0001752724-23-145738.txt : 20230627
0001752724-23-145738.hdr.sgml : 20230627
20230627122342
ACCESSION NUMBER: 0001752724-23-145738
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230627
DATE AS OF CHANGE: 20230627
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: 231045243
BUSINESS ADDRESS:
STREET 1: 151 DETROIT STREET
CITY: DENVER
STATE: CO
ZIP: 80206
BUSINESS PHONE: 303-333-3863
MAIL ADDRESS:
STREET 1: 151 DETROIT STREET
CITY: DENVER
STATE: CO
ZIP: 80206
FORMER COMPANY:
FORMER CONFORMED NAME: Janus ETF Trust
DATE OF NAME CHANGE: 20100902
0001500604
S000055281
Janus Henderson Short Duration Income ETF
C000173876
Janus Henderson Short Duration Income ETF
VNLA
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001500604
XXXXXXXX
S000055281
C000173876
Janus Detroit Street Trust
811-23112
0001500604
5493003MM7OCK5UJW595
151 Detroit Street
Denver
80206
303-333-3863
Janus Henderson Short Duration Income ETF
S000055281
549300N11CDGSC01GZ40
2023-10-31
2023-04-30
N
2361170697.33
16942272.41
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12117845.48000000
AUD
CAD
NZD
USD
N
N/A
N/A
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AY2
6525000.00000000
PA
USD
6458005.67000000
0.275485340991
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAP0
28400000.00000000
PA
USD
27421012.24000000
1.169724415441
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
3.49600000
N
N
N
N
N
N
Korea Southern Power Co. Ltd.
9884001B6VSIQS4ZY558
Korea Southern Power Co. Ltd.
N/A
2090000.00000000
PA
1377090.50000000
0.058743870066
Long
DBT
CORP
KR
N
2
2024-10-30
Floating
4.64809980
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAU9
14925000.00000000
PA
USD
13955606.33000000
0.595317682425
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
State of Queensland Australia
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp.
N/A
10000000.00000000
PA
6616790.69000000
0.282258785861
Long
DBT
NUSS
AU
Y
2
2023-07-21
Fixed
4.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGG3
5100000.00000000
PA
USD
4698109.29000000
0.200411753396
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781CA0
5750000.00000000
PA
USD
5783230.57000000
0.246700812451
Long
DBT
CORP
US
Y
2
2026-06-24
Fixed
4.50000000
N
N
N
N
N
N
Korea East-West Power Co. Ltd.
988400N0YW2A27V3D553
Korea East-West Power Co. Ltd.
5006EPAJ0
4000000.00000000
PA
USD
3991511.00000000
0.170269712523
Long
DBT
CORP
KR
Y
2
2023-07-19
Fixed
3.87500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1
207932AA2
6092086.71000000
PA
USD
6109911.49000000
0.260636353737
Long
ABS-MBS
CORP
US
Y
2
2042-12-25
Floating
7.22367000
N
N
N
N
N
N
Liberty Financial Pty. Ltd.
549300S75HDUIPWTQC07
Liberty Financial Pty. Ltd.
N/A
11620000.00000000
PA
7411614.75000000
0.316164358012
Long
DBT
CORP
AU
N
2
2026-05-25
Floating
6.10000045
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1
20755DAA4
3061163.39000000
PA
USD
3089007.00000000
0.131770733908
Long
ABS-MBS
CORP
US
Y
2
2042-07-25
Floating
7.36533000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89117F3M9
18500000.00000000
PA
13043707.14000000
0.556417924180
Long
DBT
CORP
CA
N
2
2025-09-09
Fixed
2.66700000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAL8
16725000.00000000
PA
USD
15997534.08000000
0.682422152634
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.58400000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EP8
6575000.00000000
PA
USD
6622177.79000000
0.282488588552
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
Pepper Residential Securities Trust
N/A
Pepper Residential Securities Trust No. 22, Series 22A, Class A1U
71338AAA9
192086.73000000
PA
USD
192118.23000000
0.008195371575
Long
ABS-MBS
CORP
AU
Y
2
2060-06-20
Floating
5.95271160
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
N/A
1910000.00000000
PA
1264356.84000000
0.053934882222
Long
DBT
CORP
US
N
2
2024-03-08
Floating
4.76319890
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AH8
11867000.00000000
PA
USD
11235070.74000000
0.479265186812
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DE6
9450000.00000000
PA
USD
9446502.74000000
0.402968526427
Long
DBT
CORP
US
N
2
2026-05-01
Variable
4.99000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
150000.00000000
PA
98696.30000000
0.004210182717
Long
DBT
CORP
AU
N
2
2031-02-26
Floating
5.39999980
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
630000.00000000
PA
USD
626131.76000000
0.026709502936
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
13000000.00000000
PA
USD
12686320.40000000
0.541172535284
Long
DBT
CORP
US
Y
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AZ8
3275000.00000000
PA
USD
3189719.43000000
0.136066920616
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.12500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAF2
13066000.00000000
PA
USD
12986868.25000000
0.553993293142
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAB1
3095000.00000000
PA
USD
2879833.90000000
0.122847836387
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHL6
2680000.00000000
PA
USD
2668353.66000000
0.113826520983
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.86400000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
3850000.00000000
PA
2526411.71000000
0.107771567102
Long
DBT
CORP
GB
N
2
2023-11-23
Fixed
3.90000000
N
N
N
N
N
N
Bank of Queensland Ltd.
549300WFIN7T02UKDG08
Bank of Queensland Ltd.
N/A
3500000.00000000
PA
2251218.57000000
0.096032389423
Long
DBT
CORP
AU
N
2
2031-07-29
Floating
5.27810075
N
Y
N
N
N
N
Korea East-West Power Co. Ltd.
988400N0YW2A27V3D553
Korea East-West Power Co. Ltd.
N/A
6454000.00000000
PA
USD
6059657.50000000
0.258492621093
Long
DBT
CORP
KR
N
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAS3
7400000.00000000
PA
USD
7302880.70000000
0.311525985367
Long
DBT
CORP
NL
Y
2
2025-09-15
Fixed
4.25000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAP7
16350000.00000000
PA
USD
15352482.41000000
0.654905564952
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
New Terminal Financing Co. Pty. Ltd.
N/A
New Terminal Financing Co. Pty. Ltd.
N/A
8980000.00000000
PA
5900457.30000000
0.251701465491
Long
DBT
CORP
AU
N
2
2024-07-12
Floating
5.09699870
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05330NS18
30000000.00000000
PA
USD
29986775.10000000
1.279174622286
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
Network Finance Co. Pty. Ltd.
213800XV6ZAOWZ2IIS63
Network Finance Co. Pty. Ltd.
N/A
14620000.00000000
PA
9668557.57000000
0.412440932258
Long
DBT
CORP
AU
N
2
2024-12-06
Floating
4.92909870
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
N/A
19800000.00000000
PA
13264092.17000000
0.565819099751
Long
DBT
CORP
AU
N
2
2030-05-28
Floating
6.46279950
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACB1
10125000.00000000
PA
USD
10168984.42000000
0.433788120300
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCV6
23200000.00000000
PA
USD
22087635.86000000
0.942213464575
Long
DBT
CORP
US
N
2
2026-02-24
Variable
2.59500000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAM3
24000000.00000000
PA
USD
22904043.36000000
0.977039742224
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDZ6
1250000.00000000
PA
USD
1263465.41000000
0.053896855637
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMP4
22700000.00000000
PA
USD
22727020.49000000
0.969488307897
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.53900000
N
N
N
N
N
N
Liberty Financial Pty. Ltd.
549300S75HDUIPWTQC07
Liberty Financial Pty. Ltd.
N/A
3280000.00000000
PA
2120421.28000000
0.090452843991
Long
DBT
CORP
AU
N
2
2025-03-17
Floating
6.13570110
N
N
N
N
N
N
New South Wales Treasury Corp.
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp.
N/A
23000000.00000000
PA
15479495.46000000
0.660323682429
Long
DBT
NUSS
AU
N
2
2024-08-20
Fixed
5.00000000
N
N
N
N
N
N
La Trobe Financial Capital Markets Trust
N/A
La Trobe Financial Capital Markets Trust, Series 2019-2, Class A2L
N/A
1072049.47000000
PA
707816.81000000
0.030194020449
Long
ABS-MBS
CORP
AU
N
2
2051-02-11
Floating
5.44209890
N
N
N
N
N
N
Vicinity Centres Trust
N/A
Vicinity Centres Trust
N/A
5700000.00000000
PA
3735994.47000000
0.159369898866
Long
DBT
CORP
AU
N
2
2024-04-26
Fixed
3.50000000
N
N
N
N
N
N
Heritage and People's Choice Ltd.
549300L09D57A4VEVO78
Heritage and People's Choice Ltd.
N/A
1000000.00000000
PA
632229.58000000
0.026969623492
Long
DBT
CORP
AU
N
2
2031-09-16
Floating
6.06150025
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
14600000.00000000
PA
9675317.00000000
0.412729275745
Long
DBT
CORP
AU
N
2
2023-11-16
Floating
4.42359925
N
N
N
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAA4
14710000.00000000
PA
USD
14559897.98000000
0.621095530846
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
63306000.00000000
PA
-31841.29000000
-0.00135828444
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-04-24
0.00000000
USD
0.00000000
USD
63306000.00000000
NZD
-31841.29000000
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
2127000.00000000
PA
USD
2129345.42000000
0.090833529589
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1
20753DAA6
5995130.75000000
PA
USD
6006457.05000000
0.256223198479
Long
ABS-MBS
CORP
US
Y
2
2042-09-25
Floating
7.32367080
N
N
N
N
N
N
Vicinity Centres Trust
N/A
Vicinity Centres Trust
N/A
610000.00000000
PA
404928.50000000
0.017273423344
Long
DBT
CORP
AU
N
2
2025-06-27
Floating
5.11500050
N
N
N
N
N
N
Pepper Residential Securities Trust
N/A
Pepper Residential Securities Trust No. 22, Series 23X, Class A2
N/A
600689.18000000
PA
397091.46000000
0.016939111213
Long
ABS-MBS
CORP
AU
N
2
2060-08-18
Floating
5.83979925
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3J8
2500000.00000000
PA
USD
2414979.63000000
0.103018102004
Long
DBT
CORP
US
Y
2
2024-03-08
Fixed
2.51400000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAE7
9350000.00000000
PA
USD
9359928.48000000
0.399275445195
Long
DBT
CORP
US
Y
2
2025-03-30
Fixed
4.95000000
N
N
N
N
N
N
Suncorp Group Ltd.
549300BVOKRTHDIWVT46
Suncorp Group Ltd.
N/A
18590000.00000000
PA
12324145.58000000
0.525722896667
Long
DBT
CORP
AU
N
2
2028-12-05
Floating
5.78250155
N
N
N
N
N
N
N/A
N/A
IRS
N/A
58621000.00000000
PA
-128110.76000000
-0.00546494354
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-04-24
0.00000000
USD
0.00000000
USD
58621000.00000000
AUD
-128110.76000000
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
14250000.00000000
PA
USD
13570223.99000000
0.578878058372
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
Charter Hall LWR Pty. Ltd.
254900TA7FL0KBPZO814
Charter Hall LWR Pty. Ltd.
N/A
3270000.00000000
PA
1816043.95000000
0.077468728332
Long
DBT
CORP
AU
N
2
2028-03-03
Fixed
2.08600000
N
N
N
N
N
N
FHLMC STACR Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC STACR Debt Notes, Series 2023-DNA2, Class M1A
35564KT58
1276000.00000000
PA
USD
1278762.91000000
0.054549415765
Long
ABS-MBS
CORP
US
Y
2
2043-04-25
Floating
6.89859000
N
N
N
N
N
N
Spark Finance Ltd.
549300OIKHJE8JP2OH97
Spark Finance Ltd.
N/A
1200000.00000000
PA
684474.68000000
0.029198292825
Long
DBT
CORP
NZ
N
2
2030-03-18
Fixed
2.60000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
9700000.00000000
PA
USD
9401157.07000000
0.401034172696
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AK1
4650000.00000000
PA
3336802.70000000
0.142341192715
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
3.25000000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046AK5
4825000.00000000
PA
USD
4741803.97000000
0.202275679263
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
052113AA5
7940000.00000000
PA
USD
7940000.00000000
0.338704194335
Long
DBT
CORP
AU
Y
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
6700000.00000000
PA
4448638.00000000
0.189769817339
Long
DBT
CORP
AU
N
2
2029-08-27
Floating
5.52999820
N
N
N
N
N
N
Federated Government Obligations Tax-Managed Fund
N/A
Federated Government Obligations Tax-Managed Fund
N/A
843295.30000000
NS
USD
843295.30000000
0.035973256319
Long
STIV
RF
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NR8
5000000.00000000
PA
USD
5005606.50000000
0.213528956768
Long
DBT
CORP
US
N
2
2025-05-24
Floating
6.22234080
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DM9
4650000.00000000
PA
USD
4690246.45000000
0.200076340690
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd.
549300Y9URD6W70K0360
Bendigo & Adelaide Bank Ltd.
N/A
26900000.00000000
PA
17850638.98000000
0.761471825451
Long
DBT
CORP
AU
N
2
2028-11-30
Floating
6.01279830
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
N/A
1570000.00000000
PA
1037044.31000000
0.044238193640
Long
DBT
CORP
AU
N
2
2024-02-05
Floating
4.46489900
N
N
N
N
N
N
Korea Hydro & Nuclear Power Co. Ltd.
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co. Ltd.
50064YAN3
8050000.00000000
PA
USD
8025447.50000000
0.342349210285
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046AL3
10050000.00000000
PA
USD
9458686.04000000
0.403488241139
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
13450000.00000000
PA
USD
12725763.63000000
0.542855102972
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
South Australian Government Financing Authority
N/A
13000000.00000000
PA
8481437.56000000
0.361800815562
Long
DBT
NUSS
AU
N
2
2025-04-16
Fixed
2.75000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37046US10
42000000.00000000
PA
USD
41981919.00000000
1.790862978782
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CG5
4500000.00000000
PA
USD
4438630.58000000
0.189342921227
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.50000000
N
N
N
N
N
N
ETSA Utilities Finance Pty. Ltd.
254900XBG17MF5UNCY48
ETSA Utilities Finance Pty. Ltd.
N/A
1630000.00000000
PA
1078301.82000000
0.045998154810
Long
DBT
CORP
AU
N
2
2023-12-13
Floating
4.68459980
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDM5
8650000.00000000
PA
USD
8133246.84000000
0.346947710109
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBD5
10175000.00000000
PA
USD
9614432.59000000
0.410132071081
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
131900000.00000000
PA
USD
-355962.41000000
-0.01518462988
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 40-V1
2I65BY
Y
Receipt of notional amount upon default event with regard to the reference instrument
2028-06-20
0.00000000
USD
1276769.64000000
USD
131900000.00000000
USD
-355962.41000000
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAC7
12375000.00000000
PA
USD
12104358.26000000
0.516347218186
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
Mercedes-Benz Australia
52990085N0XOUJCARM37
Mercedes-Benz Australia
N/A
810000.00000000
PA
522291.70000000
0.022279897916
Long
DBT
CORP
AU
N
2
2024-01-22
Fixed
0.75000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
12940000.00000000
PA
USD
11585541.86000000
0.494215569474
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2K8
9590000.00000000
PA
USD
9053178.94000000
0.386190135899
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16400000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAC7
14297000.00000000
PA
USD
14230152.37000000
0.607029256139
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CR8
12900000.00000000
PA
USD
12898064.74000000
0.550205116655
Long
DBT
CORP
US
N
2
2025-03-04
Floating
5.76470880
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214FH1
8000000.00000000
PA
USD
8070150.16000000
0.344256134522
Long
DBT
CORP
AU
N
2
2024-10-18
Fixed
5.35000000
N
N
N
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611AL3
6650000.00000000
PA
USD
6296351.34000000
0.268589497212
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
17350000.00000000
PA
11423897.52000000
0.487320151848
Long
DBT
CORP
AU
N
2
2044-06-15
Floating
5.75829840
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BU5
17700000.00000000
PA
USD
17224411.44000000
0.734758236735
Long
DBT
CORP
US
Y
2
2024-03-08
Fixed
1.88200000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EU3
6000000.00000000
PA
USD
5668535.22000000
0.241808142915
Long
DBT
CORP
AU
N
2
2024-11-18
Fixed
1.01900000
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
24023MAA2
3600000.00000000
PA
USD
3579444.00000000
0.152691775338
Long
DBT
CORP
SG
Y
2
2028-12-11
Variable
4.52000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BQ4
4550000.00000000
PA
USD
4036051.02000000
0.172169698869
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1
20754LAA7
4303712.53000000
PA
USD
4268393.98000000
0.182080975327
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
5.81532840
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYE8
17625000.00000000
PA
USD
17297082.12000000
0.737858219622
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.65700000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBU8
4500000.00000000
PA
USD
4275965.84000000
0.182403975420
Long
DBT
CORP
US
Y
2
2024-08-12
Fixed
0.75000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
16600000.00000000
PA
10708911.68000000
0.456820315211
Long
DBT
CORP
AU
N
2
2031-08-20
Floating
4.79450130
N
N
N
N
N
N
Her Majesty The Queen In Right of New Zealand
549300237GPHG2AI7C34
New Zealand Government Bond
N/A
204355000.00000000
PA
120308989.46000000
5.132135937823
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAA9
13500000.00000000
PA
USD
13474268.19000000
0.574784779792
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
4.90000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
14190000.00000000
PA
USD
14441943.17000000
0.616063819399
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
N/A
6750000.00000000
PA
4414086.66000000
0.188295927695
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
2960000.00000000
PA
USD
2818124.45000000
0.120215437200
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAB5
6925000.00000000
PA
USD
6925081.72000000
0.295409851974
Long
DBT
CORP
FI
Y
2
2025-06-06
Floating
5.79470760
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBK4
1000000.00000000
PA
USD
984564.31000000
0.041999503953
Long
DBT
CORP
NZ
Y
2
2024-03-19
Fixed
3.40000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAA0
6775000.00000000
PA
USD
6889425.62000000
0.293888835523
Long
DBT
CORP
US
Y
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
14920000.00000000
PA
9911740.05000000
0.422814600515
Long
DBT
CORP
AU
N
2
2029-05-17
Floating
5.61520015
N
N
N
N
N
N
Optus Finance Pty. Ltd.
254900UAM2PKZZ3FLH23
Optus Finance Pty. Ltd.
N/A
1000000.00000000
PA
623962.46000000
0.026616965026
Long
DBT
CORP
AU
N
2
2025-07-01
Fixed
1.60000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
200000.00000000
PA
132803.23000000
0.005665114738
Long
DBT
CORP
AU
N
2
2024-01-11
Floating
4.78270085
N
N
N
N
N
N
Western Australian Treasury Corp.
213800FKHP5ME5Y3CF47
Western Australian Treasury Corp.
N/A
8000000.00000000
PA
5462980.86000000
0.233039613457
Long
DBT
NUSS
AU
N
2
2025-07-23
Fixed
5.00000000
N
N
N
N
N
N
Network Finance Co. Pty. Ltd.
213800XV6ZAOWZ2IIS63
Network Finance Co. Pty. Ltd.
N/A
1300000.00000000
PA
849125.20000000
0.036221947954
Long
DBT
CORP
AU
N
2
2024-12-06
Fixed
3.50000000
N
N
N
N
N
N
VER Finco Pty. Ltd.
549300AUG2XU7SWOBD36
VER Finco Pty. Ltd.
N/A
2230000.00000000
PA
1233144.63000000
0.052603433048
Long
DBT
CORP
AU
N
2
2028-09-21
Fixed
2.40000000
N
N
N
N
N
N
Suncorp-Metway Ltd.
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd.
8672EMAL8
9990000.00000000
PA
USD
9814310.77000000
0.418658466285
Long
DBT
CORP
AU
Y
2
2024-04-15
Fixed
3.30000000
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBH0
21500000.00000000
PA
USD
20998696.11000000
0.895761517383
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2R3
8940000.00000000
PA
USD
8910103.84000000
0.380086844152
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65400000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAT2
20700000.00000000
PA
USD
20217166.29000000
0.862423050377
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NX5
35000000.00000000
PA
USD
35407586.55000000
1.510415374781
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
16250000.00000000
PA
USD
16677070.80000000
0.711409802164
Long
DBT
CORP
US
N
2
2026-10-16
Variable
6.13800000
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
24023NAA0
3470000.00000000
PA
USD
3450186.30000000
0.147177905673
Long
DBT
CORP
SG
N
2
2028-12-11
Variable
4.52000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
N/A
1000000.00000000
PA
636976.21000000
0.027172105040
Long
DBT
CORP
US
N
2
2027-04-21
Fixed
4.76000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBY0
7025000.00000000
PA
USD
7004677.24000000
0.298805234401
Long
DBT
CORP
US
Y
2
2025-04-01
Floating
5.65723080
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBV6
10325000.00000000
PA
USD
10391841.26000000
0.443294738240
Long
DBT
CORP
US
N
2
2025-12-08
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
N/A
FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A
35564KP37
4461239.09000000
PA
USD
4467915.65000000
0.190592162542
Long
ABS-MBS
CORP
US
Y
2
2043-03-25
Floating
6.92367120
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEF9
3230000.00000000
PA
USD
3231720.39000000
0.137858595845
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
ElectraNet Pty. Ltd.
254900N5QT0J6DLN1Z66
ElectraNet Pty. Ltd.
N/A
1930000.00000000
PA
1100833.00000000
0.046959288962
Long
DBT
CORP
AU
N
2
2028-12-15
Fixed
2.47370000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC, Series 3NC1
00774MBB0
16000000.00000000
PA
USD
14994149.12000000
0.639619798165
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75000000
N
N
N
N
N
N
Janus Henderson AAA CLO ETF
549300N7UZ9PO4OVKA94
Janus Henderson AAA CLO ETF
47103U845
550000.00000000
NS
USD
27368000.00000000
1.167463021481
Long
RF
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
6235000.00000000
PA
USD
5540645.71000000
0.236352637443
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
Treasury Corp. of Victoria
549300ZJM7BQW1P9UV75
Treasury Corp. of Victoria
N/A
6825000.00000000
PA
4652861.00000000
0.198481553697
Long
DBT
NUSS
AU
N
2
2024-12-17
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAN3
6200000.00000000
PA
USD
6192447.66000000
0.264157178292
Long
DBT
CORP
GB
N
2
2024-05-11
Variable
0.69500000
N
N
N
N
N
N
TORRENS Trust
N/A
TORRENS Trust, Series 2014-2, Class AB
N/A
750902.92000000
PA
496498.58000000
0.021179616061
Long
ABS-MBS
CORP
AU
N
2
2046-01-12
Floating
5.19259950
N
N
N
N
N
N
Lonsdale Finance Pty. Ltd.
549300VX4WC30OTQ1E62
Lonsdale Finance Pty. Ltd.
N/A
5310000.00000000
PA
3267393.90000000
0.139380354971
Long
DBT
CORP
AU
N
2
2026-11-20
Fixed
2.45000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37961DS19
73750000.00000000
PA
USD
73715405.35000000
3.144548737929
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
Computershare US, Inc.
549300BXQ1PX3KGZRT72
Computershare US, Inc.
N/A
1070000.00000000
PA
647883.96000000
0.027637407392
Long
DBT
CORP
US
N
2
2027-11-30
Fixed
3.14700000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
7761000.00000000
PA
USD
7235053.79000000
0.308632627822
Long
DBT
CORP
US
Y
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBK0
6550000.00000000
PA
USD
6381517.56000000
0.272222514331
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
2.15000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
3225000.00000000
PA
USD
3032578.02000000
0.129363588793
Long
DBT
CORP
US
Y
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
91127KAC6
4230000.00000000
PA
USD
4161196.05000000
0.177508130426
Long
DBT
CORP
SG
Y
2
2029-04-15
Variable
3.75000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AQ1
22245000.00000000
PA
USD
22094838.69000000
0.942520722602
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd.
549300Y9URD6W70K0360
Bendigo & Adelaide Bank Ltd.
N/A
800000.00000000
PA
507691.40000000
0.021657078917
Long
DBT
CORP
AU
N
2
2031-10-14
Floating
5.13430170
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-700278.06000000
-0.02987243276
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
551400000.00000000
AUD
365126052.00000000
USD
2023-07-31
-700278.06000000
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
4950000.00000000
PA
USD
4992689.05000000
0.212977924716
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1
20753ACJ1
3681000.00000000
PA
USD
3688775.01000000
0.157355613078
Long
ABS-MBS
CORP
US
Y
2
2043-04-25
Floating
0.00000000
N
N
N
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
8550000.00000000
PA
5632073.64000000
0.240252766331
Long
DBT
CORP
AU
N
2
2036-12-15
Floating
6.10830055
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20271RAR1
14875000.00000000
PA
USD
15174395.52000000
0.647308741703
Long
DBT
CORP
AU
N
2
2026-03-13
Fixed
5.31600000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBN8
13900000.00000000
PA
USD
12529238.85000000
0.534471756967
Long
DBT
CORP
NZ
Y
2
2026-06-22
Fixed
1.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746SG7
15000000.00000000
PA
10911966.38000000
0.465482214275
Long
DBT
CORP
US
N
2
2023-10-27
Fixed
2.50900000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29277FS10
50750000.00000000
PA
USD
50727627.88000000
2.163937069474
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDG8
10895000.00000000
PA
USD
10478502.67000000
0.446991537113
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
1240000.00000000
PA
818511.63000000
0.034916035540
Long
DBT
CORP
AU
N
2
2028-06-14
Variable
4.80000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-309309.95000000
-0.01319453116
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
71500000.00000000
CAD
52502727.94000000
USD
2023-07-31
-309309.95000000
N
N
N
Kiwibank Ltd.
549300Z5CJRTI3CSS791
Kiwibank Ltd.
N/A
17230000.00000000
PA
11353009.08000000
0.484296195682
Long
DBT
NUSS
NZ
N
2
2025-09-23
Floating
4.39600160
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBW4
300000.00000000
PA
USD
271776.46000000
0.011593429083
Long
DBT
CORP
US
Y
2
2026-08-12
Fixed
1.25000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
6125000.00000000
PA
USD
6148115.32000000
0.262266051151
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKS7
4670000.00000000
PA
USD
4586116.11000000
0.195634352917
Long
DBT
CORP
US
N
2
2025-04-25
Variable
3.84100000
N
N
N
N
N
N
General Motors Financial of Canada Ltd.
5493001CSMJPUBB7NS44
General Motors Financial of Canada Ltd., Series 5
37045YAE4
17000000.00000000
PA
12403494.80000000
0.529107772440
Long
DBT
CORP
CA
N
2
2023-11-07
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes
N/A
-2538.00000000
NC
USD
-5428312.50000000
-0.23156073197
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 2 Year Notes
2023-06-30
-523244389.36000000
USD
-5428312.50000000
N
N
N
Harvest Operations Corp.
B1EEF6ML54YDWRC6ZK53
Harvest Operations Corp.
41754WAS0
2900000.00000000
PA
USD
2897179.46000000
0.123587762574
Long
DBT
CORP
CA
Y
2
2023-06-01
Fixed
4.20000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
891906AB5
5000000.00000000
PA
USD
4990297.45000000
0.212875903941
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.75000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AJ7
13400000.00000000
PA
USD
13555729.84000000
0.578259767516
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
5.84700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
25135000.00000000
PA
USD
22991246.16000000
0.980759635690
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BW1
20000000.00000000
PA
USD
20158698.00000000
0.859928912460
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
5.70000000
N
N
N
N
N
N
Network Finance Co. Pty. Ltd.
213800XV6ZAOWZ2IIS63
Network Finance Co. Pty. Ltd.
N/A
570000.00000000
PA
346281.51000000
0.014771662450
Long
DBT
CORP
AU
N
2
2026-11-11
Fixed
2.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
13000000.00000000
PA
USD
12246466.57000000
0.522409268645
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDA1
19900000.00000000
PA
USD
19525038.43000000
0.832898288513
Long
DBT
CORP
US
N
2
2028-04-26
Variable
4.32300000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
9655000.00000000
PA
USD
9719184.99000000
0.414600594663
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2J0
2800000.00000000
PA
USD
2768460.07000000
0.118096856115
Long
DBT
CORP
CA
N
2
2024-09-13
Fixed
4.28500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCH9
7200000.00000000
PA
USD
6652667.66000000
0.283789224176
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
ETSA Utilities Finance Pty. Ltd.
254900XBG17MF5UNCY48
ETSA Utilities Finance Pty. Ltd.
N/A
5480000.00000000
PA
3580209.59000000
0.152724433845
Long
DBT
CORP
AU
N
2
2024-08-29
Fixed
3.50000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAL5
15250000.00000000
PA
USD
13319596.29000000
0.568186792225
Long
DBT
CORP
US
Y
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
Korea East-West Power Co. Ltd.
988400N0YW2A27V3D553
Korea East-West Power Co. Ltd.
N/A
200000.00000000
PA
USD
199575.55000000
0.008513485626
Long
DBT
CORP
KR
N
2
2023-07-19
Fixed
3.87500000
N
N
N
N
N
N
Pepper Residential Securities Trust
N/A
Pepper Residential Securities Trust No. 24, Series 24A, Class A1U
71338CAA5
104400.00000000
PA
USD
104848.50000000
0.004472623012
Long
ABS-MBS
CORP
AU
Y
2
2060-11-18
Floating
5.85942840
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EK9
4920000.00000000
PA
USD
4900800.73000000
0.209058156530
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
Optus Finance Pty. Ltd.
254900UAM2PKZZ3FLH23
Optus Finance Pty. Ltd.
N/A
750000.00000000
PA
494040.93000000
0.021074777728
Long
DBT
CORP
AU
N
2
2023-09-06
Fixed
3.25000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
1800000.00000000
PA
1175541.13000000
0.050146185307
Long
DBT
CORP
AU
N
2
2031-01-29
Floating
5.22809940
N
Y
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
8830000.00000000
PA
5861681.08000000
0.250047351089
Long
DBT
CORP
AU
N
2
2029-07-26
Floating
5.67610040
N
N
N
N
N
N
Lonsdale Finance Pty. Ltd.
549300VX4WC30OTQ1E62
Lonsdale Finance Pty. Ltd.
N/A
3800000.00000000
PA
2242897.44000000
0.095677427001
Long
DBT
CORP
AU
N
2
2027-10-15
Fixed
2.10000000
N
N
N
N
N
N
Korea National Oil Corp.
988400ZTQ08W926ONT36
Korea National Oil Corp.
50066PAM2
7100000.00000000
PA
USD
6449900.29000000
0.275139582023
Long
DBT
NUSS
KR
Y
2
2025-10-05
Fixed
0.87500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZR8
25900000.00000000
PA
USD
26165401.96000000
1.116162643616
Long
DBT
CORP
CA
N
2
2024-10-25
Fixed
5.66000000
N
N
N
N
N
N
Vicinity Centres Trust
N/A
Vicinity Centres Trust
N/A
150000.00000000
PA
96279.31000000
0.004107078857
Long
DBT
CORP
AU
N
2
2027-04-26
Fixed
4.00000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
24275000.00000000
PA
15963206.45000000
0.680957806001
Long
DBT
CORP
AU
N
2
2030-11-18
Floating
5.17449915
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
46652MS14
61750000.00000000
PA
USD
61721821.62000000
2.632926935100
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
N/A
11700000.00000000
PA
7563543.24000000
0.322645317307
Long
DBT
CORP
AU
N
2
2031-06-17
Floating
5.23569870
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
11700000.00000000
PA
USD
10952634.42000000
0.467217029858
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.16400000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2T9
6880000.00000000
PA
USD
6545556.53000000
0.279220081985
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80500000
N
N
N
N
N
N
SGSP Australia Assets Pty. Ltd.
254900BJJ12X7PJT5072
SGSP Australia Assets Pty. Ltd.
N/A
200000.00000000
PA
USD
190279.41000000
0.008116931267
Long
DBT
CORP
AU
N
2
2026-07-29
Fixed
3.25000000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAA1
24975000.00000000
PA
USD
25081274.12000000
1.069915962684
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAA5
11800000.00000000
PA
USD
11898473.60000000
0.507564598804
Long
DBT
CORP
US
Y
2
2024-11-27
Fixed
5.50000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AJ4
6550000.00000000
PA
USD
5848794.73000000
0.249497645699
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAC6
4735000.00000000
PA
USD
4861105.69000000
0.207364847142
Long
DBT
CORP
US
Y
2
2026-03-22
Fixed
5.35000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAA7
11975000.00000000
PA
USD
11505724.06000000
0.490810705035
Long
DBT
CORP
US
Y
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1209558.47000000
-0.05159729560
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
195500000.00000000
NZD
119484321.50000000
USD
2023-07-31
-1209558.47000000
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
34410XS19
29550000.00000000
PA
USD
29536889.55000000
1.259983422946
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGF5
4700000.00000000
PA
USD
4525013.50000000
0.193027840286
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1400000.00000000
PA
USD
1317976.30000000
0.056222178947
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
24023KAH1
15000000.00000000
PA
USD
14218950.00000000
0.606551385899
Long
DBT
CORP
SG
Y
2
2024-11-22
Fixed
1.16900000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
22285000.00000000
PA
USD
22631808.53000000
0.965426760012
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87613LS18
55000000.00000000
PA
USD
54978504.35000000
2.345270783578
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Y8
3500000.00000000
PA
USD
3511375.00000000
0.149788090728
Long
DBT
CORP
US
N
2
2026-04-25
Floating
6.12320040
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
N/A
17320000.00000000
PA
11341895.97000000
0.483822133092
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
6725000.00000000
PA
USD
6310146.05000000
0.269177951385
Long
DBT
CORP
AU
Y
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764BN6
6775000.00000000
PA
USD
6418031.55000000
0.273780126619
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.62600000
N
N
N
N
N
N
State of Queensland Australia
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp.
N/A
20000000.00000000
PA
13583240.03000000
0.579433296073
Long
DBT
NUSS
AU
Y
2
2025-07-21
Fixed
4.75000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BD8
18735000.00000000
PA
USD
18459756.81000000
0.787455548860
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BU7
4675000.00000000
PA
USD
4593088.16000000
0.195931766340
Long
DBT
CORP
US
Y
2
2025-04-22
Fixed
3.50000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
12500000.00000000
PA
8247408.00000000
0.351817592190
Long
DBT
CORP
AU
N
2
2030-09-10
Floating
5.44000015
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
-613.00000000
NC
USD
-1442305.01000000
-0.06152578795
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Notes
2023-06-30
-67271961.24000000
USD
-1442305.01000000
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
2100000.00000000
PA
USD
1854405.42000000
0.079105150346
Long
DBT
CORP
AU
Y
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CU1
6875000.00000000
PA
USD
6877062.50000000
0.293361450057
Long
DBT
CORP
US
N
2
2024-05-03
Floating
5.58318600
N
N
N
N
N
N
Harvest Operations Corp.
B1EEF6ML54YDWRC6ZK53
Harvest Operations Corp.
N/A
200000.00000000
PA
USD
199805.48000000
0.008523293970
Long
DBT
CORP
CA
N
2
2023-06-01
Fixed
4.20000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A
35564KE39
5061964.37000000
PA
USD
5062026.73000000
0.215935728625
Long
ABS-MBS
CORP
US
Y
2
2042-08-25
Floating
7.11533160
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty. Ltd.
529900VBZRQG6COX9X61
Volkswagen Financial Services Australia Pty. Ltd.
N/A
13370000.00000000
PA
8204970.26000000
0.350007284818
Long
DBT
CORP
AU
N
2
2025-08-25
Fixed
1.40000000
N
N
N
N
N
N
Liberty Financial Pty. Ltd.
549300S75HDUIPWTQC07
Liberty Financial Pty. Ltd.
N/A
9440000.00000000
PA
6179292.16000000
0.263595991513
Long
DBT
CORP
AU
N
2
2024-02-26
Floating
5.89999870
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DS6
6675000.00000000
PA
USD
6753399.88000000
0.288086255085
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFS8
6770000.00000000
PA
USD
6170694.55000000
0.263229235018
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
15800000.00000000
PA
10441288.41000000
0.445404052736
Long
DBT
CORP
AU
N
2
2028-06-22
Floating
5.48839915
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBN7
6600000.00000000
PA
USD
6578395.89000000
0.280620942057
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A
35564KH36
2071664.20000000
PA
USD
2081694.20000000
0.088800825801
Long
ABS-MBS
CORP
US
Y
2
2042-09-25
Floating
6.96533040
N
N
N
N
N
N
Harvest Operations Corp.
B1EEF6ML54YDWRC6ZK53
Harvest Operations Corp.
41754WAT8
6150000.00000000
PA
USD
5906248.81000000
0.251948519487
Long
DBT
CORP
CA
Y
2
2024-04-26
Fixed
1.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
14022000.00000000
PA
9107241.28000000
0.388496324982
Long
DBT
CORP
AU
N
2
2029-08-16
Variable
4.33400000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBL1
28900000.00000000
PA
USD
29252199.39000000
1.247839121778
Long
DBT
CORP
AU
Y
2
2024-11-22
Fixed
6.20700000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457CH1
10050000.00000000
PA
USD
10251714.15000000
0.437317201729
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EH2
1800000.00000000
PA
USD
1726988.74000000
0.073669814837
Long
DBT
CORP
AU
N
2
2025-02-19
Fixed
2.35000000
N
N
N
N
N
N
GPT Wholesale Shopping Centre Fund No. 1
5493005ER7T52LE57U69
GPT Wholesale Shopping Centre Fund No. 1
N/A
5780000.00000000
PA
3795219.43000000
0.161896314781
Long
DBT
CORP
AU
N
2
2024-09-11
Fixed
3.99300000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
20235000.00000000
PA
USD
17514015.94000000
0.747112173618
Long
DBT
CORP
US
Y
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
Bank of Queensland Ltd.
549300WFIN7T02UKDG08
Bank of Queensland Ltd.
N/A
19500000.00000000
PA
12886575.00000000
0.549714987797
Long
DBT
CORP
AU
N
2
2028-05-01
Floating
5.19170160
N
N
N
N
N
N
SGSP Australia Assets Pty. Ltd.
254900BJJ12X7PJT5072
SGSP Australia Assets Pty. Ltd.
N/A
300000.00000000
PA
198084.16000000
0.008449865972
Long
DBT
CORP
AU
N
2
2023-06-28
Fixed
3.75000000
N
N
N
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
6730000.00000000
PA
4428744.09000000
0.188921183743
Long
DBT
CORP
AU
N
2
2045-06-15
Floating
6.00830150
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DN7
20025000.00000000
PA
USD
20103370.24000000
0.857568743143
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.50700000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BY9
7375000.00000000
PA
USD
7428176.70000000
0.316870856996
Long
DBT
CORP
US
Y
2
2025-10-10
Fixed
4.87500000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBV7
6860000.00000000
PA
USD
6791476.69000000
0.289710534084
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
N/A
22900000.00000000
PA
15142964.12000000
0.645967942331
Long
DBT
CORP
AU
N
2
2024-10-30
Floating
4.89809925
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135CD1
17080000.00000000
PA
12280271.92000000
0.523851335879
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.12500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBM6
6800000.00000000
PA
USD
6781353.38000000
0.289278694341
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
5.48517960
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
17600000.00000000
PA
USD
16974610.58000000
0.724102241895
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.79100000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AN9
22875000.00000000
PA
USD
23246250.27000000
0.991637590555
Long
DBT
CORP
US
N
2
2025-12-12
Fixed
5.80000000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AP6
12039000.00000000
PA
USD
11496213.98000000
0.490405024433
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
2.30000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAQ7
5775000.00000000
PA
USD
5437488.50000000
0.231952161410
Long
DBT
CORP
NL
Y
2
2024-09-24
Fixed
0.75000000
N
N
N
N
N
N
La Trobe Financial Capital Markets Trust
N/A
La Trobe Financial Capital Markets Trust, Series 2019-2, Class A1L
N/A
244021.22000000
PA
161288.26000000
0.006880227979
Long
ABS-MBS
CORP
AU
N
2
2051-02-11
Floating
4.94210000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
4270000.00000000
PA
USD
4195750.59000000
0.178982156576
Long
DBT
CORP
US
Y
2
2023-09-18
Fixed
1.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
100000.00000000
PA
USD
96201.70000000
0.004103768172
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CP5
14900000.00000000
PA
USD
14604177.19000000
0.622984391570
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAH6
4880000.00000000
PA
USD
4797653.17000000
0.204658092146
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
Fidelity National Information
N/A
Fidelity National Information
31622GS16
54450000.00000000
PA
USD
54427203.42000000
2.321753411118
Long
STIV
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
2023-05-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer