0001775697-24-000489.txt : 20240517 0001775697-24-000489.hdr.sgml : 20240517 20240517083604 ACCESSION NUMBER: 0001775697-24-000489 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240517 DATE AS OF CHANGE: 20240517 PERIOD START: 20241231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY MELLON STOCK INDEX FUND, INC. CENTRAL INDEX KEY: 0000846800 ORGANIZATION NAME: 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: 24957804 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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375558103 89008.00 NS USD 6519836.00 0.2179404842566 Long EC CORP US N 1 N N N NASDAQ INC 549300L8X1Q78ERXFD06 NASDAQ INC 631103108 24660.00 NS USD 1556046.00 0.0520144093755 Long EC CORP US N 1 N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 MARTIN MARIETTA MATERIALS INC 573284106 4432.00 NS USD 2720982.08 0.0909550719019 Long EC CORP US N 1 N N N NEWMONT GOLDCORP CORP 549300VSP3RIX7FGDZ51 NEWMONT CORP 651639106 82140.00 NS USD 2943897.60 0.0984065348493 Long EC CORP US N 1 N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 COTERRA ENERGY INC 127097103 55665.00 NS USD 1551940.20 0.0518771635859 Long EC CORP US N 1 N N N AMETEK INC 549300WZDEF9KKE40E98 AMETEK INC 031100100 16724.00 NS USD 3058819.60 0.102248066497 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 38141G104 23294.00 NS USD 9729670.86 0.325236582467 Long EC CORP US N 1 N N N HESS CORP UASVRYNXNK17ULIGK870 HESS CORP 42809H107 19854.00 NS USD 3030514.56 0.1013019055622 Long EC CORP US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE 74460D109 11304.00 NS USD 3278838.24 0.1096026945807 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 BOOKING HOLDINGS INC 09857L108 2492.00 NS USD 9040676.96 0.3022053798086 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 CROWN CASTLE INC 22822V101 31152.00 NS USD 3296816.16 0.1102036478241 Long EC CORP US N 1 N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 HILTON WORLDWIDE HOLDINGS INC 43300A203 18354.00 NS USD 3915091.74 0.1308709283062 Long EC CORP US N 1 N N N CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE N/A S&P500 EMINI FUT JUN24 N/A 196.00 NC USD 52023300.00 1.7389982193765 Long DE US N 1 BOFA SECURITIES INC 8NAV47T0Y26Q87Y0QP81 Long ESM4 INDEX_REF S&P500 EMINI FUT JUN24 2024-06-21 52023300.00 USD 985661.73 N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Plus Money Market Fund 26200T208 47345296.65 OU Other Units USD 47345296.65 1.5826252192806 Long STIV RF US N 1 2099-12-01 Variable 5.429579 N N N N N N 2024-05-15 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10730bnymellonst-march20241.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Stock Index Fund, Inc.

March 31, 2024 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3%

     

Automobiles & Components - 1.5%

     

Aptiv PLC

   

19,779

a 

1,575,397

 

BorgWarner, Inc.

   

16,659

 

578,734

 

Ford Motor Co.

   

282,295

 

3,748,878

 

General Motors Co.

   

82,136

 

3,724,868

 

Tesla, Inc.

   

198,076

a 

34,819,780

 
    

44,447,657

 

Banks - 3.5%

     

Bank of America Corp.

   

491,809

 

18,649,397

 

Citigroup, Inc.

   

136,713

 

8,645,730

 

Citizens Financial Group, Inc.

   

33,440

 

1,213,538

 

Comerica, Inc.

   

8,615

 

473,739

 

Fifth Third Bancorp

   

46,863

 

1,743,772

 

Huntington Bancshares, Inc.

   

102,746

 

1,433,307

 

JPMorgan Chase & Co.

   

207,001

 

41,462,300

 

KeyCorp

   

64,690

 

1,022,749

 

M&T Bank Corp.

   

12,093

 

1,758,806

 

Regions Financial Corp.

   

65,015

 

1,367,916

 

The PNC Financial Services Group, Inc.

   

28,846

 

4,661,514

 

Truist Financial Corp.

   

95,267

 

3,713,508

 

U.S. Bancorp

   

111,220

 

4,971,534

 

Wells Fargo & Co.

   

257,232

 

14,909,167

 
    

106,026,977

 

Capital Goods - 6.1%

     

3M Co.

   

39,898

 

4,231,981

 

A.O. Smith Corp.

   

7,976

 

713,533

 

Allegion PLC

   

6,569

 

884,910

 

AMETEK, Inc.

   

16,724

 

3,058,820

 

Axon Enterprise, Inc.

   

5,181

a 

1,621,031

 

Builders FirstSource, Inc.

   

8,945

a 

1,865,480

 

Carrier Global Corp.

   

59,045

 

3,432,286

 

Caterpillar, Inc.

   

36,441

 

13,353,076

 

Cummins, Inc.

   

10,100

 

2,975,965

 

Deere & Co.

   

18,592

 

7,636,478

 

Dover Corp.

   

10,228

 

1,812,299

 

Eaton Corp. PLC

   

28,523

 

8,918,572

 

Emerson Electric Co.

   

41,310

 

4,685,380

 

Fastenal Co.

   

40,536

 

3,126,947

 

Fortive Corp.

   

24,713

 

2,125,812

 

Generac Holdings, Inc.

   

4,398

a 

554,764

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Capital Goods - 6.1% (continued)

     

General Dynamics Corp.

   

16,321

 

4,610,519

 

General Electric Co.

   

77,746

 

13,646,755

 

Honeywell International, Inc.

   

47,018

 

9,650,445

 

Howmet Aerospace, Inc.

   

27,360

 

1,872,245

 

Hubbell, Inc.

   

3,920

 

1,626,996

 

Huntington Ingalls Industries, Inc.

   

2,994

 

872,661

 

IDEX Corp.

   

5,247

 

1,280,373

 

Illinois Tool Works, Inc.

   

19,472

 

5,224,922

 

Ingersoll Rand, Inc.

   

29,199

 

2,772,445

 

Johnson Controls International PLC

   

48,620

 

3,175,858

 

L3Harris Technologies, Inc.

   

13,462

 

2,868,752

 

Lockheed Martin Corp.

   

15,279

 

6,949,959

 

Masco Corp.

   

16,248

 

1,281,642

 

Nordson Corp.

   

3,916

 

1,075,099

 

Northrop Grumman Corp.

   

10,125

 

4,846,433

 

Otis Worldwide Corp.

   

28,146

 

2,794,053

 

PACCAR, Inc.

   

37,135

 

4,600,655

 

Parker-Hannifin Corp.

   

9,273

 

5,153,841

 

Pentair PLC

   

11,948

 

1,020,837

 

Quanta Services, Inc.

   

10,355

 

2,690,229

 

Rockwell Automation, Inc.

   

8,418

 

2,452,416

 

RTX Corp.

   

94,697

 

9,235,798

 

Snap-on, Inc.

   

3,905

 

1,156,739

 

Stanley Black & Decker, Inc.

   

10,591

 

1,037,177

 

Textron, Inc.

   

13,799

 

1,323,738

 

The Boeing Company

   

41,100

a 

7,931,889

 

Trane Technologies PLC

   

16,443

 

4,936,189

 

TransDigm Group, Inc.

   

3,951

 

4,866,052

 

United Rentals, Inc.

   

4,751

 

3,425,994

 

W.W. Grainger, Inc.

   

3,155

 

3,209,582

 

Westinghouse Air Brake Technologies Corp.

   

12,736

 

1,855,380

 

Xylem, Inc.

   

17,098

 

2,209,746

 
    

182,652,753

 

Commercial & Professional Services - 1.3%

     

Automatic Data Processing, Inc.

   

29,381

 

7,337,611

 

Broadridge Financial Solutions, Inc.

   

8,429

 

1,726,765

 

Cintas Corp.

   

6,183

 

4,247,906

 

Copart, Inc.

   

62,732

a 

3,633,437

 

Dayforce, Inc.

   

11,062

a 

732,415

 

Equifax, Inc.

   

8,829

 

2,361,934

 

Jacobs Solutions, Inc.

   

9,311

 

1,431,380

 

Leidos Holdings, Inc.

   

9,614

 

1,260,299

 

Paychex, Inc.

   

22,779

 

2,797,261

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Commercial & Professional Services - 1.3% (continued)

     

Paycom Software, Inc.

   

3,217

 

640,215

 

Republic Services, Inc.

   

14,555

 

2,786,409

 

Robert Half, Inc.

   

6,996

 

554,643

 

Rollins, Inc.

   

20,965

 

970,051

 

Veralto Corp.

   

15,138

 

1,342,135

 

Verisk Analytics, Inc.

   

10,294

 

2,426,605

 

Waste Management, Inc.

   

26,141

 

5,571,954

 
    

39,821,020

 

Consumer Discretionary Distribution & Retail - 6.3%

     

Amazon.com, Inc.

   

653,505

a 

117,879,232

 

AutoZone, Inc.

   

1,257

a 

3,961,624

 

Bath & Body Works, Inc.

   

15,775

 

789,066

 

Best Buy Co., Inc.

   

14,398

 

1,181,068

 

CarMax, Inc.

   

11,587

a,b 

1,009,344

 

eBay, Inc.

   

36,941

 

1,949,746

 

Etsy, Inc.

   

8,740

a 

600,613

 

Genuine Parts Co.

   

9,709

 

1,504,215

 

LKQ Corp.

   

19,698

 

1,052,070

 

Lowe's Cos., Inc.

   

41,225

 

10,501,244

 

O'Reilly Automotive, Inc.

   

4,196

a 

4,736,780

 

Pool Corp.

   

2,829

 

1,141,502

 

Ross Stores, Inc.

   

23,804

 

3,493,475

 

The Home Depot, Inc.

   

71,437

 

27,403,233

 

The TJX Companies, Inc.

   

80,771

 

8,191,795

 

Tractor Supply Co.

   

7,517

 

1,967,349

 

Ulta Beauty, Inc.

   

3,475

a 

1,817,008

 
    

189,179,364

 

Consumer Durables & Apparel - .9%

     

D.R. Horton, Inc.

   

21,877

 

3,599,860

 

Deckers Outdoor Corp.

   

1,823

a 

1,715,917

 

Garmin Ltd.

   

10,566

 

1,572,960

 

Hasbro, Inc.

   

9,867

 

557,683

 

Lennar Corp., Cl. A

   

17,421

 

2,996,064

 

Lululemon Athletica, Inc.

   

8,205

a 

3,205,283

 

Mohawk Industries, Inc.

   

4,117

a 

538,874

 

NIKE, Inc., Cl. B

   

86,523

 

8,131,432

 

NVR, Inc.

   

226

a 

1,830,591

 

PulteGroup, Inc.

   

14,812

 

1,786,623

 

Ralph Lauren Corp.

   

2,609

 

489,866

 

Tapestry, Inc.

   

17,321

 

822,401

 

VF Corp.

   

22,615

 

346,914

 
    

27,594,468

 

Consumer Services - 2.2%

     

Airbnb, Inc., Cl. A

   

31,055

a 

5,122,833

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Consumer Services - 2.2% (continued)

     

Booking Holdings, Inc.

   

2,492

 

9,040,677

 

Caesars Entertainment, Inc.

   

15,562

a 

680,682

 

Carnival Corp.

   

69,424

a 

1,134,388

 

Chipotle Mexican Grill, Inc.

   

1,960

a 

5,697,269

 

Darden Restaurants, Inc.

   

8,713

 

1,456,378

 

Domino's Pizza, Inc.

   

2,436

 

1,210,400

 

Expedia Group, Inc.

   

9,067

a 

1,248,979

 

Hilton Worldwide Holdings, Inc.

   

18,354

 

3,915,092

 

Las Vegas Sands Corp.

   

26,784

 

1,384,733

 

Marriott International, Inc., Cl. A

   

17,546

 

4,427,031

 

McDonald's Corp.

   

52,125

 

14,696,644

 

MGM Resorts International

   

19,801

a 

934,805

 

Norwegian Cruise Line Holdings Ltd.

   

32,383

a,b 

677,776

 

Royal Caribbean Cruises Ltd.

   

16,660

a 

2,315,907

 

Starbucks Corp.

   

80,619

 

7,367,770

 

Wynn Resorts Ltd.

   

6,918

 

707,227

 

Yum! Brands, Inc.

   

19,916

 

2,761,353

 
    

64,779,944

 

Consumer Staples Distribution - 1.9%

     

Costco Wholesale Corp.

   

31,755

 

23,264,666

 

Dollar General Corp.

   

15,613

 

2,436,565

 

Sysco Corp.

   

35,944

 

2,917,934

 

Target Corp.

   

32,780

 

5,808,944

 

The Kroger Company

   

46,100

 

2,633,693

 

Walgreens Boots Alliance, Inc.

   

53,254

 

1,155,079

 

Walmart, Inc.

   

307,221

 

18,485,488

 
    

56,702,369

 

Consumer Staples Distribution & Retail - .1%

     

Dollar Tree, Inc.

   

14,961

a 

 1,992,057

 

Energy - 4.2%

     

APA Corp.

   

22,505

 

773,722

 

Baker Hughes Co.

   

71,104

 

2,381,984

 

Chevron Corp.

   

124,075

 

19,571,590

 

ConocoPhillips

   

84,021

 

10,694,193

 

Coterra Energy, Inc.

   

55,665

 

1,551,940

 

Devon Energy Corp.

   

45,108

 

2,263,519

 

Diamondback Energy, Inc.

   

12,617

 

2,500,311

 

EOG Resources, Inc.

   

41,646

 

5,324,025

 

EQT Corp.

   

29,816

 

1,105,279

 

Exxon Mobil Corp.

   

283,951

 

33,006,464

 

Halliburton Co.

   

63,885

 

2,518,347

 

Hess Corp.

   

19,854

 

3,030,515

 

Kinder Morgan, Inc.

   

139,213

 

2,553,166

 

Marathon Oil Corp.

   

39,060

 

1,106,960

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Energy - 4.2% (continued)

     

Marathon Petroleum Corp.

   

26,416

 

5,322,824

 

Occidental Petroleum Corp.

   

47,577

 

3,092,029

 

ONEOK, Inc.

   

42,195

 

3,382,773

 

Phillips 66

   

30,799

 

5,030,709

 

Pioneer Natural Resources Co.

   

16,592

 

4,355,400

 

Schlumberger NV

   

101,914

 

5,585,906

 

Targa Resources Corp.

   

15,496

 

1,735,397

 

The Williams Companies, Inc.

   

86,898

 

3,386,415

 

Valero Energy Corp.

   

24,215

 

4,133,258

 
    

124,406,726

 

Equity Real Estate Investment Trusts - 2.2%

     

Alexandria Real Estate Equities, Inc.

   

11,347

c 

1,462,742

 

American Tower Corp.

   

33,299

c 

6,579,549

 

AvalonBay Communities, Inc.

   

10,202

c 

1,893,083

 

Boston Properties, Inc.

   

9,701

c 

633,572

 

Camden Property Trust

   

8,017

c 

788,873

 

Crown Castle, Inc.

   

31,152

c 

3,296,816

 

Digital Realty Trust, Inc.

   

21,753

c 

3,133,302

 

Equinix, Inc.

   

6,695

c 

5,525,584

 

Equity Residential

   

24,034

c 

1,516,786

 

Essex Property Trust, Inc.

   

4,601

c 

1,126,371

 

Extra Space Storage, Inc.

   

14,905

c 

2,191,035

 

Federal Realty Investment Trust

   

5,635

c 

575,446

 

Healthpeak Properties, Inc.

   

48,913

c 

917,119

 

Host Hotels & Resorts, Inc.

   

49,359

c 

1,020,744

 

Invitation Homes, Inc.

   

40,437

c 

1,439,962

 

Iron Mountain, Inc.

   

21,009

c 

1,685,132

 

Kimco Realty Corp.

   

49,266

c 

966,106

 

Mid-America Apartment Communities, Inc.

   

8,616

c 

1,133,693

 

Prologis, Inc.

   

66,002

c 

8,594,780

 

Public Storage

   

11,304

c 

3,278,838

 

Realty Income Corp.

   

59,413

c 

3,214,243

 

Regency Centers Corp.

   

10,835

c 

656,168

 

SBA Communications Corp.

   

7,721

c 

1,673,141

 

Simon Property Group, Inc.

   

23,468

c 

3,672,507

 

UDR, Inc.

   

22,180

c 

829,754

 

Ventas, Inc.

   

29,285

c 

1,275,069

 

VICI Properties, Inc.

   

73,722

c 

2,196,178

 

Welltower, Inc.

   

39,394

c 

3,680,975

 

Weyerhaeuser Co.

   

51,484

c 

1,848,790

 
    

66,806,358

 

Financial Services - 8.0%

     

American Express Co.

   

40,916

 

9,316,164

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Financial Services - 8.0% (continued)

     

Ameriprise Financial, Inc.

   

7,201

 

3,157,206

 

Berkshire Hathaway, Inc., Cl. B

   

129,967

a 

54,653,723

 

BlackRock, Inc.

   

9,989

 

8,327,829

 

Blackstone, Inc.

   

51,465

 

6,760,957

 

Capital One Financial Corp.

   

27,807

 

4,140,184

 

Cboe Global Markets, Inc.

   

7,680

 

1,411,046

 

CME Group, Inc.

   

25,715

 

5,536,182

 

Corpay, Inc.

   

5,088

a 

1,569,852

 

Discover Financial Services

   

17,983

 

2,357,391

 

FactSet Research Systems, Inc.

   

2,629

 

1,194,591

 

Fidelity National Information Services, Inc.

   

42,747

 

3,170,972

 

Fiserv, Inc.

   

43,194

a 

6,903,265

 

Franklin Resources, Inc.

   

21,069

 

592,250

 

Global Payments, Inc.

   

18,501

 

2,472,844

 

Intercontinental Exchange, Inc.

   

40,754

 

5,600,822

 

Invesco Ltd.

   

29,758

 

493,685

 

Jack Henry & Associates, Inc.

   

4,686

 

814,099

 

MarketAxess Holdings, Inc.

   

2,704

 

592,852

 

Mastercard, Inc., Cl. A

   

59,153

 

28,486,310

 

Moody's Corp.

   

11,242

 

4,418,443

 

Morgan Stanley

   

89,492

 

8,426,567

 

MSCI, Inc.

   

5,681

 

3,183,916

 

Nasdaq, Inc.

   

24,660

 

1,556,046

 

Northern Trust Corp.

   

14,300

 

1,271,556

 

PayPal Holdings, Inc.

   

77,124

a 

5,166,537

 

Raymond James Financial, Inc.

   

13,541

 

1,738,935

 

S&P Global, Inc.

   

22,928

 

9,754,718

 

State Street Corp.

   

21,575

 

1,668,179

 

Synchrony Financial

   

28,376

 

1,223,573

 

T. Rowe Price Group, Inc.

   

16,350

 

1,993,392

 

The Bank of New York Mellon Corp.

   

52,794

 

3,041,990

 

The Charles Schwab Corp.

   

106,307

 

7,690,248

 

The Goldman Sachs Group, Inc.

   

23,294

 

9,729,671

 

Visa, Inc., Cl. A

   

112,981

b 

31,530,737

 
    

239,946,732

 

Food, Beverage & Tobacco - 2.9%

     

Altria Group, Inc.

   

125,802

 

5,487,483

 

Archer-Daniels-Midland Co.

   

39,187

 

2,461,335

 

Brown-Forman Corp., Cl. B

   

13,330

 

688,095

 

Bunge Global SA

   

10,417

 

1,067,951

 

Campbell Soup Co.

   

13,419

 

596,475

 

Conagra Brands, Inc.

   

34,935

 

1,035,473

 

Constellation Brands, Inc., Cl. A

   

11,519

 

3,130,403

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Food, Beverage & Tobacco - 2.9% (continued)

     

General Mills, Inc.

   

42,227

 

2,954,623

 

Hormel Foods Corp.

   

21,836

 

761,858

 

Kellanova

   

17,704

 

1,014,262

 

Keurig Dr. Pepper, Inc.

   

74,149

 

2,274,150

 

Lamb Weston Holdings, Inc.

   

10,195

 

1,086,073

 

McCormick & Co., Inc.

   

18,561

 

1,425,670

 

Molson Coors Beverage Co., Cl. B

   

13,022

 

875,730

 

Mondelez International, Inc., Cl. A

   

95,470

 

6,682,900

 

Monster Beverage Corp.

   

53,504

a 

3,171,717

 

PepsiCo, Inc.

   

98,210

 

17,187,732

 

Philip Morris International, Inc.

   

110,892

 

10,159,925

 

The Coca-Cola Company

   

277,949

 

17,004,920

 

The Hershey Company

   

10,590

 

2,059,755

 

The J.M. Smucker Company

   

7,412

 

932,948

 

The Kraft Heinz Company

   

58,207

 

2,147,838

 

Tyson Foods, Inc., Cl. A

   

19,267

 

1,131,551

 
    

85,338,867

 

Health Care Equipment & Services - 5.5%

     

Abbott Laboratories

   

123,961

 

14,089,407

 

Align Technology, Inc.

   

5,134

a 

1,683,541

 

Baxter International, Inc.

   

35,626

 

1,522,655

 

Becton, Dickinson and Co.

   

21,015

 

5,200,162

 

Boston Scientific Corp.

   

104,593

a 

7,163,575

 

Cardinal Health, Inc.

   

17,889

 

2,001,779

 

Cencora, Inc.

   

12,164

 

2,955,730

 

Centene Corp.

   

37,885

a 

2,973,215

 

CVS Health Corp.

   

90,032

 

7,180,952

 

DaVita, Inc.

   

3,772

a 

520,725

 

Dentsply Sirona, Inc.

   

15,670

 

520,087

 

DexCom, Inc.

   

27,486

a 

3,812,308

 

Edwards Lifesciences Corp.

   

43,324

a 

4,140,041

 

Elevance Health, Inc.

   

16,784

 

8,703,175

 

GE HealthCare Technologies, Inc.

   

28,655

 

2,605,026

 

HCA Healthcare, Inc.

   

14,149

 

4,719,116

 

Henry Schein, Inc.

   

9,391

a 

709,208

 

Hologic, Inc.

   

16,482

a 

1,284,937

 

Humana, Inc.

   

8,711

 

3,020,278

 

IDEXX Laboratories, Inc.

   

6,002

a 

3,240,660

 

Insulet Corp.

   

4,774

a 

818,264

 

Intuitive Surgical, Inc.

   

25,149

a 

10,036,714

 

Laboratory Corp. of America Holdings

   

5,849

 

1,277,773

 

McKesson Corp.

   

9,301

 

4,993,242

 

Medtronic PLC

   

95,043

 

8,282,997

 

Molina Healthcare, Inc.

   

4,079

a 

1,675,776

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Health Care Equipment & Services - 5.5% (continued)

     

Quest Diagnostics, Inc.

   

7,633

 

1,016,029

 

ResMed, Inc.

   

10,422

 

2,063,869

 

Steris PLC

   

7,188

 

1,616,006

 

Stryker Corp.

   

24,152

 

8,643,276

 

Teleflex, Inc.

   

3,004

 

679,415

 

The Cigna Group

   

21,005

 

7,628,806

 

The Cooper Companies, Inc.

   

14,924

 

1,514,189

 

UnitedHealth Group, Inc.

   

66,070

 

32,684,829

 

Universal Health Services, Inc., Cl. B

   

4,579

 

835,484

 

Zimmer Biomet Holdings, Inc.

   

14,951

 

1,973,233

 
    

163,786,479

 

Household & Personal Products - 1.5%

     

Church & Dwight Co., Inc.

   

17,978

 

1,875,285

 

Colgate-Palmolive Co.

   

58,489

 

5,266,934

 

Kenvue, Inc.

   

121,880

 

2,615,545

 

Kimberly-Clark Corp.

   

24,140

 

3,122,509

 

The Clorox Company

   

9,128

 

1,397,588

 

The Estee Lauder Companies, Inc., Cl. A

   

16,810

 

2,591,262

 

The Procter & Gamble Company

   

167,645

 

27,200,401

 
    

44,069,524

 

Insurance - 2.3%

     

Aflac, Inc.

   

38,095

 

3,270,837

 

American International Group, Inc.

   

50,149

 

3,920,147

 

Aon PLC, Cl. A

   

14,364

 

4,793,554

 

Arch Capital Group Ltd.

   

26,084

a 

2,411,205

 

Arthur J. Gallagher & Co.

   

15,739

 

3,935,380

 

Assurant, Inc.

   

3,877

 

729,806

 

Brown & Brown, Inc.

   

16,479

 

1,442,572

 

Chubb Ltd.

   

28,779

 

7,457,502

 

Cincinnati Financial Corp.

   

10,936

 

1,357,923

 

Everest Group Ltd.

   

2,990

 

1,188,525

 

Globe Life, Inc.

   

6,356

 

739,648

 

Loews Corp.

   

12,005

 

939,871

 

Marsh & McLennan Cos., Inc.

   

35,203

 

7,251,114

 

MetLife, Inc.

   

44,164

 

3,272,994

 

Principal Financial Group, Inc.

   

16,316

 

1,408,234

 

Prudential Financial, Inc.

   

25,917

 

3,042,656

 

The Allstate Corp.

   

19,254

 

3,331,135

 

The Hartford Financial Services Group, Inc.

   

21,436

 

2,208,980

 

The Progressive Corp.

   

41,791

 

8,643,215

 

The Travelers Companies, Inc.

   

16,071

 

3,698,580

 

W.R. Berkley Corp.

   

15,165

 

1,341,193

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Insurance - 2.3% (continued)

     

Willis Towers Watson PLC

   

7,519

 

2,067,725

 
    

68,452,796

 

Materials - 2.5%

     

Air Products & Chemicals, Inc.

   

16,056

 

3,889,887

 

Albemarle Corp.

   

7,972

 

1,050,231

 

Amcor PLC

   

102,766

 

977,305

 

Avery Dennison Corp.

   

5,714

 

1,275,651

 

Ball Corp.

   

22,967

 

1,547,057

 

Celanese Corp.

   

7,306

 

1,255,609

 

CF Industries Holdings, Inc.

   

14,033

 

1,167,686

 

Corteva, Inc.

   

50,341

 

2,903,165

 

Dow, Inc.

   

50,228

 

2,909,708

 

DuPont de Nemours, Inc.

   

31,173

 

2,390,034

 

Eastman Chemical Co.

   

8,593

 

861,190

 

Ecolab, Inc.

   

18,256

 

4,215,310

 

FMC Corp.

   

9,318

 

593,557

 

Freeport-McMoRan, Inc.

   

102,433

 

4,816,400

 

International Flavors & Fragrances, Inc.

   

17,900

 

1,539,221

 

International Paper Co.

   

25,325

 

988,182

 

Linde PLC

   

34,637

 

16,082,652

 

LyondellBasell Industries NV, Cl. A

   

17,963

 

1,837,256

 

Martin Marietta Materials, Inc.

   

4,432

 

2,720,982

 

Newmont Corp.

   

82,140

 

2,943,898

 

Nucor Corp.

   

18,020

 

3,566,158

 

Packaging Corp. of America

   

6,089

 

1,155,570

 

PPG Industries, Inc.

   

16,935

 

2,453,882

 

Steel Dynamics, Inc.

   

10,458

 

1,550,189

 

The Mosaic Company

   

23,447

 

761,090

 

The Sherwin-Williams Company

   

16,820

 

5,842,091

 

Vulcan Materials Co.

   

9,403

 

2,566,267

 

WestRock Co.

   

18,107

 

895,391

 
    

74,755,619

 

Media & Entertainment - 8.5%

     

Alphabet, Inc., Cl. A

   

422,738

a 

63,803,846

 

Alphabet, Inc., Cl. C

   

351,539

a 

53,525,328

 

Charter Communications, Inc., Cl. A

   

7,272

a,b 

2,113,461

 

Comcast Corp., Cl. A

   

282,799

 

12,259,337

 

Electronic Arts, Inc.

   

17,832

 

2,365,771

 

Fox Corp., Cl. A

   

17,373

 

543,254

 

Fox Corp., Cl. B

   

7,258

 

207,724

 

Live Nation Entertainment, Inc.

   

9,835

a 

1,040,248

 

Match Group, Inc.

   

18,619

a 

675,497

 

Meta Platforms, Inc., Cl. A

   

157,300

 

76,381,734

 

Netflix, Inc.

   

30,941

a 

18,791,398

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Media & Entertainment - 8.5% (continued)

     

News Corporation, Cl. A

   

25,770

 

674,659

 

News Corporation, Cl. B

   

9,399

 

254,337

 

Omnicom Group, Inc.

   

14,634

 

1,415,986

 

Paramount Global, Cl. B

   

36,618

 

430,994

 

Take-Two Interactive Software, Inc.

   

10,987

a 

1,631,460

 

The Interpublic Group of Companies, Inc.

   

28,382

 

926,105

 

The Walt Disney Company

   

131,526

 

16,093,521

 

Warner Bros Discovery, Inc.

   

157,490

a 

1,374,888

 
    

254,509,548

 

Pharmaceuticals, Biotechnology & Life Sciences - 7.6%

     

AbbVie, Inc.

   

126,117

 

22,965,906

 

Agilent Technologies, Inc.

   

20,875

 

3,037,521

 

Amgen, Inc.

   

38,563

 

10,964,232

 

Biogen, Inc.

   

10,248

a 

2,209,776

 

Bio-Rad Laboratories, Inc., Cl. A

   

1,448

a 

500,820

 

Bio-Techne Corp.

   

11,768

 

828,350

 

Bristol-Myers Squibb Co.

   

145,348

 

7,882,222

 

Catalent, Inc.

   

12,261

a 

692,133

 

Charles River Laboratories International, Inc.

   

3,532

a 

956,995

 

Danaher Corp.

   

46,977

 

11,731,096

 

Eli Lilly & Co.

   

56,962

 

44,314,158

 

Gilead Sciences, Inc.

   

89,008

 

6,519,836

 

Illumina, Inc.

   

11,104

a 

1,524,801

 

Incyte Corp.

   

13,403

a 

763,569

 

IQVIA Holdings, Inc.

   

13,195

a 

3,336,884

 

Johnson & Johnson

   

171,958

 

27,202,036

 

Merck & Co., Inc.

   

181,012

 

23,884,533

 

Mettler-Toledo International, Inc.

   

1,529

a 

2,035,542

 

Moderna, Inc.

   

23,636

a 

2,518,652

 

Pfizer, Inc.

   

403,338

 

11,192,629

 

Regeneron Pharmaceuticals, Inc.

   

7,553

a 

7,269,687

 

Revvity, Inc.

   

8,180

 

858,900

 

Thermo Fisher Scientific, Inc.

   

27,600

 

16,041,396

 

Vertex Pharmaceuticals, Inc.

   

18,479

a 

7,724,407

 

Viatris, Inc.

   

85,939

 

1,026,112

 

Waters Corp.

   

4,192

a 

1,443,012

 

West Pharmaceutical Services, Inc.

   

5,459

 

2,160,181

 

Zoetis, Inc.

   

33,286

 

5,632,324

 
    

227,217,710

 

Real Estate Management & Development - .2%

     

CBRE Group, Inc., Cl. A

   

20,986

a 

2,040,679

 

CoStar Group, Inc.

   

29,517

a 

2,851,342

 
    

4,892,021

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Semiconductors & Semiconductor Equipment - 10.8%

     

Advanced Micro Devices, Inc.

   

115,411

a 

20,830,531

 

Analog Devices, Inc.

   

35,596

 

7,040,533

 

Applied Materials, Inc.

   

59,486

 

12,267,798

 

Broadcom, Inc.

   

31,462

 

41,700,049

 

Enphase Energy, Inc.

   

10,046

a 

1,215,365

 

First Solar, Inc.

   

7,882

a 

1,330,482

 

Intel Corp.

   

301,160

 

13,302,237

 

KLA Corp.

   

9,710

 

6,783,115

 

Lam Research Corp.

   

9,374

 

9,107,497

 

Microchip Technology, Inc.

   

38,177

 

3,424,859

 

Micron Technology, Inc.

   

78,435

 

9,246,702

 

Monolithic Power Systems, Inc.

   

3,495

 

2,367,583

 

NVIDIA Corp.

   

176,596

 

159,565,082

 

NXP Semiconductors NV

   

18,261

 

4,524,528

 

ON Semiconductor Corp.

   

30,412

a 

2,236,803

 

Qorvo, Inc.

   

7,063

a 

811,044

 

Qualcomm, Inc.

   

80,042

 

13,551,111

 

Skyworks Solutions, Inc.

   

11,532

 

1,249,146

 

Teradyne, Inc.

   

10,504

b 

1,185,166

 

Texas Instruments, Inc.

   

64,875

 

11,301,874

 
    

323,041,505

 

Software & Services - 12.5%

     

Accenture PLC, Cl. A

   

44,832

 

15,539,220

 

Adobe, Inc.

   

32,329

a 

16,313,213

 

Akamai Technologies, Inc.

   

10,858

a 

1,180,916

 

Ansys, Inc.

   

6,282

a 

2,180,859

 

Autodesk, Inc.

   

15,437

a 

4,020,104

 

Cadence Design Systems, Inc.

   

19,366

a 

6,028,248

 

Cognizant Technology Solutions Corp., Cl. A

   

36,361

 

2,664,898

 

EPAM Systems, Inc.

   

4,233

a 

1,168,985

 

Fair Isaac Corp.

   

1,783

a 

2,228,055

 

Fortinet, Inc.

   

45,307

a 

3,094,921

 

Gartner, Inc.

   

5,711

a 

2,722,262

 

Gen Digital, Inc.

   

38,953

 

872,547

 

International Business Machines Corp.

   

65,226

 

12,455,557

 

Intuit, Inc.

   

20,020

 

13,013,000

 

Microsoft Corp.

   

531,203

 

223,487,726

 

Oracle Corp.

   

113,495

 

14,256,107

 

Palo Alto Networks, Inc.

   

22,540

a 

6,404,290

 

PTC, Inc.

   

8,656

a 

1,635,465

 

Roper Technologies, Inc.

   

7,703

 

4,320,151

 

Salesforce, Inc.

   

69,159

 

20,829,308

 

ServiceNow, Inc.

   

14,644

a 

11,164,586

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Software & Services - 12.5% (continued)

     

Synopsys, Inc.

   

10,864

a 

6,208,776

 

Tyler Technologies, Inc.

   

3,064

a 

1,302,231

 

Verisign, Inc.

   

5,917

a 

1,121,331

 
    

374,212,756

 

Technology Hardware & Equipment - 7.8%

     

Amphenol Corp., Cl. A

   

43,031

 

4,963,626

 

Apple, Inc.

   

1,037,663

 

177,938,451

 

Arista Networks, Inc.

   

17,978

a 

5,213,260

 

CDW Corp.

   

9,722

 

2,486,693

 

Cisco Systems, Inc.

   

291,174

 

14,532,494

 

Corning, Inc.

   

53,790

 

1,772,918

 

F5, Inc.

   

4,423

a 

838,557

 

Hewlett Packard Enterprise Co.

   

94,764

 

1,680,166

 

HP, Inc.

   

62,166

 

1,878,657

 

Jabil, Inc.

   

9,274

 

1,242,252

 

Juniper Networks, Inc.

   

22,918

 

849,341

 

Keysight Technologies, Inc.

   

12,415

a 

1,941,458

 

Motorola Solutions, Inc.

   

11,788

 

4,184,504

 

NetApp, Inc.

   

14,847

 

1,558,490

 

Seagate Technology Holdings PLC

   

13,589

b 

1,264,456

 

Super Micro Computer, Inc.

   

3,473

a 

3,507,834

 

TE Connectivity Ltd.

   

21,953

 

3,188,454

 

Teledyne Technologies, Inc.

   

3,461

a 

1,485,877

 

Trimble, Inc.

   

16,932

a 

1,089,744

 

Western Digital Corp.

   

23,826

a 

1,625,886

 

Zebra Technologies Corp., Cl. A

   

3,726

a 

1,123,165

 
    

234,366,283

 

Telecommunication Services - .9%

     

AT&T, Inc.

   

510,744

 

8,989,094

 

T-Mobile US, Inc.

   

37,248

 

6,079,619

 

Verizon Communications, Inc.

   

300,310

 

12,601,008

 
    

27,669,721

 

Transportation - 1.8%

     

American Airlines Group, Inc.

   

46,150

a 

708,403

 

C.H. Robinson Worldwide, Inc.

   

8,843

 

673,306

 

CSX Corp.

   

141,160

 

5,232,801

 

Delta Air Lines, Inc.

   

45,857

 

2,195,175

 

Expeditors International of Washington, Inc.

   

10,578

 

1,285,967

 

FedEx Corp.

   

16,449

 

4,765,933

 

J.B. Hunt Transport Services, Inc.

   

5,678

 

1,131,342

 

Norfolk Southern Corp.

   

16,029

 

4,085,311

 

Old Dominion Freight Line, Inc.

   

12,804

 

2,808,045

 

Southwest Airlines Co.

   

41,422

 

1,209,108

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 105.3% (continued)

     

Transportation - 1.8% (continued)

     

Uber Technologies, Inc.

   

146,998

a 

11,317,376

 

Union Pacific Corp.

   

43,545

 

10,709,022

 

United Airlines Holdings, Inc.

   

24,105

a 

1,154,147

 

United Parcel Service, Inc., Cl. B

   

51,664

 

7,678,820

 
    

54,954,756

 

Utilities - 2.3%

     

Alliant Energy Corp.

   

17,725

 

893,340

 

Ameren Corp.

   

19,434

 

1,437,339

 

American Electric Power Co., Inc.

   

37,577

 

3,235,380

 

American Water Works Co., Inc.

   

13,858

 

1,693,586

 

Atmos Energy Corp.

   

10,784

 

1,281,894

 

CenterPoint Energy, Inc.

   

44,401

 

1,264,984

 

CMS Energy Corp.

   

21,297

 

1,285,061

 

Consolidated Edison, Inc.

   

24,744

 

2,247,003

 

Constellation Energy Corp.

   

22,658

 

4,188,331

 

Dominion Energy, Inc.

   

59,272

 

2,915,590

 

DTE Energy Co.

   

14,375

 

1,612,013

 

Duke Energy Corp.

   

55,054

 

5,324,272

 

Edison International

   

28,155

 

1,991,403

 

Entergy Corp.

   

15,847

 

1,674,711

 

Evergy, Inc.

   

16,528

 

882,265

 

Eversource Energy

   

24,729

 

1,478,052

 

Exelon Corp.

   

70,261

 

2,639,706

 

FirstEnergy Corp.

   

36,205

 

1,398,237

 

NextEra Energy, Inc.

   

146,559

 

9,366,586

 

NiSource, Inc.

   

30,322

 

838,707

 

NRG Energy, Inc.

   

16,523

 

1,118,442

 

PG&E Corp.

   

148,142

 

2,482,860

 

Pinnacle West Capital Corp.

   

7,570

 

565,706

 

PPL Corp.

   

53,626

 

1,476,324

 

Public Service Enterprise Group, Inc.

   

36,503

 

2,437,670

 

Sempra

   

44,954

 

3,229,046

 

The AES Corp.

   

49,717

 

891,426

 

The Southern Company

   

77,906

 

5,588,976

 

WEC Energy Group, Inc.

   

23,043

 

1,892,291

 

Xcel Energy, Inc.

   

39,757

 

2,136,939

 
    

69,468,140

 

Total Common Stocks (cost $661,690,740)

   

3,151,092,150

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 
  

1-Day
Yield (%)

     

Investment Companies - 1.6%

     

Registered Investment Companies - 1.6%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $47,345,297)

 

5.42

 

47,345,297

d 

 47,345,297

 

Total Investments (cost $709,036,037)

 

106.9%

 

3,198,437,447

 

Liabilities, Less Cash and Receivables

 

(6.9%)

 

(206,870,267)

 

Net Assets

 

100.0%

 

2,991,567,180

 

a Non-income producing security.

b Security, or portion thereof, on loan. At March 31, 2024, the value of the fund’s securities on loan was $37,402,864 and the value of the collateral was $38,121,038, consisting of U.S. Government & Agency securities. 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.


       

Futures 

   

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation ($)

 

Futures Long 

  

Standard & Poor's 500 E-mini

196

6/21/2024

51,037,639

52,023,300

985,661

 

Gross Unrealized Appreciation

 

985,661

 

See notes to financial statements.


STATEMENT OF INVESTMENTS
BNY Mellon Stock Index Fund, Inc.

March 31, 2024 (Unaudited)

The following is a summary of the inputs used as of March 31, 2024 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

3,151,092,150

-

 

-

3,151,092,150

 

Investment Companies

47,345,297

-

 

-

47,345,297

 

Other Financial Instruments:

  

Futures††

985,661

-

 

-

985,661

 

 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 fund’s Board of Directors (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 under the Act.


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

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

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

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

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, 2024 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, 2024, accumulated net unrealized appreciation on investments was $2,490,387,071, consisting of $2,527,469,019 gross unrealized appreciation and $37,081,948 gross unrealized depreciation.

At March 31, 2024, 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.