# EDGAR Filing Document

**Accession Number:** 0000914775
**File Stem:** 0001752724-25-155940
**Filing Date:** 2025-6
**Character Count:** 85454
**Document Hash:** f49150480ef4fb7ee253c2e795a87939
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-155940.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-155940

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Advantage Funds, Inc.
- **CENTRAL INDEX KEY:** 0000914775

**ORGANIZATION NAME:**
- **EIN:** 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:** 251072940

**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 Dynamic Total Return Fund (Series ID: S000011967)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000032670 | Class A      | AVGAX           |
| C000032716 | Class C      | AVGCX           |
| C000032717 | Class I      | AVGRX           |
| C000130429 | Class Y      | AVGYX           |

## 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:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Dynamic Total Return Fund

- **b. EDGAR series identifier (if any):** S000011967

- **c. LEI of Series:** 3IX50J1I91RC5OKDEU06

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $83199600.84

**Total Liabilities:** $5020875.78

**Net Assets:** $78178725.06

**Amount of Assets Invested in Other Investment Companies:** $17541417.15

**Cash Not Reported:** $9935086.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032670 | -0.58%               | -0.80%               | -1.54%               |
| Class ID C000032716 | -0.64%               | -0.80%               | -1.62%               |
| Class ID C000032717 | -0.62%               | -0.77%               | -1.55%               |
| Class ID C000130429 | -0.56%               | -0.63%               | -1.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16.73                   | $14787.38                                  |
| Month 2  | $-3986.17                | $38175.36                                  |
| Month 3  | $516.44                  | $89856.54                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        57 | NC      | $458850.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                          | GOLD 100 OZ                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -1 | NC      | $1526.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN OIL                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -80 | NC      | $-11466.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | SUGAR #11 (WORLD)                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        21 | NC      | $-12774.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $-164.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | COCOA                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -11 | NC      | $14687.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6028.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/MYR FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15735.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | IDR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-849.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | LONG GILT                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        44 | NC      | $90134.47     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $225939.32    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40721.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-186682.05   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $130318.29    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/NOK FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18157.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/MXN FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2806.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CLP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4997.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | KRW/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20533.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MXN FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $114627.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        24 | NC      | $-88132.00    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -24 | NC      | $41982.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $103422.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | INR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11322.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         3 | NC      | $-23000.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59895.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | DAX INDEX                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -3 | NC      | $58796.87     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16283.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                        | HANG SENG INDEX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |         6 | NC      | $4987.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        28 | NC      | $-41897.25    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -28 | NC      | $5339.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-86699.99    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        71 | NC      | $352233.97    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/CZK FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11614.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-747.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -3 | NC      | $17574.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/PHP FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12984.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | COTTON NO.2                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        -1 | NC      | $537.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43906.24    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2114.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | NY HARB ULSD                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        -2 | NC      | $4575.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | PHP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4812.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SEK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26225.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -57 | NC      | $-86212.50    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-845.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-623.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25706.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CZK FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3062.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $84371.37     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-145825.65   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | ILS/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1217.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN MEAL                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        -1 | NC      | $427.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | MXN/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-46771.51    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8869.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $122921.22    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/ILS FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1058.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | BRENT CRUDE                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $1258.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $156388.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MYR FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12036.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-143830.13   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         1 | NC      | $-1799.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $1431.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-223766.16   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2523.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3865.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24568.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/PLN FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1449.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3680.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CZK FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $362.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | LEAN HOGS                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        -4 | NC      | $-9104.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | COFFEE 'C'                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         4 | NC      | $26893.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | KRW/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3541.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | KC HRW WHEAT                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         8 | NC      | $-12260.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        17 | NC      | $-96134.25    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -17 | NC      | $110497.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                      | IBEX 35 INDX                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |        12 | NC      | $62833.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $910.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127105.81   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6129.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | SEK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $53067.67     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/ZAR FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2055.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | MYR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19429.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-48947.29    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $239458.89    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 10 YEAR U.S. TREASURY NOTE                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       144 | NC      | $200255.54    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -9 | NC      | $28134.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                          | COPPER                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         5 | NC      | $-60267.50    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                  | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2095.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/MXN FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4637.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         2 | NC      | $-4334.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3291.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $-87.84       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-203.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN MEAL                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -22 | NC      | $-3387.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $74786.21     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2284.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $-2024.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/IDR FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $72.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                        | 10YR MINI JGB                                                     | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |        23 | NC      | $-4588.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | LEAN HOGS                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-2302.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-888378.09   | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | WTI CRUDE                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        18 | NC      | $-25612.35    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                          | SILVER                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        -2 | NC      | $21393.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1210.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-119966.96   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5917.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                | TOPIX INDX                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        20 | NC      | $63263.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1061.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO STOXX 50                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -2 | NC      | $-7467.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                | BRENT CRUDE                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        12 | NC      | $-42510.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                            | CAN 10YR BOND                                                     | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        12 | NC      | $10229.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1211.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        10 | NC      | $-262.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | MYR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-84795.52    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1577.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | CORN                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -163 | NC      | $151989.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | SOYBEAN                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        77 | NC      | $21009.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5099.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-703835.36   | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | KRW/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1538.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-419.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24            | AUST 10Y BOND                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        59 | NC      | $60075.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                | LOW SU GASOIL G                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $997.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | LIVE CATTLE                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-10160.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                            | S&P/TSX 60 IX                                                     | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |        -1 | NC      | $-15205.57    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | PHP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2268.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         5 | NC      | $-27218.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -5 | NC      | $20953.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | PLATINUM                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -19 | NC      | $21517.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | GASOLINE RBOB                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         5 | NC      | $-19675.98    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                | LOW SU GASOIL G                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         5 | NC      | $-39887.50    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                             | FTSE/MIB INDEX                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |        -8 | NC      | $-57462.89    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                                 | CAC40 10 EURO                                                     | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |       -31 | NC      | $-188717.20   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | TRS ABGS1204 INDEX                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $63153.38     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                       | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60763700 | PA      | $60072896.94  | 76.84%            | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/HUF FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2312.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF    | VanEck J. P. Morgan EM Local Currency Bond ETF                    | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |    152047 | NS      | $3720590.09   | 4.76%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   6382335 | NS      | $6382335.23   | 8.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CLP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18038.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22825.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | HUF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13073.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2731.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/MYR FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46216.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1433.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | FTSE 100 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       -11 | NC      | $-27769.14    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -10 | NC      | $-18167.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | SEK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115807.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/NOK FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-136840.87   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $537070.78    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-100136.88   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | INR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1436.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6370.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3064.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | BRL/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-72119.28    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/ZAR FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10022.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/PLN FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4552.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27190.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49125.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25976.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23302.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42919.86    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | NATURAL GAS                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         2 | NC      | $803.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                  | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-527.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $109441.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-114459.06   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -17 | NC      | $-14907.27    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15474.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42299.65    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9606.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/ZAR FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18302.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4185.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         1 | NC      | $-212.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME ZINC                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $1361.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-827949.78   | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-101556.11   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | WHEAT (CBT)                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        -9 | NC      | $13398.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $4518.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-282.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MYR FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11420.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/CAD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $178.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6672.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11160.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1018.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $120319.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $172154.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $148060.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1273.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1373.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $143989.74    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $420140.47    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/HUF FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5674.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/NZD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $164312.69    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/BRL FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5257.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CLP FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7606.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | KRW/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-84751.22    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | CZK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10076.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-229.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                      | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $856.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        28 | NC      | $2590.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19949.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $48872.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3006.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        10 | NC      | $-13760.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME PRI ALUM                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -11 | NC      | $481.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        58 | NC      | $53650.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                  | NOK/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2741.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11997.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | COTTON NO.2                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        21 | NC      | $-30739.58    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         6 | NC      | $-5043.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                         | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -6 | NC      | $1636.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10527.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4696.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                | PALLADIUM                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         3 | NC      | $-3807.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | ILS/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3386.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/BRL FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13891.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/ILS FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $410.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | HUF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6081.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3432.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/INR FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $76877.31     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | ILS/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15904.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | CHF/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2365.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-78794.24    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer