STATEMENT OF INVESTMENTS
BNY Mellon Massachusetts Fund

July 31, 2021 (Unaudited)

Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)		Value ($)
Long-Term Municipal Investments - 99.4%
Massachusetts - 97.9%
Collegiate Charter School of Lowell, Revenue Bonds		5.00	6/15/2039	1,000,000		1,119,212
Martha's Vineyard Land Bank, Revenue Bonds, Refunding (Green Bond) (Insured; Build America Mutual)		5.00	5/1/2033	500,000		612,171
Massachusetts, GO, Refunding (Insured; American Municipal Bond Assurance Corp.) Ser. A		5.50	8/1/2030	1,750,000		2,451,179
Massachusetts, GO, Refunding, Ser. A, 3 Month LIBOR x.67 +.55%		0.67	11/1/2025	5,000,000	a	5,026,276
Massachusetts, GO, Refunding, Ser. C		5.00	5/1/2030	2,500,000		3,376,337
Massachusetts, GO, Ser. A		5.00	4/1/2047	3,250,000		4,024,433
Massachusetts, GO, Ser. C		3.00	3/1/2047	1,350,000		1,464,856
Massachusetts Bay Transportation Authority, Revenue Bonds, Refunding (Insured; National Public Finance Guarantee Corp.) Ser. B		5.50	7/1/2027	2,000,000		2,580,772
Massachusetts Bay Transportation Authority, Revenue Bonds, Ser. A		5.00	7/1/2040	2,000,000		2,345,623
Massachusetts Clean Energy Cooperative Corp., Revenue Bonds		5.00	7/1/2024	2,580,000		2,811,862
Massachusetts College Building Authority, Revenue Bonds (Insured; National Public Finance Guarantee Corp.) Ser. A		0.00	5/1/2026	5,385,000	b	5,206,935
Massachusetts College Building Authority, Revenue Bonds, Refunding (Insured; Assured Guaranty Corp.) Ser. B		5.50	5/1/2028	1,450,000		1,785,878
Massachusetts Development Finance Agency, Revenue Bonds (Baystate Medical Center Obligated Group) Ser. N		5.00	7/1/2034	1,475,000		1,650,565
Massachusetts Development Finance Agency, Revenue Bonds (Caregroup) Ser. J1		5.00	7/1/2043	1,295,000		1,598,121
Massachusetts Development Finance Agency, Revenue Bonds (Dana-Farber Cancer Institute Obligated Group) Ser. N		5.00	12/1/2041	1,000,000		1,203,428

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)		Value ($)
Long-Term Municipal Investments - 99.4% (continued)
Massachusetts - 97.9% (continued)
Massachusetts Development Finance Agency, Revenue Bonds (Dana-Farber Cancer Institute Obligated Group) Ser. N		5.00	12/1/2046	2,000,000		2,407,259
Massachusetts Development Finance Agency, Revenue Bonds (Linden Ponds Obligated Group)		5.13	11/15/2046	1,500,000	c	1,682,992
Massachusetts Development Finance Agency, Revenue Bonds (North Hill Communities Obligated Group) Ser. A		6.50	11/15/2023	500,000	c,d	572,095
Massachusetts Development Finance Agency, Revenue Bonds (Seven Hills Foundation & Affiliates Obligated Group) Ser. A		5.00	9/1/2045	1,500,000		1,672,858
Massachusetts Development Finance Agency, Revenue Bonds (Suffolk University Project)		4.00	7/1/2046	500,000		593,510
Massachusetts Development Finance Agency, Revenue Bonds (The Children's Hospital Corp. Obligated Group) Ser. P		5.00	10/1/2033	4,000,000		4,579,474
Massachusetts Development Finance Agency, Revenue Bonds (Trustees of Boston University) Ser. BB1		4.00	10/1/2046	2,000,000		2,290,340
Massachusetts Development Finance Agency, Revenue Bonds (Worcester Polytechnic Institute)		5.00	9/1/2049	1,500,000		1,880,534
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Atrius Health Obligated Group) Ser. A		4.00	6/1/2049	1,500,000		1,713,475
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Beth Israel Lahey Health Obligated Group)		5.00	7/1/2032	500,000		643,060
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Boston Medical Center Corp. Obligated Group) Ser. E		5.00	7/1/2037	1,000,000		1,171,689
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Brandeis University) Ser. S1		5.00	10/1/2035	1,000,000		1,273,532
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Caregroup) Ser. H1		5.00	7/1/2033	500,000		580,894

Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)		Value ($)
Long-Term Municipal Investments - 99.4% (continued)
Massachusetts - 97.9% (continued)
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Caregroup) Ser. I		5.00	7/1/2037	1,500,000		1,791,393
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (College of the Holy Cross Trustees) Ser. A		5.00	9/1/2041	800,000		961,018
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Lahey Clinic) Ser. F		5.00	8/15/2040	2,000,000		2,322,911
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Lasell University)		4.00	7/1/2050	1,000,000		1,160,457
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (NewBridge Charles Obligated Group)		5.00	10/1/2057	1,500,000	c	1,640,964
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (NewBridge Charles Obligated Group)		5.00	10/1/2047	1,000,000	c	1,095,223
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Northeastern University) Ser. A		5.00	10/1/2035	1,000,000		1,329,205
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Orchard Cove Obligated Group)		5.00	10/1/2049	700,000		790,759
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Partners Healthcare System)		5.00	7/1/2047	1,500,000		1,800,560
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (South Shore Hospital Obligated Group) Ser. I		5.00	7/1/2041	1,000,000		1,180,050
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University Project)		5.00	7/1/2036	450,000		568,796
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University)		5.00	7/1/2035	1,000,000		1,208,745
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University)		5.00	7/1/2036	755,000		910,812

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)	Value ($)
Long-Term Municipal Investments - 99.4% (continued)
Massachusetts - 97.9% (continued)
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University) Ser. A		4.00	7/1/2045	1,250,000	1,465,680
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (The Broad Institute)		5.00	4/1/2037	1,000,000	1,233,525
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Trustees of Boston College) Ser. T		5.00	7/1/2042	1,000,000	1,222,192
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Umass Memorial Health Care Obligated Group)		5.00	7/1/2031	1,000,000	1,224,118
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Umass Memorial Health Care Obligated Group) Ser. I		5.00	7/1/2046	1,000,000	1,189,702
Massachusetts Development Finance Agency, Revenue Bonds, Refunding (WGBH Educational Foundation)		5.00	1/1/2040	1,000,000	1,207,784
Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. A		5.00	7/1/2044	1,000,000	1,221,295
Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. G		4.00	7/1/2046	1,000,000	1,192,990
Massachusetts Educational Financing Authority, Revenue Bonds		5.00	1/1/2025	1,500,000	1,726,354
Massachusetts Educational Financing Authority, Revenue Bonds		5.00	7/1/2026	1,125,000	1,355,840
Massachusetts Educational Financing Authority, Revenue Bonds, Refunding, Ser. K		5.25	7/1/2029	575,000	596,599
Massachusetts Housing Finance Agency, Revenue Bonds, Refunding (Insured; GNMA, FNMA, FHLMC) Ser. 220		3.00	12/1/2050	1,980,000	2,172,382
Massachusetts Housing Finance Agency, Revenue Bonds, Refunding, Ser. 218		3.00	12/1/2050	1,460,000	1,594,755
Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. A		5.00	7/1/2035	2,055,000	2,483,340

Description	Coupon Rate (%)		Maturity Date	Principal Amount ($)		Value ($)
Long-Term Municipal Investments - 99.4% (continued)
Massachusetts - 97.9% (continued)
Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. A		5.00	7/1/2042	1,000,000		1,201,883
Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. B		4.00	7/1/2046	2,500,000		2,817,725
Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. B		5.00	7/1/2039	1,175,000		1,546,785
Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. B		5.00	7/1/2022	250,000	d	261,271
Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. C		5.00	7/1/2044	2,000,000		2,492,092
Massachusetts Port Authority, Revenue Bonds, Ser. B		5.00	7/1/2045	1,000,000		1,157,750
Massachusetts Port Authority, Revenue Bonds, Ser. E		5.00	7/1/2040	1,000,000		1,312,639
Massachusetts School Building Authority, Revenue Bonds, Refunding, Ser. C		5.00	8/15/2037	3,000,000		3,543,297
Massachusetts School Building Authority, Revenue Bonds, Ser. A		5.00	8/15/2045	2,000,000		2,611,496
Massachusetts Transportation Fund, Revenue Bonds		5.00	6/1/2049	3,490,000		4,440,745
Massachusetts Transportation Fund, Revenue Bonds, Ser. A		5.00	6/1/2041	1,500,000		1,809,432
Massachusetts Transportation Trust Fund Metropolitan Highway System, Revenue Bonds, Refunding, Ser. A		5.00	1/1/2034	2,000,000		2,538,466
Springfield Water & Sewer Commission, Revenue Bonds, Ser. C		5.00	4/15/2037	650,000		802,927
University of Massachusetts Building Authority, Revenue Bonds, Ser. 1		5.00	11/1/2050	1,220,000		1,563,345
					123,066,662
U.S. Related - 1.5%
Children's Trust Fund, Revenue Bonds, Refunding, Ser. A		0.00	5/15/2050	5,000,000	b	794,272
Puerto Rico Highway & Transportation Authority, Revenue Bonds, Refunding (Insured; Assured Guaranty Municipal Corp.) Ser. CC		5.25	7/1/2033	1,000,000		1,126,592
					1,920,864
Total Investments (cost $115,254,383)				99.4%	124,987,526
Cash and Receivables (Net)				0.6%	692,094
Net Assets				100.0%	125,679,620

GO—General Obligation

LIBOR—London Interbank Offered Rate

STATEMENT OF INVESTMENTS (Unaudited) (continued)

^aVariable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.

^bSecurity issued with a zero coupon. Income is recognized through the accretion of discount.

^cSecurity 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 $4,991,274 or 3.97% of net assets.

^dThese securities are prerefunded; the date shown represents the prerefunded date. Bonds which are prerefunded are collateralized by U.S. Government securities which are held in escrow and are used to pay principal and interest on the municipal issue and to retire the bonds in full at the earliest refunding date.

STATEMENT OF INVESTMENTS
BNY Mellon Massachusetts Fund

July 31, 2021 (Unaudited)

The following is a summary of the inputs used as of July 31, 2021in 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: †
Municipal Securities	-	124,987,526	-	124,987,526

^†See Statement of Investments 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 in securities are valued each business day by an independent pricing service (the “Service”) approved by the fund's Board Members (the “Board”). Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of the Service are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as

calculated by the Service based upon its evaluation of the market for such securities). Debt investments (which constitute a majority of the portfolio securities) are carried at fair value as determined by the Service, based on methods which include consideration of the following: yields or prices of municipal securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. All of the preceding securities are generally categorized within Level 2 of the fair value hierarchy.

The Service is engaged under the general oversight of the Board.

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, 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 $9,733,143, consisting of $9,762,811 gross unrealized appreciation and $29,668 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.