NPORT-EX 2 c10720bnymellon-january20231.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon S&P 500 Index Fund

January 31, 2023 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1%

     

Automobiles & Components - 1.8%

     

Aptiv PLC

   

15,727

a 

1,778,566

 

BorgWarner, Inc.

   

13,420

 

634,498

 

Ford Motor Co.

   

225,952

 

3,052,612

 

General Motors Co.

   

82,239

 

3,233,637

 

Tesla, Inc.

   

153,997

a 

26,675,360

 
    

35,374,673

 

Banks - 3.9%

     

Bank of America Corp.

   

400,444

 

14,207,753

 

Citigroup, Inc.

   

110,835

 

5,787,804

 

Citizens Financial Group, Inc.

   

28,146

 

1,219,285

 

Comerica, Inc.

   

7,275

 

533,330

 

Fifth Third Bancorp

   

39,658

 

1,439,189

 

First Republic Bank

   

10,589

 

1,491,778

 

Huntington Bancshares, Inc.

   

83,822

 

1,271,580

 

JPMorgan Chase & Co.

   

168,290

 

23,553,868

 

KeyCorp

   

52,515

 

1,007,763

 

M&T Bank Corp.

   

9,920

 

1,547,520

 

Regions Financial Corp.

   

53,860

 

1,267,864

 

Signature Bank

   

3,540

 

456,483

 

SVB Financial Group

   

3,439

a 

1,040,091

 

The PNC Financial Services Group, Inc.

   

23,324

 

3,858,489

 

Truist Financial Corp.

   

76,062

 

3,756,702

 

U.S. Bancorp

   

77,028

 

3,835,994

 

Wells Fargo & Co.

   

218,624

 

10,246,907

 

Zions Bancorp NA

   

8,354

 

444,099

 
    

76,966,499

 

Capital Goods - 5.8%

     

3M Co.

   

31,917

 

3,673,008

 

A.O. Smith Corp.

   

7,659

 

518,514

 

Allegion PLC

   

4,919

 

578,228

 

AMETEK, Inc.

   

13,027

 

1,887,873

 

Carrier Global Corp.

   

47,301

 

2,153,615

 

Caterpillar, Inc.

   

29,858

 

7,532,875

 

Cummins, Inc.

   

8,017

 

2,000,562

 

Deere & Co.

   

15,753

 

6,660,999

 

Dover Corp.

   

8,244

 

1,251,687

 

Eaton Corp.

   

22,721

 

3,685,573

 

Emerson Electric Co.

   

33,899

 

3,058,368

 

Fastenal Co.

   

33,353

 

1,685,994

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Capital Goods - 5.8% (continued)

     

Fortive Corp.

   

20,637

 

1,403,935

 

Generac Holdings, Inc.

   

3,844

a 

463,586

 

General Dynamics Corp.

   

12,883

 

3,002,512

 

General Electric Co.

   

62,438

 

5,025,010

 

Honeywell International, Inc.

   

38,574

 

8,041,908

 

Howmet Aerospace, Inc.

   

20,890

 

850,014

 

Huntington Ingalls Industries, Inc.

   

2,391

 

527,311

 

IDEX Corp.

   

4,311

 

1,033,260

 

Illinois Tool Works, Inc.

   

15,917

 

3,757,049

 

Ingersoll Rand, Inc.

   

23,236

 

1,301,216

 

Johnson Controls International PLC

   

39,449

 

2,744,467

 

L3Harris Technologies, Inc.

   

10,922

 

2,346,264

 

Lockheed Martin Corp.

   

13,365

 

6,191,470

 

Masco Corp.

   

13,253

 

705,060

 

Nordson Corp.

   

3,004

 

730,873

 

Northrop Grumman Corp.

   

8,328

 

3,731,277

 

Otis Worldwide Corp.

   

23,788

 

1,956,087

 

PACCAR, Inc.

   

19,904

 

2,175,706

 

Parker-Hannifin Corp.

   

7,350

 

2,396,100

 

Pentair PLC

   

9,594

 

531,316

 

Quanta Services, Inc.

   

8,154

 

1,240,957

 

Raytheon Technologies Corp.

   

84,343

 

8,421,649

 

Rockwell Automation, Inc.

   

6,538

 

1,843,912

 

Snap-on, Inc.

   

2,953

 

734,500

 

Stanley Black & Decker, Inc.

   

8,777

 

783,874

 

Textron, Inc.

   

11,757

 

856,497

 

The Boeing Company

   

32,123

a 

6,842,199

 

Trane Technologies PLC

   

13,161

 

2,357,398

 

TransDigm Group, Inc.

   

2,951

a 

2,118,080

 

United Rentals, Inc.

   

4,041

 

1,781,879

 

W.W. Grainger, Inc.

   

2,602

 

1,533,827

 

Westinghouse Air Brake Technologies Corp.

   

10,342

 

1,073,603

 

Xylem, Inc.

   

10,410

 

1,082,744

 
    

114,272,836

 

Commercial & Professional Services - .8%

     

Cintas Corp.

   

4,981

 

2,210,269

 

Copart, Inc.

   

24,606

a 

1,639,006

 

CoStar Group, Inc.

   

23,298

a 

1,814,914

 

Equifax, Inc.

   

6,958

 

1,546,068

 

Jacobs Solutions, Inc.

   

7,392

 

913,282

 

Leidos Holdings, Inc.

   

7,788

 

769,766

 

Republic Services, Inc.

   

11,728

 

1,463,889

 

Robert Half International, Inc.

   

6,500

 

545,740

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Commercial & Professional Services - .8% (continued)

     

Rollins, Inc.

   

13,215

 

481,026

 

Verisk Analytics, Inc.

   

8,971

 

1,630,838

 

Waste Management, Inc.

   

21,382

 

3,308,437

 
    

16,323,235

 

Consumer Durables & Apparel - .9%

     

D.R. Horton, Inc.

   

17,689

 

1,745,727

 

Garmin Ltd.

   

8,944

 

884,383

 

Hasbro, Inc.

   

7,493

 

443,361

 

Lennar Corp., Cl. A

   

14,819

 

1,517,466

 

Mohawk Industries, Inc.

   

2,847

a 

341,811

 

Newell Brands, Inc.

   

19,922

b 

317,955

 

NIKE, Inc., Cl. B

   

72,273

 

9,202,521

 

NVR, Inc.

   

169

a 

890,630

 

PulteGroup, Inc.

   

12,848

 

730,923

 

Ralph Lauren Corp.

   

2,448

b 

303,185

 

Tapestry, Inc.

   

13,298

 

605,990

 

VF Corp.

   

19,505

 

603,485

 

Whirlpool Corp.

   

3,044

 

473,616

 
    

18,061,053

 

Consumer Services - 2.1%

     

Booking Holdings, Inc.

   

2,243

a 

5,459,686

 

Caesars Entertainment, Inc.

   

12,568

a 

654,290

 

Carnival Corp.

   

55,187

a,b 

597,123

 

Chipotle Mexican Grill, Inc.

   

1,578

a 

2,597,988

 

Darden Restaurants, Inc.

   

7,122

 

1,053,842

 

Domino's Pizza, Inc.

   

2,008

 

708,824

 

Expedia Group, Inc.

   

8,394

a 

959,434

 

Hilton Worldwide Holdings, Inc.

   

15,423

 

2,237,723

 

Las Vegas Sands Corp.

   

18,683

a 

1,102,297

 

Marriott International, Inc., Cl. A

   

15,559

 

2,710,067

 

McDonald's Corp.

   

42,022

 

11,236,683

 

MGM Resorts International

   

18,720

 

775,195

 

Norwegian Cruise Line Holdings Ltd.

   

23,855

a 

362,835

 

Royal Caribbean Cruises Ltd.

   

12,441

a 

807,919

 

Starbucks Corp.

   

65,860

 

7,187,960

 

Wynn Resorts Ltd.

   

5,843

a,b 

605,569

 

Yum! Brands, Inc.

   

16,204

 

2,114,784

 
    

41,172,219

 

Diversified Financials - 5.4%

     

American Express Co.

   

34,297

 

5,999,574

 

Ameriprise Financial, Inc.

   

6,122

 

2,143,435

 

Berkshire Hathaway, Inc., Cl. B

   

103,372

a 

32,202,445

 

BlackRock, Inc.

   

8,611

 

6,537,557

 

Capital One Financial Corp.

   

21,955

 

2,612,645

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Diversified Financials - 5.4% (continued)

     

Cboe Global Markets, Inc.

   

6,064

 

745,144

 

CME Group, Inc.

   

20,631

 

3,644,672

 

Discover Financial Services

   

15,772

 

1,841,066

 

FactSet Research Systems, Inc.

   

2,139

 

904,669

 

Franklin Resources, Inc.

   

15,386

b 

480,043

 

Intercontinental Exchange, Inc.

   

31,941

 

3,435,255

 

Invesco Ltd.

   

24,999

 

462,731

 

MarketAxess Holdings, Inc.

   

2,090

 

760,447

 

Moody's Corp.

   

9,075

 

2,928,956

 

Morgan Stanley

   

75,600

 

7,358,148

 

MSCI, Inc.

   

4,560

 

2,423,914

 

Nasdaq, Inc.

   

19,316

 

1,162,630

 

Northern Trust Corp.

   

11,726

 

1,137,070

 

Raymond James Financial, Inc.

   

11,022

 

1,242,951

 

S&P Global, Inc.

   

19,097

 

7,160,229

 

State Street Corp.

   

21,075

 

1,924,780

 

Synchrony Financial

   

26,054

 

956,963

 

T. Rowe Price Group, Inc.

   

12,662

 

1,474,743

 

The Bank of New York Mellon Corp.

   

42,607

 

2,154,636

 

The Charles Schwab Corp.

   

87,513

 

6,775,256

 

The Goldman Sachs Group, Inc.

   

19,425

 

7,105,859

 
    

105,575,818

 

Energy - 5.0%

     

APA Corp.

   

19,040

 

844,043

 

Baker Hughes Co.

   

57,914

 

1,838,190

 

Chevron Corp.

   

102,066

 

17,761,525

 

ConocoPhillips

   

71,492

 

8,712,730

 

Coterra Energy, Inc.

   

44,375

 

1,110,706

 

Devon Energy Corp.

   

37,186

 

2,351,643

 

Diamondback Energy, Inc.

   

9,974

 

1,457,401

 

EOG Resources, Inc.

   

33,968

 

4,492,268

 

EQT Corp.

   

21,380

 

698,485

 

Exxon Mobil Corp.

   

236,283

 

27,411,191

 

Halliburton Co.

   

51,810

 

2,135,608

 

Hess Corp.

   

15,874

 

2,383,640

 

Kinder Morgan, Inc.

   

112,649

 

2,061,477

 

Marathon Oil Corp.

   

36,144

 

992,876

 

Marathon Petroleum Corp.

   

26,725

 

3,434,697

 

Occidental Petroleum Corp.

   

41,589

 

2,694,551

 

ONEOK, Inc.

   

25,809

 

1,767,400

 

Phillips 66

   

27,332

 

2,740,580

 

Pioneer Natural Resources Co.

   

13,660

 

3,146,581

 

Schlumberger Ltd.

   

81,777

 

4,659,653

 

Targa Resources Corp.

   

12,747

 

956,280

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Energy - 5.0% (continued)

     

The Williams Companies, Inc.

   

70,436

 

2,270,857

 

Valero Energy Corp.

   

22,022

 

3,083,741

 
    

99,006,123

 

Food & Staples Retailing - 1.5%

     

Costco Wholesale Corp.

   

25,394

 

12,979,889

 

Sysco Corp.

   

29,028

 

2,248,509

 

The Kroger Company

   

36,902

 

1,646,936

 

Walgreens Boots Alliance, Inc.

   

41,243

 

1,520,217

 

Walmart, Inc.

   

80,978

 

11,650,305

 
    

30,045,856

 

Food, Beverage & Tobacco - 3.5%

     

Altria Group, Inc.

   

102,175

 

4,601,962

 

Archer-Daniels-Midland Co.

   

31,698

 

2,626,179

 

Brown-Forman Corp., Cl. B

   

10,814

 

719,996

 

Campbell Soup Co.

   

11,789

 

612,203

 

Conagra Brands, Inc.

   

27,739

 

1,031,613

 

Constellation Brands, Inc., Cl. A

   

9,293

 

2,151,515

 

General Mills, Inc.

   

33,930

 

2,658,755

 

Hormel Foods Corp.

   

16,907

 

766,056

 

Kellogg Co.

   

14,717

 

1,009,292

 

Keurig Dr. Pepper, Inc.

   

49,373

 

1,741,879

 

Lamb Weston Holdings, Inc.

   

8,173

 

816,401

 

McCormick & Co.

   

14,687

 

1,103,287

 

Molson Coors Beverage Co., Cl. B

   

11,017

 

579,274

 

Mondelez International, Inc., Cl. A

   

78,134

 

5,113,089

 

Monster Beverage Corp.

   

21,845

a 

2,273,628

 

PepsiCo, Inc.

   

79,045

 

13,518,276

 

Philip Morris International, Inc.

   

88,941

 

9,271,210

 

The Coca-Cola Company

   

223,304

 

13,693,001

 

The Hershey Company

   

8,403

 

1,887,314

 

The J.M. Smucker Company

   

6,262

 

956,834

 

The Kraft Heinz Company

   

45,045

 

1,825,674

 

Tyson Foods, Inc., Cl. A

   

16,292

 

1,071,199

 
    

70,028,637

 

Health Care Equipment & Services - 6.1%

     

Abbott Laboratories

   

100,036

 

11,058,980

 

Align Technology, Inc.

   

4,271

a 

1,152,017

 

AmerisourceBergen Corp.

   

9,193

 

1,553,249

 

Baxter International, Inc.

   

29,491

 

1,347,444

 

Becton, Dickinson and Co.

   

16,271

 

4,103,872

 

Boston Scientific Corp.

   

81,795

a 

3,783,019

 

Cardinal Health, Inc.

   

14,818

 

1,144,690

 

Centene Corp.

   

32,746

a 

2,496,555

 

Cigna Corp.

   

17,542

 

5,555,025

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Health Care Equipment & Services - 6.1% (continued)

     

CVS Health Corp.

   

75,252

 

6,638,731

 

DaVita, Inc.

   

3,169

a 

261,094

 

Dentsply Sirona, Inc.

   

12,936

 

476,433

 

DexCom, Inc.

   

22,162

a 

2,373,329

 

Edwards Lifesciences Corp.

   

35,398

a 

2,715,027

 

Elevance Health, Inc.

   

13,691

 

6,845,363

 

GE HealthCare Technologies, Inc.

   

21,062

a,b 

1,464,230

 

HCA Healthcare, Inc.

   

12,238

 

3,121,547

 

Henry Schein, Inc.

   

7,726

a 

665,595

 

Hologic, Inc.

   

14,117

a 

1,148,700

 

Humana, Inc.

   

7,227

 

3,698,056

 

IDEXX Laboratories, Inc.

   

4,812

a 

2,312,166

 

Intuitive Surgical, Inc.

   

20,227

a 

4,969,572

 

Laboratory Corp. of America Holdings

   

4,999

 

1,260,348

 

McKesson Corp.

   

8,200

 

3,105,176

 

Medtronic PLC

   

76,696

 

6,418,688

 

Molina Healthcare, Inc.

   

3,329

a 

1,038,082

 

Quest Diagnostics, Inc.

   

6,748

 

1,001,943

 

ResMed, Inc.

   

8,498

 

1,940,688

 

Steris PLC

   

5,694

 

1,175,868

 

Stryker Corp.

   

19,431

 

4,931,782

 

Teleflex, Inc.

   

2,731

 

664,780

 

The Cooper Companies

   

2,763

 

964,094

 

UnitedHealth Group, Inc.

   

53,607

 

26,760,078

 

Universal Health Services, Inc., Cl. B

   

3,821

 

566,310

 

Zimmer Biomet Holdings, Inc.

   

12,086

 

1,539,031

 
    

120,251,562

 

Household & Personal Products - 1.6%

     

Church & Dwight Co.

   

13,907

 

1,124,520

 

Colgate-Palmolive Co.

   

48,127

 

3,586,905

 

Kimberly-Clark Corp.

   

19,389

 

2,520,764

 

The Clorox Company

   

7,221

 

1,044,806

 

The Estee Lauder Companies, Cl. A

   

13,202

 

3,658,010

 

The Procter & Gamble Company

   

135,959

 

19,357,842

 
    

31,292,847

 

Insurance - 2.4%

     

Aflac, Inc.

   

32,721

 

2,404,993

 

American International Group, Inc.

   

42,966

 

2,716,311

 

Aon PLC, Cl. A

   

11,962

 

3,812,050

 

Arch Capital Group Ltd.

   

21,679

a 

1,395,044

 

Arthur J. Gallagher & Co.

   

12,114

 

2,370,952

 

Assurant, Inc.

   

3,051

 

404,532

 

Brown & Brown, Inc.

   

13,451

 

787,691

 

Chubb Ltd.

   

23,750

 

5,402,887

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Insurance - 2.4% (continued)

     

Cincinnati Financial Corp.

   

9,147

 

1,034,983

 

Everest Re Group Ltd.

   

2,183

 

763,373

 

Globe Life, Inc.

   

5,046

 

609,809

 

Lincoln National Corp.

   

9,397

 

332,936

 

Loews Corp.

   

11,133

 

684,457

 

Marsh & McLennan Cos.

   

28,639

 

5,009,247

 

MetLife, Inc.

   

38,113

 

2,783,011

 

Principal Financial Group, Inc.

   

13,159

 

1,217,865

 

Prudential Financial, Inc.

   

21,281

 

2,233,228

 

The Allstate Corp.

   

15,337

 

1,970,344

 

The Hartford Financial Services Group, Inc.

   

18,235

 

1,415,218

 

The Progressive Corp.

   

33,568

 

4,576,997

 

The Travelers Companies, Inc.

   

13,497

 

2,579,547

 

W.R. Berkley Corp.

   

11,675

 

818,885

 

Willis Towers Watson PLC

   

6,171

 

1,568,606

 
    

46,892,966

 

Materials - 2.8%

     

Air Products & Chemicals, Inc.

   

12,718

 

4,076,246

 

Albemarle Corp.

   

6,682

 

1,880,649

 

Amcor PLC

   

85,161

 

1,027,042

 

Avery Dennison Corp.

   

4,785

 

906,470

 

Ball Corp.

   

18,753

 

1,092,175

 

Celanese Corp.

   

5,858

a 

721,706

 

CF Industries Holdings, Inc.

   

11,142

 

943,727

 

Corteva, Inc.

   

40,644

 

2,619,506

 

Dow, Inc.

   

40,698

 

2,415,426

 

DuPont de Nemours, Inc.

   

28,345

 

2,096,113

 

Eastman Chemical Co.

   

6,811

 

600,526

 

Ecolab, Inc.

   

14,238

 

2,204,470

 

FMC Corp.

   

7,252

 

965,459

 

Freeport-McMoRan, Inc.

   

82,206

 

3,668,032

 

International Flavors & Fragrances, Inc.

   

14,465

 

1,626,734

 

International Paper Co.

   

20,169

 

843,468

 

Linde PLC

   

28,365

 

9,387,113

 

LyondellBasell Industries NV, Cl. A

   

14,480

 

1,400,071

 

Martin Marietta Materials, Inc.

   

3,619

 

1,301,537

 

Newmont Corp.

   

45,480

 

2,407,256

 

Nucor Corp.

   

14,836

 

2,507,581

 

Packaging Corp. of America

   

5,194

 

741,184

 

PPG Industries, Inc.

   

13,648

 

1,778,880

 

Sealed Air Corp.

   

7,853

 

430,030

 

Steel Dynamics, Inc.

   

8,731

 

1,053,308

 

The Mosaic Company

   

20,290

 

1,005,167

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Materials - 2.8% (continued)

     

The Sherwin-Williams Company

   

13,627

 

3,224,012

 

Vulcan Materials Co.

   

7,766

 

1,423,741

 

WestRock Co.

   

13,947

 

547,280

 
    

54,894,909

 

Media & Entertainment - 6.6%

     

Activision Blizzard, Inc.

   

40,815

a 

3,125,205

 

Alphabet, Inc., Cl. A

   

342,696

a 

33,872,073

 

Alphabet, Inc., Cl. C

   

303,786

a 

30,339,108

 

Charter Communications, Inc., Cl. A

   

6,212

a 

2,387,334

 

Comcast Corp., Cl. A

   

247,510

 

9,739,518

 

DISH Network Corp., Cl. A

   

15,713

a 

226,110

 

Electronic Arts, Inc.

   

14,838

 

1,909,354

 

Fox Corp., Cl. A

   

18,108

a 

614,586

 

Fox Corp., Cl. B

   

8,667

a 

274,744

 

Live Nation Entertainment, Inc.

   

8,270

a 

665,652

 

Match Group, Inc.

   

16,582

a 

897,418

 

Meta Platforms, Inc., Cl. A

   

129,016

a 

19,219,514

 

Netflix, Inc.

   

25,533

a 

9,035,107

 

News Corporation, Cl. A

   

23,170

a 

469,424

 

News Corporation, Cl. B

   

5,460

a 

111,602

 

Omnicom Group, Inc.

   

11,453

 

984,843

 

Paramount Global, Cl. B

   

29,711

b 

688,107

 

Take-Two Interactive Software, Inc.

   

8,994

a 

1,018,391

 

The Interpublic Group of Companies

   

22,301

 

813,094

 

The Walt Disney Company

   

104,596

a 

11,347,620

 

Warner Bros Discovery, Inc.

   

123,866

a 

1,835,694

 
    

129,574,498

 

Pharmaceuticals Biotechnology & Life Sciences - 8.4%

     

AbbVie, Inc.

   

101,465

 

14,991,454

 

Agilent Technologies, Inc.

   

16,869

 

2,565,438

 

Amgen, Inc.

   

30,614

 

7,726,974

 

Biogen, Inc.

   

8,212

a 

2,388,871

 

Bio-Rad Laboratories Inc., Cl. A

   

1,294

a 

604,893

 

Bio-Techne Corp.

   

8,864

 

706,106

 

Bristol-Myers Squibb Co.

   

121,987

 

8,862,356

 

Catalent, Inc.

   

10,332

a 

553,279

 

Charles River Laboratories International, Inc.

   

2,798

a 

680,614

 

Danaher Corp.

   

37,590

 

9,938,044

 

Eli Lilly & Co.

   

45,248

 

15,572,099

 

Gilead Sciences, Inc.

   

71,884

 

6,033,943

 

Illumina, Inc.

   

8,916

a 

1,909,807

 

Incyte Corp.

   

10,510

a 

894,821

 

IQVIA Holdings, Inc.

   

10,592

a 

2,429,911

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Pharmaceuticals Biotechnology & Life Sciences - 8.4% (continued)

     

Johnson & Johnson

   

150,004

 

24,513,654

 

Merck & Co., Inc.

   

145,466

 

15,624,503

 

Mettler-Toledo International, Inc.

   

1,299

a 

1,991,263

 

Moderna, Inc.

   

19,046

a 

3,353,239

 

Organon & Co.

   

14,390

 

433,571

 

PerkinElmer, Inc.

   

7,217

 

992,554

 

Pfizer, Inc.

   

322,059

 

14,222,125

 

Regeneron Pharmaceuticals, Inc.

   

6,143

a 

4,659,281

 

Thermo Fisher Scientific, Inc.

   

22,502

 

12,833,566

 

Vertex Pharmaceuticals, Inc.

   

14,681

a 

4,743,431

 

Viatris, Inc.

   

67,183

 

816,945

 

Waters Corp.

   

3,400

a 

1,117,172

 

West Pharmaceutical Services, Inc.

   

4,285

 

1,138,096

 

Zoetis, Inc.

   

26,587

 

4,399,883

 
    

166,697,893

 

Real Estate - 2.8%

     

Alexandria Real Estate Equities, Inc.

   

8,548

c 

1,374,006

 

American Tower Corp.

   

26,630

c 

5,948,876

 

AvalonBay Communities, Inc.

   

7,952

c 

1,411,003

 

Boston Properties, Inc.

   

8,556

c 

637,764

 

Camden Property Trust

   

6,185

c 

762,054

 

CBRE Group, Inc., Cl. A

   

17,886

a 

1,529,432

 

Crown Castle, Inc.

   

24,821

c 

3,676,238

 

Digital Realty Trust, Inc.

   

16,456

c 

1,886,187

 

Equinix, Inc.

   

5,269

c 

3,889,207

 

Equity Residential

   

19,619

c 

1,248,749

 

Essex Property Trust, Inc.

   

3,784

c 

855,449

 

Extra Space Storage, Inc.

   

7,657

c 

1,208,504

 

Federal Realty Investment Trust

   

4,235

c 

472,330

 

Healthpeak Properties, Inc.

   

30,864

c 

848,143

 

Host Hotels & Resorts, Inc.

   

41,345

c 

779,353

 

Invitation Homes, Inc.

   

33,887

c 

1,101,327

 

Iron Mountain, Inc.

   

17,157

c 

936,429

 

Kimco Realty Corp.

   

35,531

c 

798,026

 

Mid-America Apartment Communities, Inc.

   

6,484

c 

1,081,012

 

Prologis, Inc.

   

52,894

c 

6,838,136

 

Public Storage

   

9,071

c 

2,760,668

 

Realty Income Corp.

   

36,292

c 

2,461,686

 

Regency Centers Corp.

   

8,808

c 

586,877

 

SBA Communications Corp.

   

6,183

c 

1,839,628

 

Simon Property Group, Inc.

   

18,583

c 

2,387,172

 

UDR, Inc.

   

17,484

c 

744,644

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Real Estate - 2.8% (continued)

     

Ventas, Inc.

   

23,077

c 

1,195,619

 

VICI Properties, Inc.

   

54,795

c 

1,872,893

 

Welltower, Inc.

   

27,277

c 

2,046,866

 

Weyerhaeuser Co.

   

42,562

c 

1,465,410

 
    

54,643,688

 

Retailing - 5.7%

     

Advance Auto Parts, Inc.

   

3,494

 

532,066

 

Amazon.com, Inc.

   

509,220

a 

52,515,859

 

AutoZone, Inc.

   

1,094

a 

2,668,102

 

Bath & Body Works, Inc.

   

12,599

 

579,680

 

Best Buy Co.

   

11,327

 

1,004,931

 

CarMax, Inc.

   

8,875

a,b 

625,244

 

Dollar General Corp.

   

13,045

 

3,047,312

 

Dollar Tree, Inc.

   

12,093

a 

1,816,127

 

eBay, Inc.

   

30,661

 

1,517,719

 

Etsy, Inc.

   

7,067

a 

972,278

 

Genuine Parts Co.

   

8,019

 

1,345,749

 

LKQ Corp.

   

14,809

 

873,139

 

Lowe's Cos.

   

35,612

 

7,416,199

 

O'Reilly Automotive, Inc.

   

3,606

a 

2,857,214

 

Pool Corp.

   

2,278

 

878,420

 

Ross Stores, Inc.

   

20,127

 

2,378,810

 

Target Corp.

   

26,617

 

4,581,850

 

The Home Depot, Inc.

   

58,735

 

19,040,125

 

The TJX Companies

   

66,458

 

5,440,252

 

Tractor Supply Co.

   

6,264

 

1,428,129

 

Ulta Beauty, Inc.

   

2,961

a 

1,521,836

 
    

113,041,041

 

Semiconductors & Semiconductor Equipment - 5.5%

     

Advanced Micro Devices, Inc.

   

93,117

a 

6,997,743

 

Analog Devices, Inc.

   

29,410

 

5,042,933

 

Applied Materials, Inc.

   

49,228

 

5,488,430

 

Broadcom, Inc.

   

23,237

 

13,593,877

 

Enphase Energy, Inc.

   

7,886

a 

1,745,803

 

First Solar, Inc.

   

5,562

a 

987,811

 

Intel Corp.

   

236,743

 

6,690,357

 

KLA Corp.

   

8,144

 

3,196,357

 

Lam Research Corp.

   

7,784

 

3,892,778

 

Microchip Technology, Inc.

   

31,781

 

2,466,841

 

Micron Technology, Inc.

   

62,359

 

3,760,248

 

Monolithic Power Systems, Inc.

   

2,560

 

1,091,994

 

NVIDIA Corp.

   

142,862

 

27,910,949

 

NXP Semiconductors NV

   

14,799

 

2,727,604

 

ON Semiconductor Corp.

   

25,254

a 

1,854,906

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Semiconductors & Semiconductor Equipment - 5.5% (continued)

     

Qorvo, Inc.

   

5,630

a 

611,756

 

Qualcomm, Inc.

   

64,316

 

8,567,534

 

Skyworks Solutions, Inc.

   

8,925

 

978,805

 

SolarEdge Technologies, Inc.

   

3,302

a 

1,053,767

 

Teradyne, Inc.

   

8,850

 

900,045

 

Texas Instruments, Inc.

   

52,071

 

9,227,502

 
    

108,788,040

 

Software & Services - 12.7%

     

Accenture PLC, Cl. A

   

36,150

 

10,087,657

 

Adobe, Inc.

   

26,673

a 

9,878,079

 

Akamai Technologies, Inc.

   

8,787

a 

781,604

 

Ansys, Inc.

   

4,981

a 

1,326,739

 

Autodesk, Inc.

   

12,298

a 

2,646,038

 

Automatic Data Processing, Inc.

   

23,721

 

5,356,439

 

Broadridge Financial Solutions, Inc.

   

6,778

 

1,019,140

 

Cadence Design Systems, Inc.

   

15,626

a 

2,856,902

 

Ceridian HCM Holding, Inc.

   

8,993

a 

650,014

 

Cognizant Technology Solutions Corp., Cl. A

   

29,700

 

1,982,475

 

DXC Technology Co.

   

13,294

a 

381,937

 

EPAM Systems, Inc.

   

3,266

a 

1,086,435

 

Fidelity National Information Services, Inc.

   

34,315

 

2,574,998

 

Fiserv, Inc.

   

36,164

a 

3,857,976

 

FLEETCOR Technologies, Inc.

   

4,268

a 

891,201

 

Fortinet, Inc.

   

37,298

a 

1,952,177

 

Gartner, Inc.

   

4,574

a 

1,546,652

 

Gen Digital, Inc.

   

33,822

 

778,244

 

Global Payments, Inc.

   

15,496

 

1,746,709

 

International Business Machines Corp.

   

51,873

 

6,988,849

 

Intuit, Inc.

   

16,276

 

6,879,377

 

Jack Henry & Associates, Inc.

   

4,242

 

763,942

 

Mastercard, Inc., Cl. A

   

48,704

 

18,049,702

 

Microsoft Corp.

   

427,694

 

105,986,850

 

Oracle Corp.

   

88,173

 

7,799,784

 

Paychex, Inc.

   

18,533

 

2,147,233

 

Paycom Software, Inc.

   

2,747

a 

889,863

 

PayPal Holdings, Inc.

   

65,202

a 

5,313,311

 

PTC, Inc.

   

6,142

a 

828,433

 

Roper Technologies, Inc.

   

6,144

 

2,621,952

 

Salesforce, Inc.

   

57,374

a 

9,637,111

 

ServiceNow, Inc.

   

11,532

a 

5,248,559

 

Synopsys, Inc.

   

8,746

a 

3,093,897

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Software & Services - 12.7% (continued)

     

Tyler Technologies, Inc.

   

2,439

a 

787,236

 

Verisign, Inc.

   

5,206

a 

1,135,168

 

Visa, Inc., Cl. A

   

93,808

b 

21,595,540

 
    

251,168,223

 

Technology Hardware & Equipment - 8.0%

     

Amphenol Corp., Cl. A

   

34,188

 

2,727,177

 

Apple, Inc.

   

857,951

 

123,793,750

 

Arista Networks, Inc.

   

14,085

a 

1,774,992

 

CDW Corp.

   

7,892

 

1,547,069

 

Cisco Systems, Inc.

   

235,576

 

11,465,484

 

Corning, Inc.

   

44,012

 

1,523,255

 

F5, Inc.

   

3,627

a 

535,563

 

Hewlett Packard Enterprise Co.

   

72,796

 

1,174,199

 

HP, Inc.

   

50,985

 

1,485,703

 

Juniper Networks, Inc.

   

18,260

 

589,798

 

Keysight Technologies, Inc.

   

10,351

a 

1,856,452

 

Motorola Solutions, Inc.

   

9,668

 

2,484,773

 

NetApp, Inc.

   

12,729

 

843,042

 

Seagate Technology Holdings PLC

   

10,506

 

712,097

 

TE Connectivity Ltd.

   

18,123

 

2,304,339

 

Teledyne Technologies, Inc.

   

2,643

a 

1,121,319

 

Trimble, Inc.

   

13,697

a 

795,248

 

Western Digital Corp.

   

18,708

a 

822,217

 

Zebra Technologies Corp., Cl. A

   

2,866

a 

906,172

 
    

158,462,649

 

Telecommunication Services - 1.2%

     

AT&T, Inc.

   

408,905

 

8,329,395

 

Lumen Technologies, Inc.

   

53,418

 

280,445

 

T-Mobile US, Inc.

   

34,157

a 

5,099,982

 

Verizon Communications, Inc.

   

240,961

 

10,016,749

 
    

23,726,571

 

Transportation - 1.7%

     

Alaska Air Group, Inc.

   

7,750

a 

397,885

 

American Airlines Group, Inc.

   

37,613

a 

607,074

 

C.H. Robinson Worldwide, Inc.

   

6,447

 

645,796

 

CSX Corp.

   

121,207

 

3,747,720

 

Delta Air Lines, Inc.

   

37,482

a 

1,465,546

 

Expeditors International of Washington, Inc.

   

9,150

 

989,573

 

FedEx Corp.

   

13,834

 

2,681,859

 

J.B. Hunt Transport Services, Inc.

   

4,694

 

887,401

 

Norfolk Southern Corp.

   

13,340

 

3,279,105

 

Old Dominion Freight Line, Inc.

   

5,235

 

1,744,511

 

Southwest Airlines Co.

   

33,991

 

1,215,858

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.1% (continued)

     

Transportation - 1.7% (continued)

     

Union Pacific Corp.

   

35,274

 

7,202,598

 

United Airlines Holdings, Inc.

   

18,303

a 

896,115

 

United Parcel Service, Inc., Cl. B

   

41,873

 

7,756,136

 
    

33,517,177

 

Utilities - 2.9%

     

Alliant Energy Corp.

   

14,836

 

801,589

 

Ameren Corp.

   

14,922

 

1,296,274

 

American Electric Power Co.

   

29,198

 

2,743,444

 

American Water Works Co.

   

10,490

 

1,641,580

 

Atmos Energy Corp.

   

8,065

 

947,960

 

CenterPoint Energy, Inc.

   

35,792

 

1,078,055

 

CMS Energy Corp.

   

16,578

 

1,047,564

 

Consolidated Edison, Inc.

   

20,529

 

1,956,619

 

Constellation Energy Corp.

   

18,873

 

1,610,999

 

Dominion Energy, Inc.

   

47,967

 

3,052,620

 

DTE Energy Co.

   

11,292

 

1,314,050

 

Duke Energy Corp.

   

44,338

 

4,542,428

 

Edison International

   

21,585

 

1,487,206

 

Entergy Corp.

   

11,507

 

1,245,978

 

Evergy, Inc.

   

12,872

 

806,431

 

Eversource Energy

   

19,889

 

1,637,461

 

Exelon Corp.

   

57,039

 

2,406,475

 

FirstEnergy Corp.

   

31,351

 

1,283,823

 

NextEra Energy, Inc.

   

114,012

 

8,508,716

 

NiSource, Inc.

   

23,675

 

656,981

 

NRG Energy, Inc.

   

13,543

 

463,441

 

PG&E Corp.

   

91,229

a,b 

1,450,541

 

Pinnacle West Capital Corp.

   

6,640

 

495,012

 

PPL Corp.

   

43,245

 

1,280,052

 

Public Service Enterprise Group, Inc.

   

28,451

 

1,761,970

 

Sempra Energy

   

17,887

 

2,867,823

 

The AES Corp.

   

38,060

 

1,043,225

 

The Southern Company

   

62,163

 

4,207,192

 

WEC Energy Group, Inc.

   

18,286

 

1,718,701

 

Xcel Energy, Inc.

   

31,187

 

2,144,730

 
    

57,498,940

 

Total Common Stocks (cost $433,610,220)

   

1,957,277,953

 
  

1-Day
Yield (%)

     

Investment Companies - .8%

     

Registered Investment Companies - .8%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $15,449,933)

 

4.41

 

15,449,933

d 

 15,449,933

 


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 $1,092,942)

 

4.41

 

1,092,942

d 

 1,092,942

 

Total Investments (cost $450,153,095)

 

99.9%

 

1,973,820,828

 

Cash and Receivables (Net)

 

.1%

 

994,156

 

Net Assets

 

100.0%

 

1,974,814,984

 

a Non-income producing security.

b Security, or portion thereof, on loan. At January 31, 2023, the value of the fund’s securities on loan was $27,313,001 and the value of the collateral was $27,751,628, consisting of cash collateral of $1,092,942 and U.S. Government & Agency securities valued at $26,658,686. 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

89

3/17/2023

17,731,528

18,200,500

468,972

 

Gross Unrealized Appreciation

 

468,972

 

See notes to financial statements.


STATEMENT OF INVESTMENTS
BNY Mellon S&P 500 Index Fund

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 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

1,957,277,953

-

 

-

1,957,277,953

 

Investment Companies

16,542,875

-

 

-

16,542,875

 

Other Financial Instruments:

  

Futures††

468,972

-

 

-

468,972

 

 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 Company’s Board of Directors (the “Board”) has designated the Adviser as the fund’s valuation designee, effective September 8, 2022, 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 January 31, 2023 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 January 31, 2023, accumulated net unrealized appreciation on investments was $1,523,667,733, consisting of $1,550,885,574 gross unrealized appreciation and $27,217,841 gross unrealized depreciation.

At January 31, 2023, 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.