0001775697-21-000473.txt : 20210526 0001775697-21-000473.hdr.sgml : 20210526 20210526110553 ACCESSION NUMBER: 0001775697-21-000473 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210526 PERIOD START: 20211231 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 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05719 FILM NUMBER: 21963779 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 1 primary_doc.xml NPORT-P false 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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549300FA4CTCW903Y781 CAESARS ENTERTAINMENT INC 12769G100 17947.00 NS USD 1569465.15 0.0543210148386 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP 68902V107 36509.00 NS USD 2499041.05 0.0864947182545 Long EC CORP US N 1 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 14448C104 75003.00 NS USD 3166626.66 0.1096006329203 Long EC CORP US N 1 N N N NOV INC 549300EHF3IW1AR6U008 NOV INC 62955J103 36875.00 NS USD 505925.00 0.0175106528693 Long EC CORP US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 JOHNSON CONTROLS INTERNATIONAL PLC N/A 64371.00 NS USD 3841017.57 0.1329420869368 Long EC CORP IE N 1 N N N AON PLC 635400FALWQYX5E6QC64 AON PLC N/A 20381.00 NS USD 4689871.91 0.1623219232453 Long EC CORP IE N 1 N N CORTEVA INC 549300WZN9I2QKLS0O94 CORTEVA INC 22052L104 66807.00 NS USD 3114542.34 0.1077979340075 Long EC CORP US N 1 N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 DUPONT DE NEMOURS INC 26614N102 48287.00 NS USD 3731619.36 0.1291556876091 Long EC CORP US N 1 N N N VIATRIS INC 254900ZZTSW7NL773X71 VIATRIS INC 92556V106 108169.00 NS USD 1511120.93 0.0523016535037 Long EC CORP US N 1 N N N DOW INC 5493003S21INSLK2IP73 DOW INC 260557103 67996.00 NS USD 4347664.24 0.1504777176445 Long EC CORP US N 1 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 HOWMET AEROSPACE INC 443201108 35006.00 NS USD 1124742.78 0.0389286561999 Long EC CORP US N 1 N N N APA CORP 72ZZ1XRHOOU9P9X16K08 APA CORP 03743Q108 33862.00 NS USD 606129.80 0.0209788575808 Long EC CORP US N 1 N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 CF INDUSTRIES HOLDINGS INC 125269100 19186.00 NS USD 870660.68 0.0301345791066 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 UNITED STATES TREASURY BILL 9127964L0 427000.00 OU Other Units USD 426964.20 0.0147777277143 Long STIV UST US N 2 2021-09-09 Fixed N/A N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP 369550108 20841.00 NS USD 3783891.96 0.1309649031118 Long EC CORP US N 1 N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 WESTERN UNION CO/THE 959802109 36990.00 NS USD 912173.40 0.0315713826438 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 UNITED STATES TREASURY BILL 912796B32 901000.00 OU Other Units USD 900984.23 0.031184112452 Long STIV UST US N 1 2021-06-24 Fixed N/A N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 LUMEN TECHNOLOGIES INC 550241103 88546.00 NS USD 1182089.10 0.0409134790547 Long EC CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS INC 571748102 45284.00 NS USD 5515591.20 0.1909010285569 Long EC CORP US N 1 N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 ZIONS BANCORP NA 989701107 15661.00 NS USD 860728.56 0.0297908168778 Long EC CORP US N 1 N N N OLD DOMINION FREIGHT LINE INC 5299009TWK32WE417T96 OLD DOMINION FREIGHT LINE INC 679580100 8645.00 NS USD 2078344.45 0.0719339194682 Long EC CORP US N 1 N N N ROBERT HALF INTERNATIONAL INC 529900VPCUY9H3HLIC08 ROBERT HALF INTERNATIONAL INC 770323103 10267.00 NS USD 801544.69 0.0277423942795 Long EC CORP US N 1 N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 FORTUNE BRANDS HOME & SECURITY INC 34964C106 12458.00 NS USD 1193725.56 0.0413162304738 Long EC CORP US N 1 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 NEWELL BRANDS INC 651229106 34289.00 NS USD 918259.42 0.0317820268768 Long EC CORP US N 1 N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 MOHAWK INDUSTRIES INC 608190104 5299.00 NS USD 1019050.69 0.0352705299973 Long EC CORP US N 1 N N N AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS AND CHEMICALS INC 009158106 19745.00 NS USD 5555058.30 0.192267030806 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA CORP 67066G104 55612.00 NS USD 29692915.16 1.0277063399655 Long EC CORP US N 1 N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 CADENCE DESIGN SYSTEMS INC 127387108 24811.00 NS USD 3398858.89 0.1176384605916 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LAS VEGAS SANDS CORP 517834107 29452.00 NS USD 1789503.52 0.0619367988284 Long EC CORP US N 1 N N N ESM1 INDEX N/A S&P500 EMINI FUT JUN21 N/A 110.00 NC USD 21820700.00 0.7552398143344 Long DE US N 1 N/A N/A Long S&P500 EMINI FUT S&P500 EMINI FUT 2021-06-18 21820700.00 USD 180077.19 N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 18802918.74 OU Other Units USD 18802918.74 0.6507908938825 Long STIV RF US N 1 2099-12-01 Variable 0.059108 N N N N N N 99VVB9HH4 N/A DREYFUS INST PREF GOVT PLUS MMF - SL #4134 99VVB9HH4 319180.09 OU Other Units USD 319180.09 0.0110471942655 Long RF US N 1 N N 2021-05-21 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10730bnymellonst-march20211.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Stock Index Fund, Inc.

March 31, 2021 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4%

     

Automobiles & Components - 2.1%

     

Aptiv

   

24,026

a

3,313,185

 

BorgWarner

   

21,472

 

995,442

 

Ford Motor

   

348,128

a

4,264,568

 

General Motors

   

112,605

a

6,470,283

 

Tesla

   

68,896

a

46,017,705

 
    

61,061,183

 

Banks - 4.7%

     

Bank of America

   

683,598

 

26,448,407

 

Citigroup

   

187,369

 

13,631,095

 

Citizens Financial Group

   

38,700

 

1,708,605

 

Comerica

   

13,246

 

950,268

 

Fifth Third Bancorp

   

63,876

 

2,392,156

 

First Republic Bank

   

16,060

 

2,678,005

 

Huntington Bancshares

   

93,031

 

1,462,447

 

JPMorgan Chase & Co.

   

273,919

 

41,698,689

 

KeyCorp

   

87,551

 

1,749,269

 

M&T Bank

   

11,504

 

1,744,121

 

People's United Financial

   

38,126

 

682,455

 

Regions Financial

   

86,518

 

1,787,462

 

SVB Financial Group

   

4,680

a

2,310,329

 

The PNC Financial Services Group

   

37,866

 

6,642,075

 

Truist Financial

   

120,535

 

7,029,601

 

U.S. Bancorp

   

122,469

 

6,773,760

 

Wells Fargo & Co.

   

371,111

 

14,499,307

 

Zions Bancorp

   

15,661

 

860,729

 
    

135,048,780

 

Capital Goods - 6.3%

     

3M

   

52,166

 

10,051,345

 

A.O. Smith

   

12,199

 

824,774

 

Allegion

   

8,254

 

1,036,867

 

AMETEK

   

20,878

 

2,666,747

 

Carrier Global

   

75,003

a

3,166,627

 

Caterpillar

   

49,136

 

11,393,164

 

Cummins

   

13,154

 

3,408,333

 

Deere & Co.

   

28,137

 

10,527,177

 

Dover

   

12,921

 

1,771,857

 

Eaton

   

35,540

 

4,914,471

 

Emerson Electric

   

53,344

 

4,812,696

 

Fastenal

   

51,472

 

2,588,012

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Capital Goods - 6.3% (continued)

     

Fortive

   

30,232

 

2,135,588

 

Fortune Brands Home & Security

   

12,458

 

1,193,726

 

Generac Holdings

   

5,416

a

1,773,469

 

General Dynamics

   

20,841

 

3,783,892

 

General Electric

   

792,153

 

10,400,969

 

Honeywell International

   

62,434

 

13,552,548

 

Howmet Aerospace

   

35,006

a

1,124,743

 

Huntington Ingalls Industries

   

3,633

 

747,853

 

IDEX

   

7,072

 

1,480,311

 

Illinois Tool Works

   

25,719

 

5,697,273

 

Ingersoll Rand

   

33,163

a

1,631,951

 

Johnson Controls International

   

64,371

 

3,841,018

 

L3Harris Technologies

   

18,689

 

3,787,887

 

Lockheed Martin

   

22,250

 

8,221,375

 

Masco

   

23,843

 

1,428,196

 

Northrop Grumman

   

13,966

 

4,519,956

 

Otis Worldwide

   

36,509

 

2,499,041

 

PACCAR

   

30,769

 

2,859,055

 

Parker-Hannifin

   

11,637

 

3,670,659

 

Pentair

   

14,918

 

929,690

 

Quanta Services

   

13,130

 

1,155,177

 

Raytheon Technologies

   

136,399

 

10,539,551

 

Rockwell Automation

   

10,429

 

2,768,274

 

Roper Technologies

   

9,340

 

3,767,196

 

Snap-on

   

4,748

b

1,095,554

 

Stanley Black & Decker

   

14,364

 

2,868,060

 

Teledyne Technologies

   

3,328

a,b

1,376,627

 

Textron

   

20,588

 

1,154,575

 

The Boeing Company

   

49,195

a

12,530,950

 

Trane Technologies

   

21,692

 

3,591,328

 

TransDigm Group

   

5,013

a

2,947,243

 

United Rentals

   

6,635

a

2,184,972

 

W.W. Grainger

   

4,084

 

1,637,398

 

Westinghouse Air Brake Technologies

   

15,991

 

1,265,848

 

Xylem

   

16,161

 

1,699,814

 
    

183,023,837

 

Commercial & Professional Services - .8%

     

Cintas

   

7,960

 

2,716,828

 

Copart

   

18,651

a

2,025,685

 

Equifax

   

11,316

 

2,049,667

 

IHS Markit

   

33,475

 

3,239,710

 

Jacobs Engineering Group

   

11,798

 

1,525,127

 

Leidos Holdings

   

11,995

 

1,154,879

 

Nielsen Holdings

   

32,535

 

818,255

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Commercial & Professional Services - .8% (continued)

     

Republic Services

   

18,861

 

1,873,840

 

Robert Half International

   

10,267

 

801,545

 

Rollins

   

20,796

b

715,798

 

Verisk Analytics

   

14,990

 

2,648,583

 

Waste Management

   

35,003

 

4,516,087

 
    

24,086,004

 

Consumer Durables & Apparel - 1.2%

     

D.R. Horton

   

29,728

 

2,649,359

 

Garmin

   

13,374

 

1,763,362

 

Hanesbrands

   

34,088

b

670,511

 

Hasbro

   

11,430

 

1,098,652

 

Leggett & Platt

   

11,447

b

522,556

 

Lennar, Cl. A

   

25,036

 

2,534,394

 

Mohawk Industries

   

5,299

a

1,019,051

 

Newell Brands

   

34,289

 

918,259

 

NIKE, Cl. B

   

112,602

 

14,963,680

 

NVR

   

310

a

1,460,388

 

PulteGroup

   

25,283

 

1,325,841

 

PVH

   

6,819

a

720,768

 

Ralph Lauren

   

4,329

a

533,160

 

Tapestry

   

24,883

a

1,025,428

 

Under Armour, Cl. A

   

16,914

a

374,814

 

Under Armour, Cl. C

   

16,990

a

313,635

 

VF

   

28,675

 

2,291,706

 

Whirlpool

   

5,610

b

1,236,164

 
    

35,421,728

 

Consumer Services - 1.9%

     

Caesars Entertainment

   

17,947

a

1,569,465

 

Carnival

   

69,567

a,b

1,846,308

 

Chipotle Mexican Grill

   

2,492

a

3,540,683

 

Darden Restaurants

   

11,675

 

1,657,850

 

Domino's Pizza

   

3,533

 

1,299,402

 

Hilton Worldwide Holdings

   

25,042

a

3,028,079

 

Las Vegas Sands

   

29,452

a

1,789,504

 

Marriott International, Cl. A

   

23,841

a

3,531,091

 

McDonald's

   

66,845

 

14,982,638

 

MGM Resorts International

   

36,763

 

1,396,626

 

Norwegian Cruise Line Holdings

   

30,239

a,b

834,294

 

Penn National Gaming

   

12,810

a

1,343,000

 

Royal Caribbean Cruises

   

19,530

a

1,671,964

 

Starbucks

   

106,199

 

11,604,365

 

Wynn Resorts

   

8,483

a

1,063,514

 

Yum! Brands

   

26,942

 

2,914,586

 
    

54,073,369

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Diversified Financials - 5.2%

     

American Express

   

58,931

 

8,335,201

 

Ameriprise Financial

   

10,581

 

2,459,553

 

Berkshire Hathaway, Cl. B

   

171,185

a

43,732,632

 

BlackRock

   

12,828

 

9,671,799

 

Capital One Financial

   

40,792

 

5,189,966

 

Cboe Global Markets

   

9,693

 

956,602

 

CME Group

   

32,095

 

6,554,762

 

Discover Financial Services

   

27,537

 

2,615,740

 

Franklin Resources

   

24,306

b

719,458

 

Intercontinental Exchange

   

50,162

 

5,602,092

 

Invesco

   

33,793

 

852,259

 

MarketAxess Holdings

   

3,419

 

1,702,388

 

Moody's

   

14,535

 

4,340,296

 

Morgan Stanley

   

133,086

 

10,335,459

 

MSCI

   

7,414

 

3,108,542

 

Nasdaq

   

10,529

 

1,552,606

 

Northern Trust

   

18,663

 

1,961,668

 

Raymond James Financial

   

11,099

 

1,360,293

 

S&P Global

   

21,740

 

7,671,394

 

State Street

   

31,630

 

2,657,236

 

Synchrony Financial

   

48,829

 

1,985,387

 

T. Rowe Price Group

   

20,377

 

3,496,693

 

The Bank of New York Mellon

   

72,444

 

3,425,877

 

The Charles Schwab

   

133,476

 

8,699,966

 

The Goldman Sachs Group

   

30,886

 

10,099,722

 
    

149,087,591

 

Energy - 2.9%

     

APA

   

33,862

 

606,130

 

Baker Hughes

   

62,685

 

1,354,623

 

Cabot Oil & Gas

   

35,923

b

674,634

 

Chevron

   

172,742

 

18,101,634

 

ConocoPhillips

   

121,619

 

6,442,158

 

Devon Energy

   

51,656

 

1,128,684

 

Diamondback Energy

   

14,174

 

1,041,647

 

EOG Resources

   

52,394

 

3,800,137

 

Exxon Mobil

   

379,551

 

21,190,332

 

Halliburton

   

82,611

 

1,772,832

 

Hess

   

24,946

 

1,765,179

 

HollyFrontier

   

13,378

 

478,665

 

Kinder Morgan

   

174,552

 

2,906,291

 

Marathon Oil

   

67,602

 

721,989

 

Marathon Petroleum

   

58,341

 

3,120,660

 

NOV

   

36,875

a

505,925

 

Occidental Petroleum

   

75,152

 

2,000,546

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Energy - 2.9% (continued)

     

ONEOK

   

39,719

 

2,012,165

 

Phillips 66

   

39,284

 

3,203,217

 

Pioneer Natural Resources

   

18,407

 

2,923,400

 

Schlumberger

   

125,536

 

3,413,324

 

The Williams Companies

   

108,807

 

2,577,638

 

Valero Energy

   

36,567

 

2,618,197

 
    

84,360,007

 

Food & Staples Retailing - 1.4%

     

Costco Wholesale

   

39,584

 

13,952,568

 

Sysco

   

45,324

 

3,568,812

 

The Kroger Company

   

69,434

 

2,498,930

 

Walgreens Boots Alliance

   

64,429

 

3,537,152

 

Walmart

   

124,440

 

16,902,685

 
    

40,460,147

 

Food, Beverage & Tobacco - 3.3%

     

Altria Group

   

166,272

 

8,506,476

 

Archer-Daniels-Midland

   

50,135

 

2,857,695

 

Brown-Forman, Cl. B

   

16,370

 

1,129,039

 

Campbell Soup

   

18,615

b

935,776

 

Conagra Brands

   

44,261

 

1,664,214

 

Constellation Brands, Cl. A

   

15,339

 

3,497,292

 

General Mills

   

54,324

 

3,331,148

 

Hormel Foods

   

25,178

b

1,203,005

 

Kellogg

   

23,158

 

1,465,901

 

Lamb Weston Holdings

   

13,124

 

1,016,848

 

McCormick & Co.

   

23,118

a

2,061,201

 

Molson Coors Beverage, Cl. B

   

16,874

a,b

863,105

 

Mondelez International, Cl. A

   

126,777

 

7,420,258

 

Monster Beverage

   

33,128

a

3,017,630

 

PepsiCo

   

124,039

 

17,545,317

 

Philip Morris International

   

139,797

 

12,405,586

 

The Coca-Cola Company

   

347,141

 

18,297,802

 

The Hershey Company

   

13,228

 

2,092,140

 

The J.M. Smucker Company

   

10,119

b

1,280,357

 

The Kraft Heinz Company

   

58,974

 

2,358,960

 

Tyson Foods, Cl. A

   

26,616

 

1,977,569

 
    

94,927,319

 

Health Care Equipment & Services - 6.7%

     

Abbott Laboratories

   

159,118

 

19,068,701

 

ABIOMED

   

4,229

a

1,347,909

 

Align Technology

   

6,581

a

3,563,809

 

AmerisourceBergen

   

13,128

 

1,550,023

 

Anthem

   

21,986

 

7,891,875

 

Baxter International

   

45,353

 

3,825,072

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Health Care Equipment & Services - 6.7% (continued)

     

Becton Dickinson & Co.

   

25,945

 

6,308,527

 

Boston Scientific

   

127,798

a

4,939,393

 

Cardinal Health

   

26,835

 

1,630,226

 

Centene

   

52,607

a

3,362,113

 

Cerner

   

27,485

 

1,975,622

 

Cigna

   

31,589

 

7,636,325

 

CVS Health

   

118,346

 

8,903,170

 

Danaher

   

56,713

 

12,764,962

 

DaVita

   

6,555

a

706,432

 

Dentsply Sirona

   

20,155

 

1,286,091

 

DexCom

   

8,541

a

3,069,550

 

Edwards Lifesciences

   

55,613

a

4,651,471

 

HCA Healthcare

   

23,524

 

4,430,510

 

Henry Schein

   

13,046

a

903,305

 

Hologic

   

23,042

a

1,713,864

 

Humana

   

11,569

 

4,850,303

 

IDEXX Laboratories

   

7,670

a

3,753,008

 

Intuitive Surgical

   

10,626

a

7,851,976

 

Laboratory Corp. of America Holdings

   

8,761

a

2,234,318

 

McKesson

   

14,277

 

2,784,586

 

Medtronic

   

120,744

 

14,263,489

 

Quest Diagnostics

   

12,028

 

1,543,674

 

ResMed

   

13,362

 

2,592,495

 

Steris

   

7,749

 

1,476,030

 

Stryker

   

29,247

 

7,123,984

 

Teleflex

   

4,348

 

1,806,420

 

The Cooper Companies

   

4,439

 

1,704,976

 

UnitedHealth Group

   

84,856

 

31,572,372

 

Universal Health Services, Cl. B

   

7,043

 

939,466

 

Varian Medical Systems

   

8,255

a

1,457,255

 

West Pharmaceutical Services

   

6,703

 

1,888,771

 

Zimmer Biomet Holdings

   

18,407

 

2,946,593

 
    

192,318,666

 

Household & Personal Products - 1.7%

     

Church & Dwight

   

22,528

 

1,967,821

 

Colgate-Palmolive

   

76,627

 

6,040,506

 

Kimberly-Clark

   

30,721

 

4,271,755

 

The Clorox Company

   

11,438

 

2,206,161

 

The Estee Lauder Companies, Cl. A

   

20,226

 

5,882,732

 

The Procter & Gamble Company

   

221,051

 

29,936,937

 
    

50,305,912

 

Insurance - 2.0%

     

Aflac

   

57,500

 

2,942,850

 

American International Group

   

77,905

 

3,599,990

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Insurance - 2.0% (continued)

     

Aon, Cl. A

   

20,381

b

4,689,872

 

Arthur J. Gallagher & Co.

   

17,245

 

2,151,659

 

Assurant

   

5,323

 

754,642

 

Chubb

   

40,360

 

6,375,669

 

Cincinnati Financial

   

13,422

 

1,383,674

 

Everest Re Group

   

3,592

 

890,134

 

Globe Life

   

8,525

 

823,771

 

Lincoln National

   

16,292

 

1,014,503

 

Loews

   

21,078

 

1,080,880

 

Marsh & McLennan

   

45,284

 

5,515,591

 

MetLife

   

67,503

 

4,103,507

 

Principal Financial Group

   

23,434

 

1,405,103

 

Prudential Financial

   

35,155

 

3,202,620

 

The Allstate

   

27,194

 

3,124,591

 

The Hartford Financial Services Group

   

32,831

 

2,192,782

 

The Progressive

   

52,821

 

5,050,216

 

The Travelers Companies

   

22,513

 

3,385,955

 

Unum Group

   

16,791

 

467,294

 

W.R. Berkley

   

12,445

 

937,731

 

Willis Towers Watson

   

11,558

 

2,645,395

 
    

57,738,429

 

Materials - 2.8%

     

Air Products & Chemicals

   

19,745

 

5,555,058

 

Albemarle

   

9,548

 

1,395,058

 

Amcor

   

140,644

 

1,642,722

 

Avery Dennison

   

7,441

 

1,366,540

 

Ball

   

29,760

 

2,521,862

 

Celanese

   

10,726

 

1,606,862

 

CF Industries Holdings

   

19,186

 

870,661

 

Corteva

   

66,807

 

3,114,542

 

Dow

   

67,996

 

4,347,664

 

DuPont de Nemours

   

48,287

 

3,731,619

 

Eastman Chemical

   

12,457

 

1,371,765

 

Ecolab

   

22,158

 

4,743,363

 

FMC

   

11,641

 

1,287,611

 

Freeport-McMoRan

   

129,396

 

4,261,010

 

International Flavors & Fragrances

   

21,549

 

3,008,456

 

International Paper

   

35,262

 

1,906,616

 

Linde

   

47,062

 

13,183,949

 

LyondellBasell Industries, Cl. A

   

23,054

 

2,398,769

 

Martin Marietta Materials

   

5,585

 

1,875,555

 

Newmont

   

72,354

 

4,360,776

 

Nucor

   

27,071

 

2,172,989

 

Packaging Corp. of America

   

8,373

 

1,126,001

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Materials - 2.8% (continued)

     

PPG Industries

   

21,377

 

3,212,108

 

Sealed Air

   

14,502

 

664,482

 

The Mosaic Company

   

30,949

 

978,298

 

The Sherwin-Williams Company

   

7,299

 

5,386,735

 

Vulcan Materials

   

11,989

 

2,023,144

 

WestRock

   

23,557

 

1,226,142

 
    

81,340,357

 

Media & Entertainment - 9.7%

     

Activision Blizzard

   

69,115

 

6,427,695

 

Alphabet, Cl. A

   

27,026

a

55,741,666

 

Alphabet, Cl. C

   

25,875

a

53,525,801

 

Charter Communications, Cl. A

   

12,699

a

7,835,537

 

Comcast, Cl. A

   

409,972

 

22,183,585

 

Discovery, Cl. A

   

14,333

a

622,912

 

Discovery, Cl. C

   

26,606

a

981,495

 

DISH Network, Cl. A

   

23,159

a

838,356

 

Electronic Arts

   

25,826

 

3,496,066

 

Facebook, Cl. A

   

216,105

a

63,649,406

 

Fox, Cl. A

   

30,556

 

1,103,377

 

Fox, Cl. B

   

13,885

 

485,003

 

Live Nation Entertainment

   

12,512

a,b

1,059,141

 

Netflix

   

39,671

a

20,694,774

 

News Corporation, Cl. A

   

36,334

 

923,974

 

News Corporation, Cl. B

   

9,746

 

228,641

 

Omnicom Group

   

19,500

 

1,445,925

 

Take-Two Interactive Software

   

10,456

a

1,847,575

 

The Interpublic Group of Companies

   

35,615

 

1,039,958

 

The Walt Disney Company

   

162,647

a

30,011,624

 

Twitter

   

70,852

a

4,508,313

 

ViacomCBS, Cl. B

   

50,676

 

2,285,488

 
    

280,936,312

 

Pharmaceuticals Biotechnology & Life Sciences - 6.9%

     

AbbVie

   

158,459

 

17,148,433

 

Agilent Technologies

   

27,699

 

3,521,651

 

Alexion Pharmaceuticals

   

19,808

a

3,028,841

 

Amgen

   

51,847

 

12,900,052

 

Biogen

   

13,678

a

3,826,420

 

Bio-Rad Laboratories, Cl. A

   

1,907

a

1,089,221

 

Bristol-Myers Squibb

   

201,122

 

12,696,832

 

Catalent

   

15,375

a

1,619,141

 

Eli Lilly & Co.

   

71,228

 

13,306,815

 

Gilead Sciences

   

113,279

 

7,321,222

 

Illumina

   

13,043

a

5,009,295

 

Incyte

   

16,915

a

1,374,682

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Pharmaceuticals Biotechnology & Life Sciences - 6.9% (continued)

     

IQVIA Holdings

   

17,039

a

3,290,912

 

Johnson & Johnson

   

235,958

 

38,779,697

 

Merck & Co.

   

227,099

 

17,507,062

 

Mettler-Toledo International

   

2,134

a

2,466,242

 

PerkinElmer

   

10,040

 

1,288,032

 

Perrigo

   

13,029

b

527,284

 

Pfizer

   

498,917

 

18,075,763

 

Regeneron Pharmaceuticals

   

9,355

a

4,426,225

 

Thermo Fisher Scientific

   

35,349

 

16,132,577

 

Vertex Pharmaceuticals

   

23,212

a

4,988,027

 

Viatris

   

108,169

a

1,511,121

 

Waters

   

5,558

a

1,579,417

 

Zoetis

   

42,508

 

6,694,160

 
    

200,109,124

 

Real Estate - 2.6%

     

Alexandria Real Estate Equities

   

11,541

c

1,896,186

 

American Tower

   

40,178

c

9,604,953

 

AvalonBay Communities

   

12,516

c

2,309,327

 

Boston Properties

   

12,701

c

1,286,103

 

CBRE Group, Cl. A

   

30,274

a

2,394,976

 

Crown Castle International

   

38,565

c

6,638,193

 

Digital Realty Trust

   

24,945

c

3,513,254

 

Duke Realty

   

33,352

c

1,398,449

 

Equinix

   

7,965

c

5,412,934

 

Equity Residential

   

30,712

c

2,199,901

 

Essex Property Trust

   

5,959

c

1,619,895

 

Extra Space Storage

   

11,590

c

1,536,255

 

Federal Realty Investment Trust

   

5,840

b,c

592,468

 

Healthpeak Properties

   

48,552

c

1,541,040

 

Host Hotels & Resorts

   

62,747

a,c

1,057,287

 

Iron Mountain

   

27,062

b,c

1,001,565

 

Kimco Realty

   

40,544

c

760,200

 

Mid-America Apartment Communities

   

10,168

c

1,467,852

 

Prologis

   

66,794

c

7,080,164

 

Public Storage

   

13,519

c

3,335,948

 

Realty Income

   

31,595

c

2,006,283

 

Regency Centers

   

14,769

c

837,550

 

SBA Communications

   

9,962

c

2,764,953

 

Simon Property Group

   

29,090

c

3,309,569

 

UDR

   

26,413

c

1,158,474

 

Ventas

   

33,713

c

1,798,251

 

Vornado Realty Trust

   

14,071

c

638,683

 

Welltower

   

37,349

c

2,675,309

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Real Estate - 2.6% (continued)

     

Weyerhaeuser

   

66,923

c

2,382,459

 
    

74,218,481

 

Retailing - 7.8%

     

Advance Auto Parts

   

6,248

 

1,146,445

 

Amazon.com

   

38,353

a

118,667,250

 

AutoZone

   

1,992

a

2,797,366

 

Best Buy

   

20,663

 

2,372,319

 

Booking Holdings

   

3,702

a

8,625,068

 

CarMax

   

14,712

a

1,951,694

 

Dollar General

   

21,846

 

4,426,437

 

Dollar Tree

   

21,090

a

2,413,961

 

eBay

   

58,257

 

3,567,659

 

Etsy

   

11,301

a

2,279,073

 

Expedia Group

   

12,306

a

2,118,109

 

Genuine Parts

   

12,937

 

1,495,388

 

L Brands

   

21,095

a

1,304,937

 

LKQ

   

25,107

a

1,062,779

 

Lowe's

   

65,622

 

12,479,992

 

O'Reilly Automotive

   

6,306

a

3,198,718

 

Pool

   

3,754

 

1,296,031

 

Ross Stores

   

32,015

 

3,838,919

 

Target

   

45,276

 

8,967,817

 

The Gap

   

19,500

 

580,710

 

The Home Depot

   

96,707

 

29,519,812

 

The TJX Companies

   

107,436

 

7,106,891

 

Tractor Supply

   

10,445

 

1,849,601

 

Ulta Beauty

   

5,053

a

1,562,236

 
    

224,629,212

 

Semiconductors & Semiconductor Equipment - 5.8%

     

Advanced Micro Devices

   

108,789

a

8,539,936

 

Analog Devices

   

32,981

 

5,114,693

 

Applied Materials

   

82,577

 

11,032,287

 

Broadcom

   

36,306

 

16,833,640

 

Enphase Energy

   

11,681

a

1,894,191

 

Intel

   

364,731

 

23,342,784

 

KLA

   

13,985

 

4,620,644

 

Lam Research

   

12,879

 

7,666,096

 

Maxim Integrated Products

   

23,968

a

2,189,956

 

Microchip Technology

   

23,152

 

3,593,653

 

Micron Technology

   

100,641

a

8,877,543

 

Monolithic Power Systems

   

3,420

 

1,207,978

 

NVIDIA

   

55,612

 

29,692,915

 

NXP Semiconductors

   

23,869

 

4,805,784

 

Qorvo

   

10,224

a

1,867,925

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Semiconductors & Semiconductor Equipment - 5.8% (continued)

     

Qualcomm

   

101,505

 

13,458,548

 

Skyworks Solutions

   

14,891

 

2,732,201

 

Teradyne

   

15,446

 

1,879,469

 

Texas Instruments

   

82,349

 

15,563,138

 

Xilinx

   

22,548

 

2,793,697

 
    

167,707,078

 

Software & Services - 14.1%

     

Accenture, Cl. A

   

56,840

 

15,702,050

 

Adobe

   

43,075

a

20,476,563

 

Akamai Technologies

   

14,953

a

1,523,711

 

Ansys

   

7,756

a

2,633,627

 

Autodesk

   

19,651

a

5,446,275

 

Automatic Data Processing

   

38,347

 

7,227,259

 

Broadridge Financial Solutions

   

10,366

 

1,587,035

 

Cadence Design Systems

   

24,811

a

3,398,859

 

Citrix Systems

   

11,500

 

1,614,140

 

Cognizant Technology Solutions, Cl. A

   

47,617

 

3,719,840

 

DXC Technology

   

24,437

a

763,901

 

Fidelity National Information Services

   

56,076

 

7,884,846

 

Fiserv

   

51,382

a

6,116,513

 

FLEETCOR Technologies

   

7,501

a

2,014,994

 

Fortinet

   

12,279

a

2,264,493

 

Gartner

   

8,070

a

1,473,179

 

Global Payments

   

26,732

 

5,388,637

 

International Business Machines

   

80,598

 

10,740,489

 

Intuit

   

24,547

 

9,402,974

 

Jack Henry & Associates

   

6,845

 

1,038,523

 

Mastercard, Cl. A

   

78,703

 

28,022,203

 

Microsoft

   

677,024

 

159,621,948

 

NortonLifeLock

   

52,265

 

1,111,154

 

Oracle

   

166,534

 

11,685,691

 

Paychex

   

28,685

 

2,811,704

 

Paycom Software

   

4,543

a

1,681,183

 

PayPal Holdings

   

105,249

a

25,558,667

 

salesforce.com

   

82,147

a

17,404,485

 

ServiceNow

   

17,651

a

8,827,442

 

Synopsys

   

13,586

a

3,366,339

 

The Western Union Company

   

36,990

 

912,173

 

Tyler Technologies

   

3,632

a

1,541,893

 

Verisign

   

9,003

a

1,789,436

 

Visa, Cl. A

   

152,346

b

32,256,219

 
    

407,008,445

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Technology Hardware & Equipment - 7.9%

     

Amphenol, Cl. A

   

53,791

 

3,548,592

 

Apple

   

1,416,705

 

173,050,516

 

Arista Networks

   

4,972

a

1,500,997

 

CDW

   

13,088

 

2,169,336

 

Cisco Systems

   

379,277

 

19,612,414

 

Corning

   

69,268

 

3,013,851

 

F5 Networks

   

5,802

a

1,210,413

 

FLIR Systems

   

11,767

 

664,482

 

Hewlett Packard Enterprise

   

117,102

 

1,843,185

 

HP

   

112,524

 

3,572,637

 

IPG Photonics

   

3,099

a

653,703

 

Juniper Networks

   

29,613

 

750,097

 

Keysight Technologies

   

16,831

a

2,413,565

 

Motorola Solutions

   

15,177

 

2,854,035

 

NetApp

   

20,237

 

1,470,623

 

Seagate Technology

   

18,047

b

1,385,107

 

TE Connectivity

   

29,458

 

3,803,322

 

Trimble

   

20,716

a

1,611,498

 

Western Digital

   

27,282

a

1,821,074

 

Zebra Technologies, Cl. A

   

4,781

a

2,319,646

 
    

229,269,093

 

Telecommunication Services - 1.7%

     

AT&T

   

639,688

 

19,363,356

 

Lumen Technologies

   

88,546

 

1,182,089

 

T-Mobile US

   

52,183

a

6,538,008

 

Verizon Communications

   

371,549

 

21,605,574

 
    

48,689,027

 

Transportation - 2.1%

     

Alaska Air Group

   

11,811

a

817,439

 

American Airlines Group

   

58,039

a,b

1,387,132

 

C.H. Robinson Worldwide

   

12,193

b

1,163,578

 

CSX

   

68,372

 

6,592,428

 

Delta Air Lines

   

57,176

a

2,760,457

 

Expeditors International of Washington

   

15,200

a

1,636,888

 

FedEx

   

21,575

 

6,128,163

 

J.B. Hunt Transport Services

   

7,549

 

1,268,760

 

Kansas City Southern

   

8,393

 

2,215,081

 

Norfolk Southern

   

22,693

 

6,093,524

 

Old Dominion Freight Line

   

8,645

 

2,078,344

 

Southwest Airlines

   

52,923

a

3,231,478

 

Union Pacific

   

60,432

 

13,319,817

 

United Airlines Holdings

   

26,794

a

1,541,727

 

United Parcel Service, Cl. B

   

64,707

 

10,999,543

 
    

61,234,359

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 104.4% (continued)

     

Utilities - 2.8%

     

Alliant Energy

   

22,394

 

1,212,859

 

Ameren

   

22,213

 

1,807,250

 

American Electric Power

   

44,187

 

3,742,639

 

American Water Works

   

16,513

 

2,475,629

 

Atmos Energy

   

11,178

 

1,104,945

 

CenterPoint Energy

   

48,866

 

1,106,815

 

CMS Energy

   

25,378

 

1,553,641

 

Consolidated Edison

   

30,239

 

2,261,877

 

Dominion Energy

   

72,865

 

5,534,825

 

DTE Energy

   

17,353

 

2,310,378

 

Duke Energy

   

68,868

 

6,647,828

 

Edison International

   

34,401

 

2,015,899

 

Entergy

   

18,170

 

1,807,370

 

Evergy

   

20,340

 

1,210,840

 

Eversource Energy

   

31,109

 

2,693,728

 

Exelon

   

86,867

 

3,799,563

 

FirstEnergy

   

48,943

 

1,697,833

 

NextEra Energy

   

175,772

 

13,290,121

 

NiSource

   

35,072

 

845,586

 

NRG Energy

   

21,813

 

823,004

 

Pinnacle West Capital

   

10,098

 

821,472

 

PPL

   

68,929

 

1,987,912

 

Public Service Enterprise Group

   

45,353

 

2,730,704

 

Sempra Energy

   

25,642

 

3,399,616

 

The AES

   

62,267

 

1,669,378

 

The Southern Company

   

94,377

 

5,866,474

 

WEC Energy Group

   

28,259

 

2,644,760

 

Xcel Energy

   

47,685

 

3,171,529

 
    

80,234,475

 

Total Common Stocks (cost $788,297,515)

   

3,017,288,935

 
    

Principal Amount ($)

   

Short-Term Investments - .0%

     

U.S. Treasury Bills - .0%

     

0.03%, 6/24/21

   

901,000

d,e

900,984

 

0.02%, 9/9/21

   

427,000

d,e

426,964

 

Total Short-Term Investments (cost $1,327,894)

   

1,327,948

 
  

1-Day
Yield (%)

     

Investment Companies - ..7%

     

Registered Investment Companies - .7%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $18,802,919)

 

0.06

 

18,802,919

f

18,802,919

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 
        

Investment of Cash Collateral for Securities Loaned - .0%

     

Registered Investment Companies - .0%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $319,180)

 

0.02

 

319,180

f

319,180

 

Total Investments (cost $808,747,508)

 

105.1%

 

3,037,738,982

 

Liabilities, Less Cash and Receivables

 

(5.1%)

 

(148,497,765)

 

Net Assets

 

100.0%

 

2,889,241,217

 

a Non-income producing security.

b Security, or portion thereof, on loan. At March 31, 2021, the value of the fund’s securities on loan was $51,814,645 and the value of the collateral was $53,470,186, consisting of cash collateral of $319,180 and U.S. Government & Agency securities valued at $53,151,006.

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

d Held by a counterparty for open exchange traded derivative contracts.

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

f 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.

March 31, 2021 (Unaudited)

The following is a summary of the inputs used as of March 31, 2021 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

3,017,288,935

-

-

3,017,288,935

Investment Companies

19,122,099

-

-

19,122,099

U.S. Treasury Securities

-

1,327,948

-

1,327,948

Other Financial Instruments:

  

Futures††

180,077

-

-

180,077

  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.

March 31, 2021 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation ($)

 

Futures Long

  

Standard & Poor's 500 E-mini

110

6/18/2021

21,640,623

21,820,700

180,077

 

Gross Unrealized Appreciation

 

180,077

 

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 March 31, 2021 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, 2021, accumulated net unrealized appreciation on investments was $2,228,991,474, consisting of $2,252,575,693 gross unrealized appreciation and $23,584,219 gross unrealized depreciation.

At March 31, 2021, 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.