Short Duration Income ETF Holdings
Full Portfolio Holdings(As of September 17, 2020) |
Ticker | Cusip | Underlying Security | Strike Price | Quantity (Shares/ Par/ Notional/ Units) | Market Value | Weight % |
|---|---|---|---|---|---|---|---|
| Georgia-Pacific LLC 5.4% 01-NOV-2020, 5.40%, 11/01/20 | GP | 37331NAB7 | - | - | 27,552,000 | $28,267,912 | 1.18 |
| GE Capital International Funding Co. 2.342% 15-NOV-2020, 2.34%, 11/15/20 | GE | 36164QMS4 | - | - | 25,027,000 | $25,300,341 | 1.06 |
| Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 | ANZ | 052528AL0 | - | - | 23,781,000 | $24,902,723 | 1.04 |
| Wells Fargo & Company 1.654% 01-JUN-2024, 1.65%, 06/02/24 | WFC | 95000U2R3 | - | - | 23,400,000 | $23,997,626 | 1.00 |
| Hewlett Packard Enterprise Company 1.45% 01-APR-2024, 1.45%, 04/01/24 | HPE | 42824CBJ7 | - | - | 21,800,000 | $22,171,955 | 0.93 |
| Johnson & Johnson 0.55% 01-SEP-2025, 0.55%, 09/01/25 | JNJ | 478160CN2 | - | - | 22,000,000 | $22,061,581 | 0.92 |
| Chevron U.S.A., Inc. FRN 12-AUG-2022, 0.37%, 08/12/22 | CVX | 166756AG1 | - | - | 21,000,000 | $21,010,007 | 0.88 |
| PayPal Holdings, Inc. 1.35% 01-JUN-2023, 1.35%, 06/01/23 | PYPL | 70450YAF0 | - | - | 19,869,000 | $20,405,450 | 0.85 |
| Mondelez International, Inc. 0.625% 01-JUL-2022, 0.62%, 07/01/22 | MDLZ | 609207AV7 | - | - | 18,618,000 | $18,728,203 | 0.78 |
| Goldman Sachs Group, Inc. FRN 23-FEB-2023, 1.01%, 02/23/23 | GS | 38141GWU4 | - | - | 16,958,000 | $17,062,383 | 0.71 |
| Alphabet Inc. 0.45% 15-AUG-2025, 0.45%, 08/15/25 | GOOGL | 02079KAH0 | - | - | 17,000,000 | $16,974,171 | 0.71 |
| Fiserv, Inc. 3.8% 01-OCT-2023, 3.80%, 10/01/23 | FISV | 337738AQ1 | - | - | 14,945,000 | $16,594,170 | 0.70 |
| AAI Ltd. (Australia) FRN 18-NOV-2040, 3.40%, 11/18/40 | SUNAU | QJ2204874 | - | - | 22,120,000 | $16,204,966 | 0.68 |
| National Australia Bank Limited FRN 21-SEP-2026, 2.50%, 09/21/26 | NAB | QZ4979063 | - | - | 21,316,000 | $15,793,211 | 0.67 |
| Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 1.32%, 10/30/24 | AUSGF | AP6703965 | - | - | 21,600,000 | $15,780,029 | 0.67 |
| Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 | SYDAU | 87124VAF6 | - | - | 14,400,000 | $15,707,804 | 0.66 |
| Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 | BAC | 06051GJC4 | - | - | 14,500,000 | $14,916,783 | 0.63 |
| Barclays Plc FRN 15-FEB-2023, 1.71%, 02/15/23 | BACR | 06738EBF1 | - | - | 14,700,000 | $14,800,843 | 0.62 |
| McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 | MCD | 580135CD1 | - | - | 17,080,000 | $14,031,085 | 0.59 |
| SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 | SGSPAA | EJ3849779 | - | - | 13,000,000 | $13,885,443 | 0.59 |
| JPMorgan Chase & Co. 1.514% 01-JUN-2024, 1.51%, 06/01/24 | JPM | 46647PBQ8 | - | - | 13,500,000 | $13,872,546 | 0.59 |
| Mizuho Financial Group, Inc. FRN 11-SEP-2022, 1.13%, 09/11/22 | MIZUHO | 60687YAN9 | - | - | 13,615,000 | $13,756,640 | 0.58 |
| Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 | INTU | 46124HAA4 | - | - | 13,565,000 | $13,672,083 | 0.58 |
| Export-Import Bank of Korea FRN 01-JUN-2021, 0.82%, 06/01/21 | EIBKOR | 302154CT4 | - | - | 13,532,000 | $13,567,892 | 0.57 |
| Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 | AUSGF | AP3049594 | - | - | 15,820,000 | $12,813,007 | 0.54 |
| Macquarie Bank Ltd|2.3|01/22/2025, 2.30%, 01/22/25 | MQGAU | 55608PBE3 | - | - | 11,500,000 | $12,287,251 | 0.52 |
| Citibank, National Association (4759) FRN 20-MAY-2022, 0.85%, 05/20/22 | C | ZS5603510 | - | - | 16,500,000 | $12,068,424 | 0.51 |
| Cardinal Health, Inc. FRN 15-JUN-2022, 1.02%, 06/15/22 | CAH | 14149YBG2 | - | - | 11,865,000 | $11,953,340 | 0.50 |
| Royal Bank of Canada|.63288|01/17/2023, 0.63%, 01/17/23 | RY | 78015K7E8 | - | - | 11,920,000 | $11,945,479 | 0.50 |
| Nestle Holdings, Inc. 0.375% 15-JAN-2024, 0.38%, 01/15/24 | NESNVX | 641062AQ7 | - | - | 11,400,000 | $11,376,453 | 0.48 |
| International Business Machines Corporation 2.85% 13-MAY-2022, 2.85%, 05/13/22 | IBM | 459200JX0 | - | - | 10,600,000 | $11,147,351 | 0.47 |
| Broadcom Corporation 3.625% 15-JAN-2024, 3.62%, 01/15/24 | AVGO | 11134LAF6 | - | - | 10,150,000 | $11,004,564 | 0.46 |
| Oracle Corporation 2.5% 01-APR-2025, 2.50%, 04/01/25 | ORCL | 68389XBT1 | - | - | 10,100,000 | $10,973,503 | 0.46 |
| AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 | AGLAU | EK5737813 | - | - | 14,380,000 | $10,940,610 | 0.46 |
| Morgan Stanley FRN 20-JAN-2023, 0.77%, 01/20/23 | MS | 6174468K8 | - | - | 10,500,000 | $10,541,851 | 0.45 |
| Toyota Motor Credit Corporation 0.5% 14-AUG-2023, 0.50%, 08/14/23 | TOYOTA | 89236THF5 | - | - | 10,500,000 | $10,521,926 | 0.44 |
| Westpac Banking Corporation FRN 16-NOV-2023, 1.05%, 11/16/23 | WSTP | AV5755005 | - | - | 14,000,000 | $10,386,230 | 0.44 |
| Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 1.33%, 12/06/24 | NETFIN | AQ2180349 | - | - | 14,120,000 | $10,313,255 | 0.44 |
| Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 | WSTP | AO6757295 | - | - | 13,322,000 | $10,273,484 | 0.43 |
| Morgan Stanley FRN 24-OCT-2023, 1.66%, 10/24/23 | MS | 61746BEC6 | - | - | 10,005,000 | $10,213,181 | 0.43 |
| eBay Inc. 1.9% 11-MAR-2025, 1.90%, 03/11/25 | EBAY | 278642AV5 | - | - | 9,600,000 | $10,062,091 | 0.42 |
| Westpac Banking Corp|.65625|01/13/2023, 0.66%, 01/13/23 | WSTP | 961214EK5 | - | - | 10,000,000 | $10,050,675 | 0.42 |
| Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 | MQGAU | 55608JAH1 | - | - | 9,300,000 | $9,822,693 | 0.41 |
| Home Depot, Inc. 2.7% 01-APR-2023, 2.70%, 04/01/23 | HD | 437076AZ5 | - | - | 9,200,000 | $9,808,810 | 0.41 |
| Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 | SUNAU | 8672EMAL8 | - | - | 8,920,000 | $9,774,186 | 0.41 |
| Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 1.20%, 11/12/21 | VW | 928668AQ5 | - | - | 9,600,000 | $9,635,164 | 0.41 |
| Florida Power & Light Company FRN 28-JUL-2023, 0.64%, 07/28/23 | NEE | 341081GA9 | - | - | 9,400,000 | $9,414,784 | 0.40 |
| Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 | WFC | 95000U2K8 | - | - | 9,020,000 | $9,413,139 | 0.40 |
| Cardinal Health, Inc. 3.079% 15-JUN-2024, 3.08%, 06/15/24 | CAH | 14149YBH0 | - | - | 8,600,000 | $9,333,430 | 0.39 |
| Lloyds Banking Group PLC|1.326|06/15/2023, 1.33%, 06/15/23 | LLOYDS | 53944YAM5 | - | - | 9,100,000 | $9,198,940 | 0.39 |
| Caterpillar Financial Services Corporation FRN 12-NOV-2021, 0.46%, 11/12/21 | CAT | 14913Q3D9 | - | - | 9,150,000 | $9,169,041 | 0.39 |
| General Mills Inc|3.2|04/16/2021, 3.20%, 04/16/21 | GIS | 370334CD4 | - | - | 8,780,000 | $9,044,337 | 0.38 |
| Nordea Bank Abp 0.75% 28-AUG-2025, 0.75%, 08/28/25 | NDASS | 65559CAB7 | - | - | 9,000,000 | $8,970,737 | 0.38 |
| Bank of Queensland Limited FRN 10-MAY-2026, 3.50%, 05/10/26 | BQDAU | JK8304210 | - | - | 12,110,000 | $8,960,871 | 0.38 |
| John Deere Capital Corporation 0.55% 05-JUL-2022, 0.55%, 07/05/22 | DE | 24422EVG1 | - | - | 8,800,000 | $8,863,386 | 0.37 |
| American Honda Finance Corp. 0.875% 07-JUL-2023, 0.88%, 07/07/23 | HNDA | 02665WDK4 | - | - | 8,700,000 | $8,799,053 | 0.37 |
| Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 | C | 17308CC46 | - | - | 8,550,000 | $8,789,494 | 0.37 |
| Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 | KOHNPW | 50064YAN3 | - | - | 8,050,000 | $8,769,725 | 0.37 |
| Molson Coors Beverage Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 | TAP | 60871RAF7 | - | - | 8,600,000 | $8,731,494 | 0.37 |
| Industrial and Commercial Bank of China Limited FRN 14-DEC-2020, 1.02%, 12/14/20 | ICBCAS | AQ3247683 | - | - | 8,700,000 | $8,702,986 | 0.37 |
| Mitsubishi UFJ Financial Group, Inc. 0.848% 15-SEP-2024, 0.85%, 09/15/24 | MUFG | 606822BV5 | - | - | 8,600,000 | $8,618,840 | 0.36 |
| Bank of Montreal|1.85|05/01/2025, 1.85%, 05/01/25 | BMO | 06367WB85 | - | - | 8,100,000 | $8,534,726 | 0.36 |
| Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 | AUSGF | 052113AA5 | - | - | 7,740,000 | $8,320,344 | 0.35 |
| Liberty Funding Pty LTD Liberty Series 2018-1 A2 1.74% 10-OCT-2049, 1.74%, 10/10/49 | LBRTY | BCC2G4SM2 | - | - | 11,413,822 | $8,316,595 | 0.35 |
| DBS Group Holdings Ltd FRN 16-MAR-2028, 1.67%, 03/16/28 | DBSSP | AR6199681 | - | - | 11,290,000 | $8,219,223 | 0.35 |
| Verizon Communications Inc. FRN 15-MAY-2025, 1.38%, 05/15/25 | VZ | 92343VEP5 | - | - | 8,000,000 | $8,211,228 | 0.35 |
| Amazon.com, Inc. 0.8% 03-JUN-2025, 0.80%, 06/03/25 | AMZN | 023135BQ8 | - | - | 8,100,000 | $8,208,595 | 0.35 |
| CVS Health Corporation 3.375% 12-AUG-2024, 3.38%, 08/12/24 | CVS | 126650CF5 | - | - | 7,485,000 | $8,204,968 | 0.35 |
| Bank of Nova Scotia|1.3|06/11/2025, 1.30%, 06/11/25 | BNS | 064159VL7 | - | - | 8,000,000 | $8,191,540 | 0.35 |
| Canadian Imperial Bank of Commerce|.95|06/23/2023, 0.95%, 06/23/23 | CM | 13607GRK2 | - | - | 8,050,000 | $8,157,090 | 0.34 |
| Suncorp Group Limited FRN 05-DEC-2028, 2.24%, 12/05/28 | SUNAU | AT9997863 | - | - | 11,000,000 | $8,038,867 | 0.34 |
| Hershey Company 0.9% 01-JUN-2025, 0.90%, 06/01/25 | HSY | 427866BF4 | - | - | 7,906,000 | $8,003,948 | 0.34 |
| Commonwealth Bank of Australia 3.35% 04-JUN-2024, 3.35%, 06/04/24 | CBAAU | 2027A1KB2 | - | - | 7,164,000 | $7,912,173 | 0.33 |
| Westpac Banking Corporation FRN 22-JUN-2028, 1.90%, 06/22/28 | WSTP | AT0619441 | - | - | 10,800,000 | $7,908,405 | 0.33 |
| Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | SCGAU | EK4621760 | - | - | 10,500,000 | $7,826,354 | 0.33 |
| eBay Inc. FRN 30-JAN-2023, 1.14%, 01/30/23 | EBAY | 278642AT0 | - | - | 7,733,000 | $7,824,875 | 0.33 |
| American Express Company FRN 20-MAY-2022, 0.87%, 05/20/22 | AXP | 025816CE7 | - | - | 7,700,000 | $7,758,542 | 0.33 |
| Anthem, Inc. 2.5% 21-NOV-2020, 2.50%, 11/21/20 | ANTM | 036752AE3 | - | - | 7,638,000 | $7,727,495 | 0.33 |
| Perth Airport Pty Ltd. 5.5% 25-MAR-2021, 5.50%, 03/25/21 | WESAIR | EK1306886 | - | - | 10,132,000 | $7,721,239 | 0.33 |
| Capital One Financial Corporation FRN 30-JAN-2023, 0.99%, 01/30/23 | COF | 14040HBV6 | - | - | 7,600,000 | $7,628,095 | 0.32 |
| Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 0.82%, 11/09/22 | ANZ | 05252ACZ2 | - | - | 7,535,000 | $7,602,068 | 0.32 |
| Bank of America Corporation FRN 23-JUL-2024, 1.22%, 07/23/24 | BAC | 06051GHK8 | - | - | 7,400,000 | $7,496,889 | 0.32 |
| Macquarie Group Limited FRN 27-MAR-2024, 1.66%, 03/27/24 | MQGAU | 55608KAM7 | - | - | 7,302,000 | $7,403,919 | 0.31 |
| Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 | TD | 89114QCH9 | - | - | 7,200,000 | $7,368,405 | 0.31 |
| Toyota Motor Credit Corporation 1.8% 13-FEB-2025, 1.80%, 02/13/25 | TOYOTA | 89236TGT6 | - | - | 7,000,000 | $7,344,384 | 0.31 |
| Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 | GS | 38141GXJ8 | - | - | 6,500,000 | $7,310,096 | 0.31 |
| National Australia Bank Ltd|.95875|11/04/2021, 0.96%, 11/04/21 | NAB | 6325C0DW8 | - | - | 7,200,000 | $7,255,459 | 0.31 |
| Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 | AAPL | 037833DM9 | - | - | 6,900,000 | $7,240,703 | 0.31 |
| Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 | AMZN | 023135AJ5 | - | - | 6,828,000 | $7,180,595 | 0.30 |
| Commonwealth Bank of Australia FRN 03-JUN-2026, 2.74%, 06/03/26 | CBAAU | LW2645668 | - | - | 9,700,000 | $7,149,513 | 0.30 |
| Royal Bank of Canada FRN 05-OCT-2023, 0.96%, 10/05/23 | RY | 78013XW61 | - | - | 6,995,000 | $7,062,233 | 0.30 |
| American Honda Finance Corp. 0.65% 08-SEP-2023, 0.65%, 09/08/23 | HNDA | 02665WDM0 | - | - | 6,900,000 | $6,901,513 | 0.29 |
| Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 | CBAAU | QZ8552775 | - | - | 6,660,000 | $6,857,635 | 0.29 |
| Mizuho Financial Group, Inc. 1.241% 10-JUL-2024, 1.24%, 07/10/24 | MIZUHO | 60687YBF5 | - | - | 6,700,000 | $6,783,645 | 0.29 |
| Mizuho Financial Group, Inc. 0.849% 08-SEP-2024, 0.85%, 09/08/24 | MIZUHO | 60687YBJ7 | - | - | 6,700,000 | $6,692,858 | 0.28 |
| TD Ameritrade Holding Corporation FRN 01-NOV-2021, 0.68%, 11/01/21 | AMTD | 87236YAG3 | - | - | 6,630,000 | $6,662,165 | 0.28 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.74%, 05/17/21 | ANZ | 05252ADC2 | - | - | 6,600,000 | $6,625,957 | 0.28 |
| AusNet Services Holdings Pty Ltd. 7.5% 01-APR-2021, 7.50%, 04/01/21 | ANVAU | EI6263145 | - | - | 8,500,000 | $6,618,161 | 0.28 |
| CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 | CVS | 126650CT5 | - | - | 6,404,000 | $6,515,175 | 0.28 |
| IBM Credit LLC FRN 30-NOV-2020, 0.73%, 11/30/20 | IBM | 44932HAJ2 | - | - | 6,500,000 | $6,509,252 | 0.27 |
| CNOOC Finance (2015) U.S.A. LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 | CNOOC | 12634MAD2 | - | - | 6,000,000 | $6,487,992 | 0.27 |
| Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 | NDASS | 65557CBE2 | - | - | 6,300,000 | $6,402,244 | 0.27 |
| Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 0.98%, 06/14/21 | ICBCAS | AS9547462 | - | - | 6,400,000 | $6,400,248 | 0.27 |
| JPMorgan Chase & Co. 0.653% 16-SEP-2024, 0.65%, 09/16/24 | JPM | 46647PBS4 | - | - | 6,400,000 | $6,398,211 | 0.27 |
| Commonwealth Bank of Australia FRN 04-JUN-2024, 1.07%, 06/04/24 | CBAAU | 2027A0KC2 | - | - | 6,100,000 | $6,202,034 | 0.26 |
| CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 | CKHH | 12564CAA4 | - | - | 5,700,000 | $6,142,697 | 0.26 |
| Morgan Stanley FRN 03-FEB-2023, 0.83%, 02/03/23 | MS | 6174468M4 | - | - | 8,150,000 | $6,117,721 | 0.26 |
| Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 | BACAU | EJ8798880 | - | - | 8,140,000 | $6,100,770 | 0.26 |
| Bendigo & Adelaide Bank Ltd|2.89|12/09/2026, 2.89%, 12/09/26 | BENAU | AL5167005 | - | - | 8,250,000 | $6,094,295 | 0.26 |
| Korea East-West Power Co., Ltd. 1.75% 06-MAY-2025, 1.75%, 05/06/25 | KOEWPW | BJ0835311 | - | - | 5,854,000 | $6,082,596 | 0.26 |
| Broadcom Inc. 2.25% 15-NOV-2023, 2.25%, 11/15/23 | AVGO | 11135FAV3 | - | - | 5,800,000 | $6,080,579 | 0.26 |
| National Australia Bank Limited FRN 22-MAY-2022, 0.98%, 05/22/22 | NAB | 6325C0DQ1 | - | - | 6,000,000 | $6,064,403 | 0.26 |
| General Motors Financial Co., Inc. FRN 09-APR-2021, 1.12%, 04/09/21 | GM | 37045XCH7 | - | - | 6,003,000 | $6,013,368 | 0.25 |
| Westpac Banking Corp|2.894|02/04/2030, 2.89%, 02/04/30 | WSTP | 961214EM1 | - | - | 5,750,000 | $5,964,691 | 0.25 |
| Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 1.13%, 07/19/23 | SUMIBK | 86562MBA7 | - | - | 5,900,000 | $5,961,824 | 0.25 |
| ASB Bank Ltd. FRN 14-JUN-2023, 1.22%, 06/14/23 | ASBBNK | 00216LAB9 | - | - | 5,810,000 | $5,902,235 | 0.25 |
| Citigroup Inc. FRN 08-DEC-2021, 1.32%, 12/08/21 | C | 172967LB5 | - | - | 5,750,000 | $5,812,758 | 0.25 |
| CVS Health Corporation 4.75% 01-DEC-2022, 4.75%, 12/01/22 | CVS | 126650CQ1 | - | - | 5,300,000 | $5,807,416 | 0.25 |
| New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 1.56%, 07/12/24 | ADLAIR | AO1975298 | - | - | 8,200,000 | $5,788,576 | 0.24 |
| Nordea Bank AB FRN 30-AUG-2023, 1.20%, 08/30/23 | NDASS | 65557CAZ6 | - | - | 5,700,000 | $5,714,602 | 0.24 |
| Hyundai Capital America, Inc. 1.25% 15-OCT-2023, 1.25%, 09/18/23 | HYNMTR | 44891ABM8 | - | - | 5,670,000 | $5,678,511 | 0.24 |
| Bank of America Corporation FRN 25-JUN-2022, 0.95%, 06/25/22 | BAC | 06051GHJ1 | - | - | 5,600,000 | $5,635,561 | 0.24 |
| Bank of Queensland Limited FRN 26-OCT-2020, 1.27%, 10/26/20 | BQDAU | QZ8102027 | - | - | 7,620,000 | $5,567,370 | 0.24 |
| National Australia Bank Limited FRN 20-SEP-2021, 0.89%, 09/20/21 | NAB | 6325C0DV0 | - | - | 5,500,000 | $5,531,519 | 0.23 |
| Cooperatieve Rabobank UA 1.339% 24-JUN-2026, 1.34%, 06/24/26 | RABOBK | 74977RDH4 | - | - | 5,400,000 | $5,492,963 | 0.23 |
| Citigroup Inc. FRN 04-MAY-2021, 1.65%, 05/04/21 | C | 172967KP5 | - | - | 7,435,000 | $5,460,103 | 0.23 |
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | 82939GAA6 | - | - | 5,000,000 | $5,392,179 | 0.23 |
| AMP Bank Ltd. FRN 24-MAY-2021, 1.46%, 05/24/21 | AMPAU | LW1353652 | - | - | 7,350,000 | $5,374,069 | 0.23 |
| Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 | AAPL | 037833DE7 | - | - | 5,100,000 | $5,360,420 | 0.23 |
| Verizon Communications Inc. FRN 16-MAR-2022, 1.24%, 03/16/22 | VZ | 92343VDX9 | - | - | 5,100,000 | $5,167,563 | 0.22 |
| Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 | SUNAU | 8672EMAH7 | - | - | 5,100,000 | $5,157,648 | 0.22 |
| American Express Company FRN 17-MAY-2021, 0.81%, 05/17/21 | AXP | 025816BV0 | - | - | 5,125,000 | $5,143,041 | 0.22 |
| Ralph Lauren Corporation 1.7% 15-JUN-2022, 1.70%, 06/15/22 | RL | 731572AA1 | - | - | 5,000,000 | $5,122,843 | 0.22 |
| Morgan Stanley FRN 10-JUN-2022, 0.98%, 06/10/22 | MS | 6174468H5 | - | - | 5,100,000 | $5,115,751 | 0.22 |
| International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 | IBRD | JV6344453 | - | - | 7,415,000 | $5,064,269 | 0.21 |
| Horse Gallop Finance Ltd. FRN 28-JUN-2021, 1.49%, 06/28/21 | ICBCIH | AT1180963 | - | - | 5,050,000 | $5,061,229 | 0.21 |
| Sumitomo Mitsui Financial Group, Inc. FRN 17-JAN-2023, 1.01%, 01/17/23 | SUMIBK | 86562MAW0 | - | - | 5,000,000 | $5,045,171 | 0.21 |
| JPMorgan Chase & Co. FRN 18-JUN-2022, 0.92%, 06/18/22 | JPM | 46647PAT3 | - | - | 5,000,000 | $5,028,096 | 0.21 |
| Verizon Communications Inc. FRN 17-FEB-2023, 1.32%, 02/17/23 | VZ | AO6240110 | - | - | 6,830,000 | $5,015,102 | 0.21 |
| Citibank, National Association FRN 19-FEB-2022, 0.80%, 02/19/22 | C | 17325FAU2 | - | - | 5,000,000 | $5,013,395 | 0.21 |
| Toronto-Dominion Bank FRN 19-JUL-2023, 0.91%, 07/19/23 | TD | 89114QC55 | - | - | 4,900,000 | $4,962,795 | 0.21 |
| Bank of Nova Scotia FRN 19-SEP-2022, 0.94%, 09/19/22 | BNS | 064159KE5 | - | - | 4,900,000 | $4,957,558 | 0.21 |
| Bank of America Corporation FRN 21-OCT-2022, 1.45%, 10/21/22 | BAC | 06051GFY0 | - | - | 4,800,000 | $4,866,455 | 0.21 |
| Westpac Banking Corporation FRN 10-MAR-2026, 3.19%, 03/10/26 | WSTP | JK2350201 | - | - | 6,600,000 | $4,855,921 | 0.21 |
| Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 | KOROIL | 50066RAC0 | - | - | 4,746,000 | $4,854,142 | 0.20 |
| United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 | UELAU | AP4899310 | - | - | 5,900,000 | $4,835,790 | 0.20 |
| Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 | STZ | 21036PAW8 | - | - | 4,600,000 | $4,831,372 | 0.20 |
| Sumitomo Mitsui Trust Bank Ltd. 0.8% 12-SEP-2023, 0.80%, 09/12/23 | SUMITR | 86563VAQ2 | - | - | 4,800,000 | $4,819,149 | 0.20 |
| Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 | LLOYDS | 53944YAH6 | - | - | 4,300,000 | $4,701,092 | 0.20 |
| Bank of America Corporation FRN 20-JAN-2023, 1.43%, 01/20/23 | BAC | 06051GGH6 | - | - | 4,635,000 | $4,698,193 | 0.20 |
| Toronto-Dominion Bank|.55034|01/27/2023, 0.55%, 01/27/23 | TD | 89114QCF3 | - | - | 4,620,000 | $4,637,395 | 0.20 |
| Caterpillar Financial Services Corporation 0.65% 07-JUL-2023, 0.65%, 07/07/23 | CAT | 14913R2D8 | - | - | 4,600,000 | $4,633,387 | 0.20 |
| Walmart Inc. 3.3% 22-APR-2024, 3.30%, 04/22/24 | WMT | 931142DP5 | - | - | 4,187,000 | $4,633,298 | 0.20 |
| Unilever Capital Corp. 0.375% 14-SEP-2023, 0.38%, 09/14/23 | UNANA | 904764BJ5 | - | - | 4,600,000 | $4,609,908 | 0.19 |
| JPMorgan Chase & Co. FRN 25-APR-2023, 1.14%, 04/25/23 | JPM | 46647PAD8 | - | - | 4,550,000 | $4,600,323 | 0.19 |
| Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.11%, 01/19/22 | BENAU | AU8747019 | - | - | 6,200,000 | $4,562,305 | 0.19 |
| Insurance Australia Group Limited FRN 15-JUN-2045, 2.44%, 06/15/45 | IAGAU | AX5655888 | - | - | 6,180,000 | $4,508,010 | 0.19 |
| Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 | MARS | 571676AA3 | - | - | 4,097,000 | $4,489,180 | 0.19 |
| McDonald's Corporation 3.0% 08-MAR-2024, 3.00%, 03/08/24 | MCD | AX3484844 | - | - | 5,700,000 | $4,425,870 | 0.19 |
| Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 | WMT | 931142EL3 | - | - | 4,000,000 | $4,378,564 | 0.18 |
| ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 | ETSA | AO5004962 | - | - | 5,480,000 | $4,329,776 | 0.18 |
| WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 | WSOFIN | AM6441365 | - | - | 5,000,000 | $4,324,802 | 0.18 |
| ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 | ANZNZ | 00182EBH1 | - | - | 4,200,000 | $4,252,828 | 0.18 |
| GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 | GPTWSC | AO9337061 | - | - | 5,600,000 | $4,240,391 | 0.18 |
| Morgan Stanley FRN 21-APR-2021, 1.67%, 04/21/21 | MS | 61746BEB8 | - | - | 4,175,000 | $4,218,370 | 0.18 |
| Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 | AMZN | 023135AW6 | - | - | 4,000,000 | $4,201,741 | 0.18 |
| CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 | CKHH | AN0763788 | - | - | 4,000,000 | $4,167,497 | 0.18 |
| Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 | KOEWPW | 5006EPAJ0 | - | - | 3,780,000 | $4,137,902 | 0.17 |
| Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 | WMT | 931142EA7 | - | - | 4,100,000 | $4,136,649 | 0.17 |
| JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 | JPM | 46647PBB1 | - | - | 3,900,000 | $4,114,093 | 0.17 |
| Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 1.19%, 03/17/21 | SHNHAN | AM7966022 | - | - | 5,620,000 | $4,106,122 | 0.17 |
| National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 | NAB | 63254AAX6 | - | - | 4,050,000 | $4,093,672 | 0.17 |
| Members Equity Bank Ltd. FRN 09-NOV-2020, 1.35%, 11/09/20 | MEB | AP8050290 | - | - | 5,600,000 | $4,090,230 | 0.17 |
| Optus Finance Pty Ltd. 4.0% 17-JUN-2022, 4.00%, 06/17/22 | SGTOPT | EK9664815 | - | - | 5,250,000 | $4,073,551 | 0.17 |
| Toronto-Dominion Bank FRN 01-DEC-2022, 0.78%, 12/01/22 | TD | 89114QCE6 | - | - | 4,000,000 | $4,030,337 | 0.17 |
| QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 | QPHFIN | EK3554137 | - | - | 5,310,000 | $4,027,425 | 0.17 |
| Daimler Finance North America LLC FRN 22-FEB-2021, 0.71%, 02/22/21 | DAIGR | 233851DC5 | - | - | 4,018,000 | $4,020,190 | 0.17 |
| Westpac Banking Corporation FRN 26-FEB-2024, 1.00%, 02/26/24 | WSTP | 961214EB5 | - | - | 3,950,000 | $4,012,538 | 0.17 |
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023MAA2 | - | - | 3,600,000 | $3,976,808 | 0.17 |
| CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 | CVS | 126650DE7 | - | - | 3,690,000 | $3,949,277 | 0.17 |
| Home Depot, Inc. FRN 01-MAR-2022, 0.56%, 03/01/22 | HD | 437076BU5 | - | - | 3,900,000 | $3,913,835 | 0.17 |
| Toyota Motor Credit Corporation FRN 08-JAN-2021, 0.82%, 01/08/21 | TOYOTA | 89236TFR1 | - | - | 3,900,000 | $3,912,080 | 0.17 |
| Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 | MS | 61744YAQ1 | - | - | 3,500,000 | $3,830,229 | 0.16 |
| Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 | TRMB | 896239AB6 | - | - | 3,500,000 | $3,810,416 | 0.16 |
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.22%, 07/08/21 | HYNMTR | 44891AAV9 | - | - | 3,800,000 | $3,809,850 | 0.16 |
| Marsh & McLennan Companies, Inc. 3.5% 29-DEC-2020, 3.50%, 12/29/20 | MMC | 571748BE1 | - | - | 3,728,000 | $3,788,617 | 0.16 |
| Daimler Finance North America LLC FRN 22-FEB-2022, 1.14%, 02/22/22 | DAIGR | 233851DQ4 | - | - | 3,750,000 | $3,766,469 | 0.16 |
| Hyundai Capital America, Inc. FRN 12-MAR-2021, 1.07%, 03/12/21 | HYNMTR | 44891AAT4 | - | - | 3,758,000 | $3,757,683 | 0.16 |
| Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 | STZ | 21036PAX6 | - | - | 3,500,000 | $3,716,533 | 0.16 |
| American Honda Finance Corp. FRN 08-JAN-2021, 0.75%, 01/08/21 | HNDA | 02665WCR0 | - | - | 3,700,000 | $3,709,418 | 0.16 |
| Westpac Banking Corporation FRN 11-JAN-2023, 0.84%, 01/11/23 | WSTP | 961214DT7 | - | - | 3,600,000 | $3,629,086 | 0.15 |
| AusNet Services Holdings Pty Ltd. 5.375% 02-JUL-2024, 5.38%, 07/02/24 | ANVAU | EK3489227 | - | - | 4,400,000 | $3,616,523 | 0.15 |
| Apple Inc. 0.55% 20-AUG-2025, 0.55%, 08/20/25 | AAPL | 037833DX5 | - | - | 3,600,000 | $3,612,954 | 0.15 |
| Caterpillar Financial Services Corporation FRN 07-DEC-2020, 0.60%, 12/07/20 | CAT | 14913Q2R9 | - | - | 3,600,000 | $3,602,998 | 0.15 |
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | 361435AA8 | - | - | 3,290,000 | $3,529,440 | 0.15 |
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | QZ6969419 | - | - | 3,289,000 | $3,528,368 | 0.15 |
| Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 | IADB | AO7138362 | - | - | 257,500,000 | $3,509,845 | 0.15 |
| Boston Scientific Corporation 3.45% 01-MAR-2024, 3.45%, 03/01/24 | BSX | 101137AV9 | - | - | 3,200,000 | $3,482,301 | 0.15 |
| Insurance Australia Group Limited FRN 15-JUN-2044, 2.19%, 06/15/44 | IAGAU | AR7148380 | - | - | 4,800,000 | $3,480,709 | 0.15 |
| Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 0.94%, 09/21/21 | NSANY | 654740BN8 | - | - | 3,500,000 | $3,472,788 | 0.15 |
| Daimler Finance North America LLC FRN 15-FEB-2022, 1.18%, 02/15/22 | DAIGR | 233851DV3 | - | - | 3,450,000 | $3,466,329 | 0.15 |
| ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.11%, 08/29/22 | ETSA | AO8114958 | - | - | 4,750,000 | $3,461,869 | 0.15 |
| Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 | SINOPE | 82939GAF5 | - | - | 3,300,000 | $3,454,763 | 0.15 |
| Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 | DIS | 254687FK7 | - | - | 3,300,000 | $3,443,092 | 0.15 |
| Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 | BMO | 06367WJM6 | - | - | 3,270,000 | $3,441,202 | 0.15 |
| Optus Finance Pty Ltd. 3.25% 23-AUG-2022, 3.25%, 08/23/22 | SGTOPT | AO7579482 | - | - | 4,500,000 | $3,436,929 | 0.15 |
| Goldman Sachs Group, Inc. FRN 31-OCT-2022, 1.04%, 10/31/22 | GS | 38148YAB4 | - | - | 3,400,000 | $3,422,284 | 0.14 |
| Walmart Inc. FRN 23-JUN-2021, 0.54%, 06/23/21 | WMT | 931142EH2 | - | - | 3,400,000 | $3,411,089 | 0.14 |
| Goldman Sachs Group, Inc. FRN 25-FEB-2021, 2.02%, 02/25/21 | GS | 38143U8G9 | - | - | 3,380,000 | $3,409,409 | 0.14 |
| United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 | UOBSP | 91127KAC6 | - | - | 3,100,000 | $3,372,672 | 0.14 |
| CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 | CNOOC | EJ8590758 | - | - | 3,000,000 | $3,363,700 | 0.14 |
| Mondelez International, Inc. 3.25% 07-MAR-2025, 3.25%, 03/07/25 | MDLZ | 609207AK1 | - | - | 4,100,000 | $3,363,343 | 0.14 |
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 1.10%, 01/10/22 | RABOBK | 21688AAK8 | - | - | 3,300,000 | $3,338,661 | 0.14 |
| Woolworths Group Limited 4.55% 12-APR-2021, 4.55%, 04/12/21 | WOWAU | 980888AF8 | - | - | 3,200,000 | $3,323,308 | 0.14 |
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023NAA0 | - | - | 3,000,000 | $3,314,007 | 0.14 |
| General Motors Financial Co., Inc. FRN 05-JAN-2023, 1.29%, 01/05/23 | GM | 37045XCE4 | - | - | 3,300,000 | $3,277,085 | 0.14 |
| Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 | LLOYDS | 539439AP4 | - | - | 3,100,000 | $3,258,377 | 0.14 |
| Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 | VCXAU | AN2610136 | - | - | 4,210,000 | $3,251,071 | 0.14 |
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033DAC1 | - | - | 2,930,000 | $3,244,548 | 0.14 |
| Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 | LBRFI | AR6488811 | - | - | 4,310,000 | $3,237,344 | 0.14 |
| DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 | DBSSP | 24023KAE8 | - | - | 3,100,000 | $3,236,934 | 0.14 |
| Westpac Banking Corporation FRN 27-AUG-2029, 2.07%, 08/27/29 | WSTP | ZR2259201 | - | - | 4,400,000 | $3,235,549 | 0.14 |
| Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 | SCAPRT | AN6454895 | - | - | 4,100,000 | $3,216,784 | 0.14 |
| IBM Credit LLC FRN 20-JAN-2021, 0.53%, 01/20/21 | IBM | 44932HAE3 | - | - | 3,200,000 | $3,205,519 | 0.14 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 2.80%, 05/17/26 | ANZ | QJ6184601 | - | - | 4,272,000 | $3,152,259 | 0.13 |
| Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 | ORCL | 68389XBB0 | - | - | 2,950,000 | $3,066,117 | 0.13 |
| Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 | BAC | 06051GHR3 | - | - | 2,800,000 | $3,048,776 | 0.13 |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 1.14%, 09/26/23 | RABOBK | 74977RDD3 | - | - | 3,000,000 | $3,042,575 | 0.13 |
| American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 | AXP | 025816CD9 | - | - | 2,900,000 | $3,034,083 | 0.13 |
| Commonwealth Bank of Australia FRN 16-MAR-2023, 0.94%, 03/16/23 | CBAAU | 2027A0JY6 | - | - | 3,000,000 | $3,027,922 | 0.13 |
| Constellation Brands, Inc. FRN 15-NOV-2021, 0.98%, 11/15/21 | STZ | 21036PBA5 | - | - | 3,000,000 | $3,002,743 | 0.13 |
| General Motors Company FRN 10-SEP-2021, 1.15%, 09/10/21 | GM | 37045VAR1 | - | - | 3,000,000 | $3,000,322 | 0.13 |
| Hyundai Capital America, Inc. 2.375% 10-FEB-2023, 2.38%, 02/10/23 | HYNMTR | 44891ABE6 | - | - | 2,900,000 | $2,986,301 | 0.13 |
| Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 | KOROIL | 41754WAS0 | - | - | 2,700,000 | $2,971,902 | 0.13 |
| SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | STSP | EI5965658 | - | - | 2,841,000 | $2,941,615 | 0.12 |
| Wells Fargo & Company FRN 27-APR-2022, 1.20%, 04/27/22 | WFC | 949746SR3 | - | - | 4,000,000 | $2,934,263 | 0.12 |
| National Australia Bank Limited 3.375% 20-SEP-2021, 3.38%, 09/20/21 | NAB | 63254AAZ1 | - | - | 2,750,000 | $2,874,184 | 0.12 |
| Mizuho Financial Group, Inc. FRN 28-FEB-2022, 1.20%, 02/28/22 | MIZUHO | 60687YAJ8 | - | - | 2,844,000 | $2,873,751 | 0.12 |
| Morgan Stanley FRN 20-JAN-2022, 1.45%, 01/20/22 | MS | 61746BEE2 | - | - | 2,850,000 | $2,866,958 | 0.12 |
| Apple Inc. 0.75% 11-MAY-2023, 0.75%, 05/11/23 | AAPL | 037833DV9 | - | - | 2,780,000 | $2,819,939 | 0.12 |
| Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 | HYNMTR | 44891ABA4 | - | - | 2,700,000 | $2,806,494 | 0.12 |
| RedZed Trust Series 2018-1|2.49|03/09/2050, 2.49%, 03/09/50 | REDZE | BCC2HM3M8 | - | - | 3,800,000 | $2,785,227 | 0.12 |
| Heritage Bank Ltd. FRN 12-AUG-2022, 0.92%, 08/12/22 | HBSAU | AZ8502462 | - | - | 3,780,000 | $2,766,145 | 0.12 |
| Capital One Financial Corporation 2.6% 11-MAY-2023, 2.60%, 05/11/23 | COF | 14040HCD5 | - | - | 2,600,000 | $2,747,988 | 0.12 |
| Mondelez International Holdings Netherlands BV 2.0% 28-OCT-2021, 2.00%, 10/28/21 | MDLZ | 60920LAC8 | - | - | 2,677,000 | $2,741,186 | 0.12 |
| Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 | GS | 38141GWQ3 | - | - | 2,475,000 | $2,732,450 | 0.12 |
| Capital One, National Association FRN 30-JAN-2023, 1.42%, 01/30/23 | COF | 14042RFJ5 | - | - | 2,675,000 | $2,698,187 | 0.11 |
| Broadcom Inc. 4.7% 15-APR-2025, 4.70%, 04/15/25 | AVGO | 11135FBC4 | - | - | 2,300,000 | $2,675,240 | 0.11 |
| JPMorgan Chase & Co. FRN 23-APR-2024, 0.99%, 04/23/24 | JPM | 46647PAQ9 | - | - | 2,649,000 | $2,668,800 | 0.11 |
| Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 | STZ | 21036PAR9 | - | - | 2,550,000 | $2,661,416 | 0.11 |
| Wesfarmers Limited 3.66% 18-NOV-2020, 3.66%, 11/18/20 | WESAU | EK8989288 | - | - | 3,500,000 | $2,593,535 | 0.11 |
| American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 | AXP | 025816CG2 | - | - | 2,400,000 | $2,571,735 | 0.11 |
| Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 | VPNF | AO6744343 | - | - | 3,100,000 | $2,569,038 | 0.11 |
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | EK8803059 | - | - | 2,370,000 | $2,560,045 | 0.11 |
| Volkswagen Group of America Finance LLC 2.9% 13-MAY-2022, 2.90%, 05/13/22 | VW | 928668BC5 | - | - | 2,400,000 | $2,511,826 | 0.11 |
| United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 1.52%, 04/23/21 | UOBSP | 91127KAB8 | - | - | 2,500,000 | $2,510,158 | 0.11 |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 0.67%, 04/26/21 | RABOBK | 21688AAP7 | - | - | 2,500,000 | $2,508,378 | 0.11 |
| Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 | AVGO | 11134LAM1 | - | - | 2,400,000 | $2,507,499 | 0.11 |
| Vulcan Materials Company FRN 01-MAR-2021, 1.00%, 03/01/21 | VMC | 929160AX7 | - | - | 2,500,000 | $2,502,254 | 0.11 |
| Walt Disney Company FRN 04-MAR-2022, 0.64%, 03/04/22 | DIS | 25468PDS2 | - | - | 2,490,000 | $2,497,663 | 0.11 |
| Australia and New Zealand Banking Group Limited 4.75% 13-MAY-2027, 4.75%, 05/13/27 | ANZ | EK8999360 | - | - | 3,170,000 | $2,433,699 | 0.10 |
| JPMorgan Chase & Co. 2.75% 01-FEB-2023, 2.75%, 02/01/23 | JPM | EJ5331958 | - | - | 1,900,000 | $2,431,852 | 0.10 |
| Commonwealth Bank of Australia FRN 06-SEP-2021, 1.08%, 09/06/21 | CBAAU | 2027A1HX8 | - | - | 2,400,000 | $2,417,307 | 0.10 |
| Caterpillar Financial Services Corporation FRN 06-JUN-2022, 0.84%, 06/06/22 | CAT | 14913QAB5 | - | - | 2,400,000 | $2,416,897 | 0.10 |
| American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 | HNDA | 02665WCY5 | - | - | 2,300,000 | $2,383,625 | 0.10 |
| Canadian Imperial Bank of Commerce|.566|02/02/2021, 0.57%, 02/02/21 | CM | 136069XZ9 | - | - | 2,350,000 | $2,353,981 | 0.10 |
| Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 | CAT | 14913Q3B3 | - | - | 2,150,000 | $2,305,542 | 0.10 |
| Pepper Residential Securities Trust No. 22|1.158|06/20/2060, 1.16%, 06/20/60 | PEPAU | 71338AAA9 | - | - | 2,287,818 | $2,293,718 | 0.10 |
| Westpac Banking Corporation FRN 15-MAY-2023, 1.00%, 05/15/23 | WSTP | 961214EA7 | - | - | 2,244,000 | $2,271,060 | 0.10 |
| Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 | SINOPE | 82939GAK4 | - | - | 2,100,000 | $2,216,502 | 0.09 |
| Volkswagen Group of America Finance LLC|1.0235|11/13/2020, 1.02%, 11/13/20 | VW | AV5564670 | - | - | 2,200,000 | $2,204,301 | 0.09 |
| Lloyds Banking Group plc FRN 20-MAR-2023, 1.40%, 03/20/23 | LLOYDS | AP1140486 | - | - | 3,000,000 | $2,187,701 | 0.09 |
| United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.07%, 02/07/23 | UELAU | AQ8840888 | - | - | 3,000,000 | $2,184,568 | 0.09 |
| Hewlett Packard Enterprise Company 4.4% 15-OCT-2022, 4.40%, 10/15/22 | HPE | 42824CAN9 | - | - | 2,000,000 | $2,177,333 | 0.09 |
| CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 | CKHH | 12563XAA9 | - | - | 2,150,000 | $2,173,449 | 0.09 |
| American Express Company FRN 01-AUG-2022, 0.86%, 08/01/22 | AXP | 025816BN8 | - | - | 2,150,000 | $2,164,955 | 0.09 |
| Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 0.91%, 09/13/23 | CM | 13607RAE0 | - | - | 2,140,000 | $2,161,249 | 0.09 |
| La Trobe Financial Capital Markets Trust 2017-2 A3 1.99% 12-JAN-2049, 1.99%, 01/12/49 | LTFC | BCC2EE8Q5 | - | - | 2,957,666 | $2,154,561 | 0.09 |
| CNOOC Finance (2013) Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 | CNOOC | 12625GAC8 | - | - | 2,000,000 | $2,123,228 | 0.09 |
| Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 1.41%, 10/19/21 | SUMIBK | 86562MAJ9 | - | - | 2,070,000 | $2,096,895 | 0.09 |
| United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 | UOBSP | QZ3971442 | - | - | 2,050,000 | $2,089,442 | 0.09 |
| Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 | C | 172967LV1 | - | - | 2,000,000 | $2,077,052 | 0.09 |
| United Energy Distribution Pty Ltd|2.2|10/29/2026, 2.20%, 10/29/26 | UELAU | ZR6539137 | - | - | 2,700,000 | $2,076,453 | 0.09 |
| Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 2.54%, 11/30/28 | BENAU | AV7986590 | - | - | 2,800,000 | $2,066,139 | 0.09 |
| Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 | COF | 14042RNW7 | - | - | 2,000,000 | $2,060,499 | 0.09 |
| Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 0.52%, 07/01/26 | ENVAU | ED8440239 | - | - | 3,000,000 | $2,028,345 | 0.09 |
| Goldman Sachs Group, Inc. FRN 23-APR-2021, 1.60%, 04/23/21 | GS | 38141GVW1 | - | - | 2,000,000 | $2,017,178 | 0.09 |
| Bank of Montreal FRN 13-APR-2021, 0.73%, 04/13/21 | BMO | 06367T4X5 | - | - | 2,000,000 | $2,007,861 | 0.08 |
| Bank of Nova Scotia FRN 20-APR-2021, 0.71%, 04/20/21 | BNS | 064159LH7 | - | - | 2,000,000 | $2,006,669 | 0.08 |
| Toyota Motor Credit Corporation FRN 13-APR-2021, 0.55%, 04/13/21 | TOYOTA | 89236TEV3 | - | - | 2,000,000 | $2,004,897 | 0.08 |
| Daimler Finance North America LLC FRN 04-MAY-2021, 0.80%, 05/04/21 | DAIGR | 233851DK7 | - | - | 2,000,000 | $2,003,276 | 0.08 |
| Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 | AMZN | 023135AM8 | - | - | 1,896,000 | $1,977,115 | 0.08 |
| FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 1.39% 08-MAR-2049, 1.39%, 03/08/49 | FMACB | BCC2FPSX2 | - | - | 2,700,000 | $1,962,390 | 0.08 |
| Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 | DEXUS | EK9601866 | - | - | 2,400,000 | $1,961,574 | 0.08 |
| Caterpillar Financial Services Corporation FRN 15-MAY-2023, 0.79%, 05/15/23 | CAT | 14913Q2M0 | - | - | 1,900,000 | $1,915,838 | 0.08 |
| SGSP (Australia) Assets Pty Ltd. 5.5% 12-MAR-2021, 5.50%, 03/12/21 | SGSPAA | EK1048710 | - | - | 2,500,000 | $1,864,364 | 0.08 |
| QIC Finance Shopping Center Fund Pty Ltd|1.37|08/15/2025, 1.37%, 08/15/25 | QIC | ZR0093453 | - | - | 2,620,000 | $1,859,861 | 0.08 |
| Downer Group Finance Pty Ltd. 4.5% 11-MAR-2022, 4.50%, 03/11/22 | DOWAU | EK7841308 | - | - | 2,480,000 | $1,857,261 | 0.08 |
| Commonwealth Bank of Australia FRN 18-JAN-2021, 1.25%, 01/18/21 | CBAAU | JV6123923 | - | - | 2,500,000 | $1,831,586 | 0.08 |
| DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 | DBSSP | QZ3079600 | - | - | 1,800,000 | $1,821,510 | 0.08 |
| Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 | BNS | 064159GW0 | - | - | 1,800,000 | $1,820,428 | 0.08 |
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 0.75%, 01/10/23 | RABOBK | 21688AAM4 | - | - | 1,800,000 | $1,813,102 | 0.08 |
| Bank of Nova Scotia FRN 08-JAN-2021, 0.57%, 01/08/21 | BNS | 064159KU9 | - | - | 1,800,000 | $1,803,537 | 0.08 |
| Toronto-Dominion Bank 0.45% 11-SEP-2023, 0.45%, 09/11/23 | TD | 89114QCJ5 | - | - | 1,800,000 | $1,797,312 | 0.08 |
| GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 | GPTAU | AU4763044 | - | - | 2,200,000 | $1,744,025 | 0.07 |
| ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 1.26%, 07/28/21 | ANZNZ | 00182EBB4 | - | - | 1,725,000 | $1,741,993 | 0.07 |
| Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 | LOFINA | ZQ5768911 | - | - | 2,300,000 | $1,730,294 | 0.07 |
| Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 | DXSAU | QJ5397659 | - | - | 2,200,000 | $1,716,345 | 0.07 |
| National Australia Bank Limited FRN 12-JAN-2021, 0.62%, 01/12/21 | NAB | 6325C1CU1 | - | - | 1,700,000 | $1,703,981 | 0.07 |
| Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 | VZ | AO5497091 | - | - | 2,170,000 | $1,681,375 | 0.07 |
| Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 | FCGNZ | EK3436046 | - | - | 2,200,000 | $1,665,697 | 0.07 |
| Connecteast Finance Pty Ltd. 4.25% 25-FEB-2022, 4.25%, 02/25/22 | CEUAU | EK7582084 | - | - | 2,200,000 | $1,663,727 | 0.07 |
| La Trobe Financial Capital Markets Trust 2018-2|2.44|03/12/2050, 2.44%, 03/12/50 | LTFC | BCC2I1FE8 | - | - | 2,300,000 | $1,656,490 | 0.07 |
| RESIMAC Premier Series 2018-1|.9555|11/10/2049, 0.96%, 11/10/49 | RESI | 76119HAA8 | - | - | 1,620,819 | $1,622,352 | 0.07 |
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | 87124VAE9 | - | - | 1,500,000 | $1,620,282 | 0.07 |
| Wells Fargo & Company FRN 27-JUL-2021, 1.42%, 07/27/21 | WFC | 949746SD4 | - | - | 2,197,000 | $1,613,535 | 0.07 |
| Goldman Sachs Group, Inc. FRN 05-JUN-2023, 1.30%, 06/05/23 | GS | 38141GWK6 | - | - | 1,550,000 | $1,563,113 | 0.07 |
| Credit Union Australia Ltd|1.32|03/04/2022, 1.32%, 03/04/22 | CRUNAU | AX3062624 | - | - | 2,100,000 | $1,545,974 | 0.07 |
| Bank of America Corporation FRN 05-AUG-2021, 1.65%, 08/05/21 | BAC | QZ0182266 | - | - | 2,100,000 | $1,544,663 | 0.07 |
| International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 | IBRD | AQ8245872 | - | - | 2,100,000 | $1,509,101 | 0.06 |
| Westpac Banking Corporation FRN 07-FEB-2022, 1.21%, 02/07/22 | WSTP | AM2183276 | - | - | 2,000,000 | $1,476,963 | 0.06 |
| National Australia Bank Limited FRN 10-FEB-2023, 0.90%, 02/10/23 | NAB | AP8367280 | - | - | 2,000,000 | $1,474,234 | 0.06 |
| Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 1.09%, 03/07/22 | ANZ | AM6596564 | - | - | 2,000,000 | $1,473,915 | 0.06 |
| GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 | GPTAU | EK9073694 | - | - | 1,900,000 | $1,444,823 | 0.06 |
| Commonwealth Bank of Australia|1.078|09/06/2021, 1.08%, 09/06/21 | CBAAU | 2027A0HX0 | - | - | 1,350,000 | $1,359,735 | 0.06 |
| Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 | AAPL | 037833DC1 | - | - | 1,300,000 | $1,345,896 | 0.06 |
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | EJ4077529 | - | - | 1,230,000 | $1,318,305 | 0.06 |
| Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 | SUMIBK | 86562MBM1 | - | - | 1,200,000 | $1,286,127 | 0.05 |
| Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 | ENVAU | EK6519434 | - | - | 1,650,000 | $1,267,323 | 0.05 |
| CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 | CKHH | 12563XAB7 | - | - | 1,200,000 | $1,265,494 | 0.05 |
| Wells Fargo & Company FRN 24-JAN-2023, 1.37%, 01/24/23 | WFC | 949746SL6 | - | - | 1,250,000 | $1,264,333 | 0.05 |
| Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 | RY | 78013X6D5 | - | - | 1,200,000 | $1,260,474 | 0.05 |
| Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 | ENPGAS | AQ2525352 | - | - | 1,520,000 | $1,214,647 | 0.05 |
| Commonwealth Bank of Australia FRN 18-SEP-2022, 0.99%, 09/18/22 | CBAAU | 2027A0JS9 | - | - | 1,200,000 | $1,213,016 | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 1.05%, 07/12/22 | SUMIBK | 86562MAP5 | - | - | 1,200,000 | $1,212,254 | 0.05 |
| BNZ International Funding Ltd. (United Kingdom) FRN 14-SEP-2021, 1.23%, 09/14/21 | BZLNZ | 05579HAD4 | - | - | 1,200,000 | $1,210,165 | 0.05 |
| Members Equity Bank Ltd. FRN 16-APR-2021, 1.37%, 04/16/21 | MEB | AR9324302 | - | - | 1,600,000 | $1,172,878 | 0.05 |
| Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 | SYDAU | 87124VAA7 | - | - | 1,150,000 | $1,171,252 | 0.05 |
| Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 | LLOYDS | AP1140718 | - | - | 1,500,000 | $1,170,701 | 0.05 |
| Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 | HYNMTR | 44891AAR8 | - | - | 1,088,000 | $1,150,798 | 0.05 |
| Aurizon Network Pty Ltd. 5.75% 28-OCT-2020, 5.75%, 10/28/20 | AZJAU | EJ8893137 | - | - | 1,500,000 | $1,123,018 | 0.05 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | 12563TAA8 | - | - | 1,100,000 | $1,119,048 | 0.05 |
| Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 | AAPL | 037833CC2 | - | - | 1,100,000 | $1,113,275 | 0.05 |
| Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.15%, 01/25/23 | BENAU | AQ7821640 | - | - | 1,500,000 | $1,108,074 | 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 | $1,104,805 | 0.05 |
| Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 | KOSEPW | EJ8271813 | - | - | 1,470,000 | $1,101,517 | 0.05 |
| Bank of Queensland Limited FRN 16-NOV-2021, 1.12%, 11/16/21 | BQDAU | AP9329420 | - | - | 1,500,000 | $1,100,367 | 0.05 |
| Korea Southern Power Co Ltd|1.07|10/30/2024, 1.07%, 10/30/24 | KOSOPW | ZQ2359391 | - | - | 1,500,000 | $1,089,338 | 0.05 |
| Wells Fargo & Company FRN 11-FEB-2022, 1.18%, 02/11/22 | WFC | 949746SP7 | - | - | 1,083,000 | $1,087,629 | 0.05 |
| Teachers Mutual Bank Ltd|1.47|07/02/2021, 1.47%, 07/02/21 | TEACHM | AT1537758 | - | - | 1,470,000 | $1,081,899 | 0.05 |
| Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 | RABOBK | 74977RDF8 | - | - | 1,000,000 | $1,077,823 | 0.05 |
| WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 | WSOFIN | LW3418610 | - | - | 1,400,000 | $1,074,711 | 0.05 |
| Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 1.56%, 04/20/21 | BENAU | JK7580364 | - | - | 1,400,000 | $1,029,375 | 0.04 |
| Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 | WSTP | 961214EH2 | - | - | 950,000 | $1,014,971 | 0.04 |
| RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 1.11338% 11-SEP-2048, 1.10%, 09/11/48 | RESI | 76118RAA7 | - | - | 1,012,798 | $1,013,098 | 0.04 |
| General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 | GM | 37045XCB0 | - | - | 1,000,000 | $1,010,523 | 0.04 |
| Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 1.01%, 10/18/22 | SUMIBK | 86562MAT7 | - | - | 1,000,000 | $1,008,902 | 0.04 |
| General Motors Financial Co., Inc. 1.7% 18-AUG-2023, 1.70%, 08/18/23 | GM | 37045XCZ7 | - | - | 1,000,000 | $1,008,162 | 0.04 |
| Caterpillar Financial Services Corporation FRN 15-MAR-2021, 0.48%, 03/15/21 | CAT | 14913Q2H1 | - | - | 1,000,000 | $1,001,064 | 0.04 |
| American Honda Finance Corp. FRN 10-MAY-2023, 0.61%, 05/10/23 | HNDA | 02665WDG3 | - | - | 1,000,000 | $999,694 | 0.04 |
| Pepper Residential Securities Trust No. 24|1.0515|11/18/2060, 1.05%, 11/18/60 | PEPAU | 71338CAA5 | - | - | 992,600 | $995,494 | 0.04 |
| JPMorgan Chase & Co. FRN 24-OCT-2023, 1.49%, 10/24/23 | JPM | 46625HRW2 | - | - | 950,000 | $969,166 | 0.04 |
| AMP Bank Ltd. FRN 06-OCT-2020, 0.85%, 10/06/20 | AMPAU | AP3225616 | - | - | 1,300,000 | $948,839 | 0.04 |
| Liberty Financial Pty Ltd. FRN 07-MAR-2022, 3.34%, 03/07/22 | LBRFI | AX1631495 | - | - | 1,300,000 | $940,811 | 0.04 |
| Citizens Bank, N.A. FRN 26-MAY-2022, 1.04%, 05/26/22 | CFG | 17401QAM3 | - | - | 900,000 | $906,740 | 0.04 |
| Credit Union Australia Ltd|1.34|09/06/2021, 1.34%, 09/06/21 | CRUNAU | AU3081299 | - | - | 1,200,000 | $881,293 | 0.04 |
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | 87124VAD1 | - | - | 800,000 | $857,434 | 0.04 |
| Commonwealth Bank of Australia FRN 10-MAR-2022, 0.95%, 03/10/22 | CBAAU | 2027A0JL4 | - | - | 850,000 | $856,356 | 0.04 |
| Sumitomo Mitsui Financial Group, Inc. FRN 29-MAR-2022, 1.37%, 03/29/22 | SUMIBK | AM9804296 | - | - | 1,136,000 | $834,134 | 0.04 |
| General Motors Financial Co., Inc. 3.2% 06-JUL-2021, 3.20%, 07/06/21 | GM | 37045XBM7 | - | - | 750,000 | $765,945 | 0.03 |
| Citigroup Inc. FRN 25-APR-2022, 1.20%, 04/25/22 | C | 172967LH2 | - | - | 750,000 | $759,722 | 0.03 |
| Westpac Banking Corporation FRN 28-JUN-2022, 1.02%, 06/28/22 | WSTP | 961214DR1 | - | - | 750,000 | $759,569 | 0.03 |
| Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 | SGPAU | EI4751000 | - | - | 1,000,000 | $756,806 | 0.03 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.74%, 05/17/21 | ANZ | 05252BDC0 | - | - | 750,000 | $752,950 | 0.03 |
| WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 | WSOFIN | AN0014679 | - | - | 800,000 | $686,392 | 0.03 |
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033CAC3 | - | - | 616,000 | $682,130 | 0.03 |
| Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 | SCAPRT | EK8553381 | - | - | 900,000 | $667,046 | 0.03 |
| JPMorgan Chase & Co. FRN 29-OCT-2020, 1.47%, 10/29/20 | JPM | 46625HNY2 | - | - | 664,000 | $665,561 | 0.03 |
| Goldman Sachs Group, Inc. FRN 08-SEP-2021, 1.46%, 09/08/21 | GS | EK4654001 | - | - | 890,000 | $653,113 | 0.03 |
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | AU4089085 | - | - | 600,000 | $647,061 | 0.03 |
| JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 | JPM | 46625HJE1 | - | - | 600,000 | $642,988 | 0.03 |
| Royal Bank of Canada FRN 01-FEB-2022, 0.98%, 02/01/22 | RY | 78012KZD2 | - | - | 620,000 | $626,075 | 0.03 |
| Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 | DAIGR | 233851CS1 | - | - | 600,000 | $620,375 | 0.03 |
| Bank of China Ltd. (Sydney) FRN 20-APR-2022, 1.33%, 04/20/22 | BCHINA | AN2054434 | - | - | 800,000 | $589,382 | 0.02 |
| Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 | SGTOPT | AU2682667 | - | - | 750,000 | $583,457 | 0.02 |
| Westpac Banking Corporation FRN 16-FEB-2028, 1.50%, 02/16/28 | WSTP | AQ9768369 | - | - | 800,000 | $580,227 | 0.02 |
| Westpac Banking Corporation FRN 11-JAN-2022, 1.12%, 01/11/22 | WSTP | 961214DH3 | - | - | 550,000 | $556,199 | 0.02 |
| General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 | GPTAU | AL0291016 | - | - | 700,000 | $544,107 | 0.02 |
| Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 | BNS | 064159JG2 | - | - | 500,000 | $517,452 | 0.02 |
| ICBCIL Finance Co. Ltd. 3.65% 05-MAR-2022, 3.65%, 03/05/22 | ICBCIL | AX3932297 | - | - | 500,000 | $515,819 | 0.02 |
| Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 | HYUCAP | 44920UAJ7 | - | - | 500,000 | $515,423 | 0.02 |
| Bank of Queensland Limited FRN 01-MAY-2028, 1.95%, 05/01/28 | BQDAU | AS2767919 | - | - | 700,000 | $508,660 | 0.02 |
| ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 1.13%, 11/23/21 | ANZ | 05252ACR0 | - | - | 500,000 | $505,231 | 0.02 |
| General Motors Financial Co., Inc. FRN 14-JAN-2022, 1.82%, 01/14/22 | GM | 37045XBR6 | - | - | 500,000 | $504,337 | 0.02 |
| Bank of Nova Scotia FRN 07-MAR-2022, 0.89%, 03/07/22 | BNS | 064159JF4 | - | - | 500,000 | $503,973 | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 | SUMIBK | 86562MAQ3 | - | - | 420,000 | $439,055 | 0.02 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | QZ7273258 | - | - | 400,000 | $406,927 | 0.02 |
| Bank of Montreal FRN 11-SEP-2022, 0.88%, 09/11/22 | BMO | 06367TG46 | - | - | 400,000 | $403,917 | 0.02 |
| Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 | CBOE | 12503MAA6 | - | - | 350,000 | $403,658 | 0.02 |
| Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 1.15%, 07/11/22 | BCHINA | AO1976551 | - | - | 400,000 | $397,829 | 0.02 |
| Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 | TLSAU | AP8115770 | - | - | 350,000 | $395,012 | 0.02 |
| Agricultural Bank of China Ltd/Sydney|.97|09/26/2022, 0.97%, 09/26/22 | AGRBK | ZR6327467 | - | - | 530,000 | $387,587 | 0.02 |
| QPH Finance Co. Pty Ltd. 3.75% 07-JUN-2023, 3.75%, 06/07/23 | QPHFIN | LW2393780 | - | - | 500,000 | $386,096 | 0.02 |
| Macquarie Group Limited FRN 15-DEC-2022, 1.24%, 12/15/22 | MQGAU | AQ3405760 | - | - | 500,000 | $364,454 | 0.02 |
| ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 1.13%, 12/13/23 | ETSA | AQ3070770 | - | - | 500,000 | $362,772 | 0.02 |
| Bank of China (UK) Ltd. FRN 07-JUN-2021, 0.98%, 06/07/21 | BCHINA | AS0643260 | - | - | 310,000 | $310,131 | 0.01 |
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.22%, 07/08/21 | HYNMTR | 44891CAV5 | - | - | 250,000 | $250,640 | 0.01 |
| Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 | TCLAU | 89400PAG8 | - | - | 210,000 | $228,424 | 0.01 |
| National Australia Bank Limited FRN 17-MAY-2029, 2.25%, 05/17/29 | NAB | ZS5371860 | - | - | 300,000 | $225,094 | 0.01 |
| National Australia Bank Ltd|2.1213|11/18/2031, 2.12%, 11/18/31 | NAB | ZQ5100404 | - | - | 300,000 | $218,929 | 0.01 |
| Commonwealth Bank of Australia FRN 10-MAR-2022, 0.95%, 03/10/22 | CBAAU | 2027A1JL2 | - | - | 200,000 | $201,496 | 0.01 |
| Lloyds Banking Group plc 3.9% 23-NOV-2023, 3.90%, 11/23/23 | LLOYDS | AS6639585 | - | - | 250,000 | $197,399 | 0.01 |
| Bank of Montreal|2.05|11/01/2022, 2.05%, 11/01/22 | BMO | 06367WRC9 | - | - | 185,000 | $192,730 | 0.01 |
| JPMorgan Chase & Co. FRN 01-MAR-2021, 1.73%, 03/01/21 | JPM | 46625HQK9 | - | - | 175,000 | $176,077 | 0.01 |
| Munchener Hypothekenbank eG 5.0% 30-SEP-2021, 5.00%, 09/30/21 | MS | EK5133989 | - | - | 200,000 | $155,343 | 0.01 |
| Members Equity Bank Ltd. FRN 18-JUL-2022, 1.08%, 07/18/22 | MEB | AZ5258803 | - | - | 200,000 | $146,659 | 0.01 |
| Liberty Funding Pty LTD Liberty Series 2017-3 A1B 1.44% 10-APR-2049, 1.44%, 04/10/49 | LBRTY | BCC2DWUM0 | - | - | 135,330 | $98,649 | 0.00 |
| Pepper Residential Securities Trust No. 18 A1A 1.49% 12-AUG-2058, 1.49%, 08/12/58 | PEPAU | BCC2CYKE6 | - | - | 118,961 | $86,647 | 0.00 |
| Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 | MELAIR | QZ9328522 | - | - | 100,000 | $78,111 | 0.00 |
| CBOT 10 Year US Treasury Note DEC 20 | TYZ0 | - | FUTURES_USD | - | -87.00 | $0 | 0.00 |
| SFE 3 Year Australian Bond Future DEC 20 | YMZ0 | - | AU03Y 23Z | - | 60.00 | $0 | 0.00 |
| CBOT 2 Year US Treasury Note Future DEC 20 | TUZ0 | - | FUTURES_USD | - | 235.00 | $0 | 0.00 |
| CBOT 5 Year US Treasury Note DEC 20 | FVZ0 | - | FUTURES_USD | - | -516.00 | $0 | 0.00 |
| US DOLLARS, 0.00%, 04/16/20 | USD | - | - | - | 202,536,822 | $202,536,822 | 8.55 |
| ETP LEGACY LP 0% 09/18/2020, 0.00%, 09/18/20 | ETP | 29277EJJ4 | - | - | 30,750,000 | $30,749,658 | 1.30 |
| ENABLE MIDSTREAM PARTNERS LP 0% 10/05/2020, 0.00%, 10/05/20 | ENBLCP | 29248EK58 | - | - | 23,150,000 | $23,144,872 | 0.98 |
| CNPC FINANCE HK LTD 0% 09/22/2020, 0.00%, 09/22/20 | CNPCHK | 12623KJN8 | - | - | 23,000,000 | $22,999,189 | 0.97 |
| CANADIAN NATURAL RESOURCES LTD 0% 09/25/2020, 0.00%, 09/25/20 | CANNAT | 13638WJR4 | - | - | 23,000,000 | $22,999,172 | 0.97 |
| GLENCORE FUNDING LLC 0% 09/28/2020, 0.00%, 09/28/20 | GLENPP | 37790AJU8 | - | - | 23,000,000 | $22,997,927 | 0.97 |
| JABIL INC 0% 09/28/2020, 0.00%, 09/28/20 | JBLPP | 46652LJU2 | - | - | 22,250,000 | $22,247,178 | 0.94 |
| PLAINS ALL AMERICAN PIPELINE LP 0% 09/22/2020, 0.00%, 09/22/20 | PAAPP | 72650WJN2 | - | - | 18,000,000 | $17,999,600 | 0.76 |
| CROWN CASTLE INTERNATIONAL CORP 0% 09/22/2020, 0.00%, 09/22/20 | CRWNCI | 22823PJN4 | - | - | 15,500,000 | $15,499,227 | 0.65 |
| GENERAL MOTORS FINANCIAL CO INC 0% 10/01/2020, 0.00%, 10/01/20 | GMFPP | 37046TK11 | - | - | 11,300,000 | $11,297,174 | 0.48 |
| JABIL INC 0% 09/18/2020, 0.00%, 09/18/20 | JBLPP | 46652LJJ7 | - | - | 11,000,000 | $10,999,878 | 0.46 |
| PLAINS ALL AMERICAN PIPELINE LP 0% 09/18/2020, 0.00%, 09/18/20 | PAAPP | 72650WJJ1 | - | - | 7,800,000 | $7,799,965 | 0.33 |
| SEGREGATED CASH | SEGCASH | - | - | $0.00 | 6,090,000 | $6,090,000 | 0.26 |
| AUSTRALIAN DOLLARS | AUD | - | - | - | 2,696,815 | $1,965,036 | 0.08 |
| CANADIAN DOLLAR | CAD | - | - | - | 799,121 | $604,845 | 0.03 |
| EURO | EUR | - | - | - | 273,176 | $322,552 | 0.01 |
| NEW ZEALAND DOLLAR | CASHNZD | - | - | - | 141,605 | $95,194 | 0.00 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 | - | - | - | - | 117,800,000 | $85,835,034 | 3.62 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 | - | - | - | - | -117,800,000 | $-85,835,034 | -3.62 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 | - | - | - | - | 256,300,000 | $193,990,312 | 8.19 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 | - | - | - | - | -256,300,000 | $-193,990,312 | -8.19 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 | - | - | - | - | 256,300,000 | $193,990,312 | 8.19 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 | - | - | - | - | -256,300,000 | $-193,990,312 | -8.19 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 | - | - | - | - | 203,200,000 | $148,061,790 | 6.25 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 | - | - | - | - | -203,200,000 | $-148,061,790 | -6.25 |
| Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 | - | - | - | - | 135,500,000 | $98,732,148 | 4.17 |
| Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 | - | - | - | - | -135,500,000 | $-98,732,148 | -4.17 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 | - | - | - | - | 280,300,000 | $204,240,746 | 8.62 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 | - | - | - | - | -280,300,000 | $-204,240,746 | -8.62 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 | - | - | - | - | 273,000,000 | $206,630,336 | 8.72 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 | - | - | - | - | -273,000,000 | $-206,630,336 | -8.72 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -6,700,000 | $-4,882,939 | -0.21 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 4,811,944 | $4,811,944 | 0.20 |
| FX Forward|CAD|11/24/2020 | +CAD0 | - | - | - | -16,800,000 | $-12,718,248 | -0.54 |
| FX Forward|USD|11/24/2020 | +CAD0 | - | - | - | 12,749,734 | $12,749,734 | 0.54 |
| FX Forward|EUR|11/24/2020 | +EURU | - | - | - | -2,100,000 | $-2,483,222 | -0.10 |
| FX Forward|USD|11/24/2020 | +EURU | - | - | - | 2,494,708 | $2,494,708 | 0.11 |
| FX Forward|NZD|11/24/2020 | +NZD0 | - | - | - | -7,400,000 | $-4,973,799 | -0.21 |
| FX Forward|USD|11/24/2020 | +NZD0 | - | - | - | 4,829,906 | $4,829,906 | 0.20 |
| FX Forward|AUD|11/24/2020 | +AUD1 | - | - | - | -467,000,000 | $-340,348,166 | -14.37 |
| FX Forward|USD|11/24/2020 | +AUD1 | - | - | - | 335,796,350 | $335,796,350 | 14.18 |
| FX Forward|KRW|11/27/2020 | +KRW0 | - | - | - | -4,650,000,000 | $-3,963,181 | -0.17 |
| FX Forward|USD|11/27/2020 | +KRW0 | - | - | - | 3,907,891 | $3,907,891 | 0.16 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | 20,000,000 | $14,575,939 | 0.62 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | -14,454,300 | $-14,454,300 | -0.61 |
| FX Forward|NZD|11/24/2020 | +NZDU | - | - | - | -2,000,000 | $-1,344,270 | -0.06 |
| FX Forward|USD|11/24/2020 | +NZDU | - | - | - | 1,318,626 | $1,318,626 | 0.06 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,600,000 | $-1,166,075 | -0.05 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,161,915 | $1,161,915 | 0.05 |
| FX Forward|CAD|11/24/2020 | +CADU | - | - | - | -10,000,000 | $-7,570,386 | -0.32 |
| FX Forward|USD|11/24/2020 | +CADU | - | - | - | 7,619,408 | $7,619,408 | 0.32 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,000,000 | $-728,797 | -0.03 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 734,496 | $734,496 | 0.03 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,400,000 | $-1,749,113 | -0.07 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,768,320 | $1,768,320 | 0.07 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,600,000 | $-1,894,872 | -0.08 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,917,978 | $1,917,978 | 0.08 |
| FX Forward|CAD|11/24/2020 | +CADU | - | - | - | -4,520,000 | $-3,421,814 | -0.14 |
| FX Forward|USD|11/24/2020 | +CADU | - | - | - | 3,464,583 | $3,464,583 | 0.15 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -22,000,000 | $-16,033,532 | -0.68 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 16,013,118 | $16,013,118 | 0.68 |
| FX Forward|THB|11/27/2020 | +THB4 | - | - | - | -162,000,000 | $-5,191,947 | -0.22 |
| FX Forward|USD|11/27/2020 | +THB4 | - | - | - | 5,113,233 | $5,113,233 | 0.22 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,300,000 | $-1,676,233 | -0.07 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,673,993 | $1,673,993 | 0.07 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,000,000 | $-728,797 | -0.03 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 730,617 | $730,617 | 0.03 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -19,000,000 | $-13,847,142 | -0.58 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 13,840,037 | $13,840,037 | 0.58 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -6,100,000 | $-4,445,661 | -0.19 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 4,458,032 | $4,458,032 | 0.19 |
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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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