Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of July 2, 2020)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Notional/ Units) Market Value Weight %
Wells Fargo & Company 1.654% 01-JUN-2024, 1.65%, 06/02/24 WFC 95000U2R3 - - 23,400,000 $23,835,447 1.29
Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 ANZ 052528AL0 - - 21,181,000 $21,889,174 1.19
Goldman Sachs Group, Inc. FRN 23-FEB-2023, 1.11%, 02/23/23 GS 38141GWU4 - - 16,958,000 $16,897,052 0.92
Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 SYDAU 87124VAF6 - - 14,400,000 $15,190,812 0.83
Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 BAC 06051GJC4 - - 14,500,000 $14,769,641 0.80
Barclays Plc FRN 15-FEB-2023, 1.82%, 02/15/23 BACR 06738EBF1 - - 14,700,000 $14,696,796 0.80
JPMorgan Chase & Co. 1.514% 01-JUN-2024, 1.51%, 06/01/24 JPM 46647PBQ8 - - 13,500,000 $13,783,445 0.75
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 - - 13,000,000 $13,761,540 0.75
Export-Import Bank of Korea FRN 01-JUN-2021, 0.93%, 06/01/21 EIBKOR 302154CT4 - - 13,532,000 $13,567,905 0.74
Macquarie Bank Ltd|2.3|01/22/2025, 2.30%, 01/22/25 MQGAU 55608PBE3 - - 11,500,000 $12,214,783 0.67
AAI Ltd. (Australia) FRN 18-NOV-2040, 3.40%, 11/18/40 SUNAU QJ2204874 - - 17,120,000 $11,939,244 0.65
Royal Bank of Canada|1.49488|01/17/2023, 1.49%, 01/17/23 RY 78015K7E8 - - 11,920,000 $11,913,413 0.65
Cardinal Health, Inc. FRN 15-JUN-2022, 1.08%, 06/15/22 CAH 14149YBG2 - - 11,865,000 $11,851,002 0.65
Citibank, National Association (4759) FRN 20-MAY-2022, 0.84%, 05/20/22 C ZS5603510 - - 16,500,000 $11,404,435 0.62
Oracle Corporation 2.5% 01-APR-2025, 2.50%, 04/01/25 ORCL 68389XBT1 - - 10,100,000 $10,965,613 0.60
Morgan Stanley FRN 20-JAN-2023, 0.81%, 01/20/23 MS 6174468K8 - - 10,500,000 $10,491,148 0.57
eBay Inc. 1.9% 11-MAR-2025, 1.90%, 03/11/25 EBAY 278642AV5 - - 9,600,000 $10,061,638 0.55
Westpac Banking Corp|1.70138|01/13/2023, 1.70%, 01/13/23 WSTP 961214EK5 - - 10,000,000 $10,034,730 0.55
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 - - 13,322,000 $9,957,251 0.54
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 - - 9,200,000 $9,585,133 0.52
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 1.37%, 11/12/21 VW 928668AQ5 - - 9,600,000 $9,583,062 0.51
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 - - 8,920,000 $9,507,872 0.51
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,020,000 $9,427,771 0.51
Caterpillar Financial Services Corporation FRN 12-NOV-2021, 0.63%, 11/12/21 CAT 14913Q3D9 - - 9,150,000 $9,156,466 0.49
Lloyds Banking Group PLC|1.326|06/15/2023, 1.33%, 06/15/23 LLOYDS 53944YAM5 - - 9,100,000 $9,153,837 0.49
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 - - 8,050,000 $8,841,640 0.47
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 1.32%, 10/30/24 AUSGF AP6703965 - - 12,700,000 $8,806,989 0.47
John Deere Capital Corporation 0.55% 05-JUL-2022, 0.55%, 07/05/22 DE 24422EVG1 - - 8,700,000 $8,728,908 0.47
Liberty Funding Pty LTD Liberty Series 2018-1 A2 1.7417% 10-OCT-2049, 1.74%, 10/10/49 LBRTY BCC2G4SM2 - - 12,496,393 $8,535,421 0.46
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 1.49%, 12/06/24 NETFIN AQ2180349 - - 12,220,000 $8,457,220 0.45
Bank of Montreal|1.85|05/01/2025, 1.85%, 05/01/25 BMO 06367WB85 - - 8,100,000 $8,437,118 0.45
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 - - 7,740,000 $8,189,543 0.44
Amazon.com, Inc. 0.8% 03-JUN-2025, 0.80%, 06/03/25 AMZN 023135BQ8 - - 8,100,000 $8,171,625 0.44
Canadian Imperial Bank of Commerce|.95|06/23/2023, 0.95%, 06/23/23 CM 13607GRK2 - - 8,050,000 $8,093,990 0.43
Bank of Nova Scotia|1.3|06/11/2025, 1.30%, 06/11/25 BNS 064159VL7 - - 8,000,000 $8,079,031 0.43
Citigroup Inc. 2.312% 04-NOV-2022, 2.31%, 11/04/22 C 17308CC46 - - 7,400,000 $7,577,753 0.41
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 1.03%, 11/09/22 ANZ 05252ACZ2 - - 7,535,000 $7,572,347 0.41
Capital One Financial Corporation FRN 30-JAN-2023, 1.48%, 01/30/23 COF 14040HBV6 - - 7,600,000 $7,478,448 0.40
Bank of America Corporation FRN 23-JUL-2024, 2.00%, 07/23/24 BAC 06051GHK8 - - 7,400,000 $7,446,104 0.40
Macquarie Group Limited FRN 27-MAR-2024, 1.66%, 03/27/24 MQGAU 55608KAM7 - - 7,302,000 $7,343,161 0.39
Toyota Motor Credit Corporation 1.8% 13-FEB-2025, 1.80%, 02/13/25 TOYOTA 89236TGT6 - - 7,000,000 $7,328,353 0.39
Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 TD 89114QCH9 - - 7,200,000 $7,309,230 0.39
Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 INTU 46124HAA4 - - 7,280,000 $7,289,071 0.39
National Australia Bank Ltd|1.26613|11/04/2021, 1.27%, 11/04/21 NAB 6325C0DW8 - - 7,200,000 $7,268,489 0.39
Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 GS 38141GXJ8 - - 6,500,000 $7,204,334 0.39
PayPal Holdings, Inc. 1.35% 01-JUN-2023, 1.35%, 06/01/23 PYPL 70450YAF0 - - 7,000,000 $7,166,655 0.38
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 - - 6,828,000 $7,165,999 0.38
Royal Bank of Canada FRN 05-OCT-2023, 2.03%, 10/05/23 RY 78013XW61 - - 6,995,000 $7,040,062 0.38
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 - - 6,660,000 $6,795,275 0.36
Commonwealth Bank of Australia FRN 03-JUN-2026, 2.75%, 06/03/26 CBAAU LW2645668 - - 9,700,000 $6,789,978 0.36
Morgan Stanley FRN 24-OCT-2023, 3.20%, 10/24/23 MS 61746BEC6 - - 6,655,000 $6,771,001 0.36
National Australia Bank Limited FRN 21-SEP-2026, 2.50%, 09/21/26 NAB QZ4979063 - - 9,666,000 $6,741,089 0.36
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 1.12%, 11/01/21 AMTD 87236YAG3 - - 6,630,000 $6,650,249 0.36
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.85%, 05/17/21 ANZ 05252ADC2 - - 6,600,000 $6,627,060 0.36
Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 WESAIR EJ7588209 - - 9,171,000 $6,519,365 0.35
IBM Credit LLC FRN 30-NOV-2020, 0.83%, 11/30/20 IBM 44932HAJ2 - - 6,500,000 $6,516,130 0.35
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 - - 6,404,000 $6,503,615 0.35
Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 - - 6,000,000 $6,416,427 0.34
Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 1.04%, 06/14/21 ICBCAS AS9547462 - - 6,400,000 $6,403,057 0.34
Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 NDASS 65557CBE2 - - 6,300,000 $6,370,167 0.34
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 8,420,000 $6,285,630 0.34
AusNet Services Holdings Pty Ltd. 7.5% 01-APR-2021, 7.50%, 04/01/21 ANVAU EI6263145 - - 8,500,000 $6,261,319 0.34
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 1.19%, 09/11/22 MIZUHO 60687YAN9 - - 6,215,000 $6,238,901 0.34
Commonwealth Bank of Australia FRN 04-JUN-2024, 1.15%, 06/04/24 CBAAU 2027A0KC2 - - 6,100,000 $6,169,757 0.33
CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 CKHH 12564CAA4 - - 5,700,000 $6,077,285 0.33
National Australia Bank Limited FRN 22-MAY-2022, 1.08%, 05/22/22 NAB 6325C0DQ1 - - 6,000,000 $6,046,951 0.32
Broadcom Inc. 2.25% 15-NOV-2023, 2.25%, 11/15/23 AVGO 11135FAU5 - - 5,800,000 $6,028,300 0.32
General Motors Financial Co., Inc. FRN 09-APR-2021, 2.17%, 04/09/21 GM 37045XCH7 - - 6,003,000 $6,002,655 0.32
Westpac Banking Corp|2.894|02/04/2030, 2.89%, 02/04/30 WSTP 961214EM1 - - 5,750,000 $5,924,296 0.32
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 2.00%, 07/19/23 SUMIBK 86562MBA7 - - 5,900,000 $5,906,793 0.32
Morgan Stanley FRN 03-FEB-2023, 2.28%, 02/03/23 MS 6174468M4 - - 8,150,000 $5,869,752 0.32
ASB Bank Ltd. FRN 14-JUN-2023, 1.28%, 06/14/23 ASBBNK 00216LAB9 - - 5,810,000 $5,863,722 0.31
Citigroup Inc. FRN 08-DEC-2021, 1.39%, 12/08/21 C 172967LB5 - - 5,750,000 $5,800,031 0.31
Nordea Bank AB FRN 30-AUG-2023, 2.55%, 08/30/23 NDASS 65557CAZ6 - - 5,700,000 $5,676,749 0.30
Bank of Queensland Limited FRN 10-MAY-2026, 3.50%, 05/10/26 BQDAU JK8304210 - - 8,050,000 $5,660,014 0.30
Bank of America Corporation FRN 25-JUN-2022, 0.95%, 06/25/22 BAC 06051GHJ1 - - 5,600,000 $5,604,967 0.30
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 1.63%, 07/12/24 ADLAIR AO1975298 - - 8,200,000 $5,549,555 0.30
National Australia Bank Limited FRN 20-SEP-2021, 0.89%, 09/20/21 NAB 6325C0DV0 - - 5,500,000 $5,520,740 0.30
Cooperatieve Rabobank UA 1.339% 24-JUN-2026, 1.34%, 06/24/26 RABOBK 74977RDH4 - - 5,400,000 $5,432,154 0.29
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 - - 5,100,000 $5,418,842 0.29
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 - - 5,000,000 $5,412,452 0.29
Bank of Queensland Limited FRN 26-OCT-2020, 1.28%, 10/26/20 BQDAU QZ8102027 - - 7,620,000 $5,288,204 0.28
Citigroup Inc. FRN 04-MAY-2021, 1.65%, 05/04/21 C 172967KP5 - - 7,435,000 $5,185,202 0.28
Verizon Communications Inc. FRN 16-MAR-2022, 1.32%, 03/16/22 VZ 92343VDX9 - - 5,100,000 $5,171,160 0.28
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 - - 5,100,000 $5,149,080 0.28
American Express Company FRN 17-MAY-2021, 0.91%, 05/17/21 AXP 025816BV0 - - 5,125,000 $5,144,285 0.28
AMP Bank Ltd. FRN 24-MAY-2021, 2.23%, 05/24/21 AMPAU LW1353652 - - 7,350,000 $5,106,573 0.27
Ralph Lauren Corporation 1.7% 15-JUN-2022, 1.70%, 06/15/22 RL 731572AA1 - - 5,000,000 $5,103,245 0.27
Horse Gallop Finance Ltd. FRN 28-JUN-2021, 1.49%, 06/28/21 ICBCIH AT1180963 - - 5,050,000 $5,023,436 0.27
JPMorgan Chase & Co. FRN 18-JUN-2022, 0.92%, 06/18/22 JPM 46647PAT3 - - 5,000,000 $5,014,685 0.27
Citibank, National Association FRN 19-FEB-2022, 0.91%, 02/19/22 C 17325FAU2 - - 5,000,000 $5,008,416 0.27
Sumitomo Mitsui Financial Group, Inc. FRN 17-JAN-2023, 1.87%, 01/17/23 SUMIBK 86562MAW0 - - 5,000,000 $5,007,235 0.27
QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 QPHFIN EJ7646361 - - 6,950,000 $4,934,023 0.26
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 - - 6,980,000 $4,933,999 0.26
Toronto-Dominion Bank FRN 19-JUL-2023, 1.78%, 07/19/23 TD 89114QC55 - - 4,900,000 $4,929,606 0.26
Bank of Nova Scotia FRN 19-SEP-2022, 0.94%, 09/19/22 BNS 064159KE5 - - 4,900,000 $4,925,448 0.26
Bank of America Corporation FRN 21-OCT-2022, 2.29%, 10/21/22 BAC 06051GFY0 - - 4,800,000 $4,862,142 0.26
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 - - 4,746,000 $4,837,803 0.26
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 - - 4,600,000 $4,817,045 0.26
Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 - - 4,300,000 $4,756,844 0.26
Molson Coors Beverage Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 - - 4,600,000 $4,701,946 0.25
Verizon Communications Inc. FRN 17-FEB-2023, 1.32%, 02/17/23 VZ AO6240110 - - 6,830,000 $4,684,281 0.25
Toronto-Dominion Bank|1.35775|01/27/2023, 1.36%, 01/27/23 TD 89114QCF3 - - 4,620,000 $4,605,756 0.25
Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 WMT 931142EL3 - - 4,000,000 $4,417,694 0.24
Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 MARS 571676AA3 - - 4,097,000 $4,412,901 0.24
Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 1.14%, 01/19/22 BENAU AU8747019 - - 6,200,000 $4,314,891 0.23
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 - - 4,200,000 $4,304,657 0.23
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 - - 4,000,000 $4,238,751 0.23
Morgan Stanley FRN 21-APR-2021, 3.22%, 04/21/21 MS 61746BEB8 - - 4,175,000 $4,238,038 0.23
Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 2.07%, 08/18/20 BENAU UV4812417 - - 6,100,000 $4,229,599 0.23
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 - - 3,780,000 $4,179,571 0.22
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 - - 4,050,000 $4,138,351 0.22
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 - - 4,100,000 $4,134,052 0.22
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 - - 4,000,000 $4,126,234 0.22
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 - - 5,480,000 $4,105,542 0.22
Morgan Stanley FRN 10-JUN-2022, 0.94%, 06/10/22 MS 6174468H5 - - 4,100,000 $4,100,186 0.22
JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 JPM 46647PBB1 - - 3,900,000 $4,095,987 0.22
GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 - - 5,600,000 $4,051,372 0.22
Toronto-Dominion Bank FRN 01-DEC-2022, 0.88%, 12/01/22 TD 89114QCE6 - - 4,000,000 $4,014,376 0.22
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 - - 5,000,000 $4,008,998 0.22
Daimler Finance North America LLC FRN 22-FEB-2021, 0.81%, 02/22/21 DAIGR 233851DC5 - - 4,018,000 $4,008,490 0.22
Westpac Banking Corporation FRN 26-FEB-2024, 1.13%, 02/26/24 WSTP 961214EB5 - - 3,950,000 $3,988,478 0.21
Westpac Banking Corporation FRN 10-MAR-2026, 3.20%, 03/10/26 WSTP JK2350201 - - 5,700,000 $3,982,873 0.21
CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 CVS 126650DE7 - - 3,690,000 $3,975,549 0.21
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 - - 5,500,000 $3,958,146 0.21
Toyota Motor Credit Corporation FRN 08-JAN-2021, 1.89%, 01/08/21 TOYOTA 89236TFR1 - - 3,900,000 $3,924,313 0.21
Home Depot, Inc. FRN 01-MAR-2022, 0.66%, 03/01/22 HD 437076BU5 - - 3,900,000 $3,906,209 0.21
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 - - 3,600,000 $3,894,968 0.21
Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 1.20%, 03/17/21 SHNHAN AM7966022 - - 5,620,000 $3,892,491 0.21
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 - - 3,500,000 $3,800,096 0.20
Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 AAPL 037833DM9 - - 3,600,000 $3,795,600 0.20
Hyundai Capital America, Inc. FRN 08-JUL-2021, 2.29%, 07/08/21 HYNMTR 44891AAV9 - - 3,800,000 $3,780,884 0.20
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 - - 3,500,000 $3,773,557 0.20
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 - - 3,500,000 $3,737,764 0.20
Hyundai Capital America, Inc. FRN 12-MAR-2021, 1.14%, 03/12/21 HYNMTR 44891AAT4 - - 3,758,000 $3,729,565 0.20
Daimler Finance North America LLC FRN 22-FEB-2022, 1.24%, 02/22/22 DAIGR 233851DQ4 - - 3,750,000 $3,717,992 0.20
American Honda Finance Corp. FRN 08-JAN-2021, 1.82%, 01/08/21 HNDA 02665WCR0 - - 3,700,000 $3,715,664 0.20
Westpac Banking Corporation FRN 11-JAN-2023, 1.88%, 01/11/23 WSTP 961214DT7 - - 3,600,000 $3,629,811 0.19
Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 IADB AO7138362 - - 257,500,000 $3,623,969 0.19
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 0.67%, 12/07/20 CAT 14913Q2R9 - - 3,600,000 $3,604,876 0.19
Bank of Montreal FRN 13-JUL-2020, 1.65%, 07/13/20 BMO 06367T7J3 - - 3,500,000 $3,512,852 0.19
Boston Scientific Corporation 3.45% 01-MAR-2024, 3.45%, 03/01/24 BSX 101137AV9 - - 3,200,000 $3,509,288 0.19
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 - - 3,290,000 $3,462,815 0.19
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 - - 3,289,000 $3,461,763 0.19
Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 DIS 254687FK7 - - 3,300,000 $3,450,402 0.19
Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 SINOPE 82939GAF5 - - 3,300,000 $3,447,149 0.19
Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 BMO 06367WJM6 - - 3,270,000 $3,432,886 0.18
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 2.13%, 02/25/21 GS 38143U8G9 - - 3,380,000 $3,416,192 0.18
Daimler Finance North America LLC FRN 15-FEB-2022, 1.29%, 02/15/22 DAIGR 233851DV3 - - 3,450,000 $3,415,399 0.18
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 1.54%, 10/31/22 GS 38148YAB4 - - 3,400,000 $3,412,417 0.18
Walmart Inc. FRN 23-JUN-2021, 0.54%, 06/23/21 WMT 931142EH2 - - 3,400,000 $3,404,541 0.18
AusNet Services Holdings Pty Ltd. 5.375% 02-JUL-2024, 5.38%, 07/02/24 ANVAU EK3489227 - - 4,400,000 $3,400,308 0.18
Bank of America Corporation FRN 20-JAN-2023, 2.30%, 01/20/23 BAC 06051GGH6 - - 3,350,000 $3,395,775 0.18
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 0.94%, 09/21/21 NSANY 654740BN8 - - 3,500,000 $3,381,449 0.18
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 - - 5,015,000 $3,368,173 0.18
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 2.14%, 01/10/22 RABOBK 21688AAK8 - - 3,300,000 $3,342,549 0.18
CNOOC Curtis Funding No. 1 Pty Ltd. 4.5% 03-OCT-2023, 4.50%, 10/03/23 CNOOC EJ8590758 - - 3,000,000 $3,323,599 0.18
JPMorgan Chase & Co. FRN 25-APR-2023, 1.89%, 04/25/23 JPM 46647PAD8 - - 3,300,000 $3,322,867 0.18
United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 UOBSP 91127KAC6 - - 3,100,000 $3,313,366 0.18
Optus Finance Pty Ltd. 3.25% 23-AUG-2022, 3.25%, 08/23/22 SGTOPT AO7579482 - - 4,500,000 $3,282,069 0.18
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023NAA0 - - 3,000,000 $3,245,807 0.17
Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 - - 3,100,000 $3,237,923 0.17
DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 DBSSP 24023KAE8 - - 3,100,000 $3,227,287 0.17
IBM Credit LLC FRN 20-JAN-2021, 1.40%, 01/20/21 IBM 44932HAE3 - - 3,200,000 $3,214,393 0.17
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 - - 2,930,000 $3,204,642 0.17
General Motors Financial Co., Inc. FRN 05-JAN-2023, 2.36%, 01/05/23 GM 37045XCE4 - - 3,300,000 $3,200,618 0.17
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 - - 2,800,000 $3,068,584 0.16
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 - - 4,210,000 $3,065,242 0.16
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 - - 4,310,000 $3,045,911 0.16
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 - - 3,980,000 $3,036,891 0.16
American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 AXP 025816CD9 - - 2,900,000 $3,021,544 0.16
Commonwealth Bank of Australia FRN 16-MAR-2023, 1.02%, 03/16/23 CBAAU 2027A0JY6 - - 3,000,000 $3,021,166 0.16
Hershey Company 0.9% 01-JUN-2025, 0.90%, 06/01/25 HSY 427866BF4 - - 3,000,000 $3,019,738 0.16
Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 ORCL 68389XBB0 - - 2,900,000 $3,011,289 0.16
Constellation Brands, Inc. FRN 15-NOV-2021, 1.09%, 11/15/21 STZ 21036PBA5 - - 3,000,000 $3,004,224 0.16
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 2.09%, 09/26/23 RABOBK 74977RDD3 - - 3,000,000 $2,992,895 0.16
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 - - 2,841,000 $2,989,179 0.16
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 - - 4,100,000 $2,987,916 0.16
General Motors Company FRN 10-SEP-2021, 1.21%, 09/10/21 GM 37045VAR1 - - 3,000,000 $2,969,697 0.16
Hyundai Capital America, Inc. 2.375% 10-FEB-2023, 2.38%, 02/10/23 HYNMTR 44891ABE6 - - 2,900,000 $2,958,169 0.16
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 - - 2,700,000 $2,947,395 0.16
eBay Inc. FRN 30-JAN-2023, 1.63%, 01/30/23 EBAY 278642AT0 - - 2,900,000 $2,913,799 0.16
Morgan Stanley FRN 20-JAN-2022, 3.00%, 01/20/22 MS 61746BEE2 - - 2,850,000 $2,878,685 0.15
National Australia Bank Limited 3.375% 20-SEP-2021, 3.38%, 09/20/21 NAB 63254AAZ1 - - 2,750,000 $2,869,217 0.15
Mizuho Financial Group, Inc. FRN 28-FEB-2022, 1.31%, 02/28/22 MIZUHO 60687YAJ8 - - 2,844,000 $2,865,289 0.15
Westpac Banking Corporation FRN 27-AUG-2029, 2.08%, 08/27/29 WSTP ZR2259201 - - 4,100,000 $2,812,283 0.15
Apple Inc. 0.75% 11-MAY-2023, 0.75%, 05/11/23 AAPL 037833DV9 - - 2,780,000 $2,812,128 0.15
Wells Fargo & Company FRN 27-APR-2022, 1.21%, 04/27/22 WFC 949746SR3 - - 4,000,000 $2,777,089 0.15
Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 HYNMTR 44891ABA4 - - 2,700,000 $2,754,324 0.15
Capital One Financial Corporation 2.6% 11-MAY-2023, 2.60%, 05/11/23 COF 14040HCD5 - - 2,600,000 $2,729,014 0.15
Capital One, National Association FRN 30-JAN-2023, 1.91%, 01/30/23 COF 14042RFJ5 - - 2,675,000 $2,678,962 0.14
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 - - 2,550,000 $2,651,663 0.14
Pepper Residential Securities Trust No. 22|1.19|06/20/2060, 1.19%, 06/20/60 PEPAU 71338AAA9 - - 2,657,820 $2,650,590 0.14
JPMorgan Chase & Co. FRN 23-APR-2024, 1.77%, 04/23/24 JPM 46647PAQ9 - - 2,649,000 $2,647,695 0.14
RedZed Trust Series 2018-1|2.4881|03/09/2050, 2.49%, 03/09/50 REDZE BCC2HM3M8 - - 3,800,000 $2,633,188 0.14
Broadcom Inc. 4.7% 15-APR-2025, 4.70%, 04/15/25 AVGO 11135FAF8 - - 2,300,000 $2,625,117 0.14
Heritage Bank Ltd. FRN 12-AUG-2022, 0.91%, 08/12/22 HBSAU AZ8502462 - - 3,780,000 $2,611,532 0.14
American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 AXP 025816CG2 - - 2,400,000 $2,571,270 0.14
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 - - 2,400,000 $2,518,325 0.14
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 1.42%, 04/26/21 RABOBK 21688AAP7 - - 2,500,000 $2,513,750 0.14
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 1.52%, 04/23/21 UOBSP 91127KAB8 - - 2,500,000 $2,503,051 0.13
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 - - 2,370,000 $2,491,823 0.13
Vulcan Materials Company FRN 01-MAR-2021, 2.23%, 03/01/21 VMC 929160AX7 - - 2,500,000 $2,491,808 0.13
Volkswagen Group of America Finance LLC 2.9% 13-MAY-2022, 2.90%, 05/13/22 VW 928668BC5 - - 2,400,000 $2,490,998 0.13
Walt Disney Company FRN 04-MAR-2022, 1.64%, 03/04/22 DIS 25468PDS2 - - 2,490,000 $2,484,961 0.13
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 - - 3,100,000 $2,442,850 0.13
Commonwealth Bank of Australia FRN 06-SEP-2021, 1.14%, 09/06/21 CBAAU 2027A1HX8 - - 2,400,000 $2,420,796 0.13
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 0.91%, 06/06/22 CAT 14913QAB5 - - 2,400,000 $2,415,574 0.13
American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 HNDA 02665WCY5 - - 2,300,000 $2,371,130 0.13
Canadian Imperial Bank of Commerce|.87113|02/02/2021, 0.87%, 02/02/21 CM 136069XZ9 - - 2,350,000 $2,356,885 0.13
JPMorgan Chase & Co. 2.75% 01-FEB-2023, 2.75%, 02/01/23 JPM EJ5331958 - - 1,900,000 $2,296,623 0.12
Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 CAT 14913Q3B3 - - 2,150,000 $2,281,097 0.12
Volkswagen Group of America Finance LLC|1.2035|11/13/2020, 1.20%, 11/13/20 VW AV5564670 - - 2,200,000 $2,204,625 0.12
Sinopec Group Overseas Development 2018 Ltd|2.5|11/12/2024, 2.50%, 11/12/24 SINOPE 82939GAK4 - - 2,100,000 $2,184,374 0.12
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 - - 2,150,000 $2,166,963 0.12
American Express Company FRN 01-AUG-2022, 1.30%, 08/01/22 AXP 025816BN8 - - 2,150,000 $2,162,659 0.12
Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 0.97%, 09/13/23 CM 13607RAE0 - - 2,140,000 $2,145,360 0.12
La Trobe Financial Capital Markets Trust 2017-2 A3 1.99% 12-JAN-2049, 1.99%, 01/12/49 LTFC BCC2EE8Q5 - - 3,106,676 $2,133,839 0.11
Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 TLSAU EI2917587 - - 2,950,000 $2,115,336 0.11
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 2.28%, 10/19/21 SUMIBK 86562MAJ9 - - 2,070,000 $2,098,924 0.11
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 - - 2,000,000 $2,095,915 0.11
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 - - 2,050,000 $2,094,485 0.11
CNOOC Finance 2013 Ltd. 3.0% 09-MAY-2023, 3.00%, 05/09/23 CNOOC 12625GAC8 - - 2,000,000 $2,094,232 0.11
Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 COF 14042RNW7 - - 2,000,000 $2,068,439 0.11
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.06%, 02/07/23 UELAU AQ8840888 - - 3,000,000 $2,067,473 0.11
Lloyds Banking Group plc FRN 20-MAR-2023, 1.40%, 03/20/23 LLOYDS AP1140486 - - 3,000,000 $2,048,462 0.11
Goldman Sachs Group, Inc. FRN 23-APR-2021, 2.35%, 04/23/21 GS 38141GVW1 - - 2,000,000 $2,023,624 0.11
Bank of Montreal FRN 13-APR-2021, 1.77%, 04/13/21 BMO 06367T4X5 - - 2,000,000 $2,013,916 0.11
Bank of Nova Scotia FRN 20-APR-2021, 1.58%, 04/20/21 BNS 064159LH7 - - 2,000,000 $2,012,660 0.11
Toyota Motor Credit Corporation FRN 13-APR-2021, 1.59%, 04/13/21 TOYOTA 89236TEV3 - - 2,000,000 $2,009,118 0.11
Daimler Finance North America LLC FRN 04-MAY-2021, 1.11%, 05/04/21 DAIGR 233851DK7 - - 2,000,000 $1,995,295 0.11
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 - - 1,896,000 $1,973,667 0.11
Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 2.54%, 11/30/28 BENAU AV7986590 - - 2,800,000 $1,937,168 0.10
United Energy Distribution Pty Ltd|2.2|10/29/2026, 2.20%, 10/29/26 UELAU ZR6539137 - - 2,700,000 $1,913,728 0.10
RESIMAC Premier Series 2018-1|.97663|11/10/2049, 0.98%, 11/10/49 RESI 76119HAA8 - - 1,912,538 $1,907,517 0.10
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 0.52%, 07/01/26 ENVAU ED8440239 - - 3,000,000 $1,907,122 0.10
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 0.90%, 05/15/23 CAT 14913Q2M0 - - 1,900,000 $1,903,317 0.10
FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 1.3881% 08-MAR-2049, 1.39%, 03/08/49 FMACB BCC2FPSX2 - - 2,700,000 $1,861,356 0.10
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 - - 2,400,000 $1,850,143 0.10
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 DBSSP QZ3079600 - - 1,800,000 $1,825,380 0.10
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 - - 1,800,000 $1,819,620 0.10
Bank of Nova Scotia FRN 08-JAN-2021, 1.64%, 01/08/21 BNS 064159KU9 - - 1,800,000 $1,808,412 0.10
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 1.79%, 01/10/23 RABOBK 21688AAM4 - - 1,800,000 $1,807,624 0.10
Downer Group Finance Pty Ltd. 4.5% 11-MAR-2022, 4.50%, 03/11/22 DOWAU EK7841308 - - 2,480,000 $1,770,668 0.10
QIC Finance Shopping Center Fund Pty Ltd|1.3679|08/15/2025, 1.37%, 08/15/25 QIC ZR0093453 - - 2,620,000 $1,767,099 0.09
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 1.90%, 07/28/21 ANZNZ 00182EBB4 - - 1,725,000 $1,741,245 0.09
Commonwealth Bank of Australia FRN 18-JAN-2021, 1.27%, 01/18/21 CBAAU JV6123923 - - 2,500,000 $1,740,845 0.09
Goldman Sachs Group, Inc. FRN 26-AUG-2020, 1.29%, 08/26/20 GS EK9246688 - - 2,500,000 $1,730,949 0.09
National Australia Bank Limited FRN 12-JAN-2021, 1.66%, 01/12/21 NAB 6325C1CU1 - - 1,700,000 $1,708,696 0.09
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 - - 2,200,000 $1,638,994 0.09
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 - - 2,200,000 $1,613,727 0.09
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 - - 1,475,000 $1,610,411 0.09
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 - - 2,170,000 $1,604,935 0.09
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 - - 1,500,000 $1,577,103 0.08
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 - - 2,200,000 $1,571,005 0.08
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 1.38%, 06/05/23 GS 38141GWK6 - - 1,550,000 $1,555,178 0.08
Wells Fargo & Company FRN 27-JUL-2021, 1.43%, 07/27/21 WFC 949746SD4 - - 2,197,000 $1,530,908 0.08
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 - - 2,100,000 $1,468,630 0.08
Bank of America Corporation FRN 05-AUG-2021, 1.65%, 08/05/21 BAC QZ0182266 - - 2,100,000 $1,465,549 0.08
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 1.13788% 11-SEP-2048, 1.14%, 09/11/48 RESI 76118RAA7 - - 1,407,803 $1,405,842 0.08
Westpac Banking Corporation FRN 07-FEB-2022, 1.21%, 02/07/22 WSTP AM2183276 - - 2,000,000 $1,401,594 0.08
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 1.10%, 03/07/22 ANZ AM6596564 - - 2,000,000 $1,398,540 0.08
National Australia Bank Limited FRN 10-FEB-2023, 0.90%, 02/10/23 NAB AP8367280 - - 2,000,000 $1,396,216 0.07
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.11%, 08/29/22 ETSA AO8114958 - - 2,000,000 $1,383,464 0.07
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 - - 1,900,000 $1,364,394 0.07
Commonwealth Bank of Australia|1.14288|09/06/2021, 1.14%, 09/06/21 CBAAU 2027A0HX0 - - 1,350,000 $1,361,698 0.07
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 - - 1,300,000 $1,357,915 0.07
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 - - 1,230,000 $1,299,066 0.07
Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 SUMIBK 86562MBM1 - - 1,200,000 $1,285,910 0.07
Wells Fargo & Company FRN 24-JAN-2023, 2.13%, 01/24/23 WFC 949746SL6 - - 1,250,000 $1,261,803 0.07
Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 RY 78013X6D5 - - 1,200,000 $1,256,345 0.07
CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 CKHH 12563XAB7 - - 1,200,000 $1,247,038 0.07
Commonwealth Bank of Australia FRN 18-SEP-2022, 0.99%, 09/18/22 CBAAU 2027A0JS9 - - 1,200,000 $1,209,362 0.06
Sumitomo Mitsui Financial Group, Inc. FRN 12-JUL-2022, 2.09%, 07/12/22 SUMIBK 86562MAP5 - - 1,200,000 $1,208,113 0.06
Macquarie Bank Ltd. FRN 29-JUL-2020, 1.96%, 07/29/20 MQGAU 55608PAR5 - - 1,175,000 $1,180,244 0.06
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 - - 1,520,000 $1,138,652 0.06
Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 HYNMTR 44891AAR8 - - 1,088,000 $1,127,636 0.06
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 - - 1,100,000 $1,123,871 0.06
Pepper Residential Securities Trust No. 24|1.09375|11/18/2060, 1.09%, 11/18/60 PEPAU 71338CAA5 - - 1,119,800 $1,117,867 0.06
Members Equity Bank Ltd. FRN 16-APR-2021, 1.41%, 04/16/21 MEB AR9324302 - - 1,600,000 $1,112,616 0.06
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 - - 1,100,000 $1,111,606 0.06
Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 DIS 25468PDE3 - - 1,100,000 $1,110,260 0.06
ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 ANZNZ 00182EBK4 - - 1,000,000 $1,094,564 0.06
Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 - - 1,500,000 $1,094,229 0.06
Wells Fargo & Company FRN 11-FEB-2022, 1.38%, 02/11/22 WFC 949746SP7 - - 1,083,000 $1,088,767 0.06
Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 RABOBK 74977RDF8 - - 1,000,000 $1,071,607 0.06
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 1.16%, 01/25/23 BENAU AQ7821640 - - 1,500,000 $1,042,951 0.06
Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 KOSEPW EJ8271813 - - 1,470,000 $1,041,898 0.06
Bank of Queensland Limited FRN 16-NOV-2021, 1.12%, 11/16/21 BQDAU AP9329420 - - 1,500,000 $1,040,846 0.06
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 - - 1,400,000 $1,024,932 0.06
Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 WSTP 961214EH2 - - 950,000 $1,015,799 0.05
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 - - 1,000,000 $1,005,380 0.05
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 1.88%, 10/18/22 SUMIBK 86562MAT7 - - 1,000,000 $1,004,043 0.05
Caterpillar Financial Services Corporation FRN 15-MAR-2021, 0.54%, 03/15/21 CAT 14913Q2H1 - - 1,000,000 $1,001,082 0.05
American Honda Finance Corp. FRN 10-MAY-2023, 0.82%, 05/10/23 HNDA 02665WDG3 - - 1,000,000 $995,574 0.05
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 1.58%, 04/20/21 BENAU JK7580364 - - 1,400,000 $977,586 0.05
Connecteast Finance Pty Ltd. 5.75% 02-SEP-2020, 5.75%, 09/02/20 CEUAU EJ8026167 - - 1,300,000 $922,117 0.05
Citizens Bank, N.A. FRN 26-MAY-2022, 1.17%, 05/26/22 CFG 17401QAM3 - - 900,000 $901,783 0.05
AMP Bank Ltd. FRN 06-OCT-2020, 1.67%, 10/06/20 AMPAU AP3225616 - - 1,300,000 $901,476 0.05
Liberty Financial Pty Ltd. FRN 07-MAR-2022, 3.35%, 03/07/22 LBRFI AX1631495 - - 1,300,000 $895,672 0.05
Commonwealth Bank of Australia FRN 10-MAR-2022, 1.01%, 03/10/22 CBAAU 2027A0JL4 - - 850,000 $855,585 0.05
Credit Union Australia Ltd|1.3506|09/06/2021, 1.35%, 09/06/21 CRUNAU AU3081299 - - 1,200,000 $834,985 0.04
Members Equity Bank Ltd. FRN 09-NOV-2020, 1.35%, 11/09/20 MEB AP8050290 - - 1,200,000 $832,186 0.04
Sumitomo Mitsui Financial Group, Inc. FRN 29-MAR-2022, 1.37%, 03/29/22 SUMIBK AM9804296 - - 1,136,000 $786,705 0.04
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 - - 1,080,000 $774,646 0.04
General Motors Financial Co., Inc. 3.2% 06-JUL-2021, 3.20%, 07/06/21 GM 37045XBM7 - - 750,000 $771,125 0.04
DBS Group Holdings Ltd FRN 16-MAR-2028, 1.68%, 03/16/28 DBSSP AR6199681 - - 1,130,000 $770,435 0.04
Citigroup Inc. FRN 25-APR-2022, 1.95%, 04/25/22 C 172967LH2 - - 750,000 $756,815 0.04
Westpac Banking Corporation FRN 28-JUN-2022, 1.02%, 06/28/22 WSTP 961214DR1 - - 750,000 $754,765 0.04
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 0.85%, 05/17/21 ANZ 05252BDC0 - - 750,000 $753,075 0.04
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 - - 1,000,000 $715,282 0.04
Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 1.70%, 07/13/20 NSANY 654740AY5 - - 700,000 $702,591 0.04
DBS Bank Ltd. FRN 04-SEP-2020, 0.61%, 09/04/20 DBSSP AO8645795 - - 1,000,000 $691,674 0.04
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 - - 616,000 $673,741 0.04
JPMorgan Chase & Co. FRN 29-OCT-2020, 2.05%, 10/29/20 JPM 46625HNY2 - - 664,000 $668,226 0.04
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE AU4089085 - - 600,000 $649,494 0.03
JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 JPM 46625HJE1 - - 600,000 $639,951 0.03
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 - - 800,000 $636,936 0.03
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 - - 600,000 $633,690 0.03
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 - - 900,000 $629,811 0.03
Royal Bank of Canada FRN 01-FEB-2022, 1.42%, 02/01/22 RY 78012KZD2 - - 620,000 $626,560 0.03
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 - - 600,000 $622,022 0.03
Goldman Sachs Group, Inc. FRN 08-SEP-2021, 1.47%, 09/08/21 GS EK4654001 - - 890,000 $619,134 0.03
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 - - 850,000 $614,947 0.03
Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 2.80%, 05/17/26 ANZ QJ6184601 - - 800,000 $560,654 0.03
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 1.35%, 04/20/22 BCHINA AN2054434 - - 800,000 $557,928 0.03
Westpac Banking Corporation FRN 11-JAN-2022, 2.16%, 01/11/22 WSTP 961214DH3 - - 550,000 $557,424 0.03
Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 SGTOPT AU2682667 - - 750,000 $553,933 0.03
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 - - 525,000 $546,269 0.03
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 - - 500,000 $522,901 0.03
ICBCIL Finance Co. Ltd. 3.65% 05-MAR-2022, 3.65%, 03/05/22 ICBCIL AX3932297 - - 500,000 $519,690 0.03
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 - - 500,000 $513,790 0.03
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 - - 700,000 $511,868 0.03
ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 1.23%, 11/23/21 ANZ 05252ACR0 - - 500,000 $505,408 0.03
Bank of Nova Scotia FRN 07-MAR-2022, 0.96%, 03/07/22 BNS 064159JF4 - - 500,000 $503,229 0.03
General Motors Financial Co., Inc. FRN 14-JAN-2022, 2.86%, 01/14/22 GM 37045XBR6 - - 500,000 $499,245 0.03
Credit Union Australia Ltd|1.33|03/04/2022, 1.33%, 03/04/22 CRUNAU AX3062624 - - 700,000 $487,242 0.03
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 - - 420,000 $442,983 0.02
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH QZ7273258 - - 400,000 $404,220 0.02
Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 2.19%, 07/11/22 BCHINA AO1976551 - - 400,000 $402,320 0.02
Bank of Montreal FRN 11-SEP-2022, 0.94%, 09/11/22 BMO 06367TG46 - - 400,000 $402,017 0.02
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 - - 350,000 $398,868 0.02
Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 TLSAU AP8115770 - - 350,000 $387,410 0.02
Agricultural Bank of China Ltd/Sydney|.97|09/26/2022, 0.97%, 09/26/22 AGRBK ZR6327467 - - 530,000 $365,171 0.02
Macquarie Group Limited FRN 15-DEC-2022, 1.25%, 12/15/22 MQGAU AQ3405760 - - 500,000 $344,972 0.02
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 1.14%, 12/13/23 ETSA AQ3070770 - - 500,000 $344,100 0.02
General Motors Company FRN 07-AUG-2020, 1.27%, 08/07/20 GM 37045VAM2 - - 314,000 $314,569 0.02
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 - - 210,000 $223,483 0.01
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 - - 300,000 $219,822 0.01
National Australia Bank Ltd|2.1178|11/18/2031, 2.12%, 11/18/31 NAB ZQ5100404 - - 300,000 $203,732 0.01
Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 NDASS 65557CAR4 - - 200,000 $202,317 0.01
Commonwealth Bank of Australia FRN 10-MAR-2022, 1.01%, 03/10/22 CBAAU 2027A1JL2 - - 200,000 $201,314 0.01
Bank of Montreal|2.05|11/01/2022, 2.05%, 11/01/22 BMO 06367WRC9 - - 185,000 $191,671 0.01
JPMorgan Chase & Co. FRN 01-MAR-2021, 1.83%, 03/01/21 JPM 46625HQK9 - - 175,000 $176,626 0.01
Bendigo & Adelaide Bank Ltd|2.9006|12/09/2026, 2.90%, 12/09/26 BENAU AL5167005 - - 250,000 $174,847 0.01
Munchener Hypothekenbank eG 5.0% 30-SEP-2021, 5.00%, 09/30/21 MS EK5133989 - - 200,000 $146,425 0.01
Liberty Funding Pty LTD Liberty Series 2017-3 A1B 1.4417% 10-APR-2049, 1.44%, 04/10/49 LBRTY BCC2DWUM0 - - 144,400 $99,840 0.01
Pepper Residential Securities Trust No. 18 A1A 1.49% 12-AUG-2058, 1.49%, 08/12/58 PEPAU BCC2CYKE6 - - 125,639 $86,776 0.00
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 - - 100,000 $73,600 0.00
Perth Airport Pty Ltd. 5.5% 25-MAR-2021, 5.50%, 03/25/21 WESAIR EK1306886 - - 14,000 $10,064 0.00
CBOT 5 Year US Treasury Note SEP 20 FVU0 - FUTURES_USD - -263.00 $0 0.00
SFE 3 Year Australian Bond Future SEP 20 YMU0 - AU03Y 23U - 60.00 $0 0.00
CBOT 2 Year US Treasury Note Future SEP 20 TUU0 - FUTURES_USD - 235.00 $0 0.00
CBOT 10 Year US Treasury Note SEP 20 TYU0 - FUTURES_USD - -87.00 $0 0.00
US DOLLARS, 0.00%, 04/16/20 USD - - - 448,086,334 $448,086,334 24.06
GENERAL MOTORS FINANCIAL CO INC 0% 07/10/2020, 0.00%, 07/10/20 GMFPP 37046TGA6 - - 17,700,000 $17,697,188 0.95
JABIL INC 0% 07/06/2020, 0.00%, 07/06/20 JBLPP 46652LG68 - - 17,600,000 $17,594,810 0.94
ETP LEGACY LP 0% 07/06/2020, 0.00%, 07/06/20 ETP 29277EG65 - - 17,450,000 $17,444,854 0.94
HYUNDAI CAPITAL AMERICA 0% 07/13/2020, 0.00%, 07/13/20 HYUHCA 44890MGD8 - - 15,000,000 $14,998,304 0.81
GLENCORE FUNDING LLC 0% 07/06/2020, 0.00%, 07/06/20 GLENPP 37790AG64 - - 14,000,000 $13,999,409 0.75
ENABLE MIDSTREAM PARTNERS LP 0% 07/06/2020, 0.00%, 07/06/20 ENBLCP 29248EG61 - - 10,000,000 $9,997,051 0.54
SEGREGATED CASH SEGCASH - - $0.00 2,920,000 $2,920,000 0.16
AUSTRALIAN DOLLARS AUD - - - 309,687 $213,993 0.01
EURO EUR - - - 108,336 $121,646 0.01
NEW ZEALAND DOLLAR CASHNZD - - - 151,102 $98,307 0.01
CANADIAN DOLLAR CAD - - - 45,310 $33,297 0.00
Buy Protection CDX-NAIGS34V1-05Y, 1.00%, 06/20/25 2I65BYDW2 BPXXCAQAP 2I65BYDW2 - 81,060,000 $81,060,000 4.35
Buy Protection CDX-NAIGS34V1-05Y, 1.00%, 06/20/25 2I65BYDW2 BPXXCAQAP 2I65BYDW2 - -81,060,000 $-81,060,000 -4.35
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 - - - - 117,800,000 $81,399,688 4.37
Pay ASX AUSTRALIAN BANK BILL SHORT TERM RATES 6 MONTH MID Receive Fixed 0.7425%, 0.74%, 06/10/25 - - - - -117,800,000 $-81,399,688 -4.37
FX Forward|AUD|07/27/2020 +AUD1 - - - -21,200,000 $-14,650,080 -0.79
FX Forward|USD|07/27/2020 +AUD1 - - - 13,504,188 $13,504,188 0.73
FX Forward|CAD|08/26/2020 +CAD0 - - - -7,950,000 $-5,843,367 -0.31
FX Forward|USD|08/26/2020 +CAD0 - - - 5,700,334 $5,700,334 0.31
FX Forward|AUD|08/26/2020 +AUDU - - - -336,400,000 $-232,487,368 -12.49
FX Forward|USD|08/26/2020 +AUDU - - - 221,000,335 $221,000,335 11.87
FX Forward|EUR|08/26/2020 +EURU - - - -2,100,000 $-2,360,838 -0.13
FX Forward|USD|08/26/2020 +EURU - - - 2,305,983 $2,305,983 0.12
FX Forward|NZD|08/26/2020 +NZD0 - - - -7,600,000 $-4,944,063 -0.27
FX Forward|USD|08/26/2020 +NZD0 - - - 4,648,464 $4,648,464 0.25
FX Forward|THB|08/26/2020 +THB2 - - - -162,000,000 $-5,213,194 -0.28
FX Forward|USD|08/26/2020 +THB2 - - - 5,085,304 $5,085,304 0.27
FX Forward|KRW|08/26/2020 +KRW2 - - - -4,650,000,000 $-3,878,884 -0.21
FX Forward|USD|08/26/2020 +KRW2 - - - 3,765,945 $3,765,945 0.20
FX Forward|AUD|08/26/2020 +AUDU - - - 9,100,000 $6,289,046 0.34
FX Forward|USD|08/26/2020 +AUDU - - - -6,056,359 $-6,056,359 -0.33
FX Forward|AUD|08/26/2020 +AUDU - - - -4,400,000 $-3,040,857 -0.16
FX Forward|USD|08/26/2020 +AUDU - - - 3,025,933 $3,025,933 0.16
FX Forward|AUD|08/26/2020 +AUDU - - - -4,600,000 $-3,179,078 -0.17
FX Forward|USD|08/26/2020 +AUDU - - - 3,211,366 $3,211,366 0.17
FX Forward|AUD|08/26/2020 +AUDU - - - -1,500,000 $-1,036,656 -0.06
FX Forward|USD|08/26/2020 +AUDU - - - 1,049,070 $1,049,070 0.06
FX Forward|AUD|08/26/2020 +AUD0 - - - -2,700,000 $-1,865,981 -0.10
FX Forward|USD|08/26/2020 +AUD0 - - - 1,879,103 $1,879,103 0.10
FX Forward|AUD|08/26/2020 +AUDU - - - -3,700,000 $-2,557,085 -0.14
FX Forward|USD|08/26/2020 +AUDU - - - 2,590,174 $2,590,174 0.14
FX Forward|AUD|08/26/2020 +AUDU - - - -10,300,000 $-7,118,371 -0.38
FX Forward|USD|08/26/2020 +AUDU - - - 7,081,302 $7,081,302 0.38
FX Forward|AUD|08/26/2020 +AUDU - - - -900,000 $-621,994 -0.03
FX Forward|USD|08/26/2020 +AUDU - - - 622,508 $622,508 0.03
FX Forward|AUD|08/26/2020 +AUDU - - - -4,400,000 $-3,040,857 -0.16
FX Forward|USD|08/26/2020 +AUDU - - - 3,051,629 $3,051,629 0.16
FX Forward|AUD|08/26/2020 +AUDU - - - -1,600,000 $-1,105,766 -0.06
FX Forward|USD|08/26/2020 +AUDU - - - 1,099,741 $1,099,741 0.06
FX Forward|AUD|08/26/2020 +AUDU - - - -3,000,000 $-2,073,312 -0.11
FX Forward|USD|08/26/2020 +AUDU - - - 2,071,110 $2,071,110 0.11
FX Forward|AUD|08/26/2020 +AUDU - - - -14,300,000 $-9,882,786 -0.53
FX Forward|USD|08/26/2020 +AUDU - - - 9,900,748 $9,900,748 0.53
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.