Short Duration Income ETF Holdings
Full Portfolio Holdings(As of 08/13/2020) |
Ticker | Cusip | Underlying Security | Strike Price | Quantity (Shares/ Par/ Notional/ Units) | Market Value | Weight % |
|---|---|---|---|---|---|---|---|
| Wells Fargo & Company 1.654% 01-JUN-2024, 1.65%, 06/02/24 | WFC | 95000U2R3 | - | - | 23,400,000 | $23,959,093 | 1.16 |
| Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 | ANZ | 052528AL0 | - | - | 21,181,000 | $22,093,111 | 1.07 |
| Chevron U.S.A., Inc. FRN 12-AUG-2022, 0.37%, 08/12/22 | CVX | 166756AG1 | - | - | 21,000,000 | $20,997,542 | 1.01 |
| PayPal Holdings, Inc. 1.35% 01-JUN-2023, 1.35%, 06/01/23 | PYPL | 70450YAF0 | - | - | 19,469,000 | $19,956,493 | 0.96 |
| Hewlett Packard Enterprise Company 1.45% 01-APR-2024, 1.45%, 04/01/24 | HPE | 42824CBJ7 | - | - | 18,800,000 | $18,961,843 | 0.92 |
| Mondelez International, Inc. 0.625% 01-JUL-2022, 0.62%, 07/01/22 | MDLZ | 609207AV7 | - | - | 18,618,000 | $18,707,837 | 0.90 |
| Goldman Sachs Group, Inc. FRN 23-FEB-2023, 1.11%, 02/23/23 | GS | 38141GWU4 | - | - | 16,958,000 | $17,034,744 | 0.81 |
| Alphabet Inc. 0.45% 15-AUG-2025, 0.45%, 08/15/25 | GOOGL | 02079KAH0 | - | - | 17,000,000 | $16,977,439 | 0.81 |
| Fiserv, Inc. 3.8% 01-OCT-2023, 3.80%, 10/01/23 | FISV | 337738AQ1 | - | - | 14,945,000 | $16,599,323 | 0.79 |
| AAI Ltd. (Australia) FRN 18-NOV-2040, 3.40%, 11/18/40 | SUNAU | QJ2204874 | - | - | 22,120,000 | $16,059,042 | 0.77 |
| Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 | SYDAU | 87124VAF6 | - | - | 14,400,000 | $15,590,087 | 0.75 |
| Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 1.32%, 10/30/24 | AUSGF | AP6703965 | - | - | 21,600,000 | $15,547,488 | 0.74 |
| Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 | BAC | 06051GJC4 | - | - | 14,500,000 | $14,878,173 | 0.71 |
| Barclays Plc FRN 15-FEB-2023, 1.82%, 02/15/23 | BACR | 06738EBF1 | - | - | 14,700,000 | $14,819,031 | 0.71 |
| JPMorgan Chase & Co. 1.514% 01-JUN-2024, 1.51%, 06/01/24 | JPM | 46647PBQ8 | - | - | 13,500,000 | $13,860,636 | 0.66 |
| SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 | SGSPAA | EJ3849779 | - | - | 13,000,000 | $13,831,950 | 0.66 |
| Mizuho Financial Group, Inc. FRN 11-SEP-2022, 1.19%, 09/11/22 | MIZUHO | 60687YAN9 | - | - | 13,615,000 | $13,767,095 | 0.66 |
| Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 | INTU | 46124HAA4 | - | - | 13,565,000 | $13,667,003 | 0.65 |
| Export-Import Bank of Korea FRN 01-JUN-2021, 0.93%, 06/01/21 | EIBKOR | 302154CT4 | - | - | 13,532,000 | $13,588,369 | 0.65 |
| Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 | AUSGF | AP3049594 | - | - | 15,820,000 | $12,587,562 | 0.60 |
| National Australia Bank Limited FRN 21-SEP-2026, 2.50%, 09/21/26 | NAB | QZ4979063 | - | - | 16,866,000 | $12,304,855 | 0.59 |
| Macquarie Bank Ltd|2.3|01/22/2025, 2.30%, 01/22/25 | MQGAU | 55608PBE3 | - | - | 11,500,000 | $12,258,841 | 0.59 |
| Royal Bank of Canada|.63288|01/17/2023, 0.63%, 01/17/23 | RY | 78015K7E8 | - | - | 11,920,000 | $11,938,293 | 0.57 |
| Cardinal Health, Inc. FRN 15-JUN-2022, 1.08%, 06/15/22 | CAH | 14149YBG2 | - | - | 11,865,000 | $11,914,092 | 0.57 |
| Citibank, National Association (4759) FRN 20-MAY-2022, 0.84%, 05/20/22 | C | ZS5603510 | - | - | 16,500,000 | $11,886,547 | 0.57 |
| International Business Machines Corp|2.85|05/13/2022, 2.85%, 05/13/22 | IBM | 459200JX0 | - | - | 10,600,000 | $11,137,844 | 0.53 |
| Oracle Corporation 2.5% 01-APR-2025, 2.50%, 04/01/25 | ORCL | 68389XBT1 | - | - | 10,100,000 | $10,968,437 | 0.52 |
| Morgan Stanley FRN 20-JAN-2023, 0.77%, 01/20/23 | MS | 6174468K8 | - | - | 10,500,000 | $10,532,533 | 0.50 |
| Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 | WSTP | AO6757295 | - | - | 13,322,000 | $10,443,648 | 0.50 |
| Morgan Stanley FRN 24-OCT-2023, 1.66%, 10/24/23 | MS | 61746BEC6 | - | - | 10,005,000 | $10,191,557 | 0.49 |
| Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 1.33%, 12/06/24 | NETFIN | AQ2180349 | - | - | 14,120,000 | $10,169,895 | 0.49 |
| eBay Inc. 1.9% 11-MAR-2025, 1.90%, 03/11/25 | EBAY | 278642AV5 | - | - | 9,600,000 | $10,137,700 | 0.48 |
| Westpac Banking Corp|.65625|01/13/2023, 0.66%, 01/13/23 | WSTP | 961214EK5 | - | - | 10,000,000 | $10,035,176 | 0.48 |
| Home Depot, Inc. 2.7% 01-APR-2023, 2.70%, 04/01/23 | HD | 437076AZ5 | - | - | 9,200,000 | $9,807,904 | 0.47 |
| Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 | SUNAU | 8672EMAL8 | - | - | 8,920,000 | $9,730,539 | 0.47 |
| Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 | MQGAU | 55608JAH1 | - | - | 9,200,000 | $9,682,897 | 0.46 |
| Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 1.20%, 11/12/21 | VW | 928668AQ5 | - | - | 9,600,000 | $9,597,927 | 0.46 |
| Florida Power & Light Company FRN 28-JUL-2023, 0.64%, 07/28/23 | NEE | 341081GA9 | - | - | 9,400,000 | $9,407,811 | 0.45 |
| Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 | WFC | 95000U2K8 | - | - | 9,020,000 | $9,387,727 | 0.45 |
| Lloyds Banking Group PLC|1.326|06/15/2023, 1.33%, 06/15/23 | LLOYDS | 53944YAM5 | - | - | 9,100,000 | $9,200,341 | 0.44 |
| Caterpillar Financial Services Corporation FRN 12-NOV-2021, 0.46%, 11/12/21 | CAT | 14913Q3D9 | - | - | 9,150,000 | $9,153,084 | 0.44 |
| Toyota Motor Credit Corporation 0.5% 14-AUG-2023, 0.50%, 08/14/23 | TOYOTA | 89236THF5 | - | - | 9,000,000 | $8,997,936 | 0.43 |
| John Deere Capital Corporation 0.55% 05-JUL-2022, 0.55%, 07/05/22 | DE | 24422EVG1 | - | - | 8,800,000 | $8,856,510 | 0.42 |
| American Honda Finance Corp. 0.875% 07-JUL-2023, 0.88%, 07/07/23 | HNDA | 02665WDK4 | - | - | 8,700,000 | $8,780,740 | 0.42 |
| Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 | KOHNPW | 50064YAN3 | - | - | 8,050,000 | $8,741,096 | 0.42 |
| Industrial and Commercial Bank of China Limited FRN 14-DEC-2020, 1.08%, 12/14/20 | ICBCAS | AQ3247683 | - | - | 8,700,000 | $8,715,853 | 0.42 |
| Bank of Montreal|1.85|05/01/2025, 1.85%, 05/01/25 | BMO | 06367WB85 | - | - | 8,100,000 | $8,535,250 | 0.41 |
| Liberty Funding Pty LTD Liberty Series 2018-1 A2 1.7446% 10-OCT-2049, 1.74%, 10/10/49 | LBRTY | BCC2G4SM2 | - | - | 11,692,522 | $8,383,888 | 0.40 |
| Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 | AUSGF | 052113AA5 | - | - | 7,740,000 | $8,243,882 | 0.39 |
| Bank of Nova Scotia|1.3|06/11/2025, 1.30%, 06/11/25 | BNS | 064159VL7 | - | - | 8,000,000 | $8,219,803 | 0.39 |
| Verizon Communications Inc. FRN 15-MAY-2025, 1.49%, 05/15/25 | VZ | 92343VEP5 | - | - | 8,000,000 | $8,197,059 | 0.39 |
| CVS Health Corporation 3.375% 12-AUG-2024, 3.38%, 08/12/24 | CVS | 126650CF5 | - | - | 7,485,000 | $8,188,842 | 0.39 |
| Amazon.com, Inc. 0.8% 03-JUN-2025, 0.80%, 06/03/25 | AMZN | 023135BQ8 | - | - | 8,100,000 | $8,172,599 | 0.39 |
| Canadian Imperial Bank of Commerce|.95|06/23/2023, 0.95%, 06/23/23 | CM | 13607GRK2 | - | - | 8,050,000 | $8,138,018 | 0.39 |
| Commonwealth Bank of Australia 3.35% 04-JUN-2024, 3.35%, 06/04/24 | CBAAU | 2027A1KB2 | - | - | 7,164,000 | $7,922,276 | 0.38 |
| Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | SCGAU | EK4621760 | - | - | 10,500,000 | $7,859,814 | 0.38 |
| American Express Company FRN 20-MAY-2022, 1.00%, 05/20/22 | AXP | 025816CE7 | - | - | 7,700,000 | $7,769,981 | 0.37 |
| Bank of Queensland Limited FRN 10-MAY-2026, 3.50%, 05/10/26 | BQDAU | JK8304210 | - | - | 10,550,000 | $7,672,025 | 0.37 |
| Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 | C | 17308CC46 | - | - | 7,400,000 | $7,598,923 | 0.36 |
| Capital One Financial Corporation FRN 30-JAN-2023, 0.99%, 01/30/23 | COF | 14040HBV6 | - | - | 7,600,000 | $7,588,150 | 0.36 |
| Perth Airport Pty Ltd. 5.5% 25-MAR-2021, 5.50%, 03/25/21 | WESAIR | EK1306886 | - | - | 10,132,000 | $7,583,641 | 0.36 |
| Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 0.82%, 11/09/22 | ANZ | 05252ACZ2 | - | - | 7,535,000 | $7,579,082 | 0.36 |
| Bank of America Corporation FRN 23-JUL-2024, 1.22%, 07/23/24 | BAC | 06051GHK8 | - | - | 7,400,000 | $7,491,433 | 0.36 |
| Macquarie Group Limited FRN 27-MAR-2024, 1.66%, 03/27/24 | MQGAU | 55608KAM7 | - | - | 7,302,000 | $7,390,599 | 0.35 |
| Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 | TD | 89114QCH9 | - | - | 7,200,000 | $7,358,909 | 0.35 |
| Toyota Motor Credit Corporation 1.8% 13-FEB-2025, 1.80%, 02/13/25 | TOYOTA | 89236TGT6 | - | - | 7,000,000 | $7,330,388 | 0.35 |
| Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 | GS | 38141GXJ8 | - | - | 6,500,000 | $7,288,193 | 0.35 |
| National Australia Bank Ltd|.95875|11/04/2021, 0.96%, 11/04/21 | NAB | 6325C0DW8 | - | - | 7,200,000 | $7,252,768 | 0.35 |
| Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 | AMZN | 023135AJ5 | - | - | 6,828,000 | $7,168,138 | 0.34 |
| Commonwealth Bank of Australia FRN 03-JUN-2026, 2.75%, 06/03/26 | CBAAU | LW2645668 | - | - | 9,700,000 | $7,078,606 | 0.34 |
| Royal Bank of Canada FRN 05-OCT-2023, 0.96%, 10/05/23 | RY | 78013XW61 | - | - | 6,995,000 | $7,044,683 | 0.34 |
| Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 | AAPL | 037833DM9 | - | - | 6,500,000 | $6,869,181 | 0.33 |
| Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 | CBAAU | QZ8552775 | - | - | 6,660,000 | $6,842,172 | 0.33 |
| Mizuho Financial Group, Inc. 1.241% 10-JUL-2024, 1.24%, 07/10/24 | MIZUHO | 60687YBF5 | - | - | 6,700,000 | $6,792,773 | 0.32 |
| TD Ameritrade Holding Corporation FRN 01-NOV-2021, 0.68%, 11/01/21 | AMTD | 87236YAG3 | - | - | 6,630,000 | $6,650,182 | 0.32 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.85%, 05/17/21 | ANZ | 05252ADC2 | - | - | 6,600,000 | $6,632,514 | 0.32 |
| IBM Credit LLC FRN 30-NOV-2020, 0.83%, 11/30/20 | IBM | 44932HAJ2 | - | - | 6,500,000 | $6,520,289 | 0.31 |
| CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 | CVS | 126650CT5 | - | - | 6,404,000 | $6,508,998 | 0.31 |
| AusNet Services Holdings Pty Ltd. 7.5% 01-APR-2021, 7.50%, 04/01/21 | ANVAU | EI6263145 | - | - | 8,500,000 | $6,507,840 | 0.31 |
| Suncorp Group Limited FRN 05-DEC-2028, 2.25%, 12/05/28 | SUNAU | AT9997863 | - | - | 9,000,000 | $6,496,297 | 0.31 |
| DBS Group Holdings Ltd FRN 16-MAR-2028, 1.68%, 03/16/28 | DBSSP | AR6199681 | - | - | 9,040,000 | $6,489,422 | 0.31 |
| CNOOC Finance (2015) U.S.A. LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 | CNOOC | 12634MAD2 | - | - | 6,000,000 | $6,476,983 | 0.31 |
| Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 1.04%, 06/14/21 | ICBCAS | AS9547462 | - | - | 6,400,000 | $6,411,846 | 0.31 |
| Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 | NDASS | 65557CBE2 | - | - | 6,300,000 | $6,392,630 | 0.31 |
| Commonwealth Bank of Australia FRN 04-JUN-2024, 1.15%, 06/04/24 | CBAAU | 2027A0KC2 | - | - | 6,100,000 | $6,200,168 | 0.30 |
| CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 | CKHH | 12564CAA4 | - | - | 5,700,000 | $6,121,521 | 0.29 |
| Morgan Stanley FRN 03-FEB-2023, 0.83%, 02/03/23 | MS | 6174468M4 | - | - | 8,150,000 | $6,112,396 | 0.29 |
| AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 | AGLAU | EK5737813 | - | - | 8,180,000 | $6,108,109 | 0.29 |
| Broadcom Inc. 2.25% 15-NOV-2023, 2.25%, 11/15/23 | AVGO | 11135FAV3 | - | - | 5,800,000 | $6,066,601 | 0.29 |
| National Australia Bank Limited FRN 22-MAY-2022, 1.08%, 05/22/22 | NAB | 6325C0DQ1 | - | - | 6,000,000 | $6,060,472 | 0.29 |
| Korea East-West Power Co., Ltd. 1.75% 06-MAY-2025, 1.75%, 05/06/25 | KOEWPW | BJ0835311 | - | - | 5,854,000 | $6,055,406 | 0.29 |
| Bendigo & Adelaide Bank Ltd|2.9006|12/09/2026, 2.90%, 12/09/26 | BENAU | AL5167005 | - | - | 8,250,000 | $6,037,296 | 0.29 |
| Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 | BACAU | EJ8798880 | - | - | 8,140,000 | $5,999,085 | 0.29 |
| General Motors Financial Co., Inc. FRN 09-APR-2021, 1.12%, 04/09/21 | GM | 37045XCH7 | - | - | 6,003,000 | $5,996,706 | 0.29 |
| Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 1.13%, 07/19/23 | SUMIBK | 86562MBA7 | - | - | 5,900,000 | $5,942,614 | 0.28 |
| Westpac Banking Corp|2.894|02/04/2030, 2.89%, 02/04/30 | WSTP | 961214EM1 | - | - | 5,750,000 | $5,932,010 | 0.28 |
| ASB Bank Ltd. FRN 14-JUN-2023, 1.28%, 06/14/23 | ASBBNK | 00216LAB9 | - | - | 5,810,000 | $5,924,933 | 0.28 |
| Citigroup Inc. FRN 08-DEC-2021, 1.39%, 12/08/21 | C | 172967LB5 | - | - | 5,750,000 | $5,823,304 | 0.28 |
| Nordea Bank AB FRN 30-AUG-2023, 2.55%, 08/30/23 | NDASS | 65557CAZ6 | - | - | 5,700,000 | $5,737,193 | 0.27 |
| New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 1.56%, 07/12/24 | ADLAIR | AO1975298 | - | - | 8,200,000 | $5,687,396 | 0.27 |
| Bank of America Corporation FRN 25-JUN-2022, 0.95%, 06/25/22 | BAC | 06051GHJ1 | - | - | 5,600,000 | $5,631,532 | 0.27 |
| National Australia Bank Limited FRN 20-SEP-2021, 0.89%, 09/20/21 | NAB | 6325C0DV0 | - | - | 5,500,000 | $5,531,102 | 0.26 |
| Cooperatieve Rabobank UA 1.339% 24-JUN-2026, 1.34%, 06/24/26 | RABOBK | 74977RDH4 | - | - | 5,400,000 | $5,495,461 | 0.26 |
| Bank of Queensland Limited FRN 26-OCT-2020, 1.27%, 10/26/20 | BQDAU | QZ8102027 | - | - | 7,620,000 | $5,478,785 | 0.26 |
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | 82939GAA6 | - | - | 5,000,000 | $5,460,959 | 0.26 |
| Citigroup Inc. FRN 04-MAY-2021, 1.65%, 05/04/21 | C | 172967KP5 | - | - | 7,435,000 | $5,371,318 | 0.26 |
| Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 | AAPL | 037833DE7 | - | - | 5,100,000 | $5,346,740 | 0.26 |
| AMP Bank Ltd. FRN 24-MAY-2021, 2.23%, 05/24/21 | AMPAU | LW1353652 | - | - | 7,350,000 | $5,313,584 | 0.25 |
| Verizon Communications Inc. FRN 16-MAR-2022, 1.32%, 03/16/22 | VZ | 92343VDX9 | - | - | 5,100,000 | $5,183,458 | 0.25 |
| Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 | SUNAU | 8672EMAH7 | - | - | 5,100,000 | $5,154,515 | 0.25 |
| American Express Company FRN 17-MAY-2021, 0.91%, 05/17/21 | AXP | 025816BV0 | - | - | 5,125,000 | $5,152,885 | 0.25 |
| Ralph Lauren Corporation 1.7% 15-JUN-2022, 1.70%, 06/15/22 | RL | 731572AA1 | - | - | 5,000,000 | $5,127,719 | 0.25 |
| Horse Gallop Finance Ltd. FRN 28-JUN-2021, 1.49%, 06/28/21 | ICBCIH | AT1180963 | - | - | 5,050,000 | $5,046,307 | 0.24 |
| JPMorgan Chase & Co. FRN 18-JUN-2022, 0.92%, 06/18/22 | JPM | 46647PAT3 | - | - | 5,000,000 | $5,034,993 | 0.24 |
| Citibank, National Association FRN 19-FEB-2022, 0.91%, 02/19/22 | C | 17325FAU2 | - | - | 5,000,000 | $5,017,076 | 0.24 |
| Sumitomo Mitsui Financial Group, Inc. FRN 17-JAN-2023, 1.01%, 01/17/23 | SUMIBK | 86562MAW0 | - | - | 5,000,000 | $5,005,006 | 0.24 |
| Toronto-Dominion Bank FRN 19-JUL-2023, 0.91%, 07/19/23 | TD | 89114QC55 | - | - | 4,900,000 | $4,943,830 | 0.24 |
| Bank of Nova Scotia FRN 19-SEP-2022, 0.94%, 09/19/22 | BNS | 064159KE5 | - | - | 4,900,000 | $4,943,128 | 0.24 |
| Verizon Communications Inc. FRN 17-FEB-2023, 1.32%, 02/17/23 | VZ | AO6240110 | - | - | 6,830,000 | $4,921,374 | 0.24 |
| Bank of America Corporation FRN 21-OCT-2022, 1.45%, 10/21/22 | BAC | 06051GFY0 | - | - | 4,800,000 | $4,852,316 | 0.23 |
| Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 | KOROIL | 50066RAC0 | - | - | 4,746,000 | $4,849,866 | 0.23 |
| Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 | STZ | 21036PAW8 | - | - | 4,600,000 | $4,826,435 | 0.23 |
| Lloyds Banking Group Plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 | LLOYDS | 53944YAH6 | - | - | 4,300,000 | $4,802,823 | 0.23 |
| Molson Coors Beverage Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 | TAP | 60871RAF7 | - | - | 4,600,000 | $4,662,888 | 0.22 |
| Caterpillar Financial Services Corporation 0.65% 07-JUL-2023, 0.65%, 07/07/23 | CAT | 14913R2D8 | - | - | 4,600,000 | $4,625,005 | 0.22 |
| Toronto-Dominion Bank|.55034|01/27/2023, 0.55%, 01/27/23 | TD | 89114QCF3 | - | - | 4,620,000 | $4,619,713 | 0.22 |
| Walmart Inc. 3.3% 22-APR-2024, 3.30%, 04/22/24 | WMT | 931142DP5 | - | - | 4,187,000 | $4,617,456 | 0.22 |
| Westpac Banking Corporation FRN 10-MAR-2026, 3.20%, 03/10/26 | WSTP | JK2350201 | - | - | 6,200,000 | $4,520,081 | 0.22 |
| Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.11%, 01/19/22 | BENAU | AU8747019 | - | - | 6,200,000 | $4,488,088 | 0.21 |
| Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 | MARS | 571676AA3 | - | - | 4,097,000 | $4,475,171 | 0.21 |
| Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 2.07%, 08/18/20 | BENAU | UV4812417 | - | - | 6,100,000 | $4,397,720 | 0.21 |
| Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 | WMT | 931142EL3 | - | - | 4,000,000 | $4,355,380 | 0.21 |
| ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 | ETSA | AO5004962 | - | - | 5,480,000 | $4,297,934 | 0.21 |
| Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 | AMZN | 023135AW6 | - | - | 4,000,000 | $4,251,969 | 0.20 |
| ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 | ANZNZ | 00182EBH1 | - | - | 4,200,000 | $4,251,670 | 0.20 |
| GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 | GPTWSC | AO9337061 | - | - | 5,600,000 | $4,229,400 | 0.20 |
| WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 | WSOFIN | AM6441365 | - | - | 5,000,000 | $4,222,151 | 0.20 |
| Morgan Stanley FRN 21-APR-2021, 1.67%, 04/21/21 | MS | 61746BEB8 | - | - | 4,175,000 | $4,214,190 | 0.20 |
| CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 | CKHH | AN0763788 | - | - | 4,000,000 | $4,160,562 | 0.20 |
| Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 | WMT | 931142EA7 | - | - | 4,100,000 | $4,135,660 | 0.20 |
| Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 | KOEWPW | 5006EPAJ0 | - | - | 3,780,000 | $4,124,758 | 0.20 |
| Morgan Stanley FRN 10-JUN-2022, 0.94%, 06/10/22 | MS | 6174468H5 | - | - | 4,100,000 | $4,119,811 | 0.20 |
| JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 | JPM | 46647PBB1 | - | - | 3,900,000 | $4,119,004 | 0.20 |
| National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 | NAB | 63254AAX6 | - | - | 4,050,000 | $4,091,440 | 0.20 |
| Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 1.20%, 03/17/21 | SHNHAN | AM7966022 | - | - | 5,620,000 | $4,052,362 | 0.19 |
| Toronto-Dominion Bank FRN 01-DEC-2022, 0.88%, 12/01/22 | TD | 89114QCE6 | - | - | 4,000,000 | $4,030,669 | 0.19 |
| Daimler Finance North America LLC FRN 22-FEB-2021, 0.81%, 02/22/21 | DAIGR | 233851DC5 | - | - | 4,018,000 | $4,023,895 | 0.19 |
| Westpac Banking Corporation FRN 26-FEB-2024, 1.13%, 02/26/24 | WSTP | 961214EB5 | - | - | 3,950,000 | $4,011,800 | 0.19 |
| CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 | CVS | 126650DE7 | - | - | 3,690,000 | $3,999,042 | 0.19 |
| QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 | QPHFIN | EK3554137 | - | - | 5,310,000 | $3,955,861 | 0.19 |
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023MAA2 | - | - | 3,600,000 | $3,947,491 | 0.19 |
| Home Depot, Inc. FRN 01-MAR-2022, 0.66%, 03/01/22 | HD | 437076BU5 | - | - | 3,900,000 | $3,912,389 | 0.19 |
| Toyota Motor Credit Corporation FRN 08-JAN-2021, 0.82%, 01/08/21 | TOYOTA | 89236TFR1 | - | - | 3,900,000 | $3,909,683 | 0.19 |
| Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 | MS | 61744YAQ1 | - | - | 3,500,000 | $3,816,735 | 0.18 |
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.22%, 07/08/21 | HYNMTR | 44891AAV9 | - | - | 3,800,000 | $3,805,880 | 0.18 |
| Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 | TRMB | 896239AB6 | - | - | 3,500,000 | $3,790,270 | 0.18 |
| Broadcom Corporation 3.625% 15-JAN-2024, 3.62%, 01/15/24 | AVGO | 11134LAF6 | - | - | 3,500,000 | $3,788,390 | 0.18 |
| Hyundai Capital America, Inc. FRN 12-MAR-2021, 1.14%, 03/12/21 | HYNMTR | 44891AAT4 | - | - | 3,758,000 | $3,763,272 | 0.18 |
| Daimler Finance North America LLC FRN 22-FEB-2022, 1.24%, 02/22/22 | DAIGR | 233851DQ4 | - | - | 3,750,000 | $3,762,771 | 0.18 |
| Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 | STZ | 21036PAX6 | - | - | 3,500,000 | $3,762,442 | 0.18 |
| American Honda Finance Corp. FRN 08-JAN-2021, 0.75%, 01/08/21 | HNDA | 02665WCR0 | - | - | 3,700,000 | $3,707,644 | 0.18 |
| Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 | IADB | AO7138362 | - | - | 257,500,000 | $3,643,937 | 0.17 |
| Westpac Banking Corporation FRN 11-JAN-2023, 0.84%, 01/11/23 | WSTP | 961214DT7 | - | - | 3,600,000 | $3,633,132 | 0.17 |
| Caterpillar Financial Services Corporation FRN 07-DEC-2020, 0.67%, 12/07/20 | CAT | 14913Q2R9 | - | - | 3,600,000 | $3,608,491 | 0.17 |
| Apple Inc|.55|08/20/2025, 0.55%, 08/20/25 | AAPL | 037833DX5 | - | - | 3,600,000 | $3,591,504 | 0.17 |
| AusNet Services Holdings Pty Ltd. 5.375% 02-JUL-2024, 5.38%, 07/02/24 | ANVAU | EK3489227 | - | - | 4,400,000 | $3,542,808 | 0.17 |
| Boston Scientific Corporation 3.45% 01-MAR-2024, 3.45%, 03/01/24 | BSX | 101137AV9 | - | - | 3,200,000 | $3,527,673 | 0.17 |
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | 361435AA8 | - | - | 3,290,000 | $3,478,724 | 0.17 |
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | QZ6969419 | - | - | 3,289,000 | $3,477,666 | 0.17 |
| Daimler Finance North America LLC FRN 15-FEB-2022, 1.29%, 02/15/22 | DAIGR | 233851DV3 | - | - | 3,450,000 | $3,463,933 | 0.17 |
| Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 | DIS | 254687FK7 | - | - | 3,300,000 | $3,458,616 | 0.17 |
| Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 | SINOPE | 82939GAF5 | - | - | 3,300,000 | $3,448,720 | 0.16 |
| Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 | BMO | 06367WJM6 | - | - | 3,270,000 | $3,440,449 | 0.16 |
| Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 0.94%, 09/21/21 | NSANY | 654740BN8 | - | - | 3,500,000 | $3,431,843 | 0.16 |
| Goldman Sachs Group, Inc. FRN 25-FEB-2021, 2.13%, 02/25/21 | GS | 38143U8G9 | - | - | 3,380,000 | $3,425,786 | 0.16 |
| Optus Finance Pty Ltd. 3.25% 23-AUG-2022, 3.25%, 08/23/22 | SGTOPT | AO7579482 | - | - | 4,500,000 | $3,423,658 | 0.16 |
| Goldman Sachs Group, Inc. FRN 31-OCT-2022, 1.04%, 10/31/22 | GS | 38148YAB4 | - | - | 3,400,000 | $3,415,035 | 0.16 |
| ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.11%, 08/29/22 | ETSA | AO8114958 | - | - | 4,750,000 | $3,414,734 | 0.16 |
| Walmart Inc. FRN 23-JUN-2021, 0.54%, 06/23/21 | WMT | 931142EH2 | - | - | 3,400,000 | $3,410,271 | 0.16 |
| Bank of America Corporation FRN 20-JAN-2023, 1.43%, 01/20/23 | BAC | 06051GGH6 | - | - | 3,350,000 | $3,390,017 | 0.16 |
| CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 | CNOOC | EJ8590758 | - | - | 3,000,000 | $3,356,571 | 0.16 |
| United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 | UOBSP | 91127KAC6 | - | - | 3,100,000 | $3,347,494 | 0.16 |
| International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 | IBRD | JV6344453 | - | - | 5,015,000 | $3,345,832 | 0.16 |
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 1.10%, 01/10/22 | RABOBK | 21688AAK8 | - | - | 3,300,000 | $3,334,507 | 0.16 |
| JPMorgan Chase & Co. FRN 25-APR-2023, 1.14%, 04/25/23 | JPM | 46647PAD8 | - | - | 3,300,000 | $3,330,105 | 0.16 |
| Woolworths Group Limited 4.55% 12-APR-2021, 4.55%, 04/12/21 | WOWAU | 980888AF8 | - | - | 3,200,000 | $3,318,942 | 0.16 |
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023NAA0 | - | - | 3,000,000 | $3,289,576 | 0.16 |
| Lloyds Banking Group Plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 | LLOYDS | 539439AP4 | - | - | 3,100,000 | $3,261,678 | 0.16 |
| General Motors Financial Co., Inc. FRN 05-JAN-2023, 1.29%, 01/05/23 | GM | 37045XCE4 | - | - | 3,300,000 | $3,245,652 | 0.16 |
| DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 | DBSSP | 24023KAE8 | - | - | 3,100,000 | $3,230,726 | 0.15 |
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033DAC1 | - | - | 2,930,000 | $3,226,623 | 0.15 |
| IBM Credit LLC FRN 20-JAN-2021, 0.53%, 01/20/21 | IBM | 44932HAE3 | - | - | 3,200,000 | $3,204,652 | 0.15 |
| Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 | VCXAU | AN2610136 | - | - | 4,210,000 | $3,187,416 | 0.15 |
| United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 | UELAU | AP4899310 | - | - | 3,980,000 | $3,182,217 | 0.15 |
| Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 | LBRFI | AR6488811 | - | - | 4,310,000 | $3,176,810 | 0.15 |
| Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 | SCAPRT | AN6454895 | - | - | 4,100,000 | $3,132,866 | 0.15 |
| Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 | BAC | 06051GHR3 | - | - | 2,800,000 | $3,101,620 | 0.15 |
| Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 | ORCL | 68389XBB0 | - | - | 2,950,000 | $3,064,663 | 0.15 |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 2.09%, 09/26/23 | RABOBK | 74977RDD3 | - | - | 3,000,000 | $3,045,746 | 0.15 |
| Hershey Company 0.9% 01-JUN-2025, 0.90%, 06/01/25 | HSY | 427866BF4 | - | - | 3,000,000 | $3,034,324 | 0.15 |
| Commonwealth Bank of Australia FRN 16-MAR-2023, 1.02%, 03/16/23 | CBAAU | 2027A0JY6 | - | - | 3,000,000 | $3,032,705 | 0.15 |
| American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 | AXP | 025816CD9 | - | - | 2,900,000 | $3,031,765 | 0.15 |
| Constellation Brands, Inc. FRN 15-NOV-2021, 1.09%, 11/15/21 | STZ | 21036PBA5 | - | - | 3,000,000 | $3,008,284 | 0.14 |
| General Motors Company FRN 10-SEP-2021, 1.21%, 09/10/21 | GM | 37045VAR1 | - | - | 3,000,000 | $2,998,510 | 0.14 |
| SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | STSP | EI5965658 | - | - | 2,841,000 | $2,994,645 | 0.14 |
| Westpac Banking Corporation FRN 27-AUG-2029, 2.08%, 08/27/29 | WSTP | ZR2259201 | - | - | 4,100,000 | $2,987,448 | 0.14 |
| Hyundai Capital America, Inc. 2.375% 10-FEB-2023, 2.38%, 02/10/23 | HYNMTR | 44891ABE6 | - | - | 2,900,000 | $2,973,087 | 0.14 |
| Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 | KOROIL | 41754WAS0 | - | - | 2,700,000 | $2,959,261 | 0.14 |
| eBay Inc. FRN 30-JAN-2023, 1.14%, 01/30/23 | EBAY | 278642AT0 | - | - | 2,900,000 | $2,927,926 | 0.14 |
| Wells Fargo & Company FRN 27-APR-2022, 1.20%, 04/27/22 | WFC | 949746SR3 | - | - | 4,000,000 | $2,884,604 | 0.14 |
| Mizuho Financial Group, Inc. FRN 28-FEB-2022, 1.31%, 02/28/22 | MIZUHO | 60687YAJ8 | - | - | 2,844,000 | $2,878,684 | 0.14 |
| National Australia Bank Limited 3.375% 20-SEP-2021, 3.38%, 09/20/21 | NAB | 63254AAZ1 | - | - | 2,750,000 | $2,874,376 | 0.14 |
| Morgan Stanley FRN 20-JAN-2022, 1.45%, 01/20/22 | MS | 61746BEE2 | - | - | 2,850,000 | $2,864,547 | 0.14 |
| Apple Inc. 0.75% 11-MAY-2023, 0.75%, 05/11/23 | AAPL | 037833DV9 | - | - | 2,780,000 | $2,810,703 | 0.13 |
| Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 | HYNMTR | 44891ABA4 | - | - | 2,700,000 | $2,803,470 | 0.13 |
| Capital One Financial Corporation 2.6% 11-MAY-2023, 2.60%, 05/11/23 | COF | 14040HCD5 | - | - | 2,600,000 | $2,742,413 | 0.13 |
| RedZed Trust Series 2018-1|2.49|03/09/2050, 2.49%, 03/09/50 | REDZE | BCC2HM3M8 | - | - | 3,800,000 | $2,733,516 | 0.13 |
| Heritage Bank Ltd. FRN 12-AUG-2022, 0.92%, 08/12/22 | HBSAU | AZ8502462 | - | - | 3,780,000 | $2,719,677 | 0.13 |
| Capital One, National Association FRN 30-JAN-2023, 1.42%, 01/30/23 | COF | 14042RFJ5 | - | - | 2,675,000 | $2,690,296 | 0.13 |
| JPMorgan Chase & Co. FRN 23-APR-2024, 0.99%, 04/23/24 | JPM | 46647PAQ9 | - | - | 2,649,000 | $2,665,279 | 0.13 |
| Broadcom Inc. 4.7% 15-APR-2025, 4.70%, 04/15/25 | AVGO | 11135FBC4 | - | - | 2,300,000 | $2,664,888 | 0.13 |
| Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 | STZ | 21036PAR9 | - | - | 2,550,000 | $2,657,676 | 0.13 |
| American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 | AXP | 025816CG2 | - | - | 2,400,000 | $2,568,486 | 0.12 |
| Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 | VPNF | AO6744343 | - | - | 3,100,000 | $2,560,629 | 0.12 |
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | EK8803059 | - | - | 2,370,000 | $2,527,861 | 0.12 |
| Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 | AVGO | 11134LAM1 | - | - | 2,400,000 | $2,508,860 | 0.12 |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 0.67%, 04/26/21 | RABOBK | 21688AAP7 | - | - | 2,500,000 | $2,507,061 | 0.12 |
| Vulcan Materials Company FRN 01-MAR-2021, 1.00%, 03/01/21 | VMC | 929160AX7 | - | - | 2,500,000 | $2,504,844 | 0.12 |
| Volkswagen Group of America Finance LLC 2.9% 13-MAY-2022, 2.90%, 05/13/22 | VW | 928668BC5 | - | - | 2,400,000 | $2,504,201 | 0.12 |
| United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 1.52%, 04/23/21 | UOBSP | 91127KAB8 | - | - | 2,500,000 | $2,502,177 | 0.12 |
| Walt Disney Company FRN 04-MAR-2022, 1.64%, 03/04/22 | DIS | 25468PDS2 | - | - | 2,490,000 | $2,501,424 | 0.12 |
| Pepper Residential Securities Trust No. 22|1.18675|06/20/2060, 1.19%, 06/20/60 | PEPAU | 71338AAA9 | - | - | 2,470,093 | $2,468,325 | 0.12 |
| JPMorgan Chase & Co. 2.75% 01-FEB-2023, 2.75%, 02/01/23 | JPM | EJ5331958 | - | - | 1,900,000 | $2,437,200 | 0.12 |
| Commonwealth Bank of Australia FRN 06-SEP-2021, 1.14%, 09/06/21 | CBAAU | 2027A1HX8 | - | - | 2,400,000 | $2,422,899 | 0.12 |
| Caterpillar Financial Services Corporation FRN 06-JUN-2022, 0.91%, 06/06/22 | CAT | 14913QAB5 | - | - | 2,400,000 | $2,420,193 | 0.12 |
| American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 | HNDA | 02665WCY5 | - | - | 2,300,000 | $2,379,771 | 0.11 |
| Canadian Imperial Bank of Commerce|.566|02/02/2021, 0.57%, 02/02/21 | CM | 136069XZ9 | - | - | 2,350,000 | $2,353,317 | 0.11 |
| Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 | CAT | 14913Q3B3 | - | - | 2,150,000 | $2,300,498 | 0.11 |
| Westpac Banking Corporation FRN 15-MAY-2023, 1.11%, 05/15/23 | WSTP | 961214EA7 | - | - | 2,244,000 | $2,277,755 | 0.11 |
| Connecteast Finance Pty Ltd. 5.75% 02-SEP-2020, 5.75%, 09/02/20 | CEUAU | EJ8026167 | - | - | 3,040,000 | $2,241,721 | 0.11 |
| Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 | SINOPE | 82939GAK4 | - | - | 2,100,000 | $2,216,278 | 0.11 |
| Volkswagen Group of America Finance LLC|1.0235|11/13/2020, 1.02%, 11/13/20 | VW | AV5564670 | - | - | 2,200,000 | $2,201,431 | 0.11 |
| CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 | CKHH | 12563XAA9 | - | - | 2,150,000 | $2,170,380 | 0.10 |
| Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 0.97%, 09/13/23 | CM | 13607RAE0 | - | - | 2,140,000 | $2,163,460 | 0.10 |
| La Trobe Financial Capital Markets Trust 2017-2 A3 1.99% 12-JAN-2049, 1.99%, 01/12/49 | LTFC | BCC2EE8Q5 | - | - | 3,015,924 | $2,162,607 | 0.10 |
| American Express Company FRN 01-AUG-2022, 0.86%, 08/01/22 | AXP | 025816BN8 | - | - | 2,150,000 | $2,162,099 | 0.10 |
| Lloyds Banking Group Plc FRN 20-MAR-2023, 1.40%, 03/20/23 | LLOYDS | AP1140486 | - | - | 3,000,000 | $2,149,571 | 0.10 |
| United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.07%, 02/07/23 | UELAU | AQ8840888 | - | - | 3,000,000 | $2,147,768 | 0.10 |
| CNOOC Finance (2013) Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 | CNOOC | 12625GAC8 | - | - | 2,000,000 | $2,114,565 | 0.10 |
| United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 | UOBSP | QZ3971442 | - | - | 2,050,000 | $2,110,475 | 0.10 |
| Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 1.41%, 10/19/21 | SUMIBK | 86562MAJ9 | - | - | 2,070,000 | $2,094,971 | 0.10 |
| Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 | COF | 14042RNW7 | - | - | 2,000,000 | $2,080,111 | 0.10 |
| Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 | C | 172967LV1 | - | - | 2,000,000 | $2,074,056 | 0.10 |
| Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 2.54%, 11/30/28 | BENAU | AV7986590 | - | - | 2,800,000 | $2,041,772 | 0.10 |
| United Energy Distribution Pty Ltd|2.2|10/29/2026, 2.20%, 10/29/26 | UELAU | ZR6539137 | - | - | 2,700,000 | $2,015,751 | 0.10 |
| Goldman Sachs Group, Inc. FRN 23-APR-2021, 1.60%, 04/23/21 | GS | 38141GVW1 | - | - | 2,000,000 | $2,015,639 | 0.10 |
| Bank of Montreal FRN 13-APR-2021, 0.73%, 04/13/21 | BMO | 06367T4X5 | - | - | 2,000,000 | $2,006,771 | 0.10 |
| Bank of Nova Scotia FRN 20-APR-2021, 0.71%, 04/20/21 | BNS | 064159LH7 | - | - | 2,000,000 | $2,005,829 | 0.10 |
| Toyota Motor Credit Corporation FRN 13-APR-2021, 0.55%, 04/13/21 | TOYOTA | 89236TEV3 | - | - | 2,000,000 | $2,003,793 | 0.10 |
| Daimler Finance North America LLC FRN 04-MAY-2021, 0.80%, 05/04/21 | DAIGR | 233851DK7 | - | - | 2,000,000 | $1,999,423 | 0.10 |
| Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 0.52%, 07/01/26 | ENVAU | ED8440239 | - | - | 3,000,000 | $1,992,216 | 0.10 |
| Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 | AMZN | 023135AM8 | - | - | 1,896,000 | $1,972,173 | 0.09 |
| FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 1.39% 08-MAR-2049, 1.39%, 03/08/49 | FMACB | BCC2FPSX2 | - | - | 2,700,000 | $1,931,261 | 0.09 |
| Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 | DEXUS | EK9601866 | - | - | 2,400,000 | $1,929,876 | 0.09 |
| Caterpillar Financial Services Corporation FRN 15-MAY-2023, 0.90%, 05/15/23 | CAT | 14913Q2M0 | - | - | 1,900,000 | $1,912,401 | 0.09 |
| SGSP (Australia) Assets Pty Ltd. 5.5% 12-MAR-2021, 5.50%, 03/12/21 | SGSPAA | EK1048710 | - | - | 2,500,000 | $1,882,756 | 0.09 |
| Downer Group Finance Pty Ltd. 4.5% 11-MAR-2022, 4.50%, 03/11/22 | DOWAU | EK7841308 | - | - | 2,480,000 | $1,860,246 | 0.09 |
| DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 | DBSSP | QZ3079600 | - | - | 1,800,000 | $1,846,260 | 0.09 |
| QIC Finance Shopping Center Fund Pty Ltd|1.3679|08/15/2025, 1.37%, 08/15/25 | QIC | ZR0093453 | - | - | 2,620,000 | $1,832,310 | 0.09 |
| Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 | BNS | 064159GW0 | - | - | 1,800,000 | $1,819,679 | 0.09 |
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 0.75%, 01/10/23 | RABOBK | 21688AAM4 | - | - | 1,800,000 | $1,810,766 | 0.09 |
| Bank of Nova Scotia FRN 08-JAN-2021, 0.57%, 01/08/21 | BNS | 064159KU9 | - | - | 1,800,000 | $1,802,990 | 0.09 |
| Commonwealth Bank of Australia FRN 18-JAN-2021, 1.25%, 01/18/21 | CBAAU | JV6123923 | - | - | 2,500,000 | $1,802,616 | 0.09 |
| Goldman Sachs Group, Inc. FRN 26-AUG-2020, 1.29%, 08/26/20 | GS | EK9246688 | - | - | 2,500,000 | $1,798,503 | 0.09 |
| ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 1.26%, 07/28/21 | ANZNZ | 00182EBB4 | - | - | 1,725,000 | $1,740,480 | 0.08 |
| RESIMAC Premier Series 2018-1|.95538|11/10/2049, 0.96%, 11/10/49 | RESI | 76119HAA8 | - | - | 1,716,982 | $1,715,519 | 0.08 |
| GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 | GPTAU | AU4763044 | - | - | 2,200,000 | $1,707,872 | 0.08 |
| National Australia Bank Limited FRN 12-JAN-2021, 0.62%, 01/12/21 | NAB | 6325C1CU1 | - | - | 1,700,000 | $1,702,420 | 0.08 |
| Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 | DXSAU | QJ5397659 | - | - | 2,200,000 | $1,684,613 | 0.08 |
| Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 | VZ | AO5497091 | - | - | 2,170,000 | $1,675,621 | 0.08 |
| Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 | FCGNZ | EK3436046 | - | - | 2,200,000 | $1,636,016 | 0.08 |
| La Trobe Financial Capital Markets Trust 2018-2|2.44|03/12/2050, 2.44%, 03/12/50 | LTFC | BCC2I1FE8 | - | - | 2,300,000 | $1,629,878 | 0.08 |
| Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 | GS | 38141GWQ3 | - | - | 1,475,000 | $1,623,284 | 0.08 |
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | 87124VAE9 | - | - | 1,500,000 | $1,599,912 | 0.08 |
| Wells Fargo & Company FRN 27-JUL-2021, 1.42%, 07/27/21 | WFC | 949746SD4 | - | - | 2,197,000 | $1,587,686 | 0.08 |
| Goldman Sachs Group, Inc. FRN 05-JUN-2023, 1.38%, 06/05/23 | GS | 38141GWK6 | - | - | 1,550,000 | $1,566,216 | 0.07 |
| Bank of America Corporation FRN 05-AUG-2021, 1.65%, 08/05/21 | BAC | QZ0182266 | - | - | 2,100,000 | $1,519,472 | 0.07 |
| International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 | IBRD | AQ8245872 | - | - | 2,100,000 | $1,469,992 | 0.07 |
| Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 1.10%, 03/07/22 | ANZ | AM6596564 | - | - | 2,000,000 | $1,454,832 | 0.07 |
| Westpac Banking Corporation FRN 07-FEB-2022, 1.21%, 02/07/22 | WSTP | AM2183276 | - | - | 2,000,000 | $1,453,789 | 0.07 |
| National Australia Bank Limited FRN 10-FEB-2023, 0.90%, 02/10/23 | NAB | AP8367280 | - | - | 2,000,000 | $1,451,792 | 0.07 |
| GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 | GPTAU | EK9073694 | - | - | 1,900,000 | $1,419,694 | 0.07 |
| Commonwealth Bank of Australia|1.14288|09/06/2021, 1.14%, 09/06/21 | CBAAU | 2027A0HX0 | - | - | 1,350,000 | $1,362,881 | 0.07 |
| Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 | AAPL | 037833DC1 | - | - | 1,300,000 | $1,356,865 | 0.06 |
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | EJ4077529 | - | - | 1,230,000 | $1,309,482 | 0.06 |
| Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 | SUMIBK | 86562MBM1 | - | - | 1,200,000 | $1,285,916 | 0.06 |
| McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 | MCD | 580135CD1 | - | - | 1,530,000 | $1,264,937 | 0.06 |
| Wells Fargo & Company FRN 24-JAN-2023, 1.37%, 01/24/23 | WFC | 949746SL6 | - | - | 1,250,000 | $1,262,083 | 0.06 |
| Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 | RY | 78013X6D5 | - | - | 1,200,000 | $1,258,711 | 0.06 |
| CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 | CKHH | 12563XAB7 | - | - | 1,200,000 | $1,255,379 | 0.06 |
| Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 | ENVAU | EK6519434 | - | - | 1,650,000 | $1,242,743 | 0.06 |
| Commonwealth Bank of Australia FRN 18-SEP-2022, 0.99%, 09/18/22 | CBAAU | 2027A0JS9 | - | - | 1,200,000 | $1,213,226 | 0.06 |
| Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 1.05%, 07/12/22 | SUMIBK | 86562MAP5 | - | - | 1,200,000 | $1,208,220 | 0.06 |
| Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 | ENPGAS | AQ2525352 | - | - | 1,520,000 | $1,186,700 | 0.06 |
| Members Equity Bank Ltd. FRN 16-APR-2021, 1.37%, 04/16/21 | MEB | AR9324302 | - | - | 1,600,000 | $1,153,339 | 0.06 |
| Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 | HYNMTR | 44891AAR8 | - | - | 1,088,000 | $1,148,460 | 0.05 |
| Lloyds Banking Group Plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 | LLOYDS | AP1140718 | - | - | 1,500,000 | $1,145,099 | 0.05 |
| RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 1.12825% 11-SEP-2048, 1.11%, 09/11/48 | RESI | 76118RAA7 | - | - | 1,142,874 | $1,142,427 | 0.05 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | 12563TAA8 | - | - | 1,100,000 | $1,117,546 | 0.05 |
| Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 | AAPL | 037833CC2 | - | - | 1,100,000 | $1,112,910 | 0.05 |
| Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 | DIS | 25468PDE3 | - | - | 1,100,000 | $1,111,403 | 0.05 |
| Aurizon Network Pty Ltd. 5.75% 28-OCT-2020, 5.75%, 10/28/20 | AZJAU | EJ8893137 | - | - | 1,500,000 | $1,104,408 | 0.05 |
| ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 | ANZNZ | 00182EBK4 | - | - | 1,000,000 | $1,103,017 | 0.05 |
| Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.15%, 01/25/23 | BENAU | AQ7821640 | - | - | 1,500,000 | $1,089,694 | 0.05 |
| Wells Fargo & Company FRN 11-FEB-2022, 1.18%, 02/11/22 | WFC | 949746SP7 | - | - | 1,083,000 | $1,086,930 | 0.05 |
| Bank of Queensland Limited FRN 16-NOV-2021, 1.12%, 11/16/21 | BQDAU | AP9329420 | - | - | 1,500,000 | $1,085,053 | 0.05 |
| Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 | KOSEPW | EJ8271813 | - | - | 1,470,000 | $1,083,455 | 0.05 |
| Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 | RABOBK | 74977RDF8 | - | - | 1,000,000 | $1,071,957 | 0.05 |
| WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 | WSOFIN | LW3418610 | - | - | 1,400,000 | $1,053,741 | 0.05 |
| Pepper Residential Securities Trust No. 24|1.08675|11/18/2060, 1.09%, 11/18/60 | PEPAU | 71338CAA5 | - | - | 1,055,200 | $1,052,989 | 0.05 |
| Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 | WSTP | 961214EH2 | - | - | 950,000 | $1,025,797 | 0.05 |
| Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 1.56%, 04/20/21 | BENAU | JK7580364 | - | - | 1,400,000 | $1,012,782 | 0.05 |
| General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 | GM | 37045XCB0 | - | - | 1,000,000 | $1,009,888 | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 1.01%, 10/18/22 | SUMIBK | 86562MAT7 | - | - | 1,000,000 | $1,006,033 | 0.05 |
| Caterpillar Financial Services Corporation FRN 15-MAR-2021, 0.54%, 03/15/21 | CAT | 14913Q2H1 | - | - | 1,000,000 | $1,002,151 | 0.05 |
| American Honda Finance Corp. FRN 10-MAY-2023, 0.61%, 05/10/23 | HNDA | 02665WDG3 | - | - | 1,000,000 | $995,912 | 0.05 |
| JPMorgan Chase & Co. FRN 24-OCT-2023, 1.49%, 10/24/23 | JPM | 46625HRW2 | - | - | 950,000 | $966,322 | 0.05 |
| AMP Bank Ltd. FRN 06-OCT-2020, 0.85%, 10/06/20 | AMPAU | AP3225616 | - | - | 1,300,000 | $933,277 | 0.04 |
| Liberty Financial Pty Ltd. FRN 07-MAR-2022, 3.35%, 03/07/22 | LBRFI | AX1631495 | - | - | 1,300,000 | $930,678 | 0.04 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 2.80%, 05/17/26 | ANZ | QJ6184601 | - | - | 1,272,000 | $929,036 | 0.04 |
| Citizens Bank, N.A. FRN 26-MAY-2022, 1.17%, 05/26/22 | CFG | 17401QAM3 | - | - | 900,000 | $907,773 | 0.04 |
| Credit Union Australia Ltd|1.3506|09/06/2021, 1.35%, 09/06/21 | CRUNAU | AU3081299 | - | - | 1,200,000 | $869,937 | 0.04 |
| Members Equity Bank Ltd. FRN 09-NOV-2020, 1.35%, 11/09/20 | MEB | AP8050290 | - | - | 1,200,000 | $862,198 | 0.04 |
| Commonwealth Bank of Australia FRN 10-MAR-2022, 1.01%, 03/10/22 | CBAAU | 2027A0JL4 | - | - | 850,000 | $858,494 | 0.04 |
| Sumitomo Mitsui Financial Group, Inc. FRN 29-MAR-2022, 1.37%, 03/29/22 | SUMIBK | AM9804296 | - | - | 1,136,000 | $820,493 | 0.04 |
| General Motors Financial Co., Inc. 3.2% 06-JUL-2021, 3.20%, 07/06/21 | GM | 37045XBM7 | - | - | 750,000 | $764,519 | 0.04 |
| Westpac Banking Corporation FRN 28-JUN-2022, 1.02%, 06/28/22 | WSTP | 961214DR1 | - | - | 750,000 | $757,602 | 0.04 |
| Citigroup Inc. FRN 25-APR-2022, 1.20%, 04/25/22 | C | 172967LH2 | - | - | 750,000 | $757,071 | 0.04 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.85%, 05/17/21 | ANZ | 05252BDC0 | - | - | 750,000 | $753,695 | 0.04 |
| Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 | SGPAU | EI4751000 | - | - | 1,000,000 | $744,118 | 0.04 |
