N-Q 1 form.htm FORM N-Q form.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:

3/31/11

 

             

 

 

 

 

FORM N-Q

Item 1.                        Schedule of Investments.

          

 

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)