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:

  09/30/18

 

             

 

 

FORM N-Q

Item 1.             Schedule of Investments.

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
September 30, 2018 (Unaudited)

Description  Shares   Value ($) 
Common Stocks - 100.5%       
Automobiles & Components - .5%       
Aptiv  27,755   2,328,644 
BorgWarner  21,705   928,540 
Ford Motor  414,060   3,830,055 
General Motors  140,761   4,739,423 
Goodyear Tire & Rubber  27,420   641,354 
Harley-Davidson  16,951 a  767,880 
      13,235,896 
Banks - 5.9%       
Bank of America  999,774   29,453,342 
BB&T  82,951   4,026,442 
Citigroup  270,804   19,427,479 
Citizens Financial Group  53,211   2,052,348 
Comerica  19,002   1,713,980 
Fifth Third Bancorp  72,047   2,011,552 
Huntington Bancshares  115,606   1,724,842 
JPMorgan Chase & Co.  361,646   40,808,135 
KeyCorp  115,479   2,296,877 
M&T Bank  15,591   2,565,343 
People's United Financial  37,009 a  633,594 
PNC Financial Services  50,445   6,870,105 
Regions Financial  119,940   2,200,899 
SunTrust Banks  49,674   3,317,726 
SVB Financial Group  5,635 b  1,751,527 
U. S. Bancorp  164,966   8,711,854 
Wells Fargo & Co.  466,236   24,505,364 
Zions Bancorporation  21,872 a  1,096,881 
      155,168,290 
Capital Goods - 6.9%       
3M  63,496   13,379,242 
A.O. Smith  15,908   849,010 
Allegion  9,709   879,344 
AMETEK  24,080   1,905,210 
Arconic  44,966   989,702 
Boeing  57,554   21,404,333 
Caterpillar  63,681   9,710,716 
Cummins  16,284   2,378,604 
Deere & Co.  34,493   5,185,333 
Dover  16,073   1,422,943 
Eaton  47,286   4,101,115 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Capital Goods - 6.9% (continued)       
Emerson Electric  67,816   5,193,349 
Fastenal  30,582   1,774,368 
Flowserve  14,846 a  811,928 
Fluor  15,776   916,586 
Fortive  32,803 a  2,762,013 
Fortune Brands Home & Security  16,405   858,966 
General Dynamics  29,917   6,124,608 
General Electric  934,007   10,544,939 
Harris  12,762   2,159,458 
Honeywell International  80,206   13,346,278 
Huntington Ingalls Industries  4,855   1,243,268 
Illinois Tool Works  32,925   4,646,376 
Ingersoll-Rand  25,913   2,650,900 
Jacobs Engineering Group  12,113   926,645 
Johnson Controls International  99,329   3,476,515 
L3 Technologies  8,312   1,767,297 
Lockheed Martin  26,653   9,220,872 
Masco  33,388   1,222,001 
Northrop Grumman  18,710   5,937,993 
PACCAR  37,590   2,563,262 
Parker-Hannifin  14,017   2,578,147 
Pentair  17,449   756,414 
Quanta Services  17,232 b  575,204 
Raytheon  30,856   6,376,701 
Rockwell Automation  13,308   2,495,516 
Rockwell Collins  17,476   2,454,854 
Roper Technologies  11,003   3,259,199 
Snap-on  5,916   1,086,178 
Stanley Black & Decker  16,191   2,371,010 
Textron  27,296   1,950,845 
TransDigm Group  5,213 b  1,940,800 
United Rentals  9,121 b  1,492,196 
United Technologies  80,776   11,293,293 
W.W. Grainger  4,928 a  1,761,316 
Xylem  18,715   1,494,767 
      182,239,614 
Commercial & Professional Services - .7%       
Cintas  9,190   1,817,874 
Copart  21,610 b  1,113,563 
Equifax  12,708   1,659,284 
IHS Markit  38,050 b  2,053,178 
Nielsen Holdings  36,125 a  999,218 
Republic Services  23,580   1,713,323 
Robert Half International  13,634   959,561 

 

 

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Commercial & Professional Services - .7% (continued)       
Rollins  8,369   507,915 
Stericycle  8,638 a,b  506,878 
Verisk Analytics  17,637 b  2,126,140 
Waste Management  42,058   3,800,361 
      17,257,295 
Consumer Durables & Apparel - 1.2%       
D.R. Horton  35,264   1,487,436 
Garmin  12,897   903,435 
Hanesbrands  37,736 a  695,474 
Hasbro  12,007 a  1,262,176 
Leggett & Platt  14,886 a  651,858 
Lennar, Cl. A  31,241   1,458,642 
Mattel  36,978 a,b  580,555 
Michael Kors Holdings  17,095 b  1,172,033 
Mohawk Industries  6,571 b  1,152,225 
Newell Brands  51,464   1,044,719 
NIKE, Cl. B  137,392   11,639,850 
PulteGroup  27,489   680,903 
PVH  8,480   1,224,512 
Ralph Lauren  5,578   767,254 
Tapestry  29,693   1,492,667 
Under Armour, Cl. A  18,809 a,b  399,127 
Under Armour, Cl. C  18,943 b  368,631 
VF  34,741   3,246,546 
Whirlpool  6,865   815,219 
      31,043,262 
Consumer Services - 1.7%       
Carnival  43,553   2,777,375 
Chipotle Mexican Grill  2,686 b  1,220,841 
Darden Restaurants  13,450   1,495,505 
H&R Block  22,656 a  583,392 
Hilton Worldwide Holdings  31,967   2,582,294 
Marriott International, Cl. A  31,064   4,101,380 
McDonald's  83,520   13,972,061 
MGM Resorts International  54,750   1,528,072 
Norwegian Cruise Line Holdings  21,884 b  1,256,798 
Royal Caribbean Cruises  18,392   2,389,856 
Starbucks  145,307   8,259,250 
Wynn Resorts  10,440   1,326,506 
Yum! Brands  34,725   3,156,850 
      44,650,180 
Diversified Financials - 5.2%       
Affiliated Managers Group  5,904   807,195 
American Express  76,029   8,096,328 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Diversified Financials - 5.2% (continued)       
Ameriprise Financial  15,326   2,263,037 
Bank of New York Mellon  99,742   5,085,845 
Berkshire Hathaway, Cl. B  209,422 b  44,839,344 
BlackRock  13,153   6,199,403 
Capital One Financial  52,032   4,939,398 
Cboe Global Markets  11,669   1,119,757 
Charles Schwab  128,477   6,314,645 
CME Group  36,431   6,200,921 
Discover Financial Services  36,963   2,825,821 
E*TRADE Financial  27,816 b  1,457,280 
Franklin Resources  35,920   1,092,327 
Goldman Sachs  37,649   8,442,412 
Intercontinental Exchange  62,671   4,693,431 
Invesco  44,644   1,021,455 
Jefferies Financial Group  34,649   760,892 
Moody's  17,930   2,997,896 
Morgan Stanley  142,993   6,659,184 
MSCI  9,583   1,700,120 
Nasdaq  12,419   1,065,550 
Northern Trust  23,945   2,445,503 
Raymond James Financial  13,801   1,270,382 
S&P Global  27,294   5,332,975 
State Street  40,730   3,412,359 
Synchrony Financial  76,338   2,372,585 
T. Rowe Price Group  26,063   2,845,558 
      136,261,603 
Energy - 6.0%       
Anadarko Petroleum  54,930   3,702,831 
Andeavor  15,404   2,364,514 
Apache  40,557 a  1,933,352 
Baker Hughes  46,128   1,560,510 
Cabot Oil & Gas  51,092   1,150,592 
Chevron  205,948   25,183,321 
Cimarex Energy  9,756   906,723 
Concho Resources  21,472 b  3,279,848 
ConocoPhillips  125,324   9,700,078 
Devon Energy  55,851   2,230,689 
EOG Resources  61,719   7,873,493 
EQT  26,962   1,192,529 
Exxon Mobil  455,114   38,693,792 
Halliburton  94,512   3,830,571 
Helmerich & Payne  11,116 a  764,447 
Hess  28,017   2,005,457 
HollyFrontier  18,893   1,320,621 

 

 

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Energy - 6.0% (continued)       
Kinder Morgan  205,013   3,634,880 
Marathon Oil  91,672   2,134,124 
Marathon Petroleum  48,691   3,893,819 
National Oilwell Varco  40,758   1,755,855 
Newfield Exploration  20,808 b  599,895 
Noble Energy  51,775   1,614,862 
Occidental Petroleum  82,021   6,739,666 
ONEOK  43,881   2,974,693 
Phillips 66  45,860   5,169,339 
Pioneer Natural Resources  18,112   3,154,929 
Schlumberger  148,756   9,062,216 
TechnipFMC  46,830   1,463,438 
Valero Energy  46,189   5,253,999 
Williams Cos.  129,664   3,525,564 
      158,670,647 
Food & Staples Retailing - 1.5%       
Costco Wholesale  46,931   11,023,153 
Kroger  85,681   2,494,174 
Sysco  51,271   3,755,601 
Walgreens Boots Alliance  90,900   6,626,610 
Walmart  154,786   14,535,953 
      38,435,491 
Food, Beverage & Tobacco - 3.7%       
Altria Group  202,386   12,205,900 
Archer-Daniels-Midland  60,058   3,019,116 
Brown-Forman, Cl. B  18,991   959,995 
Campbell Soup  20,719 a  758,937 
Coca-Cola  411,413   19,003,166 
Conagra Brands  42,288   1,436,523 
Constellation Brands, Cl. A  18,130   3,909,191 
General Mills  63,396   2,720,956 
Hershey  15,052   1,535,304 
Hormel Foods  29,364 a  1,156,942 
J.M. Smucker  11,660 a  1,196,433 
Kellogg  27,139   1,900,273 
Kraft Heinz  66,725   3,677,215 
McCormick & Co.  12,894 a  1,698,784 
Molson Coors Brewing, Cl. B  19,817   1,218,746 
Mondelez International, Cl. A  158,319   6,801,384 
Monster Beverage  43,488 b  2,534,481 
PepsiCo  151,557   16,944,073 
Philip Morris International  166,325   13,562,140 
Tyson Foods, Cl. A  31,180   1,856,145 
      98,095,704 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Health Care Equipment & Services - 6.8%       
Abbott Laboratories  188,574   13,833,789 
ABIOMED  4,808 b  2,162,398 
Aetna  34,996   7,098,939 
Align Technology  7,688 b  3,007,699 
AmerisourceBergen  16,738   1,543,578 
Anthem  27,928   7,653,668 
Baxter International  52,735   4,065,341 
Becton Dickinson & Co.  28,588   7,461,468 
Boston Scientific  147,723 b  5,687,335 
Cardinal Health  33,258   1,795,932 
Centene  21,940 b  3,176,473 
Cerner  35,265 b  2,271,419 
Cigna  26,421   5,502,173 
Cooper  5,205   1,442,566 
CVS Health  109,396   8,611,653 
Danaher  65,664   7,135,050 
DaVita  13,866 b  993,222 
Dentsply Sirona  23,950   903,873 
Edwards Lifesciences  22,791 b  3,967,913 
Envision Healthcare  12,502 b  571,716 
Express Scripts Holding  60,797 b  5,776,323 
HCA Healthcare  29,123   4,051,592 
Henry Schein  16,020 a,b  1,362,181 
Hologic  29,537 b  1,210,426 
Humana  14,710   4,979,629 
IDEXX Laboratories  9,294 b  2,320,340 
Intuitive Surgical  12,122 b  6,958,028 
Laboratory Corporation of America       
     Holdings  11,040 b  1,917,427 
McKesson  21,966   2,913,790 
Medtronic  145,165   14,279,881 
Quest Diagnostics  15,050   1,624,045 
ResMed  15,341   1,769,431 
Stryker  33,442   5,941,975 
UnitedHealth Group  103,461   27,524,764 
Universal Health Services, Cl. B  9,546   1,220,361 
Varian Medical Systems  10,021 b  1,121,651 
WellCare Health Plans  5,346 b  1,713,340 
Zimmer Biomet Holdings  21,362   2,808,462 
      178,379,851 
Household & Personal Products - 1.5%       
Church & Dwight  26,039 a  1,545,935 
Clorox  13,681 a  2,057,759 
Colgate-Palmolive  93,699   6,273,148 

 

 

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Household & Personal Products - 1.5% (continued)       
Coty, Cl. A  50,510 a  634,406 
Estee Lauder, Cl. A  23,892   3,471,985 
Kimberly-Clark  37,590   4,271,728 
Procter & Gamble  268,804   22,372,557 
      40,627,518 
Insurance - 2.3%       
Aflac  83,922   3,950,209 
Allstate  37,346   3,686,050 
American International Group  95,803   5,100,552 
Aon  26,175   4,025,191 
Arthur J. Gallagher & Co.  18,744   1,395,303 
Assurant  5,556   599,770 
Brighthouse Financial  12,813 b  566,847 
Chubb  49,522   6,618,120 
Cincinnati Financial  15,914   1,222,354 
Everest Re Group  4,437   1,013,721 
Hartford Financial Services  38,653   1,931,104 
Lincoln National  23,512   1,590,822 
Loews  28,580   1,435,573 
Marsh & McLennan Cos.  53,850   4,454,472 
MetLife  107,298   5,012,963 
Principal Financial Group  28,299   1,658,038 
Progressive  62,630   4,449,235 
Prudential Financial  45,442   4,604,183 
Torchmark  11,965   1,037,246 
Travelers  28,754   3,729,681 
Unum  23,779   929,046 
Willis Towers Watson  13,850   1,952,019 
      60,962,499 
Materials - 2.4%       
Air Products & Chemicals  23,490   3,924,004 
Albemarle  11,983 a  1,195,664 
Avery Dennison  9,028   978,184 
Ball  37,205 a  1,636,648 
CF Industries Holdings  25,571   1,392,085 
DowDuPont  248,441   15,977,241 
Eastman Chemical  15,167   1,451,785 
Ecolab  27,921   4,377,454 
FMC  13,964   1,217,382 
Freeport-McMoRan  155,132   2,159,437 
International Flavors & Fragrances  8,406 a  1,169,443 
International Paper  44,192   2,172,037 
LyondellBasell Industries, Cl. A  34,905   3,578,112 
Martin Marietta Materials  6,544   1,190,681 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Materials - 2.4% (continued)       
Mosaic  37,359   1,213,420 
Newmont Mining  57,125   1,725,175 
Nucor  33,718   2,139,407 
Packaging Corporation of America  10,188   1,117,522 
PPG Industries  26,739   2,918,027 
Praxair  30,507   4,903,390 
Sealed Air  18,314   735,307 
Sherwin-Williams  8,780   3,996,744 
Vulcan Materials  14,045   1,561,804 
WestRock  27,629   1,476,522 
      64,207,475 
Media - 2.3%       
CBS, Cl. B  36,913   2,120,652 
Charter Communications, Cl. A  19,257 b  6,275,471 
Comcast, Cl. A  491,733   17,412,266 
Discovery, Cl. A  15,923 a,b  509,536 
Discovery, Cl. C  38,550 b  1,140,309 
DISH Network, Cl. A  24,316 b  869,540 
Interpublic Group of Companies  43,651   998,298 
News Corp., Cl. A  40,225   530,568 
News Corp., Cl. B  10,992   149,491 
Omnicom Group  24,434 a  1,662,001 
Twenty-First Century Fox, Cl. A  113,218   5,245,390 
Twenty-First Century Fox, Cl. B  52,109   2,387,634 
Viacom, Cl. B  37,529   1,266,979 
Walt Disney  159,874   18,695,666 
      59,263,801 
Pharmaceuticals, Biotechnology & Life Sciences - 8.3%       
AbbVie  162,735   15,391,476 
Agilent Technologies  33,915   2,392,364 
Alexion Pharmaceuticals  24,169 b  3,359,733 
Allergan  34,484   6,568,512 
Amgen  69,776   14,463,867 
Biogen  21,742 b  7,681,666 
Bristol-Myers Squibb  174,889   10,857,109 
Celgene  75,985 b  6,799,898 
Eli Lilly & Co.  103,081   11,061,622 
Gilead Sciences  138,798   10,716,594 
Illumina  15,796 b  5,798,080 
Incyte  18,710 b  1,292,487 
IQVIA Holdings  17,353 b  2,251,378 
Johnson & Johnson  288,380   39,845,465 
Merck & Co.  286,096   20,295,650 
Mettler-Toledo International  2,708 b  1,649,118 

 

 

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Pharmaceuticals, Biotechnology & Life Sciences - 8.3%       
(continued)       
Mylan  56,017 b  2,050,222 
Nektar Therapeutics  18,461 b  1,125,383 
PerkinElmer  11,514 a  1,119,967 
Perrigo  14,162 a  1,002,670 
Pfizer  630,110   27,768,948 
Regeneron Pharmaceuticals  8,219 b  3,320,805 
Thermo Fisher Scientific  43,284   10,564,759 
Vertex Pharmaceuticals  27,259 b  5,253,900 
Waters  8,552 b  1,664,903 
Zoetis  51,083   4,677,159 
      218,973,735 
Real Estate - 2.7%       
Alexandria Real Estate Equities  11,341 c  1,426,584 
American Tower  46,959 c  6,823,143 
Apartment Investment & Management,       
     Cl. A  16,262 c  717,642 
AvalonBay Communities  14,769 c  2,675,404 
Boston Properties  16,537 c  2,035,539 
CBRE Group, Cl. A  33,870 b  1,493,667 
Crown Castle International  44,178 c  4,918,337 
Digital Realty Trust  21,894 c  2,462,637 
Duke Realty  38,403 c  1,089,493 
Equinix  8,540 c  3,696,881 
Equity Residential  39,482 c  2,616,077 
Essex Property Trust  7,072 c  1,744,733 
Extra Space Storage  13,022 c  1,128,226 
Federal Realty Investment Trust  7,779 c  983,810 
HCP  49,783 c  1,310,289 
Host Hotels & Resorts  79,196 c  1,671,036 
Iron Mountain  29,958 c  1,034,150 
Kimco Realty  44,804 c  750,019 
Macerich  11,680 c  645,787 
Mid-America Apartment Communities  12,132 c  1,215,384 
Prologis  67,571 c  4,580,638 
Public Storage  16,000 c  3,226,080 
Realty Income  30,405 a,c  1,729,740 
Regency Centers  18,091 c  1,169,945 
SBA Communications  12,626 b,c  2,028,114 
Simon Property Group  33,077 c  5,846,360 
SL Green Realty  9,533 c  929,753 
UDR  27,614 c  1,116,434 
Ventas  37,499 c  2,039,196 
Vornado Realty Trust  18,671 c  1,362,983 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Real Estate - 2.7% (continued)       
Welltower  39,943 c  2,569,134 
Weyerhaeuser  79,951 c  2,580,019 
      69,617,234 
Retailing - 7.5%       
Advance Auto Parts  7,661   1,289,576 
Amazon. com  44,010 b  88,152,030 
AutoZone  2,954 b  2,291,418 
Best Buy  26,357   2,091,692 
Booking Holdings  5,113 b  10,144,192 
CarMax  19,368 b  1,446,209 
Dollar General  28,502   3,115,269 
Dollar Tree  24,879 b  2,028,882 
Expedia  12,866   1,678,756 
Foot Locker  12,307   627,411 
Gap  21,655   624,747 
Genuine Parts  15,105   1,501,437 
Home Depot  123,063   25,492,500 
Kohl's  17,280 a  1,288,224 
L Brands  25,770 a  780,831 
LKQ  32,513 b  1,029,687 
Lowe's  87,305   10,024,360 
Macy's  33,099 a  1,149,528 
Netflix  46,806 b  17,511,529 
Nordstrom  12,568 a  751,692 
O'Reilly Automotive  8,898 b  3,090,453 
Ross Stores  41,336   4,096,398 
Target  57,145   5,040,760 
The TJX Companies  67,182   7,525,728 
Tiffany & Co.  11,155   1,438,660 
Tractor Supply  14,121   1,283,316 
TripAdvisor  11,510 b  587,816 
Ulta Beauty  6,312 b  1,780,741 
      197,863,842 
Semiconductors & Semiconductor Equipment - 3.9%       
Advanced Micro Devices  92,032 a,b  2,842,868 
Analog Devices  39,677   3,668,535 
Applied Materials  108,180   4,181,157 
Broadcom  46,243   11,409,535 
Intel  495,980   23,454,894 
KLA-Tencor  16,537   1,681,978 
Lam Research  17,434 a  2,644,738 
Microchip Technology  24,694 a  1,948,604 
Micron Technology  124,089 b  5,612,545 
NVIDIA  65,352   18,365,219 

