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:

  09/30/17

 

             

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
September 30, 2017 (Unaudited)

Description  Shares   Value ($) 
Common Stocks - 98.2%       
Automobiles & Components - .7%       
BorgWarner  22,544   1,154,929 
Delphi Automotive  30,173   2,969,023 
Ford Motor  430,665   5,155,060 
General Motors  145,715   5,883,972 
Goodyear Tire & Rubber  28,449   945,929 
Harley-Davidson  19,853 a  957,113 
      17,066,026 
Banks - 6.4%       
Bank of America  1,087,578   27,559,227 
BB&T  90,937   4,268,583 
Citigroup  301,921   21,961,734 
Citizens Financial Group  55,284   2,093,605 
Comerica  19,736   1,505,067 
Fifth Third Bancorp  84,656   2,368,675 
Huntington Bancshares  120,280   1,679,109 
JPMorgan Chase & Co.  389,944   37,243,551 
KeyCorp  120,009   2,258,569 
M&T Bank  16,855   2,714,329 
People's United Financial  38,480 a  698,027 
PNC Financial Services Group  53,356   7,190,788 
Regions Financial  135,635   2,065,721 
SunTrust Banks  53,040   3,170,201 
U.S. Bancorp  174,847   9,370,051 
Wells Fargo & Co.  494,965   27,297,320 
Zions Bancorporation  22,714   1,071,647 
      154,516,204 
Capital Goods - 7.3%       
3M  66,020   13,857,598 
A.O. Smith  16,526   982,140 
Acuity Brands  4,836 a  828,310 
Allegion  10,112   874,385 
AMETEK  25,063   1,655,161 
Arconic  43,173   1,074,144 
Boeing  61,568   15,651,201 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Capital Goods - 7.3% (continued)       
Caterpillar  65,632   8,184,967 
Cummins  16,945   2,847,268 
Deere & Co.  35,087   4,406,576 
Dover  17,880   1,634,053 
Eaton  49,151   3,774,305 
Emerson Electric  72,168   4,535,037 
Fastenal  31,803   1,449,581 
Flowserve  15,401 a  655,929 
Fluor  16,371   689,219 
Fortive  32,998   2,335,928 
Fortune Brands Home & Security  17,037   1,145,398 
General Dynamics  31,261   6,426,636 
General Electric  959,171   23,192,755 
Honeywell International  84,195   11,933,799 
Illinois Tool Works  34,226   5,064,079 
Ingersoll-Rand  28,415   2,533,766 
Jacobs Engineering Group  14,359   836,699 
Johnson Controls International  103,938   4,187,662 
L3 Technologies  8,644   1,628,789 
Lockheed Martin  27,468   8,523,046 
Masco  34,715   1,354,232 
Northrop Grumman  19,227   5,531,992 
PACCAR  39,083   2,827,264 
Parker-Hannifin  14,582   2,552,142 
Pentair  18,143   1,232,998 
Quanta Services  17,872 b  667,877 
Raytheon  32,079   5,985,300 
Rockwell Automation  14,501   2,584,223 
Rockwell Collins  18,172   2,375,262 
Roper Technologies  11,439   2,784,253 
Snap-on  6,158   917,604 
Stanley Black & Decker  16,844   2,542,939 
Textron  30,623   1,649,967 
TransDigm Group  5,592   1,429,595 
United Rentals  9,478 b  1,314,978 
United Technologies  82,249   9,547,464 
W.W. Grainger  6,148 a  1,105,103 
Xylem  19,479   1,219,970 
      178,531,594 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Commercial & Professional Services - .6%       
Cintas  9,555   1,378,595 
Equifax  13,218   1,400,976 
IHS Markit  39,573 b  1,744,378 
Nielsen Holdings  37,549 a  1,556,406 
Republic Services  25,974   1,715,842 
Robert Half International  14,162   712,915 
Stericycle  9,001 b  644,652 
Verisk Analytics  16,926 b  1,408,074 
Waste Management  45,420   3,555,023 
      14,116,861 
Consumer Durables & Apparel - 1.1%       
Coach  30,907   1,244,934 
D.R. Horton  36,719   1,466,190 
Garmin  13,496 a  728,379 
Hanesbrands  39,269 a  967,588 
Hasbro  12,490   1,219,898 
Leggett & Platt  15,445   737,190 
Lennar, Cl. A  21,831   1,152,677 
Mattel  38,436 a  594,989 
Michael Kors Holdings  17,735 b  848,620 
Mohawk Industries  6,840 b  1,692,968 
Newell Brands  53,529   2,284,082 
NIKE, Cl. B  146,205   7,580,729 
PulteGroup  32,584   890,521 
PVH  8,808   1,110,336 
Ralph Lauren  5,814   513,318 
Under Armour, Cl. A  19,597 a,b  322,959 
Under Armour, Cl. C  19,737 a,b  296,450 
VF  36,131   2,296,848 
Whirlpool  8,509   1,569,400 
      27,518,076 
Consumer Services - 1.8%       
Carnival  45,278   2,923,600 
Chipotle Mexican Grill  2,790 a,b  858,846 
Darden Restaurants  13,976   1,101,029 
H&R Block  23,543   623,419 
Hilton Worldwide Holdings  22,998   1,597,211 
Marriott International, Cl. A  34,139   3,764,166 
McDonald's  90,059   14,110,444 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Consumer Services - 1.8% (continued)       
MGM Resorts International  56,900   1,854,371 
Royal Caribbean Cruises  18,501   2,193,109 
Starbucks  159,825   8,584,201 
Wyndham Worldwide  11,886   1,252,903 
Wynn Resorts  8,817   1,313,028 
Yum! Brands  37,919   2,791,218 
      42,967,545 
Diversified Financials - 5.3%       
Affiliated Managers Group  6,136   1,164,797 
American Express  81,355   7,359,373 
Ameriprise Financial  16,686   2,478,038 
Bank of New York Mellon  114,603   6,076,251 
Berkshire Hathaway, Cl. B  212,693 b  38,990,881 
BlackRock  13,677   6,114,850 
Capital One Financial  54,095   4,579,683 
CBOE Holdings  12,148   1,307,489 
Charles Schwab  132,234   5,783,915 
CME Group  37,407   5,075,382 
Discover Financial Services  41,335   2,665,281 
E*TRADE Financial  31,250 b  1,362,813 
Franklin Resources  37,287   1,659,644 
Goldman Sachs Group  39,883   9,459,849 
Intercontinental Exchange  65,141   4,475,187 
Invesco  46,380   1,625,155 
Leucadia National  36,004   909,101 
Moody's  18,229   2,537,659 
Morgan Stanley  157,088   7,566,929 
Nasdaq  12,915   1,001,817 
Navient  33,214   498,874 
Northern Trust  23,678   2,176,719 
Raymond James Financial  14,350   1,210,136 
S&P Global  28,369   4,434,358 
State Street  41,061   3,922,968 
Synchrony Financial  84,401   2,620,651 
T. Rowe Price Group  26,396   2,392,797 
      129,450,597 
Energy - 6.0%       
Anadarko Petroleum  62,278   3,042,280 
Andeavor  16,001   1,650,503 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Energy - 6.0% (continued)       
Apache  42,178   1,931,752 
Baker Hughes  47,874   1,753,146 
Cabot Oil & Gas  53,027   1,418,472 
Chesapeake Energy  82,642 a,b  355,361 
Chevron  209,475   24,613,312 
Cimarex Energy  10,161   1,155,001 
Concho Resources  16,278 b  2,144,138 
ConocoPhillips  136,358   6,824,718 
Devon Energy  58,076   2,131,970 
EOG Resources  64,175   6,208,289 
EQT  19,128 a  1,247,911 
Exxon Mobil  468,691   38,423,288 
Halliburton  96,422   4,438,305 
Helmerich & Payne  11,578 a  603,330 
Hess  29,141   1,366,421 
Kinder Morgan  213,089   4,087,047 
Marathon Oil  92,145   1,249,486 
Marathon Petroleum  56,924   3,192,298 
National Oilwell Varco  42,376 a  1,514,094 
Newfield Exploration  21,655 b  642,504 
Noble Energy  50,991   1,446,105 
Occidental Petroleum  85,270   5,475,187 
ONEOK  42,638   2,362,572 
Phillips 66  48,250   4,420,182 
Pioneer Natural Resources  18,835   2,778,916 
Range Resources  20,816 a  407,369 
Schlumberger  153,407   10,701,672 
TechnipFMC  48,679 b  1,359,118 
Valero Energy  49,001   3,769,647 
Williams Cos.  92,181   2,766,352 
      145,480,746 
Food & Staples Retailing - 1.7%       
Costco Wholesale  48,387   7,949,500 
CVS Health  112,444   9,143,946 
Kroger  99,872   2,003,432 
Sysco  54,018   2,914,271 
Walgreens Boots Alliance  101,254   7,818,834 
Wal-Mart Stores  162,183   12,672,980 
      42,502,963 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Food, Beverage & Tobacco - 4.5%       
Altria Group  213,406   13,534,208 
