0001752724-23-169641.txt : 20230801
0001752724-23-169641.hdr.sgml : 20230801
20230801122130
ACCESSION NUMBER: 0001752724-23-169641
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220430
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: 231130538
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
0001752724-22-151366
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
2022-04-30
N
35450637.25
1232479.24
34218158.01
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
0.00000000
USD
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
93000.00000000
PA
USD
95842.20000000
0.280091640151
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAM2
133000.00000000
PA
USD
119957.99000000
0.350568227445
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
231000.00000000
PA
USD
184836.00000000
0.540169345018
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAN3
208000.00000000
PA
USD
167273.00000000
0.488842794960
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AU1
219000.00000000
PA
USD
209912.12000000
0.613452424699
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAE6
107000.00000000
PA
USD
86850.06000000
0.253812785523
Long
DBT
CORP
US
Y
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
90000.00000000
PA
USD
89472.23000000
0.261475880653
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBF2
141000.00000000
PA
USD
139016.17000000
0.406264328896
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
113000.00000000
PA
USD
100517.29000000
0.293754239987
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769AG1
103000.00000000
PA
USD
93325.11000000
0.272735633439
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
214000.00000000
PA
USD
186359.06000000
0.544620373620
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AD7
178000.00000000
PA
USD
180355.00000000
0.527073958648
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAC3
139000.00000000
PA
USD
137051.81000000
0.400523634147
Long
DBT
CORP
LU
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAG1
265000.00000000
PA
USD
221678.04000000
0.647837443310
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
516000.00000000
PA
USD
518640.15000000
1.515686933961
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
220000.00000000
PA
USD
184130.32000000
0.538107048153
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
194000.00000000
PA
USD
170146.46000000
0.497240266265
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAZ4
173000.00000000
PA
USD
143712.83000000
0.419989965438
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAQ5
98000.00000000
PA
USD
66144.26000000
0.193301638214
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBW9
288000.00000000
PA
USD
254993.50000000
0.745199376089
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBD5
89000.00000000
PA
USD
77607.30000000
0.226801512744
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
1753.96000000
0.005125816531
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
168000.00000000
PA
USD
149317.48000000
0.436369134645
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419MAK6
129000.00000000
PA
USD
120330.02000000
0.351655457213
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.37500000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AM1
173000.00000000
PA
USD
147402.99000000
0.430774181231
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
84000.00000000
PA
USD
80748.83000000
0.235982398516
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
112000.00000000
PA
USD
95432.26000000
0.278893621252
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Trans Union LLC
N/A
Trans Union LLC, Term Loan B6
89334GAZ7
183246.69000000
PA
USD
181210.82000000
0.529575028401
Long
LON
CORP
US
N
2
2028-12-01
Variable
3.01371
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CM0
151000.00000000
PA
USD
129240.26000000
0.377694965235
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CV9
222000.00000000
PA
USD
221822.80000000
0.648260493551
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
341000.00000000
PA
USD
279379.79000000
0.816466479342
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
59000.00000000
PA
USD
53275.23000000
0.155692863375
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series Z
571903BA0
101000.00000000
PA
USD
102224.98000000
0.298744835914
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
219000.00000000
PA
USD
202421.70000000
0.591562234123
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBT2
147000.00000000
PA
USD
113835.41000000
0.332675446664
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.40000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
133000.00000000
PA
USD
101024.25000000
0.295235792559
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
279000.00000000
PA
USD
223216.03000000
0.652332103717
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAM9
120000.00000000
PA
USD
93790.25000000
0.274094970198
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.36200000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DJ6
217000.00000000
PA
USD
207349.94000000
0.605964645845
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
03835VAG1
83000.00000000
PA
USD
81146.09000000
0.237143361066
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
49000.00000000
PA
USD
45863.82000000
0.134033573597
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
102000.00000000
PA
USD
91657.64000000
0.267862577445
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAM6
221000.00000000
PA
USD
194550.93000000
0.568560499203
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
179000.00000000
PA
USD
125096.82000000
0.365586072644
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
101000.00000000
PA
USD
101719.01000000
0.297266176543
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
6966.13000000
0.020357992379
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
25000.00000000
PA
USD
23428.20000000
0.068467157095
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAL8
172000.00000000
PA
USD
134612.99000000
0.393396365639
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
393000.00000000
PA
USD
394098.25000000
1.151722573391
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.70000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BK7
101000.00000000
PA
USD
93185.19000000
0.272326727735
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBE3
221000.00000000
PA
USD
202798.93000000
0.592664660501
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AS2
96000.00000000
PA
USD
80868.19000000
0.236331219162
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
105000.00000000
PA
USD
93409.43000000
0.272982052314
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DK3
324000.00000000
PA
USD
294417.54000000
0.860413175700
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
200000.00000000
PA
USD
171548.34000000
0.501337155406
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
218000.00000000
PA
USD
183292.35000000
0.535658143686
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Federated Government Obligations Tax-Managed Fund
N/A
Federated Government Obligations Tax-Managed Fund
N/A
1562645.47000000
NS
USD
1562645.47000000
4.566714168376
Long
STIV
RF
US
N
1
N
N
N
NXP BV
N/A
NXP BV
62954HAE8
147000.00000000
PA
USD
140522.90000000
0.410667634297
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
334000.00000000
PA
USD
291154.41000000
0.850876923050
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
1777.02000000
0.005193207651
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BM8
157000.00000000
PA
USD
187099.41000000
0.546783990959
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
6.60000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AE9
358000.00000000
PA
USD
355828.50000000
1.039882099720
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
185000.00000000
PA
USD
184236.64000000
0.538417760377
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
586000.00000000
PA
USD
500693.61000000
1.463239517023
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
331000.00000000
PA
USD
294255.84000000
0.859940619579
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
219000.00000000
PA
USD
163820.28000000
0.478752479756
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AV9
223000.00000000
PA
USD
214133.97000000
0.625790464634
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.50000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BV1
84000.00000000
PA
USD
84041.32000000
0.245604453563
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
196000.00000000
PA
USD
196971.46000000
0.575634316559
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Medtronic, Inc.
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055AY2
76000.00000000
PA
USD
72787.25000000
0.212715278182
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724FAC5
382000.00000000
PA
USD
383312.28000000
1.120201385147
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
122000.00000000
PA
USD
116827.48000000
0.341419546796
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
98000.00000000
PA
USD
95583.52000000
0.279335667256
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
141000.00000000
PA
USD
129364.35000000
0.378057608951
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAM6
105000.00000000
PA
USD
80154.94000000
0.234246799540
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
345000.00000000
PA
USD
288538.23000000
0.843231333246
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
-15.00000000
NC
USD
9149.08000000
0.026737500006
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Notes
2022-06-30
-1690078.13000000
USD
9149.08000000
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAD5
207000.00000000
PA
USD
198272.64000000
0.579436917504
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513AQ8
98000.00000000
PA
USD
95754.72000000
0.279835986414
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
144000.00000000
PA
USD
116865.61000000
0.341530978861
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
243000.00000000
PA
USD
239355.00000000
0.699497032920
Long
DBT
CORP
US
N
2
2023-06-01
Variable
5.20000000
N
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
227000.00000000
PA
USD
209403.58000000
0.611966254696
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
132000.00000000
PA
USD
132033.80000000
0.385858876335
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
210000.00000000
PA
USD
182240.28000000
0.532583548029
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BL5
91000.00000000
PA
USD
80269.67000000
0.234582089358
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.95000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
128000.00000000
PA
USD
117229.87000000
0.342595501387
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769AE6
200000.00000000
PA
USD
194550.00000000
0.568557781348
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The), Series H
808513BJ3
174000.00000000
PA
USD
147485.88000000
0.431016421038
Long
DBT
CORP
US
N
2
2030-12-01
Variable
4.00000000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAB0
278000.00000000
PA
USD
280395.93000000
0.819436072269
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.37500000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBE3
220000.00000000
PA
USD
184248.21000000
0.538451572834
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBB9
120000.00000000
PA
USD
110220.42000000
0.322110909557
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
219000.00000000
PA
USD
198399.36000000
0.579807247199
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
276000.00000000
PA
USD
234266.55000000
0.684626419492
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247XAN1
303000.00000000
PA
USD
297665.59000000
0.869905358181
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AP8
149000.00000000
PA
USD
130889.55000000
0.382514891543
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
217000.00000000
PA
USD
183320.40000000
0.535740117707
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAJ3
95000.00000000
PA
USD
94074.44000000
0.274925494155
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
105000.00000000
PA
USD
93851.34000000
0.274273501141
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAC7
292000.00000000
PA
USD
261967.14000000
0.765579315880
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.35000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
284000.00000000
PA
USD
241785.14000000
0.706598934780
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
155000.00000000
PA
USD
153861.99000000
0.449650124226
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
46000.00000000
PA
USD
43526.04000000
0.127201586909
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
210000.00000000
PA
USD
182731.79000000
0.534019949135
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
290000.00000000
PA
USD
287926.24000000
0.841442838377
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
03835VAF3
184000.00000000
PA
USD
159707.09000000
0.466731990521
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAD3
237000.00000000
PA
USD
190346.70000000
0.556273952397
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
215000.00000000
PA
USD
204599.59000000
0.597926954280
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
227000.00000000
PA
USD
190934.20000000
0.557990877078
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EK5
136000.00000000
PA
USD
135835.01000000
0.396967627422
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.20000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAY2
110000.00000000
PA
USD
107525.00000000
0.314233746797
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EL0
241000.00000000
PA
USD
181122.54000000
0.529317036723
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAQ4
151000.00000000
PA
USD
131519.19000000
0.384354967212
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
27.00000000
NC
USD
-374562.30000000
-1.09463022495
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Long Bonds
2022-06-21
3798562.50000000
USD
-374562.30000000
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AR4
85000.00000000
PA
USD
78227.86000000
0.228615052794
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAD8
79000.00000000
PA
USD
65836.23000000
0.192401443645
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAE9
36000.00000000
PA
USD
34370.73000000
0.100445880195
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
98000.00000000
PA
USD
93762.44000000
0.274013697559
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AX3
144000.00000000
PA
USD
138322.93000000
0.404238386997
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
140000.00000000
PA
USD
136527.59000000
0.398991640520
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
2.90000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
333000.00000000
PA
USD
292701.06000000
0.855396891657
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAB9
118000.00000000
PA
USD
94535.70000000
0.276273491905
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AF8
200000.00000000
PA
USD
199061.13000000
0.581741220383
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.87500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
184000.00000000
PA
USD
164832.72000000
0.481711259711
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAX9
135000.00000000
PA
USD
100660.73000000
0.294173432627
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
78392BAC1
200000.00000000
PA
USD
166190.00000000
0.485677808698
Long
DBT
CORP
KR
Y
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BA9
373000.00000000
PA
USD
374235.86000000
1.093676228541
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.15000000
N
N
N
N
N
N
CSL UK Holdings Ltd.
2549007CCNBNAF4HBC02
CSL UK Holdings Ltd.
12661PAA7
48000.00000000
PA
USD
47727.94000000
0.139481324465
Long
DBT
CORP
GB
Y
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
133000.00000000
PA
USD
137685.29000000
0.402374931928
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AB4
479000.00000000
PA
USD
401529.75000000
1.173440574687
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03200000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCE9
242000.00000000
PA
USD
218122.14000000
0.637445592297
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Bonds
N/A
-42.00000000
NC
USD
361650.72000000
1.056897100931
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Ultra Bonds
2022-06-21
-5418000.00000000
USD
361650.72000000
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AZ0
117000.00000000
PA
USD
110780.77000000
0.323748490399
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBG8
221000.00000000
PA
USD
179716.02000000
0.525206587530
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
78000.00000000
PA
USD
73745.43000000
0.215515487357
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAV8
220000.00000000
PA
USD
214502.20000000
0.626866589187
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AR7
162000.00000000
PA
USD
163473.55000000
0.477739187340
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
335000.00000000
PA
USD
276977.78000000
0.809446785297
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
235741.93000000
0.688938106870
Long
DBT
CORP
US
Y
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BN2
143000.00000000
PA
USD
148039.22000000
0.432633515681
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZM9
184000.00000000
PA
USD
160799.05000000
0.469923161711
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
25000.00000000
PA
USD
21684.56000000
0.063371499990
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
93000.00000000
PA
USD
83781.73000000
0.244845821261
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCE3
109000.00000000
PA
USD
97649.36000000
0.285372929692
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
238000.00000000
PA
USD
189828.80000000
0.554760428496
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
100000.00000000
PA
USD
96616.44000000
0.282354298474
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.15000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AL3
109000.00000000
PA
USD
106924.96000000
0.312480174908
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCB4
154000.00000000
PA
USD
133998.98000000
0.391601967472
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.80000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
121000.00000000
PA
USD
112597.25000000
0.329057016941
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
30000.00000000
PA
USD
28653.56000000
0.083737879729
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
99000.00000000
PA
USD
96025.08000000
0.280626093233
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
268000.00000000
PA
USD
267989.63000000
0.783179591144
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBS4
219000.00000000
PA
USD
183974.59000000
0.537651938909
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
271000.00000000
PA
USD
207742.71000000
0.607112486707
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002819AC4
99000.00000000
PA
USD
119601.72000000
0.349527055094
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
247000.00000000
PA
USD
217303.73000000
0.635053850462
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
200000.00000000
PA
USD
199238.79000000
0.582260418406
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes
N/A
9.00000000
NC
USD
-14227.30000000
-0.04157821702
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 2 Year Notes
2022-06-30
1897312.50000000
USD
-14227.30000000
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
161000.00000000
PA
USD
157448.23000000
0.460130641614
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
213000.00000000
PA
USD
170469.60000000
0.498184618675
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
-3.00000000
NC
USD
35933.90000000
0.105014127263
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury Ultra Bonds
2022-06-21
-481312.50000000
USD
35933.90000000
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DQ0
213000.00000000
PA
USD
177652.45000000
0.519175958998
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
150000.00000000
PA
USD
110357.57000000
0.322511720145
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
514000.00000000
PA
USD
499469.15000000
1.459661124523
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
336000.00000000
PA
USD
277406.55000000
0.810699833459
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAK8
260000.00000000
PA
USD
224554.19000000
0.656242775938
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EP4
95000.00000000
PA
USD
94985.77000000
0.277588787719
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239AC4
281000.00000000
PA
USD
283984.18000000
0.829922463731
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137BA4
160000.00000000
PA
USD
142157.60000000
0.415444922425
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
207000.00000000
PA
USD
198241.90000000
0.579347082160
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
CSL UK Holdings Ltd.
2549007CCNBNAF4HBC02
CSL UK Holdings Ltd.
12661PAC3
120000.00000000
PA
USD
118960.57000000
0.347653342313
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865AV2
438000.00000000
PA
USD
422834.13000000
1.235701027145
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
29000.00000000
PA
USD
28087.95000000
0.082084926932
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
148000.00000000
PA
USD
116490.44000000
0.340434572679
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
400000.00000000
PA
USD
388056.22000000
1.134065193943
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
103000.00000000
PA
USD
73534.73000000
0.214899732412
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DK3
89000.00000000
PA
USD
86737.30000000
0.253483252881
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
-9.00000000
NC
USD
32427.00000000
0.094765475074
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Notes
2022-06-21
-1072406.25000000
USD
32427.00000000
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CE4
125000.00000000
PA
USD
124603.75000000
0.364145112555
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
3.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
216000.00000000
PA
USD
185313.57000000
0.541565007519
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
39000.00000000
PA
USD
38015.39000000
0.111097125651
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
41000.00000000
PA
USD
34792.08000000
0.101677243964
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BZ1
121000.00000000
PA
USD
115326.85000000
0.337034068187
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
167000.00000000
PA
USD
153459.77000000
0.448474666448
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
446000.00000000
PA
USD
385411.00000000
1.126334736917
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDS2
195000.00000000
PA
USD
164460.34000000
0.480623007094
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
CSL UK Holdings Ltd.
2549007CCNBNAF4HBC02
CSL UK Holdings Ltd.
12661PAD1
224000.00000000
PA
USD
220041.68000000
0.643055303957
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
101000.00000000
PA
USD
96922.50000000
0.283248735866
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BB5
279000.00000000
PA
USD
277509.08000000
0.810999469693
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CY4
161000.00000000
PA
USD
110982.13000000
0.324336949895
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CW8
107000.00000000
PA
USD
92056.12000000
0.269027105354
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
91000.00000000
PA
USD
91592.24000000
0.267671450851
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
435000.00000000
PA
USD
377779.67000000
1.104032747436
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
36000.00000000
PA
USD
33982.53000000
0.099311394815
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612GAA9
21000.00000000
PA
USD
19903.09000000
0.058165287547
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAJ2
97000.00000000
PA
USD
76714.38000000
0.224192021024
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CK4
317000.00000000
PA
USD
248825.70000000
0.727174443251
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AJ4
552000.00000000
PA
USD
466235.08000000
1.362537047913
Long
DBT
CORP
US
Y
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AF0
241000.00000000
PA
USD
221117.50000000
0.646199307208
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
76000.00000000
PA
USD
66361.20000000
0.193935629090
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
93000.00000000
PA
USD
93500.78000000
0.273249015837
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
222000.00000000
PA
USD
219923.53000000
0.642710019445
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CF5
164000.00000000
PA
USD
163561.95000000
0.477997529709
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
199100.00000000
0.581854815042
Long
DBT
CORP
US
N
2
2029-04-22
Fixed
4.12500000
N
N
N
N
N
N
2022-05-31
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer