NPORT-EX 2 c10520bnymellonmid-july20222.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.

July 31, 2022 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5%

     

Automobiles & Components - 1.9%

     

Adient PLC

   

84,386

a,b 

2,850,559

 

Dana Inc.

   

125,848

 

2,109,212

 

Fox Factory Holding Corp.

   

37,599

b 

3,559,121

 

Gentex Corp.

   

209,117

 

5,901,282

 

Harley-Davidson Inc.

   

131,537

 

4,973,414

 

Lear Corp.

   

53,424

 

8,074,503

 

The Goodyear Tire & Rubber Company

   

250,874

b 

3,080,733

 

Thor Industries Inc.

   

48,768

a 

4,112,605

 

Visteon Corp.

   

24,997

b 

3,189,117

 
    

37,850,546

 

Banks - 7.4%

     

Associated Banc-Corp

   

134,032

 

2,694,043

 

Bank of Hawaii Corp.

   

35,429

 

2,838,217

 

Bank OZK

   

100,263

 

4,020,546

 

Cadence Bank

   

163,231

 

4,260,329

 

Cathay General Bancorp

   

67,365

 

2,809,121

 

Commerce Bancshares Inc.

   

98,403

 

6,838,024

 

Cullen/Frost Bankers Inc.

   

50,660

 

6,606,064

 

East West Bancorp Inc.

   

126,052

 

9,048,013

 

Essent Group Ltd.

   

95,885

 

4,004,158

 

F.N.B. Corp.

   

299,693

 

3,584,328

 

First Financial Bankshares Inc.

   

114,829

 

5,073,145

 

First Horizon Corp.

   

476,492

 

10,654,361

 

Fulton Financial Corp.

   

144,660

 

2,414,375

 

Glacier Bancorp Inc.

   

96,870

 

4,852,218

 

Hancock Whitney Corp.

   

77,558

 

3,785,606

 

Home BancShares Inc.

   

164,798

 

3,889,233

 

International Bancshares Corp.

   

47,544

 

2,085,280

 

MGIC Investment Corp.

   

276,727

 

3,912,920

 

New York Community Bancorp Inc.

   

416,564

 

4,423,910

 

Old National Bancorp

   

263,635

 

4,589,885

 

PacWest Bancorp

   

107,094

 

3,001,845

 

Pinnacle Financial Partners Inc.

   

67,391

 

5,330,628

 

Prosperity Bancshares Inc.

   

82,480

 

6,110,943

 

Synovus Financial Corp.

   

128,310

 

5,181,158

 

Texas Capital Bancshares Inc.

   

45,414

b 

2,662,169

 

UMB Financial Corp.

   

38,573

 

3,490,857

 

Umpqua Holdings Corp.

   

193,441

 

3,406,496

 

United Bankshares Inc.

   

120,253

 

4,658,601

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Banks - 7.4% (continued)

     

Valley National Bancorp

   

377,173

 

4,409,152

 

Washington Federal Inc.

   

56,599

 

1,931,724

 

Webster Financial Corp.

   

157,566

 

7,318,941

 

Wintrust Financial Corp.

   

53,015

 

4,561,411

 
    

144,447,701

 

Capital Goods - 12.9%

     

Acuity Brands Inc.

   

31,121

 

5,676,470

 

AECOM

   

125,776

 

9,055,872

 

AGCO Corp.

   

54,395

 

5,924,703

 

Axon Enterprise Inc.

   

63,280

b 

6,972,823

 

Builders FirstSource Inc.

   

152,960

b 

10,401,280

 

Carlisle Cos.

   

46,076

 

13,643,104

 

Chart Industries Inc.

   

31,607

b 

6,166,210

 

Crane Holdings Co.

   

42,788

 

4,233,017

 

Curtiss-Wright Corp.

   

34,261

 

4,914,398

 

Donaldson Co.

   

110,380

 

6,005,776

 

Dycom Industries Inc.

   

26,606

b 

2,744,675

 

EMCOR Group Inc.

   

45,797

 

5,329,397

 

EnerSys

   

36,009

 

2,373,353

 

Esab Corp.

   

40,536

 

1,670,894

 

Flowserve Corp.

   

116,492

 

3,942,089

 

Fluor Corp.

   

126,682

b 

3,218,990

 

GATX Corp.

   

31,699

a 

3,177,825

 

Graco Inc.

   

151,024

 

10,142,772

 

Hexcel Corp.

   

74,914

 

4,533,046

 

Hubbell Inc.

   

47,547

 

10,413,744

 

ITT Inc.

   

73,500

 

5,514,705

 

Kennametal Inc.

   

74,715

 

2,006,098

 

Lennox International Inc.

   

29,302

 

7,018,708

 

Lincoln Electric Holdings Inc.

   

51,919

 

7,343,423

 

MasTec Inc.

   

51,054

b 

4,029,692

 

MDU Resources Group Inc.

   

179,975

 

5,141,886

 

Mercury Systems Inc.

   

50,726

b 

2,993,341

 

MSC Industrial Direct Co., Cl. A

   

41,966

 

3,468,910

 

nVent Electric PLC

   

148,557

 

5,245,548

 

Oshkosh Corp.

   

58,220

 

5,012,742

 

Owens Corning

   

85,669

 

7,944,943

 

Regal Rexnord Corp.

   

59,619

 

8,006,832

 

Simpson Manufacturing Co.

   

38,806

 

4,007,884

 

Sunrun Inc.

   

184,751

a,b 

6,039,510

 

Terex Corp.

   

62,365

 

2,089,851

 

The Middleby Corp.

   

48,462

b 

7,011,967

 

The Timken Company

   

59,626

 

3,898,348

 

The Toro Company

   

93,369

 

8,028,800

 

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Capital Goods - 12.9% (continued)

     

Trex Co.

   

100,541

b 

6,486,905

 

Univar Solutions Inc.

   

149,365

b 

4,038,830

 

Valmont Industries Inc.

   

18,842

 

5,115,226

 

Vicor Corp.

   

18,969

b 

1,383,978

 

Watsco Inc.

   

29,382

 

8,049,199

 

Watts Water Technologies Inc., Cl. A

   

24,665

 

3,406,976

 

Woodward Inc.

   

54,383

a 

5,693,900

 
    

249,518,640

 

Commercial & Professional Services - 3.3%

     

ASGN Inc.

   

45,260

b 

4,696,178

 

CACI International Inc., Cl. A

   

20,829

b 

6,296,398

 

Clean Harbors Inc.

   

44,108

b 

4,304,500

 

FTI Consulting Inc.

   

30,677

b 

5,017,530

 

IAA Inc.

   

117,922

b 

4,449,197

 

Insperity Inc.

   

31,982

 

3,509,705

 

KBR Inc.

   

125,309

 

6,670,198

 

ManpowerGroup Inc.

   

47,105

 

3,693,503

 

MillerKnoll  Inc.

   

66,903

 

2,014,449

 

MSA Safety Inc.

   

32,558

 

4,178,494

 

Science Applications International Corp.

   

49,509

 

4,795,937

 

Stericycle Inc.

   

81,433

b 

3,816,765

 

Tetra Tech Inc.

   

47,699

 

7,310,826

 

The Brink's Company

   

42,261

 

2,406,341

 
    

63,160,021

 

Consumer Durables & Apparel - 4.5%

     

Brunswick Corp.

   

68,112

 

5,457,133

 

Callaway Golf Co.

   

104,835

b 

2,405,963

 

Capri Holdings Ltd.

   

131,915

b 

6,421,622

 

Carter's Inc.

   

35,715

a 

2,910,058

 

Columbia Sportswear Co.

   

29,064

 

2,151,027

 

Crocs Inc.

   

54,554

b 

3,908,249

 

Deckers Outdoor Corp.

   

24,302

b 

7,611,629

 

Hanesbrands Inc.

   

307,288

a 

3,435,480

 

Helen of Troy Ltd.

   

21,362

a,b 

2,858,022

 

KB Home

   

76,501

 

2,496,993

 

Leggett & Platt Inc.

   

119,105

a 

4,721,322

 

Mattel Inc.

   

313,576

b 

7,274,963

 

Polaris Inc.

   

49,481

a 

5,803,132

 

Skechers USA Inc., CI. A

   

120,478

b 

4,573,345

 

Taylor Morrison Home Corp.

   

104,789

b 

3,007,444

 

Tempur Sealy International Inc.

   

156,532

 

4,301,499

 

Toll Brothers Inc.

   

98,087

 

4,823,919

 

TopBuild Corp.

   

29,264

b 

6,195,774

 

Under Armour Inc., Cl. A

   

177,016

b 

1,639,168

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Consumer Durables & Apparel - 4.5% (continued)

     

Under Armour Inc., Cl. C

   

168,698

b 

1,393,445

 

YETI Holdings Inc.

   

76,598

b 

3,888,880

 
    

87,279,067

 

Consumer Services - 3.6%

     

Boyd Gaming Corp.

   

71,231

 

3,954,033

 

Choice Hotels International Inc.

   

29,309

 

3,542,579

 

Churchill Downs Inc.

   

30,497

 

6,398,271

 

Cracker Barrel Old Country Store Inc.

   

20,996

a 

1,996,090

 

Graham Holdings Co., Cl. B

   

3,431

 

2,039,695

 

Grand Canyon Education Inc.

   

29,193

b 

2,804,572

 

H&R Block Inc.

   

142,400

 

5,690,304

 

Light & Wonder Inc.

   

84,300

b 

4,294,242

 

Marriott Vacations Worldwide Corp.

   

36,923

 

5,055,497

 

Papa John's International Inc.

   

29,034

a 

2,784,070

 

Service Corp. International

   

140,607

 

10,469,597

 

Texas Roadhouse Inc.

   

60,732

 

5,297,045

 

The Wendy's Company

   

151,674

 

3,189,704

 

Travel + Leisure Co.

   

75,018

 

3,234,026

 

Wingstop Inc.

   

26,239

a 

3,310,837

 

Wyndham Hotels & Resorts Inc.

   

82,588

 

5,732,433

 
    

69,792,995

 

Diversified Financials - 2.6%

     

Affiliated Managers Group Inc.

   

34,689

 

4,383,996

 

Bread Financial Holdings Inc.

   

44,756

a 

1,772,785

 

Evercore Inc., Cl. A

   

36,014

 

3,600,320

 

Federated Hermes Inc.

   

82,149

 

2,802,102

 

FirstCash Holdings Inc.

   

35,241

 

2,581,756

 

Interactive Brokers Group Inc., Cl. A

   

77,344

 

4,539,319

 

Janus Henderson Group PLC

   

147,300

a 

3,795,921

 

Jefferies Financial Group Inc.

   

172,086

 

5,604,841

 

Navient Corp.

   

131,042

 

2,158,262

 

SEI Investments Co.

   

93,408

 

5,171,067

 

SLM Corp.

   

240,887

 

3,757,837

 

Stifel Financial Corp.

   

95,118

 

5,689,008

 

Voya Financial Inc.

   

91,610

 

5,511,258

 
    

51,368,472

 

Energy - 4.4%

     

Antero Midstream Corp.

   

290,837

a 

2,925,820

 

ChampionX Corp.

   

179,478

 

3,749,295

 

CNX Resources Corp.

   

173,746

b 

3,000,593

 

DT Midstream Inc.

   

85,278

 

4,692,848

 

EQT Corp.

   

263,900

 

11,619,517

 

Equitrans Midstream Corp.

   

363,935

 

2,856,890

 

HF Sinclair Corp.

   

133,508

 

6,384,353

 

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Energy - 4.4% (continued)

     

Matador Resources Co.

   

99,686

 

5,759,857

 

Murphy Oil Corp.

   

129,305

 

4,543,778

 

NOV Inc.

   

348,158

 

6,479,220

 

PDC Energy Inc.

   

85,058

 

5,587,460

 

Range Resources Corp.

   

230,834

b 

7,633,680

 

Southwestern Energy Co.

   

982,393

b 

6,935,695

 

Targa Resources Corp.

   

202,336

 

13,983,441

 
    

86,152,447

 

Food & Staples Retailing - 1.4%

     

BJ's Wholesale Club Holdings Inc.

   

119,618

b 

8,098,139

 

Casey's General Stores Inc.

   

32,857

 

6,658,471

 

Grocery Outlet Holding Corp.

   

77,602

b 

3,315,157

 

Performance Food Group Co.

   

137,782

b 

6,849,143

 

Sprouts Farmers Market Inc.

   

96,523

b 

2,667,896

 
    

27,588,806

 

Food, Beverage & Tobacco - 1.8%

     

Coca-Cola Consolidated Inc.

   

4,105

 

2,105,865

 

Darling Ingredients Inc.

   

143,954

b 

9,973,133

 

Flowers Foods Inc.

   

175,267

 

4,979,335

 

Ingredion Inc.

   

58,382

 

5,311,594

 

Lancaster Colony Corp.

   

17,789

 

2,354,908

 

Pilgrim's Pride Corp.

   

43,930

b 

1,378,084

 

Post Holdings Inc.

   

48,952

b 

4,255,887

 

The Boston Beer Company, Cl. A

   

8,365

a,b 

3,182,297

 

The Hain Celestial Group Inc.

   

80,878

b 

1,839,975

 
    

35,381,078

 

Health Care Equipment & Services - 5.9%

     

Acadia Healthcare Co.

   

80,296

b 

6,657,341

 

Amedisys Inc.

   

29,201

b 

3,499,740

 

Chemed Corp.

   

13,240

 

6,369,632

 

Encompass Health Corp.

   

88,423

 

4,475,972

 

Enovis Corp.

   

40,689

b 

2,429,947

 

Envista Holdings Corp.

   

144,357

b 

5,868,112

 

Globus Medical Inc., Cl. A

   

70,752

b 

4,152,435

 

Haemonetics Corp.

   

45,848

b 

3,185,978

 

HealthEquity Inc.

   

75,877

b 

4,413,765

 

ICU Medical Inc.

   

18,223

b 

3,228,569

 

Inari Medical Inc.

   

30,279

b 

2,349,045

 

Integra LifeSciences Holdings Corp.

   

63,147

b 

3,475,611

 

LHC Group Inc.

   

27,641

b 

4,507,141

 

LivaNova PLC

   

47,166

b 

3,003,059

 

Masimo Corp.

   

45,764

b 

6,616,559

 

Neogen Corp.

   

96,424

b 

2,230,287

 

NuVasive Inc.

   

46,192

b 

2,426,004

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Health Care Equipment & Services - 5.9% (continued)

     

Omnicell Inc.

   

39,359

b 

4,334,213

 

Option Care Health Inc.

   

123,638

b 

4,154,237

 

Patterson Companies

   

78,025

 

2,423,457

 

Penumbra Inc.

   

31,996

b 

4,459,602

 

Progyny Inc.

   

62,141

b 

1,897,165

 

QuidelOrtho Corp.

   

44,662

b 

4,557,310

 

R1 RCM Inc.

   

118,729

b 

2,968,225

 

Shockwave Medical Inc.

   

31,746

b 

6,696,184

 

STAAR Surgical Co.

   

42,482

b 

3,428,297

 

Tandem Diabetes Care Inc.

   

56,283

b 

3,726,497

 

Tenet Healthcare Corp.

   

94,984

b 

6,280,342

 
    

113,814,726

 

Household & Personal Products - .4%

     

BellRing Brands Inc.

   

95,992

b 

2,317,247

 

Coty Inc., Cl. A

   

304,773

b 

2,230,938

 

Energizer Holdings Inc.

   

58,728

 

1,734,238

 

Nu Skin Enterprises Inc., Cl. A

   

44,375

 

1,930,756

 
    

8,213,179

 

Insurance - 4.0%

     

Alleghany Corp.

   

12,023

b 

10,069,022

 

American Financial Group Inc.

   

59,067

 

7,896,077

 

Brighthouse Financial Inc.

   

66,626

b 

2,892,901

 

CNO Financial Group Inc.

   

101,324

 

1,899,825

 

First American Financial Corp.

   

95,505

 

5,539,290

 

Kemper Corp.

   

53,409

 

2,499,541

 

Kinsale Capital Group Inc.

   

19,038

 

4,630,232

 

Mercury General Corp.

   

23,873

 

1,000,995

 

Old Republic International Corp.

   

255,458

 

5,944,508

 

Primerica Inc.

   

34,528

 

4,443,408

 

Reinsurance Group of America Inc.

   

59,755

 

6,918,434

 

RenaissanceRe Holdings Ltd.

   

39,131

 

5,060,030

 

RLI Corp.

   

35,206

 

3,871,956

 

Selective Insurance Group Inc.

   

53,685

 

4,179,914

 

The Hanover Insurance Group Inc.

   

31,774

 

4,336,198

 

Unum Group

   

178,242

 

5,737,610

 
    

76,919,941

 

Materials - 7.0%

     

Alcoa Corp.

   

164,342

 

8,363,364

 

AptarGroup Inc.

   

58,289

 

6,281,223

 

Ashland Inc.

   

44,600

 

4,480,962

 

Avient Corp.

   

81,708

 

3,525,700

 

Cabot Corp.

   

50,654

 

3,761,566

 

Cleveland-Cliffs Inc.

   

425,350

a,b 

7,532,949

 

Commercial Metals Co.

   

107,884

 

4,274,364

 

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Materials - 7.0% (continued)

     

Eagle Materials Inc.

   

35,156

 

4,445,476

 

Greif Inc., Cl. A

   

23,981

 

1,693,538

 

Ingevity Corp.

   

34,324

b 

2,303,140

 

Louisiana-Pacific Corp.

   

73,462

 

4,674,387

 

Minerals Technologies Inc.

   

29,844

 

1,993,878

 

MP Materials Corp.

   

66,262

b 

2,224,415

 

NewMarket Corp.

   

6,141

 

1,908,623

 

Olin Corp.

   

123,506

 

6,455,659

 

Reliance Steel & Aluminum Co.

   

55,097

 

10,482,204

 

Royal Gold Inc.

   

58,408

 

6,119,406

 

RPM International Inc.

   

115,115

 

10,406,396

 

Sensient Technologies Corp.

   

36,947

 

3,176,703

 

Silgan Holdings Inc.

   

75,160

 

3,344,620

 

Sonoco Products Co.

   

86,301

 

5,479,250

 

Steel Dynamics Inc.

   

159,464

 

12,419,056

 

The Chemours Company

   

138,664

 

4,935,052

 

The Scotts Miracle-Gro Company

   

35,993

a 

3,201,577

 

U.S. Steel Corp.

   

232,992

a 

5,510,261

 

Valvoline Inc.

   

157,650

 

5,079,483

 

Worthington Industries Inc.

   

28,897

a 

1,479,815

 
    

135,553,067

 

Media & Entertainment - 1.3%

     

Cable One Inc.

   

4,362

a 

6,005,078

 

John Wiley & Sons, Cl. A

   

38,979

 

2,035,483

 

TEGNA Inc.

   

198,020

 

4,146,539

 

The New York Times Company, Cl. A

   

148,138

 

4,733,009

 

TripAdvisor Inc.

   

88,845

b 

1,688,943

 

World Wrestling Entertainment Inc., Cl. A

   

38,558

a 

2,672,455

 

Ziff Davis Inc.

   

41,537

b 

3,401,465

 
    

24,682,972

 

Pharmaceuticals Biotechnology & Life Sciences - 4.1%

     

Arrowhead Pharmaceuticals Inc.

   

94,069

b 

4,000,755

 

Azenta Inc.

   

66,372

 

4,530,553

 

Bruker Corp.

   

88,997

 

6,100,744

 

Exelixis Inc.

   

284,366

b 

5,948,937

 

Halozyme Therapeutics Inc.

   

122,943

b 

6,011,913

 

Jazz Pharmaceuticals PLC

   

55,677

b 

8,688,953

 

Medpace Holdings Inc.

   

24,178

b 

4,098,896

 

Neurocrine Biosciences Inc.

   

85,305

b 

8,029,760

 

Perrigo Co.

   

120,515

 

5,045,963

 

Repligen Corp.

   

45,861

b 

9,784,903

 

Sotera Health Co.

   

85,663

b 

1,644,730

 

Syneos Health Inc.

   

91,139

b 

7,212,740

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Pharmaceuticals Biotechnology & Life Sciences - 4.1% (continued)

     

United Therapeutics Corp.

   

40,298

b 

9,311,659

 
    

80,410,506

 

Real Estate - 9.1%

     

American Campus Communities Inc.

   

124,263

b,c 

8,116,859

 

Apartment Income REIT Corp.

   

139,744

c 

6,335,993

 

Brixmor Property Group Inc.

   

266,040

c 

6,166,807

 

Corporate Office Properties Trust

   

99,593

c 

2,803,543

 

Cousins Properties Inc.

   

132,762

c 

4,095,708

 

Douglas Emmett Inc.

   

157,028

c 

3,712,142

 

EastGroup Properties Inc.

   

37,208

c 

6,345,452

 

EPR Properties

   

66,453

c 

3,575,836

 

First Industrial Realty Trust Inc.

   

117,827

c 

6,121,113

 

Healthcare Realty Trust Inc.

   

338,550

c 

8,886,938

 

Highwoods Properties Inc.

   

93,184

c 

3,314,555

 

Hudson Pacific Properties Inc.

   

129,515

c 

1,947,906

 

Independence Realty Trust Inc.

   

196,511

c 

4,362,544

 

JBG SMITH Properties

   

96,655

c 

2,458,903

 

Jones Lang LaSalle Inc.

   

43,285

b 

8,253,151

 

Kilroy Realty Corp.

   

94,001

c 

5,092,974

 

Kite Realty Group Trust

   

192,955

c 

3,837,875

 

Lamar Advertising Co., Cl. A

   

77,525

c 

7,834,677

 

Life Storage Inc.

   

75,252

c 

9,473,474

 

Medical Properties Trust Inc.

   

532,037

c 

9,172,318

 

National Retail Properties Inc.

   

156,346

c 

7,443,633

 

National Storage Affiliates Trust

   

74,983

c 

4,112,068

 

Omega Healthcare Investors Inc.

   

209,631

a,c 

6,498,561

 

Park Hotels & Resorts Inc.

   

211,736

c 

3,300,964

 

Pebblebrook Hotel Trust

   

115,061

c 

2,250,593

 

Physicians Realty Trust

   

203,107

c 

3,609,211

 

Potlatchdeltic Corp.

   

60,923

c 

2,987,055

 

Rayonier Inc.

   

128,889

c 

4,865,560

 

Rexford Industrial Realty Inc.

   

147,365

c 

9,639,145

 

Sabra Health Care REIT Inc.

   

204,136

c 

3,141,653

 

SL Green Realty Corp.

   

57,045

c 

2,832,284

 

Spirit Realty Capital Inc.

   

118,465

c 

5,252,738

 

STORE Capital Corp.

   

224,679

c 

6,520,185

 

The Macerich Company

   

189,441

c 

2,009,969

 
    

176,372,387

 

Retailing - 3.6%

     

American Eagle Outfitters Inc.

   

136,993

 

1,649,396

 

AutoNation Inc.

   

31,792

b 

3,774,982

 

Dick's Sporting Goods Inc.

   

51,842

a 

4,851,893

 

Five Below Inc.

   

49,008

b 

6,227,447

 

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Retailing - 3.6% (continued)

     

Foot Locker Inc.

   

74,463

 

2,112,515

 

GameStop Corp., Cl. A

   

219,259

a,b 

7,456,999

 

Kohl's Corp.

   

114,862

 

3,347,079

 

Lithia Motors Inc.

   

25,833

 

6,852,978

 

Macy's Inc.

   

254,273

 

4,487,918

 

Murphy USA Inc.

   

19,855

 

5,645,968

 

Nordstrom Inc.

   

98,922

 

2,325,656

 

Ollie's Bargain Outlet Holdings Inc.

   

51,463

b 

3,033,744

 

RH

   

15,804

a,b 

4,416,112

 

The Gap Inc.

   

189,883

a 

1,826,674

 

Victoria's Secret & Co.

   

60,733

b 

2,244,692

 

Williams-Sonoma Inc.

   

62,549

a 

9,033,327

 
    

69,287,380

 

Semiconductors & Semiconductor Equipment - 3.3%

     

Amkor Technology Inc.

   

89,495

 

1,805,114

 

Cirrus Logic Inc.

   

51,006

b 

4,358,973

 

First Solar Inc.

   

88,002

b 

8,727,158

 

Lattice Semiconductor Corp.

   

122,588

b 

7,539,162

 

MKS Instruments Inc.

   

49,522

 

5,853,500

 

Power Integrations Inc.

   

52,286

 

4,444,833

 

Semtech Corp.

   

56,772

b 

3,538,599

 

Silicon Laboratories Inc.

   

32,670

b 

4,818,172

 

SiTime Corp.

   

13,891

b 

2,583,448

 

SunPower Corp.

   

75,245

b 

1,532,741

 

Synaptics Inc.

   

34,979

b 

5,070,206

 

Universal Display Corp.

   

38,717

 

4,470,265

 

Wolfspeed Inc.

   

109,985

b 

9,161,751

 
    

63,903,922

 

Software & Services - 4.9%

     

ACI Worldwide Inc.

   

101,710

b 

2,901,786

 

Aspen Technology Inc.

   

24,958

b 

5,093,678

 

Blackbaud Inc.

   

40,960

b 

2,511,667

 

Commvault Systems Inc.

   

39,380

b 

2,208,824

 

Concentrix Corp.

   

38,085

 

5,094,250

 

Envestnet Inc.

   

48,419

b 

2,821,375

 

Euronet Worldwide Inc.

   

45,280

b 

4,449,666

 

Fair Isaac Corp.

   

23,169

b 

10,704,773

 

Genpact Ltd.

   

150,718

 

7,246,521

 

Kyndryl Holdings Inc.

   

159,958

b 

1,674,760

 

Manhattan Associates Inc.

   

55,981

b 

7,874,847

 

MAXIMUS Inc.

   

54,802

 

3,663,514

 

NCR Corp.

   

121,649

b 

3,947,510

 

Paylocity Holding Corp.

   

35,509

b 

7,312,368

 

Qualys Inc.

   

29,818

b 

3,647,338

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Software & Services - 4.9% (continued)

     

Sabre Corp.

   

288,622

a,b 

1,775,025

 

SailPoint Technologies Holdings Inc.

   

83,655

b 

5,334,679

 

Teradata Corp.

   

93,650

b 

3,585,859

 

The Western Union Company

   

344,019

 

5,855,203

 

WEX Inc.

   

39,843

b 

6,622,305

 
    

94,325,948

 

Technology Hardware & Equipment - 4.3%

     

Arrow Electronics Inc.

   

58,846

b 

7,542,292

 

Avnet Inc.

   

86,814

 

4,155,786

 

Belden Inc.

   

38,862

 

2,515,149

 

Calix Inc.

   

49,300

b 

2,812,072

 

Ciena Corp.

   

134,947

b 

6,963,265

 

Cognex Corp.

   

154,750

 

7,889,155

 

II-VI Inc.

   

115,069

b 

6,057,232

 

IPG Photonics Corp.

   

30,311

b 

3,230,546

 

Jabil Inc.

   

125,929

 

7,472,627

 

Littelfuse Inc.

   

21,993

 

6,133,188

 

Lumentum Holdings Inc.

   

61,886

b 

5,598,208

 

National Instruments Corp.

   

116,525

 

4,427,950

 

Novanta Inc.

   

31,011

b 

4,781,896

 

TD SYNNEX Corp.

   

36,389

 

3,654,183

 

Viasat Inc.

   

66,859

b 

2,201,667

 

Vishay Intertechnology Inc.

   

119,118

 

2,460,978

 

Vontier Corp.

   

144,162

 

3,719,380

 

Xerox Holdings Corp.

   

107,528

 

1,841,955

 
    

83,457,529

 

Telecommunication Services - .3%

     

Iridium Communications Inc.

   

114,894

b 

 5,136,911

 

Transportation - 2.4%

     

Avis Budget Group Inc.

   

30,661

b 

5,581,222

 

GXO Logistics Inc.

   

90,811

b 

4,358,928

 

JetBlue Airways Corp.

   

283,913

b 

2,390,547

 

Kirby Corp.

   

53,676

b 

3,405,205

 

Knight-Swift Transportation Holdings Inc.

   

145,025

 

7,969,124

 

Landstar System Inc.

   

32,972

 

5,162,756

 

Ryder System Inc.

   

45,709

 

3,579,929

 

Saia Inc.

   

23,597

b 

5,612,546

 

Werner Enterprises Inc.

   

52,888

 

2,324,956

 

XPO Logistics Inc.

   

88,091

b 

5,262,556

 
    

45,647,769

 

Utilities - 4.1%

     

ALLETE Inc.

   

50,559

 

3,138,197

 

Black Hills Corp.

   

56,934

 

4,395,305

 

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 98.5% (continued)

     

Utilities - 4.1% (continued)

     

Essential Utilities Inc.

   

204,822

 

10,638,455

 

Hawaiian Electric Industries Inc.

   

97,147

 

4,109,318

 

IDACORP Inc.

   

45,112

 

5,039,913

 

National Fuel Gas Co.

   

81,417

 

5,889,706

 

New Jersey Resources Corp.

   

85,997

a 

3,972,201

 

NorthWestern Corp.

   

48,396

 

2,683,558

 

OGE Energy Corp.

   

179,326

 

7,366,712

 

ONE Gas Inc.

   

47,845

 

4,063,954

 

Ormat Technologies Inc.

   

39,394

 

3,409,157

 

PNM Resources Inc.

   

77,012

 

3,717,369

 

Portland General Electric Co.

   

77,721

 

3,990,196

 

Southwest Gas Holdings Inc.

   

58,924

 

5,124,031

 

Spire Inc.

   

46,392

 

3,490,534

 

UGI Corp.

   

186,558

 

8,051,843

 
    

79,080,449

 

Total Common Stocks (cost $1,250,179,444)

   

1,909,346,459

 
  

1-Day
Yield (%)

     

Investment Companies - .4%

     

Registered Investment Companies - .4%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $7,217,290)

 

2.21

 

7,217,290

d 

 7,217,290

 
        

Investment of Cash Collateral for Securities Loaned - .8%

     

Registered Investment Companies - .8%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $15,061,119)

 

2.21

 

15,061,119

d 

 15,061,119

 

Total Investments (cost $1,272,457,853)

 

99.7%

 

1,931,624,868

 

Cash and Receivables (Net)

 

.3%

 

6,144,257

 

Net Assets

 

100.0%

 

1,937,769,125

 

REIT—Real Estate Investment Trust

a Security, or portion thereof, on loan. At July 31, 2022, the value of the fund’s securities on loan was $94,851,602 and the value of the collateral was $95,617,138, consisting of cash collateral of $15,061,119 and U.S. Government & Agency securities valued at $80,556,019. In addition, the value of collateral may include pending sales that are also on loan.

b Non-income producing security.

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

d Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.

STATEMENT OF FUTURES
BNY Mellon Midcap Index Fund, Inc.

July 31, 2022 (Unaudited)

       

Futures

   

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation ($)

 

Futures Long

  

Standard & Poor's Midcap 400 E-mini

114

9/16/2022

28,121,066

28,664,160

543,094

 

Gross Unrealized Appreciation

 

543,094

 

See notes to financial statements.

STATEMENT OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.

July 31, 2022 (Unaudited)

The following is a summary of the inputs used as of July 31, 2022 in valuing the fund’s investments:

       
 

Level 1-Unadjusted Quoted Prices

Level 2- Other Significant Observable Inputs

 

Level 3-Significant Unobservable Inputs

Total

 

Assets ($)

  

Investments in Securities:†

  

Equity Securities - Common Stocks

1,909,346,459

-

 

-

1,909,346,459

 

Investment Companies

22,278,409

-

 

-

22,278,409

 

Other Financial Instruments:

  

Futures††

543,094

-

 

-

543,094

 

† 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:

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, 2022 is discussed below.

Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such

contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At July 31, 2022, accumulated net unrealized appreciation on investments was $659,167,015, consisting of $747,416,681 gross unrealized appreciation and $88,249,666 gross unrealized depreciation.

At July 31, 2022, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

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