Archer-Daniels-Midland  62,434   2,654,069 
Brown-Forman, Cl. B  20,464   1,111,195 
Campbell Soup  21,537   1,008,362 
Coca-Cola  425,079   19,132,806 
Conagra Brands  43,983   1,483,986 
Constellation Brands, Cl. A  18,850   3,759,632 
Dr. Pepper Snapple Group  20,824   1,842,299 
General Mills  63,295 a  3,276,149 
Hershey  15,647   1,708,183 
Hormel Foods  30,510   980,591 
J.M. Smucker  13,067   1,371,120 
Kellogg  28,197   1,758,647 
Kraft Heinz  66,739   5,175,609 
McCormick & Co.  12,696   1,303,117 
Molson Coors Brewing, Cl. B  20,603   1,682,029 
Mondelez International, Cl. A  167,318   6,803,150 
Monster Beverage  45,238 b  2,499,400 
PepsiCo  157,900   17,594,797 
Philip Morris International  171,699   19,060,306 
Tyson Foods, Cl. A  32,436   2,285,116 
      110,024,771 
Health Care Equipment & Services - 5.5%       
Abbott Laboratories  191,575   10,222,442 
Aetna  36,554   5,812,452 
Align Technology  7,995 b  1,489,229 
AmerisourceBergen  18,817   1,557,107 
Anthem  29,113   5,527,976 
Baxter International  54,838   3,441,084 
Becton Dickinson & Co.  25,259   4,949,501 
Boston Scientific  153,570 b  4,479,637 
C.R. Bard  8,091   2,593,165 
Cardinal Health  34,585   2,314,428 
Centene  18,782 b  1,817,534 
Cerner  34,507 b  2,461,039 
Cigna  27,919   5,219,178 
Cooper  5,413   1,283,476 
Danaher  68,270   5,856,201 
DaVita  16,784 b  996,802 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Health Care Equipment & Services - 5.5% (continued)       
DENTSPLY SIRONA  24,919   1,490,405 
Edwards Lifesciences  23,685 b  2,589,007 
Envision Healthcare  13,016 b  585,069 
Express Scripts Holding  65,282 b  4,133,656 
HCA Healthcare  31,351 b  2,495,226 
Henry Schein  18,160 b  1,488,938 
Hologic  30,704 b  1,126,530 
Humana  15,874   3,867,383 
IDEXX Laboratories  10,005 b  1,555,677 
Intuitive Surgical  4,053 b  4,238,952 
Laboratory Corporation of America       
Holdings  11,472 b  1,731,928 
McKesson  23,674   3,636,563 
Medtronic  150,101   11,673,355 
Patterson  8,902   344,062 
Quest Diagnostics  15,627   1,463,312 
ResMed  15,947   1,227,281 
Stryker  35,473   5,037,875 
UnitedHealth Group  107,010   20,957,908 
Universal Health Services, Cl. B  9,918   1,100,303 
Varian Medical Systems  10,410 b  1,041,625 
Zimmer Biomet Holdings  22,224   2,602,208 
      134,408,514 
Household & Personal Products - 1.8%       
Church & Dwight  27,081   1,312,074 
Clorox  14,230   1,877,079 
Colgate-Palmolive  97,412   7,096,464 
Coty, Cl. A  52,515   868,073 
Estee Lauder, Cl. A  24,842   2,678,961 
Kimberly-Clark  39,078   4,598,699 
Procter & Gamble  282,826   25,731,509 
      44,162,859 
Insurance - 2.7%       
Aflac  43,613   3,549,662 
Allstate  40,052   3,681,179 
American International Group  99,620   6,115,672 
Aon  28,209   4,121,335 
Arthur J. Gallagher & Co.  19,515   1,201,148 
Assurant  5,781   552,201 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Insurance - 2.7% (continued)       
Brighthouse Financial  11,076   673,421 
Chubb  51,497   7,340,897 
Cincinnati Financial  16,547   1,267,004 
Everest Re Group  4,610   1,052,878 
Hartford Financial Services Group  40,178   2,227,067 
Lincoln National  24,442   1,795,998 
Loews  29,711   1,421,968 
Marsh & McLennan Cos.  57,453   4,815,136 
MetLife  119,053   6,184,803 
Principal Financial Group  29,434   1,893,784 
Progressive  63,859   3,092,053 
Prudential Financial  47,232   5,021,706 
Torchmark  12,416   994,397 
Travelers  30,706   3,762,099 
Unum Group  24,722   1,264,036 
Willis Towers Watson  14,412   2,222,763 
XL Group  28,269   1,115,212 
      65,366,419 
Materials - 2.9%       
Air Products & Chemicals  24,418   3,692,490 
Albemarle  12,452   1,697,332 
Avery Dennison  9,402   924,593 
Ball  38,690   1,597,897 
CF Industries Holdings  26,561   933,885 
DowDuPont  257,292   17,812,325 
Eastman Chemical  15,775   1,427,480 
Ecolab  29,023   3,732,648 
FMC  14,534   1,298,032 
Freeport-McMoRan  148,227 b  2,081,107 
International Flavors & Fragrances  8,741   1,249,176 
International Paper  45,948   2,610,765 
LyondellBasell Industries, Cl. A  36,274   3,592,940 
Martin Marietta Materials  6,810   1,404,426 
Monsanto  48,353   5,793,656 
Mosaic  38,848   838,728 
Newmont Mining  59,389   2,227,681 
Nucor  35,070   1,965,323 
Packaging Corporation of America  10,588   1,214,232 
PPG Industries  28,875   3,137,557 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Materials - 2.9% (continued)       
Praxair  31,725   4,433,251 
Sealed Air  21,775   930,228 
Sherwin-Williams  8,924   3,195,149 
Vulcan Materials  14,607   1,746,997 
WestRock  28,715   1,628,975 
      71,166,873 
Media - 2.8%       
CBS, Cl. B  40,370   2,341,460 
Charter Communications, Cl. A  22,334 b  8,116,622 
Comcast, Cl. A  521,128   20,053,005 
Discovery Communications, Cl. A  16,584 a,b  353,073 
Discovery Communications, Cl. C  22,081 b  447,361 
DISH Network, Cl. A  25,285 b  1,371,206 
Interpublic Group of Companies  45,293   941,641 
News Corp., Cl. A  41,851   554,944 
News Corp., Cl. B  11,509   157,098 
Omnicom Group  25,405   1,881,748 
Scripps Networks Interactive, Cl. A  10,781   925,980 
Time Warner  85,591   8,768,798 
Twenty-First Century Fox, Cl. A  115,519   3,047,391 
Twenty-First Century Fox, Cl. B  48,957   1,262,601 
Viacom, Cl. B  39,027   1,086,512 
Walt Disney  170,204   16,777,008 
      68,086,448 
Pharmaceuticals, Biotechnology & Life Sciences - 8.7%       
AbbVie  175,827   15,623,987 
Agilent Technologies  35,276   2,264,719 
Alexion Pharmaceuticals  25,113 b  3,523,103 
Allergan  37,062   7,595,857 
Amgen  80,847   15,073,923 
Biogen  23,564 b  7,378,360 
Bristol-Myers Squibb  181,925   11,595,899 
Celgene  86,245 b  12,576,246 
Eli Lilly & Co.  107,157   9,166,210 
Gilead Sciences  144,332   11,693,779 
Illumina  16,219 b  3,230,825 
Incyte  18,624 b  2,174,166 
Johnson & Johnson  297,316   38,654,053 
Merck & Co.  302,353   19,359,663 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Pharmaceuticals, Biotechnology & Life Sciences - 8.7% (continued)       
Mettler-Toledo International  2,816 b  1,763,267 
Mylan  58,224 b  1,826,487 
PerkinElmer  11,983   826,468 
Perrigo  14,713 a  1,245,455 
Pfizer  659,823   23,555,681 
Quintiles IMS Holdings  16,592 b  1,577,401 
Regeneron Pharmaceuticals  8,546 b  3,821,088 
Thermo Fisher Scientific  44,164   8,355,829 
Vertex Pharmaceuticals  27,768 b  4,221,847 
Waters  8,887 b  1,595,394 
Zoetis  54,870   3,498,511 
      212,198,218 
Real Estate - 2.9%       
Alexandria Real Estate Equities  9,847 c  1,171,498 
American Tower  47,441 c  6,484,236 
Apartment Investment & Management, Cl.       
A  16,929 c  742,506 
AvalonBay Communities  15,356 c  2,739,818 
Boston Properties  17,192 c  2,112,553 
CBRE Group, Cl. A  33,110 b,c  1,254,207 
Crown Castle International  44,325 c  4,431,613 
Digital Realty Trust  21,963 c  2,598,882 
Duke Realty  39,917 c  1,150,408 
Equinix  8,701 c  3,883,256 
Equity Residential  41,043 c  2,705,965 
Essex Property Trust  7,353 c  1,867,883 
Extra Space Storage  13,557 c  1,083,475 
Federal Realty Investment Trust  8,089 c  1,004,735 
GGP  68,601 c  1,424,843 
HCP  51,776 c  1,440,926 
Host Hotels & Resorts  82,336 c  1,522,393 
Iron Mountain  28,861 c  1,122,693 
Kimco Realty  46,609 c  911,206 
Macerich  12,140 c  667,336 
Mid-America Apartment Communities  12,616 c  1,348,398 
Prologis  58,941 c  3,740,396 
Public Storage  16,637 c  3,560,152 
Realty Income  30,249 c  1,729,940 
Regency Centers  16,298 c  1,011,128 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Real Estate - 2.9% (continued)       
SBA Communications  13,603 b,c  1,959,512 
Simon Property Group  34,394 c  5,537,778 
SL Green Realty  10,859 c  1,100,234 
UDR  28,750 c  1,093,363 
Ventas  39,010 c  2,540,721 
Vornado Realty Trust  19,404 c  1,491,780 
Welltower  40,410 c  2,840,015 
Weyerhaeuser  83,158 c  2,829,867 
      71,103,716 
Retailing - 5.3%       
Advance Auto Parts  7,975   791,120 
Amazon.com  44,122 b  42,416,685 
AutoZone  3,069 b  1,826,393 
Best Buy  28,904   1,646,372 
CarMax  20,130 b  1,526,055 
Dollar General  28,676   2,324,190 
Dollar Tree  25,887 b  2,247,509 
Expedia  13,382   1,926,205 
Foot Locker  15,171   534,323 
Gap  26,084   770,261 
Genuine Parts  16,868   1,613,424 
Home Depot  130,659   21,370,586 
Kohl's  19,875 a  907,294 
L Brands  26,809 a  1,115,522 
LKQ  33,827 b  1,217,434 
Lowe's  93,572   7,480,146 
Macy's  34,397   750,543 
Netflix  47,561 b  8,625,187 
Nordstrom  13,065 a  616,015 
O'Reilly Automotive  9,783 b  2,106,965 
Priceline Group  5,429 b  9,939,522 
Ross Stores  42,955   2,773,604 
Signet Jewelers  7,847 a  522,218 
Target  60,621   3,577,245 
The TJX Companies  70,850   5,223,770 
Tiffany & Co.  11,588   1,063,547 
Tractor Supply  14,646   926,945 
TripAdvisor  11,966 a,b  484,982 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Retailing - 5.3% (continued)       
Ulta Beauty  6,557 b  1,482,275 
      127,806,337 
Semiconductors & Semiconductor Equipment - 3.7%       
Advanced Micro Devices  86,757 a,b  1,106,152 
Analog Devices  40,509   3,490,661 
Applied Materials  118,375   6,166,154 
Broadcom  44,934   10,898,292 
Intel  520,507   19,820,907 
KLA-Tencor  17,200   1,823,200 
Lam Research  18,127   3,354,220 
Microchip Technology  25,688 a  2,306,269 
Micron Technology  122,120 b  4,802,980 
NVIDIA  66,349   11,861,211 
Qorvo  14,371 a,b  1,015,742 
QUALCOMM  163,025   8,451,216 
Skyworks Solutions  20,943   2,134,092 
Texas Instruments  109,970   9,857,711 
Xilinx  28,060   1,987,490 
      89,076,297 
Software & Services - 13.6%       
Accenture, Cl. A  68,439   9,244,056 
Activision Blizzard  82,730   5,336,912 
Adobe Systems  54,592 b  8,144,035 
Akamai Technologies  19,594 b  954,620 
Alliance Data Systems  5,385   1,193,047 
Alphabet, Cl. A  32,918 b  32,052,915 
Alphabet, Cl. C  33,373 b  32,008,378 
ANSYS  9,596 b  1,177,717 
Autodesk  23,948 b  2,688,402 
Automatic Data Processing  49,283   5,387,618 
CA  34,877   1,164,194 
Cadence Design Systems  31,036 b  1,224,991 
Citrix Systems  15,983 b  1,227,814 
Cognizant Technology Solutions, Cl. A  64,833   4,702,986 
CSRA  17,604   568,081 
DXC Technology  31,674   2,720,163 
eBay  110,707 b  4,257,791 
Electronic Arts  34,466 b  4,069,056 
Facebook, Cl. A  262,386 b  44,833,896 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Software & Services - 13.6% (continued)       
Fidelity National Information Services  37,068   3,461,781 
Fiserv  23,298 b  3,004,510 
Gartner  10,078 b  1,253,804 
Global Payments  17,024   1,617,791 
International Business Machines  95,778   13,895,472 
Intuit  27,341   3,886,250 
Mastercard, Cl. A  103,633   14,632,980 
Micro Focus International, ADR  1   7 
Microsoft  853,149   63,551,069 
Oracle  334,114   16,154,412 
Paychex  35,330   2,118,387 
PayPal Holdings  124,912 b  7,998,115 
Red Hat  19,734 b  2,187,711 
salesforce.com  75,359 b  7,040,038 
Symantec  68,400   2,244,204 
Synopsys  16,759 b  1,349,602 
Total System Services  18,543   1,214,567 
VeriSign  10,002 a,b  1,064,113 
Visa, Cl. A  202,706 a  21,332,779 
Western Union  50,791   975,187 
      331,939,451 
Technology Hardware & Equipment - 5.5%       
Amphenol, Cl. A  34,389   2,910,685 
Apple  571,813   88,127,820 
Cisco Systems  552,645   18,585,451 
Corning  100,964   3,020,843 
F5 Networks  6,942 b  836,928 
FLIR Systems  14,992   583,339 
Harris  13,267   1,746,999 
Hewlett Packard Enterprise  184,686   2,716,731 
HP  184,995   3,692,500 
Juniper Networks  42,421   1,180,576 
Motorola Solutions  18,501   1,570,180 
NetApp  31,164   1,363,737 
Seagate Technology  33,050 a  1,096,269 
TE Connectivity  39,700   3,297,482 
Western Digital  32,653   2,821,219 
Xerox  23,822   793,034 
      134,343,793 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Telecommunication Services - 2.1%       
AT&T  679,831   26,628,980 
CenturyLink  60,809 a  1,149,290 
Level 3 Communications  32,131 b  1,712,261 
Verizon Communications  451,004   22,320,188 
      51,810,719 
Transportation - 2.2%       
Alaska Air Group  13,579   1,035,670 
American Airlines Group  48,362   2,296,711 
CH Robinson Worldwide  15,908 a  1,210,599 
CSX  101,609   5,513,304 
Delta Air Lines  74,271   3,581,348 
Expeditors International of Washington  20,206   1,209,531 
FedEx  27,108   6,115,023 
J.B. Hunt Transport Services  10,046   1,115,910 
Kansas City Southern  12,108   1,315,897 
Norfolk Southern  31,864   4,213,695 
Southwest Airlines  61,318   3,432,582 
Union Pacific  89,129   10,336,290 
United Continental Holdings  28,828 b  1,755,049 
United Parcel Service, Cl. B  76,015   9,128,641 
      52,260,250 
Utilities - 3.1%       
AES  70,211   773,725 
Alliant Energy  25,186   1,046,982 
Ameren  26,999   1,561,622 
American Electric Power  55,149   3,873,666 
American Water Works  19,732   1,596,516 
CenterPoint Energy  48,953   1,429,917 
CMS Energy  31,250   1,447,500 
Consolidated Edison  33,709   2,719,642 
Dominion Resources  70,908   5,454,952 
DTE Energy  19,737   2,118,964 
Duke Energy  77,177   6,476,694 
Edison International  35,860   2,767,316 
Entergy  20,148   1,538,501 
Eversource Energy  35,409   2,140,120 
Exelon  105,819   3,986,202 
FirstEnergy  49,308   1,520,166 
NextEra Energy  51,650   7,569,307 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.2% (continued)       
Utilities - 3.1% (continued)       
NiSource  36,196   926,256 
NRG Energy  33,422   855,269 
PG&E  57,273   3,899,719 
Pinnacle West Capital  12,328   1,042,456 
PPL  75,763   2,875,206 
Public Service Enterprise Group  55,726   2,577,328 
SCANA  15,908   771,379 
Sempra Energy  27,734   3,165,281 
Southern  110,838   5,446,579 
WEC Energy Group  35,504   2,228,941 
Xcel Energy  56,624   2,679,448 
      74,489,654 
Total Common Stocks (cost $891,986,824)      2,390,394,931 
  Principal    
Description  Amount ($)   Value ($) 
Short-Term Investments - .1%       
U.S. Treasury Bills       
1.06%, 12/7/17       
(cost $1,152,730)  1,155,000 d  1,152,925 
Description  Shares   Value ($) 
Other Investment - 1.7%       
Registered Investment Company;       
Dreyfus Institutional Preferred       
Government Plus Money Market Fund       
(cost $42,075,062)  42,075,062 e  42,075,062 
Description       
Investment of Cash Collateral for Securities Loaned - .7%       
Registered Investment Company;       
Dreyfus Institutional Preferred       
Government Money Market Fund,       
Institutional Shares       
(cost $17,378,334)  17,378,334 e  17,378,334 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Total Investments (cost $952,592,950)  100.7 %  2,451,001,252  
Liabilities, Less Cash and Receivables  (.7 %)  (17,399,192 ) 
Net Assets  100.0 %  2,433,602,060  

 

ADR—American Depository Receipt

a     

Security, or portion thereof, on loan. At September 30, 2017, the value of the fund’s securities on loan was $49,296,521 and the value of the collateral held by the fund was $50,247,280, consisting of cash collateral of $17,378,334 and U.S. Government & Agency securities valued at $32,868,946.

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.

Portfolio Summary (Unaudited)†  Value (%) 
Software & Services  13.6 
Pharmaceuticals, Biotechnology & Life Sciences  8.7 
Capital Goods  7.3 
Banks  6.4 
Energy  6.0 
Health Care Equipment & Services  5.5 
Technology Hardware & Equipment  5.5 
Diversified Financials  5.3 
Retailing  5.3 
Food, Beverage & Tobacco  4.5 
Semiconductors & Semiconductor Equipment  3.7 
Utilities  3.1 
Materials  2.9 
Real Estate  2.9 
Media  2.8 
Insurance  2.7 
Short-Term/Money Market Investments  2.5 
Transportation  2.2 
Telecommunication Services  2.1 
Household & Personal Products  1.8 
Consumer Services  1.8 
Food & Staples Retailing  1.7 
Consumer Durables & Apparel  1.1 
Automobiles & Components  .7 
Commercial & Professional Services  .6 
  100.7 

 

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

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
September 30, 2017 (Unaudited)

The following is a summary of the inputs used as of September 30, 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†  2,372,799,535  -  -  2,372,799,535 
Equity Securities—         
Foreign Common         
Stocks†  17,595,396  -  -  17,595,396 
Registered Investment         
Companies  59,453,396  -  -  59,453,396 
U.S. Treasury  -  1,152,925  -  1,152,925 
Other Financial         
Instruments:         
Futures††  367,634  -  -  367,634 

 

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

 

 

STATEMENT OF FUTURES
Dreyfus Stock Index Fund, Inc.
September 30, 2017 (Unaudited)

  Number of  Notional    Unrealized 
Description  Contracts Expiration  Value  Value ($)  Appreciation ($) 
Futures Long         
Standard & Poor's 500 E-         
mini  361 12/2017  45,047,971  45,415,605  367,634 
Gross Unrealized Appreciation      367,634 

 

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 September 30, 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 September 30, 2017, accumulated net unrealized appreciation on investments was $1,498,408,302, consisting of $1,521,156,823 gross unrealized appreciation and $22,748,521 gross unrealized depreciation.

At September 30, 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:    November 16, 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:    November 16, 2017

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    November 16, 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)