VNLA – Short Duration Income ETF Holdings
Full Portfolio Holdings as of 10/11/19(As of 10/11/2019) |
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 | $16,535,236 | 1.58 | ||
| Optus Finance Pty Ltd. 4.625% 15-OCT-2019, 4.62%, 10/15/19 | SGTOPT | EI0055331 | 13,637,000 | $13,950,604 | 1.34 | ||
| SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 | SGSPAA | EJ3849779 | 12,800,000 | $13,153,156 | 1.26 | ||
| Export-Import Bank of Korea FRN 01-JUN-2021, 2.71%, 06/01/21 | EIBKOR | 302154CT4 | 12,732,000 | $12,811,457 | 1.23 | ||
| Cardinal Health, Inc. FRN 15-JUN-2022, 2.89%, 06/15/22 | CAH | 14149YBG2 | 11,680,000 | $11,690,446 | 1.12 | ||
| Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 | WSTP | AO6757295 | 13,122,000 | $9,527,712 | 0.92 | ||
| Liberty Funding Pty LTD Liberty Series 2018-1 A2 2.707% 10-OCT-2049, 2.54%, 10/10/49 | LBRTY | BCC2G4SM2 | 13,630,000 | $9,272,316 | 0.89 | ||
| Walt Disney Company 1.75% 30-AUG-2024, 1.75%, 08/30/24 | DIS | 254687FK7 | 8,900,000 | $8,824,819 | 0.84 | ||
| Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 2.23%, 10/30/24 | AUSGF | AP6703965 | 12,700,000 | $8,704,028 | 0.83 | ||
| Volkswagen Group of America Finance LLC FRN 12-NOV-2021, 3.12%, 11/12/21 | VW | 928668AQ5 | 8,600,000 | $8,693,999 | 0.83 | ||
| Wells Fargo Bank, N.A. FRN 23-JUL-2021, 2.76%, 07/23/21 | WFC | 94988J5Q6 | 8,250,000 | $8,316,188 | 0.79 | ||
| Macquarie Group Limited 3.189% 28-NOV-2023, 3.19%, 11/28/23 | MQGAU | 55608JAH1 | 7,957,000 | $8,232,060 | 0.78 | ||
| Australia and New Zealand Banking Group Limited FRN 09-NOV-2022, 2.76%, 11/09/22 | ANZ | 05252ACZ2 | 7,535,000 | $7,590,286 | 0.72 | ||
| Capital One Financial Corporation FRN 30-JAN-2023, 2.99%, 01/30/23 | COF | 14040HBV6 | 7,500,000 | $7,513,064 | 0.71 | ||
| Bank of America Corporation FRN 23-JUL-2024, 3.22%, 07/23/24 | BAC | 06051GHK8 | 7,400,000 | $7,506,864 | 0.71 | ||
| Citibank, National Association FRN 23-JUL-2021, 2.83%, 07/23/21 | C | 17325FAR9 | 7,400,000 | $7,475,362 | 0.71 | ||
| Ally Financial Inc. 3.75% 18-NOV-2019, 3.75%, 11/18/19 | ALLY | 02005NAW0 | 7,255,000 | $7,371,140 | 0.70 | ||
| National Australia Bank Ltd|2.94925|11/04/2021, 2.95%, 11/04/21 | NAB | 6325C0DW8 | 7,200,000 | $7,290,565 | 0.69 | ||
| Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 2.08%, 12/06/24 | NETFIN | AQ2180349 | 10,600,000 | $7,204,387 | 0.68 | ||
| Simon Property Group LP 2.75% 01-JUN-2023, 2.75%, 06/01/23 | SPG | 828807DD6 | 6,873,000 | $7,085,430 | 0.67 | ||
| Amazon.com, Inc. 2.5% 29-NOV-2022, 2.50%, 11/29/22 | AMZN | 023135AJ5 | 6,828,000 | $7,011,785 | 0.67 | ||
| Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 | AUSGF | 052113AA5 | 6,500,000 | $6,877,149 | 0.65 | ||
| Morgan Stanley FRN 24-OCT-2023, 3.68%, 10/24/23 | MS | 61746BEC6 | 6,655,000 | $6,829,467 | 0.65 | ||
| Alibaba Group Holding Ltd. 2.5% 28-NOV-2019, 2.50%, 11/28/19 | BABA | 01609WAC6 | 6,600,000 | $6,663,257 | 0.63 | ||
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2021, 2.58%, 05/17/21 | ANZ | 05252ADC2 | 6,600,000 | $6,648,966 | 0.63 | ||
| Macquarie Group Limited FRN 27-MAR-2024, 3.45%, 03/27/24 | MQGAU | 55608KAM7 | 6,502,000 | $6,608,951 | 0.63 | ||
| TD Ameritrade Holding Corporation FRN 01-NOV-2021, 2.68%, 11/01/21 | AMTD | 87236YAG3 | 6,540,000 | $6,585,533 | 0.63 | ||
| IBM Credit LLC FRN 30-NOV-2020, 2.59%, 11/30/20 | IBM | 44932HAJ2 | 6,500,000 | $6,550,433 | 0.62 | ||
| CVS Health Corporation 2.125% 01-JUN-2021, 2.12%, 06/01/21 | CVS | 126650CT5 | 6,404,000 | $6,453,718 | 0.61 | ||
| Sherwin-Williams Company 2.25% 15-MAY-2020, 2.25%, 05/15/20 | SHW | 824348AT3 | 6,369,000 | $6,433,361 | 0.61 | ||
| Industrial and Commercial Bank of China Limited FRN 14-JUN-2021, 2.85%, 06/14/21 | ICBCAS | AS9547462 | 6,400,000 | $6,419,939 | 0.61 | ||
| Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 | SUNAU | 8672EMAL8 | 6,100,000 | $6,398,182 | 0.61 | ||
| Commonwealth Bank of Australia FRN 04-JUN-2024, 2.95%, 06/04/24 | CBAAU | 2027A0KC2 | 6,100,000 | $6,163,713 | 0.59 | ||
| Cnooc Finance (2015) USA LLC 3.75% 02-MAY-2023, 3.75%, 05/02/23 | CNOOC | 12634MAD2 | 5,800,000 | $6,155,314 | 0.58 | ||
| Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 | AUSGF | AP3049594 | 7,960,000 | $6,004,916 | 0.57 | ||
| Sumitomo Mitsui Financial Group, Inc. FRN 19-JUL-2023, 3.16%, 07/19/23 | SUMIBK | 86562MBA7 | 5,840,000 | $5,911,070 | 0.56 | ||
| Citigroup Inc. FRN 08-DEC-2021, 3.17%, 12/08/21 | C | 172967LB5 | 5,750,000 | $5,834,162 | 0.55 | ||
| Comcast Corporation FRN 01-OCT-2021, 2.54%, 10/01/21 | CMCSA | 20030NCW9 | 5,777,000 | $5,801,275 | 0.55 | ||
| Nordea Bank AB FRN 30-AUG-2023, 3.06%, 08/30/23 | NDASS | 65557CAZ6 | 5,700,000 | $5,680,963 | 0.54 | ||
| New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 2.58%, 07/12/24 | ADLAIR | AO1975298 | 8,200,000 | $5,677,209 | 0.54 | ||
| National Australia Bank Limited FRN 20-SEP-2021, 2.74%, 09/20/21 | NAB | 6325C0DV0 | 5,500,000 | $5,535,937 | 0.53 | ||
| Sinopec Group Overseas Development (2018) Ltd. 3.75% 12-SEP-2023, 3.75%, 09/12/23 | SINOPE | 82939GAA6 | 5,000,000 | $5,260,485 | 0.50 | ||
| Bank of Queensland Limited FRN 26-OCT-2020, 2.21%, 10/26/20 | BQDAU | QZ8102027 | 7,510,000 | $5,158,154 | 0.49 | ||
| Citibank, National Association FRN 19-FEB-2022, 2.65%, 02/19/22 | C | 17325FAU2 | 5,000,000 | $5,030,658 | 0.48 | ||
| Bank of America Corporation FRN 25-JUN-2022, 2.76%, 06/25/22 | BAC | 06051GHJ1 | 5,000,000 | $5,026,883 | 0.48 | ||
| JPMorgan Chase & Co. FRN 18-JUN-2022, 2.76%, 06/18/22 | JPM | 46647PAT3 | 5,000,000 | $5,021,344 | 0.48 | ||
| Apple Inc. 2.4% 13-JAN-2023, 2.40%, 01/13/23 | AAPL | 037833DE7 | 4,920,000 | $5,019,038 | 0.48 | ||
| Suncorp-Metway Ltd|2.375|11/09/2020, 2.38%, 11/09/20 | SUNAU | 8672EMAH7 | 4,948,000 | $5,011,314 | 0.48 | ||
| Toronto-Dominion Bank FRN 19-JUL-2023, 2.94%, 07/19/23 | TD | 89114QC55 | 4,900,000 | $4,960,588 | 0.47 | ||
| Bank of Nova Scotia FRN 19-SEP-2022, 2.78%, 09/19/22 | BNS | 064159KE5 | 4,900,000 | $4,933,385 | 0.47 | ||
| Bank of America Corporation FRN 21-OCT-2022, 3.46%, 10/21/22 | BAC | 06051GFY0 | 4,800,000 | $4,902,520 | 0.47 | ||
| Korea National Oil Corp. 2.0% 24-OCT-2021, 2.00%, 10/24/21 | KOROIL | 50066RAC0 | 4,746,000 | $4,767,627 | 0.45 | ||
| Barclays Plc FRN 15-FEB-2023, 3.59%, 02/15/23 | BACR | 06738EBF1 | 4,700,000 | $4,736,238 | 0.45 | ||
| Liberty Financial Pty Ltd. 5.1% 01-JUN-2020, 5.10%, 06/01/20 | LBRFI | AL3191221 | 6,700,000 | $4,707,556 | 0.45 | ||
| Constellation Brands, Inc. 2.65% 07-NOV-2022, 2.65%, 11/07/22 | STZ | 21036PAW8 | 4,600,000 | $4,705,691 | 0.45 | ||
| Verizon Communications Inc. FRN 16-MAR-2022, 3.12%, 03/16/22 | VZ | 92343VDX9 | 4,600,000 | $4,682,543 | 0.44 | ||
| ASB Bank Ltd. FRN 14-JUN-2023, 3.09%, 06/14/23 | ASBBNK | 00216LAB9 | 4,610,000 | $4,660,891 | 0.44 | ||
| Bank of China Ltd. (Sydney) FRN 02-MAR-2020, 1.96%, 03/02/20 | BCHINA | AM5813804 | 6,800,000 | $4,640,999 | 0.44 | ||
| Molson Coors Brewing Company 2.1% 15-JUL-2021, 2.10%, 07/15/21 | TAP | 60871RAF7 | 4,600,000 | $4,617,769 | 0.44 | ||
| Pepper Residential Securities Trust No. 22|3.04425|06/20/2060, 3.04%, 06/20/60 | PEPAU | 71338AAA9 | 4,599,838 | $4,613,980 | 0.44 | ||
| Lloyds Banking Group Plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 | LLOYDS | 53944YAH6 | 4,300,000 | $4,529,648 | 0.43 | ||
| Incitec Pivot Finance LLC 6.0% 10-DEC-2019, 6.00%, 12/10/19 | IPLAU | 45326TAA6 | 4,410,000 | $4,521,082 | 0.43 | ||
| Verizon Communications Inc. FRN 17-FEB-2023, 2.19%, 02/17/23 | VZ | AO6240110 | 6,570,000 | $4,501,038 | 0.43 | ||
| Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 | KOHNPW | 50064YAN3 | 4,012,000 | $4,275,969 | 0.41 | ||
| ANZ New Zealand (Int'l) Ltd. 2.75% 22-JAN-2021, 2.75%, 01/22/21 | ANZNZ | 00182EBH1 | 4,200,000 | $4,258,256 | 0.40 | ||
| Morgan Stanley FRN 21-APR-2021, 3.68%, 04/21/21 | MS | 61746BEB8 | 4,110,000 | $4,209,919 | 0.40 | ||
| Walmart Inc. 2.85% 08-JUL-2024, 2.85%, 07/08/24 | WMT | 931142EL3 | 4,000,000 | $4,186,295 | 0.40 | ||
| Bendigo and Adelaide Bank Limited FRN 18-AUG-2020, 2.07%, 08/18/20 | BENAU | UV4812417 | 6,100,000 | $4,179,652 | 0.40 | ||
| QPH Finance Co. Pty Ltd. 5.75% 29-JUL-2020, 5.75%, 07/29/20 | QPHFIN | EJ7646361 | 5,850,000 | $4,161,002 | 0.40 | ||
| GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 | GPTWSC | AO9337061 | 5,600,000 | $4,157,019 | 0.40 | ||
| Mars, Inc. 2.7% 01-APR-2025, 2.70%, 04/01/25 | MARS | 571676AA3 | 4,030,000 | $4,127,133 | 0.39 | ||
| Morgan Stanley FRN 10-JUN-2022, 2.68%, 06/10/22 | MS | 6174468H5 | 4,100,000 | $4,118,974 | 0.39 | ||
| National Australia Bank Limited FRN 26-MAR-2025, 3.03%, 03/26/25 | NAB | EK8164775 | 6,017,000 | $4,112,088 | 0.39 | ||
| American Honda Finance Corp. FRN 16-JUN-2020, 2.38%, 06/16/20 | HNDA | 02665WCG4 | 4,100,000 | $4,112,048 | 0.39 | ||
| Commonwealth Bank of Australia FRN 05-NOV-2024, 2.94%, 11/05/24 | CBAAU | EK5758074 | 6,000,000 | $4,103,338 | 0.39 | ||
| Amazon.com, Inc. 2.4% 22-FEB-2023, 2.40%, 02/22/23 | AMZN | 023135AW6 | 4,000,000 | $4,086,616 | 0.39 | ||
| Goldman Sachs Bank USA 3.2% 05-JUN-2020, 3.20%, 06/05/20 | GS | 38148PP84 | 4,000,000 | $4,072,698 | 0.39 | ||
| Horse Gallop Finance Ltd. FRN 28-JUN-2021, 3.28%, 06/28/21 | ICBCIH | AT1180963 | 4,050,000 | $4,065,824 | 0.39 | ||
| CK Hutchison International (17) Ltd. 2.875% 05-APR-2022, 2.88%, 04/05/22 | CKHH | AN0763788 | 4,000,000 | $4,039,527 | 0.38 | ||
| Daimler Finance North America LLC FRN 22-FEB-2021, 2.60%, 02/22/21 | DAIGR | 233851DC5 | 4,018,000 | $4,030,789 | 0.38 | ||
| JPMorgan Chase Bank, NA (New York Branch) FRN 26-APR-2021, 2.61%, 04/26/21 | JPM | 48125LRP9 | 4,000,000 | $4,024,410 | 0.38 | ||
| JPMorgan Chase & Co. 3.207% 01-APR-2023, 3.21%, 04/01/23 | JPM | 46647PBB1 | 3,900,000 | $3,994,290 | 0.38 | ||
| Westpac Banking Corporation FRN 26-FEB-2024, 2.90%, 02/26/24 | WSTP | 961214EB5 | 3,950,000 | $3,987,885 | 0.38 | ||
| American Express Company FRN 17-MAY-2021, 2.65%, 05/17/21 | AXP | 025816BV0 | 3,945,000 | $3,974,644 | 0.38 | ||
| WSO Finance Pty Ltd. 4.5% 30-SEP-2027, 4.50%, 09/30/27 | WSOFIN | AM6441365 | 5,000,000 | $3,952,143 | 0.38 | ||
| Scentre Management Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | SCGAU | EK4621760 | 5,500,000 | $3,939,652 | 0.37 | ||
| Walmart Inc. 1.9% 15-DEC-2020, 1.90%, 12/15/20 | WMT | 931142EA7 | 3,900,000 | $3,928,992 | 0.37 | ||
| Toyota Motor Credit Corporation FRN 08-JAN-2021, 2.57%, 01/08/21 | TOYOTA | 89236TFR1 | 3,900,000 | $3,920,618 | 0.37 | ||
| Home Depot, Inc. FRN 01-MAR-2022, 2.45%, 03/01/22 | HD | 437076BU5 | 3,900,000 | $3,916,410 | 0.37 | ||
| ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 | ETSA | AO5004962 | 5,280,000 | $3,880,535 | 0.37 | ||
| Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 | KOEWPW | 5006EPAJ0 | 3,580,000 | $3,827,360 | 0.36 | ||
| Shinhan Bank Co., Ltd. FRN 17-MAR-2021, 2.14%, 03/17/21 | SHNHAN | AM7966022 | 5,530,000 | $3,775,113 | 0.36 | ||
| Hyundai Capital America, Inc. FRN 12-MAR-2021, 2.95%, 03/12/21 | HYNMTR | 44891AAT4 | 3,758,000 | $3,772,971 | 0.36 | ||
| Hyundai Capital America, Inc. FRN 08-JUL-2021, 2.97%, 07/08/21 | HYNMTR | 44891AAV9 | 3,680,000 | $3,688,034 | 0.35 | ||
| Microchip Technology Incorporated 3.922% 01-JUN-2021, 3.92%, 06/01/21 | MCHP | 595017AN4 | 3,555,000 | $3,682,564 | 0.35 | ||
| Trimble Inc. 4.15% 15-JUN-2023, 4.15%, 06/15/23 | TRMB | 896239AB6 | 3,455,000 | $3,651,008 | 0.35 | ||
| DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 | DBSSP | 24023MAA2 | 3,350,000 | $3,622,288 | 0.34 | ||
| Caterpillar Financial Services Corporation FRN 07-DEC-2020, 2.45%, 12/07/20 | CAT | 14913Q2R9 | 3,600,000 | $3,614,485 | 0.34 | ||
| Westpac Banking Corporation FRN 11-JAN-2023, 2.55%, 01/11/23 | WSTP | 961214DT7 | 3,600,000 | $3,608,675 | 0.34 | ||
| Simon Property Group LP 2.75% 01-FEB-2023, 2.75%, 02/01/23 | SPG | 828807CN5 | 3,500,000 | $3,595,397 | 0.34 | ||
| Apple Inc. 1.8% 11-SEP-2024, 1.80%, 09/11/24 | AAPL | 037833DM9 | 3,600,000 | $3,575,300 | 0.34 | ||
| CVS Health Corporation 2.625% 15-AUG-2024, 2.62%, 08/15/24 | CVS | 126650DE7 | 3,530,000 | $3,550,863 | 0.34 | ||
| Toronto-Dominion Bank 2.5% 14-DEC-2020, 2.50%, 12/14/20 | TD | 89114QBC1 | 3,500,000 | $3,549,729 | 0.34 | ||
| Glencore Funding LLC 4.125% 12-MAR-2024, 4.12%, 03/12/24 | GLENLN | 378272AT5 | 3,380,000 | $3,547,676 | 0.34 | ||
| Wells Fargo Bank, N.A. FRN 22-OCT-2021, 2.79%, 10/22/21 | WFC | 94988J5U7 | 3,500,000 | $3,532,723 | 0.34 | ||
| American Honda Finance Corp. FRN 08-JAN-2021, 2.50%, 01/08/21 | HNDA | 02665WCR0 | 3,520,000 | $3,532,518 | 0.34 | ||
| Inter-American Development Bank 5.5% 23-AUG-2021, 5.50%, 08/23/21 | IADB | AO7138362 | 253,400,000 | $3,520,295 | 0.33 | ||
| Morgan Stanley 3.737% 24-APR-2024, 3.74%, 04/24/24 | MS | 61744YAQ1 | 3,300,000 | $3,506,537 | 0.33 | ||
| Nissan Motor Acceptance Corp. FRN 21-SEP-2021, 2.79%, 09/21/21 | NSANY | 654740BN8 | 3,500,000 | $3,505,869 | 0.33 | ||
| Constellation Brands, Inc. 3.2% 15-FEB-2023, 3.20%, 02/15/23 | STZ | 21036PAX6 | 3,380,000 | $3,493,063 | 0.33 | ||
| Goldman Sachs Group, Inc. FRN 25-FEB-2021, 3.90%, 02/25/21 | GS | 38143U8G9 | 3,380,000 | $3,461,939 | 0.33 | ||
| Goldman Sachs Group, Inc. FRN 31-OCT-2022, 3.04%, 10/31/22 | GS | 38148YAB4 | 3,400,000 | $3,432,631 | 0.33 | ||
| Bank of America Corporation FRN 20-JAN-2023, 3.44%, 01/20/23 | BAC | 06051GGH6 | 3,350,000 | $3,415,076 | 0.32 | ||
| Walmart Inc. FRN 23-JUN-2021, 2.39%, 06/23/21 | WMT | 931142EH2 | 3,400,000 | $3,413,340 | 0.32 | ||
| General Motors Financial Co., Inc. FRN 09-APR-2021, 2.86%, 04/09/21 | GM | 37045XCH7 | 3,393,000 | $3,394,913 | 0.32 | ||
| CBS Corporation 2.9% 01-JUN-2023, 2.90%, 06/01/23 | CBS | 124857AY9 | 3,288,000 | $3,368,868 | 0.32 | ||
| Bendigo and Adelaide Bank Limited FRN 19-JAN-2022, 2.13%, 01/19/22 | BENAU | AU8747019 | 4,900,000 | $3,364,931 | 0.32 | ||
| National Australia Bank Limited 2.5% 12-JAN-2021, 2.50%, 01/12/21 | NAB | 63254AAX6 | 3,300,000 | $3,343,512 | 0.32 | ||
| Bank of Montreal|2.9|03/26/2022, 2.90%, 03/26/22 | BMO | 06367WJM6 | 3,270,000 | $3,335,211 | 0.32 | ||
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | 361435AA8 | 3,252,000 | $3,326,619 | 0.32 | ||
| JPMorgan Chase Bank, NA (New York Branch) FRN 19-FEB-2021, 2.49%, 02/19/21 | JPM | 48125LRS3 | 3,300,000 | $3,313,333 | 0.31 | ||
| International Bank for Reconstruction & Development 3.5% 22-JAN-2021, 3.50%, 01/22/21 | IBRD | JV6344453 | 5,015,000 | $3,297,204 | 0.31 | ||
| GAIF Bond Issuer Pty Ltd. 3.4% 30-SEP-2026, 3.40%, 09/30/26 | GAIF | QZ6969419 | 3,219,000 | $3,292,862 | 0.31 | ||
| General Motors Financial Co., Inc. FRN 05-JAN-2023, 3.03%, 01/05/23 | GM | 37045XCE4 | 3,300,000 | $3,260,000 | 0.31 | ||
| IBM Credit LLC FRN 20-JAN-2021, 2.54%, 01/20/21 | IBM | 44932HAE3 | 3,200,000 | $3,223,805 | 0.31 | ||
| DBS Group Holdings Ltd 2.85% 16-APR-2022, 2.85%, 04/16/22 | DBSSP | 24023KAE8 | 3,100,000 | $3,192,825 | 0.30 | ||
| Toronto-Dominion Bank|1.9|12/01/2022, 1.90%, 12/01/22 | TD | 89114QCD8 | 3,170,000 | $3,150,088 | 0.30 | ||
| Bank of Montreal FRN 13-JUL-2020, 2.64%, 07/13/20 | BMO | 06367T7J3 | 3,100,000 | $3,126,177 | 0.30 | ||
| Sinopec Group Overseas Development (2018) Ltd. 2.5% 08-AUG-2024, 2.50%, 08/08/24 | SINOPE | 82939GAF5 | 3,100,000 | $3,115,128 | 0.30 | ||
| CK Hutchison International 19 Ltd|3.25|04/11/2024, 3.25%, 04/11/24 | CKHH | 12564CAA4 | 3,000,000 | $3,076,457 | 0.29 | ||
| United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 | UOBSP | 91127KAC6 | 2,900,000 | $3,055,932 | 0.29 | ||
| Commonwealth Bank of Australia FRN 16-MAR-2023, 2.82%, 03/16/23 | CBAAU | 2027A0JY6 | 3,000,000 | $3,024,093 | 0.29 | ||
| United Energy Distribution Pty Ltd. 3.85% 23-OCT-2024, 3.85%, 10/23/24 | UELAU | AP4899310 | 3,980,000 | $3,021,195 | 0.29 | ||
| Constellation Brands, Inc. FRN 15-NOV-2021, 2.86%, 11/15/21 | STZ | 21036PBA5 | 3,000,000 | $3,014,358 | 0.29 | ||
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-SEP-2023, 2.97%, 09/26/23 | RABOBK | 74977RDD3 | 3,000,000 | $3,010,351 | 0.29 | ||
| Royal Bank of Canada FRN 05-OCT-2023, 2.70%, 10/05/23 | RY | 78013XW61 | 3,000,000 | $3,007,426 | 0.29 | ||
| General Motors Company FRN 10-SEP-2021, 3.03%, 09/10/21 | GM | 37045VAR1 | 3,000,000 | $3,004,789 | 0.29 | ||
| Toyota Motor Credit Corporation FRN 10-JAN-2020, 2.11%, 01/10/20 | TOYOTA | 89236TEK7 | 3,000,000 | $3,001,024 | 0.29 | ||
| American Express Company 2.75% 20-MAY-2022, 2.75%, 05/20/22 | AXP | 025816CD9 | 2,900,000 | $2,981,231 | 0.28 | ||
| SingTel Group Treasury Pte Ltd. 4.5% 08-SEP-2021, 4.50%, 09/08/21 | STSP | EI5965658 | 2,841,000 | $2,973,028 | 0.28 | ||
| Shopping Centres Australasia Property Group RE Ltd. 3.9% 07-JUN-2024, 3.90%, 06/07/24 | SCAPRT | AN6454895 | 4,050,000 | $2,972,672 | 0.28 | ||
| Oracle Corporation 2.5% 15-MAY-2022, 2.50%, 05/15/22 | ORCL | 68389XBB0 | 2,900,000 | $2,967,267 | 0.28 | ||
| Lloyds Banking Group Plc 2.907% 07-NOV-2023, 2.91%, 11/07/23 | LLOYDS | 539439AP4 | 2,900,000 | $2,949,900 | 0.28 | ||
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033DAC1 | 2,730,000 | $2,947,049 | 0.28 | ||
| Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 | BAC | 06051GHR3 | 2,800,000 | $2,927,613 | 0.28 | ||
| Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 | VCXAU | AN2610136 | 3,980,000 | $2,918,324 | 0.28 | ||
| Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 | KOROIL | 41754WAS0 | 2,700,000 | $2,916,936 | 0.28 | ||
| Morgan Stanley FRN 20-JAN-2022, 3.46%, 01/20/22 | MS | 61746BEE2 | 2,850,000 | $2,899,384 | 0.28 | ||
| Mizuho Financial Group, Inc. FRN 28-FEB-2022, 3.08%, 02/28/22 | MIZUHO | 60687YAJ8 | 2,844,000 | $2,877,640 | 0.27 | ||
| Daimler Finance North America LLC FRN 22-FEB-2022, 3.03%, 02/22/22 | DAIGR | 233851DQ4 | 2,850,000 | $2,875,896 | 0.27 | ||
| eBay Inc. FRN 30-JAN-2023, 3.14%, 01/30/23 | EBAY | 278642AT0 | 2,820,000 | $2,849,743 | 0.27 | ||
| RESIMAC Premier Series 2018-1|2.73875|11/10/2049, 2.74%, 11/10/49 | RESI | 76119HAA8 | 2,781,056 | $2,778,019 | 0.26 | ||
| 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 | $2,765,149 | 0.26 | ||
| Hyundai Capital America, Inc. 3.0% 20-JUN-2022, 3.00%, 06/20/22 | HYNMTR | 44891ABA4 | 2,700,000 | $2,751,125 | 0.26 | ||
| Westpac Banking Corporation FRN 27-AUG-2029, 2.96%, 08/27/29 | WSTP | ZR2259201 | 3,900,000 | $2,671,783 | 0.25 | ||
| JPMorgan Chase & Co. FRN 23-APR-2024, 2.99%, 04/23/24 | JPM | 46647PAQ9 | 2,649,000 | $2,661,217 | 0.25 | ||
| Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 | MQGAU | 55608JAE8 | 2,500,000 | $2,658,210 | 0.25 | ||
| RedZed Trust Series 2018-1|3.3027|03/09/2050, 3.30%, 03/09/50 | REDZE | BCC2HM3M8 | 3,800,000 | $2,632,390 | 0.25 | ||
| Wells Fargo & Company FRN 27-APR-2022, 2.13%, 04/27/22 | WFC | 949746SR3 | 3,800,000 | $2,610,384 | 0.25 | ||
| Liberty Financial Pty Ltd. 5.1% 09-APR-2021, 5.10%, 04/09/21 | LBRFI | AR6488811 | 3,650,000 | $2,562,371 | 0.24 | ||
| Heritage Bank Ltd. FRN 12-AUG-2022, 1.78%, 08/12/22 | HBSAU | AZ8502462 | 3,720,000 | $2,532,471 | 0.24 | ||
| United Overseas Bank Ltd. (Singapore) FRN 23-APR-2021, 2.74%, 04/23/21 | UOBSP | 91127KAB8 | 2,500,000 | $2,519,864 | 0.24 | ||
| Walt Disney Company FRN 04-MAR-2022, 2.52%, 03/04/22 | DIS | 25468PDS2 | 2,490,000 | $2,505,676 | 0.24 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | EK8803059 | 2,370,000 | $2,479,882 | 0.24 | ||
| La Trobe Financial Capital Markets Trust 2017-2 A3 2.955% 12-JAN-2049, 2.96%, 01/12/49 | LTFC | BCC2EE8Q5 | 3,604,251 | $2,466,321 | 0.23 | ||
| Vulcan Materials Company FRN 01-MAR-2021, 3.17%, 03/01/21 | VMC | 929160AX7 | 2,425,000 | $2,439,025 | 0.23 | ||
| American Express Company 2.5% 30-JUL-2024, 2.50%, 07/30/24 | AXP | 025816CG2 | 2,400,000 | $2,432,344 | 0.23 | ||
| Commonwealth Bank of Australia FRN 06-SEP-2021, 2.94%, 09/06/21 | CBAAU | 2027A1HX8 | 2,400,000 | $2,431,625 | 0.23 | ||
| National Australia Bank Limited FRN 21-SEP-2026, 3.31%, 09/21/26 | NAB | QZ4979063 | 3,485,000 | $2,429,028 | 0.23 | ||
| Daimler Finance North America LLC FRN 15-FEB-2022, 3.06%, 02/15/22 | DAIGR | 233851DV3 | 2,400,000 | $2,424,056 | 0.23 | ||
| Caterpillar Financial Services Corporation FRN 06-JUN-2022, 2.70%, 06/06/22 | CAT | 14913QAB5 | 2,400,000 | $2,420,191 | 0.23 | ||
| Broadcom Corporation 2.65% 15-JAN-2023, 2.65%, 01/15/23 | AVGO | 11134LAM1 | 2,400,000 | $2,406,747 | 0.23 | ||
| Victoria Power Networks (Finance) Pty Ltd. 4.0% 18-AUG-2027, 4.00%, 08/18/27 | VPNF | AO6744343 | 3,100,000 | $2,397,648 | 0.23 | ||
| American Honda Finance Corp. 2.2% 27-JUN-2022, 2.20%, 06/27/22 | HNDA | 02665WCY5 | 2,300,000 | $2,330,258 | 0.22 | ||
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2022, 2.84%, 01/10/22 | RABOBK | 21688AAK8 | 2,300,000 | $2,321,897 | 0.22 | ||
| Bank of Montreal FRN 15-JUN-2020, 2.56%, 06/15/20 | BMO | 06367TYM6 | 2,300,000 | $2,310,014 | 0.22 | ||
| Canadian Imperial Bank of Commerce|2.58063|02/02/2021, 2.58%, 02/02/21 | CM | 136069XZ9 | 2,290,000 | $2,305,363 | 0.22 | ||
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA (New York) FRN 26-APR-2021, 2.70%, 04/26/21 | RABOBK | 21688AAP7 | 2,250,000 | $2,271,687 | 0.22 | ||
| Capital One, National Association FRN 30-JAN-2023, 3.42%, 01/30/23 | COF | 14042RFJ5 | 2,225,000 | $2,260,493 | 0.21 | ||
| Macquarie Group Limited 6.25% 14-JAN-2021, 6.25%, 01/14/21 | MQGAU | 55608KAD7 | 2,091,000 | $2,223,327 | 0.21 | ||
| Mizuho Financial Group, Inc. FRN 11-SEP-2022, 3.02%, 09/11/22 | MIZUHO | 60687YAN9 | 2,200,000 | $2,218,093 | 0.21 | ||
| JPMorgan Chase & Co. FRN 09-DEC-2019, 2.11%, 12/09/19 | JPM | EK6334107 | 3,210,000 | $2,188,562 | 0.21 | ||
| American Express Company FRN 01-AUG-2022, 2.86%, 08/01/22 | AXP | 025816BN8 | 2,150,000 | $2,167,416 | 0.21 | ||
| Caterpillar Financial Services Corporation 2.95% 26-FEB-2022, 2.95%, 02/26/22 | CAT | 14913Q2T5 | 2,100,000 | $2,156,785 | 0.20 | ||
| Canadian Imperial Bank of Commerce FRN 13-SEP-2023, 2.79%, 09/13/23 | CM | 13607RAE0 | 2,140,000 | $2,153,411 | 0.20 | ||
| Telstra Corporation Limited 7.75% 15-JUL-2020, 7.75%, 07/15/20 | TLSAU | EI2917587 | 2,950,000 | $2,141,089 | 0.20 | ||
| Sumitomo Mitsui Financial Group, Inc. FRN 19-OCT-2021, 3.44%, 10/19/21 | SUMIBK | 86562MAJ9 | 2,070,000 | $2,112,574 | 0.20 | ||
| Westpac Banking Corporation FRN 10-MAR-2026, 4.11%, 03/10/26 | WSTP | JK2350201 | 3,000,000 | $2,101,404 | 0.20 | ||
| JPMorgan Chase & Co. FRN 25-APR-2023, 3.18%, 04/25/23 | JPM | 46647PAD8 | 2,050,000 | $2,075,077 | 0.20 | ||
| Broadcom Corporation 3.0% 15-JAN-2022, 3.00%, 01/15/22 | AVGO | 11134LAD1 | 2,035,000 | $2,069,713 | 0.20 | ||
| United Overseas Bank Ltd. (Singapore) 2.88% 08-MAR-2027, 2.88%, 03/08/27 | UOBSP | QZ3971442 | 2,050,000 | $2,058,282 | 0.20 | ||
| Citigroup Inc. 3.142% 24-JAN-2023, 3.14%, 01/24/23 | C | 172967LV1 | 2,000,000 | $2,052,436 | 0.20 | ||
| Goldman Sachs Group, Inc. FRN 23-APR-2021, 3.64%, 04/23/21 | GS | 38141GVW1 | 2,000,000 | $2,043,263 | 0.19 | ||
| United Energy Distribution Pty Ltd. FRN 07-FEB-2023, 1.97%, 02/07/23 | UELAU | AQ8840888 | 3,000,000 | $2,041,784 | 0.19 | ||
| Bank of Montreal FRN 13-APR-2021, 2.76%, 04/13/21 | BMO | 06367T4X5 | 2,000,000 | $2,021,483 | 0.19 | ||
| Lloyds Banking Group Plc FRN 20-MAR-2023, 2.22%, 03/20/23 | LLOYDS | AP1140486 | 3,000,000 | $2,019,180 | 0.19 | ||
| Bank of Nova Scotia FRN 20-APR-2021, 2.72%, 04/20/21 | BNS | 064159LH7 | 2,000,000 | $2,019,010 | 0.19 | ||
| Toyota Motor Credit Corporation FRN 13-APR-2021, 2.58%, 04/13/21 | TOYOTA | 89236TEV3 | 2,000,000 | $2,015,499 | 0.19 | ||
| Daimler Finance North America LLC FRN 04-MAY-2021, 2.84%, 05/04/21 | DAIGR | 233851DK7 | 2,000,000 | $2,010,419 | 0.19 | ||
| Capital One, National Association 2.15% 06-SEP-2022, 2.15%, 09/06/22 | COF | 14042RNW7 | 2,000,000 | $2,001,265 | 0.19 | ||
| eBay Inc. 2.15% 05-JUN-2020, 2.15%, 06/05/20 | EBAY | 278642AR4 | 1,946,000 | $1,961,148 | 0.19 | ||
| Citigroup Inc. FRN 04-MAY-2021, 2.54%, 05/04/21 | C | 172967KP5 | 2,770,000 | $1,914,908 | 0.18 | ||
| Dexus Wholesale Property Ltd. 4.75% 16-JUN-2025, 4.75%, 06/16/25 | DEXUS | EK9601866 | 2,400,000 | $1,874,084 | 0.18 | ||
| Molson Coors Brewing Company 2.25% 15-MAR-2020, 2.25%, 03/15/20 | TAP | 60871RAP5 | 1,827,000 | $1,830,928 | 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 | $1,830,302 | 0.17 | ||
| Bank of Nova Scotia 2.35% 21-OCT-2020, 2.35%, 10/21/20 | BNS | 064159GW0 | 1,800,000 | $1,827,664 | 0.17 | ||
| Volkswagen Group of America Finance LLC|2.94563|11/13/2020, 2.95%, 11/13/20 | VW | AV5564670 | 1,800,000 | $1,815,056 | 0.17 | ||
| DBS Group Holdings Ltd 3.6% PERP, 3.60%, 03/07/99 | DBSSP | QZ3079600 | 1,800,000 | $1,813,410 | 0.17 | ||
| Amazon.com, Inc. 3.3% 05-DEC-2021, 3.30%, 12/05/21 | AMZN | 023135AM8 | 1,736,000 | $1,808,478 | 0.17 | ||
| Cooperatieve Rabobank UA (New York Branch) FRN 10-JAN-2023, 2.49%, 01/10/23 | RABOBK | 21688AAM4 | 1,800,000 | $1,792,780 | 0.17 | ||
| ANZ New Zealand (Int'l) Ltd. FRN 28-JUL-2021, 3.27%, 07/28/21 | ANZNZ | 00182EBB4 | 1,725,000 | $1,755,849 | 0.17 | ||
| Caterpillar Financial Services Corporation FRN 15-MAY-2023, 2.67%, 05/15/23 | CAT | 14913Q2M0 | 1,720,000 | $1,726,288 | 0.16 | ||
| Pepper Residential Securities Trust No. 24|2.94088|11/18/2060, 2.94%, 11/18/60 | PEPAU | 71338CAA5 | 1,719,600 | $1,723,026 | 0.16 | ||
| National Australia Bank Limited FRN 12-JAN-2021, 2.69%, 01/12/21 | NAB | 6325C1CU1 | 1,700,000 | $1,716,715 | 0.16 | ||
| Goldman Sachs Group, Inc. FRN 26-AUG-2020, 2.18%, 08/26/20 | GS | EK9246688 | 2,500,000 | $1,711,517 | 0.16 | ||
| QIC Finance Shopping Center Fund Pty Ltd|2.215|08/15/2025, 2.21%, 08/15/25 | QIC | ZR0093453 | 2,500,000 | $1,710,692 | 0.16 | ||
| NBCUniversal Enterprise, Inc. FRN 01-APR-2021, 2.50%, 04/01/21 | CMCSA | 63946CAG3 | 1,630,000 | $1,635,234 | 0.16 | ||
| Dexus Finance Pty Ltd. 4.2% 09-NOV-2022, 4.20%, 11/09/22 | DXSAU | QJ5397659 | 2,200,000 | $1,633,954 | 0.16 | ||
| Sinopec Group Overseas Development 2017 Ltd|2.375|04/12/2020, 2.38%, 04/12/20 | SINOPE | 82938NAE4 | 1,600,000 | $1,619,931 | 0.15 | ||
| GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 | GPTAU | AU4763044 | 2,200,000 | $1,613,402 | 0.15 | ||
| DBS Group Holdings Ltd FRN 08-JUN-2020, 2.59%, 06/08/20 | DBSSP | 24023KAD0 | 1,600,000 | $1,605,504 | 0.15 | ||
| Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 1.36%, 07/01/26 | ENVAU | ED8440239 | 2,500,000 | $1,599,877 | 0.15 | ||
| Fonterra Co-operative Group Limited 4.5% 30-JUN-2021, 4.50%, 06/30/21 | FCGNZ | EK3436046 | 2,200,000 | $1,594,784 | 0.15 | ||
| Commonwealth Bank of Australia FRN 18-JAN-2021, 2.27%, 01/18/21 | CBAAU | JV6123923 | 2,300,000 | $1,585,978 | 0.15 | ||
| Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 | VZ | AO5497091 | 2,170,000 | $1,570,639 | 0.15 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.375% 30-APR-2025, 3.38%, 04/30/25 | SYDAU | 87124VAE9 | 1,500,000 | $1,569,546 | 0.15 | ||
| Bank of Nova Scotia FRN 08-JAN-2021, 2.32%, 01/08/21 | BNS | 064159KU9 | 1,560,000 | $1,562,174 | 0.15 | ||
| Goldman Sachs Group, Inc. 3.272% 29-SEP-2025, 3.27%, 09/29/25 | GS | 38141GWQ3 | 1,475,000 | $1,525,509 | 0.14 | ||
| Goldman Sachs Group, Inc. FRN 05-JUN-2023, 3.18%, 06/05/23 | GS | 38141GWK6 | 1,510,000 | $1,523,974 | 0.14 | ||
| Deutsche Telekom International Finance BV FRN 17-JAN-2020, 2.88%, 01/17/20 | DT | 25156PAX1 | 1,450,000 | $1,461,554 | 0.14 | ||
| Bank of America Corporation FRN 05-AUG-2021, 2.54%, 08/05/21 | BAC | QZ0182266 | 2,100,000 | $1,453,962 | 0.14 | ||
| Westpac Banking Corporation FRN 07-FEB-2022, 2.11%, 02/07/22 | WSTP | AM2183276 | 2,000,000 | $1,382,120 | 0.13 | ||
| Australia and New Zealand Banking Group Limited FRN 07-MAR-2022, 2.01%, 03/07/22 | ANZ | AM6596564 | 2,000,000 | $1,376,595 | 0.13 | ||
| GPT Wholesale Office Fund 4.0% 18-MAY-2022, 4.00%, 05/18/22 | GPTAU | EK9073694 | 1,900,000 | $1,374,859 | 0.13 | ||
| National Australia Bank Limited FRN 10-FEB-2023, 1.76%, 02/10/23 | NAB | AP8367280 | 2,000,000 | $1,368,199 | 0.13 | ||
| Commonwealth Bank of Australia|2.94238|09/06/2021, 2.94%, 09/06/21 | CBAAU | 2027A0HX0 | 1,350,000 | $1,367,789 | 0.13 | ||
| ETSA Utilities Finance Pty Ltd. FRN 29-AUG-2022, 1.99%, 08/29/22 | ETSA | AO8114958 | 2,000,000 | $1,365,748 | 0.13 | ||
| Nissan Motor Acceptance Corp. 2.25% 13-JAN-2020, 2.25%, 01/13/20 | NSANY | 654740AT6 | 1,340,000 | $1,347,251 | 0.13 | ||
| Toronto-Dominion Bank 3.25% 11-MAR-2024, 3.25%, 03/11/24 | TD | 89114QCB2 | 1,270,000 | $1,326,495 | 0.13 | ||
| Constellation Brands, Inc. 2.7% 09-MAY-2022, 2.70%, 05/09/22 | STZ | 21036PAR9 | 1,296,000 | $1,326,270 | 0.13 | ||
| Apple Inc. 2.1% 12-SEP-2022, 2.10%, 09/12/22 | AAPL | 037833DC1 | 1,300,000 | $1,314,898 | 0.12 | ||
| Becton, Dickinson and Company 2.97938% 29-DEC-2020, 2.98%, 12/29/20 | BDX | 075887CF4 | 1,275,000 | $1,276,988 | 0.12 | ||
| Wells Fargo & Company FRN 07-DEC-2020, 3.11%, 12/07/20 | WFC | 94974BGS3 | 1,246,000 | $1,260,872 | 0.12 | ||
| Royal Bank of Canada 2.8% 29-APR-2022, 2.80%, 04/29/22 | RY | 78013X6D5 | 1,200,000 | $1,238,235 | 0.12 | ||
| Sumitomo Mitsui Financial Group Inc|2.696|07/16/2024, 2.70%, 07/16/24 | SUMIBK | 86562MBM1 | 1,200,000 | $1,219,330 | 0.12 | ||
| Commonwealth Bank of Australia FRN 18-SEP-2022, 2.83%, 09/18/22 | CBAAU | 2027A0JS9 | 1,200,000 | $1,211,524 | 0.12 | ||
| CK Hutchison International (17) Ltd. 2.75% 29-MAR-2023, 2.75%, 03/29/23 | CKHH | 12563XAB7 | 1,200,000 | $1,207,617 | 0.11 | ||
| JPMorgan Chase & Co. FRN 01-JUN-2021, 2.82%, 06/01/21 | JPM | 46647PAG1 | 1,200,000 | $1,207,504 | 0.11 | ||
| Citizens Bank, National Association FRN 02-MAR-2020, 2.68%, 03/02/20 | CFG | 17401QAH4 | 1,200,000 | $1,205,179 | 0.11 | ||
| International Bank for Reconstruction & Development 3.0% 02-FEB-2023, 3.00%, 02/02/23 | IBRD | AQ8245872 | 1,780,000 | $1,199,184 | 0.11 | ||
| Macquarie Bank Ltd. FRN 29-JUL-2020, 3.38%, 07/29/20 | MQGAU | 55608PAR5 | 1,175,000 | $1,191,993 | 0.11 | ||
| Hyundai Capital America, Inc. 3.25% 20-SEP-2022, 3.25%, 09/20/22 | HYNMTR | 44891AAR8 | 1,088,000 | $1,106,275 | 0.11 | ||
| Walt Disney Company 2.15% 17-SEP-2020, 2.15%, 09/17/20 | DIS | 25468PDE3 | 1,100,000 | $1,104,315 | 0.10 | ||
| International Business Machines Corporation 1.9% 27-JAN-2020, 1.90%, 01/27/20 | IBM | 459200JN2 | 1,100,000 | $1,104,231 | 0.10 | ||
| CK Hutchison International (17) Ltd. 2.25% 29-SEP-2020, 2.25%, 09/29/20 | CKHH | 12563XAA9 | 1,100,000 | $1,099,004 | 0.10 | ||
| Apple Inc. 1.55% 04-AUG-2021, 1.55%, 08/04/21 | AAPL | 037833CC2 | 1,100,000 | $1,098,016 | 0.10 | ||
| Wells Fargo & Company FRN 11-FEB-2022, 3.11%, 02/11/22 | WFC | 949746SP7 | 1,083,000 | $1,095,086 | 0.10 | ||
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | 12563TAA8 | 1,100,000 | $1,088,420 | 0.10 | ||
| Wells Fargo & Company FRN 24-JAN-2023, 3.39%, 01/24/23 | WFC | 949746SL6 | 1,050,000 | $1,068,941 | 0.10 | ||
| Lloyds Banking Group Plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 | LLOYDS | AP1140718 | 1,500,000 | $1,066,053 | 0.10 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | EJ4077529 | 1,000,000 | $1,050,774 | 0.10 | ||
| Commonwealth Bank of Australia FRN 03-JUN-2026, 3.61%, 06/03/26 | CBAAU | LW2645668 | 1,500,000 | $1,048,767 | 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 | $1,047,220 | 0.10 | ||
| Credit Union Australia Ltd. FRN 20-MAR-2020, 2.22%, 03/20/20 | CRUNAU | AM5820270 | 1,520,000 | $1,038,413 | 0.10 | ||
| Sysco Corporation 2.6% 01-OCT-2020, 2.60%, 10/01/20 | SYY | 871829AX5 | 1,025,000 | $1,029,791 | 0.10 | ||
| Bendigo and Adelaide Bank Limited FRN 25-JAN-2023, 2.10%, 01/25/23 | BENAU | AQ7821640 | 1,500,000 | $1,029,585 | 0.10 | ||
| Cooperatieve Rabobank UA|2.625|07/22/2024, 2.62%, 07/22/24 | RABOBK | 74977RDF8 | 1,000,000 | $1,020,046 | 0.10 | ||
| WSO Finance Pty Ltd. 3.5% 14-JUL-2023, 3.50%, 07/14/23 | WSOFIN | LW3418610 | 1,400,000 | $1,013,185 | 0.10 | ||
| Toyota Motor Finance Netherlands BV FRN 12-DEC-2019, 2.38%, 12/12/19 | TOYOTA | AQ3084649 | 1,000,000 | $1,002,607 | 0.10 | ||
| Caterpillar Financial Services Corporation FRN 15-MAR-2021, 2.35%, 03/15/21 | CAT | 14913Q2H1 | 1,000,000 | $1,002,318 | 0.10 | ||
| Bank of Queensland Limited FRN 16-NOV-2021, 1.98%, 11/16/21 | BQDAU | AP9329420 | 1,340,000 | $918,104 | 0.09 | ||
| Nordea Bank AB 2.125% 29-MAY-2020, 2.12%, 05/29/20 | NDASS | 65557CAX1 | 910,000 | $917,958 | 0.09 | ||
| Wells Fargo & Company FRN 04-MAR-2021, 3.47%, 03/04/21 | WFC | 949746RT0 | 900,000 | $915,791 | 0.09 | ||
| Bendigo and Adelaide Bank Limited FRN 20-APR-2021, 2.57%, 04/20/21 | BENAU | JK7580364 | 1,320,000 | $913,211 | 0.09 | ||
| Citizens Bank, National Association FRN 26-MAY-2022, 2.94%, 05/26/22 | CFG | 17401QAM3 | 900,000 | $905,804 | 0.09 | ||
| Sumitomo Mitsui Financial Group, Inc. FRN 18-OCT-2022, 3.04%, 10/18/22 | SUMIBK | 86562MAT7 | 880,000 | $888,937 | 0.08 | ||
| Energy Partnership (Gas) Pty Ltd. 3.642% 11-DEC-2024, 3.64%, 12/11/24 | ENPGAS | AQ2525352 | 1,200,000 | $888,453 | 0.08 | ||
| General Motors Financial Co., Inc. 2.45% 06-NOV-2020, 2.45%, 11/06/20 | GM | 37045XCB0 | 860,000 | $867,718 | 0.08 | ||
| Becton, Dickinson and Company FRN 06-JUN-2022, 3.14%, 06/06/22 | BDX | 075887BU2 | 860,000 | $866,089 | 0.08 | ||
| Commonwealth Bank of Australia FRN 10-MAR-2022, 2.83%, 03/10/22 | CBAAU | 2027A0JL4 | 850,000 | $857,384 | 0.08 | ||
| American Honda Finance Corp. FRN 14-FEB-2020, 2.52%, 02/14/20 | HNDA | 02665WBN0 | 850,000 | $854,558 | 0.08 | ||
| Toyota Motor Corp. 3.183% 20-JUL-2021, 3.18%, 07/20/21 | TOYOTA | 892331AB5 | 800,000 | $824,238 | 0.08 | ||
| Members Equity Bank Ltd. FRN 09-NOV-2020, 2.22%, 11/09/20 | MEB | AP8050290 | 1,200,000 | $822,774 | 0.08 | ||
| AusNet Services Holdings Pty Ltd. 5.25% 14-FEB-2020, 5.25%, 02/14/20 | ANVAU | EJ5424159 | 1,180,000 | $819,635 | 0.08 | ||
| Wells Fargo & Company 2.5% 04-MAR-2021, 2.50%, 03/04/21 | WFC | 949746RS2 | 800,000 | $806,160 | 0.08 | ||
| DBS Group Holdings Ltd FRN 08-JUN-2020, 2.59%, 06/08/20 | DBSSP | 24023LAD8 | 800,000 | $802,752 | 0.08 | ||
| AGL Energy Limited 5.0% 05-NOV-2021, 5.00%, 11/05/21 | AGLAU | EK5737813 | 1,080,000 | $788,736 | 0.07 | ||
| DBS Group Holdings Ltd FRN 16-MAR-2028, 2.62%, 03/16/28 | DBSSP | AR6199681 | 1,130,000 | $767,351 | 0.07 | ||
| Citigroup Inc. FRN 25-APR-2022, 3.24%, 04/25/22 | C | 172967LH2 | 750,000 | $763,279 | 0.07 | ||
| Westpac Banking Corporation FRN 28-JUN-2022, 2.81%, 06/28/22 | WSTP | 961214DR1 | 750,000 | $756,071 | 0.07 | ||
| Stockland Trust Management Ltd. 8.25% 25-NOV-2020, 8.25%, 11/25/20 | SGPAU | EI4751000 | 1,000,000 | $751,947 | 0.07 | ||
| Industrial & Commercial Bank of China Ltd. (Sydney Branch) FRN 15-MAY-2020, 1.93%, 05/15/20 | ICBCAS | AN4997549 | 1,100,000 | $751,759 | 0.07 | ||
| Nissan Motor Acceptance Corp. FRN 13-JUL-2020, 2.69%, 07/13/20 | NSANY | 654740AY5 | 700,000 | $704,603 | 0.07 | ||
| DBS Bank Ltd. FRN 04-SEP-2020, 1.49%, 09/04/20 | DBSSP | AO8645795 | 1,000,000 | $681,945 | 0.06 | ||
| Sysco Corporation 2.6% 12-JUN-2022, 2.60%, 06/12/22 | SYY | 871829AQ0 | 663,000 | $675,873 | 0.06 | ||
| Oversea-Chinese Banking Corporation Limited 4.25% 19-JUN-2024, 4.25%, 06/19/24 | OCBCSP | 69033CAC3 | 616,000 | $664,975 | 0.06 | ||
| WSO Finance Pty Ltd. 4.5% 31-MAR-2027, 4.50%, 03/31/27 | WSOFIN | AN0014679 | 800,000 | $631,243 | 0.06 | ||
| Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 | SYDAU | 87124VAD1 | 600,000 | $630,464 | 0.06 | ||
| Perth Airport Pty Ltd. 6.0% 23-JUL-2020, 6.00%, 07/23/20 | WESAIR | EJ7588209 | 883,000 | $629,859 | 0.06 | ||
| Royal Bank of Canada FRN 01-FEB-2022, 2.98%, 02/01/22 | RY | 78012KZD2 | 620,000 | $629,189 | 0.06 | ||
| Bank of America Corporation FRN 05-MAR-2020, 2.15%, 03/05/20 | BAC | EK4603826 | 900,000 | $614,580 | 0.06 | ||
| Daimler Finance North America LLC 2.85% 06-JAN-2022, 2.85%, 01/06/22 | DAIGR | 233851CS1 | 600,000 | $610,497 | 0.06 | ||
| Citizens Bank, National Association FRN 26-MAY-2020, 2.70%, 05/26/20 | CFG | 17401QAK7 | 600,000 | $603,680 | 0.06 | ||
| Toyota Motor Credit Corporation 2.15% 12-MAR-2020, 2.15%, 03/12/20 | TOYOTA | 89236TCF0 | 600,000 | $601,449 | 0.06 | ||
| Bank of China Ltd. (Sydney) FRN 20-APR-2022, 2.34%, 04/20/22 | BCHINA | AN2054434 | 800,000 | $550,813 | 0.05 | ||
| Shopping Centres Australasia Property Group RE Ltd. 3.75% 20-APR-2021, 3.75%, 04/20/21 | SCAPRT | EK8553381 | 780,000 | $549,500 | 0.05 | ||
| Sydney Airport Finance Co. Pty Ltd. 5.125% 22-FEB-2021, 5.12%, 02/22/21 | SYDAU | 87124VAA7 | 525,000 | $547,558 | 0.05 | ||
| Upgrade Receivables Trust 2018-1 A 3.76% 15-NOV-2024, 3.76%, 11/15/24 | UPGR | 91532UAA7 | 537,405 | $541,105 | 0.05 | ||
| JPMorgan Chase & Co. 3.25% 23-SEP-2022, 3.25%, 09/23/22 | JPM | 46625HJE1 | 520,000 | $537,801 | 0.05 | ||
| Westpac Banking Corporation FRN 11-JAN-2022, 2.83%, 01/11/22 | WSTP | 961214DH3 | 510,000 | $515,844 | 0.05 | ||
| General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 | GPTAU | AL0291016 | 700,000 | $514,776 | 0.05 | ||
| Commonwealth Bank of Australia 3.375% 20-OCT-2026, 3.38%, 10/20/26 | CBAAU | QZ8552775 | 500,000 | $512,901 | 0.05 | ||
| Bank of Nova Scotia 2.7% 07-MAR-2022, 2.70%, 03/07/22 | BNS | 064159JG2 | 500,000 | $509,736 | 0.05 | ||
| Westpac Banking Corporation FRN 19-AUG-2021, 2.97%, 08/19/21 | WSTP | 961214DB6 | 500,000 | $507,165 | 0.05 | ||
| Bank of Nova Scotia FRN 07-MAR-2022, 2.74%, 03/07/22 | BNS | 064159JF4 | 500,000 | $505,112 | 0.05 | ||
| Cardinal Health, Inc. 2.4% 15-NOV-2019, 2.40%, 11/15/19 | CAH | 14149YAZ1 | 500,000 | $504,985 | 0.05 | ||
| Sinopec Group Overseas Development (2017) Ltd. 2.25% 13-SEP-2020, 2.25%, 09/13/20 | SINOPE | 82938NAF1 | 500,000 | $501,004 | 0.05 | ||
| Toyota Motor Credit Corporation 2.8% 13-JUL-2022, 2.80%, 07/13/22 | TOYOTA | 89236TCQ6 | 485,000 | $500,078 | 0.05 | ||
| Golden Credit Card Trust|1.98|04/15/2022, 1.98%, 04/15/22 | GCCT | 380881DX7 | 484,000 | $484,703 | 0.05 | ||
| Korea South-East Power Co., Ltd. 5.75% 25-SEP-2020, 5.75%, 09/25/20 | KOSEPW | EJ8271813 | 670,000 | $474,270 | 0.05 | ||
| General Motors Financial Co., Inc. FRN 14-JAN-2022, 3.85%, 01/14/22 | GM | 37045XBR6 | 460,000 | $466,914 | 0.04 | ||
| Scentre Group Trust 1 2.375% 05-NOV-2019, 2.38%, 11/05/19 | SCGAU | 806213AA2 | 435,000 | $439,550 | 0.04 | ||
| Sumitomo Mitsui Financial Group, Inc. 2.784% 12-JUL-2022, 2.78%, 07/12/22 | SUMIBK | 86562MAQ3 | 420,000 | $428,781 | 0.04 | ||
| Macquarie Bank Ltd. FRN 03-MAR-2020, 2.06%, 03/03/20 | MQGAU | EK7743736 | 600,000 | $409,771 | 0.04 | ||
| Hyundai Capital Services, Inc. 3.0% 06-MAR-2022, 3.00%, 03/06/22 | HYUCAP | 44920UAJ7 | 400,000 | $404,321 | 0.04 | ||
| Bank of Montreal FRN 11-SEP-2022, 2.77%, 09/11/22 | BMO | 06367TG46 | 400,000 | $403,320 | 0.04 | ||
| Bank of China (Hong Kong) Limited FRN 11-JUL-2022, 2.86%, 07/11/22 | BCHINA | AO1976551 | 400,000 | $401,698 | 0.04 | ||
| Put US 5YR NOTE (CBT) Dec19 118.25 Expire 11/22/2019 | FVZ9P 118.25 | FVZ9P118W | FVZ9 COMDT | $118.25 | 1,538 | $396,516 | 0.04 |
| CK Hutchison International (16) Ltd. 1.875% 03-OCT-2021, 1.88%, 10/03/21 | CKHH | QZ7273258 | 400,000 | $395,789 | 0.04 | ||
| Cboe Global Markets, Inc. 3.65% 12-JAN-2027, 3.65%, 01/12/27 | CBOE | 12503MAA6 | 350,000 | $374,986 | 0.04 | ||
| Goldman Sachs Group, Inc. FRN 08-SEP-2021, 2.38%, 09/08/21 | GS | EK4654001 | 540,000 | $371,266 | 0.04 | ||
| Telstra Corporation Limited 3.25% 15-NOV-2027, 3.25%, 11/15/27 | TLSAU | AP8115770 | 350,000 | $369,659 | 0.04 | ||
| Toronto-Dominion Bank 1.85% 11-SEP-2020, 1.85%, 09/11/20 | TD | 89114QBT4 | 360,000 | $360,275 | 0.03 | ||
| International Business Machines Corporation FRN 27-JAN-2020, 2.49%, 01/27/20 | IBM | 459200JP7 | 350,000 | $352,098 | 0.03 | ||
| Wesfarmers Limited 4.75% 12-MAR-2020, 4.75%, 03/12/20 | WESAU | EJ5679471 | 500,000 | $346,115 | 0.03 | ||
| ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 2.07%, 12/13/23 | ETSA | AQ3070770 | 500,000 | $340,069 | 0.03 | ||
| General Motors Company FRN 07-AUG-2020, 3.01%, 08/07/20 | GM | 37045VAM2 | 314,000 | $316,306 | 0.03 | ||
| Westpac Banking Corporation FRN 13-MAY-2021, 3.18%, 05/13/21 | WSTP | 961214CW1 | 310,000 | $315,325 | 0.03 | ||
| International Business Machines Corporation 2.25% 19-FEB-2021, 2.25%, 02/19/21 | IBM | 459200JF9 | 300,000 | $302,099 | 0.03 | ||
| Australian Gas Networks Ltd. 4.5% 17-DEC-2021, 4.50%, 12/17/21 | ENVAU | EK6519434 | 350,000 | $256,378 | 0.02 | ||
| Oversea-Chinese Banking Corporation Limited 4.0% 15-OCT-2024, 4.00%, 10/15/24 | OCBCSP | 69033DAB3 | 250,000 | $254,972 | 0.02 | ||
| ANZ Banking Group Ltd. (New York Branch) FRN 23-NOV-2021, 3.02%, 11/23/21 | ANZ | 05252ACR0 | 250,000 | $254,067 | 0.02 | ||
| QPH Finance Co. Pty Ltd. 5.0% 07-JUL-2021, 5.00%, 07/07/21 | QPHFIN | EK3554137 | 300,000 | $218,695 | 0.02 | ||
| Transurban Finance Co Pty Ltd|3.375|03/22/2027, 3.38%, 03/22/27 | TCLAU | 89400PAG8 | 210,000 | $212,882 | 0.02 | ||
| Commonwealth Bank of Australia FRN 10-MAR-2022, 2.83%, 03/10/22 | CBAAU | 2027A1JL2 | 200,000 | $201,737 | 0.02 | ||
| Nordea Bank AB 2.5% 17-SEP-2020, 2.50%, 09/17/20 | NDASS | 65557CAR4 | 200,000 | $201,377 | 0.02 | ||
| Agricultural Bank of China Ltd/Sydney|1.82|09/26/2022, 1.82%, 09/26/22 | AGRBK | ZR6327467 | 280,000 | $190,267 | 0.02 | ||
| Brisbane Airport Corp. Pty Ltd. 6.0% 21-OCT-2020, 6.00%, 10/21/20 | BACAU | EJ8798880 | 260,000 | $189,892 | 0.02 | ||
| Bendigo and Adelaide Bank Limited FRN 21-FEB-2020, 2.08%, 02/21/20 | BENAU | AL2398009 | 250,000 | $170,824 | 0.02 | ||
| Bendigo & Adelaide Bank Ltd|3.8079|12/09/2026, 3.81%, 12/09/26 | BENAU | AL5167005 | 230,000 | $161,188 | 0.02 | ||
| Australia Pacific Airports Corporation Limited 5.0% 04-JUN-2020, 5.00%, 06/04/20 | MELAIR | EJ6958775 | 200,000 | $141,637 | 0.01 | ||
| Credit Union Australia Ltd|2.2071|03/04/2022, 2.21%, 03/04/22 | CRUNAU | AX3062624 | 180,000 | $123,579 | 0.01 | ||
| JPMorgan Chase & Co. FRN 01-MAR-2021, 3.62%, 03/01/21 | JPM | 46625HQK9 | 110,000 | $112,160 | 0.01 | ||
| Morgan Stanley 5.0% 30-SEP-2021, 5.00%, 09/30/21 | MS | EK5133989 | 120,000 | $87,088 | 0.01 | ||
| Australia and New Zealand Banking Group Limited FRN 17-MAY-2026, 3.67%, 05/17/26 | ANZ | QJ6184601 | 120,000 | $83,994 | 0.01 | ||
| Australia Pacific Airports (Melbourne) Pty Ltd. 3.75% 04-NOV-2026, 3.75%, 11/04/26 | MELAIR | QZ9328522 | 100,000 | $77,418 | 0.01 | ||
| ENERGY TRANSFER OPER LP 0% 10/15/2019, 0.00%, 10/15/19 | 29277FXF3 | 11,500,000 | $11,496,609 | 1.09 | |||
| CNPC FINANCE HK LTD 0% 10/17/2019, 0.00%, 10/17/19 | 12623LXH3 | 10,000,000 | $9,996,465 | 0.95 | |||
| SMITHFIELD FOODS INC 0% 10/16/2019, 0.00%, 10/16/19 | SFDCPP | 83225MXG6 | 10,000,000 | $9,996,331 | 0.95 | ||
| US DOLLARS, 0.00%, 10/10/19 | USD | 9,159,879 | $9,159,879 | 0.87 | |||
| NEWELL RUBBERMAID INC 0% 10/16/2019, 0.00%, 10/16/19 | NWL | 65119KXG6 | 4,000,000 | $3,998,532 | 0.38 | ||
| SEGREGATED CASH | SEGCASH | $0.00 | 1,430,000 | $1,430,000 | 0.14 | ||
| AUSTRALIAN DOLLARS | AUD | 1,133,847 | $770,507 | 0.07 | |||
| NEW ZEALAND DOLLAR | CASHNZD | 72,604 | $45,995 | 0.00 | |||
| 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 | $1,607,943 | 0.15 |
| Call EUR / Put USD 1.1745 Expire 02/26/20 | EUR 022620C11745C | EUR02117C | EUR/USD | $1.17 | 26,162,436 | $49,709 | 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 | $-9,060,139 | -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 | $-4,898,306 | -0.47 | |||
| 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 | $-170,139,324 | -16.17 | |||
| 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 | $-1,038,563 | -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 | $-7,973,925 | -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 | $-3,171,217 | -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 | $5,725,721 | 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 | $2,248,204 | 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 | $-17,013,932 | -1.62 | |||
| 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 | $-1,014,789 | -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 | $1,038,563 | 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 | $-317,122 | -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 | $-6,329,183 | -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 | $952,780 | 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.