Short Duration Income ETF Holdings
Full Portfolio Holdings(As of October 23, 2020) |
Ticker | Cusip | Underlying Security | Strike Price | Quantity (Shares/ Par/ Notional/ Units/ Contracts) | Notional Value | Market Value | Weight % |
|---|---|---|---|---|---|---|---|---|
| Georgia-Pacific LLC 5.4% 01-NOV-2020, 5.40%, 11/01/20 | GP | 37331NAB7 | - | - | 27,552,000 | 28,290,799.99 | $28,290,800 | 1.08 |
| GE Capital International Funding Co. 2.342% 15-NOV-2020, 2.34%, 11/15/20 | GE | 36164QMS4 | - | - | 25,027,000 | 25,313,908.14 | $25,313,908 | 0.97 |
| Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 | ANZ | 052528AL0 | - | - | 23,781,000 | 24,865,115.81 | $24,865,116 | 0.94 |
| Wells Fargo & Company 1.654% 01-JUN-2024, 1.65%, 06/02/24 | WFC | 95000U2R3 | - | - | 23,400,000 | 24,085,560.10 | $24,085,560 | 0.91 |
| Hewlett Packard Enterprise Company 1.45% 01-APR-2024, 1.45%, 04/01/24 | HPE | 42824CBJ7 | - | - | 21,800,000 | 22,330,121.50 | $22,330,122 | 0.85 |
| Johnson & Johnson 0.55% 01-SEP-2025, 0.55%, 09/01/25 | JNJ | 478160CN2 | - | - | 22,000,000 | 22,129,025.04 | $22,129,025 | 0.84 |
| Chevron U.S.A., Inc. FRN 12-AUG-2022, 0.37%, 08/12/22 | CVX | 166756AG1 | - | - | 21,000,000 | 21,016,669.24 | $21,016,669 | 0.80 |
| PayPal Holdings, Inc. 1.35% 01-JUN-2023, 1.35%, 06/01/23 | PYPL | 70450YAF0 | - | - | 19,869,000 | 20,426,602.83 | $20,426,603 | 0.77 |
| AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 | AGLAU | EK5737813 | - | - | 25,980,000 | 19,304,212.12 | $19,304,212 | 0.73 |
| Mondelez International, Inc. 0.625% 01-JUL-2022, 0.62%, 07/01/22 | MDLZ | 609207AV7 | - | - | 18,618,000 | 18,739,635.06 | $18,739,635 | 0.71 |
| Bank of America Corporation 0.981% 25-SEP-2025, 0.98%, 09/25/25 | BAC | 06051GJG5 | - | - | 18,000,000 | 18,017,855.10 | $18,017,855 | 0.68 |
| Goldman Sachs Group, Inc. FRN 23-FEB-2023, 1.01%, 02/23/23 | GS | 38141GWU4 | - | - | 16,958,000 | 17,076,379.18 | $17,076,379 | 0.65 |
| Alphabet Inc. 0.45% 15-AUG-2025, 0.45%, 08/15/25 | GOOGL | 02079KAH0 | - | - | 17,000,000 | 16,950,203.26 | $16,950,203 | 0.64 |
| National Australia Bank Limited FRN 21-SEP-2026, 2.49%, 09/21/26 | NAB | QZ4979063 | - | - | 23,216,000 | 16,727,779.43 | $16,727,779 | 0.63 |
| Fiserv, Inc. 3.8% 01-OCT-2023, 3.80%, 10/01/23 | FISV | 337738AQ1 | - | - | 14,945,000 | 16,336,266.05 | $16,336,266 | 0.62 |
| AAI Ltd. (Australia) FRN 18-NOV-2040, 3.40%, 11/18/40 | SUNAU | QJ2204874 | - | - | 22,120,000 | 15,827,541.07 | $15,827,541 | 0.60 |
| Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 | SYDAU | 87124VAF6 | - | - | 14,400,000 | 15,752,245.55 | $15,752,246 | 0.60 |
| Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 1.32%, 10/30/24 | AUSGF | AP6703965 | - | - | 21,600,000 | 15,390,325.25 | $15,390,325 | 0.58 |
| Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 | BAC | 06051GJC4 | - | - | 14,500,000 | 14,895,196.21 | $14,895,196 | 0.56 |
| Barclays Plc FRN 15-FEB-2023, 1.71%, 02/15/23 | BACR | 06738EBF1 | - | - | 14,700,000 | 14,820,898.43 | $14,820,898 | 0.56 |
| DBS Group Holdings Ltd FRN 16-MAR-2028, 1.67%, 03/16/28 | DBSSP | AR6199681 | - | - | 19,890,000 | 14,143,427.97 | $14,143,428 | 0.54 |
| McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 | MCD | 580135CD1 | - | - | 17,080,000 | 14,119,439.27 | $14,119,439 | 0.53 |
| JPMorgan Chase & Co. 1.514% 01-JUN-2024, 1.51%, 06/01/24 | JPM | 46647PBQ8 | - | - | 13,500,000 | 13,888,797.00 | $13,888,797 | 0.53 |
| Mizuho Financial Group, Inc. FRN 11-SEP-2022, 1.13%, 09/11/22 | MIZUHO | 60687YAN9 | - | - | 13,615,000 | 13,764,193.47 | $13,764,193 | 0.52 |
| Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 | INTU | 46124HAA4 | - | - | 13,565,000 | 13,707,181.82 | $13,707,182 | 0.52 |
| McKesson Corporation 3.65% 30-NOV-2020, 3.65%, 11/30/20 | MCK | 581557BM6 | - | - | 13,450,000 | 13,689,664.98 | $13,689,665 | 0.52 |
| SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 | SGSPAA | EJ3849779 | - | - | 13,000,000 | 13,660,715.94 | $13,660,716 | 0.52 |
| Export-Import Bank of Korea FRN 01-JUN-2021, 0.82%, 06/01/21 | EIBKOR | 302154CT4 | - | - | 13,532,000 | 13,575,864.37 | $13,575,864 | 0.51 |
| Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 | CBAAU | QZ8552775 | - | - | 13,220,000 | 13,424,807.15 | $13,424,807 | 0.51 |
| Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 | AUSGF | AP3049594 | - | - | 15,820,000 | 12,534,887.24 | $12,534,887 | 0.47 |
| Macquarie Bank Ltd|2.3|01/22/2025, 2.30%, 01/22/25 | MQGAU | 55608PBE3 | - | - | 11,500,000 | 12,245,985.98 | $12,245,986 | 0.46 |
| Royal Bank of Canada|.57775|01/17/2023, 0.58%, 01/17/23 | RY | 78015K7E8 | - | - | 11,920,000 | 11,958,482.98 | $11,958,483 | 0.45 |
| Cardinal Health, Inc. FRN 15-JUN-2022, 1.02%, 06/15/22 | CAH | 14149YBG2 | - | - | 11,865,000 | 11,938,206.81 | $11,938,207 | 0.45 |
| American Express Company FRN 20-MAY-2022, 0.87%, 05/20/22 | AXP | 025816CE7 | - | - | 11,700,000 | 11,795,616.62 | $11,795,617 | 0.45 |
| Citibank, National Association (4759) FRN 20-MAY-2022, 0.85%, 05/20/22 | C | ZS5603510 | - | - | 16,500,000 | 11,781,567.13 | $11,781,567 | 0.45 |
| Nestle Holdings, Inc. 0.375% 15-JAN-2024, 0.38%, 01/15/24 | NESNVX | 641062AQ7 | - | - | 11,650,000 | 11,625,590.49 | $11,625,590 | 0.44 |
| International Business Machines Corporation 2.85% 13-MAY-2022, 2.85%, 05/13/22 | IBM | 459200JX0 | - | - | 10,600,000 | 11,152,812.33 | $11,152,812 | 0.42 |
| Broadcom Corporation 3.625% 15-JAN-2024, 3.62%, 01/15/24 | AVGO | 11134LAF6 | - | - | 10,150,000 | 11,049,697.41 | $11,049,697 | 0.42 |
| Oracle Corporation 2.5% 01-APR-2025, 2.50%, 04/01/25 | ORCL | 68389XBT1 | - | - | 10,100,000 | 10,851,185.99 | $10,851,186 | 0.41 |
| Toyota Motor Credit Corporation 0.5% 14-AUG-2023, 0.50%, 08/14/23 | TOYOTA | 89236THF5 | - | - | 10,500,000 | 10,536,120.00 | $10,536,120 | 0.40 |
| Morgan Stanley FRN 20-JAN-2023, 0.86%, 01/20/23 | MS | 6174468K8 | - | - | 10,500,000 | 10,529,720.73 | $10,529,721 | 0.40 |
| Insurance Australia Group Limited FRN 15-JUN-2044, 2.19%, 06/15/44 | IAGAU | AR7148380 | - | - | 14,800,000 | 10,508,777.24 | $10,508,777 | 0.40 |
| Home Depot, Inc. 2.7% 01-APR-2023, 2.70%, 04/01/23 | HD | 437076AZ5 | - | - | 9,700,000 | 10,229,701.19 | $10,229,701 | 0.39 |
| Morgan Stanley FRN 24-OCT-2023, 1.66%, 10/24/23 | MS | 61746BEC6 | - | - | 10,005,000 | 10,229,424.19 | $10,229,424 | 0.39 |
| Westpac Banking Corporation FRN 16-NOV-2023, 1.05%, 11/16/23 | WSTP | AV5755005 | - | - | 14,000,000 | 10,169,364.62 | $10,169,365 | 0.39 |
| Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 | WSTP | AO6757295 | - | - | 13,322,000 | 10,063,001.05 | $10,063,001 | 0.38 |
| Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 1.32%, 12/06/24 | NETFIN | AQ2180349 | - | - | 14,120,000 | 10,053,746.70 | $10,053,747 | 0.38 |
| Westpac Banking Corp|.61413|01/13/2023, 0.61%, 01/13/23 | WSTP | 961214EK5 | - | - | 10,000,000 | 10,039,035.79 | $10,039,036 | 0.38 |
| eBay Inc. 1.9% 11-MAR-2025, 1.90%, 03/11/25 | EBAY | 278642AV5 | - | - | 9,600,000 | 9,985,623.07 | $9,985,623 | 0.38 |
| Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 | MQGAU | 55608JAH1 | - | - | 9,300,000 | 9,843,943.27 | $9,843,943 | 0.37 |
| Bank of Queensland Limited FRN 10-MAY-2026, 3.50%, 05/10/26 | BQDAU | JK8304210 | - | - | 13,610,000 | 9,837,937.02 | $9,837,937 | 0.37 |
| Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 1.20%, 11/12/21 | VW | 928668AQ5 | - | - | 9,600,000 | 9,661,196.54 | $9,661,197 | 0.37 |
| Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 | SUNAU | 8672EMAL8 | - | - | 8,920,000 | 9,631,288.32 | $9,631,288 | 0.36 |
| Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 | WFC | 95000U2K8 | - | - | 9,020,000 | 9,434,859.15 | $9,434,859 | 0.36 |
| Florida Power & Light Company FRN 28-JUL-2023, 0.64%, 07/28/23 | NEE | 341081GA9 | - | - | 9,400,000 | 9,419,936.45 | $9,419,936 | 0.36 |
| Cardinal Health, Inc. 3.079% 15-JUN-2024, 3.08%, 06/15/24 | CAH | 14149YBH0 | - | - | 8,600,000 | 9,343,668.47 | $9,343,668 | 0.35 |
| Lloyds Banking Group PLC|1.326|06/15/2023, 1.33%, 06/15/23 | LLOYDS | 53944YAM5 | - | - | 9,100,000 | 9,218,995.03 | $9,218,995 | 0.35 |
| Caterpillar Financial Services Corporation FRN 12-NOV-2021, 0.46%, 11/12/21 | CAT | 14913Q3D9 | - | - | 9,150,000 | 9,170,850.69 | $9,170,851 | 0.35 |
| Nordea Bank Abp 0.75% 28-AUG-2025, 0.75%, 08/28/25 | NDASS | 65559CAB7 | - | - | 9,000,000 | 8,994,527.49 | $8,994,527 | 0.34 |
| General Mills, Inc. 3.2% 16-APR-2021, 3.20%, 04/16/21 | GIS | 370334CD4 | - | - | 8,780,000 | 8,911,318.49 | $8,911,318 | 0.34 |
| John Deere Capital Corporation 0.55% 05-JUL-2022, 0.55%, 07/05/22 | DE | 24422EVG1 | - | - | 8,800,000 | 8,861,331.37 | $8,861,331 | 0.34 |
| Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 | C | 17308CC46 | - | - | 8,550,000 | 8,804,748.55 | $8,804,749 | 0.33 |
| Perth Airport Pty Ltd. 5.5% 25-MAR-2021, 5.50%, 03/25/21 | WESAIR | EK1306886 | - | - | 12,142,000 | 8,803,591.79 | $8,803,592 | 0.33 |
| American Honda Finance Corp. 0.875% 07-JUL-2023, 0.88%, 07/07/23 | HNDA | 02665WDK4 | - | - | 8,700,000 | 8,797,104.18 | $8,797,104 | 0.33 |
| Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 | KOHNPW | 50064YAN3 | - | - | 8,050,000 | 8,778,025.95 | $8,778,026 | 0.33 |
| Molson Coors Beverage Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 | TAP | 60871RAF7 | - | - | 8,600,000 | 8,741,572.91 | $8,741,573 | 0.33 |
| Industrial and Commercial Bank of China Limited FRN 14-DEC-2020, 1.02%, 12/14/20 | ICBCAS | AQ3247683 | - | - | 8,700,000 | 8,712,084.17 | $8,712,084 | 0.33 |
| Mitsubishi UFJ Financial Group, Inc. 0.848% 15-SEP-2024, 0.85%, 09/15/24 | MUFG | 606822BV5 | - | - | 8,600,000 | 8,616,611.66 | $8,616,612 | 0.33 |
| Bank of Montreal|1.85|05/01/2025, 1.85%, 05/01/25 | BMO | 06367WB85 | - | - | 8,100,000 | 8,543,594.65 | $8,543,595 | 0.32 |
| Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 | AUSGF | 052113AA5 | - | - | 7,740,000 | 8,308,527.98 | $8,308,528 | 0.31 |
| Goldman Sachs Group, Inc. FRN 26-APR-2022, 1.35%, 04/26/22 | GS | 38141GWD2 | - | - | 8,200,000 | 8,259,136.23 | $8,259,136 | 0.31 |
| Amazon.com, Inc. 0.8% 03-JUN-2025, 0.80%, 06/03/25 | AMZN | 023135BQ8 | - | - | 8,100,000 | 8,210,306.19 | $8,210,306 | 0.31 |
| Suncorp Group Limited FRN 05-DEC-2028, 2.24%, 12/05/28 | SUNAU | AT9997863 | - | - | 11,450,000 | 8,209,405.39 | $8,209,405 | 0.31 |
| Verizon Communications Inc. FRN 15-MAY-2025, 1.38%, 05/15/25 | VZ | 92343VEP5 | - | - | 8,000,000 | 8,203,561.84 | $8,203,562 | 0.31 |
| CVS Health Corporation 3.375% 12-AUG-2024, 3.38%, 08/12/24 | CVS | 126650CF5 | - | - | 7,485,000 | 8,198,475.67 | $8,198,476 | 0.31 |
| Bank of Nova Scotia|1.3|06/11/2025, 1.30%, 06/11/25 | BNS | 064159VL7 | - | - | 8,000,000 | 8,197,698.80 | $8,197,699 | 0.31 |
| Canadian Imperial Bank of Commerce|.95|06/23/2023, 0.95%, 06/23/23 | CM | 13607GRK2 | - | - | 8,050,000 | 8,164,308.50 | $8,164,308 | 0.31 |
| Hershey Company 0.9% 01-JUN-2025, 0.90%, 06/01/25 | HSY | 427866BF4 | - | - | 7,906,000 | 8,026,414.63 | $8,026,415 | 0.30 |
| Commonwealth Bank of Australia 3.35% 04-JUN-2024, 3.35%, 06/04/24 | CBAAU | 2027A1KB2 | - | - | 7,164,000 | 7,918,229.64 | $7,918,230 | 0.30 |
| Liberty Funding Pty LTD Liberty Series 2018-1 A2 1.74% 10-OCT-2049, 1.74%, 10/10/49 | LBRTY | BCC2G4SM2 | - | - | 11,070,693 | 7,874,068.13 | $7,874,068 | 0.30 |
| eBay Inc. FRN 30-JAN-2023, 1.14%, 01/30/23 | EBAY | 278642AT0 | - | - | 7,733,000 | 7,823,366.20 | $7,823,366 | 0.30 |
| Anthem, Inc. 2.5% 21-NOV-2020, 2.50%, 11/21/20 | ANTM | 036752AE3 | - | - | 7,638,000 | 7,730,804.74 | $7,730,805 | 0.29 |
| Westpac Banking Corporation FRN 22-JUN-2028, 1.89%, 06/22/28 | WSTP | AT0619441 | - | - | 10,800,000 | 7,720,526.05 | $7,720,526 | 0.29 |
| Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | SCGAU | EK4621760 | - | - | 10,500,000 | 7,648,937.26 | $7,648,937 | 0.29 |
| Capital One Financial Corporation FRN 30-JAN-2023, 0.99%, 01/30/23 | COF | 14040HBV6 | - | - | 7,600,000 | 7,621,897.37 | $7,621,897 | 0.29 |
| Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 0.82%, 11/09/22 | ANZ | 05252ACZ2 | - | - | 7,535,000 | 7,605,133.29 | $7,605,133 | 0.29 |
| Bank of America Corporation FRN 23-JUL-2024, 1.17%, 07/23/24 | BAC | 06051GHK8 | - | - | 7,400,000 | 7,478,420.96 | $7,478,421 | 0.28 |
| Macquarie Group Limited FRN 27-MAR-2024, 1.58%, 03/27/24 | MQGAU | 55608KAM7 | - | - | 7,302,000 | 7,377,800.13 | $7,377,800 | 0.28 |
| TD Ameritrade Holding Corporation FRN 01-NOV-2021, 0.68%, 11/01/21 | AMTD | 87236YAG3 | - | - | 7,330,000 | 7,367,649.84 | $7,367,650 | 0.28 |
| Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 | TD | 89114QCH9 | - | - | 7,200,000 | 7,348,665.42 | $7,348,665 | 0.28 |
| Toyota Motor Credit Corporation 1.8% 13-FEB-2025, 1.80%, 02/13/25 | TOYOTA | 89236TGT6 | - | - | 7,000,000 | 7,338,663.57 | $7,338,664 | 0.28 |
| National Australia Bank Ltd|.95875|11/04/2021, 0.96%, 11/04/21 | NAB | 6325C0DW8 | - | - | 7,200,000 | 7,260,403.33 | $7,260,403 | 0.28 |
| Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 | AAPL | 037833DM9 | - | - | 6,900,000 | 7,240,622.09 | $7,240,622 | 0.27 |
| Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 | GS | 38141GXJ8 | - | - | 6,500,000 | 7,188,062.09 | $7,188,062 | 0.27 |
| Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 | AMZN | 023135AJ5 | - | - | 6,828,000 | 7,175,697.42 | $7,175,697 | 0.27 |
| Royal Bank of Canada FRN 05-OCT-2023, 0.89%, 10/05/23 | RY | 78013XW61 | - | - | 6,995,000 | 7,076,091.84 | $7,076,092 | 0.27 |
| Macquarie Group Limited FRN 28-NOV-2023, 1.28%, 11/28/23 | MQGAU | 55608JAJ7 | - | - | 6,949,000 | 6,987,713.06 | $6,987,713 | 0.26 |
| Commonwealth Bank of Australia FRN 03-JUN-2026, 2.74%, 06/03/26 | CBAAU | LW2645668 | - | - | 9,700,000 | 6,983,023.63 | $6,983,024 | 0.26 |
| American Honda Finance Corp. 0.65% 08-SEP-2023, 0.65%, 09/08/23 | HNDA | 02665WDM0 | - | - | 6,900,000 | 6,935,062.73 | $6,935,063 | 0.26 |
| Mizuho Financial Group, Inc. 1.241% 10-JUL-2024, 1.24%, 07/10/24 | MIZUHO | 60687YBF5 | - | - | 6,700,000 | 6,795,845.21 | $6,795,845 | 0.26 |
| Mizuho Financial Group, Inc. 0.849% 08-SEP-2024, 0.85%, 09/08/24 | MIZUHO | 60687YBJ7 | - | - | 6,700,000 | 6,696,599.21 | $6,696,599 | 0.25 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.74%, 05/17/21 | ANZ | 05252ADC2 | - | - | 6,600,000 | 6,625,729.26 | $6,625,729 | 0.25 |
| CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 | CVS | 126650CT5 | - | - | 6,404,000 | 6,519,474.16 | $6,519,474 | 0.25 |
| IBM Credit LLC FRN 30-NOV-2020, 0.73%, 11/30/20 | IBM | 44932HAJ2 | - | - | 6,500,000 | 6,511,149.63 | $6,511,150 | 0.25 |
| CNOOC Finance (2015) U.S.A. LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 | CNOOC | 12634MAD2 | - | - | 6,000,000 | 6,504,147.24 | $6,504,147 | 0.25 |
| Korea National Oil Corp. 0.875% 05-OCT-2025, 0.88%, 10/05/25 | KOROIL | 50066PAM2 | - | - | 6,500,000 | 6,463,433.06 | $6,463,433 | 0.24 |
| JPMorgan Chase & Co. 0.653% 16-SEP-2024, 0.65%, 09/16/24 | JPM | 46647PBS4 | - | - | 6,400,000 | 6,424,776.30 | $6,424,776 | 0.24 |
| Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 | NDASS | 65557CBE2 | - | - | 6,300,000 | 6,409,417.81 | $6,409,418 | 0.24 |
| Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 0.98%, 06/14/21 | ICBCAS | AS9547462 | - | - | 6,400,000 | 6,407,103.93 | $6,407,104 | 0.24 |
| Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 2.54%, 11/30/28 | BENAU | AV7986590 | - | - | 8,800,000 | 6,358,161.20 | $6,358,161 | 0.24 |
| AusNet Services Holdings Pty Ltd. 7.5% 01-APR-2021, 7.50%, 04/01/21 | ANVAU | EI6263145 | - | - | 8,500,000 | 6,235,158.33 | $6,235,158 | 0.24 |
| Commonwealth Bank of Australia FRN 04-JUN-2024, 1.07%, 06/04/24 | CBAAU | 2027A0KC2 | - | - | 6,100,000 | 6,213,687.90 | $6,213,688 | 0.24 |
| Morgan Stanley FRN 03-FEB-2023, 0.83%, 02/03/23 | MS | 6174468M4 | - | - | 8,150,000 | 6,201,876.61 | $6,201,877 | 0.23 |
| Broadcom Inc. 2.25% 15-NOV-2023, 2.25%, 11/15/23 | AVGO | 11135FAV3 | - | - | 5,800,000 | 6,101,136.00 | $6,101,136 | 0.23 |
| Korea East-West Power Co., Ltd. 1.75% 06-MAY-2025, 1.75%, 05/06/25 | KOEWPW | BJ0835311 | - | - | 5,854,000 | 6,083,955.89 | $6,083,956 | 0.23 |
| CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 | CKHH | 12564CAA4 | - | - | 5,700,000 | 6,066,020.75 | $6,066,021 | 0.23 |
| National Australia Bank Limited FRN 22-MAY-2022, 0.98%, 05/22/22 | NAB | 6325C0DQ1 | - | - | 6,000,000 | 6,065,010.59 | $6,065,011 | 0.23 |
| General Motors Financial Co., Inc. FRN 09-APR-2021, 1.08%, 04/09/21 | GM | 37045XCH7 | - | - | 6,003,000 | 6,007,611.29 | $6,007,611 | 0.23 |
| Westpac Banking Corp|2.894|02/04/2030, 2.89%, 02/04/30 | WSTP | 961214EM1 | - | - | 5,750,000 | 5,990,569.93 | $5,990,570 | 0.23 |
| Bendigo & Adelaide Bank Ltd|2.89|12/09/2026, 2.89%, 12/09/26 | BENAU | AL5167005 | - | - | 8,250,000 | 5,961,897.50 | $5,961,897 | 0.23 |
| Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 1.08%, 07/19/23 | SUMIBK | 86562MBA7 | - | - | 5,900,000 | 5,943,303.42 | $5,943,303 | 0.23 |
| ASB Bank Ltd. FRN 14-JUN-2023, 1.22%, 06/14/23 | ASBBNK | 00216LAB9 | - | - | 5,810,000 | 5,906,459.47 | $5,906,459 | 0.22 |
| Citigroup Inc. FRN 08-DEC-2021, 1.32%, 12/08/21 | C | 172967LB5 | - | - | 5,750,000 | 5,813,976.42 | $5,813,976 | 0.22 |
| CVS Health Corporation 4.75% 01-DEC-2022, 4.75%, 12/01/22 | CVS | 126650CQ1 | - | - | 5,300,000 | 5,807,379.15 | $5,807,379 | 0.22 |
| Nordea Bank AB FRN 30-AUG-2023, 1.20%, 08/30/23 | NDASS | 65557CAZ6 | - | - | 5,700,000 | 5,721,399.65 | $5,721,400 | 0.22 |
| Hyundai Capital America, Inc. 1.25% 18-SEP-2023, 1.25%, 09/18/23 | HYNMTR | 44891ABM8 | - | - | 5,670,000 | 5,690,861.09 | $5,690,861 | 0.22 |
| New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 1.53%, 07/12/24 | ADLAIR | AO1975298 | - | - | 8,200,000 | 5,632,106.41 | $5,632,106 | 0.21 |
| Bank of America Corporation FRN 25-JUN-2022, 0.88%, 06/25/22 | BAC | 06051GHJ1 | - | - | 5,600,000 | 5,622,419.44 | $5,622,419 | 0.21 |
| Northrop Grumman Corporation 3.5% 15-MAR-2021, 3.50%, 03/15/21 | NOC | 666807BE1 | - | - | 5,450,000 | 5,539,117.38 | $5,539,117 | 0.21 |
| National Australia Bank Limited FRN 20-SEP-2021, 0.81%, 09/20/21 | NAB | 6325C0DV0 | - | - | 5,500,000 | 5,525,272.24 | $5,525,272 | 0.21 |
| Royal Bank of Canada|.5|10/26/2023, 0.50%, 10/26/23 | RY | 78015K7J7 | - | - | 5,500,000 | 5,495,003.63 | $5,495,004 | 0.21 |
| Cooperatieve Rabobank UA 1.339% 24-JUN-2026, 1.34%, 06/24/26 | RABOBK | 74977RDH4 | - | - | 5,400,000 | 5,489,843.70 | $5,489,844 | 0.21 |
| Bank of Queensland Limited FRN 26-OCT-2020, 1.27%, 10/26/20 | BQDAU | QZ8102027 | - | - | 7,620,000 | 5,429,288.76 | $5,429,289 | 0.21 |
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | 82939GAA6 | - | - | 5,000,000 | 5,384,537.57 | $5,384,538 | 0.20 |
| Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 | AAPL | 037833DE7 | - | - | 5,100,000 | 5,360,387.73 | $5,360,388 | 0.20 |
| Citigroup Inc. FRN 04-MAY-2021, 1.65%, 05/04/21 | C | 172967KP5 | - | - | 7,435,000 | 5,329,324.49 | $5,329,324 | 0.20 |
| AMP Bank Ltd. FRN 24-MAY-2021, 1.46%, 05/24/21 | AMPAU | LW1353652 | - | - | 7,350,000 | 5,247,495.69 | $5,247,496 | 0.20 |
| Verizon Communications Inc. FRN 16-MAR-2022, 1.24%, 03/16/22 | VZ | 92343VDX9 | - | - | 5,100,000 | 5,171,832.08 | $5,171,832 | 0.20 |
| Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 | SUNAU | 8672EMAH7 | - | - | 5,100,000 | 5,159,775.17 | $5,159,775 | 0.20 |
| American Express Company FRN 17-MAY-2021, 0.81%, 05/17/21 | AXP | 025816BV0 | - | - | 5,125,000 | 5,144,904.53 | $5,144,905 | 0.19 |
| Ralph Lauren Corporation 1.7% 15-JUN-2022, 1.70%, 06/15/22 | RL | 731572AA1 | - | - | 5,000,000 | 5,136,911.79 | $5,136,912 | 0.19 |
| Morgan Stanley FRN 10-JUN-2022, 0.92%, 06/10/22 | MS | 6174468H5 | - | - | 5,100,000 | 5,119,898.02 | $5,119,898 | 0.19 |
| Horse Gallop Finance Ltd. FRN 28-JUN-2021, 1.41%, 06/28/21 | ICBCIH | AT1180963 | - | - | 5,050,000 | 5,050,803.93 | $5,050,804 | 0.19 |
| Morgan Stanley FRN 22-JUL-2022, 1.15%, 07/22/22 | MS | 61744YAJ7 | - | - | 5,000,000 | 5,025,936.50 | $5,025,936 | 0.19 |
| Sumitomo Mitsui Financial Group, Inc. FRN 17-JAN-2023, 0.96%, 01/17/23 | SUMIBK | 86562MAW0 | - | - | 5,000,000 | 5,025,525.95 | $5,025,526 | 0.19 |
| International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 | IBRD | JV6344453 | - | - | 7,415,000 | 5,020,287.10 | $5,020,287 | 0.19 |
| JPMorgan Chase & Co. FRN 18-JUN-2022, 0.84%, 06/18/22 | JPM | 46647PAT3 | - | - | 5,000,000 | 5,019,890.24 | $5,019,890 | 0.19 |
| Citibank, National Association FRN 19-FEB-2022, 0.80%, 02/19/22 | C | 17325FAU2 | - | - | 5,000,000 | 5,014,444.51 | $5,014,445 | 0.19 |
| Insurance Australia Group Limited FRN 15-DEC-2036, 2.56%, 12/15/36 | IAGAU | ZO0087817 | - | - | 6,950,000 | 4,977,947.33 | $4,977,947 | 0.19 |
| Toronto-Dominion Bank FRN 19-JUL-2023, 0.86%, 07/19/23 | TD | 89114QC55 | - | - | 4,900,000 | 4,954,460.83 | $4,954,461 | 0.19 |
| Toronto-Dominion Bank FRN 01-DEC-2022, 0.78%, 12/01/22 | TD | 89114QCE6 | - | - | 4,900,000 | 4,945,247.53 | $4,945,248 | 0.19 |
| Bank of Nova Scotia FRN 19-SEP-2022, 0.85%, 09/19/22 | BNS | 064159KE5 | - | - | 4,900,000 | 4,943,852.06 | $4,943,852 | 0.19 |
| Marsh & McLennan Companies, Inc. 2.75% 30-JAN-2022, 2.75%, 01/30/22 | MMC | 571748BB7 | - | - | 4,751,000 | 4,915,989.61 | $4,915,990 | 0.19 |
| Verizon Communications Inc. FRN 17-FEB-2023, 1.32%, 02/17/23 | VZ | AO6240110 | - | - | 6,830,000 | 4,885,518.85 | $4,885,519 | 0.19 |
| Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 | KOROIL | 50066RAC0 | - | - | 4,746,000 | 4,857,084.21 | $4,857,084 | 0.18 |
| Bank of America Corporation FRN 21-OCT-2022, 1.39%, 10/21/22 | BAC | 06051GFY0 | - | - | 4,800,000 | 4,847,128.22 | $4,847,128 | 0.18 |
| Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 | STZ | 21036PAW8 | - | - | 4,600,000 | 4,846,251.52 | $4,846,252 | 0.18 |
| Sumitomo Mitsui Trust Bank Ltd. 0.8% 12-SEP-2023, 0.80%, 09/12/23 | SUMITR | 86563VAQ2 | - | - | 4,800,000 | 4,829,107.92 | $4,829,108 | 0.18 |
| Westpac Banking Corporation FRN 10-MAR-2026, 3.19%, 03/10/26 | WSTP | JK2350201 | - | - | 6,600,000 | 4,742,598.79 | $4,742,599 | 0.18 |
| Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 | LLOYDS | 53944YAH6 | - | - | 4,300,000 | 4,708,180.41 | $4,708,180 | 0.18 |
| Bank of America Corporation FRN 20-JAN-2023, 1.38%, 01/20/23 | BAC | 06051GGH6 | - | - | 4,635,000 | 4,684,159.74 | $4,684,160 | 0.18 |
| United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 | UELAU | AP4899310 | - | - | 5,900,000 | 4,648,277.52 | $4,648,278 | 0.18 |
| Toronto-Dominion Bank|.55034|01/27/2023, 0.55%, 01/27/23 | TD | 89114QCF3 | - | - | 4,620,000 | 4,642,170.55 | $4,642,171 | 0.18 |
| Caterpillar Financial Services Corporation 0.65% 07-JUL-2023, 0.65%, 07/07/23 | CAT | 14913R2D8 | - | - | 4,600,000 | 4,641,793.85 | $4,641,794 | 0.18 |
| Unilever Capital Corp. 0.375% 14-SEP-2023, 0.38%, 09/14/23 | UNANA | 904764BJ5 | - | - | 4,600,000 | 4,620,081.58 | $4,620,082 | 0.18 |
| Bank of Queensland Limited FRN 01-MAY-2028, 1.95%, 05/01/28 | BQDAU | AS2767919 | - | - | 6,500,000 | 4,619,874.80 | $4,619,875 | 0.18 |
| JPMorgan Chase & Co. FRN 25-APR-2023, 1.14%, 04/25/23 | JPM | 46647PAD8 | - | - | 4,550,000 | 4,601,019.34 | $4,601,019 | 0.17 |
| Walmart Inc. 3.3% 22-APR-2024, 3.30%, 04/22/24 | WMT | 931142DP5 | - | - | 4,187,000 | 4,563,813.70 | $4,563,814 | 0.17 |
| Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.09%, 01/19/22 | BENAU | AU8747019 | - | - | 6,200,000 | 4,442,305.81 | $4,442,306 | 0.17 |
| Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 | MARS | 571676AA3 | - | - | 4,097,000 | 4,428,032.28 | $4,428,032 | 0.17 |
| Insurance Australia Group Limited FRN 15-JUN-2045, 2.44%, 06/15/45 | IAGAU | AX5655888 | - | - | 6,180,000 | 4,420,830.44 | $4,420,830 | 0.17 |
| Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 | TRMB | 896239AB6 | - | - | 4,000,000 | 4,409,846.92 | $4,409,847 | 0.17 |
| Walmart Inc. FRN 23-JUN-2021, 0.45%, 06/23/21 | WMT | 931142EH2 | - | - | 4,400,000 | 4,409,153.54 | $4,409,154 | 0.17 |
| Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 | WMT | 931142EL3 | - | - | 4,000,000 | 4,365,115.04 | $4,365,115 | 0.17 |
| McDonald's Corporation 3.0% 08-MAR-2024, 3.00%, 03/08/24 | MCD | AX3484844 | - | - | 5,700,000 | 4,330,591.81 | $4,330,592 | 0.16 |
| ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 | ANZNZ | 00182EBH1 | - | - | 4,200,000 | 4,254,418.58 | $4,254,419 | 0.16 |
| Goldman Sachs Group, Inc. FRN 25-FEB-2021, 2.02%, 02/25/21 | GS | 38143U8G9 | - | - | 4,205,000 | 4,243,964.58 | $4,243,965 | 0.16 |
| ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 | ETSA | AO5004962 | - | - | 5,480,000 | 4,241,825.56 | $4,241,826 | 0.16 |
| Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 | AMZN | 023135AW6 | - | - | 4,000,000 | 4,204,363.23 | $4,204,363 | 0.16 |
| Morgan Stanley FRN 21-APR-2021, 1.61%, 04/21/21 | MS | 61746BEB8 | - | - | 4,175,000 | 4,201,771.44 | $4,201,771 | 0.16 |
| WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 | WSOFIN | AM6441365 | - | - | 5,000,000 | 4,170,389.83 | $4,170,390 | 0.16 |
| GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 | GPTWSC | AO9337061 | - | - | 5,600,000 | 4,163,906.79 | $4,163,907 | 0.16 |
| Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 | KOEWPW | 5006EPAJ0 | - | - | 3,780,000 | 4,139,368.28 | $4,139,368 | 0.16 |
| Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 | WMT | 931142EA7 | - | - | 4,100,000 | 4,137,612.94 | $4,137,613 | 0.16 |
| CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 | CKHH | AN0763788 | - | - | 4,000,000 | 4,105,988.33 | $4,105,988 | 0.16 |
| National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 | NAB | 63254AAX6 | - | - | 4,050,000 | 4,096,057.50 | $4,096,058 | 0.16 |
| JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 | JPM | 46647PBB1 | - | - | 3,900,000 | 4,066,595.38 | $4,066,595 | 0.15 |
| Daimler Finance North America LLC FRN 22-FEB-2021, 0.71%, 02/22/21 | DAIGR | 233851DC5 | - | - | 4,018,000 | 4,025,938.47 | $4,025,938 | 0.15 |
| Westpac Banking Corporation FRN 26-FEB-2024, 1.00%, 02/26/24 | WSTP | 961214EB5 | - | - | 3,950,000 | 4,013,940.89 | $4,013,941 | 0.15 |
| Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 1.19%, 03/17/21 | SHNHAN | AM7966022 | - | - | 5,620,000 | 4,007,733.37 | $4,007,733 | 0.15 |
| Members Equity Bank Ltd. FRN 09-NOV-2020, 1.35%, 11/09/20 | MEB | AP8050290 | - | - | 5,600,000 | 3,990,077.56 | $3,990,078 | 0.15 |
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023MAA2 | - | - | 3,600,000 | 3,988,706.76 | $3,988,707 | 0.15 |
| Optus Finance Pty Ltd. 4.0% 17-JUN-2022, 4.00%, 06/17/22 | SGTOPT | EK9664815 | - | - | 5,250,000 | 3,984,135.60 | $3,984,136 | 0.15 |
| CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 | CVS | 126650DE7 | - | - | 3,690,000 | 3,957,709.29 | $3,957,709 | 0.15 |
| QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 | QPHFIN | EK3554137 | - | - | 5,310,000 | 3,935,323.29 | $3,935,323 | 0.15 |
| Home Depot, Inc. FRN 01-MAR-2022, 0.56%, 03/01/22 | HD | 437076BU5 | - | - | 3,900,000 | 3,915,371.16 | $3,915,371 | 0.15 |
| Toyota Motor Credit Corporation FRN 08-JAN-2021, 0.77%, 01/08/21 | TOYOTA | 89236TFR1 | - | - | 3,900,000 | 3,905,577.99 | $3,905,578 | 0.15 |
| Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 | MS | 61744YAQ1 | - | - | 3,500,000 | 3,835,277.54 | $3,835,278 | 0.15 |
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.17%, 07/08/21 | HYNMTR | 44891AAV9 | - | - | 3,800,000 | 3,803,734.13 | $3,803,734 | 0.14 |
| Marsh & McLennan Companies, Inc. 3.5% 29-DEC-2020, 3.50%, 12/29/20 | MMC | 571748BE1 | - | - | 3,728,000 | 3,789,978.00 | $3,789,978 | 0.14 |
| Daimler Finance North America LLC FRN 22-FEB-2022, 1.14%, 02/22/22 | DAIGR | 233851DQ4 | - | - | 3,750,000 | 3,776,768.35 | $3,776,768 | 0.14 |
| Hyundai Capital America, Inc. FRN 12-MAR-2021, 1.07%, 03/12/21 | HYNMTR | 44891AAT4 | - | - | 3,758,000 | 3,762,132.14 | $3,762,132 | 0.14 |
| Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 | STZ | 21036PAX6 | - | - | 3,500,000 | 3,722,345.07 | $3,722,345 | 0.14 |
| American Honda Finance Corp. FRN 08-JAN-2021, 0.70%, 01/08/21 | HNDA | 02665WCR0 | - | - | 3,700,000 | 3,704,564.90 | $3,704,565 | 0.14 |
| Westpac Banking Corporation FRN 11-JAN-2023, 0.79%, 01/11/23 | WSTP | 961214DT7 | - | - | 3,600,000 | 3,630,126.59 | $3,630,127 | 0.14 |
| Caterpillar Financial Services Corporation FRN 07-DEC-2020, 0.60%, 12/07/20 | CAT | 14913Q2R9 | - | - | 3,600,000 | 3,604,402.13 | $3,604,402 | 0.14 |
| Apple Inc. 0.55% 20-AUG-2025, 0.55%, 08/20/25 | AAPL | 037833DX5 | - | - | 3,600,000 | 3,594,656.10 | $3,594,656 | 0.14 |
| Apple Inc. 0.75% 11-MAY-2023, 0.75%, 05/11/23 | AAPL | 037833DV9 | - | - | 3,510,000 | 3,559,419.05 | $3,559,419 | 0.13 |
| Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 | IADB | AO7138362 | - | - | 257,500,000 | 3,542,975.55 | $3,542,976 | 0.13 |
| AusNet Services Holdings Pty Ltd. 5.375% 02-JUL-2024, 5.38%, 07/02/24 | ANVAU | EK3489227 | - | - | 4,400,000 | 3,540,788.83 | $3,540,789 | 0.13 |
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | 361435AA8 | - | - | 3,290,000 | 3,512,357.93 | $3,512,358 | 0.13 |
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | QZ6969419 | - | - | 3,289,000 | 3,511,290.34 | $3,511,290 | 0.13 |
| Boston Scientific Corporation 3.45% 01-MAR-2024, 3.45%, 03/01/24 | BSX | 101137AV9 | - | - | 3,200,000 | 3,481,816.65 | $3,481,817 | 0.13 |
| Daimler Finance North America LLC FRN 15-FEB-2022, 1.18%, 02/15/22 | DAIGR | 233851DV3 | - | - | 3,450,000 | 3,479,917.36 | $3,479,917 | 0.13 |
| Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 0.86%, 09/21/21 | NSANY | 654740BN8 | - | - | 3,500,000 | 3,474,142.15 | $3,474,142 | 0.13 |
| Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 | DIS | 254687FK7 | - | - | 3,300,000 | 3,444,732.38 | $3,444,732 | 0.13 |
| Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 | SINOPE | 82939GAF5 | - | - | 3,300,000 | 3,440,305.00 | $3,440,305 | 0.13 |
| Goldman Sachs Group, Inc. FRN 31-OCT-2022, 1.04%, 10/31/22 | GS | 38148YAB4 | - | - | 3,400,000 | 3,421,943.76 | $3,421,944 | 0.13 |
| Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 | BMO | 06367WJM6 | - | - | 3,270,000 | 3,397,175.98 | $3,397,176 | 0.13 |
| Mondelez International, Inc. 3.25% 07-MAR-2025, 3.25%, 03/07/25 | MDLZ | 609207AK1 | - | - | 4,100,000 | 3,384,903.80 | $3,384,904 | 0.13 |
| ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.11%, 08/29/22 | ETSA | AO8114958 | - | - | 4,750,000 | 3,380,970.00 | $3,380,970 | 0.13 |
| Optus Finance Pty Ltd. 3.25% 23-AUG-2022, 3.25%, 08/23/22 | SGTOPT | AO7579482 | - | - | 4,500,000 | 3,361,239.61 | $3,361,240 | 0.13 |
| Harley-Davidson Financial Services Inc|2.85|01/15/2021, 2.85%, 01/15/21 | HOG | JV5244159 | - | - | 3,300,000 | 3,335,520.22 | $3,335,520 | 0.13 |
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 1.05%, 01/10/22 | RABOBK | 21688AAK8 | - | - | 3,300,000 | 3,329,669.42 | $3,329,669 | 0.13 |
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023NAA0 | - | - | 3,000,000 | 3,323,922.30 | $3,323,922 | 0.13 |
| United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 | UOBSP | 91127KAC6 | - | - | 3,100,000 | 3,314,553.74 | $3,314,554 | 0.13 |
| CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 | CNOOC | EJ8590758 | - | - | 3,000,000 | 3,298,245.24 | $3,298,245 | 0.12 |
| General Motors Financial Co., Inc. FRN 05-JAN-2023, 1.22%, 01/05/23 | GM | 37045XCE4 | - | - | 3,300,000 | 3,269,356.20 | $3,269,356 | 0.12 |
| Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 | LLOYDS | 539439AP4 | - | - | 3,100,000 | 3,268,266.83 | $3,268,267 | 0.12 |
| Woolworths Group Limited 4.55% 12-APR-2021, 4.55%, 04/12/21 | WOWAU | 980888AF8 | - | - | 3,200,000 | 3,255,712.97 | $3,255,713 | 0.12 |
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033DAC1 | - | - | 2,930,000 | 3,240,989.28 | $3,240,989 | 0.12 |
| DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 | DBSSP | 24023KAE8 | - | - | 3,100,000 | 3,202,758.17 | $3,202,758 | 0.12 |
| IBM Credit LLC FRN 20-JAN-2021, 0.48%, 01/20/21 | IBM | 44932HAE3 | - | - | 3,200,000 | 3,202,340.13 | $3,202,340 | 0.12 |
| Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 | VCXAU | AN2610136 | - | - | 4,210,000 | 3,182,947.98 | $3,182,948 | 0.12 |
| Westpac Banking Corporation FRN 27-AUG-2029, 2.07%, 08/27/29 | WSTP | ZR2259201 | - | - | 4,400,000 | 3,172,865.81 | $3,172,866 | 0.12 |
| Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 | SCAPRT | AN6454895 | - | - | 4,100,000 | 3,156,571.26 | $3,156,571 | 0.12 |
| Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 | LBRFI | AR6488811 | - | - | 4,310,000 | 3,096,772.70 | $3,096,773 | 0.12 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 2.80%, 05/17/26 | ANZ | QJ6184601 | - | - | 4,272,000 | 3,077,917.40 | $3,077,917 | 0.12 |
| Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 | ORCL | 68389XBB0 | - | - | 2,950,000 | 3,072,038.92 | $3,072,039 | 0.12 |
| Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 | BAC | 06051GHR3 | - | - | 2,800,000 | 3,048,402.16 | $3,048,402 | 0.12 |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 1.09%, 09/26/23 | RABOBK | 74977RDD3 | - | - | 3,000,000 | 3,043,906.28 | $3,043,906 | 0.12 |
| American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 | AXP | 025816CD9 | - | - | 2,900,000 | 3,036,960.46 | $3,036,960 | 0.12 |
| Commonwealth Bank of Australia FRN 16-MAR-2023, 0.94%, 03/16/23 | CBAAU | 2027A0JY6 | - | - | 3,000,000 | 3,035,885.37 | $3,035,885 | 0.12 |
| Constellation Brands, Inc. FRN 15-NOV-2021, 0.98%, 11/15/21 | STZ | 21036PBA5 | - | - | 3,000,000 | 3,005,874.87 | $3,005,875 | 0.11 |
| General Motors Company FRN 10-SEP-2021, 1.15%, 09/10/21 | GM | 37045VAR1 | - | - | 3,000,000 | 3,004,406.42 | $3,004,406 | 0.11 |
| Hyundai Capital America, Inc. 2.375% 10-FEB-2023, 2.38%, 02/10/23 | HYNMTR | 44891ABE6 | - | - | 2,900,000 | 2,993,845.88 | $2,993,846 | 0.11 |
| Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 | KOROIL | 41754WAS0 | - | - | 2,700,000 | 2,973,069.00 | $2,973,069 | 0.11 |
| SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | STSP | EI5965658 | - | - | 2,841,000 | 2,945,719.26 | $2,945,719 | 0.11 |
| Mizuho Financial Group, Inc. FRN 28-FEB-2022, 1.20%, 02/28/22 | MIZUHO | 60687YAJ8 | - | - | 2,844,000 | 2,876,990.70 | $2,876,991 | 0.11 |
| Wells Fargo & Company FRN 27-APR-2022, 1.20%, 04/27/22 | WFC | 949746SR3 | - | - | 4,000,000 | 2,864,779.85 | $2,864,780 | 0.11 |
| Morgan Stanley FRN 20-JAN-2022, 1.40%, 01/20/22 | MS | 61746BEE2 | - | - | 2,850,000 | 2,857,133.73 | $2,857,134 | 0.11 |
| National Australia Bank Limited 3.375% 20-SEP-2021, 3.38%, 09/20/21 | NAB | 63254AAZ1 | - | - | 2,750,000 | 2,831,193.28 | $2,831,193 | 0.11 |
| Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 | HYNMTR | 44891ABA4 | - | - | 2,700,000 | 2,813,193.80 | $2,813,194 | 0.11 |
| Capital One Financial Corporation 2.6% 11-MAY-2023, 2.60%, 05/11/23 | COF | 14040HCD5 | - | - | 2,600,000 | 2,755,193.00 | $2,755,193 | 0.10 |
| Mondelez International Holdings Netherlands BV 2.0% 28-OCT-2021, 2.00%, 10/28/21 | MDLZ | 60920LAC8 | - | - | 2,677,000 | 2,742,260.60 | $2,742,261 | 0.10 |
| RedZed Trust Series 2018-1|2.49|03/09/2050, 2.49%, 03/09/50 | REDZE | BCC2HM3M8 | - | - | 3,800,000 | 2,716,141.66 | $2,716,142 | 0.10 |
| Capital One, National Association FRN 30-JAN-2023, 1.42%, 01/30/23 | COF | 14042RFJ5 | - | - | 2,675,000 | 2,703,000.06 | $2,703,000 | 0.10 |
| Heritage Bank Ltd. FRN 12-AUG-2022, 0.92%, 08/12/22 | HBSAU | AZ8502462 | - | - | 3,780,000 | 2,702,251.04 | $2,702,251 | 0.10 |
| Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 | GS | 38141GWQ3 | - | - | 2,475,000 | 2,697,340.51 | $2,697,341 | 0.10 |
| JPMorgan Chase & Co. FRN 23-APR-2024, 0.94%, 04/23/24 | JPM | 46647PAQ9 | - | - | 2,649,000 | 2,663,311.33 | $2,663,311 | 0.10 |
| Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 | STZ | 21036PAR9 | - | - | 2,550,000 | 2,662,836.56 | $2,662,837 | 0.10 |
| Broadcom Inc. 4.7% 15-APR-2025, 4.70%, 04/15/25 | AVGO | 11135FBC4 | - | - | 2,300,000 | 2,624,421.86 | $2,624,422 | 0.10 |
| American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 | AXP | 025816CG2 | - | - | 2,400,000 | 2,567,456.74 | $2,567,457 | 0.10 |
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | EK8803059 | - | - | 2,370,000 | 2,539,377.31 | $2,539,377 | 0.10 |
| Wesfarmers Limited 3.66% 18-NOV-2020, 3.66%, 11/18/20 | WESAU | EK8989288 | - | - | 3,500,000 | 2,530,415.84 | $2,530,416 | 0.10 |
| Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 | VPNF | AO6744343 | - | - | 3,100,000 | 2,517,498.53 | $2,517,499 | 0.10 |
| Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 | AVGO | 11134LAM1 | - | - | 2,400,000 | 2,516,119.75 | $2,516,120 | 0.10 |
| Volkswagen Group of America Finance LLC 2.9% 13-MAY-2022, 2.90%, 05/13/22 | VW | 928668BC5 | - | - | 2,400,000 | 2,512,781.75 | $2,512,782 | 0.10 |
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 0.67%, 04/26/21 | RABOBK | 21688AAP7 | - | - | 2,500,000 | 2,509,021.60 | $2,509,022 | 0.10 |
| Bank of Nova Scotia FRN 20-APR-2021, 0.66%, 04/20/21 | BNS | 064159LH7 | - | - | 2,500,000 | 2,505,038.36 | $2,505,038 | 0.09 |
| Vulcan Materials Company FRN 01-MAR-2021, 1.00%, 03/01/21 | VMC | 929160AX7 | - | - | 2,500,000 | 2,504,251.04 | $2,504,251 | 0.09 |
| United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 0.69%, 04/23/21 | UOBSP | 91127KAB8 | - | - | 2,500,000 | 2,501,768.57 | $2,501,769 | 0.09 |
| Walt Disney Company FRN 04-MAR-2022, 0.64%, 03/04/22 | DIS | 25468PDS2 | - | - | 2,490,000 | 2,500,279.41 | $2,500,279 | 0.09 |
| JPMorgan Chase & Co. 2.75% 01-FEB-2023, 2.75%, 02/01/23 | JPM | EJ5331958 | - | - | 1,900,000 | 2,442,117.08 | $2,442,117 | 0.09 |
| Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 | LOFINA | ZQ5768911 | - | - | 3,300,000 | 2,433,930.75 | $2,433,931 | 0.09 |
| Commonwealth Bank of Australia FRN 06-SEP-2021, 1.08%, 09/06/21 | CBAAU | 2027A1HX8 | - | - | 2,400,000 | 2,419,655.07 | $2,419,655 | 0.09 |
| Caterpillar Financial Services Corporation FRN 06-JUN-2022, 0.84%, 06/06/22 | CAT | 14913QAB5 | - | - | 2,400,000 | 2,418,070.52 | $2,418,071 | 0.09 |
| American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 | HNDA | 02665WCY5 | - | - | 2,300,000 | 2,387,084.38 | $2,387,084 | 0.09 |
| Australia and New Zealand Banking Group Limited 4.75% 13-MAY-2027, 4.75%, 05/13/27 | ANZ | EK8999360 | - | - | 3,170,000 | 2,380,476.41 | $2,380,476 | 0.09 |
| Canadian Imperial Bank of Commerce|.566|02/02/2021, 0.57%, 02/02/21 | CM | 136069XZ9 | - | - | 2,350,000 | 2,355,246.72 | $2,355,247 | 0.09 |
| American Honda Finance Corp. 0.4% 21-OCT-2022, 0.40%, 10/21/22 | HNDA | 02665WDR9 | - | - | 2,320,000 | 2,321,629.05 | $2,321,629 | 0.09 |
| Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 | CAT | 14913Q3B3 | - | - | 2,150,000 | 2,301,468.39 | $2,301,468 | 0.09 |
| Westpac Banking Corporation FRN 15-MAY-2023, 1.00%, 05/15/23 | WSTP | 961214EA7 | - | - | 2,244,000 | 2,271,635.37 | $2,271,635 | 0.09 |
| Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 | SINOPE | 82939GAK4 | - | - | 2,100,000 | 2,211,360.67 | $2,211,361 | 0.08 |
| Volkswagen Group of America Finance LLC|1.0235|11/13/2020, 1.02%, 11/13/20 | VW | AV5564670 | - | - | 2,200,000 | 2,205,359.37 | $2,205,359 | 0.08 |
| American Express Company FRN 01-AUG-2022, 0.86%, 08/01/22 | AXP | 025816BN8 | - | - | 2,150,000 | 2,167,111.44 | $2,167,111 | 0.08 |
| Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 0.91%, 09/13/23 | CM | 13607RAE0 | - | - | 2,140,000 | 2,166,066.59 | $2,166,067 | 0.08 |
| Hewlett Packard Enterprise Company 4.4% 15-OCT-2022, 4.40%, 10/15/22 | HPE | 42824CAN9 | - | - | 2,000,000 | 2,142,818.73 | $2,142,819 | 0.08 |
| United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.07%, 02/07/23 | UELAU | AQ8840888 | - | - | 3,000,000 | 2,133,385.47 | $2,133,385 | 0.08 |
| Lloyds Banking Group plc FRN 20-MAR-2023, 1.39%, 03/20/23 | LLOYDS | AP1140486 | - | - | 3,000,000 | 2,129,767.68 | $2,129,768 | 0.08 |
| CNOOC Finance (2013) Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 | CNOOC | 12625GAC8 | - | - | 2,000,000 | 2,119,749.21 | $2,119,749 | 0.08 |
| United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 | UOBSP | QZ3971442 | - | - | 2,050,000 | 2,095,715.00 | $2,095,715 | 0.08 |
| Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 1.36%, 10/19/21 | SUMIBK | 86562MAJ9 | - | - | 2,070,000 | 2,091,393.60 | $2,091,394 | 0.08 |
| Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 | C | 172967LV1 | - | - | 2,000,000 | 2,079,147.81 | $2,079,148 | 0.08 |
| Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 | COF | 14042RNW7 | - | - | 2,000,000 | 2,066,400.70 | $2,066,401 | 0.08 |
| La Trobe Financial Capital Markets Trust 2017-2 A3 1.99% 12-JAN-2049, 1.99%, 01/12/49 | LTFC | BCC2EE8Q5 | - | - | 2,876,779 | 2,049,236.43 | $2,049,236 | 0.08 |
| United Energy Distribution Pty Ltd|2.2|10/29/2026, 2.20%, 10/29/26 | UELAU | ZR6539137 | - | - | 2,700,000 | 2,032,057.90 | $2,032,058 | 0.08 |
| Goldman Sachs Group, Inc. FRN 23-APR-2021, 1.60%, 04/23/21 | GS | 38141GVW1 | - | - | 2,000,000 | 2,018,522.78 | $2,018,523 | 0.08 |
| Daimler Finance North America LLC FRN 04-MAY-2021, 0.80%, 05/04/21 | DAIGR | 233851DK7 | - | - | 2,000,000 | 2,005,407.67 | $2,005,408 | 0.08 |
| Bank of Montreal FRN 13-APR-2021, 0.68%, 04/13/21 | BMO | 06367T4X5 | - | - | 2,000,000 | 2,004,518.29 | $2,004,518 | 0.08 |
| Toyota Motor Credit Corporation FRN 13-APR-2021, 0.50%, 04/13/21 | TOYOTA | 89236TEV3 | - | - | 2,000,000 | 2,002,597.61 | $2,002,598 | 0.08 |
| Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 | AMZN | 023135AM8 | - | - | 1,896,000 | 1,976,460.10 | $1,976,460 | 0.07 |
| Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 | ENPGAS | AQ2525352 | - | - | 2,520,000 | 1,973,363.42 | $1,973,363 | 0.07 |
| Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 0.51%, 07/01/26 | ENVAU | ED8440239 | - | - | 3,000,000 | 1,969,199.16 | $1,969,199 | 0.07 |
| Pepper Residential Securities Trust No. 22|1.15138|06/20/2060, 1.15%, 06/20/60 | PEPAU | 71338AAA9 | - | - | 1,938,093 | 1,941,240.32 | $1,941,240 | 0.07 |
| Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 | DEXUS | EK9601866 | - | - | 2,400,000 | 1,921,673.14 | $1,921,673 | 0.07 |
| 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 | 1,920,322.52 | $1,920,323 | 0.07 |
| Caterpillar Financial Services Corporation FRN 15-MAY-2023, 0.79%, 05/15/23 | CAT | 14913Q2M0 | - | - | 1,900,000 | 1,917,722.69 | $1,917,723 | 0.07 |
| DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 | DBSSP | QZ3079600 | - | - | 1,800,000 | 1,826,820.00 | $1,826,820 | 0.07 |
| SGSP (Australia) Assets Pty Ltd. 5.5% 12-MAR-2021, 5.50%, 03/12/21 | SGSPAA | EK1048710 | - | - | 2,500,000 | 1,820,220.27 | $1,820,220 | 0.07 |
| Downer Group Finance Pty Ltd. 4.5% 11-MAR-2022, 4.50%, 03/11/22 | DOWAU | EK7841308 | - | - | 2,480,000 | 1,818,211.36 | $1,818,211 | 0.07 |
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 0.75%, 01/10/23 | RABOBK | 21688AAM4 | - | - | 1,800,000 | 1,810,154.50 | $1,810,154 | 0.07 |
| QIC Finance Shopping Center Fund Pty Ltd|1.37|08/15/2025, 1.37%, 08/15/25 | QIC | ZR0093453 | - | - | 2,620,000 | 1,808,954.80 | $1,808,955 | 0.07 |
| Bank of Nova Scotia FRN 08-JAN-2021, 0.52%, 01/08/21 | BNS | 064159KU9 | - | - | 1,800,000 | 1,801,473.46 | $1,801,473 | 0.07 |
| Toronto-Dominion Bank 0.45% 11-SEP-2023, 0.45%, 09/11/23 | TD | 89114QCJ5 | - | - | 1,800,000 | 1,799,032.77 | $1,799,033 | 0.07 |
| Commonwealth Bank of Australia FRN 18-JAN-2021, 1.23%, 01/18/21 | CBAAU | JV6123923 | - | - | 2,500,000 | 1,780,429.79 | $1,780,430 | 0.07 |
| ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 1.26%, 07/28/21 | ANZNZ | 00182EBB4 | - | - | 1,725,000 | 1,743,319.26 | $1,743,319 | 0.07 |
| National Australia Bank Limited FRN 12-JAN-2021, 0.57%, 01/12/21 | NAB | 6325C1CU1 | - | - | 1,700,000 | 1,701,478.03 | $1,701,478 | 0.06 |
| Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 | DXSAU | QJ5397659 | - | - | 2,200,000 | 1,678,500.76 | $1,678,501 | 0.06 |
| GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 | GPTAU | AU4763044 | - | - | 2,200,000 | 1,676,481.92 | $1,676,482 | 0.06 |
| Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 | VZ | AO5497091 | - | - | 2,170,000 | 1,642,389.16 | $1,642,389 | 0.06 |
| Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 | FCGNZ | EK3436046 | - | - | 2,200,000 | 1,626,649.37 | $1,626,649 | 0.06 |
| Connecteast Finance Pty Ltd. 4.25% 25-FEB-2022, 4.25%, 02/25/22 | CEUAU | EK7582084 | - | - | 2,200,000 | 1,625,989.75 | $1,625,990 | 0.06 |
| La Trobe Financial Capital Markets Trust 2018-2|2.44|03/12/2050, 2.44%, 03/12/50 | LTFC | BCC2I1FE8 | - | - | 2,300,000 | 1,625,749.87 | $1,625,750 | 0.06 |
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | 87124VAE9 | - | - | 1,500,000 | 1,607,200.83 | $1,607,201 | 0.06 |
| Wells Fargo & Company FRN 27-JUL-2021, 1.42%, 07/27/21 | WFC | 949746SD4 | - | - | 2,197,000 | 1,575,209.33 | $1,575,209 | 0.06 |
| Goldman Sachs Group, Inc. FRN 05-JUN-2023, 1.30%, 06/05/23 | GS | 38141GWK6 | - | - | 1,550,000 | 1,564,444.27 | $1,564,444 | 0.06 |
| RESIMAC Premier Series 2018-1|.94525|11/10/2049, 0.95%, 11/10/49 | RESI | 76119HAA8 | - | - | 1,529,401 | 1,530,715.86 | $1,530,716 | 0.06 |
| Credit Union Australia Ltd|1.32|03/04/2022, 1.32%, 03/04/22 | CRUNAU | AX3062624 | - | - | 2,100,000 | 1,510,070.32 | $1,510,070 | 0.06 |
| Bank of America Corporation FRN 05-AUG-2021, 1.65%, 08/05/21 | BAC | QZ0182266 | - | - | 2,100,000 | 1,506,953.07 | $1,506,953 | 0.06 |
| Caterpillar Financial Services Corporation FRN 15-MAR-2021, 0.48%, 03/15/21 | CAT | 14913Q2H1 | - | - | 1,500,000 | 1,501,499.01 | $1,501,499 | 0.06 |
| International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 | IBRD | AQ8245872 | - | - | 2,100,000 | 1,497,045.63 | $1,497,046 | 0.06 |
| National Australia Bank Limited FRN 10-FEB-2023, 0.90%, 02/10/23 | NAB | AP8367280 | - | - | 2,000,000 | 1,441,966.10 | $1,441,966 | 0.05 |
| Westpac Banking Corporation FRN 07-FEB-2022, 1.21%, 02/07/22 | WSTP | AM2183276 | - | - | 2,000,000 | 1,441,702.22 | $1,441,702 | 0.05 |
| Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 1.09%, 03/07/22 | ANZ | AM6596564 | - | - | 2,000,000 | 1,438,858.05 | $1,438,858 | 0.05 |
| GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 | GPTAU | EK9073694 | - | - | 1,900,000 | 1,411,586.25 | $1,411,586 | 0.05 |
| Commonwealth Bank of Australia|1.078|09/06/2021, 1.08%, 09/06/21 | CBAAU | 2027A0HX0 | - | - | 1,350,000 | 1,361,055.98 | $1,361,056 | 0.05 |
| Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 | AAPL | 037833DC1 | - | - | 1,300,000 | 1,345,270.28 | $1,345,270 | 0.05 |
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | EJ4077529 | - | - | 1,230,000 | 1,302,089.25 | $1,302,089 | 0.05 |
| Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 | SUMIBK | 86562MBM1 | - | - | 1,200,000 | 1,287,762.39 | $1,287,762 | 0.05 |
| Wells Fargo & Company FRN 24-JAN-2023, 1.37%, 01/24/23 | WFC | 949746SL6 | - | - | 1,250,000 | 1,264,216.35 | $1,264,216 | 0.05 |
| Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 | RY | 78013X6D5 | - | - | 1,200,000 | 1,261,693.39 | $1,261,693 | 0.05 |
| CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 | CKHH | 12563XAB7 | - | - | 1,200,000 | 1,249,443.00 | $1,249,443 | 0.05 |
| Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 | ENVAU | EK6519434 | - | - | 1,650,000 | 1,238,730.18 | $1,238,730 | 0.05 |
| Commonwealth Bank of Australia FRN 18-SEP-2022, 0.91%, 09/18/22 | CBAAU | 2027A0JS9 | - | - | 1,200,000 | 1,211,812.14 | $1,211,812 | 0.05 |
| BNZ International Funding Ltd. (United Kingdom) FRN 14-SEP-2021, 1.23%, 09/14/21 | BZLNZ | 05579HAD4 | - | - | 1,200,000 | 1,210,192.78 | $1,210,193 | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 1.00%, 07/12/22 | SUMIBK | 86562MAP5 | - | - | 1,200,000 | 1,209,218.00 | $1,209,218 | 0.05 |
| Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 | SYDAU | 87124VAA7 | - | - | 1,150,000 | 1,174,949.38 | $1,174,949 | 0.04 |
| Members Equity Bank Ltd. FRN 16-APR-2021, 1.35%, 04/16/21 | MEB | AR9324302 | - | - | 1,600,000 | 1,141,233.34 | $1,141,233 | 0.04 |
| Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 | HYNMTR | 44891AAR8 | - | - | 1,088,000 | 1,136,306.75 | $1,136,307 | 0.04 |
| Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 | LLOYDS | AP1140718 | - | - | 1,500,000 | 1,125,217.45 | $1,125,217 | 0.04 |
| Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 | AAPL | 037833CC2 | - | - | 1,100,000 | 1,113,500.86 | $1,113,501 | 0.04 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | 12563TAA8 | - | - | 1,100,000 | 1,109,666.71 | $1,109,667 | 0.04 |
| Aurizon Network Pty Ltd. 5.75% 28-OCT-2020, 5.75%, 10/28/20 | AZJAU | EJ8893137 | - | - | 1,500,000 | 1,095,817.84 | $1,095,818 | 0.04 |
| ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 | ANZNZ | 00182EBK4 | - | - | 1,000,000 | 1,088,944.61 | $1,088,945 | 0.04 |
| Wells Fargo & Company FRN 11-FEB-2022, 1.18%, 02/11/22 | WFC | 949746SP7 | - | - | 1,083,000 | 1,088,121.46 | $1,088,121 | 0.04 |
| Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.15%, 01/25/23 | BENAU | AQ7821640 | - | - | 1,500,000 | 1,083,221.88 | $1,083,222 | 0.04 |
| Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 | RABOBK | 74977RDF8 | - | - | 1,000,000 | 1,073,924.17 | $1,073,924 | 0.04 |
| Bank of Queensland Limited FRN 16-NOV-2021, 1.12%, 11/16/21 | BQDAU | AP9329420 | - | - | 1,500,000 | 1,073,270.46 | $1,073,270 | 0.04 |
| Korea Southern Power Co Ltd|1.07|10/30/2024, 1.07%, 10/30/24 | KOSOPW | ZQ2359391 | - | - | 1,500,000 | 1,070,221.75 | $1,070,222 | 0.04 |
| Teachers Mutual Bank Ltd|1.46|07/02/2021, 1.46%, 07/02/21 | TEACHM | AT1537758 | - | - | 1,470,000 | 1,052,390.66 | $1,052,391 | 0.04 |
| WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 | WSOFIN | LW3418610 | - | - | 1,400,000 | 1,050,904.27 | $1,050,904 | 0.04 |
| Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 | WSTP | 961214EH2 | - | - | 950,000 | 1,016,352.47 | $1,016,352 | 0.04 |
| General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 | GM | 37045XCB0 | - | - | 1,000,000 | 1,011,759.44 | $1,011,759 | 0.04 |
| General Motors Financial Co., Inc. 1.7% 18-AUG-2023, 1.70%, 08/18/23 | GM | 37045XCZ7 | - | - | 1,000,000 | 1,011,061.79 | $1,011,062 | 0.04 |
| Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 0.96%, 10/18/22 | SUMIBK | 86562MAT7 | - | - | 1,000,000 | 1,007,574.06 | $1,007,574 | 0.04 |
| American Honda Finance Corp. FRN 10-MAY-2023, 0.61%, 05/10/23 | HNDA | 02665WDG3 | - | - | 1,000,000 | 1,002,048.67 | $1,002,049 | 0.04 |
| Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 1.54%, 04/20/21 | BENAU | JK7580364 | - | - | 1,400,000 | 1,000,695.53 | $1,000,696 | 0.04 |
| JPMorgan Chase & Co. FRN 24-OCT-2023, 1.49%, 10/24/23 | JPM | 46625HRW2 | - | - | 950,000 | 969,158.16 | $969,158 | 0.04 |
| Pepper Residential Securities Trust No. 24|1.04725|11/18/2060, 1.05%, 11/18/60 | PEPAU | 71338CAA5 | - | - | 872,200 | 934,277.11 | $934,277 | 0.04 |
| Liberty Financial Pty Ltd. FRN 07-MAR-2022, 3.34%, 03/07/22 | LBRFI | AX1631495 | - | - | 1,300,000 | 923,824.50 | $923,825 | 0.04 |
| AAI Ltd. (Australia) FRN 06-OCT-2042, 3.29%, 10/06/42 | SUNAU | QZ5238816 | - | - | 1,250,000 | 910,576.64 | $910,577 | 0.03 |
| RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 1.10125% 11-SEP-2048, 1.10%, 09/11/48 | RESI | 76118RAA7 | - | - | 889,589 | 889,835.84 | $889,836 | 0.03 |
| Credit Union Australia Ltd|1.34|09/06/2021, 1.34%, 09/06/21 | CRUNAU | AU3081299 | - | - | 1,200,000 | 860,269.59 | $860,270 | 0.03 |
| Commonwealth Bank of Australia FRN 10-MAR-2022, 0.95%, 03/10/22 | CBAAU | 2027A0JL4 | - | - | 850,000 | 857,146.59 | $857,147 | 0.03 |
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | 87124VAD1 | - | - | 800,000 | 846,887.32 | $846,887 | 0.03 |
| Sumitomo Mitsui Financial Group, Inc. FRN 29-MAR-2022, 1.36%, 03/29/22 | SUMIBK | AM9804296 | - | - | 1,136,000 | 812,141.10 | $812,141 | 0.03 |
| General Motors Financial Co., Inc. 3.2% 06-JUL-2021, 3.20%, 07/06/21 | GM | 37045XBM7 | - | - | 750,000 | 767,821.14 | $767,821 | 0.03 |
| Citigroup Inc. FRN 25-APR-2022, 1.20%, 04/25/22 | C | 172967LH2 | - | - | 750,000 | 759,941.03 | $759,941 | 0.03 |
| Westpac Banking Corporation FRN 28-JUN-2022, 0.94%, 06/28/22 | WSTP | 961214DR1 | - | - | 750,000 | 756,822.64 | $756,823 | 0.03 |
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.74%, 05/17/21 | ANZ | 05252BDC0 | - | - | 750,000 | 752,923.78 | $752,924 | 0.03 |
| Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 | SGPAU | EI4751000 | - | - | 1,000,000 | 739,026.02 | $739,026 | 0.03 |
| International Business Machines Corporation FRN 13-MAY-2021, 0.65%, 05/13/21 | IBM | 459200KD2 | - | - | 700,000 | 702,483.45 | $702,483 | 0.03 |
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033CAC3 | - | - | 616,000 | 681,382.04 | $681,382 | 0.03 |
| WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 | WSOFIN | AN0014679 | - | - | 800,000 | 660,300.74 | $660,301 | 0.03 |
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | AU4089085 | - | - | 600,000 | 646,144.51 | $646,145 | 0.02 |
| Goldman Sachs Group, Inc. FRN 08-SEP-2021, 1.46%, 09/08/21 | GS | EK4654001 | - | - | 890,000 | 637,829.35 | $637,829 | 0.02 |
| JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 | JPM | 46625HJE1 | - | - | 600,000 | 635,627.50 | $635,628 | 0.02 |
| Royal Bank of Canada FRN 01-FEB-2022, 0.98%, 02/01/22 | RY | 78012KZD2 | - | - | 620,000 | 626,867.73 | $626,868 | 0.02 |
| Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 | DAIGR | 233851CS1 | - | - | 600,000 | 621,168.65 | $621,169 | 0.02 |
| Bank of China Ltd. (Sydney) FRN 20-APR-2022, 1.31%, 04/20/22 | BCHINA | AN2054434 | - | - | 800,000 | 573,608.08 | $573,608 | 0.02 |
| Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 | SGTOPT | AU2682667 | - | - | 750,000 | 571,430.82 | $571,431 | 0.02 |
| Westpac Banking Corporation FRN 16-FEB-2028, 1.50%, 02/16/28 | WSTP | AQ9768369 | - | - | 800,000 | 566,987.40 | $566,987 | 0.02 |
| Westpac Banking Corporation FRN 11-JAN-2022, 1.07%, 01/11/22 | WSTP | 961214DH3 | - | - | 550,000 | 555,139.17 | $555,139 | 0.02 |
| General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 | GPTAU | AL0291016 | - | - | 700,000 | 532,006.91 | $532,007 | 0.02 |
| Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 | BNS | 064159JG2 | - | - | 500,000 | 518,285.57 | $518,286 | 0.02 |
| ICBCIL Finance Co. Ltd. 3.65% 05-MAR-2022, 3.65%, 03/05/22 | ICBCIL | AX3932297 | - | - | 500,000 | 517,245.74 | $517,246 | 0.02 |
| Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 | HYUCAP | 44920UAJ7 | - | - | 500,000 | 515,574.56 | $515,575 | 0.02 |
| ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 1.13%, 11/23/21 | ANZ | 05252ACR0 | - | - | 500,000 | 505,137.21 | $505,137 | 0.02 |
| Bank of Nova Scotia FRN 07-MAR-2022, 0.89%, 03/07/22 | BNS | 064159JF4 | - | - | 500,000 | 504,163.23 | $504,163 | 0.02 |
| General Motors Financial Co., Inc. FRN 14-JAN-2022, 1.78%, 01/14/22 | GM | 37045XBR6 | - | - | 500,000 | 502,576.88 | $502,577 | 0.02 |
| Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 | SUMIBK | 86562MAQ3 | - | - | 420,000 | 439,210.73 | $439,211 | 0.02 |
| Bank of Montreal FRN 11-SEP-2022, 0.88%, 09/11/22 | BMO | 06367TG46 | - | - | 400,000 | 403,904.76 | $403,905 | 0.02 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | QZ7273258 | - | - | 400,000 | 403,515.17 | $403,515 | 0.02 |
| Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 1.10%, 07/11/22 | BCHINA | AO1976551 | - | - | 400,000 | 400,672.22 | $400,672 | 0.02 |
| Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 | CBOE | 12503MAA6 | - | - | 350,000 | 400,263.91 | $400,264 | 0.02 |
| Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 | TLSAU | AP8115770 | - | - | 350,000 | 393,860.15 | $393,860 | 0.01 |
| QPH Finance Co. Pty Ltd. 3.75% 07-JUN-2023, 3.75%, 06/07/23 | QPHFIN | LW2393780 | - | - | 500,000 | 378,081.26 | $378,081 | 0.01 |
| Agricultural Bank of China Ltd/Sydney|.95|09/26/2022, 0.95%, 09/26/22 | AGRBK | ZR6327467 | - | - | 530,000 | 377,793.78 | $377,794 | 0.01 |
| Macquarie Group Limited FRN 15-DEC-2022, 1.24%, 12/15/22 | MQGAU | AQ3405760 | - | - | 500,000 | 356,037.14 | $356,037 | 0.01 |
| ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 1.13%, 12/13/23 | ETSA | AQ3070770 | - | - | 500,000 | 354,415.38 | $354,415 | 0.01 |
| Bank of China (UK) Ltd. FRN 07-JUN-2021, 0.98%, 06/07/21 | BCHINA | AS0643260 | - | - | 310,000 | 310,453.84 | $310,454 | 0.01 |
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 1.17%, 07/08/21 | HYNMTR | 44891CAV5 | - | - | 250,000 | 250,237.55 | $250,238 | 0.01 |
| Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 | TCLAU | 89400PAG8 | - | - | 210,000 | 228,812.55 | $228,813 | 0.01 |
| National Australia Bank Limited FRN 17-MAY-2029, 2.25%, 05/17/29 | NAB | ZS5371860 | - | - | 300,000 | 221,226.51 | $221,227 | 0.01 |
| National Australia Bank Ltd|2.1213|11/18/2031, 2.12%, 11/18/31 | NAB | ZQ5100404 | - | - | 300,000 | 215,453.66 | $215,454 | 0.01 |
| Commonwealth Bank of Australia FRN 10-MAR-2022, 0.95%, 03/10/22 | CBAAU | 2027A1JL2 | - | - | 200,000 | 201,681.55 | $201,682 | 0.01 |
| Lloyds Banking Group plc 3.9% 23-NOV-2023, 3.90%, 11/23/23 | LLOYDS | AS6639585 | - | - | 250,000 | 193,294.06 | $193,294 | 0.01 |
| Bank of Montreal|2.05|11/01/2022, 2.05%, 11/01/22 | BMO | 06367WRC9 | - | - | 185,000 | 193,151.94 | $193,152 | 0.01 |
| JPMorgan Chase & Co. FRN 01-MAR-2021, 1.73%, 03/01/21 | JPM | 46625HQK9 | - | - | 175,000 | 176,150.85 | $176,151 | 0.01 |
| Munchener Hypothekenbank eG 5.0% 30-SEP-2021, 5.00%, 09/30/21 | MS | EK5133989 | - | - | 200,000 | 148,229.82 | $148,230 | 0.01 |
| Members Equity Bank Ltd. FRN 18-JUL-2022, 1.06%, 07/18/22 | MEB | AZ5258803 | - | - | 200,000 | 143,065.13 | $143,065 | 0.01 |
| Liberty Funding Pty LTD Liberty Series 2017-3 A1B 1.44% 10-APR-2049, 1.44%, 04/10/49 | LBRTY | BCC2DWUM0 | - | - | 131,291 | 93,317.64 | $93,318 | 0.00 |
| Pepper Residential Securities Trust No. 18 A1A 1.49% 12-AUG-2058, 1.49%, 08/12/58 | PEPAU | BCC2CYKE6 | - | - | 115,052 | 81,858.95 | $81,859 | 0.00 |
| Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 | MELAIR | QZ9328522 | - | - | 100,000 | 76,579.87 | $76,580 | 0.00 |
| CBOT 5 Year US Treasury Note DEC 20 | FVZ0 | - | FUTURES_USD | - | -516.00 | -64,798,312.50 | $0 | 0.00 |
| CBOT 10 Year US Treasury Note DEC 20 | TYZ0 | - | FUTURES_USD | - | -87.00 | -12,037,265.63 | $0 | 0.00 |
| SFE 3 Year Australian Bond Future DEC 20 | YMZ0 | - | AU03Y 23Z | - | 60.00 | 5,004,642.64 | $0 | 0.00 |
| CBOT 2 Year US Treasury Note Future DEC 20 | TUZ0 | - | FUTURES_USD | - | 235.00 | 51,892,773.32 | $0 | 0.00 |
| US DOLLARS, 0.00%, 04/16/20 | USD | - | - | - | 296,972,389 | 296,972,389.12 | $296,972,389 | 11.25 |
| SMITHFIELD FOODS INC 0% 10/26/2020, 0.00%, 10/26/20 | SFDCPP | 83225LKS6 | - | - | 28,450,000 | 28,449,158.45 | $28,449,158 | 1.08 |
| GLENCORE FUNDING LLC 0% 11/05/2020, 0.00%, 11/05/20 | GLENPP | 37790AL50 | - | - | 27,000,000 | 26,996,850.72 | $26,996,851 | 1.02 |
| SOUTHERN CALIFORNIA EDISON CO 0% 10/30/2020, 0.00%, 10/30/20 | SOCAPP | 8424C0KW9 | - | - | 26,000,000 | 25,999,292.28 | $25,999,292 | 0.99 |
| JABIL INC 0% 10/28/2020, 0.00%, 10/28/20 | JBLPP | 46652LKU0 | - | - | 25,000,000 | 24,998,611.00 | $24,998,611 | 0.95 |
| ENABLE MIDSTREAM PARTNERS LP 0% 11/04/2020, 0.00%, 11/04/20 | ENBLCP | 29248EL40 | - | - | 24,000,000 | 23,996,584.08 | $23,996,584 | 0.91 |
| NATIONAL FUEL GAS CO 0% 10/26/2020, 0.00%, 10/26/20 | NFG | 63616JKS0 | - | - | 20,000,000 | 19,999,733.40 | $19,999,733 | 0.76 |
| CANADIAN TIRE CORP LTD 0% 10/29/2020, 0.00%, 10/29/20 | CTC | 13668LKV0 | - | - | 20,000,000 | 19,999,466.00 | $19,999,466 | 0.76 |
| CNPC FINANCE HK LTD 0% 11/02/2020, 0.00%, 11/02/20 | CNPCHK | 12623KL21 | - | - | 18,500,000 | 18,498,453.22 | $18,498,453 | 0.70 |
| ETP LEGACY LP 0% 10/26/2020, 0.00%, 10/26/20 | ETP | 29277EKS2 | - | - | 18,450,000 | 18,449,385.06 | $18,449,385 | 0.70 |
| CNPC FINANCE HK LTD 0% 10/29/2020, 0.00%, 10/29/20 | CNPCHK | 12623KKV8 | - | - | 15,000,000 | 14,999,282.55 | $14,999,283 | 0.57 |
| JABIL INC 0% 10/26/2020, 0.00%, 10/26/20 | JBLPP | 46652LKS5 | - | - | 14,550,000 | 14,549,515.05 | $14,549,515 | 0.55 |
| CENTENNIAL ENERGY HOLDINGS INC 0% 10/26/2020, 0.00%, 10/26/20 | CENTEN | 1513E2KS9 | - | - | 13,750,000 | 13,749,816.71 | $13,749,817 | 0.52 |
| GENERAL MOTORS FINANCIAL CO INC 0% 11/03/2020, 0.00%, 11/03/20 | GMFPP | 37046TL36 | - | - | 10,000,000 | 9,998,322.50 | $9,998,322 | 0.38 |
| SEGREGATED CASH | SEGCASH | - | - | $0.00 | 8,040,000 | 8,040,000.00 | $8,040,000 | 0.30 |
| AUSTRALIAN DOLLARS | AUD | - | - | - | 1,976,589 | 1,403,877.19 | $1,403,877 | 0.05 |
| CANADIAN DOLLAR | CAD | - | - | - | 526,486 | 400,308.57 | $400,309 | 0.02 |
| EURO | EUR | - | - | - | 273,005 | 323,113.66 | $323,114 | 0.01 |
| NEW ZEALAND DOLLAR | CASHNZD | - | - | - | 141,605 | 94,309.20 | $94,309 | 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 | 83,667,743.88 | $83,667,744 | 3.17 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 | - | - | - | - | -117,800,000 | -83,667,743.88 | $-83,667,744 | -3.17 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 | - | - | - | - | 256,300,000 | 194,875,304.14 | $194,875,304 | 7.38 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.715%, 0.71%, 07/14/23 | - | - | - | - | -256,300,000 | -194,875,304.14 | $-194,875,304 | -7.38 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 | - | - | - | - | 256,300,000 | 194,875,304.14 | $194,875,304 | 7.38 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.691%, 0.69%, 07/14/23 | - | - | - | - | -256,300,000 | -194,875,304.14 | $-194,875,304 | -7.38 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 | - | - | - | - | 203,200,000 | 144,323,306.94 | $144,323,307 | 5.47 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.556%, 0.56%, 07/24/25 | - | - | - | - | -203,200,000 | -144,323,306.94 | $-144,323,307 | -5.47 |
| Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 | - | - | - | - | 135,500,000 | 96,239,213.04 | $96,239,213 | 3.65 |
| Pay Fixed 0.216% Receive ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID, 0.00%, 07/24/23 | - | - | - | - | -135,500,000 | -96,239,213.04 | $-96,239,213 | -3.65 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 | - | - | - | - | 280,300,000 | 199,083,774.28 | $199,083,774 | 7.54 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.6625%, 0.66%, 08/06/26 | - | - | - | - | -280,300,000 | -199,083,774.28 | $-199,083,774 | -7.54 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 | - | - | - | - | 273,000,000 | 207,572,992.70 | $207,572,993 | 7.86 |
| Pay CANADA BANKERS ACCEPTANCES 3 MONTH Receive Fixed 0.67%, 0.67%, 08/06/23 | - | - | - | - | -273,000,000 | -207,572,992.70 | $-207,572,993 | -7.86 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.699%, 0.70%, 10/15/26 | - | - | - | - | 270,000,000 | 191,768,173.59 | $191,768,174 | 7.27 |
| Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.699%, 0.70%, 10/15/26 | - | - | - | - | -270,000,000 | -191,768,173.59 | $-191,768,174 | -7.27 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -6,700,000 | -4,759,284.39 | $-4,759,284 | -0.18 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 4,811,944 | 4,811,944.02 | $4,811,944 | 0.18 |
| FX Forward|CAD|11/24/2020 | +CAD0 | - | - | - | -16,800,000 | -12,775,484.05 | $-12,775,484 | -0.48 |
| FX Forward|USD|11/24/2020 | +CAD0 | - | - | - | 12,749,734 | 12,749,733.51 | $12,749,734 | 0.48 |
| FX Forward|EUR|11/24/2020 | +EURU | - | - | - | -2,100,000 | -2,487,114.38 | $-2,487,114 | -0.09 |
| FX Forward|USD|11/24/2020 | +EURU | - | - | - | 2,494,708 | 2,494,707.60 | $2,494,708 | 0.09 |
| FX Forward|NZD|11/24/2020 | +NZD0 | - | - | - | -7,400,000 | -4,928,402.74 | $-4,928,403 | -0.19 |
| FX Forward|USD|11/24/2020 | +NZD0 | - | - | - | 4,829,906 | 4,829,906.00 | $4,829,906 | 0.18 |
| FX Forward|AUD|11/24/2020 | +AUD1 | - | - | - | -467,000,000 | -331,729,225.53 | $-331,729,226 | -12.57 |
| FX Forward|USD|11/24/2020 | +AUD1 | - | - | - | 335,796,350 | 335,796,350.00 | $335,796,350 | 12.72 |
| FX Forward|KRW|11/27/2020 | +KRW0 | - | - | - | -4,650,000,000 | -4,105,887.75 | $-4,105,888 | -0.16 |
| FX Forward|USD|11/27/2020 | +KRW0 | - | - | - | 3,907,891 | 3,907,891.42 | $3,907,891 | 0.15 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | 20,000,000 | 14,206,819.08 | $14,206,819 | 0.54 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | -14,454,300 | -14,454,300.00 | $-14,454,300 | -0.55 |
| FX Forward|NZD|11/24/2020 | +NZDU | - | - | - | -2,000,000 | -1,332,000.74 | $-1,332,001 | -0.05 |
| FX Forward|USD|11/24/2020 | +NZDU | - | - | - | 1,318,626 | 1,318,626.00 | $1,318,626 | 0.05 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,600,000 | -1,136,545.53 | $-1,136,546 | -0.04 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,161,915 | 1,161,915.20 | $1,161,915 | 0.04 |
| FX Forward|CAD|11/24/2020 | +CADU | - | - | - | -10,000,000 | -7,604,454.79 | $-7,604,455 | -0.29 |
| FX Forward|USD|11/24/2020 | +CADU | - | - | - | 7,619,408 | 7,619,408.13 | $7,619,408 | 0.29 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,000,000 | -710,340.95 | $-710,341 | -0.03 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 734,496 | 734,496.00 | $734,496 | 0.03 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,400,000 | -1,704,818.29 | $-1,704,818 | -0.06 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,768,320 | 1,768,320.00 | $1,768,320 | 0.07 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,600,000 | -1,846,886.48 | $-1,846,886 | -0.07 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,917,978 | 1,917,978.40 | $1,917,978 | 0.07 |
| FX Forward|CAD|11/24/2020 | +CADU | - | - | - | -4,520,000 | -3,437,213.56 | $-3,437,214 | -0.13 |
| FX Forward|USD|11/24/2020 | +CADU | - | - | - | 3,464,583 | 3,464,582.77 | $3,464,583 | 0.13 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -22,000,000 | -15,627,500.99 | $-15,627,501 | -0.59 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 16,013,118 | 16,013,118.00 | $16,013,118 | 0.61 |
| FX Forward|THB|11/27/2020 | +THB4 | - | - | - | -162,000,000 | -5,180,286.77 | $-5,180,287 | -0.20 |
| FX Forward|USD|11/27/2020 | +THB4 | - | - | - | 5,113,233 | 5,113,232.86 | $5,113,233 | 0.19 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,300,000 | -1,633,784.19 | $-1,633,784 | -0.06 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,673,993 | 1,673,992.90 | $1,673,993 | 0.06 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,000,000 | -710,340.95 | $-710,341 | -0.03 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 730,617 | 730,617.00 | $730,617 | 0.03 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -19,000,000 | -13,496,478.13 | $-13,496,478 | -0.51 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 13,840,037 | 13,840,037.00 | $13,840,037 | 0.52 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -6,100,000 | -4,333,079.82 | $-4,333,080 | -0.16 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 4,458,032 | 4,458,032.50 | $4,458,032 | 0.17 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -3,500,000 | -2,486,193.34 | $-2,486,193 | -0.09 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 2,509,850 | 2,509,850.00 | $2,509,850 | 0.10 |
| FX Forward|AUD|11/24/2020 | +AUD0 | - | - | - | 2,000,000 | 1,420,681.91 | $1,420,682 | 0.05 |
| FX Forward|USD|11/24/2020 | +AUD0 | - | - | - | -1,412,360 | -1,412,360.00 | $-1,412,360 | -0.05 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -7,800,000 | -5,540,659.44 | $-5,540,659 | -0.21 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 5,473,618 | 5,473,618.02 | $5,473,618 | 0.21 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,500,000 | -1,065,511.43 | $-1,065,511 | -0.04 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,071,248 | 1,071,248.25 | $1,071,248 | 0.04 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -13,400,000 | -9,518,568.78 | $-9,518,569 | -0.36 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 9,606,956 | 9,606,955.80 | $9,606,956 | 0.36 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -4,500,000 | -3,196,534.29 | $-3,196,534 | -0.12 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 3,234,764 | 3,234,763.80 | $3,234,764 | 0.12 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,500,000 | -1,775,852.39 | $-1,775,852 | -0.07 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,791,175 | 1,791,175.00 | $1,791,175 | 0.07 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,000,000 | -710,340.95 | $-710,341 | -0.03 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 718,018 | 718,018.00 | $718,018 | 0.03 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -500,000 | -355,170.48 | $-355,170 | -0.01 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 357,448 | 357,447.90 | $357,448 | 0.01 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -1,500,000 | -1,065,511.43 | $-1,065,511 | -0.04 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,083,177 | 1,083,177.00 | $1,083,177 | 0.04 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -3,000,000 | -2,131,022.86 | $-2,131,023 | -0.08 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 2,147,485 | 2,147,484.90 | $2,147,485 | 0.08 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -2,500,000 | -1,775,852.39 | $-1,775,852 | -0.07 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 1,793,550 | 1,793,550.00 | $1,793,550 | 0.07 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -7,000,000 | -4,972,386.68 | $-4,972,387 | -0.19 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 4,948,382 | 4,948,381.90 | $4,948,382 | 0.19 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | 8,140,000 | 5,782,175.37 | $5,782,175 | 0.22 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | -5,750,560 | -5,750,559.98 | $-5,750,560 | -0.22 |
| FX Forward|AUD|11/24/2020 | +AUDU | - | - | - | -5,000,000 | -3,551,704.77 | $-3,551,705 | -0.13 |
| FX Forward|USD|11/24/2020 | +AUDU | - | - | - | 3,547,470 | 3,547,470.00 | $3,547,470 | 0.13 |
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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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