VNLA – Short Duration Income ETF Holdings

Full Portfolio Holdings as of 01/14/19

(As of 01/14/2019)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Notional/ Units) Market Value Weight %
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 CDX-NAIGS31V1-5Y 2I65BYBD6 $1.00 42,750,000 $42,750,000 4.11
Optus Finance Pty Ltd. 4.625% 15-OCT-2019, 4.62%, 10/15/19 SGTOPT EI0055331 12,967,000 $13,224,700 1.26
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 11,500,000 $11,457,381 1.09
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 3.13%, 10/30/24 AUSGF AP6703965 11,700,000 $8,331,119 0.80
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 3.30%, 12/06/24 NETFIN AQ2180349 10,600,000 $7,544,166 0.73
Wells Fargo Bank, N.A. FRN 23-JUL-2021, 2.98%, 07/23/21 WFC 94988J5Q6 7,500,000 $7,501,963 0.72
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 3.56%, 11/12/21 VW 928668AQ5 7,500,000 $7,475,754 0.72
National Australia Bank Ltd|3.44613|11/04/2021, 3.45%, 11/04/21 NAB 6325C0DW8 7,200,000 $7,223,768 0.70
KfW Bankengruppe 2.375% 29-DEC-2022, 2.38%, 12/29/22 KFW 500769HR8 7,000,000 $6,925,139 0.67
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 6,828,000 $6,726,585 0.65
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 9,100,000 $6,677,818 0.64
Macquarie Group Limited FRN 27-MAR-2024, 4.17%, 03/27/24 MQGAU 55608KAM7 6,602,000 $6,539,895 0.63
Citibank N.A. FRN 23-JUL-2021, 3.05%, 07/23/21 C 17325FAR9 6,500,000 $6,494,108 0.63
Capital One Financial Corporation FRN 30-JAN-2023, 3.24%, 01/30/23 COF 14040HBV6 6,600,000 $6,466,705 0.62
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 3.10%, 05/17/21 ANZ 05252ADC2 6,250,000 $6,259,302 0.60
IBM Credit LLC FRN 30-NOV-2020, 3.18%, 11/30/20 IBM 44932HAJ2 6,100,000 $6,115,568 0.59
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 2.97%, 11/01/21 AMTD 87236YAG3 6,000,000 $6,006,624 0.58
Australia and New Zealand Banking Group Limited 5.125% 10-SEP-2019, 5.12%, 09/10/19 ANZ EH9642065 4,920,000 $5,917,237 0.57
Pepper Residential Securities Trust No. 22|1|06/20/2060, 1.00%, 06/20/60 PEPAU 71338AAA9 5,900,000 $5,893,699 0.57
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 3.47%, 07/12/24 ADLAIR AO1975298 8,200,000 $5,881,903 0.57
Citigroup Inc. FRN 08-DEC-2021, 3.40%, 12/08/21 C 172967LB5 5,750,000 $5,775,255 0.56
Bank of America Corporation FRN 23-JUL-2024, 3.44%, 07/23/24 BAC 06051GHK8 5,800,000 $5,768,473 0.56
Ally Financial Inc. 3.5% 27-JAN-2019, 3.50%, 01/27/19 ALLY 02005NAT7 5,400,000 $5,488,200 0.53
National Australia Bank Limited FRN 20-SEP-2021, 3.37%, 09/20/21 NAB 6325C0DV0 5,500,000 $5,483,419 0.53
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 5,000,000 $5,065,728 0.49
Ford Motor Credit Company LLC FRN 03-AUG-2022, 3.66%, 08/03/22 F 345397YP2 5,264,000 $4,964,878 0.48
JPMorgan Chase & Co. FRN 18-JUN-2022, 3.41%, 06/18/22 JPM 46647PAT3 5,000,000 $4,959,303 0.48
Bank of America Corporation FRN 25-JUN-2022, 3.02%, 06/25/22 BAC 06051GHJ1 5,000,000 $4,934,858 0.48
Liberty Financial Pty Ltd. 5.1% 01-JUN-2020, 5.10%, 06/01/20 LBRFI AL3191221 6,700,000 $4,867,297 0.47
Royal Bank of Canada 3.04% 17-JUL-2024, 3.04%, 07/17/24 RY 780086JC9 6,250,000 $4,789,734 0.46
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 3.31%, 07/19/23 SUMIBK 86562MBA7 4,700,000 $4,696,907 0.45
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 4,746,000 $4,593,443 0.44
Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 4,500,000 $4,530,232 0.44
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 6,170,000 $4,523,758 0.44
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 4,500,000 $4,514,061 0.43
Morgan Stanley FRN 24-OCT-2023, 3.89%, 10/24/23 MS 61746BEC6 4,400,000 $4,456,389 0.43
Nordea Bank AB FRN 30-AUG-2023, 3.65%, 08/30/23 NDASS 65557CAZ6 4,500,000 $4,442,875 0.43
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 3.35019% 11-SEP-2048, 3.47%, 09/11/48 RESI 76118RAA7 4,399,264 $4,400,638 0.42
Commonwealth Bank of Australia FRN 05-NOV-2024, 3.88%, 11/05/24 CBAAU EK5758074 6,000,000 $4,382,182 0.42
National Australia Bank Limited FRN 26-MAR-2025, 3.94%, 03/26/25 NAB EK8164775 6,017,000 $4,367,552 0.42
Bank of Queensland Limited FRN 16-NOV-2021, 2.96%, 11/16/21 BQDAU AP9329420 6,000,000 $4,331,563 0.42
Bank of Queensland Limited FRN 26-OCT-2020, 3.09%, 10/26/20 BQDAU QZ8102027 5,900,000 $4,295,470 0.41
ASB Bank Ltd. FRN 14-JUN-2023, 3.75%, 06/14/23 ASBBNK 00216LAB9 4,310,000 $4,288,341 0.41
Molson Coors Brewing Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 4,300,000 $4,197,019 0.40
Barclays PLC FRN 15-FEB-2023, 4.05%, 02/15/23 BACR 06738EBF1 4,250,000 $4,139,806 0.40
American Honda Finance Corp. FRN 16-JUN-2020, 3.05%, 06/16/20 HNDA 02665WCG4 4,100,000 $4,102,109 0.39
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 4,200,000 $4,084,208 0.39
Morgan Stanley FRN 21-APR-2021, 3.87%, 04/21/21 MS 61746BEB8 4,000,000 $4,073,237 0.39
Commonwealth Bank of Australia 5.5% 06-AUG-2019, 5.50%, 08/06/19 CBAAU EH9232578 3,360,000 $4,058,097 0.39
Toronto-Dominion Bank FRN 19-JUL-2023, 3.09%, 07/19/23 TD 89114QC55 4,000,000 $4,010,514 0.39
JPMorgan Chase Bank, NA (New York Branch) FRN 26-APR-2021, 2.85%, 04/26/21 JPM 48125LRP9 4,000,000 $4,005,354 0.39
Toyota Motor Credit Corporation FRN 08-JAN-2021, 3.34%, 01/08/21 TOYOTA 89236TFR1 4,000,000 $4,004,593 0.39
Daimler Finance North America LLC FRN 22-FEB-2021, 3.13%, 02/22/21 DAIGR 233851DC5 4,018,000 $3,988,006 0.38
Home Depot, Inc. FRN 01-MAR-2022, 3.05%, 03/01/22 HD 437076BU5 4,000,000 $3,979,519 0.38
Sherwin-Williams Company 2.25% 15-MAY-2020, 2.25%, 05/15/20 SHW 824348AT3 4,000,000 $3,957,627 0.38
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 4,000,000 $3,954,584 0.38
Costco Wholesale Corporation 2.15% 18-MAY-2021, 2.15%, 05/18/21 COST 22160KAJ4 4,000,000 $3,951,007 0.38
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 4,100,000 $3,939,277 0.38
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 3,988,000 $3,921,098 0.38
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 3.18%, 11/09/22 ANZ 05252ACZ2 3,935,000 $3,916,497 0.38
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 3,803,000 $3,703,943 0.36
Bank of America Corporation FRN 05-MAR-2020, 3.10%, 03/05/20 BAC EK4603826 5,000,000 $3,625,908 0.35
United Overseas Bank Ltd. (Singapore) 3.75% 19-SEP-2024, 3.75%, 09/19/24 UOBSP EK1174508 3,580,000 $3,625,514 0.35
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 3.12%, 12/07/20 CAT 14913Q2R9 3,600,000 $3,608,551 0.35
Westpac Banking Corporation FRN 11-JAN-2023, 3.37%, 01/11/23 WSTP 961214DT7 3,600,000 $3,567,907 0.34
ATF Netherlands BV 2.125% 13-MAR-2023, 2.12%, 03/13/23 ARNDTN AL5903177 3,000,000 $3,552,440 0.34
Bank of Communications (Hong Kong Branch) FRN 17-MAY-2021, 3.39%, 05/17/21 BOCOM AS5540214 3,500,000 $3,510,386 0.34
Walmart Inc. FRN 23-JUN-2021, 3.05%, 06/23/21 WMT 931142EH2 3,500,000 $3,505,797 0.34
Simon Property Group LP 2.75% 01-JUN-2023, 2.75%, 06/01/23 SPG 828807DD6 3,600,000 $3,499,315 0.34
Hyundai Capital America, Inc. FRN 08-JUL-2021, 3.74%, 07/08/21 HYNMTR 44891AAV9 3,500,000 $3,497,739 0.34
Wells Fargo Bank, N.A. FRN 22-OCT-2021, 2.99%, 10/22/21 WFC 94988J5U7 3,500,000 $3,493,595 0.34
American Express Credit Corporation 1.7% 30-OCT-2019, 1.70%, 10/30/19 AXP 0258M0EC9 3,500,000 $3,477,587 0.33
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 4.46%, 02/25/21 GS 38143U8G9 3,380,000 $3,446,202 0.33
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 3.42%, 09/21/21 NSANY 654740BN8 3,500,000 $3,440,344 0.33
Simon Property Group LP 2.75% 01-FEB-2023, 2.75%, 02/01/23 SPG 828807CN5 3,500,000 $3,438,003 0.33
Verizon Communications Inc. FRN 17-FEB-2023, 3.16%, 02/17/23 VZ AO6240110 4,730,000 $3,420,833 0.33
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 3,300,000 $3,407,143 0.33
Morgan Stanley FRN 14-FEB-2020, 3.41%, 02/14/20 MS 61746BEH5 3,353,000 $3,372,974 0.32
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 3.31%, 10/31/22 GS 38148YAB4 3,400,000 $3,338,448 0.32
IBM Credit LLC FRN 20-JAN-2021, 2.73%, 01/20/21 IBM 44932HAE3 3,300,000 $3,301,187 0.32
Amcor Ltd 4.625% 16-APR-2019, 4.62%, 04/16/19 AMCAU EI6030205 2,730,000 $3,272,773 0.32
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 3,082,000 $3,167,653 0.30
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 3,352,000 $3,163,378 0.30
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 4,280,000 $3,147,894 0.30
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 3,257,000 $3,141,498 0.30
Booking Holdings Inc. 3.6% 01-JUN-2026, 3.60%, 06/01/26 BKNG 741503AZ9 3,250,000 $3,140,685 0.30
RESIMAC Premier Series 2018-1|3.3155|11/10/2049, 3.32%, 11/10/49 RESI 76119HAA8 3,133,564 $3,124,396 0.30
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 3,000,000 $3,081,945 0.30
GPT Wholesale Shopping Centre Fund No. 1 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 4,150,000 $3,067,159 0.30
Oracle Corporation 1.9% 15-SEP-2021, 1.90%, 09/15/21 ORCL 68389XBK0 3,100,000 $3,033,926 0.29
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 4,000,000 $3,031,979 0.29
Bank of Montreal FRN 13-JUL-2020, 3.14%, 07/13/20 BMO 06367T7J3 3,000,000 $3,015,006 0.29
Goldman Sachs Bank USA (New York) 3.2% 05-JUN-2020, 3.20%, 06/05/20 GS 38148PP84 3,000,000 $3,009,579 0.29
Toyota Motor Credit Corporation FRN 10-JAN-2020, 2.88%, 01/10/20 TOYOTA 89236TEK7 3,000,000 $2,995,531 0.29
Constellation Brands, Inc. FRN 15-NOV-2021, 3.21%, 11/15/21 STZ 21036PBA5 3,000,000 $2,992,749 0.29
Commonwealth Bank of Australia FRN 16-MAR-2023, 3.49%, 03/16/23 CBAAU 2027A0JY6 3,000,000 $2,988,384 0.29
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 3.68%, 09/26/23 RABOBK 74977RDD3 3,000,000 $2,972,265 0.29
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 2,841,000 $2,970,936 0.29
General Motors Company FRN 10-SEP-2021, 3.67%, 09/10/21 GM 37045VAR1 3,000,000 $2,928,633 0.28
Morgan Stanley FRN 20-JAN-2022, 3.65%, 01/20/22 MS 61746BEE2 2,850,000 $2,876,236 0.28
Toronto-Dominion Bank 2.5% 14-DEC-2020, 2.50%, 12/14/20 TD 89114QBC1 2,900,000 $2,874,270 0.28
Alibaba Group Holding Ltd. 2.5% 28-NOV-2019, 2.50%, 11/28/19 BABA 01609WAC6 2,800,000 $2,795,097 0.27
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 2,800,000 $2,748,469 0.26
Sysco Corporation 1.9% 01-APR-2019, 1.90%, 04/01/19 SYY 871829BB2 2,700,000 $2,709,518 0.26
JPMorgan Chase & Co. FRN 23-APR-2024, 3.21%, 04/23/24 JPM 46647PAQ9 2,749,000 $2,701,252 0.26
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 3,650,000 $2,668,864 0.26
Royal Bank of Canada FRN 05-OCT-2023, 3.45%, 10/05/23 RY 78013XW61 2,700,000 $2,658,841 0.26
E*TRADE Financial Corporation 2.95% 24-AUG-2022, 2.95%, 08/24/22 ETFC 269246BP8 2,700,000 $2,650,429 0.26
Microchip Technology Incorporated 3.922% 01-JUN-2021, 3.92%, 06/01/21 MCHP 595017AJ3 2,600,000 $2,576,490 0.25
Lowe's Companies, Inc. FRN 10-SEP-2019, 3.19%, 09/10/19 LOW 548661DB0 2,551,000 $2,558,612 0.25
Wells Fargo & Company FRN 27-APR-2022, 3.02%, 04/27/22 WFC 949746SR3 3,500,000 $2,533,431 0.24
Hutchison Whampoa International (09) Ltd. 7.625% 09-APR-2019, 7.62%, 04/09/19 CKHH EH7846270 2,450,000 $2,525,419 0.24
Walt Disney Company FRN 04-MAR-2022, 3.13%, 03/04/22 DIS 25468PDS2 2,530,000 $2,524,035 0.24
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 2,500,000 $2,520,588 0.24
Incitec Pivot Finance LLC 6.0% 10-DEC-2019, 6.00%, 12/10/19 IPLAU 45326TAA6 2,450,000 $2,517,281 0.24
Toronto-Dominion Bank 3.0% 11-JUN-2020, 3.00%, 06/11/20 TD 89114QBY3 2,500,000 $2,511,030 0.24
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 2.96%, 04/23/21 UOBSP 91127KAB8 2,500,000 $2,510,683 0.24
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 2,500,000 $2,500,316 0.24
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 2,410,526 $2,483,497 0.24
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 2,500,000 $2,466,609 0.24
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 3,465,000 $2,465,905 0.24
American Express Company FRN 17-MAY-2021, 3.16%, 05/17/21 AXP 025816BV0 2,400,000 $2,398,100 0.23
eBay Inc. FRN 30-JAN-2023, 3.39%, 01/30/23 EBAY 278642AT0 2,400,000 $2,384,980 0.23
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 2,519,000 $2,377,253 0.23
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 2,370,000 $2,300,504 0.22
American Honda Finance Corp. FRN 08-JAN-2021, 3.22%, 01/08/21 HNDA 02665WCR0 2,300,000 $2,299,578 0.22
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 3,100,000 $2,237,000 0.22
CBS Corporation 2.9% 01-JUN-2023, 2.90%, 06/01/23 CBS 124857AY9 2,333,000 $2,233,314 0.22
Applebee's Funding / IHOP Funding Series 2014-1 A2 4.277% 05-SEP-2044, 4.28%, 09/05/44 DIN 03789XAA6 2,218,912 $2,213,121 0.21
American Honda Finance Corp. 1.2% 12-JUL-2019, 1.20%, 07/12/19 HNDA 02665WBE0 2,225,000 $2,208,809 0.21
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608KAD7 2,091,000 $2,194,742 0.21
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 2.91%, 02/07/23 UELAU AQ8840888 3,000,000 $2,159,135 0.21
Lloyds Banking Group plc FRN 20-MAR-2023, 3.36%, 03/20/23 LLOYDS AP1140486 3,000,000 $2,127,512 0.20
Cardinal Health, Inc. FRN 15-JUN-2022, 3.56%, 06/15/22 CAH 14149YBG2 2,100,000 $2,070,781 0.20
General Motors Financial Co., Inc. FRN 05-JAN-2023, 3.79%, 01/05/23 GM 37045XCE4 2,150,000 $2,053,962 0.20
Goldman Sachs Group, Inc. FRN 23-APR-2021, 3.85%, 04/23/21 GS 38141GVW1 2,000,000 $2,027,471 0.20
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 2.94%, 04/26/21 RABOBK 21688AAP7 2,000,000 $2,007,488 0.19
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 2,000,000 $2,000,917 0.19
Bank of Nova Scotia FRN 20-APR-2021, 2.91%, 04/20/21 BNS 064159LH7 2,000,000 $1,997,632 0.19
Bank of Montreal FRN 13-APR-2021, 3.26%, 04/13/21 BMO 06367T4X5 2,000,000 $1,993,301 0.19
Toyota Motor Credit Corporation FRN 13-APR-2021, 3.08%, 04/13/21 TOYOTA 89236TEV3 2,000,000 $1,989,517 0.19
Vulcan Materials Company FRN 01-MAR-2021, 2.97%, 03/01/21 VMC 929160AX7 2,000,000 $1,988,945 0.19
Daimler Finance North America LLC FRN 04-MAY-2021, 3.13%, 05/04/21 DAIGR 233851DK7 2,000,000 $1,985,916 0.19
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 2,100,000 $1,984,222 0.19
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 2,000,000 $1,966,327 0.19
eBay Inc. 2.15% 05-JUN-2020, 2.15%, 06/05/20 EBAY 278642AR4 1,946,000 $1,923,382 0.19
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 1,897,000 $1,920,431 0.18
Nissan Motor Acceptance Corp. 1.9% 14-SEP-2021, 1.90%, 09/14/21 NSANY 654740AS8 2,000,000 $1,915,226 0.18
Ford Motor Credit Company LLC FRN 05-APR-2021, 3.60%, 04/05/21 F 345397YY3 1,988,000 $1,904,546 0.18
Daimler Finance North America LLC FRN 06-JAN-2020, 3.42%, 01/06/20 DAIGR 233851CQ5 1,900,000 $1,900,723 0.18
JPMorgan Chase & Co. FRN 25-APR-2023, 3.39%, 04/25/23 JPM 46647PAD8 1,900,000 $1,890,589 0.18
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 2,500,000 $1,848,445 0.18
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608JAE8 1,750,000 $1,836,824 0.18
Goldman Sachs Group, Inc. FRN 26-AUG-2020, 3.14%, 08/26/20 GS EK9246688 2,500,000 $1,815,692 0.17
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 3.33%, 06/06/22 CAT 14913QAB5 1,800,000 $1,808,440 0.17
Canadian Imperial Bank of Commerce|2.8735|02/02/2021, 2.87%, 02/02/21 CM 136069XZ9 1,800,000 $1,794,887 0.17
Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 TLSAU EI2917587 2,200,000 $1,763,730 0.17
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 2,370,000 $1,760,784 0.17
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 3.61%, 01/10/22 RABOBK 21688AAK8 1,700,000 $1,699,750 0.16
Sinopec Group Overseas Development (2016) Ltd. 1.75% 29-SEP-2019, 1.75%, 09/29/19 SINOPE 82939CAF4 1,700,000 $1,691,727 0.16
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 2,320,000 $1,677,814 0.16
Bank of China Ltd. (Sydney) FRN 02-MAR-2020, 2.96%, 03/02/20 BCHINA AM5813804 2,300,000 $1,663,640 0.16
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 2,200,000 $1,654,222 0.16
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 2,200,000 $1,652,076 0.16
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 2.51%, 07/01/26 ENVAU ED8440239 2,500,000 $1,649,414 0.16
Daimler Finance North America LLC 1.5% 05-JUL-2019, 1.50%, 07/05/19 DAIGR 233851CF9 1,650,000 $1,639,442 0.16
Cintas Corp. No. 2 3.7% 01-APR-2027, 3.70%, 04/01/27 CTAS 17252MAN0 1,625,000 $1,608,074 0.15
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 2,200,000 $1,607,937 0.15
DBS Group Holdings Ltd FRN 08-JUN-2020, 3.26%, 06/08/20 DBSSP 24023KAD0 1,600,000 $1,605,323 0.15
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 2,170,000 $1,604,142 0.15
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 3.65%, 09/11/22 MIZUHO 60687YAN9 1,600,000 $1,599,617 0.15
First Republic Bank 2.5% 06-JUN-2022, 2.50%, 06/06/22 FRC 336158AK6 1,645,000 $1,599,135 0.15
Costco Wholesale Corporation 2.75% 18-MAY-2024, 2.75%, 05/18/24 COST 22160KAL9 1,600,000 $1,565,441 0.15
American Express Company FRN 01-AUG-2022, 3.15%, 08/01/22 AXP 025816BN8 1,550,000 $1,541,888 0.15
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 1,496,000 $1,521,708 0.15
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 3.52%, 07/28/21 ANZNZ 00182EBB4 1,500,000 $1,519,913 0.15
American Honda Finance Corp. 2.25% 15-AUG-2019, 2.25%, 08/15/19 HNDA 02665WAH4 1,500,000 $1,507,862 0.15
WestRock Co. 3.375% 15-SEP-2027, 3.38%, 09/15/27 WRK 96145DAC9 1,625,000 $1,506,009 0.15
Rockwell Collins, Inc. 3.1% 15-NOV-2021, 3.10%, 11/15/21 COL 774341AC5 1,500,000 $1,485,122 0.14
Capital One NA FRN 30-JAN-2023, 3.67%, 01/30/23 COF 14042RFJ5 1,500,000 $1,481,544 0.14
Costco Wholesale Corporation 2.25% 15-FEB-2022, 2.25%, 02/15/22 COST 22160KAH8 1,500,000 $1,479,497 0.14
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 1,500,000 $1,478,005 0.14
Citigroup Inc. FRN 04-MAY-2021, 3.48%, 05/04/21 C 172967KP5 2,000,000 $1,466,448 0.14
Commonwealth Bank of Australia FRN 18-JAN-2021, 3.08%, 01/18/21 CBAAU JV6123923 2,000,000 $1,462,922 0.14
Westpac Banking Corporation FRN 07-FEB-2022, 3.05%, 02/07/22 WSTP AM2183276 2,000,000 $1,457,376 0.14
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 1,500,000 $1,456,015 0.14
Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 3.06%, 08/18/20 BENAU UV4812417 2,000,000 $1,452,635 0.14
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 2.98%, 03/07/22 ANZ AM6596564 2,000,000 $1,449,206 0.14
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 2.97%, 08/29/22 ETSA AO8114958 2,000,000 $1,446,699 0.14
National Australia Bank Limited FRN 10-FEB-2023, 2.74%, 02/10/23 NAB AP8367280 2,000,000 $1,436,162 0.14
National Australia Bank Limited FRN 21-SEP-2026, 4.47%, 09/21/26 NAB QZ4979063 1,925,000 $1,418,092 0.14
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 1,900,000 $1,410,237 0.14
Bank of Montreal FRN 15-JUN-2020, 3.23%, 06/15/20 BMO 06367TYM6 1,400,000 $1,402,319 0.14
Macquarie Bank Ltd. (Australia) FRN 04-APR-2019, 3.14%, 04/04/19 MQGAU 55608PBA1 1,400,000 $1,401,722 0.13
QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 QPHFIN EJ7646361 1,800,000 $1,389,009 0.13
Becton, Dickinson and Company 3.678% 29-DEC-2020, 3.68%, 12/29/20 BDX 075887CF4 1,400,000 $1,388,708 0.13
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 1,800,000 $1,371,908 0.13
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 1,400,000 $1,363,830 0.13
Bank of America Corporation FRN 20-JAN-2023, 3.63%, 01/20/23 BAC 06051GGH6 1,350,000 $1,357,031 0.13
Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 1,400,000 $1,336,065 0.13
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 3.80%, 06/05/23 GS 38141GWK6 1,350,000 $1,322,867 0.13
IBM Credit LLC 1.625% 06-SEP-2019, 1.62%, 09/06/19 IBM 44932HAA1 1,285,000 $1,280,649 0.12
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 1,300,000 $1,273,233 0.12
Wells Fargo & Company FRN 07-DEC-2020, 3.78%, 12/07/20 WFC 94974BGS3 1,246,000 $1,258,691 0.12
Commonwealth Bank of Australia|3.56888|09/06/2021, 3.57%, 09/06/21 CBAAU 2027A0HX0 1,204,000 $1,212,068 0.12
JPMorgan Chase & Co. FRN 01-JUN-2021, 3.42%, 06/01/21 JPM 46647PAG1 1,200,000 $1,203,920 0.12
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 1,236,000 $1,198,407 0.12
Commonwealth Bank of Australia FRN 18-SEP-2022, 3.48%, 09/18/22 CBAAU 2027A0JS9 1,200,000 $1,194,276 0.11
Bank of Nova Scotia FRN 08-JAN-2021, 3.09%, 01/08/21 BNS 064159KU9 1,200,000 $1,193,674 0.11
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 3.13%, 05/15/23 CAT 14913Q2M0 1,200,000 $1,187,520 0.11
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 3.26%, 01/10/23 RABOBK 21688AAM4 1,200,000 $1,180,368 0.11
Bank of America Corporation FRN 05-AUG-2021, 3.48%, 08/05/21 BAC QZ0182266 1,600,000 $1,173,217 0.11
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 09/07/66 DBSSP QZ3079600 1,200,000 $1,156,560 0.11
Broadcom Corporation 3.0% 15-JAN-2022, 3.00%, 01/15/22 AVGO 11134LAD1 1,165,000 $1,143,126 0.11
Molson Coors Brewing Company 2.25% 15-MAR-2020, 2.25%, 03/15/20 TAP 60871RAP5 1,127,000 $1,119,034 0.11
Credit Union Australia Ltd. FRN 20-MAR-2020, 3.36%, 03/20/20 CRUNAU AM5820270 1,520,000 $1,100,856 0.11
Nederlandse Waterschapsbank NV 1.75% 05-SEP-2019, 1.75%, 09/05/19 NEDWBK EK4661444 1,100,000 $1,100,455 0.11
Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 1,500,000 $1,093,491 0.11
Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 DIS 25468PDE3 1,100,000 $1,091,608 0.11
Citigroup Inc. FRN 07-AUG-2019, 3.19%, 08/07/19 C UV3649216 1,500,000 $1,089,873 0.10
JPMorgan Chase & Co. FRN 09-DEC-2019, 3.09%, 12/09/19 JPM EK6334107 1,500,000 $1,088,032 0.10
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 1,100,000 $1,087,891 0.10
Wells Fargo & Company FRN 11-FEB-2022, 3.55%, 02/11/22 WFC 949746SP7 1,083,000 $1,086,324 0.10
Citizens Bank, NA (Fort Scott, Kansas) 2.25% 30-OCT-2020, 2.25%, 10/30/20 CFG 17401QAN1 1,100,000 $1,082,641 0.10
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 2.97%, 01/25/23 BENAU AQ7821640 1,500,000 $1,079,242 0.10
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 1,100,000 $1,073,228 0.10
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 1,100,000 $1,061,184 0.10
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 1,400,000 $1,057,839 0.10
Westpac Banking Corporation 1.6% 19-AUG-2019, 1.60%, 08/19/19 WSTP 961214CY7 1,050,000 $1,048,744 0.10
Bank of Montreal 3.12% 19-SEP-2024, 3.12%, 09/19/24 BMO 06369ZBS2 1,350,000 $1,030,232 0.10
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 1,400,000 $1,022,362 0.10
Macquarie Bank Ltd. (Australia) FRN 29-JUL-2020, 3.63%, 07/29/20 MQGAU 55608PAR5 1,000,000 $1,016,054 0.10
Commonwealth Bank of Australia FRN 06-SEP-2021, 3.57%, 09/06/21 CBAAU 2027A1HX8 1,000,000 $1,006,701 0.10
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 1,000,000 $1,006,489 0.10
Allergan Funding SCS 3.0% 12-MAR-2020, 3.00%, 03/12/20 AGN 00507UAP6 1,000,000 $1,006,450 0.10
Toyota Motor Finance Netherlands BV FRN 12-DEC-2019, 3.03%, 12/12/19 TOYOTA AQ3084649 1,000,000 $1,001,748 0.10
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 1,000,000 $994,151 0.10
Caterpillar Financial Services Corporation 1.85% 04-SEP-2020, 1.85%, 09/04/20 CAT 14913Q2A6 1,000,000 $988,797 0.10
Nissan Motor Acceptance Corp. 2.25% 13-JAN-2020, 2.25%, 01/13/20 NSANY 654740AT6 1,000,000 $987,633 0.10
Commonwealth Bank of Australia FRN 03-JUN-2026, 4.61%, 06/03/26 CBAAU LW2645668 1,300,000 $964,136 0.09
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 1,000,000 $953,840 0.09
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 1,300,000 $917,586 0.09
Nordea Bank AB 2.125% 29-MAY-2020, 2.12%, 05/29/20 NDASS 65557CAX1 910,000 $899,425 0.09
Becton, Dickinson and Company FRN 06-JUN-2022, 3.77%, 06/06/22 BDX 075887BU2 900,000 $886,216 0.09
Hyundai Capital America, Inc. 2.75% 27-SEP-2026, 2.75%, 09/27/26 HYNMTR 44891AAK3 1,000,000 $880,437 0.08
Nissan Motor Acceptance Corp. FRN 28-SEP-2022, 3.50%, 09/28/22 NSANY 654740BE8 900,000 $869,934 0.08
Deutsche Telekom International Finance BV 1.5% 19-SEP-2019, 1.50%, 09/19/19 DT QZ5568717 875,000 $869,322 0.08
Wells Fargo & Company FRN 24-JAN-2023, 3.60%, 01/24/23 WFC 949746SL6 850,000 $855,757 0.08
American Honda Finance Corp. FRN 14-FEB-2020, 2.95%, 02/14/20 HNDA 02665WBN0 850,000 $853,814 0.08
DBS Group Holdings Ltd FRN 08-JUN-2020, 3.26%, 06/08/20 DBSSP 24023LAD8 800,000 $802,662 0.08
Citizens Bank, NA (Providence, Rhode Island) FRN 02-MAR-2020, 3.28%, 03/02/20 CFG 17401QAH4 800,000 $802,038 0.08
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 3.18%, 10/18/22 SUMIBK 86562MAT7 800,000 $798,954 0.08
DBS Group Holdings Ltd FRN 16-MAR-2028, 3.60%, 03/16/28 DBSSP AR6199681 1,130,000 $798,365 0.08
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 1,000,000 $797,760 0.08
Wells Fargo & Company 2.5% 04-MAR-2021, 2.50%, 03/04/21 WFC 949746RS2 800,000 $793,189 0.08
Korea Gas Corp|2.75|07/20/2022, 2.75%, 07/20/22 KORGAS 50066AAM5 800,000 $792,550 0.08
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 1,010,000 $766,327 0.07
BNG Bank NV|1.5|02/15/2019, 1.50%, 02/15/19 BNG 62944BBN3 750,000 $753,920 0.07
Citigroup Inc. FRN 25-APR-2022, 3.45%, 04/25/22 C 172967LH2 750,000 $750,680 0.07
Westpac Banking Corporation FRN 28-JUN-2022, 3.52%, 06/28/22 WSTP 961214DR1 750,000 $747,469 0.07
Westpac Banking Corporation FRN 10-MAR-2026, 5.09%, 03/10/26 WSTP JK2350201 1,000,000 $746,168 0.07
Sysco Corporation 2.6% 12-JUN-2022, 2.60%, 06/12/22 SYY 871829AQ0 763,000 $740,141 0.07
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 1,000,000 $723,860 0.07
DBS Bank Ltd. FRN 04-SEP-2020, 2.48%, 09/04/20 DBSSP AO8645795 1,000,000 $722,194 0.07
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 3.59%, 10/19/21 SUMIBK 86562MAJ9 700,000 $710,962 0.07
Deutsche Telekom International Finance BV FRN 17-JAN-2020, 3.03%, 01/17/20 DT 25156PAX1 700,000 $706,334 0.07
BNG Bank N.V. 1.875% 11-JUN-2019, 1.88%, 06/11/19 BNG EK3138139 700,000 $698,875 0.07
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 700,000 $694,953 0.07
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 650,000 $636,485 0.06
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 800,000 $609,755 0.06
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 600,000 $603,894 0.06
Citizens Bank, NA (Providence, Rhode Island) FRN 26-MAY-2020, 3.26%, 05/26/20 CFG 17401QAK7 600,000 $603,133 0.06
Caterpillar Financial Services Corporation FRN 22-MAR-2019, 3.10%, 03/22/19 CAT 14912L6X4 600,000 $601,405 0.06
Sinopec Group Overseas Development 2017 Ltd|2.375|04/12/2020, 2.38%, 04/12/20 SINOPE 82938NAE4 600,000 $596,848 0.06
Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 3.19%, 07/13/20 NSANY 654740AY5 600,000 $595,348 0.06
State Grid Overseas Investment 2016 Ltd. 2.25% 04-MAY-2020, 2.25%, 05/04/20 CHGRID AN2610912 600,000 $594,665 0.06
Brisbane Airport Corp. Pty Ltd. 8.0% 09-JUL-2019, 8.00%, 07/09/19 BACAU EI6204404 800,000 $591,385 0.06
Wesfarmers Limited 6.25% 28-MAR-2019, 6.25%, 03/28/19 WESAU EJ1021298 800,000 $591,283 0.06
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 600,000 $586,943 0.06
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 3.16%, 04/20/22 BCHINA AN2054434 800,000 $580,515 0.06
eBay Inc. 2.2% 01-AUG-2019, 2.20%, 08/01/19 EBAY 278642AH6 566,000 $569,102 0.05
Toyota Motor Credit Corporation 2.125% 18-JUL-2019, 2.12%, 07/18/19 TOYOTA 89236TBP9 552,000 $555,832 0.05
Shell International Finance BV FRN 12-SEP-2019, 3.13%, 09/12/19 RDSALN 822582BV3 550,000 $552,584 0.05
AusNet Services Holdings Pty Ltd. 5.25% 14-FEB-2020, 5.25%, 02/14/20 ANVAU EJ5424159 700,000 $529,295 0.05
Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 KOSEPW EJ8271813 670,000 $511,039 0.05
Westpac Banking Corporation FRN 19-AUG-2021, 3.49%, 08/19/21 WSTP 961214DB6 500,000 $505,336 0.05
Westpac Banking Corporation FRN 19-AUG-2019, 3.20%, 08/19/19 WSTP 961214CZ4 500,000 $502,922 0.05
Royal Bank of Canada FRN 01-FEB-2022, 3.27%, 02/01/22 RY 78012KZD2 500,000 $502,566 0.05
Caterpillar Financial Services Corporation FRN 10-JAN-2020, 3.29%, 01/10/20 CAT 14912L6Z9 500,000 $501,145 0.05
Sysco Corporation 2.6% 01-OCT-2020, 2.60%, 10/01/20 SYY 871829AX5 500,000 $499,617 0.05
Bank of Nova Scotia FRN 07-MAR-2022, 3.41%, 03/07/22 BNS 064159JF4 500,000 $499,410 0.05
Commonwealth Bank of Australia 2.25% 10-MAR-2020, 2.25%, 03/10/20 CBAAU 2027A0JH3 500,000 $499,151 0.05
International Business Machines Corporation 1.9% 27-JAN-2020, 1.90%, 01/27/20 IBM 459200JN2 500,000 $499,062 0.05
Cardinal Health, Inc. 2.4% 15-NOV-2019, 2.40%, 11/15/19 CAH 14149YAZ1 500,000 $498,355 0.05
Bank of Montreal FRN 11-SEP-2022, 3.40%, 09/11/22 BMO 06367TG46 500,000 $497,950 0.05
Hyundai Capital Services, Inc. 1.625% 30-AUG-2019, 1.62%, 08/30/19 HYUCAP QZ3300584 500,000 $497,848 0.05
Scentre Group Trust 1 2.375% 05-NOV-2019, 2.38%, 11/05/19 SCGAU 806213AA2 500,000 $497,812 0.05
American Express Credit Corporation 2.375% 26-MAY-2020, 2.38%, 05/26/20 AXP 0258M0DT3 500,000 $496,845 0.05
State Grid Overseas Investment 2016 Ltd. 2.25% 04-MAY-2020, 2.25%, 05/04/20 CHGRID 857006AD2 500,000 $495,554 0.05
Sinopec Group Overseas Development (2017) Ltd. 2.25% 13-SEP-2020, 2.25%, 09/13/20 SINOPE 82938NAF1 500,000 $494,949 0.05
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 500,000 $494,680 0.05
General Motors Financial Co., Inc. FRN 14-JAN-2022, 4.35%, 01/14/22 GM 37045XBR6 500,000 $493,345 0.05
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 500,000 $491,179 0.05
Golden Credit Card Trust|1.98|04/15/2022, 1.98%, 04/15/22 GCCT 380881DX7 484,000 $477,139 0.05
Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 WESAIR EJ7588209 598,000 $463,390 0.04
Westpac Banking Corporation FRN 11-JAN-2022, 3.65%, 01/11/22 WSTP 961214DH3 450,000 $451,468 0.04
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 600,000 $440,479 0.04
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 600,000 $439,683 0.04
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 420,000 $410,378 0.04
Toyota Motor Corp. 3.183% 20-JUL-2021, 3.18%, 07/20/21 TOYOTA 892331AB5 400,000 $405,670 0.04
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 399,000 $403,928 0.04
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 400,000 $393,510 0.04
Korea Gas Corporation 4.25% 02-NOV-2020, 4.25%, 11/02/20 KORGAS 50066CAA7 370,000 $379,382 0.04
Wesfarmers Limited 4.75% 12-MAR-2020, 4.75%, 03/12/20 WESAU EJ5679471 500,000 $374,911 0.04
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 350,000 $367,944 0.04
Bendigo and Adelaide Bank Limited FRN 29-JAN-2024, 4.71%, 01/29/24 BENAU EK0361338 500,000 $364,029 0.04
Airservices Australia 2.75% 15-MAY-2023, 2.75%, 05/15/23 AIRSER LW0908415 500,000 $363,578 0.04
Hutchison Whampoa International (09/19) Ltd. 5.75% 11-SEP-2019, 5.75%, 09/11/19 CKHH 44841BAA4 350,000 $363,109 0.03
Westpac Banking Corporation FRN 14-MAR-2024, 4.07%, 03/14/24 WSTP EK1122382 500,000 $361,950 0.03
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 3.04%, 12/13/23 ETSA AQ3070770 500,000 $359,225 0.03
Toronto-Dominion Bank 1.85% 11-SEP-2020, 1.85%, 09/11/20 TD 89114QBT4 360,000 $355,445 0.03
International Business Machines Corporation FRN 27-JAN-2020, 2.74%, 01/27/20 IBM 459200JP7 350,000 $351,582 0.03
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 350,000 $340,996 0.03
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 3.39%, 04/20/21 BENAU JK7580364 450,000 $330,200 0.03
General Motors Company FRN 07-AUG-2020, 3.39%, 08/07/20 GM 37045VAM2 314,000 $312,233 0.03
Export-Import Bank of Korea FRN 26-MAY-2019, 3.39%, 05/26/19 EIBKOR 302154CA5 308,000 $309,749 0.03
Citizens Bank, NA (Providence, Rhode Island) FRN 26-MAY-2022, 3.50%, 05/26/22 CFG 17401QAM3 300,000 $296,829 0.03
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 350,000 $262,737 0.03
Oversea-Chinese Banking Corporation Limited 4.0% 15-OCT-2024, 4.00%, 10/15/24 OCBCSP 69033DAB3 250,000 $253,138 0.02
Sinopec Group Overseas Development (2014) Ltd. 2.75% 10-APR-2019, 2.75%, 04/10/19 SINOPE EK1623868 250,000 $251,577 0.02
Westpac Banking Corporation FRN 13-MAY-2021, 3.62%, 05/13/21 WSTP 961214CW1 200,000 $202,635 0.02
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 260,000 $200,061 0.02
Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 NDASS 65557CAR4 200,000 $199,015 0.02
Nissan Financial Services Australia Pty Ltd. 2.5% 06-SEP-2019, 2.50%, 09/06/19 NISFAU QZ3723405 250,000 $181,243 0.02
Australia Pacific Airports Corporation Limited 5.0% 04-JUN-2020, 5.00%, 06/04/20 MELAIR EJ6958775 200,000 $149,603 0.01
Deutsche Telekom International Finance BV 1.5% 19-SEP-2019, 1.50%, 09/19/19 DT 25156PAS2 150,000 $149,027 0.01
Bendigo & Adelaide Bank Ltd|4.7854|12/09/2026, 4.79%, 12/09/26 BENAU AL5167005 200,000 $148,397 0.01
Korea National Oil Corp. 4.25% 08-OCT-2019, 4.25%, 10/08/19 KOROIL EK5183505 200,000 $146,959 0.01
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 150,000 $138,847 0.01
Goldman Sachs Group, Inc. FRN 21-AUG-2019, 3.24%, 08/21/19 GS EK0769662 180,000 $130,730 0.01
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 150,000 $113,328 0.01
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 100,000 $73,493 0.01
Caesars Palace Las Vegas Trust 2017-VICI E 4.35397% 15-OCT-2034, 4.35%, 10/15/34 CZR 12770QAN5 0 $3,414 0.00
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 CDX-NAIGS31V1-5Y 2I65BYBD6 $1.00 -42,750,000 $-42,750,000 -4.12
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 134,580,266 $134,580,266 12.96
R Fixed 2.58 vs 3m NDBB3M Swap 08/28/2021 - 08/28/2022% $0.00 130,000,000 $88,744,471 8.54
R Fixed 2.8295% vs 3m LIBOR Swap 07/12/2018 - 07/12/2020 $0.00 68,439,000 $68,439,000 6.59
DOMINION ENERGY INC 0% 02/19/2019, 0.00%, 02/19/19 2574P1PK2 20,000,000 $19,942,160 1.92
P Fixed 2.97638% vs 3m LIBOR Swap 07/12/2018 - 07/12/2028 $3.00 15,168,000 $15,168,000 1.46
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 13,331,382 $13,331,382 1.28
AUTONATION INC 0% 01/22/2019, 0.00%, 01/22/19 AUTONA 05330NNN5 10,000,000 $9,993,313 0.96
ECOLAB INC 0% 01/28/2019, 0.00%, 01/28/19 ECLPP 27886MNU3 10,000,000 $9,989,068 0.96
MOHAWK INDUSTRIES INC 0% 01/29/2019, 0.00%, 01/29/19 60819KNV8 10,000,000 $9,988,250 0.96
CONSOLIDATED EDISON CO 0% 01/30/2019, 0.00%, 01/30/19 20911MNW3 10,000,000 $9,987,893 0.96
CNPC FINANCE HK LTD 0% 01/31/2019, 0.00%, 01/31/19 CNPCHK 12623LNX9 10,000,000 $9,987,510 0.96
DUKE ENERGY CORPORATION 0% 02/01/2019, 0.00%, 02/01/19 26244JP11 10,000,000 $9,985,840 0.96
SEMPRA GLOBAL 0% 02/05/2019, 0.00%, 02/05/19 SRE 81685MP56 10,000,000 $9,982,596 0.96
KEURIG DR PEPPER INC 0% 02/06/2019, 0.00%, 02/06/19 KDPCP 49271KP65 10,000,000 $9,981,804 0.96
EXPERIAN FINANCE PLC 0% 02/07/2019, 0.00%, 02/07/19 EXFPLC 30217JP73 10,000,000 $9,981,627 0.96
BERKSHIRE HATHAWAY ENERG 0% 02/08/2019, 0.00%, 02/08/19 BRKSHR 08465SP86 10,000,000 $9,980,139 0.96
NISSAN MOTOR ACCEPTANCE 0% 02/14/2019, 0.00%, 02/14/19 65475MPE4 10,000,000 $9,978,214 0.96
DOW CHEMICAL COMPANY 0% 02/11/2019, 0.00%, 02/11/19 DOW 26055BPB4 10,000,000 $9,977,662 0.96
ANHEUSER-BUSCH INBEV WWD 0% 02/13/2019, 0.00%, 02/13/19 03523LPD1 10,000,000 $9,977,583 0.96
AMCOR FINANCE (USA) INC 0% 02/14/2019, 0.00%, 02/14/19 0234D5PE3 10,000,000 $9,975,183 0.96
EI DU PONT DE NEMOURS 0% 02/20/2019, 0.00%, 02/20/19 2635J5PL7 10,000,000 $9,970,174 0.96
VW CREDIT INC 0% 02/26/2019, 0.00%, 02/26/19 VCINEW 91842KPS9 10,000,000 $9,965,289 0.96
SPECTRA ENERGY PARTNERS 0% 01/15/2019, 0.00%, 01/15/19 SPECEN 84757BNF7 9,498,000 $9,497,288 0.91
MONDELEZ INTERNATIONAL 0% 01/15/2019, 0.00%, 01/15/19 MONDLZ 60920WNF3 9,000,000 $8,999,326 0.87
PENTAIR FINANCE SARL 0% 01/15/2019, 0.00%, 01/15/19 70962WNF1 9,000,000 $8,999,263 0.87
HYUNDAI CAPITAL AMERICA 0% 01/16/2019, 0.00%, 01/16/19 HYUHCA 44890NNG1 9,000,000 $8,998,647 0.87
ENABLE MIDST PARTNERS LP 0% 01/17/2019, 0.00%, 01/17/19 ENBLCP 29248FNH6 9,000,000 $8,997,776 0.87
CNPC FINANCE HK LTD 0% 01/18/2019, 0.00%, 01/18/19 CNPCHK 12623LNJ0 9,000,000 $8,997,476 0.87
SHERWIN-WILLIAMS CO 0% 01/23/2019, 0.00%, 01/23/19 SHW 82434UNP8 9,000,000 $8,994,560 0.87
COX ENTERPRISES INC 0% 01/22/2019, 0.00%, 01/22/19 COX 22404BNN7 9,000,000 $8,994,448 0.87
ENERGY TRANSFER PART LP 0% 01/22/2019, 0.00%, 01/22/19 ETP 29277FNN7 9,000,000 $8,993,982 0.87
GLENCORE FUNDING LLC 0% 01/23/2019, 0.00%, 01/23/19 GLENPP 37790BNP2 9,000,000 $8,993,774 0.87
CANADIAN NATURAL RESOURC 0% 01/25/2019, 0.00%, 01/25/19 CANNAT 13638XNR7 9,000,000 $8,992,941 0.87
BOSTON SCIENTIFIC CORP 0% 02/04/2019, 0.00%, 02/04/19 BSX 10114BP43 9,000,000 $8,985,069 0.87
ENBRIDGE US INC 0% 02/11/2019, 0.00%, 02/11/19 ENBUS 29251VPB6 9,000,000 $8,979,896 0.86
FX Forward|PLN|03/11/2019, 0.00%, 03/11/19 22,700,000 $6,077,332 0.59
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 6,049,784 $6,049,784 0.58
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 5,801,924 $5,801,924 0.56
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 4,322,196 $4,322,196 0.42
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 3,612,262 $3,612,262 0.35
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 3,436,625 $3,436,625 0.33
BANCO SANTANDER SA/NY 0% 02/05/2019, 0.00%, 02/05/19 BANSDA 05971SP55 2,500,000 $2,496,184 0.24
SEGREGATED CASH SEGCASH $0.00 1,820,000 $1,820,000 0.18
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 1,085,936 $1,085,936 0.10
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 359,856 $359,856 0.03
NEW ZEALAND DOLLAR CASHNZD 447,668 $305,600 0.03
AUSTRALIAN DOLLARS AUD 400,111 $288,260 0.03
CANADIAN DOLLAR CAD 30,844 $23,253 0.00
EURO EUR 8,492 $9,739 0.00
POLISH ZLOTY CASHPLN 7,978 $2,133 0.00
US 5YR NOTE (CBT) Mar19 FVH9 FUTURES_US -709 $0 0.00
US 10YR NOTE (CBT)Mar19 TYH9 FUTURES_US -92 $0 0.00
AUST 3YR BOND FUT Mar19 YMH9 AU03Y 22H 1,103 $0 0.00
P|2.92|04/09/2019, 2.92%, 04/09/19 PS040919A PS040919A USI040919P $2.92 -165,954,009 $-47,974 0.00
CDX NA.IG.S31.V1 72.50 5Y 04/17/19 GSD RS041719A RS041719A SP010918P1 $72.50 -42,750,000 $-52,312 -0.01
CDX NA.IG.S31.V1 90 5Y 04/17/19 GSD PS041719A PS041719A BP010919P1 $90.00 -42,750,000 $-112,080 -0.01
FX Forward|AUD|03/11/2019, 0.00%, 03/11/19 -500,000 $-360,542 -0.03
FX Forward|AUD|03/11/2019, 0.00%, 03/11/19 -1,525,320 $-1,099,885 -0.11
US DOLLARS USD -1,560,416 $-1,560,416 -0.15
FX Forward|NZD|03/11/2019, 0.00%, 03/11/19 -5,000,000 $-3,416,746 -0.33
FX Forward|EUR|03/11/2019, 0.00%, 03/11/19 -3,140,000 $-3,618,382 -0.35
FX Forward|AUD|03/11/2019, 0.00%, 03/11/19 -6,000,000 $-4,326,507 -0.42
FX Forward|CAD|03/11/2019, 0.00%, 03/11/19 -7,700,000 $-5,812,627 -0.56
FX Forward|USD|03/11/2019, 0.00%, 03/11/19 -6,072,563 $-6,072,563 -0.58
FX Forward|PLN|03/11/2019, 0.00%, 03/11/19 -22,700,000 $-6,077,332 -0.59
FX Forward|EUR|03/11/2019, 0.00%, 03/11/19 -11,580,000 $-13,344,226 -1.28
P Fixed 2.97638% vs 3m LIBOR Swap 07/12/2018 - 07/12/2028 $3.00 -15,168,000 $-15,168,000 -1.46
R Fixed 2.8295% vs 3m LIBOR Swap 07/12/2018 - 07/12/2020 $0.00 -68,439,000 $-68,439,000 -6.59
R Fixed 2.58 vs 3m NDBB3M Swap 08/28/2021 - 08/28/2022% $0.00 -130,000,000 $-88,744,471 -8.54
FX Forward|AUD|03/11/2019, 0.00%, 03/11/19 -186,500,000 $-134,482,261 -12.95
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.