N-Q 1 lp1-763.htm FORM N-Q lp1-763.htm - Generated by SEC Publisher for SEC Filing

 

 

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.  20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY

Investment Company Act file number

811-5719

 

 

 

Dreyfus Stock Index Fund, Inc.

 

 

(Exact name of Registrant as specified in charter)

 

 

 

 

 

 

c/o The Dreyfus Corporation

200 Park Avenue

New York, New York 10166

 

 

(Address of principal executive offices) (Zip code)

 

 

 

 

 

John Pak, Esq.

200 Park Avenue

New York, New York 10166

 

 

(Name and address of agent for service)

 

 

Registrant's telephone number, including area code:

(212) 922-6000

 

 

Date of fiscal year end:

 

12/31

 

Date of reporting period:

9/30/14

 

             

 

 

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

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)