# EDGAR Filing Document

**Accession Number:** 0000914775
**File Stem:** 0001775697-23-000217
**Filing Date:** 2023-3
**Character Count:** 128811
**Document Hash:** 77884f8394bc5559b145d84ccbe4b54c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000217.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000217

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Advantage Funds, Inc.
- **CENTRAL INDEX KEY:** 0000914775
- **IRS NUMBER:** 133851784
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07123
- **FILM NUMBER:** 23758598

**BUSINESS ADDRESS:**
- **STREET 1:** BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

**MAIL ADDRESS:**
- **STREET 1:** BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Advantage Funds, Inc.
- **DATE OF NAME CHANGE:** 20060502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GROWTH & VALUE FUNDS INC
- **DATE OF NAME CHANGE:** 19951004

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS FOCUS FUNDS INC
- **DATE OF NAME CHANGE:** 19940304

## Series and Classes Contracts Data

### BNY Mellon Global Real Return Fund (Series ID: S000028808)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000088313 | Class A      | DRRAX           |
| C000088314 | Class C      | DRRCX           |
| C000088315 | Class I      | DRRIX           |
| C000130431 | Class Y      | DRRYX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Global Real Return Fund

January 31, 2023 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 22.5%**  | **Bonds and Notes - 22.5%**  | **Bonds and Notes - 22.5%**  | **Bonds and Notes - 22.5%**  |  |  |  |
| **Australia - 2.0%**  | **Australia - 2.0%**  | **Australia - 2.0%**  | **Australia - 2.0%**  |  |  |  |
| Australia, Sr. Unscd. Bonds, Ser. 144 | AUD | 3.75 | 4/21/2037 | 43655000 |  | 30681725 |
| Australia, Sr. Unscd. Bonds, Ser. 150 | AUD | 3.00 | 3/21/2047 | 48602000 |  | 29191108 |
|  |  |  |  |  | **59872833** | **59872833** |
| **Brazil - 2.0%**  | **Brazil - 2.0%**  | **Brazil - 2.0%**  | **Brazil - 2.0%**  |  |  |  |
| Brazil Letras do Tesouro Nacional, Treasury Bills | BRL | 0.00 | 1/1/2026 | 425694000 | <sup>b</sup>  | **58870481** |
| **Curacao - 2.0%**  | **Curacao - 2.0%**  | **Curacao - 2.0%**  | **Curacao - 2.0%**  |  |  |  |
| Merrill Lynch International & Co. CV, Structured Notes, Ser. 3 |  | 0.00 | 1/24/2025 | 58934900 | <sup>c</sup>  | **58929007** |
| **France - 1.2%**  | **France - 1.2%**  | **France - 1.2%**  | **France - 1.2%**  |  |  |  |
| Altice France SA, Sr. Scd. Bonds | EUR | 4.13 | 1/15/2029 | 4944000 |  | 4238633 |
| Banijay Entertainment SASU, Sr. Scd. Notes |  | 5.38 | 3/1/2025 | 500000 | <sup>d</sup>  | 483120 |
| BNP Paribas SA, Jr. Sub. Notes |  | 6.63 | 3/25/2024 | 7505000 | <sup>e</sup>  | 7429950 |
| Credit Agricole SA, Jr. Sub. Notes |  | 7.88 | 1/23/2024 | 6996000 | <sup>d,e</sup>  | 7009992 |
| Iliad Holding SASU, Sr. Scd. Notes | EUR | 5.63 | 10/15/2028 | 5576000 |  | 5667922 |
| Societe Generale SA, Jr. Sub. Bonds |  | 7.88 | 12/18/2023 | 11944000 | <sup>e</sup>  | 12019008 |
|  |  |  |  |  | **36848625** | **36848625** |
| **Germany - .1%**  | **Germany - .1%**  | **Germany - .1%**  | **Germany - .1%**  |  |  |  |
| TK Elevator Midco GmbH, Sr. Scd. Bonds | EUR | 4.38 | 7/15/2027 | 2718000 |  | **2682476** |
| **Indonesia - .5%**  | **Indonesia - .5%**  | **Indonesia - .5%**  | **Indonesia - .5%**  |  |  |  |
| Indonesia, Bonds | IDR | 6.38 | 4/15/2032 | 164550000000 |  | 10747343 |
| Indonesia, Bonds | IDR | 7.00 | 2/15/2033 | 66910000000 |  | 4549277 |
|  |  |  |  |  | **15296620** | **15296620** |
| **Italy - 1.1%**  | **Italy - 1.1%**  | **Italy - 1.1%**  | **Italy - 1.1%**  |  |  |  |
| Intesa Sanpaolo SPA, Gtd. Notes |  | 7.70 | 9/17/2025 | 9506000 | <sup>d,e</sup>  | 8997401 |
| UniCredit SPA, Jr. Sub. Bonds |  | 8.00 | 6/3/2024 | 5625000 | <sup>e</sup>  | 5572266 |
| UniCredit SPA, Jr. Sub. Notes | EUR | 3.88 | 6/3/2027 | 8882000 | <sup>e</sup>  | 7635969 |
| UniCredit SPA, Jr. Sub. Notes | EUR | 7.50 | 6/3/2026 | 9123000 | <sup>e</sup>  | 9862459 |
|  |  |  |  |  | **32068095** | **32068095** |
| **Luxembourg - .2%**  | **Luxembourg - .2%**  | **Luxembourg - .2%**  | **Luxembourg - .2%**  |  |  |  |
| Summer BC Holdco B Sarl, Sr. Scd. Bonds | EUR | 5.75 | 10/31/2026 | 6583000 |  | **6476821** |
| **Mexico - 3.1%**  | **Mexico - 3.1%**  | **Mexico - 3.1%**  | **Mexico - 3.1%**  |  |  |  |
| Mexico, Bonds, Ser. M | MXN | 7.75 | 5/29/2031 | 967120000 | <sup>f</sup>  | 48593536 |
| Mexico, Bonds, Ser. M | MXN | 8.00 | 11/7/2047 | 623140000 |  | 30519812 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 22.5% (continued)** | **Bonds and Notes - 22.5% (continued)** | **Bonds and Notes - 22.5% (continued)** | **Bonds and Notes - 22.5% (continued)** |  |  |  |
| **Mexico - 3.1% (continued)** | **Mexico - 3.1% (continued)** | **Mexico - 3.1% (continued)** | **Mexico - 3.1% (continued)** |  |  |  |
| Sigma Alimentos SA de CV, Gtd. Notes |  | 4.13 | 5/2/2026 | 13823000 |  | 13424544 |
|  |  |  |  |  | **92537892** | **92537892** |
| **Netherlands - .7%**  | **Netherlands - .7%**  | **Netherlands - .7%**  | **Netherlands - .7%**  |  |  |  |
| ING Groep NV, Jr. Sub. Bonds |  | 6.75 | 4/16/2024 | 19227000 | <sup>e</sup>  | 18926578 |
| Ziggo BV, Sr. Scd. Bonds | EUR | 2.88 | 1/15/2030 | 3571000 |  | 3195935 |
|  |  |  |  |  | **22122513** | **22122513** |
| **Spain - .9%**  | **Spain - .9%**  | **Spain - .9%**  | **Spain - .9%**  |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA, Jr. Sub. Bonds | EUR | 5.88 | 9/24/2023 | 6000000 | <sup>e</sup>  | 6448676 |
| Banco Bilbao Vizcaya Argentaria SA, Jr. Sub. Notes | EUR | 6.00 | 3/29/2024 | 7200000 | <sup>e</sup>  | 7758379 |
| Banco Santander SA, Jr. Sub. Bonds | EUR | 4.75 | 3/19/2025 | 7800000 | <sup>e</sup>  | 7833069 |
| Banco Santander SA, Jr. Sub. Bonds | EUR | 5.25 | 9/29/2023 | 5200000 | <sup>e</sup>  | 5555295 |
|  |  |  |  |  | **27595419** | **27595419** |
| **Sweden - .6%**  | **Sweden - .6%**  | **Sweden - .6%**  | **Sweden - .6%**  |  |  |  |
| Svenska Handelsbanken AB, Jr. Sub. Notes |  | 6.25 | 3/1/2024 | 3400000 | <sup>e</sup>  | 3352230 |
| Swedbank AB, Jr. Sub. Notes |  | 5.63 | 9/17/2024 | 13400000 | <sup>e</sup>  | 13039875 |
|  |  |  |  |  | **16392105** | **16392105** |
| **Switzerland - .4%**  | **Switzerland - .4%**  | **Switzerland - .4%**  | **Switzerland - .4%**  |  |  |  |
| Credit Suisse Group AG, Jr. Sub. Bonds |  | 5.25 | 2/11/2027 | 9685000 | <sup>e</sup>  | 7287963 |
| Credit Suisse Group AG, Jr. Sub. Notes |  | 7.25 | 9/12/2025 | 2650000 | <sup>e</sup>  | 2173398 |
| UBS Group AG, Jr. Sub. Notes |  | 7.00 | 1/31/2024 | 3604000 | <sup>e</sup>  | 3590377 |
|  |  |  |  |  | **13051738** | **13051738** |
| **United Kingdom - 2.5%**  | **United Kingdom - 2.5%**  | **United Kingdom - 2.5%**  | **United Kingdom - 2.5%**  |  |  |  |
| HSBC Holdings PLC, Jr. Sub. Notes | EUR | 4.75 | 7/4/2029 | 19000000 | <sup>e</sup>  | 18533482 |
| HSBC Holdings PLC, Sub. Notes | EUR | 6.36 | 11/16/2032 | 7066000 |  | 8084175 |
| HSBC Holdings PLC, Sub. Notes | GBP | 8.20 | 11/16/2034 | 6164000 |  | 8289166 |
| Lloyds Banking Group PLC, Jr. Sub. Bonds | EUR | 4.95 | 6/27/2025 | 8562000 | <sup>e,f</sup>  | 9076312 |
| Lloyds Banking Group PLC, Jr. Sub. Bonds |  | 7.50 | 6/27/2024 | 12438000 | <sup>e</sup>  | 12362377 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | GBP | 2.25 | 10/16/2024 | 8469000 |  | 10028263 |
| Vmed O2 UK Financing I PLC, Sr. Scd. Bonds | GBP | 4.00 | 1/31/2029 | 7588000 |  | 7764539 |
|  |  |  |  |  | **74138314** | **74138314** |
| **United States - 5.2%**  | **United States - 5.2%**  | **United States - 5.2%**  | **United States - 5.2%**  |  |  |  |
| AT&T, Inc., Sr. Unscd. Notes | GBP | 2.90 | 12/4/2026 | 1381000 |  | 1607045 |
| Ball Corp., Gtd. Notes |  | 2.88 | 8/15/2030 | 6402000 |  | 5257929 |
| CCO Holdings LLC, Sr. Unscd. Notes |  | 5.50 | 5/1/2026 | 3125000 | <sup>d</sup>  | 3074281 |
| Sprint Capital Corp., Gtd. Notes |  | 8.75 | 3/15/2032 | 4597000 |  | 5683501 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($)<br><sup>a</sup>  | Value ($) |
| **Bonds and Notes - 22.5% (continued)** | **Bonds and Notes - 22.5% (continued)** | **Bonds and Notes - 22.5% (continued)** |  |  |
| **United States - 5.2% (continued)** | **United States - 5.2% (continued)** | **United States - 5.2% (continued)** |  |  |
| Sprint LLC, Gtd. Notes | 7.13 | 6/15/2024 | 3786000 | 3871230 |
| U.S. Treasury Bonds | 3.25 | 5/15/2042 | 95497000 | 88633153 |
| U.S. Treasury Floating Rate Notes, 3 Month U.S. T-BILL +0.04% | 4.68 | 10/31/2023 | 1585400<br> <sup>g</sup>  | 1585738 |
| U.S. Treasury Floating Rate Notes, 3 Month U.S. T-BILL -0.08% | 4.57 | 4/30/2024 | 41938900<br> <sup>g</sup>  | 41887283 |
| U.S. Treasury Notes | 0.13 | 3/31/2023 | 1571300 | 1560086 |
| U.S. Treasury Notes | 2.50 | 4/30/2024 | 1975800 | 1924861 |
| United Airlines, Inc., Sr. Scd. Notes | 4.38 | 4/15/2026 | 1224000<br> <sup>d</sup>  | 1163442 |
|  |  |  |  | **156248549** |
| **Total Bonds and Notes**<br> (cost $689,090,609) | **Total Bonds and Notes**<br> (cost $689,090,609) | **Total Bonds and Notes**<br> (cost $689,090,609) | **673131488** | **673131488** |
| Description |  |  | Shares | Value ($) |
| **Common Stocks - 48.2%** | **Common Stocks - 48.2%** | **Common Stocks - 48.2%** |  |  |
| **Australia - .4%**  | **Australia - .4%**  | **Australia - .4%**  |  |  |
| OZ Minerals Ltd. |  |  | 582125<br> <sup>h</sup>  | **11535858** |
| **Brazil - .5%**  | **Brazil - .5%**  | **Brazil - .5%**  |  |  |
| B3 SA - Brasil Bolsa Balcao |  |  | 5939370 | **15175153** |
| **Canada - .8%**  | **Canada - .8%**  | **Canada - .8%**  |  |  |
| Alamos Gold, Inc., Cl. A |  |  | 351764<br> <sup>f</sup>  | 3883475 |
| Barrick Gold Corp. |  |  | 969667<br> <sup>f</sup>  | 18956990 |
|  |  |  |  | **22840465** |
| **China - .8%**  | **China - .8%**  | **China - .8%**  |  |  |
| LONGi Green Energy Technology Co. Ltd., CI. A |  |  | 2197519<br> <sup>h</sup>  | 15745953 |
| NARI Technology Co. Ltd., Cl. A |  |  | 2103988<br> <sup>h</sup>  | 8235037 |
|  |  |  |  | **23980990** |
| **Finland - .5%**  | **Finland - .5%**  | **Finland - .5%**  |  |  |
| Neste OYJ |  |  | 300576<br> <sup>h</sup>  | **14333295** |
| **France - 1.5%**  | **France - 1.5%**  | **France - 1.5%**  |  |  |
| LVMH SE |  |  | 26817 | 23426907 |
| Sanofi |  |  | 229230<br> <sup>h</sup>  | 22525668 |
|  |  |  |  | **45952575** |
| **Germany - 1.3%**  | **Germany - 1.3%**  | **Germany - 1.3%**  |  |  |
| Bayer AG |  |  | 635888<br> <sup>h</sup>  | **39442329** |
| **Guernsey - .0%**  | **Guernsey - .0%**  | **Guernsey - .0%**  |  |  |
| Amedeo Air Four Plus Ltd. |  |  | 2136949 | **1054735** |
| **Hong Kong - 1.7%**  | **Hong Kong - 1.7%**  | **Hong Kong - 1.7%**  |  |  |
| AIA Group Ltd. |  |  | 2902200<br> <sup>h</sup>  | 32773128 |
| Link REIT |  |  | 2153100 | 17321822 |
|  |  |  |  | **50094950** |
| **India - .6%**  | **India - .6%**  | **India - .6%**  |  |  |
| Housing Development Finance Corp. Ltd. |  |  | 559848<br> <sup>h</sup>  | **17974229** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 48.2% (continued)** |  |  |
| **Indonesia - .6%**  |  |  |
| Bank Mandiri Persero TBK Pt | 26103000<br> <sup>h</sup>  | **17360224** |
| **Ireland - 3.1%**  |  |  |
| ICON PLC | 123089<br> <sup>h</sup>  | 28397863 |
| Medtronic PLC | 287013 | 24020118 |
| Ryanair Holdings PLC, ADR | 196708<br> <sup>h</sup>  | 17807975 |
| Trane Technologies PLC | 120463 | 21577333 |
|  |  | **91803289** |
| **Israel - .7%**  |  |  |
| SolarEdge Technologies, Inc. | 69944<br> <sup>h</sup>  | **22321229** |
| **Japan - .4%**  |  |  |
| Sony Group Corp. | 129600 | **11569398** |
| **Netherlands - 1.3%**  |  |  |
| ASML Holding NV | 24870 | 16470487 |
| Universal Music Group NV | 855149<br> <sup>h</sup>  | 21877168 |
|  |  | **38347655** |
| **South Korea - .7%**  |  |  |
| Samsung SDI Co. | 39546 | **22187016** |
| **Switzerland - 1.9%**  |  |  |
| Lonza Group AG | 33855 | 19326972 |
| Nestle SA | 320791<br> <sup>h</sup>  | 39146591 |
|  |  | **58473563** |
| **United Kingdom - 14.0%**  |  |  |
| 3i Group PLC | 782652 | 15261599 |
| Anglo American PLC | 492751<br> <sup>h</sup>  | 21239825 |
| AstraZeneca PLC | 381615<br> <sup>h</sup>  | 49929874 |
| BAE Systems PLC | 3807425<br> <sup>h</sup>  | 40238847 |
| Burberry Group PLC | 642079 | 19529174 |
| Diageo PLC | 566072 | 24594478 |
| Informa PLC | 2347936<br> <sup>h</sup>  | 19394534 |
| Linde PLC | 83837 | 27745017 |
| Prudential PLC | 1510338<br> <sup>h</sup>  | 25028209 |
| RELX PLC | 1042388<br> <sup>h</sup>  | 30979177 |
| SDCL Energy Efficiency Income Trust PLC | 18047202 | 20914587 |
| Shell PLC | 2939198 | 86330880 |
| Unilever PLC | 730496 | 37040094 |
|  |  | **418226295** |
| **United States - 17.4%**  |  |  |
| Bank of America Corp. | 796596 | 28263226 |
| Booking Holdings, Inc. | 14490<br> <sup>h</sup>  | 35270110 |
| CME Group, Inc. | 114764 | 20274208 |
| ConocoPhillips | 633921 | 77255952 |
| Dominion Energy, Inc. | 502758 | 31995519 |
| Eli Lilly & Co. | 74848 | 25758939 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description |  |  |  | Shares |  | Value ($) |
| **Common Stocks - 48.2% (continued)** | **Common Stocks - 48.2% (continued)** | **Common Stocks - 48.2% (continued)** | **Common Stocks - 48.2% (continued)** |  |  |  |
| **United States - 17.4% (continued)** | **United States - 17.4% (continued)** | **United States - 17.4% (continued)** | **United States - 17.4% (continued)** |  |  |  |
| Exelon Corp. |  |  |  | 1453145 |  | 61308188 |
| Hess Corp. |  |  |  | 147956 |  | 22217073 |
| Hubbell, Inc. |  |  |  | 104545 |  | 23931396 |
| Lockheed Martin Corp. |  |  |  | 68932 |  | 31933438 |
| Marathon Petroleum Corp. |  |  |  | 138007 |  | 17736660 |
| Microsoft Corp. |  |  |  | 132933 |  | 32942127 |
| Newmont Corp. |  |  |  | 88039 |  | 4659904 |
| NextEra Energy, Inc. |  |  |  | 197899 |  | 14769202 |
| Norfolk Southern Corp. |  |  |  | 63488 |  | 15605985 |
| NOV, Inc. |  |  |  | 266322 |  | 6508910 |
| Schlumberger Ltd. |  |  |  | 107432 |  | 6121475 |
| TE Connectivity Ltd. |  |  |  | 91053 |  | 11577389 |
| The Cooper Companies |  |  |  | 104711 |  | 36536809 |
| The Goldman Sachs Group, Inc. |  |  |  | 47012 |  | 17197460 |
|  |  |  |  |  | **521863970** | **521863970** |
| **Total Common Stocks**<br> (cost $1,242,592,017) | **Total Common Stocks**<br> (cost $1,242,592,017) | **Total Common Stocks**<br> (cost $1,242,592,017) | **Total Common Stocks**<br> (cost $1,242,592,017) | **1444537218** | **1444537218** | **1444537218** |
| Description /Number of Contracts | Exercise<br>Price | Exercise<br>Price | Expiration Date | Notional Amount ($) |  | Value ($) |
| **Options Purchased - .9%** | **Options Purchased - .9%** | **Options Purchased - .9%** | **Options Purchased - .9%** |  |  |  |
| **Call Options - .6%**  | **Call Options - .6%**  | **Call Options - .6%**  | **Call Options - .6%**  |  |  |  |
| FTSE 100 Index, Contracts 3,260 | GBP | 7850 | 3/17/2023 | 255910000 |  | 2994223 |
| S&P 500 Index, Contracts 2,326 |  | 4100 | 2/17/2023 | 953660000 |  | 13023274 |
| S&P 500 Index, Contracts 371 |  | 4125 | 3/17/2023 | 153037500 |  | 2292409 |
|  |  |  |  |  | **18309906** | **18309906** |
| **Put Options - .3%**  | **Put Options - .3%**  | **Put Options - .3%**  | **Put Options - .3%**  |  |  |  |
| Euro Stoxx 50 Price EUR, Contracts 8,539 | EUR | 3850 | 6/16/2023 | 328751500 |  | **7909264** |
| **Total Options Purchased**<br> (cost $35,304,720) | **Total Options Purchased**<br> (cost $35,304,720) | **Total Options Purchased**<br> (cost $35,304,720) | **Total Options Purchased**<br> (cost $35,304,720) | **26219170** | **26219170** | **26219170** |
| **Exchange-Traded Funds - 6.5%** | **Exchange-Traded Funds - 6.5%** | **Exchange-Traded Funds - 6.5%** | **Exchange-Traded Funds - 6.5%** |  |  |  |
| **United States - 6.5%**  | **United States - 6.5%**  | **United States - 6.5%**  | **United States - 6.5%**  |  |  |  |
| iShares Gold Trust |  |  |  | 1787156 | <sup>h,i</sup>  | 65392038 |
| iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF |  |  |  | 1258287 |  | 63744819 |
| SPDR Gold Shares |  |  |  | 362187 | <sup>h,i</sup>  | 64979970 |
| U.S. Copper Index Fund |  |  |  | 3471 | <sup>h,i</sup>  | 88996 |
| **Total Exchange-Traded Funds**<br> (cost $175,981,967) | **Total Exchange-Traded Funds**<br> (cost $175,981,967) | **Total Exchange-Traded Funds**<br> (cost $175,981,967) | **Total Exchange-Traded Funds**<br> (cost $175,981,967) | **194205823** | **194205823** | **194205823** |
| Description | 1-Day<br>Yield (%) | 1-Day<br>Yield (%) |  | Shares |  | Value ($) |
| **Investment Companies - 14.9%** | **Investment Companies - 14.9%** | **Investment Companies - 14.9%** | **Investment Companies - 14.9%** |  |  |  |
| **Closed-end Investment Companies - 5.8%**  | **Closed-end Investment Companies - 5.8%**  | **Closed-end Investment Companies - 5.8%**  | **Closed-end Investment Companies - 5.8%**  |  |  |  |
| Aquila European Renewables PLC |  |  |  | 17643621 |  | 16925339 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | 1-Day<br>Yield (%) | Shares |  | Value ($) |
| **Investment Companies - 14.9% (continued)** | **Investment Companies - 14.9% (continued)** |  |  |  |
| **Closed-end Investment Companies - 5.8% (continued)** | **Closed-end Investment Companies - 5.8% (continued)** |  |  |  |
| BBGI Global Infrastructure SA |  | 4581649 | <sup>h</sup>  | 8657575 |
| Cordiant Digital Infrastructure Fund Ltd. |  | 8976093 | <sup>d,f</sup>  | 9412637 |
| Greencoat UK Wind PLC |  | 18901726 |  | 37285931 |
| JLEN Environmental Assets Group Ltd. Foresight Group Holdings |  | 4341058 |  | 6490778 |
| Riverstone Credit Opportunities Income PLC |  | 3871998 |  | 3611371 |
| The BioPharma Credit Fund PLC |  | 23629116 | <sup>f,h</sup>  | 22615075 |
| The Gresham House Energy Storage Fund PLC |  | 7086243 | <sup>f</sup>  | 14007463 |
| The Hipgnosis Songs Fund Ltd. |  | 12886513 | <sup>f</sup>  | 13262500 |
| The Octopus Renewables Infrastructure Trust Fund PLC |  | 9442036 |  | 11885988 |
| The Renewables Infrastructure Group Ltd. |  | 12558940 |  | 20179845 |
| US Solar Fund PLC |  | 12016238 |  | 9972879 |
|  |  |  | **174307381** | **174307381** |
| **Registered Investment Companies - 9.1%**  | **Registered Investment Companies - 9.1%**  |  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares | 4.41 | 271146709 | <sup>j</sup>  | **271146709** |
| **Total Investment Companies**<br> (cost $454,581,302) | **Total Investment Companies**<br> (cost $454,581,302) | **445454090** | **445454090** | **445454090** |
| **Investment of Cash Collateral for Securities Loaned - .9%** | **Investment of Cash Collateral for Securities Loaned - .9%** |  |  |  |
| **Registered Investment Companies - .9%**  | **Registered Investment Companies - .9%**  |  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $26,061,062) | 4.41 | 26061062 | <sup>j</sup>  | **26061062** |
| **Total Investments** (cost $2,623,611,677) | **Total Investments** (cost $2,623,611,677) | **93.9%** | **2809608851** | **2809608851** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **6.1%** | **183161944** | **183161944** |
| **Net Assets** | **Net Assets** | **100.0%** | **2992770795** | **2992770795** |

---

*ADR—American Depository Receipt* 

*ETF—Exchange-Traded Fund* 

*REIT—Real Estate Investment Trust* 

*SPDR—Standard & Poor's Depository Receipt* 

*U.S. T-BILL—U.S. Treasury Bill Money Market Yield* 

*AUD—Australian Dollar* 

*BRL—Brazilian Real* 

*EUR—Euro* 

*GBP—British Pound* 

*IDR—Indonesian Rupiah* 

*MXN—Mexican Peso* 

*<sup>a</sup> Amount stated in U.S. Dollars unless otherwise noted above.*

*<sup>b</sup> Security is a discount security. Income is recognized through the accretion of discount.*

------

*<sup>c</sup> Security issued with a zero coupon. Income is recognized through the accretion of discount.*

*<sup>d</sup> 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 January 31, 2023, these securities were valued at $30,140,873 or 1.01% of net assets.*

*<sup>e</sup> Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

*<sup>f</sup> Security, or portion thereof, on loan. At January 31, 2023, the value of the fund's securities on loan was $23,943,393 and the value of the collateral was $27,584,684, consisting of cash collateral of $26,061,062 and U.S. Government & Agency securities valued at $1,523,622. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>g</sup> 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.*

*<sup>h</sup> Non-income producing security.*

*<sup>i</sup> These securities are wholly-owned by the Subsidiary referenced in Note 1.*

*<sup>j</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** |  |  |
| Description | Number of<br>Contracts | Expiration  | Notional<br>Value ($) | Market<br>Value ($) | Unrealized Appreciation (Depreciation) ($) |
| **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** |  |
| Australian 10 Year Bond | 1184 | 3/15/2023 | 102094969<sup>a</sup> | 100642828 | (1452141) |
| Euro-Bond | 591 | 3/8/2023 | 87878344<sup>a</sup> | 87907623 | 29279 |
| Hang Seng | 1251 | 2/27/2023 | 179837577<sup>a</sup> | 174715456 | (5122121) |
| Mini MSCI Emerging Markets Index | 1128 | 3/17/2023 | 59435963 | 58915440 | (520523) |
| U.S. Treasury Long Bond | 2010 | 3/22/2023 | 256530604 | 261048750 | 4518146 |
| **Futures Short** | **Futures Short** | **Futures Short** | **Futures Short** | **Futures Short** |  |
| DAX | 310 | 3/17/2023 | 122087704<sup>a</sup> | 127847209 | (5759505) |
| DJ Euro Stoxx 50 | 4157 | 3/17/2023 | 178381907<sup>a</sup> | 188499275 | (10117368) |
| E-mini Nasdaq-100 | 807 | 3/17/2023 | 190619501 | 196133280 | (5513779) |
| Standard & Poor's 500 E-mini | 2368 | 3/17/2023 | 471262583 | 484256000 | (12993417) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **4547425** | **4547425** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(41478854)** | **(41478854)** |

---

*<sup>a</sup> Notional amounts in foreign currency have been converted to USD using relevant foreign exchange rates.*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Options Written** | **Options Written** | **Options Written** | **Options Written** |  |  |
| Description/ Contracts | Exercise Price | Expiration Date | Notional Amount | <sup>a</sup>  | Value ($) |
| **Call Options:** |  |  |  |  |  |
| Euro Stoxx 50 Price EUR,<br>Contracts 3,557 | 4300 | 3/17/2023 | 152951000 | EUR | (1314778) |
| FTSE 100 Index,<br>Contracts 3,260 | 8050 | 3/17/2023 | 262430000 | GBP | (763627) |
| S&P 500 Index,<br>Contracts 2,326 | 4225 | 2/17/2023 | 982735000 |  | (2930760) |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Options Written** | **Options Written** | **Options Written** | **Options Written** |  |  |
| Description/ Contracts | Exercise Price | Expiration Date | Notional Amount | <sup>a</sup>  | Value ($) |
| **Call Options:(continued)** |  |  |  |  |  |
| S&P 500 Index,<br>Contracts 746 | 4300 | 3/17/2023 | 320780000 |  | (1439780) |
| **Put Options:** |  |  |  |  |  |
| Euro Stoxx 50 Price EUR,<br>Contracts 8,539 | 3550 | 6/16/2023 | 303134500 | EUR | (3852517) |
| Hang Seng Index February Future,<br>Contracts 946 | 19700 | 2/17/2023 | 931810000 | HKD | (199065) |
| Meta Platforms Inc,<br>Contracts 2,282 | 125.00 | 2/3/2023 | 28525000 |  | (257866) |
| Paypal Holdings Inc,<br>Contracts 2,858 | 75.00 | 2/10/2023 | 21435000 |  | (434416) |
| S&P 500 Index,<br>Contracts 371 | 3800 | 3/17/2023 | 140980000 |  | (1036945) |
| Tesla Inc,<br>Contracts 1,730 | 145.00 | 2/10/2023 | 25085000 |  | (134940) |
| **Total Options Written**<br>(premiums received $21,770,170) | **Total Options Written**<br>(premiums received $21,770,170) |  |  |  | **(12364694)** |

---

*<sup>a</sup> Notional amount stated in U.S. Dollars unless otherwise indicated.*

*EUR—Euro*

*GBP—British Pound*

*HKD—Hong Kong Dollar*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |
| Counterparty/ Purchased<br>Currency | Purchased Currency<br>Amounts | Currency <br>Sold | Sold <br>Currency <br>Amounts | Settlement Date | Unrealized Appreciation (Depreciation) ($) |
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| Hong Kong Dollar | 108343661 | United States Dollar | 13894414 | 2/15/2023 | (65154) |
| **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** |
| Australian Dollar | 13732575 | United States Dollar | 9667288 | 3/16/2023 | 42818 |
| Japanese Yen | 1637418344 | United States Dollar | 12476492 | 2/15/2023 | 128669 |
| Swiss Franc | 11111643 | United States Dollar | 11746205 | 2/15/2023 | 410653 |
| Hong Kong Dollar | 183483323 | United States Dollar | 23520489 | 2/15/2023 | (100213) |
| United States Dollar | 38010377 | Hong Kong Dollar | 297609802 | 2/15/2023 | 22708 |
| Euro | 34333306 | United States Dollar | 37362507 | 4/18/2023 | 142637 |
| **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** |
| Swiss Franc | 2211132 | United States Dollar | 2260484 | 2/15/2023 | 158637 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** |  |
| Counterparty/ Purchased<br>Currency | Purchased Currency<br>Amounts | Currency <br>Sold | Sold <br>Currency <br>Amounts | Settlement Date | Unrealized Appreciation (Depreciation) ($) |
| **Citigroup Global Markets Inc.(continued)** | **Citigroup Global Markets Inc.(continued)** | **Citigroup Global Markets Inc.(continued)** | **Citigroup Global Markets Inc.(continued)** | **Citigroup Global Markets Inc.(continued)** | **Citigroup Global Markets Inc.(continued)** |
| United States Dollar | 11379492 | Japanese Yen | 1637418344 | 2/15/2023 | (1225669) |
| **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** |
| United States Dollar | 1711834 | Hong Kong Dollar | 13418766 | 2/15/2023 | (971) |
| British Pound | 1263106 | United States Dollar | 1554737 | 4/18/2023 | 5096 |
| **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** |
| Danish Krone | 3163187 | United States Dollar | 456220 | 3/16/2023 | 7509 |
| United States Dollar | 8811049 | Danish Krone | 61838472 | 3/16/2023 | (254583) |
| Euro | 18798040 | United States Dollar | 20465287 | 4/18/2023 | 69385 |
| United States Dollar | 24945107 | Euro | 23168764 | 4/18/2023 | (364073) |
| United States Dollar | 65490531 | Swiss Franc | 63714100 | 2/15/2023 | (4216829) |
| Japanese Yen | 1962384789 | United States Dollar | 15447993 | 4/18/2023 | (208679) |
| **State Street Bank and Trust Company** | **State Street Bank and Trust Company** | **State Street Bank and Trust Company** | **State Street Bank and Trust Company** | **State Street Bank and Trust Company** | **State Street Bank and Trust Company** |
| United States Dollar | 589904494 | British Pound | 489534298 | 4/18/2023 | (14630372) |
| Hong Kong Dollar | 53095430 | United States Dollar | 6783204 | 2/15/2023 | (5969) |
| Japanese Yen | 7841661877 | United States Dollar | 61308854 | 4/18/2023 | (412769) |
| Euro | 311343700 | United States Dollar | 339123712 | 4/18/2023 | 983069 |
| United States Dollar | 884876168 | Euro | 827278697 | 4/18/2023 | (18829590) |
| Swiss Franc | 2448024 | United States Dollar | 2657524 | 2/15/2023 | 20773 |
| British Pound | 53295833 | United States Dollar | 65536002 | 4/18/2023 | 279998 |
| Danish Krone | 62986389 | United States Dollar | 9243307 | 3/16/2023 | (9389) |
| Australian Dollar | 29867129 | United States Dollar | 20178357 | 3/16/2023 | 940259 |
| United States Dollar | 108100020 | Australian Dollar | 160274158 | 3/16/2023 | (5227525) |
| United States Dollar | 15433798 | South Korean Won | 20956781930 | 2/15/2023 | (1588657) |
| **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** |
| Euro | 85934490 | United States Dollar | 93309387 | 4/18/2023 | 564048 |
| United States Dollar | 3846687 | Hong Kong Dollar | 30092602 | 2/15/2023 | 5591 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** | **Forward Foreign Currency Exchange Contracts(continued)** |  |
| Counterparty/ Purchased<br>Currency | Purchased Currency<br>Amounts | Currency <br>Sold | Sold <br>Currency <br>Amounts | Settlement Date | Unrealized Appreciation (Depreciation) ($) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **3781850** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(47140442)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | | |
| Received<br>Reference<br>Entity | Paid<br>Reference<br>Entity | Counterparties | Maturity Date | Notional<br>Amount | Unrealized Appreciation ($) |
| Barclays NIM3 Index at maturity<sup>1</sup> | Fixed Coupon Rate of 0.60% Payable to Barclays Capital, Inc.at maturity | Barclays Capital, Inc. | 11/30/23 | 56932037 | 681747 |
| Barclays NIF3 Index at maturity<sup>1</sup> | Fixed Coupon Rate of 0.60% Payable to Barclays Capital, Inc.at maturity | Barclays Capital, Inc. | 12/1/23 | 58495655 | 934249 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **1615996** |

---

*<sup>1</sup> Underlying reference is the Index which is a basket of underlying securities listed within Custom Basket Table. Payment to or from Counterparties is based on the comparative variance of the underlying components.*

*See notes to financial statements.*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Custom Basket**  | **Custom Basket**  | **Custom Basket**  | **Custom Basket**  | **Custom Basket**  | | |
| Underlying | Effective<br>Date | Termination<br>Date | Volatility<br>Strike (%) | Vega <br>Notional |  | Index (%) |
| **Barclays NIF3 Index** | **Barclays NIF3 Index**  | **Barclays NIF3 Index**  | **Barclays NIF3 Index**  | **Barclays NIF3 Index**  |  |  |
| S&P 500 Variance Swap | 01/27/2023 | 3/2/2023 | 19.53 | 86343 | USD | 100% |
| **Barclays NIM3 Index** | **Barclays NIM3 Index**  | **Barclays NIM3 Index**  | **Barclays NIM3 Index**  | **Barclays NIM3 Index**  |  |  |
| S&P 500 Variance Swap | 01/30/2023 | 6/2/2023 | 21.10 | 97112 | USD | 100% |

---

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Global Real Return Fund

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 in valuing the fund's investments:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Corporate Bonds | - | 324387085 |  | - | **324387085** |
| Equity Securities - Common Stocks | 701749123 | 742788095 | <sup>††</sup>  | - | **1444537218** |
| Exchange-Traded Funds | 194205823 | - |  | - | **194205823** |
| Foreign Governmental | - | 213153282 |  | - | **213153282** |
| Investment Companies | 297207771 | 174307381 | <sup>††</sup>  | - | **471515152** |
| U.S. Treasury Securities | - | 135591121 |  | - | **135591121** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>†††</sup> | - | 3781850 |  | - | **3781850** |
| Futures<sup>†††</sup> | 4547425 | - |  | - | **4547425** |
| Options Purchased | 26219170 | - |  | - | **26219170** |
| Swap Agreements<sup>†††</sup> | - | 1615996 |  | - | **1615996** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>†††</sup> | - | (47140442) |  | - | **(47140442)** |
| Futures<sup>†††</sup> | (41478854) | - |  | - | **(41478854)** |
| Options Written | (12229754) | (134940) |  | - | **(12364694)** |

---

*<sup>†</sup> See Consolidated Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> Securities classified within Level 2 at period end as the values were determined pursuant to the fund's fair valuation procedures.*

*<sup>†††</sup> Amount shown represents unrealized appreciation (depreciation) at period end.*

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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:

The Company's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

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Investments in debt securities excluding short-term investments (other than U.S. Treasury Bills), are valued each business day by one or more independent pricing services (each, a "Service") approved by 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. The Services are engaged under the general supervision of the Board. These securities are generally categorized within Level 2 of the fair value hierarchy.

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board.These securities are generally categorized within Level 2 of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a Service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

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

------

either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

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

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

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

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2023 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.

**Options Transactions**: The fund purchases and writes (sells) put and call options to hedge against changes in the values of interest rates, foreign currencies, or as a substitute for an investment. The fund is subject to market riskinterest rate risk and currency risk in the course of pursuing its investment objectives through its investments in options contracts. A call option gives the purchaser of the option the right (but not the obligation) to buy, and obligates the writer to sell, the underlying financial instrument at the exercise price at any time during the option period, or at a specified date. Conversely, a put option gives the purchaser of the option the right (but not the obligation) to sell, and obligates the writer to buy the underlying financial instrument at the exercise price at any time during the option period, or at a specified date.

As a writer of call options, the fund receives a premium at the outset and then bears the market risk of unfavorable changes in the price of the financial instrument underlying the option. Generally, the fund realizes a gain, to the extent of the premium, if the price of the underlying financial instrument decreases between the date the option is written and the date on which the option is terminated. Generally, the fund incurs a loss if the price of the financial instrument increases between those dates. The maximum payout for those contracts is limited to the number of call option contracts written and the related strike prices, respectively.

As a writer of put options, the fund receives a premium at the outset and then bears the market risk of unfavorable changes in the price of the financial instrument underlying the option. Generally, the fund realizes a gain, to the extent of the premium, if the price of the underlying financial instrument increases between the date the option is written and the date on which the option is terminated. Generally, the fund incurs a loss if the price of the financial instrument decreases between those dates. The maximum payout for those contracts is limited to the number of put option contracts written and the related strike prices, respectively.

As a writer of an option, the fund has no control over whether the underlying financial instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the financial instrument underlying the written option. There is a risk of loss from a change in value of such options which may exceed the related premiums received. The Statement of Operations reflects any unrealized gains or losses which occurred during the period as well as any realized gains or losses which occurred upon the expiration or closing of the option transaction.

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

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

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

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

**Total Return Swaps**: Total return swaps involve commitments to pay interest in exchange for a market-linked return based on a notional principal amount. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the specific reference entity, the fund either receives a payment from or makes a

------

payment to the counterparty, respectively. Total return swaps are subject to general market risk, liquidity risk, counterparty risk and credit risk. This risk is mitigated by Master Agreements 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. The underlying reference asset could be a security, an index, or basket of investments.

At January 31, 2023, accumulated net unrealized appreciation on investments was $185,997,174, consisting of $286,686,402 gross unrealized appreciation and $100,689,228 gross unrealized depreciation.

At January 31, 2023, 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.

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BNY Mellon Advantage Funds, Inc.

- **b. Investment Company Act file number:** 811-07123

- **c. CIK number of Registrant:** 0000914775

- **d. LEI of Registrant:** 549300SWCD16M4CV8Q16

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

**Item A.2. Information about the Series.**

- **a. Name of Series:** BNY Mellon Global Real Return Fund

- **b. EDGAR series identifier (if any):** S000028808

- **c. LEI of Series:** 5493000A8ZNCNJ3H1S06

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2995733262.78

**Total Liabilities:** $2962467.59

**Net Assets:** $2992770795.19

**Amount of Assets Invested in Other Investment Companies:** $160960230.39

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -852.45100087 | **1-Year:** -20820.2135756 | **5-Year:** -38077.99842938 | **10-Year:** -23824.45569194 | **30-Year:** -338.61007193

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -73.77055557 | **1-Year:** -3424.17375869 | **5-Year:** -11925.07401323 | **10-Year:** -5404.03891004 | **30-Year:** 0.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088313 | 1.86%                | 0.07%                | 1.38%                |
| Class ID C000088314 | 1.79%                | -0.05%               | 1.35%                |
| Class ID C000088315 | 1.92%                | 0.02%                | 1.44%                |
| Class ID C000130431 | 1.85%                | 0.07%                | 1.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43426046.32            | $202556508.57                              |
| Month 2  | $4844357.38              | $-48146556.24                              |
| Month 3  | $-1797578.34             | $125930147.11                              |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                               | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SPDR GOLD SHARES                                                   | SPDR GOLD SHARES                                                   | CUSIP: 78463V107<br>LEI: N/A                  | Long             | EC               | RF                | US        |       512545 | NS      | $91955698.45   | 3.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ISHARES GOLD TRUST                                                 | ISHARES GOLD TRUST                                                 | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |      1875227 | NS      | $68614555.93   | 2.29%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED STATES COPPER INDEX FUND                                    | UNITED STATES COPPER INDEX FUND                                    | CUSIP: 911718104<br>LEI: 54930051JW65R2UMMD48 | Long             | EC               | RF                | US        |         3471 | NS      | $88996.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US SOLAR FUND PLC/FUND                                             | US SOLAR FUND PLC/FUND                                             | CUSIP: N/A<br>LEI: 2138007BIUWE7AHS5Y90       | Long             | EC               | RF                | GB        |     12016238 | NS      | $9972879.13    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                      | UNICREDIT SPA                                                      | CUSIP: EK1429340<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      5625000 | PA      | $5572265.63    | 0.19%             | 2170-06-03      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| GREENCOAT UK WIND PLC/FUNDS                                        | GREENCOAT UK WIND PLC/FUNDS                                        | CUSIP: N/A<br>LEI: 213800ZPBBK8H51RX165       | Long             | EC               | RF                | GB        |     18901726 | NS      | $37285931.07   | 1.25%             |  |  |  | No            | 2                  | On Loan: No      |
| RIVERSTONE CREDIT OPPORTUNITIE                                     | RIVERSTONE CREDIT OPPORTUNITIES INCOME PLC                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3871998 | NS      | $3611371.09    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                | INTESA SANPAOLO SPA                                                | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      9506000 | PA      | $8997401.24    | 0.30%             | 2170-03-17      | Variable      | 7.70%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC/THE                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        47012 | NS      | $17197459.72   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| LONZA GROUP AG                                                     | LONZA GROUP AG                                                     | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        33855 | NS      | $19326971.66   | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| HOUSING DEVELOPMENT FINANCE CORP LTD                               | HOUSING DEVELOPMENT FINANCE CORP LTD                               | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |       559848 | NS      | $17974228.80   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| JLEN ENVIRONMENTAL ASSETS GROUP LTD FORESIGHT GROUP HOLDINGS       | JLEN ENVIRONMENTAL ASSETS GROUP LTD FORESIGHT GROUP HOLDINGS       | CUSIP: N/A<br>LEI: 213800JWJN54TFBMBI68       | Long             | EC               | RF                | GG        |      4341058 | NS      | $6490777.59    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN PLC                                                 | ANGLO AMERICAN PLC                                                 | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       492751 | NS      | $21239825.10   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT                                              | BANIJAY ENTERTAINMENT SASU                                         | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $483120.00     | 0.02%             | 2025-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV                                                       | CUSIP: AX2850722<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     19227000 | PA      | $18926578.13   | 0.63%             | 2170-04-16      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC PLC                                                      | MEDTRONIC PLC                                                      | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       287013 | NS      | $24020117.97   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| SANOFI                                                             | SANOFI                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       229230 | NS      | $22525667.76   | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                               | LOCKHEED MARTIN CORP                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        68932 | NS      | $31933438.32   | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML HOLDING NV                                                    | ASML HOLDING NV                                                    | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        24870 | NS      | $16470487.20   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| BIOPHARMA CREDIT PLC/THE FUND                                      | BIOPHARMA CREDIT PLC/THE FUND                                      | CUSIP: N/A<br>LEI: 213800AV55PYXAS7SY24       | Long             | EC               | RF                | GB        |     23629116 | NS      | $22615075.09   | 0.76%             |  |  |  | No            | 2                  | On Loan: —       |
| LONGI GREEN ENERGY TECHNOLOGY CO LTD                               | LONGI GREEN ENERGY TECHNOLOGY CO LTD                               | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |      2197519 | NS      | $15745952.54   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                | LVMH MOET HENNESSY LOUIS VUITTON SE                                | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        26817 | NS      | $23426906.58   | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                              | NORFOLK SOUTHERN CORP                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        63488 | NS      | $15605985.28   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGMA ALIMENTOS SA                                                 | SIGMA ALIMENTOS SA DE CV                                           | CUSIP: JK9193380<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |     13823000 | PA      | $13424543.59   | 0.45%             | 2026-05-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CME GROUP INC                                                      | CME GROUP INC                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       114764 | NS      | $20274208.24   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE SA                                                | CUSIP: EJ9873484<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     11944000 | PA      | $12019008.32   | 0.40%             | 2170-06-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                                                     | CONOCOPHILLIPS                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       633921 | NS      | $77255952.27   | 2.58%             |  |  |  | No            | 1                  | On Loan: No      |
| INFORMA PLC                                                        | INFORMA PLC                                                        | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |      2347936 | NS      | $19394533.61   | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAGEO PLC                                                         | DIAGEO PLC                                                         | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       566072 | NS      | $24594478.01   | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                     | MICROSOFT CORP                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       132933 | NS      | $32942126.73   | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                | SPRINT CAPITAL CORP                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      4597000 | PA      | $5683500.95    | 0.19%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL PLC                                                     | PRUDENTIAL PLC                                                     | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      1510338 | NS      | $25028208.77   | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                             | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                       | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3125000 | PA      | $3074281.25    | 0.10%             | 2026-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NEWMONT CORP                                                       | NEWMONT CORP                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        88039 | NS      | $4659904.27    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SCHLUMBERGER LTD                                                   | SCHLUMBERGER LTD                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       107432 | NS      | $6121475.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BAE SYSTEMS PLC                                                    | BAE SYSTEMS PLC                                                    | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      3807425 | NS      | $40238846.89   | 1.34%             |  |  |  | No            | 2                  | On Loan: No      |
| LINK REIT                                                          | LINK REIT                                                          | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |      2153100 | NS      | $17321821.56   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| BAYER AG                                                           | BAYER AG                                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       635888 | NS      | $39442328.49   | 1.32%             |  |  |  | No            | 2                  | On Loan: No      |
| BALL CORP                                                          | BALL CORP                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      6402000 | PA      | $5257929.05    | 0.18%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BARRICK GOLD CORP                                                  | BARRICK GOLD CORP                                                  | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       969667 | NS      | $18956989.85   | 0.63%             |  |  |  | No            | 1                  | On Loan: —       |
| SPRINT LLC                                                         | SPRINT LLC                                                         | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      3786000 | PA      | $3871230.43    | 0.13%             | 2024-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| SAMSUNG SDI CO LTD                                                 | SAMSUNG SDI CO LTD                                                 | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |        39546 | NS      | $22187016.35   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                           | RELX PLC                                                           | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      1042388 | NS      | $30979177.07   | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                | DOMINION ENERGY INC                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       502758 | NS      | $31995519.12   | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| RYANAIR HOLDINGS PLC                                               | RYANAIR HOLDINGS PLC                                               | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       196708 | NS      | $17807975.24   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| LINDE PLC                                                          | LINDE PLC                                                          | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |        83837 | NS      | $27745016.78   | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| NARI TECHNOLOGY CO LTD                                             | NARI TECHNOLOGY CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2103988 | NS      | $8235036.74    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| UNILEVER PLC                                                       | UNILEVER PLC                                                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       730496 | NS      | $37040094.35   | 1.24%             |  |  |  | No            | 2                  | On Loan: No      |
| TE CONNECTIVITY LTD                                                | TE CONNECTIVITY LTD                                                | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |        91053 | NS      | $11577388.95   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIRLINES INC                                                | UNITED AIRLINES INC                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      1224000 | PA      | $1163442.48    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                           | UNIVERSAL MUSIC GROUP NV                                           | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       855149 | NS      | $21877168.47   | 0.73%             |  |  |  | No            | 2                  | On Loan: No      |
| OZ MINERALS LTD                                                    | OZ MINERALS LTD                                                    | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Long             | EC               | CORP              | AU        |       582125 | NS      | $11535858.33   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                               | BANK OF AMERICA CORP                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       796596 | NS      | $28263226.08   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| ELI LILLY & CO                                                     | ELI LILLY & CO                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        74848 | NS      | $25758939.20   | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| HUBBELL INC                                                        | HUBBELL INC                                                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       104545 | NS      | $23931395.95   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| BOOKING HOLDINGS INC                                               | BOOKING HOLDINGS INC                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        14490 | NS      | $35270109.00   | 1.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ASTRAZENECA PLC                                                    | ASTRAZENECA PLC                                                    | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       381615 | NS      | $49929873.66   | 1.67%             |  |  |  | No            | 2                  | On Loan: No      |
| SHELL PLC                                                          | SHELL PLC                                                          | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      2939198 | NS      | $86330880.36   | 2.88%             |  |  |  | No            | 2                  | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                                         | SOLAREDGE TECHNOLOGIES INC                                         | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        69944 | NS      | $22321228.72   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA GROUP LTD                                                      | AIA GROUP LTD                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      2902200 | NS      | $32773128.49   | 1.10%             |  |  |  | No            | 2                  | On Loan: No      |
| NESTE OYJ                                                          | NESTE OYJ                                                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |       300576 | NS      | $14333295.28   | 0.48%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                             | TRANE TECHNOLOGIES PLC                                             | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       120463 | NS      | $21577332.56   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| NESTLE SA                                                          | NESTLE SA                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       320791 | NS      | $39146591.23   | 1.31%             |  |  |  | No            | 2                  | On Loan: No      |
| EXELON CORP                                                        | EXELON CORP                                                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1453145 | NS      | $61308187.55   | 2.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY INC                                                 | NEXTERA ENERGY INC                                                 | CUSIP: 65339F101<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |       197899 | NS      | $14769202.37   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                            | MARATHON PETROLEUM CORP                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       138007 | NS      | $17736659.64   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| BURBERRY GROUP PLC                                                 | BURBERRY GROUP PLC                                                 | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       642079 | NS      | $19529173.78   | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| HESS CORP                                                          | HESS CORP                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       147956 | NS      | $22217072.96   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| ALAMOS GOLD INC                                                    | ALAMOS GOLD INC                                                    | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |       351764 | NS      | $3883474.56    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| MERRILL LYNCH INTL CO CV                                           | MERRILL LYNCH INTERNATIONAL & CO CV                                | CUSIP: BT7625267<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |     58934900 | PA      | $58929006.51   | 1.97%             | 2025-01-24      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| SONY GROUP CORP                                                    | SONY GROUP CORP                                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       129600 | NS      | $11569397.63   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| ICON PLC                                                           | ICON PLC                                                           | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |       123089 | NS      | $28397863.19   | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| 8MNFGSDR3SP7LQ0P_1047200_L                                         | CHF/USD FWD 20230215 908                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | CH        |      2211132 | NC      | $2419121.45    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| VO77UD6TBBQRRROQ_1047200_S                                         | HKD/USD FWD 20230215 00642                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | HK        |    -30092602 | NC      | $-3841096.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                    | UNITED STATES TREASURY NOTE/BOND                                   | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1975800 | PA      | $1924861.41    | 0.06%             | 2024-04-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FQBV06FP1DNPRLO7_1047200_S                                         | CHF/USD FWD 20230215 9787                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | CH        |    -63714100 | NC      | $-69707359.70  | -2.33%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPER COS INC/THE                                                 | COOPER COS INC/THE                                                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       104711 | NS      | $36536809.23   | 1.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS SA                                                     | CUSIP: AX7277939<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      7505000 | PA      | $7429950.00    | 0.25%             | 2171-09-25      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| 961HEEO4RFBIGT1I_1047200_S                                         | JPY/USD FWD 20230215 908                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | JP        |  -1637418344 | NC      | $-12605160.82  | -0.42%            |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                           | SVENSKA HANDELSBANKEN AB                                           | CUSIP: AX2180153<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      3400000 | PA      | $3352230.00    | 0.11%             | 2171-03-01      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| HJV8DDIF412E5BLS_1047200_S                                         | HKD/USD FWD 20230215 00187                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | HK        |    -13418766 | NC      | $-1712805.31   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| HVBPMRGL14IM5B6L_1047200_S                                         | HKD/USD FWD 20230215 00438                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | HK        |   -232269165 | NC      | $-29647424.92  | -0.99%            |  |  |  | No            | 2                  | On Loan: No      |
| SJCVDM1D1IPVDQGI_1047200_S                                         | KRW/USD FWD 20230215 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | KR        | -20956781930 | NC      | $-17022454.89  | -0.57%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                        | BANK MANDIRI PERSERO TBK PT                                        | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     26103000 | NS      | $17360223.82   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA                                                 | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6996000 | PA      | $7009992.00    | 0.23%             | 2167-03-23      | Variable      | 7.88%                 | Yes           | 2                  | On Loan: No      |
| GQITNG426NC840MI_1047200_L                                         | CHF/USD FWD 20230215 00438                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | CH        |     11111643 | NC      | $12156857.92   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC                                           | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     12438000 | PA      | $12362376.96   | 0.41%             | 2170-06-27      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG                                             | CUSIP: BK7905080<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      9685000 | PA      | $7287962.50    | 0.24%             | 2171-02-11      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| BYM35BAP9_1047200_L                                                | TRSWAP: BXIINIF3 INDEX 01/12/2023 - BARC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |       221850 | NC      | $987188.13     | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO STOXX 50 PRICE EUR                                            | SX5E 06/16/23 P3550                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | XX        |        -8539 | NC      | $-3852517.15   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                                    | UNITED STATES TREASURY NOTE/BOND                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95497000 | PA      | $88633153.13   | 2.96%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OU3HQEIG2N01583O_1047200_L                                         | GBP/USD FWD 20230418 00187                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | GB        |      1263106 | NC      | $1559832.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                        | B3 SA - BRASIL BOLSA BALCAO                                        | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      5939370 | NS      | $15175152.95   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| 8JRSD09RIUBKVUL0_1047200_L                                         | HKD/USD FWD 20230215 229                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | HK        |    108343661 | NC      | $13829259.52   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| HVBPMRGL14IM5B6L_1047200_L                                         | HKD/USD FWD 20230215 00438                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | HK        |    183483323 | NC      | $23420276.44   | 0.78%             |  |  |  | No            | 2                  | On Loan: No      |
| NOV INC                                                            | NOV INC                                                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       266322 | NS      | $6508909.68    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P 500 INDEX                                                      | SPX US 02/17/23 C4100                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |         2326 | NC      | $13023274.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| 3BQSMQMJKS1UQALK_1047200_S                                         | GBP/USD FWD 20230418 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |   -489534298 | NC      | $-604534866.27 | -20.20%           |  |  |  | No            | 2                  | On Loan: No      |
| P03FQQF41EAVNRJ2_1047200_L                                         | AUD/USD FWD 20230316 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | AU        |     29867129 | NC      | $21118616.19   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| 0O2TBS4NM2RP1T0B_1047200_L                                         | DKK/USD FWD 20230316 9787                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | DK        |      3163187 | NC      | $463728.98     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| G3UK9VUEE34A2FPL_1047200_L                                         | GBP/USD FWD 20230418 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | GB        |     53295833 | NC      | $65815999.78   | 2.20%             |  |  |  | No            | 2                  | On Loan: No      |
| FTSE 100 INDEX                                                     | UKX 03/17/23 C8050                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | GB        |        -3260 | NC      | $-763627.29    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| EURO STOXX 50 PRICE EUR                                            | SX5E 03/17/23 C4300                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | XX        |        -3557 | NC      | $-1314777.47   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| 5J1FA7BEDOFKS664_1047200_L                                         | JPY/USD FWD 20230418 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | JP        |   7841661877 | NC      | $60896084.50   | 2.03%             |  |  |  | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                    | UNITED STATES TREASURY NOTE/BOND                                   | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1571300 | PA      | $1560086.10    | 0.05%             | 2023-03-31      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| 2P8P56DVLCF9K5SJ_1047200_L                                         | AUD/USD FWD 20230316 00438                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | AU        |     13732575 | NC      | $9710105.74    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                                | PYPL US 02/10/23 P75                                               | CUSIP: N/A<br>LEI: 5493005X2GO78EFZ3E94       | Short            | DE               |  | US        |        -2858 | NC      | $-434416.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FTSE 100 INDEX                                                     | UKX 03/17/23 C7850                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | GB        |         3260 | NC      | $2994222.79    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| J58BF659K2GS47AM_1047200_L                                         | DKK/USD FWD 20230316 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | DK        |     62986389 | NC      | $9233918.39    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| 831N4S9UV8C0PV5A_1047200_L                                         | JPY/USD FWD 20230215 00438                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | JP        |   1637418344 | NC      | $12605160.82   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| E4HF97D0US90RQTR_1047200_L                                         | CHF/USD FWD 20230215 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | CH        |      2448024 | NC      | $2678296.93    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| 0O2TBS4NM2RP1T0B_1047200_S                                         | DKK/USD FWD 20230316 9787                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | DK        |    -61838472 | NC      | $-9065631.80   | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO STOXX 50 PRICE EUR                                            | SX5E 06/16/23 P3850                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | XX        |         8539 | NC      | $7909264.12    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| B7J7778Q96O47NE0_1047200_L                                         | EUR/USD FWD 20230418 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | XX        |    311343700 | NC      | $340106780.89  | 11.36%            |  |  |  | No            | 2                  | On Loan: No      |
| P03FQQF41EAVNRJ2_1047200_S                                         | AUD/USD FWD 20230316 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | AU        |   -160274158 | NC      | $-113327545.44 | -3.79%            |  |  |  | No            | 2                  | On Loan: No      |
| S&P 500 INDEX                                                      | SPX US 03/17/23 C4125                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |          371 | NC      | $2292409.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| META PLATFORMS INC                                                 | META US 02/03/23 P125                                              | CUSIP: N/A<br>LEI: BQ4BKCS1HXDV9HN80Z93       | Short            | DE               |  | US        |        -2282 | NC      | $-257866.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| S&P 500 INDEX                                                      | SPX US 03/17/23 P3800                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | US        |         -371 | NC      | $-1036945.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| S&P 500 INDEX                                                      | SPX US 02/17/23 C4225                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | US        |        -2326 | NC      | $-2930760.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| S&P 500 INDEX                                                      | SPX US 03/17/23 C4300                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | US        |         -746 | NC      | $-1439780.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| IAO9UFCLTS2OPCD3_1047200_L                                         | JPY/USD FWD 20230418 9787                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | JP        |   1962384789 | NC      | $15239314.30   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| N4LP6J4V8JBS1U99_1047200_L                                         | EUR/USD FWD 20230418 00642                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | XX        |     85934490 | NC      | $93873435.51   | 3.14%             |  |  |  | No            | 2                  | On Loan: No      |
| BYM34VNW7_1047200_L                                                | TRSWAP: BXIINIM3 INDEX 30/11/2023 - BARC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |       300536 | NC      | $739018.02     | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG                                             | CUSIP: AU3887497<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      2650000 | PA      | $2173397.50    | 0.07%             | 2170-03-12      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| EV035SIBJI266CDN_1047200_S                                         | EUR/USD FWD 20230418 9787                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        |    -23168764 | NC      | $-25309179.97  | -0.85%            |  |  |  | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                                        | SWEDBANK AB                                                        | CUSIP: ZR2768276<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     13400000 | PA      | $13039875.00   | 0.44%             | 2171-03-17      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| EV035SIBJI266CDN_1047200_L                                         | EUR/USD FWD 20230418 9787                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | XX        |     18798040 | NC      | $20534672.35   | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG                                                       | CUSIP: AW9406694<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3604000 | PA      | $3590376.88    | 0.12%             | 2171-07-31      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY FRN                                                    | UNITED STATES TREASURY FLOATING RATE NOTE                          | CUSIP: 91282CDE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1585400 | PA      | $1585737.96    | 0.05%             | 2023-10-31      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| US TREASURY FRN                                                    | UNITED STATES TREASURY FLOATING RATE NOTE                          | CUSIP: 91282CEL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41938900 | PA      | $41887283.28   | 1.40%             | 2024-04-30      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| 3I GROUP PLC                                                       | 3I GROUP PLC                                                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       782652 | NS      | $15261599.06   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| OCTOPUS RENEWABLES INFRASTRUCTURE TRUST PLC/THE FUND               | OCTOPUS RENEWABLES INFRASTRUCTURE TRUST PLC/THE FUND               | CUSIP: N/A<br>LEI: 213800B81BFJKWM2JV13       | Long             | EC               | RF                | GB        |     10182857 | NS      | $12818561.66   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| CORDIANT DIGITAL INFRASTRUCTURE LTD/FUND                           | CORDIANT DIGITAL INFRASTRUCTURE LTD/FUND                           | CUSIP: N/A<br>LEI: 213800T8RBBWZQ7FTF84       | Long             | EC               | RF                | GG        |      9080593 | NS      | $9522218.92    | 0.32%             |  |  |  | Yes           | 2                  | On Loan: —       |
| 3BSA7IHF4SJHUE03_1047200_L                                         | HKD/USD FWD 20230215 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | HK        |     53095430 | NC      | $6777235.24    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| B7J7778Q96O47NE0_1047200_S                                         | EUR/USD FWD 20230418 00189                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        |   -827278697 | NC      | $-903705757.50 | -30.20%           |  |  |  | No            | 2                  | On Loan: No      |
| BBGI GLOBAL INFRASTRUCTURE SA                                      | BBGI GLOBAL INFRASTRUCTURE SA                                      | CUSIP: N/A<br>LEI: 529900CV0RWCOP5YHK95       | Long             | EC               | RF                | LU        |      5208752 | NS      | $9842561.59    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES TRUST ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | ISHARES TRUST ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             | EC               | RF                | US        |      1258287 | NS      | $63744819.42   | 2.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SDCL ENERGY EFFICIENCY INCOME TRUST PLC                            | SDCL ENERGY EFFICIENCY INCOME TRUST PLC                            | CUSIP: N/A<br>LEI: 213800ZPSC7XUVD3NL94       | Long             | EC               | CORP              | GB        |     18561335 | NS      | $21510406.61   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| GRESHAM HOUSE ENERGY STORAGE FUND PLC/THE FUND                     | GRESHAM HOUSE ENERGY STORAGE FUND PLC/THE FUND                     | CUSIP: N/A<br>LEI: 213800MSJXKH25C23D82       | Long             | EC               | RF                | GB        |      7591693 | NS      | $15006592.47   | 0.50%             |  |  |  | No            | 2                  | On Loan: —       |
| AQUILA EUROPEAN RENEWABLES PLC                                     | AQUILA EUROPEAN RENEWABLES PLC                                     | CUSIP: N/A<br>LEI: 213800UKH1TZIC9ZRP41       | Long             | EC               | RF                | GB        |     18518621 | NS      | $17764717.18   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| RENEWABLES INFRASTRUCTURE GROUP LTD/THE                            | RENEWABLES INFRASTRUCTURE GROUP LTD/THE                            | CUSIP: N/A<br>LEI: 213800NO6Q7Q7HMOMT20       | Long             | EC               | RF                | GG        |     12558940 | NS      | $20179845.26   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| HIPGNOSIS SONGS FUND LTD/THE FUND                                  | HIPGNOSIS SONGS FUND LTD/THE FUND                                  | CUSIP: N/A<br>LEI: 213800XJIPNDVKXMOC11       | Long             | EC               | RF                | GG        |     12886513 | NS      | $13262499.85   | 0.44%             |  |  |  | No            | 2                  | On Loan: —       |
| AMEDEO AIR FOUR PLUS LTD                                           | AMEDEO AIR FOUR PLUS LTD                                           | CUSIP: N/A<br>LEI: 21380056PDNOTWERG107       | Long             | EC               | CORP              | GG        |      2136949 | NS      | $1054735.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC                                                  | CUSIP: AO1326237<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     19000000 | PA      | $18533482.07   | 0.62%             | 2172-01-04      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                             | TK ELEVATOR MIDCO GMBH                                             | CUSIP: BK2987380<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      2718000 | PA      | $2682475.71    | 0.09%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                           | AT&T INC                                                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1381000 | PA      | $1607045.10    | 0.05%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                               | INDONESIA TREASURY BOND                                            | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | USGSE             | ID        | 164550000000 | PA      | $10747343.40   | 0.36%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                                           | ZIGGO BV                                                           | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      3571000 | PA      | $3195934.51    | 0.11%             | 2030-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                      | UNICREDIT SPA                                                      | CUSIP: BG0391683<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      8882000 | PA      | $7635968.95    | 0.26%             | 2170-06-03      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                            | SUMMER BC HOLDCO B SARL                                            | CUSIP: ZR9898399<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      6583000 | PA      | $6476821.15    | 0.22%             | 2026-10-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC                                           | CUSIP: AP4910372<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      8469000 | PA      | $10028263.22   | 0.34%             | 2024-10-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LETRA TESOURO NACIONAL                                             | BRAZIL LETRAS DO TESOURO NACIONAL                                  | CUSIP: BX5046434<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | USGSE             | BR        |    425694000 | PA      | $58870480.56   | 1.97%             | 2026-01-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                 | BANCO BILBAO VIZCAYA ARGENTARIA SA                                 | CUSIP: AX7516377<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      7200000 | PA      | $7758379.01    | 0.26%             | 2170-06-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC                                                  | CUSIP: ZN2147496<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6164000 | PA      | $8289165.91    | 0.28%             | 2034-11-16      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                               | INDONESIA TREASURY BOND                                            | CUSIP: BY4236786<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | USGSE             | ID        |  66910000000 | PA      | $4549277.41    | 0.15%             | 2033-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                      | UNICREDIT SPA                                                      | CUSIP: AX6444902<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      9123000 | PA      | $9862458.83    | 0.33%             | 2171-06-03      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                                  | ILIAD HOLDING SASU                                                 | CUSIP: BR8159815<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      5576000 | PA      | $5667921.75    | 0.19%             | 2028-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                   | VMED O2 UK FINANCING I PLC                                         | CUSIP: ZO3886223<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      7588000 | PA      | $7764538.61    | 0.26%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                              | AUSTRALIA GOVERNMENT BOND                                          | CUSIP: EK5446753<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | USGSE             | AU        |     43655000 | PA      | $30681725.33   | 1.03%             | 2037-04-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC                                                  | CUSIP: ZN2147470<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7066000 | PA      | $8084174.68    | 0.27%             | 2032-11-16      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                 | BANCO BILBAO VIZCAYA ARGENTARIA SA                                 | CUSIP: AU5731057<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $6448675.92    | 0.22%             | 2171-12-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA/FRANCE                                            | CUSIP: ZO4980280<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      4944000 | PA      | $4238632.92    | 0.14%             | 2029-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                            | MEXICAN BONOS                                                      | CUSIP: AM7523740<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    623140000 | PA      | $30519812.42   | 1.02%             | 2047-11-07      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                 | BANCO SANTANDER SA                                                 | CUSIP: AP3065806<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      5200000 | PA      | $5555295.19    | 0.19%             | 2171-12-29      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                 | BANCO SANTANDER SA                                                 | CUSIP: AR5470927<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7800000 | PA      | $7833068.82    | 0.26%             | 2170-06-19      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                              | AUSTRALIA GOVERNMENT BOND                                          | CUSIP: QZ5429456<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | USGSE             | AU        |     48602000 | PA      | $29191108.41   | 0.98%             | 2047-03-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC                                           | CUSIP: EK1359034<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      8562000 | PA      | $9076311.58    | 0.30%             | 2170-06-27      | Variable      | 4.95%                 | No            | 2                  | On Loan: —       |
| MEX BONOS DESARR FIX RT                                            | MEXICAN BONOS                                                      | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    967120000 | PA      | $48593536.44   | 1.62%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: —       |
| TESLA INC                                                          | TSLA US 02/10/23 P145                                              | CUSIP: N/A<br>LEI: 54930043XZGB27CTOV49       | Short            | DE               |  | US        |        -1730 | NC      | $-134940.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GXH3 INDEX                                                         | DAX INDEX FUTURE MAR23                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | DE        |         -261 | NC      | $-107639102.00 | -3.60%            |  |  |  | No            | 1                  | On Loan: No      |
| BBG01BLS0T50                                                       | HIG3P    19700 PIT                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | HK        |         -946 | NC      | $-199065.19    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| XMH3 COMDTY                                                        | AUST 10Y BOND FUT MAR23                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | AU        |         1184 | NC      | $100642828.08  | 3.36%             |  |  |  | No            | 1                  | On Loan: No      |
| ESH3 INDEX                                                         | S&P500 EMINI FUT MAR23                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | US        |        -2368 | NC      | $-484256000.00 | -16.18%           |  |  |  | No            | 1                  | On Loan: No      |
| USH3 COMDTY                                                        | US LONG BOND(CBT) MAR23                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |         2010 | NC      | $261048750.00  | 8.72%             |  |  |  | No            | 1                  | On Loan: No      |
| RXH3 COMDTY                                                        | EURO-BUND FUTURE MAR23                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | DE        |          591 | NC      | $87907623.03   | 2.94%             |  |  |  | No            | 1                  | On Loan: No      |
| VGH3 INDEX                                                         | EURO STOXX 50 MAR23                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | DE        |        -3711 | NC      | $-168275393.34 | -5.62%            |  |  |  | No            | 1                  | On Loan: No      |
| NQH3 INDEX                                                         | NASDAQ 100 E-MINI MAR23                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               |  | US        |         -807 | NC      | $-196133280.00 | -6.55%            |  |  |  | No            | 1                  | On Loan: No      |
| HIG3 INDEX                                                         | HANG SENG IDX FUT FEB23                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | HK        |         1039 | NC      | $145107401.34  | 4.85%             |  |  |  | No            | 1                  | On Loan: No      |
| MESH3 INDEX                                                        | MSCI EMGMKT MAR23                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |         1128 | NC      | $58915440.00   | 1.97%             |  |  |  | No            | 1                  | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                     | Dreyfus Institutional Preferred Government Plus Money Market Fund  | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |    271146709 | OU      | $271146709.29  | 9.06%             | 2099-12-01      | Variable      | 4.40%                 | No            | 1                  | On Loan: No      |
| 99VVB9HH4                                                          | DREYFUS INST PREF GOVT PLUS-SL #4134                               | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |     26061062 | OU      | $26061061.91   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer