# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067661
**Filing Date:** 2023-3
**Character Count:** 113190
**Document Hash:** 80309934787a202b03bb0b886f181e2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067661.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067661

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**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:** 23763789

**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

## Series and Classes Contracts Data

### Janus Henderson Sustainable Corporate Bond ETF (Series ID: S000073434)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000230327 | Janus Henderson Sustainable Corporate Bond ETF | SCRD            |

## Nport-Ex

# **Janus Henderson Sustainable Corporate Bond ETF**

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares Principal Amount | Total |
| --- | --- | --- |
| Asset-Banked Security - 1.3% |  |  |
| CF Hearless Issue LLC - 1,000%, 3/5/01 (2444) (end $421,400) | $512,541 | $424,483 |
| Corporate Bonds - 32.4% |  |  |
| Basic Reserves - 1.2% |  |  |
| Exhibit No. 1.7540%, 11/1/18 | 416,995 | 398,911 |
| Contributural - 1.0% |  |  |

1

# **Janus Henderson Sustainable Corporate Bond ETF**

Schedule of Investments (unaudited)

January 31, 2023

| Current Corp. 3.1000N, 1.000428 | Change Principal Amount | Value |
| --- | --- | --- |
| Corporate Funds - (continued) |  |  |
| Corporate Funds - (continued) |  |  |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 |  |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 | $100,000 |
| Corporate Funds - (continued) |  |  |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 | 175,000 |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 | 200,000 |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 | 200,000 |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 | 40,000 |
| 28.1000N, 1.000428, 1.000428, 1.000428 | 100,000 | 40,000 |
| 28.1000N, 1.000428, 1.000428 | 100,000 | 100,000 |

1

# Janus Henderson Sustainable Corporate Bond ETF

Schedule of Investments (unaudited)

January 31, 2023

| Home Depos. Inc. (Thyl. 3.2020A, 4/15/22) | 30,000 | Total |
| --- | --- | --- |
| Unsecured Investment (Unsecured) 1/31/23 | 40,000 |  |
| Invested Investment (Invested) 1/31/23 | 40,000 |  |
| Invested Investment (Invested) 1/31/23 | 40,000 |  |
| Invested Investment (Invested) 1/31/23 | 40,000 | 581,858 |
| Invested Investment (Invested) 1/31/23 | 40,000 | 40,000 |
| Invested Investment (Invested) 1/31/23 | 40,000 | 40,000 |
| Invested Investment (Invested) 1/31/23 | 40,000 | 40,000 |
| Invested Investment (Invested) 1/31/23 | 40,000 | 171,428 |
| Invested Investment (Invested) 1/31/23 | 40,000 | 40,000 |

# Janus Henderson Sustainable Corporate Bond ETF

Schedule of Investments (unaudited)

January 31, 2023

| Issue | Amount | Total |
| --- | --- | --- |
| Corporate Bond ETF (1) | 100,000 |  |
| Corporate Bond ETF (2) | 100,000 |  |
| Corporate Bond ETF (3) | 100,000 |  |
| Corporate Bond ETF (4) | 100,000 |  |
| Corporate Bond ETF (5) | 100,000 |  |
| Corporate Bond ETF (6) | 100,000 |  |
| Corporate Bond ETF (7) | 100,000 |  |
| Corporate Bond ETF (8) | 100,000 |  |
| Corporate Bond ETF (9) | 100,000 |  |
| Corporate Bond ETF (10) | 100,000 |  |
| Corporate Bond ETF (11) | 100,000 |  |
| Corporate Bond ETF (12) | 100,000 |  |
| Corporate Bond ETF (13) | 100,000 |  |
| Corporate Bond ETF (14) | 100,000 |  |
| Corporate Bond ETF (15) | 100,000 |  |
| Corporate Bond ETF (16) | 100,000 |  |
| Corporate Bond ETF (17) | 100,000 |  |
| Corporate Bond ETF (18) | 100,000 |  |
| Corporate Bond ETF (19) | 100,000 |  |
| Corporate Bond ETF (20) | 100,000 |  |
| Corporate Bond ETF (21) | 100,000 |  |
| Corporate Bond ETF (22) | 100,000 |  |
| Corporate Bond ETF (23) | 100,000 |  |
| Corporate Bond ETF (24) | 100,000 |  |
| Corporate Bond ETF (25) | 100,000 |  |
| Corporate Bond ETF (26) | 100,000 |  |
| Corporate Bond ETF (27) | 100,000 |  |
| Corporate Bond ETF (28) | 100,000 |  |
| Corporate Bond ETF (29) | 100,000 |  |
| Corporate Bond ETF (30) | 100,000 |  |

1

# Janus Henderson Sustainable Corporate Bond ETF

Schedule of Investments (unaudited)

January 31, 2023

| Issue Date | Amount | Amount |
| --- | --- | --- |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |
| Janus Henderson Sustainable Corporate Bond ETF | 1,000,000 |  |

# Janus Henderson Sustainable Corporate Bond ETF

Schedule of Investments (unaudited)

January 31, 2023

| Schedule of Expense Contracts | Number of Currents | Expiration Date | 1st Year | 2nd Year | 3rd Year |
| --- | --- | --- | --- | --- | --- |
| Cash and cash equivalents at 1st year | 1 | 1/31/23 | 1 | 1 | 1 |
| Cash and cash equivalents at 1st year | 2 | 1/31/23 | 2 | 2 | 2 |
| Cash and cash equivalents at 1st year | 3 | 1/31/23 | 3 | 3 | 3 |
| Cash and cash equivalents at 1st year | 4 | 1/31/23 | 4 | 4 | 4 |
| Cash and cash equivalents at 1st year | 5 | 1/31/23 | 5 | 5 | 5 |
| Cash and cash equivalents at 1st year | 6 | 1/31/23 | 6 | 6 | 6 |
| Cash and cash equivalents at 1st year | 7 | 1/31/23 | 7 | 7 | 7 |
| Cash and cash equivalents at 1st year | 8 | 1/31/23 | 8 | 8 | 8 |
| Cash and cash equivalents at 1st year | 9 | 1/31/23 | 9 | 9 | 9 |
| Cash and cash equivalents at 1st year | 10 | 1/31/23 | 10 | 10 | 10 |
| Cash and cash equivalents at 1st year | 11 | 1/31/23 | 11 | 11 | 11 |

# Janus Henderson Sustainable Corporate Bond ETF

## Notes to Schedule of Investments and Other Information (continued)

January 31, 2023

| Item | Value | Total | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 5 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 6 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 7 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 8 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 9 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

# Janus Henderson Sustainable Corporate Bond ETF

Notes to Schedule of Investments and Other Information (continued)

January 31, 2023

| Financial Statements | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Net Cash Flow | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 |
| Total Assets | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 |
| Liabilities | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 |
| Liabilities (Net) | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 |
| Liabilities (Non-Net) | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 | $1,000.00 |

---

3

## Investment Valuation

A report of the Institute of Corporate Investment, During the 2020 Budget, is based on the 2020 Annual Report of the Institute of Corporate Investment. The report is based on the 2020 Annual Report of the Institute of Corporate Investment. The report is based on the 2020 Annual Report of the Institute of Corporate Investment. The report is based on the 2020 Annual Report of the Institute of Corporate Investment. The report is based on the 2020 Annual Report of the Institute of Corporate Investment. The report is based on the 2020 Annual Report of the Institute of Corporate Investment.

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[1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100]
[1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100]
[1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100]
[1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100]
[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100]
[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33,

yards, maturities and ratings. Certain short-term securities maturing within 60 days or less may be evaluated and valued at fair value determined in good faith by the Advisor 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 a Fund, if any, will be calculated using the NAR of such mutual 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 risk prices supplied by a pricing service; securities traded on CPC 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 not 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.

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

**Item A.2. Information about the Series.**

- **a. Name of Series:** Janus Henderson Sustainable Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000073434

- **c. LEI of Series:** 549300BE7KFCC1T7K773

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $31933455.73

**Total Liabilities:** $432251.82

**Net Assets:** $31501203.91

**Cash Not Reported:** $194266.65

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -23.25331420 | **1-Year:** -1560.31977680 | **5-Year:** -8090.20088364 | **10-Year:** -6830.29494822 | **30-Year:** -4167.83616321

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -11.45683002 | **1-Year:** -11.04368109 | **5-Year:** -479.56227710 | **10-Year:** -80.57978883 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230327 | 4.75%                | -0.65%               | 4.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12047.30               | $1216997.65                                |
| Month 2  | $-104702.07              | $-116733.91                                |
| Month 3  | $-278313.21              | $1361654.15                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Corporate Bond Index

- **Index Identifier:** LEHM.MC.LEHM002765UUSD

### Schedule of Portfolio Investments

| Name                                      | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HCA, Inc.                                 | HCA, Inc.                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87101.87     | 0.28%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                               | Xylem, Inc.                                       | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110562.93    | 0.35%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                       | SVB Financial Group                               | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    216000 | PA      | $164837.94    | 0.52%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                | Ball Corp.                                        | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    299000 | PA      | $294751.21    | 0.94%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                       | U.S. Treasury 5 Year Notes                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $-6413.71     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                              | Hasbro, Inc.                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    264000 | PA      | $235512.81    | 0.75%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                              | VMware, Inc.                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81440.47     | 0.26%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                               | FedEx Corp.                                       | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127256.04    | 0.40%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                    | Novartis Capital Corp.                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    106000 | PA      | $93374.06     | 0.30%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                            | Autodesk, Inc.                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     96000 | PA      | $85039.81     | 0.27%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                       | Clean Harbors, Inc.                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    301000 | PA      | $306628.70    | 0.97%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings      | Laboratory Corp. of America Holdings              | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $173709.76    | 0.55%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                              | VMware, Inc.                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164782.43    | 0.52%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                    | Verisk Analytics, Inc.                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    248000 | PA      | $187147.00    | 0.59%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                  | Lloyds Banking Group plc                          | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    283000 | PA      | $278350.38    | 0.88%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                       | General Mills, Inc.                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    206000 | PA      | $172490.33    | 0.55%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.             | Raymond James Financial, Inc.                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    182000 | PA      | $143959.46    | 0.46%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                             | Centene Corp.                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    162000 | PA      | $132670.94    | 0.42%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                       | Alcon Finance Corp.                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209289.24    | 0.66%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Visa, Inc.                                | Visa, Inc.                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $58735.47     | 0.19%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                  | UnitedHealth Group, Inc.                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    144000 | PA      | $153465.71    | 0.49%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                          | S&P Global, Inc.                                  | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     83000 | PA      | $70026.23     | 0.22%             | 2052-03-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                      | Otis Worldwide Corp.                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1745.67      | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47523.78     | 0.15%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                     | Elevance Health, Inc.                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113821.10    | 0.36%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                               | Xylem, Inc.                                       | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    121000 | PA      | $105594.27    | 0.34%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                            | Illumina, Inc.                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    162000 | PA      | $134279.70    | 0.43%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                          | CCO Holdings LLC                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $424057.50    | 1.35%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                      | American Tower Corp.                              | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74910.11     | 0.24%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Target Corp.                              | Target Corp.                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203082.63    | 0.64%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                             | Equinix, Inc.                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89442.58     | 0.28%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                         | Xcel Energy, Inc.                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84160.73     | 0.27%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                               | Cigna Corp.                                       | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    141000 | PA      | $119561.67    | 0.38%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                          | S&P Global, Inc.                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    181000 | PA      | $109455.99    | 0.35%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.              | Marriott International, Inc., Series Z            | CUSIP: 571903BA0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94266.90     | 0.30%             | 2023-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPMorgan Chase & Co., Series HH                   | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192700.00    | 0.61%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                       | Regal Rexnord Corp.                               | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32629.22     | 0.10%             | 2030-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                             | Equinix, Inc.                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    138000 | PA      | $102133.14    | 0.32%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                  | UnitedHealth Group, Inc.                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77682.97     | 0.25%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                             | Centene Corp.                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77700.87     | 0.25%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                       | Regal Rexnord Corp.                               | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204039.79    | 0.65%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                    | Truist Financial Corp.                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62350.38     | 0.20%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.      | Mitsubishi UFJ Financial Group, Inc.              | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    234000 | PA      | $232786.78    | 0.74%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPMorgan Chase & Co.                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    469000 | PA      | $420525.75    | 1.33%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                    | Home Depot, Inc. (The)                            | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42313.68     | 0.13%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                  | UnitedHealth Group, Inc.                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77873.81     | 0.25%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)  | PNC Financial Services Group, Inc. (The)          | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    266000 | PA      | $287489.08    | 0.91%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.              | American Water Capital Corp.                      | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    301000 | PA      | $297071.52    | 0.94%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.              | American Water Capital Corp.                      | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6831.26      | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC      | Cheniere Corpus Christi Holdings LLC              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21599.29     | 0.07%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                          | Salesforce, Inc.                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    161000 | PA      | $115003.99    | 0.37%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                            | QUALCOMM, Inc.                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229412.96    | 0.73%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                           | TransAlta Corp.                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    147000 | PA      | $151160.59    | 0.48%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                              | Humana, Inc.                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85701.46     | 0.27%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.            | Southern California Edison Co.                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    132000 | PA      | $143683.36    | 0.46%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                             | PepsiCo, Inc.                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156324.69    | 0.50%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.              | Canadian Pacific Railway Co.                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $187380.13    | 0.59%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                     | Elevance Health, Inc.                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72600.12     | 0.23%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.          | Berkshire Hathaway Finance Corp.                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     98000 | PA      | $84611.38     | 0.27%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                              | AbbVie, Inc.                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155033.62    | 0.49%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                    | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    313000 | PA      | $267308.71    | 0.85%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.               | Healthpeak Properties, Inc.                       | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1737.87      | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                       | U.S. Treasury 10 Year Notes                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $-783.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.       | Take-Two Interactive Software, Inc.               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328321.08    | 1.04%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                    | Waste Management, Inc.                            | CUSIP: 94106LBD0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    301000 | PA      | $298750.88    | 0.95%             | 2023-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.              | National Australia Bank Ltd.                      | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    299000 | PA      | $245130.43    | 0.78%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                | AerCap Ireland Capital DAC                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    310000 | PA      | $278642.99    | 0.88%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                  | American Homes 4 Rent LP                          | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $141581.61    | 0.45%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                               | Cigna Corp.                                       | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    301000 | PA      | $298322.68    | 0.95%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                  | Bristol-Myers Squibb Co.                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    183000 | PA      | $177786.78    | 0.56%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                        | CoStar Group, Inc.                                | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $401362.40    | 1.27%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Medtronic, Inc.                           | Medtronic, Inc.                                   | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64581.95     | 0.21%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                               | Adobe, Inc.                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    358000 | PA      | $349490.43    | 1.11%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP              | Sun Communities Operating LP                      | CUSIP: 866677AJ6<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93622.79     | 0.30%             | 2033-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                              | AbbVie, Inc.                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    114000 | PA      | $107881.63    | 0.34%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp.                            | Broadcom Corp.                                    | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $88646.03     | 0.28%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                              | Zoetis, Inc.                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    248000 | PA      | $266930.74    | 0.85%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.            | FactSet Research Systems, Inc.                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    132000 | PA      | $116066.35    | 0.37%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC, Series 2021-1A, Class B1 | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512541 | PA      | $424492.82    | 1.35%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                          | Salesforce, Inc.                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $67597.54     | 0.21%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc        | Johnson Controls International plc                | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    323000 | PA      | $267479.92    | 0.85%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                     | PayPal Holdings, Inc.                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183036.47    | 0.58%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                           | Nordea Bank Abp                                   | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $204465.12    | 0.65%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                | Charles Schwab Corp. (The)                        | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87911.48     | 0.28%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.              | American Water Capital Corp.                      | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102474.58    | 0.33%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                     | Bank of America Corp., Series U                   | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    228000 | PA      | $225759.77    | 0.72%             | 2023-06-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.          | GE HealthCare Technologies, Inc.                  | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    101000 | PA      | $107186.82    | 0.34%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                        | Credit Agricole SA                                | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $255235.43    | 0.81%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                        | State Street Corp.                                | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    488000 | PA      | $489785.65    | 1.55%             | 2026-01-26      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                     | Pilgrim's Pride Corp.                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    295000 | PA      | $255912.50    | 0.81%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                           | Whirlpool Corp.                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    213000 | PA      | $184162.00    | 0.58%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC    | GSK Consumer Healthcare Capital US LLC            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230600.46    | 0.73%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                   | Digital Realty Trust LP                           | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120165.55    | 0.38%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                       | CDI                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1950000 | PA      | $1700.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.     | Alexandria Real Estate Equities, Inc.             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    197000 | PA      | $166283.78    | 0.53%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                              | Humana, Inc.                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71051.24     | 0.23%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                              | AbbVie, Inc.                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107419.66    | 0.34%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                          | S&P Global, Inc.                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101513.41    | 0.32%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia            | Commonwealth Bank of Australia                    | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $176900.30    | 0.56%             | 2032-03-14      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp.                       | Alcon Finance Corp.                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151453.44    | 0.48%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BlackRock, Inc.                           | BlackRock, Inc.                                   | CUSIP: 09247XAN1<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    284000 | PA      | $273565.42    | 0.87%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                     | Elevance Health, Inc.                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121039.78    | 0.38%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                     | Bank of America Corp.                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    203000 | PA      | $167849.93    | 0.53%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                          | Mastercard, Inc.                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86597.80     | 0.27%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)  | PNC Financial Services Group, Inc. (The)          | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     98000 | PA      | $86108.04     | 0.27%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP              | Sun Communities Operating LP                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    266000 | PA      | $218992.98    | 0.70%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Express Co.                      | American Express Co.                              | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202202.59    | 0.64%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                             | Workday, Inc.                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39288.74     | 0.12%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                     | Bank of America Corp.                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $167997.27    | 0.53%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                           | CME Group, Inc.                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    272000 | PA      | $266945.67    | 0.85%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC   | Janus Henderson Cash Liquidity Fund LLC           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    891096 | NS      | $891274.29    | 2.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                              | Nasdaq, Inc.                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    222000 | PA      | $175758.85    | 0.56%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                      | Otis Worldwide Corp.                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    201000 | PA      | $189599.20    | 0.60%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                     | Dominion Energy, Inc., Series C                   | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    213000 | PA      | $176786.97    | 0.56%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                               | Apple, Inc.                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    226000 | PA      | $157244.32    | 0.50%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.          | GE HealthCare Technologies, Inc.                  | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    101000 | PA      | $116666.15    | 0.37%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                  | UnitedHealth Group, Inc.                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78235.66     | 0.25%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                     | Elevance Health, Inc.                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72915.18     | 0.23%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                | Corebridge Financial, Inc.                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31733.58     | 0.10%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                       | Coca-Cola Co. (The)                               | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125496.70    | 0.40%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.          | GE HealthCare Technologies, Inc.                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104646.38    | 0.33%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                     | Pilgrim's Pride Corp.                             | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192504.26    | 0.61%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                     | Elevance Health, Inc.                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154033.80    | 0.49%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPMorgan Chase & Co.                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $270676.12    | 0.86%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                 | Aon Corp.                                         | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $398360.63    | 1.26%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                        | TSMC Arizona Corp.                                | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196419.42    | 0.62%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                 | HCA, Inc.                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $154168.40    | 0.49%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                       | U.S. Treasury Ultra Bonds                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $18873.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                        | Crown Castle, Inc.                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    126000 | PA      | $92610.51     | 0.29%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                       | Kinder Morgan, Inc.                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193317.78    | 0.61%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                       | U.S. Treasury 2 Year Notes                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        13 | NC      | $-6395.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Finance plc                           | CSL Finance plc                                   | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $43708.41     | 0.14%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                         | NatWest Group plc                                 | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    449000 | PA      | $357035.82    | 1.13%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                   | Boston Scientific Corp.                           | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103464.09    | 0.33%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.            | FactSet Research Systems, Inc.                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68171.52     | 0.22%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                             | Netflix, Inc.                                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203445.60    | 0.65%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                            | Illumina, Inc.                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97137.76     | 0.31%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                            | Enbridge, Inc.                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $157585.90    | 0.50%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC         | Venture Global Calcasieu Pass LLC                 | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    371000 | PA      | $377967.38    | 1.20%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp.                    | Norfolk Southern Corp.                            | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19591.05     | 0.06%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                       | U.S. Treasury Long Bonds                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        45 | NC      | $41596.67     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                           | Citigroup, Inc.                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75757.99     | 0.24%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                 | Coca-Cola Femsa SAB de CV                         | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    223000 | PA      | $176989.53    | 0.56%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                    | Norfolk Southern Corp.                            | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89283.69     | 0.28%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                            | Illumina, Inc.                                    | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101390.73    | 0.32%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| N/A                                       | U.S. Treasury 10 Year Ultra Bonds                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -55 | NC      | $-23925.35    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                              | AbbVie, Inc.                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105071.32    | 0.33%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NXP BV                                    | NXP BV                                            | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $131263.14    | 0.42%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                             | Workday, Inc.                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26352.80     | 0.08%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA  | Trane Technologies Luxembourg Finance SA          | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    251000 | PA      | $246232.28    | 0.78%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                               | Apple, Inc.                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    254000 | PA      | $180592.75    | 0.57%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                               | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     93000 | PA      | $108708.15    | 0.35%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPMorgan Chase & Co.                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    231000 | PA      | $198017.31    | 0.63%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.     | Alexandria Real Estate Equities, Inc.             | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182561.94    | 0.58%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                               | FedEx Corp.                                       | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152658.39    | 0.48%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                       | Coca-Cola Co. (The)                               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162742.60    | 0.52%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                        | Royalty Pharma plc                                | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $144468.74    | 0.46%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                  | Cooperatieve Rabobank UA                          | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    481000 | PA      | $459806.12    | 1.46%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                     | Bank of America Corp.                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $256414.83    | 0.81%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                              | Pfizer, Inc.                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87096.01     | 0.28%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Express Co.                      | American Express Co.                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    207000 | PA      | $218942.17    | 0.70%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                             | Trimble, Inc.                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259479.31    | 0.82%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                            | JBS USA LUX SA                                    | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167080.00    | 0.53%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp.                   | Boston Scientific Corp.                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133140.89    | 0.42%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp.         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183365.40    | 0.58%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                           | CSL Finance plc                                   | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    112000 | PA      | $109304.58    | 0.35%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ecolab, Inc.                              | Ecolab, Inc.                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    410000 | PA      | $386370.62    | 1.23%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                    | Home Depot, Inc. (The)                            | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25622.10     | 0.08%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27591.96     | 0.09%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                    | Novartis Capital Corp.                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    139000 | PA      | $103911.90    | 0.33%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.          | GE HealthCare Technologies, Inc.                  | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    101000 | PA      | $109447.83    | 0.35%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Waste Management, Inc.                    | Waste Management, Inc.                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $64564.85     | 0.20%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                               | Apple, Inc.                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79118.63     | 0.25%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                             | Moody's Corp.                                     | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310627.99    | 0.99%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                           | Citigroup, Inc.                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    202000 | PA      | $171419.69    | 0.54%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                              | Oracle Corp.                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    202000 | PA      | $152909.54    | 0.49%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                             | Workday, Inc.                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35410.61     | 0.11%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                              | Oracle Corp.                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32730.12     | 0.10%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Truist Bank                               | Truist Bank                                       | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    418000 | PA      | $351315.29    | 1.12%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)  | PNC Financial Services Group, Inc. (The)          | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196695.90    | 0.62%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                           | CSL Finance plc                                   | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $201329.40    | 0.64%             | 2042-04-27      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                       | Brown & Brown, Inc.                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85665.52     | 0.27%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                | Corebridge Financial, Inc.                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157168.87    | 0.50%             | 2052-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                               | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    261000 | PA      | $253622.19    | 0.81%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                    | Chart Industries, Inc.                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111452.50    | 0.35%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                               | Amgen, Inc.                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    151000 | PA      | $97889.34     | 0.31%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                               | Amgen, Inc.                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84142.96     | 0.27%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                      | Boston Properties LP                              | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81658.11     | 0.26%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                  | Marvell Technology, Inc.                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $344907.62    | 1.09%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                    | Truist Financial Corp.                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70937.97     | 0.23%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                            | SK Hynix, Inc.                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    230000 | PA      | $233494.49    | 0.74%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                         | Lowe's Cos., Inc.                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31537.82     | 0.10%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp.                               | Cigna Corp.                                       | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    297000 | PA      | $225413.76    | 0.72%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                           | Citigroup, Inc.                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60820.95     | 0.19%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                             | Comcast Corp.                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86212.38     | 0.27%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                     | Bank of America Corp.                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126367.12    | 0.40%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                        | TSMC Arizona Corp.                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196687.57    | 0.62%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Janus Detroit Street Trust

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

**Title:** VP, CFO, Treasurer, and Principal Accounting Officer