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: |
9/30/14 |
| ||||
STATEMENT OF INVESTMENTS | |||
Dreyfus Stock Index Fund | |||
September 30, 2014 (Unaudited) | |||
Common Stocks--98.3% | Shares | Value ($) | |
Automobiles & Components--1.0% | |||
BorgWarner | 26,373 | 1,387,484 | |
Delphi Automotive | 35,361 | 2,169,044 | |
Ford Motor | 458,622 | 6,783,019 | |
General Motors | 159,236 | 5,085,998 | |
Goodyear Tire & Rubber | 32,553 | 735,210 | |
Harley-Davidson | 25,646 | 1,492,597 | |
Johnson Controls | 78,671 | 3,461,524 | |
21,114,876 | |||
Banks--6.0% | |||
Bank of America | 1,241,137 | 21,161,386 | |
BB&T | 83,254 | 3,097,881 | |
Citigroup | 358,937 | 18,600,115 | |
Comerica | 20,999 | 1,047,010 | |
Fifth Third Bancorp | 98,692 | 1,975,814 | |
Hudson City Bancorp | 54,637 | 531,072 | |
Huntington Bancshares | 98,898 | 962,278 | |
JPMorgan Chase & Co. | 444,649 | 26,785,656 | |
KeyCorp | 102,408 | 1,365,099 | |
M&T Bank | 15,265 | 1,882,022 | |
People's United Financial | 36,681 | 530,774 | |
PNC Financial Services Group | 63,102 | 5,400,269 | |
Regions Financial | 167,465 | 1,681,349 | |
SunTrust Banks | 63,375 | 2,410,151 | |
U.S. Bancorp | 213,643 | 8,936,687 | |
Wells Fargo & Co. | 561,630 | 29,131,748 | |
Zions Bancorporation | 21,832 | 634,438 | |
126,133,749 | |||
Capital Goods--7.4% | |||
3M | 76,537 | 10,843,762 | |
Allegion | 10,801 | 514,560 | |
AMETEK | 29,607 | 1,486,567 | |
Boeing | 79,349 | 10,107,476 | |
Caterpillar | 73,883 | 7,316,633 | |
Cummins | 20,351 | 2,685,925 | |
Danaher | 71,115 | 5,403,318 | |
Deere & Co. | 42,395 | 3,475,966 | |
Dover | 20,434 | 1,641,463 | |
Eaton | 55,527 | 3,518,746 | |
Emerson Electric | 83,089 | 5,199,710 | |
Fastenal | 32,374 | a | 1,453,593 |
Flowserve | 16,349 | 1,152,931 | |
Fluor | 18,464 | 1,233,211 | |
General Dynamics | 37,561 | 4,773,627 | |
General Electric | 1,184,900 | 30,357,138 | |
Honeywell International | 91,908 | 8,558,473 |
Illinois Tool Works | 43,157 | 3,643,314 | |
Ingersoll-Rand | 31,615 | 1,781,821 | |
Jacobs Engineering Group | 15,244 | b | 744,212 |
Joy Global | 11,265 | 614,393 | |
L-3 Communications Holdings | 9,834 | 1,169,459 | |
Lockheed Martin | 31,911 | 5,832,693 | |
Masco | 42,866 | 1,025,355 | |
Northrop Grumman | 24,592 | 3,240,242 | |
PACCAR | 41,941 | 2,385,394 | |
Pall | 12,951 | 1,083,999 | |
Parker Hannifin | 17,564 | 2,004,931 | |
Pentair | 23,836 | 1,561,020 | |
Precision Castparts | 17,006 | 4,028,381 | |
Quanta Services | 25,057 | b | 909,319 |
Raytheon | 36,689 | 3,728,336 | |
Rockwell Automation | 16,116 | 1,770,826 | |
Rockwell Collins | 15,630 | 1,226,955 | |
Roper Industries | 11,862 | 1,735,292 | |
Snap-on | 7,235 | 876,014 | |
Stanley Black & Decker | 18,753 | 1,665,079 | |
Textron | 32,583 | 1,172,662 | |
United Rentals | 11,110 | b | 1,234,321 |
United Technologies | 100,537 | 10,616,707 | |
W.W. Grainger | 7,256 | 1,825,972 | |
Xylem | 22,125 | 785,216 | |
156,385,012 | |||
Commercial & Professional Services--.7% | |||
ADT | 20,783 | a | 736,965 |
Cintas | 12,172 | 859,221 | |
Dun & Bradstreet | 4,810 | 565,031 | |
Equifax | 14,075 | 1,051,965 | |
Iron Mountain | 19,979 | 652,314 | |
Nielsen | 35,773 | 1,585,817 | |
Pitney Bowes | 23,223 | 580,343 | |
Republic Services | 31,044 | 1,211,337 | |
Robert Half International | 16,547 | 810,803 | |
Stericycle | 10,210 | b | 1,190,078 |
Tyco International | 52,500 | 2,339,925 | |
Waste Management | 51,663 | 2,455,542 | |
14,039,341 | |||
Consumer Durables & Apparel--1.3% | |||
Coach | 32,907 | 1,171,818 | |
D.R. Horton | 39,115 | 802,640 | |
Fossil Group | 5,573 | b | 523,305 |
Garmin | 14,345 | a | 745,797 |
Harman International Industries | 7,974 | 781,771 | |
Hasbro | 14,387 | 791,213 | |
Leggett & Platt | 16,421 | 573,421 | |
Lennar, Cl. A | 19,766 | 767,514 | |
Mattel | 40,884 | 1,253,095 | |
Michael Kors Holdings | 24,135 | b | 1,722,998 |
Mohawk Industries | 7,293 | b | 983,242 |
Newell Rubbermaid | 34,136 | 1,174,620 | |
NIKE, Cl. B | 83,226 | 7,423,759 | |
PulteGroup | 39,332 | 694,603 | |
PVH | 9,394 | 1,138,083 | |
Ralph Lauren | 7,218 | 1,189,021 | |
Under Armour, Cl. A | 19,017 | b | 1,314,075 |
VF | 41,774 | 2,758,337 | |
Whirlpool | 9,062 | 1,319,880 | |
27,129,192 | |||
Consumer Services--1.6% | |||
Carnival | 52,374 | 2,103,864 | |
Chipotle Mexican Grill | 3,696 | b | 2,463,717 |
Darden Restaurants | 14,864 | a | 764,901 |
H&R Block | 31,557 | 978,583 | |
Marriott International, Cl. A | 26,353 | 1,842,075 | |
McDonald's | 116,792 | 11,073,050 | |
Starbucks | 89,330 | 6,740,842 | |
Starwood Hotels & Resorts | |||
Worldwide | 22,327 | c | 1,857,830 |
Wyndham Worldwide | 14,815 | 1,203,867 | |
Wynn Resorts | 9,402 | 1,758,926 | |
Yum! Brands | 52,706 | 3,793,778 | |
34,581,433 | |||
Diversified Financials--5.1% | |||
Affiliated Managers Group | 6,526 | b | 1,307,549 |
American Express | 107,149 | 9,379,823 | |
Ameriprise Financial | 22,182 | 2,736,815 | |
Bank of New York Mellon | 134,460 | 5,207,636 | |
Berkshire Hathaway, Cl. B | 215,433 | b | 29,759,915 |
BlackRock | 14,882 | 4,886,058 | |
Capital One Financial | 66,383 | 5,418,180 | |
Charles Schwab | 137,907 | 4,053,087 | |
CME Group | 37,519 | 2,999,832 | |
Discover Financial Services | 54,866 | 3,532,822 | |
E*TRADE Financial | 33,871 | b | 765,146 |
Franklin Resources | 47,636 | 2,601,402 | |
Goldman Sachs Group | 48,448 | 8,893,599 | |
IntercontinentalExchange Group | 13,681 | 2,668,479 | |
Invesco | 51,464 | 2,031,799 | |
Legg Mason | 12,729 | 651,216 | |
Leucadia National | 38,352 | 914,312 | |
McGraw-Hill Financial | 31,902 | 2,694,124 | |
Moody's | 21,965 | 2,075,692 | |
Morgan Stanley | 180,712 | 6,247,214 | |
NASDAQ OMX Group | 13,750 | 583,275 | |
Navient | 50,684 | 897,614 | |
Northern Trust | 26,304 | 1,789,461 | |
State Street | 50,302 | 3,702,730 | |
T. Rowe Price Group | 30,751 | 2,410,878 | |
108,208,658 | |||
Energy--9.5% | |||
Anadarko Petroleum | 59,644 | 6,050,287 |
Apache | 45,228 | 4,245,552 | |
Baker Hughes | 51,001 | 3,318,125 | |
Cabot Oil & Gas | 50,741 | 1,658,723 | |
Cameron International | 24,247 | b | 1,609,516 |
Chesapeake Energy | 59,535 | 1,368,710 | |
Chevron | 224,949 | 26,840,915 | |
Cimarex Energy | 10,075 | 1,274,790 | |
ConocoPhillips | 145,058 | 11,099,838 | |
CONSOL Energy | 27,392 | 1,037,061 | |
Denbury Resources | 42,254 | 635,078 | |
Devon Energy | 44,768 | 3,052,282 | |
Diamond Offshore Drilling | 8,660 | a | 296,778 |
Ensco, Cl. A | 27,022 | 1,116,279 | |
EOG Resources | 64,571 | 6,393,820 | |
EQT | 17,492 | 1,601,218 | |
Exxon Mobil | 504,181 | 47,418,223 | |
FMC Technologies | 27,452 | b | 1,490,918 |
Halliburton | 100,571 | 6,487,835 | |
Helmerich & Payne | 12,355 | 1,209,184 | |
Hess | 31,276 | 2,949,952 | |
Kinder Morgan | 77,804 | a | 2,983,005 |
Marathon Oil | 81,326 | 3,057,044 | |
Marathon Petroleum | 34,185 | 2,894,444 | |
Murphy Oil | 20,500 | 1,166,655 | |
Nabors Industries | 34,137 | 776,958 | |
National Oilwell Varco | 50,934 | 3,876,077 | |
Newfield Exploration | 15,006 | b | 556,272 |
Noble | 30,092 | 668,644 | |
Noble Energy | 42,639 | 2,914,802 | |
Occidental Petroleum | 92,176 | 8,862,722 | |
ONEOK | 24,607 | 1,612,989 | |
Phillips 66 | 66,083 | 5,373,209 | |
Pioneer Natural Resources | 16,748 | 3,298,854 | |
QEP Resources | 20,796 | 640,101 | |
Range Resources | 19,911 | 1,350,165 | |
Schlumberger | 153,487 | 15,608,093 | |
Southwestern Energy | 40,871 | b | 1,428,441 |
Spectra Energy | 79,465 | 3,119,796 | |
Tesoro | 15,147 | 923,664 | |
Transocean | 39,286 | a | 1,255,973 |
Valero Energy | 62,108 | 2,873,737 | |
Williams | 79,656 | 4,408,960 | |
200,805,689 | |||
Food & Staples Retailing--2.2% | |||
Costco Wholesale | 51,951 | 6,510,499 | |
CVS Caremark | 136,930 | 10,898,259 | |
Kroger | 57,863 | 3,008,876 | |
Safeway | 26,208 | 898,934 | |
Sysco | 68,528 | 2,600,638 | |
Wal-Mart Stores | 186,713 | 14,277,943 | |
Walgreen | 103,283 | 6,121,583 | |
Whole Foods Market | 44,131 | 1,681,832 |
45,998,564 | |||
Food, Beverage & Tobacco--5.2% | |||
Altria Group | 233,666 | 10,734,616 | |
Archer-Daniels-Midland | 76,341 | 3,901,025 | |
Brown-Forman, Cl. B | 18,940 | 1,708,767 | |
Campbell Soup | 20,702 | 884,596 | |
Coca-Cola | 466,189 | 19,887,623 | |
Coca-Cola Enterprises | 27,908 | 1,237,999 | |
ConAgra Foods | 50,514 | 1,668,983 | |
Constellation Brands, Cl. A | 19,297 | b | 1,681,927 |
Dr. Pepper Snapple Group | 23,191 | 1,491,413 | |
General Mills | 72,920 | 3,678,814 | |
Hershey | 17,560 | 1,675,751 | |
Hormel Foods | 16,227 | 833,906 | |
J.M. Smucker | 12,123 | 1,200,056 | |
Kellogg | 30,010 | 1,848,616 | |
Keurig Green Mountain | 14,411 | 1,875,303 | |
Kraft Foods Group | 70,881 | 3,997,688 | |
Lorillard | 43,334 | 2,596,140 | |
McCormick & Co. | 15,009 | 1,004,102 | |
Mead Johnson Nutrition | 23,727 | 2,283,012 | |
Molson Coors Brewing, Cl. B | 18,665 | 1,389,423 | |
Mondelez International, Cl. A | 199,303 | 6,829,117 | |
Monster Beverage | 16,967 | b | 1,555,365 |
PepsiCo | 178,743 | 16,639,186 | |
Philip Morris International | 184,679 | 15,402,229 | |
Reynolds American | 36,392 | 2,147,128 | |
Tyson Foods, Cl. A | 34,559 | 1,360,588 | |
109,513,373 | |||
Health Care Equipment & Services--4.2% | |||
Abbott Laboratories | 177,773 | 7,393,579 | |
Aetna | 42,267 | 3,423,627 | |
AmerisourceBergen | 25,232 | 1,950,434 | |
Baxter International | 63,536 | 4,559,979 | |
Becton Dickinson & Co. | 23,003 | 2,617,971 | |
Boston Scientific | 157,661 | b | 1,861,976 |
C.R. Bard | 9,127 | 1,302,514 | |
Cardinal Health | 40,500 | 3,034,260 | |
CareFusion | 25,375 | b | 1,148,219 |
Cerner | 35,848 | b | 2,135,465 |
Cigna | 31,210 | 2,830,435 | |
Covidien | 52,594 | 4,549,907 | |
DaVita HealthCare Partners | 21,273 | b | 1,555,907 |
DENTSPLY International | 17,483 | 797,225 | |
Edwards Lifesciences | 12,257 | b | 1,252,053 |
Express Scripts Holding | 88,193 | b | 6,229,072 |
Humana | 17,862 | 2,327,240 | |
Intuitive Surgical | 4,256 | b | 1,965,506 |
Laboratory Corporation of America | |||
Holdings | 10,170 | b | 1,034,797 |
McKesson | 27,084 | 5,272,442 | |
Medtronic | 115,832 | 7,175,792 |
Patterson | 9,507 | 393,875 | |
Quest Diagnostics | 16,648 | 1,010,201 | |
St. Jude Medical | 32,908 | 1,978,758 | |
Stryker | 34,446 | 2,781,515 | |
Tenet Healthcare | 11,190 | b | 664,574 |
UnitedHealth Group | 114,872 | 9,907,710 | |
Universal Health Services, Cl. B | 10,567 | 1,104,252 | |
Varian Medical Systems | 12,779 | b | 1,023,853 |
WellPoint | 32,439 | 3,880,353 | |
Zimmer Holdings | 19,872 | 1,998,130 | |
89,161,621 | |||
Household & Personal Products--2.0% | |||
Avon Products | 50,416 | 635,242 | |
Clorox | 15,164 | 1,456,351 | |
Colgate-Palmolive | 101,512 | 6,620,613 | |
Estee Lauder, Cl. A | 26,666 | 1,992,484 | |
Kimberly-Clark | 44,361 | 4,771,913 | |
Procter & Gamble | 319,750 | 26,775,865 | |
42,252,468 | |||
Insurance--2.7% | |||
ACE | 39,300 | 4,121,391 | |
Aflac | 53,134 | 3,095,055 | |
Allstate | 51,416 | 3,155,400 | |
American International Group | 168,723 | 9,114,416 | |
Aon | 34,352 | 3,011,640 | |
Assurant | 8,162 | 524,817 | |
Chubb | 28,568 | 2,601,973 | |
Cincinnati Financial | 17,615 | 828,786 | |
Genworth Financial, Cl. A | 58,498 | b | 766,324 |
Hartford Financial Services Group | 51,894 | 1,933,051 | |
Lincoln National | 31,574 | 1,691,735 | |
Loews | 36,064 | 1,502,426 | |
Marsh & McLennan | 65,171 | 3,411,050 | |
MetLife | 132,767 | 7,132,243 | |
Principal Financial Group | 33,011 | 1,732,087 | |
Progressive | 65,119 | 1,646,208 | |
Prudential Financial | 54,221 | 4,768,195 | |
Torchmark | 15,724 | 823,466 | |
Travelers | 40,097 | 3,766,712 | |
Unum Group | 31,656 | 1,088,333 | |
XL Group | 31,537 | 1,046,082 | |
57,761,390 | |||
Materials--3.4% | |||
Air Products & Chemicals | 22,701 | 2,955,216 | |
Airgas | 8,186 | 905,781 | |
Alcoa | 138,296 | 2,225,183 | |
Allegheny Technologies | 13,606 | 504,783 | |
Avery Dennison | 11,598 | 517,851 | |
Ball | 17,104 | 1,082,170 | |
Bemis | 12,122 | 460,878 | |
CF Industries Holdings | 5,882 | 1,642,372 | |
Dow Chemical | 132,898 | 6,969,171 |
E.I. du Pont de Nemours & Co. | 108,680 | 7,798,877 | |
Eastman Chemical | 17,828 | 1,442,107 | |
Ecolab | 31,683 | 3,638,159 | |
FMC | 15,496 | 886,216 | |
Freeport-McMoRan | 122,983 | 4,015,395 | |
International Flavors & Fragrances | 9,317 | 893,314 | |
International Paper | 50,512 | 2,411,443 | |
LyondellBasell Industries, Cl. A | 50,246 | 5,459,730 | |
Martin Marietta Materials | 7,330 | 945,130 | |
MeadWestvaco | 20,433 | 836,527 | |
Monsanto | 62,126 | 6,989,796 | |
Mosaic | 38,357 | 1,703,434 | |
Newmont Mining | 57,535 | 1,326,182 | |
Nucor | 37,363 | 2,028,064 | |
Owens-Illinois | 19,062 | b | 496,565 |
PPG Industries | 16,141 | 3,175,580 | |
Praxair | 34,882 | 4,499,778 | |
Sealed Air | 25,014 | 872,488 | |
Sherwin-Williams | 10,064 | 2,203,915 | |
Sigma-Aldrich | 14,348 | 1,951,471 | |
Vulcan Materials | 15,563 | 937,359 | |
71,774,935 | |||
Media--3.5% | |||
Cablevision Systems (NY Group), | |||
Cl. A | 26,358 | 461,529 | |
CBS, Cl. B | 57,935 | 3,099,522 | |
Comcast, Cl. A | 306,021 | 16,457,809 | |
DIRECTV | 59,300 | b | 5,130,636 |
Discovery Communications, Cl. A | 17,665 | b | 667,737 |
Discovery Communications, Cl. C | 32,180 | b | 1,199,670 |
Gannett | 25,933 | 769,432 | |
Interpublic Group of Companies | 48,207 | 883,152 | |
News Corp., Cl. A | 57,179 | b | 934,877 |
Omnicom Group | 29,710 | 2,045,831 | |
Scripps Networks Interactive, Cl. | |||
A | 12,278 | 958,789 | |
Time Warner | 101,111 | 7,604,558 | |
Time Warner Cable | 32,915 | 4,722,973 | |
Twenty-First Century Fox, Cl. A | 222,726 | 7,637,275 | |
Viacom, Cl. B | 45,034 | 3,464,916 | |
Walt Disney | 186,746 | 16,625,996 | |
72,664,702 | |||
Pharmaceuticals, Biotech & Life Sciences--9.4% | |||
AbbVie | 187,871 | 10,851,429 | |
Actavis | 31,261 | b | 7,542,654 |
Agilent Technologies | 39,140 | 2,230,197 | |
Alexion Pharmaceuticals | 23,276 | b | 3,859,626 |
Allergan | 34,996 | 6,235,937 | |
Amgen | 89,777 | 12,610,077 | |
Biogen Idec | 27,931 | b | 9,239,854 |
Bristol-Myers Squibb | 195,786 | 10,020,327 | |
Celgene | 94,744 | b | 8,979,836 |
Eli Lilly & Co. | 116,326 | 7,543,741 | |
Gilead Sciences | 178,741 | a,b | 19,026,979 |
Hospira | 19,069 | b | 992,160 |
Johnson & Johnson | 333,386 | 35,535,614 | |
Mallinckrodt | 13,365 | b | 1,204,855 |
Merck & Co. | 341,061 | 20,218,096 | |
Mylan | 44,094 | b | 2,005,836 |
PerkinElmer | 12,780 | 557,208 | |
Perrigo Company | 15,505 | 2,328,696 | |
Pfizer | 749,596 | 22,165,554 | |
Regeneron Pharmaceuticals | 8,733 | b | 3,148,421 |
Thermo Fisher Scientific | 47,131 | 5,735,843 | |
Vertex Pharmaceuticals | 28,123 | b | 3,158,494 |
Waters | 10,090 | b | 1,000,121 |
Zoetis | 59,045 | 2,181,713 | |
198,373,268 | |||
Real Estate--2.2% | |||
American Tower | 46,450 | c | 4,349,113 |
Apartment Investment & Management, | |||
Cl. A | 16,408 | c | 522,103 |
AvalonBay Communities | 15,484 | c | 2,182,779 |
Boston Properties | 17,770 | c | 2,057,055 |
CBRE Group, Cl. A | 32,473 | b | 965,747 |
Crown Castle International | 39,213 | 3,157,823 | |
Equity Residential | 42,692 | c | 2,628,973 |
Essex Property Trust | 7,277 | c | 1,300,764 |
General Growth Properties | 73,952 | c | 1,741,570 |
HCP | 53,355 | c | 2,118,727 |
Health Care | 38,258 | c | 2,386,151 |
Host Hotels & Resorts | 87,739 | c | 1,871,473 |
Kimco Realty | 49,616 | c | 1,087,087 |
Macerich | 16,251 | c | 1,037,301 |
Plum Creek Timber | 20,445 | c | 797,559 |
Prologis | 58,997 | c | 2,224,187 |
Public Storage | 17,133 | c | 2,841,337 |
Simon Property Group | 37,122 | c | 6,103,599 |
Ventas | 34,401 | c | 2,131,142 |
Vornado Realty Trust | 20,670 | c | 2,066,173 |
Weyerhaeuser | 63,048 | c | 2,008,709 |
45,579,372 | |||
Retailing--4.1% | |||
Amazon.com | 44,769 | b | 14,435,316 |
AutoNation | 7,846 | b | 394,732 |
AutoZone | 3,962 | b | 2,019,273 |
Bed Bath & Beyond | 23,898 | b | 1,573,205 |
Best Buy | 32,091 | 1,077,937 | |
CarMax | 26,189 | b | 1,216,479 |
Dollar General | 35,811 | b | 2,188,410 |
Dollar Tree | 24,934 | b | 1,398,049 |
Expedia | 11,929 | 1,045,219 | |
Family Dollar Stores | 11,473 | 886,175 | |
GameStop, Cl. A | 13,708 | a | 564,770 |
Gap | 32,023 | 1,335,039 | |
Genuine Parts | 17,949 | 1,574,307 | |
Home Depot | 159,150 | 14,600,421 | |
Kohl's | 24,337 | 1,485,287 | |
L Brands | 29,160 | 1,953,137 | |
Lowe's | 116,710 | 6,176,293 | |
Macy's | 41,779 | 2,430,702 | |
Netflix | 6,974 | b | 3,146,529 |
Nordstrom | 16,415 | 1,122,294 | |
O'Reilly Automotive | 12,474 | b | 1,875,591 |
PetSmart | 11,822 | 828,604 | |
Priceline Group | 6,160 | b | 7,136,853 |
Ross Stores | 24,839 | 1,877,332 | |
Staples | 77,405 | a | 936,601 |
Target | 74,887 | 4,693,917 | |
The TJX Companies | 81,937 | 4,848,212 | |
Tiffany & Co. | 12,680 | 1,221,211 | |
Tractor Supply | 16,639 | 1,023,465 | |
TripAdvisor | 12,783 | b | 1,168,622 |
Urban Outfitters | 13,517 | b | 496,074 |
86,730,056 | |||
Semiconductors & Semiconductor Equipment--2.4% | |||
Altera | 36,429 | 1,303,430 | |
Analog Devices | 36,704 | 1,816,481 | |
Applied Materials | 141,892 | 3,066,286 | |
Avago Technologies | 29,506 | 2,567,022 | |
Broadcom, Cl. A | 65,100 | 2,631,342 | |
First Solar | 8,381 | b | 551,554 |
Intel | 585,284 | 20,379,589 | |
KLA-Tencor | 19,736 | 1,554,802 | |
Lam Research | 19,499 | 1,456,575 | |
Linear Technology | 27,726 | 1,230,757 | |
Microchip Technology | 23,408 | a | 1,105,560 |
Micron Technology | 126,449 | b | 4,332,143 |
NVIDIA | 60,979 | 1,125,063 | |
Texas Instruments | 126,877 | 6,050,764 | |
Xilinx | 31,815 | 1,347,365 | |
50,518,733 | |||
Software & Services--10.4% | |||
Accenture, Cl. A | 75,077 | 6,105,262 | |
Adobe Systems | 54,958 | b | 3,802,544 |
Akamai Technologies | 20,863 | b | 1,247,607 |
Alliance Data Systems | 6,558 | b | 1,628,155 |
Autodesk | 27,022 | b | 1,488,912 |
Automatic Data Processing | 57,035 | 4,738,468 | |
CA | 38,102 | 1,064,570 | |
Citrix Systems | 19,520 | b | 1,392,557 |
Cognizant Technology Solutions, | |||
Cl. A | 71,913 | b | 3,219,545 |
Computer Sciences | 17,778 | 1,087,125 | |
eBay | 134,933 | b | 7,641,256 |
Electronic Arts | 35,857 | b | 1,276,868 |
Facebook, Cl. A | 229,955 | b | 18,175,643 |
Fidelity National Information | |||
Services | 34,363 | 1,934,637 | |
Fiserv | 29,457 | b | 1,903,953 |
Google, Cl. A | 33,471 | b | 19,694,671 |
Google, Cl. C | 33,471 | b | 19,324,817 |
International Business Machines | 109,724 | 20,828,907 | |
Intuit | 33,212 | 2,911,032 | |
MasterCard, Cl. A | 116,411 | 8,605,101 | |
Microsoft | 972,255 | 45,073,742 | |
Oracle | 384,851 | 14,732,096 | |
Paychex | 37,655 | 1,664,351 | |
Red Hat | 22,091 | b | 1,240,410 |
salesforce.com | 68,004 | b | 3,912,270 |
Symantec | 80,734 | 1,898,056 | |
Teradata | 19,455 | b | 815,554 |
Total System Services | 19,743 | 611,243 | |
VeriSign | 13,346 | b | 735,632 |
Visa, Cl. A | 58,214 | 12,421,121 | |
Western Union | 64,566 | 1,035,639 | |
Xerox | 128,514 | 1,700,240 | |
Yahoo! | 110,427 | b | 4,499,900 |
218,411,884 | |||
Technology Hardware & Equipment--6.6% | |||
Amphenol, Cl. A | 18,651 | 1,862,489 | |
Apple | 707,905 | 71,321,429 | |
Cisco Systems | 604,656 | 15,219,192 | |
Corning | 153,932 | 2,977,045 | |
EMC | 241,839 | 7,076,209 | |
F5 Networks | 8,922 | b | 1,059,398 |
FLIR Systems | 15,986 | 501,001 | |
Harris | 12,593 | 836,175 | |
Hewlett-Packard | 222,034 | 7,875,546 | |
Jabil Circuit | 23,849 | 481,034 | |
Juniper Networks | 47,605 | 1,054,451 | |
Motorola Solutions | 26,727 | 1,691,285 | |
NetApp | 38,068 | 1,635,401 | |
QUALCOMM | 198,139 | 14,814,853 | |
SanDisk | 27,085 | 2,652,976 | |
Seagate Technology | 38,946 | 2,230,437 | |
TE Connectivity | 48,400 | 2,676,036 | |
Western Digital | 25,971 | 2,527,498 | |
138,492,455 | |||
Telecommunication Services--2.4% | |||
AT&T | 611,638 | 21,554,123 | |
CenturyLink | 67,121 | 2,744,578 | |
Frontier Communications | 114,672 | a | 746,515 |
Verizon Communications | 489,318 | 24,461,007 | |
Windstream Holdings | 70,008 | a | 754,686 |
50,260,909 | |||
Transportation--2.1% | |||
C.H. Robinson Worldwide | 16,942 | 1,123,593 |
CSX | 119,881 | 3,843,385 | |
Delta Air Lines | 101,092 | 3,654,476 | |
Expeditors International of | |||
Washington | 24,580 | 997,456 | |
FedEx | 31,406 | 5,070,499 | |
Kansas City Southern | 12,890 | 1,562,268 | |
Norfolk Southern | 36,707 | 4,096,501 | |
Ryder System | 6,760 | 608,197 | |
Southwest Airlines | 82,015 | 2,769,647 | |
Union Pacific | 106,740 | 11,572,751 | |
United Parcel Service, Cl. B | 83,296 | 8,187,164 | |
43,485,937 | |||
Utilities--2.9% | |||
AES | 75,011 | 1,063,656 | |
AGL Resources | 13,986 | 718,041 | |
Ameren | 28,746 | 1,101,834 | |
American Electric Power | 57,787 | 3,017,059 | |
CenterPoint Energy | 52,052 | 1,273,712 | |
CMS Energy | 31,790 | 942,891 | |
Consolidated Edison | 34,369 | 1,947,348 | |
Dominion Resources | 67,987 | 4,697,222 | |
DTE Energy | 21,027 | 1,599,734 | |
Duke Energy | 83,742 | 6,261,389 | |
Edison International | 38,205 | 2,136,424 | |
Entergy | 20,592 | 1,592,379 | |
Exelon | 101,645 | 3,465,078 | |
FirstEnergy | 48,617 | 1,632,073 | |
Integrys Energy Group | 9,716 | 629,791 | |
NextEra Energy | 51,000 | 4,787,880 | |
NiSource | 37,822 | 1,549,946 | |
Northeast Utilities | 36,521 | 1,617,880 | |
NRG Energy | 39,241 | 1,196,066 | |
Pepco Holdings | 31,010 | 829,828 | |
PG&E | 55,680 | 2,507,827 | |
Pinnacle West Capital | 13,127 | 717,259 | |
PPL | 78,453 | 2,576,397 | |
Public Service Enterprise Group | 59,371 | 2,210,976 | |
SCANA | 16,024 | a | 794,951 |
Sempra Energy | 26,777 | 2,821,760 | |
Southern | 104,396 | 4,556,885 | |
TECO Energy | 26,631 | a | 462,847 |
Wisconsin Energy | 26,474 | 1,138,382 | |
Xcel Energy | 58,627 | 1,782,261 | |
61,629,776 | |||
Total Common Stocks | |||
(cost $934,757,582) | 2,071,007,393 | ||
Principal | |||
Short-Term Investments--.1% | Amount ($) | Value ($) | |
U.S. Treasury Bills; | |||
0.01%, 12/11/14 | |||
(cost $1,949,958) | 1,950,000 | d | 1,949,961 |
Other Investment--1.5% | Shares | Value ($) | ||
Registered Investment Company; | ||||
Dreyfus Institutional Preferred | ||||
Plus Money Market Fund | ||||
(cost $31,572,375) | 31,572,375 | e | 31,572,375 | |
Investment of Cash Collateral for | ||||
Securities Loaned--.4% | ||||
Registered Investment Company; | ||||
Dreyfus Institutional Cash | ||||
Advantage Fund | ||||
(cost $8,385,514) | 8,385,514 | e | 8,385,514 | |
Total Investments (cost $976,665,429) | 100.3 | % | 2,112,915,243 | |
Liabilities, Less Cash and Receivables | (.3 | %) | (6,626,812 | ) |
Net Assets | 100.0 | % | 2,106,288,431 |
a | Security, or portion thereof, on loan. At September 30, 2014, the value of the fund's securities on loan was |
$30,887,117 and the value of the collateral held by the fund was $31,800,783, consisting of cash collateral | |
of $8,385,514 and U.S. Government & Agency securities valued at $23,415,269. | |
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 September 30, 2014, net unrealized appreciation on investments was $1,136,249,814 of which $1,169,594,052 related to appreciated investment securities and $33,344,238 related to depreciated investment securities. At September 30, 2014, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.
Portfolio Summary (Unaudited) † | Value (%) |
Software & Services | 10.4 |
Energy | 9.5 |
Pharmaceuticals, Biotech & Life Sciences | 9.4 |
Capital Goods | 7.4 |
Technology Hardware & Equipment | 6.6 |
Banks | 6.0 |
Food, Beverage & Tobacco | 5.2 |
Diversified Financials | 5.1 |
Health Care Equipment & Services | 4.2 |
Retailing | 4.1 |
Media | 3.5 |
Materials | 3.4 |
Utilities | 2.9 |
Insurance | 2.7 |
Semiconductors & Semiconductor Equipment | 2.4 |
Telecommunication Services | 2.4 |
Food & Staples Retailing | 2.2 |
Real Estate | 2.2 |
Transportation | 2.1 |
Household & Personal Products | 2.0 |
Short-Term/Money Market Investments | 2.0 |
Consumer Services | 1.6 |
Consumer Durables & Apparel | 1.3 |
Automobiles & Components | 1.0 |
Commercial & Professional Services | .7 |
100.3 |
STATEMENT OF FINANCIAL FUTURES | |||||
September 30, 2014 (Unaudited) | |||||
Market Value | Unrealized | ||||
Covered by | (Depreciation) | ||||
Contracts | Contracts ($) | Expiration | at 9/30/2014 | ($) | |
Financial Futures Long | |||||
Standard & Poor's 500 E-mini | 361 | 35,477,275 | December 2014 | (326,589 | ) |
The following is a summary of the inputs used as of September 30, 2014 in valuing the fund's investments:
Level 3 - | ||||||
Level 1 - | Level 2 - Other | Significant | ||||
Unadjusted Quoted | Significant | Unobservable | ||||
Assets ($) | Prices | Observable Inputs | Inputs | Total | ||
Investments in Securities: | ||||||
Equity Securities - Domestic Common Stocks+ | 2,065,601,094 | - | - | 2,065,601,094 | ||
Equity Securities - Foreign Common Stocks+ | 5,406,299 | - | - | 5,406,299 | ||
Mutual Funds | 39,957,889 | - | - | 39,957,889 | ||
U.S. Treasury | - | 1,949,961 | - | 1,949,961 | ||
Liabilities ($) | ||||||
Other Financial Instruments: | ||||||
Financial Futures++ | (326,589) | - | - | (326,589 | ) |
+ See Statement of Investments for additional detailed categorizations. |
++ Amount shown represents unrealized (depreciation) at period end. |
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e. the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for identical investments.
Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows: Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are
valued at the average of the most recent bid and asked prices, except for open short positions, where the asked price is used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All preceding securities are categorized as Level 1 of the fair value hierarchy.
Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADRs and futures contracts. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.
When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the fund's Board. 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 September 30, 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: |
November 17, 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: |
November 17, 2014 |
| |
By: /s/ James Windels | |
James Windels Treasurer
| |
Date: |
November 17, 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)
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 17, 2014 |
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 17, 2014 |