0001775697-24-000213.txt : 20240327 0001775697-24-000213.hdr.sgml : 20240327 20240327064559 ACCESSION NUMBER: 0001775697-24-000213 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY MELLON MIDCAP INDEX FUND, INC. CENTRAL INDEX KEY: 0000875732 ORGANIZATION NAME: IRS NUMBER: 133618129 STATE OF INCORPORATION: NY FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06325 FILM NUMBER: 24785699 BUSINESS ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 BUSINESS PHONE: 2129226400 MAIL ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS MIDCAP INDEX FUND, INC. DATE OF NAME CHANGE: 20181030 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS MIDCAP INDEX FUND INC DATE OF NAME CHANGE: 20020514 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS MIDCAP INDEX FUND DATE OF NAME CHANGE: 19951228 0000875732 S000000078 BNY Mellon Midcap Index Fund, Inc. C000000115 Investor Shares PESPX C000172470 Class I DMIDX NPORT-P 1 primary_doc.xml NPORT-P false 0000875732 XXXXXXXX S000000078 C000000115 C000172470 BNY Mellon Midcap Index Fund, Inc. 811-06325 0000875732 549300YR5HQUSPUKYA70 240 Greenwich Street New York 10286 212 495 1784 BNY Mellon Midcap Index Fund, Inc. 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0.1155112226291 Long EC CORP US N 1 N N N SENSATA TECHNOLOGIES HOLDING PLC PUCKW5P5O3XMOZVH7T53 SENSATA TECHNOLOGIES HOLDING PLC N/A 93592.00 NS USD 3385222.64 0.2186604130482 Long EC CORP GB N 1 N N N VISTRA CORP 549300KP43CPCUJOOG15 VISTRA ENERGY CORP COM 92840M102 207830.00 NS USD 8527264.90 0.5507984151983 Long EC CORP US N 1 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 CHESAPEAKE ENERGY CORP 165167735 68892.00 NS USD 5312262.12 0.3431329495597 Long EC CORP US N 1 N N DOLBY LABORATORIES INC 549300X04FB2QPCJ5J24 DOLBY LABORATORIES INC 25659T107 36826.00 NS USD 3063186.68 0.1978592653783 Long EC CORP US N 1 N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 BURLINGTON STORES INC 122017106 40122.00 NS USD 7669320.30 0.4953815222614 Long EC CORP US N 1 N N N EQUITY LIFESTYLE PROPERTIES INC 529900PEQG66LENB6798 EQUITY LIFESTYLE PROPERTIES INC 29472R108 115258.00 NS USD 7801814.02 0.5039396392961 Long EC CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 EQUITABLE HOLDINGS INC 29452E101 196748.00 NS USD 6431692.12 0.4154398706131 Long EC CORP US N 1 N N N ONTO INNOVATION INC 254900RXZVN73CHOO062 ONTO INNOVATION INC 683344105 30350.00 NS USD 4901525.00 0.3166023612161 Long EC CORP US N 1 N N N ELF BEAUTY INC 549300U2K9TCON25C029 ELF BEAUTY INC 26856L103 34230.00 NS USD 5460711.90 0.352721710378 Long EC CORP US N 1 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 CIVITAS RESOURCES INC 17888H103 52767.00 NS USD 3419829.27 0.2208957460867 Long EC CORP US N 1 N N N CORE & MAIN INC N/A CORE & MAIN INC 21874C102 101991.00 NS USD 4213248.21 0.2721447573307 Long EC CORP US N 1 N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 VAIL RESORTS INC 91879Q109 23553.00 NS USD 5228766.00 0.3377397160774 Long EC CORP US N 1 N N N COMFORT SYSTEMS USA INC 5299009DT1ZA5HTU6R38 COMFORT SYSTEMS USA INC 199908104 22085.00 NS USD 4802824.95 0.3102270660004 Long EC CORP US N 1 N N N FLOOR & DECOR HOLDINGS INC 549300M5FR3N688XGQ36 FLOOR & DECOR HOLDINGS INC 339750101 65899.00 NS USD 6626803.44 0.4280426227386 Long EC CORP US N 1 N N WESCO INTERNATIONAL INC 529900TXOGREY3WNJ434 WESCO INTERNATIONAL INC 95082P105 27162.00 NS USD 4713150.24 0.3044347411775 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC 02005N100 167864.00 NS USD 6157251.52 0.3977130321345 Long EC CORP US N 1 N N N PURE STORAGE INC 549300NPDB0BZTK3WO90 PURE STORAGE INC 74624M102 181327.00 NS USD 7251266.73 0.4683783452141 Long EC CORP US N 1 N N N CARLYLE GROUP LP 529900NGGVF94UK6PG95 CARLYLE GROUP INC/THE 14316J108 133861.00 NS USD 5357117.22 0.3460302581673 Long EC CORP US N 1 N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 HYATT HOTELS CORP 448579102 27272.00 NS USD 3500906.64 0.2261327461598 Long EC CORP US N 1 N N N WP CAREY INC 54930042CRNE713E3Q67 WP CAREY INC 92936U109 135218.00 NS USD 8378107.28 0.5411639331371 Long EC CORP US N 1 N N RBC BEARINGS INC N/A RBC BEARINGS INC 75524B104 17985.00 NS USD 4829691.90 0.311962472799 Long EC CORP US N 1 N N N GRAPHIC PACKAGING HOLDING CO SO75N4VY5NXGQSK8YQ65 GRAPHIC PACKAGING HOLDING CO 388689101 189251.00 NS USD 4827793.01 0.3118398185113 Long EC CORP US N 1 N N N ARCADIUM LITHIUM PLC 5299008YH4W6QL5DPN51 ARCADIUM LITHIUM PLC N/A 635106.00 NS USD 3105668.34 0.2006032672684 Long EC CORP JE N 1 N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 ANTERO RESOURCES CORP 03674X106 174693.00 NS USD 3902641.62 0.2520818626595 Long EC CORP US N 1 N N N HOULIHAN LOKEY INC 549300S3CNGTQ1QZVY46 HOULIHAN LOKEY INC 441593100 31916.00 NS USD 3822898.48 0.2469310440031 Long EC CORP US N 1 N N N ESAB CORP 549300ZNV0SWBXEIWT04 ESAB CORP 29605J106 35021.00 NS USD 3011455.79 0.1945178314528 Long EC CORP US N 1 N N N RAMBUS INC 2549000211GDCQSLV833 RAMBUS INC 750917106 66479.00 NS USD 4555805.87 0.2942714554519 Long EC CORP US N 1 N N N INDEPENDENCE REALTY TRUST INC 549300Z3L8NU44NQEB29 INDEPENDENCE REALTY TRUST INC 45378A106 139715.00 NS USD 2052413.35 0.1325707637523 Long EC CORP US N 1 N N N ASGN INCORPORATED LZBNYYCBUKY537072438 ASGN INC 00191U102 29172.00 NS USD 2707745.04 0.1749003571817 Long EC CORP US N 1 N N N PORTLAND GENERAL ELECTRIC CO GJOUP9M7C39GLSK9R870 PORTLAND GENERAL ELECTRIC CO 736508847 62531.00 NS USD 2559393.83 0.1653179632583 Long EC CORP US N 1 N N N AFFILIATED MANAGERS GROU 2JE75BUE3T1BLCYYGK54 AFFILIATED MANAGERS GROUP INC 008252108 20906.00 NS USD 3111649.04 0.2009895763746 Long EC CORP US N 1 N N N ENOVIS CORP 635400OP2DYYYMOIYL17 ENOVIS CORP 194014502 30720.00 NS USD 1803264.00 0.1164775534748 Long EC CORP US N 1 N N N GSI GROUP INC N/A NOVANTA INC 67000B104 22143.00 NS USD 3422200.65 0.2210489197434 Long EC CORP CA N 1 N N N COUSINS PROPERTIES INC 5493007XPYD5EJABN062 COUSINS PROPERTIES INC 222795502 93851.00 NS USD 2150126.41 0.1388823066941 Long EC CORP US N 1 N N N PARK HOTELS & RESORTS INC 5493005UZ5TQN0H6HS73 PARK HOTELS & RESORTS INC 700517105 130388.00 NS USD 1966251.04 0.1270053140619 Long EC CORP US N 1 N N N RENAISSANCERE HOLDINGS LTD EK6GB9U3U58PDI411C94 RENAISSANCERE HOLDINGS LTD N/A 32461.00 NS USD 7428050.63 0.4797972811912 Long EC CORP BM N 1 N N N EQUITRANS MIDSTREAM CORP 549300RH0NLJNZ5SXU64 EQUITRANS MIDSTREAM CORP 294600101 267911.00 NS USD 2730013.09 0.1763387089619 Long EC CORP US N 1 N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 FIRST HORIZON CORP 320517105 345520.00 NS USD 4920204.80 0.3178089385133 Long EC CORP US N 1 N N N ANNALY CAPITAL MGMT 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL MANAGEMENT INC 035710839 309235.00 NS USD 5934219.65 0.3833068184218 Long EC CORP US N 1 N N N MORNINGSTAR INC 529900YGNQPOVAXQ7F29 MORNINGSTAR INC 617700109 16106.00 NS USD 4498405.80 0.2905638343144 Long EC CORP US N 1 N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 GAP INC/THE 364760108 132657.00 NS USD 2479359.33 0.160148324895 Long EC CORP US N 1 N N N WATSCO INC 549300F1Y3LN5BX5WN75 WATSCO INC 942622200 20941.00 NS USD 8187512.18 0.5288528955118 Long EC CORP US N 1 N N N EMCOR GROUP INC 529900X0SQJB2J7YDU43 EMCOR GROUP INC 29084Q100 29090.00 NS USD 6635719.90 0.4286185602866 Long EC CORP US N 1 N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 RPM INTERNATIONAL INC 749685103 79662.00 NS USD 8496748.92 0.5488273079771 Long EC CORP US N 1 N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 TD SYNNEX CORP 87162W100 34832.00 NS USD 3482503.36 0.2249440300149 Long EC CORP US N 1 N N N FAH4 INDEX N/A S&P MID 400 EMINI MAR24 N/A -56.00 NC USD -15362480.00 -0.9923028939228 Short DE US N 1 BOFA SECURITIES INC 8NAV47T0Y26Q87Y0QP81 Short FAH4 INDEX_REF S&P MID 400 EMINI MAR24 2024-03-15 -15362480.00 USD 218140.99 N N N FAH4 INDEX N/A S&P MID 400 EMINI MAR24 N/A 96.00 NC USD 26335680.00 1.7010906752963 Long DE US N 1 BOFA SECURITIES INC 8NAV47T0Y26Q87Y0QP81 Long FAH4 INDEX_REF S&P MID 400 EMINI MAR24 2024-03-15 26335680.00 USD -140579.74 N N N DREYFUS INSTITUTIONAL PREFERRE 549300RBWL04JG8SIX57 Dreyfus Institutional Preferred Government Plus Money Market Fund N/A 9855722.67 OU Other Units USD 9855722.67 0.6366069883991 Long STIV RF US N 1 2099-12-01 Variable 5.396736 N N N N N N X9X9USD05574 N/A DREYFUS INSTITUTIONAL PREFERRED PL N/A 3512973.96 OU Other Units USD 3512973.96 0.2269122060229 Long RF US N 1 N N 2024-03-26 BNY Mellon Advantage Funds, Inc. James Windels James Windels Fund Treasurer XXXX NPORT-EX 2 c10520bnymellon-january20241.htm Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.

January 31, 2024 (Unaudited)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4%

     

Automobiles & Components - 1.9%

     

Adient PLC

   

57,914

a 

2,010,195

 

Autoliv, Inc.

   

46,310

 

4,960,727

 

Fox Factory Holding Corp.

   

26,092

a 

1,644,840

 

Gentex Corp.

   

144,234

 

4,778,472

 

Harley-Davidson, Inc.

   

78,368

 

2,543,042

 

Lear Corp.

   

36,026

 

4,787,855

 

The Goodyear Tire & Rubber Company

   

175,515

a 

2,446,679

 

Thor Industries, Inc.

   

32,945

 

3,723,444

 

Visteon Corp.

   

17,197

a 

1,982,642

 
    

28,877,896

 

Banks - 5.4%

     

Associated Banc-Corp

   

91,474

 

1,921,869

 

Bank OZK

   

65,062

 

2,934,947

 

Cadence Bank

   

112,584

 

2,996,986

 

Columbia Banking System, Inc.

   

128,975

 

2,600,136

 

Commerce Bancshares, Inc.

   

73,404

 

3,825,816

 

Cullen/Frost Bankers, Inc.

   

39,604

 

4,202,776

 

East West Bancorp, Inc.

   

87,145

 

6,345,027

 

F.N.B. Corp.

   

221,885

 

2,924,444

 

First Financial Bankshares, Inc.

   

79,421

 

2,480,318

 

First Horizon Corp.

   

345,520

 

4,920,205

 

Glacier Bancorp, Inc.

   

68,563

 

2,650,646

 

Hancock Whitney Corp.

   

53,272

 

2,403,100

 

Home BancShares, Inc.

   

116,033

 

2,719,814

 

International Bancshares Corp.

   

32,792

a 

1,733,385

 

New York Community Bancorp, Inc.

   

446,757

 

2,890,518

 

Old National Bancorp

   

180,945

 

2,980,164

 

Pinnacle Financial Partners, Inc.

   

47,474

 

4,195,752

 

Prosperity Bancshares, Inc.

   

57,950

 

3,703,585

 

SouthState Corp.

   

47,035

 

3,908,608

 

Synovus Financial Corp.

   

90,433

 

3,405,707

 

Texas Capital Bancshares, Inc.

   

29,674

a 

1,810,114

 

UMB Financial Corp.

   

27,009

 

2,228,243

 

United Bankshares, Inc.

   

83,437

 

2,991,216

 

Valley National Bancorp

   

263,702

 

2,536,813

 

Webster Financial Corp.

   

106,379

 

5,263,633

 

Wintrust Financial Corp.

   

37,866

 

3,672,245

 
    

84,246,067

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Capital Goods - 14.4%

     

Acuity Brands, Inc.

   

19,137

 

4,557,668

 

Advanced Drainage Systems, Inc.

   

42,394

 

5,529,025

 

AECOM

   

85,783

 

7,565,203

 

AGCO Corp.

   

38,431

 

4,701,264

 

BWX Technologies, Inc.

   

56,559

 

4,608,427

 

Carlisle Cos., Inc.

   

30,104

 

9,460,483

 

Chart Industries, Inc.

   

25,964

a,b 

3,030,518

 

Comfort Systems USA, Inc.

   

22,085

 

4,802,825

 

Core & Main, Inc., CI. A

   

101,991

a 

4,213,248

 

Crane Co.

   

30,205

 

3,748,743

 

Curtiss-Wright Corp.

   

23,647

 

5,263,113

 

Donaldson Co., Inc.

   

74,627

 

4,820,158

 

EMCOR Group, Inc.

   

29,090

 

6,635,720

 

EnerSys

   

24,981

 

2,387,434

 

Esab Corp.

   

35,021

 

3,011,456

 

Flowserve Corp.

   

81,134

 

3,239,681

 

Fluor Corp.

   

105,353

a 

3,972,862

 

Fortune Brands Innovations, Inc.

   

77,972

 

6,049,847

 

GATX Corp.

   

21,952

 

2,692,413

 

Graco, Inc.

   

104,372

 

8,902,932

 

Hexcel Corp.

   

52,011

 

3,453,010

 

ITT, Inc.

   

50,767

 

6,131,638

 

Lennox International, Inc.

   

19,779

 

8,468,577

 

Lincoln Electric Holdings, Inc.

   

35,370

 

7,859,921

 

MasTec, Inc.

   

37,377

a 

2,454,548

 

MDU Resources Group, Inc.

   

125,921

 

2,456,719

 

MSC Industrial Direct Co., Inc., Cl. A

   

28,670

 

2,829,156

 

nVent Electric PLC

   

102,593

 

6,159,684

 

Oshkosh Corp.

   

40,449

 

4,453,435

 

Owens Corning

   

54,957

 

8,327,634

 

RBC Bearings, Inc.

   

17,985

a 

4,829,692

 

Regal Rexnord Corp.

   

41,027

 

5,475,463

 

Sensata Technologies Holding PLC

   

93,592

 

3,385,223

 

Simpson Manufacturing Co., Inc.

   

26,387

 

4,775,783

 

Sunrun, Inc.

   

133,008

a 

1,925,956

 

Terex Corp.

   

41,616

 

2,556,471

 

The Middleby Corp.

   

33,146

a 

4,675,906

 

The Timken Company

   

40,136

 

3,287,540

 

The Toro Company

   

64,213

 

5,938,418

 

Trex Co., Inc.

   

67,151

a 

5,471,463

 

UFP Industries, Inc.

   

38,223

 

4,336,399

 

Valmont Industries, Inc.

   

12,918

 

2,915,722

 

Watsco, Inc.

   

20,941

 

8,187,512

 

Watts Water Technologies, Inc., Cl. A

   

16,923

 

3,350,923

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Capital Goods - 14.4% (continued)

     

WESCO International, Inc.

   

27,162

 

4,713,150

 

Woodward, Inc.

   

37,360

 

5,147,087

 
    

222,760,050

 

Commercial & Professional Services - 4.1%

     

ASGN, Inc.

   

29,172

a 

2,707,745

 

CACI International, Inc., Cl. A

   

13,776

a 

4,735,224

 

Clean Harbors, Inc.

   

31,141

a 

5,230,442

 

Concentrix Corp.

   

29,202

 

2,595,182

 

ExlService Holdings, Inc.

   

101,982

a 

3,189,997

 

Exponent, Inc.

   

31,303

 

2,760,612

 

FTI Consulting, Inc.

   

21,958

a 

4,207,372

 

Genpact Ltd.

   

103,204

 

3,705,024

 

Insperity, Inc.

   

21,808

 

2,501,160

 

KBR, Inc.

   

83,481

 

4,350,195

 

ManpowerGroup, Inc.

   

30,390

 

2,253,115

 

MAXIMUS, Inc.

   

37,586

 

3,048,976

 

MSA Safety, Inc.

   

22,850

 

3,770,935

 

Paylocity Holding Corp.

   

26,748

a 

4,237,151

 

Science Applications International Corp.

   

32,733

 

4,178,695

 

Stericycle, Inc.

   

57,212

a 

2,746,176

 

Tetra Tech, Inc.

   

32,925

 

5,208,076

 

The Brink's Company

   

27,858

 

2,252,041

 
    

63,678,118

 

Consumer Discretionary Distribution - 4.2%

     

AutoNation, Inc.

   

16,038

a 

2,239,867

 

Burlington Stores, Inc.

   

40,122

a 

7,669,320

 

Dick's Sporting Goods, Inc.

   

38,000

 

5,664,660

 

Five Below, Inc.

   

34,434

a 

6,179,526

 

Floor & Decor Holdings, Inc., Cl. A

   

65,899

a,b 

6,626,803

 

GameStop Corp., Cl. A

   

166,099

a,b 

2,363,589

 

Lithia Motors, Inc.

   

17,017

 

5,017,462

 

Macy's, Inc.

   

169,204

 

3,094,741

 

Murphy USA, Inc.

   

11,973

 

4,220,722

 

Nordstrom, Inc.

   

59,764

b 

1,084,717

 

Ollie's Bargain Outlet Holdings, Inc.

   

38,155

a 

2,744,489

 

Penske Automotive Group, Inc.

   

12,053

 

1,788,304

 

RH

   

9,548

a 

2,420,227

 

The Gap, Inc.

   

132,657

 

2,479,359

 

Valvoline, Inc.

   

85,743

a 

3,128,762

 

Williams-Sonoma, Inc.

   

39,665

 

7,670,814

 
    

64,393,362

 

Consumer Durables & Apparel - 4.9%

     

Brunswick Corp.

   

42,551

 

3,433,015

 

Capri Holdings Ltd.

   

71,866

a 

3,502,749

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Consumer Durables & Apparel - 4.9% (continued)

     

Carter's, Inc.

   

22,771

 

1,722,398

 

Columbia Sportswear Co.

   

21,327

 

1,690,378

 

Crocs, Inc.

   

37,452

a 

3,800,629

 

Deckers Outdoor Corp.

   

15,911

a 

11,992,598

 

Helen of Troy Ltd.

   

14,759

a 

1,689,906

 

KB Home

   

47,342

 

2,821,110

 

Leggett & Platt, Inc.

   

82,439

 

1,913,409

 

Mattel, Inc.

   

218,425

a 

3,907,623

 

Polaris, Inc.

   

32,768

 

2,947,809

 

PVH Corp.

   

37,364

 

4,493,395

 

Skechers USA, Inc., Cl. A

   

82,610

a 

5,158,168

 

Taylor Morrison Home Corp.

   

66,442

a 

3,464,286

 

Tempur Sealy International, Inc.

   

106,527

 

5,314,632

 

Toll Brothers, Inc.

   

66,461

 

6,602,900

 

TopBuild Corp.

   

19,648

a 

7,252,666

 

Under Armour, Inc., Cl. A

   

115,720

a 

881,786

 

Under Armour, Inc., Cl. C

   

117,676

a 

870,802

 

YETI Holdings, Inc.

   

53,928

a 

2,371,214

 
    

75,831,473

 

Consumer Services - 4.5%

     

Aramark

   

161,423

 

4,694,181

 

Boyd Gaming Corp.

   

42,965

 

2,727,848

 

Choice Hotels International, Inc.

   

15,397

b 

1,864,885

 

Churchill Downs, Inc.

   

41,975

 

5,077,716

 

Graham Holdings Co., Cl. B

   

2,214

 

1,594,966

 

Grand Canyon Education, Inc.

   

18,173

a 

2,373,212

 

H&R Block, Inc.

   

89,001

 

4,168,807

 

Hilton Grand Vacations, Inc.

   

44,175

a 

1,842,098

 

Hyatt Hotels Corp., Cl. A

   

27,272

 

3,500,907

 

Light & Wonder, Inc.

   

55,681

a 

4,475,639

 

Marriott Vacations Worldwide Corp.

   

20,558

 

1,724,611

 

Penn Entertainment, Inc.

   

93,842

a 

2,116,137

 

Planet Fitness, Inc., Cl. A

   

52,832

a 

3,579,896

 

Service Corp. International

   

91,359

 

6,132,016

 

Texas Roadhouse, Inc.

   

41,296

 

5,191,733

 

The Wendy's Company

   

103,309

 

1,971,136

 

Travel + Leisure Co.

   

45,095

 

1,822,740

 

Vail Resorts, Inc.

   

23,553

 

5,228,766

 

Wingstop, Inc.

   

18,189

 

5,113,110

 

Wyndham Hotels & Resorts, Inc.

   

51,300

 

3,997,809

 
    

69,198,213

 

Consumer Staples Distribution - 1.9%

     

BJ's Wholesale Club Holdings, Inc.

   

82,694

a 

5,320,532

 

Casey's General Stores, Inc.

   

23,044

 

6,253,220

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Consumer Staples Distribution - 1.9% (continued)

     

Grocery Outlet Holding Corp.

   

61,864

a 

1,532,990

 

Performance Food Group Co.

   

96,217

a 

6,993,052

 

Sprouts Farmers Market, Inc.

   

62,801

a 

3,163,286

 

US Foods Holding Corp.

   

139,863

a 

6,435,097

 
    

29,698,177

 

Energy - 4.9%

     

Antero Midstream Corp.

   

210,611

 

2,577,879

 

Antero Resources Corp.

   

174,693

a 

3,902,642

 

ChampionX Corp.

   

120,329

 

3,298,218

 

Chesapeake Energy Corp.

   

68,892

b 

5,312,262

 

Chord Energy Corp.

   

25,525

 

3,924,724

 

Civitas Resources, Inc.

   

52,767

 

3,419,829

 

CNX Resources Corp.

   

97,987

a 

1,979,337

 

DT Midstream, Inc.

   

59,920

 

3,217,105

 

Equitrans Midstream Corp.

   

267,911

 

2,730,013

 

HF Sinclair Corp.

   

96,807

 

5,468,627

 

Matador Resources Co.

   

68,511

 

3,760,569

 

Murphy Oil Corp.

   

90,744

 

3,511,793

 

NOV, Inc.

   

243,588

 

4,752,402

 

Ovintiv, Inc.

   

156,939

 

6,657,352

 

PBF Energy, Inc., Cl. A

   

67,252

 

3,396,899

 

Permian Resources Corp.

   

257,042

 

3,464,926

 

Range Resources Corp.

   

149,213

 

4,333,146

 

Southwestern Energy Co.

   

681,099

a 

4,393,089

 

Valaris Ltd.

   

38,924

a 

2,408,228

 

Weatherford International PLC

   

44,595

a 

3,993,482

 
    

76,502,522

 

Equity Real Estate Investment - 4.8%

     

Apartment Income REIT Corp.

   

90,894

c 

2,971,325

 

COPT Defense Properties

   

70,103

c 

1,651,627

 

CubeSmart

   

139,045

b,c 

6,009,525

 

EastGroup Properties, Inc.

   

28,649

c 

5,083,192

 

EPR Properties

   

46,580

c 

2,062,097

 

Equity Lifestyle Properties, Inc.

   

115,258

c 

7,801,814

 

Gaming & Leisure Properties, Inc.

   

165,112

c 

7,537,363

 

Healthcare Realty Trust, Inc.

   

235,517

c 

3,794,179

 

Independence Realty Trust, Inc.

   

139,715

c 

2,052,413

 

Kite Realty Group Trust

   

135,660

c 

2,903,124

 

Lamar Advertising Co., Cl. A

   

54,155

c 

5,668,945

 

National Storage Affiliates Trust

   

47,777

c 

1,784,471

 

Park Hotels & Resorts, Inc.

   

130,388

c 

1,966,251

 

Physicians Realty Trust

   

147,471

c 

1,805,045

 

Potlatchdeltic Corp.

   

49,075

c 

2,195,125

 

Rayonier, Inc.

   

84,362

c 

2,556,169

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Equity Real Estate Investment - 4.8% (continued)

     

Sabra Health Care REIT, Inc.

   

142,977

c 

1,907,313

 

STAG Industrial, Inc.

   

112,276

c 

4,147,475

 

Vornado Realty Trust

   

98,498

c 

2,678,161

 

WP Carey, Inc.

   

135,218

b,c 

8,378,107

 
    

74,953,721

 

Equity Real Estate Investment Trusts - 2.2%

     

Agree Realty Corp.

   

62,157

c 

3,705,179

 

Brixmor Property Group, Inc.

   

185,876

c 

4,171,057

 

Cousins Properties, Inc.

   

93,851

c 

2,150,126

 

First Industrial Realty Trust, Inc.

   

81,793

c 

4,213,975

 

Kilroy Realty Corp.

   

65,972

c 

2,359,159

 

Medical Properties Trust, Inc.

   

373,232

b,c 

1,157,019

 

NNN REIT, Inc.

   

112,813

c 

4,550,876

 

Omega Healthcare Investors, Inc.

   

151,494

c 

4,393,326

 

Rexford Industrial Realty, Inc.

   

130,534

c 

6,864,783

 
    

33,565,500

 

Financial Services - 6.1%

     

Affiliated Managers Group, Inc.

   

20,906

 

3,111,649

 

Ally Financial, Inc.

   

167,864

 

6,157,252

 

Annaly Capital Management, Inc.

   

309,235

c 

5,934,220

 

Equitable Holdings, Inc.

   

196,748

 

6,431,692

 

Essent Group Ltd.

   

66,016

 

3,641,443

 

Euronet Worldwide, Inc.

   

27,068

a 

2,697,326

 

Evercore, Inc., Cl. A

   

21,432

 

3,680,517

 

Federated Hermes, Inc.

   

53,331

 

1,864,452

 

FirstCash Holdings, Inc.

   

22,872

 

2,625,019

 

Houlihan Lokey, Inc.

   

31,916

 

3,822,898

 

Interactive Brokers Group, Inc., Cl. A

   

66,174

 

5,872,942

 

Janus Henderson Group PLC

   

81,949

 

2,356,853

 

Jefferies Financial Group, Inc.

   

104,096

 

4,242,953

 

MGIC Investment Corp.

   

171,478

 

3,402,124

 

Morningstar, Inc.

   

16,106

 

4,498,406

 

SEI Investments Co.

   

61,840

 

3,910,762

 

SLM Corp.

   

139,177

 

2,766,839

 

Starwood Property Trust, Inc.

   

184,002

c 

3,740,761

 

Stifel Financial Corp.

   

63,070

 

4,600,956

 

The Carlyle Group, Inc.

   

133,861

 

5,357,117

 

The Western Union Company

   

224,441

 

2,821,223

 

Voya Financial, Inc.

   

64,599

 

4,675,030

 

WEX, Inc.

   

26,427

a 

5,401,415

 
    

93,613,849

 

Food, Beverage & Tobacco - 1.7%

     

Celsius Holdings, Inc.

   

91,685

a 

4,575,081

 

Coca-Cola Consolidated, Inc.

   

2,945

 

2,536,794

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Food, Beverage & Tobacco - 1.7% (continued)

     

Darling Ingredients, Inc.

   

98,648

a 

4,271,458

 

Flowers Foods, Inc.

   

118,799

 

2,708,617

 

Ingredion, Inc.

   

40,312

 

4,336,362

 

Lancaster Colony Corp.

   

12,649

 

2,324,633

 

Pilgrim's Pride Corp.

   

24,892

a 

676,316

 

Post Holdings, Inc.

   

31,420

a 

2,917,975

 

The Boston Beer Company, Inc., Cl. A

   

5,778

a 

2,018,082

 
    

26,365,318

 

Health Care Equipment & Services - 4.6%

     

Acadia Healthcare Co., Inc.

   

57,023

a 

4,683,869

 

Amedisys, Inc.

   

20,313

a 

1,914,907

 

Chemed Corp.

   

9,314

 

5,521,246

 

Doximity, Inc., Cl. A

   

73,430

a,b 

1,978,939

 

Encompass Health Corp.

   

61,979

 

4,402,988

 

Enovis Corp.

   

30,720

a 

1,803,264

 

Envista Holdings Corp.

   

105,988

a 

2,490,718

 

Globus Medical, Inc., Cl. A

   

71,336

a 

3,765,827

 

Haemonetics Corp.

   

31,377

a 

2,399,085

 

HealthEquity, Inc.

   

52,949

a 

4,001,885

 

Inari Medical, Inc.

   

31,759

a 

1,808,675

 

Integra LifeSciences Holdings Corp.

   

42,057

a 

1,688,589

 

Lantheus Holdings, Inc.

   

42,266

a 

2,194,873

 

LivaNova PLC

   

33,276

a 

1,619,876

 

Masimo Corp.

   

27,447

a 

3,539,016

 

Neogen Corp.

   

121,720

a 

1,886,660

 

Option Care Health, Inc.

   

109,352

a 

3,416,156

 

Penumbra, Inc.

   

23,866

a 

6,018,767

 

Progyny, Inc.

   

51,557

a 

1,963,806

 

QuidelOrtho Corp.

   

30,575

a 

2,094,693

 

R1 RCM, Inc.

   

120,457

a 

1,233,480

 

Shockwave Medical, Inc.

   

22,816

a 

5,162,120

 

Tenet Healthcare Corp.

   

62,796

a 

5,195,741

 
    

70,785,180

 

Household & Personal Products - .8%

     

BellRing Brands, Inc.

   

81,281

a 

4,492,401

 

Coty, Inc., Cl. A

   

231,577

a 

2,797,450

 

e.l.f. Beauty, Inc.

   

34,230

a 

5,460,712

 
    

12,750,563

 

Insurance - 4.7%

     

American Financial Group, Inc.

   

40,408

 

4,865,123

 

Brighthouse Financial, Inc.

   

39,685

a 

2,054,492

 

CNO Financial Group, Inc.

   

69,362

 

1,885,259

 

Erie Indemnity Co., Cl. A

   

15,423

 

5,333,736

 

Fidelity National Financial, Inc.

   

159,877

 

7,998,646

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Insurance - 4.7% (continued)

     

First American Financial Corp.

   

63,803

 

3,850,511

 

Kemper Corp.

   

37,251

 

2,235,060

 

Kinsale Capital Group, Inc.

   

13,613

 

5,412,120

 

Old Republic International Corp.

   

161,238

 

4,521,114

 

Primerica, Inc.

   

21,664

 

5,072,842

 

Reinsurance Group of America, Inc.

   

40,754

 

7,086,713

 

RenaissanceRe Holdings Ltd.

   

32,461

 

7,428,051

 

RLI Corp.

   

24,828

 

3,385,794

 

Selective Insurance Group, Inc.

   

37,465

 

3,928,580

 

The Hanover Insurance Group, Inc.

   

22,114

 

2,919,269

 

Unum Group

   

113,372

 

5,480,402

 
    

73,457,712

 

Materials - 7.2%

     

Alcoa Corp.

   

110,360

a 

3,283,210

 

AptarGroup, Inc.

   

40,676

 

5,282,999

 

Arcadium Lithium PLC

   

635,106

a,b 

3,105,668

 

Ashland, Inc.

   

31,685

 

2,966,350

 

Avient Corp.

   

56,664

 

2,051,803

 

Axalta Coating Systems Ltd.

   

136,090

a 

4,412,038

 

Berry Global Group, Inc.

   

73,028

 

4,780,413

 

Cabot Corp.

   

34,161

 

2,463,008

 

Cleveland-Cliffs, Inc.

   

312,185

a 

6,259,309

 

Commercial Metals Co.

   

72,289

 

3,774,932

 

Crown Holdings, Inc.

   

74,603

 

6,602,365

 

Eagle Materials, Inc.

   

21,573

 

4,881,538

 

Graphic Packaging Holding Co.

   

189,251

 

4,827,793

 

Greif, Inc., Cl. A

   

15,633

 

978,782

 

Knife River Corp.

   

34,978

a 

2,290,709

 

Louisiana-Pacific Corp.

   

39,683

 

2,640,904

 

MP Materials Corp.

   

89,390

a 

1,413,256

 

NewMarket Corp.

   

4,247

 

2,369,019

 

Olin Corp.

   

75,780

 

3,945,865

 

Reliance Steel & Aluminum Co.

   

35,538

 

10,143,256

 

Royal Gold, Inc.

   

40,621

 

4,646,636

 

RPM International, Inc.

   

79,662

 

8,496,749

 

Silgan Holdings, Inc.

   

50,049

 

2,299,251

 

Sonoco Products Co.

   

60,572

 

3,446,547

 

The Chemours Company

   

91,765

 

2,768,550

 

The Scotts Miracle-Gro Company

   

25,696

b 

1,445,657

 

U.S. Steel Corp.

   

137,918

 

6,484,904

 

Westlake Corp.

   

19,809

 

2,740,575

 
    

110,802,086

 

Media & Entertainment - 1.3%

     

Cable One, Inc.

   

2,841

 

1,559,510

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Media & Entertainment - 1.3% (continued)

     

Nexstar Media Group, Inc.

   

19,932

b 

3,542,116

 

TEGNA, Inc.

   

121,395

 

1,892,548

 

The New York Times Company, Cl. A

   

101,180

 

4,913,301

 

TKO Group Holdings, Inc.

   

37,042

a 

3,100,045

 

Ziff Davis, Inc.

   

28,435

a 

1,916,519

 

ZoomInfo Technologies, Inc.

   

183,179

a 

2,938,191

 
    

19,862,230

 

Pharmaceuticals, Biotechnology & Life Sciences - 3.2%

     

Arrowhead Pharmaceuticals, Inc.

   

75,669

a 

2,428,975

 

Azenta, Inc.

   

37,197

a 

2,425,244

 

Bruker Corp.

   

57,344

 

4,100,669

 

Exelixis, Inc.

   

192,294

a 

4,184,317

 

Halozyme Therapeutics, Inc.

   

81,684

a 

2,765,003

 

Jazz Pharmaceuticals PLC

   

38,930

a 

4,777,490

 

Medpace Holdings, Inc.

   

14,420

a 

4,204,584

 

Neurocrine Biosciences, Inc.

   

60,755

a 

8,491,726

 

Perrigo Co. PLC

   

83,791

 

2,688,015

 

Repligen Corp.

   

32,108

a 

6,081,255

 

Sotera Health Co.

   

61,165

a 

900,349

 

United Therapeutics Corp.

   

29,021

a 

6,233,130

 
    

49,280,757

 

Real Estate Management & Development - .3%

     

Jones Lang LaSalle, Inc.

   

29,417

a 

 5,208,574

 

Semiconductors & Semiconductor Equipment - 2.7%

     

Allegro MicroSystems, Inc.

   

44,037

a 

1,142,320

 

Amkor Technology, Inc.

   

63,827

 

2,020,763

 

Cirrus Logic, Inc.

   

33,328

a 

2,572,922

 

Lattice Semiconductor Corp.

   

85,351

a 

5,194,462

 

MACOM Technology Solutions Holdings, Inc.

   

33,364

a 

2,876,978

 

MKS Instruments, Inc.

   

38,873

 

4,138,031

 

Onto Innovation, Inc.

   

30,350

a 

4,901,525

 

Power Integrations, Inc.

   

35,116

 

2,632,295

 

Rambus, Inc.

   

66,479

a 

4,555,806

 

Silicon Laboratories, Inc.

   

19,651

a 

2,424,147

 

Synaptics, Inc.

   

24,378

a 

2,603,814

 

Universal Display Corp.

   

26,942

 

4,573,943

 

Wolfspeed, Inc.

   

77,496

a,b 

2,522,495

 
    

42,159,501

 

Software & Services - 3.4%

     

Aspen Technology, Inc.

   

17,331

a 

3,327,379

 

Blackbaud, Inc.

   

26,637

a 

2,155,466

 

Commvault Systems, Inc.

   

27,064

a 

2,481,228

 

Dolby Laboratories, Inc., Cl. A

   

36,826

 

3,063,187

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Software & Services - 3.4% (continued)

     

Dropbox, Inc., CI. A

   

158,412

a 

5,018,492

 

Dynatrace, Inc.

   

147,453

a 

8,404,821

 

GoDaddy, Inc., Cl. A

   

87,080

a 

9,287,953

 

Kyndryl Holdings, Inc.

   

141,814

a 

2,910,023

 

Manhattan Associates, Inc.

   

38,069

a 

9,234,017

 

Qualys, Inc.

   

22,746

a 

4,302,861

 

Teradata Corp.

   

60,475

a 

2,792,736

 
    

52,978,163

 

Technology Hardware & Equipment - 4.3%

     

Arrow Electronics, Inc.

   

33,490

a 

3,722,413

 

Avnet, Inc.

   

55,952

 

2,534,626

 

Belden, Inc.

   

25,774

 

1,911,915

 

Calix, Inc.

   

36,180

a 

1,200,452

 

Ciena Corp.

   

91,419

a 

4,845,207

 

Cognex Corp.

   

106,446

 

3,846,958

 

Coherent Corp.

   

81,493

a 

3,874,177

 

Crane NXT Co.

   

29,966

 

1,746,418

 

IPG Photonics Corp.

   

18,279

a 

1,789,331

 

Littelfuse, Inc.

   

15,392

 

3,723,325

 

Lumentum Holdings, Inc.

   

41,621

a,b 

2,286,658

 

Novanta, Inc.

   

22,143

a 

3,422,201

 

Pure Storage, Inc., Cl. A

   

181,327

a 

7,251,267

 

Super Micro Computer, Inc.

   

28,681

a 

15,189,744

 

TD SYNNEX Corp.

   

34,832

 

3,482,503

 

Vishay Intertechnology, Inc.

   

77,968

 

1,694,245

 

Vontier Corp.

   

95,430

 

3,300,924

 
    

65,822,364

 

Telecommunication Services - .4%

     

Frontier Communications Parent, Inc.

   

136,771

a,b 

3,368,670

 

Iridium Communications, Inc.

   

76,584

 

2,776,936

 
    

6,145,606

 

Transportation - 2.4%

     

Avis Budget Group, Inc.

   

11,387

b 

1,864,166

 

GXO Logistics, Inc.

   

73,557

a 

4,000,030

 

Hertz Global Holdings, Inc.

   

80,697

a,b 

673,820

 

Kirby Corp.

   

36,545

a 

2,874,630

 

Knight-Swift Transportation Holdings, Inc.

   

99,738

 

5,722,966

 

Landstar System, Inc.

   

22,228

 

4,261,552

 

Ryder System, Inc.

   

27,407

 

3,112,613

 

Saia, Inc.

   

16,416

a 

7,396,721

 

Werner Enterprises, Inc.

   

39,549

 

1,564,163

 

XPO, Inc.

   

71,713

a 

6,127,159

 
    

37,597,820

 


        
 

Description

   

Shares

 

Value ($)

 

Common Stocks - 99.4% (continued)

     

Utilities - 3.1%

     

ALLETE, Inc.

   

35,541

 

2,100,829

 

Black Hills Corp.

   

42,043

 

2,176,146

 

Essential Utilities, Inc.

   

155,401

 

5,572,680

 

IDACORP, Inc.

   

31,298

 

2,897,569

 

National Fuel Gas Co.

   

56,777

 

2,677,603

 

New Jersey Resources Corp.

   

60,328

 

2,463,192

 

NorthWestern Energy Group, Inc.

   

37,870

 

1,822,304

 

OGE Energy Corp.

   

123,849

 

4,116,741

 

ONE Gas, Inc.

   

34,290

b 

2,104,377

 

Ormat Technologies, Inc.

   

33,076

 

2,139,356

 

PNM Resources, Inc.

   

53,077

 

1,922,980

 

Portland General Electric Co.

   

62,531

 

2,559,394

 

Southwest Gas Holdings, Inc.

   

37,138

 

2,179,258

 

Spire, Inc.

   

32,528

 

1,846,615

 

UGI Corp.

   

129,533

 

2,867,861

 

Vistra Corp.

   

207,830

 

8,527,265

 
    

47,974,170

 

Total Common Stocks (cost $1,011,689,892)

   

1,538,508,992

 
  

1-Day
Yield (%)

     

Investment Companies - .6%

     

Registered Investment Companies - .6%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $9,855,723)

 

5.40

 

9,855,723

d 

 9,855,723

 
        

Investment of Cash Collateral for Securities Loaned - .2%

     

Registered Investment Companies - .2%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $3,512,979)

 

5.40

 

3,512,979

d 

 3,512,979

 

Total Investments (cost $1,025,058,594)

 

100.2%

 

1,551,877,694

 

Liabilities, Less Cash and Receivables

 

(.2%)

 

(3,713,308)

 

Net Assets

 

100.0%

 

1,548,164,386

 

REIT—Real Estate Investment Trust

a Non-income producing security.

b Security, or portion thereof, on loan. At January 31, 2024, the value of the fund’s securities on loan was $43,239,601 and the value of the collateral was $45,070,818, consisting of cash collateral of $3,512,979 and U.S. Government & Agency securities valued at $41,557,839. 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
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation (Depreciation) ($)

 

Futures Long 

  

Standard & Poor's Midcap 400 E-mini

93

3/15/2024

25,656,573

25,512,690

(143,883)

 

Futures Short 

  

Standard & Poor's Midcap 400 E-mini

56

3/15/2024

15,580,621

15,362,480

218,141

 

Gross Unrealized Appreciation

 

218,141

 

Gross Unrealized Depreciation

 

(143,883)

 

See notes to financial statements.


STATEMENT OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.

January 31, 2024 (Unaudited)

The following is a summary of the inputs used as of January 31, 2024 in valuing the fund’s investments:

       
 

Level 1-Unadjusted Quoted Prices

Level 2- Other Significant Observable Inputs

 

Level 3-Significant Unobservable Inputs

Total

 

Assets ($) 

  

Investments in Securities:

  

Equity Securities - Common Stocks

1,538,508,992

-

 

-

1,538,508,992

 

Investment Companies

13,368,702

-

 

-

13,368,702

 

Other Financial Instruments:

  

Futures††

218,141

-

 

-

218,141

 

Liabilities ($) 

  

Other Financial Instruments:

  

Futures††

(143,883)

-

 

-

(143,883)

 

 See Statement of Investments for additional detailed categorizations, if any.

†† Amount shown represents unrealized appreciation (depreciation) at period end.


The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

Level 1—unadjusted quoted prices in active markets for identical investments.

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:

The fund’s Board of Directors (the “Board”) has designated the Adviser as the fund’s valuation designee to make all fair value determinations with respect to the fund’s portfolio investments, subject to the Board’s oversight and pursuant to Rule 2a-5 under the Act.


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

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

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

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

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

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value


of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2024 is discussed below.

Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At January 31, 2024, accumulated net unrealized appreciation on investments was $526,893,358, consisting of $608,629,333 gross unrealized appreciation and $81,735,975 gross unrealized depreciation.

At January 31, 2024, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

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