STATEMENT
OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.
January 31, 2023 (Unaudited)
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% | |||||||
Automobiles & Components - 2.0% | |||||||
Adient PLC | 71,816 | a | 3,233,156 | ||||
Dana, Inc. | 96,822 | 1,756,351 | |||||
Fox Factory Holding Corp. | 31,496 | a | 3,719,363 | ||||
Gentex Corp. | 177,784 | 5,246,406 | |||||
Harley-Davidson, Inc. | 100,338 | 4,618,558 | |||||
Lear Corp. | 44,496 | 6,486,627 | |||||
The Goodyear Tire & Rubber Company | 213,540 | a | 2,402,325 | ||||
Thor Industries, Inc. | 40,748 | b | 3,884,507 | ||||
Visteon Corp. | 21,250 | a | 3,322,225 | ||||
34,669,518 | |||||||
Banks - 7.5% | |||||||
Associated Banc-Corp | 113,792 | 2,550,079 | |||||
Bank of Hawaii Corp. | 29,920 | 2,288,581 | |||||
Bank OZK | 83,128 | 3,796,456 | |||||
Cadence Bank | 138,955 | 3,554,469 | |||||
Cathay General Bancorp | 55,235 | 2,428,131 | |||||
Commerce Bancshares, Inc. | 86,052 | 5,727,621 | |||||
Cullen/Frost Bankers, Inc. | 48,260 | 6,287,313 | |||||
East West Bancorp, Inc. | 106,107 | 8,331,522 | |||||
Essent Group Ltd. | 81,962 | 3,608,787 | |||||
F.N.B. Corp. | 262,281 | 3,742,750 | |||||
First Financial Bankshares, Inc. | 98,784 | 3,518,686 | |||||
First Horizon Corp. | 403,968 | 9,990,129 | |||||
Fulton Financial Corp. | 126,126 | 2,110,088 | |||||
Glacier Bancorp, Inc. | 83,948 | 3,827,189 | |||||
Hancock Whitney Corp. | 65,278 | 3,360,511 | |||||
Home BancShares, Inc. | 141,770 | 3,384,050 | |||||
International Bancshares Corp. | 39,607 | a | 1,856,380 | ||||
MGIC Investment Corp. | 224,724 | 3,173,103 | |||||
New York Community Bancorp, Inc. | 508,258 | 5,077,497 | |||||
Old National Bancorp | 219,554 | 3,842,195 | |||||
PacWest Bancorp | 88,721 | 2,454,023 | |||||
Pinnacle Financial Partners, Inc. | 57,724 | 4,544,611 | |||||
Prosperity Bancshares, Inc. | 69,201 | 5,249,588 | |||||
Synovus Financial Corp. | 109,661 | 4,600,279 | |||||
Texas Capital Bancshares Inc. | 37,561 | a | 2,481,655 | ||||
UMB Financial Corp. | 32,817 | 2,959,765 | |||||
Umpqua Holdings Corp. | 165,000 | 3,003,000 | |||||
United Bankshares, Inc. | 100,935 | b | 4,057,587 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Banks - 7.5% (continued) | |||||||
Valley National Bancorp | 314,481 | 3,736,034 | |||||
Washington Federal, Inc. | 48,527 | 1,720,767 | |||||
Webster Financial Corp. | 130,547 | 6,873,300 | |||||
Wintrust Financial Corp. | 45,509 | 4,162,708 | |||||
128,298,854 | |||||||
Capital Goods - 14.0% | |||||||
Acuity Brands, Inc. | 24,168 | 4,556,151 | |||||
AECOM | 105,093 | 9,171,466 | |||||
AGCO Corp. | 46,471 | 6,419,039 | |||||
Axon Enterprise, Inc. | 50,857 | a | 9,939,492 | ||||
Builders FirstSource, Inc. | 111,541 | a | 8,889,818 | ||||
Carlisle Cos., Inc. | 38,926 | 9,764,976 | |||||
Chart Industries, Inc. | 31,335 | a,b | 4,198,263 | ||||
Crane Holdings Co. | 36,313 | 4,209,040 | |||||
Curtiss-Wright Corp. | 28,758 | 4,768,076 | |||||
Donaldson Co., Inc. | 92,700 | 5,779,845 | |||||
Dycom Industries, Inc. | 22,190 | a | 2,116,260 | ||||
EMCOR Group, Inc. | 35,692 | 5,291,339 | |||||
EnerSys | 30,760 | 2,553,695 | |||||
Esab Corp. | 38,996 | 2,254,359 | |||||
Flowserve Corp. | 98,631 | 3,394,879 | |||||
Fluor Corp. | 106,605 | a,b | 3,917,734 | ||||
Fortune Brands Innovations, Inc. | 95,300 | 6,147,803 | |||||
GATX Corp. | 26,837 | b | 3,071,495 | ||||
Graco, Inc. | 126,789 | 8,662,224 | |||||
Hexcel Corp. | 62,979 | 4,445,058 | |||||
Hubbell, Inc. | 40,431 | 9,255,060 | |||||
ITT, Inc. | 62,204 | 5,697,264 | |||||
Kennametal, Inc. | 60,486 | 1,723,851 | |||||
Lennox International, Inc. | 24,178 | 6,301,270 | |||||
Lincoln Electric Holdings, Inc. | 43,466 | 7,253,171 | |||||
MasTec, Inc. | 44,298 | a,b | 4,351,393 | ||||
MDU Resources Group, Inc. | 152,789 | 4,722,708 | |||||
Mercury Systems, Inc. | 43,139 | a | 2,156,303 | ||||
MSC Industrial Direct Co., Inc., Cl. A | 35,219 | 2,912,611 | |||||
nVent Electric PLC | 125,922 | 5,005,400 | |||||
Oshkosh Corp. | 48,846 | 4,922,700 | |||||
Owens Corning | 70,758 | 6,838,761 | |||||
Regal Rexnord Corp. | 49,610 | 6,905,712 | |||||
Simpson Manufacturing Co., Inc. | 32,068 | 3,434,803 | |||||
SunPower Corp. | 66,472 | a | 1,158,607 | ||||
Sunrun, Inc. | 160,483 | a | 4,217,493 | ||||
Terex Corp. | 51,302 | 2,614,863 | |||||
The Middleby Corp. | 40,368 | a | 6,275,206 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Capital Goods - 14.0% (continued) | |||||||
The Timken Company | 49,786 | 4,099,877 | |||||
The Toro Company | 78,376 | 8,740,492 | |||||
Trex Co., Inc. | 83,169 | a | 4,384,670 | ||||
Univar Solutions, Inc. | 122,432 | a | 4,221,455 | ||||
Valmont Industries, Inc. | 16,060 | 5,295,464 | |||||
Vicor Corp. | 16,120 | a | 1,119,212 | ||||
Watsco, Inc. | 24,957 | 7,171,893 | |||||
Watts Water Technologies, Inc., Cl. A | 20,361 | 3,329,431 | |||||
Woodward, Inc. | 45,597 | b | 4,662,749 | ||||
238,323,431 | |||||||
Commercial & Professional Services - 3.2% | |||||||
ASGN, Inc. | 37,257 | a | 3,388,524 | ||||
CACI International, Inc., Cl. A | 17,798 | a | 5,483,386 | ||||
Clean Harbors, Inc. | 37,926 | a | 4,941,758 | ||||
FTI Consulting, Inc. | 25,909 | a,b | 4,133,004 | ||||
IAA, Inc. | 100,282 | a | 4,184,768 | ||||
Insperity, Inc. | 26,663 | 2,947,595 | |||||
KBR, Inc. | 102,785 | 5,265,676 | |||||
ManpowerGroup, Inc. | 37,699 | 3,285,845 | |||||
MSA Safety, Inc. | 27,571 | 3,760,409 | |||||
Science Applications International Corp. | 41,695 | 4,327,107 | |||||
Stericycle, Inc. | 68,939 | a | 3,709,608 | ||||
Tetra Tech, Inc. | 40,081 | 6,233,397 | |||||
The Brink's Company | 34,794 | 2,282,486 | |||||
53,943,563 | |||||||
Consumer Durables & Apparel - 5.1% | |||||||
Brunswick Corp. | 54,952 | 4,634,102 | |||||
Capri Holdings Ltd. | 97,333 | a | 6,471,671 | ||||
Carter's, Inc. | 28,516 | b | 2,377,379 | ||||
Columbia Sportswear Co. | 26,716 | 2,562,064 | |||||
Crocs, Inc. | 46,368 | a | 5,646,231 | ||||
Deckers Outdoor Corp. | 19,901 | a | 8,507,279 | ||||
Hanesbrands, Inc. | 257,647 | b | 2,174,541 | ||||
Helen of Troy Ltd. | 17,868 | a,b | 2,021,049 | ||||
KB Home | 61,775 | 2,375,249 | |||||
Leggett & Platt, Inc. | 100,998 | 3,692,487 | |||||
Mattel, Inc. | 265,478 | a | 5,431,680 | ||||
Polaris, Inc. | 41,081 | 4,717,742 | |||||
PVH Corp. | 48,906 | 4,396,649 | |||||
Skechers USA, Inc., Cl. A | 101,037 | a | 4,864,932 | ||||
Taylor Morrison Home Corp. | 81,090 | a | 2,903,022 | ||||
Tempur Sealy International, Inc. | 128,462 | 5,234,827 | |||||
Toll Brothers, Inc. | 79,326 | 4,719,104 | |||||
TopBuild Corp. | 24,162 | a | 4,833,850 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Consumer Durables & Apparel - 5.1% (continued) | |||||||
Topgolf Callaway Brands Corp. | 103,768 | a | 2,541,278 | ||||
Under Armour, Inc., Cl. A | 144,189 | a | 1,786,502 | ||||
Under Armour, Inc., Cl. C | 146,281 | a | 1,594,463 | ||||
YETI Holdings, Inc. | 65,523 | a | 2,932,809 | ||||
86,418,910 | |||||||
Consumer Services - 3.9% | |||||||
Boyd Gaming Corp. | 59,632 | 3,715,670 | |||||
Choice Hotels International, Inc. | 20,710 | b | 2,545,052 | ||||
Churchill Downs, Inc. | 24,891 | 6,175,457 | |||||
Cracker Barrel Old Country Store, Inc. | 17,011 | 1,898,087 | |||||
Graham Holdings Co., Cl. B | 2,900 | 1,894,599 | |||||
Grand Canyon Education, Inc. | 22,940 | a | 2,673,886 | ||||
H&R Block, Inc. | 117,826 | 4,592,857 | |||||
Light & Wonder, Inc. | 70,370 | a | 4,591,643 | ||||
Marriott Vacations Worldwide Corp. | 28,710 | 4,594,748 | |||||
Papa John's International, Inc. | 24,054 | b | 2,157,403 | ||||
Penn Entertainment, Inc. | 116,706 | a | 4,137,228 | ||||
Service Corp. International | 115,655 | 8,575,818 | |||||
Texas Roadhouse, Inc. | 50,652 | 5,086,980 | |||||
The Wendy's Company | 129,456 | 2,886,869 | |||||
Travel + Leisure Co. | 61,134 | 2,590,248 | |||||
Wingstop, Inc. | 22,324 | b | 3,537,684 | ||||
Wyndham Hotels & Resorts, Inc. | 66,447 | 5,150,307 | |||||
66,804,536 | |||||||
Diversified Financials - 3.3% | |||||||
Affiliated Managers Group, Inc. | 28,549 | 4,931,554 | |||||
Annaly Capital Management, Inc. | 351,314 | c | 8,245,340 | ||||
Evercore, Inc., Cl. A | 27,012 | 3,506,428 | |||||
Federated Hermes, Inc. | 63,530 | 2,496,729 | |||||
FirstCash Holdings, Inc. | 28,164 | 2,596,158 | |||||
Interactive Brokers Group, Inc., Cl. A | 77,964 | 6,232,442 | |||||
Janus Henderson Group PLC | 99,728 | 2,584,950 | |||||
Jefferies Financial Group, Inc. | 137,910 | 5,417,105 | |||||
Navient Corp. | 80,168 | 1,520,787 | |||||
SEI Investments Co. | 77,095 | 4,813,041 | |||||
SLM Corp. | 186,654 | 3,279,511 | |||||
Stifel Financial Corp. | 79,754 | 5,376,217 | |||||
Voya Financial, Inc. | 73,287 | 5,113,234 | |||||
56,113,496 | |||||||
Energy - 3.7% | |||||||
Antero Midstream Corp. | 250,454 | 2,729,949 | |||||
Antero Resources Corp. | 207,237 | a | 5,976,715 | ||||
ChampionX Corp. | 150,778 | 4,978,690 | |||||
CNX Resources Corp. | 136,779 | a,b | 2,288,313 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Energy - 3.7% (continued) | |||||||
DT Midstream, Inc. | 72,529 | 3,964,435 | |||||
Equitrans Midstream Corp. | 327,005 | 2,370,786 | |||||
HF Sinclair Corp. | 100,701 | 5,729,887 | |||||
Matador Resources Co. | 84,355 | 5,580,927 | |||||
Murphy Oil Corp. | 109,353 | 4,768,884 | |||||
NOV, Inc. | 295,710 | 7,227,152 | |||||
PBF Energy, Inc., Cl. A | 85,963 | 3,609,586 | |||||
PDC Energy, Inc. | 68,843 | 4,662,736 | |||||
Range Resources Corp. | 182,524 | 4,566,750 | |||||
Southwestern Energy Co. | 837,043 | a | 4,620,477 | ||||
63,075,287 | |||||||
Food & Staples Retailing - 1.5% | |||||||
BJ's Wholesale Club Holdings, Inc. | 101,763 | a | 7,374,765 | ||||
Casey's General Stores, Inc. | 28,235 | 6,660,919 | |||||
Grocery Outlet Holding Corp. | 66,223 | a | 2,012,517 | ||||
Performance Food Group Co. | 117,911 | a | 7,230,303 | ||||
Sprouts Farmers Market, Inc. | 79,200 | a | 2,530,440 | ||||
25,808,944 | |||||||
Food, Beverage & Tobacco - 1.9% | |||||||
Celsius Holdings, Inc. | 30,351 | a | 3,044,812 | ||||
Coca-Cola Consolidated, Inc. | 3,442 | 1,744,337 | |||||
Darling Ingredients, Inc. | 120,461 | a | 7,985,360 | ||||
Flowers Foods, Inc. | 144,639 | 4,005,054 | |||||
Ingredion, Inc. | 49,543 | 5,093,020 | |||||
Lancaster Colony Corp. | 15,064 | 2,890,932 | |||||
Pilgrim's Pride Corp. | 32,956 | a,b | 800,172 | ||||
Post Holdings, Inc. | 40,917 | a | 3,885,069 | ||||
The Boston Beer Company, Cl. A | 7,144 | a | 2,776,230 | ||||
32,224,986 | |||||||
Health Care Equipment & Services - 5.8% | |||||||
Acadia Healthcare Co. | 68,413 | a | 5,748,060 | ||||
Amedisys, Inc. | 24,626 | a | 2,380,349 | ||||
Chemed Corp. | 11,146 | 5,630,290 | |||||
Encompass Health Corp. | 74,574 | 4,657,146 | |||||
Enovis Corp. | 35,473 | a | 2,233,025 | ||||
Envista Holdings Corp. | 122,566 | a | 4,778,848 | ||||
Globus Medical, Inc., Cl. A | 58,492 | a | 4,416,146 | ||||
Haemonetics Corp. | 38,091 | a | 3,222,499 | ||||
HealthEquity, Inc. | 64,004 | a | 3,894,643 | ||||
ICU Medical, Inc. | 15,254 | a,b | 2,947,530 | ||||
Inari Medical, Inc. | 36,183 | a | 2,064,240 | ||||
Integra LifeSciences Holdings Corp. | 55,326 | a | 3,170,180 | ||||
Lantheus Holdings, Inc. | 52,191 | a | 3,000,983 | ||||
LHC Group, Inc. | 23,373 | a | 3,706,958 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Health Care Equipment & Services - 5.8% (continued) | |||||||
LivaNova PLC | 40,153 | a | 2,256,599 | ||||
Masimo Corp. | 36,224 | a | 6,160,978 | ||||
Neogen Corp. | 162,235 | a | 3,473,451 | ||||
Omnicell, Inc. | 33,105 | a | 1,836,334 | ||||
Option Care Health, Inc. | 117,722 | a | 3,398,634 | ||||
Patterson Cos. | 65,600 | 1,980,464 | |||||
Penumbra, Inc. | 28,500 | a | 7,136,685 | ||||
Progyny, Inc. | 55,858 | a | 1,920,957 | ||||
QuidelOrtho Corp. | 40,526 | a | 3,469,431 | ||||
R1 RCM, Inc. | 101,865 | a,b | 1,457,688 | ||||
Shockwave Medical, Inc. | 27,364 | a | 5,142,517 | ||||
STAAR Surgical Co. | 36,220 | a | 2,555,321 | ||||
Tandem Diabetes Care, Inc. | 48,978 | a | 1,995,364 | ||||
Tenet Healthcare Corp. | 81,920 | a | 4,493,312 | ||||
99,128,632 | |||||||
Household & Personal Products - .4% | |||||||
BellRing Brands, Inc. | 102,434 | a | 2,905,028 | ||||
Coty, Inc., Cl. A | 272,789 | a | 2,716,978 | ||||
Energizer Holdings, Inc. | 49,487 | b | 1,835,968 | ||||
7,457,974 | |||||||
Insurance - 3.9% | |||||||
American Financial Group, Inc. | 52,454 | 7,479,416 | |||||
Brighthouse Financial, Inc. | 52,392 | a | 2,948,098 | ||||
CNO Financial Group, Inc. | 85,707 | 2,207,812 | |||||
First American Financial Corp. | 77,819 | b | 4,814,662 | ||||
Kemper Corp. | 48,347 | 2,839,419 | |||||
Kinsale Capital Group, Inc. | 16,264 | 4,528,548 | |||||
Old Republic International Corp. | 213,049 | 5,622,363 | |||||
Primerica, Inc. | 27,681 | 4,477,402 | |||||
Reinsurance Group of America, Inc. | 50,210 | 7,620,372 | |||||
RenaissanceRe Holdings Ltd. | 33,121 | 6,481,448 | |||||
RLI Corp. | 30,270 | 4,009,262 | |||||
Selective Insurance Group, Inc. | 45,501 | b | 4,322,595 | ||||
The Hanover Insurance Group, Inc. | 26,672 | 3,589,518 | |||||
Unum Group | 141,241 | 5,936,359 | |||||
66,877,274 | |||||||
Materials - 6.6% | |||||||
Alcoa Corp. | 133,677 | 6,983,286 | |||||
AptarGroup, Inc. | 49,147 | 5,683,359 | |||||
Ashland, Inc. | 37,526 | 4,100,466 | |||||
Avient, Corp. | 64,015 | 2,593,888 | |||||
Cabot Corp. | 41,901 | 3,156,402 | |||||
Cleveland-Cliffs, Inc. | 386,628 | a | 8,254,508 | ||||
Commercial Metals Co. | 87,628 | 4,755,572 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Materials - 6.6% (continued) | |||||||
Eagle Materials, Inc. | 27,924 | 4,079,138 | |||||
Greif, Inc., Cl. A | 19,746 | 1,410,457 | |||||
Ingevity Corp. | 26,855 | a | 2,213,926 | ||||
Louisiana-Pacific Corp. | 53,665 | 3,654,050 | |||||
MP Materials Corp. | 69,805 | a,b | 2,269,361 | ||||
NewMarket Corp. | 5,128 | 1,766,647 | |||||
Olin Corp. | 96,223 | 6,215,044 | |||||
Reliance Steel & Aluminum Co. | 44,132 | 10,037,823 | |||||
Royal Gold, Inc. | 49,192 | b | 6,248,860 | ||||
RPM International, Inc. | 97,188 | 8,738,173 | |||||
Sensient Technologies Corp. | 32,013 | 2,423,064 | |||||
Silgan Holdings, Inc. | 62,603 | 3,373,676 | |||||
Sonoco Products Co. | 72,851 | 4,451,925 | |||||
The Chemours Company | 112,989 | 4,111,670 | |||||
The Scotts Miracle-Gro Company | 31,219 | b | 2,253,700 | ||||
United States Steel Corp. | 176,628 | 5,032,132 | |||||
Valvoline, Inc. | 133,362 | 4,889,051 | |||||
Westlake Corp. | 26,079 | 3,201,197 | |||||
Worthington Industries, Inc. | 23,539 | b | 1,338,663 | ||||
113,236,038 | |||||||
Media & Entertainment - 1.5% | |||||||
Cable One, Inc. | 3,616 | 2,856,206 | |||||
John Wiley & Sons, Inc., Cl. A | 33,156 | 1,518,545 | |||||
Nexstar Media Group, Inc. | 28,495 | 5,834,921 | |||||
TEGNA, Inc. | 166,940 | 3,327,114 | |||||
The New York Times Company, Cl. A | 123,612 | 4,306,642 | |||||
TripAdvisor, Inc. | 80,760 | a | 1,881,708 | ||||
World Wrestling Entertainment, Inc., Cl. A | 32,680 | 2,765,382 | |||||
Ziff Davis, Inc. | 35,364 | a | 3,164,371 | ||||
25,654,889 | |||||||
Pharmaceuticals Biotechnology & Life Sciences - 3.8% | |||||||
Arrowhead Pharmaceuticals, Inc. | 80,201 | a | 2,806,233 | ||||
Azenta, Inc. | 56,051 | a | 3,133,251 | ||||
Bruker Corp. | 75,542 | 5,297,005 | |||||
Exelixis, Inc. | 245,083 | a | 4,318,362 | ||||
Halozyme Therapeutics, Inc. | 101,368 | a | 5,247,821 | ||||
Jazz Pharmaceuticals PLC | 47,721 | a | 7,475,972 | ||||
Medpace Holdings, Inc. | 18,902 | a | 4,178,665 | ||||
Neurocrine Biosciences, Inc. | 72,331 | a | 8,023,678 | ||||
Perrigo Co. PLC | 101,175 | 3,785,969 | |||||
Repligen Corp. | 38,763 | a | 7,182,784 | ||||
Sotera Health Co. | 77,160 | a | 1,330,238 | ||||
Syneos Health, Inc. | 77,876 | a | 2,797,306 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Pharmaceuticals Biotechnology & Life Sciences - 3.8% (continued) | |||||||
United Therapeutics Corp. | 34,312 | a | 9,029,889 | ||||
64,607,173 | |||||||
Real Estate - 8.3% | |||||||
Apartment Income REIT Corp. | 113,627 | c | 4,347,369 | ||||
Brixmor Property Group, Inc. | 225,370 | c | 5,302,956 | ||||
Corporate Office Properties Trust | 85,780 | c | 2,407,845 | ||||
Cousins Properties, Inc. | 114,513 | c | 3,139,946 | ||||
CubeSmart | 168,249 | b,c | 7,704,122 | ||||
Douglas Emmett, Inc. | 132,010 | c | 2,211,168 | ||||
EastGroup Properties, Inc. | 32,598 | c | 5,484,614 | ||||
EPR Properties | 56,629 | c | 2,405,600 | ||||
First Industrial Realty Trust, Inc. | 99,886 | c | 5,328,918 | ||||
Healthcare Realty Trust, Inc. | 286,452 | c | 6,167,312 | ||||
Highwoods Properties, Inc. | 78,764 | c | 2,392,063 | ||||
Independence Realty Trust, Inc. | 167,756 | c | 3,158,845 | ||||
JBG SMITH Properties | 73,366 | c | 1,477,591 | ||||
Jones Lang LaSalle, Inc. | 35,576 | a | 6,576,935 | ||||
Kilroy Realty Corp. | 78,898 | c | 3,237,974 | ||||
Kite Realty Group Trust | 164,285 | c | 3,564,985 | ||||
Lamar Advertising Co., Cl. A | 65,467 | c | 6,974,854 | ||||
Life Storage, Inc. | 64,419 | c | 6,959,829 | ||||
Medical Properties Trust, Inc. | 447,562 | b,c | 5,795,928 | ||||
National Retail Properties, Inc. | 135,181 | c | 6,400,820 | ||||
National Storage Affiliates Trust | 63,026 | c | 2,571,461 | ||||
Omega Healthcare Investors, Inc. | 177,323 | b,c | 5,220,389 | ||||
Park Hotels & Resorts, Inc. | 167,563 | c | 2,464,852 | ||||
Pebblebrook Hotel Trust | 102,433 | b,c | 1,679,901 | ||||
Physicians Realty Trust | 171,305 | c | 2,716,897 | ||||
Potlatchdeltic Corp. | 61,225 | b,c | 2,996,964 | ||||
Rayonier, Inc. | 111,509 | c | 4,057,813 | ||||
Rexford Industrial Realty, Inc. | 137,914 | c | 8,753,402 | ||||
Sabra Health Care REIT, Inc. | 172,901 | c | 2,334,164 | ||||
SL Green Realty Corp. | 47,947 | c | 1,973,019 | ||||
Spirit Realty Capital, Inc. | 104,869 | c | 4,601,652 | ||||
STORE Capital Corp. | 200,042 | a,c | 6,443,353 | ||||
The Macerich Company | 161,421 | c | 2,217,925 | ||||
Vornado Realty Trust | 117,295 | b,c | 2,860,825 | ||||
141,932,291 | |||||||
Retailing - 3.6% | |||||||
AutoNation, Inc. | 25,522 | a | 3,234,148 | ||||
Dick's Sporting Goods, Inc. | 41,859 | 5,473,483 | |||||
Five Below, Inc. | 41,711 | a | 8,222,489 | ||||
Foot Locker, Inc. | 59,075 | b | 2,570,353 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Retailing - 3.6% (continued) | |||||||
GameStop Corp., Cl. A | 189,073 | a,b | 4,135,027 | ||||
Kohl's Corp. | 87,066 | 2,818,326 | |||||
Lithia Motors, Inc. | 20,562 | 5,411,918 | |||||
Macy's, Inc. | 204,006 | 4,820,662 | |||||
Murphy USA, Inc. | 15,678 | 4,264,886 | |||||
Nordstrom, Inc. | 82,825 | b | 1,618,401 | ||||
Ollie's Bargain Outlet Holdings, Inc. | 43,869 | a | 2,402,266 | ||||
RH | 14,498 | a,b | 4,523,231 | ||||
The Gap, Inc. | 160,954 | b | 2,184,146 | ||||
Victoria's Secret & Co. | 61,822 | a | 2,605,797 | ||||
Williams-Sonoma, Inc. | 50,559 | b | 6,822,431 | ||||
61,107,564 | |||||||
Semiconductors & Semiconductor Equipment - 2.7% | |||||||
Allegro MicroSystems, Inc. | 47,951 | a | 1,830,290 | ||||
Amkor Technology, Inc. | 74,477 | 2,179,197 | |||||
Cirrus Logic, Inc. | 41,570 | a | 3,757,512 | ||||
Lattice Semiconductor Corp. | 102,903 | a | 7,799,018 | ||||
MACOM Technology Solutions Holdings, Inc. | 38,747 | a | 2,596,824 | ||||
MKS Instruments, Inc. | 43,348 | b | 4,435,367 | ||||
Power Integrations, Inc. | 42,669 | 3,673,374 | |||||
Silicon Laboratories, Inc. | 24,989 | a | 3,921,024 | ||||
SiTime Corp. | 12,439 | a,b | 1,433,346 | ||||
Synaptics, Inc. | 30,267 | a | 3,784,283 | ||||
Universal Display Corp. | 32,560 | 4,315,177 | |||||
Wolfspeed, Inc. | 93,226 | a | 7,179,334 | ||||
46,904,746 | |||||||
Software & Services - 5.1% | |||||||
ACI Worldwide, Inc. | 85,501 | a | 2,388,043 | ||||
Aspen Technology, Inc. | 21,963 | a | 4,365,146 | ||||
Blackbaud, Inc. | 33,964 | a | 2,112,900 | ||||
Commvault Systems, Inc. | 33,664 | a | 2,094,911 | ||||
Concentrix Corp. | 31,899 | 4,523,597 | |||||
Dynatrace, Inc. | 151,043 | a | 5,804,582 | ||||
Envestnet, Inc. | 41,786 | a | 2,716,090 | ||||
Euronet Worldwide, Inc. | 35,372 | a | 3,985,717 | ||||
ExlService Holdings, Inc. | 24,807 | a | 4,232,074 | ||||
Fair Isaac Corp. | 18,802 | a | 12,521,192 | ||||
Genpact Ltd. | 126,417 | 5,976,996 | |||||
Kyndryl Holdings, Inc. | 152,107 | a | 2,036,713 | ||||
Manhattan Associates, Inc. | 46,974 | a | 6,123,531 | ||||
MAXIMUS, Inc. | 46,113 | 3,451,558 | |||||
NCR Corp. | 102,858 | a | 2,820,366 | ||||
Paylocity Holding Corp. | 31,139 | a | 6,485,942 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Software & Services - 5.1% (continued) | |||||||
Qualys, Inc. | 25,872 | a | 2,984,594 | ||||
Teradata Corp. | 76,421 | a | 2,665,564 | ||||
The Western Union Company | 293,768 | 4,162,693 | |||||
WEX, Inc. | 32,758 | a | 6,059,247 | ||||
87,511,456 | |||||||
Technology Hardware & Equipment - 4.3% | |||||||
Arrow Electronics, Inc. | 46,331 | a | 5,443,429 | ||||
Avnet, Inc. | 69,360 | 3,182,237 | |||||
Belden, Inc. | 32,115 | 2,604,205 | |||||
Calix, Inc. | 43,326 | a | 2,280,681 | ||||
Ciena Corp. | 112,273 | a | 5,840,441 | ||||
Cognex Corp. | 129,723 | 7,101,037 | |||||
Coherent Corp. | 104,152 | a | 4,520,197 | ||||
IPG Photonics Corp. | 24,372 | a | 2,732,101 | ||||
Jabil, Inc. | 101,117 | 7,950,830 | |||||
Littelfuse, Inc. | 18,762 | 4,816,018 | |||||
Lumentum Holdings, Inc. | 51,219 | a | 3,082,359 | ||||
National Instruments Corp. | 99,141 | 5,353,614 | |||||
Novanta, Inc. | 26,679 | a,b | 4,307,858 | ||||
Super Micro Computer, Inc. | 34,467 | a,b | 2,492,998 | ||||
TD SYNNEX Corp. | 31,429 | 3,210,472 | |||||
Viasat, Inc. | 55,996 | a,b | 1,929,062 | ||||
Vishay Intertechnology, Inc. | 98,548 | 2,255,764 | |||||
Vontier Corp. | 117,140 | 2,697,734 | |||||
Xerox Holdings Corp. | 81,906 | 1,341,620 | |||||
73,142,657 | |||||||
Telecommunication Services - .6% | |||||||
Frontier Communications Parent, Inc. | 167,308 | a | 4,953,990 | ||||
Iridium Communications, Inc. | 95,139 | 5,693,118 | |||||
10,647,108 | |||||||
Transportation - 2.3% | |||||||
Avis Budget Group, Inc. | 18,591 | a | 3,718,944 | ||||
GXO Logistics, Inc. | 89,891 | a | 4,703,996 | ||||
JetBlue Airways Corp. | 241,563 | a | 1,932,504 | ||||
Kirby Corp. | 45,292 | a | 3,205,768 | ||||
Knight-Swift Transportation Holdings, Inc. | 120,974 | 7,149,563 | |||||
Landstar System, Inc. | 27,227 | 4,705,642 | |||||
Ryder System, Inc. | 37,704 | 3,559,635 | |||||
Saia, Inc. | 19,954 | a | 5,443,052 | ||||
Werner Enterprises, Inc. | 44,256 | 2,078,704 | |||||
XPO Logistics, Inc. | 85,718 | a | 3,416,719 | ||||
39,914,527 |
Description | Shares | Value ($) | |||||
Common Stocks - 98.7% (continued) | |||||||
Utilities - 3.7% | |||||||
ALLETE, Inc. | 42,683 | 2,640,370 | |||||
Black Hills Corp. | 48,667 | 3,522,517 | |||||
Essential Utilities, Inc. | 179,576 | 8,391,586 | |||||
Hawaiian Electric Industries, Inc. | 81,863 | 3,460,349 | |||||
IDACORP, Inc. | 38,320 | 4,054,639 | |||||
National Fuel Gas Co. | 68,335 | 3,967,530 | |||||
New Jersey Resources Corp. | 72,135 | 3,600,979 | |||||
NorthWestern Corp. | 43,500 | 2,470,800 | |||||
OGE Energy Corp. | 150,716 | 5,926,153 | |||||
ONE Gas, Inc. | 41,230 | 3,395,703 | |||||
Ormat Technologies, Inc. | 36,792 | b | 3,405,100 | ||||
PNM Resources, Inc. | 65,353 | 3,233,666 | |||||
Portland General Electric Co. | 67,964 | b | 3,233,727 | ||||
Southwest Gas Holdings, Inc. | 46,596 | 3,118,670 | |||||
Spire, Inc. | 39,629 | 2,862,006 | |||||
UGI Corp. | 157,626 | 6,278,244 | |||||
63,562,039 | |||||||
Total Common Stocks (cost $1,072,154,700) | 1,687,365,893 | ||||||
1-Day | |||||||
Investment Companies - 1.2% | |||||||
Registered Investment Companies - 1.2% | |||||||
Dreyfus
Institutional Preferred Government Plus Money Market Fund, Institutional Shares | 4.41 | 19,823,804 | d | 19,823,804 | |||
Investment of Cash Collateral for Securities Loaned - .6% | |||||||
Registered Investment Companies - .6% | |||||||
Dreyfus Institutional Preferred Government
Plus Money Market Fund, SL Shares | 4.41 | 10,831,544 | d | 10,831,544 | |||
Total Investments (cost $1,102,810,048) | 100.5% | 1,718,021,241 | |||||
Liabilities, Less Cash and Receivables | (.5%) | (9,308,315) | |||||
Net Assets | 100.0% | 1,708,712,926 |
REIT—Real Estate Investment Trust
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 $95,902,100 and the value of the collateral was $95,774,572, consisting of cash collateral of $10,831,544 and U.S. Government & Agency securities valued at $84,943,028. In addition, the value of collateral may include pending sales that are also on loan.
c Investment in real estate investment trust within the United States.
d Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Futures | ||||||
Description | Number of | Expiration | Notional | Market | Unrealized Appreciation ($) | |
Futures Long | ||||||
Standard & Poor's Midcap 400 E-mini | 82 | 3/17/2023 | 21,144,592 | 21,835,780 | 691,188 | |
Gross Unrealized Appreciation | 691,188 |
See notes to financial statements.
STATEMENT
OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.
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 | 1,687,365,893 | - | - | 1,687,365,893 | ||
Investment Companies | 30,655,348 | - | - | 30,655,348 | ||
Other Financial Instruments: | ||||||
Futures†† | 691,188 | - | - | 691,188 |
† See Statement of Investments for additional detailed categorizations, if any.
†† Amount shown represents unrealized appreciation (depreciation) at period end.
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for identical investments.
Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:
The fund’s Board of Directors (the “Board”) has designated the Adviser as the fund’s valuation designee, 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.
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 $615,211,193, consisting of $697,444,930 gross unrealized appreciation and $82,233,737 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.