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:

9/30/11

 

             

 

 

 

 

FORM N-Q

Item 1.                        Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS     
Dreyfus Stock Index Fund     
September 30, 2011 (Unaudited)     
 
 
Common Stocks--97.6%  Shares  Value ($) 
Consumer Discretionary--10.4%     
Abercrombie & Fitch, Cl. A  12,224  752,509 
Amazon.com  50,861a  10,997,674 
Apollo Group, Cl. A  17,177a  680,381 
AutoNation  7,097a,b  232,640 
AutoZone  4,091a  1,305,806 
Bed Bath & Beyond  33,983a  1,947,566 
Best Buy  42,989b  1,001,644 
Big Lots  8,592a  299,259 
Cablevision Systems (NY Group), CI. A  32,651  513,600 
CarMax  32,366a,b  771,929 
Carnival  65,169  1,974,621 
CBS, Cl. B  93,245  1,900,333 
Chipotle Mexican Grill  4,483a  1,358,125 
Coach  40,199  2,083,514 
Comcast, Cl. A  384,774  8,041,777 
D.R. Horton  41,456  374,762 
Darden Restaurants  19,596  837,729 
DeVry  8,371  309,392 
DIRECTV, Cl. A  103,101a  4,356,017 
Discovery Communications, Cl. A  37,905a  1,425,986 
Expedia  28,192  725,944 
Family Dollar Stores  17,050  867,163 
Ford Motor  536,156a  5,184,629 
Fortune Brands  21,513  1,163,423 
GameStop, Cl. A  19,244a,b  444,536 
Gannett  34,112  325,087 
Gap  49,319b  800,941 
Genuine Parts  22,075  1,121,410 
Goodyear Tire & Rubber  36,313a  366,398 
H&R Block  43,111b  573,807 
Harley-Davidson  33,992  1,166,945 
Harman International Industries  10,117  289,144 
Hasbro  16,395  534,641 
Home Depot  218,873  7,194,356 
International Game Technology  40,806  592,911 
Interpublic Group of Cos.  64,557  464,810 
J.C. Penney  20,617b  552,123 
Johnson Controls  95,532  2,519,179 
Kohl's  39,847  1,956,488 
Leggett & Platt  19,484b  385,588 
Lennar, Cl. A  20,670  279,872 
Limited Brands  34,239  1,318,544 
Lowe's  178,476  3,451,726 
Macy's  61,011  1,605,810 

 

 

Marriott International, Cl. A  39,628b  1,079,467 
Mattel  47,354  1,225,995 
McDonald's  144,520  12,691,746 
McGraw-Hill  42,381  1,737,621 
Netflix  7,376a,b  834,668 
Newell Rubbermaid  41,621  494,041 
News, Cl. A  322,317b  4,986,244 
NIKE, Cl. B  53,482  4,573,246 
Nordstrom  22,539b  1,029,582 
O'Reilly Automotive  19,338a  1,288,491 
Omnicom Group  40,047  1,475,331 
Priceline.com  6,991a  3,142,175 
Pulte Group  45,071a,b  178,030 
Ralph Lauren  8,961  1,162,242 
Ross Stores  16,310  1,283,434 
Scripps Networks Interactive, Cl. A  13,562  504,100 
Sears Holdings  5,041a,b  289,958 
Staples  100,355  1,334,722 
Starbucks  104,176  3,884,723 
Starwood Hotels & Resorts Worldwide  27,052c  1,050,159 
Target  94,344  4,626,630 
Tiffany & Co.  17,841b  1,085,090 
Time Warner  145,914  4,373,043 
Time Warner Cable  46,044  2,885,577 
TJX  53,098  2,945,346 
Urban Outfitters  15,796a  352,567 
VF  12,340b  1,499,557 
Viacom, Cl. B  80,176  3,106,018 
Walt Disney  259,750  7,834,060 
Washington Post, Cl. B  724b  236,726 
Whirlpool  10,747b  536,383 
Wyndham Worldwide  22,381  638,082 
Wynn Resorts  10,901  1,254,487 
Yum! Brands  65,143  3,217,413 
    153,887,693 
Consumer Staples--11.4%     
Altria Group  289,820  7,770,074 
Archer-Daniels-Midland  95,961  2,380,792 
Avon Products  60,216  1,180,234 
Brown-Forman, Cl. B  14,559  1,021,168 
Campbell Soup  25,842  836,506 
Clorox  18,743  1,243,223 
Coca-Cola  321,838  21,743,375 
Coca-Cola Enterprises  45,383  1,129,129 
Colgate-Palmolive  68,032  6,033,078 
ConAgra Foods  58,343  1,413,067 
Constellation Brands, Cl. A  25,940a  466,920 
Costco Wholesale  61,601  5,058,674 
CVS Caremark  188,110  6,316,734 
Dean Foods  26,397a  234,141 
Dr. Pepper Snapple Group  29,908  1,159,832 
Estee Lauder, Cl. A  15,666  1,376,101 

 

 

General Mills  90,674  3,488,229 
H.J. Heinz  45,676b  2,305,724 
Hershey  21,374  1,266,196 
Hormel Foods  19,011b  513,677 
J.M. Smucker  15,701  1,144,446 
Kellogg  35,673  1,897,447 
Kimberly-Clark  54,681  3,882,898 
Kraft Foods, Cl. A  248,283  8,337,343 
Kroger  85,101  1,868,818 
Lorillard  19,614  2,171,270 
McCormick & Co.  18,123  836,558 
Mead Johnson Nutrition  28,453  1,958,420 
Molson Coors Brewing, Cl. B  22,527  892,294 
PepsiCo  221,701  13,723,292 
Philip Morris International  246,126  15,353,340 
Procter & Gamble  385,175  24,335,357 
Reynolds American  47,320  1,773,554 
Safeway  49,638  825,480 
Sara Lee  82,690  1,351,982 
SUPERVALU  32,102b  213,799 
Sysco  83,722  2,168,400 
Tyson Foods, Cl. A  41,637  722,818 
Wal-Mart Stores  246,218  12,778,714 
Walgreen  126,479  4,159,894 
Whole Foods Market  22,257  1,453,605 
    168,786,603 
Energy--11.3%     
Alpha Natural Resources  31,016a  548,673 
Anadarko Petroleum  69,779  4,399,566 
Apache  53,811  4,317,795 
Baker Hughes  61,283b  2,828,823 
Cabot Oil & Gas  14,594  903,515 
Cameron International  34,893a  1,449,455 
Chesapeake Energy  91,897b  2,347,968 
Chevron  280,791  25,978,783 
ConocoPhillips  192,319b  12,177,639 
Consol Energy  31,726  1,076,463 
Denbury Resources  57,165a  657,398 
Devon Energy  58,110  3,221,618 
Diamond Offshore Drilling  10,082b  551,889 
El Paso  106,987  1,870,133 
EOG Resources  38,082  2,704,203 
EQT  20,642  1,101,457 
Exxon Mobil  681,840  49,522,039 
FMC Technologies  34,164a  1,284,566 
Halliburton  128,454  3,920,416 
Helmerich & Payne  15,270b  619,962 
Hess  42,536  2,231,439 
Marathon Oil  99,552  2,148,332 
Marathon Petroleum  50,789  1,374,350 
Murphy Oil  27,755  1,225,661 
Nabors Industries  42,037a  515,374 

 

 

National Oilwell Varco  59,098  3,027,000 
Newfield Exploration  18,562a  736,726 
Noble  35,407a  1,039,195 
Noble Energy  24,507  1,735,096 
Occidental Petroleum  113,766  8,134,269 
Peabody Energy  37,647  1,275,480 
Pioneer Natural Resources  16,733  1,100,529 
QEP Resources  24,582b  665,435 
Range Resources  22,223  1,299,157 
Rowan  16,898a,b  510,151 
Schlumberger  189,002  11,289,089 
Southwestern Energy  48,851a  1,628,204 
Spectra Energy  91,320  2,240,080 
Sunoco  14,581b  452,157 
Tesoro  20,658a  402,211 
Valero Energy  81,745  1,453,426 
Williams  82,669  2,012,163 
    167,977,885 
Financial--13.3%     
ACE  47,400  2,872,440 
Aflac  65,343  2,283,738 
Allstate  73,901  1,750,715 
American Express  145,293  6,523,656 
American International Group  60,533a  1,328,699 
Ameriprise Financial  32,646  1,284,947 
Aon  46,425  1,948,922 
Apartment Investment & Management, CI. A  16,662c  368,563 
Assurant  13,983  500,591 
AvalonBay Communities  13,268b,c  1,513,215 
Bank of America  1,425,017  8,721,104 
Bank of New York Mellon  171,902  3,195,658 
BB&T  99,203  2,116,000 
Berkshire Hathaway, Cl. B  246,425a  17,506,032 
BlackRock  14,156  2,095,230 
Boston Properties  20,517c  1,828,065 
Capital One Financial  65,055  2,578,130 
CB Richard Ellis Group, Cl. A  41,862a  563,463 
Charles Schwab  151,897  1,711,879 
Chubb  40,488b  2,428,875 
Cincinnati Financial  22,393b  589,608 
Citigroup  408,589  10,468,050 
CME Group  9,495  2,339,568 
Comerica  28,283  649,661 
Discover Financial Services  76,479  1,754,428 
E*TRADE Financial  31,953a  291,092 
Equity Residential  41,683b,c  2,162,097 
Federated Investors, Cl. B  13,139  230,327 
Fifth Third Bancorp  128,564  1,298,496 
First Horizon National  35,203b  209,810 
Franklin Resources  20,583  1,968,558 
Genworth Financial, Cl. A  69,755a  400,394 
Goldman Sachs Group  70,756  6,689,980 

 

 

Hartford Financial Services Group  63,837  1,030,329 
HCP  57,956b,c  2,031,937 
Health Care REIT  24,648c  1,153,526 
Host Hotels & Resorts  96,168c  1,052,078 
Hudson City Bancorp  76,312b  431,926 
Huntington Bancshares  125,339  601,627 
IntercontinentalExchange  10,145a  1,199,748 
Invesco  62,085  962,938 
Janus Capital Group  23,238b  139,428 
JPMorgan Chase & Co.  546,353  16,456,152 
KeyCorp  126,759  751,681 
Kimco Realty  58,830c  884,215 
Legg Mason  18,661  479,774 
Leucadia National  28,761b  652,299 
Lincoln National  44,032b  688,220 
Loews  44,240b  1,528,492 
M&T Bank  17,241b  1,205,146 
Marsh & McLennan  76,920  2,041,457 
MetLife  149,160  4,177,972 
Moody's  28,384b  864,293 
Morgan Stanley  209,558  2,829,033 
Nasdaq OMX Group  17,070a  395,000 
Northern Trust  33,811  1,182,709 
NYSE Euronext  37,729  876,822 
People's United Financial  51,680  589,152 
Plum Creek Timber  22,888b,c  794,442 
PNC Financial Services Group  73,413  3,537,772 
Principal Financial Group  44,370  1,005,868 
Progressive  88,461  1,571,067 
ProLogis  64,663c  1,568,078 
Prudential Financial  68,764  3,222,281 
Public Storage  19,778c  2,202,280 
Regions Financial  181,999  606,057 
Simon Property Group  41,113c  4,521,608 
SLM  70,591  878,858 
State Street  70,418  2,264,643 
SunTrust Banks  76,891  1,380,193 
T. Rowe Price Group  36,155  1,727,124 
Torchmark  14,167  493,862 
Travelers  58,578  2,854,506 
U.S. Bancorp  268,625  6,323,433 
Unum Group  42,808  897,256 
Ventas  40,353b,c  1,993,438 
Vornado Realty Trust  25,949c  1,936,314 
Wells Fargo & Co.  739,883  17,845,978 
Weyerhaeuser  75,302c  1,170,946 
XL Group  46,267  869,820 
Zions Bancorporation  25,562  359,657 
    196,403,426 
Health Care--11.8%     
Abbott Laboratories  217,993  11,148,162 
Aetna  51,806  1,883,148 

 

 

Agilent Technologies  48,402a  1,512,563 
Allergan  43,215  3,560,052 
AmerisourceBergen  38,312b  1,427,888 
Amgen  129,290  7,104,486 
Baxter International  79,359  4,455,214 
Becton Dickinson & Co.  30,238  2,217,050 
Biogen Idec  34,335a  3,198,305 
Boston Scientific  219,669a,b  1,298,244 
Bristol-Myers Squibb  239,543  7,516,859 
C.R. Bard  11,807b  1,033,585 
Cardinal Health  47,881  2,005,256 
CareFusion  31,926a  764,628 
Celgene  64,056a  3,966,348 
Cephalon  11,071a  893,430 
Cerner  20,844a  1,428,231 
CIGNA  38,189  1,601,647 
Coventry Health Care  20,567a  592,535 
Covidien  69,820  3,079,062 
DaVita  13,296a  833,260 
DENTSPLY International  20,049b  615,304 
Edwards Lifesciences  15,814a  1,127,222 
Eli Lilly & Co.  143,721  5,313,365 
Express Scripts  69,124a,b  2,562,427 
Forest Laboratories  37,889a  1,166,602 
Gilead Sciences  107,731a  4,179,963 
Hospira  23,851a  882,487 
Humana  23,764  1,728,356 
Intuitive Surgical  5,512a  2,007,911 
Johnson & Johnson  384,135  24,473,241 
Laboratory Corp. of America Holdings  13,843a,b  1,094,289 
Life Technologies  25,698a  987,574 
McKesson  34,290  2,492,883 
Medco Health Solutions  54,580a  2,559,256 
Medtronic  147,562  4,904,961 
Merck & Co.  431,590  14,117,309 
Mylan  58,782a  999,294 
Patterson  13,667  391,286 
PerkinElmer  15,304  293,990 
Pfizer  1,093,464  19,332,444 
Quest Diagnostics  21,778  1,074,962 
St. Jude Medical  46,150  1,670,169 
Stryker  46,901  2,210,444 
Tenet Healthcare  70,628a  291,694 
Thermo Fisher Scientific  53,572a  2,712,886 
UnitedHealth Group  150,564  6,944,012 
Varian Medical Systems  16,856a  879,209 
Waters  13,002a  981,521 
Watson Pharmaceuticals  18,025a  1,230,206 
WellPoint  50,294  3,283,192 
Zimmer Holdings  26,868a,b  1,437,438 
    175,465,850 
Industrial--10.0%     

 

 

3M  99,283  7,127,527 
Avery Dennison  15,913  399,098 
Boeing  104,239  6,307,502 
C.H. Robinson Worldwide  22,614  1,548,381 
Caterpillar  91,041  6,722,467 
Cintas  15,079b  424,323 
CSX  155,367  2,900,702 
Cummins  27,402  2,237,647 
Danaher  80,296  3,367,614 
Deere & Co.  57,798  3,732,017 
Dover  26,108  1,216,633 
Dun & Bradstreet  6,767  414,546 
Eaton  48,260  1,713,230 
Emerson Electric  104,024  4,297,231 
Equifax  17,262  530,634 
Expeditors International of Washington  29,389  1,191,724 
Fastenal  40,803b  1,357,924 
FedEx  44,794  3,031,658 
Flowserve  8,096  599,104 
Fluor  24,792  1,154,068 
General Dynamics  51,210  2,913,337 
General Electric  1,485,852  22,644,384 
Goodrich  17,357  2,094,643 
Honeywell International  110,424  4,848,718 
Illinois Tool Works  69,564  2,893,862 
Ingersoll-Rand  46,600b  1,308,994 
Iron Mountain  29,091b  919,857 
ITT  26,467  1,111,614 
Jacobs Engineering Group  18,344a  592,328 
Joy Global  14,964b  933,454 
L-3 Communications Holdings  14,920  924,592 
Lockheed Martin  38,957b  2,829,836 
Masco  48,961  348,602 
Norfolk Southern  48,471  2,957,700 
Northrop Grumman  39,409b  2,055,573 
PACCAR  51,306  1,735,169 
Pall  16,998  720,715 
Parker Hannifin  21,985  1,387,913 
Pitney Bowes  28,142b  529,070 
Precision Castparts  20,392  3,170,140 
Quanta Services  28,941a  543,801 
R.R. Donnelley & Sons  26,196b  369,888 
Raytheon  49,627  2,028,255 
Republic Services  45,141b  1,266,656 
Robert Half International  19,382b  411,286 
Rockwell Automation  20,556  1,151,136 
Rockwell Collins  21,874  1,154,072 
Roper Industries  13,111  903,479 
Ryder System  7,044  264,220 
Snap-on  8,602  381,929 
Southwest Airlines  110,011  884,488 
Stanley Black & Decker  23,306  1,144,325 

 

 

Stericycle  12,203a  985,026 
Textron  40,113  707,593 
Tyco International  65,500  2,669,125 
Union Pacific  68,236  5,572,834 
United Parcel Service, Cl. B  137,290  8,669,864 
United Technologies  127,221  8,951,270 
W.W. Grainger  8,577  1,282,605 
Waste Management  66,603b  2,168,594 
    148,704,977 
Information Technology--19.0%     
Accenture, Cl. A  90,036  4,743,097 
Adobe Systems  68,492a  1,655,452 
Advanced Micro Devices  83,796a,b  425,684 
Akamai Technologies  27,211a  540,955 
Altera  45,136  1,423,138 
Amphenol, Cl. A  23,373b  952,917 
Analog Devices  42,167  1,317,719 
Apple  130,015a  49,559,118 
Applied Materials  185,121  1,916,002 
Autodesk  32,159a  893,377 
Automatic Data Processing  68,296  3,220,156 
BMC Software  25,190a  971,326 
Broadcom, Cl. A  67,021a  2,231,129 
CA  54,565  1,059,107 
Cisco Systems  770,383  11,933,233 
Citrix Systems  26,452a  1,442,428 
Cognizant Technology Solutions, Cl. A  43,117a  2,703,436 
Computer Sciences  22,054  592,150 
Compuware  33,858a  259,352 
Corning  222,675  2,752,263 
Dell  219,795a  3,110,099 
eBay  160,129a  4,722,204 
Electronic Arts  47,692a  975,301 
EMC  290,547a  6,098,582 
F5 Networks  11,739a  834,056 
Fidelity National Information Services  35,183  855,651 
First Solar  7,797a,b  492,848 
Fiserv  20,148a  1,022,914 
FLIR Systems  22,902b  573,695 
Google, Cl. A  35,296a  18,155,556 
Harris  17,568b  600,299 
Hewlett-Packard  290,162  6,514,137 
Intel  735,770  15,693,974 
International Business Machines  167,433  29,305,798 
Intuit  42,802  2,030,527 
Jabil Circuit  27,389  487,250 
JDS Uniphase  31,965a  318,691 
Juniper Networks  76,396a  1,318,595 
KLA-Tencor  23,319  892,651 
Lexmark International, Cl. A  11,992a,b  324,144 
Linear Technology  31,219  863,205 
LSI  77,130a  399,533 

 

 

MasterCard, Cl. A  15,023  4,764,695 
MEMC Electronic Materials  34,061a,b  178,480 
Microchip Technology  26,564b  826,406 
Micron Technology  141,210a  711,698 
Microsoft  1,045,345  26,018,637 
Molex  19,411b  395,402 
Monster Worldwide  18,583a,b  133,426 
Motorola Mobility Holdings  37,184a  1,404,812 
Motorola Solutions  42,909  1,797,887 
NetApp  52,057a  1,766,815 
Novellus Systems  9,956a,b  271,401 
NVIDIA  84,396a  1,054,950 
Oracle  553,635  15,911,470 
Paychex  44,509  1,173,702 
QUALCOMM  235,271  11,441,229 
Red Hat  27,192a  1,149,134 
SAIC  38,343a  452,831 
Salesforce.com  19,071a,b  2,179,434 
SanDisk  33,716a  1,360,441 
Symantec  105,945a  1,726,904 
Tellabs  46,948  201,407 
Teradata  23,716a  1,269,517 
Teradyne  25,086a,b  276,197 
Texas Instruments  162,777  4,338,007 
Total System Services  24,153  408,910 
VeriSign  22,649  647,988 
Visa, Cl. A  71,548  6,133,095 
Western Digital  32,560a  837,443 
Western Union  90,012b  1,376,283 
Xerox  197,828  1,378,861 
Xilinx  37,556b  1,030,537 
Yahoo!  178,796a  2,352,955 
    281,152,703 
Materials--3.3%     
Air Products & Chemicals  29,782  2,274,451 
Airgas  9,826  627,095 
AK Steel Holding  17,064b  111,599 
Alcoa  150,372b  1,439,060 
Allegheny Technologies  14,193  524,999 
Ball  23,308  723,014 
Bemis  14,682b  430,329 
CF Industries Holdings  9,990  1,232,666 
Cliffs Natural Resources  20,699b  1,059,168 
Dow Chemical  165,865  3,725,328 
E.I. du Pont de Nemours & Co.  130,378  5,211,209 
Eastman Chemical  9,873  676,597 
Ecolab  32,715b  1,599,436 
FMC  10,448  722,584 
Freeport-McMoRan Copper & Gold  133,757  4,072,901 
International Flavors & Fragrances  11,820  664,520 
International Paper  60,560  1,408,020 
MeadWestvaco  23,370  573,967 

 

 

Monsanto  74,718  4,486,069 
Mosaic  38,807  1,900,379 
Newmont Mining  69,037  4,342,427 
Nucor  44,257  1,400,291 
Owens-Illinois  22,658a  342,589 
PPG Industries  21,985  1,553,460 
Praxair  42,187  3,943,641 
Sealed Air  23,771  396,976 
Sherwin-Williams  12,266  911,609 
Sigma-Aldrich  16,809b  1,038,628 
Titanium Metals  12,805b  191,819 
United States Steel  20,018b  440,596 
Vulcan Materials  18,150b  500,214 
    48,525,641 
Telecommunication Services--3.2%     
American Tower, Cl. A  55,156a  2,967,393 
AT&T  830,669  23,690,680 
CenturyLink  87,090  2,884,421 
Frontier Communications  138,368b  845,428 
MetroPCS Communications  37,950a  330,545 
Sprint Nextel  426,677a  1,297,098 
Verizon Communications  396,556  14,593,261 
Windstream  73,261b  854,223 
    47,463,049 
Utilities--3.9%     
AES  92,024a  898,154 
Ameren  33,940  1,010,394 
American Electric Power  67,239  2,556,427 
CenterPoint Energy  58,586  1,149,457 
CMS Energy  33,616  665,261 
Consolidated Edison  41,062b  2,341,355 
Constellation Energy Group  27,737  1,055,670 
Dominion Resources  79,459  4,034,133 
DTE Energy  23,356  1,144,911 
Duke Energy  185,834b  3,714,822 
Edison International  45,636  1,745,577 
Entergy  24,498  1,623,972 
Exelon  92,515  3,942,064 
FirstEnergy  58,236  2,615,379 
Integrys Energy Group  11,511b  559,665 
NextEra Energy  59,819b  3,231,422 
Nicor  6,776  372,748 
NiSource  38,186  816,417 
Northeast Utilities  24,178  813,590 
NRG Energy  33,991a  720,949 
ONEOK  14,228  939,617 
Pepco Holdings  32,311  611,324 
PG&E  56,607  2,395,042 
Pinnacle West Capital  15,000b  644,100 
PPL  81,986  2,339,880 
Progress Energy  40,984  2,119,692 
Public Service Enterprise Group  71,503  2,386,055 

 

 

  SCANA  15,800 b  639,110  
  Sempra Energy  33,254   1,712,581  
  Southern  119,857 b  5,078,341  
  TECO Energy  32,015   548,417  
  Wisconsin Energy  32,727   1,024,028  
  Xcel Energy  67,768   1,673,192  
        57,123,746  
  Total Common Stocks         
  (cost $1,206,581,036)      1,445,491,573  
    Principal      
Short-Term Investment--.2%  Amount ($)   Value ($)  
  U.S. Treasury Bills         
  0.01%, 2/23/12         
  (cost $2,624,885)  2,625,000 d  2,624,714  
 
  Other Investment--2.1%  Shares   Value ($)  
  Registered Investment Company;         
  Dreyfus Institutional Preferred         
  Plus Money Market Fund         
  (cost $31,567,000)  31,567,000 e  31,567,000  
  Investment of Cash Collateral for         
  Securities Loaned--4.6%         
  Registered Investment Company;         
  Dreyfus Institutional Cash         
  Advantage Fund         
  (cost $67,522,005)  67,522,005 e  67,522,005  
  Total Investments (cost $1,308,294,926)  104.5 %  1,547,205,292  
  Liabilities, Less Cash and Receivables  (4.5 %)  (67,181,379 ) 
  Net Assets  100.0 %  1,480,023,913  

 

REIT- Real Estate Investment Trust

a Non-income producing security. 
b Security, or portion thereof, on loan. At September 30, 2011, the value of the fund's securities on loan was $64,094,562 and 
the value of the collateral held by the fund was $67,522,005. 
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, 2011, the aggregate cost of investment securities for income tax purposes was $1,308,294,926. Net unrealized appreciation on investments was $238,910,366 of which $505,261,863 related to appreciated investment securities and $266,351,497 related to depreciated investment securities.

Portfolio Summary (Unaudited) †  Value (%) 
Information Technology  19.0 
Financial  13.3 
Health Care  11.8 
Consumer Staples  11.4 
Energy  11.3 
Consumer Discretionary  10.4 

 

 

Industrial  10.0 
Short-Term/Money Market Investments  6.9 
Utilities  3.9 
Materials  3.3 
Telecommunication Services  3.2 
  104.5 

 

† Based on net assets.

 

STATEMENT OF FINANCIAL FUTURES           
September 30, 2011 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    (Depreciation)  
  Contracts  Contracts ($)  Expiration  at 9/30/2011 ($) 
Financial Futures Long           
S&P 500 E-mini  635  35,750,500  December 2011  (1,140,206 ) 

 

 

The following is a summary of the inputs used as of September 30, 2011 in valuing the fund's investments:

      Level 3 -   
  Level 1 -  Level 2 - Other  Significant   
  Unadjusted Quoted  Significant  Unobservable   
Assets ($)  Prices  Observable Inputs  Inputs  Total 
Investments in Securities:         
Equity Securities - Domestic+  1,445,491,573  -  -  1,445,491,573 
Mutual Funds  99,089,005  -  -  99,089,005 
U.S. Treasury  -  2,624,714  -  2,624,714 
Liabilities ($)         
Other Financial Instruments:         
Futures++  (1,140,206)  -  -  (1,140,206) 

 

+ See Statement of Investments for additional detailed categorizations. 
++ Amount shown represents unrealized (depreciation) 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.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e. the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

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. Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:

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. All preceding securities are categorized as Level 1of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a

 

pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADRs and futures contracts. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

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 Trustees. Certain factors may be considered when fair valuing investments 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. These securities are either categorized as Level 2 or 3 depending on the relevant inputs used.

For restricted securities where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 of the fair value hierarchy.

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 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:

November 22, 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:

November 22, 2011

 

By: /s/James Windels

James Windels

Treasurer

 

Date:

November 22, 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)