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Payment calendarCheck mailed February 27Direct deposit March 1

Portfolio holdings: Cash equivalents

As of 6/30/2023

Securities are listed alphabetically and values may round to less than a thousand.

Security descriptionPar value in thousands (000s)Interest rateMaturity dateMarket value $US in thousands (000s)
AMCOR FLEXIBLES NORTH AMER 250 5.45 7/7/2023 250
AMCOR FLEXIBLES NORTH AMER 250 5.45 7/11/2023 250
AMCOR FLEXIBLES NORTH AMER 250 5.43 7/13/2023 250
AMCOR FLEXIBLES NORTH AMER 250 5.43 7/20/2023 249
AMERICAN ELEC PWR INC 500 5.43 7/10/2023 499
AMERICAN ELEC PWR INC 1,500 5.48 8/1/2023 1,493
AMERICAN ELEC PWR INC 250 5.44 8/8/2023 249
AMERICAN ELEC PWR INC 500 5.48 8/14/2023 497
BECTON DICKINSON+CO. 250 5.39 7/10/2023 250
CCCIBIUS4 SWCC CIB USD 1,630 0.00 n/a 1,630
CCGSCZUS9 GOLDMAN SACH COC 81 0.00 n/a 81
CONSOLIDATED ED CO N 1,450 5.42 7/17/2023 1,446
CONSOLIDATED ED CO N 1,250 5.43 7/25/2023 1,245
CONSTELLATION BRANDS INC 250 5.59 7/5/2023 250
CONSTELLATION BRANDS INC 500 5.59 7/7/2023 499
CONSTELLATION BRANDS INC 250 5.58 7/17/2023 249
CONSTELLATION BRANDS INC 250 5.58 7/18/2023 249
CONSTELLATION BRANDS INC 250 5.58 7/21/2023 249
CONSTELLATION ENERGY 250 5.30 7/13/2023 249
DAIMLER TRUCK FIN NORTH AMER 500 5.35 7/21/2023 498
DOMINION RESOURCES 250 5.40 7/5/2023 250
DOMINION RESOURCES 250 5.40 7/19/2023 249
DOMINION RESOURCES 250 5.45 7/26/2023 249
DUKE ENERGY CORP 250 5.40 7/10/2023 250
DUKE ENERGY CORP 250 5.40 7/13/2023 250
DUKE ENERGY CORP 250 5.40 8/8/2023 249
ELECTRICITE DE FRANCE SA 750 5.57 7/14/2023 748
ENBRIDGE (US) INC 250 5.48 7/17/2023 249
ENBRIDGE (US) INC 250 5.44 7/20/2023 249
ENBRIDGE (US) INC 250 5.45 7/25/2023 249
ENBRIDGE (US) INC 250 5.45 7/26/2023 249
ENBRIDGE (US) INC 250 5.45 7/27/2023 249
ENEL FINANCE AMERICA 250 5.45 7/6/2023 250
ENEL FINANCE AMERICA 250 5.45 7/24/2023 249
ENEL FINANCE AMERICA 250 5.45 7/26/2023 249
ENEL FINANCE AMERICA 250 5.45 8/7/2023 249
ENTERGY CORPORATION 250 5.38 7/14/2023 249
FORWARD STANDARD CHARTER COC 1,310 0.00 n/a 1,310
FORWARDS BNP PARIBAS BOC (1,630) 0.00 n/a (1,630)
FORWARDS CITIBANK COC 30 0.00 n/a 30
FORWARDS HSBC BOC (270) 0.00 n/a (270)
FORWARDS JP MORGAN BOC (600) 0.00 n/a (600)
FORWARDS RBS COC 670 0.00 n/a 670
FORWARDS SOCIETE GENERALE BOC (780) 0.00 n/a (780)
FORWARDS STATE STREET BOC USD (270) 0.00 n/a (270)
FORWARDS UBS COC 1,500 0.00 n/a 1,500
HUMANA INC. 1,050 5.40 7/11/2023 1,048
HUMANA INC. 250 5.45 7/17/2023 249
HUMANA INC. 300 5.45 7/18/2023 299
HUMANA INC. 750 5.45 7/19/2023 748
HUMANA INC. 250 5.50 8/1/2023 249
J M SMUCKER CO DISC COML PAPER 400 5.45 7/12/2023 399
J M SMUCKER CO DISC COML PAPER 250 5.41 7/17/2023 249
KEURIG DR PEPPER 3,600 5.25 7/5/2023 3,597
KEURIG DR PEPPER 250 5.35 7/20/2023 249
L3HARRIS TECHNOLOGIES INC 250 5.53 7/17/2023 249
LEIDOS INC 250 5.90 7/10/2023 250
LSEGA FING PLC DISC COML PAPER 500 5.43 7/25/2023 498
MARRIOTT INTERNATION 400 5.45 8/4/2023 398
MCCORMICK + COMPANY 900 5.35 7/25/2023 897
MONDELEZ INTL INC 550 5.40 7/19/2023 548
MONDELEZ INTL INC 800 5.37 7/24/2023 797
MONDELEZ INTL INC 550 5.43 8/1/2023 547
MORGAN STANLEY 33 0.00 n/a 33
MORGAN STANLEY CAP SVCS COC 940 0.00 n/a 940
NATIONAL GRID HOLDINGS 350 5.45 7/13/2023 349
NEXTERA ENERGY CAP HLDGS INC 250 5.50 7/18/2023 249
NORTHROP GRUMAN CORP 500 5.60 8/22/2023 496
PARIBAS REPO 810,600 5.12 7/3/2023 810,600
PARKER HANNIFIN CORP 250 5.40 7/19/2023 249
PARKER HANNIFIN CORP 250 5.42 7/27/2023 249
PENSKE TRUCK LEASING CO 250 5.40 7/10/2023 250
PENSKE TRUCK LEASING CO 250 5.35 7/14/2023 249
REPO BANK AMERICA 100 5.17 7/3/2023 100
REPUBLIC SVCS INC 250 5.25 7/5/2023 250
ROYAL BANK OF CANADA REPO 400,000 4.63 7/5/2023 302,286
S+P GLOBAL INC 800 5.40 7/6/2023 799
STATE STREET BANK + TRUST CO 11,267 n/a 12/31/2030 11,267
SURPLUS MONEY INVESTMENT FUND 123,414 n/a 12/31/2030 123,414
SWAP BANK OF AMERICA BOC (10) 0.00 n/a (10)
SWAP BARCLAYS BANK COC 30 0.00 n/a 30
SWAP BNP PARIBAS COC 8,250 0.00 n/a 8,250
SWAP CITIBANK BOC (6,930) 0.00 n/a (6,930)
SWAP CITIBANK COC 33,600 0.00 n/a 33,600
SWAP CREDIT AGRICOLE BOC (1,160) 0.00 n/a (1,160)
SWAP GOLDMAN SACHS BOC (190) 0.00 n/a (190)
SWAP GOLDMAN SACHS COC 21,528 0.00 n/a 21,528
SWAP HSBC BOC (560) 0.00 n/a (560)
SWAP HSBC COC 90 0.00 n/a 90
SWAP J.ARON BOC USD (8,470) 0.00 n/a (8,470)
SWAP JP MORGAN BOC (10,250) 0.00 n/a (10,250)
SWAP JP MORGAN COC 293 0.00 n/a 293
SWAP MACQUARIE BANK COC 610 0.00 n/a 610
SWAP MORGAN STANLEY BOC (510) 0.00 n/a (510)
SWAP RBC BOCC (11,220) 0.00 n/a (11,220)
SWAP RBC COCF CANADA 10,780 0.00 n/a 10,780
SWAP STAND. CHARTER BANK BOCOC (30) 0.00 n/a (30)
SWAP STANDARD CHARTERED BANK L 30 0.00 n/a 30
SWAP STATE STREET BANK BOC (6,160) 0.00 n/a (6,160)
SWAP TD COC USD 2,160 0.00 n/a 2,160
SWAP TD SECURITIES BOC (3,920) 0.00 n/a (3,920)
SWAP UBS BOC (1,270) 0.00 n/a (1,270)
SWAP UBS COC 160 0.00 n/a 160
SWAPS BANK OF MONTREAL COC USD 1,870 0.00 n/a 1,870
SWAPS BANK OF NOVA SCOTIA BOC (3,070) 0.00 n/a (3,070)
SWAPS BARCLAYS BOC (200) 0.00 n/a (200)
SWAPS WELLS FARGO BOC (280) 0.00 n/a (280)
SWBC CCMBCIUS7 LT USD (1,230) 0.00 n/a (1,230)
TBA CITIGROUP COC 181 0.00 n/a 181
TBA GOLDMAN SACHS COC 250 0.00 n/a 250
TBA JP MORGAN BOC (180) 0.00 n/a (180)
TBA MORGAN STANLEY COC 1,309 0.00 n/a 1,309
TBA WELLS FARGO COC 1,140 0.00 n/a 1,140
THOMSON REUTERS CORP 750 5.47 7/12/2023 749
THOMSON REUTERS CORP 800 5.50 7/18/2023 798
THOMSON REUTERS CORP 300 5.50 7/19/2023 299
TREASURY BILL 30,511 0.00 8/10/2023 30,345
TREASURY BILL 230 0.00 9/7/2023 228
TREASURY BILL 106,385 0.00 10/5/2023 104,948
TREASURY BILL 175,580 0.00 11/2/2023 172,484
TREASURY BILL 9,522 0.00 8/17/2023 9,460
TREASURY BILL 95,154 0.00 11/30/2023 93,093
TREASURY BILL 117,980 0.00 1/25/2024 114,587
TREASURY BILL 10,000 0.00 11/16/2023 9,804
TREASURY BILL 6,000 0.00 12/14/2023 5,857
TREASURY BILL 1,170 0.00 8/1/2023 1,165
TREASURY BILL 300 0.00 8/22/2023 298
TREASURY BILL 79,712 0.00 9/12/2023 78,901
TREASURY BILL 1,250 0.00 10/3/2023 1,233
VW CR INC 500 5.40 7/21/2023 498
VW CR INC 500 5.40 7/24/2023 498
VW CR INC 250 5.40 7/25/2023 249
VW CR INC 500 5.40 7/26/2023 498
VW CR INC 250 5.43 7/27/2023 249
VW CR INC 750 5.43 8/1/2023 746
VW CR INC 250 5.44 8/2/2023 249
WALGREENS BOOTS 1,300 6.00 7/5/2023 1,299
WALGREENS BOOTS 650 5.85 7/7/2023 649
WALGREENS BOOTS 250 5.85 7/10/2023 250
WASTE MANAGEMENT INC 250 5.40 8/9/2023 248