Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 11/14/2019)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Notional/ Units) Market Value Weight %
Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 SYDAU 87124VAF6 - - 15,640,000 $16,214,947 1.56
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 - - 12,800,000 $13,189,373 1.27
Export-Import Bank of Korea FRN 01-JUN-2021, 2.71%, 06/01/21 EIBKOR 302154CT4 - - 12,732,000 $12,847,821 1.24
Cardinal Health, Inc. FRN 15-JUN-2022, 2.89%, 06/15/22 CAH 14149YBG2 - - 11,680,000 $11,775,695 1.13
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 - - 13,122,000 $9,531,216 0.92
Liberty Funding Pty LTD Liberty Series 2018-1 A2 2.5415% 10-OCT-2049, 2.54%, 10/10/49 LBRTY BCC2G4SM2 - - 13,630,000 $9,246,781 0.89
AAI Ltd. (Australia) FRN 18-NOV-2040, 4.27%, 11/18/40 SUNAU QJ2204874 - - 13,120,000 $9,155,997 0.88
Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 DIS 254687FK7 - - 8,900,000 $8,838,806 0.85
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 2.84%, 11/12/21 VW 928668AQ5 - - 8,600,000 $8,654,324 0.84
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 2.13%, 10/30/24 AUSGF AP6703965 - - 12,700,000 $8,651,720 0.84
Wells Fargo Bank, N.A. FRN 23-JUL-2021, 2.43%, 07/23/21 WFC 94988J5Q6 - - 8,250,000 $8,277,825 0.80
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 - - 7,957,000 $8,240,047 0.80
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 2.48%, 11/09/22 ANZ 05252ACZ2 - - 7,535,000 $7,568,085 0.74
Capital One Financial Corporation FRN 30-JAN-2023, 2.66%, 01/30/23 COF 14040HBV6 - - 7,500,000 $7,512,035 0.73
Bank of America Corporation FRN 23-JUL-2024, 2.89%, 07/23/24 BAC 06051GHK8 - - 7,400,000 $7,509,039 0.73
Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 C 17308CC46 - - 7,400,000 $7,421,894 0.72
Ally Financial Inc. 3.75% 18-NOV-2019, 3.75%, 11/18/19 ALLY 02005NAW0 - - 7,255,000 $7,388,764 0.72
National Australia Bank Ltd|2.61225|11/04/2021, 2.61%, 11/04/21 NAB 6325C0DW8 - - 7,200,000 $7,259,951 0.71
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 2.08%, 12/06/24 NETFIN AQ2180349 - - 10,600,000 $7,197,885 0.70
Simon Property Group LP 2.75% 01-JUN-2023, 2.75%, 06/01/23 SPG 828807DD6 - - 6,873,000 $7,111,799 0.69
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 - - 6,828,000 $7,030,772 0.68
Morgan Stanley FRN 24-OCT-2023, 3.34%, 10/24/23 MS 61746BEC6 - - 6,655,000 $6,815,043 0.66
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 - - 6,500,000 $6,767,899 0.66
Alibaba Group Holding Ltd. 2.5% 28-NOV-2019, 2.50%, 11/28/19 BABA 01609WAC6 - - 6,600,000 $6,676,929 0.65
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 2.58%, 05/17/21 ANZ 05252ADC2 - - 6,600,000 $6,667,979 0.65
Macquarie Group Limited FRN 27-MAR-2024, 3.45%, 03/27/24 MQGAU 55608KAM7 - - 6,502,000 $6,643,735 0.65
IBM Credit LLC FRN 30-NOV-2020, 2.59%, 11/30/20 IBM 44932HAJ2 - - 6,500,000 $6,562,952 0.64
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 2.34%, 11/01/21 AMTD 87236YAG3 - - 6,540,000 $6,558,233 0.64
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 - - 6,404,000 $6,478,265 0.63
Sherwin-Williams Company 2.25% 15-MAY-2020, 2.25%, 05/15/20 SHW 824348AT3 - - 6,369,000 $6,449,868 0.63
Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 2.85%, 06/14/21 ICBCAS AS9547462 - - 6,400,000 $6,437,424 0.63
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 - - 6,100,000 $6,301,640 0.61
Commonwealth Bank of Australia FRN 04-JUN-2024, 2.95%, 06/04/24 CBAAU 2027A0KC2 - - 6,100,000 $6,198,409 0.60
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 3.02%, 09/11/22 MIZUHO 60687YAN9 - - 6,015,000 $6,093,977 0.59
Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 - - 5,800,000 $6,029,061 0.59
Liberty Financial Pty Ltd. 5.1% 01-JUN-2020, 5.10%, 06/01/20 LBRFI AL3191221 - - 8,390,000 $5,889,111 0.57
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 2.83%, 07/19/23 SUMIBK 86562MBA7 - - 5,840,000 $5,881,328 0.57
Citigroup Inc. FRN 08-DEC-2021, 3.17%, 12/08/21 C 172967LB5 - - 5,750,000 $5,866,344 0.57
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 7,960,000 $5,862,375 0.57
Comcast Corporation FRN 01-OCT-2021, 2.54%, 10/01/21 CMCSA 20030NCW9 - - 5,777,000 $5,824,706 0.57
Nordea Bank AB FRN 30-AUG-2023, 3.06%, 08/30/23 NDASS 65557CAZ6 - - 5,700,000 $5,721,797 0.56
Bank of America Corporation FRN 25-JUN-2022, 2.76%, 06/25/22 BAC 06051GHJ1 - - 5,600,000 $5,651,850 0.55
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 2.58%, 07/12/24 ADLAIR AO1975298 - - 8,200,000 $5,625,899 0.55
National Australia Bank Limited FRN 20-SEP-2021, 2.74%, 09/20/21 NAB 6325C0DV0 - - 5,500,000 $5,556,352 0.54
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 - - 5,000,000 $5,251,025 0.51
Bank of Queensland Limited FRN 26-OCT-2020, 2.06%, 10/26/20 BQDAU QZ8102027 - - 7,510,000 $5,120,384 0.50
Horse Gallop Finance Ltd. FRN 28-JUN-2021, 3.28%, 06/28/21 ICBCIH AT1180963 - - 5,050,000 $5,084,484 0.49
JPMorgan Chase & Co. FRN 18-JUN-2022, 2.76%, 06/18/22 JPM 46647PAT3 - - 5,000,000 $5,044,184 0.49
Citibank, National Association FRN 19-FEB-2022, 2.65%, 02/19/22 C 17325FAU2 - - 5,000,000 $5,043,592 0.49
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 - - 4,920,000 $5,031,762 0.49
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 - - 4,948,000 $4,972,120 0.48
Bank of Nova Scotia FRN 19-SEP-2022, 2.78%, 09/19/22 BNS 064159KE5 - - 4,900,000 $4,957,941 0.48
Toronto-Dominion Bank FRN 19-JUL-2023, 2.61%, 07/19/23 TD 89114QC55 - - 4,900,000 $4,945,412 0.48
Bank of America Corporation FRN 21-OCT-2022, 3.15%, 10/21/22 BAC 06051GFY0 - - 4,800,000 $4,879,447 0.47
Barclays Plc FRN 15-FEB-2023, 3.59%, 02/15/23 BACR 06738EBF1 - - 4,700,000 $4,780,352 0.46
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 - - 4,746,000 $4,736,191 0.46
Verizon Communications Inc. FRN 16-MAR-2022, 3.12%, 03/16/22 VZ 92343VDX9 - - 4,600,000 $4,697,414 0.46
ASB Bank Ltd. FRN 14-JUN-2023, 3.09%, 06/14/23 ASBBNK 00216LAB9 - - 4,610,000 $4,678,032 0.45
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 - - 4,600,000 $4,663,262 0.45
Bank of China Ltd. (Sydney) FRN 02-MAR-2020, 1.96%, 03/02/20 BCHINA AM5813804 - - 6,800,000 $4,631,673 0.45
Molson Coors Brewing Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 - - 4,600,000 $4,631,163 0.45
Lloyds Banking Group Plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 - - 4,300,000 $4,560,332 0.44
National Australia Bank Limited FRN 26-MAR-2025, 3.03%, 03/26/25 NAB EK8164775 - - 6,667,000 $4,551,194 0.44
Incitec Pivot Finance LLC 6.0% 10-DEC-2019, 6.00%, 12/10/19 IPLAU 45326TAA6 - - 4,410,000 $4,532,314 0.44
Verizon Communications Inc. FRN 17-FEB-2023, 2.19%, 02/17/23 VZ AO6240110 - - 6,570,000 $4,498,806 0.44
Pepper Residential Securities Trust No. 22|2.84638|06/20/2060, 2.85%, 06/20/60 PEPAU 71338AAA9 - - 4,367,415 $4,377,540 0.43
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 - - 4,200,000 $4,273,533 0.42
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 - - 4,012,000 $4,256,508 0.41
Morgan Stanley FRN 21-APR-2021, 3.37%, 04/21/21 MS 61746BEB8 - - 4,110,000 $4,186,246 0.41
Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 WMT 931142EL3 - - 4,000,000 $4,176,408 0.41
Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 2.07%, 08/18/20 BENAU UV4812417 - - 6,100,000 $4,171,584 0.41
Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 MARS 571676AA3 - - 4,030,000 $4,150,778 0.40
QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 QPHFIN EJ7646361 - - 5,850,000 $4,148,294 0.40
GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 - - 5,600,000 $4,133,365 0.40
Morgan Stanley FRN 10-JUN-2022, 2.40%, 06/10/22 MS 6174468H5 - - 4,100,000 $4,131,506 0.40
American Honda Finance Corp. FRN 16-JUN-2020, 2.38%, 06/16/20 HNDA 02665WCG4 - - 4,100,000 $4,121,052 0.40
Goldman Sachs Bank USA 3.2% 05-JUN-2020, 3.20%, 06/05/20 GS 38148PP84 - - 4,000,000 $4,085,610 0.40
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 - - 4,000,000 $4,084,201 0.40
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 - - 4,000,000 $4,051,422 0.39
Daimler Finance North America LLC FRN 22-FEB-2021, 2.60%, 02/22/21 DAIGR 233851DC5 - - 4,018,000 $4,043,526 0.39
Westpac Banking Corporation FRN 26-FEB-2024, 2.90%, 02/26/24 WSTP 961214EB5 - - 3,950,000 $4,008,849 0.39
JPMorgan Chase Bank, NA (New York Branch) FRN 26-APR-2021, 2.28%, 04/26/21 JPM 48125LRP9 - - 4,000,000 $4,007,128 0.39
JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 JPM 46647PBB1 - - 3,900,000 $4,003,623 0.39
American Express Company FRN 17-MAY-2021, 2.65%, 05/17/21 AXP 025816BV0 - - 3,945,000 $3,985,018 0.39
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 - - 3,900,000 $3,938,930 0.38
Home Depot, Inc. FRN 01-MAR-2022, 2.45%, 03/01/22 HD 437076BU5 - - 3,900,000 $3,931,030 0.38
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 - - 5,500,000 $3,926,920 0.38
Toyota Motor Credit Corporation FRN 08-JAN-2021, 2.57%, 01/08/21 TOYOTA 89236TFR1 - - 3,900,000 $3,926,654 0.38
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 - - 5,000,000 $3,909,534 0.38
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 - - 5,280,000 $3,856,018 0.37
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 - - 3,580,000 $3,815,727 0.37
Hyundai Capital America, Inc. FRN 12-MAR-2021, 2.95%, 03/12/21 HYNMTR 44891AAT4 - - 3,758,000 $3,785,086 0.37
Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 2.14%, 03/17/21 SHNHAN AM7966022 - - 5,530,000 $3,770,853 0.37
Microchip Technology Incorporated 3.922% 01-JUN-2021, 3.92%, 06/01/21 MCHP 595017AN4 - - 3,555,000 $3,697,690 0.36
Hyundai Capital America, Inc. FRN 08-JUL-2021, 2.97%, 07/08/21 HYNMTR 44891AAV9 - - 3,680,000 $3,696,926 0.36
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 - - 3,455,000 $3,658,509 0.36
