NPORT-P false 0000914775 XXXXXXXX S000028808 C000088313 C000088314 C000088315 C000130431 BNY Mellon Advantage Funds, Inc. 811-07123 0000914775 549300SWCD16M4CV8Q16 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Global Real Return Fund S000028808 5493000A8ZNCNJ3H1S06 2020-10-31 2020-04-30 N 2882391071.85 19637620.71 2862753451.14 0.00 419656240.63 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 45248105.33 CAD HUF THB CHF USD DKK IDR GBP COP NZD INR EUR AUD SEK MXN KRW JPY HKD UST APPLE INC HWUPKR0MPOU8FGXBT394 037833100 51200.00 NS USD 15042560.00 0.5254577544569 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604103 1066936.00 NS USD 7255164.8 0.2534330994207 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 197628.00 NS USD 18199562.52 0.6357362878299 Long EC CORP US N 1 N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106103 136530.00 NS USD 11902685.4 0.415777523393 Long EC CORP US N 1 N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639106 141946.00 NS USD 8442948.08 0.2949240381367 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 187918.00 NS USD 33676784.78 1.1763774056962 Long EC CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 166223.00 NS USD 21989640.67 0.768129042382 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 4473.00 NS USD 2399183.01 0.0838068332096 Long EC CORP US N 1 N N N ACCENTURE PLC N/A N/A 152195.00 NS USD 28184992.05 0.9845413700846 Long EC CORP IE N 1 N N N GOLDMAN SACHS GROUP INC/THE 1GAMKCZUEVIL7Z1KAW65 38141G104 139434.00 NS USD 25574984.28 0.8933701318154 Long EC CORP US N 1 N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865100 88332.00 NS USD 17092242.00 0.5970560263648 Long EC CORP US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620M106 82737.00 NS USD 10912182.93 0.381177880535 Long EC CORP US N 1 N N N SANOFI 549300E9PC51EN656011 N/A 84649.00 NS 8281522.18 0.2892852046585 Long EC CORP FR N 2 N N N SAP SE 529900D6BF99LW9R2E68 N/A 288395.00 NS 34396228.5 1.2015085855997 Long EC CORP DE N 2 N N N HOUSING DEVELOPMENT FINANCE CORP LTD 3358002FLK8AK8WSEP31 N/A 414470.00 NS 10445441.98 0.3648739634159 Long EC CORP IN N 2 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 91948.00 NS USD 25282941.56 0.8831686693079 Long EC CORP US N 1 N N N PING AN INSURANCE GROUP CO OF CHINA LTD 549300W9MKNIVWXFM679 N/A 841000.00 NS 8527531.59 0.2978786589744 Long EC CORP CN N 2 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896100 237982.00 NS USD 13586392.38 0.4745917736852 Long EC CORP US N 1 N N N TOTAL SA 529900S21EQ1BO4ESM68 N/A 378110.00 NS 13633644.74 0.4762423650059 Long EC CORP FR N 2 N N N BARRICK GOLD CORP 0O4KBQCJZX82UKGCBV73 067901108 621440.00 NS USD 15983436.8 0.5583239029415 Long EC CORP CA N 1 N N VIVENDI SA 969500FU4DRAEVJW7U54 N/A 1300436.00 NS 28107905.5 0.9818486285924 Long EC CORP FR N 2 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 4779.00 NS USD 11823246.00 0.4130025935447 Long EC CORP US N 1 N N N BRIXMOR PROPERTY GROUP INC 5299007UXW6Y0W2EGZ95 11120U105 1424553.00 NS USD 16311131.85 0.5697707514248 Long EC CORP US N 1 N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 N/A 28315.00 NS 10951949.38 0.3825669785024 Long EC CORP FR N 2 N N N SUZUKI MOTOR CORP 335800D27PBEESKKD357 N/A 345800.00 NS 11098053.46 0.3876705992819 Long EC CORP JP N 2 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 ED7791103 278480500.00 PA 13630534.91 0.476133734275 Long DBT USGSE MX N 2 2024-12-05 Fixed 10.00 N N N N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 N/A 678698.00 NS 23636810.32 0.825666992405 Long EP CORP KR N 2 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 N/A 23004.00 NS 8001447.93 0.2795018176229 Long EC CORP CH N 2 N N N NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INC 3003007X0QPXFVRDX034 647581107 98250.00 NS USD 12542595.00 0.4381304647455 Long EC CORP KY N 1 N N N SAMSUNG SDI CO LTD 9884002AESDO4YW87G32 N/A 88798.00 NS 21327203.89 0.7449891949831 Long EC CORP KR N 2 N N N BANGKOK BANK PCL 549300CCL2BKJGMYXV60 N/A 532094.00 NS 1697389.43 0.0592921974934 Long EC CORP TH N 2 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 N/A 40947.00 NS 12163259.28 0.424879735108 Long EC CORP NL N 2 N N N KASIKORNBANK PCL 5493004COSQ54937AW41 N/A 367746.00 NS 971651.00 0.033941134526 Long EC CORP TH N 2 N N N ASSOCIATED BRITISH FOODS PLC GBQKSY6W7G0OHCQ8OQ72 N/A 505438.00 NS 12059879.52 0.4212685348505 Long EC CORP GB N 2 N N N CONTINENTAL AG 529900A7YD9C0LLXM621 N/A 95913.00 NS 8102859.69 0.2830442728755 Long EC CORP DE N 2 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 N/A 3769400.00 NS 34310783.6 1.1985238751991 Long EC CORP HK N 2 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 EG1116375 239736700.00 PA 10685944.35 0.3732750490876 Long DBT USGSE MX N 2 2027-06-03 Fixed 7.5 N N N N N N DEUTSCHE WOHNEN SE 529900QE24Q67I3FWZ10 N/A 720786.00 NS 29246911.01 1.0216356912731 Long EC CORP DE N 2 N N N INTACT FINANCIAL CORP 5493009LXGE7Y4U9OY43 N/A 190010.00 NS 18082994.86 0.6316644156973 Long EC CORP CA N 1 N N N ZURICH INSURANCE GROUP AG 529900QVNRBND50TXP03 N/A 78988.00 NS 25179607.21 0.8795590552854 Long EC CORP CH N 2 N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 N/A 2076899.00 NS 29581110.46 1.0333097475865 Long EC CORP GB N 2 N N N NOVARTIS AG 5493007HIVTX6SY6XD66 N/A 310481.00 NS 26485913.96 0.925190185325 Long EC CORP CH N 2 N N N LEG IMMOBILIEN AG 391200SO40AKONBO0Z96 N/A 234374.00 NS 26952151.06 0.9414765022557 Long EC CORP DE N 2 N N N TENCENT HOLDINGS LTD 213800XTZK2GOHQTYK41 N/A 251517.00 NS 13343757.57 0.4661161988883 Long EC CORP KY N 2 N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609W102 72799.00 NS USD 14754173.33 0.5153840029124 Long EC CORP KY N 1 N N N DIAGEO PLC 3358004YFWQVX2EZDE82 N/A 900552.00 NS 31217103.1 1.0904572689474 Long EC CORP GB N 2 N N N BAYER AG 549300J4U55H3WP1XT59 N/A 499930.00 NS 33084295.76 1.1556809318254 Long EC CORP DE N 2 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 4597000.00 PA USD 6480161.05 0.2263611296117 Long DBT CORP US N 2 2032-03-15 Fixed 8.75 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057104 196779.00 NS USD 9852724.53 0.3441695101642 Long EC CORP US N 1 N N N LONZA GROUP AG 549300EFW4H2TCZ71055 N/A 29116.00 NS 12725369.46 0.4445150334176 Long EC CORP CH N 2 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 N/A 1471623.00 NS 9433926.57 0.329540309042 Long EC CORP GB N 2 N N N PERSIMMON PLC 213800XI72Y57UWN6F31 N/A 315996.00 NS 8787460.99 0.3069583580975 Long EC CORP GB N 2 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 N/A 131659.00 NS USD 12853868.17 0.4490036738889 Long EC CORP IE N 1 N N N ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 549300FYCXFXG8POR355 464287242 436182.00 NS USD 56341628.94 1.9680922545936 Long EC RF US N 1 N N N ROYAL DUTCH SHELL PLC 529900YZVDXMTV4XGE96 N/A 864033.00 NS 14024930.99 0.489910543446 Long EC CORP GB N 2 N N N L'OREAL SA 529900JI1GG6F7RKVI53 N/A 47920.00 NS 13945930.36 0.4871509404502 Long EC CORP FR N 2 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 EK1429340 5625000.00 PA USD 5131738.13 0.1792588225841 Long DBT CORP IT N 2 2168-06-03 Variable 8.00 N N N N N N NEWCREST MINING LTD 5299006MN50OZJUJI655 N/A 485599.00 NS 8875909.97 0.310048005233 Long EC CORP AU N 2 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040W108 399604.00 NS USD 32248042.8 1.1264694410606 Long EC CORP US N 1 N N N THALES SA 529900FNDVTQJOVVPZ19 N/A 202899.00 NS 15386990.52 0.5374891964193 Long EC CORP FR N 2 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAG3 59000.00 PA USD 78470.00 0.0027410673444 Long DBT USGSE MX N 2 2031-08-15 Fixed 8.3 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 EI8047355 624995400.00 PA 27555189.08 0.9625414675171 Long DBT USGSE MX N 2 2031-05-29 Fixed 7.75 N N N N N N LINK REIT 529900XUE70U36QX5M62 N/A 2755000.00 NS 24435509.33 0.8535666709359 Long EC CORP HK N 2 N N N ANGLO AMERICAN PLC 549300S9XF92D1X8ME43 N/A 520335.00 NS 9290523.23 0.324531028905 Long EC CORP GB N 2 N N N TESCO PLC 2138002P5RNKC5W2JZ46 EH7284886 74000.00 PA 100542.03 0.0035120743618 Long DBT CORP GB N 2 2022-02-24 Fixed 6.125 N N N N N N CEMEX FINANCE LLC 529900USOXVC2TX3H980 EK1479394 2982000.00 PA USD 2778627.6 0.0970613658292 Long DBT CORP US N 2 2024-04-01 Fixed 6.00 N N N N N ECHO ENTERTAINMENT GROUP LTD N/A N/A 5075926.00 NS 9851330.75 0.3441208234707 Long EC CORP AU N 2 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 EK0121898 10285300000.00 PA 38332838.68 1.3390199098261 Long DBT USGSE HU N 2 2025-06-24 Fixed 5.5 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368JFA3 6932000.00 PA USD 7040797.74 0.2459449568455 Long DBT CORP FR Y 2 2169-03-29 Variable 8.00 N N N N N TRAVIS PERKINS PLC 2138001I27OUBAF22K83 N/A 438003.00 NS 5740915.00 0.2005382265005 Long EC CORP GB N 2 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAU1 9506000.00 PA USD 8847186.67 0.3090446600099 Long DBT CORP IT Y 2 2169-03-17 Variable 7.7 N N N N N N MACQUARIE KOREA INFRASTRUCTURE N/A N/A 1461298.00 NS 13761076.01 0.4806937182983 Long EC CORP KR N 2 N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAH8 3786000.00 PA USD 4269472.2 0.1491386622309 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 10108000.00 PA USD 10609862.2 0.3706173926984 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.375 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 6871.00 NS USD 9253175.7 0.3232264272117 Long EC CORP US N 1 N N N GREENCOAT UK WIND PLC/FUNDS 213800ZPBBK8H51RX165 N/A 15232044.00 NS 25944305.12 0.9062710276244 Long EC RF GB N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAQ8 6524000.00 PA USD 6692645.4 0.2337835064816 Long DBT CORP US N 2 2024-04-15 Fixed 6.00 N N N N N N MONGOLIA INTL BOND N/A 60937GAD8 4887000.00 PA USD 4825911.72 0.1685758764198 Long DBT USGSE MN N 2 2021-04-06 Fixed 10.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAM7 8151000.00 PA USD 8272042.35 0.2889540608782 Long DBT CORP US N 2 2023-03-01 Fixed 6.00 N N N N N N RENEWABLES INFRASTRUCTURE GROUP LTD/THE 213800NO6Q7Q7HMOMT20 N/A 9357751.00 NS 14526761.54 0.5074401895914 Long EC RF GG N 1 N N N TESCO PROPERTY FIN 3 PLC 213800HCQGDQGFP75D78 EI3117419 3255647.52 PA 5350841.22 0.186912401341 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 EK5446753 7778000.00 PA 6911062.07 0.2414131076236 Long DBT USGSE AU N 2 2037-04-21 Fixed 3.75 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 JK9193380 13823000.00 PA USD 14052461.8 0.490872233318 Long DBT CORP MX N 2 2026-05-02 Fixed 4.125 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 AF1743877 374161000000.00 PA 25405217.48 0.8874399389819 Long DBT USGSE ID N 2 2036-05-15 Fixed 8.25 N N N N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 N/A 233717.00 NS 23664159.18 0.8266223265079 Long EC CORP DK Y 2 N N N SCOTLAND GAS NETWORK PLC 549300Y7M5CC1U5DBX07 EF1253477 300000.00 PA 617583.54 0.0215730607102 Long DBT CORP GB N 2 2022-10-21 Fixed 3.119824 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 EK3508679 30404000.00 PA 23720988.28 0.8286074468115 Long DBT USGSE NZ N 2 2027-04-15 Fixed 4.5 N N N N N N DWR CYMRU FINANCING 213800GDOFO2ED5PNC85 EI1955539 201006.00 PA 451913.41 0.0157859703153 Long DBT CORP GB N 2 2048-03-31 Fixed 1.859 N N N N N N NETWORK RAIL INFRASTRUCTURE FINANCE PLC 213800H88F5EE4B1D697 EG5824529 1230696.05 PA 2084522.94 0.0728153148909 Long DBT CORP GB N 2 2027-11-22 Fixed 1.75 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114GW4 15767000.00 PA USD 4580313.5 0.1599967855484 Long DBT USGSE AR N 2 2021-04-22 Fixed 6.875 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 QJ1521823 27531000.00 PA 23230268.01 0.8114658983556 Long DBT USGSE AU N 2 2039-06-21 Fixed 3.25 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 EJ5161736 800000.00 PA 1041898.7 0.0363949853797 Long DBT CORP FR N 2 2168-07-29 Variable 6.00 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 UV5159024 10352000.00 PA USD 10760334.64 0.37587360643 Long DBT CORP FR N 2 2169-02-19 Variable 7.375 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 EK9617466 3045000.00 PA 3412383.14 0.1191993372199 Long DBT CORP FR N 2 2168-12-17 Variable 6.125 N N N N N N BANCO SANTANDER SA 259400LGXW3K0GDAG361 AP3065806 5200000.00 PA 5300556.32 0.1851558791375 Long DBT CORP ES N 2 2167-12-29 Variable 5.25 N N N N N N INFORMA PLC 5493006VM2LKUPSEDU20 N/A 2060786.00 NS 11366275.45 0.3970399702242 Long EC CORP GB N 2 N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 EJ6963270 4474000.00 PA 3762016.99 0.1314125388095 Long DBT USGSE AU N 2 2032-12-20 Fixed 4.25 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 EI6973792 2943000.00 PA 2475453.06 0.0864710532097 Long DBT USGSE AU N 2 2026-11-17 Fixed 5.5 N N N N N N AMEDEO AIR FOUR PLUS LTD 21380056PDNOTWERG107 N/A 4006781.00 NS 1614773.51 0.0564063073387 Long EC CORP GG N 1 N N N HIPGNOSIS SONGS FUND LTD/THE FUND 213800XJIPNDVKXMOC11 N/A 4354473.00 NS 5643496.04 0.1971352453615 Long EC RF GG N 2 N N N NATL HIGHWAYS AUTH OF IN 335800P7TS317PBS7B04 AN3004941 160000000.00 PA 2185694.28 0.0763493719352 Long DBT USGSE IN N 2 2022-05-18 Fixed 7.3 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 QZ5429456 47449000.00 PA 39952865.41 1.3956097195198 Long DBT USGSE AU N 2 2047-03-21 Fixed 3.00 N N N N N N IRON MOUNTAIN UK PLC 213800OT3BUEZ7P7XW26 AP8028452 8530000.00 PA 10121581.02 0.3535610450829 Long DBT CORP GB N 2 2025-11-15 Fixed 3.875 N N N N N N HIGH SPEED RAIL FIN 1 21380087GQQTIHCRLU65 EJ5449214 317909.64 PA 563709.26 0.0196911564205 Long DBT CORP GB N 2 2038-11-01 Fixed 1.566 N N N N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 AN7907578 7387000.00 PA 8321117.75 0.2906683335474 Long DBT CORP JE N 2 2022-08-28 Fixed 4.25 N N N N N N ANGLIAN WATER SERV FIN 213800DL377MH46PDY63 EC6251291 151000.00 PA 374776.51 0.0130914700268 Long DBT CORP GB N 2 2024-07-30 Fixed 5.927685 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 N/A 14000000.00 PA 12277962.5 0.4288864797319 Long DBT USGSE NZ N 2 2040-09-20 Fixed 2.54186 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 EC2445269 1526000.00 PA 3936451.67 0.1375057872494 Long DBT CORP GB N 2 2025-04-25 Fixed 5.881269 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 QZ2927965 14508000.00 PA 11112327.42 0.3881692087586 Long DBT USGSE NZ N 2 2037-04-15 Fixed 2.75 N N N N N N JLEN ENVIRONMENTAL ASSETS GROU 213800JWJN54TFBMBI68 N/A 4341058.00 NS 6153271.44 0.2149424162793 Long EC RF GG N 1 N N TESCO PLC 2138002P5RNKC5W2JZ46 EC4688452 3960000.00 PA 9821396.86 0.3430751906381 Long DBT CORP GB N 2 2025-11-05 Fixed 5.36883 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 AR7387764 9700000.00 PA 10343528.49 0.3613139820294 Long DBT CORP NL N 2 2168-12-04 Variable 3.00 N N N N N N GRESHAM HOUSE ENERGY STORAGE FUND PLC/THE FUND 213800MSJXKH25C23D82 N/A 1000000.00 NS 1253178.7 0.0437752926121 Long EC RF GB N 2 N N N LINDE PLC 8945002PAZHZLBGKGF02 N/A 168032.00 NS USD 30916207.68 1.0799465691915 Long EC CORP IE N 1 N N N TENCENT MUSIC ENTERTAINMENT GROUP 213800XTZK2GOHQTYK41 88034P109 250869.00 NS USD 2862415.29 0.0999881875562 Long EC CORP KY N 1 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 AU6544756 1808000.00 PA 2324554.93 0.0811999695284 Long DBT CORP GB N 2 2078-10-03 Variable 4.875 N N N N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 AU3882159 1526000.00 PA 1785897.65 0.0623839139653 Long DBT CORP US N 2 2026-11-15 Fixed 6.875 N N N N N N FORESIGHT SOLAR FUND LTD 213800VO4O83JVSSOX33 N/A 8288519.00 NS 11489816.72 0.4013554403514 Long EC RF JE N 2 N N N RELX PLC 549300WSX3VBUFFJOO66 N/A 1165499.00 NS 26453502.54 0.9240580088888 Long EC CORP GB N 2 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 6249000.00 PA USD 6535891.59 0.2283078756711 Long DBT CORP US Y 2 2026-05-01 Fixed 5.5 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAB9 4157000.00 PA USD 4178616.4 0.1459649414914 Long DBT CORP US Y 2 2024-03-01 Fixed 5.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 EK1359034 8562000.00 PA 9144526.21 0.3194311478817 Long DBT CORP GB N 2 2168-06-27 Variable 6.375 N N N N N ING GROEP NV 259400YLRTOBISHBVX41 AX2850722 3661000.00 PA USD 3607476.18 0.126014211198 Long DBT CORP NL N 2 2169-04-16 Variable 6.75 N N N N N N ALCON INC 549300LDT5AP8S0NBM78 N/A 367764.00 NS 19429822.94 0.6787110127231 Long EC CORP CH N 2 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 14303000.00 PA USD 16389595.01 0.5725115798384 Long DBT CORP GB N 2 2079-04-04 Variable 7.00 N N N N N N LAUREATE EDUCATION INC 5JL7TMOH5TY3IUYSUP91 518613AJ3 8049000.00 PA USD 8272359.75 0.2889651481061 Long DBT CORP US Y 2 2025-05-01 Fixed 8.25 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 AU5731057 6000000.00 PA 6160763.5 0.2152041244608 Long DBT CORP ES N 2 2167-12-24 Variable 5.875 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 AX7516377 7200000.00 PA 7403851.9 0.2586269487179 Long DBT CORP ES N 2 2168-06-29 Variable 6.00 N N N N N N RIVERSTONE CREDIT OPPORTUNITIE N/A N/A 3871998.00 NS USD 1984398.98 0.0693178443016 Long EC CORP GB N 2 N N N AQUILA EUROPEAN RENEWABLES INC N/A N/A 9220792.00 NS 10180593.06 0.3556224185476 Long EC RF GB N 1 N N N S&P 500 INDEX N/A N/A 1200.00 NC USD 22362000.00 0.7811360769155 Long DE US N 1 UBS SECURITIES LLC N/A Put Purchased S&P 500 INDEX SPX 100.00 2650.00 USD 2020-12-18 XXXX 9351144.00 N N N UNILEVER NV 549300MUHUFNRRI19O72 N/A 472379.00 NS 23613235.63 0.8248434953627 Long EC CORP NL N 2 N N N FERGUSON PLC 213800DU1LGY3R2S2X42 N/A 175465.00 NS 12690842.66 0.4433089637861 Long EC CORP JE N 2 N N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 ZR7968624 6500000.00 PA 6573376.78 0.2296172860216 Long DBT CORP DE N 2 2169-04-01 Variable 3.625 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CD5 66043400000.00 PA 17850000.96 0.6235256114316 Long DBT USGSE CO N 2 2026-08-26 Fixed 7.5 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 EJ9873484 10538000.00 PA USD 10341097.47 0.3612290630854 Long DBT CORP FR N 2 2168-06-18 Variable 7.875 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 AX1722484 8249650000.00 PA 28216886.72 0.9856554957173 Long DBT USGSE HU N 2 2030-08-21 Fixed 3.00 N N N N N N US SOLAR FUND PLC/FUND 2138007BIUWE7AHS5Y90 N/A 12016238.00 NS USD 11445466.7 0.3998062318444 Long EC RF GB N 2 N N BBG00QB3QZY0 N/A N/A 1173.00 NC USD 36656.25 0.0012804543117 Long DIR US N 1 CITIBANK N/A Put Purchased N/A N/A N/A US LONG BOND(CBT) US LONG BOND(CBT) 2020-06-19 N/A USD 100000.00 154.00 USD 2020-05-22 XXXX -2191939.07 N N N ISHARES MSCI EMERGING MARKETS ETF 549300BPYHDEDI59G670 N/A 32504.00 NC USD 130016.00 0.0045416415426 Long DE US N 2 MORGAN STANLEY & COMPANY LLC N/A Call Purchased ISHARES MSCI EMERGING MARKETS ETF ISHARES MSCI EMERGING MARKETS ETF 100.00 47.73 USD 2020-06-19 XXXX -4007418.16 N N N ZIGGO BV 213800TQASLF9JXH5J59 ZQ1506224 3571000.00 PA 3721529.61 0.1299982577444 Long DBT CORP NL N 2 2030-01-15 Fixed 2.875 N N N N N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 ZR7966826 5300000.00 PA 5434085.64 0.1898202458837 Long DBT CORP DE N 2 2169-04-01 Variable 2.875 N N N N N N TPEVIHHCA4NI95SE_1047200_L N/A N/A 5525890.67 NC 3969920.16 0.1386748886258 Long DFE CA N 2 STATE STREET GLOBAL MARKETS LLC N/A 3969920.16 USD 5525890.67 CAD 2020-05-15 -198696.45 N N N OCTOPUS RENEWABLES INFRASTRUCTURE TRUST PLC 213800B81BFJKWM2JV13 N/A 11367934.00 NS 14780326.82 0.5162975810618 Long EC CORP GB N 2 N N BANIJAY ENTERTAINMENT SASU 969500CE0IE2EZ5VBG13 060335AA4 500000.00 PA USD 468125.00 0.0163522639301 Long DBT CORP FR Y 2 2025-03-01 Fixed 5.375 N N N N N N TPEVIHHCA4NI95SE_1047200_S N/A N/A -154064811.57 NC -110683514.79 -3.8663306735661 Short DFE CA N 2 STATE STREET GLOBAL MARKETS LLC N/A 154064811.57 CAD 110683514.79 USD 2020-05-15 5356052.7 N N N TYM0 COMDTY N/A N/A 1832.00 NC USD 254762500.00 8.8992120470084 Long DIR US N 1 N/A N/A Long US 10YR US 10YR 2020-06-19 254762500.00 USD 11515695.52 N N N OOHJ8P3ENSQHLCU0_1047200_S N/A N/A -81869118.67 NC -50217698.46 -1.7541747592689 Short DFE NZ N 2 STATE STREET GLOBAL MARKETS LLC N/A 81869118.67 NZD 50217698.46 USD 2020-05-15 1955486.32 N N N OOHJ8P3ENSQHLCU0_1047200_L N/A N/A 883575.00 NC 541976.07 0.0189319855604 Long DFE NZ N 2 STATE STREET GLOBAL MARKETS LLC N/A 541976.07 USD 883575.00 NZD 2020-05-15 15316.33 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 ZQ4678178 9274000.00 PA USD 8757243.45 0.3059028169719 Long DBT CORP NO N 2 2168-11-12 Variable 4.875 N N N N N N PMDN8NLPJVPMHACG_1047200_S N/A N/A -81708580.64 NC -84685267.8 -2.9581753806384 Short DFE CH N 2 STATE STREET GLOBAL MARKETS LLC N/A 81708580.64 CHF 84685267.8 USD 2020-05-15 126461.16 N N N PMDN8NLPJVPMHACG_1047200_L N/A N/A 5261000.00 NC 5452661.04 0.1904691107027 Long DFE CH N 2 STATE STREET GLOBAL MARKETS LLC N/A 5452661.04 USD 5261000.00 CHF 2020-05-15 57881.29 N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 ZR9898399 6583000.00 PA 6435952.75 0.2248168715834 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75 N N N N N N JL9D7KIHID85M7PN_1047200_S N/A N/A -648455646.83 NC -83628353.5 -2.9212558792549 Short DFE HK N 2 STATE STREET GLOBAL MARKETS LLC N/A 648455646.83 HKD 83628353.5 USD 2020-05-15 -213973.05 N N N VJUIMHAQNJED3KD9_1047200_L N/A N/A 2354282.09 NC 1691367.51 0.0590818433674 Long DFE CA N 2 ROYAL BANK OF SCOTLAND INTL LTD N/A 1691367.51 USD 2354282.09 CAD 2020-05-15 -83019.92 N N N TDOA5T9J1SG5KO5F_1047200_S N/A N/A -56724797.01 NC -7315537.15 -0.2555419904248 Short DFE HK N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 56724797.01 HKD 7315537.15 USD 2020-05-15 -13323.55 N N N JL9D7KIHID85M7PN_1047200_L N/A N/A 16170783.42 NC 2085471.84 0.0728484613011 Long DFE HK N 2 STATE STREET GLOBAL MARKETS LLC N/A 2085471.84 USD 16170783.42 HKD 2020-05-15 -387.01 N N N EURO STOXX 50 PRICE EUR N/A N/A -1197.00 NC -8826647.66 -0.3083272035349 Short DE XX N 1 BARCLAYS N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3575.00 EUR 2020-05-15 XXXX -6487127.75 N N N BBG00PJYZD84 N/A N/A 1885.00 NC USD 122525.00 0.0042799703883 Long DE US N 1 MORGAN STANLEY & COMPANY LLC N/A Call Purchased N/A N/A N/A S&P500 EMINI FUT S&P500 EMINI FUT 2020-06-19 N/A USD 50.00 3450.00 USD 2020-06-19 XXXX -5939578.45 N N N 88TCHE0SSG0N0OKP_1047200_L N/A N/A 31287000.00 NC 22477261.95 0.7851623387633 Long DFE CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 22477261.95 USD 31287000.00 CAD 2020-05-15 179948.04 N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 N/A 6226300.00 PA 6035619.5 0.210832668723 Long DBT USGSE AU N 2 2025-11-20 Fixed 3.519643 N N N N N N 7OTCS0N1EMVPEMQH_1047200_L N/A N/A 415395.69 NC 430528.78 0.0150389751457 Long DFE CH N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 430528.78 USD 415395.69 CHF 2020-05-15 -14071.07 N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PFX6 57565000.00 PA 45401889.15 1.5859517742235 Long DBT USGSE CA Y 2 2027-06-15 Fixed 2.35 N N N N N N 7OTCS0N1EMVPEMQH_1047200_S N/A N/A -6702210.00 NC -6946375.08 -0.242646640675 Short DFE CH N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 6702210.00 CHF 6946375.08 USD 2020-05-15 -19634.64 N N N 91FP4TV97MU22KCQ_1047200_L N/A N/A 11106058.72 NC 7978834.38 0.2787118945511 Long DFE CA N 2 UBS SECURITIES LLC N/A 7978834.38 USD 11106058.72 CAD 2020-05-15 -137754.71 N N N 9DBBBV6T86R5ADEI_1047200_S N/A N/A -133795454.18 NC -19668221.14 -0.6870385967805 Short DFE DK N 2 STATE STREET GLOBAL MARKETS LLC N/A 133795454.18 DKK 19668221.14 USD 2020-06-17 346304.36 N N N EURO STOXX 50 PRICE EUR N/A N/A -1618.00 NC -13103100.37 -0.4577097047872 Short DE XX N 1 BARCLAYS N/A Put Written Euro Stoxx 50 Pr SX5E Euro Stoxx 50 Pr 10.00 3625.00 EUR 2020-06-19 XXXX -4402363.42 N N N ING GROEP NV 259400YLRTOBISHBVX41 BG1632408 7891000.00 PA USD 6919901.98 0.2417218980993 Long DBT CORP NL N 2 2168-05-16 Variable 4.875 N N N N N 930H4J30V65QF1JN_1047200_S N/A N/A -186339544.85 NC -121445431.75 -4.2422595526568 Short DFE AU N 2 STATE STREET GLOBAL MARKETS LLC N/A 186339544.85 AUD 121445431.75 USD 2020-06-17 -1090061.08 N N N PG5HC2RP0F0SRN6L_1047200_S N/A N/A -74353269000.00 NC -61073456.6 -2.1333816426168 Short DFE KR N 2 STATE STREET GLOBAL MARKETS LLC N/A 74353269000.00 KRW 61073456.6 USD 2020-06-17 492042.57 N N N BDEDDOHSMFBNTD1B_1047200_L N/A N/A 409017.65 NC 423918.38 0.0148080645866 Long DFE CH N 2 UBS SECURITIES LLC N/A 423918.38 USD 409017.65 CHF 2020-05-15 -12598.53 N N N APPLE INC HWUPKR0MPOU8FGXBT394 N/A -492.00 NC USD -327180.00 -0.0114288570631 Short DE US N 1 BGC BROKERS LP N/A Put Written APPLE INC APPLE INC 100.00 285.00 USD 2020-05-15 XXXX 1002696.00 N N N AKELIUS RESIDENTIAL AB 213800REBFN6T3PU8L97 ZP9894293 3521000.00 PA 3475876.34 0.121417243899 Long DBT CORP SE N 2 2081-05-17 Variable 2.249 N N N N N N 341JJ39I1LMA2486_1047200_S N/A N/A -645245000.00 NC -26566312.95 -0.9279986350001 Short DFE MX N 2 ROYAL BANK OF SCOTLAND INTL LTD N/A 645245000.00 MXN 26566312.95 USD 2020-06-17 2415877.63 N N N I27DDH81P8DEUHR1_1047200_S N/A N/A -531216641000.00 NC -35486756.86 -1.2396022733242 Short DFE ID N 2 STATE STREET GLOBAL MARKETS LLC N/A 531216641000.00 IDR 35486756.86 USD 2020-06-17 -679127.04 N N N USM0 COMDTY N/A N/A 2297.00 NC USD 415828781.25 14.5254835369916 Long DIR US N 1 N/A N/A Long US LONG BOND(CBT) US LONG BOND(CBT) 2020-06-19 415828781.25 USD -1143968.83 N N N 4QGF64KL8E2ORRUC_1047200_S N/A N/A -5184156.44 NC -3378735.94 -0.1180239932521 Short DFE AU N 2 JP MORGAN SECURITIES LLC N/A 5184156.44 AUD 3378735.94 USD 2020-06-17 -170850.39 N N N 4QGF64KL8E2ORRUC_1047200_L N/A N/A 5594356.43 NC 3646080.77 0.1273627237633 Long DFE AU N 2 JP MORGAN SECURITIES LLC N/A 3646080.77 USD 5594356.43 AUD 2020-06-17 259650.16 N N N 3RUIGK2GUM3QEUEP_1047200_L N/A N/A 52504000.00 NC 6771200.3 0.2365275395023 Long DFE HK N 2 CITIGROUP GLOBAL MARKETS INC N/A 6771200.3 USD 52504000.00 HKD 2020-05-15 6917.22 N N N VNQ4GULQLQA4SCV9_1047200_S N/A N/A -702676000.00 NC -9310234.72 -0.3252195789439 Short DFE IN N 2 ROYAL BANK OF SCOTLAND INTL LTD N/A 702676000.00 INR 9310234.72 USD 2020-06-17 -350958.93 N N N SSA76QB9TG83D8PA_1047200_S N/A N/A -1446403.07 NC -1499096.31 -0.052365540225 Short DFE CH N 2 ROYAL BANK OF SCOTLAND INTL LTD N/A 1446403.07 CHF 1499096.31 USD 2020-05-15 -9164.89 N N N VKO24FMQ85J2DT70_1047200_L N/A N/A 51255000.00 NC 6610122.5 0.2309008656462 Long DFE HK N 2 UBS SECURITIES LLC N/A 6610122.5 USD 51255000.00 HKD 2020-05-15 4424.24 N N N CA6918M847IVDRP3_1047200_S N/A N/A -2562808.33 NC -2656172.8 -0.0927838476255 Short DFE CH N 2 JP MORGAN SECURITIES LLC N/A 2562808.33 CHF 2656172.8 USD 2020-05-15 -1284.29 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BG0391683 8882000.00 PA 7020609.26 0.2452397448758 Long DBT CORP IT N 2 2168-06-03 Variable 3.875 N N N N N N FFNL0CNBO54C1VQJ_1047200_L N/A N/A 9469169.11 NC 6171461.52 0.2155778213294 Long DFE AU N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 6171461.52 USD 9469169.11 AUD 2020-06-17 410029.53 N N N VGM0 INDEX N/A N/A -5268.00 NC -166664714.29 -5.8218326214446 Short DE DE N 1 N/A N/A Short EURO STOXX 50 EURO STOXX 50 2020-06-19 -152087160.00 EUR -11251057.04 N N N Z M0 INDEX N/A N/A -447.00 NC -33132344.03 -1.1573593254007 Short DE GB N 1 N/A N/A Short FTSE 100 IDX FTSE 100 IDX 2020-06-19 -26305950.00 GBP -4005661.54 N N N ASFJ44URII142Q6O_1047200_L N/A N/A 852470.5 NC 935661.62 0.0326839749202 Long DFE XX N 2 JP MORGAN SECURITIES LLC N/A 935661.62 USD 852470.5 EUR 2020-07-15 12552.43 N N N EC4DP3UL291MPPAO_1047200_S N/A N/A -103183465.51 NC -10584463.17 -0.3697301688968 Short DFE SE N 2 JP MORGAN SECURITIES LLC N/A 103183465.51 SEK 10584463.17 USD 2020-07-15 -396849.38 N N N ASFJ44URII142Q6O_1047200_S N/A N/A -417053509.57 NC -457753039.7 -15.9899567850565 Short DFE XX N 2 JP MORGAN SECURITIES LLC N/A 417053509.57 EUR 457753039.7 USD 2020-07-15 -5367044.84 N N N EC4DP3UL291MPPAO_1047200_L N/A N/A 81304732.75 NC 8340163.27 0.2913336203185 Long DFE SE N 2 JP MORGAN SECURITIES LLC N/A 8340163.27 USD 81304732.75 SEK 2020-07-15 240732.92 N N N 9EE5GV34KCV6KL87_1047200_S N/A N/A -202517319.66 NC -255151178.5 -8.9127891330772 Short DFE GB N 2 STATE STREET GLOBAL MARKETS LLC N/A 202517319.66 GBP 255151178.5 USD 2020-07-15 -6291474.95 N N N 7CSC29BU63KC2VR1_1047200_S N/A N/A -30290470973.43 NC -94070461.43 -3.2860133796202 Short DFE HU N 2 STATE STREET GLOBAL MARKETS LLC N/A 30290470973.43 HUF 94070461.43 USD 2020-07-15 -4359726.00 N N N 7CSC29BU63KC2VR1_1047200_L N/A N/A 504527006.00 NC 1566865.31 0.0547328066053 Long DFE HU N 2 STATE STREET GLOBAL MARKETS LLC N/A 1566865.31 USD 504527006.00 HUF 2020-07-15 -1947.37 N N N RB5V0LA9FDI2RRJ1_1047200_L N/A N/A 132370.56 NC 166773.41 0.0058256295153 Long DFE GB N 2 JP MORGAN SECURITIES LLC N/A 166773.41 USD 132370.56 GBP 2020-07-15 513.15 N N N RB5V0LA9FDI2RRJ1_1047200_S N/A N/A -9367540.1 NC -11802145.61 -0.4122655272775 Short DFE GB N 2 JP MORGAN SECURITIES LLC N/A 9367540.1 GBP 11802145.61 USD 2020-07-15 -198258.52 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 6377000.00 PA USD 7007366.45 0.2447771549173 Long DBT CORP US Y 2 2030-04-15 Fixed 3.875 N N N N N N D3G76GKV88P7N9Q3_1047200_L N/A N/A 492124.51 NC 510052.87 0.0178168633347 Long DFE CH N 2 CITIGROUP GLOBAL MARKETS INC N/A 510052.87 USD 492124.51 CHF 2020-05-15 3003.88 N N N S0CNNARED1TM2HO0_1047200_S N/A N/A -15071760.22 NC -16542587.21 -0.5778558123268 Short DFE XX N 2 STATE STREET GLOBAL MARKETS LLC N/A 15071760.22 EUR 16542587.21 USD 2020-07-15 -154574.35 N N N ESM0 INDEX N/A N/A -1230.00 NC USD -178497600.00 -6.2351719436027 Short DE US N 1 N/A N/A Short S&P500 EMINI FUT S&P500 EMINI FUT 2020-06-19 -178497600.00 USD -9539618.88 N N N PMQ2A9G77QL5T222_1047200_S N/A N/A -1537409.45 NC -1936979.19 -0.0676614044156 Short DFE GB N 2 CITIGROUP GLOBAL MARKETS INC N/A 1537409.45 GBP 1936979.19 USD 2020-07-15 -24819.27 N N N MESM0 INDEX N/A N/A -416.00 NC USD -18842720.00 -0.6582026821938 Short DE US N 1 N/A N/A Short MSCI EMGMKT J MSCI EMGMKT J 2020-06-19 -18842720.00 USD -534776.32 N N N 3M2FOKE6TSVVSMUT_1047200_L N/A N/A 2980394075.9 NC 9255948.72 0.3233232926962 Long DFE HU N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 9255948.72 USD 2980394075.9 HUF 2020-07-15 -34220.58 N N N 0S9PJJ0OA9VKJLKD_1047200_L N/A N/A 645245000.00 NC 26566312.95 0.9279986350001 Long DFE MX N 2 UBS SECURITIES LLC N/A 26566312.95 USD 645245000.00 MXN 2020-06-17 -658810.12 N N N S&P 500 INDEX N/A N/A -531.00 NC USD -3281580.00 -0.1146301997712 Short DE US N 1 UBS SECURITIES LLC N/A Put Written S&P 500 INDEX SPX 100.00 2650.00 USD 2020-06-19 XXXX 2768683.23 N N N B01N1KN1DU78Q6FJ_1047200_S N/A N/A -14138755.00 NC -17813390.02 -0.6222467398618 Short DFE GB N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 14138755.00 GBP 17813390.02 USD 2020-07-15 -418186.5 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBK1 28114000.00 PA USD 28526373.62 0.99646630794 Long DBT CORP US N 2 2026-04-22 Variable 2.083 N N N N N N S&P 500 INDEX N/A N/A -1876.00 NC USD -12535432.00 -0.4378802510921 Short DE US N 1 UBS SECURITIES LLC N/A Call Written S&P 500 INDEX SPX 100.00 3300.00 USD 2020-12-18 XXXX -3284851.84 N N N S&P 500 INDEX N/A N/A 1876.00 NC USD 37606296.00 1.3136407532763 Long DE US N 1 UBS SECURITIES LLC N/A Call Purchased S&P 500 INDEX SPX 100.00 3000.00 USD 2020-12-18 XXXX 7984108.24 N N N STATE OF QATAR 52990074F6OJOAXK4P65 BH6207386 7406000.00 PA USD 7892314.99 0.2756896507052 Long DBT USGSE QA N 2 2025-04-16 Fixed 3.4 N N N N N N 2CCDV8Q759LNS1QP_1047200_S N/A N/A -1099750.55 NC -1207073.3 -0.0421647662155 Short DFE XX N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1099750.55 EUR 1207073.3 USD 2020-07-15 -11416.47 N N N KUFPTOLPKDDTLHPL_1047200_L N/A N/A 8005093.84 NC 1032380.27 0.0360624932471 Long DFE HK N 2 BARCLAYS N/A 1032380.27 USD 8005093.84 HKD 2020-05-15 -280.3 N N N VF8T3ROR5MU0AKKE_1047200_S N/A N/A -8005093.84 NC -1032532.77 -0.0360678202864 Short DFE HK N 2 BARCLAYS N/A 8005093.84 HKD 1032532.77 USD 2020-05-04 283.95 N N N AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BB1 976000.00 PA USD 984832.26 0.0344015744565 Long DBT CORP US N 2 2025-10-15 Fixed 1.5 N N N N N N JCDECAUX SA 9695009KV7AFPDEI5S30 BH9906489 13100000.00 PA 14397475.93 0.5029240615976 Long DBT CORP FR N 2 2024-10-24 Fixed 2.00 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 BH6825732 8306000.00 PA USD 8579001.61 0.2996765790845 Long DBT USGSE AE N 2 2025-04-16 Fixed 2.5 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CJ4 6846000.00 PA USD 6998330.83 0.2444615280164 Long DBT USGSE PH N 2 2030-05-05 Fixed 2.457 N N N N N N BANCO SANTANDER SA 259400LGXW3K0GDAG361 AR5470927 7800000.00 PA 7330191.06 0.2560538720888 Long DBT CORP ES N 2 2168-06-19 Variable 4.75 N N N N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT MONEY MARKET N/A N/A 57837004.64 OU Other Units USD 57837004.64 2.0203278286842 Long STIV RF US N 1 2099-12-01 Variable 0.331926 N N N N N N GRANITESHARES GOLD TRUST 549300B09UIFB1TCF016 38748G101 3071743.00 NS USD 51543847.54 1.8004990097723 Long EC RF US N 1 N N N SPDR GOLD MINISHARES TRUST N/A 98149E204 5809146.00 NS USD 97826018.64 3.4172002692388 Long EC RF US N 1 N N N SPDR GOLD SHARES N/A 78463V107 825747.00 NS USD 131128623.6 4.5805070481281 Long EC RF US N 1 N N N ISHARES GOLD TRUST 5493006UOY7GXQW0IP42 464285105 8129838.00 NS USD 130971690.18 4.575025143288 Long EC RF US N 1 N N N 996130662 N/A 996130662 18891246.4 OU Other Units USD 18891246.4 0.6598977775217 Long STIV RF US N 1 N N 2020-06-22 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer