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1372.73 N N N EURO STOXX 50 PRICE EUR N/A N/A -30.00 NC -3546.65 -0.0114181503587 Short DE XX N 1 GOLDMAN SACHS & CO N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3300.00 EUR 2019-12-20 XXXX 8944.18 N N N DFO0BMNS N/A N/A 883000.00 NC 159.56 0.0005136904039 Long DFE XX N 2 BANK OF AMERICA N/A Put Purchased EUR PUT / USD CALL 2 EUR PUT / USD CALL 2 1.00 1.08 EUR 2019-12-08 XXXX -3862.05 N N N EURO STOXX 50 PRICE EUR N/A N/A -30.00 NC -5453.82 -0.0175581285973 Short DE XX N 1 GOLDMAN SACHS & CO N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3375.00 EUR 2019-12-20 XXXX 11189.72 N N N EURO STOXX 50 PRICE EUR N/A N/A 30.00 NC 11509.9 0.0370551841355 Long DE XX N 1 GOLDMAN SACHS & CO N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3500.00 EUR 2019-12-20 XXXX -15956.84 N N N KOREA STOCK EXCHANGE KOSPI 200 N/A N/A -17.00 NC -5041.04 -0.0162292170596 Short DE KR N 1 MORGAN STANLEY & COMPANY LLC N/A Put Written KOSPI 200 INDEX KOSPI2 KOSPI 200 INDEX 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EUR 992413.94 USD 2020-01-15 -12344.85 N N N SE1HE41R0FFSLNRC_1075500_S N/A N/A -250000.00 NC -324678.58 -1.0452762028148 Short DFE GB N 2 CITIGROUP GLOBAL MARKETS INC N/A 250000.00 GBP 324678.58 USD 2020-01-15 -15502.5 N N N U68FLE649H4FE2DN_1075500_S N/A N/A -225000.00 NC -229498.77 -0.7388525687659 Short DFE CH N 2 GOLDMAN SACHS & CO N/A 225000.00 CHF 229498.77 USD 2020-01-15 -1282.17 N N N LP7H4Q61NK2TDUSJ_1075500_L N/A N/A 30000000.00 NC 279269.82 0.899086404192 Long DFE JP N 2 GOLDMAN SACHS & CO N/A 279269.82 USD 30000000.00 JPY 2020-01-15 282.58 N N N LP7H4Q61NK2TDUSJ_1075500_S N/A N/A -25400000.00 NC -236448.45 -0.7612264966092 Short DFE JP N 2 GOLDMAN SACHS & CO N/A 25400000.00 JPY 236448.45 USD 2020-01-15 -963.24 N N N S&P 500 INDEX N/A N/A 3.00 NC USD 24060.00 0.0774592073173 Long DE US N 1 UBS SECURITIES LLC N/A Put Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 3050.00 USD 2020-01-17 XXXX -7005.00 N N N S&P 500 INDEX N/A N/A -3.00 NC USD -12060.00 -0.0388261862114 Short DE US N 1 UBS SECURITIES LLC N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 2925.00 USD 2020-01-17 XXXX 6165.00 N N N S&P 500 INDEX N/A N/A -3.00 NC USD -8514.00 -0.0274101284746 Short DE US N 1 UBS SECURITIES LLC N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 2850.00 USD 2020-01-17 XXXX 4836.00 N N N NIKKEI 225 N/A N/A -6.00 NC -10000.93 -0.032197178314 Short DE JP N 1 NOMURA SECURITIES INTL INC N/A Call Written NIKKEI 225 NKY NIKKEI 225 1000.00 23750.00 JPY 2020-01-10 XXXX -2388.41 N N N DFO0BQVS N/A N/A -775000.00 NC USD -5105.07 -0.0164353564214 Short DFE US N 2 BANK OF AMERICA N/A Put Written USD PUT / MXN CALL USD PUT / MXN CALL 1.00 19.00 MXN 2020-01-12 XXXX 2040.43 N N N NIKKEI 225 N/A N/A -6.00 NC -6111.68 -0.0196760552027 Short DE JP N 1 NOMURA SECURITIES INTL INC N/A Put Written NIKKEI 225 NKY NIKKEI 225 1000.00 21000.00 JPY 2020-01-10 XXXX 6058.11 N N N NIKKEI 225 N/A N/A 6.00 NC 25835.73 0.083176025198 Long DE JP N 1 NOMURA SECURITIES INTL INC N/A Call 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CALL / MXN PUT 1.00 19.8 MXN 2020-01-19 XXXX -888.89 N N N MSCI EMERGING MARKETS INDEX N/A N/A -10.00 NC USD -10900.00 -0.0350916608378 Short DE XX N 1 JANE STREET FINANCIAL LTD N/A Put Written MSCI EM MXEF MSCI EM 100.00 970.00 USD 2020-01-17 XXXX 2320.00 N N N DFO0BUGS N/A N/A -400000.00 NC -2342.09 -0.0075401677001 Short DFE XX N 2 HSBC BANK CHINA COMPANY LIMITED N/A Put Written FXO - EUR PUT / ZAR CALL 1 FXO - EUR PUT / ZAR CALL 1 1.00 16.00 EUR 2020-02-09 XXXX 3183.9 N N N EURO STOXX 50 PRICE EUR N/A N/A -101.00 NC -36835.01 -0.1185873098972 Short DE XX N 1 UBS SECURITIES LLC N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3100.00 EUR 2020-04-17 XXXX 1429.99 N N N EURO STOXX 50 PRICE EUR N/A N/A 68.00 NC 36630.91 0.1179302265965 Long DE XX N 1 UBS SECURITIES LLC N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3375.00 EUR 2020-02-21 XXXX -2634.6 N N N DFO0BUPS N/A N/A -470000.00 NC USD -2301.93 -0.0074108758561 Short DFE US N 2 HSBC BANK CHINA COMPANY LIMITED N/A Put Written FXO - USD PUT / ZAR CALL 2020 FXO - USD PUT / ZAR CALL 2020 1.00 14.2 ZAR 2020-02-02 XXXX 2962.07 N N N HCX9 INDEX N/A N/A 6.00 NC 404864.76 1.3034290681767 Long DE HK N 1 N/A N/A Long HSCEI FUTURES HSCEI FUTURES 2019-11-28 408233.85 USD -3369.09 N N N DFO0BU7S N/A N/A -400000.00 NC -14944.04 -0.0481111177273 Short DFE XX N 2 HSBC BANK CHINA COMPANY LIMITED N/A Call Written FXO - EUR CALL / ZAR PUT 2 FXO - EUR CALL / ZAR PUT 2 1.00 17.00 EUR 2020-02-09 XXXX -6130.39 N N N DFO0BUYS N/A N/A -470000.00 NC USD -14907.64 -0.0479939308966 Short DFE US N 2 HSBC BANK CHINA COMPANY LIMITED N/A Call Written FXO - USD CALL / ZAR PUT 202 FXO - USD CALL / ZAR PUT 202 1.00 15.2 ZAR 2020-02-02 XXXX -6588.64 N N N 2FS6H897GFSBNH6U_1075500_L N/A N/A 225000.00 NC 252308.63 0.8122870523328 Long DFE XX N 2 HSBC SECURITIES INC N/A 252308.63 USD 225000.00 EUR 2020-01-15 1296.45 N N N S&P 500 INDEX N/A N/A 4.00 NC USD 23980.00 0.0772016538433 Long DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Call Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 3090.00 USD 2020-02-21 XXXX -2096.00 N N N S&P 500 INDEX N/A N/A -4.00 NC USD -8540.00 -0.0274938333537 Short DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Call Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 3190.00 USD 2020-02-21 XXXX 1572.00 N N N S&P 500 INDEX N/A N/A -4.00 NC USD -16640.00 -0.0535711226002 Short DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 2810.00 USD 2020-02-21 XXXX -1116.00 N N N IHX9 INDEX N/A N/A 19.00 NC USD 453245.00 1.4591853042625 Long DE SG N 1 N/A N/A Long SGX NIFTY 50 2 SGX NIFTY 50 2 2019-11-28 443187.00 USD 10058.00 N N N EURO STOXX 50 PRICE EUR N/A N/A -48.00 NC -15739.11 -0.0506707807348 Short DE XX N 2 UBS SECURITIES LLC N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3375.00 EUR 2020-01-17 XXXX 861.76 N N N EURO STOXX 50 PRICE EUR N/A N/A 24.00 NC 15899.72 0.0511878515281 Long DE XX N 2 UBS SECURITIES LLC N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3525.00 EUR 2020-01-17 XXXX -980.06 N N N DREYFUS INSTITUTIONAL PREFERRE N/A 26200T109 11644072.009 PA USD 11643466.12 37.4851893633297 Long DBT RF US N 1 2099-12-01 Variable 1.854084 N N N N N N 2019-12-18 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer