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CNU0 COMDTY N/A N/A 85.00 NC 9817089.10 1.6441170622247 Long DIR CA N 1 N/A N/A Long CAN 10YR BOND FUT SEP CAN 10YR BOND FUT SEP 2020-09-21 13149500.00 CAD 1658.01 N N N XPU0 INDEX N/A N/A 34.00 NC 3569606.53 0.59781987732 Long DE AU N 1 N/A N/A Long SPI 200 FUTURES SEP SPI 200 FUTURES SEP 2020-09-17 4996300.00 AUD -53403.78 N N N TYU0 COMDTY N/A N/A 2211.00 NC USD 309712745.43 51.8691440979118 Long DIR US N 1 N/A N/A Long US 10YR NOTE US 10YR NOTE 2020-09-21 309712745.43 USD 3435937.13 N N N SMU0 INDEX N/A N/A 167.00 NC 18273128.86 3.0602923771933 Long DE CH N 1 N/A N/A Long SWISS MKT IX SWISS MKT IX 2020-09-18 16711690.00 CHF -128655.36 N N N BBG00V7DBMN9 N/A N/A -243.00 NC USD -160380.00 -0.0268596415651 Short DE US N 1 MORGAN STANLEY & COMPANY LLC N/A Call Written 3EQ0C 33 3EQ0C 33 50.00 3370.00 USD 2020-08-21 XXXX 179365.59 N N N OB6RDQD7FJPC7A4E_1071200_S N/A N/A -1440920000.00 NC -13619968.24 -2.2810042714538 Short DFE JP N 2 BANK OF MONTREAL N/A 1440920000.00 JPY 13619968.24 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301.00 NC 23193339.78 3.8843047336989 Long DE GB N 1 N/A N/A Long FTSE 100 IDX FUT SEP FTSE 100 IDX FUT SEP 2020-09-18 17718365.00 GBP -902401.65 N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT MONEY MARKET N/A N/A 76054373.13 OU Other Units USD 76054373.13 12.7372066450779 Long STIV RF US N 1 2099-12-01 Variable 0.263219 N N N N N N 2020-09-24 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer