0001752724-23-212067.txt : 20230922 0001752724-23-212067.hdr.sgml : 20230922 20230922153802 ACCESSION NUMBER: 0001752724-23-212067 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230922 DATE AS OF CHANGE: 20230922 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: 231271555 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 2023-07-31 N 30619113.34 9064.64 30610048.70 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 5535.06000000 USD N Bloomberg Barclays US Corporate Bond Index LEHM.MC.LEHM002765UUSD HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BT5 87000.00000000 PA USD 86215.43000000 0.281657278121 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 96303.23000000 0.314613122454 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 109951.62000000 0.359201061970 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 296010.00000000 0.967035377503 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAR5 114000.00000000 PA USD 114130.25000000 0.372852232672 Long DBT CORP US N 2 2053-03-15 Fixed 5.35000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AS7 156000.00000000 PA USD 151612.35000000 0.495302544226 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 Electricite de France SA 28504DAB9 200000.00000000 PA USD 201400.03000000 0.657953967907 Long DBT NUSS FR Y 2 2028-05-23 Fixed 5.70000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 Hasbro, Inc. 418056AU1 122000.00000000 PA USD 107612.91000000 0.351560727833 Long DBT CORP US N 2 2044-05-15 Fixed 5.10000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444UBC9 160000.00000000 PA USD 153733.30000000 0.502231477991 Long DBT CORP US N 2 2024-11-18 Fixed 2.62500000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AF2 84000.00000000 PA USD 79746.17000000 0.260522845884 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 91104.54000000 0.297629516675 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 84031.59000000 0.274522888949 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 168995.59000000 0.552091869099 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 163566.29000000 0.534354883270 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 309001.48000000 1.009477257055 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 180330.03000000 0.589120362948 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 192798.21000000 0.629852673184 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 306831.57000000 1.002388375814 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 92357.05000000 0.301721342900 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 168150.80000000 0.549332023767 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 136681.70000000 0.446525588180 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 129536.82000000 0.423183972262 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 202108.65000000 0.660268959323 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 55734.02000000 0.182077528024 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 36267VAM5 101000.00000000 PA USD 111823.28000000 0.365315589974 Long DBT CORP US N 2 2052-11-22 Fixed 6.37700000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PER9 293000.00000000 PA USD 303540.19000000 0.991635763062 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475BR5 106000.00000000 PA USD 106215.88000000 0.346996769070 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 Otis Worldwide Corp. 68902VAK3 2000.00000000 PA USD 1723.36000000 0.005630046580 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 46521.26000000 0.151980352778 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 108852.04000000 0.355608842922 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 100747.27000000 0.329131361362 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 132041.18000000 0.431365468556 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 74877.78000000 0.244618297520 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 190968.86000000 0.623876367762 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 88435.62000000 0.288910419146 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RBF0 170000.00000000 PA USD 122937.79000000 0.401625594277 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98388MAD9 85000.00000000 PA USD 80410.41000000 0.262692852233 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 467735.58000000 1.528045853778 Long DBT CORP US Y 2 2024-04-16 Fixed 1.00000000 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 36267VAH6 101000.00000000 PA USD 103642.52000000 0.338589856604 Long DBT CORP US N 2 2030-03-15 Fixed 5.85700000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 Cigna Group (The) 125523CM0 141000.00000000 PA USD 117252.65000000 0.383052804486 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 102389.20000000 0.334495384190 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DK3 94000.00000000 PA USD 95710.19000000 0.312675719460 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 36267VAF0 101000.00000000 PA USD 102970.06000000 0.336392996329 Long DBT CORP US N 2 2027-11-15 Fixed 5.65000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 Regal Rexnord Corp. 758750AE3 32000.00000000 PA USD 31947.53000000 0.104369419052 Long DBT CORP US Y 2 2030-02-15 Fixed 6.30000000 N N N N N N CBRE Services, Inc. 549300CTE3HOMEUMM603 CBRE Services, Inc. 12505BAG5 306000.00000000 PA USD 308237.31000000 1.006980789285 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444UBT2 138000.00000000 PA USD 95608.49000000 0.312343475624 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 76309.53000000 0.249295683087 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 198471.55000000 0.648386913543 Long DBT CORP US Y 2 2033-04-15 Fixed 6.40000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The) 06406RBP1 145000.00000000 PA USD 138291.83000000 0.451785723555 Long DBT CORP US N 2 2034-02-01 Variable 4.70600000 N N N N N N Trane Technologies Financing Ltd. 549300A5OEF3CJI2CO89 Trane Technologies Financing Ltd. 892938AA9 71000.00000000 PA USD 71566.76000000 0.233801522831 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 231339.55000000 0.755763416998 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 339109.55000000 1.107837342316 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 41226.44000000 0.134682699802 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 75291.15000000 0.245968736403 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 233000.00000000 PA USD 239541.43000000 0.782558147318 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 611159.87000000 1.996598816257 Long DBT CORP US N 2 2024-03-01 Fixed 3.85000000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 Willis North America, Inc. 970648AM3 153000.00000000 PA USD 149030.17000000 0.486866817693 Long DBT CORP US N 2 2033-05-15 Fixed 5.35000000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp. 72147KAJ7 295000.00000000 PA USD 255174.07000000 0.833628435226 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 6641.36000000 0.021696665905 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 20987.14000000 0.068562909538 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 111205.79000000 0.363298311250 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 222405.39000000 0.726576400383 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 84667.36000000 0.276599886624 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 151960.00000000 0.496438282373 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 153700.56000000 0.502124519651 Long DBT CORP US N 2 2032-07-18 Fixed 3.90000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89115A2U5 138000.00000000 PA USD 139425.06000000 0.455487873823 Long DBT CORP CA N 2 2028-07-17 Fixed 5.52300000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 Canadian Pacific Railway Co. 13645RBE3 207000.00000000 PA USD 186417.42000000 0.609007263683 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAH4 31000.00000000 PA USD 31053.17000000 0.101447633436 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AS2 90000.00000000 PA USD 68827.33000000 0.224852076109 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 80211.68000000 0.262043620989 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DT4 38000.00000000 PA USD 38114.64000000 0.124516757139 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 257614.42000000 0.841600817185 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 150463.52000000 0.491549430301 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 138154.49000000 0.451337047366 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 13000.00000000 PA USD 12771.57000000 0.041723455343 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 238813.48000000 0.780180006704 Long DBT CORP AU Y 2 2031-05-21 Fixed 2.99000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFF7 108000.00000000 PA USD 108227.56000000 0.353568728559 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAS4 310000.00000000 PA USD 280064.14000000 0.914941830850 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 200142.16000000 0.653844631093 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 166698.32000000 0.544586915341 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 135194.44000000 0.441666856936 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 Medtronic, Inc. 585055AY2 71000.00000000 PA USD 60975.98000000 0.199202492611 Long DBT CORP US N 2 2043-04-01 Fixed 4.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CP2 48000.00000000 PA USD 47604.11000000 0.155517916572 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABB0 158000.00000000 PA USD 152661.03000000 0.498728478011 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Sun Communities Operating LP 549300PUNBPJCGT6X741 Sun Communities Operating LP 866677AJ6 92000.00000000 PA USD 90427.08000000 0.295416321895 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 106941.89000000 0.349368571896 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 120888.94000000 0.394932204077 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 87714.10000000 0.286553284706 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 258984.04000000 0.846075230190 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 113369.13000000 0.370365728950 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 411624.84000000 1.344737618793 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 65456.36000000 0.213839450702 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 260959.26000000 0.852528078467 Long DBT CORP IE N 2 2030-09-15 Fixed 1.75000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 Electricite de France SA 28504DAD5 307000.00000000 PA USD 323413.11000000 1.056558626122 Long DBT NUSS FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte. Ltd. 716973AE2 55000.00000000 PA USD 54636.35000000 0.178491548757 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450YAD5 194000.00000000 PA USD 180653.05000000 0.590175637322 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 198093.79000000 0.647152809005 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 85705.10000000 0.279990080512 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 96513.30000000 0.315299400356 Long DBT CORP US N 2 2051-06-01 Fixed 3.25000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCZ6 28000.00000000 PA USD 28105.78000000 0.091818801974 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 22534PAC7 250000.00000000 PA USD 249838.73000000 0.816198407420 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 481699.92000000 1.573665970678 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 179279.30000000 0.585687732015 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 229203.87000000 0.748786361780 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 117768.42000000 0.384737774036 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 119758.68000000 0.391239756505 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 157577.51000000 0.514790131647 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFE0 57000.00000000 PA USD 56266.93000000 0.183818492258 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 143265.14000000 0.468033035177 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 158079.55000000 0.516430246646 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 102945.74000000 0.336313545296 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 Foundry JV Holdco LLC 350930AA1 307000.00000000 PA USD 303924.16000000 0.992890155055 Long DBT CORP US Y 2 2034-01-25 Fixed 5.87500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DBL2 236000.00000000 PA USD 156437.25000000 0.511065015064 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 308066.59000000 1.006423063939 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 146510.53000000 0.478635403151 Long DBT CORP US Y 2 2052-12-06 Fixed 5.75000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAF6 34000.00000000 PA USD 31167.99000000 0.101822739014 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AP8 140000.00000000 PA USD 117614.83000000 0.384236010705 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 164751.54000000 0.538226977731 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 84986.09000000 0.277641145993 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 136817.06000000 0.446967795905 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 82728.09000000 0.270264483440 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAJ0 103000.00000000 PA USD 103925.76000000 0.339515173656 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Sun Communities Operating LP 549300PUNBPJCGT6X741 Sun Communities Operating LP 866677AE7 266000.00000000 PA USD 211811.67000000 0.691967765474 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N N/A N/A U.S. Treasury 10 Year Notes N/A 7.00000000 NC USD -20949.06000000 -0.06843850594 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10 Year Notes 2023-09-20 779843.75000000 USD -20949.06000000 N N N Workday, Inc. 549300J0DYC0N31V7G13 Workday, Inc. 98138HAJ0 43000.00000000 PA USD 38616.35000000 0.126155794061 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 71597.99000000 0.233903548150 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 262334.51000000 0.857020884125 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 380090.11000000 1.241716776491 Long DBT CORP US Y 2 2033-03-28 Fixed 5.15000000 N N N N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 Tractor Supply Co. 892356AB2 231000.00000000 PA USD 228383.08000000 0.746104922074 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAD3 222000.00000000 PA USD 174042.95000000 0.568581094743 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 190000.18000000 0.620711786061 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAK7 70000.00000000 PA USD 71418.23000000 0.233316290019 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833EL0 226000.00000000 PA USD 151388.75000000 0.494572065153 Long DBT CORP US N 2 2061-08-05 Fixed 2.85000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co. 42824CBL2 450000.00000000 PA USD 450385.79000000 1.471365806745 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 105097.97000000 0.343344667726 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 74407.08000000 0.243080567199 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 72549.44000000 0.237011841147 Long DBT CORP US N 2 2026-03-15 Fixed 1.50000000 N N N N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp. 72147KAE8 194000.00000000 PA USD 191886.06000000 0.626872769398 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 148670.30000000 0.485691158015 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 143473.12000000 0.468712485256 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 461196.62000000 1.506683718539 Long DBT CORP US N 2 2032-09-12 Fixed 5.00000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 LKQ Corp. 501889AC3 99000.00000000 PA USD 98459.77000000 0.321658325228 Long DBT CORP US Y 2 2028-06-15 Fixed 5.75000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RJZ6 290000.00000000 PA USD 215926.10000000 0.705409201129 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 151187.78000000 0.493915516050 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAX9 194000.00000000 PA USD 189456.98000000 0.618937205415 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 43013.45000000 0.140520684633 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 201716.41000000 0.658987550059 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N N/A N/A U.S. Treasury 2 Year Notes N/A 17.00000000 NC USD -43602.75000000 -0.14244586941 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Notes 2023-09-29 3451531.25000000 USD -43602.75000000 N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAL5 30000.00000000 PA USD 30292.98000000 0.098964167933 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AV8 303000.00000000 PA USD 305078.79000000 0.996662217005 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 235194.66000000 0.768357679875 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 37398.32000000 0.122176610584 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 94296.40000000 0.308057007436 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 151328.97000000 0.494376769808 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 194586.76000000 0.635695689043 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 72818.65000000 0.237891323577 Long DBT CORP US N 2 2039-01-24 Variable 3.87800000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJL5 72000.00000000 PA USD 67620.93000000 0.220910886691 Long DBT CORP US N 2 2034-02-01 Variable 4.83900000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400HU0 425000.00000000 PA USD 427754.94000000 1.397433059294 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte. Ltd. 716973AG7 139000.00000000 PA USD 142827.52000000 0.466603373943 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 S&P Global, Inc. 78409VBL7 83000.00000000 PA USD 66873.55000000 0.218469270191 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 102357.14000000 0.334390647343 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 131292.52000000 0.428919670421 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 26134.71000000 0.085379511336 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDR4 75000.00000000 PA USD 75539.53000000 0.246780169284 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833EK2 254000.00000000 PA USD 175542.62000000 0.573480368229 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 103867.33000000 0.339324288628 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 194922.16000000 0.636791407653 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDU7 91000.00000000 PA USD 91210.68000000 0.297976265552 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJE0 218000.00000000 PA USD 154396.83000000 0.504399164840 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N N/A N/A U.S. Treasury 5 Year Notes N/A 13.00000000 NC USD -23606.54000000 -0.07712023012 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5 Year Notes 2023-09-29 1388664.07000000 USD -23606.54000000 N N N FedEx Corp. 549300E707U7WNPZN687 FedEx Corp. 31428XCE4 200000.00000000 PA USD 149744.01000000 0.489198862333 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 155326.97000000 0.507437840175 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 137856.08000000 0.450362171426 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJN1 169000.00000000 PA USD 171361.85000000 0.559822206359 Long DBT CORP US N 2 2034-06-12 Variable 5.83600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKA6 191000.00000000 PA USD 152783.52000000 0.499128640719 Long DBT CORP US N 2 2032-07-21 Variable 2.29900000 N N N N N N JBS USA LUX SA N/A JBS USA LUX SA 46590XAT3 200000.00000000 PA USD 165650.00000000 0.541162157641 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 108884.76000000 0.355715735924 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 129958.89000000 0.424562833184 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N CSL Finance plc 2549007CCNBNAF4HBC02 CSL Finance plc 12661PAC3 112000.00000000 PA USD 106065.93000000 0.346506897259 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 386194.08000000 1.261657842445 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 25354.55000000 0.082830805819 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 26859.18000000 0.087746283134 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 98835.66000000 0.322886320661 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 Long Bonds N/A 29.00000000 NC USD -75286.74000000 -0.24595432937 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Long Bonds 2023-09-20 3608687.50000000 USD -75286.74000000 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 Kenvue, Inc. 49177JAJ1 105000.00000000 PA USD 105699.83000000 0.345310884787 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 64871.90000000 0.211930077719 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 Waste Management, Inc. 94106LBM0 96000.00000000 PA USD 60604.07000000 0.197987499444 Long DBT CORP US N 2 2050-11-15 Fixed 2.50000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte. Ltd. 716973AC6 107000.00000000 PA USD 105193.77000000 0.343657636846 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 Moody's Corp. 615369AZ8 320000.00000000 PA USD 303920.52000000 0.992878263535 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 168576.86000000 0.550723919625 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 148032.04000000 0.483606025755 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 35149.32000000 0.114829350140 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 32308.67000000 0.105549227695 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 188133.06000000 0.614612089787 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 192723.33000000 0.629608047634 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 81197.68000000 0.265264785416 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N N/A N/A U.S. Treasury 10 Year Ultra Bonds N/A -48.00000000 NC USD 124348.58000000 0.406234505598 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Bonds 2023-09-20 -5615250.00000000 USD 124348.58000000 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162CY4 151000.00000000 PA USD 92775.85000000 0.303089521056 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 82954.86000000 0.271005318590 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 78781.47000000 0.257371266449 Long DBT CORP US N 2 2028-12-01 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAP3 19000.00000000 PA USD 17781.56000000 0.058090596896 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EH6 34000.00000000 PA USD 30830.02000000 0.100718624469 Long DBT CORP US N 2 2032-04-01 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFG5 231000.00000000 PA USD 230818.34000000 0.754060675506 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 Cigna Group (The) 125523CK4 297000.00000000 PA USD 214982.85000000 0.702327696721 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 59281.00000000 0.193665160683 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 84179.55000000 0.275006259627 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CQ0 154000.00000000 PA USD 153315.23000000 0.500865684673 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJZ3 145000.00000000 PA USD 124406.73000000 0.406424475894 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 76573.83000000 0.250159125032 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N 2023-08-31 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer XXXX NPORT-EX 2 JHI_Sus_Cor_Bond_ETF.htm 7.31 PART F
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Schedule
of
Investments
(unaudited)
July
31,
2023
1
Principal
Amounts
Value
Asset-Backed
Security
-
1.4%
CF
Hippolyta
Issuer
LLC,
1.9800%,
3/15/61
(144A)
(cost
$421,083)
$
510,807
$
411,625
Corporate
Bonds
-
95.3%
Basic
Materials
-
1.3%
Ecolab,
Inc.,
2.7000%, 11/1/26
410,000
386,194
Communications
-
2.3%
AT&T,
Inc.,
3.5000%, 6/1/41
290,000
215,926
Comcast
Corp.,
4.1500%, 10/15/28
87,000
84,180
Discovery
Communications
LLC,
4.0000%, 9/15/55
236,000
156,437
FactSet
Research
Systems,
Inc.,
3.4500%, 3/1/32
132,000
113,369
T-Mobile
USA,
Inc.,
3.5000%, 4/15/25
158,000
152,661
722,573
Consumer,
Cyclical
-
3.6%
Hasbro,
Inc.,
5.1000%, 5/15/44
122,000
107,613
Home
Depot,
Inc.
(The),
2.8750%, 4/15/27
27,000
25,355
Home
Depot,
Inc.
(The),
3.2500%, 4/15/32
46,000
41,226
LKQ
Corp.,
5.7500%, 6/15/28
(144A)
99,000
98,460
Lowe's
Cos.,
Inc.,
3.7500%, 4/1/32
34,000
30,830
Lowe's
Cos.,
Inc.,
3.7000%, 4/15/46
260,000
200,142
Target
Corp.,
4.8000%, 1/15/53
201,000
190,969
Tractor
Supply
Co.,
5.2500%, 5/15/33
231,000
228,383
Whirlpool
Corp.,
4.6000%, 5/15/50
213,000
179,279
1,102,257
Consumer,
Non-cyclical
-
26.9%
Abbott
Laboratories,
6.1500%, 11/30/37
93,000
103,867
AbbVie,
Inc.,
2.9500%, 11/21/26
114,000
106,942
AbbVie,
Inc.,
3.2000%, 11/21/29
113,000
102,357
AbbVie,
Inc.,
4.5500%, 3/15/35
158,000
150,463
AbbVie,
Inc.,
4.2500%, 11/21/49
120,000
102,946
Alcon
Finance
Corp.,
5.3750%, 12/6/32
(144A)
200,000
202,109
Alcon
Finance
Corp.,
5.7500%, 12/6/52
(144A)
140,000
146,511
Amgen,
Inc.,
2.3000%, 2/25/31
100,000
82,955
Amgen,
Inc.,
5.2500%, 3/2/33
65,000
64,872
Amgen,
Inc.,
5.1500%, 11/15/41
110,000
105,098
Amgen,
Inc.,
5.6000%, 3/2/43
77,000
76,574
Amgen,
Inc.,
5.6500%, 3/2/53
38,000
38,115
Amgen,
Inc.,
2.7700%, 9/1/53
151,000
92,776
Boston
Scientific
Corp.,
2.6500%, 6/1/30
150,000
129,959
Bristol-Myers
Squibb
Co.,
4.5500%, 2/20/48
183,000
166,698
Centene
Corp.,
2.6250%, 8/1/31
162,000
129,537
Cigna
Group
(The),
2.3750%, 3/15/31
141,000
117,253
Cigna
Group
(The),
3.4000%, 3/15/50
297,000
214,983
Coca-Cola
Co.
(The),
2.8750%, 5/5/41
200,000
155,327
CSL
Finance
plc,
3.8500%, 4/27/27
(144A)
45,000
43,013
CSL
Finance
plc,
4.2500%, 4/27/32
(144A)
112,000
106,066
CSL
Finance
plc,
4.6250%, 4/27/42
(144A)
210,000
192,723
CVS
Health
Corp.,
5.0500%, 3/25/48
150,000
136,817
Elevance
Health,
Inc.,
1.5000%, 3/15/26
80,000
72,549
Elevance
Health,
Inc.,
2.5500%, 3/15/31
140,000
117,615
Elevance
Health,
Inc.,
5.5000%, 10/15/32
145,000
148,670
Elevance
Health,
Inc.,
3.6000%, 3/15/51
90,000
68,827
Elevance
Health,
Inc.,
6.1000%, 10/15/52
100,000
108,852
GE
HealthCare
Technologies,
Inc.,
5.6500%, 11/15/27
101,000
102,970
GE
HealthCare
Technologies,
Inc.,
5.8570%, 3/15/30
101,000
103,642
GE
HealthCare
Technologies,
Inc.,
6.3770%, 11/22/52
101,000
111,823
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Schedule
of
Investments
(unaudited)
July
31,
2023
2
Principal
Amounts
Value
Corporate
Bonds
-
(continued)
Consumer,
Non-cyclical
-
(continued)
General
Mills,
Inc.,
2.2500%, 10/14/31
$
206,000
$
168,151
Haleon
US
Capital
LLC,
3.3750%, 3/24/29
250,000
229,204
HCA,
Inc.,
5.2500%, 6/15/26
87,000
86,215
HCA,
Inc.,
5.2000%, 6/1/28
48,000
47,604
HCA,
Inc.,
3.5000%, 9/1/30
172,000
151,188
HCA,
Inc.,
5.5000%, 6/1/33
154,000
153,315
Humana,
Inc.,
3.1250%, 8/15/29
95,000
84,667
Humana,
Inc.,
3.9500%, 8/15/49
180,000
143,265
Illumina,
Inc.,
5.7500%, 12/13/27
94,000
94,296
Illumina,
Inc.,
2.5500%, 3/23/31
162,000
132,041
JBS
USA
LUX
SA,
3.6250%, 1/15/32
(144A)
200,000
165,650
Kenvue,
Inc.,
4.9000%, 3/22/33
(144A)
105,000
105,700
Laboratory
Corp.
of
America
Holdings,
2.7000%, 6/1/31
201,000
168,996
Medtronic,
Inc.,
4.0000%, 4/1/43
71,000
60,976
Moody's
Corp.,
4.2500%, 8/8/32
320,000
303,921
Novartis
Capital
Corp.,
2.2000%, 8/14/30
106,000
91,105
Novartis
Capital
Corp.,
2.7500%, 8/14/50
139,000
98,836
PayPal
Holdings,
Inc.,
2.6500%, 10/1/26
194,000
180,653
PepsiCo,
Inc.,
3.9000%, 7/18/32
160,000
153,701
Pfizer
Investment
Enterprises
Pte.
Ltd.,
4.4500%, 5/19/28
107,000
105,194
Pfizer
Investment
Enterprises
Pte.
Ltd.,
4.7500%, 5/19/33
55,000
54,636
Pfizer
Investment
Enterprises
Pte.
Ltd.,
5.3000%, 5/19/53
139,000
142,827
Pilgrim's
Pride
Corp.,
5.8750%, 9/30/27
(144A)
194,000
191,886
Pilgrim's
Pride
Corp.,
4.2500%, 4/15/31
295,000
255,174
Royalty
Pharma
plc,
3.5500%, 9/2/50
205,000
137,856
S&P
Global,
Inc.,
3.7000%, 3/1/52
83,000
66,874
S&P
Global,
Inc.,
2.3000%, 8/15/60
181,000
102,389
UnitedHealth
Group,
Inc.,
3.7000%, 5/15/27
79,000
76,310
UnitedHealth
Group,
Inc.,
4.2000%, 5/15/32
79,000
75,291
UnitedHealth
Group,
Inc.,
5.3500%, 2/15/33
293,000
303,540
UnitedHealth
Group,
Inc.,
4.7500%, 5/15/52
79,000
74,407
Verisk
Analytics,
Inc.,
3.6250%, 5/15/50
248,000
180,330
Zoetis,
Inc.,
5.6000%, 11/16/32
248,000
258,984
8,248,091
Energy
-
4.0%
Cheniere
Corpus
Christi
Holdings
LLC,
3.7000%, 11/15/29
23,000
20,987
Enbridge,
Inc.,
5.7000%, 3/8/33
95,000
96,303
Enbridge,
Inc.,
2.5000%, 8/1/33
193,000
151,329
Kinder
Morgan,
Inc.,
5.2000%, 6/1/33
194,000
189,457
Sabine
Pass
Liquefaction
LLC,
5.8750%, 6/30/26
303,000
305,079
Venture
Global
Calcasieu
Pass
LLC,
6.2500%, 1/15/30
(144A)
199,000
194,587
Western
Midstream
Operating
LP,
6.1500%, 4/1/33
254,000
257,614
1,215,356
Financial
-
36.0%
AerCap
Ireland
Capital
DAC,
1.7500%, 1/30/26
310,000
280,064
Alexandria
Real
Estate
Equities,
Inc.,
2.9500%, 3/15/34
197,000
157,577
Alexandria
Real
Estate
Equities,
Inc.,
4.7500%, 4/15/35
99,000
92,357
American
Express
Co.,
SOFR
+
1.8350%,
5.0430%, 5/1/34
‡
73,000
71,598
American
Tower
Corp.,
2.4000%, 3/15/25
79,000
74,878
Aon
Corp.,
5.0000%, 9/12/32
467,000
461,197
Athene
Global
Funding,
1.0000%, 4/16/24
(144A)
485,000
467,736
Bank
of
America
Corp.,
SOFR
+
1.0600%,
2.0870%, 6/14/29
‡
145,000
124,407
Bank
of
America
Corp.,
SOFR
+
1.2200%,
2.2990%, 7/21/32
‡
191,000
152,783
Bank
of
America
Corp.,
SOFR
+
1.2100%,
2.5720%, 10/20/32
‡
203,000
164,752
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Schedule
of
Investments
(unaudited)
July
31,
2023
3
Principal
Amounts
Value
Corporate
Bonds
-
(continued)
Financial
-
(continued)
Bank
of
America
Corp.,
SOFR
+
1.9300%,
2.6760%, 6/19/41
‡
$
218,000
$
154,397
Bank
of
New
York
Mellon
Corp.
(The),
SOFR
+
1.3450%,
4.4140%, 7/24/26
‡
314,000
308,067
Bank
of
New
York
Mellon
Corp.
(The),
SOFR
+
1.5118%,
4.7060%, 2/1/34
‡
145,000
138,292
Bank
of
New
York
Mellon
Corp.
(The),
SOFR
+
1.6060%,
4.9670%, 4/26/34
‡
123,000
119,759
Berkshire
Hathaway
Finance
Corp.,
3.8500%, 3/15/52
98,000
80,212
Boston
Properties
LP,
4.5000%, 12/1/28
85,000
78,781
Boston
Properties
LP,
2.4500%, 10/1/33
170,000
122,938
Brown
&
Brown,
Inc.,
4.9500%, 3/17/52
95,000
81,198
Capital
One
Financial
Corp.,
SOFR
+
2.6400%,
6.3120%, 6/8/29
‡
28,000
28,106
CBRE
Services,
Inc.,
5.9500%, 8/15/34
306,000
308,237
Charles
Schwab
Corp.
(The),
3.2000%, 3/2/27
92,000
85,705
Citigroup,
Inc.,
SOFR
+
2.1070%,
2.5720%, 6/3/31
‡
202,000
168,577
Citigroup,
Inc.,
SOFR
+
1.3510%,
3.0570%, 1/25/33
‡
71,000
59,281
Citigroup,
Inc.,
CME
Term
SOFR
3
Month
+
1.4296%,
3.8780%, 1/24/39
‡
87,000
72,819
CME
Group,
Inc.,
3.7500%, 6/15/28
272,000
262,334
Corebridge
Financial,
Inc.,
3.8500%, 4/5/29
34,000
31,168
Credit
Agricole
SA,
5.3010%, 7/12/28
(144A)
250,000
249,839
Digital
Realty
Trust
LP,
4.4500%, 7/15/28
124,000
117,768
Equinix,
Inc.,
2.6250%, 11/18/24
160,000
153,733
Equinix,
Inc.,
1.5500%, 3/15/28
105,000
88,436
Equinix,
Inc.,
3.4000%, 2/15/52
138,000
95,608
Fifth
Third
Bancorp,
SOFR
+
2.3400%,
6.3390%, 7/27/29
‡
94,000
95,710
Goldman
Sachs
Group,
Inc.
(The),
6.2500%, 2/1/41
126,000
135,194
JPMorgan
Chase
&
Co.,
SOFR
+
1.8900%,
2.1820%, 6/1/28
‡
381,000
339,110
JPMorgan
Chase
&
Co.,
SOFR
+
1.4500%,
5.2990%, 7/24/29
‡
91,000
91,211
JPMorgan
Chase
&
Co.,
CME
Term
SOFR
3
Month
+
2.5150%,
2.9560%, 5/13/31
‡
167,000
143,473
JPMorgan
Chase
&
Co.,
SOFR
+
1.2600%,
2.9630%, 1/25/33
‡
231,000
194,922
JPMorgan
Chase
&
Co.,
SOFR
+
1.8450%,
5.3500%, 6/1/34
‡
75,000
75,539
Lloyds
Banking
Group
plc,
US
Treasury
Yield
Curve
Rate
T
Note
Constant
Maturity
1
Year
+
1.6000%,
3.5110%, 3/18/26
‡
320,000
306,832
Lloyds
Banking
Group
plc,
4.6500%, 3/24/26
200,000
192,798
Mastercard,
Inc.,
3.5000%, 2/26/28
89,000
84,986
Metropolitan
Life
Global
Funding
I,
5.1500%, 3/28/33
(144A)
383,000
380,090
Mitsubishi
UFJ
Financial
Group,
Inc.,
US
Treasury
Yield
Curve
Rate
T
Note
Constant
Maturity
1
Year
+
1.7000%,
4.7880%, 7/18/25
‡
234,000
231,340
Morgan
Stanley,
CME
Term
SOFR
3
Month
+
1.4016%,
3.7720%, 1/24/29
‡
19,000
17,782
Morgan
Stanley,
SOFR
+
1.7300%,
5.1230%, 2/1/29
‡
47,000
46,521
Morgan
Stanley,
SOFR
+
1.6300%,
5.4490%, 7/20/29
‡
108,000
108,228
Morgan
Stanley,
SOFR
+
1.2900%,
2.9430%, 1/21/33
‡
166,000
138,154
Morgan
Stanley,
SOFR
+
1.8700%,
5.2500%, 4/21/34
‡
57,000
56,267
Morgan
Stanley,
SOFR
+
1.8800%,
5.4240%, 7/21/34
‡
231,000
230,818
Morgan
Stanley,
US
Treasury
Yield
Curve
Rate
T
Note
Constant
Maturity
5
Year
+
2.4300%,
5.9480%, 1/19/38
‡
27,000
26,859
Nasdaq,
Inc.,
5.3500%, 6/28/28
31,000
31,053
Nasdaq,
Inc.,
1.6500%, 1/15/31
222,000
174,043
Nasdaq,
Inc.,
5.5500%, 2/15/34
103,000
103,926
Nasdaq,
Inc.,
5.9500%, 8/15/53
70,000
71,418
Nasdaq,
Inc.,
6.1000%, 6/28/63
30,000
30,293
National
Australia
Bank
Ltd.,
2.9900%, 5/21/31
(144A)
299,000
238,813
Nordea
Bank
Abp,
5.3750%, 9/22/27
(144A)
200,000
198,094
PNC
Financial
Services
Group,
Inc.
(The),
SOFR
+
1.8410%,
5.5820%, 6/12/29
‡
106,000
106,216
PNC
Financial
Services
Group,
Inc.
(The),
2.5500%, 1/22/30
98,000
82,728
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Schedule
of
Investments
(unaudited)
July
31,
2023
4
Principal
Amounts
Value
Corporate
Bonds
-
(continued)
Financial
-
(continued)
PNC
Financial
Services
Group,
Inc.
(The),
SOFRINDX
+
2.1400%,
6.0370%, 10/28/33
‡
$
233,000
$
239,541
PNC
Financial
Services
Group,
Inc.
(The),
SOFR
+
1.9330%,
5.0680%, 1/24/34
‡
195,000
188,133
Raymond
James
Financial,
Inc.,
3.7500%, 4/1/51
182,000
136,682
State
Street
Corp.,
SOFR
+
0.6040%,
4.8570%, 1/26/26
‡
488,000
481,700
Sun
Communities
Operating
LP,
2.7000%, 7/15/31
266,000
211,812
Sun
Communities
Operating
LP,
5.7000%, 1/15/33
92,000
90,427
Toronto-Dominion
Bank
(The),
5.5230%, 7/17/28
138,000
139,425
US
Bancorp,
2.4000%, 7/30/24
319,000
309,001
US
Bancorp,
SOFR
+
1.6000%,
4.8390%, 2/1/34
‡
72,000
67,621
US
Bancorp,
SOFR
+
2.2600%,
5.8360%, 6/12/34
‡
169,000
171,362
Visa,
Inc.,
2.0000%, 8/15/50
92,000
55,734
Willis
North
America,
Inc.,
5.3500%, 5/15/33
153,000
149,030
11,025,490
Industrial
-
5.8%
Ball
Corp.,
4.0000%, 11/15/23
299,000
296,010
Canadian
Pacific
Railway
Co.,
1.7500%, 12/2/26
207,000
186,417
FedEx
Corp.,
3.2500%, 5/15/41
200,000
149,744
Johnson
Controls
International
plc,
1.7500%, 9/15/30
323,000
260,959
Otis
Worldwide
Corp.,
2.0560%, 4/5/25
201,000
190,000
Otis
Worldwide
Corp.,
2.5650%, 2/15/30
2,000
1,723
Regal
Rexnord
Corp.,
6.3000%, 2/15/30
(144A)
32,000
31,948
Regal
Rexnord
Corp.,
6.4000%, 4/15/33
(144A)
199,000
198,472
Trane
Technologies
Financing
Ltd.,
5.2500%, 3/3/33
71,000
71,567
Trimble,
Inc.,
6.1000%, 3/15/33
119,000
120,889
Waste
Management,
Inc.,
2.5000%, 11/15/50
96,000
60,604
Xylem,
Inc.,
1.9500%, 1/30/28
125,000
109,952
Xylem,
Inc.,
4.3750%, 11/1/46
121,000
100,747
1,779,032
Technology
-
10.5%
Apple,
Inc.,
2.7000%, 8/5/51
254,000
175,543
Apple,
Inc.,
2.8500%, 8/5/61
226,000
151,389
Autodesk,
Inc.,
2.8500%, 1/15/30
96,000
84,032
Broadcom
Corp.,
3.8750%, 1/15/27
92,000
87,714
Broadcom,
Inc.,
3.1870%, 11/15/36
(144A)
144,000
108,885
Broadcom,
Inc.,
4.9260%, 5/15/37
(144A)
222,000
201,716
Fiserv,
Inc.,
2.7500%, 7/1/24
156,000
151,612
Foundry
JV
Holdco
LLC,
5.8750%, 1/25/34
(144A)
307,000
303,924
Hewlett
Packard
Enterprise
Co.,
5.9000%, 10/1/24
450,000
450,386
Micron
Technology,
Inc.,
3.3660%, 11/1/41
333,000
235,195
NXP
BV,
2.7000%, 5/1/25
138,000
131,293
Oracle
Corp.,
4.6500%, 5/6/30
157,000
151,960
Oracle
Corp.,
2.8750%, 3/25/31
38,000
32,309
Oracle
Corp.,
5.5500%, 2/6/53
39,000
37,398
Oracle
Corp.,
4.1000%, 3/25/61
202,000
148,032
QUALCOMM,
Inc.,
6.0000%, 5/20/53
200,000
222,405
Salesforce,
Inc.,
2.9000%, 7/15/51
161,000
111,206
Salesforce,
Inc.,
3.0500%, 7/15/61
98,000
65,456
Take-Two
Interactive
Software,
Inc.,
3.3000%, 3/28/24
13,000
12,772
VMware,
Inc.,
4.5000%, 5/15/25
167,000
163,566
VMware,
Inc.,
4.7000%, 5/15/30
84,000
79,746
Workday,
Inc.,
3.5000%, 4/1/27
37,000
35,149
Workday,
Inc.,
3.7000%, 4/1/29
28,000
26,135
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Schedule
of
Investments
(unaudited)
July
31,
2023
5
Principal
Amounts
Value
Corporate
Bonds
-
(continued)
Technology
-
(continued)
Workday,
Inc.,
3.8000%, 4/1/32
$
43,000
$
38,616
3,206,439
Utilities
-
4.9%
American
Water
Capital
Corp.,
3.8500%, 3/1/24
618,000
611,160
American
Water
Capital
Corp.,
2.3000%, 6/1/31
8,000
6,641
American
Water
Capital
Corp.,
3.2500%, 6/1/51
135,000
96,513
Duke
Energy
Progress
LLC,
5.2500%, 3/15/33
156,000
158,080
Duke
Energy
Progress
LLC,
5.3500%, 3/15/53
114,000
114,130
Southern
California
Edison
Co.,
5.3000%, 3/1/28
425,000
427,755
Xcel
Energy,
Inc.,
4.6000%, 6/1/32
85,000
80,411
1,494,690
Total
Corporate
Bonds
(cost
$31,922,699)
29,180,122
Foreign
Government
Bonds
-
1.7%
Electricite
de
France
SA,
5.7000%, 5/23/28
(144A)
200,000
201,400
Electricite
de
France
SA,
6.9000%, 5/23/53
(144A)
307,000
323,413
Total
Foreign
Government
Bonds
(cost
$504,636)
524,813
Total
Investments
(total
cost
$32,848,418
)
-
98.4%
30,116,560
Cash,
Receivables
and
Other
Assets,
net
of
Liabilities
-
1.6%
493,606
Net
Assets
-
100.0%
$30,610,166
Summary
of
Investments
by
Country
-
(Long
Positions)
(unaudited)
Country
Value
%
of
Investment
Securities
United
States
$
26,473,174
87.9
%
United
Kingdom
841,432
2.8
France
774,652
2.6
Canada
573,474
1.9
Ireland
351,631
1.2
Singapore
302,657
1.0
Australia
238,813
0.8
Japan
231,340
0.8
Finland
198,094
0.6
Netherlands
131,293
0.4
Total
$
30,116,560
100.0
%
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Schedule
of
Investments
(unaudited)
July
31,
2023
6
Schedule
of
Affiliated
Investments
-
(%
of
Net
Assets)
Dividend
Income
Realized
Gain/(Loss)
Change
in
Unrealized
Appreciatio
n/
(Depreciation)
Value
at
7/31/23
Investment
Company
-
N/A
Money
Market
Funds
-
N/A
Janus
Henderson
Cash
Liquidity
Fund
LLC,
5.2625%
∞
$
23,892
$
104
$
(63)
$
–
Market
Value
at
10/31/22
Purchases
Sales
Market
Value
at
7/31/23
Investment
Company
-
N/A
Money
Market
Funds
-
N/A
Janus
Henderson
Cash
Liquidity
Fund
LLC,
5.2625%
∞
$
1,125,433
$
26,752,810
$
(27,878,284)
$
–
Schedule
of
Futures
Contracts
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
Value
and
Unrealized
Appreciation
(Depreciation)
Futures
Long:
U.S.
Treasury
10
Year
Notes
7
9/20/23
$
779,844
$
(20,949)
U.S.
Treasury
2
Year
Notes
13
9/29/23
2,639,406
(31,728)
U.S.
Treasury
5
Year
Notes
13
9/29/23
1,388,664
(23,607)
U.S.
Treasury
Long
Bonds
29
9/20/23
3,608,688
(75,287)
Total
-
Futures
Long
(151,571)
Futures
Short:
U.S.
Treasury
10
Year
Ultra
Bonds
50
9/20/23
(5,849,219)
124,408
Total
-
Futures
Short
124,408
Total
$(27,163)
Average
Ending
Monthly
Value
of
Derivative
Instruments
During
the
Period
Ended
July
31,
2023
Futures
contracts:
Average
notional
amount
of
contracts
-
long
$8,936,398
Average
notional
amount
of
contracts
-
short
6,628,670
Credit
default
swaps:
Average
notional
amount
-
buy
protection
61,111
Average
notional
amount
-
sell
protection
216,667
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Notes
to
Schedule
of
Investments
and
Other
Information
(unaudited)
July
31,
2023
7
LLC
Limited
Liability
Company
LP
Limited
Partnership
plc
Public
Limited
Company
SOFR
Secured
Overnight
Financing
Rate
SOFRINDX
Secured
Overnight
Financing
Rate
Compounded
Index
∞
Rate
shown
is
the
7-day
yield
as
of
July
31,
2023.
‡
The
interest
rate
on
floating
rate
notes
is
based
on
an
index
or
market
interest
rates
and
is
subject
to
change.
Rate
in
the
security
description
is
as
of
July
31,
2023.
144A
Securities
sold
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended,
are
subject
to
legal
and/or
contractual
restrictions
on
resale
and
may
not
be
publicly
sold
without
registration
under
the
1993
Act.
Unless
otherwise
noted,
these
securities
have
been
determined
to
be
liquid
in
accordance
with
the
requirements
of
Rule
22e-4,
under
the
1940
Act.
The
total
value
of
144A
securities
as
of
the
period
ended
July
31,
2023
is
$4,762,660
which
represents
15.6%
of
net
assets.
Janus
Henderson
Sustainable
Corporate
Bond
ETF
Notes
to
Schedule
of
Investments
and
Other
Information
(unaudited)
July
31,
2023
8
The
following
is
a
summary
of
the
inputs
that
were
used
to
value
the
Fund's
investments
in
securities
and
other
financial
instruments
as
of
July
31,
2023
.
See
Notes
to
Financial
Statements
for
more
information.
Valuation
Inputs
Summary
Level
1
-
Quoted
Prices
Level
2
-
Other
Significant
Observable
Inputs
Level
3
-
Significant
Unobservable
Inputs
Assets
Investments
in
Securities:
Asset-Backed
Security
$
—
$
411,625
$
—
Corporate
Bonds
—
29,180,122
—
Foreign
Government
Bonds
—
524,813
—
Total
Investments
in
Securities
$
—
$
30,116,560
$
—
Other
Financial
Instruments
(a)
:
Futures
Contracts
$
124,408
$
—
$
—
Total
Assets
$
124,408
$
30,116,560
$
—
Liabilities
Other
Financial
Instruments
(a)
:
Futures
Contracts
$
151,571
$
—
$
—
Total
Liabilities
$
151,571
$
—
$
—
(a)
Other
financial
instruments
include
futures
contracts.
Futures
contracts
are
reported
at
their
unrealized
appreciation/(depreciation)
at
measurement
date,
which
represents
the
change
in
the
contract’s
value
from
trade
date.
9
Investment
Valuation 
Fund holdings
are
valued
in
accordance
with
policies
and
procedures
established
by
the
Adviser
pursuant
to
Rule
2a-5
under
the
1940
Act
and
approved
by
and
subject
to
the
oversight
of
the
Trustees
(the
“Valuation
Procedures”).
Equity
securities,
including
shares
of
exchange-traded
funds,
traded
on
a
domestic
securities
exchange
are
generally
valued
at
readily
available
market
quotations,
which
are
(i)
the
official
close
prices
or
(ii)
last
sale
prices
on
the
primary
market
or
exchange
in
which
the
securities
trade.
If
such
price
is
lacking
for
the
trading
period
immediately
preceding
the
time
of
determination,
such
securities
are
generally
valued
at
their
current
bid
price.
Equity
securities
that
are
traded
on
a
foreign
exchange
are
generally
valued
at
the
closing
prices
on
such
markets.
In
the
event
that
there
is
no
current
trading
volume
on
a
particular
security
in
such
foreign
exchange,
the
bid
price
from
the
primary
exchange
is
generally
used
to
value
the
security.
Foreign
securities
and
currencies
are
converted
to
U.S.
dollars
using
the
current
spot
USD
dollar
exchange
rate
in
effect
at
the
close
of
the
London
Stock
Exchange.
The Fund will
determine
the
market
value
of
individual
securities
held
by
it
by
using
prices
provided
by
one
or
more
approved
professional
pricing
services
or,
as
needed,
by
obtaining
market
quotations
from
independent
broker-dealers.
Most
debt
securities
are
valued
in
accordance
with
the
evaluated
bid
price
supplied
by
the
Adviser-approved
pricing
service
that
is
intended
to
reflect
market
value.
The
evaluated
bid
price
supplied
by
the
pricing
service
is
an
evaluation
that
may
consider
factors
such
as
security
prices,
yields,
maturities
and
ratings.
Certain
short-term
securities
maturing
within
60
days
or
less
may
be
evaluated
and
valued
on
an
amortized
cost
basis
provided
that
the
amortized
cost
determined
approximates
market
value.
Securities
for
which
market
quotations
or
evaluated
prices
are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
determined
in
good
faith
by
the
Adviser
pursuant
to
the
Valuation
Procedures. Circumstances
in
which
fair
valuation
may
be
utilized
include,
but
are
not
limited
to:
(i)
a
significant
event
that
may
affect
the
securities
of
a
single
issuer,
such
as
a
merger,
bankruptcy,
or
significant
issuer-specific
development;
(ii)
an
event
that
may
affect
an
entire
market,
such
as
a
natural
disaster
or
significant
governmental
action;
(iii)
a
nonsignificant
event
such
as
a
market
closing
early
or
not
opening,
or
a
security
trading
halt;
and
(iv)
pricing
of
a
non-valued
security
and
a
restricted
or
nonpublic
security.
Special
valuation
considerations
may
apply
with
respect
to
“odd-lot”
fixed-income
transactions
which,
due
to
their
small
size,
may
receive
evaluated
prices
by
pricing
services
which
reflect
a
large
block
trade
and
not
what
actually
could
be
obtained
for
the
odd-
lot
position.
The
value
of
the
securities
of
other
mutual
funds
held
by
the
Fund,
if
any,
will
be
calculated
using
the
NAV
of
such
mutual
funds,
and
the
prospectuses
for
such
mutual
funds
explain
the
circumstances
under
which
they
use
fair
valuation
and
the
effects
of
using
fair
valuation.
The
value
of
the
securities
of
any
cash
management
pooled
investment
vehicles
that
operate
as
money
market
funds
held
by
the
Fund,
if
any,
will
be
calculated
using
the
NAV
of
such
funds.
Valuation
Inputs
Summary 
FASB
ASC
820,
Fair
Value
Measurements
and
Disclosures
(“ASC
820”),
defines
fair
value,
establishes
a
framework
for
measuring
fair
value,
and
expands
disclosure
requirements
regarding
fair
value
measurements.
This
standard
emphasizes
that
fair
value
is
a
market-based
measurement
that
should
be
determined
based
on
the
assumptions
that
market
participants
would
use
in
pricing
an
asset
or
liability
and
establishes
a
hierarchy
that
prioritizes
inputs
to
valuation
techniques
used
to
measure
fair
value.
These
inputs
are
summarized
into
three
broad
levels: 
Level
1
–
Unadjusted
quoted
prices
in
active
markets
the
Fund
has
the
ability
to
access
for
identical
assets
or
liabilities.
Level
2
–
Observable
inputs
other
than
unadjusted
quoted
prices
included
in
Level
1
that
are
observable
for
the
asset
or
liability
either
directly
or
indirectly.
These
inputs
may
include
quoted
prices
for
the
identical
instrument
on
an
inactive
market,
prices
for
similar
instruments,
interest
rates,
prepayment
speeds,
credit
risk,
yield
curves,
default
rates
and
similar
data.
Assets
or
liabilities
categorized
as
Level
2
in
the
hierarchy
generally
include:
debt
securities
fair
valued
in
accordance
with
the
evaluated
bid
or
ask
prices
supplied
by
a
pricing
service;
securities
traded
on
OTC
markets
and
listed
securities
for
which
no
sales
are
reported
that
are
fair
valued
at
the
latest
bid
price
(or
yield
equivalent
thereof)
obtained
from
one
or
more
dealers
transacting
in
a
market
for
such
securities
or
by
a
pricing
service
approved
by
the
Fund’s
Trustees;
and
certain
short-term
debt
securities
with
maturities
of
60
days
or
less
that
are
fair
valued
at
amortized
cost.
Other
securities
that
may
be
categorized
as
Level
2
in
the
hierarchy
include,
but
are
not
limited
to,
preferred
stocks,
bank
loans,
swaps,
investments
in
unregistered
investment
companies,
options,
and
forward
contracts.
10
Level
3
–
Unobservable
inputs
for
the
asset
or
liability
to
the
extent
that
relevant
observable
inputs
are
not
available,
representing
the
Fund’s
own
assumptions
about
the
assumptions
that
a
market
participant
would
use
in
valuing
the
asset
or
liability,
and
that
would
be
based
on
the
best
information
available.
The
inputs
or
methodology
used
for
fair
valuing
securities
are
not
necessarily
an
indication
of
the
risk
associated
with
investing
in
those
securities.
The
summary
of
inputs
used
as
of
July
31,
2023 to
fair
value
the
Fund’s
investments
in
securities
and
other
financial
instruments
is
included
in
the
“Valuation
Inputs
Summary”
in
the
Notes
to
Schedule
of
Investments
and
Other
Information.
For
additional
information
on
the
Fund,
please
refer
to
the
Fund's
most
recent
semiannual
or
annual
shareholder
report.
125-35-70443
09-23