VNLA – Short Duration Income ETF Holdings

Full Portfolio Holdings as of 03/22/19

(As of 03/22/2019)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Notional/ Units) Market Value Weight %
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 CDXIG531 2I65BYBD6 $1.00 42,750,000 $42,750,000 4.59
Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 SYDAU 87124VAF6 13,200,000 $13,340,660 1.43
Optus Finance Pty Ltd. 4.625% 15-OCT-2019, 4.62%, 10/15/19 SGTOPT EI0055331 12,867,000 $13,233,832 1.42
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 11,500,000 $11,613,467 1.24
Export-Import Bank of Korea FRN 01-JUN-2021, 3.19%, 06/01/21 EIBKOR 302154CT4 11,432,000 $11,477,155 1.24
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 12,022,000 $8,943,902 0.96
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 3.29%, 10/30/24 AUSGF AP6703965 11,700,000 $8,292,808 0.89
Wells Fargo Bank, N.A. FRN 23-JUL-2021, 3.27%, 07/23/21 WFC 94988J5Q6 7,500,000 $7,557,180 0.81
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 3.64%, 11/12/21 VW 928668AQ5 7,500,000 $7,544,159 0.81
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 3.30%, 12/06/24 NETFIN AQ2180349 10,600,000 $7,517,839 0.81
National Australia Bank Ltd|3.4475|11/04/2021, 3.45%, 11/04/21 NAB 6325C0DW8 7,200,000 $7,277,467 0.78
KfW Bankengruppe 2.375% 29-DEC-2022, 2.38%, 12/29/22 KFW 500769HR8 7,000,000 $7,045,945 0.76
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 6,828,000 $6,869,747 0.74
Citibank N.A. FRN 23-JUL-2021, 3.34%, 07/23/21 C 17325FAR9 6,500,000 $6,560,505 0.71
Macquarie Group Limited FRN 27-MAR-2024, 4.17%, 03/27/24 MQGAU 55608KAM7 6,502,000 $6,552,488 0.71
Ally Financial Inc. 3.75% 18-NOV-2019, 3.75%, 11/18/19 ALLY 02005NAW0 6,375,000 $6,478,461 0.70
Commonwealth Bank of Australia FRN 04-JUN-2024, 3.44%, 06/04/24 CBAAU 2027A0KC2 6,100,000 $6,470,216 0.70
Capital One Financial Corporation FRN 30-JAN-2023, 3.47%, 01/30/23 COF 14040HBV6 6,500,000 $6,446,157 0.69
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 3.14%, 05/17/21 ANZ 05252ADC2 6,250,000 $6,277,352 0.68
IBM Credit LLC FRN 30-NOV-2020, 3.18%, 11/30/20 IBM 44932HAJ2 6,100,000 $6,137,450 0.66
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 3.17%, 11/01/21 AMTD 87236YAG3 5,900,000 $5,924,006 0.64
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 3.51%, 07/12/24 ADLAIR AO1975298 8,200,000 $5,854,851 0.63
Alibaba Group Holding Ltd. 2.5% 28-NOV-2019, 2.50%, 11/28/19 BABA 01609WAC6 5,800,000 $5,839,136 0.63
Australia and New Zealand Banking Group Limited 5.125% 10-SEP-2019, 5.12%, 09/10/19 ANZ EH9642065 4,920,000 $5,832,292 0.63
Citigroup Inc. FRN 08-DEC-2021, 3.66%, 12/08/21 C 172967LB5 5,750,000 $5,830,729 0.63
Comcast Corporation 5.15% 01-MAR-2020, 5.15%, 03/01/20 CMCSA 20030NBA8 5,655,000 $5,800,615 0.62
JPMorgan Chase & Co. 2.25% 23-JAN-2020, 2.25%, 01/23/20 JPM 46625HKA7 5,779,000 $5,779,469 0.62
Morgan Stanley FRN 24-OCT-2023, 4.18%, 10/24/23 MS 61746BEC6 5,655,000 $5,769,714 0.62
Sherwin-Williams Company 2.25% 15-MAY-2020, 2.25%, 05/15/20 SHW 824348AT3 5,749,000 $5,760,933 0.62
Bank of America Corporation FRN 23-JUL-2024, 3.73%, 07/23/24 BAC 06051GHK8 5,700,000 $5,753,190 0.62
National Australia Bank Limited FRN 20-SEP-2021, 3.21%, 09/20/21 NAB 6325C0DV0 5,500,000 $5,516,259 0.59
Pepper Residential Securities Trust No. 22|3.48771|06/20/2060, 3.49%, 06/20/60 PEPAU 71338AAA9 5,236,685 $5,230,644 0.56
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 5,000,000 $5,085,796 0.55
Bank of America Corporation FRN 25-JUN-2022, 3.47%, 06/25/22 BAC 06051GHJ1 5,000,000 $5,046,292 0.54
Citibank N.A. FRN 19-FEB-2022, 3.21%, 02/19/22 C 17325FAU2 5,000,000 $5,019,449 0.54
JPMorgan Chase & Co. FRN 18-JUN-2022, 3.22%, 06/18/22 JPM 46647PAT3 5,000,000 $4,996,951 0.54
Toronto-Dominion Bank FRN 19-JUL-2023, 3.40%, 07/19/23 TD 89114QC55 4,900,000 $4,933,173 0.53
Bank of Nova Scotia FRN 19-SEP-2022, 3.25%, 09/19/22 BNS 064159KE5 4,900,000 $4,909,822 0.53
Liberty Financial Pty Ltd. 5.1% 01-JUN-2020, 5.10%, 06/01/20 LBRFI AL3191221 6,700,000 $4,860,960 0.52
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 3.62%, 07/19/23 SUMIBK 86562MBA7 4,700,000 $4,745,619 0.51
Royal Bank of Canada 3.04% 17-JUL-2024, 3.04%, 07/17/24 RY 780086JC9 6,250,000 $4,697,764 0.51
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 4,746,000 $4,676,468 0.50
Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 4,500,000 $4,630,607 0.50
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 6,170,000 $4,602,044 0.50
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 4,400,000 $4,543,056 0.49
Molson Coors Brewing Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 4,600,000 $4,530,162 0.49
Bank of China Ltd. (Sydney) FRN 02-MAR-2020, 2.88%, 03/02/20 BCHINA AM5813804 6,300,000 $4,488,606 0.48
Nordea Bank AB FRN 30-AUG-2023, 3.57%, 08/30/23 NDASS 65557CAZ6 4,500,000 $4,436,007 0.48
Hutchison Whampoa International (09/19) Ltd. 5.75% 11-SEP-2019, 5.75%, 09/11/19 CKHH 44841BAA4 4,350,000 $4,416,408 0.48
ASB Bank Ltd. FRN 14-JUN-2023, 3.56%, 06/14/23 ASBBNK 00216LAB9 4,310,000 $4,335,805 0.47
National Australia Bank Limited FRN 26-MAR-2025, 3.94%, 03/26/25 NAB EK8164775 6,017,000 $4,334,943 0.47
Commonwealth Bank of Australia FRN 05-NOV-2024, 3.98%, 11/05/24 CBAAU EK5758074 6,000,000 $4,302,716 0.46
Bank of Queensland Limited FRN 16-NOV-2021, 2.97%, 11/16/21 BQDAU AP9329420 6,000,000 $4,276,070 0.46
Industrial and Commercial Bank of China Limited FRN 27-MAY-2019, 3.09%, 05/27/19 ICBCAS LW0409158 6,000,000 $4,269,053 0.46
Industrial & Commercial Bank of China Ltd. /New York Branch/ 3.231% 13-NOV-2019, 3.23%, 11/13/19 ICBCAS 45580KAC2 4,200,000 $4,250,093 0.46
Barclays PLC FRN 15-FEB-2023, 4.11%, 02/15/23 BACR 06738EBF1 4,250,000 $4,242,962 0.46
Bank of Queensland Limited FRN 26-OCT-2020, 3.24%, 10/26/20 BQDAU QZ8102027 5,900,000 $4,231,327 0.46
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 4,200,000 $4,195,690 0.45
American Honda Finance Corp. FRN 16-JUN-2020, 2.87%, 06/16/20 HNDA 02665WCG4 4,100,000 $4,108,340 0.44
Morgan Stanley FRN 21-APR-2021, 4.16%, 04/21/21 MS 61746BEB8 4,000,000 $4,100,190 0.44
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 4,100,000 $4,086,114 0.44
Toyota Motor Credit Corporation FRN 08-JAN-2021, 3.34%, 01/08/21 TOYOTA 89236TFR1 4,000,000 $4,048,596 0.44
JPMorgan Chase Bank, NA (New York Branch) FRN 26-APR-2021, 3.10%, 04/26/21 JPM 48125LRP9 4,000,000 $4,020,066 0.43
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 4,000,000 $4,018,406 0.43
Daimler Finance North America LLC FRN 22-FEB-2021, 3.11%, 02/22/21 DAIGR 233851DC5 4,018,000 $4,017,944 0.43
Costco Wholesale Corporation 2.15% 18-MAY-2021, 2.15%, 05/18/21 COST 22160KAJ4 4,000,000 $4,010,780 0.43
Commonwealth Bank of Australia 5.5% 06-AUG-2019, 5.50%, 08/06/19 CBAAU EH9232578 3,360,000 $3,997,335 0.43
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 3.46688% 11-SEP-2048, 3.44%, 09/11/48 RESI 76118RAA7 3,944,580 $3,949,478 0.43
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 3.28%, 11/09/22 ANZ 05252ACZ2 3,935,000 $3,942,683 0.42
JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 JPM 46647PBB1 3,900,000 $3,917,676 0.42
Home Depot, Inc. FRN 01-MAR-2022, 2.94%, 03/01/22 HD 437076BU5 3,900,000 $3,903,505 0.42
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 3,888,000 $3,890,870 0.42
Bank of America Corporation FRN 21-OCT-2022, 3.94%, 10/21/22 BAC 06051GFY0 3,700,000 $3,774,569 0.41
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 3,703,000 $3,658,492 0.39
Westpac Banking Corporation FRN 26-FEB-2024, 3.42%, 02/26/24 WSTP 961214EB5 3,600,000 $3,620,420 0.39
Westpac Banking Corporation FRN 11-JAN-2023, 3.37%, 01/11/23 WSTP 961214DT7 3,600,000 $3,616,025 0.39
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 2.96%, 12/07/20 CAT 14913Q2R9 3,600,000 $3,610,152 0.39
United Overseas Bank Ltd. (Singapore) 3.75% 19-SEP-2024, 3.75%, 09/19/24 UOBSP EK1174508 3,580,000 $3,587,572 0.39
Bank of America Corporation FRN 05-MAR-2020, 3.03%, 03/05/20 BAC EK4603826 5,000,000 $3,566,512 0.38
Hyundai Capital America, Inc. FRN 12-MAR-2021, 3.42%, 03/12/21 HYNMTR 44891AAT4 3,558,000 $3,550,018 0.38
ATF Netherlands BV 2.125% 13-MAR-2023, 2.12%, 03/13/23 ARNDTN AL5903177 3,000,000 $3,529,718 0.38
Hyundai Capital America, Inc. FRN 08-JUL-2021, 3.74%, 07/08/21 HYNMTR 44891AAV9 3,500,000 $3,527,076 0.38
Wells Fargo Bank, N.A. FRN 22-OCT-2021, 3.27%, 10/22/21 WFC 94988J5U7 3,500,000 $3,526,215 0.38
Simon Property Group LP 2.75% 01-JUN-2023, 2.75%, 06/01/23 SPG 828807DD6 3,500,000 $3,525,686 0.38
Simon Property Group LP 2.75% 01-FEB-2023, 2.75%, 02/01/23 SPG 828807CN5 3,500,000 $3,518,266 0.38
Bank of Communications (Hong Kong Branch) FRN 17-MAY-2021, 3.44%, 05/17/21 BOCOM AS5540214 3,500,000 $3,512,372 0.38
American Express Credit Corporation 1.7% 30-OCT-2019, 1.70%, 10/30/19 AXP 0258M0EC9 3,500,000 $3,504,970 0.38
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 4.42%, 02/25/21 GS 38143U8G9 3,380,000 $3,469,734 0.37
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 3.42%, 09/21/21 NSANY 654740BN8 3,500,000 $3,466,405 0.37
Walmart Inc. FRN 23-JUN-2021, 3.05%, 06/23/21 WMT 931142EH2 3,400,000 $3,436,771 0.37
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 3,300,000 $3,416,401 0.37
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 3.52%, 10/31/22 GS 38148YAB4 3,400,000 $3,403,062 0.37
General Motors Financial Co., Inc. FRN 09-APR-2021, 3.65%, 04/09/21 GM 37045XCH7 3,393,000 $3,392,507 0.37
Verizon Communications Inc. FRN 17-FEB-2023, 3.15%, 02/17/23 VZ AO6240110 4,730,000 $3,360,341 0.36
Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 3.05%, 08/18/20 BENAU UV4812417 4,650,000 $3,325,016 0.36
Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 3.08%, 01/19/22 BENAU AU8747019 4,650,000 $3,321,092 0.36
Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 BMO 06367WJM6 3,270,000 $3,269,829 0.35
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 4,400,000 $3,259,705 0.35
Microchip Technology Incorporated 3.922% 01-JUN-2021, 3.92%, 06/01/21 MCHP 595017AJ3 3,200,000 $3,257,246 0.35
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 3,257,000 $3,222,630 0.35
Amcor Ltd 4.625% 16-APR-2019, 4.62%, 04/16/19 AMCAU EI6030205 2,730,000 $3,221,690 0.35
IBM Credit LLC FRN 20-JAN-2021, 2.73%, 01/20/21 IBM 44932HAE3 3,200,000 $3,214,631 0.35
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 3,100,000 $3,180,239 0.34
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 3,082,000 $3,177,326 0.34
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 3,252,000 $3,162,800 0.34
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 4,280,000 $3,141,172 0.34
Bank of Communications (Hong Kong Branch) FRN 15-MAY-2022, 3.56%, 05/15/22 BOCOM AN4999735 3,110,000 $3,128,081 0.34
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 3,000,000 $3,127,283 0.34
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 4,000,000 $3,127,118 0.34
GPT Wholesale Shopping Centre Fund No. 1 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 4,150,000 $3,057,141 0.33
Oracle Corporation 1.9% 15-SEP-2021, 1.90%, 09/15/21 ORCL 68389XBK0 3,100,000 $3,052,721 0.33
Goldman Sachs Bank USA (New York) 3.2% 05-JUN-2020, 3.20%, 06/05/20 GS 38148PP84 3,000,000 $3,049,516 0.33
Bank of Montreal FRN 13-JUL-2020, 3.14%, 07/13/20 BMO 06367T7J3 3,000,000 $3,025,653 0.33
Toyota Motor Credit Corporation FRN 10-JAN-2020, 2.88%, 01/10/20 TOYOTA 89236TEK7 3,000,000 $3,017,632 0.33
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 3.68%, 09/26/23 RABOBK 74977RDD3 3,000,000 $3,015,718 0.32
Constellation Brands, Inc. FRN 15-NOV-2021, 3.38%, 11/15/21 STZ 21036PBA5 3,000,000 $3,010,154 0.32
Commonwealth Bank of Australia FRN 16-MAR-2023, 3.31%, 03/16/23 CBAAU 2027A0JY6 3,000,000 $3,004,267 0.32
General Motors Company FRN 10-SEP-2021, 3.50%, 09/10/21 GM 37045VAR1 3,000,000 $2,983,432 0.32
Glencore Funding LLC 4.125% 12-MAR-2024, 4.12%, 03/12/24 GLENLN 378272AT5 2,950,000 $2,982,862 0.32
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 2,841,000 $2,948,415 0.32
RESIMAC Premier Series 2018-1|3.2915|11/10/2049, 3.29%, 11/10/49 RESI 76119HAA8 2,932,763 $2,927,037 0.32
Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 ORCL 68389XBB0 2,900,000 $2,916,520 0.31
Toronto-Dominion Bank 2.5% 14-DEC-2020, 2.50%, 12/14/20 TD 89114QBC1 2,900,000 $2,912,484 0.31
Morgan Stanley FRN 20-JAN-2022, 3.94%, 01/20/22 MS 61746BEE2 2,850,000 $2,897,233 0.31
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 2,900,000 $2,877,107 0.31
Mizuho Financial Group, Inc. FRN 28-FEB-2022, 3.57%, 02/28/22 MIZUHO 60687YAJ8 2,844,000 $2,869,535 0.31
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 2,800,000 $2,823,504 0.30
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 2,700,000 $2,727,563 0.29
Sysco Corporation 1.9% 01-APR-2019, 1.90%, 04/01/19 SYY 871829BB2 2,700,000 $2,724,445 0.29
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 3,650,000 $2,677,802 0.29
JPMorgan Chase & Co. FRN 23-APR-2024, 3.50%, 04/23/24 JPM 46647PAQ9 2,649,000 $2,645,397 0.28
Royal Bank of Canada FRN 05-OCT-2023, 3.45%, 10/05/23 RY 78013XW61 2,600,000 $2,607,811 0.28
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 2,410,526 $2,549,717 0.27
Hutchison Whampoa International (09) Ltd. 7.625% 09-APR-2019, 7.62%, 04/09/19 CKHH EH7846270 2,450,000 $2,540,282 0.27
Toronto-Dominion Bank 3.0% 11-JUN-2020, 3.00%, 06/11/20 TD 89114QBY3 2,500,000 $2,534,307 0.27
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 3.25%, 04/23/21 UOBSP 91127KAB8 2,500,000 $2,517,491 0.27
JPMorgan Chase Bank, NA (New York Branch) FRN 19-FEB-2021, 3.05%, 02/19/21 JPM 48125LRS3 2,500,000 $2,510,476 0.27
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 2,500,000 $2,506,251 0.27
Wells Fargo & Company FRN 27-APR-2022, 3.17%, 04/27/22 WFC 949746SR3 3,500,000 $2,502,207 0.27
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 2,500,000 $2,491,247 0.27
QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 QPHFIN EJ7646361 3,300,000 $2,466,340 0.27
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 3,465,000 $2,461,754 0.27
Lowe's Companies, Inc. FRN 10-SEP-2019, 3.02%, 09/10/19 LOW 548661DB0 2,451,000 $2,457,117 0.26
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 2,519,000 $2,449,906 0.26
Walt Disney Company FRN 04-MAR-2022, 3.01%, 03/04/22 DIS 25468PDS2 2,430,000 $2,437,106 0.26
Incitec Pivot Finance LLC 6.0% 10-DEC-2019, 6.00%, 12/10/19 IPLAU 45326TAA6 2,350,000 $2,436,041 0.26
American Express Company FRN 17-MAY-2021, 3.21%, 05/17/21 AXP 025816BV0 2,400,000 $2,413,036 0.26
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 2,370,000 $2,362,032 0.25
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 2,400,000 $2,345,357 0.25
eBay Inc. FRN 30-JAN-2023, 3.62%, 01/30/23 EBAY 278642AT0 2,300,000 $2,301,775 0.25
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 3,100,000 $2,274,452 0.24
Applebee's Funding / IHOP Funding Series 2014-1 A2 4.277% 05-SEP-2044, 4.28%, 09/05/44 DIN 03789XAA6 2,218,912 $2,233,143 0.24
CBS Corporation 2.9% 01-JUN-2023, 2.90%, 06/01/23 CBS 124857AY9 2,233,000 $2,227,626 0.24
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608KAD7 2,091,000 $2,226,698 0.24
American Honda Finance Corp. 1.2% 12-JUL-2019, 1.20%, 07/12/19 HNDA 02665WBE0 2,225,000 $2,220,884 0.24
American Honda Finance Corp. FRN 08-JAN-2021, 3.26%, 01/08/21 HNDA 02665WCR0 2,200,000 $2,220,542 0.24
Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 3.27%, 09/13/23 CM 13607RAE0 2,140,000 $2,140,557 0.23
Caterpillar Financial Services Corporation 2.95% 26-FEB-2022, 2.95%, 02/26/22 CAT 14913Q2T5 2,100,000 $2,124,128 0.23
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 2.99%, 02/07/23 UELAU AQ8840888 3,000,000 $2,122,789 0.23
Lloyds Banking Group plc FRN 20-MAR-2023, 3.12%, 03/20/23 LLOYDS AP1140486 3,000,000 $2,100,792 0.23
General Motors Financial Co., Inc. FRN 05-JAN-2023, 3.79%, 01/05/23 GM 37045XCE4 2,150,000 $2,099,028 0.23
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 2,000,000 $2,068,004 0.22
Daimler Finance North America LLC FRN 22-FEB-2022, 3.54%, 02/22/22 DAIGR 233851DQ4 2,050,000 $2,061,160 0.22
Goldman Sachs Group, Inc. FRN 23-APR-2021, 4.13%, 04/23/21 GS 38141GVW1 2,000,000 $2,042,647 0.22
Bank of Montreal FRN 13-APR-2021, 3.26%, 04/13/21 BMO 06367T4X5 2,000,000 $2,018,889 0.22
Bank of Nova Scotia FRN 20-APR-2021, 3.20%, 04/20/21 BNS 064159LH7 2,000,000 $2,018,426 0.22
American Express Company 3.0% 22-FEB-2021, 3.00%, 02/22/21 AXP 025816CB3 2,000,000 $2,016,042 0.22
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 3.19%, 04/26/21 RABOBK 21688AAP7 2,000,000 $2,013,040 0.22
Toyota Motor Credit Corporation FRN 13-APR-2021, 3.08%, 04/13/21 TOYOTA 89236TEV3 2,000,000 $2,012,742 0.22
Daimler Finance North America LLC FRN 04-MAY-2021, 3.29%, 05/04/21 DAIGR 233851DK7 2,000,000 $2,004,009 0.22
Cardinal Health, Inc. FRN 15-JUN-2022, 3.38%, 06/15/22 CAH 14149YBG2 2,000,000 $1,984,328 0.21
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 1,897,000 $1,953,161 0.21
eBay Inc. 2.15% 05-JUN-2020, 2.15%, 06/05/20 EBAY 278642AR4 1,946,000 $1,945,336 0.21
Nissan Motor Acceptance Corp. 1.9% 14-SEP-2021, 1.90%, 09/14/21 NSANY 654740AS8 2,000,000 $1,922,763 0.21
JPMorgan Chase & Co. FRN 25-APR-2023, 3.67%, 04/25/23 JPM 46647PAD8 1,900,000 $1,919,726 0.21
Daimler Finance North America LLC FRN 06-JAN-2020, 3.42%, 01/06/20 DAIGR 233851CQ5 1,900,000 $1,916,116 0.21
Vulcan Materials Company FRN 01-MAR-2021, 3.28%, 03/01/21 VMC 929160AX7 1,900,000 $1,900,715 0.20
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 2,500,000 $1,868,039 0.20
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608JAE8 1,750,000 $1,863,568 0.20
Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 1,800,000 $1,819,796 0.20
Volkswagen Group of America Finance LLC|3.458|11/13/2020, 3.46%, 11/13/20 VW AV5564670 1,800,000 $1,811,351 0.20
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 3.20%, 06/06/22 CAT 14913QAB5 1,800,000 $1,809,300 0.19
Canadian Imperial Bank of Commerce|3.0525|02/02/2021, 3.05%, 02/02/21 CM 136069XZ9 1,800,000 $1,809,042 0.19
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 2,370,000 $1,792,102 0.19
Goldman Sachs Group, Inc. FRN 26-AUG-2020, 3.08%, 08/26/20 GS EK9246688 2,500,000 $1,784,740 0.19
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 3.61%, 01/10/22 RABOBK 21688AAK8 1,700,000 $1,728,613 0.19
Sinopec Group Overseas Development (2016) Ltd. 1.75% 29-SEP-2019, 1.75%, 09/29/19 SINOPE 82939CAF4 1,700,000 $1,703,729 0.18
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 2,320,000 $1,702,894 0.18
Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 TLSAU EI2917587 2,200,000 $1,692,627 0.18
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 2,200,000 $1,661,701 0.18
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 2,200,000 $1,652,071 0.18
Daimler Finance North America LLC 1.5% 05-JUL-2019, 1.50%, 07/05/19 DAIGR 233851CF9 1,650,000 $1,649,576 0.18
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 2.51%, 07/01/26 ENVAU ED8440239 2,500,000 $1,649,168 0.18
First Republic Bank 2.5% 06-JUN-2022, 2.50%, 06/06/22 FRC 336158AK6 1,645,000 $1,634,986 0.18
Costco Wholesale Corporation 2.75% 18-MAY-2024, 2.75%, 05/18/24 COST 22160KAL9 1,600,000 $1,627,693 0.18
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 3.48%, 09/11/22 MIZUHO 60687YAN9 1,600,000 $1,607,991 0.17
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 2,200,000 $1,607,168 0.17
DBS Group Holdings Ltd FRN 08-JUN-2020, 3.08%, 06/08/20 DBSSP 24023KAD0 1,600,000 $1,604,475 0.17
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 2,170,000 $1,589,395 0.17
American Express Company FRN 01-AUG-2022, 3.35%, 08/01/22 AXP 025816BN8 1,550,000 $1,556,989 0.17
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 1,496,000 $1,541,543 0.17
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 3.76%, 07/28/21 ANZNZ 00182EBB4 1,500,000 $1,525,221 0.16
Capital One, NA FRN 30-JAN-2023, 3.90%, 01/30/23 COF 14042RFJ5 1,500,000 $1,511,916 0.16
American Honda Finance Corp. 2.25% 15-AUG-2019, 2.25%, 08/15/19 HNDA 02665WAH4 1,500,000 $1,501,207 0.16
Citizens Bank, NA (Fort Scott, Kansas) 2.25% 30-OCT-2020, 2.25%, 10/30/20 CFG 17401QAN1 1,500,000 $1,500,522 0.16
Costco Wholesale Corporation 2.25% 15-FEB-2022, 2.25%, 02/15/22 COST 22160KAH8 1,500,000 $1,498,523 0.16
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 1,500,000 $1,495,034 0.16
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 1,500,000 $1,494,957 0.16
Citigroup Inc. FRN 04-MAY-2021, 3.59%, 05/04/21 C 172967KP5 2,000,000 $1,444,264 0.16
Commonwealth Bank of Australia FRN 18-JAN-2021, 3.21%, 01/18/21 CBAAU JV6123923 2,000,000 $1,442,827 0.16
Westpac Banking Corporation FRN 07-FEB-2022, 3.13%, 02/07/22 WSTP AM2183276 2,000,000 $1,441,308 0.16
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 2.86%, 03/07/22 ANZ AM6596564 2,000,000 $1,433,317 0.15
National Australia Bank Limited FRN 10-FEB-2023, 2.79%, 02/10/23 NAB AP8367280 2,000,000 $1,423,583 0.15
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 2.89%, 08/29/22 ETSA AO8114958 2,000,000 $1,422,166 0.15
Broadcom Corporation 3.0% 15-JAN-2022, 3.00%, 01/15/22 AVGO 11134LAD1 1,415,000 $1,416,644 0.15
Becton, Dickinson and Company 3.678% 29-DEC-2020, 3.68%, 12/29/20 BDX 075887CF4 1,400,000 $1,412,442 0.15
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 1,900,000 $1,412,206 0.15
Rockwell Collins, Inc. 3.1% 15-NOV-2021, 3.10%, 11/15/21 COL 774341AC5 1,400,000 $1,410,277 0.15
Macquarie Bank Ltd. (Australia) FRN 04-APR-2019, 3.14%, 04/04/19 MQGAU 55608PBA1 1,400,000 $1,409,984 0.15
Bank of Montreal FRN 15-JUN-2020, 3.05%, 06/15/20 BMO 06367TYM6 1,400,000 $1,405,633 0.15
National Australia Bank Limited FRN 21-SEP-2026, 4.21%, 09/21/26 NAB QZ4979063 1,925,000 $1,399,183 0.15
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 1,800,000 $1,396,989 0.15
Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 1,400,000 $1,379,421 0.15
Bank of America Corporation FRN 20-JAN-2023, 3.92%, 01/20/23 BAC 06051GGH6 1,350,000 $1,376,314 0.15
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 3.65%, 06/05/23 GS 38141GWK6 1,350,000 $1,354,417 0.15
Toronto-Dominion Bank 3.25% 11-MAR-2024, 3.25%, 03/11/24 TD 89114QCB2 1,270,000 $1,285,672 0.14
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 1,300,000 $1,282,039 0.14
IBM Credit LLC 1.625% 06-SEP-2019, 1.62%, 09/06/19 IBM 44932HAA1 1,285,000 $1,279,913 0.14
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 1,300,000 $1,273,532 0.14
Wells Fargo & Company FRN 07-DEC-2020, 3.62%, 12/07/20 WFC 94974BGS3 1,246,000 $1,262,683 0.14
Bank of Communications (Hong Kong Branch) FRN 04-DEC-2020, 3.42%, 12/04/20 BOCOM AQ1981788 1,250,000 $1,253,363 0.14
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 1,236,000 $1,238,412 0.13
Commonwealth Bank of Australia|3.43763|09/06/2021, 3.44%, 09/06/21 CBAAU 2027A0HX0 1,204,000 $1,215,922 0.13
Bank of Nova Scotia FRN 08-JAN-2021, 3.09%, 01/08/21 BNS 064159KU9 1,200,000 $1,207,647 0.13
National Australia Bank Limited FRN 12-JAN-2021, 3.15%, 01/12/21 NAB 6325C1CU1 1,200,000 $1,207,511 0.13
Commonwealth Bank of Australia FRN 18-SEP-2022, 3.29%, 09/18/22 CBAAU 2027A0JS9 1,200,000 $1,204,770 0.13
JPMorgan Chase & Co. FRN 01-JUN-2021, 3.31%, 06/01/21 JPM 46647PAG1 1,200,000 $1,204,528 0.13
Citizens Bank, NA (Providence, Rhode Island) FRN 02-MAR-2020, 3.16%, 03/02/20 CFG 17401QAH4 1,200,000 $1,203,978 0.13
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 3.26%, 01/10/23 RABOBK 21688AAM4 1,200,000 $1,197,338 0.13
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 DBSSP QZ3079600 1,200,000 $1,175,760 0.13
Bank of America Corporation FRN 05-AUG-2021, 3.58%, 08/05/21 BAC QZ0182266 1,600,000 $1,155,868 0.12
Molson Coors Brewing Company 2.25% 15-MAR-2020, 2.25%, 03/15/20 TAP 60871RAP5 1,127,000 $1,120,855 0.12
NBCUniversal Enterprise, Inc. FRN 01-APR-2021, 3.20%, 04/01/21 CMCSA 63946CAG3 1,090,000 $1,100,062 0.12
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 1,100,000 $1,099,824 0.12
Nederlandse Waterschapsbank NV 1.75% 05-SEP-2019, 1.75%, 09/05/19 NEDWBK EK4661444 1,100,000 $1,097,127 0.12
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 3.19%, 05/15/23 CAT 14913Q2M0 1,100,000 $1,096,697 0.12
Wells Fargo & Company FRN 11-FEB-2022, 3.63%, 02/11/22 WFC 949746SP7 1,083,000 $1,094,990 0.12
Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 DIS 25468PDE3 1,100,000 $1,093,931 0.12
Credit Union Australia Ltd. FRN 20-MAR-2020, 3.12%, 03/20/20 CRUNAU AM5820270 1,520,000 $1,082,727 0.12
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 1,100,000 $1,080,811 0.12
Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 1,500,000 $1,080,023 0.12
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 1,100,000 $1,076,853 0.12
Citigroup Inc. FRN 07-AUG-2019, 3.27%, 08/07/19 C UV3649216 1,500,000 $1,070,697 0.12
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 3.13%, 01/25/23 BENAU AQ7821640 1,500,000 $1,069,635 0.12
JPMorgan Chase & Co. FRN 09-DEC-2019, 2.96%, 12/09/19 JPM EK6334107 1,500,000 $1,068,886 0.12
Westpac Banking Corporation 1.6% 19-AUG-2019, 1.60%, 08/19/19 WSTP 961214CY7 1,050,000 $1,047,004 0.11
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 1,400,000 $1,030,267 0.11
Macquarie Bank Ltd. (Australia) FRN 29-JUL-2020, 3.87%, 07/29/20 MQGAU 55608PAR5 1,000,000 $1,016,541 0.11
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 1,000,000 $1,011,830 0.11
Bank of Montreal 3.12% 19-SEP-2024, 3.12%, 09/19/24 BMO 06369ZBS2 1,350,000 $1,011,094 0.11
Commonwealth Bank of Australia FRN 06-SEP-2021, 3.44%, 09/06/21 CBAAU 2027A1HX8 1,000,000 $1,009,902 0.11
ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 ANZNZ 00182EBK4 1,000,000 $1,009,560 0.11
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 1,000,000 $1,007,893 0.11
Toyota Motor Finance Netherlands BV FRN 12-DEC-2019, 2.85%, 12/12/19 TOYOTA AQ3084649 1,000,000 $1,001,968 0.11
Caterpillar Financial Services Corporation FRN 15-MAR-2021, 2.84%, 03/15/21 CAT 14913Q2H1 1,000,000 $999,064 0.11
Nissan Motor Acceptance Corp. 2.25% 13-JAN-2020, 2.25%, 01/13/20 NSANY 654740AT6 1,000,000 $998,583 0.11
Commonwealth Bank of Australia FRN 03-JUN-2026, 4.53%, 06/03/26 CBAAU LW2645668 1,300,000 $950,300 0.10
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 1,300,000 $925,154 0.10
Nordea Bank AB 2.125% 29-MAY-2020, 2.12%, 05/29/20 NDASS 65557CAX1 910,000 $909,932 0.10
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 900,000 $901,285 0.10
Allergan Funding SCS 3.0% 12-MAR-2020, 3.00%, 03/12/20 AGN 00507UAP6 900,000 $900,495 0.10
Citizens Bank, NA (Providence, Rhode Island) FRN 26-MAY-2022, 3.46%, 05/26/22 CFG 17401QAM3 900,000 $900,160 0.10
Deutsche Telekom International Finance BV 1.5% 19-SEP-2019, 1.50%, 09/19/19 DT QZ5568717 875,000 $868,825 0.09
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 3.53%, 04/20/21 BENAU JK7580364 1,200,000 $866,813 0.09
Members Equity Bank Ltd. FRN 09-NOV-2020, 3.24%, 11/09/20 MEB AP8050290 1,200,000 $856,889 0.09
American Honda Finance Corp. FRN 14-FEB-2020, 3.03%, 02/14/20 HNDA 02665WBN0 850,000 $855,072 0.09
Becton, Dickinson and Company FRN 06-JUN-2022, 3.64%, 06/06/22 BDX 075887BU2 800,000 $802,293 0.09
DBS Group Holdings Ltd FRN 08-JUN-2020, 3.08%, 06/08/20 DBSSP 24023LAD8 800,000 $802,237 0.09
Wells Fargo & Company 2.5% 04-MAR-2021, 2.50%, 03/04/21 WFC 949746RS2 800,000 $796,218 0.09
DBS Group Holdings Ltd FRN 16-MAR-2028, 3.42%, 03/16/28 DBSSP AR6199681 1,130,000 $795,144 0.09
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 1,000,000 $795,109 0.09
Nissan Motor Acceptance Corp. FRN 28-SEP-2022, 3.50%, 09/28/22 NSANY 654740BE8 800,000 $788,739 0.08
Industrial & Commercial Bank of China Ltd. (Sydney Branch) FRN 15-MAY-2020, 2.95%, 05/15/20 ICBCAS AN4997549 1,100,000 $785,156 0.08
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 1,010,000 $764,134 0.08
Wells Fargo & Company FRN 24-JAN-2023, 3.89%, 01/24/23 WFC 949746SL6 750,000 $762,869 0.08
Westpac Banking Corporation FRN 28-JUN-2022, 3.52%, 06/28/22 WSTP 961214DR1 750,000 $759,107 0.08
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 1,000,000 $735,706 0.08
Westpac Banking Corporation FRN 10-MAR-2026, 4.96%, 03/10/26 WSTP JK2350201 1,000,000 $734,020 0.08
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 3.90%, 10/19/21 SUMIBK 86562MAJ9 700,000 $712,912 0.08
DBS Bank Ltd. FRN 04-SEP-2020, 2.39%, 09/04/20 DBSSP AO8645795 1,000,000 $710,821 0.08
Deutsche Telekom International Finance BV FRN 17-JAN-2020, 3.35%, 01/17/20 DT 25156PAX1 700,000 $705,630 0.08
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 700,000 $703,693 0.08
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 3.52%, 10/18/22 SUMIBK 86562MAT7 700,000 $703,230 0.08
BNG Bank N.V. 1.875% 11-JUN-2019, 1.88%, 06/11/19 BNG EK3138139 700,000 $702,567 0.08
Sysco Corporation 2.6% 12-JUN-2022, 2.60%, 06/12/22 SYY 871829AQ0 663,000 $659,525 0.07
Citigroup Inc. FRN 25-APR-2022, 3.73%, 04/25/22 C 172967LH2 650,000 $658,907 0.07
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 650,000 $648,508 0.07
Royal Bank of Canada FRN 01-FEB-2022, 3.47%, 02/01/22 RY 78012KZD2 620,000 $629,170 0.07
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 800,000 $627,249 0.07
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 600,000 $607,098 0.07
Sinopec Group Overseas Development 2017 Ltd|2.375|04/12/2020, 2.38%, 04/12/20 SINOPE 82938NAE4 600,000 $602,065 0.06
Citizens Bank, NA (Providence, Rhode Island) FRN 26-MAY-2020, 3.22%, 05/26/20 CFG 17401QAK7 600,000 $602,022 0.06
Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 3.19%, 07/13/20 NSANY 654740AY5 600,000 $601,578 0.06
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 600,000 $599,039 0.06
Brisbane Airport Corp. Pty Ltd. 8.0% 09-JUL-2019, 8.00%, 07/09/19 BACAU EI6204404 800,000 $585,929 0.06
Wesfarmers Limited 6.25% 28-MAR-2019, 6.25%, 03/28/19 WESAU EJ1021298 800,000 $585,005 0.06
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 3.30%, 04/20/22 BCHINA AN2054434 800,000 $572,870 0.06
eBay Inc. 2.2% 01-AUG-2019, 2.20%, 08/01/19 EBAY 278642AH6 566,000 $566,649 0.06
Toyota Motor Credit Corporation 2.125% 18-JUL-2019, 2.12%, 07/18/19 TOYOTA 89236TBP9 552,000 $553,218 0.06
AusNet Services Holdings Pty Ltd. 5.25% 14-FEB-2020, 5.25%, 02/14/20 ANVAU EJ5424159 700,000 $512,268 0.06
Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 KOSEPW EJ8271813 670,000 $509,589 0.05
Westpac Banking Corporation FRN 19-AUG-2021, 3.53%, 08/19/21 WSTP 961214DB6 500,000 $506,430 0.05
Sysco Corporation 2.6% 01-OCT-2020, 2.60%, 10/01/20 SYY 871829AX5 500,000 $504,856 0.05
Cardinal Health, Inc. 2.4% 15-NOV-2019, 2.40%, 11/15/19 CAH 14149YAZ1 500,000 $503,057 0.05
Bank of Nova Scotia FRN 07-MAR-2022, 3.25%, 03/07/22 BNS 064159JF4 500,000 $502,485 0.05
Westpac Banking Corporation FRN 19-AUG-2019, 3.24%, 08/19/19 WSTP 961214CZ4 500,000 $502,483 0.05
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 500,000 $500,951 0.05
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 500,000 $499,311 0.05
International Business Machines Corporation 1.9% 27-JAN-2020, 1.90%, 01/27/20 IBM 459200JN2 500,000 $498,554 0.05
Commonwealth Bank of Australia 2.25% 10-MAR-2020, 2.25%, 03/10/20 CBAAU 2027A0JH3 500,000 $498,101 0.05
Hyundai Capital Services, Inc. 1.625% 30-AUG-2019, 1.62%, 08/30/19 HYUCAP QZ3300584 500,000 $497,927 0.05
Sinopec Group Overseas Development (2017) Ltd. 2.25% 13-SEP-2020, 2.25%, 09/13/20 SINOPE 82938NAF1 500,000 $493,977 0.05
Golden Credit Card Trust|1.98|04/15/2022, 1.98%, 04/15/22 GCCT 380881DX7 484,000 $480,491 0.05
Westpac Banking Corporation FRN 11-JAN-2022, 3.65%, 01/11/22 WSTP 961214DH3 450,000 $457,520 0.05
Shell International Finance BV FRN 12-SEP-2019, 2.95%, 09/12/19 RDSALN 822582BV3 450,000 $451,160 0.05
Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 WESAIR EJ7588209 598,000 $448,426 0.05
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 600,000 $445,099 0.05
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 600,000 $437,973 0.05
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 420,000 $420,172 0.05
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 399,000 $410,813 0.04
Toyota Motor Corp. 3.183% 20-JUL-2021, 3.18%, 07/20/21 TOYOTA 892331AB5 400,000 $406,884 0.04
General Motors Financial Co., Inc. FRN 14-JAN-2022, 4.35%, 01/14/22 GM 37045XBR6 400,000 $404,509 0.04
Scentre Group Trust 1 2.375% 05-NOV-2019, 2.38%, 11/05/19 SCGAU 806213AA2 400,000 $402,202 0.04
American Express Credit Corporation 2.375% 26-MAY-2020, 2.38%, 05/26/20 AXP 0258M0DT3 400,000 $401,897 0.04
Bank of Montreal FRN 11-SEP-2022, 3.23%, 09/11/22 BMO 06367TG46 400,000 $401,303 0.04
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 400,000 $396,873 0.04
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 350,000 $364,022 0.04
Wesfarmers Limited 4.75% 12-MAR-2020, 4.75%, 03/12/20 WESAU EJ5679471 500,000 $363,819 0.04
Toronto-Dominion Bank 1.85% 11-SEP-2020, 1.85%, 09/11/20 TD 89114QBT4 360,000 $356,346 0.04
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 350,000 $355,702 0.04
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 2.91%, 12/13/23 ETSA AQ3070770 500,000 $352,935 0.04
International Business Machines Corporation FRN 27-JAN-2020, 2.74%, 01/27/20 IBM 459200JP7 350,000 $352,102 0.04
General Motors Company FRN 07-AUG-2020, 3.54%, 08/07/20 GM 37045VAM2 314,000 $314,855 0.03
Export-Import Bank of Korea FRN 26-MAY-2019, 3.35%, 05/26/19 EIBKOR 302154CA5 308,000 $308,982 0.03
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 350,000 $263,181 0.03
Oversea-Chinese Banking Corporation Limited 4.0% 15-OCT-2024, 4.00%, 10/15/24 OCBCSP 69033DAB3 250,000 $255,418 0.03
Sinopec Group Overseas Development (2014) Ltd. 2.75% 10-APR-2019, 2.75%, 04/10/19 SINOPE EK1623868 250,000 $253,139 0.03
Westpac Banking Corporation FRN 13-MAY-2021, 3.69%, 05/13/21 WSTP 961214CW1 200,000 $203,435 0.02
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 260,000 $199,352 0.02
Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 NDASS 65557CAR4 200,000 $199,105 0.02
Toyota Motor Credit Corporation 2.8% 13-JUL-2022, 2.80%, 07/13/22 TOYOTA 89236TCQ6 195,000 $197,125 0.02
Bendigo and Adelaide Bank Limited FRN 21-FEB-2020, 3.01%, 02/21/20 BENAU AL2398009 250,000 $178,501 0.02
Nissan Financial Services Australia Pty Ltd. 2.5% 06-SEP-2019, 2.50%, 09/06/19 NISFAU QZ3723405 250,000 $177,472 0.02
Deutsche Telekom International Finance BV 1.5% 19-SEP-2019, 1.50%, 09/19/19 DT 25156PAS2 150,000 $148,941 0.02
Australia Pacific Airports Corporation Limited 5.0% 04-JUN-2020, 5.00%, 06/04/20 MELAIR EJ6958775 200,000 $148,630 0.02
Bendigo & Adelaide Bank Ltd|4.6694|12/09/2026, 4.67%, 12/09/26 BENAU AL5167005 200,000 $145,983 0.02
Korea National Oil Corp. 4.25% 08-OCT-2019, 4.25%, 10/08/19 KOROIL EK5183505 200,000 $145,683 0.02
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 150,000 $143,424 0.02
Goldman Sachs Group, Inc. FRN 21-AUG-2019, 3.21%, 08/21/19 GS EK0769662 180,000 $128,367 0.01
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 150,000 $113,311 0.01
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 100,000 $75,362 0.01
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 CDXIG531 2I65BYBD6 $1.00 -42,750,000 $-42,750,000 -4.60
R Fixed 2.4755% Pay ICE LIBOR USD 3 MONTH, 2.61%, 02/04/22 //SWAP SLSK0BFI 191,454,000 $191,454,000 20.62
FX Forward|USD|06/11/2019 +AUDU 153,674,710 $153,674,710 16.55
R Fixed 2.58 vs 3m NDBB3M Swap 08/28/2021 - 08/28/2022%, 2.58%, 08/28/22 //SWAP SL4Q4JZY $0.00 130,000,000 $89,537,230 9.64
P Fixed 2.71% Receive ICE LIBOR USD 3 Month, 2.65%, 02/04/30 //SWAP SL0C0EDL 42,709,000 $42,709,000 4.60
FX Forward|USD|06/11/2019 +EURU 16,594,136 $16,594,136 1.79
ENERGY TRANSFER PART LP 0% 03/25/2019, 0.00%, 03/25/19 29277FQR5 10,800,000 $10,797,332 1.16
COX ENTERPRISES INC 0% 03/25/2019, 0.00%, 03/25/19 COX 22404BQR5 10,000,000 $9,997,788 1.08
CNPC FINANCE HK LTD 0% 03/26/2019, 0.00%, 03/26/19 CNPCHK 12623LQS7 10,000,000 $9,997,168 1.08
SMITHFIELD FOODS INC 0% 03/26/2019, 0.00%, 03/26/19 SFDCPP 83225MQS8 10,000,000 $9,996,784 1.08
BEMIS CO 0% 03/27/2019, 0.00%, 03/27/19 BMSPP 08143UQT4 10,000,000 $9,996,344 1.08
ARROW ELECTRONICS INC 0% 03/28/2019, 0.00%, 03/28/19 ARW 04273MQU0 10,000,000 $9,995,040 1.08
VIACOM INC (NEW) 0% 03/29/2019, 0.00%, 03/29/19 9255M3QV5 10,000,000 $9,994,867 1.08
SYNGENTA WILMINGTON INC 0% 04/05/2019, 0.00%, 04/05/19 8716A3R56 10,000,000 $9,989,274 1.08
ENABLE MIDST PARTNERS LP 0% 03/25/2019, 0.00%, 03/25/19 29248FQR1 6,000,000 $5,998,518 0.65
FX Forward|USD|06/11/2019 +CAD1 5,658,850 $5,658,850 0.61
FX Forward|MXN|04/24/2019 +MXN0 101,210,782 $5,255,291 0.57
FX Forward|USD|04/24/2019, 0.00%, 04/24/19 +MXN1 5,233,128 $5,233,128 0.56
FX Forward|USD|06/11/2019 +AUD0 4,476,950 $4,476,950 0.48
FX Forward|USD|06/11/2019 +NZDU 3,312,988 $3,312,988 0.36
FX Forward|AUD|06/11/2019 +AUD1 4,000,000 $2,840,575 0.31
SEGREGATED CASH SEGCASH $0.00 2,730,000 $2,730,000 0.29
R 2.692 vs 3m US LIBOR 1Y10Y 02/24/20 CITI CASH|||02/24/2020 RS022420A RS022420A USI022219P $2.69 63,100,000 $2,009,515 0.22
Put EUR / Call USD 1.1745 Expire 02/26/20 EUR 022620P11745A EUR02P117 EUR/USD $1.17 26,162,436 $930,624 0.10
P 2.692 vs 3m US LIBOR 1Y10Y 02/24/20 CITI CASH|||02/24/2020 PS022420A PS022420A USI022219P $2.69 63,100,000 $731,999 0.08
Call EUR / Put USD 1.1745 Expire 02/26/20 EUR 022620C11745C EUR02117C EUR/USD $1.17 26,162,436 $591,873 0.06
NEW ZEALAND DOLLAR CASHNZD 859,293 $591,836 0.06
EURO EUR 72,242 $81,511 0.01
CANADIAN DOLLAR CAD 46,904 $34,990 0.00
US 5YR NOTE (CBT) Jun19 FVM9 FUTURES_US -778 $0 0.00
AUST 3YR BOND FUT Jun19 YMM9 AU03Y 22M 1,103 $0 0.00
US 10YR NOTE (CBT)Jun19 TYM9 FUTURES_US -92 $0 0.00
Call AUD / Put USD 0.74 Expire 04/18/19, 0.00%, 04/18/19 AUD 041819C74A AUD4C74A AUD/USD $0.74 -5,545,000 $-593 0.00
P|2.92|07/17/2019, 2.92%, 07/17/19 PS071719A PS071719A USI011919P $2.92 -93,705,748 $-3,251 0.00
CDX NA.IG.S31.V1 90 5Y 04/17/19 GSD, 1.00%, 04/17/19 PS041719A PS041719A SP010919P1 $90.00 -42,750,000 $-5,065 0.00
Put USD / Call PY 1105 Expire 04/18/19, 0.00%, 04/18/19 JPY 041819P105A JPY04P105 USD/JPY $105.00 -11,085,000 $-5,432 0.00
Call AUD / Put USD 0.76 Expire 03/10/20 AUD 031020C76A AUD4C76A AUD/USD $0.76 -19,246,000 $-144,999 -0.02
AUSTRALIAN DOLLARS AUD -230,647 $-163,563 -0.02
CDX NA.IG.S31.V1 72.50 5Y 04/17/19 GSD, 1.00%, 04/17/19 RS041719A RS041719A SP010919P1 $72.50 -42,750,000 $-229,768 -0.02
FX Forward|USD|06/11/2019 +AUD1 -2,839,356 $-2,839,356 -0.31
FX Forward|NZD|06/11/2019 +NZDU -4,900,000 $-3,379,344 -0.36
FX Forward|AUD|06/11/2019 +AUD0 -6,300,000 $-4,473,906 -0.48
FX Forward|USD|04/24/2019 +MXN0 -5,232,262 $-5,232,262 -0.56
FX Forward|MXN|04/24/2019, 0.00%, 04/24/19 +MXN1 -101,210,782 $-5,255,291 -0.57
FX Forward|CAD|06/11/2019 +CAD1 -7,600,000 $-5,681,377 -0.61
FX Forward|EUR|06/11/2019 +EURU -14,720,000 $-16,721,094 -1.80
US DOLLARS, 0.00%, 03/21/19 USD -26,731,754 $-26,731,754 -2.88
P Fixed 2.71% Receive ICE LIBOR USD 3 Month, 2.65%, 02/04/30 //SWAP SL0C0EDL -42,709,000 $-42,709,000 -4.60
R Fixed 2.58 vs 3m NDBB3M Swap 08/28/2021 - 08/28/2022%, 2.58%, 08/28/22 //SWAP SL4Q4JZY $0.00 -130,000,000 $-89,537,230 -9.64
FX Forward|AUD|06/11/2019 +AUDU -219,000,000 $-155,521,497 -16.75
R Fixed 2.4755% Pay ICE LIBOR USD 3 MONTH, 2.61%, 02/04/22 //SWAP SLSK0BFI -191,454,000 $-191,454,000 -20.62
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.