Form NPORT-P BNY Mellon Investment For: Jul 31

September 28, 2021 6:50 AM EDT

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		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
		
	





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