N-Q 1 lp1763.htm FORM NQ 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

811-05719

 

 

 

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:

  09/30/16

 

             

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
September 30, 2016 (Unaudited)

Common Stocks - 98.6%  Shares   Value ($) 
Automobiles & Components - 1.0%       
BorgWarner  22,800   802,104 
Delphi Automotive  31,469   2,244,369 
Ford Motor  437,732   5,283,425 
General Motors  159,161   5,056,545 
Goodyear Tire & Rubber  30,967   1,000,234 
Harley-Davidson  21,430 a  1,127,004 
Johnson Controls International  105,135   4,891,932 
      20,405,613 
Banks - 5.3%       
Bank of America  1,149,486   17,989,456 
BB&T  91,974   3,469,259 
Citigroup  327,305   15,458,615 
Citizens Financial Group  58,601   1,448,031 
Comerica  19,956   944,318 
Fifth Third Bancorp  89,010   1,821,145 
Huntington Bancshares  121,666   1,199,627 
JPMorgan Chase & Co.  406,895   27,095,138 
KeyCorp  121,390   1,477,316 
M&T Bank  17,691   2,053,925 
People's United Financial  34,845   551,248 
PNC Financial Services Group  55,399   4,990,896 
Regions Financial  142,658   1,408,034 
SunTrust Banks  57,134   2,502,469 
U.S. Bancorp  181,278   7,775,013 
Wells Fargo & Co.  511,718   22,658,873 
Zions Bancorporation  22,974   712,654 
      113,556,017 
Capital Goods - 7.0%       
3M  68,047   11,991,923 
Acuity Brands  4,892 a  1,294,423 
Allegion  10,234   705,225 
AMETEK  27,023   1,291,159 
Boeing  65,434   8,620,275 
Caterpillar  65,745   5,836,184 
Cummins  17,836   2,285,683 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Capital Goods - 7.0% (continued)       
Deere & Co.  33,539 a  2,862,554 
Dover  18,078   1,331,264 
Eaton  51,565   3,388,336 
Emerson Electric  71,981   3,923,684 
Fastenal  32,172   1,344,146 
Flowserve  15,568   751,000 
Fluor  16,549   849,295 
Fortive  33,382   1,699,144 
Fortune Brands Home & Security  17,234   1,001,295 
General Dynamics  32,750   5,081,490 
General Electric  1,010,307   29,925,293 
Honeywell International  85,802   10,003,655 
Illinois Tool Works  36,449   4,368,048 
Ingersoll-Rand  28,715   1,950,897 
Jacobs Engineering Group  14,513 b  750,612 
L-3 Communications Holdings  8,743   1,317,832 
Lockheed Martin  28,477   6,826,506 
Masco  37,770   1,295,889 
Northrop Grumman  20,315   4,346,394 
PACCAR  38,520   2,264,206 
Parker-Hannifin  15,317   1,922,743 
Pentair  19,784 a  1,270,924 
Quanta Services  18,065 b  505,639 
Raytheon  33,530   4,564,439 
Rockwell Automation  14,665   1,794,116 
Rockwell Collins  14,853   1,252,702 
Roper Technologies  11,265   2,055,525 
Snap-on  6,232   947,015 
Stanley Black & Decker  17,036   2,095,087 
Textron  30,968   1,230,978 
TransDigm Group  5,656 a,b  1,635,263 
United Rentals  10,444 b  819,750 
United Technologies  87,310   8,870,696 
W.W. Grainger  6,552 a  1,473,152 
Xylem  21,061   1,104,649 
      148,849,090 
Commercial & Professional Services - .6%       
Cintas  9,665   1,088,279 
Dun & Bradstreet  3,746   511,779 
Equifax  13,371   1,799,469 

 

 

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Commercial & Professional Services - .6% (continued)       
Nielsen Holdings  37,978   2,034,481 
Pitney Bowes  22,074   400,864 
Republic Services  27,494   1,387,072 
Robert Half International  14,327   542,420 
Stericycle  9,110 a,b  730,075 
Verisk Analytics  17,125 b  1,391,920 
Waste Management  46,938   2,992,767 
      12,879,126 
Consumer Durables & Apparel - 1.4%       
Coach  31,265   1,143,048 
D.R. Horton  37,152   1,121,990 
Garmin  13,643   656,365 
Hanesbrands  44,747   1,129,862 
Harman International Industries  7,553   637,851 
Hasbro  12,054   956,244 
Leggett & Platt  15,616   711,777 
Lennar, Cl. A  20,052 a  849,002 
Mattel  38,873   1,177,074 
Michael Kors Holdings  20,145 b  942,585 
Mohawk Industries  6,920 b  1,386,353 
Newell Brands  54,146   2,851,328 
NIKE, Cl. B  151,746   7,989,427 
PulteGroup  37,434   750,177 
PVH  8,909   984,445 
Ralph Lauren  6,872   695,034 
Under Armour, Cl. A  19,832 a,b  767,102 
Under Armour, Cl. C  19,973 b  676,286 
VF  38,116   2,136,402 
Whirlpool  8,605   1,395,387 
      28,957,739 
Consumer Services - 1.6%       
Carnival  49,317   2,407,656 
Chipotle Mexican Grill  3,403 b  1,441,171 
Darden Restaurants  14,133   866,636 
H&R Block  26,428   611,808 
Marriott International, Cl. A  37,495   2,524,565 
McDonald's  96,225   11,100,516 
Royal Caribbean Cruises  18,715   1,402,689 
Starbucks  164,338   8,897,259 
Wyndham Worldwide  13,088   881,215 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Consumer Services - 1.6% (continued)       
Wynn Resorts  8,918   868,792 
Yum! Brands  41,913   3,806,120 
      34,808,427 
Diversified Financials - 4.7%       
Affiliated Managers Group  6,206 b  898,008 
American Express  87,600   5,609,904 
Ameriprise Financial  18,937   1,889,345 
Bank of New York Mellon  120,372   4,800,435 
Berkshire Hathaway, Cl. B  213,631 b  30,863,271 
BlackRock  13,760   4,987,450 
Capital One Financial  57,571   4,135,325 
Charles Schwab  134,898   4,258,730 
CME Group  37,983   3,969,983 
Discover Financial Services  46,426   2,625,390 
E*TRADE Financial  32,190 b  937,373 
Franklin Resources  39,758   1,414,192 
Goldman Sachs Group  42,509   6,855,426 
Intercontinental Exchange  13,201   3,555,821 
Invesco  46,902   1,466,626 
Legg Mason  11,069   370,590 
Leucadia National  36,418   693,399 
Moody's  19,282   2,087,855 
Morgan Stanley  165,924   5,319,523 
Nasdaq  13,061   882,140 
Navient  38,690   559,844 
Northern Trust  23,950   1,628,361 
S&P Global  30,313   3,836,413 
State Street  41,470   2,887,556 
Synchrony Financial  91,998   2,575,944 
T. Rowe Price Group  28,009   1,862,599 
      100,971,503 
Energy - 7.1%       
Anadarko Petroleum  60,690   3,845,318 
Apache  42,662   2,724,822 
Baker Hughes  48,414   2,443,455 
Cabot Oil & Gas  50,852   1,311,982 
Chesapeake Energy  72,635 b  455,421 
Chevron  212,395   21,859,693 
Cimarex Energy  10,282   1,381,592 
Concho Resources  15,923 b  2,187,024 

 

 

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Energy - 7.1% (continued)       
ConocoPhillips  138,919   6,038,809 
Devon Energy  58,745   2,591,242 
EOG Resources  61,410   5,938,961 
EQT  19,349   1,405,124 
Exxon Mobil  466,875   40,748,850 
FMC Technologies  26,101 b  774,417 
Halliburton  95,816   4,300,222 
Helmerich & Payne  11,716 a  788,487 
Hess  29,481   1,580,771 
Kinder Morgan  215,542   4,985,486 
Marathon Oil  93,228   1,473,935 
Marathon Petroleum  59,509   2,415,470 
Murphy Oil  17,960 a  545,984 
National Oilwell Varco  42,858 a  1,574,603 
Newfield Exploration  21,907 b  952,078 
Noble Energy  46,865   1,674,955 
Occidental Petroleum  85,328   6,222,118 
ONEOK  23,366   1,200,779 
Phillips 66  50,198   4,043,449 
Pioneer Natural Resources  19,052   3,537,004 
Range Resources  21,056   815,920 
Schlumberger  156,536   12,309,991 
Southwestern Energy  54,891 b  759,691 
Spectra Energy  78,839   3,370,367 
Tesoro  13,539   1,077,163 
Transocean  37,259 a,b  397,181 
Valero Energy  52,038   2,758,014 
Williams  76,768   2,359,081 
      152,849,459 
Food & Staples Retailing - 2.1%       
Costco Wholesale  49,111   7,489,919 
CVS Health  120,677   10,739,046 
Kroger  108,916   3,232,627 
Sysco  58,554   2,869,732 
Walgreens Boots Alliance  96,543   7,783,297 
Wal-Mart Stores  171,598   12,375,648 
Whole Foods Market  36,455 a  1,033,499 
      45,523,768 
Food, Beverage & Tobacco - 5.5%       
Altria Group  219,491   13,878,416 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Food, Beverage & Tobacco - 5.5% (continued)       
Archer-Daniels-Midland  67,376   2,841,246 
Brown-Forman, Cl. B  20,697 a  981,866 
Campbell Soup  21,784   1,191,585 
Coca-Cola  436,849   18,487,450 
ConAgra Foods  47,952   2,259,019 
Constellation Brands, Cl. A  19,625   3,267,366 
Dr. Pepper Snapple Group  21,059   1,922,897 
General Mills  66,724   4,262,329 
Hershey  15,825   1,512,870 
Hormel Foods  30,855   1,170,330 
J.M. Smucker  13,216   1,791,297 
Kellogg  28,520   2,209,444 
Kraft Heinz  66,832   5,982,132 
McCormick & Co.  12,842   1,283,173 
Mead Johnson Nutrition  20,928   1,653,521 
Molson Coors Brewing, Cl. B  20,165   2,214,117 
Mondelez International, Cl. A  174,322   7,652,736 
Monster Beverage  15,252 b  2,239,146 
PepsiCo  161,626   17,580,060 
Philip Morris International  174,043   16,920,460 
Reynolds American  92,054   4,340,346 
Tyson Foods, Cl. A  32,807   2,449,699 
      118,091,505 
Health Care Equipment & Services - 5.4%       
Abbott Laboratories  165,863   7,014,346 
Aetna  39,472   4,557,042 
AmerisourceBergen  20,661   1,668,996 
Anthem  29,493   3,695,768 
Baxter International  55,464   2,640,086 
Becton Dickinson & Co.  23,802   4,277,933 
Boston Scientific  152,189 b  3,622,098 
C.R. Bard  8,185   1,835,732 
Cardinal Health  36,264   2,817,713 
Centene  19,000 b  1,272,240 
Cerner  34,052 b  2,102,711 
Cigna  28,770   3,749,306 
Cooper  4,928   883,393 
Danaher  68,348   5,357,800 
DaVita  18,721 b  1,236,896 
DENTSPLY SIRONA  26,832   1,594,626 

 

 

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Health Care Equipment & Services - 5.4% (continued)       
Edwards Lifesciences  23,958 b  2,888,377 
Express Scripts Holding  71,650 b  5,053,475 
HCA Holdings  34,234 b  2,589,117 
Henry Schein  9,183 b  1,496,645 
Hologic  31,059 b  1,206,021 
Humana  16,418   2,904,180 
Intuitive Surgical  4,269 b  3,094,299 
Laboratory Corporation of America Holdings  11,070 b  1,521,904 
McKesson  25,275   4,214,606 
Medtronic  155,697   13,452,221 
Patterson  9,008   413,828 
Quest Diagnostics  15,804   1,337,493 
St. Jude Medical  31,874   2,542,270 
Stryker  34,907   4,063,524 
UnitedHealth Group  107,221   15,010,940 
Universal Health Services, Cl. B  10,032   1,236,143 
Varian Medical Systems  11,368 a,b  1,131,457 
Zimmer Biomet Holdings  22,480   2,922,850 
      115,406,036 
Household & Personal Products - 2.1%       
Church & Dwight  29,176   1,398,114 
Clorox  14,394   1,801,841 
Colgate-Palmolive  100,185   7,427,716 
Estee Lauder, Cl. A  24,379   2,159,004 
Kimberly-Clark  40,244   5,076,378 
Procter & Gamble  303,996   27,283,641 
      45,146,694 
Insurance - 2.6%       
Aflac  46,537   3,344,614 
Allstate  42,078   2,910,956 
American International Group  115,098   6,829,915 
Aon  29,774   3,349,277 
Arthur J. Gallagher & Co.  19,742   1,004,276 
Assurant  6,829   629,975 
Chubb  52,105   6,546,993 
Cincinnati Financial  16,738   1,262,380 
Hartford Financial Services Group  44,497   1,905,362 
Lincoln National  26,329   1,236,936 
Loews  30,064   1,237,134 
Marsh & McLennan Cos.  58,112   3,908,032 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Insurance - 2.6% (continued)       
MetLife  123,246   5,475,820 
Principal Financial Group  29,776 a  1,533,762 
Progressive  64,601   2,034,932 
Prudential Financial  49,585   4,048,615 
Torchmark  13,662   872,865 
Travelers  33,052   3,786,107 
Unum Group  27,151   958,702 
Willis Towers Watson  15,281   2,028,858 
XL Group  31,094   1,045,691 
      55,951,202 
Materials - 2.8%       
Air Products & Chemicals  24,250   3,645,745 
Albemarle  12,596   1,076,832 
Alcoa  144,386   1,464,074 
Avery Dennison  9,516   740,250 
Ball  19,568   1,603,598 
CF Industries Holdings  26,859   654,017 
Dow Chemical  126,810   6,572,562 
E.I. du Pont de Nemours & Co.  97,569   6,534,196 
Eastman Chemical  15,962   1,080,308 
Ecolab  29,358   3,573,456 
FMC  14,705   710,840 
Freeport-McMoRan  139,284 a  1,512,624 
International Flavors & Fragrances  8,842   1,264,141 
International Paper  46,473   2,229,775 
LyondellBasell Industries, Cl. A  38,732   3,124,123 
Martin Marietta Materials  7,404   1,326,130 
Monsanto  49,243   5,032,635 
Mosaic  39,295   961,156 
Newmont Mining  58,102   2,282,828 
Nucor  35,477   1,754,338 
Owens-Illinois  18,106 b  332,969 
PPG Industries  29,912   3,091,704 
Praxair  32,089   3,877,314 
Sealed Air  22,022   1,009,048 
Sherwin-Williams  9,027   2,497,410 
Vulcan Materials  14,776   1,680,475 
WestRock  29,036   1,407,642 
      61,040,190 

 

 

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Media - 2.9%       
CBS, Cl. B  46,707   2,556,741 
Charter Communications, Cl. A  24,259 b  6,549,202 
Comcast, Cl. A  271,763   18,028,757 
Discovery Communications, Cl. A  16,778 b  451,664 
Discovery Communications, Cl. C  26,806 b  705,266 
Interpublic Group of Companies  45,800   1,023,630 
News Corp., Cl. A  42,339   591,899 
News Corp., Cl. B  11,662   165,834 
Omnicom Group  27,006   2,295,510 
Scripps Networks Interactive, Cl. A  10,903   692,231 
TEGNA  24,620   538,193 
Time Warner  87,665   6,979,011 
Twenty-First Century Fox, Cl. A  120,101   2,908,846 
Twenty-First Century Fox, Cl. B  54,492   1,348,132 
Viacom, Cl. B  39,470   1,503,807 
Walt Disney  166,569   15,467,597 
      61,806,320 
Pharmaceuticals, Biotechnology & Life Sciences - 9.1%       
AbbVie  183,295 a  11,560,416 
Agilent Technologies  37,187   1,751,136 
Alexion Pharmaceuticals  24,810 b  3,040,217 
Allergan  44,378 b  10,220,697 
Amgen  84,282   14,059,080 
Biogen  24,642 b  7,713,685 
Bristol-Myers Squibb  188,077   10,141,112 
Celgene  87,527 b  9,149,197 
Eli Lilly & Co.  109,343   8,775,869 
Endo International  22,198 b  447,290 
Gilead Sciences  149,643   11,839,754 
Illumina  16,407 b  2,980,496 
Johnson & Johnson  308,410   36,432,473 
Mallinckrodt  12,698 b  886,066 
Merck & Co.  310,302   19,365,948 
Mettler-Toledo International  3,001 b  1,259,910 
Mylan  51,607 b  1,967,259 
PerkinElmer  12,123   680,222 
Perrigo  16,097   1,486,236 
Pfizer  682,931   23,130,873 
Regeneron Pharmaceuticals  8,510 b  3,421,190 
Thermo Fisher Scientific  44,021   7,001,980 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Pharmaceuticals, Biotechnology & Life Sciences - 9.1% (continued)       
Vertex Pharmaceuticals  27,284 b  2,379,438 
Waters  8,990 b  1,424,825 
Zoetis  55,501   2,886,607 
      194,001,976 
Real Estate - 3.0%       
American Tower  47,342 c  5,365,269 
Apartment Investment & Management, Cl. A  17,129 c  786,392 
AvalonBay Communities  15,192 c  2,701,745 
Boston Properties  16,862 c  2,298,122 
CBRE Group, Cl. A  33,493 b,c  937,134 
Crown Castle International  37,973 c  3,577,436 
Digital Realty Trust  16,351 a,c  1,588,009 
Equinix  7,993 c  2,879,478 
Equity Residential  40,529 c  2,607,231 
Essex Property Trust  7,209 c  1,605,444 
Extra Space Storage  13,718 c  1,089,346 
Federal Realty Investment Trust  7,716 c  1,187,724 
General Growth Properties  64,692 c  1,785,499 
HCP  52,374 a,c  1,987,593 
Host Hotels & Resorts  83,282 c  1,296,701 
Iron Mountain  26,946 c  1,011,283 
Kimco Realty  47,152 c  1,365,050 
Macerich  14,237 c  1,151,346 
Prologis  58,177 c  3,114,797 
Public Storage  16,530 c  3,688,504 
Realty Income  28,881 c  1,933,005 
Simon Property Group  35,337 c  7,315,112 
SL Green Realty  10,988 c  1,187,803 
UDR  29,091 c  1,046,985 
Ventas  39,462 c  2,787,201 
Vornado Realty Trust  19,624 c  1,986,145 
Welltower  39,638 c  2,963,733 
Weyerhaeuser  84,114 c  2,686,601 
      63,930,688 
Retailing - 5.6%       
Advance Auto Parts  8,069   1,203,249 
Amazon.com  44,265 b  37,063,527 
AutoNation  7,413 a,b  361,087 
AutoZone  3,399 b  2,611,588 
Bed Bath & Beyond  17,332   747,183 

 

 

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Retailing - 5.6% (continued)       
Best Buy  32,874 a  1,255,129 
CarMax  21,971 a,b  1,172,153 
Dollar General  29,325   2,052,457 
Dollar Tree  26,188 b  2,067,019 
Expedia  13,536   1,579,922 
Foot Locker  15,344 a  1,039,096 
Gap  26,364 a  586,335 
Genuine Parts  17,058   1,713,476 
Home Depot  139,716   17,978,655 
Kohl's  22,084 a  966,175 
L Brands  27,116   1,918,999 
LKQ  34,220 b  1,213,441 
Lowe's  99,576   7,190,383 
Macy's  34,787   1,288,858 
Netflix  48,239 a,b  4,753,953 
Nordstrom  13,213   685,490 
O'Reilly Automotive  10,880 b  3,047,597 
Priceline Group  5,588 b  8,222,686 
Ross Stores  45,361   2,916,712 
Signet Jewelers  8,845   659,218 
Staples  68,569   586,265 
Target  64,809   4,451,082 
The TJX Companies  74,660   5,583,075 
Tiffany & Co.  12,708 a  922,982 
Tractor Supply  14,814   997,723 
TripAdvisor  12,112 b  765,236 
Ulta Salon Cosmetics & Fragrance  6,632 b  1,578,283 
Urban Outfitters  10,351 b  357,317 
      119,536,351 
Semiconductors & Semiconductor Equipment - 3.2%       
Analog Devices  34,867   2,247,178 
Applied Materials  122,571   3,695,516 
Broadcom  44,390   7,658,163 
First Solar  7,929 a,b  313,116 
Intel  532,617   20,106,292 
KLA-Tencor  17,400   1,212,954 
Lam Research  17,341 a  1,642,366 
Linear Technology  26,310   1,559,920 
Microchip Technology  24,065   1,495,399 
Micron Technology  120,214 b  2,137,405 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Semiconductors & Semiconductor Equipment - 3.2% (continued)       
NVIDIA  60,133 a  4,120,313 
Qorvo  14,534 b  810,125 
QUALCOMM  164,991   11,301,884 
Skyworks Solutions  21,180 a  1,612,645 
Texas Instruments  113,503   7,965,641 
Xilinx  28,382   1,542,278 
      69,421,195 
Software & Services - 12.5%       
Accenture, Cl. A  70,161   8,571,569 
Activision Blizzard  75,833   3,359,402 
Adobe Systems  55,658 b  6,041,119 
Akamai Technologies  19,815 b  1,049,997 
Alliance Data Systems  6,883 b  1,476,610 
Alphabet, Cl. A  33,190 b  26,686,751 
Alphabet, Cl. C  33,210 b  25,813,801 
Autodesk  22,174 b  1,603,845 
Automatic Data Processing  51,961   4,582,960 
CA  35,277   1,166,963 
Citrix Systems  17,304 b  1,474,647 
Cognizant Technology Solutions, Cl. A  68,285 b  3,257,877 
CSRA  15,162   407,858 
eBay  118,405 b  3,895,525 
Electronic Arts  34,042 b  2,907,187 
Facebook, Cl. A  261,480 b  33,540,040 
Fidelity National Information Services  36,625   2,821,224 
Fiserv  24,974 b  2,484,164 
Global Payments  17,220   1,321,807 
International Business Machines  97,996   15,566,665 
Intuit  27,652   3,041,997 
MasterCard, Cl. A  108,038   10,995,027 
Microsoft  877,758   50,558,861 
Oracle  339,441   13,333,243 
Paychex  35,741   2,068,332 
PayPal Holdings  126,255 b  5,172,667 
Red Hat  19,963 b  1,613,609 
salesforce.com  72,456 b  5,168,287 
Symantec  69,197   1,736,845 
Teradata  16,481 b  510,911 
Total System Services  18,754   884,251 
VeriSign  10,951 a,b  856,806 

 

 

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Software & Services - 12.5% (continued)       
Visa, Cl. A  212,543   17,577,306 
Western Union  56,534   1,177,038 
Xerox  96,376   976,289 
Yahoo!  97,237 b  4,190,915 
      267,892,395 
Technology Hardware & Equipment - 5.2%       
Amphenol, Cl. A  33,823   2,195,789 
Apple  607,207   68,644,751 
Cisco Systems  564,386   17,902,324 
Corning  116,972   2,766,388 
F5 Networks  7,782 b  969,949 
FLIR Systems  15,166   476,516 
Harris  13,494   1,236,185 
Hewlett Packard Enterprise  186,815   4,250,041 
HP  193,428   3,003,937 
Juniper Networks  42,907   1,032,342 
Motorola Solutions  18,713   1,427,428 
NetApp  31,516   1,128,903 
Seagate Technology  33,426 a  1,288,572 
TE Connectivity  40,200   2,588,076 
Western Digital  30,807   1,801,285 
      110,712,486 
Telecommunication Services - 2.6%       
AT&T  692,680   28,129,735 
CenturyLink  61,508   1,687,164 
Frontier Communications  126,110 a  524,618 
Level 3 Communications  32,503 b  1,507,489 
Verizon Communications  458,953   23,856,377 
      55,705,383 
Transportation - 2.1%       
Alaska Air Group  13,736   904,653 
American Airlines Group  59,942   2,194,477 
CH Robinson Worldwide  16,089   1,133,631 
CSX  107,426   3,276,493 
Delta Air Lines  84,518   3,326,629 
Expeditors International of Washington  20,436   1,052,863 
FedEx  27,538   4,810,338 
J.B. Hunt Transport Services  10,158   824,220 
Kansas City Southern  12,245   1,142,703 
Norfolk Southern  33,539   3,255,295 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.6% (continued)  Shares   Value ($) 
Transportation - 2.1% (continued)       
Ryder System  5,594   368,924 
Southwest Airlines  70,001   2,722,339 
Union Pacific  93,841   9,152,313 
United Continental Holdings  33,278 b  1,746,097 
United Parcel Service, Cl. B  77,811   8,509,411 
      44,420,386 
Utilities - 3.2%       
AES  71,053   913,031 
Alliant Energy  25,476   975,986 
Ameren  27,309   1,343,057 
American Electric Power  54,807   3,519,157 
American Water Works  19,959   1,493,732 
CenterPoint Energy  49,503   1,149,955 
CMS Energy  30,145   1,266,391 
Consolidated Edison  34,098   2,567,579 
Dominion Resources  70,399   5,228,534 
DTE Energy  19,966   1,870,215 
Duke Energy  77,279   6,185,411 
Edison International  36,276   2,620,941 
Entergy  20,377   1,563,527 
Eversource Energy  34,641   1,876,849 
Exelon  103,820   3,456,168 
FirstEnergy  46,108   1,525,253 
NextEra Energy  52,540   6,426,693 
NiSource  34,042   820,753 
NRG Energy  37,334   418,514 
PG&E  55,634   3,403,132 
Pinnacle West Capital  12,470   947,595 
PPL  74,465   2,574,255 
Public Service Enterprise Group  56,373   2,360,338 
SCANA  15,178   1,098,432 
Sempra Energy  28,053   3,007,001 
Southern  109,964   5,641,153 
WEC Energy Group  35,907   2,150,111 
Xcel Energy  55,621   2,288,248 
      68,692,011 
Total Common Stocks (cost $908,167,688)      2,110,555,560 

 

 

  Principal      
Short-Term Investments - .1%  Amount ($)   Value ($)  
U.S. Treasury Bills         
0.35%, 12/15/16         
(cost $1,463,946)  1,465,000 d  1,464,499  
Other Investment - 1.2%  Shares   Value ($)  
Registered Investment Company;         
Dreyfus Institutional Preferred Government Plus Money Market Fund         
(cost $25,704,599)  25,704,599 e  25,704,599  
Investment of Cash Collateral for Securities Loaned - .7%         
Registered Investment Company;         
Dreyfus Institutional Cash Advantage Fund, Institutional Shares         
(cost $14,398,466)  14,398,466 e  14,398,466  
Total Investments (cost $949,734,699)  100.6 %  2,152,123,124  
Liabilities, Less Cash and Receivables  (.6 %)  (12,374,496 ) 
Net Assets  100.0 %  2,139,748,628  

 

a Security, or portion thereof, on loan. At September 30, 2016, the value of the fund’s securities on loan was $47,166,952 and the 
value of the collateral held by the fund was $47,801,370, consisting of cash collateral of $14,398,466 and U.S. Government & 
Agency securities valued at $33,402,904. 
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  12.5 
Pharmaceuticals, Biotechnology & Life Sciences  9.1 
Energy  7.1 
Capital Goods  7.0 
Retailing  5.6 
Food, Beverage & Tobacco  5.5 
Health Care Equipment & Services  5.4 
Banks  5.3 
Technology Hardware & Equipment  5.2 
Diversified Financials  4.7 
Semiconductors & Semiconductor Equipment  3.2 
Utilities  3.2 
Real Estate  3.0 
Media  2.9 
Materials  2.8 
Insurance  2.6 
Telecommunication Services  2.6 
Food & Staples Retailing  2.1 
Household & Personal Products  2.1 
Transportation  2.1 
Short-Term/Money Market Investments  2.0 
Consumer Services  1.6 
Consumer Durables & Apparel  1.4 
Automobiles & Components  1.0 
Commercial & Professional Services  .6 
  100.6 

 

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

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
September 30, 2016 (Unaudited)

The following is a summary of the inputs used as of September 30, 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†  2,098,869,555  -  -  2,098,869,555 
Equity Securities—         
Foreign Common         
Stocks†  11,686,005  -  -  11,686,005 
Mutual Funds  40,103,065  -  -  40,103,065 
U.S. Treasury  -  1.464,499  -  1,464,499 
Other Financial         
Instruments:         
Financial Futures††  564,227  -  -  564,227 

 

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

 

 

STATEMENT OF FINANCIAL FUTURES
Dreyfus Stock Index Fund, Inc.
September 30, 2016 (Unaudited)

    Market Value     
    Covered by    Unrealized 
  Contracts  Contracts ($)  Expiration  Appreciation ($) 
 
Financial Futures Long         
Standard & Poor's 500 E-mini  272  29,381,440 December 2016 564,227 
Gross Unrealized Appreciation        564,227 

 

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 September 30, 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 September 30, 2016, accumulated net unrealized appreciation on investments was $1,202,388,425, consisting of $1,239,831,393 gross unrealized appreciation and $37,442,968 gross unrealized depreciation.

At September 30, 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:    November 16, 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:    November 16, 2016

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    November 16, 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)