NPORT-P
false
0000889169
XXXXXXXX
S000000297
C000000727
C000000728
BNY Mellon Investment Grade Funds, Inc.
811-06718
0000889169
549300WJRB21YW4ZMJ58
240 Greenwich Street
New York
10286
212 495 1784
BNY Mellon Short Term Income Fund
S000000297
7K6XKV7VU9LIXICI1C26
2021-07-31
2021-07-31
N
132073306.75
305718.28
131767588.47
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
77068.75
CAD
HUF
SGD
CNY
CHF
MXN
GBP
COP
ZAR
EUR
AUD
USD
NZD
PLN
KRW
CLP
JPY
UST
NYT MORTGAGE TRUST
N/A
BF 2019-NYT MORTGAGE TRUST
62954PAA8
610000.00
OU
Other Units
USD
611626.75
0.4641708610606
Long
ABS-MBS
CORP
US
Y
2
2035-12-15
Variable
1.293
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK/THE
500630CV8
200000.00
PA
USD
203181.60
0.1541969480956
Long
DBT
USGSE
KR
N
2
2022-03-19
Fixed
3.00
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC
N/A
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2019-1
92888DAD7
400000.00
OU
Other Units
USD
410787.12
0.3117512620286
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Fixed
3.13
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71654QCD2
350000.00
PA
USD
365100.75
0.2770793290211
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.625
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE
AU8210364
350000.00
PA
USD
380306.50
0.2886191546918
Long
DBT
CORP
XX
N
2
2023-10-11
Fixed
5.25
N
N
N
N
N
N
INVITATION HOMES TRUST
N/A
INVITATION HOMES 2017-SFR2 TRUST
46187BAB9
299949.45
OU
Other Units
USD
300796.81
0.2282782993091
Long
ABS-MBS
CORP
US
Y
2
2036-12-17
Variable
1.239
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVA
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-1
03066GAF6
650000.00
OU
Other Units
USD
672942.66
0.5107042390422
Long
ABS-MBS
CORP
US
N
2
2025-02-18
Fixed
3.36
N
N
N
N
N
N
VERIZON OWNER TRUST
549300AUOVO1I366IH69
VERIZON OWNER TRUST 2019-A
92347YAD6
800000.00
OU
Other Units
USD
822417.92
0.6241428029072
Long
ABS-MBS
CORP
US
N
2
2023-09-20
Fixed
3.22
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
5493007CD1Q2V06I4172
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18
94989AAT2
685000.00
OU
Other Units
USD
726768.42
0.5515532525401
Long
ABS-MBS
CORP
US
N
2
2047-12-01
Fixed
3.147
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
5493001SKB2HKIF64L70
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C27
94989DAV1
551862.32
OU
Other Units
USD
579895.49
0.440089628059
Long
ABS-MBS
CORP
US
N
2
2048-02-01
Fixed
3.19
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17
61763UAY8
635953.34
OU
Other Units
USD
656002.34
0.4978480274376
Long
ABS-MBS
CORP
US
N
2
2047-08-01
Fixed
3.443
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
N/A
CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST
12595BAB7
700000.00
OU
Other Units
USD
707700.63
0.5370824784891
Long
ABS-MBS
CORP
US
N
2
2050-06-01
Fixed
2.98551
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC
165183BZ6
155951.02
OU
Other Units
USD
155675.74
0.1181441823498
Long
ABS-MBS
CORP
US
Y
2
2031-04-15
Variable
0.49313
N
N
N
N
N
N
BANK OF THE WEST AUTO TRUST
549300N8XX93UD1PEO56
BANK OF THE WEST AUTO TRUST 2017-1
064229AE7
600000.00
OU
Other Units
USD
606491.58
0.4602737190853
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Fixed
2.62
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2016-COR1 MORTGAGE TRUST
12594MAZ1
816647.05
OU
Other Units
USD
818731.30
0.6213449828645
Long
ABS-MBS
CORP
US
N
2
2049-10-01
Fixed
2.499
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBE4
325000.00
PA
USD
332249.65
0.2521482360403
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
4.61
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER O
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
34528QGT5
500000.00
OU
Other Units
USD
508490.20
0.3858992988368
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
3.04
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
N/A
AMERICAN HOMES 4 RENT 2014-SFR3 TRUST
02665XAA7
285681.68
OU
Other Units
USD
303436.45
0.2302815536986
Long
ABS-MBS
CORP
US
Y
2
2036-12-01
Fixed
3.678
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AP8
280000.00
PA
USD
301670.01
0.2289409812403
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST
N/A
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE
12482HAG9
100000.00
OU
Other Units
USD
100355.82
0.0761612329445
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Variable
1.343
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1
68267DAA4
76827.98
OU
Other Units
USD
76938.19
0.0583893132547
Long
ABS-MBS
CORP
US
Y
2
2031-02-14
Fixed
3.48
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2019-A
80285JAN6
500000.00
OU
Other Units
USD
506998.30
0.3847670780705
Long
ABS-MBS
CORP
US
Y
2
2023-05-22
Fixed
3.30
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14
92890PAF1
394372.68
OU
Other Units
USD
402733.54
0.3056393037743
Long
ABS-MBS
CORP
US
N
2
2046-06-01
Fixed
2.977
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137B4XF8
160155.54
OU
Other Units
USD
160159.13
0.1215466806819
Long
ABS-CBDO
USGA
US
N
2
2031-01-01
Fixed
2.50
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2012-C1
90269GAC5
398193.83
OU
Other Units
USD
400817.45
0.3041851601399
Long
ABS-MBS
CORP
US
N
2
2045-05-01
Fixed
3.40
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
54930094LU45XF2CP718
NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A
63939CAB3
241504.44
OU
Other Units
USD
245348.68
0.1861980498002
Long
ABS-MBS
CORP
US
Y
2
2029-02-15
Fixed
2.74
N
N
N
N
N
N
BX TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC
05608BAA8
500000.00
OU
Other Units
USD
500797.20
0.3800609890603
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
1.093
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
780097BD2
325000.00
PA
USD
346772.99
0.2631701725944
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASIN
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2019-2
36257AAG6
500000.00
OU
Other Units
USD
503443.00
0.3820689183475
Long
ABS-MBS
CORP
US
N
2
2023-03-20
Fixed
3.12
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RHP0
880000.00
PA
USD
952827.96
0.723112543125
Long
DBT
CORP
US
N
2
2023-12-15
Variable
4.05
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAG5
177000.00
PA
USD
188404.17
0.1429821795994
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.057
N
N
N
N
N
N
HOSPITALITY MORTGAGE TRUST
N/A
HPLY TRUST 2019-HIT
40443RAA9
402699.68
OU
Other Units
USD
403411.53
0.3061538385001
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
1.09313
N
N
N
N
N
N
MARLETTE FUNDING TRUST
549300Y3KZXU3NUCX480
MARLETTE FUNDING TRUST 2019-2
57109HAA0
28138.67
OU
Other Units
USD
28213.74
0.0214117449727
Long
ABS-MBS
CORP
US
Y
2
2029-07-16
Fixed
3.13
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
31398E4W1
137997.51
OU
Other Units
USD
142810.23
0.1083803928251
Long
ABS-CBDO
USGA
US
N
2
2024-06-01
Fixed
4.00
N
N
N
N
N
N
CHC COMMERCIAL MORTGAGE TRUST
N/A
CHC COMMERCIAL MORTGAGE TRUST 2019 - CHC
162665AJ2
694927.65
OU
Other Units
USD
692817.22
0.5257872805023
Long
ABS-MBS
CORP
US
Y
2
2034-06-15
Variable
1.843
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST
126281AY0
480678.87
OU
Other Units
USD
503478.91
0.3820961708763
Long
ABS-MBS
CORP
US
N
2
2050-04-01
Fixed
3.2361
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMAX AUTO OWNER TRUST 2019-3
14315PAG0
315000.00
OU
Other Units
USD
326899.00
0.248087563714
Long
ABS-MBS
CORP
US
N
2
2025-06-16
Fixed
2.60
N
N
N
N
N
N
FREDDIE MAC - SLST
N/A
SEASONED LOANS STRUCTURED TRANSACTION SERIES 2018-2
35564CAN7
83313.16
OU
Other Units
USD
88199.88
0.0669359445855
Long
ABS-CBDO
CORP
US
N
2
2028-11-01
Fixed
3.50
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CBC2
25000.00
PA
USD
25073.36
0.0190284730039
Long
DBT
CORP
US
N
2
2021-10-05
Fixed
3.50
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
82939GAF5
300000.00
PA
USD
312989.15
0.2375312120637
Long
DBT
CORP
VG
Y
2
2024-08-08
Fixed
2.50
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2019-B
80281GAF3
550000.00
OU
Other Units
USD
560074.41
0.4250471732109
Long
ABS-MBS
CORP
US
Y
2
2023-08-21
Fixed
2.58
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND
N/A
CONSUMER LOAN UNDERLYING BOND CLUB CREDIT TRUST 2019-P2
21054PAB1
10160.16
OU
Other Units
USD
10167.86
0.0077165106518
Long
ABS-MBS
CORP
US
Y
2
2026-10-15
Fixed
2.47
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ARF7
142799.82
OU
Other Units
USD
148330.47
0.1125697690322
Long
ABS-MBS
USGA
US
N
2
2023-03-01
Fixed
2.00
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAN0
650000.00
PA
USD
678849.28
0.5151868436558
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51
95001VAQ3
66982.19
OU
Other Units
USD
67402.63
0.0511526626408
Long
ABS-MBS
CORP
US
N
2
2052-06-01
Fixed
2.276
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST/F
N/A
FORD CREDIT AUTO OWNER TRUST 2018-REV2
34528HAA2
129000.00
OU
Other Units
USD
136794.12
0.10381469494
Long
ABS-MBS
CORP
US
Y
2
2030-01-15
Fixed
3.47
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAL3
680000.00
PA
USD
716405.81
0.5436889437823
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.875
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2019-4
26209AAF8
675000.00
OU
Other Units
USD
683967.65
0.5190712359099
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.51
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2019-70P
36257MAJ4
560000.00
OU
Other Units
USD
559676.21
0.4247449744649
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
1.413
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AL1
350000.00
PA
USD
355642.69
0.2699014940847
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40
N
N
N
N
N
N
TRICON AMERICAN HOMES
N/A
TRICON AMERICAN HOMES 2019-SFR1 TRUST
89612LAA4
324783.69
OU
Other Units
USD
338909.99
0.2572028477831
Long
ABS-MBS
CORP
US
Y
2
2038-03-01
Fixed
2.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A7XW6
158567.37
OU
Other Units
USD
166796.97
0.1265842169054
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
2.50
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAC9
585000.00
PA
USD
668979.33
0.5076964204686
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.875
N
N
N
N
N
N
CGDB COMMERCIAL MORTGAGE TRUST
N/A
CGDB COMMERCIAL MORTGAGE TRUST 2019-MOB
125284AC3
675000.00
OU
Other Units
USD
676055.03
0.5130662538867
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
1.34313
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST/F
N/A
FORD CREDIT AUTO OWNER TRUST 2017-REV2
34529SAA7
165000.00
OU
Other Units
USD
169007.49
0.1282618069909
Long
ABS-MBS
CORP
US
Y
2
2029-03-15
Fixed
2.36
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMAX AUTO OWNER TRUST 2019-4
14315WAF7
475000.00
OU
Other Units
USD
493043.59
0.3741766816293
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
2.32
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MADISON PARK FUNDING XXVII LTD
55820YAA5
300000.00
OU
Other Units
USD
300327.00
0.227921754877
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-20
Variable
1.16425
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2019-BWAY MORTGAGE TRUST
05492NAA1
275000.00
OU
Other Units
USD
274556.70
0.2083643657654
Long
ABS-MBS
CORP
US
Y
2
2034-11-15
Variable
1.049
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
ZQ3609331
320000.00
PA
USD
336480.00
0.2553586992878
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.50
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA
00973RAE3
325000.00
PA
USD
344314.70
0.2613045468904
Long
DBT
CORP
NO
Y
2
2025-01-15
Fixed
3.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468K8
650000.00
PA
USD
651835.66
0.4946858841151
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.75
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2019-A
88165GAE0
550000.00
OU
Other Units
USD
561808.06
0.4263628609458
Long
ABS-MBS
CORP
US
Y
2
2022-12-20
Fixed
2.41
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2020-1
23344EAC0
475000.00
OU
Other Units
USD
479334.95
0.3637730306562
Long
ABS-MBS
CORP
US
Y
2
2024-05-15
Fixed
2.16
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136ACSD4
115463.77
OU
Other Units
USD
120643.37
0.0915576974587
Long
ABS-CBDO
USGA
US
N
2
2033-03-01
Fixed
3.00
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS TRUST 2013-TYSN
BCC245ZM4
336471.07
OU
Other Units
USD
336647.38
0.2554857259732
Long
ABS-MBS
CORP
US
N
2
2032-09-01
Fixed
3.7562
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
5493000CMI5L15ZSNM78
DRYDEN 41 SENIOR LOAN FUND
26244KAN6
275000.00
OU
Other Units
USD
275442.75
0.2090367997155
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Variable
1.09613
N
N
N
N
N
N
BX TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-BXLP
05607QAK4
473866.96
OU
Other Units
USD
475014.86
0.3604944626486
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Variable
1.093
N
N
N
N
N
N
MADISON PARK FUNDING LTD
549300FFTJ3WPTJK8589
MADISON PARK FUNDING XXX LTD
55821TAA5
373921.36
OU
Other Units
USD
374163.66
0.2839572798929
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Variable
0.87613
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST
N/A
FORD CREDIT AUTO LEASE TRUST 2020-A
34531MAF5
325000.00
OU
Other Units
USD
330012.48
0.2504504209509
Long
ABS-MBS
CORP
US
N
2
2023-06-15
Fixed
2.05
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES LP / VICI NOTE CO INC
92564RAC9
324000.00
PA
USD
330676.02
0.2509539893987
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50
N
N
N
N
N
N
LANARK MASTER ISSUER PLC
213800KIOPB5OYXIVY33
LANARK MASTER ISSUER PLC
513770BE6
225000.00
OU
Other Units
USD
234585.00
0.1780293642191
Long
ABS-CBDO
CORP
GB
Y
1
2069-12-22
Variable
2.277
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AP2
350000.00
PA
USD
360472.26
0.2735667125623
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.125
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2020-B16 MORTGAGE TRUST
08161NAB3
325000.00
OU
Other Units
USD
343652.53
0.260802018152
Long
ABS-MBS
CORP
US
N
2
2053-02-01
Fixed
2.878
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585AAG7
300000.00
PA
USD
323030.51
0.2451517203515
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.625
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC
N/A
MMAF EQUIPMENT FINANCE LLC 2018-A
60700DAD0
165000.00
OU
Other Units
USD
169302.97
0.1284860502994
Long
ABS-MBS
CORP
US
Y
2
2025-01-10
Fixed
3.39
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
CROATIA GOVERNMENT INTERNATIONAL BOND
EJ9471248
275000.00
PA
USD
311276.63
0.2362315601388
Long
DBT
USGSE
HR
N
2
2024-01-26
Fixed
6.00
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH
49327M2Z6
300000.00
PA
USD
304618.06
0.2311782916702
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25
N
N
N
N
N
N
MAGNETITE CLO LTD
5493003SVWF9GG13MZ22
MAGNETITE XVII LTD
55954EAQ2
325000.00
OU
Other Units
USD
325746.53
0.2472129404372
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Variable
1.23425
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137ATEW8
126120.43
OU
Other Units
USD
131184.14
0.0995572139728
Long
ABS-CBDO
USGA
US
N
2
2040-08-01
Fixed
3.00
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO
341081FZ5
350000.00
PA
USD
375819.65
0.2852140305243
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550BK3
620000.00
PA
USD
673625.79
0.5112226745755
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BD4
550000.00
PA
USD
634993.88
0.4819044556959
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75
N
N
N
N
N
N
TACONIC PARK CLO LTD.
N/A
TACONIC PARK CLO LTD 2016-1A
873549AJ8
300000.00
OU
Other Units
USD
300157.20
0.2277928916247
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-20
Variable
1.13425
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
EK7972186
600000.00
PA
USD
662563.22
0.5028271577959
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.375
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST
N/A
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE
12482HAA2
500000.00
OU
Other Units
USD
501880.50
0.3808831183961
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Variable
1.163
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2020-A
80286KAF9
750000.00
OU
Other Units
USD
766719.60
0.5818726812129
Long
ABS-MBS
CORP
US
Y
2
2024-03-20
Fixed
2.08
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38375BNT5
5966.21
OU
Other Units
USD
6315.08
0.0047925897964
Long
ABS-CBDO
USGA
US
N
2
2061-12-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38375UJK7
27553.88
OU
Other Units
USD
27551.78
0.0209093756058
Long
ABS-CBDO
USGA
US
N
2
2064-06-01
Fixed
2.50
N
N
N
N
N
N
VOYA CLO LTD
549300KSCKXTOBY0IP86
VOYA CLO 2019-1 LTD
92917NAJ7
150000.00
OU
Other Units
USD
150170.85
0.1139664554414
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Variable
1.18613
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AY8
300000.00
PA
USD
328521.66
0.2493190198094
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.625
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND
05969BAD5
200000.00
PA
USD
225750.00
0.171324376974
Long
DBT
CORP
MX
Y
2
2025-04-17
Fixed
5.375
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVA
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
03067DAF2
350000.00
OU
Other Units
USD
356851.99
0.2708192463287
Long
ABS-MBS
CORP
US
N
2
2025-10-20
Fixed
1.59
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AB3
325000.00
PA
USD
340873.00
0.2586925995671
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.35
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAH5
625000.00
PA
USD
673796.53
0.511352251205
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.375
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2020-2
23343RAC2
350000.00
OU
Other Units
USD
355390.56
0.26971014961
Long
ABS-MBS
CORP
US
Y
2
2026-03-16
Fixed
2.08
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
817477AB8
300000.00
PA
USD
303502.20
0.2303314521606
Long
DBT
USGSE
RS
Y
2
2021-09-28
Fixed
7.25
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAW0
350000.00
PA
USD
384048.23
0.2914587983731
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CYRUSONE LP / CYRUSONE FINANCE CORP
23283PAQ7
600000.00
PA
USD
633987.00
0.4811403224127
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.90
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46
17328RAX7
320000.00
OU
Other Units
USD
334853.44
0.2541242834357
Long
ABS-MBS
CORP
US
N
2
2053-02-01
Fixed
2.708
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC
30161MAS2
300000.00
PA
USD
324945.46
0.2466049988263
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25
N
N
N
N
N
N
NYT MORTGAGE TRUST
N/A
BF 2019-NYT MORTGAGE TRUST
62954PAG5
365000.00
OU
Other Units
USD
366283.85
0.2779771977715
Long
ABS-MBS
CORP
US
Y
2
2035-12-15
Variable
1.493
N
N
N
N
N
N
VB-S1 ISSUER LLC
N/A
VB-S1 ISSUER LLC
91823AAN1
150000.00
OU
Other Units
USD
157880.30
0.1198172493199
Long
ABS-MBS
CORP
US
Y
2
2050-06-15
Fixed
3.031
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAV0
100000.00
PA
USD
102445.62
0.077747207177
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORP
526057BZ6
600000.00
PA
USD
654021.00
0.4963443647971
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DQ7
500000.00
PA
USD
528188.20
0.4008483467998
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAP5
275000.00
PA
USD
280779.95
0.2130872646758
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.884
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CBJ7
300000.00
PA
USD
305384.14
0.2317596789513
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
1248EPCK7
375000.00
PA
USD
387382.50
0.2939892157836
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855RAJ9
100000.00
PA
USD
104750.00
0.0794960287399
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.375
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CQ0
300000.00
PA
USD
304461.01
0.2310591045455
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.125
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC
527298BR3
150000.00
PA
USD
152906.25
0.1160423832411
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
155000.00
PA
USD
160821.59
0.1220494295049
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2
30167YAC5
350000.00
OU
Other Units
USD
352142.77
0.2672453629066
Long
ABS-MBS
CORP
US
Y
2
2024-07-15
Fixed
2.08
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2L7
325000.00
PA
USD
336456.27
0.2553406903068
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.219
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT OPERATING PARTNERSHIP LP
92340LAF6
325000.00
PA
USD
359017.05
0.272462336276
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBK5
325000.00
PA
USD
339024.21
0.2572895307082
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA LLC
12530MAA3
366325.48
OU
Other Units
USD
374876.40
0.2844981868096
Long
ABS-MBS
CORP
US
Y
2
2060-07-15
Fixed
1.69
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523BT6
225000.00
PA
USD
232649.64
0.176560596351
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
3.05
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO, LIMIT
N/A
BAIN CAPITAL CREDIT CLO 2020-3 LTD
05684CAA3
360000.00
OU
Other Units
USD
360422.28
0.273528782142
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-23
Variable
1.51788
N
N
N
N
N
N
GB TRUST 2020-FLIX
N/A
GB TRUST 2020-FLIX
368306AA4
425000.00
OU
Other Units
USD
425995.27
0.3232929090881
Long
ABS-MBS
CORP
US
Y
2
2037-08-15
Variable
1.213
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
451102BZ9
185000.00
PA
USD
194712.50
0.14776964674
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25
N
N
N
N
N
N
MAGNETITE CLO LTD
54930077HHZ1QV5CPQ30
MAGNETITE XXVIII LTD
55955LAA0
250000.00
OU
Other Units
USD
250293.50
0.1899507328822
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-25
Variable
1.39525
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25
17322YAG5
270000.00
OU
Other Units
USD
292247.60
0.2217902015157
Long
ABS-MBS
CORP
US
N
2
2047-10-01
Variable
4.345
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC
28414HAE3
300000.00
PA
USD
321513.00
0.2440000638496
Long
DBT
CORP
US
N
2
2023-08-28
Variable
5.272
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT INTERNATIONAL BOND
QJ1143412
325000.00
PA
USD
348957.05
0.2648276818691
Long
DBT
USGSE
UA
N
2
2023-09-01
Fixed
7.75
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASIN
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-1
36259KAF4
205000.00
OU
Other Units
USD
207881.48
0.1577637432799
Long
ABS-MBS
CORP
US
N
2
2023-12-20
Fixed
1.84
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCZ7
300000.00
PA
USD
306206.40
0.2323837019068
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.70
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC
78081BAB9
325000.00
PA
USD
325318.81
0.2468883386099
Long
DBT
CORP
GB
Y
2
2025-09-02
Fixed
1.20
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES CORP/THE
00130HCB9
300000.00
PA
USD
321322.50
0.2438554911196
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56
95002RAT5
300000.00
OU
Other Units
USD
312582.60
0.2372226764028
Long
ABS-MBS
CORP
US
N
2
2053-06-01
Fixed
2.498
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJG5
700000.00
PA
USD
701589.60
0.5324447446799
Long
DBT
CORP
US
N
2
2025-09-25
Variable
0.981
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
36260KAE4
300000.00
OU
Other Units
USD
299896.83
0.2275952937154
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
0.73
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST/F
N/A
FORD CREDIT AUTO OWNER TRUST 2020-REV2
34532JAB0
375000.00
OU
Other Units
USD
378925.46
0.2875710669063
Long
ABS-MBS
CORP
US
Y
2
2033-04-15
Fixed
1.49
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2020-A
88167HAE6
100000.00
OU
Other Units
USD
101146.50
0.07676128946
Long
ABS-MBS
CORP
US
Y
2
2024-01-22
Fixed
1.18
N
N
N
N
N
N
CLI FUNDING LLC
549300NQLBWJD5AREU05
CLI FUNDING VI LLC
12563LAS6
293854.17
OU
Other Units
USD
297814.62
0.2260150796246
Long
ABS-MBS
CORP
US
Y
2
2045-10-18
Fixed
2.07
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
DALLAS FORT WORTH INTERNATIONAL AIRPORT
2350366M7
75000.00
PA
USD
76351.67
0.0579441962067
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
1.329
N
N
N
N
N
N
BX TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG
12433YAG2
375000.00
OU
Other Units
USD
375569.85
0.2850244543145
Long
ABS-MBS
CORP
US
Y
2
2037-10-15
Variable
1.22313
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAT5
345000.00
PA
USD
335476.28
0.2545969641664
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2
682696AA7
350000.00
OU
Other Units
USD
359889.39
0.273124365543
Long
ABS-MBS
CORP
US
Y
2
2035-09-14
Fixed
1.75
N
N
N
N
N
N
BALLYROCK LTD
N/A
BALLYROCK CLO 2020-2 LTD
05875DAA0
275000.00
OU
Other Units
USD
275324.50
0.2089470583751
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Variable
1.45425
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAS4
300000.00
PA
USD
319888.87
0.2427674921536
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI
228187AB6
190000.00
PA
USD
197125.00
0.1496005218649
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CV0
146000.00
PA
USD
153431.38
0.1164409106833
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBK1
430000.00
PA
USD
430050.50
0.3263704716717
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00
N
N
N
N
N
DBWF MORTGAGE TRUST
N/A
DBWF 2016-85T MORTGAGE TRUST
23307CAA3
350000.00
OU
Other Units
USD
393019.48
0.2982671873739
Long
ABS-MBS
CORP
US
Y
2
2036-12-01
Fixed
3.791
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING TRUST IX LLC
68784XAE6
240000.00
OU
Other Units
USD
246087.27
0.1867585745913
Long
ABS-MBS
CORP
JP
Y
2
2025-09-10
Fixed
3.63
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWT7
925000.00
PA
USD
963131.52
0.7309320381311
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BB9
380000.00
PA
USD
392272.58
0.2977003560244
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.464
N
N
N
N
N
N
OSCAR US FUNDING TRUST
353800N5RGHXWI4JYR18
OSCAR US FUNDING TRUST VIII LLC
68784CAE2
630062.80
OU
Other Units
USD
642694.17
0.4877482979407
Long
ABS-MBS
CORP
JP
Y
2
2025-05-12
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DGD7
291.64
OU
Other Units
USD
343.45
0.0002606483157
Long
ABS-MBS
USGA
US
N
2
2030-03-01
Fixed
7.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DKY6
87.74
OU
Other Units
USD
106.10
0.0000805205598
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
7.50
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING TRUST VII LLC
68784AAE6
94200.10
OU
Other Units
USD
95077.40
0.0721553768297
Long
ABS-MBS
CORP
JP
Y
2
2024-12-10
Fixed
2.76
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BQ5
425000.00
PA
USD
417406.21
0.3167745686527
Long
DBT
CORP
US
N
2
2170-06-15
Variable
3.44888
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HJJ0
425000.00
PA
USD
446277.76
0.3386855335078
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DHK0
2234.99
OU
Other Units
USD
2628.27
0.0019946255604
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
7.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DKX8
532.86
OU
Other Units
USD
618.70
0.0004695388351
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
7.00
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
300000.00
PA
USD
340395.00
0.258329839646
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DMS7
2059.04
OU
Other Units
USD
2438.07
0.0018502805039
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
7.00
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM CORP
78442PGD2
635000.00
PA
USD
687619.28
0.5218425016228
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAY1
300000.00
PA
USD
316202.02
0.2399694975612
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513ECG4
300000.00
PA
USD
319782.40
0.2426866907963
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORP
058498AT3
575000.00
PA
USD
649229.63
0.4927081367568
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE
AN9621698
300000.00
PA
USD
321133.50
0.2437120567575
Long
DBT
CORP
XX
N
2
2024-06-20
Fixed
4.125
N
N
N
N
N
N
TRICON AMERICAN HOMES
N/A
TRICON AMERICAN HOMES 2017-SFR2 TRUST
89613FAA6
576366.52
OU
Other Units
USD
590761.39
0.4483358896216
Long
ABS-MBS
CORP
US
Y
2
2036-01-01
Fixed
2.928
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGLOBAL CANADA ULC
BJ4488380
300000.00
PA
USD
336126.00
0.2550900444508
Long
DBT
CORP
CA
N
2
2025-05-18
Fixed
5.00
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MU2
600000.00
PA
USD
621480.00
0.4716486104179
Long
DBT
CORP
US
N
2
2170-03-10
Variable
4.00
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBJ3
650000.00
PA
USD
730776.95
0.5545953739347
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DEL1
166.98
OU
Other Units
USD
195.50
0.0001483672899
Long
ABS-MBS
USGA
US
N
2
2029-11-01
Fixed
7.50
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
DUKE REALTY LP
26441YAZ0
300000.00
PA
USD
327876.73
0.2488295747133
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
77586TAD8
300000.00
PA
USD
330170.70
0.2505704960026
Long
DBT
USGSE
RO
N
2
2024-01-22
Fixed
4.875
N
N
N
N
N
CLI FUNDING LLC
549300NQLBWJD5AREU05
CLI FUNDING VI LLC
12563LAN7
167733.33
OU
Other Units
USD
169959.69
0.1289844429676
Long
ABS-MBS
CORP
US
Y
2
2045-09-18
Fixed
2.08
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAT0
300000.00
PA
USD
339476.85
0.2576330446218
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.103
N
N
N
N
N
N
SYMPHONY CLO LTD
5493007X3UVVYJ005O73
SYMPHONY CLO XXIV LTD
87167QAC2
300000.00
OU
Other Units
USD
300666.90
0.2281797090552
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-23
Variable
1.33788
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC
034863AS9
300000.00
PA
USD
324740.06
0.2464491183079
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.625
N
N
N
N
N
N
TRICON AMERICAN HOMES
N/A
TRICON AMERICAN HOMES 2018-SFR1 TRUST
89613TAA6
668697.47
OU
Other Units
USD
706042.08
0.5358237850431
Long
ABS-MBS
CORP
US
Y
2
2037-05-01
Fixed
3.53
N
N
N
N
N
N
VANTAGE DATA CENTERS LLC
5493000RL8X7WTQ7HO20
VANTAGE DATA CENTERS LLC
92212KAC0
414000.00
OU
Other Units
USD
418460.15
0.3175744163332
Long
ABS-MBS
CORP
US
Y
2
2045-09-15
Fixed
1.992
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EE1
310000.00
PA
USD
341403.00
0.2590948229106
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC / TAYLOR MORRISON HOLDINGS II INC
EK1043620
300000.00
PA
USD
325147.50
0.2467583294005
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.625
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON HOLDINGS BV
91823N2A0
325000.00
PA
USD
328362.13
0.249197950583
Long
DBT
CORP
NL
Y
2
2027-11-25
Fixed
3.375
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CN0
600000.00
PA
USD
617859.23
0.4689007647283
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
173281.09
OU
Other Units
USD
177432.77
0.134655852824
Long
ABS-MBS
CORP
US
Y
2
2037-10-20
Fixed
1.74
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC
527298BT9
50000.00
PA
USD
49064.00
0.037235256841
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
3.75
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BX8
325000.00
PA
USD
321384.38
0.2439024525922
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.625
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO
80414L2H7
200000.00
PA
USD
202280.00
0.1535127130645
Long
DBT
CORP
SA
Y
2
2025-11-24
Fixed
1.625
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES CORP/THE
00130HCD5
300000.00
PA
USD
299807.34
0.2275273786833
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.375
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAJ7
45000.00
PA
USD
47773.13
0.0362556001477
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-JGDN
05493DAA2
300000.00
OU
Other Units
USD
304839.60
0.2313464210278
Long
ABS-MBS
CORP
US
Y
2
2030-11-15
Variable
2.843
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABR5
300000.00
PA
USD
303786.00
0.2305468313774
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC
911365BE3
300000.00
PA
USD
310269.00
0.2354668576716
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
2549001LFFVBUD1OX384
DRYDEN 83 CLO LTD
26246EAE8
600000.00
OU
Other Units
USD
600355.20
0.4556167468578
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-18
Variable
1.73388
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
QUICKEN LOANS LLC
AQ2930347
625000.00
PA
USD
658825.00
0.4999901778956
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25
N
N
N
N
N
N
MHP SE
213800D7DXFXGA292757
MHP SE
AN3873873
300000.00
PA
USD
324589.20
0.2463346288483
Long
DBT
CORP
CY
N
2
2024-05-10
Fixed
7.75
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08576PAB7
175000.00
PA
USD
176405.25
0.1338760555978
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.57
N
N
N
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY
13032UXM5
300000.00
PA
USD
301113.78
0.2285188516359
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
0.952
N
N
N
N
N
N
KKR INDUSTRIAL PORTFOLIO TRUST
N/A
KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP
48254CAL9
340000.00
OU
Other Units
USD
340408.24
0.2583398876405
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Variable
1.09313
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397B28
300000.00
PA
USD
313573.08
0.2379743635297
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375
N
N
N
N
N
N
MULTIFAMILY STRUCTURED CREDIT
N/A
FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK
35563FAA9
93249.95
OU
Other Units
USD
94127.04
0.071434137251
Long
ABS-MBS
USGA
US
Y
2
2051-01-25
Variable
2.05
N
N
N
N
N
N
CENT CLO LP
549300EPPYTG18BLNK44
COLUMBIA CENT CLO 30 LTD
19736WAC4
330000.00
OU
Other Units
USD
330562.32
0.2508677011078
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-20
Variable
1.44425
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537AR2
600000.00
PA
USD
599310.46
0.4548238811674
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00
N
N
N
N
N
N
AVERY POINT CLO LTD
549300ZZJXJNKXU40667
AVERY POINT VII CLO LTD
05364CBE1
297125.02
OU
Other Units
USD
297272.99
0.2256040301349
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Variable
1.08613
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP CAPITAL LP / GLP FINANCING II INC
361841AH2
710000.00
PA
USD
822733.80
0.62438252802
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
AO3503288
300000.00
PA
USD
334893.60
0.2541547613404
Long
DBT
CORP
XX
N
2
2027-07-27
Fixed
5.00
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BONDCO PLC
566007AC4
260000.00
PA
USD
253045.00
0.1920388791645
Long
DBT
CORP
GB
Y
2
2031-01-29
Fixed
3.95
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRINITY RAIL LEASING 2020 LLC
89656YAA3
285362.95
OU
Other Units
USD
291739.73
0.221404772894
Long
ABS-MBS
CORP
US
Y
2
2050-11-19
Fixed
1.83
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
55303XAL9
293000.00
PA
USD
300943.23
0.2283894191996
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.875
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2020-P1
14687AAR9
425000.00
OU
Other Units
USD
427202.05
0.3242087488739
Long
ABS-MBS
CORP
US
N
2
2026-11-09
Fixed
1.32
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
82939GAR9
300000.00
PA
USD
302097.30
0.2292652567355
Long
DBT
CORP
VG
Y
2
2026-01-08
Fixed
1.45
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
300000.00
PA
USD
323849.07
0.2457729353328
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.932
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
82481LAD1
300000.00
PA
USD
327169.89
0.2482931453773
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20
N
N
N
N
N
N
MILLICOM INTERNATIONAL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULAR SA
600814AR8
200000.00
PA
USD
208275.00
0.1580623903179
Long
DBT
CORP
LU
Y
2
2031-04-27
Fixed
4.50
N
N
N
N
N
N
UNIV OF WASHINGTON WA UNIV REV
T8YS5W0N70BYCTHPA429
UNIVERSITY OF WASHINGTON
91523NWE2
325000.00
PA
USD
322846.10
0.2450117693954
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
0.73
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLE
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1
96043FAE3
510000.00
OU
Other Units
USD
511087.37
0.387870322235
Long
ABS-MBS
CORP
US
Y
2
2026-03-16
Fixed
0.95
N
N
N
N
N
N
FREDDIE MAC - SCRT
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3
35563PSU4
154413.65
OU
Other Units
USD
161202.03
0.1223381499743
Long
ABS-CBDO
CORP
US
N
2
2060-05-01
Fixed
2.50
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAP3
500000.00
PA
USD
643274.69
0.4881888615169
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48124BAC9
201000.00
PA
USD
208035.00
0.1578802514454
Long
DBT
CORP
US
N
2
2169-11-01
Variable
5.15
N
N
N
N
N
N
RIN LTD
N/A
RIN IV LTD
76679AAA5
250000.00
OU
Other Units
USD
250339.75
0.1899858325607
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-20
Variable
1.43425
N
N
N
N
N
N
VASA TRUST
N/A
VASA TRUST 2021-VASA
92230AAC0
425000.00
OU
Other Units
USD
425875.50
0.3232020142016
Long
ABS-MBS
CORP
US
Y
2
2039-07-15
Variable
1.343
N
N
N
N
N
N
MAGNETITE CLO LTD
5493000OP4ZUZOOM1U45
MAGNETITE XIX LTD
55954KAL9
325000.00
OU
Other Units
USD
325329.55
0.2468964893245
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Variable
1.18388
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
DAIMLER FINANCE NORTH AMERICA LLC
233851EB6
650000.00
PA
USD
652115.91
0.4948985691944
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.75
N
N
N
N
N
N
DATABANK ISSUER LLC
N/A
DATABANK ISSUER
23802WAA9
300000.00
OU
Other Units
USD
306682.68
0.2327451564994
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Fixed
2.06
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AB6
500000.00
PA
USD
500132.87
0.379556821072
Long
DBT
CORP
US
Y
2
2024-02-10
Fixed
0.80
N
N
N
N
N
N
CENT CLO LP
5493002BI0SI5QMH0P08
CENT CLO 21 LTD
15137EBN2
325000.00
OU
Other Units
USD
325234.33
0.2468242257268
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-27
Variable
1.09888
N
N
N
N
N
N
SYMPHONY CLO LTD
549300JNP1PJXORD0Y06
SYMPHONY CLO XV LTD
87154EBG4
550000.00
OU
Other Units
USD
550347.05
0.4176649632813
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Variable
1.68388
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
INVERSIONES CMPC SA
46128MAQ4
250000.00
PA
USD
252598.75
0.1917002146984
Long
DBT
CORP
CL
Y
2
2031-04-06
Fixed
3.00
N
N
N
N
N
N
BANK
N/A
BANK 2020-BNK25
06539WAX4
335000.00
OU
Other Units
USD
350476.87
0.2659810914577
Long
ABS-MBS
CORP
US
N
2
2063-01-01
Fixed
2.759
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505FP4
192000.00
PA
USD
204847.63
0.1554613182031
Long
DBT
CORP
US
N
2
2169-12-20
Variable
5.125
N
N
N
N
N
N
THOMPSON PARK CLO, LTD
N/A
TPRK 2021-1A A1
884887AA8
350000.00
OU
Other Units
USD
350292.25
0.26584098113
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Variable
1.19935
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
549300Y2YE54ON4DJE28
NEUBERGER BERMAN LOAN ADVISERS CLO 40 LTD
64134JAC7
400000.00
OU
Other Units
USD
400517.20
0.3039572968212
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-16
Variable
1.52638
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659T2A8
300000.00
PA
USD
334738.24
0.2540368567769
Long
DBT
CORP
FR
Y
2
2033-03-01
Variable
4.375
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505EH3
196000.00
PA
USD
216702.50
0.1644581209356
Long
DBT
CORP
US
N
2
2170-03-05
Variable
6.25
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST
N/A
LIFE 2021-BMR MORTGAGE TRUST
53218CAE0
500000.00
OU
Other Units
USD
501757.40
0.3807896963328
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Variable
1.194
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
GHANA GOVERNMENT INTERNATIONAL BOND
37443GAK7
415000.00
PA
USD
327373.58
0.2484477281562
Long
DBT
USGSE
GH
Y
2
2025-04-07
Fixed
0.00
N
N
N
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2021-2
23345EAC9
675000.00
OU
Other Units
USD
677984.85
0.5145308173825
Long
ABS-MBS
CORP
US
Y
2
2027-01-15
Fixed
0.81
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DOMINO'S PIZZA MASTER ISSUER LLC
25755TAN0
224437.50
OU
Other Units
USD
235089.17
0.1784119848664
Long
ABS-MBS
CORP
US
Y
2
2051-04-25
Fixed
2.662
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBG9
300000.00
PA
USD
340312.50
0.2582672294086
Long
DBT
CORP
GB
N
2
2169-09-15
Variable
8.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137FJX79
397766.75
OU
Other Units
USD
432455.75
0.3281958446848
Long
ABS-CBDO
USGA
US
N
2
2036-03-01
Fixed
4.00
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE
95003LAA8
181804.37
OU
Other Units
USD
183142.74
0.138989217399
Long
ABS-MBS
CORP
US
Y
2
2040-02-15
Variable
1.243
N
N
N
N
N
N
MRA ISSUANCE TRUST
N/A
MRA ISSUANCE TRUST 2021-8
55350JAA6
400000.00
OU
Other Units
USD
400377.76
0.3038514741363
Long
ABS-CBDO
CORP
US
Y
2
2021-10-01
Variable
1.25025
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAL9
600000.00
PA
USD
610387.88
0.4632306677897
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.849
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AP6
425000.00
PA
USD
457406.25
0.3471310777643
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.625
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LI
549300X48KLHDDGPK024
TEXTAINER MARINE CONTAINERS VII LTD
88315LAL2
338346.70
OU
Other Units
USD
338547.47
0.2569277270161
Long
ABS-MBS
CORP
BM
Y
2
2046-02-20
Fixed
1.68
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA LLC
12530MAE5
274168.96
OU
Other Units
USD
279240.21
0.2119187375608
Long
ABS-MBS
CORP
US
Y
2
2061-03-15
Fixed
1.53
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND
491798AE4
300000.00
PA
USD
330645.00
0.2509304479494
Long
DBT
USGSE
KE
Y
2
2024-06-24
Fixed
6.875
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAR0
350000.00
PA
USD
367959.35
0.2792487547753
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.125
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
90352JAF0
300000.00
PA
USD
329833.50
0.2503145908867
Long
DBT
CORP
CH
Y
2
2170-07-31
Variable
7.00
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320AM4
600000.00
PA
USD
643035.86
0.4880076105713
Long
DBT
CORP
US
N
2
2043-06-15
Variable
5.625
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TRUST 2021-A
88161FAF3
275000.00
OU
Other Units
USD
276121.34
0.2095517897884
Long
ABS-MBS
CORP
US
Y
2
2025-03-20
Fixed
1.18
N
N
N
N
N
N
8R8PR8JGMM0E18H0_1080000_L
N/A
HUF/USD FWD 20210915 229
N/A
93225000.00
NC
307994.40
0.2337406365072
Long
DFE
HU
N
2
BARCLAYS
N/A
307994.40
USD
93225000.00
HUF
2021-09-15
-17001.24
N
N
N
NMFVRAIKH7HP298O_1080000_L
N/A
SGD/USD FWD 20210915 816
N/A
460000.00
NC
339474.34
0.2576311397527
Long
DFE
SG
N
2
HSBC SECURITIES INC
N/A
339474.34
USD
460000.00
SGD
2021-09-15
-7249.83
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
QZ3177313
300000.00
PA
USD
311398.50
0.2363240487404
Long
DBT
CORP
GB
N
2
2169-12-15
Variable
7.875
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787AU1
150000.00
PA
USD
150221.30
0.1140047425503
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55
N
N
N
N
N
N
8R8PR8JGMM0E18H0_1080000_S
N/A
HUF/USD FWD 20210915 229
N/A
-93225000.00
NC
-307994.40
-0.2337406365072
Short
DFE
HU
N
2
BARCLAYS
N/A
93225000.00
HUF
307994.40
USD
2021-09-15
7249.93
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DD4
500000.00
PA
USD
501752.24
0.380785780347
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.167
N
N
N
N
N
N
G3TO1H5UDBVGM5VC_1080000_S
N/A
COP/USD FWD 20210915 63259
N/A
-1170000000.00
NC
-300946.96
-0.2283922499412
Short
DFE
CO
N
2
CITIBANK
N/A
1170000000.00
COP
300946.96
USD
2021-09-15
8444.25
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC
125581GX0
275000.00
PA
USD
339220.75
0.2574386872665
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.125
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38144GAE1
350000.00
PA
USD
357875.00
0.271595620862
Long
DBT
CORP
US
N
2
2169-11-10
Variable
3.80
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE AUTO RECEIVABLES TRUST 2020-1
26208QAF4
250000.00
OU
Other Units
USD
254323.25
0.1930089583888
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
2.36
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAJ7
500000.00
PA
USD
500609.59
0.3799186095858
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80
N
N
N
N
N
N
M185MHBI86583H1J_1080000_S
N/A
MXN/USD FWD 20210915 050
N/A
-5600000.00
NC
-279545.49
-0.2121504182067
Short
DFE
MX
N
2
MORGAN STANLEY & COMPANY LLC
N/A
5600000.00
MXN
279545.49
USD
2021-09-15
-8828.38
N
N
N
VHFFPCLS9UD9V245_1080000_S
N/A
SGD/USD FWD 20210915 00000816
N/A
-460000.00
NC
-339474.34
-0.2576311397527
Short
DFE
SG
N
2
HSBC SECURITIES INC
N/A
460000.00
SGD
339474.34
USD
2021-09-15
2459.37
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABB0
300000.00
PA
USD
326608.50
0.2478670997871
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2
30165XAE5
475000.00
OU
Other Units
USD
476970.68
0.3619787578556
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
0.98
N
N
N
N
N
N
7IHFQAE947H9B9KQ_1080000_S
N/A
CLP/USD FWD 20210915 229
N/A
-249475000.00
NC
-328294.69
-0.2491467695599
Short
DFE
CL
N
2
BARCLAYS
N/A
249475000.00
CLP
328294.69
USD
2021-09-15
9793.13
N
N
N
HPEFS EQUIPMENT TRUST
N/A
HPEFS EQUIPMENT TRUST 2021-2
40441JAE1
500000.00
OU
Other Units
USD
500850.95
0.3801017805786
Long
ABS-MBS
CORP
US
Y
2
2028-09-20
Fixed
0.88
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UCE7
575000.00
PA
USD
638316.93
0.4844263581141
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90
N
N
N
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
AFRICA FINANCE CORP
00830YAD3
225000.00
PA
USD
226687.50
0.1720358569449
Long
DBT
CORP
XX
Y
2
2028-04-28
Fixed
2.875
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48128BAF8
614000.00
PA
USD
648510.12
0.4921620920061
Long
DBT
CORP
US
N
2
2170-02-01
Variable
5.00
N
N
N
N
N
N
G4M752538FTMT1F9_1080000_S
N/A
PLN/USD FWD 20210915 050
N/A
-1180000.00
NC
-306343.61
-0.2324878322181
Short
DFE
PL
N
2
MORGAN STANLEY & COMPANY LLC
N/A
1180000.00
PLN
306343.61
USD
2021-09-15
4683.71
N
N
N
SANTANDER DRIVE AUTO RECEIVABL
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-2
80285RAF5
215000.00
OU
Other Units
USD
217401.64
0.1649887066495
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
1.46
N
N
N
N
N
N
ANH900051UB6KU18_1080000_S
N/A
KRW/USD FWD 20210915 229
N/A
-368400000.00
NC
-320039.46
-0.242881776707
Short
DFE
KR
N
2
BARCLAYS
N/A
368400000.00
KRW
320039.46
USD
2021-09-15
5057.61
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
AFRICAN EXPORT-IMPORT BANK/THE
00831TAC5
200000.00
PA
USD
207395.80
0.1573951549149
Long
DBT
CORP
XX
Y
2
2031-05-17
Fixed
3.798
N
N
N
N
N
N
1I054FOAPS6ST4VS_1080000_L
N/A
KRW/USD FWD 20210915 2467
N/A
375000000.00
NC
325773.06
0.2472330743718
Long
DFE
KR
N
2
JP MORGAN CHASE BANK
N/A
325773.06
USD
375000000.00
KRW
2021-09-15
-10293.62
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BL5
500000.00
PA
USD
502084.66
0.3810380578637
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.25
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGI
549300VZ0HS3D307K776
CARLYLE US CLO 2017-1 LTD
14314BAL1
500000.00
OU
Other Units
USD
500396.50
0.3797568930343
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Variable
1.13425
N
N
N
N
N
N
LQ29DFE5SCKBNFGO_1080000_L
N/A
COP/USD FWD 20210915 00000816
N/A
1170000000.00
NC
300946.96
0.2283922499412
Long
DFE
CO
N
2
HSBC SECURITIES INC
N/A
300946.96
USD
1170000000.00
COP
2021-09-15
-23377.36
N
N
N
DT AUTO OWNER TRUST
N/A
DT AUTO OWNER TRUST 2020-1
23344EAE6
500000.00
OU
Other Units
USD
510553.35
0.3874650480654
Long
ABS-MBS
CORP
US
Y
2
2025-11-17
Fixed
2.29
N
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES INC
42250PAC7
515000.00
PA
USD
517711.20
0.3928972261019
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.35
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAM1
500000.00
PA
USD
515687.50
0.3913614159504
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.125
N
N
N
N
N
N
96P0LJL8K06PFJVD_1080000_S
N/A
PLN/USD FWD 20210915 00955
N/A
-1275000.00
NC
-331006.86
-0.2512050678345
Short
DFE
PL
N
2
BANK OF AMERICA
N/A
1275000.00
PLN
331006.86
USD
2021-09-15
2629.76
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607HVC3
650000.00
PA
USD
650599.98
0.4937481117734
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBM1
400000.00
PA
USD
419400.00
0.3182876797471
Long
DBT
CORP
US
N
2
2169-08-15
Variable
4.70
N
N
N
N
N
N
METALSA SA DE CV
549300F2FONGJR575V67
METALSA SA DE CV
59132VAB4
200000.00
PA
USD
197232.00
0.1496817254456
Long
DBT
CORP
MX
Y
2
2031-05-04
Fixed
3.75
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC
83088MAK8
150000.00
PA
USD
152823.05
0.1159792417653
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST
92348KAC7
500000.00
OU
Other Units
USD
502483.30
0.381340590531
Long
ABS-MBS
CORP
US
N
2
2027-05-20
Fixed
0.89
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AL2
450000.00
PA
USD
492990.45
0.3741363530472
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INTERNATIONAL LLC / EMC CORP
24703TAA4
400000.00
PA
USD
432493.95
0.328224835122
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45
N
N
N
N
N
N
TMRITRFBDMAG2SP3_1080000_L
N/A
CLP/USD FWD 20210915 00000816
N/A
250000000.00
NC
328985.56
0.2496710790718
Long
DFE
CL
N
2
HSBC SECURITIES INC
N/A
328985.56
USD
250000000.00
CLP
2021-09-15
-17260.44
N
N
N
Z91ZC0NV9_1080000_S
N/A
ICE CDS Buy protection CDX HY CDSI S36 5Y PRC 6/20/2026 - BOAML - CON
N/A
-2385000.00
NC
USD
-221842.65
-0.1683590422924
Short
DCR
US
N
2
BANK OF AMERICA
N/A
CDX.NA.HY.36
2I65BRYP9
Y
2026-06-20
0.00
USD
232996.75
USD
-2385000.00
USD
11154.10
N
N
N
96P0LJL8K06PFJVD_1080000_L
N/A
PLN/USD FWD 20210915 00955
N/A
1275000.00
NC
331006.86
0.2512050678345
Long
DFE
PL
N
2
BANK OF AMERICA
N/A
331006.86
USD
1275000.00
PLN
2021-09-15
-12779.37
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
450000.00
PA
USD
493319.34
0.3743859516047
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80
N
N
N
N
N
N
H03LH3BE3NUF64LT_1080000_L
N/A
CNH/USD FWD 20210915 00000816
N/A
4270000.00
NC
657896.54
0.499285558489
Long
DFE
CN
N
2
HSBC SECURITIES INC
N/A
657896.54
USD
4270000.00
CNY
2021-09-15
-6767.31
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-N2
14686KAD9
375000.00
OU
Other Units
USD
376603.28
0.2858087367105
Long
ABS-MBS
CORP
US
N
2
2028-03-10
Fixed
1.07
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SE
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2020-2PAC
63875DAA9
490000.00
OU
Other Units
USD
515178.21
0.3909749096738
Long
ABS-MBS
CORP
US
Y
2
2038-12-01
Fixed
2.966
N
N
N
N
N
N
TRP LLC
N/A
TRP 2021 LLC
87267CAA6
299590.41
OU
Other Units
USD
301746.62
0.2289991214863
Long
ABS-MBS
CORP
US
Y
2
2051-06-19
Fixed
2.07
N
N
N
N
N
N
TRIUMPH RAIL LLC
N/A
TRP 2021-2 A
89683LAA8
324017.14
OU
Other Units
USD
328386.64
0.2492165515154
Long
ABS-MBS
CORP
US
Y
2
2051-06-19
Fixed
2.15
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC
36166NAG8
300000.00
PA
USD
327402.86
0.2484699490987
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.45
N
N
N
N
N
N
G4M752538FTMT1F9_1080000_L
N/A
PLN/USD FWD 20210915 050
N/A
1180000.00
NC
306343.61
0.2324878322181
Long
DFE
PL
N
2
MORGAN STANLEY & COMPANY LLC
N/A
306343.61
USD
1180000.00
PLN
2021-09-15
-11801.44
N
N
N
B8BPIAEE2IHJ1AGJ_1080000_L
N/A
MXN/USD FWD 20210915 00000816
N/A
5598481.27
NC
279469.68
0.2120928850903
Long
DFE
MX
N
2
HSBC SECURITIES INC
N/A
279469.68
USD
5598481.27
MXN
2021-09-15
1247.35
N
N
N
HERTZ VEHICLE FINANCING LLC
5493004IHDYOZ9K9WF47
HERTZ VEHICLE FINANCING LLC
42806MAA7
650000.00
OU
Other Units
USD
655377.19
0.4973735936202
Long
ABS-MBS
CORP
US
Y
2
2025-12-26
Fixed
1.21
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMAX AUTO OWNER TRUST 2021-3
14317DAF7
500000.00
OU
Other Units
USD
501011.00
0.3802232444392
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
1.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZC7
4850000.00
PA
USD
4963482.43
3.7668462234398
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.125
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAM5
500000.00
PA
USD
497771.86
0.3777650223243
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAP8
500000.00
PA
USD
527878.74
0.4006134939019
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90
N
N
N
N
N
N
Z91ZC0LQ2_1080000_S
N/A
ICE - CDS Buy Protection on CDX IG S36 20/06/2026 - MS - CON
N/A
-2600000.00
NC
USD
-63224.33
-0.0479817007612
Short
DCR
US
N
2
MORGAN STANLEY & COMPANY LLC
N/A
CDX.NA.IG.36-V1
2I65BYDY8
Y
2026-06-20
-60172.68
USD
0.00
USD
-2600000.00
USD
-3051.65
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG
225401AM0
500000.00
PA
USD
521673.55
0.3959043009417
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.593
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCL3
4675000.00
PA
USD
4679565.42
3.5513782063829
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.375
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING XIII LLC
68785BAD5
600000.00
OU
Other Units
USD
600278.84
0.4555587963398
Long
ABS-MBS
CORP
US
Y
2
2028-09-11
Fixed
1.27
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD
78397PAB7
200000.00
PA
USD
200317.80
0.1520235759991
Long
DBT
CORP
KY
Y
2
2026-06-17
Fixed
1.602
N
N
N
N
N
N
CONTINENTAL RESOURCES INC/OK
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK
212015AN1
300000.00
PA
USD
314950.50
0.2390197040539
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BW5
690000.00
PA
USD
690300.21
0.5238770914876
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45
N
N
N
N
N
N
9RJFBGKFSREAT4M2_1080000_S
N/A
EUR/USD FWD 20210831 63259
N/A
-3069483.37
NC
-3643428.20
-2.7650412687255
Short
DFE
XX
N
2
CITIBANK
N/A
3069483.37
EUR
3643428.20
USD
2021-08-31
-15808.39
N
N
N
OE77UO207MRGBU6G_1080000_L
N/A
CAD/USD FWD 20210831 816
N/A
195000.00
NC
156295.25
0.1186143359036
Long
DFE
CA
N
2
HSBC SECURITIES INC
N/A
156295.25
USD
195000.00
CAD
2021-08-31
1314.08
N
N
N
AOCBQRG2JGKOEGI5_1080000_S
N/A
CNH/USD FWD 20210915 816
N/A
-4270000.00
NC
-657896.54
-0.499285558489
Short
DFE
CN
N
2
HSBC SECURITIES INC
N/A
4270000.00
CNY
657896.54
USD
2021-09-15
-6276.65
N
N
N
OE77UO207MRGBU6G_1080000_S
N/A
CAD/USD FWD 20210831 816
N/A
-3753650.00
NC
-3008603.35
-2.2832650919197
Short
DFE
CA
N
2
HSBC SECURITIES INC
N/A
3753650.00
CAD
3008603.35
USD
2021-08-31
-16948.72
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C30
46644UAZ1
500000.00
OU
Other Units
USD
540632.90
0.4102927785789
Long
ABS-MBS
CORP
US
N
2
2048-07-01
Fixed
3.5508
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE
N/A
HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP
432891AK5
200000.00
PA
USD
207627.00
0.1575706153621
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.875
N
N
N
N
N
N
AERCAP IRELAND CAP LTD/A
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAS4
700000.00
PA
USD
696423.70
0.5285242813399
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75
N
N
N
N
N
N
CK HUTCHISON EUR FIN 18
2549003J58N9TB141B68
CK HUTCHISON EUROPE FINANCE 18 LTD
AS1624210
300000.00
PA
373531.74
0.2834777082416
Long
DBT
CORP
KY
N
2
2025-04-13
Fixed
1.25
N
N
N
N
N
N
CNH CAPITAL CANADA RECEIVABLES
984500F690CEB062EF31
CNH CAPITAL CANADA RECEIVABLES TRUST
12614ADF4
425000.00
OU
Other Units
340248.68
0.2582187956467
Long
ABS-MBS
CORP
CA
Y
2
2026-11-16
Fixed
1.001
N
N
N
N
N
N
GMF CANADA LEASING TRUST
549300KHZQ7YBTEOJU80
GMF CANADA LEASING TRUST
36252MBV1
550000.00
OU
Other Units
448380.49
0.3402813204721
Long
ABS-MBS
CORP
CA
Y
2
2025-11-20
Fixed
1.685
N
N
N
N
N
N
SILVER ARROW CANADA LP
N/A
SILVER ARROW CANADA LP
827314AL9
365000.00
OU
Other Units
297780.43
0.2259891324244
Long
ABS-MBS
CORP
CA
Y
2
2026-08-15
Fixed
2.399
N
N
N
N
N
N
MBARC CREDIT CANADA INC
549300T0LAPKEKVWBV33
MBARC CREDIT CANADA INC
552755BM1
193930.90
OU
Other Units
155915.56
0.1183261846182
Long
ABS-MBS
CORP
CA
Y
2
2023-10-16
Fixed
2.715
N
N
N
N
N
N
FORD AUTO SECURITIZATION TRUST
549300UXPSVB9J11GQ87
FORD AUTO SECURITIZATION TRUST
BCC2PUF63
450000.00
OU
Other Units
364066.81
0.27629465958
Long
ABS-MBS
CORP
CA
Y
2
2026-06-15
Fixed
1.872
N
N
N
N
N
N
BMW CANADA AUTO TRUST
N/A
BMW CANADA AUTO TRUST
05570XBV7
400000.00
OU
Other Units
318941.97
0.2420488784103
Long
ABS-MBS
CORP
CA
Y
2
2025-12-20
Fixed
0.755
N
N
N
N
N
N
WPC EUROBOND BV
5493005XDMOLBARL5M14
WPC EUROBOND BV
ZR5454437
300000.00
PA
373973.40
0.2838128893017
Long
DBT
CORP
NL
N
2
2028-04-15
Fixed
1.35
N
N
N
N
N
N
MBARC CREDIT CANADA INC
549300T0LAPKEKVWBV33
MBARC CREDIT CANADA INC
552755BS8
325000.00
OU
Other Units
260205.80
0.1974732959913
Long
ABS-MBS
CORP
CA
Y
2
2026-02-17
Fixed
0.932
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
ZP6060526
525000.00
PA
623338.64
0.4730591545597
Long
DBT
USGSE
PH
N
2
2023-02-03
Fixed
0.00
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA
AV0034091
525000.00
PA
667599.70
0.5066494027489
Long
DBT
CORP
ID
N
2
2025-10-25
Fixed
2.875
N
N
N
N
N
N
GMF CANADA LEASING TRUST
549300KHZQ7YBTEOJU80
GMF CANADA LEASING TRUST
36252MCJ7
850000.00
OU
Other Units
680517.79
0.516453095865
Long
ABS-MBS
CORP
CA
Y
2
2026-05-20
Fixed
1.264
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
BG5374981
875000.00
PA
1047128.82
0.7946785944545
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
0.00
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BR3
130000.00
PA
155022.42
0.1176483699823
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
0.375
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
HELLENIC REPUBLIC GOVERNMENT BOND
AO4795248
250000.00
PA
311045.43
0.2360560996916
Long
DBT
USGSE
GR
Y
2
2022-08-01
Fixed
4.375
N
N
N
N
N
N
DREYFUS INSTITUTIONAL PREFERRE
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Plus Money Market Fund
N/A
6590394.65
OU
Other Units
USD
6590394.65
5.0015293795108
Long
STIV
RF
US
N
1
2099-12-01
Variable
0.05358
N
N
N
N
N
N
DUU1 COMDTY
N/A
EURO-SCHATZ FUT SEP21
N/A
-3.00
NC
-399843.36
-0.3034459115801
Short
DIR
DE
N
1
N/A
N/A
Short
DUU1 COMDTY_REF
EURO-SCHATZ FUT SEP21
2021-09-08
-337065.00
EUR
-715.63
N
N
N
TYU1 COMDTY
N/A
US 10YR NOTE (CBT)SEP21
N/A
-30.00
NC
USD
-4033593.90
-3.061142688301
Short
DIR
US
N
1
N/A
N/A
Short
TYU1 COMDTY_REF
US 10YR NOTE (CBT)SEP21
2021-09-21
-4033593.90
USD
-75529.80
N
N
N
YMU1 COMDTY
N/A
AUST 3YR BOND FUT SEP21
N/A
-51.00
NC
-4381734.84
-3.3253510145232
Short
DIR
AU
N
1
N/A
N/A
Short
YMU1 COMDTY_REF
AUST 3YR BOND FUT SEP21
2021-09-15
-5970886.20
AUD
-11883.99
N
N
N
UXYU1 COMDTY
N/A
US 10YR ULTRA FUT SEP21
N/A
-20.00
NC
USD
-3005000.00
-2.2805304664767
Short
DIR
US
N
1
N/A
N/A
Short
UXYU1 COMDTY_REF
US 10YR ULTRA FUT SEP21
2021-09-21
-3005000.00
USD
-80328.15
N
N
N
TUU1 COMDTY
N/A
US 2YR NOTE (CBT) SEP21
N/A
38.00
NC
USD
8384937.50
6.3634294270392
Long
DIR
US
N
1
N/A
N/A
Long
TUU1 COMDTY_REF
US 2YR NOTE (CBT) SEP21
2021-09-30
8384937.50
USD
-70.22
N
N
N
FVU1 COMDTY
N/A
US 5YR NOTE (CBT) SEP21
N/A
10.00
NC
USD
1244453.10
0.9444303522966
Long
DIR
US
N
1
N/A
N/A
Long
FVU1 COMDTY_REF
US 5YR NOTE (CBT) SEP21
2021-09-30
1244453.10
USD
1469.20
N
N
N
OEU1 COMDTY
N/A
EURO-BOBL FUTURE SEP21
N/A
-14.00
NC
-2247991.20
-1.7060274276111
Short
DIR
DE
N
1
N/A
N/A
Short
OEU1 COMDTY_REF
EURO-BOBL FUTURE SEP21
2021-09-08
-1895040.00
EUR
-21607.85
N
N
N
99VVB9HH4
N/A
DREYFUS INST PREF GOVT PLUS MMF - SL #4134
99VVB9HH4
2459789.33
OU
Other Units
USD
2459789.33
1.866763563454
Long
RF
US
N
1
N
N
2021-09-27
BNY Mellon Advantage Funds, Inc.
James Windels
James Windels
Fund Treasurer