0001775697-22-001171.txt : 20221125 0001775697-22-001171.hdr.sgml : 20221125 20221125100243 ACCESSION NUMBER: 0001775697-22-001171 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221125 DATE AS OF CHANGE: 20221125 PERIOD START: 20221231 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: 221418250 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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INTERNATIONAL CORP 22822V101 34625.00 NS USD 5005043.75 0.206478763141 Long EC CORP US N 1 N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC 40412C101 17252.00 NS USD 3170745.08 0.1308063535616 Long EC CORP US N 1 N N N GARMIN LTD 2549001E0HIPIJQ0W046 GARMIN LTD N/A 12052.00 NS USD 967896.12 0.0399297196366 Long EC CORP CH N 1 N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 ADVANCE AUTO PARTS INC 00751Y106 5010.00 NS USD 783263.40 0.0323128560156 Long EC CORP US N 1 N N N TRAVELERS COS INC 549300Y650407RU8B149 TRAVELERS COS INC/THE 89417E109 19445.00 NS USD 2978974.00 0.1228950030555 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 ROSS STORES INC 778296103 27873.00 NS USD 2348857.71 0.0969000989761 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC 11135F101 32341.00 NS USD 14359727.41 0.5923981692786 Long EC CORP US N 1 N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRISE GROUP INC 744573106 40598.00 NS USD 2282825.54 0.0941759987544 Long EC CORP US N 1 N N N HESS CORP UASVRYNXNK17ULIGK870 HESS CORP 42809H107 22160.00 NS USD 2415218.40 0.0996377520071 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP 907818108 50010.00 NS USD 9742948.20 0.4019369248636 Long EC CORP US N 1 N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 VERISK ANALYTICS INC 92345Y106 12715.00 NS USD 2168288.95 0.0894508905198 Long EC CORP US N 1 N N N NASDAQ INC 549300L8X1Q78ERXFD06 NASDAQ INC 631103108 27680.00 NS USD 1568902.40 0.0647237153603 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 SIMON PROPERTY GROUP INC 828806109 26469.00 NS USD 2375592.75 0.0980030299928 Long EC CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M&T BANK CORP 55261F104 14116.00 NS USD 2488933.12 0.102678789203 Long EC CORP US N 1 N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 MARTIN MARIETTA MATERIALS INC 573284106 4946.00 NS USD 1593057.14 0.0657201983259 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 060505104 562480.00 NS USD 16986896.00 0.7007797435707 Long EC CORP US N 1 N N N ESZ2 INDEX N/A S&P500 EMINI FUT DEC22 N/A 107.00 NC USD 19268025.00 0.7948857530307 Long DE US N 1 N/A N/A Long ESZ2 INDEX_REF S&P500 EMINI FUT DEC22 2022-12-16 19268025.00 USD -1981064.20 N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 16301513.50 OU Other Units USD 16301513.50 0.672504879664 Long STIV RF US N 1 2099-12-01 Variable 3.022477 N N N N N N 99VVB9HH4 N/A DREYFUS INST PREF GOVT PLUS-SL #4134 99VVB9HH4 169955.64 OU Other Units USD 169955.64 0.0070113733443 Long RF US N 1 N N 2022-11-23 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10730bnymell-september20221.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Stock Index Fund, Inc.

September 30, 2022 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7%

     

Automobiles & Components - 2.7%

     

Aptiv PLC

   

21,779

a 

1,703,336

 

BorgWarner Inc.

   

18,564

 

582,910

 

Ford Motor Co.

   

313,099

 

3,506,709

 

General Motors Co.

   

115,392

 

3,702,929

 

Tesla Inc.

   

213,650

a 

56,670,662

 
    

66,166,546

 

Banks - 3.7%

     

Bank of America Corp.

   

562,480

 

16,986,896

 

Citigroup Inc.

   

156,603

 

6,525,647

 

Citizens Financial Group Inc.

   

39,459

 

1,355,811

 

Comerica Inc.

   

10,425

 

741,218

 

Fifth Third Bancorp

   

55,089

 

1,760,644

 

First Republic Bank

   

14,179

 

1,851,068

 

Huntington Bancshares Inc.

   

118,030

 

1,555,635

 

JPMorgan Chase & Co.

   

234,909

 

24,547,990

 

KeyCorp

   

75,990

 

1,217,360

 

M&T Bank Corp.

   

14,116

 

2,488,933

 

Regions Financial Corp.

   

74,933

 

1,503,905

 

Signature Bank

   

4,710

 

711,210

 

SVB Financial Group

   

4,723

a 

1,585,889

 

The PNC Financial Services Group Inc.

   

33,113

 

4,947,744

 

Truist Financial Corp.

   

104,929

 

4,568,609

 

U.S. Bancorp

   

107,073

 

4,317,183

 

Wells Fargo & Co.

   

302,680

 

12,173,790

 

Zions Bancorp NA

   

12,083

 

614,541

 
    

89,454,073

 

Capital Goods - 5.3%

     

3M Co.

   

43,997

 

4,861,668

 

A.O. Smith Corp.

   

10,282

 

499,500

 

Allegion PLC

   

7,290

 

653,767

 

AMETEK Inc.

   

18,565

 

2,105,457

 

Carrier Global Corp.

   

67,157

 

2,388,103

 

Caterpillar Inc.

   

42,460

 

6,966,837

 

Cummins Inc.

   

11,230

 

2,285,417

 

Deere & Co.

   

22,447

 

7,494,829

 

Dover Corp.

   

11,392

 

1,328,079

 

Eaton Corp.

   

31,542

 

4,206,441

 

Emerson Electric Co.

   

47,127

 

3,450,639

 

Fastenal Co.

   

46,163

 

2,125,345

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Capital Goods - 5.3% (continued)

     

Fortive Corp.

   

28,116

 

1,639,163

 

Fortune Brands Home & Security Inc.

   

10,778

 

578,671

 

Generac Holdings Inc.

   

5,026

a 

895,332

 

General Dynamics Corp.

   

18,214

 

3,864,464

 

General Electric Co.

   

87,280

 

5,403,505

 

Honeywell International Inc.

   

54,028

 

9,021,055

 

Howmet Aerospace Inc.

   

30,024

 

928,642

 

Huntington Ingalls Industries Inc.

   

3,023

 

669,595

 

IDEX Corp.

   

5,733

 

1,145,740

 

Illinois Tool Works Inc.

   

22,701

 

4,100,936

 

Ingersoll Rand Inc.

   

32,289

 

1,396,822

 

Johnson Controls International PLC

   

56,152

 

2,763,801

 

L3Harris Technologies Inc.

   

15,599

 

3,241,940

 

Lockheed Martin Corp.

   

18,894

 

7,298,563

 

Masco Corp.

   

19,393

 

905,459

 

Nordson Corp.

   

4,312

 

915,308

 

Northrop Grumman Corp.

   

11,643

 

5,475,936

 

Otis Worldwide Corp.

   

34,161

 

2,179,472

 

PACCAR Inc.

   

27,872

 

2,332,608

 

Parker-Hannifin Corp.

   

10,388

 

2,517,116

 

Pentair PLC

   

12,887

 

523,599

 

Quanta Services Inc.

   

11,598

 

1,477,469

 

Raytheon Technologies Corp.

   

118,933

 

9,735,855

 

Rockwell Automation Inc.

   

9,326

 

2,006,116

 

Snap-on Inc.

   

4,241

 

853,925

 

Stanley Black & Decker Inc.

   

11,615

 

873,564

 

Textron Inc.

   

17,341

 

1,010,287

 

The Boeing Company

   

44,727

a 

5,415,545

 

Trane Technologies PLC

   

18,187

 

2,633,659

 

TransDigm Group Inc.

   

4,207

 

2,207,918

 

United Rentals Inc.

   

5,765

a 

1,557,242

 

W.W. Grainger Inc.

   

3,611

 

1,766,465

 

Westinghouse Air Brake Technologies Corp.

   

14,575

 

1,185,676

 

Xylem Inc.

   

14,933

 

1,304,547

 
    

128,192,077

 

Commercial & Professional Services - .9%

     

Cintas Corp.

   

7,042

 

2,733,634

 

Copart Inc.

   

16,784

a 

1,785,818

 

CoStar Group Inc.

   

31,291

a 

2,179,418

 

Equifax Inc.

   

9,786

 

1,677,614

 

Jacobs Solutions Inc.

   

10,755

 

1,166,810

 

Leidos Holdings Inc.

   

10,845

 

948,612

 

Nielsen Holdings PLC

   

27,117

 

751,683

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Commercial & Professional Services - .9% (continued)

     

Republic Services Inc.

   

16,275

 

2,214,051

 

Robert Half International Inc.

   

9,117

 

697,451

 

Rollins Inc.

   

17,773

 

616,368

 

Verisk Analytics Inc.

   

12,715

 

2,168,289

 

Waste Management Inc.

   

30,592

 

4,901,144

 
    

21,840,892

 

Consumer Durables & Apparel - .7%

     

D.R. Horton Inc.

   

26,174

 

1,762,819

 

Garmin Ltd.

   

12,052

 

967,896

 

Hasbro Inc.

   

10,469

 

705,820

 

Lennar Corp., Cl. A

   

19,374

 

1,444,332

 

Mohawk Industries Inc.

   

4,226

a 

385,369

 

Newell Brands Inc.

   

29,134

 

404,671

 

NIKE Inc., Cl. B

   

101,572

 

8,442,665

 

NVR Inc.

   

254

a 

1,012,718

 

PulteGroup Inc.

   

20,245

 

759,188

 

Ralph Lauren Corp.

   

4,228

 

359,084

 

Tapestry Inc.

   

21,671

 

616,107

 

VF Corp.

   

25,911

 

774,998

 

Whirlpool Corp.

   

4,903

 

660,973

 
    

18,296,640

 

Consumer Services - 1.9%

     

Booking Holdings Inc.

   

3,188

a 

5,238,553

 

Caesars Entertainment Inc.

   

17,488

a 

564,163

 

Carnival Corp.

   

82,569

a 

580,460

 

Chipotle Mexican Grill Inc.

   

2,263

a 

3,400,746

 

Darden Restaurants Inc.

   

10,283

 

1,298,949

 

Domino's Pizza Inc.

   

2,901

 

899,890

 

Expedia Group Inc.

   

11,984

a 

1,122,781

 

Hilton Worldwide Holdings Inc.

   

22,428

 

2,705,265

 

Las Vegas Sands Corp.

   

26,587

a 

997,544

 

Marriott International Inc., Cl. A

   

21,926

 

3,072,710

 

McDonald's Corp.

   

58,794

 

13,566,128

 

MGM Resorts International

   

26,244

 

779,972

 

Norwegian Cruise Line Holdings Ltd.

   

29,372

a,b 

333,666

 

Royal Caribbean Cruises Ltd.

   

17,751

a,b 

672,763

 

Starbucks Corp.

   

91,666

 

7,723,777

 

Wynn Resorts Ltd.

   

8,257

a,b 

520,439

 

Yum! Brands Inc.

   

23,048

 

2,450,924

 
    

45,928,730

 

Diversified Financials - 5.1%

     

American Express Co.

   

48,281

 

6,513,590

 

Ameriprise Financial Inc.

   

8,929

 

2,249,662

 

Berkshire Hathaway Inc., Cl. B

   

144,620

a 

38,616,432

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Diversified Financials - 5.1% (continued)

     

BlackRock Inc.

   

12,109

 

6,663,341

 

Capital One Financial Corp.

   

30,374

 

2,799,572

 

Cboe Global Markets Inc.

   

8,317

 

976,166

 

CME Group Inc.

   

28,511

 

5,050,153

 

Discover Financial Services

   

22,403

 

2,036,881

 

FactSet Research Systems Inc.

   

3,029

 

1,211,933

 

Franklin Resources Inc.

   

23,704

 

510,110

 

Intercontinental Exchange Inc.

   

44,658

 

4,034,850

 

Invesco Ltd.

   

35,556

 

487,117

 

MarketAxess Holdings Inc.

   

2,971

 

661,018

 

Moody's Corp.

   

12,637

 

3,072,181

 

Morgan Stanley

   

107,715

 

8,510,562

 

MSCI Inc.

   

6,473

 

2,730,247

 

Nasdaq Inc.

   

27,680

 

1,568,902

 

Northern Trust Corp.

   

16,506

 

1,412,253

 

Raymond James Financial Inc.

   

15,739

 

1,555,328

 

S&P Global Inc.

   

27,478

 

8,390,407

 

State Street Corp.

   

29,396

 

1,787,571

 

Synchrony Financial

   

39,328

 

1,108,656

 

T. Rowe Price Group Inc.

   

17,762

 

1,865,188

 

The Bank of New York Mellon Corp.

   

59,556

 

2,294,097

 

The Charles Schwab Corp.

   

122,593

 

8,810,759

 

The Goldman Sachs Group Inc.

   

27,211

 

7,974,184

 
    

122,891,160

 

Energy - 4.6%

     

APA Corp.

   

27,113

 

926,993

 

Baker Hughes Co.

   

81,966

 

1,718,007

 

Chevron Corp.

   

144,514

 

20,762,326

 

ConocoPhillips

   

101,952

 

10,433,768

 

Coterra Energy Inc.

   

64,618

 

1,687,822

 

Devon Energy Corp.

   

52,202

 

3,138,906

 

Diamondback Energy Inc.

   

14,083

 

1,696,438

 

EOG Resources Inc.

   

47,027

 

5,254,327

 

EQT Corp.

   

26,577

 

1,083,013

 

Exxon Mobil Corp.

   

334,091

 

29,169,485

 

Halliburton Co.

   

70,594

 

1,738,024

 

Hess Corp.

   

22,160

 

2,415,218

 

Kinder Morgan Inc.

   

156,530

 

2,604,659

 

Marathon Oil Corp.

   

56,889

 

1,284,554

 

Marathon Petroleum Corp.

   

39,632

 

3,936,647

 

Occidental Petroleum Corp.

   

59,779

b 

3,673,420

 

ONEOK Inc.

   

35,420

 

1,814,921

 

Phillips 66

   

38,252

 

3,087,701

 

Pioneer Natural Resources Co.

   

19,044

 

4,123,597

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Energy - 4.6% (continued)

     

Schlumberger NV

   

112,565

 

4,041,084

 

The Williams Companies

   

97,591

 

2,794,030

 

Valero Energy Corp.

   

32,220

 

3,442,707

 
    

110,827,647

 

Food & Staples Retailing - 1.6%

     

Costco Wholesale Corp.

   

35,492

 

16,761,807

 

Sysco Corp.

   

41,172

 

2,911,272

 

The Kroger Company

   

52,262

 

2,286,463

 

Walgreens Boots Alliance Inc.

   

57,746

 

1,813,224

 

Walmart Inc.

   

113,765

 

14,755,320

 
    

38,528,086

 

Food, Beverage & Tobacco - 3.7%

     

Altria Group Inc.

   

145,226

 

5,864,226

 

Archer-Daniels-Midland Co.

   

44,945

 

3,615,825

 

Brown-Forman Corp., Cl. B

   

14,327

 

953,748

 

Campbell Soup Co.

   

15,491

 

729,936

 

Conagra Brands Inc.

   

37,367

 

1,219,285

 

Constellation Brands Inc., Cl. A

   

13,057

 

2,998,932

 

General Mills Inc.

   

48,735

 

3,733,588

 

Hormel Foods Corp.

   

22,048

 

1,001,861

 

Kellogg Co.

   

21,103

 

1,470,035

 

Keurig Dr. Pepper Inc.

   

66,439

 

2,379,845

 

Lamb Weston Holdings Inc.

   

11,241

 

869,829

 

McCormick & Co.

