STATEMENT OF INVESTMENTS
BNY Mellon International Stock Index Fund
January 31, 2024 (Unaudited)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% | |||||||
Australia - 7.1% | |||||||
Ampol Ltd. | 4,587 | a | 109,197 | ||||
ANZ Group Holdings Ltd. | 59,064 | 1,048,264 | |||||
APA Group | 25,228 | 140,160 | |||||
Aristocrat Leisure Ltd. | 11,631 | 335,224 | |||||
ASX Ltd. | 3,934 | a | 168,395 | ||||
Aurizon Holdings Ltd. | 34,669 | a | 85,642 | ||||
BHP Group Ltd. | 63,529 | a | 1,955,993 | ||||
BHP Group Ltd. | 36,089 | a | 1,107,511 | ||||
BlueScope Steel Ltd. | 8,837 | a | 135,811 | ||||
Brambles Ltd. | 26,994 | a | 258,259 | ||||
CAR Group Ltd. | 7,053 | a | 151,391 | ||||
Cochlear Ltd. | 1,295 | a | 256,904 | ||||
Coles Group Ltd. | 26,687 | a | 276,871 | ||||
Commonwealth Bank of Australia | 32,942 | a | 2,524,151 | ||||
Computershare Ltd. | 10,698 | a | 178,209 | ||||
CSL Ltd. | 9,494 | a | 1,865,100 | ||||
Dexus | 21,094 | 107,022 | |||||
Ebos Group Ltd. | 3,169 | a,b | 72,567 | ||||
Endeavour Group Ltd. | 27,689 | a | 101,392 | ||||
Fortescue Ltd. | 33,282 | a | 646,655 | ||||
Goodman Group | 33,476 | 554,497 | |||||
IDP Education Ltd. | 4,968 | a | 63,553 | ||||
Igo Ltd. | 13,676 | a | 66,478 | ||||
Insurance Australia Group Ltd. | 47,138 | a | 185,706 | ||||
Macquarie Group Ltd. | 7,216 | 900,055 | |||||
Medibank Private Ltd. | 52,681 | a | 132,437 | ||||
Mineral Resources Ltd. | 3,576 | a | 138,206 | ||||
Mirvac Group | 79,418 | 112,064 | |||||
National Australia Bank Ltd. | 61,494 | 1,304,654 | |||||
Northern Star Resources Ltd. | 22,325 | a | 190,856 | ||||
Orica Ltd. | 9,143 | 96,550 | |||||
Origin Energy Ltd. | 33,577 | 187,936 | |||||
Pilbara Minerals Ltd. | 54,615 | a,b | 124,375 | ||||
Qantas Airways Ltd. | 16,245 | a | 58,754 | ||||
QBE Insurance Group Ltd. | 29,765 | a | 309,360 | ||||
Ramsay Health Care Ltd. | 3,516 | a | 117,507 | ||||
REA Group Ltd. | 1,036 | a,b | 123,415 | ||||
Reece Ltd. | 4,215 | a | 62,202 | ||||
Rio Tinto Ltd. | 7,365 | a | 639,084 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Australia - 7.1% (continued) | |||||||
Santos Ltd. | 64,781 | a | 332,114 | ||||
Scentre Group | 103,453 | a | 205,349 | ||||
SEEK Ltd. | 7,249 | a | 119,106 | ||||
Sonic Healthcare Ltd. | 8,733 | a | 182,501 | ||||
South32 Ltd. | 89,088 | a | 196,150 | ||||
Stockland | 45,544 | 135,820 | |||||
Suncorp Group Ltd. | 25,269 | a | 234,428 | ||||
Telstra Group Ltd. | 80,582 | a | 212,435 | ||||
The GPT Group | 37,508 | 113,678 | |||||
The Lottery Corp. Ltd. | 44,705 | a | 147,728 | ||||
Transurban Group | 60,685 | 534,332 | |||||
Treasury Wine Estates Ltd. | 15,691 | a | 110,107 | ||||
Vicinity Centres | 74,809 | a | 99,729 | ||||
Washington H Soul Pattinson & Co. Ltd. | 4,440 | 99,672 | |||||
Wesfarmers Ltd. | 22,297 | a | 848,329 | ||||
Westpac Banking Corp. | 68,965 | 1,087,035 | |||||
WiseTech Global Ltd. | 3,241 | a | 152,528 | ||||
Woodside Energy Group Ltd. | 11,479 | a | 240,343 | ||||
Woodside Energy Group Ltd. | 25,838 | a | 541,544 | ||||
Woolworths Group Ltd. | 24,008 | a | 563,566 | ||||
23,048,901 | |||||||
Austria - .2% | |||||||
Erste Group Bank AG | 6,736 | a | 291,466 | ||||
OMV AG | 2,798 | a | 124,455 | ||||
Verbund AG | 1,286 | a | 104,692 | ||||
Voestalpine AG | 2,414 | a | 71,271 | ||||
591,884 | |||||||
Belgium - .8% | |||||||
Ageas SA | 3,235 | a | 138,561 | ||||
Anheuser-Busch InBev SA | 17,071 | a | 1,056,322 | ||||
D'ieteren Group | 400 | a | 80,555 | ||||
Elia Group SA | 602 | 72,467 | |||||
Groupe Bruxelles Lambert NV | 291 | a | 22,007 | ||||
Groupe Bruxelles Lambert NV | 1,430 | a | 108,146 | ||||
KBC Group NV | 4,968 | 323,792 | |||||
Lotus Bakeries NV | 8 | a | 68,207 | ||||
Sofina SA | 313 | a | 74,614 | ||||
Syensqo SA | 1,431 | a | 127,569 | ||||
UCB SA | 2,507 | a | 235,184 | ||||
Umicore SA | 4,287 | a | 97,395 | ||||
Warehouses De Pauw, CVA | 3,420 | 99,760 | |||||
2,504,579 | |||||||
Chile - .1% | |||||||
Antofagasta PLC | 7,761 | a | 168,792 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Denmark - 3.5% | |||||||
AP Moller - Maersk A/S, Cl. A | 57 | a | 103,350 | ||||
AP Moller - Maersk A/S, Cl. B | 94 | a | 173,358 | ||||
Carlsberg AS, Cl. B | 1,943 | a | 249,905 | ||||
Coloplast A/S, Cl. B | 2,647 | 305,491 | |||||
Danske Bank A/S | 13,744 | a | 369,806 | ||||
Demant A/S | 1,963 | a | 88,985 | ||||
DSV A/S | 3,658 | 654,077 | |||||
Genmab A/S | 1,283 | a | 355,076 | ||||
Novo Nordisk A/S, Cl. B | 64,136 | 7,324,989 | |||||
Novozymes A/S, Cl. B | 7,227 | a,b | 370,315 | ||||
Orsted AS | 3,730 | a,c | 205,646 | ||||
Pandora A/S | 1,658 | a | 242,432 | ||||
Rockwool A/S, Cl. B | 170 | a | 46,372 | ||||
Tryg A/S | 7,078 | 151,392 | |||||
Vestas Wind Systems A/S | 20,011 | a | 560,535 | ||||
11,201,729 | |||||||
Finland - 1.0% | |||||||
Elisa OYJ | 2,772 | 126,080 | |||||
Fortum OYJ | 8,548 | a | 116,562 | ||||
Kesko OYJ, Cl. B | 5,455 | 106,129 | |||||
Kone OYJ, Cl. B | 6,773 | 335,207 | |||||
Metso OYJ | 13,019 | 129,792 | |||||
Neste OYJ | 8,297 | a | 285,912 | ||||
Nokia OYJ | 107,488 | 388,467 | |||||
Nordea Bank Abp | 62,832 | a | 773,805 | ||||
Orion OYJ, Cl. B | 2,134 | a | 98,357 | ||||
Sampo OYJ, Cl. A | 8,818 | a | 369,583 | ||||
Stora Enso OYJ, Cl. R | 11,173 | 141,569 | |||||
UPM-Kymmene OYJ | 10,635 | 386,902 | |||||
Wartsila OYJ Abp | 9,049 | 133,415 | |||||
3,391,780 | |||||||
France - 11.6% | |||||||
Accor SA | 3,817 | a | 150,613 | ||||
Aeroports de Paris SA | 621 | a | 82,909 | ||||
Air Liquide SA | 10,293 | a | 1,929,308 | ||||
Airbus SE | 11,650 | a | 1,860,427 | ||||
Alstom SA | 5,765 | a | 72,846 | ||||
Amundi SA | 1,151 | a,c | 77,893 | ||||
Arkema SA | 1,164 | a | 126,446 | ||||
AXA SA | 35,455 | a | 1,193,646 | ||||
BioMerieux | 830 | a | 89,312 | ||||
BNP Paribas SA | 20,645 | 1,388,186 | |||||
Bollore SE | 14,626 | a | 96,555 | ||||
Bouygues SA | 3,766 | a | 138,014 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
France - 11.6% (continued) | |||||||
Bureau Veritas SA | 5,977 | a | 158,421 | ||||
Capgemini SE | 3,070 | a | 687,246 | ||||
Carrefour SA | 11,012 | a | 188,071 | ||||
Cie Generale des Etablissements Michelin SCA | 13,300 | a | 442,961 | ||||
Compagnie de Saint-Gobain SA | 9,041 | a | 640,233 | ||||
Covivio SA | 951 | a | 46,194 | ||||
Credit Agricole SA | 21,185 | a | 305,372 | ||||
Danone SA | 12,654 | a | 843,870 | ||||
Dassault Aviation SA | 410 | a | 77,758 | ||||
Dassault Systemes SE | 13,133 | a | 684,411 | ||||
Edenred SE | 4,842 | a | 289,930 | ||||
Eiffage SA | 1,493 | a | 155,739 | ||||
Engie SA | 35,896 | a | 573,027 | ||||
EssilorLuxottica SA | 5,795 | a | 1,139,338 | ||||
Eurazeo SE | 811 | a | 68,866 | ||||
Gecina SA | 897 | a | 99,220 | ||||
Getlink SE | 7,252 | a | 124,879 | ||||
Hermes International SCA | 622 | a | 1,312,976 | ||||
Ipsen SA | 734 | a | 84,627 | ||||
Kering SA | 1,452 | 598,964 | |||||
Klepierre SA | 4,330 | a | 111,843 | ||||
La Francaise des Jeux SAEM | 2,092 | a,c | 85,076 | ||||
Legrand SA | 5,210 | a | 506,618 | ||||
L'Oreal SA | 4,740 | a | 2,272,972 | ||||
LVMH Moet Hennessy Louis Vuitton SE | 5,427 | 4,513,639 | |||||
Orange SA | 36,739 | 436,745 | |||||
Pernod Ricard SA | 4,000 | 658,330 | |||||
Publicis Groupe SA | 4,478 | a | 449,476 | ||||
Remy Cointreau SA | 485 | a | 49,084 | ||||
Renault SA | 3,890 | a | 145,858 | ||||
Safran SA | 6,718 | a | 1,258,011 | ||||
Sanofi SA | 22,371 | a | 2,246,307 | ||||
Sartorius Stedim Biotech | 557 | a | 150,142 | ||||
Schneider Electric SE | 10,695 | a | 2,107,852 | ||||
SEB SA | 480 | a | 58,726 | ||||
Societe Generale SA | 14,440 | a | 370,845 | ||||
Sodexo SA | 1,713 | 193,502 | |||||
STMicroelectronics NV | 13,343 | 585,847 | |||||
Teleperformance SE | 1,143 | a | 179,339 | ||||
Thales SA | 2,088 | 305,410 | |||||
TotalEnergies SE | 45,038 | 2,933,236 | |||||
Unibail-Rodamco-Westfield | 2,317 | a | 165,739 | ||||
Veolia Environnement SA | 13,542 | a | 441,097 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
France - 11.6% (continued) | |||||||
Vinci SA | 9,978 | 1,262,375 | |||||
Vivendi SE | 13,566 | a | 154,013 | ||||
Worldline SA | 4,538 | a,c | 61,617 | ||||
37,431,957 | |||||||
Germany - 7.8% | |||||||
adidas AG | 3,213 | a | 611,374 | ||||
Allianz SE | 7,926 | a | 2,122,240 | ||||
BASF SE | 17,541 | a | 842,791 | ||||
Bayer AG | 19,241 | a | 598,963 | ||||
Bayerische Motoren Werke AG | 6,267 | a | 653,724 | ||||
Bechtle AG | 1,673 | a | 87,349 | ||||
Beiersdorf AG | 1,945 | a | 285,739 | ||||
Brenntag SE | 2,679 | a | 238,126 | ||||
Carl Zeiss Meditec AG-BR | 751 | 79,991 | |||||
Commerzbank AG | 21,060 | a | 243,387 | ||||
Continental AG | 2,224 | a | 182,808 | ||||
Covestro AG | 3,797 | a,c | 201,315 | ||||
Daimler Truck Holding AG | 10,090 | a | 362,676 | ||||
Delivery Hero SE | 3,406 | a,c | 78,400 | ||||
Deutsche Bank AG | 38,093 | 495,712 | |||||
Deutsche Boerse AG | 3,734 | a | 745,196 | ||||
Deutsche Lufthansa AG | 12,026 | a | 100,571 | ||||
Deutsche Telekom AG | 63,700 | 1,565,751 | |||||
DHL Group | 19,481 | a | 937,426 | ||||
E.ON SE | 44,494 | a | 603,934 | ||||
Evonik Industries AG | 4,408 | a | 81,917 | ||||
Fresenius Medical Care AG & Co. KGaA | 4,135 | a | 160,581 | ||||
Fresenius SE & Co. KGaA | 8,338 | a | 234,562 | ||||
GEA Group AG | 3,240 | a | 130,250 | ||||
Hannover Rueck SE | 1,164 | a | 279,094 | ||||
Heidelberg Materials AG | 2,694 | a | 250,014 | ||||
HelloFresh SE | 3,206 | a | 42,760 | ||||
Henkel AG & Co. KGaA | 2,090 | a | 143,346 | ||||
Infineon Technologies AG | 25,666 | 935,904 | |||||
Knorr-Bremse AG | 1,450 | a | 89,708 | ||||
LEG Immobilien SE | 1,500 | a | 125,263 | ||||
Mercedes-Benz Group AG | 15,769 | a | 1,071,022 | ||||
Merck KGaA | 2,575 | a | 424,099 | ||||
MTU Aero Engines AG | 1,073 | a | 247,802 | ||||
Muenchener Rueckversicherungs-Gesellschaft AG | 2,682 | a | 1,141,976 | ||||
Nemetschek SE | 1,157 | a | 107,556 | ||||
Puma SE | 2,150 | a | 87,518 | ||||
Rational AG | 93 | a | 71,759 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Germany - 7.8% (continued) | |||||||
Rheinmetall AG | 865 | a | 303,379 | ||||
RWE AG | 12,426 | 461,003 | |||||
SAP SE | 20,523 | a | 3,571,613 | ||||
Scout24 SE | 1,503 | a,c | 111,344 | ||||
Siemens AG | 14,937 | 2,691,611 | |||||
Siemens Energy AG | 10,489 | a | 158,295 | ||||
Siemens Healthineers AG | 5,542 | c | 310,594 | ||||
Symrise AG | 2,558 | a | 265,215 | ||||
Talanx AG | 1,264 | a | 88,983 | ||||
Volkswagen AG | 577 | a | 82,059 | ||||
Vonovia SE | 14,368 | a | 449,823 | ||||
Wacker Chemie AG | 388 | a,b | 42,539 | ||||
Zalando SE | 4,518 | a,c | 91,132 | ||||
25,290,194 | |||||||
Hong Kong - 2.1% | |||||||
AIA Group Ltd. | 225,600 | a | 1,754,165 | ||||
BOC Hong Kong Holdings Ltd. | 73,000 | a | 173,636 | ||||
Budweiser Brewing Co. APAC Ltd. | 33,300 | a,c | 52,034 | ||||
CK Asset Holdings Ltd. | 38,475 | a | 172,180 | ||||
