Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of August 12, 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 $23,993,357 1.16
Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 ANZ 052528AL0 - - 21,181,000 $22,081,677 1.06
Chevron U.S.A., Inc. FRN 12-AUG-2022, 0.37%, 08/12/22 CVX 166756AG1 - - 21,000,000 $21,004,414 1.00
PayPal Holdings, Inc. 1.35% 01-JUN-2023, 1.35%, 06/01/23 PYPL 70450YAF0 - - 19,469,000 $19,971,839 0.96
Hewlett Packard Enterprise Company 1.45% 01-APR-2024, 1.45%, 04/01/24 HPE 42824CBJ7 - - 18,800,000 $19,021,521 0.91
Mondelez International, Inc. 0.625% 01-JUL-2022, 0.62%, 07/01/22 MDLZ 609207AV7 - - 18,618,000 $18,707,872 0.89
Goldman Sachs Group, Inc. FRN 23-FEB-2023, 1.11%, 02/23/23 GS 38141GWU4 - - 16,958,000 $17,064,965 0.82
Alphabet Inc. 0.45% 15-AUG-2025, 0.45%, 08/15/25 GOOGL 02079KAH0 - - 17,000,000 $16,913,030 0.81
Fiserv, Inc. 3.8% 01-OCT-2023, 3.80%, 10/01/23 FISV 337738AQ1 - - 14,945,000 $16,604,899 0.79
AAI Ltd. (Australia) FRN 18-NOV-2040, 3.40%, 11/18/40 SUNAU QJ2204874 - - 22,120,000 $16,056,886 0.77
Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 SYDAU 87124VAF6 - - 14,400,000 $15,604,771 0.75
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 1.32%, 10/30/24 AUSGF AP6703965 - - 21,600,000 $15,538,542 0.74
Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 BAC 06051GJC4 - - 14,500,000 $14,881,282 0.71
Barclays Plc FRN 15-FEB-2023, 1.82%, 02/15/23 BACR 06738EBF1 - - 14,700,000 $14,818,542 0.71
JPMorgan Chase & Co. 1.514% 01-JUN-2024, 1.51%, 06/01/24 JPM 46647PBQ8 - - 13,500,000 $13,863,940 0.66
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 - - 13,000,000 $13,834,806 0.66
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 1.19%, 09/11/22 MIZUHO 60687YAN9 - - 13,615,000 $13,761,966 0.66
Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 INTU 46124HAA4 - - 13,565,000 $13,674,466 0.65
Export-Import Bank of Korea FRN 01-JUN-2021, 0.93%, 06/01/21 EIBKOR 302154CT4 - - 13,532,000 $13,588,356 0.65
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 15,820,000 $12,587,241 0.60
National Australia Bank Limited FRN 21-SEP-2026, 2.50%, 09/21/26 NAB QZ4979063 - - 16,866,000 $12,302,217 0.59
Macquarie Bank Ltd|2.3|01/22/2025, 2.30%, 01/22/25 MQGAU 55608PBE3 - - 11,500,000 $12,269,395 0.59
Royal Bank of Canada|.63288|01/17/2023, 0.63%, 01/17/23 RY 78015K7E8 - - 11,920,000 $11,938,129 0.57
Cardinal Health, Inc. FRN 15-JUN-2022, 1.08%, 06/15/22 CAH 14149YBG2 - - 11,865,000 $11,913,864 0.57
Citibank, National Association (4759) FRN 20-MAY-2022, 0.84%, 05/20/22 C ZS5603510 - - 16,500,000 $11,882,691 0.57
Oracle Corporation 2.5% 01-APR-2025, 2.50%, 04/01/25 ORCL 68389XBT1 - - 10,100,000 $10,988,996 0.53
Morgan Stanley FRN 20-JAN-2023, 0.77%, 01/20/23 MS 6174468K8 - - 10,500,000 $10,532,305 0.50
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 - - 13,322,000 $10,440,233 0.50
Morgan Stanley FRN 24-OCT-2023, 1.66%, 10/24/23 MS 61746BEC6 - - 10,005,000 $10,193,727 0.49
eBay Inc. 1.9% 11-MAR-2025, 1.90%, 03/11/25 EBAY 278642AV5 - - 9,600,000 $10,158,492 0.49
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 1.33%, 12/06/24 NETFIN AQ2180349 - - 14,120,000 $10,151,206 0.49
Westpac Banking Corp|.65625|01/13/2023, 0.66%, 01/13/23 WSTP 961214EK5 - - 10,000,000 $10,035,101 0.48
Home Depot, Inc. 2.7% 01-APR-2023, 2.70%, 04/01/23 HD 437076AZ5 - - 9,200,000 $9,810,548 0.47
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 - - 8,920,000 $9,699,679 0.46
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 - - 9,200,000 $9,683,257 0.46
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 1.20%, 11/12/21 VW 928668AQ5 - - 9,600,000 $9,597,944 0.46
Florida Power & Light Company FRN 28-JUL-2023, 0.64%, 07/28/23 NEE 341081GA9 - - 9,400,000 $9,407,746 0.45
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,020,000 $9,402,838 0.45
Lloyds Banking Group PLC|1.326|06/15/2023, 1.33%, 06/15/23 LLOYDS 53944YAM5 - - 9,100,000 $9,204,970 0.44
Caterpillar Financial Services Corporation FRN 12-NOV-2021, 0.46%, 11/12/21 CAT 14913Q3D9 - - 9,150,000 $9,152,988 0.44
Toyota Motor Credit Corp|.5|08/14/2023, 0.50%, 08/14/23 TOYOTA 89236THF5 - - 9,000,000 $8,997,395 0.43
John Deere Capital Corporation 0.55% 05-JUL-2022, 0.55%, 07/05/22 DE 24422EVG1 - - 8,800,000 $8,856,593 0.42
American Honda Finance Corp. 0.875% 07-JUL-2023, 0.88%, 07/07/23 HNDA 02665WDK4 - - 8,700,000 $8,794,728 0.42
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 - - 8,050,000 $8,740,629 0.42
Industrial and Commercial Bank of China Limited FRN 14-DEC-2020, 1.08%, 12/14/20 ICBCAS AQ3247683 - - 8,700,000 $8,715,609 0.42
Bank of Montreal|1.85|05/01/2025, 1.85%, 05/01/25 BMO 06367WB85 - - 8,100,000 $8,571,372 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 $8,382,367 0.40
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 - - 7,740,000 $8,245,742 0.39
Verizon Communications Inc. FRN 15-MAY-2025, 1.49%, 05/15/25 VZ 92343VEP5 - - 8,000,000 $8,234,683 0.39
Bank of Nova Scotia|1.3|06/11/2025, 1.30%, 06/11/25 BNS 064159VL7 - - 8,000,000 $8,219,831 0.39
Amazon.com, Inc. 0.8% 03-JUN-2025, 0.80%, 06/03/25 AMZN 023135BQ8 - - 8,100,000 $8,210,310 0.39
CVS Health Corporation 3.375% 12-AUG-2024, 3.38%, 08/12/24 CVS 126650CF5 - - 7,485,000 $8,195,234 0.39
Canadian Imperial Bank of Commerce|.95|06/23/2023, 0.95%, 06/23/23 CM 13607GRK2 - - 8,050,000 $8,139,583 0.39
Commonwealth Bank of Australia|3.35|06/04/2024, 3.35%, 06/04/24 CBAAU 2027A1KB2 - - 7,164,000 $7,914,242 0.38
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 - - 10,500,000 $7,859,259 0.38
American Express Company FRN 20-MAY-2022, 1.00%, 05/20/22 AXP 025816CE7 - - 7,700,000 $7,770,031 0.37
Bank of Queensland Limited FRN 10-MAY-2026, 3.50%, 05/10/26 BQDAU JK8304210 - - 10,550,000 $7,670,300 0.37
Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 C 17308CC46 - - 7,400,000 $7,600,171 0.36
Capital One Financial Corporation FRN 30-JAN-2023, 0.99%, 01/30/23 COF 14040HBV6 - - 7,600,000 $7,587,889 0.36
Perth Airport Pty Ltd. 5.5% 25-MAR-2021, 5.50%, 03/25/21 WESAIR EK1306886 - - 10,132,000 $7,583,645 0.36
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 0.82%, 11/09/22 ANZ 05252ACZ2 - - 7,535,000 $7,579,079 0.36
Bank of America Corporation FRN 23-JUL-2024, 1.22%, 07/23/24 BAC 06051GHK8 - - 7,400,000 $7,491,445 0.36
Toyota Motor Credit Corporation 1.8% 13-FEB-2025, 1.80%, 02/13/25 TOYOTA 89236TGT6 - - 7,000,000 $7,404,945 0.35
Macquarie Group Limited FRN 27-MAR-2024, 1.66%, 03/27/24 MQGAU 55608KAM7 - - 7,302,000 $7,390,664 0.35
Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 TD 89114QCH9 - - 7,200,000 $7,379,715 0.35
Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 GS 38141GXJ8 - - 6,500,000 $7,292,978 0.35
National Australia Bank Ltd|.95875|11/04/2021, 0.96%, 11/04/21 NAB 6325C0DW8 - - 7,200,000 $7,257,022 0.35
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 - - 6,828,000 $7,171,020 0.34
Commonwealth Bank of Australia FRN 03-JUN-2026, 2.75%, 06/03/26 CBAAU LW2645668 - - 9,700,000 $7,077,965 0.34
Royal Bank of Canada FRN 05-OCT-2023, 0.96%, 10/05/23 RY 78013XW61 - - 6,995,000 $7,044,618 0.34
Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 AAPL 037833DM9 - - 6,500,000 $6,874,841 0.33
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 - - 6,660,000 $6,842,872 0.33
Mizuho Financial Group, Inc. 1.241% 10-JUL-2024, 1.24%, 07/10/24 MIZUHO 60687YBF5 - - 6,700,000 $6,794,067 0.32
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 0.68%, 11/01/21 AMTD 87236YAG3 - - 6,630,000 $6,650,195 0.32
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.85%, 05/17/21 ANZ 05252ADC2 - - 6,600,000 $6,632,496 0.32
IBM Credit LLC FRN 30-NOV-2020, 0.83%, 11/30/20 IBM 44932HAJ2 - - 6,500,000 $6,520,380 0.31
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 - - 6,404,000 $6,514,547 0.31
AusNet Services Holdings Pty Ltd. 7.5% 01-APR-2021, 7.50%, 04/01/21 ANVAU EI6263145 - - 8,500,000 $6,508,833 0.31
Suncorp Group Limited FRN 05-DEC-2028, 2.25%, 12/05/28 SUNAU AT9997863 - - 9,000,000 $6,495,042 0.31
DBS Group Holdings Ltd FRN 16-MAR-2028, 1.68%, 03/16/28 DBSSP AR6199681 - - 9,040,000 $6,483,291 0.31
CNOOC Finance (2015) U.S.A. LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 - - 6,000,000 $6,477,163 0.31
Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 1.04%, 06/14/21 ICBCAS AS9547462 - - 6,400,000 $6,411,443 0.31
Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 NDASS 65557CBE2 - - 6,300,000 $6,393,898 0.31
Commonwealth Bank of Australia FRN 04-JUN-2024, 1.15%, 06/04/24 CBAAU 2027A0KC2 - - 6,100,000 $6,200,266 0.30
CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 CKHH 12564CAA4 - - 5,700,000 $6,125,742 0.29
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 - - 8,180,000 $6,108,232 0.29
Korea East-West Power Co., Ltd. 1.75% 06-MAY-2025, 1.75%, 05/06/25 KOEWPW BJ0835311 - - 5,854,000 $6,083,502 0.29
BROADCOM INC|2.25|11/15/2023, 2.25%, 11/15/23 AVGO - - - 5,800,000 $6,068,110 0.29
National Australia Bank Limited FRN 22-MAY-2022, 1.08%, 05/22/22 NAB 6325C0DQ1 - - 6,000,000 $6,060,576 0.29
Morgan Stanley FRN 03-FEB-2023, 0.83%, 02/03/23 MS 6174468M4 - - 8,150,000 $6,040,892 0.29
Bendigo & Adelaide Bank Ltd|2.9006|12/09/2026, 2.90%, 12/09/26 BENAU AL5167005 - - 8,250,000 $6,034,993 0.29
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 - - 8,140,000 $5,999,582 0.29
General Motors Financial Co., Inc. FRN 09-APR-2021, 1.12%, 04/09/21 GM 37045XCH7 - - 6,003,000 $5,996,353 0.29
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 1.13%, 07/19/23 SUMIBK 86562MBA7 - - 5,900,000 $5,942,544 0.28
Westpac Banking Corp|2.894|02/04/2030, 2.89%, 02/04/30 WSTP 961214EM1 - - 5,750,000 $5,924,475 0.28
ASB Bank Ltd. FRN 14-JUN-2023, 1.28%, 06/14/23 ASBBNK 00216LAB9 - - 5,810,000 $5,913,880 0.28
Citigroup Inc. FRN 08-DEC-2021, 1.39%, 12/08/21 C 172967LB5 - - 5,750,000 $5,820,943 0.28
Nordea Bank AB FRN 30-AUG-2023, 2.55%, 08/30/23 NDASS 65557CAZ6 - - 5,700,000 $5,736,890 0.27
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 1.56%, 07/12/24 ADLAIR AO1975298 - - 8,200,000 $5,692,405 0.27
Bank of America Corporation FRN 25-JUN-2022, 0.95%, 06/25/22 BAC 06051GHJ1 - - 5,600,000 $5,631,621 0.27
National Australia Bank Limited FRN 20-SEP-2021, 0.89%, 09/20/21 NAB 6325C0DV0 - - 5,500,000 $5,531,132 0.26
Cooperatieve Rabobank UA 1.339% 24-JUN-2026, 1.34%, 06/24/26 RABOBK 74977RDH4 - - 5,400,000 $5,490,281 0.26
Bank of Queensland Limited FRN 26-OCT-2020, 1.27%, 10/26/20 BQDAU QZ8102027 - - 7,620,000 $5,478,238 0.26
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 - - 5,000,000 $5,463,046 0.26
Citigroup Inc. FRN 04-MAY-2021, 1.65%, 05/04/21 C 172967KP5 - - 7,435,000 $5,370,750 0.26
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 - - 5,100,000 $5,358,196 0.26
AMP Bank Ltd. FRN 24-MAY-2021, 2.23%, 05/24/21 AMPAU LW1353652 - - 7,350,000 $5,313,920 0.25
Verizon Communications Inc. FRN 16-MAR-2022, 1.32%, 03/16/22 VZ 92343VDX9 - - 5,100,000 $5,183,661 0.25
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 - - 5,100,000 $5,155,135 0.25
American Express Company FRN 17-MAY-2021, 0.91%, 05/17/21 AXP 025816BV0 - - 5,125,000 $5,152,817 0.25
Ralph Lauren Corporation 1.7% 15-JUN-2022, 1.70%, 06/15/22 RL 731572AA1 - - 5,000,000 $5,127,992 0.25
Horse Gallop Finance Ltd. FRN 28-JUN-2021, 1.49%, 06/28/21 ICBCIH AT1180963 - - 5,050,000 $5,045,947 0.24
JPMorgan Chase & Co. FRN 18-JUN-2022, 0.92%, 06/18/22 JPM 46647PAT3 - - 5,000,000 $5,035,000 0.24
Citibank, National Association FRN 19-FEB-2022, 0.91%, 02/19/22 C 17325FAU2 - - 5,000,000 $5,016,986 0.24
Sumitomo Mitsui Financial Group, Inc. FRN 17-JAN-2023, 1.01%, 01/17/23 SUMIBK 86562MAW0 - - 5,000,000 $5,004,869 0.24
Toronto-Dominion Bank FRN 19-JUL-2023, 0.91%, 07/19/23 TD 89114QC55 - - 4,900,000 $4,943,831 0.24
Bank of Nova Scotia FRN 19-SEP-2022, 0.94%, 09/19/22 BNS 064159KE5 - - 4,900,000 $4,943,150 0.24
Verizon Communications Inc. FRN 17-FEB-2023, 1.32%, 02/17/23 VZ AO6240110 - - 6,830,000 $4,920,539 0.24
Bank of America Corporation FRN 21-OCT-2022, 1.45%, 10/21/22 BAC 06051GFY0 - - 4,800,000 $4,852,466 0.23
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 - - 4,746,000 $4,850,002 0.23
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 - - 4,600,000 $4,826,851 0.23
Lloyds Banking Group Plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 - - 4,300,000 $4,806,392 0.23
Molson Coors Beverage Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 - - 4,600,000 $4,663,415 0.22
Walmart Inc. 3.3% 22-APR-2024, 3.30%, 04/22/24 WMT 931142DP5 - - 4,187,000 $4,630,181 0.22
Caterpillar Financial Services Corporation 0.65% 07-JUL-2023, 0.65%, 07/07/23 CAT 14913R2D8 - - 4,600,000 $4,627,351 0.22
Toronto-Dominion Bank|.55034|01/27/2023, 0.55%, 01/27/23 TD 89114QCF3 - - 4,620,000 $4,619,635 0.22
Westpac Banking Corporation FRN 10-MAR-2026, 3.20%, 03/10/26 WSTP JK2350201 - - 6,200,000 $4,519,758 0.22
Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.11%, 01/19/22 BENAU AU8747019 - - 6,200,000 $4,487,557 0.21
Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 MARS 571676AA3 - - 4,097,000 $4,479,118 0.21
Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 2.07%, 08/18/20 BENAU UV4812417 - - 6,100,000 $4,397,221 0.21
Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 WMT 931142EL3 - - 4,000,000 $4,363,733 0.21
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 - - 5,480,000 $4,296,423 0.21
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 - - 4,000,000 $4,253,086 0.20
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 - - 4,200,000 $4,252,394 0.20
GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 - - 5,600,000 $4,228,337 0.20
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 - - 5,000,000 $4,217,777 0.20
Morgan Stanley FRN 21-APR-2021, 1.67%, 04/21/21 MS 61746BEB8 - - 4,175,000 $4,214,421 0.20
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 - - 4,000,000 $4,153,621 0.20
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 - - 4,100,000 $4,136,003 0.20
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 - - 3,780,000 $4,126,075 0.20
JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 JPM 46647PBB1 - - 3,900,000 $4,120,527 0.20
Morgan Stanley FRN 10-JUN-2022, 0.94%, 06/10/22 MS 6174468H5 - - 4,100,000 $4,119,831 0.20
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 - - 4,050,000 $4,091,929 0.20
Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 1.20%, 03/17/21 SHNHAN AM7966022 - - 5,620,000 $4,051,623 0.19
Toronto-Dominion Bank FRN 01-DEC-2022, 0.88%, 12/01/22 TD 89114QCE6 - - 4,000,000 $4,030,661 0.19
Daimler Finance North America LLC FRN 22-FEB-2021, 0.81%, 02/22/21 DAIGR 233851DC5 - - 4,018,000 $4,023,819 0.19
Westpac Banking Corporation FRN 26-FEB-2024, 1.13%, 02/26/24 WSTP 961214EB5 - - 3,950,000 $4,011,812 0.19
CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 CVS 126650DE7 - - 3,690,000 $3,999,734 0.19
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 - - 5,310,000 $3,956,018 0.19
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 - - 3,600,000 $3,942,468 0.19
Home Depot, Inc. FRN 01-MAR-2022, 0.66%, 03/01/22 HD 437076BU5 - - 3,900,000 $3,912,356 0.19
Toyota Motor Credit Corporation FRN 08-JAN-2021, 0.82%, 01/08/21 TOYOTA 89236TFR1 - - 3,900,000 $3,909,730 0.19
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 - - 3,500,000 $3,825,557 0.18
Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.22%, 07/08/21 HYNMTR 44891AAV9 - - 3,800,000 $3,805,762 0.18
Broadcom Corporation 3.625% 15-JAN-2024, 3.62%, 01/15/24 AVGO 11134LAF6 - - 3,500,000 $3,793,730 0.18
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 - - 3,500,000 $3,791,331 0.18
Hyundai Capital America, Inc. FRN 12-MAR-2021, 1.14%, 03/12/21 HYNMTR 44891AAT4 - - 3,758,000 $3,763,179 0.18
Daimler Finance North America LLC FRN 22-FEB-2022, 1.24%, 02/22/22 DAIGR 233851DQ4 - - 3,750,000 $3,762,693 0.18
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 - - 3,500,000 $3,762,511 0.18
American Honda Finance Corp. FRN 08-JAN-2021, 0.75%, 01/08/21 HNDA 02665WCR0 - - 3,700,000 $3,707,669 0.18
Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 IADB AO7138362 - - 257,500,000 $3,643,997 0.17
Westpac Banking Corporation FRN 11-JAN-2023, 0.84%, 01/11/23 WSTP 961214DT7 - - 3,600,000 $3,633,485 0.17
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 0.67%, 12/07/20 CAT 14913Q2R9 - - 3,600,000 $3,608,532 0.17
AusNet Services Holdings Pty Ltd. 5.375% 02-JUL-2024, 5.38%, 07/02/24 ANVAU EK3489227 - - 4,400,000 $3,542,176 0.17
Boston Scientific Corporation 3.45% 01-MAR-2024, 3.45%, 03/01/24 BSX 101137AV9 - - 3,200,000 $3,528,965 0.17
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 - - 3,290,000 $3,477,954 0.17
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 - - 3,289,000 $3,476,897 0.17
Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 DIS 254687FK7 - - 3,300,000 $3,464,255 0.17
Daimler Finance North America LLC FRN 15-FEB-2022, 1.29%, 02/15/22 DAIGR 233851DV3 - - 3,450,000 $3,463,851 0.17
Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 SINOPE 82939GAF5 - - 3,300,000 $3,448,439 0.16
Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 BMO 06367WJM6 - - 3,270,000 $3,440,881 0.16
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 0.94%, 09/21/21 NSANY 654740BN8 - - 3,500,000 $3,431,260 0.16
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 2.13%, 02/25/21 GS 38143U8G9 - - 3,380,000 $3,426,135 0.16
Optus Finance Pty Ltd. 3.25% 23-AUG-2022, 3.25%, 08/23/22 SGTOPT AO7579482 - - 4,500,000 $3,423,620 0.16
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 1.04%, 10/31/22 GS 38148YAB4 - - 3,400,000 $3,415,032 0.16
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.11%, 08/29/22 ETSA AO8114958 - - 4,750,000 $3,414,160 0.16
Walmart Inc. FRN 23-JUN-2021, 0.54%, 06/23/21 WMT 931142EH2 - - 3,400,000 $3,409,922 0.16
Bank of America Corporation FRN 20-JAN-2023, 1.43%, 01/20/23 BAC 06051GGH6 - - 3,350,000 $3,388,875 0.16
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 - - 5,015,000 $3,360,359 0.16
CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 CNOOC EJ8590758 - - 3,000,000 $3,352,261 0.16
United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 UOBSP 91127KAC6 - - 3,100,000 $3,347,011 0.16
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 1.10%, 01/10/22 RABOBK 21688AAK8 - - 3,300,000 $3,334,593 0.16
JPMorgan Chase & Co. FRN 25-APR-2023, 1.14%, 04/25/23 JPM 46647PAD8 - - 3,300,000 $3,330,096 0.16
Woolworths Group Limited 4.55% 12-APR-2021, 4.55%, 04/12/21 WOWAU 980888AF8 - - 3,200,000 $3,319,560 0.16
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023NAA0 - - 3,000,000 $3,285,390 0.16
Lloyds Banking Group Plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 - - 3,100,000 $3,261,626 0.16
General Motors Financial Co., Inc. FRN 05-JAN-2023, 1.29%, 01/05/23 GM 37045XCE4 - - 3,300,000 $3,245,320 0.16
DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 DBSSP 24023KAE8 - - 3,100,000 $3,231,386 0.15
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 - - 2,930,000 $3,230,348 0.15
IBM Credit LLC FRN 20-JAN-2021, 0.53%, 01/20/21 IBM 44932HAE3 - - 3,200,000 $3,204,672 0.15
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 - - 4,210,000 $3,187,167 0.15
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 - - 3,980,000 $3,182,041 0.15
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 - - 4,310,000 $3,176,480 0.15
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 - - 4,100,000 $3,131,748 0.15
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 - - 2,800,000 $3,100,703 0.15
Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 ORCL 68389XBB0 - - 2,950,000 $3,066,149 0.15
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 2.09%, 09/26/23 RABOBK 74977RDD3 - - 3,000,000 $3,050,237 0.15
Hershey Company 0.9% 01-JUN-2025, 0.90%, 06/01/25 HSY 427866BF4 - - 3,000,000 $3,036,969 0.15
Commonwealth Bank of Australia FRN 16-MAR-2023, 1.02%, 03/16/23 CBAAU 2027A0JY6 - - 3,000,000 $3,032,640 0.15
American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 AXP 025816CD9 - - 2,900,000 $3,029,890 0.14
Constellation Brands, Inc. FRN 15-NOV-2021, 1.09%, 11/15/21 STZ 21036PBA5 - - 3,000,000 $3,008,193 0.14
General Motors Company FRN 10-SEP-2021, 1.21%, 09/10/21 GM 37045VAR1 - - 3,000,000 $2,997,797 0.14
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 - - 2,841,000 $2,995,411 0.14
Westpac Banking Corporation FRN 27-AUG-2029, 2.08%, 08/27/29 WSTP ZR2259201 - - 4,100,000 $2,986,938 0.14
Hyundai Capital America, Inc. 2.375% 10-FEB-2023, 2.38%, 02/10/23 HYNMTR 44891ABE6 - - 2,900,000 $2,973,616 0.14
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 - - 2,700,000 $2,960,180 0.14
eBay Inc. FRN 30-JAN-2023, 1.14%, 01/30/23 EBAY 278642AT0 - - 2,900,000 $2,927,930 0.14
Wells Fargo & Company FRN 27-APR-2022, 1.20%, 04/27/22 WFC 949746SR3 - - 4,000,000 $2,884,182 0.14
Mizuho Financial Group, Inc. FRN 28-FEB-2022, 1.31%, 02/28/22 MIZUHO 60687YAJ8 - - 2,844,000 $2,878,787 0.14
National Australia Bank Limited 3.375% 20-SEP-2021, 3.38%, 09/20/21 NAB 63254AAZ1 - - 2,750,000 $2,874,977 0.14
Morgan Stanley FRN 20-JAN-2022, 1.45%, 01/20/22 MS 61746BEE2 - - 2,850,000 $2,865,253 0.14
Apple Inc. 0.75% 11-MAY-2023, 0.75%, 05/11/23 AAPL 037833DV9 - - 2,780,000 $2,812,225 0.13
Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 HYNMTR 44891ABA4 - - 2,700,000 $2,799,298 0.13
Capital One Financial Corporation 2.6% 11-MAY-2023, 2.60%, 05/11/23 COF 14040HCD5 - - 2,600,000 $2,744,882 0.13
RedZed Trust Series 2018-1|2.49|03/09/2050, 2.49%, 03/09/50 REDZE BCC2HM3M8 - - 3,800,000 $2,732,771 0.13
Heritage Bank Ltd. FRN 12-AUG-2022, 0.91%, 08/12/22 HBSAU AZ8502462 - - 3,780,000 $2,725,557 0.13
Capital One, National Association FRN 30-JAN-2023, 1.42%, 01/30/23 COF 14042RFJ5 - - 2,675,000 $2,690,269 0.13
Broadcom Inc|4.7|04/15/2025, 4.70%, 04/15/25 AVGO 11135FBC4 - - 2,300,000 $2,661,696 0.13
JPMorgan Chase & Co. FRN 23-APR-2024, 0.99%, 04/23/24 JPM 46647PAQ9 - - 2,649,000 $2,659,486 0.13
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 - - 2,550,000 $2,657,939 0.13
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 - - 3,100,000 $2,568,368 0.12
American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 AXP 025816CG2 - - 2,400,000 $2,564,897 0.12
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 - - 2,370,000 $2,529,864 0.12
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 - - 2,400,000 $2,508,504 0.12
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 0.67%, 04/26/21 RABOBK 21688AAP7 - - 2,500,000 $2,507,089 0.12
Vulcan Materials Company FRN 01-MAR-2021, 1.00%, 03/01/21 VMC 929160AX7 - - 2,500,000 $2,504,770 0.12
Volkswagen Group of America Finance LLC 2.9% 13-MAY-2022, 2.90%, 05/13/22 VW 928668BC5 - - 2,400,000 $2,504,422 0.12
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 1.52%, 04/23/21 UOBSP 91127KAB8 - - 2,500,000 $2,502,140 0.12
Walt Disney Company FRN 04-MAR-2022, 1.64%, 03/04/22 DIS 25468PDS2 - - 2,490,000 $2,501,010 0.12
Pepper Residential Securities Trust No. 22|1.18675|06/20/2060, 1.19%, 06/20/60 PEPAU 71338AAA9 - - 2,470,093 $2,468,214 0.12
JPMorgan Chase & Co. 2.75% 01-FEB-2023, 2.75%, 02/01/23 JPM EJ5331958 - - 1,900,000 $2,432,390 0.12
Commonwealth Bank of Australia FRN 06-SEP-2021, 1.14%, 09/06/21 CBAAU 2027A1HX8 - - 2,400,000 $2,422,996 0.12
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 0.91%, 06/06/22 CAT 14913QAB5 - - 2,400,000 $2,420,209 0.12
American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 HNDA 02665WCY5 - - 2,300,000 $2,381,791 0.11
Canadian Imperial Bank of Commerce|.566|02/02/2021, 0.57%, 02/02/21 CM 136069XZ9 - - 2,350,000 $2,353,332 0.11
Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 CAT 14913Q3B3 - - 2,150,000 $2,307,834 0.11
Westpac Banking Corp|1.11238|05/15/2023, 1.11%, 05/15/23 WSTP 961214EA7 - - 2,244,000 $2,274,967 0.11
Connecteast Finance Pty Ltd. 5.75% 02-SEP-2020, 5.75%, 09/02/20 CEUAU EJ8026167 - - 3,040,000 $2,241,909 0.11
Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 SINOPE 82939GAK4 - - 2,100,000 $2,216,007 0.11
Volkswagen Group of America Finance LLC|1.2035|11/13/2020, 1.20%, 11/13/20 VW AV5564670 - - 2,200,000 $2,208,329 0.11
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 - - 2,150,000 $2,170,436 0.10
American Express Company FRN 01-AUG-2022, 0.86%, 08/01/22 AXP 025816BN8 - - 2,150,000 $2,165,177 0.10
Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 0.97%, 09/13/23 CM 13607RAE0 - - 2,140,000 $2,163,461 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 $2,162,195 0.10
Lloyds Banking Group Plc FRN 20-MAR-2023, 1.40%, 03/20/23 LLOYDS AP1140486 - - 3,000,000 $2,148,082 0.10
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.07%, 02/07/23 UELAU AQ8840888 - - 3,000,000 $2,147,397 0.10
CNOOC Finance (2013) Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 CNOOC 12625GAC8 - - 2,000,000 $2,114,967 0.10
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 - - 2,050,000 $2,110,311 0.10
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 1.41%, 10/19/21 SUMIBK 86562MAJ9 - - 2,070,000 $2,095,836 0.10
Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 COF 14042RNW7 - - 2,000,000 $2,080,251 0.10
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 - - 2,000,000 $2,073,579 0.10
Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 2.54%, 11/30/28 BENAU AV7986590 - - 2,800,000 $2,041,687 0.10
Goldman Sachs Group, Inc. FRN 23-APR-2021, 1.60%, 04/23/21 GS 38141GVW1 - - 2,000,000 $2,015,745 0.10
United Energy Distribution Pty Ltd|2.2|10/29/2026, 2.20%, 10/29/26 UELAU ZR6539137 - - 2,700,000 $2,014,747 0.10
Bank of Montreal FRN 13-APR-2021, 0.73%, 04/13/21 BMO 06367T4X5 - - 2,000,000 $2,006,800 0.10
Bank of Nova Scotia FRN 20-APR-2021, 0.71%, 04/20/21 BNS 064159LH7 - - 2,000,000 $2,006,185 0.10
Toyota Motor Credit Corporation FRN 13-APR-2021, 0.55%, 04/13/21 TOYOTA 89236TEV3 - - 2,000,000 $2,003,381 0.10
Daimler Finance North America LLC FRN 04-MAY-2021, 0.80%, 05/04/21 DAIGR 233851DK7 - - 2,000,000 $1,999,367 0.10
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 0.52%, 07/01/26 ENVAU ED8440239 - - 3,000,000 $1,991,701 0.10
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 - - 1,896,000 $1,975,595 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 $1,930,927 0.09
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 - - 2,400,000 $1,929,600 0.09
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 0.90%, 05/15/23 CAT 14913Q2M0 - - 1,900,000 $1,912,363 0.09
SGSP (Australia) Assets Pty Ltd. 5.5% 12-MAR-2021, 5.50%, 03/12/21 SGSPAA EK1048710 - - 2,500,000 $1,882,916 0.09
Downer Group Finance Pty Ltd. 4.5% 11-MAR-2022, 4.50%, 03/11/22 DOWAU EK7841308 - - 2,480,000 $1,859,864 0.09
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 DBSSP QZ3079600 - - 1,800,000 $1,846,080 0.09
QIC Finance Shopping Center Fund Pty Ltd|1.3679|08/15/2025, 1.37%, 08/15/25 QIC ZR0093453 - - 2,620,000 $1,828,411 0.09
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 - - 1,800,000 $1,819,898 0.09
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 0.75%, 01/10/23 RABOBK 21688AAM4 - - 1,800,000 $1,810,763 0.09
Bank of Nova Scotia FRN 08-JAN-2021, 0.57%, 01/08/21 BNS 064159KU9 - - 1,800,000 $1,802,569 0.09
Commonwealth Bank of Australia FRN 18-JAN-2021, 1.25%, 01/18/21 CBAAU JV6123923 - - 2,500,000 $1,802,457 0.09
Goldman Sachs Group, Inc. FRN 26-AUG-2020, 1.29%, 08/26/20 GS EK9246688 - - 2,500,000 $1,798,520 0.09
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 1.26%, 07/28/21 ANZNZ 00182EBB4 - - 1,725,000 $1,740,599 0.08
RESIMAC Premier Series 2018-1|.95538|11/10/2049, 0.96%, 11/10/49 RESI 76119HAA8 - - 1,716,982 $1,715,436 0.08
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 - - 2,200,000 $1,707,449 0.08
National Australia Bank Limited FRN 12-JAN-2021, 0.62%, 01/12/21 NAB 6325C1CU1 - - 1,700,000 $1,702,421 0.08
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 - - 2,200,000 $1,684,690 0.08
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 - - 2,170,000 $1,675,582 0.08
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 - - 2,200,000 $1,636,053 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 $1,629,527 0.08
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 - - 1,475,000 $1,625,493 0.08
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 - - 1,500,000 $1,601,180 0.08
Wells Fargo & Company FRN 27-JUL-2021, 1.42%, 07/27/21 WFC 949746SD4 - - 2,197,000 $1,587,500 0.08
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 1.38%, 06/05/23 GS 38141GWK6 - - 1,550,000 $1,566,236 0.07
Bank of America Corporation FRN 05-AUG-2021, 1.65%, 08/05/21 BAC QZ0182266 - - 2,100,000 $1,519,357 0.07
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 - - 2,100,000 $1,474,239 0.07
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 1.10%, 03/07/22 ANZ AM6596564 - - 2,000,000 $1,454,681 0.07
Westpac Banking Corporation FRN 07-FEB-2022, 1.21%, 02/07/22 WSTP AM2183276 - - 2,000,000 $1,453,647 0.07
National Australia Bank Limited FRN 10-FEB-2023, 0.90%, 02/10/23 NAB AP8367280 - - 2,000,000 $1,451,615 0.07
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 - - 1,900,000 $1,419,656 0.07
Commonwealth Bank of Australia|1.14288|09/06/2021, 1.14%, 09/06/21 CBAAU 2027A0HX0 - - 1,350,000 $1,362,935 0.07
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 - - 1,300,000 $1,357,746 0.06
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 - - 1,230,000 $1,309,754 0.06
Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 SUMIBK 86562MBM1 - - 1,200,000 $1,286,919 0.06
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 1,530,000 $1,266,052 0.06
Wells Fargo & Company FRN 24-JAN-2023, 1.37%, 01/24/23 WFC 949746SL6 - - 1,250,000 $1,262,100 0.06
Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 RY 78013X6D5 - - 1,200,000 $1,259,369 0.06
CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 CKHH 12563XAB7 - - 1,200,000 $1,255,635 0.06
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 - - 1,650,000 $1,243,364 0.06
Commonwealth Bank of Australia FRN 18-SEP-2022, 0.99%, 09/18/22 CBAAU 2027A0JS9 - - 1,200,000 $1,213,261 0.06
Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 1.05%, 07/12/22 SUMIBK 86562MAP5 - - 1,200,000 $1,208,217 0.06
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 - - 1,520,000 $1,187,130 0.06
Members Equity Bank Ltd. FRN 16-APR-2021, 1.37%, 04/16/21 MEB AR9324302 - - 1,600,000 $1,153,192 0.06
Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 HYNMTR 44891AAR8 - - 1,088,000 $1,148,545 0.05
Lloyds Banking Group Plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 - - 1,500,000 $1,143,700 0.05
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 1.12825% 11-SEP-2048, 1.13%, 09/11/48 RESI 76118RAA7 - - 1,142,874 $1,142,386 0.05
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 - - 1,100,000 $1,117,482 0.05
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 - - 1,100,000 $1,113,080 0.05
Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 DIS 25468PDE3 - - 1,100,000 $1,111,539 0.05
Aurizon Network Pty Ltd. 5.75% 28-OCT-2020, 5.75%, 10/28/20 AZJAU EJ8893137 - - 1,500,000 $1,104,504 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 $1,102,093 0.05
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.15%, 01/25/23 BENAU AQ7821640 - - 1,500,000 $1,089,555 0.05
Wells Fargo & Company FRN 11-FEB-2022, 1.18%, 02/11/22 WFC 949746SP7 - - 1,083,000 $1,086,959 0.05
Bank of Queensland Limited FRN 16-NOV-2021, 1.12%, 11/16/21 BQDAU AP9329420 - - 1,500,000 $1,084,948 0.05
Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 KOSEPW EJ8271813 - - 1,470,000 $1,083,618 0.05
Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 RABOBK 74977RDF8 - - 1,000,000 $1,069,099 0.05
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 - - 1,400,000 $1,053,573 0.05
Pepper Residential Securities Trust No. 24|1.08675|11/18/2060, 1.09%, 11/18/60 PEPAU 71338CAA5 - - 1,055,200 $1,052,935 0.05
Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 WSTP 961214EH2 - - 950,000 $1,027,123 0.05
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 1.56%, 04/20/21 BENAU JK7580364 - - 1,400,000 $1,012,691 0.05
