holdings state of arizona fund: atzb as of: view date ... · st of az pool 3 st agcy int. as of:...
TRANSCRIPT
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
CASH1.000000Exchange Rate:US DOLLAR
USD US DOLLAR
1.000000Local18,749.920 18,749.92 18,749.921.000000 0.00 0.001.000000Base 18,749.92 18,749.921.000000 0.00 0.00
US DOLLAR Total18,749.920 Local 18,749.92 18,749.92 0.00 0.00
Base 18,749.92 18,749.92 0.00 0.00
Base18,749.920 18,749.92 18,749.92 0.00 0.00
CASH Total
CASH EQUIVALENT1.000000Exchange Rate:US DOLLAR
31 Jan 20192.5407644BNX6 BEDFORD ROW FDG CORP
99.362494Local20,000,000.000 19,871,588.89 19,872,498.8099.357944 909.91 1.0799.362494Base 19,871,588.89 19,872,498.8099.357944 909.91 1.07
08 May 20202.8813606BWJ1 CANADIAN IMPERIAL BK
100.000000Local20,000,000.000 20,000,000.00 20,000,000.00100.000000 0.00 1.07100.000000Base 20,000,000.00 20,000,000.00100.000000 0.00 1.07
03 Jan 20192.2719121BN39 COCA-COLA COMPANY
99.602750Local25,000,000.000 24,900,687.50 24,900,687.5099.602750 0.00 1.3499.602750Base 24,900,687.50 24,900,687.5099.602750 0.00 1.34
05 May 20202.8705233851CX0 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/20 VAR
100.211340Local7,000,000.000 7,000,000.00 7,014,793.80100.000000 14,793.80 0.38100.211340Base 7,000,000.00 7,014,793.80100.000000 14,793.80 0.38
27 Dec 20182.2730229BMT1 EXXON MOBIL CORP
99.646889Local25,000,000.000 24,911,722.22 24,911,722.2299.646889 0.00 1.3499.646889Base 24,911,722.22 24,911,722.2299.646889 0.00 1.34
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 1
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
01 Nov 20182.2140588ML13 HALKIN FINANCE LLC USC
100.000000Local25,000,000.000 25,000,000.00 25,000,000.00100.000000 0.00 1.34100.000000Base 25,000,000.00 25,000,000.00100.000000 0.00 1.34
03 Dec 20182.2545113VM31 IBM CREDIT LLC
99.800000Local8,000,000.000 7,984,000.00 7,984,000.0099.800000 0.00 0.4399.800000Base 7,984,000.00 7,984,000.0099.800000 0.00 0.43
12 Dec 20182.2445113VMC1 IBM CREDIT LLC
99.744889Local25,000,000.000 24,936,222.22 24,936,222.2299.744889 0.00 1.3499.744889Base 24,936,222.22 24,936,222.2299.744889 0.00 1.34
16 Jan 20192.4145113VNG1 IBM CREDIT LLC
99.491222Local25,000,000.000 24,872,805.56 24,872,805.5699.491222 0.00 1.3499.491222Base 24,872,805.56 24,872,805.5699.491222 0.00 1.34
01 Nov 20182.2745779QL12 INSTITUTIONAL SECURED
100.000000Local25,000,000.000 25,000,000.00 25,000,000.00100.000000 0.00 1.34100.000000Base 25,000,000.00 25,000,000.00100.000000 0.00 1.34
13 Nov 20182.2862455BLD5 MOUNTCLIFF
99.924000Local25,000,000.000 24,981,000.00 24,981,000.0099.924000 0.00 1.3499.924000Base 24,981,000.00 24,981,000.0099.924000 0.00 1.34
04 Dec 20182.1864105SM47 NESTLE FIN FRANCE S.
99.800167Local25,000,000.000 24,950,041.67 24,950,041.6799.800167 0.00 1.3499.800167Base 24,950,041.67 24,950,041.6799.800167 0.00 1.34
26 Nov 20182.2566844DLS9 NORTHWESTERN UNIVERS
99.843750Local20,000,000.000 19,968,750.00 19,968,750.0099.843750 0.00 1.0799.843750Base 19,968,750.00 19,968,750.0099.843750 0.00 1.07
16 Jan 20192.3290328BNG2 USAA CAPITAL CORP
99.510222Local25,000,000.000 24,877,555.56 24,877,555.5699.510222 0.00 1.3499.510222Base 24,877,555.56 24,877,555.5699.510222 0.00 1.34
03 Jan 20191.78912796PK9 TREASURY BILL 01/19 0.00000
99.688500Local10,000,000.000 9,968,850.00 9,968,850.0099.688500 0.00 0.5499.688500Base 9,968,850.00 9,968,850.0099.688500 0.00 0.54
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 2
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
20 Jun 20192.425912796QM4 TREASURY BILL 06/19 0.00000
98.426736Local80,000,000.000 78,752,985.00 78,741,388.8098.441231 -11,596.20 4.2398.426736Base 78,752,985.00 78,741,388.8098.441231 -11,596.20 4.23
01 Nov 20182.27926NKW009 AMHERST PIERPONT 04/15 VAR
100.000000Local248,559,075.760 248,559,075.76 248,559,075.76100.000000 0.00 13.36100.000000Base 248,559,075.76 248,559,075.76100.000000 0.00 13.36
01 Nov 20182.27979QHR003 SOUTH STREET REPO
100.000000Local425,000,000.000 425,000,000.00 425,000,000.00100.000000 0.00 22.84100.000000Base 425,000,000.00 425,000,000.00100.000000 0.00 22.84
US DOLLAR Total1,063,559,075.760 Local 1,061,535,284.38 1,061,539,391.89 4,107.51 57.05
Base 1,061,535,284.38 1,061,539,391.89 4,107.51 57.05
Base1,063,559,075.760 1,061,535,284.38 1,061,539,391.89 4,107.51 57.05
CASH EQUIVALENT Total
FIXED INCOME1.000000Exchange Rate:US DOLLAR
03 Mar 20202.750750258M0EF2 AMERICAN EXPRESS CREDIT SR UNSECURED 03/20 VAR
100.294477Local5,000,000.000 5,000,000.00 5,014,723.85100.000000 14,723.85 0.27100.294477Base 5,000,000.00 5,014,723.85100.000000 14,723.85 0.27
06 May 20192.6405037833AP5 APPLE INC SR UNSECURED 05/19 VAR
100.156500Local5,000,000.000 5,002,856.31 5,007,825.00100.057126 4,968.69 0.27100.156500Base 5,002,856.31 5,007,825.00100.057126 4,968.69 0.27
28 Aug 20213.12506048WXE5 BANK OF AMERICA CORP SR UNSECURED 08/21 VAR
98.001298Local10,000,000.000 10,000,000.00 9,800,129.80100.000000 -199,870.20 0.5398.001298Base 10,000,000.00 9,800,129.80100.000000 -199,870.20 0.53
26 Sep 20212.8206048WXT2 BANK OF AMERICA CORP SR UNSECURED 09/21 VAR
99.378000Local10,000,000.000 10,000,000.00 9,937,800.00100.000000 -62,200.00 0.5399.378000Base 10,000,000.00 9,937,800.00100.000000 -62,200.00 0.53
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 3
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
10 Feb 20222.2506367TRS1 BANK OF MONTREAL SR UNSECURED 02/22 VAR
98.028534Local10,000,000.000 10,000,000.00 9,802,853.40100.000000 -197,146.60 0.5398.028534Base 10,000,000.00 9,802,853.40100.000000 -197,146.60 0.53
15 Jun 20202.106367TYL8 BANK OF MONTREAL SR UNSECURED 06/20 2.1
98.291434Local10,000,000.000 9,844,075.94 9,829,143.4098.440759 -14,932.54 0.5398.291434Base 9,844,075.94 9,829,143.4098.440759 -14,932.54 0.53
28 Apr 20233.506406RAG2 BANK OF NY MELLON CORP SR UNSECURED 04/23 3.5
99.363400Local7,000,000.000 6,993,143.88 6,955,438.0099.902055 -37,705.88 0.3799.363400Base 6,993,143.88 6,955,438.0099.902055 -37,705.88 0.37
15 Jan 20202.8863107330NAP0 BRANCH BANKING + TRUST SR UNSECURED 01/20 VAR
100.261718Local10,000,000.000 10,000,000.00 10,026,171.80100.000000 26,171.80 0.54100.261718Base 10,000,000.00 10,026,171.80100.000000 26,171.80 0.54
11 Jan 20192.67044084664CP4 BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/19 VAR
100.029168Local5,000,000.000 5,000,000.00 5,001,458.40100.000000 1,458.40 0.27100.029168Base 5,000,000.00 5,001,458.40100.000000 1,458.40 0.27
15 Jun 20221.78126802DN4 CABELA S MASTER CREDIT CARD TR CABMT 2016 1 A1
99.291780Local20,000,000.000 19,829,812.37 19,858,356.0099.149062 28,543.63 1.0799.291780Base20,000,000.000Original Face: 19,829,812.37 19,858,356.0099.149062 28,543.63 1.07
30 Apr 20213.4514040HBY0 CAPITAL ONE FINANCIAL CO SR UNSECURED 04/21 3.45
99.562593Local15,000,000.000 14,989,114.69 14,934,388.9599.927431 -54,725.74 0.8099.562593Base 14,989,114.69 14,934,388.9599.927431 -54,725.74 0.80
08 Aug 20223.1632514042RHB0 CAPITAL ONE NA SR UNSECURED 08/22 VAR
99.873518Local10,000,000.000 10,000,000.00 9,987,351.80100.000000 -12,648.20 0.5499.873518Base 10,000,000.00 9,987,351.80100.000000 -12,648.20 0.54
16 Nov 20201.6114313YAC2 CARMAX AUTO OWNER TRUST CARMX 2016 1 A3
99.510890Local1,770,726.420 1,770,543.00 1,762,065.6299.989642 -8,477.38 0.0999.510890Base4,000,000.000Original Face: 1,770,543.00 1,762,065.6299.989642 -8,477.38 0.09
15 Feb 20223.1114315EAB6 CARMAX AUTO OWNER TRUST CARMX 2018 4 A2A
99.939570Local6,500,000.000 6,499,944.47 6,496,072.0599.999146 -3,872.42 0.3599.939570Base6,500,000.000Original Face: 6,499,944.47 6,496,072.0599.999146 -3,872.42 0.35
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 4
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
17 Apr 20232.4795161571HN7 CHASE ISSUANCE TRUST CHAIT 2018 A1 A1
100.135360Local10,000,000.000 10,000,000.00 10,013,536.00100.000000 13,536.00 0.54100.135360Base10,000,000.000Original Face: 10,000,000.00 10,013,536.00100.000000 13,536.00 0.54
15 Nov 20203.15191216AR1 COCA COLA CO/THE SR UNSECURED 11/20 3.15
100.169951Local2,000,000.000 2,009,170.58 2,003,399.02100.458529 -5,771.56 0.11100.169951Base 2,009,170.58 2,003,399.02100.458529 -5,771.56 0.11
24 Jun 20192.4524704AAA4 DELL EQUIPMENT FINANCE TRUST DEFT 2018 1 A1 144A
99.972320Local2,115,965.530 2,115,965.53 2,115,379.83100.000000 -585.70 0.1199.972320Base4,500,000.000Original Face: 2,115,965.53 2,115,379.83100.000000 -585.70 0.11
22 Oct 20192.6569124704DAA8 DELL EQUIPMENT FINANCE TRUST DEFT 2018 2 A1 144A
99.948500Local8,000,000.000 8,000,000.00 7,995,880.00100.000000 -4,120.00 0.4399.948500Base8,000,000.000Original Face: 8,000,000.00 7,995,880.00100.000000 -4,120.00 0.43
16 Jan 20243.11254683CG8 DISCOVER CARD EXECUTION NOTE T DCENT 2018 A4 A4
99.743980Local18,000,000.000 17,995,339.10 17,953,916.4099.974106 -41,422.70 0.9699.743980Base18,000,000.000Original Face: 17,995,339.10 17,953,916.4099.974106 -41,422.70 0.96
08 Jan 20192.7280625468PDG8 WALT DISNEY COMPANY/THE SR UNSECURED 01/19 VAR
100.048484Local4,000,000.000 4,000,000.00 4,001,939.36100.000000 1,939.36 0.22100.048484Base 4,000,000.00 4,001,939.36100.000000 1,939.36 0.22
07 Feb 20201.829736RAL4 ESTEE LAUDER CO INC SR UNSECURED 02/20 1.8
98.555127Local3,000,000.000 2,999,822.08 2,956,653.8199.994069 -43,168.27 0.1698.555127Base 2,999,822.08 2,956,653.8199.994069 -43,168.27 0.16
29 Oct 20213.1253130AF2Y2 FEDERAL HOME LOAN BANK BONDS 10/21 3.125
99.804600Local10,000,000.000 10,000,000.00 9,980,460.00100.000000 -19,540.00 0.5499.804600Base 10,000,000.00 9,980,460.00100.000000 -19,540.00 0.54
01 Mar 20423.53132GSCE7 FED HM LN PC POOL Q06969 FG 03/42 FIXED 3.5
98.231781Local5,065,368.140 5,318,885.63 4,975,801.34105.004917 -343,084.29 0.2798.231781Base11,354,753.000Original Face: 5,318,885.63 4,975,801.34105.004917 -343,084.29 0.27
01 Jun 20423.53132GUNB6 FED HM LN PC POOL Q09086 FG 06/42 FIXED 3.5
98.231558Local2,187,391.520 2,294,691.90 2,148,708.77104.905403 -145,983.13 0.1298.231558Base5,677,376.000Original Face: 2,294,691.90 2,148,708.77104.905403 -145,983.13 0.12
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 5
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
19 Feb 20202.522253132X0EY3 FARMER MAC UNSECURED 02/20 VAR
100.441986Local10,000,000.000 10,000,000.00 10,044,198.60100.000000 44,198.60 0.54100.441986Base 10,000,000.00 10,044,198.60100.000000 44,198.60 0.54
23 Nov 20182.401883133EFQJ9 FEDERAL FARM CREDIT BANK BONDS 11/18 VAR
100.017172Local15,000,000.000 14,999,448.91 15,002,575.8099.996326 3,126.89 0.81100.017172Base 14,999,448.91 15,002,575.8099.996326 3,126.89 0.81
22 Jan 20212.619633133EFWB9 FEDERAL FARM CREDIT BANK BONDS 01/21 VAR
100.708240Local20,000,000.000 19,998,220.03 20,141,648.0099.991100 143,427.97 1.08100.708240Base 19,998,220.03 20,141,648.0099.991100 143,427.97 1.08
22 Feb 20191.153133EFYS0 FEDERAL FARM CREDIT BANK BONDS 02/19 1.15
99.630600Local24,900,000.000 24,900,000.00 24,808,019.40100.000000 -91,980.60 1.3399.630600Base 24,900,000.00 24,808,019.40100.000000 -91,980.60 1.33
21 Feb 20232.349633133EJDG1 FEDERAL FARM CREDIT BANK BONDS 02/23 VAR
99.949331Local10,000,000.000 10,000,000.00 9,994,933.10100.000000 -5,066.90 0.5499.949331Base 10,000,000.00 9,994,933.10100.000000 -5,066.90 0.54
23 Nov 20181.03134G8LV9 FREDDIE MAC NOTES 11/18 1
99.928700Local11,000,000.000 11,000,000.00 10,992,157.00100.000000 -7,843.00 0.5999.928700Base 11,000,000.00 10,992,157.00100.000000 -7,843.00 0.59
01 May 20201.3753135G0T52 FANNIE MAE NOTES 05/20 VAR
99.525200Local20,000,000.000 19,994,709.67 19,905,040.0099.973548 -89,669.67 1.0799.525200Base 19,994,709.67 19,905,040.0099.973548 -89,669.67 1.07
25 Jul 20402.53136A0GS0 FANNIE MAE FNR 2011 75 HP
98.507610Local314,705.330 324,152.27 310,008.70103.001837 -14,143.57 0.0298.507610Base2,838,688.000Original Face: 324,152.27 310,008.70103.001837 -14,143.57 0.02
25 Dec 20382.253136A2HK2 FANNIE MAE FNR 2011 111 DG
99.048530Local421,032.160 421,620.08 417,026.17100.139638 -4,593.91 0.0299.048530Base5,677,376.000Original Face: 421,620.08 417,026.17100.139638 -4,593.91 0.02
25 Apr 20422.03136A6JR6 FANNIE MAE FNR 2012 58 PA
92.270160Local1,790,350.760 1,818,836.38 1,651,959.51101.591064 -166,876.87 0.0992.270160Base5,677,376.000Original Face: 1,818,836.38 1,651,959.51101.591064 -166,876.87 0.09
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 6
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
25 May 20392.03136A76N7 FANNIE MAE FNR 2012 101 B
97.329710Local3,284,240.780 3,338,894.11 3,196,542.03101.664109 -142,352.08 0.1797.329710Base11,275,256.000Original Face: 3,338,894.11 3,196,542.03101.664109 -142,352.08 0.17
25 May 20391.753136A8YT1 FANNIE MAE FNR 2012 103 LE
98.227040Local0.010 -0.07 0.01-700.000000 0.08 0.0098.227040Base -0.07 0.01-700.000000 0.08 0.00
25 May 20402.03136AAEK7 FANNIE MAE FNR 2012 129 TD
92.893950Local1,576,215.410 1,600,083.67 1,464,208.75101.514277 -135,874.92 0.0892.893950Base5,677,376.000Original Face: 1,600,083.67 1,464,208.75101.514277 -135,874.92 0.08
25 Jul 20411.753136ABRK1 FANNIE MAE FNR 2013 9 PH
93.219580Local3,276,648.160 3,304,676.57 3,054,477.65100.855399 -250,198.92 0.1693.219580Base6,713,909.000Original Face: 3,304,676.57 3,054,477.65100.855399 -250,198.92 0.16
25 Feb 20281.253136ABUD3 FANNIE MAE FNR 2013 7 AC
92.479290Local2,099,312.200 2,093,038.88 1,941,429.0299.701173 -151,609.86 0.1092.479290Base5,677,376.000Original Face: 2,093,038.88 1,941,429.0299.701173 -151,609.86 0.10
25 Mar 20422.03136ABUY7 FANNIE MAE FNR 2013 7 GB
93.345070Local3,214,593.470 3,266,642.15 3,000,664.52101.619137 -265,977.63 0.1693.345070Base6,995,663.000Original Face: 3,266,642.15 3,000,664.52101.619137 -265,977.63 0.16
25 Feb 20281.53136ABUZ4 FANNIE MAE FNR 2013 7 AD
93.173770Local2,099,312.200 2,105,383.13 1,956,008.32100.289187 -149,374.81 0.1193.173770Base5,677,376.000Original Face: 2,105,383.13 1,956,008.32100.289187 -149,374.81 0.11
25 Dec 20422.03136ABW74 FANNIE MAE FNR 2013 6 AB
91.033480Local4,067,830.160 4,097,619.13 3,703,087.36100.732306 -394,531.77 0.2091.033480Base11,354,753.000Original Face: 4,097,619.13 3,703,087.36100.732306 -394,531.77 0.20
25 Mar 20391.753136ACJX0 FANNIE MAE FNR 2013 17 PB
97.482940Local1,777,489.970 1,785,144.21 1,732,749.48100.430621 -52,394.73 0.0997.482940Base5,677,376.000Original Face: 1,785,144.21 1,732,749.48100.430621 -52,394.73 0.09
25 Aug 20411.53136AD2H1 FANNIE MAE FNR 2013 43 XP
94.296070Local951,689.100 937,435.05 897,405.4298.502237 -40,029.63 0.0594.296070Base2,000,000.000Original Face: 937,435.05 897,405.4298.502237 -40,029.63 0.05
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 7
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
25 May 20402.03136AEBJ5 FANNIE MAE FNR 2013 47 YA
93.265320Local2,886,372.730 2,935,956.19 2,691,984.76101.717847 -243,971.43 0.1493.265320Base8,516,065.000Original Face: 2,935,956.19 2,691,984.76101.717847 -243,971.43 0.14
25 Jun 20281.253136AELZ8 FANNIE MAE FNR 2013 62 DB
93.362080Local1,999,451.520 1,996,652.66 1,866,729.5399.860019 -129,923.13 0.1093.362080Base5,677,376.000Original Face: 1,996,652.66 1,866,729.5399.860019 -129,923.13 0.10
25 May 20291.53136AJ2X3 FANNIE MAE FNR 2014 25 WA
92.923050Local3,108,803.350 3,052,885.47 2,888,794.8998.201305 -164,090.58 0.1692.923050Base6,060,416.000Original Face: 3,052,885.47 2,888,794.8998.201305 -164,090.58 0.16
15 Jan 20402.253137A1UN1 FREDDIE MAC FHR 3725 PC
94.765470Local500,160.450 490,783.35 473,979.4098.125182 -16,803.95 0.0394.765470Base2,838,688.000Original Face: 490,783.35 473,979.4098.125182 -16,803.95 0.03
15 Nov 20203.03137A2PF2 FREDDIE MAC FHR 3766 HE
99.614320Local26,987.540 27,292.74 26,883.45101.130892 -409.29 0.0099.614320Base648,587.000Original Face: 27,292.74 26,883.45101.130892 -409.29 0.00
15 Feb 20402.03137A62S0 FREDDIE MAC FHR 3796 PE
96.889990Local1,092,124.210 1,093,668.20 1,058,159.04100.141375 -35,509.16 0.0696.889990Base5,946,910.000Original Face: 1,093,668.20 1,058,159.04100.141375 -35,509.16 0.06
15 Feb 20263.53137A7HC7 FREDDIE MAC FHR 3800 KE
100.825730Local166,189.190 173,105.14 167,561.46104.161492 -5,543.68 0.01100.825730Base500,000.000Original Face: 173,105.14 167,561.46104.161492 -5,543.68 0.01
15 Nov 20402.53137ADHX8 FREDDIE MAC FHR 3890 BA
97.524640Local1,286,258.360 1,305,183.60 1,254,418.84101.471340 -50,764.76 0.0797.524640Base11,354,753.000Original Face: 1,305,183.60 1,254,418.84101.471340 -50,764.76 0.07
15 Oct 20402.53137AFPD8 FREDDIE MAC FHR 3919 CD
97.017800Local680,887.790 676,541.12 660,582.3599.361617 -15,958.77 0.0497.017800Base2,838,688.000Original Face: 676,541.12 660,582.3599.361617 -15,958.77 0.04
15 Jul 20412.03137AGAB6 FREDDIE MAC FHR 3934 PB
95.148600Local811,329.960 811,135.71 771,969.1099.976058 -39,166.61 0.0495.148600Base2,838,688.000Original Face: 811,135.71 771,969.1099.976058 -39,166.61 0.04
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 8
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
15 May 20412.03137AGRX0 FREDDIE MAC FHR 3935 JA
95.319770Local725,614.540 725,267.77 691,654.1199.952210 -33,613.66 0.0495.319770Base3,247,459.000Original Face: 725,267.77 691,654.1199.952210 -33,613.66 0.04
15 Mar 20273.03137ANK95 FREDDIE MAC FHR 4024 C
97.882900Local1,430,542.510 1,434,047.47 1,400,256.49100.245009 -33,790.98 0.0897.882900Base5,677,376.000Original Face: 1,434,047.47 1,400,256.49100.245009 -33,790.98 0.08
15 Feb 20412.03137AR5L6 FREDDIE MAC FHR 4060 JC
94.087560Local3,015,658.100 3,027,408.46 2,837,359.12100.389645 -190,049.34 0.1594.087560Base8,516,065.000Original Face: 3,027,408.46 2,837,359.12100.389645 -190,049.34 0.15
15 Jan 20281.53137AXMZ3 FREDDIE MAC FHR 4152 AG
93.362550Local2,756,987.430 2,759,144.62 2,573,993.77100.078244 -185,150.85 0.1493.362550Base7,380,589.000Original Face: 2,759,144.62 2,573,993.77100.078244 -185,150.85 0.14
15 Feb 20432.03137AYLB5 FREDDIE MAC FHR 4161 CD
91.087670Local2,979,426.520 3,019,658.50 2,713,890.20101.350326 -305,768.30 0.1591.087670Base5,677,376.000Original Face: 3,019,658.50 2,713,890.20101.350326 -305,768.30 0.15
15 Dec 20421.53137AYSG7 FREDDIE MAC FHR 4165 TD
93.929540Local2,456,156.400 2,456,781.33 2,307,056.41100.025443 -149,724.92 0.1293.929540Base5,677,376.000Original Face: 2,456,781.33 2,307,056.41100.025443 -149,724.92 0.12
15 Dec 20421.753137AYSH5 FREDDIE MAC FHR 4165 TE
93.539070Local6,140,391.430 6,188,830.60 5,743,665.04100.788861 -445,165.56 0.3193.539070Base14,193,441.000Original Face: 6,188,830.60 5,743,665.04100.788861 -445,165.56 0.31
15 Mar 20432.03137B0GK4 FREDDIE MAC FHR 4173 AG
95.890730Local4,062,039.470 4,082,438.57 3,895,119.30100.502189 -187,319.27 0.2195.890730Base14,193,441.000Original Face: 4,082,438.57 3,895,119.30100.502189 -187,319.27 0.21
15 Mar 20432.03137B1EM0 FREDDIE MAC FHR 4191 AP
93.960060Local1,364,045.740 1,362,507.94 1,281,658.2099.887262 -80,849.74 0.0793.960060Base3,250,000.000Original Face: 1,362,507.94 1,281,658.2099.887262 -80,849.74 0.07
15 Mar 20402.03137B1VH2 FREDDIE MAC FHR 4210 AC
95.660790Local2,619,839.460 2,634,528.26 2,506,159.12100.560676 -128,369.14 0.1395.660790Base5,677,376.000Original Face: 2,634,528.26 2,506,159.12100.560676 -128,369.14 0.13
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 9
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
15 Jul 20421.53137B1ZD7 FREDDIE MAC FHR 4204 QA
92.531570Local3,997,445.590 3,993,380.06 3,698,899.1699.898297 -294,480.90 0.2092.531570Base8,516,065.000Original Face: 3,993,380.06 3,698,899.1699.898297 -294,480.90 0.20
15 Apr 20331.753137B2CF5 FREDDIE MAC FHR 4203 DC
95.655830Local981,827.450 958,676.28 939,175.2097.642033 -19,501.08 0.0595.655830Base2,500,000.000Original Face: 958,676.28 939,175.2097.642033 -19,501.08 0.05
15 Apr 20283.53137BUFZ6 FREDDIE MAC FHR 4646 TB
99.806950Local3,711,907.500 3,832,303.83 3,704,741.66103.243516 -127,562.17 0.2099.806950Base10,000,000.000Original Face: 3,832,303.83 3,704,741.66103.243516 -127,562.17 0.20
15 Oct 20403.03137BVEP7 FREDDIE MAC FHR 4655 JA
97.771960Local4,195,806.700 4,274,999.97 4,102,322.45101.887438 -172,677.52 0.2297.771960Base5,000,000.000Original Face: 4,274,999.97 4,102,322.45101.887438 -172,677.52 0.22
15 Aug 20424.03137F4VC3 FREDDIE MAC FHR 4774 G
100.714070Local9,378,589.300 9,624,496.85 9,445,558.99102.622010 -178,937.86 0.51100.714070Base10,000,000.000Original Face: 9,624,496.85 9,445,558.99102.622010 -178,937.86 0.51
15 Apr 20424.03137FEVG2 FREDDIE MAC FHR 4800 TA
101.367340Local4,765,863.750 4,856,571.61 4,831,029.31101.903283 -25,542.30 0.26101.367340Base5,000,000.000Original Face: 4,856,571.61 4,831,029.31101.903283 -25,542.30 0.26
15 Apr 20404.03137FGYY5 FREDDIE MAC FHR 4819 MA
101.307370Local6,780,767.980 6,921,075.10 6,869,417.71102.069192 -51,657.39 0.37101.307370Base7,000,000.000Original Face: 6,921,075.10 6,869,417.71102.069192 -51,657.39 0.37
01 Jun 20202.013138L33G8 FNMA POOL AM3498 FN 06/20 FIXED 2.01
98.369852Local1,000,000.000 1,010,636.25 983,698.52101.063625 -26,937.73 0.0598.369852Base1,000,000.000Original Face: 1,010,636.25 983,698.52101.063625 -26,937.73 0.05
01 May 20282.53138WND30 FNMA POOL AT1021 FN 05/28 FIXED 2.5
96.453331Local3,871,237.940 3,990,726.83 3,733,937.94103.086581 -256,788.89 0.2096.453331Base8,516,065.000Original Face: 3,990,726.83 3,733,937.94103.086581 -256,788.89 0.20
25 Jul 20333.531393DDG3 FANNIE MAE FNR 2003 58 M
98.875480Local827,767.790 838,573.88 818,459.38101.305449 -20,114.50 0.0498.875480Base44,567,405.000Original Face: 838,573.88 818,459.38101.305449 -20,114.50 0.04
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 10
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
25 Jun 20275.531396WBV7 FANNIE MAE FNR 2007 56 EP
106.316520Local34,088.770 37,116.22 36,241.99108.881077 -874.23 0.00106.316520Base1,000,000.000Original Face: 37,116.22 36,241.99108.881077 -874.23 0.00
25 May 20495.031397NJ30 FANNIE MAE FNR 2009 29 PA
107.105880Local909,609.260 965,276.50 974,245.00106.119907 8,968.50 0.05107.105880Base24,898,134.000Original Face: 965,276.50 974,245.00106.119907 8,968.50 0.05
25 Jan 20403.031398SP80 FANNIE MAE FNR 2010 135 EA
98.278390Local755,553.600 749,267.22 742,545.9199.167977 -6,721.31 0.0498.278390Base5,677,376.000Original Face: 749,267.22 742,545.9199.167977 -6,721.31 0.04
15 Dec 20394.531398WC36 FREDDIE MAC FHR 3620 PA
102.973870Local487,171.550 513,507.86 501,659.40105.405962 -11,848.46 0.03102.973870Base8,516,065.000Original Face: 513,507.86 501,659.40105.405962 -11,848.46 0.03
26 Jul 20212.94831677QBP3 FIFTH THIRD BANK SR UNSECURED 07/21 VAR
99.952078Local2,000,000.000 2,000,000.00 1,999,041.56100.000000 -958.44 0.1199.952078Base 2,000,000.00 1,999,041.56100.000000 -958.44 0.11
08 Jan 20193.98806345397XS7 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/19 VAR
100.198301Local9,000,000.000 9,000,000.00 9,017,847.09100.000000 17,847.09 0.48100.198301Base 9,000,000.00 9,017,847.09100.000000 17,847.09 0.48
09 Jan 20202.681345397YE7 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 2.681
98.534697Local5,000,000.000 5,000,000.00 4,926,734.85100.000000 -73,265.15 0.2698.534697Base 5,000,000.00 4,926,734.85100.000000 -73,265.15 0.26
03 Aug 20223.42825345397YP2 FORD MOTOR CREDIT CO LLC SR UNSECURED 08/22 VAR
97.657825Local20,000,000.000 20,000,000.00 19,531,565.00100.000000 -468,435.00 1.0597.657825Base 20,000,000.00 19,531,565.00100.000000 -468,435.00 1.05
15 Feb 20214.536241KJZ2 GNMA POOL 782080 GN 02/21 FIXED 4.5
103.399631Local29,330.740 29,974.09 30,327.88102.193433 353.79 0.00103.399631Base1,675,000.000Original Face: 29,974.09 30,327.88102.193433 353.79 0.00
11 May 20212.718369550BF4 GENERAL DYNAMICS CORP COMPANY GUAR 05/21 VAR
100.415678Local5,000,000.000 5,000,000.00 5,020,783.90100.000000 20,783.90 0.27100.415678Base 5,000,000.00 5,020,783.90100.000000 20,783.90 0.27
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 11
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
16 Apr 20212.97644370334CB8 GENERAL MILLS INC SR UNSECURED 04/21 VAR
99.915284Local3,000,000.000 3,000,000.00 2,997,458.52100.000000 -2,541.48 0.1699.915284Base 3,000,000.00 2,997,458.52100.000000 -2,541.48 0.16
31 May 20192.62538150A7C3 GOLDMAN SACHS GROUP INC SR UNSECURED 05/19 2.625
99.777380Local10,000,000.000 10,000,000.00 9,977,738.00100.000000 -22,262.00 0.5499.777380Base 10,000,000.00 9,977,738.00100.000000 -22,262.00 0.54
31 Jan 20202.038150AAE5 GOLDMAN SACHS GROUP INC SR UNSECURED 01/20 VAR
98.643451Local10,000,000.000 9,997,917.81 9,864,345.1099.979178 -133,572.71 0.5398.643451Base 9,997,917.81 9,864,345.1099.979178 -133,572.71 0.53
16 Nov 20394.038376JFP4 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 106 HA
102.432540Local80,239.570 84,871.82 82,191.43105.773024 -2,680.39 0.00102.432540Base877,500.000Original Face: 84,871.82 82,191.43105.773024 -2,680.39 0.00
16 Jan 20402.45938378BCX5 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 23 B
99.345080Local3,617,241.700 3,673,731.94 3,593,551.66101.561694 -80,180.28 0.1999.345080Base10,000,000.000Original Face: 3,673,731.94 3,593,551.66101.561694 -80,180.28 0.19
16 May 20451.718538378BWR6 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 83 AC
90.764330Local2,311,888.350 2,284,206.50 2,098,369.9798.802630 -185,836.53 0.1190.764330Base3,000,000.000Original Face: 2,284,206.50 2,098,369.9798.802630 -185,836.53 0.11
16 Jun 20531.6198738378BX38 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 132 AC
93.609790Local4,664,938.400 4,443,772.45 4,366,839.0495.258974 -76,933.41 0.2393.609790Base10,000,000.000Original Face: 4,443,772.45 4,366,839.0495.258974 -76,933.41 0.23
16 Mar 20412.038378EQC0 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 69 QC
94.114170Local4,162,675.650 4,255,752.16 3,917,667.64102.235978 -338,084.52 0.2194.114170Base10,493,495.000Original Face: 4,255,752.16 3,917,667.64102.235978 -338,084.52 0.21
16 Aug 20572.0538379UW28 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 158 AE
93.663810Local4,815,766.500 4,635,723.56 4,510,630.3896.261386 -125,093.18 0.2493.663810Base5,000,000.000Original Face: 4,635,723.56 4,510,630.3896.261386 -125,093.18 0.24
20 Oct 20462.2538380GPY4 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 118 KH
95.761340Local4,507,586.650 4,502,848.50 4,316,525.3899.894885 -186,323.12 0.2395.761340Base5,000,000.000Original Face: 4,502,848.50 4,316,525.3899.894885 -186,323.12 0.23
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 12
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
06 Sep 20191.62544932HAA1 IBM CREDIT LLC SR UNSECURED 09/19 1.625
98.971928Local5,000,000.000 4,998,387.09 4,948,596.4099.967742 -49,790.69 0.2798.971928Base 4,998,387.09 4,948,596.4099.967742 -49,790.69 0.27
26 Apr 20191.25459058FC2 INTL BK RECON + DEVELOP 04/19 1.25
99.338700Local20,000,000.000 20,000,000.00 19,867,740.00100.000000 -132,260.00 1.0799.338700Base 20,000,000.00 19,867,740.00100.000000 -132,260.00 1.07
12 Feb 20192.708459200HW4 IBM CORP SR UNSECURED 02/19 VAR
100.081217Local1,987,082.000 1,987,082.00 1,988,695.85100.000000 1,613.85 0.11100.081217Base 1,987,082.00 1,988,695.85100.000000 1,613.85 0.11
17 May 20191.8459200JE2 IBM CORP SR UNSECURED 05/19 1.8
99.398321Local15,000,000.000 14,998,975.86 14,909,748.1599.993172 -89,227.71 0.8099.398321Base 14,998,975.86 14,909,748.1599.993172 -89,227.71 0.80
27 Jan 20202.73925459200JP7 IBM CORP SR UNSECURED 01/20 VAR
100.211933Local30,000,000.000 30,000,000.00 30,063,579.90100.000000 63,579.90 1.62100.211933Base 30,000,000.00 30,063,579.90100.000000 63,579.90 1.62
25 Oct 20483.546649CAQ6 JP MORGAN MORTGAGE TRUST JPMMT 2018 4 A15 144A
98.899620Local4,658,749.780 4,640,268.85 4,607,485.8399.603307 -32,783.02 0.2598.899620Base5,000,000.000Original Face: 4,640,268.85 4,607,485.8399.603307 -32,783.02 0.25
05 Dec 20181.65478160BG8 JOHNSON + JOHNSON SR UNSECURED 12/18 1.65
99.919381Local10,000,000.000 10,006,091.54 9,991,938.10100.060915 -14,153.44 0.5499.919381Base 10,006,091.54 9,991,938.10100.060915 -14,153.44 0.54
15 Aug 20223.150117PAC3 KUBOTA CREDIT OWNER TRUST KCOT 2018 1A A3 144A
99.582620Local12,640,000.000 12,605,857.16 12,587,243.1799.729883 -18,613.99 0.6899.582620Base12,640,000.000Original Face: 12,605,857.16 12,587,243.1799.729883 -18,613.99 0.68
10 Jan 20202.2563254AAT5 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/20 2.25
98.925989Local10,000,000.000 9,999,642.46 9,892,598.9099.996425 -107,043.56 0.5398.925989Base 9,999,642.46 9,892,598.9099.996425 -107,043.56 0.53
13 Apr 20212.064952WCE1 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 04/21 2
96.843638Local3,000,000.000 2,997,840.88 2,905,309.1499.928029 -92,531.74 0.1696.843638Base 2,997,840.88 2,905,309.1499.928029 -92,531.74 0.16
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 13
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
08 Mar 20212.55654740AN9 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 2.55
97.527164Local10,000,000.000 9,994,311.34 9,752,716.4099.943113 -241,594.94 0.5297.527164Base 9,994,311.34 9,752,716.4099.943113 -241,594.94 0.52
01 Dec 20186.571713UAQ5 PHARMACIA LLC COMPANY GUAR 12/18 6.5
100.318508Local1,000,000.000 1,003,662.04 1,003,185.08100.366204 -476.96 0.05100.318508Base 1,003,662.04 1,003,185.08100.366204 -476.96 0.05
22 Jan 20193.07978010UDP9 ROYAL BANK OF CANADA SR UNSECURED 01/19 VAR
100.101084Local10,000,000.000 10,008,719.44 10,010,108.40100.087194 1,388.96 0.54100.101084Base 10,008,719.44 10,010,108.40100.087194 1,388.96 0.54
22 Oct 20213.078014RAQ3 ROYAL BANK OF CANADA SR UNSECURED 10/21 VAR
99.629000Local10,000,000.000 10,000,000.00 9,962,900.00100.000000 -37,100.00 0.5499.629000Base 10,000,000.00 9,962,900.00100.000000 -37,100.00 0.54
25 Jan 20292.986578446YAA1 SLM STUDENT LOAN TRUST SLMA 2012 2 A
99.493350Local1,093,990.030 1,093,990.03 1,088,447.33100.000000 -5,542.70 0.0699.493350Base2,838,688.000Original Face: 1,093,990.03 1,088,447.33100.000000 -5,542.70 0.06
09 Jan 20191.789236TDM4 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 1.7
99.849605Local10,000,000.000 9,999,669.18 9,984,960.5099.996692 -14,708.68 0.5499.849605Base 9,999,669.18 9,984,960.5099.996692 -14,708.68 0.54
26 Apr 20212.70889236TEX9 TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/21 VAR
98.090494Local5,000,000.000 4,988,785.85 4,904,524.7099.775717 -84,261.15 0.2698.090494Base 4,988,785.85 4,904,524.7099.775717 -84,261.15 0.26
15 May 20192.3737589236TFB6 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/19 VAR
100.010338Local10,000,000.000 10,000,000.00 10,001,033.80100.000000 1,033.80 0.54100.010338Base 10,000,000.00 10,001,033.80100.000000 1,033.80 0.54
31 Aug 20202.6259128284Y3 US TREASURY N/B 08/20 2.625
99.570312Local20,000,000.000 19,944,367.12 19,914,062.4099.721836 -30,304.72 1.0799.570312Base 19,944,367.12 19,914,062.4099.721836 -30,304.72 1.07
30 Sep 20202.759128285B2 US TREASURY N/B 09/20 2.75
99.765625Local40,000,000.000 39,948,323.32 39,906,250.0099.870808 -42,073.32 2.1499.765625Base 39,948,323.32 39,906,250.0099.870808 -42,073.32 2.14
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 14
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
28 Feb 20211.125912828P87 US TREASURY N/B 02/21 1.125
96.023438Local5,000,000.000 4,978,792.95 4,801,171.9099.575859 -177,621.05 0.2696.023438Base 4,978,792.95 4,801,171.9099.575859 -177,621.05 0.26
31 Oct 20180.75912828T83 US TREASURY N/B 10/18 0.75
0.000000Local0.000 -0.03 0.000.000000 0.03 0.000.000000Base -0.03 0.000.000000 0.03 0.00
30 Jun 20191.25912828XV7 US TREASURY N/B 06/19 1.25
99.121094Local10,000,000.000 9,948,800.71 9,912,109.4099.488007 -36,691.31 0.5399.121094Base 9,948,800.71 9,912,109.4099.488007 -36,691.31 0.53
15 Jun 20212.5941391324PDG4 UNITEDHEALTH GROUP INC SR UNSECURED 06/21 VAR
99.994644Local3,000,000.000 3,000,000.00 2,999,839.32100.000000 -160.68 0.1699.994644Base 3,000,000.00 2,999,839.32100.000000 -160.68 0.16
15 Jun 20213.1591324PDH2 UNITEDHEALTH GROUP INC SR UNSECURED 06/21 3.15
99.611977Local3,000,000.000 2,998,580.27 2,988,359.3199.952676 -10,220.96 0.1699.611977Base 2,998,580.27 2,988,359.3199.952676 -10,220.96 0.16
20 Sep 20212.0692348NAA5 VERIZON OWNER TRUST VZOT 2017 1A A 144A
99.094100Local10,000,000.000 9,900,557.94 9,909,410.0099.005579 8,852.06 0.5399.094100Base10,000,000.000Original Face: 9,900,557.94 9,909,410.0099.005579 8,852.06 0.53
20 Apr 20233.2392348XAA3 VERIZON OWNER TRUST VZOT 2018 A A1A
99.937080Local5,000,000.000 4,999,923.04 4,996,854.0099.998461 -3,069.04 0.2799.937080Base5,000,000.000Original Face: 4,999,923.04 4,996,854.0099.998461 -3,069.04 0.27
23 Jun 20202.40638931142EF6 WALMART INC SR UNSECURED 06/20 VAR
100.040185Local10,000,000.000 10,000,000.00 10,004,018.50100.000000 4,018.50 0.54100.040185Base 10,000,000.00 10,004,018.50100.000000 4,018.50 0.54
23 Jun 20202.85931142EG4 WALMART INC SR UNSECURED 06/20 2.85
99.850827Local5,000,000.000 4,998,720.77 4,992,541.3599.974415 -6,179.42 0.2799.850827Base 4,998,720.77 4,992,541.3599.974415 -6,179.42 0.27
11 Feb 20223.268949746SP7 WELLS FARGO + COMPANY SR UNSECURED 02/22 VAR
100.812804Local4,000,000.000 4,000,000.00 4,032,512.16100.000000 32,512.16 0.22100.812804Base 4,000,000.00 4,032,512.16100.000000 32,512.16 0.22
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 15
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
06 Dec 20192.1594988J5G8 WELLS FARGO BANK NA SR UNSECURED 12/19 2.15
98.998282Local5,000,000.000 4,997,474.84 4,949,914.1099.949497 -47,560.74 0.2798.998282Base 4,997,474.84 4,949,914.1099.949497 -47,560.74 0.27
25 Mar 20202.6694988J5S2 WELLS FARGO BANK NA SR UNSECURED 03/20 VAR
99.902000Local10,000,000.000 10,000,000.00 9,990,200.00100.000000 -9,800.00 0.5499.902000Base 10,000,000.00 9,990,200.00100.000000 -9,800.00 0.54
22 Oct 20213.62594988J5T0 WELLS FARGO BANK NA SR UNSECURED 10/21 3.625
99.945114Local5,000,000.000 4,997,613.38 4,997,255.7099.952268 -357.68 0.2799.945114Base 4,997,613.38 4,997,255.7099.952268 -357.68 0.27
15 Aug 20192.3698163EAA4 WORLD OMNI AUTO RECEIVABLES TR WOART 2018 C A1
99.973750Local8,048,455.360 8,048,455.36 8,046,342.64100.000000 -2,112.72 0.4399.973750Base15,500,000.000Original Face: 8,048,455.36 8,046,342.64100.000000 -2,112.72 0.43
US DOLLAR Total807,837,719.930 Local 808,463,388.03 799,130,668.47 -9,332,719.56 42.95
Base523,201,117.000Original Face: 808,463,388.03 799,130,668.47 -9,332,719.56 42.95
Base807,837,719.930 808,463,388.03 799,130,668.47 -9,332,719.56 42.95
FIXED INCOME Total
523,201,117.000Original Face:
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 16
STATE OF ARIZONA
October 31, 2018
ATZB
ST OF AZ POOL 3 ST AGCY INT.
November 13, 2018As of: View Date:
FUND:
Holdings
% FundAsset ID Asset Description Rate
Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr
Base Currency: USD - US DOLLARMaturity Date
1,870,017,422.33Base1,871,415,545.610FUND Total
1,860,688,810.28 -9,328,612.05 100.00Original Face: 523,201,117.000
Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted
Page 17
Currency Summary
Holdings
View Date: November 13, 2018
% FundUnits Total Cost Market Value Total Unreal Gn/LsUnreal Curr Gn/LsUnreal Sec Gn/Ls% Currency
As of: October 31, 2018
Base Currency:USD - US DOLLAR
ST OF AZ POOL 3 ST AGCY INT.
ATZBSTATE OF ARIZONA
FUND:
US DOLLAR 1.000000Exchange Rate:
18,749.920 18,749.92 0.000.00Local 18,749.92 0.00
CASH
0.0018,749.92 0.000.0018,749.92Base 0.00
1,063,559,075.760 1,061,539,391.89 4,107.514,107.51Local 1,061,535,284.38 57.05
CASH EQUIVALENT
4,107.511,061,539,391.89 4,107.510.001,061,535,284.38Base 57.05
807,837,719.930 799,130,668.47 -9,332,719.56-9,332,719.56Local 808,463,388.03 42.95
FIXED INCOME
523,201,117.000 -9,332,719.56799,130,668.47 -9,332,719.560.00808,463,388.03BaseOriginal Face: 42.95
US DOLLAR Total1,871,415,545.610 1,870,017,422.33 1,860,688,810.28 -9,328,612.05-9,328,612.05Local 100.00
0.00-9,328,612.05523,201,117.000 1,870,017,422.33 1,860,688,810.28 -9,328,612.05BaseOriginal Face: 100.00
0.00-9,328,612.051,871,415,545.610 1,870,017,422.33 1,860,688,810.28 -9,328,612.05
FUND TotalBase 100.00
523,201,117.000Original Face:
Prepared by State StreetPage 18 Books Closed
Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/Ls% Fund
Holdings ST OF AZ POOL 3 ST AGCY INT.STATE OF ARIZONA
ATZB
October 31, 2018 November 13, 2018
Asset Summary
As of:
FUND:
View Date:
Base Currency: USD - US DOLLAR
CASH
18,749.920 18,749.92 18,749.92 0.00 0.00 0.00 0.00US DOLLAR
CASH Total18,749.920 18,749.92 18,749.92 0.000.00 0.000.00
Page 19 Books Closed Prepared by State Street
Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/Ls% Fund
Holdings ST OF AZ POOL 3 ST AGCY INT.STATE OF ARIZONA
ATZB
October 31, 2018 November 13, 2018
Asset Summary
As of:
FUND:
View Date:
Base Currency: USD - US DOLLAR
CASH EQUIVALENT
1,063,559,075.760 1,061,535,284.38 1,061,539,391.89 57.05 4,107.51 0.00 4,107.51US DOLLAR
CASH EQUIVALENT Total1,063,559,075.760 1,061,535,284.38 1,061,539,391.89 4,107.5157.05 4,107.510.00
Page 20 Books Closed Prepared by State Street
Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/Ls% Fund
Holdings ST OF AZ POOL 3 ST AGCY INT.STATE OF ARIZONA
ATZB
October 31, 2018 November 13, 2018
Asset Summary
As of:
FUND:
View Date:
Base Currency: USD - US DOLLAR
FIXED INCOME
807,837,719.930 808,463,388.03 799,130,668.47 42.95 -9,332,719.56 0.00 -9,332,719.56US DOLLAR
FIXED INCOME Total807,837,719.930 808,463,388.03 799,130,668.47 -9,332,719.5642.95 -9,332,719.560.00
Page 21 Books Closed Prepared by State Street
Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/Ls% Fund
Holdings ST OF AZ POOL 3 ST AGCY INT.STATE OF ARIZONA
ATZB
October 31, 2018 November 13, 2018
Asset Summary
As of:
FUND:
View Date:
Base Currency: USD - US DOLLAR
FUND Total1,871,415,545.610 1,870,017,422.33 1,860,688,810.28 100.00 -9,328,612.05 0.00 -9,328,612.05
Page 22 Books Closed Prepared by State Street
Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/LsNotional Par % Fund
Holdings ST OF AZ POOL 3 ST AGCY INT.STATE OF ARIZONA
ATZB
October 31, 2018 November 13, 2018
Fund Summary
As of:
FUND:
View Date:
Base Currency: USD - US DOLLAR
CASH18,749.920 18,749.92 18,749.92 0.00 0.00 0.00 0.00
0.000.00
0.000.00
0.000.00
GN GN GNLS LS LS
CASH EQUIVALENT1,063,559,075.760 1,061,535,284.38 1,061,539,391.89 57.05 4,107.51 0.00 4,107.51
15,703.71-11,596.20
0.000.00
15,703.71-11,596.20
GN GN GNLS LS LS
FIXED INCOME807,837,719.930 808,463,388.03 799,130,668.47 42.95 -9,332,719.56 0.00 -9,332,719.56
443,047.81-9,775,767.37
0.000.00
443,047.81-9,775,767.37
GN GN GNLS LS LS
Original Face: 523,201,117.000
FUND Total1,871,415,545.610 1,870,017,422.33 1,860,688,810.28 100.00 -9,328,612.05 0.00 -9,328,612.050.000
0.00-9,787,363.57 LSGN458,751.52 0.00 458,751.52
-9,787,363.57GN GNLS LS
523,201,117.000Original Face:
Page 23 Books Closed Prepared by State Street