N-Q 1 formnq763.htm FORM N-Q formnq763.htm - Generated by SEC Publisher for SEC Filing

 

 

 

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:

9/30/10

 

 

 

 

 

FORM N-Q

Item 1.                        Schedule of Investments.

                       

-2-

 

STATEMENT OF INVESTMENTS 
Dreyfus Stock Index Fund 
September 30, 2010 (Unaudited) 

 

Common Stocks--97.2%  Shares  Value ($) 
Consumer Discretionary--10.2%     
Abercrombie & Fitch, Cl. A  14,166  557,007 
Amazon.com  55,470 a  8,712,118 
Apollo Group, Cl. A  20,119 a  1,033,111 
AutoNation  9,920 a,b  230,640 
AutoZone  4,727 a  1,082,058 
Bed Bath & Beyond  41,168 a  1,787,103 
Best Buy  53,483  2,183,711 
Big Lots  13,334 a  443,355 
Carmax  35,017 a  975,574 
Carnival  69,115  2,640,884 
CBS, Cl. B  106,435  1,688,059 
Coach  47,943  2,059,631 
Comcast, Cl. A  440,254  7,959,792 
D.R. Horton  44,752  497,642 
Darden Restaurants  22,881  978,849 
DeVry  10,047  494,413 
DIRECTV, Cl. A  136,024 a  5,662,679 
Discovery Communications, Cl. A  44,322 a  1,930,223 
Eastman Kodak  47,579 a,b  199,832 
Expedia  34,024  959,817 
Family Dollar Stores  21,248  938,312 
Ford Motor  539,388 a  6,602,109 
Fortune Brands  24,322  1,197,372 
GameStop, Cl. A  24,087 a,b  474,755 
Gannett  36,930  451,654 
Gap  70,588  1,315,760 
Genuine Parts  25,005  1,114,973 
Goodyear Tire & Rubber  39,174 a  421,121 
H & R Block  52,669  682,064 
Harley-Davidson  36,764 b  1,045,568 

 


Harman International Industries  9,285 a  310,212 
Hasbro  21,904  974,947 
Home Depot  263,456  8,346,286 
International Game Technology  47,867  691,678 
Interpublic Group of Cos.  77,217 a  774,487 
J.C. Penney  35,749  971,658 
Johnson Controls  105,581  3,220,221 
Kohl's  48,170 a  2,537,596 
Leggett & Platt  23,986  545,921 
Lennar, Cl. A  22,551  346,834 
Limited Brands  43,145  1,155,423 
Lowe's  220,147  4,907,077 
Macy's  66,002  1,523,986 
Marriott International, Cl. A  44,900  1,608,767 
Mattel  56,665  1,329,361 
McDonald's  166,957  12,439,966 
McGraw-Hill  49,452  1,634,883 
Meredith  5,913  196,962 
New York Times, Cl. A  18,891 a  146,216 
Newell Rubbermaid  45,040  802,162 
News, Cl. A  354,878  4,634,707 
NIKE, Cl. B  61,385  4,919,394 
Nordstrom  25,840  961,248 
O'Reilly Automotive  22,019 a  1,171,411 
Office Depot  44,754 a  205,868 
Omnicom Group  48,977  1,933,612 
Polo Ralph Lauren  10,214  917,830 
Priceline.com  7,586 a  2,642,507 
Pulte Group  49,028 a  429,485 
RadioShack  19,690  419,988 
Ross Stores  18,531  1,012,163 
Scripps Networks Interactive, Cl.     
A  14,648  696,952 
Sears Holdings  7,653 a,b  552,087 
Stanley Black & Decker  25,067  1,536,106 
Staples  113,328  2,370,822 
Starbucks  116,103  2,969,915 

 


Starwood Hotels & Resorts     
Worldwide  29,304  1,539,925 
Target  113,184  6,048,553 
Tiffany & Co.  20,168 b  947,694 
Time Warner  176,404  5,406,783 
Time Warner Cable  55,527  2,997,903 
TJX  64,038  2,858,016 
Urban Outfitters  20,044 a  630,183 
VF  14,102  1,142,544 
Viacom, Cl. B  95,700  3,463,383 
Walt Disney  300,056  9,934,854 
Washington Post, Cl. B  963 b  384,632 
Whirlpool  11,642  942,536 
Wyndham Worldwide  28,846  792,400 
Wynn Resorts  11,805  1,024,320 
Yum! Brands  73,541  3,387,298 
    169,659,948 
Consumer Staples--11.0%     
Altria Group  324,346  7,790,791 
Archer-Daniels-Midland  101,295  3,233,336 
Avon Products  67,273  2,160,136 
Brown-Forman, Cl. B  15,770  972,063 
Campbell Soup  30,240 b  1,081,080 
Clorox  22,409  1,496,025 
Coca-Cola  362,227  21,197,524 
Coca-Cola Enterprises  51,415 a  1,593,865 
Colgate-Palmolive  76,241  5,859,883 
ConAgra Foods  69,429  1,523,272 
Constellation Brands, Cl. A  31,500 a  557,235 
Costco Wholesale  68,601  4,424,078 
CVS Caremark  213,437  6,716,862 
Dean Foods  28,547 a  291,465 
Dr. Pepper Snapple Group  38,588  1,370,646 
Estee Lauder, Cl. A  18,625  1,177,659 
General Mills  100,751  3,681,442 
H.J. Heinz  49,453  2,342,589 
Hershey  24,253  1,154,200 

 


Hormel Foods  11,392  508,083 
J.M. Smucker  19,161  1,159,815 
Kellogg  39,795  2,010,045 
Kimberly-Clark  64,214  4,177,121 
Kraft Foods, Cl. A  273,533  8,441,228 
Kroger  102,709  2,224,677 
Lorillard  24,293  1,950,971 
McCormick & Co.  20,892  878,300 
Mead Johnson Nutrition  31,712  1,804,730 
Molson Coors Brewing, Cl. B  24,404  1,152,357 
PepsiCo  249,573  16,581,630 
Philip Morris International  287,516  16,106,646 
Procter & Gamble  445,281  26,703,502 
Reynolds American  26,525  1,575,320 
Safeway  61,016  1,291,099 
Sara Lee  103,880  1,395,108 
SUPERVALU  34,598  398,915 
SYSCO  93,154  2,656,752 
Tyson Foods, Cl. A  48,647  779,325 
Wal-Mart Stores  313,842  16,796,824 
Walgreen  154,987  5,192,065 
Whole Foods Market  22,952 a  851,749 
    183,260,413 
Energy--10.6%     
Anadarko Petroleum  77,444  4,418,180 
Apache  57,130  5,585,029 
Baker Hughes  67,217  2,863,444 
Cabot Oil & Gas  16,825  506,601 
Cameron International  37,760 a  1,622,170 
Chesapeake Energy  101,873  2,307,423 
Chevron  315,352  25,559,280 
ConocoPhillips  232,296  13,340,759 
Consol Energy  34,311  1,268,135 
Denbury Resources  61,877 a  983,226 
Devon Energy  68,243  4,418,052 
Diamond Offshore Drilling  10,900 b  738,693 
El Paso  109,948  1,361,156 

 


EOG Resources  39,745  3,695,093 
EQT  23,368  842,650 
Exxon Mobil  798,675  49,350,128 
FMC Technologies  19,209 a  1,311,783 
Halliburton  142,307  4,706,092 
Helmerich & Payne  16,521 b  668,440 
Hess  45,791  2,707,164 
Marathon Oil  111,703  3,697,369 
Massey Energy  15,749  488,534 
Murphy Oil  30,023  1,859,024 
Nabors Industries  45,337 a  818,786 
National Oilwell Varco  65,960  2,933,241 
Noble Energy  27,282  2,048,605 
Occidental Petroleum  127,087  9,950,912 
Peabody Energy  42,083  2,062,488 
Pioneer Natural Resources  18,102  1,177,173 
QEP Resources  28,126  847,718 
Range Resources  25,143  958,703 
Rowan  18,386 a  558,199 
Schlumberger  214,196  13,196,616 
Southwestern Energy  54,275 a  1,814,956 
Spectra Energy  101,692  2,293,155 
Sunoco  18,949  691,639 
Tesoro  22,344  298,516 
Valero Energy  88,431  1,548,427 
Williams  91,364  1,745,966 
    177,243,525 
Financial--15.1%     
ACE  52,600  3,063,950 
Aflac  73,746  3,813,406 
Allstate  84,570  2,668,183 
American Express  164,433  6,911,119 
American International Group  21,852 a,b  854,413 
Ameriprise Financial  40,103  1,898,075 
AON  41,790  1,634,407 
Apartment Investment & Management,     
Cl. A  18,052 b,c  385,952 

 


Assurant  17,633  717,663 
AvalonBay Communities  12,879 c  1,338,514 
Bank of America  1,573,768  20,632,098 
Bank of New York Mellon  188,462  4,924,512 
BB&T  107,376 b  2,585,614 
Berkshire Hathaway, Cl. B  271,204 a  22,423,147 
Boston Properties  22,192 b,c  1,844,599 
Capital One Financial  70,475  2,787,286 
CB Richard Ellis Group, Cl. A  45,381 a  829,565 
Charles Schwab  155,360  2,159,504 
Chubb  49,359  2,812,969 
Cincinnati Financial  26,353 b  760,284 
Citigroup  3,724,459 a  14,525,390 
CME Group  10,294  2,681,072 
Comerica  27,105  1,006,951 
Discover Financial Services  85,227  1,421,586 
E*TRADE Financial  29,859 a  434,150 
Equity Residential  43,839 c  2,085,421 
Federated Investors, Cl. B  14,223 b  323,715 
Fifth Third Bancorp  127,206  1,530,288 
First Horizon National  37,534 a  428,269 
Franklin Resources  23,629  2,525,940 
Genworth Financial, Cl. A  75,517 a  922,818 
Goldman Sachs Group  80,723  11,670,931 
Hartford Financial Services Group  69,069  1,585,134 
HCP  48,583 c  1,748,016 
Health Care REIT  18,906 c  895,010 
Host Hotels & Resorts  98,721 b,c  1,429,480 
Hudson City Bancorp  82,509  1,011,560 
Huntington Bancshares  110,640  627,329 
IntercontinentalExchange  11,475 a  1,201,662 
Invesco  72,137  1,531,468 
Janus Capital Group  25,415  278,294 
JPMorgan Chase & Co.  621,335  23,654,223 
KeyCorp  137,528  1,094,723 
Kimco Realty  63,609 b,c  1,001,842 
Legg Mason  25,362  768,722 

 


Leucadia National  28,452 a  672,036 
Lincoln National  47,730  1,141,702 
Loews  49,917  1,891,854 
M & T Bank  13,443  1,099,772 
Marsh & McLennan  82,946  2,000,658 
Marshall & Ilsley  80,923  569,698 
MetLife  142,174  5,466,590 
Moody's  30,760 b  768,385 
Morgan Stanley  218,419  5,390,581 
Nasdaq OMX Group  21,870 a  424,934 
Northern Trust  38,035  1,834,808 
NYSE Euronext  40,802  1,165,713 
People's United Financial  56,080  734,087 
Plum Creek Timber  26,319 b,c  929,061 
PNC Financial Services Group  82,147  4,264,251 
Principal Financial Group  50,481  1,308,468 
Progressive  106,944  2,231,921 
ProLogis  74,712 c  880,107 
Prudential Financial  73,053  3,958,012 
Public Storage  21,235 c  2,060,644 
Regions Financial  196,788  1,430,649 
Simon Property Group  45,663 c  4,234,787 
SLM  75,718 a  874,543 
State Street  78,023  2,938,346 
SunTrust Banks  78,210  2,020,164 
T. Rowe Price Group  40,292  2,017,219 
Torchmark  12,875  684,178 
Travelers  73,759  3,842,844 
U.S. Bancorp  299,413  6,473,309 
Unum Group  52,004  1,151,889 
Ventas  24,551 b,c  1,266,095 
Vornado Realty Trust  25,439 b,c  2,175,798 
Wells Fargo & Co.  820,810  20,626,955 
XL Group  53,605  1,161,084 
Zions Bancorporation  23,976  512,127 
    251,632,523 
Health Care--11.3%     

 


Abbott Laboratories  242,201  12,652,580 
Aetna  66,708  2,108,640 
Allergan  48,503  3,226,905 
AmerisourceBergen  45,253  1,387,457 
Amgen  150,240 a  8,279,726 
Baxter International  91,687  4,374,387 
Becton Dickinson & Co.  37,186  2,755,483 
Biogen Idec  37,989 a  2,131,943 
Boston Scientific  237,590 a  1,456,427 
Bristol-Myers Squibb  268,330  7,274,426 
C.R. Bard  15,364  1,251,091 
Cardinal Health  56,568  1,869,007 
CareFusion  27,732 a  688,863 
Celgene  72,399 a  4,170,906 
Cephalon  11,965 a,b  747,095 
Cerner  10,614 a  891,470 
CIGNA  42,786  1,530,883 
Coventry Health Care  24,054 a  517,883 
DaVita  16,033 a  1,106,758 
Dentsply International  24,172  772,779 
Eli Lilly & Co.  158,285  5,782,151 
Express Scripts  85,096 a  4,144,175 
Forest Laboratories  44,815 a  1,386,128 
Genzyme  39,988 a  2,830,751 
Gilead Sciences  131,622 a  4,687,059 
Hospira  25,808 a  1,471,314 
Humana  26,625 a  1,337,640 
Intuitive Surgical  5,973 a  1,694,779 
Johnson & Johnson  431,849  26,757,364 
King Pharmaceuticals  39,984 a  398,241 
Laboratory Corp. of America     
Holdings  16,704 a  1,310,095 
Life Technologies  27,857 a  1,300,643 
McKesson  41,940  2,591,053 
Medco Health Solutions  68,056 a  3,542,995 
Medtronic  169,423  5,689,224 
Merck & Co.  482,764  17,770,543 

 


Mylan  49,443 a,b  930,023 
Patterson  14,793 b  423,819 
PerkinElmer  19,534  452,017 
Pfizer  1,263,729  21,698,227 
Quest Diagnostics  23,571  1,189,628 
St. Jude Medical  50,984 a  2,005,711 
Stryker  53,454  2,675,373 
Tenet Healthcare  66,830 a  315,438 
Thermo Fisher Scientific  64,369 a  3,081,988 
UnitedHealth Group  178,321  6,260,850 
Varian Medical Systems  19,444 a  1,176,362 
Waters  14,978 a  1,060,143 
Watson Pharmaceuticals  16,949 a  717,112 
WellPoint  62,745 a  3,553,877 
Zimmer Holdings  31,882 a  1,668,385 
    189,097,817 
Industrial--10.5%     
3M  111,476  9,666,084 
Avery Dennison  17,173  637,462 
Boeing  114,800  7,638,792 
C.H. Robinson Worldwide  26,512  1,853,719 
Caterpillar  98,876  7,779,564 
Cintas  21,528  593,096 
CSX  59,571  3,295,468 
Cummins  31,742  2,875,190 
Danaher  83,914  3,407,748 
Deere & Co.  66,703  4,654,535 
Dover  29,201  1,524,584 
Dun & Bradstreet  8,185  606,836 
Eaton  26,021  2,146,472 
Emerson Electric  117,761  6,201,294 
Equifax  20,961  653,983 
Expeditors International of     
Washington  33,292  1,539,089 
Fastenal  23,103 b  1,228,849 
FedEx  49,295  4,214,723 
Flowserve  8,752  957,644 

 


Fluor  28,069  1,390,258 
General Dynamics  59,674  3,748,124 
General Electric  1,676,876  27,249,235 
Goodrich  19,424  1,432,132 
Honeywell International  119,667  5,258,168 
Illinois Tool Works  78,788  3,704,612 
Iron Mountain  29,205 b  652,440 
ITT  28,632  1,340,837 
Jacobs Engineering Group  19,832 a  767,498 
L-3 Communications Holdings  18,235  1,317,843 
Lockheed Martin  46,652  3,325,355 
Masco  58,546  644,591 
Norfolk Southern  57,942  3,448,128 
Northrop Grumman  46,162  2,798,802 
Paccar  57,232  2,755,721 
Pall  18,357  764,385 
Parker Hannifin  25,208  1,766,072 
Pitney Bowes  33,823 b  723,136 
Precision Castparts  22,074  2,811,124 
Quanta Services  31,467 a  600,390 
R.R. Donnelley & Sons  32,019  543,042 
Raytheon  60,117  2,747,948 
Republic Services  48,086  1,466,142 
Robert Half International  23,748 b  617,448 
Rockwell Automation  22,230  1,372,258 
Rockwell Collins  24,764  1,442,503 
Roper Industries  14,230  927,511 
Ryder System  9,187  392,928 
Snap-On  9,287  431,938 
Southwest Airlines  119,091  1,556,519 
Stericycle  13,210 a  917,831 
Textron  39,846 b  819,234 
Tyco International  78,000  2,864,940 
Union Pacific  78,053  6,384,735 
United Parcel Service, Cl. B  155,495  10,369,962 
United Technologies  145,738  10,380,918 
W.W. Grainger  9,811 b  1,168,588 

 


Waste Management  76,007 b  2,716,490 
    175,094,918 
Information Technology--18.3%     
Adobe Systems  82,806 a  2,165,377 
Advanced Micro Devices  90,564 a  643,910 
Agilent Technologies  54,070 a  1,804,316 
Akamai Technologies  27,333 a  1,371,570 
Altera  45,978  1,386,696 
Amphenol, Cl. A  26,844  1,314,819 
Analog Devices  45,684  1,433,564 
Apple  143,284 a  40,656,835 
Applied Materials  210,298  2,456,281 
Autodesk  36,440 a  1,164,987 
Automatic Data Processing  77,195  3,244,506 
BMC Software  28,899 a  1,169,832 
Broadcom, Cl. A  70,263  2,486,608 
CA  62,222  1,314,129 
Cisco Systems  896,162 a  19,625,948 
Citrix Systems  28,661 a  1,955,827 
Cognizant Technology Solutions,     
Cl. A  46,129 a  2,973,937 
Computer Sciences  23,874  1,098,204 
Compuware  36,432 a  310,765 
Corning  245,361  4,485,199 
Dell  265,440 a  3,440,102 
eBay  181,074 a  4,418,206 
Electronic Arts  51,610 a  847,952 
EMC  319,043 a  6,479,763 
Fidelity National Information     
Services  41,399  1,123,155 
First Solar  8,446 a,b  1,244,518 
Fiserv  24,267 a  1,306,050 
FLIR Systems  24,773 a  636,666 
Google, Cl. A  38,980 a  20,495,294 
Harris  20,493  907,635 
Hewlett-Packard  355,801  14,968,548 
Intel  870,608  16,741,792 

 


International Business Machines  197,866  26,541,745 
Intuit  44,397 a  1,945,033 
Jabil Circuit  29,655  427,329 
JDS Uniphase  34,604 a  428,744 
Juniper Networks  82,613 a  2,507,305 
KLA-Tencor  26,745  942,226 
Lexmark International, Cl. A  12,918 a  576,401 
Linear Technology  35,976 b  1,105,542 
LSI  104,417 a  476,142 
MasterCard, Cl. A  14,910  3,339,840 
McAfee  24,801 a  1,172,095 
MEMC Electronic Materials  36,753 a,b  438,096 
Microchip Technology  28,778 b  905,068 
Micron Technology  133,179 a  960,221 
Microsoft  1,194,703  29,258,276 
Molex  21,032 b  440,200 
Monster Worldwide  20,111 a,b  260,639 
Motorola  361,811 a  3,086,248 
National Semiconductor  36,320  463,806 
NetApp  55,977 a  2,787,095 
Novell  56,053 a  334,636 
Novellus Systems  16,224 a  431,234 
NVIDIA  85,783 a  1,001,945 
Oracle  607,100  16,300,635 
Paychex  50,507  1,388,437 
QLogic  18,206 a  321,154 
QUALCOMM  251,832  11,362,660 
Red Hat  29,448 a  1,207,368 
SAIC  45,384 a  725,236 
Salesforce.com  18,329 a  2,049,182 
SanDisk  36,494 a  1,337,505 
Symantec  123,855 a  1,878,880 
Tellabs  64,877  483,334 
Teradata  26,892 a  1,036,956 
Teradyne  27,245 a  303,509 
Texas Instruments  187,510  5,089,021 
Total System Services  26,072  397,337 

 


VeriSign  28,887 a  916,873 
Visa, Cl. A  77,873 b  5,782,849 
Western Digital  35,279 a  1,001,571 
Western Union  105,509  1,864,344 
Xerox  214,228  2,217,260 
Xilinx  40,627  1,081,084 
Yahoo!  211,203 a  2,992,747 
    305,240,799 
Materials--3.5%     
Air Products & Chemicals  33,094  2,740,845 
Airgas  11,697  794,811 
AK Steel Holding  18,359  253,538 
Alcoa  154,154  1,866,805 
Allegheny Technologies  15,396 b  715,144 
Ball  14,713  865,860 
Bemis  15,938  506,031 
CF Industries Holdings  10,829  1,034,169 
Cliffs Natural Resources  20,931  1,337,910 
Dow Chemical  181,895  4,994,837 
E.I. du Pont de Nemours & Co.  141,485  6,313,061 
Eastman Chemical  11,320  837,680 
Ecolab  36,589  1,856,526 
FMC  11,296  772,759 
Freeport-McMoRan Copper & Gold  73,488  6,275,140 
International Flavors & Fragrances  12,764  619,309 
International Paper  67,833  1,475,368 
MeadWestvaco  27,729  676,033 
Monsanto  85,370  4,091,784 
Newmont Mining  77,321  4,856,532 
Nucor  49,593  1,894,453 
Owens-Illinois  27,153 a  761,913 
Pactiv  21,245 a  700,660 
PPG Industries  26,617  1,937,718 
Praxair  48,450  4,373,097 
Sealed Air  25,650  576,612 
Sherwin-Williams  15,006  1,127,551 
Sigma-Aldrich  19,103 b  1,153,439 

 


Titanium Metals  13,847 a,b  276,386 
United States Steel  23,130 b  1,014,019 
Vulcan Materials  19,665  726,032 
Weyerhaeuser  80,891 c  1,274,842 
    58,700,864 
Telecommunication Services--3.1%     
American Tower, Cl. A  62,071 a  3,181,759 
AT&T  926,804  26,506,594 
CenturyLink  46,716  1,843,413 
Frontier Communications  157,858  1,289,700 
Metropcs Communications  41,128 a  430,199 
Qwest Communications International  272,394  1,707,910 
Sprint Nextel  461,845 a  2,138,342 
Verizon Communications  442,922  14,434,828 
Windstream  71,100 b  873,819 
    52,406,564 
Utilities--3.6%     
AES  104,899 a  1,190,604 
Allegheny Energy  27,441  672,853 
Ameren  36,769  1,044,240 
American Electric Power  74,802  2,710,076 
CenterPoint Energy  63,576  999,415 
CMS Energy  36,535  658,361 
Consolidated Edison  44,308 b  2,136,532 
Constellation Energy Group  31,485  1,015,076 
Dominion Resources  93,934  4,101,158 
DTE Energy  26,438  1,214,297 
Duke Energy  204,395  3,619,835 
Edison International  51,277  1,763,416 
Entergy  29,646  2,268,808 
Exelon  103,232  4,395,619 
FirstEnergy  48,037  1,851,346 
Integrys Energy  12,426 b  646,898 
NextEra Energy  64,907  3,530,292 
Nicor  7,312 b  335,036 
NiSource  44,581  775,709 
Northeast Utilities  28,040  829,143 

 


NRG Energy  40,153 a  835,985 
ONEOK  16,311  734,647 
Pepco Holdings  34,958 b  650,219 
PG & E  61,259  2,782,384 
Pinnacle West Capital  16,281  671,917 
PPL  75,657  2,060,140 
Progress Energy  45,869  2,037,501 
Public Service Enterprise Group  79,779  2,639,089 
SCANA  17,139  691,044 
Sempra Energy  38,605  2,076,949 
Southern  128,596  4,788,915 
TECO Energy  34,544  598,302 
Wisconsin Energy  19,028  1,099,818 
Xcel Energy  72,206  1,658,572 
    59,084,196 
Total Common Stocks     
(cost $1,282,611,343)    1,621,421,567 
  Principal   
Short-Term Investments--.2%  Amount ($)  Value ($) 
U.S. Treasury Bills;     
0.15%, 12/23/10     
(cost $4,013,635)  4,015,000 d  4,013,824 
 
Other Investment--2.6%  Shares  Value ($) 
Registered Investment Company;     
Dreyfus Institutional Preferred     
Plus Money Market Fund     
(cost $42,695,000)  42,695,000 e  42,695,000 
 
Investment of Cash Collateral for     
Securities Loaned--2.1%     
Registered Investment Company;     
Dreyfus Institutional Cash     
Advantage Plus Fund     
(cost $35,661,955)  35,661,955 e  35,661,955 
 
Total Investments (cost $1,364,981,933)  102.1%  1,703,792,346 

 


Liabilities, Less Cash and Receivables  (2.1%)  (34,853,047) 
Net Assets  100.0%  1,668,939,299 

 

a     

Non-income producing security.

b     

Security, or portion thereof, on loan. At September 30, 2010, the market value of the fund's securities on loan was $37,139,545 and the market value of the collateral held by the fund was $38,053,745, consisting of cash collateral of $35,661,955 and U.S. Government and Agency securities valued at $2,391,790.

c     

Investment in real estate investment trust.

d     

Held by a broker as collateral for open financial futures positions.

e     

Investment in affiliated money market mutual fund.

At September 30, 2010, the aggregate cost of investment securities for income tax purposes was $1,364,981,933.

Net unrealized appreciation on investments was $338,810,413 of which $566,852,117 related to appreciated investment securities and $228,041,704 related to depreciated investment securities.

Portfolio Summary (Unaudited) †  Value (%) 
Information Technology  18.3 
Financial  15.1 
Health Care  11.3 
Consumer Staples  11.0 
Energy  10.6 
Industrial  10.5 
Consumer Discretionary  10.2 
Short-Term/Money Market Investments  4.9 
Materials  3.5 
Utilities  3.6 
Telecommunication Services  3.1 
  102.1 
† Based on net assets.   
 
 
STATEMENT OF FINANCIAL FUTURES   
September 30, 2010 (Unaudited)   

 


    Market Value    Unrealized 
    Covered by    Appreciation 
  Contracts  Contracts ($)  Expiration  at 9/30/2010 ($) 
Financial Futures Long         
Standard & Poor's 500 E-Mini  858  48,764,430  December 2010  493,410 

 


Various inputs are used in determining the value of the fund's investments relating to fair value measurements. 
These inputs are summarized in the three broad levels listed below. 
 
Level 1 - unadjusted quoted prices in active markets for identical investments. 
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, 
credit risk, etc.) 
Level 3 - significant unobservable inputs (including 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, 2010 in valuing the fund's investments: 

 

  Level 1 - Unadjusted Quoted  Level 2 - Other Significant  Level 3 -Significant   
Assets ($)  Prices  Observable Inputs  Unobservable Inputs  Total 
Investments in Securities:         
Equity Securities - Domestic+  1,621,421,567  -  -  1,621,421,567 
Mutual Funds  78,356,955  -  -  78,356,955 
U.S. Treasury  -  4,013,824  -  4,013,824 
Other Financial Instruments:         
Futures++  493,410  -  -  493,410 
+ See Statement of Investments for industry classification.         
++ Amount shown represents unrealized appreciation at period end.         

 


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

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 value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board 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 American Depository Receipts 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, the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Manager, 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 provisions of ASC Topic 815 “Derivatives and Hedging” require qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of gains and losses on derivative instruments and disclosures about credit-risk-related contingent features in derivative agreements. The disclosure requirements distinguish between derivatives, which are accounted for as “hedges” and those that do not qualify for hedge accounting. Because investment companies value their derivatives at fair value and recognize changes in fair value through the Statement of Operations, they do not qualify for such accounting. Accordingly, even though a fund’s investments in derivatives may represent economic hedges, they are considered to be non-hedge transactions for purposes of this disclosure.

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

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.

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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/ Bradley J. Skapyak

            Bradley J. Skapyak

            President

 

Date:    November 22, 2010

 

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/ Bradley J. Skapyak

            Bradley J. Skapyak

            President

 

Date:    November 22, 2010

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    November 22, 2010

 

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)

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