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 | |||||
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Dreyfus Stock Index Fund, Inc. |
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(Exact name of Registrant as specified in charter) |
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c/o The Dreyfus Corporation 200 Park Avenue New York, New York 10166 |
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(Address of principal executive offices) (Zip code) |
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Michael A. Rosenberg, Esq. 200 Park Avenue New York, New York 10166 |
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(Name and address of agent for service) |
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Registrant's telephone number, including area code: |
(212) 922-6000 | |||||
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Date of fiscal year end:
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12/31 |
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Date of reporting period: |
3/31/11 |
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STATEMENT OF INVESTMENTS | |||
Dreyfus Stock Index Fund | |||
March 31, 2011 (Unaudited) | |||
Common Stocks--98.7% | Shares | Value ($) | |
Consumer Discretionary--10.3% | |||
Abercrombie & Fitch, Cl. A | 13,641 | 800,727 | |
Amazon.com | 53,884a | 9,706,125 | |
Apollo Group, Cl. A | 19,358a | 807,422 | |
AutoNation | 9,539a,b | 337,394 | |
AutoZone | 4,118a | 1,126,520 | |
Bed Bath & Beyond | 39,618a | 1,912,361 | |
Best Buy | 51,508 | 1,479,310 | |
Big Lots | 12,882a | 559,465 | |
Cablevision Systems (NY Group), Cl. A | 33,974 | 1,175,840 | |
Carmax | 33,672a | 1,080,871 | |
Carnival | 66,539 | 2,552,436 | |
CBS, Cl. B | 102,362 | 2,563,144 | |
Coach | 44,768 | 2,329,727 | |
Comcast, Cl. A | 420,051 | 10,383,661 | |
D.R. Horton | 43,073 | 501,800 | |
Darden Restaurants | 22,053 | 1,083,464 | |
DeVry | 9,674 | 532,747 | |
DIRECTV, Cl. A | 120,197a | 5,625,220 | |
Discovery Communications, Cl. A | 42,621a | 1,700,578 | |
Expedia | 32,814 | 743,565 | |
Family Dollar Stores | 19,032 | 976,722 | |
Ford Motor | 572,059a | 8,529,400 | |
Fortune Brands | 23,410 | 1,448,845 | |
GameStop, Cl. A | 23,181a,b | 522,036 | |
Gannett | 35,501 | 540,680 | |
Gap | 67,960 | 1,539,974 | |
Genuine Parts | 24,062 | 1,290,686 | |
Goodyear Tire & Rubber | 37,721a | 565,061 | |
H&R Block | 50,823 | 850,777 | |
Harley-Davidson | 35,356 | 1,502,276 | |
Harman International Industries | 10,520 | 492,546 | |
Hasbro | 21,089 | 987,809 | |
Home Depot | 247,504 | 9,172,498 | |
International Game Technology | 46,083 | 747,927 | |
Interpublic Group of Cos. | 74,293 | 933,863 | |
J.C. Penney | 34,335 | 1,232,970 | |
Johnson Controls | 101,547 | 4,221,309 | |
Kohl's | 44,288 | 2,349,035 | |
Leggett & Platt | 23,110 | 566,195 | |
Lennar, Cl. A | 21,600b | 391,392 | |
Limited Brands | 41,563 | 1,366,591 | |
Lowe's | 208,382 | 5,507,536 | |
Macy's | 63,469 | 1,539,758 | |
Marriott International, Cl. A | 43,179 | 1,536,309 |
Mattel | 54,519 | 1,359,159 | |
McDonald's | 157,849 | 12,010,730 | |
McGraw-Hill | 47,616 | 1,876,070 | |
Netflix | 6,635a | 1,574,685 | |
Newell Rubbermaid | 43,303 | 828,386 | |
News, Cl. A | 345,369 | 6,064,680 | |
NIKE, Cl. B | 57,735 | 4,370,540 | |
Nordstrom | 24,833 | 1,114,505 | |
O'Reilly Automotive | 21,184a | 1,217,233 | |
Omnicom Group | 43,036 | 2,111,346 | |
Polo Ralph Lauren | 9,827 | 1,215,109 | |
Priceline.com | 7,433a | 3,764,369 | |
Pulte Group | 47,016a | 347,918 | |
RadioShack | 19,009 | 285,325 | |
Ross Stores | 17,811 | 1,266,718 | |
Scripps Networks Interactive, Cl. A | 14,109 | 706,720 | |
Sears Holdings | 7,390a,b | 610,784 | |
Stanley Black & Decker | 25,278 | 1,936,295 | |
Staples | 109,002 | 2,116,819 | |
Starbucks | 111,670 | 4,126,207 | |
Starwood Hotels & Resorts Worldwide | 28,163c | 1,636,834 | |
Target | 106,924 | 5,347,269 | |
Tiffany & Co. | 19,412 | 1,192,673 | |
Time Warner | 165,356 | 5,903,209 | |
Time Warner Cable | 51,981 | 3,708,325 | |
TJX | 59,785 | 2,973,108 | |
Urban Outfitters | 19,273a | 574,914 | |
VF | 13,583 | 1,338,333 | |
Viacom, Cl. B | 90,345 | 4,202,849 | |
Walt Disney | 285,892 | 12,319,086 | |
Washington Post, Cl. B | 930b | 406,931 | |
Whirlpool | 11,187 | 954,922 | |
Wyndham Worldwide | 27,800 | 884,318 | |
Wynn Resorts | 11,352 | 1,444,542 | |
Yum! Brands | 70,738 | 3,634,518 | |
191,240,001 | |||
Consumer Staples--10.1% | |||
Altria Group | 316,365 | 8,234,981 | |
Archer-Daniels-Midland | 97,474 | 3,510,039 | |
Avon Products | 64,705 | 1,749,623 | |
Brown-Forman, Cl. B | 15,149 | 1,034,677 | |
Campbell Soup | 29,094b | 963,302 | |
Clorox | 21,575 | 1,511,760 | |
Coca-Cola | 347,114 | 23,031,014 | |
Coca-Cola Enterprises | 49,389 | 1,348,320 | |
Colgate-Palmolive | 74,684 | 6,031,480 | |
ConAgra Foods | 66,799 | 1,586,476 | |
Constellation Brands, Cl. A | 26,981a | 547,175 | |
Costco Wholesale | 66,015 | 4,840,220 | |
CVS Caremark | 205,309 | 7,046,205 |
Dean Foods | 27,457a | 274,570 | |
Dr. Pepper Snapple Group | 34,339 | 1,276,037 | |
Estee Lauder, Cl. A | 17,945 | 1,729,180 | |
General Mills | 96,921 | 3,542,462 | |
H.J. Heinz | 47,534 | 2,320,610 | |
Hershey | 23,327 | 1,267,822 | |
Hormel Foods | 21,955 | 611,227 | |
J.M. Smucker | 18,446 | 1,316,860 | |
Kellogg | 38,275 | 2,066,084 | |
Kimberly-Clark | 61,774 | 4,031,989 | |
Kraft Foods, Cl. A | 263,084 | 8,250,314 | |
Kroger | 98,894 | 2,370,489 | |
Lorillard | 22,056 | 2,095,541 | |
McCormick & Co. | 20,096 | 961,192 | |
Mead Johnson Nutrition | 30,488 | 1,766,170 | |
Molson Coors Brewing, Cl. B | 23,457 | 1,099,899 | |
PepsiCo | 240,093 | 15,464,390 | |
Philip Morris International | 271,878 | 17,843,353 | |
Procter & Gamble | 422,654 | 26,035,486 | |
Reynolds American | 51,028 | 1,813,025 | |
Safeway | 58,786 | 1,383,822 | |
Sara Lee | 94,320 | 1,666,634 | |
SUPERVALU | 33,329b | 297,628 | |
SYSCO | 89,654 | 2,483,416 | |
Tyson Foods, Cl. A | 46,865 | 899,339 | |
Wal-Mart Stores | 295,851 | 15,399,045 | |
Walgreen | 139,937 | 5,617,071 | |
Whole Foods Market | 22,073 | 1,454,611 | |
186,773,538 | |||
Energy--13.1% | |||
Anadarko Petroleum | 74,479 | 6,101,320 | |
Apache | 57,578 | 7,538,112 | |
Baker Hughes | 65,671 | 4,822,221 | |
Cabot Oil & Gas | 16,203 | 858,273 | |
Cameron International | 36,309a | 2,073,244 | |
Chesapeake Energy | 97,961 | 3,283,653 | |
Chevron | 303,314 | 32,585,023 | |
ConocoPhillips | 216,400 | 17,281,704 | |
Consol Energy | 34,205 | 1,834,414 | |
Denbury Resources | 59,487a | 1,451,483 | |
Devon Energy | 64,615 | 5,929,719 | |
Diamond Offshore Drilling | 10,484b | 814,607 | |
El Paso | 105,736 | 1,903,248 | |
EOG Resources | 40,481 | 4,797,403 | |
EQT | 22,476 | 1,121,552 | |
Exxon Mobil | 750,323 | 63,124,674 | |
FMC Technologies | 18,493 | 1,747,219 | |
Halliburton | 136,867 | 6,821,451 | |
Helmerich & Payne | 15,887 | 1,091,278 | |
Hess | 45,210 | 3,852,344 | |
Marathon Oil | 107,456 | 5,728,479 | |
Massey Energy | 15,139b | 1,034,902 |
Murphy Oil | 28,872 | 2,119,782 | |
Nabors Industries | 43,637a | 1,325,692 | |
National Oilwell Varco | 63,450 | 5,029,682 | |
Newfield Exploration | 20,304a | 1,543,307 | |
Noble | 38,582 | 1,760,111 | |
Noble Energy | 26,234 | 2,535,516 | |
Occidental Petroleum | 122,935 | 12,845,478 | |
Peabody Energy | 40,470 | 2,912,221 | |
Pioneer Natural Resources | 17,407 | 1,774,121 | |
QEP Resources | 27,076 | 1,097,661 | |
Range Resources | 24,186 | 1,413,914 | |
Rowan | 17,631a | 778,938 | |
Schlumberger | 206,035 | 19,214,824 | |
Southwestern Energy | 52,201a | 2,243,077 | |
Spectra Energy | 97,815 | 2,658,612 | |
Sunoco | 18,228 | 831,015 | |
Tesoro | 21,488a | 576,523 | |
Valero Energy | 85,044 | 2,536,012 | |
Williams | 87,866 | 2,739,662 | |
241,732,471 | |||
Financial--15.5% | |||
ACE | 50,600 | 3,273,820 | |
Aflac | 70,927 | 3,743,527 | |
Allstate | 81,351 | 2,585,335 | |
American Express | 158,168 | 7,149,194 | |
American International Group | 21,005a,b | 738,116 | |
Ameriprise Financial | 37,324 | 2,279,750 | |
AON | 49,501 | 2,621,573 | |
Apartment Investment & Management, Cl. A | 17,352c | 441,955 | |
Assurant | 16,996 | 654,516 | |
AvalonBay Communities | 13,013c | 1,562,601 | |
Bank of America | 1,530,725 | 20,404,564 | |
Bank of New York Mellon | 186,872 | 5,581,867 | |
BB&T | 103,226b | 2,833,554 | |
Berkshire Hathaway, Cl. B | 261,793a | 21,893,749 | |
Boston Properties | 21,354c | 2,025,427 | |
Capital One Financial | 69,159 | 3,593,502 | |
CB Richard Ellis Group, Cl. A | 43,642a | 1,165,241 | |
Charles Schwab | 149,428 | 2,694,187 | |
Chubb | 44,693 | 2,740,128 | |
Cincinnati Financial | 25,379b | 832,431 | |
Citigroup | 4,383,803a | 19,376,409 | |
CME Group | 10,134 | 3,055,908 | |
Comerica | 26,049 | 956,519 | |
Discover Financial Services | 81,969 | 1,977,092 | |
E*TRADE Financial | 33,414a | 522,261 | |
Equity Residential Properties Trust | 44,441c | 2,506,917 | |
Federated Investors, Cl. B | 13,675b | 365,806 | |
Fifth Third Bancorp | 138,476 | 1,922,047 | |
First Horizon National | 36,727 | 411,710 |
Franklin Resources | 21,993 | 2,750,884 | |
Genworth Financial, Cl. A | 72,589a | 977,048 | |
Goldman Sachs Group | 78,711 | 12,473,332 | |
Hartford Financial Services Group | 66,410 | 1,788,421 | |
HCP | 54,976c | 2,085,789 | |
Health Care REIT | 25,670b,c | 1,346,135 | |
Host Hotels & Resorts | 100,174c | 1,764,064 | |
Hudson City Bancorp | 79,359 | 768,195 | |
Huntington Bancshares | 130,331 | 865,398 | |
IntercontinentalExchange | 11,037a | 1,363,511 | |
Invesco | 69,373 | 1,773,174 | |
Janus Capital Group | 24,315 | 303,208 | |
JPMorgan Chase & Co. | 602,379 | 27,769,672 | |
KeyCorp | 132,262 | 1,174,487 | |
Kimco Realty | 61,181b,c | 1,122,060 | |
Legg Mason | 24,446 | 882,256 | |
Leucadia National | 29,906 | 1,122,671 | |
Lincoln National | 45,836 | 1,376,913 | |
Loews | 48,025 | 2,069,397 | |
M&T Bank | 17,965 | 1,589,364 | |
Marsh & McLennan | 82,267 | 2,452,379 | |
Marshall & Ilsley | 77,765 | 621,342 | |
MetLife | 158,940 | 7,109,386 | |
Moody's | 29,542 | 1,001,769 | |
Morgan Stanley | 233,719 | 6,385,203 | |
Nasdaq OMX Group | 21,006a | 542,795 | |
Northern Trust | 36,586 | 1,856,740 | |
NYSE Euronext | 39,241 | 1,380,106 | |
People's United Financial | 53,880 | 677,810 | |
Plum Creek Timber | 25,352b,c | 1,105,601 | |
PNC Financial Services Group | 79,002 | 4,976,336 | |
Principal Financial Group | 48,565 | 1,559,422 | |
Progressive | 102,975 | 2,175,862 | |
ProLogis Trust | 85,019c | 1,358,604 | |
Prudential Financial | 73,076 | 4,500,020 | |
Public Storage | 21,131c | 2,343,639 | |
Regions Financial | 189,274 | 1,374,129 | |
Simon Property Group | 44,906c | 4,812,127 | |
SLM | 79,624a | 1,218,247 | |
State Street | 75,020 | 3,371,399 | |
SunTrust Banks | 75,220 | 2,169,345 | |
T. Rowe Price Group | 38,758 | 2,574,306 | |
Torchmark | 12,396 | 824,086 | |
Travelers | 65,590 | 3,901,293 | |
U.S. Bancorp | 290,664 | 7,682,250 | |
Unum Group | 46,937 | 1,232,096 | |
Ventas | 23,612c | 1,282,132 | |
Vornado Realty Trust | 24,467c | 2,140,863 | |
Wells Fargo & Co. | 796,745 | 25,256,817 | |
Weyerhaeuser | 81,212c | 1,997,815 | |
XL Group | 47,178 | 1,160,579 | |
Zions Bancorporation | 26,624 | 613,949 |
286,934,132 | |||
Health Care--10.7% | |||
Abbott Laboratories | 232,955 | 11,426,443 | |
Aetna | 58,225 | 2,179,362 | |
Agilent Technologies | 51,998a | 2,328,470 | |
Allergan | 46,663 | 3,314,006 | |
AmerisourceBergen | 41,520 | 1,642,531 | |
Amgen | 141,081a | 7,540,779 | |
Baxter International | 88,201 | 4,742,568 | |
Becton Dickinson & Co. | 33,482 | 2,665,837 | |
Biogen Idec | 36,564a | 2,683,432 | |
Boston Scientific | 228,497a | 1,642,893 | |
Bristol-Myers Squibb | 258,091 | 6,821,345 | |
C.R. Bard | 12,921 | 1,283,185 | |
Cardinal Health | 54,480 | 2,240,762 | |
CareFusion | 33,217a | 936,719 | |
Celgene | 69,583a | 4,003,110 | |
Cephalon | 11,515a,b | 872,607 | |
Cerner | 10,839a,b | 1,205,297 | |
CIGNA | 41,165 | 1,822,786 | |
Coventry Health Care | 23,165a | 738,732 | |
DaVita | 14,548a | 1,243,999 | |
Dentsply International | 23,322 | 862,681 | |
Edwards Lifesciences | 17,344a | 1,508,928 | |
Eli Lilly & Co. | 152,215 | 5,353,402 | |
Express Scripts | 79,605a | 4,426,834 | |
Forest Laboratories | 43,107a | 1,392,356 | |
Genzyme | 39,493a | 3,007,392 | |
Gilead Sciences | 120,354a | 5,107,824 | |
Hospira | 24,809a | 1,369,457 | |
Humana | 25,618a | 1,791,723 | |
Intuitive Surgical | 5,738a | 1,913,393 | |
Johnson & Johnson | 413,750 | 24,514,687 | |
Laboratory Corp. of America Holdings | 15,154a | 1,396,138 | |
Life Technologies | 26,740a | 1,401,711 | |
McKesson | 38,244 | 3,023,188 | |
Medco Health Solutions | 61,262a | 3,440,474 | |
Medtronic | 162,964 | 6,412,633 | |
Merck & Co. | 464,335 | 15,327,698 | |
Mylan | 65,602a | 1,487,197 | |
Patterson | 14,214 | 457,549 | |
PerkinElmer | 18,827 | 494,585 | |
Pfizer | 1,209,225 | 24,559,360 | |
Quest Diagnostics | 22,685 | 1,309,378 | |
St. Jude Medical | 49,305 | 2,527,374 | |
Stryker | 51,411 | 3,125,789 | |
Tenet Healthcare | 73,402a | 546,845 | |
Thermo Fisher Scientific | 60,038a | 3,335,111 | |
UnitedHealth Group | 166,149 | 7,509,935 | |
Varian Medical Systems | 18,732a | 1,267,032 | |
Waters | 14,432a | 1,254,141 |
Watson Pharmaceuticals | 18,752a | 1,050,300 | |
WellPoint | 56,904 | 3,971,330 | |
Zimmer Holdings | 29,108a | 1,761,907 | |
198,243,215 | |||
Industrial--11.4% | |||
3M | 107,200 | 10,023,200 | |
Avery Dennison | 16,528 | 693,515 | |
Boeing | 111,354 | 8,232,401 | |
C.H. Robinson Worldwide | 25,519 | 1,891,723 | |
Caterpillar | 96,606 | 10,757,078 | |
Cintas | 20,772 | 628,768 | |
Covidien | 75,500 | 3,921,470 | |
CSX | 56,057 | 4,406,080 | |
Cummins | 29,873 | 3,274,678 | |
Danaher | 80,707 | 4,188,693 | |
Deere & Co. | 64,168 | 6,217,237 | |
Dover | 28,084 | 1,846,242 | |
Dun & Bradstreet | 7,887 | 632,853 | |
Eaton | 51,470 | 2,853,497 | |
Emerson Electric | 113,258 | 6,617,665 | |
Equifax | 20,223 | 785,663 | |
Expeditors International of Washington | 32,022 | 1,605,583 | |
Fastenal | 22,221b | 1,440,587 | |
FedEx | 47,413 | 4,435,486 | |
Flowserve | 8,418 | 1,084,238 | |
Fluor | 27,000 | 1,988,820 | |
General Dynamics | 56,402 | 4,318,137 | |
General Electric | 1,608,411 | 32,248,640 | |
Goodrich | 18,674 | 1,597,187 | |
Honeywell International | 117,600 | 7,021,896 | |
Huntington Ingalls Industries | 7,403a | 307,204 | |
Illinois Tool Works | 75,821 | 4,073,104 | |
Ingersoll-Rand | 48,500 | 2,343,035 | |
Iron Mountain | 30,256 | 944,895 | |
ITT | 27,534 | 1,653,417 | |
Jacobs Engineering Group | 19,078a | 981,182 | |
Joy Global | 15,571 | 1,538,571 | |
L-3 Communications Holdings | 17,558 | 1,374,967 | |
Lockheed Martin | 43,435 | 3,492,174 | |
Masco | 56,402 | 785,116 | |
Norfolk Southern | 53,918 | 3,734,900 | |
Northrop Grumman | 44,415 | 2,785,265 | |
Paccar | 55,051 | 2,881,920 | |
Pall | 17,668 | 1,017,853 | |
Parker Hannifin | 24,243 | 2,295,327 | |
Pitney Bowes | 32,607 | 837,674 | |
Precision Castparts | 21,692 | 3,192,629 | |
Quanta Services | 30,177a | 676,870 | |
R.R. Donnelley & Sons | 30,785 | 582,452 | |
Raytheon | 55,085 | 2,802,174 | |
Republic Services | 46,248 | 1,389,290 |
Robert Half International | 22,868b | 699,761 | |
Rockwell Automation | 21,382 | 2,023,806 | |
Rockwell Collins | 23,826 | 1,544,640 | |
Roper Industries | 13,664 | 1,181,389 | |
Ryder System | 8,877 | 449,176 | |
Snap-On | 8,939 | 536,876 | |
Southwest Airlines | 114,622 | 1,447,676 | |
Stericycle | 12,699a | 1,126,020 | |
Textron | 41,713b | 1,142,519 | |
Tyco International | 71,800 | 3,214,486 | |
Union Pacific | 74,288 | 7,304,739 | |
United Parcel Service, Cl. B | 149,580 | 11,116,786 | |
United Technologies | 139,248 | 11,787,343 | |
W.W. Grainger | 8,771 | 1,207,591 | |
Waste Management | 73,160 | 2,731,794 | |
209,915,958 | |||
Information Technology--17.9% | |||
Adobe Systems | 76,849a | 2,548,313 | |
Advanced Micro Devices | 87,138a | 749,387 | |
Akamai Technologies | 28,285a | 1,074,830 | |
Altera | 46,997 | 2,068,808 | |
Amphenol, Cl. A | 25,800 | 1,403,262 | |
Analog Devices | 43,898 | 1,728,703 | |
Apple | 139,333a | 48,550,584 | |
Applied Materials | 202,306 | 3,160,020 | |
Autodesk | 35,080a | 1,547,379 | |
Automatic Data Processing | 74,245 | 3,809,511 | |
BMC Software | 27,836a | 1,384,563 | |
Broadcom, Cl. A | 71,885 | 2,830,831 | |
CA | 59,927 | 1,449,035 | |
Cisco Systems | 837,198 | 14,357,946 | |
Citrix Systems | 27,538a | 2,022,941 | |
Cognizant Technology Solutions, Cl. A | 45,720a | 3,721,608 | |
Computer Sciences | 22,950 | 1,118,353 | |
Compuware | 35,122a | 405,659 | |
Corning | 236,012 | 4,868,928 | |
Dell | 255,394a | 3,705,767 | |
eBay | 174,211a | 5,407,509 | |
Electronic Arts | 49,625a | 969,176 | |
EMC | 310,756a | 8,250,572 | |
F5 Networks | 12,206a | 1,251,969 | |
Fidelity National Information Services | 39,815 | 1,301,552 | |
First Solar | 8,123a,b | 1,306,503 | |
Fiserv | 22,133a | 1,388,182 | |
FLIR Systems | 23,824 | 824,549 | |
Google, Cl. A | 37,928a | 22,233,773 | |
Harris | 19,726 | 978,410 | |
Hewlett-Packard | 329,298 | 13,491,339 | |
Intel | 830,404 | 16,749,249 | |
International Business Machines | 184,548 | 30,094,242 |
Intuit | 41,234a | 2,189,525 | |
Jabil Circuit | 28,483 | 581,908 | |
JDS Uniphase | 33,272a | 693,388 | |
Juniper Networks | 79,483a | 3,344,645 | |
KLA-Tencor | 25,746 | 1,219,588 | |
Lexmark International, Cl. A | 12,448a | 461,074 | |
Linear Technology | 34,628 | 1,164,540 | |
LSI | 100,729a | 684,957 | |
MasterCard, Cl. A | 14,614 | 3,678,636 | |
MEMC Electronic Materials | 35,393a | 458,693 | |
Microchip Technology | 27,660b | 1,051,357 | |
Micron Technology | 128,054a,b | 1,467,499 | |
Microsoft | 1,118,901 | 28,375,329 | |
Molex | 20,205 | 507,550 | |
Monster Worldwide | 19,333a | 307,395 | |
Motorola Mobility Holdings | 43,469a | 1,060,644 | |
Motorola Solutions | 49,679a | 2,220,155 | |
National Semiconductor | 34,887 | 500,280 | |
NetApp | 55,622a | 2,679,868 | |
Novell | 53,950a | 319,924 | |
Novellus Systems | 15,684a | 582,347 | |
NVIDIA | 87,819a | 1,621,139 | |
Oracle | 588,368 | 19,633,840 | |
Paychex | 48,582 | 1,523,532 | |
QUALCOMM | 248,570 | 13,629,093 | |
Red Hat | 28,308a | 1,284,900 | |
SAIC | 43,627a | 738,169 | |
Salesforce.com | 17,622a | 2,353,947 | |
SanDisk | 35,092a | 1,617,390 | |
Symantec | 119,211a | 2,210,172 | |
Tellabs | 62,671 | 328,396 | |
Teradata | 25,890a | 1,312,623 | |
Teradyne | 26,160a | 465,910 | |
Texas Instruments | 177,302 | 6,127,557 | |
Total System Services | 25,096 | 452,230 | |
VeriSign | 27,858 | 1,008,738 | |
Visa, Cl. A | 73,585 | 5,417,328 | |
Western Digital | 33,904a | 1,264,280 | |
Western Union | 97,937 | 2,034,151 | |
Xerox | 205,930 | 2,193,155 | |
Xilinx | 39,077 | 1,281,726 | |
Yahoo! | 196,894a | 3,278,285 | |
330,079,316 | |||
Materials--3.6% | |||
Air Products & Chemicals | 31,812 | 2,868,806 | |
Airgas | 11,250 | 747,225 | |
AK Steel Holding | 17,701 | 279,322 | |
Alcoa | 160,661 | 2,835,667 | |
Allegheny Technologies | 14,806 | 1,002,662 | |
Ball | 25,674 | 920,413 | |
Bemis | 15,291 | 501,698 | |
CF Industries Holdings | 10,403 | 1,423,026 |
Cliffs Natural Resources | 20,121 | 1,977,492 | |
Dow Chemical | 174,952 | 6,604,438 | |
E.I. du Pont de Nemours & Co. | 139,379 | 7,661,664 | |
Eastman Chemical | 10,888 | 1,081,396 | |
Ecolab | 35,200 | 1,795,904 | |
FMC | 10,862a | 922,510 | |
Freeport-McMoRan Copper & Gold | 143,139 | 7,951,371 | |
International Flavors & Fragrances | 12,286 | 765,418 | |
International Paper | 65,216 | 1,968,219 | |
MeadWestvaco | 26,722 | 810,478 | |
Monsanto | 80,991 | 5,852,410 | |
Newmont Mining | 74,372 | 4,059,224 | |
Nucor | 47,705 | 2,195,384 | |
Owens-Illinois | 26,175a | 790,223 | |
PPG Industries | 24,628 | 2,344,832 | |
Praxair | 46,618 | 4,736,389 | |
Sealed Air | 24,695 | 658,369 | |
Sherwin-Williams | 13,542 | 1,137,393 | |
Sigma-Aldrich | 18,377 | 1,169,512 | |
Titanium Metals | 13,308a | 247,263 | |
United States Steel | 22,270b | 1,201,244 | |
Vulcan Materials | 18,897b | 861,703 | |
67,371,655 | |||
Telecommunication Services--3.0% | |||
American Tower, Cl. A | 59,683a | 3,092,773 | |
AT&T | 894,072 | 27,358,603 | |
CenturyLink | 44,902b | 1,865,678 | |
Frontier Communications | 151,913 | 1,248,725 | |
Metropcs Communications | 39,559a | 642,438 | |
Qwest Communications International | 261,969 | 1,789,248 | |
Sprint Nextel | 443,977a | 2,060,053 | |
Verizon Communications | 426,013 | 16,418,541 | |
Windstream | 76,193b | 980,604 | |
55,456,663 | |||
Utilities--3.1% | |||
AES | 100,939a | 1,312,207 | |
Ameren | 35,334 | 991,825 | |
American Electric Power | 71,929 | 2,527,585 | |
CenterPoint Energy | 61,045 | 1,071,950 | |
CMS Energy | 35,072 | 688,814 | |
Consolidated Edison | 44,144 | 2,238,984 | |
Constellation Energy Group | 30,290 | 942,928 | |
Dominion Resources | 87,684 | 3,919,475 | |
DTE Energy | 25,427 | 1,244,906 | |
Duke Energy | 200,985 | 3,647,878 | |
Edison International | 49,328 | 1,804,911 | |
Entergy | 27,334 | 1,837,118 | |
Exelon | 99,275 | 4,094,101 | |
FirstEnergy | 63,837 | 2,367,714 | |
Integrys Energy Group | 11,962 | 604,201 | |
NextEra Energy | 63,656 | 3,508,719 | |
Nicor | 7,039 | 377,994 |
NiSource | 42,916 | 823,129 | ||
Northeast Utilities | 26,985 | 933,681 | ||
NRG Energy | 38,675a | 833,059 | ||
ONEOK | 15,674 | 1,048,277 | ||
Pepco Holdings | 33,616 | 626,938 | ||
PG&E | 58,914 | 2,602,821 | ||
Pinnacle West Capital | 15,630 | 668,808 | ||
PPL | 72,766 | 1,840,980 | ||
Progress Energy | 44,116 | 2,035,512 | ||
Public Service Enterprise Group | 76,752 | 2,418,456 | ||
SCANA | 16,461 | 648,070 | ||
Sempra Energy | 37,169 | 1,988,542 | ||
Southern | 126,416 | 4,817,714 | ||
TECO Energy | 33,260 | 623,958 | ||
Wisconsin Energy | 36,658 | 1,118,069 | ||
Xcel Energy | 72,969 | 1,743,229 | ||
57,952,553 | ||||
Total Common Stocks | ||||
(cost $1,264,525,541) | 1,825,699,502 | |||
Principal | ||||
Short-Term Investments--.1% | Amount ($) | Value ($) | ||
U.S. Treasury Bills | ||||
0.07%, 6/16/11 | ||||
(cost $1,939,693) | 1,940,000d | 1,939,734 | ||
Other Investment--1.2% | Shares | Value ($) | ||
Registered Investment Company; | ||||
Dreyfus Institutional Preferred | ||||
Plus Money Market Fund | ||||
(cost $22,456,000) | 22,456,000e | 22,456,000 | ||
Investment of Cash Collateral for | ||||
Securities Loaned--1.0% | ||||
Registered Investment Company; | ||||
Dreyfus Institutional Cash | ||||
Advantage Plus Fund | ||||
(cost $18,384,821) | 18,384,821e | 18,384,821 | ||
Total Investments (cost $1,307,306,055) | 101.0% | 1,868,480,057 | ||
Liabilities, Less Cash and Receivables | (1.0%) | (18,270,766) | ||
Net Assets | 100.0% | 1,850,209,291 |
REIT--Real Estate Investment Trust
a Non-income producing security.
b Security, or portion thereof, on loan. At March 31, 2011, the value of the fund's securities on loan was $21,801,803 and the
value of the collateral held by the fund was $22,371,016, consisting of cash collateral of $18,384,821 and U.S. Government and
Agency securities valued at $3,986,195.
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 March 31, 2011, the aggregate cost of investment securities for income tax purposes was $1,307,306,055.
Net unrealized appreciation on investments was $561,174,002 of which $738,285,894 related to appreciated investment securities
and $177,111,892 related to depreciated investment securities. | |||||
Portfolio Summary (Unaudited) † | Value (%) | ||||
Information Technology | 17.9 | ||||
Financial | 15.5 | ||||
Energy | 13.1 | ||||
Industrial | 11.4 | ||||
Health Care | 10.7 | ||||
Consumer Discretionary | 10.3 | ||||
Consumer Staples | 10.1 | ||||
Materials | 3.6 | ||||
Utilities | 3.1 | ||||
Telecommunication Services | 3.0 | ||||
Short-Term/Money Market Investments | 2.3 | ||||
101.0 | |||||
† Based on net assets. | |||||
See notes to financial statements. | |||||
STATEMENT OF FINANCIAL FUTURES | |||||
March 31, 2011 (Unaudited) | |||||
Market Value | Unrealized | ||||
Covered by | Appreciation | ||||
Contracts | Contracts ($) | Expiration | at 3/31/2011($) | ||
Financial Futures Long | |||||
Standard & Poor's 500 E-Mini | 395 | 26,089,750 | June 2011 | 286,892 |
Various inputs are used in determining the value of the fund's investments relating to fair value measurements.
These inputs are summarized in the three broad levels listed below.
Level 1 - unadjusted quoted prices in active markets for identical investments.
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3 - significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments). The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of March 31, 2011 in valuing the fund's investments:
Level 2 - Other | ||||
Level 1 - Unadjusted | Significant | Level 3 -Significant | ||
Assets ($) | Quoted Prices | Observable Inputs | Unobservable Inputs | Total |
Investments in Securities: | ||||
Equity Securities - Domestic+ | 1,825,699,502 | - | - | 1,825,699,502 |
Mutual Funds | 40,840,821 | - | - | 40,840,821 |
U.S. Treasury | - | 1,939,734 | - | 1,939,734 |
Other Financial Instruments: | ||||
Futures++ | 286,892 | - | - | 286,892 |
+ See Statement of Investments for additional detailed categorizations.
++ 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. U.S. Treasury Bills are valued at the mean between quoted bid prices and asked prices by an independent pricing service approved by the Board of Directors. 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.
Futures Contracts: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in 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.
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: |
May 24, 2011 |
| |
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: |
May 24, 2011 |
| |
By: /s/ James Windels | |
James Windels Treasurer
| |
Date: |
May 24, 2011 |
|
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, Bradley J. Skapyak, 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/ Bradley J. Skapyak |
Bradley J. Skapyak |
President |
Date: May 24, 2011 |
1 |
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 24, 2011 |
2 |