Form NPORT-P BNY Mellon Investment For: Apr 30

Article Stock Quotes (1)

FREE Breaking News Alerts from StreetInsider.com!

StreetInsider.com Top Tickers, 4/16/2024

1. SPY
2. TSLA
3. JNJ
4. AMD
5. GS

6. MS
7. BAC
8. BK
9. UNH
10. SCHW

Top News Most Read Special Reports

June 24, 2021 8:50 AM EDT

E-mail


	
		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
			2021-04-30
			N
		
		
			130493556.95
			610387.46
			129883169.49
			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
			106254.67
			
				
					CAD
					
					
				
				
					USD
					
					
				
				
					SGD
					
					
				
				
					THB
					
					
				
				
					CNY
					
					
				
				
					CHF
					
					
				
				
					MXN
					
					
				
				
					GBP
					
					
				
				
					COP
					
					
				
				
					RUB
					
					
				
				
					ZAR
					
					
				
				
					EUR
					
					
				
				
					AUD
					
					
				
				
					NZD
					
					
				
				
					PLN
					
					
				
				
					KRW
					
					
				
				
					CLP
					
					
				
				
					JPY
					
					
				
			
			
			
			
				
				
				
				
				
				
				
			
			
				
					
						UST
					
				
			
			
				
					
					
				
				
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
				
				
				
				
			
			
			
			
		
		
			
				AFRICAN EXPORT-IMPORT BA
				21380068LJCDYA42GJ76
				AFRICAN EXPORT-IMPORT BANK/THE
				AU8210364
				
					
					
				
				350000.00
				PA
				USD
				379247.75
				0.2919914500771
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2023-10-11
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NYT MORTGAGE TRUST
				N/A
				BF 2019-NYT MORTGAGE TRUST
				62954PAA8
				
					
					
				
				610000.00
				OU
				Other Units
				USD
				612250.23
				0.4713853476197
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2035-12-15
					Variable
					1.315
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTLAKE AUTOMOBILE RECEIVABLE
				N/A
				WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-1
				96042JAG1
				
					
					
				
				85683.18
				OU
				Other Units
				USD
				85796.54
				0.0660567033718
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2022-10-17
					Fixed
					3.26
					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
				412605.04
				0.3176739847203
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-11-15
					Fixed
					3.13
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICAN EXPORT-IMPORT BA
				21380068LJCDYA42GJ76
				AFRICAN EXPORT-IMPORT BANK/THE
				LW1408654
				
					
					
				
				325000.00
				PA
				USD
				325617.50
				0.2507003034177
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2021-05-24
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KOREA DEVELOPMENT BANK
				549300ML2LNRZUCS7149
				KOREA DEVELOPMENT BANK/THE
				500630CV8
				
					
					
				
				200000.00
				PA
				USD
				204605.79
				0.1575306414244
				Long
				DBT
				USGSE
				KR
				
				N
				
				2
				
					2022-03-19
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS MEXICANOS
				549300CAZKPF4HKMPX17
				PETROLEOS MEXICANOS
				71654QCD2
				
					
					
				
				350000.00
				PA
				USD
				363592.25
				0.2799379253121
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2023-09-21
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICREDIT AUTOMOBILE RECEIVA
				N/A
				AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-1
				03066GAF6
				
					
					
				
				650000.00
				OU
				Other Units
				USD
				677155.57
				0.5213574419679
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-02-18
					Fixed
					3.36
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVITATION HOMES TRUST
				N/A
				INVITATION HOMES 2017-SFR2 TRUST
				46187BAB9
				
					
					
				
				300000.00
				OU
				Other Units
				USD
				300767.70
				0.2315678784102
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-12-17
					Variable
					1.265
					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
				719835.20
				0.5542174577556
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2047-12-01
					Fixed
					3.147
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY BAML TRUST
				N/A
				MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17
				61763UAY8
				
					
					
				
				685000.00
				OU
				Other Units
				USD
				712930.60
				0.5489014495098
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2047-08-01
					Fixed
					3.443
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GS MORTGAGE SECURITIES TRUST
				N/A
				GS MORTGAGE SECURITIES TRUST 2016-GS2
				36252TAP0
				
					
					
				
				23254.43
				OU
				Other Units
				USD
				23250.20
				0.0179008566631
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2049-05-01
					Fixed
					2.635
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO COMMERCIAL MORTGAG
				5493001SKB2HKIF64L70
				WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C27
				94989DAV1
				
					
					
				
				582928.07
				OU
				Other Units
				USD
				614575.82
				0.473175872142
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2048-02-01
					Fixed
					3.19
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON OWNER TRUST
				549300AUOVO1I366IH69
				VERIZON OWNER TRUST 2019-A
				92347YAD6
				
					
					
				
				800000.00
				OU
				Other Units
				USD
				826815.20
				0.6365837877583
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2023-09-20
					Fixed
					3.22
					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
				710744.58
				0.5472183830982
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2050-06-01
					Fixed
					2.98551
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN HOMES 4 RENT
				N/A
				AMERICAN HOMES 4 RENT 2014-SFR3 TRUST
				02665XAA7
				
					
					
				
				287457.07
				OU
				Other Units
				USD
				308544.81
				0.2375556519074
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-12-01
					Fixed
					3.678
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMM MORTGAGE TRUST
				N/A
				COMM 2016-COR1 MORTGAGE TRUST
				12594MAZ1
				
					
					
				
				850288.00
				OU
				Other Units
				USD
				855850.16
				0.6589384624355
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2049-10-01
					Fixed
					2.499
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHESAPEAKE FUNDING II LLC
				5493000HT7H4OFOD6Z12
				CHESAPEAKE FUNDING II LLC
				165183BZ6
				
					
					
				
				184783.63
				OU
				Other Units
				USD
				184166.73
				0.1417941452484
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2031-04-15
					Variable
					0.51463
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				06738EBE4
				
					
					
				
				325000.00
				PA
				USD
				335172.05
				0.2580565683114
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2023-02-15
					Variable
					4.61
					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
				609648.00
				0.4693818316829
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-11-15
					Fixed
					2.62
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SCF EQUIPMENT TRUST LLC
				N/A
				SCF EQUIPMENT LEASING 2019-1 LLC
				78397AAB0
				
					
					
				
				138621.81
				OU
				Other Units
				USD
				139008.51
				0.107025806766
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-10-20
					Fixed
					3.23
					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
				511430.90
				0.3937622572718
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2024-03-15
					Fixed
					3.04
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WF-RBS COMMERCIAL MORTGAGE TRU
				549300GADFYEKC4OLM57
				WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14
				92890PAF1
				
					
					
				
				444990.25
				OU
				Other Units
				USD
				454991.49
				0.3503082745721
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2046-06-01
					Fixed
					2.977
					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
				510528.15
				0.3930672095581
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-05-22
					Fixed
					3.30
					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
				100271.25
				0.0772011111168
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-12-15
					Variable
					1.365
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CONN FUNDING II, L.P
				N/A
				CONN'S RECEIVABLES FUNDING 2019-A LLC
				20827DAA8
				
					
					
				
				22826.41
				OU
				Other Units
				USD
				22934.34
				0.0176576688804
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-10-16
					Fixed
					3.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC REMICS
				3137B4XF8
				
					
					
				
				225124.14
				OU
				Other Units
				USD
				225367.95
				0.1735158996234
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2031-01-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ING GROEP NV
				549300NYKK9MWM7GGW15
				ING GROEP NV
				456837AP8
				
					
					
				
				280000.00
				PA
				USD
				302852.76
				0.2331732134264
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-04-09
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ONEMAIN FINANCIAL ISSUANCE TRU
				N/A
				ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1
				68267DAA4
				
					
					
				
				111295.20
				OU
				Other Units
				USD
				112256.78
				0.0864290426856
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2031-02-14
					Fixed
					3.48
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UBS COMMERCIAL MORTGAGE TRUST
				N/A
				UBS COMMERCIAL MORTGAGE TRUST 2012-C1
				90269GAC5
				
					
					
				
				456384.80
				OU
				Other Units
				USD
				462643.30
				0.3561995767554
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2045-05-01
					Fixed
					3.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NATWEST GROUP PLC
				2138005O9XJIJN4JPN90
				NATWEST GROUP PLC
				780097BD2
				
					
					
				
				325000.00
				PA
				USD
				348944.52
				0.2686603055424
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2023-09-12
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NAVIENT STUDENT LOAN TRUST
				54930094LU45XF2CP718
				NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A
				63939CAB3
				
					
					
				
				279389.98
				OU
				Other Units
				USD
				284736.33
				0.2192249628016
				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
				499292.45
				0.3844165891243
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-04-15
					Variable
					1.115
					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
				506824.90
				0.3902159933347
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2023-03-20
					Fixed
					3.12
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARLETTE FUNDING TRUST
				549300Y3KZXU3NUCX480
				MARLETTE FUNDING TRUST 2019-2
				57109HAA0
				
					
					
				
				67282.90
				OU
				Other Units
				USD
				67699.82
				0.0521236279233
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2029-07-16
					Fixed
					3.13
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KEURIG DR PEPPER INC
				DYTQ8KRTKO7Y2BVU5K74
				KEURIG DR PEPPER INC
				49271VAG5
				
					
					
				
				177000.00
				PA
				USD
				189413.12
				0.1458334599808
				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
				402951.61
				0.3102415898705
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-11-15
					Variable
					1.11463
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SLST
				N/A
				SEASONED LOANS STRUCTURED TRANSACTION SERIES 2018-2
				35564CAN7
				
					
					
				
				88775.43
				OU
				Other Units
				USD
				93396.03
				0.0719077231998
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2028-11-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				00206RHP0
				
					
					
				
				880000.00
				PA
				USD
				960707.44
				0.7396704621332
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-12-15
					Variable
					4.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC REMICS
				31398E4W1
				
					
					
				
				166451.61
				OU
				Other Units
				USD
				172722.61
				0.1329830575264
				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
				
					
					
				
				695871.30
				OU
				Other Units
				USD
				685437.61
				0.5277339725319
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-06-15
					Variable
					1.865
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF INDONESIA
				529900FWX0GRR7WG5W79
				INDONESIA GOVERNMENT INTERNATIONAL BOND
				EI6588996
				
					
					
				
				330000.00
				PA
				USD
				329981.11
				0.2540599457925
				Long
				DBT
				USGSE
				ID
				
				N
				
				2
				
					2021-05-05
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NAVISTAR FINANCIAL DEALER NOTE
				549300S28N49H5RT4J50
				NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II
				63938PBH1
				
					
					
				
				675000.00
				OU
				Other Units
				USD
				675205.94
				0.5198563775824
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-05-25
					Variable
					0.74613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OMAN GOV INTERNTL BOND
				549300SZ20F0QTKNQC75
				OMAN GOVERNMENT INTERNATIONAL BOND
				68205LAA1
				
					
					
				
				200000.00
				PA
				USD
				210250.00
				0.1618762468036
				Long
				DBT
				USGSE
				OM
				
				Y
				
				2
				
					2025-02-01
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HEWLETT PACKARD ENTERPRISE CO
				549300BX44RGX6ANDV88
				HEWLETT PACKARD ENTERPRISE CO
				42824CBC2
				
					
					
				
				25000.00
				PA
				USD
				25251.30
				0.0194415489698
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2021-10-05
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				N/A
				OSCAR US FUNDING XI LLC
				68784EAB4
				
					
					
				
				79688.00
				OU
				Other Units
				USD
				79847.04
				0.0614760482928
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2022-08-10
					Fixed
					2.49
					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
				328297.73
				0.2527638733248
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-06-16
					Fixed
					2.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CSAIL COMMERCIAL MORTGAGE TRUS
				549300UFJ8EKD81Y8R30
				CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST
				126281AY0
				
					
					
				
				480678.87
				OU
				Other Units
				USD
				503985.93
				0.3880302058988
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2050-04-01
					Fixed
					3.2361
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINOPEC GRP DEV 2018
				549300C6OZZ8LTVR8209
				SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
				82939GAF5
				
					
					
				
				300000.00
				PA
				USD
				313419.59
				0.2413088556667
				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
				562569.15
				0.4331347565731
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-08-21
					Fixed
					2.58
					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
				687183.89
				0.5290784731372
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-11-17
					Fixed
					2.51
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				31418ARF7
				
					
					
				
				184343.43
				OU
				Other Units
				USD
				190546.63
				0.1467061750557
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2023-03-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CONSUMER LOAN UNDERLYING BOND
				N/A
				CONSUMER LOAN UNDERLYING BOND CLUB CREDIT TRUST 2019-P2
				21054PAB1
				
					
					
				
				53150.51
				OU
				Other Units
				USD
				53331.94
				0.04106147102
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2026-10-15
					Fixed
					2.47
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MMAF EQUIPMENT FINANCE LLC
				N/A
				MMAF EQUIPMENT FINANCE LLC 2017-B
				55316AAC4
				
					
					
				
				7708.61
				OU
				Other Units
				USD
				7721.13
				0.0059446732246
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2022-10-17
					Fixed
					2.21
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VOLKSWAGEN GROUP AMERICA
				5493002SQ1AVQBY41K40
				VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
				928668AW2
				
					
					
				
				400000.00
				PA
				USD
				401269.96
				0.308946849369
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2021-09-24
					Variable
					1.0505
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIAMONDBACK ENERGY INC
				549300R22LSX6OHWEN64
				DIAMONDBACK ENERGY INC
				25278XAL3
				
					
					
				
				680000.00
				PA
				USD
				721465.18
				0.5554724163514
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-12-01
					Fixed
					2.875
					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
				557997.66
				0.4296150626682
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-10-15
					Variable
					1.435
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO COMMERCIAL MORTGAG
				N/A
				WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51
				95001VAQ3
				
					
					
				
				253061.23
				OU
				Other Units
				USD
				258512.90
				0.1990349488814
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2052-06-01
					Fixed
					2.276
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SBA TOWER TRUST
				N/A
				SBA TOWER TRUST
				78403DAN0
				
					
					
				
				650000.00
				PA
				USD
				685879.87
				0.5280744785434
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-01-15
					Fixed
					2.836
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDISON INTERNATIONAL
				549300I7ROF15MAEVP56
				EDISON INTERNATIONAL
				281020AL1
				
					
					
				
				350000.00
				PA
				USD
				357100.93
				0.2749401107181
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-09-15
					Fixed
					2.40
					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
				137570.15
				0.1059183807572
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2030-01-15
					Fixed
					3.47
					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
				675706.86
				0.5202420472592
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-11-15
					Variable
					1.36463
					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
				169632.57
				0.1306039655992
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2029-03-15
					Fixed
					2.36
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRICON AMERICAN HOMES
				N/A
				TRICON AMERICAN HOMES 2019-SFR1 TRUST
				89612LAA4
				
					
					
				
				324783.69
				OU
				Other Units
				USD
				336913.91
				0.2593976658584
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2038-03-01
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHENIERE CORP CHRISTI HD
				549300I7CIEWU1BBLQ53
				CHENIERE CORPUS CHRISTI HOLDINGS LLC
				16412XAC9
				
					
					
				
				585000.00
				PA
				USD
				670089.71
				0.5159172759882
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-03-31
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS COMMERCIAL MORTGAGE S
				N/A
				BBCMS 2019-BWAY MORTGAGE TRUST
				05492NAA1
				
					
					
				
				275000.00
				OU
				Other Units
				USD
				274525.08
				0.2113630896735
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-11-15
					Variable
					1.071
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC POOL
				3132A7XW6
				
					
					
				
				172767.64
				OU
				Other Units
				USD
				181072.98
				0.1394121969081
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2029-07-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY
				IGJSJL3JD5P30I6NJZ34
				MORGAN STANLEY
				6174468K8
				
					
					
				
				650000.00
				PA
				USD
				651773.02
				0.5018148406442
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-01-20
					Variable
					0.72522
					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
				494670.99
				0.3808584221823
				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
				300311.40
				0.2312165626841
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-04-20
					Variable
					1.21825
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AKER BP ASA
				549300NFTY73920OYK69
				AKER BP ASA
				00973RAE3
				
					
					
				
				325000.00
				PA
				USD
				338358.57
				0.2605099423802
				Long
				DBT
				CORP
				NO
				
				Y
				
				2
				
					2025-01-15
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MDGH - GMTN BV
				213800L53ZH5KG593W13
				MDGH - GMTN BV
				ZQ3609331
				
					
					
				
				320000.00
				PA
				USD
				336351.04
				0.2589642994706
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-11-07
					Fixed
					2.50
					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
				563435.24
				0.4338015789208
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2022-12-20
					Fixed
					2.41
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
				38375BNT5
				
					
					
				
				5963.63
				OU
				Other Units
				USD
				6232.83
				0.0047987972764
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2061-12-01
					Fixed
					3.00
					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
				481756.40
				0.3709151862336
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-05-15
					Fixed
					2.16
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS COMMERCIAL MORTGAGE S
				N/A
				BBCMS TRUST 2013-TYSN
				BCC245ZM4
				
					
					
				
				340443.96
				OU
				Other Units
				USD
				341030.20
				0.2625668909521
				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
				275216.15
				0.2118951601509
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-15
					Variable
					1.15375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BX TRUST
				N/A
				BX COMMERCIAL MORTGAGE TRUST 2020-BXLP
				05607QAK4
				
					
					
				
				498988.54
				OU
				Other Units
				USD
				499610.58
				0.3846615246315
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-12-15
					Variable
					1.115
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MADISON PARK FUNDING LTD
				549300FFTJ3WPTJK8589
				MADISON PARK FUNDING XXX LTD
				55821TAA5
				
					
					
				
				375000.00
				OU
				Other Units
				USD
				374243.63
				0.2881386645163
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2029-04-15
					Variable
					0.93375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN TOWER CORP
				5493006ORUSIL88JOE18
				AMERICAN TOWER CORP
				03027XAZ3
				
					
					
				
				190000.00
				PA
				USD
				198605.54
				0.1529109127686
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-03-15
					Fixed
					2.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LANARK MASTER ISSUER PLC
				213800KIOPB5OYXIVY33
				LANARK MASTER ISSUER PLC
				513770BE6
				
					
					
				
				225000.00
				OU
				Other Units
				USD
				230741.55
				0.1776531562218
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2069-12-22
					Variable
					2.277
					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
				330732.71
				0.2546386196908
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2023-06-15
					Fixed
					2.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENTERPRISE FLEET FINANCING LLC
				N/A
				ENTERPRISE FLEET FINANCING 2019-3 LLC
				29374WAC0
				
					
					
				
				300000.00
				OU
				Other Units
				USD
				310856.07
				0.2393351434374
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-05-20
					Fixed
					2.19
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDISON INTERNATIONAL
				549300I7ROF15MAEVP56
				EDISON INTERNATIONAL
				281020AP2
				
					
					
				
				350000.00
				PA
				USD
				362036.24
				0.2787399178981
				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
				344033.82
				0.2648794461598
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2053-02-01
					Fixed
					2.878
					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
				170509.02
				0.131278764346
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-01-10
					Fixed
					3.39
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958667AB3
				
					
					
				
				325000.00
				PA
				USD
				344093.75
				0.264925587627
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-02-01
					Variable
					4.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CROATIA
				74780000O00QGQ7CER13
				CROATIA GOVERNMENT INTERNATIONAL BOND
				EJ9471248
				
					
					
				
				275000.00
				PA
				USD
				314608.25
				0.2422240319783
				Long
				DBT
				USGSE
				HR
				
				N
				
				2
				
					2024-01-26
					Fixed
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VICI PROPERTIES / NOTE
				N/A
				VICI PROPERTIES LP / VICI NOTE CO INC
				92564RAC9
				
					
					
				
				324000.00
				PA
				USD
				331290.00
				0.2550676899099
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-02-15
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE REMICS
				3136ACSD4
				
					
					
				
				127299.13
				OU
				Other Units
				USD
				133262.46
				0.1026017924595
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2033-03-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PARK PLACE SECURITIES INC
				N/A
				PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WCW3
				70069FLW5
				
					
					
				
				288156.94
				OU
				Other Units
				USD
				288969.08
				0.2224838530924
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2035-08-25
					Variable
					0.82613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KEY BANK NA
				HUX2X73FUCYHUVH1BK78
				KEYBANK NA/CLEVELAND OH
				49327M2Z6
				
					
					
				
				300000.00
				PA
				USD
				304534.95
				0.2344683696862
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-03-10
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CASCADE FUNDING MORTGAGE TRUST
				N/A
				CFMT 2019-HB1 LLC
				12529BAA0
				
					
					
				
				302354.17
				OU
				Other Units
				USD
				304105.01
				0.2341373491223
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2029-12-25
					Variable
					2.3861
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARATHON PETROLEUM CORP
				3BNYRYQHD39K4LCKQF12
				MARATHON PETROLEUM CORP
				56585AAG7
				
					
					
				
				300000.00
				PA
				USD
				324222.25
				0.2496260687763
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-09-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FLORIDA POWER & LIGHT CO
				A89MY1K3YLIGJMYWVX50
				FLORIDA POWER & LIGHT CO
				341081FZ5
				
					
					
				
				350000.00
				PA
				USD
				375666.02
				0.2892337948597
				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
				674164.75
				0.5190547417707
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-04-01
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				5493003SVWF9GG13MZ22
				MAGNETITE XVII LTD
				55954EAQ2
				
					
					
				
				325000.00
				OU
				Other Units
				USD
				325724.75
				0.2507828776268
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-07-20
					Variable
					1.28825
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				T-MOBILE USA INC
				549300V2JRLO5DIFGE82
				T-MOBILE USA INC
				87264ABA2
				
					
					
				
				300000.00
				PA
				USD
				325689.00
				0.2507553528904
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-04-15
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC REMICS
				3137ATEW8
				
					
					
				
				137920.41
				OU
				Other Units
				USD
				143832.30
				0.110739752167
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2040-08-01
					Fixed
					3.00
					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
				501454.40
				0.3860811234966
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-12-15
					Variable
					1.185
					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
				768492.90
				0.5916801253138
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-03-20
					Fixed
					2.08
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TACONIC PARK CLO LTD.
				5493003DVTX8QGKNET67
				TACONIC PARK CLO LTD
				873549AJ8
				
					
					
				
				300000.00
				OU
				Other Units
				USD
				300561.00
				0.231408735389
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2029-01-20
					Variable
					1.18825
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
				38375UJK7
				
					
					
				
				106874.52
				OU
				Other Units
				USD
				106949.86
				0.0823431245325
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2064-06-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICREDIT AUTOMOBILE RECEIVA
				N/A
				AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
				03067DAF2
				
					
					
				
				350000.00
				OU
				Other Units
				USD
				356724.97
				0.2746506505813
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-10-20
					Fixed
					1.59
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT AGRICOLE SA
				969500TJ5KRTCJQWXH05
				CREDIT AGRICOLE SA
				EK7972186
				
					
					
				
				600000.00
				PA
				USD
				660791.16
				0.5087581113046
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2025-03-17
					Fixed
					4.375
					N
					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
				225584.00
				0.1736822414218
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2025-04-17
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VOYA CLO LTD
				549300KSCKXTOBY0IP86
				VOYA CLO 2019-1 LTD
				92917NAJ7
				
					
					
				
				150000.00
				OU
				Other Units
				USD
				150156.90
				0.1156092052493
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-15
					Variable
					1.24375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AUTOZONE INC
				GA3JGKJ41LJKXDN23E90
				AUTOZONE INC
				053332AY8
				
					
					
				
				300000.00
				PA
				USD
				327612.73
				0.2522364762781
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-04-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					
				
			
			
				STARBUCKS CORP
				OQSJ1DU9TAOC51A47K68
				STARBUCKS CORP
				855244AY5
				
					
					
				
				140000.00
				PA
				USD
				141592.28
				0.1090151099299
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-05-07
					Fixed
					1.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERRY GLOBAL INC
				549300AP2Q7ERHX6RI89
				BERRY GLOBAL INC
				085790AY9
				
					
					
				
				150000.00
				PA
				USD
				150937.50
				0.1162102069056
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-07-15
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP COMMERCIAL MORTGAGE
				N/A
				CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46
				17328RAX7
				
					
					
				
				320000.00
				OU
				Other Units
				USD
				334720.06
				0.2577085709521
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2053-02-01
					Fixed
					2.708
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF SERBIA
				254900W94OCY91V32O78
				SERBIA INTERNATIONAL BOND
				817477AB8
				
					
					
				
				300000.00
				PA
				USD
				307775.70
				0.2369634966628
				Long
				DBT
				USGSE
				RS
				
				Y
				
				2
				
					2021-09-28
					Fixed
					7.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARRIOTT INTERNATIONAL INC/MD
				225YDZ14ZO8E1TXUSU86
				MARRIOTT INTERNATIONAL INC/MD
				571903BD4
				
					
					
				
				550000.00
				PA
				USD
				633416.69
				0.4876818855646
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-05-01
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL MOTORS CO
				54930070NSV60J38I987
				GENERAL MOTORS CO
				37045VAW0
				
					
					
				
				350000.00
				PA
				USD
				387347.85
				0.2982279009058
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-10-02
					Fixed
					5.40
					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
				375468.75
				0.2890819122095
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR LEASE CORP
				5493004NW4M4P8TMMK63
				AIR LEASE CORP
				00914AAH5
				
					
					
				
				625000.00
				PA
				USD
				670109.07
				0.5159321816916
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-07-01
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BALLYROCK LTD
				N/A
				BALLYROCK CLO 2020-1 LTD
				05875PAC9
				
					
					
				
				250000.00
				OU
				Other Units
				USD
				250410.50
				0.1927967272305
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-07-20
					Variable
					1.88825
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXELON GENERATION CO LLC
				S2PEWKCZFFECR4533P43
				EXELON GENERATION CO LLC
				30161MAS2
				
					
					
				
				300000.00
				PA
				USD
				322788.25
				0.2485219996304
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-06-01
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912828ZP8
				
					
					
				
				4675000.00
				PA
				USD
				4670617.19
				3.5960141782339
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2023-05-15
					Fixed
					0.125
					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
				356473.18
				0.2744567917457
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2026-03-16
					Fixed
					2.08
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRISTOL-MYERS SQUIBB CO
				HLYYNH7UQUORYSJQCN42
				BRISTOL-MYERS SQUIBB CO
				110122CL0
				
					
					
				
				265000.00
				PA
				USD
				271662.20
				0.209158893386
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-05-16
					Fixed
					2.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CYRUSONE LP/CYRUSONE FIN
				N/A
				CYRUSONE LP / CYRUSONE FINANCE CORP
				23283PAQ7
				
					
					
				
				600000.00
				PA
				USD
				636063.00
				0.4897193396939
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-11-15
					Fixed
					2.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SBA TOWER TRUST
				N/A
				SBA TOWER TRUST
				78403DAP5
				
					
					
				
				275000.00
				PA
				USD
				279856.72
				0.2154680403156
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-01-15
					Fixed
					1.884
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NUTRIEN LTD
				5493002QQ7GD21OWF963
				NUTRIEN LTD
				67077MAV0
				
					
					
				
				100000.00
				PA
				USD
				102681.03
				0.0790564554308
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2023-05-13
					Fixed
					1.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NYT MORTGAGE TRUST
				N/A
				BF 2019-NYT MORTGAGE TRUST
				62954PAG5
				
					
					
				
				365000.00
				OU
				Other Units
				USD
				365808.69
				0.2816444127721
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2035-12-15
					Variable
					1.515
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VB-S1 ISSUER LLC
				N/A
				VB-S1 ISSUER LLC
				91823AAN1
				
					
					
				
				150000.00
				OU
				Other Units
				USD
				158352.68
				0.1219193222815
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2050-06-15
					Fixed
					3.031
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HEWLETT PACKARD ENTERPRISE CO
				549300BX44RGX6ANDV88
				HEWLETT PACKARD ENTERPRISE CO
				42824CBJ7
				
					
					
				
				300000.00
				PA
				USD
				306179.68
				0.2357346846417
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-04-01
					Fixed
					1.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MOLINA HEALTHCARE INC
				549300NQQCEQ46YHZ591
				MOLINA HEALTHCARE INC
				60855RAJ9
				
					
					
				
				100000.00
				PA
				USD
				102875.00
				0.0792057973361
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-06-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NAVISTAR FINANCIAL DEALER NOTE
				549300S28N49H5RT4J50
				NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST
				63938PBM0
				
					
					
				
				350000.00
				OU
				Other Units
				USD
				352542.93
				0.2714308030704
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-07-25
					Variable
					1.05613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VBK5
				
					
					
				
				155000.00
				PA
				USD
				161512.20
				0.1243519084375
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-12-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LENNAR CORP
				529900G61XVRLX5TJX09
				LENNAR CORP
				526057BZ6
				
					
					
				
				600000.00
				PA
				USD
				657225.00
				0.5060124437836
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-04-30
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXETER AUTOMOBILE RECEIVABLES
				N/A
				EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2
				30167YAC5
				
					
					
				
				350000.00
				OU
				Other Units
				USD
				354094.65
				0.272625507516
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-07-15
					Fixed
					2.08
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LEVEL 3 FINANCING INC
				N/A
				LEVEL 3 FINANCING INC
				527298BR3
				
					
					
				
				150000.00
				PA
				USD
				151329.00
				0.1165116316411
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-07-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				STEEL DYNAMICS INC
				549300HGGKEL4FYTTQ83
				STEEL DYNAMICS INC
				858119BL3
				
					
					
				
				600000.00
				PA
				USD
				628182.59
				0.4836520331823
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-06-15
					Fixed
					2.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VEREIT OPERATING PARTNER
				5493005TQOUJE1LCS698
				VEREIT OPERATING PARTNERSHIP LP
				92340LAF6
				
					
					
				
				325000.00
				PA
				USD
				351965.26
				0.2709860418266
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-01-15
					Fixed
					3.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BNP PARIBAS
				R0MUWSFPU8MPRO8K5P83
				BNP PARIBAS SA
				09659W2L7
				
					
					
				
				325000.00
				PA
				USD
				335141.37
				0.2580329470831
				Long
				DBT
				CORP
				FR
				
				Y
				
				2
				
					2026-06-09
					Variable
					2.219
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CF HIPPOLYTA ISSUER LLC
				N/A
				CF HIPPOLYTA LLC
				12530MAA3
				
					
					
				
				367435.85
				OU
				Other Units
				USD
				372955.10
				0.287146596025
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2060-07-15
					Fixed
					1.69
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP COMMERCIAL MORTGAGE
				N/A
				CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25
				17322YAG5
				
					
					
				
				270000.00
				OU
				Other Units
				USD
				292845.02
				0.2254680272662
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2047-10-01
					Variable
					4.345
					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
				360657.72
				0.2776785640635
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-10-23
					Variable
					1.55288
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CIGNA CORP
				549300VIWYMSIGT1U456
				CIGNA CORP
				125523BT6
				
					
					
				
				225000.00
				PA
				USD
				233898.23
				0.1800835557974
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-11-30
					Fixed
					3.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GB TRUST 2020-FLIX
				N/A
				GB TRUST 2020-FLIX
				368306AA4
				
					
					
				
				425000.00
				OU
				Other Units
				USD
				427590.38
				0.3292115380914
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-08-15
					Variable
					1.235
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				54930077HHZ1QV5CPQ30
				MAGNETITE XXVIII LTD
				55955LAA0
				
					
					
				
				250000.00
				OU
				Other Units
				USD
				250420.00
				0.1928040414961
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-10-25
					Variable
					1.44575
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PHILIP MORRIS INTERNATIONAL INC
				HL3H1H2BGXWVG3BSWR90
				PHILIP MORRIS INTERNATIONAL INC
				718172CQ0
				
					
					
				
				300000.00
				PA
				USD
				304534.28
				0.234467853838
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-05-01
					Fixed
					1.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ELANCO ANIMAL HEALTH INC
				549300SHPNDCE059M934
				ELANCO ANIMAL HEALTH INC
				28414HAE3
				
					
					
				
				300000.00
				PA
				USD
				322375.50
				0.2482042140377
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-08-28
					Variable
					5.272
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				02005NBK5
				
					
					
				
				325000.00
				PA
				USD
				339647.82
				0.2615025652158
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-06-05
					Fixed
					3.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL MOTORS FINL CO
				5493008B6JBRUJ90QL97
				GENERAL MOTORS FINANCIAL CO INC
				37045XCZ7
				
					
					
				
				300000.00
				PA
				USD
				306302.97
				0.2358296084109
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-08-18
					Fixed
					1.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UKRAINE GOVERNMENT
				6354001WLTJXOMEXPY07
				UKRAINE GOVERNMENT INTERNATIONAL BOND
				QJ1143412
				
					
					
				
				325000.00
				PA
				USD
				346480.55
				0.2667632391175
				Long
				DBT
				USGSE
				UA
				
				N
				
				2
				
					2023-09-01
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROYALTY PHARMA PLC
				549300FGFN7VOK8BZR03
				ROYALTY PHARMA PLC
				78081BAB9
				
					
					
				
				325000.00
				PA
				USD
				321693.48
				0.2476791113607
				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
				320126.98
				0.2464730274576
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-07-15
					Fixed
					3.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GJG5
				
					
					
				
				700000.00
				PA
				USD
				699712.57
				0.5387245882183
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-09-25
					Variable
					0.981
					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
				312391.98
				0.2405176754052
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2053-06-01
					Fixed
					2.498
					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
				208259.62
				0.1603438080682
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2023-12-20
					Fixed
					1.84
					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
				377615.78
				0.2907349593351
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2033-04-15
					Fixed
					1.49
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ICAHN ENTERPRISES/FIN
				N/A
				ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
				451102BZ9
				
					
					
				
				185000.00
				PA
				USD
				188931.25
				0.1454624573313
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-15
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DAVITA INC
				M2XHYMU3TZNEZURC6H66
				DAVITA INC
				23918KAT5
				
					
					
				
				345000.00
				PA
				USD
				328182.98
				0.2526755246954
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.75
					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
				298806.66
				0.2300580292067
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2026-03-16
					Fixed
					0.73
					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
				101101.05
				0.0778399929698
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-01-22
					Fixed
					1.18
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BX TRUST
				N/A
				BX COMMERCIAL MORTGAGE TRUST 2020-VKNG
				12433YAG2
				
					
					
				
				375000.00
				OU
				Other Units
				USD
				375599.10
				0.2891822716329
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-10-15
					Variable
					1.24463
					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
				355978.74
				0.274076111168
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2035-09-14
					Fixed
					1.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CLI FUNDING LLC
				549300NQLBWJD5AREU05
				CLI FUNDING VI LLC
				12563LAS6
				
					
					
				
				303604.17
				OU
				Other Units
				USD
				307331.21
				0.2366212737237
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2045-10-18
					Fixed
					2.07
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BALLYROCK LTD
				N/A
				BALLYROCK CLO 2020-2 LTD
				05875DAA0
				
					
					
				
				275000.00
				OU
				Other Units
				USD
				275518.65
				0.2121280617664
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-10-20
					Variable
					1.50825
					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
				197457.50
				0.1520270107168
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-02-01
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQUINIX INC
				549300EVUN2BTLJ3GT74
				EQUINIX INC
				29444UBK1
				
					
					
				
				430000.00
				PA
				USD
				424466.26
				0.3268062071989
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-09-15
					Fixed
					1.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DUKE ENERGY CORP
				I1BZKREC126H0VB1BL91
				DUKE ENERGY CORP
				26441CAS4
				
					
					
				
				300000.00
				PA
				USD
				316274.57
				0.2435069695649
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-09-01
					Fixed
					2.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELL INT LLC / EMC CORP
				N/A
				DELL INTERNATIONAL LLC / EMC CORP
				25272KAG8
				
					
					
				
				400000.00
				PA
				USD
				436559.56
				0.3361171133366
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2023-06-15
					Fixed
					5.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CVS HEALTH CORP
				549300EJG376EN5NQE29
				CVS HEALTH CORP
				126650CV0
				
					
					
				
				146000.00
				PA
				USD
				154566.41
				0.1190041870759
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-03-09
					Fixed
					3.70
					N
					N
					N
				
				
					N
					N
					
				
			
			
				OSCAR US FUNDING TRUST
				N/A
				OSCAR US FUNDING TRUST IX LLC
				68784XAE6
				
					
					
				
				240000.00
				OU
				Other Units
				USD
				247610.55
				0.1906409821782
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2025-09-10
					Fixed
					3.63
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DALLAS-FORT WORTH TX INTERNATI
				N/A
				DALLAS FORT WORTH INTERNATIONAL AIRPORT
				2350366M7
				
					
					
				
				75000.00
				PA
				USD
				75717.72
				0.0582967911064
				Long
				DBT
				MUN
				US
				
				N
				
				2
				
					2025-11-01
					Fixed
					1.329
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DBWF MORTGAGE TRUST
				N/A
				DBWF 2016-85T MORTGAGE TRUST
				23307CAA3
				
					
					
				
				350000.00
				OU
				Other Units
				USD
				387949.59
				0.2986911941888
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-12-01
					Fixed
					3.791
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DOMINION ENERGY INC
				ILUL7B6Z54MRYCF6H308
				DOMINION ENERGY INC
				25746UCJ6
				
					
					
				
				1280000.00
				PA
				USD
				1283848.01
				0.9884637209279
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2021-08-15
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				353800N5RGHXWI4JYR18
				OSCAR US FUNDING TRUST VIII LLC
				68784CAE2
				
					
					
				
				759658.00
				OU
				Other Units
				USD
				776411.58
				0.597776896767
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2025-05-12
					Fixed
					3.50
					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
				395422.82
				0.3044450035771
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-07-23
					Fixed
					4.464
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38141GWT7
				
					
					
				
				925000.00
				PA
				USD
				970348.23
				0.7470931251602
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-02-23
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36202DGD7
				
					
					
				
				310.67
				OU
				Other Units
				USD
				367.57
				0.0002830004853
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2030-03-01
					Fixed
					7.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANQUE OUEST AFRICAINE D
				529900LIZJABE4JJS826
				BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
				JK9637394
				
					
					
				
				725000.00
				PA
				USD
				725503.15
				0.5585813410996
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2021-05-06
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EVERSOURCE ENERGY
				SJ7XXD41SQU3ZNWUJ746
				EVERSOURCE ENERGY
				30040WAC2
				
					
					
				
				465000.00
				PA
				USD
				473650.42
				0.3646742082594
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-03-15
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36202DKX8
				
					
					
				
				572.73
				OU
				Other Units
				USD
				666.71
				0.0005133151605
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2030-12-01
					Fixed
					7.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL ELECTRIC CO
				3C7474T6CDKPR9K6YT90
				GENERAL ELECTRIC CO
				369604BQ5
				
					
					
				
				425000.00
				PA
				USD
				404544.75
				0.3114681845141
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-06-15
					Variable
					3.51388
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36202DKY6
				
					
					
				
				92.68
				OU
				Other Units
				USD
				112.31
				0.0000864700179
				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
				
					
					
				
				123306.20
				OU
				Other Units
				USD
				124730.66
				0.096032966003
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2024-12-10
					Fixed
					2.76
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HCA INC
				L3CJ6J7LJ2DX62FTXD46
				HCA INC
				404119BR9
				
					
					
				
				300000.00
				PA
				USD
				334704.00
				0.2576962059936
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-02-01
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQT CORP
				4NT01YGM4X7ZX86ISY52
				EQT CORP
				26884LAE9
				
					
					
				
				325000.00
				PA
				USD
				331500.00
				0.2552293736761
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-10-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36202DHK0
				
					
					
				
				2318.04
				OU
				Other Units
				USD
				2732.43
				0.0021037598718
				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
				36202DMS7
				
					
					
				
				2189.32
				OU
				Other Units
				USD
				2597.11
				0.0019995739326
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2031-04-01
					Fixed
					7.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEMAK SAB DE CV
				5493000MY3DAIB0BP706
				NEMAK SAB DE CV
				AQ6097689
				
					
					
				
				250000.00
				PA
				USD
				258795.00
				0.1992521440739
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2025-01-23
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36202DEL1
				
					
					
				
				175.89
				OU
				Other Units
				USD
				206.67
				0.0001591199235
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2029-11-01
					Fixed
					7.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				46625HJJ0
				
					
					
				
				425000.00
				PA
				USD
				449523.58
				0.3460984065642
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-05-01
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				9128285P1
				
					
					
				
				4675000.00
				PA
				USD
				4990105.94
				3.8419958179294
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2023-11-30
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENBRIDGE INC
				98TPTUM4IVMFCZBCUR27
				ENBRIDGE INC
				29250NAY1
				
					
					
				
				300000.00
				PA
				USD
				313995.84
				0.2417525236202
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2025-01-15
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					
				
			
			
				SLM CORP
				4K8SLPBF5DXXGPW03H93
				SLM CORP
				78442PGD2
				
					
					
				
				635000.00
				PA
				USD
				668337.50
				0.5145682097413
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-10-29
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF SENEGAL
				549300NP14ZLQGWIUZ97
				SENEGAL GOVERNMENT INTERNATIONAL BOND
				EK4044732
				
					
					
				
				300000.00
				PA
				USD
				326581.80
				0.2514427398733
				Long
				DBT
				USGSE
				SN
				
				N
				
				2
				
					2024-07-30
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRICON AMERICAN HOMES
				N/A
				TRICON AMERICAN HOMES 2017-SFR2 TRUST
				89613FAA6
				
					
					
				
				577467.18
				OU
				Other Units
				USD
				590607.33
				0.4547219877056
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-01-01
					Fixed
					2.928
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BALL CORP
				0BGI85ALH27ZJP15DY16
				BALL CORP
				058498AT3
				
					
					
				
				575000.00
				PA
				USD
				651546.88
				0.5016407303258
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-07-01
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RAYTHEON TECHNOLOGIES CORP
				I07WOS4YJ0N7YRFE7309
				RAYTHEON TECHNOLOGIES CORP
				75513ECG4
				
					
					
				
				300000.00
				PA
				USD
				320392.49
				0.2466774496326
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-03-15
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DP WORLD SALAAM
				549300SUYBT9X88E9435
				DP WORLD SALAAM
				BK2438988
				
					
					
				
				300000.00
				PA
				USD
				329550.00
				0.2537280244191
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2170-01-01
					Variable
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEGLOBAL CANADA ULC
				635400MHHHT7LMKMQL03
				MEGLOBAL CANADA ULC
				BJ4488380
				
					
					
				
				300000.00
				PA
				USD
				336562.50
				0.2591271073238
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2025-05-18
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CAPITAL ONE FINANCIAL CORP
				ZUE8T73ROZOF6FLBAR73
				CAPITAL ONE FINANCIAL CORP
				14040HBJ3
				
					
					
				
				650000.00
				PA
				USD
				724826.65
				0.5580604883959
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-10-29
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICAN EXPORT-IMPORT BA
				21380068LJCDYA42GJ76
				AFRICAN EXPORT-IMPORT BANK/THE
				AN9621698
				
					
					
				
				300000.00
				PA
				USD
				318756.00
				0.2454174788401
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2024-06-20
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967MU2
				
					
					
				
				600000.00
				PA
				USD
				609180.00
				0.4690215078612
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-03-10
					Variable
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				77586TAD8
				
					
					
				
				300000.00
				PA
				USD
				333424.20
				0.2567108589274
				Long
				DBT
				USGSE
				RO
				
				N
				
				2
				
					2024-01-22
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				ANGLO AMERICAN CAPITAL
				TINT358G1SSHR3L3PW36
				ANGLO AMERICAN CAPITAL PLC
				034863AS9
				
					
					
				
				300000.00
				PA
				USD
				324657.03
				0.249960815766
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2024-09-11
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CLI FUNDING LLC
				549300NQLBWJD5AREU05
				CLI FUNDING VI LLC
				12563LAN7
				
					
					
				
				172358.33
				OU
				Other Units
				USD
				174388.71
				0.1342658257299
				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
				337464.31
				0.2598214313102
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2027-03-08
					Fixed
					4.103
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DUKE REALTY LP
				2549009GZDBNY1KE9O81
				DUKE REALTY LP
				26441YAZ0
				
					
					
				
				300000.00
				PA
				USD
				326129.52
				0.2510945192364
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-06-30
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SYMPHONY CLO LTD
				5493007X3UVVYJ005O73
				SYMPHONY CLO XXIV LTD
				87167QAC2
				
					
					
				
				300000.00
				OU
				Other Units
				USD
				300213.00
				0.2311408022908
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-01-23
					Variable
					1.42447
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OCCIDENTAL PETROLEUM CORP
				IM7X0T3ECJW4C1T7ON55
				OCCIDENTAL PETROLEUM CORP
				674599EE1
				
					
					
				
				310000.00
				PA
				USD
				333637.50
				0.2568750834384
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-12-01
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					
				
			
			
				VEON HOLDINGS BV
				5493000XDKGUH5NQGE22
				VEON HOLDINGS BV
				91823N2A0
				
					
					
				
				325000.00
				PA
				USD
				327752.75
				0.252344280854
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2027-11-25
					Fixed
					3.375
					N
					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
				325500.00
				0.2506098375009
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2024-03-01
					Fixed
					5.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NRG ENERGY INC
				5E2UPK5SW04M13XY7I38
				NRG ENERGY INC
				629377CN0
				
					
					
				
				600000.00
				PA
				USD
				604403.26
				0.465343787323
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-12-02
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VANTAGE DATA CENTERS LLC
				5493000RL8X7WTQ7HO20
				VANTAGE DATA CENTERS LLC
				92212KAC0
				
					
					
				
				414000.00
				OU
				Other Units
				USD
				409911.13
				0.3155998822707
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2045-09-15
					Fixed
					1.992
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GE CAPITAL FUNDING LLC
				549300XAGH9TOLX5XM67
				GE CAPITAL FUNDING LLC
				36166NAA1
				
					
					
				
				300000.00
				PA
				USD
				325658.06
				0.2507315314822
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-05-15
					Fixed
					3.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRICON AMERICAN HOMES
				N/A
				TRICON AMERICAN HOMES 2018-SFR1 TRUST
				89613TAA6
				
					
					
				
				669812.74
				OU
				Other Units
				USD
				705192.38
				0.5429436183063
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-05-01
					Fixed
					3.53
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARAB REPUBLIC OF EGYPT
				529900GFIVH4086NMH82
				EGYPT GOVERNMENT INTERNATIONAL BOND
				038461AS8
				
					
					
				
				325000.00
				PA
				USD
				338988.00
				0.2609945548226
				Long
				DBT
				USGSE
				EG
				
				Y
				
				2
				
					2025-10-06
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MVW 2020-1 LLC
				N/A
				MVW 2020-1 LLC
				55400EAA7
				
					
					
				
				191622.86
				OU
				Other Units
				USD
				195451.70
				0.1504826997735
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-10-20
					Fixed
					1.74
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SIERRA RECEIVABLES FUNDING CO
				N/A
				SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC
				826525AA5
				
					
					
				
				214056.08
				OU
				Other Units
				USD
				215680.42
				0.1660572504096
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-07-20
					Fixed
					1.33
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				STATE STREET CORP
				549300ZFEEJ2IP5VME73
				STATE STREET CORP
				857477BL6
				
					
					
				
				250000.00
				PA
				USD
				255712.01
				0.1968784801018
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-03-30
					Variable
					2.825
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AES CORP/THE
				2NUNNB7D43COUIRE5295
				AES CORP/THE
				00130HCD5
				
					
					
				
				300000.00
				PA
				USD
				295260.32
				0.2273276215535
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-01-15
					Fixed
					1.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LAMAR MEDIA CORP
				N/A
				LAMAR MEDIA CORP
				513075BX8
				
					
					
				
				325000.00
				PA
				USD
				317281.25
				0.2442820353444
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-01-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LEVEL 3 FINANCING INC
				N/A
				LEVEL 3 FINANCING INC
				527298BT9
				
					
					
				
				50000.00
				PA
				USD
				48812.50
				0.0375818515914
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-07-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SAUDI ARABIAN OIL CO
				5586006WD91QHB7J4X50
				SAUDI ARABIAN OIL CO
				80414L2H7
				
					
					
				
				200000.00
				PA
				USD
				202744.64
				0.156097699799
				Long
				DBT
				CORP
				SA
				
				Y
				
				2
				
					2025-11-24
					Fixed
					1.625
					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
				686798.93
				0.5287820836962
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2026-01-30
					Fixed
					1.75
					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
				304911.27
				0.2347581069951
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2030-11-15
					Variable
					2.865
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SANDS CHINA LTD
				549300EVO6UZDGY05787
				SANDS CHINA LTD
				80007RAB1
				
					
					
				
				600000.00
				PA
				USD
				643329.00
				0.495313598002
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2023-08-08
					Fixed
					4.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CNX RESOURCES CORP
				549300JK3KH8PWM3B226
				CNX RESOURCES CORP
				12653CAJ7
				
					
					
				
				45000.00
				PA
				USD
				48141.23
				0.0370650255834
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-01-15
					Fixed
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED RENTALS NORTH AM
				NGIZXNT70J2LYT3FBI09
				UNITED RENTALS NORTH AMERICA INC
				911365BE3
				
					
					
				
				300000.00
				PA
				USD
				313500.00
				0.2413707651507
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-09-15
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				QUICKEN LOANS INC
				549300FGXN1K3HLB1R50
				QUICKEN LOANS LLC
				AQ2930347
				
					
					
				
				625000.00
				PA
				USD
				660156.25
				0.5082692796858
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-01-15
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DRYDEN SENIOR LOAN FUND
				N/A
				DRYDEN 83 CLO LTD
				26246EAE8
				
					
					
				
				600000.00
				OU
				Other Units
				USD
				600328.80
				0.4622067680957
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-01-18
					Variable
					1.83725
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				T-MOBILE USA INC
				549300V2JRLO5DIFGE82
				T-MOBILE USA INC
				87264ABR5
				
					
					
				
				300000.00
				PA
				USD
				302274.00
				0.232727612967
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-02-15
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERRY GLOBAL INC
				549300AP2Q7ERHX6RI89
				BERRY GLOBAL INC
				08576PAB7
				
					
					
				
				175000.00
				PA
				USD
				173657.75
				0.1337030430362
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-01-15
					Fixed
					1.57
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MHP SE
				213800D7DXFXGA292757
				MHP SE
				AN3873873
				
					
					
				
				300000.00
				PA
				USD
				317838.00
				0.2447106898053
				Long
				DBT
				CORP
				CY
				
				N
				
				2
				
					2024-05-10
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENT CLO LP
				549300EPPYTG18BLNK44
				COLUMBIA CENT CLO 30 LTD
				19736WAC4
				
					
					
				
				330000.00
				OU
				Other Units
				USD
				330225.06
				0.2542477684342
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-01-20
					Variable
					1.534
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CALIFORNIA ST HLTH FACS FING A
				5493007RI8BUDOGHZ546
				CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY
				13032UXM5
				
					
					
				
				300000.00
				PA
				USD
				301144.05
				0.2318576388168
				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
				340131.92
				0.2618752847929
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-12-15
					Variable
					1.11463
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD MOTOR CREDIT CO LLC
				UDSQCVRUX5BONN0VY111
				FORD MOTOR CREDIT CO LLC
				345397B28
				
					
					
				
				300000.00
				PA
				USD
				307404.00
				0.2366773163967
				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
				
					
					
				
				94586.36
				OU
				Other Units
				USD
				95561.28
				0.073574798317
				Long
				ABS-MBS
				USGA
				US
				
				Y
				
				2
				
					2051-01-25
					Variable
					2.01
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IVORY COAST
				254900ICW11T82O6H590
				IVORY COAST GOVERNMENT INTERNATIONAL BOND
				EK7716880
				
					
					
				
				300000.00
				PA
				USD
				332892.30
				0.2563013370455
				Long
				DBT
				USGSE
				CI
				
				N
				
				2
				
					2028-03-03
					Fixed
					6.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AVERY POINT CLO LTD
				549300ZZJXJNKXU40667
				AVERY POINT VII CLO LTD
				05364CBE1
				
					
					
				
				318989.45
				OU
				Other Units
				USD
				319040.49
				0.2456365141478
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2028-01-15
					Variable
					1.14375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SCRT
				N/A
				SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3
				35563PSU4
				
					
					
				
				168254.38
				OU
				Other Units
				USD
				175621.43
				0.1352149248356
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2060-05-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GLP CAPITAL LP / FIN II
				N/A
				GLP CAPITAL LP / GLP FINANCING II INC
				361841AH2
				
					
					
				
				275000.00
				PA
				USD
				311630.63
				0.2399314947607
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-04-15
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARB BONDCO PLC
				254900PVA1EU6QM1JN57
				MARB BONDCO PLC
				566007AC4
				
					
					
				
				260000.00
				PA
				USD
				247412.10
				0.1904881910192
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2031-01-29
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANQUE OUEST AFRICAINE D
				529900LIZJABE4JJS826
				BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
				AO3503288
				
					
					
				
				300000.00
				PA
				USD
				332268.00
				0.2558206743065
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2027-07-27
					Fixed
					5.00
					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
				297018.50
				0.2286812842389
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-02-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRINITY RAIL LEASING L.P.
				N/A
				TRINITY RAIL LEASING 2020 LLC
				89656YAA3
				
					
					
				
				300453.12
				OU
				Other Units
				USD
				307124.74
				0.2364623077847
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2050-11-19
					Fixed
					1.83
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DOMINICAN REPUBLIC
				254900EHU7Q8FGVPI369
				DOMINICAN REPUBLIC INTERNATIONAL BOND
				25714PEF1
				
					
					
				
				275000.00
				PA
				USD
				288475.00
				0.2221034496869
				Long
				DBT
				USGSE
				DO
				
				Y
				
				2
				
					2032-09-23
					Fixed
					4.875
					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
				424657.83
				0.3269537012897
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2026-11-09
					Fixed
					1.32
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				06738EBH7
				
					
					
				
				300000.00
				PA
				USD
				324223.08
				0.2496267078121
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2025-05-07
					Variable
					3.932
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN ELECTRIC POWER CO INC
				1B4S6S7G0TW5EE83BO58
				AMERICAN ELECTRIC POWER CO INC
				025537AR2
				
					
					
				
				600000.00
				PA
				USD
				593146.83
				0.4566772063917
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-11-01
					Fixed
					1.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINOPEC GRP DEV 2018
				549300C6OZZ8LTVR8209
				SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
				82939GAR9
				
					
					
				
				300000.00
				PA
				USD
				297663.05
				0.2291775379125
				Long
				DBT
				CORP
				VG
				
				Y
				
				2
				
					2026-01-08
					Fixed
					1.45
					N
					N
					N
				
				
					N
					N
					
				
			
			
				SHIRE ACQ INV IRELAND DA
				549300XK5HGW68R8K327
				SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
				82481LAD1
				
					
					
				
				300000.00
				PA
				USD
				326112.48
				0.2510813997537
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2026-09-23
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				METLIFE INC
				C4BXATY60WC6XEOZDX54
				METLIFE INC
				59156RAP3
				
					
					
				
				500000.00
				PA
				USD
				634870.71
				0.4888013685629
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2036-12-15
					Fixed
					6.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MILLICOM INTERNATIONAL CELLULAR SA
				549300CTHC1CP86P2G96
				MILLICOM INTERNATIONAL CELLULAR SA
				600814AR8
				
					
					
				
				200000.00
				PA
				USD
				212782.00
				0.1638256910695
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2031-04-27
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VASA TRUST
				N/A
				VASA TRUST 2021-VASA
				92230AAC0
				
					
					
				
				425000.00
				OU
				Other Units
				USD
				425915.45
				0.3279219714705
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2039-07-15
					Variable
					1.36
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNIV OF WASHINGTON WA UNIV REV
				T8YS5W0N70BYCTHPA429
				UNIVERSITY OF WASHINGTON
				91523NWE2
				
					
					
				
				325000.00
				PA
				USD
				322320.51
				0.2481618759887
				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
				510527.19
				0.3930664704323
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2026-03-16
					Fixed
					0.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RIN LTD
				N/A
				RIN IV LTD
				76679AAA5
				
					
					
				
				250000.00
				OU
				Other Units
				USD
				250370.50
				0.1927659303226
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-04-20
					Variable
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				9UJF3GIGSF2FNBRJ_1080000_L
				N/A
				KRW/USD FWD 20210616 63259
				N/A
				
					
					
				
				375000000.00
				NC
				
				337132.19
				0.2595657245844
				Long
				DFE
				
				KR
				
				N
				
				2
				
					
						
							CITIBANK
							N/A
						
						337132.19
						USD
						375000000.00
						KRW
						2021-06-16
						5874.74
					
				
				
					N
					N
					N
				
			
			
				DATABANK ISSUER LLC
				N/A
				DATABANK ISSUER
				23802WAA9
				
					
					
				
				300000.00
				OU
				Other Units
				USD
				300604.05
				0.231441880561
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-02-27
					Fixed
					2.06
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENT CLO LP
				5493002BI0SI5QMH0P08
				CENT CLO 21 LTD
				15137EBN2
				
					
					
				
				325000.00
				OU
				Other Units
				USD
				325194.35
				0.2503745106289
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-07-27
					Variable
					0.000001
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DAIMLER FINANCE NA LLC
				549300423Z16BB673J12
				DAIMLER FINANCE NORTH AMERICA LLC
				233851EB6
				
					
					
				
				650000.00
				PA
				USD
				648485.71
				0.4992838660669
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-03-01
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KSFJBEBJRKT8A2RM_1080000_L
				N/A
				PLN/USD FWD 20210616 00955
				N/A
				
					
					
				
				1275000.00
				NC
				
				336300.75
				0.2589255800582
				Long
				DFE
				
				PL
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						336300.75
						USD
						1275000.00
						PLN
						2021-06-16
						4778.01
					
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				5493000OP4ZUZOOM1U45
				MAGNETITE XIX LTD
				55954KAL9
				
					
					
				
				325000.00
				OU
				Other Units
				USD
				325289.58
				0.2504478303673
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-04-17
					Variable
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				7-ELEVEN INC
				549300K23JPL0SS3LB18
				7-ELEVEN INC
				817826AB6
				
					
					
				
				500000.00
				PA
				USD
				499504.39
				0.3845797665404
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-02-10
					Fixed
					0.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SYMPHONY CLO LTD
				549300JNP1PJXORD0Y06
				SYMPHONY CLO XV LTD
				87154EBG4
				
					
					
				
				550000.00
				OU
				Other Units
				USD
				550334.40
				0.42371494487
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-01-17
					Variable
					1.73975
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				48128BAF8
				
					
					
				
				614000.00
				PA
				USD
				647564.31
				0.498574459295
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-02-01
					Variable
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				QGIJTR8VCDTETH8A_1080000_S
				N/A
				RUB/USD FWD 20210616 2462
				N/A
				
					
					
				
				-47700000.00
				NC
				
				-630209.08
				-0.4852122738262
				Short
				DFE
				
				RU
				
				N
				
				2
				
					
						
							Hong Kong Shanghai Bank
							N/A
						
						47700000.00
						RUB
						630209.08
						USD
						2021-06-16
						-4561.46
					
				
				
					N
					N
					N
				
			
			
				BANK
				N/A
				BANK 2020-BNK25
				06539WAX4
				
					
					
				
				335000.00
				OU
				Other Units
				USD
				350372.41
				0.2697596704605
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2063-01-01
					Fixed
					2.759
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVERSIONES CMPC SA
				549300G475ACIABB4385
				INVERSIONES CMPC SA
				46128MAQ4
				
					
					
				
				250000.00
				PA
				USD
				248225.00
				0.1911140611787
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2031-04-06
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				48124BAC9
				
					
					
				
				201000.00
				PA
				USD
				207532.50
				0.1597839818776
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-01
					Variable
					5.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HGHD47IJT4AA6RLC_1080000_S
				N/A
				RUB/USD FWD 20210616 00002462
				N/A
				
					
					
				
				-69475000.00
				NC
				
				-917898.86
				-0.7067111648139
				Short
				DFE
				
				RU
				
				N
				
				2
				
					
						
							HSBC BANK PLC
							N/A
						
						69475000.00
						RUB
						917898.86
						USD
						2021-06-16
						19717.12
					
				
				
					N
					N
					N
				
			
			
				THOMPSON PARK CLO, LTD
				N/A
				TPRK 2021-1A A1
				884887AA8
				
					
					
				
				350000.00
				OU
				Other Units
				USD
				350209.65
				0.2696343578426
				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
				399624.40
				0.3076798953776
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-04-16
					Variable
					1.58788
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LIFE FINANCIAL SERVICES TRUST
				N/A
				LIFE 2021-BMR MORTGAGE TRUST
				53218CAE0
				
					
					
				
				500000.00
				OU
				Other Units
				USD
				501453.00
				0.3860800456048
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2038-03-15
					Variable
					1.215
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEW YORK LIFE GLOBAL FDG
				635400DPNHEAUHB7ZI15
				NEW YORK LIFE GLOBAL FUNDING
				64952WDZ3
				
					
					
				
				650000.00
				PA
				USD
				649833.76
				0.5003217603571
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2023-02-02
					Variable
					0.2546
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BNP PARIBAS
				R0MUWSFPU8MPRO8K5P83
				BNP PARIBAS SA
				09659T2A8
				
					
					
				
				300000.00
				PA
				USD
				328002.00
				0.252536184086
				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
				218662.50
				0.1683532214825
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-03-05
					Variable
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC REMICS
				3137FJX79
				
					
					
				
				402755.79
				OU
				Other Units
				USD
				429335.50
				0.3305551455864
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2036-03-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				060505FP4
				
					
					
				
				192000.00
				PA
				USD
				207120.96
				0.1594671278913
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-12-20
					Variable
					5.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF GHANA
				213800PP4399SNNXZ126
				GHANA GOVERNMENT INTERNATIONAL BOND
				37443GAK7
				
					
					
				
				650000.00
				PA
				USD
				513110.00
				0.3950550344704
				Long
				DBT
				USGSE
				GH
				
				Y
				
				2
				
					2025-04-07
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				38EF689ETCEMS3AP_1080000_L
				N/A
				CLP/USD FWD 20210616 00642
				N/A
				
					
					
				
				250000000.00
				NC
				
				351652.72
				0.2707454101873
				Long
				DFE
				
				CL
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						351652.72
						USD
						250000000.00
						CLP
						2021-06-16
						6939.25
					
				
				
					N
					N
					N
				
			
			
				DOMINOS PIZZA MASTER ISSUER LL
				N/A
				DOMINO'S PIZZA MASTER ISSUER LLC
				25755TAN0
				
					
					
				
				225000.00
				OU
				Other Units
				USD
				228175.00
				0.1756771111268
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-04-25
					Fixed
					2.662
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MRA ISSUANCE TRUST
				N/A
				MRA ISSUANCE TRUST 2021-8
				55350JAA6
				
					
					
				
				400000.00
				OU
				Other Units
				USD
				400400.16
				0.3082771706081
				Long
				ABS-CBDO
				CORP
				US
				
				Y
				
				2
				
					2021-10-01
					Variable
					1.26513
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VGH1
				
					
					
				
				675000.00
				PA
				USD
				681565.84
				0.5247530089358
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-22
					Fixed
					2.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED MEXICAN STATES
				254900EGTWEU67VP6075
				MEXICO GOVERNMENT INTERNATIONAL BOND
				91086QAV0
				
					
					
				
				270000.00
				PA
				USD
				330824.25
				0.2547090984143
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2040-01-11
					Fixed
					6.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				1RTCKMM2DK538IFL_1080000_S
				N/A
				MXN/USD FWD 20210616 00955
				N/A
				
					
					
				
				-12117043.98
				NC
				
				-594997.46
				-0.4581020484303
				Short
				DFE
				
				MX
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						12117043.98
						MXN
						594997.46
						USD
						2021-06-16
						-14564.26
					
				
				
					N
					N
					N
				
			
			
				50K32B8M0D1KI91B_1080000_S
				N/A
				THB/USD FWD 20210616 2467
				N/A
				
					
					
				
				-24860000.00
				NC
				
				-798166.08
				-0.614526180054
				Short
				DFE
				
				TH
				
				N
				
				2
				
					
						
							JP MORGAN CHASE BANK
							N/A
						
						24860000.00
						THB
						798166.08
						USD
						2021-06-16
						9999.61
					
				
				
					N
					N
					N
				
			
			
				R6190ED0HVI6UCAJ_1080000_L
				N/A
				COP/USD FWD 20210616 2467
				N/A
				
					
					
				
				1170000000.00
				NC
				
				310993.51
				0.2394409616127
				Long
				DFE
				
				CO
				
				N
				
				2
				
					
						
							JP MORGAN CHASE BANK
							N/A
						
						310993.51
						USD
						1170000000.00
						COP
						2021-06-16
						-16065.14
					
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				06738EBG9
				
					
					
				
				300000.00
				PA
				USD
				340687.50
				0.2623030384442
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2169-09-15
					Variable
					8.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CUHP8RUR07KE5FMH_1080000_L
				N/A
				CNH/USD FWD 20210616 00002462
				N/A
				
					
					
				
				4270000.00
				NC
				
				657453.09
				0.5061880554513
				Long
				DFE
				
				CN
				
				N
				
				2
				
					
						
							HSBC BANK PLC
							N/A
						
						657453.09
						USD
						4270000.00
						CNY
						2021-06-16
						5006.80
					
				
				
					N
					N
					N
				
			
			
				E719LUH9DQ5GQI9A_1080000_L
				N/A
				SGD/USD FWD 20210616 63259
				N/A
				
					
					
				
				460000.00
				NC
				
				345612.60
				0.2660949847136
				Long
				DFE
				
				SG
				
				N
				
				2
				
					
						
							CITIBANK
							N/A
						
						345612.60
						USD
						460000.00
						SGD
						2021-06-16
						3829.80
					
				
				
					N
					N
					N
				
			
			
				DT AUTO OWNER TRUST
				N/A
				DT AUTO OWNER TRUST 2021-2
				23345EAC9
				
					
					
				
				675000.00
				OU
				Other Units
				USD
				676434.51
				0.5208022815089
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2027-01-15
					Fixed
					0.81
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TEXTAINER MARINE CONTAINERS LI
				549300X48KLHDDGPK024
				TEXTAINER MARINE CONTAINERS VII LTD
				88315LAL2
				
					
					
				
				345333.33
				OU
				Other Units
				USD
				339900.86
				0.2616973864548
				Long
				ABS-MBS
				CORP
				BM
				
				Y
				
				2
				
					2046-02-20
					Fixed
					1.68
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER SA
				5493006QMFDDMYWIAM13
				BANCO SANTANDER SA
				05964HAL9
				
					
					
				
				600000.00
				PA
				USD
				605355.04
				0.4660765843465
				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
				444741.25
				0.3424163821581
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-01-31
					Fixed
					4.625
					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
				182808.73
				0.1407485902275
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2040-02-15
					Variable
					1.265
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF KENYA
				549300VVURQQYU45PR87
				KENYA GOVERNMENT INTERNATIONAL BOND
				491798AE4
				
					
					
				
				300000.00
				PA
				USD
				333423.00
				0.2567099350202
				Long
				DBT
				USGSE
				KE
				
				Y
				
				2
				
					2024-06-24
					Fixed
					6.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UBS GROUP AG
				549300SZJ9VS8SGXAN81
				UBS GROUP AG
				90352JAF0
				
					
					
				
				300000.00
				PA
				USD
				331144.50
				0.2549556661577
				Long
				DBT
				CORP
				CH
				
				Y
				
				2
				
					2169-07-31
					Variable
					7.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CF HIPPOLYTA ISSUER LLC
				N/A
				CF HIPPOLYTA LLC
				12530MAE5
				
					
					
				
				275000.00
				OU
				Other Units
				USD
				275461.95
				0.2120844071496
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2061-03-15
					Fixed
					1.53
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRUDENTIAL FINANCIAL INC
				5PRBRS5FEH7NREC8OR45
				PRUDENTIAL FINANCIAL INC
				744320AM4
				
					
					
				
				600000.00
				PA
				USD
				650996.42
				0.5012169186786
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2043-06-15
					Variable
					5.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIAMONDBACK ENERGY INC
				549300R22LSX6OHWEN64
				DIAMONDBACK ENERGY INC
				25278XAR0
				
					
					
				
				350000.00
				PA
				USD
				353809.63
				0.2724060641492
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-24
					Fixed
					3.125
					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
				275206.72
				0.2118878997799
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-03-20
					Fixed
					1.18
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GSNNAMOPG21D4P09_1080000_L
				N/A
				RUB/USD FWD 20210616 63259
				N/A
				
					
					
				
				33350000.00
				NC
				
				440617.88
				0.3392417060117
				Long
				DFE
				
				RU
				
				N
				
				2
				
					
						
							CITIBANK
							N/A
						
						440617.88
						USD
						33350000.00
						RUB
						2021-06-16
						-2025.73
					
				
				
					N
					N
					N
				
			
			
				EEK3D4LDD28L87TR_1080000_S
				N/A
				EUR/USD FWD 20210528 816
				N/A
				
					
					
				
				-3304483.37
				NC
				
				-3974991.86
				-3.0604364488549
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						3304483.37
						EUR
						3974991.86
						USD
						2021-05-28
						22395.41
					
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38144GAE1
				
					
					
				
				350000.00
				PA
				USD
				351050.00
				0.27028136238
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-10
					Variable
					3.80
					N
					N
					N
				
				
					N
					N
					
				
			
			
				FDQ0P5G5BHRGCUA7_1080000_L
				N/A
				RUB/USD FWD 20210616 816
				N/A
				
					
					
				
				42895000.00
				NC
				
				566725.75
				0.4363350172507
				Long
				DFE
				
				RU
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						566725.75
						USD
						42895000.00
						RUB
						2021-06-16
						-2308.56
					
				
				
					N
					N
					N
				
			
			
				BOEING CO/THE
				RVHJWBXLJ1RFUBSY1F30
				BOEING CO/THE
				097023DD4
				
					
					
				
				500000.00
				PA
				USD
				502121.40
				0.3865946619347
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-02-04
					Fixed
					1.167
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				S3HNEK9RQ5GD1NPV_1080000_S
				N/A
				CAD/USD FWD 20210528 00642
				N/A
				
					
					
				
				-3428650.00
				NC
				
				-2789567.14
				-2.1477510526987
				Short
				DFE
				
				CA
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						3428650.00
						CAD
						2789567.14
						USD
						2021-05-28
						-26725.95
					
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				02005NBM1
				
					
					
				
				400000.00
				PA
				USD
				406480.00
				0.3129581774113
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-08-15
					Variable
					4.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				T9CFR015GJT18II7_1080000_L
				N/A
				RUB/USD FWD 20210616 50
				N/A
				
					
					
				
				38040000.00
				NC
				
				502581.83
				0.3869491574415
				Long
				DFE
				
				RU
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						502581.83
						USD
						38040000.00
						RUB
						2021-06-16
						-2409.67
					
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				QZ3177313
				
					
					
				
				300000.00
				PA
				USD
				315562.50
				0.2429587307109
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2169-12-15
					Variable
					7.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICA FINANCE CORP
				213800LXFHRRXIJRXW97
				AFRICA FINANCE CORP
				00830YAD3
				
					
					
				
				225000.00
				PA
				USD
				223593.75
				0.1721499027764
				Long
				DBT
				CORP
				XX
				
				Y
				
				2
				
					2028-04-28
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				METALSA SA DE CV
				549300F2FONGJR575V67
				METALSA SA DE CV
				59132VAB4
				
					
					
				
				200000.00
				PA
				USD
				196500.00
				0.1512898097356
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-05-04
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQUATE PETROCHEMICAL BV
				635400Y3Z5R4NJSMQ630
				EQUATE PETROCHEMICAL BV
				29441WAD7
				
					
					
				
				200000.00
				PA
				USD
				200875.00
				0.1546582215299
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2028-04-28
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					
				
			
			
				JPMBB COMMERCIAL MORTGAGE SECU
				N/A
				JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C30
				46644UAZ1
				
					
					
				
				500000.00
				OU
				Other Units
				USD
				536520.40
				0.4130792327494
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2048-07-01
					Fixed
					3.5508
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GMF CANADA LEASING TRUST
				549300KHZQ7YBTEOJU80
				GMF CANADA LEASING TRUST
				36252MBV1
				
					
					
				
				550000.00
				OU
				Other Units
				
				450721.23
				0.3470205044809
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-11-20
					Fixed
					1.685
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CK HUTCHISON EUR FIN 18
				2549003J58N9TB141B68
				CK HUTCHISON EUROPE FINANCE 18 LTD
				AS1624210
				
					
					
				
				300000.00
				PA
				
				377369.02
				0.2905449732107
				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
				
				345954.11
				0.2663579210134
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-11-16
					Fixed
					1.001
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BMW CANADA AUTO TRUST
				N/A
				BMW CANADA AUTO TRUST
				05570XBV7
				
					
					
				
				400000.00
				OU
				Other Units
				
				323260.79
				0.2488858189011
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-12-20
					Fixed
					0.755
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROLLS-ROYCE PLC
				X57JK1U580XATGR67572
				ROLLS-ROYCE PLC
				EJ7156163
				
					
					
				
				225000.00
				PA
				
				271128.41
				0.2087479163502
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2021-06-18
					Fixed
					2.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				EI8047355
				
					
					
				
				16000000.00
				PA
				
				838978.82
				0.64594883486
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2031-05-29
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PERUSAHAAN LISTRIK NEGAR
				254900OYVDRYS9J51J61
				PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA
				AV0034091
				
					
					
				
				525000.00
				PA
				
				678141.13
				0.5221162469801
				Long
				DBT
				CORP
				ID
				
				N
				
				2
				
					2025-10-25
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HELLENIC REPUBLIC
				2138003EKTMKZ5598902
				HELLENIC REPUBLIC GOVERNMENT BOND
				AO4795248
				
					
					
				
				250000.00
				PA
				
				318178.47
				0.2449728253855
				Long
				DBT
				USGSE
				GR
				
				Y
				
				2
				
					2022-08-01
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MBARC CREDIT CANADA INC
				549300T0LAPKEKVWBV33
				MBARC CREDIT CANADA INC
				552755BM1
				
					
					
				
				350000.00
				OU
				Other Units
				
				286574.30
				0.2206400576189
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2023-10-16
					Fixed
					2.715
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WPC EUROBOND BV
				5493005XDMOLBARL5M14
				WPC EUROBOND BV
				ZR5454437
				
					
					
				
				300000.00
				PA
				
				374258.50
				0.2881501132668
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2028-04-15
					Fixed
					1.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GMF CANADA LEASING TRUST
				549300KHZQ7YBTEOJU80
				GMF CANADA LEASING TRUST
				36252MCJ7
				
					
					
				
				850000.00
				OU
				Other Units
				
				692081.11
				0.5328489539618
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-05-20
					Fixed
					1.264
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				BCC2PUF63
				
					
					
				
				450000.00
				OU
				Other Units
				
				365486.11
				0.2813960511089
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-06-15
					Fixed
					1.872
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SILVER ARROW CANADA LP
				N/A
				SILVER ARROW CANADA LP
				827314AL9
				
					
					
				
				365000.00
				OU
				Other Units
				
				303612.95
				0.2337585009606
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-08-15
					Fixed
					2.399
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF PHILIPPINES
				529900RAHBALMYIJ3T08
				PHILIPPINE GOVERNMENT INTERNATIONAL BOND
				ZP6060526
				
					
					
				
				525000.00
				PA
				
				630116.45
				0.4851409558869
				Long
				DBT
				USGSE
				PH
				
				N
				
				2
				
					2023-02-03
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SWZ91ZC0LT6_1080000_L
				N/A
				ICE CDS ITRAXX XOVER EUR S35 - 6/20/2026 - BAML - CON
				N/A
				
					
					
				
				2000000.00
				NC
				
				285684.63
				0.219955080494
				Long
				DCR
				
				US
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						
							
								iTraxx Europe Crossover Series 35
								2I667KJN9
							
						
						Y
						
						
							
								
							
						
						2026-06-20
						262306.91
						USD
						0.00
						USD
						2404500.00
						USD
						23377.72
					
				
				
					N
					N
					N
				
			
			
				GENERAL ELECTRIC CO
				3C7474T6CDKPR9K6YT90
				GENERAL ELECTRIC CO
				369604BR3
				
					
					
				
				130000.00
				PA
				
				157190.15
				0.1210242640499
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-05-17
					Fixed
					0.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				THAILAND GOVERNMENT BOND
				254900PHJ6MSKT6C7026
				THAILAND GOVERNMENT BOND
				ZQ3490328
				
					
					
				
				25025000.00
				PA
				
				801073.80
				0.6167648996752
				Long
				DBT
				USGSE
				TH
				
				N
				
				2
				
					2029-12-17
					Fixed
					1.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERKSHIRE HATHAWAY INC
				5493000C01ZX7D35SD85
				BERKSHIRE HATHAWAY INC
				BG5374981
				
					
					
				
				875000.00
				PA
				
				1054032.71
				0.811523705603
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-03-12
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				7TEP5RBCQJISESJB_1080000_L
				N/A
				MXN/USD FWD 20210616 50
				N/A
				
					
					
				
				6530000.00
				NC
				
				320650.27
				0.2468759203051
				Long
				DFE
				
				MX
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						320650.27
						USD
						6530000.00
						MXN
						2021-06-16
						-3576.90
					
				
				
					N
					N
					N
				
			
			
				BS0BP7MD4SOLP8IU_1080000_L
				N/A
				PLN/USD FWD 20210616 50
				N/A
				
					
					
				
				1180000.00
				NC
				
				311243.05
				0.2396330881222
				Long
				DFE
				
				PL
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						311243.05
						USD
						1180000.00
						PLN
						2021-06-16
						-1755.96
					
				
				
					N
					N
					N
				
			
			
				DREYFUS INSTITUTIONAL PREFERRE
				549300RBWL04JG8SIX57
				Dreyfus Institutional Preferred Government Plus Money Market Fund
				N/A
				
					
					
				
				4310105.65
				OU
				Other Units
				USD
				4310105.65
				3.3184481614701
				Long
				STIV
				RF
				US
				
				N
				
				1
				
					2099-12-01
					Variable
					0.048766
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				XMM1 COMDTY
				N/A
				AUST 10Y BOND FUT JUN21
				N/A
				
					
					
				
				15.00
				NC
				
				1610689.07
				1.2401060709594
				Long
				DIR
				
				AU
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								AUST 10Y BOND
								AUST 10Y BOND
								
									
									
									
								
							
						
						2021-06-15
						2090853.60
						AUD
						8173.14
					
				
				
					N
					N
					N
				
			
			
				CNM1 COMDTY
				N/A
				CAN 10YR BOND FUT JUN21
				N/A
				
					
					
				
				-16.00
				NC
				
				-1814066.63
				-1.3966910702311
				Short
				DIR
				
				CA
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								CAN 10YR BOND FUT
								CAN 10YR BOND FUT
								
									
									
									
								
							
						
						2021-06-21
						-2229760.00
						CAD
						-3037.48
					
				
				
					N
					N
					N
				
			
			
				OEM1 COMDTY
				N/A
				EURO-BOBL FUTURE JUN21
				N/A
				
					
					
				
				-15.00
				NC
				
				-2429687.14
				-1.8706712729142
				Short
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								EURO-BOBL FUT
								EURO-BOBL FUT
								
									
									
									
								
							
						
						2021-06-08
						-2020950.00
						EUR
						3767.43
					
				
				
					N
					N
					N
				
			
			
				USM1 COMDTY
				N/A
				US LONG BOND(CBT) JUN21
				N/A
				
					
					
				
				-2.00
				NC
				USD
				-314500.00
				-0.2421406878465
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								US LONG BOND(CBT)
								US LONG BOND(CBT)
								
									
									
									
								
							
						
						2021-06-21
						-314500.00
						USD
						-1402.86
					
				
				
					N
					N
					N
				
			
			
				DUM1 COMDTY
				N/A
				EURO-SCHATZ FUT JUN21
				N/A
				
					
					
				
				-4.00
				NC
				
				-538992.72
				-0.4149827280288
				Short
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								EURO-SCHATZ FUT
								EURO-SCHATZ FUT
								
									
									
									
								
							
						
						2021-06-08
						-448320.00
						EUR
						18.80
					
				
				
					N
					N
					N
				
			
			
				TYM1 COMDTY
				N/A
				US 10YR NOTE (CBT)JUN21
				N/A
				
					
					
				
				-41.00
				NC
				USD
				-5413281.25
				-4.1678080934241
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								US 10YR
								US 10YR
								
									
									
									
								
							
						
						2021-06-21
						-5413281.25
						USD
						52284.80
					
				
				
					N
					N
					N
				
			
			
				UXYM1 COMDTY
				N/A
				US 10YR ULTRA FUT JUN21
				N/A
				
					
					
				
				-40.00
				NC
				USD
				-5821875.20
				-4.4823938489183
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								US 10YR ULTR
								US 10YR ULTR
								
									
									
									
								
							
						
						2021-06-21
						-5821875.20
						USD
						-27097.35
					
				
				
					N
					N
					N
				
			
			
				FVM1 COMDTY
				N/A
				US 5YR NOTE (CBT) JUN21
				N/A
				
					
					
				
				44.00
				NC
				USD
				5453250.00
				4.1985809411741
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								US 5YR
								US 5YR
								
									
									
									
								
							
						
						2021-06-30
						5453250.00
						USD
						5066.20
					
				
				
					N
					N
					N
				
			
			
				TUM1 COMDTY
				N/A
				US 2YR NOTE (CBT) JUN21
				N/A
				
					
					
				
				55.00
				NC
				USD
				12141679.66
				9.3481547360413
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								US 2YR NOTE
								US 2YR NOTE
								
									
									
									
								
							
						
						2021-06-30
						12141679.66
						USD
						-2235.72
					
				
				
					N
					N
					N
				
			
			
				99VVB9HH4
				N/A
				DREYFUS INST PREF GOVT PLUS MMF - SL #4134
				99VVB9HH4
				
					
					
				
				2042980.12
				OU
				Other Units
				USD
				2042980.12
				1.5729367615696
				Long
				
				RF
				US
				
				N
				1
				
					
					N
					N
				
			
		
		
			2021-06-22
			BNY Mellon Advantage Funds, Inc.
			James Windels
			James Windels
			Fund Treasurer
		
	
	XXXX

STATEMENT OF INVESTMENTS
BNY Mellon Short Term Income Fund

April 30, 2021 (Unaudited)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2%
Advertising - .2%
Lamar Media, Gtd. Notes		3.63	1/15/2031	325,000	^b	317,281
Aerospace & Defense - 1.4%
General Dynamics, Gtd. Notes		3.25	4/1/2025	620,000		674,165
Raytheon Technologies, Sr. Unscd. Notes		3.20	3/15/2024	300,000		320,392
Rolls-Royce, Gtd. Notes	EUR	2.13	6/18/2021	225,000		271,128
The Boeing Company, Sr. Unscd. Notes		1.17	2/4/2023	500,000		502,121
					1,767,806
Agriculture - .5%
MHP, Gtd. Notes		7.75	5/10/2024	300,000		317,838
Philip Morris International, Sr. Unscd. Notes		1.13	5/1/2023	300,000		304,534
					622,372
Asset-Backed Certificates - 5.5%
Cascade Funding Mortgage Trust, Ser. 2019-HB1, Cl. A		2.39	12/25/2029	302,354	^b	304,105
CF Hippolyta, Ser. 2020-1, Cl. A1		1.69	7/15/2060	367,436	^b	372,955
CF Hippolyta, Ser. 2021-1A, Cl. A1		1.53	3/15/2061	275,000	^b	275,462
CLI Funding VI, Ser. 2020-1A, Cl. A		2.08	9/18/2045	172,358	^b	174,389
CLI Funding VI, Ser. 2020-3A, Cl. A		2.07	10/18/2045	303,604	^b	307,331
CNH Capital Canada Receivables Trust, Ser. 2021-1A, Cl. A2	CAD	1.00	11/16/2026	425,000	^b	345,954
Conn's Receivables Funding, Ser. 2019-A, Cl. A		3.40	10/16/2023	22,826	^b	22,934
Consumer Loan Underlying Bond CLUB Credit Trust, Ser. 2019-P2, Cl. A		2.47	10/15/2026	53,151	^b	53,332
DataBank Issuer, Ser. 2021-1A, Cl. A2		2.06	2/27/2051	300,000	^b	300,604
Domino's Pizza Master Issuer, Ser. 2021-1A, Cl. A2I		2.66	4/25/2051	225,000	^b	228,175
Marlette Funding Trust, Ser. 2019-2A, Cl. A		3.13	7/16/2029	67,283	^b	67,700
MMAF Equipment Finance, Ser. 2017-B, Cl. A3		2.21	10/17/2022	7,709	^b	7,721
MMAF Equipment Finance, Ser. 2018-A, Cl. A4		3.39	1/10/2025	165,000	^b	170,509
MVW, Ser. 2020-1A, Cl. A		1.74	10/20/2037	191,623	^b	195,452
OneMain Financial Issuance Trust, Ser. 2019-1A, Cl. A		3.48	2/14/2031	111,295	^b	112,257

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Asset-Backed Certificates - 5.5% (continued)
OneMain Financial Issuance Trust, Ser. 2020-2A, Cl. A		1.75	9/14/2035	350,000	^b	355,979
Park Place Securities, Ser. 2005-WCW3, Cl. M1, 1 Month LIBOR +.72%		0.83	8/25/2035	288,157	^c	288,969
SCF Equipment Leasing, Ser. 2019-1A, Cl. A2		3.23	10/20/2024	138,622	^b	139,009
Sierra Timeshare Receivables Funding, Ser. 2020-2A, Cl. A		1.33	7/20/2037	214,056	^b	215,680
Textainer Marine Containers VII, Ser. 2021-1A, Cl. A		1.68	2/20/2046	345,333	^b	339,901
Tricon American Homes Trust, Ser. 2018-SFR1, Cl. A		3.53	5/17/2037	669,813	^b	705,192
Trinity Rail Leasing, Ser. 2020-2A, Cl. A1		1.83	11/19/2050	300,453	^b	307,125
Vantage Data Centers, Ser. 2020-2A, CI. A2		1.99	9/15/2045	414,000	^b	409,911
VB-S1 Issuer, Ser. 2020-1A, CI. C2		3.03	6/15/2050	150,000	^b	158,353
Verizon Owner Trust, Ser. 2019-A, Cl. C		3.22	9/20/2023	800,000		826,815
Volvo Financial Equipment, Ser. 2019-1A, Cl. A4		3.13	11/15/2023	400,000	^b	412,605
					7,098,419
Asset-Backed Certificates/Auto Receivables - 12.7%
AmeriCredit Automobile Receivables Trust, Ser. 2019-1, Cl. C		3.36	2/18/2025	650,000		677,156
AmeriCredit Automobile Receivables Trust, Ser. 2020-1, Cl. C		1.59	10/20/2025	350,000		356,725
Bank of The West Auto Trust, Ser. 2017-1, Cl. B		2.62	11/15/2023	600,000	^b	609,648
BMW Canada Auto Trust, Ser. 2021-1A, Cl. A3	CAD	0.76	12/20/2025	400,000	^b	323,261
CarMax Auto Owner Trust, Ser. 2019-3, Cl. C		2.60	6/16/2025	315,000		328,298
CarMax Auto Owner Trust, Ser. 2019-4, Cl. B		2.32	7/15/2025	475,000		494,671
Carvana Auto Receivables Trust, Ser. 2020-P1, Cl. C		1.32	11/9/2026	425,000		424,658
Chesapeake Funding II, Ser. 2019-1A, Cl. A2, 1 Month LIBOR +.40%		0.51	4/15/2031	184,784	^b,c	184,167
Drive Auto Receivables Trust, Ser. 2019-4, Cl. C		2.51	11/17/2025	675,000		687,184
DT Auto Owner Trust, Ser. 2020-1A, Cl. B		2.16	5/15/2024	475,000	^b	481,756
DT Auto Owner Trust, Ser. 2020-2A, Cl. B		2.08	3/16/2026	350,000	^b	356,473



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Asset-Backed Certificates/Auto Receivables - 12.7% (continued)
DT Auto Owner Trust, Ser. 2021-2A, Cl. B		0.81	1/15/2027	675,000	^b	676,435
Enterprise Fleet Financing, Ser. 2019-3, Cl. A3		2.19	5/20/2025	300,000	^b	310,856
Exeter Automobile Receivables Trust, Ser. 2020-2A, Cl. B		2.08	7/15/2024	350,000	^b	354,095
Ford Auto Securitization Trust, Ser. 2020-AA, Cl. B	CAD	1.87	6/15/2026	450,000	^b	365,486
Ford Credit Auto Lease Trust, Ser. 2020-A, Cl. B		2.05	6/15/2023	325,000		330,733
Ford Credit Auto Owner Trust, Ser. 2017-2, Cl. A		2.36	3/15/2029	165,000	^b	169,633
Ford Credit Auto Owner Trust, Ser. 2018-2, Cl. A		3.47	1/15/2030	129,000	^b	137,570
Ford Credit Auto Owner Trust, Ser. 2020-2, Cl. B		1.49	4/15/2033	375,000	^b	377,616
Ford Credit Floorplan Master Owner Trust, Ser. 2019-1, Cl. B		3.04	3/15/2024	500,000		511,431
GM Financial Automobile Leasing Trust, Ser. 2019-2, Cl. C		3.12	3/20/2023	500,000		506,825
GM Financial Automobile Leasing Trust, Ser. 2020-1, Cl. B		1.84	12/20/2023	205,000		208,260
GM Financial Consumer Automobile Receivables Trust, Ser. 2020-4, Cl. B		0.73	3/16/2026	300,000		298,807
GMF Canada Leasing Trust, Ser. 2020-1A, Cl. B	CAD	1.69	11/20/2025	550,000	^b	450,721
GMF Canada Leasing Trust, Ser. 2021-1A, Cl. B	CAD	1.26	5/20/2026	850,000	^b	692,081
MBarc Credit Canada, Ser. 2019-AA, Cl. A3	CAD	2.72	10/16/2023	350,000	^b	286,574
Navistar Financial Dealer Note Master Owner Trust II, Ser. 2019-1, Cl. A, 1 Month LIBOR +.64%		0.75	5/25/2024	675,000	^b,c	675,206
Navistar Financial Dealer Note Master Trust, Ser. 2020-1, Cl. A, 1 Month LIBOR +.95%		1.06	7/25/2025	350,000	^b,c	352,543
OSCAR US Funding Trust IX, Ser. 2018-2A, Cl. A4		3.63	9/10/2025	240,000	^b	247,611
OSCAR US Funding Trust VII, Ser. 2017-2A, Cl. A4		2.76	12/10/2024	123,306	^b	124,731
OSCAR US Funding Trust VIII, Ser. 2018-1A, Cl. A4		3.50	5/12/2025	759,658	^b	776,412
OSCAR US Funding XI, Ser. 2019-2A, Cl. A2		2.49	8/10/2022	79,688	^b	79,847
Santander Retail Auto Lease Trust, Ser. 2019-A, Cl. C		3.30	5/22/2023	500,000	^b	510,528

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Asset-Backed Certificates/Auto Receivables - 12.7% (continued)
Santander Retail Auto Lease Trust, Ser. 2019-B, Cl. B		2.58	8/21/2023	550,000	^b	562,569
Santander Retail Auto Lease Trust, Ser. 2020-A, Cl. C		2.08	3/20/2024	750,000	^b	768,493
Silver Arrow Canada, Ser. 2019-1A, Cl. A3	CAD	2.40	8/15/2026	365,000		303,613
Tesla Auto Lease Trust, Ser. 2019-A, Cl. B		2.41	12/20/2022	550,000	^b	563,435
Tesla Auto Lease Trust, Ser. 2020-A, Cl. B		1.18	1/22/2024	100,000	^b	101,101
Tesla Auto Lease Trust, Ser. 2021-A, CI. C		1.18	3/20/2025	275,000	^b	275,207
Westlake Automobile Receivables Trust, Ser. 2019-1A, Cl. B		3.26	10/17/2022	85,683	^b	85,797
Westlake Automobile Receivables Trust, Ser. 2021-1A, Cl. C		0.95	3/16/2026	510,000	^b	510,527
					16,538,740
Asset-Backed Certificates/Student Loans - .2%
Navient Private Education Loan Trust, Ser. 2014-AA, Cl. A2A		2.74	2/15/2029	279,390	^b	284,736
Automobiles & Components - 1.9%
Daimler Finance North America, Sr. Unscd. Notes		0.75	3/1/2024	650,000	^b	648,486
Ford Motor Credit, Sr. Unscd. Notes		3.38	11/13/2025	300,000		307,404
General Motors, Sr. Unscd. Notes		5.40	10/2/2023	350,000		387,348
General Motors Financial, Sr. Unscd. Notes		1.70	8/18/2023	300,000		306,303
Metalsa, Gtd. Notes		3.75	5/4/2031	200,000	^b	196,500
Nemak, Sr. Unscd. Notes		4.75	1/23/2025	250,000		258,795
Volkswagen Group of America Finance, Gtd. Notes, 3 Month LIBOR +.86%		1.05	9/24/2021	400,000	^b,c	401,270
					2,506,106
Banks - 7.9%
Banco Santander, Sr. Unscd. Notes		1.85	3/25/2026	600,000		605,355
Banco Santander Mexico, Sr. Unscd. Notes		5.38	4/17/2025	200,000	^b	225,584
Bank of America, Jr. Sub. Notes, Ser. JJ		5.13	6/20/2024	192,000	^d	207,121
Bank of America, Jr. Sub. Notes, Ser. X		6.25	9/5/2024	196,000	^d	218,662
Bank of America, Sr. Unscd. Notes		0.98	9/25/2025	700,000		699,713
Barclays, Jr. Sub. Bonds		7.88	3/15/2022	300,000	^d	315,562
Barclays, Jr. Sub. Notes		8.00	6/15/2024	300,000	^d	340,687
Barclays, Sr. Unscd. Notes		3.93	5/7/2025	300,000		324,223



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Banks - 7.9% (continued)
Barclays, Sr. Unscd. Notes		4.61	2/15/2023	325,000		335,172
BNP Paribas, Sr. Unscd. Notes		2.22	6/9/2026	325,000	^b	335,141
BNP Paribas, Sub. Notes		4.38	3/1/2033	300,000	^b	328,002
Citigroup, Jr. Sub. Bonds, Ser. W		4.00	12/10/2025	600,000	^d	609,180
Credit Agricole, Sub. Notes		4.38	3/17/2025	600,000		660,791
ING Groep, Sr. Unscd. Notes		3.55	4/9/2024	280,000		302,853
JPMorgan Chase & Co., Jr. Sub. Bonds, Ser. FF		5.00	8/1/2024	614,000	^d	647,564
JPMorgan Chase & Co., Jr. Sub. Bonds, Ser. Q		5.15	5/1/2023	201,000	^d	207,533
JPMorgan Chase & Co., Sub. Notes		3.38	5/1/2023	425,000		449,524
KeyBank, Sr. Unscd. Notes		1.25	3/10/2023	300,000		304,535
Morgan Stanley, Sr. Unscd. Notes, 3 Month SOFR +.70%		0.71	1/20/2023	650,000	^c	651,773
NatWest Group, Sr. Unscd. Notes		3.88	9/12/2023	325,000		348,945
State Street, Sr. Unscd. Notes		2.83	3/30/2023	250,000		255,712
The Goldman Sachs Group, Jr. Sub. Notes, Ser. T		3.80	5/10/2026	350,000	^d,e	351,050
The Goldman Sachs Group, Sr. Unscd. Notes		3.20	2/23/2023	925,000		970,348
The Korea Development Bank, Sr. Unscd. Notes		3.00	3/19/2022	200,000		204,606
UBS Group, Jr. Sub. Notes		7.00	1/31/2024	300,000	^b,d	331,144
					10,230,780
Beverage Products - .2%
Keurig Dr Pepper, Gtd. Notes		4.06	5/25/2023	177,000		189,413
Chemicals - .5%
Equate Petrochemical, Gtd. Notes		2.63	4/28/2028	200,000	^b,e	200,875
MEGlobal Canada, Gtd. Notes		5.00	5/18/2025	300,000		336,562
Nutrien, Sr. Unscd. Notes		1.90	5/13/2023	100,000		102,681
					640,118
Collateralized Loan Obligations Debt - 5.1%
Avery Point VII CLO, Ser. 2015-7A, Cl. AR2, 3 Month LIBOR +.96%		1.14	1/15/2028	318,989	^b,c	319,040
Bain Capital Credit CLO, Ser. 2020-3A, Cl. A, 3 Month LIBOR +1.38%		1.55	10/23/2032	360,000	^b,c	360,658
Ballyrock CLO, Ser. 2020-1A, Cl. A1, 3 Month LIBOR +1.70%		1.89	7/20/2030	250,000	^b,c	250,410
Ballyrock CLO, Ser. 2020-2A, Cl. A1, 3 Month LIBOR +1.32%		1.51	10/20/2031	275,000	^b,c	275,519
Cent 21 CLO, Ser. 2014-21A, Cl. A1R3, 3 Month LIBOR +.97%		1.15	7/27/2030	325,000	^b,c	325,194
Columbia Cent 30 CLO, Ser. 2020-30A, Cl. A1, 3 Month LIBOR +1.31%		1.53	1/20/2034	330,000	^b,c	330,225

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Collateralized Loan Obligations Debt - 5.1% (continued)
Dryden 41 Senior Loan Fund CLO, Ser. 2015-41A, Cl. AR, 3 Month LIBOR +.97%		1.15	4/15/2031	275,000	^b,c	275,216
Dryden 83 CLO, Ser. 2020-83A, Cl. B, 3 Month LIBOR +1.60%		1.84	1/18/2032	600,000	^b,c	600,329
Madison Park Funding XXVII CLO, Ser. 2018-27A, Cl. A1A, 3 Month LIBOR +1.03%		1.22	4/20/2030	300,000	^b,c	300,311
Madison Park Funding XXX CLO, Ser. 2018-30A, Cl. A, 3 Month LIBOR +.75%		0.93	4/15/2029	375,000	^b,c	374,244
Magnetite XIX CLO, Ser. 2017-19A, Cl. AR, 3 Month LIBOR +1.05%		1.24	4/17/2034	325,000	^b,c	325,290
Magnetite XVII CLO, Ser. 2016-17A, Cl. AR, 3 Month LIBOR +1.10%		1.29	7/20/2031	325,000	^b,c	325,725
Magnetite XXVIII CLO, Ser. 2020-28A, Cl. A, 3 Month LIBOR +1.27%		1.45	10/25/2031	250,000	^b,c	250,420
Neuberger Berman Loan Advisers 40 CLO, Ser. 2021-40A, Cl. B, 3 Month LIBOR +1.40%		1.59	4/16/2033	400,000	^b,c	399,624
RIN IV CLO, Ser. 2021-1A, CI. A, 3 Month LIBOR +1.30%		1.30	4/20/2033	250,000	^b,c	250,370
Symphony XV CLO, Ser. 2014-15A, Cl. BR3, 3 Month LIBOR +1.55		1.74	1/17/2032	550,000	^b,c	550,334
Symphony XXIV CLO, Ser. 2020-24A, Cl. A, 3 Month LIBOR +1.20%		1.42	1/23/2032	300,000	^b,c	300,213
Taconic Park CLO, Ser. 2016-1A, Cl. A1R, 3 Month LIBOR +1.00%		1.19	1/20/2029	300,000	^b,c	300,561
Thompson Park CLO, Ser. 2021-1A, CI. A1, 3 Month LIBOR +1.00%		1.20	4/15/2034	350,000	^b,c	350,210
Voya CLO, Ser. 2019-1A, Cl. AR, 3 Month LIBOR +1.06%		1.24	4/15/2031	150,000	^b,c	150,157
					6,614,050
Commercial & Professional Services - .5%
DP World Salaam, Jr. Sub. Notes		6.00	10/1/2025	300,000	^d	329,550
United Rentals North America, Gtd. Notes		5.88	9/15/2026	300,000		313,500
					643,050
U.S. Government Agencies Collateralized Mortgage Obligations - .1%
Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk, Ser. 2021-MN1, Cl. M1, 1 Month SOFR +2.00%		2.01	1/25/2051	94,586	^b,c,f	95,561
Commercial Mortgage Pass-Through Certificates - 14.0%
American Homes 4 Rent Trust, Ser. 2014-SFR3, Cl. A		3.68	12/17/2036	287,457	^b	308,545



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Commercial Mortgage Pass-Through Certificates - 14.0% (continued)
BAMLL Commercial Mortgage Securities Trust, Ser. 2020-JGDN, Cl. A, 1 Month LIBOR +2.75%		2.87	11/15/2030	300,000	^b,c	304,911
Bank, Ser. 2020-BN25, Cl. A2		2.76	1/15/2063	335,000		350,372
BBCMS Mortgage Trust, Ser. 2019-BWAY, Cl. A, 1 Month LIBOR +.96%		1.07	11/15/2034	275,000	^b,c	274,525
BBCMS Trust, Ser. 2013-TYSX, CI. A2		3.76	9/5/2032	340,444		341,030
Benchmark Mortgage Trust, Ser. 2020-B16, Cl. A2		2.88	2/15/2053	325,000		344,034
BF Mortgage Trust, Ser. 2019-NYT, Cl. A, 1 Month LIBOR +1.20%		1.32	12/15/2035	610,000	^b,c	612,250
BF Mortgage Trust, Ser. 2019-NYT, Cl. B, 1 Month LIBOR +1.40%		1.52	12/15/2035	365,000	^b,c	365,809
BX Commercial Mortgage Trust, Ser. 2019-IMC, Cl. A, 1 Month LIBOR +1.00%		1.12	4/15/2034	500,000	^b,c	499,292
BX Commercial Mortgage Trust, Ser. 2020-BXLP, Cl. B, 1 Month LIBOR +1.00%		1.12	12/15/2036	498,989	^b,c	499,611
BX Commercial Mortgage Trust, Ser. 2020-VKNG, Cl. B, 1 Month LIBOR +1.13%		1.24	10/15/2037	375,000	^b,c	375,599
CAMB Commercial Mortgage Trust, Ser. 2019-LIFE, Cl. A, 1 Month LIBOR +1.07%		1.19	12/15/2037	500,000	^b,c	501,454
CAMB Commercial Mortgage Trust, Ser. 2019-LIFE, Cl. B, 1 Month LIBOR +1.25%		1.37	12/15/2037	100,000	^b,c	100,271
CGDB Commercial Mortgage Trust, Ser. 2019-MOB, Cl. B, 1 Month LIBOR +1.25%		1.36	11/15/2036	675,000	^b,c	675,707
CHC Commercial Mortgage Trust, Ser. 2019-CHC, Cl. C, 1 Month LIBOR +1.75%		1.87	6/15/2034	695,871	^b,c	685,438
Citigroup Commercial Mortgage Trust, Ser. 2014-GC25, Cl. B		4.35	10/10/2047	270,000		292,845
Citigroup Commercial Mortgage Trust, Ser. 2020-GC46, Cl. A2		2.71	2/15/2053	320,000		334,720
Commercial Mortgage Trust, Ser. 2016-COR1, Cl. A2		2.50	10/10/2049	850,288		855,850
CSAIL Commercial Mortgage Trust, Ser. 2015-C1, Cl. A3		3.24	4/15/2050	480,679		503,986
CSAIL Commercial Mortgage Trust, Ser. 2017-C8, Cl. A2		2.99	6/15/2050	700,000		710,745
DBWF Mortgage Trust, Ser. 2016-85T, Cl. A		3.79	12/10/2036	350,000	^b	387,950

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Commercial Mortgage Pass-Through Certificates - 14.0% (continued)
GB Trust, Ser. 2020-FLIX, Cl. A, 1 Month LIBOR +1.12%		1.24	8/15/2037	425,000	^b,c	427,590
GS Mortgage Securities Trust, Ser. 2016-GS2, Cl. A2		2.64	5/10/2049	23,254		23,250
GS Mortgage Securities Trust, Ser. 2019-70P, Cl. B, 1 Month LIBOR +1.32%		1.44	10/15/2036	560,000	^b,c	557,998
HPLY Trust, Ser. 2019-HIT, Cl. A, 1 Month LIBOR +1.00%		1.11	11/15/2036	402,700	^b,c	402,952
Invitation Homes Trust, Ser. 2017-SFR2, Cl. B, 1 Month LIBOR +1.15%		1.27	12/17/2036	300,000	^b,c	300,768
JPMBB Commercial Mortgage Securities Trust, Ser. 2015-C30, Cl. A4		3.55	7/15/2048	500,000		536,520
KKR Industrial Portfolio Trust, Ser. 2021-KDIP, Cl. C, 1 Month LIBOR +1.00%		1.11	12/15/2037	340,000	^b,c	340,132
Lanark Master Issuer, Ser. 2020-1A, Cl. 1A		2.28	12/22/2069	225,000	^b	230,742
LIFE Mortgage Trust, Ser. 2021-BMR, CI. C, 1 Month LIBOR +1.10%		1.22	3/15/2038	500,000	^b,c	501,453
Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2014-C17, Cl. A4		3.44	8/15/2047	685,000		712,931
MRA Issuance Trust, Ser. 2021-8, Cl. A1X, 1 Month LIBOR +1.15%		1.27	10/15/2021	400,000	^b,c	400,400
Tricon American Homes Trust, Ser. 2017-SFR2, Cl. A		2.93	1/17/2036	577,467	^b	590,607
Tricon American Homes Trust, Ser. 2019-SFR1, Cl. A		2.75	3/17/2038	324,784	^b	336,914
UBS Commercial Mortgage Trust, Ser. 2012-C1, Cl. A3		3.40	5/10/2045	456,385		462,643
VASA Trust, Ser. 2021-VASA, CI. B, 1 Month LIBOR +1.25%		1.36	7/15/2039	425,000	^b,c	425,915
Wells Fargo Commercial Mortgage Trust, Ser. 2014-LC18, Cl. A4		3.15	12/15/2047	685,000		719,835
Wells Fargo Commercial Mortgage Trust, Ser. 2015-C27, Cl. A4		3.19	2/15/2048	582,928		614,576
Wells Fargo Commercial Mortgage Trust, Ser. 2019-C51, Cl. A1		2.28	6/15/2052	253,061		258,513
Wells Fargo Commercial Mortgage Trust, Ser. 2020-C56, CI. A2		2.50	6/15/2053	300,000		312,392
Wells Fargo Commercial Mortgage Trust, Ser. 2021, Cl. A, 1 Month LIBOR +1.15%		1.27	2/15/2040	181,804	^b,c	182,809



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Commercial Mortgage Pass-Through Certificates - 14.0% (continued)
WF-RBS Commercial Mortgage Trust, Ser. 2013-C14, Cl. ASB		2.98	6/15/2046	444,990		454,991
					18,118,875
Consumer Discretionary - 1.7%
Lennar, Gtd. Notes		4.50	4/30/2024	600,000		657,225
Marriott International, Sr. Unscd. Notes, Ser. EE		5.75	5/1/2025	550,000		633,417
Sands China, Sr. Unscd. Notes		4.60	8/8/2023	600,000		643,329
Taylor Morrison Holdings II, Gtd. Notes		5.63	3/1/2024	300,000		325,500
					2,259,471
Diversified Financials - 3.9%
AerCap Global Aviation Trust, Gtd. Notes		1.75	1/30/2026	700,000		686,799
Air Lease, Sr. Unscd. Notes		3.38	7/1/2025	625,000		670,109
Ally Financial, Jr. Sub. Notes, Ser. B		4.70	5/15/2026	400,000	^d	406,480
Ally Financial, Sr. Unscd. Notes		3.05	6/5/2023	325,000		339,648
Capital One Financial, Sub. Notes		4.20	10/29/2025	650,000		724,827
GE Capital Funding, Gtd. Notes		3.45	5/15/2025	300,000	^b	325,658
Icahn Enterprises, Gtd. Notes		5.25	5/15/2027	185,000		188,931
Mamoura Diversified Global Holding, Gtd. Notes		2.50	11/7/2024	320,000		336,351
Quicken Loans, Gtd. Notes		5.25	1/15/2028	625,000		660,156
SLM, Sr. Unscd. Notes		4.20	10/29/2025	635,000		668,337
					5,007,296
Energy - 3.9%
Aker BP, Sr. Unscd. Notes		3.00	1/15/2025	325,000	^b	338,359
Cheniere Corpus Christi Holdings, Sr. Scd. Notes		5.88	3/31/2025	585,000		670,090
CNX Resources, Gtd. Notes		6.00	1/15/2029	45,000	^b	48,141
Diamondback Energy, Gtd. Notes		2.88	12/1/2024	680,000		721,465
Diamondback Energy, Gtd. Notes		3.13	3/24/2031	350,000		353,810
Enbridge, Gtd. Notes		2.50	1/15/2025	300,000	^e	313,996
EQT, Sr. Unscd. Notes		3.00	10/1/2022	325,000	^e	331,500
Marathon Petroleum, Sr. Unscd. Notes		3.63	9/15/2024	300,000		324,222
MPLX, Sr. Unscd. Notes		3.50	12/1/2022	155,000		161,512
Occidental Petroleum, Sr. Unscd. Notes		5.50	12/1/2025	310,000	^e	333,637
Petroleos Mexicanos, Gtd. Notes		4.63	9/21/2023	350,000		363,592
Saudi Arabian Oil Co., Sr. Unscd. Notes		1.63	11/24/2025	200,000	^b	202,745
Sinopec Group Overseas Development, Gtd. Notes		1.45	1/8/2026	300,000	^b,e	297,663

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Energy - 3.9% (continued)
Sinopec Group Overseas Development, Gtd. Notes		2.50	8/8/2024	300,000	^b	313,420
Western Midstream Operating, Sr. Unscd. Notes		4.35	2/1/2025	325,000		344,094
					5,118,246
Food Products - .2%
MARB BondCo, Gtd. Bonds		3.95	1/29/2031	260,000	^b	247,412
Foreign Governmental - 5.3%
Croatia, Sr. Unscd. Notes		6.00	1/26/2024	275,000		314,608
Dominican Republic, Sr. Unscd. Notes		4.88	9/23/2032	275,000	^b	288,475
Egypt, Sr. Unscd. Notes		5.25	10/6/2025	325,000	^b	338,988
Ghana, Sr. Unscd. Notes		0.00	4/7/2025	650,000	^b,g	513,110
Hellenic Republic, Sr. Unscd. Bonds	EUR	4.38	8/1/2022	250,000	^b	318,178
Indonesia, Sr. Unscd. Notes		4.88	5/5/2021	330,000		329,981
Ivory Coast, Sr. Unscd. Notes		6.38	3/3/2028	300,000		332,892
Kenya, Sr. Unscd. Notes		6.88	6/24/2024	300,000	^b	333,423
Mexican Bonos, Bonds, Ser. M	MXN	7.75	5/29/2031	16,000,000		838,979
Mexico, Sr. Unscd. Notes		6.05	1/11/2040	270,000		330,824
Oman, Sr. Unscd. Notes		4.88	2/1/2025	200,000	^b	210,250
Philippine, Sr. Unscd. Notes	EUR	0.14	2/3/2023	525,000		630,116
Romania, Sr. Unscd. Notes		4.88	1/22/2024	300,000	^e	333,424
Senegal, Sr. Unscd. Bonds		6.25	7/30/2024	300,000		326,582
Serbia, Sr. Unscd. Notes		7.25	9/28/2021	300,000	^b	307,776
Thailand, Bonds	THB	1.60	12/17/2029	25,025,000		801,074
Ukraine, Sr. Unscd. Notes		7.75	9/1/2023	325,000		346,481
					6,895,161
Forest Products & Paper - .2%
Inversiones, Gtd. Notes		3.00	4/6/2031	250,000	^b	248,225
Health Care - 1.8%
Bristol-Myers Squibb, Sr. Unscd. Notes		2.60	5/16/2022	265,000		271,662
Cigna, Gtd. Notes		3.05	11/30/2022	225,000		233,898
CVS Health, Sr. Unscd. Notes		3.70	3/9/2023	146,000	^e	154,566
DaVita, Gtd. Notes		3.75	2/15/2031	345,000	^b	328,183
Elanco Animal Health, Sr. Unscd. Notes		5.27	8/28/2023	300,000		322,375
HCA, Gtd. Notes		5.38	2/1/2025	300,000		334,704
Molina Healthcare, Sr. Unscd. Notes		4.38	6/15/2028	100,000	^b	102,875
Royalty Pharma, Gtd. Notes		1.20	9/2/2025	325,000	^b	321,693
Shire Acquisitions Investments Ireland, Gtd. Notes		3.20	9/23/2026	300,000		326,112
					2,396,068



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Industrial - .4%
General Electric, Jr. Sub. Debs., Ser. D, 3 Month LIBOR +3.33%		3.51	9/15/2021	425,000	^c,d	404,545
General Electric, Sr. Unscd. Bonds	EUR	0.38	5/17/2022	130,000		157,190
					561,735
Insurance - 2.3%
Berkshire Hathaway, Sr. Unscd. Notes	EUR	0.16	3/12/2025	875,000		1,054,033
MetLife, Jr. Sub. Debs.		6.40	12/15/2036	500,000		634,871
New York Life Global Funding, Scd. Notes, 3 Month SOFR +.22%		0.23	2/2/2023	650,000	^b,c	649,834
Prudential Financial, Jr. Sub. Notes		5.63	6/15/2043	600,000		650,996
					2,989,734
Materials - .9%
Ball, Gtd. Notes		5.25	7/1/2025	575,000		651,547
Berry Global, Scd. Notes		5.13	7/15/2023	150,000		150,938
Berry Global, Sr. Scd. Notes		1.57	1/15/2026	175,000	^b	173,658
Crown Americas, Gtd. Notes		4.75	2/1/2026	190,000		197,458
					1,173,601
Media - .6%
CCO Holdings, Sr. Unscd. Notes		4.25	2/1/2031	375,000	^b	375,469
Charter Communications Operating, Sr. Scd. Notes		4.46	7/23/2022	380,000		395,423
					770,892
Metals & Mining - .7%
Anglo American Capital, Gtd. Notes		3.63	9/11/2024	300,000	^b	324,657
Steel Dynamics, Sr. Unscd. Notes		2.40	6/15/2025	600,000		628,183
					952,840
Municipal Securities - .5%
California Health Facilities Financing Authority, Revenue Bonds		0.95	6/1/2025	300,000		301,144
Dallas Fort Worth International Airport, Revenue Bonds, Refunding, Ser. C		1.33	11/1/2025	75,000		75,718
University of Washington, Revenue Bonds, Refunding, Ser. B		0.73	4/1/2026	325,000		322,321
					699,183
Real Estate - 3.3%
American Tower, Sr. Unscd. Notes		2.40	3/15/2025	190,000		198,606
CyrusOne, Gtd. Notes		2.90	11/15/2024	600,000		636,063
Duke Realty, Sr. Unscd. Notes		3.25	6/30/2026	300,000		326,130
Equinix, Sr. Unscd. Notes		1.00	9/15/2025	430,000		424,466
GLP Capital, Gtd. Notes		5.38	4/15/2026	275,000		311,631
MGM Growth Properties Operating Partnership, Gtd. Notes		3.88	2/15/2029	293,000	^b	297,018

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Real Estate - 3.3% (continued)
SBA Tower Trust, Notes		1.88	1/15/2026	275,000	^b	279,857
SBA Tower Trust, Notes		2.84	1/15/2025	650,000	^b	685,880
VEREIT Operating Partnership, Gtd. Notes		3.40	1/15/2028	325,000		351,965
VICI Properties, Gtd. Notes		3.50	2/15/2025	324,000	^b	331,290
WPC Eurobond, Gtd. Notes	EUR	1.35	4/15/2028	300,000		374,258
					4,217,164
Retailing - 1.4%
7-Eleven, Sr. Unscd. Notes		0.80	2/10/2024	500,000	^b	499,504
Autozone, Sr. Unscd. Notes		3.63	4/15/2025	300,000	^e	327,613
CK Hutchison Europe Finance 18, Gtd. Bonds	EUR	1.25	4/13/2025	300,000		377,369
Starbucks, Sr. Unscd. Notes		1.30	5/7/2022	140,000		141,592
Yum! Brands, Sr. Unscd. Notes		4.63	1/31/2032	425,000		444,741
					1,790,819
Supranational Bank - 1.8%
Africa Finance, Sr. Unscd. Notes		2.88	4/28/2028	225,000	^b	223,594
Banque Ouest Africaine de Developpement, Sr. Unscd. Notes		5.00	7/27/2027	300,000		332,268
Banque Ouest Africaine de Developpement, Sr. Unscd. Notes		5.50	5/6/2021	725,000		725,503
The African Export-Import Bank, Sr. Unscd. Notes		4.00	5/24/2021	325,000		325,617
The African Export-Import Bank, Sr. Unscd. Notes		4.13	6/20/2024	300,000		318,756
The African Export-Import Bank, Sr. Unscd. Notes		5.25	10/11/2023	350,000		379,248
					2,304,986
Technology Hardware & Equipment - .6%
Dell International, Sr. Scd. Notes		5.45	6/15/2023	400,000	^b	436,560
Hewlett Packard Enterprise, Sr. Unscd. Notes		1.45	4/1/2024	300,000		306,180
Hewlett Packard Enterprise, Sr. Unscd. Notes		3.50	10/5/2021	25,000		25,251
					767,991
Telecommunication Services - 2.6%
AT&T, Sr. Unscd. Notes		4.05	12/15/2023	880,000		960,708
Level 3 Financing, Gtd. Notes		3.75	7/15/2029	50,000	^b	48,813
Level 3 Financing, Gtd. Notes		4.25	7/1/2028	150,000	^b	151,329
Millicom International Cellular, Sr. Unscd. Notes		4.50	4/27/2031	200,000	^b	212,782
Telefonica Emisiones, Gtd. Notes		4.10	3/8/2027	300,000		337,464
T-Mobile USA, Gtd. Notes		2.25	2/15/2026	300,000		302,274
T-Mobile USA, Sr. Scd. Notes		3.50	4/15/2025	300,000	^b	325,689
VEON Holdings, Sr. Unscd. Notes		3.38	11/25/2027	325,000	^b	327,753



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Telecommunication Services - 2.6% (continued)
Verizon Communications, Sr. Unscd. Notes		2.10	3/22/2028	675,000		681,566
					3,348,378
U.S. Government Agencies Collateralized Mortgage Obligations - .9%
Federal Home Loan Mortgage Corp., REMIC, Ser. 3541, Cl. KB		4.00	6/15/2024	166,452	^f	172,723
Federal Home Loan Mortgage Corp., REMIC, Ser. 4091 Cl. KC		3.00	8/15/2040	137,920	^f	143,832
Federal Home Loan Mortgage Corp., REMIC, Ser. 4262, Cl. AB		2.50	1/15/2031	225,124	^f	225,368
Federal Home Loan Mortgage Corp., REMIC, Ser. 4838, Cl. A2		4.00	3/15/2036	402,756	^f	429,335
Federal National Mortgage Association, REMIC, Ser. 2013-16, Cl. GP		3.00	3/25/2033	127,299	^f	133,262
Government National Mortgage Association, Ser. 2011-H23, Cl. HA		3.00	12/20/2061	5,964		6,233
Government National Mortgage Association, Ser. 2014-H12, Cl. GA		2.50	6/20/2064	106,875		106,950
					1,217,703
U.S. Government Agencies Mortgage-Backed - .5%
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Ser. 2020-3, Cl. TTU		2.50	5/25/2060	168,254	^f	175,621
Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction Trust, Ser. 2018-2, Cl. A1		3.50	11/25/2028	88,775	^f	93,396
Federal Home Loan Mortgage Corp.:
2.50%, 7/1/2029				172,768	^f	181,073
Federal National Mortgage Association:
2.00%, 3/1/2023				184,343	^f	190,547
Government National Mortgage Association II:
7.00%, 12/20/2030-4/20/2031				2,762		3,264
7.50%, 11/20/2029-12/20/2030				2,898		3,419
					647,320
U.S. Treasury Securities - 7.4%
U.S. Treasury Notes		0.13	5/15/2023	4,675,000		4,670,617
U.S. Treasury Notes		2.88	11/30/2023	4,675,000		4,990,106
					9,660,723
Utilities - 4.6%
American Electric Power, Sr. Unscd. Notes, Ser. N		1.00	11/1/2025	600,000		593,147
Dominion Energy, Sr. Unscd. Notes, Ser. C		2.00	8/15/2021	1,280,000		1,283,848

STATEMENT OF INVESTMENTS (Unaudited) (continued)



Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	^a	Value ($)
Bonds and Notes - 96.2% (continued)
Utilities - 4.6% (continued)
Duke Energy, Sr. Unscd. Notes		2.65	9/1/2026	300,000		316,275
Edison International, Sr. Unscd. Notes		2.40	9/15/2022	350,000		357,101
Edison International, Sr. Unscd. Notes		3.13	11/15/2022	350,000		362,036
Eversource Energy, Sr. Unscd. Notes, Ser. K		2.75	3/15/2022	465,000		473,650
Exelon Generation, Sr. Unscd. Notes		3.25	6/1/2025	300,000		322,788
Florida Power & Light, First Mortgage Bonds		2.85	4/1/2025	350,000		375,666
NRG Energy, Sr. Scd. Notes		2.00	12/2/2025	600,000	^b	604,403
Perusahaan Listrik Negara, Sr. Unscd. Bonds	EUR	2.88	10/25/2025	525,000		678,141
The AES, Sr. Unscd. Notes		1.38	1/15/2026	300,000	^b	295,260
The AES, Sr. Unscd. Notes		3.30	7/15/2025	300,000	^b	320,127
					5,982,442
Total Bonds and Notes (cost $123,146,508)				124,924,697
Description	1-Day Yield (%)			Shares		Value ($)
Investment Companies - 3.3%
Registered Investment Companies - 3.3%
Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares (cost $4,310,106)		0.05		4,310,106	^h	4,310,106

Investment of Cash Collateral for Securities Loaned - 1.6%
Registered Investment Companies - 1.6%
Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares (cost $2,042,980)		0.01		2,042,980	^h	2,042,980
Total Investments (cost $129,499,594)				101.1%	131,277,783
Liabilities, Less Cash and Receivables				(1.1%)	(1,394,614)
Net Assets				100.0%	129,883,169

LIBOR—London Interbank Offered Rate

REMIC—Real Estate Mortgage Investment Conduit

SOFR—Secured Overnight Financing Rate

CAD—Canadian Dollar

EUR—Euro

MXN—Mexican Peso

THB—Thai Baht

^a Amount stated in U.S. Dollars unless otherwise noted above.

^b Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2021, these securities were valued at $49,309,337 or 37.96% of net assets.

^c Variable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.

^d Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.

^e Security, or portion thereof, on loan. At April 30, 2021, the value of the fund’s securities on loan was $2,473,655 and the value of the collateral was $2,547,699, consisting of cash collateral of $2,042,980 and U.S. Government & Agency securities valued at $504,719.

^f The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.

^g Security issued with a zero coupon. Income is recognized through the accretion of discount.

^h Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.

STATEMENT OF INVESTMENTS
BNY Mellon Short Term Income Fund

April 30, 2021 (Unaudited)

The following is a summary of the inputs used as of April 30, 2021 in valuing the fund’s investments:


	Level 1 - Unadjusted Quoted Prices	Level 2 - Other Significant Observable Inputs	Level 3 -Significant Unobservable Inputs	Total
Assets ($)
Investments in Securities:^†
Asset-Backed	-	23,921,895	-	23,921,895
Collateralized Loan Obligations	-	6,614,050	-	6,614,050
Commercial Mortgage-Backed	-	18,118,875	-	18,118,875
Corporate Bonds	-	57,054,226	-	57,054,226
Foreign Governmental	-	6,895,161	-	6,895,161
Investment Companies	6,353,086	-	-	6,353,086
Municipal Securities	-	699,183	-	699,183
U.S. Government Agencies Collateralized Mortgage Obligations	-	1,486,720	-	1,486,720
U.S. Government Agencies Mortgage-Backed	-	473,864	-	473,864
U.S. Treasury Securities	-	9,660,723	-	9,660,723
Other Financial Instruments:
Forward Foreign Currency Exchange Contracts^††	-	78,541	-	78,541
Futures^††	69,310	-	-	69,310
Swap Agreements^††	-	36,736	-	36,736
Liabilities ($)
Other Financial Instruments:
Forward Foreign Currency Exchange Contracts^††	-	(73,994)	-	(73,994)
Futures^††	(33,773)	-	-	(33,773)

^† See Statement of Investments for additional detailed categorizations, if any.

^†† Amount shown represents unrealized appreciation (depreciation) at period end.

STATEMENT OF FUTURES
BNY Mellon Short Term Income Fund

April 30, 2021 (Unaudited)


Description	Number of Contracts	Expiration	Notional Value ($)	Market Value ($)	Unrealized Appreciation (Depreciation) ($)
Futures Long
Australian 10 Year Bond	15	6/15/2021	1,602,516^a	1,610,689	8,173
U.S. Treasury 2 Year Notes	55	6/30/2021	12,143,916	12,141,680	(2,236)
U.S. Treasury 5 Year Notes	44	6/30/2021	5,448,184	5,453,250	5,066
Futures Short
Canadian 10 Year Bond	16	6/21/2021	1,811,030^a	1,814,067	(3,037)
Euro-Bobl	15	6/8/2021	2,433,454^a	2,429,687	3,767
Euro-Schatz	4	6/8/2021	539,012^a	538,993	19
U.S. Treasury 10 Year Notes	41	6/21/2021	5,465,566	5,413,281	52,285
U.S. Treasury Long Bond	2	6/21/2021	313,097	314,500	(1,403)
Ultra 10 Year U.S. Treasury Notes	40	6/21/2021	5,794,778	5,821,875	(27,097)
Gross Unrealized Appreciation				69,310
Gross Unrealized Depreciation				(33,773)

^a Notional amounts in foreign currency have been converted to USD using relevant foreign exchange rates.

See notes to financial statements.

STATEMENT OF FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
BNY Mellon Short Term Income Fund

April 30, 2021 (Unaudited)


Counterparty/ Purchased Currency	Purchased Currency Amounts	Currency Sold	Sold Currency Amounts	Settlement Date	Unrealized Appreciation (Depreciation) ($)
Citigroup
South Korean Won	375,000,000	United States Dollar	331,257	6/16/2021	5,875
Singapore Dollar	460,000	United States Dollar	341,783	6/16/2021	3,830
Russian Ruble	33,350,000	United States Dollar	442,644	6/16/2021	(2,026)
HSBC
Chinese Yuan Renminbi	4,270,000	United States Dollar	652,446	6/16/2021	5,007
United States Dollar	3,997,387	Euro	3,304,483	5/28/2021	22,395
Russian Ruble	42,895,000	United States Dollar	569,035	6/16/2021	(2,309)
United States Dollar	937,616	Russian Ruble	69,475,000	6/16/2021	19,717
United States Dollar	625,648	Russian Ruble	47,700,000	6/16/2021	(4,561)
J.P. Morgan Securities
United States Dollar	808,166	Thai Baht	24,860,000	6/16/2021	10,000
Colombian Peso	1,170,000,000	United States Dollar	327,058	6/16/2021	(16,065)
Merrill Lynch, Pierce, Fenner & Smith
United States Dollar	580,434	Mexican Peso	12,117,044	6/16/2021	(14,564)
Polish Zloty	1,275,000	United States Dollar	331,523	6/16/2021	4,778
Morgan Stanley
Mexican Peso	6,530,000	United States Dollar	324,227	6/16/2021	(3,577)
Polish Zloty	1,180,000	United States Dollar	312,999	6/16/2021	(1,756)
Russian Ruble	38,040,000	United States Dollar	504,992	6/16/2021	(2,410)
UBS Securities
Chilean Peso	250,000,000	United States Dollar	344,714	6/16/2021	6,939
United States Dollar	2,762,841	Canadian Dollar	3,428,650	5/28/2021	(26,726)
Gross Unrealized Appreciation					78,541
Gross Unrealized Depreciation					(73,994)

See notes to financial statements.

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

Level 1—unadjusted quoted prices in active markets for identical investments.

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:

Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills), financial futures and forward foreign currency exchange contracts (“forward contracts”)are valued each business day by one or more independent pricing

services (each, a “Service”) approved by the fund's Board Members (the “Board”). Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. These securities are generally categorized within Level 2 of the fair value hierarchy.

U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.

Each Service and independent valuation firm is engaged under the general oversight of the Board.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy. Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are

secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at April 30, 2021 is discussed below.

Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

Forward Foreign Currency Exchange Contracts: The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty nonperformance on

these forward contracts, which is generally limited to the unrealized gain on each open contract. This risk may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund’s exposure to the counterparty.

Swap Agreements: The fund enters into swap agreements to exchange the interest rate on, or return generated by, one nominal instrument for the return generated by another nominal instrument. Swap agreements are privately negotiated in the OTC market or centrally cleared. The fund enters into these agreements to hedge certain market or interest rate risks, to manage the interest rate sensitivity (sometimes called duration) of fixed income securities, to provide a substitute for purchasing or selling particular securities or to increase potential returns.

For OTC swaps, the fund accrues for interim payments on a daily basis, with the net amount recorded within unrealized appreciation (depreciation) on swap agreements in the Statement of Assets and Liabilities. Once the interim payments are settled in cash, the net amount is recorded as a realized gain (loss) on swaps, in addition to realized gain (loss) recorded upon the termination of swap agreements in the Statement of Operations. Upfront payments made and/or received by the fund, are recorded as an asset and/or liability in the Statement of Assets and Liabilities and are recorded as a realized gain or loss ratably over the agreement’s term/event with the exception of forward starting interest rate swaps which are recorded as realized gains or losses on the termination date. Upon entering into centrally cleared swap agreements, an initial margin deposit is required with a counterparty, which consists of cash or cash equivalents. The amount of these deposits is determined by the exchange on which the agreement is traded and is subject to change. The change in valuation of centrally cleared swaps is recorded as a receivable or payable for variation margin in the Statement of Assets and Liabilities. Payments received from (paid to) the counterparty, including upon termination, are recorded as realized gain (loss) in the Statement of Operations.

Fluctuations in the value of swap agreements are recorded for financial statement purposes as unrealized appreciation or depreciation on swap agreements.

Interest Rate Swaps: Interest rate swaps involve the exchange of commitments to pay and receive interest based on a notional principal amount. The fund may elect to pay a fixed rate and receive a floating rate, or receive a fixed rate and pay a floating rate on a notional principal amount. The net interest received or paid on interest rate swap agreements is included within realized gain (loss) on swap agreements in the Statement of Operations. Interest rate swap agreements are subject to general market risk, liquidity risk, counterparty risk and interest rate risk.

For OTC swaps, the fund’s maximum risk of loss from counterparty risk is the discounted value of the cash flows to be received from the counterparty over the agreement’s remaining life, to the extent that the amount is positive. This risk may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund’s exposure

to the counterparty. Interest rate swaps open at April 30, 2021 are set forth in the Statement of Swap Agreements.

At April 30, 2021, accumulated net unrealized appreciation on investments was $1,778,189, consisting of $2,253,699 gross unrealized appreciation and $475,510 gross unrealized depreciation.

At April 30, 2021, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

Serious News for Serious Traders! Try StreetInsider.com Premium Free!

Create E-mail Alert Related Categories

SEC Filings

Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!

Form NPORT-P BNY Mellon Investment For: Apr 30

You May Also Be Interested In

Create E-mail Alert Related Categories

Sign up for StreetInsider Free!

Free News Feed