0001752724-23-286057.txt : 20231220
0001752724-23-286057.hdr.sgml : 20231220
20231220113800
ACCESSION NUMBER: 0001752724-23-286057
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231220
DATE AS OF CHANGE: 20231220
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Janus Detroit Street Trust
CENTRAL INDEX KEY: 0001500604
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 231500383
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
2023-10-31
N
28952656.96
373905.40
28578751.56
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
351765.08000000
USD
N
Bloomberg Barclays US Corporate Bond Index
LEHM.MC.LEHM002765UUSD
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
87000.00000000
PA
USD
84943.19000000
0.297224984869
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
88828.21000000
0.310819070642
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
106732.53000000
0.373468133399
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
298256.54000000
1.043630402727
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
97058.68000000
0.339618334258
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.35000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AU1
72000.00000000
PA
USD
55313.00000000
0.193545893297
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
84000.00000000
PA
USD
76079.35000000
0.266209494282
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
86192.93000000
0.301597954057
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
80099.90000000
0.280277813507
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
158471.02000000
0.554506447446
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
6.00000000
NC
USD
-16961.28000000
-0.05934926850
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Notes
2023-12-19
637031.25000000
USD
-16961.28000000
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BH5
227000.00000000
PA
USD
224258.30000000
0.784702927030
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.55000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHX1
319000.00000000
PA
USD
310087.18000000
1.085027032580
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
158461.61000000
0.554473520886
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
189410.05000000
0.662765305203
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
306767.62000000
1.073411549682
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
83737.17000000
0.293004996471
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
155706.63000000
0.544833561651
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
116843.04000000
0.408845850927
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
121662.00000000
0.425707889109
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
187371.75000000
0.655633083224
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
46979.96000000
0.164387726669
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
97839.30000000
0.342349804170
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
281623.61000000
0.985430064741
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
101490.58000000
0.355126009570
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.58200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
47000.00000000
PA
USD
44748.30000000
0.156578918103
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
94555.81000000
0.330860533923
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
86852.42000000
0.303905577602
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.37500000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BBA7
153000.00000000
PA
USD
142559.32000000
0.498829767635
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.45000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AM1
162000.00000000
PA
USD
123348.36000000
0.431608636721
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AS5
307000.00000000
PA
USD
282970.14000000
0.990141712124
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
105000.00000000
PA
USD
87085.39000000
0.304720763666
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
110499.52000000
0.386649220026
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
75140.27000000
0.262923556483
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
471995.71000000
1.651561682143
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
98654.29000000
0.345201538257
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
109813.51000000
0.384248800264
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
84125.66000000
0.294364363059
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAF0
101000.00000000
PA
USD
99964.13000000
0.349784803545
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
30111.53000000
0.105363349888
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBT2
138000.00000000
PA
USD
81850.71000000
0.286404078317
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
74429.54000000
0.260436638891
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
Jacobs Engineering Group, Inc.
549300CZ8QS1GE53O776
Jacobs Engineering Group, Inc.
469814AB3
225000.00000000
PA
USD
223749.01000000
0.782920868779
Long
DBT
CORP
US
N
2
2028-08-18
Fixed
6.35000000
N
N
N
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AF0
199000.00000000
PA
USD
182561.64000000
0.638802012105
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
127333.95000000
0.445554627299
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
66463.73000000
0.232563447918
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
231338.31000000
0.809476612420
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
331201.01000000
1.158906501932
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
38298.29000000
0.134009667705
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
70042.99000000
0.245087647908
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
219419.51000000
0.767771501632
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.03700000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDC6
280000.00000000
PA
USD
279864.26000000
0.979273917590
Long
DBT
CORP
US
N
2
2031-10-30
Variable
7.62400000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDK3
477000.00000000
PA
USD
442417.50000000
1.548064473954
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AM3
153000.00000000
PA
USD
139437.56000000
0.487906407343
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
169000.00000000
PA
USD
139215.47000000
0.487129291521
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAL8
161000.00000000
PA
USD
94688.82000000
0.331325949635
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
192473.35000000
0.673484107925
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
82374.17000000
0.288235718859
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FM5
160000.00000000
PA
USD
141806.54000000
0.496195712756
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBE3
207000.00000000
PA
USD
184067.76000000
0.644072081362
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
30187.61000000
0.105629561657
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
57767.05000000
0.202132867416
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
68320.41000000
0.239060162780
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
254000.00000000
PA
USD
240227.79000000
0.840581820012
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
138906.15000000
0.486046948931
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
127388.08000000
0.445744033753
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
299000.00000000
PA
USD
226589.12000000
0.792858706666
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
103867.91000000
0.363444532494
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
278759.85000000
0.975409473065
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
170991.57000000
0.598317143563
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AQ7
214000.00000000
PA
USD
203258.56000000
0.711222670357
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.95000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DL9
183000.00000000
PA
USD
144140.18000000
0.504361359863
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
121983.30000000
0.426832150956
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
54208.46000000
0.189680993888
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
45701.43000000
0.159914018301
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AJ6
92000.00000000
PA
USD
83948.48000000
0.293744391961
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
105582.73000000
0.369444864581
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
113588.88000000
0.397459209376
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
85989.00000000
0.300884381948
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
240411.62000000
0.841225060147
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
106757.01000000
0.373553791444
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
391861.28000000
1.371163044604
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
54581.85000000
0.190987524019
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
245333.69000000
0.858447890856
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
200000.00000000
PA
USD
193885.01000000
0.678423651897
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
83213.16000000
0.291171431422
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
83208.04000000
0.291153516014
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
409000.00000000
PA
USD
360093.78000000
1.260005284849
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CH6
182000.00000000
PA
USD
170461.59000000
0.596462688869
Long
DBT
CORP
US
N
2
2034-08-24
Variable
6.13600000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAC7
250000.00000000
PA
USD
242383.30000000
0.848124171873
Long
DBT
CORP
FR
Y
2
2028-07-12
Fixed
5.30100000
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
110372.49000000
0.386204728951
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
143615.91000000
0.502526885047
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
51357.54000000
0.179705330697
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
123458.17000000
0.431992873239
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
147019.50000000
0.514436397584
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
90058.49000000
0.315123947282
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BU5
149000.00000000
PA
USD
141623.01000000
0.495553522352
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.40000000
N
N
N
N
N
N
Foundry JV Holdco LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
307000.00000000
PA
USD
284795.43000000
0.996528590138
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
135552.90000000
0.474313581247
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
304892.02000000
1.066848631788
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
126066.26000000
0.441118849209
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
30048.25000000
0.105141926640
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
110729.40000000
0.387453593861
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
152035.41000000
0.531987584135
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
82680.03000000
0.289305954553
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
117912.71000000
0.412588736608
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
77853.36000000
0.272416938285
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
95541.97000000
0.334311209499
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
198523.20000000
0.694653157200
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
43000.00000000
PA
USD
35809.67000000
0.125301729590
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
65532.91000000
0.229306412711
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
254159.72000000
0.889331080353
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
139000.00000000
PA
USD
132021.05000000
0.461955273738
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFP9
383000.00000000
PA
USD
350521.06000000
1.226509350011
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
211459.28000000
0.739917835655
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
-3.00000000
NC
USD
-495.78000000
-0.00173478536
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Notes
2023-12-29
-313429.69000000
USD
-495.78000000
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
148261.60000000
NS
USD
148291.25000000
0.518886382033
Long
STIV
RF
US
N
2
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
31.00000000
NC
USD
-330387.15000000
-1.15605872183
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Long Bonds
2023-12-19
3392562.50000000
USD
-330387.15000000
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAD3
222000.00000000
PA
USD
163963.41000000
0.573724886672
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
190477.92000000
0.666501892499
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
62451.63000000
0.218524696115
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
125632.53000000
0.439601183194
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAK8
105000.00000000
PA
USD
98389.12000000
0.344273681071
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.90000000
N
N
N
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663AB8
149000.00000000
PA
USD
141834.38000000
0.496293127788
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.80000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBL2
450000.00000000
PA
USD
449188.31000000
1.571756236646
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
92953.26000000
0.325253046148
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
63238.82000000
0.221279155134
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
72466.50000000
0.253567759416
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ADC6
271000.00000000
PA
USD
257109.93000000
0.899654169497
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AW3
145000.00000000
PA
USD
138708.43000000
0.485355106253
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
134665.83000000
0.471209631803
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
290000.00000000
PA
USD
193876.46000000
0.678393734565
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
142354.67000000
0.498113676173
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Bonds
N/A
-52.00000000
NC
USD
296913.58000000
1.038931247142
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 10 Year Ultra Bonds
2023-12-19
-5659062.50000000
USD
296913.58000000
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
194000.00000000
PA
USD
174835.35000000
0.611766926322
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
42420.60000000
0.148434055668
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
185019.93000000
0.647403822422
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
13.00000000
NC
USD
-8830.95000000
-0.03090040508
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 2 Year Notes
2023-12-29
2631484.39000000
USD
-8830.95000000
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAU0
200000.00000000
PA
USD
153739.66000000
0.537950930701
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
303000.00000000
PA
USD
300738.25000000
1.052314162039
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
209859.65000000
0.734320565261
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AP4
94000.00000000
PA
USD
91846.89000000
0.321381743380
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BH0
172000.00000000
PA
USD
161334.26000000
0.564525219589
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.62500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
193000.00000000
PA
USD
139241.39000000
0.487219988275
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663AA0
104000.00000000
PA
USD
102081.98000000
0.357195379181
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.60000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LU3
87000.00000000
PA
USD
65107.59000000
0.227818174154
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
61520.41000000
0.215266261267
Long
DBT
CORP
US
N
2
2034-02-01
Variable
4.83900000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
2.00000000
NC
USD
-25003.10000000
-0.08748842631
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury Ultra Bonds
2023-12-19
225125.00000000
USD
-25003.10000000
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECK9
200000.00000000
PA
USD
194983.56000000
0.682267591677
Long
DBT
CORP
GB
N
2
2029-09-13
Variable
6.49000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HU0
425000.00000000
PA
USD
415507.08000000
1.453902138194
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBL7
83000.00000000
PA
USD
56080.98000000
0.196233134544
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
98475.94000000
0.344577473208
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
483000.00000000
PA
USD
364543.73000000
1.275576118973
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAW8
138000.00000000
PA
USD
131153.14000000
0.458918367111
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAQ5
144000.00000000
PA
USD
144849.16000000
0.506842154024
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.16100000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDR4
75000.00000000
PA
USD
69173.91000000
0.242046647330
Long
DBT
CORP
US
N
2
2034-06-01
Variable
5.35000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BF8
90000.00000000
PA
USD
76989.45000000
0.269394028071
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
254000.00000000
PA
USD
146891.59000000
0.513988827299
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
95497.67000000
0.334156199229
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
179970.86000000
0.629736605611
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
357000.00000000
PA
USD
362690.56000000
1.269091685963
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDU7
91000.00000000
PA
USD
87610.70000000
0.306558877549
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
132913.96000000
0.465079657944
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67600000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAN5
146000.00000000
PA
USD
142593.08000000
0.498947897358
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
200000.00000000
PA
USD
131841.28000000
0.461326239962
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
134473.72000000
0.470537419095
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
119607.94000000
0.418520521265
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
155660.41000000
0.544671833103
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
140913.01000000
0.493069159106
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29900000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
144000.00000000
PA
USD
99728.48000000
0.348960239885
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
123376.15000000
0.431705876797
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
99476.60000000
0.348078885780
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
139000.00000000
PA
USD
82608.26000000
0.289054823918
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
65000.00000000
PA
USD
60619.19000000
0.212112799513
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
51058.80000000
0.178660008617
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AZ8
320000.00000000
PA
USD
282324.05000000
0.987880976561
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
158176.92000000
0.553477361206
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
37000.00000000
PA
USD
34352.18000000
0.120201821720
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
30459.25000000
0.106580058040
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
171588.87000000
0.600407157883
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
N
Nestle Holdings, Inc.
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062BM5
209000.00000000
PA
USD
202516.23000000
0.708625181106
Long
DBT
CORP
US
Y
2
2030-09-12
Fixed
5.00000000
N
N
N
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AD1
99000.00000000
PA
USD
95940.71000000
0.335706441894
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
CSL Finance plc
2549007CCNBNAF4HBC02
CSL Finance plc
12661PAD1
210000.00000000
PA
USD
172754.81000000
0.604486902226
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
57000.00000000
PA
USD
42290.99000000
0.147980536907
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
200000.00000000
PA
USD
187408.68000000
0.655762305104
Long
DBT
CORP
NL
N
2
2034-09-11
Variable
6.11400000
N
N
N
N
N
N
Retail Opportunity Investments Partnership LP
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAC1
402000.00000000
PA
USD
390392.36000000
1.366023141985
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAX2
207000.00000000
PA
USD
199103.40000000
0.696683336856
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
6.55000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CY4
151000.00000000
PA
USD
78889.84000000
0.276043688732
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
78179.52000000
0.273558205773
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
74764.88000000
0.261610028146
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
34000.00000000
PA
USD
28522.25000000
0.099802295212
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
210829.48000000
0.737714100482
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
183655.73000000
0.642630345886
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
54663.51000000
0.191273260783
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CQ0
154000.00000000
PA
USD
140496.93000000
0.491613252262
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
04316JAF6
84000.00000000
PA
USD
83371.78000000
0.291726459166
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
145000.00000000
PA
USD
119718.62000000
0.418907802003
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08700000
N
N
N
N
N
N
2023-11-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer