N-Q 1 form-763.htm FORM N-Q form-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:

9/30/12

 
             

 

 

 

 

FORM N-Q

Item 1.                        Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS 
Dreyfus Stock Index Fund 
September 30, 2012 (Unaudited) 

 

Common Stocks--99.2%  Shares   Value ($) 
Automobiles & Components--.6%       
BorgWarner  15,012 a  1,037,479 
Ford Motor  514,274   5,070,742 
Goodyear Tire & Rubber  35,614 a  434,135 
Harley-Davidson  30,163   1,278,006 
Johnson Controls  92,958   2,547,049 
      10,367,411 
Banks--2.9%       
BB&T  94,045   3,118,532 
Comerica  27,721   860,737 
Fifth Third Bancorp  125,934   1,953,236 
First Horizon National  34,481   332,052 
Hudson City Bancorp  64,738   515,314 
Huntington Bancshares  111,419   768,791 
KeyCorp  132,150   1,154,991 
M&T Bank  16,879   1,606,206 
People's United Financial  50,663   615,049 
PNC Financial Services Group  71,308   4,499,535 
Regions Financial  190,572   1,374,024 
SunTrust Banks  71,489   2,020,994 
U.S. Bancorp  256,121   8,784,950 
Wells Fargo & Co.  668,527   23,084,237 
Zions Bancorporation  25,036   517,119 
      51,205,767 
Capital Goods--7.7%       
3M  86,566   8,000,430 
Boeing  92,100   6,412,002 
Caterpillar  88,813   7,641,471 
Cooper Industries  21,227   1,593,299 
Cummins  24,099   2,222,169 
Danaher  79,387   4,378,193 
Deere & Co.  53,273   4,394,490 

 


Dover  24,214   1,440,491 
Eaton  45,049 b  2,129,016 
Emerson Electric  99,319   4,794,128 
Fastenal  36,682   1,576,959 
Flowserve  7,241   924,965 
Fluor  22,639   1,274,123 
General Dynamics  45,126   2,983,731 
General Electric  1,435,781   32,606,587 
Honeywell International  106,122   6,340,790 
Illinois Tool Works  58,720   3,492,078 
Ingersoll-Rand  39,300   1,761,426 
Jacobs Engineering Group  17,975 a  726,729 
Joy Global  14,661   821,896 
L-3 Communications Holdings  13,187   945,640 
Lockheed Martin  35,978   3,359,626 
Masco  47,940   721,497 
Northrop Grumman  33,994   2,258,221 
PACCAR  48,050   1,923,201 
Pall  15,361   975,270 
Parker Hannifin  20,267   1,693,916 
Precision Castparts  19,595   3,200,647 
Quanta Services  28,332 a  699,800 
Raytheon  45,804   2,618,157 
Rockwell Automation  19,101   1,328,475 
Rockwell Collins  19,872   1,065,934 
Roper Industries  13,440   1,476,922 
Snap-on  8,436   606,295 
Stanley Black & Decker  22,391   1,707,314 
Textron  36,395   952,457 
Tyco International  62,300   3,504,998 
United Technologies  114,162   8,937,743 
W.W. Grainger  8,403   1,750,933 
Xylem  25,459   640,294 
      135,882,313 
Commercial & Professional Services--.5%       
Avery Dennison  13,279   422,538 
Cintas  14,764   611,968 
Dun & Bradstreet  6,630   527,881 

 


Equifax  16,918   788,040 
Iron Mountain  20,592   702,393 
Pitney Bowes  27,570 b  381,017 
R.R. Donnelley & Sons  25,681 b  272,219 
Republic Services  42,103   1,158,254 
Robert Half International  18,973   505,251 
Stericycle  11,032 a  998,617 
Waste Management  59,284   1,901,831 
      8,270,009 
Consumer Durables & Apparel--1.0%       
Coach  38,340   2,147,807 
D.R. Horton  35,504   732,803 
Fossil  7,038 a  596,119 
Harman International Industries  9,916   457,723 
Hasbro  16,061 b  613,048 
Leggett & Platt  19,083 b  478,029 
Lennar, Cl. A  22,486 b  781,838 
Mattel  46,381   1,645,598 
Newell Rubbermaid  40,792   778,719 
NIKE, Cl. B  49,655   4,712,756 
Pulte Group  44,106 a  683,643 
Ralph Lauren  8,310   1,256,721 
VF  11,948   1,904,033 
Whirlpool  10,526   872,711 
      17,661,548 
Consumer Services--1.9%       
Apollo Group, Cl. A  14,827 a  430,724 
Carnival  60,910   2,219,560 
Chipotle Mexican Grill  4,198 a  1,333,033 
Darden Restaurants  17,860 b  995,695 
H&R Block  37,117   643,238 
International Game Technology  39,962   523,103 
Marriott International, Cl. A  34,251   1,339,214 
McDonald's  137,032   12,572,686 
Starbucks  103,321   5,243,541 
Starwood Hotels & Resorts       
Worldwide  26,487 c  1,535,187 
Wyndham Worldwide  20,297   1,065,187 

 


Wynn Resorts  10,674   1,232,207 
Yum! Brands  62,224   4,127,940 
      33,261,315 
Diversified Financials--5.7%       
American Express  134,134   7,626,859 
Ameriprise Financial  28,668   1,625,189 
Bank of America  1,465,335   12,938,908 
Bank of New York Mellon  161,077   3,643,562 
BlackRock  17,228   3,071,752 
Capital One Financial  78,334   4,465,821 
Charles Schwab  148,890   1,904,303 
Citigroup  398,728   13,046,380 
CME Group  41,632   2,385,514 
Discover Financial Services  71,382   2,836,007 
E*TRADE Financial  31,226 a  275,101 
Federated Investors, Cl. B  12,874 b  266,363 
Franklin Resources  19,197   2,400,969 
Goldman Sachs Group  61,340   6,973,131 
IntercontinentalExchange  9,937 a  1,325,695 
Invesco  60,804   1,519,492 
JPMorgan Chase & Co.  516,534   20,909,296 
Legg Mason  18,302   451,693 
Leucadia National  28,195   641,436 
Moody's  26,189   1,156,768 
Morgan Stanley  188,228   3,150,937 
NASDAQ OMX Group  16,720   389,492 
Northern Trust  29,797   1,383,028 
NYSE Euronext  34,466   849,587 
SLM  63,886   1,004,288 
State Street  65,804   2,761,136 
T. Rowe Price Group  34,117   2,159,606 
      101,162,313 
Energy--11.2%       
Alpha Natural Resources  30,386 a  199,636 
Anadarko Petroleum  67,402   4,712,748 
Apache  52,788   4,564,578 
Baker Hughes  59,743   2,702,176 
Cabot Oil & Gas  28,588   1,283,601 

 


Cameron International  32,535 a  1,824,237 
Chesapeake Energy  70,773 b  1,335,487 
Chevron  266,346   31,045,290 
ConocoPhillips  165,221   9,447,337 
CONSOL Energy  31,076   933,834 
Denbury Resources  51,990 a  840,158 
Devon Energy  51,190   3,096,995 
Diamond Offshore Drilling  9,883 b  650,400 
Ensco, Cl. A  31,217   1,703,200 
EOG Resources  36,349   4,072,905 
EQT  20,214   1,192,626 
Exxon Mobil  627,753   57,408,012 
FMC Technologies  32,088 a  1,485,674 
Halliburton  124,704   4,201,278 
Helmerich & Payne  14,963   712,388 
Hess  40,160   2,157,395 
Kinder Morgan  76,551   2,719,092 
Marathon Oil  94,959   2,807,938 
Marathon Petroleum  46,781   2,553,775 
Murphy Oil  25,992   1,395,510 
Nabors Industries  41,237 a  578,555 
National Oilwell Varco  57,335   4,593,107 
Newfield Exploration  18,177 a  569,304 
Noble  34,686 a  1,241,065 
Noble Energy  23,999   2,224,947 
Occidental Petroleum  110,121   9,477,013 
Peabody Energy  36,868   821,788 
Pentair  12,474   555,218 
Phillips 66  84,638   3,924,664 
Pioneer Natural Resources  16,277   1,699,319 
QEP Resources  24,072   762,120 
Range Resources  21,759   1,520,301 
Rowan Companies, Cl. A  16,543 a  558,657 
Schlumberger  180,439   13,051,153 
Southwestern Energy  47,856 a  1,664,432 
Spectra Energy  88,741   2,605,436 
Sunoco  14,278 b  668,639 
Tesoro  20,257   848,768 

 


Valero Energy  74,665   2,365,387 
Williams  84,458   2,953,496 
WPX Energy  26,988   447,731 
      198,177,370 
Food & Staples Retailing--2.4%       
Costco Wholesale  58,827   5,890,053 
CVS Caremark  173,367   8,394,430 
Kroger  74,101   1,744,338 
Safeway  32,833 b  528,283 
Sysco  78,727   2,461,793 
Wal-Mart Stores  228,604   16,870,975 
Walgreen  118,039   4,301,341 
Whole Foods Market  23,316   2,270,978 
      42,462,191 
Food, Beverage & Tobacco--6.0%       
Altria Group  275,071   9,184,621 
Archer-Daniels-Midland  89,224   2,425,108 
Beam  21,063   1,211,965 
Brown-Forman, Cl. B  19,900   1,298,475 
Campbell Soup  23,038 b  802,183 
Coca-Cola  531,090   20,144,244 
Coca-Cola Enterprises  37,686   1,178,441 
ConAgra Foods  57,156   1,576,934 
Constellation Brands, Cl. A  20,043 a  648,391 
Dean Foods  25,870 a  422,975 
Dr. Pepper Snapple Group  29,303   1,304,863 
General Mills  87,016   3,467,588 
H.J. Heinz  43,076   2,410,102 
Hershey  20,939   1,484,366 
Hormel Foods  18,619   544,420 
J.M. Smucker  15,377   1,327,496 
Kellogg  33,110   1,710,463 
Kraft Foods, Cl. A  241,292   9,977,424 
Lorillard  17,781   2,070,597 
McCormick & Co.  17,744   1,100,838 
Mead Johnson Nutrition  27,870   2,042,314 
Molson Coors Brewing, Cl. B  22,078   994,614 
Monster Beverage  20,708 a  1,121,545 

 


PepsiCo  211,346   14,956,956 
Philip Morris International  229,250   20,618,745 
Reynolds American  44,223   1,916,625 
Tyson Foods, Cl. A  40,812   653,808 
      106,596,101 
Health Care Equipment & Services--3.8%       
Aetna  45,465   1,800,414 
AmerisourceBergen  34,018   1,316,837 
Baxter International  74,485   4,488,466 
Becton Dickinson & Co.  27,451   2,156,551 
Boston Scientific  194,066 a  1,113,939 
C.R. Bard  10,612   1,110,546 
Cardinal Health  46,892   1,827,381 
CareFusion  31,292 a  888,380 
Cerner  19,568 a  1,514,759 
Cigna  39,470   1,861,800 
Coventry Health Care  18,222   759,675 
Covidien  65,262   3,877,868 
DaVita  11,592 a  1,201,047 
DENTSPLY International  19,644   749,222 
Edwards Lifesciences  15,486 a  1,662,732 
Express Scripts Holding  110,205 a  6,906,547 
Humana  21,715   1,523,307 
Intuitive Surgical  5,363 a  2,658,064 
Laboratory Corp. of America       
Holdings  12,716 a  1,175,849 
McKesson  31,931   2,747,024 
Medtronic  138,746   5,982,728 
Patterson  11,346   388,487 
Quest Diagnostics  21,325   1,352,645 
St. Jude Medical  43,102   1,815,887 
Stryker  39,362   2,190,889 
Tenet Healthcare  52,212 a  327,369 
UnitedHealth Group  140,262   7,771,917 
Varian Medical Systems  15,587 a  940,208 
WellPoint  45,188   2,621,356 
Zimmer Holdings  23,489   1,588,326 
      66,320,220 

 


Household & Personal Products--2.3%       
Avon Products  59,016   941,305 
Clorox  17,355   1,250,428 
Colgate-Palmolive  60,655   6,503,429 
Estee Lauder, Cl. A  32,607   2,007,613 
Kimberly-Clark  53,185   4,562,209 
Procter & Gamble  374,476   25,973,655 
      41,238,639 
Insurance--3.8%       
ACE  45,500   3,439,800 
Aflac  63,650   3,047,562 
Allstate  67,100   2,657,831 
American International Group  157,400 a  5,161,146 
Aon  43,761   2,288,263 
Assurant  11,443   426,824 
Berkshire Hathaway, Cl. B  249,125 a  21,972,825 
Chubb  36,537   2,787,042 
Cincinnati Financial  19,911   754,428 
Genworth Financial, Cl. A  68,350 a  357,471 
Hartford Financial Services Group  58,898   1,144,977 
Lincoln National  37,990   918,978 
Loews  42,469   1,752,271 
Marsh & McLennan  73,194   2,483,472 
MetLife  143,398   4,941,495 
Principal Financial Group  37,760   1,017,254 
Progressive  76,271   1,581,861 
Prudential Financial  63,497   3,461,221 
Torchmark  13,886   713,046 
Travelers  53,048   3,621,056 
Unum Group  38,728   744,352 
XL Group  42,023   1,009,813 
      66,282,988 
Materials--3.5%       
Air Products & Chemicals  28,383   2,347,274 
Airgas  9,628   792,384 
Alcoa  147,323   1,303,809 
Allegheny Technologies  13,887   442,995 
Ball  20,771   878,821 

 


Bemis  14,387   452,759 
CF Industries Holdings  8,652   1,922,820 
Cliffs Natural Resources  19,020 b  744,253 
Dow Chemical  162,874   4,716,831 
E.I. du Pont de Nemours & Co.  126,152   6,341,661 
Eastman Chemical  20,736   1,182,159 
Ecolab  35,834   2,322,402 
FMC  18,626   1,031,508 
Freeport-McMoRan Copper & Gold  128,147   5,072,058 
International Flavors & Fragrances  10,335   615,759 
International Paper  59,311   2,154,176 
LyondellBasell Industries, Cl. A  46,060   2,379,460 
MeadWestvaco  22,877   700,036 
Monsanto  72,432   6,592,761 
Mosaic  39,507   2,275,998 
Newmont Mining  66,833   3,743,316 
Nucor  43,351   1,658,609 
Owens-Illinois  22,187 a  416,228 
PPG Industries  20,442   2,347,559 
Praxair  40,336   4,190,104 
Sealed Air  26,589   411,066 
Sherwin-Williams  11,374   1,693,702 
Sigma-Aldrich  16,463   1,184,842 
Titanium Metals  12,570 b  161,273 
United States Steel  19,606 b  373,886 
Vulcan Materials  17,780   840,994 
      61,291,503 
Media--3.5%       
Cablevision Systems (NY Group),       
Cl. A  26,917   426,634 
CBS, Cl. B  81,010   2,943,093 
Comcast, Cl. A  362,567   12,969,022 
DIRECTV  85,413 a  4,480,766 
Discovery Communications, Cl. A  33,620 a  2,004,761 
Gannett  33,440   593,560 
Interpublic Group of Cos.  63,291   703,796 
McGraw-Hill  37,348   2,038,827 
News, Cl. A  276,940   6,793,338 

 


Omnicom Group  36,668   1,890,602 
Scripps Networks Interactive, Cl.       
A  11,766   720,432 
Time Warner  129,063   5,850,426 
Time Warner Cable  41,669   3,961,055 
Viacom, Cl. B  64,449   3,453,822 
Walt Disney  243,938   12,753,079 
Washington Post, Cl. B  710 b  257,751 
      61,840,964 
Pharmaceuticals, Biotech & Life Sciences--8.1%       
Abbott Laboratories  212,557   14,572,908 
Agilent Technologies  47,409   1,822,876 
Alexion Pharmaceuticals  25,935 a  2,966,964 
Allergan  41,807   3,828,685 
Amgen  105,221   8,872,235 
Biogen Idec  32,251 a  4,812,817 
Bristol-Myers Squibb  228,533   7,712,989 
Celgene  59,310 a  4,531,284 
Eli Lilly & Co.  138,121   6,548,317 
Forest Laboratories  31,825 a  1,133,288 
Gilead Sciences  102,392 a  6,791,661 
Hospira  21,233 a  696,867 
Johnson & Johnson  374,845 b  25,830,569 
Life Technologies  23,827 a  1,164,664 
Merck & Co.  414,079   18,674,963 
Mylan  57,557 a  1,404,391 
PerkinElmer  14,978   441,402 
Perrigo  11,960   1,389,393 
Pfizer  1,015,680   25,239,648 
Thermo Fisher Scientific  49,325   2,901,790 
Waters  11,894 a  991,127 
Watson Pharmaceuticals  17,661 a  1,504,011 
      143,832,849 
Real Estate--2.1%       
American Tower  53,713   3,834,571 
Apartment Investment & Management,       
Cl. A  19,722 c  512,575 
AvalonBay Communities  12,995 c  1,767,190 

