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 |
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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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