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
			2021-10-31
			2021-07-31
			N
		
		
			3581556654.31
			2842993.32
			3578713660.99
			0.00
			209860170.30
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			6899388.04
			
				
				
				
				
				
				
			
			
				
					
						UST
					
				
			
			
				
					
					
					
					
				
				
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
				
				
				
				
			
			
			
			
		
		
			
				UNITED STATES COPPER INDEX FUND
				54930051JW65R2UMMD48
				UNITED STATES COPPER INDEX FUND
				911718104
				
					
					
				
				370235.00
				NS
				USD
				10137034.30
				0.2832591612595
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ISHARES GOLD TRUST
				5493006UOY7GXQW0IP42
				ISHARES GOLD TRUST
				464285204
				
					
					
				
				1155869.00
				NS
				USD
				39946832.64
				1.1162343910171
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				GRANITESHARES GOLD TRUST
				549300B09UIFB1TCF016
				GRANITESHARES GOLD TRUST
				38748G101
				
					
					
				
				1621522.00
				NS
				USD
				29219826.44
				0.8164896442683
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				SPDR GOLD MINISHARES TRUST
				N/A
				SPDR GOLD MINISHARES TRUST
				98149E204
				
					
					
				
				3095368.00
				NS
				USD
				55840438.72
				1.5603494442344
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				SPDR GOLD SHARES
				N/A
				SPDR GOLD SHARES
				78463V107
				
					
					
				
				401978.00
				NS
				USD
				68263903.96
				1.9074983479152
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ALTICE FRANCE SA
				5493001ZMCICV4N02J21
				ALTICE FRANCE SA/FRANCE
				67054KAA7
				
					
					
				
				4468000.00
				PA
				USD
				4652305.00
				0.1299993640372
				Long
				DBT
				CORP
				FR
				
				Y
				
				2
				
					2026-05-01
					Fixed
					7.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US SOLAR FUND PLC/FUND
				2138007BIUWE7AHS5Y90
				US SOLAR FUND PLC/FUND
				N/A
				
					
					
				
				12016238.00
				NS
				USD
				12377393.48
				0.3458615204373
				Long
				EC
				RF
				GB
				
				N
				
				2
				
					N
					N
					
				
			
			
				GREENCOAT UK WIND PLC/FUNDS
				213800ZPBBK8H51RX165
				GREENCOAT UK WIND PLC/FUNDS
				N/A
				
					
					
				
				17551603.00
				NS
				
				33274541.61
				0.9297905549893
				Long
				EC
				RF
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				INTESA SANPAOLO SPA
				2W8N8UU78PMDQKZENC08
				INTESA SANPAOLO SPA
				46115HAU1
				
					
					
				
				9506000.00
				PA
				USD
				10914028.72
				0.3049707172431
				Long
				DBT
				CORP
				IT
				
				Y
				
				2
				
					2170-03-17
					Variable
					7.70
					N
					N
					N
				
				
					N
					N
					
				
			
			
				ALCON INC
				549300LDT5AP8S0NBM78
				ALCON INC
				N/A
				
					
					
				
				419072.00
				NS
				
				30510487.34
				0.8525545833013
				Long
				EC
				CORP
				CH
				
				N
				
				2
				
					N
					N
					N
				
			
			
				AQUILA EUROPEAN RENEWABLES INCOME FUND PLC/THE FUND
				213800UKH1TZIC9ZRP41
				AQUILA EUROPEAN RENEWABLES INCOME FUND PLC/THE FUND
				N/A
				
					
					
				
				19049880.00
				NS
				
				24623875.44
				0.6880649801188
				Long
				EC
				RF
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				RIVERSTONE CREDIT OPPORTUNITIE
				N/A
				RIVERSTONE CREDIT OPPORTUNITIES INCOME PLC
				N/A
				
					
					
				
				3871998.00
				NS
				USD
				3339598.28
				0.0933183986303
				Long
				EC
				CORP
				GB
				
				N
				
				1
				
					N
					N
					N
				
			
			
				FERGUSON PLC
				213800DU1LGY3R2S2X42
				FERGUSON PLC
				N/A
				
					
					
				
				147788.00
				NS
				
				20717341.26
				0.578904690974
				Long
				EC
				CORP
				JE
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ANGLO AMERICAN PLC
				549300S9XF92D1X8ME43
				ANGLO AMERICAN PLC
				N/A
				
					
					
				
				261037.00
				NS
				
				11564207.93
				0.3231386756659
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				UNICREDIT SPA
				549300TRUWO2CD2G5692
				UNICREDIT SPA
				EK1429340
				
					
					
				
				5625000.00
				PA
				USD
				6254296.88
				0.1747638250071
				Long
				DBT
				CORP
				IT
				
				N
				
				2
				
					2170-06-03
					Variable
					8.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38141G104
				
					
					
				
				72715.00
				NS
				USD
				27259399.20
				0.7617094236161
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				AMAZON.COM INC
				ZXTILKJKG63JELOEG630
				AMAZON.COM INC
				023135106
				
					
					
				
				10021.00
				NS
				USD
				33345779.39
				0.9317811523589
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				HOUSING DEVELOPMENT FINANCE CORP LTD
				335800OX2H9AP7NHLT64
				HOUSING DEVELOPMENT FINANCE CORP LTD
				N/A
				
					
					
				
				714515.00
				NS
				
				23543829.96
				0.6578852680123
				Long
				EC
				CORP
				IN
				
				N
				
				2
				
					N
					N
					N
				
			
			
				LONZA GROUP AG
				549300EFW4H2TCZ71055
				LONZA GROUP AG
				N/A
				
					
					
				
				31511.00
				NS
				
				24524469.52
				0.6852872803803
				Long
				EC
				CORP
				CH
				
				N
				
				2
				
					N
					N
					N
				
			
			
				MASTERCARD INC
				AR5L2ODV9HN37376R084
				MASTERCARD INC
				57636Q104
				
					
					
				
				74532.00
				NS
				USD
				28764880.08
				0.8037770776006
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ALPHABET INC
				5493006MHB84DD0ZWV18
				ALPHABET INC
				02079K305
				
					
					
				
				15038.00
				NS
				USD
				40520342.14
				1.132259967644
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BANIJAY ENTERTAINMENT
				969500CE0IE2EZ5VBG13
				BANIJAY ENTERTAINMENT SASU
				060335AA4
				
					
					
				
				500000.00
				PA
				USD
				518390.00
				0.0144853723741
				Long
				DBT
				CORP
				FR
				
				Y
				
				2
				
					2025-03-01
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SPDR BLOOMBERG BARCLAYS EMERGING MARKETS LOCAL BOND ETF
				549300UZIXAGB0EPMT96
				SPDR BLOOMBERG BARCLAYS EMERGING MARKETS LOCAL BOND ETF
				78464A391
				
					
					
				
				870000.00
				NS
				USD
				22837500.00
				0.6381482891168
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				RENEWABLES INFRASTRUCTURE GROUP LTD/THE
				213800NO6Q7Q7HMOMT20
				RENEWABLES INFRASTRUCTURE GROUP LTD/THE
				N/A
				
					
					
				
				18605023.00
				NS
				
				34024135.61
				0.950736461005
				Long
				EC
				RF
				GG
				
				N
				
				2
				
					N
					N
					N
				
			
			
				OCTOPUS RENEWABLES INFRASTRUCTURE TRUST PLC
				213800B81BFJKWM2JV13
				OCTOPUS RENEWABLES INFRASTRUCTURE TRUST PLC
				N/A
				
					
					
				
				19607364.00
				NS
				
				30029272.46
				0.8391079953486
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				TENCENT MUSIC ENTERTAINMENT GROUP
				213800XTZK2GOHQTYK41
				TENCENT MUSIC ENTERTAINMENT GROUP
				88034P109
				
					
					
				
				1006948.00
				NS
				USD
				10643440.36
				0.2974096663843
				Long
				EC
				CORP
				KY
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ECHO ENTERTAINMENT GROUP LTD
				N/A
				STAR ENTERTAINMENT GRP LTD/THE
				N/A
				
					
					
				
				5787183.00
				NS
				
				14574677.52
				0.407260230928
				Long
				EC
				CORP
				AU
				
				N
				
				2
				
					N
					N
					N
				
			
			
				BRIXMOR PROPERTY GROUP INC
				5299007UXW6Y0W2EGZ95
				BRIXMOR PROPERTY GROUP INC
				11120U105
				
					
					
				
				1096822.00
				NS
				USD
				25248842.44
				0.7055284337282
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				PERSIMMON PLC
				213800XI72Y57UWN6F31
				PERSIMMON PLC
				N/A
				
					
					
				
				485454.00
				NS
				
				19582708.86
				0.5471996564984
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				NIKE INC
				787RXPR0UX0O0XUXPZ81
				NIKE INC
				654106103
				
					
					
				
				159293.00
				NS
				USD
				26683170.43
				0.7456078624244
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				JLEN ENVIRONMENTAL ASSETS GROUP LTD
				213800JWJN54TFBMBI68
				JLEN ENVIRONMENTAL ASSETS GROUP LTD
				N/A
				
					
					
				
				4341058.00
				NS
				
				6431733.94
				0.1797219489815
				Long
				EC
				RF
				GG
				
				N
				
				2
				
					N
					N
					N
				
			
			
				CONTINENTAL AG
				529900A7YD9C0LLXM621
				CONTINENTAL AG
				N/A
				
					
					
				
				219686.00
				NS
				
				29857522.51
				0.8343087862955
				Long
				EC
				CORP
				DE
				
				N
				
				2
				
					N
					N
					N
				
			
			
				HIPGNOSIS SONGS FUND LTD/THE FUND
				213800XJIPNDVKXMOC11
				HIPGNOSIS SONGS FUND LTD/THE FUND
				N/A
				
					
					
				
				12996706.00
				NS
				
				21785460.20
				0.6087511397593
				Long
				EC
				RF
				GG
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ASML HOLDING NV
				724500Y6DUVHQD6OXN27
				ASML HOLDING NV
				N/A
				
					
					
				
				57073.00
				NS
				
				43398264.64
				1.2126777594157
				Long
				EC
				CORP
				NL
				
				N
				
				2
				
					N
					N
					N
				
			
			
				L'OREAL SA
				529900JI1GG6F7RKVI53
				L'OREAL SA
				N/A
				
					
					
				
				63944.00
				NS
				
				29290568.13
				0.8184663793944
				Long
				EC
				CORP
				FR
				
				N
				
				2
				
					N
					N
					N
				
			
			
				FIDELITY NATIONAL INFORMATION SERVICES INC
				6WQI0GK1PRFVBA061U48
				FIDELITY NATIONAL INFORMATION SERVICES INC
				31620M106
				
					
					
				
				169889.00
				NS
				USD
				25321955.45
				0.7075714306518
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				MEDTRONIC PLC
				549300GX3ZBSQWUXY261
				MEDTRONIC PLC
				N/A
				
					
					
				
				275498.00
				NS
				USD
				36175642.38
				1.0108560171867
				Long
				EC
				CORP
				IE
				
				N
				
				1
				
					N
					N
					N
				
			
			
				LVMH MOET HENNESSY LOUIS VUITTON SE
				IOG4E947OATN0KJYSD45
				LVMH MOET HENNESSY LOUIS VUITTON SE
				N/A
				
					
					
				
				43003.00
				NS
				
				34413531.56
				0.9616173524897
				Long
				EC
				CORP
				FR
				
				N
				
				2
				
					N
					N
					N
				
			
			
				OTIS WORLDWIDE CORP
				549300ZLBKR8VSU25153
				OTIS WORLDWIDE CORP
				68902V107
				
					
					
				
				487512.00
				NS
				USD
				43656699.60
				1.2198992078042
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				SHERWIN-WILLIAMS CO/THE
				Z15BMIOX8DDH0X2OBP21
				SHERWIN-WILLIAMS CO/THE
				824348106
				
					
					
				
				86467.00
				NS
				USD
				25164491.01
				0.7031714016214
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				RWE AG
				529900GB7KCA94ACC940
				RWE AG
				N/A
				
					
					
				
				951623.00
				NS
				
				33885404.29
				0.9468598915685
				Long
				EC
				CORP
				DE
				
				N
				
				2
				
					N
					N
					N
				
			
			
				TEXAS INSTRUMENTS INC
				WDJNR2L6D8RWOEB8T652
				TEXAS INSTRUMENTS INC
				882508104
				
					
					
				
				185586.00
				NS
				USD
				35376403.32
				0.9885228792016
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				LOCKHEED MARTIN CORP
				DPRBOZP0K5RM2YE8UU08
				LOCKHEED MARTIN CORP
				539830109
				
					
					
				
				37665.00
				NS
				USD
				13998950.55
				0.3911726915342
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BIOPHARMA CREDIT PLC/THE FUND
				213800AV55PYXAS7SY24
				BIOPHARMA CREDIT PLC/THE FUND
				N/A
				
					
					
				
				19756560.00
				NS
				USD
				19756046.33
				0.5520432256246
				Long
				EC
				RF
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				LONGI GREEN ENERGY TECHNOLOGY CO LTD
				300300NRGAITUP1EZ248
				LONGI GREEN ENERGY TECHNOLOGY CO LTD
				N/A
				
					
					
				
				1268328.00
				NS
				
				16935889.81
				0.4732395886994
				Long
				EC
				CORP
				CN
				
				N
				
				2
				
					N
					N
					N
				
			
			
				SIGMA ALIMENTOS SA
				549300FW3RGHPHT21D10
				SIGMA ALIMENTOS SA DE CV
				JK9193380
				
					
					
				
				13823000.00
				PA
				USD
				15172885.07
				0.4239759451948
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2026-05-02
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SDCL ENERGY EFFICIENCY INCOME TRUST PLC
				213800ZPSC7XUVD3NL94
				SDCL ENERGY EFFICIENCY INCOME TRUST PLC
				N/A
				
					
					
				
				16045089.00
				NS
				
				25867841.74
				0.7228251318895
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				SALESFORCE.COM INC
				RCGZFPDMRW58VJ54VR07
				SALESFORCE.COM INC
				79466L302
				
					
					
				
				63378.00
				NS
				USD
				15333039.54
				0.4284511417367
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				AIR LIQUIDE SA
				969500MMPQVHK671GT54
				AIR LIQUIDE SA
				N/A
				
					
					
				
				92908.00
				NS
				
				16150950.02
				0.4513060152326
				Long
				EC
				CORP
				FR
				
				N
				
				2
				
					N
					N
					N
				
			
			
				BARCLAYS BANK PLC
				G5GSEF7VJP5I7OUK5573
				BARCLAYS BANK PLC
				ZO0889238
				
					
					
				
				61343300.00
				PA
				USD
				66925847.02
				1.8701090212812
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2021-08-13
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF
				549300CNWPR88MZBEA63
				VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF
				92189H300
				
					
					
				
				635000.00
				NS
				USD
				19754850.00
				0.552009796574
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				NORFOLK SOUTHERN CORP
				54930036C8MWP850MI84
				NORFOLK SOUTHERN CORP
				655844108
				
					
					
				
				96962.00
				NS
				USD
				24999712.46
				0.6985669944067
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				AMEDEO AIR FOUR PLUS LTD
				21380056PDNOTWERG107
				AMEDEO AIR FOUR PLUS LTD
				N/A
				
					
					
				
				2671187.00
				NS
				
				853933.22
				0.0238614569617
				Long
				EC
				CORP
				GG
				
				N
				
				2
				
					N
					N
					N
				
			
			
				CONOCOPHILLIPS
				WPTL2Z3FIYTHSP5V2253
				CONOCOPHILLIPS
				20825C104
				
					
					
				
				571920.00
				NS
				USD
				32061835.20
				0.8959038983613
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BARCLAYS BANK PLC
				G5GSEF7VJP5I7OUK5573
				BARCLAYS BANK PLC
				ZO0893248
				
					
					
				
				60990700.00
				PA
				USD
				68752254.50
				1.9211443276235
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2021-08-16
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CME GROUP INC
				LCZ7XYGSLJUHFXXNXD88
				CME GROUP INC
				12572Q105
				
					
					
				
				215233.00
				NS
				USD
				45657376.29
				1.2758041188847
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
				549300KB6NK5SBD14S87
				TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
				874039100
				
					
					
				
				146523.00
				NS
				USD
				17090442.72
				0.4775582608437
				Long
				EC
				CORP
				TW
				
				N
				
				1
				
					N
					N
					N
				
			
			
				TOYOTA INDUSTRIES CORP
				35380000WKGEAHEMW830
				TOYOTA INDUSTRIES CORP
				N/A
				
					
					
				
				44400.00
				NS
				
				3721629.21
				0.1039934893525
				Long
				EC
				CORP
				JP
				
				N
				
				2
				
					N
					N
					N
				
			
			
				BALL CORP
				0BGI85ALH27ZJP15DY16
				BALL CORP
				058498AW6
				
					
					
				
				6402000.00
				PA
				USD
				6344766.12
				0.1772918070859
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-08-15
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIAGEO PLC
				213800ZVIELEA55JMJ32
				DIAGEO PLC
				N/A
				
					
					
				
				750162.00
				NS
				
				37216094.35
				1.039929367797
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ASSOCIATED BRITISH FOODS PLC
				GBQKSY6W7G0OHCQ8OQ72
				ASSOCIATED BRITISH FOODS PLC
				N/A
				
					
					
				
				469808.00
				NS
				
				13095863.41
				0.3659377265287
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				CCO HLDGS LLC/CAP CORP
				N/A
				CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
				1248EPBR3
				
					
					
				
				6249000.00
				PA
				USD
				6467527.53
				0.1807221293086
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-05-01
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INFORMA PLC
				5493006VM2LKUPSEDU20
				INFORMA PLC
				N/A
				
					
					
				
				1819576.00
				NS
				
				12511567.61
				0.3496107483083
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				MICROSOFT CORP
				INR2EJN1ERAN0W5ZP974
				MICROSOFT CORP
				594918104
				
					
					
				
				144533.00
				NS
				USD
				41178897.03
				1.1506619677028
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967424
				
					
					
				
				426343.00
				NS
				USD
				28829313.66
				0.8055775452016
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				SPRINT CAPITAL CORP
				549300L17W0GQBR1PO80
				SPRINT CAPITAL CORP
				852060AT9
				
					
					
				
				4597000.00
				PA
				USD
				7091446.21
				0.198156289711
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-03-15
					Fixed
					8.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRUDENTIAL PLC
				5493001Z3ZE83NGK8Y12
				PRUDENTIAL PLC
				N/A
				
					
					
				
				2058494.00
				NS
				
				38692487.52
				1.081184223867
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ABBOTT LABORATORIES
				HQD377W2YR662HK5JX27
				ABBOTT LABORATORIES
				002824100
				
					
					
				
				222424.00
				NS
				USD
				26908855.52
				0.7519141811573
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ACCENTURE PLC
				N/A
				ACCENTURE PLC
				N/A
				
					
					
				
				99763.00
				NS
				USD
				31692709.84
				0.8855894279966
				Long
				EC
				CORP
				IE
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BAE SYSTEMS PLC
				8SVCSVKSGDWMW2QHOH83
				BAE SYSTEMS PLC
				N/A
				
					
					
				
				1826357.00
				NS
				
				14617616.89
				0.4084600857939
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				VOLKSWAGEN AG
				529900NNUPAGGOMPXZ31
				VOLKSWAGEN AG
				N/A
				
					
					
				
				215033.00
				NS
				
				52473265.20
				1.4662605106406
				Long
				EP
				CORP
				DE
				
				N
				
				2
				
					N
					N
					N
				
			
			
				SPRINT CORP
				549300ZTTY7CXOLJ6539
				SPRINT CORP
				85207UAH8
				
					
					
				
				3786000.00
				PA
				USD
				4357686.00
				0.1217668249768
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-06-15
					Fixed
					7.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NOVARTIS AG
				5493007HIVTX6SY6XD66
				NOVARTIS AG
				N/A
				
					
					
				
				295922.00
				NS
				
				27371539.57
				0.7648429621057
				Long
				EC
				CORP
				CH
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ZURICH INSURANCE GROUP AG
				529900QVNRBND50TXP03
				ZURICH INSURANCE GROUP AG
				N/A
				
					
					
				
				75839.00
				NS
				
				30571314.19
				0.8542542680417
				Long
				EC
				CORP
				CH
				
				N
				
				2
				
					N
					N
					N
				
			
			
				BAYER AG
				549300J4U55H3WP1XT59
				BAYER AG
				N/A
				
					
					
				
				497071.00
				NS
				
				29645397.26
				0.8283813701876
				Long
				EC
				CORP
				DE
				
				N
				
				2
				
					N
					N
					N
				
			
			
				LINK REIT
				529900XUE70U36QX5M62
				LINK REIT
				N/A
				
					
					
				
				2685500.00
				NS
				
				25694512.97
				0.7179818058674
				Long
				EC
				CORP
				HK
				
				N
				
				2
				
					N
					N
					N
				
			
			
				SUZUKI MOTOR CORP
				353800D83H0V3ZV1SV24
				SUZUKI MOTOR CORP
				N/A
				
					
					
				
				402300.00
				NS
				
				16372989.27
				0.4575104582541
				Long
				EC
				CORP
				JP
				
				N
				
				2
				
					N
					N
					N
				
			
			
				NEWCREST MINING LTD
				5299006MN50OZJUJI655
				NEWCREST MINING LTD
				N/A
				
					
					
				
				221698.00
				NS
				
				4321819.82
				0.1207646162672
				Long
				EC
				CORP
				AU
				
				N
				
				2
				
					N
					N
					N
				
			
			
				EVERSOURCE ENERGY
				SJ7XXD41SQU3ZNWUJ746
				EVERSOURCE ENERGY
				30040W108
				
					
					
				
				165144.00
				NS
				USD
				14246972.88
				0.3981031797905
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ORSTED AS
				W9NG6WMZIYEU8VEDOG48
				ORSTED AS
				N/A
				
					
					
				
				181688.00
				NS
				
				27021659.24
				0.7550662556368
				Long
				EC
				CORP
				DK
				
				Y
				
				2
				
					N
					N
					N
				
			
			
				SAMSUNG SDI CO LTD
				9884002AESDO4YW87G32
				SAMSUNG SDI CO LTD
				N/A
				
					
					
				
				44300.00
				NS
				
				28628557.52
				0.7999678161476
				Long
				EC
				CORP
				KR
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ECOLAB INC
				82DYEISM090VG8LTLS26
				ECOLAB INC
				278865100
				
					
					
				
				166890.00
				NS
				USD
				36854318.70
				1.0298202703874
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				TE CONNECTIVITY LTD
				894500ZRIX9K13RHXR17
				TE CONNECTIVITY LTD
				N/A
				
					
					
				
				308462.00
				NS
				USD
				45488891.14
				1.2710961381418
				Long
				EC
				CORP
				CH
				
				N
				
				1
				
					N
					N
					N
				
			
			
				LINDE PLC
				8945002PAZHZLBGKGF02
				LINDE PLC
				N/A
				
					
					
				
				206471.00
				NS
				USD
				63467120.69
				1.7734618274109
				Long
				EC
				CORP
				IE
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BARRATT DEVELOPMENTS PLC
				2138006R85VEOF5YNK29
				BARRATT DEVELOPMENTS PLC
				N/A
				
					
					
				
				1787166.00
				NS
				
				17467595.91
				0.4880970528714
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				UNILEVER PLC
				549300MKFYEKVRWML317
				UNILEVER PLC
				N/A
				
					
					
				
				463596.00
				NS
				
				26695834.92
				0.7459617462832
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				RELX PLC
				549300WSX3VBUFFJOO66
				RELX PLC
				N/A
				
					
					
				
				1084011.00
				NS
				
				32176236.34
				0.8991006095497
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				LEGRAND SA
				969500XXRPGD7HCAFA90
				LEGRAND SA
				N/A
				
					
					
				
				183136.00
				NS
				
				20632244.49
				0.5765268318307
				Long
				EC
				CORP
				FR
				
				N
				
				2
				
					N
					N
					N
				
			
			
				RYANAIR HOLDINGS PLC
				635400BR2ROC1FVEBQ56
				RYANAIR HOLDINGS PLC
				783513203
				
					
					
				
				288875.00
				NS
				USD
				31498930.00
				0.8801746377017
				Long
				EC
				CORP
				IE
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BNP PARIBAS ISSUANCE BV
				7245009UXRIGIRYOBR48
				BNP PARIBAS ISSUANCE BV
				BM4267282
				
					
					
				
				87561000.00
				PA
				USD
				86894193.41
				2.4280845477299
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2021-11-18
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUREAU VERITAS SA
				969500TPU5T3HA5D1F11
				BUREAU VERITAS SA
				N/A
				
					
					
				
				606516.00
				NS
				
				20020116.77
				0.5594221462373
				Long
				EC
				CORP
				FR
				
				N
				
				2
				
					N
					N
					N
				
			
			
				KERRY GROUP PLC
				635400TLVVBNXLFHWC59
				KERRY GROUP PLC
				N/A
				
					
					
				
				110781.00
				NS
				
				16424773.95
				0.4589574776277
				Long
				EC
				CORP
				IE
				
				N
				
				2
				
					N
					N
					N
				
			
			
				NOVOZYMES A/S
				529900T6WNZXD2R3JW38
				NOVOZYMES A/S
				N/A
				
					
					
				
				270970.00
				NS
				
				21299175.67
				0.5951628905707
				Long
				EC
				CORP
				DK
				
				N
				
				2
				
					N
					N
					N
				
			
			
				THERMO FISHER SCIENTIFIC INC
				HCHV7422L5HDJZCRFL38
				THERMO FISHER SCIENTIFIC INC
				883556102
				
					
					
				
				66597.00
				NS
				USD
				35963045.97
				1.0049154354542
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				HOME DEPOT INC/THE
				QEKMOTMBBKA8I816DO57
				HOME DEPOT INC/THE
				437076102
				
					
					
				
				107077.00
				NS
				USD
				35141600.63
				0.9819617873612
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BBGI GLOBAL INFRASTRUCTURE S.A.
				529900CV0RWCOP5YHK95
				BBGI GLOBAL INFRASTRUCTURE S.A.
				N/A
				
					
					
				
				5358752.00
				NS
				
				12647580.69
				0.3534113619613
				Long
				EC
				RF
				LU
				
				N
				
				2
				
					N
					N
					N
				
			
			
				NARI TECHNOLOGY CO LTD
				N/A
				NARI TECHNOLOGY CO LTD
				N/A
				
					
					
				
				1823340.00
				NS
				
				8869927.53
				0.2478523953086
				Long
				EC
				CORP
				CN
				
				N
				
				2
				
					N
					N
					N
				
			
			
				DOMINION ENERGY INC
				ILUL7B6Z54MRYCF6H308
				DOMINION ENERGY INC
				25746U109
				
					
					
				
				226660.00
				NS
				USD
				16970034.20
				0.474193685429
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				FLAT GLASS GROUP CO LTD
				300300BEL4RMXBKEA373
				FLAT GLASS GROUP CO LTD
				N/A
				
					
					
				
				2211000.00
				NS
				
				9871280.85
				0.2758332122964
				Long
				EC
				CORP
				CN
				
				N
				
				2
				
					N
					N
					
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				46625H100
				
					
					
				
				221347.00
				NS
				USD
				33596047.66
				0.9387743989192
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				CORDIANT DIGITAL INFRASTRUCTURE LTD/FUND
				213800T8RBBWZQ7FTF84
				CORDIANT DIGITAL INFRASTRUCTURE LTD/FUND
				N/A
				
					
					
				
				6045321.00
				NS
				
				8989722.37
				0.2511998226623
				Long
				EC
				RF
				GG
				
				Y
				
				2
				
					N
					N
					N
				
			
			
				AL0PHR5BD698697J_1047200_S
				N/A
				HKD/USD FWD 20210813 0642
				N/A
				
					
					
				
				-69965818.05
				NC
				
				-9003520.56
				-0.2515853855015
				Short
				DFE
				
				HK
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						69965818.05
						HKD
						9003520.56
						USD
						2021-08-13
						5816.27
					
				
				
					N
					N
					N
				
			
			
				26SOIJLN4SISPSJG_1047200_L
				N/A
				HUF/USD FWD 20210813 00229
				N/A
				
					
					
				
				7590470062.17
				NC
				
				25093742.87
				0.7011944862629
				Long
				DFE
				
				HU
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						25093742.87
						USD
						7590470062.17
						HUF
						2021-08-13
						-189973.70
					
				
				
					N
					N
					N
				
			
			
				ASTRAZENECA PLC
				PY6ZZQWO2IZFZC3IOL08
				ASTRAZENECA PLC
				N/A
				
					
					
				
				459340.00
				NS
				
				52754372.24
				1.474115484987
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				BIR0ABC6QNUJCKM6_1047200_L
				N/A
				HKD/USD FWD 20210813 00229
				N/A
				
					
					
				
				2053083.87
				NC
				
				264200.20
				0.0073825464965
				Long
				DFE
				
				HK
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						264200.20
						USD
						2053083.87
						HKD
						2021-08-13
						-349.35
					
				
				
					N
					N
					N
				
			
			
				NIKKEI 225
				N/A
				NKY 09/10/21 C31500
				N/A
				
					
					
				
				-609.00
				NC
				
				-38858.76
				-0.0010858303759
				Short
				DE
				
				JP
				
				N
				
				1
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						Call
						Written
						
							
								CASHJPY
								CASHJPY
								
									
								
							
						
						1000.00
						31500.00
						JPY
						2021-09-10
						XXXX
						821628.32
					
				
				
					N
					N
					N
				
			
			
				HN7VRIR3CL7T4M76_1047200_L
				N/A
				INR/USD FWD 20210914 9787
				N/A
				
					
					
				
				2472271558.00
				NC
				
				33074473.61
				0.9242000546322
				Long
				DFE
				
				IN
				
				N
				
				2
				
					
						
							RBS SECURITIES
							N/A
						
						33074473.61
						USD
						2472271558.00
						INR
						2021-09-14
						-382526.39
					
				
				
					N
					N
					N
				
			
			
				R27J5O4KDI63F4P8_1047200_S
				N/A
				CHF/USD FWD 20210813 RBOSGGSP
				N/A
				
					
					
				
				-2266778.18
				NC
				
				-2503234.78
				-0.069947892375
				Short
				DFE
				
				CH
				
				N
				
				2
				
					
						
							ROYAL BANK OF SCOTLAND INTL LTD
							N/A
						
						2266778.18
						CHF
						2503234.78
						USD
						2021-08-13
						17855.90
					
				
				
					N
					N
					N
				
			
			
				9G99SKJ0CEJPQT51_1047200_S
				N/A
				CHF/USD FWD 20210813 00189
				N/A
				
					
					
				
				-81801395.43
				NC
				
				-90334422.63
				-2.5242148768339
				Short
				DFE
				
				CH
				
				N
				
				2
				
					
						
							STATE STREET GLOBAL MARKETS LLC
							N/A
						
						81801395.43
						CHF
						90334422.63
						USD
						2021-08-13
						-624312.77
					
				
				
					N
					N
					N
				
			
			
				UF31GRK2IF55THBC_1047200_S
				N/A
				JPY/USD FWD 20210813 00908
				N/A
				
					
					
				
				-2834497072.00
				NC
				
				-25840014.91
				-0.7220475667464
				Short
				DFE
				
				JP
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						2834497072.00
						JPY
						25840014.91
						USD
						2021-08-13
						-170800.53
					
				
				
					N
					N
					N
				
			
			
				FD2VP08FAK8A6O1D_1047200_S
				N/A
				EUR/USD FWD 20211013 2288
				N/A
				
					
					
				
				-392871778.25
				NC
				
				-466735169.76
				-13.041981392579
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							ROYAL BANK OF SCOTLAND INTL LTD
							N/A
						
						392871778.25
						EUR
						466735169.76
						USD
						2021-10-13
						-692987.17
					
				
				
					N
					N
					N
				
			
			
				TRAVIS PERKINS PLC
				2138001I27OUBAF22K83
				TRAVIS PERKINS PLC
				N/A
				
					
					
				
				813153.00
				NS
				
				19236211.93
				0.5375174923796
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				SONY GROUP CORP
				529900R5WX9N2OI2N910
				SONY GROUP CORP
				N/A
				
					
					
				
				278300.00
				NS
				
				29049299.89
				0.8117246206829
				Long
				EC
				CORP
				JP
				
				N
				
				2
				
					N
					N
					N
				
			
			
				7NUQI7JCL3SR0V07_1047200_S
				N/A
				GBP/USD FWD 20211013 955
				N/A
				
					
					
				
				-326307095.36
				NC
				
				-453645719.96
				-12.676222881562
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						326307095.36
						GBP
						453645719.96
						USD
						2021-10-13
						-1707945.58
					
				
				
					N
					N
					N
				
			
			
				NIKKEI 225
				N/A
				NKY 09/10/21 C30000
				N/A
				
					
					
				
				609.00
				NC
				
				160986.28
				0.0044984398096
				Long
				DE
				
				JP
				
				N
				
				1
				
					
						
							MORGAN STANLEY & COMPANY LLC
							N/A
						
						Call
						Purchased
						
							
								CASHJPY
								CASHJPY
								
									
								
							
						
						1000.00
						30000.00
						JPY
						2021-09-10
						XXXX
						-2271469.40
					
				
				
					N
					N
					N
				
			
			
				UNITED AIRLINES INC
				K1OQBWM7XEOO08LDNP29
				UNITED AIRLINES INC
				90932LAG2
				
					
					
				
				1224000.00
				PA
				USD
				1260879.12
				0.0352327467197
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-04-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				S&P 500 INDEX
				N/A
				SPX US 12/17/21 P3650
				N/A
				
					
					
				
				-1647.00
				NC
				USD
				-8202060.00
				-0.2291901721394
				Short
				DE
				
				US
				
				N
				
				2
				
					
						
							N/A
							N/A
						
						Put
						Written
						
							
								CASHUSD
								CASHUSD
								
									
								
							
						
						100.00
						3650.00
						USD
						2021-12-17
						XXXX
						4106836.17
					
				
				
					N
					N
					N
				
			
			
				6HRS5MN2LJUFA4P0_1047200_S
				N/A
				GBP/USD FWD 20211013 9787
				N/A
				
					
					
				
				-131578.93
				NC
				
				-182926.51
				-0.0051115156821
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							RBS SECURITIES
							N/A
						
						131578.93
						GBP
						182926.51
						USD
						2021-10-13
						-958.51
					
				
				
					N
					N
					N
				
			
			
				3I GROUP PLC
				35GDVHRBMFE7NWATNM84
				3I GROUP PLC
				N/A
				
					
					
				
				892831.00
				NS
				
				15868230.35
				0.4434059791643
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				AD4T0I2PP4781LT5_1047200_S
				N/A
				CHF/USD FWD 20210813 00642
				N/A
				
					
					
				
				-6983384.36
				NC
				
				-7711848.81
				-0.2154922002859
				Short
				DFE
				
				CH
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						6983384.36
						CHF
						7711848.81
						USD
						2021-08-13
						-85194.27
					
				
				
					N
					N
					N
				
			
			
				9UQM3SCJ96Q6AREM_1047200_S
				N/A
				GBP/USD FWD 20211013 438
				N/A
				
					
					
				
				-2891842.22
				NC
				
				-4020359.55
				-0.1123409115913
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							CIBC WORLD MARKETS CORP
							N/A
						
						2891842.22
						GBP
						4020359.55
						USD
						2021-10-13
						-39515.19
					
				
				
					N
					N
					N
				
			
			
				AMERICAN TOWER CORP
				5493006ORUSIL88JOE18
				AMERICAN TOWER CORP
				03027X100
				
					
					
				
				10795.00
				NS
				USD
				3052826.00
				0.085305120476
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				MBLVRPEMUFITQBGN_1047200_S
				N/A
				GBP/USD FWD 20211013 00189
				N/A
				
					
					
				
				-11216000.45
				NC
				
				-15592951.15
				-0.4357138521578
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							STATE STREET GLOBAL MARKETS LLC
							N/A
						
						11216000.45
						GBP
						15592951.15
						USD
						2021-10-13
						-112047.27
					
				
				
					N
					N
					N
				
			
			
				E1OPC4AIBQ8EKOTE_1047200_S
				N/A
				EUR/USD FWD 20211013 00189
				N/A
				
					
					
				
				-2464197.86
				NC
				
				-2927488.99
				-0.0818028282595
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							STATE STREET GLOBAL MARKETS LLC
							N/A
						
						2464197.86
						EUR
						2927488.99
						USD
						2021-10-13
						243.05
					
				
				
					N
					N
					N
				
			
			
				YUM CHINA HOLDINGS INC
				529900DO9BYZ7VA3K502
				YUM CHINA HOLDINGS INC
				98850P109
				
					
					
				
				165135.00
				NS
				USD
				10269745.65
				0.2869675146672
				Long
				EC
				CORP
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				EURO STOXX 50 PRICE EUR
				N/A
				SX5E 08/20/21 P3750
				N/A
				
					
					
				
				14656.00
				NC
				
				1912424.80
				0.0534388884153
				Long
				DE
				
				XX
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Put
						Purchased
						
							
								CASHEUR
								CASHEUR
								
									
								
							
						
						10.00
						3750.00
						EUR
						2021-08-20
						XXXX
						-1925565.40
					
				
				
					N
					N
					N
				
			
			
				S&P 500 INDEX
				N/A
				SPX US 12/17/21 P3950
				N/A
				
					
					
				
				1647.00
				NC
				USD
				13950090.00
				0.3898073811286
				Long
				DE
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Put
						Purchased
						
							
								CASHUSD
								CASHUSD
								
									
								
							
						
						100.00
						3950.00
						USD
						2021-12-17
						XXXX
						-6318673.83
					
				
				
					N
					N
					N
				
			
			
				HN7VRIR3CL7T4M76_1047200_S
				N/A
				INR/USD FWD 20210914 9787
				N/A
				
					
					
				
				-702676000.00
				NC
				
				-9400520.24
				-0.2626787480225
				Short
				DFE
				
				IN
				
				N
				
				2
				
					
						
							RBS SECURITIES
							N/A
						
						702676000.00
						INR
						9400520.24
						USD
						2021-09-14
						108722.73
					
				
				
					N
					N
					N
				
			
			
				2OMVKC4F1H8QF8BV_1047200_S
				N/A
				HKD/USD FWD 20210813 CIBCCATT
				N/A
				
					
					
				
				-45307913.69
				NC
				
				-5830428.97
				-0.162919683504
				Short
				DFE
				
				HK
				
				N
				
				2
				
					
						
							CANADIAN IMPERIAL BANK OF COMMERCE
							N/A
						
						45307913.69
						HKD
						5830428.97
						USD
						2021-08-13
						4057.22
					
				
				
					N
					N
					N
				
			
			
				AO7HQH6HM0N4BLQT_1047200_S
				N/A
				DKK/USD FWD 20210914 00908
				N/A
				
					
					
				
				-229281204.80
				NC
				
				-36592257.13
				-1.0224974836315
				Short
				DFE
				
				DK
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						229281204.80
						DKK
						36592257.13
						USD
						2021-09-14
						984815.34
					
				
				
					N
					N
					N
				
			
			
				JOSCHQJOH6A6DR5F_1047200_L
				N/A
				HKD/USD FWD 20210813 00642
				N/A
				
					
					
				
				3826666.14
				NC
				
				492432.85
				0.0137600517014
				Long
				DFE
				
				HK
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						492432.85
						USD
						3826666.14
						HKD
						2021-08-13
						-807.75
					
				
				
					N
					N
					N
				
			
			
				BIR0ABC6QNUJCKM6_1047200_S
				N/A
				HKD/USD FWD 20210813 00229
				N/A
				
					
					
				
				-820681779.45
				NC
				
				-105609074.25
				-2.9510344848541
				Short
				DFE
				
				HK
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						820681779.45
						HKD
						105609074.25
						USD
						2021-08-13
						71995.87
					
				
				
					N
					N
					N
				
			
			
				WICKES GROUP PLC
				213800IEX9ZXJRAOL133
				WICKES GROUP PLC
				N/A
				
					
					
				
				865511.00
				NS
				
				3012586.48
				0.0841807075217
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				FOSHAN HAITIAN FLAVOURING & FOOD CO LTD
				N/A
				FOSHAN HAITIAN FLAVOURING & FOOD CO LTD
				N/A
				
					
					
				
				368900.00
				NS
				
				6560209.69
				0.1833119470135
				Long
				EC
				CORP
				CN
				
				N
				
				2
				
					N
					N
					N
				
			
			
				CORDIANT DIGITAL INFRASTRUCTURE LTD/FUND
				213800T8RBBWZQ7FTF84
				CORDIANT DIGITAL INFRASTRUCTURE LTD/FUND
				N/A
				
					
					
				
				3374229.00
				NS
				
				4807432.77
				0.1343340994951
				Long
				EC
				RF
				GG
				
				N
				
				1
				
					N
					N
					N
				
			
			
				28L92MH1SHBA4U5U_1047200_S
				N/A
				HKD/USD FWD 20210813 438
				N/A
				
					
					
				
				-52833015.86
				NC
				
				-6798793.44
				-0.1899786930178
				Short
				DFE
				
				HK
				
				N
				
				2
				
					
						
							CIBC WORLD MARKETS CORP
							N/A
						
						52833015.86
						HKD
						6798793.44
						USD
						2021-08-13
						-5017.52
					
				
				
					N
					N
					N
				
			
			
				6HRS5MN2LJUFA4P0_1047200_L
				N/A
				GBP/USD FWD 20211013 9787
				N/A
				
					
					
				
				2734710.59
				NC
				
				3801908.61
				0.1062367367203
				Long
				DFE
				
				GB
				
				N
				
				2
				
					
						
							RBS SECURITIES
							N/A
						
						3801908.61
						USD
						2734710.59
						GBP
						2021-10-13
						21685.34
					
				
				
					N
					N
					N
				
			
			
				S&P 500 INDEX
				N/A
				SPX US 09/17/21 P3300
				N/A
				
					
					
				
				725.00
				NC
				USD
				340750.00
				0.0095215776471
				Long
				DE
				
				US
				
				N
				
				1
				
					
						
							BARCLAYS
							N/A
						
						Put
						Purchased
						
							
								CASHUSD
								CASHUSD
								
									
								
							
						
						100.00
						3300.00
						USD
						2021-09-17
						XXXX
						-2756450.00
					
				
				
					N
					N
					N
				
			
			
				TLLL6AEA4KLE2I23_1047200_S
				N/A
				DKK/USD FWD 20210914 00189
				N/A
				
					
					
				
				-15155867.36
				NC
				
				-2418808.80
				-0.0675887771174
				Short
				DFE
				
				DK
				
				N
				
				2
				
					
						
							STATE STREET GLOBAL MARKETS LLC
							N/A
						
						15155867.36
						DKK
						2418808.80
						USD
						2021-09-14
						-13241.77
					
				
				
					N
					N
					N
				
			
			
				52EV6NFGK5CLEVFE_1047200_S
				N/A
				EUR/USD FWD 20211013 9787
				N/A
				
					
					
				
				-15645209.69
				NC
				
				-18586648.38
				-0.5193667373449
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							RBS SECURITIES
							N/A
						
						15645209.69
						EUR
						18586648.38
						USD
						2021-10-13
						-106839.60
					
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912828RC6
				
					
					
				
				135000000.00
				PA
				USD
				135101208.15
				3.7751332167946
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2021-08-15
					Fixed
					2.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				3EQ0HGO7BMM79K8D_1047200_S
				N/A
				IDR/USD FWD 20210914 00642
				N/A
				
					
					
				
				-400881745000.00
				NC
				
				-27628976.62
				-0.7720365258939
				Short
				DFE
				
				ID
				
				N
				
				2
				
					
						
							UBS SECURITIES LLC
							N/A
						
						400881745000.00
						IDR
						27628976.62
						USD
						2021-09-14
						194575.92
					
				
				
					N
					N
					N
				
			
			
				28L92MH1SHBA4U5U_1047200_L
				N/A
				HKD/USD FWD 20210813 438
				N/A
				
					
					
				
				438330165.56
				NC
				
				56406324.79
				1.576161999348
				Long
				DFE
				
				HK
				
				N
				
				2
				
					
						
							CIBC WORLD MARKETS CORP
							N/A
						
						56406324.79
						USD
						438330165.56
						HKD
						2021-08-13
						74411.47
					
				
				
					N
					N
					N
				
			
			
				TENCENT HOLDINGS LTD
				254900N4SLUMW4XUYY11
				TENCENT HOLDINGS LTD
				N/A
				
					
					
				
				140995.00
				NS
				
				8700990.64
				0.2431317915944
				Long
				EC
				CORP
				KY
				
				N
				
				2
				
					N
					N
					N
				
			
			
				GRESHAM HOUSE ENERGY STORAGE FUND PLC/THE FUND
				213800MSJXKH25C23D82
				GRESHAM HOUSE ENERGY STORAGE FUND PLC/THE FUND
				N/A
				
					
					
				
				8108194.00
				NS
				
				13607852.36
				0.3802442343553
				Long
				EC
				RF
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				TAYLOR WIMPEY PLC
				21380089BTRXTD8S3R66
				TAYLOR WIMPEY PLC
				N/A
				
					
					
				
				8020186.00
				NS
				
				18335813.63
				0.5123576616333
				Long
				EC
				CORP
				GB
				
				N
				
				2
				
					N
					N
					N
				
			
			
				ALIBABA GROUP HOLDING LTD
				5493001NTNQJDH60PM02
				ALIBABA GROUP HOLDING LTD
				N/A
				
					
					
				
				647369.00
				NS
				
				15819395.50
				0.4420413868938
				Long
				EC
				CORP
				KY
				
				N
				
				2
				
					N
					N
					N
				
			
			
				AIA GROUP LTD
				ZP5ILWVSYE4LJGMMVD57
				AIA GROUP LTD
				N/A
				
					
					
				
				2976200.00
				NS
				
				35700601.78
				0.9975819571472
				Long
				EC
				CORP
				HK
				
				N
				
				2
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				EF7918115
				
					
					
				
				207422000.00
				PA
				
				13025650.42
				0.3639757648673
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2036-11-20
					Fixed
					10.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ZIGGO BV
				213800TQASLF9JXH5J59
				ZIGGO BV
				ZQ1506224
				
					
					
				
				3571000.00
				PA
				
				4278336.89
				0.1195495727036
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2030-01-15
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SUMMER BC HOLDCO B SARL
				984500NRF59D5DB9B654
				SUMMER BC HOLDCO B SARL
				ZR9898399
				
					
					
				
				6583000.00
				PA
				
				8189503.26
				0.2288392991389
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2026-10-31
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TESCO PLC
				2138002P5RNKC5W2JZ46
				TESCO PLC
				EH7284886
				
					
					
				
				74000.00
				PA
				
				106184.13
				0.0029671032683
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2022-02-24
					Fixed
					6.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VMED O2 UK FINAN
				213800MRR46ECNGZ7L69
				VMED O2 UK FINANCING I PLC
				ZO3886223
				
					
					
				
				7588000.00
				PA
				
				10478182.32
				0.2927918607799
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2029-01-31
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NATL HIGHWAYS AUTH OF IN
				335800P7TS317PBS7B04
				NATIONAL HIGHWAYS AUTHORITY OF INDIA
				AN3004941
				
					
					
				
				160000000.00
				PA
				
				2185285.35
				0.0610634310819
				Long
				DBT
				USGSE
				IN
				
				N
				
				2
				
					2022-05-18
					Fixed
					7.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER SA
				5493006QMFDDMYWIAM13
				BANCO SANTANDER SA
				AP3065806
				
					
					
				
				5200000.00
				PA
				
				6553951.06
				0.1831370621081
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2169-12-29
					Variable
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNICREDIT SPA
				549300TRUWO2CD2G5692
				UNICREDIT SPA
				BG0391683
				
					
					
				
				8882000.00
				PA
				
				10152699.50
				0.2836968939613
				Long
				DBT
				CORP
				IT
				
				N
				
				2
				
					2170-06-03
					Variable
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEW ZEALAND GVT ILB
				549300237GPHG2AI7C34
				NEW ZEALAND GOVERNMENT INFLATION LINKED BOND
				N/A
				
					
					
				
				5751000.00
				PA
				
				5856364.67
				0.1636444047993
				Long
				DBT
				USGSE
				NZ
				
				N
				
				2
				
					2040-09-20
					Fixed
					2.54186
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TK ELEVATOR MIDCO GMBH
				254900K869UN2ZWVB351
				TK ELEVATOR MIDCO GMBH
				BK2987380
				
					
					
				
				2718000.00
				PA
				
				3378829.21
				0.094414628553
				Long
				DBT
				CORP
				DE
				
				N
				
				2
				
					2027-07-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LLOYDS BANKING GROUP PLC
				549300PPXHEU2JF0AM85
				LLOYDS BANKING GROUP PLC
				EK1359034
				
					
					
				
				8562000.00
				PA
				
				11231055.47
				0.3138293960878
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2170-06-27
					Variable
					4.947
					N
					N
					N
				
				
					N
					N
					
				
			
			
				ALTICE FRANCE SA
				5493001ZMCICV4N02J21
				ALTICE FRANCE SA/FRANCE
				ZO4980280
				
					
					
				
				4944000.00
				PA
				
				5956311.19
				0.1664372105241
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2029-01-15
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				BANCO BILBAO VIZCAYA ARGENTARIA SA
				K8MS7FD7N5Z2WQ51AZ71
				BANCO BILBAO VIZCAYA ARGENTARIA SA
				AU5731057
				
					
					
				
				6000000.00
				PA
				
				7695611.82
				0.2150384900554
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2169-12-24
					Variable
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				EI8047355
				
					
					
				
				788494800.00
				PA
				
				42052395.83
				1.1750701456893
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2031-05-29
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO BILBAO VIZCAYA ARGENTARIA SA
				K8MS7FD7N5Z2WQ51AZ71
				BANCO BILBAO VIZCAYA ARGENTARIA SA
				AX7516377
				
					
					
				
				7200000.00
				PA
				
				9363284.77
				0.2616382772409
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2170-06-29
					Variable
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF COLOMBIA
				549300MHDRBVRF6B9117
				COLOMBIA GOVERNMENT INTERNATIONAL BOND
				195325CD5
				
					
					
				
				68967900000.00
				PA
				
				18920581.13
				0.5286978205673
				Long
				DBT
				USGSE
				CO
				
				N
				
				2
				
					2026-08-26
					Fixed
					7.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER SA
				5493006QMFDDMYWIAM13
				BANCO SANTANDER SA
				AR5470927
				
					
					
				
				7800000.00
				PA
				
				9724871.57
				0.2717420976147
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2170-06-19
					Variable
					4.75
					N
					N
					N
				
				
					N
					N
					
				
			
			
				INDONESIA GOVERNMENT
				529900FWX0GRR7WG5W79
				INDONESIA TREASURY BOND
				AF1743877
				
					
					
				
				388362000000.00
				PA
				
				30006918.22
				0.8384833507942
				Long
				DBT
				USGSE
				ID
				
				N
				
				2
				
					2036-05-15
					Fixed
					8.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DREYFUS INSTITUTIONAL PREFERRE
				549300RBWL04JG8SIX57
				Dreyfus Institutional Preferred Government Plus Money Market Fund
				N/A
				
					
					
				
				371332802.14
				OU
				Other Units
				USD
				371332802.14
				10.3761529229828
				Long
				STIV
				RF
				US
				
				N
				
				1
				
					2099-12-01
					Variable
					0.05358
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				YBYU1 INDEX
				N/A
				FTSE 250 INDEX FU SEP21
				N/A
				
					
					
				
				535.00
				NC
				
				34059170.00
				0.9517154270056
				Long
				DE
				
				GB
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								YBYU1 INDEX_REF
								FTSE 250 INDEX FU SEP21
								
									
									
									
								
							
						
						2021-09-17
						24503000.00
						GBP
						474355.09
					
				
				
					N
					N
					N
				
			
			
				99VVB9HH4
				N/A
				DREYFUS INST PREF GOVT PLUS MMF - SL #4134
				99VVB9HH4
				
					
					
				
				25107800.28
				OU
				Other Units
				USD
				25107800.28
				0.7015872924869
				Long
				
				RF
				US
				
				N
				1
				
					
					N
					N
				
			
		
		
			2021-09-27
			BNY Mellon Advantage Funds, Inc.
			James Windels
			James Windels
			Fund Treasurer
		
	
	XXXX
Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Global Real Return Fund

July 31, 2021 (Unaudited)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 17.3%

     

Colombia - .5%

     

Colombia, Bonds

COP

7.50

 

8/26/2026

 

68,967,900,000

 

18,920,581

 

France - .3%

     

Altice France, Sr. Scd. Bonds

EUR

4.13

 

1/15/2029

 

4,944,000

b 

5,956,311

 

Altice France, Sr. Scd. Notes

 

7.38

 

5/1/2026

 

4,468,000

c 

4,652,305

 

Banijay Entertainment, Sr. Scd. Notes

 

5.38

 

3/1/2025

 

500,000

c 

518,390

 
 

11,127,006

 

Germany - .1%

     

TK Elevator Midco GmbH, Sr. Scd. Bonds

EUR

4.38

 

7/15/2027

 

2,718,000

 

3,378,829

 

India - .1%

     

National Highways Authority of India, Sr. Unscd. Bonds

INR

7.30

 

5/18/2022

 

160,000,000

 

2,185,285

 

Indonesia - .8%

     

Indonesia, Bonds, Ser. FR72

IDR

8.25

 

5/15/2036

 

388,362,000,000

 

30,006,918

 

Italy - .8%

     

Intesa Sanpaolo, Gtd. Notes

 

7.70

 

9/17/2025

 

9,506,000

b,c,d 

10,914,029

 

UniCredit, Jr. Sub. Bonds

 

8.00

 

6/3/2024

 

5,625,000

d 

6,254,297

 

UniCredit, Jr. Sub. Notes

EUR

3.88

 

6/3/2027

 

8,882,000

d 

10,152,700

 
 

27,321,026

 

Luxembourg - .2%

     

Summer BC Holdco B, Sr. Scd. Bonds

EUR

5.75

 

10/31/2026

 

6,583,000

 

8,189,503

 

Mexico - 2.0%

     

Mexican, Bonds, Ser. M30

MXN

10.00

 

11/20/2036

 

207,422,000

 

13,025,650

 

Mexican Bonos, Bonds, Ser. M

MXN

7.75

 

5/29/2031

 

788,494,800

 

42,052,396

 

Sigma Alimentos, Gtd. Notes

 

4.13

 

5/2/2026

 

13,823,000

 

15,172,885

 
 

70,250,931

 

Netherlands - 2.5%

     

BNP Paribas Issuance, Bank Gtd., Ser. 000F

 

0.00

 

11/18/2021

 

87,561,000

e 

86,894,193

 

Ziggo, Sr. Scd. Bonds

EUR

2.88

 

1/15/2030

 

3,571,000

 

4,278,337

 
 

91,172,530

 

New Zealand - .2%

     

New Zealand, Bonds, Ser. 0940

NZD

2.54

 

9/20/2040

 

5,751,000

 

5,856,365

 

Spain - .9%

     

Banco Bilbao Vizcaya Argentaria, Jr. Sub. Bonds

EUR

5.88

 

9/24/2023

 

6,000,000

d 

7,695,612

 

Banco Bilbao Vizcaya Argentaria, Jr. Sub. Notes

EUR

6.00

 

3/29/2024

 

7,200,000

d 

9,363,285

 

Banco Santander, Jr. Sub. Bonds

EUR

4.75

 

3/19/2025

 

7,800,000

b,d 

9,724,872

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 17.3% (continued)

     

Spain - .9% (continued)

     

Banco Santander, Jr. Sub. Bonds

EUR

5.25

 

9/29/2023

 

5,200,000

d 

6,553,951

 
 

33,337,720

 

United Kingdom - 4.4%

     

Barclays Bank, Structured Notes

 

0.00

 

8/13/2021

 

61,343,300

e 

66,925,847

 

Barclays Bank, Structured Notes

 

0.00

 

8/16/2021

 

60,990,700

e 

68,752,255

 

Lloyds Banking Group, Jr. Sub. Bonds

EUR

4.95

 

6/27/2025

 

8,562,000

b,d 

11,231,055

 

TESCO, Sr. Unscd. Notes

GBP

6.13

 

2/24/2022

 

74,000

 

106,184

 

Vmed O2 UK Financing I, Sr. Scd. Bonds

GBP

4.00

 

1/31/2029

 

7,588,000

 

10,478,182

 
 

157,493,523

 

United States - 4.5%

     

Ball, Gtd. Notes

 

2.88

 

8/15/2030

 

6,402,000

 

6,344,766

 

CCO Holdings, Sr. Unscd. Notes

 

5.50

 

5/1/2026

 

6,249,000

c 

6,467,528

 

Sprint, Gtd. Notes

 

7.13

 

6/15/2024

 

3,786,000

 

4,357,686

 

Sprint Capital, Gtd. Notes

 

8.75

 

3/15/2032

 

4,597,000

 

7,091,446

 

U.S. Treasury Notes

 

2.13

 

8/15/2021

 

135,000,000

 

135,101,208

 

United Airlines, Sr. Scd. Notes

 

4.38

 

4/15/2026

 

1,224,000

c 

1,260,879

 
 

160,623,513

 

Total Bonds and Notes
(cost $594,939,862)

 

619,863,730

 

Description

    

Shares

 

Value ($)

 

Common Stocks - 57.5%

     

Australia - .5%

     

Newcrest Mining

     

221,698

 

4,321,820

 

The Star Entertainment Group

     

5,787,183

f 

14,574,678

 
 

18,896,498

 

China - 2.5%

     

Alibaba Group Holding

     

647,369

f 

15,819,396

 

Flat Glass Group, Cl. H

     

2,211,000

b 

9,871,281

 

Foshan Haitian Flavouring & Food, Cl. A

     

368,900

 

6,560,210

 

LONGi Green Energy Technology, CI. A

     

1,268,328

 

16,935,890

 

NARI Technology, Cl. A

     

1,823,340

 

8,869,928

 

Tencent Holdings

     

140,995

 

8,700,991

 

Tencent Music Entertainment Group, ADR

     

1,006,948

f 

10,643,440

 

Yum China Holdings

     

165,135

 

10,269,746

 
 

87,670,882

 

Denmark - 1.4%

     

Novozymes, Cl. B

     

270,970

 

21,299,176

 

Orsted

     

181,688

c 

27,021,659

 
 

48,320,835

 

          
 

Description

    

Shares

 

Value ($)

 

Common Stocks - 57.5% (continued)

     

France - 3.4%

     

Air Liquide

     

92,908

 

16,150,950

 

Bureau Veritas

     

606,516

 

20,020,117

 

Legrand

     

183,136

 

20,632,245

 

L'Oreal

     

63,944

 

29,290,568

 

LVMH

     

43,003

 

34,413,532

 
 

120,507,412

 

Germany - 2.6%

     

Bayer

     

497,071

 

29,645,397

 

Continental

     

219,686

 

29,857,523

 

RWE

     

951,623

 

33,885,404

 
 

93,388,324

 

Guernsey - .0%

     

Amedeo Air Four Plus

     

2,671,187

 

853,933

 

Hong Kong - 1.7%

     

AIA Group

     

2,976,200

 

35,700,602

 

Link REIT

     

2,685,500

 

25,694,513

 
 

61,395,115

 

India - .7%

     

Housing Development Finance

     

714,515

 

23,543,830

 

Ireland - 3.2%

     

Accenture, Cl. A

     

99,763

 

31,692,710

 

Kerry Group, Cl. A

     

110,781

 

16,424,774

 

Medtronic

     

275,498

 

36,175,642

 

Ryanair Holdings, ADR

     

288,875

f 

31,498,930

 
 

115,792,056

 

Japan - 1.4%

     

Sony Group

     

278,300

 

29,049,300

 

Suzuki Motor

     

402,300

 

16,372,989

 

Toyota Industries

     

44,400

 

3,721,629

 
 

49,143,918

 

Netherlands - 1.2%

     

ASML Holding

     

57,073

 

43,398,265

 

South Korea - .8%

     

Samsung SDI

     

44,300

 

28,628,558

 

Switzerland - 4.4%

     

Alcon

     

419,072

 

30,510,487

 

Lonza Group

     

31,511

 

24,524,470

 

Novartis

     

295,922

 

27,371,540

 

TE Connectivity

     

308,462

 

45,488,891

 

Zurich Insurance Group

     

75,839

 

30,571,314

 
 

158,466,702

 

Taiwan - .5%

     

Taiwan Semiconductor Manufacturing, ADR

     

146,523

 

17,090,443

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

    

Shares

 

Value ($)

 

Common Stocks - 57.5% (continued)

     

United Kingdom - 13.2%

     

3i Group

     

892,831

 

15,868,230

 

Anglo American

     

261,037

 

11,564,208

 

Associated British Foods

     

469,808

 

13,095,863

 

AstraZeneca

     

459,340

 

52,754,372

 

BAE Systems

     

1,826,357

 

14,617,617

 

Barratt Developments

     

1,787,166

 

17,467,596

 

Diageo

     

750,162

 

37,216,094

 

Ferguson

     

147,788

 

20,717,341

 

Informa

     

1,819,576

f 

12,511,568

 

Linde

     

206,471

 

63,467,121

 

Octopus Renewables Infrastructure Trust

     

19,607,364

 

30,029,272

 

Persimmon

     

485,454

f 

19,582,709

 

Prudential

     

2,058,494

 

38,692,488

 

RELX

     

1,084,011

 

32,176,236

 

SDCL Energy Efficiency Income Trust

     

16,045,089

 

25,867,842

 

Taylor Wimpey

     

8,070,728

 

18,451,363

 

Travis Perkins

     

813,153

f 

19,236,212

 

Unilever

     

463,596

 

26,695,835

 

Wickes Group

     

865,511

f 

3,012,586

 
 

473,024,553

 

United States - 20.0%

     

Abbott Laboratories

     

222,424

 

26,908,856

 

Alphabet, Cl. A

     

15,038

f 

40,520,342

 

Amazon.com

     

10,021

f 

33,345,779

 

American Tower

     

10,795

g 

3,052,826

 

Brixmor Property Group

     

1,096,822

g 

25,248,842

 

Citigroup

     

426,343

 

28,829,314

 

CME Group

     

215,233

 

45,657,376

 

ConocoPhillips

     

571,920

 

32,061,835

 

Dominion Energy

     

226,660

 

16,970,034

 

Ecolab

     

166,890

 

36,854,319

 

Eversource Energy

     

165,144

 

14,246,973

 

Fidelity National Information Services

     

169,889

 

25,321,955

 

JPMorgan Chase & Co.

     

221,347

 

33,596,048

 

Lockheed Martin

     

37,665

 

13,998,951

 

Mastercard, Cl. A

     

74,532

 

28,764,880

 

Microsoft

     

144,533

 

41,178,897

 

NIKE, Cl. B

     

159,293

 

26,683,170

 

Norfolk Southern

     

96,962

 

24,999,712

 

Otis Worldwide

     

487,512

 

43,656,700

 

salesforce.com

     

63,378

f 

15,333,040

 

          
 

Description

    

Shares

 

Value ($)

 

Common Stocks - 57.5% (continued)

     

United States - 20.0% (continued)

     

Texas Instruments

     

185,586

 

35,376,403

 

The Goldman Sachs Group

     

72,715

 

27,259,399

 

The Home Depot

     

107,077

 

35,141,601

 

The Sherwin-Williams Company

     

86,467

 

25,164,491

 

Thermo Fisher Scientific

     

66,597

 

35,963,046

 
 

716,134,789

 

Total Common Stocks
(cost $1,551,479,909)

 

2,056,256,113

 

Description /Number of Contracts

Exercise
Price

 

Expiration Date

 

Notional Amount ($)

 

Value ($)

 

Options Purchased - .4%

     

Call Options - .0%

     

Nikkei 225, Contracts 609

JPY

30,000

 

9/10/2021

 

9,120,000,000

 

160,986

 

Put Options - .4%

     

Euro Stoxx 50 Price EUR, Contracts 14,656

EUR

3,750

 

8/20/2021

 

240,712,500

 

1,912,424

 

S&P 500 Index, Contracts 725

 

3,300

 

9/17/2021

 

239,250,000

 

340,750

 

S&P 500 Index, Contracts 1,647

 

3,950

 

12/17/2021

 

650,565,000

 

13,950,090

 
 

16,203,264

 

Total Options Purchased
(cost $29,636,409)

 

16,364,250

 
      

 

  

Preferred Stocks - 1.5%

     

Germany - 1.5%

     

Volkswagen
(cost $40,940,933)

 

2.33

   

215,033

 

52,473,265

 
      

 

  

Exchange-Traded Funds - 6.9%

     

United States - 6.9%

     

Graniteshares Gold Trust

     

1,621,522

f,h 

29,219,826

 

iShares Gold Trust

     

1,155,869

f,h 

39,946,833

 

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF

     

870,000

 

22,837,500

 

SPDR Gold MiniShares Trust

     

3,095,368

f,h 

55,840,439

 

SPDR Gold Shares

     

401,978

f,h 

68,263,904

 

U.S. Copper Index Fund

     

370,235

f,h 

10,137,034

 

VanEck Vectors J.P. Morgan EM Local Currency Bond ETF

     

635,000

 

19,754,850

 

Total Exchange-Traded Funds
(cost $229,086,507)

 

246,000,386

 

Description

1-Day
Yield (%)

   

Shares

 

Value ($)

 

Investment Companies - 15.8%

     

Closed-end Investment Companies - 5.4%

     

BBGI Global Infrastructure

     

5,358,752

 

12,647,581

 

Cordiant Digital Infrastructure

     

6,045,321

c,f 

8,989,722

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

1-Day
Yield (%)

   

Shares

 

Value ($)

 

Investment Companies - 15.8% (continued)

     

Closed-end Investment Companies - 5.4% (continued)

     

Cordiant Digital Infrastructure, Cl. C

     

3,374,229

f 

4,807,433

 

Greencoat UK Wind

     

17,551,603

 

33,274,542

 

JLEN Environmental Assets Group

     

4,341,058

 

6,431,734

 

Riverstone Credit Opportunities Income

     

3,871,998

 

3,339,598

 

The Aquila European Renewables Income Fund

     

19,049,880

i 

24,623,875

 

The BioPharma Credit Fund

     

19,756,560

 

19,756,046

 

The Gresham House Energy Storage Fund

     

8,108,194

 

13,607,852

 

The Hipgnosis Songs Fund

     

12,996,706

 

21,785,460

 

The Renewables Infrastructure Group

     

18,605,023

 

34,024,136

 

US Solar Fund

     

12,016,238

b 

12,377,393

 
 

195,665,372

 

Registered Investment Companies - 10.4%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares

 

0.05

   

371,332,802

j 

371,332,802

 

Total Investment Companies
(cost $551,881,278)

 

566,998,174

 
      

 

  

Investment of Cash Collateral for Securities Loaned - .7%

     

Registered Investment Companies - .7%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $25,107,799)

 

0.01

   

25,107,799

j 

25,107,799

 

Total Investments (cost $3,023,072,697)

 

100.1%

3,583,063,717

 

Liabilities, Less Cash and Receivables

 

(0.1%)

(4,350,056)

 

Net Assets

 

100.0%

3,578,713,661

 

ADR—American Depository Receipt

ETF—Exchange-Traded Fund

REIT—Real Estate Investment Trust

COP—Colombian Peso

EUR—Euro

GBP—British Pound

IDR—Indonesian Rupiah

INR—Indian Rupee

JPY—Japanese Yen

MXN—Mexican Peso

NZD—New Zealand Dollar

a Amount stated in U.S. Dollars unless otherwise noted above.

b Security, or portion thereof, on loan. At July 31, 2021, the value of the fund’s securities on loan was $28,672,938 and the value of the collateral was $31,473,720, consisting of cash collateral of $25,107,799 and U.S. Government & Agency securities valued at $6,365,921.

c Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in

transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2021, these securities were valued at $59,824,512 or 1.67% of net assets.

d Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.

e Security issued with a zero coupon. Income is recognized through the accretion of discount.

f Non-income producing security.

g Investment in real estate investment trust within the United States.

h These securities are wholly-owned by the Subsidiary referenced in Note 1.

i Investment in non-controlled affiliates (cost $22,352,465).

j Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.

STATEMENT OF FUTURES
BNY Mellon Global Real Return Fund

July 31, 2021 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation ($)

 

Futures Long

  

FTSE 250 Index

535

9/17/2021

33,584,816a

34,059,170

474,354

 

Gross Unrealized Appreciation

 

474,354

 

a Notional amounts in foreign currency have been converted to USD using relevant foreign exchange rates.

See notes to consolidated financial statements.

STATEMENT OF OPTIONS WRITTEN
BNY Mellon Global Real Return Fund

July 31, 2021 (Unaudited)

       

Description/ Contracts

Exercise Price

Expiration Date

Notional Amount

a 

Value ($)

 

Call Options:

      

Nikkei 225,
Contracts 609

31,500

9/10/2021

19,183,500,000

JPY

(38,859)

 

Put Options:

      

S&P 500 Index,
Contracts 1,647

3,650

12/17/2021

601,155,000

 

(8,202,060)

 

Total Options Written

(premiums received $13,169,383)

   

(8,240,919)

 

a Notional amount stated in U.S. Dollars unless otherwise indicated.

JPY—Japanese Yen

See notes to consolidated financial statements.

STATEMENT OF FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
BNY Mellon Global Real Return Fund

July 31, 2021 (Unaudited)

      

Counterparty/ Purchased
Currency

Purchased Currency
Amounts

Currency
Sold

Sold
Currency
Amounts

Settlement Date

Unrealized Appreciation (Depreciation) ($)

Barclays Capital

Hungarian Forint

7,590,470,062

United States Dollar

25,283,717

8/13/2021

(189,974)

Hong Kong Dollar

2,053,084

United States Dollar

264,549

8/13/2021

(349)

United States Dollar

105,681,070

Hong Kong Dollar

820,681,780

8/13/2021

71,996

CIBC World Markets

Hong Kong Dollar

438,330,165

United States Dollar

56,331,914

8/13/2021

74,411

United States Dollar

6,793,776

Hong Kong Dollar

52,833,016

8/13/2021

(5,017)

United States Dollar

3,980,845

British Pound

2,891,842

10/13/2021

(39,515)

CIBC World Markets Corp.

United States Dollar

5,834,486

Hong Kong Dollar

45,307,914

8/13/2021

4,057

Citigroup

United States Dollar

37,577,072

Danish Krone

229,281,205

9/14/2021

984,815

United States Dollar

25,669,215

Japanese Yen

2,834,497,072

8/13/2021

(170,800)

Merrill Lynch, Pierce, Fenner & Smith

United States Dollar

451,937,774

British Pound

326,307,095

10/13/2021

(1,707,946)

RBS Securities

United States Dollar

18,479,808

Euro

15,645,210

10/13/2021

(106,840)

British Pound

2,734,711

United States Dollar

3,780,224

10/13/2021

21,685

United States Dollar

181,969

British Pound

131,579

10/13/2021

(958)

United States Dollar

466,042,183

Euro

392,871,778

10/13/2021

(692,987)

Indian Rupee

2,472,271,558

United States Dollar

33,457,000

9/14/2021

(382,526)

United States Dollar

9,509,243

Indian Rupee

702,676,000

9/14/2021

108,723

United States Dollar

2,521,091

Swiss Franc

2,266,778

8/13/2021

17,856

State Street Bank and Trust Company

United States Dollar

89,710,110

Swiss Franc

81,801,395

8/13/2021

(624,313)

      

Counterparty/ Purchased
Currency

Purchased Currency
Amounts

Currency
Sold

Sold
Currency
Amounts

Settlement Date

Unrealized Appreciation (Depreciation) ($)

State Street Bank and Trust Company(continued)

United States Dollar

2,927,732

Euro

2,464,198

10/13/2021

243

United States Dollar

15,480,904

British Pound

11,216,001

10/13/2021

(112,047)

United States Dollar

2,405,567

Danish Krone

15,155,867

9/14/2021

(13,242)

UBS Securities

United States Dollar

27,823,553

Indonesian Rupiah

400,881,745,000

9/14/2021

194,576

United States Dollar

7,626,655

Swiss Franc

6,983,384

8/13/2021

(85,194)

United States Dollar

9,009,337

Hong Kong Dollar

69,965,818

8/13/2021

5,816

Hong Kong Dollar

3,826,666

United States Dollar

493,241

8/13/2021

(808)

Gross Unrealized Appreciation

  

1,484,178

Gross Unrealized Depreciation

  

(4,132,516)

See notes to consolidated financial statements.

STATEMENT OF INVESTMENTS
BNY Mellon Global Real Return Fund

July 31, 2021 (Unaudited)

The following is a summary of the inputs used as of July 31, 2021 in valuing the fund’s investments:

     
 

Level 1 - Unadjusted Quoted Prices

Level 2 - Other Significant Observable Inputs

Level 3 -Significant Unobservable Inputs

Total

Assets ($)

   

Investments in Securities: †

   

Corporate Bonds

-

372,715,327

-

372,715,327

Equity Securities – Common Stocks

962,461,712

1,093,794,401††

-

2,056,256,003

Equity Securities – Preferred Stocks

-

52,473,265††

-

52,473,265

Exchange –Traded Funds

246,000,386

-

-

246,000,386

Foreign Governmental

-

112,047,195

-

112,047,195

Investment Companies

396,440,601

195,665,372††

-

592,105,973

U.S. Treasury Securities

-

135,101,208

-

135,101,208

Other Financial Instruments:

   

Forward Foreign Currency
Exchange Contracts†††

-

1,484,178

-

1,484,178

Futures †††

474,355

-

-

474,355

Options Purchased

16,364,250

-

-

16,364,250

Liabilities ($)

    

Other Financial Instruments: 

   

Forward Foreign Currency
Exchange Contracts†††

-

(4,132,516)

-

(4,132,516)

Option Written

(8,240,919)

-

-

(8,240,919)

     

†  See Statement of Investments for additional detailed categorizations, if any.

††  Securities classified within Level 2 at period end as the values were determined pursuant to the fund’s fair valuation procedures.

††† Amount shown represents unrealized appreciation (depreciation) at period end.

 

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

Level 1—unadjusted quoted prices in active markets for identical investments.

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:

Investments in debt securities excluding short-term investments (other than U.S. Treasury Bills), are valued each business day by one or more independent pricing services (each, a “Service”) approved by the Board Members (“Board”). Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid

prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. These securities are generally categorized within Level 2 of the fair value hierarchy.

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the “Service”) approved by the Board.These securities are generally categorized within Level 2 of the fair value hierarchy.

Each Service and independent valuation firm is engaged under the general oversight of the Board.

Fair valuing of securities may be determined with the assistance of a Service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy. Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at July 31, 2021 is discussed below.

Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

Options Transactions: The fund purchases and writes (sells) put and call options to hedge against changes in the values of interest rates, foreign currencies, or as a substitute for an investment. The fund is subject to market riskinterest rate risk and currency risk in the course of pursuing its investment objectives through its investments in options contracts. A call option gives the purchaser of the option the right (but not the obligation) to buy, and obligates the writer to sell, the underlying financial instrument at the exercise price at any time during the option period, or at a specified date. Conversely, a put option gives the purchaser of the option the right (but not the obligation) to sell, and obligates the writer to buy the underlying financial instrument at the exercise price at any time during the option period, or at a specified date.

As a writer of call options, the fund receives a premium at the outset and then bears the market risk of unfavorable changes in the price of the financial instrument underlying the option. Generally, the fund realizes a gain, to the extent of the premium, if the price of the underlying financial instrument decreases between the date the option is written and the date on which the option is terminated. Generally, the fund incurs a loss if the price of the financial instrument increases between those dates. The maximum payout for those contracts is limited to the number of call option contracts written and the related strike prices, respectively.

As a writer of put options, the fund receives a premium at the outset and then bears the market risk of unfavorable changes in the price of the financial instrument underlying the option. Generally, the fund realizes a gain, to the extent of the premium, if the price of the underlying financial instrument increases between the date the option is written and the date on which the option is terminated. Generally, the fund incurs a loss if the price of the financial instrument decreases between those dates. The maximum payout for those contracts is limited to the number of put option contracts written and the related strike prices, respectively.

As a writer of an option, the fund has no control over whether the underlying financial instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the financial instrument underlying the written option. There is a risk of loss from a change in value of such options which may exceed the related premiums received. The Statement of Operations reflects any unrealized gains or losses which occurred during the period as well as any realized gains or losses which occurred upon the expiration or closing of the option transaction.

Forward Foreign Currency Exchange Contracts: The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value

of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty nonperformance on these forward contracts, which is generally limited to the unrealized gain on each open contract. This risk may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund’s exposure to the counterparty.

At July 31, 2021, accumulated net unrealized appreciation on investments was $559,991,020, consisting of $609,317,626 gross unrealized appreciation and $49,326,606 gross unrealized depreciation.

At July 31, 2021, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.