0001752724-23-286051.txt : 20231220 0001752724-23-286051.hdr.sgml : 20231220 20231220113759 ACCESSION NUMBER: 0001752724-23-286051 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231220 DATE AS OF CHANGE: 20231220 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Janus Detroit Street Trust CENTRAL INDEX KEY: 0001500604 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23112 FILM NUMBER: 231500379 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 2023-10-31 N 2389173928.05 16373842.84 2372800085.21 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 12222000.00000000 AUD CAD NZD USD N N/A N/A GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 36267VAB9 24975000.00000000 PA USD 24855241.63000000 1.047506774166 Long DBT CORP US N 2 2024-11-15 Fixed 5.55000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A Columbia Pipelines Holding Co. LLC 19828AAA5 3535000.00000000 PA USD 3529805.74000000 0.148761194084 Long DBT CORP US Y 2 2026-08-15 Fixed 6.05500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACM7 12525000.00000000 PA USD 12415719.63000000 0.523251819965 Long DBT CORP US Y 2 2026-09-21 Fixed 5.95000000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAU9 7460000.00000000 PA USD 7113456.67000000 0.299791656041 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N Suncorp Group Ltd. 549300BVOKRTHDIWVT46 Suncorp Group Ltd. N/A 2150000.00000000 PA 1371264.05000000 0.057790964293 Long DBT CORP AU N 2 2037-06-01 Floating 6.43350095 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 20754EAA3 3357457.57000000 PA USD 3351171.60000000 0.141232783195 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 7.02061920 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781CA0 5750000.00000000 PA USD 5609104.59000000 0.236391789808 Long DBT CORP US Y 2 2026-06-24 Fixed 4.50000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 207932AA2 5595705.31000000 PA USD 5656976.72000000 0.238409327244 Long ABS-MBS CORP US Y 2 2042-12-25 Floating 7.72063920 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680BH5 6600000.00000000 PA USD 6520285.33000000 0.274792864794 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N Liberty Financial Pty. Ltd. 549300S75HDUIPWTQC07 Liberty Financial Pty. Ltd. N/A 19100000.00000000 PA 11752898.65000000 0.495317693355 Long DBT CORP AU N 2 2026-05-25 Floating 6.68700075 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 Sysco Corp. 87183BY13 75000000.00000000 PA USD 74988750.00000000 3.160348419886 Long STIV CORP US N 2 2023-11-01 Fixed 0.00000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1 20755DAA4 2809578.30000000 PA USD 2856330.36000000 0.120378045238 Long ABS-MBS CORP US Y 2 2042-07-25 Floating 7.87061880 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 Darden Restaurants, Inc. 23719KY11 55250000.00000000 PA USD 55241657.25000000 2.328121007510 Long STIV CORP US N 2 2023-11-01 Fixed 0.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89117F3M9 18500000.00000000 PA 12621311.00000000 0.531916324458 Long DBT CORP CA N 2 2025-09-09 Fixed 2.66700000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EP8 6575000.00000000 PA USD 6439862.25000000 0.271403490337 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 34231.04000000 PA USD 34237.63000000 0.001442920969 Long ABS-MBS CORP AU Y 2 2060-06-20 Floating 6.42305880 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. N/A 1910000.00000000 PA 1210468.78000000 0.051014360103 Long DBT CORP US N 2 2024-03-08 Floating 5.25099950 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AH8 11867000.00000000 PA USD 11397583.49000000 0.480343184452 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 9268701.56000000 0.390622944502 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 95171.94000000 0.004010954845 Long DBT CORP AU N 2 2031-02-26 Floating 5.98499990 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAY5 14630000.00000000 PA USD 14578456.02000000 0.614398832454 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 12964046.29000000 0.546360663538 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 3227946.47000000 0.136039546277 Long DBT CORP US N 2 2024-03-17 Fixed 2.12500000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAB1 3095000.00000000 PA USD 2778383.85000000 0.117093044092 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc N/A 3850000.00000000 PA 2435192.60000000 0.102629488897 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 2175072.86000000 0.091666924388 Long DBT CORP AU N 2 2031-07-29 Floating 5.94179850 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia N/A 10000000.00000000 PA 6520431.96000000 0.274799044413 Long DBT CORP AU N 2 2032-11-09 Floating 6.87800160 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 Mondelez International Holdings Netherlands BV 60920LAS3 7400000.00000000 PA USD 7194717.71000000 0.303216345736 Long DBT CORP NL Y 2 2025-09-15 Fixed 4.25000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. N/A 3100000.00000000 PA 1931284.92000000 0.081392652168 Long DBT CORP AU N 2 2026-02-16 Fixed 4.60000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00914AAP7 16350000.00000000 PA USD 15634366.88000000 0.658899457120 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 5670111.63000000 0.238962888839 Long DBT CORP AU N 2 2024-07-12 Floating 5.58500005 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. 571903BM4 6635000.00000000 PA USD 6550671.47000000 0.276073467412 Long DBT CORP US N 2 2026-09-15 Fixed 5.45000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAG6 4940000.00000000 PA USD 4922058.86000000 0.207436728053 Long DBT CORP US N 2 2025-06-28 Fixed 5.65000000 N N N N N N Network Finance Co. Pty. Ltd. 213800XV6ZAOWZ2IIS63 Network Finance Co. Pty. Ltd. N/A 14620000.00000000 PA 9266260.95000000 0.390520086700 Long DBT CORP AU N 2 2024-12-06 Floating 5.38710070 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd. N/A 19800000.00000000 PA 12761021.75000000 0.537804336300 Long DBT CORP AU N 2 2030-05-28 Floating 7.03499905 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACB1 10125000.00000000 PA USD 9959587.37000000 0.419739843743 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 7300000.00000000 PA USD 6957713.66000000 0.293227975815 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 23323716.00000000 0.982961697674 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 1244858.23000000 0.052463679420 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2 20754RAB2 9569299.00000000 PA USD 9485820.26000000 0.399773260255 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 6.87062160 N N N N N N Liberty Financial Pty. Ltd. 549300S75HDUIPWTQC07 Liberty Financial Pty. Ltd. N/A 3280000.00000000 PA 2048031.56000000 0.086312857655 Long DBT CORP AU N 2 2025-03-17 Floating 6.56940140 N N N N N N Vicinity Centres Trust N/A Vicinity Centres Trust N/A 5700000.00000000 PA 3578459.33000000 0.150811665605 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 616701.00000000 0.025990432310 Long DBT CORP AU N 2 2031-09-16 Floating 6.51940005 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. N/A 14600000.00000000 PA 9246041.34000000 0.389667945379 Long DBT CORP AU N 2 2023-11-16 Floating 5.10429870 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc. 913903AZ3 5075000.00000000 PA USD 4476167.05000000 0.188644929587 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1 20753DAA6 5283132.92000000 PA USD 5341053.33000000 0.225094956936 Long ABS-MBS CORP US Y 2 2042-09-25 Floating 7.82064000 N N N N N N Vicinity Centres Trust N/A Vicinity Centres Trust N/A 610000.00000000 PA 387550.10000000 0.016333027903 Long DBT CORP AU N 2 2025-06-27 Floating 5.55980045 N N N N N N Pepper Residential Securities Trust N/A Pepper Residential Securities Trust No. 22, Series 23X, Class A2 N/A 391432.62000000 PA 248403.23000000 0.010468780389 Long ABS-MBS CORP AU N 2 2060-08-18 Floating 6.31500005 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A3J8 2500000.00000000 PA USD 2465686.18000000 0.103914619498 Long DBT CORP US Y 2 2024-03-08 Fixed 2.51400000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 Willis North America, Inc. 970648AF8 23144000.00000000 PA USD 22815924.31000000 0.961561172060 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 Mercedes-Benz Finance North America LLC 58769JAE7 9350000.00000000 PA USD 9263970.56000000 0.390423559816 Long DBT CORP US Y 2 2025-03-30 Fixed 4.95000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016FZZ0 22100000.00000000 PA USD 21739716.74000000 0.916205156747 Long DBT CORP CA N 2 2026-07-20 Fixed 5.20000000 N N N N N N Bank Australia Ltd. 261700A2UMQ3YAG2T616 Bank Australia Ltd. N/A 8150000.00000000 PA 5181664.98000000 0.218377646405 Long DBT CORP AU N 2 2025-11-24 Floating 5.73720140 N N N N N N Suncorp Group Ltd. 549300BVOKRTHDIWVT46 Suncorp Group Ltd. N/A 18590000.00000000 PA 11774260.39000000 0.496217968946 Long DBT CORP AU N 2 2028-12-05 Floating 6.27509825 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556CS9 14250000.00000000 PA USD 13620824.60000000 0.574040126047 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 1693165.33000000 0.071357268593 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 1147113.27000000 PA USD 1154679.55000000 0.048663162025 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 7.42061880 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 Mondelez International, Inc. 609207AK1 4650000.00000000 PA 3237465.15000000 0.136440704388 Long DBT CORP US N 2 2025-03-07 Fixed 3.25000000 N N N N N N N/A N/A IRS N/A 31965000.00000000 PA -40769.06000000 -0.00171818351 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-08-16 0.00000000 USD 0.00000000 USD 31965000.00000000 NZD -40769.06000000 N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1 20754DAA5 3193858.25000000 PA USD 3199458.97000000 0.134838960515 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 7.22062080 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. N/A 6700000.00000000 PA 4265903.21000000 0.179783507114 Long DBT CORP AU N 2 2029-08-27 Floating 6.11499830 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 Credit Agricole Corporate and Investment Bank 22533UY15 56500000.00000000 PA USD 56491638.00000000 2.380800571953 Long STIV CORP FR N 2 2023-11-01 None 0.00000000 N N N N N N Federated Government Obligations Tax-Managed Fund N/A Federated Government Obligations Tax-Managed Fund N/A 101484188.14000000 NS USD 101484188.14000000 4.276980128775 Long STIV RF US N 1 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 04273MY98 25000000.00000000 PA USD 24963878.25000000 1.052085188533 Long STIV CORP US N 2 2023-11-09 None 0.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NR8 5000000.00000000 PA USD 5013081.15000000 0.211272798802 Long DBT CORP US N 2 2025-05-24 Floating 6.73546320 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DM9 4650000.00000000 PA USD 4612483.10000000 0.194389874172 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N FHLMC STACR REMIC Trust 5493000IRHY5YZIPQD14 FHLMC STACR Trust, Series 2023-HQA1, Class M1A 35564KX79 2346370.51000000 PA USD 2352642.76000000 0.099150483627 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 7.32062160 N N N N N N Bendigo & Adelaide Bank Ltd. 549300Y9URD6W70K0360 Bendigo & Adelaide Bank Ltd. N/A 27600000.00000000 PA 17486648.22000000 0.736962558666 Long DBT CORP AU N 2 2028-11-30 Floating 6.58030030 N N N N N N Ausgrid Finance Pty. Ltd. 549300DN8D7YR73BKB57 Ausgrid Finance Pty. Ltd. N/A 1570000.00000000 PA 994760.18000000 0.041923472027 Long DBT CORP AU N 2 2024-02-05 Floating 5.27769925 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. N/A 10000000.00000000 PA 6331412.50000000 0.266832951476 Long DBT CORP AU N 2 2026-05-12 Floating 4.94799840 N N N N N N Bendigo & Adelaide Bank Ltd. 549300Y9URD6W70K0360 Bendigo & Adelaide Bank Ltd. N/A 13600000.00000000 PA 8634819.13000000 0.363908412841 Long DBT CORP AU N 2 2026-05-15 Floating 5.42160050 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 LPL Holdings, Inc. 50212YAC8 11006000.00000000 PA USD 10064411.39000000 0.424157578749 Long DBT CORP US Y 2 2027-11-15 Fixed 4.62500000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565ECC7 6250000.00000000 PA USD 6225534.81000000 0.262370810284 Long DBT CORP US Y 2 2025-08-11 Fixed 5.30000000 N N N N N N ETSA Utilities Finance Pty. Ltd. 254900XBG17MF5UNCY48 ETSA Utilities Finance Pty. Ltd. N/A 1630000.00000000 PA 1031972.19000000 0.043491746162 Long DBT CORP AU N 2 2023-12-13 Floating 5.15630025 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDM5 8650000.00000000 PA USD 8238490.44000000 0.347205417403 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 9689344.20000000 0.408350634357 Long DBT CORP CA N 2 2024-12-02 Fixed 1.35000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 Targa Resources Corp. 87613LYA1 15000000.00000000 PA USD 14978482.35000000 0.631257662344 Long STIV CORP US N 2 2023-11-10 None 0.00000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd. N/A 10000000.00000000 PA 6196955.63000000 0.261166360732 Long DBT CORP AU N 2 2032-08-12 Variable 5.90600000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -202271.58000000 -0.00852459426 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 584600000.00000000 AUD 370982483.20000000 USD 2024-01-25 -202271.58000000 N N N Mercedes-Benz Australia 52990085N0XOUJCARM37 Mercedes-Benz Australia N/A 810000.00000000 PA 508239.46000000 0.021419396567 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 11635808.07000000 0.490382992757 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 9071184.74000000 0.382298736271 Long DBT CORP US N 2 2026-02-11 Variable 2.16400000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37961DY12 54500000.00000000 PA USD 54490953.00000000 2.296483101954 Long STIV CORP US N 2 2023-11-01 None 0.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816CR8 12900000.00000000 PA USD 12925610.63000000 0.544740819530 Long DBT CORP US N 2 2025-03-04 Floating 6.28397640 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA 61690U7V6 9000000.00000000 PA USD 9000769.23000000 0.379331123852 Long DBT CORP US N 2 2025-07-16 Floating 6.10096320 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. 961214FH1 8000000.00000000 PA USD 7969133.52000000 0.335853558404 Long DBT CORP AU N 2 2024-10-18 Fixed 5.35000000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 Equifax, Inc. 29442LY10 34750000.00000000 PA USD 34744752.75000000 1.464293303366 Long STIV CORP US N 2 2023-11-01 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BV3 14575000.00000000 PA USD 14446249.84000000 0.608827095466 Long DBT CORP US Y 2 2026-09-12 Fixed 5.70000000 N N N N N N Insurance Australia Group Ltd. 549300PFEWKNHRG25N08 Insurance Australia Group Ltd. N/A 17350000.00000000 PA 10999955.99000000 0.463585451575 Long DBT CORP AU N 2 2044-06-15 Floating 6.22730150 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 DBS Group Holdings Ltd. 24023MAA2 3600000.00000000 PA USD 3593412.00000000 0.151441835424 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 3944431.67000000 0.166235313905 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 3662548.97000000 PA USD 3637384.95000000 0.153295044646 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 6.32062080 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYE8 17625000.00000000 PA USD 17579210.25000000 0.740863520680 Long DBT CORP US N 2 2024-09-10 Floating 5.85426240 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia N/A 16600000.00000000 PA 10381120.01000000 0.437505042026 Long DBT CORP AU N 2 2031-08-20 Floating 5.46429820 N N N N N N His Majesty The King in Right of New Zealand 549300237GPHG2AI7C34 New Zealand Government Bond N/A 204355000.00000000 PA 115653782.42000000 4.874147769164 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 13248363.78000000 0.558343025296 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 14167128.70000000 0.597063730244 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 Mercedes-Benz Finance North America LLC 58769JAK3 12100000.00000000 PA USD 11937644.74000000 0.503103688102 Long DBT CORP US Y 2 2026-08-03 Fixed 5.20000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 539439AY5 3600000.00000000 PA USD 3547679.22000000 0.149514459398 Long DBT CORP GB N 2 2027-08-07 Variable 5.98500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746TH4 16000000.00000000 PA 11204552.49000000 0.472208027968 Long DBT CORP US N 2 2026-04-28 Variable 4.16800000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. N/A 6750000.00000000 PA 4245163.04000000 0.178909427155 Long DBT CORP US N 2 2024-03-08 Fixed 3.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65558RAB5 6925000.00000000 PA USD 6952225.15000000 0.292996666399 Long DBT CORP FI Y 2 2025-06-06 Floating 6.31326240 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd. 00182EBK4 1000000.00000000 PA USD 990570.29000000 0.041746892044 Long DBT CORP NZ Y 2 2024-03-19 Fixed 3.40000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. N/A 14920000.00000000 PA 9489013.23000000 0.399907825743 Long DBT CORP AU N 2 2029-05-17 Floating 6.31209830 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia N/A 200000.00000000 PA 126771.59000000 0.005342699993 Long DBT CORP AU N 2 2024-01-11 Floating 5.26959990 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2023-5, Class A2 80286PAB7 11000000.00000000 PA USD 10998124.72000000 0.463508273981 Long ABS-O CORP US N 2 2027-07-15 Fixed 6.31000000 N N N N N N N/A N/A IRS N/A 32632700.00000000 PA 174748.74000000 0.007364663423 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-07-19 0.00000000 USD 0.00000000 USD 32632700.00000000 NZD 174748.74000000 N N N Network Finance Co. Pty. Ltd. 213800XV6ZAOWZ2IIS63 Network Finance Co. Pty. Ltd. N/A 1300000.00000000 PA 806829.22000000 0.034003253161 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 1165125.46000000 0.049103397596 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 9850307.73000000 0.415134329748 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 21116641.46000000 0.889946084865 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ACG0 7645000.00000000 PA USD 7545280.45000000 0.317990567221 Long DBT CORP US Y 2 2026-06-26 Fixed 5.65000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967NX5 35000000.00000000 PA USD 34550569.20000000 1.456109573468 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 16204707.84000000 0.682936077969 Long DBT CORP US N 2 2026-10-16 Variable 6.13800000 N N N N N N CNH Industrial Capital Australia Pty. Ltd. 2617001JAII1WD34PJ72 CNH Industrial Capital Australia Pty. Ltd. N/A 7000000.00000000 PA 4433108.60000000 0.186830261328 Long DBT CORP AU N 2 2026-07-13 Fixed 5.80000000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 DBS Group Holdings Ltd. 24023NAA0 3470000.00000000 PA USD 3463649.90000000 0.145973102478 Long DBT CORP SG N 2 2028-12-11 Variable 4.52000000 N N N N N N N/A N/A IRS N/A 63455000.00000000 PA 387458.28000000 0.016329158213 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-07-27 0.00000000 USD 0.00000000 USD 63455000.00000000 NZD 387458.28000000 N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding N/A 1000000.00000000 PA 576814.33000000 0.024309436500 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 7053131.12000000 0.297249277929 Long DBT CORP US Y 2 2025-04-01 Floating 6.17198040 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBV6 10325000.00000000 PA USD 10158918.04000000 0.428140495413 Long DBT CORP US N 2 2025-12-08 Fixed 5.00000000 N N N N N N FHLMC STACR REMIC Trust 5493000IRILHAKSCHN59 FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A 35564KP37 4115234.11000000 PA USD 4136983.74000000 0.174350286220 Long ABS-MBS CORP US Y 2 2043-03-25 Floating 7.42064040 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XEF9 3230000.00000000 PA USD 3161049.03000000 0.133220200458 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 1015061.71000000 0.042779065810 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 15277324.96000000 0.643852175125 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 27637500.00000000 1.164763107194 Long RF US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00914AAM4 6235000.00000000 PA USD 5516478.72000000 0.232488137301 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N TORRENS Trust N/A TORRENS Trust, Series 2014-2, Class AB N/A 670382.80000000 PA 425173.03000000 0.017918619973 Long ABS-MBS CORP AU N 2 2046-01-12 Floating 5.65499975 N N N N N N Lonsdale Finance Pty. Ltd. 549300VX4WC30OTQ1E62 Lonsdale Finance Pty. Ltd. N/A 29300000.00000000 PA 16838686.94000000 0.709654683719 Long DBT CORP AU N 2 2026-11-20 Fixed 2.45000000 N N N N N N Computershare US, Inc. 549300BXQ1PX3KGZRT72 Computershare US, Inc. N/A 1070000.00000000 PA 598810.60000000 0.025236453915 Long DBT CORP US N 2 2027-11-30 Fixed 3.14700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBA3 13450000.00000000 PA USD 12820579.27000000 0.540314346324 Long DBT CORP US N 2 2027-01-29 Variable 3.96000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A3F6 5156000.00000000 PA USD 4855604.69000000 0.204636063537 Long DBT CORP US Y 2 2025-01-07 Fixed 1.71600000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CN0 5600000.00000000 PA USD 5092607.52000000 0.214624382043 Long DBT CORP US Y 2 2025-12-02 Fixed 2.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505FM1 9950000.00000000 PA 7065019.63000000 0.297750310868 Long DBT CORP US N 2 2025-04-25 Variable 2.93200000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NBK0 6550000.00000000 PA USD 6471727.83000000 0.272746442919 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 3081838.86000000 0.129881943245 Long DBT CORP US Y 2 2024-09-17 Fixed 1.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J6D4 7000000.00000000 PA USD 6934221.49000000 0.292237914741 Long DBT CORP US N 2 2026-08-07 Fixed 5.45000000 N N N N N N N/A N/A U.S. Treasury 5 Year Notes N/A -436.00000000 NC USD 1034949.33000000 0.043617215645 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 5 Year Notes 2023-12-29 -45551781.47000000 USD 1034949.33000000 N N N Bendigo & Adelaide Bank Ltd. 549300Y9URD6W70K0360 Bendigo & Adelaide Bank Ltd. N/A 800000.00000000 PA 489718.73000000 0.020638853355 Long DBT CORP AU N 2 2031-10-14 Floating 5.63170180 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 Warnermedia Holdings, Inc. 55903VBG7 4950000.00000000 PA USD 4939888.34000000 0.208188139017 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 3257087.45000000 PA USD 3286201.64000000 0.138494669672 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 7.82061840 N N N N N N N/A N/A CDI N/A 119000000.00000000 PA USD 100374.61000000 0.004230217734 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 40-V1 2I65BY Y Receipt of notional amount upon default event with regard to the reference instrument 2028-12-20 0.00000000 USD 1351830.42000000 USD 119000000.00000000 USD 100374.61000000 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. N/A 1000000.00000000 PA 602480.94000000 0.025391137827 Long DBT CORP US N 2 2026-09-08 Fixed 3.45000000 N N N N N N Insurance Australia Group Ltd. 549300PFEWKNHRG25N08 Insurance Australia Group Ltd. N/A 8550000.00000000 PA 5449430.96000000 0.229662456351 Long DBT CORP AU N 2 2036-12-15 Floating 6.57730000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HDB8 6000000.00000000 PA USD 6000893.22000000 0.252903447593 Long DBT CORP US N 2 2027-10-29 Variable 7.14900000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 20271RAR1 14875000.00000000 PA USD 14793417.62000000 0.623458238736 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 International Ltd. 00182EBN8 13900000.00000000 PA USD 12359342.35000000 0.520875838931 Long DBT CORP NZ Y 2 2026-06-22 Fixed 1.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 217679.82000000 0.009173963763 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 82500000.00000000 CAD 59735642.63000000 USD 2024-01-25 217679.82000000 N N N Cabot Corp. K05C0SER542GQ6VLRO68 Cabot Corp. 12705XY12 25000000.00000000 PA USD 24996225.00000000 1.053448419687 Long STIV CORP US N 2 2023-11-01 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 10701423.63000000 0.451004014063 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 Humana, Inc. 44486JY11 47000000.00000000 PA USD 46992668.00000000 1.980473125102 Long STIV CORP US N 2 2023-11-01 None 0.00000000 N N N N N N Kiwibank Ltd. 549300Z5CJRTI3CSS791 Kiwibank Ltd. N/A 17230000.00000000 PA 10878961.87000000 0.458486239013 Long DBT NUSS NZ N 2 2025-09-23 Floating 4.83880135 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAL8 4117000.00000000 PA USD 4104303.87000000 0.172973015956 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 4611484.90000000 0.194347805731 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 12239877.54000000 0.515841078070 Long DBT CORP CA N 2 2023-11-07 Fixed 3.25000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 33774LY10 20000000.00000000 PA USD 19996960.00000000 0.842757892864 Long STIV CORP US N 2 2023-11-01 None 0.00000000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 DBS Group Holdings Ltd. 24023KAJ7 15800000.00000000 PA USD 15810957.46000000 0.666341743602 Long DBT CORP SG Y 2 2025-09-12 Fixed 5.47900000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. N/A 20000000.00000000 PA 12649914.44000000 0.533121796431 Long DBT CORP AU N 2 2026-08-10 Floating 4.91630180 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAX3 9600000.00000000 PA USD 9615567.94000000 0.405241385481 Long DBT CORP ES N 2 2027-11-07 Variable 6.52700000 N N N N N N CNH Industrial Capital Australia Pty. Ltd. 2617001JAII1WD34PJ72 CNH Industrial Capital Australia Pty. Ltd. N/A 4300000.00000000 PA 2656769.32000000 0.111967684785 Long DBT CORP AU N 2 2024-07-08 Fixed 1.75000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 NatWest Group plc 639057AJ7 13400000.00000000 PA USD 13175666.58000000 0.555279252648 Long DBT CORP GB N 2 2027-03-02 Variable 5.84700000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MBD6 8375000.00000000 PA USD 8237626.63000000 0.347169012735 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJD2 25135000.00000000 PA USD 23099574.74000000 0.973515421041 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 19877272.40000000 0.837713742674 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 323865.46000000 0.013649083292 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 12229088.04000000 0.515386362139 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 18692897.84000000 0.787799105222 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 9179631.34000000 0.386869142378 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 2760335.12000000 0.116332392990 Long DBT CORP CA N 2 2024-09-13 Fixed 4.28500000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816DL0 4000000.00000000 PA USD 4011338.52000000 0.169055056302 Long DBT CORP US N 2 2026-10-30 Variable 6.33800000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDW3 19050000.00000000 PA USD 19009730.59000000 0.801151799870 Long DBT CORP US N 2 2027-10-22 Variable 6.07000000 N N N N N N ETSA Utilities Finance Pty. Ltd. 254900XBG17MF5UNCY48 ETSA Utilities Finance Pty. Ltd. N/A 5480000.00000000 PA 3419698.87000000 0.144120817059 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 13278907.00000000 0.559630247940 Long DBT CORP US Y 2 2026-09-20 Fixed 1.95000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAN9 6561000.00000000 PA USD 6505258.60000000 0.274159573768 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Pepper Residential Securities Trust N/A Pepper Residential Securities Trust No. 24, Series 24A, Class A1U 71338CAA5 36600.00000000 PA USD 36600.00000000 0.001542481401 Long ABS-MBS CORP AU Y 2 2060-11-18 Floating 6.32455920 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EK9 4920000.00000000 PA USD 4809633.53000000 0.202698641153 Long DBT CORP US N 2 2025-09-08 Fixed 4.40000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. N/A 11800000.00000000 PA 7439790.64000000 0.313544772961 Long DBT CORP AU N 2 2031-01-29 Floating 5.89180080 N N N N N N N/A N/A IRS N/A 67683000.00000000 PA 25861.43000000 0.001089911879 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-10-25 0.00000000 USD 0.00000000 USD 67683000.00000000 NZD 25861.43000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd. N/A 24510000.00000000 PA 15599211.58000000 0.657417861590 Long DBT CORP AU N 2 2029-07-26 Floating 6.33260035 N N N N N N Lonsdale Finance Pty. Ltd. 549300VX4WC30OTQ1E62 Lonsdale Finance Pty. Ltd. N/A 3800000.00000000 PA 2074730.20000000 0.087438053164 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 6468004.72000000 0.272589535052 Long DBT NUSS KR Y 2 2025-10-05 Fixed 0.87500000 N N N N N N Vicinity Centres Trust N/A Vicinity Centres Trust N/A 150000.00000000 PA 89073.76000000 0.003753951314 Long DBT CORP AU N 2 2027-04-26 Fixed 4.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAK8 13118000.00000000 PA USD 12969597.77000000 0.546594626780 Long DBT CORP US Y 2 2024-05-13 Fixed 4.87500000 N N N N N N FHLMC STACR Debt Notes S6XOOCT0IEG5ABCC6L87 FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1A 35564K2F5 8030451.88000000 PA USD 8046136.40000000 0.339098790924 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 7.32062160 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1 20754QAA6 3963385.82000000 PA USD 3996566.26000000 0.168432489736 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 7.62063840 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. N/A 24275000.00000000 PA 15378124.87000000 0.648100316830 Long DBT CORP AU N 2 2030-11-18 Floating 5.84989880 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd. N/A 11700000.00000000 PA 7340739.84000000 0.309370346273 Long DBT CORP AU N 2 2031-06-17 Floating 5.66939900 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEG6 11700000.00000000 PA USD 11068828.06000000 0.466488016794 Long DBT CORP US N 2 2025-10-21 Variable 1.16400000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. N/A 3300000.00000000 PA 2113271.77000000 0.089062360675 Long DBT CORP AU N 2 2027-11-11 Floating 5.39790105 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AJ4 8050000.00000000 PA USD 7091005.35000000 0.298845460862 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 125022.95000000 0.005269004783 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209770000.00000000 NZD 122172145.70000000 USD 2024-01-25 125022.95000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd. N/A 15500000.00000000 PA 9824279.58000000 0.414037391571 Long DBT CORP AU N 2 2026-03-31 Floating 4.97000060 N N N N N N AutoNation, Inc. N/A AutoNation, Inc. 05330NY11 60000000.00000000 PA USD 59990460.00000000 2.528255977986 Long STIV CORP US N 2 2023-11-01 Fixed 0.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468Q5 1400000.00000000 PA USD 1316830.07000000 0.055496882278 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N N/A N/A U.S. Treasury 2 Year Notes N/A -752.00000000 NC USD 285917.64000000 0.012049798960 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 2 Year Notes 2023-12-29 -152221250.75000000 USD 285917.64000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia N/A 600000.00000000 PA 373197.81000000 0.015728160679 Long DBT CORP AU N 2 2025-08-18 Fixed 4.20000000 N N N N N N N/A N/A IRS N/A 63580000.00000000 PA 163778.92000000 0.006902348032 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-10-23 0.00000000 USD 0.00000000 USD 63580000.00000000 AUD 163778.92000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BS7 22285000.00000000 PA USD 22088924.54000000 0.930922275234 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2023-3, Class A2 80285XAB1 6500000.00000000 PA USD 6494818.46000000 0.273719581370 Long ABS-O CORP US N 2 2026-08-17 Fixed 6.08000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2Y8 3500000.00000000 PA USD 3517510.50000000 0.148243019794 Long DBT CORP US N 2 2026-04-25 Floating 6.63469560 N N N N N N Ausgrid Finance Pty. Ltd. 549300DN8D7YR73BKB57 Ausgrid Finance Pty. Ltd. N/A 17320000.00000000 PA 10790222.23000000 0.454746368952 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 6397424.85000000 0.269614995796 Long DBT CORP AU Y 2 2025-10-14 Variable 1.20100000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 DTE Energy Co. 233331BD8 18735000.00000000 PA USD 18369477.53000000 0.774168782465 Long DBT CORP US N 2 2024-11-01 Variable 4.22000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 Pfizer Investment Enterprises Pte. Ltd. 716973AB8 26550000.00000000 PA USD 25920148.51000000 1.092386529803 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BU7 4675000.00000000 PA USD 4537874.91000000 0.191245564187 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 7936060.86000000 0.334459734280 Long DBT CORP AU N 2 2030-09-10 Floating 5.92700140 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55607PAF2 2100000.00000000 PA USD 1827070.79000000 0.077000620549 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 6880507.56000000 0.289974178730 Long DBT CORP US N 2 2024-05-03 Floating 6.10010280 N N N N N N FHLMC STACR REMIC Trust 5493000IRJ8RDHSNEL96 FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A 35564KE39 4662022.65000000 PA USD 4713427.51000000 0.198644105728 Long ABS-MBS CORP US Y 2 2042-08-25 Floating 7.62062040 N N N N N N Volkswagen Financial Services Australia Pty. Ltd. 529900VBZRQG6COX9X61 Volkswagen Financial Services Australia Pty. Ltd. N/A 13370000.00000000 PA 7834810.90000000 0.330192625532 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 11440000.00000000 PA 7215112.40000000 0.304075865681 Long DBT CORP AU N 2 2024-02-26 Floating 6.48499880 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650DS6 6675000.00000000 PA USD 6548313.77000000 0.275974103794 Long DBT CORP US N 2 2026-02-20 Fixed 5.00000000 N N N N N N FHLMC STACR Debt Notes S6XOOCT0IEG5ABCC6L87 FHLMC STACR Debt Notes, Series 2021-DNA2, Class M2 35564KDB2 2621376.61000000 PA USD 2633435.86000000 0.110984312433 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 7.62062040 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89115A2S0 6650000.00000000 PA USD 6581180.35000000 0.277359242821 Long DBT CORP CA N 2 2026-07-17 Fixed 5.53200000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBN7 6600000.00000000 PA USD 6484224.38000000 0.273273101278 Long DBT CORP US N 2 2026-02-02 Fixed 5.00000000 N N N N N N FHLMC STACR REMIC Trust 5493000IS30HKV5IAS29 FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A 35564KH36 1747436.51000000 PA USD 1761957.06000000 0.074256447940 Long ABS-MBS CORP US Y 2 2042-09-25 Floating 7.47061920 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAB5 11975000.00000000 PA USD 11513421.95000000 0.485225115329 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N Harvest Operations Corp. B1EEF6ML54YDWRC6ZK53 Harvest Operations Corp. 41754WAT8 6150000.00000000 PA USD 5998095.00000000 0.252785518568 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 8760928.10000000 0.369223187179 Long DBT CORP AU N 2 2029-08-16 Variable 4.33400000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia N/A 6000000.00000000 PA USD 4946647.32000000 0.208472991502 Long DBT CORP AU N 2 2034-09-12 Variable 3.61000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55608JBL1 28900000.00000000 PA USD 28895863.25000000 1.217795946237 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 15050000.00000000 PA USD 14879204.62000000 0.627073671850 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N N/A N/A IRS N/A 32632700.00000000 PA 257257.34000000 0.010841930662 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-07-13 0.00000000 USD 0.00000000 USD 32632700.00000000 NZD 257257.34000000 N N N GPT Wholesale Shopping Centre Fund No. 1 5493005ER7T52LE57U69 GPT Wholesale Shopping Centre Fund No. 1 N/A 5780000.00000000 PA 3615333.66000000 0.152365708452 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 17684512.81000000 0.745301423420 Long DBT CORP US Y 2 2026-06-29 Fixed 1.60800000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAR1 13440000.00000000 PA USD 13412543.42000000 0.565262261393 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N Insurance Australia Group Ltd. 549300PFEWKNHRG25N08 Insurance Australia Group Ltd. N/A 6730000.00000000 PA 4282928.13000000 0.180501010460 Long DBT CORP AU N 2 2045-06-15 Floating 6.47730095 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DN7 20025000.00000000 PA USD 19919449.43000000 0.839491264104 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 7295785.79000000 0.307475789278 Long DBT CORP US Y 2 2025-10-10 Fixed 4.87500000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 DTE Energy Co. 233331BJ5 5085000.00000000 PA USD 4836761.59000000 0.203841934267 Long DBT CORP US N 2 2028-06-01 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 6699203.25000000 0.282333235393 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 14534155.92000000 0.612531835724 Long DBT CORP AU N 2 2024-10-30 Floating 5.56180065 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 580135CD1 17080000.00000000 PA 11920751.16000000 0.502391719989 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 6804466.72000000 0.286769490713 Long DBT CORP CA N 2 2024-02-16 Floating 5.99979240 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2023-3A, Class A2 301989AB5 3500000.00000000 PA USD 3499080.69000000 0.147466308342 Long ABS-O CORP US N 2 2025-09-15 Fixed 6.11000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEB7 17600000.00000000 PA USD 17335884.54000000 0.730608728820 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 22644492.29000000 0.954336289481 Long DBT CORP US N 2 2025-12-12 Fixed 5.80000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 Mondelez International Holdings Netherlands BV 60920LAQ7 5775000.00000000 PA USD 5512578.74000000 0.232323775372 Long DBT CORP NL Y 2 2024-09-24 Fixed 0.75000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust, Series 2023-3A, Class A2A 96041CAC6 11000000.00000000 PA USD 10956906.40000000 0.461771156714 Long ABS-O CORP US Y 2 2026-10-15 Fixed 5.96000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MQ1 100000.00000000 PA USD 95437.95000000 0.004022165651 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAH6 4880000.00000000 PA USD 4839760.69000000 0.203968329239 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N 2023-11-30 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer