0001752724-23-169612.txt : 20230801
0001752724-23-169612.hdr.sgml : 20230801
20230801115856
ACCESSION NUMBER: 0001752724-23-169612
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20230801
DATE AS OF CHANGE: 20230801
PERIOD START: 20221031
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/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 231130404
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-22-288716
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
2022-10-31
2022-10-31
N
30137902.25
853380.09
29284522.16
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
306707.39000000
USD
N
Bloomberg Barclays US Corporate Bond Index
LEHM.MC.LEHM002765UUSD
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
87000.00000000
PA
USD
84314.27000000
0.287914105408
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAM2
125000.00000000
PA
USD
104911.93000000
0.358250441741
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
216000.00000000
PA
USD
147799.89000000
0.504703096033
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AS5
299000.00000000
PA
USD
292791.27000000
0.999815767524
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.00000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
84000.00000000
PA
USD
75850.34000000
0.259011704495
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBF2
132000.00000000
PA
USD
124028.98000000
0.423530830799
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAR9
106000.00000000
PA
USD
87691.16000000
0.299445418712
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
80275.73000000
0.274123407448
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
160051.28000000
0.546538813662
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BC6
234000.00000000
PA
USD
230186.08000000
0.786033245624
Long
DBT
CORP
US
N
2
2024-12-03
Variable
3.77600000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AD7
167000.00000000
PA
USD
162972.34000000
0.556513570921
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAG1
248000.00000000
PA
USD
162867.65000000
0.556156078320
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
483000.00000000
PA
USD
443899.84000000
1.515817255185
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CQ5
206000.00000000
PA
USD
159437.19000000
0.544441835618
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
123699.93000000
0.422407199694
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
123967.26000000
0.423320071000
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAQ5
92000.00000000
PA
USD
51066.09000000
0.174379113037
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
144000.00000000
PA
USD
144461.35000000
0.493302739278
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBD5
83000.00000000
PA
USD
60410.35000000
0.206287641198
Long
DBT
CORP
US
Y
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAK3
2000.00000000
PA
USD
1630.23000000
0.005566865633
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AX1
100000.00000000
PA
USD
101933.42000000
0.348079505764
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
94962.39000000
0.324275019688
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
123627.74000000
0.422160687220
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
73056.56000000
0.249471579562
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
105000.00000000
PA
USD
83742.58000000
0.285961913745
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
78286.55000000
0.267330808992
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CM0
141000.00000000
PA
USD
111785.69000000
0.381722772832
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
90854.67000000
0.310248087722
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CV9
208000.00000000
PA
USD
201739.44000000
0.688894423128
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series Z
571903BA0
95000.00000000
PA
USD
93875.44000000
0.320563332012
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
4.15000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series HH
48128BAG6
205000.00000000
PA
USD
182942.00000000
0.624705429716
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBT2
138000.00000000
PA
USD
86890.67000000
0.296711926953
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
74659.49000000
0.254945221889
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
81000.00000000
PA
USD
74722.50000000
0.255160386745
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DH9
480000.00000000
PA
USD
416154.86000000
1.421074442418
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.40200000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
-5.00000000
NC
USD
12744.51000000
0.043519610565
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Notes
2022-12-20
-552968.75000000
USD
12744.51000000
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CH5
234000.00000000
PA
USD
229536.13000000
0.783813813815
Long
DBT
CORP
JP
N
2
2025-07-18
Variable
4.78800000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DJ6
203000.00000000
PA
USD
179253.43000000
0.612109799916
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBR6
228000.00000000
PA
USD
192868.33000000
0.658601594884
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.18200000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
03835VAG1
78000.00000000
PA
USD
69697.05000000
0.237999615015
Long
DBT
CORP
JE
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CP5
46000.00000000
PA
USD
39695.24000000
0.135550239758
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
72719.75000000
0.248321449818
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
168000.00000000
PA
USD
98907.33000000
0.337746094881
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAK1
301000.00000000
PA
USD
295607.41000000
1.009432246785
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAY1
8000.00000000
PA
USD
6263.73000000
0.021389217026
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
23000.00000000
PA
USD
20031.71000000
0.068403745468
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
103678.40000000
0.354038216616
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076AZ5
368000.00000000
PA
USD
365039.02000000
1.246525444415
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.70000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BK7
95000.00000000
PA
USD
81137.77000000
0.277067078495
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FM5
160000.00000000
PA
USD
148161.88000000
0.505939209765
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
179928.78000000
0.614415966963
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
63315.47000000
0.216207966973
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
71881.46000000
0.245458879633
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
200000.00000000
PA
USD
148146.79000000
0.505887680838
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
313000.00000000
PA
USD
243793.71000000
0.832500215192
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
2000.00000000
PA
USD
1598.42000000
0.005458241699
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
335000.00000000
PA
USD
325223.03000000
1.110562870799
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBD0
301000.00000000
PA
USD
297340.64000000
1.015350834053
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
299000.00000000
PA
USD
224408.47000000
0.766304018122
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
263976.27000000
0.901419079190
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
205000.00000000
PA
USD
120245.75000000
0.410611958573
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AV9
209000.00000000
PA
USD
187632.55000000
0.640722593917
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.50000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BV1
301000.00000000
PA
USD
296773.06000000
1.013412677108
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DL9
183000.00000000
PA
USD
156336.50000000
0.533853682658
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160NAA7
475000.00000000
PA
USD
374433.76000000
1.278606350324
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
56330.77000000
0.192356800948
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724FAC5
358000.00000000
PA
USD
346193.55000000
1.182172439449
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
114000.00000000
PA
USD
104108.19000000
0.355505851969
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
92000.00000000
PA
USD
84545.40000000
0.288703361926
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AB1
132000.00000000
PA
USD
105935.81000000
0.361746759674
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAM6
98000.00000000
PA
USD
59714.03000000
0.203909866357
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
247857.44000000
0.846376931287
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
176815.35000000
0.603784309793
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
192718.38000000
0.658089549650
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
84515.08000000
0.288599826004
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
88819.27000000
0.303297658451
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series U
060505ED2
228000.00000000
PA
USD
221730.00000000
0.757157650681
Long
DBT
CORP
US
N
2
2023-06-01
Variable
5.20000000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAF5
295000.00000000
PA
USD
245679.40000000
0.838939418774
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
213000.00000000
PA
USD
154015.05000000
0.525926457527
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAT3
124000.00000000
PA
USD
114366.77000000
0.390536575516
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AY5
197000.00000000
PA
USD
148259.11000000
0.506271228159
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BL5
85000.00000000
PA
USD
62654.46000000
0.213950767773
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.95000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081ES8
305000.00000000
PA
USD
297766.41000000
1.016804742017
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.95000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QC48
312000.00000000
PA
USD
308792.42000000
1.054456064923
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
120000.00000000
PA
USD
93097.02000000
0.317905204296
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
163000.00000000
PA
USD
121068.25000000
0.413420609489
Long
DBT
CORP
US
N
2
2030-12-01
Variable
4.00000000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAB0
260000.00000000
PA
USD
255108.91000000
0.871139056345
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.37500000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBB9
112000.00000000
PA
USD
96243.06000000
0.328648217219
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
205000.00000000
PA
USD
159005.86000000
0.542968941515
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962GXZ2
204000.00000000
PA
USD
221635.93000000
0.756836422971
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247XAN1
284000.00000000
PA
USD
265187.88000000
0.905556452487
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
113173.42000000
0.386461555977
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
153151.56000000
0.522977835059
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
82880.40000000
0.283017764630
Long
DBT
CORP
US
N
2
2028-02-26
Fixed
3.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AZ8
98000.00000000
PA
USD
79347.33000000
0.270953132055
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
195811.43000000
0.668651613743
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BP7
145000.00000000
PA
USD
134513.85000000
0.459334283363
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
27000.00000000
PA
USD
26990.28000000
0.092165683471
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
43000.00000000
PA
USD
36736.32000000
0.125446199187
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
197000.00000000
PA
USD
152667.28000000
0.521324128718
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572QAJ4
272000.00000000
PA
USD
254667.21000000
0.869630751045
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
32.00000000
NC
USD
-505483.00000000
-1.72610977648
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Long Bonds
2022-12-20
3856000.00000000
USD
-505483.00000000
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
629613.60000000
NS
USD
629676.56000000
2.150202610647
Long
STIV
RF
US
N
2
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAD3
222000.00000000
PA
USD
163590.27000000
0.558623661694
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
185959.50000000
0.635009507698
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
164494.73000000
0.561712187418
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
135405.40000000
0.462378724365
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEK4
79000.00000000
PA
USD
69103.57000000
0.235973015446
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
70649.72000000
0.241252766953
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
29702.27000000
0.101426514107
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AX3
135000.00000000
PA
USD
121817.03000000
0.415977523329
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CE8
131000.00000000
PA
USD
120847.65000000
0.412667310532
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
2.90000000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAE8
194000.00000000
PA
USD
189623.36000000
0.647520758453
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
144425.77000000
0.493181241650
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
312000.00000000
PA
USD
245460.84000000
0.838193085954
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
390000.00000000
PA
USD
367719.17000000
1.255677548675
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AF8
200000.00000000
PA
USD
187294.75000000
0.639569083547
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.87500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
172000.00000000
PA
USD
142484.80000000
0.486553269408
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAX9
126000.00000000
PA
USD
79923.37000000
0.272920177981
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BV4
147000.00000000
PA
USD
147084.43000000
0.502259962434
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BA9
199000.00000000
PA
USD
198769.68000000
0.678753366416
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.15000000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAA7
45000.00000000
PA
USD
42403.45000000
0.144798162552
Long
DBT
CORP
GB
Y
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
-27.00000000
NC
USD
116153.01000000
0.396636179908
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Notes
2022-12-30
-2878031.25000000
USD
116153.01000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AB4
449000.00000000
PA
USD
311614.86000000
1.064094057254
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03200000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Notes
N/A
-33.00000000
NC
USD
280656.45000000
0.958378110001
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Ultra Bonds
2022-12-20
-3827484.38000000
USD
280656.45000000
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AZ0
110000.00000000
PA
USD
101508.19000000
0.346627441777
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
73000.00000000
PA
USD
65288.18000000
0.222944324115
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAV8
206000.00000000
PA
USD
190753.43000000
0.651379691148
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AR7
300000.00000000
PA
USD
295091.70000000
1.007671214123
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
193000.00000000
PA
USD
144319.00000000
0.492816646320
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAC5
250000.00000000
PA
USD
218027.39000000
0.744514077466
Long
DBT
CORP
US
Y
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZM9
172000.00000000
PA
USD
134708.78000000
0.459999925093
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CK2
23000.00000000
PA
USD
18274.93000000
0.062404740293
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
87000.00000000
PA
USD
66856.77000000
0.228300703131
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEM0
217000.00000000
PA
USD
217095.48000000
0.741331816219
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.00000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCE3
102000.00000000
PA
USD
88092.64000000
0.300816381837
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
223000.00000000
PA
USD
161682.56000000
0.552109264807
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BT4
94000.00000000
PA
USD
85707.08000000
0.292670235599
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.15000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AL3
102000.00000000
PA
USD
100109.59000000
0.341851540049
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
156000.00000000
PA
USD
144009.84000000
0.491760935053
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
113000.00000000
PA
USD
98768.80000000
0.337273046356
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAW8
138000.00000000
PA
USD
127707.62000000
0.436092551902
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
24931.91000000
0.085136816861
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series X
571903AY9
93000.00000000
PA
USD
83862.95000000
0.286372949989
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.00000000
N
N
N
N
N
N
Trane Technologies Luxembourg Finance SA
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AB4
251000.00000000
PA
USD
242090.54000000
0.826684276005
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
254000.00000000
PA
USD
159606.36000000
0.545019512792
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
99845.21000000
0.340948742323
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
180466.18000000
0.616251066054
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AP4
187000.00000000
PA
USD
177070.30000000
0.604654906207
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
200000.00000000
PA
USD
132645.17000000
0.452953165072
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
143573.32000000
0.490270318277
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.87500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
481000.00000000
PA
USD
437445.21000000
1.493776157964
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
315000.00000000
PA
USD
233264.23000000
0.796544429598
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EP4
89000.00000000
PA
USD
83094.82000000
0.283749960289
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AC4
263000.00000000
PA
USD
247311.98000000
0.844514309124
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAT3
200000.00000000
PA
USD
155000.00000000
0.529289838342
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137BA4
150000.00000000
PA
USD
123883.55000000
0.423034220340
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
174509.69000000
0.595911003930
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
101263.97000000
0.345793485878
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
375460.12000000
1.282111136895
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZV9
500000.00000000
PA
USD
500033.49000000
1.707500936050
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CN0
27000.00000000
PA
USD
24808.65000000
0.084715911922
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes
N/A
-28.00000000
NC
USD
37809.35000000
0.129110353221
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 2 Year Notes
2022-12-30
-5722718.74000000
USD
37809.35000000
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
139000.00000000
PA
USD
91123.18000000
0.311164988460
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
16.00000000
NC
USD
-249037.19000000
-0.85040550991
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Ultra Bonds
2022-12-20
2042500.00000000
USD
-249037.19000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
375000.00000000
PA
USD
330558.02000000
1.128780651410
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.17500000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBM0
96000.00000000
PA
USD
55855.02000000
0.190732222621
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DK3
83000.00000000
PA
USD
76729.69000000
0.262014485265
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CE4
230000.00000000
PA
USD
221328.45000000
0.755786448523
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
3.00000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AZ8
320000.00000000
PA
USD
288204.33000000
0.984152407969
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
157960.84000000
0.539400435277
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
37000.00000000
PA
USD
34129.22000000
0.116543544106
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
29948.36000000
0.102266855632
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
156000.00000000
PA
USD
134834.47000000
0.460429127930
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
418000.00000000
PA
USD
325099.64000000
1.110141521940
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAD1
210000.00000000
PA
USD
177082.15000000
0.604695371269
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
72190.58000000
0.246514454309
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
158000.00000000
PA
USD
142407.27000000
0.486288522045
Long
DBT
CORP
US
Y
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BB5
261000.00000000
PA
USD
250183.78000000
0.854320854658
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CY4
151000.00000000
PA
USD
86330.94000000
0.294800575977
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
80047.98000000
0.273345692863
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
76462.53000000
0.261102194470
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AJ3
408000.00000000
PA
USD
316611.56000000
1.081156654256
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
34000.00000000
PA
USD
29349.02000000
0.100220245492
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAC6
156000.00000000
PA
USD
155739.49000000
0.531815028939
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.80000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAJ2
91000.00000000
PA
USD
59113.68000000
0.201859807296
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CK4
297000.00000000
PA
USD
197232.89000000
0.673505577186
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
71000.00000000
PA
USD
55312.17000000
0.188878513017
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
87000.00000000
PA
USD
81618.80000000
0.278709686823
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CW7
208000.00000000
PA
USD
188937.16000000
0.645177541117
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
145000.00000000
PA
USD
117335.02000000
0.400672475920
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CF5
154000.00000000
PA
USD
149603.63000000
0.510862458955
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.37500000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AG6
200000.00000000
PA
USD
184811.95000000
0.631090884769
Long
DBT
CORP
US
N
2
2029-04-22
Fixed
4.12500000
N
N
N
N
N
N
2022-11-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer