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Payment calendarCheck mailed December 29Direct deposit January 2

Portfolio holdings: Cash equivalents

As of 6/30/2024

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)
ALIMENTATION COUCHE TARD INC 500 5.50 7/3/2024 500
ALIMENTATION COUCHE TARD INC 250 5.52 7/8/2024 250
ALIMENTATION COUCHE TARD INC 250 5.56 7/9/2024 250
AT+T INC 1,000 5.55 7/15/2024 997
CAMPBELL SOUP CO. 250 5.55 7/1/2024 250
CANADIAN NATURAL RESOU 500 5.85 7/25/2024 498
CCBRCIUS4 SWBC BRC (1,410) 0.00 n/a (1,410)
CCCEWVCA0 FWCC LT CAD 10,901 0.00 n/a 7,967
CCCIBIUS4 SWBC CIB USD (340) 0.00 n/a (340)
CCFARIUS1 WELLS FARGO SWBC BOC (1,580) 0.00 n/a (1,580)
CCGSCZUS9 GOLDMAN SACH COC 564 0.00 n/a 564
CCMACIUS9 MACQUIRE BOC (320) 0.00 n/a (320)
CCMYIIUS1 SWBC MORGAN STANLEY (2,140) 0.00 n/a (2,140)
CONSTELLATION BRANDS INC 250 5.64 7/1/2024 250
CONSTELLATION BRANDS INC 550 5.65 7/16/2024 548
CONSTELLATION BRANDS INC 250 5.70 7/12/2024 249
CONSTELLATION BRANDS INC 300 5.70 7/8/2024 300
CONSTELLATION BRANDS INC 250 5.68 7/22/2024 249
CROWN CASTLE 300 5.84 7/11/2024 299
CROWN CASTLE 250 5.84 7/30/2024 249
CROWN CASTLE 500 5.84 8/1/2024 497
CROWN CASTLE 950 5.84 7/9/2024 948
DOMINION RESOURCES 500 5.58 7/17/2024 499
ENTERGY CORP 250 5.55 8/1/2024 249
ENTERGY CORP 850 5.55 7/24/2024 847
FORWARDS BNP PARIBAS COC 1,750 0.00 n/a 1,750
FORWARDS BNY COC USD 590 0.00 n/a 590
FORWARDS CITIBANK COC 810 0.00 n/a 810
FORWARDS HSBC COCLLATERAL 4,020 0.00 n/a 4,020
FORWARDS JP MORGAN COC 3,630 0.00 n/a 3,630
FORWARDS RBS BOC 270 0.00 n/a 270
FORWARDS RBS COC 1,410 0.00 n/a 1,410
FORWARDS SOCIETE GENERALE COC 1,290 0.00 n/a 1,290
FORWARDS STANDARD CHARTER BOC (330) 0.00 n/a (330)
FORWARDS UBS COC 710 0.00 n/a 710
INTEL CORPORATION 700 5.52 7/8/2024 699
INTEL CORPORATION 700 5.52 7/9/2024 699
INTERCONTINENTAL EXCHANGE 250 5.51 7/22/2024 249
KEURIG DR PEPPER 1,550 5.50 7/24/2024 1,544
KEURIG DR PEPPER 400 5.51 7/19/2024 399
KEURIG DR PEPPER 300 5.52 8/1/2024 298
L3HARRIS TECHNOLOGIES INC 500 5.52 7/22/2024 498
L3HARRIS TECHNOLOGIES INC 250 5.55 7/29/2024 249
MARRIOTT INTERNATION 250 5.53 8/6/2024 248
MARRIOTT INTERNATION 250 5.53 8/13/2024 248
MORGAN STANLEY (460) 0.00 n/a (460)
MORGAN STANLEY CAP SVCS COC 200 0.00 n/a 200
NEXTERA ENERGY CAP HLDGS INC 250 5.58 7/11/2024 250
NEXTERA ENERGY CAP HLDGS INC 300 5.57 7/10/2024 299
PARIBAS REPO 16,200 5.38 7/1/2024 16,200
PARKER HANNIFIN CORP 250 5.52 8/28/2024 248
PARKER HANNIFIN CORP 850 5.52 8/27/2024 842
PENSKE TRUCK LEASING CO LP / P 250 5.54 8/20/2024 248
REVERSE REPO BANK OF AMERICA (251,881) 5.41 9/18/2025 (251,881)
REVERSE REPO GOLDMAN (1,449,959) 5.41 9/22/2025 (1,449,959)
RVPO CIBC WORLD MKTS INC 770,000 4.72 7/8/2024 562,722
SURPLUS MONEY INVESTMENT FUND 49,610 n/a 12/31/2030 49,610
SO. CALIF EDISON 1,000 5.60 7/2/2024 999
SO. CALIF EDISON 800 5.60 7/18/2024 797
SO. CALIF EDISON 400 5.60 7/1/2024 400
SO. CALIF EDISON 500 5.60 7/12/2024 499
STATE STREET BANK + TRUST CO 11,353 n/a 12/31/2030 11,353
SWAP BANK OF AMERICA BOC (240) 0.00 n/a (240)
SWAP BANK OF AMERICA COC 8,150 0.00 n/a 8,150
SWAP BNP PARIBAS BOC (1,170) 0.00 n/a (1,170)
SWAP BNS USD COC 2,450 0.00 n/a 2,450
SWAP CITIBANK BOC (480) 0.00 n/a (480)
SWAP CITIBANK COC 60,166 0.00 n/a 60,166
SWAP CREDIT AGRICOLE COC 750 0.00 n/a 750
SWAP GOLDMAN SACHS BOC (360) 0.00 n/a (360)
SWAP GOLDMAN SACHS COC 2,977 0.00 n/a 2,977
SWAP HSBC BOC (60) 0.00 n/a (60)
SWAP HSBC COC 870 0.00 n/a 870
SWAP JP MORGAN BOC (5,118) 0.00 n/a (5,118)
SWAP JP MORGAN COC 10,510 0.00 n/a 10,510
SWAP RBC BOCC (7,170) 0.00 n/a (7,170)
SWAP RBC COCF CANADA 11,090 0.00 n/a 11,090
SWAP SOCIETE GENERALE COC 6,430 0.00 n/a 6,430
SWAP STAND. CHARTER BANK BOCOC (560) 0.00 n/a (560)
SWAP STATE STREET BANK BOC (2,320) 0.00 n/a (2,320)
SWAP STATE STREET BANK COCCO C 4,720 0.00 n/a 4,720
SWAP TD COC USD 5,690 0.00 n/a 5,690
SWAP TD SECURITIES BOC (250) 0.00 n/a (250)
SWAP UBS BOC (630) 0.00 n/a (630)
SWAP UBS COC 130 0.00 n/a 130
SWAPS BANK OF MONTREAL COC USD 960 0.00 n/a 960
SWAPS BONY COC USD 660 0.00 n/a 660
SWAPS WELLS FARGO BOC (280) 0.00 n/a (280)
TARGA RES CORP 300 6.00 7/8/2024 300
TBA GOLDMAN SACHS BOC (370) 0.00 n/a (370)
TBA JP MORGAN BOC (630) 0.00 n/a (630)
TBA MERRILL LYNCH COC 1,187 0.00 n/a 1,187
TBA MIZUHO BOC (530) 0.00 n/a (530)
TBA MORGAN STANLEY BOC (554) 0.00 n/a (554)
TBA NOMURA BOC USD (32) 0.00 n/a (32)
TBA WELLS FARGO BOC (1,212) 0.00 n/a (1,212)
TREASURY BILL 64,570 0.00 7/2/2024 64,561
TREASURY BILL 69,365 0.00 8/8/2024 68,981
TREASURY BILL 61,442 0.00 9/17/2024 60,748
TREASURY BILL 450 0.00 10/15/2024 443
TREASURY BILL 12,015 0.00 8/15/2024 11,936
TREASURY BILL 57,810 0.00 10/24/2024 56,854
TREASURY BILL 5,675 0.00 7/16/2024 5,663
TREASURY BILL 6,385 0.00 10/1/2024 6,300
TREASURY BILL 22,565 0.00 7/18/2024 22,509
TREASURY BILL 35,608 0.00 9/5/2024 35,268
TREASURY BILL 475 0.00 9/24/2024 469
TREASURY BILL 550 0.00 10/31/2024 540
TREASURY BILL 1,450 0.00 10/22/2024 1,426
TREASURY BILL 300 0.00 9/12/2024 297
TREASURY BILL 300 0.00 8/20/2024 298
TREASURY BILL 20,000 0.00 7/25/2024 19,930
TREASURY BILL 15,000 0.00 11/29/2024 14,678
TREASURY BILL 12,000 0.00 12/19/2024 11,709
TREASURY BILL 100 0.00 12/12/2024 98
VW CR INC 250 5.55 8/5/2024 249
VW CR INC 550 0.00 8/21/2024 545
VW CR INC 250 5.53 7/9/2024 250
VW CR INC 250 5.54 7/10/2024 250
VW CR INC 350 5.55 7/16/2024 349