Form NPORT-P BNY Mellon Investment For: Jul 31

September 28, 2021 7:37 AM EDT

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		NPORT-P
		false
		
			
			
				
					0001591556
					XXXXXXXX
				
			
			
			
			
				S000044139
				C000137207
				C000137208
				C000137209
				C000137210
			
			
			
		
	
	
		
			BNY Mellon Investment Funds II, Inc.
			811-22912
			0001591556
			5493009RJ30DK8B0DW28
			240 Greenwich Street
			New York
			
			10286
			212 495 1784
			BNY Mellon Alternative Diversifier Strategies Fund
			S000044139
			549300S1T0D63QP2LQ16
			2021-10-31
			2021-07-31
			N
		
		
			275085331.95
			120187.37
			274965144.58
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			2187511.41
			N
			
				
					
					
					
					
				
				
				
				
			
			
			
			
		
		
			
				361 GLOBAL LONG/SHORT EQUITY FUND
				549300LL2YH1FVASTH43
				361 GLOBAL LONG/SHORT EQUITY FUND
				46141Q865
				
					
					
				
				2548616.55
				NS
				USD
				31246038.90
				11.363636270236
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				GATEWAY FUND
				N/A
				GATEWAY FUND
				367829884
				
					
					
				
				778046.085
				NS
				USD
				30787283.58
				11.1967950072459
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BOSTON PARTNERS LONG/SHORT RESEARCH FUND
				N/A
				BOSTON PARTNERS LONG/SHORT RESEARCH FUND
				74925K581
				
					
					
				
				2765895.797
				NS
				USD
				45720257.52
				16.6276556942648
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				NEUBERGER BERMAN LONG SHORT FUND
				549300UFVFMPQHUEVQ03
				NEUBERGER BERMAN LONG SHORT FUND
				64128R608
				
					
					
				
				2553036.042
				NS
				USD
				45290859.39
				16.4714911263317
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				ALPHASIMPLEX GLOBAL ALTERNATIVES FUND
				549300O2NJFJ5NLVRI47
				ALPHASIMPLEX GLOBAL ALTERNATIVES FUND
				63872T885
				
					
					
				
				3798165.555
				NS
				USD
				41589912.83
				15.1255217796885
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BNY MELLON GLOBAL REAL RETURN FUND
				5493000A8ZNCNJ3H1S06
				BNY MELLON GLOBAL REAL RETURN FUND
				05587N794
				
					
					
				
				2411181.115
				NS
				USD
				41882215.97
				15.231827304502
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				BNY MELLON GLOBAL REAL ESTATE SECURITIES FUND
				549300ZNDDIWU1ZNWJ83
				BNY MELLON GLOBAL REAL ESTATE SECURITIES FUND
				05588F709
				
					
					
				
				2751833.845
				NS
				USD
				29141920.42
				10.5984052867912
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
			
				DFA COMMODITY STRATEGY PORTFOLIO
				5493006QOPGDR6RNZJ72
				DFA COMMODITY STRATEGY PORTFOLIO
				23320G463
				
					
					
				
				1058134.027
				NS
				USD
				7174148.70
				2.6091120425311
				Long
				EC
				RF
				US
				
				N
				
				1
				
					N
					N
					N
				
			
		
		
			2021-09-27
			BNY Mellon Advantage Funds, Inc.
			James Windels
			James Windels
			Fund Treasurer
		
	
	XXXX



STATEMENT OF INVESTMENTS
BNY Mellon Alternative Diversifier Strategies Fund

July 31, 2021 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Investment Companies - 99.1%

     

Alternative Investments - 28.9%

     

AlphaSimplex Global Alternatives Fund, Cl. Y

   

3,798,166

a 

41,589,913

 

DFA Commodity Strategy Portfolio

   

1,058,134

 

7,174,149

 

Gateway Fund, CI. Y

   

778,046

 

30,787,284

 
    

79,551,346

 

Domestic Equity - 33.1%

     

Boston Partners Long/Short Research Fund, Institutional Class

   

2,765,896

a,b 

45,720,257

 

Neuberger Berman Long Short Fund, Institutional Class

   

2,553,036

b 

45,290,859

 
    

91,011,116

 

Foreign Balanced - 15.1%

     

BNY Mellon Global Real Return Fund, CI. Y

   

2,398,481

c 

 41,661,624

 

Foreign Equity - 22.0%

     

361 Global Long/Short Equity Fund, CI. Y

   

2,548,616

b 

31,246,039

 

BNY Mellon Global Real Estate Securities Fund, CI. Y

   

2,751,834

c 

29,141,920

 
    

60,387,959

 

Total Investments (cost $237,364,383)

 

99.1%

 

272,612,045

 

Cash and Receivables (Net)

 

.9%

 

2,353,100

 

Net Assets

 

100.0%

 

274,965,145

 

a Investment in non-controlled affiliates (cost $82,498,410).

b Non-income producing security.

c 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 INVESTMENTS
BNY Mellon Alternative Diversifier Strategies 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:

  

Investment Companies

272,612,045

-

-

272,612,045

     

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


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 are valued at the net asset value of each underlying fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date and are generally categorized within Level 1 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.

At July 31, 2021, accumulated net unrealized appreciation on investments was $35,247,662, consisting of $35,247,662 gross unrealized appreciation and $0 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.




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