0000846800-13-000025.txt : 20130523 0000846800-13-000025.hdr.sgml : 20130523 20130523172011 ACCESSION NUMBER: 0000846800-13-000025 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130523 DATE AS OF CHANGE: 20130523 EFFECTIVENESS DATE: 20130523 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: 13869364 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)

 

 

 

 

 

John Pak, 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:

3/31/13

 

             

 

 

 

 

FORM N-Q

Item 1.                        Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS       
Dreyfus Stock Index Fund       
March 31, 2013 (Unaudited)       
 
 
Common Stocks--100.3%  Shares   Value ($) 
Automobiles & Components--.8%       
BorgWarner  15,012 a  1,161,028 
Delphi Automotive  39,101   1,736,084 
Ford Motor  517,949   6,811,029 
Goodyear Tire & Rubber  30,040 a  378,804 
Harley-Davidson  30,163   1,607,688 
Johnson Controls  90,571   3,176,325 
      14,870,958 
Banks--2.8%       
BB&T  91,377   2,868,324 
Comerica  25,392   912,842 
Fifth Third Bancorp  116,252   1,896,070 
First Horizon National  34,481   368,257 
Hudson City Bancorp  64,738   559,336 
Huntington Bancshares  111,419   823,386 
KeyCorp  123,613   1,231,185 
M&T Bank  16,053   1,656,027 
People's United Financial  44,393   596,642 
PNC Financial Services Group  70,295   4,674,618 
Regions Financial  190,572   1,560,785 
SunTrust Banks  71,489   2,059,598 
U.S. Bancorp  246,858   8,375,892 
Wells Fargo & Co.  648,663   23,994,044 
Zions Bancorporation  25,036   625,650 
      52,202,656 
Capital Goods--7.7%       
3M  83,716   8,899,848 
Boeing  89,998   7,726,328 
Caterpillar  86,666   7,537,342 
Cummins  23,445   2,715,166 
Danaher  76,303   4,742,232 
Deere & Co.  51,373   4,417,051 
Dover  23,200   1,690,816 
Eaton  61,495   3,766,569 
Emerson Electric  95,052   5,310,555 
Fastenal  35,017   1,798,123 
Flowserve  6,397   1,072,841 
Fluor  21,592   1,432,197 
General Dynamics  43,956   3,099,338 
General Electric  1,376,952   31,835,130 
Honeywell International  103,704   7,814,096 
Illinois Tool Works  55,066   3,355,722 
Ingersoll-Rand  36,600   2,013,366 
Jacobs Engineering Group  17,975 a  1,010,914 
Joy Global  13,364   795,425 
L-3 Communications Holdings  12,078   977,352 
Lockheed Martin  35,978   3,472,597 

 


Masco  47,940   970,785 
Northrop Grumman  31,501   2,209,795 
PACCAR  46,729 b  2,362,618 
Pall  14,104   964,290 
Parker Hannifin  19,383   1,775,095 
Pentair  27,422   1,446,511 
Precision Castparts  19,286   3,657,011 
Quanta Services  28,332 a  809,729 
Raytheon  42,997   2,527,794 
Rockwell Automation  18,140   1,566,389 
Rockwell Collins  18,503   1,167,909 
Roper Industries  12,840   1,634,660 
Snap-on  7,385   610,740 
Stanley Black & Decker  21,296   1,724,337 
Textron  36,395   1,084,935 
United Technologies  111,590   10,425,854 
W.W. Grainger  7,993   1,798,265 
Xylem  25,459   701,650 
      142,921,375 
Commercial & Professional Services--.7%       
ADT  31,150   1,524,481 
Avery Dennison  13,279   571,927 
Cintas  14,764 b  651,535 
Dun & Bradstreet  5,788 b  484,166 
Equifax  15,447   889,593 
Iron Mountain  22,420   814,070 
Pitney Bowes  27,570 b  409,690 
Republic Services  39,695   1,309,935 
Robert Half International  18,973   712,057 
Stericycle  11,032 a  1,171,378 
Tyco International  62,300   1,993,600 
Waste Management  57,560   2,256,928 
      12,789,360 
Consumer Durables & Apparel--1.2%       
Coach  38,340   1,916,617 
D.R. Horton  35,504   862,747 
Fossil  7,038 a  679,871 
Garmin  14,662 b  484,432 
Harman International Industries  8,150   363,735 
Hasbro  16,061 b  705,720 
Leggett & Platt  19,083   644,624 
Lennar, Cl. A  22,486 b  932,719 
Mattel  46,381   2,031,024 
Newell Rubbermaid  37,233   971,781 
NIKE, Cl. B  95,786   5,652,332 
PulteGroup  44,106 a  892,705 
PVH  10,391   1,109,863 
Ralph Lauren  8,310   1,406,966 
VF  11,440   1,919,060 
Whirlpool  10,526   1,246,910 
      21,821,106 
Consumer Services--1.9%       
Apollo Group, Cl. A  14,827 a,b  257,842 

 


Carnival  59,162   2,029,257 
Chipotle Mexican Grill  4,198 a  1,368,002 
Darden Restaurants  16,603   858,043 
H&R Block  37,117   1,091,982 
International Game Technology  34,374   567,171 
Marriott International, Cl. A  31,871   1,345,912 
McDonald's  132,169   13,175,928 
Starbucks  99,083   5,643,768 
Starwood Hotels & Resorts       
  Worldwide  26,487 c  1,688,017 
Wyndham Worldwide  18,805   1,212,546 
Wynn Resorts  10,674   1,335,958 
Yum! Brands  59,612   4,288,487 
      34,862,913 
Diversified Financials--6.8%       
American Express  127,350   8,591,031 
Ameriprise Financial  26,867   1,978,755 
Bank of America  1,431,526   17,435,987 
Bank of New York Mellon  154,245   4,317,318 
BlackRock  16,433   4,221,309 
Capital One Financial  77,178   4,240,931 
Charles Schwab  144,815   2,561,777 
Citigroup  401,158   17,747,230 
CME Group  40,441   2,482,673 
Discover Financial Services  66,318   2,973,699 
E*TRADE Financial  31,226 a  334,431 
Franklin Resources  18,508   2,791,191 
Goldman Sachs Group  58,100   8,549,415 
IntercontinentalExchange  9,405 a  1,533,673 
Invesco  57,843   1,675,133 
JPMorgan Chase & Co.  506,289   24,028,476 
Legg Mason  15,358   493,760 
Leucadia National  38,691   1,061,294 
McGraw-Hill  37,348   1,945,084 
Moody's  26,189   1,396,397 
Morgan Stanley  183,456   4,032,363 
NASDAQ OMX Group  16,720   540,056 
Northern Trust  28,250   1,541,320 
NYSE Euronext  31,582   1,220,328 
SLM  59,410   1,216,717 
State Street  60,825   3,594,149 
T. Rowe Price Group  34,117   2,554,340 
      125,058,837 
Energy--10.9%       
Anadarko Petroleum  66,399   5,806,593 
Apache  51,945   4,008,076 
Baker Hughes  58,176   2,699,948 
Cabot Oil & Gas  27,163   1,836,490 
Cameron International  32,535 a  2,121,282 
Chesapeake Energy  70,773 b  1,444,477 
Chevron  257,236   30,564,782 
ConocoPhillips  161,500   9,706,150 
CONSOL Energy  31,076   1,045,707 

 


