-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen
TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
VN+dj1OzxF/ptJDSW4tSotMJTcEBSbe9rhQgiv8rdfbwzge5Rpnqe2t8RBdutbuH
LN0AsgzGgkpbXkJYPiy3eg==
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: | 03/31/09 |
FORM N-Q |
Item 1. Schedule of Investments.
STATEMENT OF INVESTMENTS | ||
Dreyfus Stock Index Fund | ||
March 31, 2009 (Unaudited) | ||
Common Stocks--98.6% | Shares | Value ($) |
Consumer Discretionary--8.6% | ||
Abercrombie & Fitch, Cl. A | 16,733 a | 398,245 |
Amazon.com | 61,311 a,b | 4,502,680 |
Apollo Group, Cl. A | 20,390 a,b | 1,597,149 |
AutoNation | 20,684 a,b | 287,094 |
AutoZone | 7,387 a,b | 1,201,274 |
Bed Bath & Beyond | 49,957 a,b | 1,236,436 |
Best Buy | 64,759 a | 2,458,252 |
Big Lots | 15,707 a,b | 326,391 |
Black & Decker | 11,462 | 361,741 |
Carnival | 83,833 a | 1,810,793 |
CBS, Cl. B | 130,439 | 500,886 |
Centex | 23,655 a | 177,412 |
Coach | 63,061 b | 1,053,119 |
Comcast, Cl. A | 554,436 | 7,562,507 |
D.R. Horton | 52,832 a | 512,470 |
Darden Restaurants | 26,936 | 922,827 |
DIRECTV Group | 103,839 a,b | 2,366,491 |
Eastman Kodak | 55,415 a | 210,577 |
Expedia | 40,148 b | 364,544 |
Family Dollar Stores | 26,781 a | 893,682 |
Ford Motor | 458,773 a,b | 1,206,573 |
Fortune Brands | 28,733 | 705,395 |
GameStop, Cl. A | 31,366 b | 878,875 |
Gannett | 43,796 a | 96,351 |
Gap | 90,070 | 1,170,009 |
General Motors | 116,779 a | 226,551 |
Genuine Parts | 31,037 a | 926,765 |
Goodyear Tire & Rubber | 46,245 a,b | 289,494 |
H & R Block | 65,093 | 1,184,042 |
Harley-Davidson | 45,136 a | 604,371 |
Harman International Industries | 11,270 | 152,483 |
Hasbro | 24,057 | 603,109 |
Home Depot | 325,780 | 7,675,377 |
International Game Technology | 59,440 | 548,037 |
Interpublic Group of Cos. | 91,362 a,b | 376,411 |
J.C. Penney | 42,587 a | 854,721 |
Johnson Controls | 113,906 | 1,366,872 |
KB Home | 14,440 a | 190,319 |
Kohl's | 58,465 a,b | 2,474,239 |
Leggett & Platt | 30,852 a | 400,767 |
Lennar, Cl. A | 27,124 a | 203,701 |
Limited Brands | 54,855 | 477,238 |
Lowe's Cos. | 281,106 | 5,130,184 |
Macy's | 80,645 a | 717,740 |
Marriott International, Cl. A | 56,647 a | 926,745 |
Mattel | 69,180 | 797,645 |
McDonald's | 214,557 | 11,708,375 |
McGraw-Hill Cos. | 60,945 | 1,393,812 |
Meredith | 6,977 a | 116,097 |
New York Times, Cl. A | 22,293 a | 100,764 |
Newell Rubbermaid | 53,151 | 339,103 |
News, Cl. A | 440,393 | 2,915,402 |
NIKE, Cl. B | 75,222 | 3,527,160 |
Nordstrom | 30,637 a | 513,170 |
O'Reilly Automotive | 26,019 b | 910,925 |
Office Depot | 52,785 b | 69,148 |
Omnicom Group | 59,929 | 1,402,339 |
Polo Ralph Lauren | 10,931 a | 461,835 |
Pulte Homes | 41,027 a | 448,425 |
RadioShack | 25,201 | 215,973 |
Scripps Networks Interactive, Cl. A | 17,269 | 388,725 |
Sears Holdings | 10,922 a,b | 499,245 |
Sherwin-Williams | 18,930 | 983,792 |
Snap-On | 10,975 | 275,473 |
Stanley Works | 15,073 | 438,926 |
Staples | 136,361 | 2,469,498 |
Starbucks | 140,130 b | 1,556,844 |
Starwood Hotels & Resorts Worldwide | 35,874 | 455,600 |
Target | 144,739 | 4,977,574 |
Tiffany & Co. | 23,811 a | 513,365 |
Time Warner | 229,067 | 4,420,987 |
Time Warner Cable | 67,511 | 1,674,274 |
TJX Cos. | 80,458 | 2,062,943 |
VF | 16,679 | 952,538 |
Viacom, Cl. B | 119,107 b | 2,070,080 |
Walt Disney | 356,384 | 6,471,933 |
Washington Post, Cl. B | 1,141 | 407,451 |
Whirlpool | 14,380 a | 425,504 |
Wyndham Worldwide | 34,061 | 143,056 |
Wynn Resorts | 11,792 a,b | 235,486 |
Yum! Brands | 89,986 | 2,472,815 |
116,947,221 | ||
Consumer Staples--12.6% | ||
Altria Group | 398,471 | 6,383,505 |
Archer-Daniels-Midland | 123,635 | 3,434,580 |
Avon Products | 81,610 | 1,569,360 |
Brown-Forman, Cl. B | 18,843 | 731,674 |
Campbell Soup | 40,614 | 1,111,199 |
Clorox | 26,486 | 1,363,499 |
Coca-Cola | 382,864 | 16,826,873 |
Coca-Cola Enterprises | 60,782 | 801,715 |
Colgate-Palmolive | 96,985 a | 5,720,175 |
ConAgra Foods | 86,910 | 1,466,172 |
Constellation Brands, Cl. A | 37,168 b | 442,299 |
Costco Wholesale | 83,384 a | 3,862,347 |
CVS Caremark | 280,708 | 7,716,663 |
Dean Foods | 29,213 a,b | 528,171 |
Dr. Pepper Snapple Group | 48,686 b | 823,280 |
Estee Lauder, Cl. A | 22,046 a | 543,434 |
General Mills | 64,078 | 3,196,211 |
H.J. Heinz | 59,945 | 1,981,782 |
Hershey | 31,834 | 1,106,231 |
Hormel Foods | 13,425 | 425,707 |
J.M. Smucker | 22,633 | 843,532 |
Kellogg | 48,044 | 1,759,852 |
Kimberly-Clark | 79,718 | 3,675,797 |
Kraft Foods, Cl. A | 282,865 | 6,305,061 |
Kroger | 125,625 | 2,665,762 |
Lorillard | 32,403 | 2,000,561 |
McCormick & Co. | 24,728 | 731,207 |
Molson Coors Brewing, Cl. B | 28,938 | 991,995 |
Pepsi Bottling Group | 26,203 | 580,134 |
PepsiCo | 300,168 | 15,452,649 |
Philip Morris International | 387,587 | 13,790,345 |
Procter & Gamble | 566,162 | 26,660,569 |
Reynolds American | 32,591 | 1,168,061 |
Safeway | 83,517 | 1,686,208 |
Sara Lee | 135,465 | 1,094,557 |
SUPERVALU | 40,788 | 582,453 |
SYSCO | 115,398 | 2,631,074 |
Tyson Foods, Cl. A | 57,504 | 539,963 |
Wal-Mart Stores | 431,251 | 22,468,177 |
Walgreen | 189,913 | 4,930,141 |
Whole Foods Market | 26,928 a | 452,390 |
171,045,365 | ||
Energy--12.8% |
Anadarko Petroleum | 88,426 | 3,438,887 |
Apache | 64,170 | 4,112,655 |
Baker Hughes | 59,088 | 1,686,962 |
BJ Services | 56,403 | 561,210 |
Cabot Oil & Gas | 19,855 a | 467,982 |
Cameron International | 41,699 a,b | 914,459 |
Chesapeake Energy | 108,334 a | 1,848,178 |
Chevron | 387,261 | 26,039,430 |
ConocoPhillips | 286,568 | 11,222,003 |
Consol Energy | 35,183 | 888,019 |
Devon Energy | 84,736 | 3,786,852 |
Diamond Offshore Drilling | 13,363 a | 839,998 |
El Paso | 134,523 a | 840,769 |
ENSCO International | 27,521 | 726,554 |
EOG Resources | 47,756 | 2,615,119 |
Exxon Mobil | 954,524 | 65,003,084 |
Halliburton | 171,845 | 2,658,442 |
Hess | 54,242 | 2,939,916 |
Marathon Oil | 135,353 | 3,558,430 |
Massey Energy | 16,243 | 164,379 |
Murphy Oil | 36,538 | 1,635,806 |
Nabors Industries | 53,738 b | 536,843 |
National Oilwell Varco | 80,053 b | 2,298,322 |
Noble Energy | 33,173 | 1,787,361 |
Occidental Petroleum | 155,924 | 8,677,171 |
Peabody Energy | 52,174 | 1,306,437 |
Pioneer Natural Resources | 22,587 a | 372,008 |
Range Resources | 29,757 | 1,224,798 |
Rowan | 21,709 | 259,857 |
Schlumberger | 230,076 | 9,345,687 |
Smith International | 41,453 | 890,410 |
Southwestern Energy | 65,857 b | 1,955,294 |
Spectra Energy | 123,998 | 1,753,332 |
Sunoco | 22,391 a | 592,914 |
Tesoro | 26,437 a | 356,106 |
Valero Energy | 100,431 | 1,797,715 |
Williams Cos. | 110,502 | 1,257,513 |
XTO Energy | 110,935 | 3,396,830 |
173,757,732 | ||
Financial--10.6% | ||
Aflac | 89,777 | 1,738,083 |
Allstate | 103,906 | 1,989,800 |
American Express | 222,422 | 3,031,612 |
American International Group | 515,755 a | 515,755 |
Ameriprise Financial | 41,597 | 852,323 |
AON | 51,996 | 2,122,477 |
Apartment Investment & Management, Cl. A | 21,471 a | 117,661 |
Assurant | 22,787 | 496,301 |
AvalonBay Communities | 15,259 a | 718,089 |
Bank of America | 1,230,134 a | 8,389,514 |
Bank of New York Mellon | 219,821 | 6,209,943 |
BB & T | 105,406 a | 1,783,470 |
Boston Properties | 23,022 a | 806,461 |
Capital One Financial | 75,274 a | 921,354 |
CB Richard Ellis Group, Cl. A | 42,211 a,b | 170,110 |
Charles Schwab | 178,950 | 2,773,725 |
Chubb | 68,900 | 2,915,848 |
Cincinnati Financial | 31,103 | 711,326 |
CIT Group | 54,375 | 154,969 |
Citigroup | 1,044,560 a | 2,642,737 |
CME Group | 12,913 a | 3,181,634 |
Comerica | 28,880 | 528,793 |
Discover Financial Services | 91,961 | 580,274 |
E*TRADE FINANCIAL | 102,957 a,b | 131,785 |
Equity Residential | 51,948 | 953,246 |
Federated Investors, Cl. B | 16,826 | 374,547 |
Fifth Third Bancorp | 110,828 a | 323,618 |
First Horizon National | 40,494 a | 434,906 |
Franklin Resources | 29,226 | 1,574,405 |
Genworth Financial, Cl. A | 83,077 | 157,846 |
Goldman Sachs Group | 89,061 | 9,442,247 |
Hartford Financial Services Group | 62,569 a | 491,167 |
HCP | 48,291 a | 861,994 |
Health Care REIT | 19,893 a | 608,527 |
Host Hotels & Resorts | 99,599 a | 390,428 |
Hudson City Bancorp | 99,656 | 1,164,979 |
Huntington Bancshares | 70,252 a | 116,618 |
IntercontinentalExchange | 13,942 b | 1,038,261 |
Invesco | 74,158 | 1,027,830 |
Janus Capital Group | 30,645 | 203,789 |
JPMorgan Chase & Co. | 724,821 | 19,265,742 |
KeyCorp | 94,897 | 746,839 |
Kimco Realty | 43,504 a | 331,500 |
Legg Mason | 27,221 a | 432,814 |
Leucadia National | 33,953 a,b | 505,560 |
Lincoln National | 49,225 | 329,315 |
Loews | 69,497 | 1,535,884 |
M & T Bank | 14,831 a | 670,954 |
Marsh & McLennan Cos. | 98,398 | 1,992,559 |
Marshall & Ilsley | 49,803 a | 280,391 |
MBIA | 37,498 a,b | 171,741 |
MetLife | 157,749 | 3,591,945 |
Moody's | 37,870 a | 867,980 |
Morgan Stanley | 207,206 a | 4,718,081 |
Nasdaq OMX Group | 26,049 a,b | 510,039 |
Northern Trust | 42,423 | 2,537,744 |
NYSE Euronext | 50,982 | 912,578 |
People's United Financial | 66,536 | 1,195,652 |
Plum Creek Timber | 32,802 a | 953,554 |
PNC Financial Services Group | 82,205 | 2,407,784 |
Principal Financial Group | 49,709 | 406,620 |
Progressive | 129,545 b | 1,741,085 |
ProLogis | 50,329 a | 327,139 |
Prudential Financial | 81,971 | 1,559,088 |
Public Storage | 24,050 a | 1,328,763 |
Regions Financial | 133,327 a | 567,973 |
Simon Property Group | 44,190 a | 1,530,742 |
SLM | 89,614 b | 443,589 |
State Street | 82,783 | 2,548,061 |
SunTrust Banks | 67,805 | 796,031 |
T. Rowe Price Group | 49,663 a | 1,433,274 |
Torchmark | 16,743 a | 439,169 |
Travelers Cos. | 112,571 | 4,574,885 |
U.S. Bancorp | 337,565 | 4,931,825 |
Unum Group | 63,904 | 798,800 |
Ventas | 27,547 a | 622,838 |
Vornado Realty Trust | 26,681 a | 886,868 |
Wells Fargo & Co. | 817,353 | 11,639,107 |
XL Capital, Cl. A | 59,817 a | 326,601 |
Zions Bancorporation | 21,998 a | 216,240 |
143,725,806 | ||
Health Care--15.1% | ||
Abbott Laboratories | 298,560 | 14,241,312 |
Aetna | 88,871 | 2,162,231 |
Allergan | 58,978 | 2,816,789 |
AmerisourceBergen | 30,420 | 993,517 |
Amgen | 200,233 b | 9,915,538 |
Baxter International | 119,176 | 6,104,195 |
Becton, Dickinson & Co. | 46,687 | 3,139,234 |
Biogen Idec | 57,310 a,b | 3,004,190 |
Boston Scientific | 287,877 b | 2,288,622 |
Bristol-Myers Squibb | 379,754 | 8,324,208 |
C.R. Bard | 19,075 | 1,520,659 |
Cardinal Health | 68,929 | 2,169,885 |
Celgene | 88,125 b | 3,912,750 |
Cephalon | 13,072 a,b | 890,203 |
CIGNA | 52,748 | 927,837 |
Coventry Health Care | 28,387 b | 367,328 |
Covidien | 96,257 | 3,199,583 |
DaVita | 20,003 b | 879,132 |
Dentsply International | 28,487 a | 764,876 |
Eli Lilly & Co. | 194,998 | 6,514,883 |
Express Scripts | 47,266 b | 2,182,271 |
Forest Laboratories | 58,508 b | 1,284,836 |
Genzyme | 52,018 b | 3,089,349 |
Gilead Sciences | 176,498 b | 8,175,387 |
Hospira | 30,563 b | 943,174 |
Humana | 32,443 b | 846,113 |
IMS Health | 34,930 | 435,577 |
Intuitive Surgical | 7,463 a,b | 711,672 |
Johnson & Johnson | 534,051 | 28,091,083 |
King Pharmaceuticals | 47,236 a,b | 333,959 |
Laboratory Corp. of America | ||
Holdings | 20,835 a,b | 1,218,639 |
Life Technologies | 33,070 a,b | 1,074,114 |
McKesson | 52,899 | 1,853,581 |
Medco Health Solutions | 95,700 b | 3,956,238 |
Medtronic | 215,315 | 6,345,333 |
Merck & Co. | 407,013 | 10,887,598 |
Millipore | 10,536 a,b | 604,872 |
Mylan | 58,392 a,b | 783,037 |
Patterson Cos. | 17,514 b | 330,314 |
PerkinElmer | 22,953 | 293,110 |
Pfizer | 1,297,577 | 17,672,999 |
Quest Diagnostics | 30,342 | 1,440,638 |
Schering-Plough | 311,871 | 7,344,562 |
St. Jude Medical | 65,553 b | 2,381,540 |
Stryker | 47,094 | 1,603,080 |
Tenet Healthcare | 79,563 a,b | 92,293 |
Thermo Fisher Scientific | 80,389 b | 2,867,476 |
UnitedHealth Group | 233,620 | 4,889,667 |
Varian Medical Systems | 23,905 b | 727,668 |
Waters | 18,980 a,b | 701,311 |
Watson Pharmaceuticals | 20,049 a,b | 623,724 |
WellPoint | 97,185 b | 3,690,114 |
Wyeth | 255,798 | 11,009,546 |
Zimmer Holdings | 43,177 b | 1,575,961 |
204,197,808 | ||
Industrial--9.6% |
3M | 133,420 | 6,633,642 |
Avery Dennison | 20,441 | 456,652 |
Boeing | 141,118 | 5,020,978 |
Burlington Northern Santa Fe | 54,199 | 3,260,070 |
C.H. Robinson Worldwide | 32,590 a | 1,486,430 |
Caterpillar | 116,743 a | 3,264,134 |
Cintas | 25,371 | 627,171 |
Cooper Industries, Cl. A | 33,421 | 864,267 |
CSX | 76,008 | 1,964,807 |
Cummins | 38,886 | 989,649 |
Danaher | 48,926 a | 2,652,768 |
Deere & Co. | 81,956 | 2,693,894 |
Dover | 36,010 | 949,944 |
Dun & Bradstreet | 10,335 | 795,795 |
Eaton | 31,861 | 1,174,396 |
Emerson Electric | 147,078 | 4,203,489 |
Equifax | 24,646 | 602,595 |
Expeditors International Washington | 40,885 | 1,156,637 |
Fastenal | 24,782 a | 796,865 |
FedEx | 59,650 | 2,653,828 |
Flowserve | 11,029 | 618,947 |
Fluor | 34,331 | 1,186,136 |
General Dynamics | 75,086 | 3,122,827 |
General Electric | 2,036,884 | 20,592,897 |
Goodrich | 24,011 | 909,777 |
Honeywell International | 141,763 | 3,949,517 |
Illinois Tool Works | 75,572 | 2,331,396 |
Ingersoll-Rand, Cl. A | 61,108 | 843,290 |
Iron Mountain | 34,563 a,b | 766,262 |
ITT | 34,831 | 1,339,949 |
Jacobs Engineering Group | 23,462 b | 907,041 |
L-3 Communications Holdings | 23,281 | 1,578,452 |
Lockheed Martin | 64,167 | 4,429,448 |
Manitowoc | 25,026 | 81,835 |
Masco | 69,028 | 481,815 |
Monster Worldwide | 23,810 a,b | 194,051 |
Norfolk Southern | 71,329 | 2,407,354 |
Northrop Grumman | 62,997 | 2,749,189 |
Paccar | 69,666 a | 1,794,596 |
Pall | 22,986 | 469,604 |
Parker Hannifin | 31,097 | 1,056,676 |
Pitney Bowes | 39,864 | 930,824 |
Precision Castparts | 26,733 | 1,601,307 |
R.R. Donnelley & Sons | 40,269 | 295,172 |
Raytheon | 78,278 | 3,048,145 |
Republic Services | 61,514 | 1,054,965 |
Robert Half International | 29,958 a | 534,151 |
Rockwell Automation | 27,973 | 610,930 |
Rockwell Collins | 30,592 | 998,523 |
Ryder System | 10,784 a | 305,295 |
Southwest Airlines | 140,772 | 891,087 |
Stericycle | 16,371 b | 781,388 |
Textron | 47,746 | 274,062 |
Union Pacific | 97,682 | 4,015,707 |
United Parcel Service, Cl. B | 191,594 | 9,430,257 |
United Technologies | 182,713 | 7,853,005 |
W.W. Grainger | 12,441 a | 873,109 |
Waste Management | 94,056 a | 2,407,834 |
129,964,831 | ||
Information Technology--17.8% | ||
Adobe Systems | 101,759 b | 2,176,625 |
Advanced Micro Devices | 116,438 a,b | 355,136 |
Affiliated Computer Services, Cl. A | 18,683 b | 894,729 |
Agilent Technologies | 68,615 b | 1,054,613 |
Akamai Technologies | 32,391 b | 628,385 |
Altera | 57,677 | 1,012,231 |
Amphenol, Cl. A | 33,809 | 963,218 |
Analog Devices | 55,756 | 1,074,418 |
Apple | 171,767 b | 18,056,147 |
Applied Materials | 257,379 | 2,766,824 |
Autodesk | 43,117 b | 724,797 |
Automatic Data Processing | 97,647 | 3,433,269 |
BMC Software | 36,453 b | 1,202,949 |
Broadcom, Cl. A | 84,065 b | 1,679,619 |
CA | 75,574 | 1,330,858 |
Ciena | 17,353 a,b | 135,006 |
Cisco Systems | 1,127,064 b | 18,900,863 |
Citrix Systems | 35,031 b | 793,102 |
Cognizant Technology Solutions, Cl. A | 55,906 b | 1,162,286 |
Computer Sciences | 29,075 b | 1,071,123 |
Compuware | 48,920 b | 322,383 |
Convergys | 23,368 b | 188,813 |
Corning | 302,760 | 4,017,625 |
Dell | 334,380 b | 3,169,922 |
eBay | 206,646 b | 2,595,474 |
Electronic Arts | 61,114 b | 1,111,664 |
EMC | 391,593 b | 4,464,160 |
Fidelity National Information Services | 36,391 | 662,316 |
Fiserv | 31,226 b | 1,138,500 |
FLIR Systems | 26,630 a,b | 545,382 |
Google, Cl. A | 46,217 b | 16,086,289 |
Harris | 25,756 | 745,379 |
Hewlett-Packard | 463,662 | 14,865,004 |
Intel | 1,070,674 | 16,113,644 |
International Business Machines | 258,600 | 25,055,754 |
Intuit | 61,568 b | 1,662,336 |
Jabil Circuit | 40,242 | 223,746 |
JDS Uniphase | 41,047 a,b | 133,403 |
Juniper Networks | 101,788 b | 1,532,927 |
KLA-Tencor | 33,242 | 664,840 |
Lexmark International, Cl. A | 15,201 b | 256,441 |
Linear Technology | 42,489 a | 976,397 |
LSI | 123,413 a,b | 375,176 |
MasterCard, Cl. A | 13,854 a | 2,320,268 |
McAfee | 29,353 b | 983,325 |
MEMC Electronic Materials | 43,326 b | 714,446 |
Microchip Technology | 35,380 a | 749,702 |
Micron Technology | 145,945 a,b | 592,537 |
Microsoft | 1,477,177 | 27,135,741 |
Molex | 27,351 | 375,803 |
Motorola | 434,589 | 1,838,311 |
National Semiconductor | 37,416 a | 384,262 |
NetApp | 62,770 b | 931,507 |
Novell | 66,198 b | 282,003 |
Novellus Systems | 19,033 a,b | 316,519 |
NVIDIA | 106,830 b | 1,053,344 |
Oracle | 742,277 | 13,412,945 |
Paychex | 61,538 | 1,579,680 |
QLogic | 25,188 a,b | 280,091 |
QUALCOMM | 318,526 | 12,393,847 |
Salesforce.com | 19,998 a,b | 654,535 |
SanDisk | 43,168 b | 546,075 |
Sun Microsystems | 144,461 b | 1,057,455 |
Symantec | 160,928 b | 2,404,264 |
Tellabs | 76,245 b | 349,202 |
Teradata | 34,258 b | 555,665 |
Teradyne | 32,390 b | 141,868 |
Texas Instruments | 248,601 | 4,104,403 |
Total System Services | 37,908 | 523,509 |
Tyco Electronics | 88,262 | 974,412 |
VeriSign | 37,071 a,b | 699,530 |
Western Union | 139,916 | 1,758,744 |
Xerox | 167,374 | 761,552 |
Xilinx | 53,039 | 1,016,227 |
Yahoo! | 265,785 b | 3,404,706 |
240,620,251 | ||
Materials--3.3% | ||
Air Products & Chemicals | 40,597 | 2,283,581 |
AK Steel Holding | 21,564 a | 153,536 |
Alcoa | 183,064 | 1,343,690 |
Allegheny Technologies | 19,225 a | 421,604 |
Ball | 18,597 | 807,110 |
Bemis | 19,073 | 399,961 |
CF Industries Holdings | 9,911 | 704,969 |
Dow Chemical | 177,431 | 1,495,743 |
E.I. du Pont de Nemours & Co. | 173,032 | 3,863,805 |
Eastman Chemical | 14,653 a | 392,700 |
Ecolab | 32,354 | 1,123,654 |
Freeport-McMoRan Copper & Gold | 79,103 | 3,014,615 |
International Flavors & Fragrances | 15,074 | 459,154 |
International Paper | 82,024 | 577,449 |
MeadWestvaco | 32,722 | 392,337 |
Monsanto | 105,504 | 8,767,382 |
Newmont Mining | 93,161 | 4,169,886 |
Nucor | 60,698 | 2,316,843 |
Owens-Illinois | 32,031 b | 462,528 |
Pactiv | 25,121 b | 366,515 |
PPG Industries | 31,447 | 1,160,394 |
Praxair | 59,407 | 3,997,497 |
Rohm & Haas | 23,743 | 1,871,898 |
Sealed Air | 30,290 | 418,002 |
Sigma-Aldrich | 24,150 | 912,629 |
Titanium Metals | 16,343 a | 89,396 |
United States Steel | 22,544 a | 476,355 |
Vulcan Materials | 21,073 a | 933,323 |
Weyerhaeuser | 40,489 | 1,116,282 |
44,492,838 | ||
Telecommunication Services--3.9% | ||
American Tower, Cl. A | 75,602 b | 2,300,569 |
AT & T | 1,136,715 | 28,645,218 |
CenturyTel | 19,671 a | 553,149 |
Embarq | 27,328 | 1,034,365 |
Frontier Communications | 60,660 | 435,539 |
Qwest Communications International | 284,801 a | 974,019 |
Sprint Nextel | 547,439 b | 1,954,357 |
Verizon Communications | 546,269 | 16,497,324 |
Windstream | 84,325 | 679,660 |
53,074,200 | ||
Utilities--4.3% | ||
AES | 129,080 b | 749,955 |
Allegheny Energy | 32,391 | 750,499 |
Ameren | 40,338 | 935,438 |
American Electric Power | 77,119 | 1,948,026 |
CenterPoint Energy | 65,599 | 684,198 |
CMS Energy | 43,217 a | 511,689 |
Consolidated Edison | 52,440 | 2,077,148 |
Constellation Energy Group | 38,338 | 792,063 |
Dominion Resources | 111,202 | 3,446,150 |
DTE Energy | 31,270 | 866,179 |
Duke Energy | 247,028 | 3,537,441 |
Dynergy, Cl. A | 97,008 a,b | 136,781 |
Edison International | 62,541 | 1,801,806 |
Entergy | 36,794 | 2,505,303 |
EQT | 25,087 | 785,976 |
Exelon | 126,851 | 5,757,767 |
FirstEnergy | 58,474 | 2,257,096 |
FPL Group | 78,394 | 3,976,928 |
Integrys Energy | 14,663 | 381,825 |
Nicor | 8,634 | 286,908 |
NiSource | 52,641 | 515,882 |
Northeast Utilities | 33,154 | 715,795 |
Pepco Holdings | 41,427 | 517,009 |
PG & E | 70,517 a | 2,695,160 |
Pinnacle West Capital | 19,318 | 513,086 |
PPL | 71,855 | 2,062,957 |
Progress Energy | 53,120 | 1,926,131 |
Public Service Enterprise Group | 97,578 | 2,875,624 |
Questar | 33,220 | 977,665 |
SCANA | 22,540 | 696,261 |
Sempra Energy | 47,229 | 2,183,869 |
Southern | 148,992 | 4,562,135 |
TECO Energy | 40,782 a | 454,719 |
Wisconsin Energy | 22,440 | 923,855 |
Xcel Energy | 85,546 | 1,593,722 |
57,403,046 | ||
Total Common Stocks | ||
(cost $1,554,293,415) | 1,335,229,098 | |
Principal | ||
Short-Term Investments--.2% | Amount ($) | Value ($) |
U.S. Treasury Bills | ||
0.17%, 6/18/09 |
(cost $2,202,184) | 2,203,000 c | 2,202,284 |
Other Investment--1.0% | Shares | Value ($) |
Registered Investment Company; | ||
Dreyfus Institutional Preferred | ||
Plus Money Market Fund | ||
(cost $13,957,000) | 13,957,000 d | 13,957,000 |
Investment of Cash Collateral for | ||
Securities Loaned--6.4% | ||
Registered Investment Company; | ||
Dreyfus Institutional Cash | ||
Advantage Plus Fund | ||
(cost $86,322,903) | 86,322,903 d | 86,322,903 |
Total Investments (cost $1,656,775,502) | 106.2% | 1,437,711,285 |
Liabilities, Less Cash and Receivables | (6.2%) | (83,735,153) |
Net Assets | 100.0% | 1,353,976,132 |
a | All or a portion of these securities are on loan. At March 31, 2009, the total market value of the fund's securities on loan is $85,073,296 and the total market value of the collateral held by the fund is $86,322,903. |
b | Non-income producing security. |
c | All or partially held by a broker as collateral for open financial futures positions. |
d | Investment in affiliated money market mutual fund. |
At March 31, 2009, the aggregate cost of investment securities for income tax purposes was $1,656,775,502.
Net unrealized depreciation on investments was $219,064,217 of which $324,708,528 related to appreciated investment securities and $543,772,745 related to depreciated investment securities.
STATEMENT OF FINANCIAL FUTURES | ||||
March 31, 2009 (Unaudited) | ||||
Market Value | Unrealized | |||
Covered by | Appreciation | |||
Contracts | Contracts ($) | Expiration | at 3/31/2009 ($) | |
Financial Futures Long | ||||
Standard & Poor's 500 E-Mini | 483 | 19,194,420 | June 2009 | 1,702,296 |
Gross Unrealized Appreciation | 1,702,296 |
Various inputs are used in determining the value of the fund's investments relating to Financial Accounting Standard No. 157 (FAS 157), |
Fair Value Measurements. |
These inputs are summarized in the three broad levels listed below. |
Level 1 - quoted prices in active markets for identical investments. |
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, |
credit risk, etc.) |
Level 3 - significant unobservable inputs (including fund's own assumptions in determining the fair value of investments). |
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing |
in those securities. |
The following is a summary of the inputs used as of March 31, 2009 in valuing the fund's investments: | ||||
Level 3 - | ||||
Level 2 - Other | Significant | |||
Level 1 -Quoted | Significant Observable | Unobservable | ||
Assets ($) | Prices | Inputs | Inputs | Total |
Investment in Securities | 1,435,509,001 | 2,202,284 | 0 | 1,437,711,285 |
Other Financial Instruments+ | 1,702,296 | 0 | 0 | 1,702,296 |
Liabilities ($) | ||||
Other Financial Instruments+ | 0 | 0 | 0 | 0 |
Other financial instruments include derivative instruments, such as futures, forward currency exchange contracts, swap contracts and options contracts. Amounts shown represents unrealized appreciation (depreciation) at period end.
Portfolio valuation: Investments in 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. 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, except for open short positions, where the asked price is 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. When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair va lue, 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 of Directors. 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 ADRs and futures contracts. For other securities that are fair valued by the Board of Directors, certain factors may be considered 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. Financial futures are valued at the last sales price.
Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of Dreyfus, the fund may lend securities to qualified institutions. It is the funds 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 Dreyfus, U.S. Government and Agency securities or letters of credit. The fund is entitled to receive all income on securities loaned, in addition to income earned as a result of the lending transaction. Although each security loaned is fully collateralized, the fund bears the risk of delay in recovery of, or loss of rights in, the securities loaned should a borrower fail to return the securities in a timely manner.
The fund may invest in financial futures contracts in order to gain exposure to or protect against changes in the market. The fund is exposed to market risk as a result of changes in the value of the underlying financial instruments. Investments in financial futures require the fund to mark to market on a daily basis, which reflects the change in the market value of the contract at the close of each days trading. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses. When the contracts are closed, the fund recognizes a realized gain or loss. These investments require initial margin deposits with a broker, 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.
Additional 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.
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: | May 28, 2009 |
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: | May 28, 2009 |
By: | /s/ James Windels |
James Windels | |
Treasurer | |
Date: | May 28, 2009 |
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: | May 28, 2009 |
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: | May 28, 2009 |