-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
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TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
KOLfyMkjJ7KBCnFit3TW7E6XLXPJNeZThg+qYg9l077mjXu1GGYNcpyDyLrkbj2O
yJTahxFW6TwtyMLoMPGwtQ==
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) |
Michael A. Rosenberg, 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: | 09/30/08 |
FORM N-Q |
Item 1. Schedule of Investments.
STATEMENT OF INVESTMENTS | ||||
Dreyfus Stock Index Fund | ||||
September 30, 2008 (Unaudited) | ||||
Common Stocks--98.3% | Shares | Value ($) | ||
|
|
| ||
Consumer Discretionary--8.3% | ||||
Abercrombie & Fitch, Cl. A | 17,550 | 692,347 | ||
Amazon.com | 64,750 a,b | 4,711,210 | ||
Apollo Group, Cl. A | 21,600 b | 1,280,880 | ||
AutoNation | 21,800 a,b | 245,032 | ||
AutoZone | 8,500 b | 1,048,390 | ||
Bed Bath & Beyond | 52,800 a,b | 1,658,448 | ||
Best Buy | 68,375 a | 2,564,062 | ||
Big Lots | 16,500 a,b | 459,195 | ||
Black & Decker | 12,350 a | 750,262 | ||
Carnival | 88,624 a | 3,132,858 | ||
CBS, Cl. B | 137,693 | 2,007,564 | ||
Centex | 25,150 a | 407,430 | ||
Coach | 68,850 b | 1,724,004 | ||
Comcast, Cl. A | 591,787 | 11,616,779 | ||
D.R. Horton | 55,450 a | 721,959 | ||
Darden Restaurants | 28,800 | 824,544 | ||
Dillard's, Cl. A | 11,650 a | 137,470 | ||
DIRECTV Group | 117,000 a,b | 3,061,890 | ||
Eastman Kodak | 58,100 a | 893,578 | ||
Expedia | 42,150 a,b | 636,886 | ||
Family Dollar Stores | 28,150 a | 667,155 | ||
Ford Motor | 458,244 a,b | 2,382,869 | ||
Fortune Brands | 30,350 a | 1,740,876 | ||
GameStop, Cl. A | 33,150 a,b | 1,134,061 | ||
Gannett | 46,088 a | 779,348 | ||
Gap | 95,001 | 1,689,118 | ||
General Motors | 114,148 a | 1,078,699 | ||
Genuine Parts | 32,900 | 1,322,909 | ||
Goodyear Tire & Rubber | 48,500 a,b | 742,535 | ||
H & R Block | 66,650 | 1,516,287 | ||
Harley-Davidson | 47,650 a | 1,777,345 | ||
Harman International Industries | 11,750 | 400,322 | ||
Hasbro | 25,450 a | 883,624 | ||
Home Depot | 343,994 | 8,906,005 | ||
International Game Technology | 62,450 | 1,072,891 | ||
Interpublic Group of Cos. | 96,243 a,b | 745,883 | ||
J.C. Penney | 45,050 | 1,501,967 | ||
Johnson Controls | 120,350 a | 3,650,216 | ||
Jones Apparel Group | 17,450 a | 323,000 | ||
KB Home | 15,600 a | 307,008 | ||
Kohl's | 61,823 a,b | 2,848,804 | ||
Leggett & Platt | 32,600 a | 710,354 | ||
Lennar, Cl. A | 28,200 a | 428,358 | ||
Limited Brands | 58,150 | 1,007,158 | ||
Liz Claiborne | 19,100 a | 313,813 | ||
Lowe's Cos. | 297,120 | 7,038,773 | ||
Macy's | 84,758 | 1,523,949 | ||
Marriott International, Cl. A | 60,550 a | 1,579,750 | ||
Mattel | 73,195 | 1,320,438 | ||
McDonald's | 227,855 | 14,058,654 | ||
McGraw-Hill | 64,850 | 2,049,909 |
Meredith | 7,450 a | 208,898 | ||
New York Times, Cl. A | 23,650 a | 337,959 | ||
Newell Rubbermaid | 56,178 | 969,632 | ||
News, Cl. A | 465,300 | 5,578,947 | ||
NIKE, Cl. B | 79,600 | 5,325,240 | ||
Nordstrom | 32,200 a | 928,004 | ||
Office Depot | 55,000 b | 320,100 | ||
Omnicom Group | 64,610 | 2,491,362 | ||
Polo Ralph Lauren | 11,600 a | 773,024 | ||
Pulte Homes | 43,250 a | 604,203 | ||
RadioShack | 26,100 | 451,008 | ||
Scripps Networks Interactive, Cl. A | 18,100 | 657,211 | ||
Sears Holdings | 11,688 a,b | 1,092,828 | ||
Sherwin-Williams | 19,900 a | 1,137,484 | ||
Snap-On | 11,650 | 613,489 | ||
Stanley Works | 15,950 a | 665,753 | ||
Staples | 143,975 | 3,239,438 | ||
Starbucks | 148,050 b | 2,201,504 | ||
Starwood Hotels & Resorts Worldwide | 37,650 | 1,059,471 | ||
Target | 152,942 | 7,501,805 | ||
Tiffany & Co. | 25,400 | 902,208 | ||
Time Warner | 725,968 | 9,517,440 | ||
TJX Cos. | 84,950 | 2,592,674 | ||
VF | 17,600 | 1,360,656 | ||
Viacom, Cl. B | 126,443 b | 3,140,844 | ||
Walt Disney | 380,359 | 11,673,218 | ||
Washington Post, Cl. B | 1,270 a | 707,085 | ||
Whirlpool | 15,532 a | 1,231,532 | ||
Wyndham Worldwide | 35,810 a | 562,575 | ||
Yum! Brands | 95,300 | 3,107,733 | ||
Consumer Staples--12.0% | 175,030,191 | |||
Altria Group | 417,343 | 8,280,085 | ||
Anheuser-Busch | 145,650 | 9,449,772 | ||
Archer-Daniels-Midland | 130,505 | 2,859,365 | ||
Avon Products | 86,150 | 3,581,255 | ||
Brown-Forman, Cl. B | 15,950 a | 1,145,369 | ||
Campbell Soup | 42,899 | 1,655,901 | ||
Clorox | 27,950 | 1,752,185 | ||
Coca-Cola | 402,742 | 21,296,997 | ||
Coca-Cola Enterprises | 64,300 | 1,078,311 | ||
Colgate-Palmolive | 102,600 | 7,730,910 | ||
ConAgra Foods | 91,650 | 1,783,509 | ||
Constellation Brands, Cl. A | 39,400 a,b | 845,524 | ||
Costco Wholesale | 88,050 | 5,717,086 | ||
CVS Caremark | 290,884 | 9,791,155 | ||
Dean Foods | 30,650 a,b | 715,984 | ||
Estee Lauder, Cl. A | 23,300 a | 1,162,903 | ||
General Mills | 68,100 | 4,679,832 | ||
H.J. Heinz | 63,450 | 3,170,596 | ||
Hershey | 33,828 a | 1,337,559 | ||
Kellogg | 51,050 | 2,863,905 | ||
Kimberly-Clark | 84,498 | 5,478,850 | ||
Kraft Foods, Cl. A | 307,674 | 10,076,324 | ||
Kroger | 133,548 | 3,669,899 | ||
Lorillard | 35,229 | 2,506,543 |
McCormick & Co. | 26,150 | 1,005,468 | ||
Molson Coors Brewing, Cl. B | 30,750 | 1,437,563 | ||
Pepsi Bottling Group | 27,750 | 809,468 | ||
PepsiCo | 317,141 | 22,602,639 | ||
Philip Morris International | 417,593 | 20,086,223 | ||
Procter & Gamble | 614,941 | 42,855,238 | ||
Reynolds American | 34,500 | 1,677,390 | ||
Safeway | 88,269 | 2,093,741 | ||
Sara Lee | 142,548 | 1,800,381 | ||
SUPERVALU | 43,001 | 933,122 | ||
SYSCO | 122,100 a | 3,764,343 | ||
Tyson Foods, Cl. A | 60,750 | 725,355 | ||
UST | 30,100 a | 2,002,854 | ||
Wal-Mart Stores | 453,979 | 27,188,802 | ||
Walgreen | 200,550 | 6,209,028 | ||
Whole Foods Market | 28,300 a | 566,849 | ||
Wm. Wrigley Jr. | 43,775 | 3,475,735 | ||
251,864,018 | ||||
Energy--13.1% | ||||
Anadarko Petroleum | 95,068 | 4,611,749 | ||
Apache | 67,772 | 7,067,264 | ||
Baker Hughes | 62,860 | 3,805,544 | ||
BJ Services | 59,200 | 1,132,496 | ||
Cabot Oil & Gas | 20,950 | 757,133 | ||
Cameron International | 44,050 a,b | 1,697,687 | ||
Chesapeake Energy | 105,650 a | 3,788,609 | ||
Chevron | 416,361 | 34,341,455 | ||
ConocoPhillips | 308,643 | 22,608,100 | ||
Consol Energy | 37,150 | 1,704,813 | ||
Devon Energy | 89,550 | 8,166,960 | ||
El Paso | 142,179 a | 1,814,204 | ||
ENSCO International | 29,100 a | 1,677,033 | ||
EOG Resources | 50,350 | 4,504,311 | ||
Exxon Mobil | 1,052,318 | 81,723,016 | ||
Halliburton | 177,752 | 5,757,387 | ||
Hess | 57,400 | 4,711,392 | ||
Marathon Oil | 142,930 | 5,698,619 | ||
Massey Energy | 17,150 | 611,741 | ||
Murphy Oil | 38,550 | 2,472,597 | ||
Nabors Industries | 56,800 b | 1,415,456 | ||
National Oilwell Varco | 84,650 b | 4,251,970 | ||
Noble | 54,500 | 2,392,550 | ||
Noble Energy | 35,000 | 1,945,650 | ||
Occidental Petroleum | 165,750 | 11,677,088 | ||
Peabody Energy | 55,050 | 2,477,250 | ||
Pioneer Natural Resources | 23,200 a | 1,212,896 | ||
Range Resources | 31,500 | 1,350,405 | ||
Rowan | 22,850 a | 698,068 | ||
Schlumberger | 243,000 | 18,975,870 | ||
Smith International | 43,700 | 2,562,568 | ||
Southwestern Energy | 69,600 b | 2,125,584 | ||
Spectra Energy | 124,973 | 2,974,357 | ||
Sunoco | 23,950 | 852,141 | ||
Tesoro | 27,800 a | 458,422 | ||
Transocean | 64,668 a,b | 7,103,133 | ||
Valero Energy | 106,600 | 3,229,980 | ||
Weatherford International | 137,850 b | 3,465,549 | ||
Williams | 116,771 | 2,761,634 |
XTO Energy | 111,332 | 5,179,165 | ||
275,761,846 | ||||
Financial--15.6% | ||||
Aflac | 96,492 | 5,668,905 | ||
Allstate | 109,671 | 5,058,027 | ||
American Capital | 41,950 a | 1,070,144 | ||
American Express | 234,973 | 8,325,093 | ||
American International Group | 542,623 | 1,806,935 | ||
Ameriprise Financial | 44,034 | 1,682,099 | ||
AON | 56,150 | 2,524,504 | ||
Apartment Investment & Management,Cl. A | 17,346 a | 607,457 | ||
Assurant | 24,050 | 1,322,750 | ||
AvalonBay Communities | 15,550 a | 1,530,431 | ||
Bank of America | 924,392 | 32,353,720 | ||
Bank of New York Mellon | 232,513 | 7,575,274 | ||
BB & T | 111,450 a | 4,212,810 | ||
Boston Properties | 24,200 a | 2,266,572 | ||
Capital One Financial | 76,200 a | 3,886,200 | ||
CB Richard Ellis Group, Cl. A | 35,050 a,b | 468,618 | ||
Charles Schwab | 189,028 a | 4,914,728 | ||
Chubb | 72,950 | 4,004,955 | ||
Cincinnati Financial | 33,080 | 940,795 | ||
CIT Group | 57,000 a | 396,720 | ||
Citigroup | 1,103,940 | 22,641,809 | ||
CME Group | 13,634 | 5,065,167 | ||
Comerica | 30,300 | 993,537 | ||
Developers Diversified Realty | 24,200 a | 766,898 | ||
Discover Financial Services | 96,658 | 1,335,814 | ||
E*TRADE FINANCIAL | 108,850 a,b | 304,780 | ||
Equity Residential | 54,850 | 2,435,888 | ||
Federated Investors, Cl. B | 17,850 | 514,972 | ||
Fifth Third Bancorp | 116,992 a | 1,392,205 | ||
First Horizon National | 40,895 a | 382,777 | ||
Franklin Resources | 30,850 | 2,718,810 | ||
General Growth Properties | 46,150 a | 696,865 | ||
Genworth Financial, Cl. A | 87,250 | 751,222 | ||
Goldman Sachs Group | 88,200 | 11,289,600 | ||
Hartford Financial Services Group | 61,000 | 2,500,390 | ||
HCP | 51,000 | 2,046,630 | ||
Host Hotels & Resorts | 105,300 a | 1,399,437 | ||
Hudson City Bancorp | 105,250 a | 1,941,862 | ||
Huntington Bancshares | 73,604 a | 588,096 | ||
IntercontinentalExchange | 15,250 b | 1,230,370 | ||
Invesco | 78,000 | 1,636,440 | ||
Janus Capital Group | 32,400 a | 786,672 | ||
JPMorgan Chase & Co. | 743,404 | 34,716,967 | ||
KeyCorp | 100,266 | 1,197,176 | ||
Kimco Realty | 46,000 a | 1,699,240 | ||
Legg Mason | 28,500 a | 1,084,710 | ||
Leucadia National | 35,700 a | 1,622,208 | ||
Lincoln National | 52,250 | 2,236,823 | ||
Loews | 73,329 | 2,895,762 | ||
M & T Bank | 15,500 a | 1,383,375 | ||
Marsh & McLennan Cos. | 103,958 | 3,301,706 | ||
Marshall & Ilsley | 52,249 | 1,052,817 | ||
MBIA | 39,600 a | 471,240 | ||
Merrill Lynch & Co. | 310,431 | 7,853,904 |
MetLife | 139,150 | 7,792,400 | ||
MGIC Investment | 25,050 a | 176,102 | ||
Moody's | 40,000 a | 1,360,000 | ||
Morgan Stanley | 224,716 | 5,168,468 | ||
National City | 153,499 a | 268,623 | ||
Northern Trust | 44,790 | 3,233,838 | ||
NYSE Euronext | 53,950 a | 2,113,761 | ||
Plum Creek Timber | 34,700 a | 1,730,142 | ||
PNC Financial Services Group | 70,323 | 5,253,128 | ||
Principal Financial Group | 52,450 a | 2,281,051 | ||
Progressive | 136,578 | 2,376,457 | ||
ProLogis | 53,100 | 2,191,437 | ||
Prudential Financial | 86,500 | 6,228,000 | ||
Public Storage | 25,450 a | 2,519,805 | ||
Regions Financial | 140,638 a | 1,350,125 | ||
Simon Property Group | 45,550 a | 4,418,350 | ||
SLM | 94,150 b | 1,161,811 | ||
Sovereign Bancorp | 110,055 a | 434,717 | ||
State Street | 87,450 | 4,974,156 | ||
SunTrust Banks | 71,600 a | 3,221,284 | ||
T. Rowe Price Group | 52,600 a | 2,825,146 | ||
Torchmark | 17,850 | 1,067,430 | ||
Travelers Cos. | 119,984 | 5,423,277 | ||
U.S. Bancorp | 352,855 | 12,709,837 | ||
Unum Group | 69,569 a | 1,746,182 | ||
Vornado Realty Trust | 27,700 a | 2,519,315 | ||
Wachovia | 437,908 a | 1,532,678 | ||
Wells Fargo & Co. | 670,364 a | 25,158,761 | ||
XL Capital, Cl. A | 63,200 a | 1,133,808 | ||
Zions Bancorporation | 23,250 a | 899,775 | ||
326,822,770 | ||||
Health Care--12.9% | ||||
Abbott Laboratories | 312,276 | 17,980,852 | ||
Aetna | 95,614 | 3,452,622 | ||
Allergan | 62,250 | 3,205,875 | ||
AmerisourceBergen | 32,568 | 1,226,185 | ||
Amgen | 214,524 b | 12,714,837 | ||
Applied Biosystems | 34,400 | 1,178,200 | ||
Barr Pharmaceuticals | 22,050 b | 1,439,865 | ||
Baxter International | 127,100 | 8,341,573 | ||
Becton, Dickinson & Co. | 49,250 | 3,952,805 | ||
Biogen Idec | 59,127 b | 2,973,497 | ||
Boston Scientific | 304,163 b | 3,732,080 | ||
Bristol-Myers Squibb | 401,228 | 8,365,604 | ||
C.R. Bard | 20,350 | 1,930,604 | ||
Cardinal Health | 72,750 | 3,585,120 | ||
Celgene | 92,200 b | 5,834,416 | ||
CIGNA | 55,663 | 1,891,429 | ||
Coventry Health Care | 30,600 b | 996,030 | ||
Covidien | 101,967 | 5,481,746 | ||
DaVita | 21,100 b | 1,202,911 | ||
Eli Lilly & Co. | 202,587 | 8,919,906 | ||
Express Scripts | 49,950 b | 3,687,309 | ||
Forest Laboratories | 61,650 b | 1,743,462 | ||
Genzyme | 54,400 b | 4,400,416 | ||
Gilead Sciences | 186,400 b | 8,496,112 | ||
Hospira | 32,327 b | 1,234,891 | ||
Humana | 34,050 b | 1,402,860 |
IMS Health | 36,700 | 693,997 | ||
Intuitive Surgical | 7,850 b | 1,891,693 | ||
Johnson & Johnson | 566,252 | 39,229,939 | ||
King Pharmaceuticals | 49,716 b | 476,279 | ||
Laboratory Corp. of America Holdings | 22,450 a,b | 1,560,275 | ||
McKesson | 55,819 | 3,003,620 | ||
Medco Health Solutions | 102,398 b | 4,607,910 | ||
Medtronic | 228,673 | 11,456,517 | ||
Merck & Co. | 434,216 | 13,703,857 | ||
Millipore | 11,100 b | 763,680 | ||
Mylan | 61,350 a,b | 700,617 | ||
Patterson Cos. | 18,450 a,b | 561,065 | ||
PerkinElmer | 24,418 | 609,717 | ||
Pfizer | 1,365,811 | 25,185,555 | ||
Quest Diagnostics | 32,000 | 1,653,440 | ||
Schering-Plough | 329,551 | 6,086,807 | ||
St. Jude Medical | 69,200 b | 3,009,508 | ||
Stryker | 50,200 a | 3,127,460 | ||
Tenet Healthcare | 84,050 a,b | 466,478 | ||
Thermo Fisher Scientific | 84,900 b | 4,669,500 | ||
UnitedHealth Group | 246,900 | 6,268,791 | ||
Varian Medical Systems | 25,300 b | 1,445,389 | ||
Waters | 20,250 b | 1,178,145 | ||
Watson Pharmaceuticals | 21,050 a,b | 599,925 | ||
WellPoint | 103,550 b | 4,843,034 | ||
Wyeth | 270,170 | 9,980,080 | ||
Zimmer Holdings | 45,852 b | 2,960,205 | ||
Industrial--10.9% | 270,104,690 | |||
3M | 141,898 | 9,693,052 | ||
Allied Waste Industries | 68,000 b | 755,480 | ||
Avery Dennison | 21,650 a | 962,992 | ||
Boeing | 150,020 | 8,603,647 | ||
Burlington Northern Santa Fe | 57,142 | 5,281,635 | ||
C.H. Robinson Worldwide | 34,400 | 1,753,024 | ||
Caterpillar | 123,330 | 7,350,468 | ||
Cintas | 26,800 | 769,428 | ||
Cooper Industries, Cl. A | 35,150 | 1,404,242 | ||
CSX | 82,350 | 4,493,839 | ||
Cummins | 41,050 | 1,794,706 | ||
Danaher | 51,650 a | 3,584,510 | ||
Deere & Co. | 87,000 | 4,306,500 | ||
Dover | 38,100 | 1,544,955 | ||
Eaton | 33,650 | 1,890,457 | ||
Emerson Electric | 157,480 | 6,423,609 | ||
Equifax | 26,050 | 897,422 | ||
Expeditors International Washington | 43,000 | 1,498,120 | ||
Fastenal | 26,100 a | 1,289,079 | ||
FedEx | 63,340 | 5,006,394 | ||
Fluor | 36,800 | 2,049,760 | ||
General Dynamics | 80,422 | 5,920,668 | ||
General Electric | 2,015,483 | 51,394,816 | ||
Goodrich | 25,100 | 1,044,160 | ||
Honeywell International | 150,924 | 6,270,892 | ||
Illinois Tool Works | 81,150 | 3,607,118 | ||
Ingersoll-Rand, Cl. A | 64,534 | 2,011,525 |
ITT | 36,900 | 2,052,009 | ||
Jacobs Engineering Group | 24,850 b | 1,349,604 | ||
L-3 Communications Holdings | 24,752 | 2,433,617 | ||
Lockheed Martin | 67,960 | 7,453,173 | ||
Manitowoc | 26,250 | 408,188 | ||
Masco | 72,850 a | 1,306,929 | ||
Monster Worldwide | 25,100 a,b | 374,241 | ||
Norfolk Southern | 75,850 | 5,022,029 | ||
Northrop Grumman | 68,354 | 4,138,151 | ||
Paccar | 73,702 | 2,814,679 | ||
Pall | 24,151 a | 830,553 | ||
Parker Hannifin | 33,962 | 1,799,986 | ||
Pitney Bowes | 42,150 | 1,401,909 | ||
Precision Castparts | 28,300 | 2,229,474 | ||
R.R. Donnelley & Sons | 42,850 | 1,051,110 | ||
Raytheon | 84,550 a | 4,524,271 | ||
Robert Half International | 32,000 a | 792,000 | ||
Rockwell Automation | 29,650 a | 1,107,131 | ||
Rockwell Collins | 32,450 | 1,560,521 | ||
Ryder System | 11,850 a | 734,700 | ||
Southwest Airlines | 148,712 | 2,157,811 | ||
Terex | 20,100 b | 613,452 | ||
Textron | 50,200 | 1,469,856 | ||
Tyco International | 96,467 | 3,378,274 | ||
Union Pacific | 103,406 | 7,358,371 | ||
United Parcel Service, Cl. B | 204,300 | 12,848,427 | ||
United Technologies | 195,332 | 11,731,640 | ||
W.W. Grainger | 13,250 | 1,152,352 | ||
Waste Management | 99,504 | 3,133,381 | ||
Information Technology--15.7% | 228,830,337 | |||
Adobe Systems | 107,400 b | 4,239,078 | ||
Advanced Micro Devices | 122,850 a,b | 644,962 | ||
Affiliated Computer Services, Cl.A | 19,750 a,b | 999,942 | ||
Agilent Technologies | 72,890 b | 2,161,917 | ||
Akamai Technologies | 33,900 a,b | 591,216 | ||
Altera | 60,600 | 1,253,208 | ||
Amphenol, Cl. A | 34,700 | 1,392,858 | ||
Analog Devices | 58,550 | 1,542,792 | ||
Apple | 179,350 b | 20,384,921 | ||
Applied Materials | 271,600 | 4,109,308 | ||
Autodesk | 45,600 b | 1,529,880 | ||
Automatic Data Processing | 103,078 | 4,406,584 | ||
BMC Software | 38,450 b | 1,100,823 | ||
Broadcom, Cl. A | 90,087 b | 1,678,321 | ||
CA | 79,759 | 1,591,990 | ||
Ciena | 18,185 a,b | 183,305 | ||
Cisco Systems | 1,196,868 b | 27,001,342 | ||
Citrix Systems | 37,100 b | 937,146 | ||
Cognizant Technology Solutions,Cl. A | 59,100 b | 1,349,253 | ||
Computer Sciences | 30,500 b | 1,225,795 | ||
Compuware | 52,700 b | 510,663 | ||
Convergys | 24,952 b | 368,791 | ||
Corning | 319,498 | 4,996,949 | ||
Dell | 353,162 b | 5,820,110 | ||
eBay | 221,350 b | 4,953,813 |
Electronic Arts | 64,550 b | 2,387,704 | ||
EMC | 419,544 b | 5,017,746 | ||
Fidelity National Information | ||||
Services | 38,500 | 710,710 | ||
Fiserv | 33,232 b | 1,572,538 | ||
Google, Cl. A | 48,400 b | 19,385,168 | ||
Harris | 27,200 | 1,256,640 | ||
Hewlett-Packard | 496,430 | 22,954,923 | ||
Intel | 1,139,060 | 21,334,594 | ||
International Business Machines | 274,418 | 32,095,929 | ||
Intuit | 64,900 b | 2,051,489 | ||
Jabil Circuit | 42,150 | 402,111 | ||
JDS Uniphase | 43,499 a,b | 368,002 | ||
Juniper Networks | 110,100 a,b | 2,319,807 | ||
KLA-Tencor | 35,050 | 1,109,333 | ||
Lexmark International, Cl. A | 18,150 a,b | 591,146 | ||
Linear Technology | 44,750 a | 1,372,035 | ||
LSI | 130,400 a,b | 698,944 | ||
MasterCard, Cl. A | 14,700 | 2,606,751 | ||
MEMC Electronic Materials | 45,900 b | 1,297,134 | ||
Microchip Technology | 37,250 a | 1,096,268 | ||
Micron Technology | 153,900 a,b | 623,295 | ||
Microsoft | 1,590,946 | 42,462,349 | ||
Molex | 28,925 a | 649,366 | ||
Motorola | 458,935 a | 3,276,796 | ||
National Semiconductor | 39,550 a | 680,656 | ||
NetApp | 66,350 b | 1,209,561 | ||
Novell | 71,350 b | 366,739 | ||
Novellus Systems | 20,200 a,b | 396,728 | ||
NVIDIA | 111,900 b | 1,198,449 | ||
Oracle | 793,942 b | 16,124,962 | ||
Paychex | 65,075 | 2,149,427 | ||
QLogic | 26,700 a,b | 410,112 | ||
QUALCOMM | 332,500 | 14,287,525 | ||
Salesforce.com | 21,000 b | 1,016,400 | ||
SanDisk | 45,350 a,b | 886,593 | ||
Sun Microsystems | 152,596 b | 1,159,730 | ||
Symantec | 170,029 b | 3,329,168 | ||
Tellabs | 80,150 b | 325,409 | ||
Teradata | 36,200 b | 705,900 | ||
Teradyne | 34,600 b | 270,226 | ||
Texas Instruments | 265,548 | 5,709,282 | ||
Total System Services | 39,950 | 655,180 | ||
Tyco Electronics | 96,617 | 2,672,426 | ||
Unisys | 72,400 a,b | 199,100 | ||
VeriSign | 39,200 a,b | 1,022,336 | ||
Western Union | 147,640 | 3,642,279 | ||
Xerox | 176,616 | 2,036,382 | ||
Xilinx | 56,350 | 1,321,408 | ||
Yahoo! | 280,826 b | 4,858,290 | ||
329,250,013 | ||||
Materials--3.3% | ||||
Air Products & Chemicals | 42,800 | 2,931,372 | ||
AK Steel Holding | 22,600 a | 585,792 | ||
Alcoa | 165,006 | 3,725,835 | ||
Allegheny Technologies | 20,486 a | 605,361 | ||
Ashland | 11,450 | 334,798 | ||
Ball | 19,750 | 779,927 |
Bemis | 20,150 | 528,131 | ||
CF Industries Holdings | 11,420 | 1,044,473 | ||
Dow Chemical | 187,552 | 5,960,403 | ||
E.I. du Pont de Nemours & Co. | 182,850 | 7,368,855 | ||
Eastman Chemical | 15,500 a | 853,430 | ||
Ecolab | 35,400 | 1,717,608 | ||
Freeport-McMoRan Copper & Gold | 78,582 a | 4,467,387 | ||
Hercules | 22,950 | 454,180 | ||
International Flavors & Fragrances | 16,150 | 637,279 | ||
International Paper | 87,270 a | 2,284,729 | ||
MeadWestvaco | 35,139 | 819,090 | ||
Monsanto | 111,526 | 11,038,843 | ||
Newmont Mining | 92,654 a | 3,591,269 | ||
Nucor | 64,100 | 2,531,950 | ||
Pactiv | 26,850 a,b | 666,686 | ||
PPG Industries | 33,133 | 1,932,317 | ||
Praxair | 63,750 | 4,573,425 | ||
Rohm & Haas | 25,141 | 1,759,870 | ||
Sealed Air | 32,346 | 711,289 | ||
Sigma-Aldrich | 25,450 | 1,334,089 | ||
Titanium Metals | 17,250 a | 195,615 | ||
United States Steel | 24,000 | 1,862,640 | ||
Vulcan Materials | 22,300 a | 1,661,350 | ||
Weyerhaeuser | 43,000 | 2,604,940 | ||
Telecommunication Services--3.0% | 69,562,933 | |||
American Tower, Cl. A | 80,000 b | 2,877,600 | ||
AT & T | 1,194,180 | 33,341,506 | ||
CenturyTel | 21,250 | 778,812 | ||
Embarq | 29,008 | 1,176,274 | ||
Frontier Communications | 65,350 a | 751,525 | ||
Qwest Communications International | 300,812 a | 971,623 | ||
Sprint Nextel | 578,411 a | 3,528,307 | ||
Verizon Communications | 577,063 | 18,517,952 | ||
Windstream | 90,228 a | 987,094 | ||
Utilities--3.5% | 62,930,693 | |||
AES | 136,300 b | 1,593,347 | ||
Allegheny Energy | 34,300 | 1,261,211 | ||
Ameren | 42,750 | 1,668,532 | ||
American Electric Power | 81,950 | 3,034,608 | ||
CenterPoint Energy | 69,846 | 1,017,656 | ||
CMS Energy | 45,400 a | 566,138 | ||
Consolidated Edison | 55,450 a | 2,382,132 | ||
Constellation Energy Group | 36,150 | 878,445 | ||
Dominion Resources | 117,684 a | 5,034,522 | ||
DTE Energy | 32,950 | 1,321,954 | ||
Duke Energy | 256,897 | 4,477,715 | ||
Dynergy, Cl. A | 100,128 b | 358,458 | ||
Edison International | 66,300 | 2,645,370 | ||
Entergy | 38,700 | 3,444,687 | ||
Exelon | 134,400 | 8,416,128 | ||
FirstEnergy | 61,833 | 4,142,193 | ||
FPL Group | 82,750 | 4,162,325 | ||
Integrys Energy | 15,329 a | 765,530 | ||
Nicor | 9,050 a | 401,368 | ||
NiSource | 55,153 | 814,058 | ||
Pepco Holdings | 40,600 a | 930,146 |
PG & E | 72,850 | 2,728,233 | ||
Pinnacle West Capital | 20,300 | 698,523 | ||
PPL | 75,850 | 2,807,967 | ||
Progress Energy | 53,235 | 2,296,026 | ||
Public Service Enterprise Group | 103,400 | 3,390,486 | ||
Questar | 34,950 | 1,430,154 | ||
Sempra Energy | 50,095 | 2,528,295 | ||
Southern | 156,210 a | 5,887,555 | ||
TECO Energy | 43,100 a | 677,963 | ||
Xcel Energy | 90,695 | 1,812,993 | ||
73,574,718 | ||||
Total Common Stocks | ||||
(cost $1,620,467,061) | 2,063,732,209 | |||
Principal | ||||
Short-Term Investments--.2% | Amount ($) | Value ($) | ||
|
|
| ||
U.S. Treasury Bills | ||||
0.05%, 10/23/08 | 3,000,000 c | 2,999,616 | ||
0.85%, 12/18/08 | 300,000 c | 299,825 | ||
1.63%, 11/6/08 | 1,000,000 c | 999,380 | ||
Total Short-Term Investments | ||||
(cost $4,297,726) | 4,298,821 | |||
Other Investment--1.5% | Shares | Value ($) | ||
|
|
| ||
Registered Investment Company; | ||||
Dreyfus Institutional Preferred | ||||
Plus Money Market Fund | ||||
(cost $32,399,000) | 32,399,000 d | 32,399,000 | ||
Investment of Cash Collateral for | ||||
Securities Loaned--6.1% | ||||
|
|
| ||
Registered Investment Company; | ||||
Dreyfus Institutional Cash | ||||
Advantage Plus Fund | ||||
(cost $127,720,758) | 127,720,758 d | 127,720,758 | ||
Total Investments (cost $1,784,884,545) | 106.1% | 2,228,150,788 | ||
Liabilities, Less Cash and Receivables | (6.1%) | (126,409,749) | ||
Net Assets | 100.0% | 2,101,741,039 |
a All or a portion of these securities are on loan. At September 30, 2008, the total market value of the fund's securities on loan is $127,823,108 and the total market value of the collateral held by the fund is $127,720,758.
c Non-income producing security.
d All or partially held by a broker as collateral for open financial futures positions.
d Investment in affiliated money market mutual fund.
At September 30, 2008, the aggregate cost of investment securities for income tax purposes was $1,784,884,545.
Net unrealized appreciation on investments was $443,266,243 of which $731,900,558 related to appreciated investment securities and $288,634,315 related to depreciated investment securities.
Securities valuation policies and other investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.
STATEMENT OF FINANCIAL FUTURES September 30, 2008 (Unaudited) |
Unrealized |
Market Value | Appreciation/ | |||||||
Covered by | (Depreciation) | |||||||
Contracts | Contracts ($) | Expiration | at 9/30/2008 ($) | |||||
|
|
|
|
|
||||
Financial Futures Long | ||||||||
Standard & Poor's 500 | 131 | 38,232,350 | December 2008 | (1,233,405) |
Various inputs are used in determining the value of the fund's investments relating to Financial Accounting Standard No. 157 (FAS 157), Fair Value Measurements.
These inputs are summarized in the three broad levels listed below.
Level 1 - quoted prices in active markets for identical securities.
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant unobservable inputs (including fund's own assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of September 30, 2008 in valuing the fund's investments carried at fair value:
Valuation Inputs | Investments in Securities ($) | Other Financial Instruments* ($) | ||
|
|
| ||
Level 1 - Quoted Prices | 2,223,851,967 | (1,233,405) | ||
|
|
| ||
Level 2 - Other Significant Observable Inputs | 4,298,821 | 0 | ||
|
|
| ||
Level 3 - Significant Unobservable Inputs | 0 | 0 | ||
|
|
| ||
Total | 2,228,150,788 | (1,233,405) | ||
|
|
|
*Other financial instruments include derivative instruments, such as futures, forward currency exchange contracts and swap contracts, which are valued at the unrealized appreciation (depreciation) on the instrument.
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.
FORM N-Q 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/ J. David Officer | |
J. David Officer | ||
President | ||
Date: | November 17, 2008 |
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/ J. David Officer | |
J. David Officer | ||
President | ||
Date: | November 17, 2008 | |
By: | /s/ James Windels | |
James Windels | ||
Treasurer | ||
Date: | November 17, 2008 |
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)
SECTION 302 CERTIFICATION |
I, J. David Officer, certify that:
1. I have reviewed this report on Form N-Q of Dreyfus Stock Index Fund, Inc.;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedule of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting;
5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.
By: | /s/ J. David Officer | |
J. David Officer | ||
President | ||
Date: | November 17, 2008 |
SECTION 302 CERTIFICATION |
I, James Windels, certify that:
1. I have reviewed this report on Form N-Q of Dreyfus Stock Index Fund, Inc.;
2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, the schedule of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and
(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting;
5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.
By: | /s/ James Windels | |
James Windels | ||
Treasurer | ||
Date: | November 17, 2008 |