NPORT-P false 0000914775 XXXXXXXX S000031204 C000096886 C000096887 C000096888 C000130432 BNY Mellon Advantage Funds, Inc. 811-07123 0000914775 549300SWCD16M4CV8Q16 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Global Dynamic Bond Income Fund S000031204 549300L2EIM746N6ER82 2024-10-31 2024-01-31 N 122722119.02 1628649.83 121093469.19 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 321898.63 CAD MXN MYR NOK CNY CHF USD NZD IDR UYU GBP COP INR CZK EUR AUD PEN SEK BRL KRW JPY N 0 0 MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEX3 373000.00 PA USD 375469.68 0.3100660031556 Long DBT CORP US Y 2 2025-03-21 Floating 6.25402 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 800000.00 PA USD 794041.17 0.6557258416257 Long DBT CORP US Y 2 2033-05-30 Fixed 5.55 N N N N N N KWG GROUP HOLDINGS 549300LK82ZOM9ZE7H90 BZ0453481 260000.00 PA USD 22880.00 0.0188944954282 Long DBT CORP KY N 2 2024-08-30 Fixed 7.875 Y Y N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167FV0 1520000.00 PA USD 1508178.17 1.2454661511378 Long DBT CORP XX N 2 2033-01-12 Fixed 4.00 N N N N N N GREENLAND GLB INVST 549300RR3CIGB2A33O28 BK5388552 373860.63 PA USD 54677.12 0.0451528231586 Long DBT CORP VG N 2 2029-04-22 Fixed 7.125 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 233000.00 PA USD 135285.63 0.1117200051372 Long DBT CORP CL Y 2 2029-04-15 Fixed 4.375 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 140000.00 PA USD 125696.66 0.103801353484 Long DBT CORP US Y 2 2031-02-15 Fixed 4.50 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 AX2152962 1280000.00 PA USD 1279624.96 1.0567249981022 Long DBT USGSE UZ N 2 2024-02-20 Fixed 4.75 N N N N N N SPDR BLOOMBERG EMERGING MARKETS LOCAL BOND ETF 549300UZIXAGB0EPMT96 78464A391 40232.00 NS USD 840044.16 0.6937154956572 Long EC RF US N 1 N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 AO9863728 843000.00 PA USD 821225.37 0.6781747814256 Long DBT USGSE AZ N 2 2029-09-01 Fixed 5.125 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 AX2850722 830000.00 PA USD 829679.62 0.6851563718091 Long DBT CORP NL N 2 2170-04-16 Variable 6.75 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 960000.00 PA USD 923499.48 0.7626335971521 Long DBT CORP US N 2 2026-04-22 Variable 2.083 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 UV5159024 920000.00 PA USD 922879.60 0.7621216950618 Long DBT CORP FR N 2 2170-02-19 Variable 7.375 N N N N N N SOCIALIST REP OF VIETNAM 5493008AE7RS4XK4BZ08 EK5906749 213000.00 PA USD 210869.99 0.1741382020108 Long DBT USGSE VN N 2 2024-11-19 Fixed 4.80 N N N N N N ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF 54930070R8WH6MNUJG74 464288281 54000.00 NS USD 4750920.00 3.9233494851366 Long EC RF US N 1 N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 272000.00 PA USD 238668.85 0.1970947331812 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75 N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 280000.00 PA USD 238941.53 0.1973199146067 Long DBT CORP US N 2 2030-08-15 Fixed 2.875 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGE8 274000.00 PA USD 275335.71 0.2273745329469 Long DBT CORP US N 2 2026-03-20 Floating 6.13402 N N N N N SINGAPORE AIRLINES LTD 549300ZG62N2599PWR15 BN5063639 328000.00 PA USD 311388.54 0.2571472616012 Long DBT CORP SG N 2 2026-07-20 Fixed 3.00 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBV1 260000.00 PA USD 242584.71 0.2003284831317 Long DBT CORP GB N 2 2081-06-04 Variable 3.25 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 281000.00 PA USD 254664.26 0.2103038765867 Long DBT CORP US Y 2 2029-04-01 Fixed 3.875 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 122000.00 PA USD 113862.49 0.094028596886 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25 N N N N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 EK7225882 460000.00 PA USD 393292.64 0.3247843526416 Long DBT USGSE TN N 2 2025-01-30 Fixed 5.75 N N N N N N TAJIKISTAN INT BOND 529900W1LSYUF3CYVU10 AO9419067 575000.00 PA USD 517500.00 0.4273558297252 Long DBT USGSE TJ N 2 2027-09-14 Fixed 7.125 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBD3 400000.00 PA USD 414002.48 0.3418867117849 Long DBT CORP US Y 2 2028-08-01 Fixed 8.00 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAF3 620000.00 PA USD 41462.50 0.0342400794009 Long DBT CORP US Y 2 2026-08-15 Fixed 5.375 Y Y N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 BZ8091978 918000.00 PA USD 953050.16 0.7870367959354 Long DBT CORP AE N 2 2033-04-28 Fixed 5.50 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 750000.00 PA USD 789556.24 0.652022148908 Long DBT CORP US N 2 2033-03-15 Fixed 6.10 N N N N N N OTP BANK NYRT 529900W3MOO00A18X956 ZM8879722 290000.00 PA USD 300295.00 0.2479861234537 Long DBT CORP HU N 2 2033-05-15 Variable 8.75 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DZ7 1178000.00 PA USD 802872.99 0.6630192324742 Long DBT CORP US N 2 2050-10-15 Fixed 3.00 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2446875.00 PA USD 2314495.44 1.9113296988531 Long DBT UST US N 2 2027-04-15 Fixed 0.125 N N N N N N EMERALD DEBT MERGER 98450099EE3A0ZD5F786 29103CAA6 130000.00 PA USD 131471.60 0.1085703472527 Long DBT CORP US Y 2 2030-12-15 Fixed 6.625 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAY9 940000.00 PA USD 922369.80 0.7617006979565 Long DBT CORP US N 2 2025-03-15 Fixed 3.788 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 120000.00 PA USD 126355.44 0.1043453795198 Long DBT CORP US Y 2 2028-07-01 Fixed 8.375 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAH7 1050000.00 PA USD 854967.47 0.7060392899129 Long DBT CORP US N 2 2050-04-01 Fixed 3.50 N N N N N N K33ROPQVPHFMDMRK_1035000_S N/A N/A -8357940.05 NC -1768954.48 -1.4608174097518 Short DFE MY N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 8357940.05 MYR 1768954.48 USD 2024-02-16 31045.53 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 360000.00 PA USD 360606.24 0.2977916500469 Long DBT CORP US Y 2 2030-01-15 Fixed 6.25 N N N N N N 9G89SM68O9O6R70C_1035000_S N/A N/A -1518581092.00 NC -10344923.33 -8.5429242379441 Short DFE JP N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1518581092.00 JPY 10344923.33 USD 2024-02-16 131168.01 N N N 2JT6U4RA17LC410U_1035000_S N/A N/A -486064.65 NC -297115.13 -0.245360160203 Short DFE NZ N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 486064.65 NZD 297115.13 USD 2024-02-16 -8068.13 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 JK9639853 950000.00 PA USD 924655.25 0.763588041688 Long DBT USGSE GT N 2 2026-05-03 Fixed 4.50 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 ZJ3567089 540000.00 PA USD 549567.71 0.4538376129415 Long DBT CORP GB N 2 2027-07-06 Variable 6.187 N N N N N N 0AS4JEV4RE4VVVO1_1035000_L N/A N/A 620000.00 NC 785829.53 0.6489446006101 Long DFE GB N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 785829.53 USD 620000.00 GBP 2024-02-16 27894.47 N N N DFHFFNE2EAE0QJ7K_1035000_S N/A N/A -12116065.62 NC -7406147.22 -6.1160583386866 Short DFE NZ N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 12116065.62 NZD 7406147.22 USD 2024-02-16 -224494.72 N N N 59LLT5FFEPV8HMGV_1035000_S N/A N/A -349311.00 NC -229291.45 -0.1893507978041 Short DFE AU N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 349311.00 AUD 229291.45 USD 2024-02-16 -7162.59 N N N FVABJGSA27B57D1A_1035000_S N/A N/A -193405.63 NC -209159.64 -0.1727257806709 Short DFE XX N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 193405.63 EUR 209159.64 USD 2024-02-16 -1160.86 N N N OO9J5Q14RQV5UMMD_1035000_S N/A N/A -16790474.67 NC -21281372.37 -17.5743353562765 Short DFE GB N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 16790474.67 GBP 21281372.37 USD 2024-02-16 -691312.97 N N N ALOPAMGJNUDLGIT3_1035000_S N/A N/A -80312860595.00 NC -5087919.09 -4.2016461532016 Short DFE ID N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 80312860595.00 IDR 5087919.09 USD 2024-02-16 43819.55 N N N H9A5KOSG26FB3LH4_1035000_S N/A N/A -17250885.61 NC -1658795.83 -1.3698474749264 Short DFE SE N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 17250885.61 SEK 1658795.83 USD 2024-02-16 -77644.24 N N N VFFBB1F3MAJKOTJM_1035000_S N/A N/A -22380396.05 NC -2128853.37 -1.7580249242506 Short DFE NO N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 22380396.05 NOK 2128853.37 USD 2024-02-16 -124436.91 N N N 4H6D1K4MCVCVRGD3_1035000_S N/A N/A -16148458072.72 NC -4134072.13 -3.4139513531596 Short DFE CO N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 16148458072.72 COP 4134072.13 USD 2024-02-16 -151365.92 N N N 3EB9M340CK4HB096_1035000_S N/A N/A -3427177.03 NC -198564.75 -0.1639764318655 Short DFE MX N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 3427177.03 MXN 198564.75 USD 2024-02-16 -5662.80 N N N M3F5TU3T0GJGEUV6_1035000_S N/A N/A -16391088.29 NC -1576120.18 -1.3015732314407 Short DFE SE N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 16391088.29 SEK 1576120.18 USD 2024-02-16 -7057.95 N N N 405N6L0TO30S4NQR_1035000_S N/A N/A -1482644.54 NC -1603414.51 -1.324113117516 Short DFE XX N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 1482644.54 EUR 1603414.51 USD 2024-02-16 24792.99 N N N AFROGHHGIEFNGL5T_1035000_S N/A N/A -24223234.00 NC -165014.24 -0.1362701400032 Short DFE JP N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 24223234.00 JPY 165014.24 USD 2024-02-16 2311.30 N N N D1KF5JVU62G2BNJD_1035000_S N/A N/A -9757361.32 NC -5964349.87 -4.9254100240878 Short DFE NZ N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 9757361.32 NZD 5964349.87 USD 2024-02-16 154925.42 N N N 6M67N9MH8M7S46RG_1035000_S N/A N/A -3837438.40 NC -2854872.22 -2.3575773649036 Short DFE CA N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 3837438.40 CAD 2854872.22 USD 2024-02-16 -66630.84 N N N HV4L1I10RPRPQEQA_1035000_S N/A N/A -7344039.97 NC -4820705.89 -3.9809792569706 Short DFE AU N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 7344039.97 AUD 4820705.89 USD 2024-02-16 -60297.76 N N N BTHLUFESEJAQDCRP_1035000_S N/A N/A -641367.41 NC -812912.02 -0.671309547441 Short DFE GB N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 641367.41 GBP 812912.02 USD 2024-02-16 -18530.03 N N N Q475QSD7M3189PID_1035000_S N/A N/A -7037620.96 NC -1848807.70 -1.5267608669292 Short DFE PE N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 7037620.96 PEN 1848807.70 USD 2024-02-16 -2729.07 N N N 6T3VLMGP70E58J14_1035000_S N/A N/A -145608288.76 NC -1752344.62 -1.4471008483954 Short DFE IN N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 145608288.76 INR 1752344.62 USD 2024-02-16 -9012.98 N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 130000.00 PA USD 124924.44 0.1031636477471 Long DBT CORP US Y 2 2029-06-15 Fixed 5.375 N N N N N N IE31J3P3PIKP40A7_1035000_S N/A N/A -39264954.70 NC -2274944.02 -1.8786678053054 Short DFE MX N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 39264954.70 MXN 2274944.02 USD 2024-02-16 -63320.07 N N N SVRQUUR03C4QTV2V_1035000_L N/A N/A 250565.61 NC 164473.93 0.1358239474846 Long DFE AU N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 164473.93 USD 250565.61 AUD 2024-02-16 -306.28 N N N 4H6D1K4MCVCVRGD3_1035000_L N/A N/A 6177221627.11 NC 1581394.31 1.3059286521213 Long DFE CO N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1581394.31 USD 6177221627.11 COP 2024-02-16 43597.63 N N N 9G89SM68O9O6R70C_1035000_L N/A N/A 406639087.00 NC 2770118.90 2.2875873641489 Long DFE JP N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 2770118.90 USD 406639087.00 JPY 2024-02-16 -9329.04 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CG2 480000.00 PA USD 473342.98 0.3908905931642 Long DBT CORP US N 2 2024-07-30 Fixed 2.50 N N N N N N 11F500SHCNOM88C2_1035000_S N/A N/A -387246.04 NC -254192.42 -0.209914227167 Short DFE AU N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 387246.04 AUD 254192.42 USD 2024-02-16 3171.61 N N N PF4T7IJ19JHK4QVU_1035000_L N/A N/A 303513.04 NC 384692.76 0.3176824997856 Long DFE GB N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 384692.76 USD 303513.04 GBP 2024-02-16 555.36 N N N VA4V699HRR25HS4L_1035000_S N/A N/A -109557.60 NC -138860.64 -0.114672278306 Short DFE GB N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 109557.60 GBP 138860.64 USD 2024-02-16 -1587.93 N N N 0QKH30QFR75571TE_1035000_S N/A N/A -600351.86 NC -649253.99 -0.5361593770026 Short DFE XX N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 600351.86 EUR 649253.99 USD 2024-02-16 6843.24 N N N HISK52HS3HBE1EBT_1035000_S N/A N/A -85826.51 NC -56337.43 -0.0465239210478 Short DFE AU N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 85826.51 AUD 56337.43 USD 2024-02-16 2037.81 N N N 405N6L0TO30S4NQR_1035000_L N/A N/A 1580871.61 NC 1709642.75 1.4118372868792 Long DFE XX N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 1709642.75 USD 1580871.61 EUR 2024-02-16 -6677.03 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 ZL3654445 796000.00 PA USD 824082.88 0.6805345370913 Long DBT USGSE MA N 2 2033-09-08 Fixed 6.50 N N N N N N MF0DDSM2GQGQOOBL_1035000_L N/A N/A 1774886.55 NC 1919461.32 1.5851072174571 Long DFE XX N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1919461.32 USD 1774886.55 EUR 2024-02-16 -30906.49 N N N 11F500SHCNOM88C2_1035000_L N/A N/A 148818.42 NC 97685.99 0.0806699078434 Long DFE AU N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 97685.99 USD 148818.42 AUD 2024-02-16 -592.74 N N N Q475QSD7M3189PID_1035000_L N/A N/A 3890561.03 NC 1022064.02 0.844029018936 Long DFE PE N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1022064.02 USD 3890561.03 PEN 2024-02-16 -18866.81 N N N DFHFFNE2EAE0QJ7K_1035000_L N/A N/A 491513.49 NC 300445.82 0.2481106718716 Long DFE NZ N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 300445.82 USD 491513.49 NZD 2024-02-16 -8.86 N N N BON3U72NK8CCPFJD_1035000_L N/A N/A 106311.67 NC 79090.84 0.0653138773949 Long DFE CA N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 79090.84 USD 106311.67 CAD 2024-02-16 85.13 N N N 6T3VLMGP70E58J14_1035000_L N/A N/A 138236206.29 NC 1663624.20 1.3738347832695 Long DFE IN N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1663624.20 USD 138236206.29 INR 2024-02-16 -218.44 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 800000.00 PA USD 820191.01 0.6773205982835 Long DBT USGSE CO N 2 2034-02-02 Fixed 7.50 N N N N N N HV4L1I10RPRPQEQA_1035000_L N/A N/A 2929986.88 NC 1923274.53 1.5882561981788 Long DFE AU N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 1923274.53 USD 2929986.88 AUD 2024-02-16 -41487.42 N N N REPUBLIC OF NAMIBIA 549300T6Y4CWK77SML15 QJ3100972 410000.00 PA USD 405338.30 0.334731759451 Long DBT USGSE NA N 2 2025-10-29 Fixed 5.25 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 140000.00 PA USD 131984.36 0.1089937887508 Long DBT CORP US Y 2 2029-06-30 Fixed 5.875 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ZG2711163 450000.00 PA USD 480193.07 0.3965474547983 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20 N N N N N N BBG01H4B5XF8 N/A N/A 182.00 NC USD 42656.25 0.0352258881385 Long DIR US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Put Purchased CASHUSD US Dollar 100000.00 111.00 USD 2024-02-23 XXXX -86264.79 N N N 1M9JHP3N78J4KT7F_1035000_L N/A N/A 3025966.56 NC 1986276.61 1.6402838429572 Long DFE AU N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1986276.61 USD 3025966.56 AUD 2024-02-16 -12142.57 N N N VA4V699HRR25HS4L_1035000_L N/A N/A 537973.56 NC 681863.73 0.5630887731279 Long DFE GB N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 681863.73 USD 537973.56 GBP 2024-02-16 -3753.45 N N N 1M9JHP3N78J4KT7F_1035000_S N/A N/A -361895.19 NC -237551.85 -0.1961723052357 Short DFE AU N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 361895.19 AUD 237551.85 USD 2024-02-16 8683.34 N N N ROMANIA 315700IASY927EDWBK92 BW6685174 860000.00 PA USD 861906.62 0.7117696980401 Long DBT USGSE RO N 2 2034-05-25 Fixed 6.00 N N N N N N IE31J3P3PIKP40A7_1035000_L N/A N/A 2107155.31 NC 122084.96 0.1008187814063 Long DFE MX N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 122084.96 USD 2107155.31 MXN 2024-02-16 2191.26 N N N 0AS4JEV4RE4VVVO1_1035000_S N/A N/A -1219048.40 NC -1545103.60 -1.2759594801728 Short DFE GB N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 1219048.40 GBP 1545103.60 USD 2024-02-16 9803.24 N N N 7629K5S05DT9UHQO_1035000_S N/A N/A -1080284.22 NC -1168279.62 -0.9647750847462 Short DFE XX N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 1080284.22 EUR 1168279.62 USD 2024-02-16 14158.87 N N N RVCT21TRMFOQN745_1035000_S N/A N/A -57500580.99 NC -3331484.88 -2.751168087168 Short DFE MX N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 57500580.99 MXN 3331484.88 USD 2024-02-16 5092.60 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83371GAA9 600000.00 PA USD 641638.20 0.5298701939022 Long DBT CORP FR Y 2 2172-05-14 Variable 10.00 N N N N N N HISK52HS3HBE1EBT_1035000_L N/A N/A 203722.49 NC 133725.61 0.1104317275692 Long DFE AU N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 133725.61 USD 203722.49 AUD 2024-02-16 -2139.27 N N N 3SPUG05M3PF5VMTK_1035000_L N/A N/A 4120360.54 NC 238726.61 0.1971424318725 Long DFE MX N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 238726.61 USD 4120360.54 MXN 2024-02-16 3939.66 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 ZG0292620 590000.00 PA USD 632612.75 0.5224169017797 Long DBT CORP CH N 2 2172-05-13 Variable 9.25 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 ZF0967975 1010000.00 PA USD 1021433.99 0.8435087348908 Long DBT CORP KR N 2 2029-01-16 Fixed 5.50 N N N N N N 59LLT5FFEPV8HMGV_1035000_L N/A N/A 305030.86 NC 200225.50 0.1653478931104 Long DFE AU N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 200225.50 USD 305030.86 AUD 2024-02-16 -4896.68 N N N VUL1DK8SQS8PR8TJ_1035000_S N/A N/A -2177777.32 NC -2528202.51 -2.0878107852646 Short DFE CH N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 2177777.32 CHF 2528202.51 USD 2024-02-16 -7475.20 N N N MHGLDPTSMIT3AIE5_1035000_L N/A N/A 165723.82 NC 179222.98 0.1480038363743 Long DFE XX N 2 BARCLAYS AC28XWWI3WIBK2824319 179222.98 USD 165723.82 EUR 2024-02-16 -180.51 N N N IEP6JSGT0LREBECQ_1035000_L N/A N/A 2203787.42 NC 1347101.82 1.1124479536434 Long DFE NZ N 2 BARCLAYS AC28XWWI3WIBK2824319 1347101.82 USD 2203787.42 NZD 2024-02-16 -29683.96 N N N QJ9B2QBB96UC4JKL_1035000_S N/A N/A -157817.97 NC -200029.07 -0.1651856795729 Short DFE GB N 2 HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 157817.97 GBP 200029.07 USD 2024-02-16 -77.16 N N N 0QKH30QFR75571TE_1035000_L N/A N/A 1337883.02 NC 1446861.33 1.1948301916512 Long DFE XX N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 1446861.33 USD 1337883.02 EUR 2024-02-16 -4792.69 N N N RVCT21TRMFOQN745_1035000_L N/A N/A 43856797.96 NC 2540987.53 2.098368761748 Long DFE MX N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 2540987.53 USD 43856797.96 MXN 2024-02-16 -2806.98 N N N 5PPOMMMH0OA2OCF2_1035000_L N/A N/A 220595588.00 NC 1502747.83 1.2409817309322 Long DFE JP N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 1502747.83 USD 220595588.00 JPY 2024-02-16 -43565.70 N N N 5FM91845DT02VO6H_1035000_L N/A N/A 16330786.45 NC 1570321.73 1.2967848229173 Long DFE SE N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 1570321.73 USD 16330786.45 SEK 2024-02-16 -34795.77 N N N JA5J7800RIC9AGPT_1035000_L N/A N/A 1726657.56 NC 1055448.24 0.8715979871251 Long DFE NZ N 2 RBS SECURITIES ZE2ZWJ5BTIQJ8M0C6K34 1055448.24 USD 1726657.56 NZD 2024-02-16 -568.62 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 5107364.90 PA USD 4604911.53 3.8027744690134 Long DBT UST US N 2 2031-01-15 Fixed 0.125 N N N N N N 492FEGA59M2B5S4B_1035000_S N/A N/A -378506.30 NC -231368.29 -0.1910658696522 Short DFE NZ N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 378506.30 NZD 231368.29 USD 2024-02-16 3700.93 N N N IVORY COAST 254900ICW11T82O6H590 ZF4885009 660000.00 PA USD 659010.00 0.5442159716854 Long DBT USGSE CI N 2 2037-01-30 Fixed 8.25 N N N N N N RG2TGRBAJHQ75CIC_1035000_S N/A N/A -328232.54 NC -354968.98 -0.2931363535741 Short DFE XX N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 328232.54 EUR 354968.98 USD 2024-02-16 2475.72 N N N MCU8C9EFN6DI4H3E_1035000_L N/A N/A 11112268.00 NC 75699.32 0.0625131318033 Long DFE JP N 2 BARCLAYS AC28XWWI3WIBK2824319 75699.32 USD 11112268.00 JPY 2024-02-16 353.54 N N N 492FEGA59M2B5S4B_1035000_L N/A N/A 1577115.84 NC 964038.37 0.7961109516875 Long DFE NZ N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 964038.37 USD 1577115.84 NZD 2024-02-16 -20613.56 N N N RG2TGRBAJHQ75CIC_1035000_L N/A N/A 431723.79 NC 466890.19 0.3855618251942 Long DFE XX N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 466890.19 USD 431723.79 EUR 2024-02-16 -4877.86 N N N 0H6T3SD5MM6K24BG_1035000_L N/A N/A 31028274.00 NC 211371.73 0.1745525431006 Long DFE JP N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 211371.73 USD 31028274.00 JPY 2024-02-16 872.69 N N N MPPKVOFN02PB79AD_1035000_S N/A N/A -2175136723.00 NC -1631460.63 -1.3472738380632 Short DFE KR N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 2175136723.00 KRW 1631460.63 USD 2024-02-16 22132.74 N N N OV57APSDA2VL8LAV_1035000_S N/A N/A -3518292.84 NC -2617443.06 -2.1615063780963 Short DFE CA N 2 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 3518292.84 CAD 2617443.06 USD 2024-02-16 23427.03 N N N MPPKVOFN02PB79AD_1035000_L N/A N/A 2172869541.00 NC 1629760.13 1.3458695509357 Long DFE KR N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1629760.13 USD 2172869541.00 KRW 2024-02-16 -59086.09 N N N 219B5BEFRBA2IBJE_1035000_L N/A N/A 232437367.00 NC 1583416.75 1.3075987999943 Long DFE JP N 2 CITIBANK N A MBNUM2BPBDO7JBLYG310 1583416.75 USD 232437367.00 JPY 2024-02-16 -9552.12 N N N GQBP27LC0DMBP328_1035000_L N/A N/A 5066049.62 NC 6421050.66 5.3025573575112 Long DFE GB N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 6421050.66 USD 5066049.62 GBP 2024-02-16 -548.51 N N N 5PPOMMMH0OA2OCF2_1035000_S N/A N/A -40492834.00 NC -275846.49 -0.2277963393444 Short DFE JP N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 40492834.00 JPY 275846.49 USD 2024-02-16 9957.41 N N N 4AB1TPEMQDOGG789_1035000_S N/A N/A -277164.81 NC -181933.93 -0.1502425615658 Short DFE AU N 2 HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 277164.81 AUD 181933.93 USD 2024-02-16 445.78 N N N BBG01H4B5XQ6 N/A N/A 42.00 NC USD 15750.00 0.0130064817742 Long DIR US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Put Purchased CASHUSD US Dollar 100000.00 111.50 USD 2024-02-23 XXXX -17831.31 N N N BNE5PRAB6P43J0P4_1035000_L N/A N/A 74822.45 NC 94834.99 0.0783155281902 Long DFE GB N 2 BARCLAYS AC28XWWI3WIBK2824319 94834.99 USD 74822.45 GBP 2024-02-16 258.46 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368D6Y5 610000.00 PA USD 600911.83 0.4962380168142 Long DBT CORP CA Y 2 2025-07-25 Fixed 3.75 N N N N N N IFFIM 549300ILK2NRULX3HX87 BP0704505 989000.00 PA USD 918525.12 0.7585257290455 Long DBT CORP GB N 2 2026-04-21 Fixed 1.00 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 AO0807757 465000.00 PA USD 18018.75 0.014880034506 Long DBT CORP KY N 2 2024-07-03 Fixed 4.75 Y Y N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 92735LAA0 461000.00 PA USD 466697.99 0.3854031048261 Long DBT CORP US Y 2 2029-04-15 Fixed 6.75 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 AZ8054472 844000.00 PA USD 837627.80 0.6917200453525 Long DBT USGSE OM N 2 2025-02-01 Fixed 4.875 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 140000.00 PA USD 129782.91 0.1071758129221 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 AM1560102 490000.00 PA USD 404029.99 0.3336513461069 Long DBT USGSE EG N 2 2027-01-31 Fixed 7.50 N N N N N N 0CPJV5SIOQ3DIU01_1035000_L N/A N/A 803066.78 NC 1017734.33 0.8404535247091 Long DFE GB N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1017734.33 USD 803066.78 GBP 2024-02-01 569.95 N N N GQBP27LC0DMBP328_1035000_S N/A N/A -1825187.66 NC -2313365.11 -1.910396262882 Short DFE GB N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 1825187.66 GBP 2313365.11 USD 2024-02-16 -7666.21 N N N MF0DDSM2GQGQOOBL_1035000_S N/A N/A -23625505.14 NC -25549939.17 -21.0993535331878 Short DFE XX N 2 STATE STREET GLOBAL MARKETS LLC 54ZMQ1M7YQYKOZC8E043 23625505.14 EUR 25549939.17 USD 2024-02-16 -145833.85 N N N Z969ANHG4_1035000_S N/A N/A -2271256.02 NC USD -126070.16 -0.1041097929089 Short DCR US N 2 BNP PARIBAS SECURITIES CORP RCNB6OTYUAMMP879YW96 CDX HY CDSI S41 5Y 12/20/2028 2I65BRZP8 Y 2028-12-20 0.00 USD 135545.26 USD -2271256.02 USD 9475.10 N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 ZH5726810 1900000.00 PA 1302380.34 1.0755165812918 Long DBT USGSE AU Y 2 2036-07-21 Fixed 5.25 N N N N N N CANADIAN GOVERNMENT RRB 4BFD7AQU0A75QLAHK410 135087WV2 2538852.75 PA 2224076.18 1.8366607174416 Long DBT USGSE CA N 2 2031-12-01 Fixed 4.00 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 ZJ0428889 23000000.00 PA 3355865.41 2.7713017328246 Long DBT USGSE BR N 2 2027-07-01 Fixed 0.00 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PHN6 875000.00 PA 621172.23 0.5129692246452 Long DBT USGSE CA Y 2 2025-06-15 Fixed 0.95 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 AT4969925 5710000.00 PA 3035291.36 2.5065690002138 Long DBT USGSE AU N 2 2041-05-21 Fixed 2.75 N N N N N N DIRECT LINE INSURANCE GR 213800FF2R23ALJQOP04 AQ1607094 260000.00 PA 262169.70 0.2165019317339 Long DBT CORP GB N 2 2170-06-07 Variable 4.75 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGE6 780000.00 PA 937311.81 0.7740399348286 Long DBT CORP US N 2 2026-12-04 Fixed 2.90 N N N N N N NZ LOCAL GOVT FUND AGENC 254900ZJG39H1CAH6K02 AN1028702 1240000.00 PA 663927.39 0.5482767934893 Long DBT USGSE NZ N 2 2033-04-14 Fixed 3.50 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ZQ5986752 560000.00 PA 685674.29 0.5662355654574 Long DBT CORP GB N 2 2172-03-27 Variable 5.125 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 BQ3772713 29285000000.00 PA 1831296.09 1.5122996328783 Long DBT USGSE ID N 2 2032-04-15 Fixed 6.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ZL3191307 470000.00 PA 597209.42 0.4931805356595 Long DBT CORP GB N 2 2172-06-15 Variable 9.25 N N N N N N ICELAND BONDCO PLC 2138002DRBYIA8QXHO36 ZJ9849861 190000.00 PA 258352.12 0.2133493422297 Long DBT CORP GB N 2 2027-12-15 Fixed 10.875 N N N N N N DEUCE FINCO 9845007DA2BC863E8437 BP8782677 306000.00 PA 366765.68 0.3028781671326 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50 N N N N N N TESCO PLC 2138002P5RNKC5W2JZ46 EC4688452 160000.00 PA 411540.97 0.3398539762324 Long DBT CORP GB N 2 2025-11-05 Fixed 5.36883 N N N N N N COVENTRY BLDG SOCIETY 2138004G59FXEAZ6IO10 AX8737626 450000.00 PA 562578.74 0.4645822303738 Long DBT CORP GB N 2 2170-09-18 Variable 6.875 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 ZF2682507 500000.00 PA 639530.27 0.5281294476719 Long DBT CORP ES N 2 2031-01-17 Fixed 5.375 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 N/A 1010000.00 PA 734667.55 0.6066946094733 Long DBT USGSE NZ N 2 2040-09-20 Fixed 2.54186 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 AO1968996 11199600000.00 PA 2485082.28 2.0522017385601 Long DBT USGSE CO N 2 2032-06-30 Fixed 7.00 N N N N N N MEXICO CETES 254900EGTWEU67VP6075 BZ6249677 4970000.00 PA 2684944.94 2.2172499953628 Long DBT USGSE MX N 2 2024-10-03 Fixed N/A N N N N N N MOTABILITY OPERATIONS GR AZ3NL8JCZDCNUXFWI720 ZF3240099 279000.00 PA 370013.42 0.3055601779972 Long DBT CORP GB N 2 2054-01-24 Fixed 5.625 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 BR2219516 830000.00 PA 347315.49 0.2868160374983 Long DBT USGSE NZ N 2 2051-05-15 Fixed 2.75 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 ZQ5985093 774000.00 PA 854856.60 0.7059477325393 Long DBT CORP GB N 2 2028-11-20 Fixed 2.375 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 BK4327957 3260000.00 PA 1274991.52 1.052898664584 Long DBT USGSE NZ N 2 2041-05-15 Fixed 1.75 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 EI2160261 3820000.00 PA 841847.61 0.695204799756 Long DBT USGSE MY N 2 2030-04-15 Fixed 4.498 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ZK7619123 480000.00 PA 643644.32 0.5315268645826 Long DBT CORP IT N 2 2033-05-31 Fixed 6.625 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 ZO3886223 230000.00 PA 260150.84 0.2148347402549 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 BM9458266 482000.00 PA 604074.78 0.4988500073874 Long DBT CORP US N 2 2024-06-14 Fixed 2.748 N N N N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 LW2394333 827600000.00 PA 3709388.78 3.0632442895659 Long DBT USGSE JP N 2 2056-03-20 Fixed 0.40 N N N N N N JERROLD FINCO PLC 213800F7AYNHLL1BPR31 ZP7634485 165000.00 PA 203961.16 0.1684328323932 Long DBT CORP GB N 2 2026-01-15 Fixed 4.875 N N N N N N HISCOX LTD 5493007JXOLJ0QCY2D70 BZ0261512 375000.00 PA 484280.32 0.3999227400448 Long DBT CORP BM N 2 2027-09-22 Fixed 6.00 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950VEM4 142750000.00 PA 1709828.46 1.4119906477509 Long DBT CORP XX N 2 2024-11-25 Fixed 6.30 N N N N N N INVESTEC PLC 2138007Z3U5GWDN3MY22 AP3490574 400000.00 PA 468449.84 0.3868497972132 Long DBT CORP GB N 2 2169-12-05 Variable 6.75 N N N N N JERROLD FINCO PLC 213800F7AYNHLL1BPR31 BN5134158 165000.00 PA 196035.47 0.16188773128 Long DBT CORP GB N 2 2027-01-15 Fixed 5.25 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 AM7523740 52100000.00 PA 2654567.88 2.1921643650615 Long DBT USGSE MX N 2 2047-11-07 Fixed 8.00 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 EH5295793 870000.00 PA 1067714.36 0.881727451647 Long DBT USGSE GB N 2 2049-12-07 Fixed 4.25 N N N N N N VIRGIN MEDIA VENDOR FIN 635400SSKC2QCGEPIQ43 BJ8379676 300000.00 PA 348197.01 0.2875440040896 Long DBT CORP IE N 2 2028-07-15 Fixed 4.875 N N N N N N TRITAX BIG BOX REIT PLC 213800L6X88MIYPVR714 BM6831903 519000.00 PA 470284.57 0.3883649325977 Long DBT CORP GB N 2 2033-11-27 Fixed 1.50 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 BG0207897 9810000.00 PA 821335.02 0.678265331313 Long DBT USGSE NO Y 2 2030-08-19 Fixed 1.375 N N N N N N OCADO GROUP PLC 213800LO8F61YB8MBC74 BR6433402 294000.00 PA 325040.10 0.2684208340666 Long DBT CORP GB N 2 2026-10-08 Fixed 3.875 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 QZ2927965 1420000.00 PA 699236.10 0.5774350216219 Long DBT USGSE NZ N 2 2037-04-15 Fixed 2.75 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 AZ8693832 50184000000.00 PA 3189132.78 2.6336125319823 Long DBT USGSE ID N 2 2025-06-15 Fixed 6.50 N N N N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 BW8435917 587550000.00 PA 3048201.46 2.5172302688076 Long DBT USGSE JP N 2 2062-03-20 Fixed 1.00 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAA2 520000.00 PA 653614.72 0.5397605043212 Long DBT CORP US N 2 2028-11-20 Fixed 4.80 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 EK7957005 14130000.00 PA 1310322.47 1.0820752586946 Long DBT USGSE NO Y 2 2025-03-13 Fixed 1.75 N N N N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 EI8757755 1287227.70 PA 1630814.27 1.3467400685673 Long DBT USGSE GB N 2 2029-03-22 Fixed 0.125 N N N N N N HEATHROW FINANCE PLC 549300F740QSGMPHQJ60 EK5349379 136000.00 PA 172360.04 0.1423363631027 Long DBT CORP GB N 2 2025-03-03 Variable 5.75 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 ZS0184482 3114000.00 PA 806057.22 0.6656487962495 Long DBT USGSE PE N 2 2032-08-12 Fixed 6.15 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 BM6584122 260000.00 PA 302599.76 0.2498894135448 Long DBT CORP GB N 2 2172-02-26 Variable 4.25 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 AZ4602308 4490000.00 PA 946967.31 0.7820135275125 Long DBT USGSE MY N 2 2034-07-05 Fixed 3.828 N N N N N N TESCO PROPERTY FIN 3 PLC 213800HCQGDQGFP75D78 EI3117419 555015.45 PA 707266.19 0.5840663371286 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 EJ7263811 980000.00 PA 803469.24 0.6635116207128 Long DBT USGSE NZ N 2 2030-09-20 Fixed 3.00 N N N N N N IQVIA INC 549300PLWY28YB00C717 BJ9491819 120000.00 PA 123278.26 0.1018042185302 Long DBT CORP US N 2 2028-06-15 Fixed 2.875 N N N N N N CIE DE SAINT-GOBAIN SA NFONVGN05Z0FMN5PEC35 BY1919095 600000.00 PA 631836.28 0.5217756863573 Long DBT CORP FR N 2 2025-08-10 Fixed 1.625 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 BN4846273 440000.00 PA 387819.57 0.3202646456445 Long DBT USGSE BJ N 2 2032-01-19 Fixed 4.875 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 BH4728524 140000.00 PA 80616.57 0.0665738379941 Long DBT CORP LU N 2 2027-05-15 Fixed 8.00 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 BN5128630 324000.00 PA 337427.72 0.2786506343051 Long DBT CORP SE N 2 2027-02-15 Fixed 3.25 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 BU3617661 1130000.00 PA 819634.09 0.676860689088 Long DBT USGSE ES Y 2 2052-10-31 Fixed 1.90 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 ZG1129284 298000.00 PA 348879.76 0.2881078247519 Long DBT CORP AT N 2 2029-03-30 Fixed 10.50 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 ZG4010176 200000.00 PA 219347.73 0.1811391906328 Long DBT CORP FR N 2 2027-06-05 Fixed 3.75 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 BK2987380 233000.00 PA 245885.73 0.2030544930661 Long DBT CORP DE N 2 2027-07-15 Fixed 4.375 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 BP4849777 130000.00 PA 124456.76 0.1027774336902 Long DBT CORP LU N 2 2029-07-15 Fixed 3.00 N N N N N N ARDAGH METAL PACKAGING N/A BO2884316 280000.00 PA 237800.21 0.1963774030017 Long DBT CORP US N 2 2029-09-01 Fixed 3.00 N N N N N N ALBION FINANCING 1SARL / N/A BR9345504 209000.00 PA 224014.20 0.1849928006014 Long DBT CORP LU N 2 2026-10-15 Fixed 5.25 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BG0391683 600000.00 PA 560369.10 0.4627574911746 Long DBT CORP IT N 2 2170-06-03 Variable 3.875 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 BN7192709 230000.00 PA 126693.53 0.1046245770704 Long DBT CORP SE N 2 2172-05-01 Variable 2.625 N N N N N N SAMHALLSBYGGNADS 549300HX9MRFY47AH564 BM9761636 455000.00 PA 95295.05 0.0786954495873 Long DBT CORP SE N 2 2172-03-14 Variable 2.625 N N N N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 BP1553455 200000.00 PA 86044.47 0.0710562432272 Long DBT CORP GB N 2 2027-04-27 Fixed 5.00 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 BS3572465 250000.00 PA 250609.32 0.2069552732086 Long DBT CORP US N 2 2029-02-01 Fixed 2.625 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 ZK3486816 110000.00 PA 123222.67 0.1017583118431 Long DBT CORP FR N 2 2028-05-15 Fixed 6.375 N N N N N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 ZR7968624 200000.00 PA 208243.54 0.1719692576263 Long DBT CORP DE N 2 2170-04-01 Variable 3.625 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 BQ5072864 1880000.00 PA 1306067.50 1.0785614688689 Long DBT USGSE XX N 2 2041-07-04 Fixed 0.45 N N N N N N ANACAP FIN EU SA 2221001M75L4SO9QJ626 AO3128813 200000.00 PA 140327.81 0.1158838795672 Long DBT CORP LU N 2 2024-08-01 Floating 8.972 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ZQ2339088 762000.00 PA 833888.36 0.688631984514 Long DBT CORP US N 2 2030-06-15 Fixed 3.625 N N N N N N CBRE GI OPEN END FUND 529900J5H3JGJ83AUZ88 BN6470585 864000.00 PA 809192.99 0.6682383413512 Long DBT CORP LU N 2 2028-01-27 Fixed 0.50 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 ZF3624185 760000.00 PA 826979.48 0.682926573606 Long DBT CORP NL N 2 2028-07-23 Fixed 3.375 N N N N N N CEDACRI MERGECO SPA 213800Z5DANXME2K6X50 BP4653245 204000.00 PA 218269.20 0.1802485315351 Long DBT CORP IT N 2 2028-05-15 Floating 8.627 N N N N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 BY8969697 779000.00 PA 833583.87 0.6883805341244 Long DBT CORP DK N 2 2031-09-13 Fixed 3.25 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 AX5204828 100000.00 PA 107751.19 0.0889818342151 Long DBT CORP NL N 2 2172-03-14 Variable 4.375 N N N N N N TRITAX EUROBOX PLC 213800HK59N7H979QU33 BP7959839 476000.00 PA 473645.69 0.3911405736149 Long DBT CORP GB N 2 2026-06-02 Fixed 0.95 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ZR5945228 273000.00 PA 229286.37 0.1893466026976 Long DBT CORP FR N 2 2028-01-15 Fixed 3.375 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 ZM4790261 908000.00 PA 1013523.26 0.8369759878707 Long DBT CORP IE N 2 2029-07-23 Variable 4.625 N N N N N N TELEPERFORMANCE SE 9695004GI61FHFFNRG61 ZG1108791 100000.00 PA 114401.32 0.0944735672082 Long DBT CORP FR N 2 2028-11-22 Fixed 5.25 N N N N N N IHG FINANCE LLC 213800DXTXQ1YC8UP313 ZG2081724 860000.00 PA 967179.95 0.7987052947359 Long DBT CORP US N 2 2029-11-28 Fixed 4.375 N N N N N N CHROME BIDCO SASU 9845000C1FYE89DC8677 BP4523166 186000.00 PA 176888.98 0.1460763996466 Long DBT CORP FR N 2 2028-05-31 Fixed 3.50 N N N N N N FABBRICA ITA SINTETICI 8156004D7056C63EC525 BT9871315 170000.00 PA 177069.11 0.1462251525077 Long DBT CORP IT N 2 2027-08-01 Fixed 5.625 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 AM2935816 536000.00 PA 579132.40 0.4782523813 Long DBT CORP MX N 2 2024-02-07 Fixed 2.625 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 BR8159815 213000.00 PA 231597.86 0.191255450479 Long DBT CORP FR N 2 2028-10-15 Fixed 5.625 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 ZF4880653 100000.00 PA 107913.30 0.0891157060094 Long DBT CORP NL N 2 2031-02-15 Fixed 6.75 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 ZF4880661 280000.00 PA 302675.43 0.2499519024639 Long DBT CORP NL N 2 2031-02-15 Floating 0.00 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 BJ4988181 480000.00 PA 524244.46 0.4329254612215 Long DBT CORP IE N 2 2172-11-19 Variable 7.50 N N N N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 EK7815401 2284930.40 PA 2434445.08 2.010385115138 Long DBT USGSE DE N 2 2026-04-15 Fixed 0.10 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 51446991.00 PA 1244226.85 1.0274929427017 Long DBT USGSE UY N 2 2031-05-21 Fixed 8.25 N N N N N N FRENCH GOVERNMENT BOND FUTURES N/A N/A -49.00 NC -6904181.63 -5.7015309547099 Short DIR DE N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCO 8NAV47T0Y26Q87Y0QP81 Short OATH4 COMDTY_REF EURO-OAT FUTURE MAR24 2024-03-07 -6388620.00 EUR -144647.32 N N N CNH4 COMDTY N/A N/A -25.00 NC -2262449.33 -1.8683495857651 Short DIR CA N 1 N/A N/A Short CNH4 COMDTY_REF CAN 10YR BOND FUT MAR24 2024-03-19 -3041750.00 CAD -53450.48 N N N TSE JAPANESE 10 YEAR BOND FUTURES N/A N/A -17.00 NC -16892580.51 -13.9500343189399 Short DIR JP N 1 N/A N/A Short JBH4 COMDTY_REF JPN 10Y BOND(OSE) MAR24 2024-03-13 -2486250000.00 JPY -113807.58 N N N WNH4 COMDTY N/A N/A -40.00 NC USD -5168750.00 -4.268396994961 Short DIR US N 1 N/A N/A Short WNH4 COMDTY_REF US ULTRA BOND CBT MAR24 2024-03-19 -5168750.00 USD -137066.80 N N N TUH4 COMDTY N/A N/A 196.00 NC USD 40308625.00 33.2871997719004 Long DIR US N 1 N/A N/A Long TUH4 COMDTY_REF US 2YR NOTE (CBT) MAR24 2024-03-28 40308625.00 USD 288270.81 N N N YMH4 COMDTY N/A N/A -43.00 NC -3016893.87 -2.491376199047 Short DIR AU N 1 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Short YMH4 COMDTY_REF AUST 3YR BOND FUT MAR24 2024-03-15 -4598573.08 AUD -32381.30 N N N EUREX 10 YEAR EURO BUND FUTURE N/A N/A -73.00 NC -10717355.93 -8.8504821950257 Short DIR DE N 1 N/A N/A Short RXH4 COMDTY_REF EURO-BUND FUTURE MAR24 2024-03-07 -9917050.00 EUR -196561.12 N N N G H4 COMDTY N/A N/A -25.00 NC -3167299.53 -2.6155824514618 Short DIR GB N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCO 8NAV47T0Y26Q87Y0QP81 Short G H4 COMDTY_REF LONG GILT FUTURE MAR24 2024-03-26 -2499250.00 GBP -31860.33 N N N FVH4 COMDTY N/A N/A 284.00 NC USD 30782938.92 25.420808509252 Long DIR US N 1 N/A N/A Long FVH4 COMDTY_REF US 5YR NOTE (CBT) MAR24 2024-03-28 30782938.92 USD 240539.24 N N N EURO-BTP ITALIAN BOND FUTURES N/A N/A -40.00 NC -5143267.44 -4.2473532837101 Short DIR DE N 1 N/A N/A Short IKH4 COMDTY_REF EURO-BTP FUTURE MAR24 2024-03-07 -4759200.00 EUR -158949.55 N N N TYH4 COMDTY N/A N/A -171.00 NC USD -19208110.23 -15.8622181348704 Short DIR US N 1 N/A N/A Short TYH4 COMDTY_REF US 10YR NOTE (CBT)MAR24 2024-03-19 -19208110.23 USD -292985.40 N N N XMH4 COMDTY N/A N/A 93.00 NC 7085251.39 5.8510598774596 Long DIR AU N 1 N/A N/A Long XMH4 COMDTY_REF AUST 10Y BOND FUT MAR24 2024-03-15 10799864.94 AUD 177663.96 N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 N/A 1855831.05 OU Other Units USD 1855831.05 1.5325608081209 Long STIV RF US N 1 2099-12-01 Variable 5.396736 N N N N N N X9X9USD05574 N/A N/A 836939.07 OU Other Units USD 836939.07 0.6911512863561 Long RF US N 1 N N 2023-03-26 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX