# EDGAR Filing Document

**Accession Number:** 0000806176
**File Stem:** 0001775697-23-000138
**Filing Date:** 2023-2
**Character Count:** 30799
**Document Hash:** 7bdcdca8e1e52f47f6db04e3c2bec8a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000138.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001775697-23-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON STATE MUNICIPAL BOND FUNDS
- **CENTRAL INDEX KEY:** 0000806176
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04906
- **FILM NUMBER:** 23671163

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS STATE MUNICIPAL BOND FUNDS
- **DATE OF NAME CHANGE:** 20081201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER STATE MUNICIPAL BOND FUND
- **DATE OF NAME CHANGE:** 19970506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PREMIER STATE MUNICIPAL BOND FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BNY Mellon Massachusetts Fund (Series ID: S000000348)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000888 | Class A      | PSMAX           |
| C000000890 | Class C      | PCMAX           |
| C000007820 | Class Z      | PMAZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BNY Mellon State Municipal Bond Funds

- **b. Investment Company Act file number:** 811-04906

- **c. CIK number of Registrant:** 0000806176

- **d. LEI of Registrant:** 549300NQRLDH36HOC445

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

**Item A.2. Information about the Series.**

- **a. Name of Series:** BNY Mellon Massachusetts Fund

- **b. EDGAR series identifier (if any):** S000000348

- **c. LEI of Series:** 549300D0NL7QCSOLL632

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **Yes**

### Fund Information

**Total Assets:** $87853693.49

**Total Liabilities:** $285629.41

**Net Assets:** $87568064.08

**Cash Not Reported:** $1039005.64

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -78.74618226 | **1-Year:** -3249.91899002 | **5-Year:** -12403.60721032 | **10-Year:** -23304.08927743 | **30-Year:** -11036.57292593

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -5.81520412 | **1-Year:** -874.04226327 | **5-Year:** -1986.5689975 | **10-Year:** -983.20670634 | **30-Year:** -636.0066387

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000888 | -0.92%               | 4.28%                | -0.07%               |
| Class ID C000000890 | -1.23%               | 3.95%                | -0.34%               |
| Class ID C000007820 | -0.90%               | 4.30%                | -0.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1258392.84             | $246956.95                                 |
| Month 2  | $0.00                    | $3632870.86                                |
| Month 3  | $-93959.24               | $-155373.96                                |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                           | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $969592.40    | 1.11%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YRZ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    450000 | PA      | $467534.97    | 0.53%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YRG6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $674947.28    | 0.77%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YNY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1089208.00   | 1.24%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YTB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $543276.25    | 0.62%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YSK6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1617753.75   | 1.85%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEPT OF TRANS | MASSACHUSETTS TRANSPORTATION TRUST FUND METROPOLITAN HIGHWAY SYSTEM REVENUE | CUSIP: 57563CES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2212010.40   | 2.53%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWELL MA COLLEGIATE CHRT SCH  | COLLEGIATE CHARTER SCHOOL OF LOWELL                                         | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $975882.30    | 1.11%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YVQ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1540330.95   | 1.76%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896VG7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2057179.40   | 2.35%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                               | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1019795.00   | 1.16%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YA41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1129784.30   | 1.29%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XFV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2038353.60   | 2.33%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YYF0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1058435.38   | 1.21%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDGA | UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY                              | CUSIP: 914440SB9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1301108.53   | 1.49%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CHILDRENS TRUST FUND PR TO | CHILDREN'S TRUST FUND                                                       | CUSIP: 16876QBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   5000000 | PA      | $868544.50    | 0.99%             | 2050-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY                               | CUSIP: 57563RLJ6<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1541084.85   | 1.76%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XWU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1894962.00   | 2.16%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLG BLDG AUTH | MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY                              | CUSIP: 575832GV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5385000 | PA      | $4891442.13   | 5.59%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE                   | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1344167.75   | 1.53%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                        | CUSIP: 57587A8E1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1265635.28   | 1.45%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XKB6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004448.90   | 1.15%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XJG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1524262.35   | 1.74%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896RM9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1121818.21   | 1.28%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE                   | CUSIP: 57604TEE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1566663.75   | 1.79%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584X4N8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014669.30   | 1.16%             | 2047-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XK34<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053728.30   | 1.20%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    755000 | PA      | $776205.69    | 0.89%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584X3D1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1074396.70   | 1.23%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XNZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2023972.40   | 2.31%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YJG5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1325686.71   | 1.51%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584X4P3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1514376.90   | 1.73%             | 2057-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57583UXN3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $411078.32    | 0.47%             | 2043-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XLD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    800000 | PA      | $843250.72    | 0.96%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                               | CUSIP: 57582RMY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3385211.38   | 3.87%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XRU7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1045026.90   | 1.19%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57583UN53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1502590.61   | 1.72%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XWS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010791.80   | 1.15%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XM65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032307.60   | 1.18%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                               | CUSIP: 57582NUZ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $2087968.23   | 2.38%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57583U6N3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1491848.10   | 1.70%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XMU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1555783.95   | 1.78%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST BAY TRANSPRTN | MASSACHUSETTS BAY TRANSPORTATION AUTHORITY SALES TAX REVENUE                | CUSIP: 575579YU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2075554.20   | 2.37%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XNY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023032.20   | 1.17%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896SP1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023765.00   | 1.17%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011745.80   | 1.16%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY                               | CUSIP: 57563RSC4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1184050.91   | 1.35%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584XDH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $518909.80    | 0.59%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST MUNI WHOLESAL | MASSACHUSETTS MUNICIPAL WHOLESALE ELECTRIC CO                               | CUSIP: 575766AV2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $906929.60    | 1.04%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YAE9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044957.00   | 1.19%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                        | CUSIP: 57587GEM3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1765052.29   | 2.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YMJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1526888.40   | 1.74%             | 2046-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SPRINGFIELD MA WTR & SWR COMMI | SPRINGFIELD WATER & SEWER COMMISSION/MA                                     | CUSIP: 850777HD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $691569.19    | 0.79%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896QJ7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011203.60   | 1.15%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896RS6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2298524.25   | 2.62%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57563UAA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2009377.31   | 2.29%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896YG4<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1048223.10   | 1.20%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YL56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $419771.30    | 0.48%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $726974.00    | 0.83%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584Y2X6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $879802.80    | 1.00%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                    | CUSIP: 57584YG94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $887925.60    | 1.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE                   | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077366.80   | 1.23%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                               | CUSIP: 57582RY42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2204309.00   | 2.52%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                | CUSIP: 575896WB7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1273591.07   | 1.45%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer