For Institutional Investors in the US

Sustainable Corporate Bond ETF Holdings

Full Portfolio Holdings

(As of October 20, 2021)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
National Australia Bank Limited 2.99% 21-MAY-2031, 2.99%, 05/21/31 NAB 632525AY7 - - 617,000 $623,358 $623,358 1.28
Hasbro, Inc. 5.1% 15-MAY-2044, 5.10%, 05/15/44 HAS 418056AU1 - - 511,000 $622,697 $622,697 1.27
Morgan Stanley 2.484% 16-SEP-2036, 2.48%, 09/16/36 MS 61747YEF8 - - 641,000 $622,400 $622,400 1.27
Duquesne Light Holdings, Inc. 2.775% 07-JAN-2032, 2.77%, 01/07/32 DQE 266233AJ4 - - 616,000 $612,665 $612,665 1.25
Lloyds Banking Group plc 4.65% 24-MAR-2026, 4.65%, 03/24/26 LLOYDS 53944YAB9 - - 543,000 $606,571 $606,571 1.23
Cooperatieve Rabobank UA 3.75% 21-JUL-2026, 3.75%, 07/21/26 RABOBK 21684AAF3 - - 541,000 $593,487 $593,487 1.21
Rocket Mortgage, LLC 4.0% 15-OCT-2033, 4.00%, 10/15/33 RKTRM 77313LAB9 - - 527,000 $521,349 $521,349 1.06
JPMorgan Chase & Co Depositary Shs Repr 1/10 Fix/Fltg Non-Cum Red Perp Pfd Shs Ser -HH-, 4.60%, 08/01/99 JPM 48128BAG6 - - 502,000 $520,430 $520,430 1.06
Royalty Pharma Plc 2.15% 02-SEP-2031, 2.15%, 09/02/31 RPRX 78081BAN3 - - 541,000 $515,570 $515,570 1.05
NatWest Group Plc 3.032% 28-NOV-2035, 3.03%, 11/28/35 NWG 639057AB4 - - 504,000 $504,673 $504,673 1.03
Air Lease Corporation 3.125% 01-DEC-2030, 3.12%, 12/01/30 AL 00914AAK8 - - 490,000 $501,162 $501,162 1.02
AerCap Ireland Capital DAC 1.75% 30-JAN-2026, 1.75%, 01/30/26 AER 00774MAS4 - - 507,000 $499,745 $499,745 1.02
Marvell Technology, Inc. 2.95% 15-APR-2031, 2.95%, 04/15/31 MRVL 573874AJ3 - - 487,000 $496,978 $496,978 1.01
HCA, Inc. 5.25% 15-JUN-2049, 5.25%, 06/15/49 HCA 404119BZ1 - - 386,000 $495,258 $495,258 1.01
Truist Bank 2.25% 11-MAR-2030, 2.25%, 03/11/30 TFC 89788KAA4 - - 470,000 $468,221 $468,221 0.95
Xylem Inc. 2.25% 30-JAN-2031, 2.25%, 01/30/31 XYL 98419MAL4 - - 426,000 $423,990 $423,990 0.86
CVS Health Corporation 4.125% 01-APR-2040, 4.12%, 04/01/40 CVS 126650DK3 - - 369,000 $418,007 $418,007 0.85
Royalty Pharma Plc 3.55% 02-SEP-2050, 3.55%, 09/02/50 RPRX 78081BAM5 - - 424,000 $413,393 $413,393 0.84
Broadcom Inc. 3.75% 15-FEB-2051, 3.75%, 02/15/51 AVGO 11135FBG5 - - 391,000 $394,239 $394,239 0.80
JPMorgan Chase & Co. 2.956% 13-MAY-2031, 2.96%, 05/13/31 JPM 46647PBP0 - - 376,000 $391,689 $391,689 0.80
NXP BV 2.5% 11-MAY-2031, 2.50%, 05/11/31 NXPI 62954HAG3 - - 383,000 $383,517 $383,517 0.78
Waste Management, Inc. 2.4% 15-MAY-2023, 2.40%, 05/15/23 WM 94106LBD0 - - 367,000 $380,611 $380,611 0.77
Sysco Corporation 2.4% 15-FEB-2030, 2.40%, 02/15/30 SYY 871829BK2 - - 374,000 $378,051 $378,051 0.77
Ecolab Inc. 2.7% 01-NOV-2026, 2.70%, 11/01/26 ECL 278865AV2 - - 353,000 $377,864 $377,864 0.77
BlackRock, Inc. 3.2% 15-MAR-2027, 3.20%, 03/15/27 BLK 09247XAN1 - - 344,000 $374,403 $374,403 0.76
Enbridge Inc. 2.5% 01-AUG-2033, 2.50%, 08/01/33 ENBCN 29250NBF1 - - 376,000 $373,300 $373,300 0.76
CME Group Inc. 3.75% 15-JUN-2028, 3.75%, 06/15/28 CME 12572QAJ4 - - 331,000 $373,121 $373,121 0.76
Trimble Inc. 4.9% 15-JUN-2028, 4.90%, 06/15/28 TRMB 896239AC4 - - 321,000 $373,090 $373,090 0.76
Owens Corning 3.95% 15-AUG-2029, 3.95%, 08/15/29 OC 690742AJ0 - - 333,000 $372,254 $372,254 0.76
Bank of America Corporation 2.299% 21-JUL-2032, 2.30%, 07/21/32 BAC 06051GKA6 - - 377,000 $369,386 $369,386 0.75
Johnson Controls International plc 1.75% 15-SEP-2030, 1.75%, 09/15/30 JCI 47837RAA8 - - 386,000 $368,839 $368,839 0.75
Dominion Energy, Inc. 2.25% 15-AUG-2031, 2.25%, 08/15/31 D 25746UDL0 - - 374,000 $368,638 $368,638 0.75
Lamb Weston Holdings Inc|4.125|01/31/2030, 4.12%, 01/31/30 LW 513272AD6 - - 367,000 $367,106 $367,106 0.75
SK hynix Inc. 2.375% 19-JAN-2031, 2.38%, 01/19/31 HYUELE 78392BAC1 - - 382,000 $366,691 $366,691 0.75
Broadcom Inc. 3.469% 15-APR-2034, 3.47%, 04/15/34 AVGO 11135FBL4 - - 359,000 $366,017 $366,017 0.74
Bristol-Myers Squibb Company 4.55% 20-FEB-2048, 4.55%, 02/20/48 BMY 110122DL9 - - 286,000 $365,705 $365,705 0.74
Cigna Corporation 3.4% 15-MAR-2050, 3.40%, 03/15/50 CI 125523CK4 - - 356,000 $365,579 $365,579 0.74
Verizon Communications Inc. 3.0% 20-NOV-2060, 3.00%, 11/20/60 VZ 92343VFV1 - - 393,000 $364,838 $364,838 0.74
Rexford Industrial Realty LP 2.15% 01-SEP-2031, 2.15%, 09/01/31 REXR 76169XAB0 - - 381,000 $362,067 $362,067 0.74
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - - 355,000 $354,786 $354,786 0.72
Mozart Borrower LP|3.75|09/30/2028, 3.75%, 09/30/28 MEDIND BL3665124 - - 336,100 $336,638 $336,638 0.68
Norfolk Southern Corporation 2.3% 15-MAY-2031, 2.30%, 05/15/31 NSC 655844CK2 - - 330,000 $333,717 $333,717 0.68
Trane Technologies Luxembourg Finance SA 3.55% 01-NOV-2024, 3.55%, 11/01/24 TT 456873AB4 - - 305,000 $330,757 $330,757 0.67
Cheniere Corpus Christi Holdings LLC 3.7% 15-NOV-2029, 3.70%, 11/15/29 CHCOCH 16412XAJ4 - - 299,000 $325,871 $325,871 0.66
Healthpeak Properties, Inc. 1.35% 01-FEB-2027, 1.35%, 02/01/27 PEAK 42250PAC7 - - 329,000 $324,333 $324,333 0.66
NextEra Energy Capital Holdings, Inc. 1.9% 15-JUN-2028, 1.90%, 06/15/28 NEE 65339KBW9 - - 324,000 $323,382 $323,382 0.66
Sun Communities Operating LP 2.7% 15-JUL-2031, 2.70%, 07/15/31 SUI 866677AE7 - - 320,000 $322,106 $322,106 0.66
Verisk Analytics, Inc. 3.625% 15-MAY-2050, 3.62%, 05/15/50 VRSK 92345YAG1 - - 300,000 $321,653 $321,653 0.65
Pilgrim's Pride Corporation 4.25% 15-APR-2031, 4.25%, 04/15/31 PPC 72147KAF5 - - 303,000 $320,258 $320,258 0.65
Comcast Corporation 3.999% 01-NOV-2049, 4.00%, 11/01/49 CMCSA 20030NCE9 - - 276,000 $319,901 $319,901 0.65
Whirlpool Corporation 4.6% 15-MAY-2050, 4.60%, 05/15/50 WHR 963320AX4 - - 259,000 $319,377 $319,377 0.65
American Tower Corporation 3.1% 15-JUN-2050, 3.10%, 06/15/50 AMT 03027XBD1 - - 329,000 $319,195 $319,195 0.65
Grifols Escrow Issuer SA 4.75% 15-OCT-2028, 4.75%, 10/15/28 GRFSM 39843UAA0 - - 302,000 $306,790 $306,790 0.62
Morgan Stanley 3.95% 23-APR-2027, 3.95%, 04/23/27 MS 61761JZN2 - - 270,000 $302,468 $302,468 0.62
Visa Inc. 0.75% 15-AUG-2027, 0.75%, 08/15/27 V 92826CAP7 - - 307,000 $297,103 $297,103 0.60
Apple Inc. 2.7% 05-AUG-2051, 2.70%, 08/05/51 AAPL 037833EK2 - - 304,000 $294,709 $294,709 0.60
Lithia Motors, Inc. 4.375% 15-JAN-2031, 4.38%, 01/15/31 LAD 536797AF0 - - 259,000 $277,885 $277,885 0.57
Bank of America Corp Depositary Shs Repr 1/25th 5 1/5 % Non-Cum Perp Pfd Shs Series U, 5.20%, 12/01/99 BAC 060505ED2 - - 263,000 $276,208 $276,208 0.56
Hasbro, Inc. 3.5% 15-SEP-2027, 3.50%, 09/15/27 HAS 418056AV9 - - 254,000 $275,320 $275,320 0.56
DT Midstream, Inc. 4.375% 15-JUN-2031, 4.38%, 06/15/31 DTMINC 23345MAB3 - - 262,000 $272,753 $272,753 0.55
CVS Health Corporation 3.75% 01-APR-2030, 3.75%, 04/01/30 CVS 126650DJ6 - - 247,000 $271,511 $271,511 0.55
Sysco Corporation 6.6% 01-APR-2040, 6.60%, 04/01/40 SYY 871829BM8 - - 187,000 $269,735 $269,735 0.55
Ball Corporation 3.125% 15-SEP-2031, 3.12%, 09/15/31 BLL 058498AX4 - - 274,000 $267,609 $267,609 0.54
Apple Inc. 2.85% 05-AUG-2061, 2.85%, 08/05/61 AAPL 037833EL0 - - 271,000 $262,034 $262,034 0.53
Constellium SE 3.75% 15-APR-2029, 3.75%, 04/15/29 CSTM 21039CAB0 - - 270,000 $260,044 $260,044 0.53
Westinghouse Air Brake Technologies Corporation 3.45% 15-NOV-2026, 3.45%, 11/15/26 WAB 960386AL4 - - 236,000 $254,698 $254,698 0.52
Home Depot, Inc. 2.7% 01-APR-2023, 2.70%, 04/01/23 HD 437076AZ5 - - 245,000 $252,229 $252,229 0.51
American Express Credit Corporation 3.3% 03-MAY-2027, 3.30%, 05/03/27 AXP 0258M0EL9 - - 227,000 $251,700 $251,700 0.51
Autodesk, Inc. 3.5% 15-JUN-2027, 3.50%, 06/15/27 ADSK 052769AE6 - - 229,000 $251,585 $251,585 0.51
Otis Worldwide Corp. 2.056% 05-APR-2025, 2.06%, 04/05/25 OTIS 68902VAH0 - - 244,000 $250,439 $250,439 0.51
Microsoft Corporation 2.0% 08-AUG-2023, 2.00%, 08/08/23 MSFT 594918BQ6 - - 243,000 $250,423 $250,423 0.51
Adobe Incorporated 3.25% 01-FEB-2025, 3.25%, 02/01/25 ADBE 00724FAC5 - - 233,000 $250,061 $250,061 0.51
Alexandria Real Estate Equities, Inc. 3.8% 15-APR-2026, 3.80%, 04/15/26 ARE 015271AP4 - - 228,000 $249,752 $249,752 0.51
Coca-Cola Company 2.875% 05-MAY-2041, 2.88%, 05/05/41 KO 191216DQ0 - - 241,000 $249,680 $249,680 0.51
PayPal Holdings, Inc. 2.65% 01-OCT-2026, 2.65%, 10/01/26 PYPL 70450YAD5 - - 236,000 $249,659 $249,659 0.51
Citigroup Inc. 2.572% 03-JUN-2031, 2.57%, 06/03/31 C 172967MS7 - - 245,000 $248,712 $248,712 0.51
Laboratory Corporation of America Holdings 2.7% 01-JUN-2031, 2.70%, 06/01/31 LH 50540RAY8 - - 243,000 $248,703 $248,703 0.51
General Motors Financial Co., Inc. 2.7% 20-AUG-2027, 2.70%, 08/20/27 GM 37045XDA1 - - 241,000 $248,464 $248,464 0.51
Equinix, Inc. 2.5% 15-MAY-2031, 2.50%, 05/15/31 EQIX 29444UBS4 - - 247,000 $248,433 $248,433 0.51
General Motors Company 5.95% 01-APR-2049, 5.95%, 04/01/49 GM 37045VAT7 - - 186,000 $248,095 $248,095 0.50
Nasdaq, Inc. 1.65% 15-JAN-2031, 1.65%, 01/15/31 NDAQ 63111XAD3 - - 265,000 $248,045 $248,045 0.50
Allegion Public Limited Company 3.5% 01-OCT-2029, 3.50%, 10/01/29 ALLE 01748TAB7 - - 231,000 $247,829 $247,829 0.50
NVIDIA Corporation 1.55% 15-JUN-2028, 1.55%, 06/15/28 NVDA 67066GAM6 - - 251,000 $247,797 $247,797 0.50
Raymond James Financial, Inc. 3.75% 01-APR-2051, 3.75%, 04/01/51 RJF 754730AH2 - - 222,000 $247,161 $247,161 0.50
SVB Financial Group 1.8% 02-FEB-2031, 1.80%, 02/02/31 SIVB 78486QAF8 - - 260,000 $247,050 $247,050 0.50
American Homes 4 Rent LP 3.375% 15-JUL-2051, 3.38%, 07/15/51 AMH 02666TAD9 - - 245,000 $246,926 $246,926 0.50
Charles Schwab Corp Depositary Shs Repr 1/100th Fix/Fltg Non-Cum Red Perp Pfd Rg Shs Ser H, 4.00%, 03/01/99 SCHW 808513BJ3 - - 241,000 $246,858 $246,858 0.50
GXO Logistics, Inc. 2.65% 15-JUL-2031, 2.65%, 07/15/31 GXO 36262GAC5 - - 248,000 $246,602 $246,602 0.50
Crown Castle International Corp 4.15% 01-JUL-2050, 4.15%, 07/01/50 CCI 22822VAQ4 - - 216,000 $245,815 $245,815 0.50
JBS Finance Luxembourg SARL 3.625% 15-JAN-2032, 3.62%, 01/15/32 JBSSBZ 46592QAA7 - - 241,000 $245,807 $245,807 0.50
General Mills, Inc. 2.25% 14-OCT-2031, 2.25%, 10/14/31 GIS 370334CQ5 - - 248,000 $245,329 $245,329 0.50
Boston Properties LP 2.55% 01-APR-2032, 2.55%, 04/01/32 BXP 10112RBE3 - - 248,000 $245,309 $245,309 0.50
FedEx Corporation 3.25% 15-MAY-2041, 3.25%, 05/15/41 FDX 31428XCE4 - - 241,000 $245,273 $245,273 0.50
International Flavors & Fragrances Inc. 4.375% 01-JUN-2047, 4.38%, 06/01/47 IFF 459506AE1 - - 207,000 $245,197 $245,197 0.50
Coca-Cola FEMSA SAB de CV 1.85% 01-SEP-2032, 1.85%, 09/01/32 KOF 191241AJ7 - - 261,000 $245,105 $245,105 0.50
Waste Management, Inc. 2.5% 15-NOV-2050, 2.50%, 11/15/50 WM 94106LBM0 - - 264,000 $244,290 $244,290 0.50
Verizon Communications Inc. 1.5% 18-SEP-2030, 1.50%, 09/18/30 VZ 92343VFL3 - - 262,000 $244,240 $244,240 0.50
Bank of America Corporation 2.572% 20-OCT-2032, 2.57%, 10/20/32 BAC 06051GKD0 - - 245,000 $243,939 $243,939 0.50
W. P. Carey Inc. 2.45% 01-FEB-2032, 2.45%, 02/01/32 WPC 92936UAJ8 - - 246,000 $240,819 $240,819 0.49
Aptiv PLC 4.4% 01-OCT-2046, 4.40%, 10/01/46 APTV 03835VAF3 - - 210,000 $240,605 $240,605 0.49
VMware, Inc. 4.5% 15-MAY-2025, 4.50%, 05/15/25 VMW 928563AD7 - - 204,000 $229,617 $229,617 0.47
Owens Corning 4.3% 15-JUL-2047, 4.30%, 07/15/47 OC 690742AG6 - - 192,000 $221,553 $221,553 0.45
Xylem Inc. 1.95% 30-JAN-2028, 1.95%, 01/30/28 XYL 98419MAM2 - - 221,000 $221,155 $221,155 0.45
HCA, Inc. 3.5% 01-SEP-2030, 3.50%, 09/01/30 HCA 404119CA5 - - 209,000 $220,988 $220,988 0.45
Norfolk Southern Corporation 4.15% 28-FEB-2048, 4.15%, 02/28/48 NSC 655844BY3 - - 188,000 $219,299 $219,299 0.45
Xylem Inc. 4.375% 01-NOV-2046, 4.38%, 11/01/46 XYL 98419MAK6 - - 182,000 $218,801 $218,801 0.45
Citigroup Inc. Deposit Shs Repr 1/25th Non-Cum Pfd Shs Series M, 6.30%, 11/15/99 C 172967HQ7 - - 199,000 $217,616 $217,616 0.44
Apple Inc. 3.0% 13-NOV-2027, 3.00%, 11/13/27 AAPL 037833DK3 - - 187,000 $204,055 $204,055 0.42
CVS Health Corporation 3.375% 12-AUG-2024, 3.38%, 08/12/24 CVS 126650CF5 - - 188,000 $200,534 $200,534 0.41
Whirlpool Corporation 4.0% 01-MAR-2024, 4.00%, 03/01/24 WHR 963320AR7 - - 186,000 $200,103 $200,103 0.41
SVB Financial Group Fixed-to-Fltg Non-Cum Red Perp Pfd Registered Shs Series B, 4.10%, 05/15/99 SIVB 78486QAG6 - - 196,000 $198,453 $198,453 0.40
Micron Technology, Inc. 4.185% 15-FEB-2027, 4.18%, 02/15/27 MU 595112BP7 - - 178,000 $198,355 $198,355 0.40
GXO Logistics, Inc. 1.65% 15-JUL-2026, 1.65%, 07/15/26 GXO 36262GAA9 - - 201,000 $198,348 $198,348 0.40
Alexandria Real Estate Equities, Inc. 2.0% 18-MAY-2032, 2.00%, 05/18/32 ARE 015271AW9 - - 205,000 $197,872 $197,872 0.40
Micron Technology, Inc. 5.327% 06-FEB-2029, 5.33%, 02/06/29 MU 595112BN2 - - 166,000 $196,960 $196,960 0.40
Illumina, Inc. 2.55% 23-MAR-2031, 2.55%, 03/23/31 ILMN 452327AM1 - - 197,000 $196,832 $196,832 0.40
Pfizer Inc. 4.2% 15-SEP-2048, 4.20%, 09/15/48 PFE 717081EK5 - - 159,000 $196,521 $196,521 0.40
salesforce.com, inc. 2.9% 15-JUL-2051, 2.90%, 07/15/51 CRM 79466LAL8 - - 195,000 $195,838 $195,838 0.40
Florida Power & Light Company 3.7% 01-DEC-2047, 3.70%, 12/01/47 NEE 341081FP7 - - 166,000 $192,029 $192,029 0.39
Darling Ingredients Inc. 5.25% 15-APR-2027, 5.25%, 04/15/27 DAR 237266AH4 - - 182,000 $189,203 $189,203 0.38
Centene Corporation 2.625% 01-AUG-2031, 2.62%, 08/01/31 CNC 15135BAZ4 - - 187,000 $183,244 $183,244 0.37
AbbVie Inc. 4.25% 21-NOV-2049, 4.25%, 11/21/49 ABBV 00287YCB3 - - 148,000 $177,166 $177,166 0.36
Sabine Pass Liquefaction LLC 4.5% 15-MAY-2030, 4.50%, 05/15/30 SPLLLC 785592AX4 - - 153,000 $176,865 $176,865 0.36
NXP BV 2.7% 01-MAY-2025, 2.70%, 05/01/25 NXPI 62954HAE8 - - 168,000 $176,835 $176,835 0.36
Walt Disney Company 3.0% 15-SEP-2022, 3.00%, 09/15/22 DIS 254687CM6 - - 172,000 $176,694 $176,694 0.36
Arcosa, Inc. 4.375% 15-APR-2029, 4.38%, 04/15/29 ACA 039653AA8 - - 174,000 $176,519 $176,519 0.36
Digital Realty Trust, L.P. 4.45% 15-JUL-2028, 4.45%, 07/15/28 DLR 25389JAT3 - - 153,000 $175,898 $175,898 0.36
Digital Realty Trust, L.P. 4.75% 01-OCT-2025, 4.75%, 10/01/25 DLR 25389JAQ9 - - 157,000 $175,868 $175,868 0.36
Abbott Laboratories 6.15% 30-NOV-2037, 6.15%, 11/30/37 ABT 002819AC4 - - 119,000 $175,223 $175,223 0.36
PNC Financial Services Group, Inc. 2.6% 23-JUL-2026, 2.60%, 07/23/26 PNC 693475AX3 - - 165,000 $175,219 $175,219 0.36
FedEx Corporation 3.25% 01-APR-2026, 3.25%, 04/01/26 FDX 31428XBF2 - - 162,000 $174,846 $174,846 0.36
Sabine Pass Liquefaction LLC 5.625% 01-MAR-2025, 5.62%, 03/01/25 SPLLLC 785592AM8 - - 154,000 $174,780 $174,780 0.36
Coca-Cola Company 2.9% 25-MAY-2027, 2.90%, 05/25/27 KO 191216CE8 - - 161,000 $174,653 $174,653 0.36
Marriott International, Inc. 3.5% 15-OCT-2032, 3.50%, 10/15/32 MAR 571903BF9 - - 166,000 $174,362 $174,362 0.35
Medtronic Global Holdings SCA 3.35% 01-APR-2027, 3.35%, 04/01/27 MDT 58507LAC3 - - 160,000 $174,058 $174,058 0.35
Boston Scientific Corporation 2.65% 01-JUN-2030, 2.65%, 06/01/30 BSX 101137BA4 - - 169,000 $174,049 $174,049 0.35
Aptiv PLC 4.35% 15-MAR-2029, 4.35%, 03/15/29 APTV 03835VAG1 - - 154,000 $173,986 $173,986 0.35
Anthem, Inc. 2.55% 15-MAR-2031, 2.55%, 03/15/31 ANTM 036752AP8 - - 170,000 $173,323 $173,323 0.35
Cigna Corporation 2.375% 15-MAR-2031, 2.38%, 03/15/31 CI 125523CM0 - - 173,000 $173,154 $173,154 0.35
Crown Castle International Corp 2.5% 15-JUL-2031, 2.50%, 07/15/31 CCI 22822VAY7 - - 174,000 $172,562 $172,562 0.35
Novartis Capital Corp. 2.2% 14-AUG-2030, 2.20%, 08/14/30 NOVNVX 66989HAR9 - - 169,000 $172,499 $172,499 0.35
VMware, Inc. 2.2% 15-AUG-2031, 2.20%, 08/15/31 VMW 928563AL9 - - 177,000 $171,853 $171,853 0.35
Equinix, Inc. 3.4% 15-FEB-2052, 3.40%, 02/15/52 EQIX 29444UBT2 - - 168,000 $171,543 $171,543 0.35
American Water Capital Corp. 3.25% 01-JUN-2051, 3.25%, 06/01/51 AWK 03040WAZ8 - - 164,000 $169,871 $169,871 0.35
Novartis Capital Corp. 2.75% 14-AUG-2050, 2.75%, 08/14/50 NOVNVX 66989HAS7 - - 169,000 $168,713 $168,713 0.34
Amgen Inc. 2.77% 01-SEP-2053, 2.77%, 09/01/53 AMGN 031162CY4 - - 182,000 $167,473 $167,473 0.34
Medtronic, Inc. 4.0% 01-APR-2043, 4.00%, 04/01/43 MDT 585055AY2 - - 146,000 $167,074 $167,074 0.34
AbbVie Inc. 2.95% 21-NOV-2026, 2.95%, 11/21/26 ABBV 00287YBV0 - - 141,000 $151,295 $151,295 0.31
AbbVie Inc. 3.2% 21-NOV-2029, 3.20%, 11/21/29 ABBV 00287YBX6 - - 139,000 $150,176 $150,176 0.31
Crown Castle International Corp 2.9% 01-APR-2041, 2.90%, 04/01/41 CCI 22822VAX9 - - 154,000 $146,930 $146,930 0.30
AES Corporation 2.45% 15-JAN-2031, 2.45%, 01/15/31 AES 00130HCG8 - - 149,000 $145,580 $145,580 0.30
Otis Worldwide Corp. 3.362% 15-FEB-2050, 3.36%, 02/15/50 OTIS 68902VAM9 - - 138,000 $143,642 $143,642 0.29
Netflix, Inc. 4.875% 15-JUN-2030, 4.88%, 06/15/30 NFLX 64110LAV8 - - 109,000 $129,935 $129,935 0.26
HCA, Inc. 4.125% 15-JUN-2029, 4.12%, 06/15/29 HCA 404119BX6 - - 115,000 $128,751 $128,751 0.26
Humana Inc. 3.15% 01-DEC-2022, 3.15%, 12/01/22 HUM 444859BA9 - - 123,000 $127,315 $127,315 0.26
Marriott International, Inc. 4.15% 01-DEC-2023, 4.15%, 12/01/23 MAR 571903BA0 - - 118,000 $127,287 $127,287 0.26
HCA, Inc. 5.25% 15-JUN-2026, 5.25%, 06/15/26 HCA 404119BT5 - - 110,000 $127,213 $127,213 0.26
NVIDIA Corporation 0.584% 14-JUN-2024, 0.58%, 06/14/24 NVDA 67066GAL8 - - 126,000 $126,535 $126,535 0.26
Boston Scientific Corporation 1.9% 01-JUN-2025, 1.90%, 06/01/25 BSX 101137AZ0 - - 123,000 $126,429 $126,429 0.26
NextEra Energy Capital Holdings, Inc. 3.15% 01-APR-2024, 3.15%, 04/01/24 NEE 65339KBG4 - - 120,000 $126,426 $126,426 0.26
American Water Capital Corp. 3.85% 01-MAR-2024, 3.85%, 03/01/24 AWK 03040WAK1 - - 118,000 $126,172 $126,172 0.26
Norfolk Southern Corporation 3.15% 01-JUN-2027, 3.15%, 06/01/27 NSC 655844BT4 - - 116,000 $126,007 $126,007 0.26
Illumina, Inc. 0.55% 23-MAR-2023, 0.55%, 03/23/23 ILMN 452327AL3 - - 126,000 $125,850 $125,850 0.26
Novartis Capital Corp. 2.4% 21-SEP-2022, 2.40%, 09/21/22 NOVNVX 66989HAE8 - - 123,000 $125,712 $125,712 0.26
Mastercard Incorporated 3.375% 01-APR-2024, 3.38%, 04/01/24 MA 57636QAB0 - - 118,000 $125,705 $125,705 0.26
VMware, Inc. 4.7% 15-MAY-2030, 4.70%, 05/15/30 VMW 928563AF2 - - 106,000 $125,646 $125,646 0.26
Marriott International, Inc. 4.0% 15-APR-2028, 4.00%, 04/15/28 MAR 571903AY9 - - 115,000 $125,625 $125,625 0.26
Broadcom Corporation 3.875% 15-JAN-2027, 3.88%, 01/15/27 AVGO 11134LAH2 - - 114,000 $125,524 $125,524 0.26
Abbott Laboratories 2.95% 15-MAR-2025, 2.95%, 03/15/25 ABT 002824BB5 - - 118,000 $125,471 $125,471 0.26
Pfizer Inc. 3.6% 15-SEP-2028, 3.60%, 09/15/28 PFE 717081EP4 - - 112,000 $125,369 $125,369 0.26
PayPal Holdings, Inc. 2.2% 26-SEP-2022, 2.20%, 09/26/22 PYPL 70450YAB9 - - 123,000 $125,241 $125,241 0.25
PNC Financial Services Group, Inc. 2.55% 22-JAN-2030, 2.55%, 01/22/30 PNC 693475AZ8 - - 121,000 $125,192 $125,192 0.25
Boston Properties LP 4.5% 01-DEC-2028, 4.50%, 12/01/28 BXP 10112RBA1 - - 108,000 $124,912 $124,912 0.25
Comcast Corporation 1.95% 15-JAN-2031, 1.95%, 01/15/31 CMCSA 20030NDM0 - - 128,000 $124,760 $124,760 0.25
Equinix, Inc. 1.55% 15-MAR-2028, 1.55%, 03/15/28 EQIX 29444UBL9 - - 128,000 $124,469 $124,469 0.25
Humana Inc. 3.125% 15-AUG-2029, 3.12%, 08/15/29 HUM 444859BK7 - - 117,000 $124,438 $124,438 0.25
AES Corporation 1.375% 15-JAN-2026, 1.38%, 01/15/26 AES 00130HCE3 - - 126,000 $124,349 $124,349 0.25
Mastercard Incorporated 3.5% 26-FEB-2028, 3.50%, 02/26/28 MA 57636QAJ3 - - 112,000 $124,227 $124,227 0.25
Comcast Corporation 4.15% 15-OCT-2028, 4.15%, 10/15/28 CMCSA 20030NCT6 - - 109,000 $124,181 $124,181 0.25
Autodesk, Inc. 2.85% 15-JAN-2030, 2.85%, 01/15/30 ADSK 052769AG1 - - 119,000 $124,000 $124,000 0.25
Charles Schwab Corporation 3.2% 02-MAR-2027, 3.20%, 03/02/27 SCHW 808513AQ8 - - 114,000 $123,552 $123,552 0.25
Micron Technology, Inc. 2.703% 15-APR-2032, 2.70%, 04/15/32 MU 595112BS1 - - 124,000 $123,430 $123,430 0.25
Amgen Inc. 2.3% 25-FEB-2031, 2.30%, 02/25/31 AMGN 031162CW8 - - 124,000 $123,318 $123,318 0.25
Healthpeak Properties, Inc. 2.875% 15-JAN-2031, 2.88%, 01/15/31 PEAK 42250PAB9 - - 119,000 $123,222 $123,222 0.25
Citigroup Inc. 3.878% 24-JAN-2039, 3.88%, 01/24/39 C 172967LU3 - - 108,000 $122,891 $122,891 0.25
salesforce.com, inc. 3.05% 15-JUL-2061, 3.05%, 07/15/61 CRM 79466LAM6 - - 121,000 $122,343 $122,343 0.25
Otis Worldwide Corp. 2.565% 15-FEB-2030, 2.56%, 02/15/30 OTIS 68902VAK3 - - 120,000 $122,278 $122,278 0.25
American Tower Corporation 1.875% 15-OCT-2030, 1.88%, 10/15/30 AMT 03027XBG4 - - 129,000 $122,128 $122,128 0.25
Anthem, Inc. 3.6% 15-MAR-2051, 3.60%, 03/15/51 ANTM 036752AS2 - - 112,000 $121,887 $121,887 0.25
Humana Inc. 3.95% 15-AUG-2049, 3.95%, 08/15/49 HUM 444859BL5 - - 106,000 $120,119 $120,119 0.24
PayPal Holdings, Inc. 3.25% 01-JUN-2050, 3.25%, 06/01/50 PYPL 70450YAJ2 - - 113,000 $118,804 $118,804 0.24
Cigna Corporation 3.0% 15-JUL-2023, 3.00%, 07/15/23 CI 125523BV1 - - 98,000 $102,469 $102,469 0.21
American Tower Corporation 2.4% 15-MAR-2025, 2.40%, 03/15/25 AMT 03027XAZ3 - - 98,000 $101,533 $101,533 0.21
American Water Capital Corp. 2.3% 01-JUN-2031, 2.30%, 06/01/31 AWK 03040WAY1 - - 99,000 $100,040 $100,040 0.20
FedEx Corporation 2.4% 15-MAY-2031, 2.40%, 05/15/31 FDX 31428XCD6 - - 99,000 $99,855 $99,855 0.20
Anthem, Inc. 1.5% 15-MAR-2026, 1.50%, 03/15/26 ANTM 036752AR4 - - 99,000 $99,325 $99,325 0.20
Visa Inc. 2.0% 15-AUG-2050, 2.00%, 08/15/50 V 92826CAQ5 - - 113,000 $97,500 $97,500 0.20
MSCI Inc. 3.25% 15-AUG-2033, 3.25%, 08/15/33 MSCI 55354GAQ3 - - 92,000 $92,215 $92,215 0.19
MPT Operating Partnership, L.P. 3.5% 15-MAR-2031, 3.50%, 03/15/31 MPW 55342UAM6 - - 88,000 $89,298 $89,298 0.18
Bank of America Corporation 1.734% 22-JUL-2027, 1.73%, 07/22/27 BAC 06051GJS9 - - 2,000 $2,000 $2,000 0.00
Citigroup Inc. 3.4% 01-MAY-2026, 3.40%, 05/01/26 C 172967KN0 - - 1,000 $1,095 $1,095 0.00
CBOT 10 Year US Treasury Note DEC 21 TYZ1 - FUTURES_USD - -10.00 $-1,306,406 $0 0.00
CBOT US Long Bond Future DEC 21 USZ1 - FUTURES_USD - 43.00 $6,799,375 $0 0.00
CME Ultra Long Term US Treasury Bond Future DEC 21 WNZ1 - FUTURES_USD - -7.00 $-1,331,969 $0 0.00
Ultra 10-Year US Treasury Note Futures DEC 21 UXYZ1 - FUTURES_USD - -71.00 $-10,224,000 $0 0.00
SEGREGATED CASH SEGCASH - - $0.00 120,000 $120,000 $120,000 0.24
US DOLLARS, 0.00%, 04/16/20 USD - - - -17,991 $-17,991 $-17,991 -0.04
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 is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.