VNLA – Short Duration Income ETF Holdings
Full Portfolio Holdings as of 10/15/19(As of 10/15/2019) |
Ticker | Cusip | Underlying Security | Strike Price | Quantity (Shares/ Par/ Notional/ Units) | Market Value | Weight % |
|---|---|---|---|---|---|---|---|
| Sydney Airport Finance Co. Pty Ltd. 3.625% 28-APR-2026, 3.62%, 04/28/26 | SYDAU | 87124VAF6 | 15,640,000 | $16,509,420 | 1.58 | ||
| SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 | SGSPAA | EJ3849779 | 12,800,000 | $13,156,770 | 1.26 | ||
| Export-Import Bank of Korea FRN 01-JUN-2021, 2.71%, 06/01/21 | EIBKOR | 302154CT4 | 12,732,000 | $12,813,306 | 1.23 | ||
| Cardinal Health, Inc. FRN 15-JUN-2022, 2.89%, 06/15/22 | CAH | 14149YBG2 | 11,680,000 | $11,686,624 | 1.11 | ||
| Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 | WSTP | AO6757295 | 13,122,000 | $9,488,191 | 0.90 | ||
| Liberty Funding Pty LTD Liberty Series 2018-1 A2 2.707% 10-OCT-2049, 2.54%, 10/10/49 | LBRTY | BCC2G4SM2 | 13,630,000 | $9,221,105 | 0.88 | ||
| Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 | DIS | 254687FK7 | 8,900,000 | $8,815,336 | 0.84 | ||
| Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 3.12%, 11/12/21 | VW | 928668AQ5 | 8,600,000 | $8,695,380 | 0.83 | ||
| Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 2.23%, 10/30/24 | AUSGF | AP6703965 | 12,700,000 | $8,669,317 | 0.82 | ||
| Wells Fargo Bank, N.A. FRN 23-JUL-2021, 2.76%, 07/23/21 | WFC | 94988J5Q6 | 8,250,000 | $8,317,107 | 0.79 | ||
| Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 | MQGAU | 55608JAH1 | 7,957,000 | $8,224,391 | 0.78 | ||
| Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 2.76%, 11/09/22 | ANZ | 05252ACZ2 | 7,535,000 | $7,591,385 | 0.72 | ||
| Capital One Financial Corporation FRN 30-JAN-2023, 2.99%, 01/30/23 | COF | 14040HBV6 | 7,500,000 | $7,514,338 | 0.71 | ||
| Bank of America Corporation FRN 23-JUL-2024, 3.22%, 07/23/24 | BAC | 06051GHK8 | 7,400,000 | $7,504,676 | 0.71 | ||
| Citibank, National Association FRN 23-JUL-2021, 2.83%, 07/23/21 | C | 17325FAR9 | 7,400,000 | $7,476,483 | 0.71 | ||
| Ally Financial Inc. 3.75% 18-NOV-2019, 3.75%, 11/18/19 | ALLY | 02005NAW0 | 7,255,000 | $7,372,652 | 0.70 | ||
| National Australia Bank Ltd|2.94925|11/04/2021, 2.95%, 11/04/21 | NAB | 6325C0DW8 | 7,200,000 | $7,291,620 | 0.69 | ||
| Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 2.08%, 12/06/24 | NETFIN | AQ2180349 | 10,600,000 | $7,172,215 | 0.68 | ||
| Simon Property Group LP 2.75% 01-JUN-2023, 2.75%, 06/01/23 | SPG | 828807DD6 | 6,873,000 | $7,078,195 | 0.67 | ||
| Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 | AMZN | 023135AJ5 | 6,828,000 | $7,012,609 | 0.67 | ||
| Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 | AUSGF | 052113AA5 | 6,500,000 | $6,877,008 | 0.65 | ||
| Morgan Stanley FRN 24-OCT-2023, 3.68%, 10/24/23 | MS | 61746BEC6 | 6,655,000 | $6,830,723 | 0.65 | ||
| Alibaba Group Holding Ltd. 2.5% 28-NOV-2019, 2.50%, 11/28/19 | BABA | 01609WAC6 | 6,600,000 | $6,664,438 | 0.63 | ||
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 2.58%, 05/17/21 | ANZ | 05252ADC2 | 6,600,000 | $6,649,847 | 0.63 | ||
| Macquarie Group Limited FRN 27-MAR-2024, 3.45%, 03/27/24 | MQGAU | 55608KAM7 | 6,502,000 | $6,610,088 | 0.63 | ||
| TD Ameritrade Holding Corporation FRN 01-NOV-2021, 2.68%, 11/01/21 | AMTD | 87236YAG3 | 6,540,000 | $6,586,496 | 0.63 | ||
| IBM Credit LLC FRN 30-NOV-2020, 2.59%, 11/30/20 | IBM | 44932HAJ2 | 6,500,000 | $6,551,301 | 0.62 | ||
| CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 | CVS | 126650CT5 | 6,404,000 | $6,452,073 | 0.61 | ||
| Sherwin-Williams Company 2.25% 15-MAY-2020, 2.25%, 05/15/20 | SHW | 824348AT3 | 6,369,000 | $6,434,351 | 0.61 | ||
| Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 2.85%, 06/14/21 | ICBCAS | AS9547462 | 6,400,000 | $6,422,232 | 0.61 | ||
| Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 | SUNAU | 8672EMAL8 | 6,100,000 | $6,289,013 | 0.60 | ||
| Commonwealth Bank of Australia FRN 04-JUN-2024, 2.95%, 06/04/24 | CBAAU | 2027A0KC2 | 6,100,000 | $6,164,656 | 0.59 | ||
| Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 | CNOOC | 12634MAD2 | 5,800,000 | $6,146,167 | 0.58 | ||
| Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 | AUSGF | AP3049594 | 7,960,000 | $5,975,673 | 0.57 | ||
| Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 3.16%, 07/19/23 | SUMIBK | 86562MBA7 | 5,840,000 | $5,912,079 | 0.56 | ||
| Citigroup Inc. FRN 08-DEC-2021, 3.17%, 12/08/21 | C | 172967LB5 | 5,750,000 | $5,835,087 | 0.55 | ||
| Comcast Corporation FRN 01-OCT-2021, 2.54%, 10/01/21 | CMCSA | 20030NCW9 | 5,777,000 | $5,802,062 | 0.55 | ||
| Nordea Bank AB FRN 30-AUG-2023, 3.06%, 08/30/23 | NDASS | 65557CAZ6 | 5,700,000 | $5,682,144 | 0.54 | ||
| Bank of America Corporation FRN 25-JUN-2022, 2.76%, 06/25/22 | BAC | 06051GHJ1 | 5,600,000 | $5,630,931 | 0.54 | ||
| New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 2.58%, 07/12/24 | ADLAIR | AO1975298 | 8,200,000 | $5,615,242 | 0.53 | ||
| National Australia Bank Limited FRN 20-SEP-2021, 2.74%, 09/20/21 | NAB | 6325C0DV0 | 5,500,000 | $5,536,718 | 0.53 | ||
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | 82939GAA6 | 5,000,000 | $5,256,758 | 0.50 | ||
| Bank of Queensland Limited FRN 26-OCT-2020, 2.21%, 10/26/20 | BQDAU | QZ8102027 | 7,510,000 | $5,135,091 | 0.49 | ||
| Citibank, National Association FRN 19-FEB-2022, 2.65%, 02/19/22 | C | 17325FAU2 | 5,000,000 | $5,031,383 | 0.48 | ||
| Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 | AAPL | 037833DE7 | 4,920,000 | $5,028,238 | 0.48 | ||
| JPMorgan Chase & Co. FRN 18-JUN-2022, 2.76%, 06/18/22 | JPM | 46647PAT3 | 5,000,000 | $5,022,097 | 0.48 | ||
| Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 | SUNAU | 8672EMAH7 | 4,948,000 | $5,011,882 | 0.48 | ||
| Toronto-Dominion Bank FRN 19-JUL-2023, 2.94%, 07/19/23 | TD | 89114QC55 | 4,900,000 | $4,961,371 | 0.47 | ||
| Bank of Nova Scotia FRN 19-SEP-2022, 2.78%, 09/19/22 | BNS | 064159KE5 | 4,900,000 | $4,934,120 | 0.47 | ||
| Bank of America Corporation FRN 21-OCT-2022, 3.46%, 10/21/22 | BAC | 06051GFY0 | 4,800,000 | $4,905,604 | 0.47 | ||
| Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 | KOROIL | 50066RAC0 | 4,746,000 | $4,767,573 | 0.45 | ||
| Barclays Plc FRN 15-FEB-2023, 3.59%, 02/15/23 | BACR | 06738EBF1 | 4,700,000 | $4,737,088 | 0.45 | ||
| Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 | STZ | 21036PAW8 | 4,600,000 | $4,702,942 | 0.45 | ||
| Liberty Financial Pty Ltd. 5.1% 01-JUN-2020, 5.10%, 06/01/20 | LBRFI | AL3191221 | 6,700,000 | $4,686,268 | 0.45 | ||
| Verizon Communications Inc. FRN 16-MAR-2022, 3.12%, 03/16/22 | VZ | 92343VDX9 | 4,600,000 | $4,683,258 | 0.45 | ||
| ASB Bank Ltd. FRN 14-JUN-2023, 3.09%, 06/14/23 | ASBBNK | 00216LAB9 | 4,610,000 | $4,661,628 | 0.44 | ||
| Bank of China Ltd. (Sydney) FRN 02-MAR-2020, 1.96%, 03/02/20 | BCHINA | AM5813804 | 6,800,000 | $4,620,017 | 0.44 | ||
| Molson Coors Brewing Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 | TAP | 60871RAF7 | 4,600,000 | $4,616,389 | 0.44 | ||
| Pepper Residential Securities Trust No. 22|3.04425|06/20/2060, 3.04%, 06/20/60 | PEPAU | 71338AAA9 | 4,599,838 | $4,612,361 | 0.44 | ||
| Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 | LLOYDS | 53944YAH6 | 4,300,000 | $4,523,829 | 0.43 | ||
| Incitec Pivot Finance LLC 6.0% 10-DEC-2019, 6.00%, 12/10/19 | IPLAU | 45326TAA6 | 4,410,000 | $4,522,124 | 0.43 | ||
| Verizon Communications Inc. FRN 17-FEB-2023, 2.19%, 02/17/23 | VZ | AO6240110 | 6,570,000 | $4,480,931 | 0.43 | ||
| Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 | KOHNPW | 50064YAN3 | 4,012,000 | $4,269,881 | 0.41 | ||
| ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 | ANZNZ | 00182EBH1 | 4,200,000 | $4,258,300 | 0.40 | ||
| Morgan Stanley FRN 21-APR-2021, 3.68%, 04/21/21 | MS | 61746BEB8 | 4,110,000 | $4,210,642 | 0.40 | ||
| Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 | WMT | 931142EL3 | 4,000,000 | $4,186,413 | 0.40 | ||
| Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 2.07%, 08/18/20 | BENAU | UV4812417 | 6,100,000 | $4,161,041 | 0.40 | ||
| QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 | QPHFIN | EJ7646361 | 5,850,000 | $4,140,648 | 0.39 | ||
| GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 | GPTWSC | AO9337061 | 5,600,000 | $4,136,041 | 0.39 | ||
| Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 | MARS | 571676AA3 | 4,030,000 | $4,120,236 | 0.39 | ||
| Morgan Stanley FRN 10-JUN-2022, 2.68%, 06/10/22 | MS | 6174468H5 | 4,100,000 | $4,119,571 | 0.39 | ||
| American Honda Finance Corp. FRN 16-JUN-2020, 2.38%, 06/16/20 | HNDA | 02665WCG4 | 4,100,000 | $4,112,570 | 0.39 | ||
| National Australia Bank Limited FRN 26-MAR-2025, 3.03%, 03/26/25 | NAB | EK8164775 | 6,017,000 | $4,093,897 | 0.39 | ||
| Commonwealth Bank of Australia FRN 05-NOV-2024, 2.94%, 11/05/24 | CBAAU | EK5758074 | 6,000,000 | $4,084,991 | 0.39 | ||
| Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 | AMZN | 023135AW6 | 4,000,000 | $4,081,261 | 0.39 | ||
| Goldman Sachs Bank USA 3.2% 05-JUN-2020, 3.20%, 06/05/20 | GS | 38148PP84 | 4,000,000 | $4,076,018 | 0.39 | ||
| Horse Gallop Finance Ltd. FRN 28-JUN-2021, 3.28%, 06/28/21 | ICBCIH | AT1180963 | 4,050,000 | $4,066,604 | 0.39 | ||
| CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 | CKHH | AN0763788 | 4,000,000 | $4,038,196 | 0.38 | ||
| Daimler Finance North America LLC FRN 22-FEB-2021, 2.60%, 02/22/21 | DAIGR | 233851DC5 | 4,018,000 | $4,031,354 | 0.38 | ||
| JPMorgan Chase Bank, NA (New York Branch) FRN 26-APR-2021, 2.61%, 04/26/21 | JPM | 48125LRP9 | 4,000,000 | $4,026,349 | 0.38 | ||
| JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 | JPM | 46647PBB1 | 3,900,000 | $3,994,708 | 0.38 | ||
| Westpac Banking Corporation FRN 26-FEB-2024, 2.90%, 02/26/24 | WSTP | 961214EB5 | 3,950,000 | $3,988,488 | 0.38 | ||
| American Express Company FRN 17-MAY-2021, 2.65%, 05/17/21 | AXP | 025816BV0 | 3,945,000 | $3,975,201 | 0.38 | ||
| WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 | WSOFIN | AM6441365 | 5,000,000 | $3,932,450 | 0.37 | ||
| Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 | WMT | 931142EA7 | 3,900,000 | $3,930,683 | 0.37 | ||
| Toyota Motor Credit Corporation FRN 08-JAN-2021, 2.57%, 01/08/21 | TOYOTA | 89236TFR1 | 3,900,000 | $3,921,118 | 0.37 | ||
| Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | SCGAU | EK4621760 | 5,500,000 | $3,920,672 | 0.37 | ||
| Home Depot, Inc. FRN 01-MAR-2022, 2.45%, 03/01/22 | HD | 437076BU5 | 3,900,000 | $3,916,933 | 0.37 | ||
| ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 | ETSA | AO5004962 | 5,280,000 | $3,860,719 | 0.37 | ||
| Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 | KOEWPW | 5006EPAJ0 | 3,580,000 | $3,821,989 | 0.36 | ||
| Hyundai Capital America, Inc. FRN 12-MAR-2021, 2.95%, 03/12/21 | HYNMTR | 44891AAT4 | 3,758,000 | $3,773,557 | 0.36 | ||
| Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 2.14%, 03/17/21 | SHNHAN | AM7966022 | 5,530,000 | $3,758,197 | 0.36 | ||
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 2.97%, 07/08/21 | HYNMTR | 44891AAV9 | 3,680,000 | $3,688,617 | 0.35 | ||
| Microchip Technology Incorporated 3.922% 01-JUN-2021, 3.92%, 06/01/21 | MCHP | 595017AN4 | 3,555,000 | $3,682,079 | 0.35 | ||
| Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 | TRMB | 896239AB6 | 3,455,000 | $3,648,122 | 0.35 | ||
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023MAA2 | 3,350,000 | $3,618,395 | 0.34 | ||
| Caterpillar Financial Services Corporation FRN 07-DEC-2020, 2.45%, 12/07/20 | CAT | 14913Q2R9 | 3,600,000 | $3,616,057 | 0.34 | ||
| Westpac Banking Corporation FRN 11-JAN-2023, 2.55%, 01/11/23 | WSTP | 961214DT7 | 3,600,000 | $3,609,179 | 0.34 | ||
| Simon Property Group LP 2.75% 01-FEB-2023, 2.75%, 02/01/23 | SPG | 828807CN5 | 3,500,000 | $3,591,509 | 0.34 | ||
| Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 | AAPL | 037833DM9 | 3,600,000 | $3,578,186 | 0.34 | ||
| CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 | CVS | 126650DE7 | 3,530,000 | $3,560,310 | 0.34 | ||
| Toronto-Dominion Bank 2.5% 14-DEC-2020, 2.50%, 12/14/20 | TD | 89114QBC1 | 3,500,000 | $3,552,903 | 0.34 | ||
| Glencore Funding LLC 4.125% 12-MAR-2024, 4.12%, 03/12/24 | GLENLN | 378272AT5 | 3,380,000 | $3,543,290 | 0.34 | ||
| Wells Fargo Bank, N.A. FRN 22-OCT-2021, 2.79%, 10/22/21 | WFC | 94988J5U7 | 3,500,000 | $3,533,272 | 0.34 | ||
| American Honda Finance Corp. FRN 08-JAN-2021, 2.50%, 01/08/21 | HNDA | 02665WCR0 | 3,520,000 | $3,532,981 | 0.34 | ||
| Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 2.79%, 09/21/21 | NSANY | 654740BN8 | 3,500,000 | $3,506,390 | 0.33 | ||
| Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 | MS | 61744YAQ1 | 3,300,000 | $3,504,203 | 0.33 | ||
| Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 | IADB | AO7138362 | 253,400,000 | $3,503,534 | 0.33 | ||
| Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 | STZ | 21036PAX6 | 3,380,000 | $3,493,712 | 0.33 | ||
| Goldman Sachs Group, Inc. FRN 25-FEB-2021, 3.90%, 02/25/21 | GS | 38143U8G9 | 3,380,000 | $3,462,543 | 0.33 | ||
| Goldman Sachs Group, Inc. FRN 31-OCT-2022, 3.04%, 10/31/22 | GS | 38148YAB4 | 3,400,000 | $3,433,190 | 0.33 | ||
| Bank of America Corporation FRN 20-JAN-2023, 3.44%, 01/20/23 | BAC | 06051GGH6 | 3,350,000 | $3,417,094 | 0.32 | ||
| Walmart Inc. FRN 23-JUN-2021, 2.39%, 06/23/21 | WMT | 931142EH2 | 3,400,000 | $3,414,146 | 0.32 | ||
| General Motors Financial Co., Inc. FRN 09-APR-2021, 2.86%, 04/09/21 | GM | 37045XCH7 | 3,393,000 | $3,395,451 | 0.32 | ||
| CBS Corporation 2.9% 01-JUN-2023, 2.90%, 06/01/23 | CBS | 124857AY9 | 3,288,000 | $3,365,177 | 0.32 | ||
| Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 2.13%, 01/19/22 | BENAU | AU8747019 | 4,900,000 | $3,349,857 | 0.32 | ||
| Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 | BMO | 06367WJM6 | 3,270,000 | $3,333,889 | 0.32 | ||
| National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 | NAB | 63254AAX6 | 3,300,000 | $3,332,905 | 0.32 | ||
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | 361435AA8 | 3,252,000 | $3,321,079 | 0.32 | ||
| JPMorgan Chase Bank, NA (New York Branch) FRN 19-FEB-2021, 2.49%, 02/19/21 | JPM | 48125LRS3 | 3,300,000 | $3,313,789 | 0.31 | ||
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | QZ6969419 | 3,219,000 | $3,287,378 | 0.31 | ||
| International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 | IBRD | JV6344453 | 5,015,000 | $3,274,836 | 0.31 | ||
| General Motors Financial Co., Inc. FRN 05-JAN-2023, 3.03%, 01/05/23 | GM | 37045XCE4 | 3,300,000 | $3,256,726 | 0.31 | ||
| IBM Credit LLC FRN 20-JAN-2021, 2.54%, 01/20/21 | IBM | 44932HAE3 | 3,200,000 | $3,224,263 | 0.31 | ||
| DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 | DBSSP | 24023KAE8 | 3,100,000 | $3,192,721 | 0.30 | ||
| Toronto-Dominion Bank|1.9|12/01/2022, 1.90%, 12/01/22 | TD | 89114QCD8 | 3,170,000 | $3,148,924 | 0.30 | ||
| Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 | SINOPE | 82939GAF5 | 3,100,000 | $3,112,197 | 0.30 | ||
| Bank of Montreal FRN 13-JUL-2020, 2.34%, 07/13/20 | BMO | 06367T7J3 | 3,100,000 | $3,105,644 | 0.30 | ||
| CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 | CKHH | 12564CAA4 | 3,000,000 | $3,074,336 | 0.29 | ||
| Commonwealth Bank of Australia FRN 16-MAR-2023, 2.82%, 03/16/23 | CBAAU | 2027A0JY6 | 3,000,000 | $3,024,532 | 0.29 | ||
| Constellation Brands, Inc. FRN 15-NOV-2021, 2.86%, 11/15/21 | STZ | 21036PBA5 | 3,000,000 | $3,014,829 | 0.29 | ||
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 2.97%, 09/26/23 | RABOBK | 74977RDD3 | 3,000,000 | $3,010,826 | 0.29 | ||
| Royal Bank of Canada FRN 05-OCT-2023, 2.70%, 10/05/23 | RY | 78013XW61 | 3,000,000 | $3,007,870 | 0.29 | ||
| United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 | UELAU | AP4899310 | 3,980,000 | $3,006,757 | 0.29 | ||
| General Motors Company FRN 10-SEP-2021, 3.03%, 09/10/21 | GM | 37045VAR1 | 3,000,000 | $3,005,300 | 0.29 | ||
| Toyota Motor Credit Corporation FRN 10-JAN-2020, 2.11%, 01/10/20 | TOYOTA | 89236TEK7 | 3,000,000 | $3,001,371 | 0.29 | ||
| United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 | UOBSP | 91127KAC6 | 2,900,000 | $3,000,143 | 0.29 | ||
| American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 | AXP | 025816CD9 | 2,900,000 | $2,980,553 | 0.28 | ||
| SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | STSP | EI5965658 | 2,841,000 | $2,971,419 | 0.28 | ||
| Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 | ORCL | 68389XBB0 | 2,900,000 | $2,964,937 | 0.28 | ||
| Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 | SCAPRT | AN6454895 | 4,050,000 | $2,957,748 | 0.28 | ||
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033DAC1 | 2,730,000 | $2,947,293 | 0.28 | ||
| Lloyds Banking Group plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 | LLOYDS | 539439AP4 | 2,900,000 | $2,943,835 | 0.28 | ||
| Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 | BAC | 06051GHR3 | 2,800,000 | $2,925,391 | 0.28 | ||
| Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 | KOROIL | 41754WAS0 | 2,700,000 | $2,914,236 | 0.28 | ||
| Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 | VCXAU | AN2610136 | 3,980,000 | $2,903,718 | 0.28 | ||
| Morgan Stanley FRN 20-JAN-2022, 3.46%, 01/20/22 | MS | 61746BEE2 | 2,850,000 | $2,899,077 | 0.28 | ||
| Mizuho Financial Group, Inc. FRN 28-FEB-2022, 3.08%, 02/28/22 | MIZUHO | 60687YAJ8 | 2,844,000 | $2,878,101 | 0.27 | ||
| Daimler Finance North America LLC FRN 22-FEB-2022, 3.03%, 02/22/22 | DAIGR | 233851DQ4 | 2,850,000 | $2,875,811 | 0.27 | ||
| eBay Inc. FRN 30-JAN-2023, 3.14%, 01/30/23 | EBAY | 278642AT0 | 2,820,000 | $2,850,225 | 0.27 | ||
| RESIMAC Premier Series 2018-1|2.73875|11/10/2049, 2.74%, 11/10/49 | RESI | 76119HAA8 | 2,781,056 | $2,777,377 | 0.26 | ||
| Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 | HYNMTR | 44891ABA4 | 2,700,000 | $2,751,797 | 0.26 | ||
| JPMorgan Chase & Co. FRN 23-APR-2024, 2.99%, 04/23/24 | JPM | 46647PAQ9 | 2,649,000 | $2,665,340 | 0.25 | ||
| Westpac Banking Corporation FRN 27-AUG-2029, 2.96%, 08/27/29 | WSTP | ZR2259201 | 3,900,000 | $2,662,362 | 0.25 | ||
| Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 | MQGAU | 55608JAE8 | 2,500,000 | $2,658,041 | 0.25 | ||
| RedZed Trust Series 2018-1|3.3027|03/09/2050, 3.30%, 03/09/50 | REDZE | BCC2HM3M8 | 3,800,000 | $2,621,139 | 0.25 | ||
| Wells Fargo & Company FRN 27-APR-2022, 2.13%, 04/27/22 | WFC | 949746SR3 | 3,800,000 | $2,598,699 | 0.25 | ||
| RESIMAC Triomphe Trust , RESIMAC Premier Trust, Series 2017-1 A1A 2.9995% 11-SEP-2048, 2.88%, 09/11/48 | RESI | 76118RAA7 | 2,596,068 | $2,596,872 | 0.25 | ||
| Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 | LBRFI | AR6488811 | 3,650,000 | $2,551,152 | 0.24 | ||
| Heritage Bank Ltd. FRN 12-AUG-2022, 1.78%, 08/12/22 | HBSAU | AZ8502462 | 3,720,000 | $2,521,133 | 0.24 | ||
| United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 2.74%, 04/23/21 | UOBSP | 91127KAB8 | 2,500,000 | $2,520,219 | 0.24 | ||
| Walt Disney Company FRN 04-MAR-2022, 2.52%, 03/04/22 | DIS | 25468PDS2 | 2,490,000 | $2,506,015 | 0.24 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | EK8803059 | 2,370,000 | $2,476,016 | 0.24 | ||
| La Trobe Financial Capital Markets Trust 2017-2 A3 2.955% 12-JAN-2049, 2.80%, 01/12/49 | LTFC | BCC2EE8Q5 | 3,527,587 | $2,455,412 | 0.23 | ||
| Vulcan Materials Company FRN 01-MAR-2021, 3.17%, 03/01/21 | VMC | 929160AX7 | 2,425,000 | $2,439,442 | 0.23 | ||
| Commonwealth Bank of Australia FRN 06-SEP-2021, 2.94%, 09/06/21 | CBAAU | 2027A1HX8 | 2,400,000 | $2,431,971 | 0.23 | ||
| American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 | AXP | 025816CG2 | 2,400,000 | $2,431,398 | 0.23 | ||
| Daimler Finance North America LLC FRN 15-FEB-2022, 3.06%, 02/15/22 | DAIGR | 233851DV3 | 2,400,000 | $2,423,925 | 0.23 | ||
| Caterpillar Financial Services Corporation FRN 06-JUN-2022, 2.70%, 06/06/22 | CAT | 14913QAB5 | 2,400,000 | $2,420,537 | 0.23 | ||
| National Australia Bank Limited FRN 21-SEP-2026, 3.31%, 09/21/26 | NAB | QZ4979063 | 3,485,000 | $2,418,195 | 0.23 | ||
| Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 | AVGO | 11134LAM1 | 2,400,000 | $2,406,434 | 0.23 | ||
| Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 | VPNF | AO6744343 | 3,100,000 | $2,385,449 | 0.23 | ||
| American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 | HNDA | 02665WCY5 | 2,300,000 | $2,329,013 | 0.22 | ||
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 2.84%, 01/10/22 | RABOBK | 21688AAK8 | 2,300,000 | $2,322,234 | 0.22 | ||
| Bank of Montreal FRN 15-JUN-2020, 2.56%, 06/15/20 | BMO | 06367TYM6 | 2,300,000 | $2,310,681 | 0.22 | ||
| Canadian Imperial Bank of Commerce|2.58063|02/02/2021, 2.58%, 02/02/21 | CM | 136069XZ9 | 2,290,000 | $2,305,685 | 0.22 | ||
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 2.70%, 04/26/21 | RABOBK | 21688AAP7 | 2,250,000 | $2,272,010 | 0.22 | ||
| Capital One, National Association FRN 30-JAN-2023, 3.42%, 01/30/23 | COF | 14042RFJ5 | 2,225,000 | $2,260,893 | 0.21 | ||
| Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 | MQGAU | 55608KAD7 | 2,091,000 | $2,223,185 | 0.21 | ||
| Mizuho Financial Group, Inc. FRN 11-SEP-2022, 3.02%, 09/11/22 | MIZUHO | 60687YAN9 | 2,200,000 | $2,217,922 | 0.21 | ||
| JPMorgan Chase & Co. FRN 09-DEC-2019, 2.11%, 12/09/19 | JPM | EK6334107 | 3,210,000 | $2,178,632 | 0.21 | ||
| American Express Company FRN 01-AUG-2022, 2.86%, 08/01/22 | AXP | 025816BN8 | 2,150,000 | $2,170,090 | 0.21 | ||
| Caterpillar Financial Services Corporation 2.95% 26-FEB-2022, 2.95%, 02/26/22 | CAT | 14913Q2T5 | 2,100,000 | $2,158,552 | 0.21 | ||
| Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 2.79%, 09/13/23 | CM | 13607RAE0 | 2,140,000 | $2,153,736 | 0.20 | ||
| Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 | TLSAU | EI2917587 | 2,950,000 | $2,130,517 | 0.20 | ||
| Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 3.44%, 10/19/21 | SUMIBK | 86562MAJ9 | 2,070,000 | $2,112,936 | 0.20 | ||
| Westpac Banking Corporation FRN 10-MAR-2026, 4.11%, 03/10/26 | WSTP | JK2350201 | 3,000,000 | $2,092,328 | 0.20 | ||
| JPMorgan Chase & Co. FRN 25-APR-2023, 3.18%, 04/25/23 | JPM | 46647PAD8 | 2,050,000 | $2,075,431 | 0.20 | ||
| Broadcom Corporation 3.0% 15-JAN-2022, 3.00%, 01/15/22 | AVGO | 11134LAD1 | 2,035,000 | $2,068,935 | 0.20 | ||
| United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 | UOBSP | QZ3971442 | 2,050,000 | $2,058,610 | 0.20 | ||
| Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 | C | 172967LV1 | 2,000,000 | $2,049,335 | 0.19 | ||
| Goldman Sachs Group, Inc. FRN 23-APR-2021, 3.64%, 04/23/21 | GS | 38141GVW1 | 2,000,000 | $2,043,616 | 0.19 | ||
| United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.97%, 02/07/23 | UELAU | AQ8840888 | 3,000,000 | $2,032,664 | 0.19 | ||
| Bank of Nova Scotia FRN 20-APR-2021, 2.72%, 04/20/21 | BNS | 064159LH7 | 2,000,000 | $2,019,301 | 0.19 | ||
| Daimler Finance North America LLC FRN 04-MAY-2021, 2.84%, 05/04/21 | DAIGR | 233851DK7 | 2,000,000 | $2,011,248 | 0.19 | ||
| Lloyds Banking Group plc FRN 20-MAR-2023, 2.22%, 03/20/23 | LLOYDS | AP1140486 | 3,000,000 | $2,009,554 | 0.19 | ||
| Bank of Montreal FRN 13-APR-2021, 2.46%, 04/13/21 | BMO | 06367T4X5 | 2,000,000 | $2,007,635 | 0.19 | ||
| Toyota Motor Credit Corporation FRN 13-APR-2021, 2.28%, 04/13/21 | TOYOTA | 89236TEV3 | 2,000,000 | $2,002,704 | 0.19 | ||
| Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 | COF | 14042RNW7 | 2,000,000 | $1,999,941 | 0.19 | ||
| eBay Inc. 2.15% 05-JUN-2020, 2.15%, 06/05/20 | EBAY | 278642AR4 | 1,946,000 | $1,962,737 | 0.19 | ||
| Citigroup Inc. FRN 04-MAY-2021, 2.54%, 05/04/21 | C | 172967KP5 | 2,770,000 | $1,906,323 | 0.18 | ||
| Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 | DEXUS | EK9601866 | 2,400,000 | $1,864,821 | 0.18 | ||
| Molson Coors Brewing Company 2.25% 15-MAR-2020, 2.25%, 03/15/20 | TAP | 60871RAP5 | 1,827,000 | $1,830,956 | 0.17 | ||
| Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 | BNS | 064159GW0 | 1,800,000 | $1,827,884 | 0.17 | ||
| FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 2.3512% 08-MAR-2049, 2.21%, 03/08/49 | FMACB | BCC2FPSX2 | 2,700,000 | $1,823,509 | 0.17 | ||
| Volkswagen Group of America Finance LLC|2.94563|11/13/2020, 2.95%, 11/13/20 | VW | AV5564670 | 1,800,000 | $1,815,326 | 0.17 | ||
| DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 | DBSSP | QZ3079600 | 1,800,000 | $1,813,770 | 0.17 | ||
| Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 | AMZN | 023135AM8 | 1,736,000 | $1,805,933 | 0.17 | ||
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 2.49%, 01/10/23 | RABOBK | 21688AAM4 | 1,800,000 | $1,793,035 | 0.17 | ||
| ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 3.27%, 07/28/21 | ANZNZ | 00182EBB4 | 1,725,000 | $1,756,120 | 0.17 | ||
| Caterpillar Financial Services Corporation FRN 15-MAY-2023, 2.67%, 05/15/23 | CAT | 14913Q2M0 | 1,720,000 | $1,726,544 | 0.16 | ||
| Pepper Residential Securities Trust No. 24|2.94088|11/18/2060, 2.94%, 11/18/60 | PEPAU | 71338CAA5 | 1,719,600 | $1,722,760 | 0.16 | ||
| National Australia Bank Limited FRN 12-JAN-2021, 2.35%, 01/12/21 | NAB | 6325C1CU1 | 1,700,000 | $1,704,871 | 0.16 | ||
| Goldman Sachs Group, Inc. FRN 26-AUG-2020, 2.18%, 08/26/20 | GS | EK9246688 | 2,500,000 | $1,703,921 | 0.16 | ||
| QIC Finance Shopping Center Fund Pty Ltd|2.215|08/15/2025, 2.21%, 08/15/25 | QIC | ZR0093453 | 2,500,000 | $1,703,060 | 0.16 | ||
| NBCUniversal Enterprise, Inc. FRN 01-APR-2021, 2.50%, 04/01/21 | CMCSA | 63946CAG3 | 1,630,000 | $1,635,703 | 0.16 | ||
| Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 | DXSAU | QJ5397659 | 2,200,000 | $1,626,049 | 0.15 | ||
| DBS Group Holdings Ltd FRN 08-JUN-2020, 2.59%, 06/08/20 | DBSSP | 24023KAD0 | 1,600,000 | $1,605,751 | 0.15 | ||
| GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 | GPTAU | AU4763044 | 2,200,000 | $1,605,681 | 0.15 | ||
| Sinopec Group Overseas Development 2017 Ltd|2.375|04/12/2020, 2.38%, 04/12/20 | SINOPE | 82938NAE4 | 1,600,000 | $1,600,854 | 0.15 | ||
| Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 1.36%, 07/01/26 | ENVAU | ED8440239 | 2,500,000 | $1,593,774 | 0.15 | ||
| Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 | FCGNZ | EK3436046 | 2,200,000 | $1,587,276 | 0.15 | ||
| Commonwealth Bank of Australia FRN 18-JAN-2021, 2.27%, 01/18/21 | CBAAU | JV6123923 | 2,300,000 | $1,578,844 | 0.15 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | 87124VAE9 | 1,500,000 | $1,567,098 | 0.15 | ||
| Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 | VZ | AO5497091 | 2,170,000 | $1,563,203 | 0.15 | ||
| Bank of Nova Scotia FRN 08-JAN-2021, 2.32%, 01/08/21 | BNS | 064159KU9 | 1,560,000 | $1,562,371 | 0.15 | ||
| Goldman Sachs Group, Inc. FRN 05-JUN-2023, 3.18%, 06/05/23 | GS | 38141GWK6 | 1,510,000 | $1,525,834 | 0.15 | ||
| Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 | GS | 38141GWQ3 | 1,475,000 | $1,524,000 | 0.14 | ||
| Deutsche Telekom International Finance BV FRN 17-JAN-2020, 2.88%, 01/17/20 | DT | 25156PAX1 | 1,450,000 | $1,461,749 | 0.14 | ||
| Bank of America Corporation FRN 05-AUG-2021, 2.54%, 08/05/21 | BAC | QZ0182266 | 2,100,000 | $1,447,459 | 0.14 | ||
| Westpac Banking Corporation FRN 07-FEB-2022, 2.11%, 02/07/22 | WSTP | AM2183276 | 2,000,000 | $1,375,599 | 0.13 | ||
| Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 2.01%, 03/07/22 | ANZ | AM6596564 | 2,000,000 | $1,370,400 | 0.13 | ||
| GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 | GPTAU | EK9073694 | 1,900,000 | $1,368,288 | 0.13 | ||
| Commonwealth Bank of Australia|2.94238|09/06/2021, 2.94%, 09/06/21 | CBAAU | 2027A0HX0 | 1,350,000 | $1,367,984 | 0.13 | ||
| National Australia Bank Limited FRN 10-FEB-2023, 1.76%, 02/10/23 | NAB | AP8367280 | 2,000,000 | $1,362,497 | 0.13 | ||
| ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.99%, 08/29/22 | ETSA | AO8114958 | 2,000,000 | $1,359,634 | 0.13 | ||
| Nissan Motor Acceptance Corp. 2.25% 13-JAN-2020, 2.25%, 01/13/20 | NSANY | 654740AT6 | 1,340,000 | $1,347,500 | 0.13 | ||
| Toronto-Dominion Bank 3.25% 11-MAR-2024, 3.25%, 03/11/24 | TD | 89114QCB2 | 1,270,000 | $1,326,562 | 0.13 | ||
| Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 | STZ | 21036PAR9 | 1,296,000 | $1,324,889 | 0.13 | ||
| Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 | AAPL | 037833DC1 | 1,300,000 | $1,314,123 | 0.12 | ||
| Becton, Dickinson and Company 2.97938% 29-DEC-2020, 2.98%, 12/29/20 | BDX | 075887CF4 | 1,275,000 | $1,277,248 | 0.12 | ||
| Wells Fargo & Company FRN 07-DEC-2020, 3.11%, 12/07/20 | WFC | 94974BGS3 | 1,246,000 | $1,261,061 | 0.12 | ||
| Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 | RY | 78013X6D5 | 1,200,000 | $1,237,636 | 0.12 | ||
| Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 | SUMIBK | 86562MBM1 | 1,200,000 | $1,218,501 | 0.12 | ||
| Commonwealth Bank of Australia FRN 18-SEP-2022, 2.83%, 09/18/22 | CBAAU | 2027A0JS9 | 1,200,000 | $1,211,697 | 0.12 | ||
| CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 | CKHH | 12563XAB7 | 1,200,000 | $1,208,731 | 0.11 | ||
| JPMorgan Chase & Co. FRN 01-JUN-2021, 2.82%, 06/01/21 | JPM | 46647PAG1 | 1,200,000 | $1,207,685 | 0.11 | ||
| Citizens Bank, National Association FRN 02-MAR-2020, 2.68%, 03/02/20 | CFG | 17401QAH4 | 1,200,000 | $1,205,346 | 0.11 | ||
| Macquarie Bank Ltd. FRN 29-JUL-2020, 3.38%, 07/29/20 | MQGAU | 55608PAR5 | 1,175,000 | $1,192,175 | 0.11 | ||
| International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 | IBRD | AQ8245872 | 1,780,000 | $1,190,860 | 0.11 | ||
| Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 | DIS | 25468PDE3 | 1,100,000 | $1,104,680 | 0.10 | ||
| International Business Machines Corporation 1.9% 27-JAN-2020, 1.90%, 01/27/20 | IBM | 459200JN2 | 1,100,000 | $1,104,380 | 0.10 | ||
| Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 | HYNMTR | 44891AAR8 | 1,088,000 | $1,104,136 | 0.10 | ||
| CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 | CKHH | 12563XAA9 | 1,100,000 | $1,099,893 | 0.10 | ||
| Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 | AAPL | 037833CC2 | 1,100,000 | $1,098,922 | 0.10 | ||
| Wells Fargo & Company FRN 11-FEB-2022, 3.11%, 02/11/22 | WFC | 949746SP7 | 1,083,000 | $1,095,555 | 0.10 | ||
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | 12563TAA8 | 1,100,000 | $1,088,161 | 0.10 | ||
| Wells Fargo & Company FRN 24-JAN-2023, 3.39%, 01/24/23 | WFC | 949746SL6 | 1,050,000 | $1,069,873 | 0.10 | ||
| Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 | LLOYDS | AP1140718 | 1,500,000 | $1,061,033 | 0.10 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | EJ4077529 | 1,000,000 | $1,049,731 | 0.10 | ||
| ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 | ANZNZ | 00182EBK4 | 1,000,000 | $1,045,826 | 0.10 | ||
| Commonwealth Bank of Australia FRN 03-JUN-2026, 3.61%, 06/03/26 | CBAAU | LW2645668 | 1,500,000 | $1,044,082 | 0.10 | ||
| Credit Union Australia Ltd. FRN 20-MAR-2020, 2.22%, 03/20/20 | CRUNAU | AM5820270 | 1,520,000 | $1,033,733 | 0.10 | ||
| Sysco Corporation 2.6% 01-OCT-2020, 2.60%, 10/01/20 | SYY | 871829AX5 | 1,025,000 | $1,029,929 | 0.10 | ||
| Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 2.10%, 01/25/23 | BENAU | AQ7821640 | 1,500,000 | $1,025,302 | 0.10 | ||
| Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 | RABOBK | 74977RDF8 | 1,000,000 | $1,018,543 | 0.10 | ||
| WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 | WSOFIN | LW3418610 | 1,400,000 | $1,008,236 | 0.10 | ||
| Toyota Motor Finance Netherlands BV FRN 12-DEC-2019, 2.38%, 12/12/19 | TOYOTA | AQ3084649 | 1,000,000 | $1,002,749 | 0.10 | ||
| Caterpillar Financial Services Corporation FRN 15-MAR-2021, 2.35%, 03/15/21 | CAT | 14913Q2H1 | 1,000,000 | $1,002,335 | 0.10 | ||
| Nordea Bank AB 2.125% 29-MAY-2020, 2.12%, 05/29/20 | NDASS | 65557CAX1 | 910,000 | $918,095 | 0.09 | ||
| Wells Fargo & Company FRN 04-MAR-2021, 3.47%, 03/04/21 | WFC | 949746RT0 | 900,000 | $915,811 | 0.09 | ||
| Bank of Queensland Limited FRN 16-NOV-2021, 1.98%, 11/16/21 | BQDAU | AP9329420 | 1,340,000 | $913,988 | 0.09 | ||
| Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 2.57%, 04/20/21 | BENAU | JK7580364 | 1,320,000 | $909,248 | 0.09 | ||
| Citizens Bank, National Association FRN 26-MAY-2022, 2.94%, 05/26/22 | CFG | 17401QAM3 | 900,000 | $905,949 | 0.09 | ||
| Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 3.04%, 10/18/22 | SUMIBK | 86562MAT7 | 880,000 | $888,885 | 0.08 | ||
| Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 | ENPGAS | AQ2525352 | 1,200,000 | $883,948 | 0.08 | ||
| General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 | GM | 37045XCB0 | 860,000 | $868,172 | 0.08 | ||
| Becton, Dickinson and Company FRN 06-JUN-2022, 3.14%, 06/06/22 | BDX | 075887BU2 | 860,000 | $867,630 | 0.08 | ||
| Commonwealth Bank of Australia FRN 10-MAR-2022, 2.83%, 03/10/22 | CBAAU | 2027A0JL4 | 850,000 | $857,507 | 0.08 | ||
| American Honda Finance Corp. FRN 14-FEB-2020, 2.52%, 02/14/20 | HNDA | 02665WBN0 | 850,000 | $854,668 | 0.08 | ||
| Toyota Motor Corp. 3.183% 20-JUL-2021, 3.18%, 07/20/21 | TOYOTA | 892331AB5 | 800,000 | $823,206 | 0.08 | ||
| Members Equity Bank Ltd. FRN 09-NOV-2020, 2.22%, 11/09/20 | MEB | AP8050290 | 1,200,000 | $819,087 | 0.08 | ||
| AusNet Services Holdings Pty Ltd. 5.25% 14-FEB-2020, 5.25%, 02/14/20 | ANVAU | EJ5424159 | 1,180,000 | $815,811 | 0.08 | ||
| Wells Fargo & Company 2.5% 04-MAR-2021, 2.50%, 03/04/21 | WFC | 949746RS2 | 800,000 | $806,273 | 0.08 | ||
| DBS Group Holdings Ltd FRN 08-JUN-2020, 2.59%, 06/08/20 | DBSSP | 24023LAD8 | 800,000 | $802,875 | 0.08 | ||
| AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 | AGLAU | EK5737813 | 1,080,000 | $785,171 | 0.07 | ||
| DBS Group Holdings Ltd FRN 16-MAR-2028, 2.62%, 03/16/28 | DBSSP | AR6199681 | 1,130,000 | $765,101 | 0.07 | ||
| Citigroup Inc. FRN 25-APR-2022, 3.24%, 04/25/22 | C | 172967LH2 | 750,000 | $763,405 | 0.07 | ||
| Westpac Banking Corporation FRN 28-JUN-2022, 2.81%, 06/28/22 | WSTP | 961214DR1 | 750,000 | $756,183 | 0.07 | ||
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 2.58%, 05/17/21 | ANZ | 05252BDC0 | 750,000 | $755,664 | 0.07 | ||
| Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 | SGPAU | EI4751000 | 1,000,000 | $748,455 | 0.07 | ||
| Industrial & Commercial Bank of China Ltd. (Sydney Branch) FRN 15-MAY-2020, 1.93%, 05/15/20 | ICBCAS | AN4997549 | 1,100,000 | $748,360 | 0.07 | ||
| Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 2.39%, 07/13/20 | NSANY | 654740AY5 | 700,000 | $699,882 | 0.07 | ||
| DBS Bank Ltd. FRN 04-SEP-2020, 1.49%, 09/04/20 | DBSSP | AO8645795 | 1,000,000 | $678,857 | 0.06 | ||
| Sysco Corporation 2.6% 12-JUN-2022, 2.60%, 06/12/22 | SYY | 871829AQ0 | 663,000 | $676,044 | 0.06 | ||
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033CAC3 | 616,000 | $665,030 | 0.06 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | 87124VAD1 | 600,000 | $629,839 | 0.06 | ||
| Royal Bank of Canada FRN 01-FEB-2022, 2.98%, 02/01/22 | RY | 78012KZD2 | 620,000 | $629,270 | 0.06 | ||
| WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 | WSOFIN | AN0014679 | 800,000 | $627,962 | 0.06 | ||
| Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 | WESAIR | EJ7588209 | 883,000 | $626,825 | 0.06 | ||
| Bank of America Corporation FRN 05-MAR-2020, 2.15%, 03/05/20 | BAC | EK4603826 | 900,000 | $611,791 | 0.06 | ||
| Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 | DAIGR | 233851CS1 | 600,000 | $610,253 | 0.06 | ||
| Citizens Bank, National Association FRN 26-MAY-2020, 2.70%, 05/26/20 | CFG | 17401QAK7 | 600,000 | $603,762 | 0.06 | ||
| Toyota Motor Credit Corporation 2.15% 12-MAR-2020, 2.15%, 03/12/20 | TOYOTA | 89236TCF0 | 600,000 | $601,668 | 0.06 | ||
| Bank of China Ltd. (Sydney) FRN 20-APR-2022, 2.34%, 04/20/22 | BCHINA | AN2054434 | 800,000 | $548,483 | 0.05 | ||
| Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 | SYDAU | 87124VAA7 | 525,000 | $547,495 | 0.05 | ||
| Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 | SCAPRT | EK8553381 | 780,000 | $547,007 | 0.05 | ||
| Upgrade Receivables Trust 2018-1 A 3.76% 15-NOV-2024, 3.76%, 11/15/24 | UPGR | 91532UAA7 | 463,330 | $540,969 | 0.05 | ||
| JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 | JPM | 46625HJE1 | 520,000 | $537,451 | 0.05 | ||
| Westpac Banking Corporation FRN 11-JAN-2022, 2.83%, 01/11/22 | WSTP | 961214DH3 | 510,000 | $515,917 | 0.05 | ||
| Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 | CBAAU | QZ8552775 | 500,000 | $513,030 | 0.05 | ||
| General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 | GPTAU | AL0291016 | 700,000 | $512,227 | 0.05 | ||
| Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 | BNS | 064159JG2 | 500,000 | $509,417 | 0.05 | ||
| Westpac Banking Corporation FRN 19-AUG-2021, 2.97%, 08/19/21 | WSTP | 961214DB6 | 500,000 | $507,241 | 0.05 | ||
| Bank of Nova Scotia FRN 07-MAR-2022, 2.74%, 03/07/22 | BNS | 064159JF4 | 500,000 | $505,204 | 0.05 | ||
| Cardinal Health, Inc. 2.4% 15-NOV-2019, 2.40%, 11/15/19 | CAH | 14149YAZ1 | 500,000 | $505,029 | 0.05 | ||
| Sinopec Group Overseas Development (2017) Ltd. 2.25% 13-SEP-2020, 2.25%, 09/13/20 | SINOPE | 82938NAF1 | 500,000 | $500,631 | 0.05 | ||
| Toyota Motor Credit Corporation 2.8% 13-JUL-2022, 2.80%, 07/13/22 | TOYOTA | 89236TCQ6 | 485,000 | $499,953 | 0.05 | ||
| Golden Credit Card Trust|1.98|04/15/2022, 1.98%, 04/15/22 | GCCT | 380881DX7 | 484,000 | $484,733 | 0.05 | ||
| Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 | KOSEPW | EJ8271813 | 670,000 | $472,025 | 0.04 | ||
| General Motors Financial Co., Inc. FRN 14-JAN-2022, 3.54%, 01/14/22 | GM | 37045XBR6 | 460,000 | $463,090 | 0.04 | ||
| Scentre Group Trust 1 2.375% 05-NOV-2019, 2.38%, 11/05/19 | SCGAU | 806213AA2 | 435,000 | $439,618 | 0.04 | ||
| Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 | SUMIBK | 86562MAQ3 | 420,000 | $428,554 | 0.04 | ||
| Put US 5YR NOTE (CBT) Dec19 118.25 Expire 11/22/2019 | FVZ9P 118.25 | FVZ9P118W | FVZ9 COMDT | $118.25 | 1,538 | $408,531 | 0.04 |
| Macquarie Bank Ltd. FRN 03-MAR-2020, 2.06%, 03/03/20 | MQGAU | EK7743736 | 600,000 | $407,909 | 0.04 | ||
| Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 | HYUCAP | 44920UAJ7 | 400,000 | $404,133 | 0.04 | ||
| Bank of Montreal FRN 11-SEP-2022, 2.77%, 09/11/22 | BMO | 06367TG46 | 400,000 | $403,380 | 0.04 | ||
| Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 2.86%, 07/11/22 | BCHINA | AO1976551 | 400,000 | $402,065 | 0.04 | ||
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | QZ7273258 | 400,000 | $395,695 | 0.04 | ||
| Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 | CBOE | 12503MAA6 | 350,000 | $374,327 | 0.04 | ||
| Goldman Sachs Group, Inc. FRN 08-SEP-2021, 2.38%, 09/08/21 | GS | EK4654001 | 540,000 | $369,602 | 0.04 | ||
| Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 | TLSAU | AP8115770 | 350,000 | $368,828 | 0.04 | ||
| Toronto-Dominion Bank 1.85% 11-SEP-2020, 1.85%, 09/11/20 | TD | 89114QBT4 | 360,000 | $360,314 | 0.03 | ||
| International Business Machines Corporation FRN 27-JAN-2020, 2.49%, 01/27/20 | IBM | 459200JP7 | 350,000 | $352,144 | 0.03 | ||
| Wesfarmers Limited 4.75% 12-MAR-2020, 4.75%, 03/12/20 | WESAU | EJ5679471 | 500,000 | $344,461 | 0.03 | ||
| ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 2.07%, 12/13/23 | ETSA | AQ3070770 | 500,000 | $338,548 | 0.03 | ||
| General Motors Company FRN 07-AUG-2020, 3.01%, 08/07/20 | GM | 37045VAM2 | 314,000 | $316,357 | 0.03 | ||
| Westpac Banking Corporation FRN 13-MAY-2021, 3.18%, 05/13/21 | WSTP | 961214CW1 | 310,000 | $315,160 | 0.03 | ||
| International Business Machines Corporation 2.25% 19-FEB-2021, 2.25%, 02/19/21 | IBM | 459200JF9 | 300,000 | $302,417 | 0.03 | ||
| Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 | ENVAU | EK6519434 | 350,000 | $255,176 | 0.02 | ||
| ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 3.02%, 11/23/21 | ANZ | 05252ACR0 | 250,000 | $254,104 | 0.02 | ||
| QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 | QPHFIN | EK3554137 | 300,000 | $217,638 | 0.02 | ||
| Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 | TCLAU | 89400PAG8 | 210,000 | $212,496 | 0.02 | ||
| Commonwealth Bank of Australia FRN 10-MAR-2022, 2.83%, 03/10/22 | CBAAU | 2027A1JL2 | 200,000 | $201,766 | 0.02 | ||
| Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 | NDASS | 65557CAR4 | 200,000 | $201,402 | 0.02 | ||
| Agricultural Bank of China Ltd/Sydney|1.82|09/26/2022, 1.82%, 09/26/22 | AGRBK | ZR6327467 | 280,000 | $189,415 | 0.02 | ||
| Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 | BACAU | EJ8798880 | 260,000 | $189,012 | 0.02 | ||
| Bendigo and Adelaide Bank Limited FRN 21-FEB-2020, 2.08%, 02/21/20 | BENAU | AL2398009 | 250,000 | $170,056 | 0.02 | ||
| Bendigo & Adelaide Bank Ltd|3.8079|12/09/2026, 3.81%, 12/09/26 | BENAU | AL5167005 | 230,000 | $160,506 | 0.02 | ||
| Australia Pacific Airports Corporation Limited 5.0% 04-JUN-2020, 5.00%, 06/04/20 | MELAIR | EJ6958775 | 200,000 | $140,959 | 0.01 | ||
| Credit Union Australia Ltd|2.2071|03/04/2022, 2.21%, 03/04/22 | CRUNAU | AX3062624 | 180,000 | $123,025 | 0.01 | ||
| JPMorgan Chase & Co. FRN 01-MAR-2021, 3.62%, 03/01/21 | JPM | 46625HQK9 | 110,000 | $112,178 | 0.01 | ||
| Morgan Stanley 5.0% 30-SEP-2021, 5.00%, 09/30/21 | MS | EK5133989 | 120,000 | $86,702 | 0.01 | ||
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 3.67%, 05/17/26 | ANZ | QJ6184601 | 120,000 | $83,619 | 0.01 | ||
| Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 | MELAIR | QZ9328522 | 100,000 | $77,031 | 0.01 | ||
| JABIL INC 0% 10/16/2019, 0.00%, 10/16/19 | 46652MXG5 | 13,000,000 | $12,999,080 | 1.24 | |||
| ENERGY TRANSFER OPER LP 0% 10/16/2019, 0.00%, 10/16/19 | 29277FXG1 | 13,000,000 | $12,999,030 | 1.24 | |||
| SMITHFIELD FOODS INC 0% 10/22/2019, 0.00%, 10/22/19 | 83225MXN1 | 11,000,000 | $10,994,396 | 1.04 | |||
| SMITHFIELD FOODS INC 0% 10/16/2019, 0.00%, 10/16/19 | SFDCPP | 83225MXG6 | 10,000,000 | $9,999,254 | 0.95 | ||
| CNPC FINANCE HK LTD 0% 10/17/2019, 0.00%, 10/17/19 | CNPCHK | 12623LXH3 | 10,000,000 | $9,998,845 | 0.95 | ||
| APACHE CORP 0% 10/21/2019, 0.00%, 10/21/19 | 03741PXM9 | 10,000,000 | $9,995,845 | 0.95 | |||
| NEWELL RUBBERMAID INC 0% 10/23/2019, 0.00%, 10/23/19 | 65119KXP6 | 10,000,000 | $9,994,202 | 0.95 | |||
| CONAGRA BRANDS INC 0% 10/16/2019, 0.00%, 10/16/19 | 20600HXG4 | 4,800,000 | $4,799,729 | 0.46 | |||
| PENTAIR FINANCE SARL 0% 10/16/2019, 0.00%, 10/16/19 | 70962WXG8 | 4,750,000 | $4,749,645 | 0.45 | |||
| NEWELL RUBBERMAID INC 0% 10/16/2019, 0.00%, 10/16/19 | NWL | 65119KXG6 | 4,000,000 | $3,999,701 | 0.38 | ||
| SEGREGATED CASH | SEGCASH | $0.00 | 1,430,000 | $1,430,000 | 0.14 | ||
| AUSTRALIAN DOLLARS | AUD | 1,149,928 | $777,867 | 0.07 | |||
| NEW ZEALAND DOLLAR | CASHNZD | 72,604 | $45,679 | 0.00 | |||
| US DOLLARS, 0.00%, 10/14/19 | USD | -22,632,131 | $-22,632,131 | -2.15 | |||
| Buy Protection CDX-NAIGS33V1-5Y, 1.00%, 12/20/24 | 2I65BYDV4 | 93,200,000 | $93,200,000 | 8.86 | |||
| Buy Protection CDX-NAIGS33V1-5Y, 1.00%, 12/20/24 | 2I65BYDV4 | -93,200,000 | $-93,200,000 | -8.86 | |||
| Put EUR / Call USD 1.1745 Expire 02/26/20 | EUR 022620P11745A | EUR02P117 | EUR/USD | $1.17 | 26,162,436 | $1,630,286 | 0.15 |
| Call EUR / Put USD 1.1745 Expire 02/26/20 | EUR 022620C11745C | EUR02117C | EUR/USD | $1.17 | 26,162,436 | $43,587 | 0.00 |
| AUST 3YR BOND FUT Dec19 | YMZ9 | AU03Y 22Z | 1,183 | $0 | 0.00 | ||
| FX Forward|EUR|10/30/2019 | +EUR1 | -8,200,000 | $-9,059,738 | -0.86 | |||
| FX Forward|USD|10/30/2019 | +EUR1 | 9,131,310 | $9,131,310 | 0.87 | |||
| FX Forward|AUD|11/20/2019 | +AUDU | -7,200,000 | $-4,875,903 | -0.46 | |||
| FX Forward|USD|11/20/2019 | +AUDU | 4,881,600 | $4,881,600 | 0.46 | |||
| FX Forward|AUD|12/02/2019 | +AUDU | -250,000,000 | $-169,354,560 | -16.10 | |||
| FX Forward|USD|12/02/2019 | +AUDU | 170,237,500 | $170,237,500 | 16.18 | |||
| FX Forward|CAD|12/02/2019 | +CADU | -1,370,000 | $-1,037,467 | -0.10 | |||
| FX Forward|USD|12/02/2019 | +CADU | 1,036,253 | $1,036,253 | 0.10 | |||
| FX Forward|EUR|12/02/2019 | +EURU | -7,200,000 | $-7,972,872 | -0.76 | |||
| FX Forward|USD|12/02/2019 | +EURU | 7,991,863 | $7,991,863 | 0.76 | |||
| FX Forward|NZD|12/02/2019 | +NZDU | -5,000,000 | $-3,149,207 | -0.30 | |||
| FX Forward|USD|12/02/2019 | +NZDU | 3,186,180 | $3,186,180 | 0.30 | |||
| FX Forward|EUR|12/02/2019 | +EURU | 5,170,000 | $5,724,965 | 0.54 | |||
| FX Forward|USD|12/02/2019 | +EURU | -5,744,113 | $-5,744,113 | -0.55 | |||
| FX Forward|EUR|12/02/2019 | +EUR3 | 2,030,000 | $2,247,907 | 0.21 | |||
| FX Forward|USD|12/02/2019 | +EUR3 | -2,259,199 | $-2,259,199 | -0.21 | |||
| FX Forward|AUD|12/02/2019 | +AUDU | -25,000,000 | $-16,935,456 | -1.61 | |||
| FX Forward|USD|12/02/2019 | +AUDU | 17,141,225 | $17,141,225 | 1.63 | |||
| FX Forward|NZD|12/02/2019 | +NZDU | -1,600,000 | $-1,007,746 | -0.10 | |||
| FX Forward|USD|12/02/2019 | +NZDU | 1,014,856 | $1,014,856 | 0.10 | |||
| FX Forward|CAD|12/02/2019 | +CAD1 | 1,370,000 | $1,037,467 | 0.10 | |||
| FX Forward|USD|12/02/2019 | +CAD1 | -1,033,441 | $-1,033,441 | -0.10 | |||
| FX Forward|NZD|12/02/2019 | +NZDU | -500,000 | $-314,921 | -0.03 | |||
| FX Forward|USD|12/02/2019 | +NZDU | 313,517 | $313,517 | 0.03 | |||
| FX Forward|AUD|12/02/2019 | +AUDU | -9,300,000 | $-6,299,990 | -0.60 | |||
| FX Forward|USD|12/02/2019 | +AUDU | 6,244,643 | $6,244,643 | 0.59 | |||
| FX Forward|AUD|12/02/2019 | +AUDU | 1,400,000 | $948,386 | 0.09 | |||
| FX Forward|USD|12/02/2019 | +AUDU | -944,016 | $-944,016 | -0.09 |
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.
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.