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 2.45%, 12/07/20 CAT 14913Q2R9 - - 3,600,000 $3,622,155 0.35
Westpac Banking Corporation FRN 11-JAN-2023, 2.55%, 01/11/23 WSTP 961214DT7 - - 3,600,000 $3,619,587 0.35
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 - - 3,350,000 $3,618,250 0.35
Simon Property Group LP 2.75% 01-FEB-2023, 2.75%, 02/01/23 SPG 828807CN5 - - 3,500,000 $3,602,822 0.35
Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 AAPL 037833DM9 - - 3,600,000 $3,593,391 0.35
CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 CVS 126650DE7 - - 3,530,000 $3,582,127 0.35
Glencore Funding LLC 4.125% 12-MAR-2024, 4.12%, 03/12/24 GLENLN 378272AT5 - - 3,380,000 $3,568,016 0.35
Toronto-Dominion Bank 2.5% 14-DEC-2020, 2.50%, 12/14/20 TD 89114QBC1 - - 3,500,000 $3,557,084 0.35
American Honda Finance Corp. FRN 08-JAN-2021, 2.50%, 01/08/21 HNDA 02665WCR0 - - 3,520,000 $3,541,544 0.34
Wells Fargo Bank, N.A. FRN 22-OCT-2021, 2.46%, 10/22/21 WFC 94988J5U7 - - 3,500,000 $3,520,871 0.34
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 2.79%, 09/21/21 NSANY 654740BN8 - - 3,500,000 $3,519,212 0.34
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 - - 3,380,000 $3,500,642 0.34
Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 IADB AO7138362 - - 253,400,000 $3,497,937 0.34
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 3.90%, 02/25/21 GS 38143U8G9 - - 3,380,000 $3,472,960 0.34
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 - - 3,300,000 $3,454,867 0.34
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 2.71%, 10/31/22 GS 38148YAB4 - - 3,400,000 $3,424,170 0.33
Walmart Inc. FRN 23-JUN-2021, 2.39%, 06/23/21 WMT 931142EH2 - - 3,400,000 $3,421,468 0.33
General Motors Financial Co., Inc. FRN 09-APR-2021, 2.86%, 04/09/21 GM 37045XCH7 - - 3,393,000 $3,405,822 0.33
Bank of America Corporation FRN 20-JAN-2023, 3.13%, 01/20/23 BAC 06051GGH6 - - 3,350,000 $3,402,838 0.33
CBS Corporation 2.9% 01-JUN-2023, 2.90%, 06/01/23 CBS 124857AY9 - - 3,288,000 $3,387,124 0.33
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 - - 3,300,000 $3,347,449 0.33
Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 BMO 06367WJM6 - - 3,270,000 $3,347,183 0.33
Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.91%, 01/19/22 BENAU AU8747019 - - 4,900,000 $3,340,609 0.32
JPMorgan Chase Bank, NA (New York Branch) FRN 19-FEB-2021, 2.49%, 02/19/21 JPM 48125LRS3 - - 3,300,000 $3,321,667 0.32
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 - - 5,015,000 $3,309,410 0.32
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 - - 3,252,000 $3,294,852 0.32
General Motors Financial Co., Inc. FRN 05-JAN-2023, 3.03%, 01/05/23 GM 37045XCE4 - - 3,300,000 $3,283,605 0.32
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 - - 3,219,000 $3,261,417 0.32
IBM Credit LLC FRN 20-JAN-2021, 2.23%, 01/20/21 IBM 44932HAE3 - - 3,200,000 $3,209,694 0.31
National Australia Bank Limited FRN 21-SEP-2026, 3.31%, 09/21/26 NAB QZ4979063 - - 4,555,000 $3,173,055 0.31
Toronto-Dominion Bank|1.9|12/01/2022, 1.90%, 12/01/22 TD 89114QCD8 - - 3,170,000 $3,162,764 0.31
DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 DBSSP 24023KAE8 - - 3,100,000 $3,154,049 0.31
Bank of Montreal FRN 13-JUL-2020, 2.34%, 07/13/20 BMO 06367T7J3 - - 3,100,000 $3,111,901 0.30
Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 SINOPE 82939GAF5 - - 3,100,000 $3,109,537 0.30
CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 CKHH 12564CAA4 - - 3,000,000 $3,078,562 0.30
Commonwealth Bank of Australia FRN 16-MAR-2023, 2.82%, 03/16/23 CBAAU 2027A0JY6 - - 3,000,000 $3,036,292 0.29
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 2.97%, 09/26/23 RABOBK 74977RDD3 - - 3,000,000 $3,023,143 0.29
Constellation Brands, Inc. FRN 15-NOV-2021, 2.86%, 11/15/21 STZ 21036PBA5 - - 3,000,000 $3,022,025 0.29
Royal Bank of Canada FRN 05-OCT-2023, 2.70%, 10/05/23 RY 78013XW61 - - 3,000,000 $3,019,483 0.29
General Motors Company FRN 10-SEP-2021, 3.03%, 09/10/21 GM 37045VAR1 - - 3,000,000 $3,017,567 0.29
United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 UOBSP 91127KAC6 - - 2,900,000 $3,008,845 0.29
Toyota Motor Credit Corporation FRN 10-JAN-2020, 2.11%, 01/10/20 TOYOTA 89236TEK7 - - 3,000,000 $3,007,378 0.29
American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 AXP 025816CD9 - - 2,900,000 $2,987,959 0.29
Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 ORCL 68389XBB0 - - 2,900,000 $2,976,379 0.29
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 - - 2,841,000 $2,974,921 0.29
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 - - 4,050,000 $2,971,435 0.29
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 - - 3,980,000 $2,952,696 0.29
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 - - 2,730,000 $2,951,892 0.29
Lloyds Banking Group Plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 - - 2,900,000 $2,940,785 0.29
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 - - 2,800,000 $2,932,243 0.28
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 - - 2,700,000 $2,918,293 0.28
Daimler Finance North America LLC FRN 22-FEB-2022, 3.03%, 02/22/22 DAIGR 233851DQ4 - - 2,850,000 $2,889,587 0.28
Mizuho Financial Group, Inc. FRN 28-FEB-2022, 3.08%, 02/28/22 MIZUHO 60687YAJ8 - - 2,844,000 $2,886,102 0.28
Morgan Stanley FRN 20-JAN-2022, 3.15%, 01/20/22 MS 61746BEE2 - - 2,850,000 $2,884,445 0.28
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 - - 3,980,000 $2,856,222 0.28
eBay Inc. FRN 30-JAN-2023, 2.81%, 01/30/23 EBAY 278642AT0 - - 2,820,000 $2,844,920 0.28
Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 HYNMTR 44891ABA4 - - 2,700,000 $2,760,274 0.27
Westpac Banking Corporation FRN 27-AUG-2029, 2.96%, 08/27/29 WSTP ZR2259201 - - 3,900,000 $2,686,351 0.26
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608JAE8 - - 2,500,000 $2,666,608 0.26
JPMorgan Chase & Co. FRN 23-APR-2024, 2.66%, 04/23/24 JPM 46647PAQ9 - - 2,649,000 $2,663,502 0.26
RESIMAC Premier Series 2018-1|2.559|11/10/2049, 2.56%, 11/10/49 RESI 76119HAA8 - - 2,662,724 $2,658,087 0.26
RedZed Trust Series 2018-1|3.29|03/09/2050, 3.29%, 03/09/50 REDZE BCC2HM3M8 - - 3,800,000 $2,624,078 0.25
Wells Fargo & Company FRN 27-APR-2022, 1.98%, 04/27/22 WFC 949746SR3 - - 3,800,000 $2,592,712 0.25
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 - - 3,650,000 $2,561,425 0.25
Heritage Bank Ltd. FRN 12-AUG-2022, 1.75%, 08/12/22 HBSAU AZ8502462 - - 3,720,000 $2,517,830 0.24
Walt Disney Company FRN 04-MAR-2022, 2.52%, 03/04/22 DIS 25468PDS2 - - 2,490,000 $2,514,425 0.24
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 2.41%, 04/23/21 UOBSP 91127KAB8 - - 2,500,000 $2,509,172 0.24
Vulcan Materials Company FRN 01-MAR-2021, 3.17%, 03/01/21 VMC 929160AX7 - - 2,425,000 $2,448,964 0.24
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 - - 2,370,000 $2,446,972 0.24
Commonwealth Bank of Australia FRN 06-SEP-2021, 2.94%, 09/06/21 CBAAU 2027A1HX8 - - 2,400,000 $2,439,733 0.24
American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 AXP 025816CG2 - - 2,400,000 $2,439,280 0.24
Daimler Finance North America LLC FRN 15-FEB-2022, 3.06%, 02/15/22 DAIGR 233851DV3 - - 2,400,000 $2,434,676 0.24
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 2.87738% 11-SEP-2048, 2.71%, 09/11/48 RESI 76118RAA7 - - 2,433,035 $2,433,068 0.24
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 - - 2,400,000 $2,424,486 0.24
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 2.70%, 06/06/22 CAT 14913QAB5 - - 2,400,000 $2,423,646 0.24
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 - - 3,100,000 $2,367,493 0.23
American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 HNDA 02665WCY5 - - 2,300,000 $2,333,032 0.23
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 2.84%, 01/10/22 RABOBK 21688AAK8 - - 2,300,000 $2,329,023 0.23
La Trobe Financial Capital Markets Trust 2017-2 A3 2.8% 12-JAN-2049, 2.78%, 01/12/49 LTFC BCC2EE8Q5 - - 3,412,365 $2,322,110 0.23
Bank of Montreal FRN 15-JUN-2020, 2.56%, 06/15/20 BMO 06367TYM6 - - 2,300,000 $2,314,518 0.22
Canadian Imperial Bank of Commerce|2.21725|02/02/2021, 2.22%, 02/02/21 CM 136069XZ9 - - 2,290,000 $2,295,019 0.22
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 2.37%, 04/26/21 RABOBK 21688AAP7 - - 2,250,000 $2,259,897 0.22
Capital One, National Association FRN 30-JAN-2023, 3.09%, 01/30/23 COF 14042RFJ5 - - 2,225,000 $2,247,713 0.22
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608KAD7 - - 2,091,000 $2,230,351 0.22
JPMorgan Chase & Co. FRN 09-DEC-2019, 2.11%, 12/09/19 JPM EK6334107 - - 3,210,000 $2,183,987 0.21
American Express Company FRN 01-AUG-2022, 2.52%, 08/01/22 AXP 025816BN8 - - 2,150,000 $2,164,112 0.21
Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 2.79%, 09/13/23 CM 13607RAE0 - - 2,140,000 $2,158,196 0.21
Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 CAT 14913Q3B3 - - 2,150,000 $2,151,743 0.21
CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 CNOOC EJ8590758 - - 2,000,000 $2,149,904 0.21
Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 TLSAU EI2917587 - - 2,950,000 $2,134,194 0.21
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 3.11%, 10/19/21 SUMIBK 86562MAJ9 - - 2,070,000 $2,102,870 0.20
Westpac Banking Corporation FRN 10-MAR-2026, 4.11%, 03/10/26 WSTP JK2350201 - - 3,000,000 $2,099,920 0.20
Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 SINOPE 82939GAK4 - - 2,100,000 $2,094,387 0.20
Broadcom Corporation 3.0% 15-JAN-2022, 3.00%, 01/15/22 AVGO 11134LAD1 - - 2,035,000 $2,080,453 0.20
JPMorgan Chase & Co. FRN 25-APR-2023, 2.84%, 04/25/23 JPM 46647PAD8 - - 2,050,000 $2,069,874 0.20
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 - - 2,050,000 $2,059,902 0.20
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 - - 2,000,000 $2,056,294 0.20
Goldman Sachs Group, Inc. FRN 23-APR-2021, 3.30%, 04/23/21 GS 38141GVW1 - - 2,000,000 $2,032,573 0.20
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.90%, 02/07/23 UELAU AQ8840888 - - 3,000,000 $2,030,696 0.20
CNOOC Finance 2013 Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 CNOOC 12625GAC8 - - 2,000,000 $2,027,754 0.20
Lloyds Banking Group Plc FRN 20-MAR-2023, 2.22%, 03/20/23 LLOYDS AP1140486 - - 3,000,000 $2,024,969 0.20
Bank of Nova Scotia FRN 20-APR-2021, 2.41%, 04/20/21 BNS 064159LH7 - - 2,000,000 $2,013,166 0.20
Bank of Montreal FRN 13-APR-2021, 2.46%, 04/13/21 BMO 06367T4X5 - - 2,000,000 $2,012,653 0.20
Toyota Motor Credit Corporation FRN 13-APR-2021, 2.28%, 04/13/21 TOYOTA 89236TEV3 - - 2,000,000 $2,006,804 0.19
Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 COF 14042RNW7 - - 2,000,000 $2,005,687 0.19
Daimler Finance North America LLC FRN 04-MAY-2021, 2.45%, 05/04/21 DAIGR 233851DK7 - - 2,000,000 $2,002,934 0.19
eBay Inc. 2.15% 05-JUN-2020, 2.15%, 06/05/20 EBAY 278642AR4 - - 1,946,000 $1,966,261 0.19
Citigroup Inc. FRN 04-MAY-2021, 2.48%, 05/04/21 C 172967KP5 - - 2,770,000 $1,900,418 0.18
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 - - 2,400,000 $1,862,378 0.18
Molson Coors Brewing Company 2.25% 15-MAR-2020, 2.25%, 03/15/20 TAP 60871RAP5 - - 1,827,000 $1,834,043 0.18
FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 2.2054% 08-MAR-2049, 2.19%, 03/08/49 FMACB BCC2FPSX2 - - 2,700,000 $1,823,568 0.18
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 DBSSP QZ3079600 - - 1,800,000 $1,812,240 0.18
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 - - 1,800,000 $1,810,207 0.18
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 - - 1,736,000 $1,809,420 0.18
Volkswagen Group of America Finance LLC|2.67463|11/13/2020, 2.67%, 11/13/20 VW AV5564670 - - 1,800,000 $1,807,280 0.18
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 2.49%, 01/10/23 RABOBK 21688AAM4 - - 1,800,000 $1,798,897 0.17
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 2.94%, 07/28/21 ANZNZ 00182EBB4 - - 1,725,000 $1,746,854 0.17
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 2.67%, 05/15/23 CAT 14913Q2M0 - - 1,720,000 $1,734,801 0.17
Goldman Sachs Group, Inc. FRN 26-AUG-2020, 2.18%, 08/26/20 GS EK9246688 - - 2,500,000 $1,708,585 0.17
QIC Finance Shopping Center Fund Pty Ltd|2.215|08/15/2025, 2.21%, 08/15/25 QIC ZR0093453 - - 2,500,000 $1,707,984 0.17
National Australia Bank Limited FRN 12-JAN-2021, 2.35%, 01/12/21 NAB 6325C1CU1 - - 1,700,000 $1,705,706 0.17
Pepper Residential Securities Trust No. 24|2.7775|11/18/2060, 2.78%, 11/18/60 PEPAU 71338CAA5 - - 1,657,400 $1,660,517 0.16
NBCUniversal Enterprise, Inc. FRN 01-APR-2021, 2.50%, 04/01/21 CMCSA 63946CAG3 - - 1,630,000 $1,640,428 0.16
DBS Group Holdings Ltd FRN 08-JUN-2020, 2.59%, 06/08/20 DBSSP 24023KAD0 - - 1,600,000 $1,608,967 0.16
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 - - 2,200,000 $1,604,929 0.16
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 1.36%, 07/01/26 ENVAU ED8440239 - - 2,500,000 $1,602,078 0.16
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 - - 2,200,000 $1,595,933 0.16
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 - - 2,200,000 $1,589,434 0.15
Commonwealth Bank of Australia FRN 18-JAN-2021, 2.04%, 01/18/21 CBAAU JV6123923 - - 2,300,000 $1,573,648 0.15
Bank of Nova Scotia FRN 08-JAN-2021, 2.32%, 01/08/21 BNS 064159KU9 - - 1,560,000 $1,566,572 0.15
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 - - 2,170,000 $1,565,263 0.15
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 - - 1,500,000 $1,548,717 0.15
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 3.18%, 06/05/23 GS 38141GWK6 - - 1,510,000 $1,535,900 0.15
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 - - 1,475,000 $1,527,349 0.15
Deutsche Telekom International Finance BV FRN 17-JAN-2020, 2.58%, 01/17/20 DT 25156PAX1 - - 1,450,000 $1,454,118 0.14
Bank of America Corporation FRN 05-AUG-2021, 2.48%, 08/05/21 BAC QZ0182266 - - 2,100,000 $1,442,670 0.14
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 2.01%, 03/07/22 ANZ AM6596564 - - 2,000,000 $1,373,582 0.13
Commonwealth Bank of Australia|2.94238|09/06/2021, 2.94%, 09/06/21 CBAAU 2027A0HX0 - - 1,350,000 $1,372,350 0.13
Westpac Banking Corporation FRN 07-FEB-2022, 2.04%, 02/07/22 WSTP AM2183276 - - 2,000,000 $1,372,007 0.13
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 - - 1,900,000 $1,370,144 0.13
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.99%, 08/29/22 ETSA AO8114958 - - 2,000,000 $1,363,966 0.13
National Australia Bank Limited FRN 10-FEB-2023, 1.73%, 02/10/23 NAB AP8367280 - - 2,000,000 $1,360,639 0.13
Nissan Motor Acceptance Corp. 2.25% 13-JAN-2020, 2.25%, 01/13/20 NSANY 654740AT6 - - 1,340,000 $1,350,258 0.13
Toronto-Dominion Bank 3.25% 11-MAR-2024, 3.25%, 03/11/24 TD 89114QCB2 - - 1,270,000 $1,334,179 0.13
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 - - 1,300,000 $1,316,844 0.13
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 - - 1,296,000 $1,312,582 0.13
Becton, Dickinson and Company 2.97938% 29-DEC-2020, 2.98%, 12/29/20 BDX 075887CF4 - - 1,275,000 $1,280,560 0.12
Wells Fargo & Company FRN 07-DEC-2020, 3.11%, 12/07/20 WFC 94974BGS3 - - 1,246,000 $1,264,332 0.12
Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 RY 78013X6D5 - - 1,200,000 $1,226,523 0.12
Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 SUMIBK 86562MBM1 - - 1,200,000 $1,223,608 0.12
Commonwealth Bank of Australia FRN 18-SEP-2022, 2.83%, 09/18/22 CBAAU 2027A0JS9 - - 1,200,000 $1,214,840 0.12
CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 CKHH 12563XAB7 - - 1,200,000 $1,211,149 0.12
JPMorgan Chase & Co. FRN 01-JUN-2021, 2.82%, 06/01/21 JPM 46647PAG1 - - 1,200,000 $1,209,954 0.12
Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAP5 - - 1,200,000 $1,208,907 0.12
Citizens Bank, National Association FRN 02-MAR-2020, 2.68%, 03/02/20 CFG 17401QAH4 - - 1,200,000 $1,207,754 0.12
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 - - 1,780,000 $1,196,830 0.12
Macquarie Bank Ltd. FRN 29-JUL-2020, 3.05%, 07/29/20 MQGAU 55608PAR5 - - 1,175,000 $1,184,440 0.12
Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 HYNMTR 44891AAR8 - - 1,088,000 $1,112,408 0.11
Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 DIS 25468PDE3 - - 1,100,000 $1,107,005 0.11
International Business Machines Corporation 1.9% 27-JAN-2020, 1.90%, 01/27/20 IBM 459200JN2 - - 1,100,000 $1,106,285 0.11
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 - - 1,100,000 $1,103,192 0.11
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 - - 1,100,000 $1,100,618 0.11
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 - - 1,100,000 $1,091,652 0.11
Wells Fargo & Company FRN 11-FEB-2022, 2.83%, 02/11/22 WFC 949746SP7 - - 1,083,000 $1,090,683 0.11
Lloyds Banking Group Plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 - - 1,500,000 $1,065,347 0.10
Wells Fargo & Company FRN 24-JAN-2023, 3.05%, 01/24/23 WFC 949746SL6 - - 1,050,000 $1,064,156 0.10
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 - - 1,000,000 $1,053,296 0.10
ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 ANZNZ 00182EBK4 - - 1,000,000 $1,050,370 0.10
Commonwealth Bank of Australia FRN 03-JUN-2026, 3.61%, 06/03/26 CBAAU LW2645668 - - 1,500,000 $1,047,928 0.10
Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 KOSEPW EJ8271813 - - 1,470,000 $1,037,896 0.10
Credit Union Australia Ltd. FRN 20-MAR-2020, 2.22%, 03/20/20 CRUNAU AM5820270 - - 1,520,000 $1,036,252 0.10
Sysco Corporation 2.6% 01-OCT-2020, 2.60%, 10/01/20 SYY 871829AX5 - - 1,025,000 $1,033,946 0.10
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.93%, 01/25/23 BENAU AQ7821640 - - 1,500,000 $1,022,184 0.10
Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 RABOBK 74977RDF8 - - 1,000,000 $1,019,466 0.10
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 - - 1,400,000 $1,009,596 0.10
Toyota Motor Finance Netherlands BV FRN 12-DEC-2019, 2.38%, 12/12/19 TOYOTA AQ3084649 - - 1,000,000 $1,004,614 0.10
Caterpillar Financial Services Corporation FRN 15-MAR-2021, 2.35%, 03/15/21 CAT 14913Q2H1 - - 1,000,000 $1,004,351 0.10
Nordea Bank AB 2.125% 29-MAY-2020, 2.12%, 05/29/20 NDASS 65557CAX1 - - 910,000 $920,206 0.09
Wells Fargo & Company FRN 04-MAR-2021, 3.47%, 03/04/21 WFC 949746RT0 - - 900,000 $918,818 0.09
Bank of Queensland Limited FRN 16-NOV-2021, 1.98%, 11/16/21 BQDAU AP9329420 - - 1,340,000 $916,193 0.09
Citizens Bank, National Association FRN 26-MAY-2022, 2.94%, 05/26/22 CFG 17401QAM3 - - 900,000 $911,267 0.09
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 2.35%, 04/20/21 BENAU JK7580364 - - 1,320,000 $905,608 0.09
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 2.74%, 10/18/22 SUMIBK 86562MAT7 - - 880,000 $885,626 0.09
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 - - 1,200,000 $883,094 0.09
Becton, Dickinson and Company FRN 06-JUN-2022, 3.14%, 06/06/22 BDX 075887BU2 - - 860,000 $870,169 0.08
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 - - 860,000 $861,863 0.08
Commonwealth Bank of Australia FRN 10-MAR-2022, 2.83%, 03/10/22 CBAAU 2027A0JL4 - - 850,000 $861,395 0.08
American Honda Finance Corp. FRN 14-FEB-2020, 2.25%, 02/14/20 HNDA 02665WBN0 - - 850,000 $856,109 0.08
Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 WSTP 961214EH2 - - 850,000 $853,693 0.08
Toyota Motor Corp. 3.183% 20-JUL-2021, 3.18%, 07/20/21 TOYOTA 892331AB5 - - 800,000 $826,031 0.08
AusNet Services Holdings Pty Ltd. 5.25% 14-FEB-2020, 5.25%, 02/14/20 ANVAU EJ5424159 - - 1,180,000 $817,467 0.08
Members Equity Bank Ltd. FRN 09-NOV-2020, 2.18%, 11/09/20 MEB AP8050290 - - 1,200,000 $816,845 0.08
Wells Fargo & Company 2.5% 04-MAR-2021, 2.50%, 03/04/21 WFC 949746RS2 - - 800,000 $809,155 0.08
DBS Group Holdings Ltd FRN 08-JUN-2020, 2.59%, 06/08/20 DBSSP 24023LAD8 - - 800,000 $804,483 0.08
DBS Group Holdings Ltd FRN 16-MAR-2028, 2.62%, 03/16/28 DBSSP AR6199681 - - 1,130,000 $770,594 0.07
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 - - 1,080,000 $768,070 0.07
Citigroup Inc. FRN 25-APR-2022, 2.90%, 04/25/22 C 172967LH2 - - 750,000 $760,889 0.07
Westpac Banking Corporation FRN 28-JUN-2022, 2.81%, 06/28/22 WSTP 961214DR1 - - 750,000 $759,130 0.07
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 2.58%, 05/17/21 ANZ 05252BDC0 - - 750,000 $757,725 0.07
Industrial & Commercial Bank of China Ltd. (Sydney Branch) FRN 15-MAY-2020, 1.93%, 05/15/20 ICBCAS AN4997549 - - 1,100,000 $750,339 0.07
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 - - 1,000,000 $749,769 0.07
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 - - 700,000 $708,313 0.07
Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 2.39%, 07/13/20 NSANY 654740AY5 - - 700,000 $701,979 0.07
Sysco Corporation 2.6% 12-JUN-2022, 2.60%, 06/12/22 SYY 871829AQ0 - - 663,000 $681,383 0.07
DBS Bank Ltd. FRN 04-SEP-2020, 1.49%, 09/04/20 DBSSP AO8645795 - - 1,000,000 $680,415 0.07
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 - - 616,000 $666,068 0.06
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 - - 600,000 $631,977 0.06
Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 WESAIR EJ7588209 - - 883,000 $627,951 0.06
Royal Bank of Canada FRN 01-FEB-2022, 2.64%, 02/01/22 RY 78012KZD2 - - 620,000 $626,742 0.06
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 - - 800,000 $622,224 0.06
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 - - 600,000 $614,014 0.06
Bank of America Corporation FRN 05-MAR-2020, 2.15%, 03/05/20 BAC EK4603826 - - 900,000 $613,371 0.06
Citizens Bank, National Association FRN 26-MAY-2020, 2.70%, 05/26/20 CFG 17401QAK7 - - 600,000 $604,990 0.06
Toyota Motor Credit Corporation 2.15% 12-MAR-2020, 2.15%, 03/12/20 TOYOTA 89236TCF0 - - 600,000 $602,750 0.06
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 - - 525,000 $549,235 0.05
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 2.12%, 04/20/22 BCHINA AN2054434 - - 800,000 $546,983 0.05
JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 JPM 46625HJE1 - - 520,000 $539,331 0.05
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 - - 780,000 $538,431 0.05
Westpac Banking Corporation FRN 11-JAN-2022, 2.83%, 01/11/22 WSTP 961214DH3 - - 510,000 $517,102 0.05
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 - - 500,000 $510,654 0.05
Bank of Nova Scotia FRN 07-MAR-2022, 2.74%, 03/07/22 BNS 064159JF4 - - 500,000 $506,246 0.05
Cardinal Health, Inc. 2.4% 15-NOV-2019, 2.40%, 11/15/19 CAH 14149YAZ1 - - 500,000 $506,000 0.05
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 - - 700,000 $504,055 0.05
Toyota Motor Credit Corporation 2.8% 13-JUL-2022, 2.80%, 07/13/22 TOYOTA 89236TCQ6 - - 485,000 $499,834 0.05
Golden Credit Card Trust|1.98|04/15/2022, 1.98%, 04/15/22 GCCT 380881DX7 - - 484,000 $484,759 0.05
Upgrade Receivables Trust 2018-1 A 3.76% 15-NOV-2024, 3.76%, 11/15/24 UPGR 91532UAA7 - - 463,330 $466,273 0.05
General Motors Financial Co., Inc. FRN 14-JAN-2022, 3.54%, 01/14/22 GM 37045XBR6 - - 460,000 $465,753 0.05
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 - - 420,000 $430,660 0.04
Macquarie Bank Ltd. FRN 03-MAR-2020, 2.06%, 03/03/20 MQGAU EK7743736 - - 600,000 $408,906 0.04
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 - - 400,000 $405,481 0.04
Bank of Montreal FRN 11-SEP-2022, 2.77%, 09/11/22 BMO 06367TG46 - - 400,000 $404,839 0.04
Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 2.86%, 07/11/22 BCHINA AO1976551 - - 400,000 $403,277 0.04
Credit Union Australia Ltd|2.2071|03/04/2022, 2.21%, 03/04/22 CRUNAU AX3062624 - - 580,000 $397,635 0.04
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH QZ7273258 - - 400,000 $396,964 0.04
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 - - 350,000 $377,746 0.04
Goldman Sachs Group, Inc. FRN 08-SEP-2021, 2.38%, 09/08/21 GS EK4654001 - - 540,000 $370,709 0.04
Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 TLSAU AP8115770 - - 350,000 $367,825 0.04
Toronto-Dominion Bank 1.85% 11-SEP-2020, 1.85%, 09/11/20 TD 89114QBT4 - - 360,000 $361,345 0.04
International Business Machines Corporation FRN 27-JAN-2020, 2.17%, 01/27/20 IBM 459200JP7 - - 350,000 $350,591 0.03
Wesfarmers Limited 4.75% 12-MAR-2020, 4.75%, 03/12/20 WESAU EJ5679471 - - 500,000 $345,151 0.03
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 2.07%, 12/13/23 ETSA AQ3070770 - - 500,000 $339,563 0.03
General Motors Company FRN 07-AUG-2020, 2.69%, 08/07/20 GM 37045VAM2 - - 314,000 $314,677 0.03
International Business Machines Corporation 2.25% 19-FEB-2021, 2.25%, 02/19/21 IBM 459200JF9 - - 300,000 $302,979 0.03
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 - - 350,000 $255,526 0.02
ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 3.02%, 11/23/21 ANZ 05252ACR0 - - 250,000 $254,979 0.02
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 - - 300,000 $218,016 0.02
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 - - 210,000 $216,250 0.02
Commonwealth Bank of Australia FRN 10-MAR-2022, 2.83%, 03/10/22 CBAAU 2027A1JL2 - - 200,000 $202,681 0.02
Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 NDASS 65557CAR4 - - 200,000 $201,781 0.02
Agricultural Bank of China Ltd/Sydney|1.82|09/26/2022, 1.82%, 09/26/22 AGRBK ZR6327467 - - 280,000 $189,953 0.02
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 - - 260,000 $184,055 0.02
Bendigo and Adelaide Bank Limited FRN 21-FEB-2020, 2.08%, 02/21/20 BENAU AL2398009 - - 250,000 $170,478 0.02
Bendigo & Adelaide Bank Ltd|3.8079|12/09/2026, 3.81%, 12/09/26 BENAU AL5167005 - - 230,000 $161,288 0.02
Australia Pacific Airports Corporation Limited 5.0% 04-JUN-2020, 5.00%, 06/04/20 MELAIR EJ6958775 - - 200,000 $141,218 0.01
JPMorgan Chase & Co. FRN 01-MAR-2021, 3.62%, 03/01/21 JPM 46625HQK9 - - 110,000 $112,511 0.01
Morgan Stanley 5.0% 30-SEP-2021, 5.00%, 09/30/21 MS EK5133989 - - 120,000 $86,864 0.01
Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 3.67%, 05/17/26 ANZ QJ6184601 - - 120,000 $83,933 0.01
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 - - 100,000 $75,327 0.01
Put US 5YR NOTE (CBT) Dec19 118.25 Expire 11/22/2019 FVZ9P 118.25 FVZ9P118W FVZ9 COMDT $118.25 1,538 $72,094 0.01
SMITHFIELD FOODS INC 0% 11/20/2019, 0.00%, 11/20/19 SFDCPP 83225MYL4 - - 10,000,000 $9,995,615 0.97
US DOLLARS, 0.00%, 11/13/19 USD - - - 9,959,645 $9,959,645 0.97
PENTAIR FINANCE SARL 0% 11/15/2019, 0.00%, 11/15/19 - 70962WYF9 - - 8,250,000 $8,249,384 0.80
SEGREGATED CASH SEGCASH - - $0.00 1,680,000 $1,680,000 0.16
AUSTRALIAN DOLLARS AUD - - - 353,616 $239,558 0.02
NEW ZEALAND DOLLAR CASHNZD - - - 70,248 $44,752 0.00
Buy Protection CDX-NAIGS33V1-5Y, 1.00%, 12/20/24 - - 2I65BYDV4 - 93,200,000 $93,200,000 9.05
Buy Protection CDX-NAIGS33V1-5Y, 1.00%, 12/20/24 - - 2I65BYDV4 - -93,200,000 $-93,200,000 -9.05
Put EUR / Call USD 1.1745 Expire 02/26/20 EUR 022620P11745A EUR02P117 EUR/USD $1.17 26,162,436 $1,697,576 0.16
Call EUR / Put USD 1.1745 Expire 02/26/20 EUR 022620C11745C EUR02117C EUR/USD $1.17 26,162,436 $17,817 0.00
AUST 3YR BOND FUT Dec19 YMZ9 - AU03Y 22Z - 1,108 $0 0.00
FX Forward|AUD|11/20/2019 +AUDU - - - -7,200,000 $-4,877,902 -0.47
FX Forward|USD|11/20/2019 +AUDU - - - 4,881,600 $4,881,600 0.47
FX Forward|AUD|12/02/2019 +AUDU - - - -250,000,000 $-169,423,756 -16.46
FX Forward|USD|12/02/2019 +AUDU - - - 170,237,500 $170,237,500 16.53
FX Forward|CAD|12/02/2019 +CADU - - - -1,370,000 $-1,033,611 -0.10
FX Forward|USD|12/02/2019 +CADU - - - 1,036,253 $1,036,253 0.10
FX Forward|EUR|12/02/2019 +EURU - - - -7,200,000 $-7,928,337 -0.77
FX Forward|USD|12/02/2019 +EURU - - - 7,991,863 $7,991,863 0.78
FX Forward|NZD|12/02/2019 +NZDU - - - -5,000,000 $-3,185,921 -0.31
FX Forward|USD|12/02/2019 +NZDU - - - 3,186,180 $3,186,180 0.31
FX Forward|EUR|12/02/2019 +EURU - - - 5,170,000 $5,692,986 0.55
FX Forward|USD|12/02/2019 +EURU - - - -5,744,113 $-5,744,113 -0.56
FX Forward|EUR|12/02/2019 +EUR3 - - - 2,030,000 $2,235,350 0.22
FX Forward|USD|12/02/2019 +EUR3 - - - -2,259,199 $-2,259,199 -0.22
FX Forward|AUD|12/02/2019 +AUDU - - - -25,000,000 $-16,942,376 -1.65
FX Forward|USD|12/02/2019 +AUDU - - - 17,141,225 $17,141,225 1.66
FX Forward|NZD|12/02/2019 +NZDU - - - -1,600,000 $-1,019,495 -0.10
FX Forward|USD|12/02/2019 +NZDU - - - 1,014,856 $1,014,856 0.10
FX Forward|CAD|12/02/2019 +CAD1 - - - 1,370,000 $1,033,611 0.10
FX Forward|USD|12/02/2019 +CAD1 - - - -1,033,441 $-1,033,441 -0.10
FX Forward|NZD|12/02/2019 +NZDU - - - -500,000 $-318,592 -0.03
FX Forward|USD|12/02/2019 +NZDU - - - 313,517 $313,517 0.03
FX Forward|AUD|12/02/2019 +AUDU - - - -9,300,000 $-6,302,564 -0.61
FX Forward|USD|12/02/2019 +AUDU - - - 6,244,643 $6,244,643 0.61
FX Forward|AUD|12/02/2019 +AUDU - - - 1,400,000 $948,773 0.09
FX Forward|USD|12/02/2019 +AUDU - - - -944,016 $-944,016 -0.09
FX Forward|AUD|12/02/2019 +AUD2 - - - 400,000 $271,078 0.03
FX Forward|USD|12/02/2019 +AUD2 - - - -273,440 $-273,440 -0.03
FX Forward|AUD|12/02/2019 +AUDU - - - -13,510,000 $-9,155,660 -0.89
FX Forward|USD|12/02/2019 +AUDU - - - 9,236,611 $9,236,611 0.90
FX Forward|AUD|12/02/2019 +AUD0 - - - -400,000 $-271,078 -0.03
FX Forward|USD|12/02/2019 +AUD0 - - - 273,278 $273,278 0.03
FX Forward|EUR|12/04/2019 +EUR1 - - - -8,200,000 $-9,030,681 -0.88
FX Forward|USD|12/04/2019 +EUR1 - - - 9,125,419 $9,125,419 0.89
FX Forward|AUD|12/02/2019 +AUDU - - - -400,000 $-271,078 -0.03
FX Forward|USD|12/02/2019 +AUDU - - - 276,498 $276,498 0.03
FX Forward|AUD|12/02/2019 +AUDU - - - 4,400,000 $2,981,858 0.29
FX Forward|USD|12/02/2019 +AUDU - - - -3,030,491 $-3,030,491 -0.29
FX Forward|AUD|12/02/2019 +AUD0 - - - -1,300,000 $-881,004 -0.09
FX Forward|USD|12/02/2019 +AUD0 - - - 889,030 $889,030 0.09
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.