Portfolio holdings: Cash equivalents
As of 6/30/2024
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) |
|---|---|---|---|---|
| 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 |