# EDGAR Filing Document

**Accession Number:** 0000914775
**File Stem:** 0000940400-26-012529
**Filing Date:** 2026-3
**Character Count:** 136933
**Document Hash:** 03b2d5ab89c2e82e5a2cfb7a6fe6e57a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012529.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012529

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**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:** 26819945

**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

BNY Mellon Global Real Return Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS

January 31, 2026 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>|  | Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** | **Corporate Bonds and Notes — 14.9%** |
| **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** | **Cayman Islands — .3%** |
| CSN Inova Ventures, Gtd. Notes | 6.75 | 1/28/2028 |  | 428000 | 409696 |
| Sable International Finance Ltd., Sr. Scd. Notes<sup>(b)</sup> <br>| 7.13 | 10/15/2032 |  | 2184000 | 2210241 |
|  |  |  |  |  | **2619937** |
| **France — .8%** | **France — .8%** | **France — .8%** | **France — .8%** | **France — .8%** | **France — .8%** |
| Electricite de France SA, Jr. Sub. Notes<sup>(c)</sup> <br>| 3.38 | 6/15/2030 | EUR<br>| 2400000 | 2756437 |
| Opal Bidco SAS, Sr. Scd. Bonds | 5.50 | 3/31/2032 | EUR<br>| 3591000 | 4376415 |
|  |  |  |  |  | **7132852** |
| **Germany — .6%** | **Germany — .6%** | **Germany — .6%** | **Germany — .6%** | **Germany — .6%** | **Germany — .6%** |
| Dynamo Newco II GmbH, Sr. Scd. Bonds | 6.25 | 10/15/2031 | EUR<br>| 2211000 | 2633431 |
| TK Elevator Midco GmbH, Sr. Scd. Bonds | 4.38 | 7/15/2027 | EUR<br>| 2200000 | 2617976 |
|  |  |  |  |  | **5251407** |
| **Hungary — .2%** | **Hungary — .2%** | **Hungary — .2%** | **Hungary — .2%** | **Hungary — .2%** | **Hungary — .2%** |
| OTP Bank Nyrt, Sub. Notes | 8.75 | 5/15/2033 |  | 1458000 | **1555971** |
| **Italy — 1.1%** | **Italy — 1.1%** | **Italy — 1.1%** | **Italy — 1.1%** | **Italy — 1.1%** | **Italy — 1.1%** |
| Intesa Sanpaolo SpA, Sr. Notes | 7.20 | 11/28/2033 |  | 3601000 | 4121989 |
| UniCredit SpA, Jr. Sub. Notes<sup>(c)</sup> <br>| 7.50 | 6/3/2026 | EUR<br>| 4422000 | 5323206 |
|  |  |  |  |  | **9445195** |
| **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** | **Jersey — .3%** |
| Biffa Group Holdings Ltd., Sr. Scd. Bonds | 5.25 | 6/15/2031 | EUR<br>| 2220000 | **2638411** |
| **Luxembourg — .4%** | **Luxembourg — .4%** | **Luxembourg — .4%** | **Luxembourg — .4%** | **Luxembourg — .4%** | **Luxembourg — .4%** |
| Ion Platform Finance Sarl, Sr. Scd. Bonds<sup>(d)</sup> <br>| 6.50 | 9/30/2030 | EUR<br>| 2190000 | 2387664 |
| Millicom International Cellular SA, Sr. Unscd. Notes | 4.50 | 4/27/2031 |  | 1543000 | 1437709 |
|  |  |  |  |  | **3825373** |
| **Mexico — .4%** | **Mexico — .4%** | **Mexico — .4%** | **Mexico — .4%** | **Mexico — .4%** | **Mexico — .4%** |
| Cemex SAB de CV, Sub. Notes<sup>(c)</sup> <br>| 7.20 | 6/10/2030 |  | 3496000 | **3669926** |
| **Netherlands — 5.3%** | **Netherlands — 5.3%** | **Netherlands — 5.3%** | **Netherlands — 5.3%** | **Netherlands — 5.3%** | **Netherlands — 5.3%** |
| Flora Food Management BV, Sr. Scd. Bonds | 6.88 | 7/2/2029 | EUR<br>| 1671000 | 1963219 |
| Merrill Lynch BV, Bank Gtd. Bonds, Ser. DMB1, (EFFR +0.001%)<sup>(e)</sup> <br>| 3.86 | 2/2/2026 |  | 39836900 | 41741104 |
| Telefonica Europe BV, Gtd. Notes<sup>(c),(d)</sup> <br>| 5.75 | 1/15/2032 | EUR<br>| 1800000 | 2280746 |
|  |  |  |  |  | **45985069** |
| **Spain — .3%** | **Spain — .3%** | **Spain — .3%** | **Spain — .3%** | **Spain — .3%** | **Spain — .3%** |
| Banco Bilbao Vizcaya Argentaria SA, Jr. Sub. Notes<sup>(c)</sup> <br>| 7.75 | 1/14/2032 |  | 2400000 | **2582779** |
| **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** | **Switzerland — .4%** |
| Credit Suisse Group AG, Jr. Sub. Notes<sup>(c)</sup> <br>| 5.25 | 8/11/2027 |  | 9685000 | 2421250 |
| Credit Suisse Group AG, Jr. Sub. Notes<sup>(c)</sup> <br>| 7.25 | 9/12/2030 |  | 2650000 | 662500 |
|  |  |  |  |  | **3083750** |
| **United Kingdom — 2.9%** | **United Kingdom — 2.9%** | **United Kingdom — 2.9%** | **United Kingdom — 2.9%** | **United Kingdom — 2.9%** | **United Kingdom — 2.9%** |
| Azule Energy Finance PLC, Gtd. Notes | 8.13 | 1/23/2030 |  | 1813000 | 1836149 |
| British Telecommunications PLC, Gtd. Notes | 6.38 | 12/3/2055 | GBP<br>| 1296000 | 1828411 |
| Edge Finco PLC, Sr. Scd. Notes | 8.13 | 8/15/2031 | GBP<br>| 1822000 | 2668193 |
| HSBC Holdings PLC, Jr. Sub. Notes<sup>(c),(d)</sup> <br>| 4.75 | 7/4/2029 | EUR<br>| 1834000 | 2194427 |
| INEOS Finance PLC, Sr. Scd. Bonds, Ser. REGs<sup>(d)</sup> <br>| 7.25 | 3/31/2031 | EUR<br>| 2200000 | 2196071 |
| Ithaca Energy North Sea PLC, Gtd. Bonds | 5.50 | 10/1/2031 | EUR<br>| 1434000 | 1719749 |
| Lloyds Banking Group PLC, Jr. Sub. Notes<sup>(c)</sup> <br>| 7.50 | 6/27/2030 | GBP<br>| 1444000 | 2076075 |
| Nationwide Building Society, Jr. Sub. Bonds<sup>(c)</sup> <br>| 7.88 | 12/20/2031 | GBP<br>| 1600000 | 2346053 |

---

**3**

------

*CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** | **Corporate Bonds and Notes — 14.9% (continued)** |
| **United Kingdom — 2.9% (continued)** | **United Kingdom — 2.9% (continued)** | **United Kingdom — 2.9% (continued)** | **United Kingdom — 2.9% (continued)** | **United Kingdom — 2.9% (continued)** | **United Kingdom — 2.9% (continued)** |
| Nationwide Building Society, Jr. Sub. Notes<sup>(c)</sup> <br>| 7.50 | 12/20/2030 | GBP<br>| 1600000 | 2308185 |
| Vmed O2 UK Financing I PLC, Sr. Scd. Bonds | 4.00 | 1/31/2029 | GBP<br>| 4088000 | 5441731 |
|  |  |  |  |  | **24615044** |
| **United States — 1.9%** | **United States — 1.9%** | **United States — 1.9%** | **United States — 1.9%** | **United States — 1.9%** | **United States — 1.9%** |
| Ball Corp., Gtd. Notes | 2.88 | 8/15/2030 |  | 1794000 | 1652644 |
| CCO Holdings LLC/CCO Holdings Capital Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.50 | 5/1/2026 |  | 2289000 | 2290157 |
| CCO Holdings LLC/CCO Holdings Capital Corp., Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 7.00 | 2/1/2033 |  | 2570000 | 2596696 |
| Crescent Energy Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 7.38 | 1/15/2033 |  | 2629000 | 2545654 |
| Iron Mountain, Inc., Gtd. Notes | 4.75 | 1/15/2034 | EUR<br>| 1105000 | 1280270 |
| NextEra Energy Capital Holdings, Inc., Gtd. Bonds | 4.50 | 5/15/2056 | EUR<br>| 1100000 | 1302190 |
| Venture Global LNG, Inc., Sr. Scd. Notes<sup>(b),(d)</sup> <br>| 8.38 | 6/1/2031 |  | 2574000 | 2634399 |
| Venture Global Plaquemines LNG LLC, Sr. Scd. Bonds<sup>(b)</sup> <br>| 6.13 | 12/15/2030 |  | 851000 | 876336 |
| VoltaGrid LLC, Scd. Notes<sup>(b)</sup> <br>| 7.38 | 11/1/2030 |  | 890000 | 901905 |
|  |  |  |  |  | **16080251** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $129,556,669) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $129,556,669) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $129,556,669) |  |  | **128485965** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | Shares |  |
| **Equity Securities - Common Stocks — 46.7%** | **Equity Securities - Common Stocks — 46.7%** | **Equity Securities - Common Stocks — 46.7%** |
| **Canada — .6%** | **Canada — .6%** | **Canada — .6%** |
| Intact Financial Corp. | 27056 | **4925974** |
| **China — 1.5%** | **China — 1.5%** | **China — 1.5%** |
| Contemporary Amperex Technology Co. Ltd., Cl. A | 95400 | 4823340 |
| Tencent Holdings Ltd. | 101100 | 7750055 |
|  |  | **12573395** |
| **France — 2.5%** | **France — 2.5%** | **France — 2.5%** |
| Airbus SE | 24273 | 5533756 |
| BNP Paribas SA | 78573 | 8431431 |
| Schneider Electric SE | 28182 | 8039007 |
|  |  | **22004194** |
| **Germany — 2.0%** | **Germany — 2.0%** | **Germany — 2.0%** |
| Bayer AG | 132670 | 7007102 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 8919 | 5416849 |
| Rheinmetall AG | 2150 | 4539167 |
|  |  | **16963118** |
| **Hong Kong — 1.7%** | **Hong Kong — 1.7%** | **Hong Kong — 1.7%** |
| AIA Group Ltd. | 737400 | 8515894 |
| Alibaba Group Holding Ltd., ADR<sup>(d)</sup> <br>| 38175 | 6472953 |
|  |  | **14988847** |
| **India — .5%** | **India — .5%** | **India — .5%** |
| HDFC Bank Ltd. | 393898 | **3980418** |
| **Ireland — .7%** | **Ireland — .7%** | **Ireland — .7%** |
| Jazz Pharmaceuticals PLC<sup>(f)</sup> <br>| 35204 | **5790706** |
| **Netherlands — 1.0%** | **Netherlands — 1.0%** | **Netherlands — 1.0%** |
| ASML Holding NV | 6343 | **9014981** |
| **South Korea — .8%** | **South Korea — .8%** | **South Korea — .8%** |
| SK hynix, Inc. | 11418 | **7230554** |
| **Spain — 2.0%** | **Spain — 2.0%** | **Spain — 2.0%** |
| Industria de Diseno Textil SA | 108839 | 7105888 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 46.7% (continued)** | **Equity Securities - Common Stocks — 46.7% (continued)** | **Equity Securities - Common Stocks — 46.7% (continued)** |
| **Spain — 2.0% (continued)** | **Spain — 2.0% (continued)** | **Spain — 2.0% (continued)** |
| Repsol SA | 133824 | 2636564 |
| Unicaja Banco SA<sup>(b)</sup> <br>| 2329246 | 7980523 |
|  |  | **17722975** |
| **Switzerland — .5%** | **Switzerland — .5%** | **Switzerland — .5%** |
| Alcon AG<sup>(d)</sup> <br>| 51144 | **4141641** |
| **Taiwan — 1.5%** | **Taiwan — 1.5%** | **Taiwan — 1.5%** |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 39198 | **12957291** |
| **United Kingdom — 5.8%** | **United Kingdom — 5.8%** | **United Kingdom — 5.8%** |
| AstraZeneca PLC | 49989 | 9280704 |
| BAE Systems PLC | 144216 | 3889254 |
| Barclays PLC | 1361433 | 9093071 |
| Land Securities Group PLC | 990136 | 8826016 |
| London Stock Exchange Group PLC | 39022 | 4348309 |
| Rolls-Royce Holdings PLC | 563500 | 9368927 |
| Shell PLC | 129860 | 4995228 |
|  |  | **49801509** |
| **United States — 25.6%** | **United States — 25.6%** | **United States — 25.6%** |
| Advanced Micro Devices, Inc.<sup>(f)</sup> <br>| 29041 | 6874876 |
| Alphabet, Inc., Cl. A | 63100 | 21327800 |
| Amazon.com, Inc.<sup>(f)</sup> <br>| 64271 | 15380050 |
| CMS Energy Corp. | 82405 | 5891133 |
| ConocoPhillips | 36103 | 3763016 |
| Diamondback Energy, Inc. | 18110 | 2969135 |
| Dominion Energy, Inc. | 79272 | 4769796 |
| Domino's Pizza, Inc. | 14441 | 5925576 |
| Exxon Mobil Corp. | 39431 | 5575543 |
| GE Vernova, Inc. | 8186 | 5946065 |
| Gilead Sciences, Inc. | 57775 | 8201161 |
| Hubbell, Inc. | 16899 | 8245698 |
| Ingersoll Rand, Inc. | 81661 | 7030196 |
| Johnson & Johnson | 36848 | 8373708 |
| JPMorgan Chase & Co. | 32877 | 10056746 |
| Marathon Petroleum Corp. | 19660 | 3463895 |
| Meta Platforms, Inc., Cl. A | 18155 | 13008058 |
| Microsoft Corp. | 37332 | 16063586 |
| NVIDIA Corp. | 107656 | 20576291 |
| Old Republic International Corp. | 205703 | 8057387 |
| PepsiCo, Inc. | 43267 | 6647109 |
| Phillips 66 | 31906 | 4580425 |
| Texas Instruments, Inc. | 40335 | 8694209 |
| The Estee Lauder Companies, Inc., Cl. A | 62970 | 7259182 |
| Thermo Fisher Scientific, Inc. | 13000 | 7521930 |
| UnitedHealth Group, Inc. | 20466 | 5872309 |
|  |  | **222074880** |
| &nbsp;&nbsp;&nbsp; **Total Equity Securities - Common Stocks** <br>(cost $319,339,613)<br>|  | **404170483** |
| **Exchange-Traded Funds — 11.4%** | **Exchange-Traded Funds — 11.4%** | **Exchange-Traded Funds — 11.4%** |
| **United States — 11.4%** | **United States — 11.4%** | **United States — 11.4%** |
| Graniteshares Gold Trust<sup>(f),(g)</sup> <br>| 387240 | 18479093 |
| iShares Gold Trust<sup>(f),(g)</sup> <br>| 348463 | 31779826 |
| iShares Silver Trust<sup>(f),(g)</sup> <br>| 89380 | 6742827 |

---

**5**

------

*CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Exchange-Traded Funds — 11.4% (continued)** | **Exchange-Traded Funds — 11.4% (continued)** | **Exchange-Traded Funds — 11.4% (continued)** |
| **United States — 11.4% (continued)** | **United States — 11.4% (continued)** | **United States — 11.4% (continued)** |
| SPDR Gold Shares ETF<sup>(f),(g)</sup> <br>| 80514 | 35824704 |
| Sprott Physical Uranium Trust<sup>(f),(g)</sup> <br>| 271471 | 6110812 |
| &nbsp;&nbsp;&nbsp; **Total Exchange-Traded Funds** <br>(cost $70,986,407)<br>|  | **98937262** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>|  | Principal <br>Amount ($)<sup>(a)</sup> <br>|  |
| **Foreign Governmental — 14.0%** | **Foreign Governmental — 14.0%** | **Foreign Governmental — 14.0%** | **Foreign Governmental — 14.0%** | **Foreign Governmental — 14.0%** | **Foreign Governmental — 14.0%** |
| **Australia — 2.3%** | **Australia — 2.3%** | **Australia — 2.3%** | **Australia — 2.3%** | **Australia — 2.3%** | **Australia — 2.3%** |
| Australia Government Bond, Sr. Unscd. Bonds, Ser. 144 | 3.75 | 4/21/2037 | AUD<br>| 17370000 | 10936599 |
| New South Wales Treasury Corp., Govt. Gtd. Notes | 5.25 | 2/24/2038 | AUD<br>| 6560000 | 4463767 |
| Queensland Treasury Corp., Govt. Gtd. Bonds<sup>(b)</sup> <br>| 5.25 | 8/13/2038 | AUD<br>| 6586000 | 4441514 |
|  |  |  |  |  | **19841880** |
| **Brazil — .4%** | **Brazil — .4%** | **Brazil — .4%** | **Brazil — .4%** | **Brazil — .4%** | **Brazil — .4%** |
| Brazil Notas do Tesouro Nacional, Notes, Ser. F | 10.00 | 1/1/2031 | BRL<br>| 21000000 | **3567127** |
| **Colombia — .7%** | **Colombia — .7%** | **Colombia — .7%** | **Colombia — .7%** | **Colombia — .7%** | **Colombia — .7%** |
| Colombia, Sr. Unscd. Bonds | 5.00 | 9/19/2032 | EUR<br>| 5450000 | **6255772** |
| **Mexico — 3.7%** | **Mexico — 3.7%** | **Mexico — 3.7%** | **Mexico — 3.7%** | **Mexico — 3.7%** | **Mexico — 3.7%** |
| Mexican Bonos, Bonds, Ser. M | 7.75 | 5/29/2031 | MXN<br>| 564010000 | **31528309** |
| **New Zealand — 3.1%** | **New Zealand — 3.1%** | **New Zealand — 3.1%** | **New Zealand — 3.1%** | **New Zealand — 3.1%** | **New Zealand — 3.1%** |
| New Zealand, Unscd. Bonds, Ser. 531 | 1.50 | 5/15/2031 | NZD<br>| 10588000 | 5603959 |
| New Zealand, Unscd. Bonds, Ser. 536 | 4.25 | 5/15/2036 | NZD<br>| 10590000 | 6188629 |
| New Zealand, Unscd. Bonds, Ser. 541 | 1.75 | 5/15/2041 | NZD<br>| 18650000 | 7391033 |
| New Zealand, Unscd. Bonds, Ser. 554 | 5.00 | 5/15/2054 | NZD<br>| 5850000 | 3414811 |
| New Zealand Local Government Funding Agency Bond, Govt. Gtd. Bonds | 2.25 | 5/15/2031 | NZD<br>| 8080000 | 4410788 |
|  |  |  |  |  | **27009220** |
| **Romania — 1.1%** | **Romania — 1.1%** | **Romania — 1.1%** | **Romania — 1.1%** | **Romania — 1.1%** | **Romania — 1.1%** |
| Romania, Sr. Unscd. Notes | 5.38 | 6/7/2033 | EUR<br>| 7470000 | **9160008** |
| **South Africa — 2.6%** | **South Africa — 2.6%** | **South Africa — 2.6%** | **South Africa — 2.6%** | **South Africa — 2.6%** | **South Africa — 2.6%** |
| Republic of South Africa, Bonds, Ser. R213 | 7.00 | 2/28/2031 | ZAR<br>| 374600000 | **22801333** |
| **United Kingdom — .1%** | **United Kingdom — .1%** | **United Kingdom — .1%** | **United Kingdom — .1%** | **United Kingdom — .1%** | **United Kingdom — .1%** |
| United Kingdom Gilt, Bonds | 4.00 | 10/22/2031 | GBP<br>| 880000 | **1197446** |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $112,931,617) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $112,931,617) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $112,931,617) |  |  | **121361095** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description/Number of Contracts | Exercise <br>Price<br>| Expiration <br>Date<br>| Notional <br>Amount ($)<br>|  |
| **Options Purchased — .5%** | **Options Purchased — .5%** | **Options Purchased — .5%** | **Options Purchased — .5%** | **Options Purchased — .5%** |
| **Put Options — .5%** | **Put Options — .5%** | **Put Options — .5%** | **Put Options — .5%** | **Put Options — .5%** |
| S&P 500 Index, Contracts 127 | 6300 | 6/18/2026 | 80010000 | 1409700 |
| S&P 500 Index, Contracts 165 | 6200 | 3/20/2026 | 102300000 | 427845 |
| S&P 500 Index, Contracts 305 | 6500 | 4/17/2026 | 198250000 | 2348500 |
| &nbsp;&nbsp;&nbsp; **Total Options Purchased** <br>(cost $5,916,926)<br>|  |  |  | **4186045** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Annualized <br>Yield (%)<br>| Maturity <br>Date<br>|  | Principal <br>Amount ($)<sup>(a)</sup> <br>|  |
| **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** | **Short-Term Investments — 4.0%** |
| **Brazil — 4.0%** | **Brazil — 4.0%** | **Brazil — 4.0%** | **Brazil — 4.0%** | **Brazil — 4.0%** | **Brazil — 4.0%** |
| &nbsp;&nbsp;&nbsp; Brazil Letras do Tesouro Nacional, Treasury Bills<sup>(h)</sup> <br>(cost $30,257,022)<br>| 13.76 | 1/1/2030 | BRL<br>| 292344000 | **34580215** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**6**

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day <br>Yield (%)<br>| Shares | Value ($) |
| **Investment Companies — 4.0%** | **Investment Companies — 4.0%** | **Investment Companies — 4.0%** | **Investment Companies — 4.0%** |
| **Closed-End Investment Companies — 3.4%** |  |  |  |
| Amedeo Air Four Plus Ltd. |  | 1602711 | 1322416 |
| Greencoat UK Wind PLC |  | 6887180 | 9250331 |
| The BioPharma Credit Fund PLC |  | 11414734 | 10555241 |
| The Renewables Infrastructure Group, Ltd. |  | 7163244 | 6704502 |
| The Riverstone Credit Opportunities Income PLC Fund |  | 2092213 | 1495932 |
|  |  |  | **29328422** |
| **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>| 3.72 | 5910487 | **5910487** |
| &nbsp;&nbsp;&nbsp; **Total Investment Companies** <br>(cost $46,698,388)<br>|  |  | **35238909** |
| **Investment of Cash Collateral for Securities Loaned — 1.6%** | **Investment of Cash Collateral for Securities Loaned — 1.6%** | **Investment of Cash Collateral for Securities Loaned — 1.6%** | **Investment of Cash Collateral for Securities Loaned — 1.6%** |
| **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** | **Registered Investment Companies — 1.6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>(cost $13,701,297)<br>| 3.72 | 13701297 | **13701297** |
| **Total Investments** (cost $729,387,939) | **Total Investments** (cost $729,387,939) | **97.1%** | **840661271** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **2.9%** | **25083989** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **865745260** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *ADR—American Depositary Receipt* |
| *AUD—Australian Dollar* |
| *BRL—Brazilian Real* |
| *EFFR—Effective Federal Funds Rate* |
| *ETF—Exchange-Traded Fund* |
| *EUR—Euro* |
| *GBP—British Pound* |
| *MXN—Mexican Peso* |
| *NZD—New Zealand Dollar* |
| *SPDR—Standard & Poor's Depository Receipt* |
| *USD—United States Dollar* |
| *ZAR—South African Rand* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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

<sup>(b)</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, 2026, these securities amounted to $26,477,425 or 3.1% of net assets.* 

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

<sup>(d)</sup> *Security, or portion thereof, on loan. At January 31, 2026, the value of the fund's securities on loan was $20,745,461 and the value of the collateral was* *$21,802,912, consisting of cash collateral of $13,701,297 and U.S. Government & Agency securities valued at $8,101,615. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(e)</sup> *Variable rate security—Interest rate resets periodically and the 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>(f)</sup> *Non-income producing security.*

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

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

<sup>(i)</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.* 

**7**

------

*CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Futures Long** |  |  |  |  |  |
| E-mini Russell 2000 Index | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 8555179<sup>(a)</sup> <br>| &nbsp;&nbsp; 8792410 | &nbsp;&nbsp;&nbsp; 237231 |
| FTSE 100 Index | &nbsp;&nbsp; 93 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 12762363<sup>(a)</sup> <br>| &nbsp;&nbsp; 12966806 | &nbsp;&nbsp;&nbsp; 204443 |
| Long Gilt | &nbsp;&nbsp; 239 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp; 29789457<sup>(a)</sup> <br>| &nbsp;&nbsp; 29711188 | &nbsp;&nbsp; (78269) |
| STOXX Europe 600 Index | &nbsp;&nbsp; 379 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 13107348<sup>(a)</sup> <br>| &nbsp;&nbsp; 13717777 | &nbsp;&nbsp;&nbsp; 610429 |
| Tokyo Topix Index | &nbsp;&nbsp; 28 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp; 6343210<sup>(a)</sup> <br>| &nbsp;&nbsp; 6471698 | &nbsp;&nbsp;&nbsp; 128488 |
| Topix Bank Index | &nbsp;&nbsp; 23 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 757071<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 870005 | &nbsp;&nbsp;&nbsp; 112934 |
| **Futures Short** |  |  |  |  |  |
| 10 Year U.S. Treasury Note | &nbsp;&nbsp; 647 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 72404026 | &nbsp;&nbsp; 72352800 | &nbsp;&nbsp;&nbsp;&nbsp; 51226 |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp; 703 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 81566271 | &nbsp;&nbsp; 80251843 | &nbsp;&nbsp; 1314428 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **2659179** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(78269)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Options Written** |  |  |  |  |
| Description/Contracts | Exercise Price | Expiration <br>Date<br>| Notional <br>Amount ($)<br>| Value ($) |
| **Put Options:** |  |  |  |  |
| S&P 500 Index, Contracts 299 | &nbsp;&nbsp; 5500 | &nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp; 164450000 | &nbsp;&nbsp; (538200) |
| S&P 500 Index, Contracts 127 | &nbsp;&nbsp; 5400 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp; 68580000 | &nbsp;&nbsp; (511810) |
| &nbsp;&nbsp;&nbsp; **Total Options Written** <br>(premiums received $1,386,844)<br>|  |  |  | &nbsp;&nbsp; **(1050010)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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** | **Forward Foreign Currency Exchange Contracts** |
| Counterparty/ <br>Purchased <br>Currency<br>| Purchased <br>Currency <br>Amounts<br>| &nbsp;&nbsp; Currency <br>Sold<br>| Sold <br>Currency <br>Amounts<br>| Settlement <br>Date<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4879472 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 749294280 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21038 |
| **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** | **CIBC World Markets Corp.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10315923 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15594067 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (541914) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20432631 | South African Rand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350055922 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp; (1170665) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10997998 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202799784 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (562341) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2475795 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2102087 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (20849) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488220 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413499 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2891) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15631409 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20934383 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 453739 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2307303 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2758933 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (18555) |
| **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** |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1401965 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1885118 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33161 |
| **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** | **RBS Securities, Inc.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26110266 | New Zealand Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45029889 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp; (1044448) |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 2496176368 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13852786 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (267675) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7326164 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 1320124187 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 141562 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94690325 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80813513 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp; (1291677) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96701943 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72465007 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp; (2450375) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2212946 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2590789 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37522 |

---

**8**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **RBS Securities, Inc. (continued)** | **RBS Securities, Inc. (continued)** | **RBS Securities, Inc. (continued)** | **RBS Securities, Inc. (continued)** | **RBS Securities, Inc. (continued)** | **RBS Securities, Inc. (continued)** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17716413 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15056118 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (165699) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661090 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774100 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11075 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137442 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21594850 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2579) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2627724 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3532442 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63017 |
| **State Street Bank & Trust Company** | **State Street Bank & Trust Company** | **State Street Bank & Trust Company** | **State Street Bank & Trust Company** | **State Street Bank & Trust Company** | **State Street Bank & Trust Company** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8636613 | Indonesian Rupiah | &nbsp;&nbsp; 144231442922 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49139 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11118127 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60338073 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (238282) |
| Canadian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11862634 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8634064 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92823 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8676577 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 1341141164 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (19401) |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847729 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1140369 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19561 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8450818 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153010517 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (271348) |
| Indian Rupee | &nbsp;&nbsp;&nbsp;&nbsp; 1102103037 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12204906 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (256371) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1397213 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1631423 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28043 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2444341 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2850434 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52704 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176921 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131902 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3559) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14608068 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17137513 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 212451 |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6379393 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8566657 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 162130 |
| Indonesian Rupiah | &nbsp;&nbsp; 144231442922 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8566339 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21136 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8334893 | Indian Rupee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768393822 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4292 |
| South African Rand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139546451 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8715196 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (103248) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8695270 | Mexican Peso | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151041181 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85363 |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 2668338664 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17544079 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp; (242534) |
| **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** | **UBS Securities LLC** |
| Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133108643 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862874 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| Swiss Franc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216540 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41986321 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9136 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3683756 | Indian Rupee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333709215 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65821 |
| South Korean Won | &nbsp;&nbsp; 11753841300 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8021012 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 157223 |
| Turkish Lira | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181809405 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3977471 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76000 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816871 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692983 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6184) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2790275 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3278972 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35030 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1719191 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023454 | &nbsp;&nbsp; 3/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18425 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **1850595** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(8680595)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** | **OTC Total Return Swaps** |
| Received <br>Reference <br>Entity<br>| &nbsp;&nbsp; Paid <br>Reference <br>Entity<br>| Counterparties | Maturity <br>Date<br>| Notional <br>Amount ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| &nbsp;&nbsp;&nbsp; USD - GSVISK2S at <br> Maturity<br>| &nbsp;&nbsp; USD Maturity Fixed at <br> 0.00%<br>| Goldman Sachs & Co. LLC | &nbsp;&nbsp; 2/23/2026 | &nbsp;&nbsp; 86047353 | &nbsp;&nbsp; (3596153) |
| &nbsp;&nbsp;&nbsp; USD - BXIINIM3 at <br> Maturity<sup>(a)</sup> <br>| &nbsp;&nbsp; USD Maturity Fixed at <br> 0.60%<br>| Barclays Capital, Inc. | &nbsp;&nbsp; 11/23/2026 | &nbsp;&nbsp; 8677046 | &nbsp;&nbsp; (98985) |

---

**9**

------

*CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OTC Total Return Swaps (continued)** | **OTC Total Return Swaps (continued)** | **OTC Total Return Swaps (continued)** | **OTC Total Return Swaps (continued)** | **OTC Total Return Swaps (continued)** | **OTC Total Return Swaps (continued)** |
| Received<br> Reference<br> Entity<br>| &nbsp;&nbsp; Paid<br> Reference<br> Entity<br>| Counterparties | Maturity<br> Date<br>| Notional<br> Amount ($)<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| &nbsp;&nbsp;&nbsp; USD - BXIINIF3 at <br> Maturity<sup>(a)</sup> <br>| &nbsp;&nbsp; USD Maturity Fixed at <br> 0.60%<br>| Barclays Capital, Inc. | &nbsp;&nbsp; 12/4/2026 | &nbsp;&nbsp; 8679046 | &nbsp;&nbsp; 550448 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **550448** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(3695138)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *GSVISK2S—GS Systematic Skew US Series 2S Excess Return Strategy* |
| *BXIINIM3—Barclays NIM3 Index* |
| *BXIINIF3—Barclays NIF3 Index* |
| *USD—United States Dollar* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *Underlying reference is the Index which is a basket of underlying securities listed within the Custom Basket Table. Payment to or from Counterparties is based* *on the underlying components of the Basket.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Custom Basket** | **Custom Basket** | **Custom Basket** | **Custom Basket** | **Custom Basket** | **Custom Basket** |
| Underlying | Effective <br>Date<br>| Termination <br>Date<br>| Volatility <br>Strike (%)<br>| Vega <br>Notional<br>| Index (%) |
| &nbsp;&nbsp;&nbsp; **Barclays BXIINIM3 Index** <br>S&P 500 Variance Swap<br>| &nbsp;&nbsp; 1/26/2026 | &nbsp;&nbsp; 2/2/2026 | 12.59 | &nbsp;&nbsp; 6358 | &nbsp;&nbsp; 100% |
| &nbsp;&nbsp;&nbsp; **Barclays BXIINIF3 Index** <br>S&P 500 Variance Swap<br>| &nbsp;&nbsp; 1/30/2026 | &nbsp;&nbsp; 2/6/2026 | 15.29 | &nbsp;&nbsp; 261999 | &nbsp;&nbsp; 100% |

---

*See notes to consolidated schedule of investments.*

**10**

------

Consolidated Schedule of Investments

BNY Mellon Global Real Return Fund

January 31, 2026 (Unaudited)

The following is a summary of the inputs used as of January 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 128485965 | &nbsp;&nbsp; — | &nbsp;&nbsp; **128485965** |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 256363445 | &nbsp;&nbsp; 147807038<sup>††</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp; **404170483** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp; 98937262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **98937262** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 155941310 | &nbsp;&nbsp; — | &nbsp;&nbsp; **155941310** |
| Investment Companies | &nbsp;&nbsp;&nbsp; 19611784 | &nbsp;&nbsp;&nbsp;&nbsp; 29328422 | &nbsp;&nbsp; — | &nbsp;&nbsp; **48940206** |
|  | &nbsp;&nbsp; **374912491** | &nbsp;&nbsp; **461562735** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **836475226** |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>†††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1850595 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1850595** |
| Futures<sup>†††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2659179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **2659179** |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp; 4186045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **4186045** |
| Swap Agreements<sup>†††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550448 | &nbsp;&nbsp; — | &nbsp;&nbsp; **550448** |
|  | &nbsp;&nbsp; **6845224** | &nbsp;&nbsp; **2401043** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **9246267** |
| **Liabilities ($)** |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>†††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (8680595) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(8680595)** |
| Futures<sup>†††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(78269)** |
| Options Written | &nbsp;&nbsp; (1050010) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(1050010)** |
| Swap Agreements<sup>†††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3695138) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(3695138)** |
|  | &nbsp;&nbsp; **(1128279)** | &nbsp;&nbsp; **(12375733)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(13504012)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Consolidated Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Securities classified within Level 2 at period end as the values were determined pursuant to the fund's fair valuation procedures.* |
| <sup>†††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**11**

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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 Securities and Exchange Commission ("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 consolidated 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 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.

Investments in debt securities and instruments generally will be valued, to the extent possible, by one or more independent pricing services (the "Service"). When, in the judgment of the Service, quoted bid prices for investments are readily available and are representative of the bid side of the market, these investments are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). The value of other debt securities and instruments is determined by the Service based on methods which include consideration of: 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. Overnight and certain other short-term debt securities and instruments (excluding Treasury bills) will be valued by the amortized cost method, which approximates value, unless a Service provides a valuation for such security or, in the opinion of the board or a committee or other persons designated by the Board, such as the Adviser, the amortized cost method would not represent fair value. These securities are generally categorized within Level 2 of the fair value hierarchy.

Equity investments, including option contracts and ETFs (but not including investments in other open-end registered investment companies), generally are valued at the last sale price on the day of valuation on the securities exchange or national securities market on which such securities primarily are traded. Securities listed on Nasdaq markets generally will be valued at the official closing price. If there are no transactions in a security, or no official closing prices for a Nasdaq market-listed security on that day, the security will be valued at the average of the most recent bid and asked prices. Bid price is used when no asked price is available. Open short positions for which there is no sale price on a given day are valued at the lowest asked price. Investments in other open-end investment companies are valued at their reported NAVs each day. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

**12**

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Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant ADRs and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring 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 NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments is determined by the Adviser, as the fund's Valuation Designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include 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. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

Market quotations of foreign securities in foreign currencies and any fund assets or liabilities initially expressed in terms of foreign currency are translated into U.S. dollars at the spot rate.

Forward foreign currency exchange contracts ("forward contracts") generally are valued using the forward rate obtained from a Service and are categorized within Level 2 of the fair value hierarchy. Futures and options contracts will be valued at the most recent settlement price and are generally categorized within Level 1 of the fair value hierarchy. Investments in swap agreements are valued each business day by a Service. Swap agreements are valued by the Service by using a swap pricing model which incorporates among other factors, default probabilities, recovery rates, credit curves of the underlying issuer and swap spreads on interest rates and are generally categorized within Level 2 of the fair value hierarchy.

Pursuant to a securities lending agreement with BNY, 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 the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Schedule of Investments. 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, BNY 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, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including equity risk and interest 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 Consolidated Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Consolidated 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. Futures open at January 31, 2026 are set forth in the fund's Consolidated Schedule of Investments.

**Options Transactions**: The fund purchases and writes (sells) put and call options to hedge against changes in the values of equities risk and interest rate risk or as a substitute for an investment. The fund is subject to market riskand interest rate risk in the course of pursuing

**13**

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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 underlying price of the instrument above the strike price, respectively. <br>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. <br>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 risk of non-payment 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. The Consolidated 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. Options purchased and written open at January 31, 2026 are set forth in the Consolidated Schedule of Investments.

**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 Consolidated 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. The risk of non-payment 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. Forward contracts open at January 31, 2026 are set forth in the Consolidated Schedule of Investments.

**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 over-the-counter ("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 Consolidated 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 Consolidated Statement of Operations. Upfront payments made and/or received by the fund, are recorded as an asset and/or liability in the Consolidated 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.

**14**

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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. The risk of non-payment 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. Total return swaps open at January 31, 2026 are set forth in the Consolidated Schedule of Investments.

At January 31, 2026, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $104,216,386, consisting of $141,714,955 gross unrealized appreciation and $37,498,569 gross unrealized depreciation.

At January 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Consolidated Schedule 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.

**15**

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## 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 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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $894458762.12

**Total Liabilities:** $28436389.06

**Net Assets:** $866022373.06

**Amount of Assets Invested in Other Investment Companies:** $117950278.66

**Cash Not Reported:** $43305265.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 774.17674000 | **5-Year:** 18271.96120000 | **10-Year:** 8573.01336000 | **30-Year:** 0.00000000

