N-Q 1 lp1763.htm FORM N-Q lp1763.htm - Generated by SEC Publisher for SEC Filing

 

 

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY

Investment Company Act file number

811-05719

 

 

 

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:

  03/31/17

 

             

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
March 31, 2017 (Unaudited)

Common Stocks - 98.3%  Shares   Value ($) 
Automobiles & Components - .7%       
BorgWarner  22,544   942,114 
Delphi Automotive  31,123   2,505,090 
Ford Motor  432,746   5,037,163 
General Motors  152,908   5,406,827 
Goodyear Tire & Rubber  28,449   1,024,164 
Harley-Davidson  19,853   1,201,107 
      16,116,465 
Banks - 6.4%       
Bank of America  1,123,272   26,497,986 
BB&T  90,937   4,064,884 
Citigroup  311,173   18,614,369 
Citizens Financial Group  57,947   2,002,069 
Comerica  19,736   1,353,495 
Fifth Third Bancorp  84,656   2,150,262 
Huntington Bancshares  120,280   1,610,549 
JPMorgan Chase & Co.  399,725   35,111,844 
KeyCorp  120,009   2,133,760 
M&T Bank  17,493   2,706,692 
People's United Financial  34,447 a  626,935 
PNC Financial Services Group  54,777   6,586,386 
Regions Financial  135,635   1,970,777 
SunTrust Banks  54,932   3,037,740 
U.S. Bancorp  179,236   9,230,654 
Wells Fargo & Co.  504,423   28,076,184 
Zions Bancorporation  22,714   953,988 
      146,728,574 
Capital Goods - 7.2%       
3M  66,817   12,784,097 
Acuity Brands  4,836 a  986,544 
Allegion  10,112   765,478 
AMETEK  26,728   1,445,450 
Arconic  47,568   1,252,941 
Boeing  64,130   11,342,032 
Caterpillar  65,632   6,088,024 
Cummins  17,639   2,667,017 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Capital Goods - 7.2% (continued)       
Deere & Co.  32,366   3,523,363 
Dover  17,880   1,436,658 
Eaton  50,988   3,780,760 
Emerson Electric  72,168   4,319,976 
Fastenal  31,803   1,637,855 
Flowserve  15,401 a  745,716 
Fluor  16,371   861,442 
Fortive  32,998   1,987,140 
Fortune Brands Home & Security  17,037   1,036,701 
General Dynamics  31,923   5,975,986 
General Electric  978,249   29,151,820 
Honeywell International  84,828   10,592,472 
Illinois Tool Works  35,332   4,680,430 
Ingersoll-Rand  28,415   2,310,708 
Jacobs Engineering Group  14,359   793,766 
Johnson Controls International  103,938   4,377,869 
L3 Technologies  8,644   1,428,767 
Lockheed Martin  28,155   7,534,278 
Masco  37,351   1,269,560 
Northrop Grumman  19,712   4,688,302 
PACCAR  39,083   2,626,378 
Parker-Hannifin  15,147   2,428,367 
Pentair  19,571   1,228,667 
Quanta Services  17,872 b  663,230 
Raytheon  33,155   5,056,137 
Rockwell Automation  14,501   2,257,951 
Rockwell Collins  14,687   1,426,989 
Roper Technologies  11,136 a  2,299,473 
Snap-on  6,158   1,038,670 
Stanley Black & Decker  16,844   2,238,062 
Textron  30,623   1,457,349 
TransDigm Group  5,592 a  1,231,135 
United Rentals  9,478 b  1,185,224 
United Technologies  84,102   9,437,085 
W.W. Grainger  6,148   1,431,008 
Xylem  20,832   1,046,183 
      166,517,060 
Commercial & Professional Services - .5%       
Cintas  9,555   1,209,090 
Dun & Bradstreet  3,699   399,270 

 

 

