0001775697-20-000976.txt : 20200701 0001775697-20-000976.hdr.sgml : 20200701 20200701152511 ACCESSION NUMBER: 0001775697-20-000976 CONFORMED SUBMISSION TYPE: NT NPORT-EX PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20200701 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY MELLON STOCK INDEX FUND, INC. CENTRAL INDEX KEY: 0000846800 IRS NUMBER: 133537664 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NT NPORT-EX SEC ACT: 1940 Act SEC FILE NUMBER: 811-05719 FILM NUMBER: 201005227 BUSINESS ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 BUSINESS PHONE: 2129226400 MAIL ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS STOCK INDEX FUND, INC. DATE OF NAME CHANGE: 20181030 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS STOCK INDEX FUND INC DATE OF NAME CHANGE: 20020514 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS LIFE & ANNUITY INDEX FUND INC DATE OF NAME CHANGE: 19920703 0000846800 S000001911 BNY Mellon Stock Index Fund, Inc. C000005028 BNY Mellon Stock Index Fund, Inc. - Initial Shares C000005029 BNY Mellon Stock Index Fund, Inc. - Service Shares ACCESSION NUMBER: 0001775697-20-000856 NPORT-EX 1 c10730dreyfusstoc-march20191.htm Untitled Document

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.

March 31, 2019 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8%

     

Automobiles & Components - .5%

     

Aptiv

   

27,086

 

2,153,066

 

BorgWarner

   

21,176

 

813,370

 

Ford Motor

   

404,116

 

3,548,138

 

General Motors

   

136,589

 

5,067,452

 

Harley-Davidson

   

16,538

a

589,745

 
    

12,171,771

 

Banks - 5.6%

     

Bank of America

   

938,481

 

25,892,691

 

BB&T

   

79,397

a

3,694,342

 

Citigroup

   

246,264

 

15,322,546

 

Citizens Financial Group

   

48,751

 

1,584,407

 

Comerica

   

17,400

 

1,275,768

 

Fifth Third Bancorp

   

80,324

 

2,025,771

 

First Republic Bank

   

16,971

a

1,704,907

 

Huntington Bancshares

   

112,884

 

1,431,369

 

JPMorgan Chase & Co.

   

342,043

 

34,625,013

 

KeyCorp

   

107,234

 

1,688,935

 

M&T Bank

   

14,689

 

2,306,467

 

People's United Financial

   

36,053

a

592,711

 

PNC Financial Services Group

   

47,419

 

5,816,415

 

Regions Financial

   

106,835

 

1,511,715

 

SunTrust Banks

   

47,152

 

2,793,756

 

SVB Financial Group

   

5,500

b

1,222,980

 

U.S. Bancorp

   

157,208

 

7,575,854

 

Wells Fargo & Co.

   

428,600

 

20,709,952

 

Zions Bancorp

   

19,559

 

888,174

 
    

132,663,773

 

Capital Goods - 7.0%

     

3M

   

60,397

 

12,549,289

 

A.O. Smith

   

15,544

 

828,806

 

Allegion

   

9,468

a

858,842

 

AMETEK

   

23,494

 

1,949,297

 

Arconic

   

43,872

a

838,394

 

Boeing

   

54,789

 

20,897,620

 

Caterpillar

   

60,173

 

8,152,840

 

Cummins

   

15,335

 

2,420,936

 

Deere & Co.

   

33,015

 

5,277,118

 

Dover

   

15,701

 

1,472,754

 

Eaton

   

44,754

 

3,605,382

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Capital Goods - 7.0% (continued)

     

Emerson Electric

   

64,482

 

4,415,083

 

Fastenal

   

29,852

a

1,919,782

 

Flowserve

   

14,514

a

655,162

 

Fluor

   

15,419

 

567,419

 

Fortive

   

30,651

 

2,571,312

 

Fortune Brands Home & Security

   

14,146

 

673,491

 

General Dynamics

   

28,599

 

4,841,239

 

General Electric

   

901,960

 

9,010,580

 

Harris

   

12,463

 

1,990,466

 

Honeywell International

   

76,447

 

12,148,957

 

Huntington Ingalls Industries

   

4,363

 

904,014

 

Illinois Tool Works

   

31,568

 

4,530,955

 

Ingersoll-Rand

   

25,291

 

2,730,163

 

Jacobs Engineering Group

   

11,811

 

888,069

 

Johnson Controls International

   

96,987

 

3,582,700

 

L3 Technologies

   

8,112

 

1,674,073

 

Lockheed Martin

   

25,702

 

7,714,712

 

Masco

   

32,619

 

1,282,253

 

Northrop Grumman

   

17,878

 

4,819,909

 

PACCAR

   

36,704

 

2,501,011

 

Parker-Hannifin

   

13,684

 

2,348,448

 

Pentair

   

17,044

 

758,628

 

Quanta Services

   

14,657

 

553,155

 

Raytheon

   

29,548

 

5,380,100

 

Rockwell Automation

   

12,528

 

2,198,163

 

Roper Technologies

   

10,740

 

3,672,758

 

Snap-on

   

5,774

a

903,746

 

Stanley Black & Decker

   

15,805

 

2,152,167

 

Textron

   

25,203

 

1,276,784

 

TransDigm Group

   

5,090

b

2,310,809

 

United Rentals

   

8,915

b

1,018,539

 

United Technologies

   

84,517

 

10,893,396

 

W.W. Grainger

   

4,813

a

1,448,376

 

Wabtec

   

13,739

 

1,012,839

 

Xylem

   

18,258

 

1,443,112

 
    

165,643,648

 

Commercial & Professional Services - .7%

     

Cintas

   

8,972

b

1,813,331

 

Copart

   

21,091

a,b

1,277,904

 

Equifax

   

12,402

 

1,469,637

 

IHS Markit

   

37,135

b

2,019,401

 

Nielsen Holdings

   

35,221

 

833,681

 

Republic Services

   

23,028

 

1,850,991

 

Robert Half International

   

13,327

 

868,387

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Commercial & Professional Services - .7% (continued)

     

Rollins

   

14,962

a

622,718

 

Verisk Analytics

   

17,219

 

2,290,127

 

Waste Management

   

41,061

 

4,266,649

 
    

17,312,826

 

Consumer Durables & Apparel - 1.2%

     

Capri Holdings

   

15,082

b

690,002

 

D.R. Horton

   

34,395

 

1,423,265

 

Garmin

   

12,590

 

1,087,147

 

Hanesbrands

   

36,819

a

658,324

 

Hasbro

   

11,712

a

995,754

 

Leggett & Platt

   

14,554

a

614,470

 

Lennar, Cl. A

   

30,504

 

1,497,441

 

Mattel

   

36,101

a,b

469,313

 

Mohawk Industries

   

6,413

b

809,000

 

Newell Brands

   

43,748

a

671,094

 

NIKE, Cl. B

   

131,785

 

11,097,615

 

PulteGroup

   

26,832

 

750,223

 

PVH

   

8,287

 

1,010,600

 

Ralph Lauren

   

5,440

a

705,459

 

Tapestry

   

28,957

 

940,813

 

Under Armour, Cl. A

   

18,333

b

387,560

 

Under Armour, Cl. C

   

18,454

a,b

348,227

 

VF

   

33,915

 

2,947,553

 

Whirlpool

   

6,703

 

890,762

 
    

27,994,622

 

Consumer Services - 2.0%

     

Carnival

   

41,176

 

2,088,447

 

Chipotle Mexican Grill

   

2,623

b

1,863,143

 

Darden Restaurants

   

13,135

 

1,595,508

 

H&R Block

   

22,132

a

529,840

 

Hilton Worldwide Holdings

   

31,214

 

2,594,196

 

Marriott International, Cl. A

   

29,502

 

3,690,405

 

McDonald's

   

79,901

 

15,173,200

 

MGM Resorts International

   

53,461

 

1,371,809

 

Norwegian Cruise Line Holdings

   

21,339

b

1,172,791

 

Royal Caribbean Cruises

   

17,956

 

2,058,117

 

Starbucks

   

129,593

 

9,633,944

 

Wynn Resorts

   

10,193

 

1,216,229

 

Yum! Brands

   

32,706

 

3,264,386

 
    

46,252,015

 

Diversified Financials - 5.2%

     

Affiliated Managers Group

   

5,771

 

618,132

 

American Express

   

72,280

 

7,900,204

 

Ameriprise Financial

   

14,224

 

1,822,094

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Diversified Financials - 5.2% (continued)

     

Bank of New York Mellon

   

92,031

 

4,641,123

 

Berkshire Hathaway, Cl. B

   

202,812

b

40,742,903

 

BlackRock

   

12,619

 

5,392,982

 

Capital One Financial

   

49,488

 

4,042,675

 

CBOE Global Markets

   

11,384

 

1,086,489

 

Charles Schwab

   

123,532

 

5,282,228

 

CME Group

   

37,021

 

6,092,916

 

Discover Financial Services

   

34,966

 

2,488,181

 

E*TRADE

   

27,172

 

1,261,596

 

Franklin Resources

   

30,804

a

1,020,845

 

Goldman Sachs Group

   

36,122

 

6,935,063

 

Intercontinental Exchange

   

59,284

 

4,513,884

 

Invesco

   

43,611

a

842,128

 

Jefferies Financial Group

   

28,801

 

541,171

 

Moody's

   

17,507

 

3,170,343

 

Morgan Stanley

   

135,723

 

5,727,511

 

MSCI

   

8,856

 

1,760,927

 

Nasdaq

   

12,127

 

1,060,991

 

Northern Trust

   

23,383

 

2,114,057

 

Raymond James Financial

   

13,474

 

1,083,444

 

S&P Global

   

26,023

 

5,479,143

 

State Street

   

39,765

 

2,616,935

 

Synchrony Financial

   

69,967

 

2,231,947

 

T. Rowe Price Group

   

24,736

 

2,476,568

 
    

122,946,480

 

Energy - 5.7%

     

Anadarko Petroleum

   

53,646

 

2,439,820

 

Apache

   

39,593

a

1,372,293

 

Baker Hughes

   

52,429

a

1,453,332

 

Cabot Oil & Gas

   

44,555

 

1,162,885

 

Chevron

   

198,215

 

24,416,124

 

Cimarex Energy

   

9,509

 

664,679

 

Concho Resources

   

20,963

 

2,326,054

 

ConocoPhillips

   

119,500

 

7,975,430

 

Devon Energy

   

46,058

 

1,453,590

 

Diamondback Energy

   

15,846

 

1,608,844

 

EOG Resources

   

60,434

 

5,752,108

 

Exxon Mobil

   

441,846

 

35,701,157

 

Halliburton

   

90,084

 

2,639,461

 

Helmerich & Payne

   

10,839

 

602,215

 

Hess

   

25,767

 

1,551,946

 

HollyFrontier

   

16,431

 

809,555

 

Kinder Morgan

   

202,283

 

4,047,683

 

Marathon Oil

   

89,551

 

1,496,397

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Energy - 5.7% (continued)

     

Marathon Petroleum

   

71,409

 

4,273,829

 

National Oilwell Varco

   

39,784

 

1,059,846

 

Noble Energy

   

50,549

a

1,250,077

 

Occidental Petroleum

   

78,563

 

5,200,871

 

ONEOK

   

42,835

 

2,991,596

 

Phillips 66

   

43,825

 

4,170,825

 

Pioneer Natural Resources

   

17,681

 

2,692,463

 

Schlumberger

   

143,573

 

6,255,476

 

TechnipFMC

   

45,748

 

1,075,993

 

Valero Energy

   

44,228

 

3,751,861

 

Williams Cos.

   

126,586

 

3,635,550

 
    

133,831,960

 

Food & Staples Retailing - 1.5%

     

Costco Wholesale

   

45,888

 

11,111,320

 

Kroger

   

83,653

 

2,057,864

 

Sysco

   

50,060

 

3,342,006

 

Walgreens Boots Alliance

   

83,764

 

5,299,748

 

Walmart

   

147,808

 

14,415,714

 
    

36,226,652

 

Food, Beverage & Tobacco - 4.2%

     

Altria Group

   

195,471

 

11,225,900

 

Archer-Daniels-Midland

   

58,633

 

2,528,841

 

Brown-Forman, Cl. B

   

16,883

a

891,085

 

Campbell Soup

   

20,229

 

771,332

 

Coca-Cola

   

401,107

 

18,795,874

 

Conagra Brands

   

47,852

 

1,327,414

 

Constellation Brands, Cl. A

   

17,198

 

3,015,325

 

General Mills

   

61,879

 

3,202,238

 

Hershey

   

14,698

 

1,687,771

 

Hormel Foods

   

28,671

a

1,283,314

 

J.M. Smucker

   

11,371

 

1,324,721

 

Kellogg

   

26,497

 

1,520,398

 

Kraft Heinz

   

63,673

 

2,078,923

 

Lamb Weston Holdings

   

15,018

 

1,125,449

 

McCormick & Co.

   

12,585

a

1,895,679

 

Molson Coors Brewing, Cl. B

   

19,340

 

1,153,631

 

Mondelez International, Cl. A

   

151,972

 

7,586,442

 

Monster Beverage

   

40,594

b

2,215,621

 

PepsiCo

   

146,291

 

17,927,962

 

Philip Morris International

   

162,120

 

14,329,787

 

Tyson Foods, Cl. A

   

30,428

 

2,112,616

 
    

98,000,323

 

Health Care Equipment & Services - 6.7%

     

Abbott Laboratories

   

183,164

 

14,642,130

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Health Care Equipment & Services - 6.7% (continued)

     

ABIOMED

   

4,694

b

1,340,559

 

Align Technology

   

7,503

b

2,133,328

 

AmerisourceBergen

   

16,337

 

1,299,118

 

Anthem

   

26,731

 

7,671,262

 

Baxter International

   

49,921

 

4,059,077

 

Becton Dickinson

   

28,022

 

6,997,934

 

Boston Scientific

   

144,380

b

5,541,304

 

Cardinal Health

   

31,051

 

1,495,106

 

Centene

   

42,835

b

2,274,538

 

Cerner

   

34,432

b

1,969,855

 

Cigna

   

39,349

 

6,328,106

 

Cooper

   

5,080

 

1,504,544

 

CVS Health

   

133,954

 

7,224,139

 

Danaher

   

65,341

 

8,626,319

 

DaVita

   

13,545

b

735,358

 

Dentsply Sirona

   

23,384

 

1,159,613

 

Edwards Lifesciences

   

21,618

b

4,136,172

 

HCA Healthcare

   

27,669

 

3,607,484

 

Henry Schein

   

15,633

a,b

939,700

 

Hologic

   

28,851

b

1,396,388

 

Humana

   

14,143

 

3,762,038

 

IDEXX Laboratories

   

9,075

b

2,029,170

 

Intuitive Surgical

   

11,923

b

6,803,025

 

Laboratory Corporation of America Holdings

   

10,784

b

1,649,736

 

McKesson

   

20,570

 

2,407,924

 

Medtronic

   

139,877

 

12,739,997

 

Quest Diagnostics

   

13,843

 

1,244,763

 

ResMed

   

14,978

 

1,557,263

 

Stryker

   

31,872

 

6,295,357

 

Teleflex

   

4,754

 

1,436,469

 

UnitedHealth Group

   

100,097

 

24,749,984

 

Universal Health Services, Cl. B

   

8,690

 

1,162,461

 

Varian Medical Systems

   

9,790

b

1,387,439

 

WellCare Health Plans

   

5,219

b

1,407,825

 

Zimmer Biomet Holdings

   

20,843

 

2,661,651

 
    

156,377,136

 

Household & Personal Products - 2.0%

     

Church & Dwight

   

25,413

 

1,810,168

 

Clorox

   

13,356

 

2,143,104

 

Colgate-Palmolive

   

89,869

 

6,159,621

 

Coty, Cl. A

   

49,365

a

567,698

 

Estee Lauder, Cl. A

   

22,833

 

3,780,003

 

Kimberly-Clark

   

35,632

 

4,414,805

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Household & Personal Products - 2.0% (continued)

     

Procter & Gamble

   

260,782

 

27,134,367

 
    

46,009,766

 

Insurance - 2.5%

     

Aflac

   

79,283

 

3,964,150

 

Allstate

   

35,457

 

3,339,340

 

American International Group

   

91,099

 

3,922,723

 

Aon

   

24,880

 

4,247,016

 

Arthur J. Gallagher & Co.

   

18,277

 

1,427,434

 

Assurant

   

5,423

 

514,697

 

Brighthouse Financial

   

12,513

b

454,097

 

Chubb

   

47,603

 

6,668,228

 

Cincinnati Financial

   

15,529

 

1,333,941

 

Everest Re Group

   

4,333

 

935,755

 

Hartford Financial Services Group

   

37,740

 

1,876,433

 

Lincoln National

   

21,485

 

1,261,169

 

Loews

   

27,878

 

1,336,193

 

Marsh & McLennan Cos.

   

52,568

 

4,936,135

 

MetLife

   

100,125

 

4,262,321

 

Principal Financial Group

   

27,631

 

1,386,800

 

Progressive

   

59,804

 

4,311,270

 

Prudential Financial

   

43,111

 

3,961,039

 

Torchmark

   

10,434

 

855,066

 

Travelers

   

27,425

 

3,761,613

 

Unum Group

   

23,227

 

785,769

 

Willis Towers Watson

   

13,520

 

2,374,788

 
    

57,915,977

 

Materials - 2.8%

     

Air Products & Chemicals

   

22,931

 

4,378,904

 

Albemarle

   

10,960

a

898,501

 

Avery Dennison

   

8,810

 

995,530

 

Ball

   

35,038

 

2,027,299

 

Celanese

   

13,867

 

1,367,425

 

CF Industries Holdings

   

24,989

 

1,021,550

 

DowDuPont

   

235,549

 

12,557,117

 

Eastman Chemical

   

14,810

 

1,123,783

 

Ecolab

   

26,266

 

4,637,000

 

FMC

   

13,623

a

1,046,519

 

Freeport-McMoRan

   

151,446

 

1,952,139

 

International Flavors & Fragrances

   

10,268

a

1,322,416

 

International Paper

   

43,164

 

1,997,198

 

Linde

   

57,068

 

10,039,973

 

LyondellBasell Industries, Cl. A

   

31,882

 

2,680,639

 

Martin Marietta Materials

   

6,385

 

1,284,534

 

Mosaic

   

36,458

 

995,668

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Materials - 2.8% (continued)

     

Newmont Mining

   

55,770

a

1,994,893

 

Nucor

   

32,926

 

1,921,232

 

Packaging Corporation of America

   

9,948

 

988,632

 

PPG Industries

   

24,914

 

2,812,043

 

Sealed Air

   

15,674

 

721,944

 

Sherwin-Williams

   

8,572

 

3,692,046

 

Vulcan Materials

   

13,710

 

1,623,264

 

WestRock

   

26,981

 

1,034,721

 
    

65,114,970

 

Media & Entertainment - 8.4%

     

Activision Blizzard

   

78,257

 

3,563,041

 

Alphabet, Cl. A

   

31,217

b

36,738,975

 

Alphabet, Cl. C

   

32,059

b

37,615,145

 

CBS, Cl. B

   

36,105

 

1,716,071

 

Charter Communications, Cl. A

   

18,148

b

6,295,723

 

Comcast, Cl. A

   

471,071

 

18,833,419

 

Discovery, Cl. A

   

15,525

b

419,486

 

Discovery, Cl. C

   

37,634

b

956,656

 

DISH Network, Cl. A

   

23,732

b

752,067

 

Electronic Arts

   

31,478

b

3,199,109

 

Facebook, Cl. A

   

248,627

b

41,443,635

 

Fox, Cl. A

   

36,365

b

1,334,947

 

Fox, Cl. B

   

17,095

b

613,381

 

Interpublic Group of Companies

   

38,534

 

809,599

 

Netflix

   

45,527

b

16,233,107

 

News, Cl. A

   

39,247

 

488,233

 

News, Cl. B

   

10,678

 

133,368

 

Omnicom Group

   

22,815

a

1,665,267

 

Take-Two Interactive Software

   

11,904

b

1,123,380

 

TripAdvisor

   

11,250

a,b

578,813

 

Twitter

   

75,137

b

2,470,505

 

Viacom, Cl. B

   

36,630

 

1,028,204

 

Walt Disney

   

182,607

b

20,274,893

 
    

198,287,024

 

Pharmaceuticals Biotechnology & Life Sciences - 8.6%

     

AbbVie

   

154,147

 

12,422,707

 

Agilent Technologies

   

33,106

 

2,661,060

 

Alexion Pharmaceuticals

   

22,790

b

3,080,752

 

Allergan

   

33,058

 

4,840,022

 

Amgen

   

65,063

 

12,360,669

 

Biogen

   

20,565

b

4,861,155

 

Bristol-Myers Squibb

   

170,139

 

8,117,332

 

Celgene

   

72,875

b

6,875,027

 

Eli Lilly & Co.

   

91,131

 

11,825,159

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Pharmaceuticals Biotechnology & Life Sciences - 8.6% (continued)

     

Gilead Sciences

   

133,392

 

8,671,814

 

Illumina

   

15,090

b

4,688,312

 

Incyte

   

18,260

b

1,570,543

 

IQVIA Holdings

   

16,949

b

2,438,114

 

Johnson & Johnson

   

277,934

 

38,852,394

 

Merck & Co.

   

270,076

 

22,462,221

 

Mettler-Toledo International

   

2,645

b

1,912,335

 

Mylan

   

52,497

b

1,487,765

 

Nektar Therapeutics

   

18,020

a,b

605,472

 

PerkinElmer

   

11,232

a

1,082,316

 

Perrigo

   

12,655

a

609,465

 

Pfizer

   

581,474

 

24,695,201

 

Regeneron Pharmaceuticals

   

8,021

b

3,293,583

 

Thermo Fisher Scientific

   

41,958

 

11,484,744

 

Vertex Pharmaceuticals

   

26,609

b

4,894,726

 

Waters

   

7,500

b

1,887,825

 

Zoetis

   

49,861

 

5,019,507

 
    

202,700,220

 

Real Estate - 3.2%

     

Alexandria Real Estate Equities

   

11,695

c

1,667,239

 

American Tower

   

45,966

c

9,058,060

 

Apartment Investment & Management, Cl. A

   

15,876

c

798,404

 

AvalonBay Communities

   

14,417

c

2,893,924

 

Boston Properties

   

16,145

c

2,161,493

 

CBRE Group, Cl. A

   

33,069

b

1,635,262

 

Crown Castle International

   

43,123

c

5,519,744

 

Digital Realty Trust

   

21,369

a,c

2,542,911

 

Duke Realty

   

37,492

c

1,146,505

 

Equinix

   

8,639

c

3,914,849

 

Equity Residential

   

38,544

c

2,903,134

 

Essex Property Trust

   

6,904

c

1,996,913

 

Extra Space Storage

   

12,700

c

1,294,257

 

Federal Realty Investment Trust

   

7,591

c

1,046,419

 

HCP

   

48,575

c

1,520,397

 

Host Hotels & Resorts

   

77,310

c

1,461,159

 

Iron Mountain

   

29,230

a,c

1,036,496

 

Kimco Realty

   

43,732

c

809,042

 

Macerich

   

11,411

c

494,667

 

Mid-America Apartment Communities

   

11,843

c

1,294,795

 

Prologis

   

65,664

c

4,724,525

 

Public Storage

   

15,620

c

3,401,724

 

Realty Income

   

31,500

a,c

2,317,140

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Real Estate - 3.2% (continued)

     

Regency Centers

   

17,663

c

1,192,076

 

SBA Communications

   

11,703

b,c

2,336,621

 

Simon Property Group

   

32,197

c

5,866,615

 

SL Green Realty

   

9,317

c

837,785

 

UDR

   

28,580

c

1,299,247

 

Ventas

   

36,593

c

2,334,999

 

Vornado Realty Trust

   

18,231

c

1,229,499

 

Welltower

   

40,189

c

3,118,666

 

Weyerhaeuser

   

78,041

c

2,055,600

 
    

75,910,167

 

Retailing - 7.0%

     

Advance Auto Parts

   

7,476

 

1,274,882

 

Amazon.com

   

43,012

b

76,593,619

 

AutoZone

   

2,625

b

2,688,315

 

Best Buy

   

24,421

 

1,735,356

 

Booking Holdings

   

4,709

b

8,216,781

 

CarMax

   

18,927

a,b

1,321,105

 

Dollar General

   

27,832

 

3,320,358

 

Dollar Tree

   

24,274

b

2,549,741

 

eBay

   

90,297

 

3,353,630

 

Expedia Group

   

12,567

a

1,495,473

 

Foot Locker

   

12,015

 

728,109

 

Gap

   

21,109

a

552,634

 

Genuine Parts

   

14,733

 

1,650,538

 

Home Depot

   

117,815

 

22,607,520

 

Kohl's

   

16,860

a

1,159,462

 

L Brands

   

22,832

 

629,707

 

LKQ

   

31,707

b

899,845

 

Lowe's

   

83,346

 

9,123,887

 

Macy's

   

32,318

a

776,602

 

Nordstrom

   

12,279

a

544,942

 

O'Reilly Automotive

   

8,299

b

3,222,502

 

Ross Stores

   

38,891

 

3,620,752

 

Target

   

54,445

 

4,369,756

 

The TJX Companies

   

128,941

 

6,860,951

 

Tiffany & Co.

   

10,880

a

1,148,384

 

Tractor Supply

   

12,335

 

1,205,870

 

Ulta Beauty

   

5,800

b

2,022,634

 
    

163,673,355

 

Semiconductors & Semiconductor Equipment - 4.1%

     

Advanced Micro Devices

   

89,811

a,b

2,291,977

 

Analog Devices

   

38,736

 

4,077,739

 

Applied Materials

   

99,329

 

3,939,388

 

Broadcom

   

41,510

 

12,482,472

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Semiconductors & Semiconductor Equipment - 4.1% (continued)

     

Intel

   

469,742

 

25,225,145

 

KLA-Tencor

   

17,131

 

2,045,613

 

Lam Research

   

16,203

 

2,900,499

 

Maxim Integrated Products

   

28,504

 

1,515,558

 

Microchip Technology

   

24,093

a

1,998,755

 

Micron Technology

   

116,429

b

4,812,011

 

NVIDIA

   

63,183

 

11,345,139

 

Qorvo

   

13,518

b

969,646

 

Qualcomm

   

125,104

 

7,134,681

 

Skyworks Solutions

   

18,290

 

1,508,559

 

Texas Instruments

   

98,157

 

10,411,513

 

Xilinx

   

26,344

 

3,340,156

 
    

95,998,851

 

Software & Services - 12.1%

     

Accenture, Cl. A

   

66,469

 

11,699,873

 

Adobe

   

50,853

b

13,551,816

 

Akamai Technologies

   

17,147

b

1,229,611

 

Alliance Data Systems

   

5,063

 

885,924

 

ANSYS

   

9,027

b

1,649,323

 

Autodesk

   

22,925

b

3,572,173

 

Automatic Data Processing

   

45,400

 

7,252,196

 

Broadridge Financial Solutions

   

12,325

 

1,277,979

 

Cadence Design Systems

   

29,123

b

1,849,602

 

Citrix Systems

   

13,561

 

1,351,489

 

Cognizant Technology Solutions, Cl. A

   

59,506

 

4,311,210

 

DXC Technology

   

28,174

 

1,811,870

 

Fidelity National Information Services

   

33,692

 

3,810,565

 

Fiserv

   

41,469

a,b

3,660,883

 

FleetCor Technologies

   

9,001

b

2,219,557

 

Fortinet

   

14,856

b

1,247,458

 

Gartner

   

9,462

b

1,435,196

 

Global Payments

   

16,659

 

2,274,287

 

International Business Machines

   

92,980

 

13,119,478

 

Intuit

   

26,991

 

7,055,717

 

Jack Henry & Associates

   

7,921

 

1,098,960

 

Mastercard, Cl. A

   

93,993

 

22,130,652

 

Microsoft

   

800,742

 

94,439,511

 

Oracle

   

266,758

 

14,327,572

 

Paychex

   

33,161

 

2,659,512

 

PayPal Holdings

   

121,825

b

12,650,308

 

Red Hat

   

18,530

b

3,385,431

 

salesforce.com

   

79,772

b

12,633,492

 

Symantec

   

64,158

 

1,474,992

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Software & Services - 12.1% (continued)

     

Synopsys

   

15,748

b

1,813,382

 

Total System Services

   

17,416

 

1,654,694

 

VeriSign

   

11,201

b

2,033,654

 

Visa, Cl. A

   

182,292

a

28,472,187

 

Western Union

   

47,710

a

881,204

 
    

284,921,758

 

Technology Hardware & Equipment - 6.0%

     

Amphenol, Cl. A

   

30,934

 

2,921,407

 

Apple

   

467,840

 

88,866,208

 

Arista Networks

   

5,373

b

1,689,594

 

Cisco Systems

   

460,148

 

24,843,391

 

Corning

   

83,462

 

2,762,592

 

F5 Networks

   

6,528

b

1,024,439

 

FLIR Systems

   

14,060

 

668,975

 

Hewlett Packard Enterprise

   

144,475

 

2,229,249

 

HP

   

162,285

 

3,153,198

 

IPG Photonics

   

3,899

a,b

591,790

 

Juniper Networks

   

36,001

 

952,946

 

Keysight Technologies

   

19,226

b

1,676,507

 

Motorola Solutions

   

16,542

 

2,322,828

 

NetApp

   

26,245

 

1,819,828

 

Seagate Technology

   

27,775

a

1,330,145

 

TE Connectivity

   

36,140

a

2,918,305

 

Western Digital

   

30,650

a

1,473,039

 

Xerox

   

22,381

 

715,744

 
    

141,960,185

 

Telecommunication Services - 2.1%

     

AT&T

   

759,626

 

23,821,871

 

CenturyLink

   

100,140

a

1,200,679

 

Verizon Communications

   

430,929

 

25,480,832

 
    

50,503,382

 

Transportation - 2.2%

     

Alaska Air Group

   

12,742

a

715,081

 

American Airlines Group

   

43,265

 

1,374,096

 

CH Robinson Worldwide

   

14,018

 

1,219,426

 

CSX

   

81,113

 

6,068,875

 

Delta Air Lines

   

64,961

 

3,355,236

 

Expeditors International of Washington

   

17,646

b

1,339,331

 

FedEx

   

24,990

 

4,533,436

 

J.B. Hunt Transport Services

   

8,927

 

904,216

 

Kansas City Southern

   

10,183

 

1,181,024

 

Norfolk Southern

   

28,316

 

5,291,977

 

Southwest Airlines

   

52,748

 

2,738,149

 

Union Pacific

   

75,512

 

12,625,606

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.8% (continued)

     

Transportation - 2.2% (continued)

     

United Continental Holdings

   

24,193

b

1,930,118

 

United Parcel Service, Cl. B

   

72,000

 

8,045,280

 
    

51,321,851

 

Utilities - 3.5%

     

AES

   

65,721

 

1,188,236

 

Alliant Energy

   

23,604

 

1,112,457

 

Ameren

   

25,345

 

1,864,125

 

American Electric Power

   

50,513

 

4,230,464

 

American Water Works

   

18,516

 

1,930,478

 

Atmos Energy

   

12,065

 

1,241,850

 

CenterPoint Energy

   

51,352

 

1,576,506

 

CMS Energy

   

29,332

 

1,629,099

 

Consolidated Edison

   

32,597

 

2,764,552

 

Dominion Energy

   

82,847

 

6,351,051

 

DTE Energy

   

18,508

 

2,308,688

 

Duke Energy

   

75,605

 

6,804,450

 

Edison International

   

33,649

 

2,083,546

 

Entergy

   

19,698

 

1,883,720

 

Evergy

   

26,741

 

1,552,315

 

Eversource Energy

   

33,258

 

2,359,655

 

Exelon

   

100,993

 

5,062,779

 

FirstEnergy

   

50,765

a

2,112,332

 

NextEra Energy

   

49,859

 

9,638,742

 

NiSource

   

37,890

a

1,085,927

 

NRG Energy

   

29,534

 

1,254,604

 

Pinnacle West Capital

   

11,569

 

1,105,765

 

PPL

   

73,282

 

2,325,971

 

Public Service Enterprise Group

   

52,298

 

3,107,024

 

Sempra Energy

   

28,647

 

3,605,511

 

Southern

   

107,737

 

5,567,848

 

WEC Energy Group

   

32,183

 

2,545,032

 

Xcel Energy

   

53,164

 

2,988,348

 
    

81,281,075

 

Total Common Stocks (cost $835,388,384)

   

2,465,019,787

 
    

Principal Amount ($)

   

Short-Term Investments - .1%

     

U.S. Treasury Bills - .1%

     

2.40%, 6/6/19
(cost $1,244,345)

   

1,250,000

d

1,244,597

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

 

1-Day
Yield (%)

 

Shares

 

Value ($)

 

Investment Companies - ..9%

     

Registered Investment Companies - .9%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund
(cost $21,185,370)

 

2.46

 

21,185,370

e

21,185,370

 
        

Investment of Cash Collateral for Securities Loaned - .1%

     

Registered Investment Companies - .1%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund
(cost $2,630,764)

 

2.46

 

2,630,764

e

2,630,764

 

Total Investments (cost $860,448,863)

 

105.9%

 

2,490,080,518

 

Liabilities, Less Cash and Receivables

 

(5.9%)

 

(138,223,333)

 

Net Assets

 

100.0%

 

2,351,857,185

 

a Security, or portion thereof, on loan. At March 31, 2019, the value of the fund’s securities on loan was $97,743,406 and the value of the collateral held by the fund was $98,935,326, consisting of cash collateral of $2,630,764 and U.S. Government & Agency securities valued at $96,304,562.

b Non-income producing security.

c Investment in real estate investment trust.

d Security is a discount security. Income is recognized through the accretion of discount.

e Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.


STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.

March 31, 2019 (Unaudited)

The following is a summary of the inputs used as of March 31, 2019 in valuing the fund’s investments:

     
 

Level 1 - Unadjusted Quoted Prices

Level 2 - Other Significant Observable Inputs

Level 3 -Significant Unobservable Inputs

Total

Assets ($)

    

Investments in Securities:

  

Equity Securities—Common Stocks

2,465,019,787

-

-

2,465,019,787

Investment Companies

23,816,134

-

-

23,816,134

U.S. Treasury

-

1,244,597

-

1,244,597

Other Financial Instruments:

  

Futures††

121,928

-

-

121,928

  See Statement of Investments for additional detailed categorizations.

††  Amount shown represents unrealized appreciation at period end.


STATEMENT OF FUTURES
Dreyfus Stock Index Fund, Inc.

March 31, 2019 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Value ($)

Unrealized Appreciation ($)

 

Futures Long

  

Standard & Poor's 500 E-mini

174

6/19

24,566,932

24,688,860

121,928

 

Gross Unrealized Appreciation

 

121,928

 

See notes to financial statements.


NOTES

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification 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 Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

Level 1—unadjusted quoted prices in active markets for identical investments.

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:

Investments in 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


NOTES

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 Dreyfus 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 restricted 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.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 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 Dreyfus,, 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


NOTES

certain money market mutual funds managed by Dreyfus, or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at March 31, 2019 is discussed below.

Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At March 31, 2019, accumulated net unrealized appreciation on investments was $1,629,631,655, consisting of $1,667,345,588 gross unrealized appreciation and $37,713,933 gross unrealized depreciation.

At March 31, 2019, 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.