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

- **3-Month:** 108.01395000 | **1-Year:** 5591.86587000 | **5-Year:** 16499.96345000 | **10-Year:** 464.40284000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088313 | 0.65%                | 1.02%                | 4.59%                |
| Class ID C000088314 | 0.56%                | 0.92%                | 4.59%                |
| Class ID C000088315 | 0.65%                | 1.04%                | 4.64%                |
| Class ID C000130431 | 0.71%                | 1.00%                | 4.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3168593.78              | $3247732.39                                |
| Month 2  | $6350121.84              | $3866892.74                                |
| Month 3  | $14886595.10             | $24323432.55                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CIBC WORLD MARKETS CORP.                                          | USD/ZAR FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300445CON3DBMU275 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1170665.07  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR NOTE (CBT)                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -647 | NC      | $51226.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                              | Tencent Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    101100 | NS      | $7750055.11   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                          | Estee Lauder Cos Inc/The                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     62970 | NS      | $7259181.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Silver Trust                                              | iShares Silver Trust                                              | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |     89380 | NS      | $6742827.20   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                       | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |   1434000 | PA      | $1719748.65   | 0.20%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                             | Intact Financial Corp                                             | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     27056 | NS      | $4925974.34   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | Intesa Sanpaolo SpA                                               | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3601000 | PA      | $4121989.48   | 0.48%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                          | Flora Food Management BV                                          | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |   1671000 | PA      | $1963219.50   | 0.23%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Munich Re                                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen         | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      8919 | NS      | $5416848.62   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                 | Iron Mountain Inc                                                 | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1280269.93   | 0.15%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                 | INEOS Finance PLC                                                 | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2196070.97   | 0.25%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                                        | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33160.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                    | ConocoPhillips                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     36103 | NS      | $3763015.69   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                                            | Brazil Letras do Tesouro Nacional                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 292344000 | PA      | $34580214.80  | 3.99%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                          | Queensland Treasury Corp                                          | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   6586000 | PA      | $4441513.58   | 0.51%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                            | New Zealand Government Bond                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   5850000 | PA      | $3414810.93   | 0.39%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                     | VoltaGrid LLC                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    890000 | PA      | $901904.95    | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                  | SPDR Gold Shares                                                  | CUSIP: 78463V107<br>LEI: N/A                  | Long             | EC               | RF                | US        |     80514 | NS      | $35824704.30  | 4.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                           | Mexican Bonos                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 564010000 | PA      | $31528309.39  | 3.64%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                                     | OTP Bank Nyrt                                                     | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |   1458000 | PA      | $1555970.59   | 0.18%             | 2033-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                           | Crescent Energy Finance LLC                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2545653.86   | 0.29%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                         | Repsol SA                                                         | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    133824 | NS      | $2636564.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | TRY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $75999.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Graniteshares Gold Trust                                          | Graniteshares Gold Trust                                          | CUSIP: 38748G101<br>LEI: 549300B09UIFB1TCF016 | Long             | EC               | RF                | US        |    387240 | NS      | $18479092.80  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                    | Rheinmetall AG                                                    | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2150 | NS      | $4539167.45   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                    | Opal Bidco SAS                                                    | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   3591000 | PA      | $4376415.42   | 0.51%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | BNP Paribas SA                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     78573 | NS      | $8431431.17   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                | Domino's Pizza Inc                                                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     14441 | NS      | $5925575.53   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                          | Republic of South Africa Government Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 374600000 | PA      | $22801332.64  | 2.63%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Greencoat UK Wind PLC/Funds                                       | Greencoat UK Wind PLC/Funds                                       | CUSIP: 000000000<br>LEI: 213800ZPBBK8H51RX165 | Long             | EC               | RF                | GB        |   6887180 | NS      | $9250331.25   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13701303 | NS      | $13701302.74  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                | Ingersoll Rand Inc                                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     81661 | NS      | $7030195.49   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedeo Air Four Plus Ltd                                          | Amedeo Air Four Plus Ltd                                          | CUSIP: 000000000<br>LEI: 21380056PDNOTWERG107 | Long             | EC               | RF                | GG        |   1602711 | NS      | $1322415.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21037.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                          | Jazz Pharmaceuticals PLC                                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     35204 | NS      | $5790705.96   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                   | AstraZeneca PLC                                                   | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     49989 | NS      | $9280704.08   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | Phillips 66                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     31906 | NS      | $4580425.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PL                                    | London Stock Exchange Group PLC                                   | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     39022 | NS      | $4348308.65   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                           | Marathon Petroleum Corp                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     19660 | NS      | $3463895.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                   | ASML Holding NV                                                   | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      6343 | NS      | $9014981.03   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH BV                                                  | Merrill Lynch BV                                                  | CUSIP: 000000000<br>LEI: 549300RQ1D1WIE085245 | Long             | DBT              | CORP              | NL        |  39836900 | PA      | $41741103.82  | 4.82%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                                | iShares Gold Trust                                                | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |    348463 | NS      | $31779825.60  | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                                                  | Unicaja Banco SA                                                  | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |   2329246 | NS      | $7980523.08   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                      | SK hynix Inc                                                      | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     11418 | NS      | $7230554.28   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | USD/KRW FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $157223.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                          | Alcon AG                                                          | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     51144 | NS      | $4141641.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| HDFC Bank Ltd                                                     | HDFC Bank Ltd                                                     | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    393898 | NS      | $3980417.73   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverstone Credit Opportunities Income PLC/The Fund               | Riverstone Credit Opportunities Income PLC/The Fund               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | GB        |   2092213 | NS      | $1495932.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                               | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1302189.95   | 0.15%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                    | Microsoft Corp                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     37332 | NS      | $16063586.28  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                    | GE Vernova Inc                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      8186 | NS      | $5946064.82   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  21000000 | PA      | $3567126.58   | 0.41%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                           | Nationwide Building Society                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2346052.50   | 0.27%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                            | New Zealand Government Bond                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  10588000 | PA      | $5603958.72   | 0.65%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                              | Dynamo Newco II GmbH                                              | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |   2211000 | PA      | $2633431.14   | 0.30%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6183.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                             | Schneider Electric SE                                             | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     28182 | NS      | $8039007.20   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                               | Gilead Sciences Inc                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     57775 | NS      | $8201161.25   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                            | Venture Global LNG Inc                                            | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2634398.91   | 0.30%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BioPharma Credit PLC/The Fund                                     | BioPharma Credit PLC/The Fund                                     | CUSIP: 000000000<br>LEI: 213800AV55PYXAS7SY24 | Long             | EC               | RF                | GB        |  11414734 | NS      | $10555240.65  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                          | Bayer AG                                                          | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    132670 | NS      | $7007102.28   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                            | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5450000 | PA      | $6255772.26   | 0.72%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                          | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2756436.60   | 0.32%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   7470000 | PA      | $9160008.46   | 1.06%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                              | Telefonica Europe BV                                              | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $2280745.54   | 0.26%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BLDG SOCIETY                                           | Nationwide Building Society                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2308185.32   | 0.27%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $92823.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                         | Airbus SE                                                         | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     24273 | NS      | $5533755.45   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                          | Banco Bilbao Vizcaya Argentaria SA                                | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2582779.20   | 0.30%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                     | Industria de Diseno Textil SA                                     | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    108839 | NS      | $7105887.65   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                         | Ball Corp                                                         | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1652644.46   | 0.19%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                         | Alibaba Group Holding Ltd                                         | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |     38175 | NS      | $6472953.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| NZ LOCAL GOVT FUND AGENC                                          | New Zealand Local Government Funding Agency Bond                  | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   8080000 | PA      | $4410788.45   | 0.51%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                             | Texas Instruments Inc                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     40335 | NS      | $8694209.25   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     36848 | NS      | $8373708.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                  | Exxon Mobil Corp                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     39431 | NS      | $5575543.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                                   | Cemex SAB de CV                                                   | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3496000 | PA      | $3669926.00   | 0.42%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $48596.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                        | Advanced Micro Devices Inc                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     29041 | NS      | $6874875.93   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                               | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19400.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | INR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4292.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | JPY/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $141562.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | JPY/CHF FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9136.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | BRL/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-238281.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3558.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1457376.14  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CIBC WORLD MARKETS CORP.                                          | USD/AUD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300445CON3DBMU275 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-541914.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $181690.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | E-MINI RUSS 2000                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       135 | NC      | $411079.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $203.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                         | S&P 500 INDEX                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -127 | NC      | $-511810.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2578.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | USD/ZAR FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-103248.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                | TOPIX INDX                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        28 | NC      | $128487.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                               | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $293197.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2450375.14  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CIBC WORLD MARKETS CORP.                                          | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300445CON3DBMU275 | N/A              | DFE              | CORP              | US        |         1 | NC      | $453739.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                         | S&P 500 INDEX                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       305 | NC      | $2348500.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | NZD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1044448.46  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CIBC WORLD MARKETS CORP.                                          | USD/MXN FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300445CON3DBMU275 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-562340.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $53455.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-242533.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | GBP/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $63017.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | USD/INR FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-256370.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CIBC WORLD MARKETS CORP.                                          | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 549300445CON3DBMU275 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23740.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                         | S&P 500 INDEX                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       165 | NC      | $427845.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                         | S&P 500 INDEX                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -299 | NC      | $-538200.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                | TPX BANKS INDEX                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        23 | NC      | $112934.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                   | JPY/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-267674.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | USD/INR FORWARD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $65821.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | IDR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21135.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -703 | NC      | $1314427.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                | FTSE 100 IDX                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |        93 | NC      | $204443.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | TRS GSVISK2S INDEX                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3596152.68  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | MXN/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-185984.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | TRS BXIINIM3 INDEX                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-99127.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | TRS BXIINIF3 INDEX                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |         1 | NC      | $550315.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                          | Rolls-Royce Holdings PLC                                          | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    563500 | NS      | $9368927.52   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                          | Hermes International SCA                                          | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       507 | NS      | $1214317.58   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                      | Alphabet Inc                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     63100 | NS      | $21327800.00  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CSN ISLANDS XI CORP                                               | CSN Inova Ventures                                                | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    428000 | PA      | $409696.49    | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                            | Credit Suisse Group AG                                            | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2650000 | PA      | $662500.00    | 0.08%             | N/A             | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                         | Shell PLC                                                         | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    129860 | NS      | $4995228.01   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                    | Edge Finco PLC                                                    | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |   1822000 | PA      | $2668192.55   | 0.31%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | Dominion Energy Inc                                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     79272 | NS      | $4769796.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | STOXX EUROPE 600                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       379 | NC      | $610428.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                             | Australia Government Bond                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  17370000 | PA      | $10936599.16  | 1.26%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     18110 | NS      | $2969134.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     13000 | NS      | $7521930.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                              | Taiwan Semiconductor Manufacturing Co Ltd                         | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     39198 | NS      | $12957290.88  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                         | Land Securities Group PLC                                         | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               | CORP              | GB        |    990136 | NS      | $8826016.12   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                          | New South Wales Treasury Corp                                     | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   6560000 | PA      | $4463767.28   | 0.52%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sprott Physical Uranium Trust                                     | Sprott Physical Uranium Trust                                     | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | RF                | CA        |    271471 | NS      | $6110812.21   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                                            | Millicom International Cellular SA                                | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1543000 | PA      | $1437708.46   | 0.17%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                       | Hubbell Inc                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     16899 | NS      | $8245698.06   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                            | New Zealand Government Bond                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  10590000 | PA      | $6188629.13   | 0.71%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                         | S&P 500 INDEX                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       127 | NC      | $1409700.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                          | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |   1813000 | PA      | $1836149.29   | 0.21%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMorgan Chase & Co                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     32877 | NS      | $10056745.53  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                             | Venture Global Plaquemines LNG LLC                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    851000 | PA      | $876335.97    | 0.10%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                            | TK Elevator Midco GmbH                                            | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2617975.56   | 0.30%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | Barclays PLC                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   1361433 | NS      | $9093070.51   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                   | CMS Energy Corp                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     82405 | NS      | $5891133.45   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                   | BAE Systems PLC                                                   | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    144216 | NS      | $3889253.74   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                               | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    880000 | PA      | $1197445.94   | 0.14%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                          | ION Platform Finance SARL                                         | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |   2190000 | PA      | $2387664.29   | 0.28%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                                       | PepsiCo Inc                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     43267 | NS      | $6647109.21   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                               | IDR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49138.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                            | Credit Suisse Group AG                                            | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9685000 | PA      | $2421250.00   | 0.28%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                          | British Telecommunications PLC                                    | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1296000 | PA      | $1828411.42   | 0.21%             | 2055-12-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                    | Amazon.com Inc                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     64271 | NS      | $15380050.30  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                            | UnitedHealth Group Inc                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     20466 | NS      | $5872309.38   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Renewables Infrastructure Group Ltd/The                           | Renewables Infrastructure Group Ltd/The                           | CUSIP: 000000000<br>LEI: 213800NO6Q7Q7HMOMT20 | Long             | EC               | RF                | GG        |   7163244 | NS      | $6704501.89   | 0.77%             |  |  |  | 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        |   2289000 | PA      | $2290156.56   | 0.26%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                          | Biffa Group Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |   2220000 | PA      | $2638410.78   | 0.30%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC Holdings PLC                                                 | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1834000 | PA      | $2194426.64   | 0.25%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Old Republic International Cor                                    | Old Republic International Corp                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    205703 | NS      | $8057386.51   | 0.93%             |  |  |  | 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        |   5910487 | NS      | $5910486.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                | LONG GILT                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       239 | NC      | $-78268.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CATL                                                              | Contemporary Amperex Technology Co Ltd                            | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     95400 | NS      | $4823340.11   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                     | AIA Group Ltd                                                     | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    737400 | NS      | $8515894.41   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | Lloyds Banking Group PLC                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1444000 | PA      | $2076075.40   | 0.24%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                       | NVIDIA Corp                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    107656 | NS      | $20576291.28  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                     | UniCredit SpA                                                     | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4422000 | PA      | $5323206.10   | 0.61%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                      | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2596696.26   | 0.30%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINAN                                                  | Vmed O2 UK Financing I PLC                                        | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   4088000 | PA      | $5441731.28   | 0.63%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18155 | NS      | $13008057.50  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE INTL FINANCE LTD                                            | Sable International Finance Ltd                                   | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   2184000 | PA      | $2210240.76   | 0.26%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                            | New Zealand Government Bond                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  18650000 | PA      | $7391032.59   | 0.85%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer