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