   

19,667

 

1,401,667

 

Molson Coors Beverage Co., Cl. B

   

16,469

 

790,347

 

Mondelez International Inc., Cl. A

   

110,890

 

6,080,099

 

Monster Beverage Corp.

   

30,748

a 

2,673,846

 

PepsiCo Inc.

   

110,386

 

18,021,618

 

Philip Morris International Inc.

   

124,005

 

10,293,655

 

The Coca-Cola Company

   

311,770

 

17,465,355

 

The Hershey Company

   

11,572

 

2,551,279

 

The J.M. Smucker Company

   

9,002

 

1,236,965

 

The Kraft Heinz Company

   

63,255

 

2,109,554

 

Tyson Foods Inc., Cl. A

   

23,437

 

1,545,201

 
    

89,006,696

 

Health Care Equipment & Services - 6.3%

     

Abbott Laboratories

   

140,564

 

13,600,973

 

ABIOMED Inc.

   

3,536

a 

868,654

 

Align Technology Inc.

   

5,758

a 

1,192,539

 

AmerisourceBergen Corp.

   

12,396

 

1,677,551

 

Baxter International Inc.

   

40,223

 

2,166,411

 

Becton Dickinson & Co.

   

22,755

 

5,070,497

 

Boston Scientific Corp.

   

114,490

a 

4,434,198

 

Cardinal Health Inc.

   

22,408

 

1,494,165

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Health Care Equipment & Services - 6.3% (continued)

     

Centene Corp.

   

45,931

a 

3,573,891

 

Cigna Corp.

   

24,541

 

6,809,391

 

CVS Health Corp.

   

104,926

 

10,006,793

 

DaVita Inc.

   

4,579

a 

379,004

 

Dentsply Sirona Inc.

   

17,927

 

508,230

 

DexCom Inc.

   

31,175

a 

2,510,835

 

Edwards Lifesciences Corp.

   

49,465

a 

4,087,293

 

Elevance Health Inc.

   

19,270

 

8,753,205

 

HCA Healthcare Inc.

   

17,252

 

3,170,745

 

Henry Schein Inc.

   

11,438

a 

752,277

 

Hologic Inc.

   

19,950

a 

1,287,174

 

Humana Inc.

   

10,137

 

4,918,371

 

IDEXX Laboratories Inc.

   

6,688

a 

2,178,950

 

Intuitive Surgical Inc.

   

28,371

a 

5,317,860

 

Laboratory Corp. of America Holdings

   

7,166

 

1,467,668

 

McKesson Corp.

   

11,665

 

3,964,584

 

Medtronic PLC

   

106,984

 

8,638,958

 

Molina Healthcare Inc.

   

4,654

a 

1,535,075

 

Quest Diagnostics Inc.

   

9,613

 

1,179,419

 

ResMed Inc.

   

11,693

 

2,552,582

 

Steris PLC

   

7,922

 

1,317,270

 

Stryker Corp.

   

27,140

 

5,496,936

 

Teleflex Inc.

   

3,733

 

752,050

 

The Cooper Companies

   

4,058

 

1,070,906

 

UnitedHealth Group Inc.

   

74,890

 

37,822,446

 

Universal Health Services Inc., Cl. B

   

5,847

 

515,588

 

Zimmer Biomet Holdings Inc.

   

16,633

 

1,738,980

 
    

152,811,469

 

Household & Personal Products - 1.6%

     

Church & Dwight Co.

   

18,960

 

1,354,502

 

Colgate-Palmolive Co.

   

66,807

 

4,693,192

 

Kimberly-Clark Corp.

   

27,059

 

3,045,220

 

The Clorox Company

   

9,690

 

1,244,099

 

The Estee Lauder Companies Inc., Cl. A

   

18,740

 

4,045,966

 

The Procter & Gamble Company

   

191,702

 

24,202,377

 
    

38,585,356

 

Insurance - 2.2%

     

Aflac Inc.

   

46,408

 

2,608,130

 

American International Group Inc.

   

60,198

 

2,858,201

 

Aon PLC, Cl. A

   

17,118

 

4,585,399

 

Arthur J. Gallagher & Co.

   

17,273

 

2,957,483

 

Assurant Inc.

   

4,521

 

656,766

 

Brown & Brown Inc.

   

18,212

 

1,101,462

 

Chubb Ltd.

   

33,373

 

6,069,881

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Insurance - 2.2% (continued)

     

Cincinnati Financial Corp.

   

12,600

 

1,128,582

 

Everest Re Group Ltd.

   

3,082

 

808,840

 

Globe Life Inc.

   

7,155

 

713,354

 

Lincoln National Corp.

   

12,612

 

553,793

 

Loews Corp.

   

15,607

 

777,853

 

Marsh & McLennan Cos.

   

40,133

 

5,991,456

 

MetLife Inc.

   

54,018

 

3,283,214

 

Principal Financial Group Inc.

   

18,415

 

1,328,642

 

Prudential Financial Inc.

   

30,047

 

2,577,432

 

The Allstate Corp.

   

21,532

 

2,681,380

 

The Hartford Financial Services Group Inc.

   

25,833

 

1,600,096

 

The Progressive Corp.

   

46,791

 

5,437,582

 

The Travelers Companies

   

19,445

 

2,978,974

 

W.R. Berkley Corp.

   

16,693

 

1,078,034

 

Willis Towers Watson PLC

   

8,936

 

1,795,600

 
    

53,572,154

 

Materials - 2.5%

     

Air Products & Chemicals Inc.

   

17,509

 

4,074,870

 

Albemarle Corp.

   

9,296

 

2,458,234

 

Amcor PLC

   

119,541

 

1,282,675

 

Avery Dennison Corp.

   

6,526

 

1,061,780

 

Ball Corp.

   

26,045

 

1,258,494

 

Celanese Corp.

   

7,818

 

706,278

 

CF Industries Holdings Inc.

   

15,903

 

1,530,664

 

Corteva Inc.

   

56,918

 

3,252,864

 

Dow Inc.

   

56,696

 

2,490,655

 

DuPont de Nemours Inc.

   

40,915

 

2,062,116

 

Eastman Chemical Co.

   

10,280

 

730,394

 

Ecolab Inc.

   

19,860

 

2,868,181

 

FMC Corp.

   

10,043

 

1,061,545

 

Freeport-McMoRan Inc.

   

115,908

 

3,167,766

 

International Flavors & Fragrances Inc.

   

20,005

 

1,817,054

 

International Paper Co.

   

27,990

 

887,283

 

Linde PLC

   

39,952

 

10,770,660

 

LyondellBasell Industries NV, Cl. A

   

19,924

 

1,499,879

 

Martin Marietta Materials Inc.

   

4,946

 

1,593,057

 

Newmont Corp.

   

64,345

 

2,704,420

 

Nucor Corp.

   

20,849

 

2,230,635

 

Packaging Corp. of America

   

7,570

 

850,035

 

PPG Industries Inc.

   

19,077

 

2,111,633

 

Sealed Air Corp.

   

12,499

 

556,330

 

The Mosaic Company

   

28,714

 

1,387,748

 

The Sherwin-Williams Company

   

19,174

 

3,925,877

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Materials - 2.5% (continued)

     

Vulcan Materials Co.

   

10,285

 

1,622,047

 

WestRock Co.

   

20,824

 

643,253

 
    

60,606,427

 

Media & Entertainment - 6.9%

     

Activision Blizzard Inc.

   

57,039

 

4,240,279

 

Alphabet Inc., Cl. A

   

480,436

a 

45,953,703

 

Alphabet Inc., Cl. C

   

430,120

a 

41,356,038

 

Charter Communications Inc., Cl. A

   

8,970

a 

2,721,050

 

Comcast Corp., Cl. A

   

353,727

 

10,374,813

 

DISH Network Corp., Cl. A

   

20,137

a 

278,495

 

Electronic Arts Inc.

   

21,141

 

2,446,225

 

Fox Corp., Cl. A

   

24,578

 

754,053

 

Fox Corp., Cl. B

   

10,742

 

306,147

 

Live Nation Entertainment Inc.

   

10,616

a 

807,241

 

Match Group Inc.

   

22,439

a 

1,071,462

 

Meta Platforms Inc., Cl. A

   

183,366

a 

24,879,099

 

Netflix Inc.

   

35,826

a 

8,434,873

 

News Corp., Cl. A

   

29,994

 

453,209

 

News Corporation, Cl. B

   

9,486

 

146,274

 

Omnicom Group Inc.

   

17,561

 

1,107,923

 

Paramount Global, Cl. B

   

40,445

 

770,073

 

Take-Two Interactive Software Inc.

   

12,858

a 

1,401,522

 

The Interpublic Group of Companies

   

30,746

 

787,098

 

The Walt Disney Company

   

145,872

a 

13,760,106

 

Twitter Inc.

   

54,052

a 

2,369,640

 

Warner Bros Discovery Inc.

   

177,630

a 

2,042,745

 
    

166,462,068

 

Pharmaceuticals Biotechnology & Life Sciences - 8.7%

     

AbbVie Inc.

   

141,416

 

18,979,441

 

Agilent Technologies Inc.

   

23,781

 

2,890,581

 

Amgen Inc.

   

42,988

 

9,689,495

 

Biogen Inc.

   

11,575

a 

3,090,525

 

Bio-Rad Laboratories Inc., Cl. A

   

1,685

a 

702,881

 

Bio-Techne Corp.

   

2,971

 

843,764

 

Bristol-Myers Squibb Co.

   

171,128

 

12,165,490

 

Catalent Inc.

   

14,504

a 

1,049,509

 

Charles River Laboratories International Inc.

   

3,972

a 

781,690

 

Danaher Corp.

   

52,581

 

13,581,146

 

Eli Lilly & Co.

   

63,163

 

20,423,756

 

Gilead Sciences Inc.

   

99,703

 

6,150,678

 

Illumina Inc.

   

12,538

a 

2,392,125

 

Incyte Corp.

   

14,583

a 

971,811

 

IQVIA Holdings Inc.

   

15,061

a 

2,728,150

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Pharmaceuticals Biotechnology & Life Sciences - 8.7% (continued)

     

Johnson & Johnson

   

210,648

 

34,411,457

 

Merck & Co.

   

203,379

 

17,514,999

 

Mettler-Toledo International Inc.

   

1,797

a 

1,948,164

 

Moderna Inc.

   

27,003

a 

3,193,105

 

Organon & Co.

   

21,939

 

513,373

 

PerkinElmer Inc.

   

10,247

 

1,233,022

 

Pfizer Inc.

   

450,456

 

19,711,955

 

Regeneron Pharmaceuticals Inc.

   

8,652

a 

5,960,103

 

Thermo Fisher Scientific Inc.

   

31,332

 

15,891,277

 

Vertex Pharmaceuticals Inc.

   

20,581

a 

5,959,023

 

Viatris Inc.

   

95,071

 

810,005

 

Waters Corp.

   

4,964

a 

1,337,947

 

West Pharmaceutical Services Inc.

   

5,937

 

1,460,977

 

Zoetis Inc.

   

37,607

 

5,576,742

 
    

211,963,191

 

Real Estate - 2.8%

     

Alexandria Real Estate Equities Inc.

   

11,792

c 

1,653,120

 

American Tower Corp.

   

37,177

c 

7,981,902

 

AvalonBay Communities Inc.

   

11,213

c 

2,065,322

 

Boston Properties Inc.

   

11,157

c 

836,440

 

Camden Property Trust

   

8,095

c 

966,948

 

CBRE Group Inc., Cl. A

   

26,081

a 

1,760,728

 

Crown Castle International Corp.

   

34,625

c 

5,005,044

 

Digital Realty Trust Inc.

   

22,745

c 

2,255,849

 

Duke Realty Corp.

   

30,002

c 

1,446,096

 

Equinix Inc.

   

7,277

c 

4,139,449

 

Equity Residential

   

27,344

c 

1,838,064

 

Essex Property Trust Inc.

   

4,999

c 

1,210,908

 

Extra Space Storage Inc.

   

10,646

c 

1,838,671

 

Federal Realty Investment Trust

   

5,688

c 

512,603

 

Healthpeak Properties Inc.

   

44,332

c 

1,016,089

 

Host Hotels & Resorts Inc.

   

55,663

c 

883,928

 

Invitation Homes Inc.

   

45,697

c 

1,543,188

 

Iron Mountain Inc.

   

24,005

c 

1,055,500

 

Kimco Realty Corp.

   

51,486

c 

947,857

 

Mid-America Apartment Communities Inc.

   

9,219

c 

1,429,590

 

Prologis Inc.

   

59,326

c 

6,027,522

 

Public Storage

   

12,748

c 

3,732,742

 

Realty Income Corp.

   

50,721

c 

2,951,962

 

Regency Centers Corp.

   

12,792

c 

688,849

 

SBA Communications Corp.

   

8,538

c 

2,430,342

 

Simon Property Group Inc.

   

26,469

c 

2,375,593

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Real Estate - 2.8% (continued)

     

UDR Inc.

   

23,830

c 

993,949

 

Ventas Inc.

   

32,855

c 

1,319,785

 

VICI Properties Inc.

   

77,086

b,c 

2,301,017

 

Vornado Realty Trust

   

13,729

c 

317,964

 

Welltower Inc.

   

36,194

c 

2,327,998

 

Weyerhaeuser Co.

   

59,542

c 

1,700,520

 
    

67,555,539

 

Retailing - 6.3%

     

Advance Auto Parts Inc.

   

5,010

 

783,263

 

Amazon.com Inc.

   

710,870

a 

80,328,310

 

AutoZone Inc.

   

1,580

a 

3,384,249

 

Bath & Body Works Inc.

   

18,129

 

591,005

 

Best Buy Co.

   

15,615

 

989,054

 

CarMax Inc.

   

12,830

a,b 

847,037

 

Dollar General Corp.

   

18,217

 

4,369,530

 

Dollar Tree Inc.

   

16,851

a 

2,293,421

 

eBay Inc.

   

44,104

 

1,623,468

 

Etsy Inc.

   

10,242

a 

1,025,531

 

Genuine Parts Co.

   

11,788

 

1,760,184

 

LKQ Corp.

   

20,168

 

950,921

 

Lowe's Cos.

   

50,905

 

9,560,468

 

O'Reilly Automotive Inc.

   

5,024

a 

3,533,630

 

Pool Corp.

   

3,085

 

981,678

 

Ross Stores Inc.

   

27,873

 

2,348,858

 

Target Corp.

   

36,820

 

5,463,720

 

The Home Depot Inc.

   

82,489

 

22,762,015

 

The TJX Companies

   

93,874

 

5,831,453

 

Tractor Supply Co.

   

9,093

 

1,690,207

 

Ulta Beauty Inc.

   

4,195

a 

1,682,992

 
    

152,800,994

 

Semiconductors & Semiconductor Equipment - 4.8%

     

Advanced Micro Devices Inc.

   

130,338

a 

8,258,216

 

Analog Devices Inc.

   

41,864

 

5,833,330

 

Applied Materials Inc.

   

69,474

 

5,692,005

 

Broadcom Inc.

   

32,341

 

14,359,727

 

Enphase Energy Inc.

   

10,808

a 

2,998,896

 

Intel Corp.

   

328,948

 

8,476,990

 

KLA Corp.

   

11,276

 

3,412,456

 

Lam Research Corp.

   

10,942

 

4,004,772

 

Microchip Technology Inc.

   

44,104

 

2,691,667

 

Micron Technology Inc.

   

88,591

 

4,438,409

 

Monolithic Power Systems Inc.

   

3,526

 

1,281,348

 

NVIDIA Corp.

   

200,198

 

24,302,035

 

NXP Semiconductors NV

   

21,360

 

3,150,814

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Semiconductors & Semiconductor Equipment - 4.8% (continued)

     

ON Semiconductor Corp.

   

34,028

a 

2,120,965

 

Qorvo Inc.

   

8,736

a 

693,726

 

Qualcomm Inc.

   

89,812

 

10,146,960

 

Skyworks Solutions Inc.

   

13,147

 

1,121,045

 

SolarEdge Technologies Inc.

   

4,441

a 

1,027,914

 

Teradyne Inc.

   

13,110

 

985,217

 

Texas Instruments Inc.

   

73,672

 

11,402,952

 
    

116,399,444

 

Software & Services - 12.9%

     

Accenture PLC, Cl. A

   

50,641

 

13,029,929

 

Adobe Inc.

   

37,587

a 

10,343,942

 

Akamai Technologies Inc.

   

12,265

a 

985,125

 

Ansys Inc.

   

6,853

a 

1,519,310

 

Autodesk Inc.

   

17,376

a 

3,245,837

 

Automatic Data Processing Inc.

   

33,463

 

7,568,996

 

Broadridge Financial Solutions Inc.

   

9,170

 

1,323,414

 

Cadence Design Systems Inc.

   

22,288

a 

3,642,528

 

Ceridian HCM Holding Inc.

   

12,337

a 

689,392

 

Citrix Systems Inc.

   

10,412

a 

1,082,848

 

Cognizant Technology Solutions Corp., Cl. A

   

41,221

 

2,367,734

 

DXC Technology Co.

   

18,137

a 

443,994

 

EPAM Systems Inc.

   

4,553

a 

1,649,051

 

Fidelity National Information Services Inc.

   

48,399

 

3,657,512

 

Fiserv Inc.

   

51,210

a 

4,791,720

 

FLEETCOR Technologies Inc.

   

6,186

a 

1,089,788

 

Fortinet Inc.

   

52,501

a 

2,579,374

 

Gartner Inc.

   

6,538

a 

1,808,999

 

Global Payments Inc.

   

22,257

 

2,404,869

 

International Business Machines Corp.

   

71,841

 

8,535,429

 

Intuit Inc.

   

22,454

 

8,696,883

 

Jack Henry & Associates Inc.

   

6,082

 

1,108,566

 

Mastercard Inc., Cl. A

   

68,414

 

19,452,837

 

Microsoft Corp.

   

598,122

 

139,302,614

 

NortonLifeLock Inc.

   

45,437

 

915,101

 

Oracle Corp.

   

121,749

 

7,435,211

 

Paychex Inc.

   

25,768

 

2,891,427

 

Paycom Software Inc.

   

3,818

a 

1,259,902

 

PayPal Holdings Inc.

   

93,192

a 

8,021,035

 

PTC Inc.

   

8,071

a 

844,227

 

Roper Technologies Inc.

   

8,489

 

3,052,984

 

Salesforce Inc.

   

79,790

a 

11,476,994

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Software & Services - 12.9% (continued)

     

ServiceNow Inc.

   

16,220

a 

6,124,834

 

Synopsys Inc.

   

12,249

a 

3,742,192

 

Tyler Technologies Inc.

   

3,239

a 

1,125,553

 

Verisign Inc.

   

7,729

a 

1,342,527

 

Visa Inc., Cl. A

   

131,135

b 

23,296,133

 
    

312,848,811

 

Technology Hardware & Equipment - 8.6%

     

Amphenol Corp., Cl. A

   

48,169

 

3,225,396

 

Apple Inc.

   

1,210,962

 

167,354,948

 

Arista Networks Inc.

   

19,610

a 

2,213,773

 

CDW Corp.

   

10,788

 

1,683,791

 

Cisco Systems Inc.

   

332,845

 

13,313,800

 

Corning Inc.

   

61,706

 

1,790,708

 

F5 Inc.

   

4,467

a 

646,509

 

Hewlett Packard Enterprise Co.

   

107,586

 

1,288,880

 

HP Inc.

   

72,128

 

1,797,430

 

Juniper Networks Inc.

   

25,077

 

655,011

 

Keysight Technologies Inc.

   

14,800

a 

2,328,928

 

Motorola Solutions Inc.

   

13,254

 

2,968,498

 

NetApp Inc.

   

18,421

 

1,139,339

 

Seagate Technology Holdings PLC

   

16,068

 

855,300

 

TE Connectivity Ltd.

   

25,819

 

2,849,385

 

Teledyne Technologies Inc.

   

3,678

a 

1,241,215

 

Trimble Inc.

   

20,177

a 

1,095,006

 

Western Digital Corp.

   

24,055

a 

782,990

 

Zebra Technologies Corp., Cl. A

   

4,289

a 

1,123,761

 
    

208,354,668

 

Telecommunication Services - 1.2%

     

AT&T Inc.

   

569,251

 

8,732,311

 

Lumen Technologies Inc.

   

77,785

 

566,275

 

T-Mobile US Inc.

   

48,346

a 

6,486,583

 

Verizon Communications Inc.

   

337,425

 

12,812,027

 
    

28,597,196

 

Transportation - 1.6%

     

Alaska Air Group Inc.

   

9,460

a 

370,359

 

American Airlines Group Inc.

   

50,541

a 

608,514

 

C.H. Robinson Worldwide Inc.

   

9,713

 

935,459

 

CSX Corp.

   

171,971

 

4,581,307

 

Delta Air Lines Inc.

   

50,653

a 

1,421,323

 

Expeditors International of Washington Inc.

   

13,475

 

1,189,977

 

FedEx Corp.

   

18,818

 

2,793,908

 

J.B. Hunt Transport Services Inc.

   

6,603

 

1,032,841

 

Norfolk Southern Corp.

   

18,731

 

3,926,954

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.7% (continued)

     

Transportation - 1.6% (continued)

     

Old Dominion Freight Line Inc.

   

7,265

 

1,807,314

 

Southwest Airlines Co.

   

47,153

a 

1,454,199

 

Union Pacific Corp.

   

50,010

 

9,742,948

 

United Airlines Holdings Inc.

   

26,097

a 

848,935

 

United Parcel Service Inc., Cl. B

   

58,431

 

9,438,944

 
    

40,152,982

 

Utilities - 3.1%

     

Alliant Energy Corp.

   

19,540

 

1,035,425

 

Ameren Corp.

   

20,635

 

1,662,149

 

American Electric Power Co.

   

41,047

 

3,548,513

 

American Water Works Co.

   

14,571

 

1,896,561

 

Atmos Energy Corp.

   

10,886

 

1,108,739

 

CenterPoint Energy Inc.

   

50,553

 

1,424,584

 

CMS Energy Corp.

   

22,774

 

1,326,358

 

Consolidated Edison Inc.

   

28,480

 

2,442,445

 

Constellation Energy Corp.

   

26,251

 

2,183,821

 

Dominion Energy Inc.

   

66,837

 

4,619,105

 

DTE Energy Co.

   

16,051

 

1,846,668

 

Duke Energy Corp.

   

61,055

 

5,679,336

 

Edison International

   

30,689

 

1,736,384

 

Entergy Corp.

   

15,847

 

1,594,684

 

Evergy Inc.

   

17,936

 

1,065,398

 

Eversource Energy

   

27,380

 

2,134,545

 

Exelon Corp.

   

78,754

 

2,950,125

 

FirstEnergy Corp.

   

44,809

 

1,657,933

 

NextEra Energy Inc.

   

158,092

 

12,395,994

 

NiSource Inc.

   

30,619

 

771,293

 

NRG Energy Inc.

   

18,960

 

725,599

 

PG&E Corp.

   

119,094

a 

1,488,675

 

Pinnacle West Capital Corp.

   

9,856

 

635,811

 

PPL Corp.

   

59,682

 

1,512,939

 

Public Service Enterprise Group Inc.

   

40,598

 

2,282,826

 

Sempra Energy

   

25,252

 

3,786,285

 

The AES Corp.

   

53,452

 

1,208,015

 

The Southern Company

   

85,325

 

5,802,100

 

WEC Energy Group Inc.

   

25,130

 

2,247,376

 

Xcel Energy Inc.

   

44,693

 

2,860,352

 
    

75,630,038

 

Total Common Stocks (cost $721,821,829)

   

2,417,472,884

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 
  

1-Day
Yield (%)

     

Investment Companies - .7%

     

Registered Investment Companies - .7%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $16,301,513)

 

3.03

 

16,301,513

d 

 16,301,513

 
        

Investment of Cash Collateral for Securities Loaned - .0%

     

Registered Investment Companies - .0%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $169,960)

 

3.03

 

169,960

d 

 169,960

 

Total Investments (cost $738,293,302)

 

100.4%

 

2,433,944,357

 

Liabilities, Less Cash and Receivables

 

(.4%)

 

(9,945,068)

 

Net Assets

 

100.0%

 

2,423,999,289

 

a Non-income producing security.

b Security, or portion thereof, on loan. At September 30, 2022, the value of the fund’s securities on loan was $27,624,417 and the value of the collateral was $28,621,403, consisting of cash collateral of $169,960 and U.S. Government & Agency securities valued at $28,451,443. In addition, the value of collateral may include pending sales that are also on loan.

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

d 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 FUTURES
BNY Mellon Stock Index Fund, Inc.

September 30, 2022 (Unaudited)

       

Futures

   

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized (Depreciation) ($)

 

Futures Long

  

Standard & Poor's 500 E-mini

101

12/16/2022

20,023,194

18,187,575

(1,835,619)

 

Gross Unrealized Depreciation

 

(1,835,619)

 

See notes to financial statements.


STATEMENT OF INVESTMENTS
BNY Mellon Stock Index Fund, Inc.

September 30, 2022 (Unaudited)

The following is a summary of the inputs used as of September 30, 2022 in valuing the fund’s investments:

       
 

Level 1-Unadjusted Quoted Prices

Level 2- Other Significant Observable Inputs

 

Level 3-Significant Unobservable Inputs

Total

 

Assets ($)

  

Investments in Securities:

  

Equity Securities - Common Stocks

2,417,472,884

-

 

-

2,417,472,884

 

Investment Companies

16,471,473

-

 

-

16,471,473

 

Liabilities ($)

  

Other Financial Instruments:

  

Futures††

(1,835,619)

-

 

-

(1,835,619)

 

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

†† Amount shown represents unrealized appreciation (depreciation) at period end.


The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

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

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

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

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

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

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

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

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

The Board has designated the Adviser, as the fund’s valuation designee to make all fair value determinations with respect to the fund’s portfolio investments, subject to the Board’s oversight and pursuant to Rule 2A-5.

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, 2022 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, 2022, accumulated net unrealized appreciation on investments was $1,695,651,055, consisting of $1,743,286,868 gross unrealized appreciation and $47,635,813 gross unrealized depreciation.

At September 30, 2022, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.