 


Boston Properties  20,089 c  2,222,044 
CBRE Group, Cl. A  41,107 a  756,780 
Equity Residential  40,824 c  2,348,605 
HCP  58,375 c  2,596,520 
Health Care REIT  34,600 c  1,998,150 
Host Hotels & Resorts  98,163 c  1,575,516 
Kimco Realty  54,312 c  1,100,904 
Plum Creek Timber  22,426 c  983,156 
ProLogis  62,612 c  2,193,298 
Public Storage  19,371 c  2,695,862 
Simon Property Group  40,985 c  6,221,933 
Ventas  39,527 c  2,460,556 
Vornado Realty Trust  23,010 c  1,864,961 
Weyerhaeuser  73,766 c  1,928,243 
      37,060,864 
Retailing--4.0%       
Abercrombie & Fitch, Cl. A  11,988   406,633 
Amazon.com  48,963 a  12,452,270 
AutoNation  4,721 a,b  206,166 
AutoZone  5,061 a  1,870,900 
Bed Bath & Beyond  31,875 a  2,008,125 
Best Buy  37,813 b  650,005 
Big Lots  8,410 a  248,768 
CarMax  31,714 a  897,506 
Dollar Tree  31,428 a  1,517,187 
Expedia  11,971   692,403 
Family Dollar Stores  13,215   876,155 
GameStop, Cl. A  18,872 b  396,312 
Gap  40,587   1,452,203 
Genuine Parts  20,478   1,249,772 
Home Depot  205,016   12,376,816 
J.C. Penney  20,198 b  490,609 
Kohl's  29,381   1,504,895 
Limited Brands  33,548   1,652,574 
Lowe's  155,147   4,691,645 
Macy's  55,766   2,097,917 
Netflix  7,217 a,b  392,893 
Nordstrom  20,786   1,146,971 

 


O'Reilly Automotive  16,176 a  1,352,637 
Priceline.com  6,734 a  4,166,528 
Ross Stores  30,734   1,985,416 
Staples  93,132 b  1,072,881 
Target  89,441   5,676,820 
Tiffany & Co.  16,201   1,002,518 
TJX  100,236   4,489,570 
TripAdvisor  13,824 a  455,224 
Urban Outfitters  15,477 a  581,316 
      70,061,635 
Semiconductors & Semiconductor Equipment--2.0%       
Advanced Micro Devices  82,112 a,b  276,717 
Altera  44,214   1,502,613 
Analog Devices  39,273   1,539,109 
Applied Materials  168,337   1,879,483 
Broadcom, Cl. A  69,859 a  2,415,724 
First Solar  7,628 a,b  168,922 
Intel  679,584   15,412,965 
KLA-Tencor  22,841   1,089,630 
Lam Research  24,812 a,b  788,649 
Linear Technology  30,561   973,368 
LSI  75,504 a  521,733 
Microchip Technology  26,011 b  851,600 
Micron Technology  138,381 a  828,210 
NVIDIA  82,627 a  1,102,244 
Teradyne  24,552 a  349,129 
Texas Instruments  154,834   4,265,677 
Xilinx  35,039   1,170,653 
      35,136,426 
Software & Services--9.6%       
Accenture, Cl. A  86,337   6,046,180 
Adobe Systems  67,074 a  2,177,222 
Akamai Technologies  24,722 a  945,864 
Autodesk  29,599 a  987,719 
Automatic Data Processing  66,252   3,886,342 
BMC Software  19,979 a  828,929 
CA  47,840   1,232,598 
Citrix Systems  24,955 a  1,910,804 

 


Cognizant Technology Solutions,       
Cl. A  40,932 a  2,861,965 
Computer Sciences  21,610   696,058 
eBay  157,663 a  7,632,466 
Electronic Arts  46,783 a  593,676 
Fidelity National Information       
Services  33,997   1,061,386 
Fiserv  18,558 a  1,373,849 
Google, Cl. A  35,899 a  27,085,796 
International Business Machines  146,180   30,325,041 
Intuit  37,561   2,211,592 
MasterCard, Cl. A  14,591   6,587,545 
Microsoft  1,025,635   30,543,410 
Oracle  517,954   16,310,371 
Paychex  43,587   1,451,011 
Red Hat  26,641 a  1,516,939 
SAIC  37,552   452,126 
Salesforce.com  17,402 a  2,657,111 
Symantec  98,049 a  1,764,882 
Teradata  22,910 a  1,727,643 
Total System Services  20,172   478,076 
VeriSign  22,197 a  1,080,772 
Visa, Cl. A  71,002   9,534,149 
Western Union  83,211   1,516,104 
Yahoo!  141,979 a  2,268,115 
      169,745,741 
Technology Hardware & Equipment--8.3%       
Amphenol, Cl. A  21,429   1,261,740 
Apple  127,420   85,022,269 
Cisco Systems  724,802   13,836,470 
Corning  205,264   2,699,222 
Dell  201,237   1,984,197 
EMC  283,569 a  7,732,927 
F5 Networks  10,419 a  1,090,869 
FLIR Systems  22,461   448,658 
Harris  15,059   771,322 
Hewlett-Packard  267,418   4,562,151 
Jabil Circuit  24,327   455,401 

 


JDS Uniphase  31,303 a  387,688 
Juniper Networks  70,645 a  1,208,736 
Molex  19,018 b  499,793 
Motorola Solutions  39,583   2,000,921 
NetApp  48,862 a  1,606,583 
QUALCOMM  231,529   14,468,247 
SanDisk  33,020 a  1,434,059 
Seagate Technology  48,111   1,491,441 
TE Connectivity  57,400   1,952,174 
Western Digital  30,278   1,172,667 
Xerox  175,188   1,285,880 
      147,373,415 
Telecommunication Services--3.3%       
AT&T  784,592   29,579,118 
CenturyLink  83,616   3,378,086 
Crown Castle International  39,748 a  2,547,847 
Frontier Communications  135,514 b  664,019 
MetroPCS Communications  42,878 a  502,101 
Sprint Nextel  418,106 a  2,307,945 
Verizon Communications  387,339   17,651,038 
Windstream  80,533 b  814,189 
      57,444,343 
Transportation--1.5%       
C.H. Robinson Worldwide  22,149   1,296,824 
CSX  142,006   2,946,624 
Expeditors International of       
Washington  28,782   1,046,514 
FedEx  39,739   3,362,714 
Norfolk Southern  43,461   2,765,423 
Ryder System  6,897   269,397 
Southwest Airlines  101,115   886,779 
Union Pacific  64,386   7,642,618 
United Parcel Service, Cl. B  100,165   7,168,809 
      27,385,702 
Utilities--3.5%       
AES  83,991   921,381 
AGL Resources  16,031   655,828 
Ameren  33,246   1,086,147 

 


American Electric Power  65,855   2,893,669 
CenterPoint Energy  57,365   1,221,874 
CMS Energy  35,654   839,652 
Consolidated Edison  38,918   2,330,799 
Dominion Resources  77,010   4,076,909 
DTE Energy  22,870   1,370,828 
Duke Energy  95,090   6,161,832 
Edison International  44,705   2,042,571 
Entergy  23,992   1,662,646 
Exelon  115,035   4,092,945 
FirstEnergy  57,041   2,515,508 
Integrys Energy Group  9,923   517,981 
NextEra Energy  57,464   4,041,443 
NiSource  37,374   952,290 
Northeast Utilities  42,468   1,623,552 
NRG Energy  28,648   612,781 
ONEOK  27,862   1,346,013 
Pepco Holdings  31,659 b  598,355 
PG&E  57,027   2,433,342 
Pinnacle West Capital  14,687   775,474 
PPL  77,967   2,264,941 
Public Service Enterprise Group  67,146   2,160,758 
SCANA  17,807 b  859,544 
Sempra Energy  30,587   1,972,556 
Southern  118,926   5,481,299 
TECO Energy  27,160   481,818 
Wisconsin Energy  32,068   1,208,002 
Xcel Energy  66,376   1,839,279 
      61,042,017 
Total Common Stocks       
(cost $1,127,995,267)      1,751,103,644 
  Principal    
Short-Term Investments--.1%  Amount ($)   Value ($) 
U.S. Treasury Bills;       
0.10%, 12/20/12       
(cost $889,805)  890,000 d  889,842 
 
Other Investment--.7%  Shares   Value ($) 

 


Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $13,095,829)  13,095,829 e  13,095,829  
Investment of Cash Collateral for         
Securities Loaned--2.3%         
Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Fund         
(cost $40,137,609)  40,137,609 e  40,137,609  
Total Investments (cost $1,182,118,510)  102.3 %  1,805,226,924  
Liabilities, Less Cash and Receivables  (2.3 %)  (39,647,743 ) 
Net Assets  100.0 %  1,765,579,181  
 
REIT-Real Estate Investment Trust         

 

a Non-income producing security. 
b Security, or portion thereof, on loan. At September 30, 2012, the value of the fund's securities on loan was $39,657,259 and 
the value of the collateral held by the fund was $41,054,024, consisting of cash collateral of $40,137,609 and U.S. Government 
& Agency securities valued at $916,415. 
c Investment in real estate investment trust. 
d Held by or on behalf of a counterparty for open financial futures positions. 
e Investment in affiliated money market mutual fund. 

 

At September, 30, 2012, net unrealized appreciation on investments was $623,108,414 of which $787,666,727 related to appreciated investment securities and $164,558,313 related to depreciated investment securities. At September 30, 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 (%) 
Energy  11.2 
Software & Services  9.6 
Technology Hardware & Equipment  8.3 
Pharmaceuticals, Biotech & Life Sciences  8.1 
Capital Goods  7.7 
Food, Beverage & Tobacco  6.0 
Diversified Financials  5.7 
Retailing  4.0 
Health Care Equipment & Services  3.8 

 


Insurance  3.8 
Materials  3.5 
Media  3.5 
Utilities  3.5 
Telecommunication Services  3.3 
Short-Term/Money Market Investments  3.1 
Banks  2.9 
Food & Staples Retailing  2.4 
Household & Personal Products  2.3 
Real Estate  2.1 
Semiconductors & Semiconductor Equipment  2.0 
Consumer Services  1.9 
Transportation  1.5 
Consumer Durables & Apparel  1.0 
Automobiles & Components  .6 
Commercial & Professional Services  .5 
  102.3 
† Based on net assets.   

 


STATEMENT OF FINANCIAL FUTURES           
September 30, 2012 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    (Depreciation)  
  Contracts  Contracts ($)  Expiration  at 9/30/2012 ($) 
Financial Futures Long           
Standard & Poor's 500 E-mini  219  15,704,490  December 2012  (168,092 ) 

 


The following is a summary of the inputs used as of September 30, 2012 in valuing the fund's investments:

        Level 3 -   
  Level 1 -   Level 2 - Other  Significant   
  Unadjusted Quoted   Significant  Unobservable   
Assets ($)  Prices   Observable Inputs  Inputs  Total
Investments in Securities:           
Equity Securities - Domestic+  1,749,400,444   -  -  1,749,400,444
Equity Securities - Foreign+  1,703,200   -  -  1,703,200
Mutual Funds  53,233,438   -  -  53,233,438
U.S. Treasury  -   889,842  -  889,842
Liabilities ($)           
Other Financial Instruments:           
Financial Futures++  (168,092 )  -  -  (168,092) 
+ 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 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.

U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 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.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund during the period ended September 30, 2012 is discussed below.

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. 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 20, 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:

November 20, 2012

 

By: /s/ James Windels

James Windels

Treasurer

 

Date:

November 20, 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)