STATEMENT
OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.
July 31, 2021 (Unaudited)
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% | |||||||
Automobiles & Components - 2.2% | |||||||
Adient | 98,276 | a | 4,140,368 | ||||
Dana | 150,347 | 3,632,384 | |||||
Fox Factory Holding | 43,293 | a | 6,993,551 | ||||
Gentex | 251,140 | 8,546,294 | |||||
Harley-Davidson | 159,903 | 6,335,357 | |||||
Lear | 56,534 | 9,892,319 | |||||
The Goodyear Tire & Rubber Company | 284,237 | a | 4,465,363 | ||||
Thor Industries | 57,455 | 6,800,374 | |||||
Visteon | 29,211 | a | 3,331,515 | ||||
54,137,525 | |||||||
Banks - 7.3% | |||||||
Associated Banc-Corp | 157,972 | 3,127,846 | |||||
BancorpSouth Bank | 99,513 | 2,567,435 | |||||
Bank of Hawaii | 41,691 | 3,489,954 | |||||
Bank OZK | 125,861 | 5,123,801 | |||||
Cathay General Bancorp | 77,532 | 2,936,137 | |||||
CIT Group | 103,269 | 4,981,697 | |||||
Commerce Bancshares | 108,751 | 7,691,958 | |||||
Cullen/Frost Bankers | 58,885 | 6,319,538 | |||||
East West Bancorp | 147,125 | 10,467,944 | |||||
Essent Group | 116,968 | 5,283,445 | |||||
F.N.B. | 332,847 | 3,814,427 | |||||
First Financial Bankshares | 146,850 | 7,172,154 | |||||
First Horizon | 574,320 | 8,873,244 | |||||
Fulton Financial | 169,022 | 2,589,417 | |||||
Glacier Bancorp | 98,473 | 5,077,268 | |||||
Hancock Whitney | 90,226 | 3,943,778 | |||||
Home BancShares | 158,742 | 3,362,156 | |||||
International Bancshares | 57,963 | 2,265,194 | |||||
MGIC Investment | 350,787 | 4,854,892 | |||||
New York Community Bancorp | 479,479 | 5,648,263 | |||||
PacWest Bancorp | 121,074 | 4,821,167 | |||||
Pinnacle Financial Partners | 79,235 | 7,100,248 | |||||
Prosperity Bancshares | 95,912 | 6,540,239 | |||||
Signature Bank | 59,578 | 13,522,419 | |||||
Sterling Bancorp | 198,486 | 4,309,131 | |||||
Synovus Financial | 153,346 | 6,271,851 | |||||
Texas Capital Bancshares | 52,413 | a | 3,300,971 | ||||
Trustmark | 64,892 | 1,948,058 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Banks - 7.3% (continued) | |||||||
UMB Financial | 44,882 | 4,200,955 | |||||
Umpqua Holdings | 228,135 | 4,304,907 | |||||
United Bankshares | 139,366 | 4,813,702 | |||||
Valley National Bancorp | 418,538 | 5,394,955 | |||||
Washington Federal | 74,225 | 2,395,241 | |||||
Webster Financial | 94,007 | 4,521,737 | |||||
Wintrust Financial | 58,756 | 4,195,178 | |||||
177,231,307 | |||||||
Capital Goods - 12.8% | |||||||
Acuity Brands | 37,124 | 6,510,807 | |||||
AECOM | 152,214 | a | 9,583,393 | ||||
AGCO | 63,793 | 8,427,693 | |||||
Axon Enterprise | 66,564 | a | 12,382,235 | ||||
Builders FirstSource | 215,481 | a | 9,588,904 | ||||
Carlisle | 54,274 | 10,976,374 | |||||
Colfax | 122,580 | a | 5,623,970 | ||||
Crane | 51,209 | 4,979,051 | |||||
Curtiss-Wright | 42,626 | 5,042,656 | |||||
Donaldson | 130,952 | 8,667,713 | |||||
Dycom Industries | 31,514 | a | 2,187,072 | ||||
EMCOR Group | 56,300 | 6,857,903 | |||||
EnerSys | 44,175 | 4,358,305 | |||||
Flowserve | 135,698 | 5,711,529 | |||||
Fluor | 130,796 | a | 2,179,061 | ||||
GATX | 36,915 | 3,405,409 | |||||
Graco | 175,474 | 13,701,010 | |||||
Hexcel | 87,001 | a | 4,734,594 | ||||
Hubbell | 56,426 | 11,311,156 | |||||
ITT | 88,894 | 8,703,612 | |||||
Kennametal | 85,877 | 3,113,041 | |||||
Lennox International | 35,697 | 11,759,663 | |||||
Lincoln Electric Holdings | 61,945 | 8,636,991 | |||||
MasTec | 58,253 | a | 5,896,951 | ||||
Mercury Systems | 58,049 | a | 3,831,234 | ||||
MSC Industrial Direct, Cl. A | 48,370 | 4,313,153 | |||||
Nordson | 55,853 | 12,630,039 | |||||
nVent Electric | 174,352 | 5,511,267 | |||||
Oshkosh | 71,371 | 8,532,403 | |||||
Owens Corning | 107,928 | 10,378,356 | |||||
Regal Beloit | 42,317 | 6,230,332 | |||||
Simpson Manufacturing | 45,113 | 5,074,310 | |||||
Sunrun | 166,097 | a | 8,798,158 | ||||
Terex | 71,769 | 3,439,170 | |||||
The Middleby | 57,466 | a | 11,004,164 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Capital Goods - 12.8% (continued) | |||||||
The Timken Company | 71,319 | 5,669,860 | |||||
The Toro Company | 110,646 | 12,584,876 | |||||
Trex | 119,228 | a | 11,577,039 | ||||
Trinity Industries | 84,527 | 2,291,527 | |||||
Univar Solutions | 175,442 | a | 4,305,347 | ||||
Valmont Industries | 22,195 | 5,259,105 | |||||
Watsco | 33,999 | 9,602,678 | |||||
Woodward | 60,865 | 7,398,749 | |||||
312,770,860 | |||||||
Commercial & Professional Services - 3.4% | |||||||
ASGN | 55,465 | a | 5,609,175 | ||||
CACI International, Cl. A | 24,503 | a | 6,541,321 | ||||
Clean Harbors | 51,718 | a | 4,913,210 | ||||
FTI Consulting | 35,263 | a | 5,137,819 | ||||
Healthcare Services Group | 76,630 | 2,000,043 | |||||
Herman Miller | 73,684 | 3,179,465 | |||||
IAA | 139,694 | a | 8,448,693 | ||||
Insperity | 36,890 | 3,653,954 | |||||
KAR Auction Services | 129,764 | a | 2,138,511 | ||||
KBR | 147,397 | 5,704,264 | |||||
ManpowerGroup | 56,694 | 6,722,775 | |||||
MSA Safety | 37,572 | 6,179,843 | |||||
Science Applications International | 60,345 | 5,268,118 | |||||
Stericycle | 94,690 | a | 6,680,379 | ||||
Tetra Tech | 55,884 | 7,461,632 | |||||
The Brink's Company | 51,708 | 3,979,448 | |||||
83,618,650 | |||||||
Consumer Durables & Apparel - 4.8% | |||||||
Brunswick | 80,417 | 8,395,535 | |||||
Callaway Golf | 120,495 | a | 3,817,282 | ||||
Capri Holdings | 156,259 | a | 8,798,944 | ||||
Carter's | 45,287 | 4,426,351 | |||||
Columbia Sportswear | 31,415 | 3,129,562 | |||||
Crocs | 67,107 | a | 9,113,802 | ||||
Deckers Outdoor | 28,920 | a | 11,881,782 | ||||
Helen of Troy | 25,283 | a | 5,647,969 | ||||
KB Home | 92,962 | 3,945,307 | |||||
Mattel | 361,407 | a | 7,849,760 | ||||
Polaris | 59,854 | 7,845,064 | |||||
Skechers USA, CI. A | 139,525 | a | 7,489,702 | ||||
Taylor Morrison Home | 134,556 | a | 3,608,792 | ||||
Tempur Sealy International | 190,500 | 8,242,935 | |||||
Toll Brothers | 116,850 | 6,925,699 | |||||
TopBuild | 34,108 | a | 6,913,351 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Consumer Durables & Apparel - 4.8% (continued) | |||||||
Tri Pointe Homes | 123,573 | a | 2,980,581 | ||||
YETI Holdings | 77,424 | a | 7,458,254 | ||||
118,470,672 | |||||||
Consumer Services - 3.8% | |||||||
Boyd Gaming | 84,268 | a | 4,803,276 | ||||
Choice Hotels International | 29,986 | 3,595,321 | |||||
Churchill Downs | 36,110 | 6,709,238 | |||||
Cracker Barrel Old Country Store | 24,778 | 3,374,268 | |||||
Graham Holdings, Cl. B | 4,164 | 2,767,644 | |||||
Grand Canyon Education | 47,725 | a | 4,408,358 | ||||
H&R Block | 186,889 | 4,588,125 | |||||
Jack in the Box | 22,817 | 2,483,859 | |||||
Marriott Vacations Worldwide | 44,354 | a | 6,536,449 | ||||
Papa John's International | 34,619 | 3,950,720 | |||||
Scientific Games | 58,248 | a | 3,594,484 | ||||
Service Corp. International | 174,823 | 10,924,689 | |||||
Six Flags Entertainment | 78,158 | a | 3,247,465 | ||||
Strategic Education | 25,572 | 2,027,604 | |||||
Texas Roadhouse | 68,222 | 6,288,022 | |||||
The Wendy's Company | 182,364 | 4,232,668 | |||||
Travel + Leisure | 89,927 | 4,658,219 | |||||
Wingstop | 30,725 | 5,263,500 | |||||
WW International | 50,565 | a | 1,554,368 | ||||
Wyndham Hotels & Resorts | 97,155 | 7,000,989 | |||||
92,009,266 | |||||||
Diversified Financials - 3.4% | |||||||
Affiliated Managers Group | 43,299 | 6,860,294 | |||||
Evercore, Cl. A | 42,587 | 5,630,001 | |||||
FactSet Research Systems | 39,125 | 13,978,580 | |||||
Federated Hermes | 96,163 | 3,119,528 | |||||
FirstCash | 42,397 | 3,357,842 | |||||
Interactive Brokers Group, Cl. A | 84,153 | 5,205,705 | |||||
Janus Henderson Group | 177,862 | 7,441,746 | |||||
Jefferies Financial Group | 208,004 | 6,903,653 | |||||
LendingTree | 11,430 | a | 2,231,365 | ||||
Navient | 186,667 | 3,813,607 | |||||
PROG Holdings | 70,353 | 3,079,351 | |||||
SEI Investments | 122,358 | 7,439,366 | |||||
SLM | 335,816 | 6,323,415 | |||||
Stifel Financial | 108,964 | 7,250,465 | |||||
82,634,918 | |||||||
Energy - 2.0% | |||||||
Antero Midstream | 297,533 | 2,826,563 | |||||
ChampionX | 193,189 | a | 4,489,712 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Energy - 2.0% (continued) | |||||||
Cimarex Energy | 106,130 | 6,919,676 | |||||
CNX Resources | 227,891 | a | 2,757,481 | ||||
DT Midstream | 100,154 | a | 4,246,530 | ||||
EQT | 287,854 | a | 5,293,635 | ||||
Equitrans Midstream | 418,369 | 3,438,993 | |||||
HollyFrontier | 155,297 | 4,565,732 | |||||
Murphy Oil | 149,201 | 3,239,154 | |||||
Targa Resources | 237,644 | 10,007,189 | |||||
World Fuel Services | 65,626 | 2,261,472 | |||||
50,046,137 | |||||||
Food & Staples Retailing - .8% | |||||||
BJ's Wholesale Club Holdings | 141,489 | a | 7,165,003 | ||||
Casey's General Stores | 38,142 | 7,541,055 | |||||
Grocery Outlet Holding | 91,158 | a | 3,019,153 | ||||
Sprouts Farmers Market | 121,478 | a | 2,985,929 | ||||
20,711,140 | |||||||
Food, Beverage & Tobacco - 2.1% | |||||||
Darling Ingredients | 169,023 | a | 11,674,419 | ||||
Flowers Foods | 203,950 | 4,805,062 | |||||
Ingredion | 69,092 | 6,066,969 | |||||
Lancaster Colony | 20,413 | 4,039,120 | |||||
Pilgrim's Pride | 49,768 | a | 1,102,361 | ||||
Post Holdings | 61,530 | a | 6,296,980 | ||||
Sanderson Farms | 20,437 | 3,818,449 | |||||
The Boston Beer Company, Cl. A | 9,564 | a | 6,790,440 | ||||
The Hain Celestial Group | 84,084 | a | 3,355,792 | ||||
Tootsie Roll Industries | 18,849 | 648,217 | |||||
TreeHouse Foods | 57,918 | a | 2,571,559 | ||||
51,169,368 | |||||||
Health Care Equipment & Services - 6.6% | |||||||
Acadia Healthcare | 93,169 | a | 5,750,391 | ||||
Amedisys | 33,867 | a | 8,826,418 | ||||
Chemed | 16,467 | 7,838,621 | |||||
Encompass Health | 103,589 | 8,623,784 | |||||
Envista Holdings | 167,358 | a | 7,209,783 | ||||
Globus Medical, Cl. A | 80,122 | a | 6,663,747 | ||||
Haemonetics | 52,438 | a | 3,187,706 | ||||
HealthEquity | 86,827 | a | 6,423,461 | ||||
Hill-Rom Holdings | 69,215 | 9,583,509 | |||||
ICU Medical | 20,536 | a | 4,174,763 | ||||
Integra LifeSciences Holdings | 73,203 | a | 5,299,165 | ||||
LHC Group | 32,672 | a | 7,030,361 | ||||
LivaNova | 50,835 | a | 4,387,060 | ||||
Masimo | 52,300 | a | 14,245,997 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Health Care Equipment & Services - 6.6% (continued) | |||||||
Molina Healthcare | 60,320 | a | 16,467,963 | ||||
Neogen | 110,316 | a | 4,805,365 | ||||
NuVasive | 54,064 | a | 3,457,393 | ||||
Patterson Companies | 90,556 | 2,819,008 | |||||
Penumbra | 35,047 | a | 9,330,563 | ||||
Progyny | 38,679 | a | 2,154,034 | ||||
Quidel | 40,075 | a | 5,669,410 | ||||
R1 RCM | 138,866 | a | 2,973,121 | ||||
STAAR Surgical | 48,763 | a | 6,237,763 | ||||
Tenet Healthcare | 111,201 | a | 7,988,680 | ||||
161,148,066 | |||||||
Household & Personal Products - .3% | |||||||
Coty, Cl. A | 295,451 | a | 2,579,287 | ||||
Energizer Holdings | 61,040 | 2,615,564 | |||||
Nu Skin Enterprises, Cl. A | 51,404 | 2,759,881 | |||||
7,954,732 | |||||||
Insurance - 4.1% | |||||||
Alleghany | 14,480 | a | 9,601,688 | ||||
American Financial Group | 71,676 | 9,066,297 | |||||
Brighthouse Financial | 89,214 | a | 3,841,555 | ||||
Brown & Brown | 241,796 | 13,153,702 | |||||
CNO Financial Group | 136,811 | 3,124,763 | |||||
First American Financial | 113,263 | 7,623,733 | |||||
Kemper | 62,515 | 4,126,615 | |||||
Kinsale Capital Group | 22,411 | 4,003,613 | |||||
Mercury General | 27,353 | 1,663,883 | |||||
Old Republic International | 295,057 | 7,276,106 | |||||
Primerica | 41,007 | 5,996,044 | |||||
Reinsurance Group of America | 70,195 | 7,734,085 | |||||
RenaissanceRe Holdings | 51,618 | 7,881,552 | |||||
RLI | 41,119 | 4,456,477 | |||||
Selective Insurance Group | 62,009 | 5,044,432 | |||||
The Hanover Insurance Group | 37,328 | 5,072,875 | |||||
99,667,420 | |||||||
Materials - 6.4% | |||||||
AptarGroup | 68,026 | 8,769,912 | |||||
Ashland Global Holdings | 56,850 | 4,836,229 | |||||
Avient | 95,010 | 4,609,885 | |||||
Cabot | 58,230 | 3,206,144 | |||||
Cleveland-Cliffs | 474,641 | a | 11,866,025 | ||||
Commercial Metals | 124,004 | 4,067,331 | |||||
Compass Minerals International | 35,955 | 2,465,075 | |||||
Eagle Materials | 43,899 | 6,203,807 | |||||
Greif, Cl. A | 27,866 | 1,689,237 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Materials - 6.4% (continued) | |||||||
Ingevity | 41,155 | a | 3,495,706 | ||||
Louisiana-Pacific | 106,353 | 5,896,210 | |||||
Minerals Technologies | 34,626 | 2,777,698 | |||||
NewMarket | 7,685 | 2,427,768 | |||||
Olin | 148,881 | 7,001,873 | |||||
Reliance Steel & Aluminum | 66,104 | 10,388,244 | |||||
Royal Gold | 68,127 | 8,278,793 | |||||
RPM International | 133,848 | 11,589,898 | |||||
Sensient Technologies | 43,511 | 3,793,289 | |||||
Silgan Holdings | 80,725 | 3,270,977 | |||||
Sonoco Products | 103,827 | 6,623,124 | |||||
Steel Dynamics | 208,425 | 13,432,991 | |||||
The Chemours Company | 171,323 | 5,696,490 | |||||
The Scotts Miracle-Gro Company | 41,985 | 7,429,666 | |||||
United States Steel | 280,235 | 7,420,623 | |||||
Valvoline | 188,161 | 5,772,779 | |||||
Worthington Industries | 35,469 | 2,268,952 | |||||
155,278,726 | |||||||
Media & Entertainment - 1.4% | |||||||
Cable One | 5,612 | 10,595,400 | |||||
Cinemark Holdings | 111,230 | a | 1,727,402 | ||||
John Wiley & Sons, Cl. A | 44,913 | 2,639,986 | |||||
TEGNA | 229,564 | 4,067,874 | |||||
The New York Times Company, Cl. A | 149,835 | 6,559,776 | |||||
TripAdvisor | 100,223 | a | 3,803,463 | ||||
World Wrestling Entertainment, Cl. A | 47,071 | 2,324,366 | |||||
Yelp | 71,905 | a | 2,689,247 | ||||
34,407,514 | |||||||
Pharmaceuticals Biotechnology & Life Sciences - 4.2% | |||||||
Arrowhead Pharmaceuticals | 107,744 | a | 7,465,582 | ||||
Bio-Techne | 40,358 | 19,462,242 | |||||
Emergent BioSolutions | 47,670 | a | 3,141,453 | ||||
Exelixis | 323,813 | a | 5,456,249 | ||||
Halozyme Therapeutics | 139,027 | a | 5,745,986 | ||||
Jazz Pharmaceuticals | 62,468 | a | 10,589,575 | ||||
Ligand Pharmaceuticals | 17,269 | a | 1,960,204 | ||||
Medpace Holdings | 28,766 | a | 5,061,090 | ||||
Nektar Therapeutics | 187,366 | a | 2,958,509 | ||||
Neurocrine Biosciences | 97,582 | a | 9,095,618 | ||||
Repligen | 52,908 | a | 12,999,496 | ||||
Syneos Health | 105,226 | a | 9,435,615 | ||||
United Therapeutics | 46,477 | a | 8,455,561 | ||||
101,827,180 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Real Estate - 10.0% | |||||||
American Campus Communities | 143,482 | b | 7,218,579 | ||||
Apartment Income REIT | 162,898 | b | 8,574,951 | ||||
Brixmor Property Group | 309,391 | b | 7,122,181 | ||||
Camden Property Trust | 101,434 | b | 15,153,225 | ||||
CoreSite Realty | 44,322 | b | 6,125,744 | ||||
Corporate Office Properties Trust | 115,498 | b | 3,400,261 | ||||
Cousins Properties | 154,040 | b | 6,118,469 | ||||
CyrusOne | 127,359 | b | 9,076,876 | ||||
Douglas Emmett | 171,839 | b | 5,739,423 | ||||
EastGroup Properties | 41,529 | b | 7,318,240 | ||||
EPR Properties | 77,371 | b | 3,891,761 | ||||
First Industrial Realty Trust | 133,270 | b | 7,300,531 | ||||
Healthcare Realty Trust | 144,660 | b | 4,611,761 | ||||
Highwoods Properties | 107,660 | b | 5,134,305 | ||||
Hudson Pacific Properties | 157,727 | b | 4,299,638 | ||||
JBG SMITH Properties | 113,675 | b | 3,709,215 | ||||
Jones Lang LaSalle | 53,015 | a | 11,799,549 | ||||
Kilroy Realty | 109,941 | b | 7,615,613 | ||||
Lamar Advertising, Cl. A | 89,546 | b | 9,545,604 | ||||
Life Storage | 79,869 | b | 9,373,426 | ||||
Medical Properties Trust | 611,338 | b | 12,856,438 | ||||
National Retail Properties | 181,324 | b | 8,861,304 | ||||
National Storage Affiliates Trust | 78,187 | b | 4,235,390 | ||||
Omega Healthcare Investors | 241,868 | b | 8,774,971 | ||||
Park Hotels & Resorts | 243,781 | a,b | 4,509,948 | ||||
Pebblebrook Hotel Trust | 137,299 | b | 3,087,855 | ||||
Physicians Realty Trust | 218,882 | b | 4,147,814 | ||||
Potlatchdeltic | 69,888 | b | 3,629,983 | ||||
PS Business Parks | 21,098 | b | 3,242,130 | ||||
Rayonier | 142,853 | b | 5,386,987 | ||||
Rexford Industrial Realty | 139,315 | b | 8,570,659 | ||||
Sabra Health Care REIT | 221,838 | b | 4,123,968 | ||||
SL Green Realty | 72,231 | b | 5,378,320 | ||||
Spirit Realty Capital | 118,556 | b | 5,953,882 | ||||
STORE Capital | 250,287 | b | 9,057,887 | ||||
The Macerich Company | 172,853 | b | 2,817,504 | ||||
Urban Edge Properties | 115,976 | b | 2,203,544 | ||||
Weingarten Realty Investors | 123,487 | b | 3,975,047 | ||||
243,942,983 | |||||||
Retailing - 3.9% | |||||||
American Eagle Outfitters | 154,993 | 5,342,609 | |||||
AutoNation | 56,070 | a | 6,802,973 | ||||
Dick's Sporting Goods | 67,614 | 7,041,322 | |||||
Five Below | 58,058 | a | 11,287,636 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Retailing - 3.9% (continued) | |||||||
Foot Locker | 107,387 | 6,127,502 | |||||
Kohl's | 162,445 | 8,252,206 | |||||
Lithia Motors, Cl. A | 30,902 | 11,656,852 | |||||
Murphy USA | 25,744 | 3,797,497 | |||||
Nordstrom | 112,592 | a | 3,726,795 | ||||
Ollie's Bargain Outlet Holdings | 58,969 | a | 5,490,014 | ||||
RH | 17,482 | a | 11,609,447 | ||||
Urban Outfitters | 70,561 | a | 2,623,458 | ||||
Williams-Sonoma | 78,748 | 11,946,072 | |||||
95,704,383 | |||||||
Semiconductors & Semiconductor Equipment - 3.9% | |||||||
Amkor Technology | 110,704 | 2,727,747 | |||||
Brooks Automation | 77,044 | 6,857,686 | |||||
Cirrus Logic | 59,815 | a | 4,940,121 | ||||
CMC Materials | 30,517 | 4,413,979 | |||||
Cree | 119,786 | a | 11,111,349 | ||||
First Solar | 87,767 | a | 7,551,473 | ||||
Lattice Semiconductor | 140,945 | a | 7,998,629 | ||||
MKS Instruments | 57,385 | 8,977,309 | |||||
Semtech | 67,264 | a | 4,164,314 | ||||
Silicon Laboratories | 45,992 | a | 6,852,348 | ||||
SolarEdge Technologies | 53,632 | a | 13,916,431 | ||||
Synaptics | 36,162 | a | 5,493,731 | ||||
Universal Display | 44,310 | 10,390,252 | |||||
95,395,369 | |||||||
Software & Services - 6.0% | |||||||
ACI Worldwide | 121,307 | a | 4,160,830 | ||||
Alliance Data Systems | 51,266 | 4,780,554 | |||||
Aspen Technology | 70,205 | a | 10,268,183 | ||||
Blackbaud | 50,237 | a | 3,583,405 | ||||
CDK Global | 125,633 | 6,029,128 | |||||
Cerence | 37,978 | a | 4,083,015 | ||||
Ceridian HCM Holding | 136,118 | a | 13,394,011 | ||||
Commvault Systems | 47,866 | a | 3,618,191 | ||||
Concentrix | 42,968 | a | 7,035,151 | ||||
Envestnet | 56,542 | a | 4,253,655 | ||||
Fair Isaac | 29,753 | a | 15,587,894 | ||||
Genpact | 179,870 | 8,959,325 | |||||
J2 Global | 44,012 | a | 6,217,575 | ||||
Liveramp Holdings | 70,399 | a | 2,816,664 | ||||
Manhattan Associates | 65,710 | a | 10,489,287 | ||||
MAXIMUS | 63,397 | 5,642,333 | |||||
Paylocity Holding | 38,798 | a | 8,049,033 | ||||
Qualys | 35,281 | a | 3,583,138 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Software & Services - 6.0% (continued) | |||||||
Sabre | 330,057 | a | 3,891,372 | ||||
SailPoint Technologies Holdings | 94,612 | a | 4,729,654 | ||||
Teradata | 112,972 | a | 5,610,190 | ||||
WEX | 46,115 | a | 8,749,399 | ||||
145,531,987 | |||||||
Technology Hardware & Equipment - 4.6% | |||||||
Arrow Electronics | 77,115 | a | 9,143,526 | ||||
Avnet | 102,430 | 4,232,408 | |||||
Belden | 47,211 | 2,313,339 | |||||
Ciena | 160,052 | a | 9,305,423 | ||||
Cognex | 183,057 | 16,550,183 | |||||
Coherent | 25,312 | a | 6,225,233 | ||||
II-VI | 108,263 | a | 7,557,840 | ||||
Jabil | 139,238 | 8,290,231 | |||||
Littelfuse | 25,329 | 6,737,261 | |||||
Lumentum Holdings | 78,303 | a | 6,576,669 | ||||
National Instruments | 136,410 | 6,017,045 | |||||
NCR | 136,197 | a | 6,047,147 | ||||
NETSCOUT Systems | 76,867 | a | 2,210,695 | ||||
SYNNEX | 42,985 | 5,138,427 | |||||
Viasat | 68,426 | a | 3,396,667 | ||||
Vishay Intertechnology | 139,521 | 3,087,600 | |||||
Vontier | 175,630 | 5,681,630 | |||||
Xerox Holdings | 167,674 | 4,045,974 | |||||
112,557,298 | |||||||
Telecommunication Services - .3% | |||||||
Iridium Communications | 121,044 | a | 5,111,688 | ||||
Telephone & Data Systems | 102,637 | 2,293,937 | |||||
7,405,625 | |||||||
Transportation - 1.9% | |||||||
Avis Budget Group | 53,246 | a | 4,407,171 | ||||
JetBlue Airways | 326,535 | a | 4,829,453 | ||||
Kirby | 62,166 | a | 3,600,033 | ||||
Knight-Swift Transportation Holdings | 127,723 | 6,346,556 | |||||
Landstar System | 40,015 | 6,282,355 | |||||
Ryder System | 55,861 | 4,253,815 | |||||
Werner Enterprises | 59,989 | 2,742,097 | |||||
XPO Logistics | 105,108 | a | 14,577,429 | ||||
47,038,909 | |||||||
Utilities - 3.3% | |||||||
ALLETE | 54,700 | 3,846,504 | |||||
Black Hills | 64,984 | 4,396,168 | |||||
Essential Utilities | 230,980 | 11,345,738 | |||||
Hawaiian Electric Industries | 113,079 | 4,900,844 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.5% (continued) | |||||||
Utilities - 3.3% (continued) | |||||||
IDACORP | 52,542 | 5,540,554 | |||||
MDU Resources Group | 209,072 | 6,631,764 | |||||
National Fuel Gas | 94,436 | 4,856,843 | |||||
New Jersey Resources | 99,608 | 3,836,900 | |||||
NorthWestern | 52,275 | 3,240,527 | |||||
OGE Energy | 206,593 | 6,972,514 | |||||
ONE Gas | 55,084 | 4,064,098 | |||||
PNM Resources | 88,839 | 4,293,589 | |||||
Southwest Gas Holdings | 59,955 | 4,192,653 | |||||
Spire | 53,196 | 3,774,256 | |||||
UGI | 215,606 | 9,915,720 | |||||
81,808,672 | |||||||
Total Common Stocks (cost $1,357,249,290) | 2,432,468,707 | ||||||
1-Day | |||||||
Investment Companies - .5% | |||||||
Registered Investment Companies - .5% | |||||||
Dreyfus Institutional Preferred Government
Plus Money Market Fund, Institutional Shares | 0.05 | 12,409,356 | c | 12,409,356 | |||
Total Investments (cost $1,369,658,646) | 100.0% | 2,444,878,063 | |||||
Cash and Receivables (Net) | .0% | 616,787 | |||||
Net Assets | 100.0% | 2,445,494,850 |
REIT—Real Estate Investment Trust
a Non-income producing security.
b Investment in real estate investment trust within the United States.
c Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.
STATEMENT
OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.
July 31, 2021 (Unaudited)
The following is a summary of the inputs used as of July 31, 2021 in valuing the fund’s investments:
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 -Significant Unobservable Inputs | Total | |
Assets ($) | ||||
Investments in Securities: † | ||||
Equity Securities—Common Stocks | 2,432,468,707 | - | - | 2,432,468,707 |
Investment Companies | 12,409,356 | - | - | 12,409,356 |
Other Financial Instruments: | ||||
Futures†† | 20,107 | - | - | 20,107 |
† See Statement of Investments for additional detailed categorizations, if any.
†† Amount shown represents unrealized appreciation at period end.
STATEMENT
OF FUTURES
BNY Mellon Midcap Index Fund, Inc.
July 31, 2021 (Unaudited)
Description | Number
of | Expiration | Notional | Market | Unrealized Appreciation ($) | |
Futures Long | ||||||
Standard & Poor's Midcap 400 E-mini | 50 | 9/17/2021 | 13,473,393 | 13,493,500 | 20,107 | |
Gross Unrealized Appreciation | 20,107 |
See notes to financial statements.
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for identical investments.
Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:
Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation
purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.
Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the “Service”) approved by the Board Members (“Board”).These securities are generally categorized within Level 2 of the fair value hierarchy.
The Service’s procedures are reviewed by BNY Mellon under the general supervision of the Board.
Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.
When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.
For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.
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 July 31, 2021 is discussed below.
Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such
contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.
At July 31, 2021, accumulated net unrealized appreciation on investments was $1,075,219,417, consisting of $1,129,408,704 gross unrealized appreciation and $54,189,287 gross unrealized depreciation.
At July 31, 2021, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).
Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.