0000846800-13-000032.txt : 20131126 0000846800-13-000032.hdr.sgml : 20131126 20131126102556 ACCESSION NUMBER: 0000846800-13-000032 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131126 DATE AS OF CHANGE: 20131126 EFFECTIVENESS DATE: 20131126 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: 131242717 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 form763nq.htm FORM N-Q form763nq.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:

09/30/13

 

             

 

 

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS       
Dreyfus Stock Index Fund       
September 30, 2013 (Unaudited)       
 
 
Common Stocks--99.0%  Shares   Value ($) 
Automobiles & Components--1.2%       
BorgWarner  14,111   1,430,714 
Delphi Automotive  36,551   2,135,309 
Ford Motor  489,141   8,251,809 
General Motors  117,504 a  4,226,619 
Goodyear Tire & Rubber  30,040   674,398 
Harley-Davidson  28,171   1,809,705 
Johnson Controls  85,581   3,551,612 
      22,080,166 
Banks--2.8%       
BB&T  87,473   2,952,214 
Comerica  23,003   904,248 
Fifth Third Bancorp  109,191   1,969,806 
Hudson City Bancorp  55,868   505,605 
Huntington Bancshares  101,038   834,574 
KeyCorp  114,796   1,308,674 
M&T Bank  16,254   1,819,148 
People's United Financial  37,482   538,991 
PNC Financial Services Group  66,171   4,794,089 
Regions Financial  176,032   1,630,056 
SunTrust Banks  67,264   2,180,699 
U.S. Bancorp  230,128   8,418,082 
Wells Fargo & Co.  604,447   24,975,750 
Zions Bancorporation  22,310   611,740 
      53,443,676 
Capital Goods--8.1%       
3M  81,194   9,695,376 
AMETEK  30,241   1,391,691 
Boeing  86,794   10,198,295 
Caterpillar  79,596   6,635,919 
Cummins  22,058   2,930,846 
Danaher  74,796   5,184,859 
Deere & Co.  47,893 b  3,898,011 
Dover  21,765   1,955,150 
Eaton  58,959   4,058,738 
Emerson Electric  90,449   5,852,050 
Fastenal  33,080   1,662,270 
Flowserve  17,733   1,106,362 
Fluor  20,203   1,433,605 
General Dynamics  41,551   3,636,544 
General Electric  1,273,890   30,433,232 
Honeywell International  97,880   8,127,955 
Illinois Tool Works  51,966   3,963,447 
Ingersoll-Rand  34,400   2,233,936 
Jacobs Engineering Group  16,793 a  977,017 
Joy Global  13,364   682,099 

 


L-3 Communications Holdings  11,026   1,041,957 
Lockheed Martin  33,497   4,272,542 
Masco  43,787   931,787 
Northrop Grumman  28,796   2,743,107 
PACCAR  44,144   2,457,055 
Pall  14,104   1,086,572 
Parker Hannifin  18,598   2,021,975 
Pentair  25,658   1,666,231 
Precision Castparts  18,329   4,165,082 
Quanta Services  28,332 a  779,413 
Raytheon  40,659   3,133,589 
Rockwell Automation  17,134   1,832,310 
Rockwell Collins  16,952   1,150,363 
Roper Industries  12,120   1,610,384 
Snap-on  7,385   734,808 
Stanley Black & Decker  19,960   1,807,777 
Textron  33,304   919,523 
United Technologies  105,329   11,356,573 
W.W. Grainger  7,733   2,023,803 
Xylem  22,600   631,218 
      152,423,471 
Commercial & Professional Services--.7%       
ADT  26,528   1,078,628 
Cintas  13,382   685,158 
Dun & Bradstreet  4,906   509,488 
Equifax  15,447   924,503 
Iron Mountain  20,420   551,748 
Nielsen Holdings  26,326   959,583 
Pitney Bowes  27,570 b  501,498 
Republic Services  33,989   1,133,873 
Robert Half International  16,902   659,685 
Stericycle  11,032 a  1,273,093 
Tyco International  58,100   2,032,338 
Waste Management  54,601   2,251,745 
      12,561,340 
Consumer Durables & Apparel--1.2%       
Coach  35,036 b  1,910,513 
D.R. Horton  35,504   689,843 
Fossil Group  6,320 a  734,637 
Garmin  14,662 b  662,576 
Harman International Industries  8,150   539,775 
Hasbro  14,686   692,298 
Leggett & Platt  19,083   575,352 
Lennar, Cl. A  20,220   715,788 
Mattel  42,980   1,799,143 
Newell Rubbermaid  37,233   1,023,908 
NIKE, Cl. B  93,516   6,793,002 
PulteGroup  44,106   727,749 
PVH  10,195   1,210,045 
Ralph Lauren  7,889   1,299,555 
VF  11,002   2,189,948 
Whirlpool  9,762   1,429,547 

 


      22,993,679 
Consumer Services--1.8%       
Carnival  55,407   1,808,484 
Chipotle Mexican Grill  3,904 a  1,673,645 
Darden Restaurants  16,603   768,553 
H&R Block  35,043   934,246 
International Game Technology  34,374   650,700 
Marriott International, Cl. A  28,459   1,196,986 
McDonald's  124,878   12,014,512 
Starbucks  93,884   7,226,251 
Starwood Hotels & Resorts       
  Worldwide  23,835 c  1,583,836 
Wyndham Worldwide  17,694   1,078,803 
Wynn Resorts  9,924   1,568,091 
Yum! Brands  56,411   4,027,181 
      34,531,288 
Diversified Financials--8.2%       
American Express  116,076   8,766,060 
Ameriprise Financial  25,389   2,312,430 
Bank of America  1,344,163   18,549,449 
Bank of New York Mellon  145,667   4,397,687 
Berkshire Hathaway, Cl. B  225,148 a  25,556,549 
BlackRock  15,748   4,261,724 
Capital One Financial  72,897   5,010,940 
Charles Schwab  144,565   3,056,104 
Citigroup  379,392   18,404,306 
CME Group  38,335   2,832,190 
Discover Financial Services  60,523   3,058,832 
E*TRADE Financial  31,226 a  515,229 
Franklin Resources  51,804   2,618,692 
Goldman Sachs Group  52,253   8,266,947 
IntercontinentalExchange  8,912 a  1,616,815 
Invesco  54,989   1,754,149 
JPMorgan Chase & Co.  471,438   24,368,630 
Legg Mason  12,995 b  434,553 
Leucadia National  39,171   1,067,018 
McGraw-Hill Financial  33,719   2,211,629 
Moody's  24,139   1,697,696 
Morgan Stanley  171,871   4,631,923 
NASDAQ OMX Group  14,054   450,993 
Northern Trust  28,217   1,534,723 
NYSE Euronext  29,593   1,242,314 
SLM  56,256   1,400,774 
State Street  55,793   3,668,390 
T. Rowe Price Group  32,356   2,327,367 
      156,014,113 
Energy--10.4%       
Anadarko Petroleum  62,710   5,831,403 
Apache  50,493   4,298,974 
Baker Hughes  55,202   2,710,418 
Cabot Oil & Gas  51,819   1,933,885 
Cameron International  30,920 a  1,804,800 

 


Chesapeake Energy  63,620   1,646,486 
Chevron  241,897   29,390,486 
ConocoPhillips  152,234   10,581,785 
CONSOL Energy  27,986   941,729 
Denbury Resources  48,071 a  884,987 
Devon Energy  47,190   2,725,694 
Diamond Offshore Drilling  8,837 b  550,722 
Ensco, Cl. A  28,978   1,557,568 
EOG Resources  34,026   5,759,921 
EQT  18,739   1,662,524 
Exxon Mobil  550,574   47,371,387 
FMC Technologies  29,624 a  1,641,762 
Halliburton  105,789   5,093,740 
Helmerich & Payne  13,535   933,238 
Hess  36,088   2,791,046 
Kinder Morgan  84,160   2,993,571 
Marathon Oil  88,504   3,087,020 
Marathon Petroleum  40,090   2,578,589 
Murphy Oil  22,147   1,335,907 
Nabors Industries  36,637   588,390 
National Oilwell Varco  53,381   4,169,590 
Newfield Exploration  18,177 a  497,504 
Noble  32,612   1,231,755 
Noble Energy  44,882   3,007,543 
Occidental Petroleum  101,006   9,448,101 
Peabody Energy  32,748   564,903 
Phillips 66  76,438   4,419,645 
Pioneer Natural Resources  17,177   3,243,018 
QEP Resources  21,261   588,717 
Range Resources  20,277   1,538,822 
Rowan, Cl. A  16,543 a  607,459 
Schlumberger  165,666   14,638,248 
Southwestern Energy  43,743 a  1,591,370 
Spectra Energy  83,483   2,857,623 
Tesoro  16,896   743,086 
Valero Energy  69,113   2,360,209 
Williams  85,228   3,098,890 
WPX Energy  26,988 a  519,789 
      195,822,304 
Food & Staples Retailing--2.3%       
Costco Wholesale  54,586   6,283,940 
CVS Caremark  153,624   8,718,162 
Kroger  64,730   2,611,208 
Safeway  29,233   935,164 
Sysco  74,678   2,377,001 
Wal-Mart Stores  204,178   15,101,005 
Walgreen  107,730   5,795,874 
Whole Foods Market  46,555   2,723,468 
      44,545,822 
Food, Beverage & Tobacco--5.4%       
Altria Group  252,025   8,657,059 
Archer-Daniels-Midland  82,324   3,032,816 

 


Beam  19,942   1,289,250 
Brown-Forman, Cl. B  20,308   1,383,584 
Campbell Soup  23,038   937,877 
Coca-Cola  477,527   18,088,723 
Coca-Cola Enterprises  32,609   1,311,208 
ConAgra Foods  51,603   1,565,635 
Constellation Brands, Cl. A  20,730 a  1,189,902 
Dr. Pepper Snapple Group  25,305   1,134,170 
General Mills  80,932   3,878,261 
Hershey  18,707   1,730,398 
Hormel Foods  16,575   698,139 
J.M. Smucker  13,099   1,375,919 
Kellogg  31,930   1,875,249 
Kraft Foods Group  74,171   3,889,527 
Lorillard  47,340   2,119,885 
McCormick & Co.  16,485   1,066,580 
Mead Johnson Nutrition  25,268   1,876,402 
Molson Coors Brewing, Cl. B  20,524   1,028,868 
Mondelez International, Cl. A  221,837   6,970,119 
Monster Beverage  16,972 a  886,787 
PepsiCo  192,729   15,321,956 
Philip Morris International  202,452   17,530,319 
Reynolds American  40,138   1,957,932 
Tyson Foods, Cl. A  34,391   972,577 
      101,769,142 
Health Care Equipment & Services--4.2%       
Abbott Laboratories  193,765   6,431,060 
Aetna  47,535   3,043,191 
AmerisourceBergen  28,664   1,751,370 
Baxter International  67,241   4,417,061 
Becton Dickinson & Co.  24,227   2,423,185 
Boston Scientific  169,011 a  1,984,189 
C.R. Bard  9,892   1,139,558 
Cardinal Health  42,527   2,217,783 
CareFusion  28,603 a  1,055,451 
Cerner  36,496 a  1,917,865 
Cigna  35,713   2,744,901 
Covidien  57,549   3,507,036 
DaVita HealthCare Partners  21,732 a  1,236,551 
DENTSPLY International  17,849   774,825 
Edwards Lifesciences  13,667 a  951,633 
Express Scripts Holding  102,566 a  6,336,527 
Humana  19,897   1,856,987 
Intuitive Surgical  5,012 a  1,885,865 
Laboratory Corp. of America       
  Holdings  11,277 a  1,118,002 
McKesson  28,581   3,666,942 
Medtronic  124,777   6,644,375 
Patterson  11,346   456,109 
Quest Diagnostics  19,652   1,214,297 
St. Jude Medical  35,241   1,890,327 
Stryker  36,123   2,441,554 

 


Tenet Healthcare  13,053 a  537,653 
UnitedHealth Group  126,962   9,091,749 
Varian Medical Systems  13,720 a  1,025,296 
WellPoint  38,009   3,177,932 
Zimmer Holdings  21,102   1,733,318 
      78,672,592 
Household & Personal Products--2.2%       
Avon Products  56,016   1,153,930 
Clorox  16,295   1,331,627 
Colgate-Palmolive  110,197   6,534,682 
Estee Lauder, Cl. A  31,959   2,233,934 
Kimberly-Clark  47,694   4,493,729 
Procter & Gamble  341,882   25,842,860 
      41,590,762 
Insurance--3.0%       
ACE  42,500   3,976,300 
Aflac  58,496   3,626,167 
Allstate  57,891   2,926,390 
American International Group  185,090   9,000,927 
Aon  38,927   2,897,726 
Assurant  9,468   512,219 
Chubb  32,625   2,912,108 
Cincinnati Financial  17,995   848,644 
Genworth Financial, Cl. A  59,781 a  764,599 
Hartford Financial Services Group  57,346   1,784,608 
Lincoln National  33,941   1,425,183 
Loews  38,592   1,803,790 
Marsh & McLennan  68,540   2,984,917 
MetLife  140,031   6,574,455 
Principal Financial Group  33,718   1,443,805 
Progressive  69,267   1,886,140 
Prudential Financial  58,198   4,538,280 
Torchmark  11,721   848,014 
Travelers  47,308   4,010,299 
Unum Group  32,321   983,851 
XL Group  36,685   1,130,632 
      56,879,054 
Materials--3.5%       
Air Products & Chemicals  25,932   2,763,573 
Airgas  8,359   886,472 
Alcoa  129,657   1,052,815 
Allegheny Technologies  13,887   423,831 
Avery Dennison  13,279   577,902 
Ball  19,275   865,062 
Bemis  12,383   483,061 
CF Industries Holdings  7,376   1,555,082 
Cliffs Natural Resources  19,020 b  389,910 
Dow Chemical  152,220   5,845,248 
E.I. du Pont de Nemours & Co.  114,412   6,699,967 
Eastman Chemical  19,155   1,492,175 
Ecolab  33,186   3,277,449 
FMC  16,933   1,214,435 

 


Freeport-McMoRan Copper & Gold  130,280   4,309,662 
International Flavors & Fragrances  10,335   850,571 
International Paper  55,131   2,469,869 
LyondellBasell Industries, Cl. A  55,952   4,097,365 
MeadWestvaco  22,877   878,019 
Monsanto  66,360   6,925,993 
Mosaic  42,526   1,829,469 
Newmont Mining  61,947   1,740,711 
Nucor  39,604   1,941,388 
Owens-Illinois  19,489 a  585,060 
PPG Industries  17,855   2,982,856 
Praxair  37,079   4,457,267 
Sealed Air  25,512   693,671 
Sherwin-Williams  10,708   1,950,783 
Sigma-Aldrich  14,655   1,250,072 
United States Steel  19,606 b  403,688 
Vulcan Materials  15,901   823,831 
      65,717,257 
Media--3.7%       
Cablevision Systems (NY Group),       
  Cl. A  26,917   453,282 
CBS, Cl. B  70,366   3,881,389 
Comcast, Cl. A  328,153   14,816,108 
DIRECTV  63,924 a  3,819,459 
Discovery Communications, Cl. A  28,894 a  2,439,231 
Gannett  29,194   782,107 
Interpublic Group of Cos.  53,881   925,676 
News Corp., Cl. A  62,676 a  1,006,577 
Omnicom Group  32,617 a  2,069,222 
Scripps Networks Interactive, Cl.       
A  13,652   1,066,358 
Time Warner  115,913   7,628,235 
Time Warner Cable  36,049   4,023,068 
Twenty-First Century Fox  247,608   8,294,868 
Viacom, Cl. B  54,302   4,538,561 
Walt Disney  207,963   13,411,534 
Washington Post, Cl. B  514   314,234 
      69,469,909 
Pharmaceuticals, Biotech & Life Sciences--8.7%       
AbbVie  197,079   8,815,344 
Actavis  21,673 a  3,120,912 
Agilent Technologies  41,392   2,121,340 
Alexion Pharmaceuticals  24,385 a  2,832,562 
Allergan  37,422   3,384,820 
Amgen  94,217   10,546,651 
Biogen Idec  29,510 a  7,104,828 
Bristol-Myers Squibb  204,397   9,459,493 
Celgene  51,881 a  7,986,042 
Eli Lilly & Co.  123,206   6,200,958 
Forest Laboratories  29,085 a  1,244,547 
Gilead Sciences  191,428 a  12,029,336 
Hospira  21,233 a  832,758 

 


Johnson & Johnson  352,478   30,556,318 
Life Technologies  21,091 a  1,578,240 
Merck & Co.  366,118   17,430,878 
Mylan  48,307 a  1,843,878 
PerkinElmer  14,978   565,420 
Perrigo  11,761   1,451,072 
Pfizer  828,071   23,773,918 
Regeneron Pharmaceuticals  9,543 a  2,985,718 
Thermo Fisher Scientific  44,754   4,124,081 
Vertex Pharmaceuticals  28,828 a  2,185,739 
Waters  11,098 a  1,178,719 
Zoetis  62,969   1,959,595 
      165,313,167 
Real Estate--2.0%       
American Tower  49,457 c  3,666,247 
Apartment Investment & Management,       
  Cl. A  19,722 c  551,033 
AvalonBay Communities  15,295 c  1,943,842 
Boston Properties  18,925 c  2,023,083 
CBRE Group, Cl. A  37,293 a  862,587 
Equity Residential  41,895 c  2,244,315 
HCP  56,690 c  2,321,456 
Health Care  35,096 c  2,189,288 
Host Hotels & Resorts  93,695 c  1,655,591 
Kimco Realty  50,677 c  1,022,662 
Macerich  16,615 c  937,751 
Plum Creek Timber  20,903 c  978,887 
Prologis  62,686 c  2,358,247 
Public Storage  18,035 c  2,895,519 
Simon Property Group  38,606 c  5,722,567 
Ventas  36,499 c  2,244,689 
Vornado Realty Trust  21,120 c  1,775,347 
Weyerhaeuser  72,995 c  2,089,847 
      37,482,958 
Retailing--4.5%       
Abercrombie & Fitch, Cl. A  10,357   366,327 
Amazon.com  46,282 a  14,469,604 
AutoNation  8,010 a  417,882 
AutoZone  4,530 a  1,914,967 
Bed Bath & Beyond  26,858 a  2,077,735 
Best Buy  32,803   1,230,113 
CarMax  28,410 a  1,377,033 
Dollar General  37,732 a  2,130,349 
Dollar Tree  28,280 a  1,616,485 
Expedia  13,422   695,125 
Family Dollar Stores  11,720   844,074 
GameStop, Cl. A  15,711   780,051 
Gap  34,521   1,390,506 
Genuine Parts  19,285   1,559,964 
Home Depot  179,189   13,591,486 
J.C. Penney  20,198 a,b  178,146 
Kohl's  25,813   1,335,823 

 


L Brands  29,794   1,820,413 
Lowe's  131,568   6,263,952 
Macy's  48,393   2,093,965 
Netflix  7,365 a  2,277,332 
Nordstrom  18,051   1,014,466 
O'Reilly Automotive  13,858 a  1,768,142 
PetSmart  13,173   1,004,573 
priceline.com  6,409 a  6,479,179 
Ross Stores  27,725   2,018,380 
Staples  83,872 b  1,228,725 
Target  78,956   5,051,605 
The TJX Companies  89,306   5,035,965 
Tiffany & Co.  13,772   1,055,211 
TripAdvisor  13,824 a  1,048,412 
Urban Outfitters  13,780 a  506,691 
      84,642,681 
Semiconductors & Semiconductor Equipment--2.0%       
Altera  39,767   1,477,742 
Analog Devices  39,273   1,847,795 
Applied Materials  149,813   2,627,720 
Broadcom, Cl. A  68,763   1,788,526 
First Solar  7,628 a  306,722 
Intel  623,082   14,281,039 
KLA-Tencor  21,466   1,306,206 
Lam Research  19,918 a  1,019,602 
Linear Technology  28,337   1,123,845 
LSI  64,636   505,454 
Microchip Technology  23,926 b  963,979 
Micron Technology  127,147 a  2,221,258 
NVIDIA  73,219 b  1,139,288 
Teradyne  24,552 a  405,599 
Texas Instruments  138,370   5,572,160 
Xilinx  32,510   1,523,419 
      38,110,354 
Software & Services--9.3%       
Accenture, Cl. A  80,666   5,940,244 
Adobe Systems  58,461 a  3,036,464 
Akamai Technologies  22,882 a  1,182,999 
Autodesk  27,611 a  1,136,745 
Automatic Data Processing  60,721   4,394,986 
CA  41,320   1,225,964 
Citrix Systems  23,210 a  1,638,858 
Cognizant Technology Solutions,       
Cl. A  37,694 a  3,095,431 
Computer Sciences  18,152   939,184 
eBay  146,290 a  8,161,519 
Electronic Arts  36,670 a  936,919 
Fidelity National Information       
  Services  36,526   1,696,267 
Fiserv  16,620 a  1,679,451 
Google, Cl. A  34,976 a  30,635,828 
International Business Machines  128,801   23,851,369 

 


Intuit  37,114   2,461,029 
MasterCard, Cl. A  13,009   8,752,195 
Microsoft  946,236   31,519,121 
Oracle  446,098   14,797,071 
Paychex  40,308   1,638,117 
Red Hat  24,001 a  1,107,406 
salesforce.com  67,393 a  3,498,371 
Symantec  86,002   2,128,550 
Teradata  19,863 a  1,101,205 
Total System Services  20,172   593,460 
VeriSign  16,899 a  859,990 
Visa, Cl. A  64,556   12,336,652 
Western Union  70,462   1,314,821 
Yahoo!  117,412 a  3,893,382 
      175,553,598 
Technology Hardware & Equipment--6.4%       
Amphenol, Cl. A  19,896   1,539,552 
Apple  113,665   54,189,789 
Cisco Systems  670,546   15,704,187 
Corning  184,076   2,685,669 
Dell  182,406 a  2,511,731 
EMC  260,295   6,653,140 
F5 Networks  9,494 a  814,205 
FLIR Systems  18,628   584,919 
Harris  13,919   825,397 
Hewlett-Packard  239,419   5,023,011 
Jabil Circuit  24,327   527,409 
JDS Uniphase  31,303 a  460,467 
Juniper Networks  64,013 a  1,271,298 
Molex  16,689   642,860 
Motorola Solutions  29,642   1,760,142 
NetApp  41,739   1,778,916 
QUALCOMM  215,317   14,503,753 
SanDisk  29,863   1,777,147 
Seagate Technology  39,790   1,740,415 
TE Connectivity  52,500   2,718,450 
Western Digital  26,982   1,710,659 
Xerox  144,981   1,491,854 
      120,914,970 
Telecommunication Services--2.4%       
AT&T  664,336   22,467,844 
CenturyLink  76,810   2,410,298 
Crown Castle International  36,644 a  2,676,111 
Frontier Communications  117,263 b  488,987 
Verizon Communications  356,634   16,640,542 
Windstream Holdings  71,566 b  572,528 
      45,256,310 
Transportation--1.9%       
C.H. Robinson Worldwide  19,999 b  1,191,140 
CSX  127,675   3,286,355 
Delta Air Lines  106,359   2,509,009 
Expeditors International of       

 


  Washington  25,090  1,105,465 
FedEx  37,083  4,231,541 
Kansas City Southern  13,818  1,511,136 
Norfolk Southern  39,330  3,042,176 
Ryder System  6,897  411,751 
Southwest Airlines  87,900  1,279,824 
Union Pacific  58,092  9,024,011 
United Parcel Service, Cl. B  90,343  8,254,640 
    35,847,048 
Utilities--3.1%     
AES  76,718  1,019,582 
AGL Resources  14,294  657,953 
Ameren  31,418  1,094,603 
American Electric Power  60,721  2,632,255 
CenterPoint Energy  53,164  1,274,341 
CMS Energy  32,486  855,032 
Consolidated Edison  36,561  2,015,974 
Dominion Resources  72,152  4,508,057 
DTE Energy  21,484  1,417,514 
Duke Energy  88,299  5,896,607 
Edison International  40,643  1,872,017 
Entergy  22,179  1,401,491 
Exelon  106,991  3,171,213 
FirstEnergy  52,215  1,903,237 
Integrys Energy Group  9,923  554,596 
NextEra Energy  53,063  4,253,530 
NiSource  38,636  1,193,466 
Northeast Utilities  39,177  1,616,051 
NRG Energy  40,112  1,096,261 
ONEOK  26,620  1,419,378 

 


Pepco Holdings  31,659   584,425  
PG&E  54,802   2,242,498  
Pinnacle West Capital  13,412   734,173  
PPL  78,964   2,398,926  
Public Service Enterprise Group  63,159   2,079,826  
SCANA  17,807   819,834  
Sempra Energy  28,256   2,418,714  
Southern  108,834   4,481,784  
TECO Energy  27,160   449,226  
Wisconsin Energy  28,912   1,167,467  
Xcel Energy  62,563   1,727,364  
      58,957,395  
Total Common Stocks         
(cost $1,000,201,742)      1,870,593,056  
  Principal      
Short-Term Investments--.1%  Amount ($)   Value ($)  
U.S. Treasury Bills:         
0.03%, 12/5/13  765,000 d  764,998  
0.03%, 3/6/14  90,000 d  89,996  
Total Short-Term Investments         
(cost $854,954)      854,994  
 
Other Investment--.9%  Shares   Value ($)  
Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $16,589,236)  16,589,236 e  16,589,236  
Investment of Cash Collateral for         
Securities Loaned--.3%         
Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Fund         
(cost $5,430,438)  5,430,438 e  5,430,438  
Total Investments (cost $1,023,076,370)  100.3 %  1,893,467,724  
Liabilities, Less Cash and Receivables  (.3 %)  (4,799,338 ) 
Net Assets  100.0 %  1,888,668,386  

 

a     

Non-income producing security.

b     

Security, or portion thereof, on loan. At September 30, 2013, the value of the fund's securities on loan was $12,691,021 and the value of the collateral held by the fund was $13,068,886, consisting of cash collateral of $5,430,438 and U.S. Government & Agency securities valued at $7,638,448.

c     

Investment in real estate investment trust.

d     

Held by or on behalf of a counterparty for open financial futures contracts.

e     

Investment in affiliated money market mutual fund.

At September 30, 2013, net unrealized appreciation on investments was $870,391,354 of which $948,143,920 related to appreciated investment securities and $77,752,566 related to depreciated investment securities. At September 30, 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  10.4 
Software & Services  9.3 
Pharmaceuticals, Biotech & Life Sciences  8.7 
Diversified Financials  8.2 
Capital Goods  8.1 
Technology Hardware & Equipment  6.4 
Food, Beverage & Tobacco  5.4 
Retailing  4.5 
Health Care Equipment & Services  4.2 
Media  3.7 
Materials  3.5 
Utilities  3.1 
Insurance  3.0 
Banks  2.8 
Telecommunication Services  2.4 
Food & Staples Retailing  2.3 
Household & Personal Products  2.2 
Real Estate  2.0 
Semiconductors & Semiconductor Equipment  2.0 
Transportation  1.9 
Consumer Services  1.8 
Short-Term/Money Market Investments  1.3 
Automobiles & Components  1.2 
Consumer Durables & Apparel  1.2 
Commercial & Professional Services  .7 
  100.3 

 

†  Based on net assets. 

 


STATEMENT OF FINANCIAL FUTURES           
September 30, 2013 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    (Depreciation)  
  Contracts  Contracts ($)  Expiration  at 9/30/2013 ($) 
Financial Futures Long           
Standard & Poor's 500 E-mini  221  18,501,015  December 2013  (121,204 ) 

 


The following is a summary of the inputs used as of September 30, 2013 in valuing the fund's investments:

      Level 3 -     
  Level 1 - Level 2 - Other  Significant     
  Unadjusted Quoted Significant  Unobservable     
Assets ($)  Prices Observable Inputs  Inputs  Total  
Investments in Securities:           
Equity Securities - Domestic Common Stocks+  1,869,035,488 -  -  1,869,035,488  
Equity Securities - Foreign Common Stocks+  1,557,568 -  -  1,557,568  
Mutual Funds  22,019,674 -  -  22,019,674  
U.S. Treasury  - 854,994  -  854,994  
Liabilities ($)           
Other Financial Instruments:           
Financial Futures++  (121,204) -  -  (121,204 ) 

 

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

 


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 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 or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund and credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral.

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 September 30, 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:

November 25, 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:

November 25, 2013

 

By: /s/ James Windels

        James Windels

        Treasurer

 

Date:

November 25, 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 cert763nq.htm CERTIFICATION cert763nq.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: November 25, 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: November 25, 2013