0001775697-20-001548.txt : 20201130 0001775697-20-001548.hdr.sgml : 20201130 20201130111342 ACCESSION NUMBER: 0001775697-20-001548 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201130 PERIOD START: 20201231 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: NPORT-P/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05719 FILM NUMBER: 201356910 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 NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001775697-20-001464 0000846800 XXXXXXXX S000001911 C000005028 C000005029 BNY Mellon Stock Index Fund, Inc. 811-05719 0000846800 549300TUUWM9ZQT5RB19 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Stock Index Fund, Inc. 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INDUSTRIES INC 549300JI1115MG3Q6322 MOHAWK INDUSTRIES INC 608190104 5952.00 NS USD 580855.68 0.0222252583074 Long EC CORP US N 1 N N N MARKETAXESS HOLDINGS INC 5493002U1CA1XJOVID83 MARKETAXESS HOLDINGS INC 57060D108 3617.00 NS USD 1741911.03 0.066650674037 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300EVO6UZDGY05787 LAS VEGAS SANDS CORP 517834107 30761.00 NS USD 1435308.26 0.0549191441654 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FIRSTENERGY CORP 337932107 51952.00 NS USD 1491541.92 0.0570708105124 Long EC CORP US N 1 N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 FORTUNE BRANDS HOME & SECURITY INC 34964C106 13088.00 NS USD 1132373.76 0.0433279731663 Long EC CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS INC 571748102 47529.00 NS USD 5451576.30 0.2085934520775 Long EC CORP US N 1 N N N ROCKWELL AUTOMATION INC VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMATION INC 773903109 10878.00 NS USD 2400557.04 0.0918524207177 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Government Plus Money Market Fund N/A 24922544.88 OU Other Units USD 24922544.88 0.9536103660655 Long STIV RF US N 1 2099-12-01 Variable 0.100948 N N N N N N 996130662 N/A DREYFUS INSTL PREFERRED PLUS GOVT MM FUND 996130662 1760934.85 OU Other Units USD 1760934.85 0.0673785817223 Long STIV RF US N 1 N N 2020-11-24 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10730bnymell-september20201.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Stock Index Fund, Inc.

September 30, 2020 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3%

     

Automobiles & Components - .3%

     

Aptiv

   

25,138

 

2,304,652

 

BorgWarner

   

19,611

 

759,730

 

Ford Motor

   

364,206

 

2,425,612

 

General Motors

   

117,688

 

3,482,388

 
    

8,972,382

 

Banks - 3.3%

     

Bank of America

   

710,495

 

17,115,825

 

Citigroup

   

193,384

 

8,336,784

 

Citizens Financial Group

   

38,700

 

978,336

 

Comerica

   

11,786

 

450,815

 

Fifth Third Bancorp

   

65,916

 

1,405,329

 

First Republic Bank

   

16,314

 

1,779,205

 

Huntington Bancshares

   

93,031

 

853,094

 

JPMorgan Chase & Co.

   

283,785

 

27,319,982

 

KeyCorp

   

90,477

 

1,079,391

 

M&T Bank

   

11,953

 

1,100,752

 

People's United Financial

   

42,625

 

439,464

 

Regions Financial

   

86,518

 

997,553

 

SVB Financial Group

   

4,680

a

1,126,102

 

The PNC Financial Services Group

   

39,541

 

4,345,951

 

Truist Financial

   

124,643

 

4,742,666

 

U.S. Bancorp

   

126,761

 

4,544,382

 

Wells Fargo & Co.

   

379,762

 

8,928,205

 

Zions Bancorp

   

13,858

 

404,931

 
    

85,948,767

 

Capital Goods - 5.5%

     

3M

   

53,719

 

8,604,709

 

A.O. Smith

   

12,199

b

644,107

 

Allegion

   

8,759

 

866,353

 

AMETEK

   

21,772

 

2,164,137

 

Carrier Global

   

75,059

 

2,292,302

 

Caterpillar

   

50,844

 

7,583,383

 

Cummins

   

13,963

 

2,948,427

 

Deere & Co.

   

29,146

 

6,459,628

 

Dover

   

13,439

 

1,455,981

 

Eaton

   

37,745

 

3,851,122

 

Emerson Electric

   

56,390

 

3,697,492

 

Fastenal

   

52,913

 

2,385,847

 

Flowserve

   

13,523

 

369,043

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Capital Goods - 5.5% (continued)

     

Fortive

   

31,078

 

2,368,454

 

Fortune Brands Home & Security

   

13,088

 

1,132,374

 

General Dynamics

   

21,552

 

2,983,443

 

General Electric

   

814,745

 

5,075,861

 

Honeywell International

   

65,209

 

10,734,053

 

Howmet Aerospace

   

37,822

 

632,384

 

Huntington Ingalls Industries

   

4,050

 

570,038

 

IDEX

   

7,267

 

1,325,573

 

Illinois Tool Works

   

26,615

 

5,142,284

 

Ingersoll Rand

   

33,163

a

1,180,603

 

Jacobs Engineering Group

   

11,798

 

1,094,500

 

Johnson Controls International

   

69,372

 

2,833,846

 

L3Harris Technologies

   

20,369

 

3,459,471

 

Lockheed Martin

   

22,916

 

8,783,244

 

Masco

   

23,843

 

1,314,465

 

Northrop Grumman

   

14,343

 

4,525,073

 

Otis Worldwide

   

37,584

 

2,345,993

 

PACCAR

   

32,730

 

2,791,214

 

Parker-Hannifin

   

12,122

 

2,452,765

 

Pentair

   

15,827

 

724,402

 

Quanta Services

   

13,584

 

718,050

 

Raytheon Technologies

   

141,704

 

8,153,648

 

Rockwell Automation

   

10,878

 

2,400,557

 

Roper Technologies

   

9,704

 

3,834,147

 

Snap-on

   

5,356

 

788,028

 

Stanley Black & Decker

   

14,661

 

2,378,014

 

Teledyne Technologies

   

3,328

a

1,032,379

 

Textron

   

20,588

 

743,021

 

The Boeing Company

   

49,769

 

8,224,825

 

Trane Technologies

   

22,454

 

2,722,547

 

TransDigm Group

   

5,012

a

2,381,301

 

United Rentals

   

6,635

a

1,157,808

 

W.W. Grainger

   

4,084

 

1,457,049

 

Westinghouse Air Brake Technologies

   

17,409

 

1,077,269

 

Xylem

   

16,898

 

1,421,460

 
    

143,282,674

 

Commercial & Professional Services - .8%

     

Cintas

   

7,960

a

2,649,327

 

Copart

   

19,568

a

2,057,771

 

Equifax

   

11,489

 

1,802,624

 

IHS Markit

   

34,829

 

2,734,425

 

Nielsen Holdings

   

32,535

 

461,346

 

Republic Services

   

19,468

 

1,817,338

 

Robert Half International

   

10,267

 

543,535

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Commercial & Professional Services - .8% (continued)

     

Rollins

   

13,864

 

751,290

 

Verisk Analytics

   

15,380

 

2,850,068

 

Waste Management

   

36,073

 

4,082,381

 
    

19,750,105

 

Consumer Durables & Apparel - 1.2%

     

D.R. Horton

   

30,470

 

2,304,446

 

Garmin

   

13,756

 

1,304,894

 

Hanesbrands

   

34,088

 

536,886

 

Hasbro

   

12,215

 

1,010,425

 

Leggett & Platt

   

13,562

 

558,348

 

Lennar, Cl. A

   

25,036

 

2,044,940

 

Mohawk Industries

   

5,952

a

580,856

 

Newell Brands

   

34,289

 

588,399

 

NIKE, Cl. B

   

115,290

 

14,473,507

 

NVR

   

334

a

1,363,762

 

PulteGroup

   

22,770

 

1,054,023

 

PVH

   

5,899

 

351,816

 

Ralph Lauren

   

5,045

 

342,909

 

Tapestry

   

26,775

 

418,493

 

Under Armour, Cl. A

   

16,914

a

189,944

 

Under Armour, Cl. C

   

16,990

a

167,182

 

VF

   

29,768

 

2,091,202

 

Whirlpool

   

5,610

 

1,031,623

 
    

30,413,655

 

Consumer Services - 1.6%

     

Carnival

   

45,131

b

685,089

 

Chipotle Mexican Grill

   

2,586

a

3,216,234

 

Darden Restaurants

   

12,205

 

1,229,532

 

Domino's Pizza

   

3,747

 

1,593,524

 

Hilton Worldwide Holdings

   

26,148

 

2,230,947

 

Las Vegas Sands

   

30,761

 

1,435,308

 

Marriott International, Cl. A

   

25,247

 

2,337,367

 

McDonald's

   

69,162

 

15,180,367

 

MGM Resorts International

   

38,424

b

835,722

 

Norwegian Cruise Line Holdings

   

20,819

a,b

356,213

 

Royal Caribbean Cruises

   

16,660

 

1,078,402

 

Starbucks

   

108,440

 

9,317,165

 

Wynn Resorts

   

9,461

 

679,394

 

Yum! Brands

   

28,072

 

2,562,974

 
    

42,738,238

 

Diversified Financials - 4.5%

     

American Express

   

60,765

 

6,091,691

 

Ameriprise Financial

   

11,284

 

1,738,977

 

Berkshire Hathaway, Cl. B

   

184,158

a

39,214,605

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Diversified Financials - 4.5% (continued)

     

BlackRock

   

13,259

 

7,472,109

 

Capital One Financial

   

42,495

 

3,053,691

 

Cboe Global Markets

   

10,539

 

924,692

 

CME Group

   

33,406

 

5,589,158

 

Discover Financial Services

   

28,659

 

1,655,917

 

E*Trade Financial

   

20,511

 

1,026,576

 

Franklin Resources

   

24,306

 

494,627

 

Intercontinental Exchange

   

52,080

 

5,210,604

 

Invesco

   

37,067

b

422,934

 

MarketAxess Holdings

   

3,617

 

1,741,911

 

Moody's

   

14,985

 

4,343,402

 

Morgan Stanley

   

111,580

 

5,394,893

 

MSCI

   

7,942

 

2,833,547

 

Nasdaq

   

10,529

 

1,292,014

 

Northern Trust

   

19,526

 

1,522,442

 

Raymond James Financial

   

11,099

 

807,563

 

S&P Global

   

22,359

 

8,062,655

 

State Street

   

32,463

 

1,926,030

 

Synchrony Financial

   

48,829

 

1,277,855

 

T. Rowe Price Group

   

21,243

 

2,723,777

 

The Bank of New York Mellon

   

75,194

 

2,582,162

 

The Charles Schwab

   

108,191

 

3,919,760

 

The Goldman Sachs Group

   

31,707

 

6,372,156

 
    

117,695,748

 

Energy - 2.1%

     

Apache

   

36,754

 

348,060

 

Baker Hughes

   

62,685

 

833,084

 

Cabot Oil & Gas

   

35,923

 

623,623

 

Chevron

   

173,846

 

12,516,912

 

Concho Resources

   

17,408

 

768,041

 

ConocoPhillips

   

101,356

 

3,328,531

 

Devon Energy

   

38,703

 

366,130

 

Diamondback Energy

   

15,679

 

472,251

 

EOG Resources

   

53,813

 

1,934,039

 

Exxon Mobil

   

393,415

 

13,505,937

 

Halliburton

   

83,480

 

1,005,934

 

Hess

   

24,946

 

1,021,040

 

HollyFrontier

   

15,257

 

300,715

 

Kinder Morgan

   

179,745

 

2,216,256

 

Marathon Oil

   

67,602

 

276,492

 

Marathon Petroleum

   

60,573

 

1,777,212

 

National Oilwell Varco

   

36,875

 

334,088

 

Noble Energy

   

46,928

 

401,234

 

Occidental Petroleum

   

78,369

 

784,474

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Energy - 2.1% (continued)

     

ONEOK

   

39,719

 

1,031,900

 

Phillips 66

   

41,355

 

2,143,843

 

Pioneer Natural Resources

   

15,349

 

1,319,861

 

Schlumberger

   

128,271

 

1,995,897

 

TechnipFMC

   

42,561

 

268,560

 

The Williams Companies

   

111,991

 

2,200,623

 

Valero Energy

   

38,213

 

1,655,387

 
    

53,430,124

 

Food & Staples Retailing - 1.6%

     

Costco Wholesale

   

41,064

 

14,577,720

 

Sysco

   

47,343

 

2,945,681

 

The Kroger Company

   

72,507

 

2,458,712

 

Walgreens Boots Alliance

   

68,772

 

2,470,290

 

Walmart

   

129,364

 

18,099,317

 
    

40,551,720

 

Food, Beverage & Tobacco - 3.4%

     

Altria Group

   

173,052

 

6,686,729

 

Archer-Daniels-Midland

   

52,049

 

2,419,758

 

Brown-Forman, Cl. B

   

17,426

 

1,312,526

 

Campbell Soup

   

18,615

 

900,408

 

Conagra Brands

   

44,261

 

1,580,560

 

Constellation Brands, Cl. A

   

15,936

 

3,020,031

 

General Mills

   

56,723

 

3,498,675

 

Hormel Foods

   

26,601

 

1,300,523

 

Kellogg

   

23,158

 

1,495,775

 

Lamb Weston Holdings

   

13,916

 

922,213

 

McCormick & Co.

   

11,656

 

2,262,430

 

Molson Coors Beverage, Cl. B

   

17,922

 

601,462

 

Mondelez International, Cl. A

   

133,002

 

7,640,965

 

Monster Beverage

   

34,868

a

2,796,414

 

PepsiCo

   

129,120

 

17,896,032

 

Philip Morris International

   

144,730

 

10,853,303

 

The Coca-Cola Company

   

359,684

 

17,757,599

 

The Hershey Company

   

13,700

 

1,963,758

 

The J.M. Smucker Company

   

11,004

 

1,271,182

 

The Kraft Heinz Company

   

58,974

 

1,766,271

 

Tyson Foods, Cl. A

   

28,200

 

1,677,336

 
    

89,623,950

 

Health Care Equipment & Services - 6.6%

     

Abbott Laboratories

   

164,829

 

17,938,340

 

ABIOMED

   

4,354

a

1,206,319

 

Align Technology

   

6,595

a

2,158,939

 

AmerisourceBergen

   

14,093

 

1,365,894

 

Anthem

   

23,511

 

6,314,819

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Health Care Equipment & Services - 6.6% (continued)

     

Baxter International

   

47,670

 

3,833,621

 

Becton Dickinson & Co.

   

27,006

 

6,283,756

 

Boston Scientific

   

132,255

a

5,053,464

 

Cardinal Health

   

26,835

 

1,259,903

 

Centene

   

54,194

a

3,161,136

 

Cerner

   

28,013

 

2,025,060

 

Cigna

   

34,399

 

5,827,535

 

CVS Health

   

122,016

 

7,125,734

 

Danaher

   

58,497

 

12,596,159

 

DaVita

   

8,184

a

700,960

 

Dentsply Sirona

   

20,155

 

881,378

 

DexCom

   

8,876

a

3,658,953

 

Edwards Lifesciences

   

57,297

a

4,573,447

 

HCA Healthcare

   

24,804

 

3,092,563

 

Henry Schein

   

13,046

a

766,844

 

Hologic

   

23,631

a

1,570,753

 

Humana

   

12,398

 

5,131,408

 

IDEXX Laboratories

   

8,053

a

3,165,715

 

Intuitive Surgical

   

10,959

a

7,775,849

 

Laboratory Corp. of America Holdings

   

9,280

a

1,747,146

 

McKesson

   

15,323

 

2,282,054

 

Medtronic

   

124,689

 

12,957,681

 

Quest Diagnostics

   

12,828

 

1,468,678

 

ResMed

   

13,346

 

2,287,905

 

Steris

   

7,749

 

1,365,296

 

Stryker

   

30,259

 

6,305,068

 

Teleflex

   

4,405

 

1,499,550

 

The Cooper Companies

   

4,705

 

1,586,150

 

UnitedHealth Group

   

88,327

 

27,537,709

 

Universal Health Services, Cl. B

   

7,043

 

753,742

 

Varian Medical Systems

   

8,255

a

1,419,860

 

West Pharmaceutical Services

   

6,703

 

1,842,655

 

Zimmer Biomet Holdings

   

19,118

 

2,602,725

 
    

173,124,768

 

Household & Personal Products - 2.0%

     

Church & Dwight

   

22,528

 

2,111,099

 

Colgate-Palmolive

   

80,405

 

6,203,246

 

Kimberly-Clark

   

31,513

 

4,653,210

 

The Clorox Company

   

11,861

 

2,492,826

 

The Estee Lauder Companies, Cl. A

   

21,050

 

4,594,162

 

The Procter & Gamble Company

   

231,610

 

32,191,474

 
    

52,246,017

 

Insurance - 1.8%

     

Aflac

   

62,018

 

2,254,354

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Insurance - 1.8% (continued)

     

American International Group

   

80,958

 

2,228,774

 

Aon, Cl. A

   

21,657

 

4,467,839

 

Arthur J. Gallagher & Co.

   

17,897

 

1,889,565

 

Assurant

   

5,877

 

712,939

 

Chubb

   

42,362

 

4,919,075

 

Cincinnati Financial

   

14,383

 

1,121,443

 

Everest Re Group

   

3,592

 

709,564

 

Globe Life

   

9,670

 

772,633

 

Lincoln National

   

17,156

 

537,497

 

Loews

   

23,573

 

819,162

 

Marsh & McLennan

   

47,529

 

5,451,576

 

MetLife

   

73,131

 

2,718,279

 

Principal Financial Group

   

23,434

 

943,687

 

Prudential Financial

   

37,089

 

2,355,893

 

The Allstate

   

29,317

 

2,759,902

 

The Hartford Financial Services Group

   

32,831

 

1,210,151

 

The Progressive

   

54,156

 

5,126,949

 

The Travelers Companies

   

23,600

 

2,553,284

 

Unum Group

   

21,629

 

364,016

 

W.R. Berkley

   

13,911

 

850,658

 

Willis Towers Watson

   

12,003

 

2,506,466

 
    

47,273,706

 

Materials - 2.6%

     

Air Products & Chemicals

   

20,579

 

6,129,661

 

Albemarle

   

10,159

b

906,996

 

Amcor

   

146,637

 

1,620,339

 

Avery Dennison

   

8,174

 

1,044,964

 

Ball

   

30,990

 

2,575,889

 

Celanese

   

10,726

 

1,152,509

 

CF Industries Holdings

   

20,514

 

629,985

 

Corteva

   

69,199

 

1,993,623

 

Dow

   

70,274

 

3,306,392

 

DuPont de Nemours

   

68,687

 

3,810,755

 

Eastman Chemical

   

12,457

 

973,141

 

Ecolab

   

22,863

 

4,568,942

 

FMC

   

11,641

 

1,232,898

 

Freeport-McMoRan

   

133,420

 

2,086,689

 

International Flavors & Fragrances

   

10,257

b

1,255,970

 

International Paper

   

37,447

 

1,518,101

 

Linde

   

48,824

 

11,626,459

 

LyondellBasell Industries, Cl. A

   

23,804

 

1,677,944

 

Martin Marietta Materials

   

5,913

 

1,391,684

 

Newmont

   

74,261

 

4,711,860

 

Nucor

   

28,009

 

1,256,484

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Materials - 2.6% (continued)

     

Packaging Corp. of America

   

9,232

 

1,006,750

 

PPG Industries

   

22,159

 

2,705,171

 

Sealed Air

   

14,502

 

562,823

 

The Mosaic Company

   

33,778

 

617,124

 

The Sherwin-Williams Company

   

7,521

 

5,240,182

 

Vulcan Materials

   

12,712

 

1,722,984

 

WestRock

   

25,043

 

869,994

 
    

68,196,313

 

Media & Entertainment - 8.8%

     

Activision Blizzard

   

71,784

 

5,810,915

 

Alphabet, Cl. A

   

27,959

a

40,976,710

 

Alphabet, Cl. C

   

27,318

a

40,146,533

 

Charter Communications, Cl. A

   

13,992

a

8,735,765

 

Comcast, Cl. A

   

423,895

 

19,609,383

 

Discovery, Cl. A

   

14,333

a,b

312,029

 

Discovery, Cl. C

   

30,869

a

605,032

 

DISH Network, Cl. A

   

23,159

a

672,306

 

Electronic Arts

   

26,650

a

3,475,426

 

Facebook, Cl. A

   

223,796

a

58,612,172

 

Fox, Cl. A

   

33,690

 

937,593

 

Fox, Cl. B

   

15,868

 

443,828

 

Live Nation Entertainment

   

12,512

a

674,147

 

Netflix

   

40,937

a

20,469,728

 

News Corporation, Cl. A

   

36,334

 

509,403

 

News Corporation, Cl. B

   

9,746

 

136,249

 

Omnicom Group

   

19,500

 

965,250

 

Take-Two Interactive Software

   

10,456

a

1,727,540

 

The Interpublic Group of Companies

   

35,615

 

593,702

 

The Walt Disney Company

   

168,156

a

20,864,796

 

Twitter

   

74,339

a

3,308,085

 

ViacomCBS, Cl. B

   

49,397

b

1,383,610

 
    

230,970,202

 

Pharmaceuticals Biotechnology & Life Sciences - 7.5%

     

AbbVie

   

164,895

 

14,443,153

 

Agilent Technologies

   

28,731

 

2,900,107

 

Alexion Pharmaceuticals

   

20,700

a

2,368,701

 

Amgen

   

54,701

 

13,902,806

 

Biogen

   

14,752

a

4,184,847

 

Bio-Rad Laboratories, Cl. A

   

1,907

a

982,982

 

Bristol-Myers Squibb

   

210,411

 

12,685,679

 

Catalent

   

13,749

a

1,177,739

 

Eli Lilly & Co.

   

74,109

 

10,969,614

 

Gilead Sciences

   

116,361

 

7,352,852

 

Illumina

   

13,600

a

4,203,488

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Pharmaceuticals Biotechnology & Life Sciences - 7.5% (continued)

     

Incyte

   

16,915

a

1,517,952

 

IQVIA Holdings

   

17,692

a

2,788,790

 

Johnson & Johnson

   

245,456

 

36,543,489

 

Merck & Co.

   

234,952

 

19,489,268

 

Mettler-Toledo International

   

2,190

a

2,114,992

 

Mylan

   

48,602

a

720,768

 

PerkinElmer

   

10,394

 

1,304,551

 

Perrigo

   

13,029

 

598,161

 

Pfizer

   

517,053

 

18,975,845

 

Regeneron Pharmaceuticals

   

9,697

a

5,428,187

 

Thermo Fisher Scientific

   

36,953

 

16,315,489

 

Vertex Pharmaceuticals

   

24,173

a

6,577,957

 

Waters

   

5,558

a

1,087,589

 

Zoetis

   

44,601

 

7,375,667

 
    

196,010,673

 

Real Estate - 2.6%

     

Alexandria Real Estate Equities

   

10,946

c

1,751,360

 

American Tower

   

41,186

c

9,955,892

 

Apartment Investment & Management, Cl. A

   

14,738

c

496,965

 

AvalonBay Communities

   

13,365

c

1,995,929

 

Boston Properties

   

13,224

c

1,061,887

 

CBRE Group, Cl. A

   

32,385

a

1,521,123

 

Crown Castle International

   

39,139

c

6,516,643

 

Digital Realty Trust

   

25,107

c

3,684,703

 

Duke Realty

   

34,773

c

1,283,124

 

Equinix

   

8,252

c

6,272,593

 

Equity Residential

   

32,266

c

1,656,214

 

Essex Property Trust

   

5,959

c

1,196,508

 

Extra Space Storage

   

12,324

c

1,318,545

 

Federal Realty Investment Trust

   

7,039

c

516,944

 

Healthpeak Properties

   

51,673

c

1,402,922

 

Host Hotels & Resorts

   

62,747

c

677,040

 

Iron Mountain

   

27,062

b,c

724,991

 

Kimco Realty

   

40,544

c

456,525

 

Mid-America Apartment Communities

   

10,982

c

1,273,363

 

Prologis

   

68,896

c

6,932,316

 

Public Storage

   

13,906

c

3,097,144

 

Realty Income

   

31,595

c

1,919,396

 

Regency Centers

   

14,769

c

561,517

 

SBA Communications

   

10,518

c

3,349,773

 

Simon Property Group

   

28,193

c

1,823,523

 

SL Green Realty

   

6,569

b,c

304,605

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Real Estate - 2.6% (continued)

     

UDR

   

28,172

c

918,689

 

Ventas

   

35,704

c

1,498,140

 

Vornado Realty Trust

   

15,485

c

521,999

 

Welltower

   

39,152

c

2,156,884

 

Weyerhaeuser

   

68,875

c

1,964,315

 
    

68,811,572

 

Retailing - 8.3%

     

Advance Auto Parts

   

6,248

 

959,068

 

Amazon.com

   

39,585

a

124,642,477

 

AutoZone

   

2,177

a

2,563,722

 

Best Buy

   

21,404

 

2,382,051

 

Booking Holdings

   

3,844

a

6,575,854

 

CarMax

   

15,213

a,b

1,398,227

 

Dollar General

   

23,282

 

4,880,373

 

Dollar Tree

   

22,068

a

2,015,691

 

eBay

   

60,926

 

3,174,245

 

Etsy

   

9,995

a

1,215,692

 

Expedia Group

   

12,306

 

1,128,337

 

Genuine Parts

   

13,629

 

1,297,072

 

L Brands

   

21,095

 

671,032

 

LKQ

   

26,221

a

727,108

 

Lowe's

   

70,169

 

11,638,230

 

O'Reilly Automotive

   

6,935

a

3,197,590

 

Ross Stores

   

33,186

 

3,096,918

 

Target

   

46,928

 

7,387,406

 

The Gap

   

19,500

 

332,085

 

The Home Depot

   

100,171

 

27,818,488

 

The TJX Companies

   

111,691

 

6,215,604

 

Tiffany & Co.

   

10,062

 

1,165,683

 

Tractor Supply

   

10,764

 

1,542,912

 

Ulta Beauty

   

5,371

a

1,202,997

 
    

217,228,862

 

Semiconductors & Semiconductor Equipment - 5.0%

     

Advanced Micro Devices

   

109,357

a

8,966,180

 

Analog Devices

   

34,226

 

3,995,543

 

Applied Materials

   

85,994

 

5,112,343

 

Broadcom

   

37,168

 

13,541,046

 

Intel

   

394,077

 

20,405,307

 

KLA

   

14,480

 

2,805,355

 

Lam Research

   

13,434

 

4,456,729

 

Maxim Integrated Products

   

24,873

 

1,681,664

 

Microchip Technology

   

23,051

b

2,368,721

 

Micron Technology

   

102,842

a

4,829,460

 

NVIDIA

   

57,291

 

31,007,035

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Semiconductors & Semiconductor Equipment - 5.0% (continued)

     

Qorvo

   

10,895

a

1,405,564

 

Qualcomm

   

104,565

 

12,305,209

 

Skyworks Solutions

   

15,376

 

2,237,208

 

Teradyne

   

13,908

 

1,105,130

 

Texas Instruments

   

85,314

 

12,181,986

 

Xilinx

   

22,648

 

2,360,828

 
    

130,765,308

 

Software & Services - 14.7%

     

Accenture, Cl. A

   

59,246

 

13,389,004

 

Adobe

   

44,655

a

21,900,152

 

Akamai Technologies

   

14,953

a

1,652,905

 

Ansys

   

8,070

a

2,640,746

 

Autodesk

   

20,281

a

4,685,114

 

Automatic Data Processing

   

40,033

 

5,584,203

 

Broadridge Financial Solutions

   

10,658

 

1,406,856

 

Cadence Design Systems

   

26,047

a

2,777,392

 

Citrix Systems

   

10,829

 

1,491,262

 

Cognizant Technology Solutions, Cl. A

   

51,285

 

3,560,205

 

DXC Technology

   

26,162

 

466,992

 

Fidelity National Information Services

   

57,348

 

8,442,199

 

Fiserv

   

51,790

a

5,336,959

 

FLEETCOR Technologies

   

7,906

a

1,882,419

 

Fortinet

   

12,279

a

1,446,589

 

Gartner

   

8,070

a

1,008,347

 

Global Payments

   

27,666

 

4,912,928

 

International Business Machines

   

82,494

 

10,037,045

 

Intuit

   

24,500

 

7,992,145

 

Jack Henry & Associates

   

7,339

 

1,193,248

 

Leidos Holdings

   

12,424

 

1,107,600

 

Mastercard, Cl. A

   

82,311

 

27,835,111

 

Microsoft

   

704,496

 

148,176,644

 

NortonLifeLock

   

50,222

 

1,046,626

 

Oracle

   

180,613

 

10,782,596

 

Paychex

   

29,422

 

2,346,993

 

Paycom Software

   

4,642

a

1,445,055

 

PayPal Holdings

   

109,305

a

21,536,364

 

salesforce.com

   

84,315

a

21,190,046

 

ServiceNow

   

17,797

a

8,631,545

 

Synopsys

   

14,074

a

3,011,555

 

The Western Union Company

   

36,990

 

792,696

 

Tyler Technologies

   

3,632

a

1,265,970

 

Verisign

   

9,294

a

1,903,876

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Software & Services - 14.7% (continued)

     

Visa, Cl. A

   

157,155

b

31,426,285

 
    

384,305,672

 

Technology Hardware & Equipment - 8.2%

     

Amphenol, Cl. A

   

27,631

 

2,991,608

 

Apple

   

1,496,766

 

173,340,470

 

Arista Networks

   

4,972

a

1,028,856

 

CDW

   

13,088

 

1,564,409

 

Cisco Systems

   

394,595

 

15,543,097

 

Corning

   

72,463

 

2,348,526

 

F5 Networks

   

5,331

a

654,487

 

FLIR Systems

   

13,035

 

467,305

 

Hewlett Packard Enterprise

   

117,102

 

1,097,246

 

HP

   

128,157

 

2,433,701

 

IPG Photonics

   

3,631

a

617,161

 

Juniper Networks

   

29,613

 

636,680

 

Keysight Technologies

   

17,807

a

1,758,975

 

Motorola Solutions

   

15,836

 

2,483,243

 

NetApp

   

20,237

 

887,190

 

Seagate Technology

   

21,574

 

1,062,951

 

TE Connectivity

   

30,778

 

3,008,242

 

Western Digital

   

28,434

 

1,039,263

 

Xerox Holdings

   

17,746

 

333,092

 

Zebra Technologies, Cl. A

   

4,947

a

1,248,920

 
    

214,545,422

 

Telecommunication Services - 1.9%

     

AT&T

   

663,202

 

18,907,889

 

CenturyLink

   

92,857

 

936,927

 

T-Mobile US

   

54,050

a

6,181,158

 

Verizon Communications

   

385,270

 

22,919,712

 
    

48,945,686

 

Transportation - 2.0%

     

Alaska Air Group

   

11,811

 

432,637

 

American Airlines Group

   

40,267

b

494,881

 

C.H. Robinson Worldwide

   

12,988

 

1,327,244

 

CSX

   

70,864

 

5,504,007

 

Delta Air Lines

   

58,636

 

1,793,089

 

Expeditors International of Washington

   

15,200

 

1,375,904

 

FedEx

   

22,494

 

5,657,691

 

J.B. Hunt Transport Services

   

7,549

 

954,043

 

Kansas City Southern

   

8,705

 

1,574,125

 

Norfolk Southern

   

23,703

 

5,072,205

 

Old Dominion Freight Line

   

8,645

 

1,564,053

 

Southwest Airlines

   

54,554

 

2,045,775

 

Union Pacific

   

63,083

 

12,419,150

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.3% (continued)

     

Transportation - 2.0% (continued)

     

United Airlines Holdings

   

26,794

a,b

931,092

 

United Parcel Service, Cl. B

   

65,800

 

10,964,254

 
    

52,110,150

 

Utilities - 3.0%

     

Alliant Energy

   

23,207

 

1,198,642

 

Ameren

   

23,490

 

1,857,589

 

American Electric Power

   

46,417

 

3,793,661

 

American Water Works

   

17,152

 

2,484,982

 

Atmos Energy

   

11,178

b

1,068,505

 

CenterPoint Energy

   

52,258

 

1,011,192

 

CMS Energy

   

27,189

 

1,669,676

 

Consolidated Edison

   

31,626

 

2,460,503

 

Dominion Energy

   

78,231

 

6,174,773

 

DTE Energy

   

17,738

 

2,040,580

 

Duke Energy

   

68,468

 

6,063,526

 

Edison International

   

34,401

 

1,748,947

 

Entergy

   

19,156

 

1,887,441

 

Evergy

   

21,183

 

1,076,520

 

Eversource Energy

   

31,109

 

2,599,157

 

Exelon

   

91,151

 

3,259,560

 

FirstEnergy

   

51,952

 

1,491,542

 

NextEra Energy

   

45,511

 

12,632,033

 

NiSource

   

35,072

 

771,584

 

NRG Energy

   

21,813

 

670,532

 

Pinnacle West Capital

   

10,722

 

799,325

 

PPL

   

70,749

 

1,925,080

 

Public Service Enterprise Group

   

46,717

 

2,565,230

 

Sempra Energy

   

27,362

 

3,238,566

 

The AES

   

64,148

 

1,161,720

 

The Southern Company

   

99,085

 

5,372,389

 

WEC Energy Group

   

29,438

 

2,852,542

 

Xcel Energy

   

49,092

 

3,387,839

 
    

77,263,636

 

Total Common Stocks (cost $755,859,296)

   

2,594,205,350

 
    

Principal Amount ($)

   

Short-Term Investments - .1%

     

U.S. Treasury Bills - .1%

     

0.12%, 2/25/21
(cost $2,151,921)

   

2,153,000

d

2,152,143

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 
  

1-Day
Yield (%)

     

Investment Companies - ..9%

     

Registered Investment Companies - .9%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund
(cost $24,922,545)

 

0.10

 

24,922,545

e

24,922,545

 
        

Investment of Cash Collateral for Securities Loaned - .1%

     

Registered Investment Companies - .1%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund
(cost $1,760,935)

 

0.10

 

1,760,935

e

1,760,935

 

Total Investments (cost $784,694,697)

 

100.4%

 

2,623,040,973

 

Liabilities, Less Cash and Receivables

 

(.4%)

 

(9,547,478)

 

Net Assets

 

100.0%

 

2,613,493,495

 

a Non-income producing security.

b Security, or portion thereof, on loan. At September 30, 2020, the value of the fund’s securities on loan was $41,085,012 and the value of the collateral was $41,869,612, consisting of cash collateral of $1,760,935 and U.S. Government & Agency securities valued at $40,108,677.

c Investment in real estate investment trust within the United States.

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
BNY Mellon Stock Index Fund, Inc.

September 30, 2020 (Unaudited)

The following is a summary of the inputs used as of September 30, 2020 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

2,594,205,350

-

-

2,594,205,350

Investment Companies

26,683,480

-

-

26,683,480

U.S. Treasury Securities

-

2,152,143

-

2,152,143

Other Financial Instruments:

  

Futures††

502,049

-

-

502,049

  See Statement of Investments for additional detailed categorizations, if any.

††  Amount shown represents unrealized appreciation at period end.


STATEMENT OF FUTURES
BNY Mellon Stock Index Fund, Inc.

September 30, 2020 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation ($)

 

Futures Long

  

Standard & Poor's 500 E-mini

172

12/18/2020

28,325,151

28,827,200

502,049

 

Gross Unrealized Appreciation

 

502,049

 

See notes to financial statements.


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 Securities and Exchange Commission (“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:

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.

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 BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the


value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at September 30, 2020 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 September 30, 2020, accumulated net unrealized appreciation on investments was $1,838,346,276, consisting of $1,892,533,464 gross unrealized appreciation and $54,187,188 gross unrealized depreciation.

At September 30, 2020, 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.