STATEMENT
OF INVESTMENTS
BNY Mellon International Stock Index Fund
January 31, 2022 (Unaudited)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% | |||||||
Australia - 6.7% | |||||||
Ampol | 7,339 | a | 155,474 | ||||
APA Group | 35,011 | 237,521 | |||||
Aristocrat Leisure | 18,081 | 525,241 | |||||
ASX | 5,756 | a | 342,454 | ||||
Aurizon Holdings | 52,690 | a | 132,204 | ||||
AusNet Services | 59,032 | 108,456 | |||||
Australia & New Zealand Banking Group | 85,632 | 1,618,379 | |||||
BHP Group | 88,741 | a,b | 2,848,055 | ||||
BHP Group | 63,529 | a | 2,005,280 | ||||
BlueScope Steel | 15,224 | a | 199,007 | ||||
Brambles | 43,942 | a | 302,446 | ||||
Cochlear | 2,001 | a | 273,943 | ||||
Coles Group | 39,939 | a | 460,360 | ||||
Commonwealth Bank of Australia | 53,363 | a | 3,550,297 | ||||
Computershare | 16,405 | a | 227,166 | ||||
Crown Resorts | 11,525 | a | 99,180 | ||||
CSL | 14,384 | a | 2,671,300 | ||||
Dexus | 32,863 | 240,420 | |||||
Domino's Pizza Enterprises | 1,751 | a | 129,482 | ||||
Endeavour Group | 40,330 | a | 180,744 | ||||
Evolution Mining | 56,228 | a | 140,970 | ||||
Fortescue Metals Group | 51,011 | a | 722,261 | ||||
Goodman Group | 50,012 | 825,182 | |||||
IDP Education | 6,055 | a | 126,983 | ||||
Insurance Australia Group | 74,564 | a | 224,512 | ||||
LendLease | 19,853 | a | 140,796 | ||||
Macquarie Group | 10,539 | 1,383,243 | |||||
Magellan Financial Group | 4,265 | a,b | 56,695 | ||||
Medibank Private | 84,613 | a | 186,106 | ||||
Mirvac Group | 119,856 | 223,576 | |||||
National Australia Bank | 99,052 | 1,910,068 | |||||
Newcrest Mining | 24,863 | a | 382,601 | ||||
Northern Star Resources | 33,514 | a | 198,955 | ||||
Orica | 12,541 | 124,106 | |||||
Origin Energy | 51,551 | a | 206,107 | ||||
Qantas Airways | 28,186 | a,b | 96,714 | ||||
QBE Insurance Group | 44,915 | a | 355,839 | ||||
Ramsay Health Care | 5,552 | a | 247,831 | ||||
REA Group | 1,628 | a | 169,037 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Australia - 6.7% (continued) | |||||||
Reece | 8,692 | a | 134,451 | ||||
Rio Tinto | 11,166 | a | 886,630 | ||||
Santos | 95,860 | a | 485,545 | ||||
Scentre Group | 158,589 | a | 331,084 | ||||
SEEK | 10,177 | a | 210,982 | ||||
Sonic Healthcare | 13,860 | a | 370,559 | ||||
South32 | 139,987 | a | 384,421 | ||||
Stockland | 72,938 | 211,077 | |||||
Suncorp Group | 38,961 | a | 306,370 | ||||
Sydney Airport | 39,047 | 239,321 | |||||
Tabcorp Holdings | 67,526 | a | 237,482 | ||||
Telstra | 124,228 | a | 345,586 | ||||
The GPT Group | 58,367 | a | 207,711 | ||||
Transurban Group | 91,733 | 810,517 | |||||
Treasury Wine Estates | 22,182 | a | 167,013 | ||||
Vicinity Centres | 111,546 | a | 129,433 | ||||
Washington H Soul Pattinson & Co. | 6,210 | 120,171 | |||||
Wesfarmers | 34,105 | 1,284,781 | |||||
Westpac Banking | 110,348 | 1,592,487 | |||||
WiseTech Global | 4,263 | a | 139,211 | ||||
Woodside Petroleum | 28,771 | a | 511,759 | ||||
Woolworths Group | 37,975 | a | 927,669 | ||||
34,063,251 | |||||||
Austria - .2% | |||||||
Erste Group Bank | 10,438 | 485,673 | |||||
OMV | 4,355 | a | 264,881 | ||||
Raiffeisen Bank International | 4,530 | 126,845 | |||||
Verbund | 2,002 | a | 211,964 | ||||
Voestalpine | 3,559 | a | 118,806 | ||||
1,208,169 | |||||||
Belgium - .8% | |||||||
Ageas | 5,243 | a | 252,230 | ||||
Anheuser-Busch InBev | 22,919 | a | 1,444,011 | ||||
Colruyt | 1,684 | a | 68,337 | ||||
Elia Group | 924 | a | 124,657 | ||||
Groupe Bruxelles Lambert | 1,430 | a | 153,454 | ||||
Groupe Bruxelles Lambert | 2,021 | a | 216,876 | ||||
KBC Group | 7,520 | 652,768 | |||||
Proximus | 4,669 | 95,221 | |||||
Sofina | 467 | a | 186,098 | ||||
Solvay | 2,204 | 265,442 | |||||
UCB | 3,770 | a | 374,244 | ||||
Umicore | 5,993 | a | 226,572 | ||||
4,059,910 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Chile - .0% | |||||||
Antofagasta | 11,576 | a | 211,594 | ||||
Denmark - 2.5% | |||||||
Ambu, Cl. B | 5,172 | b | 109,623 | ||||
AP Moller - Maersk, Cl. A | 93 | a | 311,235 | ||||
AP Moller - Maersk, Cl. B | 174 | a | 624,400 | ||||
Carlsberg, Cl. B | 3,007 | a | 486,159 | ||||
Chr. Hansen Holding | 3,127 | 250,621 | |||||
Coloplast, Cl. B | 3,568 | 518,515 | |||||
Danske Bank | 20,996 | a | 406,766 | ||||
Demant | 3,129 | a | 138,408 | ||||
DSV | 6,186 | a | 1,257,921 | ||||
Genmab | 1,976 | a | 671,300 | ||||
GN Store Nord | 3,764 | a | 227,660 | ||||
Novo Nordisk, Cl. B | 50,651 | a | 5,070,595 | ||||
Novozymes, Cl. B | 6,146 | 422,078 | |||||
Orsted | 5,699 | a,c | 607,234 | ||||
Pandora | 3,048 | 330,437 | |||||
Rockwool International, Cl. B | 258 | a | 98,661 | ||||
Tryg | 10,579 | 249,731 | |||||
Vestas Wind Systems | 30,505 | a | 820,412 | ||||
12,601,756 | |||||||
Finland - 1.2% | |||||||
Elisa | 4,357 | 256,167 | |||||
Fortum | 13,215 | a | 360,269 | ||||
Kesko, Cl. B | 8,078 | 256,066 | |||||
Kone, Cl. B | 10,224 | a | 664,699 | ||||
Neste | 12,725 | 571,061 | |||||
Nokia | 163,035 | a | 966,845 | ||||
Nordea Bank | 97,271 | 1,154,557 | |||||
Orion, Cl. B | 3,260 | a | 132,421 | ||||
Sampo, Cl. A | 15,029 | a | 747,006 | ||||
Stora Enso, Cl. R | 17,722 | 361,112 | |||||
UPM-Kymmene | 16,040 | 584,304 | |||||
Wartsila | 13,856 | 171,665 | |||||
6,226,172 | |||||||
France - 11.2% | |||||||
Accor | 5,143 | a | 188,567 | ||||
Aeroports de Paris | 919 | a | 124,419 | ||||
Air Liquide | 14,250 | a | 2,443,834 | ||||
Airbus | 17,732 | a | 2,263,652 | ||||
Alstom | 9,411 | a | 305,424 | ||||
Amundi | 1,829 | a,c | 142,518 | ||||
Arkema | 1,862 | a | 274,586 | ||||
AXA | 58,219 | a | 1,842,672 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
France - 11.2% (continued) | |||||||
BioMerieux | 1,206 | a | 141,235 | ||||
BNP Paribas | 33,834 | a | 2,417,866 | ||||
Bollore | 26,870 | a | 144,965 | ||||
Bouygues | 6,937 | a | 244,111 | ||||
Bureau Veritas | 8,956 | a | 256,492 | ||||
Capgemini | 4,823 | a | 1,081,325 | ||||
Carrefour | 19,157 | a | 364,718 | ||||
Cie de Saint-Gobain | 15,303 | a | 1,039,555 | ||||
Cie Generale des Etablissements Michelin | 5,096 | a | 852,919 | ||||
CNP Assurances | 4,892 | a | 119,919 | ||||
Covivio | 1,575 | a | 131,378 | ||||
Credit Agricole | 37,746 | a | 566,591 | ||||
Danone | 19,649 | a | 1,224,120 | ||||
Dassault Aviation | 776 | a | 91,874 | ||||
Dassault Systemes | 19,956 | a | 960,851 | ||||
Edenred | 7,626 | a | 326,838 | ||||
Eiffage | 2,529 | a | 265,260 | ||||
Electricite de France | 15,014 | 143,537 | |||||
Engie | 55,104 | a | 844,257 | ||||
EssilorLuxottica | 8,637 | a | 1,637,788 | ||||
Eurazeo | 1,218 | a | 96,760 | ||||
Faurecia | 3,397 | a,d | 147,426 | ||||
Gecina | 1,403 | a | 189,893 | ||||
Getlink | 12,921 | a | 203,806 | ||||
Hermes International | 953 | a | 1,427,817 | ||||
Ipsen | 1,162 | a | 113,100 | ||||
Kering | 2,256 | 1,684,405 | |||||
Klepierre | 5,840 | a | 154,886 | ||||
La Francaise des Jeux SAEM | 2,871 | a,c | 118,649 | ||||
Legrand | 8,045 | a | 818,723 | ||||
L'Oreal | 7,548 | a | 3,231,094 | ||||
LVMH | 8,350 | 6,865,656 | |||||
Orange | 59,974 | 702,953 | |||||
Orpea | 1,495 | a | 65,465 | ||||
Pernod Ricard | 6,302 | 1,345,684 | |||||
Publicis Groupe | 6,933 | a | 469,360 | ||||
Remy Cointreau | 697 | a | 145,339 | ||||
Renault | 5,779 | a | 229,280 | ||||
Safran | 10,268 | a | 1,245,735 | ||||
Sanofi | 34,203 | a | 3,555,445 | ||||
Sartorius Stedim Biotech | 823 | a | 360,325 | ||||
Schneider Electric | 16,260 | a | 2,764,086 | ||||
SEB | 793 | a | 120,331 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
France - 11.2% (continued) | |||||||
Societe Generale | 24,385 | a | 904,678 | ||||
Sodexo | 2,696 | 249,731 | |||||
Teleperformance | 1,767 | a | 665,782 | ||||
Thales | 3,247 | 298,486 | |||||
TotalEnergies | 75,451 | 4,273,692 | |||||
Ubisoft Entertainment | 2,868 | a | 164,038 | ||||
Unibail-Rodamco-Westfield | 3,787 | a | 289,137 | ||||
Valeo | 6,746 | a | 188,509 | ||||
Veolia Environnement | 19,742 | a | 714,356 | ||||
Vinci | 16,179 | 1,769,855 | |||||
Vivendi | 23,554 | a | 308,681 | ||||
Wendel | 818 | a | 88,947 | ||||
Worldline | 7,106 | a,c | 345,217 | ||||
56,758,598 | |||||||
Germany - 8.2% | |||||||
adidas | 5,727 | a | 1,559,743 | ||||
Allianz | 12,401 | a | 3,176,122 | ||||
BASF | 27,627 | a | 2,098,135 | ||||
Bayer | 29,551 | a | 1,791,528 | ||||
Bayerische Motoren Werke | 9,913 | a | 1,035,547 | ||||
Bechtle | 2,481 | a | 147,540 | ||||
Beiersdorf | 3,080 | a | 304,934 | ||||
Brenntag | 4,605 | a | 391,689 | ||||
Carl Zeiss Meditec-BR | 1,222 | 194,440 | |||||
Commerzbank | 30,363 | a | 258,714 | ||||
Continental | 3,361 | a | 321,781 | ||||
Covestro | 5,740 | a,c | 341,308 | ||||
Daimler | 25,744 | a,b | 2,026,498 | ||||
Daimler Truck Holding | 13,075 | a | 460,944 | ||||
Delivery Hero | 4,849 | a,c | 370,332 | ||||
Deutsche Bank | 62,167 | a | 854,015 | ||||
Deutsche Boerse | 5,715 | a | 1,009,182 | ||||
Deutsche Lufthansa | 17,057 | a | 130,949 | ||||
Deutsche Post | 29,816 | a | 1,776,786 | ||||
Deutsche Telekom | 100,255 | a | 1,878,857 | ||||
E.ON | 67,841 | a | 931,661 | ||||
Evonik Industries | 6,407 | a | 207,271 | ||||
Fresenius & Co. | 12,531 | a | 514,809 | ||||
Fresenius Medical Care & Co. | 6,100 | a | 411,766 | ||||
GEA Group | 4,688 | a | 219,843 | ||||
Hannover Rueck | 1,842 | a | 369,495 | ||||
HeidelbergCement | 4,532 | a | 312,022 | ||||
HelloFresh | 4,898 | a | 321,943 | ||||
Henkel & Co. | 3,175 | a | 249,783 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Germany - 8.2% (continued) | |||||||
Infineon Technologies | 39,281 | 1,604,591 | |||||
KION Group | 2,198 | a | 200,542 | ||||
Knorr-Bremse | 2,212 | a | 223,149 | ||||
LANXESS | 2,494 | a | 150,553 | ||||
LEG Immobilien | 2,149 | a | 283,849 | ||||
Merck | 3,865 | a | 842,538 | ||||
MTU Aero Engines | 1,583 | a | 333,808 | ||||
Muenchener Rueckversicherungs-Gesellschaft | 4,210 | a | 1,320,406 | ||||
Nemetschek | 1,755 | a | 160,156 | ||||
Puma | 3,139 | a | 332,230 | ||||
Rational | 148 | a | 122,953 | ||||
RWE | 19,369 | a | 813,826 | ||||
SAP | 31,410 | a | 3,888,883 | ||||
Scout24 | 2,673 | a,c | 158,253 | ||||
Siemens | 23,011 | 3,618,053 | |||||
Siemens Energy | 11,816 | 262,815 | |||||
Siemens Healthineers | 8,474 | c | 540,222 | ||||
Symrise | 3,860 | a | 460,565 | ||||
Telefonica Deutschland Holding | 30,688 | a | 87,599 | ||||
Uniper | 2,795 | a | 125,727 | ||||
United Internet | 2,914 | a | 113,465 | ||||
Volkswagen | 999 | a | 285,502 | ||||
Vonovia | 22,616 | a | 1,281,203 | ||||
Zalando | 6,659 | a,b,c | 523,207 | ||||
41,401,732 | |||||||
Hong Kong - 2.8% | |||||||
AIA Group | 363,800 | a | 3,778,887 | ||||
BOC Hong Kong Holdings | 112,500 | a | 433,557 | ||||
Budweiser Brewing | 49,000 | a,c | 129,312 | ||||
Chow Tai Fook Jewellery Group | 61,400 | 107,614 | |||||
CK Asset Holdings | 59,475 | a | 396,098 | ||||
CK Hutchison Holdings | 81,975 | a | 581,227 | ||||
CK Infrastructure Holdings | 18,500 | a | 114,084 | ||||
CLP Holdings | 49,788 | 497,438 | |||||
ESR Cayman | 60,000 | a,c | 202,855 | ||||
Futu Holdings, ADR | 1,571 | a | 67,946 | ||||
Galaxy Entertainment Group | 66,277 | a | 385,385 | ||||
Hang Lung Properties | 61,000 | 130,569 | |||||
Hang Seng Bank | 23,300 | a | 460,467 | ||||
Henderson Land Development | 44,138 | a | 193,088 | ||||
HK Electric Investments | 81,500 | a | 81,132 | ||||
HKT Trust & HKT | 115,660 | a | 157,693 | ||||
Hong Kong & China Gas | 335,267 | a | 516,308 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Hong Kong - 2.8% (continued) | |||||||
Hong Kong Exchanges & Clearing | 36,242 | a | 2,045,413 | ||||
Hongkong Land Holdings | 35,500 | a | 192,406 | ||||
Jardine Matheson Holdings | 6,546 | a | 386,861 | ||||
Link REIT | 62,722 | 537,838 | |||||
Melco Resorts & Entertainment, ADR | 6,671 | a | 70,446 | ||||
MTR | 45,756 | a | 247,258 | ||||
New World Development | 44,141 | 179,814 | |||||
Power Assets Holdings | 42,000 | a | 258,343 | ||||
Sino Land | 101,730 | a | 131,832 | ||||
SITC International Holdings | 41,000 | 155,622 | |||||
Sun Hung Kai Properties | 39,699 | 483,467 | |||||
Swire Pacific, Cl. A | 15,000 | a | 90,533 | ||||
Swire Properties | 35,800 | a | 95,611 | ||||
Techtronic Industries | 41,365 | a | 680,054 | ||||
WH Group | 254,885 | a,c | 170,065 | ||||
Wharf Real Estate Investment | 50,311 | a | 238,894 | ||||
Xinyi Glass Holdings | 51,000 | a | 135,233 | ||||
14,333,350 | |||||||
Ireland - 1.0% | |||||||
CRH | 23,403 | 1,176,510 | |||||
DCC | 2,992 | 251,146 | |||||
Experian | 27,639 | 1,154,299 | |||||
Flutter Entertainment | 5,012 | a | 764,152 | ||||
James Hardie Industries-CDI | 13,339 | 447,893 | |||||
Kerry Group, Cl. A | 4,862 | 612,700 | |||||
Kingspan Group | 4,616 | 446,167 | |||||
Smurfit Kappa Group | 7,333 | 386,570 | |||||
5,239,437 | |||||||
Israel - .7% | |||||||
Azrieli Group | 1,217 | a | 109,898 | ||||
Bank Hapoalim | 34,851 | 361,335 | |||||
Bank Leumi Le-Israel | 43,507 | 466,028 | |||||
Check Point Software Technologies | 3,241 | a | 392,193 | ||||
CyberArk Software | 1,198 | a | 164,306 | ||||
Elbit Systems | 815 | 135,788 | |||||
Fiverr International | 903 | a | 77,035 | ||||
ICL Group | 21,640 | 195,676 | |||||
Inmode | 1,530 | a | 73,792 | ||||
Israel Discount Bank, Cl. A | 35,593 | 238,402 | |||||
Kornit Digital | 1,430 | a | 150,236 | ||||
Mizrahi Tefahot Bank | 4,304 | 166,153 | |||||
NICE | 1,912 | a | 490,031 | ||||
Teva Pharmaceutical Industries, ADR | 33,328 | a | 280,955 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Israel - .7% (continued) | |||||||
Wix.com | 1,662 | a | 218,337 | ||||
3,520,165 | |||||||
Italy - 2.1% | |||||||
Amplifon | 3,638 | a | 154,091 | ||||
Assicurazioni Generali | 33,290 | b | 698,690 | ||||
Atlantia | 15,024 | a | 278,389 | ||||
Davide Campari-Milano | 15,324 | a | 191,641 | ||||
DiaSorin | 754 | a | 116,205 | ||||
Enel | 244,644 | 1,875,615 | |||||
Eni | 75,631 | 1,134,037 | |||||
Ferrari | 3,791 | a | 871,865 | ||||
FinecoBank Banca Fineco | 18,163 | 304,721 | |||||
Infrastrutture Wireless Italiane | 10,382 | a,c | 111,909 | ||||
Intesa Sanpaolo | 496,687 | 1,468,231 | |||||
Mediobanca Banca Di Credito Finanziario | 18,254 | 208,766 | |||||
Moncler | 6,127 | a | 391,071 | ||||
Nexi | 14,148 | a,c | 207,037 | ||||
Poste Italiane | 16,007 | c | 213,946 | ||||
Prysmian | 7,718 | a | 259,694 | ||||
Recordati Industria Chimica E Farmaceutica | 3,207 | 178,990 | |||||
Snam | 61,427 | 343,082 | |||||
Telecom Italia | 287,304 | a | 135,110 | ||||
Terna Rete Elettrica Nazionale | 42,888 | 335,962 | |||||
UniCredit | 64,434 | a | 1,016,361 | ||||
10,495,413 | |||||||
Japan - 22.2% | |||||||
Advantest | 5,900 | 502,957 | |||||
Aeon | 19,900 | 453,753 | |||||
AGC | 5,660 | 259,404 | |||||
Aisin | 4,400 | 160,142 | |||||
Ajinomoto | 14,000 | 391,088 | |||||
ANA Holdings | 4,900 | 103,324 | |||||
Asahi Group Holdings | 13,900 | 568,105 | |||||
Asahi Intecc | 6,700 | 114,214 | |||||
Asahi Kasei | 37,600 | 369,705 | |||||
Astellas Pharma | 55,995 | 900,895 | |||||
Azbil | 3,800 | 149,655 | |||||
Bandai Namco Holdings | 5,950 | 418,375 | |||||
Benefit One | 2,500 | 75,970 | |||||
Bridgestone | 17,100 | 750,696 | |||||
Brother Industries | 7,200 | 133,048 | |||||
Canon | 30,017 | 708,865 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Japan - 22.2% (continued) | |||||||
Capcom | 5,200 | 125,442 | |||||
Central Japan Railway | 4,300 | 569,292 | |||||
Chubu Electric Power | 18,900 | 189,552 | |||||
Chugai Pharmaceutical | 20,084 | 652,151 | |||||
Concordia Financial Group | 33,200 | 136,462 | |||||
Cosmos Pharmaceutical | 600 | 75,221 | |||||
CyberAgent | 11,800 | 137,501 | |||||
Dai Nippon Printing | 6,800 | 163,745 | |||||
Daifuku | 3,100 | 215,530 | |||||
Dai-ichi Life Holdings | 30,200 | 679,300 | |||||
Daiichi Sankyo | 53,049 | 1,187,731 | |||||
Daikin Industries | 7,500 | 1,575,717 | |||||
Daito Trust Construction | 2,000 | 229,020 | |||||
Daiwa House Industry | 16,900 | 493,176 | |||||
Daiwa House REIT Investment | 67 | 199,683 | |||||
Daiwa Securities Group | 42,900 | 258,582 | |||||
Denso | 13,000 | 969,224 | |||||
Dentsu Group | 6,500 | 224,970 | |||||
Disco | 800 | 219,534 | |||||
East Japan Railway | 9,100 | 521,035 | |||||
Eisai | 7,100 | 358,789 | |||||
ENEOS Holdings | 92,126 | 364,467 | |||||
FANUC | 5,729 | 1,133,705 | |||||
Fast Retailing | 1,758 | 1,033,038 | |||||
Fuji Electric | 3,900 | 209,881 | |||||
FUJIFILM Holdings | 10,900 | 729,705 | |||||
Fujitsu | 5,880 | 775,537 | |||||
GLP J-REIT | 129 | 207,869 | |||||
GMO Payment Gateway | 1,200 | 104,900 | |||||
Hakuhodo DY Holdings | 7,100 | 108,845 | |||||
Hamamatsu Photonics K.K. | 4,300 | 220,210 | |||||
Hankyu Hanshin Holdings | 7,000 | 204,043 | |||||
Hikari Tsushin | 600 | 71,999 | |||||
Hino Motors | 8,800 | 76,401 | |||||
Hirose Electric | 933 | 139,385 | |||||
Hitachi | 29,080 | 1,515,789 | |||||
Hitachi Construction Machinery | 3,300 | 84,487 | |||||
Hitachi Metals | 6,600 | a | 118,823 | ||||
Honda Motor | 49,059 | 1,440,242 | |||||
Hoshizaki | 1,600 | 118,582 | |||||
Hoya | 11,100 | 1,437,377 | |||||
Hulic | 11,600 | 112,224 | |||||
Ibiden | 3,200 | 178,637 | |||||
Idemitsu Kosan | 6,075 | 154,793 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Japan - 22.2% (continued) | |||||||
Iida Group Holdings | 4,400 | 91,633 | |||||
Inpex | 30,300 | 304,225 | |||||
Isuzu Motors | 17,100 | 209,444 | |||||
Ito En | 1,600 | 86,469 | |||||
ITOCHU | 35,800 | 1,149,975 | |||||
Itochu Techno-Solutions | 3,000 | 81,846 | |||||
Japan Airlines | 4,400 | a | 83,066 | ||||
Japan Exchange Group | 15,500 | 319,747 | |||||
Japan Post Bank | 12,600 | 124,110 | |||||
Japan Post Holdings | 73,500 | 626,344 | |||||
Japan Post Insurance | 6,200 | 108,249 | |||||
Japan Real Estate Investment | 38 | 208,703 | |||||
Japan Retail Fund Investment | 211 | 177,832 | |||||
Japan Tobacco | 36,100 | 723,486 | |||||
JFE Holdings | 14,360 | a | 184,178 | ||||
JSR | 6,000 | 199,952 | |||||
Kajima | 13,900 | 168,009 | |||||
Kakaku.com | 4,100 | 84,838 | |||||
Kansai Paint | 5,500 | 114,201 | |||||
Kao | 14,300 | 715,534 | |||||
KDDI | 48,463 | 1,539,904 | |||||
Keio | 3,100 | 139,592 | |||||
Keisei Electric Railway | 3,900 | 110,317 | |||||
Keyence | 5,840 | 3,003,289 | |||||
Kikkoman | 4,300 | 325,373 | |||||
Kintetsu Group Holdings | 5,235 | a | 152,257 | ||||
Kirin Holdings | 24,700 | 395,799 | |||||
Kobayashi Pharmaceutical | 1,600 | 124,994 | |||||
Kobe Bussan | 4,200 | 130,787 | |||||
Koei Tecmo Holdings | 1,820 | 65,590 | |||||
Koito Manufacturing | 3,200 | 160,799 | |||||
Komatsu | 26,300 | 647,461 | |||||
Konami Holdings | 2,900 | 156,369 | |||||
Kose | 1,000 | 91,445 | |||||
Kubota | 30,900 | 662,973 | |||||
Kurita Water Industries | 3,000 | 122,987 | |||||
Kyocera | 9,600 | 592,613 | |||||
Kyowa Kirin | 7,905 | 198,265 | |||||
Lasertec | 2,300 | 515,536 | |||||
Lawson | 1,500 | 66,009 | |||||
Lion | 6,900 | 90,134 | |||||
LIXIL Group | 7,824 | 179,362 | |||||
M3 | 13,300 | 509,763 | |||||
Makita | 6,600 | 247,035 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Japan - 22.2% (continued) | |||||||
Marubeni | 47,200 | 488,825 | |||||
Mazda Motor | 17,500 | 135,574 | |||||
McDonald's Holdings | 2,400 | 104,745 | |||||
Medipal Holdings | 5,600 | 100,832 | |||||
MEIJI Holdings | 3,742 | 233,695 | |||||
Mercari | 3,000 | a | 113,179 | ||||
Minebea Mitsumi | 10,800 | 265,047 | |||||
MISUMI Group | 8,438 | 274,607 | |||||
Mitsubishi | 37,998 | 1,290,002 | |||||
Mitsubishi Chemical Holdings | 37,880 | 297,571 | |||||
Mitsubishi Electric | 54,900 | 688,650 | |||||
Mitsubishi Estate | 35,300 | 510,916 | |||||
Mitsubishi Gas Chemical | 4,900 | 93,691 | |||||
Mitsubishi HC Capital | 20,700 | 107,106 | |||||
Mitsubishi Heavy Industries | 9,870 | 267,353 | |||||
Mitsubishi UFJ Financial Group | 367,690 | 2,222,653 | |||||
Mitsui & Co. | 47,200 | 1,180,802 | |||||
Mitsui Chemicals | 5,300 | 141,506 | |||||
Mitsui Fudosan | 27,386 | 585,525 | |||||
Miura | 2,700 | 79,912 | |||||
Mizuho Financial Group | 72,950 | 984,369 | |||||
MonotaRO | 7,700 | 125,494 | |||||
MS&AD Insurance Group Holdings | 13,357 | 458,507 | |||||
Murata Manufacturing | 17,200 | 1,289,876 | |||||
NEC | 7,280 | 283,374 | |||||
NEXON | 15,000 | 283,317 | |||||
NGK Insulators | 8,000 | 135,530 | |||||
Nidec | 13,500 | 1,196,353 | |||||
Nihon M&A Center Holdings | 9,200 | 144,933 | |||||
Nintendo | 3,325 | 1,630,893 | |||||
Nippon Building Fund | 44 | 254,490 | |||||
Nippon Express Holdings | 2,352 | 138,365 | |||||
Nippon Paint Holdings | 21,000 | 167,923 | |||||
Nippon Prologis REIT | 63 | 196,667 | |||||
Nippon Shinyaku | 1,500 | 98,242 | |||||
Nippon Steel | 26,061 | 423,073 | |||||
Nippon Telegraph & Telephone | 38,700 | 1,102,883 | |||||
Nippon Yusen KK | 4,780 | 374,077 | |||||
Nissan Chemical | 3,700 | 201,368 | |||||
Nissan Motor | 70,600 | a | 375,733 | ||||
Nisshin Seifun Group | 6,038 | 84,838 | |||||
Nissin Foods Holdings | 1,900 | 135,012 | |||||
Nitori Holdings | 2,400 | 343,916 | |||||
Nitto Denko | 4,300 | 334,286 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Japan - 22.2% (continued) | |||||||
Nomura Holdings | 93,700 | 413,327 | |||||
Nomura Real Estate Holdings | 3,600 | 84,558 | |||||
Nomura Real Estate Master Fund | 124 | 171,808 | |||||
Nomura Research Institute | 10,049 | 353,568 | |||||
NTT Data | 19,000 | 365,098 | |||||
Obayashi | 20,000 | 162,046 | |||||
OBIC | 2,100 | 346,350 | |||||
Odakyu Electric Railway | 9,000 | 159,113 | |||||
Oji Holdings | 25,200 | 133,328 | |||||
Olympus | 33,200 | 744,409 | |||||
Omron | 5,500 | 401,895 | |||||
Ono Pharmaceutical | 10,900 | 263,282 | |||||
Open House | 2,500 | 128,902 | |||||
Oracle | 1,200 | 89,359 | |||||
Oriental Land | 6,000 | 1,047,099 | |||||
ORIX | 36,700 | 757,486 | |||||
Orix JREIT | 78 | 111,849 | |||||
Osaka Gas | 11,600 | 197,182 | |||||
Otsuka | 3,500 | 141,945 | |||||
Otsuka Holdings | 11,900 | 407,672 | |||||
Pan Pacific International Holdings | 12,700 | 171,345 | |||||
Panasonic | 66,395 | 729,379 | |||||
Persol Holdings | 5,100 | 131,345 | |||||
Pola Orbis Holdings | 2,800 | 41,696 | |||||
Rakuten | 25,700 | 222,848 | |||||
Recruit Holdings | 40,800 | 2,011,824 | |||||
Renesas Electronics | 38,300 | a | 440,880 | ||||
Resona Holdings | 61,100 | 262,362 | |||||
Ricoh | 20,600 | 173,995 | |||||
Rinnai | 1,100 | 98,636 | |||||
Rohm | 2,500 | 210,109 | |||||
Ryohin Keikaku | 7,800 | 111,970 | |||||
Santen Pharmaceutical | 11,100 | 126,424 | |||||
SBI Holdings | 7,430 | 191,557 | |||||
SCSK | 4,800 | 81,255 | |||||
Secom | 6,400 | 452,373 | |||||
Seiko Epson | 8,600 | 133,785 | |||||
Sekisui Chemical | 11,000 | 192,618 | |||||
Sekisui House | 18,800 | 381,145 | |||||
Seven & i Holdings | 22,760 | 1,112,235 | |||||
SG Holdings | 9,400 | 200,052 | |||||
Sharp | 6,600 | 73,384 | |||||
Shimadzu | 7,000 | 253,189 | |||||
Shimano | 2,200 | 495,336 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Japan - 22.2% (continued) | |||||||
Shimizu | 17,000 | 113,308 | |||||
Shin-Etsu Chemical | 10,700 | 1,791,904 | |||||
Shionogi & Co. | 7,900 | 444,241 | |||||
Shiseido | 12,000 | 607,257 | |||||
SMC | 1,700 | 950,925 | |||||
Softbank | 86,400 | 1,081,794 | |||||
SoftBank Group | 36,240 | 1,603,023 | |||||
Sohgo Security Services | 2,200 | 80,012 | |||||
Sompo Holdings | 9,470 | 443,096 | |||||
Sony Group | 37,980 | 4,243,059 | |||||
Square Enix Holdings | 2,600 | 127,277 | |||||
Stanley Electric | 3,900 | 91,269 | |||||
Subaru | 18,400 | 336,643 | |||||
Sumco | 9,800 | 180,459 | |||||
Sumitomo | 33,600 | 521,013 | |||||
Sumitomo Chemical | 45,700 | 229,946 | |||||
Sumitomo Dainippon Pharma | 5,500 | 60,101 | |||||
Sumitomo Electric Industries | 23,000 | 305,447 | |||||
Sumitomo Metal Mining | 7,600 | 349,510 | |||||
Sumitomo Mitsui Financial Group | 39,200 | 1,407,862 | |||||
Sumitomo Mitsui Trust Holdings | 9,964 | 345,493 | |||||
Sumitomo Realty & Development | 9,500 | 294,311 | |||||
Suntory Beverage & Food | 4,300 | 165,795 | |||||
Suzuki Motor | 11,200 | 478,196 | |||||
Sysmex | 5,100 | 484,254 | |||||
T&D Holdings | 15,800 | 233,446 | |||||
Taisei | 5,500 | 180,168 | |||||
Taisho Pharmaceutical Holdings | 1,200 | 58,963 | |||||
Taiyo Nippon Sanso | 4,700 | 93,313 | |||||
Takeda Pharmaceutical | 47,523 | 1,376,562 | |||||
TDK | 11,700 | 421,966 | |||||
Terumo | 19,400 | 709,142 | |||||
The Chiba Bank | 16,200 | 104,909 | |||||
The Kansai Electric Power Company | 21,699 | 205,117 | |||||
The Shizuoka Bank | 13,600 | 106,749 | |||||
TIS | 6,900 | 181,390 | |||||
Tobu Railway | 5,800 | 136,023 | |||||
Toho | 3,400 | 131,838 | |||||
Tokio Marine Holdings | 19,000 | 1,135,250 | |||||
Tokyo Century | 1,100 | 54,405 | |||||
Tokyo Electric Power Holdings | 47,172 | a | 125,711 | ||||
Tokyo Electron | 4,500 | 2,187,350 | |||||
Tokyo Gas | 11,000 | 222,179 | |||||
Tokyu | 15,310 | 203,600 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Japan - 22.2% (continued) | |||||||
Toppan Printing | 8,100 | 154,678 | |||||
Toray Industries | 42,700 | 271,397 | |||||
Toshiba | 12,300 | 509,757 | |||||
Tosoh | 8,000 | 125,179 | |||||
TOTO | 4,200 | 181,623 | |||||
Toyo Suisan Kaisha | 2,700 | 110,874 | |||||
Toyota Industries | 4,300 | 335,994 | |||||
Toyota Motor | 318,975 | 6,311,613 | |||||
Toyota Tsusho | 6,400 | 259,802 | |||||
Trend Micro | 4,100 | 218,011 | |||||
Tsuruha Holdings | 1,200 | 96,612 | |||||
Unicharm | 12,300 | 476,011 | |||||
USS | 6,700 | 109,627 | |||||
Welcia Holdings | 2,900 | 78,626 | |||||
West Japan Railway | 6,500 | 273,103 | |||||
Yakult Honsha | 3,800 | 192,927 | |||||
Yamaha | 4,100 | 186,692 | |||||
Yamaha Motor | 8,700 | 207,647 | |||||
Yamato Holdings | 8,500 | 181,365 | |||||
Yaskawa Electric | 7,100 | 298,116 | |||||
Yokogawa Electric | 7,000 | 114,820 | |||||
Z Holdings | 80,000 | 408,750 | |||||
ZOZO | 3,800 | 101,211 | |||||
112,307,725 | |||||||
Jordan - .0% | |||||||
Hikma Pharmaceuticals | 4,997 | a | 140,432 | ||||
Luxembourg - .3% | |||||||
ArcelorMittal | 20,193 | a | 602,401 | ||||
Aroundtown | 30,526 | a | 187,347 | ||||
Eurofins Scientific | 3,988 | a | 400,015 | ||||
Tenaris | 14,173 | 172,221 | |||||
1,361,984 | |||||||
Macau - .0% | |||||||
Sands China | 69,813 | a | 195,843 | ||||
Netherlands - 6.1% | |||||||
ABN AMRO Bank-CVA | 12,362 | a,c | 198,682 | ||||
Adyen | 595 | a,c | 1,213,319 | ||||
Aegon | 54,220 | a | 306,663 | ||||
Akzo Nobel | 5,632 | a | 583,261 | ||||
argenx | 1,370 | a | 365,242 | ||||
ASM International | 1,421 | a | 493,596 | ||||
ASML Holding | 12,433 | 8,504,187 | |||||
Euronext | 2,618 | a,c | 252,064 | ||||
EXOR | 3,213 | a | 269,512 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Netherlands - 6.1% (continued) | |||||||
Heineken | 7,827 | a | 840,215 | ||||
Heineken Holding | 3,430 | a | 301,128 | ||||
IMCD | 1,692 | a | 291,861 | ||||
ING Groep | 117,430 | a | 1,733,566 | ||||
JDE Peet's | 3,145 | 94,134 | |||||
Just Eat Takeaway.com | 5,505 | a,c | 272,374 | ||||
Koninklijke Ahold Delhaize | 31,455 | a | 1,019,749 | ||||
Koninklijke DSM | 5,257 | a | 990,098 | ||||
Koninklijke KPN | 102,069 | 335,973 | |||||
Koninklijke Philips | 27,456 | 910,897 | |||||
NN Group | 8,065 | a | 451,902 | ||||
Prosus | 28,068 | a | 2,337,957 | ||||
QIAGEN | 6,979 | a | 342,999 | ||||
Randstad | 3,622 | a | 236,422 | ||||
Shell | 232,737 | 5,905,209 | |||||
Stellantis | 14,164 | a | 274,528 | ||||
Stellantis | 47,063 | a | 909,582 | ||||
Universal Music Group | 21,781 | a | 541,023 | ||||
Wolters Kluwer | 7,993 | a | 814,328 | ||||
30,790,471 | |||||||
New Zealand - .2% | |||||||
Auckland International Airport | 38,186 | a | 180,773 | ||||
Fisher & Paykel Healthcare | 17,351 | 319,481 | |||||
Mercury NZ | 20,464 | a | 74,939 | ||||
Meridian Energy | 39,215 | a | 112,879 | ||||
Ryman Healthcare | 13,042 | 84,948 | |||||
Spark New Zealand | 54,826 | a | 156,385 | ||||
Xero | 3,982 | a | 323,082 | ||||
1,252,487 | |||||||
Norway - .7% | |||||||
Adevinta | 7,205 | a | 75,586 | ||||
Aker BP | 3,750 | 129,525 | |||||
DNB Bank | 27,969 | a | 665,266 | ||||
Equinor | 29,397 | 809,844 | |||||
Gjensidige Forsikring | 6,028 | 147,064 | |||||
Mowi | 13,138 | 322,639 | |||||
Norsk Hydro | 40,004 | a | 307,186 | ||||
Orkla | 23,219 | a | 221,855 | ||||
Schibsted, Cl. A | 2,247 | a | 66,492 | ||||
Schibsted, Cl. B | 3,026 | a | 79,776 | ||||
Telenor | 21,282 | a | 351,198 | ||||
Yara International | 5,025 | a | 258,277 | ||||
3,434,708 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Poland - .0% | |||||||
InPost | 6,142 | a | 50,085 | ||||
Portugal - .2% | |||||||
Banco Espirito Santo | 118,053 | a,e | 0 | ||||
EDP - Energias de Portugal | 84,471 | a | 433,648 | ||||
Galp Energia | 14,452 | 159,345 | |||||
Jeronimo Martins | 8,248 | a | 198,440 | ||||
791,433 | |||||||
Singapore - 1.2% | |||||||
Ascendas Real Estate Investment Trust | 102,527 | a | 209,881 | ||||
CapitaLand Integrated Commercial Trust | 148,477 | 213,636 | |||||
Capitaland Investment | 80,000 | a | 204,812 | ||||
City Developments | 12,500 | a,b | 65,325 | ||||
DBS Group Holdings | 54,848 | 1,436,821 | |||||
Genting Singapore | 169,527 | a | 92,257 | ||||
Keppel | 44,400 | 185,989 | |||||
Mapletree Commercial Trust | 63,900 | 85,264 | |||||
Mapletree Logistics Trust | 90,311 | 113,201 | |||||
Oversea-Chinese Banking | 101,824 | a | 943,001 | ||||
Sea, ADR | 4,210 | a | 632,805 | ||||
Singapore Airlines | 41,233 | b | 153,160 | ||||
Singapore Exchange | 24,300 | 167,814 | |||||
Singapore Technologies Engineering | 48,100 | a | 133,114 | ||||
Singapore Telecommunications | 247,351 | 445,898 | |||||
United Overseas Bank | 35,463 | a | 788,619 | ||||
UOL Group | 14,011 | a | 75,733 | ||||
Venture | 8,500 | a | 111,131 | ||||
Wilmar International | 55,700 | a | 176,500 | ||||
6,234,961 | |||||||
Spain - 2.4% | |||||||
ACS Actividades de Construccion y Servicios | 7,348 | 185,545 | |||||
Aena SME | 2,229 | a,c | 361,770 | ||||
Amadeus IT Group | 13,601 | a | 933,146 | ||||
Banco Bilbao Vizcaya Argentaria | 201,923 | a | 1,285,217 | ||||
Banco Santander | 521,592 | a | 1,828,328 | ||||
CaixaBank | 134,250 | a | 431,273 | ||||
Cellnex Telecom | 15,567 | c | 709,897 | ||||
EDP Renovaveis | 8,852 | a | 187,474 | ||||
Enagas | 8,154 | 176,710 | |||||
Endesa | 9,315 | 209,627 | |||||
Ferrovial | 15,010 | 417,201 | |||||
Grifols | 8,920 | a | 157,175 | ||||
Iberdrola | 179,531 | 2,073,907 | |||||
Iberdrola | 2,992 | a | 34,151 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Spain - 2.4% (continued) | |||||||
Industria de Diseno Textil | 32,808 | a | 991,280 | ||||
Natural Energy Group | 5,946 | b | 188,891 | ||||
Red Electrica | 12,779 | 257,873 | |||||
Repsol | 44,190 | 559,896 | |||||
Siemens Gamesa Renewable Energy | 7,150 | a,b | 155,763 | ||||
Telefonica | 162,335 | a | 758,351 | ||||
11,903,475 | |||||||
Sweden - 3.5% | |||||||
Alfa Laval | 9,579 | a | 324,101 | ||||
Assa Abloy, Cl. B | 30,273 | 829,373 | |||||
Atlas Copco, Cl. A | 20,199 | 1,187,162 | |||||
Atlas Copco, Cl. B | 11,853 | 603,801 | |||||
Boliden | 8,348 | a | 337,238 | ||||
Electrolux, Cl. B | 6,780 | 140,504 | |||||
Embracer Group | 14,221 | a,b | 142,198 | ||||
Epiroc, Cl. A | 19,710 | 418,949 | |||||
Epiroc, Cl. B | 11,938 | 215,437 | |||||
EQT | 9,041 | 352,414 | |||||
Essity, Cl. B | 18,269 | 514,276 | |||||
Evolution | 5,176 | a,c | 642,707 | ||||
Fastighets AB Balder, CI. B | 3,213 | a | 212,133 | ||||
Getinge, Cl. B | 6,798 | 266,468 | |||||
Hennes & Mauritz, Cl. B | 22,288 | 441,688 | |||||
Hexagon, Cl. B | 59,259 | a | 800,660 | ||||
Husqvarna, Cl. B | 12,603 | a | 175,999 | ||||
Industrivarden, Cl. A | 4,011 | a | 126,536 | ||||
Industrivarden, Cl. C | 4,879 | a | 151,342 | ||||
Investment AB Latour, Cl. B | 4,286 | a | 132,883 | ||||
Investor, Cl. A | 14,834 | 338,646 | |||||
Investor, Cl. B | 54,802 | 1,192,775 | |||||
Kinnevik, Cl. B | 7,163 | a | 214,864 | ||||
L E Lundbergforetagen, Cl. B | 2,270 | a | 116,303 | ||||
Lifco, Cl. B | 6,819 | a | 159,084 | ||||
Lundin Energy | 6,060 | 245,256 | |||||
Nibe Industrier, Cl. B | 42,834 | a | 405,682 | ||||
Sagax, Cl. B | 4,921 | a | 142,619 | ||||
Sandvik | 33,958 | 893,147 | |||||
Securitas, Cl. B | 9,391 | a | 113,427 | ||||
Sinch | 15,770 | a,c | 161,432 | ||||
Skandinaviska Enskilda Banken, Cl. A | 48,959 | 631,196 | |||||
Skanska, Cl. B | 10,094 | a | 246,819 | ||||
SKF, Cl. B | 11,377 | a | 250,075 | ||||
Svenska Cellulosa, Cl. B | 18,502 | 321,913 | |||||
Svenska Handelsbanken, Cl. A | 43,552 | a | 463,059 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Sweden - 3.5% (continued) | |||||||
Swedbank, Cl. A | 27,154 | 531,553 | |||||
Swedish Match | 48,099 | a | 370,543 | ||||
Tele2, Cl. B | 15,416 | 223,777 | |||||
Telefonaktiebolaget LM Ericsson, Cl. B | 87,794 | 1,089,610 | |||||
Telia | 79,100 | 311,516 | |||||
Volvo, Cl. A | 6,036 | 137,567 | |||||
Volvo, Cl. B | 43,209 | 974,335 | |||||
17,551,067 | |||||||
Switzerland - 10.6% | |||||||
ABB | 49,406 | a | 1,707,618 | ||||
Adecco Group | 4,695 | a | 223,512 | ||||
Alcon | 15,031 | a | 1,159,176 | ||||
Bachem Holding | 191 | a | 113,366 | ||||
Baloise Holding | 1,404 | a | 245,833 | ||||
Barry Callebaut | 110 | 252,769 | |||||
Chocoladefabriken Lindt & Spruengli | 3 | a | 345,345 | ||||
Chocoladefabriken Lindt & Spruengli-PC | 32 | a | 372,523 | ||||
Cie Financiere Richemont, CI. A | 15,701 | a | 2,276,953 | ||||
Clariant | 6,610 | a | 140,125 | ||||
Coca-Cola HBC | 5,877 | a | 194,906 | ||||
Credit Suisse Group | 79,475 | a | 753,437 | ||||
EMS-Chemie Holding | 215 | a | 217,483 | ||||
Geberit | 1,079 | a | 733,344 | ||||
Givaudan | 277 | 1,149,121 | |||||
Glencore | 300,364 | a | 1,569,980 | ||||
Holcim | 15,704 | a | 848,908 | ||||
Julius Baer Group | 6,603 | a | 431,326 | ||||
Kuehne + Nagel International | 1,660 | a | 470,438 | ||||
Logitech International | 5,158 | a | 433,379 | ||||
Lonza Group | 2,240 | 1,541,865 | |||||
Nestle | 84,673 | a | 10,908,586 | ||||
Novartis | 65,903 | a | 5,729,828 | ||||
Partners Group Holding | 683 | a | 950,268 | ||||
Roche Holding | 21,133 | a | 8,171,412 | ||||
Roche Holding-BR | 978 | a | 402,262 | ||||
Schindler Holding | 612 | a | 153,540 | ||||
Schindler Holding-PC | 1,244 | a | 311,544 | ||||
SGS | 179 | 510,456 | |||||
Sika | 4,265 | a | 1,492,739 | ||||
Sonova Holding | 1,663 | a | 590,811 | ||||
STMicroelectronics | 20,542 | 965,360 | |||||
Straumann Holding | 310 | a | 512,476 | ||||
Swiss Life Holding | 946 | a | 607,874 | ||||
Swiss Prime Site | 2,321 | a | 229,342 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
Switzerland - 10.6% (continued) | |||||||
Swiss Re | 9,073 | a | 984,643 | ||||
Swisscom | 780 | a | 444,948 | ||||
Temenos | 2,042 | a | 244,362 | ||||
The Swatch Group | 1,532 | a | 85,840 | ||||
The Swatch Group-BR | 884 | a | 257,509 | ||||
UBS Group | 105,798 | 1,961,591 | |||||
VAT Group | 809 | a,c | 329,151 | ||||
Vifor Pharma | 1,448 | a | 256,094 | ||||
Zurich Insurance Group | 4,526 | a | 2,161,198 | ||||
53,443,241 | |||||||
United Arab Emirates - .0% | |||||||
NMC Health | 4,176 | a,e | 1 | ||||
United Kingdom - 13.2% | |||||||
3i Group | 29,533 | 550,236 | |||||
abrdn | 63,870 | a | 208,442 | ||||
Admiral Group | 5,849 | a | 248,395 | ||||
Anglo American | 38,870 | a | 1,704,535 | ||||
Ashtead Group | 13,541 | 967,305 | |||||
Associated British Foods | 10,625 | 279,600 | |||||
AstraZeneca | 46,596 | a | 5,406,902 | ||||
Auto Trader Group | 29,118 | c | 263,256 | ||||
AVEVA Group | 3,633 | 143,795 | |||||
Aviva | 117,654 | a | 693,661 | ||||
BAE Systems | 96,818 | a | 755,416 | ||||
Barclays | 508,997 | a | 1,368,166 | ||||
Barratt Developments | 31,059 | a | 257,341 | ||||
BP | 605,218 | 3,121,890 | |||||
British American Tobacco | 65,570 | 2,790,714 | |||||
BT Group | 268,110 | b | 709,901 | ||||
Bunzl | 10,035 | 375,077 | |||||
Burberry Group | 12,062 | 304,454 | |||||
CNH Industrial | 31,255 | a | 473,493 | ||||
Coca-Cola European Partners | 6,242 | 356,730 | |||||
Compass Group | 53,552 | 1,215,582 | |||||
Croda International | 4,183 | a | 450,680 | ||||
Diageo | 70,203 | 3,538,716 | |||||
Entain | 17,431 | a | 376,613 | ||||
Evraz | 14,456 | 98,678 | |||||
Ferguson | 6,672 | a | 1,050,267 | ||||
GlaxoSmithKline | 151,350 | 3,349,383 | |||||
Halma | 11,334 | 384,166 | |||||
Hargreaves Lansdown | 10,750 | a | 194,699 | ||||
HSBC Holdings | 614,403 | a | 4,403,699 | ||||
Imperial Brands | 28,434 | 672,042 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
United Kingdom - 13.2% (continued) | |||||||
Informa | 45,780 | a | 346,977 | ||||
InterContinental Hotels Group | 5,598 | a | 369,702 | ||||
Intertek Group | 4,928 | a | 356,653 | ||||
J Sainsbury | 53,618 | 210,491 | |||||
JD Sports Fashion | 78,802 | a | 201,606 | ||||
Johnson Matthey | 5,795 | 152,786 | |||||
Kingfisher | 62,799 | a | 282,210 | ||||
Land Securities Group | 21,343 | 228,201 | |||||
Legal & General Group | 179,712 | a | 701,104 | ||||
Lloyds Banking Group | 2,134,977 | a | 1,486,405 | ||||
London Stock Exchange Group | 9,937 | a | 970,637 | ||||
M&G | 76,286 | a | 223,782 | ||||
Melrose Industries | 132,736 | a | 270,222 | ||||
Mondi | 14,420 | a | 360,733 | ||||
National Grid | 113,853 | 1,663,473 | |||||
Natwest Group | 172,303 | a | 567,467 | ||||
Next | 4,058 | 412,952 | |||||
Ocado Group | 14,858 | a | 302,554 | ||||
Pearson | 22,761 | a | 188,973 | ||||
Persimmon | 9,750 | a | 316,635 | ||||
Phoenix Group Holdings | 19,827 | a | 177,708 | ||||
Prudential | 78,676 | a | 1,323,234 | ||||
Reckitt Benckiser Group | 21,483 | a | 1,742,235 | ||||
RELX | 58,167 | a | 1,782,893 | ||||
Rentokil Initial | 55,420 | a | 387,521 | ||||
Rio Tinto | 33,782 | a | 2,379,916 | ||||
Rolls-Royce Holdings | 249,627 | a | 389,684 | ||||
Schroders | 3,753 | a | 172,078 | ||||
Segro | 36,122 | a | 633,780 | ||||
Severn Trent | 7,469 | 289,199 | |||||
Smith & Nephew | 26,275 | a | 446,398 | ||||
Smiths Group | 11,727 | a | 247,169 | ||||
Spirax-Sarco Engineering | 2,205 | a | 395,487 | ||||
SSE | 31,404 | 670,784 | |||||
St. James's Place | 16,043 | a | 330,869 | ||||
Standard Chartered | 78,647 | a | 575,718 | ||||
Taylor Wimpey | 108,331 | a | 221,817 | ||||
Tesco | 233,579 | a | 935,050 | ||||
The Berkeley Group Holdings | 3,416 | a | 194,409 | ||||
The British Land Company | 26,588 | 198,314 | |||||
The Sage Group | 32,145 | 313,274 | |||||
Unilever | 26,104 | 1,327,145 | |||||
Unilever | 51,955 | 2,638,088 | |||||
United Utilities Group | 20,712 | 297,956 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.0% (continued) | |||||||
United Kingdom - 13.2% (continued) | |||||||
Vodafone Group | 831,333 | 1,462,612 | |||||
Whitbread | 6,142 | a | 252,481 | ||||
WPP | 36,061 | a | 563,040 | ||||
66,676,256 | |||||||
Total Common Stocks (cost $289,613,168) | 496,253,716 | ||||||
Preferred Dividend | |||||||
Preferred Stocks - .5% | |||||||
Germany - .5% | |||||||
Bayerische Motoren Werke | 2.45 | 1,689 | a | 144,477 | |||
Fuchs Petrolub | 2.66 | 2,057 | a | 88,598 | |||
Henkel & Co. | 2.54 | 5,366 | a | 436,961 | |||
Porsche Automobil Holding | 2.56 | 4,568 | a | 423,972 | |||
Sartorius | 0.17 | 784 | a | 419,716 | |||
Volkswagen | 2.64 | 5,618 | a | 1,157,797 | |||
Total Preferred Stocks (cost $1,348,008) | 2,671,521 | ||||||
Number of Rights | |||||||
Rights - .0% | |||||||
Spain - .0% | |||||||
ACS
Actividades de Construccion y Servicios expiring 2/3/2022 | 7,348 | 3,678 | |||||
1-Day | |||||||
Investment Companies - .8% | |||||||
Registered Investment Companies - .8% | |||||||
Dreyfus Institutional Preferred Government
Plus Money Market Fund, Institutional Shares | 0.09 | 3,873,686 | f | 3,873,686 | |||
Investment of Cash Collateral for Securities Loaned - .9% | |||||||
Registered Investment Companies - .9% | |||||||
Dreyfus Institutional Preferred Government
Plus Money Market Fund, SL Shares | 0.09 | 4,528,258 | f | 4,528,258 | |||
Total Investments (cost $299,367,052) | 100.2% | 507,330,859 | |||||
Liabilities, Less Cash and Receivables | (.2%) | (1,085,661) | |||||
Net Assets | 100.0% | 506,245,198 |
ADR—American Depository Receipt
BR—Bearer Certificate
CDI—Chess Depository Interest
CVA—Company Voluntary Arrangement
STATEMENT OF INVESTMENTS (Unaudited) (continued)
PC—Participation Certificate
REIT—Real Estate Investment Trust
RSP—Risparmio (Savings) Shares
a Non-income producing security.
b Security, or portion thereof, on loan. At January 31, 2022, the value of the fund’s securities on loan was $7,530,866 and the value of the collateral was $7,844,921, consisting of cash collateral of $4,528,258 and U.S. Government & Agency securities valued at $3,316,663. In addition, the value of collateral may include pending sales that are also on loan.
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 January 31, 2022, these securities were valued at $8,586,716 or 1.7% of net assets.
d The valuation of this security has been determined in good faith by management under the direction of the Board of Directors. At January 31, 2022, the value of these securities amounted to $147,426 or ..03% of net assets.
e The fund held Level 3 securities at January 31, 2022. These securities were valued at $1 or .0% of net assets.
f Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.
STATEMENT
OF FINANCIAL FUTURES
BNY Mellon International Stock Index Fund
January 31, 2022 (Unaudited)
Description | Number
of | Expiration | Notional | Market | Unrealized (Depreciation) ($) | |
Futures Long | ||||||
MSCI EAFE Index | 43 | 3/18/2022 | 4,982,781 | 4,805,895 | (176,886) | |
Gross Unrealized Depreciation | (176,886) |
See notes to financial statements.
STATEMENT
OF INVESTMENTS
BNY Mellon International Stock Index Fund
January 31, 2022 (Unaudited)
The following is a summary of the inputs used as of January 31, 2022 in valuing the fund’s investments:
Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | Total | |||
Assets ($) | ||||||
Investments in Securities:† | ||||||
Equity Securities - Common Stocks | 4,490,061 | 491,763,654 | †† | 1 | 496,253,716 | |
Equity Securities - Preferred Stocks | - | 2,671,521 | †† | - | 2,671,521 | |
Investment Companies | 8,401,944 | - | - | 8,401,944 | ||
Rights | - | 3,678 | †† | - | 3,678 | |
Liabilities ($) | ||||||
Other Financial Instruments: | ||||||
Futures††† | (176,886) | - | - | (176,886) |
† 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 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 January 31, 2022 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 January 31, 2022, accumulated net unrealized appreciation on investments was $207,963,807, consisting of $229,179,264 gross unrealized appreciation and $21,215,457 gross unrealized depreciation.
At January 31, 2022, 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.