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 |
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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.
ETFs distributed by ALPS Distributors, Inc. ALPS is not affiliated with Janus Henderson or any of its subsidiaries.
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