0001752724-23-145740.txt : 20230627
0001752724-23-145740.hdr.sgml : 20230627
20230627122343
ACCESSION NUMBER: 0001752724-23-145740
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230627
DATE AS OF CHANGE: 20230627
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Janus Detroit Street Trust
CENTRAL INDEX KEY: 0001500604
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 231045245
BUSINESS ADDRESS:
STREET 1: 151 DETROIT STREET
CITY: DENVER
STATE: CO
ZIP: 80206
BUSINESS PHONE: 303-333-3863
MAIL ADDRESS:
STREET 1: 151 DETROIT STREET
CITY: DENVER
STATE: CO
ZIP: 80206
FORMER COMPANY:
FORMER CONFORMED NAME: Janus ETF Trust
DATE OF NAME CHANGE: 20100902
0001500604
S000073434
Janus Henderson Sustainable Corporate Bond ETF
C000230327
Janus Henderson Sustainable Corporate Bond ETF
SCRD
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001500604
XXXXXXXX
S000073434
C000230327
Janus Detroit Street Trust
811-23112
0001500604
5493003MM7OCK5UJW595
151 Detroit Street
Denver
80206
303-333-3863
Janus Henderson Sustainable Corporate Bond ETF
S000073434
549300BE7KFCC1T7K773
2023-10-31
2023-04-30
N
31336417.50
84583.48
31251834.02
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
61499.58000000
USD
N
Bloomberg Barclays US Corporate Bond Index
LEHM.MC.LEHM002765UUSD
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
87000.00000000
PA
USD
87313.90000000
0.279388083093
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBR5
95000.00000000
PA
USD
98656.59000000
0.315682561019
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAM2
125000.00000000
PA
USD
111947.81000000
0.358211969026
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AS5
299000.00000000
PA
USD
295976.75000000
0.947070017748
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.00000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
51000.00000000
PA
USD
43402.36000000
0.138879401356
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAR5
114000.00000000
PA
USD
118598.54000000
0.379493056068
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.35000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AU1
122000.00000000
PA
USD
106898.56000000
0.342055317238
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
84000.00000000
PA
USD
80946.23000000
0.259012734894
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAR9
106000.00000000
PA
USD
93732.01000000
0.299924829819
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769AG1
96000.00000000
PA
USD
85690.25000000
0.274192708002
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.85000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAY8
201000.00000000
PA
USD
173485.00000000
0.555119420796
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AD7
167000.00000000
PA
USD
165325.92000000
0.529011897011
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHX1
319000.00000000
PA
USD
308005.57000000
0.985559982824
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAG1
248000.00000000
PA
USD
182460.47000000
0.583839239269
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAB9
200000.00000000
PA
USD
192559.93000000
0.616155614664
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
320000.00000000
PA
USD
307835.51000000
0.985015822760
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271BA6
99000.00000000
PA
USD
94237.50000000
0.301542302892
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CQ5
206000.00000000
PA
USD
173512.90000000
0.555208695556
Long
DBT
CORP
US
N
2
2031-10-14
Fixed
2.25000000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730AH2
182000.00000000
PA
USD
135915.16000000
0.434902988135
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAZ4
162000.00000000
PA
USD
132655.32000000
0.424472112309
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Alcon Finance Corp.
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAE3
200000.00000000
PA
USD
205886.23000000
0.658797272084
Long
DBT
CORP
US
Y
2
2032-12-06
Fixed
5.37500000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAQ5
92000.00000000
PA
USD
58197.73000000
0.186221806895
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PER9
293000.00000000
PA
USD
312467.25000000
0.999836520954
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAK3
2000.00000000
PA
USD
1760.49000000
0.005633237392
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
47000.00000000
PA
USD
47230.18000000
0.151127706520
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AX1
100000.00000000
PA
USD
111539.65000000
0.356905933676
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAK6
121000.00000000
PA
USD
106247.98000000
0.339973583412
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.37500000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AM1
162000.00000000
PA
USD
135911.17000000
0.434890220884
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAZ3
79000.00000000
PA
USD
75199.49000000
0.240624246090
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBR6
201000.00000000
PA
USD
198146.70000000
0.634032229510
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.80000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
105000.00000000
PA
USD
89767.86000000
0.287240294257
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98388MAD9
85000.00000000
PA
USD
83500.25000000
0.267185119268
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
485000.00000000
PA
USD
458370.31000000
1.466698913435
Long
DBT
CORP
US
Y
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523CM0
141000.00000000
PA
USD
119497.08000000
0.382368215329
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
181000.00000000
PA
USD
106292.87000000
0.340117222982
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAP0
303000.00000000
PA
USD
301141.73000000
0.963596983803
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series HH
48128BAG6
205000.00000000
PA
USD
190137.50000000
0.608404293579
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AE3
32000.00000000
PA
USD
32601.97000000
0.104320181590
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBT2
138000.00000000
PA
USD
97998.83000000
0.313577852542
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.40000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEG3
79000.00000000
PA
USD
77524.74000000
0.248064609425
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AF0
199000.00000000
PA
USD
202937.30000000
0.649361249871
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAL6
62000.00000000
PA
USD
60689.26000000
0.194194235004
Long
DBT
CORP
US
N
2
2029-01-26
Variable
4.87300000
N
N
N
N
N
N
Trane Technologies Financing Ltd.
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd.
892938AA9
71000.00000000
PA
USD
73758.48000000
0.236013284701
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CH5
234000.00000000
PA
USD
231890.38000000
0.742005668696
Long
DBT
CORP
JP
N
2
2025-07-18
Variable
4.78800000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBR6
381000.00000000
PA
USD
342231.52000000
1.095076595443
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.18200000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CP5
46000.00000000
PA
USD
42455.56000000
0.135849819158
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEJ7
79000.00000000
PA
USD
77460.94000000
0.247860461406
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BJ3
339000.00000000
PA
USD
354921.68000000
1.135682724325
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.03700000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAK1
618000.00000000
PA
USD
612416.79000000
1.959618720642
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAJ7
295000.00000000
PA
USD
256594.22000000
0.821053317497
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAY1
8000.00000000
PA
USD
6821.42000000
0.021827262987
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CX0
308000.00000000
PA
USD
312775.62000000
1.000823247044
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
5.44100000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
23000.00000000
PA
USD
21524.00000000
0.068872757951
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAL8
161000.00000000
PA
USD
114309.48000000
0.365768869522
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BT9
200000.00000000
PA
USD
227419.92000000
0.727701036215
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BK7
95000.00000000
PA
USD
86271.21000000
0.276051670902
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCN3
157000.00000000
PA
USD
153909.02000000
0.492479961020
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FM5
160000.00000000
PA
USD
157541.18000000
0.504102190927
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBE3
207000.00000000
PA
USD
189009.90000000
0.604796185334
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AS2
90000.00000000
PA
USD
70188.63000000
0.224590435092
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
98000.00000000
PA
USD
83543.53000000
0.267323607141
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBJ2
112000.00000000
PA
USD
102488.62000000
0.327944337392
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DT4
38000.00000000
PA
USD
39366.09000000
0.125964095338
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
254000.00000000
PA
USD
258269.71000000
0.826414570852
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCY3
158000.00000000
PA
USD
154761.79000000
0.495208664876
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
166000.00000000
PA
USD
140837.42000000
0.450653295770
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
335000.00000000
PA
USD
328644.94000000
1.051602090903
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
299000.00000000
PA
USD
242767.95000000
0.776811849968
Long
DBT
CORP
AU
Y
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
310000.00000000
PA
USD
278120.55000000
0.889933531011
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
260000.00000000
PA
USD
202686.41000000
0.648558448986
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DL9
183000.00000000
PA
USD
174108.99000000
0.557116071615
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GGM0
126000.00000000
PA
USD
139083.21000000
0.445040153198
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160NAA7
185000.00000000
PA
USD
154809.73000000
0.495362063874
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Medtronic, Inc.
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055AY2
71000.00000000
PA
USD
64869.73000000
0.207570953943
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AJ6
92000.00000000
PA
USD
92121.80000000
0.294772460205
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.70000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
114000.00000000
PA
USD
108216.16000000
0.346271389803
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AE0
119000.00000000
PA
USD
121856.98000000
0.389919452157
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
92000.00000000
PA
USD
89388.58000000
0.286026669483
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAV5
248000.00000000
PA
USD
266260.31000000
0.851982990276
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AB1
132000.00000000
PA
USD
116185.82000000
0.371772805159
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC, Series 2021-1A, Class B1
12530MAG0
510806.57000000
PA
USD
437749.33000000
1.400715649903
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAM6
98000.00000000
PA
USD
67319.06000000
0.215408349976
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
Johnson Controls International plc
N/A
Johnson Controls International plc
47837RAA8
323000.00000000
PA
USD
267996.27000000
0.857537736276
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAD5
194000.00000000
PA
USD
183646.44000000
0.587634120552
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
200000.00000000
PA
USD
202098.89000000
0.646678495318
Long
DBT
CORP
FI
Y
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513AQ8
92000.00000000
PA
USD
85491.17000000
0.273555689388
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAZ8
135000.00000000
PA
USD
99606.66000000
0.318722606603
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Bonds
N/A
-41.00000000
NC
USD
-148330.86000000
-0.47463089655
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Ultra Bonds
2023-06-21
-4979578.13000000
USD
-148330.86000000
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAA0
300000.00000000
PA
USD
305066.82000000
0.976156534700
Long
DBT
CORP
US
Y
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAG8
101000.00000000
PA
USD
106284.82000000
0.340091464494
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
5.85700000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAC7
250000.00000000
PA
USD
255778.07000000
0.818441790764
Long
DBT
CORP
FR
Y
2
2028-07-12
Fixed
5.30100000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BZ5
488000.00000000
PA
USD
487217.32000000
1.559003928179
Long
DBT
CORP
US
N
2
2026-01-26
Variable
4.85700000
N
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
213000.00000000
PA
USD
177962.87000000
0.569447763885
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAL5
250000.00000000
PA
USD
232735.98000000
0.744711429898
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAT3
124000.00000000
PA
USD
118088.21000000
0.377860095904
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series J
06406RBR7
123000.00000000
PA
USD
123957.21000000
0.396639793749
Long
DBT
CORP
US
N
2
2034-04-26
Variable
4.96700000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AY5
197000.00000000
PA
USD
159411.04000000
0.510085391782
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
76000.00000000
PA
USD
76846.88000000
0.245895584722
Long
DBT
CORP
US
N
2
2034-04-21
Variable
5.25000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BL5
180000.00000000
PA
USD
148189.83000000
0.474179627042
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.95000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAQ7
156000.00000000
PA
USD
163285.54000000
0.522483064179
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
120000.00000000
PA
USD
105188.26000000
0.336582678420
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
236000.00000000
PA
USD
155105.25000000
0.496307672377
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBJ5
314000.00000000
PA
USD
310239.93000000
0.992709515228
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.41400000
N
N
N
N
N
N
Alcon Finance Corp.
549300CUZUI9VU7XNK42
Alcon Finance Corp.
01400EAF0
140000.00000000
PA
USD
149954.27000000
0.479825503693
Long
DBT
CORP
US
Y
2
2052-12-06
Fixed
5.75000000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AF9
158000.00000000
PA
USD
126720.73000000
0.405482538781
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.50000000
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247XAN1
284000.00000000
PA
USD
276227.97000000
0.883877630423
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AP8
140000.00000000
PA
USD
120740.29000000
0.386346253863
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
203000.00000000
PA
USD
166695.04000000
0.533392823900
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAJ3
89000.00000000
PA
USD
87047.57000000
0.278535877108
Long
DBT
CORP
US
N
2
2028-02-26
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
150000.00000000
PA
USD
140028.81000000
0.448065895621
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AZ8
98000.00000000
PA
USD
83974.64000000
0.268703078181
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
266000.00000000
PA
USD
214802.14000000
0.687326509741
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CX5
158000.00000000
PA
USD
156196.40000000
0.499799147467
Long
DBT
CORP
US
N
2
2033-05-26
Variable
4.98900000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
43000.00000000
PA
USD
39250.78000000
0.125595124992
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DF3
73000.00000000
PA
USD
73161.97000000
0.234104564721
Long
DBT
CORP
US
N
2
2034-05-01
Variable
5.04300000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572QAJ4
272000.00000000
PA
USD
266622.01000000
0.853140362352
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFP9
383000.00000000
PA
USD
388862.98000000
1.244288510399
Long
DBT
CORP
US
Y
2
2033-03-28
Fixed
5.15000000
N
N
N
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
585290.60000000
NS
USD
585407.66000000
1.873194576757
Long
STIV
RF
US
N
2
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAD3
222000.00000000
PA
USD
176779.90000000
0.565662482038
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAH0
201000.00000000
PA
USD
190440.17000000
0.609372780740
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.05600000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDL0
213000.00000000
PA
USD
177029.13000000
0.566459971234
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EL0
226000.00000000
PA
USD
155669.00000000
0.498111566509
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAL7
101000.00000000
PA
USD
113430.89000000
0.362957546515
Long
DBT
CORP
US
Y
2
2052-11-22
Fixed
6.37700000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBL2
450000.00000000
PA
USD
454789.62000000
1.455241377862
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162BK5
110000.00000000
PA
USD
107112.89000000
0.342741132989
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEK4
79000.00000000
PA
USD
76788.89000000
0.245710027612
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AR4
80000.00000000
PA
USD
73611.65000000
0.235543456274
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAE9
34000.00000000
PA
USD
31000.00000000
0.099194178428
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CE8
131000.00000000
PA
USD
125497.89000000
0.401569680421
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
2.90000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAE3
101000.00000000
PA
USD
104299.23000000
0.333737949373
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
5.65000000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAE8
194000.00000000
PA
USD
192984.51000000
0.617514190931
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AW3
145000.00000000
PA
USD
153149.18000000
0.490048615713
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
167000.00000000
PA
USD
144730.64000000
0.463110868652
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
Aon Corp.
N/A
Aon Corp.
03740LAF9
467000.00000000
PA
USD
472319.97000000
1.511335205792
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
290000.00000000
PA
USD
228487.22000000
0.731116195784
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
172000.00000000
PA
USD
154815.79000000
0.495381454736
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
15.00000000
NC
USD
2984.40000000
0.009549519551
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 5 Year Notes
2023-06-30
1646132.82000000
USD
2984.40000000
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
194000.00000000
PA
USD
192583.51000000
0.616231066236
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAA7
45000.00000000
PA
USD
44005.26000000
0.140808568136
Long
DBT
CORP
GB
Y
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
222000.00000000
PA
USD
202640.02000000
0.648410009698
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AZ0
110000.00000000
PA
USD
104189.27000000
0.333386098023
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
303000.00000000
PA
USD
309311.25000000
0.989737913627
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BT9
333000.00000000
PA
USD
235565.71000000
0.753766034496
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
39000.00000000
PA
USD
37468.70000000
0.119892803654
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AP4
94000.00000000
PA
USD
96568.99000000
0.309002633055
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
193000.00000000
PA
USD
156041.86000000
0.499304648489
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
199000.00000000
PA
USD
201787.39000000
0.645681753815
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
87000.00000000
PA
USD
74629.39000000
0.238800033150
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
373000.00000000
PA
USD
298247.07000000
0.954334615399
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
24.00000000
NC
USD
113566.15000000
0.363390353114
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Long Bonds
2023-06-21
3159750.00000000
USD
113566.15000000
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HU0
425000.00000000
PA
USD
436472.41000000
1.396629745699
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBL7
83000.00000000
PA
USD
69398.58000000
0.222062423458
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
113000.00000000
PA
USD
104420.75000000
0.334126790553
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
5.00000000
NC
USD
2399.85000000
0.007679069325
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Notes
2023-06-21
576015.63000000
USD
2399.85000000
N
N
N
NXP BV
N/A
NXP BV
62954HAW8
138000.00000000
PA
USD
131333.92000000
0.420243880458
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
28000.00000000
PA
USD
26393.95000000
0.084455683410
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
254000.00000000
PA
USD
179703.21000000
0.575016525062
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002819AC4
93000.00000000
PA
USD
107540.06000000
0.344107996769
Long
DBT
CORP
US
N
2
2037-11-30
Fixed
6.15000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCU8
231000.00000000
PA
USD
197543.74000000
0.632102870742
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
218000.00000000
PA
USD
154663.78000000
0.494895051282
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67600000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
200000.00000000
PA
USD
152670.30000000
0.488516289643
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DQ0
200000.00000000
PA
USD
161100.00000000
0.515489746607
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.87500000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
205000.00000000
PA
USD
140863.16000000
0.450735658937
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
191000.00000000
PA
USD
154087.59000000
0.493051351486
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DB2
207000.00000000
PA
USD
216641.12000000
0.693210900395
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAT3
200000.00000000
PA
USD
167938.00000000
0.537370062481
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
144000.00000000
PA
USD
109584.55000000
0.350649980829
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137BA4
150000.00000000
PA
USD
132681.19000000
0.424554891450
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AL4
194000.00000000
PA
USD
184815.48000000
0.591374829015
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAC3
112000.00000000
PA
USD
109162.89000000
0.349300748014
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865AV2
410000.00000000
PA
USD
391066.25000000
1.251338560641
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CN0
27000.00000000
PA
USD
25865.89000000
0.082765990576
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
27000.00000000
PA
USD
27143.35000000
0.086853622679
Long
DBT
CORP
US
N
2
2038-01-19
Variable
5.94800000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
139000.00000000
PA
USD
102326.19000000
0.327424591895
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAJ1
105000.00000000
PA
USD
108729.81000000
0.347914973343
Long
DBT
CORP
US
Y
2
2033-03-22
Fixed
4.90000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
65000.00000000
PA
USD
66878.38000000
0.213998256733
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
6.00000000
NC
USD
11539.68000000
0.036924808933
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Ultra Bonds
2023-06-21
848437.50000000
USD
11539.68000000
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBM0
96000.00000000
PA
USD
62665.97000000
0.200519335792
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AZ8
320000.00000000
PA
USD
310733.76000000
0.994289678491
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
202000.00000000
PA
USD
170931.26000000
0.546947932369
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCB9
202000.00000000
PA
USD
150396.47000000
0.481240460651
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
37000.00000000
PA
USD
35509.37000000
0.113623315602
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
38000.00000000
PA
USD
32748.93000000
0.104790425992
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BM6
195000.00000000
PA
USD
191964.93000000
0.614251726401
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAD1
210000.00000000
PA
USD
198757.72000000
0.635987378765
Long
DBT
CORP
GB
Y
2
2042-04-27
Fixed
4.62500000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AF8
95000.00000000
PA
USD
81899.59000000
0.262063307860
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CY4
151000.00000000
PA
USD
96699.03000000
0.309418736635
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CW8
100000.00000000
PA
USD
84723.16000000
0.271098201615
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
85000.00000000
PA
USD
77338.86000000
0.247469828332
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
34000.00000000
PA
USD
31545.06000000
0.100938268070
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523CK4
297000.00000000
PA
USD
218475.70000000
0.699081211874
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AF0
176000.00000000
PA
USD
151147.66000000
0.483644127583
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
71000.00000000
PA
USD
60532.44000000
0.193692440454
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes
N/A
21.00000000
NC
USD
-11066.85000000
-0.03541184172
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 2 Year Notes
2023-06-30
4329445.30000000
USD
-11066.85000000
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
87000.00000000
PA
USD
86288.84000000
0.276108083592
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
145000.00000000
PA
USD
125302.22000000
0.400943573166
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
77000.00000000
PA
USD
79233.22000000
0.253531424585
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
2023-05-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer