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

811-05719

 

 

 

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) 922-6400

 

 

Date of fiscal year end:

 

12/31

 

Date of reporting period:

3/31/16

 

             

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund
March 31, 2016 (Unaudited)

Common Stocks - 99.1%  Shares   Value ($) 
Automobiles & Components - .9%       
BorgWarner  25,864   993,178 
Delphi Automotive  32,477   2,436,425 
Ford Motor  447,397   6,039,859 
General Motors  164,316   5,164,452 
Goodyear Tire & Rubber  31,946   1,053,579 
Harley-Davidson  22,098   1,134,290 
Johnson Controls  74,072   2,886,586 
      19,708,369 
Banks - 5.2%       
Bank of America  1,193,170   16,131,658 
BB&T  88,499   2,944,362 
Citigroup  340,525   14,216,919 
Citizens Financial Group  60,544   1,268,397 
Comerica  20,599   780,084 
Fifth Third Bancorp  91,850   1,532,977 
Huntington Bancshares  90,312   861,576 
JPMorgan Chase & Co.  423,090   25,055,390 
KeyCorp  95,128   1,050,213 
M&T Bank  18,981   2,106,891 
People's United Financial  35,987 a  573,273 
PNC Financial Services Group  58,387   4,937,789 
Regions Financial  155,591   1,221,389 
SunTrust Banks  58,981   2,128,034 
U.S. Bancorp  189,225   7,680,643 
Wells Fargo & Co.  533,707   25,810,071 
Zions Bancorporation  21,376   517,513 
      108,817,179 
Capital Goods - 7.2%       
3M  69,897   11,646,937 
Allegion  10,586   674,434 
AMETEK  27,883   1,393,592 
Boeing  72,400   9,190,456 
Caterpillar  67,021   5,129,787 
Cummins  19,353   2,127,669 
Danaher  68,965   6,542,020 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Capital Goods - 7.2% (continued)       
Deere & Co.  34,638 a  2,666,780 
Dover  18,648   1,199,626 
Eaton  53,250   3,331,320 
Emerson Electric  74,345   4,042,881 
Fastenal  33,233 a  1,628,417 
Flowserve  16,046   712,603 
Fluor  17,060   916,122 
General Dynamics  33,812   4,441,882 
General Electric  1,077,554   34,255,442 
Honeywell International  88,611   9,928,863 
Illinois Tool Works  37,642   3,856,046 
Ingersoll-Rand  29,715   1,842,627 
Jacobs Engineering Group  14,962 b  651,595 
L-3 Communications Holdings  9,027   1,069,700 
Lockheed Martin  30,379   6,728,948 
Masco  38,994   1,226,361 
Northrop Grumman  20,978   4,151,546 
PACCAR  39,809   2,177,154 
Parker Hannifin  15,813   1,756,508 
Pentair  20,450   1,109,617 
Quanta Services  18,630 b  420,293 
Raytheon  34,624   4,245,941 
Rockwell Automation  15,145   1,722,744 
Rockwell Collins  15,332   1,413,764 
Roper Technologies  11,636   2,126,712 
Snap-on  6,446   1,011,958 
Stanley Black & Decker  17,590   1,850,644 
Textron  31,959   1,165,225 
United Rentals  10,772 b  669,911 
United Technologies  89,293   8,938,229 
W.W. Grainger  6,759 a  1,577,753 
Xylem  21,717   888,225 
      150,430,332 
Commercial & Professional Services - .7%       
ADT  20,398   841,621 
Cintas  10,784   968,511 
Dun & Bradstreet  3,879   399,847 
Equifax  13,808   1,578,116 
Nielsen Holdings  42,172   2,220,778 
Pitney Bowes  22,770   490,466 

 

 

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Commercial & Professional Services - .7% (continued)       
Republic Services  28,367   1,351,688 
Robert Half International  14,809   689,803 
Stericycle  9,422 b  1,188,962 
Tyco International  48,919   1,795,816 
Verisk Analytics  17,693 b  1,414,025 
Waste Management  48,458   2,859,022 
      15,798,655 
Consumer Durables & Apparel - 1.5%       
Coach  32,286   1,294,346 
D.R. Horton  38,365   1,159,774 
Garmin  14,074 a  562,397 
Hanesbrands  46,150   1,307,891 
Harman International Industries  7,813   695,670 
Hasbro  12,467   998,607 
Leggett & Platt  16,111   779,772 
Lennar, Cl. A  20,722   1,002,116 
Mattel  40,124 a  1,348,969 
Michael Kors Holdings  20,796 b  1,184,540 
Mohawk Industries  7,154 b  1,365,699 
Newell Rubbermaid  31,745 a  1,405,986 
NIKE, Cl. B  154,850   9,518,629 
PulteGroup  38,595   722,112 
PVH  9,208   912,144 
Ralph Lauren  7,083   681,810 
Under Armour, Cl. A  20,503 a,b  1,739,269 
VF  39,349   2,548,241 
Whirlpool  8,885   1,602,321 
      30,830,293 
Consumer Services - 1.9%       
Carnival  52,796   2,786,045 
Chipotle Mexican Grill  3,511 a,b  1,653,576 
Darden Restaurants  13,043   864,751 
H&R Block  27,265   720,341 
Marriott International, Cl. A  22,785 a  1,621,836 
McDonald's  104,167   13,091,709 
Royal Caribbean Cruises  19,334   1,588,288 
Starbucks  169,737   10,133,299 
Starwood Hotels & Resorts Worldwide  19,883 c  1,658,839 
Wyndham Worldwide  13,500   1,031,805 
Wynn Resorts  9,218 a  861,238 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Consumer Services - 1.9% (continued)       
Yum! Brands  47,270   3,869,049 
      39,880,776 
Diversified Financials - 4.7%       
Affiliated Managers Group  6,403 b  1,039,847 
American Express  94,683   5,813,536 
Ameriprise Financial  19,550   1,837,896 
Bank of New York Mellon  124,329   4,579,037 
Berkshire Hathaway, Cl. B  216,244 b  30,680,699 
BlackRock  14,617   4,978,112 
Capital One Financial  61,186   4,240,802 
Charles Schwab  136,540   3,825,851 
CME Group  38,495   3,697,445 
Discover Financial Services  47,944   2,441,308 
E*TRADE Financial  33,219 b  813,533 
Franklin Resources  44,589   1,741,200 
Goldman Sachs Group  45,374   7,122,811 
Intercontinental Exchange  13,638   3,206,839 
Invesco  48,435   1,490,345 
Legg Mason  11,458   397,363 
Leucadia National  37,644   608,703 
McGraw-Hill Financial  31,287   3,096,787 
Moody's  19,904   1,921,930 
Morgan Stanley  174,346   4,360,393 
Nasdaq  13,483   895,002 
Navient  39,919   477,830 
Northern Trust  24,739   1,612,241 
State Street  46,454   2,718,488 
Synchrony Financial  95,063 b  2,724,506 
T. Rowe Price Group  28,922   2,124,610 
      98,447,114 
Energy - 6.7%       
Anadarko Petroleum  57,658   2,685,133 
Apache  42,821   2,090,093 
Baker Hughes  50,024   2,192,552 
Cabot Oil & Gas  52,554   1,193,501 
California Resources  1   1 
Cameron International  21,954 b  1,472,016 
Chesapeake Energy  58,371 a  240,489 
Chevron  217,346   20,734,808 
Cimarex Energy  10,630   1,033,980 

 

 

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Energy - 6.7% (continued)       
Columbia Pipeline Group  44,122   1,107,462 
Concho Resources  14,830 b  1,498,423 
ConocoPhillips  141,703   5,706,380 
Devon Energy  58,163   1,595,993 
Diamond Offshore Drilling  8,510   184,922 
EOG Resources  63,432   4,603,895 
EQT  18,370   1,235,566 
Exxon Mobil  479,374   40,070,873 
FMC Technologies  26,933 b  736,887 
Halliburton  98,973   3,535,316 
Helmerich & Payne  12,113 a  711,275 
Hess  30,451   1,603,245 
Kinder Morgan  209,931   3,749,368 
Marathon Oil  96,339   1,073,216 
Marathon Petroleum  61,455   2,284,897 
Murphy Oil  18,555   467,400 
National Oilwell Varco  44,242 a  1,375,926 
Newfield Exploration  22,631 b  752,481 
Noble Energy  48,441   1,521,532 
Occidental Petroleum  88,135   6,031,078 
ONEOK  24,138 a  720,761 
Phillips 66  54,797   4,744,872 
Pioneer Natural Resources  18,751   2,639,016 
Range Resources  19,536 a  632,576 
Schlumberger  144,555   10,660,931 
Southwestern Energy  43,673 a,b  352,441 
Spectra Energy  75,417   2,307,760 
Tesoro  13,979   1,202,334 
Transocean  38,519 a  352,064 
Valero Energy  55,397   3,553,164 
Williams  76,471   1,228,889 
      139,883,516 
Food & Staples Retailing - 2.4%       
Costco Wholesale  50,723   7,992,930 
CVS Health  127,234   13,197,983 
Kroger  112,444   4,300,983 
Sysco  60,482   2,826,324 
Walgreens Boots Alliance  99,718   8,400,244 
Wal-Mart Stores  181,029   12,398,676 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Food & Staples Retailing - 2.4% (continued)       
Whole Foods Market  37,639   1,170,949 
      50,288,089 
Food, Beverage & Tobacco - 5.8%       
Altria Group  225,116   14,105,769 
Archer-Daniels-Midland  69,544   2,525,143 
Brown-Forman, Cl. B  12,220   1,203,303 
Campbell Soup  20,302   1,295,065 
Coca-Cola  449,410   20,848,130 
Coca-Cola Enterprises  24,965   1,266,724 
ConAgra Foods  49,554   2,211,099 
Constellation Brands, Cl. A  20,272   3,062,896 
Dr. Pepper Snapple Group  21,743   1,944,259 
General Mills  68,908   4,365,322 
Hershey  17,230   1,586,711 
Hormel Foods  31,848   1,377,108 
J.M. Smucker  13,656   1,773,095 
Kellogg  29,447   2,254,168 
Kraft Heinz  67,903   5,334,460 
McCormick & Co.  13,266   1,319,702 
Mead Johnson Nutrition  21,613   1,836,457 
Molson Coors Brewing, Cl. B  20,841   2,004,487 
Mondelez International, Cl. A  182,716   7,330,566 
Monster Beverage  17,343 b  2,313,209 
PepsiCo  166,936   17,107,601 
Philip Morris International  178,825   17,544,521 
Reynolds American  95,097   4,784,330 
Tyson Foods, Cl. A  33,903   2,259,974 
      121,654,099 
Health Care Equipment & Services - 5.0%       
Abbott Laboratories  171,268   7,164,140 
Aetna  40,148   4,510,628 
AmerisourceBergen  22,502   1,947,548 
Anthem  29,868   4,151,353 
Baxter International  62,312   2,559,777 
Becton Dickinson & Co.  24,180   3,671,008 
Boston Scientific  154,263 b  2,901,687 
C.R. Bard  8,455   1,713,575 
Cardinal Health  37,465   3,070,257 
Centene  19,626 b  1,208,373 
Cerner  35,160 b  1,862,074 

 

 

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Health Care Equipment & Services - 5.0% (continued)       
Cigna  29,120   3,996,429 
DaVita HealthCare Partners  19,323 b  1,417,922 
DENTSPLY SIRONA  27,700   1,707,151 
Edwards Lifesciences  24,739 b  2,182,227 
Express Scripts Holding  76,986 b  5,288,168 
HCA Holdings  35,346 b  2,758,755 
Henry Schein  9,484 b  1,637,223 
Hologic  22,526 b  777,147 
Humana  16,965   3,103,747 
Intuitive Surgical  4,309 b  2,589,924 
Laboratory Corporation of America Holdings  11,446 b  1,340,670 
McKesson  26,517   4,169,798 
Medtronic  162,299   12,172,425 
Patterson  9,314   433,380 
Quest Diagnostics  16,325   1,166,421 
St. Jude Medical  31,795   1,748,725 
Stryker  36,061   3,868,985 
Tenet Healthcare  10,967 b  317,275 
UnitedHealth Group  109,449   14,107,976 
Universal Health Services, Cl. B  10,362   1,292,349 
Varian Medical Systems  11,718 a,b  937,674 
Zimmer Biomet Holdings  20,601   2,196,685 
      103,971,476 
Household & Personal Products - 2.1%       
Church & Dwight  15,061   1,388,323 
Clorox  14,869   1,874,386 
Colgate-Palmolive  102,615   7,249,750 
Estee Lauder, Cl. A  25,196   2,376,235 
Kimberly-Clark  41,569   5,591,446 
Procter & Gamble  306,546   25,231,801 
      43,711,941 
Insurance - 2.6%       
Aflac  49,398   3,118,990 
Allstate  44,563   3,002,209 
American International Group  132,041   7,136,816 
Aon  31,525   3,292,786 
Assurant  8,010   617,972 
Chubb  53,165   6,334,610 
Cincinnati Financial  17,282   1,129,552 
Hartford Financial Services Group  45,946   2,117,192 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Insurance - 2.6% (continued)       
Lincoln National  29,369   1,151,265 
Loews  31,049   1,187,935 
Marsh & McLennan Cos.  60,027   3,649,041 
MetLife  127,281   5,592,727 
Principal Financial Group  30,769   1,213,837 
Progressive  66,745   2,345,419 
Prudential Financial  51,214   3,698,675 
Torchmark  14,075   762,302 
Travelers  34,129   3,983,196 
Unum Group  28,026   866,564 
Willis Towers Watson  15,789   1,873,526 
XL Group  34,603   1,273,390 
      54,348,004 
Materials - 2.8%       
Air Products & Chemicals  22,372   3,222,687 
Airgas  7,470   1,058,051 
Alcoa  149,219 a  1,429,518 
Avery Dennison  9,843   709,779 
Ball  16,307   1,162,526 
CF Industries Holdings  27,715   868,588 
Dow Chemical  129,342   6,578,334 
E.I. du Pont de Nemours & Co.  100,778   6,381,263 
Eastman Chemical  16,508   1,192,373 
Ecolab  30,331   3,382,513 
FMC  15,196 a  613,463 
Freeport-McMoRan  143,886 a  1,487,781 
International Flavors & Fragrances  9,135   1,039,289 
International Paper  47,984   1,969,263 
LyondellBasell Industries, Cl. A  39,991   3,422,430 
Martin Marietta Materials  7,638   1,218,337 
Monsanto  50,223   4,406,566 
Mosaic  40,584   1,095,768 
Newmont Mining  60,050   1,596,129 
Nucor  36,646   1,733,356 
Owens-Illinois  18,700 b  298,452 
PPG Industries  30,891   3,444,038 
Praxair  32,558   3,726,263 
Sealed Air  22,745   1,091,987 
Sherwin-Williams  9,315   2,651,701 
Vulcan Materials  15,265   1,611,526 

 

 

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Materials - 2.8% (continued)       
WestRock  29,965   1,169,554 
      58,561,535 
Media - 3.1%       
Cablevision Systems, Cl. A  25,862   853,446 
CBS, Cl. B  49,920   2,750,093 
Comcast, Cl. A  280,666   17,143,079 
Discovery Communications, Cl. A  17,330 b  496,158 
Discovery Communications, Cl. C  27,682 b  747,414 
Interpublic Group of Companies  47,279   1,085,053 
News Corp., Cl. A  43,737   558,521 
News Corp., Cl. B  12,058   159,769 
Omnicom Group  27,882   2,320,619 
Scripps Networks Interactive, Cl. A  11,252 a  737,006 
TEGNA  25,422   596,400 
Time Warner  91,912   6,668,216 
Time Warner Cable  32,678   6,686,572 
Twenty-First Century Fox, Cl. A  129,518   3,610,962 
Twenty-First Century Fox, Cl. B  49,216   1,387,891 
Viacom, Cl. B  40,744   1,681,912 
Walt Disney  173,375   17,217,871 
      64,700,982 
Pharmaceuticals, Biotechnology & Life Sciences - 9.1%       
AbbVie  186,171   10,634,088 
Agilent Technologies  38,392   1,529,921 
Alexion Pharmaceuticals  25,634 b  3,568,766 
Allergan  45,551 b  12,209,035 
Amgen  86,584   12,981,539 
Baxalta  78,633   3,176,773 
Biogen  25,447 b  6,624,363 
Bristol-Myers Squibb  192,681   12,308,462 
Celgene  90,382 b  9,046,334 
Eli Lilly & Co.  112,038   8,067,856 
Endo International  22,950 b  646,043 
Gilead Sciences  157,768   14,492,568 
Illumina  16,948 b  2,747,440 
Johnson & Johnson  318,529   34,464,838 
Mallinckrodt  13,102 b  802,891 
Merck & Co.  320,484   16,956,808 
Mylan  46,836 b  2,170,849 
PerkinElmer  12,525   619,487 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Pharmaceuticals, Biotechnology & Life Sciences - 9.1% (continued)       
Perrigo  16,627   2,127,092 
Pfizer  698,793   20,712,225 
Regeneron Pharmaceuticals  9,004 b  3,245,402 
Thermo Fisher Scientific  45,471   6,438,239 
Vertex Pharmaceuticals  28,192 b  2,240,982 
Waters  9,287 b  1,225,141 
Zoetis  52,505   2,327,547 
      191,364,689 
Real Estate - 3.0%       
American Tower  48,902 c  5,006,098 
Apartment Investment & Management, Cl. A  17,704 c  740,381 
AvalonBay Communities  15,696 c  2,985,379 
Boston Properties  17,426 c  2,214,496 
CBRE Group, Cl. A  31,844 b  917,744 
Crown Castle International  38,455 c  3,326,357 
Equinix  7,871 a,c  2,603,018 
Equity Residential  41,873 c  3,141,731 
Essex Property Trust  7,449 c  1,742,023 
Extra Space Storage  14,178 c  1,325,076 
Federal Realty Investment Trust  7,975 c  1,244,499 
General Growth Properties  66,834 c  1,986,975 
HCP  52,317 a,c  1,704,488 
Host Hotels & Resorts  86,035 c  1,436,785 
Iron Mountain  21,589 c  732,083 
Kimco Realty  48,688 c  1,401,241 
Macerich  14,701 c  1,164,907 
Prologis  60,107 c  2,655,527 
Public Storage  16,772 c  4,626,221 
Realty Income  28,493 a,c  1,781,097 
Simon Property Group  35,570 c  7,387,533 
SL Green Realty  11,356 c  1,100,169 
UDR  30,073 c  1,158,713 
Ventas  38,724 c  2,438,063 
Vornado Realty Trust  20,276 c  1,914,663 
Welltower  40,949 c  2,839,404 
Weyerhaeuser  91,408 c  2,831,820 
      62,406,491 
Retailing - 5.4%       
Advance Auto Parts  8,339   1,337,075 
Amazon.com  44,553 b  26,448,443 

 

 

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Retailing - 5.4% (continued)       
AutoNation  7,677 b  358,362 
AutoZone  3,509 b  2,795,585 
Bed Bath & Beyond  19,582 b  972,050 
Best Buy  33,911   1,100,073 
CarMax  22,685 a,b  1,159,204 
Dollar General  34,074   2,916,734 
Dollar Tree  27,052 b  2,230,708 
Expedia  13,366   1,441,122 
GameStop, Cl. A  13,468 a  427,340 
Gap  27,197 a  799,592 
Genuine Parts  17,607   1,749,432 
Home Depot  146,344   19,526,680 
Kohl's  22,766   1,061,123 
L Brands  29,291   2,572,043 
Lowe's  105,192   7,968,294 
Macy's  35,923   1,583,845 
Netflix  49,033 a,b  5,012,644 
Nordstrom  16,098 a  920,967 
O'Reilly Automotive  11,235 b  3,074,570 
Priceline Group  5,723 b  7,376,718 
Ross Stores  46,842   2,712,152 
Signet Jewelers  9,133   1,132,766 
Staples  70,943   782,501 
Target  69,595   5,726,277 
The TJX Companies  77,098   6,040,628 
Tiffany & Co.  13,113   962,232 
Tractor Supply  15,304   1,384,400 
TripAdvisor  12,531 b  833,312 
Urban Outfitters  10,670 b  353,070 
      112,759,942 
Semiconductors & Semiconductor Equipment - 2.8%       
Analog Devices  36,000   2,130,840 
Applied Materials  132,307   2,802,262 
Broadcom  42,903   6,628,513 
First Solar  8,210 b  562,139 
Intel  545,134   17,635,085 
KLA-Tencor  17,972   1,308,541 
Lam Research  17,927   1,480,770 
Linear Technology  27,188   1,211,497 
Microchip Technology  22,945 a  1,105,949 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Semiconductors & Semiconductor Equipment - 2.8% (continued)       
Micron Technology  124,026 b  1,298,552 
NVIDIA  59,830   2,131,743 
Qorvo  15,004 b  756,352 
QUALCOMM  173,067   8,850,646 
Skyworks Solutions  21,881   1,704,530 
Texas Instruments  117,195   6,729,337 
Xilinx  29,317   1,390,505 
      57,727,261 
Software & Services - 12.4%       
Accenture, Cl. A  72,458   8,361,653 
Activision Blizzard  57,068   1,931,181 
Adobe Systems  57,494 b  5,392,937 
Akamai Technologies  20,461 b  1,137,018 
Alliance Data Systems  7,100 b  1,562,000 
Alphabet, Cl. A  33,762 b  25,757,030 
Alphabet, Cl. C  34,298 b  25,550,295 
Autodesk  26,509 b  1,545,740 
Automatic Data Processing  53,637   4,811,775 
CA  34,323   1,056,805 
Citrix Systems  17,872 b  1,404,382 
Cognizant Technology Solutions, Cl. A  69,292 b  4,344,608 
CSRA  15,665   421,389 
eBay  125,460 b  2,993,476 
Electronic Arts  35,159 b  2,324,361 
Facebook, Cl. A  264,737 b  30,206,492 
Fidelity National Information Services  32,091   2,031,681 
Fiserv  25,791 b  2,645,641 
International Business Machines  102,101   15,463,196 
Intuit  30,375   3,159,304 
MasterCard, Cl. A  113,843   10,758,163 
Microsoft  913,348   50,444,210 
Oracle  363,986   14,890,667 
Paychex  36,920   1,994,049 
PayPal Holdings  127,592   4,925,051 
Red Hat  20,631 b  1,537,216 
salesforce.com  72,708 b  5,368,032 
Symantec  79,203   1,455,751 
Teradata  16,962 b  445,083 
Total System Services  19,374   921,815 
VeriSign  11,303 a,b  1,000,768 

 

 

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Software & Services - 12.4% (continued)       
Visa, Cl. A  221,622   16,949,651 
Western Union  58,351   1,125,591 
Xerox  109,822   1,225,614 
Yahoo!  100,446 b  3,697,417 
      258,840,042 
Technology Hardware & Equipment - 5.5%       
Amphenol, Cl. A  34,955   2,021,098 
Apple  640,176   69,772,782 
Cisco Systems  582,874   16,594,423 
Corning  129,057   2,696,001 
EMC  224,619   5,986,096 
F5 Networks  8,030 b  849,976 
FLIR Systems  15,671   516,359 
Harris  13,952   1,086,303 
Hewlett Packard Enterprise  198,625   3,521,621 
HP  199,732   2,460,698 
Juniper Networks  40,045   1,021,548 
Motorola Solutions  18,129   1,372,365 
NetApp  35,140   958,971 
SanDisk  23,362   1,777,381 
Seagate Technology  34,521 a  1,189,248 
TE Connectivity  42,800   2,650,176 
Western Digital  26,264   1,240,711 
      115,715,757 
Telecommunication Services - 2.8%       
AT&T  709,978   27,809,838 
CenturyLink  63,512   2,029,844 
Frontier Communications  130,416 a  729,025 
Level 3 Communications  32,189 b  1,701,189 
Verizon Communications  470,176   25,427,118 
      57,697,014 
Transportation - 2.1%       
American Airlines Group  69,736   2,859,873 
CH Robinson Worldwide  16,614   1,233,257 
CSX  113,645   2,926,359 
Delta Air Lines  90,845   4,422,335 
Expeditors International of Washington  21,104   1,030,086 
FedEx  30,114   4,900,150 
J.B. Hunt Transport Services  10,485   883,256 
Kansas City Southern  12,642   1,080,259 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 99.1% (continued)  Shares   Value ($) 
Transportation - 2.1% (continued)       
Norfolk Southern  34,629   2,882,864 
Ryder System  5,791   375,141 
Southwest Airlines  75,303   3,373,574 
Union Pacific  97,787   7,778,956 
United Continental Holdings  41,603 b  2,490,356 
United Parcel Service, Cl. B  79,699   8,405,854 
      44,642,320 
Utilities - 3.4%       
AES  73,476   867,017 
AGL Resources  13,717   893,525 
Ameren  28,200   1,412,820 
American Electric Power  56,612   3,759,037 
American Water Works  20,612   1,420,785 
CenterPoint Energy  51,085   1,068,698 
CMS Energy  31,169   1,322,812 
Consolidated Edison  33,711   2,582,937 
Dominion Resources  68,302   5,130,846 
DTE Energy  20,625   1,869,863 
Duke Energy  78,844   6,361,134 
Edison International  37,473   2,693,934 
Entergy  21,033   1,667,496 
Eversource Energy  35,807   2,088,980 
Exelon  105,187   3,772,006 
FirstEnergy  47,668   1,714,618 
NextEra Energy  53,142   6,288,824 
NiSource  35,222   829,830 
NRG Energy  38,491   500,768 
PG&E  56,251   3,359,310 
Pinnacle West Capital  12,878   966,751 
PPL  76,949   2,929,448 
Public Service Enterprise Group  58,233   2,745,104 
SCANA  15,703   1,101,565 
Sempra Energy  26,865   2,795,303 
Southern  104,323   5,396,629 
TECO Energy  26,102   718,588 
WEC Energy Group  37,067   2,226,615 
Xcel Energy  57,487   2,404,106 
      70,889,349 
Total Common Stocks (cost $931,012,411)      2,073,075,225 

 

 

  Principal      
Short-Term Investments - .0%  Amount ($)   Value ($)  
U.S. Treasury Bills;         
0.32%, 6/23/16         
(cost $1,094,187)  1,095,000 d  1,094,490  
Other Investment - .9%  Shares   Value ($)  
Registered Investment Company;         
Dreyfus Institutional Preferred Plus Money Market Fund         
(cost $18,020,973)  18,020,973 e  18,020,973  
Investment of Cash Collateral for Securities Loaned - .9%         
Registered Investment Company;         
Dreyfus Institutional Cash Advantage Fund         
(cost $19,056,218)  19,056,218 e  19,056,218  
Total Investments (cost $969,183,789)  100.9 %  2,111,246,906  
Liabilities, Less Cash and Receivables  (.9 %)  (19,862,157 ) 
Net Assets  100.0 %  2,091,384,749  

 

a Security, or portion thereof, on loan. At March 31, 2016, the value of the fund’s securities on loan was $38,101,290 and the value 
of the collateral held by the fund was $38,996,775, consisting of cash collateral of $19,056,218 and U.S. Government & Agency 
securities valued at $19,940,557. 
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. 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Portfolio Summary (Unaudited)†  Value (%) 
Software & Services  12.4 
Pharmaceuticals, Biotechnology & Life Sciences  9.1 
Capital Goods  7.2 
Energy  6.7 
Food, Beverage & Tobacco  5.8 
Technology Hardware & Equipment  5.5 
Retailing  5.4 
Banks  5.2 
Health Care Equipment & Services  5.0 
Diversified Financials  4.7 
Utilities  3.4 
Media  3.1 
Real Estate  3.0 
Materials  2.8 
Semiconductors & Semiconductor Equipment  2.8 
Telecommunication Services  2.8 
Insurance  2.6 
Food & Staples Retailing  2.4 
Household & Personal Products  2.1 
Transportation  2.1 
Consumer Services  1.9 
Short-Term/Money Market Investments  1.8 
Consumer Durables & Apparel  1.5 
Automobiles & Components  .9 
Commercial & Professional Services  .7 
  100.9 

 

† Based on net assets.
See notes to financial statements.

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund
March 31, 2016 (Unaudited)

The following is a summary of the inputs used as of March 31, 2016 in valuing the fund’s investments:

    Level 2 - Other     
  Level 1 - Unadjusted  Significant  Level 3 -Significant   
Quoted Prices  Observable Inputs  Unobservable Inputs Total 
Assets ($)         
Investments in Securities:         
Equity Securities—         
Domestic Common         
Stocks†  2,061,903,816  -  -  2,061,903,816 
Equity Securities—         
Foreign Common         
Stocks†  11,171,409  -  -  11,171,409 
Mutual Funds  37,077,191  -  -  37,077,191 
U.S. Treasury  -  1.094,490  -  1,094,490 
Other Financial         
Instruments:         
Financial Futures††  606,197  -  -  606,197 

 

†  See Statement of Investments for additional detailed categorizations. 
††  Amount shown represents unrealized appreciation at period end. 

 

 

STATEMENT OF FINANCIAL FUTURES
Dreyfus Stock Index Fund
March 31, 2016 (Unaudited)

    Market Value    Unrealized  
    Covered by    Appreciation at  
  Contracts  Contracts ($)  Expiration  03/31/2016 ($) 
 
Financial Futures Long           
Standard & Poor's 500 E-mini  189  19,386,675  June 2016  606,197  
Gross Unrealized Appreciation        606,197  

 

See notes to financial statements.

 

NOTES

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. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not

 

NOTES

traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

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. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board Members ("Board").These securities are generally categorized within Level 2 of the fair value hierarchy.

The Service’s procedures are reviewed by Dreyfus under the general supervision of the Board.

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 American Depository Receipts and financial futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. 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 of the fair value hierarchy depending on the relevant inputs used.

For restricted securities where observable inputs are limited, assumptions about market activity and risk are used and are generally categorized within Level 3 of the fair value hierarchy.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of Dreyfus, 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,

 

NOTES

which can be invested in certain money market mutual funds managed by Dreyfus 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 or 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.

Effective July 1, 2015, the fund adopted new accounting guidance under Accounting Standards Update No. 2014-11, which requires expanded disclosures related to financial assets pledged in secured financing transactions (such as securities lending) and the related contractual maturity terms of these secured transactions. The type of securities loaned for which cash collateral was received, is indicated in the Statement of Investments. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

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 March 31, 2016 is discussed below.

Financial Futures: 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 in order to manage its exposure to or protect against changes in the market. A financial 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 counterparty, 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 which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with financial futures since they are exchange traded, and the exchange guarantees the financial futures against default.

At March 31, 2016, accumulated net unrealized appreciation on investments was $1,142,063,117, consisting of $1,189,820,657 gross unrealized appreciation and $47,757,540 gross unrealized depreciation.

At March 31, 2016, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC 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, 2016

 

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, 2016

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    May 19, 2016

 

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)