# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0001775697-23-000042
**Filing Date:** 2023-1
**Character Count:** 103965
**Document Hash:** 80c881e88a1709c8ee839251d93e5c63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000042.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000042

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001111565
- **IRS NUMBER:** 134121547

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 23561076

**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:** MELLON FUNDS TRUST
- **DATE OF NAME CHANGE:** 20030429

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MPAM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20000410

## Series and Classes Contracts Data

### BNY Mellon Massachusetts Intermediate Municipal Bond Fund (Series ID: S000000362)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000938 | Class M Shares  | MMBMX           |
| C000000939 | Investor Shares | MMBIX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Massachusetts Intermediate Municipal Bond Fund

November 30, 2022 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7%**  | **Long-Term Municipal Investments - 95.7%**  | **Long-Term Municipal Investments - 95.7%**  |  |  |
| **Alabama - .7%**  | **Alabama - .7%**  | **Alabama - .7%**  |  |  |
| Black Belt Energy Gas District, Revenue Bonds (Gas Project) | 4.00 | 12/1/2026 | 1500000<br> <sup>a</sup>  | **1485504** |
| **District of Columbia - .5%**  | **District of Columbia - .5%**  | **District of Columbia - .5%**  |  |  |
| Metropolitan Washington Airports Authority, Revenue Bonds, Refunding (Dulles Metrorail) Ser. B | 4.00 | 10/1/2035 | 1000000 | **969185** |
| **Illinois - 3.9%**  | **Illinois - 3.9%**  | **Illinois - 3.9%**  |  |  |
| Chicago II, GO, Refunding, Ser. A | 5.00 | 1/1/2034 | 1000000 | 1001975 |
| Chicago II, GO, Refunding, Ser. A | 5.00 | 1/1/2029 | 1000000 | 1022320 |
| Chicago II, GO, Refunding, Ser. A | 5.00 | 1/1/2026 | 1000000 | 1017448 |
| Chicago Park District, GO, Refunding, Ser. C | 4.00 | 1/1/2035 | 2100000 | 2023932 |
| Illinois, GO, Ser. D | 5.00 | 11/1/2026 | 2500000 | 2600551 |
|  |  |  |  | **7666226** |
| **Iowa - .5%**  | **Iowa - .5%**  | **Iowa - .5%**  |  |  |
| PEFA Inc., Revenue Bonds (Gas Project) | 5.00 | 9/1/2026 | 1000000<br> <sup>a</sup>  | **1024606** |
| **Kentucky - 2.8%**  | **Kentucky - 2.8%**  | **Kentucky - 2.8%**  |  |  |
| Kentucky Public Energy Authority, Revenue Bonds, Ser. B | 4.00 | 1/1/2025 | 2500000<br> <sup>a</sup>  | 2493496 |
| Kentucky Public Energy Authority, Revenue Bonds, Ser. C1 | 4.00 | 6/1/2025 | 3000000<br> <sup>a</sup>  | 2982377 |
|  |  |  |  | **5475873** |
| **Massachusetts - 80.8%**  | **Massachusetts - 80.8%**  | **Massachusetts - 80.8%**  |  |  |
| Berkshire Wind Power Cooperative Corp., Revenue Bonds, Refunding (Green Bond) (Berkshire Wind Project) Ser. 2 | 5.00 | 7/1/2030 | 1000000 | 1088674 |
| Berkshire Wind Power Cooperative Corp., Revenue Bonds, Refunding (Green Bond) (Berkshire Wind Project) Ser. 2 | 5.00 | 7/1/2028 | 1000000 | 1092074 |
| Berkshire Wind Power Cooperative Corp., Revenue Bonds, Refunding (Green Bond) (Berkshire Wind Project) Ser. 2 | 5.00 | 7/1/2026 | 475000 | 510167 |
| Boston, GO, Ser. A | 3.00 | 11/1/2034 | 2035000 | 1932699 |
| Boston Housing Authority, Revenue Bonds, Refunding, Ser. B | 5.00 | 10/1/2026 | 565000 | 613065 |
| Boston Housing Authority, Revenue Bonds, Refunding, Ser. B | 5.00 | 4/1/2026 | 615000 | 661093 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Braintree, GO, Refunding | 4.00 | 10/15/2030 | 1395000 | 1476528 |
| Framingham, GO, Refunding | 5.00 | 12/1/2029 | 365000 | 403610 |
| Framingham, GO, Refunding | 5.00 | 12/1/2028 | 420000 | 464704 |
| Gloucester, GO, Refunding | 3.00 | 9/15/2033 | 725000 | 696432 |
| Gloucester, GO, Refunding | 3.00 | 9/15/2032 | 925000 | 898861 |
| Groton, GO | 3.00 | 8/15/2033 | 390000 | 382122 |
| Hingham, GO | 3.00 | 2/15/2036 | 375000 | 343160 |
| Hingham, GO | 3.00 | 2/15/2034 | 1240000 | 1191597 |
| Lowell Collegiate Charter School, Revenue Bonds | 4.00 | 6/15/2024 | 215000 | 213387 |
| Lowell Collegiate Charter School, Revenue Bonds | 5.00 | 6/15/2029 | 485000 | 491098 |
| Lowell Collegiate Charter School, Revenue Bonds | 5.00 | 6/15/2039 | 1330000 | 1306492 |
| Manchester Essex Regional School District, GO (School Project Loan-Chapter 70B) | 4.00 | 2/1/2034 | 845000 | 875966 |
| Manchester Essex Regional School District, GO (School Project Loan-Chapter 70B) | 4.00 | 2/1/2033 | 590000 | 613807 |
| Massachusetts, GO, Refunding, Ser. D | 4.00 | 11/1/2035 | 4225000 | 4405222 |
| Massachusetts, GO, Ser. A | 3.00 | 2/1/2037 | 2000000 | 1810827 |
| Massachusetts, GO, Ser. C | 5.00 | 10/1/2035 | 2500000 | 2894069 |
| Massachusetts Bay Transportation Authority, Revenue Bonds, Refunding, Ser. A1 | 4.00 | 7/1/2036 | 4000000 | 4111789 |
| Massachusetts College Building Authority, Revenue Bonds (Green Bond) Ser. A | 3.00 | 5/1/2033 | 535000 | 516648 |
| Massachusetts Development Finance Agency, Revenue Bonds (Baystate Medical Center Obligated Group) Ser. N | 5.00 | 7/1/2024 | 350000 | 360821 |
| Massachusetts Development Finance Agency, Revenue Bonds (Dana-Farber Cancer Institute Obligated Group) Ser. N | 5.00 | 12/1/2033 | 2500000 | 2624002 |
| Massachusetts Development Finance Agency, Revenue Bonds (Emerson College) | 5.00 | 1/1/2031 | 325000 | 342777 |
| Massachusetts Development Finance Agency, Revenue Bonds (Emerson College) | 5.00 | 1/1/2026 | 170000 | 177300 |
| Massachusetts Development Finance Agency, Revenue Bonds (Emerson College) | 5.00 | 1/1/2027 | 280000 | 295239 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Massachusetts Development Finance Agency, Revenue Bonds (Emerson College) | 5.00 | 1/1/2032 | 340000 | 357570 |
| Massachusetts Development Finance Agency, Revenue Bonds (Equitable School Revolving Fund LLC Obligated Group) Ser. C | 4.00 | 11/1/2046 | 500000 | 458246 |
| Massachusetts Development Finance Agency, Revenue Bonds (Wentworth Institute of Technology Inc.) | 5.00 | 10/1/2024 | 550000 | 564660 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding | 4.00 | 7/1/2036 | 2480000 | 2490370 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding | 5.00 | 7/1/2032 | 1910000 | 2012959 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding | 5.00 | 7/1/2037 | 705000 | 746650 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Bentley University) Ser. A | 4.00 | 7/1/2036 | 825000 | 814938 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Bentley University) Ser. A | 4.00 | 7/1/2035 | 1000000 | 994433 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Boston Medical Center Corp. Obligated Group) Ser. E | 5.00 | 7/1/2026 | 500000 | 524140 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Boston Medical Center Corp. Obligated Group) Ser. E | 5.00 | 7/1/2025 | 500000 | 518050 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Caregroup) Ser. I | 5.00 | 7/1/2029 | 2000000 | 2110694 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Emerson College) | 5.00 | 1/1/2035 | 1000000 | 1015936 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Emerson College) Ser. A | 5.00 | 1/1/2033 | 1250000 | 1306290 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Emmanuel College) Ser. A | 5.00 | 10/1/2043 | 1000000 | 1003633 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Emmanuel College) Ser. A | 5.00 | 10/1/2030 | 1000000 | 1025853 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Fisher College) | 5.00 | 4/1/2031 | 350000 | 366946 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Fisher College) | 5.00 | 4/1/2035 | 840000 | 867364 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Fisher College) | 5.00 | 4/1/2032 | 370000 | 386521 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Fisher College) | 5.00 | 4/1/2033 | 390000 | 406003 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Foxborough Regional Charter School) | 5.00 | 7/1/2037 | 1600000 | 1616055 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Franklin W Olin College of Engineering Inc.) Ser. E | 5.00 | 11/1/2038 | 4500000 | 4541836 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Harvard University) Ser. A | 5.00 | 7/15/2027 | 3200000 | 3470201 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (MCPHS University) Ser. H | 5.00 | 7/1/2037 | 465000 | 485178 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Partners Healthcare System Inc.) | 4.00 | 7/1/2032 | 2000000 | 2033428 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (SABIS International Charter School) | 5.00 | 4/15/2033 | 1500000 | 1522625 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (SABIS International Charter School) | 5.00 | 4/15/2040 | 1730000 | 1736787 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Simmons College) Ser. J | 5.25 | 10/1/2024 | 465000 | 471766 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Simmons College) Ser. K1 | 5.00 | 10/1/2025 | 700000 | 726895 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Simmons College) Ser. K1 | 5.00 | 10/1/2029 | 1000000 | 1034054 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (South Shore Hospital Obligated Group Inc.) Ser. I | 5.00 | 7/1/2028 | 750000 | 785433 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (South Shore Hospital Obligated Group Inc.) Ser. I | 5.00 | 7/1/2025 | 500000 | 516926 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (South Shore Hospital Obligated Group Inc.) Ser. I | 5.00 | 7/1/2024 | 530000 | 542095 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Sterling & Francine Clark Art Institute) | 5.00 | 7/1/2028 | 1000000 | 1087416 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University) | 5.00 | 7/1/2033 | 1000000 | 1040778 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University) | 5.00 | 7/1/2029 | 1000000 | 1053160 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Suffolk University) | 5.00 | 7/1/2025 | 1340000 | 1388710 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (The Broad Institute Inc.) | 5.00 | 4/1/2036 | 2000000 | 2149235 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Trustees of Boston University) Ser. BB2 | 4.00 | 10/1/2032 | 1000000 | 1022695 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Trustees of the College of Holy Cross) Ser. A | 5.00 | 9/1/2026 | 705000 | 756497 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (UMass Memorial Health Care Obligated Group) Ser. I | 5.00 | 7/1/2036 | 1340000 | 1375791 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (UMass Memorial Health Care Obligated Group) Ser. I | 5.00 | 7/1/2025 | 2375000 | 2472655 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Wellesley College) | 4.00 | 7/1/2036 | 2000000 | 2043459 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Wellforce Obligated Group) (Insured; Assured Guaranty Municipal Corp.) Ser. C | 5.00 | 10/1/2026 | 325000 | 345811 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Wellforce Obligated Group) (Insured; Assured Guaranty Municipal Corp.) Ser. C | 5.00 | 10/1/2027 | 475000 | 512072 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Western New England University) | 5.00 | 9/1/2026 | 1205000 | 1258574 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Western New England University) | 5.00 | 9/1/2035 | 1000000 | 1014815 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Western New England University) | 5.00 | 9/1/2033 | 500000 | 519756 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Western New England University) | 5.00 | 9/1/2032 | 500000 | 521890 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Western New England University) | 5.00 | 9/1/2040 | 1500000 | 1510970 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (WGBH Educational Foundation) | 5.00 | 1/1/2031 | 415000 | 446549 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (WGBH Educational Foundation) | 5.00 | 1/1/2028 | 140000 | 151099 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (WGBH Educational Foundation) | 5.00 | 1/1/2029 | 200000 | 215741 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding (Woods Hole Oceanographic Institution) | 5.00 | 6/1/2026 | 850000 | 907828 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. A | 5.00 | 7/1/2031 | 1350000 | 1425366 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. A | 5.00 | 7/1/2030 | 2075000 | 2200058 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. A2 | 5.00 | 7/1/2037 | 2460000 | 2620821 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. G | 5.00 | 7/1/2032 | 515000 | 564275 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. G | 5.00 | 7/1/2035 | 400000 | 427399 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. G | 5.00 | 7/1/2036 | 450000 | 476100 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. O | 5.00 | 12/1/2033 | 160000 | 172363 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. O | 5.00 | 12/1/2032 | 250000 | 270437 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. O | 5.00 | 12/1/2035 | 200000 | 212267 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. O | 5.00 | 12/1/2034 | 200000 | 213430 |
| Massachusetts Development Finance Agency, Revenue Bonds, Refunding, Ser. O | 5.00 | 12/1/2031 | 250000 | 271868 |
| Massachusetts Educational Financing Authority, Revenue Bonds, Refunding, Ser. A | 5.00 | 7/1/2024 | 3000000 | 3076375 |
| Massachusetts Housing Finance Agency, Revenue Bonds (Insured; Federal Housing Administration) Ser. A1 | 2.55 | 12/1/2040 | 1500000 | 1140211 |
| Massachusetts Housing Finance Agency, Revenue Bonds (Insured; Federal Housing Administration) Ser. A3 | 0.88 | 12/1/2023 | 915000 | 898527 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Massachusetts Housing Finance Agency, Revenue Bonds, Refunding (Insured; GNMA, FNMA, FHLMC) Ser. 195 | 4.00 | 12/1/2048 | 645000 | 645627 |
| Massachusetts Housing Finance Agency, Revenue Bonds, Refunding (Insured; GNMA, FNMA, FHLMC) Ser. 220 | 3.00 | 12/1/2050 | 1810000 | 1756998 |
| Massachusetts Housing Finance Agency, Revenue Bonds, Refunding, Ser. 183 | 3.50 | 12/1/2046 | 345000 | 342992 |
| Massachusetts Housing Finance Agency, Revenue Bonds, Refunding, Ser. 207 | 4.00 | 6/1/2049 | 1740000 | 1741584 |
| Massachusetts Housing Finance Agency, Revenue Bonds, Refunding, Ser. 211 | 3.50 | 12/1/2049 | 700000 | 692184 |
| Massachusetts Housing Finance Agency, Revenue Bonds, Refunding, Ser. 221 | 3.00 | 12/1/2050 | 1485000 | 1436704 |
| Massachusetts Housing Finance Agency, Revenue Bonds, Ser. F | 2.95 | 12/1/2032 | 1000000 | 951102 |
| Massachusetts Municipal Wholesale Electric Co., Revenue Bonds (Project 2015-A) Ser. A | 4.00 | 7/1/2035 | 650000 | 659556 |
| Massachusetts Port Authority, Revenue Bonds (Green Bond) Ser. A | 5.00 | 7/1/2034 | 1500000 | 1648575 |
| Massachusetts Port Authority, Revenue Bonds, Refunding (Bosfuel Project) Ser. A | 5.00 | 7/1/2035 | 500000 | 525806 |
| Massachusetts Port Authority, Revenue Bonds, Refunding (Bosfuel Project) Ser. A | 5.00 | 7/1/2029 | 1000000 | 1076127 |
| Massachusetts Port Authority, Revenue Bonds, Refunding (Bosfuel Project) Ser. A | 5.00 | 7/1/2032 | 865000 | 921870 |
| Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. A | 5.00 | 7/1/2027 | 2000000 | 2126021 |
| Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. A | 5.00 | 7/1/2028 | 2000000 | 2149628 |
| Massachusetts Port Authority, Revenue Bonds, Refunding, Ser. C | 5.00 | 7/1/2030 | 1635000 | 1774265 |
| Massachusetts Transportation Fund, Revenue Bonds, Ser. A | 5.00 | 6/1/2036 | 1000000 | 1028129 |
| Massachusetts Water Resources Authority, Revenue Bonds, Refunding (Insured; Assured Guaranty Municipal Corp.) Ser. B | 5.25 | 8/1/2028 | 1000000 | 1134024 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** | **Massachusetts - 80.8% (continued)** |  |  |
| Medway, GO | 3.00 | 9/1/2031 | 500000 | 495999 |
| Medway, GO | 3.00 | 9/1/2032 | 700000 | 691512 |
| Middleborough, GO, Refunding | 3.00 | 10/1/2034 | 1455000 | 1367954 |
| Minuteman Regional Vocational Technical School District, GO | 5.00 | 10/15/2027 | 525000 | 568849 |
| Minuteman Regional Vocational Technical School District, GO | 5.00 | 10/15/2026 | 915000 | 993551 |
| Mount Greylock Regional School District, GO, Refunding | 4.00 | 6/15/2028 | 420000 | 426440 |
| Mount Greylock Regional School District, GO, Refunding | 4.00 | 6/15/2030 | 315000 | 319469 |
| Natick, GO | 4.00 | 7/15/2033 | 3000000 | 3137864 |
| Plainville, GO | 4.00 | 10/15/2030 | 1210000 | 1261612 |
| Quincy, GO, Refunding, Ser. A | 4.00 | 6/1/2038 | 500000 | 507099 |
| Randolph, GO, Refunding | 5.00 | 9/15/2031 | 595000 | 653602 |
| Rockland, GO, Refunding | 3.00 | 10/1/2032 | 1000000 | 971485 |
| Scituate, GO, Refunding | 4.00 | 10/1/2031 | 1180000 | 1245741 |
| Sharon, GO | 3.00 | 2/15/2033 | 1750000 | 1694927 |
| Shrewsbury, GO | 3.00 | 1/15/2034 | 2160000 | 2068392 |
| Somerville, GO, Refunding | 3.00 | 6/1/2035 | 1125000 | 1037973 |
| Somerville, GO, Refunding | 3.00 | 6/1/2034 | 1045000 | 985778 |
| The Massachusetts Clean Water Trust, Revenue Bonds (Green Bond) Ser. 20 | 5.00 | 2/1/2033 | 2300000 | 2408575 |
| The Massachusetts Clean Water Trust, Revenue Bonds (Green Bond) Ser. 21 | 5.00 | 8/1/2035 | 2250000 | 2487312 |
| The Massachusetts Clean Water Trust, Revenue Bonds, Refunding | 9.59 | 8/1/2023 | 2500000<br> <sup>b</sup>  | 2551713 |
| The Massachusetts Clean Water Trust, Revenue Bonds, Refunding, Ser. A | 5.75 | 8/1/2029 | 155000 | 155380 |
| University of Massachusetts Building Authority, Revenue Bonds, Refunding, Ser. 3 | 5.00 | 11/1/2034 | 2200000 | 2375010 |
| Waltham, GO | 3.00 | 10/15/2032 | 1160000 | 1131113 |
| Worcester, GO, Refunding | 4.00 | 1/15/2031 | 2235000 | 2315945 |
| Worcester, GO, Refunding | 4.00 | 1/15/2028 | 800000 | 831900 |
| Worcester, GO, Refunding (Insured; Assured Guaranty Municipal Corp.) | 2.00 | 2/15/2033 | 2000000 | 1677271 |
|  |  |  |  | **160987421** |
| **Nebraska - 1.5%**  | **Nebraska - 1.5%**  | **Nebraska - 1.5%**  |  |  |
| Central Plains Energy, Revenue Bonds, Refunding (Central Plains Energy Project) | 4.00 | 8/1/2025 | 3000000<br> <sup>a</sup>  | **3011890** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** | **Long-Term Municipal Investments - 95.7% (continued)** |  |  |
| **New Jersey - 1.2%**  | **New Jersey - 1.2%**  | **New Jersey - 1.2%**  |  |  |
| Tobacco Settlement Financing Corp., Revenue Bonds, Refunding, Ser. A | 5.00 | 6/1/2031 | 875000 | 911691 |
| Tobacco Settlement Financing Corp., Revenue Bonds, Refunding, Ser. A | 5.00 | 6/1/2029 | 1375000 | 1436027 |
|  |  |  |  | **2347718** |
| **New York - 3.3%**  | **New York - 3.3%**  | **New York - 3.3%**  |  |  |
| Metropolitan Transportation Authority, Revenue Bonds, Refunding, Ser. C1 | 5.25 | 11/15/2031 | 2000000 | 2062187 |
| New York Liberty Development Corp., Revenue Bonds, Refunding (Bank of America Tower) | 2.63 | 9/15/2069 | 2675000 | 2402526 |
| New York Liberty Development Corp., Revenue Bonds, Refunding (Class 1-3 World Trade Center Project) | 5.00 | 11/15/2044 | 2250000<br> <sup>c</sup>  | 2126721 |
|  |  |  |  | **6591434** |
| **U.S. Related - .5%**  | **U.S. Related - .5%**  | **U.S. Related - .5%**  |  |  |
| Puerto Rico, Notes | 0.01 | 11/1/2051 | 455259<br> <sup>d</sup>  | 161617 |
| Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Fing Authority, Revenue Bonds, Refunding (Hospital Auxilio Mutuo Obligated Group) | 5.00 | 7/1/2029 | 285000 | 308080 |
| Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Fing Authority, Revenue Bonds, Refunding (Hospital Auxilio Mutuo Obligated Group) | 5.00 | 7/1/2028 | 260000 | 278907 |
| Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Fing Authority, Revenue Bonds, Refunding (Hospital Auxilio Mutuo Obligated Group) | 5.00 | 7/1/2027 | 310000 | 329533 |
|  |  |  |  | **1078137** |
| **Total Investments** (cost $201,174,353) | **Total Investments** (cost $201,174,353) | **Total Investments** (cost $201,174,353) | **95.7%** | **190637994** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **4.3%** | **8490454** |
| **Net Assets** | **Net Assets** | **Net Assets** | **100.0%** | **199128448** |

---

*<sup>a</sup> These securities have a put feature; the date shown represents the put date and the bond holder can take a specific action to retain the bond after the put date.*

*<sup>b</sup> Principal amount for accrual purposes is periodically adjusted based on changes in the Consumer Price Index.*

*<sup>c</sup> 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 November 30, 2022, these securities were valued at $2,126,721 or 1.07% of net assets.*

*<sup>d</sup> The Variable Rate shall be determined by the Remarketing Agent in its sole discretion based on prevailing market conditions and* 

------

*may, but need not, be established by reference to one or more financial indices.*

------

STATEMENT OF FINANCIAL FUTURES<br>BNY Mellon Massachusetts Intermediate Municipal Bond Fund

November 30, 2022 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** |  |  |
| Description | Number of<br>Contracts | Expiration  | Notional<br>Value ($) | Market<br>Value ($) | Unrealized (Depreciation) ($) |
| **Futures Short** | **Futures Short** | **Futures Short** | **Futures Short** | **Futures Short** |  |
| U.S. Treasury Ultra Long Bond | 8 | 3/22/2023 | 1072838 | 1090250 | (17412) |
| Ultra 10 Year U.S. Treasury Notes | 72 | 3/22/2023 | 8522466 | 8615250 | (92784) |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(110196)** | **(110196)** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Massachusetts Intermediate Municipal Bond Fund

November 30, 2022 (Unaudited)

The following is a summary of the inputs used as of November 30, 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 ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Municipal Securities | - | 190637994 | - | **190637994** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Futures<sup>††</sup> | (110196) | - | - | **(110196)** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> 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 Trust's Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, 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 municipal securities are valued each business day by an independent pricing service (the "Service") approved by the Board. Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of the Service are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). Municipal investments (which constitute a majority of the portfolio securities) are carried at fair value as determined by the Service, based on methods which include consideration of the following: yields or prices of municipal securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Service is engaged under the general oversight of the Board. All of the preceding securities are generally categorized within 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, but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

At November 30, 2022, accumulated net unrealized depreciation on investments was $10,536,359, consisting of $364,708 gross unrealized appreciation and $10,901,067 gross unrealized depreciation.

At November 30, 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.

------

## 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 Funds Trust

- **b. Investment Company Act file number:** 811-09903

- **c. CIK number of Registrant:** 0001111565

- **d. LEI of Registrant:** 549300HDJ28GEP2W5P96

- **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 Intermediate Municipal Bond Fund

- **b. EDGAR series identifier (if any):** S000000362

- **c. LEI of Series:** 549300R37OFPF4KIQD13

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $199693023.29

**Total Liabilities:** $564575.20

**Net Assets:** $199128448.09

**Cash Not Reported:** $4119262.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -235.05342473 | **1-Year:** -9643.3950771 | **5-Year:** -35595.08775507 | **10-Year:** -46649.92425345 | **30-Year:** -7188.98283924

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

- **3-Month:** -7.40261969 | **1-Year:** -403.3024997 | **5-Year:** -704.50886539 | **10-Year:** -717.37373623 | **30-Year:** -321.09443347

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000938 | -3.07%               | -0.32%               | 3.93%                |
| Class ID C000000939 | -3.09%               | -0.43%               | 3.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-521232.52              | $-8600707.79                               |
| Month 2  | $-1102261.55             | $-463643.02                                |
| Month 3  | $-524802.84              | $8759150.41                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WORCESTER MA                   | CITY OF WORCESTER MA                                                            | CUSIP: 981306US0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2235000 | PA      | $2315945.22   | 1.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN WTR TRU | MASSACHUSETTS CLEAN WATER TRUST/THE                                             | CUSIP: 575829DM5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2408574.72   | 1.21%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YPY9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2075000 | PA      | $2200057.76   | 1.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MANCHESTER MA ESSEX REGL SCH D | MANCHESTER ESSEX REGIONAL SCHOOL DISTRICT                                       | CUSIP: 562158EB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $613807.33    | 0.31%             | 2033-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57583U7E2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015935.60   | 0.51%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575896TA3<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2149627.60   | 1.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YPZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1425366.32   | 0.72%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MANCHESTER MA ESSEX REGL SCH D | MANCHESTER ESSEX REGIONAL SCHOOL DISTRICT                                       | CUSIP: 562158EC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    845000 | PA      | $875965.87    | 0.44%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YHF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $519755.85    | 0.26%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575896SZ9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2126021.00   | 1.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YHE2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $521890.05    | 0.26%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XXV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3470200.96   | 1.74%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XJZ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1375790.60   | 0.69%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | NEW YORK LIBERTY DEVELOPMENT CORP                                               | CUSIP: 649519DG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2402526.37   | 1.21%             | 2069-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                    | STATE OF ILLINOIS                                                               | CUSIP: 452152Q61<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2600550.75   | 1.31%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YVB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213429.80    | 0.11%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575896UW3<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1774264.89   | 0.89%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                   | CITY OF WORCESTER MA                                                            | CUSIP: 981306UP6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    800000 | PA      | $831899.84    | 0.42%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YVC0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212267.20    | 0.11%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YUZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270437.03    | 0.14%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDWAY MA                      | TOWN OF MEDWAY MA                                                               | CUSIP: 585089RC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495999.35    | 0.25%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575898DL2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    500000 | PA      | $525806.20    | 0.26%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YVA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    160000 | PA      | $172362.56    | 0.09%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN WTR TRU | MASSACHUSETTS CLEAN WATER TRUST/THE                                             | CUSIP: 57604PA95<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2551713.00   | 1.28%             | 2023-08-01      | Variable      | 9.59%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587AR42<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1741583.75   | 0.87%             | 2049-06-01      | Fixed         | 4.00%                 | 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        |   1330000 | PA      | $1306491.72   | 0.66%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XM40<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040777.60   | 0.52%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575898DH1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    865000 | PA      | $921870.29    | 0.46%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                     | CITY OF CHICAGO IL                                                              | CUSIP: 167486F79<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017448.50   | 0.51%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | METROPOLITAN WASHINGTON AIRPORTS AUTHORITY DULLES TOLL ROAD REVENUE             | CUSIP: 592643CY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $969185.10    | 0.49%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2620821.52   | 1.32%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARLINGTON TX HGR EDU FIN CORP  | ARLINGTON HIGHER EDUCATION FINANCE CORP                                         | CUSIP: 041806WU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1111654.17   | 0.56%             | 2034-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE  | METROPOLITAN TRANSPORTATION AUTHORITY                                           | CUSIP: 59259Y6F1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2062187.00   | 1.04%             | 2031-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWELL MA COLLEGIATE CHRT SCH  | COLLEGIATE CHARTER SCHOOL OF LOWELL                                             | CUSIP: 547649AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $491098.00    | 0.25%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHARON MA                      | TOWN OF SHARON MA                                                               | CUSIP: 819649L77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1694927.15   | 0.85%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRL PLAINS ENERGY PROJ NE G | CENTRAL PLAINS ENERGY PROJECT                                                   | CUSIP: 154872AT2<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3011890.50   | 1.51%             | 2049-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDWAY MA                      | TOWN OF MEDWAY MA                                                               | CUSIP: 585089RD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $691511.59    | 0.35%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWELL MA COLLEGIATE CHRT SCH  | COLLEGIATE CHARTER SCHOOL OF LOWELL                                             | CUSIP: 547649AE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $213386.92    | 0.11%             | 2024-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YB32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    475000 | PA      | $512071.99    | 0.26%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST PUBLIC ENERGY AUTH | KENTUCKY PUBLIC ENERGY AUTHORITY                                                | CUSIP: 74440DBD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2493496.00   | 1.25%             | 2049-01-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                     | CITY OF CHICAGO IL                                                              | CUSIP: 167486G37<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022319.90   | 0.51%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YUY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $271867.95    | 0.14%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587A4R6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1140211.35   | 0.57%             | 2040-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YB24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    325000 | PA      | $345810.73    | 0.17%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOUNT GREYLOCK MA REGL SCH DIS | MOUNT GREYLOCK REGIONAL SCHOOL DISTRICT                                         | CUSIP: 621417CG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $319469.35    | 0.16%             | 2030-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCITUATE MA                    | TOWN OF SCITUATE MA                                                             | CUSIP: 809095YL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1245740.75   | 0.63%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST PUBLIC ENERGY AUTH | KENTUCKY PUBLIC ENERGY AUTHORITY                                                | CUSIP: 74440DBR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2982377.10   | 1.50%             | 2049-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XND9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516926.45    | 0.26%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALTHAM MA                     | CITY OF WALTHAM MA                                                              | CUSIP: 933254W34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1131112.98   | 0.57%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57583UYL6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    465000 | PA      | $471765.89    | 0.24%             | 2024-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587A6B9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    915000 | PA      | $898526.80    | 0.45%             | 2023-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HINGHAM MA                     | TOWN OF HINGHAM MA                                                              | CUSIP: 433344VU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $343160.51    | 0.17%             | 2036-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XRL7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215740.92    | 0.11%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YFB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    340000 | PA      | $357569.91    | 0.18%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HINGHAM MA                     | TOWN OF HINGHAM MA                                                              | CUSIP: 433344VS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1191597.47   | 0.60%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XRN3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    415000 | PA      | $446549.13    | 0.22%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YFA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    325000 | PA      | $342776.72    | 0.17%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XCG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1736786.62   | 0.87%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE MA WIND PWR COOPERAT | BERKSHIRE WIND POWER COOPERATIVE CORP                                           | CUSIP: 084719BA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $510167.39    | 0.26%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YCZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    390000 | PA      | $406003.46    | 0.20%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | NEW YORK LIBERTY DEVELOPMENT CORP                                               | CUSIP: 649519DA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2126720.70   | 1.07%             | 2044-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YCY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    370000 | PA      | $386521.09    | 0.19%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YEW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    280000 | PA      | $295238.64    | 0.15%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57583UM70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $360820.99    | 0.18%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XWD9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $518050.40    | 0.26%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57583U5H7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    465000 | PA      | $485178.12    | 0.24%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN WTR TRU | MASSACHUSETTS CLEAN WATER TRUST/THE                                             | CUSIP: 576047YW8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155379.92    | 0.08%             | 2029-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587ASJ8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    345000 | PA      | $342992.20    | 0.17%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XRK9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    140000 | PA      | $151099.09    | 0.08%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XL82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053160.50   | 0.53%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YCX5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $366946.09    | 0.18%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XNC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    530000 | PA      | $542095.18    | 0.27%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XL41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1388710.21   | 0.70%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YEV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $177300.16    | 0.09%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584X3C3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2149235.00   | 1.08%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XHC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014815.00   | 0.51%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE MA WIND PWR COOPERAT | BERKSHIRE WIND POWER COOPERATIVE CORP                                           | CUSIP: 084719BC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1092074.00   | 0.55%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XCF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1522625.40   | 0.76%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XAD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $726894.70    | 0.37%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YGB9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    850000 | PA      | $907827.88    | 0.46%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57586NH79<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $951101.90    | 0.48%             | 2032-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YDA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $867364.51    | 0.44%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XJS1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2472654.78   | 1.24%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XE49<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    815000 | PA      | $837397.42    | 0.42%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XPR6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025853.40   | 0.52%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587AA81<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    645000 | PA      | $645626.81    | 0.32%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YGY9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1258574.06   | 0.63%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOUNT GREYLOCK MA REGL SCH DIS | MOUNT GREYLOCK REGIONAL SCHOOL DISTRICT                                         | CUSIP: 621417CE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $426440.15    | 0.21%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE MA WIND PWR COOPERAT | BERKSHIRE WIND POWER COOPERATIVE CORP                                           | CUSIP: 084719BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1088673.90   | 0.55%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XHD6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1510969.80   | 0.76%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAINVILLE MA                  | TOWN OF PLAINVILLE MA                                                           | CUSIP: 726838LA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1261612.31   | 0.63%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY                                   | CUSIP: 57563RPB9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3076375.50   | 1.54%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XNU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2624002.00   | 1.32%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YDJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1616055.04   | 0.81%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XG62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $564660.09    | 0.28%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XAH4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1034053.70   | 0.52%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY                                  | CUSIP: 914437TD0<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2375009.78   | 1.19%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YFT1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $756496.58    | 0.38%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XWE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524139.80    | 0.26%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XBC4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1910000 | PA      | $2012958.55   | 1.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XB42<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1087416.30   | 0.55%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP N | TOBACCO SETTLEMENT FINANCING CORP                                               | CUSIP: 888808HG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $911691.38    | 0.46%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57583UVM7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4541835.60   | 2.28%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XWY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022694.70   | 0.51%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | COMMONWEALTH OF MASSACHUSETTS TRANSPORTATION FUND REVENUE                       | CUSIP: 57604TGE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028128.60   | 0.52%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XHV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2033428.00   | 1.02%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584X8T1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2490370.12   | 1.25%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XNG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    750000 | PA      | $785433.15    | 0.39%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN WTR TRU | MASSACHUSETTS CLEAN WATER TRUST/THE                                             | CUSIP: 575829EN2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2487311.78   | 1.25%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XU25<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1306289.88   | 0.66%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XPY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003633.10   | 0.50%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATICK MA                      | TOWN OF NATICK MA                                                               | CUSIP: 632363K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3137864.40   | 1.58%             | 2033-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RANDOLPH MA                    | TOWN OF RANDOLPH MA                                                             | CUSIP: 752635N32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $653602.26    | 0.33%             | 2031-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINUTEMAN MA REGL VOTECH SCH D | MINUTEMAN REGIONAL VOCATIONAL TECHNICAL SCHOOL DISTRICT                         | CUSIP: 604543CQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    915000 | PA      | $993551.47    | 0.50%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MA                      | CITY OF BOSTON MA                                                               | CUSIP: 100853ZZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $1932698.72   | 0.97%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP N | TOBACCO SETTLEMENT FINANCING CORP                                               | CUSIP: 888808HE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1436027.31   | 0.72%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRAMINGHAM MA                  | CITY OF FRAMINGHAM MA                                                           | CUSIP: 3516946Q2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $403610.25    | 0.20%             | 2029-12-01      | 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        |   1810000 | PA      | $1756998.49   | 0.88%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MA HSG AUTH CAPITAL PRO | BOSTON HOUSING AUTHORITY/MA                                                     | CUSIP: 100868BU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $661093.33    | 0.33%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINUTEMAN MA REGL VOTECH SCH D | MINUTEMAN REGIONAL VOCATIONAL TECHNICAL SCHOOL DISTRICT                         | CUSIP: 604543CR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $568849.00    | 0.29%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YG45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $427399.36    | 0.21%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAINTREE MA                   | TOWN OF BRAINTREE MA                                                            | CUSIP: 1050255P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1395000 | PA      | $1476527.99   | 0.74%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON MA HSG AUTH CAPITAL PRO | BOSTON HOUSING AUTHORITY/MA                                                     | CUSIP: 100868BV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $613064.55    | 0.31%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST BAY TRANSPRTN | MASSACHUSETTS BAY TRANSPORTATION AUTHORITY SALES TAX REVENUE                    | CUSIP: 575579K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4111789.20   | 2.06%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHREWSBURY MA                  | TOWN OF SHREWSBURY MA                                                           | CUSIP: 825502G43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2068391.59   | 1.04%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YF95<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    515000 | PA      | $564274.89    | 0.28%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YG52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    450000 | PA      | $476099.82    | 0.24%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORCESTER MA                   | CITY OF WORCESTER MA                                                            | CUSIP: 981306YZ0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1677271.20   | 0.84%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOUCESTER MA                  | CITY OF GLOUCESTER MA                                                           | CUSIP: 379713LY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $696431.74    | 0.35%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLG BLDG AUTH | MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY                                  | CUSIP: 575832X62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $516648.00    | 0.26%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YR68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $994432.80    | 0.50%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMERVILLE MA                  | CITY OF SOMERVILLE MA                                                           | CUSIP: 835241EY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $985777.86    | 0.50%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587GFS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1436703.94   | 0.72%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRAMINGHAM MA                  | CITY OF FRAMINGHAM MA                                                           | CUSIP: 3516946P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $464703.54    | 0.23%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST MUNI WHOLESAL | MASSACHUSETTS MUNICIPAL WHOLESALE ELECTRIC CO                                   | CUSIP: 575766AM2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    650000 | PA      | $659555.52    | 0.33%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO INDL TOURIST EDUCT | PUERTO RICO INDUSTRIAL TOURIST EDUCATIONAL MEDICAL & ENVIRML CTL FACS FING AUTH | CUSIP: 74527EFH6<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |    310000 | PA      | $329533.26    | 0.17%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOMERVILLE MA                  | CITY OF SOMERVILLE MA                                                           | CUSIP: 835241EZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1037972.59   | 0.52%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584YR76<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $814937.56    | 0.41%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | MASSACHUSETTS HOUSING FINANCE AGENCY                                            | CUSIP: 57587AV88<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    700000 | PA      | $692183.80    | 0.35%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDDLEBOROUGH MA               | TOWN OF MIDDLEBOROUGH MA                                                        | CUSIP: 596051XJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1367954.04   | 0.69%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKLAND MA                    | TOWN OF ROCKLAND MA                                                             | CUSIP: 773641WV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $971485.50    | 0.49%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                                   | CUSIP: 57582RG75<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4225000 | PA      | $4405221.60   | 2.21%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL PARK DIST           | CHICAGO PARK DISTRICT                                                           | CUSIP: 167615U76<br>LEI: 549300DNSTZGBZLIU409 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2023932.12   | 1.02%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO INDL TOURIST EDUCT | PUERTO RICO INDUSTRIAL TOURIST EDUCATIONAL MEDICAL & ENVIRML CTL FACS FING AUTH | CUSIP: 74527EFJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |    260000 | PA      | $278906.65    | 0.14%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GROTON MA                      | TOWN OF GROTON MA                                                               | CUSIP: 399316SF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $382122.39    | 0.19%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO INDL TOURIST EDUCT | PUERTO RICO INDUSTRIAL TOURIST EDUCATIONAL MEDICAL & ENVIRML CTL FACS FING AUTH | CUSIP: 74527EFK9<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |    285000 | PA      | $308079.61    | 0.15%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH             | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    455259 | PA      | $161616.97    | 0.08%             | 2051-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QUINCY MA                      | CITY OF QUINCY MA                                                               | CUSIP: 748508D62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507099.05    | 0.25%             | 2038-06-01      | 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        |    500000 | PA      | $458245.95    | 0.23%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584Y2H1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2043459.40   | 1.03%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                                   | CUSIP: 57582RV29<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1810826.80   | 0.91%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575898DE8<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1076126.70   | 0.54%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOUCESTER MA                  | CITY OF GLOUCESTER MA                                                           | CUSIP: 379713LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $898861.35    | 0.45%             | 2032-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEFA INC IA GAS PROJ REVENUE   | PEFA INC                                                                        | CUSIP: 70556CAB0<br>LEI: 549300RSE249DJNRHY07 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024605.70   | 0.51%             | 2049-09-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK BELT ENERGY GAS DIST AL  | BLACK BELT ENERGY GAS DISTRICT                                                  | CUSIP: 09182TAM9<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1485504.00   | 0.75%             | 2052-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584X8U8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $746649.57    | 0.37%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | COMMONWEALTH OF MASSACHUSETTS                                                   | CUSIP: 57582RX27<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2894068.75   | 1.45%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                     | CITY OF CHICAGO IL                                                              | CUSIP: 167486M30<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001974.60   | 0.50%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | MASSACHUSETTS PORT AUTHORITY                                                    | CUSIP: 575896YS8<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1648575.45   | 0.83%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RESOURCES | MASSACHUSETTS WATER RESOURCES AUTHORITY                                         | CUSIP: 576049V98<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1134024.10   | 0.57%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                        | CUSIP: 57584XMK4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2110693.60   | 1.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UXYH3 COMDTY                   | US 10YR ULTRA FUT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -72 | NC      | $-8615250.00  | -4.33%            |  |  |  | No            |                  1 | On Loan: No      |
| WNH3 COMDTY                    | US ULTRA BOND CBT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |        -8 | NC      | $-1090250.00  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer