Investment Grade—Interest Rate Hedged - IGHG Investment Grade—Interest Rate Hedged

ProShares Investment Grade—Interest Rate Hedged seeks investment results, before fees and expenses, that track the performance of the FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index.

  • Provides the return potential of a diversified portfolio of investment grade corporate bonds
  • Targets zero interest rate risk by including a built-in hedge against rising rates that uses short positions in U.S. Treasury futures
  • Generally offers lower interest rate sensitivity than short-term bonds by targeting a duration of zero
  • Learn more about ProShares Interest Rate Hedged Bond ETFs.
  • Learn how an interest rate hedged bond strategy compared in a rising rate environment.
  • Video: Benefits of Rate-Hedged Bond ETFs During Periods of Rising Interest Rates

As of 9/28/21

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Percentage (%) Shares/Contracts
US ULTRA BOND FUTURE 12/21/2021 (WNZ1) - - (147,072,250.00) - - (767.00)
US 10YR NOTE FUTURE 12/21/2021 (TYZ1) - - (228,361,218.75) - - (1,737.00)
US LONG FUTURE 12/21/2021 (USZ1) - - (542,299,750.00) - - (3,404.00)
GE CAPITAL INTL FUNDING 4.418 11/15/35 - $14,877,890.07 1.53% 12,390,000.00
GOLDMAN SACHS GROUP INC 6.750 10/1/37 - $14,207,422.28 1.46% 9,894,000.00
PFIZER INC 7.200 3/15/39 - $10,041,868.23 1.03% 6,263,000.00
CONOCOPHILLIPS 6.500 2/1/39 - $8,817,236.38 0.91% 6,028,000.00
GLAXOSMITHKLINE CAP INC 6.375 5/15/38 - $8,731,425.48 0.90% 5,924,000.00
WELLS FARGO & COMPANY 5.375 11/2/43 - $8,315,254.24 0.86% 6,229,000.00
IBM CORP 3.500 5/15/29 - $7,905,424.48 0.81% 7,156,000.00
ASTRAZENECA PLC 6.450 9/15/37 - $7,862,968.78 0.81% 5,293,000.00
HOME DEPOT INC 5.875 12/16/36 - $7,826,996.89 0.81% 5,539,000.00
CITIGROUP INC 4.450 9/29/27 - $7,324,984.38 0.75% 6,451,000.00
AMERICA MOVIL SAB DE CV 6.125 3/30/40 - $7,092,088.79 0.73% 5,018,000.00
VODAFONE GROUP PLC 4.375 5/30/28 - $7,037,085.65 0.72% 6,123,000.00
HSBC HOLDINGS PLC 5.250 3/14/44 - $7,006,787.42 0.72% 5,392,000.00
HSBC HOLDINGS PLC 6.500 5/2/36 - $7,001,346.83 0.72% 5,085,000.00
TELEFONICA EMISIONES SAU 5.213 3/8/47 - $6,924,657.60 0.71% 5,508,000.00
CISCO SYSTEMS INC 5.900 2/15/39 - $6,909,467.96 0.71% 4,760,000.00
CITIGROUP INC 4.125 7/25/28 - $6,552,605.33 0.67% 5,884,000.00
JPMORGAN CHASE & CO 5.600 7/15/41 - $6,399,910.45 0.66% 4,576,000.00
ORACLE CORP 6.500 4/15/38 - $6,295,832.48 0.65% 4,539,000.00
VODAFONE GROUP PLC 5.250 5/30/48 - $6,257,249.50 0.64% 4,796,000.00
GENERAL ELECTRIC CO 6.875 1/10/39 - $6,195,457.26 0.64% 4,158,000.00
MORGAN STANLEY 4.375 1/22/47 - $6,022,902.74 0.62% 4,818,000.00
MEDTRONIC INC 4.375 3/15/35 - $6,020,226.21 0.62% 4,865,000.00
MORGAN STANLEY 6.375 7/24/42 - $6,011,240.02 0.62% 3,951,000.00
MITSUBISHI UFJ FIN GRP 4.050 9/11/28 - $5,668,409.64 0.58% 4,996,000.00
WYETH LLC 5.950 4/1/37 - $5,659,951.88 0.58% 4,030,000.00
GOLDMAN SACHS GROUP INC 6.250 2/1/41 - $5,658,837.24 0.58% 3,857,000.00
SUMITOMO MITSUI FINL GRP 3.040 7/16/29 - $5,635,147.02 0.58% 5,337,000.00
APPLE INC 4.375 5/13/45 - $5,613,494.53 0.58% 4,445,000.00
JPMORGAN CHASE & CO 5.625 8/16/43 - $5,536,514.83 0.57% 3,972,000.00
IBM CORP 4.150 5/15/39 - $5,534,438.18 0.57% 4,679,000.00
ABBVIE INC 4.400 11/6/42 - $5,523,892.42 0.57% 4,611,000.00
BANK OF AMERICA CORP 7.750 5/14/38 - $5,403,732.98 0.56% 3,431,000.00
RAYTHEON TECH CORP 6.125 7/15/38 - $5,394,858.07 0.56% 3,805,000.00
PHILIP MORRIS INTL INC 6.375 5/16/38 - $5,292,863.46 0.55% 3,772,000.00
SHELL INTERNATIONAL FIN 5.500 3/25/40 - $5,241,215.59 0.54% 3,800,000.00
GENERAL ELECTRIC CO 6.750 3/15/32 - $5,240,182.99 0.54% 3,825,000.00
SHELL INTERNATIONAL FIN 3.750 9/12/46 - $5,233,220.58 0.54% 4,622,000.00
TELEFONICA EMISIONES SAU 4.895 3/6/48 - $5,180,296.91 0.53% 4,288,000.00
WALMART INC 6.500 8/15/37 - $5,158,764.73 0.53% 3,376,000.00
BANK OF AMERICA CORP 6.110 1/29/37 - $5,144,443.33 0.53% 3,791,000.00
ALLY FINANCIAL INC 8.000 11/1/31 - $5,127,195.63 0.53% 3,558,000.00
APPLE INC 3.850 5/4/43 - $5,073,156.83 0.52% 4,324,000.00
TIME WARNER CABLE LLC 7.300 7/1/38 - $5,068,588.98 0.52% 3,520,000.00
COMCAST CORP 4.250 1/15/33 - $5,025,632.76 0.52% 4,275,000.00
BANCO SANTANDER SA 3.306 6/27/29 - $5,013,995.19 0.52% 4,639,000.00
NOVARTIS CAPITAL CORP 4.400 5/6/44 - $4,952,253.64 0.51% 3,875,000.00
MORGAN STANLEY 3.950 4/23/27 - $4,935,616.52 0.51% 4,438,000.00
SHELL INTERNATIONAL FIN 4.375 5/11/45 - $4,770,137.95 0.49% 3,864,000.00
CREDIT SUISSE GROUP AG 4.875 5/15/45 - $4,672,874.34 0.48% 3,725,000.00
HSBC HOLDINGS PLC 6.500 9/15/37 - $4,627,163.96 0.48% 3,329,000.00
BANK OF AMERICA NA 6.000 10/15/36 - $4,593,666.48 0.47% 3,362,000.00
VERIZON COMMUNICATIONS 4.125 3/16/27 - $4,581,420.10 0.47% 4,043,000.00
JPMORGAN CHASE & CO 5.400 1/6/42 - $4,464,595.45 0.46% 3,256,000.00
VODAFONE GROUP PLC 4.875 6/19/49 - $4,451,743.36 0.46% 3,544,000.00
NOMURA HOLDINGS INC 3.103 1/16/30 - $4,439,429.53 0.46% 4,271,000.00
BANK OF AMERICA CORP 5.875 2/7/42 - $4,418,106.13 0.46% 3,090,000.00
DAIMLER FINANCE NA LLC 8.500 1/18/31 - $4,368,483.31 0.45% 2,883,000.00
WELLS FARGO & COMPANY 3.900 5/1/45 - $4,367,695.31 0.45% 3,728,000.00
PROCTER & GAMBLE CO/THE 3.000 3/25/30 - $4,330,803.19 0.45% 3,954,000.00
BHP BILLITON FIN USA LTD 5.000 9/30/43 - $4,329,701.09 0.45% 3,246,000.00
UNITEDHEALTH GROUP INC 4.750 7/15/45 - $4,323,124.37 0.45% 3,291,000.00
JPMORGAN CHASE & CO 5.500 10/15/40 - $4,319,958.29 0.44% 3,150,000.00
SHELL INTERNATIONAL FIN 6.375 12/15/38 - $4,314,081.10 0.44% 2,923,000.00
VIACOMCBS INC 4.375 3/15/43 - $4,295,620.14 0.44% 3,744,000.00
BHP BILLITON FIN USA LTD 4.125 2/24/42 - $4,275,269.61 0.44% 3,605,000.00
IBM CORP 4.250 5/15/49 - $4,268,796.31 0.44% 3,467,000.00
BARCLAYS PLC 4.950 1/10/47 - $4,249,067.08 0.44% 3,262,000.00
SOUTHERN COPPER CORP 5.875 4/23/45 - $4,223,106.00 0.44% 3,060,000.00
UNITED PARCEL SERVICE 6.200 1/15/38 - $4,217,691.60 0.43% 2,904,000.00
MORGAN STANLEY 4.300 1/27/45 - $4,198,001.22 0.43% 3,423,000.00
VALE OVERSEAS LIMITED 6.875 11/21/36 - $4,186,375.00 0.43% 3,130,000.00
WALMART INC 5.250 9/1/35 - $4,186,196.62 0.43% 3,044,000.00
VODAFONE GROUP PLC 5.000 5/30/38 - $4,143,643.60 0.43% 3,291,000.00
COMCAST CORP 6.500 11/15/35 - $4,114,220.42 0.42% 2,869,000.00
COOPERATIEVE RABOBANK UA 5.250 5/24/41 - $4,083,652.76 0.42% 2,951,000.00
TELEFONICA EMISIONES SAU 4.103 3/8/27 - $4,082,887.78 0.42% 3,636,000.00
TIME WARNER CABLE LLC 6.550 5/1/37 - $4,055,016.43 0.42% 3,002,000.00
COCA-COLA CO/THE 3.000 3/5/51 - $4,030,963.60 0.42% 3,882,000.00
GOLDMAN SACHS GROUP INC 5.150 5/22/45 - $3,986,337.94 0.41% 3,022,000.00
ECOPETROL SA 5.875 5/28/45 - $3,974,045.20 0.41% 3,908,000.00
CATERPILLAR INC 3.803 8/15/42 - $3,971,773.27 0.41% 3,375,000.00
PHILLIPS 66 5.875 5/1/42 - $3,970,847.57 0.41% 2,888,000.00
TWDC ENTERPRISES 18 CORP 4.125 6/1/44 - $3,928,476.82 0.40% 3,284,000.00
KRAFT HEINZ FOODS CO 5.000 6/4/42 - $3,880,731.12 0.40% 3,133,000.00
JPMORGAN CHASE & CO 6.400 5/15/38 - $3,879,528.06 0.40% 2,663,000.00
VALERO ENERGY CORP 6.625 6/15/37 - $3,861,859.66 0.40% 2,859,000.00
RAYTHEON TECH CORP 4.500 6/1/42 - $3,852,020.68 0.40% 3,139,000.00
GOLDMAN SACHS GROUP INC 6.125 2/15/33 - $3,832,960.96 0.39% 2,876,000.00
LLOYDS BANKING GROUP PLC 4.344 1/9/48 - $3,822,627.46 0.39% 3,219,000.00
VERIZON COMMUNICATIONS 4.522 9/15/48 - $3,818,306.39 0.39% 3,095,000.00
APPLE INC 3.450 2/9/45 - $3,814,588.52 0.39% 3,410,000.00
UNITEDHEALTH GROUP INC 4.625 7/15/35 - $3,810,216.42 0.39% 3,071,000.00
VODAFONE GROUP PLC 4.250 9/17/50 - $3,798,968.26 0.39% 3,259,000.00
BANCO SANTANDER SA 4.250 4/11/27 - $3,742,775.51 0.39% 3,330,000.00
CISCO SYSTEMS INC 5.500 1/15/40 - $3,719,779.30 0.38% 2,657,000.00
RAYTHEON TECH CORP 5.700 4/15/40 - $3,693,964.49 0.38% 2,679,000.00
BERKSHIRE HATHAWAY INC 4.500 2/11/43 - $3,689,032.09 0.38% 2,930,000.00
ALTRIA GROUP INC 5.375 1/31/44 - $3,667,641.80 0.38% 3,105,000.00
CONOCOPHILLIPS COMPANY 6.950 4/15/29 - $3,640,411.13 0.37% 2,725,000.00
HP INC 6.000 9/15/41 - $3,627,370.15 0.37% 2,782,000.00
VERIZON COMMUNICATIONS 4.672 3/15/55 - $3,612,761.43 0.37% 2,847,000.00
ORACLE CORP 5.375 7/15/40 - $3,574,776.67 0.37% 2,823,000.00
SUMITOMO MITSUI FINL GRP 2.750 1/15/30 - $3,568,002.82 0.37% 3,432,000.00
TELEFONICA EMISIONES SAU 7.045 6/20/36 - $3,538,688.22 0.36% 2,450,000.00
COCA-COLA CO/THE 2.125 9/6/29 - $3,538,375.23 0.36% 3,450,000.00
CITIGROUP INC 8.125 7/15/39 - $3,473,202.03 0.36% 2,045,000.00
COCA-COLA CO/THE 3.450 3/25/30 - $3,463,375.94 0.36% 3,097,000.00
IBM CORP 4.000 6/20/42 - $3,444,941.79 0.35% 2,949,000.00
TRANSCANADA PIPELINES 6.200 10/15/37 - $3,441,872.16 0.35% 2,512,000.00
BERKSHIRE HATHAWAY ENERG 6.125 4/1/36 - $3,431,320.28 0.35% 2,485,000.00
WALT DISNEY COMPANY/THE 6.650 11/15/37 - $3,417,297.72 0.35% 2,269,000.00
WILLIAMS COMPANIES INC 6.300 4/15/40 - $3,417,257.35 0.35% 2,510,000.00
AXA SA 8.600 12/15/30 - $3,416,452.62 0.35% 2,280,000.00
TIME WARNER CABLE LLC 6.750 6/15/39 - $3,398,404.28 0.35% 2,470,000.00
VERIZON COMMUNICATIONS 4.272 1/15/36 - $3,386,381.22 0.35% 2,881,000.00
COCA-COLA CO/THE 2.500 6/1/40 - $3,377,727.98 0.35% 3,472,000.00
MEDTRONIC INC 4.625 3/15/45 - $3,371,844.92 0.35% 2,569,000.00
CENOVUS ENERGY INC 6.750 11/15/39 - $3,362,134.57 0.35% 2,477,000.00
GENERAL MOTORS CO 6.250 10/2/43 - $3,344,542.37 0.34% 2,475,000.00
BARCLAYS PLC 5.250 8/17/45 - $3,328,953.48 0.34% 2,481,000.00
VALE OVERSEAS LIMITED 6.875 11/10/39 - $3,322,480.00 0.34% 2,443,000.00
NBCUNIVERSAL MEDIA LLC 4.450 1/15/43 - $3,281,119.78 0.34% 2,699,000.00
COOPERATIEVE RABOBANK UA 5.750 12/1/43 - $3,280,652.29 0.34% 2,340,000.00
PNC BANK NA 4.050 7/26/28 - $3,278,866.34 0.34% 2,870,000.00
SOUTHERN COPPER CORP 6.750 4/16/40 - $3,259,200.00 0.34% 2,328,000.00
COMCAST CORP 4.750 3/1/44 - $3,230,149.03 0.33% 2,541,000.00
LLOYDS BANKING GROUP PLC 4.375 3/22/28 - $3,229,111.13 0.33% 2,845,000.00
SHELL INTERNATIONAL FIN 4.000 5/10/46 - $3,210,701.12 0.33% 2,736,000.00
WELLS FARGO & COMPANY 5.606 1/15/44 - $3,204,097.68 0.33% 2,351,000.00
SUNCOR ENERGY INC 6.500 6/15/38 - $3,187,115.41 0.33% 2,270,000.00
ING GROEP NV 3.950 3/29/27 - $3,160,257.74 0.33% 2,823,000.00
WESTPAC BANKING CORP 3.400 1/25/28 - $3,140,940.99 0.32% 2,839,000.00
FIFTH THIRD BANCORP 8.250 3/1/38 - $3,122,462.18 0.32% 1,882,000.00
WEYERHAEUSER CO 7.375 3/15/32 - $3,119,069.69 0.32% 2,193,000.00
HSBC HOLDINGS PLC 6.800 6/1/38 - $3,118,740.17 0.32% 2,190,000.00
METLIFE INC 5.700 6/15/35 - $3,118,686.47 0.32% 2,288,000.00
BANK OF AMERICA CORP 5.000 1/21/44 - $3,087,096.10 0.32% 2,354,000.00
GENERAL MOTORS CO 5.200 4/1/45 - $3,085,455.79 0.32% 2,520,000.00
COCA-COLA CO/THE 1.450 6/1/27 - $3,081,388.55 0.32% 3,059,000.00
GLAXOSMITHKLINE CAP INC 3.875 5/15/28 - $3,077,824.57 0.32% 2,716,000.00
MIZUHO FINANCIAL GROUP 3.170 9/11/27 - $3,049,265.07 0.31% 2,836,000.00
ASTRAZENECA PLC 4.000 9/18/42 - $3,048,206.84 0.31% 2,564,000.00
LLOYDS BANKING GROUP PLC 4.550 8/16/28 - $3,037,509.16 0.31% 2,639,000.00
COOPERATIEVE RABOBANK UA 5.250 8/4/45 - $3,025,506.13 0.31% 2,263,000.00
KINDER MORGAN INC/DELAWA 7.750 1/15/32 - $3,021,175.00 0.31% 2,106,000.00
DUKE ENERGY FLORIDA LLC 6.400 6/15/38 - $3,009,091.83 0.31% 2,070,000.00
JOHNSON & JOHNSON 5.950 8/15/37 - $2,970,544.33 0.31% 2,049,000.00
SUMITOMO MITSUI FINL GRP 2.130 7/8/30 - $2,963,592.44 0.31% 2,997,000.00
ING GROEP NV 4.550 10/2/28 - $2,951,405.93 0.30% 2,526,000.00
WALT DISNEY COMPANY/THE 2.200 1/13/28 - $2,950,894.65 0.30% 2,864,000.00
TRANSCANADA PIPELINES 7.625 1/15/39 - $2,937,138.30 0.30% 1,891,000.00
CANADIAN NATL RESOURCES 6.250 3/15/38 - $2,928,263.82 0.30% 2,196,000.00
VERIZON COMMUNICATIONS 4.500 8/10/33 - $2,891,657.53 0.30% 2,426,000.00
KINDER MORGAN ENER PART 6.950 1/15/38 - $2,885,130.45 0.30% 2,027,000.00
VERIZON COMMUNICATIONS 4.862 8/21/46 - $2,879,645.73 0.30% 2,256,000.00
UNITEDHEALTH GROUP INC 2.000 5/15/30 - $2,866,709.16 0.30% 2,860,000.00
METLIFE INC 4.050 3/1/45 - $2,861,433.45 0.29% 2,402,000.00
APPLE INC 4.450 5/6/44 - $2,857,915.48 0.29% 2,251,000.00
HALLIBURTON CO 7.450 9/15/39 - $2,835,360.92 0.29% 1,941,000.00
MITSUBISHI UFJ FIN GRP 2.559 2/25/30 - $2,815,478.19 0.29% 2,751,000.00
SHELL INTERNATIONAL FIN 4.125 5/11/35 - $2,788,701.95 0.29% 2,374,000.00
HESS CORP 5.600 2/15/41 - $2,781,202.97 0.29% 2,231,000.00
ANHEUSER-BUSCH INBEV WOR 4.950 1/15/42 - $2,773,099.13 0.29% 2,224,000.00
ANHEUSER-BUSCH INBEV WOR 3.750 7/15/42 - $2,762,035.10 0.28% 2,555,000.00
ASCENSION HEALTH 3.945 11/15/46 - $2,736,342.42 0.28% 2,258,000.00
UNITEDHEALTH GROUP INC 3.850 6/15/28 - $2,727,803.35 0.28% 2,410,000.00
MERCK & CO INC 4.150 5/18/43 - $2,726,373.08 0.28% 2,240,000.00
LOCKHEED MARTIN CORP 4.070 12/15/42 - $2,699,110.76 0.28% 2,265,000.00
WALT DISNEY COMPANY/THE 3.800 3/22/30 - $2,696,502.19 0.28% 2,373,000.00
CNOOC FINANCE 2015 US 4.375 5/2/28 - $2,685,458.18 0.28% 2,403,000.00
MITSUBISHI UFJ FIN GRP 3.751 7/18/39 - $2,676,957.90 0.28% 2,379,000.00
RIO TINTO FIN USA LTD 5.200 11/2/40 - $2,645,548.91 0.27% 1,989,000.00
WELLS FARGO BANK NA 6.600 1/15/38 - $2,601,200.28 0.27% 1,788,000.00
AT&T INC 5.350 9/1/40 - $2,591,205.95 0.27% 2,032,000.00
WELLS FARGO & COMPANY 4.300 7/22/27 - $2,586,012.78 0.27% 2,278,000.00
TOTALENERGIES CAPITAL SA 3.883 10/11/28 - $2,580,455.52 0.27% 2,277,000.00
TIME WARNER ENTERTAINMEN 8.375 7/15/33 - $2,553,122.18 0.26% 1,720,000.00
ANTHEM INC 4.650 1/15/43 - $2,535,147.72 0.26% 2,056,000.00
TARGET CORP 4.000 7/1/42 - $2,522,355.61 0.26% 2,079,000.00
PFIZER INC 4.125 12/15/46 - $2,520,057.71 0.26% 2,072,000.00
UNITEDHEALTH GROUP INC 6.875 2/15/38 - $2,518,719.79 0.26% 1,642,000.00
DOW CHEMICAL CO/THE 7.375 11/1/29 - $2,508,258.26 0.26% 1,830,000.00
GEORGIA POWER CO 4.300 3/15/42 - $2,495,925.08 0.26% 2,129,000.00
WALT DISNEY COMPANY/THE 2.650 1/13/31 - $2,484,680.95 0.26% 2,376,000.00
AMERICAN EXPRESS CO 4.050 12/3/42 - $2,484,409.24 0.26% 2,080,000.00
CITIGROUP INC 6.675 9/13/43 - $2,447,852.64 0.25% 1,592,000.00
CITIGROUP INC 4.750 5/18/46 - $2,442,174.40 0.25% 1,918,000.00
AMERICA MOVIL SAB DE CV 4.375 7/16/42 - $2,427,708.21 0.25% 2,045,000.00
NOMURA HOLDINGS INC 2.679 7/16/30 - $2,412,585.09 0.25% 2,398,000.00
WELLS FARGO & COMPANY 4.400 6/14/46 - $2,382,530.16 0.25% 1,986,000.00
SUMITOMO MITSUI FINL GRP 3.364 7/12/27 - $2,374,473.58 0.24% 2,172,000.00
PRUDENTIAL PLC 3.125 4/14/30 - $2,362,959.92 0.24% 2,201,000.00
HSBC HOLDINGS PLC 4.950 3/31/30 - $2,334,035.60 0.24% 1,962,000.00
WESTPAC BANKING CORP 2.963 11/16/40 - $2,324,246.83 0.24% 2,344,000.00
MOLSON COORS BEVERAGE 5.000 5/1/42 - $2,318,656.23 0.24% 1,899,000.00
COCA-COLA CO/THE 1.000 3/15/28 - $2,301,890.66 0.24% 2,386,000.00
BANCO SANTANDER SA 4.379 4/12/28 - $2,278,903.71 0.23% 2,012,000.00
WESTPAC BANKING CORP 4.421 7/24/39 - $2,238,229.75 0.23% 1,898,000.00
BAKER HUGHES HLDGS LLC 5.125 9/15/40 - $2,194,367.33 0.23% 1,719,000.00
MITSUBISHI UFJ FIN GRP 3.741 3/7/29 - $2,191,688.20 0.23% 1,972,000.00
EATON CORP 4.150 11/2/42 - $2,178,796.45 0.22% 1,848,000.00
ORACLE CORP 6.125 7/8/39 - $2,173,958.30 0.22% 1,599,000.00
MITSUBISHI UFJ FIN GRP 2.048 7/17/30 - $2,112,157.15 0.22% 2,146,000.00
SOUTHERN COPPER CORP 5.250 11/8/42 - $2,100,790.00 0.22% 1,684,000.00
TWDC ENTERPRISES 18 CORP 2.950 6/15/27 - $2,080,858.12 0.21% 1,906,000.00
WESTPAC BANKING CORP 3.350 3/8/27 - $2,069,026.12 0.21% 1,887,000.00
ASTRAZENECA PLC 4.375 11/16/45 - $2,060,490.34 0.21% 1,620,000.00
TOYOTA MOTOR CREDIT CORP 3.375 4/1/30 - $2,060,459.88 0.21% 1,860,000.00
ING GROEP NV 4.050 4/9/29 - $2,050,500.56 0.21% 1,805,000.00
WELLS FARGO & COMPANY 4.750 12/7/46 - $2,049,543.96 0.21% 1,625,000.00
BANCO SANTANDER SA 3.490 5/28/30 - $2,046,261.43 0.21% 1,908,000.00
PROCTER & GAMBLE CO/THE 1.200 10/29/30 - $2,020,979.45 0.21% 2,128,000.00
UNILEVER CAPITAL CORP 5.900 11/15/32 - $2,000,473.96 0.21% 1,475,000.00
VIACOMCBS INC 6.875 4/30/36 - $1,999,241.85 0.21% 1,399,000.00
VODAFONE GROUP PLC 6.150 2/27/37 - $1,987,295.70 0.20% 1,443,000.00
CITIGROUP INC 4.650 7/30/45 - $1,943,381.05 0.20% 1,523,000.00
MIZUHO FINANCIAL GROUP 4.018 3/5/28 - $1,914,486.01 0.20% 1,697,000.00
PFIZER INC 4.400 5/15/44 - $1,881,327.11 0.19% 1,507,000.00
COCA-COLA CO/THE 2.500 3/15/51 - $1,876,703.89 0.19% 1,971,000.00
UNITEDHEALTH GROUP INC 2.875 8/15/29 - $1,775,770.94 0.18% 1,657,000.00
COCA-COLA CO/THE 3.375 3/25/27 - $1,769,280.53 0.18% 1,601,000.00
JPMORGAN CHASE & CO 4.950 6/1/45 - $1,751,443.03 0.18% 1,332,000.00
VERIZON COMMUNICATIONS 5.250 3/16/37 - $1,747,066.20 0.18% 1,341,000.00
CNOOC PETROLEUM NORTH 6.400 5/15/37 - $1,742,519.53 0.18% 1,309,000.00
JEFFERIES GRP LLC / CAP 4.150 1/23/30 - $1,726,916.57 0.18% 1,535,000.00
COCA-COLA CO/THE 1.650 6/1/30 - $1,720,074.42 0.18% 1,759,000.00
PHILIP MORRIS INTL INC 4.250 11/10/44 - $1,673,412.68 0.17% 1,447,000.00
COMCAST CORP 4.650 7/15/42 - $1,648,263.56 0.17% 1,323,000.00
SHELL INTERNATIONAL FIN 4.550 8/12/43 - $1,614,702.23 0.17% 1,289,000.00
VERIZON COMMUNICATIONS 4.329 9/21/28 - $1,567,699.93 0.16% 1,362,000.00
METLIFE INC 4.875 11/13/43 - $1,557,426.23 0.16% 1,186,000.00
MITSUBISHI UFJ FIN GRP 3.287 7/25/27 - $1,547,190.19 0.16% 1,421,000.00
MITSUBISHI UFJ FIN GRP 3.195 7/18/29 - $1,541,664.76 0.16% 1,438,000.00
GENERAL ELECTRIC CO 5.875 1/14/38 - $1,523,548.87 0.16% 1,126,000.00
COCA-COLA CO/THE 2.600 6/1/50 - $1,498,846.23 0.15% 1,558,000.00
CITIGROUP INC 5.875 1/30/42 - $1,466,303.18 0.15% 1,026,000.00
VERIZON COMMUNICATIONS 5.012 8/21/54 - $1,439,574.90 0.15% 1,074,000.00
MITSUBISHI UFJ FIN GRP 3.961 3/2/28 - $1,377,702.58 0.14% 1,231,000.00
JPMORGAN CHASE & CO 4.250 10/1/27 - $1,362,351.77 0.14% 1,201,000.00
CITIGROUP INC 6.625 6/15/32 - $1,310,799.50 0.14% 974,000.00
TELEFONICA EUROPE BV 8.250 9/15/30 - $1,213,219.47 0.12% 842,000.00
BANCO SANTANDER SA 2.749 12/3/30 - $1,145,672.98 0.12% 1,151,000.00
VERIZON COMMUNICATIONS 5.012 4/15/49 - $1,071,739.48 0.11% 818,000.00
JPMORGAN CHASE & CO 4.850 2/1/44 - $1,062,861.98 0.11% 812,000.00
WELLS FARGO & COMPANY 4.900 11/17/45 - $1,039,645.89 0.11% 818,000.00
AMERICA MOVIL SAB DE CV 6.375 3/1/35 - $991,671.20 0.10% 710,000.00
WELLS FARGO & COMPANY 4.650 11/4/44 - $975,418.48 0.10% 793,000.00
PROCTER & GAMBLE CO/THE 1.950 4/23/31 - $951,936.20 0.10% 940,000.00
BANCO SANTANDER SA 3.800 2/23/28 - $928,990.46 0.10% 848,000.00
NOMURA HOLDINGS INC 2.172 7/14/28 - $916,486.40 0.09% 927,000.00
VERIZON COMMUNICATIONS 4.125 8/15/46 - $725,469.96 0.07% 629,000.00
NOMURA HOLDINGS INC 2.608 7/14/31 - $644,435.49 0.07% 647,000.00
PFIZER INC 4.000 12/15/36 - $602,190.54 0.06% 508,000.00
COCA-COLA CO/THE 1.375 3/15/31 - $524,157.30 0.05% 552,000.00
WESTPAC BANKING CORP 2.150 6/3/31 - $503,289.04 0.05% 500,000.00
NET OTHER ASSETS / CASH - - - $60,623,488.48 6.24% 60,623,488.48