ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF

NPORT-P false 0001635295 XXXXXXXX S000059045 C000193652 C000193653 C000193654 C000193656 BNY Mellon Absolute Insight Funds, Inc. 811-23036 0001635295 549300FDPJFMG9QZEW26 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Broad Opportunities Fund S000059045 549300SS6CYZUK5H8434 2020-10-31 2020-01-31 N 34433011.42 3876619.02 30556392.4 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 242467.31 CAD USD NOK CHF MXN GBP INR ZAR EUR AUD BRL KRW JPY HKD N ISHARES IBOXX HIGH YIELD CORPO N/A ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF 464288513 10183.00 NS USD 891317.99 2.9169608058836 Long EC RF US N 1 N N N ISHARES IBOXX $ INVESTMENT GRA 549300FYCXFXG8POR355 ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 464287242 22679.00 NS USD 2972990.11 9.7295193460076 Long EC RF US N 1 N N N ISHARES JP MORGAN USD EMERGING 54930070R8WH6MNUJG74 ISHARES JP MORGAN USD EMERGING MARKETS BOND ETF 464288281 17705.00 NS USD 2053425.9 6.7201188972818 Long EC RF US N 1 N N N ISHARES INTERNATIONAL HIGH YIE 549300P92KYAJ7I5B171 ISHARES INTERNATIONAL HIGH YIELD BOND ETF 464286210 17596.00 NS USD 900292.3 2.9463304706088 Long EC RF US N 1 N N N GREENCOAT UK WIND PLC/FUNDS 213800ZPBBK8H51RX165 GREENCOAT UK WIND PLC/FUNDS N/A 217415.00 NS 408251.23 1.3360583430653 Long EC RF GB N 1 N N N RENEWABLES INFRASTRUCTURE GROUP LTD/THE 213800NO6Q7Q7HMOMT20 RENEWABLES INFRASTRUCTURE GROUP LTD/THE N/A 121826.00 NS 212028.29 0.6938917632174 Long EC RF GG N 1 N N N UK TSY 1 1/2% 2047 ECTRVYYCEF89VWYS6K36 UNITED KINGDOM GILT QZ5541813 939000.00 PA 1379877.8 4.5158400309062 Long DBT USGSE GB N 2 2047-07-22 Fixed 1.5 N N N N N N INTERNATIONAL PUBLIC PARTNERSH 2138002AJT55TI5M4W30 INTERNATIONAL PUBLIC PARTNERSHIPS LTD N/A 185000.00 NS 408457.06 1.3367319500714 Long EC RF GG N 1 N N N GCP INFRASTRUCTURE INVESTMENTS 213800W64MNATSIV5Z47 GCP INFRASTRUCTURE INVESTMENTS LTD N/A 296000.00 NS 500311.04 1.6373367426712 Long EC RF JE N 1 N N N 3I INFRASTRUCTURE PLC 549300SQ4ZSVSWC6H750 3I INFRASTRUCTURE PLC N/A 128050.00 NS 525024.53 1.718215040333 Long EC RF JE N 1 N N N ISHARES JP MORGAN EM LOCAL CUR 549300ZZ765YKMMG3526 ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF 464286517 15607.00 NS USD 679684.85 2.2243622254307 Long EC RF US N 1 N N N AMEDEO AIR FOUR PLUS LTD 21380056PDNOTWERG107 AMEDEO AIR FOUR PLUS LTD N/A 162500.00 NS 158790.12 0.5196625240353 Long EC CORP GG N 1 N N N ISHARES BLOOMBERG ROLL SELECT N/A ISHARES BLOOMBERG ROLL SELECT COMMODITY STRATEGY ETF 46431W598 10625.00 NS USD 446312.69 1.4606197098057 Long EC RF US N 1 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 SPAIN GOVERNMENT BOND AM2611375 401000.00 PA 492410.68 1.6114817271426 Long DBT USGSE ES Y 2 2027-04-30 Fixed 1.5 N N N N N N JLEN ENVIRONMENTAL ASSETS GROU 213800JWJN54TFBMBI68 JLEN ENVIRONMENTAL ASSETS GROUP LTD N/A 39511.00 NS 61565.65 0.2014820637006 Long EC RF GG N 1 N N N HICL INFRASTRUCTURE PLC 213800BVXR1E5L7PEV94 HICL INFRASTRUCTURE PLC N/A 204645.00 NS 480475.56 1.5724224041578 Long EC RF GB N 1 N N N DEDZ1 INDEX N/A SX5E DIVIDEND FUT DEC21 N/A 67.00 NC 905794.41 2.9643368829103 Long DE DE N 1 N/A N/A Long SX5E DIVIDEND FUT 2 SX5E DIVIDEND FUT 2 2021-12-17 816730.00 EUR 7310.68 N N N DCS0FMQS_1075500_L N/A ICE CDS MARKIT.CDX.NA.HY.32_32 5 20240620 - GS - CON N/A 1960000.00 NC USD 167767.74 0.5490430211912 Long DCR US N 2 BNP PARIBAS SECURITIES CORP N/A CDX.NA.HY.32.1_ICE 5.0000% due 06/20/2024 N/A CDX.NA.HY.32.1_ICE 5.0000% due 06/20/2024 Y 2024-06-20 124787.31 USD 0.00 USD 1960000.00 USD 42980.43 N N N AQUILA EUROPEAN RENEWABLES INC N/A AQUILA EUROPEAN RENEWABLES INCOME FUND PLC/THE FUND N/A 53000.00 NS 62306.43 0.2039063682138 Long EC RF GB N 1 N N N DCS0GFOS_1075500_S N/A ICE CDX.NA.IG.33 12/20/2024 - GS - CON N/A -2100000.00 NC USD -49273.7 -0.1612549654258 Short DCR US N 2 BNP PARIBAS SECURITIES CORP N/A CDX.NA.IG.33.1_ICE 1.0000% N/A CDX.NA.IG.33.1_ICE 1.0000% Y 2024-12-20 0.00 USD 39573.6 USD -2100000.00 USD -9700.1 N N N DEDZ0 INDEX N/A SX5E DIVIDEND FUT DEC20 N/A 94.00 NC 1285411.13 4.2066848506631 Long DE DE N 1 N/A N/A Long SX5E DIVIDEND FUT SX5E DIVIDEND FUT 2020-12-18 1159020.00 EUR -4016.37 N N N DCS0GLUS_1075500_S N/A ICE CDX.NA.HY.32 6/20/2024 - GS - CON N/A -1960000.00 NC USD -167767.74 -0.5490430211912 Short DCR US N 2 GOLDMAN SACHS & CO N/A CDX.NA.HY.32_V2 N/A CDX.NA.HY.32_V2 Y 2024-06-20 0.00 USD 129780.05 USD -1960000.00 USD -37987.69 N N N DCS0GLTS_1075500_L N/A ICE CDX.NA.HY.33 12/20/2024 - GS - CON N/A 2079000.00 NC USD 173409.13 0.5675052464635 Long DCR US N 2 GOLDMAN SACHS & CO N/A CDX.NA.HY.33.1_ICE 5.0000% N/A CDX.NA.HY.33.1_ICE 5.0000% Y 2024-12-20 130377.08 USD 0.00 USD 2079000.00 USD 43032.05 N N N DFO0BUGS N/A FXO - EUR PUT / ZAR CALL 20200211 @16 - HSBC N/A -400000.00 NC -112.91 -0.0003695135162 Short DFE XX N 2 HSBC BANK CHINA COMPANY LIMITED N/A Put Written FXO - EUR PUT / ZAR CALL FXO - EUR PUT / ZAR CALL 1.00 16.00 ZAR 2020-02-08 XXXX 5413.08 N N N DFO0BU7S N/A FXO - EUR CALL / ZAR PUT 20200211 @17 - HSBC N/A -400000.00 NC -1353.81 -0.0044305295673 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 ZAR 2020-02-08 XXXX 7459.84 N N N DFO0BUYS N/A FXO - USD CALL / ZAR PUT 20200204 @15.2 - HSBC N/A -470000.00 NC -514.11 -0.0016824957386 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 2020-02-01 XXXX 7804.89 N N N DFO0BUPS N/A FXO - USD PUT / ZAR CALL 20200204 @14.2 - HSBC N/A -470000.00 NC 0.00 N/A 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 2020-02-01 XXXX 5264.00 N N N S&P 500 INDEX N/A SPX US 02/21/20 C3190 N/A -4.00 NC USD -30520.00 -0.0998809008618 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 -20408.00 N N N UK TSY 1 1/2% 2047 ECTRVYYCEF89VWYS6K36 UNITED KINGDOM GILT AU3796482 192000.00 PA 299315.48 0.9795511069559 Long DBT USGSE GB N 2 2049-01-22 Fixed 1.75 N N N N N N NIKKEI 225 N/A NKY 06/12/20 P21750 N/A 3.00 NC 13428.08 0.0439452400801 Long DE JP N 1 SOCIETE GENERALE N/A Put Purchased NIKKEI 225 NKY NIKKEI 225 1000.00 21750.00 JPY 2020-06-12 XXXX -8642.47 N N N S&P 500 INDEX N/A SPX US 02/21/20 C3090 N/A 4.00 NC USD 61960.00 0.2027726283551 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 35884.00 N N N S&P 500 INDEX N/A SPX US 02/21/20 P2810 N/A -4.00 NC USD -820.00 -0.0026835628671 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 14704.00 N N N NIKKEI 225 N/A NKY 06/12/20 P20500 N/A -3.00 NC -7336.99 -0.0240113096597 Short DE JP N 1 SOCIETE GENERALE N/A Put Written NIKKEI 225 NKY NIKKEI 225 1000.00 20500.00 JPY 2020-06-12 XXXX 5251.19 N N N NIKKEI 225 N/A NKY 06/12/20 C24500 N/A -3.00 NC -6783.26 -0.0221991520176 Short DE JP N 1 SOCIETE GENERALE N/A Call Written NIKKEI 225 NKY NIKKEI 225 1000.00 24500.00 JPY 2020-06-12 XXXX 2314.31 N N N RUSSELL 2000 INDEX/OLD N/A RUT US 03/20/20 C1650 N/A 5.00 NC USD 12435.00 0.0406952490896 Long DE US N 1 JANE STREET FINANCIAL LTD N/A Call Purchased RUSSELL 2000 INDEX RUY RUSSELL 2000 INDEX 100.00 1650.00 USD 2020-03-20 XXXX -7275.00 N N N EURO STOXX 50 PRICE EUR N/A SX5E 02/21/20 P3550 N/A -29.00 NC -8909.00 -0.0291559287607 Short DE XX N 1 JP MORGAN CHASE BANK N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3550.00 EUR 2020-02-21 XXXX 10459.31 N N N BBG00PGWB655 N/A USH0C 160 PIT N/A 10.00 NC USD 38593.75 0.1263033590313 Long DIR US N 1 JP MORGAN CHASE BANK N/A Call Purchased USH0C 160 USH0C 160 100000.00 160.00 USD 2020-02-21 XXXX 22245.57 N N N RUSSELL 2000 INDEX/OLD N/A RUT US 03/20/20 C1730 N/A -5.00 NC USD -1650.00 -0.0053998521108 Short DE US N 1 JANE STREET FINANCIAL LTD N/A Call Written RUSSELL 2000 INDEX RUY RUSSELL 2000 INDEX 100.00 1730.00 USD 2020-03-20 XXXX 4900.00 N N N EURO STOXX 50 PRICE EUR N/A SX5E 02/21/20 P3450 N/A -29.00 NC -4020.31 -0.0131570178421 Short DE XX N 1 JP MORGAN CHASE BANK N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3450.00 EUR 2020-02-21 XXXX 9019.74 N N N EURO STOXX 50 PRICE EUR N/A SX5E 02/21/20 P3675 N/A 29.00 NC 22706.69 0.07431076844 Long DE XX N 1 JP MORGAN CHASE BANK N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3675.00 EUR 2020-02-21 XXXX -9222.25 N N N RUSSELL 2000 INDEX/OLD N/A RUT US 03/20/20 P1470 N/A -5.00 NC USD -5600.00 -0.0183267708003 Short DE US N 1 JANE STREET FINANCIAL LTD N/A Put Written RUSSELL 2000 INDEX RUY RUSSELL 2000 INDEX 100.00 1470.00 USD 2020-03-20 XXXX 8435.00 N N N BBG00PGWB726 N/A USH0C 163 PIT N/A -10.00 NC USD -17812.5 -0.0582938580144 Short DIR US N 1 JP MORGAN CHASE BANK N/A Call Written USH0C 163 USH0C 163 100000.00 163.00 USD 2020-02-21 XXXX -9699.3 N N N BBG00PGW8HH2 N/A USH0P 154 PIT N/A -10.00 NC USD -156.25 -0.0005113496317 Short DIR US N 1 JP MORGAN CHASE BANK N/A Put Written USH0P 154 USH0P 154 100000.00 154.00 USD 2020-02-21 XXXX 9988.2 N N N WNH0 COMDTY N/A US ULTRA BOND CBT MAR20 N/A 11.00 NC USD 2130562.5 6.9725590380885 Long DIR US N 1 N/A N/A Long US ULTRA BOND CBT US ULTRA BOND CBT 2020-03-20 2130562.5 USD 29788.02 N N N G H0 COMDTY N/A LONG GILT FUTURE MAR20 N/A 3.00 NC 534564.81 1.749436919785 Long DIR GB N 1 N/A N/A Long LONG GILT FUTURE LONG GILT FUTURE 2020-03-27 404820.00 GBP 5934.6 N N N S&P 500 INDEX N/A SPX US 03/20/20 P2950 N/A 10.00 NC USD 18210.00 0.0595947314775 Long DE US N 1 UBS SECURITIES LLC N/A Put Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 2950.00 USD 2020-03-20 XXXX -34870.00 N N N S&P 500 INDEX N/A SPX US 04/17/20 P2755 N/A -15.00 NC USD -21150.00 -0.0692162861477 Short DE US N 1 UBS SECURITIES LLC N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 2755.00 USD 2020-04-17 XXXX 31980.00 N N N ISHARES USD HIGH YIELD CORP BO N/A IHYU GR 03/20/20 C102.5 N/A -134.00 NC USD -22914.00 -0.0749892189498 Short DE DE N 1 JANE STREET FINANCIAL LTD N/A Call Written ISHARES USD HIGH YIELD CORP BO Ishares Usd High Yield Corp Bond Ucits Etf 100.00 102.5 USD 2020-03-20 XXXX -10720.00 N N N ISHARES USD HIGH YIELD CORP BO N/A IHYU GR 03/20/20 P100 N/A -134.00 NC USD -6700.00 -0.0219266722075 Short DE DE N 1 JANE STREET FINANCIAL LTD N/A Put Written ISHARES USD HIGH YIELD CORP BO Ishares Usd High Yield Corp Bond Ucits Etf 100.00 100.00 USD 2020-03-20 XXXX 4690.00 N N N FTSE MIB INDEX N/A FTSEMIB 02/21/20 P22000 N/A -12.00 NC -3832.88 -0.0125436273687 Short DE IT N 1 UBS SECURITIES LLC N/A Put Written FTSE MIB INDEX FTSEMIB FTSE MIB INDEX 3.00 22000.00 EUR 2020-02-21 XXXX 9405.16 N N N S&P 500 INDEX N/A SPX US 02/21/20 P2900 N/A -3.00 NC USD -1140.00 -0.0037308069129 Short DE US N 1 JANE STREET FINANCIAL LTD N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 2900.00 USD 2020-02-21 XXXX 9300.00 N N N S&P 500 INDEX N/A SPX US 02/21/20 P2975 N/A -3.00 NC USD -2100.00 -0.0068725390501 Short DE US N 1 JANE STREET FINANCIAL LTD N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 2975.00 USD 2020-02-21 XXXX 12165.00 N N N UXYH0 COMDTY N/A US 10YR ULTRA FUT MAR20 N/A -13.00 NC USD -1893531.25 -6.1968416467907 Short DIR US N 1 N/A N/A Short US 10YR ULTRA US 10YR ULTRA 2020-03-20 -1893531.25 USD -40546.87 N N N S&P 500 INDEX N/A SPX US 02/21/20 P3100 N/A 3.00 NC USD 5616.00 0.0183791330026 Long DE US N 1 JANE STREET FINANCIAL LTD N/A Put Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 3100.00 USD 2020-02-21 XXXX -18324.00 N N N SWISS MARKET INDEX N/A SMI 02/21/20 P10550 N/A 11.00 NC 12505.19 0.0409249555258 Long DE CH N 1 CREDIT SUISSE FIRST BOSTON N/A Put Purchased SWISS MARKET INDEX SMI SWISS MARKET INDEX 10.00 10550.00 CHF 2020-02-21 XXXX -18302.53 N N N RXH0 COMDTY N/A EURO-BUND FUTURE MAR20 N/A 2.00 NC 388256.22 1.2706219206688 Long DIR DE N 1 N/A N/A Long EURO-BUND FUTURE EURO-BUND FUTURE 2020-03-06 350080.00 EUR 6499.03 N N N OATH0 COMDTY N/A EURO-OAT FUTURE MAR20 N/A 1.00 NC 185455.34 0.606928126764 Long DIR DE N 1 N/A N/A Long EURO-OAT FU EURO-OAT FU 2020-03-06 167220.00 EUR 3404.78 N N N SWISS MARKET INDEX N/A SMI 02/21/20 P10000 N/A -11.00 NC -2318.31 -0.0075869885739 Short DE CH N 1 CREDIT SUISSE FIRST BOSTON N/A Put Written SWISS MARKET INDEX SMI SWISS MARKET INDEX 10.00 10000.00 CHF 2020-02-21 XXXX 8833.36 N N N OEH0 COMDTY N/A EURO-BOBL FUTURE MAR20 N/A 6.00 NC 898064.33 2.9390391321195 Long DIR DE N 1 N/A N/A Long EURO-BOBL F EURO-BOBL F 2020-03-06 809760.00 EUR 6188.5 N N N SWISS MARKET INDEX N/A SMI 02/21/20 P10300 N/A -11.00 NC -5778.65 -0.0189114275152 Short DE CH N 1 CREDIT SUISSE FIRST BOSTON N/A Put Written SWISS MARKET INDEX SMI SWISS MARKET INDEX 10.00 10300.00 CHF 2020-02-21 XXXX 14133.31 N N N S&P 500 INDEX N/A SPX US 03/20/20 P2925 N/A -4.00 NC USD -6548.00 -0.0214292312858 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 2925.00 USD 2020-03-20 XXXX 9752.00 N N N S&P 500 INDEX N/A SPX US 03/20/20 C3190 N/A 4.00 NC USD 40220.00 0.1316254859981 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 3190.00 USD 2020-03-20 XXXX 15736.00 N N N S&P 500 INDEX N/A SPX US 03/20/20 C3290 N/A -4.00 NC USD -15960.00 -0.0522312967809 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 3290.00 USD 2020-03-20 XXXX -7380.00 N N N EURO STOXX 50 PRICE EUR N/A SX5E 02/21/20 P4025 N/A 1.00 NC 4243.23 0.0138865542255 Long DE XX N 1 UBS SECURITIES LLC N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 4025.00 EUR 2020-02-21 XXXX 462.5 N N N EURO STOXX 50 PRICE EUR N/A SX5E 02/21/20 P3850 N/A -1.00 NC -2310.15 -0.0075602838507 Short DE XX N 1 UBS SECURITIES LLC N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3850.00 EUR 2020-02-21 XXXX -264.04 N N N EURO STOXX 50 PRICE EUR N/A SX5E 03/20/20 P3575 N/A 62.00 NC 39743.92 0.1300674486691 Long DE XX N 1 UBS SECURITIES LLC N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3575.00 EUR 2020-03-20 XXXX -5163.74 N N N EURO STOXX 50 PRICE EUR N/A SX5E 05/15/20 P3300 N/A -92.00 NC -41119.14 -0.1345680454083 Short DE XX N 1 UBS SECURITIES LLC N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3300.00 EUR 2020-05-15 XXXX 6635.19 N N N DFO0BZ5S N/A FXO - USD CALL / CHF PUT 20200310 @0.99 - HSBC N/A -1170000.00 NC -211.13 -0.0006909519855 Short DFE US N 2 HSBC BANK PLC N/A Call Written USD CALL / CHF PUT USD CALL / CHF PUT 1.00 0.993 CHF 2020-03-07 XXXX 6488.29 N N N DFO0BYWS N/A FXO - USD PUT / CHF CALL 20200310 @0.98 - HSBC N/A -1170000.00 NC -18634.74 -0.0609847515899 Short DFE US N 2 HSBC BANK PLC N/A Put Written USD PUT / CHF CALL USD PUT / CHF CALL 1.00 0.975 CHF 2020-03-07 XXXX -10650.66 N N N UBH0 COMDTY N/A EURO-BUXL 30Y BND MAR20 N/A 4.00 NC 935594.58 3.0618620410176 Long DIR DE N 1 N/A N/A Long EURO-BUXL 30Y EURO-BUXL 30Y 2020-03-06 843600.00 EUR 26866.78 N N N ECH0 CURNCY N/A EURO FX CURR FUT MAR20 N/A -19.00 NC USD -2640643.75 -8.6418701377849 Short DFE US N 1 N/A N/A N/A EURO FX CURR EURO FX CURR 2020-03-16 2671518.75 USD 30875.00 N N N RUSSELL 2000 INDEX/OLD N/A RUT US 02/21/20 P1600 N/A -6.00 NC USD -13716.00 -0.0448874979102 Short DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Put Written RUSSELL 2000 INDEX RUY RUSSELL 2000 INDEX 100.00 1600.00 USD 2020-02-21 XXXX 3564.00 N N N BPH0 CURNCY N/A BP CURRENCY FUT MAR20 N/A -58.00 NC USD -4791162.5 -15.6797387508349 Short DFE US N 1 N/A N/A N/A BP CURRENCY BP CURRENCY 2020-03-16 4857650.00 USD 66487.5 N N N KMH0 INDEX N/A KOSPI2 INX FUT MAR20 N/A 8.00 NC 478499.81 1.5659564903348 Long DE KR N 1 N/A N/A Long KOSPI2 KOSPI2 2020-03-12 570300000.00 KRW 18206.99 N N N NXH0 INDEX N/A NIKKEI 225 (CME) MAR20 N/A 8.00 NC USD 909200.00 2.9754821449406 Long DE US N 1 N/A N/A Long NIKKEI 225 (CME) NIKKEI 225 (CME) 2020-03-12 909200.00 USD -33773.02 N N N FTSE 100 INDEX N/A UKX 03/20/20 C7450 N/A 14.00 NC 8873.76 0.0290406010102 Long DE GB N 1 GOLDMAN SACHS & CO N/A Call Purchased FTSE 100 INDEX UKX FTSE 100 INDEX 10.00 7450.00 GBP 2020-03-20 XXXX -13358.18 N N N VGH0 INDEX N/A EURO STOXX 50 MAR20 N/A 47.00 NC 1896841.49 6.2076748628218 Long DE DE N 1 N/A N/A Long EURO STOXX EURO STOXX 2020-03-20 1710330.00 EUR -54166.00 N N N RUSSELL 2000 INDEX/OLD N/A RUT US 02/21/20 C1670 N/A -6.00 NC USD -3768.00 -0.0123312986385 Short DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Call Written RUSSELL 2000 INDEX RUY RUSSELL 2000 INDEX 100.00 1670.00 USD 2020-02-21 XXXX 16452.00 N N N FTSE 100 INDEX N/A UKX 03/20/20 C7650 N/A -14.00 NC -2033.57 -0.0066551377315 Short DE GB N 1 GOLDMAN SACHS & CO N/A Call Written FTSE 100 INDEX UKX FTSE 100 INDEX 10.00 7650.00 GBP 2020-03-20 XXXX 6186.64 N N N FTSE 100 INDEX N/A UKX 03/20/20 P7025 N/A -14.00 NC -15251.77 -0.0499135166231 Short DE GB N 1 GOLDMAN SACHS & CO N/A Put Written FTSE 100 INDEX UKX FTSE 100 INDEX 10.00 7025.00 GBP 2020-03-20 XXXX 1188.65 N N N ESH0 INDEX N/A S&P500 EMINI FUT MAR20 N/A 10.00 NC USD 1612000.00 5.2754918803831 Long DE US N 1 N/A N/A Long S&P500 EMINI F S&P500 EMINI F 2020-03-20 1612000.00 USD 12725.00 N N N Z H0 INDEX N/A FTSE 100 IDX FUT MAR20 N/A 20.00 NC 1906141.75 6.2381112437867 Long DE GB N 1 N/A N/A Long FTSE 100 FTSE 100 2020-03-20 1443500.00 GBP -60942.73 N N N EURO STOXX 50 PRICE EUR N/A SX5E 06/19/20 P3200 N/A -68.00 NC -31599.05 -0.1034122405104 Short DE XX N 1 CREDIT SUISSE FIRST BOSTON N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3200.00 EUR 2020-06-19 XXXX -3955.77 N N N EURO STOXX 50 PRICE EUR N/A SX5E 04/17/20 P3550 N/A 45.00 NC 35434.15 0.1159631331347 Long DE XX N 1 CREDIT SUISSE FIRST BOSTON N/A Put Purchased Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3550.00 EUR 2020-04-17 XXXX 8319.91 N N N XPH0 INDEX N/A SPI 200 FUTURES MAR20 N/A 4.00 NC 465500.76 1.5234153099827 Long DE AU N 1 N/A N/A Long SPI 200 FU SPI 200 FU 2020-03-19 695400.00 AUD 10375.7 N N N XMH0 COMDTY N/A AUST 10Y BOND FUT MAR20 N/A 4.00 NC 395982.07 1.2959058282024 Long DIR AU N 1 N/A N/A Long AUST 10Y BOND F AUST 10Y BOND F 2020-03-16 591547.76 AUD 6429.75 N N N S&P 500 INDEX N/A SPX US 03/20/20 P3000 N/A -3.00 NC USD -7269.00 -0.0237888030263 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 3000.00 USD 2020-03-20 XXXX 2598.00 N N N CAC 40 INDEX N/A CAC 03/20/20 P5700 N/A -18.00 NC -19240.24 -0.0629663336827 Short DE FR N 1 UBS SECURITIES LLC N/A Put Written CAC 40 INDEX CAC CAC 40 INDEX 10.00 5700.00 EUR 2020-03-20 XXXX -5221.48 N N N S&P 500 INDEX N/A SPX US 03/20/20 P3050 N/A -3.00 NC USD -9336.00 -0.0305533450342 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 3050.00 USD 2020-03-20 XXXX 2823.00 N N N CAC 40 INDEX N/A CAC 03/20/20 P5900 N/A 18.00 NC 35444.13 0.1159957940584 Long DE FR N 1 UBS SECURITIES LLC N/A Put Purchased CAC 40 INDEX CAC CAC 40 INDEX 10.00 5900.00 EUR 2020-03-20 XXXX 10811.17 N N N XBG0 INDEX N/A MINI BOVESPA FUT FEB20 N/A 88.00 NC 468216.88 1.5323041865374 Long DE BR N 1 N/A N/A Long MINI BOVESPA MINI BOVESPA 2020-02-12 2005185.6 BRL 146.68 N N N CAC 40 INDEX N/A CAC 03/20/20 P5600 N/A -18.00 NC -14059.87 -0.0460128598165 Short DE FR N 1 UBS SECURITIES LLC N/A Put Written CAC 40 INDEX CAC CAC 40 INDEX 10.00 5600.00 EUR 2020-03-20 XXXX -3355.55 N N N AIH0 INDEX N/A FTSE/JSE TOP 40 MAR20 N/A 14.00 NC 467866.88 1.5311587633623 Long DE ZA N 1 N/A N/A Long FTSE/JSE TOP 4 FTSE/JSE TOP 4 2020-03-19 7021980.00 ZAR -16770.96 N N N S&P 500 INDEX N/A SPX US 03/20/20 P3175 N/A 3.00 NC USD 17700.00 0.0579256862796 Long DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Put Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 3175.00 USD 2020-03-20 XXXX -3171.00 N N N DFO0C08S N/A FXO - USD CALL / CHF PUT 20200407 @0.985 - GS N/A -1400000.00 NC -1632.67 -0.0053431373004 Short DFE US N 2 GOLDMAN SACHS & CO N/A Call Written USD CALL / CHF PUT 20 USD CALL / CHF PUT 20 1.00 0.985 CHF 2020-04-04 XXXX 6369.73 N N N DFO0BZZS N/A FXO - USD PUT / CHF CALL 20200407 @0.965 - GS N/A -1400000.00 NC -16755.27 -0.0548339273192 Short DFE US N 2 GOLDMAN SACHS & CO N/A Put Written USD PUT / CHF CALL 2 USD PUT / CHF CALL 2 1.00 0.965 CHF 2020-04-04 XXXX -6767.67 N N N NIKKEI 225 N/A NKY 04/10/20 C23750 N/A 5.00 NC 12459.05 0.0407739560249 Long DE JP N 1 SOCIETE GENERALE N/A Call Purchased NIKKEI 225 NKY NIKKEI 225 1000.00 23750.00 JPY 2020-04-10 XXXX -8308.3 N N N NIKKEI 225 N/A NKY 04/10/20 C24500 N/A -5.00 NC -4429.88 -0.0144973920416 Short DE JP N 1 SOCIETE GENERALE N/A Call Written NIKKEI 225 NKY NIKKEI 225 1000.00 24500.00 JPY 2020-04-10 XXXX 4493.43 N N N NIKKEI 225 N/A NKY 04/10/20 P22000 N/A -5.00 NC -15919.89 -0.0521000312851 Short DE JP N 1 SOCIETE GENERALE N/A Put Written NIKKEI 225 NKY NIKKEI 225 1000.00 22000.00 JPY 2020-04-10 XXXX -2701.91 N N N FTSE 100 INDEX N/A UKX 04/17/20 P7375 N/A -11.00 NC -39509.36 -0.1292998187835 Short DE GB N 1 UBS SECURITIES LLC N/A Put Written FTSE 100 INDEX UKX FTSE 100 INDEX 10.00 7375.00 GBP 2020-04-17 XXXX -20314.07 N N N S&P 500 INDEX N/A SPX US 04/17/20 P3075 N/A -4.00 NC USD -21216.00 -0.0694322802321 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 3075.00 USD 2020-04-17 XXXX -2616.00 N N N FTSE 100 INDEX N/A UKX 04/17/20 C7600 N/A -11.00 NC -3994.51 -0.013072583791 Short DE GB N 1 UBS SECURITIES LLC N/A Call Written FTSE 100 INDEX UKX FTSE 100 INDEX 10.00 7600.00 GBP 2020-04-17 XXXX 13659.12 N N N S&P 500 INDEX N/A SPX US 04/17/20 P3225 N/A -4.00 NC USD -36384.00 -0.1190716479999 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 3225.00 USD 2020-04-17 XXXX -3184.00 N N N S&P 500 INDEX N/A SPX UO 04/17/20 P3325 N/A 4.00 NC USD 46772.00 0.1530678078345 Long DE US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A Put Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 3325.00 USD 2020-04-17 XXXX -3328.00 N N N DFO0C23S N/A FXO - USD PUT / NOK CALL 20200421 @8.7 - CITI N/A -1100000.00 NC -1330.95 -0.0043557170708 Short DFE US N 2 CITIBANK N/A Put Written USD PUT / NOK CALL 20 USD PUT / NOK CALL 20 1.00 8.7 NOK 2020-04-18 XXXX 7793.55 N N N DFO0C2CS N/A FXO - USD CALL / NOK PUT 20200421 @9 - CITI N/A -1100000.00 NC -28571.95 -0.0935056391015 Short DFE US N 2 CITIBANK N/A Call Written USD CALL / NOK PUT 20 USD CALL / NOK PUT 20 1.00 9.00 NOK 2020-04-18 XXXX -19447.45 N N N DFO0C2US N/A FXO - AUD PUT / USD CALL 20200402 @0.68 - BARC N/A -2000000.00 NC -26485.37 -0.0866770188485 Short DFE XX N 2 BARCLAYS N/A Put Written AUD PUT / USD CALL 20 AUD PUT / USD CALL 20 1.00 0.68 AUD 2020-03-30 XXXX -17480.6 N N N DFO0C2LS N/A FXO - AUD CALL / USD PUT 20200402 @0.7 - BARC N/A -2000000.00 NC -1174.04 -0.0038422074982 Short DFE XX N 2 BARCLAYS N/A Call Written AUD CALL / USD PUT 20 AUD CALL / USD PUT 20 1.00 0.7 AUD 2020-03-30 XXXX 6794.91 N N N 7OU299EN64RPCDEF_1075500_S N/A EUR/USD FWD 20200408 00000816 N/A -855000.00 NC -952282.51 -3.116475588918 Short DFE XX N 2 HSBC SECURITIES INC N/A 855000.00 EUR 952282.51 USD 2020-04-08 2910.58 N N N 9QGRMV6TKD6IV3RK_1075500_S N/A GBP/USD FWD 20200408 00161 N/A -720000.00 NC -952524.86 -3.1172687126507 Short DFE GB N 2 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A 720000.00 GBP 952524.86 USD 2020-04-08 -9896.72 N N N 5UCBBI5HKIFVAMP9_1075500_S N/A JPY/USD FWD 20200408 00050 N/A -75350000.00 NC -698050.13 -2.2844651320814 Short DFE JP N 2 MORGAN STANLEY & COMPANY LLC N/A 75350000.00 JPY 698050.13 USD 2020-04-08 -7240.61 N N N 3SQITRCB6945PVC4_1075500_S N/A CHF/USD FWD 20200408 00161 N/A -260000.00 NC -271236.04 -0.8876572746198 Short DFE CH N 2 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A 260000.00 CHF 271236.04 USD 2020-04-08 -2573.28 N N N HONG KONG STOCK EXCHANGE HANG N/A HSCEI 04/28/20 P10800 N/A -12.00 NC -53150.67 -0.1739428833882 Short DE HK N 1 GOLDMAN SACHS & CO N/A Put Written HANG SENG CHINA ENT INDX HSCEI HANG SENG CHINA ENT INDX 50.00 10800.00 HKD 2020-04-28 XXXX -38163.32 N N N HONG KONG STOCK EXCHANGE HANG N/A HSCEI 04/28/20 C12000 N/A -12.00 NC -927.05 -0.0030338987268 Short DE HK N 1 GOLDMAN SACHS & CO N/A Call Written HANG SENG CHINA ENT INDX HSCEI HANG SENG CHINA ENT INDX 50.00 12000.00 HKD 2020-04-28 XXXX 11024.2 N N N OVPCM5UN2RSTVGAL_1075500_L N/A JPY/USD FWD 20200408 221 N/A 45000000.00 NC 416884.62 1.3643123001653 Long DFE JP N 2 UBS SECURITIES LLC N/A 416884.62 USD 45000000.00 JPY 2020-04-08 5243.41 N N N UO65FQEKJIUO6KKS_1075500_S N/A BRL/USD FWD 20200408 00000816 N/A -1125000.00 NC -261771.17 -0.8566821847725 Short DFE BR N 2 HSBC SECURITIES INC N/A 1125000.00 BRL 261771.17 USD 2020-04-08 10883.39 N N N S&P 500 INDEX N/A SPX US 05/15/20 P3120 N/A -6.00 NC USD -43740.00 -0.1431451705012 Short DE US N 1 JANE STREET FINANCIAL LTD N/A Put Written S&P 500 INDEX SPX S&P 500 INDEX 100.00 3120.00 USD 2020-05-15 XXXX -17460.00 N N N S&P 500 INDEX N/A SPX US 05/15/20 P3295 N/A 3.00 NC USD 39810.00 0.1302837045645 Long DE US N 1 JANE STREET FINANCIAL LTD N/A Put Purchased S&P 500 INDEX SPX S&P 500 INDEX 100.00 3295.00 USD 2020-05-15 XXXX 14670.00 N N N HONG KONG STOCK EXCHANGE HANG N/A HSCEI 04/28/20 C11500 N/A 12.00 NC 3785.44 0.012388373439 Long DE HK N 1 GOLDMAN SACHS & CO N/A Call Purchased HANG SENG CHINA ENT INDX HSCEI HANG SENG CHINA ENT INDX 50.00 11500.00 HKD 2020-04-28 XXXX -21776.38 N N N I8G7PM060LJC9UBL_1075500_L N/A EUR/USD FWD 20200408 00161 N/A 241000.00 NC 268421.15 0.8784451596452 Long DFE XX N 2 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED N/A 268421.15 USD 241000.00 EUR 2020-04-08 68.61 N N N FTSE MIB INDEX N/A FTSEMIB 02/21/20 C23000 N/A -12.00 NC -18199.51 -0.0595604015086 Short DE IT N 1 UBS SECURITIES LLC N/A Call Written FTSE MIB INDEX FTSEMIB FTSE MIB INDEX 2.5 23000.00 EUR 2020-02-21 XXXX 10819.61 N N N DEDZ2 INDEX N/A SX5E DIVIDEND FUT DEC22 N/A 15.00 NC 195303.7 0.639158240421 Long DE DE N 1 N/A N/A Long SX5E DIVIDEND FUT DEC22 SX5E DIVIDEND FUT DEC22 2022-12-16 176100.00 EUR -6321.58 N N N SLBH0 INDEX N/A EMINI S&P500 ESG MAR20 N/A 2.00 NC USD 271960.00 0.8900265333678 Long DE US N 1 N/A N/A Long EMINI S&P500 ESG EMINI S&P500 ESG 2020-03-20 271960.00 USD -4940.00 N N N HCG0 INDEX N/A HSCEI FUTURES FEB20 N/A -1.00 NC -65987.69 -0.2159537982631 Short DE HK N 1 N/A N/A Short HSCEI FUTURE HSCEI FUTURE 2020-02-27 -512500.00 HKD 457.09 N N N IHG0 INDEX N/A SGX NIFTY 50 FEB20 N/A 20.00 NC USD 479480.00 1.5691642970261 Long DE SG N 1 N/A N/A Long SGX NIFTY 50 SGX NIFTY 50 2020-02-27 479480.00 USD -4900.00 N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT MONEY MARKET N/A Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 622156.83 OU Other Units USD 622156.83 2.0360938616562 Long STIV RF US N 1 2099-12-01 Variable 1.560605 N N N N N N DREYFUS INSTITUTIONAL PREFERRE 549300014GOM4NL5FD35 DREYFUS INSTITUTIONAL PREFERRED MONEY MARKET FUND 26200T109 11260377.554 PA USD 11259777.66 36.8491722209981 Long DBT RF US N 1 2099-12-01 Variable 1.706229 N N N N N N 2020-03-18 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX