0001752724-24-136893.txt : 20240618
0001752724-24-136893.hdr.sgml : 20240618
20240618115737
ACCESSION NUMBER: 0001752724-24-136893
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240618
DATE AS OF CHANGE: 20240618
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Janus Detroit Street Trust
CENTRAL INDEX KEY: 0001500604
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 241050703
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
2024-10-31
2024-04-30
N
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8722652.80000000
AUD
CAD
EUR
NZD
USD
N
N/A
N/A
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAB9
24975000.00000000
PA
USD
24935560.48000000
1.096103342930
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty. Ltd.
529900VBZRQG6COX9X61
Volkswagen Financial Services Australia Pty. Ltd.
N/A
3110000.00000000
PA
1995507.29000000
0.087717387109
Long
DBT
CORP
AU
N
2
2026-04-13
Fixed
4.95000000
N
N
N
N
N
N
NRTH Mortgage Trust
N/A
NRTH Mortgage Trust, Series 2024-PARK, Class A
67021HAA4
11400000.00000000
PA
USD
11411282.35000000
0.501610731428
Long
ABS-MBS
CORP
US
Y
2
2041-03-15
Floating
6.96663000
N
N
N
N
N
N
Columbia Pipelines Holding Co. LLC
N/A
Columbia Pipelines Holding Co. LLC
19828AAA5
5236000.00000000
PA
USD
5253837.48000000
0.230945233000
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
12567005.22000000
0.552413347328
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
1951000.00000000
PA
USD
1910195.97000000
0.083967320086
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
17200000.00000000
PA
11354222.41000000
0.499102522678
Long
DBT
CORP
AU
N
2
2037-06-01
Floating
6.63750150
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAH0
13915000.00000000
PA
USD
13714613.98000000
0.602859287744
Long
DBT
CORP
GB
Y
2
2027-03-26
Fixed
5.00000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BU5
3550000.00000000
PA
USD
3568294.32000000
0.156853074782
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1
20754EAA3
2969322.90000000
PA
USD
2982947.64000000
0.131122734642
Long
ABS-MBS
CORP
US
Y
2
2043-07-25
Floating
7.03001880
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABG5
13400000.00000000
PA
USD
13276489.52000000
0.583600459148
Long
DBT
CORP
DK
Y
2
2028-03-01
Variable
5.42700000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781CA0
5750000.00000000
PA
USD
5659912.91000000
0.248795268360
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 2024-R02, Class 1M1
20754GAA8
4278610.06000000
PA
USD
4273552.44000000
0.187854414559
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Floating
6.43002120
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1
207932AA2
5268062.88000000
PA
USD
5405796.54000000
0.237624963892
Long
ABS-MBS
CORP
US
Y
2
2042-12-25
Floating
7.73002080
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BH5
6600000.00000000
PA
USD
6593167.81000000
0.289818762358
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
12390147.32000000
0.544639127231
Long
DBT
CORP
AU
N
2
2026-05-25
Floating
6.88559826
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89117F3M9
18500000.00000000
PA
13029246.28000000
0.572732279862
Long
DBT
CORP
CA
N
2
2025-09-09
Fixed
2.66700000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AH8
11867000.00000000
PA
USD
11698594.33000000
0.514240229850
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
9374081.91000000
0.412060620281
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
98355.82000000
0.004323469816
Long
DBT
CORP
AU
N
2
2031-02-26
Floating
6.18560130
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DJ1
3200000.00000000
PA
USD
3212711.36000000
0.141222559019
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.29800000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAB1
3095000.00000000
PA
USD
2901533.38000000
0.127543972392
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DT3
5375000.00000000
PA
USD
5376258.61000000
0.236326552178
Long
DBT
CORP
US
N
2
2027-04-23
Variable
5.64500000
N
N
N
N
N
N
Bank Australia Ltd.
261700A2UMQ3YAG2T616
Bank Australia Ltd.
N/A
38220000.00000000
PA
24947025.03000000
1.096607295170
Long
DBT
CORP
AU
N
2
2028-02-21
Floating
6.03259866
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CBB9
14300000.00000000
PA
USD
14326407.52000000
0.629752164080
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.80000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEQ5
7000000.00000000
PA
USD
6951253.47000000
0.305559290401
Long
DBT
CORP
US
N
2
2027-05-08
Fixed
5.40000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
10000000.00000000
PA
6729928.34000000
0.295830404817
Long
DBT
CORP
AU
N
2
2032-11-09
Floating
7.04360046
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
3100000.00000000
PA
2000459.44000000
0.087935070933
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
16104673.81000000
0.707920193496
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
5831221.31000000
0.256325546657
Long
DBT
CORP
AU
N
2
2024-07-12
Floating
5.79029934
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37961CE16
103176000.00000000
PA
USD
103158882.07000000
4.534600117793
Long
STIV
CORP
US
N
2
2024-05-01
None
0.00000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BM4
16885000.00000000
PA
USD
16861177.29000000
0.741174147985
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.45000000
N
N
N
N
N
N
FHLMC
529900ZTXRUUVE8G8W08
FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1
35564K3G2
2561406.04000000
PA
USD
2579799.37000000
0.113401369735
Long
ABS-MBS
CORP
US
Y
2
2043-11-25
Floating
7.18002000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KV2
6520000.00000000
PA
USD
6459743.72000000
0.283953781253
Long
DBT
CORP
US
N
2
2027-02-23
Fixed
5.00400000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8A1
31050000.00000000
PA
USD
30585086.18000000
1.344442016155
Long
DBT
CORP
US
N
2
2028-01-14
Variable
4.95200000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes
N/A
-3740.00000000
NC
USD
5148254.65000000
0.226304082342
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 2 Year Notes
2024-06-28
-757934375.00000000
USD
5148254.65000000
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAG6
4940000.00000000
PA
USD
4934109.40000000
0.216890805885
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
9498433.62000000
0.417526802809
Long
DBT
CORP
AU
N
2
2024-12-06
Floating
5.57550126
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
N/A
19800000.00000000
PA
13060058.71000000
0.574086715330
Long
DBT
CORP
AU
N
2
2030-05-28
Floating
7.23979842
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACB1
10125000.00000000
PA
USD
10061816.05000000
0.442291650801
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
7107564.04000000
0.312430302522
Long
DBT
CORP
US
N
2
2026-02-24
Variable
2.59500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDZ6
1250000.00000000
PA
USD
1252911.70000000
0.055074787826
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
9510715.90000000
PA
USD
9522415.41000000
0.418580980846
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
6.88002120
N
N
N
N
N
N
Liberty Financial Pty. Ltd.
549300S75HDUIPWTQC07
Liberty Financial Pty. Ltd.
N/A
3280000.00000000
PA
2131145.92000000
0.093679713718
Long
DBT
CORP
AU
N
2
2025-03-17
Floating
6.80389974
N
N
N
N
N
N
Heritage and People's Choice Ltd.
549300L09D57A4VEVO78
Heritage and People's Choice Ltd.
N/A
1000000.00000000
PA
629857.08000000
0.027686903268
Long
DBT
CORP
AU
N
2
2031-09-16
Floating
6.75390048
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09261BAJ9
12525000.00000000
PA
USD
12674595.47000000
0.557142739025
Long
DBT
CORP
US
Y
2
2027-11-03
Fixed
5.90000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes
N/A
-436.00000000
NC
USD
850995.70000000
0.037407590350
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Notes
2024-06-28
-45667593.97000000
USD
850995.70000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series S
46625HJQ4
22745000.00000000
PA
USD
22745000.00000000
0.999811917399
Long
DBT
CORP
US
N
2
2024-08-01
Variable
9.34804080
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AZ3
23425000.00000000
PA
USD
21284589.58000000
0.935616017544
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEE2
15500000.00000000
PA
USD
15487781.51000000
0.680803188735
Long
DBT
CORP
US
N
2
2028-04-22
Variable
5.57100000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1
20753DAA6
4648554.64000000
PA
USD
4734529.19000000
0.208117771265
Long
ABS-MBS
CORP
US
Y
2
2042-09-25
Floating
7.83002160
N
N
N
N
N
N
Vicinity Centres Trust
N/A
Vicinity Centres Trust
N/A
610000.00000000
PA
397216.55000000
0.017460621696
Long
DBT
CORP
AU
N
2
2025-06-27
Floating
5.76359964
N
N
N
N
N
N
Bayview Opportunity Master Fund VII LLC
N/A
Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class A
07336QAA0
7500000.00000000
PA
USD
7521092.25000000
0.330607942994
Long
ABS-O
CORP
US
Y
2
2031-12-26
Floating
6.43002120
N
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AF8
23144000.00000000
PA
USD
23123630.50000000
1.016455543963
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
CDIO
N/A
65150000.00000000
PA
USD
57798.22000000
0.002540661646
N/A
DCR
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
Markit CDX North American High Yield Index Series 41-V2
2I65BR
1.00000000
100.00000000
USD
2024-06-20
XXXX
-525913.21000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZZ0
22100000.00000000
PA
USD
22006618.66000000
0.967354565748
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
5317043.36000000
0.233723601523
Long
DBT
CORP
AU
N
2
2025-11-24
Floating
5.93560134
N
N
N
N
N
N
Charter Hall LWR Pty. Ltd.
254900TA7FL0KBPZO814
Charter Hall LWR Pty. Ltd.
N/A
3270000.00000000
PA
1837525.82000000
0.080772926505
Long
DBT
CORP
AU
N
2
2028-03-03
Fixed
2.08600000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
82265000.00000000
PA
-6959.14000000
-0.00030590596
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2026-04-22
0.00000000
USD
0.00000000
USD
82265000.00000000
NZD
-6959.14000000
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
9500000.00000000
PA
6191527.20000000
0.272163670321
Long
DBT
CORP
AU
N
2
2034-04-03
Floating
6.22549896
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599BY9
7900000.00000000
PA
USD
7822078.51000000
0.343838527726
Long
DBT
CORP
US
Y
2
2027-01-12
Fixed
5.35000000
N
N
N
N
N
N
Liberty Financial Pty. Ltd.
549300S75HDUIPWTQC07
Liberty Financial Pty. Ltd.
N/A
5010000.00000000
PA
3335898.33000000
0.146637542561
Long
DBT
CORP
AU
N
2
2028-03-16
Floating
8.15390172
N
N
N
N
N
N
Daimler Truck Finance Canada, Inc.
54930098P2A2K13NYP58
Daimler Truck Finance Canada, Inc.
233852AE2
8960000.00000000
PA
6103182.73000000
0.268280273797
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
2.46000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAH6
33160000.00000000
PA
USD
32862342.58000000
1.444544372176
Long
DBT
CORP
FR
Y
2
2027-03-11
Fixed
5.13400000
N
N
N
N
N
N
Bayview Opportunity Master Fund VII Trust
N/A
Bayview Opportunity Master Fund VII Trust, Series 2024-SN1, Class A2
072926AB4
2151000.00000000
PA
USD
2146704.02000000
0.094363607928
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
5.67000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
31965000.00000000
PA
20456.60000000
0.000899219717
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-08-16
0.00000000
USD
0.00000000
USD
31965000.00000000
NZD
20456.60000000
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1
20754DAA5
2719320.17000000
PA
USD
2735173.59000000
0.120231222309
Long
ABS-MBS
CORP
US
Y
2
2042-04-25
Floating
7.23002040
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
259351.04000000
0.011400407148
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
648000000.00000000
AUD
422089315.20000000
USD
2024-07-26
259351.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-31706.40000000
-0.00139373209
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5500000.00000000
GBP
6858512.10000000
USD
2024-07-26
-31706.40000000
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
6700000.00000000
PA
4364828.10000000
0.191866658684
Long
DBT
CORP
AU
N
2
2029-08-27
Floating
6.31490178
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
5240000.00000000
PA
3406655.16000000
0.149747831498
Long
DBT
CORP
GB
N
2
2030-03-06
Floating
6.02329860
N
N
N
N
N
N
Westpac New Zealand Ltd.
549300MW73M5PK1PNG73
Westpac New Zealand Ltd.
96122FAB3
5725000.00000000
PA
USD
5664109.59000000
0.248979743659
Long
DBT
CORP
NZ
Y
2
2027-02-26
Fixed
5.13200000
N
N
N
N
N
N
Federated Government Obligations Tax-Managed Fund
N/A
Federated Government Obligations Tax-Managed Fund
N/A
2225303.89000000
NS
USD
2225303.89000000
0.097818656806
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
CDIO
N/A
-65150000.00000000
PA
USD
-35517.28000000
-0.00156124861
N/A
DCR
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Markit CDX North American High Yield Index Series 41-V2
2I65BR
1.00000000
96.00000000
USD
2024-06-20
XXXX
287297.71000000
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NR8
5000000.00000000
PA
USD
5003300.00000000
0.219932247365
Long
DBT
CORP
US
N
2
2025-05-24
Floating
6.74253000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DM9
4650000.00000000
PA
USD
4631868.81000000
0.203605084021
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 REMIC Trust, Series 2023-HQA1, Class M1A
35564KX79
2121928.62000000
PA
USD
2146246.49000000
0.094343496081
Long
ABS-MBS
CORP
US
Y
2
2043-05-25
Floating
7.33002120
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
10000000.00000000
PA
6518250.23000000
0.286525577513
Long
DBT
CORP
AU
N
2
2026-05-12
Floating
5.12719884
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd.
549300Y9URD6W70K0360
Bendigo & Adelaide Bank Ltd.
N/A
13600000.00000000
PA
8890157.27000000
0.390788533132
Long
DBT
CORP
AU
N
2
2026-05-15
Floating
5.59760034
N
N
N
N
N
N
LPL Holdings, Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAC8
18606000.00000000
PA
USD
17729604.00000000
0.779347960869
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
6231977.50000000
0.273941761858
Long
DBT
CORP
US
Y
2
2025-08-11
Fixed
5.30000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
10933000.00000000
PA
USD
9752504.51000000
0.428695108093
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CA8
13200000.00000000
PA
USD
13313289.40000000
0.585218087575
Long
DBT
CORP
US
Y
2
2026-11-16
Fixed
6.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
10000000.00000000
PA
6535253.21000000
0.287272984945
Long
DBT
CORP
AU
N
2
2032-08-12
Variable
5.90600000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
12940000.00000000
PA
USD
12046466.86000000
0.529531814868
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
9317728.01000000
0.409583447240
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16400000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35006.22000000
-0.00153878373
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
7630736.78000000
USD
10420000.00000000
CAD
2024-07-26
-35006.22000000
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CR8
12900000.00000000
PA
USD
12996115.06000000
0.571275916328
Long
DBT
CORP
US
N
2
2025-03-04
Floating
6.29495640
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U7V6
9000000.00000000
PA
USD
9045246.15000000
0.397605842892
Long
DBT
CORP
US
N
2
2025-07-16
Floating
6.11021520
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214FH1
8000000.00000000
PA
USD
7989415.84000000
0.351194247961
Long
DBT
CORP
AU
N
2
2024-10-18
Fixed
5.35000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BV3
14575000.00000000
PA
USD
14558263.09000000
0.639943940823
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
11275348.14000000
0.495635411879
Long
DBT
CORP
AU
N
2
2044-06-15
Floating
6.44479884
N
N
N
N
N
N
Logicor UK plc
635400V9BO1NJKELQ692
Logicor UK plc
N/A
656000.00000000
PA
748728.49000000
0.032912185851
Long
DBT
CORP
GB
N
2
2026-11-17
Fixed
1.87500000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
N/A
12190000.00000000
PA
7937982.25000000
0.348933359140
Long
DBT
CORP
AU
N
2
2034-03-01
Floating
6.28749936
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BQ4
4550000.00000000
PA
USD
4062784.32000000
0.178589588083
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
3051339.57000000
PA
USD
3047536.65000000
0.133961902017
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
6.33002040
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYE8
17625000.00000000
PA
USD
17633196.68000000
0.775110142119
Long
DBT
CORP
US
N
2
2024-09-10
Floating
5.86441080
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
16600000.00000000
PA
10725960.70000000
0.471485747787
Long
DBT
CORP
AU
N
2
2031-08-20
Floating
5.65289928
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3S8
9660000.00000000
PA
USD
9637381.21000000
0.423634582821
Long
DBT
CORP
US
Y
2
2026-02-23
Fixed
5.68400000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
14190000.00000000
PA
USD
14343656.98000000
0.630510406141
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
12052787.25000000
0.529809643017
Long
DBT
CORP
US
Y
2
2026-08-03
Fixed
5.20000000
N
N
N
N
N
N
Solventum Corp.
254900I70403OSGY4M28
Solventum Corp.
83444MAC5
5790000.00000000
PA
USD
5680468.37000000
0.249698833710
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.40000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AY5
3600000.00000000
PA
USD
3605283.11000000
0.158479007209
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
5.98500000
N
N
N
N
N
N
Suncorp Group Ltd.
549300BVOKRTHDIWVT46
Suncorp Group Ltd.
N/A
4500000.00000000
PA
3012484.00000000
0.132421077343
Long
DBT
CORP
AU
N
2
2038-12-01
Floating
6.98749998
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
38151LAF7
33575000.00000000
PA
USD
33353624.58000000
1.466139870018
Long
DBT
CORP
US
N
2
2027-03-18
Variable
5.28300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TH4
22600000.00000000
PA
16267854.57000000
0.715093201565
Long
DBT
CORP
US
N
2
2026-04-28
Variable
4.16800000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAB5
6925000.00000000
PA
USD
6972990.25000000
0.306514783550
Long
DBT
CORP
FI
Y
2
2025-06-06
Floating
6.32339640
N
N
N
N
N
N
N/A
N/A
CDIO
N/A
-162800000.00000000
PA
USD
-88752.32000000
-0.00390132456
N/A
DCR
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
Markit CDX North American High Yield Index Series 41-V2
2I65BR
1.00000000
96.00000000
USD
2024-06-20
XXXX
507584.08000000
N
N
N
N/A
N/A
IRS
N/A
30962500.00000000
PA
-55757.08000000
-0.00245093836
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-11-08
0.00000000
USD
0.00000000
USD
30962500.00000000
AUD
-55757.08000000
N
N
N
N/A
N/A
Canada 10 Year Bond
N/A
3540.00000000
NC
-1038630.08000000
-0.04565551689
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Canadian Derivatives Clearing Corporation (CDCC)
5493004XJK1P32XQLA57
Long
N/A
Canada 2 Year Bonds
2024-06-19
362973900.00000000
CAD
-1038630.08000000
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
14920000.00000000
PA
9692371.09000000
0.426051797038
Long
DBT
CORP
AU
N
2
2029-05-17
Floating
6.48999984
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAL6
23711000.00000000
PA
USD
23355408.27000000
1.026643900816
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-5, Class A2
80286PAB7
7875241.49000000
PA
USD
7893937.94000000
0.346997284133
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
6.31000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
N/A
1590000.00000000
PA
976372.60000000
0.042918837603
Long
DBT
CORP
US
N
2
2025-09-02
Fixed
1.55000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
32632700.00000000
PA
246254.27000000
0.010824706698
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-07-19
0.00000000
USD
0.00000000
USD
32632700.00000000
NZD
246254.27000000
N
N
N
Network Finance Co. Pty. Ltd.
213800XV6ZAOWZ2IIS63
Network Finance Co. Pty. Ltd.
N/A
1300000.00000000
PA
835999.06000000
0.036748376483
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
1261602.84000000
0.055456828070
Long
DBT
CORP
AU
N
2
2028-09-21
Fixed
2.40000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACG0
7645000.00000000
PA
USD
7611950.13000000
0.334601822581
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
34923020.65000000
1.535126499778
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
N/A
4690000.00000000
PA
5795429.50000000
0.254752230404
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEX9
16250000.00000000
PA
USD
16339699.68000000
0.718251328502
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
29790000.00000000
PA
19499702.62000000
0.857156960440
Long
DBT
CORP
AU
N
2
2026-07-13
Fixed
5.80000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
63455000.00000000
PA
517407.77000000
0.022743919745
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-07-27
0.00000000
USD
0.00000000
USD
63455000.00000000
NZD
517407.77000000
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
N/A
1000000.00000000
PA
609490.55000000
0.026791642797
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
7059282.00000000
0.310307947763
Long
DBT
CORP
US
Y
2
2025-04-01
Floating
6.17298120
N
N
N
N
N
N
N/A
N/A
Australia 3 Year Bond
N/A
-925.00000000
NC
782454.04000000
0.034394674610
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
N/A
Australia 3 Year Bonds
2024-06-17
-97601023.50000000
AUD
782454.04000000
N
N
N
FHLMC STACR REMIC Trust
5493000IRILHAKSCHN59
FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A
35564KP37
3784969.97000000
PA
USD
3850403.17000000
0.169253856942
Long
ABS-MBS
CORP
US
Y
2
2043-03-25
Floating
7.43001840
N
N
N
N
N
N
N/A
N/A
CDIO
N/A
162800000.00000000
PA
USD
144429.01000000
0.006348729189
N/A
DCR
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
Markit CDX North American High Yield Index Series 41-V2
2I65BR
1.00000000
100.00000000
USD
2024-06-20
XXXX
-1064360.99000000
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEF9
3230000.00000000
PA
USD
3209764.37000000
0.141093016890
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
1087779.50000000
0.047815999454
Long
DBT
CORP
AU
N
2
2028-12-15
Fixed
2.47370000
N
N
N
N
N
N
Janus Henderson AAA CLO ETF
549300N7UZ9PO4OVKA94
Janus Henderson AAA CLO ETF
47103U845
550000.00000000
NS
USD
27934500.00000000
1.227929039639
Long
RF
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
6235000.00000000
PA
USD
5714276.24000000
0.251184941044
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
32950000.00000000
PA
253181.34000000
0.011129202945
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-11-09
0.00000000
USD
0.00000000
USD
32950000.00000000
NZD
253181.34000000
N
N
N
TORRENS Trust
N/A
TORRENS Trust, Series 2014-2, Class AB
N/A
614040.52000000
PA
399009.33000000
0.017539427711
Long
ABS-MBS
CORP
AU
N
2
2046-01-12
Floating
5.89819980
N
N
N
N
N
N
Lonsdale Finance Pty. Ltd.
549300VX4WC30OTQ1E62
Lonsdale Finance Pty. Ltd.
N/A
29300000.00000000
PA
17711950.44000000
0.778571955608
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
628492.36000000
0.027626913674
Long
DBT
CORP
US
N
2
2027-11-30
Fixed
3.14700000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
5156000.00000000
PA
USD
5009139.43000000
0.220188933745
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
5239702.27000000
0.230323885388
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAP5
12000000.00000000
PA
USD
11274790.92000000
0.495610917916
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
Resimac Bastille Trust
N/A
Resimac Bastille Trust, Series 2024-1NC, Class A2
N/A
17235000.00000000
PA
11192428.36000000
0.491990470827
Long
ABS-MBS
CORP
AU
N
2
2055-09-13
Floating
5.65139868
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
3225000.00000000
PA
USD
3165062.96000000
0.139128057451
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
6996352.23000000
0.307541716327
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.45000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29251ZBK2
14500000.00000000
PA
10031211.56000000
0.440946355842
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
3.20000000
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd.
549300Y9URD6W70K0360
Bendigo & Adelaide Bank Ltd.
N/A
800000.00000000
PA
514809.87000000
0.022629722718
Long
DBT
CORP
AU
N
2
2031-10-14
Floating
5.83540152
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1
20753ACJ1
2890819.84000000
PA
USD
2938412.04000000
0.129165063786
Long
ABS-MBS
CORP
US
Y
2
2043-04-25
Floating
7.83002160
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBW4
5000000.00000000
PA
USD
5032275.65000000
0.221205942691
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
5.90000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
79400000.00000000
PA
USD
-1005057.92000000
-0.04417977076
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 41-V1
2I65BY
Y
Receipt of notional amount upon default event with regard to the reference instrument
2028-12-20
0.00000000
USD
814472.32000000
USD
79400000.00000000
USD
-1005057.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13213.80000000
0.000580844788
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
10800000.00000000
NZD
6404076.00000000
USD
2024-07-26
13213.80000000
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
N/A
1000000.00000000
PA
627299.64000000
0.027574484759
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
5643438.51000000
0.248071095951
Long
DBT
CORP
AU
N
2
2036-12-15
Floating
6.79480098
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20271RAR1
14875000.00000000
PA
USD
14882982.37000000
0.654217768299
Long
DBT
CORP
AU
N
2
2026-03-13
Fixed
5.31600000
N
N
N
N
N
N
ANZ New Zealand International Ltd.
213800VD256NU2D97H12
ANZ New Zealand International Ltd.
00182EBN8
13900000.00000000
PA
USD
12694152.07000000
0.558002397048
Long
DBT
CORP
NZ
Y
2
2026-06-22
Fixed
1.25000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBG9
19617000.00000000
PA
USD
19998343.30000000
0.879075926998
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BJ6
11838000.00000000
PA
USD
11722614.42000000
0.515296091457
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.15000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DP1
1950000.00000000
PA
USD
1928049.84000000
0.084752130462
Long
DBT
CORP
US
N
2
2028-02-16
Variable
5.09800000
N
N
N
N
N
N
Kiwibank Ltd.
549300Z5CJRTI3CSS791
Kiwibank Ltd.
N/A
17230000.00000000
PA
11189027.40000000
0.491840973340
Long
DBT
NUSS
NZ
N
2
2025-09-23
Floating
5.05369872
N
N
N
N
N
N
Trinity Acquisition plc
549300FJZWZN6MJNGB63
Trinity Acquisition plc
89641UAC5
11260000.00000000
PA
USD
10978598.07000000
0.482591039205
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CZ3
10400000.00000000
PA
USD
10358511.70000000
0.455333631311
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
5.00000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000ISOMSKCX2AW62
FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M1
35564KMA4
2307250.87000000
PA
USD
2302336.82000000
0.101204827017
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
6.18001920
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
24023KAJ7
15800000.00000000
PA
USD
15807403.09000000
0.694852934382
Long
DBT
CORP
SG
Y
2
2025-09-12
Fixed
5.47900000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05330LE17
55000000.00000000
PA
USD
54990953.60000000
2.417261409472
Long
STIV
CORP
US
N
2
2024-05-01
Fixed
0.00000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
20000000.00000000
PA
13022799.31000000
0.572448887581
Long
DBT
CORP
AU
N
2
2026-08-10
Floating
5.09720148
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZT0
8325000.00000000
PA
USD
8221355.58000000
0.361389724601
Long
DBT
CORP
CA
N
2
2027-01-19
Fixed
4.87500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAX3
9600000.00000000
PA
USD
9754848.77000000
0.428798155756
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
2774553.10000000
0.121962244662
Long
DBT
CORP
AU
N
2
2024-07-08
Fixed
1.75000000
N
N
N
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
78392BAG2
10045000.00000000
PA
USD
9919676.57000000
0.436043563483
Long
DBT
CORP
KR
Y
2
2027-01-16
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3L5
7870000.00000000
PA
USD
7875471.85000000
0.346185562135
Long
DBT
CORP
US
N
2
2028-04-22
Variable
5.70700000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBD6
8375000.00000000
PA
USD
8440315.87000000
0.371014657878
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
23885691.22000000
1.049953780483
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
19960215.00000000
0.877399904632
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
342149.42000000
0.015040011767
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
12533800.89000000
0.550953770065
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2J0
2800000.00000000
PA
USD
2786811.72000000
0.122501102185
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
4031922.08000000
0.177232963095
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
19273983.23000000
0.847234914447
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
3541037.24000000
0.155654923390
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
13856433.96000000
0.609093330660
Long
DBT
CORP
US
Y
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAD1
6000000.00000000
PA
USD
5681788.86000000
0.249756879066
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
11800000.00000000
PA
7689568.36000000
0.338013721081
Long
DBT
CORP
AU
N
2
2031-01-29
Floating
5.96110056
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class C
30165JAE6
11357361.72000000
PA
USD
11215047.39000000
0.492984745426
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.46000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
24510000.00000000
PA
15953731.64000000
0.701285162482
Long
DBT
CORP
AU
N
2
2029-07-26
Floating
6.41219922
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DH5
9150000.00000000
PA
USD
9178968.63000000
0.403483940457
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.25900000
N
N
N
N
N
N
Lonsdale Finance Pty. Ltd.
549300VX4WC30OTQ1E62
Lonsdale Finance Pty. Ltd.
N/A
3800000.00000000
PA
2202431.73000000
0.096813255261
Long
DBT
CORP
AU
N
2
2027-10-15
Fixed
2.10000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAX3
13250000.00000000
PA
USD
12330290.74000000
0.542007985353
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15000000
N
N
N
N
N
N
Korea National Oil Corp.
988400ZTQ08W926ONT36
Korea National Oil Corp.
50066PAM2
7100000.00000000
PA
USD
6636295.38000000
0.291714539824
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
93332.05000000
0.004102637760
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
13111735.76000000
0.576358306029
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
FHLMC STACR Debt Notes
5493000KIGZAWUOW4E32
FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A
35564K2F5
7184564.71000000
PA
USD
7223537.24000000
0.317528187220
Long
ABS-MBS
CORP
US
Y
2
2043-06-25
Floating
7.33002120
N
N
N
N
N
N
FHLMC STACR REMIC Trust
529900N6M839KA246662
FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M1
35564NAX1
5847903.63000000
PA
USD
5859476.05000000
0.257567552627
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Floating
6.68001960
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
24275000.00000000
PA
15864642.41000000
0.697369028217
Long
DBT
CORP
AU
N
2
2030-11-18
Floating
6.03999918
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
N/A
6980000.00000000
PA
4528791.70000000
0.199074078394
Long
DBT
CORP
AU
N
2
2031-06-17
Floating
5.90389842
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
3300000.00000000
PA
2173760.46000000
0.095552939700
Long
DBT
CORP
AU
N
2
2027-11-11
Floating
5.57719950
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust, Series 2024-1, Class A
90945DAA8
4467000.00000000
PA
USD
4467087.02000000
0.196361698775
Long
ABS-O
CORP
US
Y
2
2026-08-10
Fixed
6.17000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-5A, Class A2
30168DAB2
8312009.33000000
PA
USD
8316320.52000000
0.365564140022
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
6.20000000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
13690000.00000000
PA
USD
12449400.29000000
0.547243735960
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1
20754BAA9
1467221.54000000
PA
USD
1466629.97000000
0.064469295336
Long
ABS-MBS
CORP
US
Y
2
2042-01-25
Floating
6.53001840
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
15500000.00000000
PA
10115052.55000000
0.444631790926
Long
DBT
CORP
AU
N
2
2026-03-31
Floating
5.17420056
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AV2
3240000.00000000
PA
USD
3195640.80000000
0.140472180943
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty. Ltd.
529900VBZRQG6COX9X61
Volkswagen Financial Services Australia Pty. Ltd.
N/A
1670000.00000000
PA
1073150.45000000
0.047172943902
Long
DBT
CORP
AU
N
2
2027-02-09
Fixed
5.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1400000.00000000
PA
USD
1350277.33000000
0.059354731427
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
600000.00000000
PA
386334.97000000
0.016982295322
Long
DBT
CORP
AU
N
2
2025-08-18
Fixed
4.20000000
N
N
N
N
N
N
Lseg US Fin Corp.
2138007FV67QQ13CGJ43
Lseg US Fin Corp.
50222CAA8
7725000.00000000
PA
USD
7607015.38000000
0.334384903616
Long
DBT
CORP
US
Y
2
2027-03-28
Fixed
4.87500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-3, Class A2
80285XAB1
2746977.40000000
PA
USD
2749547.11000000
0.120863045417
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
6.08000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89117F7G8
18375000.00000000
PA
13110803.58000000
0.576317329785
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.21000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp.
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp.
015857AF2
5110000.00000000
PA
USD
5056628.50000000
0.222276431574
Long
DBT
CORP
CA
N
2
2026-06-15
Variable
5.36500080
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Y8
3500000.00000000
PA
USD
3532753.88000000
0.155290808110
Long
DBT
CORP
US
N
2
2026-04-25
Floating
6.64392600
N
N
N
N
N
N
Newcastle Greater Mutual Group Ltd.
261700JSQJSBGJLHAK44
Newcastle Greater Mutual Group Ltd.
N/A
20400000.00000000
PA
13388585.70000000
0.588527919981
Long
DBT
CORP
AU
N
2
2029-02-14
Floating
6.19590054
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
N/A
17320000.00000000
PA
11166215.33000000
0.490838213197
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
6571675.92000000
0.288874033946
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
18570144.93000000
0.816295986320
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
26096401.22000000
1.147130927280
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
4589059.19000000
0.201723282823
Long
DBT
CORP
US
Y
2
2025-04-22
Fixed
3.50000000
N
N
N
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
83192PAC2
6270000.00000000
PA
USD
6200196.28000000
0.272544740864
Long
DBT
CORP
GB
N
2
2027-03-20
Fixed
5.15000000
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
46652LE11
43724000.00000000
PA
USD
43716625.95000000
1.921670855718
Long
STIV
CORP
US
N
2
2024-05-01
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
12500000.00000000
PA
8154710.03000000
0.358460156998
Long
DBT
CORP
AU
N
2
2030-09-10
Floating
6.14560116
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
2100000.00000000
PA
USD
1901907.42000000
0.083602976667
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
6875101.75000000
0.302211855923
Long
DBT
CORP
US
N
2
2024-05-03
Floating
6.10716960
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000IRJ8RDHSNEL96
FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A
35564KE39
4280288.26000000
PA
USD
4367017.99000000
0.191962920637
Long
ABS-MBS
CORP
US
Y
2
2042-08-25
Floating
7.63002000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty. Ltd.
529900VBZRQG6COX9X61
Volkswagen Financial Services Australia Pty. Ltd.
N/A
13370000.00000000
PA
8228271.77000000
0.361693742591
Long
DBT
CORP
AU
N
2
2025-08-25
Fixed
1.40000000
N
N
N
N
N
N
FHLMC STACR Debt Notes
5493007ZK0X40BI7UF30
FHLMC STACR REMIC Trust, Series 2021-DNA2, Class M2
35564KDB2
2413019.51000000
PA
USD
2457102.41000000
0.108007925776
Long
ABS-MBS
CORP
US
Y
2
2033-08-25
Floating
7.63002000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KH3
5866000.00000000
PA
USD
5510616.60000000
0.242232585135
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.25000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CCB9
12800000.00000000
PA
USD
12604064.38000000
0.554042373040
Long
DBT
CORP
US
N
2
2027-01-05
Fixed
4.85000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2S0
6650000.00000000
PA
USD
6654794.65000000
0.292527720330
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
Aon North America, Inc.
N/A
Aon North America, Inc.
03740MAA8
12795000.00000000
PA
USD
12707526.73000000
0.558590312830
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.12500000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAB5
11975000.00000000
PA
USD
11723335.68000000
0.515327796198
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.50000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
14022000.00000000
PA
9068309.70000000
0.398619657451
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
5292750.36000000
0.232655743493
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
28957336.73000000
1.272890321337
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
14987732.43000000
0.658822312521
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
N/A
N/A
Euro-Schatz
N/A
4150.00000000
NC
-2442227.07000000
-0.10735404394
N/A
DIR
DE
N
1
Eurex Clearing AG
529900LN3S50JPU47S06
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-Schatz
2024-06-06
436206500.00000000
EUR
-2442227.07000000
N
N
N
Solventum Corp.
254900I70403OSGY4M28
Solventum Corp.
83444MAA9
22400000.00000000
PA
USD
22211239.90000000
0.976349191129
Long
DBT
CORP
US
Y
2
2027-02-25
Fixed
5.45000000
N
N
N
N
N
N
N/A
N/A
IRS
N/A
32632700.00000000
PA
310193.21000000
0.013635298661
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-07-13
0.00000000
USD
0.00000000
USD
32632700.00000000
NZD
310193.21000000
N
N
N
GPT Wholesale Shopping Centre Fund No. 1
5493005ER7T52LE57U69
GPT Wholesale Shopping Centre Fund No. 1
N/A
5780000.00000000
PA
3736878.86000000
0.164263619173
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
18504327.56000000
0.813402823387
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
13598081.28000000
0.597736808859
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
4402246.18000000
0.193511461599
Long
DBT
CORP
AU
N
2
2045-06-15
Floating
6.69479880
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DN7
20025000.00000000
PA
USD
19968217.71000000
0.877751683257
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.50700000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
218959.12000000
0.009624881846
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
109700000.00000000
CAD
80185527.53000000
USD
2024-07-26
218959.12000000
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BY9
7375000.00000000
PA
USD
7319722.02000000
0.321756223682
Long
DBT
CORP
US
Y
2
2025-10-10
Fixed
4.87500000
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
N/A
22900000.00000000
PA
14884932.18000000
0.654303476951
Long
DBT
CORP
AU
N
2
2024-10-30
Floating
5.62860054
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135CD1
17080000.00000000
PA
12225468.28000000
0.537400258612
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.12500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2023-3A, Class A2
301989AB5
888701.71000000
PA
USD
888718.86000000
0.039065803800
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
6.11000000
N
N
N
N
N
N
Credit Union Australia Ltd.
549300F9KV0I87Q6XY59
Credit Union Australia Ltd.
N/A
2350000.00000000
PA
1535558.08000000
0.067499198427
Long
DBT
CORP
AU
N
2
2025-12-01
Floating
5.91749898
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AN9
22875000.00000000
PA
USD
22836145.44000000
1.003818437387
Long
DBT
CORP
US
N
2
2025-12-12
Fixed
5.80000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
529900PGKDI4ZEXFQ523
FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1
35564NBX0
2895621.33000000
PA
USD
2896237.34000000
0.127311172044
Long
ABS-MBS
CORP
US
Y
2
2044-03-25
Floating
6.58001880
N
N
N
N
N
N
Korea Electric Power Corp.
988400QG33WS7JEIV602
Korea Electric Power Corp.
500631BB1
23450000.00000000
PA
USD
23089350.73000000
1.014948693113
Long
DBT
NUSS
KR
Y
2
2027-01-31
Fixed
4.87500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-3A, Class A2A
96041CAC6
9465030.17000000
PA
USD
9464981.43000000
0.416056330256
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
97441.91000000
0.004283296674
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1
20753UAA8
14254536.47000000
PA
USD
14244140.07000000
0.626135897784
Long
ABS-MBS
CORP
US
Y
2
2044-01-25
Floating
6.38002080
N
N
N
N
N
N
2024-05-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer