State Street Navigator Securities Lending Trust · net assets $3.37B · 109 holdings as of September 30, 2019. Monthly N-PORT disclosure: the full book, not just equities.
STIV: 51.7% · RA: 29.3% · DBT: 19.0%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $1.24B | $2.42B | $2.33B |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $1.54B | $1.74B | $1.61B |
| Net realized gain (non-derivative) | $9.71K | $0 | $0 |
| Net unrealized appreciation (non-derivative) | $0 | $0 | $0 |
The three months of the reporting period, as filed; month 3 ends September 30, 2019.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-1.57K | $-1.55K |
| 1 year | $-1.66K | $-603 |
| 5 years | $0 | $0 |
| 10 years | $0 | $0 |
| 30 years | $0 | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| Jpmorgan Chase & Co. RA | $190M | 5.65% |
| Rbc Dominion Securities Inc RA | $177M | 5.26% |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated RA | $163M | 4.84% |
| Bnp Paribas Securities Corp RA | $145M | 4.31% |
| Goldman Sachs International (milan, Milano, It, Branch) RA | $135M | 4.01% |
| Td Securities Inc. RA | $115M | 3.42% |
| Us Treasury Frn DBT | $58.1M | 1.73% |
| Matchpoint Finance PLC STIV | $50M | 1.49% |
| Oversea Chinese Banking STIV | $50M | 1.49% |
| Lma Sa Lma Americas STIV | $50M | 1.49% |
| Liberty Funding LLC STIV | $49.8M | 1.48% |
| Antalis S.a STIV | $43.2M | 1.28% |
| Sumitomo Mitsui Trust Ny STIV | $40M | 1.19% |
| Bnp Paribas Securities Corp RA | $40M | 1.19% |
| Us Treasury Frn DBT | $38.1M | 1.13% |
| Standard Chrtrd Bnkn STIV | $35M | 1.04% |
| Bedford Row Funding Corp STIV | $35M | 1.04% |
| Collateralized Cp Flex STIV | $34.7M | 1.03% |
| Lma Sa Lma Americas STIV | $34.6M | 1.03% |
| Mitsubishi TST&BNK C STIV | $30.3M | 0.90% |
| Sumitomo Mitsui Bkg Corp STIV | $30M | 0.89% |
| Bank Of America N.a. STIV | $30M | 0.89% |
| Bedford Row Funding Corp STIV | $30M | 0.89% |
| Bng Bank Nv STIV | $30M | 0.89% |
| Nordea Bank Abp New York DBT | $30M | 0.89% |
| Bank Of Montreal- STIV | $30M | 0.89% |
| Nordea Bank Abp New York DBT | $30M | 0.89% |
| Bnp Paribas New York DBT | $30M | 0.89% |
| Norinchukin Bk STIV | $30M | 0.89% |
| Bennington Sark Cap Co STIV | $30M | 0.89% |
| Commonwealth Bk Australi STIV | $30M | 0.89% |
| National Australi Bank L STIV | $30M | 0.89% |
| Versailles Cds LLC STIV | $29.9M | 0.89% |
| Gotham FDG Corp STIV | $29.9M | 0.89% |
| Alpine Securitizaton STIV | $29.8M | 0.89% |
| United Overseas Bk Ltd STIV | $29.8M | 0.88% |
| Erste Abwicklungsanstalt STIV | $29.7M | 0.88% |
| Mufg Bk Ltd N Y Brh Disc Coml STIV | $28.8M | 0.86% |
| Wells Fargo Bank Na DBT | $27M | 0.80% |
| Manhattan Asset Fdg. STIV | $26.7M | 0.79% |
| Commonwealth Bk Australi STIV | $25M | 0.74% |
| Toronto-dominion STIV | $25M | 0.74% |
| Credit Suisse New York DBT | $25M | 0.74% |
| Toyota Motor Credit Corp STIV | $25M | 0.74% |
| Canadian Imp Bk Comm Ny DBT | $25M | 0.74% |
| Bank Of America, N.a. STIV | $25M | 0.74% |
| Ca Imperial Bk Of Comm STIV | $25M | 0.74% |
| Dnb Bank Asa/ny DBT | $25M | 0.74% |
| Bank Of Nova Scotia STIV | $25M | 0.74% |
| Wells Fargo Bank Na DBT | $25M | 0.74% |
| Skandinav Enskilda Bk Ny DBT | $25M | 0.74% |
| Bank Of America, N.a. STIV | $25M | 0.74% |
| Rabobank International DBT | $25M | 0.74% |
| Svenska Handelsbanken Ny DBT | $25M | 0.74% |
| Bank Of Montreal Chicago DBT | $25M | 0.74% |
| Svenska Handelsbanken Ny DBT | $25M | 0.74% |
| Toronto Dominion Bank STIV | $25M | 0.74% |
| Natl Australia Bk Lt STIV | $25M | 0.74% |
| Dbs Bank Ltd STIV | $25M | 0.74% |
| Columbia FDG Co STIV | $24.9M | 0.74% |
Showing top 60 of 109 holdings.
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