Denbury Resources  51,990 a  969,614 
Devon Energy  49,826   2,811,183 
Diamond Offshore Drilling  8,837 b  614,702 
Ensco, Cl. A  31,217   1,873,020 
EOG Resources  35,864   4,593,103 
EQT  20,214   1,369,499 
Exxon Mobil  593,701   53,498,397 
FMC Technologies  32,088 a  1,745,266 
Halliburton  123,242   4,980,209 
Helmerich & Payne  13,535   821,575 
Hess  38,779   2,776,964 
Kinder Morgan  83,852   3,243,395 
Marathon Oil  92,380   3,115,054 
Marathon Petroleum  43,977   3,940,339 
Murphy Oil  24,585   1,566,802 
Nabors Industries  36,637   594,252 
National Oilwell Varco  55,912   3,955,774 
Newfield Exploration  18,177 a  407,528 
Noble  32,612   1,244,148 
Noble Energy  23,733   2,744,959 
Occidental Petroleum  106,570   8,351,891 
Peabody Energy  36,868   779,758 
Phillips 66  82,346   5,761,750 
Pioneer Natural Resources  17,477   2,171,517 
QEP Resources  24,072   766,452 
Range Resources  21,759   1,763,349 
Rowan, Cl. A  16,543 a  584,960 
Schlumberger  175,764   13,162,966 
Southwestern Energy  45,832 a  1,707,700 
Spectra Energy  88,304   2,715,348 
Tesoro  18,308   1,071,933 
Valero Energy  72,409   3,293,885 
Williams  90,074   3,374,172 
WPX Energy  26,988 a  432,348 
      202,037,317 
Food & Staples Retailing--2.4%       
Costco Wholesale  57,607   6,112,679 
CVS Caremark  163,935   9,014,786 
Kroger  67,821   2,247,588 
Safeway  32,833 b  865,150 
Sysco  78,727   2,768,829 
Wal-Mart Stores  221,346   16,563,321 
Walgreen  112,670   5,372,106 
Whole Foods Market  22,700   1,969,225 
      44,913,684 
Food, Beverage & Tobacco--6.2%       
Altria Group  266,376   9,160,671 
Archer-Daniels-Midland  87,172   2,940,312 
Beam  21,063   1,338,343 
Brown-Forman, Cl. B  19,900   1,420,860 
Campbell Soup  23,038   1,045,004 
Coca-Cola  508,180   20,550,799 
Coca-Cola Enterprises  34,892   1,288,213 

 


ConAgra Foods  54,096   1,937,178 
Constellation Brands, Cl. A  20,043 a  954,849 
Dean Foods  25,870 a  469,023 
Dr. Pepper Snapple Group  27,536   1,292,815 
General Mills  85,034   4,193,027 
H.J. Heinz  43,076   3,113,103 
Hershey  19,912   1,742,897 
Hormel Foods  18,619   769,337 
J.M. Smucker  14,530   1,440,795 
Kellogg  33,110   2,133,277 
Kraft Foods Group  78,495   4,044,847 
Lorillard  50,329   2,030,775 
McCormick & Co.  17,744   1,305,071 
Mead Johnson Nutrition  26,892   2,082,785 
Molson Coors Brewing, Cl. B  20,524   1,004,239 
Mondelez International, Cl. A  233,442   7,145,660 
Monster Beverage  19,059 a  909,877 
PepsiCo  203,703   16,114,944 
Philip Morris International  218,276   20,236,368 
Reynolds American  43,793   1,948,351 
Tyson Foods, Cl. A  37,136   921,716 
      113,535,136 
Health Care Equipment & Services--4.2%       
Abbott Laboratories  207,725   7,336,847 
Aetna  44,168   2,257,868 
AmerisourceBergen  30,976   1,593,715 
Baxter International  72,071   5,235,237 
Becton Dickinson & Co.  25,663   2,453,639 
Boston Scientific  177,307 a  1,384,768 
C.R. Bard  9,817   989,357 
Cardinal Health  45,049   1,874,939 
CareFusion  28,603 a  1,000,819 
Cerner  19,568 a  1,854,068 
Cigna  38,114   2,377,170 
Coventry Health Care  18,222   856,981 
Covidien  62,009   4,206,691 
DaVita HealthCare Partners  10,866 a  1,288,599 
DENTSPLY International  17,849   757,155 
Edwards Lifesciences  15,486 a  1,272,330 
Express Scripts Holding  108,273 a  6,241,938 
Humana  20,570   1,421,593 
Intuitive Surgical  5,197 a  2,552,714 
Laboratory Corp. of America       
  Holdings  12,716 a  1,146,983 
McKesson  31,289   3,377,960 
Medtronic  133,824   6,284,375 
Patterson  11,346   431,602 
Quest Diagnostics  21,325   1,203,796 
St. Jude Medical  37,707   1,524,871 
Stryker  38,229   2,494,060 
Tenet Healthcare  13,053 a  621,062 
UnitedHealth Group  135,306   7,740,856 
Varian Medical Systems  14,388 a  1,035,936 

 


WellPoint  40,498   2,682,183 
Zimmer Holdings  22,494   1,691,999 
      77,192,111 
Household & Personal Products--2.4%       
Avon Products  59,016   1,223,402 
Clorox  17,355   1,536,438 
Colgate-Palmolive  58,241   6,874,185 
Estee Lauder, Cl. A  31,218   1,998,889 
Kimberly-Clark  51,309   5,027,256 
Procter & Gamble  361,536   27,859,964 
      44,520,134 
Insurance--4.2%       
ACE  44,500   3,959,165 
Aflac  62,112   3,231,066 
Allstate  62,939   3,088,417 
American International Group  194,049 a  7,532,982 
Aon  41,347   2,542,841 
Assurant  9,468   426,155 
Berkshire Hathaway, Cl. B  241,382 a  25,152,004 
Chubb  34,422   3,012,958 
Cincinnati Financial  19,911   939,600 
Genworth Financial, Cl. A  68,350 a  683,500 
Hartford Financial Services Group  58,898   1,519,568 
Lincoln National  35,327   1,152,013 
Loews  40,578   1,788,272 
Marsh & McLennan  71,033   2,697,123 
MetLife  144,660   5,499,973 
Principal Financial Group  37,760   1,284,973 
Progressive  72,526   1,832,732 
Prudential Financial  61,799   3,645,523 
Torchmark  12,455   744,809 
Travelers  50,309   4,235,515 
Unum Group  35,075   990,869 
XL Group  38,711   1,172,943 
      77,133,001 
Materials--3.4%       
Air Products & Chemicals  27,549   2,400,069 
Airgas  9,086   900,968 
Alcoa  139,340   1,187,177 
Allegheny Technologies  13,887   440,357 
Ball  20,771   988,284 
Bemis  14,387   580,659 
CF Industries Holdings  8,263   1,573,027 
Cliffs Natural Resources  19,020 b  361,570 
Dow Chemical  159,291   5,071,825 
E.I. du Pont de Nemours & Co.  123,596   6,075,979 
Eastman Chemical  20,736   1,448,824 
Ecolab  34,850   2,794,273 
FMC  18,626   1,062,241 
Freeport-McMoRan Copper & Gold  126,055   4,172,421 
International Flavors & Fragrances  10,335   792,384 
International Paper  57,845   2,694,420 
LyondellBasell Industries, Cl. A  49,615   3,140,133 

 


MeadWestvaco  22,877   830,435 
Monsanto  70,885   7,487,583 
Mosaic  36,968   2,203,662 
Newmont Mining  64,869   2,717,362 
Nucor  41,908   1,934,054 
Owens-Illinois  22,187 a  591,284 
PPG Industries  18,638   2,496,374 
Praxair  39,597   4,416,649 
Sealed Air  25,512   615,094 
Sherwin-Williams  11,374   1,920,955 
Sigma-Aldrich  16,463   1,278,846 
United States Steel  19,606 b  382,317 
Vulcan Materials  17,780   919,226 
      63,478,452 
Media--3.6%       
Cablevision Systems (NY Group),       
  Cl. A  26,917   402,678 
CBS, Cl. B  77,558   3,621,183 
Comcast, Cl. A  349,876   14,698,291 
DIRECTV  75,632 a  4,281,528 
Discovery Communications, Cl. A  32,384 a  2,549,916 
Gannett  29,194   638,473 
Interpublic Group of Cos.  57,023   743,010 
News Corp., Cl. A  265,028   8,088,655 
Omnicom Group  34,997   2,061,323 
Scripps Networks Interactive, Cl.       
A  11,766   757,024 
Time Warner  123,859   7,136,756 
Time Warner Cable  39,170   3,762,670 
Viacom, Cl. B  60,894   3,749,244 
Walt Disney  238,608   13,552,934 
Washington Post, Cl. B  514 b  229,758 
      66,273,443 
Pharmaceuticals, Biotech & Life Sciences--8.4%       
AbbVie  207,752   8,472,127 
Actavis  16,765 a  1,544,224 
Agilent Technologies  46,018   1,931,376 
Alexion Pharmaceuticals  25,935 a  2,389,651 
Allergan  40,816   4,556,290 
Amgen  99,207   10,169,710 
Biogen Idec  31,401 a  6,057,567 
Bristol-Myers Squibb  217,015   8,938,848 
Celgene  55,943 a  6,484,353 
Eli Lilly & Co.  132,299   7,513,260 
Forest Laboratories  31,825 a  1,210,623 
Gilead Sciences  201,376 a  9,853,328 
Hospira  21,233 a  697,079 
Johnson & Johnson  369,716   30,142,945 
Life Technologies  22,263 a  1,438,858 
Merck & Co.  400,430   17,711,019 
Mylan  53,916 a  1,560,329 
PerkinElmer  14,978   503,860 
Perrigo  11,960   1,420,011 

 


Pfizer  953,011   27,503,897 
Thermo Fisher Scientific  47,433   3,628,150 
Waters  11,894 a  1,116,966 
      154,844,471 
Real Estate--2.2%       
American Tower  52,460 c  4,035,223 
Apartment Investment & Management,       
  Cl. A  19,722 c  604,677 
AvalonBay Communities  15,058 c  1,907,397 
Boston Properties  20,089 c  2,030,194 
CBRE Group, Cl. A  41,107 a  1,037,952 
Equity Residential  43,007 c  2,367,965 
HCP  60,438 c  3,013,439 
Health Care  33,634 c  2,284,085 
Host Hotels & Resorts  98,163 c  1,716,871 
Kimco Realty  54,312 c  1,216,589 
Plum Creek Timber  20,903 c  1,091,137 
Prologis  60,916 c  2,435,422 
Public Storage  18,842 c  2,870,013 
Simon Property Group  41,463 c  6,574,373 
Ventas  38,710 c  2,833,572 
Vornado Realty Trust  22,015 c  1,841,335 
Weyerhaeuser  71,057 c  2,229,769 
      40,090,013 
Retailing--4.2%       
Abercrombie & Fitch, Cl. A  10,357   478,493 
Amazon.com  48,109 a  12,820,567 
AutoNation  4,721 a  206,544 
AutoZone  4,816 a  1,910,844 
Bed Bath & Beyond  30,651 a  1,974,537 
Best Buy  32,803   726,587 
CarMax  29,742 a  1,240,241 
Dollar General  40,028 a  2,024,616 
Dollar Tree  29,266 a  1,417,352 
Expedia  11,971   718,380 
Family Dollar Stores  13,215   780,346 
GameStop, Cl. A  15,711 b  439,437 
Gap  40,587   1,436,780 
Genuine Parts  20,478   1,597,284 
Home Depot  197,859   13,806,601 
J.C. Penney  20,198 a,b  305,192 
Kohl's  27,346   1,261,471 
L Brands  31,784   1,419,473 
Lowe's  147,675   5,599,836 
Macy's  51,682   2,162,375 
Netflix  7,217 a  1,366,972 
Nordstrom  20,786   1,148,011 
O'Reilly Automotive  14,868 a  1,524,713 
PetSmart  14,702   912,994 
priceline.com  6,616 a  4,551,345 
Ross Stores  29,504   1,788,532 
Staples  86,717 b  1,164,609 
Target  85,412   5,846,451 

 


The TJX Companies  96,275   4,500,856 
Tiffany & Co.  16,201 b  1,126,618 
TripAdvisor  13,824 a  726,036 
Urban Outfitters  13,780 a  533,837 
      77,517,930 
Semiconductors & Semiconductor Equipment--2.0%       
Advanced Micro Devices  82,112 a,b  209,386 
Altera  41,943   1,487,718 
Analog Devices  39,273   1,825,802 
Applied Materials  160,257   2,160,264 
Broadcom, Cl. A  68,029   2,358,565 
First Solar  7,628 a,b  205,651 
Intel  655,205   14,316,229 
KLA-Tencor  21,466   1,132,117 
Lam Research  22,069 a  914,981 
Linear Technology  30,561   1,172,626 
LSI  75,504 a  511,917 
Microchip Technology  26,011 b  956,164 
Micron Technology  138,381 a  1,381,042 
NVIDIA  82,627   1,059,278 
Teradyne  24,552 a  398,233 
Texas Instruments  146,384   5,193,704 
Xilinx  35,039   1,337,439 
      36,621,116 
Software & Services--9.5%       
Accenture, Cl. A  85,197   6,472,416 
Adobe Systems  65,086 a  2,831,892 
Akamai Technologies  22,882 a  807,506 
Autodesk  29,599 a  1,220,663 
Automatic Data Processing  63,581   4,134,037 
BMC Software  16,433 a  761,341 
CA  44,490   1,119,813 
Citrix Systems  24,955 a  1,800,753 
Cognizant Technology Solutions,       
  Cl. A  39,865 a  3,054,058 
Computer Sciences  19,692   969,437 
eBay  154,333 a  8,367,935 
Electronic Arts  41,318 a  731,329 
Fidelity National Information       
  Services  38,477   1,524,459 
Fiserv  17,862 a  1,568,819 
Google, Cl. A  35,331 a  28,053,874 
International Business Machines  138,781   29,601,987 
Intuit  36,513   2,397,078 
MasterCard, Cl. A  13,990   7,570,409 
Microsoft  998,431   28,565,111 
Oracle  489,294   15,823,768 
Paychex  43,587 b  1,528,596 
Red Hat  25,249 a  1,276,589 
SAIC  37,552   508,830 
salesforce.com  17,810 a  3,184,962 
Symantec  90,294 a  2,228,456 
Teradata  22,910 a  1,340,464 

 


Total System Services  20,172   499,862 
VeriSign  20,666 a  977,088 
Visa, Cl. A  68,602   11,651,364 
Western Union  78,931   1,187,122 
Yahoo!  128,982 a  3,034,946 
      174,794,964 
Technology Hardware & Equipment--6.6%       
Amphenol, Cl. A  21,429   1,599,675 
Apple  124,297   55,017,581 
Cisco Systems  705,388   14,749,663 
Corning  192,712   2,568,851 
Dell  194,063   2,780,923 
EMC  279,201 a  6,670,112 
F5 Networks  10,419 a  928,125 
FLIR Systems  18,628   484,514 
Harris  15,059   697,834 
Hewlett-Packard  260,945   6,220,929 
Jabil Circuit  24,327   449,563 
JDS Uniphase  31,303 a  418,521 
Juniper Networks  66,700 a  1,236,618 
Molex  19,018 b  556,847 
Motorola Solutions  36,737   2,352,270 
NetApp  46,464 a  1,587,210 
QUALCOMM  227,237   15,213,517 
SanDisk  31,325 a  1,722,875 
Seagate Technology  42,469 b  1,552,667 
TE Connectivity  55,000   2,306,150 
Western Digital  28,412   1,428,555 
Xerox  163,547   1,406,504 
      121,949,504 
Telecommunication Services--3.0%       
AT&T  728,507   26,728,922 
CenturyLink  81,682   2,869,489 
Crown Castle International  38,819 a  2,703,355 
Frontier Communications  135,514 b  539,346 
MetroPCS Communications  42,878 a  467,370 
Sprint Nextel  401,610 a  2,493,998 
Verizon Communications  378,211   18,589,071 
Windstream  80,533 b  640,237 
      55,031,788 
Transportation--1.7%       
C.H. Robinson Worldwide  21,239   1,262,871 
CSX  135,320   3,332,932 
Expeditors International of       
  Washington  26,903   960,706 
FedEx  38,745   3,804,759 
Norfolk Southern  42,313   3,261,486 
Ryder System  6,897   412,096 
Southwest Airlines  101,115   1,363,030 
Union Pacific  62,343   8,878,267 
United Parcel Service, Cl. B  94,060   8,079,754 
      31,355,901 

 


Utilities--3.5%       
AES  83,991   1,055,767 
AGL Resources  16,031   672,500 
Ameren  33,246   1,164,275 
American Electric Power  64,245   3,124,234 
CenterPoint Energy  57,365   1,374,465 
CMS Energy  35,654   996,173 
Consolidated Edison  38,918   2,375,166 
Dominion Resources  75,292   4,380,489 
DTE Energy  22,870   1,562,936 
Duke Energy  92,509   6,715,228 
Edison International  43,042   2,165,873 
Entergy  23,992   1,517,254 
Exelon  111,821   3,855,588 
FirstEnergy  55,325   2,334,715 
Integrys Energy Group  9,923   577,122 
NextEra Energy  56,121   4,359,479 
NiSource  41,385   1,214,236 
Northeast Utilities  42,468   1,845,659 
NRG Energy  43,245   1,145,560 
ONEOK  27,862   1,328,182 
Pepco Holdings  31,659   677,503 
PG&E  57,027   2,539,412 
Pinnacle West Capital  14,687   850,230 
PPL  77,967   2,441,147 
Public Service Enterprise Group  67,146   2,305,794 
SCANA  17,807   911,006 
Sempra Energy  29,720   2,375,817 
Southern  114,685   5,381,020 
TECO Energy  27,160   483,991 
Wisconsin Energy  30,050   1,288,845 
Xcel Energy  63,315   1,880,456 
      64,900,122 
Total Common Stocks       
(cost $1,081,141,460)      1,850,716,292 
  Principal    
Short-Term Investments--.0%  Amount ($)   Value ($) 
U.S. Treasury Bills;       
0.09%, 6/13/13       
(cost $884,830)  885,000 d  884,901 
 
Other Investment--.7%  Shares   Value ($) 
Registered Investment Company;       
Dreyfus Institutional Preferred       
Plus Money Market Fund       
(cost $13,648,772)  13,648,772 e  13,648,772 

 


Investment of Cash Collateral for         
Securities Loaned--.6%         
Registered Investment Company;         
Dreyfus Institutional Cash         
  Advantage Fund         
(cost $10,797,525)  10,797,525 e  10,797,525  
Total Investments (cost $1,106,472,587)  101.6 %  1,876,047,490  
Liabilities, Less Cash and Receivables  (1.6 %)  (29,983,994 ) 
Net Assets  100.0 %  1,846,063,496  

 

a Non-income producing security. 
b Security, or portion thereof, on loan. At March 31, 2013, the value of the fund's securities on loan was $15,872,452 and the 
value of the collateral held by the fund was $16,140,703, consisting of cash collateral of $10,797,525 and U.S. Government 
& Agency securities valued at $5,343,178. 
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 March 31, 2013, net unrealized appreciation on investments was $769,574,903 of which $885,942,673 related to appreciated investment securities and $116,367,770 related to depreciated investment securities. At March 31, 2013, 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  10.9 
Software & Services  9.5 
Pharmaceuticals, Biotech & Life Sciences  8.4 
Capital Goods  7.7 
Diversified Financials  6.8 
Technology Hardware & Equipment  6.6 
Food, Beverage & Tobacco  6.2 
Health Care Equipment & Services  4.2 
Insurance  4.2 
Retailing  4.2 
Media  3.6 
Utilities  3.5 
Materials  3.4 
Telecommunication Services  3.0 
Banks  2.8 
Food & Staples Retailing  2.4 
Household & Personal Products  2.4 
Real Estate  2.2 
Semiconductors & Semiconductor Equipment  2.0 
Consumer Services  1.9 
Transportation  1.7 
Short-Term/Money Market Investments  1.3 
Consumer Durables & Apparel  1.2 
Automobiles & Components  .8 
Commercial & Professional Services  .7 
  101.6 

 

† Based on net assets. 

 


STATEMENT OF FINANCIAL FUTURES           
March 31, 2013 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    Appreciation  
  Contracts  Contracts ($)  Expiration  at 3/31/2013 ($) 
Financial Futures Long           
Standard & Poor's 500 E-mini  219  17,111,565  June 2013  293,900  

 


The following is a summary of the inputs used as of March 31, 2013 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 Common Stocks+  1,848,843,272  -  -  1,848,843,272 
Equity Securities - Foreign Common Stocks+  1,873,020  -  -  1,873,020 
Mutual Funds  24,446,297  -  -  24,446,297 
U.S. Treasury  -  884,901  -  884,901 
Other Financial Instruments:         
Financial Futures++  293,900  -  -  293,900 

 

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

 


The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

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.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 within 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.

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.


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 March 31, 2013 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:

May 17, 2013

 

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 17, 2013

 

By: /s/James Windels

James Windels

Treasurer

 

Date:

May 17, 2013

 

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 17, 2013

 

 

 

 

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 17, 2013