NPORT-P
		false
		
			
			
				
					0000053808
					XXXXXXXX
				
			
			
			
			
				S000005159
				C000014125
				C000014126
				C000014127
				C000130466
			
			
			
		
	
	
		
			BNY Mellon Investment Funds III
			811-00524
			0000053808
			549300DOYFL5R4I71F16
			240 Greenwich Street
			New York
			
			10286
			212 495 1784
			BNY Mellon International Bond Fund
			S000005159
			K5QENRME0RO77ZENN187
			2021-10-31
			2021-07-31
			N
		
		
			339104918.15
			609954.32
			338494963.83
			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
			1457454.84
			
				
					CAD
					
					
				
				
					HUF
					
					
				
				
					RUB
					
					
				
				
					THB
					
					
				
				
					MYR
					
					
				
				
					NOK
					
					
				
				
					CNY
					
					
				
				
					CHF
					
					
				
				
					USD
					
					
				
				
					DKK
					
					
				
				
					IDR
					
					
				
				
					GBP
					
					
				
				
					SGD
					
					
				
				
					NZD
					
					
				
				
					ZAR
					
					
				
				
					CZK
					
					
				
				
					EUR
					
					
				
				
					AUD
					
					
				
				
					JPY
					
					
				
				
					MXN
					
					
				
				
					PLN
					
					
				
				
					KRW
					
					
				
				
					CLP
					
					
				
				
					ILS
					
					
				
				
					SEK
					
					
				
			
			
			
			
				
				
				
				
				
				
				
			
			
				
					
						UST
					
				
			
			
				
					
					
					
					
				
				
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
				
				
				
				
			
			
			
			
		
		
			
				HCA INC
				L3CJ6J7LJ2DX62FTXD46
				HCA INC
				404119BW8
				
					
					
				
				435000.00
				PA
				USD
				532875.00
				0.1574247941448
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-02-01
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CORP ANDINA DE FOMENTO
				UKZ46SXGNYCZK0UOZE76
				CORP ANDINA DE FOMENTO
				219868CB0
				
					
					
				
				1300000.00
				PA
				USD
				1319480.02
				0.3898078733787
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2022-02-11
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICAN EXPORT-IMPORT BA
				21380068LJCDYA42GJ76
				AFRICAN EXPORT-IMPORT BANK/THE
				AU8210364
				
					
					
				
				1850000.00
				PA
				USD
				2010191.50
				0.5938615680585
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2023-10-11
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INFRAESTRUCTURA ENERGETI
				715K4H1JYF3O6JOK1411
				INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV
				AQ3405596
				
					
					
				
				755000.00
				PA
				USD
				784184.53
				0.2316680050796
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2048-01-14
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958254AF1
				
					
					
				
				940000.00
				PA
				USD
				1008808.00
				0.2980274768597
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-07-01
					Fixed
					4.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PLAINS ALL AMER PIPELINE
				N/A
				PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
				72650RBM3
				
					
					
				
				820000.00
				PA
				USD
				880963.30
				0.2602589090342
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-12-15
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHC COMMERCIAL MORTGAGE TRUST
				N/A
				CHC COMMERCIAL MORTGAGE TRUST 2019 - CHC
				162665AG8
				
					
					
				
				868659.56
				OU
				Other Units
				USD
				868896.01
				0.2566939254187
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-06-15
					Variable
					1.593
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDISON INTERNATIONAL
				549300I7ROF15MAEVP56
				EDISON INTERNATIONAL
				281020AM9
				
					
					
				
				540000.00
				PA
				USD
				582816.14
				0.1721786739174
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-15
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CAMERON LNG LLC
				549300C39FLHGVD73K22
				CAMERON LNG LLC
				133434AA8
				
					
					
				
				600000.00
				PA
				USD
				653798.74
				0.1931487348001
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-07-15
					Fixed
					2.902
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MDGH - GMTN BV
				213800L53ZH5KG593W13
				MDGH - GMTN BV
				ZQ3609331
				
					
					
				
				755000.00
				PA
				USD
				793882.50
				0.234533031457
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-11-07
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AERCAP IRELAND CAP LTD/A
				N/A
				AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
				00774MAG0
				
					
					
				
				500000.00
				PA
				USD
				552616.80
				0.1632570227182
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2025-10-01
					Fixed
					4.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958667AC1
				
					
					
				
				410000.00
				PA
				USD
				460860.50
				0.1361498838226
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-01
					Variable
					5.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CCO HLDGS LLC/CAP CORP
				N/A
				CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
				1248EPCE1
				
					
					
				
				865000.00
				PA
				USD
				909331.25
				0.2686395211648
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-08-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MGM GROWTH/MGM FINANCE
				N/A
				MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
				55303XAJ4
				
					
					
				
				775000.00
				PA
				USD
				867275.38
				0.256215150201
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-02-01
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958667AB3
				
					
					
				
				275000.00
				PA
				USD
				288431.00
				0.0852098349518
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-02-01
					Variable
					4.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT AGRICOLE SA
				969500TJ5KRTCJQWXH05
				CREDIT AGRICOLE SA
				ZP3854616
				
					
					
				
				630000.00
				PA
				USD
				672576.60
				0.1986961910422
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2030-01-14
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOUTHERN COPPER CORP
				2549007U6NAP46Q9TU15
				SOUTHERN COPPER CORP
				84265VAJ4
				
					
					
				
				465000.00
				PA
				USD
				635713.13
				0.1878057867706
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-04-23
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ELANCO ANIMAL HEALTH INC
				549300SHPNDCE059M934
				ELANCO ANIMAL HEALTH INC
				28414HAG8
				
					
					
				
				775000.00
				PA
				USD
				929263.75
				0.2745280873563
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-08-28
					Variable
					5.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VICI PROPERTIES / NOTE
				N/A
				VICI PROPERTIES LP / VICI NOTE CO INC
				92564RAC9
				
					
					
				
				596000.00
				PA
				USD
				608280.58
				0.1797015155314
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-02-15
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HCA INC
				L3CJ6J7LJ2DX62FTXD46
				HCA INC
				404119CA5
				
					
					
				
				348000.00
				PA
				USD
				378128.10
				0.1117086339251
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-09-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED RENTALS NORTH AM
				NGIZXNT70J2LYT3FBI09
				UNITED RENTALS NORTH AMERICA INC
				911365BN3
				
					
					
				
				850000.00
				PA
				USD
				884114.75
				0.2611899273172
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-07-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LEVEL 3 FINANCING INC
				254900AE5FEFIJOXWL19
				LEVEL 3 FINANCING INC
				527298BR3
				
					
					
				
				990000.00
				PA
				USD
				1009181.25
				0.2981377443792
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-07-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TAYLOR MORRISON COMM
				549300O1Z08HI2MRK572
				TAYLOR MORRISON COMMUNITIES INC
				87724RAJ1
				
					
					
				
				300000.00
				PA
				USD
				327000.00
				0.096604096055
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-08-01
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				MOLINA HEALTHCARE INC
				549300NQQCEQ46YHZ591
				MOLINA HEALTHCARE INC
				60855RAJ9
				
					
					
				
				525000.00
				PA
				USD
				549937.50
				0.1624654895238
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-06-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AERCAP IRELAND CAP LTD/A
				N/A
				AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
				00774MAN5
				
					
					
				
				650000.00
				PA
				USD
				761355.58
				0.2249237540746
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2025-07-15
					Fixed
					6.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				T-MOBILE USA INC
				549300V2JRLO5DIFGE82
				T-MOBILE USA INC
				87264AAV7
				
					
					
				
				550000.00
				PA
				USD
				585365.00
				0.1729316718265
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-02-01
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CROWN AMER/CAP CORP VI
				N/A
				CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI
				228187AB6
				
					
					
				
				575000.00
				PA
				USD
				596562.50
				0.1762396974093
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-02-01
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				02005NBF6
				
					
					
				
				185000.00
				PA
				USD
				211761.31
				0.0625596634005
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-11-20
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PTT TREASURY CENTRE
				254900FBQLIN5XACCX50
				PTT TREASURY CENTER CO LTD
				74446T2C6
				
					
					
				
				325000.00
				PA
				USD
				332590.77
				0.098255751352
				Long
				DBT
				CORP
				TH
				
				Y
				
				2
				
					2070-07-16
					Fixed
					3.70
					N
					N
					N
				
				
					N
					N
					
				
			
			
				AIR LEASE CORP
				5493004NW4M4P8TMMK63
				AIR LEASE CORP
				00914AAJ1
				
					
					
				
				600000.00
				PA
				USD
				634756.91
				0.1875232951231
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-01-15
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VTR COMUNICACIONES SPA
				213800XDZJKMC1AEUV94
				VTR COMUNICACIONES SPA
				918367AA1
				
					
					
				
				201000.00
				PA
				USD
				210207.81
				0.0621007200879
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2028-01-15
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LENNAR CORP
				529900G61XVRLX5TJX09
				LENNAR CORP
				526057CT9
				
					
					
				
				255000.00
				PA
				USD
				295571.78
				0.0873194025268
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-06-01
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENTENE CORP
				549300Z7JJ4TQSQGT333
				CENTENE CORP
				15135BAV3
				
					
					
				
				650000.00
				PA
				USD
				679097.25
				0.2006225564824
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-15
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SPIRIT REALTY LP
				549300GTBVIBJRX5BW73
				SPIRIT REALTY LP
				84861TAD0
				
					
					
				
				370000.00
				PA
				USD
				417452.32
				0.1233260061764
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-07-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SPIRIT REALTY LP
				549300GTBVIBJRX5BW73
				SPIRIT REALTY LP
				84861TAG3
				
					
					
				
				630000.00
				PA
				USD
				672496.71
				0.1986725895094
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-02-15
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENTENE CORP
				549300Z7JJ4TQSQGT333
				CENTENE CORP
				15135BAW1
				
					
					
				
				575000.00
				PA
				USD
				598379.50
				0.176776485307
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-10-15
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAIN CAPITAL CREDIT CLO, LIMIT
				N/A
				BAIN CAPITAL CREDIT CLO 2020-3 LTD
				05684CAA3
				
					
					
				
				1155000.00
				OU
				Other Units
				USD
				1156354.82
				0.3416165507799
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-10-23
					Variable
					1.51788
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				54930077HHZ1QV5CPQ30
				MAGNETITE XXVIII LTD
				55955LAA0
				
					
					
				
				800000.00
				OU
				Other Units
				USD
				800939.20
				0.2366177596669
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-10-25
					Variable
					1.39525
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				QUICKEN LOANS LLC/QUICKN
				N/A
				QUICKEN LOANS LLC / QUICKEN LOANS CO-ISSUER INC
				74841CAA9
				
					
					
				
				775000.00
				PA
				USD
				778072.88
				0.2298624686158
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-03-01
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PIONEER NATURAL RESOURCE
				FY8JBF7CCL2VE4F1B628
				PIONEER NATURAL RESOURCES CO
				723787AQ0
				
					
					
				
				425000.00
				PA
				USD
				413085.64
				0.1220359781209
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-08-15
					Fixed
					1.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DAVITA INC
				M2XHYMU3TZNEZURC6H66
				DAVITA INC
				23918KAT5
				
					
					
				
				900000.00
				PA
				USD
				875155.50
				0.2585431375692
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ICAHN ENTERPRISES/FIN
				N/A
				ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
				451102BZ9
				
					
					
				
				555000.00
				PA
				USD
				584137.50
				0.1725690371846
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-15
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TECK RESOURCES LTD
				T8KI5SQ2JRWHL7XY0E11
				TECK RESOURCES LTD
				878742AW5
				
					
					
				
				315000.00
				PA
				USD
				425290.69
				0.1256416595354
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2041-07-15
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UKRAINE GOVERNMENT
				6354001WLTJXOMEXPY07
				UKRAINE GOVERNMENT INTERNATIONAL BOND
				QJ1385153
				
					
					
				
				725000.00
				PA
				USD
				846796.38
				0.2501651340447
				Long
				DBT
				USGSE
				UA
				
				N
				
				2
				
					2040-05-31
					Variable
					1.258
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				QZ3177313
				
					
					
				
				850000.00
				PA
				USD
				882295.75
				0.2606525485688
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2169-12-15
					Variable
					7.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANQUE OUEST AFRICAINE D
				529900LIZJABE4JJS826
				BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
				AO3503288
				
					
					
				
				1635000.00
				PA
				USD
				1825170.12
				0.5392015583772
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2027-07-27
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQT CORP
				4NT01YGM4X7ZX86ISY52
				EQT CORP
				26884LAE9
				
					
					
				
				1555000.00
				PA
				USD
				1579001.43
				0.4664770820026
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-10-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				GENERAL ELECTRIC CO
				3C7474T6CDKPR9K6YT90
				GENERAL ELECTRIC CO
				369604BQ5
				
					
					
				
				1325000.00
				PA
				USD
				1301325.24
				0.3844444907763
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-06-15
					Variable
					3.44888
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				86765BAU3
				
					
					
				
				380000.00
				PA
				USD
				424533.87
				0.1254180757067
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-10-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KEYCORP STUDENT LOAN TRUST
				N/A
				KEYCORP STUDENT LOAN TRUST 1999-B
				493268AU0
				
					
					
				
				13980.78
				OU
				Other Units
				USD
				13979.39
				0.0041298664659
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2036-11-25
					Variable
					1.047
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS MEXICANOS
				549300CAZKPF4HKMPX17
				PETROLEOS MEXICANOS
				71654QDC3
				
					
					
				
				1050000.00
				PA
				USD
				1096672.50
				0.3239848792996
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2030-01-23
					Fixed
					6.84
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SUZANO AUSTRIA GMBH
				254900287ZNSGVP1R341
				SUZANO AUSTRIA GMBH
				86964WAJ1
				
					
					
				
				475000.00
				PA
				USD
				495448.75
				0.1463681303834
				Long
				DBT
				CORP
				AT
				
				N
				
				2
				
					2031-01-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GLP CAPITAL LP / FIN II
				N/A
				GLP CAPITAL LP / GLP FINANCING II INC
				361841AH2
				
					
					
				
				900000.00
				PA
				USD
				1042902.00
				0.3080997094313
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-04-15
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					
				
			
			
				SLM CORP
				4K8SLPBF5DXXGPW03H93
				SLM CORP
				78442PGD2
				
					
					
				
				260000.00
				PA
				USD
				281544.90
				0.0831755063101
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-10-29
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VALE OVERSEAS LIMITED
				254900BA3U6G5DNV5V04
				VALE OVERSEAS LTD
				91911TAP8
				
					
					
				
				172000.00
				PA
				USD
				206683.80
				0.0610596381291
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2026-08-10
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MILLICOM INTERNATIONAL CELLULAR SA
				549300CTHC1CP86P2G96
				MILLICOM INTERNATIONAL CELLULAR SA
				600814AR8
				
					
					
				
				250000.00
				PA
				USD
				260343.75
				0.0769121487227
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2031-04-27
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CNX RESOURCES CORP
				549300JK3KH8PWM3B226
				CNX RESOURCES CORP
				12653CAJ7
				
					
					
				
				140000.00
				PA
				USD
				148627.50
				0.0439083342092
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-01-15
					Fixed
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINCLAIR TELEVISION GROU
				549300CQGEN0CH65UD62
				SINCLAIR TELEVISION GROUP INC
				829259BA7
				
					
					
				
				525000.00
				PA
				USD
				510124.13
				0.1507036099527
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-12-01
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARB BONDCO PLC
				254900PVA1EU6QM1JN57
				MARB BONDCO PLC
				566007AC4
				
					
					
				
				825000.00
				PA
				USD
				802931.25
				0.2372062617756
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2031-01-29
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARRIER GLOBAL CORP
				549300JE3W6CWY2NAN77
				CARRIER GLOBAL CORP
				14448CAQ7
				
					
					
				
				350000.00
				PA
				USD
				371235.79
				0.1096724706918
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-15
					Fixed
					2.722
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LAMAR MEDIA CORP
				N/A
				LAMAR MEDIA CORP
				513075BR1
				
					
					
				
				1150000.00
				PA
				USD
				1171045.00
				0.3459564026447
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PROSUS NV
				635400Z5LQ5F9OLVT688
				PROSUS NV
				74365PAE8
				
					
					
				
				400000.00
				PA
				USD
				372640.31
				0.1100874015328
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2051-02-08
					Fixed
					3.832
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MULTIFAMILY STRUCTURED CREDIT
				N/A
				FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK
				35563FAA9
				
					
					
				
				303062.33
				OU
				Other Units
				USD
				305912.87
				0.0903744228684
				Long
				ABS-MBS
				USGA
				US
				
				Y
				
				2
				
					2051-01-25
					Variable
					2.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VGJ7
				
					
					
				
				170000.00
				PA
				USD
				176893.96
				0.0522589636189
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-21
					Fixed
					2.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MGM GROWTH/MGM FINANCE
				N/A
				MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
				55303XAL9
				
					
					
				
				320000.00
				PA
				USD
				328675.20
				0.0970989926352
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-02-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DP WORLD SALAAM
				549300SUYBT9X88E9435
				DP WORLD SALAAM
				BK2438988
				
					
					
				
				480000.00
				PA
				USD
				525094.56
				0.1551262547775
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2170-01-01
					Variable
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AVERY POINT CLO LTD
				549300ZZJXJNKXU40667
				AVERY POINT VII CLO LTD
				05364CBE1
				
					
					
				
				891375.07
				OU
				Other Units
				USD
				891818.97
				0.2634659493628
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2028-01-15
					Variable
					1.08613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RACE POINT CLO LTD
				549300C3570PBQ31OI09
				RACE POINT IX CLO LTD
				74982WAA4
				
					
					
				
				975000.00
				OU
				Other Units
				USD
				975589.88
				0.2882140014614
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-10-15
					Variable
					1.06613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				YUM! BRANDS INC
				549300JE8XHZZ7OHN517
				YUM! BRANDS INC
				988498AP6
				
					
					
				
				1225000.00
				PA
				USD
				1318406.25
				0.389490654479
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-01-31
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BNP PARIBAS
				R0MUWSFPU8MPRO8K5P83
				BNP PARIBAS SA
				09659T2A8
				
					
					
				
				825000.00
				PA
				USD
				920530.17
				0.2719479662516
				Long
				DBT
				CORP
				FR
				
				Y
				
				2
				
					2033-03-01
					Variable
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRASS PLC
				213800UCE3NFG8SQKH09
				BRASS NO 10 PLC
				BCC2R4V61
				
					
					
				
				447149.17
				OU
				Other Units
				USD
				447625.83
				0.1322400265384
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2069-04-16
					Variable
					0.669
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				060505FP4
				
					
					
				
				570000.00
				PA
				USD
				608141.41
				0.1796604011826
				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
				37443GAM3
				
					
					
				
				495000.00
				PA
				USD
				501339.47
				0.1481083985201
				Long
				DBT
				USGSE
				GH
				
				Y
				
				2
				
					2034-04-07
					Fixed
					8.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29273VAH3
				
					
					
				
				680000.00
				PA
				USD
				614216.80
				0.1814552255224
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-02-15
					Variable
					6.25
					N
					N
					N
				
				
					N
					N
					
				
			
			
				KRAFT HEINZ FOODS CO
				5493003STKEZ2S0RNU91
				KRAFT HEINZ FOODS CO
				50077LAZ9
				
					
					
				
				255000.00
				PA
				USD
				318641.18
				0.0941346885621
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2049-10-01
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967HQ7
				
					
					
				
				596000.00
				PA
				USD
				643382.00
				0.1900713655294
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-15
					Variable
					6.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TEXTAINER MARINE CONTAINERS LI
				549300X48KLHDDGPK024
				TEXTAINER MARINE CONTAINERS VII LTD
				88315LAL2
				
					
					
				
				1039207.74
				OU
				Other Units
				USD
				1039824.41
				0.3071905112662
				Long
				ABS-MBS
				CORP
				BM
				
				Y
				
				2
				
					2046-02-20
					Fixed
					1.68
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29273VAL4
				
					
					
				
				260000.00
				PA
				USD
				260806.03
				0.0770487179629
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-05-15
					Variable
					6.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TCI-FLATIRON CLO LTD
				N/A
				TCI-FLATIRON CLO 2017-1 LTD
				87231BAL7
				
					
					
				
				925000.00
				OU
				Other Units
				USD
				925469.90
				0.2734072878156
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-11-18
					Variable
					1.11588
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				060505EH3
				
					
					
				
				571000.00
				PA
				USD
				631311.88
				0.18650554586
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-03-05
					Variable
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVERSIONES CMPC SA
				549300G475ACIABB4385
				INVERSIONES CMPC SA
				46128MAQ4
				
					
					
				
				700000.00
				PA
				USD
				707276.50
				0.2089474218456
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2031-04-06
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO COMMERCIAL MORTGAG
				N/A
				WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE
				95003LAA8
				
					
					
				
				568138.65
				OU
				Other Units
				USD
				572321.06
				0.1690781610232
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2040-02-15
					Variable
					1.243
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARLYLE GLOBAL MARKET STRATEGI
				549300VC6J79YJCFU884
				CARLYLE US CLO 2017-2 LTD
				14315JAQ2
				
					
					
				
				1125000.00
				OU
				Other Units
				USD
				1125714.38
				0.3325645874499
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-07-20
					Variable
					1.18425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED MEXICAN STATES
				254900EGTWEU67VP6075
				MEXICO GOVERNMENT INTERNATIONAL BOND
				91086QAV0
				
					
					
				
				720000.00
				PA
				USD
				911070.00
				0.2691531920272
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2040-01-11
					Fixed
					6.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VGB4
				
					
					
				
				765000.00
				PA
				USD
				834984.31
				0.2466755488921
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2051-03-22
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967GR6
				
					
					
				
				850000.00
				PA
				USD
				881875.00
				0.2605282483443
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-15
					Variable
					5.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				48128BAF8
				
					
					
				
				1788000.00
				PA
				USD
				1888495.27
				0.5579094142589
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-02-01
					Variable
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHENIERE ENERGY PARTNERS LP
				5493005UEC8AZ34LDV29
				CHENIERE ENERGY PARTNERS LP
				16411QAH4
				
					
					
				
				725000.00
				PA
				USD
				767811.25
				0.2268309227742
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-03-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RIN LTD
				N/A
				RIN IV LTD
				76679AAA5
				
					
					
				
				700000.00
				OU
				Other Units
				USD
				700951.30
				0.207078797294
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-04-20
					Variable
					1.43425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				06738EBG9
				
					
					
				
				521000.00
				PA
				USD
				591009.38
				0.1745991648776
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2169-09-15
					Variable
					8.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DATABANK ISSUER LLC
				N/A
				DATABANK ISSUER
				23802WAA9
				
					
					
				
				875000.00
				OU
				Other Units
				USD
				894491.15
				0.2642553791285
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-02-27
					Fixed
					2.06
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VGK4
				
					
					
				
				365000.00
				PA
				USD
				395359.79
				0.1167993123225
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2041-03-22
					Fixed
					3.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIAMONDBACK ENERGY INC
				549300R22LSX6OHWEN64
				DIAMONDBACK ENERGY INC
				25278XAR0
				
					
					
				
				1000000.00
				PA
				USD
				1051312.42
				0.3105843608733
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-24
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				THOMPSON PARK CLO, LTD
				N/A
				TPRK 2021-1A A1
				884887AA8
				
					
					
				
				975000.00
				OU
				Other Units
				USD
				975814.13
				0.2882802506007
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-04-15
					Variable
					1.19935
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVESCO CLO 2021-1, LTD
				25490016C8NV86EY2059
				INVESCO CLO 2021-1 LTD
				46090XAA9
				
					
					
				
				1025000.00
				OU
				Other Units
				USD
				1026033.20
				0.3031162379465
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-04-15
					Variable
					1.16519
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				5493000OP4ZUZOOM1U45
				MAGNETITE XIX LTD
				55954KAL9
				
					
					
				
				900000.00
				OU
				Other Units
				USD
				900912.60
				0.266152438372
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-04-17
					Variable
					1.18388
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38144GAE1
				
					
					
				
				660000.00
				PA
				USD
				674850.00
				0.1993678110788
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-10
					Variable
					3.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NRG ENERGY INC
				5E2UPK5SW04M13XY7I38
				NRG ENERGY INC
				629377CR1
				
					
					
				
				900000.00
				PA
				USD
				908032.50
				0.2682558374652
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				P7H7QAI8NMKK7GMH_1071500_L
				N/A
				MXN/USD FWD 20210915 5
				N/A
				
					
					
				
				4940000.00
				NC
				
				246599.06
				0.0728516185912
				Long
				DFE
				
				MX
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						246599.06
						USD
						4940000.00
						MXN
						2021-09-15
						-423.25
					
				
				
					N
					N
					N
				
			
			
				FU6H22ODTOCPU0C9_1071500_S
				N/A
				MYR/USD FWD 20210915 229
				N/A
				
					
					
				
				-7900000.00
				NC
				
				-1868314.00
				-0.5519473550981
				Short
				DFE
				
				MY
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						7900000.00
						MYR
						1868314.00
						USD
						2021-09-15
						25262.22
					
				
				
					N
					N
					N
				
			
			
				HAF5KL5CKL6P3KFJ_1071500_L
				N/A
				PLN/USD FWD 20210915 187
				N/A
				
					
					
				
				4750000.00
				NC
				
				1233162.83
				0.3643075855684
				Long
				DFE
				
				PL
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						1233162.83
						USD
						4750000.00
						PLN
						2021-09-15
						-46374.27
					
				
				
					N
					N
					N
				
			
			
				15F538CLJPA0PSP5_1071500_S
				N/A
				ZAR/USD FWD 20210915 229
				N/A
				
					
					
				
				-36750000.00
				NC
				
				-2493495.03
				-0.7366416923273
				Short
				DFE
				
				ZA
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						36750000.00
						ZAR
						2493495.03
						USD
						2021-09-15
						41164.28
					
				
				
					N
					N
					N
				
			
			
				SUZANO AUSTRIA GMBH
				254900287ZNSGVP1R341
				SUZANO AUSTRIA GMBH
				86964WAK8
				
					
					
				
				170000.00
				PA
				USD
				168682.50
				0.0498330900086
				Long
				DBT
				CORP
				AT
				
				N
				
				2
				
					2032-01-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				0CER30SV1P6AIKLL_1071500_L
				N/A
				ZAR/USD FWD 20210915 50
				N/A
				
					
					
				
				2550000.00
				NC
				
				173018.02
				0.0511139126096
				Long
				DFE
				
				ZA
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						173018.02
						USD
						2550000.00
						ZAR
						2021-09-15
						-4778.96
					
				
				
					N
					N
					N
				
			
			
				Z91ZC0NV9_1071500_S
				N/A
				ICE CDS Buy protection CDX HY CDSI S36 5Y PRC 6/20/2026 - BOAML - CON
				N/A
				
					
					
				
				-6175000.00
				NC
				USD
				-574372.49
				-0.1696842054904
				Short
				DCR
				
				US
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						
							
								CDX.NA.HY.36
								2I65BRYP9
							
						
						Y
						
							
								
							
						
						
						2026-06-20
						0.00
						USD
						603013.29
						USD
						-6175000.00
						USD
						28640.80
					
				
				
					N
					N
					N
				
			
			
				IROACJGDVDL2PHAB_1071500_S
				N/A
				HUF/USD FWD 20210915 221
				N/A
				
					
					
				
				-363940000.00
				NC
				
				-1202375.80
				-0.3552123158334
				Short
				DFE
				
				HU
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						363940000.00
						HUF
						1202375.80
						USD
						2021-09-15
						28898.31
					
				
				
					N
					N
					N
				
			
			
				8R8PR8JGMM0E18H0_1071500_S
				N/A
				HUF/USD FWD 20210915 229
				N/A
				
					
					
				
				-379010000.00
				NC
				
				-1252163.68
				-0.3699209187138
				Short
				DFE
				
				HU
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						379010000.00
						HUF
						1252163.68
						USD
						2021-09-15
						29474.88
					
				
				
					N
					N
					N
				
			
			
				GIK1M8EDDMIO7CAL_1071500_L
				N/A
				CLP/USD FWD 20210915 486
				N/A
				
					
					
				
				2840000000.00
				NC
				
				3737275.95
				1.1040861310648
				Long
				DFE
				
				CL
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						3737275.95
						USD
						2840000000.00
						CLP
						2021-09-15
						-196078.62
					
				
				
					N
					N
					N
				
			
			
				HAF5KL5CKL6P3KFJ_1071500_S
				N/A
				PLN/USD FWD 20210915 187
				N/A
				
					
					
				
				-4750000.00
				NC
				
				-1233162.83
				-0.3643075855684
				Short
				DFE
				
				PL
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						4750000.00
						PLN
						1233162.83
						USD
						2021-09-15
						19004.41
					
				
				
					N
					N
					N
				
			
			
				EVV0NUVEQMD582G2_1071500_S
				N/A
				CNH/USD FWD 20210915 187
				N/A
				
					
					
				
				-19145000.00
				NC
				
				-2949749.22
				-0.8714307553129
				Short
				DFE
				
				CN
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						19145000.00
						CNY
						2949749.22
						USD
						2021-09-15
						29799.36
					
				
				
					N
					N
					N
				
			
			
				FU6H22ODTOCPU0C9_1071500_L
				N/A
				MYR/USD FWD 20210915 229
				N/A
				
					
					
				
				6675000.00
				NC
				
				1578607.08
				0.4663605810078
				Long
				DFE
				
				MY
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						1578607.08
						USD
						6675000.00
						MYR
						2021-09-15
						-36794.29
					
				
				
					N
					N
					N
				
			
			
				JTO2ME2F71JG9DIS_1071500_L
				N/A
				CNY/USD FWD 20210915 908
				N/A
				
					
					
				
				157900000.00
				NC
				
				24372907.63
				7.2003752594205
				Long
				DFE
				
				CN
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						24372907.63
						USD
						157900000.00
						CNY
						2021-09-15
						-189587.51
					
				
				
					N
					N
					N
				
			
			
				OERU7PJA8Q8QQO9S_1071500_L
				N/A
				RUB/USD FWD 20210915 187
				N/A
				
					
					
				
				9770000.00
				NC
				
				132514.89
				0.0391482604351
				Long
				DFE
				
				RU
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						132514.89
						USD
						9770000.00
						RUB
						2021-09-15
						-1025.64
					
				
				
					N
					N
					N
				
			
			
				BYM1VAWT4_1071500_S
				N/A
				LCH IRS PAY FIXED 1.791% RECEIVE 3 MO LIBOR BBA - USD - 30Y - 6/28/2051 - JPM
				N/A
				
					
					
				
				-6525000.00
				NC
				USD
				-225660.23
				-0.0666657569869
				Short
				DIR
				
				US
				
				N
				
				2
				
					
						
							JP MORGAN CHASE BANK
							N/A
						
						Y
						
							
								
							
						
						
						2051-06-28
						0.00
						USD
						0.00
						USD
						-6525000.00
						USD
						-225660.23
					
				
				
					N
					N
					N
				
			
			
				ASTRAZENECA FINANCE LLC
				549300C3HATU4Q460S18
				ASTRAZENECA FINANCE LLC
				04636NAB9
				
					
					
				
				295000.00
				PA
				USD
				306726.42
				0.0906147661783
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-05-28
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				QATAR PETROLEUM
				254900QTESJKJ3P87J26
				QATAR PETROLEUM
				74730DAC7
				
					
					
				
				1100000.00
				PA
				USD
				1114713.60
				0.3293146779459
				Long
				DBT
				CORP
				QA
				
				Y
				
				2
				
					2031-07-12
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICA FINANCE CORP
				213800LXFHRRXIJRXW97
				AFRICA FINANCE CORP
				00830YAD3
				
					
					
				
				625000.00
				PA
				USD
				629687.50
				0.1860256627972
				Long
				DBT
				CORP
				XX
				
				Y
				
				2
				
					2028-04-28
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				V5P4QTS2GLQ20S6F_1071500_S
				N/A
				MXN/USD FWD 20210915 50
				N/A
				
					
					
				
				-55475000.00
				NC
				
				-2769247.52
				-0.8181059737688
				Short
				DFE
				
				MX
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						55475000.00
						MXN
						2769247.52
						USD
						2021-09-15
						-87456.15
					
				
				
					N
					N
					N
				
			
			
				CARLYLE GLOBAL MARKET STRATEGI
				549300VZ0HS3D307K776
				CARLYLE US CLO 2017-1 LTD
				14314BAN7
				
					
					
				
				850000.00
				OU
				Other Units
				USD
				850671.50
				0.2513099428053
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-20
					Variable
					1.73425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANH900051UB6KU18_1071500_S
				N/A
				KRW/USD FWD 20210915 229
				N/A
				
					
					
				
				-2371650000.00
				NC
				
				-2060319.16
				-0.6086705505712
				Short
				DFE
				
				KR
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						2371650000.00
						KRW
						2060319.16
						USD
						2021-09-15
						32559.41
					
				
				
					N
					N
					N
				
			
			
				CIT GROUP INC
				N8O96ZZJQRFYQUJY7K79
				CIT GROUP INC
				125581GX0
				
					
					
				
				725000.00
				PA
				USD
				894309.25
				0.2642016412537
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-09
					Fixed
					6.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CIQAFMLH0V67TKBJ_1071500_S
				N/A
				PLN/USD FWD 20210915 955
				N/A
				
					
					
				
				-7370000.00
				NC
				
				-1913349.48
				-0.5652519784492
				Short
				DFE
				
				PL
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						7370000.00
						PLN
						1913349.48
						USD
						2021-09-15
						15201.00
					
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967GF2
				
					
					
				
				479000.00
				PA
				USD
				503860.10
				0.148853056571
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-08-15
					Variable
					5.90
					N
					N
					N
				
				
					N
					N
					
				
			
			
				HHCTI20KJ7DU71E6_1071500_S
				N/A
				MXN/USD FWD 20210915 486
				N/A
				
					
					
				
				-61559684.06
				NC
				
				-3072987.87
				-0.907838579112
				Short
				DFE
				
				MX
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						61559684.06
						MXN
						3072987.87
						USD
						2021-09-15
						-13715.55
					
				
				
					N
					N
					N
				
			
			
				DBTI09BA6D00Q7D0_1071500_S
				N/A
				PLN/USD FWD 20210915 50
				N/A
				
					
					
				
				-1700000.00
				NC
				
				-441342.49
				-0.1303837684928
				Short
				DFE
				
				PL
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						1700000.00
						PLN
						441342.49
						USD
						2021-09-15
						6747.71
					
				
				
					N
					N
					N
				
			
			
				RUSIG45Q7G2BDS8R_1071500_S
				N/A
				ZAR/USD FWD 20210915 908
				N/A
				
					
					
				
				-58080905.58
				NC
				
				-3940801.34
				-1.1642126947505
				Short
				DFE
				
				ZA
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						58080905.58
						ZAR
						3940801.34
						USD
						2021-09-15
						293231.51
					
				
				
					N
					N
					N
				
			
			
				DBTI09BA6D00Q7D0_1071500_L
				N/A
				PLN/USD FWD 20210915 50
				N/A
				
					
					
				
				6140000.00
				NC
				
				1594025.21
				0.4709154877709
				Long
				DFE
				
				PL
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						1594025.21
						USD
						6140000.00
						PLN
						2021-09-15
						-61407.52
					
				
				
					N
					N
					N
				
			
			
				BYM1PPUW3_1071500_S
				N/A
				LCH - IRS PAY FIXED 1.631% RECEIVE 3 MO LIBOR BBA - USD - 10Y - 4/16/2031  - BOAML
				N/A
				
					
					
				
				-36925000.00
				NC
				USD
				-1339534.15
				-0.395732372158
				Short
				DIR
				
				US
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						Y
						
							
								
							
						
						
						2031-04-16
						0.00
						USD
						0.00
						USD
						-36925000.00
						USD
						-1339534.15
					
				
				
					N
					N
					N
				
			
			
				8R8PR8JGMM0E18H0_1071500_L
				N/A
				HUF/USD FWD 20210915 229
				N/A
				
					
					
				
				532050000.00
				NC
				
				1757773.38
				0.5192908515125
				Long
				DFE
				
				HU
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						1757773.38
						USD
						532050000.00
						HUF
						2021-09-15
						-97028.78
					
				
				
					N
					N
					N
				
			
			
				ASTRAZENECA PLC
				PY6ZZQWO2IZFZC3IOL08
				ASTRAZENECA PLC
				046353AZ1
				
					
					
				
				560000.00
				PA
				USD
				599237.23
				0.1770298805098
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2051-05-28
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHENIERE ENERGY INC
				MIHC87W9WTYSYZWV1J40
				CHENIERE ENERGY INC
				16411RAK5
				
					
					
				
				575000.00
				PA
				USD
				607780.75
				0.1795538530686
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-10-15
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BYM1VAWU1_1071500_S
				N/A
				LCH IRS PAY FIXED 0.969% RECEIVE 3 MO LIBOR BBA - USD - 5Y - 6/28/2026 - MS
				N/A
				
					
					
				
				-13875000.00
				NC
				USD
				-126579.61
				-0.0373948281439
				Short
				DIR
				
				US
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						Y
						
							
								
							
						
						
						2026-06-28
						0.00
						USD
						0.00
						USD
						-13875000.00
						USD
						-126579.61
					
				
				
					N
					N
					N
				
			
			
				EQT CORP
				4NT01YGM4X7ZX86ISY52
				EQT CORP
				26884LAM1
				
					
					
				
				74000.00
				PA
				USD
				76321.75
				0.0225473812479
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-05-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROBRAS GLOBAL FINANCE
				549300FNENFFSMO3GT38
				PETROBRAS GLOBAL FINANCE BV
				71647NBJ7
				
					
					
				
				620000.00
				PA
				USD
				610613.20
				0.1803906306584
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2051-06-10
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JBS FINANCE LUXEMBOURG
				N/A
				JBS FINANCE LUXEMBOURG SARL
				46592QAA7
				
					
					
				
				550000.00
				PA
				USD
				554400.00
				0.1637838252383
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2032-01-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UBS GROUP AG
				549300SZJ9VS8SGXAN81
				UBS GROUP AG
				90352JAF0
				
					
					
				
				800000.00
				PA
				USD
				879556.00
				0.2598431569108
				Long
				DBT
				CORP
				CH
				
				Y
				
				2
				
					2170-07-31
					Variable
					7.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OP3HO6P3D6VL45DI_1071500_S
				N/A
				THB/USD FWD 20210915 187
				N/A
				
					
					
				
				-97460000.00
				NC
				
				-2964511.83
				-0.8757920048372
				Short
				DFE
				
				TH
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						97460000.00
						THB
						2964511.83
						USD
						2021-09-15
						164432.90
					
				
				
					N
					N
					N
				
			
			
				LUMEN TECHNOLOGIES INC
				8M3THTGWLTYZVE6BBY25
				LUMEN TECHNOLOGIES INC
				550241AA1
				
					
					
				
				800000.00
				PA
				USD
				822196.00
				0.2428975576761
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-06-15
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				L11N720E3UCGU0I6_1071500_L
				N/A
				CZK/USD FWD 20210915 908
				N/A
				
					
					
				
				16415000.00
				NC
				
				763046.58
				0.2254233183756
				Long
				DFE
				
				CZ
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						763046.58
						USD
						16415000.00
						CZK
						2021-09-15
						-22172.27
					
				
				
					N
					N
					N
				
			
			
				MARRIOTT INTERNATIONAL INC/MD
				225YDZ14ZO8E1TXUSU86
				MARRIOTT INTERNATIONAL INC/MD
				571903BE2
				
					
					
				
				735000.00
				PA
				USD
				852187.69
				0.2517578637973
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-06-15
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				02005NBM1
				
					
					
				
				1125000.00
				PA
				USD
				1179562.50
				0.3484726882354
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-08-15
					Variable
					4.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EVV0NUVEQMD582G2_1071500_L
				N/A
				CNH/USD FWD 20210915 187
				N/A
				
					
					
				
				30187404.56
				NC
				
				4651098.10
				1.3740523780247
				Long
				DFE
				
				CN
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						4651098.10
						USD
						30187404.56
						CNY
						2021-09-15
						-48208.32
					
				
				
					N
					N
					N
				
			
			
				MS3NIG78H74NBFR4_1071500_S
				N/A
				IDR/USD FWD 20210915 908
				N/A
				
					
					
				
				-7995000000.00
				NC
				
				-550979.10
				-0.1627732045894
				Short
				DFE
				
				ID
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						7995000000.00
						IDR
						550979.10
						USD
						2021-09-15
						4422.08
					
				
				
					N
					N
					N
				
			
			
				Z91ZC0NVY_1071500_S
				N/A
				ICE CDS CDX EM CDSI S35 5Y PRC 6/20/2026 - BOAML - CON
				N/A
				
					
					
				
				-17400000.00
				NC
				USD
				517984.30
				0.1530257035848
				Short
				DCR
				
				US
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						
							
								CDX.EM.35-V1
								2I65BZEA6
							
						
						Y
						
							
								
							
						
						
						2026-06-20
						530361.48
						USD
						0.00
						USD
						-17400000.00
						USD
						-12377.18
					
				
				
					N
					N
					N
				
			
			
				E8BD24620UDGG2IP_1071500_L
				N/A
				KRW/USD FWD 20210915 187
				N/A
				
					
					
				
				10083109000.00
				NC
				
				8759480.81
				2.5877728610459
				Long
				DFE
				
				KR
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						8759480.81
						USD
						10083109000.00
						KRW
						2021-09-15
						-276777.65
					
				
				
					N
					N
					N
				
			
			
				EQUATE PETROCHEMICAL BV
				635400Y3Z5R4NJSMQ630
				EQUATE PETROCHEMICAL BV
				29441WAD7
				
					
					
				
				475000.00
				PA
				USD
				482590.98
				0.1425696189212
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2028-04-28
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IK6P3VMJVVTIP2RQ_1071500_S
				N/A
				CNH/USD FWD 20210915 486
				N/A
				
					
					
				
				-18355000.00
				NC
				
				-2828030.66
				-0.8354720046648
				Short
				DFE
				
				CN
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						18355000.00
						CNY
						2828030.66
						USD
						2021-09-15
						28467.46
					
				
				
					N
					N
					N
				
			
			
				CONTINENTAL RESOURCES INC/OK
				XXRTID9RYWOZ0UPIVR53
				CONTINENTAL RESOURCES INC/OK
				212015AT8
				
					
					
				
				445000.00
				PA
				USD
				537046.03
				0.1586570222266
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-01-15
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					
				
			
			
				NEMAK SAB DE CV
				5493000MY3DAIB0BP706
				NEMAK SAB DE CV
				64045DAC8
				
					
					
				
				500000.00
				PA
				USD
				501407.50
				0.148128496308
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-06-28
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SA GLOBAL SUKUK LTD
				5493007DFAVKU7UOGR47
				SA GLOBAL SUKUK LTD
				78397PAB7
				
					
					
				
				485000.00
				PA
				USD
				485770.67
				0.1435089800166
				Long
				DBT
				CORP
				KY
				
				Y
				
				2
				
					2026-06-17
					Fixed
					1.602
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				METALSA SA DE CV
				549300F2FONGJR575V67
				METALSA SA DE CV
				59132VAB4
				
					
					
				
				525000.00
				PA
				USD
				517734.00
				0.1529517586146
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-05-04
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FMQGKV60F4LV81UI_1071500_L
				N/A
				ZAR/USD FWD 20210915 486
				N/A
				
					
					
				
				37225000.00
				NC
				
				2525723.87
				0.7461629093153
				Long
				DFE
				
				ZA
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						2525723.87
						USD
						37225000.00
						ZAR
						2021-09-15
						-120446.38
					
				
				
					N
					N
					N
				
			
			
				MS3NIG78H74NBFR4_1071500_L
				N/A
				IDR/USD FWD 20210915 908
				N/A
				
					
					
				
				39116620000.00
				NC
				
				2695739.85
				0.7963899431466
				Long
				DFE
				
				ID
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						2695739.85
						USD
						39116620000.00
						IDR
						2021-09-15
						-17771.30
					
				
				
					N
					N
					N
				
			
			
				IV0R2PJLJQRFNU0P_1071500_S
				N/A
				SGD/USD FWD 20210915 486
				N/A
				
					
					
				
				-5890000.00
				NC
				
				-4346747.57
				-1.2841395100291
				Short
				DFE
				
				SG
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						5890000.00
						SGD
						4346747.57
						USD
						2021-09-15
						66273.51
					
				
				
					N
					N
					N
				
			
			
				K4DHU9K02IH62AAC_1071500_L
				N/A
				MYR/USD FWD 20210915 5
				N/A
				
					
					
				
				290000.00
				NC
				
				68583.68
				0.0202613590536
				Long
				DFE
				
				MY
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						68583.68
						USD
						290000.00
						MYR
						2021-09-15
						-1102.73
					
				
				
					N
					N
					N
				
			
			
				OFFICE CHERIFIEN DES PHO
				213800D26TAPVTCVWG40
				OCP SA
				67091TAE5
				
					
					
				
				275000.00
				PA
				USD
				281210.05
				0.0830765831249
				Long
				DBT
				CORP
				MA
				
				Y
				
				2
				
					2051-06-23
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CIQAFMLH0V67TKBJ_1071500_L
				N/A
				PLN/USD FWD 20210915 955
				N/A
				
					
					
				
				7370000.00
				NC
				
				1913349.48
				0.5652519784492
				Long
				DFE
				
				PL
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						1913349.48
						USD
						7370000.00
						PLN
						2021-09-15
						-73869.76
					
				
				
					N
					N
					N
				
			
			
				EXETER AUTOMOBILE RECEIVABLES
				N/A
				EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2
				30165XAE5
				
					
					
				
				675000.00
				OU
				Other Units
				USD
				677800.44
				0.200239445908
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2026-06-15
					Fixed
					0.98
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IK6P3VMJVVTIP2RQ_1071500_L
				N/A
				CNH/USD FWD 20210915 486
				N/A
				
					
					
				
				18355000.00
				NC
				
				2828030.66
				0.8354720046648
				Long
				DFE
				
				CN
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						2828030.66
						USD
						18355000.00
						CNY
						2021-09-15
						-29089.96
					
				
				
					N
					N
					N
				
			
			
				HILTON DOMESTIC OPERATIN
				5493003EG7H0N1E4XV50
				HILTON DOMESTIC OPERATING CO INC
				432833AN1
				
					
					
				
				500000.00
				PA
				USD
				499447.50
				0.1475494625825
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2032-02-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IROACJGDVDL2PHAB_1071500_L
				N/A
				HUF/USD FWD 20210915 221
				N/A
				
					
					
				
				363940000.00
				NC
				
				1202375.80
				0.3552123158334
				Long
				DFE
				
				HU
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						1202375.80
						USD
						363940000.00
						HUF
						2021-09-15
						-68053.91
					
				
				
					N
					N
					N
				
			
			
				MQATVVAFDMRR3U8U_1071500_L
				N/A
				RUB/USD FWD 20210915 229
				N/A
				
					
					
				
				62475000.00
				NC
				
				847376.42
				0.2503364925764
				Long
				DFE
				
				RU
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						847376.42
						USD
						62475000.00
						RUB
						2021-09-15
						-10306.55
					
				
				
					N
					N
					N
				
			
			
				HLSU2VUNV7LL3HSH_1071500_L
				N/A
				ZAR/USD FWD 20210915 187
				N/A
				
					
					
				
				46601335.48
				NC
				
				3161910.16
				0.9341084795542
				Long
				DFE
				
				ZA
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						3161910.16
						USD
						46601335.48
						ZAR
						2021-09-15
						-29369.78
					
				
				
					N
					N
					N
				
			
			
				CMADVIKMKVESO4UU_1071500_L
				N/A
				ZAR/USD FWD 20210915 221
				N/A
				
					
					
				
				8380135.85
				NC
				
				568593.93
				0.1679770722631
				Long
				DFE
				
				ZA
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						568593.93
						USD
						8380135.85
						ZAR
						2021-09-15
						-5289.71
					
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF CHILE
				549300FLZTJM5YJF8D34
				CHILE GOVERNMENT INTERNATIONAL BOND
				168863DT2
				
					
					
				
				675000.00
				PA
				USD
				689863.50
				0.2038031798743
				Long
				DBT
				USGSE
				CL
				
				N
				
				2
				
					2033-07-27
					Fixed
					2.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OERU7PJA8Q8QQO9S_1071500_S
				N/A
				RUB/USD FWD 20210915 187
				N/A
				
					
					
				
				-124950000.00
				NC
				
				-1694752.85
				-0.5006729881071
				Short
				DFE
				
				RU
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						124950000.00
						RUB
						1694752.85
						USD
						2021-09-15
						-17211.36
					
				
				
					N
					N
					N
				
			
			
				NJKDOEGC4NDO92A0_1071500_S
				N/A
				GBP/USD FWD 20210831 486
				N/A
				
					
					
				
				-4230000.00
				NC
				
				-5880139.37
				-1.7371423502044
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						4230000.00
						GBP
						5880139.37
						USD
						2021-08-31
						-36650.28
					
				
				
					N
					N
					N
				
			
			
				JK2R42MALE71VL7D_1071500_L
				N/A
				CAD/USD FWD 20210831 50
				N/A
				
					
					
				
				3933973.92
				NC
				
				3153135.51
				0.9315162253295
				Long
				DFE
				
				CA
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						3153135.51
						USD
						3933973.92
						CAD
						2021-08-31
						17911.61
					
				
				
					N
					N
					N
				
			
			
				QK39GLS9VOH8RAEQ_1071500_L
				N/A
				JPY/USD FWD 20210831 50
				N/A
				
					
					
				
				2987819747.00
				NC
				
				27241474.90
				8.0478228071012
				Long
				DFE
				
				JP
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						27241474.90
						USD
						2987819747.00
						JPY
						2021-08-31
						-25749.50
					
				
				
					N
					N
					N
				
			
			
				HLU4VAMQLIBB4UJF_1071500_L
				N/A
				AUD/USD FWD 20210831 486
				N/A
				
					
					
				
				1928181.64
				NC
				
				1415233.70
				0.4180959397407
				Long
				DFE
				
				AU
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						1415233.70
						USD
						1928181.64
						AUD
						2021-08-31
						-8190.86
					
				
				
					N
					N
					N
				
			
			
				FORD MOTOR CO
				20S05OYHG0MQM4VUIC57
				FORD MOTOR CO
				345370CQ1
				
					
					
				
				625000.00
				PA
				USD
				686946.88
				0.202941536331
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2043-01-15
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CAPITAL ONE FINANCIAL CORP
				ZUE8T73ROZOF6FLBAR73
				CAPITAL ONE FINANCIAL CORP
				14040HCG8
				
					
					
				
				855000.00
				PA
				USD
				864012.36
				0.2552511713095
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-07-29
					Variable
					2.359
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AUUMT7H7ARQEQSIJ_1071500_L
				N/A
				SEK/USD FWD 20210831 955
				N/A
				
					
					
				
				24624591.67
				NC
				
				2861250.37
				0.8452859497894
				Long
				DFE
				
				SE
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						2861250.37
						USD
						24624591.67
						SEK
						2021-08-31
						28804.68
					
				
				
					N
					N
					N
				
			
			
				NJKDOEGC4NDO92A0_1071500_L
				N/A
				GBP/USD FWD 20210831 486
				N/A
				
					
					
				
				3828919.09
				NC
				
				5322595.25
				1.572429672151
				Long
				DFE
				
				GB
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						5322595.25
						USD
						3828919.09
						GBP
						2021-08-31
						45237.80
					
				
				
					N
					N
					N
				
			
			
				4L4HBEGSLCNOH5GG_1071500_S
				N/A
				CNY/USD FWD 20210915 187
				N/A
				
					
					
				
				-12560000.00
				NC
				
				-1938718.93
				-0.5727467576072
				Short
				DFE
				
				CN
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						12560000.00
						CNY
						1938718.93
						USD
						2021-09-15
						-21893.29
					
				
				
					N
					N
					N
				
			
			
				GV21VA4F7DC0MV5C_1071500_L
				N/A
				DKK/USD FWD 20210831 908
				N/A
				
					
					
				
				7000000.00
				NC
				
				1116872.53
				0.3299524806404
				Long
				DFE
				
				DK
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						1116872.53
						USD
						7000000.00
						DKK
						2021-08-31
						9482.78
					
				
				
					N
					N
					N
				
			
			
				LUKJ2NUGLLIP1C4V_1071500_L
				N/A
				NOK/USD FWD 20210831 486
				N/A
				
					
					
				
				5865000.00
				NC
				
				663927.99
				0.1961411722312
				Long
				DFE
				
				NO
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						663927.99
						USD
						5865000.00
						NOK
						2021-08-31
						3408.02
					
				
				
					N
					N
					N
				
			
			
				COGFRU9DOC69RJ7P_1071500_L
				N/A
				CHF/USD FWD 20210831 50
				N/A
				
					
					
				
				3110000.00
				NC
				
				3435983.99
				1.0150768422438
				Long
				DFE
				
				CH
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						3435983.99
						USD
						3110000.00
						CHF
						2021-08-31
						56276.21
					
				
				
					N
					N
					N
				
			
			
				GLN7801IG8MQSJU4_1071500_L
				N/A
				NZD/USD FWD 20210831 955
				N/A
				
					
					
				
				1430000.00
				NC
				
				996188.74
				0.2942994273026
				Long
				DFE
				
				NZ
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						996188.74
						USD
						1430000.00
						NZD
						2021-08-31
						-3689.28
					
				
				
					N
					N
					N
				
			
			
				RKA770II537P3L75_1071500_L
				N/A
				EUR/USD FWD 20210831 908
				N/A
				
					
					
				
				38142359.05
				NC
				
				45274376.74
				13.3751995089468
				Long
				DFE
				
				XX
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						45274376.74
						USD
						38142359.05
						EUR
						2021-08-31
						196439.97
					
				
				
					N
					N
					N
				
			
			
				7IHFQAE947H9B9KQ_1071500_S
				N/A
				CLP/USD FWD 20210915 229
				N/A
				
					
					
				
				-2607600000.00
				NC
				
				-3431450.98
				-1.0137376760864
				Short
				DFE
				
				CL
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						2607600000.00
						CLP
						3431450.98
						USD
						2021-09-15
						102361.19
					
				
				
					N
					N
					N
				
			
			
				KGOQDT10P069FJ7O_1071500_L
				N/A
				EUR/USD FWD 20210831 955
				N/A
				
					
					
				
				3830000.00
				NC
				
				4546149.40
				1.3430478694752
				Long
				DFE
				
				XX
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						4546149.40
						USD
						3830000.00
						EUR
						2021-08-31
						-9095.19
					
				
				
					N
					N
					N
				
			
			
				NLOKJI3SQV04P8H5_1071500_S
				N/A
				EUR/USD SPOT 20210802 955
				N/A
				
					
					
				
				-3834326.69
				NC
				
				-4548732.94
				-1.3438111127362
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						3834326.69
						EUR
						4548732.94
						USD
						2021-08-02
						9131.20
					
				
				
					N
					N
					N
				
			
			
				RFO8FUMJNLM1BKG0_1071500_S
				N/A
				JPY/USD FWD 20210831 221
				N/A
				
					
					
				
				-244700000.00
				NC
				
				-2231054.57
				-0.6591101222765
				Short
				DFE
				
				JP
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						244700000.00
						JPY
						2231054.57
						USD
						2021-08-31
						4150.78
					
				
				
					N
					N
					N
				
			
			
				PNAD19C2C1C0BV1B_1071500_S
				N/A
				GBP/USD FWD 20210831 50
				N/A
				
					
					
				
				-270000.00
				NC
				
				-375328.05
				-0.1108814281173
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						270000.00
						GBP
						375328.05
						USD
						2021-08-31
						1860.92
					
				
				
					N
					N
					N
				
			
			
				PIOEP8LNMUR2IU2J_1071500_S
				N/A
				EUR/USD FWD 20210831 187
				N/A
				
					
					
				
				-1425000.00
				NC
				
				-1691452.45
				-0.4996979662153
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						1425000.00
						EUR
						1691452.45
						USD
						2021-08-31
						3784.55
					
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				ZP4466964
				
					
					
				
				2800000.00
				PA
				
				4080698.17
				1.2055417675429
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2041-10-22
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				EG8729493
				
					
					
				
				3050000.00
				PA
				
				5852779.83
				1.7290596479714
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2030-12-07
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LANARK MASTER ISSUER PLC
				213800KIOPB5OYXIVY33
				LANARK MASTER ISSUER PLC
				BCC2MLFX7
				
					
					
				
				871250.00
				OU
				Other Units
				
				1220043.99
				0.3604319474049
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2069-12-22
					Variable
					0.6188
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GEMGARTO
				635400KLHB2FIID9TE45
				GEMGARTO 2021-1 PLC
				BCC2QHUW7
				
					
					
				
				801353.92
				OU
				Other Units
				
				1120123.03
				0.3309127608062
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2067-12-16
					Variable
					0.639023
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				QZ5541813
				
					
					
				
				5490000.00
				PA
				
				8501808.51
				2.5116499264283
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2047-07-22
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PENARTH MASTER ISSUER
				213800F8FTNP3LEAW656
				PENARTH MASTER ISSUER PLC
				BCC2KFPF0
				
					
					
				
				1180000.00
				OU
				Other Units
				
				1648010.63
				0.4868641504597
				Long
				ABS-MBS
				CORP
				GB
				
				Y
				
				2
				
					2024-07-18
					Variable
					0.75003
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				BH2959576
				
					
					
				
				5525000.00
				PA
				
				7633287.51
				2.2550667884777
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2026-01-30
					Fixed
					0.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CYRUSONE LP/CYRUSONE FIN
				N/A
				CYRUSONE LP / CYRUSONE FINANCE CORP
				ZP5132813
				
					
					
				
				800000.00
				PA
				
				977971.07
				0.2889174653987
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-01-22
					Fixed
					1.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DANAHER CORP
				S4BKK9OTCEWQ3YHPFM11
				DANAHER CORP
				BH3423150
				
					
					
				
				375000.00
				PA
				
				528528.06
				0.156140597786
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-03-30
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				BO9736337
				
					
					
				
				425000.00
				PA
				
				496438.12
				0.1466604153819
				Long
				DBT
				USGSE
				RO
				
				Y
				
				2
				
					2041-04-14
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CANADIAN GOVERNMENT
				4BFD7AQU0A75QLAHK410
				CANADIAN GOVERNMENT BOND
				135087K37
				
					
					
				
				7575000.00
				PA
				
				6125063.88
				1.8094992642419
				Long
				DBT
				USGSE
				CA
				
				N
				
				2
				
					2030-06-01
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RUSSIA GOVT BOND - OFZ
				5493004EHVGF71PDBU58
				RUSSIAN FEDERAL BOND - OFZ
				ZS2796762
				
					
					
				
				117000000.00
				PA
				
				1698012.61
				0.5016360039119
				Long
				DBT
				USGSE
				RU
				
				N
				
				2
				
					2030-04-10
					Fixed
					7.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER SA
				5493006QMFDDMYWIAM13
				BANCO SANTANDER SA
				EK7876817
				
					
					
				
				1500000.00
				PA
				
				1934728.67
				0.5715679335695
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2025-03-18
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AUSTRALIAN GOVERNMENT
				213800J6B7JSBDETCB42
				AUSTRALIA GOVERNMENT BOND
				QZ5429456
				
					
					
				
				7975000.00
				PA
				
				7018214.20
				2.0733585281713
				Long
				DBT
				USGSE
				AU
				
				N
				
				2
				
					2047-03-21
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF SERBIA
				254900W94OCY91V32O78
				SERBIA INTERNATIONAL BOND
				BJ4188717
				
					
					
				
				725000.00
				PA
				
				959375.18
				0.2834237677113
				Long
				DBT
				USGSE
				RS
				
				Y
				
				2
				
					2027-05-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CK HUTCHISON EUR FIN 18
				2549003J58N9TB141B68
				CK HUTCHISON EUROPE FINANCE 18 LTD
				AS1624210
				
					
					
				
				660000.00
				PA
				
				821769.82
				0.2427716532919
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2025-04-13
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANGLO AMERICAN CAPITAL
				TINT358G1SSHR3L3PW36
				ANGLO AMERICAN CAPITAL PLC
				AX5432650
				
					
					
				
				1205000.00
				PA
				
				1525623.40
				0.4507078577293
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2026-03-11
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				QJ1649335
				
					
					
				
				35000000.00
				PA
				
				1709827.83
				0.5051265196544
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2026-03-05
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					
				
			
			
				VODAFONE GROUP PLC
				213800TB53ELEUKM7Q61
				VODAFONE GROUP PLC
				AU6544814
				
					
					
				
				771000.00
				PA
				
				956450.79
				0.2825598287129
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2079-01-03
					Variable
					3.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BMW CANADA AUTO TRUST
				N/A
				BMW CANADA AUTO TRUST
				05570XBV7
				
					
					
				
				1175000.00
				OU
				Other Units
				
				936892.03
				0.2767816747993
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-12-20
					Fixed
					0.755
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				00206RHH8
				
					
					
				
				129000.00
				PA
				
				176406.37
				0.0521149171627
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-09-05
					Fixed
					2.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORANGE SA
				969500MCOONR8990S771
				ORANGE SA
				ZR3637892
				
					
					
				
				700000.00
				PA
				
				838479.46
				0.2477081048748
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2026-09-04
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAT INTL FINANCE PLC
				21380041YBGOQDFAC823
				BAT INTERNATIONAL FINANCE PLC
				AO7043042
				
					
					
				
				670000.00
				PA
				
				871032.26
				0.2573250278658
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2030-01-16
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEDTRONIC GLOBAL HLDINGS
				549300JXMTTP8GKYIX14
				MEDTRONIC GLOBAL HOLDINGS SCA
				AX4989023
				
					
					
				
				475000.00
				PA
				
				635912.08
				0.187864561648
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2031-03-07
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WPC EUROBOND BV
				5493005XDMOLBARL5M14
				WPC EUROBOND BV
				92940NAA7
				
					
					
				
				950000.00
				PA
				
				1202262.00
				0.3551786964262
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-07-19
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				BJ5968141
				
					
					
				
				300000.00
				PA
				
				411263.38
				0.1214976362858
				Long
				DBT
				USGSE
				RO
				
				Y
				
				2
				
					2030-05-26
					Fixed
					3.624
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IRISH TSY 1.5% 2050
				549300KXBEJAOJ9OVF93
				IRELAND GOVERNMENT BOND
				EK7325393
				
					
					
				
				1610000.00
				PA
				
				2556704.28
				0.7553153084085
				Long
				DBT
				USGSE
				IE
				
				N
				
				2
				
					2045-02-18
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IVORY COAST
				254900ICW11T82O6H590
				IVORY COAST GOVERNMENT INTERNATIONAL BOND
				BM7280605
				
					
					
				
				400000.00
				PA
				
				480556.99
				0.1419687266725
				Long
				DBT
				USGSE
				CI
				
				Y
				
				2
				
					2032-01-30
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CNH CAPITAL CANADA RECEIVABLES
				984500F690CEB062EF31
				CNH CAPITAL CANADA RECEIVABLES TRUST
				12614ADF4
				
					
					
				
				1125000.00
				OU
				Other Units
				
				900658.26
				0.2660772998833
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-11-16
					Fixed
					1.001
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				EI8047355
				
					
					
				
				100000000.00
				PA
				
				5333249.61
				1.5755772403983
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2031-05-29
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUONI POLIENNALI DEL TES
				815600DE60799F5A9309
				ITALY BUONI POLIENNALI DEL TESORO
				JV9105265
				
					
					
				
				2950000.00
				PA
				
				4357748.04
				1.2873893279512
				Long
				DBT
				USGSE
				IT
				
				Y
				
				2
				
					2047-03-01
					Fixed
					2.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (20 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT TWENTY YEAR BOND
				JK5016049
				
					
					
				
				2311900000.00
				PA
				
				21694660.97
				6.4091532484056
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2036-03-20
					Fixed
					0.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHINA GOVERNMENT BOND
				300300CHN201808MOF68
				CHINA GOVERNMENT BOND
				ZO3452687
				
					
					
				
				101550000.00
				PA
				
				16691156.29
				4.9309910260238
				Long
				DBT
				USGSE
				CN
				
				N
				
				2
				
					2050-09-14
					Fixed
					3.81
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABBVIE INC
				FR5LCKFTG8054YNNRU85
				ABBVIE INC
				00287YBA6
				
					
					
				
				680000.00
				PA
				
				839934.80
				0.248138049233
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-05-17
					Fixed
					1.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SILVER ARROW CANADA LP
				N/A
				SILVER ARROW CANADA LP
				827314AE5
				
					
					
				
				743106.01
				OU
				Other Units
				
				600458.37
				0.1773906362463
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-08-15
					Fixed
					3.165
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENEL FINANCE INTL NV
				0YQH6LCEF474UTUV4B96
				ENEL FINANCE INTERNATIONAL NV
				ZQ0626254
				
					
					
				
				690000.00
				PA
				
				837354.49
				0.2473757601961
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2027-06-17
					Fixed
					0.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RAYTHEON TECHNOLOGIES CORP
				I07WOS4YJ0N7YRFE7309
				RAYTHEON TECHNOLOGIES CORP
				913017CV9
				
					
					
				
				630000.00
				PA
				
				852386.25
				0.2518165234588
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-05-18
					Fixed
					2.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINGAPORE GOVERNMENT
				549300ZSV6VOGFH1ER70
				SINGAPORE GOVERNMENT BOND
				AS3039433
				
					
					
				
				6560000.00
				PA
				
				5336793.24
				1.5766241186029
				Long
				DBT
				USGSE
				SG
				
				N
				
				2
				
					2028-05-01
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUNDESOBLIGATION
				529900AQBND3S6YJLY83
				BUNDESOBLIGATION
				BM1384254
				
					
					
				
				4250000.00
				PA
				
				5222881.39
				1.5429716681466
				Long
				DBT
				USGSE
				DE
				
				N
				
				2
				
					2025-10-10
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TAKEDA PHARMACEUTICAL CO LTD
				549300ZLMVP4X0OGR454
				TAKEDA PHARMACEUTICAL CO LTD
				BK2909236
				
					
					
				
				300000.00
				PA
				
				401153.62
				0.1185109566951
				Long
				DBT
				CORP
				JP
				
				N
				
				2
				
					2040-07-09
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				ZR4572619
				
					
					
				
				1000000.00
				PA
				
				1204146.85
				0.3557355289352
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-03-04
					Fixed
					0.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIGITAL EURO FINCO
				635400OUEAPTXSW3SC91
				DIGITAL EURO FINCO LLC
				JK7307651
				
					
					
				
				525000.00
				PA
				
				667732.36
				0.1972650796469
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-04-15
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ING GROEP NV
				549300NYKK9MWM7GGW15
				ING GROEP NV
				AR7666027
				
					
					
				
				900000.00
				PA
				
				1131703.85
				0.3343340288419
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2030-03-22
					Variable
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				AR0511139
				
					
					
				
				405000.00
				PA
				
				514308.86
				0.1519398853621
				Long
				DBT
				USGSE
				RO
				
				Y
				
				2
				
					2030-02-08
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				ZR4572635
				
					
					
				
				325000.00
				PA
				
				413070.13
				0.1220313960734
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2039-09-14
					Fixed
					1.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DH EUROPE FINANCE
				222100KDGL314CKTZ511
				DH EUROPE FINANCE II SARL
				ZR4416965
				
					
					
				
				280000.00
				PA
				
				337266.11
				0.0996369654023
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2026-03-18
					Fixed
					0.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEDTRONIC GLOBAL HLDINGS
				549300JXMTTP8GKYIX14
				MEDTRONIC GLOBAL HOLDINGS SCA
				ZO6400733
				
					
					
				
				420000.00
				PA
				
				517438.05
				0.1528643274763
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2032-10-15
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				345213HA3
				
					
					
				
				370732.58
				OU
				Other Units
				
				298788.89
				0.0882698184396
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2023-06-15
					Fixed
					2.354
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GMF CANADA LEASING TRUST
				549300KHZQ7YBTEOJU80
				GMF CANADA LEASING TRUST
				36252MCG3
				
					
					
				
				1125000.00
				OU
				Other Units
				
				900793.52
				0.2661172591189
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-05-20
					Fixed
					0.867
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER SA
				5493006QMFDDMYWIAM13
				BANCO SANTANDER SA
				ZS4116993
				
					
					
				
				1500000.00
				PA
				
				1943317.72
				0.5741053568454
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2031-05-09
					Fixed
					0.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MALAYSIA GOVERNMENT
				254900GSIL471JOBYY43
				MALAYSIA GOVERNMENT BOND
				AX1841680
				
					
					
				
				7530000.00
				PA
				
				1875492.71
				0.5540681281574
				Long
				DBT
				USGSE
				MY
				
				N
				
				2
				
					2029-08-15
					Fixed
					3.885
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GMF CANADA LEASING TRUST
				549300KHZQ7YBTEOJU80
				GMF CANADA LEASING TRUST
				36252MBU3
				
					
					
				
				850000.00
				OU
				Other Units
				
				684476.19
				0.2022116318232
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-11-20
					Fixed
					1.048
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				BJ5954943
				
					
					
				
				300000.00
				PA
				
				404637.35
				0.1195401389201
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-05-19
					Fixed
					2.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDP FINANCE BV
				5299007L43AQDFOW5739
				EDP FINANCE BV
				ZR5456655
				
					
					
				
				1400000.00
				PA
				
				1696427.89
				0.5011678374192
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2026-09-16
					Fixed
					0.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT AGRICOLE HOME LOA
				969500C9913Z7PKUGB44
				CREDIT AGRICOLE HOME LOAN SFH SA
				JK4681751
				
					
					
				
				1600000.00
				PA
				
				2144434.42
				0.6335203323961
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2031-03-24
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUNDESREPUB. DEUTSCHLAND
				529900AQBND3S6YJLY83
				BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
				EC0518513
				
					
					
				
				3000000.00
				PA
				
				4942110.86
				1.4600249303803
				Long
				DBT
				USGSE
				DE
				
				N
				
				2
				
					2028-07-04
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MBARC CREDIT CANADA INC
				549300T0LAPKEKVWBV33
				MBARC CREDIT CANADA INC
				552755BS8
				
					
					
				
				875000.00
				OU
				Other Units
				
				700554.06
				0.2069614425199
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-02-17
					Fixed
					0.932
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FRANCE (GOVT OF)
				969500KCGF3SUYJHPV70
				FRENCH REPUBLIC GOVERNMENT BOND OAT
				EK2432749
				
					
					
				
				14950000.00
				PA
				
				22130769.09
				6.5379906512034
				Long
				DBT
				USGSE
				FR
				
				N
				
				2
				
					2030-05-25
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR PRODUCTS AND CHEMICALS INC
				7QEON6Y1RL5XR3R1W237
				AIR PRODUCTS AND CHEMICALS INC
				BJ1618856
				
					
					
				
				1025000.00
				PA
				
				1257919.46
				0.3716213221511
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-05-05
					Fixed
					0.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BMW CANADA AUTO TRUST
				N/A
				BMW CANADA AUTO TRUST
				05570XBH8
				
					
					
				
				1600000.00
				OU
				Other Units
				
				1298193.01
				0.3835191505691
				Long
				ABS-MBS
				CORP
				CA
				
				N
				
				2
				
					2024-02-20
					Fixed
					2.346
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FIDELITY NATIONAL INFORMATION SERVICES INC
				6WQI0GK1PRFVBA061U48
				FIDELITY NATIONAL INFORMATION SERVICES INC
				31620MBD7
				
					
					
				
				680000.00
				PA
				
				867062.44
				0.2561522423227
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-21
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR PRODUCTS AND CHEMICALS INC
				7QEON6Y1RL5XR3R1W237
				AIR PRODUCTS AND CHEMICALS INC
				BJ1618864
				
					
					
				
				275000.00
				PA
				
				341572.56
				0.1009091999878
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-05-05
					Fixed
					0.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARSH & MCLENNAN COS INC
				549300XMP3KDCKJXIU47
				MARSH & MCLENNAN COS INC
				AX6833211
				
					
					
				
				290000.00
				PA
				
				390427.01
				0.1153420439649
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-03-21
					Fixed
					1.979
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERKSHIRE HATHAWAY INC
				5493000C01ZX7D35SD85
				BERKSHIRE HATHAWAY INC
				BG5374981
				
					
					
				
				1425000.00
				PA
				
				1705324.09
				0.5037960005976
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-03-12
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PERUSAHAAN LISTRIK NEGAR
				254900OYVDRYS9J51J61
				PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA
				ZQ3502254
				
					
					
				
				940000.00
				PA
				
				1086244.74
				0.3209042544412
				Long
				DBT
				CORP
				ID
				
				N
				
				2
				
					2031-11-05
					Fixed
					1.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMCAST CORP
				51M0QTTNCGUN7KFCFZ59
				COMCAST CORP
				ZP9018109
				
					
					
				
				700000.00
				PA
				
				857258.39
				0.253255877222
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-02-20
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CK HUTCHISON GROUP
				254900OM17Q9YNDIUG82
				CK HUTCHISON GROUP TELECOM FINANCE SA
				ZQ0129309
				
					
					
				
				485000.00
				PA
				
				605717.95
				0.1789444496149
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2028-10-17
					Fixed
					1.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUONI POLIENNALI DEL TES
				815600DE60799F5A9309
				ITALY BUONI POLIENNALI DEL TESORO
				ZP5131328
				
					
					
				
				6950000.00
				PA
				
				9847502.42
				2.9092020479647
				Long
				DBT
				USGSE
				IT
				
				Y
				
				2
				
					2050-09-01
					Fixed
					2.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BONOS Y OBLIG DEL ESTADO
				9598007A56S18711AH60
				SPAIN GOVERNMENT BOND
				JK3794373
				
					
					
				
				3224000.00
				PA
				
				5411051.38
				1.5985618571027
				Long
				DBT
				USGSE
				ES
				
				Y
				
				2
				
					2046-10-31
					Fixed
					2.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (10 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT TEN YEAR BOND
				AP0275929
				
					
					
				
				2129300000.00
				PA
				
				19682808.61
				5.8148010201667
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2027-09-20
					Fixed
					0.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF SENEGAL
				549300NP14ZLQGWIUZ97
				SENEGAL GOVERNMENT INTERNATIONAL BOND
				BP9003099
				
					
					
				
				425000.00
				PA
				
				504307.50
				0.1489852298816
				Long
				DBT
				USGSE
				SN
				
				Y
				
				2
				
					2037-06-08
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (30 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT THIRTY YEAR BOND
				BH6206925
				
					
					
				
				1107500000.00
				PA
				
				9549845.15
				2.8212665387825
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2050-03-20
					Fixed
					0.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				BCC2PUF55
				
					
					
				
				1075000.00
				OU
				Other Units
				
				863195.88
				0.2550099624033
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-11-15
					Fixed
					1.153
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANGLO AMERICAN CAPITAL
				TINT358G1SSHR3L3PW36
				ANGLO AMERICAN CAPITAL PLC
				AP1373350
				
					
					
				
				325000.00
				PA
				
				411615.91
				0.1216017825915
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2025-09-18
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				THAILAND GOVERNMENT BOND
				254900PHJ6MSKT6C7026
				THAILAND GOVERNMENT BOND
				AT4545436
				
					
					
				
				138635000.00
				PA
				
				4722309.48
				1.3950900263235
				Long
				DBT
				USGSE
				TH
				
				N
				
				2
				
					2028-12-17
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DREYFUS INSTITUTIONAL PREFERRE
				549300RBWL04JG8SIX57
				Dreyfus Institutional Preferred Government Plus Money Market Fund
				N/A
				
					
					
				
				8435048.44
				OU
				Other Units
				USD
				8435048.44
				2.4919273080341
				Long
				STIV
				RF
				US
				
				N
				
				1
				
					2099-12-01
					Variable
					0.05358
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				XMU1 COMDTY
				N/A
				AUST 10Y BOND FUT SEP21
				N/A
				
					
					
				
				56.00
				NC
				
				5975202.84
				1.7652265110215
				Long
				DIR
				
				AU
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								XMU1 COMDTY_REF
								AUST 10Y BOND FUT SEP21
								
									
									
									
								
							
						
						2021-09-15
						8142267.28
						AUD
						-21863.27
					
				
				
					N
					N
					N
				
			
			
				TYU1 COMDTY
				N/A
				US 10YR NOTE (CBT)SEP21
				N/A
				
					
					
				
				4.00
				NC
				USD
				537812.52
				0.1588834628186
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								TYU1 COMDTY_REF
								US 10YR NOTE (CBT)SEP21
								
									
									
									
								
							
						
						2021-09-21
						537812.52
						USD
						2868.96
					
				
				
					N
					N
					N
				
			
			
				FVU1 COMDTY
				N/A
				US 5YR NOTE (CBT) SEP21
				N/A
				
					
					
				
				-133.00
				NC
				USD
				-16551226.23
				-4.8896521362463
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								FVU1 COMDTY_REF
								US 5YR NOTE (CBT) SEP21
								
									
									
									
								
							
						
						2021-09-30
						-16551226.23
						USD
						-148785.77
					
				
				
					N
					N
					N
				
			
			
				JBU1 COMDTY
				N/A
				JPN 10Y BOND(OSE) SEP21
				N/A
				
					
					
				
				12.00
				NC
				
				16659222.46
				4.9215569624742
				Long
				DIR
				
				JP
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								JBU1 COMDTY_REF
								JPN 10Y BOND(OSE) SEP21
								
									
									
									
								
							
						
						2021-09-13
						1827600000.00
						JPY
						89652.54
					
				
				
					N
					N
					N
				
			
			
				WNU1 COMDTY
				N/A
				US ULTRA BOND CBT SEP21
				N/A
				
					
					
				
				24.00
				NC
				USD
				4788750.00
				1.4147182415408
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								WNU1 COMDTY_REF
								US ULTRA BOND CBT SEP21
								
									
									
									
								
							
						
						2021-09-21
						4788750.00
						USD
						86338.76
					
				
				
					N
					N
					N
				
			
			
				RXU1 COMDTY
				N/A
				EURO-BUND FUTURE SEP21
				N/A
				
					
					
				
				133.00
				NC
				
				27857669.61
				8.2298623574177
				Long
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								RXU1 COMDTY_REF
								EURO-BUND FUTURE SEP21
								
									
									
									
								
							
						
						2021-09-08
						23483810.00
						EUR
						522135.67
					
				
				
					N
					N
					N
				
			
			
				IKU1 COMDTY
				N/A
				EURO-BTP FUTURE SEP21
				N/A
				
					
					
				
				-97.00
				NC
				
				-17752421.05
				-5.244515560626
				Short
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								IKU1 COMDTY_REF
								EURO-BTP FUTURE SEP21
								
									
									
									
								
							
						
						2021-09-08
						-14965160.00
						EUR
						-432945.00
					
				
				
					N
					N
					N
				
			
			
				OEU1 COMDTY
				N/A
				EURO-BOBL FUTURE SEP21
				N/A
				
					
					
				
				270.00
				NC
				
				43354116.00
				12.8079057689536
				Long
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								OEU1 COMDTY_REF
								EURO-BOBL FUTURE SEP21
								
									
									
									
								
							
						
						2021-09-08
						36547200.00
						EUR
						380508.85
					
				
				
					N
					N
					N
				
			
			
				UXYU1 COMDTY
				N/A
				US 10YR ULTRA FUT SEP21
				N/A
				
					
					
				
				36.00
				NC
				USD
				5409000.00
				1.5979558274067
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								UXYU1 COMDTY_REF
								US 10YR ULTRA FUT SEP21
								
									
									
									
								
							
						
						2021-09-21
						5409000.00
						USD
						60838.73
					
				
				
					N
					N
					N
				
			
			
				UBU1 COMDTY
				N/A
				EURO-BUXL 30Y BND SEP21
				N/A
				
					
					
				
				-20.00
				NC
				
				-5101824.00
				-1.5072082438905
				Short
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								UBU1 COMDTY_REF
								EURO-BUXL 30Y BND SEP21
								
									
									
									
								
							
						
						2021-09-08
						-4300800.00
						EUR
						-364916.36
					
				
				
					N
					N
					N
				
			
			
				CNU1 COMDTY
				N/A
				CAN 10YR BOND FUT SEP21
				N/A
				
					
					
				
				68.00
				NC
				
				8067233.09
				2.3832653220954
				Long
				DIR
				
				CA
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								CNU1 COMDTY_REF
								CAN 10YR BOND FUT SEP21
								
									
									
									
								
							
						
						2021-09-21
						10064680.00
						CAD
						61357.25
					
				
				
					N
					N
					N
				
			
			
				YMU1 COMDTY
				N/A
				AUST 3YR BOND FUT SEP21
				N/A
				
					
					
				
				-507.00
				NC
				
				-43559599.27
				-12.868610740063
				Short
				DIR
				
				AU
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								YMU1 COMDTY_REF
								AUST 3YR BOND FUT SEP21
								
									
									
									
								
							
						
						2021-09-15
						-59357633.40
						AUD
						-118140.83
					
				
				
					N
					N
					N
				
			
			
				USU1 COMDTY
				N/A
				US LONG BOND(CBT) SEP21
				N/A
				
					
					
				
				-18.00
				NC
				USD
				-2964937.50
				-0.8759177585546
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								USU1 COMDTY_REF
								US LONG BOND(CBT) SEP21
								
									
									
									
								
							
						
						2021-09-21
						-2964937.50
						USD
						-29301.48
					
				
				
					N
					N
					N
				
			
			
				99VVB9HH4
				N/A
				DREYFUS INST PREF GOVT PLUS MMF - SL #4134
				99VVB9HH4
				
					
					
				
				5520521.98
				OU
				Other Units
				USD
				5520521.98
				1.6309022496336
				Long
				
				RF
				US
				
				N
				1
				
					
					N
					N
				
			
		
		
			2021-09-27
			BNY Mellon Advantage Funds, Inc.
			James Windels
			James Windels
			Fund Treasurer
		
	
	XXXX




Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon International Bond Fund

July 31, 2021 (Unaudited)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5%

     

Australia - 2.1%

     

Australia, Sr. Unscd. Bonds, Ser. 150

AUD

3.00

 

3/21/2047

 

7,975,000

 

7,018,214

 

Austria - .2%

     

Suzano Austria GmbH, Gtd. Notes

 

3.13

 

1/15/2032

 

170,000

 

168,683

 

Suzano Austria GmbH, Gtd. Notes

 

3.75

 

1/15/2031

 

475,000

 

495,449

 
 

664,132

 

Bermuda - .3%

     

Textainer Marine Containers VII, Ser. 2021-1A, Cl. A

 

1.68

 

2/20/2046

 

1,039,208

b 

1,039,824

 

Canada - 6.5%

     

BMW Canada Auto Trust, Ser. 2019-1, Cl. A3

CAD

2.35

 

2/20/2024

 

1,600,000

 

1,298,193

 

BMW Canada Auto Trust, Ser. 2021-1A, Cl. A3

CAD

0.76

 

12/20/2025

 

1,175,000

b 

936,892

 

Canada, Bonds

CAD

1.25

 

6/1/2030

 

17,600,000

 

14,231,172

 

CNH Capital Canada Receivables Trust, Ser. 2021-1A, Cl. A2

CAD

1.00

 

11/16/2026

 

1,125,000

b 

900,658

 

Ford Auto Securitization Trust, Ser. 2019-AA, Cl. A2

CAD

2.35

 

6/15/2023

 

370,733

b 

298,789

 

Ford Auto Securitization Trust, Ser. 2020-AA, Cl. A3

CAD

1.15

 

11/15/2025

 

1,075,000

b 

863,196

 

GMF Canada Leasing Trust, Ser. 2020-1A, Cl. A3

CAD

1.05

 

11/20/2025

 

850,000

b 

684,476

 

GMF Canada Leasing Trust, Ser. 2021-1A, Cl. A3

CAD

0.87

 

5/20/2026

 

1,125,000

b 

900,794

 

MBarc Credit Canada, Ser. 2021-AA, Cl. A3

CAD

0.93

 

2/17/2026

 

875,000

b 

700,554

 

Silver Arrow Canada, Ser. 2018-1A, Cl. A3

CAD

3.17

 

8/15/2025

 

743,106

b 

600,458

 

Teck Resources, Sr. Unscd. Notes

 

6.25

 

7/15/2041

 

315,000

 

425,291

 
 

21,840,473

 

Cayman Islands - 3.7%

     

Avery Point VII CLO, Ser. 2015-7A, Cl. AR2, 3 Month LIBOR +.96%

 

1.09

 

1/15/2028

 

891,375

b,c 

891,819

 

Bain Capital Credit CLO, Ser. 2020-3A, Cl. A, 3 Month LIBOR +1.38%

 

1.52

 

10/23/2032

 

1,155,000

b,c 

1,156,355

 

Carlyle US CLO, Ser. 2017-2A, Cl. A1R, 3 Month LIBOR +1.05%

 

1.18

 

7/20/2031

 

1,125,000

b,c 

1,125,714

 

CARLYLE US CLO, Ser. 2017-1A, Cl. A2R, 3 Month LIBOR +1.60%

 

1.73

 

4/20/2031

 

850,000

b,c 

850,672

 

CK Hutchison Europe Finance 18, Gtd. Bonds

EUR

1.25

 

4/13/2025

 

660,000

 

821,770

 

DP World Salaam, Jr. Sub. Notes

 

6.00

 

10/1/2025

 

480,000

d 

525,095

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

Cayman Islands - 3.7% (continued)

     

Invesco CLO, Ser. 2021-1A, Cl. A1, 3 Month LIBOR +1.00%

 

1.17

 

4/15/2034

 

1,025,000

b,c 

1,026,033

 

Magnetite XIX CLO, Ser. 2017-19A, Cl. AR, 3 Month LIBOR +1.05%

 

1.18

 

4/17/2034

 

900,000

b,c 

900,913

 

Magnetite XXVIII CLO, Ser. 2020-28A, Cl. A, 3 Month LIBOR +1.27%

 

1.40

 

10/25/2031

 

800,000

b,c 

800,939

 

Race Point IX CLO, Ser. 2015-9A, CI. A1A2, 3 Month LIBOR +.94%

 

1.07

 

10/15/2030

 

975,000

b,c 

975,590

 

RIN IV CLO, Ser. 2021-1A, CI. A, 3 Month LIBOR +1.30%

 

1.43

 

4/20/2033

 

700,000

b,c 

700,951

 

SA Global Sukuk, Sr. Unscd. Notes

 

1.60

 

6/17/2026

 

485,000

b 

485,771

 

TCI-Flatiron CLO, Ser. 2017-1A, CI. AR, 3 Month LIBOR +.96%

 

1.12

 

11/18/2030

 

925,000

b,c 

925,470

 

Thompson Park CLO, Ser. 2021-1A, CI. A1, 3 Month LIBOR +1.00%

 

1.20

 

4/15/2034

 

975,000

b,c 

975,814

 

Vale Overseas, Gtd. Notes

 

6.25

 

8/10/2026

 

172,000

 

206,684

 
 

12,369,590

 

Chile - .5%

     

Chile, Sr. Unscd. Notes

 

2.55

 

7/27/2033

 

675,000

 

689,864

 

Inversiones, Gtd. Notes

 

3.00

 

4/6/2031

 

700,000

b 

707,277

 

VTR Comunicaciones, Sr. Scd. Notes

 

5.13

 

1/15/2028

 

201,000

b 

210,208

 
 

1,607,349

 

China - 4.9%

     

China, Unscd. Bonds

CNY

3.81

 

9/14/2050

 

101,550,000

 

16,691,156

 

France - 7.9%

     

BNP Paribas, Sub. Notes

 

4.38

 

3/1/2033

 

825,000

b 

920,530

 

Credit Agricole, Sub. Notes

 

3.25

 

1/14/2030

 

630,000

 

672,577

 

Credit Agricole Home Loan SFH, Covered Notes

EUR

1.25

 

3/24/2031

 

1,600,000

 

2,144,434

 

France, Bonds

EUR

2.50

 

5/25/2030

 

14,950,000

 

22,130,769

 

Orange, Sr. Unscd. Notes

EUR

0.00

 

9/4/2026

 

700,000

 

838,479

 
 

26,706,789

 

Germany - 3.0%

     

Bundesobligation, Bonds, Ser. G

EUR

0.00

 

10/10/2025

 

4,250,000

 

5,222,881

 

Bundesrepublik Deutschland Bundesanleihe, Bonds, Ser. 98

EUR

4.75

 

7/4/2028

 

3,000,000

 

4,942,111

 
 

10,164,992

 

Ghana - .1%

     

Ghana, Sr. Unscd. Notes

 

8.63

 

4/7/2034

 

495,000

b 

501,339

 

Indonesia - .3%

     

Perusahaan Listrik Negara, Sr. Unscd. Notes

EUR

1.88

 

11/5/2031

 

940,000

 

1,086,245

 

Ireland - 1.1%

     

AerCap Global Aviation Trust, Gtd. Notes

 

4.45

 

10/1/2025

 

500,000

 

552,617

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

Ireland - 1.1% (continued)

     

AerCap Global Aviation Trust, Gtd. Notes

 

6.50

 

7/15/2025

 

650,000

 

761,356

 

Ireland, Bonds

EUR

2.00

 

2/18/2045

 

1,610,000

 

2,556,704

 
 

3,870,677

 

Italy - 4.2%

     

Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Bonds

EUR

2.70

 

3/1/2047

 

2,950,000

b 

4,357,748

 

Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Bonds, Ser. CAC

EUR

2.45

 

9/1/2050

 

6,950,000

b 

9,847,502

 
 

14,205,250

 

Ivory Coast - .1%

     

Ivory Coast, Sr. Unscd. Notes

EUR

4.88

 

1/30/2032

 

400,000

b 

480,557

 

Japan - 15.2%

     

Japan (10 Year Issue), Bonds, Ser. 348

JPY

0.10

 

9/20/2027

 

2,129,300,000

 

19,682,809

 

Japan (20 Year Issue), Bonds, Ser. 156

JPY

0.40

 

3/20/2036

 

2,311,900,000

 

21,694,661

 

Japan (30 Year Issue), Bonds, Ser. 66

JPY

0.40

 

3/20/2050

 

1,107,500,000

 

9,549,845

 

Takeda Pharmaceutical, Sr. Unscd. Notes

EUR

2.00

 

7/9/2040

 

300,000

 

401,154

 
 

51,328,469

 

Luxembourg - .9%

     

CK Hutchison Group Telecom Finance, Gtd. Notes

EUR

1.13

 

10/17/2028

 

485,000

 

605,718

 

DH Europe Finance II, Gtd. Bonds

EUR

0.20

 

3/18/2026

 

280,000

 

337,266

 

JBS Finance Luxembourg, Gtd. Notes

 

3.63

 

1/15/2032

 

550,000

b 

554,400

 

Medtronic Global Holdings, Gtd. Notes

EUR

0.75

 

10/15/2032

 

420,000

 

517,438

 

Medtronic Global Holdings, Gtd. Notes

EUR

1.63

 

3/7/2031

 

475,000

 

635,912

 

Millicom International Cellular, Sr. Unscd. Notes

 

4.50

 

4/27/2031

 

250,000

b 

260,344

 
 

2,911,078

 

Malaysia - .6%

     

Malaysia, Bonds, Ser. 219

MYR

3.89

 

8/15/2029

 

7,530,000

 

1,875,493

 

Mexico - 3.2%

     

Infraestructura Energetica Nova, Sr. Unscd. Notes

 

4.88

 

1/14/2048

 

755,000

e 

784,185

 

Metalsa, Gtd. Notes

 

3.75

 

5/4/2031

 

525,000

b 

517,734

 

Mexican Bonos, Bonds, Ser. M

MXN

7.75

 

5/29/2031

 

100,000,000

 

5,333,250

 

Mexico, Bonds, Ser. M

MXN

5.75

 

3/5/2026

 

35,000,000

e 

1,709,828

 

Mexico, Sr. Unscd. Notes

 

6.05

 

1/11/2040

 

720,000

 

911,070

 

Nemak, Sr. Unscd. Notes

 

3.63

 

6/28/2031

 

500,000

b 

501,408

 

Petroleos Mexicanos, Gtd. Notes

 

6.84

 

1/23/2030

 

1,050,000

 

1,096,672

 
 

10,854,147

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

Morocco - .1%

     

OCP, Sr. Unscd. Notes

 

5.13

 

6/23/2051

 

275,000

b 

281,210

 

Netherlands - 2.1%

     

EDP Finance, Sr. Unscd. Notes

EUR

0.38

 

9/16/2026

 

1,400,000

 

1,696,428

 

Enel Finance International, Gtd. Notes

EUR

0.38

 

6/17/2027

 

690,000

 

837,354

 

Equate Petrochemical, Gtd. Notes

 

2.63

 

4/28/2028

 

475,000

b 

482,591

 

ING Groep, Sub. Bonds

EUR

2.00

 

3/22/2030

 

900,000

 

1,131,704

 

Mamoura Diversified Global Holding, Gtd. Notes

 

2.50

 

11/7/2024

 

755,000

 

793,883

 

Petrobras Global Finance, Gtd. Notes

 

5.50

 

6/10/2051

 

620,000

 

610,613

 

Prosus, Sr. Unscd. Notes

 

3.83

 

2/8/2051

 

400,000

b 

372,640

 

WPC Eurobond, Gtd. Bonds

EUR

2.25

 

7/19/2024

 

950,000

 

1,202,262

 
 

7,127,475

 

Qatar - .3%

     

Qatar Petroleum, Sr. Unscd. Notes

 

2.25

 

7/12/2031

 

1,100,000

b 

1,114,714

 

Romania - .4%

     

Romania, Bonds

EUR

3.62

 

5/26/2030

 

300,000

b 

411,263

 

Romania, Sr. Unscd. Notes

EUR

2.50

 

2/8/2030

 

405,000

b 

514,309

 

Romania, Unscd. Notes

EUR

2.75

 

4/14/2041

 

425,000

b 

496,438

 
 

1,422,010

 

Russia - .5%

     

Russia, Bonds, Ser. 6228

RUB

7.65

 

4/10/2030

 

117,000,000

 

1,698,013

 

Senegal - .1%

     

Senegal, Sr. Unscd. Notes

EUR

5.38

 

6/8/2037

 

425,000

b 

504,308

 

Serbia - .3%

     

Serbia, Sr. Unscd. Notes

EUR

3.13

 

5/15/2027

 

725,000

b 

959,375

 

Singapore - 1.6%

     

Singapore, Bonds

SGD

2.63

 

5/1/2028

 

6,560,000

 

5,336,793

 

Spain - 2.7%

     

Banco Santander, Covered Notes

EUR

0.88

 

5/9/2031

 

1,500,000

 

1,943,318

 

Banco Santander, Sub. Notes

EUR

2.50

 

3/18/2025

 

1,500,000

 

1,934,729

 

Spain, Sr. Unscd. Bonds

EUR

2.90

 

10/31/2046

 

3,224,000

b 

5,411,051

 
 

9,289,098

 

Supranational - 1.7%

     

Africa Finance, Sr. Unscd. Notes

 

2.88

 

4/28/2028

 

625,000

b 

629,688

 

Banque Ouest Africaine de Developpement, Sr. Unscd. Notes

 

5.00

 

7/27/2027

 

1,635,000

 

1,825,170

 

Corp. Andina de Fomento, Sr. Unscd. Notes

 

3.25

 

2/11/2022

 

1,300,000

 

1,319,480

 

The African Export-Import Bank, Sr. Unscd. Notes

 

5.25

 

10/11/2023

 

1,850,000

 

2,010,191

 
 

5,784,529

 

Switzerland - .3%

     

UBS Group, Jr. Sub. Notes

 

7.00

 

1/31/2024

 

800,000

b,d 

879,556

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

Thailand - 1.5%

     

PTT Treasury Center, Gtd. Notes

 

3.70

 

7/16/2070

 

325,000

b,e 

332,591

 

Thailand, Bonds

THB

2.88

 

12/17/2028

 

138,635,000

 

4,722,309

 
 

5,054,900

 

Ukraine - .2%

     

Ukraine, Sr. Unscd. Notes

 

1.26

 

5/31/2040

 

725,000

 

846,796

 

United Kingdom - 11.0%

     

Anglo American Capital, Gtd. Notes

EUR

1.63

 

9/18/2025

 

325,000

 

411,616

 

Anglo American Capital, Gtd. Notes

EUR

1.63

 

3/11/2026

 

1,205,000

 

1,525,623

 

AstraZeneca, Sr. Unscd. Notes

 

3.00

 

5/28/2051

 

560,000

 

599,237

 

Barclays, Jr. Sub. Bonds

 

7.88

 

3/15/2022

 

850,000

d 

882,296

 

Barclays, Jr. Sub. Notes

 

8.00

 

6/15/2024

 

521,000

d 

591,009

 

BAT International Finance, Gtd. Notes

EUR

2.25

 

1/16/2030

 

670,000

 

871,032

 

Brass No. 10, Ser. 10-A, Cl. A1

 

0.67

 

4/16/2069

 

447,149

b 

447,626

 

Gemgarto, Ser. 2021-1A, Cl. A, 3 Month SONIA +.59%

GBP

0.64

 

12/16/2067

 

801,354

b,c 

1,120,123

 

Lanark Master Issuer, Ser. 2020-1A, Cl. 2A, 3 Month SONIA +.57%

GBP

0.62

 

12/22/2069

 

871,250

b,c 

1,220,044

 

MARB BondCo, Gtd. Bonds

 

3.95

 

1/29/2031

 

825,000

b 

802,931

 

Penarth Master Issuer, Ser. 2019-1A, Cl. A2, 1 Month SONIA +.70%

GBP

0.75

 

7/18/2024

 

1,180,000

b,c 

1,648,011

 

United Kingdom, Bonds

GBP

0.13

 

1/30/2026

 

5,525,000

 

7,633,288

 

United Kingdom, Bonds

GBP

1.50

 

7/22/2047

 

5,490,000

 

8,501,809

 

United Kingdom Gilt, Bonds

GBP

1.25

 

10/22/2041

 

2,800,000

 

4,080,698

 

United Kingdom Gilt, Bonds

GBP

4.75

 

12/7/2030

 

3,050,000

 

5,852,780

 

Vodafone Group, Jr. Sub. Bonds

EUR

3.10

 

1/3/2079

 

771,000

 

956,451

 
 

37,144,574

 

United States - 17.9%

     

AbbVie, Sr. Unscd. Bonds

EUR

1.38

 

5/17/2024

 

680,000

 

839,935

 

Air Lease, Sr. Unscd. Notes

 

2.88

 

1/15/2026

 

600,000

 

634,757

 

Air Products & Chemicals, Sr. Unscd. Notes

EUR

0.50

 

5/5/2028

 

1,025,000

 

1,257,919

 

Air Products & Chemicals, Sr. Unscd. Notes

EUR

0.80

 

5/5/2032

 

275,000

 

341,573

 

Ally Financial, Jr. Sub. Notes, Ser. B

 

4.70

 

5/15/2026

 

1,125,000

d 

1,179,562

 

Ally Financial, Sub. Notes

 

5.75

 

11/20/2025

 

185,000

 

211,761

 

Astrazeneca Finance, Gtd. Notes

 

2.25

 

5/28/2031

 

295,000

 

306,726

 

AT&T, Sr. Unscd. Notes

EUR

0.25

 

3/4/2026

 

1,000,000

 

1,204,147

 

AT&T, Sr. Unscd. Notes

EUR

1.80

 

9/14/2039

 

325,000

 

413,070

 

AT&T, Sr. Unscd. Notes

EUR

2.05

 

5/19/2032

 

300,000

 

404,637

 

AT&T, Sr. Unscd. Notes

EUR

2.35

 

9/5/2029

 

129,000

 

176,406

 

Bank of America, Jr. Sub. Notes, Ser. JJ

 

5.13

 

6/20/2024

 

570,000

d 

608,141

 

Bank of America, Jr. Sub. Notes, Ser. X

 

6.25

 

9/5/2024

 

571,000

d 

631,312

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

United States - 17.9% (continued)

     

Berkshire Hathaway, Sr. Unscd. Notes

EUR

0.72

 

3/12/2025

 

1,425,000

 

1,705,324

 

Cameron LNG, Sr. Scd. Notes

 

2.90

 

7/15/2031

 

600,000

b 

653,799

 

Capital One Financial, Sub. Notes

 

2.36

 

7/29/2032

 

855,000

 

864,012

 

Carrier Global, Sr. Unscd. Notes

 

2.72

 

2/15/2030

 

350,000

 

371,236

 

CCO Holdings, Sr. Unscd. Notes

 

4.50

 

8/15/2030

 

865,000

b 

909,331

 

Centene, Sr. Unscd. Notes

 

3.00

 

10/15/2030

 

575,000

 

598,380

 

Centene, Sr. Unscd. Notes

 

3.38

 

2/15/2030

 

650,000

 

679,097

 

CHC Commercial Mortgage Trust, Ser. 2019-CHC, Cl. B, 1 Month LIBOR +1.50%

 

1.59

 

6/15/2034

 

868,659

b,c 

868,896

 

Cheniere Energy, Sr. Scd. Notes

 

4.63

 

10/15/2028

 

575,000

 

607,781

 

Cheniere Energy Partners, Gtd. Notes

 

4.00

 

3/1/2031

 

725,000

b 

767,811

 

CIT Group, Sub. Notes

 

6.13

 

3/9/2028

 

725,000

 

894,309

 

Citigroup, Jr. Sub. Bonds

 

5.90

 

2/15/2023

 

479,000

d,e 

503,860

 

Citigroup, Jr. Sub. Bonds, Ser. D

 

5.35

 

5/15/2023

 

850,000

d 

881,875

 

Citigroup, Jr. Sub. Bonds, Ser. M

 

6.30

 

5/15/2024

 

596,000

d 

643,382

 

CNX Resources, Gtd. Notes

 

6.00

 

1/15/2029

 

140,000

b 

148,628

 

Comcast, Gtd. Notes

EUR

0.75

 

2/20/2032

 

700,000

 

857,258

 

Continental Resources, Gtd. Notes

 

5.75

 

1/15/2031

 

445,000

b,e 

537,046

 

Crown Americas, Gtd. Notes

 

4.75

 

2/1/2026

 

575,000

 

596,563

 

CyrusOne, Gtd. Notes

EUR

1.45

 

1/22/2027

 

800,000

 

977,971

 

Danaher, Sr. Unscd. Notes

EUR

2.50

 

3/30/2030

 

375,000

 

528,528

 

DataBank Issuer, Ser. 2021-1A, Cl. A2

 

2.06

 

2/27/2051

 

875,000

b 

894,491

 

DaVita, Gtd. Notes

 

3.75

 

2/15/2031

 

900,000

b 

875,155

 

Diamondback Energy, Gtd. Notes

 

3.13

 

3/24/2031

 

1,000,000

 

1,051,312

 

Digital Euro Finco, Gtd. Bonds

EUR

2.63

 

4/15/2024

 

525,000

 

667,732

 

Edison International, Sr. Unscd. Notes

 

4.13

 

3/15/2028

 

540,000

 

582,816

 

Elanco Animal Health, Sr. Unscd. Notes

 

5.90

 

8/28/2028

 

775,000

 

929,264

 

Energy Transfer, Jr. Sub. Bonds, Ser. A

 

6.25

 

2/15/2023

 

680,000

d,e 

614,217

 

Energy Transfer, Jr. Sub. Bonds, Ser. F

 

6.75

 

5/15/2025

 

260,000

d 

260,806

 

Energy Transfer, Sr. Unscd. Notes

 

4.00

 

10/1/2027

 

380,000

 

424,534

 

EQT, Sr. Unscd. Notes

 

3.00

 

10/1/2022

 

1,555,000

e 

1,579,001

 

EQT, Sr. Unscd. Notes

 

3.13

 

5/15/2026

 

74,000

b 

76,322

 

Exeter Automobile Receivables Trust, Ser. 2021-2A, Cl. C

 

0.98

 

6/15/2026

 

675,000

 

677,800

 

Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk, Ser. 2021-MN1, Cl. M1, 1 Month SOFR +2.00%

 

2.05

 

1/25/2051

 

303,062

b,c,f 

305,913

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

United States - 17.9% (continued)

     

Fidelity National Information Services, Sr. Unscd. Notes

EUR

1.50

 

5/21/2027

 

680,000

 

867,062

 

Ford Motor, Sr. Unscd. Notes

 

4.75

 

1/15/2043

 

625,000

 

686,947

 

General Electric, Jr. Sub. Debs., Ser. D, 3 Month LIBOR +3.33%

 

3.45

 

9/15/2021

 

1,325,000

c,d 

1,301,325

 

GLP Capital, Gtd. Notes

 

5.38

 

4/15/2026

 

900,000

e 

1,042,902

 

HCA, Gtd. Notes

 

3.50

 

9/1/2030

 

348,000

 

378,128

 

HCA, Gtd. Notes

 

5.88

 

2/1/2029

 

435,000

 

532,875

 

Hilton Domestic Operating, Gtd. Notes

 

3.63

 

2/15/2032

 

500,000

b 

499,448

 

Icahn Enterprises, Gtd. Notes

 

5.25

 

5/15/2027

 

555,000

 

584,138

 

JPMorgan Chase & Co., Jr. Sub. Bonds, Ser. FF

 

5.00

 

8/1/2024

 

1,788,000

d 

1,888,495

 

KeyCorp Student Loan Trust, Ser. 1999-B, Cl. CTFS, 3 Month LIBOR +.90%

 

1.05

 

11/25/2036

 

13,981

c 

13,979

 

Kraft Heinz Foods, Gtd. Notes

 

4.88

 

10/1/2049

 

255,000

 

318,641

 

Lamar Media, Gtd. Notes

 

3.75

 

2/15/2028

 

1,150,000

 

1,171,045

 

Lennar, Gtd. Notes

 

5.25

 

6/1/2026

 

255,000

 

295,572

 

Level 3 Financing, Gtd. Notes

 

4.25

 

7/1/2028

 

990,000

b 

1,009,181

 

Lumen Technologies, Sr. Unscd. Notes

 

5.38

 

6/15/2029

 

800,000

b 

822,196

 

Marriott International, Sr. Unscd. Notes, Ser. FF

 

4.63

 

6/15/2030

 

735,000

 

852,188

 

Marsh & McLennan, Sr. Unscd. Bonds

EUR

1.98

 

3/21/2030

 

290,000

 

390,427

 

MGM Growth Properties Operating Partnership, Gtd. Notes

 

3.88

 

2/15/2029

 

320,000

b 

328,675

 

MGM Growth Properties Operating Partnership, Gtd. Notes

 

5.75

 

2/1/2027

 

775,000

 

867,275

 

Molina Healthcare, Sr. Unscd. Notes

 

4.38

 

6/15/2028

 

525,000

b 

549,938

 

NRG Energy, Gtd. Notes

 

3.63

 

2/15/2031

 

900,000

b 

908,032

 

Pioneer Natural Resources, Sr. Unscd. Notes

 

1.90

 

8/15/2030

 

425,000

 

413,086

 

Plains All American Pipeline, Sr. Unscd. Notes

 

3.55

 

12/15/2029

 

820,000

 

880,963

 

Quicken Loans, Gtd. Notes

 

3.63

 

3/1/2029

 

775,000

b 

778,073

 

Raytheon Technologies, Sr. Unscd. Bonds

EUR

2.15

 

5/18/2030

 

630,000

 

852,386

 

Sinclair Television Group, Sr. Scd. Notes

 

4.13

 

12/1/2030

 

525,000

b 

510,124

 

SLM, Sr. Unscd. Notes

 

4.20

 

10/29/2025

 

260,000

 

281,545

 

Southern Copper, Sr. Unscd. Notes

 

5.88

 

4/23/2045

 

465,000

 

635,713

 

Spirit Realty, Gtd. Notes

 

3.20

 

2/15/2031

 

630,000

 

672,497

 

Spirit Realty, Gtd. Notes

 

4.00

 

7/15/2029

 

370,000

 

417,452

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 95.5% (continued)

     

United States - 17.9% (continued)

     

Taylor Morrison Communities, Sr. Unscd. Notes

 

5.13

 

8/1/2030

 

300,000

b,e 

327,000

 

The Goldman Sachs Group, Jr. Sub. Notes, Ser. T

 

3.80

 

5/10/2026

 

660,000

d 

674,850

 

T-Mobile USA, Gtd. Notes

 

4.75

 

2/1/2028

 

550,000

 

585,365

 

United Rentals North America, Gtd. Notes

 

4.00

 

7/15/2030

 

850,000

 

884,115

 

Verizon Communications, Sr. Unscd. Notes

 

2.55

 

3/21/2031

 

170,000

 

176,894

 

Verizon Communications, Sr. Unscd. Notes

 

3.40

 

3/22/2041

 

365,000

 

395,360

 

Verizon Communications, Sr. Unscd. Notes

 

3.55

 

3/22/2051

 

765,000

 

834,984

 

VICI Properties, Gtd. Notes

 

3.50

 

2/15/2025

 

596,000

b 

608,281

 

Wells Fargo Commercial Mortgage Trust, Ser. 2021-SAVE, Cl. A, 1 Month LIBOR +1.15%

 

1.24

 

2/15/2040

 

568,139

b,c 

572,321

 

Western Midstream Operating, Sr. Unscd. Notes

 

4.35

 

2/1/2025

 

275,000

 

288,431

 

Western Midstream Operating, Sr. Unscd. Notes

 

4.65

 

7/1/2026

 

940,000

 

1,008,808

 

Western Midstream Operating, Sr. Unscd. Notes

 

5.30

 

2/1/2030

 

410,000

 

460,861

 

Yum! Brands, Sr. Unscd. Notes

 

4.63

 

1/31/2032

 

1,225,000

 

1,318,406

 
 

60,630,380

 

Total Bonds and Notes
(cost $311,806,713)

 

323,289,505

 

Description

1-Day
Yield (%)

   

Shares

 

Value ($)

 

Investment Companies - 2.5%

     

Registered Investment Companies - 2.5%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $8,435,048)

 

0.05

   

8,435,048

g 

8,435,048

 
      

 

  

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 $5,520,522)

 

0.01

   

5,520,522

g 

5,520,522

 

Total Investments (cost $325,762,283)

 

99.6%

337,245,075

 

Cash and Receivables (Net)

 

0.4%

1,249,889

 

Net Assets

 

100.0%

338,494,964

 

LIBOR—London Interbank Offered Rate

SOFR—Secured Overnight Financing Rate


SONIA—Sterling Overnight Index Average

AUD—Australian Dollar

CAD—Canadian Dollar

CNY—Chinese Yuan Renminbi

EUR—Euro

GBP—British Pound

JPY—Japanese Yen

MXN—Mexican Peso

MYR—Malaysian Ringgit

RUB—Russian Ruble

SGD—Singapore Dollar

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 July 31, 2021, these securities were valued at $67,179,859 or 19.85% 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 July 31, 2021, the value of the fund’s securities on loan was $5,127,737 and the value of the collateral was $7,048,270, consisting of cash collateral of $5,520,522 and U.S. Government & Agency securities valued at $1,527,748.

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 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 International Bond Fund

July 31, 2021 (Unaudited)

The following is a summary of the inputs used as of July 31, 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 Securities

11,458,115

11,458,115

Collateralized Loan Obligations

10,330,270

10,330,270

Commercial Mortgage-Backed

4,229,010

4,229,010

Corporate Bonds

100,569,994

100,569,994

Foreign Governmental

196,396,203

196,396,203

Investment Companies

13,955,570

13,955,570

U.S. Government Agencies Collateralized Mortgage Obligations

305,913

305,913

Other Financial Instruments:

    

Forward Foreign Currency Exchange Contracts ††

1,268,123

1,268,123

Futures ††

1,142,344

1,142,344

Swap Agreements

4,105

4,105

     

Liabilities ($)

    

Other Financial Instruments:

    

Forward Foreign Currency Exchange Contracts††

(1,563,942)

(1,563,942)

Futures††

(1,115,953)

(1,115,953)

Swap Agreements

(1,925,660)

(1,925,660)

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

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

 


STATEMENT OF FUTURES
BNY Mellon International Bond Fund

July 31, 2021 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation (Depreciation) ($)

 

Futures Long

  

Australian 10 Year Bond

56

9/15/2021

5,997,066a

5,975,203

(21,863)

 

Euro-Bobl

270

9/8/2021

42,973,607a

43,354,116

380,509

 

Euro-Bond

133

9/8/2021

27,335,534a

27,857,670

522,136

 

Japanese 10 Year Bond

12

9/13/2021

16,569,570a

16,659,222

89,652

 

U.S. Treasury 10 Year Notes

4

9/21/2021

534,944

537,813

2,869

 

U.S. Treasury Ultra Long Bond

24

9/21/2021

4,702,411

4,788,750

86,339

 

Ultra 10 Year U.S. Treasury Notes

36

9/21/2021

5,348,161

5,409,000

60,839

 

Futures Short

  

Australian 3 Year Bond

507

9/15/2021

43,441,458a

43,559,599

(118,141)

 

Euro 30 Year Bond

20

9/8/2021

4,736,908a

5,101,824

(364,916)

 

Euro BTP Italian Government Bond

97

9/8/2021

17,319,476a

17,752,421

(432,945)

 

U.S. Treasury 5 Year Notes

133

9/30/2021

16,402,440

16,551,226

(148,786)

 

U.S. Treasury Long Bond

18

9/21/2021

2,935,636

2,964,938

(29,302)

 

Gross Unrealized Appreciation

 

1,142,344

 

Gross Unrealized Depreciation

 

(1,115,953)

 

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

See notes to financial statements.


STATEMENT OF FOWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
BNY Mellon International Bond Fund

July 31, 2021 (Unaudited)

      

Counterparty/ Purchased
Currency

Purchased Currency
Amounts

Currency
Sold

Sold
Currency
Amounts

Settlement Date

Unrealized Appreciation (Depreciation) ($)

Barclays Capital

United States Dollar

2,534,659

South African Rand

36,750,000

9/15/2021

41,164

United States Dollar

3,533,812

Chilean Peso

2,607,600,000

9/15/2021

102,361

Hungarian Forint

532,050,000

United States Dollar

1,854,802

9/15/2021

(97,029)

United States Dollar

1,281,639

Hungarian Forint

379,010,000

9/15/2021

29,475

United States Dollar

2,092,878

South Korean Won

2,371,650,000

9/15/2021

32,559

Malaysian Ringgit

6,675,000

United States Dollar

1,615,401

9/15/2021

(36,794)

United States Dollar

1,893,576

Malaysian Ringgit

7,900,000

9/15/2021

25,262

Russian Ruble

62,475,000

United States Dollar

857,683

9/15/2021

(10,307)

Citigroup

Danish Krone

7,000,000

United States Dollar

1,107,390

8/31/2021

9,483

Chinese Yuan Renminbi

157,900,000

United States Dollar

24,562,496

9/15/2021

(189,588)

Czech Koruna

16,415,000

United States Dollar

785,219

9/15/2021

(22,172)

Indonesian Rupiah

39,116,620,000

United States Dollar

2,713,511

9/15/2021

(17,771)

United States Dollar

555,401

Indonesian Rupiah

7,995,000,000

9/15/2021

4,422

Euro

38,142,359

United States Dollar

45,077,937

8/31/2021

196,440

United States Dollar

4,234,033

South African Rand

58,080,906

9/15/2021

293,232

Goldman Sachs

Malaysian Ringgit

290,000

United States Dollar

69,687

9/15/2021

(1,103)

Mexican Peso

4,940,000

United States Dollar

247,022

9/15/2021

(423)

HSBC

South African Rand

37,225,000

United States Dollar

2,646,170

9/15/2021

(120,446)

Chilean Peso

2,840,000,000

United States Dollar

3,933,355

9/15/2021

(196,079)

United States Dollar

3,059,272

Mexican Peso

61,559,684

9/15/2021

(13,716)


      

Counterparty/ Purchased
Currency

Purchased Currency
Amounts

Currency
Sold

Sold
Currency
Amounts

Settlement Date

Unrealized Appreciation (Depreciation) ($)

HSBC(continued)

Australian Dollar

1,928,182

United States Dollar

1,423,425

8/31/2021

(8,191)

Chinese Yuan Renminbi

18,355,000

United States Dollar

2,857,121

9/15/2021

(29,090)

United States Dollar

2,856,498

Chinese Yuan Renminbi

18,355,000

9/15/2021

28,467

United States Dollar

4,413,022

Singapore Dollar

5,890,000

9/15/2021

66,274

Norwegian Krone

5,865,000

United States Dollar

660,520

8/31/2021

3,408

British Pound

3,828,919

United States Dollar

5,277,357

8/31/2021

45,238

United States Dollar

5,843,489

British Pound

4,230,000

8/31/2021

(36,650)

J.P. Morgan Securities

United States Dollar

1,916,826

Chinese Yuan Renminbi

12,560,000

9/15/2021

(21,893)

South Korean Won

10,083,109,000

United States Dollar

9,036,259

9/15/2021

(276,778)

Chinese Yuan Renminbi

30,187,405

United States Dollar

4,699,306

9/15/2021

(48,208)

United States Dollar

2,979,548

Chinese Yuan Renminbi

19,145,000

9/15/2021

29,799

Polish Zloty

4,750,000

United States Dollar

1,279,537

9/15/2021

(46,374)

United States Dollar

1,252,167

Polish Zloty

4,750,000

9/15/2021

19,004

South African Rand

46,601,335

United States Dollar

3,191,280

9/15/2021

(29,370)

Russian Ruble

9,770,000

United States Dollar

133,541

9/15/2021

(1,026)

United States Dollar

1,677,542

Russian Ruble

124,950,000

9/15/2021

(17,211)

United States Dollar

3,128,945

Thai Baht

97,460,000

9/15/2021

164,433

United States Dollar

1,695,237

Euro

1,425,000

8/31/2021

3,785

Merrill Lynch, Pierce, Fenner & Smith

Swedish Krona

24,624,592

United States Dollar

2,832,445

8/31/2021

28,805

Polish Zloty

7,370,000

United States Dollar

1,987,219

9/15/2021

(73,870)

United States Dollar

1,928,550

Polish Zloty

7,370,000

9/15/2021

15,201

New Zealand Dollar

1,430,000

United States Dollar

999,878

8/31/2021

(3,689)

Euro

3,830,000

United States Dollar

4,555,244

8/31/2021

(9,095)


STATEMENT OF FOWARD FOREIGN CURRENCY EXCHANGE CONTRACTS (Unaudited) (continued)

      

Counterparty/ Purchased
Currency

Purchased Currency
Amounts

Currency
Sold

Sold
Currency
Amounts

Settlement Date

Unrealized Appreciation (Depreciation) ($)

Merrill Lynch, Pierce, Fenner & Smith(continued)

United States Dollar

4,557,864

Euro

3,834,327

8/2/2021

9,131

Morgan Stanley

South African Rand

2,550,000

United States Dollar

177,797

9/15/2021

(4,779)

Canadian Dollar

10,144,416

United States Dollar

8,126,764

8/4/2021

4,334

Swiss Franc

3,110,000

United States Dollar

3,379,708

8/31/2021

56,276

Polish Zloty

6,140,000

United States Dollar

1,655,433

9/15/2021

(61,408)

United States Dollar

448,090

Polish Zloty

1,700,000

9/15/2021

6,748

Canadian Dollar

3,933,974

United States Dollar

3,135,223

8/31/2021

17,912

United States Dollar

8,131,035

Canadian Dollar

10,150,000

8/31/2021

(4,333)

United States Dollar

377,189

British Pound

270,000

8/31/2021

1,861

Japanese Yen

2,987,819,747

United States Dollar

27,267,224

8/31/2021

(25,749)

United States Dollar

2,681,792

Mexican Peso

55,475,000

9/15/2021

(87,456)

UBS Securities

South African Rand

8,380,136

United States Dollar

573,884

9/15/2021

(5,290)

Hungarian Forint

363,940,000

United States Dollar

1,270,430

9/15/2021

(68,054)

United States Dollar

1,231,274

Hungarian Forint

363,940,000

9/15/2021

28,898

United States Dollar

2,235,206

Japanese Yen

244,700,000

8/31/2021

4,151

Gross Unrealized Appreciation

  

1,268,123

Gross Unrealized Depreciation

  

(1,563,942)

See notes to financial statements.


STATEMENT OF SWAP AGREEMENTS
BNY Mellon International Bond Fund

July 31, 2021 (Unaudited)

     

Centrally Cleared Interest Rate Swaps

 

Received
Reference
Entity

Paid
Reference
Entity

Maturity

Date

Notional
Amount ($)

Unrealized (Depreciation) ($)

USD - 3 Month LIBOR

USD Fixed at 1.631

4/16/2031

36,925,000

(1,512,011)

USD - 3 Month LIBOR

USD Fixed at 1.791

6/28/1951

6,525,000

(235,324)

USD - 3 Month LIBOR

USD Fixed at 0.969

6/28/2026

13,875,000

(136,845)

Gross Unrealized Depreciation

(1,884,180)

USD—United States Dollar

See notes to financial statements.

      

Centrally Cleared Credit Default Swaps

 
      

Reference
Obligation

Maturity
Date

Notional
Amount ($)

Market
Value ($)

Upfront
Payments/
Receipts ($)

Unrealized Appreciation (Depreciation)($)

Purchased Contracts:1

 

Markit CDX Emerging Market Index Series 35 Paid Fixed Rate of 1.00 3 Month

6/20/2026

13,750,000

394,048

425,921

(31,873)

Markit CDX North America High Yield Index Series 36 Paid Fixed Rate of 5.00 3 Month

6/20/2026

3,175,000

(312,964)

(303,357)

(9,607)

Markit CDX North America High Yield Index Series 36 Paid Fixed Rate of 5.00 3 Month

6/20/2026

3,000,000

(295,713)

(299,656)

3,943

Markit CDX Emerging Market Index Series 35 Paid Fixed Rate of 1.00 3 Month

6/20/2026

3,650,000

104,602

104,440

162

Gross Unrealized Appreciation

4,105

Gross Unrealized Depreciation

(41,480)

1 If the fund is a buyer of protection and a credit event occurs, as defined under the terms of the swap agreement, the fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the reference obligation or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the reference obligation.

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), options 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 Board Members (“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.

Options, 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. Options traded over-the-counter (“OTC”) are valued at the mean between the bid and asked price and are generally categorized within Level 2 of the fair value hierarchy. Investments in swap transactions are valued each business day by the Service. Swaps are valued by the Service by using a swap pricing model which incorporates among other factors, default probabilities, recovery rates, credit curves of the underlying issuer and swap spreads on interest rates and are


generally categorized within Level 2 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 July 31, 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.

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 July 31, 2021 are set forth in the Statement of Swap Agreements.

At July 31, 2021, accumulated net unrealized appreciation on investments was $11,482,792, consisting of $12,982,631 gross unrealized appreciation and $1,499,839 gross unrealized depreciation.

At July 31, 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.