Virginia State Non-Arbitrage Program SNAP Fund Portfolio
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1 U.S. Treasury Repurchase Agreement MERRILL LYNCH PIERCE FENNER & SMITH INC RPQD0N9X9 2.95% 01/02/ /02/ /02/ ,900, ,900, U.S. Treasury Debt 60,900, ,900, UNITED STATES TREASURY JX9 2.44% 01/15/ /15/ /15/ ,312, ,033, UNITED STATES TREASURY UN7 2.39% 02/12/ /12/ /12/ ,000, ,791, UNITED STATES TREASURY ST8 2.52% 04/30/ /30/ /30/ ,000, ,792, U.S. Government Agency Repurchase Agreement 299,312, ,618, CREDIT AGRICOLE CIB/US RPQD0NA % 01/02/ /02/ /02/ ,600, ,600, GOLDMAN SACHS & CO RP9F3NLZ1 2.43% 01/02/ /02/ /02/ ,000, ,000, GOLDMAN SACHS & CO RPA30R2Z1 2.39% 01/07/ /07/ /17/ ,000, ,000, MERRILL LYNCH PIERCE FENNER & SMITH INC RPQD0NA % 01/03/ /03/ /03/ ,000, ,000, U.S. Government Agency Debt 569,600, ,600, FEDERAL HOME LOAN BANKS AY5 2.40% 01/23/ /23/ /23/ ,000, ,960, FEDERAL HOME LOAN BANKS BH1 2.40% 02/01/ /01/ /01/ ,000, ,793, FEDERAL HOME LOAN BANKS BQ1 2.39% 02/08/ /08/ /08/ ,000, ,874, FEDERAL HOME LOAN BANKS BV0 2.40% 02/13/ /13/ /13/ ,000, ,900, FEDERAL HOME LOAN BANKS BX6 2.41% 02/15/ /15/ /15/ ,000, ,775, Financial Company Commercial Paper 287,000, ,303, DEXIA CREDIT LOCAL SA NY 25214PGS6 2.55% 01/29/ /29/ /29/ ,000, ,000, ING (US) FUNDING LLC 44988KES4 2.74% 01/15/ /15/ /15/ ,000, ,000, ING (US) FUNDING LLC 44988KFG9 2.76% 01/15/ /15/ /15/ ,000, ,000, Page 1
2 Financial Company Commercial Paper ING (US) FUNDING LLC 44988KFY0 2.66% 02/04/ /03/ /03/ ,000, ,000, JP MORGAN SECURITIES LLC 46640EHP6 2.52% 01/02/ /01/ /01/ ,000, ,000, JP MORGAN SECURITIES LLC 46640QS % 05/01/ /01/ /01/ ,000, ,533, MUFG BANK LTD/NY 62479MQU0 2.82% 03/28/ /28/ /28/ ,000, ,571, NATIXIS NY BRANCH 63873KQ % 03/08/ /08/ /08/ ,000, ,752, NATIXIS NY BRANCH 63873LBW4 2.76% 02/13/ /13/ /13/ ,000, ,000, NATIXIS NY BRANCH 63873LCB9 2.71% 01/07/ /05/ /05/ ,000, ,000, PRUDENTIAL FUNDING LLC 74433HN % 01/03/ /03/ /03/ ,000, ,993, TOYOTA MOTOR CREDIT CORP 89233HQ % 03/08/ /08/ /08/ ,000, ,697, TOYOTA MOTOR CREDIT CORP 89233AG % 01/25/ /18/ /18/ ,000, ,000, ,000, ,548, AUST & NZ BANKING GROUP 05252WQN6 2.91% 03/13/ /13/ /13/ ,000, ,000, BANK OF MONTREAL CHICAGO 06370RLR8 2.52% 01/03/ /03/ /03/ ,000, ,999, BANK OF MONTREAL CHICAGO 06370RNX3 2.90% 01/01/ /09/ /09/ ,000, ,000, BANK OF MONTREAL CHICAGO 06370RQV4 2.87% 03/11/ /10/ /10/ ,000, ,000, BANK OF NOVA SCOTIA HOUSTON 06417GT % 01/07/ /06/ /06/ ,000, ,000, BANK OF NOVA SCOTIA HOUSTON 06417G2H0 2.48% 01/02/ /02/ /02/ ,000, ,000, BNP PARIBAS NY BRANCH 05582W7B4 2.58% 01/09/ /11/ /11/ ,000, ,000, BNP PARIBAS NY BRANCH 05586FHA8 2.67% 01/07/ /07/ /07/ ,000, ,000, BNP PARIBAS NY BRANCH 05586FGA9 2.69% 01/08/ /08/ /08/ ,000, ,000, CANADIAN IMP BK COMM NY 13606BVH6 2.55% 01/04/ /04/ /04/ ,000, ,000, CANADIAN IMP BK COMM NY 13606BXG6 2.65% 01/07/ /05/ /05/ ,000, ,000, COMMONWEALTH BANK OF AUSTRALIA NY 20271ENX3 2.74% 01/28/ /28/ /28/ ,000, ,000, COMMONWEALTH BANK OF AUSTRALIA NY 20271EQE2 2.71% 01/07/ /07/ /07/ ,000, ,000, COOPERATIEVE RABOBANK U.A B5B6 2.80% 03/12/ /12/ /12/ ,000, ,008, COOPERATIEVE RABOBANK U.A B7H1 2.80% 01/29/ /29/ /29/ ,000, ,000, CREDIT AGRICOLE CIB NY 22532XKP2 2.79% 02/19/ /20/ /20/ ,000, ,000, Page 2
3 CREDIT AGRICOLE CIB NY 22532XKV9 2.94% 03/20/ /20/ /20/ ,000, ,000, CREDIT SUISSE NEW YORK 22549LPE9 2.66% 04/09/ /09/ /09/ ,000, ,000, CREDIT SUISSE NEW YORK 22549LUJ2 2.87% 03/11/ /10/ /10/ ,000, ,000, CREDIT SUISSE NEW YORK 22549LVJ1 2.95% 03/19/ /19/ /19/ ,000, ,000, GOLDMAN SACHS GROUP INC 40054PAJ4 2.77% 02/13/ /09/ /09/ ,000, ,000, HSBC BANK USA NA 40428A6N2 2.62% 01/02/ /02/ /02/ ,000, ,000, HSBC BANK USA NA 40435RAC5 2.62% 02/08/ /08/ /08/ ,000, ,000, MIZUHO BANK LTD/NY 60700A3M4 2.82% 03/15/ /15/ /15/ ,000, ,000, MIZUHO BANK LTD/NY 60700AX % 01/03/ /03/ /03/ ,000, ,000, MIZUHO BANK LTD/NY 60700AZ % 01/23/ /23/ /23/ ,000, ,000, MUFG BANK LTD/NY 06539RTA5 2.61% 02/05/ /05/ /05/ ,000, ,996, MUFG BANK LTD/NY 55379WBH8 2.66% 04/17/ /17/ /17/ ,000, ,998, NORDEA BANK AB NEW YORK 65558TCE3 2.82% 04/01/ /01/ /01/ ,000, ,000, NORDEA BANK AB NEW YORK 65590AH % 01/07/ /05/ /05/ ,000, ,000, NORDEA BANK AB NEW YORK 65590AUR5 2.61% 01/07/ /05/ /05/ ,000, ,000, NORDEA BANK AB NEW YORK 65590AD % 01/15/ /15/ /15/ ,000, ,000, ROYAL BANK OF CANADA NY 78012UAS4 2.67% 02/20/ /20/ /20/ ,000, ,003, ROYAL BANK OF CANADA NY 78012UBX2 3.10% 03/22/ /22/ /22/ ,000, ,014, ROYAL BANK OF CANADA NY 78012UEP6 2.48% 01/02/ /02/ /02/ ,657, ,655, ROYAL BANK OF CANADA NY 78012UFT7 2.55% 01/02/ /01/ /01/ ,000, ,000, SKANDINAVISKA ENSKILDA BANKEN AB 83050F3D1 2.65% 01/17/ /17/ /17/ ,000, ,000, SKANDINAVISKA ENSKILDA BANKEN AB 83050F2P5 2.87% 03/28/ /28/ /28/ ,000, ,998, SOCIETE GENERALE NY 83369YZW9 2.77% 02/28/ /28/ /28/ ,000, ,004, SOCIETE GENERALE NY 83369YV % 01/17/ /17/ /17/ ,000, ,000, SOCIETE GENERALE NY 83369YW % 02/07/ /07/ /07/ ,000, ,000, SOCIETE GENERALE NY 83369YX % 01/09/ /09/ /09/ ,000, ,000, STATE STREET BANK & TR 8574P1LX2 2.69% 03/15/ /15/ /15/ ,000, ,000, STATE STREET BANK & TR 8574P1LW4 2.73% 01/15/ /15/ /15/ ,000, ,000, SUMITOMO MITSUI BANK NY 86565BKD2 2.54% 01/02/ /04/ /04/ ,000, ,000, SUMITOMO MITSUI BANK NY 86565BPE5 2.67% 01/22/ /19/ /19/ ,000, ,000, Page 3
4 SUMITOMO MITSUI BANK NY 86563YXB4 3.21% 03/05/ /05/ /05/ ,000, ,039, SVENSKA HANDELSBANKEN NY 86958JT % 01/08/ /08/ /08/ ,000, ,000, SVENSKA HANDELSBANKEN NY 86958J2E8 2.80% 01/24/ /24/ /24/ ,000, ,000, SWEDBANK (NEW YORK) 87019VSW8 2.64% 01/02/ /01/ /01/ ,000, ,000, TORONTO DOMINION BANK 89113XG % 01/17/ /17/ /17/ ,000, ,000, TORONTO DOMINION BANK 89114MKX4 2.66% 01/07/ /07/ /07/ ,000, ,000, TORONTO DOMINION BANK 89114MLU9 2.72% 01/14/ /14/ /14/ ,000, ,000, TORONTO DOMINION BANK NY 89114MQL4 2.77% 03/13/ /13/ /13/ ,000, ,000, UBS AG STAMFORD CT 90275DHR4 2.71% 02/04/ /04/ /04/ ,000, ,000, US BANK NA CINCINNATI 90333VZL7 2.81% 05/23/ /23/ /23/ ,000, ,000, WELLS FARGO BANK NA 94989RR % 01/14/ /11/ /11/ ,000, ,000, WELLS FARGO BANK NA 94989RD % 01/07/ /05/ /05/ ,000, ,008, WELLS FARGO BANK NA 94989RE % 01/14/ /12/ /12/ ,000, ,000, WESTPAC BANKING CORP NY 96130AAF5 2.60% 01/28/ /26/ /26/ ,000, ,000, WESTPAC BANKING CORP NY 96130AAX6 2.75% 01/22/ /21/ /21/ ,000, ,000, WESTPAC BANKING CORP NY 96130ABB3 2.63% 01/04/ /04/ /04/ ,000, ,000, WESTPAC BANKING CORP NY 96130ABL1 2.93% 03/11/ /10/ /10/ ,000, ,000, ,193,657, ,193,727, Portfolio Totals 4,024,469, ,021,697, Page 4
5 The Fund's Weighted Average and Weighted Average Life as of the reporting date are 32 and 80 days, respectively. The maturity date used to calculate weighted-average maturity (WAM) under GASB 79. This takes into account the maturity shortening provisions of GASB 79 regarding demand features and interest rate adjustments. The maturity date used to calculate weighted-average life (WAL) under GASB 79. This takes into account the maturity shortening provisions of GASB 79 regarding demand features without reference to interest rate adjustments. The ultimate legal maturity date on which, in accordance with the terms of the security, and without reference to the maturity shortening provisions of GASB 79, the principal amount must unconditionally be paid. The value in accordance with GASB 79. Unless otherwise noted, the fund utilizes the amortized cost method to value portfolio securities. Adjustable rate instrument. Rate shown is that which is in effect as of reporting date. This information is for institutional investor use only, not for further distribution to retail investors, and does not represent an offer to sell or a solicitation of an offer to buy or sell any fund or other security. Investors should consider the investment objectives, risks, charges and expenses before investing in the Virginia State Non-Arbitrage Program ( SNAP or the Program ). This and other information about the Program is available in the SNAP Information Statement, which should be read carefully before investing. A copy of the SNAP Information Statement may be obtained by calling SNAP (7627) or is available on the Program s website at While the seeks to maintain a stable net asset value of $1.00 per share, it is possible to lose money investing in the Program. An investment in the Program is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Shares of the are distributed by PFM Fund Distributors, Inc., member Financial Industry Regulatory Authority (FINRA) ( and Securities Investor Protection Corporation (SIPC) ( ). PFM Fund Distributors, Inc. is a wholly owned subsidiary of PFM Asset Management LLC. Page 5
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP1D31KF7 2.21% 11/01/2018 11/01/2018 11/01/2018 333,800,000.00 333,800,000.00 U.S. Government Agency Repurchase Agreement 333,800,000.00 333,800,000.00
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Yield to Category of Investment / Issuer CUSIP WAM WAL Date U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP9N0Z240 1.97% 09/04/2018 09/04/2018 09/04/2018 290,500,000.00 290,500,000.00 GOLDMAN
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Final U.S. Treasury Debt UNITED STATES TREASURY 912828RH5 2.01% 10/01/2018 10/01/2018 10/01/2018 125,000,000.00 124,868,340.16 UNITED STATES TREASURY 912796QB8 1.95% 10/04/2018 10/04/2018 10/04/2018 50,000,000.00
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Yield to U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP1D1TWS7 2.10% 07/02/2018 07/02/2018 07/02/2018 209,500,000.00 209,500,000.00 U.S. Treasury Debt 209,500,000.00 209,500,000.00 UNITED
MassDevelopment Short Term Asset Reserve Fund
Final Yield to U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP1D2S9U9 2.26% 10/01/2018 10/01/2018 10/01/2018 12,800,000.00 12,800,000.00 GOLDMAN SACHS & CO RP1D2QJ24 2.07% 10/01/2018 10/01/2018
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
US Treasury Repurchase Agreement MERRILL LYNCH PIERCE FENNER & SMITH INC RP1D0F0K0 1.03% 12/01/2017 12/01/2017 12/01/2017 100,000,000.00 100,000,000.00 US Government Agency Repurchase Agreement 100,000,000.00
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Final Category of Investment / Issuer CUSIP WAM WAL Date U.S. Treasury Debt UNITED STATES TREASURY 912796PB9 1.46% 04/19/2018 04/19/2018 04/19/2018 42,500,000.00 42,367,963.71 UNITED STATES TREASURY 912796PC7
MassDevelopment Short Term Asset Reserve Fund
Final Yield to Category of Investment / Issuer CUSIP WAM WAL Date U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP9N0Z240 1.97% 09/04/2018 09/04/2018 09/04/2018 31,400,000.00 31,400,000.00
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Yield to U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP9J155Z2 0.80% 06/07/2017 06/07/2017 06/07/2017 75,000,000.00 75,000,000.00 U.S. Treasury Debt 75,000,000.00 75,000,000.00 UNITED STATES
MassDevelopment Short Term Asset Reserve Fund
U.S. Treasury Debt UNITED STATES TREASURY 912828RH5 2.03% 10/01/2018 10/01/2018 10/01/2018 10,000,000.00 9,983,745.40 U.S. Government Agency Repurchase Agreement 10,000,000.00 9,983,745.40 MERRILL LYNCH
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Yield to U.S. Treasury Debt UNITED STATES TREASURY 912828HN3 1.41% 01/16/2018 01/16/2018 01/16/2018 74,178,090.00 74,181,611.38 UNITED STATES TREASURY 912828UR9 1.31% 02/28/2018 02/28/2018 02/28/2018 90,000,000.00
MassDevelopment Short Term Asset Reserve Fund
U.S. Treasury Debt UNITED STATES TREASURY 912828RE2 1.49% 08/31/2018 08/31/2018 08/31/2018 5,000,000.00 5,000,113.74 UNITED STATES TREASURY 912828RH5 1.61% 10/01/2018 10/01/2018 10/01/2018 2,500,000.00
Virginia State Non-Arbitrage Program SNAP Fund Portfolio
Final Category of Investment / Issuer CUSIP WAM WAL Date U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RPQD09UN8 0.82% 04/03/2017 04/03/2017 04/03/2017 75,000,000.00 75,000,000.00 U.S. Treasury
MassDevelopment Short Term Asset Reserve Fund
Final Category of Investment / Issuer CUSIP WAM WAL Date U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RPQD09UN8 0.82% 04/03/2017 04/03/2017 04/03/2017 24,300,000.00 24,300,000.00 U.S. Treasury
MassDevelopment Short Term Asset Reserve Fund
U.S. Treasury Repurchase Agreement CREDIT AGRICOLE CIB/US RP1E097Q2 1.06% 11/01/2017 11/01/2017 11/01/2017 27,000,000.00 27,000,000.00 U.S. Treasury Debt 27,000,000.00 27,000,000.00 UNITED STATES TREASURY
April 27, RE: Weekly update on the UBS Prime CNAV series of funds. Dear Investor:
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Certificate of Deposit Banco del Estado de Chile 05969YQX4 $ 25,000, % 09/01/16 09/01/16 $ 25,000, %
Fund Name Morgan Stanley Institutional Liquidity Funds - Prime Portfolio Statement Date Unaudited Holdings as of August 26, 2016 WAM (Days) 8 Days WAL (Days) 9 Days Net Assets 12,916,874,673 INVESTMENT
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Category of Investment / Issuer CUSIP WAM WAL Date U.S. Treasury Debt UNITED STATES TREASURY 912828MD9 0.42% 01/03/2017 01/03/2017 01/03/2017 4,000,000.00 4,027,998.41 UNITED STATES TREASURY 912828SJ0
Certificate of Deposit Sumitomo Mitsui Banking Corp QM49 40,000, /31/16 08/31/16 40,000, %
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Asset Backed Commercial Paper Metlife Short Term Funding LLC 59157TTM5 44,000, /21/17 06/21/17 43,892, %
Fund Name Morgan Stanley Institutional Liquidity Funds - Prime Portfolio Statement Date Unaudited Holdings as of March 31, 2017 WAM (Days) 21 Days WAL (Days) 62 Days Net Assets 3,280,914,350 INVESTMENT
51489NQH8 30,000, /07/16 09/07/16 30,000, % Thueringen
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Certificate of Deposit Sumitomo Mitsui Banking Corp QM49 450,000, /31/16 08/31/16 450,000, %
Fund Name Morgan Stanley Institutional Liquidity Funds - Prime Portfolio Statement Date Unaudited Holdings as of July 31, 2016 WAM (Days) 15 Days WAL (Days) 19 Days Net Assets 15,600,438,762 INVESTMENT
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Fund Name Morgan Stanley Institutional Liquidity Funds - Prime Portfolio Statement Date Unaudited Holdings as of May 31, 2017 WAM (Days) 13 Days WAL (Days) 59 Days Net Assets 4,038,761,466 INVESTMENT CATEGORY
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