CK Hutchison Holdings Ltd. | 53,475 | a | 274,082 | ||||
CK Infrastructure Holdings Ltd. | 12,500 | a | 74,062 | ||||
CLP Holdings Ltd. | 32,288 | 255,945 | |||||
ESR Group Ltd. | 44,600 | a,b,c | 56,928 | ||||
Futu Holdings Ltd., ADR | 1,142 | a | 53,354 | ||||
Galaxy Entertainment Group Ltd. | 42,277 | a | 219,527 | ||||
Hang Lung Properties Ltd. | 38,000 | 43,945 | |||||
Hang Seng Bank Ltd. | 15,000 | a | 154,871 | ||||
Henderson Land Development Co. Ltd. | 26,138 | a | 68,252 | ||||
HKT Trust & HKT Ltd. | 75,660 | a | 90,869 | ||||
Hong Kong & China Gas Co. Ltd. | 216,267 | a,b | 153,513 | ||||
Hong Kong Exchanges & Clearing Ltd. | 23,542 | a | 714,072 | ||||
Hongkong Land Holdings Ltd. | 22,600 | a | 70,396 | ||||
Jardine Matheson Holdings Ltd. | 3,046 | a | 122,155 | ||||
Link REIT | 51,039 | 253,860 | |||||
MTR Corp. Ltd. | 31,756 | a | 102,516 | ||||
New World Development Co. Ltd. | 31,141 | 37,902 | |||||
Power Assets Holdings Ltd. | 28,000 | a | 163,696 | ||||
Prudential PLC | 53,640 | a | 552,688 | ||||
Sino Land Co. Ltd. | 75,631 | a,b | 78,555 | ||||
SITC International Holdings Co. Ltd. | 27,000 | a | 41,011 | ||||
Sun Hung Kai Properties Ltd. | 28,699 | 265,565 | |||||
Swire Pacific Ltd., Cl. A | 7,500 | a | 57,805 | ||||
Swire Properties Ltd. | 21,200 | a | 39,314 | ||||
Techtronic Industries Co. Ltd. | 27,365 | a | 292,341 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Hong Kong - 2.1% (continued) | |||||||
The Wharf Holdings Ltd. | 22,000 | a | 63,779 | ||||
WH Group Ltd. | 156,885 | a,c | 92,302 | ||||
Wharf Real Estate Investment Co. Ltd. | 30,311 | a | 88,772 | ||||
Xinyi Glass Holdings Ltd. | 34,000 | a | 28,091 | ||||
6,662,183 | |||||||
Ireland - 1.3% | |||||||
AerCap Holdings NV | 3,786 | a | 289,856 | ||||
AIB Group PLC | 29,553 | a | 129,571 | ||||
Bank of Ireland Group PLC | 21,423 | a | 196,576 | ||||
CRH PLC | 13,905 | 982,050 | |||||
DCC PLC | 2,002 | 145,372 | |||||
Experian PLC | 18,032 | 751,769 | |||||
Flutter Entertainment PLC | 3,538 | a | 727,460 | ||||
James Hardie Industries PLC-CDI | 8,762 | a | 328,607 | ||||
Kerry Group PLC, Cl. A | 3,157 | a | 280,159 | ||||
Kingspan Group PLC | 3,083 | a | 251,670 | ||||
Smurfit Kappa Group PLC | 5,051 | a | 187,114 | ||||
4,270,204 | |||||||
Israel - .7% | |||||||
Azrieli Group Ltd. | 888 | a | 59,712 | ||||
Bank Hapoalim BM | 25,347 | 216,485 | |||||
Bank Leumi Le-Israel BM | 30,178 | 230,293 | |||||
Check Point Software Technologies Ltd. | 1,805 | a | 286,869 | ||||
CyberArk Software Ltd. | 809 | a | 188,885 | ||||
Elbit Systems Ltd. | 518 | 106,517 | |||||
Global-e Online Ltd. | 1,741 | a | 65,758 | ||||
ICL Group Ltd. | 15,943 | 72,528 | |||||
Israel Discount Bank Ltd., Cl. A | 23,281 | 112,947 | |||||
Mizrahi Tefahot Bank Ltd. | 3,149 | 117,601 | |||||
Monday.com Ltd. | 546 | a | 114,682 | ||||
NICE Ltd. | 1,246 | a | 258,885 | ||||
Teva Pharmaceutical Industries Ltd., ADR | 22,029 | a | 266,551 | ||||
Wix.com Ltd. | 1,054 | a | 133,732 | ||||
2,231,445 | |||||||
Italy - 2.2% | |||||||
Amplifon SpA | 2,343 | a | 76,307 | ||||
Assicurazioni Generali SpA | 20,248 | a | 452,728 | ||||
Banco BPM SpA | 24,574 | a | 132,370 | ||||
Davide Campari-Milano NV | 10,465 | a | 106,145 | ||||
DiaSorin SpA | 419 | a | 38,519 | ||||
Enel SpA | 159,847 | 1,090,274 | |||||
Eni SpA | 46,444 | 742,848 | |||||
Ferrari NV | 2,506 | a | 871,809 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Italy - 2.2% (continued) | |||||||
FinecoBank SpA | 12,040 | a | 174,010 | ||||
Infrastrutture Wireless Italiane SpA | 6,516 | a,c | 79,184 | ||||
Intesa Sanpaolo SpA | 305,421 | 944,943 | |||||
Leonardo SpA | 7,778 | a | 135,651 | ||||
Mediobanca Banca Di Credito Finanziario SpA | 10,848 | 144,194 | |||||
Moncler SpA | 4,014 | a | 247,138 | ||||
Nexi SpA | 11,215 | a,c | 86,131 | ||||
Poste Italiane SpA | 10,106 | c | 109,499 | ||||
Prysmian SpA | 5,191 | a | 228,025 | ||||
Recordati Industria Chimica E Farmaceutica SpA | 2,094 | 115,537 | |||||
Snam SpA | 40,181 | 196,069 | |||||
Telecom Italia SpA | 210,456 | a,b | 63,431 | ||||
Terna Rete Elettrica Nazionale | 27,765 | 234,152 | |||||
UniCredit SpA | 31,567 | a | 926,500 | ||||
7,195,464 | |||||||
Japan - 22.7% | |||||||
Advantest Corp. | 15,000 | 591,118 | |||||
Aeon Co. Ltd. | 13,000 | 311,093 | |||||
AGC, Inc. | 3,660 | 137,908 | |||||
Aisin Corp. | 2,800 | 104,586 | |||||
Ajinomoto Co., Inc. | 8,800 | 361,286 | |||||
ANA Holdings, Inc. | 3,300 | 73,036 | |||||
Asahi Group Holdings Ltd. | 9,600 | 357,184 | |||||
Asahi Intecc Co. Ltd. | 4,500 | 85,508 | |||||
Asahi Kasei Corp. | 24,700 | 188,193 | |||||
Astellas Pharma, Inc. | 35,395 | 414,025 | |||||
Azbil Corp. | 2,400 | 77,617 | |||||
Bandai Namco Holdings, Inc. | 11,850 | 256,770 | |||||
Baycurrent Consulting, Inc. | 2,700 | 62,572 | |||||
Bridgestone Corp. | 11,100 | 482,518 | |||||
Brother Industries Ltd. | 4,700 | 78,796 | |||||
Canon, Inc. | 19,917 | 551,631 | |||||
Capcom Co. Ltd. | 3,400 | 131,399 | |||||
Central Japan Railway Co. | 14,000 | 349,875 | |||||
Chubu Electric Power Co., Inc. | 12,600 | 163,821 | |||||
Chugai Pharmaceutical Co. Ltd. | 13,184 | 475,640 | |||||
Concordia Financial Group Ltd. | 20,200 | 96,648 | |||||
Dai Nippon Printing Co. Ltd. | 3,800 | 109,956 | |||||
Daifuku Co. Ltd. | 5,900 | 116,611 | |||||
Dai-ichi Life Holdings, Inc. | 18,300 | 403,222 | |||||
Daiichi Sankyo Co. Ltd. | 36,349 | 1,096,052 | |||||
Daikin Industries Ltd. | 5,200 | 835,830 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Japan - 22.7% (continued) | |||||||
Daito Trust Construction Co. Ltd. | 1,200 | 136,568 | |||||
Daiwa House Industry Co. Ltd. | 11,800 | 364,527 | |||||
Daiwa House REIT Investment Corp. | 46 | 81,409 | |||||
Daiwa Securities Group, Inc. | 25,700 | 183,737 | |||||
Denso Corp. | 37,200 | 582,197 | |||||
Dentsu Group, Inc. | 3,900 | 103,746 | |||||
Disco Corp. | 1,800 | 483,482 | |||||
East Japan Railway Co. | 6,000 | 343,275 | |||||
Eisai Co. Ltd. | 5,000 | 236,526 | |||||
ENEOS Holdings, Inc. | 56,426 | 229,220 | |||||
FANUC Corp. | 18,645 | b | 513,868 | ||||
Fast Retailing Co. Ltd. | 3,374 | 900,864 | |||||
Fuji Electric Co. Ltd. | 2,600 | 130,095 | |||||
FUJIFILM Holdings Corp. | 7,300 | 462,801 | |||||
Fujitsu Ltd. | 3,480 | 491,396 | |||||
GLP J-REIT | 95 | 84,908 | |||||
Hamamatsu Photonics K.K. | 2,600 | 102,771 | |||||
Hankyu Hanshin Holdings, Inc. | 4,400 | 134,825 | |||||
Hikari Tsushin, Inc. | 400 | 69,755 | |||||
Hirose Electric Co. Ltd. | 533 | 62,146 | |||||
Hitachi Construction Machinery Co. Ltd. | 2,100 | 59,667 | |||||
Hitachi Ltd. | 18,180 | 1,428,050 | |||||
Honda Motor Co. Ltd. | 90,777 | 1,014,837 | |||||
Hoshizaki Corp. | 2,200 | 80,019 | |||||
Hoya Corp. | 7,000 | 887,929 | |||||
Hulic Co. Ltd. | 7,800 | 86,193 | |||||
Ibiden Co. Ltd. | 2,300 | 115,767 | |||||
Idemitsu Kosan Co. Ltd. | 19,375 | 106,970 | |||||
Iida Group Holdings Co. Ltd. | 2,900 | 43,812 | |||||
Inpex Corp. | 19,000 | 259,170 | |||||
Isuzu Motors Ltd. | 11,400 | 155,939 | |||||
ITOCHU Corp. | 23,400 | 1,063,369 | |||||
Japan Airlines Co. Ltd. | 3,000 | 57,999 | |||||
Japan Exchange Group, Inc. | 9,700 | 214,748 | |||||
Japan Metropolitan Fund Investment Corp. | 139 | 94,269 | |||||
Japan Post Bank Co. Ltd. | 28,800 | 299,998 | |||||
Japan Post Holdings Co. Ltd. | 40,400 | 387,805 | |||||
Japan Post Insurance Co. Ltd. | 3,900 | 73,508 | |||||
Japan Real Estate Investment Corp. | 26 | 99,637 | |||||
Japan Tobacco, Inc. | 23,600 | 622,084 | |||||
JFE Holdings, Inc. | 11,160 | 176,595 | |||||
JSR Corp. | 3,300 | 90,438 | |||||
Kajima Corp. | 8,100 | 144,262 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Japan - 22.7% (continued) | |||||||
Kao Corp. | 9,300 | 369,576 | |||||
Kawasaki Kisen Kaisha Ltd. | 2,700 | 132,235 | |||||
KDDI Corp. | 29,463 | 974,915 | |||||
KDX Realty Investment Corp. | 77 | 83,593 | |||||
Keisei Electric Railway Co. Ltd. | 2,500 | 113,127 | |||||
Keyence Corp. | 3,840 | 1,722,536 | |||||
Kikkoman Corp. | 2,600 | 160,208 | |||||
Kintetsu Group Holdings Co. Ltd. | 3,635 | 112,243 | |||||
Kirin Holdings Co. Ltd. | 15,300 | 221,135 | |||||
Kobe Bussan Co. Ltd. | 3,000 | 76,483 | |||||
Koei Tecmo Holdings Co. Ltd. | 2,340 | 29,100 | |||||
Koito Manufacturing Co. Ltd. | 3,800 | 58,359 | |||||
Komatsu Ltd. | 18,100 | 516,766 | |||||
Konami Group Corp. | 1,900 | 116,724 | |||||
Kose Corp. | 700 | 46,146 | |||||
Kubota Corp. | 20,000 | 303,680 | |||||
Kyocera Corp. | 24,900 | 364,884 | |||||
Kyowa Kirin Co. Ltd. | 5,405 | 85,162 | |||||
Lasertec Corp. | 1,500 | 398,952 | |||||
LY Corp. | 52,100 | 161,601 | |||||
M3, Inc. | 8,900 | 140,598 | |||||
Makita Corp. | 4,300 | a | 115,915 | ||||
Marubeni Corp. | 28,100 | 479,670 | |||||
Matsukiyococokara & Co. | 7,000 | 127,898 | |||||
Mazda Motor Corp. | 11,000 | 133,337 | |||||
McDonald's Holdings Co. Japan Ltd. | 1,800 | b | 80,059 | ||||
MEIJI Holdings Co. Ltd. | 4,784 | 115,983 | |||||
Minebea Mitsumi, Inc. | 7,200 | 149,249 | |||||
MISUMI Group, Inc. | 5,738 | 98,930 | |||||
Mitsubishi Chemical Group Corp. | 25,980 | 156,858 | |||||
Mitsubishi Corp. | 67,794 | 1,170,681 | |||||
Mitsubishi Electric Corp. | 38,000 | 559,612 | |||||
Mitsubishi Estate Co. Ltd. | 22,300 | 309,872 | |||||
Mitsubishi HC Capital, Inc. | 15,800 | 112,518 | |||||
Mitsubishi Heavy Industries Ltd. | 6,370 | 425,161 | |||||
Mitsubishi UFJ Financial Group, Inc. | 224,390 | 2,103,944 | |||||
Mitsui & Co. Ltd. | 25,400 | 1,028,948 | |||||
Mitsui Chemicals, Inc. | 3,300 | 97,291 | |||||
Mitsui Fudosan Co. Ltd. | 17,386 | 436,048 | |||||
Mitsui O.S.K. Lines Ltd. | 6,700 | 241,465 | |||||
Mizuho Financial Group, Inc. | 47,350 | 860,531 | |||||
MonotaRO Co. Ltd. | 4,900 | 46,227 | |||||
MS&AD Insurance Group Holdings, Inc. | 8,457 | 351,033 | |||||
Murata Manufacturing Co. Ltd. | 33,900 | 684,292 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Japan - 22.7% (continued) | |||||||
NEC Corp. | 4,780 | 312,081 | |||||
NEXON Co. Ltd. | 6,600 | 104,513 | |||||
Nidec Corp. | 8,300 | 310,799 | |||||
Nintendo Co. Ltd. | 20,450 | 1,143,892 | |||||
Nippon Building Fund, Inc. | 30 | 121,592 | |||||
Nippon Express Holdings, Inc. | 1,452 | 86,480 | |||||
Nippon Paint Holdings Co. Ltd. | 18,300 | 144,288 | |||||
Nippon Prologis REIT, Inc. | 44 | 78,354 | |||||
Nippon Sanso Holdings Corp. | 3,500 | 88,647 | |||||
Nippon Steel Corp. | 16,961 | 408,931 | |||||
Nippon Telegraph & Telephone Corp. | 587,300 | 741,468 | |||||
Nippon Yusen KK | 9,540 | 330,900 | |||||
Nissan Chemical Corp. | 2,300 | 92,154 | |||||
Nissan Motor Co. Ltd. | 46,900 | 184,435 | |||||
Nissin Foods Holdings Co. Ltd. | 3,900 | 126,498 | |||||
Nitori Holdings Co. Ltd. | 1,600 | 207,838 | |||||
Nitto Denko Corp. | 2,700 | 223,581 | |||||
Nomura Holdings, Inc. | 59,700 | 309,063 | |||||
Nomura Real Estate Holdings, Inc. | 2,100 | 57,545 | |||||
Nomura Real Estate Master Fund, Inc. | 85 | 93,131 | |||||
Nomura Research Institute Ltd. | 7,749 | 236,661 | |||||
NTT Data Group Corp. | 12,300 | 177,099 | |||||
Obayashi Corp. | 12,300 | 113,789 | |||||
OBIC Co. Ltd. | 1,400 | 214,782 | |||||
Odakyu Electric Railway Co. Ltd. | 5,900 | 90,035 | |||||
Oji Holdings Corp. | 17,300 | 67,912 | |||||
Olympus Corp. | 23,300 | 345,204 | |||||
Omron Corp. | 3,300 | 148,037 | |||||
Ono Pharmaceutical Co. Ltd. | 7,900 | 142,557 | |||||
Open House Group Co. Ltd. | 1,600 | 50,414 | |||||
Oracle Corp. | 800 | 63,043 | |||||
Oriental Land Co. Ltd. | 21,400 | 794,359 | |||||
ORIX Corp. | 23,000 | 442,585 | |||||
Osaka Gas Co. Ltd. | 7,300 | 154,109 | |||||
Otsuka Corp. | 2,100 | 88,347 | |||||
Otsuka Holdings Co. Ltd. | 8,300 | 326,649 | |||||
Pan Pacific International Holdings Corp. | 7,400 | 163,329 | |||||
Panasonic Holdings Corp. | 43,195 | 405,897 | |||||
Rakuten Group, Inc. | 28,600 | 125,580 | |||||
Recruit Holdings Co. Ltd. | 28,300 | 1,120,959 | |||||
Renesas Electronics Corp. | 28,800 | a | 474,258 | ||||
Resona Holdings, Inc. | 41,300 | 229,186 | |||||
Ricoh Co. Ltd. | 10,200 | 80,423 | |||||
Rohm Co. Ltd. | 6,200 | 108,526 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Japan - 22.7% (continued) | |||||||
SBI Holdings, Inc. | 5,030 | 123,569 | |||||
SCSK Corp. | 3,100 | 60,958 | |||||
Secom Co. Ltd. | 4,100 | 297,097 | |||||
Seiko Epson Corp. | 5,300 | 77,699 | |||||
Sekisui Chemical Co. Ltd. | 7,400 | 105,814 | |||||
Sekisui House Ltd. | 11,900 | 268,560 | |||||
Seven & i Holdings Co. Ltd. | 14,760 | 587,614 | |||||
SG Holdings Co. Ltd. | 6,100 | 78,932 | |||||
Sharp Corp. | 5,500 | a | 36,969 | ||||
Shimadzu Corp. | 4,800 | 132,811 | |||||
Shimano, Inc. | 1,500 | 215,982 | |||||
Shimizu Corp. | 10,400 | 69,994 | |||||
Shin-Etsu Chemical Co. Ltd. | 35,800 | 1,410,742 | |||||
Shionogi & Co. Ltd. | 5,200 | 250,108 | |||||
Shiseido Co. Ltd. | 7,900 | 223,919 | |||||
Shizuoka Financial Group, Inc. | 9,500 | 86,988 | |||||
SMC Corp. | 1,100 | 612,152 | |||||
Softbank Corp. | 56,500 | 751,076 | |||||
SoftBank Group Corp. | 20,140 | 870,736 | |||||
Sompo Holdings, Inc. | 5,870 | 305,111 | |||||
Sony Group Corp. | 24,780 | 2,448,369 | |||||
Square Enix Holdings Co. Ltd. | 1,800 | 70,351 | |||||
Subaru Corp. | 12,200 | 244,712 | |||||
Sumco Corp. | 7,100 | 107,487 | |||||
Sumitomo Chemical Co. Ltd. | 27,300 | 64,642 | |||||
Sumitomo Corp. | 20,300 | 465,428 | |||||
Sumitomo Electric Industries Ltd. | 14,100 | 187,637 | |||||
Sumitomo Metal Mining Co. Ltd. | 5,000 | 138,107 | |||||
Sumitomo Mitsui Financial Group, Inc. | 25,000 | 1,302,714 | |||||
Sumitomo Mitsui Trust Holdings, Inc. | 12,828 | 263,751 | |||||
Sumitomo Realty & Development Co. Ltd. | 5,600 | 176,104 | |||||
Suntory Beverage & Food Ltd. | 2,600 | 85,167 | |||||
Suzuki Motor Corp. | 7,300 | 332,133 | |||||
Sysmex Corp. | 3,300 | 178,018 | |||||
T&D Holdings, Inc. | 9,800 | 163,664 | |||||
Taisei Corp. | 3,400 | 123,961 | |||||
Takeda Pharmaceutical Co. Ltd. | 31,023 | 912,394 | |||||
TDK Corp. | 7,700 | 382,874 | |||||
Terumo Corp. | 13,200 | 445,591 | |||||
The Chiba Bank Ltd. | 10,000 | 74,377 | |||||
The Kansai Electric Power Company, Inc. | 13,999 | 191,674 | |||||
TIS, Inc. | 4,500 | 100,416 | |||||
Tobu Railway Co. Ltd. | 3,800 | 100,664 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Japan - 22.7% (continued) | |||||||
Toho Co. Ltd. | 2,100 | 68,438 | |||||
Tokio Marine Holdings, Inc. | 35,400 | 937,757 | |||||
Tokyo Electric Power Co. Holdings, Inc. | 29,772 | a | 158,537 | ||||
Tokyo Electron Ltd. | 9,300 | 1,724,200 | |||||
Tokyo Gas Co. Ltd. | 7,300 | 167,882 | |||||
Tokyu Corp. | 10,010 | 117,491 | |||||
Toppan Holdings, Inc. | 5,000 | 137,697 | |||||
Toray Industries, Inc. | 27,300 | 136,828 | |||||
Tosoh Corp. | 5,300 | 68,423 | |||||
TOTO Ltd. | 2,600 | 70,491 | |||||
Toyota Industries Corp. | 2,900 | 244,932 | |||||
Toyota Motor Corp. | 208,375 | 4,142,224 | |||||
Toyota Tsusho Corp. | 4,100 | 268,373 | |||||
Trend Micro, Inc. | 2,700 | 153,935 | |||||
Unicharm Corp. | 7,900 | 272,749 | |||||
USS Co. Ltd. | 3,800 | 71,974 | |||||
West Japan Railway Co. | 4,300 | 178,911 | |||||
Yakult Honsha Co. Ltd. | 5,200 | 114,027 | |||||
Yamaha Corp. | 2,700 | 59,711 | |||||
Yamaha Motor Co. Ltd. | 17,400 | 164,714 | |||||
Yamato Holdings Co. Ltd. | 5,200 | 90,036 | |||||
Yaskawa Electric Corp. | 4,600 | 173,063 | |||||
Yokogawa Electric Corp. | 4,700 | 92,426 | |||||
Zensho Holdings Co. Ltd. | 1,900 | 92,826 | |||||
ZOZO, Inc. | 2,700 | 59,312 | |||||
73,471,574 | |||||||
Jordan - .0% | |||||||
Hikma Pharmaceuticals PLC | 3,276 | a | 79,950 | ||||
Luxembourg - .2% | |||||||
ArcelorMittal SA | 10,215 | 280,148 | |||||
Eurofins Scientific SE | 2,599 | a | 156,869 | ||||
Tenaris SA | 9,535 | 151,152 | |||||
588,169 | |||||||
Macau - .0% | |||||||
Sands China Ltd. | 46,213 | a | 121,188 | ||||
Netherlands - 5.0% | |||||||
ABN AMRO Bank NV-CVA | 9,364 | a,c | 138,476 | ||||
Adyen NV | 430 | a,c | 538,291 | ||||
Aegon Ltd. | 32,127 | a | 189,664 | ||||
Akzo Nobel NV | 3,380 | a | 258,691 | ||||
argenx SE | 1,158 | a | 438,943 | ||||
ASM International NV | 921 | a | 512,877 | ||||
ASML Holding NV | 7,923 | 6,790,387 | |||||
ASR Nederland NV | 3,034 | a | 143,222 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Netherlands - 5.0% (continued) | |||||||
BE Semiconductor Industries NV | 1,490 | a | 225,074 | ||||
Euronext NV | 1,717 | a,c | 151,180 | ||||
EXOR NV | 1,852 | a | 179,726 | ||||
Heineken Holding NV | 2,545 | a | 213,139 | ||||
Heineken NV | 5,660 | a | 569,646 | ||||
IMCD NV | 1,104 | a | 168,042 | ||||
ING Groep NV | 71,136 | 1,011,813 | |||||
JDE Peet's NV | 1,995 | 49,214 | |||||
Koninklijke Ahold Delhaize NV | 18,882 | a | 530,438 | ||||
Koninklijke KPN NV | 65,449 | 222,650 | |||||
Koninklijke Philips NV | 15,729 | 335,895 | |||||
NN Group NV | 5,116 | a | 209,509 | ||||
OCI NV | 2,209 | a | 63,116 | ||||
Prosus NV | 28,743 | 856,462 | |||||
QIAGEN NV | 4,328 | a | 188,991 | ||||
Randstad NV | 2,251 | a | 127,633 | ||||
Stellantis NV | 14,164 | a | 312,607 | ||||
Stellantis NV | 29,317 | a | 645,809 | ||||
Universal Music Group NV | 16,072 | a | 473,178 | ||||
Wolters Kluwer NV | 4,932 | a | 727,464 | ||||
16,272,137 | |||||||
New Zealand - .2% | |||||||
Auckland International Airport Ltd. | 26,832 | a | 138,341 | ||||
Fisher & Paykel Healthcare Corp. Ltd. | 11,221 | 162,380 | |||||
Mercury NZ Ltd. | 12,516 | a | 51,641 | ||||
Meridian Energy Ltd. | 24,249 | a | 82,236 | ||||
Spark New Zealand Ltd. | 36,770 | a | 119,285 | ||||
Xero Ltd. | 2,809 | a,b | 201,000 | ||||
754,883 | |||||||
Norway - .6% | |||||||
Adevinta ASA | 7,183 | a | 77,196 | ||||
Aker BP ASA | 6,119 | 162,276 | |||||
DNB Bank ASA | 18,041 | 349,960 | |||||
Equinor ASA | 17,843 | 511,648 | |||||
Gjensidige Forsikring ASA | 3,811 | 61,438 | |||||
Kongsberg Gruppen ASA | 1,795 | a | 91,607 | ||||
Mowi ASA | 9,109 | 163,786 | |||||
Norsk Hydro ASA | 26,090 | a | 151,539 | ||||
Orkla ASA | 14,348 | a | 112,387 | ||||
SalMar ASA | 1,467 | a | 81,531 | ||||
Telenor ASA | 12,063 | a | 133,848 | ||||
Yara International ASA | 3,374 | a | 111,187 | ||||
2,008,403 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Portugal - .2% | |||||||
EDP - Energias de Portugal SA | 60,564 | a | 270,204 | ||||
Galp Energia SGPS SA | 8,866 | a | 139,046 | ||||
Jeronimo Martins SGPS SA | 5,684 | a | 129,582 | ||||
538,832 | |||||||
Singapore - 1.3% | |||||||
Capitaland Ascendas REIT | 71,727 | 155,359 | |||||
CapitaLand Integrated Commercial Trust | 101,477 | a | 151,200 | ||||
CapitaLand Investment Ltd. | 51,900 | a | 113,849 | ||||
City Developments Ltd. | 9,800 | a | 44,417 | ||||
DBS Group Holdings Ltd. | 35,648 | 844,070 | |||||
Genting Singapore Ltd. | 115,727 | a | 86,989 | ||||
Grab Holdings Ltd., Cl. A | 36,481 | a | 111,997 | ||||
Jardine Cycle & Carriage Ltd. | 2,000 | a | 38,483 | ||||
Keppel Ltd. | 29,600 | 157,020 | |||||
Mapletree Logistics Trust | 67,611 | 77,294 | |||||
Mapletree Pan Asia Commercial Trust | 49,700 | 53,744 | |||||
Oversea-Chinese Banking Corp. Ltd. | 66,524 | a | 635,918 | ||||
Sea Ltd., ADR | 7,291 | a | 278,079 | ||||
Seatrium Ltd. | 897,420 | a,b | 66,546 | ||||
Sembcorp Industries Ltd. | 17,800 | a | 74,578 | ||||
Singapore Airlines Ltd. | 28,933 | b | 143,265 | ||||
Singapore Exchange Ltd. | 17,400 | 121,197 | |||||
Singapore Technologies Engineering Ltd. | 29,700 | 82,073 | |||||
Singapore Telecommunications Ltd. | 159,451 | 283,672 | |||||
United Overseas Bank Ltd. | 24,963 | a | 525,278 | ||||
UOL Group Ltd. | 9,211 | a | 42,700 | ||||
Wilmar International Ltd. | 38,900 | a | 94,987 | ||||
4,182,715 | |||||||
Spain - 2.6% | |||||||
Acciona SA | 464 | a | 60,061 | ||||
ACS Actividades de Construccion y Servicios SA | 4,124 | 162,803 | |||||
Aena SME SA | 1,481 | a,c | 262,127 | ||||
Amadeus IT Group SA | 8,854 | 618,923 | |||||
Banco Bilbao Vizcaya Argentaria SA | 117,242 | a | 1,098,932 | ||||
Banco Santander SA | 318,073 | 1,277,915 | |||||
CaixaBank SA | 80,437 | a | 343,645 | ||||
Cellnex Telecom SA | 11,053 | c | 425,602 | ||||
Corp Acciona Energias Renovables SA | 1,405 | a,b | 36,467 | ||||
EDP Renovaveis SA | 5,796 | a,b | 93,578 | ||||
Enagas SA | 5,005 | 81,456 | |||||
Endesa SA | 6,346 | 125,631 | |||||
Ferrovial SE | 9,970 | a | 380,650 | ||||
Grifols SA | 6,175 | a | 67,261 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Spain - 2.6% (continued) | |||||||
Iberdrola SA | 120,209 | 1,448,311 | |||||
Iberdrola SA | 2,073 | a | 25,030 | ||||
Industria de Diseno Textil SA | 21,438 | 916,360 | |||||
Natural Energy Group SA | 2,335 | 62,937 | |||||
Redeia Corp. SA | 8,157 | 135,648 | |||||
Repsol SA | 24,935 | 367,966 | |||||
Telefonica SA | 95,614 | 390,564 | |||||
8,381,867 | |||||||
Sweden - 3.0% | |||||||
Alfa Laval AB | 5,575 | a | 205,010 | ||||
Assa Abloy AB, Cl. B | 19,852 | 544,669 | |||||
Atlas Copco AB, Cl. A | 52,790 | 842,275 | |||||
Atlas Copco AB, Cl. B | 31,166 | 431,013 | |||||
Beijer Ref AB | 7,525 | b | 101,888 | ||||
Boliden AB | 5,219 | a | 137,588 | ||||
Epiroc AB, Cl. A | 13,131 | 231,107 | |||||
Epiroc AB, Cl. B | 7,380 | 114,912 | |||||
EQT AB | 6,838 | 182,766 | |||||
Essity AB, Cl. B | 11,760 | 276,539 | |||||
Evolution AB | 3,572 | c | 418,029 | ||||
Fastighets AB Balder, Cl. B | 12,577 | a,b | 83,904 | ||||
Getinge AB, Cl. B | 4,289 | 91,878 | |||||
H & M Hennes & Mauritz AB, Cl. B | 12,669 | 178,358 | |||||
Hexagon AB, Cl. B | 40,595 | 442,440 | |||||
Holmen AB, Cl. B | 1,560 | 61,558 | |||||
Husqvarna AB, Cl. B | 6,203 | a | 47,915 | ||||
Industrivarden AB, Cl. A | 2,660 | a | 83,529 | ||||
Industrivarden AB, Cl. C | 2,992 | a | 93,818 | ||||
Indutrade AB | 5,472 | 132,947 | |||||
Investment AB Latour, Cl. B | 2,748 | a | 68,870 | ||||
Investor AB, Cl. B | 33,964 | 799,991 | |||||
L E Lundbergforetagen AB, Cl. B | 1,438 | a | 74,885 | ||||
Lifco AB, Cl. B | 4,434 | a | 107,398 | ||||
Nibe Industrier AB, Cl. B | 30,665 | a | 183,504 | ||||
Saab AB, Cl. B | 1,603 | a | 103,579 | ||||
Sagax AB, Cl. B | 3,725 | a | 90,092 | ||||
Sandvik AB | 20,822 | 435,795 | |||||
Securitas AB, Cl. B | 9,450 | 91,654 | |||||
Skandinaviska Enskilda Banken AB, Cl. A | 31,636 | 448,649 | |||||
Skanska AB, Cl. B | 6,944 | a | 120,408 | ||||
SKF AB, Cl. B | 6,780 | 133,302 | |||||
Svenska Cellulosa AB SCA, Cl. B | 12,240 | 166,578 | |||||
Svenska Handelsbanken AB, Cl. A | 28,809 | a | 310,733 | ||||
Swedbank AB, Cl. A | 16,415 | 334,797 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Sweden - 3.0% (continued) | |||||||
Swedish Orphan Biovitrum AB | 3,911 | a | 109,602 | ||||
Tele2 AB, Cl. B | 10,829 | 92,379 | |||||
Telefonaktiebolaget LM Ericsson, Cl. B | 58,112 | 321,190 | |||||
Telia Co. AB | 46,126 | 119,134 | |||||
Volvo AB, Cl. A | 4,030 | 98,989 | |||||
Volvo AB, Cl. B | 29,658 | 708,259 | |||||
Volvo Car AB, Cl. B | 12,960 | a | 33,772 | ||||
9,655,703 | |||||||
Switzerland - 10.2% | |||||||
ABB Ltd. | 31,440 | a | 1,329,688 | ||||
Adecco Group AG | 3,121 | a | 135,205 | ||||
Alcon, Inc. | 9,821 | a | 736,551 | ||||
Avolta AG | 1,937 | a | 74,263 | ||||
Bachem Holding AG | 615 | a,b | 41,105 | ||||
Baloise Holding AG | 920 | a | 147,192 | ||||
Banque Cantonale Vaudoise | 612 | a | 78,411 | ||||
Barry Callebaut AG | 70 | 102,401 | |||||
BKW AG | 418 | a | 66,488 | ||||
Chocoladefabriken Lindt & Spruengli AG | 2 | a | 253,535 | ||||
Chocoladefabriken Lindt & Spruengli AG-PC | 19 | a | 241,793 | ||||
Cie Financiere Richemont SA, CI. A | 10,259 | a | 1,531,671 | ||||
Clariant AG | 4,234 | a | 54,344 | ||||
Coca-Cola HBC AG | 4,217 | a | 124,137 | ||||
DSM-Firmenich AG | 3,631 | a | 382,718 | ||||
EMS-Chemie Holding AG | 132 | a | 99,669 | ||||
Geberit AG | 654 | a | 377,513 | ||||
Givaudan SA | 180 | 748,853 | |||||
Glencore PLC | 205,721 | a | 1,094,640 | ||||
Helvetia Holding AG | 729 | a | 105,484 | ||||
Holcim Ltd. | 10,244 | a | 787,190 | ||||
Julius Baer Group Ltd. | 4,050 | 221,178 | |||||
Kuehne + Nagel International AG | 1,083 | a | 369,842 | ||||
Logitech International SA | 3,232 | a | 270,842 | ||||
Lonza Group AG | 1,464 | 716,168 | |||||
Nestle SA | 52,474 | a | 5,983,012 | ||||
Novartis AG | 40,284 | 4,172,174 | |||||
Partners Group Holding AG | 450 | a | 611,488 | ||||
Roche Holding AG | 13,808 | a | 3,945,190 | ||||
Roche Holding AG-BR | 638 | a | 193,056 | ||||
Sandoz Group AG | 8,116 | a | 278,527 | ||||
Schindler Holding AG | 451 | a | 107,252 | ||||
Schindler Holding AG-PC | 810 | a | 202,700 | ||||
SGS SA | 2,975 | a | 275,239 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
Switzerland - 10.2% (continued) | |||||||
Sig Group AG | 6,078 | a | 127,018 | ||||
Sika AG | 2,996 | a | 826,958 | ||||
Sonova Holding AG | 981 | a | 313,054 | ||||
Straumann Holding AG | 2,160 | a | 331,155 | ||||
Swiss Life Holding AG | 577 | a | 414,676 | ||||
Swiss Prime Site AG | 1,553 | a | 157,294 | ||||
Swiss Re AG | 5,928 | a | 680,788 | ||||
Swisscom AG | 515 | a | 307,875 | ||||
Temenos AG | 1,260 | a | 128,778 | ||||
The Swatch Group AG | 1,118 | 51,039 | |||||
The Swatch Group AG-BR | 583 | 136,629 | |||||
UBS Group AG | 64,640 | a | 1,930,582 | ||||
VAT Group AG | 534 | a,c | 249,011 | ||||
Zurich Insurance Group AG | 2,876 | a | 1,463,237 | ||||
32,977,613 | |||||||
United Arab Emirates - .0% | |||||||
NMC Health PLC | 4,176 | a,d | 1 | ||||
United Kingdom - 13.0% | |||||||
3i Group PLC | 19,129 | 596,973 | |||||
abrdn PLC | 38,506 | a,b | 82,138 | ||||
Admiral Group PLC | 5,128 | a | 163,621 | ||||
Anglo American PLC | 24,973 | a | 592,750 | ||||
Ashtead Group PLC | 8,606 | 563,390 | |||||
Associated British Foods PLC | 6,790 | 201,413 | |||||
AstraZeneca PLC | 30,461 | a | 4,054,166 | ||||
Auto Trader Group PLC | 18,441 | c | 170,272 | ||||
Aviva PLC | 54,328 | a | 296,683 | ||||
BAE Systems PLC | 59,760 | a | 890,237 | ||||
Barclays PLC | 296,885 | a | 553,444 | ||||
Barratt Developments PLC | 18,819 | a | 128,128 | ||||
Berkeley Group Holdings PLC | 2,132 | a | 129,270 | ||||
BP PLC | 335,412 | 1,964,565 | |||||
British American Tobacco PLC | 41,755 | 1,232,997 | |||||
BT Group PLC | 127,029 | b | 179,983 | ||||
Bunzl PLC | 6,702 | 272,519 | |||||
Burberry Group PLC | 7,052 | 116,893 | |||||
Centrica PLC | 107,009 | a | 187,373 | ||||
Coca-Cola Europacific Partners PLC | 4,123 | 284,075 | |||||
Compass Group PLC | 33,686 | 928,754 | |||||
Croda International PLC | 2,756 | a | 167,778 | ||||
Diageo PLC | 44,180 | 1,589,013 | |||||
Endeavour Mining PLC | 3,548 | 63,040 | |||||
Entain PLC | 12,946 | a | 157,934 | ||||
GSK PLC | 80,481 | 1,593,841 |
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
United Kingdom - 13.0% (continued) | |||||||
Haleon PLC | 108,753 | a | 442,948 | ||||
Halma PLC | 7,419 | 206,139 | |||||
Hargreaves Lansdown PLC | 6,874 | 66,355 | |||||
HSBC Holdings PLC | 382,957 | 2,987,959 | |||||
Imperial Brands PLC | 16,665 | 399,851 | |||||
Informa PLC | 27,381 | a | 269,695 | ||||
InterContinental Hotels Group PLC | 3,278 | a | 310,852 | ||||
Intertek Group PLC | 3,191 | a | 181,041 | ||||
J Sainsbury PLC | 33,229 | 113,496 | |||||
JD Sports Fashion PLC | 53,043 | 77,974 | |||||
Kingfisher PLC | 37,964 | a | 105,539 | ||||
Land Securities Group PLC | 13,869 | 116,790 | |||||
Legal & General Group PLC | 116,140 | a | 373,478 | ||||
Lloyds Banking Group PLC | 1,248,898 | a | 668,176 | ||||
London Stock Exchange Group PLC | 8,185 | a | 926,386 | ||||
M&G PLC | 43,599 | a | 123,353 | ||||
Melrose Industries PLC | 26,666 | a | 199,605 | ||||
Mondi PLC | 8,694 | 155,121 | |||||
National Grid PLC | 72,484 | 964,843 | |||||
NatWest Group PLC | 114,480 | a | 324,643 | ||||
Next PLC | 2,389 | 255,382 | |||||
Ocado Group PLC | 10,807 | a,b | 74,219 | ||||
Pearson PLC | 12,295 | a | 150,875 | ||||
Persimmon PLC | 6,373 | a | 116,907 | ||||
Phoenix Group Holdings PLC | 14,358 | a | 91,440 | ||||
Reckitt Benckiser Group PLC | 14,103 | a | 1,018,409 | ||||
RELX PLC | 37,133 | a | 1,535,787 | ||||
Rentokil Initial PLC | 49,300 | a | 254,536 | ||||
Rio Tinto PLC | 22,130 | a | 1,543,056 | ||||
Rolls-Royce Holdings PLC | 165,416 | a | 628,672 | ||||
Schroders PLC | 15,785 | a | 80,588 | ||||
Segro PLC | 23,027 | a | 254,073 | ||||
Severn Trent PLC | 5,249 | 172,457 | |||||
Shell PLC | 130,051 | 4,037,688 | |||||
Smith & Nephew PLC | 17,241 | a | 242,041 | ||||
Smiths Group PLC | 7,014 | a | 143,862 | ||||
Spirax-Sarco Engineering PLC | 1,463 | a | 184,138 | ||||
SSE PLC | 21,454 | 456,906 | |||||
St. James's Place PLC | 10,977 | a | 89,918 | ||||
Standard Chartered PLC | 44,642 | a | 336,521 | ||||
Taylor Wimpey PLC | 71,658 | a | 133,956 | ||||
Tesco PLC | 139,664 | a | 506,717 | ||||
The Sage Group PLC | 20,320 | 302,783 | |||||
Unilever PLC | 49,142 | 2,392,592 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 97.4% (continued) | |||||||
United Kingdom - 13.0% (continued) | |||||||
United Utilities Group PLC | 13,090 | 176,129 | |||||
Vodafone Group PLC | 447,896 | 382,584 | |||||
Whitbread PLC | 3,799 | 172,392 | |||||
Wise PLC, Cl. A | 11,669 | a | 118,237 | ||||
WPP PLC | 20,842 | a | 202,105 | ||||
42,230,464 | |||||||
Total Common Stocks (cost $169,398,471) | 315,252,611 | ||||||
Preferred Dividend | |||||||
Preferred Stocks - .4% | |||||||
Germany - .4% | |||||||
Bayerische Motoren Werke AG | 8.72 | 1,176 | a | 115,332 | |||
Dr Ing hc F Porsche AG | 1.26 | 2,266 | a,c | 193,376 | |||
Henkel AG & Co. KGaA | 2.62 | 3,373 | a | 259,418 | |||
Porsche Automobil Holding SE | 5.37 | 2,930 | a | 147,453 | |||
Sartorius AG | 0.43 | 505 | a | 186,043 | |||
Volkswagen AG | 7.30 | 4,031 | a | 521,887 | |||
Total Preferred Stocks (cost $981,736) | 1,423,509 | ||||||
Number of Rights | |||||||
Rights - .0% | |||||||
Spain - .0% | |||||||
ACS Actividades de Construccion y Servicios SA expiring 2/19/2024 | 4,124 | 1,890 | |||||
1-Day | |||||||
Investment Companies - 1.4% | |||||||
Registered Investment Companies - 1.4% | |||||||
Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares | 5.40 | 4,391,673 | e | 4,391,673 | |||
Investment of Cash Collateral for Securities Loaned - .3% | |||||||
Registered Investment Companies - .3% | |||||||
Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares | 5.40 | 839,095 | e | 839,095 | |||
Total Investments (cost $175,613,018) | 99.5% | 321,908,778 | |||||
Cash and Receivables (Net) | .5% | 1,699,101 | |||||
Net Assets | 100.0% | 323,607,879 |
ADR—American Depositary Receipt
BR—Bearer Certificate
CVA—Company Voluntary Arrangement
PC—Participation Certificate
REIT—Real Estate Investment Trust
a Non-income producing security.
b Security, or portion thereof, on loan. At January 31, 2024, the value of the fund’s securities on loan was $1,831,881 and the value of the collateral was $1,955,489, consisting of cash collateral of $839,095 and U.S. Government & Agency securities valued at $1,116,394. 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, 2024, these securities were valued at $4,245,459 or 1.31% of net assets.
d The fund held Level 3 securities at January 31, 2024. These securities were valued at $1 or .0% of net assets.
e Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.
Futures | ||||||
Description | Number of | Expiration | Notional | Market | Unrealized Appreciation ($) | |
Futures Long | ||||||
MSCI EAFE Index | 44 | 3/15/2024 | 4,829,453 | 4,912,600 | 83,147 | |
Gross Unrealized Appreciation | 83,147 |
See notes to financial statements.
STATEMENT OF INVESTMENTS
BNY Mellon International Stock Index Fund
January 31, 2024 (Unaudited)
The following is a summary of the inputs used as of January 31, 2024 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 | 2,262,829 | 312,989,781 | †† | 1 | 315,252,611 | |
Equity Securities - Preferred Stocks | - | 1,423,509 | †† | - | 1,423,509 | |
Investment Companies | 5,230,768 | - | - | 5,230,768 | ||
Rights | - | 1,890 | †† | - | 1,890 | |
Other Financial Instruments: | ||||||
Futures††† | 83,147 | - | - | 83,147 |
† 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:
The Company’s Board of Directors (the “Board”) has designated the Adviser as the fund’s valuation designee to make all fair value determinations with respect to the fund’s portfolio investments, subject to the Board’s oversight and pursuant to Rule 2a-5 under the Act.
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, 2024 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, 2024, accumulated net unrealized appreciation on investments was $146,378,907, consisting of $158,444,917 gross unrealized appreciation and $12,066,010 gross unrealized depreciation.
At January 31, 2024, 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.