NPORT-P
false
0000914775
XXXXXXXX
S000031204
C000096886
C000096887
C000096888
C000130432
BNY Mellon Advantage Funds, Inc.
811-07123
0000914775
549300SWCD16M4CV8Q16
240 Greenwich Street
New York
10286
212 495 1784
BNY Mellon Global Dynamic Bond Income Fund
S000031204
549300L2EIM746N6ER82
2021-10-31
2021-07-31
N
146954235.38
313739.31
146640496.07
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
40542.48
CAD
HUF
PHP
MYR
NOK
CNY
CHF
USD
NZD
IDR
ZAR
GBP
COP
INR
CZK
EUR
AUD
SEK
MXN
KRW
JPY
UST
SPDR BLOOMBERG BARCLAYS EMERGING MARKETS LOCAL BOND ETF
549300UZIXAGB0EPMT96
SPDR BLOOMBERG BARCLAYS EMERGING MARKETS LOCAL BOND ETF
78464A391
132255.00
NS
USD
3471693.75
2.3674863649825
Long
EC
RF
US
N
1
N
N
N
BOLIVIA GOVERNMENT
529900TGIRPY3SZXEB56
BOLIVIAN GOVERNMENT INTERNATIONAL BOND
AM8489388
700000.00
PA
USD
630007.00
0.4296268881273
Long
DBT
USGSE
BO
N
2
2028-03-20
Fixed
4.50
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBH2
101000.00
PA
USD
110397.66
0.0752845652863
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAF2
260000.00
PA
USD
294489.00
0.2008237887161
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
SABLE INTERNATIONAL FINANCE LTD
785712AG5
476000.00
PA
USD
499371.60
0.3405414011703
Long
DBT
CORP
KY
Y
2
2027-09-07
Fixed
5.75
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBQ2
400000.00
PA
USD
497261.43
0.3391023921268
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00
N
N
N
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND
AO9863728
693000.00
PA
USD
781288.20
0.5327915691358
Long
DBT
USGSE
AZ
N
2
2029-09-01
Fixed
5.125
N
N
N
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND
EK1203901
734000.00
PA
USD
796118.42
0.5429048873511
Long
DBT
USGSE
AZ
N
2
2024-03-18
Fixed
4.75
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND
EK2424217
520000.00
PA
USD
636355.20
0.4339559787742
Long
DBT
USGSE
DO
N
2
2044-04-30
Fixed
7.45
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INTERNATIONAL LLC / EMC CORP
25272KAW3
602000.00
PA
USD
616685.79
0.4205426239867
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
1248EPCD3
281000.00
PA
USD
298197.82
0.2033529809239
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HAU1
325000.00
PA
USD
373139.00
0.2544583590482
Long
DBT
CORP
IT
Y
2
2170-03-17
Variable
7.70
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO
25277LAA4
620000.00
PA
USD
360375.00
0.2457540786195
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.375
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS NETHERLANDS HOLDCO BV
ZR5454312
675000.00
PA
USD
700312.50
0.4775710112612
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.125
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV
71647NBD0
276000.00
PA
USD
323927.40
0.2208990072192
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA
EK1429340
560000.00
PA
USD
622650.00
0.4246098565452
Long
DBT
CORP
IT
N
2
2170-06-03
Variable
8.00
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL
23291KAG0
111000.00
PA
USD
116204.82
0.079244699189
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.20
N
N
N
N
N
N
MILLICOM INTERNATIONAL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA
AU8860432
198000.00
PA
USD
208205.91
0.1419839100248
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.625
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN INOVA VENTURES
ZP6635574
329000.00
PA
USD
363740.76
0.2480493245374
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
UV5159024
550000.00
PA
USD
641957.25
0.4377762399914
Long
DBT
CORP
FR
N
2
2170-02-19
Variable
7.375
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
AX2850722
850000.00
PA
USD
938187.50
0.6397874564964
Long
DBT
CORP
NL
N
2
2170-04-16
Variable
6.75
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
AQ9022791
630000.00
PA
USD
644099.40
0.4392370574718
Long
DBT
CORP
CH
N
2
2170-01-31
Variable
5.00
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBK1
1000000.00
PA
USD
1038005.97
0.707857650389
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.083
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BC5
107000.00
PA
USD
120776.25
0.0823621395431
Long
DBT
CORP
PA
Y
2
2023-04-01
Fixed
11.50
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND
BH6207386
1042000.00
PA
USD
1134487.92
0.7736525382854
Long
DBT
USGSE
QA
N
2
2025-04-16
Fixed
3.40
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
599191AA1
90000.00
PA
USD
98100.00
0.0668983006939
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
780097BQ3
613000.00
PA
USD
682728.75
0.4655799511712
Long
DBT
CORP
GB
N
2
2169-09-30
Variable
6.00
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG
AU3887497
570000.00
PA
USD
642828.23
0.4383701959744
Long
DBT
CORP
CH
N
2
2170-03-12
Variable
7.25
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC
98919VAA3
660000.00
PA
USD
657525.00
0.4483925093148
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC
023771S58
671000.00
PA
USD
839588.75
0.5725490382951
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
11.75
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DT4
684000.00
PA
USD
693566.30
0.4729705085482
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.125
N
N
N
N
N
N
GREENLAND GLB INVST
549300RR3CIGB2A33O28
GREENLAND GLOBAL INVESTMENT LTD
BK5388552
640000.00
PA
USD
543188.20
0.3704216874312
Long
DBT
CORP
VG
N
2
2023-04-22
Fixed
6.125
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
WYNN MACAU LTD
BK0125967
870000.00
PA
USD
901589.70
0.6148299577284
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC
91533BAC4
150000.00
PA
USD
154404.14
0.1052943382885
Long
DBT
CORP
US
Y
2
2027-06-22
Fixed
2.30
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331CAH1
660000.00
PA
USD
643500.00
0.4388283027171
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00
N
N
N
N
N
N
SOCIALIST REP OF VIETNAM
5493008AE7RS4XK4BZ08
VIETNAM GOVERNMENT INTERNATIONAL BOND
EK5906749
213000.00
PA
USD
237191.56
0.1617503802542
Long
DBT
USGSE
VN
N
2
2024-11-19
Fixed
4.80
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND
AX2152962
1300000.00
PA
USD
1378735.80
0.9402149044434
Long
DBT
USGSE
UZ
N
2
2024-02-20
Fixed
4.75
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
MONGOLIA GOVERNMENT INTERNATIONAL BOND
ZO5655519
930000.00
PA
USD
984421.64
0.6713163596569
Long
DBT
USGSE
MN
N
2
2026-04-07
Fixed
5.125
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD
335934AR6
530000.00
PA
USD
554804.00
0.3783429645076
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.875
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397A78
400000.00
PA
USD
415000.00
0.2830050437103
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND
ZO2104248
64221.30
PA
USD
35804.02
0.0244161885424
Long
DBT
USGSE
EC
Y
2
2030-07-31
Fixed
0.00
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
WINDSTREAM ESCROW LLC / WINDSTREAM ESCROW FINANCE CORP
97382WAA1
402000.00
PA
USD
410612.85
0.2800132712344
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.75
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
DELTA AIR LINES INC / SKYMILES IP LTD
830867AB3
90000.00
PA
USD
100670.80
0.0686514316972
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.75
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND
ZO2104214
490347.00
PA
USD
342021.94
0.2332383953725
Long
DBT
USGSE
EC
Y
2
2035-07-31
Variable
0.50
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LTD
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD
AO0807757
465000.00
PA
USD
465642.74
0.3175403469569
Long
DBT
CORP
KY
N
2
2022-07-03
Fixed
4.75
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAN1
388000.00
PA
USD
397215.00
0.2708767432226
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND
ZO2104560
224730.00
PA
USD
139334.85
0.0950179887099
Long
DBT
USGSE
EC
Y
2
2040-07-31
Variable
0.50
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC
88160RAE1
936000.00
PA
USD
962732.16
0.6565254386076
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.30
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS CO LTD
549300MGHLPT1EFHGF84
COUNTRY GARDEN HOLDINGS CO LTD
AU5885622
460000.00
PA
USD
466881.27
0.3183849499371
Long
DBT
CORP
KY
N
2
2022-01-27
Fixed
7.125
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
AGILE GROUP HOLDINGS LTD
AX4499155
465000.00
PA
USD
468485.71
0.319479081533
Long
DBT
CORP
KY
N
2
2022-03-07
Fixed
6.70
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
ECUADOR GOVERNMENT INTERNATIONAL BOND
ZO2094456
187110.00
PA
USD
164190.90
0.1119683200755
Long
DBT
USGSE
EC
Y
2
2030-07-31
Variable
5.00
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
RADIATE HOLDCO LLC / RADIATE FINANCE INC
75026JAC4
375000.00
PA
USD
388597.50
0.2650001264415
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
4.50
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP
852060AT9
338000.00
PA
USD
521407.18
0.3555683416067
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75
N
N
N
N
N
N
TELECOM ITALIA SPA/MILANO
549300W384M3RI3VXU42
TELECOM ITALIA SPA/MILANO
87927YAA0
400000.00
PA
USD
434262.20
0.2961407057656
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.303
N
N
N
N
N
N
FOUR FINANCE SA
2138003QX1RSCHWUB420
4FINANCE SA
AN2210101
200000.00
PA
USD
197400.34
0.1346151610846
Long
DBT
CORP
LU
N
2
2022-05-01
Fixed
10.75
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR HYDERABAD INTERNATIONAL AIRPORT LTD
AP5111855
776000.00
PA
USD
751836.13
0.5127070285148
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORP
058498AW6
360000.00
PA
USD
356781.60
0.2433035959109
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.875
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
1248EPBR3
718000.00
PA
USD
743108.46
0.5067552824188
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
5.50
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HB0
700000.00
PA
USD
819146.10
0.5586083803269
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50
N
N
N
N
N
N
BEST BUY CO INC
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
08652BAA7
398000.00
PA
USD
467109.29
0.3185404458649
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.45
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
EK0152380
1050000.00
PA
USD
1182772.91
0.8065799978168
Long
DBT
USGSE
ID
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND
ZO5317961
500000.00
PA
USD
520005.00
0.3546121391677
Long
DBT
USGSE
DO
N
2
2032-09-23
Fixed
4.875
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV
BN3974134
1000000.00
PA
USD
1037315.00
0.707386450401
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.875
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV
98954NAA7
710000.00
PA
USD
737047.45
0.5026220380815
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
5.50
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
03969YAB4
495000.00
PA
USD
496856.25
0.3388260837325
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.00
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325DP7
880000.00
PA
USD
958680.80
0.6537626547187
Long
DBT
USGSE
CO
N
2
2029-03-15
Fixed
4.50
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DAC
50201DAD5
200000.00
PA
USD
205167.00
0.1399115561516
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.125
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN
BM0568766
446000.00
PA
USD
417417.47
0.2846536128742
Long
DBT
CORP
KY
N
2
2030-10-28
Fixed
3.05
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND
AZ8054472
444000.00
PA
USD
465125.96
0.3171879340737
Long
DBT
USGSE
OM
N
2
2025-02-01
Fixed
4.875
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
EJ9873484
800000.00
PA
USD
892080.00
0.6083449142003
Long
DBT
CORP
FR
N
2
2170-06-18
Variable
7.875
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC
156700AS5
800000.00
PA
USD
821920.00
0.5605000133166
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.80
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR COMUNICACIONES SPA
918367AC7
703000.00
PA
USD
704683.69
0.4805518999769
Long
DBT
CORP
CL
Y
2
2029-04-15
Fixed
4.375
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
MAUSER PACKAGING SOLUTIONS HOLDING CO
12429TAD6
500000.00
PA
USD
503750.00
0.3435272066725
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
BAHRAIN GOVERNMENT INTERNATIONAL BOND
BN6639304
311000.00
PA
USD
310163.41
0.2115127937455
Long
DBT
USGSE
BH
N
2
2028-01-25
Fixed
4.25
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
471000.00
PA
USD
491074.02
0.3348829505906
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS INC
852061AM2
235000.00
PA
USD
242388.40
0.165294312619
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
PACIFIC LIFE GLOBAL FUNDING II
6944PM2F3
970000.00
PA
USD
983676.81
0.6708084303877
Long
DBT
CORP
US
N
2
2026-04-14
Fixed
1.375
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGE8
491000.00
PA
USD
499863.12
0.3408765882525
Long
DBT
CORP
US
N
2
2026-03-20
Floating
0.84
N
N
N
N
N
N
CHEPIG3I9DH9MP5K_1035000_S
N/A
CAD/USD FWD 20210813 00418
N/A
-2282061.50
NC
-1829133.70
-1.2473591872785
Short
DFE
CA
N
2
CITIGROUP GLOBAL MARKETS INC
N/A
2282061.50
CAD
1829133.70
USD
2021-08-13
28824.80
N
N
N
MK2JNJRCL73FFDFL_1035000_S
N/A
GBP/USD FWD 20210813 00642
N/A
-104918.96
NC
-145841.90
-0.0994554055043
Short
DFE
GB
N
2
UBS SECURITIES LLC
N/A
104918.96
GBP
145841.90
USD
2021-08-13
30.60
N
N
N
SINGAPORE AIRLINES LTD
549300ZG62N2599PWR15
SINGAPORE AIRLINES LTD
BN5063639
328000.00
PA
USD
337077.39
0.2298665096162
Long
DBT
CORP
SG
N
2
2026-07-20
Fixed
3.00
N
N
N
N
N
N
4MOMJM74Q9KTOVTL_1035000_S
N/A
AUD/USD FWD 20210813 00187
N/A
-2546237.42
NC
-1868699.55
-1.2743407176609
Short
DFE
AU
N
2
JP MORGAN SECURITIES LLC
N/A
2546237.42
AUD
1868699.55
USD
2021-08-13
98961.94
N
N
N
M3PMTKV7QDLAI10Q_1035000_L
N/A
SEK/USD FWD 20210813 00189
N/A
11828000.00
NC
1374150.92
0.9370882919981
Long
DFE
SE
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
1374150.92
USD
11828000.00
SEK
2021-08-13
-36673.59
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAG2
47000.00
PA
USD
48416.11
0.0330168754863
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAE5
240000.00
PA
USD
241887.60
0.1649527971349
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25
N
N
N
N
N
N
1AR4FKR0V0JPCTHL_1035000_S
N/A
JPY/USD FWD 20210813 00189
N/A
-420711449.00
NC
-3835315.34
-2.6154544227463
Short
DFE
JP
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
420711449.00
JPY
3835315.34
USD
2021-08-13
-11876.13
N
N
N
779RIU7EACONK7EO_1035000_S
N/A
GBP/USD FWD 20210813 00189
N/A
-17594787.79
NC
-24457517.45
-16.6785561324922
Short
DFE
GB
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
17594787.79
GBP
24457517.45
USD
2021-08-13
3651.98
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBV1
200000.00
PA
USD
203546.00
0.1388061316314
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
3.25
N
N
N
N
N
N
JNBVIUICTB89K79F_1035000_S
N/A
EUR/USD FWD 20210813 RBOSGGSP
N/A
-35998109.62
NC
-42714290.04
-29.1285771562106
Short
DFE
XX
N
2
ROYAL BANK OF SCOTLAND INTL LTD
N/A
35998109.62
EUR
42714290.04
USD
2021-08-13
555106.86
N
N
N
64ROQVEOSU8JT8HG_1035000_S
N/A
CZK/USD FWD 20210813 0642
N/A
-39131772.36
NC
-1819903.58
-1.2410648004977
Short
DFE
CZ
N
2
UBS SECURITIES LLC
N/A
39131772.36
CZK
1819903.58
USD
2021-08-13
-3568.71
N
N
N
IFFIM
549300ILK2NRULX3HX87
INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO
BP0704505
1306000.00
PA
USD
1320156.97
0.9002676650587
Long
DBT
CORP
GB
N
2
2026-04-21
Fixed
1.00
N
N
N
N
N
N
V8VIAC273U7FQ6TV_1035000_L
N/A
GBP/USD FWD 20210813 CIBCCATT
N/A
294000.00
NC
408672.74
0.2786902328841
Long
DFE
GB
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
N/A
408672.74
USD
294000.00
GBP
2021-08-13
-7489.23
N
N
N
JNBVIUICTB89K79F_1035000_L
N/A
EUR/USD FWD 20210813 RBOSGGSP
N/A
2160932.24
NC
2564098.15
1.7485607446226
Long
DFE
XX
N
2
ROYAL BANK OF SCOTLAND INTL LTD
N/A
2564098.15
USD
2160932.24
EUR
2021-08-13
-44474.39
N
N
N
S0SQSGHM7V11MQSK_1035000_S
N/A
EUR/USD FWD 20210813 816
N/A
-186000.00
NC
-220702.09
-0.150505553319
Short
DFE
XX
N
2
HSBC SECURITIES INC
N/A
186000.00
EUR
220702.09
USD
2021-08-13
6955.70
N
N
N
GF6V3P1FN60F77JH_1035000_S
N/A
EUR/USD FWD 20210813 2467
N/A
-240096.24
NC
-284891.08
-0.1942785844532
Short
DFE
XX
N
2
JP MORGAN CHASE BANK
N/A
240096.24
EUR
284891.08
USD
2021-08-13
-1221.67
N
N
N
5R05MGNIG8JEKT3O_1035000_S
N/A
EUR/USD FWD 20210813 00189
N/A
-6660515.75
NC
-7903170.60
-5.3894870869963
Short
DFE
XX
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
6660515.75
EUR
7903170.60
USD
2021-08-13
48384.46
N
N
N
S0SQSGHM7V11MQSK_1035000_L
N/A
EUR/USD FWD 20210813 816
N/A
53248.80
NC
63183.45
0.0430873133229
Long
DFE
XX
N
2
HSBC SECURITIES INC
N/A
63183.45
USD
53248.80
EUR
2021-08-13
-1506.01
N
N
N
6MDLR6AQF0GLD7KQ_1035000_S
N/A
AUD/USD FWD 20210813 9787
N/A
-565411.50
NC
-414959.03
-0.2829771046341
Short
DFE
AU
N
2
RBS SECURITIES
N/A
565411.50
AUD
414959.03
USD
2021-08-13
14268.02
N
N
N
BBG00YMXFNQ3
N/A
USU1C 165 PIT
N/A
162.00
NC
USD
258187.50
0.17606834873
Long
DIR
US
N
1
N/A
N/A
Call
Purchased
CASHUSD
CASHUSD
100000.00
165.00
USD
2021-08-27
XXXX
67022.32
N
N
N
RQA911A95MR3DE2D_1035000_S
N/A
GBP/USD FWD 20210813 RBOSGGSP
N/A
-103652.41
NC
-144081.34
-0.0982548094567
Short
DFE
GB
N
2
ROYAL BANK OF SCOTLAND INTL LTD
N/A
103652.41
GBP
144081.34
USD
2021-08-13
272.26
N
N
N
1PPQNTBKOQFNRMHP_1035000_L
N/A
EUR/USD FWD 20210813 CIBCCATT
N/A
1075966.69
NC
1276710.19
0.8706395737985
Long
DFE
XX
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
N/A
1276710.19
USD
1075966.69
EUR
2021-08-13
-32125.34
N
N
N
4291D96IALTOBISA_1035000_S
N/A
NOK/USD FWD 20210813 816
N/A
-36107343.80
NC
-4087156.89
-2.7871952151941
Short
DFE
NO
N
2
HSBC SECURITIES INC
N/A
36107343.80
NOK
4087156.89
USD
2021-08-13
251611.03
N
N
N
4K0RDT1RL627DBVT_1035000_S
N/A
MXN/USD FWD 20210813 00189
N/A
-47572602.94
NC
-2385398.22
-1.6266981385969
Short
DFE
MX
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
47572602.94
MXN
2385398.22
USD
2021-08-13
-12948.31
N
N
N
JK97AS0CDJHK8A6D_1035000_S
N/A
EUR/USD FWD 20210813 2288
N/A
-769163.83
NC
-912667.01
-0.6223840170073
Short
DFE
XX
N
2
ROYAL BANK OF SCOTLAND INTL LTD
N/A
769163.83
EUR
912667.01
USD
2021-08-13
668.12
N
N
N
LM3NONCD06OO4NUC_1035000_S
N/A
CAD/USD FWD 20210813 00189
N/A
-1821081.60
NC
-1459645.91
-0.9953907338824
Short
DFE
CA
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
1821081.60
CAD
1459645.91
USD
2021-08-13
36987.92
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZD5
430000.00
PA
USD
432569.92
0.294986672572
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50
N
N
N
N
N
N
8THB1UPAJSBBPU7O_1035000_S
N/A
EUR/USD FWD 20210813 438
N/A
-863639.61
NC
-1024769.17
-0.6988309487924
Short
DFE
XX
N
2
CIBC WORLD MARKETS CORP
N/A
863639.61
EUR
1024769.17
USD
2021-08-13
7633.57
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
BP4387232
238000.00
PA
USD
237874.62
0.162216186098
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80
N
N
N
N
N
N
0RBPO0GNHP50MIH9_1035000_S
N/A
CAD/USD FWD 20210813 816
N/A
-1547843.82
NC
-1240638.47
-0.8460408299544
Short
DFE
CA
N
2
HSBC SECURITIES INC
N/A
1547843.82
CAD
1240638.47
USD
2021-08-13
-571.86
N
N
N
I0T6FGKVIJDA62MD_1035000_L
N/A
EUR/USD FWD 20210813 189
N/A
397348.44
NC
471481.88
0.3215222892964
Long
DFE
XX
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
471481.88
USD
397348.44
EUR
2021-08-13
427.17
N
N
N
4291D96IALTOBISA_1035000_L
N/A
NOK/USD FWD 20210813 816
N/A
19114417.48
NC
2163649.13
1.4754785942398
Long
DFE
NO
N
2
HSBC SECURITIES INC
N/A
2163649.13
USD
19114417.48
NOK
2021-08-13
-31432.63
N
N
N
H0DPAERMF30LC7NQ_1035000_L
N/A
NOK/USD FWD 20210813 438
N/A
15670640.50
NC
1773832.12
1.2096468353143
Long
DFE
NO
N
2
CIBC WORLD MARKETS CORP
N/A
1773832.12
USD
15670640.50
NOK
2021-08-13
-22185.08
N
N
N
779RIU7EACONK7EO_1035000_L
N/A
GBP/USD FWD 20210813 00189
N/A
1606832.33
NC
2233566.57
1.52315808379
Long
DFE
GB
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
2233566.57
USD
1606832.33
GBP
2021-08-13
-13829.06
N
N
N
O5BFBBOD8N054OCV_1035000_L
N/A
EUR/USD FWD 20210813 00418
N/A
1506296.82
NC
1787327.17
1.2188496478808
Long
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS INC
N/A
1787327.17
USD
1506296.82
EUR
2021-08-13
-53212.68
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
465410CD8
1330000.00
PA
USD
1330836.28
0.9075503122716
Long
DBT
USGSE
IT
N
2
2024-05-06
Fixed
0.875
N
N
N
N
N
N
TNRG388923TTAHIQ_1035000_L
N/A
NZD/USD FWD 20210813 00189
N/A
3256876.66
NC
2269008.97
1.5473276692387
Long
DFE
NZ
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
2269008.97
USD
3256876.66
NZD
2021-08-13
-36634.00
N
N
N
GGNFR42NAMFRF6OC_1035000_S
N/A
NZD/USD FWD 20210813 00642
N/A
-3121576.35
NC
-2174747.61
-1.4830470901856
Short
DFE
NZ
N
2
UBS SECURITIES LLC
N/A
3121576.35
NZD
2174747.61
USD
2021-08-13
-1446.85
N
N
N
RVKJST211P7DJ6PF_1035000_L
N/A
INR/USD FWD 20210813 00187
N/A
8367000.00
NC
112285.18
0.076571740419
Long
DFE
IN
N
2
JP MORGAN SECURITIES LLC
N/A
112285.18
USD
8367000.00
INR
2021-08-13
888.56
N
N
N
BBG00YMXFXB7
N/A
TYU1C 135 PIT
N/A
98.00
NC
USD
39812.50
0.0271497308499
Long
DIR
US
N
1
N/A
N/A
Call
Purchased
CASHUSD
CASHUSD
100000.00
135.00
USD
2021-08-27
XXXX
12902.47
N
N
N
M3PMTKV7QDLAI10Q_1035000_S
N/A
SEK/USD FWD 20210813 00189
N/A
-11823335.02
NC
-1373608.95
-0.9367187010498
Short
DFE
SE
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
11823335.02
SEK
1373608.95
USD
2021-08-13
22958.24
N
N
N
OARG7L30IV33VUGQ_1035000_L
N/A
GBP/USD FWD 20210813 816
N/A
367000.00
NC
510145.90
0.3478888258509
Long
DFE
GB
N
2
HSBC SECURITIES INC
N/A
510145.90
USD
367000.00
GBP
2021-08-13
-8961.51
N
N
N
TNRG388923TTAHIQ_1035000_S
N/A
NZD/USD FWD 20210813 00189
N/A
-2112927.51
NC
-1472039.62
-1.0038424987987
Short
DFE
NZ
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
2112927.51
NZD
1472039.62
USD
2021-08-13
42874.05
N
N
N
5J4LQ24RQSEOH4A0_1035000_S
N/A
PHP/USD FWD 20210813 00189
N/A
-112062087.32
NC
-2240910.28
-1.5281660523913
Short
DFE
PH
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
112062087.32
PHP
2240910.28
USD
2021-08-13
-21463.50
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
BP0705346
490000.00
PA
USD
491136.34
0.334925449083
Long
DBT
USGSE
NO
N
2
2024-10-21
Fixed
0.50
N
N
N
N
N
N
1AR4FKR0V0JPCTHL_1035000_L
N/A
JPY/USD FWD 20210813 00189
N/A
242234439.00
NC
2208272.35
1.505908946834
Long
DFE
JP
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
2208272.35
USD
242234439.00
JPY
2021-08-13
10043.94
N
N
N
SSS0VNIFNV6SU4FI_1035000_L
N/A
KRW/USD FWD 20210813 00189
N/A
1577205000.00
NC
1370832.46
0.9348253018358
Long
DFE
KR
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
1370832.46
USD
1577205000.00
KRW
2021-08-13
-37688.12
N
N
N
TA7VP3T54LOO8OAT_1035000_S
N/A
CAD/USD FWD 20210813 187
N/A
-1906981.03
NC
-1528496.61
-1.0423427709016
Short
DFE
CA
N
2
JP MORGAN SECURITIES LLC
N/A
1906981.03
CAD
1528496.61
USD
2021-08-13
-12617.66
N
N
N
0I2T0JT6SA09L7R8_1035000_L
N/A
EUR/USD FWD 20210813 00642
N/A
555925.16
NC
659644.32
0.4498377581081
Long
DFE
XX
N
2
UBS SECURITIES LLC
N/A
659644.32
USD
555925.16
EUR
2021-08-13
3805.51
N
N
N
QEVO422M3CGGL7IU_1035000_S
N/A
ZAR/USD FWD 20210813 00189
N/A
-21900558.00
NC
-1492232.79
-1.0176130264096
Short
DFE
ZA
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
21900558.00
ZAR
1492232.79
USD
2021-08-13
-19213.38
N
N
N
FMBNDC3JITSRV012_1035000_L
N/A
CZK/USD FWD 20210813 00000908
N/A
31103645.13
NC
1446539.01
0.9864526162742
Long
DFE
CZ
N
2
CITIBANK N A
N/A
1446539.01
USD
31103645.13
CZK
2021-08-13
-430.21
N
N
N
OEOQTNSD22R1FTOJ_1035000_S
N/A
CNY/USD FWD 20210813 187
N/A
-17018483.96
NC
-2633674.80
-1.7960078358864
Short
DFE
CN
N
2
JP MORGAN SECURITIES LLC
N/A
17018483.96
CNY
2633674.80
USD
2021-08-13
-20070.57
N
N
N
OT9J06S0BP92PQ5T_1035000_S
N/A
CZK/USD FWD 20210813 00642
N/A
-31185565.35
NC
-1450348.88
-0.9890507185052
Short
DFE
CZ
N
2
UBS SECURITIES LLC
N/A
31185565.35
CZK
1450348.88
USD
2021-08-13
-18629.29
N
N
N
LAKBIAR12N4BAGR8_1035000_L
N/A
HUF/USD FWD 20210813 00189
N/A
448553183.00
NC
1482896.07
1.0112459448392
Long
DFE
HU
N
2
STATE STREET GLOBAL MARKETS LLC
N/A
1482896.07
USD
448553183.00
HUF
2021-08-13
15093.31
N
N
N
GQVGDBB7EO4RIGF8_1035000_S
N/A
EUR/USD FWD 20210813 908
N/A
-2039817.41
NC
-2420386.89
-1.6505583074709
Short
DFE
XX
N
2
CITIBANK N A
N/A
2039817.41
EUR
2420386.89
USD
2021-08-13
-14481.82
N
N
N
OARG7L30IV33VUGQ_1035000_S
N/A
GBP/USD FWD 20210813 816
N/A
-92163.75
NC
-128111.61
-0.0873644139466
Short
DFE
GB
N
2
HSBC SECURITIES INC
N/A
92163.75
GBP
128111.61
USD
2021-08-13
587.09
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
EI6831487
1290000.00
PA
1035725.53
0.7063025274447
Long
DBT
USGSE
AU
N
2
2023-04-21
Fixed
5.50
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
QZ5429456
1270000.00
PA
1117634.11
0.7621592533801
Long
DBT
USGSE
AU
N
2
2047-03-21
Fixed
3.00
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
AO1968996
4490000000.00
PA
1139533.74
0.7770934840918
Long
DBT
USGSE
CO
N
2
2032-06-30
Fixed
7.00
N
N
N
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
DIGITAL EURO FINCO LLC
ZR9242184
567000.00
PA
706405.72
0.4817262208815
Long
DBT
CORP
US
N
2
2028-04-09
Fixed
1.125
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL
ZR9898399
536000.00
PA
666804.46
0.4547205430085
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75
N
N
N
N
N
N
H&M FINANCE BV
25490079TX62U2IW2D78
H&M FINANCE BV
BO0866331
192000.00
PA
227831.74
0.155367545873
Long
DBT
CORP
NL
N
2
2029-08-25
Fixed
0.25
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
AP3065806
400000.00
PA
504150.08
0.3438000371734
Long
DBT
CORP
ES
N
2
2169-12-29
Variable
5.25
N
N
N
N
N
N
ICELAND BONDCO PLC
2138002DRBYIA8QXHO36
ICELAND BONDCO PLC
AP0117170
350000.00
PA
476161.87
0.3247137610423
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
4.625
N
N
N
N
N
N
NOBIAN FINANCE B
254900ZGJ6MMZN9IQQ31
NOBIAN FINANCE BV
BQ1586552
867000.00
PA
1028475.66
0.7013585520803
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
3.625
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
CIRSA FINANCE INTERNATIONAL SARL
ZS5184610
492000.00
PA
582890.87
0.3974965208258
Long
DBT
CORP
LU
N
2
2025-05-22
Fixed
4.75
N
N
N
N
N
N
TESCO PROPERTY FIN 3 PLC
213800HCQGDQGFP75D78
TESCO PROPERTY FINANCE 3 PLC
EI3117419
141696.70
PA
267835.67
0.1826478204711
Long
DBT
CORP
GB
N
2
2040-04-13
Fixed
5.744
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
AZ8693832
23277000000.00
PA
1702017.46
1.1606735558147
Long
DBT
USGSE
ID
N
2
2025-06-15
Fixed
6.50
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
CANADA HOUSING TRUST NO 1
13509PDV2
5340000.00
PA
4446615.77
3.0323245550651
Long
DBT
USGSE
CA
Y
2
2023-09-15
Fixed
2.35
N
N
N
N
N
N
TRITAX EUROBOX PLC
213800HK59N7H979QU33
TRITAX EUROBOX PLC
BP7959839
446000.00
PA
533959.57
0.3641283167407
Long
DBT
CORP
GB
N
2
2026-06-02
Fixed
0.95
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
BO2884316
277000.00
PA
329997.62
0.2250385322226
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.00
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
AU6544814
120000.00
PA
148863.94
0.101516255052
Long
DBT
CORP
GB
N
2
2079-01-03
Variable
3.10
N
N
N
N
N
N
PEACH PROPERTY FINANCE
5299006REENAMLK8A121
PEACH PROPERTY FINANCE GMBH
ZO9233867
396000.00
PA
492265.66
0.3356955774106
Long
DBT
CORP
DE
N
2
2025-11-15
Fixed
4.375
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
TELEFONICA EUROPE BV
AX5204828
400000.00
PA
519531.47
0.3542892201837
Long
DBT
CORP
NL
N
2
2170-03-14
Variable
4.375
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
EJ5161736
200000.00
PA
313738.29
0.2139506469278
Long
DBT
CORP
FR
N
2
2170-07-29
Variable
6.00
N
N
N
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
INVESTEC PLC
AP3490574
400000.00
PA
580325.00
0.395746751786
Long
DBT
CORP
GB
N
2
2169-12-05
Variable
6.75
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
45950VEM4
98010000.00
PA
1368636.59
0.9333278505459
Long
DBT
CORP
XX
N
2
2024-11-25
Fixed
6.30
N
N
N
N
N
N
CEDACRI MERGECO SPA
213800Z5DANXME2K6X50
CEDACRI MERGECO SPA
BP4653245
204000.00
PA
243204.97
0.165851164254
Long
DBT
CORP
IT
N
2
2028-05-15
Variable
4.625
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
MEXICAN BONOS
EH6834517
21724100.00
PA
1202631.71
0.8201225051952
Long
DBT
USGSE
MX
N
2
2029-05-31
Fixed
8.50
N
N
N
N
N
N
COVENTRY BLDG SOCIETY
2138004G59FXEAZ6IO10
COVENTRY BUILDING SOCIETY
AX8737626
450000.00
PA
703609.94
0.4798196670475
Long
DBT
CORP
GB
N
2
2169-09-18
Variable
6.875
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
MEXICAN BONOS
EI8047355
22100000.00
PA
1178648.16
0.8037671663613
Long
DBT
USGSE
MX
N
2
2031-05-29
Fixed
7.75
N
N
N
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM INFLATION-LINKED GILT
AF2173009
1089409.9091
PA
1764363.08
1.203189519461
Long
DBT
USGSE
GB
N
2
2026-03-22
Fixed
0.125
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
EK1359034
550000.00
PA
721452.99
0.4919875541443
Long
DBT
CORP
GB
N
2
2170-06-27
Variable
4.947
N
N
N
N
N
N
IRON MOUNTAIN UK PLC
213800OT3BUEZ7P7XW26
IRON MOUNTAIN UK PLC
AP8028452
289000.00
PA
407826.03
0.2781128275816
Long
DBT
CORP
GB
N
2
2025-11-15
Fixed
3.875
N
N
N
N
N
N
HEIMSTADEN BOSTAD AB
549300TJR3PR8EXILG79
HEIMSTADEN BOSTAD AB
BN7192709
450000.00
PA
531024.93
0.3621270687372
Long
DBT
CORP
SE
N
2
2170-05-01
Variable
2.625
N
N
N
N
N
N
DEUCE FINCO
9845007DA2BC863E8437
DEUCE FINCO PLC
BP8782677
306000.00
PA
425226.01
0.2899785675827
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
ZQ5986752
760000.00
PA
1123085.25
0.7658766030523
Long
DBT
CORP
GB
N
2
2170-03-27
Variable
5.125
N
N
N
N
N
N
INFINEON TECHNOLOGIES AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECHNOLOGIES AG
ZR7968624
200000.00
PA
264499.11
0.1803724871973
Long
DBT
CORP
DE
N
2
2170-04-01
Variable
3.625
N
N
N
N
N
N
AFFLELOU SAS
969500I7CS80FNB7CZ43
AFFLELOU SAS
BP4324797
102000.00
PA
123154.28
0.0839838129988
Long
DBT
CORP
FR
N
2
2026-05-19
Fixed
4.25
N
N
N
N
N
N
KION GROUP AG
5299005KY91C4C6U9H17
KION GROUP AG
ZO5284047
300000.00
PA
372773.37
0.2542090213756
Long
DBT
CORP
DE
N
2
2025-09-24
Fixed
1.625
N
N
N
N
N
N
CA IMMOBILIEN ANLAGEN AG
5299003ICAPV07J0R180
CA IMMOBILIEN ANLAGEN AG
ZP7362947
400000.00
PA
483801.62
0.329923611121
Long
DBT
CORP
AT
N
2
2027-02-05
Fixed
0.875
N
N
N
N
N
N
UNITE USAF II PLC
213800FRHC61OX6TZL02
UNITE USAF II PLC
EJ7035425
500000.00
PA
725459.25
0.4947195825453
Long
DBT
CORP
GB
N
2
2023-06-30
Fixed
3.374
N
N
N
N
N
N
SILVERBACK FINANCE
54930082826Z9PFIP780
SILVERBACK FINANCE DAC
EK8768187
410074.50
PA
497638.02
0.3393592038603
Long
DBT
CORP
IE
N
2
2037-02-25
Fixed
3.1261
N
N
N
N
N
N
INFINEON TECHNOLOGIES AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECHNOLOGIES AG
ZR7966826
300000.00
PA
375676.24
0.2561886041497
Long
DBT
CORP
DE
N
2
2170-04-01
Variable
2.875
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA
BG0391683
600000.00
PA
685838.74
0.46770077733
Long
DBT
CORP
IT
N
2
2170-06-03
Variable
3.875
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO
AX5655565
555000.00
PA
681615.75
0.4648209521022
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.375
N
N
N
N
N
N
TRAVIS PERKINS PLC
2138001I27OUBAF22K83
TRAVIS PERKINS PLC
BM3460367
163000.00
PA
241458.26
0.1646600130735
Long
DBT
CORP
GB
N
2
2026-02-17
Fixed
3.75
N
N
N
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC
EC4688452
100000.00
PA
293084.97
0.1998663246884
Long
DBT
CORP
GB
N
2
2025-11-05
Fixed
5.36883
N
N
N
N
N
N
COVENTRY BLDG SOCIETY
2138004G59FXEAZ6IO10
COVENTRY BUILDING SOCIETY
ZO4763926
640000.00
PA
893692.38
0.6094444603988
Long
DBT
CORP
GB
N
2
2025-09-21
Fixed
1.00
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
SIGMA ALIMENTOS SA DE CV
AM2935816
536000.00
PA
671545.21
0.4579534494205
Long
DBT
CORP
MX
N
2
2024-02-07
Fixed
2.625
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
AN6439524
600000.00
PA
739138.14
0.5040477629366
Long
DBT
CORP
ES
N
2
2169-08-24
Variable
5.875
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
AU6544756
194000.00
PA
293518.17
0.2001617410376
Long
DBT
CORP
GB
N
2
2078-10-03
Variable
4.875
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
EC1040814
870000.00
PA
1570409.07
1.0709245481891
Long
DBT
CORP
XX
N
2
2028-12-07
Fixed
4.875
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
STONEGATE PUB CO FINANCING 2019 PLC
BK5852979
200000.00
PA
293074.55
0.199859218875
Long
DBT
CORP
GB
N
2
2025-07-31
Fixed
8.25
N
N
N
N
N
N
NATIONAL EXPRESS GROUP PLC
213800A8IQEMY8PA5X34
NATIONAL EXPRESS GROUP PLC
BM6584122
160000.00
PA
231572.89
0.1579187851965
Long
DBT
CORP
GB
N
2
2170-02-26
Variable
4.25
N
N
N
N
N
N
MITCHELLS & BUTLERS FINA
213800E7QA1U8BF34219
MITCHELLS & BUTLERS FINANCE PLC
ED2163118
427031.95
PA
656018.69
0.4473652964777
Long
DBT
CORP
GB
N
2
2028-12-15
Fixed
6.013
N
N
N
N
N
N
NATL HIGHWAYS AUTH OF IN
335800P7TS317PBS7B04
NATIONAL HIGHWAYS AUTHORITY OF INDIA
AN3004941
20000000.00
PA
273160.67
0.1862791502489
Long
DBT
USGSE
IN
N
2
2022-05-18
Fixed
7.30
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
BJ5954919
347000.00
PA
448160.80
0.3056187151645
Long
DBT
CORP
US
N
2
2028-05-19
Fixed
1.60
N
N
N
N
N
N
NATIONAL EXPRESS GROUP PLC
213800A8IQEMY8PA5X34
NATIONAL EXPRESS GROUP PLC
ZQ5985093
644000.00
PA
932277.73
0.6357573487442
Long
DBT
CORP
GB
N
2
2028-11-20
Fixed
2.375
N
N
N
N
N
N
PROLOGIS INTL FUND II
213800JNRWW2C9DWI388
PROLOGIS INTERNATIONAL FUNDING II SA
BJ8381300
126000.00
PA
165572.92
0.1129107746068
Long
DBT
CORP
LU
N
2
2032-06-17
Fixed
1.625
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
BM9458266
232000.00
PA
329074.72
0.2244091699218
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.748
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
ED1544706
930000.00
PA
1659024.20
1.1313547379218
Long
DBT
USGSE
IT
Y
2
2034-08-01
Fixed
5.00
N
N
N
N
N
N
CANADIAN GOVERNMENT RRB
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT REAL RETURN BOND
135087WV2
1326524.20
PA
1578345.83
1.076336941227
Long
DBT
USGSE
CA
N
2
2031-12-01
Fixed
4.00
N
N
N
N
N
N
NOBEL BIDCO BV
549300NZZFLYK83VVT71
NOBEL BIDCO BV
BP9638928
425000.00
PA
504148.18
0.3437987414877
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
3.125
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
VIRGIN MONEY UK PLC
AO0218757
580000.00
PA
847080.89
0.5776582272305
Long
DBT
CORP
GB
N
2
2025-06-22
Variable
3.125
N
N
N
N
N
N
SIG COMBIBLOC PURCHASER
549300Q95MWZB4BXB866
SIG COMBIBLOC PURCHASECO SARL
BK0101786
225000.00
PA
276286.14
0.1884105328367
Long
DBT
CORP
LU
N
2
2023-06-18
Fixed
1.875
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 PLC
BN6279333
236000.00
PA
283070.90
0.1930373311509
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
2.50
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
N/A
11000000.00
PA
1700965.26
1.1599560186894
Long
DBT
CORP
XX
N
2
2023-01-16
Fixed
2.715
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
JERROLD FINCO PLC
BN5134158
375000.00
PA
544528.50
0.3713356914314
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
5.25
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT
AQ3253392
17800000000.00
PA
1264307.69
0.8621818146308
Long
DBT
CORP
XX
N
2
2022-12-13
Fixed
6.45
N
N
N
N
N
N
ANACAP FIN EU SA
2221001M75L4SO9QJ626
ANACAP FINANCIAL EUROPE SA SICAV-RAIF
AO3128813
400000.00
PA
451486.75
0.3078868130563
Long
DBT
CORP
LU
N
2
2024-08-01
Variable
5.00
N
N
N
N
N
N
LINDE FINANCE BV
5H8RMHHYTWIP1RKLCE38
LINDE FINANCE BV
BJ4446123
600000.00
PA
729889.66
0.4977408557398
Long
DBT
CORP
NL
N
2
2027-05-19
Fixed
0.25
N
N
N
N
N
N
PCF GMBH
5299001ZMR76CCHGY076
PCF GMBH
BP0490477
350000.00
PA
427581.26
0.2915847064482
Long
DBT
CORP
DE
N
2
2026-04-15
Fixed
4.75
N
N
N
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
BN5869688
700000.00
PA
847015.71
0.5776137783901
Long
DBT
CORP
FR
N
2
2170-01-25
Variable
1.625
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
AX3797252
5500000.00
PA
854081.77
0.5824324063881
Long
DBT
CORP
XX
N
2
2024-03-05
Fixed
2.90
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER GROUP SA
BP1553455
300000.00
PA
342242.85
0.2333890427079
Long
DBT
CORP
LU
N
2
2027-04-27
Fixed
2.25
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
BANIJAY ENTERTAINMENT SASU
ZP6062878
694000.00
PA
834717.24
0.5692269614264
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
3.50
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
NEXI SPA
BP0500739
624000.00
PA
744161.67
0.5074735083034
Long
DBT
CORP
IT
N
2
2026-04-30
Fixed
1.625
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
BELLIS ACQUISITION CO PLC
BN9675073
119000.00
PA
165306.62
0.1127291740209
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
MATTERHORN TELECOM SA
ZR4591924
339000.00
PA
407567.62
0.2779366075012
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
3.125
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK ELEVATOR MIDCO GMBH
BK2987380
563000.00
PA
699882.58
0.4772778316747
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.375
N
N
N
N
N
N
JERROLD FINCO PLC
213800F7AYNHLL1BPR31
JERROLD FINCO PLC
ZP7634485
165000.00
PA
237468.99
0.1619395708308
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
4.875
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER GROUP SA
BK7065596
300000.00
PA
361786.80
0.24671684132
Long
DBT
CORP
LU
N
2
2025-08-05
Fixed
3.25
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
AS5951049
174657900.00
PA
1635054.59
1.1150089053295
Long
DBT
USGSE
JP
N
2
2028-03-10
Fixed
0.10
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
UV9166041
32770000.00
PA
1495137.56
1.0195939048694
Long
DBT
USGSE
CZ
N
2
2023-10-25
Fixed
0.45
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
VIRGIN MEDIA VENDOR FINANCING NOTES III DAC
BJ8379676
530000.00
PA
751286.66
0.5123323230176
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
4.875
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC
BJ9491819
622000.00
PA
766050.24
0.5224001967603
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.875
N
N
N
N
N
N
ORSTED AS
W9NG6WMZIYEU8VEDOG48
ORSTED AS
BO0177879
132000.00
PA
183155.24
0.1249008595228
Long
DBT
CORP
DK
N
2
3021-02-18
Variable
2.50
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
ZO4980280
363000.00
PA
437326.25
0.298230203607
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
4.125
N
N
N
N
N
N
PINEWOOD FINANCE CO LTD
N/A
PINEWOOD FINANCE CO LTD
ZR5763605
287000.00
PA
406120.71
0.2769499018921
Long
DBT
CORP
GB
N
2
2025-09-30
Fixed
3.25
N
N
N
N
N
N
SAMHALLSBYGGNADSBOLAGET I NORDEN AB
549300HX9MRFY47AH564
SAMHALLSBYGGNADSBOLAGET I NORDEN AB
BM9761636
355000.00
PA
426613.09
0.2909244727297
Long
DBT
CORP
SE
N
2
2170-03-14
Variable
2.625
N
N
N
N
N
N
SUMMIT PROPERTIES LTD
213800KLWIACHRBYR158
SUMMIT PROPERTIES LTD
AQ7873179
700000.00
PA
828365.49
0.564895449893
Long
DBT
CORP
GG
N
2
2025-01-31
Fixed
2.00
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
VERISURE HOLDING AB
BN5128630
324000.00
PA
386490.80
0.2635634837292
Long
DBT
CORP
SE
N
2
2027-02-15
Fixed
3.25
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
AQ1998113
600000.00
PA
711543.59
0.4852299392524
Long
DBT
CORP
US
N
2
2021-12-01
Variable
0.00
N
N
N
N
N
N
CBRE GI OPEN END FUND
529900J5H3JGJ83AUZ88
CBRE GLOBAL INVESTORS OPEN-ENDED FUND SCA SICAV-SIF PAN EUROPEAN CORE FUND
BN6470585
294000.00
PA
350476.65
0.2390039991631
Long
DBT
CORP
LU
N
2
2028-01-27
Fixed
0.50
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325BZ7
3795100000.00
PA
947348.75
0.6460348780788
Long
DBT
USGSE
CO
N
2
2028-04-28
Fixed
6.00
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AZ4602308
8550000.00
PA
2035887.50
1.3883528456069
Long
DBT
USGSE
MY
N
2
2034-07-05
Fixed
3.828
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
UNITED GROUP BV
ZS6131305
370000.00
PA
438457.35
0.2990015457876
Long
DBT
CORP
NL
N
2
2025-05-15
Variable
4.125
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
ZR5945228
143000.00
PA
167213.08
0.1140292650948
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
3.375
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC
ZS2796366
491000.00
PA
574367.27
0.3916839381979
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
4.375
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
LOXAM SAS
AX9594265
580000.00
PA
688489.42
0.4695083816896
Long
DBT
CORP
FR
N
2
2026-04-15
Fixed
2.875
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
VOLKSWAGEN INTERNATIONAL FINANCE NV
BJ9809382
600000.00
PA
805345.12
0.5491969418976
Long
DBT
CORP
NL
N
2
2170-06-17
Variable
3.875
N
N
N
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP PLC
BJ4988181
280000.00
PA
392974.97
0.2679852977395
Long
DBT
CORP
IE
N
2
2169-11-19
Variable
7.50
N
N
N
N
N
N
CHROME BIDCO SASU
9845000C1FYE89DC8677
CHROME BIDCO SASU
BP4523166
186000.00
PA
225458.02
0.1537488115781
Long
DBT
CORP
FR
N
2
2028-05-31
Fixed
3.50
N
N
N
N
N
N
NOMAD FOODS BONDCO PLC
213800BPK5X4TY4RZ619
NOMAD FOODS BONDCO PLC
BQ0604794
244000.00
PA
295489.19
0.2015058581491
Long
DBT
CORP
GB
N
2
2028-06-24
Fixed
2.50
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
UNITED GROUP BV
AO3427801
137000.00
PA
164547.70
0.1122116362191
Long
DBT
CORP
NL
N
2
2024-07-01
Fixed
4.875
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
EC3069787
7699.62
PA
11091.65
0.0075638382965
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.44
N
N
N
N
N
N
ANGLIAN WATER SERV FIN
213800DL377MH46PDY63
ANGLIAN WATER SERVICES FINANCING PLC
AO4788375
435000.00
PA
627574.43
0.4279680216714
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
1.625
N
N
N
N
N
N
HOUSING DEVELOPMENT FINANCE CORP LTD
335800OX2H9AP7NHLT64
HOUSING DEVELOPMENT FINANCE CORP LTD
AX8224773
30000000.00
PA
408929.26
0.2788651640981
Long
DBT
CORP
IN
N
2
2022-03-28
Fixed
8.22
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
ZP5936866
39050000.00
PA
1800193.73
1.2276238680621
Long
DBT
USGSE
CZ
N
2
2025-02-14
Fixed
1.25
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA
BK0950067
600000.00
PA
736298.26
0.5021111355546
Long
DBT
CORP
ES
N
2
2029-06-26
Fixed
1.875
N
N
N
N
N
N
ICELAND BONDCO PLC
2138002DRBYIA8QXHO36
ICELAND BONDCO PLC
BO0165262
250000.00
PA
323543.35
0.2206371082143
Long
DBT
CORP
GB
N
2
2028-05-15
Fixed
4.375
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
ZQ2339088
425000.00
PA
610467.68
0.4163022468967
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.625
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP
BQ3265361
610000.00
PA
710539.72
0.4845453602808
Long
DBT
CORP
JP
N
2
2027-01-06
Fixed
2.875
N
N
N
N
N
N
CPUK FINANCE LTD
6354003CVDDPNXREIR29
CPUK FINANCE LTD
AN7907735
500000.00
PA
704021.10
0.4801000534422
Long
DBT
CORP
JE
N
2
2025-08-28
Fixed
4.875
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
ZR6557048
650000.00
PA
994979.37
0.6785160966211
Long
DBT
CORP
GB
N
2
2169-12-20
Variable
5.875
N
N
N
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC
AT2168140
465000.00
PA
568311.09
0.3875539876302
Long
DBT
CORP
GB
N
2
2023-07-05
Fixed
1.50
N
N
N
N
N
N
TRITAX BIG BOX REIT PLC
213800L6X88MIYPVR714
TRITAX BIG BOX REIT PLC
BM6831903
389000.00
PA
532210.04
0.3629352424898
Long
DBT
CORP
GB
N
2
2033-11-27
Fixed
1.50
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL
ZR4416973
293000.00
PA
356801.19
0.2433169551129
Long
DBT
CORP
LU
N
2
2028-03-18
Fixed
0.45
N
N
N
N
N
N
PICARD GROUPE SA
969500C0PA29TV19CT55
PICARD GROUPE SAS
BQ2953892
347000.00
PA
419633.69
0.2861649416404
Long
DBT
CORP
FR
N
2
2026-07-01
Fixed
3.875
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
ZO3886223
273000.00
PA
376982.57
0.2570794426527
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
4.00
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
EK7554323
3827907.60
PA
4853343.44
3.3096883671773
Long
DBT
USGSE
FR
N
2
2025-03-01
Fixed
0.10
N
N
N
N
N
N
MULHACEN PTE LTD
549300LN5KFKPPLPJ238
MULHACEN PTE LTD
AT7457860
408049.00
PA
408016.27
0.2782425598214
Long
DBT
CORP
SG
N
2
2023-08-01
Fixed
6.50
N
N
Y
N
N
N
SANI/IKOS FINANCIAL HLDG
213800TZMBQZ462Y8A24
SANI/IKOS FINANCIAL HOLDINGS 1 SARL
BQ5038089
106000.00
PA
125899.68
0.0858560107024
Long
DBT
CORP
LU
N
2
2026-12-15
Fixed
5.625
N
N
N
N
N
N
AKELIUS RESIDENTIAL PROPERTY AB
213800REBFN6T3PU8L97
AKELIUS RESIDENTIAL PROPERTY AB
ZP9894293
640000.00
PA
768910.17
0.5243504970366
Long
DBT
CORP
SE
N
2
2081-05-17
Variable
2.249
N
N
N
N
N
N
SELP FINANCE SARL
549300Y4VYEJE1MH6D45
SELP FINANCE SARL
QZ8322963
535000.00
PA
652582.88
0.4450222806723
Long
DBT
CORP
LU
N
2
2023-10-25
Fixed
1.25
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA
ZP3544803
340000.00
PA
387159.73
0.2640196537627
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
3.00
N
N
N
N
N
N
HEATHROW FINANCE PLC
549300F740QSGMPHQJ60
HEATHROW FINANCE PLC
EK5349379
266000.00
PA
404079.60
0.2755579876155
Long
DBT
CORP
GB
N
2
2025-03-03
Variable
6.25
N
N
N
N
N
N
KLEOPATRA FINCO SARL
222100M6T1N8VIC8M726
KLEOPATRA FINCO SARL
BN7932955
410000.00
PA
483723.01
0.3298700038283
Long
DBT
CORP
LU
N
2
2026-03-01
Fixed
4.25
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
DANA FINANCING LUXEMBOURG SARL
BP4849777
188000.00
PA
230144.57
0.1569447568495
Long
DBT
CORP
LU
N
2
2029-07-15
Fixed
3.00
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT INFLATION LINKED BOND
EJ7263811
1380000.00
PA
1390327.83
0.9481199718093
Long
DBT
USGSE
NZ
N
2
2030-09-20
Fixed
3.00
N
N
N
N
N
N
DREYFUS INSTITUTIONAL PREFERRE
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Plus Money Market Fund
N/A
4686849.00
OU
Other Units
USD
4686849.00
3.1961491713467
Long
STIV
RF
US
N
1
2099-12-01
Variable
0.05358
N
N
N
N
N
N
G U1 COMDTY
N/A
LONG GILT FUTURE SEP21
N/A
-28.00
NC
-5051426.80
-3.4447693068282
Short
DIR
GB
N
1
N/A
N/A
Short
G U1 COMDTY_REF
LONG GILT FUTURE SEP21
2021-09-28
-3634120.00
GBP
-108494.51
N
N
N
RXU1 COMDTY
N/A
EURO-BUND FUTURE SEP21
N/A
-49.00
NC
-10263351.96
-6.9989888435052
Short
DIR
DE
N
1
N/A
N/A
Short
RXU1 COMDTY_REF
EURO-BUND FUTURE SEP21
2021-09-08
-8651930.00
EUR
-285969.27
N
N
N
99VVB9HH4
N/A
DREYFUS INST PREF GOVT PLUS MMF - SL #4134
99VVB9HH4
1220751.69
OU
Other Units
USD
1220751.69
0.8324792418986
Long
RF
US
N
1
N
N
2021-09-27
BNY Mellon Advantage Funds, Inc.
James Windels
James Windels
Fund Treasurer
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