STATEMENT OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.
January 31, 2021 (Unaudited)
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% | |||||||
Automobiles & Components - 2.2% | |||||||
Adient | 102,450 | a | 3,308,111 | ||||
Dana | 157,589 | a | 3,050,923 | ||||
Fox Factory Holding | 45,627 | a,b | 5,458,814 | ||||
Gentex | 266,801 | 8,817,773 | |||||
Harley-Davidson | 166,735 | b | 6,684,406 | ||||
Lear | 59,864 | 9,025,097 | |||||
The Goodyear Tire & Rubber Company | 253,713 | a | 2,676,672 | ||||
Thor Industries | 60,241 | b | 7,289,763 | ||||
Visteon | 30,401 | a | 3,875,519 | ||||
50,187,078 | |||||||
Banks - 7.3% | |||||||
Associated Banc-Corp | 169,635 | 3,043,252 | |||||
BancorpSouth Bank | 104,993 | 2,903,056 | |||||
Bank of Hawaii | 43,710 | b | 3,417,685 | ||||
Bank OZK | 132,071 | 4,907,758 | |||||
Cathay General Bancorp | 81,494 | 2,756,127 | |||||
CIT Group | 107,609 | 3,970,772 | |||||
Commerce Bancshares | 114,714 | b | 7,668,631 | ||||
Cullen/Frost Bankers | 60,804 | 5,608,561 | |||||
East West Bancorp | 154,152 | 9,239,871 | |||||
Essent Group | 122,166 | 5,110,204 | |||||
F.N.B. | 352,059 | 3,471,302 | |||||
First Financial Bankshares | 154,511 | b | 5,852,877 | ||||
First Horizon | 603,942 | 8,388,754 | |||||
Fulton Financial | 178,758 | 2,395,357 | |||||
Glacier Bancorp | 104,313 | 4,866,201 | |||||
Hancock Whitney | 94,275 | 3,218,549 | |||||
Home BancShares | 165,767 | 3,514,260 | |||||
International Bancshares | 61,357 | 2,319,908 | |||||
MGIC Investment | 370,063 | 4,337,138 | |||||
New York Community Bancorp | 504,133 | 5,273,231 | |||||
PacWest Bancorp | 127,479 | 3,848,591 | |||||
Pinnacle Financial Partners | 82,455 | 5,650,641 | |||||
Prosperity Bancshares | 100,685 | 6,790,196 | |||||
Signature Bank | 58,334 | 9,636,193 | |||||
Sterling Bancorp | 212,249 | 3,918,117 | |||||
Synovus Financial | 161,695 | 6,015,054 | |||||
TCF Financial | 165,852 | 6,445,009 | |||||
Texas Capital Bancshares | 55,062 | a | 3,315,834 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Banks - 7.3% (continued) | |||||||
Trustmark | 69,709 | 1,914,906 | |||||
UMB Financial | 47,797 | 3,392,153 | |||||
Umpqua Holdings | 238,778 | 3,464,669 | |||||
United Bankshares | 141,840 | b | 4,490,654 | ||||
Valley National Bancorp | 441,344 | b | 4,506,122 | ||||
Washington Federal | 83,463 | 2,185,061 | |||||
Webster Financial | 98,583 | 4,608,755 | |||||
Wintrust Financial | 62,938 | 3,788,238 | |||||
166,233,687 | |||||||
Capital Goods - 12.8% | |||||||
Acuity Brands | 40,589 | b | 4,880,421 | ||||
AECOM | 164,109 | a | 8,221,861 | ||||
AGCO | 66,831 | 7,411,558 | |||||
Axon Enterprise | 69,650 | a | 11,433,744 | ||||
Builders FirstSource | 223,314 | a | 8,541,761 | ||||
Carlisle | 58,108 | 8,421,592 | |||||
Colfax | 109,993 | a,b | 4,082,940 | ||||
Crane | 53,954 | 4,083,239 | |||||
Curtiss-Wright | 45,750 | 4,748,393 | |||||
Donaldson | 137,409 | 8,167,591 | |||||
Dycom Industries | 35,213 | a | 2,857,183 | ||||
EMCOR Group | 59,697 | 5,271,245 | |||||
EnerSys | 46,506 | 3,824,188 | |||||
Fluor | 137,827 | a | 2,383,029 | ||||
GATX | 38,696 | b | 3,590,989 | ||||
Generac Holdings | 68,510 | a | 16,882,234 | ||||
Graco | 182,564 | 12,585,962 | |||||
Hexcel | 91,258 | a,b | 3,984,324 | ||||
Hubbell | 59,424 | 9,246,374 | |||||
ITT | 94,007 | 7,023,263 | |||||
Kennametal | 92,093 | 3,488,483 | |||||
Lennox International | 38,186 | 10,519,861 | |||||
Lincoln Electric Holdings | 64,716 | 7,409,982 | |||||
MasTec | 61,677 | a,b | 4,758,381 | ||||
Mercury Systems | 61,742 | a | 4,387,387 | ||||
MSC Industrial Direct, Cl. A | 49,970 | 3,876,173 | |||||
Nordson | 59,155 | 10,588,153 | |||||
nVent Electric | 185,834 | 4,158,965 | |||||
Oshkosh | 74,184 | 6,794,513 | |||||
Owens Corning | 117,846 | 9,144,850 | |||||
Regal Beloit | 44,122 | 5,536,429 | |||||
Simpson Manufacturing | 47,457 | 4,366,044 | |||||
Sunrun | 170,023 | a | 11,777,493 | ||||
Terex | 75,377 | a | 2,695,482 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Capital Goods - 12.8% (continued) | |||||||
The Middleby | 60,535 | a | 8,215,810 | ||||
The Timken Company | 74,204 | 5,614,275 | |||||
The Toro Company | 117,606 | 11,084,365 | |||||
Trex | 126,918 | a,b | 11,647,265 | ||||
Trinity Industries | 93,153 | b | 2,590,585 | ||||
Univar Solutions | 187,085 | a | 3,477,910 | ||||
Valmont Industries | 23,229 | 4,481,339 | |||||
Watsco | 35,735 | b | 8,522,440 | ||||
Woodward | 63,539 | 7,113,191 | |||||
289,891,267 | |||||||
Commercial & Professional Services - 3.0% | |||||||
ASGN | 57,834 | a | 4,795,017 | ||||
Clean Harbors | 55,535 | a | 4,301,741 | ||||
CoreLogic | 84,583 | 6,368,254 | |||||
FTI Consulting | 38,962 | a | 4,284,651 | ||||
Healthcare Services Group | 80,882 | b | 2,622,194 | ||||
Herman Miller | 64,042 | 2,193,439 | |||||
HNI | 46,840 | 1,511,058 | |||||
IAA | 146,370 | a | 8,363,582 | ||||
Insperity | 38,891 | 3,052,555 | |||||
KAR Auction Services | 140,499 | a,b | 2,593,612 | ||||
ManpowerGroup | 62,536 | 5,530,684 | |||||
MSA Safety | 39,393 | b | 6,150,035 | ||||
Stericycle | 99,583 | a | 6,520,695 | ||||
Tetra Tech | 58,515 | 7,113,669 | |||||
The Brink's Company | 53,972 | 3,677,112 | |||||
69,078,298 | |||||||
Consumer Durables & Apparel - 4.0% | |||||||
Brunswick | 85,246 | 7,370,369 | |||||
Capri Holdings | 164,910 | a | 6,870,151 | ||||
Carter's | 47,701 | a | 4,199,596 | ||||
Columbia Sportswear | 33,435 | a,b | 2,924,225 | ||||
Deckers Outdoor | 30,575 | a | 8,927,289 | ||||
Helen of Troy | 27,578 | a,b | 6,735,927 | ||||
KB Home | 96,157 | 4,003,977 | |||||
Mattel | 378,593 | a | 6,860,105 | ||||
Polaris | 63,107 | 7,362,694 | |||||
Skechers USA, CI. A | 147,308 | a | 5,079,180 | ||||
Taylor Morrison Home | 141,915 | a | 3,686,952 | ||||
Tempur Sealy International | 208,597 | a | 5,506,961 | ||||
Toll Brothers | 124,888 | 6,381,777 | |||||
TopBuild | 36,160 | a,b | 7,230,192 | ||||
TRI Pointe Group | 137,715 | a,b | 2,781,843 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Consumer Durables & Apparel - 4.0% (continued) | |||||||
YETI Holdings | 82,065 | a | 5,401,518 | ||||
91,322,756 | |||||||
Consumer Services - 5.2% | |||||||
Adtalem Global Education | 57,268 | a | 2,209,972 | ||||
Boyd Gaming | 87,726 | a | 3,961,706 | ||||
Caesars Entertainment | 227,056 | a | 15,982,472 | ||||
Choice Hotels International | 31,445 | a,b | 3,164,625 | ||||
Churchill Downs | 38,641 | b | 7,243,255 | ||||
Cracker Barrel Old Country Store | 25,883 | a | 3,502,229 | ||||
Graham Holdings, Cl. B | 4,390 | 2,494,003 | |||||
Grand Canyon Education | 51,624 | a | 4,384,943 | ||||
H&R Block | 202,753 | 3,493,434 | |||||
Jack in the Box | 25,041 | 2,357,360 | |||||
Marriott Vacations Worldwide | 44,634 | a | 5,479,270 | ||||
Papa John's International | 36,189 | b | 3,701,411 | ||||
Penn National Gaming | 160,869 | a,b | 16,685,333 | ||||
Scientific Games | 61,065 | a | 2,394,969 | ||||
Service Corp. International | 188,102 | 9,485,984 | |||||
Six Flags Entertainment | 83,504 | a | 2,855,837 | ||||
Strategic Education | 26,498 | 2,341,628 | |||||
Texas Roadhouse | 70,985 | a | 5,409,767 | ||||
The Wendy's Company | 195,768 | 3,993,667 | |||||
Wingstop | 32,446 | 4,868,522 | |||||
WW International | 50,565 | a,b | 1,343,006 | ||||
Wyndham Destinations | 93,818 | 4,150,508 | |||||
Wyndham Hotels & Resorts | 101,298 | 5,892,505 | |||||
117,396,406 | |||||||
Diversified Financials - 3.5% | |||||||
Affiliated Managers Group | 49,303 | b | 5,432,698 | ||||
Eaton Vance | 124,311 | 8,346,241 | |||||
Evercore, Cl. A | 44,419 | 4,846,113 | |||||
FactSet Research Systems | 41,398 | 12,516,271 | |||||
Federated Hermes | 104,269 | 2,815,263 | |||||
FirstCash | 45,813 | 2,697,469 | |||||
Interactive Brokers Group, Cl. A | 87,801 | 5,372,543 | |||||
Janus Henderson Group | 161,630 | 4,971,739 | |||||
Jefferies Financial Group | 224,840 | 5,250,014 | |||||
LendingTree | 11,969 | a,b | 3,896,149 | ||||
Navient | 207,254 | 2,332,644 | |||||
PROG Holdings | 73,749 | 3,479,478 | |||||
SEI Investments | 130,540 | 6,899,039 | |||||
SLM | 407,873 | 5,661,277 | |||||
Stifel Financial | 111,976 | 5,802,596 | |||||
80,319,534 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Energy - 1.1% | |||||||
Antero Midstream | 315,264 | 2,553,638 | |||||
ChampionX | 202,679 | a | 3,098,962 | ||||
Cimarex Energy | 111,452 | 4,701,045 | |||||
CNX Resources | 247,699 | a | 3,138,346 | ||||
EQT | 301,203 | a | 4,912,621 | ||||
Equitrans Midstream | 443,330 | 2,948,145 | |||||
Murphy Oil | 158,682 | 1,962,896 | |||||
World Fuel Services | 70,729 | 2,163,600 | |||||
25,479,253 | |||||||
Food & Staples Retailing - .9% | |||||||
BJ's Wholesale Club Holdings | 149,304 | a,b | 6,281,219 | ||||
Casey's General Stores | 40,198 | b | 7,536,321 | ||||
Grocery Outlet Holding | 93,491 | a,b | 3,991,131 | ||||
Sprouts Farmers Market | 130,164 | a,b | 2,948,215 | ||||
20,756,886 | |||||||
Food, Beverage & Tobacco - 2.3% | |||||||
Darling Ingredients | 177,646 | a | 11,015,828 | ||||
Flowers Foods | 215,062 | 4,937,824 | |||||
Ingredion | 72,812 | 5,495,122 | |||||
Lancaster Colony | 21,337 | 3,725,013 | |||||
Pilgrim's Pride | 52,915 | a | 1,025,493 | ||||
Post Holdings | 66,632 | a | 6,320,045 | ||||
Sanderson Farms | 21,523 | 2,931,217 | |||||
The Boston Beer Company, Cl. A | 9,952 | a | 9,124,889 | ||||
The Hain Celestial Group | 90,037 | a | 3,744,189 | ||||
Tootsie Roll Industries | 19,829 | b | 784,832 | ||||
TreeHouse Foods | 62,356 | a,b | 2,633,294 | ||||
51,737,746 | |||||||
Health Care Equipment & Services - 6.7% | |||||||
Acadia Healthcare | 97,278 | a,b | 4,930,049 | ||||
Amedisys | 35,958 | a | 10,331,093 | ||||
Avanos Medical | 52,737 | a,b | 2,388,986 | ||||
Cantel Medical | 41,570 | a | 3,282,783 | ||||
Chemed | 17,367 | 8,994,369 | |||||
Encompass Health | 108,247 | 8,703,059 | |||||
Globus Medical, Cl. A | 83,375 | a | 5,143,404 | ||||
Haemonetics | 55,218 | a | 6,310,865 | ||||
HealthEquity | 83,617 | a,b | 6,986,200 | ||||
Hill-Rom Holdings | 72,693 | 6,981,436 | |||||
ICU Medical | 21,321 | a | 4,359,718 | ||||
Integra LifeSciences Holdings | 76,918 | a | 5,079,665 | ||||
LHC Group | 34,366 | a | 6,846,395 | ||||
LivaNova | 53,012 | a | 3,334,455 | ||||
Masimo | 55,203 | a | 14,127,552 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Health Care Equipment & Services - 6.7% (continued) | |||||||
Molina Healthcare | 64,628 | a | 13,805,187 | ||||
Neogen | 57,970 | a | 4,688,034 | ||||
NuVasive | 56,677 | a | 3,045,822 | ||||
Patterson Companies | 95,312 | b | 3,019,484 | ||||
Penumbra | 36,992 | a,b | 9,658,241 | ||||
Quidel | 41,685 | a,b | 10,461,684 | ||||
STAAR Surgical | 49,407 | a | 5,068,170 | ||||
Tenet Healthcare | 115,964 | a | 5,481,618 | ||||
153,028,269 | |||||||
Household & Personal Products - .4% | |||||||
Coty, Cl. A | 312,041 | a,b | 1,987,701 | ||||
Edgewell Personal Care | 60,531 | b | 2,021,735 | ||||
Energizer Holdings | 64,306 | b | 2,819,175 | ||||
Nu Skin Enterprises, Cl. A | 55,638 | 3,219,771 | |||||
10,048,382 | |||||||
Insurance - 4.1% | |||||||
Alleghany | 15,582 | a | 8,832,657 | ||||
American Financial Group | 76,532 | 7,204,722 | |||||
Brighthouse Financial | 99,011 | a | 3,501,029 | ||||
Brown & Brown | 258,442 | 11,136,266 | |||||
CNO Financial Group | 151,626 | 3,215,987 | |||||
First American Financial | 121,423 | 6,349,209 | |||||
Genworth Financial, Cl. A | 557,540 | a | 1,583,414 | ||||
Kemper | 67,769 | 4,767,549 | |||||
Kinsale Captial Group | 23,287 | 4,367,710 | |||||
Mercury General | 28,643 | 1,518,365 | |||||
Old Republic International | 307,364 | 5,563,288 | |||||
Primerica | 42,733 | 5,953,134 | |||||
Reinsurance Group of America | 73,946 | 7,768,027 | |||||
RenaissanceRe Holdings | 55,303 | 8,319,783 | |||||
RLI | 43,310 | 4,191,542 | |||||
Selective Insurance Group | 65,365 | 4,247,418 | |||||
The Hanover Insurance Group | 41,042 | 4,615,994 | |||||
93,136,094 | |||||||
Materials - 5.6% | |||||||
AptarGroup | 70,477 | 9,371,327 | |||||
Ashland Global Holdings | 60,065 | 4,804,599 | |||||
Avient | 99,896 | 3,839,003 | |||||
Cabot | 62,484 | 2,743,672 | |||||
Commercial Metals | 131,706 | 2,593,291 | |||||
Compass Minerals International | 36,911 | 2,150,435 | |||||
Domtar | 60,667 | a | 1,818,190 | ||||
Eagle Materials | 45,720 | a | 5,030,572 | ||||
Greif, Cl. A | 29,304 | 1,323,369 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Materials - 5.6% (continued) | |||||||
Ingevity | 45,653 | a | 2,998,946 | ||||
Louisiana-Pacific | 119,470 | 4,541,055 | |||||
Minerals Technologies | 37,457 | 2,308,475 | |||||
NewMarket | 8,089 | 3,172,425 | |||||
O-I Glass | 174,900 | a | 2,210,736 | ||||
Olin | 155,133 | 3,709,230 | |||||
Reliance Steel & Aluminum | 69,394 | 8,055,256 | |||||
Royal Gold | 71,386 | 7,629,736 | |||||
RPM International | 142,435 | 11,746,614 | |||||
Sensient Technologies | 46,853 | 3,304,542 | |||||
Silgan Holdings | 86,786 | 3,161,614 | |||||
Sonoco Products | 109,204 | 6,324,004 | |||||
Steel Dynamics | 217,478 | 7,452,971 | |||||
The Chemours Company | 179,785 | b | 4,735,537 | ||||
The Scotts Miracle-Gro Company | 44,585 | 9,871,565 | |||||
United States Steel | 240,834 | b | 4,277,212 | ||||
Valvoline | 204,118 | 4,845,761 | |||||
Worthington Industries | 39,954 | 2,091,192 | |||||
126,111,329 | |||||||
Media & Entertainment - 1.6% | |||||||
Cable One | 5,944 | 11,888,000 | |||||
Cinemark Holdings | 118,258 | a,b | 2,393,542 | ||||
John Wiley & Sons, Cl. A | 47,344 | b | 2,159,360 | ||||
TEGNA | 239,279 | 3,835,642 | |||||
The New York Times Company, Cl. A | 157,586 | 7,814,690 | |||||
TripAdvisor | 106,201 | a | 3,289,045 | ||||
World Wrestling Entertainment, Cl. A | 51,486 | 2,900,206 | |||||
Yelp | 75,519 | a | 2,461,164 | ||||
36,741,649 | |||||||
Pharmaceuticals Biotechnology & Life Sciences - 4.8% | |||||||
Arrowhead Pharmaceuticals | 111,866 | a,b | 8,632,699 | ||||
Bio-Techne | 42,075 | 13,670,588 | |||||
Charles River Laboratories International | 54,213 | a | 14,043,878 | ||||
Emergent BioSolutions | 49,261 | a,b | 5,263,538 | ||||
Exelixis | 337,594 | a | 7,497,963 | ||||
Halozyme Therapeutics | 138,211 | a,b | 6,577,461 | ||||
Jazz Pharmaceuticals | 61,047 | a | 9,492,809 | ||||
Ligand Pharmaceuticals | 17,434 | a,b | 3,231,392 | ||||
Medpace Holdings | 30,085 | a | 3,994,987 | ||||
Nektar Therapeutics | 194,499 | a,b | 3,831,630 | ||||
PRA Health Sciences | 69,837 | a | 8,606,712 | ||||
Repligen | 55,169 | a | 11,033,800 | ||||
Syneos Health | 82,554 | a | 6,137,890 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Pharmaceuticals Biotechnology & Life Sciences - 4.8% (continued) | |||||||
United Therapeutics | 48,367 | a | 7,923,482 | ||||
109,938,829 | |||||||
Real Estate - 8.9% | |||||||
American Campus Communities | 149,658 | c | 6,159,923 | ||||
Apartment Income REIT | 162,895 | c | 6,315,439 | ||||
Brixmor Property Group | 322,275 | c | 5,456,116 | ||||
Camden Property Trust | 106,737 | c | 10,903,185 | ||||
CoreSite Realty | 46,504 | c | 6,251,998 | ||||
Corporate Office Properties Trust | 124,016 | c | 3,257,900 | ||||
Cousins Properties | 161,411 | c | 5,090,903 | ||||
CyrusOne | 131,128 | c | 9,565,788 | ||||
Douglas Emmett | 179,487 | c | 4,973,585 | ||||
EastGroup Properties | 43,274 | c | 5,848,048 | ||||
EPR Properties | 81,210 | a,b,c | 3,219,164 | ||||
First Industrial Realty Trust | 141,172 | c | 5,737,230 | ||||
Healthcare Realty Trust | 148,666 | b,c | 4,461,467 | ||||
Highwoods Properties | 113,524 | c | 4,256,015 | ||||
Hudson Pacific Properties | 166,127 | c | 3,894,017 | ||||
JBG SMITH Properties | 121,452 | c | 3,626,557 | ||||
Jones Lang LaSalle | 55,849 | a | 8,165,682 | ||||
Kilroy Realty | 114,061 | c | 6,459,274 | ||||
Lamar Advertising, Cl. A | 94,061 | c | 7,598,248 | ||||
Life Storage | 79,277 | c | 6,467,377 | ||||
Medical Properties Trust | 618,951 | c | 13,066,056 | ||||
National Retail Properties | 189,048 | b,c | 7,372,872 | ||||
Omega Healthcare Investors | 247,158 | b,c | 8,952,063 | ||||
Park Hotels & Resorts | 257,452 | a,c | 4,294,299 | ||||
Pebblebrook Hotel Trust | 144,520 | b,c | 2,656,278 | ||||
Physicians Realty Trust | 227,388 | c | 4,008,850 | ||||
Potlatchdeltic | 72,990 | c | 3,486,002 | ||||
PS Business Parks | 22,167 | c | 3,017,372 | ||||
Rayonier | 149,192 | c | 4,587,654 | ||||
Rexford Industrial Realty | 142,877 | c | 6,992,400 | ||||
Sabra Health Care REIT | 224,443 | c | 3,768,398 | ||||
Service Properties Trust | 181,424 | c | 1,924,909 | ||||
Spirit Realty Capital | 125,911 | b,c | 4,855,128 | ||||
STORE Capital | 257,240 | b,c | 7,979,585 | ||||
The Macerich Company | 121,147 | b,c | 1,902,008 | ||||
Urban Edge Properties | 120,263 | c | 1,658,427 | ||||
Weingarten Realty Investors | 133,025 | c | 2,994,393 | ||||
201,224,610 | |||||||
Retailing - 3.9% | |||||||
American Eagle Outfitters | 165,389 | b | 3,752,676 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Retailing - 3.9% (continued) | |||||||
AutoNation | 64,349 | a | 4,586,797 | ||||
Dick's Sporting Goods | 71,843 | b | 4,814,199 | ||||
Five Below | 61,237 | a,b | 10,761,178 | ||||
Foot Locker | 114,156 | 5,002,316 | |||||
Grubhub | 100,931 | a | 7,597,076 | ||||
Kohl's | 171,572 | a | 7,559,462 | ||||
Lithia Motors, Cl. A | 28,443 | 9,064,215 | |||||
Murphy USA | 28,987 | 3,610,911 | |||||
Nordstrom | 118,841 | a,b | 4,212,913 | ||||
Ollie's Bargain Outlet Holdings | 61,840 | a,b | 5,858,103 | ||||
RH | 16,991 | a,b | 8,076,842 | ||||
Urban Outfitters | 75,254 | a,b | 2,064,217 | ||||
Williams-Sonoma | 83,430 | b | 10,755,796 | ||||
87,716,701 | |||||||
Semiconductors & Semiconductor Equipment - 4.7% | |||||||
Brooks Automation | 81,208 | 6,152,318 | |||||
Cirrus Logic | 63,017 | a | 5,904,063 | ||||
CMC Materials | 31,799 | 4,684,311 | |||||
Cree | 120,229 | a,b | 12,152,747 | ||||
First Solar | 92,324 | a,b | 9,153,925 | ||||
MKS Instruments | 60,428 | 9,551,854 | |||||
Monolithic Power Systems | 46,214 | 16,419,372 | |||||
Semtech | 70,634 | a | 5,011,482 | ||||
Silicon Laboratories | 47,661 | a | 6,251,693 | ||||
SolarEdge Technologies | 55,830 | a,b | 16,097,464 | ||||
Synaptics | 37,437 | a,b | 3,714,499 | ||||
Universal Display | 46,985 | 10,845,078 | |||||
105,938,806 | |||||||
Software & Services - 6.6% | |||||||
ACI Worldwide | 127,652 | a | 4,900,560 | ||||
Alliance Data Systems | 52,081 | 3,523,280 | |||||
Blackbaud | 54,788 | a | 3,642,854 | ||||
CACI International, Cl. A | 27,603 | a | 6,658,396 | ||||
CDK Global | 132,364 | 6,604,964 | |||||
Ceridian HCM Holding | 141,744 | a | 13,169,435 | ||||
Commvault Systems | 51,727 | a | 3,247,421 | ||||
Concentrix | 45,043 | a | 4,815,998 | ||||
Fair Isaac | 31,718 | a | 14,276,589 | ||||
InterDigital | 33,898 | 2,176,591 | |||||
J2 Global | 46,825 | a,b | 4,806,118 | ||||
KBR | 155,769 | 4,525,089 | |||||
Liveramp Holdings | 72,542 | a | 5,492,155 | ||||
Manhattan Associates | 69,140 | a | 7,828,722 | ||||
MAXIMUS | 67,717 | 5,082,838 |
STATEMENT OF INVESTMENTS (Unaudited) (continued)
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Software & Services - 6.6% (continued) | |||||||
Paylocity Holding | 40,734 | a | 7,635,996 | ||||
Perspecta | 149,363 | 4,324,059 | |||||
PTC | 114,453 | a | 15,211,948 | ||||
Qualys | 36,658 | a,b | 5,076,033 | ||||
Sabre | 349,264 | a | 3,765,066 | ||||
SailPoint Technologies Holdings | 99,430 | a | 5,499,473 | ||||
Science Applications International | 63,317 | 6,080,332 | |||||
Teradata | 118,951 | a | 3,199,782 | ||||
WEX | 48,350 | a,b | 9,118,810 | ||||
150,662,509 | |||||||
Technology Hardware & Equipment - 4.3% | |||||||
Arrow Electronics | 82,230 | a | 8,028,115 | ||||
Avnet | 107,943 | 3,811,467 | |||||
Belden | 48,775 | 2,304,131 | |||||
Ciena | 168,020 | a | 8,970,588 | ||||
Cognex | 190,355 | 15,633,856 | |||||
Coherent | 26,724 | a | 5,367,248 | ||||
II-VI | 113,667 | a,b | 9,555,985 | ||||
Jabil | 146,355 | 6,054,706 | |||||
Littelfuse | 26,513 | 6,452,469 | |||||
Lumentum Holdings | 82,167 | a,b | 7,707,265 | ||||
National Instruments | 142,702 | 5,907,863 | |||||
NCR | 142,096 | a | 4,740,323 | ||||
NETSCOUT Systems | 79,882 | a,b | 2,335,350 | ||||
SYNNEX | 44,722 | 3,650,210 | |||||
Viasat | 69,856 | a,b | 3,041,530 | ||||
Vishay Intertechnology | 146,462 | b | 3,156,256 | ||||
96,717,362 | |||||||
Telecommunication Services - .1% | |||||||
Telephone & Data Systems | 109,501 | 2,053,144 | |||||
Transportation - 1.7% | |||||||
Avis Budget Group | 56,737 | a | 2,345,508 | ||||
JetBlue Airways | 343,813 | a | 4,930,278 | ||||
Kirby | 66,403 | a | 3,370,616 | ||||
Knight-Swift Transportation Holdings | 136,596 | 5,463,840 | |||||
Landstar System | 41,731 | 5,817,301 | |||||
Ryder System | 58,839 | 3,682,733 | |||||
Werner Enterprises | 63,089 | 2,475,612 | |||||
XPO Logistics | 100,204 | a,b | 11,063,524 | ||||
39,149,412 | |||||||
Utilities - 3.3% | |||||||
ALLETE | 57,500 | b | 3,613,300 | ||||
Black Hills | 68,521 | 4,050,962 | |||||
Essential Utilities | 244,620 | 11,325,906 |
Description | Shares | Value ($) | |||||
Common Stocks - 99.0% (continued) | |||||||
Utilities - 3.3% (continued) | |||||||
Hawaiian Electric Industries | 119,211 | 3,941,116 | |||||
IDACORP | 55,628 | 4,911,952 | |||||
MDU Resources Group | 217,990 | 5,730,957 | |||||
National Fuel Gas | 99,335 | 3,999,227 | |||||
New Jersey Resources | 104,235 | b | 3,649,267 | ||||
NorthWestern | 55,080 | 3,000,208 | |||||
OGE Energy | 217,566 | 6,640,114 | |||||
ONE Gas | 57,980 | 4,240,077 | |||||
PNM Resources | 86,996 | 4,221,046 | |||||
Southwest Gas Holdings | 62,519 | 3,748,639 | |||||
Spire | 57,120 | 3,495,173 | |||||
UGI | 226,862 | 8,164,763 | |||||
74,732,707 | |||||||
Total Common Stocks (cost $1,357,727,195) | 2,249,602,714 | ||||||
Principal Amount ($) | |||||||
Short-Term Investments - .0% | |||||||
U.S. Treasury Bills - .0% | |||||||
0.21%, 2/25/21 | 659,000 | d,e | 658,985 | ||||
1-Day | |||||||
Investment Companies - .6% | |||||||
Registered Investment Companies - .6% | |||||||
Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares | 0.08 | 12,346,919 | f | 12,346,919 | |||
Investment of Cash Collateral for Securities Loaned - .4% | |||||||
Registered Investment Companies - .4% | |||||||
Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares | 0.04 | 9,100,250 | f | 9,100,250 | |||
Total Investments (cost $1,379,833,267) | 100.0% | 2,271,708,868 | |||||
Cash and Receivables (Net) | .0% | 494,482 | |||||
Net Assets | 100.0% | 2,272,203,350 |
REIT—Real Estate Investment Trust
a Non-income producing security.
b Security, or portion thereof, on loan. At January 31, 2021, the value of the fund’s securities on loan was $321,230,855 and the value of the collateral was $340,212,634, consisting of cash collateral of $9,100,250 and U.S. Government & Agency securities valued at $331,112,384.
c Investment in real estate investment trust within the United States.
d Held by a counterparty for open exchange traded derivative contracts.
e Security is a discount security. Income is recognized through the accretion of discount.
STATEMENT OF INVESTMENTS (Unaudited) (continued)
f Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.
STATEMENT OF INVESTMENTS
BNY Mellon Midcap Index Fund, Inc.
January 31, 2021 (Unaudited)
The following is a summary of the inputs used as of January 31, 2021 in valuing the fund’s investments:
Level 1 - Unadjusted Quoted Prices | Level 2 - Other Significant Observable Inputs | Level 3 -Significant Unobservable Inputs | Total | |
Assets ($) | ||||
Investments in Securities: † | ||||
Equity Securities—Common Stocks | 2,249,602,714 | - | - | 2,249,602,714 |
Investment Companies | 21,447,169 | - | - | 21,447,169 |
U.S. Treasury Securities | - | 658,985 | - | 658,985 |
Liabilities ($) | ||||
Other Financial Instruments: | ||||
Futures†† | (540,807) | - | - | (540,807) |
† See Statement of Investments for additional detailed categorizations, if any.
†† Amount shown represents unrealized (depreciation) at period end.
STATEMENT OF FUTURES
BNY Mellon Midcap Index Fund, Inc.
January 31, 2021 (Unaudited)
Description | Number of | Expiration | Notional | Market | Unrealized (Depreciation) ($) | |
Futures Long | ||||||
Standard & Poor's Midcap 400 E-mini | 99 | 3/19/2021 | 23,664,237 | 23,123,430 | (540,807) | |
Gross Unrealized Depreciation | (540,807) |
See notes to financial statements.
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“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.
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, 2021 is discussed below.
Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.
At January 31, 2021, accumulated net unrealized appreciation on investments was $891,875,601, consisting of $968,436,345 gross unrealized appreciation and $76,560,744 gross unrealized depreciation.
At January 31, 2021, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).
Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.