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Payment calendarCheck mailed September 28Direct deposit September 30

Portfolio holdings: Cash equivalents

As of 6/30/2021

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)
CCPC CCMSCHUS2 COC 297 0.00 n/a 297
CITIGROUP (2) 0.00 n/a (2)
FUTURES MORGAN STANLEY COC 554 0.00 n/a 554
MORGAN STANLEY CAP SVCS BOC (99) 0.00 n/a (99)
PARIBAS REPO 43,800 0.03 7/1/2021 43,800
REPO BANK AMERICA 26,016 (0.04)7/1/2021 26,016
STATE STREET BANK + TRUST CO 5,453 n/a 12/31/2030 5,453
SURPLUS MONEY INVESTMENT FUND 43,982 n/a 12/31/2030 43,982
SWAP BANK OF AMERICA BOC (79) 0.00 n/a (79)
SWAP BARCLAYS BANK COC 50 0.00 n/a 50
SWAP BNP PARIBAS BOC (60) 0.00 n/a (60)
SWAP BNS USD COC 520 0.00 n/a 520
SWAP CITIBANK BOC (780) 0.00 n/a (780)
SWAP CITIBANK COC 11,961 0.00 n/a 11,961
SWAP CREDIT AGRICOLE BOC (20) 0.00 n/a (20)
SWAP CREDIT AGRICOLE COC 510 0.00 n/a 510
SWAP CREDIT SUISSE COC 150 0.00 n/a 150
SWAP GOLDMAN SACHS BOC (4,080) 0.00 n/a (4,080)
SWAP HSBC BOC (9,170) 0.00 n/a (9,170)
SWAP JP MORGAN BOC (3,895) 0.00 n/a (3,895)
SWAP JP MORGAN COC 1,070 0.00 n/a 1,070
SWAP MERRILL LYNCH BOC (290) 0.00 n/a (290)
SWAP MORGAN STANLEY BOC (220) 0.00 n/a (220)
SWAP MORGAN STANLEY COC (8,440) 0.00 n/a (8,440)
SWAP RBC COCF CANADA 500 0.00 n/a 500
SWAP STANDARD CHARTERED BANK L 120 0.00 n/a 120
SWAP STATE STREET BANK COCCO C 170 0.00 n/a 170
SWAP TD COC USD 1,790 0.00 n/a 1,790
SWAP TD SECURITIES BOC (580) 0.00 n/a (580)
SWAP UBS BOC (440) 0.00 n/a (440)
SWAP UBS COC 710 0.00 n/a 710
SWAPS BANK OF MONTREAL COC USD 280 0.00 n/a 280
SWAPS BARCLAYS BOC (20) 0.00 n/a (20)
SWAPS WELLS FARGO BOC (280) 0.00 n/a (280)
TBA BANK OF AMERICA COC (1,830) 0.00 n/a (1,830)
TBA BARCLAYS BANK COC 29 0.00 n/a 29
TBA CITIGROUP BOC (512) 0.00 n/a (512)
TBA CREDIT SUISSE BOC (2,460) 0.00 n/a (2,460)
TBA GOLDMAN SACHS BOC (10) 0.00 n/a (10)
TBA JP MORGAN BOC (270) 0.00 n/a (270)
TBA MERRILL LYNCH COC 2,489 0.00 n/a 2,489
TBA MORGAN STANLEY BOC (547) 0.00 n/a (547)
TBA MORGAN STANLEY COC 527 0.00 n/a 527
TBA WELLS FARGO COC 317 0.00 n/a 317
TREASURY BILL 16,620 0.00 10/28/2021 16,617
TREASURY BILL 75,693 0.00 9/30/2021 75,683
TREASURY BILL 149,770 0.00 7/8/2021 149,769
TREASURY BILL 100,733 0.00 7/22/2021 100,730
TREASURY BILL 76,295 0.00 8/26/2021 76,289
TREASURY BILL 5,000 0.00 9/2/2021 5,000
TREASURY BILL 4,390 0.00 11/18/2021 4,389
TREASURY BILL 12,490 0.00 9/16/2021 12,489
TREASURY BILL 94,300 0.00 9/28/2021 94,288
TREASURY BILL 254,800 0.00 8/19/2021 254,783
TREASURY BILL 4,500 0.00 8/24/2021 4,500
TREASURY BILL 7,800 0.00 7/27/2021 7,800
TREASURY BILL 19,300 0.00 8/10/2021 19,299
TREASURY BILL 6,200 0.00 8/31/2021 6,200
TREASURY BILL 25,400 0.00 8/3/2021 25,399
TREASURY BILL 19,100 0.00 11/12/2021 19,096
TREASURY BILL 14,700 0.00 9/14/2021 14,698
TREASURY BILL 5,700 0.00 9/21/2021 5,699
TREASURY BILL 30,000 0.00 11/26/2021 29,993
TREASURY BILL 8,300 0.00 12/9/2021 8,298
TREASURY BILL 5,400 0.00 12/16/2021 5,399
TREASURY BILL 7,100 0.00 7/15/2021 7,100
TREASURY BILL 11,300 0.00 8/12/2021 11,299
TREASURY BILL 17,400 0.00 9/9/2021 17,398
TREASURY BILL 13,500 0.00 7/1/2021 13,500
TREASURY BILL 4,400 0.00 7/6/2021 4,400
TREASURY BILL 64,300 0.00 8/5/2021 64,297
TREASURY BILL 1,200 0.00 7/13/2021 1,200