BNY Mellon Family of Funds > BNY Mellon Investment Funds I
BNY Mellon Global Fixed Income Fund
$2.19B
Avg Monthly Net Assets
$2.65B
Total Assets
$32.42M
Total Liabilities
$2.61B
Net Assets
BNY Mellon Global Fixed Income Fund is a Mutual Fund in BNY Mellon Investment Funds I
from BNY Mellon Family of Funds,
based in New York,
United States of America.
The fund has four share classes
and monthly net assets of $2.19B.
On August 21st, 2024 it reported 431 holdings, the largest
being TUU4 COMDTY (27.9%), EUREX 5 YEAR EURO BOBL FUTURE (14.3%) and FVU4 COMDTY (9.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| BNY Mellon Global Fixed Income Fund - Class A | C000081694 | DHGAX | |
| BNY Mellon Global Fixed Income Fund - Class C | C000081695 | DHGCX | |
| BNY Mellon Global Fixed Income Fund - Class I | C000031763 | SDGIX | |
| BNY Mellon Global Fixed Income Fund - Class Y | C000130461 | DSDYX |
Holdings
From latest NPORT-P, filed August 21st, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A&D MORTGAGE TRUST 2023-NQM2 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $4M | – | 0.16 |
| ALIGNED DATA CENTERS ISSUER LLC (ALIGNED DATA CENTERS ISSUERS L) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| ALIMENTATION COUCHE-TARD INC | Long | Debt | CA | $7M | – | 0.26 |
| ALIMENTATION COUCHE-TARD INC | Long | Debt | CA | $7M | – | 0.25 |
| AMERICAN HOMES 4 RENT 2014-SFR3 TRUST | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| AMPRION GMBH | Long | Debt | DE | $14M | – | 0.52 |
| AMPRION GMBH | Long | Debt | DE | $7M | – | 0.26 |
| AMSR 2019-SFR1 TRUST (AMSR TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| ANHEUSER-BUSCH INBEV SA/NV | Long | Debt | BE | $7M | – | 0.28 |
| AT&T INC | Long | Debt | US | $5M | – | 0.18 |
| AT&T INC | Long | Debt | US | $1M | – | 0.05 |
| ATHORA HOLDING LTD | Long | Debt | BM | $2M | – | 0.07 |
| ATHORA NETHERLANDS NV | Long | Debt | NL | $10M | – | 0.39 |
| AUD/USD FWD 20240710 229 (7QAPDHE9I57375DT_1093400_S) | Short | Derivative-foreign exchange | AU | $-2M | – | -0.07 |
| AUD/USD FWD 20240710 816 (VFGT99QE43ULAJUT_1093400_S) | Short | Derivative-foreign exchange | AU | $-5M | – | -0.19 |
| AUD/USD FWD 20240710 908 (1VRKL1O4DCV7HLM9_1093400_L) | Long | Derivative-foreign exchange | AU | $3M | – | 0.12 |
| AUD/USD FWD 20240712 GOLDUS33 (4541HG75HSMLM4A5_1093400_S) | Short | Derivative-foreign exchange | AU | $-80M | – | -3.05 |
| AUST 10Y BOND FUT SEP24 (XMU4 COMDTY) | Short | Derivative-interest rate | AU | $-65M | – | -2.50 |
| AUSTRALIA GOVERNMENT BOND (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $15M | – | 0.58 |
| AUSTRALIA GOVERNMENT BOND (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $3M | – | 0.10 |
| AUTOSTRADE PER L'ITALIA SPA | Long | Debt | IT | $6M | – | 0.25 |
| AUTOSTRADE PER L'ITALIA SPA | Long | Debt | IT | $4M | – | 0.16 |
| AUTOSTRADE PER L'ITALIA SPA | Long | Debt | IT | $4M | – | 0.14 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BAE SYSTEMS PLC | Long | Debt | GB | $5M | – | 0.20 |
| BALLYROCK CLO 24 LTD (BALLYROCK LTD) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.21 |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA | Long | Debt | ES | $11M | – | 0.41 |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA | Long | Debt | ES | $1M | – | 0.05 |
| BECTON DICKINSON & CO | Long | Debt | US | $13M | – | 0.51 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $2M | – | 0.07 |
| BNI FINANCE BV | Long | Debt | NL | $9M | – | 0.33 |
| BOEING CO/THE | Long | Debt | US | $5M | – | 0.17 |
| BOEING CO/THE | Long | Debt | US | $3M | – | 0.12 |
| BRASS NO 10 PLC (BRASS PLC) | Long | ABS-collateralized bond/debt obligation | GB | $709K | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $3M | – | 0.13 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $3M | – | 0.13 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $3M | – | 0.10 |
| Buy Protection GOLDMAN SACHS GROUP INC FLT 10/28/2027 20290620 - BNP Paribas Fortis SA/NV - BNPFBB - CON (9M7SPZU_1093400_S) | Short | Derivative-credit | US | $-213K | – | -0.01 |
| Buy Protection UNITED AIRLINES HOLDINGS 4.875% 01/15/2025 20281220 - GS - CON (9M5DH1U_1093400_S) | Short | Derivative-credit | US | $-180K | – | -0.01 |
| BXHPP TRUST 2021-FILM | Long | ABS-mortgage backed security | US | $9M | – | 0.35 |
| CAD/USD FWD 20240710 229 (VNNVFA8K9G3G6UMC_1093400_L) | Long | Derivative-foreign exchange | CA | $8M | – | 0.29 |
| CAD/USD FWD 20240710 229 (VNNVFA8K9G3G6UMC_1093400_S) | Short | Derivative-foreign exchange | CA | $-3M | – | -0.10 |
| CAD/USD FWD 20240710 235 (TVBT11FHJ39229R2_1093400_S) | Short | Derivative-foreign exchange | CA | $-2M | – | -0.09 |
| CAD/USD FWD 20240710 816 (1DGNFVBA12PI29CB_1093400_L) | Long | Derivative-foreign exchange | CA | $6M | – | 0.23 |
| CAD/USD FWD 20240710 816 (1DGNFVBA12PI29CB_1093400_S) | Short | Derivative-foreign exchange | CA | $-28M | – | -1.06 |
| CAD/USD FWD 20240710 8409 (08T8KG01FR66M4BD_1093400_L) | Long | Derivative-foreign exchange | CA | $3M | – | 0.11 |
| CAD/USD FWD 20240710 8409 (08T8KG01FR66M4BD_1093400_S) | Short | Derivative-foreign exchange | CA | $-4M | – | -0.15 |
| CAD/USD FWD 20240710 908 (H3HTLFG9M38B17HI_1093400_L) | Long | Derivative-foreign exchange | CA | $1M | – | 0.05 |
| CAD/USD FWD 20240710 GOLDUS33 (KRHH3O86MRQNLCA7_1093400_L) | Long | Derivative-foreign exchange | CA | $1M | – | 0.05 |
| CAD/USD FWD 20240710 GOLDUS33 (KRHH3O86MRQNLCA7_1093400_S) | Short | Derivative-foreign exchange | CA | $-4M | – | -0.15 |
| CAD/USD FWD 20240712 816 (HD958996MB38VTMB_1093400_L) | Long | Derivative-foreign exchange | CA | $483K | – | 0.02 |
| CAD/USD FWD 20240712 GOLDUS33 (4OH39G0RVH6OD47D_1093400_S) | Short | Derivative-foreign exchange | CA | $-33M | – | -1.26 |
| CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE | Long | ABS-mortgage backed security | US | $8M | – | 0.32 |
| CAN 10YR BOND FUT SEP24 (CNU4 COMDTY) | Short | Derivative-interest rate | CA | $-229M | – | -8.75 |
| CANADIAN GOVERNMENT BOND | Long | Debt | CA | $13M | – | 0.49 |
| CANADIAN GOVERNMENT BOND | Long | Debt | CA | $11M | – | 0.43 |
| CARLSBERG BREWERIES AS (CARLSBERG BREWERIES A/S) | Long | Debt | DK | $7M | – | 0.27 |
| CARRIER GLOBAL CORP | Long | Debt | US | $4M | – | 0.16 |
| CARRIER GLOBAL CORP | Long | Debt | US | $2M | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2 | Long | ABS-mortgage backed security | US | $981K | – | 0.04 |
| CELLNEX FINANCE CO SA | Long | Debt | ES | $6M | – | 0.22 |
| CELLNEX TELECOM SA | Long | Debt | ES | $8M | – | 0.29 |
| CELLNEX TELECOM SA | Long | Debt | ES | $6M | – | 0.24 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.14 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.11 |
| CHF CALL JPY Put @179 EO 08/07/2024 - GS (9M8HDFU) | Long | Derivative-foreign exchange | US | $18K | – | 0.00 |
| CHF/EUR FWD 20240710 8409 (RMSADJB1TA3APTQ1_1093400_L) | Long | Derivative-foreign exchange | CH | $6M | – | 0.24 |
| CHF/EUR FWD 20240710 8409 (RMSADJB1TA3APTQ1_1093400_S) | Short | Derivative-foreign exchange | CH | $-6M | – | -0.25 |
| CHF/SEK FWD 20240710 GOLDUS33 (MIQI097JUN3M0UQO_1093400_L) | Long | Derivative-foreign exchange | CH | $4M | – | 0.15 |
| CHF/SEK FWD 20240710 GOLDUS33 (MIQI097JUN3M0UQO_1093400_L) | Long | Derivative-foreign exchange | CH | $4M | – | 0.15 |
| CHF/SEK FWD 20240710 GOLDUS33 (MIQI097JUN3M0UQO_1093400_S) | Short | Derivative-foreign exchange | CH | $-4M | – | -0.15 |
| CHF/SEK FWD 20240710 GOLDUS33 (MIQI097JUN3M0UQO_1093400_S) | Short | Derivative-foreign exchange | CH | $-4M | – | -0.15 |
| CHF/USD FWD 20240710 050 (VCDBO4HJIN4K80V8_1093400_L) | Long | Derivative-foreign exchange | CH | $4M | – | 0.15 |
| CHF/USD FWD 20240710 229 (3IVMDT0H6SQFPCIK_1093400_L) | Long | Derivative-foreign exchange | CH | $3M | – | 0.10 |
| CHF/USD FWD 20240710 816 (53E1VB72UMKP70EM_1093400_L) | Long | Derivative-foreign exchange | CH | $9M | – | 0.34 |
| CHF/USD FWD 20240710 816 (53E1VB72UMKP70EM_1093400_S) | Short | Derivative-foreign exchange | CH | $-11M | – | -0.43 |
| CHF/USD FWD 20240710 GOLDUS33 (AU1TENP3C0L7F1EP_1093400_S) | Short | Derivative-foreign exchange | CH | $-19M | – | -0.71 |
| CHF/USD FWD 20240712 050 (3RO7Q4K74T0ASOAA_1093400_S) | Short | Derivative-foreign exchange | CH | $-14M | – | -0.52 |
| CHINA GOVERNMENT BOND | Long | Debt | CN | $75M | – | 2.89 |
| CHINA GOVERNMENT BOND | Long | Debt | CN | $8M | – | 0.31 |
| CNH CAPITAL CANADA RECEIVABLES TRUST | Long | ABS-mortgage backed security | CA | $2M | – | 0.06 |
| CNH/USD FWD 20240710 908 (8123P1O7C9Q8MB0C_1093400_S) | Short | Derivative-foreign exchange | CN | $-3M | – | -0.13 |
| CNH/USD FWD 20240712 050 (NHT6LVIJP5OG27C4_1093400_S) | Short | Derivative-foreign exchange | CN | $-3M | – | -0.10 |
| CNH/USD FWD 20240712 GOLDUS33 (8277HC79S408FN60_1093400_S) | Short | Derivative-foreign exchange | CN | $-76M | – | -2.91 |
| COLT 2023-2 MORTGAGE LOAN TRUST (COLT FUNDING LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| COLT 2023-4 MORTGAGE LOAN TRUST (COLT FUNDING LLC) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.26 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $7M | – | 0.26 |
| COLUMBIA PIPELINES OPERATING CO LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $4M | – | 0.13 |
| CONSTELLATION ENERGY GENERATION LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $8M | – | 0.32 |
| CONSUMERS ENERGY CO | Long | Debt | US | $5M | – | 0.21 |
| CVS HEALTH CORP | Long | Debt | US | $10M | – | 0.39 |
| CVS HEALTH CORP | Long | Debt | US | $5M | – | 0.18 |
| CVS HEALTH CORP | Long | Debt | US | $3M | – | 0.11 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| DENMARK GOVERNMENT BOND (KINGDOM OF DENMARK) | Long | Debt | DK | $3M | – | 0.10 |
| DEUTSCHE BAHN FINANCE GMBH (DEUTSCHE BAHN FIN GMBH) | Long | Debt | DE | $8M | – | 0.31 |
| DEUTSCHE BAHN FINANCE GMBH (DEUTSCHE BAHN FIN GMBH) | Long | Debt | DE | $7M | – | 0.25 |
| DEUTSCHE BAHN FINANCE GMBH (DEUTSCHE BAHN FIN GMBH) | Long | Debt | DE | $5M | – | 0.19 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $3M | – | 0.10 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $2M | – | 0.08 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $2M | – | 0.08 |
| DKK/USD FWD 20240712 050 (BS3F2ICOAH7E16ND_1093400_S) | Short | Derivative-foreign exchange | DK | $-3M | – | -0.10 |
| DOMINO'S PIZZA MASTER ISSUER LLC (DOMINOS PIZZA MASTER ISSUER LL) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Dreyfus Institutional Preferred Government Plus Money Market Fund | Long | Short-term investment vehicle | US | $35M | – | 1.32 |
| DREYFUS INSTITUTIONAL PREFERRED PL (X9X9USD05574) | Long | Other | US | $58M | – | 2.23 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $15M | – | 0.58 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $15M | – | 0.57 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $7M | – | 0.28 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $2M | – | 0.09 |
| ENEL FINANCE INTERNATIONAL NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $5M | – | 0.18 |
| ENEL FINANCE INTERNATIONAL NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $1M | – | 0.04 |
| ENI SPA | Long | Debt | IT | $7M | – | 0.25 |
| ENI SPA | Long | Debt | IT | $3M | – | 0.12 |
| ENT AUTO RECEIVABLES TRUST 2023-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $16M | – | 0.60 |
| ESB FINANCE DAC | Long | Debt | IE | $6M | – | 0.24 |
| EUR CALL JPY Put @171 EO 08/07/2024 - GS (9M8HHMU) | Long | Derivative-foreign exchange | US | $36K | – | 0.00 |
| EUR/CHF FWD 20240710 816 (SFADVK0EAJSB7GEB_1093400_L) | Long | Derivative-foreign exchange | XX | $13M | – | 0.49 |
| EUR/CHF FWD 20240710 816 (SFADVK0EAJSB7GEB_1093400_L) | Long | Derivative-foreign exchange | XX | $6M | – | 0.24 |
| EUR/CHF FWD 20240710 816 (SFADVK0EAJSB7GEB_1093400_S) | Short | Derivative-foreign exchange | XX | $-6M | – | -0.25 |
| EUR/CHF FWD 20240710 816 (SFADVK0EAJSB7GEB_1093400_S) | Short | Derivative-foreign exchange | XX | $-13M | – | -0.48 |
| EUR/USD FWD 20240710 229 (BLA391M91E8PT75G_1093400_S) | Short | Derivative-foreign exchange | XX | $-12M | – | -0.47 |
| EUR/USD FWD 20240710 816 (579D40APOLPTBAMR_1093400_L) | Long | Derivative-foreign exchange | XX | $37M | – | 1.42 |
| EUR/USD FWD 20240710 816 (579D40APOLPTBAMR_1093400_S) | Short | Derivative-foreign exchange | XX | $-14M | – | -0.54 |
| EUR/USD FWD 20240710 8409 (OC77LMKISV9OOARE_1093400_L) | Long | Derivative-foreign exchange | XX | $3M | – | 0.10 |
| EUR/USD FWD 20240710 8409 (CJ9HSTLEPLDCEIRG_1093400_S) | Short | Derivative-foreign exchange | XX | $-10M | – | -0.38 |
| EUR/USD FWD 20240710 GOLDUS33 (K7N33B0T42487VE5_1093400_L) | Long | Derivative-foreign exchange | XX | $5M | – | 0.20 |
| EUR/USD FWD 20240712 050 (0METGV53BJ934ATK_1093400_S) | Short | Derivative-foreign exchange | XX | $-216M | – | -8.28 |
| EUR/USD FWD 20240712 229 (S2DLM5QFGMC7DG9N_1093400_S) | Short | Derivative-foreign exchange | XX | $-10M | – | -0.38 |
| EUR/USD FWD 20240712 816 (764VQ50RA9FQMLN7_1093400_L) | Long | Derivative-foreign exchange | XX | $20M | – | 0.77 |
| EUR/USD FWD 20240712 816 (764VQ50RA9FQMLN7_1093400_S) | Short | Derivative-foreign exchange | XX | $-226M | – | -8.65 |
| EUR/USD FWD 20240712 GOLDUS33 (41HPTUUI97PN29AT_1093400_S) | Short | Derivative-foreign exchange | XX | $-228M | – | -8.72 |
| EURO-BOBL FUTURE SEP24 (EUREX 5 YEAR EURO BOBL FUTURE) | Long | Derivative-interest rate | DE | $373M | – | 14.26 |
| EURO-BTP FUTURE SEP24 (EURO-BTP ITALIAN BOND FUTURES) | Long | Derivative-interest rate | DE | $84M | – | 3.20 |
| EURO-BUND FUTURE SEP24 (EUREX 10 YEAR EURO BUND FUTURE) | Short | Derivative-interest rate | DE | $-146M | – | -5.58 |
| EURO-BUXL 30Y BND SEP24 (EUREX 30 YEAR EURO BUXL FUTURE) | Short | Derivative-interest rate | DE | $-35M | – | -1.33 |
| EURO-OAT FUTURE SEP24 (FRENCH GOVERNMENT BOND FUTURES) | Short | Derivative-interest rate | DE | $-81M | – | -3.09 |
| EURO-SCHATZ FUT SEP24 (EUREX 2 YEAR EURO SCHATZ FUTURE) | Long | Derivative-interest rate | DE | $45M | – | 1.73 |
| EUROGRID GMBH | Long | Debt | DE | $2M | – | 0.08 |
| EUROGRID GMBH | Long | Debt | DE | $176K | – | 0.01 |
| EUROPEAN UNION | Long | Debt | XX | $10M | – | 0.37 |
| EXELON CORP | Long | Debt | US | $4M | – | 0.16 |
| FANNIE MAE GRANTOR TRUST 2017-T1 (FANNIEMAE GRANTOR TRUST) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.28 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $44M | – | 1.68 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30M | – | 1.16 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30M | – | 1.15 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $24M | – | 0.94 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20M | – | 0.78 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17M | – | 0.65 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14M | – | 0.54 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11M | – | 0.42 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| FARM 21-1 MORTGAGE TRUST (FARM 2021-1 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| FINLAND GOVERNMENT BOND (FINNISH GOVERNMENT) | Long | Debt | FI | $4M | – | 0.15 |
| FLUVIUS SYSTEM OPERATOR CV | Long | Debt | BE | $11M | – | 0.44 |
| FORD AUTO SECURITIZATION TRUST II SERIES 2022-A ASSET-BACKED NOTES | Long | ABS-mortgage backed security | CA | $8M | – | 0.32 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK (MULTIFAMILY STRUCTURED CREDIT) | Long | ABS-mortgage backed security | US | $945K | – | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $23M | – | 0.86 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $20M | – | 0.77 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $18M | – | 0.67 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $15M | – | 0.57 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $15M | – | 0.56 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $28M | – | 1.06 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $13M | – | 0.51 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $8M | – | 0.32 |
| GBP/MXN FWD 20240710 8409 (BB8HMGFK7N910ADU_1093400_L) | Long | Derivative-foreign exchange | GB | $2M | – | 0.09 |
| GBP/MXN FWD 20240710 8409 (BB8HMGFK7N910ADU_1093400_S) | Short | Derivative-foreign exchange | GB | $-2M | – | -0.09 |
| GBP/USD FWD 20240710 229 (NB5BQBGF3TRGOE0S_1093400_L) | Long | Derivative-foreign exchange | GB | $1M | – | 0.05 |
| GBP/USD FWD 20240710 229 (KBNTDEK066CJCF54_1093400_S) | Short | Derivative-foreign exchange | GB | $-1M | – | -0.05 |
| GBP/USD FWD 20240710 235 (MK09ECFARLK90064_1093400_L) | Long | Derivative-foreign exchange | GB | $77K | – | 0.00 |
| GBP/USD FWD 20240710 235 (FBNDQI0042OFD766_1093400_S) | Short | Derivative-foreign exchange | GB | $-3M | – | -0.12 |
| GBP/USD FWD 20240710 816 (DK5FE5R9L3BKADJC_1093400_L) | Long | Derivative-foreign exchange | GB | $8M | – | 0.32 |
| GBP/USD FWD 20240710 8409 (8GQ0SD4LFEVEUL0N_1093400_L) | Long | Derivative-foreign exchange | GB | $8M | – | 0.32 |
| GBP/USD FWD 20240710 908 (IJN1IHLB3CHDLP9V_1093400_L) | Long | Derivative-foreign exchange | GB | $717K | – | 0.03 |
| GBP/USD FWD 20240710 GOLDUS33 (1A2L703LNK9ECAN3_1093400_S) | Short | Derivative-foreign exchange | GB | $-25M | – | -0.97 |
| GBP/USD FWD 20240712 229 (G5UCEA2ECM3TDU4L_1093400_L) | Long | Derivative-foreign exchange | GB | $1M | – | 0.06 |
| GBP/USD FWD 20240712 229 (G5UCEA2ECM3TDU4L_1093400_S) | Short | Derivative-foreign exchange | GB | $-936K | – | -0.04 |
| GBP/USD FWD 20240712 235 (J5MFS1MGLL9D2A1J_1093400_L) | Long | Derivative-foreign exchange | GB | $971K | – | 0.04 |
| GBP/USD FWD 20240712 816 (UUF5S07PD0VE3LKP_1093400_S) | Short | Derivative-foreign exchange | GB | $-3M | – | -0.13 |
| GBP/USD FWD 20240712 908 (SKGJKETREASVRF29_1093400_S) | Short | Derivative-foreign exchange | GB | $-2M | – | -0.06 |
| GBP/USD FWD 20240712 GOLDUS33 (03BBSF9MP8MAT30L_1093400_S) | Short | Derivative-foreign exchange | GB | $-96M | – | -3.67 |
| GEMGARTO 2021-1 PLC | Long | ABS-collateralized bond/debt obligation | GB | $2M | – | 0.09 |
| HCA INC | Long | Debt | US | $17M | – | 0.65 |
| HELLENIC REPUBLIC GOVERNMENT BOND | Long | Debt | GR | $4M | – | 0.15 |
| HONEYWELL INTERNATIONAL INC | Long | Debt | US | $10M | – | 0.38 |
| HONEYWELL INTERNATIONAL INC | Long | Debt | US | $7M | – | 0.25 |
| HUF/USD FWD 20240712 GOLDUS33 (16PDKE2C7U5DK2PS_1093400_S) | Short | Derivative-foreign exchange | HU | $-21M | – | -0.81 |
| HUNGARY GOVERNMENT BOND | Long | Debt | HU | $13M | – | 0.50 |
| HUNGARY GOVERNMENT BOND | Long | Debt | HU | $8M | – | 0.31 |
| ICE Buy Protection CDX.NA.IG.42 20290620 - MS - CON (9M86TMU_1093400_S) | Short | Derivative-credit | US | $-2M | – | -0.08 |
| ICE Buy Protection ITRAXX EUROPE SERIES 41 20290620 - MS - CON (9M8JY8U_1093400_S) | Short | Derivative-credit | XX | $-798K | – | -0.03 |
| ICE Sell Protection CDX.NA.HY.42 20290620 - MS - CON (9M6U46U_1093400_L) | Long | Derivative-credit | US | $186K | – | 0.01 |
| ICE Sell Protection CDX.NA.IG.42 20290620 - MS - CON (9M8KAPU_1093400_L) | Long | Derivative-credit | US | $138K | – | 0.01 |
| ICE Sell Protection CDX.NA.IG.42 20290620 - MS - CON (9M8K45U_1093400_L) | Long | Derivative-credit | US | $119K | – | 0.00 |
| ICE Sell Protection ITRAXX EUROPE SERIES 41 20290620 - MS - CON (9M8J44U_1093400_L) | Long | Derivative-credit | XX | $467K | – | 0.02 |
| ICE Sell Protection ITRAXX EUROPE SERIES 41 20290620 - MS - CON (9M8KJ9U_1093400_L) | Long | Derivative-credit | XX | $385K | – | 0.01 |
| IDR/USD FWD 20240712 908 (30B5I5BIQFH7MPH2_1093400_S) | Short | Derivative-foreign exchange | ID | $-8M | – | -0.29 |
| INDONESIA TREASURY BOND (INDONESIA GOVERNMENT) | Long | Debt | ID | $7M | – | 0.27 |
| INR/USD FWD 20240710 908 (B3ROT2MM3TQJGCAS_1093400_S) | Short | Derivative-foreign exchange | IN | $-5M | – | -0.18 |
| INTERNATIONAL DISTRIBUTION SERVICES PLC | Long | Debt | GB | $1M | – | 0.05 |
| INVESCO US CLO 2023-3 LTD (INVESCO CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.22 |
| IRELAND GOVERNMENT BOND | Long | Debt | IE | $4M | – | 0.16 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND (STATE OF ISRAEL) | Long | Debt | IL | $11M | – | 0.41 |
| ITALY BUONI POLIENNALI DEL TESORO (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $57M | – | 2.18 |
| JAPAN GOVERNMENT FORTY YEAR BOND (JAPAN (40 YEAR ISSUE)) | Long | Debt | JP | $6M | – | 0.21 |
| JAPAN GOVERNMENT THIRTY YEAR BOND (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $4M | – | 0.16 |
| JAPAN GOVERNMENT THIRTY YEAR BOND (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.10 |
| JAPAN GOVERNMENT TWENTY YEAR BOND (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $22M | – | 0.84 |
| JAPAN GOVERNMENT TWENTY YEAR BOND (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $6M | – | 0.23 |
| JDE PEET'S NV | Long | Debt | NL | $6M | – | 0.22 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $7M | – | 0.28 |
| JPMORGAN CHASE & CO | Long | Debt | US | $6M | – | 0.24 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.06 |
| JPN 10Y BOND(OSE) SEP24 (TSE JAPANESE 10 YEAR BOND FUTURES) | Short | Derivative-interest rate | JP | $-156M | – | -5.98 |
| JPY/USD FWD 20240710 816 (R8UA6TFDQ2OSE7SA_1093400_L) | Long | Derivative-foreign exchange | JP | $12M | – | 0.45 |
| JPY/USD FWD 20240710 816 (R8UA6TFDQ2OSE7SA_1093400_S) | Short | Derivative-foreign exchange | JP | $-2M | – | -0.06 |
| JPY/USD FWD 20240710 8409 (GMD92KEDKFA6JB76_1093400_L) | Long | Derivative-foreign exchange | JP | $3M | – | 0.10 |
| JPY/USD FWD 20240710 908 (FMN7SRJF3DMES3KH_1093400_L) | Long | Derivative-foreign exchange | JP | $3M | – | 0.10 |
| JPY/USD FWD 20240710 908 (FMN7SRJF3DMES3KH_1093400_S) | Short | Derivative-foreign exchange | JP | $-3M | – | -0.11 |
| JPY/USD FWD 20240710 GOLDUS33 (E3ORJV3JN4CJDF9D_1093400_S) | Short | Derivative-foreign exchange | JP | $-16M | – | -0.61 |
| JPY/USD FWD 20240712 235 (9IHNKR3IOFSJVF28_1093400_S) | Short | Derivative-foreign exchange | JP | $-46M | – | -1.78 |
| JPY/USD FWD 20240712 816 (LRI5MSL2P2DGDHRG_1093400_L) | Long | Derivative-foreign exchange | JP | $3M | – | 0.11 |
| KERING SA | Long | Debt | FR | $5M | – | 0.21 |
| KERING SA | Long | Debt | FR | $4M | – | 0.16 |
| KEURIG DR PEPPER INC | Long | Debt | US | $6M | – | 0.22 |
| KINGDOM OF BELGIUM GOVERNMENT BOND (BELGIUM KINGDOM) | Long | Debt | BE | $7M | – | 0.26 |
| KITE REALTY GROUP LP | Long | Debt | US | $1M | – | 0.05 |
| KOREA TREASURY BOND | Long | Debt | KR | $99M | – | 3.79 |
| KOREA TREASURY BOND | Long | Debt | KR | $8M | – | 0.30 |
| KOREA TREASURY BOND | Long | Debt | KR | $6M | – | 0.22 |
| KOREA TREASURY BOND | Long | Debt | KR | $4M | – | 0.14 |
| KRW/USD FWD 20240710 2467 (AVKPNCB00TEUGKB8_1093400_S) | Short | Derivative-foreign exchange | KR | $-3M | – | -0.11 |
| KRW/USD FWD 20240712 050 (1CQSP9VJRRAOLCNR_1093400_S) | Short | Derivative-foreign exchange | KR | $-8M | – | -0.32 |
| KRW/USD FWD 20240712 816 (VF0RJCRNHO2AHSE1_1093400_S) | Short | Derivative-foreign exchange | KR | $-106M | – | -4.08 |
| LA BANQUE POSTALE SA | Long | Debt | FR | $1M | – | 0.04 |
| LCH IRS PAY FIXED/RECEIVE FLOAT 2.625 STIB3M INDEX 2029/06/19 - MS (9M8B95U_1093400_S) | Short | Derivative-interest rate | US | $-226K | – | -0.01 |
| LCH IRS PAY FIXED/RECEIVE INFLATION 2.53 CPURNSA - MS (9M4FXMU_1093400_S) | Short | Derivative-interest rate | US | $-129K | – | -0.00 |
| LCH IRS RECEIVE FIXED/PAY FLOAT 2.8375 EUR006M INDEX 2029/06/19 - MS (9M8B96U_1093400_L) | Long | Derivative-interest rate | US | $-299K | – | -0.01 |
| LCH IRS RECEIVE FIXED/PAY INFLATION 2.8 CPTFEMU - MS (9M4FWKU_1093400_L) | Long | Derivative-interest rate | US | $4M | – | 0.15 |
| LCH RPI PAY FIXED/RECEIVE INFLATION 2.455 CPURNSA INDEX 2053/12/07 - MS (9M4WFKU_1093400_S) | Short | Derivative-interest rate | US | $483K | – | 0.02 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 2.5 CPTFEMU INDEX 2053/12/07 - MS (9M4WFLU_1093400_L) | Long | Derivative-interest rate | US | $398K | – | 0.02 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 3.708 UKRPI INDEX 2034/04/05 - MS (9M72RHU_1093400_L) | Long | Derivative-interest rate | US | $534K | – | 0.02 |
| LCH RPI RECEIVE FIXED/PAY INFLATION 3.71 UKRPI INDEX 2034/05/16 - MS (9M7SDPU_1093400_L) | Long | Derivative-interest rate | US | $869K | – | 0.03 |
| LIFE 2021-BMR MORTGAGE TRUST (LIFE FINANCIAL SERVICES TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| LINDE PLC | Long | Debt | IE | $7M | – | 0.26 |
| LOGICOR FINANCING SARL | Long | Debt | LU | $2M | – | 0.06 |
| LOGICOR FINANCING SARL | Long | Debt | LU | $1M | – | 0.04 |
| LONG GILT FUTURE SEP24 (G U4 COMDTY) | Short | Derivative-interest rate | GB | $-9M | – | -0.34 |
| MALAYSIA GOVERNMENT BOND | Long | Debt | MY | $9M | – | 0.35 |
| MCDONALD'S CORP | Long | Debt | US | $13M | – | 0.50 |
| METRONET INFRASTRUCTURE ISSUER LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MEXICAN BONOS (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $7M | – | 0.25 |
| MORGAN STANLEY | Long | Debt | US | $6M | – | 0.23 |
| MOSAIC SOLAR LOAN TRUST 2023-2 (MOSAIC SOLAR LOANS LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| MOTABILITY OPERATIONS GROUP PLC | Long | Debt | GB | $18M | – | 0.70 |
| MXN/USD FWD 20240710 GOLDUS33 (UAN1BUTRDMO7986R_1093400_L) | Long | Derivative-foreign exchange | MX | $2M | – | 0.09 |
| MXN/USD FWD 20240712 229 (GGET4AJCCMJJCUL3_1093400_S) | Short | Derivative-foreign exchange | MX | $-7M | – | -0.27 |
| MXN/USD FWD 20240712 816 (DQLRU9DV3FJCQTR3_1093400_L) | Long | Derivative-foreign exchange | MX | $289K | – | 0.01 |
| MYR/USD FWD 20240712 229 (QEPV2DTOE1LK91CK_1093400_S) | Short | Derivative-foreign exchange | MY | $-9M | – | -0.36 |
| NASDAQ INC | Long | Debt | US | $16M | – | 0.60 |
| NASDAQ INC | Long | Debt | US | $3M | – | 0.13 |
| NASDAQ INC | Long | Debt | US | $3M | – | 0.12 |
| NATIONAL GRID NORTH AMERICA INC (NATIONAL GRID NA INC) | Long | Debt | US | $12M | – | 0.45 |
| NATIONAL GRID PLC | Long | Debt | GB | $8M | – | 0.32 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.17 |
| NEW SOUTH WALES TREASURY CORP (NEW S WALES TREASURY CRP) | Long | Debt | AU | $10M | – | 0.40 |
| NEW SOUTH WALES TREASURY CORP (NEW S WALES TREASURY CRP) | Long | Debt | AU | $6M | – | 0.24 |
| NEW SOUTH WALES TREASURY CORP (NEW S WALES TREASURY CRP) | Long | Debt | AU | $4M | – | 0.17 |
| NEW SOUTH WALES TREASURY CORP (NEW S WALES TREASURY CRP) | Long | Debt | AU | $3M | – | 0.12 |
| NEW ZEALAND GOVERNMENT BOND | Long | Debt | NZ | $48M | – | 1.85 |
| NEW ZEALAND GOVERNMENT BOND | Long | Debt | NZ | $33M | – | 1.28 |
| NEW ZEALAND GOVERNMENT BOND | Long | Debt | NZ | $6M | – | 0.24 |
| NOK/USD FWD 20240710 0642 (LO6R4VBPRG5D62T0_1093400_L) | Long | Derivative-foreign exchange | NO | $11M | – | 0.44 |
| NOK/USD FWD 20240710 229 (OF9DRJH8ABI3PRLV_1093400_L) | Long | Derivative-foreign exchange | NO | $6M | – | 0.23 |
| NOK/USD FWD 20240710 229 (OF9DRJH8ABI3PRLV_1093400_S) | Short | Derivative-foreign exchange | NO | $-8M | – | -0.32 |
| NOK/USD FWD 20240710 816 (7497AMRKLKKQ4049_1093400_L) | Long | Derivative-foreign exchange | NO | $25M | – | 0.94 |
| NOK/USD FWD 20240710 8409 (T5E36MIHUMNFF62S_1093400_S) | Short | Derivative-foreign exchange | NO | $-4M | – | -0.16 |
| NOK/USD FWD 20240710 908 (LK5TG7SO0C2EKR21_1093400_S) | Short | Derivative-foreign exchange | NO | $-4M | – | -0.15 |
| NOK/USD FWD 20240710 GOLDUS33 (2L6RUH4UF7L191MH_1093400_L) | Long | Derivative-foreign exchange | NO | $7M | – | 0.28 |
| NOK/USD FWD 20240710 GOLDUS33 (2L6RUH4UF7L191MH_1093400_S) | Short | Derivative-foreign exchange | NO | $-9M | – | -0.35 |
| NORTHUMBRIAN WATER FINANCE PLC | Long | Debt | GB | $8M | – | 0.31 |
| NORTHUMBRIAN WATER FINANCE PLC | Long | Debt | GB | $1M | – | 0.05 |
| NOVO BANCO SA | Long | Debt | PT | $6M | – | 0.24 |
| NZD/USD FWD 20240710 229 (D143JV9JAM8NE8HI_1093400_S) | Short | Derivative-foreign exchange | NZ | $-3M | – | -0.11 |
| NZD/USD FWD 20240710 816 (66PRHPV2VNBHCE54_1093400_S) | Short | Derivative-foreign exchange | NZ | $-6M | – | -0.24 |
| NZD/USD FWD 20240710 8409 (MRPG8V2K848CF7F2_1093400_S) | Short | Derivative-foreign exchange | NZ | $-2M | – | -0.09 |
| NZD/USD FWD 20240710 908 (11HJNGV5GHKT10Q8_1093400_S) | Short | Derivative-foreign exchange | NZ | $-216K | – | -0.01 |
| NZD/USD FWD 20240710 GOLDUS33 (42GH5LD611KHBVTO_1093400_S) | Short | Derivative-foreign exchange | NZ | $-15M | – | -0.56 |
| NZD/USD FWD 20240712 229 (LKPAN1Q1LBVOOLGP_1093400_S) | Short | Derivative-foreign exchange | NZ | $-89M | – | -3.39 |
| OCT61 2023-2A A (OCTAGON 61 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| ORANO SA | Long | Debt | FR | $4M | – | 0.16 |
| OSCAR US FUNDING XI LLC (OSCAR US FUNDING TRUST) | Long | ABS-mortgage backed security | JP | $246K | – | 0.01 |
| PEN/USD FWD 20240712 816 (T2P9QS3RAJN0B64R_1093400_S) | Short | Derivative-foreign exchange | PE | $-18M | – | -0.70 |
| PEN/USD FWD 20240712 GOLDUS33 (MRT0DPPHL7RE3DCN_1093400_S) | Short | Derivative-foreign exchange | PE | $-18M | – | -0.68 |
| PERMANENT TSB GROUP HOLDINGS PLC | Long | Debt | IE | $3M | – | 0.10 |
| PERMANENT TSB GROUP HOLDINGS PLC | Long | Debt | IE | $2M | – | 0.06 |
| PERNOD RICARD SA | Long | Debt | FR | $10M | – | 0.37 |
| PERU GOVERNMENT BOND (BONOS DE TESORERIA) | Long | Debt | PE | $17M | – | 0.67 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PERU) | Long | Debt | PE | $18M | – | 0.70 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $6M | – | 0.23 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $2M | – | 0.08 |
| PIRAEUS BANK SA | Long | Debt | GR | $3M | – | 0.13 |
| PLN/USD FWD 20240712 050 (T8ILNER76TLVI2Q4_1093400_S) | Short | Derivative-foreign exchange | PL | $-3M | – | -0.11 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $5M | – | 0.20 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $5M | – | 0.17 |
| PUBLIC SERVICE ENTERPRISE GROUP INC | Long | Debt | US | $9M | – | 0.36 |
| PUREWEST FUNDING LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| QUEENSLAND TREASURY CORP | Long | Debt | AU | $6M | – | 0.23 |
| RAIFFEISEN BANK INTERNATIONAL AG (RAIFFEISEN BANK INTL) | Long | Debt | AT | $7M | – | 0.29 |
| RAIFFEISEN BANK INTERNATIONAL AG (RAIFFEISEN BANK INTL) | Long | Debt | AT | $5M | – | 0.18 |
| RAIFFEISEN BANK INTERNATIONAL AG (RAIFFEISEN BANK INTL) | Long | Debt | AT | $3M | – | 0.12 |
| REALTY INCOME CORP | Long | Debt | US | $8M | – | 0.29 |
| REGATTA XXV FUNDING LTD (REGATTA XXV FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.22 |
| RELX FINANCE BV | Long | Debt | NL | $3M | – | 0.10 |
| REPUBLIC OF AUSTRIA GOVERNMENT BOND | Long | Debt | AT | $10M | – | 0.40 |
| REPUBLIC OF POLAND GOVERNMENT BOND (POLAND GOVERNMENT BOND) | Long | Debt | PL | $3M | – | 0.11 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND | Long | Debt | PL | $11M | – | 0.42 |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| ROMANIA GOVERNMENT BOND | Long | Debt | RO | $18M | – | 0.68 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | Long | Debt | RO | $12M | – | 0.45 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | Long | Debt | RO | $2M | – | 0.09 |
| RON/USD FWD 20240712 229 (LF7DV03N0PETVK91_1093400_S) | Short | Derivative-foreign exchange | RO | $-18M | – | -0.70 |
| SARTORIUS FINANCE BV | Long | Debt | NL | $7M | – | 0.26 |
| SAUDI GOVERNMENT INTERNATIONAL BOND (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $5M | – | 0.19 |
| SAUDI GOVERNMENT INTERNATIONAL BOND (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $4M | – | 0.16 |
| SBA TOWER TRUST | Long | Debt | US | $8M | – | 0.30 |
| SBA TOWER TRUST | Long | Debt | US | $6M | – | 0.25 |
| SBA TOWER TRUST | Long | Debt | US | $5M | – | 0.20 |
| SEK/USD FWD 20240710 229 (KKCVSQ3GFRM6S48A_1093400_L) | Long | Derivative-foreign exchange | SE | $23M | – | 0.88 |
| SEK/USD FWD 20240710 229 (KKCVSQ3GFRM6S48A_1093400_S) | Short | Derivative-foreign exchange | SE | $-7M | – | -0.26 |
| SEK/USD FWD 20240710 816 (LDGNMI3QNVHMUQJF_1093400_L) | Long | Derivative-foreign exchange | SE | $2M | – | 0.07 |
| SEK/USD FWD 20240710 816 (LDGNMI3QNVHMUQJF_1093400_S) | Short | Derivative-foreign exchange | SE | $-28M | – | -1.05 |
| SEK/USD FWD 20240710 8409 (H1653TT5IGK120QV_1093400_L) | Long | Derivative-foreign exchange | SE | $3M | – | 0.11 |
| SEK/USD FWD 20240710 908 (N6JPDIKPHONJS6Q5_1093400_S) | Short | Derivative-foreign exchange | SE | $-1M | – | -0.06 |
| SEK/USD FWD 20240710 GOLDUS33 (SC25MRSG8QINHSH7_1093400_L) | Long | Derivative-foreign exchange | SE | $2M | – | 0.09 |
| SEK/USD FWD 20240710 GOLDUS33 (LE5HKLUJ7U0IVOIE_1093400_L) | Long | Derivative-foreign exchange | SE | $1M | – | 0.05 |
| SEK/USD FWD 20240710 GOLDUS33 (Q2GD854BQG7TE6T1_1093400_S) | Short | Derivative-foreign exchange | SE | $-3M | – | -0.10 |
| SEK/USD FWD 20240712 235 (6Q3RM6P0DRHIVQRI_1093400_S) | Short | Derivative-foreign exchange | SE | $-7M | – | -0.28 |
| SEK/USD FWD 20240712 816 (08PBKUHQO0EO7JFH_1093400_S) | Short | Derivative-foreign exchange | SE | $-1M | – | -0.05 |
| Sell Protection ELECTROLUX AB 2.5% 05/18/2030 REGS 20290620 - GS - CON (9M6WM0U_1093400_L) | Long | Derivative-credit | XX | $-91K | – | -0.00 |
| SEVERN TRENT UTILITIES FINANCE PLC (SEVERN TRENT WATER UTIL) | Long | Debt | GB | $5M | – | 0.18 |
| SGD/USD FWD 20240712 229 (LAEHGL648C9FU9HU_1093400_S) | Short | Derivative-foreign exchange | SG | $-4M | – | -0.16 |
| SINGAPORE GOVERNMENT BOND | Long | Debt | SG | $4M | – | 0.16 |
| SPAIN GOVERNMENT BOND (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $25M | – | 0.94 |
| SPAIN GOVERNMENT BOND (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $14M | – | 0.52 |
| SPRINGCASTLE AMERICA FUNDING LLC (SPRINGCASTLE SPV) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| STACK INFRASTRUCTURE ISSUER LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| STELLANTIS NV | Long | Debt | NL | $10M | – | 0.39 |
| STELLANTIS NV | Long | Debt | NL | $2M | – | 0.07 |
| SUEZ SACA | Long | Debt | FR | $7M | – | 0.28 |
| SUEZ SACA | Long | Debt | FR | $1M | – | 0.04 |
| SUNNOVA HESTIA I ISSUER LLC (SUNNOVA HESTIA I ISSUER, LLC) | Long | ABS-mortgage backed security | US | $813K | – | 0.03 |
| SW FINANCE I PLC (SW (FINANCE) I PLC) | Long | Debt | GB | $9M | – | 0.34 |
| SW FINANCE I PLC (SW (FINANCE) I PLC) | Long | Debt | GB | $864K | – | 0.03 |
| SWEDEN GOVERNMENT BOND (SWEDISH GOVERNMENT) | Long | Debt | SE | $4M | – | 0.15 |
| SWISS CONFEDERATION GOVERNMENT BOND (SWITZERLAND) | Long | Debt | CH | $15M | – | 0.56 |
| SWOITRAX 5Y 0.55 17-07-2024 PUT - CITI (9M7QBHU) | Long | Derivative-credit | US | $734K | – | 0.03 |
| SWOITRAX 5Y 0.625 17-07-2024 PUT - CITI (9M7QBJU) | Short | Derivative-credit | US | $-636K | – | -0.02 |
| SWOITX41 5Y 0.575 21-08-2024 CALL - CITI (9M8H41U) | Short | Derivative-credit | US | $-229K | – | -0.01 |
| SWOITX41 5Y 0.575 21-08-2024 CALL - CITI (9M8EPHU) | Short | Derivative-credit | US | $-233K | – | -0.01 |
| SWOITX41 5Y 0.575 21-08-2024 PUT - CITI (9M8H40U) | Short | Derivative-credit | US | $-770K | – | -0.03 |
| SWOITX41 5Y 0.575 21-08-2024 PUT - CITI (9M8EPGU) | Short | Derivative-credit | US | $-784K | – | -0.03 |
| THAMES WATER UTILITIES FINANCE PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $6M | – | 0.22 |
| THAMES WATER UTILITIES FINANCE PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $3M | – | 0.13 |
| THB/USD FWD 20240712 816 (25T2A62S7I15FQKQ_1093400_L) | Long | Derivative-foreign exchange | TH | $414K | – | 0.02 |
| TIF FUNDING III LLC | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| TOWER BRIDGE FUNDING 2021-2 PLC | Long | ABS-collateralized bond/debt obligation | GB | $3M | – | 0.10 |
| TREASURY CORP OF VICTORIA (TREASURY CORP VICTORIA) | Long | Debt | AU | $26M | – | 1.00 |
| TREASURY CORP OF VICTORIA (TREASURY CORP VICTORIA) | Long | Debt | AU | $4M | – | 0.16 |
| TRICON AMERICAN HOMES 2019-SFR1 TRUST | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| TRP 2021 LLC (TRP LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| TRP 2021-2 A (TRIUMPH RAIL LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| TRS EUR003M INDEX/IBOXXMJA INDEX 2024/09/20 - GS (9M85TCU_1093400_S) | Short | Derivative-equity | XX | $-44K | – | -0.00 |
| TRS EUR003M INDEX/IBOXXMJA INDEX 2024/09/20 - JPM (9M85WLU_1093400_S) | Short | Derivative-equity | XX | $-13K | – | -0.00 |
| TRS QW5A INDEX/EUR003M INDEX 2024/09/20 - GS (9M85UUU_1093400_L) | Long | Derivative-equity | XX | $-1K | – | -0.00 |
| TRS QW5A INDEX/EUR003M INDEX 2024/09/20 - JPM (9M85VRU_1093400_L) | Long | Derivative-equity | XX | $-73K | – | -0.00 |
| TRS SOFRRATE INDEX/IBOXIG INDEX 2024/09/20 - JPM (9M85VQU_1093400_S) | Short | Derivative-equity | US | $16K | – | 0.00 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $8M | – | 0.32 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $3M | – | 0.13 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $879K | – | 0.03 |
| TWD/USD FWD 20240710 229 (6429JB6CFAVBTLIU_1093400_L) | Long | Derivative-foreign exchange | TW | $5M | – | 0.18 |
| UBS GROUP AG | Long | Debt | CH | $12M | – | 0.47 |
| UBS GROUP AG | Long | Debt | CH | $6M | – | 0.24 |
| UNILEVER CAPITAL CORP | Long | Debt | US | $5M | – | 0.18 |
| UNITED KINGDOM GILT | Long | Debt | GB | $27M | – | 1.03 |
| UNITED KINGDOM GILT | Long | Debt | GB | $25M | – | 0.97 |
| UNITED KINGDOM GILT | Long | Debt | GB | $23M | – | 0.87 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $154M | – | 5.90 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $60M | – | 2.29 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $55M | – | 2.11 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $48M | – | 1.82 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.77 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.56 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.23 |
| UNITED UTILITIES WATER FINANCE PLC (UNITED UTILITIES WAT FIN) | Long | Debt | GB | $11M | – | 0.41 |
| US 10YR NOTE (CBT)SEP24 (TYU4 COMDTY) | Long | Derivative-interest rate | US | $69M | – | 2.65 |
| US 10YR ULTRA FUT SEP24 (UXYU4 COMDTY) | Long | Derivative-interest rate | US | $60M | – | 2.30 |
| US 2YR NOTE (CBT) SEP24 (TUU4 COMDTY) | Long | Derivative-interest rate | US | $728M | – | 27.87 |
| US 5YR NOTE (CBT) SEP24 (FVU4 COMDTY) | Long | Derivative-interest rate | US | $248M | – | 9.48 |
| US BANCORP | Long | Debt | US | $6M | – | 0.23 |
| US LONG BOND(CBT) SEP24 (USU4 COMDTY) | Long | Derivative-interest rate | US | $25M | – | 0.97 |
| US ULTRA BOND CBT SEP24 (WNU4 COMDTY) | Short | Derivative-interest rate | US | $-21M | – | -0.80 |
| USD CALL JPY Put @159.5 EO 01/07/2024 - GS (9M82KNU) | Long | Derivative-foreign exchange | US | $84K | – | 0.00 |
| VANTAGE DATA CENTERS ISSUER LLC (VANTAGE DATA CENTERS LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $18M | – | 0.68 |
| VERUS SECURITIZATION TRUST 2023-4 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| VERUS SECURITIZATION TRUST 2023-5 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| VONOVIA SE | Long | Debt | DE | $6M | – | 0.23 |
| WEA FINANCE LLC | Long | Debt | US | $5M | – | 0.20 |
| WEA FINANCE LLC | Long | Debt | US | $3M | – | 0.10 |
| WEA FINANCE LLC | Long | Debt | US | $2M | – | 0.08 |
| WEA FINANCE LLC | Long | Debt | US | $2M | – | 0.07 |
| WEA FINANCE LLC | Long | Debt | US | $285K | – | 0.01 |
| WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $7M | – | 0.25 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.26 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| WPC EUROBOND BV | Long | Debt | NL | $3M | – | 0.12 |
| ZAR/USD FWD 20240710 229 (M8BBSHRJDV29VS0A_1093400_S) | Short | Derivative-foreign exchange | ZA | $-2M | – | -0.07 |
| ZAR/USD FWD 20240710 816 (BR8J7D5P6TM3L424_1093400_L) | Long | Derivative-foreign exchange | ZA | $2M | – | 0.07 |
Address
BNY Mellon Investment Funds I
240 Greenwich Street
New York
New York
10286-1048
United States of America
Websites
Directors
Francine J. Bovich
Joseph S. DiMartino
Bradley J. Skapyak
Kenneth A. Himmel
Benaree Pratt Wiley
Andrew J. Donohue
Roslyn M. Watson
Transfer Agents
BNY Mellon Transfer, Inc.
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Markit Group Holdings Limited
PricingDirect
Custodians
The Bank of New York Mellon
The Branch of Citibank, N.A. in the Republic of, Argentina
UniCredit Bank Austria AG
The Hongkong and Shanghai Banking CorporationLimited
HSBC Bank Bermuda Limited
Citibank N.A., Brazil
CIBC Mellon Trust Company (CIBC Mellon)
Credit Suisse (Switzerland) Ltd.
Banco Santander Chile
Cititrust Colombia S.A. Sociedad Fiduciaria
Citibank Europe plc, organizacni slozka
Clearstream Banking S.A.
Skandinaviska Enskilda Banken AB (Publ)
CACEIS Bank Spain, S.A.U.
Skandinaviska Enskilda Banken AB (Publ)
BNP Paribas Securities Services S.C.A.
The Bank of New York Mellon
Stanbic Bank Ghana Limited
The Hongkong and Shanghai Banking CorporationLimited
Citibank Europe plc. Hungarian Branch Office
Deutsche Bank AG
The Bank of New York Mellon
Bank Hapoalim B.M.
Landsbankinn hf.
The Bank of New York Mellon SA/NV
MUFG Bank, Ltd.
Deutsche Bank AG
The Hongkong and Shanghai Banking CorporationLimited
Banco Nacional de Mexico S.A., inteJrante del GrupoFinanciero Banamex
Deutsche Bank (Malaysia) Berhad
Standard Chartered Bank Malaysia Berhad
Stanbic IBTC Bank Plc.
The Bank of New York Mellon SA/NV
Skandinaviska Enskilda Banken AB (Publ)
The Hongkong and Shanghai Banking CorporationLimited
Standard Chartered Bank Philippines Branch
Bank Polska Kasa Opieki S.A.
Citibank Europe Plc
UniCredit Bank Serbia JSC
PJSC ROSBANK
Skandinaviska Enskilda Banken AB (Publ)
Standard Chartered Bank (Singapore) Limited
The Hongkong and Shanghai Banking CorporationLimited
Deutsche Bank A.S.
UniCredit Bank Serbia JSC
Standard Chartered Bank, Johannesburg Branch
Shareholder Servicing Agents
BNY Mellon Transfer, Inc.
Admins
BNY Mellon Investment Adviser, Inc.
The Bank of New York Mellon
Brokers
MORGAN STANLEY & CO. LLC
J.P. MORGAN SECURITIES LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED