0000846800-15-000017.txt : 20151124 0000846800-15-000017.hdr.sgml : 20151124 20151124123315 ACCESSION NUMBER: 0000846800-15-000017 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151124 DATE AS OF CHANGE: 20151124 EFFECTIVENESS DATE: 20151124 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: 151251769 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 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)

 

 

 

 

 

Bennett A. MacDougall, 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:

9/30/15

 

             

 

 

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS       
Dreyfus Stock Index Fund       
September 30, 2015 (Unaudited)       
 
 
Common Stocks--98.7%  Shares   Value ($) 
Automobiles & Components--1.0%       
BorgWarner  25,864   1,075,684 
Delphi Automotive  32,477   2,469,551 
Ford Motor  447,397   6,071,177 
General Motors  164,316   4,932,766 
Goodyear Tire & Rubber  31,946   936,976 
Harley-Davidson  23,730   1,302,777 
Johnson Controls  74,072   3,063,618 
      19,852,549 
Banks--6.0%       
Bank of America  1,193,170   18,589,589 
BB&T  88,499   3,150,564 
Citigroup  343,585   17,045,252 
Comerica  20,599   846,619 
Fifth Third Bancorp  91,850   1,736,884 
Hudson City Bancorp  53,554   544,644 
Huntington Bancshares  90,312   957,307 
JPMorgan Chase & Co.  423,090   25,795,797 
KeyCorp  95,128   1,237,615 
M&T Bank  14,966   1,825,104 
People's United Financial  35,987   566,076 
PNC Financial Services Group  59,269   5,286,795 
Regions Financial  155,591   1,401,875 
SunTrust Banks  58,981   2,255,433 
U.S. Bancorp  189,225   7,760,117 
Wells Fargo & Co.  533,707   27,405,854 
Zions Bancorporation  21,376   588,695 
      116,994,220 
Capital Goods--7.1%       
3M  71,321   10,111,178 
Allegion  10,586   610,389 
AMETEK  27,883   1,458,839 
Boeing  73,290   9,597,325 
Caterpillar  69,238 a  4,525,396 
Cummins  19,353 a  2,101,349 
Danaher  67,913   5,786,867 
Deere & Co.  35,637 a  2,637,138 
Dover  18,648   1,066,293 
Eaton  53,250   2,731,725 
Emerson Electric  76,186   3,365,136 
Fastenal  31,763 a  1,162,843 
Flowserve  16,046   660,132 
Fluor  17,060   722,491 
General Dynamics  34,653   4,780,381 
General Electric  1,152,316   29,061,410 
Honeywell International  88,611   8,390,576 

 

 

Illinois Tool Works  37,642   3,098,313 
Ingersoll-Rand  29,715   1,508,631 
Jacobs Engineering Group  14,962 b  560,028 
Joy Global  11,046 a  164,917 
L-3 Communications Holdings  9,648   1,008,409 
Lockheed Martin  30,717   6,367,941 
Masco  38,994   981,869 
Northrop Grumman  21,412   3,553,321 
PACCAR  39,809   2,076,836 
Parker Hannifin  15,813   1,538,605 
Pentair  20,450   1,043,768 
Precision Castparts  15,762   3,620,689 
Quanta Services  24,581 a,b  595,106 
Raytheon  35,200   3,845,952 
Rockwell Automation  15,145   1,536,763 
Rockwell Collins  15,332   1,254,771 
Roper Technologies  11,636   1,823,361 
Snap-on  6,446   972,959 
Stanley Black & Decker  17,590   1,705,878 
Textron  31,959   1,202,937 
United Rentals  10,772 b  646,859 
United Technologies  94,519   8,411,246 
W.W. Grainger  6,759   1,453,253 
Xylem  21,717   713,403 
      138,455,283 
Commercial & Professional Services--.7%       
ADT  20,398 a  609,900 
Cintas  10,784   924,728 
Dun & Bradstreet  3,879   407,295 
Equifax  13,808   1,341,861 
Nielsen Holdings  42,172   1,875,389 
Pitney Bowes  22,770   451,985 
Republic Services  28,367   1,168,720 
Robert Half International  14,809   757,628 
Stericycle  9,422 b  1,312,579 
Tyco International  46,954   1,571,081 
Waste Management  48,458   2,413,693 
      12,834,859 
Consumer Durables & Apparel--1.5%       
Coach  32,286   934,034 
D.R. Horton  38,365   1,126,396 
Fossil Group  5,477 a,b  306,055 
Garmin  14,074   504,975 
Hanesbrands  46,150   1,335,581 
Harman International Industries  7,813   749,970 
Hasbro  12,467   899,369 
Leggett & Platt  16,111   664,579 
Lennar, Cl. A  19,364   931,989 
Mattel  40,124   845,011 
Michael Kors Holdings  22,330 b  943,219 
Mohawk Industries  7,154 b  1,300,526 
Newell Rubbermaid  31,745   1,260,594 