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Commercial & Professional Services - .5% (continued)       
Equifax  13,218   1,807,429 
Nielsen Holdings  37,549   1,551,149 
Republic Services  25,974   1,631,427 
Robert Half International  14,162   691,530 
Stericycle  9,001 b  746,093 
Verisk Analytics  16,926 b  1,373,376 
Waste Management  45,420   3,312,026 
      12,721,390 
Consumer Durables & Apparel - 1.2%       
Coach  30,907   1,277,386 
D.R. Horton  36,719   1,223,110 
Garmin  13,496 a  689,781 
Hanesbrands  44,265 a  918,941 
Hasbro  12,490   1,246,752 
Leggett & Platt  15,445   777,192 
Lennar, Cl. A  21,831   1,117,529 
Mattel  38,436   984,346 
Michael Kors Holdings  19,935 b  759,723 
Mohawk Industries  6,840 b  1,569,712 
Newell Brands  53,529   2,524,963 
NIKE, Cl. B  148,575   8,280,085 
PulteGroup  32,584   767,353 
PVH  8,808   911,364 
Ralph Lauren  6,800 a  555,016 
Under Armour, Cl. A  19,597 a,b  387,629 
Under Armour, Cl. C  19,737 b  361,187 
VF  37,693 a  2,071,984 
Whirlpool  8,509   1,457,847 
      27,881,900 
Consumer Services - 1.6%       
Carnival  46,974   2,767,238 
Chipotle Mexican Grill  3,366 a,b  1,499,620 
Darden Restaurants  13,976   1,169,372 
H&R Block  26,164   608,313 
Marriott International, Cl. A  35,855   3,376,824 
McDonald's  91,840   11,903,382 
Royal Caribbean Cruises  18,501   1,815,133 
Starbucks  162,478   9,487,090 
Wyndham Worldwide  11,886   1,001,871 
Wynn Resorts  8,817 a  1,010,516 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Consumer Services - 1.6% (continued)       
Yum! Brands  37,799   2,415,356 
      37,054,715 
Diversified Financials - 5.1%       
Affiliated Managers Group  6,136   1,005,936 
American Express  84,977   6,722,530 
Ameriprise Financial  17,732   2,299,486 
Bank of New York Mellon  116,485   5,501,587 
Berkshire Hathaway, Cl. B  212,634 b  35,441,835 
BlackRock  13,605   5,217,654 
Capital One Financial  54,095   4,687,873 
CBOE Holdings  10,181   825,374 
Charles Schwab  135,871   5,544,896 
CME Group  37,550   4,460,940 
Discover Financial Services  44,185   3,021,812 
E*TRADE Financial  31,841 b  1,110,932 
Franklin Resources  39,315   1,656,734 
Goldman Sachs Group  41,349   9,498,692 
Intercontinental Exchange  66,442   3,977,883 
Invesco  46,380   1,420,619 
Leucadia National  36,004   936,104 
Moody's  19,070   2,136,603 
Morgan Stanley  161,247   6,907,821 
Nasdaq  12,915   896,947 
Navient  33,214   490,239 
Northern Trust  23,678   2,050,041 
Raymond James Financial  13,461   1,026,536 
S&P Global  29,011   3,792,898 
State Street  41,007   3,264,567 
Synchrony Financial  87,828   3,012,500 
T. Rowe Price Group  27,698   1,887,619 
      118,796,658 
Energy - 6.4%       
Anadarko Petroleum  62,278   3,861,236 
Apache  42,178   2,167,527 
Baker Hughes  47,874   2,863,823 
Cabot Oil & Gas  53,027   1,267,876 
Chesapeake Energy  82,642 a,b  490,893 
Chevron  211,908   22,752,562 
Cimarex Energy  10,161   1,214,138 
Concho Resources  16,278 b  2,089,119 

 

 

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Energy - 6.4% (continued)       
ConocoPhillips  137,336   6,848,946 
Devon Energy  58,076   2,422,931 
EOG Resources  64,175   6,260,271 
EQT  19,128   1,168,721 
Exxon Mobil  464,228   38,071,338 
Halliburton  96,422   4,744,927 
Helmerich & Payne  11,578 a  770,747 
Hess  29,141   1,404,888 
Kinder Morgan  213,089   4,632,555 
Marathon Oil  92,145   1,455,891 
Marathon Petroleum  58,834   2,973,470 
Murphy Oil  17,753 a  507,558 
National Oilwell Varco  42,376   1,698,854 
Newfield Exploration  21,655 b  799,286 
Noble Energy  48,616   1,669,473 
Occidental Petroleum  85,270   5,402,707 
ONEOK  23,097 a  1,280,498 
Phillips 66  49,633   3,931,926 
Pioneer Natural Resources  18,835   3,507,642 
Range Resources  20,816   605,746 
Schlumberger  156,028   12,185,787 
Southwestern Energy  54,263 a,b  443,329 
TechnipFMC  52,112 b  1,693,640 
Tesoro  13,390   1,085,393 
Transocean  43,127 a,b  536,931 
Valero Energy  51,460   3,411,283 
Williams Cos.  92,181   2,727,636 
      148,949,548 
Food & Staples Retailing - 1.9%       
Costco Wholesale  49,115   8,236,094 
CVS Health  115,346   9,054,661 
Kroger  103,933   3,064,984 
Sysco  56,316   2,923,927 
Walgreens Boots Alliance  95,449   7,927,039 
Wal-Mart Stores  168,248   12,127,316 
Whole Foods Market  36,049 a  1,071,376 
      44,405,397 
Food, Beverage & Tobacco - 5.3%       
Altria Group  216,999   15,498,069 
Archer-Daniels-Midland  64,432   2,966,449 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Food, Beverage & Tobacco - 5.3% (continued)       
Brown-Forman, Cl. B  20,464   945,028 
Campbell Soup  21,537   1,232,778 
Coca-Cola  431,890   18,329,412 
Conagra Brands  47,421   1,912,963 
Constellation Brands, Cl. A  19,820   3,212,227 
Dr. Pepper Snapple Group  20,824   2,039,086 
General Mills  65,968   3,892,772 
Hershey  15,647   1,709,435 
Hormel Foods  30,510   1,056,561 
J.M. Smucker  13,067   1,712,822 
Kellogg  28,197   2,047,384 
Kraft Heinz  66,739   6,060,569 
McCormick & Co.  12,696   1,238,495 
Mead Johnson Nutrition  20,692   1,843,243 
Molson Coors Brewing, Cl. B  20,603   1,971,913 
Mondelez International, Cl. A  172,348   7,424,752 
Monster Beverage  45,238 b  2,088,638 
PepsiCo  159,793   17,874,445 
Philip Morris International  173,685   19,609,036 
Reynolds American  92,260   5,814,225 
Tyson Foods, Cl. A  32,436   2,001,626 
      122,481,928 
Health Care Equipment & Services - 5.3%       
Abbott Laboratories  193,371   8,587,606 
Aetna  39,024   4,977,511 
AmerisourceBergen  18,817   1,665,305 
Anthem  29,577   4,891,444 
Baxter International  54,838   2,843,899 
Becton Dickinson & Co.  23,531   4,316,527 
Boston Scientific  150,450 b  3,741,692 
C.R. Bard  8,091   2,010,937 
Cardinal Health  35,855   2,923,975 
Centene  18,782 b  1,338,405 
Cerner  33,666 b  1,981,244 
Cigna  28,442   4,166,469 
Cooper  5,413   1,082,005 
Danaher  68,270   5,839,133 
DaVita  18,519 b  1,258,736 
Dentsply Sirona  26,537   1,656,970 
Edwards Lifesciences  23,685 b  2,228,048 

 

 

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Health Care Equipment & Services - 5.3% (continued)       
Envision Healthcare  13,016 b  798,141 
Express Scripts Holding  67,957 b  4,479,046 
HCA Holdings  32,728 b  2,912,465 
Henry Schein  9,080 b  1,543,328 
Hologic  30,704 b  1,306,455 
Humana  16,626   3,427,284 
IDEXX Laboratories  10,005 b  1,546,873 
Intuitive Surgical  4,135 b  3,169,353 
Laboratory Corporation of America Holdings  11,472 b  1,645,888 
McKesson  23,674   3,509,907 
Medtronic  153,942   12,401,568 
Patterson  8,902 a  402,637 
Quest Diagnostics  15,627   1,534,415 
Stryker  34,510   4,543,241 
UnitedHealth Group  107,729   17,668,633 
Universal Health Services, Cl. B  9,918   1,234,295 
Varian Medical Systems  11,249 b  1,025,121 
Zimmer Biomet Holdings  22,224   2,713,773 
      121,372,329 
Household & Personal Products - 1.9%       
Church & Dwight  28,846   1,438,550 
Clorox  14,230   1,918,631 
Colgate-Palmolive  99,049   7,249,396 
Coty  52,511   952,024 
Estee Lauder, Cl. A  24,842   2,106,353 
Kimberly-Clark  39,787   5,237,163 
Procter & Gamble  287,015   25,788,298 
      44,690,415 
Insurance - 2.7%       
Aflac  46,016   3,332,479 
Allstate  41,608   3,390,636 
American International Group  104,768   6,540,666 
Aon  29,438   3,493,996 
Arthur J. Gallagher & Co.  19,515   1,103,378 
Assurant  6,756   646,347 
Chubb  52,118   7,101,077 
Cincinnati Financial  16,547   1,195,852 
Hartford Financial Services Group  42,320   2,034,322 
Lincoln National  26,037   1,704,122 
Loews  29,711   1,389,583 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Insurance - 2.7% (continued)       
Marsh & McLennan Cos.  57,453   4,245,202 
MetLife  121,842   6,435,694 
Principal Financial Group  29,434 a  1,857,580 
Progressive  63,859   2,501,996 
Prudential Financial  48,090   5,130,241 
Torchmark  12,416   956,529 
Travelers  31,792   3,832,208 
Unum Group  26,855   1,259,231 
Willis Towers Watson  14,412   1,886,387 
XL Group  30,751   1,225,735 
      61,263,261 
Materials - 2.8%       
Air Products & Chemicals  23,972   3,243,172 
Albemarle  12,452   1,315,429 
Avery Dennison  9,402   757,801 
Ball  19,345   1,436,560 
CF Industries Holdings  26,561 a  779,565 
Dow Chemical  125,378   7,966,518 
E.I. du Pont de Nemours & Co.  96,458   7,748,471 
Eastman Chemical  15,775   1,274,620 
Ecolab  29,023   3,637,743 
FMC  14,534   1,011,421 
Freeport-McMoRan  148,227 a,b  1,980,313 
International Flavors & Fragrances  8,741   1,158,445 
International Paper  45,948   2,333,239 
LyondellBasell Industries, Cl. A  37,389   3,409,503 
Martin Marietta Materials  7,323   1,598,245 
Monsanto  48,684   5,511,029 
Mosaic  38,848   1,133,585 
Newmont Mining  59,389   1,957,461 
Nucor  35,070   2,094,380 
PPG Industries  28,875   3,034,185 
Praxair  31,725   3,762,585 
Sealed Air  21,775   948,955 
Sherwin-Williams  8,924   2,768,136 
Vulcan Materials  14,607   1,759,851 
WestRock  28,715   1,494,016 
      64,115,228 
Media - 3.2%       
CBS, Cl. B  41,902   2,906,323 

 

 

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Media - 3.2% (continued)       
Charter Communications, Cl. A  23,983 b  7,850,116 
Comcast, Cl. A  530,246   19,931,947 
Discovery Communications, Cl. A  16,584 b  482,429 
Discovery Communications, Cl. C  26,524 b  750,894 
DISH Network, Cl. A  25,285 b  1,605,345 
Interpublic Group of Companies  45,293   1,112,849 
News Corp., Cl. A  41,851   544,063 
News Corp., Cl. B  11,509   155,372 
Omnicom Group  26,705   2,302,238 
Scripps Networks Interactive, Cl. A  10,781   844,907 
TEGNA  24,346   623,745 
Time Warner  86,680   8,469,503 
Twenty-First Century Fox, Cl. A  118,748   3,846,248 
Twenty-First Century Fox, Cl. B  53,869   1,711,957 
Viacom, Cl. B  39,027   1,819,439 
Walt Disney  163,565   18,546,635 
      73,504,010 
Pharmaceuticals, Biotechnology & Life Sciences - 8.4%       
AbbVie  178,783   11,649,500 
Agilent Technologies  36,773   1,944,189 
Alexion Pharmaceuticals  25,113 b  3,044,700 
Allergan  37,436   8,944,209 
Amgen  82,561   13,545,783 
Biogen  24,364 b  6,661,605 
Bristol-Myers Squibb  187,223   10,181,187 
Celgene  87,079 b  10,835,240 
Eli Lilly & Co.  108,102   9,092,459 
Gilead Sciences  146,537   9,952,793 
Illumina  16,219 b  2,767,610 
Incyte  19,554 b  2,613,783 
Johnson & Johnson  303,833   37,842,400 
Mallinckrodt  12,563 b  559,933 
Merck & Co.  306,779   19,492,738 
Mettler-Toledo International  2,967 b  1,420,926 
Mylan  51,019 b  1,989,231 
PerkinElmer  11,983   695,733 
Perrigo  15,914   1,056,530 
Pfizer  667,672   22,841,059 
Regeneron Pharmaceuticals  8,413 b  3,260,122 
Thermo Fisher Scientific  44,075   6,769,920 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Pharmaceuticals, Biotechnology & Life Sciences - 8.4% (continued)       
Vertex Pharmaceuticals  27,768 b  3,036,431 
Waters  8,887 b  1,389,127 
Zoetis  54,870   2,928,412 
      194,515,620 
Real Estate - 2.9%       
Alexandria Real Estate Equities  9,847 c  1,088,290 
American Tower  47,491 c  5,772,056 
Apartment Investment & Management, Cl. A  16,929 c  750,801 
AvalonBay Communities  15,356 c  2,819,362 
Boston Properties  17,192 c  2,276,393 
CBRE Group, Cl. A  33,110 b,c  1,151,897 
Crown Castle International  39,967 c  3,774,883 
Digital Realty Trust  17,665 a,c  1,879,379 
Equinix  8,701 c  3,483,619 
Equity Residential  41,043 c  2,553,695 
Essex Property Trust  7,125 c  1,649,651 
Extra Space Storage  13,557 a,c  1,008,505 
Federal Realty Investment Trust  7,624 c  1,017,804 
GGP  63,946   1,482,268 
HCP  51,776 c  1,619,553 
Host Hotels & Resorts  82,336 c  1,536,390 
Iron Mountain  26,633 c  949,999 
Kimco Realty  46,609 c  1,029,593 
Macerich  14,083 c  906,945 
Mid-America Apartment Communities  12,616 c  1,283,552 
Prologis  58,941 c  3,057,859 
Public Storage  16,637 c  3,642,006 
Realty Income  30,249 a,c  1,800,723 
Regency Centers  16,298 c  1,082,024 
Simon Property Group  35,760 c  6,151,793 
SL Green Realty  10,859 c  1,157,787 
UDR  28,750 c  1,042,475 
Ventas  39,010 c  2,537,210 
Vornado Realty Trust  19,404 c  1,946,415 
Welltower  40,410 c  2,861,836 
Weyerhaeuser  83,158 c  2,825,709 
      66,140,472 
Retailing - 5.5%       
Advance Auto Parts  7,975   1,182,374 
Amazon.com  44,329 b  39,299,432 

 

 

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Retailing - 5.5% (continued)       
AutoNation  7,329 a,b  309,943 
AutoZone  3,233 b  2,337,621 
Bed Bath & Beyond  17,138 a  676,265 
Best Buy  30,645 a  1,506,202 
CarMax  21,728 a,b  1,286,732 
Dollar General  29,001   2,022,240 
Dollar Tree  25,887 b  2,031,094 
Expedia  13,382   1,688,407 
Foot Locker  15,171   1,134,943 
Gap  26,084   633,580 
Genuine Parts  16,868   1,558,772 
Home Depot  136,176   19,994,722 
Kohl's  19,875 a  791,224 
L Brands  26,809   1,262,704 
LKQ  33,827 b  990,116 
Lowe's  97,223   7,992,703 
Macy's  34,397   1,019,527 
Netflix  48,166 b  7,119,416 
Nordstrom  13,065 a  608,437 
O'Reilly Automotive  10,317 b  2,783,939 
Priceline Group  5,525 b  9,834,334 
Ross Stores  44,855   2,954,599 
Signet Jewelers  7,847   543,562 
Staples  67,738   594,062 
Target  62,821   3,467,091 
The TJX Companies  73,827   5,838,239 
Tiffany & Co.  12,571   1,198,016 
Tractor Supply  14,646   1,010,135 
TripAdvisor  11,966 a,b  516,453 
Ulta Beauty  6,557 b  1,870,253 
      126,057,137 
Semiconductors & Semiconductor Equipment - 3.4%       
Advanced Micro Devices  81,546 a,b  1,186,494 
Analog Devices  40,509   3,319,713 
Applied Materials  121,190   4,714,291 
Broadcom  44,873   9,825,392 
Intel  528,965   19,079,768 
KLA-Tencor  17,200   1,635,204 
Lam Research  18,127   2,326,782 
Microchip Technology  23,789 a  1,755,152 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Semiconductors & Semiconductor Equipment - 3.4% (continued)       
Micron Technology  118,895 b  3,436,066 
NVIDIA  65,563   7,141,778 
Qorvo  14,371 a,b  985,276 
QUALCOMM  164,800   9,449,632 
Skyworks Solutions  20,943   2,051,995 
Texas Instruments  112,226   9,040,927 
Xilinx  28,060   1,624,393 
      77,572,863 
Software & Services - 12.6%       
Accenture, Cl. A  69,368   8,315,836 
Activision Blizzard  77,304   3,854,377 
Adobe Systems  55,022 b  7,160,013 
Akamai Technologies  19,594 b  1,169,762 
Alliance Data Systems  6,322   1,574,178 
Alphabet, Cl. A  33,256 b  28,194,437 
Alphabet, Cl. C  33,119 b  27,474,198 
Autodesk  21,924 b  1,895,768 
Automatic Data Processing  50,453   5,165,883 
CA  34,877   1,106,298 
Citrix Systems  17,105 b  1,426,386 
Cognizant Technology Solutions, Cl. A  67,509 b  4,018,136 
CSRA  14,976   438,647 
eBay  113,629 b  3,814,526 
Electronic Arts  34,466 b  3,085,396 
Facebook, Cl. A  263,573 b  37,440,545 
Fidelity National Information Services  36,206   2,882,722 
Fiserv  24,100 b  2,778,971 
Global Payments  17,024   1,373,496 
International Business Machines  96,198   16,751,920 
Intuit  27,341   3,171,283 
Mastercard, Cl. A  105,645   11,881,893 
Microsoft  865,581   57,007,165 
Oracle  335,612   14,971,651 
Paychex  35,330   2,080,937 
PayPal Holdings  124,821 b  5,369,799 
Red Hat  19,734 b  1,706,991 
salesforce.com  73,231 b  6,040,825 
Symantec  68,400   2,098,512 
Synopsys  16,759 b  1,208,827 
Teradata  16,315 b  507,723 

 

 

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Software & Services - 12.6% (continued)       
Total System Services  18,543   991,309 
VeriSign  10,835 a,b  943,837 
Visa, Cl. A  208,640   18,541,837 
Western Union  55,914 a  1,137,850 
Yahoo!  97,908 b  4,543,910 
      292,125,844 
Technology Hardware & Equipment - 5.7%       
Amphenol, Cl. A  34,389   2,447,465 
Apple  587,982   84,469,494 
Cisco Systems  560,313   18,938,579 
Corning  105,910   2,859,570 
F5 Networks  7,699 b  1,097,646 
FLIR Systems  14,992   543,910 
Harris  13,901   1,546,764 
Hewlett Packard Enterprise  184,686   4,377,058 
HP  191,242   3,419,407 
Juniper Networks  42,421   1,180,576 
Motorola Solutions  18,501   1,595,156 
NetApp  31,164   1,304,213 
Seagate Technology  33,050   1,517,987 
TE Connectivity  39,700   2,959,635 
Western Digital  31,801   2,624,537 
Xerox  95,288   699,414 
      131,581,411 
Telecommunication Services - 2.3%       
AT&T  687,540   28,567,287 
CenturyLink  60,809 a  1,433,268 
Level 3 Communications  32,131 b  1,838,536 
Verizon Communications  456,366   22,247,842 
      54,086,933 
Transportation - 2.2%       
Alaska Air Group  13,579 a  1,252,255 
American Airlines Group  56,764 a  2,401,117 
CH Robinson Worldwide  15,908   1,229,529 
CSX  104,015   4,841,898 
Delta Air Lines  82,021   3,769,685 
Expeditors International of Washington  20,206   1,141,437 
FedEx  27,226   5,313,154 
J.B. Hunt Transport Services  10,046   921,620 
Kansas City Southern  12,108   1,038,382 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Common Stocks - 98.3% (continued)  Shares   Value ($) 
Transportation - 2.2% (continued)       
Norfolk Southern  33,166   3,713,597 
Ryder System  5,526   416,881 
Southwest Airlines  69,214   3,720,945 
Union Pacific  91,309   9,671,449 
United Continental Holdings  32,909 b  2,324,692 
United Parcel Service, Cl. B  76,930   8,254,589 
      50,011,230 
Utilities - 3.1%       
AES  70,211   784,959 
Alliant Energy  25,186   997,617 
Ameren  26,999   1,473,875 
American Electric Power  54,178   3,636,969 
American Water Works  19,732   1,534,558 
CenterPoint Energy  48,953   1,349,634 
CMS Energy  31,250   1,398,125 
Consolidated Edison  33,709   2,617,841 
Dominion Resources  69,598   5,398,717 
DTE Energy  19,737   2,015,345 
Duke Energy  78,223   6,415,068 
Edison International  35,860   2,854,815 
Entergy  20,148   1,530,442 
Eversource Energy  35,409   2,081,341 
Exelon  102,640   3,692,987 
FirstEnergy  49,308   1,568,981 
NextEra Energy  51,942   6,667,795 
NiSource  33,630   800,058 
NRG Energy  36,931   690,610 
PG&E  56,382   3,741,510 
Pinnacle West Capital  12,328   1,027,909 
PPL  75,763   2,832,779 
Public Service Enterprise Group  55,726   2,471,448 
SCANA  15,908   1,039,588 
Sempra Energy  27,734   3,064,607 
Southern  110,838   5,517,516 
WEC Energy Group  35,504   2,152,608 
Xcel Energy  56,624   2,516,937 
      71,874,639 
Total Common Stocks (cost $897,923,080)      2,270,565,027 

 

 

  Principal    
Short-Term Investments - .0%  Amount ($)   Value ($) 
U.S. Treasury Bills       
0.75%, 6/15/17       
(cost $1,018,408)  1,020,000 d  1,018,520 
Other Investment - .9%  Shares   Value ($) 
Registered Investment Company;       
Dreyfus Institutional Preferred Government Plus Money Market Fund       
(cost $20,568,513)  20,568,513 e  20,568,513 
Investment of Cash Collateral for Securities Loaned - .7%       
Registered Investment Company;       
Dreyfus Institutional Preferred Money Market Fund, Hamilton Shares       
(cost $15,086,666)  15,086,666 e  15,086,666 
Total Investments (cost $934,596,667)  99.9 %  2,307,238,726 
Cash and Receivables (Net)  .1 %  1,731,019 
Net Assets  100.0 %  2,308,969,745 

 

a Security, or portion thereof, on loan. At March 31, 2017, the value of the fund’s securities on loan was $40,042,592 and the value 
of the collateral held by the fund was $41,140,277, consisting of cash collateral of $15,086,666 and U.S. Government & Agency 
securities valued at $26,053,611. 
b Non-income producing security. 
c Investment in real estate investment trust. 
d Held by or on behalf of a counterparty for open futures contracts. 
e Investment in affiliated money market mutual fund. 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Portfolio Summary (Unaudited)†  Value (%) 
Software & Services  12.6 
Pharmaceuticals, Biotechnology & Life Sciences  8.4 
Capital Goods  7.2 
Energy  6.4 
Banks  6.4 
Technology Hardware & Equipment  5.7 
Retailing  5.5 
Food, Beverage & Tobacco  5.3 
Health Care Equipment & Services  5.3 
Diversified Financials  5.1 
Semiconductors & Semiconductor Equipment  3.4 
Media  3.2 
Utilities  3.1 
Real Estate  2.9 
Materials  2.8 
Insurance  2.7 
Telecommunication Services  2.3 
Transportation  2.2 
Household & Personal Products  1.9 
Food & Staples Retailing  1.9 
Consumer Services  1.6 
Short-Term/Money Market Investments  1.6 
Consumer Durables & Apparel  1.2 
Automobiles & Components  .7 
Commercial & Professional Services  .5 
  99.9 
† Based on net assets.   
See notes to financial statements.   

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
March 31, 2017 (Unaudited)

The following is a summary of the inputs used as of March 31, 2017 in valuing the fund’s investments:

      Level 2 - Other       
  Level 1 - Unadjusted   Significant  Level 3 -Significant     
  Quoted Prices   Observable Inputs Unobservable Inputs   Total  
Assets ($)             
Investments in Securities:             
Equity Securities—             
Domestic Common             
Stocks†  2,255,319,392   -  -  2,255,319,392  
Equity Securities—             
Foreign Common             
Stocks†  15,245,635   -  -  15,243,635  
Registered Investment             
Companies  35,655,179   -  -  35,655,179  
U.S. Treasury  -   1,018,520  -  1,018,520  
Liabilities ($)             
Other Financial             
Instruments:             
Financial Futures††  (68,054 )  -  -  (68,054 ) 

 

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

 

 

STATEMENT OF FINANCIAL FUTURES
Dreyfus Stock Index Fund, Inc.
March 31, 2017 (Unaudited)

    Market Value       
    Covered by    Unrealized  
  Contracts  Contracts ($)  Expiration  (Depreciation) ($)  
 
Futures Long           
Standard & Poor's 500 E-mini  200  23,592,000  June 2017  (68,054 ) 
Gross Unrealized Depreciation        (68,054 ) 
See notes to financial statements.           

 

 

NOTES

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification 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 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, 2017 is discussed below.

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 futures 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 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 futures since they are exchange traded, and the exchange guarantees the futures against default.

At March 31, 2017, accumulated net unrealized appreciation on investments was $1,372,642,059, consisting of $1,397,297,440 gross unrealized appreciation and $24,655,381 gross unrealized depreciation.

At March 31, 2017, 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 15, 2017

 

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 15, 2017

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    May 15, 2017

 

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)