Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 09/25/2020)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Notional/ Units) Market Value Weight %
Georgia-Pacific LLC 5.4% 01-NOV-2020, 5.40%, 11/01/20 GP 37331NAB7 - - 27,552,000 $28,279,529 1.19
GE Capital International Funding Co. 2.342% 15-NOV-2020, 2.34%, 11/15/20 GE 36164QMS4 - - 25,027,000 $25,304,859 1.06
Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 ANZ 052528AL0 - - 23,781,000 $24,907,690 1.05
Wells Fargo & Company 1.654% 01-JUN-2024, 1.65%, 06/02/24 WFC 95000U2R3 - - 23,400,000 $23,927,216 1.01
Hewlett Packard Enterprise Company 1.45% 01-APR-2024, 1.45%, 04/01/24 HPE 42824CBJ7 - - 21,800,000 $22,158,370 0.93
Johnson & Johnson 0.55% 01-SEP-2025, 0.55%, 09/01/25 JNJ 478160CN2 - - 22,000,000 $21,959,703 0.93
Chevron U.S.A., Inc. FRN 12-AUG-2022, 0.37%, 08/12/22 CVX 166756AG1 - - 21,000,000 $21,012,123 0.89
PayPal Holdings, Inc. 1.35% 01-JUN-2023, 1.35%, 06/01/23 PYPL 70450YAF0 - - 19,869,000 $20,328,272 0.86
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 - - 25,980,000 $19,044,916 0.79
Mondelez International, Inc. 0.625% 01-JUL-2022, 0.62%, 07/01/22 MDLZ 609207AV7 - - 18,618,000 $18,691,806 0.78
Bank of America Corporation 0.981% 25-SEP-2025, 0.98%, 09/25/25 BAC 06051GJG5 - - 18,000,000 $17,955,790 0.75
Goldman Sachs Group, Inc. FRN 23-FEB-2023, 1.01%, 02/23/23 GS 38141GWU4 - - 16,958,000 $17,029,702 0.71
Alphabet Inc. 0.45% 15-AUG-2025, 0.45%, 08/15/25 GOOGL 02079KAH0 - - 17,000,000 $16,924,107 0.71
Fiserv, Inc. 3.8% 01-OCT-2023, 3.80%, 10/01/23 FISV 337738AQ1 - - 14,945,000 $16,555,976 0.69
Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 SYDAU 87124VAF6 - - 14,400,000 $15,786,017 0.66
AAI Ltd. (Australia) FRN 18-NOV-2040, 3.40%, 11/18/40 SUNAU QJ2204874 - - 22,120,000 $15,613,233 0.65
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 1.32%, 10/30/24 AUSGF AP6703965 - - 21,600,000 $15,176,750 0.63
National Australia Bank Limited FRN 21-SEP-2026, 2.49%, 09/21/26 NAB QZ4979063 - - 21,316,000 $15,140,078 0.63
Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 BAC 06051GJC4 - - 14,500,000 $14,810,304 0.62
Barclays Plc FRN 15-FEB-2023, 1.71%, 02/15/23 BACR 06738EBF1 - - 14,700,000 $14,803,299 0.62
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 - - 13,000,000 $13,888,750 0.58
JPMorgan Chase & Co. 1.514% 01-JUN-2024, 1.51%, 06/01/24 JPM 46647PBQ8 - - 13,500,000 $13,845,043 0.58
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $13,808,069 0.58
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 1.13%, 09/11/22 MIZUHO 60687YAN9 - - 13,615,000 $13,738,812 0.57
McKesson Corporation 3.65% 30-NOV-2020, 3.65%, 11/30/20 MCK 581557BM6 - - 13,450,000 $13,686,423 0.57
Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 INTU 46124HAA4 - - 13,565,000 $13,629,367 0.57
Export-Import Bank of Korea FRN 01-JUN-2021, 0.82%, 06/01/21 EIBKOR 302154CT4 - - 13,532,000 $13,569,974 0.57
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 15,820,000 $12,348,961 0.51
Macquarie Bank Ltd|2.3|01/22/2025, 2.30%, 01/22/25 MQGAU 55608PBE3 - - 11,500,000 $12,235,147 0.51
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 - - 11,660,000 $12,019,157 0.50
Royal Bank of Canada|.63288|01/17/2023, 0.63%, 01/17/23 RY 78015K7E8 - - 11,920,000 $11,973,643 0.50
Cardinal Health, Inc. FRN 15-JUN-2022, 1.02%, 06/15/22 CAH 14149YBG2 - - 11,865,000 $11,959,846 0.50
American Express Company FRN 20-MAY-2022, 0.87%, 05/20/22 AXP 025816CE7 - - 11,700,000 $11,781,851 0.49
Citibank, National Association (4759) FRN 20-MAY-2022, 0.85%, 05/20/22 C ZS5603510 - - 16,500,000 $11,608,855 0.48
Nestle Holdings, Inc. 0.375% 15-JAN-2024, 0.38%, 01/15/24 NESNVX 641062AQ7 - - 11,400,000 $11,370,739 0.47
International Business Machines Corporation 2.85% 13-MAY-2022, 2.85%, 05/13/22 IBM 459200JX0 - - 10,600,000 $11,149,624 0.46
Broadcom Corporation 3.625% 15-JAN-2024, 3.62%, 01/15/24 AVGO 11134LAF6 - - 10,150,000 $10,964,322 0.46
Oracle Corporation 2.5% 01-APR-2025, 2.50%, 04/01/25 ORCL 68389XBT1 - - 10,100,000 $10,908,943 0.45
Morgan Stanley FRN 20-JAN-2023, 0.77%, 01/20/23 MS 6174468K8 - - 10,500,000 $10,538,513 0.44
Toyota Motor Credit Corporation 0.5% 14-AUG-2023, 0.50%, 08/14/23 TOYOTA 89236THF5 - - 10,500,000 $10,519,527 0.44
Morgan Stanley FRN 24-OCT-2023, 1.66%, 10/24/23 MS 61746BEC6 - - 10,005,000 $10,210,900 0.43
Westpac Banking Corp|.65625|01/13/2023, 0.66%, 01/13/23 WSTP 961214EK5 - - 10,000,000 $10,047,080 0.42
eBay Inc. 1.9% 11-MAR-2025, 1.90%, 03/11/25 EBAY 278642AV5 - - 9,600,000 $10,002,212 0.42
Westpac Banking Corporation FRN 16-NOV-2023, 1.05%, 11/16/23 WSTP AV5755005 - - 14,000,000 $10,000,097 0.42
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 1.33%, 12/06/24 NETFIN AQ2180349 - - 14,120,000 $9,930,709 0.41
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 - - 13,322,000 $9,907,698 0.41
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 - - 9,300,000 $9,827,868 0.41
Home Depot, Inc. 2.7% 01-APR-2023, 2.70%, 04/01/23 HD 437076AZ5 - - 9,200,000 $9,812,632 0.41
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 - - 8,920,000 $9,751,333 0.41
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 1.20%, 11/12/21 VW 928668AQ5 - - 9,600,000 $9,652,949 0.40
Florida Power & Light Company FRN 28-JUL-2023, 0.64%, 07/28/23 NEE 341081GA9 - - 9,400,000 $9,414,663 0.39
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,020,000 $9,366,307 0.39
Cardinal Health, Inc. 3.079% 15-JUN-2024, 3.08%, 06/15/24 CAH 14149YBH0 - - 8,600,000 $9,312,557 0.39
Lloyds Banking Group PLC|1.326|06/15/2023, 1.33%, 06/15/23 LLOYDS 53944YAM5 - - 9,100,000 $9,187,660 0.38
Caterpillar Financial Services Corporation FRN 12-NOV-2021, 0.46%, 11/12/21 CAT 14913Q3D9 - - 9,150,000 $9,168,949 0.38
General Mills, Inc. 3.2% 16-APR-2021, 3.20%, 04/16/21 GIS 370334CD4 - - 8,780,000 $9,040,375 0.38
Nordea Bank Abp 0.75% 28-AUG-2025, 0.75%, 08/28/25 NDASS 65559CAB7 - - 9,000,000 $8,958,915 0.37
John Deere Capital Corporation 0.55% 05-JUL-2022, 0.55%, 07/05/22 DE 24422EVG1 - - 8,800,000 $8,846,887 0.37
Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 C 17308CC46 - - 8,550,000 $8,786,096 0.37
American Honda Finance Corp. 0.875% 07-JUL-2023, 0.88%, 07/07/23 HNDA 02665WDK4 - - 8,700,000 $8,782,620 0.37
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 - - 8,050,000 $8,767,317 0.37
Molson Coors Beverage Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 - - 8,600,000 $8,728,014 0.36
Industrial and Commercial Bank of China Limited FRN 14-DEC-2020, 1.02%, 12/14/20 ICBCAS AQ3247683 - - 8,700,000 $8,705,536 0.36
Bank of Queensland Limited FRN 10-MAY-2026, 3.50%, 05/10/26 BQDAU JK8304210 - - 12,110,000 $8,629,349 0.36
Mitsubishi UFJ Financial Group, Inc. 0.848% 15-SEP-2024, 0.85%, 09/15/24 MUFG 606822BV5 - - 8,600,000 $8,595,251 0.36
Bank of Montreal|1.85|05/01/2025, 1.85%, 05/01/25 BMO 06367WB85 - - 8,100,000 $8,503,688 0.35
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 - - 7,740,000 $8,325,590 0.35
Goldman Sachs Group, Inc. FRN 26-APR-2022, 1.35%, 04/26/22 GS 38141GWD2 - - 8,200,000 $8,254,327 0.34
Verizon Communications Inc. FRN 15-MAY-2025, 1.38%, 05/15/25 VZ 92343VEP5 - - 8,000,000 $8,209,926 0.34
Amazon.com, Inc. 0.8% 03-JUN-2025, 0.80%, 06/03/25 AMZN 023135BQ8 - - 8,100,000 $8,186,257 0.34
CVS Health Corporation 3.375% 12-AUG-2024, 3.38%, 08/12/24 CVS 126650CF5 - - 7,485,000 $8,178,479 0.34
Bank of Nova Scotia|1.3|06/11/2025, 1.30%, 06/11/25 BNS 064159VL7 - - 8,000,000 $8,176,798 0.34
Canadian Imperial Bank of Commerce|.95|06/23/2023, 0.95%, 06/23/23 CM 13607GRK2 - - 8,050,000 $8,136,095 0.34
Liberty Funding Pty LTD Liberty Series 2018-1 A2 1.74% 10-OCT-2049, 1.74%, 10/10/49 LBRTY BCC2G4SM2 - - 11,413,822 $8,012,412 0.33
Hershey Company 0.9% 01-JUN-2025, 0.90%, 06/01/25 HSY 427866BF4 - - 7,906,000 $7,971,931 0.33
DBS Group Holdings Ltd FRN 16-MAR-2028, 1.67%, 03/16/28 DBSSP AR6199681 - - 11,290,000 $7,926,149 0.33
Commonwealth Bank of Australia 3.35% 04-JUN-2024, 3.35%, 06/04/24 CBAAU 2027A1KB2 - - 7,164,000 $7,915,118 0.33
eBay Inc. FRN 30-JAN-2023, 1.14%, 01/30/23 EBAY 278642AT0 - - 7,733,000 $7,828,015 0.33
Suncorp Group Limited FRN 05-DEC-2028, 2.24%, 12/05/28 SUNAU AT9997863 - - 11,000,000 $7,741,021 0.32
Anthem, Inc. 2.5% 21-NOV-2020, 2.50%, 11/21/20 ANTM 036752AE3 - - 7,638,000 $7,729,588 0.32
Capital One Financial Corporation FRN 30-JAN-2023, 0.99%, 01/30/23 COF 14040HBV6 - - 7,600,000 $7,625,225 0.32
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 0.82%, 11/09/22 ANZ 05252ACZ2 - - 7,535,000 $7,608,514 0.32
Westpac Banking Corporation FRN 22-JUN-2028, 1.89%, 06/22/28 WSTP AT0619441 - - 10,800,000 $7,606,785 0.32
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 - - 10,500,000 $7,541,559 0.31
Bank of America Corporation FRN 23-JUL-2024, 1.22%, 07/23/24 BAC 06051GHK8 - - 7,400,000 $7,506,850 0.31
Macquarie Group Limited FRN 27-MAR-2024, 1.66%, 03/27/24 MQGAU 55608KAM7 - - 7,302,000 $7,406,890 0.31
Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 TD 89114QCH9 - - 7,200,000 $7,334,355 0.31
Toyota Motor Credit Corporation 1.8% 13-FEB-2025, 1.80%, 02/13/25 TOYOTA 89236TGT6 - - 7,000,000 $7,333,446 0.31
Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 GS 38141GXJ8 - - 6,500,000 $7,285,561 0.30
National Australia Bank Ltd|.95875|11/04/2021, 0.96%, 11/04/21 NAB 6325C0DW8 - - 7,200,000 $7,255,258 0.30
Perth Airport Pty Ltd. 5.5% 25-MAR-2021, 5.50%, 03/25/21 WESAIR EK1306886 - - 10,132,000 $7,243,485 0.30
Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 AAPL 037833DM9 - - 6,900,000 $7,220,745 0.30
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 - - 6,828,000 $7,169,167 0.30
Royal Bank of Canada FRN 05-OCT-2023, 0.96%, 10/05/23 RY 78013XW61 - - 6,995,000 $7,054,965 0.29
American Honda Finance Corp. 0.65% 08-SEP-2023, 0.65%, 09/08/23 HNDA 02665WDM0 - - 6,900,000 $6,894,178 0.29
Commonwealth Bank of Australia FRN 03-JUN-2026, 2.74%, 06/03/26 CBAAU LW2645668 - - 9,700,000 $6,886,851 0.29
Mizuho Financial Group, Inc. 1.241% 10-JUL-2024, 1.24%, 07/10/24 MIZUHO 60687YBF5 - - 6,700,000 $6,765,184 0.28
Mizuho Financial Group, Inc. 0.849% 08-SEP-2024, 0.85%, 09/08/24 MIZUHO 60687YBJ7 - - 6,700,000 $6,672,279 0.28
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 0.68%, 11/01/21 AMTD 87236YAG3 - - 6,630,000 $6,660,035 0.28
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.74%, 05/17/21 ANZ 05252ADC2 - - 6,600,000 $6,626,612 0.28
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 - - 6,404,000 $6,515,194 0.27
IBM Credit LLC FRN 30-NOV-2020, 0.73%, 11/30/20 IBM 44932HAJ2 - - 6,500,000 $6,509,642 0.27
CNOOC Finance (2015) U.S.A. LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 - - 6,000,000 $6,491,032 0.27
Korea National Oil Corp. 0.875% 05-OCT-2025, 0.88%, 10/05/25 KOROIL 50066PAM2 - - 6,500,000 $6,449,526 0.27
Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 NDASS 65557CBE2 - - 6,300,000 $6,407,771 0.27
Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 0.98%, 06/14/21 ICBCAS AS9547462 - - 6,400,000 $6,402,335 0.27
JPMorgan Chase & Co. 0.653% 16-SEP-2024, 0.65%, 09/16/24 JPM 46647PBS4 - - 6,400,000 $6,385,970 0.27
AusNet Services Holdings Pty Ltd. 7.5% 01-APR-2021, 7.50%, 04/01/21 ANVAU EI6263145 - - 8,500,000 $6,377,269 0.27
Commonwealth Bank of Australia FRN 04-JUN-2024, 1.07%, 06/04/24 CBAAU 2027A0KC2 - - 6,100,000 $6,203,352 0.26
CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 CKHH 12564CAA4 - - 5,700,000 $6,175,895 0.26
Korea East-West Power Co., Ltd. 1.75% 06-MAY-2025, 1.75%, 05/06/25 KOEWPW BJ0835311 - - 5,854,000 $6,097,191 0.25
Broadcom Inc. 2.25% 15-NOV-2023, 2.25%, 11/15/23 AVGO 11135FAV3 - - 5,800,000 $6,082,496 0.25
National Australia Bank Limited FRN 22-MAY-2022, 0.98%, 05/22/22 NAB 6325C0DQ1 - - 6,000,000 $6,060,527 0.25
Morgan Stanley FRN 03-FEB-2023, 0.83%, 02/03/23 MS 6174468M4 - - 8,150,000 $6,030,389 0.25
General Motors Financial Co., Inc. FRN 09-APR-2021, 1.12%, 04/09/21 GM 37045XCH7 - - 6,003,000 $6,015,205 0.25
Westpac Banking Corp|2.894|02/04/2030, 2.89%, 02/04/30 WSTP 961214EM1 - - 5,750,000 $5,985,482 0.25
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 1.13%, 07/19/23 SUMIBK 86562MBA7 - - 5,900,000 $5,963,293 0.25
ASB Bank Ltd. FRN 14-JUN-2023, 1.22%, 06/14/23 ASBBNK 00216LAB9 - - 5,810,000 $5,904,376 0.25
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 - - 8,140,000 $5,877,972 0.24
Bendigo & Adelaide Bank Ltd|2.89|12/09/2026, 2.89%, 12/09/26 BENAU AL5167005 - - 8,250,000 $5,873,178 0.24
Citigroup Inc. FRN 08-DEC-2021, 1.32%, 12/08/21 C 172967LB5 - - 5,750,000 $5,810,783 0.24
CVS Health Corporation 4.75% 01-DEC-2022, 4.75%, 12/01/22 CVS 126650CQ1 - - 5,300,000 $5,807,621 0.24
Nordea Bank AB FRN 30-AUG-2023, 1.20%, 08/30/23 NDASS 65557CAZ6 - - 5,700,000 $5,713,205 0.24
Hyundai Capital America, Inc. 1.25% 18-SEP-2023, 1.25%, 09/18/23 HYNMTR 44891ABM8 - - 5,670,000 $5,662,273 0.24
Bank of America Corporation FRN 25-JUN-2022, 0.88%, 06/25/22 BAC 06051GHJ1 - - 5,600,000 $5,618,554 0.23
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 1.56%, 07/12/24 ADLAIR AO1975298 - - 8,200,000 $5,573,511 0.23
Northrop Grumman Corporation 3.5% 15-MAR-2021, 3.50%, 03/15/21 NOC 666807BE1 - - 5,450,000 $5,532,050 0.23
National Australia Bank Limited FRN 20-SEP-2021, 0.81%, 09/20/21 NAB 6325C0DV0 - - 5,500,000 $5,519,822 0.23
Cooperatieve Rabobank UA 1.339% 24-JUN-2026, 1.34%, 06/24/26 RABOBK 74977RDH4 - - 5,400,000 $5,476,115 0.23
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 - - 5,000,000 $5,386,633 0.22
Bank of Queensland Limited FRN 26-OCT-2020, 1.27%, 10/26/20 BQDAU QZ8102027 - - 7,620,000 $5,361,943 0.22
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 - - 5,100,000 $5,355,049 0.22
Citigroup Inc. FRN 04-MAY-2021, 1.65%, 05/04/21 C 172967KP5 - - 7,435,000 $5,259,270 0.22
AMP Bank Ltd. FRN 24-MAY-2021, 1.46%, 05/24/21 AMPAU LW1353652 - - 7,350,000 $5,176,653 0.22
Verizon Communications Inc. FRN 16-MAR-2022, 1.24%, 03/16/22 VZ 92343VDX9 - - 5,100,000 $5,164,196 0.22
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 - - 5,100,000 $5,157,677 0.21
American Express Company FRN 17-MAY-2021, 0.81%, 05/17/21 AXP 025816BV0 - - 5,125,000 $5,143,414 0.21
Ralph Lauren Corporation 1.7% 15-JUN-2022, 1.70%, 06/15/22 RL 731572AA1 - - 5,000,000 $5,122,782 0.21
Morgan Stanley FRN 10-JUN-2022, 0.98%, 06/10/22 MS 6174468H5 - - 5,100,000 $5,115,170 0.21
Horse Gallop Finance Ltd. FRN 28-JUN-2021, 1.49%, 06/28/21 ICBCIH AT1180963 - - 5,050,000 $5,060,617 0.21
Sumitomo Mitsui Financial Group, Inc. FRN 17-JAN-2023, 1.01%, 01/17/23 SUMIBK 86562MAW0 - - 5,000,000 $5,038,155 0.21
Morgan Stanley FRN 22-JUL-2022, 1.19%, 07/22/22 MS 61744YAJ7 - - 5,000,000 $5,037,355 0.21
JPMorgan Chase & Co. FRN 18-JUN-2022, 0.84%, 06/18/22 JPM 46647PAT3 - - 5,000,000 $5,016,371 0.21
Citibank, National Association FRN 19-FEB-2022, 0.80%, 02/19/22 C 17325FAU2 - - 5,000,000 $5,014,334 0.21
Toronto-Dominion Bank FRN 19-JUL-2023, 0.91%, 07/19/23 TD 89114QC55 - - 4,900,000 $4,964,092 0.21
Bank of Nova Scotia FRN 19-SEP-2022, 0.85%, 09/19/22 BNS 064159KE5 - - 4,900,000 $4,943,434 0.21
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 - - 7,415,000 $4,924,975 0.21
Marsh & McLennan Companies, Inc. 2.75% 30-JAN-2022, 2.75%, 01/30/22 MMC 571748BB7 - - 4,751,000 $4,909,420 0.20
Bank of America Corporation FRN 21-OCT-2022, 1.45%, 10/21/22 BAC 06051GFY0 - - 4,800,000 $4,864,079 0.20
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 - - 4,746,000 $4,854,407 0.20
Verizon Communications Inc. FRN 17-FEB-2023, 1.32%, 02/17/23 VZ AO6240110 - - 6,830,000 $4,818,835 0.20
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 - - 4,600,000 $4,812,064 0.20
Sumitomo Mitsui Trust Bank Ltd. 0.8% 12-SEP-2023, 0.80%, 09/12/23 SUMITR 86563VAQ2 - - 4,800,000 $4,804,872 0.20
Bank of America Corporation FRN 20-JAN-2023, 1.43%, 01/20/23 BAC 06051GGH6 - - 4,635,000 $4,698,212 0.20
Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 - - 4,300,000 $4,682,699 0.20
Westpac Banking Corporation FRN 10-MAR-2026, 3.19%, 03/10/26 WSTP JK2350201 - - 6,600,000 $4,679,200 0.19
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 - - 5,900,000 $4,662,093 0.19
Toronto-Dominion Bank|.55034|01/27/2023, 0.55%, 01/27/23 TD 89114QCF3 - - 4,620,000 $4,636,120 0.19
Caterpillar Financial Services Corporation 0.65% 07-JUL-2023, 0.65%, 07/07/23 CAT 14913R2D8 - - 4,600,000 $4,625,944 0.19
Walmart Inc. 3.3% 22-APR-2024, 3.30%, 04/22/24 WMT 931142DP5 - - 4,187,000 $4,624,367 0.19
Unilever Capital Corp. 0.375% 14-SEP-2023, 0.38%, 09/14/23 UNANA 904764BJ5 - - 4,600,000 $4,604,695 0.19
JPMorgan Chase & Co. FRN 25-APR-2023, 1.14%, 04/25/23 JPM 46647PAD8 - - 4,550,000 $4,594,785 0.19
Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 MARS 571676AA3 - - 4,097,000 $4,474,203 0.19
Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.11%, 01/19/22 BENAU AU8747019 - - 6,200,000 $4,393,450 0.18
Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 WMT 931142EL3 - - 4,000,000 $4,368,490 0.18
Insurance Australia Group Limited FRN 15-JUN-2045, 2.44%, 06/15/45 IAGAU AX5655888 - - 6,180,000 $4,343,939 0.18
McDonald's Corporation 3.0% 08-MAR-2024, 3.00%, 03/08/24 MCD AX3484844 - - 5,700,000 $4,264,255 0.18
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 - - 4,200,000 $4,253,392 0.18
Morgan Stanley FRN 21-APR-2021, 1.67%, 04/21/21 MS 61746BEB8 - - 4,175,000 $4,217,140 0.18
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 - - 4,000,000 $4,196,851 0.17
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 - - 5,480,000 $4,176,640 0.17
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 - - 5,000,000 $4,176,087 0.17
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 - - 4,000,000 $4,169,428 0.17
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 - - 4,100,000 $4,137,870 0.17
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 - - 3,780,000 $4,136,774 0.17
JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 JPM 46647PBB1 - - 3,900,000 $4,110,104 0.17
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 - - 4,050,000 $4,094,662 0.17
GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 - - 5,600,000 $4,089,626 0.17
Toronto-Dominion Bank FRN 01-DEC-2022, 0.78%, 12/01/22 TD 89114QCE6 - - 4,000,000 $4,041,196 0.17
Daimler Finance North America LLC FRN 22-FEB-2021, 0.71%, 02/22/21 DAIGR 233851DC5 - - 4,018,000 $4,022,368 0.17
Westpac Banking Corporation FRN 26-FEB-2024, 1.00%, 02/26/24 WSTP 961214EB5 - - 3,950,000 $4,015,624 0.17
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 - - 3,600,000 $3,978,808 0.17
Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 1.19%, 03/17/21 SHNHAN AM7966022 - - 5,620,000 $3,954,870 0.16
CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 CVS 126650DE7 - - 3,690,000 $3,943,205 0.16
Members Equity Bank Ltd. FRN 09-NOV-2020, 1.35%, 11/09/20 MEB AP8050290 - - 5,600,000 $3,939,496 0.16
Optus Finance Pty Ltd. 4.0% 17-JUN-2022, 4.00%, 06/17/22 SGTOPT EK9664815 - - 5,250,000 $3,925,792 0.16
Home Depot, Inc. FRN 01-MAR-2022, 0.56%, 03/01/22 HD 437076BU5 - - 3,900,000 $3,914,242 0.16
Toyota Motor Credit Corporation FRN 08-JAN-2021, 0.82%, 01/08/21 TOYOTA 89236TFR1 - - 3,900,000 $3,912,427 0.16
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 - - 5,310,000 $3,881,137 0.16
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 - - 3,500,000 $3,812,074 0.16
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 - - 3,500,000 $3,811,988 0.16
Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.22%, 07/08/21 HYNMTR 44891AAV9 - - 3,800,000 $3,809,221 0.16
Marsh & McLennan Companies, Inc. 3.5% 29-DEC-2020, 3.50%, 12/29/20 MMC 571748BE1 - - 3,728,000 $3,786,750 0.16
Daimler Finance North America LLC FRN 22-FEB-2022, 1.14%, 02/22/22 DAIGR 233851DQ4 - - 3,750,000 $3,765,273 0.16
Hyundai Capital America, Inc. FRN 12-MAR-2021, 1.07%, 03/12/21 HYNMTR 44891AAT4 - - 3,758,000 $3,759,576 0.16
American Honda Finance Corp. FRN 08-JAN-2021, 0.75%, 01/08/21 HNDA 02665WCR0 - - 3,700,000 $3,709,816 0.15
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 - - 3,500,000 $3,707,317 0.15
Westpac Banking Corporation FRN 11-JAN-2023, 0.84%, 01/11/23 WSTP 961214DT7 - - 3,600,000 $3,629,701 0.15
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 0.60%, 12/07/20 CAT 14913Q2R9 - - 3,600,000 $3,603,347 0.15
Apple Inc. 0.55% 20-AUG-2025, 0.55%, 08/20/25 AAPL 037833DX5 - - 3,600,000 $3,593,741 0.15
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 - - 3,290,000 $3,535,652 0.15
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 - - 3,289,000 $3,534,578 0.15
Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 IADB AO7138362 - - 257,500,000 $3,525,198 0.15
AusNet Services Holdings Pty Ltd. 5.375% 02-JUL-2024, 5.38%, 07/02/24 ANVAU EK3489227 - - 4,400,000 $3,487,731 0.15
Boston Scientific Corporation 3.45% 01-MAR-2024, 3.45%, 03/01/24 BSX 101137AV9 - - 3,200,000 $3,479,439 0.14
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 0.86%, 09/21/21 NSANY 654740BN8 - - 3,500,000 $3,466,126 0.14
Daimler Finance North America LLC FRN 15-FEB-2022, 1.18%, 02/15/22 DAIGR 233851DV3 - - 3,450,000 $3,465,984 0.14
Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 SINOPE 82939GAF5 - - 3,300,000 $3,457,274 0.14
Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 BMO 06367WJM6 - - 3,270,000 $3,444,138 0.14
Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 DIS 254687FK7 - - 3,300,000 $3,435,721 0.14
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 1.04%, 10/31/22 GS 38148YAB4 - - 3,400,000 $3,419,440 0.14
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 2.02%, 02/25/21 GS 38143U8G9 - - 3,380,000 $3,410,017 0.14
Walmart Inc. FRN 23-JUN-2021, 0.45%, 06/23/21 WMT 931142EH2 - - 3,400,000 $3,405,966 0.14
United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 UOBSP 91127KAC6 - - 3,100,000 $3,360,367 0.14
CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 CNOOC EJ8590758 - - 3,000,000 $3,357,507 0.14
Insurance Australia Group Limited FRN 15-JUN-2044, 2.19%, 06/15/44 IAGAU AR7148380 - - 4,800,000 $3,355,106 0.14
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 1.10%, 01/10/22 RABOBK 21688AAK8 - - 3,300,000 $3,335,689 0.14
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.11%, 08/29/22 ETSA AO8114958 - - 4,750,000 $3,335,307 0.14
Harley-Davidson Financial Services Inc|2.85|01/15/2021, 2.85%, 01/15/21 HOG JV5244159 - - 3,300,000 $3,331,509 0.14
Woolworths Group Limited 4.55% 12-APR-2021, 4.55%, 04/12/21 WOWAU 980888AF8 - - 3,200,000 $3,324,969 0.14
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023NAA0 - - 3,000,000 $3,315,673 0.14
Optus Finance Pty Ltd. 3.25% 23-AUG-2022, 3.25%, 08/23/22 SGTOPT AO7579482 - - 4,500,000 $3,310,995 0.14
Mondelez International, Inc. 3.25% 07-MAR-2025, 3.25%, 03/07/25 MDLZ 609207AK1 - - 4,100,000 $3,309,861 0.14
General Motors Financial Co., Inc. FRN 05-JAN-2023, 1.29%, 01/05/23 GM 37045XCE4 - - 3,300,000 $3,272,401 0.14
Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 - - 3,100,000 $3,248,071 0.14
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 - - 2,930,000 $3,241,992 0.14
DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 DBSSP 24023KAE8 - - 3,100,000 $3,237,904 0.13
IBM Credit LLC FRN 20-JAN-2021, 0.53%, 01/20/21 IBM 44932HAE3 - - 3,200,000 $3,205,811 0.13
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 - - 4,210,000 $3,132,494 0.13
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 - - 4,310,000 $3,120,914 0.13
Westpac Banking Corporation FRN 27-AUG-2029, 2.07%, 08/27/29 WSTP ZR2259201 - - 4,400,000 $3,116,164 0.13
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 - - 4,100,000 $3,099,964 0.13
Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 ORCL 68389XBB0 - - 2,950,000 $3,070,034 0.13
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 1.14%, 09/26/23 RABOBK 74977RDD3 - - 3,000,000 $3,045,750 0.13
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 - - 2,800,000 $3,036,651 0.13
Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 2.80%, 05/17/26 ANZ QJ6184601 - - 4,272,000 $3,036,185 0.13
Commonwealth Bank of Australia FRN 16-MAR-2023, 0.94%, 03/16/23 CBAAU 2027A0JY6 - - 3,000,000 $3,030,763 0.13
American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 AXP 025816CD9 - - 2,900,000 $3,025,072 0.13
Constellation Brands, Inc. FRN 15-NOV-2021, 0.98%, 11/15/21 STZ 21036PBA5 - - 3,000,000 $3,003,588 0.13
General Motors Company FRN 10-SEP-2021, 1.15%, 09/10/21 GM 37045VAR1 - - 3,000,000 $2,997,869 0.12
Hyundai Capital America, Inc. 2.375% 10-FEB-2023, 2.38%, 02/10/23 HYNMTR 44891ABE6 - - 2,900,000 $2,988,653 0.12
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 - - 2,700,000 $2,978,844 0.12
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 - - 2,841,000 $2,943,030 0.12
Mizuho Financial Group, Inc. FRN 28-FEB-2022, 1.20%, 02/28/22 MIZUHO 60687YAJ8 - - 2,844,000 $2,874,778 0.12
Morgan Stanley FRN 20-JAN-2022, 1.45%, 01/20/22 MS 61746BEE2 - - 2,850,000 $2,865,740 0.12
National Australia Bank Limited 3.375% 20-SEP-2021, 3.38%, 09/20/21 NAB 63254AAZ1 - - 2,750,000 $2,828,540 0.12
Wells Fargo & Company FRN 27-APR-2022, 1.20%, 04/27/22 WFC 949746SR3 - - 4,000,000 $2,824,322 0.12
Apple Inc. 0.75% 11-MAY-2023, 0.75%, 05/11/23 AAPL 037833DV9 - - 2,780,000 $2,810,852 0.12
Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 HYNMTR 44891ABA4 - - 2,700,000 $2,807,242 0.12
Capital One Financial Corporation 2.6% 11-MAY-2023, 2.60%, 05/11/23 COF 14040HCD5 - - 2,600,000 $2,742,362 0.11
Mondelez International Holdings Netherlands BV 2.0% 28-OCT-2021, 2.00%, 10/28/21 MDLZ 60920LAC8 - - 2,677,000 $2,741,259 0.11
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 - - 2,475,000 $2,711,462 0.11
Capital One, National Association FRN 30-JAN-2023, 1.42%, 01/30/23 COF 14042RFJ5 - - 2,675,000 $2,700,975 0.11
RedZed Trust Series 2018-1|2.49|03/09/2050, 2.49%, 03/09/50 REDZE BCC2HM3M8 - - 3,800,000 $2,683,590 0.11
JPMorgan Chase & Co. FRN 23-APR-2024, 0.99%, 04/23/24 JPM 46647PAQ9 - - 2,649,000 $2,672,316 0.11
Heritage Bank Ltd. FRN 12-AUG-2022, 0.92%, 08/12/22 HBSAU AZ8502462 - - 3,780,000 $2,664,241 0.11
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 - - 2,550,000 $2,660,743 0.11
Broadcom Inc. 4.7% 15-APR-2025, 4.70%, 04/15/25 AVGO 11135FBC4 - - 2,300,000 $2,653,458 0.11
American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 AXP 025816CG2 - - 2,400,000 $2,558,260 0.11
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 - - 2,370,000 $2,541,698 0.11
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 1.52%, 04/23/21 UOBSP 91127KAB8 - - 2,500,000 $2,511,063 0.10
Volkswagen Group of America Finance LLC 2.9% 13-MAY-2022, 2.90%, 05/13/22 VW 928668BC5 - - 2,400,000 $2,510,035 0.10
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 0.67%, 04/26/21 RABOBK 21688AAP7 - - 2,500,000 $2,508,581 0.10
Vulcan Materials Company FRN 01-MAR-2021, 1.00%, 03/01/21 VMC 929160AX7 - - 2,500,000 $2,502,840 0.10
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 - - 2,400,000 $2,498,481 0.10
Walt Disney Company FRN 04-MAR-2022, 0.64%, 03/04/22 DIS 25468PDS2 - - 2,490,000 $2,498,350 0.10
Wesfarmers Limited 3.66% 18-NOV-2020, 3.66%, 11/18/20 WESAU EK8989288 - - 3,500,000 $2,498,259 0.10
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 - - 3,100,000 $2,481,242 0.10
Commonwealth Bank of Australia FRN 06-SEP-2021, 1.08%, 09/06/21 CBAAU 2027A1HX8 - - 2,400,000 $2,419,374 0.10
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 0.84%, 06/06/22 CAT 14913QAB5 - - 2,400,000 $2,417,243 0.10
JPMorgan Chase & Co. 2.75% 01-FEB-2023, 2.75%, 02/01/23 JPM EJ5331958 - - 1,900,000 $2,386,903 0.10
American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 HNDA 02665WCY5 - - 2,300,000 $2,384,001 0.10
Canadian Imperial Bank of Commerce|.566|02/02/2021, 0.57%, 02/02/21 CM 136069XZ9 - - 2,350,000 $2,353,456 0.10
Australia and New Zealand Banking Group Limited 4.75% 13-MAY-2027, 4.75%, 05/13/27 ANZ EK8999360 - - 3,170,000 $2,345,916 0.10
Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 CAT 14913Q3B3 - - 2,150,000 $2,301,486 0.10
Westpac Banking Corporation FRN 15-MAY-2023, 1.00%, 05/15/23 WSTP 961214EA7 - - 2,244,000 $2,270,935 0.09
Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 SINOPE 82939GAK4 - - 2,100,000 $2,216,355 0.09
Volkswagen Group of America Finance LLC|1.0235|11/13/2020, 1.02%, 11/13/20 VW AV5564670 - - 2,200,000 $2,204,704 0.09
Hewlett Packard Enterprise Company 4.4% 15-OCT-2022, 4.40%, 10/15/22 HPE 42824CAN9 - - 2,000,000 $2,180,114 0.09
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 - - 2,150,000 $2,174,053 0.09
American Express Company FRN 01-AUG-2022, 0.86%, 08/01/22 AXP 025816BN8 - - 2,150,000 $2,166,476 0.09
Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 0.91%, 09/13/23 CM 13607RAE0 - - 2,140,000 $2,162,510 0.09
CNOOC Finance (2013) Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 CNOOC 12625GAC8 - - 2,000,000 $2,123,989 0.09
Pepper Residential Securities Trust No. 22|1.15625|06/20/2060, 1.16%, 06/20/60 PEPAU 71338AAA9 - - 2,110,339 $2,114,283 0.09
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.07%, 02/07/23 UELAU AQ8840888 - - 3,000,000 $2,103,804 0.09
Lloyds Banking Group plc FRN 20-MAR-2023, 1.39%, 03/20/23 LLOYDS AP1140486 - - 3,000,000 $2,096,983 0.09
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 1.41%, 10/19/21 SUMIBK 86562MAJ9 - - 2,070,000 $2,096,960 0.09
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 - - 2,050,000 $2,089,544 0.09
La Trobe Financial Capital Markets Trust 2017-2 A3 1.99% 12-JAN-2049, 1.99%, 01/12/49 LTFC BCC2EE8Q5 - - 2,957,666 $2,075,878 0.09
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 - - 2,000,000 $2,073,161 0.09
Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 COF 14042RNW7 - - 2,000,000 $2,058,311 0.09
Goldman Sachs Group, Inc. FRN 23-APR-2021, 1.60%, 04/23/21 GS 38141GVW1 - - 2,000,000 $2,017,413 0.08
Bank of Montreal FRN 13-APR-2021, 0.73%, 04/13/21 BMO 06367T4X5 - - 2,000,000 $2,008,061 0.08
Bank of Nova Scotia FRN 20-APR-2021, 0.71%, 04/20/21 BNS 064159LH7 - - 2,000,000 $2,007,575 0.08
Toyota Motor Credit Corporation FRN 13-APR-2021, 0.55%, 04/13/21 TOYOTA 89236TEV3 - - 2,000,000 $2,004,967 0.08
United Energy Distribution Pty Ltd|2.2|10/29/2026, 2.20%, 10/29/26 UELAU ZR6539137 - - 2,700,000 $2,003,814 0.08
Daimler Finance North America LLC FRN 04-MAY-2021, 0.80%, 05/04/21 DAIGR 233851DK7 - - 2,000,000 $2,003,756 0.08
Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 2.54%, 11/30/28 BENAU AV7986590 - - 2,800,000 $1,988,985 0.08
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 - - 1,896,000 $1,976,157 0.08
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 0.52%, 07/01/26 ENVAU ED8440239 - - 3,000,000 $1,955,111 0.08
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 0.79%, 05/15/23 CAT 14913Q2M0 - - 1,900,000 $1,916,136 0.08
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 - - 2,400,000 $1,896,014 0.08
FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 1.39% 08-MAR-2049, 1.39%, 03/08/49 FMACB BCC2FPSX2 - - 2,700,000 $1,890,444 0.08
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 - - 1,800,000 $1,820,685 0.08
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 DBSSP QZ3079600 - - 1,800,000 $1,817,280 0.08
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 0.75%, 01/10/23 RABOBK 21688AAM4 - - 1,800,000 $1,812,520 0.08
Bank of Nova Scotia FRN 08-JAN-2021, 0.57%, 01/08/21 BNS 064159KU9 - - 1,800,000 $1,803,457 0.08
SGSP (Australia) Assets Pty Ltd. 5.5% 12-MAR-2021, 5.50%, 03/12/21 SGSPAA EK1048710 - - 2,500,000 $1,796,347 0.07
Toronto-Dominion Bank 0.45% 11-SEP-2023, 0.45%, 09/11/23 TD 89114QCJ5 - - 1,800,000 $1,794,842 0.07
QIC Finance Shopping Center Fund Pty Ltd|1.37|08/15/2025, 1.37%, 08/15/25 QIC ZR0093453 - - 2,620,000 $1,791,855 0.07
Downer Group Finance Pty Ltd. 4.5% 11-MAR-2022, 4.50%, 03/11/22 DOWAU EK7841308 - - 2,480,000 $1,790,382 0.07
Commonwealth Bank of Australia FRN 18-JAN-2021, 1.25%, 01/18/21 CBAAU JV6123923 - - 2,500,000 $1,763,826 0.07
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 1.26%, 07/28/21 ANZNZ 00182EBB4 - - 1,725,000 $1,741,786 0.07
National Australia Bank Limited FRN 12-JAN-2021, 0.62%, 01/12/21 NAB 6325C1CU1 - - 1,700,000 $1,704,128 0.07
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA ZQ5768911 - - 2,300,000 $1,670,431 0.07
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 - - 2,200,000 $1,653,794 0.07
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 - - 2,200,000 $1,651,947 0.07
RESIMAC Premier Series 2018-1|.9555|11/10/2049, 0.96%, 11/10/49 RESI 76119HAA8 - - 1,620,819 $1,622,625 0.07
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 - - 2,170,000 $1,618,336 0.07
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 - - 1,500,000 $1,608,670 0.07
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 - - 2,200,000 $1,604,672 0.07
Connecteast Finance Pty Ltd. 4.25% 25-FEB-2022, 4.25%, 02/25/22 CEUAU EK7582084 - - 2,200,000 $1,603,162 0.07
La Trobe Financial Capital Markets Trust 2018-2|2.44|03/12/2050, 2.44%, 03/12/50 LTFC BCC2I1FE8 - - 2,300,000 $1,596,383 0.07
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 1.30%, 06/05/23 GS 38141GWK6 - - 1,550,000 $1,563,223 0.07
Wells Fargo & Company FRN 27-JUL-2021, 1.42%, 07/27/21 WFC 949746SD4 - - 2,197,000 $1,554,247 0.06
Credit Union Australia Ltd|1.32|03/04/2022, 1.32%, 03/04/22 CRUNAU AX3062624 - - 2,100,000 $1,489,032 0.06
Bank of America Corporation FRN 05-AUG-2021, 1.65%, 08/05/21 BAC QZ0182266 - - 2,100,000 $1,487,820 0.06
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 - - 2,100,000 $1,467,535 0.06
Westpac Banking Corporation FRN 07-FEB-2022, 1.21%, 02/07/22 WSTP AM2183276 - - 2,000,000 $1,422,445 0.06
National Australia Bank Limited FRN 10-FEB-2023, 0.90%, 02/10/23 NAB AP8367280 - - 2,000,000 $1,420,165 0.06
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 1.09%, 03/07/22 ANZ AM6596564 - - 2,000,000 $1,419,514 0.06
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 - - 1,900,000 $1,392,367 0.06
Commonwealth Bank of Australia|1.078|09/06/2021, 1.08%, 09/06/21 CBAAU 2027A0HX0 - - 1,350,000 $1,360,898 0.06
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 - - 1,300,000 $1,343,252 0.06
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 - - 1,230,000 $1,295,239 0.05
Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 SUMIBK 86562MBM1 - - 1,200,000 $1,282,814 0.05
CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 CKHH 12563XAB7 - - 1,200,000 $1,263,888 0.05
Wells Fargo & Company FRN 24-JAN-2023, 1.37%, 01/24/23 WFC 949746SL6 - - 1,250,000 $1,263,401 0.05
Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 RY 78013X6D5 - - 1,200,000 $1,260,747 0.05
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 - - 1,650,000 $1,221,457 0.05
Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 1.05%, 07/12/22 SUMIBK 86562MAP5 - - 1,200,000 $1,211,686 0.05
BNZ International Funding Ltd. (United Kingdom) FRN 14-SEP-2021, 1.23%, 09/14/21 BZLNZ 05579HAD4 - - 1,200,000 $1,210,349 0.05
Commonwealth Bank of Australia FRN 18-SEP-2022, 0.91%, 09/18/22 CBAAU 2027A0JS9 - - 1,200,000 $1,210,222 0.05
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 - - 1,150,000 $1,173,217 0.05
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 - - 1,520,000 $1,171,123 0.05
Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 HYNMTR 44891AAR8 - - 1,088,000 $1,135,299 0.05
Members Equity Bank Ltd. FRN 16-APR-2021, 1.37%, 04/16/21 MEB AR9324302 - - 1,600,000 $1,129,624 0.05
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 - - 1,100,000 $1,119,261 0.05
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 - - 1,100,000 $1,114,166 0.05
Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 - - 1,500,000 $1,108,658 0.05
ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 ANZNZ 00182EBK4 - - 1,000,000 $1,088,975 0.05
Wells Fargo & Company FRN 11-FEB-2022, 1.18%, 02/11/22 WFC 949746SP7 - - 1,083,000 $1,087,372 0.05
Aurizon Network Pty Ltd. 5.75% 28-OCT-2020, 5.75%, 10/28/20 AZJAU EJ8893137 - - 1,500,000 $1,081,942 0.05
Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 RABOBK 74977RDF8 - - 1,000,000 $1,071,082 0.04
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.15%, 01/25/23 BENAU AQ7821640 - - 1,500,000 $1,066,991 0.04
Bank of Queensland Limited FRN 16-NOV-2021, 1.12%, 11/16/21 BQDAU AP9329420 - - 1,500,000 $1,059,696 0.04
Korea Southern Power Co Ltd|1.07|10/30/2024, 1.07%, 10/30/24 KOSOPW ZQ2359391 - - 1,500,000 $1,049,314 0.04
Teachers Mutual Bank Ltd|1.47|07/02/2021, 1.47%, 07/02/21 TEACHM AT1537758 - - 1,470,000 $1,041,946 0.04
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 - - 1,400,000 $1,035,928 0.04
Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 WSTP 961214EH2 - - 950,000 $1,016,344 0.04
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 1.11338% 11-SEP-2048, 1.10%, 09/11/48 RESI 76118RAA7 - - 1,012,798 $1,013,310 0.04
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 - - 1,000,000 $1,011,427 0.04
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 1.01%, 10/18/22 SUMIBK 86562MAT7 - - 1,000,000 $1,009,444 0.04
General Motors Financial Co., Inc. 1.7% 18-AUG-2023, 1.70%, 08/18/23 GM 37045XCZ7 - - 1,000,000 $1,003,024 0.04
Caterpillar Financial Services Corporation FRN 15-MAR-2021, 0.48%, 03/15/21 CAT 14913Q2H1 - - 1,000,000 $1,000,605 0.04
American Honda Finance Corp. FRN 10-MAY-2023, 0.61%, 05/10/23 HNDA 02665WDG3 - - 1,000,000 $999,873 0.04
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 1.56%, 04/20/21 BENAU JK7580364 - - 1,400,000 $991,414 0.04
JPMorgan Chase & Co. FRN 24-OCT-2023, 1.49%, 10/24/23 JPM 46625HRW2 - - 950,000 $968,022 0.04
Pepper Residential Securities Trust No. 24|1.05|11/18/2060, 1.05%, 11/18/60 PEPAU 71338CAA5 - - 931,600 $933,796 0.04
AMP Bank Ltd. FRN 06-OCT-2020, 0.85%, 10/06/20 AMPAU AP3225616 - - 1,300,000 $913,912 0.04
Citizens Bank, N.A. FRN 26-MAY-2022, 1.04%, 05/26/22 CFG 17401QAM3 - - 900,000 $907,812 0.04
Liberty Financial Pty Ltd. FRN 07-MAR-2022, 3.34%, 03/07/22 LBRFI AX1631495 - - 1,300,000 $906,885 0.04
Commonwealth Bank of Australia FRN 10-MAR-2022, 0.95%, 03/10/22 CBAAU 2027A0JL4 - - 850,000 $856,499 0.04
Credit Union Australia Ltd|1.34|09/06/2021, 1.34%, 09/06/21 CRUNAU AU3081299 - - 1,200,000 $848,740 0.04
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 - - 800,000 $842,432 0.04
Sumitomo Mitsui Financial Group, Inc. FRN 29-MAR-2022, 1.37%, 03/29/22 SUMIBK AM9804296 - - 1,136,000 $803,351 0.03
General Motors Financial Co., Inc. 3.2% 06-JUL-2021, 3.20%, 07/06/21 GM 37045XBM7 - - 750,000 $766,233 0.03
Westpac Banking Corporation FRN 28-JUN-2022, 1.02%, 06/28/22 WSTP 961214DR1 - - 750,000 $759,104 0.03
Citigroup Inc. FRN 25-APR-2022, 1.20%, 04/25/22 C 172967LH2 - - 750,000 $758,706 0.03
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.74%, 05/17/21 ANZ 05252BDC0 - - 750,000 $753,024 0.03
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 - - 1,000,000 $729,341 0.03
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 - - 616,000 $681,593 0.03
JPMorgan Chase & Co. FRN 29-OCT-2020, 1.47%, 10/29/20 JPM 46625HNY2 - - 664,000 $665,659 0.03
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 - - 800,000 $662,340 0.03
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE AU4089085 - - 600,000 $646,396 0.03
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 - - 900,000 $642,880 0.03
JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 JPM 46625HJE1 - - 600,000 $632,389 0.03
Goldman Sachs Group, Inc. FRN 08-SEP-2021, 1.46%, 09/08/21 GS EK4654001 - - 890,000 $629,139 0.03
Royal Bank of Canada FRN 01-FEB-2022, 0.98%, 02/01/22 RY 78012KZD2 - - 620,000 $626,651 0.03
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 - - 600,000 $619,706 0.03
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 1.33%, 04/20/22 BCHINA AN2054434 - - 800,000 $567,603 0.02
Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 SGTOPT AU2682667 - - 750,000 $562,228 0.02
Westpac Banking Corporation FRN 16-FEB-2028, 1.50%, 02/16/28 WSTP AQ9768369 - - 800,000 $559,776 0.02
Westpac Banking Corporation FRN 11-JAN-2022, 1.12%, 01/11/22 WSTP 961214DH3 - - 550,000 $556,548 0.02
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 - - 700,000 $524,139 0.02
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 - - 500,000 $517,746 0.02
ICBCIL Finance Co. Ltd. 3.65% 05-MAR-2022, 3.65%, 03/05/22 ICBCIL AX3932297 - - 500,000 $516,081 0.02
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 - - 500,000 $514,411 0.02
ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 1.13%, 11/23/21 ANZ 05252ACR0 - - 500,000 $505,300 0.02
General Motors Financial Co., Inc. FRN 14-JAN-2022, 1.82%, 01/14/22 GM 37045XBR6 - - 500,000 $504,384 0.02
Bank of Nova Scotia FRN 07-MAR-2022, 0.89%, 03/07/22 BNS 064159JF4 - - 500,000 $504,039 0.02
Bank of Queensland Limited FRN 01-MAY-2028, 1.95%, 05/01/28 BQDAU AS2767919 - - 700,000 $490,222 0.02
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 - - 420,000 $438,605 0.02
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH QZ7273258 - - 400,000 $407,004 0.02
Bank of Montreal FRN 11-SEP-2022, 0.88%, 09/11/22 BMO 06367TG46 - - 400,000 $403,973 0.02
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 - - 350,000 $400,863 0.02
Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 1.15%, 07/11/22 BCHINA AO1976551 - - 400,000 $397,941 0.02
Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 TLSAU AP8115770 - - 350,000 $397,803 0.02
Agricultural Bank of China Ltd/Sydney|.97|09/26/2022, 0.97%, 09/26/22 AGRBK ZR6327467 - - 530,000 $373,244 0.02
QPH Finance Co. Pty Ltd. 3.75% 07-JUN-2023, 3.75%, 06/07/23 QPHFIN LW2393780 - - 500,000 $372,106 0.02
Macquarie Group Limited FRN 15-DEC-2022, 1.24%, 12/15/22 MQGAU AQ3405760 - - 500,000 $351,074 0.01
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 1.13%, 12/13/23 ETSA AQ3070770 - - 500,000 $349,565 0.01
Bank of China (UK) Ltd. FRN 07-JUN-2021, 0.98%, 06/07/21 BCHINA AS0643260 - - 310,000 $310,261 0.01
Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.22%, 07/08/21 HYNMTR 44891CAV5 - - 250,000 $250,598 0.01
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 - - 210,000 $225,717 0.01
National Australia Bank Limited FRN 17-MAY-2029, 2.25%, 05/17/29 NAB ZS5371860 - - 300,000 $217,045 0.01
National Australia Bank Ltd|2.1213|11/18/2031, 2.12%, 11/18/31 NAB ZQ5100404 - - 300,000 $210,942 0.01
Commonwealth Bank of Australia FRN 10-MAR-2022, 0.95%, 03/10/22 CBAAU 2027A1JL2 - - 200,000 $201,529 0.01
Bank of Montreal|2.05|11/01/2022, 2.05%, 11/01/22 BMO 06367WRC9 - - 185,000 $192,636 0.01
Lloyds Banking Group plc 3.9% 23-NOV-2023, 3.90%, 11/23/23 LLOYDS AS6639585 - - 250,000 $189,964 0.01
JPMorgan Chase & Co. FRN 01-MAR-2021, 1.73%, 03/01/21 JPM 46625HQK9 - - 175,000 $176,103 0.01
Munchener Hypothekenbank eG 5.0% 30-SEP-2021, 5.00%, 09/30/21 MS EK5133989 - - 200,000 $149,674 0.01
Members Equity Bank Ltd. FRN 18-JUL-2022, 1.08%, 07/18/22 MEB AZ5258803 - - 200,000 $141,284 0.01
Liberty Funding Pty LTD Liberty Series 2017-3 A1B 1.44% 10-APR-2049, 1.44%, 04/10/49 LBRTY BCC2DWUM0 - - 135,330 $95,029 0.00
Pepper Residential Securities Trust No. 18 A1A 1.49% 12-AUG-2058, 1.49%, 08/12/58 PEPAU BCC2CYKE6 - - 118,961 $83,471 0.00
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 - - 100,000 $75,370 0.00
CBOT 5 Year US Treasury Note DEC 20 FVZ0 - FUTURES_USD - -516.00 $0 0.00
CBOT 10 Year US Treasury Note DEC 20 TYZ0 - FUTURES_USD - -87.00 $0 0.00
SFE 3 Year Australian Bond Future DEC 20 YMZ0 - AU03Y 23Z - 60.00 $0 0.00
CBOT 2 Year US Treasury Note Future DEC 20 TUZ0 - FUTURES_USD - 235.00 $0 0.00
US DOLLARS, 0.00%, 04/16/20 USD - - - 187,355,929 $187,355,929 7.81
JABIL INC 0% 09/28/2020, 0.00%, 09/28/20 JBLPP 46652LJU2 - - 37,250,000 $37,248,758 1.55
ETP LEGACY LP 0% 09/28/2020, 0.00%, 09/28/20 ETP 29277EJU9 - - 35,300,000 $35,298,823 1.47
CNPC FINANCE HK LTD 0% 10/02/2020, 0.00%, 10/02/20 CNPCHK 12623KK22 - - 23,400,000 $23,398,544 0.98
ENABLE MIDSTREAM PARTNERS LP 0% 10/05/2020, 0.00%, 10/05/20 ENBLCP 29248EK58 - - 23,150,000 $23,147,325 0.96
GLENCORE FUNDING LLC 0% 09/28/2020, 0.00%, 09/28/20 GLENPP 37790AJU8 - - 23,000,000 $22,999,605 0.96
SMITHFIELD FOODS INC 0% 09/28/2020, 0.00%, 09/28/20 SFDCPP 83225LJU3 - - 15,700,000 $15,699,536 0.65
GENERAL MOTORS FINANCIAL CO INC 0% 10/01/2020, 0.00%, 10/01/20 GMFPP 37046TK11 - - 11,300,000 $11,299,209 0.47
CNPC FINANCE HK LTD 0% 09/29/2020, 0.00%, 09/29/20 CNPCHK 12623KJV0 - - 7,000,000 $6,999,828 0.29
SEGREGATED CASH SEGCASH - - $0.00 6,090,000 $6,090,000 0.25
AUSTRALIAN DOLLARS AUD - - - 2,886,237 $2,025,131 0.08
CANADIAN DOLLAR CAD - - - 913,063 $681,009 0.03
EURO EUR - - - 273,176 $317,403 0.01
NEW ZEALAND DOLLAR CASHNZD - - - 141,605 $92,553 0.00
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 - - - - 117,800,000 $82,654,486 3.44
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 - - - - -117,800,000 $-82,654,486 -3.44
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 - - - - 256,300,000 $191,161,663 7.97
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 - - - - -256,300,000 $-191,161,663 -7.97
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 - - - - 256,300,000 $191,161,663 7.97
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 - - - - -256,300,000 $-191,161,663 -7.97
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 - - - - 203,200,000 $142,575,480 5.94
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 - - - - -203,200,000 $-142,575,480 -5.94
Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 - - - - 135,500,000 $95,073,708 3.96
Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 - - - - -135,500,000 $-95,073,708 -3.96
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 - - - - 280,300,000 $196,672,771 8.20
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 - - - - -280,300,000 $-196,672,771 -8.20
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 - - - - 273,000,000 $203,617,378 8.48
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 - - - - -273,000,000 $-203,617,378 -8.48
FX Forward|AUD|11/24/2020 +AUDU - - - -6,700,000 $-4,701,838 -0.20
FX Forward|USD|11/24/2020 +AUDU - - - 4,811,944 $4,811,944 0.20
FX Forward|CAD|11/24/2020 +CAD0 - - - -16,800,000 $-12,532,971 -0.52
FX Forward|USD|11/24/2020 +CAD0 - - - 12,749,734 $12,749,734 0.53
FX Forward|EUR|11/24/2020 +EURU - - - -2,100,000 $-2,443,112 -0.10
FX Forward|USD|11/24/2020 +EURU - - - 2,494,708 $2,494,708 0.10
FX Forward|NZD|11/24/2020 +NZD0 - - - -7,400,000 $-4,836,259 -0.20
FX Forward|USD|11/24/2020 +NZD0 - - - 4,829,906 $4,829,906 0.20
FX Forward|AUD|11/24/2020 +AUD1 - - - -467,000,000 $-327,725,124 -13.66
FX Forward|USD|11/24/2020 +AUD1 - - - 335,796,350 $335,796,350 13.99
FX Forward|KRW|11/27/2020 +KRW0 - - - -4,650,000,000 $-3,971,890 -0.17
FX Forward|USD|11/27/2020 +KRW0 - - - 3,907,891 $3,907,891 0.16
FX Forward|AUD|11/24/2020 +AUDU - - - 20,000,000 $14,035,337 0.58
FX Forward|USD|11/24/2020 +AUDU - - - -14,454,300 $-14,454,300 -0.60
FX Forward|NZD|11/24/2020 +NZDU - - - -2,000,000 $-1,307,097 -0.05
FX Forward|USD|11/24/2020 +NZDU - - - 1,318,626 $1,318,626 0.05
FX Forward|AUD|11/24/2020 +AUDU - - - -1,600,000 $-1,122,827 -0.05
FX Forward|USD|11/24/2020 +AUDU - - - 1,161,915 $1,161,915 0.05
FX Forward|CAD|11/24/2020 +CADU - - - -10,000,000 $-7,460,102 -0.31
FX Forward|USD|11/24/2020 +CADU - - - 7,619,408 $7,619,408 0.32
FX Forward|AUD|11/24/2020 +AUDU - - - -1,000,000 $-701,767 -0.03
FX Forward|USD|11/24/2020 +AUDU - - - 734,496 $734,496 0.03
FX Forward|AUD|11/24/2020 +AUDU - - - -2,400,000 $-1,684,240 -0.07
FX Forward|USD|11/24/2020 +AUDU - - - 1,768,320 $1,768,320 0.07
FX Forward|AUD|11/24/2020 +AUDU - - - -2,600,000 $-1,824,594 -0.08
FX Forward|USD|11/24/2020 +AUDU - - - 1,917,978 $1,917,978 0.08
FX Forward|CAD|11/24/2020 +CADU - - - -4,520,000 $-3,371,966 -0.14
FX Forward|USD|11/24/2020 +CADU - - - 3,464,583 $3,464,583 0.14
FX Forward|AUD|11/24/2020 +AUDU - - - -22,000,000 $-15,438,871 -0.64
FX Forward|USD|11/24/2020 +AUDU - - - 16,013,118 $16,013,118 0.67
FX Forward|THB|11/27/2020 +THB4 - - - -162,000,000 $-5,127,414 -0.21
FX Forward|USD|11/27/2020 +THB4 - - - 5,113,233 $5,113,233 0.21
FX Forward|AUD|11/24/2020 +AUDU - - - -2,300,000 $-1,614,064 -0.07
FX Forward|USD|11/24/2020 +AUDU - - - 1,673,993 $1,673,993 0.07
FX Forward|AUD|11/24/2020 +AUDU - - - -1,000,000 $-701,767 -0.03
FX Forward|USD|11/24/2020 +AUDU - - - 730,617 $730,617 0.03
FX Forward|AUD|11/24/2020 +AUDU - - - -19,000,000 $-13,333,570 -0.56
FX Forward|USD|11/24/2020 +AUDU - - - 13,840,037 $13,840,037 0.58
FX Forward|AUD|11/24/2020 +AUDU - - - -6,100,000 $-4,280,778 -0.18
FX Forward|USD|11/24/2020 +AUDU - - - 4,458,032 $4,458,032 0.19
FX Forward|AUD|11/24/2020 +AUDU - - - -3,500,000 $-2,456,184 -0.10
FX Forward|USD|11/24/2020 +AUDU - - - 2,509,850 $2,509,850 0.10
FX Forward|AUD|11/24/2020 +AUD0 - - - 2,000,000 $1,403,534 0.06
FX Forward|USD|11/24/2020 +AUD0 - - - -1,412,360 $-1,412,360 -0.06
FX Forward|AUD|11/24/2020 - - - - -7,800,000 $-5,473,782 -0.23
FX Forward|USD|11/24/2020 - - - - 5,473,618 $5,473,618 0.23
Please consider the charges, risks, expenses and investment objectives carefully before investing. Please see a prospectus or, if available, a summary prospectus containing this and other information. Read it carefully before you invest or send money.
Holdings are subject to change without notice.
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here may differ from the complete schedules of investments in regulatory filings due to differing accounting and reporting requirements.
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