# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0001775697-23-000040
**Filing Date:** 2023-1
**Character Count:** 66221
**Document Hash:** 525d82fe91561aedc4539ac701eb5094
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000040.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000040

**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:** 23561072

**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 International Equity Income Fund (Series ID: S000035086)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000107935 | Class M      | MLIMX           |
| C000107936 | Investor     | MLIIX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon International Equity Income Fund

November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 96.2%**  |  |  |
| **Australia - 7.3%** |  |  |
| Aurizon Holdings Ltd. | 227920<br> <sup>a</sup>  | 591803 |
| Australia & New Zealand Banking Group Ltd. | 7038 | 119507 |
| BHP Group Ltd. | 16541 | 515856 |
| National Australia Bank Ltd. | 27717 | 599612 |
| Sonic Healthcare Ltd. | 5592 | 124052 |
| Suncorp Group Ltd. | 16085<br> <sup>a</sup>  | 131651 |
| Wesfarmers Ltd. | 41172 | 1375005 |
| Westpac Banking Corp. | 10942 | 178449 |
| Woodside Energy Group Ltd. | 3006 | 75849 |
|  |  | **3711784** |
| **Belgium - .6%** |  |  |
| Proximus SADP | 27093 | **282088** |
| **Brazil - 1.7%** |  |  |
| Cia Siderurgica Nacional SA | 140190 | 392257 |
| CPFL Energia SA | 35780<br> <sup>a</sup>  | 237046 |
| Vale SA | 15280<br> <sup>a</sup>  | 252431 |
|  |  | **881734** |
| **Canada - 9.7%** |  |  |
| BCE Inc. | 2434 | 115914 |
| Enbridge Inc. | 21470 | 886636 |
| Great-West Lifeco Inc. | 10803 | 257637 |
| IGM Financial Inc. | 9819 | 284902 |
| Keyera Corp. | 15271 | 355792 |
| Manulife Financial Corp. | 25821 | 465110 |
| Royal Bank of Canada | 12241 | 1217411 |
| The Toronto-Dominion Bank | 19762 | 1315312 |
|  |  | **4898714** |
| **China - 6.4%** |  |  |
| Alibaba Group Holding Ltd., ADR | 4031<br> <sup>a</sup>  | 352954 |
| Bank of China Ltd., Cl. H | 1072580<br> <sup>a</sup>  | 382072 |
| China Medical System Holdings Ltd. | 60250 | 88133 |
| Cosco Shipping Holdings Co., Cl. H | 290150 | 314575 |
| Industrial & Commercial Bank of China Ltd., Cl. H | 292860<br> <sup>a</sup>  | 147635 |
| JD.com Inc., Cl. A | 571<br> <sup>a</sup>  | 16261 |
| Lenovo Group Ltd. | 329070 | 283431 |
| Ping An Insurance Group Company of China Ltd., Cl. H | 39030 | 241786 |
| Sinotruk Hong Kong Ltd. | 371710 | 483590 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 96.2% (continued)** |  |  |  |
| **China - 6.4% (continued)** |  |  |  |
| Tencent Holdings Ltd. | 12030 | <sup>a</sup>  | 452048 |
| Zhejiang Expressway Co., Cl. H | 667050 | <sup>a</sup>  | 499935 |
|  |  |  | **3262420** |
| **Czech Republic - 1.7%** |  |  |  |
| CEZ AS | 24969 | <sup>a</sup>  | **858212** |
| **Finland - 2.4%** |  |  |  |
| Fortum OYJ | 21411 | <sup>a</sup>  | 338834 |
| Nordea Bank Abp | 75369 | <sup>a</sup>  | 795852 |
| Sampo OYJ, Cl. A | 1727 | <sup>a</sup>  | 87846 |
|  |  |  | **1222532** |
| **France - 6.2%** |  |  |  |
| AXA SA | 47384 | <sup>a</sup>  | 1355505 |
| Bouygues SA | 3828 | <sup>a</sup>  | 118078 |
| Credit Agricole SA | 6515 | <sup>a</sup>  | 66606 |
| Eutelsat Communications SA | 24953 | <sup>b</sup>  | 199673 |
| Orange SA | 11603 |  | 118144 |
| Sanofi | 4607 | <sup>a</sup>  | 416227 |
| TotalEnergies SE | 14124 |  | 882278 |
|  |  |  | **3156511** |
| **Germany - 4.8%** |  |  |  |
| Allianz SE | 1794 | <sup>a</sup>  | 382666 |
| Bayer AG | 5218 | <sup>a</sup>  | 301645 |
| Covestro AG | 7344 | <sup>a,c</sup>  | 293101 |
| Deutsche Post AG | 19612 | <sup>a</sup>  | 773573 |
| Mercedes-Benz Group AG | 6537 | <sup>a</sup>  | 439101 |
| SAP SE | 2197 | <sup>a</sup>  | 237782 |
|  |  |  | **2427868** |
| **Greece - 1.6%** |  |  |  |
| OPAP SA | 56722 |  | **784792** |
| **Hong Kong - .5%** |  |  |  |
| PCCW Ltd. | 532880 | <sup>a</sup>  | **232424** |
| **Italy - 2.1%** |  |  |  |
| Eni SPA | 62986 |  | 934986 |
| UniCredit SPA | 10031 | <sup>a</sup>  | 138199 |
|  |  |  | **1073185** |
| **Japan - 13.5%** |  |  |  |
| AGC Inc. | 7200 |  | 243308 |
| Aisin Corp. | 10100 |  | 278637 |
| Canon Inc. | 15090 |  | 351245 |
| Honda Motor Co. | 18810 |  | 459524 |
| ITOCHU Corp. | 8020 |  | 252676 |
| Japan Tobacco Inc. | 24000 |  | 491147 |
| Mitsubishi Corp. | 6280 |  | 211709 |
| Mitsui & Co. | 12600 |  | 367561 |

---

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 96.2% (continued)** |  |  |
| **Japan - 13.5% (continued)** |  |  |
| MS&AD Insurance Group Holdings Inc. | 12810 | 383246 |
| Otsuka Corp. | 7560 | 253860 |
| Sumitomo Corp. | 95630 | 1572497 |
| Takeda Pharmaceutical Co. | 32700 | 960785 |
| Tokyo Electron Ltd. | 2910 | 997132 |
|  |  | **6823327** |
| **Malaysia - .1%** |  |  |
| British American Tobacco Malaysia | 21490 | **54645** |
| **Malta - .0%** |  |  |
| Lighthouse Properties PLC | 8106 | **3121** |
| **Mexico - 1.2%** |  |  |
| Grupo Mexico SAB de CV, Ser. B | 143000 | **581813** |
| **Netherlands - 1.5%** |  |  |
| ASML Holding NV | 909 | 552918 |
| Koninklijke Philips NV | 7392<br> <sup>a</sup>  | 111344 |
| Randstad NV | 1311 | 76435 |
|  |  | **740697** |
| **New Zealand - 2.3%** |  |  |
| Spark New Zealand Ltd. | 354861 | **1156565** |
| **Norway - .4%** |  |  |
| Mowi ASA | 11859 | 187784 |
| Telenor ASA | 3582 | 34685 |
|  |  | **222469** |
| **Poland - 1.5%** |  |  |
| Polski Koncern Naftowy Orlen SA | 21885<br> <sup>a</sup>  | 320720 |
| Powszechny Zaklad Ubezpieczen SA | 64376 | 460168 |
|  |  | **780888** |
| **Singapore - .6%** |  |  |
| DBS Group Holdings Ltd. | 12051 | **313344** |
| **South Africa - 1.5%** |  |  |
| Anglo American Platinum Ltd. | 3451<br> <sup>a</sup>  | 349749 |
| Kumba Iron Ore Ltd. | 10256<br> <sup>a</sup>  | 289916 |
| Resilient REIT Ltd. | 16890 | 52093 |
| Vodacom Group Ltd. | 6243 | 45663 |
|  |  | **737421** |
| **South Korea - 1.6%** |  |  |
| Hana Financial Group Inc. | 3953<br> <sup>a</sup>  | 135434 |
| LG Display Co. | 8002<br> <sup>a</sup>  | 89295 |
| Samsung Electronics Co. | 12215 | 586610 |
|  |  | **811339** |
| **Spain - 2.1%** |  |  |
| ACS Actividades de Construccion y Servicios SA | 20655<br> <sup>a</sup>  | 585582 |
| Endesa SA | 10644<br> <sup>a</sup>  | 197538 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 96.2% (continued)** |  |  |  |
| **Spain - 2.1% (continued)** |  |  |  |
| Telefonica SA | 80482 |  | 299684 |
|  |  |  | **1082804** |
| **Sweden - .9%** |  |  |  |
| Hennes & Mauritz AB, Cl. B | 14784 |  | 167180 |
| Telia Co. | 106701 |  | 293142 |
|  |  |  | **460322** |
| **Switzerland - 6.5%** |  |  |  |
| Nestle SA | 6344 | <sup>a</sup>  | 754931 |
| Novartis AG | 7167 | <sup>a</sup>  | 638981 |
| Roche Holding AG | 1277 | <sup>a</sup>  | 415072 |
| Swiss Re AG | 3567 | <sup>a</sup>  | 321877 |
| Zurich Insurance Group AG | 2427 | <sup>a</sup>  | 1175268 |
|  |  |  | **3306129** |
| **Taiwan - 6.5%** |  |  |  |
| Asia Cement Corp. | 90700 | <sup>a</sup>  | 122187 |
| Asustek Computer Inc. | 41550 | <sup>a</sup>  | 363076 |
| Catcher Technology Co. | 114940 |  | 686622 |
| China Steel Corp. | 17300 | <sup>a</sup>  | 16467 |
| Micro-Star International Co. | 44510 | <sup>a</sup>  | 180147 |
| Nan Ya Plastics Corp. | 56750 | <sup>a</sup>  | 142669 |
| Pegatron Corp. | 71430 | <sup>a</sup>  | 144893 |
| Quanta Computer Inc. | 63140 | <sup>a</sup>  | 147665 |
| Realtek Semiconductor Corp. | 21990 |  | 229802 |
| Taiwan Semiconductor Manufacturing Co. | 51990 |  | 830603 |
| Uni-President Enterprises Corp. | 3020 | <sup>a</sup>  | 6508 |
| United Microelectronics Corp. | 117300 | <sup>a</sup>  | 178652 |
| Win Semiconductors Corp. | 44360 | <sup>a</sup>  | 229787 |
|  |  |  | **3279078** |
| **Thailand - .0%** |  |  |  |
| BTS Group Holdings PCL | 36650 | <sup>a</sup>  | **8731** |
| **Turkey - .9%** |  |  |  |
| Ford Otomotiv Sanayi AS | 19532 |  | **469658** |
| **United Arab Emirates - .2%** |  |  |  |
| Dubai Islamic Bank PJSC | 66484 | <sup>a</sup>  | **103280** |
| **United Kingdom - 9.9%** |  |  |  |
| abrdn PLC | 120187 | <sup>a,b</sup>  | 281547 |
| Anglo American PLC | 5872 | <sup>a</sup>  | 244201 |
| BP PLC | 82184 |  | 491680 |
| British American Tobacco PLC | 24769 |  | 1016401 |
| GSK PLC | 42785 |  | 726797 |
| Imperial Brands PLC | 53833 |  | 1382852 |
| Persimmon PLC | 22169 | <sup>a</sup>  | 340281 |
| Shell PLC | 4280 |  | 125216 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description |  | Shares | Value ($) |
| **Common Stocks - 96.2% (continued)** | **Common Stocks - 96.2% (continued)** |  |  |
| **United Kingdom - 9.9% (continued)** | **United Kingdom - 9.9% (continued)** |  |  |
| SSE PLC |  | 5823 | 121036 |
| St. James's Place PLC |  | 6211<br> <sup>a</sup>  | 87756 |
| Taylor Wimpey PLC |  | 170428 | 215093 |
|  |  |  | **5032860** |
| **Total Common Stocks** (cost $44,351,915) | **Total Common Stocks** (cost $44,351,915) |  | **48760755** |
|  | Preferred Dividend <br>Yield (%) |  |  |
| **Preferred Stocks - .9%**  | **Preferred Stocks - .9%**  |  |  |
| **Brazil - .7%** | **Brazil - .7%** |  |  |
| Gerdau SA | 16.58 | 53750 | **326166** |
| **South Korea - .2%** | **South Korea - .2%** |  |  |
| Samsung Electronics Co. | 2.72 | 2653 | **114140** |
| **Total Preferred Stocks** (cost $463,906) | **Total Preferred Stocks** (cost $463,906) |  | **440306** |
| **Investment of Cash Collateral for Securities Loaned - .4%**  | **Investment of Cash Collateral for Securities Loaned - .4%**  |  |  |
| **Registered Investment Companies - .4%** | **Registered Investment Companies - .4%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $207,475) | 3.94 | 207475<br> <sup>d</sup>  | **207475** |
| **Total Investments** (cost $45,023,296) | **Total Investments** (cost $45,023,296) | **97.5%** | **49408536** |
| **Cash and Receivables (Net)** | **Cash and Receivables (Net)** | **2.5%** | **1291717** |
| **Net Assets** | **Net Assets** | **100.0%** | **50700253** |

---

*ADR—American Depository Receipt*

*REIT—Real Estate Investment Trust*

*<sup>a</sup> Non-income producing security.*

*<sup>b</sup> Security, or portion thereof, on loan. At November 30, 2022, the value of the fund's securities on loan was $474,594 and the value of the collateral was $526,318, consisting of cash collateral of $207,475 and U.S. Government & Agency securities valued at $318,843. In addition, the value of collateral may include pending sales that are also on loan.*

*<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 $293,101 or .58% of net assets.*

*<sup>d</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon International Equity Income 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 ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Equity Securities - Common Stocks | 6715215 | 42045540 | <sup>††</sup>  | - | **48760755** |
| Equity Securities - Preferred Stocks | 326166 | 114140 | <sup>††</sup>  | - | **440306** |
| Investment Companies | 207475 | - |  | - | **207475** |

---

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

*<sup>††</sup> Securities classified within Level 2 at period end as the values were determined pursuant to the fund's fair valuation procedures.*

------

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 equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board Members ("Board"). These securities are generally categorized within Level 2 of the fair value hierarchy.The Service's procedures are reviewed by BNY Mellon under the general supervision of the Board.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the 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.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value

------

of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

At November 30, 2022, accumulated net unrealized appreciation on investments was $4,385,240, consisting of $8,566,514 gross unrealized appreciation and $4,181,274 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 International Equity Income Fund

- **b. EDGAR series identifier (if any):** S000035086

- **c. LEI of Series:** 549300QH8OCV2WLQZM93

**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:** $50823142.04

**Total Liabilities:** $122889.51

**Net Assets:** $50700252.53

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107935 | -10.01%              | 5.60%                | 14.14%               |
| Class ID C000107936 | -9.94%               | 5.52%                | 14.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $153375.48               | $-5612193.85                               |
| Month 2  | $-110791.92              | $2631450.64                                |
| Month 3  | $-124334.30              | $6383531.92                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MITSUBISHI CORP                                | MITSUBISHI CORP                                | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               | CORP              | JP        |      6280 | NS      | $211709.11    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      2263 | NS      | $244925.40    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| KUMBA IRON ORE LTD                             | KUMBA IRON ORE LTD                             | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |     10256 | NS      | $289916.40    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| RESILIENT REIT LTD                             | RESILIENT REIT LTD                             | CUSIP: N/A<br>LEI: 378900F37FF47D486C58       | Long             | EC               | CORP              | ZA        |     16890 | NS      | $52093.08     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EUTELSAT COMMUNICATIONS SA                     | EUTELSAT COMMUNICATIONS SA                     | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | EC               | CORP              | FR        |     25713 | NS      | $205754.24    | 0.41%             |  |  |  | No            |                  2 | On Loan: —       |
| DBS GROUP HOLDINGS LTD                         | DBS GROUP HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     12051 | NS      | $313344.06    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      4746 | NS      | $428784.74    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | ALLIANZ SE                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      1848 | NS      | $394184.43    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA CORP                                    | OTSUKA CORP                                    | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      7560 | NS      | $253860.19    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIA CO AB                                    | TELIA CO AB                                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    109952 | NS      | $302073.86    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     21284 | NS      | $603414.63    | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LTD                                  | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     16541 | NS      | $515856.08    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      5376 | NS      | $310778.59    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BTS GROUP HOLDINGS PCL                         | BTS GROUP HOLDINGS PCL                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     36650 | NS      | $8730.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                      | SAMPO OYJ                                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      1778 | NS      | $90440.23     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | MANULIFE FINANCIAL CORP                        | CUSIP: N/A<br>LEI: 5493007GBX87QOZACS27       | Long             | EC               | CORP              | CA        |     26607 | NS      | $479268.19    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA                                  | CUSIP: N/A<br>LEI: 549300EEJH4FEPDBBR25       | Long             | EC               | CORP              | ES        |     82935 | NS      | $308818.39    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOTRUK HONG KONG LTD                         | SINOTRUK HONG KONG LTD                         | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |    371710 | NS      | $483589.54    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO MALAYSIA BHD          | BRITISH AMERICAN TOBACCO MALAYSIA BHD          | CUSIP: N/A<br>LEI: 213800G2NPVMCBXTCO16       | Long             | EC               | CORP              | MY        |     21490 | NS      | $54644.96     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC INC                                        | AGC INC                                        | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |      7200 | NS      | $243308.12    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                              | SUNCORP GROUP LTD                              | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     16085 | NS      | $131650.60    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M HENNES & MAURITZ AB                      | H & M HENNES & MAURITZ AB                      | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |     15234 | NS      | $172268.53    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN YA PLASTICS CORP                           | NAN YA PLASTICS CORP                           | CUSIP: N/A<br>LEI: 254900L66RP14M9UOM28       | Long             | EC               | CORP              | TW        |     56750 | NS      | $142669.27    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | NORDEA BANK ABP                                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     77665 | NS      | $820096.12    | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                      | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     15090 | NS      | $351245.51    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW LTD                                       | PCCW LTD                                       | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |    532880 | NS      | $232424.41    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MOWI ASA                                       | MOWI ASA                                       | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     11859 | NS      | $187783.80    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP                 | UNI-PRESIDENT ENTERPRISES CORP                 | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |      3020 | NS      | $6507.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI ISLAMIC BANK PJSC                        | DUBAI ISLAMIC BANK PJSC                        | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |     66484 | NS      | $103279.93    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO LTD                                | MITSUI & CO LTD                                | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     12600 | NS      | $367561.10    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC             | MS&AD INSURANCE GROUP HOLDINGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |     12810 | NS      | $383245.84    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      6000 | NS      | $124714.64    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK NEW ZEALAND LTD                          | SPARK NEW ZEALAND LTD                          | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |    354861 | NS      | $1156564.55   | 2.28%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     48828 | NS      | $1396813.34   | 2.76%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                               | ROCHE HOLDING AG                               | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1316 | NS      | $427748.86    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD      | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD      | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |      7038 | NS      | $119507.10    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHEJIANG EXPRESSWAY CO LTD                     | ZHEJIANG EXPRESSWAY CO LTD                     | CUSIP: N/A<br>LEI: 213800X1ZRKM85U9H438       | Long             | EC               | CORP              | CN        |    667050 | NS      | $499934.52    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     25523 | NS      | $1047342.03   | 2.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF CHINA LTD                              | BANK OF CHINA LTD                              | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   1072580 | NS      | $382071.58    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES SA                                    | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      3944 | NS      | $121656.57    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | TAKEDA PHARMACEUTICAL CO LTD                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     32700 | NS      | $960785.28    | 1.90%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG                      | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      2500 | NS      | $1210617.85   | 2.39%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                            | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     55473 | NS      | $1424979.78   | 2.81%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD      | INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD      | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |    292860 | NS      | $147635.24    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     14555 | NS      | $909200.93    | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG                                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      7385 | NS      | $658417.09    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                      | TORONTO-DOMINION BANK/THE                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | EC               | CORP              | CA        |     20364 | NS      | $1355379.64   | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                               | DEUTSCHE POST AG                               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     20209 | NS      | $797120.61    | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                      | ALIBABA GROUP HOLDING LTD                      | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      4153 | NS      | $363636.68    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                        | OPAP SA                                        | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     56722 | NS      | $784792.39    | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | TENCENT HOLDINGS LTD                           | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     12030 | NS      | $452047.79    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                     | FORTUM OYJ                                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |     22063 | NS      | $349151.92    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | HONDA MOTOR CO LTD                             | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     18810 | NS      | $459524.15    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSIMMON PLC                                  | PERSIMMON PLC                                  | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     22844 | NS      | $350641.85    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTEK COMPUTER INC                           | ASUSTEK COMPUTER INC                           | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |     41550 | NS      | $363076.40    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                         | CEZ AS                                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |     24969 | NS      | $858211.52    | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD      | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     51990 | NS      | $830602.59    | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                     | SAMSUNG ELECTRONICS CO LTD                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     12215 | NS      | $586609.74    | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                             | TOKYO ELECTRON LTD                             | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      2910 | NS      | $997131.57    | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                     | SAMSUNG ELECTRONICS CO LTD                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |      2653 | NS      | $114139.61    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                  | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     95630 | NS      | $1572496.90   | 3.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       937 | NS      | $569950.03    | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | WESTPAC BANKING CORP                           | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     10942 | NS      | $178449.25    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                        | VALE SA                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     15780 | NS      | $260691.49    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                    | ITOCHU CORP                                    | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      8020 | NS      | $252676.04    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD                           | AURIZON HOLDINGS LTD                           | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    227920 | NS      | $591803.26    | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                   | UNITED MICROELECTRONICS CORP                   | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |    117300 | NS      | $178651.71    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                      | NESTLE SA                                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      6537 | NS      | $777897.74    | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| GERDAU SA                                      | GERDAU SA                                      | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |     55350 | NS      | $335874.72    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                    | NATIONAL AUSTRALIA BANK LTD                    | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |     27717 | NS      | $599612.12    | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                               | LENOVO GROUP LTD                               | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    329070 | NS      | $283430.97    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | CREDIT AGRICOLE SA                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      6713 | NS      | $68629.75     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SA               | POWSZECHNY ZAKLAD UBEZPIECZEN SA               | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     64376 | NS      | $460167.98    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENOR ASA                                    | TELENOR ASA                                    | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      3582 | NS      | $34684.80     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PEGATRON CORP                                  | PEGATRON CORP                                  | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |     71430 | NS      | $144893.15    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA CEMENT CORP                               | ASIA CEMENT CORP                               | CUSIP: N/A<br>LEI: 213800EFQXH43HMGJL59       | Long             | EC               | CORP              | TW        |     90700 | NS      | $122186.81    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA COMPUTER INC                            | QUANTA COMPUTER INC                            | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |     63140 | NS      | $147664.79    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR WIMPEY PLC                              | TAYLOR WIMPEY PLC                              | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    175618 | NS      | $221643.62    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL ENERGIA SA                                | CPFL ENERGIA SA                                | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     36880 | NS      | $244333.95    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                         | GRUPO MEXICO SAB DE CV                         | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |    147300 | NS      | $599308.08    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                              | JAPAN TOBACCO INC                              | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     24000 | NS      | $491147.00    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                  | PROXIMUS SADP                                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |     27918 | NS      | $290678.22    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDESA SA                                      | ENDESA SA                                      | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     10968 | NS      | $203550.54    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.COM INC                                     | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       571 | NS      | $16260.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                         | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      6736 | NS      | $452468.27    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                              | IGM FINANCIAL INC                              | CUSIP: N/A<br>LEI: 254900RYHLVJNTUFDA95       | Long             | EC               | CORP              | CA        |     10118 | NS      | $293577.33    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                   | ENBRIDGE INC                                   | CUSIP: N/A<br>LEI: 98TPTUM4IVMFCZBCUR27       | Long             | EC               | CORP              | CA        |     22124 | NS      | $913643.98    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JAMES'S PLACE PLC                           | ST JAMES'S PLACE PLC                           | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |      6399 | NS      | $90411.81     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| COVESTRO AG                                    | COVESTRO AG                                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |      7567 | NS      | $302000.77    | 0.60%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                      | WOODSIDE ENERGY GROUP LTD                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |      3006 | NS      | $75848.98     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLATINUM LTD                    | ANGLO AMERICAN PLATINUM LTD                    | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      3451 | NS      | $349748.81    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA STEEL CORP                               | CHINA STEEL CORP                               | CUSIP: N/A<br>LEI: 529900D3N7UIJMVJ9120       | Long             | EC               | CORP              | TW        |     17300 | NS      | $16467.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UNICREDIT SPA                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     10336 | NS      | $142401.09    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD        | PING AN INSURANCE GROUP CO OF CHINA LTD        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     39030 | NS      | $241785.90    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | ROYAL BANK OF CANADA                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | EC               | CORP              | CA        |     12614 | NS      | $1254507.62   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                      | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      4410 | NS      | $129019.38    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRDN PLC                                      | ABRDN PLC                                      | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |    123849 | NS      | $290125.27    | 0.57%             |  |  |  | No            |                  2 | On Loan: —       |
| CHINA MEDICAL SYSTEM HOLDINGS LTD              | CHINA MEDICAL SYSTEM HOLDINGS LTD              | CUSIP: N/A<br>LEI: 529900Z57DVJXUBLHX66       | Long             | EC               | CORP              | KY        |     60250 | NS      | $88133.06     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE AG                                    | SWISS RE AG                                    | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      3675 | NS      | $331623.03    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTHOUSE PROPERTIES PLC                      | LIGHTHOUSE PROPERTIES PLC                      | CUSIP: N/A<br>LEI: 549300UG27SWRF0X2U62       | Long             | EC               | CORP              | MT        |      8106 | NS      | $3120.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                      | CATCHER TECHNOLOGY CO LTD                      | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |    114940 | NS      | $686622.20    | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SONIC HEALTHCARE LTD                           | SONIC HEALTHCARE LTD                           | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      5592 | NS      | $124052.51    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LG DISPLAY CO LTD                              | LG DISPLAY CO LTD                              | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |      8002 | NS      | $89294.86     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RANDSTAD NV                                    | RANDSTAD NV                                    | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |      1350 | NS      | $78708.55     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| WIN SEMICONDUCTORS CORP                        | WIN SEMICONDUCTORS CORP                        | CUSIP: N/A<br>LEI: 529900G3R9LZ0M2UBM97       | Long             | EC               | CORP              | TW        |     44360 | NS      | $229786.57    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                             | ANGLO AMERICAN PLC                             | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      6050 | NS      | $251603.20    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AISIN CORP                                     | AISIN CORP                                     | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |     10100 | NS      | $278637.40    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| POLSKI KONCERN NAFTOWY ORLEN SA                | POLSKI KONCERN NAFTOWY ORLEN SA                | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     21885 | NS      | $320720.04    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                        | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     44089 | NS      | $748948.56    | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | ORANGE SA                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     11956 | NS      | $121738.46    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                         | KONINKLIJKE PHILIPS NV                         | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      7617 | NS      | $114733.39    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                       | HANA FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3953 | NS      | $135434.22    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRO-STAR INTERNATIONAL CO LTD                | MICRO-STAR INTERNATIONAL CO LTD                | CUSIP: N/A<br>LEI: 254900F4E0BDGJSSD870       | Long             | EC               | CORP              | TW        |     44510 | NS      | $180147.15    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                          | GREAT-WEST LIFECO INC                          | CUSIP: N/A<br>LEI: 549300X81X4VZEESFU46       | Long             | EC               | CORP              | CA        |     11132 | NS      | $265483.08    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYERA CORP                                    | KEYERA CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |     15736 | NS      | $366625.46    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                         | BP PLC                                         | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     84688 | NS      | $506660.82    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIA SIDERURGICA NACIONAL SA                    | CIA SIDERURGICA NACIONAL SA                    | CUSIP: N/A<br>LEI: 529900K40TEND42S0T46       | Long             | EC               | CORP              | BR        |    144490 | NS      | $404288.55    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTEK SEMICONDUCTOR CORP                     | REALTEK SEMICONDUCTOR CORP                     | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     21990 | NS      | $229801.57    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING HOLDINGS CO LTD                 | COSCO SHIPPING HOLDINGS CO LTD                 | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               | CORP              | CN        |    290150 | NS      | $314574.78    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE INC                                        | BCE INC                                        | CUSIP: N/A<br>LEI: 5493001I9203PRB5KR45       | Long             | EC               | CORP              | CA        |      2507 | NS      | $119390.71    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                 | WESFARMERS LTD                                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     41172 | NS      | $1375005.26   | 2.71%             |  |  |  | No            |                  2 | On Loan: No      |
| VODACOM GROUP LTD                              | VODACOM GROUP LTD                              | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      6243 | NS      | $45663.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD OTOMOTIV SANAYI AS                        | FORD OTOMOTIV SANAYI AS                        | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | EC               | CORP              | TR        |     19532 | NS      | $469657.85    | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                        | ENI SPA                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     64904 | NS      | $963457.83    | 1.90%             |  |  |  | No            |                  2 | On Loan: No      |
| 99VVB9HH4                                      | DREYFUS INST PREF GOVT PLUS-SL #4134           | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |    207476 | OU      | $207475.56    | 0.41%             |  |  |  | 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