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