0001775697-21-000711.txt : 20210728 0001775697-21-000711.hdr.sgml : 20210728 20210728110840 ACCESSION NUMBER: 0001775697-21-000711 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210531 FILED AS OF DATE: 20210728 PERIOD START: 20210831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY MELLON FUNDS TRUST CENTRAL INDEX KEY: 0001111565 IRS NUMBER: 134121547 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09903 FILM NUMBER: 211120848 BUSINESS ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 BUSINESS PHONE: 2129226400 MAIL ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 FORMER COMPANY: FORMER CONFORMED NAME: MELLON FUNDS TRUST DATE OF NAME CHANGE: 20030429 FORMER COMPANY: FORMER CONFORMED NAME: MPAM FUNDS TRUST DATE OF NAME CHANGE: 20000410 0001111565 S000000368 BNY Mellon Short-Term U.S. Government Securities Fund C000000952 Class M Shares MPSUX C000000953 Investor Shares MISTX NPORT-P 1 primary_doc.xml NPORT-P false 0001111565 XXXXXXXX S000000368 C000000952 C000000953 BNY Mellon Funds Trust 811-09903 0001111565 549300HDJ28GEP2W5P96 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Short-Term U.S. Government Securities Fund S000000368 549300PWBQY9Z51EWK57 2021-08-31 2021-05-31 N 229511010.17 629578.07 228881432.10 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 0.00 USD UST FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 31398CD47 111525.36 OU Other Units USD 114545.17 0.0500456367076 Long ABS-CBDO USGA US N 2 2029-04-01 Fixed 4.00 N N N N N N FHLMC 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2024-01-01 Variable 2.86 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38379FGZ6 21205.99 OU Other Units USD 21244.68 0.0092819587002 Long ABS-CBDO USGA US N 2 2041-05-01 Fixed 2.50 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 FANNIE MAE-ACES 3136AAS63 1672807.89 OU Other Units USD 1674861.60 0.7317594898952 Long ABS-MBS USGA US N 2 2023-01-25 Variable 0.44163 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137BPWG0 1604605.67 OU Other Units USD 1611301.05 0.7039894128659 Long ABS-MBS USGA US N 2 2021-10-01 Fixed 2.158 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CAK7 6750000.00 PA USD 6741562.50 2.9454387969114 Long DBT UST US N 2 2023-09-15 Fixed 0.125 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138L2M87 2454212.15 OU Other Units USD 2510824.86 1.096998055702 Long ABS-MBS USGA US N 2 2023-01-01 Fixed 2.16 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31306XQR7 1831234.20 OU Other Units USD 1922853.76 0.8401091090516 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140X6LC3 1617513.28 OU Other Units USD 1727032.29 0.754553252378 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140X6XS5 1673586.60 OU Other Units USD 1780061.07 0.7777219207638 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 4.00 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137BYLC2 1836600.02 OU Other Units USD 1921832.04 0.8396627119845 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 2.544 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137A8P77 1494319.16 OU Other Units USD 1555721.03 0.6797060887491 Long ABS-CBDO USGA US N 2 2039-02-01 Fixed 4.50 N N N N N N FRESB MULTIFAMILY MORTGAGE PAS N/A FRESB 2018-SB50 MORTGAGE TRUST 30306RAC2 2394443.99 OU Other Units USD 2468674.15 1.0785820970053 Long ABS-MBS CORP US N 2 2023-04-01 Variable 3.029366 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FMCJ9 2529797.44 OU Other Units USD 2623756.65 1.146338794688 Long ABS-MBS USGA US N 2 2025-01-01 Fixed 2.376 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 3136A7KM3 385470.54 OU Other Units USD 396558.21 0.1732592313677 Long ABS-CBDO USGA US N 2 2027-07-01 Fixed 1.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418CPR9 689074.62 OU Other Units USD 725846.95 0.3171279309729 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138LE3S8 1811483.35 OU Other Units USD 1864725.64 0.8147125010932 Long ABS-MBS USGA US N 2 2023-09-01 Fixed 1.875 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128MD3W1 3654.00 OU Other Units USD 3828.93 0.0016728879948 Long ABS-MBS USGA US N 2 2026-09-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 3136ADMV8 435840.65 OU Other Units USD 449442.80 0.1963649020701 Long ABS-CBDO USGA US N 2 2028-04-01 Fixed 1.75 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137AFUE0 17285.15 OU Other Units USD 17323.03 0.0075685606477 Long ABS-CBDO USGA US N 2 2021-10-01 Fixed 2.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137B5QU0 1175145.40 OU Other Units USD 1186095.17 0.5182138014069 Long ABS-CBDO USGA US N 2 2026-06-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31286RBS8 829080.23 OU Other Units USD 878097.46 0.3836473111616 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138EQE99 1462053.89 OU Other Units USD 1555070.53 0.679421880461 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137AMLP0 274671.29 OU Other Units USD 280749.49 0.1226615402674 Long ABS-CBDO USGA US N 2 2027-03-01 Fixed 1.75 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 3136A8BZ2 1345150.94 OU Other Units USD 1372631.97 0.5997131167024 Long ABS-CBDO USGA US N 2 2027-09-01 Fixed 1.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31416YXF0 691331.34 OU Other Units USD 739286.44 0.3229997441107 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418CDF8 880151.74 OU Other Units USD 918920.90 0.4014833757237 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138EL4M2 34228.53 OU Other Units USD 34446.10 0.0150497572843 Long ABS-MBS USGA US N 2 2022-08-01 Fixed 6.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31286RBU3 172992.95 OU Other Units USD 182642.53 0.0797978797686 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31416CCP9 26.50 OU Other Units USD 27.75 0.0000121241813 Long ABS-MBS USGA US N 2 2022-11-01 Fixed 4.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138E7TW4 124273.82 OU Other Units USD 131796.73 0.0575829715808 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128PYJA3 675933.20 OU Other Units USD 717593.50 0.3135219372825 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137AHXB9 86389.80 OU Other Units USD 86687.47 0.0378744003847 Long ABS-CBDO USGA US N 2 2021-11-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31417BRN9 135018.39 OU Other Units USD 141659.27 0.0618919886599 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31381TYG9 2273972.64 OU Other Units USD 2292709.24 1.0017017190797 Long ABS-MBS USGA US N 2 2022-03-01 Fixed 2.78 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38378KXW4 1063438.39 OU Other Units USD 1070248.22 0.4675994073352 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 1.705 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138AW4W0 732846.40 OU Other Units USD 772790.54 0.3376379345889 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38378KPU7 1324611.33 OU Other Units USD 1325518.42 0.5791288562983 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 0.975 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31294MNP2 383094.07 OU Other Units USD 401920.01 0.1756018416663 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 2.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138Y5DW3 449888.62 OU Other Units USD 480969.96 0.2101393527587 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31416YXG8 473674.96 OU Other Units USD 506526.75 0.2213053043895 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 3.50 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202FQ33 271103.47 OU Other Units USD 290042.11 0.1267215550596 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 3.50 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128PWM54 105667.04 OU Other Units USD 111515.99 0.0487221654359 Long ABS-MBS USGA US N 2 2026-09-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128PXVK9 754772.06 OU Other Units USD 800105.33 0.3495719694948 Long ABS-MBS USGA US N 2 2027-01-01 Fixed 3.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 31398LW95 690177.65 OU Other Units USD 722290.10 0.3155739167537 Long ABS-CBDO USGA US N 2 2025-01-01 Fixed 4.00 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38380MVA6 1208845.14 OU Other Units USD 1246557.72 0.5446303391947 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.25 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128MDF99 402215.54 OU Other Units USD 428096.87 0.1870387064919 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128MDK36 739517.53 OU Other Units USD 787073.44 0.3438782398286 Long ABS-MBS USGA US N 2 2026-06-01 Fixed 4.00 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31286RC40 202628.88 OU Other Units USD 214681.94 0.0937961362921 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 3.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CAW1 8000000.00 PA USD 8010937.52 3.5000381841808 Long DBT UST US N 2 2023-11-15 Fixed 0.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 912828YE4 5750000.00 PA USD 5913740.22 2.5837570858156 Long DBT UST US N 2 2024-08-31 Fixed 1.25 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 3136AVYA1 1730248.16 OU Other Units USD 1770298.56 0.7734566075357 Long ABS-CBDO USGA US N 2 2042-12-01 Fixed 3.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 3136AHSV3 474890.66 OU Other Units USD 496508.06 0.216928064214 Long ABS-CBDO USGA US N 2 2028-10-01 Fixed 3.50 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 31394EGP7 132299.70 OU Other Units USD 138108.90 0.0603408056008 Long ABS-CBDO USGA US N 2 2025-07-01 Fixed 5.00 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31381LDB0 714566.63 OU Other Units USD 796460.80 0.3479796472315 Long ABS-MBS USGA US N 2 2024-10-01 Fixed 5.10 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128MMLL5 425737.40 OU Other Units USD 449513.28 0.1963956953063 Long ABS-MBS USGA US N 2 2024-11-01 Fixed 4.50 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CBA8 10000000.00 PA USD 9977929.70 4.3594316972119 Long DBT NUSS US N 2 2023-12-15 Fixed 0.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CBM2 10000000.00 PA USD 9970117.20 4.3560183578561 Long DBT UST US N 2 2024-02-15 Fixed 0.125 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CAP6 2000000.00 PA USD 1997226.56 0.8726031385225 Long DBT UST US N 2 2023-10-15 Fixed 0.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 912828ZU7 5750000.00 PA USD 5761342.80 2.5171735195552 Long DBT UST US N 2 2023-06-15 Fixed 0.25 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 FANNIE MAE-ACES 3136ALYF2 421941.84 OU Other Units USD 451154.39 0.1971127084712 Long ABS-MBS USGA US N 2 2024-08-01 Variable 3.021 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138LHQT4 2000000.00 OU Other Units USD 2116277.02 0.9246171699394 Long ABS-MBS USGA US N 2 2024-03-01 Fixed 2.72 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 912828ZD5 6000000.00 PA USD 6040429.68 2.6391086531479 Long DBT UST US N 2 2023-03-15 Fixed 0.50 N N N N N N TENNESSEE ST SCH BOND AUTH N/A TENNESSEE STATE SCHOOL BOND AUTHORITY 880558NS6 1500000.00 PA USD 1500166.35 0.6554338358668 Long DBT MUN US N 2 2023-11-01 Fixed 0.217 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 313637RG7 1000000.00 OU Other Units USD 1052988.30 0.4600584199158 Long ABS-MBS USGA US N 2 2023-08-01 Fixed 3.09 N N N N N N MET GOVT NASHVILLE & DAVIDSON 549300GW8FVQJ3DU6O10 METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON COUNTY TN 592112UB0 1500000.00 PA USD 1495855.05 0.6535501968313 Long DBT MUN US N 2 2025-07-01 Fixed 0.61 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS 3136A9B31 138094.13 OU Other Units USD 140464.65 0.0613700502968 Long ABS-CBDO USGA US N 2 2027-11-01 Fixed 4.00 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CBE0 2500000.00 PA USD 2493115.23 1.0892605866389 Long DBT UST US N 2 2024-01-15 Fixed 0.125 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 FANNIE MAE-ACES 3136AJLC8 1492950.96 OU Other Units USD 1594481.48 0.6966408176366 Long ABS-MBS USGA US N 2 2024-01-01 Variable 3.489981 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138LJSA9 939430.16 OU Other Units USD 967151.19 0.4225555481396 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 2.88 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38378EBT9 714939.90 OU Other Units USD 762835.08 0.3332883200707 Long ABS-CBDO USGA US N 2 2025-04-01 Fixed 3.50 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 3130ALQV9 2000000.00 PA USD 2000079.90 0.8738497839904 Long DBT UST US N 2 2024-09-30 Fixed 0.57 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138L9CR1 1000000.00 OU Other Units USD 1012670.19 0.4424431377891 Long ABS-MBS USGA US N 2 2022-03-01 Fixed 2.18 N N N N N N CONNECTICUT ST 5493007GRO6CU0IKP741 STATE OF CONNECTICUT 20772KNW5 250000.00 PA USD 251229.58 0.1097640720328 Long DBT MUN US N 2 2025-06-01 Fixed 0.923 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137B2Z60 535421.95 OU Other Units USD 566474.60 0.2474969659192 Long ABS-CBDO USGA US N 2 2032-10-01 Fixed 6.50 N N N N N N CHICAGO IL T5UYO5SYLC8K73MJQX30 CITY OF CHICAGO IL 167486C98 2008000.00 PA USD 2518640.42 1.1004127319946 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137BQZN0 2355946.41 OU Other Units USD 2462978.23 1.0760935071936 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 2.409 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CBG5 1250000.00 PA USD 1250097.65 0.5461769609401 Long DBT UST US N 2 2023-01-31 Fixed 0.125 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL 31329MDS6 1440419.64 OU Other Units USD 1518031.51 0.6632392571437 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 3.00 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 FANNIE MAE-ACES 3136AMM48 1891103.50 OU Other Units USD 1907993.89 0.8336167213277 Long ABS-MBS USGA US N 2 2022-07-01 Variable 2.509 N N N N N N FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 FANNIE MAE-ACES 3136AH2E9 2100688.87 OU Other Units USD 2208712.17 0.9650027744649 Long ABS-MBS USGA US N 2 2023-07-01 Variable 3.111462 N N N N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 7167302.04 OU Other Units USD 7167302.04 3.1314475683936 Long STIV RF US N 1 2099-12-01 Variable 0.037944 N N N N N N 99VVB9HH4 N/A DREYFUS INST PREF GOVT PLUS MMF - SL #4134 99VVB9HH4 181788.57 OU Other Units USD 181788.57 0.0794247782933 Long RF US N 1 N N 2021-07-26 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10672bnymellonshor-may20211.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Short-Term U.S. Government Securities Fund

May 31, 2021 (Unaudited)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9%

     

Municipal Securities - 7.3%

     

Bay Area Toll Authority, Revenue Bonds, Refunding

 

2.23

 

4/1/2023

 

1,200,000

 

1,238,078

 

Chicago II, GO, Refunding, Ser. B

 

7.75

 

1/1/2025

 

2,008,000

a 

2,518,640

 

Connecticut, GO, Ser. A

 

0.92

 

6/1/2025

 

250,000

 

251,230

 

Gilroy Unified School District, GO, Refunding

 

1.73

 

8/1/2022

 

450,000

 

457,804

 

Kentucky Property & Building Commission, Revenue Bonds, Refunding, Ser. D

 

2.08

 

11/1/2023

 

500,000

 

515,848

 

Massachusetts College Building Authority, Revenue Bonds, Refunding, Ser. C

 

1.90

 

5/1/2023

 

2,000,000

 

2,058,158

 

Massachusetts Water Resources Authority, Revenue Bonds, Refunding (Green Bond) Ser. F

 

1.77

 

8/1/2023

 

2,000,000

 

2,065,805

 

Metropolitan Government of Nashville & Davidson County, GO, Refunding, Ser. B

 

0.61

 

7/1/2025

 

1,500,000

 

1,495,855

 

Michigan Finance Authority, Revenue Bonds, Ser. A1

 

2.86

 

9/1/2022

 

1,500,000

 

1,526,838

 

New York State Dormitory Authority, Revenue Bonds, Refunding, Ser. F

 

2.03

 

2/15/2023

 

500,000

 

512,892

 

Oregon, GO, Refunding, Ser. P

 

1.71

 

5/1/2022

 

1,000,000

 

1,014,964

 

Tennessee School Bond Authority, Revenue Bonds, Refunding, Ser.A

 

0.22

 

11/1/2023

 

1,500,000

 

1,500,166

 

The Rutgers University of New Jersey, Revenue Bonds, Refunding, Ser. R

 

2.06

 

5/1/2022

 

1,000,000

 

1,016,126

 

Virginia Resources Authority, Revenue Bonds, Refunding, Ser. C

 

1.89

 

11/1/2022

 

500,000

 

511,986

 
 

16,684,390

 

U.S. Government Agencies Collateralized Mortgage Obligations - 14.3%

     

Federal Home Loan Mortgage Corp., REMIC, Ser. 2586, Cl. MJ

 

5.50

 

3/15/2023

 

79,965

b 

82,780

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3527, Cl. DA

 

4.00

 

4/15/2029

 

111,525

b 

114,545

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3563, Cl. BD

 

4.00

 

8/15/2024

 

247,973

b 

257,369

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3627, Cl. QH

 

4.00

 

1/15/2025

 

690,178

b 

722,290

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9% (continued)

     

U.S. Government Agencies Collateralized Mortgage Obligations - 14.3% (continued)

     

Federal Home Loan Mortgage Corp., REMIC, Ser. 3640, Cl. GM

 

4.00

 

3/15/2025

 

487,859

b 

510,689

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3726, Cl. KG

 

2.50

 

4/15/2025

 

10,467

b 

10,474

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3810, Cl. QB

 

3.50

 

2/15/2026

 

644,837

b 

679,682

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3816, Cl. HA

 

3.50

 

11/15/2025

 

1,445,802

b 

1,529,430

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3820, Cl. TB

 

3.50

 

3/15/2026

 

971,539

b 

1,030,826

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3830, Cl. NB

 

4.50

 

2/15/2039

 

1,494,319

b 

1,555,721

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3909, Cl. NG

 

4.00

 

8/15/2026

 

1,164,775

b 

1,241,224

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3942, Cl. AC

 

2.00

 

10/15/2021

 

17,285

b 

17,323

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3945, Cl. A

 

3.00

 

3/15/2026

 

126,174

b 

128,054

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3952, Cl. MA

 

3.00

 

11/15/2021

 

86,390

b 

86,687

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3964, Cl. QA

 

3.00

 

11/15/2026

 

573,903

b 

603,542

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3987, Cl. A

 

2.00

 

9/15/2026

 

110,368

b 

112,669

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 3998, Cl. KG

 

2.00

 

11/15/2026

 

2,403,355

b 

2,459,438

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4020, Cl. PC

 

1.75

 

3/15/2027

 

274,671

b 

280,749

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4029, Cl. LA

 

2.00

 

1/15/2027

 

1,687,775

b 

1,727,485

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4174, Cl. VA

 

3.50

 

6/15/2024

 

939,489

b 

962,495

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4216, Cl. KC

 

1.75

 

6/15/2028

 

1,154,422

b 

1,177,409

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4221, Cl. BZ

 

6.50

 

10/15/2032

 

535,422

b 

566,475

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4265, Cl. DA

 

4.00

 

6/15/2026

 

1,175,145

b 

1,186,095

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4287, Cl. AB

 

2.00

 

12/15/2026

 

271,377

b 

283,044

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4304, Cl. DA

 

2.50

 

1/15/2027

 

283,929

b 

290,387

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4338, Cl. VA

 

4.25

 

7/15/2025

 

1,705,050

b 

1,754,070

 

Federal Home Loan Mortgage Corp., REMIC, Ser. 4386, Cl. AB

 

3.00

 

9/15/2029

 

425,188

b 

442,435

 

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9% (continued)

     

U.S. Government Agencies Collateralized Mortgage Obligations - 14.3% (continued)

     

Federal National Mortgage Association, REMIC, Ser. 2005-63, Cl. HB

 

5.00

 

7/25/2025

 

132,300

b 

138,109

 

Federal National Mortgage Association, REMIC, Ser. 2009-21, Cl. HB

 

4.50

 

4/25/2024

 

1,928

b 

1,954

 

Federal National Mortgage Association, REMIC, Ser. 2010-112, Cl. CY

 

4.00

 

10/25/2025

 

1,230,691

b 

1,281,387

 

Federal National Mortgage Association, REMIC, Ser. 2010-117, Cl. DE

 

2.00

 

5/25/2025

 

155,948

b 

156,645

 

Federal National Mortgage Association, REMIC, Ser. 2011-71, Cl. BA

 

4.00

 

5/25/2037

 

477,736

b 

488,541

 

Federal National Mortgage Association, REMIC, Ser. 2011-79, Cl. GC

 

2.00

 

12/25/2022

 

233,715

b 

235,336

 

Federal National Mortgage Association, REMIC, Ser. 2011-79, Cl. HD

 

2.00

 

12/25/2022

 

118,247

b 

119,067

 

Federal National Mortgage Association, REMIC, Ser. 2011-88, Cl. M

 

3.50

 

9/25/2026

 

630,809

b 

664,578

 

Federal National Mortgage Association, REMIC, Ser. 2012-127, Cl. DH

 

4.00

 

11/25/2027

 

138,094

b 

140,465

 

Federal National Mortgage Association, REMIC, Ser. 2012-148, Cl. DC

 

1.50

 

1/25/2028

 

1,442,987

b 

1,474,408

 

Federal National Mortgage Association, REMIC, Ser. 2012-78, Cl. KB

 

1.75

 

7/25/2027

 

385,471

b 

396,558

 

Federal National Mortgage Association, REMIC, Ser. 2012-98, Cl. YM

 

1.50

 

9/25/2027

 

1,345,151

b 

1,372,632

 

Federal National Mortgage Association, REMIC, Ser. 2013-108, Cl. GA

 

3.00

 

6/25/2030

 

210,822

b 

214,834

 

Federal National Mortgage Association, REMIC, Ser. 2013-137, Cl. V

 

3.50

 

10/25/2028

 

474,891

b 

496,508

 

Federal National Mortgage Association, REMIC, Ser. 2013-30, Cl. DA

 

1.75

 

4/25/2028

 

435,841

b 

449,443

 

Federal National Mortgage Association, REMIC, Ser. 2013-39, Cl. MP

 

1.75

 

5/25/2028

 

1,307,897

b 

1,332,987

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9% (continued)

     

U.S. Government Agencies Collateralized Mortgage Obligations - 14.3% (continued)

     

Federal National Mortgage Association, REMIC, Ser. 2014-34, Cl. LC

 

2.50

 

6/25/2029

 

618,297

b 

647,047

 

Federal National Mortgage Association, REMIC, Ser. 2014-82, Cl. LV

 

3.00

 

4/25/2026

 

682,913

b 

694,516

 

Federal National Mortgage Association, REMIC, Ser. 2017-9 Cl. HA

 

3.00

 

12/25/2042

 

1,730,248

b 

1,770,299

 

Government National Mortgage Association, Ser. 2012-51, Cl. VQ

 

3.50

 

4/20/2025

 

714,940

 

762,835

 

Government National Mortgage Association, Ser. 2015-159, CI. EW

 

2.50

 

5/20/2041

 

21,206

 

21,245

 
 

32,672,781

 

U.S. Government Agencies Collateralized Municipal-Backed Securities - 17.6%

     

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K017, Cl. A2

 

2.87

 

12/25/2021

 

2,636,470

b 

2,661,342

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K025, Cl. A1

 

1.88

 

4/25/2022

 

138,828

b 

139,253

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K721, Cl. A2

 

3.09

 

8/25/2022

 

1,981,946

b 

2,031,856

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. KJ05, Cl. A2

 

2.16

 

10/25/2021

 

1,604,606

b 

1,611,301

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. KL1P, Cl. A1P

 

2.54

 

10/25/2025

 

1,836,600

b 

1,921,832

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. KLU1, Cl. A1

 

2.38

 

1/25/2025

 

2,529,797

b 

2,623,757

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. X2FX, Cl. A2

 

2.41

 

9/25/2025

 

2,355,946

b 

2,462,978

 

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2016-SB22, Cl. A5F

 

1.78

 

9/25/2021

 

472,880

b 

473,820

 

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9% (continued)

     

U.S. Government Agencies Collateralized Municipal-Backed Securities - 17.6% (continued)

     

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2016-SB23, Cl. A5F

 

1.73

 

9/25/2021

 

1,349,304

b 

1,350,221

 

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2016-SB25, Cl. A7F

 

2.58

 

10/25/2023

 

714,337

b 

732,311

 

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2017-SB26, Cl. A5F

 

2.34

 

12/25/2021

 

794,799

b 

799,626

 

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2017-SB35, Cl. A5F

 

2.25

 

6/25/2022

 

996,088

b 

1,012,525

 

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2018-SB50, Cl. A5F

 

3.03

 

4/25/2023

 

2,394,444

b 

2,468,674

 

Federal Home Loan Mortgage Corp. Small Business Mortgage Trust, Ser. 2019-SB61, Cl. A5F

 

2.86

 

1/25/2024

 

2,202,767

b 

2,286,216

 

Federal National Mortgage Association, ACES, Ser. 2011-M8, Cl. A2

 

2.92

 

8/25/2021

 

238,363

b 

238,999

 

Federal National Mortgage Association, ACES, Ser. 2013-M2, Cl. AFL, 1 Month LIBOR +.35%

 

0.44

 

1/25/2023

 

1,672,808

b,c 

1,674,862

 

Federal National Mortgage Association, ACES, Ser. 2014-M1, Cl. A2

 

3.11

 

7/25/2023

 

2,100,689

b 

2,208,712

 

Federal National Mortgage Association, ACES, Ser. 2014-M13, Cl. A2

 

3.02

 

8/25/2024

 

421,942

b 

451,154

 

Federal National Mortgage Association, ACES, Ser. 2014-M3, Cl. A2

 

3.49

 

1/25/2024

 

1,492,951

b 

1,594,481

 

Federal National Mortgage Association, ACES, Ser. 2015-M4, Cl. AV2

 

2.51

 

7/25/2022

 

1,891,103

b 

1,907,994

 

Federal National Mortgage Association, ACES, Ser. 2016-M3, Cl. ASQ2

 

2.26

 

2/25/2023

 

1,853,713

b 

1,865,761

 

Government National Mortgage Association, Ser. 2012-142, Cl. A

 

1.11

 

5/16/2037

 

6,697

 

6,696

 

Government National Mortgage Association, Ser. 2013-105, Cl. A

 

1.71

 

2/16/2037

 

1,063,438

 

1,070,248

 

Government National Mortgage Association, Ser. 2013-142, Cl. V

 

3.07

 

2/16/2025

 

1,072,948

 

1,116,904

 

Government National Mortgage Association, Ser. 2013-30, Cl. A

 

1.50

 

5/16/2042

 

229,488

 

231,114

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9% (continued)

     

U.S. Government Agencies Collateralized Municipal-Backed Securities - 17.6% (continued)

     

Government National Mortgage Association, Ser. 2013-73, Cl. A

 

0.98

 

12/16/2035

 

1,324,611

 

1,325,518

 

Government National Mortgage Association, Ser. 2014-109, Cl. A

 

2.33

 

1/16/2046

 

1,082,082

 

1,086,075

 

Government National Mortgage Association, Ser. 2014-82, Cl. VG

 

2.92

 

12/16/2046

 

1,687,547

 

1,755,200

 

Government National Mortgage Association, Ser. 2018-162, Cl. AC

 

3.25

 

9/16/2048

 

1,208,845

 

1,246,558

 
 

40,355,988

 

U.S. Government Agencies Mortgage-Backed - 22.6%

     

Federal Home Loan Mortgage Corp.:

   

2.50%, 3/1/2027-12/1/2027

  

3,464,816

b 

3,637,909

 

3.00%, 9/1/2026-7/1/2029

  

2,976,792

b 

3,147,247

 

3.50%, 10/1/2026-5/1/2027

  

1,204,702

b 

1,275,422

 

4.00%, 10/1/2025-6/1/2026

  

1,372,090

b 

1,460,400

 

4.50%, 11/1/2024-2/1/2034

  

1,176,843

b 

1,259,980

 

Federal National Mortgage Association:

   

1.88%, 9/1/2023

  

1,811,483

b 

1,864,726

 

1.94%, 11/1/2022

  

283,471

b 

286,628

 

2.16%, 1/1/2023

  

2,454,212

b 

2,510,825

 

2.18%, 3/1/2022

  

1,000,000

b 

1,012,670

 

2.25%, 1/1/2024

  

1,387,375

b 

1,420,745

 

2.31%, 8/1/2022

  

964,806

b 

978,907

 

2.36%, 12/1/2022

  

1,324,909

b 

1,353,376

 

2.38%, 3/1/2023

  

2,736,540

b 

2,821,065

 

2.44%, 8/1/2022

  

1,207,130

b 

1,225,933

 

2.50%, 11/1/2026-9/1/2027

  

3,278,436

b 

3,436,682

 

2.55%, 9/1/2022

  

1,874,865

b 

1,909,200

 

2.72%, 3/1/2024

  

2,000,000

b 

2,116,277

 

2.74%, 10/1/2022

  

1,500,000

b 

1,539,066

 

2.78%, 3/1/2022

  

2,273,973

b 

2,292,709

 

2.88%, 6/1/2024

  

939,430

b 

967,151

 

3.00%, 11/1/2026-9/1/2027

  

1,546,195

b 

1,630,435

 

3.09%, 8/1/2023

  

1,000,000

b 

1,052,988

 

3.34%, 1/1/2022

  

702,444

b 

704,170

 

3.50%, 8/1/2026-9/1/2032

  

3,232,408

b 

3,453,815

 

4.00%, 5/1/2029-3/1/2034

  

3,659,966

b 

3,892,815

 

4.50%, 11/1/2022

  

26

b 

28

 

5.00%, 3/1/2027

  

834,689

b 

869,507

 

5.10%, 10/1/2024

  

714,567

b 

796,461

 

6.00%, 8/1/2022

  

34,229

b 

34,446

 

Government National Mortgage Association I:

   

4.00%, 8/15/2024-7/15/2027

  

862,544

 

917,540

 

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.9% (continued)

     

U.S. Government Agencies Mortgage-Backed - 22.6% (continued)

     

Government National Mortgage Association II:

   

3.00%, 4/20/2027

  

650,610

 

680,157

 

3.50%, 3/20/2026

  

271,103

 

290,042

 

4.50%, 7/20/2024-5/20/2025

  

846,471

 

901,780

 
 

51,741,102

 

U.S. Government Agencies Obligations - .9%

     

Federal Home Loan Bank, Bonds

 

0.57

 

9/30/2024

 

2,000,000

 

2,000,080

 

U.S. Treasury Securities - 36.2%

     

U.S. Treasury Notes

 

0.13

 

5/31/2023

 

4,500,000

 

4,498,418

 

U.S. Treasury Notes

 

0.13

 

12/15/2023

 

10,000,000

 

9,977,930

 

U.S. Treasury Notes

 

0.13

 

10/15/2023

 

2,000,000

 

1,997,227

 

U.S. Treasury Notes

 

0.13

 

1/15/2024

 

2,500,000

 

2,493,115

 

U.S. Treasury Notes

 

0.13

 

2/15/2024

 

10,000,000

d 

9,970,117

 

U.S. Treasury Notes

 

0.13

 

1/31/2023

 

1,250,000

 

1,250,098

 

U.S. Treasury Notes

 

0.13

 

9/15/2023

 

6,750,000

 

6,741,562

 

U.S. Treasury Notes

 

0.13

 

5/15/2023

 

5,000,000

 

4,998,730

 

U.S. Treasury Notes

 

0.25

 

4/15/2023

 

7,000,000

 

7,015,723

 

U.S. Treasury Notes

 

0.25

 

6/15/2023

 

5,750,000

 

5,761,343

 

U.S. Treasury Notes

 

0.25

 

11/15/2023

 

8,000,000

 

8,010,938

 

U.S. Treasury Notes

 

0.50

 

3/15/2023

 

6,000,000

 

6,040,430

 

U.S. Treasury Notes

 

1.25

 

8/31/2024

 

5,750,000

 

5,913,740

 

U.S. Treasury Notes

 

1.63

 

10/31/2023

 

8,000,000

 

8,275,625

 
 

82,944,996

 

Total Bonds and Notes
(cost $225,059,004)

 

226,399,337

 

Description

1-Day
Yield (%)

   

Shares

 

Value ($)

 

Investment Companies - 3.1%

     

Registered Investment Companies - 3.1%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $7,167,302)

 

0.04

   

7,167,302

e 

7,167,302

 
         

Investment of Cash Collateral for Securities Loaned - .1%

     

Registered Investment Companies - .1%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $181,789)

 

0.01

   

181,789

e 

181,789

 

Total Investments (cost $232,408,095)

 

102.1%

233,748,428

 

Liabilities, Less Cash and Receivables

 

(2.1%)

(4,866,996)

 

Net Assets

 

100.0%

228,881,432

 

ACES—Alternative Credit Enhancement Securities

STATEMENT OF INVESTMENTS (Unaudited) (continued)

GO—General Obligation

LIBOR—London Interbank Offered Rate

REMIC—Real Estate Mortgage Investment Conduit

a These securities are prerefunded; the date shown represents the prerefunded date. Bonds which are prerefunded are collateralized by U.S. Government securities which are held in escrow and are used to pay principal and interest on the municipal issue and to retire the bonds in full at the earliest refunding date.

b 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.

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, or portion thereof, on loan. At May 31, 2021, the value of the fund’s securities on loan was $9,970,117 and the value of the collateral was $10,168,578, consisting of cash collateral of $181,789 and U.S. Government & Agency securities valued at $9,986,789.

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

STATEMENT OF INVESTMENTS
BNY Mellon Short-Term U.S. Government Securities Fund

May 31, 2021 (Unaudited)

The following is a summary of the inputs used as of May 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: †

 

 

 

 

Investment Companies

7,349,091

-

-

7,349,091

Municipal Securities

-

16,684,390

-

16,684,390

U.S. Government Agencies Collateralized Mortgage Obligations

-

32,672,781

-

32,672,781

U.S. Government Agencies Collateralized Municipal-Backed Securities

-

40,355,988

-

40,355,988

U.S. Government Agencies Mortgage-Backed

-

51,741,102

-

51,741,102

U.S. Government Agencies Obligations

-

2,000,080

-

2,000,080

U.S. Treasury Securities

-

82,944,996

-

82,944,996

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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.

At May 31, 2021, accumulated net unrealized appreciation on investments was $1,340,333, consisting of $1,830,426 gross unrealized appreciation and $490,093 gross unrealized depreciation.

At May 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.