VNLA – Short Duration Income ETF Holdings

Full Portfolio Holdings as of 06/14/19

(As of 06/14/2019)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Notional/ Units) Market Value Weight %
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 2I65BYBD6 42,750,000 $42,750,000 4.51
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 CDXIG531 2I65BYBD6 $1.00 42,750,000 $42,750,000 4.51
Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 SYDAU 87124VAF6 13,200,000 $13,490,276 1.42
Optus Finance Pty Ltd. 4.625% 15-OCT-2019, 4.62%, 10/15/19 SGTOPT EI0055331 12,867,000 $13,056,920 1.37
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 11,500,000 $11,767,551 1.23
Export-Import Bank of Korea FRN 01-JUN-2021, 3.10%, 06/01/21 EIBKOR 302154CT4 11,432,000 $11,469,846 1.20
Liberty Funding Pty LTD Liberty Series 2018-1 A2 3.32% 10-OCT-2049, 3.02%, 10/10/49 LBRTY BCC2G4SM2 13,630,000 $9,334,990 0.98
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 12,022,000 $8,996,601 0.94
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 2.78%, 10/30/24 AUSGF AP6703965 12,700,000 $8,757,765 0.92
Comcast Corporation 5.15% 01-MAR-2020, 5.15%, 03/01/20 CMCSA 20030NBA8 8,089,000 $8,361,582 0.87
Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 3.48%, 11/12/21 VW 928668AQ5 7,500,000 $7,571,957 0.79
Wells Fargo Bank, N.A. FRN 23-JUL-2021, 3.09%, 07/23/21 WFC 94988J5Q6 7,500,000 $7,546,133 0.79
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 2.98%, 12/06/24 NETFIN AQ2180349 10,600,000 $7,308,011 0.76
National Australia Bank Ltd|3.27513|11/04/2021, 3.28%, 11/04/21 NAB 6325C0DW8 7,200,000 $7,276,092 0.76
Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 AMZN 023135AJ5 6,828,000 $6,887,705 0.72
Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 MQGAU 55608JAH1 6,657,000 $6,710,197 0.71
Macquarie Group Limited FRN 27-MAR-2024, 3.96%, 03/27/24 MQGAU 55608KAM7 6,502,000 $6,592,791 0.70
Citibank, National Association FRN 23-JUL-2021, 3.16%, 07/23/21 C 17325FAR9 6,500,000 $6,553,703 0.69
Capital One Financial Corporation FRN 30-JAN-2023, 3.30%, 01/30/23 COF 14040HBV6 6,500,000 $6,496,132 0.69
Ally Financial Inc. 3.75% 18-NOV-2019, 3.75%, 11/18/19 ALLY 02005NAW0 6,375,000 $6,395,852 0.68
Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 2.99%, 05/17/21 ANZ 05252ADC2 6,250,000 $6,282,779 0.66
IBM Credit LLC FRN 30-NOV-2020, 2.99%, 11/30/20 IBM 44932HAJ2 6,100,000 $6,143,303 0.65
Commonwealth Bank of Australia FRN 04-JUN-2024, 3.32%, 06/04/24 CBAAU 2027A0KC2 6,100,000 $6,128,240 0.65
Simon Property Group LP 2.75% 01-JUN-2023, 2.75%, 06/01/23 SPG 828807DD6 5,903,000 $5,958,363 0.63
TD Ameritrade Holding Corporation FRN 01-NOV-2021, 3.01%, 11/01/21 AMTD 87236YAG3 5,900,000 $5,934,707 0.63
JPMorgan Chase & Co. 2.25% 23-JAN-2020, 2.25%, 01/23/20 JPM 46625HKA7 5,779,000 $5,823,430 0.62
Citigroup Inc. FRN 08-DEC-2021, 3.52%, 12/08/21 C 172967LB5 5,750,000 $5,812,915 0.61
Alibaba Group Holding Ltd. 2.5% 28-NOV-2019, 2.50%, 11/28/19 BABA 01609WAC6 5,800,000 $5,808,117 0.61
Australia and New Zealand Banking Group Limited 5.125% 10-SEP-2019, 5.12%, 09/10/19 ANZ EH9642065 4,920,000 $5,804,299 0.61
Morgan Stanley FRN 24-OCT-2023, 3.98%, 10/24/23 MS 61746BEC6 5,655,000 $5,784,918 0.61
Bank of America Corporation FRN 23-JUL-2024, 3.55%, 07/23/24 BAC 06051GHK8 5,700,000 $5,750,764 0.61
Sherwin-Williams Company 2.25% 15-MAY-2020, 2.25%, 05/15/20 SHW 824348AT3 5,749,000 $5,742,696 0.61
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 3.51%, 07/12/24 ADLAIR AO1975298 8,200,000 $5,718,046 0.60
National Australia Bank Limited FRN 20-SEP-2021, 3.21%, 09/20/21 NAB 6325C0DV0 5,500,000 $5,563,208 0.59
CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 CVS 126650CT5 5,501,000 $5,455,866 0.58
Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 SINOPE 82939GAA6 5,000,000 $5,237,424 0.55
Industrial & Commercial Bank of China Ltd. /New York Branch/ 3.231% 13-NOV-2019, 3.23%, 11/13/19 ICBCAS 45580KAC2 5,200,000 $5,228,712 0.55
Bank of America Corporation FRN 25-JUN-2022, 3.25%, 06/25/22 BAC 06051GHJ1 5,000,000 $5,050,374 0.53
JPMorgan Chase & Co. FRN 18-JUN-2022, 3.22%, 06/18/22 JPM 46647PAT3 5,000,000 $5,046,728 0.53
Citibank, National Association FRN 19-FEB-2022, 3.05%, 02/19/22 C 17325FAU2 5,000,000 $5,012,857 0.53
Bank of Nova Scotia FRN 19-SEP-2022, 3.25%, 09/19/22 BNS 064159KE5 4,900,000 $4,958,118 0.52
Toronto-Dominion Bank FRN 19-JUL-2023, 3.23%, 07/19/23 TD 89114QC55 4,900,000 $4,940,719 0.52
Pepper Residential Securities Trust No. 22|3.44063|06/20/2060, 3.44%, 06/20/60 PEPAU 71338AAA9 4,869,918 $4,878,056 0.52
Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 3.45%, 07/19/23 SUMIBK 86562MBA7 4,700,000 $4,738,808 0.50
Royal Bank of Canada 3.04% 17-JUL-2024, 3.04%, 07/17/24 RY 780086JC9 6,250,000 $4,738,427 0.50
Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 KOROIL 50066RAC0 4,746,000 $4,703,592 0.50
Liberty Financial Pty Ltd. 5.1% 01-JUN-2020, 5.10%, 06/01/20 LBRFI AL3191221 6,700,000 $4,683,687 0.49
Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 CNOOC 12634MAD2 4,500,000 $4,672,676 0.49
Molson Coors Brewing Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 TAP 60871RAF7 4,600,000 $4,597,419 0.49
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 4,400,000 $4,569,882 0.48
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 6,170,000 $4,558,405 0.48
Hutchison Whampoa International (09/19) Ltd. 5.75% 11-SEP-2019, 5.75%, 09/11/19 CKHH 44841BAA4 4,350,000 $4,446,324 0.47
Nordea Bank AB FRN 30-AUG-2023, 3.46%, 08/30/23 NDASS 65557CAZ6 4,500,000 $4,436,577 0.47
Incitec Pivot Finance LLC 6.0% 10-DEC-2019, 6.00%, 12/10/19 IPLAU 45326TAA6 4,350,000 $4,416,086 0.47
Bank of China Ltd. (Sydney) FRN 02-MAR-2020, 2.40%, 03/02/20 BCHINA AM5813804 6,300,000 $4,351,631 0.46
ASB Bank Ltd. FRN 14-JUN-2023, 3.40%, 06/14/23 ASBBNK 00216LAB9 4,310,000 $4,338,900 0.46
Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 AAPL 037833DE7 4,200,000 $4,263,555 0.45
Barclays Plc FRN 15-FEB-2023, 3.95%, 02/15/23 BACR 06738EBF1 4,250,000 $4,238,405 0.45
National Australia Bank Limited FRN 26-MAR-2025, 3.94%, 03/26/25 NAB EK8164775 6,017,000 $4,200,109 0.44
Commonwealth Bank of Australia FRN 05-NOV-2024, 3.50%, 11/05/24 CBAAU EK5758074 6,000,000 $4,162,274 0.44
Bank of Queensland Limited FRN 16-NOV-2021, 2.65%, 11/16/21 BQDAU AP9329420 6,000,000 $4,153,602 0.44
American Honda Finance Corp. FRN 16-JUN-2020, 2.87%, 06/16/20 HNDA 02665WCG4 4,100,000 $4,135,546 0.44
Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 WMT 931142EL3 4,000,000 $4,118,260 0.44
Bank of Queensland Limited FRN 26-OCT-2020, 2.73%, 10/26/20 BQDAU QZ8102027 5,900,000 $4,099,467 0.43
Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 STZ 21036PAW8 4,100,000 $4,096,679 0.43
Morgan Stanley FRN 21-APR-2021, 3.99%, 04/21/21 MS 61746BEB8 4,000,000 $4,093,022 0.43
CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 CKHH AN0763788 4,000,000 $4,044,600 0.43
Daimler Finance North America LLC FRN 22-FEB-2021, 2.97%, 02/22/21 DAIGR 233851DC5 4,018,000 $4,022,944 0.43
JPMorgan Chase Bank, NA (New York Branch) FRN 26-APR-2021, 2.93%, 04/26/21 JPM 48125LRP9 4,000,000 $4,020,142 0.42
JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 JPM 46647PBB1 3,900,000 $3,985,590 0.42
Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 3.14%, 11/09/22 ANZ 05252ACZ2 3,935,000 $3,952,291 0.42
Toyota Motor Credit Corporation FRN 08-JAN-2021, 3.13%, 01/08/21 TOYOTA 89236TFR1 3,900,000 $3,945,276 0.42
Home Depot, Inc. FRN 01-MAR-2022, 2.83%, 03/01/22 HD 437076BU5 3,900,000 $3,911,876 0.41
Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 SUNAU 8672EMAH7 3,888,000 $3,888,500 0.41
Bank of America Corporation FRN 21-OCT-2022, 3.77%, 10/21/22 BAC 06051GFY0 3,700,000 $3,769,172 0.40
United Overseas Bank Ltd. (Singapore) 3.75% 19-SEP-2024, 3.75%, 09/19/24 UOBSP EK1174508 3,580,000 $3,619,654 0.38
Westpac Banking Corporation FRN 11-JAN-2023, 3.15%, 01/11/23 WSTP 961214DT7 3,600,000 $3,613,544 0.38
Westpac Banking Corporation FRN 26-FEB-2024, 3.29%, 02/26/24 WSTP 961214EB5 3,600,000 $3,613,466 0.38
Caterpillar Financial Services Corporation FRN 07-DEC-2020, 2.82%, 12/07/20 CAT 14913Q2R9 3,600,000 $3,610,012 0.38
Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 MARS 571676AA3 3,530,000 $3,599,820 0.38
ATF Netherlands BV 2.125% 13-MAR-2023, 2.12%, 03/13/23 ARNDTN AL5903177 3,000,000 $3,563,927 0.38
Hyundai Capital America, Inc. FRN 12-MAR-2021, 3.26%, 03/12/21 HYNMTR 44891AAT4 3,558,000 $3,559,847 0.38
Simon Property Group LP 2.75% 01-FEB-2023, 2.75%, 02/01/23 SPG 828807CN5 3,500,000 $3,554,235 0.38
Hyundai Capital America, Inc. FRN 08-JUL-2021, 3.53%, 07/08/21 HYNMTR 44891AAV9 3,500,000 $3,525,834 0.37
Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 3.24%, 09/21/21 NSANY 654740BN8 3,500,000 $3,520,762 0.37
Wells Fargo Bank, N.A. FRN 22-OCT-2021, 3.10%, 10/22/21 WFC 94988J5U7 3,500,000 $3,520,462 0.37
Bank of Communications (Hong Kong Branch) FRN 17-MAY-2021, 3.28%, 05/17/21 BOCOM AS5540214 3,500,000 $3,512,795 0.37
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 3,300,000 $3,508,073 0.37
Goldman Sachs Group, Inc. FRN 25-FEB-2021, 4.29%, 02/25/21 GS 38143U8G9 3,380,000 $3,464,969 0.37
Bank of America Corporation FRN 05-MAR-2020, 2.54%, 03/05/20 BAC EK4603826 5,000,000 $3,455,438 0.37
Walmart Inc. FRN 23-JUN-2021, 2.83%, 06/23/21 WMT 931142EH2 3,400,000 $3,431,537 0.36
Goldman Sachs Group, Inc. FRN 31-OCT-2022, 3.36%, 10/31/22 GS 38148YAB4 3,400,000 $3,412,322 0.36
General Motors Financial Co., Inc. FRN 09-APR-2021, 3.44%, 04/09/21 GM 37045XCH7 3,393,000 $3,410,401 0.36
Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 2.94%, 03/17/21 SHNHAN AM7966022 4,850,000 $3,344,874 0.35
Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 BMO 06367WJM6 3,270,000 $3,327,988 0.35
Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 TRMB 896239AB6 3,100,000 $3,275,716 0.35
Verizon Communications Inc. FRN 17-FEB-2023, 2.78%, 02/17/23 VZ AO6240110 4,730,000 $3,271,956 0.35
RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 3.40338% 11-SEP-2048, 3.36%, 09/11/48 RESI 76118RAA7 3,275,545 $3,270,145 0.35
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 3,082,000 $3,259,461 0.34
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF 361435AA8 3,252,000 $3,249,406 0.34
Microchip Technology Incorporated 3.922% 01-JUN-2021, 3.92%, 06/01/21 MCHP 595017AN4 3,200,000 $3,247,800 0.34
Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 2.70%, 01/19/22 BENAU AU8747019 4,650,000 $3,226,937 0.34
Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 3.05%, 08/18/20 BENAU UV4812417 4,650,000 $3,225,421 0.34
Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 SCGAU EK4621760 4,400,000 $3,216,457 0.34
IBM Credit LLC FRN 20-JAN-2021, 2.85%, 01/20/21 IBM 44932HAE3 3,200,000 $3,213,266 0.34
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 3,000,000 $3,167,221 0.33
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 4,280,000 $3,146,441 0.33
Bank of Communications (Hong Kong Branch) FRN 15-MAY-2022, 3.40%, 05/15/22 BOCOM AN4999735 3,110,000 $3,135,366 0.33
WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 WSOFIN AM6441365 4,000,000 $3,110,729 0.33
Oracle Corporation 1.9% 15-SEP-2021, 1.90%, 09/15/21 ORCL 68389XBK0 3,100,000 $3,083,507 0.33
Gpt Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 4,150,000 $3,082,317 0.33
CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 CKHH 12564CAA4 3,000,000 $3,080,150 0.33
Glencore Funding LLC 4.125% 12-MAR-2024, 4.12%, 03/12/24 GLENLN 378272AT5 2,950,000 $3,052,575 0.32
Horse Gallop Finance Ltd. FRN 28-JUN-2021, 3.78%, 06/28/21 ICBCIH AT1180963 3,000,000 $3,033,387 0.32
Goldman Sachs Bank USA 3.2% 05-JUN-2020, 3.20%, 06/05/20 GS 38148PP84 3,000,000 $3,029,861 0.32
Commonwealth Bank of Australia FRN 16-MAR-2023, 3.31%, 03/16/23 CBAAU 2027A0JY6 3,000,000 $3,028,420 0.32
Bank of Montreal FRN 13-JUL-2020, 2.94%, 07/13/20 BMO 06367T7J3 3,000,000 $3,023,560 0.32
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 3.47%, 09/26/23 RABOBK 74977RDD3 3,000,000 $3,021,452 0.32
Toyota Motor Credit Corporation FRN 10-JAN-2020, 2.68%, 01/10/20 TOYOTA 89236TEK7 3,000,000 $3,015,770 0.32
Constellation Brands, Inc. FRN 15-NOV-2021, 3.22%, 11/15/21 STZ 21036PBA5 3,000,000 $3,010,104 0.32
SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 STSP EI5965658 2,841,000 $2,999,951 0.32
General Motors Company FRN 10-SEP-2021, 3.35%, 09/10/21 GM 37045VAR1 3,000,000 $2,996,164 0.32
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 2,900,000 $2,967,297 0.31
Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 AMZN 023135AW6 2,900,000 $2,933,583 0.31
American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 AXP 025816CD9 2,900,000 $2,928,186 0.31
Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 ORCL 68389XBB0 2,900,000 $2,917,468 0.31
Toronto-Dominion Bank 2.5% 14-DEC-2020, 2.50%, 12/14/20 TD 89114QBC1 2,900,000 $2,907,112 0.31
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 2,800,000 $2,896,317 0.31
Morgan Stanley FRN 20-JAN-2022, 3.77%, 01/20/22 MS 61746BEE2 2,850,000 $2,895,933 0.31
Mizuho Financial Group, Inc. FRN 28-FEB-2022, 3.46%, 02/28/22 MIZUHO 60687YAJ8 2,844,000 $2,872,583 0.30
Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 STZ 21036PAX6 2,700,000 $2,765,290 0.29
United Overseas Bank Ltd. (Singapore) 3.75% PERP, 3.75%, 04/15/29 UOBSP 91127KAC6 2,600,000 $2,686,815 0.28
RedZed Trust Series 2018-1|3.7677|03/09/2050, 3.77%, 03/09/50 REDZE BCC2HM3M8 3,800,000 $2,664,083 0.28
JPMorgan Chase & Co. FRN 23-APR-2024, 3.32%, 04/23/24 JPM 46647PAQ9 2,649,000 $2,647,134 0.28
La Trobe Financial Capital Markets Trust 2017-2 A3 3.57% 12-JAN-2049, 3.27%, 01/12/49 LTFC BCC2EE8Q5 3,824,820 $2,634,624 0.28
Royal Bank of Canada FRN 05-OCT-2023, 3.26%, 10/05/23 RY 78013XW61 2,600,000 $2,612,222 0.28
RESIMAC Premier Series 2018-1|3.21213|11/10/2049, 3.21%, 11/10/49 RESI 76119HAA8 2,617,760 $2,604,328 0.28
Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 LBRFI AR6488811 3,650,000 $2,592,617 0.27
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 2,410,526 $2,551,832 0.27
ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 ANZNZ 00182EBH1 2,500,000 $2,536,272 0.27
Toronto-Dominion Bank 3.0% 11-JUN-2020, 3.00%, 06/11/20 TD 89114QBY3 2,500,000 $2,517,126 0.27
GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 GAIF QZ6969419 2,519,000 $2,516,990 0.27
United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 3.07%, 04/23/21 UOBSP 91127KAB8 2,500,000 $2,516,863 0.27
Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 WMT 931142EA7 2,500,000 $2,516,232 0.27
JPMorgan Chase Bank, NA (New York Branch) FRN 19-FEB-2021, 2.89%, 02/19/21 JPM 48125LRS3 2,500,000 $2,508,641 0.27
Lowe's Companies, Inc. FRN 10-SEP-2019, 2.87%, 09/10/19 LOW 548661DB0 2,451,000 $2,454,306 0.26
Walt Disney Company FRN 04-MAR-2022, 2.89%, 03/04/22 DIS 25468PDS2 2,430,000 $2,442,358 0.26
Wells Fargo & Company FRN 27-APR-2022, 2.66%, 04/27/22 WFC 949746SR3 3,500,000 $2,428,634 0.26
QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 QPHFIN EJ7646361 3,300,000 $2,419,302 0.26
American Express Company FRN 17-MAY-2021, 3.05%, 05/17/21 AXP 025816BV0 2,400,000 $2,414,531 0.26
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU EK8803059 2,370,000 $2,413,692 0.26
Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 AVGO 11134LAM1 2,400,000 $2,372,681 0.25
International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 IBRD JV6344453 3,465,000 $2,354,209 0.25
eBay Inc. FRN 30-JAN-2023, 3.45%, 01/30/23 EBAY 278642AT0 2,300,000 $2,321,398 0.25
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608KAD7 2,091,000 $2,260,015 0.24
CBS Corporation 2.9% 01-JUN-2023, 2.90%, 06/01/23 CBS 124857AY9 2,233,000 $2,242,784 0.24
Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 3,100,000 $2,236,904 0.24
American Honda Finance Corp. 1.2% 12-JUL-2019, 1.20%, 07/12/19 HNDA 02665WBE0 2,225,000 $2,234,560 0.24
American Honda Finance Corp. FRN 08-JAN-2021, 3.06%, 01/08/21 HNDA 02665WCR0 2,200,000 $2,219,772 0.23
Caterpillar Financial Services Corporation 2.95% 26-FEB-2022, 2.95%, 02/26/22 CAT 14913Q2T5 2,100,000 $2,155,002 0.23
Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 3.11%, 09/13/23 CM 13607RAE0 2,140,000 $2,142,181 0.23
General Motors Financial Co., Inc. FRN 05-JAN-2023, 3.59%, 01/05/23 GM 37045XCE4 2,150,000 $2,125,503 0.22
Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 3.73%, 10/19/21 SUMIBK 86562MAJ9 2,070,000 $2,110,107 0.22
Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 MS 61744YAQ1 2,000,000 $2,080,412 0.22
Daimler Finance North America LLC FRN 22-FEB-2022, 3.40%, 02/22/22 DAIGR 233851DQ4 2,050,000 $2,065,083 0.22
United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 2.52%, 02/07/23 UELAU AQ8840888 3,000,000 $2,061,601 0.22
Lloyds Banking Group Plc FRN 20-MAR-2023, 3.12%, 03/20/23 LLOYDS AP1140486 3,000,000 $2,056,776 0.22
Goldman Sachs Group, Inc. FRN 23-APR-2021, 3.94%, 04/23/21 GS 38141GVW1 2,000,000 $2,042,422 0.22
American Express Company 3.0% 22-FEB-2021, 3.00%, 02/22/21 AXP 025816CB3 2,000,000 $2,035,710 0.22
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033DAC1 1,897,000 $2,034,016 0.21
DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 DBSSP 24023KAE8 2,000,000 $2,032,714 0.21
Bank of Nova Scotia FRN 20-APR-2021, 3.03%, 04/20/21 BNS 064159LH7 2,000,000 $2,017,799 0.21
Bank of Montreal FRN 13-APR-2021, 3.06%, 04/13/21 BMO 06367T4X5 2,000,000 $2,017,789 0.21
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 3.02%, 04/26/21 RABOBK 21688AAP7 2,000,000 $2,014,954 0.21
Toyota Motor Credit Corporation FRN 13-APR-2021, 2.88%, 04/13/21 TOYOTA 89236TEV3 2,000,000 $2,012,011 0.21
Daimler Finance North America LLC FRN 04-MAY-2021, 3.12%, 05/04/21 DAIGR 233851DK7 2,000,000 $2,007,717 0.21
Cardinal Health, Inc. FRN 15-JUN-2022, 3.38%, 06/15/22 CAH 14149YBG2 2,000,000 $2,004,576 0.21
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 3.41%, 01/10/22 RABOBK 21688AAK8 1,950,000 $1,984,955 0.21
Nissan Motor Acceptance Corp. 1.9% 14-SEP-2021, 1.90%, 09/14/21 NSANY 654740AS8 2,000,000 $1,970,213 0.21
eBay Inc. 2.15% 05-JUN-2020, 2.15%, 06/05/20 EBAY 278642AR4 1,946,000 $1,947,982 0.21
Daimler Finance North America LLC FRN 06-JAN-2020, 3.22%, 01/06/20 DAIGR 233851CQ5 1,900,000 $1,916,143 0.20
JPMorgan Chase & Co. FRN 25-APR-2023, 3.48%, 04/25/23 JPM 46647PAD8 1,900,000 $1,915,295 0.20
Vulcan Materials Company FRN 01-MAR-2021, 3.17%, 03/01/21 VMC 929160AX7 1,900,000 $1,902,094 0.20
Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 VPNF AO6744343 2,500,000 $1,893,909 0.20
Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 MQGAU 55608JAE8 1,750,000 $1,891,452 0.20
Lloyds Banking Group Plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 1,800,000 $1,872,440 0.20
FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 2.9666% 08-MAR-2049, 2.67%, 03/08/49 FMACB BCC2FPSX2 2,700,000 $1,851,806 0.20
Volkswagen Group of America Finance LLC|3.30525|11/13/2020, 3.31%, 11/13/20 VW AV5564670 1,800,000 $1,812,104 0.19
Canadian Imperial Bank of Commerce|2.89063|02/02/2021, 2.89%, 02/02/21 CM 136069XZ9 1,800,000 $1,808,834 0.19
Caterpillar Financial Services Corporation FRN 06-JUN-2022, 3.06%, 06/06/22 CAT 14913QAB5 1,800,000 $1,808,701 0.19
United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 UELAU AP4899310 2,370,000 $1,767,437 0.19
Goldman Sachs Group, Inc. FRN 26-AUG-2020, 2.63%, 08/26/20 GS EK9246688 2,500,000 $1,731,005 0.18
Sinopec Group Overseas Development (2016) Ltd. 1.75% 29-SEP-2019, 1.75%, 09/29/19 SINOPE 82939CAF4 1,700,000 $1,703,148 0.18
Morgan Stanley FRN 10-JUN-2022, 0.00%, 06/10/22 MS 6174468H5 1,700,000 $1,702,534 0.18
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 2,320,000 $1,675,211 0.18
Daimler Finance North America LLC 1.5% 05-JUL-2019, 1.50%, 07/05/19 DAIGR 233851CF9 1,650,000 $1,660,261 0.18
Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 TLSAU EI2917587 2,200,000 $1,659,675 0.18
First Republic Bank 2.5% 06-JUN-2022, 2.50%, 06/06/22 FRC 336158AK6 1,645,000 $1,644,016 0.17
Costco Wholesale Corporation 2.75% 18-MAY-2024, 2.75%, 05/18/24 COST 22160KAL9 1,600,000 $1,634,191 0.17
Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 FCGNZ EK3436046 2,200,000 $1,628,195 0.17
Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 DXSAU QJ5397659 2,200,000 $1,620,516 0.17
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 2,200,000 $1,612,988 0.17
Mizuho Financial Group, Inc. FRN 11-SEP-2022, 3.33%, 09/11/22 MIZUHO 60687YAN9 1,600,000 $1,608,849 0.17
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 2.19%, 07/01/26 ENVAU ED8440239 2,500,000 $1,608,489 0.17
DBS Group Holdings Ltd FRN 08-JUN-2020, 2.94%, 06/08/20 DBSSP 24023KAD0 1,600,000 $1,601,700 0.17
Lloyds Banking Group Plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 LLOYDS 539439AP4 1,600,000 $1,590,334 0.17
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 2,170,000 $1,583,701 0.17
American Express Company FRN 01-AUG-2022, 3.19%, 08/01/22 AXP 025816BN8 1,550,000 $1,556,299 0.16
Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 AMZN 023135AM8 1,496,000 $1,533,975 0.16
Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 SYDAU 87124VAE9 1,500,000 $1,527,653 0.16
ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 3.59%, 07/28/21 ANZNZ 00182EBB4 1,500,000 $1,524,327 0.16
Capital One, National Association FRN 30-JAN-2023, 3.73%, 01/30/23 COF 14042RFJ5 1,500,000 $1,520,431 0.16
National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 NAB 63254AAX6 1,500,000 $1,519,741 0.16
Costco Wholesale Corporation 2.25% 15-FEB-2022, 2.25%, 02/15/22 COST 22160KAH8 1,500,000 $1,512,408 0.16
American Honda Finance Corp. 2.25% 15-AUG-2019, 2.25%, 08/15/19 HNDA 02665WAH4 1,500,000 $1,510,868 0.16
Pepper Residential Securities Trust No. 24|1|11/18/2060, 1.00%, 11/18/60 PEPAU 71338CAA5 1,500,000 $1,501,042 0.16
Citizens Bank, National Association 2.25% 30-OCT-2020, 2.25%, 10/30/20 CFG 17401QAN1 1,500,000 $1,499,495 0.16
Broadcom Corporation 3.0% 15-JAN-2022, 3.00%, 01/15/22 AVGO 11134LAD1 1,415,000 $1,426,869 0.15
Rockwell Collins, Inc. 3.1% 15-NOV-2021, 3.10%, 11/15/21 COL 774341AC5 1,400,000 $1,417,159 0.15
Bank of Montreal FRN 15-JUN-2020, 3.05%, 06/15/20 BMO 06367TYM6 1,400,000 $1,416,060 0.15
Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 DEXUS EK9601866 1,800,000 $1,406,337 0.15
Citigroup Inc. FRN 04-MAY-2021, 3.10%, 05/04/21 C 172967KP5 2,000,000 $1,400,565 0.15
Commonwealth Bank of Australia FRN 18-JAN-2021, 2.84%, 01/18/21 CBAAU JV6123923 2,000,000 $1,397,209 0.15
Westpac Banking Corporation FRN 07-FEB-2022, 2.65%, 02/07/22 WSTP AM2183276 2,000,000 $1,396,835 0.15
Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 2.37%, 03/07/22 ANZ AM6596564 2,000,000 $1,389,983 0.15
National Australia Bank Limited FRN 10-FEB-2023, 2.45%, 02/10/23 NAB AP8367280 2,000,000 $1,381,277 0.15
ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 2.44%, 08/29/22 ETSA AO8114958 2,000,000 $1,379,990 0.15
Bank of America Corporation FRN 20-JAN-2023, 3.75%, 01/20/23 BAC 06051GGH6 1,350,000 $1,371,501 0.14
GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 GPTAU EK9073694 1,900,000 $1,371,359 0.14
National Australia Bank Limited FRN 21-SEP-2026, 4.21%, 09/21/26 NAB QZ4979063 1,925,000 $1,368,317 0.14
Goldman Sachs Group, Inc. FRN 05-JUN-2023, 3.53%, 06/05/23 GS 38141GWK6 1,350,000 $1,354,596 0.14
Toronto-Dominion Bank 3.25% 11-MAR-2024, 3.25%, 03/11/24 TD 89114QCB2 1,270,000 $1,319,042 0.14
United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 UOBSP QZ3971442 1,300,000 $1,304,745 0.14
Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 AAPL 037833DC1 1,300,000 $1,302,390 0.14
IBM Credit LLC 1.625% 06-SEP-2019, 1.62%, 09/06/19 IBM 44932HAA1 1,285,000 $1,288,036 0.14
Wells Fargo & Company FRN 07-DEC-2020, 3.48%, 12/07/20 WFC 94974BGS3 1,246,000 $1,260,513 0.13
Bank of Communications (Hong Kong Branch) FRN 04-DEC-2020, 3.30%, 12/04/20 BOCOM AQ1981788 1,250,000 $1,253,494 0.13
Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 STZ 21036PAR9 1,236,000 $1,240,089 0.13
Commonwealth Bank of Australia|3.30438|09/06/2021, 3.30%, 09/06/21 CBAAU 2027A0HX0 1,204,000 $1,216,545 0.13
Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 RY 78013X6D5 1,200,000 $1,215,885 0.13
Commonwealth Bank of Australia FRN 18-SEP-2022, 3.29%, 09/18/22 CBAAU 2027A0JS9 1,200,000 $1,214,892 0.13
National Australia Bank Limited FRN 12-JAN-2021, 2.95%, 01/12/21 NAB 6325C1CU1 1,200,000 $1,208,703 0.13
Bank of Nova Scotia FRN 08-JAN-2021, 2.88%, 01/08/21 BNS 064159KU9 1,200,000 $1,207,705 0.13
JPMorgan Chase & Co. FRN 01-JUN-2021, 3.20%, 06/01/21 JPM 46647PAG1 1,200,000 $1,205,019 0.13
Citizens Bank, National Association FRN 02-MAR-2020, 3.06%, 03/02/20 CFG 17401QAH4 1,200,000 $1,203,585 0.13
DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 DBSSP QZ3079600 1,200,000 $1,201,800 0.13
Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 3.06%, 01/10/23 RABOBK 21688AAM4 1,200,000 $1,201,682 0.13
Molson Coors Brewing Company 2.25% 15-MAR-2020, 2.25%, 03/15/20 TAP 60871RAP5 1,127,000 $1,129,485 0.12
Bank of America Corporation FRN 05-AUG-2021, 3.10%, 08/05/21 BAC QZ0182266 1,600,000 $1,121,109 0.12
Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 HYNMTR 44891AAR8 1,088,000 $1,106,102 0.12
Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 DIS 25468PDE3 1,100,000 $1,104,838 0.12
Nederlandse Waterschapsbank NV 1.75% 05-SEP-2019, 1.75%, 09/05/19 NEDWBK EK4661444 1,100,000 $1,103,791 0.12
Caterpillar Financial Services Corporation FRN 15-MAY-2023, 3.03%, 05/15/23 CAT 14913Q2M0 1,100,000 $1,101,512 0.12
CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 CKHH 12563XAA9 1,100,000 $1,101,323 0.12
NBCUniversal Enterprise, Inc. FRN 01-APR-2021, 2.99%, 04/01/21 CMCSA 63946CAG3 1,090,000 $1,099,881 0.12
Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 AAPL 037833CC2 1,100,000 $1,092,956 0.12
Wells Fargo & Company FRN 11-FEB-2022, 3.47%, 02/11/22 WFC 949746SP7 1,083,000 $1,092,496 0.12
CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 CKHH 12563TAA8 1,100,000 $1,087,501 0.11
Lloyds Banking Group Plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 1,500,000 $1,078,686 0.11
Credit Union Australia Ltd. FRN 20-MAR-2020, 3.12%, 03/20/20 CRUNAU AM5820270 1,520,000 $1,058,808 0.11
Becton, Dickinson and Company 3.476% 29-DEC-2020, 3.48%, 12/29/20 BDX 075887CF4 1,050,000 $1,058,380 0.11
Westpac Banking Corporation 1.6% 19-AUG-2019, 1.60%, 08/19/19 WSTP 961214CY7 1,050,000 $1,053,953 0.11
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 1,000,000 $1,047,896 0.11
Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 2.61%, 01/25/23 BENAU AQ7821640 1,500,000 $1,038,791 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 $1,036,660 0.11
Citigroup Inc. FRN 07-AUG-2019, 2.79%, 08/07/19 C UV3649216 1,500,000 $1,036,504 0.11
JPMorgan Chase & Co. FRN 09-DEC-2019, 2.47%, 12/09/19 JPM EK6334107 1,500,000 $1,035,126 0.11
WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 WSOFIN LW3418610 1,400,000 $1,024,402 0.11
Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 C 172967LV1 1,000,000 $1,021,981 0.11
Bank of Montreal 3.12% 19-SEP-2024, 3.12%, 09/19/24 BMO 06369ZBS2 1,350,000 $1,020,107 0.11
Macquarie Bank Ltd. (Australia) FRN 29-JUL-2020, 3.70%, 07/29/20 MQGAU 55608PAR5 1,000,000 $1,015,211 0.11
Commonwealth Bank of Australia FRN 06-SEP-2021, 3.30%, 09/06/21 CBAAU 2027A1HX8 1,000,000 $1,010,420 0.11
Nissan Motor Acceptance Corp. 2.25% 13-JAN-2020, 2.25%, 01/13/20 NSANY 654740AT6 1,000,000 $1,006,927 0.11
Caterpillar Financial Services Corporation FRN 15-MAR-2021, 2.84%, 03/15/21 CAT 14913Q2H1 1,000,000 $1,006,757 0.11
Toyota Motor Finance Netherlands BV FRN 12-DEC-2019, 2.69%, 12/12/19 TOYOTA AQ3084649 1,000,000 $1,001,093 0.11
Commonwealth Bank of Australia FRN 03-JUN-2026, 4.05%, 06/03/26 CBAAU LW2645668 1,300,000 $919,346 0.10
Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 GS 38141GWQ3 900,000 $911,996 0.10
Nordea Bank AB 2.125% 29-MAY-2020, 2.12%, 05/29/20 NDASS 65557CAX1 910,000 $908,701 0.10
Allergan Funding SCS 3.0% 12-MAR-2020, 3.00%, 03/12/20 AGN 00507UAP6 900,000 $908,698 0.10
Citizens Bank, National Association FRN 26-MAY-2022, 3.33%, 05/26/22 CFG 17401QAM3 900,000 $904,615 0.10
International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 IBRD AQ8245872 1,300,000 $892,600 0.09
Deutsche Telekom International Finance BV 1.5% 19-SEP-2019, 1.50%, 09/19/19 DT QZ5568717 875,000 $876,206 0.09
American Honda Finance Corp. FRN 14-FEB-2020, 2.87%, 02/14/20 HNDA 02665WBN0 850,000 $854,056 0.09
Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 3.15%, 04/20/21 BENAU JK7580364 1,200,000 $840,149 0.09
Members Equity Bank Ltd. FRN 09-NOV-2020, 2.90%, 11/09/20 MEB AP8050290 1,200,000 $831,826 0.09
Becton, Dickinson and Company FRN 06-JUN-2022, 3.50%, 06/06/22 BDX 075887BU2 800,000 $806,164 0.09
Wells Fargo & Company 2.5% 04-MAR-2021, 2.50%, 03/04/21 WFC 949746RS2 800,000 $805,370 0.09
DBS Group Holdings Ltd FRN 08-JUN-2020, 2.94%, 06/08/20 DBSSP 24023LAD8 800,000 $800,850 0.08
Nissan Motor Acceptance Corp. FRN 28-SEP-2022, 3.29%, 09/28/22 NSANY 654740BE8 800,000 $797,701 0.08
DBS Group Holdings Ltd FRN 16-MAR-2028, 3.42%, 03/16/28 DBSSP AR6199681 1,130,000 $779,169 0.08
Wells Fargo & Company FRN 24-JAN-2023, 3.69%, 01/24/23 WFC 949746SL6 750,000 $762,763 0.08
Industrial & Commercial Bank of China Ltd. (Sydney Branch) FRN 15-MAY-2020, 2.62%, 05/15/20 ICBCAS AN4997549 1,100,000 $761,455 0.08
Westpac Banking Corporation FRN 28-JUN-2022, 3.31%, 06/28/22 WSTP 961214DR1 750,000 $759,576 0.08
Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 SGPAU EI4751000 1,000,000 $752,761 0.08
AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 AGLAU EK5737813 1,010,000 $736,720 0.08
Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 ENPGAS AQ2525352 1,000,000 $726,366 0.08
Westpac Banking Corporation FRN 10-MAR-2026, 4.47%, 03/10/26 WSTP JK2350201 1,000,000 $709,218 0.07
Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 3.34%, 10/18/22 SUMIBK 86562MAT7 700,000 $704,678 0.07
Deutsche Telekom International Finance BV FRN 17-JAN-2020, 3.17%, 01/17/20 DT 25156PAX1 700,000 $704,672 0.07
Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 BNS 064159GW0 700,000 $702,810 0.07
DBS Bank Ltd. FRN 04-SEP-2020, 1.90%, 09/04/20 DBSSP AO8645795 1,000,000 $689,648 0.07
Sysco Corporation 2.6% 12-JUN-2022, 2.60%, 06/12/22 SYY 871829AQ0 663,000 $666,288 0.07
Citigroup Inc. FRN 25-APR-2022, 3.54%, 04/25/22 C 172967LH2 650,000 $658,823 0.07
General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 GM 37045XCB0 650,000 $648,709 0.07
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 600,000 $628,737 0.07
Royal Bank of Canada FRN 01-FEB-2022, 3.31%, 02/01/22 RY 78012KZD2 620,000 $628,395 0.07
WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 WSOFIN AN0014679 800,000 $622,998 0.07
Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 DAIGR 233851CS1 600,000 $608,722 0.06
Citizens Bank, National Association FRN 26-MAY-2020, 3.09%, 05/26/20 CFG 17401QAK7 600,000 $602,626 0.06
Sinopec Group Overseas Development 2017 Ltd|2.375|04/12/2020, 2.38%, 04/12/20 SINOPE 82938NAE4 600,000 $602,255 0.06
Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 2.99%, 07/13/20 NSANY 654740AY5 600,000 $602,219 0.06
Brisbane Airport Corp. Pty Ltd. 8.0% 09-JUL-2019, 8.00%, 07/09/19 BACAU EI6204404 800,000 $571,799 0.06
eBay Inc. 2.2% 01-AUG-2019, 2.20%, 08/01/19 EBAY 278642AH6 566,000 $570,336 0.06
Toyota Motor Credit Corporation 2.125% 18-JUL-2019, 2.12%, 07/18/19 TOYOTA 89236TBP9 552,000 $556,699 0.06
Bank of China Ltd. (Sydney) FRN 20-APR-2022, 2.92%, 04/20/22 BCHINA AN2054434 800,000 $556,696 0.06
Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 BNS 064159JG2 500,000 $509,490 0.05
Westpac Banking Corporation FRN 19-AUG-2021, 3.37%, 08/19/21 WSTP 961214DB6 500,000 $506,647 0.05
Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 CBAAU QZ8552775 500,000 $503,787 0.05
Sysco Corporation 2.6% 01-OCT-2020, 2.60%, 10/01/20 SYY 871829AX5 500,000 $503,413 0.05
Bank of Nova Scotia FRN 07-MAR-2022, 3.11%, 03/07/22 BNS 064159JF4 500,000 $503,177 0.05
International Business Machines Corporation 1.9% 27-JAN-2020, 1.90%, 01/27/20 IBM 459200JN2 500,000 $501,982 0.05
Westpac Banking Corporation FRN 19-AUG-2019, 3.08%, 08/19/19 WSTP 961214CZ4 500,000 $501,633 0.05
Hyundai Capital Services, Inc. 1.625% 30-AUG-2019, 1.62%, 08/30/19 HYUCAP QZ3300584 500,000 $501,453 0.05
Sinopec Group Overseas Development (2017) Ltd. 2.25% 13-SEP-2020, 2.25%, 09/13/20 SINOPE 82938NAF1 500,000 $501,366 0.05
AusNet Services Holdings Pty Ltd. 5.25% 14-FEB-2020, 5.25%, 02/14/20 ANVAU EJ5424159 700,000 $501,312 0.05
Cardinal Health, Inc. 2.4% 15-NOV-2019, 2.40%, 11/15/19 CAH 14149YAZ1 500,000 $500,543 0.05
Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 KOSEPW EJ8271813 670,000 $488,143 0.05
Golden Credit Card Trust|1.98|04/15/2022, 1.98%, 04/15/22 GCCT 380881DX7 484,000 $483,393 0.05
Westpac Banking Corporation FRN 11-JAN-2022, 3.43%, 01/11/22 WSTP 961214DH3 450,000 $457,197 0.05
Shell International Finance BV FRN 12-SEP-2019, 2.79%, 09/12/19 RDSALN 822582BV3 450,000 $450,604 0.05
Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 WESAIR EJ7588209 598,000 $439,983 0.05
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 600,000 $436,209 0.05
Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 SUMIBK 86562MAQ3 420,000 $428,355 0.05
Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 OCBCSP 69033CAC3 399,000 $427,819 0.05
Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 SCAPRT EK8553381 600,000 $423,064 0.04
Toyota Motor Corp. 3.183% 20-JUL-2021, 3.18%, 07/20/21 TOYOTA 892331AB5 400,000 $412,596 0.04
General Motors Financial Co., Inc. FRN 14-JAN-2022, 4.15%, 01/14/22 GM 37045XBR6 400,000 $406,974 0.04
Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 HYUCAP 44920UAJ7 400,000 $404,016 0.04
Bank of Montreal FRN 11-SEP-2022, 3.08%, 09/11/22 BMO 06367TG46 400,000 $401,686 0.04
Scentre Group Trust 1 2.375% 05-NOV-2019, 2.38%, 11/05/19 SCGAU 806213AA2 400,000 $400,726 0.04
American Express Credit Corporation 2.375% 26-MAY-2020, 2.38%, 05/26/20 AXP 0258M0DT3 400,000 $400,120 0.04
Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 SYDAU 87124VAA7 350,000 $369,814 0.04
Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 CBOE 12503MAA6 350,000 $368,838 0.04
Toronto-Dominion Bank 1.85% 11-SEP-2020, 1.85%, 09/11/20 TD 89114QBT4 360,000 $359,743 0.04
Wesfarmers Limited 4.75% 12-MAR-2020, 4.75%, 03/12/20 WESAU EJ5679471 500,000 $356,087 0.04
International Business Machines Corporation FRN 27-JAN-2020, 2.81%, 01/27/20 IBM 459200JP7 350,000 $351,700 0.04
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 2.39%, 12/13/23 ETSA AQ3070770 500,000 $342,617 0.04
General Motors Company FRN 07-AUG-2020, 3.37%, 08/07/20 GM 37045VAM2 314,000 $315,771 0.03
Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 ENVAU EK6519434 350,000 $260,684 0.03
Oversea-Chinese Banking Corporation Limited 4.0% 15-OCT-2024, 4.00%, 10/15/24 OCBCSP 69033DAB3 250,000 $252,494 0.03
Westpac Banking Corporation FRN 13-MAY-2021, 3.54%, 05/13/21 WSTP 961214CW1 200,000 $203,411 0.02
Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 NDASS 65557CAR4 200,000 $201,448 0.02
Toyota Motor Credit Corporation 2.8% 13-JUL-2022, 2.80%, 07/13/22 TOYOTA 89236TCQ6 195,000 $199,978 0.02
Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 BACAU EJ8798880 260,000 $190,616 0.02
Nissan Financial Services Australia Pty Ltd. 2.5% 06-SEP-2019, 2.50%, 09/06/19 NISFAU QZ3723405 250,000 $173,367 0.02
Bendigo and Adelaide Bank Limited FRN 21-FEB-2020, 2.66%, 02/21/20 BENAU AL2398009 250,000 $173,024 0.02
Deutsche Telekom International Finance BV 1.5% 19-SEP-2019, 1.50%, 09/19/19 DT 25156PAS2 150,000 $150,207 0.02
Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 TCLAU 89400PAG8 150,000 $148,800 0.02
Australia Pacific Airports Corporation Limited 5.0% 04-JUN-2020, 5.00%, 06/04/20 MELAIR EJ6958775 200,000 $142,239 0.02
Bendigo & Adelaide Bank Ltd|4.1663|12/09/2026, 4.17%, 12/09/26 BENAU AL5167005 200,000 $141,272 0.01
Korea National Oil Corp. 4.25% 08-OCT-2019, 4.25%, 10/08/19 KOROIL EK5183505 200,000 $139,608 0.01
Goldman Sachs Group, Inc. FRN 21-AUG-2019, 2.86%, 08/21/19 GS EK0769662 180,000 $124,309 0.01
QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 QPHFIN EK3554137 150,000 $111,763 0.01
Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 MELAIR QZ9328522 100,000 $75,242 0.01
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 CDXIG531 2I65BYBD6 $1.00 -42,750,000 $-42,750,000 -4.52
Buy Protection CDX-NAIGS31V1-5Y, 1.00%, 12/20/23 2I65BYBD6 -42,750,000 $-42,750,000 -4.52
R Fixed 2.4755% Pay ICE LIBOR USD 3 MONTH, 2.61%, 02/04/22 //SWAP SLRS0SIH 191,454,000 $191,454,000 20.23
FX Forward|USD|09/06/2019 +AUDU 170,987,888 $170,987,888 18.07
P Fixed 2.71% Receive ICE LIBOR USD 3 Month, 2.65%, 02/04/30 //SWAP SL0C0EDL 42,709,000 $42,709,000 4.51
CNPC FINANCE HK LTD 0% 06/19/2019, 0.00%, 06/19/19 CNPCHK 12623LTK1 10,000,000 $9,996,474 1.06
SOUTHERN CALIF EDISON CO 0% 06/21/2019, 0.00%, 06/21/19 8424C1TM0 10,000,000 $9,994,867 1.06
CANADIAN NATURAL RESOURC 0% 06/25/2019, 0.00%, 06/25/19 CANNAT 13638XTR1 10,000,000 $9,993,378 1.06
FX Forward|USD|09/06/2019 +EURU 9,515,284 $9,515,284 1.01
FX Forward|USD|09/06/2019 +CAD0 5,850,562 $5,850,562 0.62
SOUTHERN CALIF EDISON CO 0% 06/17/2019, 0.00%, 06/17/19 SOCAPP 8424C1TH1 5,000,000 $4,998,901 0.53
ENERGY TRANSFER PART LP 0% 06/17/2019, 0.00%, 06/17/19 29277FTH4 5,000,000 $4,998,890 0.53
KINDER MORGAN INC 0% 06/17/2019, 0.00%, 06/17/19 KINMCP 49455MTH1 5,000,000 $4,998,890 0.53
PENTAIR FINANCE SARL 0% 06/20/2019, 0.00%, 06/20/19 PENFNS 70962WTL2 5,000,000 $4,997,763 0.53
PENTAIR FINANCE SARL 0% 06/24/2019, 0.00%, 06/24/19 PENFNS 70962WTQ1 5,000,000 $4,996,238 0.53
BOSTON SCIENTIFIC CORP 0% 06/26/2019, 0.00%, 06/26/19 BSX 10114BTS6 5,000,000 $4,995,750 0.53
FX Forward|USD|09/06/2019 +AUD1 3,412,610 $3,412,610 0.36
FX Forward|USD|09/06/2019 +NZDU 3,310,015 $3,310,015 0.35
SEGREGATED CASH SEGCASH $0.00 3,070,000 $3,070,000 0.32
Put EUR / Call USD 1.1745 Expire 02/26/20 EUR 022620P11745A EUR02P117 EUR/USD $1.17 26,162,436 $1,099,947 0.12
AUSTRALIAN DOLLARS AUD 1,280,999 $881,199 0.09
Call EUR / Put USD 1.1745 Expire 02/26/20 EUR 022620C11745C EUR02117C EUR/USD $1.17 26,162,436 $270,755 0.03
CANADIAN DOLLAR CAD 35,221 $26,347 0.00
NEW ZEALAND DOLLAR CASHNZD 5,223 $3,400 0.00
EURO EUR 1 $1 0.00
US 5YR NOTE (CBT) Sep19 FVU9 FUTURES_US -739 $0 0.00
AUST 3YR BOND FUT Sep19 YMU9 AU03Y 22U 744 $0 0.00
US 10YR NOTE (CBT)Sep19 TYU9 FUTURES_US -87 $0 0.00
P|2.92|07/17/2019, 2.92%, 07/17/19 PS071719A PS071719A USI011919P $2.92 -93,705,748 $-2 0.00
FX Forward|NZD|09/06/2019 +NZDU -5,000,000 $-3,259,785 -0.34
FX Forward|AUD|09/06/2019 +AUD1 -4,900,000 $-3,378,633 -0.36
FX Forward|CAD|09/06/2019 +CAD0 -7,750,000 $-5,806,997 -0.61
FX Forward|EUR|09/06/2019 +EURU -8,350,000 $-9,435,112 -1.00
US DOLLARS, 0.00%, 06/13/19 USD -10,072,851 $-10,072,851 -1.06
P Fixed 2.71% Receive ICE LIBOR USD 3 Month, 2.65%, 02/04/30 //SWAP SL0C0EDL -42,709,000 $-42,709,000 -4.51
FX Forward|AUD|09/06/2019 +AUDU -245,100,000 $-169,000,612 -17.86
R Fixed 2.4755% Pay ICE LIBOR USD 3 MONTH, 2.61%, 02/04/22 //SWAP SLRS0SIH -191,454,000 $-191,454,000 -20.23
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.