 

 

NIKE, Cl. B  77,425   9,520,952 
PulteGroup  38,595   728,288 
PVH  9,208   938,664 
Ralph Lauren  7,083   836,927 
Under Armour, Cl. A  20,503 b  1,984,280 
VF  39,349   2,683,995 
Whirlpool  8,885   1,308,405 
      29,803,809 
Consumer Services--1.9%       
Carnival  51,361   2,552,642 
Chipotle Mexican Grill  3,511 b  2,528,798 
Darden Restaurants  13,043   893,967 
H&R Block  30,938   1,119,956 
Marriott International, Cl. A  22,785   1,553,937 
McDonald's  107,542   10,596,113 
Royal Caribbean Cruises  19,334   1,722,466 
Starbucks  169,737   9,647,851 
Starwood Hotels & Resorts       
  Worldwide  19,883 c  1,321,822 
Wyndham Worldwide  13,500   970,650 
Wynn Resorts  9,218 a  489,660 
Yum! Brands  48,869   3,907,077 
      37,304,939 
Diversified Financials--4.9%       
Affiliated Managers Group  6,403 b  1,094,849 
American Express  97,199   7,205,362 
Ameriprise Financial  20,356   2,221,450 
Bank of New York Mellon  126,737   4,961,754 
Berkshire Hathaway, Cl. B  213,709 b  27,867,654 
BlackRock  14,617   4,348,119 
Capital One Financial  62,305   4,518,359 
Charles Schwab  136,540   3,899,582 
CME Group  38,495   3,570,026 
Discover Financial Services  50,304   2,615,305 
E*TRADE Financial  33,219 b  874,656 
Franklin Resources  44,589   1,661,386 
Goldman Sachs Group  45,876   7,971,414 
Intercontinental Exchange  12,836   3,016,332 
Invesco  48,435   1,512,625 
Legg Mason  11,458   476,767 
Leucadia National  37,644   762,667 
McGraw-Hill Financial  31,287   2,706,326 
Moody's  19,904   1,954,573 
Morgan Stanley  174,346   5,491,899 
NASDAQ  13,483   719,048 
Navient  46,411   521,660 
Northern Trust  24,739   1,686,210 
State Street  46,454   3,122,173 
T. Rowe Price Group  30,161   2,096,190 
      96,876,386 
Energy--6.8%       
Anadarko Petroleum  57,658   3,481,967 

 

 

Apache  42,821   1,676,870 
Baker Hughes  50,024   2,603,249 
Cabot Oil & Gas  46,313   1,012,402 
Cameron International  21,954 b  1,346,219 
Chesapeake Energy  58,371 a  427,859 
Chevron  214,175   16,894,124 
Cimarex Energy  10,630   1,089,362 
Columbia Pipeline Group  35,222   644,210 
ConocoPhillips  139,437   6,687,399 
CONSOL Energy  26,877 a  263,395 
Devon Energy  43,899   1,628,214 
Diamond Offshore Drilling  8,510   147,223 
Ensco, Cl. A  26,495   373,050 
EOG Resources  62,452   4,546,506 
EQT  17,150   1,110,806 
Exxon Mobil  476,186   35,404,429 
FMC Technologies  26,933 b  834,923 
Halliburton  96,616   3,415,376 
Helmerich & Payne  12,113 a  572,460 
Hess  28,143   1,408,839 
Kinder Morgan  204,999   5,674,372 
Marathon Oil  76,211   1,173,649 
Marathon Petroleum  61,455   2,847,210 
Murphy Oil  18,555   449,031 
National Oilwell Varco  44,242   1,665,711 
Newfield Exploration  18,007 b  592,430 
Noble Energy  48,441   1,461,949 
Occidental Petroleum  87,152   5,765,105 
ONEOK  24,138   777,244 
Phillips 66  54,797   4,210,601 
Pioneer Natural Resources  16,885   2,053,891 
Range Resources  19,536 a  627,496 
Schlumberger  144,555   9,969,958 
Southwestern Energy  43,673 b  554,210 
Spectra Energy  75,417   1,981,205 
Tesoro  13,979   1,359,318 
Transocean  38,519 a  497,665 
Valero Energy  56,766   3,411,637 
Williams  76,471   2,817,956 
      133,459,520 
Food & Staples Retailing--2.4%       
Costco Wholesale  49,772   7,195,538 
CVS Health  127,234   12,275,536 
Kroger  110,747   3,994,644 
Sysco  63,232   2,464,151 
Wal-Mart Stores  179,027   11,608,111 
Walgreens Boots Alliance  99,718   8,286,566 
Whole Foods Market  40,722   1,288,851 
      47,113,397 
Food, Beverage & Tobacco--5.5%       
Altria Group  223,114   12,137,402 
Archer-Daniels-Midland  69,544   2,882,599 

 

 

Brown-Forman, Cl. B  12,220   1,184,118 
Campbell Soup  20,302   1,028,905 
Coca-Cola  445,664   17,880,040 
Coca-Cola Enterprises  24,965   1,207,058 
ConAgra Foods  49,554   2,007,433 
Constellation Brands, Cl. A  19,617   2,456,245 
Dr. Pepper Snapple Group  21,743   1,718,784 
General Mills  68,908   3,867,806 
Hershey  17,230   1,583,092 
Hormel Foods  15,924   1,008,148 
J.M. Smucker  11,730   1,338,276 
Kellogg  29,447   1,959,698 
Keurig Green Mountain  14,151 a  737,833 
Kraft Heinz  67,903   4,792,594 
McCormick & Co.  13,266   1,090,200 
Mead Johnson Nutrition  23,273   1,638,419 
Molson Coors Brewing, Cl. B  18,306   1,519,764 
Mondelez International, Cl. A  185,381   7,761,902 
Monster Beverage  17,343 b  2,343,733 
PepsiCo  168,089   15,850,793 
Philip Morris International  176,419   13,995,319 
Reynolds American  92,909   4,113,081 
Tyson Foods, Cl. A  33,903   1,461,219 
      107,564,461 
Health Care Equipment & Services--4.9%       
Abbott Laboratories  169,681   6,824,570 
Aetna  40,148   4,392,593 
AmerisourceBergen  23,479   2,230,270 
Anthem  29,868   4,181,520 
Baxter International  62,312   2,046,949 
Becton Dickinson & Co.  23,660   3,138,736 
Boston Scientific  149,389 b  2,451,473 
C.R. Bard  8,455   1,575,251 
Cardinal Health  37,465   2,878,061 
Cerner  35,160 b  2,108,194 
Cigna  29,120   3,931,782 
DaVita HealthCare Partners  19,323 b  1,397,633 
DENTSPLY International  15,552   786,465 
Edwards Lifesciences  12,015 b  1,708,173 
Express Scripts Holding  76,986 b  6,232,787 
HCA Holdings  36,441 b  2,819,076 
Henry Schein  9,484 b  1,258,716 
Humana  16,965   3,036,735 
Intuitive Surgical  4,173 b  1,917,827 
Laboratory Corporation of America       
Holdings  11,446 b  1,241,548 
McKesson  26,517   4,906,441 
Medtronic  161,480   10,809,471 
Patterson  9,314   402,831 
Quest Diagnostics  16,325   1,003,498 
St. Jude Medical  31,795   2,005,947 
Stryker  36,061   3,393,340 

 

 

Tenet Healthcare  10,967 b  404,902 
UnitedHealth Group  108,825   12,624,788 
Universal Health Services, Cl. B  10,362   1,293,281 
Varian Medical Systems  11,718 a,b  864,554 
Zimmer Biomet Holdings  19,489   1,830,602 
      95,698,014 
Household & Personal Products--1.9%       
Clorox  14,869   1,717,816 
Colgate-Palmolive  102,615   6,511,948 
Estee Lauder, Cl. A  25,196   2,032,813 
Kimberly-Clark  41,569   4,532,684 
Procter & Gamble  308,925   22,224,065 
      37,019,326 
Insurance--2.7%       
ACE  36,800   3,805,120 
Aflac  49,398   2,871,506 
Allstate  45,724   2,662,966 
American International Group  147,772   8,396,405 
Aon  31,525   2,793,430 
Assurant  8,010   632,870 
Chubb  25,924   3,179,579 
Cincinnati Financial  17,282   929,772 
Genworth Financial, Cl. A  57,379 b  265,091 
Hartford Financial Services Group  48,774   2,232,874 
Lincoln National  29,369   1,393,853 
Loews  33,515   1,211,232 
Marsh & McLennan  61,696   3,221,765 
MetLife  127,281   6,001,299 
Principal Financial Group  30,769   1,456,604 
Progressive  66,745   2,045,067 
Prudential Financial  51,214   3,903,019 
Torchmark  14,075   793,830 
Travelers  35,535   3,536,799 
Unum Group  28,026   899,074 
XL Group  34,603   1,256,781 
      53,488,936 
Materials--2.8%       
Air Products & Chemicals  21,700   2,768,486 
Airgas  8,034   717,677 
Alcoa  149,219   1,441,456 
Avery Dennison  9,843   556,819 
Ball  15,272   949,918 
CF Industries Holdings  27,715   1,244,403 
Dow Chemical  132,003   5,596,927 
E.I. du Pont de Nemours & Co.  102,439   4,937,560 
Eastman Chemical  16,508   1,068,398 
Ecolab  30,331   3,327,917 
FMC  15,196   515,296 
Freeport-McMoRan  116,838   1,132,160 
International Flavors & Fragrances  9,135   943,280 
International Paper  47,984   1,813,315 
LyondellBasell Industries, Cl. A  42,583   3,549,719 

 

 

Martin Marietta Materials  7,638   1,160,594 
Monsanto  53,424   4,559,204 
Mosaic  38,426   1,195,433 
Newmont Mining  60,050   965,004 
Nucor  36,646   1,376,057 
Owens-Illinois  18,700 b  387,464 
PPG Industries  30,891   2,708,832 
Praxair  32,558   3,316,358 
Sealed Air  24,541   1,150,482 
Sherwin-Williams  9,315   2,075,196 
Sigma-Aldrich  13,444   1,867,640 
Vulcan Materials  15,265   1,361,638 
WestRock  29,966   1,541,426 
      54,228,659 
Media--3.2%       
Cablevision Systems, Cl. A  25,862   839,739 
CBS, Cl. B  51,494   2,054,611 
Comcast, Cl. A  241,378   13,729,581 
Comcast, Special Cl. A  42,025 a  2,405,511 
Discovery Communications, Cl. A  17,330 a,b  451,100 
Discovery Communications, Cl. C  31,593 b  767,394 
Interpublic Group of Companies  47,279   904,447 
News Corp., Cl. A  43,737   551,961 
News Corp., Cl. B  12,058   154,584 
Omnicom Group  27,882   1,837,424 
Scripps Networks Interactive, Cl.       
A  11,252   553,486 
TEGNA  25,422   569,199 
Time Warner  93,123   6,402,206 
Time Warner Cable  32,178   5,771,768 
Twenty-First Century Fox, Cl. A  139,356   3,759,825 
Twenty-First Century Fox, Cl. B  49,216   1,332,277 
Viacom, Cl. B  40,744   1,758,104 
Walt Disney  177,352   18,125,374 
      61,968,591 
Pharmaceuticals, Biotech & Life Sciences--9.5%       
AbbVie  189,062   10,286,863 
Agilent Technologies  38,392   1,317,997 
Alexion Pharmaceuticals  25,634 b  4,008,901 
Allergan  44,684 b  12,145,558 
Amgen  86,584   11,976,299 
Baxalta  62,312   1,963,451 
Biogen  26,768 b  7,811,170 
Bristol-Myers Squibb  189,820   11,237,344 
Celgene  90,382 b  9,776,621 
Eli Lilly & Co.  110,656   9,260,801 
Endo International  22,950 b  1,589,976 
Gilead Sciences  167,461   16,442,996 
Johnson & Johnson  315,564   29,457,899 
Mallinckrodt  13,102 b  837,742 
Merck & Co.  321,937   15,900,468 
Mylan  46,836 b  1,885,617 

 

 

PerkinElmer  12,525   575,649 
Perrigo Company  16,627   2,614,928 
Pfizer  703,889   22,109,153 
Regeneron Pharmaceuticals  8,820 b  4,102,535 
Thermo Fisher Scientific  45,471   5,560,194 
Vertex Pharmaceuticals  27,575 b  2,871,661 
Waters  9,287 b  1,097,816 
Zoetis  52,505   2,162,156 
      186,993,795 
Real Estate--2.7%       
American Tower  48,206 c  4,241,164 
Apartment Investment & Management,       
Cl. A  17,704 c  655,402 
AvalonBay Communities  15,186 c  2,654,817 
Boston Properties  17,426 c  2,063,238 
CBRE Group, Cl. A  31,844 b  1,019,008 
Crown Castle International  38,455 c  3,032,946 
Equinix  6,499   1,776,827 
Equity Residential  41,873 c  3,145,500 
Essex Property Trust  7,449 c  1,664,256 
General Growth Properties  66,834 c  1,735,679 
HCP  52,317 a,c  1,948,808 
Host Hotels & Resorts  86,035 c  1,360,213 
Iron Mountain  21,589 c  669,691 
Kimco Realty  48,688 c  1,189,448 
Macerich  15,934 c  1,224,050 
Plum Creek Timber  20,051 c  792,215 
Prologis  57,819 c  2,249,159 
Public Storage  16,772 c  3,549,458 
Realty Income  25,900 a,c  1,227,401 
Simon Property Group  35,570 c  6,534,920 
SL Green Realty  11,356 c  1,228,265 
Ventas  37,280 c  2,089,917 
Vornado Realty Trust  20,276 c  1,833,356 
Welltower  39,961   2,706,159 
Weyerhaeuser  59,327 c  1,622,000 
      52,213,897 
Retailing--5.3%       
Advance Auto Parts  8,339   1,580,491 
Amazon.com  43,769 b  22,404,913 
AutoNation  7,677 b  446,648 
AutoZone  3,611 b  2,613,750 
Bed Bath & Beyond  19,582 a,b  1,116,566 
Best Buy  33,911   1,258,776 
CarMax  24,353 b  1,444,620 
Dollar General  34,074   2,468,321 
Dollar Tree  26,002 b  1,733,293 
Expedia  11,704   1,377,327 
GameStop, Cl. A  13,468 a  555,016 
Gap  27,197   775,115 
Genuine Parts  17,607   1,459,444 
Home Depot  146,597   16,930,488 

 

 

Kohl's  22,766   1,054,293 
L Brands  29,291   2,639,998 
Lowe's  106,367   7,330,814 
Macy's  37,806   1,940,204 
Netflix  47,870 b  4,943,056 
Nordstrom  16,098   1,154,388 
O'Reilly Automotive  11,506 b  2,876,500 
Priceline Group  5,790 b  7,161,419 
Ross Stores  46,842   2,270,432 
Signet Jewelers  9,133   1,243,275 
Staples  70,943   832,161 
Target  72,521   5,704,502 
The TJX Companies  77,098   5,506,339 
Tiffany & Co.  13,113   1,012,586 
Tractor Supply  15,304   1,290,433 
TripAdvisor  12,531 b  789,704 
Urban Outfitters  10,670 b  313,485 
      104,228,357 
Semiconductors & Semiconductor Equipment--2.4%       
Altera  33,810   1,693,205 
Analog Devices  36,000   2,030,760 
Applied Materials  137,138   2,014,557 
Avago Technologies  29,477   3,684,920 
Broadcom, Cl. A  62,590   3,219,004 
First Solar  8,210 b  350,978 
Intel  540,258   16,283,376 
KLA-Tencor  17,972   898,600 
Lam Research  17,927   1,171,171 
Linear Technology  27,188   1,097,036 
Microchip Technology  22,945 a  988,700 
Micron Technology  124,026 b  1,857,909 
NVIDIA  59,830   1,474,810 
Qorvo  16,881 b  760,489 
Skyworks Solutions  21,881   1,842,599 
Texas Instruments  117,195   5,803,496 
Xilinx  29,317   1,243,041 
      46,414,651 
Software & Services--11.4%       
Accenture, Cl. A  71,792   7,054,282 
Activision Blizzard  57,068   1,762,831 
Adobe Systems  56,747 b  4,665,738 
Akamai Technologies  20,461 b  1,413,037 
Alliance Data Systems  7,100 b  1,838,758 
Autodesk  26,509 b  1,170,107 
Automatic Data Processing  53,637   4,310,269 
CA  37,391   1,020,774 
Citrix Systems  17,872 b  1,238,172 
Cognizant Technology Solutions,       
Cl. A  69,292 b  4,338,372 
Computer Sciences  15,665   961,518 
eBay  125,460 b  3,066,242 
Electronic Arts  35,159 b  2,382,022 

 

 

Facebook, Cl. A  257,566 b  23,155,183 
Fidelity National Information       
Services  32,091   2,152,664 
Fiserv  26,792 b  2,320,455 
Google, Cl. A  33,078 b  21,116,003 
Google, Cl. C  33,736 b  20,525,657 
International Business Machines  102,888   14,915,673 
Intuit  31,138   2,763,498 
MasterCard, Cl. A  113,843   10,259,531 
Microsoft  913,074   40,412,655 
Oracle  371,038   13,401,893 
Paychex  36,920   1,758,500 
PayPal Holdings  125,460 b  3,894,278 
Red Hat  20,631 b  1,482,956 
salesforce.com  70,785 b  4,914,603 
Symantec  79,203   1,542,082 
Teradata  16,962 b  491,220 
Total System Services  19,374   880,161 
VeriSign  12,151 a,b  857,375 
Visa, Cl. A  222,676   15,511,610 
Western Union  58,351   1,071,324 
Xerox  120,952   1,176,863 
Yahoo!  98,164 b  2,837,921 
      222,664,227 
Technology Hardware & Equipment--6.4%       
Amphenol, Cl. A  34,955   1,781,307 
Apple  651,023   71,807,837 
Cisco Systems  578,876   15,195,495 
Corning  140,056   2,397,759 
EMC  221,392   5,348,831 
F5 Networks  8,030 b  929,874 
FLIR Systems  15,671   438,631 
Harris  13,952   1,020,589 
Hewlett-Packard  207,102   5,303,882 
Juniper Networks  40,045   1,029,557 
Motorola Solutions  18,129   1,239,661 
NetApp  35,140   1,040,144 
QUALCOMM  179,465   9,642,654 
SanDisk  23,362   1,269,257 
Seagate Technology  34,521 a  1,546,541 
TE Connectivity  46,100   2,760,929 
Western Digital  26,264   2,086,412 
      124,839,360 
Telecommunication Services--2.4%       
AT&T  702,031   22,872,170 
CenturyLink  63,512   1,595,421 
Frontier Communications  130,416   619,476 
Level 3 Communications  32,189 b  1,406,337 
Verizon Communications  464,824   20,224,492 
      46,717,896 
Transportation--2.2%       
American Airlines Group  76,766   2,980,824 

 

 

C.H. Robinson Worldwide  16,614   1,126,097 
CSX  113,645   3,057,050 
Delta Air Lines  90,845   4,076,215 
Expeditors International of       
Washington  22,623   1,064,412 
FedEx  30,114   4,335,814 
J.B. Hunt Transport Services  10,485   748,629 
Kansas City Southern  12,642   1,148,905 
Norfolk Southern  34,629   2,645,656 
Ryder System  5,791   428,766 
Southwest Airlines  75,303   2,864,526 
Union Pacific  99,069   8,758,690 
United Continential Holdings  43,507 b  2,308,046 
United Parcel Service, Cl. B  79,699   7,865,494 
      43,409,124 
Utilities--3.1%       
AES  73,476   719,330 
AGL Resources  13,717   837,286 
Ameren  28,200   1,192,014 
American Electric Power  55,081   3,131,906 
CenterPoint Energy  51,085   921,573 
CMS Energy  31,169   1,100,889 
Consolidated Edison  33,711   2,253,580 
Dominion Resources  66,729   4,696,387 
DTE Energy  20,625   1,657,631 
Duke Energy  78,844   5,672,037 
Edison International  37,473   2,363,422 
Entergy  21,033   1,369,248 
Eversource Energy  35,807   1,812,550 
Exelon  96,787   2,874,574 
FirstEnergy  47,668   1,492,485 
NextEra Energy  52,487   5,120,107 
NiSource  35,222   653,368 
NRG Energy  38,491   571,591 
Pepco Holdings  30,441   737,281 
PG&E  54,601   2,882,933 
Pinnacle West Capital  12,878   825,995 
PPL  76,949   2,530,853 
Public Service Enterprise Group  58,233   2,455,103 
SCANA  15,703   883,451 
Sempra Energy  26,865   2,598,383 
Southern  102,682   4,589,885 
TECO Energy  26,102   685,439 
WEC Energy Group  37,067   1,935,639 
Xcel Energy  57,487   2,035,615 
      60,600,555 
Total Common Stocks       
(cost $920,702,534)      1,930,744,811 
  Principal    
Short-Term Investments--.1%  Amount ($)   Value ($) 
U.S. Treasury Bills;       
0.05%, 12/10/15       

 

 

(cost $1,519,855)  1,520,000 d  1,520,126  
 
Other Investment--1.2%  Shares   Value ($)  
Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $23,742,051)  23,742,051 e  23,742,051  
Investment of Cash Collateral for         
Securities Loaned--.1%         
Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Fund         
(cost $2,901,924)  2,901,924 e  2,901,924  
Total Investments (cost $948,866,364)  100.1 %  1,958,908,912  
Liabilities, Less Cash and Receivables  (.1 %)  (1,504,201 ) 
Net Assets  100.0 %  1,957,404,711  

 

a  Security, or portion thereof, on loan. At September 30, 2015, the value of the fund's securities on loan was $25,360,226 
  and the value of the collateral held by the fund was $25,495,465, consisting of cash collateral of $2,901,924 and U.S. 
  Government & Agency securities valued at $22,593,541. 
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, 2015, net unrealized appreciation on investments was $1,010,042,548 of which $1,060,596,596 related to appreciated investment securities and $50,554,048 related to depreciated investment securities. At September 30, 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  11.4 
Pharmaceuticals, Biotech & Life Sciences  9.5 
Capital Goods  7.1 
Energy  6.8 
Technology Hardware & Equipment  6.4 
Banks  6.0 
Food, Beverage & Tobacco  5.5 
Retailing  5.3 
Diversified Financials  4.9 
Health Care Equipment & Services  4.9 
Media  3.2 
Utilities  3.1 
Materials  2.8 
Insurance  2.7 
Real Estate  2.7 
Food & Staples Retailing  2.4 
Semiconductors & Semiconductor Equipment  2.4 
Telecommunication Services  2.4 
Transportation  2.2 
Consumer Services  1.9 
Household & Personal Products  1.9 
Consumer Durables & Apparel  1.5 

 

 

Short-Term/Money Market Investments  1.4 
Automobiles & Components  1.0 
Commercial & Professional Services  .7 
  100.1 

 

 

STATEMENT OF FINANCIAL FUTURES           
September 30, 2015 (Unaudited)           
 
    Market Value    Unrealized  
    Covered by    (Depreciation)  
  Contracts  Contracts ($)  Expiration  at 9/30/2015 ($) 
Financial Futures Long           
Standard & Poor's 500 E-mini  288  27,485,280  December 2015  (473,264)

 

 

The following is a summary of the inputs used as of September 30, 2015 in valuing the fund's investments:

      Level 3 -   
    Level 2 - Other  Significant   
  Level 1 - Unadjusted Significant  Unobservable   
Assets ($)  Quoted Prices Observable Inputs  Inputs  Total
Investments in Securities:         
Equity Securities - Domestic Common Stocks+  1,924,500,347 -  -  1,924,500,347
Equity Securities - Foreign Common Stocks+  6,244,464 -  -  6,244,464
Mutual Funds  26,643,975 -  -  26,643,975
U.S. Treasury  - 1,520,126  -  1,520,126
Liabilities ($)         
Other Financial Instruments:         
Financial Futures++  (473,264) -  -  (473,264)

 

+ 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 end September 30, 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:    November 23, 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:    November 23, 2015

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    November 23, 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 certificsation763.htm CERTIFICATION certificsation763.htm - Generated by SEC Publisher for SEC Filing

 

SECTION 302 CERTIFICATION

I, Bradley J. Skapyak, certify that:

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

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

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

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

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

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

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

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

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

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

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

 

                                                                        By:       /s/ Bradley J. Skapyak

                                                                                    Bradley J. Skapyak

                                                                                    President

                                                                        Date:    November 23, 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:    November 23, 2015