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 - - 1,000,000 $1,009,967 0.05
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 1.01%, 10/18/22 SUMIBK 86562MAT7 - - 1,000,000 $1,004,915 0.05
Caterpillar Financial Services Corporation FRN 15-MAR-2021, 0.54%, 03/15/21 CAT 14913Q2H1 - - 1,000,000 $1,002,099 0.05
American Honda Finance Corp. FRN 10-MAY-2023, 0.61%, 05/10/23 HNDA 02665WDG3 - - 1,000,000 $995,881 0.05
JPMorgan Chase & Co. FRN 24-OCT-2023, 1.49%, 10/24/23 JPM 46625HRW2 - - 950,000 $967,234 0.05
AMP Bank Ltd. FRN 06-OCT-2020, 0.85%, 10/06/20 AMPAU AP3225616 - - 1,300,000 $933,120 0.04
Liberty Financial Pty Ltd. FRN 07-MAR-2022, 3.35%, 03/07/22 LBRFI AX1631495 - - 1,300,000 $930,429 0.04
Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 2.80%, 05/17/26 ANZ QJ6184601 - - 1,272,000 $928,860 0.04
Citizens Bank, N.A. FRN 26-MAY-2022, 1.17%, 05/26/22 CFG 17401QAM3 - - 900,000 $906,525 0.04
Credit Union Australia Ltd|1.3506|09/06/2021, 1.35%, 09/06/21 CRUNAU AU3081299 - - 1,200,000 $869,840 0.04
Members Equity Bank Ltd. FRN 09-NOV-2020, 1.35%, 11/09/20 MEB AP8050290 - - 1,200,000 $862,093 0.04
Commonwealth Bank of Australia FRN 10-MAR-2022, 1.01%, 03/10/22 CBAAU 2027A0JL4 - - 850,000 $858,520 0.04
Sumitomo Mitsui Financial Group, Inc. FRN 29-MAR-2022, 1.37%, 03/29/22 SUMIBK AM9804296 - - 1,136,000 $820,240 0.04
General Motors Financial Co., Inc. 3.2% 06-JUL-2021, 3.20%, 07/06/21 GM 37045XBM7 - - 750,000 $765,256 0.04
Westpac Banking Corporation FRN 28-JUN-2022, 1.02%, 06/28/22 WSTP 961214DR1 - - 750,000 $757,611 0.04
Citigroup Inc. FRN 25-APR-2022, 1.20%, 04/25/22 C 172967LH2 - - 750,000 $757,081 0.04
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.85%, 05/17/21 ANZ 05252BDC0 - - 750,000 $753,693 0.04
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 - - 1,000,000 $744,268 0.04
DBS Bank Ltd. FRN 04-SEP-2020, 0.61%, 09/04/20 DBSSP AO8645795 - - 1,000,000 $718,231 0.03
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 - - 616,000 $679,145 0.03
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 - - 800,000 $669,488 0.03
JPMorgan Chase & Co. FRN 29-OCT-2020, 1.47%, 10/29/20 JPM 46625HNY2 - - 664,000 $665,414 0.03
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE AU4089085 - - 600,000 $655,566 0.03
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 - - 900,000 $655,340 0.03
Goldman Sachs Group, Inc. FRN 08-SEP-2021, 1.47%, 09/08/21 GS EK4654001 - - 890,000 $644,742 0.03
JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 JPM 46625HJE1 - - 600,000 $642,941 0.03
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 - - 600,000 $638,904 0.03
Royal Bank of Canada FRN 01-FEB-2022, 0.98%, 02/01/22 RY 78012KZD2 - - 620,000 $625,818 0.03
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 - - 600,000 $618,822 0.03
Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 SGTOPT AU2682667 - - 750,000 $580,201 0.03
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 1.33%, 04/20/22 BCHINA AN2054434 - - 800,000 $579,699 0.03
Westpac Banking Corporation FRN 11-JAN-2022, 1.12%, 01/11/22 WSTP 961214DH3 - - 550,000 $556,012 0.03
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 - - 525,000 $547,461 0.03
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 - - 700,000 $533,293 0.03
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 - - 500,000 $525,121 0.03
ICBCIL Finance Co. Ltd. 3.65% 05-MAR-2022, 3.65%, 03/05/22 ICBCIL AX3932297 - - 500,000 $523,475 0.03
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 - - 500,000 $521,561 0.02
Credit Union Australia Ltd|1.33|03/04/2022, 1.33%, 03/04/22 CRUNAU AX3062624 - - 700,000 $508,643 0.02
ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 1.23%, 11/23/21 ANZ 05252ACR0 - - 500,000 $505,733 0.02
Bank of Nova Scotia FRN 07-MAR-2022, 0.96%, 03/07/22 BNS 064159JF4 - - 500,000 $504,060 0.02
General Motors Financial Co., Inc. FRN 14-JAN-2022, 1.82%, 01/14/22 GM 37045XBR6 - - 500,000 $501,985 0.02
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 - - 420,000 $439,032 0.02
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH QZ7273258 - - 400,000 $406,357 0.02
Bank of Montreal FRN 11-SEP-2022, 0.94%, 09/11/22 BMO 06367TG46 - - 400,000 $403,893 0.02
Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 1.15%, 07/11/22 BCHINA AO1976551 - - 400,000 $401,039 0.02
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 - - 350,000 $400,395 0.02
Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 TLSAU AP8115770 - - 350,000 $392,305 0.02
Agricultural Bank of China Ltd/Sydney|.97|09/26/2022, 0.97%, 09/26/22 AGRBK ZR6327467 - - 530,000 $381,266 0.02
QPH Finance Co. Pty Ltd. 3.75% 07-JUN-2023, 3.75%, 06/07/23 QPHFIN LW2393780 - - 500,000 $378,823 0.02
Macquarie Group Limited FRN 15-DEC-2022, 1.25%, 12/15/22 MQGAU AQ3405760 - - 500,000 $359,398 0.02
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 1.14%, 12/13/23 ETSA AQ3070770 - - 500,000 $357,917 0.02
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 - - 210,000 $229,102 0.01
National Australia Bank Ltd|2.1178|11/18/2031, 2.12%, 11/18/31 NAB ZQ5100404 - - 300,000 $217,461 0.01
Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 NDASS 65557CAR4 - - 200,000 $202,448 0.01
Commonwealth Bank of Australia FRN 10-MAR-2022, 1.01%, 03/10/22 CBAAU 2027A1JL2 - - 200,000 $202,005 0.01
Bank of Montreal|2.05|11/01/2022, 2.05%, 11/01/22 BMO 06367WRC9 - - 185,000 $192,641 0.01
JPMorgan Chase & Co. FRN 01-MAR-2021, 1.83%, 03/01/21 JPM 46625HQK9 - - 175,000 $176,852 0.01
Munchener Hypothekenbank eG 5.0% 30-SEP-2021, 5.00%, 09/30/21 MS EK5133989 - - 200,000 $152,611 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 $99,053 0.00
Pepper Residential Securities Trust No. 18 A1A 1.49% 12-AUG-2058, 1.49%, 08/12/58 PEPAU BCC2CYKE6 - - 122,162 $87,570 0.00
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 - - 100,000 $76,720 0.00
CBOT 5 Year US Treasury Note SEP 20 FVU0 - FUTURES_USD - -263.00 $0 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
US DOLLARS, 0.00%, 04/16/20 USD - - - 245,082,906 $245,082,906 11.72
CANADIAN DOLLAR CAD - - - 80,183,366 $60,591,201 2.90
PLAINS ALL AMERICAN PIPELINE LP 0% 08/13/2020, 0.00%, 08/13/20 PAAPP 72650WHD6 - - 25,000,000 $24,999,868 1.20
JABIL INC 0% 08/14/2020, 0.00%, 08/14/20 JBLPP 46652LHE0 - - 22,000,000 $21,999,511 1.05
ETP LEGACY LP 0% 08/13/2020, 0.00%, 08/13/20 ETP 29277EHD9 - - 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 $20,499,277 0.98
GLENCORE FUNDING LLC 0% 08/13/2020, 0.00%, 08/13/20 GLENPP 37790AHD8 - - 20,000,000 $19,999,844 0.96
NOBLE ENERGY INC 0% 08/13/2020, 0.00%, 08/13/20 NBLPP 65505LHD1 - - 10,000,000 $9,999,947 0.48
CROWN CASTLE INTERNATIONAL CORP 0% 08/18/2020, 0.00%, 08/18/20 CRWNCI 22823PHJ5 - - 10,000,000 $9,999,305 0.48
CROWN CASTLE INTERNATIONAL CORP 0% 08/26/2020, 0.00%, 08/26/20 CRWNCI 22823PHS5 - - 10,000,000 $9,998,332 0.48
ENABLE MIDSTREAM PARTNERS LP 0% 08/13/2020, 0.00%, 08/13/20 ENBLCP 29248EHD5 - - 9,000,000 $8,999,899 0.43
NOBLE ENERGY INC 0% 08/17/2020, 0.00%, 08/17/20 NBLPP 65505LHH2 - - 8,275,000 $8,274,782 0.40
NOBLE ENERGY INC 0% 08/18/2020, 0.00%, 08/18/20 NBLPP 65505LHJ8 - - 7,000,000 $6,999,778 0.33
SEGREGATED CASH SEGCASH - - $0.00 6,000,000 $6,000,000 0.29
GENERAL MOTORS FINANCIAL CO INC 0% 08/13/2020, 0.00%, 08/13/20 GMFPP 37046THD9 - - 3,000,000 $2,999,953 0.14
AUSTRALIAN DOLLARS AUD - - - 507,837 $364,247 0.02
NEW ZEALAND DOLLAR CASHNZD - - - 270,364 $178,318 0.01
EURO EUR - - - 108,266 $127,804 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 $84,492,293 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 $-84,492,293 -4.04
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 - - - - 256,300,000 $193,675,143 9.26
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 - - - - -256,300,000 $-193,675,143 -9.26
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 - - - - 256,300,000 $193,675,143 9.26
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 - - - - -256,300,000 $-193,675,143 -9.26
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 - - - - 203,200,000 $145,745,619 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 $-145,745,619 -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 $97,187,655 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 $-97,187,655 -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 $201,045,754 9.61
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 - - - - -280,300,000 $-201,045,754 -9.61
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 - - - - 273,000,000 $206,294,631 9.86
Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 - - - - -273,000,000 $-206,294,631 -9.86
FX Forward|CAD|08/26/2020 +CAD0 - - - -7,950,000 $-6,007,639 -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 $-241,288,284 -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 $-2,479,570 -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 $-5,012,475 -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 $-5,214,967 -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 $-3,923,992 -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 $6,527,121 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 $-3,155,970 -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 $-3,299,424 -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 $-1,075,899 -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 $-1,936,618 -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 $-2,653,884 -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 $-7,387,840 -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 $-645,539 -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 $-3,155,970 -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 $-1,147,626 -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 $-2,151,798 -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 $-10,256,904 -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 $-10,902,443 -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 $-5,379,495 -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 $-24,889,130 -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 $7,172,660 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 $-4,124,280 -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 $-7,316,113 -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 $-1,284,652 -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 $-7,889,926 -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 $-60,830,468 -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 $-3,155,970 -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 $-358,633 -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 $-1,649,712 -0.08
FX Forward|USD|08/26/2020 +AUDU - - - 1,643,322 $1,643,322 0.08
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.