N-Q 1 form.htm FORM NQ-763 form
    UNITED STATES 
    SECURITIES AND EXCHANGE COMMISSION 
    Washington, D.C. 20549 
 
 
    FORM N-Q 
 
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT 
    INVESTMENT COMPANY 
 
Investment Company Act file number 811-5719 
 
    DREYFUS STOCK INDEX FUND, INC. 
    (Exact name of Registrant as specified in charter) 
 
 
    c/o The Dreyfus Corporation 
    200 Park Avenue 
    New York, New York 10166 
    (Address of principal executive offices) (Zip code) 
 
    Mark N. Jacobs, Esq. 
    200 Park Avenue 
    New York, New York 10166 
    (Name and address of agent for service) 
 
Registrant's telephone number, including area code: (212) 922-6000 
 
Date of fiscal year end:    12/31 
 
Date of reporting period:    9/30/06 


FORM N-Q

Item 1. Schedule of Investments.

STATEMENT OF INVESTMENTS             
Dreyfus Stock Index Fund, Inc.             
September 30, 2006 (Unaudited)             
 
 
Common Stocks--98.7%    Shares        Value ($) 




Consumer Discretionary--10.0%             
Amazon.com    104,100    a    3,343,692 
Apollo Group, Cl. A    46,350    a    2,282,274 
AutoNation    50,800    a,b    1,061,720 
AutoZone    17,500    a    1,807,750 
Bed Bath & Beyond    93,500    a    3,577,310 
Best Buy    134,725        7,215,871 
Big Lots    36,100    a,b    715,141 
Black & Decker    24,500        1,944,075 
Brunswick    30,700        957,533 
Carnival    147,524    b    6,938,054 
CBS, Cl. B    258,693        7,287,382 
Centex    39,300    b    2,067,966 
Circuit City Stores    46,700        1,172,637 
Clear Channel Communications    164,447    a    4,744,296 
Coach    121,300    a    4,172,720 
Comcast, Cl. A    693,625    a,b    25,560,081 
D.R. Horton    90,300        2,162,685 
Darden Restaurants    48,450        2,057,671 
Dillard's, Cl. A    20,000        654,600 
Dollar General    103,409    b    1,409,465 
Dow Jones & Co.    21,500    b    721,110 
E.W. Scripps, Cl. A    27,600        1,322,868 
Eastman Kodak    95,200    b    2,132,480 
Family Dollar Stores    50,250    b    1,469,310 
Federated Department Stores    180,108        7,782,467 
Ford Motor    623,450    b    5,043,710 
Fortune Brands    49,950        3,751,744 
Gannett    78,388    b    4,454,790 
Gap    178,451        3,381,646 
General Motors    187,448    b    6,234,520 
Genuine Parts    56,750        2,447,627 
Goodyear Tire & Rubber    58,800    a,b    852,600 
H & R Block    106,600    b    2,317,484 
Harley-Davidson    86,900    b    5,452,975 
Harman International Industries    21,600        1,802,304 
Harrah's Entertainment    61,550        4,088,766 
Hasbro    54,250        1,234,187 
Hilton Hotels    127,850        3,560,623 
Home Depot    684,044        24,810,276 
International Game Technology    112,500        4,668,750 
Interpublic Group of Cos.    146,093    a,b    1,446,321 
J.C. Penney    74,300        5,081,377 
Johnson Controls    64,800        4,648,752 
Jones Apparel Group    37,400    b    1,213,256 
KB Home    26,000    b    1,138,800 
Kohl's    108,523    a    7,045,313 
Leggett & Platt    59,900    b    1,499,297 
Lennar, Cl. A    45,900        2,076,975 
Limited Brands    112,600        2,982,774 
Liz Claiborne    34,200        1,351,242 
Lowe's Cos.    506,420        14,210,145 


Marriott International, Cl. A    113,900    4,401,096 
Mattel    125,295    2,468,311 
McDonald's    406,455    15,900,520 
McGraw-Hill Cos.    116,600    6,766,298 
Meredith    12,900 b    636,357 
New York Times, Cl. A    47,900 b    1,100,742 
Newell Rubbermaid    91,778    2,599,153 
News, Cl. A    774,500    15,218,925 
NIKE, Cl. B    63,450    5,559,489 
Nordstrom    75,700    3,202,110 
Office Depot    93,900 a,b    3,727,830 
OfficeMax    24,600    1,002,204 
Omnicom Group    56,980    5,333,328 
Pulte Homes    70,200 b    2,236,572 
RadioShack    45,000 b    868,500 
Sears Holdings    27,588 a    4,361,387 
Sherwin-Williams    37,300    2,080,594 
Snap-On    19,200 b    855,360 
Stanley Works    26,800    1,335,980 
Staples    240,825    5,859,272 
Starbucks    250,600 a,b    8,532,930 
Starwood Hotels & Resorts         
Worldwide    72,200    4,129,118 
Target    284,642    15,726,471 
Tiffany & Co.    45,800    1,520,560 
Time Warner    1,347,868    24,571,634 
TJX Cos.    148,950    4,175,069 
Tribune    63,230 b    2,068,886 
Univision Communications, Cl. A    83,200 a,b    2,857,088 
VF    29,400 b    2,144,730 
Viacom, Cl. B    235,093 a    8,740,758 
Walt Disney    692,709    21,411,635 
Wendy's International    39,000    2,613,000 
Whirlpool    25,932    2,181,141 
Wyndham Worldwide    66,360 a    1,856,089 
Yum! Brands    89,750    4,671,488 
        404,072,037 
Consumer Staples--9.4%         
Alberto-Culver    25,900 a    1,310,281 
Altria Group    693,843    53,113,682 
Anheuser-Busch Cos.    254,750    12,103,172 
Archer-Daniels-Midland    217,305    8,231,513 
Avon Products    148,400    4,549,944 
Brown-Forman, Cl. B    26,000    1,992,900 
Campbell Soup    76,449    2,790,388 
Clorox    50,050    3,153,150 
Coca-Cola    675,442    30,178,749 
Coca-Cola Enterprises    91,300    1,901,779 
Colgate-Palmolive    171,150    10,628,415 
ConAgra Foods    169,350    4,145,688 
Constellation Brands, Cl. A    69,900 a    2,011,722 
Costco Wholesale    155,050    7,702,884 
CVS    272,280    8,745,634 
Dean Foods    44,200 a    1,857,284 
Estee Lauder Cos., Cl. A    42,800    1,726,124 
General Mills    116,900    6,616,540 
H.J. Heinz    109,900    4,608,107 
Hershey    58,178    3,109,614 


Kellogg    82,800 b    4,100,256 
Kimberly-Clark    151,898    9,928,053 
Kroger    239,448    5,540,827 
McCormick & Co.    43,700    1,659,726 
Molson Coors Brewing, Cl. B    15,150 b    1,043,835 
Pepsi Bottling Group    45,050    1,599,275 
PepsiCo    546,391    35,657,477 
Procter & Gamble    1,052,341    65,224,095 
Reynolds American    56,800 b    3,519,896 
Safeway    147,369    4,472,649 
Sara Lee    251,898    4,048,001 
SUPERVALU    70,151    2,079,977 
SYSCO    204,950    6,855,578 
Tyson Foods, Cl. A    83,500    1,325,980 
UST    53,300 b    2,922,439 
Wal-Mart Stores    815,229    40,207,094 
Walgreen    334,100    14,830,699 
Whole Foods Market    46,800    2,781,324 
Wm. Wrigley Jr.    72,625    3,345,108 
        381,619,859 
Energy--9.2%         
Anadarko Petroleum    152,268    6,673,906 
Apache    109,122    6,896,510 
Baker Hughes    109,060    7,437,892 
BJ Services    99,100    2,985,883 
Chesapeake Energy    125,400    3,634,092 
Chevron    728,461    47,247,980 
ConocoPhillips    546,093    32,508,916 
Devon Energy    146,200    9,232,530 
El Paso    230,679    3,146,462 
EOG Resources    80,400 b    5,230,020 
Exxon Mobil    1,970,318    132,208,338 
Halliburton    341,802    9,724,267 
Hess    80,000    3,313,600 
Kinder Morgan    35,500    3,722,175 
Marathon Oil    118,690    9,127,261 
Murphy Oil    61,900    2,943,345 
Nabors Industries    104,700 a,b    3,114,825 
National Oilwell Varco    58,100 a,b    3,401,755 
Noble    45,500    2,920,190 
Occidental Petroleum    285,500    13,735,405 
Rowan Cos.    36,600 b    1,157,658 
Schlumberger    392,400 b    24,340,572 
Smith International    66,600    2,584,080 
Sunoco    43,200    2,686,608 
Transocean    104,433 a    7,647,629 
Valero Energy    203,100    10,453,557 
Weatherford International    114,700 a    4,785,284 
Williams Cos.    197,471    4,713,633 
XTO Energy    121,166    5,104,724 
        372,679,097 
Financial--22.1%         
ACE    107,750    5,897,157 
Aflac    164,492    7,527,154 
Allstate    208,671    13,089,932 
AMBAC Financial Group    35,094    2,904,028 
American Express    402,673    22,581,902 
American International Group    861,273    57,067,949 


Ameriprise Financial    80,834    3,791,115 
AmSouth Bancorp    113,500    3,296,040 
AON    104,250    3,530,947 
Apartment Investment & Management,         
Cl. A    32,300    1,757,443 
Archstone-Smith Trust    71,000    3,865,240 
Bank of America    1,500,065    80,358,482 
Bank of New York    252,932    8,918,382 
BB & T    178,000    7,792,840 
Bear Stearns Cos.    39,852    5,583,265 
Boston Properties    37,900    3,916,586 
Capital One Financial    101,500 b    7,983,990 
Charles Schwab    342,778    6,135,726 
Chicago Mercantile Exchange         
Holdings    11,800    5,643,350 
Chubb    136,200    7,076,952 
Cincinnati Financial    57,430    2,760,086 
CIT Group    65,900    3,204,717 
Citigroup    1,638,590    81,388,765 
Comerica    53,800    3,062,296 
Commerce Bancorp/NJ    61,800 b    2,268,678 
Compass Bancshares    42,894    2,444,100 
Countrywide Financial    202,798    7,106,042 
E*TRADE FINANCIAL    141,600 a    3,387,072 
Equity Office Properties Trust    116,000 b    4,612,160 
Equity Residential    96,450    4,878,441 
Fannie Mae    320,809    17,936,431 
Federated Investors, Cl. B    30,000    1,014,300 
Fifth Third Bancorp    184,892 b    7,040,687 
First Horizon National    41,100 b    1,562,211 
Franklin Resources    55,200    5,837,400 
Freddie Mac    229,015    15,190,565 
Genworth Financial, Cl. A    150,800    5,279,508 
Golden West Financial    88,086    6,804,644 
Goldman Sachs Group    143,050    24,199,768 
Hartford Financial Services Group    100,850    8,748,737 
Huntington Bancshares/OH    78,704    1,883,387 
Janus Capital Group    68,500    1,350,820 
JPMorgan Chase & Co.    1,150,526    54,028,701 
KeyCorp    133,666    5,004,455 
Kimco Realty    71,800 b    3,078,066 
Legg Mason    43,500    4,387,410 
Lehman Brothers Holdings    178,060    13,151,512 
Lincoln National    95,200    5,910,016 
Loews    151,450    5,739,955 
M & T Bank    25,800    3,094,968 
Marsh & McLennan Cos.    182,458    5,136,193 
Marshall & Ilsley    84,300 b    4,061,574 
MBIA    44,650 b    2,743,296 
Mellon Financial    136,357    5,331,559 
Merrill Lynch & Co.    293,831    22,983,461 
MetLife    251,700 b    14,266,356 
MGIC Investment    28,000 b    1,679,160 
Moody's    78,500    5,132,330 
Morgan Stanley    355,316    25,906,089 
National City    200,499    7,338,263 
North Fork Bancorporation    154,350    4,420,584 
Northern Trust    62,090    3,627,919 


Plum Creek Timber    59,350    2,020,274 
PNC Financial Services Group    97,623    7,071,810 
Principal Financial Group    89,250    4,844,490 
Progressive    255,928    6,280,473 
Prologis    81,200    4,633,272 
Prudential Financial    160,750    12,257,188 
Public Storage    40,200    3,456,798 
Realogy    70,700 a,b    1,603,476 
Regions Financial    150,684    5,543,664 
Safeco    38,550    2,271,752 
Simon Property Group    73,300 b    6,642,446 
SLM    135,900    7,064,082 
Sovereign Bancorp    118,905    2,557,647 
St. Paul Travelers Cos.    229,034    10,739,404 
State Street    109,750    6,848,400 
SunTrust Banks    120,950    9,347,016 
Synovus Financial    107,350    3,152,870 
T. Rowe Price Group    86,700    4,148,595 
Torchmark    32,800    2,070,008 
U.S. Bancorp    589,005 b    19,566,746 
UnumProvident    113,569 b    2,202,103 
Vornado Realty Trust    40,400    4,403,600 
Wachovia    542,126    30,250,631 
Washington Mutual    319,317    13,880,710 
Wells Fargo & Co.    1,116,014    40,377,387 
XL Capital, Cl. A    59,800    4,108,260 
Zions Bancorporation    35,400    2,825,274 
        887,869,538 
Health Care--12.5%         
Abbott Laboratories    506,376    24,589,619 
Aetna    181,564    7,180,856 
Allergan    50,000    5,630,500 
AmerisourceBergen    66,818    3,020,174 
Amgen    387,924 a    27,748,204 
Applera - Applied Biosystems Group    60,450    2,001,500 
Barr Pharmaceuticals    35,200 a    1,828,288 
Bausch & Lomb    17,800 b    892,314 
Baxter International    216,250    9,830,725 
Becton, Dickinson & Co.    81,100 b    5,731,337 
Biogen Idec    113,927 a    5,090,258 
Biomet    81,125 b    2,611,414 
Boston Scientific    390,363 a    5,773,469 
Bristol-Myers Squibb    651,728    16,241,062 
C.R. Bard    34,300    2,572,500 
Cardinal Health    134,400    8,835,456 
Caremark Rx    141,500    8,018,805 
CIGNA    36,771    4,277,203 
Coventry Health Care    52,700 a,b    2,715,104 
Eli Lilly & Co.    325,937    18,578,409 
Express Scripts    45,700 a    3,449,893 
Fisher Scientific International    41,200 a    3,223,488 
Forest Laboratories    105,400 a,b    5,334,294 
Genzyme    86,650 a    5,846,275 
Gilead Sciences    151,400 a    10,401,180 
HCA    140,505 b    7,009,794 
Health Management Associates, Cl. A    79,600    1,663,640 
Hospira    52,077 a    1,992,987 
Humana    54,700 a    3,615,123 


IMS Health    66,750    1,778,220 
Johnson & Johnson    969,402    62,952,966 
King Pharmaceuticals    80,566 a    1,372,039 
Laboratory Corp. of America         
Holdings    41,500 a    2,721,155 
Manor Care    24,400 b    1,275,632 
McKesson    99,169    5,228,189 
Medco Health Solutions    97,399 a    5,854,654 
MedImmune    79,400 a    2,319,274 
Medtronic    380,973    17,692,386 
Merck & Co.    721,266    30,221,045 
Millipore    17,700 a    1,085,010 
Mylan Laboratories    69,900 b    1,407,087 
Patterson Cos.    46,100 a    1,549,421 
PerkinElmer    41,668    788,775 
Pfizer    2,416,611    68,535,088 
Quest Diagnostics    53,600    3,278,176 
Schering-Plough    490,951    10,845,107 
St. Jude Medical    116,900 a    4,125,401 
Stryker    98,400    4,879,656 
Tenet Healthcare    156,200 a,b    1,271,468 
Thermo Electron    52,200 a    2,053,026 
UnitedHealth Group    446,400    21,962,880 
Waters    33,950 a    1,537,256 
Watson Pharmaceuticals    33,900 a,b    887,163 
WellPoint    205,400 a    15,826,070 
Wyeth    446,020    22,675,657 
Zimmer Holdings    80,502 a,b    5,433,885 
        505,260,557 
Industrial--10.8%         
3M    249,598    18,575,083 
Allied Waste Industries    84,100 a    947,807 
American Power Conversion    56,200 b    1,234,152 
American Standard Cos.    57,800    2,425,866 
Avery Dennison    31,250    1,880,313 
Boeing    263,420    20,770,667 
Burlington Northern Santa Fe    119,992    8,812,212 
Caterpillar    217,330    14,300,314 
Cintas    45,300    1,849,599 
Cooper Industries, Cl. A    30,300    2,582,166 
CSX    147,000    4,826,010 
Cummins    17,400    2,074,602 
Danaher    78,400    5,383,728 
Deere & Co.    76,600    6,427,506 
Dover    67,450    3,199,828 
Eaton    49,700    3,421,845 
Emerson Electric    135,090    11,328,647 
Equifax    41,950    1,539,985 
FedEx    101,540    11,035,367 
Fluor    29,000    2,229,810 
General Dynamics    133,672    9,580,272 
General Electric    3,421,483    120,778,350 
Goodrich    41,300    1,673,476 
Honeywell International    271,424    11,101,242 
Illinois Tool Works    139,300 b    6,254,570 
Ingersoll-Rand, Cl. A    106,600    4,048,668 
ITT Industries    61,200    3,137,724 
L-3 Communications Holdings    40,802    3,196,021 


Lockheed Martin    117,960    10,151,638 
Masco    131,900 b    3,616,698 
Monster Worldwide    42,500 a    1,538,075 
Navistar International    20,400 a,b    526,728 
Norfolk Southern    137,150    6,041,457 
Northrop Grumman    114,204    7,773,866 
Paccar    82,668    4,713,729 
Pall    41,401 b    1,275,565 
Parker Hannifin    39,875    3,099,484 
Pitney Bowes    73,400    3,256,758 
R.R. Donnelley & Sons    71,650    2,361,584 
Raytheon    148,750    7,141,487 
Robert Half International    56,800    1,929,496 
Rockwell Automation    58,300    3,387,230 
Rockwell Collins    56,850    3,117,654 
Ryder System    20,500 b    1,059,440 
Southwest Airlines    260,512    4,340,130 
Textron    41,800    3,657,500 
Tyco International    667,771    18,690,910 
Union Pacific    89,228    7,852,064 
United Parcel Service, Cl. B    358,250    25,772,505 
United Technologies    335,182    21,233,780 
W.W. Grainger    25,000    1,675,500 
Waste Management    179,154    6,571,369 
        435,400,477 
Information Technology--15.0%         
ADC Telecommunications    38,814 a    582,210 
Adobe Systems    192,000 a    7,190,400 
Advanced Micro Devices    161,000 a    4,000,850 
Affiliated Computer Services, Cl. A    39,300 a    2,038,098 
Agilent Technologies    135,490 a    4,429,168 
Altera    119,100 a    2,189,058 
Analog Devices    116,900    3,435,691 
Apple Computer    281,900 a    21,714,757 
Applied Materials    460,400    8,162,892 
Autodesk    76,800 a    2,671,104 
Automatic Data Processing    184,178    8,718,987 
Avaya    151,492 a    1,733,068 
BMC Software    67,900 a    1,848,238 
Broadcom, Cl. A    155,387 a    4,714,442 
CA    136,109 b    3,224,422 
Ciena    27,986 a    762,611 
Cisco Systems    2,023,218 a    46,534,014 
Citrix Systems    60,900 a    2,205,189 
Computer Sciences    56,900 a    2,794,928 
Compuware    123,500 a    962,065 
Comverse Technology    67,000 a    1,436,480 
Convergys    46,002 a    949,941 
Corning    516,998 a    12,619,921 
Dell    752,912 a    17,196,510 
eBay    389,400 a,b    11,043,384 
Electronic Arts    101,600 a    5,657,088 
Electronic Data Systems    171,550    4,206,406 
EMC/Massachusetts    761,744 a    9,125,693 
First Data    253,640    10,652,880 
Fiserv    57,782 a    2,720,954 
Freescale Semiconductor, Cl. B    134,402 a    5,108,620 
Google, Cl. A    70,600 a    28,374,140 


Hewlett-Packard    907,780    33,306,448 
Intel    1,911,710    39,323,875 
International Business Machines    504,368    41,327,914 
Intuit    113,200 a    3,632,588 
Jabil Circuit    61,200    1,748,484 
JDS Uniphase    558,400 a,b    1,222,896 
Juniper Networks    187,500 a    3,240,000 
KLA-Tencor    66,000    2,935,020 
Lexmark International, Cl. A    33,250 a    1,917,195 
Linear Technology    99,850    3,107,332 
LSI Logic    132,400 a    1,088,328 
Lucent Technologies    1,485,521 a,b    3,476,119 
Maxim Integrated Products    106,250    2,982,438 
Micron Technology    241,950 a,b    4,209,930 
Microsoft    2,862,596    78,234,749 
Molex    46,875    1,826,719 
Motorola    811,985    20,299,625 
National Semiconductor    98,700    2,322,411 
NCR    59,700 a    2,356,956 
Network Appliance    123,400 a    4,567,034 
Novell    112,400 a    687,888 
Novellus Systems    40,800 a,b    1,128,528 
NVIDIA    116,800 a,b    3,456,112 
Oracle    1,336,792 a    23,714,690 
Parametric Technology    37,040 a,b    646,718 
Paychex    112,175 b    4,133,649 
PMC-Sierra    69,300 a,b    411,642 
QLogic    52,800 a    997,920 
QUALCOMM    547,500    19,901,625 
Sabre Holdings, Cl. A    43,650    1,020,974 
SanDisk    64,900 a,b    3,474,746 
Sanmina-SCI    176,572 a    660,379 
Solectron    303,100 a    988,106 
Sun Microsystems    1,163,084 a    5,780,527 
Symantec    327,879 a    6,977,265 
Symbol Technologies    84,206    1,251,301 
Tektronix    27,700    801,361 
Tellabs    148,400 a    1,626,464 
Teradyne    65,300 a    859,348 
Texas Instruments    507,948    16,889,271 
Unisys    113,900 a    644,674 
VeriSign    81,200 a    1,640,240 
Xerox    324,166 a    5,044,023 
Xilinx    112,600 b    2,471,570 
Yahoo!    411,976 a    10,414,753 
        607,754,044 
Materials--2.8%         
Air Products & Chemicals    73,050    4,848,328 
Alcoa    287,356    8,057,462 
Allegheny Technologies    33,336    2,073,166 
Ashland    21,000    1,339,380 
Ball    34,500 b    1,395,525 
Bemis    34,700    1,140,242 
Dow Chemical    317,952 b    12,393,769 
E.I. du Pont de Nemours & Co.    305,550    13,089,762 
Eastman Chemical    27,300    1,474,746 
Ecolab    59,200    2,534,944 
Freeport-McMoRan Copper & Gold, Cl. B    65,100 b    3,467,226 


Hercules    37,600 a    592,952 
International Flavors & Fragrances    26,100    1,031,994 
International Paper    150,720    5,219,434 
Louisiana-Pacific    34,900    655,073 
MeadWestvaco    60,039    1,591,634 
Monsanto    179,926    8,458,321 
Newmont Mining    149,054    6,372,058 
Nucor    102,200    5,057,878 
Pactiv    45,750 a    1,300,215 
Phelps Dodge    67,598    5,725,551 
PPG Industries    54,733    3,671,490 
Praxair    106,800    6,318,288 
Rohm & Haas    47,541    2,251,066 
Sealed Air    26,873    1,454,367 
Sigma-Aldrich    22,000 b    1,664,740 
Temple-Inland    36,000    1,443,600 
United States Steel    40,800    2,353,344 
Vulcan Materials    32,000    2,504,000 
Weyerhaeuser    81,600 b    5,020,848 
        114,501,403 
Telecommunication Services--3.5%         
Alltel    128,600    7,137,300 
AT & T    1,287,374    41,916,897 
BellSouth    601,801    25,726,993 
CenturyTel    38,600    1,531,262 
Citizens Communications    106,300 b    1,492,452 
Embarq    49,408    2,389,865 
Qwest Communications International    530,462 a,b    4,625,629 
Sprint Nextel    990,161    16,981,261 
Verizon Communications    960,713    35,671,274 
Windstream    157,128    2,072,518 
        139,545,451 
Utilities--3.4%         
AES    219,200 a    4,469,488 
Allegheny Energy    54,600 a    2,193,282 
Ameren    68,200 b    3,600,278 
American Electric Power    130,550    4,748,103 
Centerpoint Energy    103,346 b    1,479,915 
CMS Energy    73,400 a,b    1,059,896 
Consol Energy    60,800    1,929,184 
Consolidated Edison    81,700    3,774,540 
Constellation Energy Group    59,550    3,525,360 
Dominion Resources/VA    116,992    8,948,718 
DTE Energy    58,950 b    2,447,014 
Duke Energy    415,247    12,540,459 
Dynegy, Cl. A    125,400 a    694,716 
Edison International    108,000    4,497,120 
Entergy    69,050 b    5,401,782 
Exelon    221,850    13,430,799 
FirstEnergy    109,333    6,107,341 
FPL Group    134,000 b    6,030,000 
KeySpan    58,050    2,388,177 
Nicor    14,800 b    632,848 
NiSource    90,453    1,966,448 
Peoples Energy    12,700 b    516,255 
PG & E    115,350    4,804,328 
Pinnacle West Capital    33,000    1,486,650 
PPL    126,300    4,155,270 


Progress Energy    83,985    3,811,239 
Public Service Enterprise Group    83,450 b    5,106,306 
Sempra Energy    86,595    4,351,399 
Southern    246,010 b    8,477,505 
TECO Energy    69,200    1,082,980 
TXU    152,960    9,563,059 
Xcel Energy    134,595 b    2,779,387 
        137,999,846 
Total Common Stocks         
(cost $2,477,968,897)        3,986,702,309 
 
    Principal     
Short-Term Investments--.1%    Amount ($)    Value ($) 



U.S. Treasury Bills:         
4.75%, 12/14/06    3,000,000 c    2,971,380 
4.77%, 12/21/06    1,000,000 c    989,440 
Total Short-Term Investments         
(cost $3,959,976)        3,960,820 
 
Other Investment--1.2%    Shares    Value ($) 



Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $50,495,000)    50,495,000 d    50,495,000 
 
Investment of Cash Collateral         
for Securities Loaned--4.5%         



Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Plus Fund         
(cost $180,755,017)    180,755,017 d    180,755,017 
 
Total Investments (cost $2,713,178,890)    104.5%    4,221,913,146 
Liabilities, Less Cash and Receivables    (4.5%)    (180,242,833) 
Net Assets    100.0%    4,041,670,313 

a Non-income producing security.
b All or a portion of these securities are on loan. At September 30, 2006, the total market value of the fund's securities
on loan is $172,700,370 and the total market value of the collateral held by the fund is $180,755,017.
c All or partially held by a broker as collateral for open financial futures positions.
d Investment in affiliated money market mutual fund.

Securities valuation policies and other investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.

STATEMENT OF FINANCIAL FUTURES
September 30, 2006 (Unaudited)
        Market Value        Unrealized 
        Covered by        Appreciation 
    Contracts    Contracts ($)    Expiration    at 9/30/2006 ($) 





Financial Futures Long                 
Standard & Poor's 500    176    59,197,600    December 2006    423,095 

See notes to financial statements.


Item 2. Controls and Procedures.

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 3. Exhibits.

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

DREYFUS STOCK INDEX FUND, INC.

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    President 
 
Date:    November 21, 2006 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    Chief Executive Officer 
 
Date:    November 21, 2006 
 
By:    /s/ James Windels 
    James Windels
    Chief Financial Officer 
 
Date:    November 21, 2006 

EXHIBIT INDEX

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940. (EX-99.CERT)