0000846800-15-000010.txt : 20150521 0000846800-15-000010.hdr.sgml : 20150521 20150521162438 ACCESSION NUMBER: 0000846800-15-000010 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150521 DATE AS OF CHANGE: 20150521 EFFECTIVENESS DATE: 20150521 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DREYFUS STOCK INDEX FUND INC CENTRAL INDEX KEY: 0000846800 IRS NUMBER: 133537664 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-05719 FILM NUMBER: 15883061 BUSINESS ADDRESS: STREET 1: THE DREYFUS CORPORATION STREET 2: 200 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10166 BUSINESS PHONE: 2129226855 MAIL ADDRESS: STREET 1: C/O DREYFUS CORP STREET 2: 200 PARK AVENUE, 8TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10166 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS LIFE & ANNUITY INDEX FUND INC DATE OF NAME CHANGE: 19920703 0000846800 S000001911 Dreyfus Stock Index Fund, Inc. C000005028 Dreyfus Stock Index Fund, Inc. - Initial Shares C000005029 Dreyfus Stock Index Fund, Inc. - Service Shares N-Q 1 lp1763.htm FORM N-Q lp1763.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:

3/31/15

 

             

 

 


 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 


 

STATEMENT OF INVESTMENTS       
Dreyfus Stock Index Fund       
March 31, 2015 (Unaudited)       
 
 
Common Stocks--101.1%  Shares   Value ($) 
Automobiles & Components--1.1%       
BorgWarner  26,373   1,595,039 
Delphi Automotive  34,170   2,724,716 
Ford Motor  462,861   7,470,577 
General Motors  159,236   5,971,350 
Goodyear Tire & Rubber  32,553   881,535 
Harley-Davidson  25,646   1,557,738 
Johnson Controls  77,303   3,899,163 
      24,100,118 
Banks--5.9%       
Bank of America  1,234,271   18,995,431 
BB&T  85,568   3,336,296 
Citigroup  355,919   18,336,947 
Comerica  20,999   947,685 
Fifth Third Bancorp  98,692   1,860,344 
Hudson City Bancorp  54,637   572,596 
Huntington Bancshares  98,898   1,092,823 
JPMorgan Chase & Co.  437,254   26,488,847 
KeyCorp  102,408   1,450,097 
M&T Bank  15,265   1,938,655 
People's United Financial  36,681   557,551 
PNC Financial Services Group  61,343   5,719,621 
Regions Financial  158,606   1,498,827 
SunTrust Banks  60,142   2,471,235 
U.S. Bancorp  208,967   9,125,589 
Wells Fargo & Co.  550,523   29,948,451 
Zions Bancorporation  21,832   589,464 
      124,930,459 
Capital Goods--7.5%       
3M  74,886   12,352,446 
Allegion  10,801   660,697 
AMETEK  28,427   1,493,555 
Boeing  76,949   11,548,506 
Caterpillar  70,596   5,649,798 
Cummins  19,730   2,735,367 
Danaher  71,300   6,053,370 
Deere & Co.  40,104 a  3,516,720 
Dover  19,008   1,313,833 
Eaton  55,527   3,772,504 
Emerson Electric  80,804   4,575,122 
Fastenal  32,374 a  1,341,417 
Flowserve  16,349   923,555 
Fluor  17,391   994,070 
General Dynamics  36,691   4,980,069 
General Electric  1,180,744   29,294,259 
Honeywell International  91,421   9,536,125 

 


 

Illinois Tool Works  41,064   3,988,957 
Ingersoll-Rand  31,615   2,152,349 
Jacobs Engineering Group  15,244 b  688,419 
Joy Global  11,265   441,363 
L-3 Communications Holdings  9,834   1,237,019 
Lockheed Martin  31,319   6,356,504 
Masco  42,866   1,144,522 
Northrop Grumman  23,506   3,783,526 
PACCAR  41,941   2,648,155 
Pall  12,951   1,300,151 
Parker Hannifin  16,805   1,996,098 
Pentair  22,311   1,403,139 
Precision Castparts  16,574   3,480,540 
Quanta Services  25,057 b  714,876 
Raytheon  35,886   3,920,546 
Rockwell Automation  16,116   1,869,295 
Rockwell Collins  15,630   1,509,077 
Roper Industries  11,862   2,040,264 
Snap-on  6,577   967,214 
Stanley Black & Decker  18,753   1,788,286 
Textron  32,583   1,444,404 
United Rentals  11,852 b  1,080,428 
United Technologies  97,202   11,392,074 
W.W. Grainger  7,256   1,711,037 
Xylem  22,125   774,818 
      160,574,474 
Commercial & Professional Services--.7%       
ADT  20,783   862,910 
Cintas  10,997   897,685 
Dun & Bradstreet  3,960   508,306 
Equifax  14,075   1,308,975 
Nielsen  38,462   1,714,251 
Pitney Bowes  23,223   541,560 
Republic Services  28,928   1,173,320 
Robert Half International  16,547   1,001,424 
Stericycle  10,210 b  1,433,790 
Tyco International  49,919   2,149,512 
Waste Management  49,415   2,679,775 
      14,271,508 
Consumer Durables & Apparel--1.5%       
Coach  32,907   1,363,337 
D.R. Horton  39,115   1,113,995 
Fossil Group  5,573 b  459,494 
Garmin  14,345   681,674 
Hanesbrands  47,053   1,576,746 
Harman International Industries  7,974   1,065,566 
Hasbro  12,719 a  804,350 
Leggett & Platt  16,421   756,844 
Lennar, Cl. A  19,766   1,024,076 
Mattel  40,884   934,199 
Michael Kors Holdings  24,135 b  1,586,876 
Mohawk Industries  7,293 b  1,354,675 

 


 

Newell Rubbermaid  32,349   1,263,875 
NIKE, Cl. B  81,449   8,171,778 
PulteGroup  39,332   874,350 
PVH  9,394   1,001,025 
Ralph Lauren  7,218   949,167 
Under Armour, Cl. A  19,017 b  1,535,623 
VF  40,113   3,020,910 
Whirlpool  9,062   1,831,068 
      31,369,628 
Consumer Services--1.8%       
Carnival  52,374   2,505,572 
Chipotle Mexican Grill  3,696 b  2,404,396 
Darden Restaurants  14,864   1,030,670 
H&R Block  31,557   1,012,033 
Marriott International, Cl. A  24,443   1,963,262 
McDonald's  112,901   11,001,073 
Royal Caribbean Cruises  19,705 a  1,612,854 
Starbucks  87,348   8,271,856 
Starwood Hotels & Resorts       
Worldwide  20,267 c  1,692,295 
Wyndham Worldwide  14,815   1,340,313 
Wynn Resorts  9,402   1,183,524 
Yum! Brands  50,905   4,007,242 
      38,025,090 
Diversified Financials--5.2%       
Affiliated Managers Group  6,526 b  1,401,654 
American Express  102,982   8,044,954 
Ameriprise Financial  21,428   2,803,640 
Bank of New York Mellon  131,171   5,278,321 
Berkshire Hathaway, Cl. B  213,989 b  30,882,892 
BlackRock  14,848   5,431,992 
Capital One Financial  64,783   5,106,196 
Charles Schwab  133,690   4,069,524 
CME Group  37,519   3,553,424 
Discover Financial Services  52,682   2,968,631 
E*TRADE Financial  33,871 b  967,186 
Franklin Resources  45,466   2,333,315 
Goldman Sachs Group  47,294   8,889,853 
Intercontinental Exchange  13,088   3,053,038 
Invesco  51,464   2,042,606 
Legg Mason  11,677   644,570 
Leucadia National  38,352   854,866 
McGraw-Hill Financial  31,902   3,298,667 
Moody's  20,979   2,177,620 
Morgan Stanley  180,686   6,448,683 
NASDAQ OMX Group  13,750   700,425 
Navient  47,286   961,324 
Northern Trust  26,304   1,832,074 
State Street  48,564   3,570,911 
T. Rowe Price Group  30,751   2,490,216 
      109,806,582 
Energy--8.1%       

 


 

Anadarko Petroleum  59,644   4,939,120 
Apache  43,669   2,634,551 
Baker Hughes  51,001   3,242,644 
Cabot Oil & Gas  47,243   1,395,086 
Cameron International  22,383 b  1,009,921 
Chesapeake Energy  59,535 a  843,016 
Chevron  221,077   23,208,663 
Cimarex Energy  10,075   1,159,532 
ConocoPhillips  143,698   8,946,637 
CONSOL Energy  27,392   763,963 
Devon Energy  44,768   2,699,958 
Diamond Offshore Drilling  8,660 a  232,001 
Ensco, Cl. A  27,022   569,354 
EOG Resources  64,571   5,920,515 
EQT  17,492   1,449,562 
Exxon Mobil  492,671   41,877,035 
FMC Technologies  27,452 b  1,015,999 
Halliburton  100,571   4,413,055 
Helmerich & Payne  12,355   841,005 
Hess  28,693   1,947,394 
Kinder Morgan  199,845   8,405,481 
Marathon Oil  77,729   2,029,504 
Marathon Petroleum  32,181   3,295,013 
Murphy Oil  20,500   955,300 
National Oilwell Varco  48,398   2,419,416 
Newfield Exploration  18,373 b  644,709 
Noble  30,092 a  429,714 
Noble Energy  45,129   2,206,808 
Occidental Petroleum  90,446   6,602,558 
ONEOK  24,607   1,187,042 
Phillips 66  64,435   5,064,591 
Pioneer Natural Resources  17,684   2,891,511 
QEP Resources  20,796   433,597 
Range Resources  19,911   1,036,168 
Schlumberger  150,332   12,543,702 
Southwestern Energy  44,543 b  1,032,952 
Spectra Energy  79,465   2,874,249 
Tesoro  15,147   1,382,770 
Transocean  39,286 a  576,326 
Valero Energy  60,519   3,850,219 
Williams  79,656   4,029,797 
      173,000,438 
Food & Staples Retailing--2.6%       
Costco Wholesale  51,591   7,815,779 
CVS Health  132,269   13,651,483 
Kroger  57,863   4,435,778 
Sysco  68,528   2,585,561 
Wal-Mart Stores  184,643   15,186,887 
Walgreens Boots Alliance  101,766   8,617,545 
Whole Foods Market  41,527   2,162,726 
      54,455,759 
Food, Beverage & Tobacco--5.3%       

 


 

Altria Group  230,974   11,553,319 
Archer-Daniels-Midland  74,639   3,537,889 
Brown-Forman, Cl. B  18,940   1,711,229 
Campbell Soup  20,702   963,678 
Coca-Cola  460,983   18,692,861 
Coca-Cola Enterprises  25,447   1,124,757 
ConAgra Foods  50,514   1,845,276 
Constellation Brands, Cl. A  19,297 b  2,242,504 
Dr. Pepper Snapple Group  23,191   1,820,030 
General Mills  70,249   3,976,093 
Hershey  17,560   1,771,980 
Hormel Foods  16,227   922,505 
J.M. Smucker  12,123   1,402,995 
Kellogg  30,010   1,979,159 
Keurig Green Mountain  14,411   1,610,141 
Kraft Foods Group  68,592   5,975,392 
Lorillard  41,606   2,718,952 
McCormick & Co.  15,009   1,157,344 
Mead Johnson Nutrition  23,727   2,385,275 
Molson Coors Brewing, Cl. B  18,665   1,389,609 
Mondelez International, Cl. A  193,853   6,996,155 
Monster Beverage  16,967 b  2,348,148 
PepsiCo  174,095   16,646,964 
Philip Morris International  181,625   13,681,811 
Reynolds American  36,392   2,507,773 
Tyson Foods, Cl. A  34,559   1,323,610 
      112,285,449 
Health Care Equipment & Services--5.1%       
Abbott Laboratories  175,782   8,143,980 
Aetna  40,934   4,360,699 
AmerisourceBergen  23,948   2,722,169 
Anthem  31,436   4,854,033 
Baxter International  63,536   4,352,216 
Becton Dickinson & Co.  24,132   3,465,090 
Boston Scientific  157,661 b  2,798,483 
C.R. Bard  8,622   1,442,892 
Cardinal Health  39,409   3,557,450 
Cerner  35,848 b  2,626,224 
Cigna  30,414   3,936,788 
DaVita HealthCare Partners  19,709 b  1,601,948 
DENTSPLY International  17,483   889,710 
Edwards Lifesciences  12,257 b  1,746,132 
Express Scripts Holding  85,643 b  7,431,243 
HCA Holdings  34,704 b  2,610,782 
Henry Schein  8,868 b  1,238,150 
Humana  17,862   3,179,793 
Intuitive Surgical  4,256 b  2,149,408 
Laboratory Corporation of America       
Holdings  11,672 b  1,471,722 
McKesson  27,038   6,115,996 
Medtronic  167,108   13,032,753 
Patterson  9,507   463,847 

 


 

Quest Diagnostics  16,648   1,279,399 
St. Jude Medical  33,963   2,221,180 
Stryker  35,503   3,275,152 
Tenet Healthcare  11,190 a,b  554,017 
UnitedHealth Group  112,157   13,267,052 
Universal Health Services, Cl. B  10,567   1,243,842 
Varian Medical Systems  11,943 b  1,123,717 
Zimmer Holdings  19,872   2,335,357 
      109,491,224 
Household & Personal Products--1.9%       
Clorox  15,164   1,673,954 
Colgate-Palmolive  99,967   6,931,712 
Estee Lauder, Cl. A  26,666   2,217,545 
Kimberly-Clark  43,395   4,648,038 
Procter & Gamble  316,891   25,966,049 
      41,437,298 
Insurance--2.7%       
ACE  38,500   4,292,365 
Aflac  51,679   3,307,973 
Allstate  48,986   3,486,334 
American International Group  161,328   8,839,161 
Aon  33,134   3,184,840 
Assurant  8,162   501,228 
Chubb  27,248   2,754,773 
Cincinnati Financial  17,615   938,527 
Genworth Financial, Cl. A  58,498 b  427,620 
Hartford Financial Services Group  49,718   2,079,207 
Lincoln National  29,938   1,720,237 
Loews  36,064   1,472,493 
Marsh & McLennan  62,907   3,528,454 
MetLife  131,298   6,637,114 
Principal Financial Group  33,011   1,695,775 
Progressive  61,408   1,670,298 
Prudential Financial  53,382   4,287,108 
Torchmark  15,724   863,562 
Travelers  37,807   4,088,071 
Unum Group  28,587   964,240 
XL Group  31,537   1,160,562 
      57,899,942 
Materials--3.2%       
Air Products & Chemicals  22,701   3,434,207 
Airgas  8,186   868,616 
Alcoa  138,296   1,786,784 
Allegheny Technologies  13,606   408,316 
Avery Dennison  11,598   613,650 
Ball  15,582   1,100,712 
CF Industries Holdings  5,649   1,602,508 
Dow Chemical  127,880   6,135,682 
E.I. du Pont de Nemours & Co.  105,752   7,558,095 
Eastman Chemical  17,828   1,234,767 
Ecolab  31,683   3,623,902 
FMC  15,496   887,146 

 


 

Freeport-McMoRan  122,983   2,330,528 
International Flavors & Fragrances  9,317   1,093,816 
International Paper  48,934   2,715,348 
LyondellBasell Industries, Cl. A  46,674   4,097,977 
Martin Marietta Materials  7,330   1,024,734 
MeadWestvaco  20,433   1,018,994 
Monsanto  56,479   6,356,147 
Mosaic  36,308   1,672,346 
Newmont Mining  57,535   1,249,085 
Nucor  37,363   1,775,863 
Owens-Illinois  19,062 b  444,526 
PPG Industries  16,141   3,640,441 
Praxair  33,924   4,095,984 
Sealed Air  25,014   1,139,638 
Sherwin-Williams  9,493   2,700,759 
Sigma-Aldrich  13,713   1,895,822 
Vulcan Materials  15,563   1,311,961 
      67,818,354 
Media--3.6%       
Cablevision Systems (NY Group),       
Cl. A  26,358 a  482,351 
CBS, Cl. B  53,870   3,266,138 
Comcast, Cl. A  298,558   16,859,570 
DIRECTV  59,300 b  5,046,430 
Discovery Communications, Cl. A  17,665 a,b  543,375 
Discovery Communications, Cl. C  32,180 b  948,505 
Gannett  25,933   961,596 
Interpublic Group of Companies  48,207   1,066,339 
News Corp., Cl. A  57,179 b  915,436 
Omnicom Group  29,710   2,316,786 
Scripps Networks Interactive, Cl.       
A  11,466   786,109 
Time Warner  97,879   8,264,903 
Time Warner Cable  32,915   4,933,300 
Twenty-First Century Fox, Cl. A  216,425   7,323,822 
Viacom, Cl. B  42,975   2,935,193 
Walt Disney  183,423   19,239,238 
      75,889,091 
Pharmaceuticals, Biotech & Life Sciences--9.9%       
AbbVie  186,130   10,896,050 
Actavis  45,663 b  13,590,082 
Agilent Technologies  39,140   1,626,267 
Alexion Pharmaceuticals  23,684 b  4,104,437 
Amgen  88,905   14,211,464 
Biogen Idec  27,589 b  11,649,179 
Bristol-Myers Squibb  194,970   12,575,565 
Celgene  93,907 b  10,825,599 
Eli Lilly & Co.  114,385   8,310,070 
Endo International  20,585 b  1,846,474 
Gilead Sciences  174,979 b  17,170,689 
Hospira  20,018 b  1,758,381 
Johnson & Johnson  326,478   32,843,687 

 


 

Mallinckrodt  13,365 b  1,692,677 
Merck & Co.  333,386   19,163,027 
Mylan  44,094 b  2,616,979 
PerkinElmer  12,780   653,569 
Perrigo Company  16,715   2,767,168 
Pfizer  721,142   25,088,530 
Regeneron Pharmaceuticals  8,733 b  3,942,775 
Thermo Fisher Scientific  46,629   6,264,140 
Vertex Pharmaceuticals  28,123 b  3,317,670 
Waters  10,090 b  1,254,389 
Zoetis  59,045   2,733,193 
      210,902,061 
Real Estate--2.6%       
American Tower  49,157 c  4,628,132 
Apartment Investment & Management,       
Cl. A  18,056 c  710,684 
AvalonBay Communities  15,484 c  2,698,087 
Boston Properties  17,770 c  2,496,330 
CBRE Group, Cl. A  32,473 b  1,257,030 
Crown Castle International  39,213   3,236,641 
Equity Residential  42,692 c  3,323,999 
Essex Property Trust  7,595 c  1,746,090 
General Growth Properties  73,952 c  2,185,282 
HCP  53,355 c  2,305,470 
Health Care  40,751 c  3,152,497 
Host Hotels & Resorts  87,739 c  1,770,573 
Iron Mountain  22,010   802,925 
Kimco Realty  49,616 c  1,332,190 
Macerich  16,251 c  1,370,447 
Plum Creek Timber  20,445 c  888,335 
Prologis  58,997 c  2,569,909 
Public Storage  17,133 c  3,377,600 
Simon Property Group  36,270 c  7,095,863 
SL Green Realty  11,580 c  1,486,640 
Ventas  38,024 c  2,776,512 
Vornado Realty Trust  20,670 c  2,315,040 
Weyerhaeuser  60,491 c  2,005,277 
      55,531,553 
Retailing--4.8%       
Amazon.com  44,666 b  16,620,219 
AutoNation  7,846 b  504,733 
AutoZone  3,818 b  2,604,487 
Bed Bath & Beyond  22,143 a,b  1,700,029 
Best Buy  34,569   1,306,363 
CarMax  24,824 b  1,713,104 
Dollar General  35,811   2,699,433 
Dollar Tree  23,654 b  1,919,404 
Expedia  11,929   1,122,877 
Family Dollar Stores  11,473   909,121 
GameStop, Cl. A  13,708 a  520,356 
Gap  32,023   1,387,557 
Genuine Parts  17,949   1,672,667 

 


 

Home Depot  154,623   17,566,719 
Kohl's  24,337   1,904,370 
L Brands  29,160   2,749,496 
Lowe's  113,578   8,449,067 
Macy's  39,871   2,588,027 
Netflix  6,974 b  2,905,996 
Nordstrom  16,415   1,318,453 
O'Reilly Automotive  12,083 b  2,612,828 
Priceline Group  6,107 b  7,109,464 
Ross Stores  24,839   2,617,037 
Staples  77,405   1,260,540 
Target  74,887   6,145,976 
The TJX Companies  80,313   5,625,926 
Tiffany & Co.  13,366   1,176,342 
Tractor Supply  15,611   1,327,872 
TripAdvisor  12,783 b  1,063,162 
Urban Outfitters  10,889 b  497,083 
      101,598,708 
Semiconductors & Semiconductor Equipment--2.4%       
Altera  36,429   1,563,168 
Analog Devices  36,704   2,312,352 
Applied Materials  144,748   3,265,515 
Avago Technologies  30,058   3,816,765 
Broadcom, Cl. A  63,813   2,762,784 
First Solar  8,381 b  501,100 
Intel  556,845   17,412,543 
KLA-Tencor  19,736   1,150,411 
Lam Research  18,283   1,284,107 
Linear Technology  27,726   1,297,577 
Microchip Technology  23,408 a  1,144,651 
Micron Technology  126,449 b  3,430,561 
NVIDIA  60,979   1,275,986 
Skyworks Solutions  22,310   2,192,850 
Texas Instruments  123,245   7,047,765 
Xilinx  31,815   1,345,775 
      51,803,910 
Software & Services--10.5%       
Accenture, Cl. A  73,201   6,858,202 
Adobe Systems  56,287 b  4,161,861 
Akamai Technologies  20,863 b  1,482,212 
Alliance Data Systems  7,586 b  2,247,352 
Autodesk  27,022 b  1,584,570 
Automatic Data Processing  55,898   4,787,105 
CA  38,102   1,242,506 
Citrix Systems  19,520 b  1,246,742 
Cognizant Technology Solutions,       
Cl. A  71,913 b  4,486,652 
Computer Sciences  15,975   1,042,848 
eBay  129,517 b  7,470,541 
Electronic Arts  35,857 b  2,108,929 
Equinix  6,626   1,542,864 
Facebook, Cl. A  246,218 b  20,242,813 

 


 

Fidelity National Information       
Services  32,728   2,227,468 
Fiserv  28,144 b  2,234,634 
Google, Cl. A  33,501 b  18,583,005 
Google, Cl. C  33,560 b  18,390,880 
International Business Machines  107,610   17,271,405 
Intuit  32,625   3,163,320 
MasterCard, Cl. A  114,453   9,887,595 
Microsoft  963,092   39,154,505 
Oracle  376,465   16,244,465 
Paychex  37,655   1,868,253 
Red Hat  22,091 b  1,673,393 
salesforce.com  70,893 b  4,736,361 
Symantec  80,734   1,886,350 
Teradata  17,281 b  762,783 
Total System Services  19,743   753,195 
VeriSign  12,387 a,b  829,557 
Visa, Cl. A  228,384   14,938,597 
Western Union  59,512   1,238,445 
Xerox  123,285   1,584,212 
Yahoo!  102,623 b  4,560,053 
      222,493,673 
Technology Hardware & Equipment--7.0%       
Amphenol, Cl. A  35,649   2,100,796 
Apple  683,967   85,106,014 
Cisco Systems  597,827   16,455,188 
Corning  149,118   3,381,996 
EMC  233,757   5,974,829 
F5 Networks  8,922 b  1,025,495 
FLIR Systems  15,986   500,042 
Harris  12,593   991,825 
Hewlett-Packard  213,794   6,661,821 
Juniper Networks  43,769   988,304 
Motorola Solutions  22,671   1,511,476 
NetApp  35,840   1,270,886 
QUALCOMM  194,310   13,473,455 
SanDisk  25,131   1,598,834 
Seagate Technology  38,946   2,026,360 
TE Connectivity  48,400   3,466,408 
Western Digital  25,971   2,363,621 
      148,897,350 
Telecommunication Services--2.3%       
AT&T  608,954   19,882,348 
CenturyLink  67,121   2,319,031 
Frontier Communications  114,672   808,438 
Level 3 Communications  32,850 b  1,768,644 
Verizon Communications  487,517   23,707,952 
Windstream Holdings  70,008 a  518,059 
      49,004,472 
Transportation--2.3%       
American Airlines Group  84,189   4,443,495 
C.H. Robinson Worldwide  16,942   1,240,493 

 


 

CSX  115,867  3,837,515 
Delta Air Lines  97,493  4,383,285 
Expeditors International of     
Washington  23,052  1,110,645 
FedEx  30,706  5,080,308 
Kansas City Southern  12,890  1,315,811 
Norfolk Southern  36,145  3,720,043 
Ryder System  6,760  641,456 
Southwest Airlines  78,945  3,497,264 
Union Pacific  103,902  11,253,626 
United Parcel Service, Cl. B  81,376  7,888,589 
    48,412,530 
Utilities--3.1%     
AES  75,011  963,891 
AGL Resources  13,986  694,405 
Ameren  28,746  1,213,081 
American Electric Power  57,787  3,250,519 
CenterPoint Energy  52,052  1,062,381 
CMS Energy  31,790  1,109,789 
Consolidated Edison  34,369  2,096,509 
Dominion Resources  68,064  4,823,696 
DTE Energy  21,027  1,696,669 
Duke Energy  82,539  6,337,344 
Edison International  38,205  2,386,666 
Entergy  21,437  1,661,153 
Eversource Energy  36,521  1,845,041 
Exelon  101,645  3,416,288 
FirstEnergy  48,617  1,704,512 
Integrys Energy Group  9,716  699,746 
NextEra Energy  51,938  5,404,149 
NiSource  37,822  1,670,220 
NRG Energy  39,241  988,481 
Pepco Holdings  31,010  831,998 
PG&E  55,680  2,954,938 
Pinnacle West Capital  13,127  836,846 
PPL  78,453  2,640,728 
Public Service Enterprise Group  59,371  2,488,832 
SCANA  16,024  881,160 
Sempra Energy  27,458  2,993,471 
Southern  106,613  4,720,824 
TECO Energy  26,631  516,641 
Wisconsin Energy  26,474  1,310,463 
Xcel Energy  58,627  2,040,806 
    65,241,247 
Total Common Stocks     
(cost $944,095,590)    2,149,240,918 
  Principal   
Short-Term Investments--.1%  Amount ($)  Value ($) 
U.S. Treasury Bills:     
0.05%, 6/4/15  1,620,000  1,619,971 
0.10%, 9/17/15  360,000  359,839 
Total Short-Term Investments     

 


 

(cost $1,979,688)      1,979,810  
 
Other Investment--1.6%  Shares   Value ($)  
Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $34,248,933)  34,248,933 d  34,248,933  
Investment of Cash Collateral for         
Securities Loaned--.2%         
Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Fund         
(cost $5,300,592)  5,300,592 d  5,300,592  
Total Investments (cost $985,624,803)  103.0 %  2,190,770,253  
Liabilities, Less Cash and Receivables  (3.0 %)  (64,645,941 ) 
Net Assets  100.0 %  2,126,124,312  

 

a  Security, or portion thereof, on loan. At March 31, 2015, the value of the fund's securities on loan was $14,281,307 
  and the value of the collateral held by the fund was $14,723,536, consisting of cash collateral of $5,300,592 and 
  U.S. Government & Agency securities valued at $9,422,944. 
b  Non-income producing security. 
c  Investment in real estate investment trust. 
d  Investment in affiliated money market mutual fund. 

 

At March 31, 2015, net unrealized appreciation on investments was $1,205,145,450 of which $1,238,711,806 related to appreciated investment securities and $33,566,356 related to depreciated investment securities. At March 31, 2015, 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  10.5 
Pharmaceuticals, Biotech & Life Sciences  9.9 
Energy  8.1 
Capital Goods  7.5 
Technology Hardware & Equipment  7.0 
Banks  5.9 
Food, Beverage & Tobacco  5.3 
Diversified Financials  5.2 
Health Care Equipment & Services  5.1 
Retailing  4.8 
Media  3.6 
Materials  3.2 
Utilities  3.1 
Insurance  2.7 
Food & Staples Retailing  2.6 
Real Estate  2.6 
Semiconductors & Semiconductor Equipment  2.4 
Telecommunication Services  2.3 
Transportation  2.3 
Household & Personal Products  1.9 
Short-Term/Money Market Investments  1.9 
Consumer Services  1.8 
Consumer Durables & Apparel  1.5 

 


 

Automobiles & Components  1.1 
Commercial & Professional Services  .7 
  103.0 

 

† Based on net assets. 

 


 

STATEMENT OF FINANCIAL FUTURES         
March 31, 2015 (Unaudited)         
 
    Market Value    Unrealized
    Covered by    Appreciation
  Contracts  Contracts ($)  Expiration  at 3/31/2015 ($)
Financial Futures Long         
Standard & Poor's 500 E-mini  371  38,227,840  June 2015  149,318

 


 

      Level 3 -   
    Level 2 - Other  Significant   
  Level 1 - Unadjusted  Significant  Unobservable   
Assets ($)  Quoted Prices  Observable Inputs  Inputs  Total 
Investments in Securities:         
Equity Securities - Domestic Common Stocks+  2,142,838,209  -  -  2,142,838,209 
Equity Securities - Foreign Common Stocks+  6,402,709  -  -  6,402,709 
Mutual Funds  39,549,525  -  -  39,549,525 
U.S. Treasury  -  1,979,810  -  1,979,810 
Other Financial Instruments:         
Financial Futures++  149,318  -  -  149,318 

 

+ 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 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 end March 31, 2015 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 19, 2015

 

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 19, 2015

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    May 19, 2015

 

EXHIBIT INDEX

(a)        Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.  (EX-99.CERT)

 

EX-99.CERT 2 certifiation763.htm CERTIFICATION certifiation763.htm - Generated by SEC Publisher for SEC Filing

 

SECTION 302 CERTIFICATION

I, Bradley J. Skapyak, certify that:

1.  I have reviewed this report on Form N-Q of Dreyfus Stock Index Fund, Inc.;

2.  Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.  Based on my knowledge, the schedule of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

4.  The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting;

5.  The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

 

                                                                        By:       /s/ Bradley J. Skapyak

                                                                                    Bradley J. Skapyak

                                                                                    President

                                                                        Date:    May 19, 2015

 


 

 

SECTION 302 CERTIFICATION

I, James Windels, certify that:

1.  I have reviewed this report on Form N-Q of Dreyfus Stock Index Fund, Inc.;

2.  Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.  Based on my knowledge, the schedule of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

4.  The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting;

5.  The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

 

                                                                        By:       /s/ James Windels

                                                                                    James Windels

                                                                                    Treasurer

                                                                        Date:    May 19, 2015