N-Q 1 nqform-0763052014.htm FORM N-Q nqform-0763052014.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:

3/31/14

 

             

 

 

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

                    

 

 

STATEMENT OF INVESTMENTS       
Dreyfus Stock Index Fund       
March 31, 2014 (Unaudited)       
 
 
Common Stocks--100.3%  Shares   Value ($) 
Automobiles & Components--1.1%       
BorgWarner  26,964   1,657,477 
Delphi Automotive  33,311   2,260,484 
Ford Motor  472,998   7,378,769 
General Motors  158,037   5,439,634 
Goodyear Tire & Rubber  30,040   784,945 
Harley-Davidson  26,210   1,745,848 
Johnson Controls  80,388   3,803,960 
      23,071,117 
Banks--6.4%       
Bank of America  1,277,317   21,969,852 
BB&T  85,112   3,418,949 
Citigroup  366,754   17,457,490 
Comerica  21,468   1,112,042 
Fifth Third Bancorp  105,606   2,423,658 
Hudson City Bancorp  55,868   549,182 
Huntington Bancshares  101,038   1,007,349 
JPMorgan Chase & Co.  457,230   27,758,433 
KeyCorp  110,654   1,575,713 
M&T Bank  15,605 a  1,892,887 
People's United Financial  37,482   557,357 
PNC Financial Services Group  64,483   5,610,021 
Regions Financial  171,031   1,900,154 
SunTrust Banks  64,753   2,576,522 
U.S. Bancorp  220,714   9,459,802 
Wells Fargo & Co.  578,438   28,771,506 
Zions Bancorporation  22,310   691,164 
      128,732,081 
Capital Goods--8.1%       
3M  76,120   10,326,439 
Allegion  11,033   575,592 

 


AMETEK  30,241   1,557,109 
Boeing  83,001   10,415,796 
Caterpillar  77,024   7,653,875 
Cummins  20,793   3,097,949 
Danaher  72,671   5,450,325 
Deere & Co.  44,769   4,065,025 
Dover  20,864   1,705,632 
Eaton  56,760   4,263,811 
Emerson Electric  84,903   5,671,520 
Fastenal  33,080 a  1,631,506 
Flowserve  16,704   1,308,591 
Fluor  20,203   1,570,379 
General Dynamics  39,383   4,289,596 
General Electric  1,212,613   31,394,551 
Honeywell International  94,815   8,795,039 
Illinois Tool Works  47,399   3,854,961 
Ingersoll-Rand  31,800   1,820,232 
Jacobs Engineering Group  15,586 b  989,711 
Joy Global  13,364 a  775,112 
L-3 Communications Holdings  11,026   1,302,722 
Lockheed Martin  32,600   5,321,624 
Masco  43,787   972,509 
Northrop Grumman  26,504   3,270,064 
PACCAR  42,858   2,890,344 
Pall  13,234   1,184,046 
Parker Hannifin  17,949   2,148,675 
Pentair  24,339   1,931,056 
Precision Castparts  17,380   4,392,969 
Quanta Services  25,620 b  945,378 
Raytheon  38,788   3,831,867 
Rockwell Automation  16,474   2,051,837 
Rockwell Collins  15,980   1,273,127 
Roper Industries  12,120   1,618,141 
Snap-on  7,385   838,050 
Stanley Black & Decker  19,156   1,556,233 
Textron  33,304   1,308,514 
United Technologies  101,373   11,844,421 

 


W.W. Grainger  7,413   1,872,969 
Xylem  22,600   823,092 
      162,590,389 
Commercial & Professional Services--.6%       
ADT  21,233   635,928 
Cintas  12,433   741,131 
Dun & Bradstreet  4,906   487,411 
Equifax  14,390   978,952 
Iron Mountain  20,420   562,979 
Nielsen Holdings  34,144   1,523,847 
Pitney Bowes  23,747   617,185 
Republic Services  31,735   1,084,068 
Robert Half International  16,902   709,039 
Stericycle  10,429 b  1,184,943 
Tyco International  56,000   2,374,400 
Waste Management  52,782   2,220,539 
      13,120,422 
Consumer Durables & Apparel--1.3%       
Coach  33,615   1,669,321 
D.R. Horton  35,504   768,662 
Fossil Group  5,696 b  664,211 
Garmin  14,662 a  810,222 
Harman International Industries  8,150   867,160 
Hasbro  14,686   816,835 
Leggett & Platt  16,779   547,667 
Lennar, Cl. A  20,220   801,116 
Mattel  41,761   1,675,034 
Michael Kors Holdings  21,326 b  1,989,076 
Mohawk Industries  7,451 b  1,013,187 
Newell Rubbermaid  34,851   1,042,045 
NIKE, Cl. B  89,594   6,617,413 
PulteGroup  40,213   771,687 
PVH  9,607   1,198,665 
Ralph Lauren  7,369   1,185,893 
VF  42,664   2,640,048 
Whirlpool  9,263   1,384,448 
      26,462,690 

 


Consumer Services--1.8%       
Carnival  53,508   2,025,813 
Chipotle Mexican Grill  3,776 b  2,144,957 
Darden Restaurants  15,205   771,806 
Graham Holdings  514   361,728 
H&R Block  32,266   974,111 
International Game Technology  30,741   432,218 
Marriott International, Cl. A  26,920   1,508,058 
McDonald's  119,482   11,712,820 
Starbucks  91,276   6,697,833 
Starwood Hotels & Resorts       
  Worldwide  22,823 c  1,816,711 
Wyndham Worldwide  16,099   1,178,930 
Wynn Resorts  9,611   2,135,084 
Yum! Brands  53,848   4,059,601 
      35,819,670 
Diversified Financials--5.1%       
American Express  110,588   9,956,238 
Ameriprise Financial  23,563   2,593,579 
Bank of New York Mellon  137,408   4,849,128 
Berkshire Hathaway, Cl. B  217,451 b  27,174,851 
BlackRock  15,205   4,781,668 
Capital One Financial  69,482   5,361,231 
Charles Schwab  140,934   3,851,726 
CME Group  38,335   2,837,173 
Discover Financial Services  57,528   3,347,554 
E*TRADE Financial  34,616 b  796,860 
Franklin Resources  48,674   2,637,157 
Goldman Sachs Group  50,930   8,344,881 
IntercontinentalExchange Group  13,978   2,765,268 
Invesco  52,583   1,945,571 
Legg Mason  12,995   637,275 
Leucadia National  39,171   1,096,788 
McGraw-Hill Financial  32,605   2,487,762 
Moody's  22,451   1,780,813 
Morgan Stanley  169,276   5,276,333 
NASDAQ OMX Group  14,054   519,155 

 


Northern Trust  26,878   1,762,122 
SLM  53,064   1,299,007 
State Street  53,345   3,710,145 
T. Rowe Price Group  31,430   2,588,261 
      102,400,546 
Energy--10.2%       
Anadarko Petroleum  60,950   5,166,122 
Apache  48,545   4,026,808 
Baker Hughes  53,734   3,493,785 
Cabot Oil & Gas  51,819   1,755,628 
Cameron International  26,335 b  1,626,713 
Chesapeake Energy  60,844   1,558,823 
Chevron  231,223   27,494,727 
ConocoPhillips  148,086   10,417,850 
CONSOL Energy  27,986   1,118,041 
Denbury Resources  43,163   707,873 
Devon Energy  45,759   3,062,650 
Diamond Offshore Drilling  8,837 a  430,892 
Ensco, Cl. A  27,626   1,458,100 
EOG Resources  33,083   6,489,892 
EQT  17,884   1,734,211 
Exxon Mobil  522,373   51,025,395 
FMC Technologies  28,060 b  1,467,257 
Halliburton  102,754   6,051,183 
Helmerich & Payne  12,634   1,358,913 
Hess  33,094   2,742,831 
Kinder Morgan  81,622   2,651,899 
Marathon Oil  83,074   2,950,788 
Marathon Petroleum  35,934   3,127,695 
Murphy Oil  20,936   1,316,037 
Nabors Industries  30,637   755,202 
National Oilwell Varco  52,044   4,052,666 
Newfield Exploration  15,358 b  481,627 
Noble  30,749   1,006,722 
Noble Energy  43,567   3,095,000 
Occidental Petroleum  96,126   9,159,847 
ONEOK  25,144   1,489,782 

 


Peabody Energy  32,748   535,102 
Phillips 66  71,093   5,478,427 
Pioneer Natural Resources  17,118   3,203,463 
QEP Resources  21,261   625,924 
Range Resources  19,371   1,607,212 
Rowan, Cl. A  14,228 b  479,199 
Schlumberger  158,214   15,425,865 
Southwestern Energy  41,783 b  1,922,436 
Spectra Energy  81,199   2,999,491 
Tesoro  15,481   783,184 
Transocean  40,186 a  1,661,289 
Valero Energy  65,157   3,459,837 
Williams  82,901   3,364,123 
      204,820,511 
Food & Staples Retailing--2.3%       
Costco Wholesale  53,085   5,928,533 
CVS Caremark  142,881   10,696,072 
Kroger  62,641   2,734,280 
Safeway  29,233   1,079,867 
Sysco  70,040   2,530,545 
Wal-Mart Stores  195,423   14,936,180 
Walgreen  105,553   6,969,665 
Whole Foods Market  45,081   2,286,058 
      47,161,200 
Food, Beverage & Tobacco--5.2%       
Altria Group  241,703   9,046,943 
Archer-Daniels-Midland  79,894   3,466,601 
Beam  19,942   1,661,169 
Brown-Forman, Cl. B  19,359   1,736,309 
Campbell Soup  21,164   949,840 
Coca-Cola  456,353   17,642,607 
Coca-Cola Enterprises  28,512   1,361,733 
ConAgra Foods  51,603   1,601,241 
Constellation Brands, Cl. A  19,733 b  1,676,713 
Dr. Pepper Snapple Group  23,698   1,290,593 
General Mills  76,657   3,972,366 
Hershey  17,946   1,873,562 

 


Hormel Foods  16,575   816,650 
J.M. Smucker  12,391   1,204,901 
Kellogg  30,669   1,923,253 
Keurig Green Mountain  14,669   1,548,900 
Kraft Foods Group  72,420   4,062,762 
Lorillard  44,271   2,394,176 
McCormick & Co.  16,485   1,182,634 
Mead Johnson Nutrition  24,249   2,016,062 
Molson Coors Brewing, Cl. B  19,076   1,122,813 
Mondelez International, Cl. A  205,966   7,116,125 
Monster Beverage  15,998 b  1,111,061 
PepsiCo  184,237   15,383,790 
Philip Morris International  192,490   15,759,156 
Reynolds American  37,196   1,987,010 
Tyson Foods, Cl. A  32,227   1,418,310 
      105,327,280 
Health Care Equipment & Services--4.3%       
Abbott Laboratories  185,416   7,140,370 
Aetna  44,567   3,341,188 
AmerisourceBergen  27,601   1,810,350 
Baxter International  64,939   4,778,212 
Becton Dickinson & Co.  23,502   2,751,614 
Boston Scientific  161,081 b  2,177,815 
C.R. Bard  9,324   1,379,766 
Cardinal Health  41,379   2,895,702 
CareFusion  25,911 b  1,042,140 
Cerner  35,112 b  1,975,050 
Cigna  33,160   2,776,487 
Covidien  55,616   4,096,675 
DaVita HealthCare Partners  21,732 b  1,496,248 
DENTSPLY International  17,849   821,768 
Edwards Lifesciences  13,667 b  1,013,681 
Express Scripts Holding  94,016 b  7,059,661 
Humana  19,124   2,155,657 
Intuitive Surgical  4,659 b  2,040,595 
Laboratory Corp. of America       
  Holdings  10,389 b  1,020,304 

 


McKesson  27,680   4,887,458 
Medtronic  120,855   7,437,417 
Patterson  9,719   405,865 
Quest Diagnostics  17,021   985,856 
St. Jude Medical  35,241   2,304,409 
Stryker  35,210   2,868,559 
Tenet Healthcare  11,442 b  489,832 
UnitedHealth Group  119,674   9,812,071 
Varian Medical Systems  13,048 b  1,095,902 
WellPoint  34,250   3,409,588 
Zimmer Holdings  20,306   1,920,541 
      87,390,781 
Household & Personal Products--2.1%       
Avon Products  51,516   754,194 
Clorox  15,496   1,363,803 
Colgate-Palmolive  105,362   6,834,833 
Estee Lauder, Cl. A  30,966   2,071,006 
Kimberly-Clark  46,214   5,095,094 
Procter & Gamble  327,573   26,402,384 
      42,521,314 
Insurance--2.9%       
ACE  41,100   4,071,366 
Aflac  55,677   3,509,878 
Allstate  54,259   3,069,974 
American International Group  177,913   8,897,429 
Aon  36,121   3,044,278 
Assurant  8,347   542,221 
Chubb  30,521   2,725,525 
Cincinnati Financial  17,995   875,637 
Genworth Financial, Cl. A  59,781 b  1,059,917 
Hartford Financial Services Group  53,057   1,871,320 
Lincoln National  32,256   1,634,412 
Loews  36,853   1,623,375 
Marsh & McLennan  66,592   3,282,986 
MetLife  135,677   7,163,746 
Principal Financial Group  33,718   1,550,691 
Progressive  66,527   1,611,284 

 


Prudential Financial  55,416   4,690,964 
Torchmark  10,710   842,877 
Travelers  43,505   3,702,276 
Unum Group  32,321   1,141,255 
XL Group  34,906   1,090,813 
      58,002,224 
Materials--3.5%       
Air Products & Chemicals  25,208   3,000,760 
Airgas  8,359   890,317 
Alcoa  129,657   1,668,686 
Allegheny Technologies  13,887   523,262 
Avery Dennison  11,844   600,135 
Ball  17,464   957,202 
Bemis  12,383   485,909 
CF Industries Holdings  6,989   1,821,613 
Cliffs Natural Resources  19,020 a  389,149 
Dow Chemical  146,820   7,133,984 
E.I. du Pont de Nemours & Co.  111,054   7,451,723 
Eastman Chemical  18,216   1,570,401 
Ecolab  32,381   3,496,824 
FMC  15,840   1,212,710 
Freeport-McMoRan Copper & Gold  125,668   4,155,841 
International Flavors & Fragrances  9,527   911,448 
International Paper  53,435   2,451,598 
LyondellBasell Industries, Cl. A  52,273   4,649,161 
MeadWestvaco  20,867   785,434 
Monsanto  63,482   7,222,347 
Mosaic  40,911   2,045,550 
Newmont Mining  58,824   1,378,835 
Nucor  38,186   1,929,920 
Owens-Illinois  19,489 b  659,313 
PPG Industries  17,053   3,299,073 
Praxair  35,639   4,667,640 
Sealed Air  23,167   761,499 
Sherwin-Williams  10,283   2,027,088 
Sigma-Aldrich  14,655   1,368,484 
United States Steel  16,995 a  469,232 

 


Vulcan Materials  15,901   1,056,621 
      71,041,759 
Media--3.6%       
Cablevision Systems (NY Group), Cl. A   26,917 a  454,090 
CBS, Cl. B  66,773   4,126,571 
Comcast, Cl. A  314,842   15,748,397 
DIRECTV  57,336 b  4,381,617 
Discovery Communications, Cl. A  26,845 b  2,220,082 
Gannett  26,519   731,924 
Interpublic Group of Cos.  49,303   845,053 
News Corp., Cl. A  58,467 b  1,006,802 
Omnicom Group  31,493   2,286,392 
Scripps Networks Interactive, Cl. A  13,652   1,036,323 
Time Warner  107,957   7,052,831 
Time Warner Cable  34,123   4,680,993 
Twenty-First Century Fox, Cl. A  236,986   7,576,442 
Viacom, Cl. B  48,544   4,125,755 
Walt Disney  196,360   15,722,545 
      71,995,817 
Pharmaceuticals, Biotech & Life Sciences--9.1%       
AbbVie  192,275   9,882,935 
Actavis  21,132 b  4,350,022 
Agilent Technologies  40,001   2,236,856 
Alexion Pharmaceuticals  23,787 b  3,618,716 
Allergan  35,765   4,438,437 
Amgen  91,187   11,247,005 
Biogen Idec  28,544 b  8,730,753 
Bristol-Myers Squibb  197,681   10,269,528 
Celgene  49,110 b  6,855,756 
Eli Lilly & Co.  118,873   6,996,865 
Forest Laboratories  28,268 b  2,608,288 
Gilead Sciences  185,770 b  13,163,662 
Hospira  19,501 b  843,418 
Johnson & Johnson  341,666   33,561,851 
Merck & Co.  355,071   20,157,381 

 


Mylan  45,060 b  2,200,280 
PerkinElmer  13,073   589,069 
Perrigo Company  15,851   2,451,516 
Pfizer  771,810   24,790,537 
Regeneron Pharmaceuticals  9,543 b  2,865,572 
Thermo Fisher Scientific  47,520   5,713,805 
Vertex Pharmaceuticals  27,824 b  1,967,713 
Waters  10,309 b  1,117,599 
Zoetis  60,341   1,746,269 
      182,403,833 
Real Estate--2.1%       
American Tower  47,473 c  3,886,615 
Apartment Investment & Management,       
  Cl. A  16,786 c  507,273 
AvalonBay Communities  14,656 c  1,924,626 
Boston Properties  18,165 c  2,080,437 
CBRE Group, Cl. A  33,194 b  910,511 
Crown Castle International  40,076   2,956,807 
Equity Residential  40,278 c  2,335,721 
General Growth Properties  64,439 c  1,417,658 
HCP  54,540 c  2,115,607 
Health Care  35,096 c  2,091,722 
Host Hotels & Resorts  89,696 c  1,815,447 
Kimco Realty  50,677 c  1,108,813 
Macerich  16,615 c  1,035,613 
Plum Creek Timber  20,903 c  878,762 
Prologis  60,289 c  2,461,600 
Public Storage  17,508 c  2,949,923 
Simon Property Group  37,925 c  6,219,700 
Ventas  35,162 c  2,129,762 
Vornado Realty Trust  21,120 c  2,081,587 
Weyerhaeuser  70,443 c  2,067,502 
      42,975,686 
Retailing--4.3%       
Amazon.com  44,926 b  15,118,498 
AutoNation  8,010 b  426,372 
AutoZone  4,048 b  2,174,181 

 


Bed Bath & Beyond  25,717 b  1,769,330 
Best Buy  32,803   866,327 
CarMax  26,759 b  1,252,321 
Dollar General  35,013 b  1,942,521 
Dollar Tree  25,468 b  1,328,920 
Expedia  12,194   884,065 
Family Dollar Stores  11,720   679,877 
GameStop, Cl. A  14,004 a  575,564 
Gap  32,695   1,309,762 
Genuine Parts  18,346   1,593,350 
Home Depot  170,097   13,459,776 
Kohl's  24,841   1,410,969 
L Brands  29,794   1,691,405 
Lowe's  125,315   6,127,904 
Macy's  44,570   2,642,555 
Netflix  7,129 b  2,509,622 
Nordstrom  16,778   1,047,786 
O'Reilly Automotive  12,748 b  1,891,676 
PetSmart  12,078 a  832,053 
priceline.com  6,295 b  7,502,948 
Ross Stores  26,580   1,901,799 
Staples  79,077 a  896,733 
Target  76,525   4,630,528 
The TJX Companies  85,162   5,165,075 
Tiffany & Co.  12,967   1,117,107 
Tractor Supply  16,997   1,200,498 
TripAdvisor  13,071 b  1,184,102 
Urban Outfitters  13,780 b  502,557 
      85,636,181 
Semiconductors & Semiconductor Equipment--2.1%       
Altera  39,767   1,441,156 
Analog Devices  37,516   1,993,600 
Applied Materials  145,039   2,961,696 
Broadcom, Cl. A  66,537   2,094,585 
First Solar  7,628 b  532,358 
Intel  600,558   15,500,402 
KLA-Tencor  20,165   1,394,208 

 


Lam Research  19,918 b  1,095,490 
Linear Technology  28,337   1,379,729 
LSI  64,636   715,521 
Microchip Technology  23,926 a  1,142,706 
Micron Technology  127,147 b  3,008,298 
NVIDIA  68,614 a  1,228,877 
Texas Instruments  132,672   6,255,485 
Xilinx  32,510   1,764,318 
      42,508,429 
Software & Services--10.4%       
Accenture, Cl. A  76,714   6,115,640 
Adobe Systems  56,155 b  3,691,630 
Akamai Technologies  21,323 b  1,241,212 
Alliance Data Systems  6,396 b  1,742,590 
Autodesk  27,611 b  1,357,909 
Automatic Data Processing  58,282   4,502,867 
CA  38,926   1,205,538 
Citrix Systems  21,998 b  1,263,345 
Cognizant Technology Solutions,       
  Cl. A  73,486 b  3,719,126 
Computer Sciences  18,152   1,104,005 
eBay  139,762 b  7,720,453 
Electronic Arts  36,670 b  1,063,797 
Facebook, Cl. A  205,888 b  12,402,693 
Fidelity National Information       
  Services  35,107   1,876,469 
Fiserv  31,760 b  1,800,474 
Google, Cl. A  34,088 b  37,991,417 
International Business Machines  118,586   22,826,619 
Intuit  33,946   2,638,623 
MasterCard, Cl. A  123,429   9,220,146 
Microsoft  913,554   37,446,578 
Oracle  418,663   17,127,503 
Paychex  38,492   1,639,759 
Red Hat  22,580 b  1,196,288 
salesforce.com  67,393 b  3,847,466 
Symantec  82,522   1,647,964 

 


Teradata  19,863 b  977,061 
Total System Services  20,172   613,431 
VeriSign  15,902 b  857,277 
Visa, Cl. A  61,172   13,204,588 
Western Union  65,960   1,079,106 
Xerox  138,568   1,565,818 
Yahoo!  112,848 b  4,051,243 
      208,738,635 
Technology Hardware & Equipment--6.2%       
Amphenol, Cl. A  19,057   1,746,574 
Apple  107,812   57,867,013 
Cisco Systems  623,823   13,979,873 
Corning  168,665   3,511,605 
EMC  246,649   6,760,649 
F5 Networks  9,494 b  1,012,345 
FLIR Systems  16,352   588,672 
Harris  12,868   941,423 
Hewlett-Packard  230,422   7,456,456 
Jabil Circuit  24,327   437,886 
Juniper Networks  60,535 b  1,559,382 
Motorola Solutions  27,312   1,755,888 
NetApp  41,739   1,540,169 
QUALCOMM  204,254   16,107,470 
SanDisk  27,670   2,246,527 
Seagate Technology  39,790   2,234,606 
TE Connectivity  49,500   2,980,395 
Western Digital  25,042   2,299,356 
      125,026,289 
Telecommunication Services--2.5%       
AT&T  629,432   22,074,180 
CenturyLink  71,030   2,332,625 
Frontier Communications  117,263 a  668,399 
Verizon Communications  499,811   23,776,009 
Windstream Holdings  71,566 a  589,704 
      49,440,917 
Transportation--2.0%       
C.H. Robinson Worldwide  18,719   980,688 

 


CSX  122,477  3,548,159 
Delta Air Lines  103,284  3,578,791 
Expeditors International of     
  Washington  25,090  994,317 
FedEx  33,586  4,452,160 
Kansas City Southern  13,175  1,344,641 
Norfolk Southern  37,507  3,644,555 
Ryder System  6,897  551,208 
Southwest Airlines  83,804  1,978,612 
Union Pacific  55,284  10,374,595 
United Parcel Service, Cl. B  86,365  8,410,224 
    39,857,950 
Utilities--3.1%     
AES  76,718  1,095,533 
AGL Resources  14,294  699,834 
Ameren  29,373  1,210,168 
American Electric Power  59,049  2,991,422 
CenterPoint Energy  53,164  1,259,455 
CMS Energy  32,486  951,190 
Consolidated Edison  35,126  1,884,510 
Dominion Resources  69,491  4,933,166 
DTE Energy  21,484  1,596,046 
Duke Energy  85,571  6,094,367 
Edison International  39,047  2,210,451 
Entergy  21,056  1,407,594 
Exelon  103,865  3,485,709 
FirstEnergy  49,703  1,691,393 
Integrys Energy Group  9,923  591,907 
NextEra Energy  52,128  4,984,479 
NiSource  38,636  1,372,737 
Northeast Utilities  37,338  1,698,879 
NRG Energy  40,112  1,275,562 
Pepco Holdings  31,659  648,376 
PG&E  54,802  2,367,446 
Pinnacle West Capital  13,412  733,100 
PPL  76,206  2,525,467 
Public Service Enterprise Group  60,679  2,314,297 

 


  SCANA  16,390   841,135  
  Sempra Energy  27,366   2,647,934  
  Southern  106,699   4,688,354  
  TECO Energy  27,160   465,794  
  Wisconsin Energy  27,057   1,259,503  
  Xcel Energy  59,925   1,819,323  
        61,745,131  
  Total Common Stocks         
  (cost $954,655,337)      2,018,790,852  
    Principal      
Short-Term Investments--.1%  Amount ($)   Value ($)  
  U.S. Treasury Bills;         
  0.06%, 6/26/14         
  (cost $1,079,845)  1,080,000 d  1,079,919  
 
  Other Investment--.8%  Shares   Value ($)  
  Registered Investment Company;         
  Dreyfus Institutional Preferred         
  Plus Money Market Fund         
  (cost $16,280,088)  16,280,088 e  16,280,088  
  Investment of Cash Collateral for         
  Securities Loaned--.4%         
  Registered Investment Company;         
  Dreyfus Institutional Cash         
  Advantage Fund         
  (cost $8,246,617)  8,246,617 e  8,246,617  
  Total Investments (cost $980,261,887)  101.6 %  2,044,397,476  
  Liabilities, Less Cash and Receivables  (1.6 %)  (31,642,547 ) 
  Net Assets  100.0 %  2,012,754,929  

 

a     

Security, or portion thereof, on loan. At March 31, 2014, the value of the fund's securities on loan was $9,737,932 and the value of the collateral held by the fund was $9,883,184, consisting of cash collateral of $8,246,618 and U.S. Government and Agency securities valued at $1,636,566.

b     

Non-income producing security.

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 March 31, 2014, net unrealized appreciation on investments was $1,064,135,589 of which $1,101,100,918 related to appreciated investment
securities and $36,965,329 related to depreciated investment securities. At March 31, 2014, the cost of investments for federal income tax purposes
was substantially the same as the cost for financial reporting purposes.

Portfolio Summary (Unaudited) †  Value (%) 
Software & Services  10.4 
Energy  10.2 
Pharmaceuticals, Biotech & Life Sciences  9.1 
Capital Goods  8.1 
Banks  6.4 
Technology Hardware & Equipment  6.2 
Food, Beverage & Tobacco  5.2 
Diversified Financials  5.1 
Health Care Equipment & Services  4.3 
Retailing  4.3 
Media  3.6 
Materials  3.5 
Utilities  3.1 
Insurance  2.9 
Telecommunication Services  2.5 
Food & Staples Retailing  2.3 
Household & Personal Products  2.1 
Real Estate  2.1 
Semiconductors & Semiconductor Equipment  2.1 
Transportation  2.0 
Consumer Services  1.8 
Consumer Durables & Apparel  1.3 
Short-Term/Money Market Investments  1.3 
Automobiles & Components  1.1 
Commercial & Professional Services  .6 
  101.6 

 

† Based on net assets.


STATEMENT OF FINANCIAL FUTURES           
March 31, 2014 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    Appreciation  
  Contracts  Contracts ($)  Expiration  at 3/31/2014 ($) 
Financial Futures Long           
Standard & Poor's 500 E-mini  212  19,764,760  June 2014  70,330  

 


The following is a summary of the inputs used as of March 31, 2014 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+  2,015,343,676  -  -  2,015,343,676 
Equity Securities - Foreign Common Stocks+  3,447,176  -  -  3,447,176 
Mutual Funds  24,526,705  -  -  24,526,705 
U.S. Treasury  -  1,079,919  -  1,079,919 
Other Financial Instruments:         
Financial Futures++  70,330  -  -  70,330 

 

+ 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.

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 Directors. 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 at period ended March 31, 2014 is discussed below.

Futures Contracts: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate 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 22, 2014

 

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 22, 2014

 

By: /s/James Windels

James Windels

Treasurer

 

Date:

May 22, 2014

 

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)