| DBS Bank Ltd. FRN 04-SEP-2020, 0.61%, 09/04/20 | DBSSP | AO8645795 | - | - | 1,000,000 | $718,325 | 0.03 |
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033CAC3 | - | - | 616,000 | $678,362 | 0.03 |
| WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 | WSOFIN | AN0014679 | - | - | 800,000 | $670,077 | 0.03 |
| JPMorgan Chase & Co. FRN 29-OCT-2020, 1.47%, 10/29/20 | JPM | 46625HNY2 | - | - | 664,000 | $665,376 | 0.03 |
| Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 | SCAPRT | EK8553381 | - | - | 900,000 | $655,400 | 0.03 |
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | AU4089085 | - | - | 600,000 | $655,315 | 0.03 |
| Goldman Sachs Group, Inc. FRN 08-SEP-2021, 1.47%, 09/08/21 | GS | EK4654001 | - | - | 890,000 | $644,887 | 0.03 |
| JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 | JPM | 46625HJE1 | - | - | 600,000 | $642,440 | 0.03 |
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | 87124VAD1 | - | - | 600,000 | $638,772 | 0.03 |
| Royal Bank of Canada FRN 01-FEB-2022, 0.98%, 02/01/22 | RY | 78012KZD2 | - | - | 620,000 | $625,993 | 0.03 |
| Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 | DAIGR | 233851CS1 | - | - | 600,000 | $618,277 | 0.03 |
| Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 | SGTOPT | AU2682667 | - | - | 750,000 | $580,199 | 0.03 |
| Bank of China Ltd. (Sydney) FRN 20-APR-2022, 1.33%, 04/20/22 | BCHINA | AN2054434 | - | - | 800,000 | $579,967 | 0.03 |
| Westpac Banking Corporation FRN 11-JAN-2022, 1.12%, 01/11/22 | WSTP | 961214DH3 | - | - | 550,000 | $555,996 | 0.03 |
| Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 | SYDAU | 87124VAA7 | - | - | 525,000 | $547,234 | 0.03 |
| General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 | GPTAU | AL0291016 | - | - | 700,000 | $533,324 | 0.03 |
| Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 | BNS | 064159JG2 | - | - | 500,000 | $525,402 | 0.03 |
| ICBCIL Finance Co. Ltd. 3.65% 05-MAR-2022, 3.65%, 03/05/22 | ICBCIL | AX3932297 | - | - | 500,000 | $523,387 | 0.03 |
| Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 | HYUCAP | 44920UAJ7 | - | - | 500,000 | $520,786 | 0.02 |
| Credit Union Australia Ltd|1.33|03/04/2022, 1.33%, 03/04/22 | CRUNAU | AX3062624 | - | - | 700,000 | $508,625 | 0.02 |
| ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 1.23%, 11/23/21 | ANZ | 05252ACR0 | - | - | 500,000 | $506,076 | 0.02 |
| Bank of Nova Scotia FRN 07-MAR-2022, 0.96%, 03/07/22 | BNS | 064159JF4 | - | - | 500,000 | $504,056 | 0.02 |
| General Motors Financial Co., Inc. FRN 14-JAN-2022, 1.82%, 01/14/22 | GM | 37045XBR6 | - | - | 500,000 | $502,003 | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 | SUMIBK | 86562MAQ3 | - | - | 420,000 | $438,986 | 0.02 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | QZ7273258 | - | - | 400,000 | $406,380 | 0.02 |
| Bank of Montreal FRN 11-SEP-2022, 0.94%, 09/11/22 | BMO | 06367TG46 | - | - | 400,000 | $403,890 | 0.02 |
| Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 1.15%, 07/11/22 | BCHINA | AO1976551 | - | - | 400,000 | $401,056 | 0.02 |
| Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 | CBOE | 12503MAA6 | - | - | 350,000 | $400,759 | 0.02 |
| Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 | TLSAU | AP8115770 | - | - | 350,000 | $392,945 | 0.02 |
| Agricultural Bank of China Ltd/Sydney|.97|09/26/2022, 0.97%, 09/26/22 | AGRBK | ZR6327467 | - | - | 530,000 | $381,485 | 0.02 |
| QPH Finance Co. Pty Ltd. 3.75% 07-JUN-2023, 3.75%, 06/07/23 | QPHFIN | LW2393780 | - | - | 500,000 | $378,829 | 0.02 |
| Macquarie Group Limited FRN 15-DEC-2022, 1.25%, 12/15/22 | MQGAU | AQ3405760 | - | - | 500,000 | $359,459 | 0.02 |
| ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 1.14%, 12/13/23 | ETSA | AQ3070770 | - | - | 500,000 | $357,981 | 0.02 |
| Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 | TCLAU | 89400PAG8 | - | - | 210,000 | $227,440 | 0.01 |
| National Australia Bank Ltd|2.1178|11/18/2031, 2.12%, 11/18/31 | NAB | ZQ5100404 | - | - | 300,000 | $217,502 | 0.01 |
| Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 | NDASS | 65557CAR4 | - | - | 200,000 | $202,422 | 0.01 |
| Commonwealth Bank of Australia FRN 10-MAR-2022, 1.01%, 03/10/22 | CBAAU | 2027A1JL2 | - | - | 200,000 | $201,999 | 0.01 |
| Bank of Montreal|2.05|11/01/2022, 2.05%, 11/01/22 | BMO | 06367WRC9 | - | - | 185,000 | $192,627 | 0.01 |
| JPMorgan Chase & Co. FRN 01-MAR-2021, 1.83%, 03/01/21 | JPM | 46625HQK9 | - | - | 175,000 | $176,840 | 0.01 |
| Munchener Hypothekenbank eG 5.0% 30-SEP-2021, 5.00%, 09/30/21 | MS | EK5133989 | - | - | 200,000 | $152,654 | 0.01 |
| Liberty Funding Pty LTD Liberty Series 2017-3 A1B 1.4446% 10-APR-2049, 1.44%, 04/10/49 | LBRTY | BCC2DWUM0 | - | - | 138,071 | $99,070 | 0.00 |
| Pepper Residential Securities Trust No. 18 A1A 1.49% 12-AUG-2058, 1.49%, 08/12/58 | PEPAU | BCC2CYKE6 | - | - | 122,162 | $87,585 | 0.00 |
| Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 | MELAIR | QZ9328522 | - | - | 100,000 | $76,748 | 0.00 |
| SFE 3 Year Australian Bond Future SEP 20 | YMU0 | - | AU03Y 23U | - | 60.00 | $0 | 0.00 |
| CBOT 2 Year US Treasury Note Future SEP 20 | TUU0 | - | FUTURES_USD | - | 235.00 | $0 | 0.00 |
| CBOT 10 Year US Treasury Note SEP 20 | TYU0 | - | FUTURES_USD | - | -87.00 | $0 | 0.00 |
| CBOT 5 Year US Treasury Note SEP 20 | FVU0 | - | FUTURES_USD | - | -263.00 | $0 | 0.00 |
| US DOLLARS, 0.00%, 04/16/20 | USD | - | - | - | 226,570,856 | $226,570,856 | 10.84 |
| CANADIAN DOLLAR | CAD | - | - | - | 79,911,319 | $60,488,471 | 2.89 |
| JABIL INC 0% 08/14/2020, 0.00%, 08/14/20 | JBLPP | 46652LHE0 | - | - | 22,000,000 | $21,999,756 | 1.05 |
| PLAINS ALL AMERICAN PIPELINE LP 0% 08/20/2020, 0.00%, 08/20/20 | PAAPP | 72650WHL8 | - | - | 21,000,000 | $20,999,224 | 1.00 |
| ETP LEGACY LP 0% 08/14/2020, 0.00%, 08/14/20 | ETP | 29277EHE7 | - | - | 20,800,000 | $20,799,767 | 0.99 |
| CNPC FINANCE HK LTD 0% 08/17/2020, 0.00%, 08/17/20 | CNPCHK | 12623KHH3 | - | - | 20,500,000 | $20,499,497 | 0.98 |
| CABOT CORP 0% 08/27/2020, 0.00%, 08/27/20 | CABOTC | 12705WHT2 | - | - | 15,000,000 | $14,998,944 | 0.72 |
| FMC CORP 0% 08/14/2020, 0.00%, 08/14/20 | FMCCRP | 34410WHE5 | - | - | 14,900,000 | $14,899,778 | 0.71 |
| CENTENNIAL ENERGY HOLDINGS INC 0% 08/14/2020, 0.00%, 08/14/20 | CENTEN | 1513E2HE4 | - | - | 12,000,000 | $11,999,937 | 0.57 |
| CROWN CASTLE INTERNATIONAL CORP 0% 08/18/2020, 0.00%, 08/18/20 | CRWNCI | 22823PHJ5 | - | - | 10,000,000 | $9,999,425 | 0.48 |
| CROWN CASTLE INTERNATIONAL CORP 0% 08/26/2020, 0.00%, 08/26/20 | CRWNCI | 22823PHS5 | - | - | 10,000,000 | $9,998,454 | 0.48 |
| NOBLE ENERGY INC 0% 08/17/2020, 0.00%, 08/17/20 | NBLPP | 65505LHH2 | - | - | 8,275,000 | $8,274,825 | 0.40 |
| ENABLE MIDSTREAM PARTNERS LP 0% 08/14/2020, 0.00%, 08/14/20 | ENBLCP | 29248EHE3 | - | - | 8,000,000 | $7,999,910 | 0.38 |
| NOBLE ENERGY INC 0% 08/18/2020, 0.00%, 08/18/20 | NBLPP | 65505LHJ8 | - | - | 7,000,000 | $6,999,815 | 0.33 |
| SEGREGATED CASH | SEGCASH | - | - | $0.00 | 6,000,000 | $6,000,000 | 0.29 |
| AUSTRALIAN DOLLARS | AUD | - | - | - | 433,384 | $310,888 | 0.01 |
| NEW ZEALAND DOLLAR | CASHNZD | - | - | - | 270,364 | $177,576 | 0.01 |
| EURO | EUR | - | - | - | 108,266 | $128,161 | 0.01 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 | - | - | - | - | 117,800,000 | $84,503,809 | 4.04 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 | - | - | - | - | -117,800,000 | $-84,503,809 | -4.04 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 | - | - | - | - | 256,300,000 | $194,004,996 | 9.28 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 | - | - | - | - | -256,300,000 | $-194,004,996 | -9.28 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 | - | - | - | - | 256,300,000 | $194,004,996 | 9.28 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 | - | - | - | - | -256,300,000 | $-194,004,996 | -9.28 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 | - | - | - | - | 203,200,000 | $145,765,484 | 6.97 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 | - | - | - | - | -203,200,000 | $-145,765,484 | -6.97 |
| Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 | - | - | - | - | 135,500,000 | $97,200,901 | 4.65 |
| Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 | - | - | - | - | -135,500,000 | $-97,200,901 | -4.65 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 | - | - | - | - | 280,300,000 | $201,073,155 | 9.62 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 | - | - | - | - | -280,300,000 | $-201,073,155 | -9.62 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 | - | - | - | - | 273,000,000 | $206,645,977 | 9.88 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 | - | - | - | - | -273,000,000 | $-206,645,977 | -9.88 |
| FX Forward|CAD|08/26/2020 | +CAD0 | - | - | - | -7,950,000 | $-6,017,786 | -0.29 |
| FX Forward|USD|08/26/2020 | +CAD0 | - | - | - | 5,700,334 | $5,700,334 | 0.27 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -336,400,000 | $-241,321,488 | -11.54 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 221,000,335 | $221,000,335 | 10.57 |
| FX Forward|EUR|08/26/2020 | +EURU | - | - | - | -2,100,000 | $-2,486,395 | -0.12 |
| FX Forward|USD|08/26/2020 | +EURU | - | - | - | 2,305,983 | $2,305,983 | 0.11 |
| FX Forward|NZD|08/26/2020 | +NZD0 | - | - | - | -7,600,000 | $-4,991,597 | -0.24 |
| FX Forward|USD|08/26/2020 | +NZD0 | - | - | - | 4,648,464 | $4,648,464 | 0.22 |
| FX Forward|THB|08/26/2020 | +THB2 | - | - | - | -162,000,000 | $-5,215,022 | -0.25 |
| FX Forward|USD|08/26/2020 | +THB2 | - | - | - | 5,085,304 | $5,085,304 | 0.24 |
| FX Forward|KRW|08/26/2020 | +KRW2 | - | - | - | -4,650,000,000 | $-3,930,329 | -0.19 |
| FX Forward|USD|08/26/2020 | +KRW2 | - | - | - | 3,765,945 | $3,765,945 | 0.18 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | 9,100,000 | $6,528,019 | 0.31 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | -6,056,359 | $-6,056,359 | -0.29 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -4,400,000 | $-3,156,405 | -0.15 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 3,025,933 | $3,025,933 | 0.14 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -4,600,000 | $-3,299,878 | -0.16 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 3,211,366 | $3,211,366 | 0.15 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -1,500,000 | $-1,076,047 | -0.05 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 1,049,070 | $1,049,070 | 0.05 |
| FX Forward|AUD|08/26/2020 | +AUD0 | - | - | - | -2,700,000 | $-1,936,885 | -0.09 |
| FX Forward|USD|08/26/2020 | +AUD0 | - | - | - | 1,879,103 | $1,879,103 | 0.09 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -3,700,000 | $-2,654,249 | -0.13 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 2,590,174 | $2,590,174 | 0.12 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -10,300,000 | $-7,388,857 | -0.35 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 7,081,302 | $7,081,302 | 0.34 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -900,000 | $-645,628 | -0.03 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 622,508 | $622,508 | 0.03 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -4,400,000 | $-3,156,405 | -0.15 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 3,051,629 | $3,051,629 | 0.15 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -1,600,000 | $-1,147,784 | -0.05 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 1,099,741 | $1,099,741 | 0.05 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -3,000,000 | $-2,152,094 | -0.10 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 2,071,110 | $2,071,110 | 0.10 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -14,300,000 | $-10,258,315 | -0.49 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 9,900,748 | $9,900,748 | 0.47 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -15,200,000 | $-10,903,944 | -0.52 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 10,593,944 | $10,593,944 | 0.51 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -7,500,000 | $-5,380,235 | -0.26 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 5,239,707 | $5,239,707 | 0.25 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -34,700,000 | $-24,892,555 | -1.19 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 24,321,959 | $24,321,959 | 1.16 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | 10,000,000 | $7,173,647 | 0.34 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | -7,135,990 | $-7,135,990 | -0.34 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -5,750,000 | $-4,124,847 | -0.20 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 4,107,173 | $4,107,173 | 0.20 |
| FX Forward|AUD|08/26/2020 | +AUD0 | - | - | - | -10,200,000 | $-7,317,120 | -0.35 |
| FX Forward|USD|08/26/2020 | +AUD0 | - | - | - | 7,234,714 | $7,234,714 | 0.35 |
| FX Forward|CAD|08/26/2020 | +CADU | - | - | - | -1,700,000 | $-1,286,822 | -0.06 |
| FX Forward|USD|08/26/2020 | +CADU | - | - | - | 1,273,876 | $1,273,876 | 0.06 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -11,000,000 | $-7,891,012 | -0.38 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 7,884,759 | $7,884,759 | 0.38 |
| FX Forward|CAD|08/14/2020 | +CADU | - | - | - | -80,500,000 | $-60,934,070 | -2.91 |
| FX Forward|USD|08/14/2020 | +CADU | - | - | - | 60,143,258 | $60,143,258 | 2.88 |
| FX Forward|AUD|08/26/2020 | +AUD0 | - | - | - | -4,400,000 | $-3,156,405 | -0.15 |
| FX Forward|USD|08/26/2020 | +AUD0 | - | - | - | 3,165,070 | $3,165,070 | 0.15 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -500,000 | $-358,682 | -0.02 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 360,461 | $360,461 | 0.02 |
| FX Forward|AUD|08/26/2020 | +AUDU | - | - | - | -2,300,000 | $-1,649,939 | -0.08 |
| FX Forward|USD|08/26/2020 | +AUDU | - | - | - | 1,643,322 | $1,643,322 | 0.08 |
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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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