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TYZ2 COMDTY_REF US 10YR NOTE (CBT)Dec22 2022-12-20 12607687.50 USD 59911.26 N N N HGZ2 COMDTY N/A N/A 12.00 NC USD 1012500.00 0.6383651273512 Long DCO US N 1 N/A N/A Long HGZ2 COMDTY_REF COPPER FUTURE DEC22 2022-12-28 1012500.00 USD -45785.89 N N N RXZ2 COMDTY N/A N/A 94.00 NC 12860453.02 8.1083108443524 Long DIR DE N 1 N/A N/A Long RXZ2 COMDTY_REF EURO-BUND FUTURE DEC22 2022-12-08 13013360.00 EUR 52400.86 N N N SIZ2 COMDTY N/A N/A 5.00 NC USD 477975.00 0.3013556264155 Long DCO US N 1 N/A N/A Long SIZ2 COMDTY_REF SILVER FUTURE DEC22 2022-12-28 477975.00 USD -33719.07 N N N CCH3 COMDTY N/A N/A -12.00 NC USD -281160.00 -0.1772669029195 Short DCO US N 1 N/A N/A Short CCH3 COMDTY_REF COCOA FUTURE MAR23 2023-03-16 -281160.00 USD -319.99 N N N CLH3 COMDTY N/A N/A 14.00 NC USD 1160320.00 0.7315632835241 Long DCO US N 1 N/A N/A Long CLH3 COMDTY_REF WTI CRUDE FUTURE MAR23 2023-02-21 1160320.00 USD -33225.67 N N N RTYZ2 INDEX N/A N/A 76.00 NC USD 7041400.00 4.4394905755367 Long DE US N 1 N/A N/A Long RTYZ2 INDEX_REF E-MINI RUSS 2000 DEC22 2022-12-16 7041400.00 USD -228332.12 N N N KCH3 COMDTY N/A N/A 6.00 NC USD 391612.50 0.2469054453677 Long DCO US N 1 N/A N/A Long KCH3 COMDTY_REF COFFEE 'C' FUTURE MAR23 2023-03-21 391612.50 USD -76278.24 N N N W H3 COMDTY N/A N/A -7.00 NC USD -314737.50 -0.1984369819947 Short DCO US N 1 N/A N/A Short W H3 COMDTY_REF WHEAT FUTURE(CBT) MAR23 2023-03-14 -314737.50 USD -1909.26 N N N CTH3 COMDTY N/A N/A 10.00 NC USD 358200.00 0.2258393961651 Long DCO US N 1 N/A N/A Long CTH3 COMDTY_REF COTTON NO.2 FUTR MAR23 2023-03-09 358200.00 USD -77183.89 N N N NGH3 23 COMDTY N/A N/A 30.00 NC USD 1715100.00 1.0813432394272 Long DCO US N 1 N/A N/A Long NGH3 23 COMDTY_REF NATURAL GAS FUTR MAR23 2023-02-24 1715100.00 USD -28850.88 N N N HIX2 INDEX N/A N/A 101.00 NC 9416579.08 5.9370031640663 Long DE HK N 1 N/A N/A Long HIX2 INDEX_REF HANG SENG IDX FUT NOV22 2022-11-29 73916850.00 HKD -322599.51 N N N CFX2 INDEX N/A N/A 309.00 NC 19142071.44 12.06877123216 Long DE FR N 1 N/A N/A Long CFX2 INDEX_REF CAC40 10 EURO FUT NOV22 2022-11-18 19369665.00 EUR 459429.81 N N N TPZ2 INDEX N/A N/A -65.00 NC -8419247.45 -5.308201452465 Short DE JP N 1 N/A N/A Short TPZ2 INDEX_REF TOPIX INDX FUTR DEC22 2022-12-08 -1251900000.00 JPY -167181.21 N N N Z Z2 INDEX N/A N/A 445.00 NC 36271420.45 22.8685530219995 Long DE GB N 1 N/A N/A Long Z Z2 INDEX_REF FTSE 100 IDX FUT DEC22 2022-12-16 31628375.00 GBP -1249926.76 N N N JBZ2 COMDTY N/A N/A 24.00 NC 24012105.32 15.1392500450104 Long DIR JP N 1 N/A N/A Long JBZ2 COMDTY_REF JPN 10Y BOND(OSE) DEC22 2022-12-13 3570480000.00 JPY 61057.50 N N N PTZ2 INDEX N/A N/A 6.00 NC 1037266.49 0.6539800049244 Long DE CA N 1 N/A N/A Long PTZ2 INDEX_REF S&P/TSX 60 IX FUT DEC22 2022-12-15 1413120.00 CAD -1883.45 N N N SMZ2 INDEX N/A N/A -150.00 NC -16206621.06 -10.2180165105186 Short DE DE N 1 N/A N/A Short SMZ2 INDEX_REF SWISS MKT IX FUTR DEC22 2022-12-16 -16228500.00 CHF -621322.44 N N N ESZ2 INDEX N/A N/A -48.00 NC USD -9319200.00 -5.8756072047522 Short DE US N 1 N/A N/A Short ESZ2 INDEX_REF S&P500 EMINI FUT DEC22 2022-12-16 -9319200.00 USD -436796.06 N N N QSH3 COMDTY N/A N/A 10.00 NC USD 930250.00 0.5865078120676 Long DCO GB N 1 N/A N/A Long QSH3 COMDTY_REF LOW SU GASOIL G MAR23 2023-03-10 930250.00 USD -3920.27 N N N STZ2 INDEX N/A N/A 25.00 NC 2784764.97 1.7557499700911 Long DE IT N 1 N/A N/A Long STZ2 INDEX_REF FTSE/MIB IDX FUT DEC22 2022-12-16 2817875.00 EUR 134219.48 N N N 2022-11-23 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer