0001775697-21-000901.txt : 20210928 0001775697-21-000901.hdr.sgml : 20210928 20210928065635 ACCESSION NUMBER: 0001775697-21-000901 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210928 PERIOD START: 20211031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY MELLON INDEX FUNDS, INC. CENTRAL INDEX KEY: 0000857114 IRS NUMBER: 133554128 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05883 FILM NUMBER: 211283559 BUSINESS ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 BUSINESS PHONE: 2129226400 MAIL ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS INDEX FUNDS, INC. DATE OF NAME CHANGE: 20181030 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS INDEX FUNDS INC DATE OF NAME CHANGE: 20010613 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS S&P 500 INDEX FUND DATE OF NAME CHANGE: 19951228 0000857114 S000000130 BNY Mellon International Stock Index Fund C000000294 Investor Shares DIISX C000172467 Class I DINIX NPORT-P 1 primary_doc.xml NPORT-P false 0000857114 XXXXXXXX S000000130 C000000294 C000172467 BNY Mellon Index Funds, Inc. 811-05883 0000857114 549300LISYW2VOFXX073 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon International Stock Index Fund S000000130 549300285TJYVZULUM51 2021-10-31 2021-07-31 N 546585849.99 228104.42 546357745.57 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 125571.45 N ADEVINTA ASA 529900W8V3YLHRSZH763 ADEVINTA ASA N/A 8938.00 NS 171824.87 0.0314491505599 Long EC CORP NO N 2 N N N ADYEN NV 724500973ODKK3IFQ447 ADYEN NV N/A 616.00 NS 1677257.44 0.3069888646403 Long EC CORP NL Y 2 N N N SOFTBANK CORP 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LTD 549300HFIB2GRUMDID72 RICOH CO LTD N/A 21800.00 NS 237895.20 0.0435420202109 Long EC CORP JP N 2 N N N RED ELECTRICA CORP SA 5493009HMD0C90GUV498 RED ELECTRICA CORP SA N/A 13058.00 NS 258389.51 0.0472930990903 Long EC CORP ES N 2 N N N TAISHO PHARMACEUTICAL HOLDINGS N/A TAISHO PHARMACEUTICAL HOLDINGS CO LTD N/A 1000.00 NS 55983.17 0.0102466141377 Long EC CORP JP N 2 N N N YAMAHA CORP 529900S5TENP3IJS7S02 YAMAHA CORP N/A 4000.00 NS 221571.35 0.0405542617079 Long EC CORP JP N 2 N N N INTERTEK GROUP PLC 2138003GAT25WW1RN369 INTERTEK GROUP PLC N/A 4937.00 NS 353731.71 0.064743606706 Long EC CORP GB N 2 N N N WEST JAPAN RAILWAY CO 353800QGUXHZ7EBCR121 WEST JAPAN RAILWAY CO N/A 5300.00 NS 287568.73 0.0526337793015 Long EC CORP JP N 2 N N N LANXESS AG 529900PTLRE72EMYIJ77 LANXESS AG N/A 2507.00 NS 181649.28 0.0332473148725 Long EC CORP DE N 2 N N N CHIBA BANK LTD/THE FGJPAKKCTZVSKZXNBS63 CHIBA BANK LTD/THE N/A 18400.00 NS 105169.91 0.0192492759282 Long EC CORP JP N 2 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC N/A 149185.00 NS 419414.38 0.0767655228466 Long EC CORP GB N 2 N N N WELCIA HOLDINGS CO LTD N/A WELCIA HOLDINGS CO LTD N/A 3400.00 NS 115798.43 0.0211946167028 Long EC CORP JP N 2 N N N BUREAU VERITAS SA 969500TPU5T3HA5D1F11 BUREAU VERITAS SA N/A 9624.00 NS 317672.75 0.0581437258967 Long EC CORP FR N 2 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC N/A 837370.00 NS 1342972.28 0.2458045650288 Long EC CORP GB N 2 N N N COLES GROUP LTD 549300OHQRG2HN8LZ793 COLES GROUP LTD N/A 42197.00 NS 542557.58 0.0993044547092 Long EC CORP AU N 2 N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 GLAXOSMITHKLINE PLC N/A 157695.00 NS 3116140.12 0.5703479350785 Long EC CORP GB N 2 N N N UPM-KYMMENE OYJ 213800EC6PW5VU4J9U64 UPM-KYMMENE OYJ N/A 16935.00 NS 692444.36 0.1267382709615 Long EC CORP FI N 2 N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 AROUNDTOWN SA N/A 33212.00 NS 260415.51 0.0476639183962 Long EC CORP LU N 2 N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP N/A 98968.00 NS 1158054.35 0.2119589882983 Long EC CORP FI N 2 N N N L'OREAL SA 529900JI1GG6F7RKVI53 L'OREAL SA N/A 7900.00 NS 3618720.88 0.6623354220456 Long EC CORP FR N 2 N N N PIGEON CORP N/A PIGEON CORP N/A 3700.00 NS 107099.15 0.0196023852262 Long EC CORP JP N 2 N N N WASHINGTON H SOUL PATTINSON & CO LTD 549300G2Q3P6ZVNC1465 WASHINGTON H SOUL PATTINSON & CO LTD N/A 3612.00 NS 86864.38 0.0158988100204 Long EC CORP AU N 2 N N N ASAHI INTECC CO LTD 353800J3AV2SCNIO8L39 ASAHI INTECC CO LTD N/A 6900.00 NS 186961.00 0.0342195203629 Long EC CORP JP N 2 N N N KOEI TECMO HOLDINGS CO LTD N/A KOEI TECMO HOLDINGS CO LTD N/A 1820.00 NS 85570.52 0.0156619944887 Long EC CORP JP N 2 N N N KINGSPAN GROUP PLC 635400HM7V74SUB9OG75 KINGSPAN GROUP PLC N/A 4877.00 NS 530346.56 0.0970694685487 Long EC CORP IE N 2 N N N KEYENCE CORP 529900M7PQBS7A89DZ11 KEYENCE CORP N/A 6140.00 NS 3418900.66 0.6257622753079 Long EC CORP JP N 2 N N N AMPLIFON SPA ZYXJDNVM2JI3VBM8G556 AMPLIFON SPA N/A 4027.00 NS 199214.87 0.03646234937 Long EC CORP IT N 2 N N N VERBUND AG 5299006UDSEJCTTEJS30 VERBUND AG N/A 2034.00 NS 187339.55 0.0342888064677 Long EC CORP AT N 2 N N N WIX.COM LTD 5493008P6N29Q1AG9464 WIX.COM LTD N/A 1759.00 NS USD 525307.76 0.0961472156767 Long EC CORP IL N 1 N N N INDUSTRIVARDEN AB 549300TM1DLIQI3B3T37 INDUSTRIVARDEN AB N/A 3302.00 NS 131951.23 0.0241510678799 Long EC CORP SE N 2 N N N RATIONAL AG 529900K139N6UFJ1A758 RATIONAL AG N/A 164.00 NS 178317.53 0.0326375038051 Long EC CORP DE N 2 N N N SCHIBSTED ASA 5967007LIEEXZXHT0O36 SCHIBSTED ASA N/A 2321.00 NS 123044.61 0.0225208869092 Long EC CORP NO N 2 N N N FASTIGHETS AB BALDER 549300GHKJCEZOAEUU82 FASTIGHETS AB BALDER N/A 3461.00 NS 239315.80 0.0438020329976 Long EC CORP SE N 2 N N N ROCKWOOL INTERNATIONAL A/S 213800QRC7LNX935OZ09 ROCKWOOL INTERNATIONAL A/S N/A 278.00 NS 147691.01 0.0270319238992 Long EC CORP DK N 2 N N N HARMONIC DRIVE SYSTEMS INC 353800XFIX2EUARGOE85 HARMONIC DRIVE SYSTEMS INC N/A 1400.00 NS 77928.39 0.014263253451 Long EC CORP JP N 2 N N N BECHTLE AG 529900HA2QT774RUXW59 BECHTLE AG N/A 898.00 NS 185605.92 0.0339714997188 Long EC CORP DE N 2 N N N JDE PEET'S NV 724500EHG519SE5ZRT89 JDE PEET'S NV N/A 2269.00 NS 76380.77 0.0139799921606 Long EC CORP NL N 2 N N N SARTORIUS STEDIM BIOTECH 52990006IVXY7GCSSR39 SARTORIUS STEDIM BIOTECH N/A 850.00 NS 485067.86 0.0887820963339 Long EC CORP FR N 2 N N N ESR CAYMAN LTD 549300C81AR42BZUFZ09 ESR CAYMAN LTD N/A 64000.00 NS 225076.21 0.0411957571435 Long EC CORP KY Y 2 N N N XERO LTD 254900UG5D8YST164N14 XERO LTD N/A 4050.00 NS 419748.97 0.0768267629412 Long EC CORP NZ N 2 N N N IBIDEN CO LTD 52990051DBFIQEY37C91 IBIDEN CO LTD N/A 3400.00 NS 180117.04 0.0329668685875 Long EC CORP JP N 2 N N N UNILEVER PLC 549300MKFYEKVRWML317 UNILEVER PLC N/A 51955.00 NS 2991790.49 0.5475881900198 Long EC CORP GB N 2 N N N CAPCOM CO LTD 529900JJWQKXS3TC8744 CAPCOM CO LTD N/A 5600.00 NS 154346.53 0.0282500854525 Long EC CORP JP N 2 N N N AZBIL CORP N/A AZBIL CORP N/A 4000.00 NS 156007.02 0.0285540053682 Long EC CORP JP N 2 N N N KESKO OYJ 743700OX6HSVMCAHPB95 KESKO OYJ N/A 8329.00 NS 357117.34 0.0653632794438 Long EC CORP FI N 2 N N N HELLOFRESH SE 391200ZAF4V6XD2M9G57 HELLOFRESH SE N/A 5087.00 NS 477116.80 0.0873268117581 Long EC CORP DE N 2 N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 STELLANTIS NV N/A 14164.00 NS 271916.57 0.0497689603935 Long EC CORP NL N 2 N N N ASM INTERNATIONAL NV 7245001I22ND6ZFHX623 ASM INTERNATIONAL NV N/A 1457.00 NS 518276.28 0.094860242067 Long EC CORP NL N 2 N N N TESCO PLC 2138002P5RNKC5W2JZ46 TESCO PLC N/A 245834.00 NS 795813.94 0.1456580320225 Long EC CORP GB N 2 N N N BOLIDEN AB 21380059QU7IM1ONDJ56 BOLIDEN AB N/A 8570.00 NS 334409.56 0.0612070685757 Long EC CORP SE N 2 N N N PHOENIX GROUP HOLDINGS PLC 2138001P49OLAEU33T68 PHOENIX GROUP HOLDINGS PLC N/A 19572.00 NS 184724.85 0.0338102372479 Long EC CORP GB N 2 N N N FUTU HOLDINGS LTD 213800X4W4ZRESFPTQ37 FUTU HOLDINGS LTD 36118L106 1334.00 NS USD 136681.64 0.0250168760502 Long EC CORP KY N 1 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 ROCHE HOLDING AG N/A 1036.00 NS 444887.77 0.0814279240309 Long EC CORP CH N 2 N N N VOLVO AB 549300HGV012CNC8JD22 VOLVO AB N/A 5334.00 NS 129810.37 0.0237592257184 Long EC CORP SE N 2 N N N EUROFINS SCIENTIFIC SE 529900JEHFM47DYY3S57 EUROFINS SCIENTIFIC SE N/A 4221.00 NS 504909.52 0.0924137205144 Long EC CORP LU N 2 N N N ENDEAVOUR GROUP LTD/AUSTRALIA 254900JAN9FOLMWAD533 ENDEAVOUR GROUP LTD/AUSTRALIA N/A 42244.00 NS 205535.03 0.0376191298954 Long EC CORP AU N 1 N N N EPIROC AB 5493004Q73OEYW1SPE91 EPIROC AB N/A 11988.00 NS 241160.04 0.0441395847236 Long EC CORP SE N 2 N N N SWEDISH MATCH AB 529900YVXCGNWAUYZG78 SWEDISH MATCH AB N/A 51173.00 NS 458152.65 0.0838557984607 Long EC CORP SE N 2 N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 STELLANTIS NV N/A 49044.00 NS 943271.97 0.1726473135318 Long EC CORP NL N 2 N N N NIBE INDUSTRIER AB 549300ZQH0FIF1P0MX67 NIBE INDUSTRIER AB N/A 43917.00 NS 525099.94 0.0961091783282 Long EC CORP SE N 2 N N N SINCH AB 549300UXY7QM6IDCGI12 SINCH AB N/A 12130.00 NS 245323.07 0.0449015451852 Long EC CORP SE Y 2 N N N EDP RENOVAVEIS SA 529900MUFAH07Q1TAX06 EDP RENOVAVEIS SA N/A 7677.00 NS 180527.87 0.0330420629091 Long EC CORP ES N 2 N N N DASSAULT SYSTEMES SE 96950065LBWY0APQIM86 DASSAULT SYSTEMES SE N/A 21060.00 NS 1161882.57 0.2126596683987 Long EC CORP FR N 2 N N N EPIROC AB 5493004Q73OEYW1SPE91 EPIROC AB N/A 20825.00 NS 486769.18 0.0890934893752 Long EC CORP SE N 2 N N N SEA LTD 529900OM6JLLW44YKI15 SEA LTD 81141R100 367.00 NS USD 101350.72 0.0185502485911 Long EC CORP KY N 1 N N N REECE LTD N/A REECE LTD N/A 7745.00 NS 133864.76 0.0245013017725 Long EC CORP AU N 2 N N N SINGAPORE TELECOMMUNICATIONS LTD 2549003XJKIQO8YDYD89 SINGAPORE TELECOMMUNICATIONS LTD N/A 253351.00 NS 424419.84 0.0776816734898 Long EC CORP SG N 2 N N N VESTAS WIND SYSTEMS A/S 549300DYMC8BGZZC8844 VESTAS WIND SYSTEMS A/S N/A 31492.00 NS 1161187.94 0.2125325300895 Long EC CORP DK N 2 N N N CHOW TAI FOOK JEWELLERY GROUP LTD 254900VXRL7SRSF44G79 CHOW TAI FOOK JEWELLERY GROUP LTD N/A 53200.00 NS 111465.20 0.0204015044911 Long EC CORP KY N 2 N N N INPOST SA 2221003M23QLERR89585 INPOST SA N/A 5328.00 NS 104370.36 0.0191029340841 Long EC CORP LU N 2 N N N HEXAGON AB 549300WJFW6ILNI4TA80 HEXAGON AB N/A 62745.00 NS 1040139.80 0.1903770576025 Long EC CORP SE N 2 N N N EMBRACER GROUP AB 549300RFXXKT652HB549 EMBRACER GROUP AB N/A 6832.00 NS 176660.61 0.0323342373074 Long EC CORP SE N 2 N N N XINYI GLASS HOLDINGS LTD 52990082YXVVZFK1QJ17 XINYI GLASS HOLDINGS LTD N/A 58000.00 NS 216649.58 0.0396534288671 Long EC CORP KY N 2 N N N INVESTOR AB 549300VEBQPHRZBKUX38 INVESTOR AB N/A 56876.00 NS 1408997.30 0.2578891415788 Long EC CORP SE N 2 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA N/A 29492.00 NS 604377.78 0.110619421963 Long EC CORP NO N 1 N N N PORSCHE AUTOMOBIL HOLDING SE 52990053Z17ZYM1KFV27 PORSCHE AUTOMOBIL HOLDING SE N/A 4717.00 NS 510711.97 0.0934757444441 Long EP CORP DE N 2 N N N KINNEVIK AB 2138006PZH76JOS6MN27 KINNEVIK AB N/A 7939.00 NS 346237.97 0.0633720255285 Long EC CORP SE N 2 N N N MONOTARO CO LTD N/A MONOTARO CO LTD N/A 8200.00 NS 189061.57 0.0346039882353 Long EC CORP JP N 2 N N N POLA ORBIS HOLDINGS INC 353800E8OIV0XYBABS79 POLA ORBIS HOLDINGS INC N/A 3000.00 NS 71751.24 0.013132648083 Long EC CORP JP N 2 N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 JAPAN TOBACCO INC N/A 38100.00 NS 745078.29 0.1363718728326 Long EC CORP JP N 2 N N N NABTESCO CORP 529900DVHQXYRTGW7739 NABTESCO CORP N/A 3700.00 NS 141251.39 0.0258532785789 Long EC CORP JP N 2 N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 4758018.02 OU Other Units USD 4758018.02 0.8708612733285 Long STIV RF US N 1 2099-12-01 Variable 0.05358 N N N N N N IBERDROLA SA 5QK37QC7NWOJ8D7WVQ45 IBERDROLA SA N/A 185357.575 NS 2234447.54 0.4089715132836 Long EC CORP ES N 2 N N N MFSU1 INDEX N/A MSCI EAFE SEP21 N/A 49.00 NC USD 5682530.00 1.0400749410208 Long DE US N 1 N/A N/A Long MFSU1 INDEX_REF MSCI EAFE SEP21 2021-09-17 5682530.00 USD 23107.69 N N N 99VVB9HH4 N/A DREYFUS INST PREF GOVT PLUS MMF - SL #4134 99VVB9HH4 121030.01 OU Other Units USD 121030.01 0.0221521541483 Long RF US N 1 N N 2021-09-27 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10721bnymellonint-july20211.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon International Stock Index Fund

July 31, 2021 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9%

     

Australia - 7.1%

     

Afterpay

   

6,881

a 

491,899

 

AGL Energy

   

21,139

 

111,869

 

Ampol

   

8,189

 

170,023

 

APA Group

   

35,624

 

249,115

 

Aristocrat Leisure

   

17,729

 

543,916

 

ASX

   

6,342

 

358,806

 

Aurizon Holdings

   

54,599

 

155,121

 

AusNet Services

   

58,160

 

77,772

 

Australia & New Zealand Banking Group

   

88,988

 

1,812,304

 

BHP Group

   

66,085

 

2,146,190

 

BHP Group

   

92,378

 

3,620,211

 

BlueScope Steel

   

15,205

 

273,325

 

Brambles

   

44,990

 

384,413

 

Cochlear

   

2,009

 

362,437

 

Coles Group

   

42,197

 

542,558

 

Commonwealth Bank of Australia

   

55,658

 

4,071,608

 

Computershare

   

17,787

 

204,289

 

Crown Resorts

   

13,142

a 

83,130

 

CSL

   

14,262

 

3,027,675

 

Dexus

   

32,776

 

247,261

 

Domino's Pizza Enterprises

   

1,614

 

138,863

 

Endeavour Group

   

42,244

 

205,535

 

Evolution Mining

   

55,063

 

169,667

 

Fortescue Metals Group

   

53,934

 

990,445

 

Goodman Group

   

52,895

 

880,424

 

Insurance Australia Group

   

74,570

 

266,240

 

LendLease Group

   

20,834

 

187,035

 

Macquarie Group

   

10,720

 

1,236,999

 

Magellan Financial Group

   

4,531

 

163,053

 

Medibank Private

   

90,828

 

220,956

 

Mirvac Group

   

122,792

 

258,111

 

National Australia Bank

   

103,153

 

1,964,186

 

Newcrest Mining

   

25,807

 

503,086

 

Northern Star Resources

   

36,299

 

273,323

 

Oil Search

   

58,555

 

163,402

 

Orica

   

14,150

 

129,199

 

Origin Energy

   

53,377

 

161,650

 

Qantas Airways

   

29,853

a 

100,683

 

QBE Insurance Group

   

45,056

a 

362,136

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Australia - 7.1% (continued)

     

Ramsay Health Care

   

5,712

 

268,932

 

REA Group

   

1,573

 

187,240

 

Reece

   

7,745

 

133,865

 

Rio Tinto

   

11,837

 

1,165,021

 

Santos

   

61,143

 

287,845

 

Scentre Group

   

157,645

 

302,162

 

SEEK

   

10,438

 

224,548

 

Sonic Healthcare

   

13,914

 

409,502

 

South32

   

149,841

 

328,084

 

Stockland

   

71,805

 

232,414

 

Suncorp Group

   

40,171

 

340,686

 

Sydney Airport

   

39,743

a 

228,260

 

Tabcorp Holdings

   

71,699

 

261,406

 

Telstra

   

127,117

 

353,105

 

The GPT Group

   

63,105

 

216,633

 

Transurban Group

   

87,197

 

917,452

 

Treasury Wine Estates

   

23,286

 

203,995

 

Vicinity Centres

   

134,226

 

153,707

 

Washington H Soul Pattinson & Co.

   

3,612

 

86,864

 

Wesfarmers

   

35,428

 

1,591,902

 

Westpac Banking

   

114,813

 

2,057,826

 

WiseTech Global

   

4,994

 

113,238

 

Woodside Petroleum

   

30,444

 

489,996

 

Woolworths Group

   

39,432

 

1,126,825

 
    

38,990,423

 

Austria - .2%

     

Erste Group Bank

   

9,154

 

354,956

 

OMV

   

4,435

 

239,335

 

Raiffeisen Bank International

   

4,817

 

113,710

 

Verbund

   

2,034

 

187,340

 

Voestalpine

   

3,878

 

171,002

 
    

1,066,343

 

Belgium - .8%

     

Ageas

   

5,303

 

279,830

 

Anheuser-Busch InBev

   

23,810

 

1,500,493

 

Colruyt

   

1,939

 

110,217

 

Elia Group

   

1,103

 

130,502

 

Groupe Bruxelles Lambert

   

1,430

 

166,302

 

Groupe Bruxelles Lambert

   

2,125

 

247,221

 

KBC Group

   

7,924

 

636,637

 

Proximus

   

4,764

 

97,877

 

Sofina

   

498

 

233,418

 

Solvay

   

2,317

 

309,119

 

UCB

   

3,984

 

430,912

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Belgium - .8% (continued)

     

Umicore

   

6,196

 

384,780

 
    

4,527,308

 

Chile - .1%

     

Antofagasta

   

12,885

 

 267,529

 

Denmark - 2.6%

     

Ambu, Cl. B

   

5,454

 

201,784

 

AP Moller - Maersk, Cl. A

   

96

 

256,593

 

AP Moller - Maersk, Cl. B

   

189

 

524,574

 

Carlsberg, Cl. B

   

3,182

 

588,861

 

Chr. Hansen Holding

   

3,197

 

287,542

 

Coloplast, Cl. B

   

3,768

 

688,965

 

Danske Bank

   

21,100

 

369,354

 

Demant

   

3,223

a 

197,005

 

DSV Panalpina

   

6,467

 

1,575,338

 

Genmab

   

2,086

a 

940,962

 

GN Store Nord

   

3,911

 

342,781

 

Novo Nordisk, Cl. B

   

54,041

 

5,005,713

 

Novozymes, Cl. B

   

6,577

 

516,975

 

Orsted

   

6,023

b 

895,774

 

Pandora

   

3,065

 

397,360

 

Rockwool International, Cl. B

   

278

 

147,691

 

Tryg

   

11,876

 

293,646

 

Vestas Wind Systems

   

31,492

 

1,161,188

 
    

14,392,106

 

Finland - 1.3%

     

Elisa

   

4,307

 

276,849

 

Fortum

   

13,581

 

374,883

 

Kesko, Cl. B

   

8,329

 

357,117

 

Kone, Cl. B

   

10,819

 

895,927

 

Neste

   

13,457

 

828,010

 

Nokia

   

171,695

 

1,052,786

 

Nordea Bank

   

2,007

 

23,564

 

Nordea Bank

   

98,968

 

1,158,054

 

Orion, Cl. B

   

3,458

 

147,211

 

Sampo, Cl. A

   

15,846

 

764,085

 

Stora Enso, Cl. R

   

17,738

 

350,863

 

UPM-Kymmene

   

16,935

 

692,444

 

Wartsila

   

15,073

 

227,131

 
    

7,148,924

 

France - 11.0%

     

Accor

   

5,238

a 

185,476

 

Aeroports de Paris

   

1,018

a 

123,508

 

Air Liquide

   

14,839

 

2,579,584

 

Airbus

   

18,416

a 

2,526,415

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

France - 11.0% (continued)

     

Alstom

   

9,101

 

377,678

 

Amundi

   

2,059

b 

190,410

 

Arkema

   

1,907

 

242,713

 

Atos

   

3,346

 

160,106

 

AXA

   

60,439

 

1,564,433

 

BioMerieux

   

1,382

 

164,758

 

BNP Paribas

   

35,199

 

2,141,462

 

Bollore

   

29,639

 

165,625

 

Bouygues

   

6,903

 

266,241

 

Bureau Veritas

   

9,624

 

317,673

 

Capgemini

   

5,109

 

1,105,266

 

Carrefour

   

18,716

 

347,873

 

Cie de Saint-Gobain

   

16,134

 

1,154,205

 

Cie Generale des Etablissements Michelin

   

5,390

 

880,203

 

CNP Assurances

   

5,455

 

92,629

 

Covivio

   

1,790

 

168,221

 

Credit Agricole

   

36,880

 

512,979

 

Danone

   

20,361

 

1,498,780

 

Dassault Aviation

   

84

 

100,120

 

Dassault Systemes

   

21,060

 

1,161,883

 

Edenred

   

7,780

 

451,932

 

Eiffage

   

2,514

 

256,140

 

Electricite de France

   

14,329

 

173,447

 

Engie

   

58,075

 

774,986

 

EssilorLuxottica

   

8,916

 

1,682,947

 

Eurazeo

   

1,238

 

119,742

 

Faurecia

   

3,881

 

173,416

 

Gecina

   

1,536

 

243,838

 

Getlink

   

14,362

 

229,952

 

Hermes International

   

989

 

1,513,351

 

Iliad

   

477

 

102,621

 

Ipsen

   

1,242

 

132,808

 

Kering

   

2,347

 

2,107,390

 

Klepierre

   

6,672

 

161,768

 

La Francaise des Jeux SAEM

   

3,066

b 

164,079

 

Legrand

   

8,515

 

959,307

 

L'Oreal

   

7,900

 

3,618,721

 

LVMH

   

8,718

 

6,976,657

 

Orange

   

63,352

 

705,967

 

Orpea

   

1,542

 

195,771

 

Pernod Ricard

   

6,541

 

1,443,678

 

Publicis Groupe

   

7,031

 

443,753

 

Remy Cointreau

   

665

 

146,153

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

France - 11.0% (continued)

     

Renault

   

6,410

a 

243,859

 

Safran

   

10,672

 

1,397,997

 

Sanofi

   

35,536

 

3,661,917

 

Sartorius Stedim Biotech

   

850

 

485,068

 

Schneider Electric

   

16,879

 

2,828,315

 

SCOR

   

5,202

 

145,519

 

SEB

   

867

 

144,117

 

Societe Generale

   

25,754

 

754,519

 

Sodexo

   

2,892

a 

246,482

 

Suez

   

10,410

 

243,024

 

Teleperformance

   

1,867

 

787,810

 

Thales

   

3,490

 

366,298

 

TotalEnergies

   

78,329

 

3,415,573

 

Ubisoft Entertainment

   

3,094

a 

196,566

 

Unibail-Rodamco-Westfield

   

3,909

 

325,066

 

Valeo

   

7,710

 

222,880

 

Veolia Environnement

   

17,045

 

560,034

 

Vinci

   

16,643

 

1,759,717

 

Vivendi

   

22,612

 

763,802

 

Wendel

   

887

 

124,668

 

Worldline

   

7,547

a,b 

706,261

 
    

60,186,157

 

Germany - 8.5%

     

adidas

   

5,960

 

2,165,075

 

Allianz

   

12,925

 

3,218,890

 

BASF

   

28,754

 

2,259,359

 

Bayer

   

30,724

 

1,832,384

 

Bayerische Motoren Werke

   

10,555

 

1,049,988

 

Bechtle

   

898

 

185,606

 

Beiersdorf

   

3,080

 

365,987

 

Brenntag

   

4,878

 

487,185

 

Carl Zeiss Meditec-BR

   

1,217

 

271,076

 

Commerzbank

   

29,857

a 

192,782

 

Continental

   

3,474

 

472,151

 

Covestro

   

5,914

b 

380,563

 

Daimler

   

26,794

 

2,393,611

 

Delivery Hero

   

5,038

a,b 

754,455

 

Deutsche Bank

   

65,715

a 

830,650

 

Deutsche Boerse

   

6,056

 

1,011,364

 

Deutsche Lufthansa

   

9,899

a,c 

112,162

 

Deutsche Post

   

31,024

 

2,101,083

 

Deutsche Telekom

   

104,325

 

2,167,517

 

Deutsche Wohnen

   

10,848

 

677,570

 

E.ON

   

71,438

 

878,867

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Germany - 8.5% (continued)

     

Evonik Industries

   

7,020

 

243,978

 

Fresenius & Co.

   

13,275

 

698,286

 

Fresenius Medical Care & Co.

   

6,485

 

511,998

 

GEA Group

   

4,569

 

202,642

 

Hannover Rueck

   

1,973

 

332,081

 

HeidelbergCement

   

4,559

 

404,534

 

HelloFresh

   

5,087

a 

477,117

 

Henkel & Co.

   

3,401

 

309,190

 

Infineon Technologies

   

40,790

 

1,555,288

 

KION Group

   

2,167

 

230,117

 

Knorr-Bremse

   

2,259

 

256,254

 

LANXESS

   

2,507

 

181,649

 

LEG Immobilien

   

2,201

 

348,260

 

Merck

   

4,111

 

842,262

 

MTU Aero Engines

   

1,681

 

420,875

 

Muenchener Rueckversicherungs-Gesellschaft

   

4,367

 

1,181,012

 

Nemetschek

   

1,751

 

154,701

 

Puma

   

3,207

 

393,822

 

Rational

   

164

 

178,318

 

RWE

   

20,415

 

726,938

 

SAP

   

32,769

 

4,699,927

 

Scout24

   

2,750

b 

235,556

 

Siemens

   

23,995

 

3,746,295

 

Siemens Energy

   

12,180

a 

331,558

 

Siemens Healthineers

   

8,505

b 

561,961

 

Symrise

   

4,076

 

601,140

 

TeamViewer

   

5,275

a,b 

177,569

 

Telefonica Deutschland Holding

   

29,067

 

78,437

 

Uniper

   

2,722

 

106,438

 

United Internet

   

2,847

 

117,786

 

Volkswagen

   

989

 

328,931

 

Vonovia

   

16,757

 

1,117,158

 

Zalando

   

6,735

a,b 

749,160

 
    

46,309,563

 

Hong Kong - 3.0%

     

AIA Group

   

379,600

 

4,553,440

 

BOC Hong Kong Holdings

   

113,000

 

363,500

 

Budweiser Brewing

   

55,500

b 

155,142

 

Chow Tai Fook Jewellery Group

   

53,200

 

111,465

 

CK Asset Holdings

   

63,475

 

432,829

 

CK Hutchison Holdings

   

85,475

 

625,109

 

CK Infrastructure Holdings

   

21,000

 

126,993

 

CLP Holdings

   

50,788

 

524,005

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Hong Kong - 3.0% (continued)

     

ESR Cayman

   

64,000

a,b 

225,076

 

Futu Holdings, ADR

   

1,334

a 

136,682

 

Galaxy Entertainment Group

   

68,277

a 

464,531

 

Hang Lung Properties

   

69,000

 

178,539

 

Hang Seng Bank

   

23,500

 

450,249

 

Henderson Land Development

   

47,138

 

210,928

 

HK Electric Investments

   

91,000

 

92,298

 

HKT Trust & HKT

   

124,660

 

169,429

 

Hong Kong & China Gas

   

354,267

 

577,413

 

Hong Kong Exchanges & Clearing

   

37,742

 

2,411,525

 

Hongkong Land Holdings

   

38,300

 

173,885

 

Jardine Matheson Holdings

   

7,146

 

424,635

 

Link REIT

   

66,022

 

631,690

 

Melco Resorts & Entertainment, ADR

   

7,348

a 

102,284

 

MTR

   

50,756

 

300,904

 

New World Development

   

50,141

 

238,052

 

Power Assets Holdings

   

43,000

 

277,946

 

Sino Land

   

107,730

 

165,028

 

SJM Holdings

   

59,530

a 

53,655

 

Sun Hung Kai Properties

   

41,199

 

590,431

 

Swire Pacific, Cl. A

   

16,500

 

102,592

 

Swire Properties

   

40,400

 

114,973

 

Techtronic Industries

   

43,865

 

785,048

 

The Bank of East Asia

   

42,589

 

70,182

 

WH Group

   

288,500

b 

239,331

 

Wharf Real Estate Investment

   

50,311

 

284,274

 

Xinyi Glass Holdings

   

58,000

 

216,650

 
    

16,580,713

 

Ireland - 1.1%

     

CRH

   

24,473

 

1,219,658

 

DCC

   

3,227

 

270,173

 

Experian

   

28,604

 

1,259,148

 

Flutter Entertainment

   

5,300

a 

903,539

 

James Hardie Industries-CDI

   

14,023

 

472,603

 

Kerry Group, Cl. A

   

5,051

 

748,879

 

Kingspan Group

   

4,877

 

530,347

 

Smurfit Kappa Group

   

7,720

 

435,460

 
    

5,839,807

 

Isle Of Man - .1%

     

Entain

   

18,474

a 

 466,012

 

Israel - .6%

     

Azrieli Group

   

1,315

 

104,996

 

Bank Hapoalim

   

34,354

 

273,349

 

Bank Leumi Le-Israel

   

44,278

a 

338,562

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Israel - .6% (continued)

     

Check Point Software Technologies

   

3,534

a 

449,171

 

CyberArk Software

   

1,255

a 

178,248

 

Elbit Systems

   

843

 

111,309

 

ICL Group

   

22,932

 

166,513

 

Israel Discount Bank, Cl. A

   

37,847

a 

177,616

 

Mizrahi Tefahot Bank

   

4,405

a 

133,559

 

NICE

   

1,935

a 

539,377

 

Teva Pharmaceutical Industries, ADR

   

36,028

a 

347,670

 

Wix.com

   

1,759

a 

525,308

 
    

3,345,678

 

Italy - 2.0%

     

Amplifon

   

4,027

 

199,215

 

Assicurazioni Generali

   

35,024

 

699,765

 

Atlantia

   

16,194

 

294,244

 

Davide Campari-Milano

   

16,174

 

227,669

 

DiaSorin

   

834

 

169,426

 

Enel

   

254,689

 

2,351,744

 

Eni

   

80,384

 

949,502

 

Ferrari

   

4,009

 

874,752

 

FinecoBank Banca Fineco

   

19,112

a 

342,229

 

Infrastrutture Wireless Italiane

   

11,458

b 

129,697

 

Intesa Sanpaolo

   

515,476

 

1,423,534

 

Mediobanca Banca Di Credito Finanziario

   

18,619

 

218,023

 

Moncler

   

5,941

 

409,114

 

Nexi

   

14,398

a,b 

308,981

 

Poste Italiane

   

17,418

b 

230,898

 

Prysmian

   

8,368

 

300,249

 

Recordati Industria Chimica E Farmaceutica

   

3,111

 

192,492

 

Snam

   

61,593

 

373,072

 

Telecom Italia

   

322,395

 

141,926

 

Telecom Italia-RSP

   

200,063

 

93,436

 

Terna Rete Elettrica Nazionale

   

46,085

 

366,401

 

UniCredit

   

67,545

 

807,840

 
    

11,104,209

 

Japan - 22.6%

     

ABC-Mart

   

1,200

 

66,439

 

Acom

   

12,100

 

49,758

 

Advantest

   

6,100

 

541,267

 

Aeon

   

20,700

 

566,692

 

AGC

   

5,860

 

251,825

 

Aisin

   

4,500

 

182,039

 

Ajinomoto

   

14,700

 

374,606

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

ANA Holdings

   

5,100

 

119,849

 

Asahi Group Holdings

   

14,500

 

652,998

 

Asahi Intecc

   

6,900

 

186,961

 

Asahi Kasei

   

38,500

 

419,797

 

Astellas Pharma

   

59,295

 

944,420

 

Azbil

   

4,000

 

156,007

 

Bandai Namco Holdings

   

6,250

 

404,458

 

Bridgestone

   

18,200

 

801,054

 

Brother Industries

   

7,400

 

150,415

 

Canon

   

31,817

 

730,700

 

Capcom

   

5,600

 

154,347

 

Casio Computer

   

6,400

 

104,184

 

Central Japan Railway

   

4,600

 

671,959

 

Chubu Electric Power

   

19,400

 

233,935

 

Chugai Pharmaceutical

   

21,384

 

790,670

 

Concordia Financial Group

   

35,600

 

127,784

 

Cosmos Pharmaceutical

   

700

 

118,792

 

CyberAgent

   

12,200

 

219,632

 

Dai Nippon Printing

   

6,800

 

160,132

 

Daifuku

   

3,100

 

277,809

 

Dai-ichi Life Holdings

   

32,300

 

596,778

 

Daiichi Sankyo

   

54,249

 

1,074,240

 

Daikin Industries

   

7,800

 

1,621,417

 

Daito Trust Construction

   

2,000

 

235,453

 

Daiwa House Industry

   

17,900

 

549,204

 

Daiwa House REIT Investment

   

59

 

175,534

 

Daiwa Securities Group

   

43,400

 

227,708

 

Denso

   

13,800

 

947,567

 

Dentsu Group

   

7,100

 

247,303

 

Disco

   

900

 

257,562

 

East Japan Railway

   

9,600

 

640,348

 

Eisai

   

7,500

 

615,617

 

ENEOS Holdings

   

93,926

 

391,680

 

FANUC

   

6,029

 

1,350,267

 

Fast Retailing

   

1,858

 

1,260,604

 

Fuji Electric

   

4,100

 

179,172

 

FUJIFILM Holdings

   

11,500

 

825,908

 

Fujitsu

   

6,080

 

1,032,833

 

GLP J-REIT

   

133

 

238,225

 

GMO Payment Gateway

   

1,300

 

167,915

 

Hakuhodo DY Holdings

   

8,100

 

123,629

 

Hamamatsu Photonics K.K.

   

4,600

 

255,998

 

Hankyu Hanshin Holdings

   

7,500

 

221,547

 

Harmonic Drive Systems

   

1,400

 

77,928

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

Hikari Tsushin

   

700

 

121,278

 

Hino Motors

   

9,400

 

82,224

 

Hirose Electric

   

933

 

139,878

 

Hisamitsu Pharmaceutical

   

1,700

 

74,464

 

Hitachi

   

30,280

 

1,739,000

 

Hitachi Construction Machinery

   

3,400

 

96,007

 

Hitachi Metals

   

7,400

 

144,439

 

Honda Motor

   

50,959

 

1,630,144

 

Hoshizaki

   

1,800

 

151,236

 

Hoya

   

11,600

 

1,637,817

 

Hulic

   

7,700

 

87,780

 

Ibiden

   

3,400

 

180,117

 

Idemitsu Kosan

   

6,775

 

159,272

 

Iida Group Holdings

   

4,600

 

111,019

 

Inpex

   

30,600

 

215,746

 

Isuzu Motors

   

18,200

 

242,337

 

Ito En

   

1,900

 

112,578

 

ITOCHU

   

37,900

 

1,129,149

 

Itochu Techno-Solutions

   

3,400

 

104,449

 

Japan Airlines

   

4,700

a 

98,390

 

Japan Exchange Group

   

15,600

 

355,002

 

Japan Post Bank

   

13,500

 

114,994

 

Japan Post Holdings

   

49,600

 

421,483

 

Japan Post Insurance

   

7,200

 

127,934

 

Japan Real Estate Investment

   

39

 

244,786

 

Japan Retail Fund Investment

   

230

 

240,724

 

Japan Tobacco

   

38,100

 

745,078

 

JFE Holdings

   

16,760

 

205,336

 

JSR

   

6,700

 

224,322

 

Kajima

   

14,800

 

191,393

 

Kakaku.com

   

4,700

 

128,251

 

Kansai Paint

   

5,800

 

142,509

 

Kao

   

15,400

 

925,867

 

KDDI

   

50,363

 

1,536,984

 

Keio

   

3,400

 

190,396

 

Keisei Electric Railway

   

3,800

 

113,097

 

Keyence

   

6,140

 

3,418,901

 

Kikkoman

   

4,400

 

269,798

 

Kintetsu Group Holdings

   

5,635

a 

190,266

 

Kirin Holdings

   

25,300

 

462,987

 

Kobayashi Pharmaceutical

   

1,700

 

135,485

 

Kobe Bussan

   

4,400

 

148,670

 

Koei Tecmo Holdings

   

1,820

 

85,571

 

Koito Manufacturing

   

3,500

 

214,087

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

Komatsu

   

27,800

 

724,819

 

Konami Holdings

   

3,000

 

166,362

 

Kose

   

1,100

 

173,561

 

Kubota

   

32,600

 

681,235

 

Kurita Water Industries

   

3,300

 

160,161

 

Kyocera

   

10,200

 

630,443

 

Kyowa Kirin

   

8,405

 

273,199

 

Lasertec

   

2,300

 

432,760

 

Lawson

   

1,800

 

90,381

 

Lion

   

7,900

 

137,139

 

LIXIL Group

   

8,724

 

237,978

 

M3

   

14,100

 

923,624

 

Makita

   

6,800

 

352,842

 

Marubeni

   

49,300

 

422,398

 

Mazda Motor

   

18,100

a 

178,349

 

McDonald's Holdings

   

2,600

 

117,202

 

Medipal Holdings

   

6,100

 

114,940

 

MEIJI Holdings

   

4,042

 

250,338

 

Mercari

   

3,300

a 

172,070

 

Minebea Mitsumi

   

11,000

 

296,823

 

MISUMI Group

   

8,938

 

311,740

 

Mitsubishi

   

39,298

 

1,107,952

 

Mitsubishi Chemical Holdings

   

38,980

 

327,384

 

Mitsubishi Electric

   

58,000

 

785,131

 

Mitsubishi Estate

   

36,500

 

572,728

 

Mitsubishi Gas Chemical

   

5,500

 

114,800

 

Mitsubishi HC Capital

   

20,700

 

112,974

 

Mitsubishi Heavy Industries

   

10,470

 

304,061

 

Mitsubishi UFJ Financial Group

   

382,390

 

2,026,001

 

Mitsui & Co.

   

48,100

 

1,110,045

 

Mitsui Chemicals

   

5,500

 

175,656

 

Mitsui Fudosan

   

29,086

 

681,073

 

Miura

   

3,100

 

136,816

 

Mizuho Financial Group

   

76,950

 

1,098,662

 

MonotaRO

   

8,200

 

189,062

 

MS&AD Insurance Group Holdings

   

14,057

 

434,554

 

Murata Manufacturing

   

17,900

 

1,484,297

 

Nabtesco

   

3,700

 

141,251

 

NEC

   

7,680

 

390,499

 

NEXON

   

14,800

 

308,147

 

NGK Insulators

   

8,300

 

132,656

 

NH Foods

   

2,900

 

117,219

 

Nidec

   

14,000

 

1,573,065

 

Nihon M&A Center

   

9,400

 

261,879

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

Nintendo

   

3,525

 

1,816,205

 

Nippon Building Fund

   

49

 

316,635

 

Nippon Express

   

2,500

 

182,340

 

Nippon Paint Holdings

   

22,200

 

283,757

 

Nippon Prologis REIT

   

62

 

206,846

 

Nippon Shinyaku

   

1,600

 

120,261

 

Nippon Steel

   

26,261

 

459,020

 

Nippon Telegraph & Telephone

   

41,000

 

1,050,469

 

Nippon Yusen KK

   

5,280

 

285,582

 

Nissan Chemical

   

4,100

 

201,032

 

Nissan Motor

   

70,900

a 

410,407

 

Nisshin Seifun Group

   

7,138

 

115,284

 

Nissin Foods Holdings

   

2,200

 

156,624

 

Nitori Holdings

   

2,500

 

475,546

 

Nitto Denko

   

4,700

 

349,666

 

Nomura Holdings

   

97,000

 

484,768

 

Nomura Real Estate Holdings

   

3,800

 

94,179

 

Nomura Real Estate Master Fund

   

129

 

205,087

 

Nomura Research Institute

   

11,549

 

371,776

 

NSK

   

12,200

 

100,814

 

NTT Data

   

20,800

 

322,343

 

Obayashi

   

21,600

 

177,612

 

OBIC

   

2,100

 

370,027

 

Odakyu Electric Railway

   

9,600

 

229,048

 

Oji Holdings

   

24,200

 

139,689

 

Olympus

   

37,000

 

761,902

 

Omron

   

5,900

 

504,754

 

Ono Pharmaceutical

   

11,500

 

263,016

 

Oracle

   

1,300

 

97,063

 

Oriental Land

   

6,400

 

876,202

 

ORIX

   

38,700

 

676,530

 

Orix JREIT

   

83

 

158,511

 

Osaka Gas

   

12,300

 

230,522

 

Otsuka

   

3,700

 

193,311

 

Otsuka Holdings

   

12,300

 

488,957

 

Pan Pacific International Holdings

   

12,500

 

260,946

 

Panasonic

   

70,295

 

841,978

 

PeptiDream

   

3,100

a 

127,909

 

Persol Holdings

   

6,200

 

125,017

 

Pigeon

   

3,700

 

107,099

 

Pola Orbis Holdings

   

3,000

 

71,751

 

Rakuten

   

26,300

 

290,007

 

Recruit Holdings

   

42,500

 

2,197,840

 

Renesas Electronics

   

39,100

a 

423,450

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

Resona Holdings

   

70,400

 

265,307

 

Ricoh

   

21,800

 

237,895

 

Rinnai

   

1,200

 

111,217

 

Rohm

   

2,700

 

262,985

 

Ryohin Keikaku

   

8,300

 

169,614

 

Santen Pharmaceutical

   

12,200

 

165,308

 

SBI Holdings

   

8,030

 

192,526

 

SCSK

   

1,600

 

96,414

 

Secom

   

6,600

 

498,543

 

Seiko Epson

   

9,000

 

154,836

 

Sekisui Chemical

   

12,500

 

215,684

 

Sekisui House

   

18,900

 

374,446

 

Seven & i Holdings

   

23,460

 

1,045,573

 

SG Holdings

   

10,400

 

280,833

 

Sharp

   

6,800

 

104,361

 

Shimadzu

   

7,800

 

314,601

 

Shimano

   

2,300

 

588,284

 

Shimizu

   

17,800

 

130,927

 

Shin-Etsu Chemical

   

11,100

 

1,811,193

 

Shionogi & Co.

   

8,400

 

441,780

 

Shiseido

   

12,700

 

846,931

 

SMC

   

1,800

 

1,069,623

 

Softbank

   

89,500

 

1,169,407

 

SoftBank Group

   

39,240

 

2,466,047

 

Sohgo Security Services

   

2,500

 

116,992

 

Sompo Holdings

   

9,970

 

412,564

 

Sony Group

   

39,580

 

4,131,410

 

Square Enix Holdings

   

2,500

 

129,703

 

Stanley Electric

   

4,100

 

107,043

 

Subaru

   

19,400

 

380,690

 

Sumco

   

9,000

 

209,042

 

Sumitomo

   

35,600

 

484,109

 

Sumitomo Chemical

   

48,800

 

254,237

 

Sumitomo Dainippon Pharma

   

6,300

 

108,917

 

Sumitomo Electric Industries

   

23,700

 

336,857

 

Sumitomo Metal Mining

   

8,100

 

329,852

 

Sumitomo Mitsui Financial Group

   

40,700

 

1,371,913

 

Sumitomo Mitsui Trust Holdings

   

10,564

 

347,107

 

Sumitomo Realty & Development

   

9,400

 

306,219

 

Suntory Beverage & Food

   

4,100

 

144,150

 

Suzuki Motor

   

11,300

 

459,893

 

Sysmex

   

5,200

 

618,883

 

T&D Holdings

   

17,900

 

229,423

 

Taisei

   

6,200

 

209,770

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

Taisho Pharmaceutical Holdings

   

1,000

 

55,983

 

Taiyo Nippon Sanso

   

5,000

 

110,723

 

Takeda Pharmaceutical

   

49,223

 

1,636,262

 

TDK

   

4,000

 

456,934

 

Terumo

   

20,500

 

795,909

 

The Chiba Bank

   

18,400

 

105,170

 

The Kansai Electric Power Company

   

20,999

 

198,706

 

The Shizuoka Bank

   

14,500

 

104,973

 

THK

   

3,800

 

108,775

 

TIS

   

7,300

 

189,204

 

Tobu Railway

   

6,400

 

166,311

 

Toho

   

3,800

 

165,487

 

Toho Gas

   

2,600

 

126,856

 

Tohoku Electric Power

   

15,200

 

115,430

 

Tokio Marine Holdings

   

20,100

 

958,932

 

Tokyo Century

   

1,400

 

77,141

 

Tokyo Electric Power Holdings

   

49,872

a 

133,336

 

Tokyo Electron

   

4,700

 

1,936,471

 

Tokyo Gas

   

11,300

 

214,356

 

Tokyu

   

14,910

 

199,740

 

Toppan Printing

   

8,400

 

142,644

 

Toray Industries

   

45,600

 

300,538

 

Toshiba

   

12,600

 

542,647

 

Tosoh

   

8,300

 

145,970

 

TOTO

   

4,200

 

217,508

 

Toyo Suisan Kaisha

   

2,900

 

110,838

 

Toyota Industries

   

4,500

 

377,192

 

Toyota Motor

   

66,555

 

5,977,136

 

Toyota Tsusho

   

6,600

 

311,901

 

Trend Micro

   

4,400

 

228,985

 

Tsuruha Holdings

   

1,300

 

154,324

 

Unicharm

   

12,800

 

513,362

 

United Urban Investment

   

99

 

145,711

 

USS

   

7,000

 

121,803

 

Welcia Holdings

   

3,400

 

115,798

 

West Japan Railway

   

5,300

 

287,569

 

Yakult Honsha

   

3,900

 

230,513

 

Yamada Holdings

   

19,000

 

89,701

 

Yamaha

   

4,000

 

221,571

 

Yamaha Motor

   

9,100

 

227,694

 

Yamato Holdings

   

8,800

 

253,345

 

Yaskawa Electric

   

7,500

 

371,234

 

Yokogawa Electric

   

7,300

 

112,142

 

Z Holdings

   

81,400

 

407,675

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Japan - 22.6% (continued)

     

ZOZO

   

4,000

 

136,206

 
    

123,224,084

 

Jordan - .0%

     

Hikma Pharmaceuticals

   

5,763

 

 211,901

 

Luxembourg - .3%

     

ArcelorMittal

   

22,751

 

794,627

 

Aroundtown

   

33,212

 

260,416

 

Eurofins Scientific

   

4,221

 

504,910

 

Tenaris

   

15,837

 

161,962

 
    

1,721,915

 

Macau - .1%

     

Sands China

   

73,413

 

251,220

 

Wynn Macau

   

55,200

 

71,048

 
    

322,268

 

Netherlands - 5.7%

     

ABN AMRO Bank-CVA

   

12,356

a,b 

143,536

 

Adyen

   

616

a,b 

1,677,257

 

Aegon

   

59,354

 

252,342

 

Akzo Nobel

   

6,056

 

748,893

 

argenx

   

1,409

a 

429,227

 

ASM International

   

1,457

 

518,276

 

ASML Holding

   

13,180

 

10,022,062

 

EXOR

   

3,538

 

291,407

 

Heineken

   

8,258

 

961,745

 

Heineken Holding

   

3,620

 

356,559

 

ING Groep

   

121,826

 

1,560,047

 

JDE Peet's

   

2,269

 

76,381

 

Just Eat Takeaway.com

   

5,669

a,b 

502,638

 

Koninklijke Ahold Delhaize

   

33,319

 

1,035,981

 

Koninklijke DSM

   

5,493

 

1,107,232

 

Koninklijke KPN

   

105,414

 

346,404

 

Koninklijke Philips

   

28,430

 

1,311,232

 

Koninklijke Vopak

   

2,264

 

95,887

 

NN Group

   

8,845

 

439,056

 

Prosus

   

15,219

a 

1,350,436

 

QIAGEN

   

7,053

a 

378,022

 

Randstad

   

3,896

 

282,866

 

Royal Dutch Shell, Cl. A

   

128,432

 

2,576,627

 

Royal Dutch Shell, Cl. B

   

115,995

 

2,289,377

 

Stellantis

   

14,164

 

271,917

 

Stellantis

   

49,044

 

943,272

 

Wolters Kluwer

   

8,514

 

971,159

 
    

30,939,838

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

New Zealand - .3%

     

Auckland International Airport

   

40,601

a 

205,171

 

Fisher & Paykel Healthcare

   

17,646

 

388,241

 

Mercury NZ

   

22,832

 

105,275

 

Meridian Energy

   

43,406

 

157,959

 

Ryman Healthcare

   

13,879

 

127,606

 

Spark New Zealand

   

56,305

 

185,884

 

The a2 Milk Company

   

25,978

a 

112,666

 

Xero

   

4,050

a 

419,749

 
    

1,702,551

 

Norway - .6%

     

Adevinta

   

8,938

a 

171,825

 

DNB Bank

   

29,492

a 

604,378

 

Equinor

   

30,986

 

606,176

 

Gjensidige Forsikring

   

6,584

 

150,550

 

Mowi

   

13,799

 

351,470

 

Norsk Hydro

   

40,641

 

270,366

 

Orkla

   

23,327

 

212,015

 

Schibsted, Cl. A

   

2,321

 

123,045

 

Schibsted, Cl. B

   

2,886

 

133,205

 

Telenor

   

21,994

 

381,874

 

Yara International

   

5,281

 

278,122

 
    

3,283,026

 

Poland - .0%

     

InPost

   

5,328

a 

 104,370

 

Portugal - .1%

     

Banco Espirito Santo

   

118,053

a,d 

0

 

EDP - Energias de Portugal

   

87,697

 

455,799

 

Galp Energia

   

16,653

 

162,607

 

Jeronimo Martins

   

8,281

 

168,636

 
    

787,042

 

Singapore - 1.1%

     

Ascendas Real Estate Investment Trust

   

106,827

 

245,975

 

CapitaLand

   

86,000

 

255,907

 

CapitaLand Integrated Commercial Trust

   

147,276

 

233,681

 

City Developments

   

13,900

 

70,206

 

DBS Group Holdings

   

56,248

 

1,262,298

 

Genting Singapore

   

211,227

 

126,390

 

Keppel

   

47,400

 

192,040

 

Mapletree Commercial Trust

   

71,200

 

113,497

 

Mapletree Logistics Trust

   

94,900

 

147,691

 

Oversea-Chinese Banking

   

106,924

 

967,446

 

Sea, ADR

   

367

a 

101,351

 

Singapore Airlines

   

42,933

a 

161,587

 

Singapore Exchange

   

26,200

 

229,876

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Singapore - 1.1% (continued)

     

Singapore Technologies Engineering

   

51,400

 

152,023

 

Singapore Telecommunications

   

253,351

 

424,420

 

United Overseas Bank

   

37,463

 

725,220

 

UOL Group

   

15,111

 

81,342

 

Venture

   

7,900

 

110,886

 

Wilmar International

   

63,800

 

205,002

 
    

5,806,838

 

Spain - 2.4%

     

ACS Actividades de Construccion y Servicios

   

7,560

 

198,668

 

Aena SME

   

2,455

a,b 

390,970

 

Amadeus IT Group

   

14,351

 

939,516

 

Banco Bilbao Vizcaya Argentaria

   

208,010

 

1,334,205

 

Banco Santander

   

542,496

 

1,984,668

 

CaixaBank

   

136,199

 

404,908

 

Cellnex Telecom

   

15,449

b 

1,006,718

 

EDP Renovaveis

   

7,677

 

180,528

 

Enagas

   

8,506

 

195,383

 

Endesa

   

10,362

 

252,161

 

Ferrovial

   

15,159

 

449,685

 

Grifols

   

8,950

 

227,649

 

Iberdrola

   

185,357

 

2,234,448

 

Industria de Diseno Textil

   

33,992

 

1,153,281

 

Natural Energy Group

   

9,459

 

244,408

 

Red Electrica

   

13,058

 

258,390

 

Repsol

   

47,141

 

515,677

 

Siemens Gamesa Renewable Energy

   

7,851

a 

218,958

 

Telefonica

   

165,914

a 

761,092

 
    

12,951,313

 

Sweden - 3.6%

     

Alfa Laval

   

9,624

 

402,275

 

Assa Abloy, Cl. B

   

31,930

 

1,023,799

 

Atlas Copco, Cl. A

   

20,963

 

1,419,076

 

Atlas Copco, Cl. B

   

12,381

 

704,074

 

Boliden

   

8,570

 

334,410

 

Electrolux, Ser. B

   

7,462

 

195,650

 

Embracer Group

   

6,832

a 

176,661

 

Epiroc, Cl. A

   

20,825

 

486,769

 

Epiroc, Cl. B

   

11,988

 

241,160

 

EQT

   

7,796

 

376,483

 

Essity, Cl. B

   

19,306

 

631,196

 

Evolution Gaming Group

   

5,406

b 

943,934

 

Fastighets AB Balder, CI. B

   

3,461

a 

239,316

 

Hennes & Mauritz, Cl. B

   

23,102

a 

483,977

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Sweden - 3.6% (continued)

     

Hexagon, Cl. B

   

62,745

 

1,040,140

 

Husqvarna, Cl. B

   

13,710

 

191,711

 

ICA Gruppen

   

3,387

 

167,452

 

Industrivarden, Cl. A

   

3,302

 

131,951

 

Industrivarden, Cl. C

   

5,219

 

200,124

 

Investment AB Latour, Cl. B

   

4,514

 

176,593

 

Investor, Cl. B

   

56,876

 

1,408,997

 

Kinnevik, Cl. B

   

7,939

a 

346,238

 

L E Lundbergforetagen, Cl. B

   

2,481

 

177,236

 

Lundin Energy

   

6,599

 

205,681

 

Nibe Industrier, Cl. B

   

43,917

 

525,100

 

Sandvik

   

35,947

 

936,347

 

Securitas, Cl. B

   

10,223

 

180,236

 

Sinch

   

12,130

a,b 

245,323

 

Skandinaviska Enskilda Banken, Cl. A

   

51,645

 

697,775

 

Skanska, Cl. B

   

11,135

 

314,231

 

SKF, Cl. B

   

12,565

 

334,478

 

Svenska Cellulosa, Cl. B

   

18,457

 

343,374

 

Svenska Handelsbanken, Cl. A

   

46,135

 

520,849

 

Swedbank, Cl. A

   

28,658

 

558,369

 

Swedish Match

   

51,173

 

458,153

 

Tele2, Cl. B

   

15,025

 

220,826

 

Telefonaktiebolaget LM Ericsson, Cl. B

   

90,897

 

1,048,020

 

Telia

   

81,229

 

356,545

 

Volvo, Cl. A

   

5,334

 

129,810

 

Volvo, Cl. B

   

45,589

 

1,075,180

 
    

19,649,519

 

Switzerland - 10.3%

     

ABB

   

54,262

 

1,983,765

 

Adecco Group

   

4,857

 

290,957

 

Alcon

   

15,566

 

1,133,281

 

Baloise Holding

   

1,545

 

244,027

 

Banque Cantonale Vaudoise

   

1,070

 

95,563

 

Barry Callebaut

   

116

 

293,777

 

Chocoladefabriken Lindt & Spruengli

   

3

 

347,734

 

Chocoladefabriken Lindt & Spruengli-PC

   

32

 

358,900

 

Cie Financiere Richemont, CI. A

   

16,333

 

2,091,905

 

Clariant

   

7,016

 

145,884

 

Coca-Cola HBC

   

6,016

 

227,260

 

Credit Suisse Group

   

77,810

 

781,932

 

EMS-Chemie Holding

   

217

 

240,461

 

Geberit

   

1,179

 

968,178

 

Givaudan

   

288

 

1,437,442

 

Glencore

   

311,842

 

1,401,779

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

Switzerland - 10.3% (continued)

     

Holcim

   

16,677

 

977,688

 

Julius Baer Group

   

6,875

 

454,811

 

Kuehne + Nagel International

   

1,711

 

577,292

 

Logitech International

   

5,497

 

600,918

 

Lonza Group

   

2,328

 

1,811,842

 

Nestle

   

90,532

 

11,471,631

 

Novartis

   

69,721

 

6,448,899

 

Partners Group Holding

   

708

 

1,210,427

 

Roche Holding

   

22,070

 

8,534,520

 

Roche Holding-BR

   

1,036

 

444,888

 

Schindler Holding

   

652

 

203,131

 

Schindler Holding-PC

   

1,248

 

403,968

 

SGS

   

191

 

618,745

 

Sika

   

4,429

 

1,559,806

 

Sonova Holding

   

1,749

 

687,229

 

STMicroelectronics

   

21,716

 

889,403

 

Straumann Holding

   

319

 

591,678

 

Swiss Life Holding

   

986

 

509,281

 

Swiss Prime Site

   

2,334

 

248,740

 

Swiss Re

   

9,599

 

868,891

 

Swisscom

   

797

 

479,530

 

Temenos

   

2,192

 

348,419

 

The Swatch Group

   

1,631

 

105,936

 

The Swatch Group-BR

   

878

 

293,309

 

UBS Group

   

114,635

 

1,890,185

 

Vifor Pharma

   

1,548

 

216,565

 

Zurich Insurance Group

   

4,706

 

1,897,027

 
    

56,387,604

 

United Arab Emirates - .0%

     

NMC Health

   

4,176

a,d 

 1

 

United Kingdom - 12.4%

     

3i Group

   

30,756

 

546,624

 

abrdn

   

67,966

 

268,123

 

Admiral Group

   

6,006

 

283,352

 

Anglo American

   

40,465

 

1,792,641

 

Ashtead Group

   

14,325

 

1,073,120

 

Associated British Foods

   

11,171

 

311,391

 

AstraZeneca

   

48,579

 

5,579,211

 

Auto Trader Group

   

29,218

b 

264,722

 

AVEVA Group

   

3,635

 

198,402

 

Aviva

   

124,711

 

670,973

 

BAE Systems

   

102,320

 

818,939

 

Barclays

   

541,382

 

1,312,082

 

Barratt Developments

   

33,361

 

326,067

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

United Kingdom - 12.4% (continued)

     

Berkeley Group Holdings

   

4,081

 

274,696

 

BP

   

637,271

 

2,555,016

 

British American Tobacco

   

68,271

 

2,544,779

 

BT Group

   

283,519

a 

683,941

 

Bunzl

   

10,306

 

381,819

 

Burberry Group

   

12,355

 

354,136

 

CNH Industrial

   

32,351

 

540,463

 

Coca-Cola European Partners

   

6,440

 

399,666

 

Compass Group

   

55,586

 

1,174,329

 

Croda International

   

4,405

 

515,413

 

Diageo

   

73,370

 

3,639,940

 

Direct Line Insurance Group

   

46,493

 

191,974

 

Evraz

   

16,226

 

138,422

 

Ferguson

   

7,171

 

1,005,251

 

GlaxoSmithKline

   

157,695

 

3,116,140

 

Halma

   

11,669

 

468,455

 

Hargreaves Lansdown

   

11,463

 

260,037

 

HSBC Holdings

   

638,743

 

3,525,450

 

Imperial Brands

   

30,023

 

643,185

 

Informa

   

47,066

a 

323,630

 

InterContinental Hotels Group

   

5,581

a 

368,703

 

Intertek Group

   

4,937

 

353,732

 

J Sainsbury

   

51,507

 

202,771

 

JD Sports Fashion

   

16,621

 

207,069

 

Johnson Matthey

   

5,834

 

240,895

 

Kingfisher

   

64,325

 

329,281

 

Land Securities Group

   

23,364

 

230,302

 

Legal & General Group

   

189,384

 

687,598

 

Lloyds Banking Group

   

2,211,665

 

1,401,412

 

London Stock Exchange Group

   

10,355

 

1,077,786

 

M&G

   

78,337

 

245,280

 

Melrose Industries

   

159,525

 

354,613

 

Mondi

   

14,878

 

412,498

 

National Grid

   

106,652

 

1,364,439

 

Natwest Group

   

149,185

 

419,414

 

Next

   

4,195

 

459,250

 

Ocado Group

   

14,891

a 

383,817

 

Pearson

   

22,794

 

275,058

 

Persimmon

   

10,047

 

405,286

 

Phoenix Group Holdings

   

19,572

 

184,725

 

Prudential

   

81,508

 

1,532,065

 

Reckitt Benckiser Group

   

22,294

 

1,711,066

 

RELX

   

60,406

 

1,774,356

 

Rentokil Initial

   

58,415

 

460,130

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 97.9% (continued)

     

United Kingdom - 12.4% (continued)

     

Rio Tinto

   

35,168

 

2,997,120

 

Rolls-Royce Holdings

   

255,070

a 

353,344

 

Schroders

   

3,696

 

187,775

 

Segro

   

36,835

 

623,217

 

Severn Trent

   

7,447

 

289,804

 

Smith & Nephew

   

27,798

 

566,633

 

Smiths Group

   

12,945

 

279,693

 

Spirax-Sarco Engineering

   

2,266

 

472,622

 

SSE

   

33,089

 

664,559

 

St. James's Place

   

16,887

 

372,278

 

Standard Chartered

   

82,577

 

494,678

 

Taylor Wimpey

   

121,349

 

277,429

 

Tesco

   

245,834

 

795,814

 

The British Land Company

   

26,702

 

189,379

 

The Sage Group

   

34,355

 

334,933

 

Unilever

   

30,553

 

1,759,379

 

Unilever

   

51,955

 

2,991,790

 

United Utilities Group

   

22,415

 

334,229

 

Vodafone Group

   

837,370

 

1,342,972

 

Whitbread

   

6,093

a 

257,763

 

WM Morrison Supermarkets

   

72,905

 

271,142

 

WPP

   

38,738

 

501,508

 
    

67,621,996

 

Total Common Stocks (cost $301,849,114)

   

534,939,038

 
  

Preferred Dividend
Yield (%)

     

Preferred Stocks - .6%

     

Germany - .6%

     

Bayerische Motoren Werke

 

2.71

 

1,938

 

166,484

 

Fuchs Petrolub

 

2.26

 

2,239

 

111,661

 

Henkel & Co.

 

2.16

 

5,644

 

572,274

 

Porsche Automobil Holding

 

2.48

 

4,717

 

510,712

 

Sartorius

 

0.13

 

828

 

500,850

 

Volkswagen

 

2.37

 

5,794

 

1,413,876

 

Total Preferred Stocks (cost $1,428,721)

   

3,275,857

 
  

1-Day
Yield (%)

     

Investment Companies - .9%

     

Registered Investment Companies - .9%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $4,758,018)

 

0.05

 

4,758,018

e 

 4,758,018

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 
        

Investment of Cash Collateral for Securities Loaned - .0%

     

Registered Investment Companies - .0%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $121,030)

 

0.01

 

121,030

e 

 121,030

 

Total Investments (cost $308,156,883)

 

99.4%

 

543,093,943

 

Cash and Receivables (Net)

 

.6%

 

3,263,803

 

Net Assets

 

100.0%

 

546,357,746

 

ADR—American Depository Receipt

BR—Bearer Certificate

CDI—Chess Depository Interest

CVA—Company Voluntary Arrangement

PC—Participation Certificate

REIT—Real Estate Investment Trust

RSP—Risparmio (Savings) Shares

a Non-income producing security.

b 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 $11,280,011 or 2.06% of net assets.

c Security, or portion thereof, on loan. At July 31, 2021, the value of the fund’s securities on loan was $111,040 and the value of the collateral was $121,030.

d The fund held Level 3 securities at July 31, 2021. These securities were valued at $1 or .0% of net assets.

e 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 FINANCIAL FUTURES
BNY Mellon International Stock Index Fund

July 31, 2021 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation ($)

 

Futures Long

  

MSCI EAFE Index

49

9/17/2021

5,659,422

5,682,530

23,108

 

Gross Unrealized Appreciation

 

23,108

 

See notes to financial statements.


STATEMENT OF INVESTMENTS
BNY Mellon International Stock Index 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:

 

 

 

 

Equity Securities - Common Stocks

2,240,380

532,698,657††

1

534,939,038

Equity Securities - Preferred Stocks

-

3,275,857††

 -

3,275,857

Investment Companies

4,879,048

-

-

4,879,048

Other Financial Instruments:

    

Futures†††

23,108

-

-

23,108

 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 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 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. These securities are generally categorized within Level 2 of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a pricing 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 fund's Board Members (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.

Forward foreign currency exchange contracts (“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.

At July 31, 2021, accumulated net unrealized appreciation on investments was $234,937,060, consisting of $260,637,212 gross unrealized appreciation and $25,700,152 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.