Portfolio holdings: Cash equivalents
As of 6/30/2023
Securities are listed alphabetically and values may round to less than a thousand.
| Security description | Par value in thousands (000s) | Interest rate | Maturity date | Market 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 |