0000846800-12-000008.txt : 20120524 0000846800-12-000008.hdr.sgml : 20120524 20120524102609 ACCESSION NUMBER: 0000846800-12-000008 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120524 DATE AS OF CHANGE: 20120524 EFFECTIVENESS DATE: 20120524 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DREYFUS STOCK INDEX FUND INC CENTRAL INDEX KEY: 0000846800 IRS NUMBER: 133537664 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-05719 FILM NUMBER: 12866004 BUSINESS ADDRESS: STREET 1: THE DREYFUS CORPORATION STREET 2: 200 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10166 BUSINESS PHONE: 2129226855 MAIL ADDRESS: STREET 1: C/O DREYFUS CORP STREET 2: 200 PARK AVENUE, 8TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10166 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS LIFE & ANNUITY INDEX FUND INC DATE OF NAME CHANGE: 19920703 0000846800 S000001911 Dreyfus Stock Index Fund, Inc. C000005028 Dreyfus Stock Index Fund, Inc. - Initial Shares C000005029 Dreyfus Stock Index Fund, Inc. - Service Shares N-Q 1 formnq-763.htm FORM N-Q formnq-763.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)

 

 

 

 

 

Janette E. Farragher, 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:

3/31/12

 

             

 

 

 

 

FORM N-Q

Item 1.                        Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS     
Dreyfus Stock Index Fund     
March 31, 2012 (Unaudited)     
 
 
Common Stocks--99.0%  Shares  Value ($) 
Consumer Discretionary--10.9%     
Abercrombie & Fitch, Cl. A  12,224  606,433 
Amazon.com  50,353a  10,196,986 
Apollo Group, Cl. A  15,134a  584,778 
AutoNation  7,097a,b  243,498 
AutoZone  3,869a  1,438,494 
Bed Bath & Beyond  32,539a  2,140,090 
Best Buy  38,605  914,166 
Big Lots  8,592a  369,628 
BorgWarner  15,340a  1,293,776 
Cablevision Systems (NY Group), Cl. A  32,651  479,317 
CarMax  32,366a  1,121,482 
Carnival  62,205  1,995,536 
CBS, Cl. B  89,395  3,031,384 
Chipotle Mexican Grill  4,289a  1,792,802 
Coach  40,199  3,106,579 
Comcast, Cl. A  373,006  11,193,910 
D.R. Horton  41,456  628,888 
Darden Restaurants  18,228  932,544 
DeVry  8,371  283,526 
DIRECTV, Cl. A  93,341a  4,605,445 
Discovery Communications, Cl. A  35,460a  1,794,276 
Dollar Tree  16,641a  1,572,408 
Expedia  14,096b  471,370 
Family Dollar Stores  16,024  1,013,999 
Ford Motor  525,182b  6,559,523 
GameStop, Cl. A  19,244b  420,289 
Gannett  34,112  522,937 
Gap  45,332  1,184,978 
Genuine Parts  22,075  1,385,206 
Goodyear Tire & Rubber  36,313a  407,432 

 


H&R Block  43,111  710,038 
Harley-Davidson  32,418  1,591,075 
Harman International Industries  10,117  473,577 
Hasbro  16,395  602,024 
Home Depot  213,230  10,727,601 
International Game Technology  40,806  685,133 
Interpublic Group of Cos.  64,557  736,595 
J.C. Penney  20,617  730,460 
Johnson Controls  95,532  3,102,879 
Kohl's  35,832  1,792,675 
Leggett & Platt  19,484b  448,327 
Lennar, Cl. A  22,951b  623,808 
Limited Brands  34,239  1,643,472 
Lowe's  171,376  5,377,779 
Macy's  56,947  2,262,504 
Marriott International, Cl. A  36,538  1,382,963 
Mattel  47,354  1,593,936 
McDonald's  140,940  13,826,214 
McGraw-Hill  38,147  1,848,985 
Netflix  7,376a,b  848,535 
Newell Rubbermaid  41,621  741,270 
News, Cl. A  297,313  5,854,093 
NIKE, Cl. B  50,703  5,498,233 
Nordstrom  22,539  1,255,873 
O'Reilly Automotive  17,445a  1,593,601 
Omnicom Group  37,447  1,896,691 
Priceline.com  6,876a  4,933,530 
Pulte Group  45,071a  398,878 
Ralph Lauren  8,961  1,562,171 
Ross Stores  31,379  1,823,120 
Scripps Networks Interactive, Cl. A  13,562  660,334 
Sears Holdings  5,041a,b  333,966 
Staples  95,102  1,538,750 
Starbucks  104,068  5,816,361 
Starwood Hotels & Resorts Worldwide  27,052c  1,526,003 
Target  92,746  5,404,309 
Tiffany & Co.  17,841  1,233,348 

 


Time Warner  133,869  5,053,555 
Time Warner Cable  43,297  3,528,705 
TJX  104,057  4,132,103 
TripAdvisor  14,096a,b  502,804 
Urban Outfitters  15,796a  459,822 
VF  12,340  1,801,393 
Viacom, Cl. B  74,466  3,534,156 
Walt Disney  247,920  10,853,938 
Washington Post, Cl. B  724b  270,465 
Whirlpool  10,747  826,014 
Wyndham Worldwide  20,714  963,408 
Wynn Resorts  10,901  1,361,317 
Yum! Brands  63,540  4,522,777 
    193,181,248 
Consumer Staples--10.7%     
Altria Group  282,851  8,731,610 
Archer-Daniels-Midland  91,106  2,884,416 
Avon Products  60,216  1,165,782 
Beam  21,513  1,260,016 
Brown-Forman, Cl. B  13,551  1,130,018 
Campbell Soup  25,842b  874,752 
Clorox  17,727  1,218,731 
Coca-Cola  313,326  23,189,257 
Coca-Cola Enterprises  42,613  1,218,732 
Colgate-Palmolive  66,263  6,479,196 
ConAgra Foods  58,343  1,532,087 
Constellation Brands, Cl. A  23,047a  543,679 
Costco Wholesale  60,063  5,453,720 
CVS Caremark  180,046  8,066,061 
Dean Foods  26,397a  319,668 
Dr. Pepper Snapple Group  29,908  1,202,601 
Estee Lauder, Cl. A  31,332  1,940,704 
General Mills  88,866  3,505,764 
H.J. Heinz  43,990  2,355,664 
Hershey  21,374  1,310,867 
Hormel Foods  19,011  561,205 
J.M. Smucker  15,701  1,277,433 

 


Kellogg  33,815  1,813,498 
Kimberly-Clark  54,306  4,012,670 
Kraft Foods, Cl. A  244,522  9,294,281 
Kroger  78,907  1,911,917 
Lorillard  18,154  2,350,580 
McCormick & Co.  18,123  986,435 
Mead Johnson Nutrition  28,453  2,346,803 
Molson Coors Brewing, Cl. B  22,527  1,019,347 
PepsiCo  217,345  14,420,841 
Philip Morris International  238,360  21,121,080 
Procter & Gamble  381,357  25,631,004 
Reynolds American  47,320  1,960,941 
Safeway  37,833b  764,605 
Sara Lee  82,690  1,780,316 
SUPERVALU  32,102b  183,302 
Sysco  80,401  2,400,774 
Tyson Foods, Cl. A  41,637  797,349 
Wal-Mart Stores  241,700  14,792,040 
Walgreen  120,505  4,035,712 
Whole Foods Market  22,984  1,912,269 
    189,757,727 
Energy--11.1%     
Alpha Natural Resources  31,016a  471,753 
Anadarko Petroleum  68,830  5,392,142 
Apache  53,069  5,330,250 
Baker Hughes  61,283  2,570,209 
Cabot Oil & Gas  29,188  909,790 
Cameron International  34,893a  1,843,397 
Chesapeake Energy  91,897  2,129,253 
Chevron  273,742  29,356,092 
ConocoPhillips  177,068  13,458,939 
Consol Energy  31,726  1,081,857 
Denbury Resources  53,107a  968,141 
Devon Energy  55,738  3,964,087 
Diamond Offshore Drilling  10,082b  672,974 
El Paso  106,488  3,146,720 
EOG Resources  37,120  4,124,032 

 


EQT  20,642  995,151 
Exxon Mobil  652,807  56,617,951 
FMC Technologies  32,771a  1,652,314 
Halliburton  127,342  4,226,481 
Helmerich & Payne  15,270  823,816 
Hess  42,536  2,507,497 
Marathon Oil  96,975  3,074,108 
Marathon Petroleum  47,755  2,070,657 
Murphy Oil  26,547  1,493,800 
Nabors Industries  42,037a  735,227 
National Oilwell Varco  58,553  4,653,207 
Newfield Exploration  18,562a  643,730 
Noble  35,407a  1,326,700 
Noble Energy  24,507  2,396,294 
Occidental Petroleum  112,185  10,683,378 
Peabody Energy  37,647  1,090,257 
Pioneer Natural Resources  17,451b  1,947,357 
QEP Resources  24,582  749,751 
Range Resources  22,223  1,292,045 
Rowan  16,898a  556,451 
Schlumberger  184,539  12,904,812 
Southwestern Energy  48,851a  1,494,841 
Spectra Energy  91,320  2,881,146 
Sunoco  14,581  556,265 
Tesoro  20,658a  554,461 
Valero Energy  76,245  1,964,834 
Williams  82,669  2,547,032 
WPX Energy  27,556  496,284 
    198,355,483 
Financial--14.8%     
ACE  46,500  3,403,800 
Aflac  65,343  3,005,125 
Allstate  68,504  2,255,152 
American Express  140,300  8,117,758 
American International Group  73,956a  2,280,063 
American Tower  55,156  3,475,931 
Ameriprise Financial  30,433  1,738,637 

 


Aon  44,694  2,192,688 
Apartment Investment & Management, Cl. A  16,662c  440,043 
Assurant  11,688  473,364 
AvalonBay Communities  13,268c  1,875,432 
Bank of America  1,485,116  14,212,560 
Bank of New York Mellon  171,902  4,147,995 
BB&T  96,042  3,014,758 
Berkshire Hathaway, Cl. B  243,381a  19,750,368 
BlackRock  13,818  2,831,308 
Boston Properties  20,517c  2,154,080 
Capital One Financial  76,367  4,256,697 
CBRE Group, Cl. A  46,378a  925,705 
Charles Schwab  151,897  2,182,760 
Chubb  37,309  2,578,425 
Cincinnati Financial  22,393b  772,782 
Citigroup  405,282  14,813,057 
CME Group  9,145  2,645,923 
Comerica  28,283  915,238 
Discover Financial Services  72,898  2,430,419 
E*TRADE Financial  31,953a  349,885 
Equity Residential  41,683c  2,610,189 
Federated Investors, Cl. B  13,139b  294,445 
Fifth Third Bancorp  128,564  1,806,324 
First Horizon National  35,203  365,407 
Franklin Resources  19,603  2,431,360 
Genworth Financial, Cl. A  69,755a  580,362 
Goldman Sachs Group  68,426  8,510,142 
Hartford Financial Services Group  60,158  1,268,131 
HCP  56,294c  2,221,361 
Health Care REIT  29,736c  1,634,291 
Host Hotels & Resorts  100,178c  1,644,923 
Hudson City Bancorp  76,312  557,841 
Huntington Bancshares  125,339  808,437 
IntercontinentalExchange  10,145a  1,394,126 
Invesco  62,085  1,655,807 
JPMorgan Chase & Co.  528,506  24,300,706 
KeyCorp  134,874  1,146,429 

 


Kimco Realty  55,475c  1,068,448 
Legg Mason  18,661  521,202 
Leucadia National  28,761  750,662 
Lincoln National  41,336  1,089,617 
Loews  41,886  1,669,995 
M&T Bank  17,241  1,497,898 
Marsh & McLennan  74,753  2,451,151 
MetLife  146,434  5,469,310 
Moody's  26,754  1,126,343 
Morgan Stanley  210,196  4,128,249 
NASDAQ OMX Group  17,070a  442,113 
Northern Trust  33,811  1,604,332 
NYSE Euronext  35,192  1,056,112 
People's United Financial  51,680  684,243 
Plum Creek Timber  22,888c  951,225 
PNC Financial Services Group  72,819  4,696,097 
Principal Financial Group  41,160  1,214,632 
Progressive  83,960  1,946,193 
ProLogis  64,663c  2,329,161 
Prudential Financial  64,838  4,110,081 
Public Storage  19,778c  2,732,726 
Regions Financial  181,999  1,199,373 
Simon Property Group  42,309c  6,163,575 
SLM  70,591  1,112,514 
State Street  67,201  3,057,645 
SunTrust Banks  73,027  1,765,063 
T. Rowe Price Group  34,846  2,275,444 
Torchmark  14,167  706,225 
Travelers  54,160  3,206,272 
U.S. Bancorp  264,200  8,369,856 
Unum Group  39,545  968,062 
Ventas  40,353c  2,304,156 
Vornado Realty Trust  25,949c  2,184,906 
Wells Fargo & Co.  730,083  24,925,034 
Weyerhaeuser  75,302c  1,650,620 
XL Group  42,914  930,805 
Zions Bancorporation  25,562  548,561 

 


    263,378,135 
Health Care--11.3%     
Abbott Laboratories  217,560  13,334,252 
Aetna  48,192  2,417,311 
Agilent Technologies  48,402  2,154,373 
Allergan  41,995  4,007,583 
AmerisourceBergen  36,502  1,448,399 
Amgen  109,391  7,437,494 
Baxter International  77,340  4,623,385 
Becton Dickinson & Co.  28,881  2,242,610 
Biogen Idec  32,936a  4,148,948 
Boston Scientific  198,151a  1,184,943 
Bristol-Myers Squibb  233,361  7,875,934 
C.R. Bard  11,807  1,165,587 
Cardinal Health  47,881  2,064,150 
CareFusion  31,926a  827,841 
Celgene  60,569a  4,695,309 
Cerner  19,987a  1,522,210 
Cigna  40,294  1,984,480 
Coventry Health Care  20,567  731,568 
Covidien  66,640  3,643,875 
DaVita  13,296a  1,198,900 
DENTSPLY International  20,049b  804,566 
Edwards Lifesciences  15,814a  1,150,152 
Eli Lilly & Co.  141,040  5,679,681 
Express Scripts  66,834a  3,621,066 
Forest Laboratories  37,889a  1,314,369 
Gilead Sciences  104,557a  5,107,609 
Hospira  23,851a  891,789 
Humana  23,098  2,136,103 
Intuitive Surgical  5,512a  2,986,126 
Johnson & Johnson  380,059  25,068,692 
Laboratory Corp. of America Holdings  13,843a  1,267,188 
Life Technologies  24,337a  1,188,132 
McKesson  34,290  3,009,633 
Medco Health Solutions  53,524a  3,762,737 
Medtronic  143,724  5,632,544 

 


Merck & Co.  421,282  16,177,229 
Mylan  58,782a  1,378,438 
Patterson  11,597  387,340 
PerkinElmer  15,304  423,309 
Perrigo  13,029  1,346,026 
Pfizer  1,043,669  23,649,540 
Quest Diagnostics  21,778  1,331,725 
St. Jude Medical  43,999  1,949,596 
Stryker  44,552  2,471,745 
Tenet Healthcare  53,395a  283,527 
Thermo Fisher Scientific  50,375  2,840,142 
UnitedHealth Group  144,477  8,515,474 
Varian Medical Systems  15,906a  1,096,878 
Waters  12,148a  1,125,634 
Watson Pharmaceuticals  18,025a  1,208,757 
WellPoint  46,134  3,404,689 
Zimmer Holdings  25,320  1,627,570 
    201,547,158 
Industrial--10.4%     
3M  96,030  8,566,836 
Avery Dennison  15,913  479,459 
Boeing  103,082  7,666,208 
C.H. Robinson Worldwide  22,614  1,480,991 
Caterpillar  89,549  9,538,759 
Cintas  15,079  589,890 
Cooper Industries  21,682  1,386,564 
CSX  144,976  3,119,884 
Cummins  26,444  3,174,338 
Danaher  78,947  4,421,032 
Deere & Co.  55,454  4,486,229 
Dover  26,108  1,643,238 
Dun & Bradstreet  6,767  573,368 
Eaton  46,014  2,292,878 
Emerson Electric  101,416  5,291,887 
Equifax  17,262  764,016 
Expeditors International of Washington  29,389  1,366,882 
Fastenal  40,803  2,207,442 

 


FedEx  43,379  3,989,133 
Flowserve  7,397  854,427 
Fluor  23,122  1,388,245 
General Dynamics  49,195  3,609,929 
General Electric  1,465,140  29,405,360 
Goodrich  17,290  2,168,858 
Honeywell International  107,137  6,540,714 
Illinois Tool Works  66,717  3,810,875 
Ingersoll-Rand  42,200  1,744,970 
Iron Mountain  23,092  665,050 
Jacobs Engineering Group  18,344a  813,923 
Joy Global  14,964  1,099,854 
L-3 Communications Holdings  13,465  952,918 
Lockheed Martin  36,739  3,301,367 
Masco  48,961  654,609 
Norfolk Southern  45,475  2,993,619 
Northrop Grumman  34,713  2,120,270 
PACCAR  49,070  2,297,948 
Pall  15,692  935,714 
Parker Hannifin  20,699  1,750,100 
Pitney Bowes  28,142b  494,736 
Precision Castparts  20,010  3,459,729 
Quanta Services  28,941a  604,867 
R.R. Donnelley & Sons  26,196b  324,568 
Raytheon  46,757  2,467,834 
Republic Services  43,002  1,314,141 
Robert Half International  19,382  587,275 
Rockwell Automation  19,509  1,554,867 
Rockwell Collins  20,287  1,167,720 
Roper Industries  13,718  1,360,277 
Ryder System  7,044  371,923 
Snap-on  8,602  524,464 
Southwest Airlines  110,011  906,491 
Stanley Black & Decker  24,011  1,847,887 
Stericycle  12,203a  1,020,659 
Textron  40,113  1,116,345 
Tyco International  63,600  3,573,048 

 


Union Pacific  66,349  7,131,191 
United Parcel Service, Cl. B  132,610  10,704,279 
United Technologies  125,889  10,441,234 
W.W. Grainger  8,577  1,842,425 
Waste Management  63,420  2,217,163 
Xylem  25,989  721,195 
    185,902,102 
Information Technology--20.4%     
Accenture, Cl. A  89,398  5,766,171 
Adobe Systems  68,492a  2,349,961 
Advanced Micro Devices  83,796a  672,044 
Akamai Technologies  25,234a  926,088 
Altera  45,136  1,797,316 
Amphenol, Cl. A  23,373  1,397,004 
Analog Devices  42,167  1,703,547 
Apple  129,150a  77,421,551 
Applied Materials  177,475  2,207,789 
Autodesk  32,159a  1,360,969 
Automatic Data Processing  67,650  3,733,604 
BMC Software  23,309a  936,089 
Broadcom, Cl. A  67,502a  2,652,829 
CA  51,670  1,424,025 
Cisco Systems  745,379  15,764,766 
Citrix Systems  25,487a  2,011,179 
Cognizant Technology Solutions, Cl. A  41,802a  3,216,664 
Computer Sciences  22,054  660,297 
Corning  209,602  2,951,196 
Dell  210,509a  3,494,449 
eBay  158,212a  5,836,441 
Electronic Arts  47,692a  785,964 
EMC  283,858a  8,481,677 
F5 Networks  11,230a  1,515,601 
Fidelity National Information Services  31,960  1,058,515 
First Solar  7,797a,b  195,315 
Fiserv  18,948a  1,314,802 
FLIR Systems  22,902  579,650 
Google, Cl. A  35,110a  22,513,936 

 


Harris  15,384  693,511 
Hewlett-Packard  273,070  6,507,258 
Intel  691,566  19,439,920 
International Business Machines  160,447  33,477,267 
Intuit  40,565  2,439,173 
Jabil Circuit  24,847  624,157 
JDS Uniphase  31,965a  463,173 
Juniper Networks  72,159a  1,650,998 
KLA-Tencor  23,319  1,269,020 
Lexmark International, Cl. A  10,159  337,685 
Linear Technology  31,219  1,052,080 
LSI  77,130a  669,488 
MasterCard, Cl. A  14,682  6,174,368 
Microchip Technology  26,564b  988,181 
Micron Technology  141,210a  1,143,801 
Microsoft  1,034,106  33,349,918 
Molex  19,411b  545,837 
Motorola Mobility Holdings  37,184a  1,459,100 
Motorola Solutions  40,418  2,054,447 
NetApp  49,899a  2,233,978 
Novellus Systems  9,956a  496,904 
NVIDIA  84,396a  1,298,854 
Oracle  542,533  15,820,262 
Paychex  44,509  1,379,334 
QUALCOMM  234,085  15,922,462 
Red Hat  27,192a  1,628,529 
SAIC  38,343  506,128 
Salesforce.com  19,071a  2,946,660 
SanDisk  33,716a  1,671,976 
Symantec  100,109a  1,872,038 
TE Connectivity  58,600  2,153,550 
Teradata  23,716a  1,616,245 
Teradyne  25,086a  423,703 
Texas Instruments  158,105  5,313,909 
Total System Services  24,153  557,210 
VeriSign  22,649  868,363 
Visa, Cl. A  68,773  8,115,214 

 


Western Digital  32,560a  1,347,658 
Western Union  84,963  1,495,349 
Xerox  188,907  1,526,369 
Xilinx  35,793  1,303,939 
Yahoo!  167,014a  2,541,953 
    362,109,408 
Materials--3.4%     
Air Products & Chemicals  28,987  2,661,007 
Airgas  9,826  874,219 
Alcoa  150,372  1,506,727 
Allegheny Technologies  14,193  584,326 
Ball  21,219  909,871 
Bemis  14,682  474,082 
CF Industries Holdings  9,242  1,688,051 
Cliffs Natural Resources  19,427  1,345,514 
Dow Chemical  163,718  5,671,192 
E.I. du Pont de Nemours & Co.  128,830  6,815,107 
Eastman Chemical  19,746  1,020,671 
Ecolab  40,070  2,473,120 
FMC  9,509  1,006,623 
Freeport-McMoRan Copper & Gold  130,860  4,977,914 
International Flavors & Fragrances  11,820  692,652 
International Paper  60,560  2,125,656 
MeadWestvaco  23,370  738,258 
Monsanto  73,957  5,898,810 
Mosaic  41,772  2,309,574 
Newmont Mining  68,249  3,499,126 
Nucor  44,257  1,900,838 
Owens-Illinois  22,658a  528,838 
PPG Industries  20,877  2,000,017 
Praxair  41,190  4,722,022 
Sealed Air  27,144  524,151 
Sherwin-Williams  12,266  1,332,946 
Sigma-Aldrich  16,809  1,228,066 
Titanium Metals  12,805  173,636 
United States Steel  20,018b  587,929 
Vulcan Materials  18,150  775,549 

 


    61,046,492 
Telecommunication Services--2.7%     
AT&T  820,859  25,635,427 
CenturyLink  85,392  3,300,401 
Crown Castle International  35,314a  1,883,649 
Frontier Communications  138,368b  576,995 
MetroPCS Communications  37,950a  342,309 
Sprint Nextel  426,677a  1,216,029 
Verizon Communications  392,396  15,001,299 
Windstream  82,215b  962,738 
    48,918,847 
Utilities--3.3%     
AES  92,024a  1,202,754 
AGL Resources  16,366  641,875 
Ameren  33,940  1,105,765 
American Electric Power  67,239  2,594,081 
CenterPoint Energy  58,586  1,155,316 
CMS Energy  36,398  800,756 
Consolidated Edison  41,062  2,398,842 
Dominion Resources  78,644  4,027,359 
DTE Energy  23,356  1,285,281 
Duke Energy  184,237  3,870,819 
Edison International  45,636  1,939,986 
Entergy  24,498  1,646,266 
Exelon  117,471  4,606,038 
FirstEnergy  58,236  2,654,979 
Integrys Energy Group  11,511  609,968 
NextEra Energy  57,375  3,504,465 
NiSource  38,186  929,829 
Northeast Utilities  24,178  897,487 
NRG Energy  33,991a  532,639 
ONEOK  14,228  1,161,858 
Pepco Holdings  32,311  610,355 
PG&E  56,686  2,460,739 
Pinnacle West Capital  15,000  718,500 
PPL  79,625  2,250,202 
Progress Energy  40,984  2,176,660 

 


  Public Service Enterprise Group  71,503   2,188,707 
  SCANA  15,800   720,638 
  Sempra Energy  33,254   1,993,910 
  Southern  119,671   5,376,818 
  TECO Energy  32,015   561,863 
  Wisconsin Energy  32,727   1,151,336 
  Xcel Energy  67,768   1,793,819 
        59,569,910 
  Total Common Stocks       
  (cost $1,170,429,973)      1,763,766,510 
    Principal    
Short-Term Investments--.1%  Amount ($)   Value ($) 
  U.S. Treasury Bills;       
  0.06%, 5/24/12       
  (cost $1,099,907)  1,100,000 d  1,099,924 
 
  Other Investment--1.0%  Shares   Value ($) 
  Registered Investment Company;       
  Dreyfus Institutional Preferred       
  Plus Money Market Fund       
  (cost $17,032,094)  17,032,094 e  17,032,094 
  Investment of Cash Collateral for       
  Securities Loaned--.6%       
  Registered Investment Company;       
  Dreyfus Institutional Cash       
  Advantage Fund       
  (cost $10,540,602)  10,540,602 e  10,540,602 
  Total Investments (cost $1,199,102,576)  100.7 %  1,792,439,130 
  Liabilities, Less Cash and Receivables  (.7 %)  (12,453,934) 
  Net Assets  100.0 %  1,779,985,196 

 

REIT-Real Estate Investment Trust

a Non-income producing security. 
b Security, or portion thereof, on loan. At March 31, 2012, the value of the fund's securities on loan was $10,276,231 and the 
value of the collateral held by the fund was $10,540,602 
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, 2012, net unrealized appreciation on investments was $593,336,554 of which $769,269,914 related to appreciated investment securities and $175,933,360 related to depreciated investment securities. At March 31, 2012, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

Portfolio Summary (Unaudited) †  Value (%) 
Information Technology  20.4 
Financial  14.8 
Health Care  11.3 
Energy  11.1 
Consumer Discretionary  10.9 
Consumer Staples  10.7 
Industrial  10.4 
Materials  3.4 
Utilities  3.3 
Telecommunication Services  2.7 
Short-Term/Money Market Investments  1.7 
  100.7 

 

† Based on net assets. 

 


STATEMENT OF FINANCIAL FUTURES           
March 31, 2012 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    Appreciation  
  Contracts  Contracts ($)  Expiration  at 3/31/2012 ($) 
Financial Futures Long           
Standard & Poor's 500 E-mini  866  60,758,560  June 2012  855,130  

 


The following is a summary of the inputs used as of March 31, 2012 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+  1,763,766,510  -  -  1,763,766,510 
Mutual Funds  27,572,696  -  -  27,572,696 
U.S. Treasury  -  1,099,924  -  1,099,924 
Other Financial Instruments:         
Futures++  855,130  -  -  855,130 

 

+ See Statement of Investments for additional detailed categorizations. 
++ Amount shown represents unrealized appreciation at period end. 

 

For the period ended March 31, 2012, there were no transfers between Level 1 and Level 2 of the fair value hierarchy.


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 1 of 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:

May 23, 2012

 

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 23, 2012

 

By: /s/James Windels

James Windels

Treasurer

 

Date:

May 23, 2012

 

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)

 EX-99.CERT 2 certification-763.htm CERTIFICATION certification-763.htm - Generated by SEC Publisher for SEC Filing

 

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 23, 2012

 

 

 

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 23, 2012