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:

  03/31/18

 

             

 

 

FORM N-Q

Item 1.                         Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
March 31, 2018 (Unaudited)

Description  Shares   Value ($) 
Common Stocks - 98.8%       
Automobiles & Components - .6%       
Aptiv  28,618   2,431,671 
BorgWarner  22,363   1,123,293 
Ford Motor  427,091   4,732,168 
General Motors  138,929   5,048,680 
Goodyear Tire & Rubber  28,219   750,061 
Harley-Davidson  17,507 a  750,700 
      14,836,573 
Banks - 6.5%       
Bank of America  1,052,280   31,557,877 
BB&T  85,546   4,451,814 
Citigroup  282,916   19,096,830 
Citizens Financial Group  54,827   2,301,637 
Comerica  19,575   1,877,830 
Fifth Third Bancorp  78,405   2,489,359 
Huntington Bancshares  119,284   1,801,188 
JPMorgan Chase & Co.  377,349   41,497,070 
KeyCorp  119,015   2,326,743 
M&T Bank  16,716   3,081,762 
People's United Financial  38,166   712,178 
PNC Financial Services Group  52,011   7,866,144 
Regions Financial  123,681   2,297,993 
SunTrust Banks  52,602   3,579,040 
SVB Financial Group  4,824 b  1,157,808 
U. S. Bancorp  173,395   8,756,448 
Wells Fargo & Co.  482,715   25,299,093 
Zions Bancorporation  22,529   1,187,954 
      161,338,768 
Capital Goods - 7.4%       
3M  65,474   14,372,852 
A.O. Smith  16,392   1,042,367 
Acuity Brands  4,798 a  667,834 
Allegion  10,025   855,032 
AMETEK  24,852   1,888,006 
Arconic  46,382   1,068,641 
Boeing  60,826   19,943,629 
Caterpillar  65,672   9,678,739 
Cummins  16,801   2,723,274 
Deere & Co.  35,573   5,525,198 
Dover  16,589   1,629,372 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Capital Goods - 7.4% (continued)       
Eaton  48,745   3,895,213 
Emerson Electric  69,918   4,775,399 
Fastenal  31,540 a  1,721,769 
Flowserve  15,282   662,169 
Fluor  16,243   929,424 
Fortive  32,720   2,536,454 
Fortune Brands Home & Security  16,896   995,005 
General Dynamics  30,303   6,693,933 
General Electric  954,136   12,861,753 
Harris  13,158   2,122,122 
Honeywell International  82,698   11,950,688 
Huntington Ingalls Industries  5,004   1,289,831 
Illinois Tool Works  33,943   5,317,510 
Ingersoll-Rand  26,735   2,286,110 
Jacobs Engineering Group  12,514   740,203 
Johnson Controls International  100,144   3,529,075 
L3 Technologies  8,573   1,783,184 
Lockheed Martin  27,480   9,286,316 
Masco  34,424   1,392,107 
Northrop Grumman  19,068   6,657,020 
PACCAR  38,762   2,564,882 
Parker-Hannifin  14,460   2,473,094 
Pentair  17,992   1,225,795 
Quanta Services  17,734 b  609,163 
Raytheon  31,814   6,866,097 
Rockwell Automation  14,384   2,505,693 
Rockwell Collins  18,024   2,430,536 
Roper Technologies  11,346   3,184,709 
Snap-on  6,105   900,732 
Stanley Black & Decker  16,704   2,559,053 
Textron  28,154   1,660,241 
TransDigm Group  5,153   1,581,662 
United Rentals  9,401 b  1,623,835 
United Technologies  81,570   10,263,137 
W.W. Grainger  5,493 a  1,550,509 
Xylem  19,315   1,485,710 
      184,305,077 
Commercial & Professional Services - .6%       
Cintas  9,477   1,616,587 
Equifax  13,108   1,544,253 
IHS Markit  39,241 b  1,892,986 
Nielsen Holdings  37,242   1,183,923 
Republic Services  25,765   1,706,416 
Robert Half International  14,047   813,181 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Commercial & Professional Services - .6% (continued)       
Stericycle  8,923 a,b  522,263 
Verisk Analytics  16,784 b  1,745,536 
Waste Management  43,385   3,649,546 
      14,674,691 
Consumer Durables & Apparel - 1.2%       
D.R. Horton  36,408   1,596,127 
Garmin  11,458 a  675,220 
Hanesbrands  38,936 a  717,201 
Hasbro  12,386   1,044,140 
Leggett & Platt  15,324   679,773 
Lennar, Cl. A  29,787   1,755,646 
Mattel  38,123 a  501,317 
Michael Kors Holdings  17,597 b  1,092,422 
Mohawk Industries  6,782 b  1,574,916 
Newell Brands  53,082   1,352,529 
NIKE, Cl. B  143,284   9,519,789 
PulteGroup  28,365   836,484 
PVH  8,737   1,323,044 
Ralph Lauren  5,763   644,303 
Tapestry  30,649   1,612,444 
Under Armour, Cl. A  19,428 a,b  317,648 
Under Armour, Cl. C  19,567 a,b  280,786 
VF  35,833   2,655,942 
Whirlpool  7,974   1,220,899 
      29,400,630 
Consumer Services - 1.8%       
Carnival  44,906   2,944,935 
Chipotle Mexican Grill  2,767 a,b  894,045 
Darden Restaurants  13,862   1,181,736 
H&R Block  23,352   593,374 
Hilton Worldwide Holdings  22,812   1,796,673 
Marriott International, Cl. A  33,049   4,494,003 
McDonald's  87,210   13,637,900 
MGM Resorts International  56,427   1,976,074 
Norwegian Cruise Line Holdings  22,572 b  1,195,639 
Royal Caribbean Cruises  18,344   2,159,823 
Starbucks  154,601   8,949,852 
Wyndham Worldwide  10,765   1,231,839 
Wynn Resorts  8,744   1,594,556 
Yum! Brands  37,604   3,201,229 
      45,851,678 
Diversified Financials - 5.6%       
Affiliated Managers Group  6,085   1,153,594 
American Express  79,549   7,420,331 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Diversified Financials - 5.6% (continued)       
Ameriprise Financial  16,549   2,448,259 
Bank of New York Mellon  111,478   5,744,461 
Berkshire Hathaway, Cl. B  211,508 b  42,191,616 
BlackRock  13,564   7,347,890 
Capital One Financial  53,653   5,141,030 
CBOE Global Markets  12,045   1,374,335 
Charles Schwab  131,145   6,848,392 
CME Group  37,097   6,000,069 
Discover Financial Services  39,348   2,830,302 
E*TRADE Financial  28,698 b  1,590,156 
Franklin Resources  36,987 a  1,282,709 
Goldman Sachs Group  38,820   9,777,205 
Intercontinental Exchange  64,603   4,685,010 
Invesco  46,009   1,472,748 
Leucadia National  35,715   811,802 
Moody's  18,077   2,915,820 
Morgan Stanley  151,758   8,188,862 
Nasdaq  12,808   1,104,306 
Navient  32,964   432,488 
Northern Trust  23,482   2,421,699 
Raymond James Financial  14,233   1,272,573 
S&P Global  28,134   5,375,282 
State Street  40,720   4,061,006 
Synchrony Financial  78,706   2,639,012 
T. Rowe Price Group  26,871   2,901,262 
      139,432,219 
Energy - 5.7%       
Anadarko Petroleum  59,378   3,587,025 
Andeavor  15,869   1,595,787 
Apache  41,830 a  1,609,618 
Baker Hughes  47,474   1,318,353 
Cabot Oil & Gas  52,605   1,261,468 
Chevron  209,914   23,938,593 
Cimarex Energy  10,074   941,919 
Concho Resources  16,142 b  2,426,627 
ConocoPhillips  130,634   7,745,290 
Devon Energy  57,596   1,830,977 
EOG Resources  63,647   6,700,120 
EQT  26,339   1,251,366 
Exxon Mobil  465,661   34,742,967 
Halliburton  95,629   4,488,825 
Helmerich & Payne  11,479   764,042 
Hess  28,894   1,462,614 
Kinder Morgan  211,334   3,182,690 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Energy - 5.7% (continued)       
Marathon Oil  91,368   1,473,766 
Marathon Petroleum  52,255   3,820,363 
National Oilwell Varco  42,029 a  1,547,087 
Newfield Exploration  21,473 b  524,371 
Noble Energy  53,396   1,617,899 
Occidental Petroleum  84,571   5,493,732 
ONEOK  45,251   2,575,687 
Phillips 66  46,039   4,416,061 
Pioneer Natural Resources  18,680   3,208,850 
Range Resources  20,610 a  299,669 
Schlumberger  152,137   9,855,435 
TechnipFMC  48,278   1,421,787 
Valero Energy  48,598   4,508,436 
Williams Cos.  91,425   2,272,826 
      141,884,250 
Food & Staples Retailing - 1.7%       
Costco Wholesale  47,987   9,042,190 
CVS Health  111,515   6,937,348 
Kroger  99,052   2,371,305 
Sysco  51,727   3,101,551 
Walgreens Boots Alliance  93,740   6,137,158 
Wal-Mart Stores  159,610   14,200,502 
      41,790,054 
Food, Beverage & Tobacco - 4.2%       
Altria Group  208,698   13,006,059 
Archer-Daniels-Midland  61,920   2,685,470 
Brown-Forman, Cl. B  28,665   1,559,376 
Campbell Soup  21,360 a  925,102 
Coca-Cola  421,571   18,308,829 
Conagra Brands  43,604   1,608,116 
Constellation Brands, Cl. A  18,693   4,260,509 
Dr. Pepper Snapple Group  19,356   2,291,363 
General Mills  62,767   2,828,281 
Hershey  15,518   1,535,661 
Hormel Foods  30,264 a  1,038,660 
J.M. Smucker  12,040   1,493,080 
Kellogg  27,970 a  1,818,330 
Kraft Heinz  66,193   4,123,162 
McCormick & Co.  13,298   1,414,774 
Molson Coors Brewing, Cl. B  20,434   1,539,293 
Mondelez International, Cl. A  163,243   6,812,130 
Monster Beverage  44,859 b  2,566,383 
PepsiCo  156,285   17,058,508 
Philip Morris International  169,998   16,897,801 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Food, Beverage & Tobacco - 4.2% (continued)       
Tyson Foods, Cl. A  32,172   2,354,669 
      106,125,556 
Health Care Equipment & Services - 5.6%       
Abbott Laboratories  191,738   11,488,941 
Aetna  35,605   6,017,245 
Align Technology  7,929 b  1,991,210 
AmerisourceBergen  17,279   1,489,623 
Anthem  28,363   6,231,351 
Baxter International  54,380   3,536,875 
Becton Dickinson & Co.  29,125   6,311,388 
Boston Scientific  152,316 b  4,161,273 
Cardinal Health  34,296   2,149,673 
Centene  18,625 b  1,990,454 
Cerner  34,219 b  1,984,702 
Cigna  27,231   4,567,728 
Cooper  5,368   1,228,252 
Danaher  67,711   6,629,584 
DaVita  16,644 b  1,097,505 
DENTSPLY SIRONA  24,709   1,243,110 
Edwards Lifesciences  23,492 b  3,277,604 
Envision Healthcare  12,906 b  495,978 
Express Scripts Holding  62,670 b  4,329,244 
HCA Healthcare  31,087   3,015,439 
Henry Schein  16,532 a,b  1,111,116 
Hologic  30,448 b  1,137,537 
Humana  15,169   4,077,882 
IDEXX Laboratories  9,280 b  1,776,099 
Intuitive Surgical  12,328 b  5,089,368 
Laboratory Corporation of America       
Holdings  11,379 b  1,840,553 
McKesson  22,643   3,189,719 
Medtronic  148,863   11,941,790 
Quest Diagnostics  15,502   1,554,851 
ResMed  15,817   1,557,500 
Stryker  35,179   5,661,005 
UnitedHealth Group  106,201   22,727,014 
Universal Health Services, Cl. B  9,837   1,164,799 
Varian Medical Systems  10,326 b  1,266,484 
Zimmer Biomet Holdings  22,039   2,403,133 
      139,736,029 
Household & Personal Products - 1.6%       
Church & Dwight  26,853   1,352,317 
Clorox  14,112   1,878,448 
Colgate-Palmolive  96,607   6,924,790 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Household & Personal Products - 1.6% (continued)       
Coty, Cl. A  52,084   953,137 
Estee Lauder, Cl. A  24,638   3,688,801 
Kimberly-Clark  38,755   4,268,088 
Procter & Gamble  277,186   21,975,306 
      41,040,887 
Insurance - 2.6%       
Aflac  86,504   3,785,415 
Allstate  39,722   3,765,646 
American International Group  98,794   5,376,369 
Aon  26,987   3,787,086 
Arthur J. Gallagher & Co.  19,351   1,329,994 
Assurant  5,732   523,962 
Brighthouse Financial  10,989   564,835 
Chubb  51,072   6,985,117 
Cincinnati Financial  16,411   1,218,681 
Everest Re Group  4,573   1,174,438 
Hartford Financial Services Group  39,845   2,052,814 
Lincoln National  24,240   1,770,974 
Loews  29,459   1,464,996 
Marsh & McLennan Cos.  55,540   4,587,049 
MetLife  114,066   5,234,489 
Principal Financial Group  29,189   1,777,902 
Progressive  63,327   3,858,514 
Prudential Financial  46,842   4,850,489 
Torchmark  12,317   1,036,722 
Travelers  29,655   4,117,893 
Unum Group  24,516   1,167,207 
Willis Towers Watson  14,289   2,174,643 
XL Group  28,033   1,549,104 
      64,154,339 
Materials - 2.8%       
Air Products & Chemicals  24,219   3,851,548 
Albemarle  12,351   1,145,432 
Avery Dennison  9,321   990,356 
Ball  38,369 a  1,523,633 
CF Industries Holdings  26,348   994,110 
DowDuPont  256,158   16,319,826 
Eastman Chemical  15,643   1,651,588 
Ecolab  28,785   3,945,560 
FMC  14,412   1,103,527 
Freeport-McMoRan  146,998   2,582,755 
International Flavors & Fragrances  8,669   1,186,873 
International Paper  45,571   2,434,859 
LyondellBasell Industries, Cl. A  35,978   3,802,155 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Materials - 2.8% (continued)       
Martin Marietta Materials  6,753   1,399,897 
Monsanto  47,952   5,595,519 
Mosaic  38,528   935,460 
Newmont Mining  58,902   2,301,301 
Nucor  34,778   2,124,588 
Packaging Corporation of America  10,502   1,183,575 
PPG Industries  27,573   3,077,147 
Praxair  31,464   4,540,255 
Sealed Air  18,856   806,848 
Sherwin-Williams  9,054   3,550,254 
Vulcan Materials  14,486   1,653,867 
WestRock  28,482   1,827,723 
      70,528,656 
Media - 2.5%       
CBS, Cl. B  38,053   1,955,544 
Charter Communications, Cl. A  20,487 b  6,375,964 
Comcast, Cl. A  510,900   17,457,453 
Discovery Communications, Cl. A  16,443 b  352,373 
Discovery Communications, Cl. C  33,212 b  648,307 
DISH Network, Cl. A  25,077 b  950,168 
Interpublic Group of Companies  44,934   1,034,830 
News Corp., Cl. A  41,502   655,732 
News Corp., Cl. B  11,398   183,508 
Omnicom Group  25,194   1,830,848 
Time Warner  85,759   8,111,086 
Twenty-First Century Fox, Cl. A  114,557   4,203,096 
Twenty-First Century Fox, Cl. B  48,556   1,765,982 
Viacom, Cl. B  38,705   1,202,177 
Walt Disney  165,638   16,636,681 
      63,363,749 
Pharmaceuticals, Biotechnology & Life Sciences - 8.0%       
AbbVie  175,185   16,581,260 
Agilent Technologies  34,983   2,340,363 
Alexion Pharmaceuticals  24,909 b  2,776,357 
Allergan  36,757   6,185,836 
Amgen  73,822   12,585,175 
Biogen  23,033 b  6,306,896 
Bristol-Myers Squibb  178,631   11,298,411 
Celgene  82,908 b  7,396,223 
Eli Lilly & Co.  106,271   8,222,187 
Gilead Sciences  143,139   10,791,249 
Illumina  16,086 b  3,803,052 
Incyte  19,295 b  1,607,852 
IQVIA Holdings  16,454 b  1,614,302 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Pharmaceuticals, Biotechnology & Life Sciences - 8.0%       
(continued)       
Johnson & Johnson  294,847   37,784,643 
Merck & Co.  296,501   16,150,409 
Mettler-Toledo International  2,793 b  1,606,059 
Mylan  57,734 b  2,376,909 
Nektar Therapeutics  17,421 b  1,851,155 
PerkinElmer  11,882   899,705 
Perrigo  14,592   1,216,097 
Pfizer  653,182   23,181,429 
Regeneron Pharmaceuticals  8,476 b  2,918,795 
Thermo Fisher Scientific  44,152   9,115,622 
Vertex Pharmaceuticals  27,538 b  4,488,143 
Waters  8,814 b  1,750,901 
Zoetis  52,698   4,400,810 
      199,249,840 
Real Estate - 2.7%       
Alexandria Real Estate Equities  11,116 a,c  1,388,277 
American Tower  48,430 c  7,038,816 
Apartment Investment & Management,       
Cl. A  16,786 c  684,030 
AvalonBay Communities  15,230 c  2,504,726 
Boston Properties  17,051 c  2,101,024 
CBRE Group, Cl. A  32,835 b  1,550,469 
Crown Castle International  45,560 c  4,993,832 
Digital Realty Trust  22,579 c  2,379,375 
Duke Realty  39,592 c  1,048,396 
Equinix  8,630 c  3,608,548 
Equity Residential  40,708 c  2,508,427 
Essex Property Trust  7,293 c  1,755,279 
Extra Space Storage  13,442 c  1,174,293 
Federal Realty Investment Trust  8,023 c  931,551 
GGP  68,028 c  1,391,853 
HCP  51,348 c  1,192,814 
Host Hotels & Resorts  81,659 c  1,522,124 
Iron Mountain  30,895 c  1,015,210 
Kimco Realty  46,220 c  665,568 
Macerich  12,041 c  674,537 
Mid-America Apartment Communities  12,512 c  1,141,595 
Prologis  58,455 c  3,682,080 
Public Storage  16,500 c  3,306,435 
Realty Income  29,999 c  1,551,848 
Regency Centers  16,163 c  953,294 
SBA Communications  13,011 b,c  2,223,840 
Simon Property Group  34,110 c  5,264,879 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Real Estate - 2.7% (continued)       
SL Green Realty  10,769 c  1,042,762 
UDR  28,506 c  1,015,384 
Ventas  38,685 c  1,916,068 
Vornado Realty Trust  19,247 c  1,295,323 
Welltower  40,073 c  2,181,173 
Weyerhaeuser  82,470 c  2,886,450 
      68,590,280 
Retailing - 6.4%       
Advance Auto Parts  7,908   937,493 
Amazon. com  44,155 b  63,907,298 
AutoZone  3,043 b  1,973,964 
Best Buy  28,662   2,006,053 
Booking Holdings  5,320 b  11,067,675 
CarMax  19,963 b  1,236,508 
Dollar General  28,438   2,660,375 
Dollar Tree  25,671 b  2,436,178 
Expedia  13,270 a  1,465,141 
Foot Locker  12,703   578,495 
Gap  22,379   698,225 
Genuine Parts  15,594   1,400,965 
Home Depot  128,171   22,845,199 
Kohl's  17,840 a  1,168,698 
L Brands  26,581   1,015,660 
LKQ  33,545 b  1,273,033 
Lowe's  91,127   7,996,394 
Macy's  34,119 a  1,014,699 
Netflix  47,663 b  14,077,267 
Nordstrom  12,959   627,345 
O'Reilly Automotive  9,173 b  2,269,217 
Ross Stores  42,600   3,321,948 
Target  60,122   4,174,270 
The TJX Companies  70,268   5,731,058 
Tiffany & Co.  11,495   1,122,602 
Tractor Supply  14,530   915,681 
TripAdvisor  11,867 b  485,242 
Ulta Beauty  6,504 b  1,328,572 
      159,735,255 
Semiconductors & Semiconductor Equipment - 4.1%       
Advanced Micro Devices  86,021 a,b  864,511 
Analog Devices  40,173   3,660,966 
Applied Materials  115,589   6,427,904 
Broadcom  45,105   10,628,993 
Intel  513,568   26,746,621 
KLA-Tencor  17,057   1,859,384 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Semiconductors & Semiconductor Equipment - 4.1%       
(continued)       
Lam Research  17,979   3,652,614 
Microchip Technology  25,476 a  2,327,487 
Micron Technology  126,655 b  6,603,792 
NVIDIA  66,227   15,337,511 
Qorvo  14,255 b  1,004,265 
QUALCOMM  161,675   8,958,412 
Skyworks Solutions  20,775   2,082,902 
Texas Instruments  107,971   11,217,107 
Xilinx  27,833   2,010,656 
      103,383,125 
Software & Services - 14.6%       
Accenture, Cl. A  67,874   10,418,659 
Activision Blizzard  83,250   5,616,045 
Adobe Systems  54,142 b  11,699,003 
Akamai Technologies  19,438 b  1,379,709 
Alliance Data Systems  5,341   1,136,885 
Alphabet, Cl. A  32,802 b  34,020,266 
Alphabet, Cl. C  33,446 b  34,509,248 
ANSYS  9,519 b  1,491,532 
Autodesk  23,748 b  2,982,274 
Automatic Data Processing  48,877   5,546,562 
CA  34,589   1,172,567 
Cadence Design Systems  30,780 b  1,131,781 
Citrix Systems  14,313 b  1,328,246 
Cognizant Technology Solutions, Cl. A  64,293   5,175,587 
CSRA  17,455   719,670 
DXC Technology  31,414   3,158,049 
eBay  103,678 b  4,172,003 
Electronic Arts  34,184 b  4,144,468 
Facebook, Cl. A  263,286 b  42,070,470 
Fidelity National Information Services  36,765   3,540,470 
Fiserv  46,212 b  3,295,378 
Gartner  9,995 b  1,175,612 
Global Payments  16,885   1,883,015 
International Business Machines  94,190   14,451,572 
Intuit  26,733   4,634,166 
Mastercard, Cl. A  101,844   17,838,995 
Microsoft  846,269   77,238,972 
Oracle  333,015   15,235,436 
Paychex  35,038   2,157,990 
PayPal Holdings  123,879 b  9,398,700 
Red Hat  19,572 b  2,926,210 
salesforce.com  75,574 b  8,789,256 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Software & Services - 14.6% (continued)       
Symantec  67,838   1,753,612 
Synopsys  16,622 b  1,383,615 
Take-Two Interactive Software  10,291 b  1,006,254 
Total System Services  18,390   1,586,321 
VeriSign  8,730 a,b  1,035,029 
Visa, Cl. A  198,168 a  23,704,856 
Western Union  50,367   968,557 
      365,877,040 
Technology Hardware & Equipment - 5.8%       
Amphenol, Cl. A  34,110   2,937,894 
Apple  559,085   93,803,281 
Cisco Systems  530,237   22,741,865 
Corning  96,240   2,683,171 
F5 Networks  6,884 b  995,495 
FLIR Systems  14,867   743,499 
Hewlett Packard Enterprise  176,573   3,097,090 
HP  183,469   4,021,640 
IPG Photonics  4,114 b  960,125 
Juniper Networks  38,038   925,465 
Motorola Solutions  18,353   1,932,571 
NetApp  28,911   1,783,520 
Seagate Technology  32,787 a  1,918,695 
TE Connectivity  38,189   3,815,081 
Western Digital  32,384   2,988,072 
Xerox  23,627   679,985 
      146,027,449 
Telecommunication Services - 1.9%       
AT&T  672,826   23,986,247 
CenturyLink  105,823   1,738,672 
Verizon Communications  452,249   21,626,547 
      47,351,466 
Transportation - 2.1%       
Alaska Air Group  13,466 a  834,353 
American Airlines Group  45,690 a  2,374,052 
CH Robinson Worldwide  15,780   1,478,744 
CSX  98,752   5,501,474 
Delta Air Lines  71,326   3,909,378 
Expeditors International of Washington  20,041   1,268,595 
FedEx  26,883   6,454,877 
J.B. Hunt Transport Services  8,867   1,038,769 
Kansas City Southern  10,783   1,184,513 
Norfolk Southern  31,601   4,290,784 
Southwest Airlines  60,815   3,483,483 
Union Pacific  86,015   11,562,996 

 

 

Description  Shares   Value ($) 
Common Stocks - 98.8% (continued)       
Transportation - 2.1% (continued)       
United Continental Holdings  27,074 b  1,880,831 
United Parcel Service, Cl. B  75,385   7,889,794 
      53,152,643 
Utilities - 2.8%       
AES  69,607   791,432 
Alliant Energy  24,975   1,020,479 
Ameren  26,777   1,516,382 
American Electric Power  54,700   3,751,873 
American Water Works  19,569   1,607,202 
CenterPoint Energy  48,559   1,330,517 
CMS Energy  30,993   1,403,673 
Consolidated Edison  33,426   2,605,222 
Dominion Resources  71,585   4,826,977 
DTE Energy  19,573   2,043,421 
Duke Energy  76,537   5,929,321 
Edison International  35,563   2,263,941 
Entergy  19,984   1,574,340 
Eversource Energy  35,120   2,069,270 
Exelon  104,941   4,093,748 
FirstEnergy  48,902   1,663,157 
NextEra Energy  51,807   8,461,637 
NiSource  35,898 a  858,321 
NRG Energy  33,148   1,012,008 
PG&E  56,805   2,495,444 
Pinnacle West Capital  12,226   975,635 
PPL  75,138   2,125,654 
Public Service Enterprise Group  55,264   2,776,463 
SCANA  15,778   592,464 
Sempra Energy  27,505   3,059,106 
Southern  109,924   4,909,206 
WEC Energy Group  35,216 a  2,208,043 
Xcel Energy  56,160   2,554,157 
      70,519,093 
Total Common Stocks (cost $880,462,286)      2,472,349,347 
  Principal    
  Amount ($)    
Short-Term Investments - .1%       
U.S. Treasury Bills       
1.64%, 6/7/18       
(cost $1,455,539)  1,460,000 d  1,455,565 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

  Coupon         
  Rate (%)         
Other Investment - 1.0%           
Registered Investment Company;           
Dreyfus Institutional Preferred           
Government Plus Money Market Fund           
(cost $26,003,283)  1.64  26,003,283 e  26,003,283  
 
Investment of Cash Collateral for Securities Loaned - .2%         
Registered Investment Company;           
Dreyfus Institutional Preferred           
Government Money Market Fund,           
Institutional Shares           
(cost $3,734,803)  1.66  3,734,803 e  3,734,803  
Total Investments (cost $911,655,911)    100.1 %  2,503,542,998  
Liabilities, Less Cash and Receivables    (.1 %)  (1,606,702 ) 
Net Assets    100.0 %  2,501,936,296  

 

a     

Security, or portion thereof, on loan. At March 31, 2018, the value of the fund’s securities on loan was $57,063,273 and the value of the collateral held by the fund was $57,408,508, consisting of cash collateral of $3,734,803 and U.S. Government & Agency securities valued at $53,673,705.

b     

Non-income producing security.

c     

Investment in real estate investment trust.

d     

Held by a counterparty for open exchange traded derivative contracts.

e     

Investment in affiliated money market mutual fund.

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
March 31, 2018 (Unaudited)

The following is a summary of the inputs used as of March 31, 2018 in valuing the fund’s investments:

  Level 1 -   Level 2 - Other   Level 3 -Significant     
  Unadjusted Quoted   Significant  Unobservable     
  Prices     Observable Inputs  Inputs  Total  
Assets ($)             
Investments in Securities:          
Equity Securities—             
Domestic Common             
Stocks†  2,455,138,516   -  -  2,455,138,516  
Equity Securities—             
Foreign Common             
Stocks†  17,210,831   -  -  17,210,831  
Registered Investment             
Companies  29,738,086   -  -  29,738,086  
U.S. Treasury  -   1,455,565  -  1,455,565  
Liabilities ($)             
Other Financial             
Instruments:             
Futures††  (1,330,053 )  -  -  (1,330,053 ) 

 

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

 

 

STATEMENT OF FUTURES
Dreyfus Stock Index Fund, Inc.
March 31, 2018 (Unaudited)

  Number of  Notional    Unrealized  
Description  Contracts   Expiration  Value ($)  Value ($) (Depreciation) ($)   
Futures Long           
Standard & Poor's 500 E-           
mini  231   6/2018  31,856,703  30,526,650  (1,330,053 ) 
Gross Unrealized Depreciation      (1,330,053 ) 

 

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 to not accurately reflect 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, 2018 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, 2018, accumulated net unrealized appreciation on investments was $1,591,887,087, consisting of $1,623,480,278 gross unrealized appreciation and $31,593,191 gross unrealized depreciation.

At March 31, 2018, 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 18, 2018

 

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 18, 2018

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    May 18, 2018

 

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)