 

 

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Semiconductors & Semiconductor Equipment - 3.9%       
   (continued)       
Qorvo  13,834 b  1,063,696 
Qualcomm  150,511   10,841,307 
Skyworks Solutions  20,169   1,829,530 
Texas Instruments  104,707   11,234,014 
Xilinx  26,988   2,163,628 
      102,942,248 
Software & Services - 16.2%       
Accenture, Cl. A  68,761   11,703,122 
Activision Blizzard  81,912   6,814,259 
Adobe Systems  52,502 b  14,172,915 
Akamai Technologies  18,870 b  1,380,341 
Alliance Data Systems  5,181   1,223,545 
Alphabet, Cl. A  32,139 b  38,794,344 
Alphabet, Cl. C  33,105 b  39,509,824 
ANSYS  9,240 b  1,724,923 
Autodesk  23,482 b  3,665,775 
Automatic Data Processing  47,406   7,142,188 
Broadridge Financial Solutions  12,620   1,665,209 
CA  33,549   1,481,188 
Cadence Design Systems  29,839 b  1,352,303 
Citrix Systems  13,884 b  1,543,345 
Cognizant Technology Solutions, Cl. A  62,340   4,809,531 
DXC Technology  30,465   2,849,087 
eBay  100,585 b  3,321,317 
Electronic Arts  33,163 b  3,995,810 
Facebook, Cl. A  259,306 b  42,645,465 
Fidelity National Information Services  35,663   3,889,763 
Fiserv  43,656 b  3,596,381 
FleetCor Technologies  9,587 b  2,184,302 
Gartner  9,692 a,b  1,536,182 
Global Payments  17,060   2,173,444 
International Business Machines  97,801   14,788,489 
Intuit  27,718   6,303,073 
Mastercard, Cl. A  98,168   21,853,178 
Microsoft  824,378   94,284,112 
Oracle  305,296   15,741,062 
Paychex  33,974   2,502,185 
PayPal Holdings  126,913 b  11,148,038 
Red Hat  18,980 b  2,586,594 
salesforce.com  81,065 b  12,891,767 
Symantec  65,770   1,399,586 
Synopsys  16,126 b  1,590,185 
Take-Two Interactive Software  12,192 b  1,682,374 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Software & Services - 16.2% (continued)       
Total System Services  17,838   1,761,324 
Twitter  76,979 b  2,190,822 
VeriSign  11,471 b  1,836,737 
Visa, Cl. A  191,225 a  28,700,960 
Western Union  48,834 a  930,776 
      425,365,825 
Technology Hardware & Equipment - 6.3%       
Amphenol, Cl. A  33,103   3,112,344 
Apple  493,351   111,369,055 
Arista Networks  5,505 b  1,463,559 
Cisco Systems  492,644   23,967,131 
Corning  89,182   3,148,125 
F5 Networks  6,680 b  1,332,126 
FLIR Systems  14,409   885,721 
Hewlett Packard Enterprise  163,978   2,674,481 
HP  170,849   4,402,779 
IPG Photonics  3,989 b  622,563 
Juniper Networks  36,881   1,105,324 
Motorola Solutions  17,813   2,318,184 
NetApp  28,019   2,406,552 
Seagate Technology  28,435   1,346,397 
TE Connectivity  37,013   3,254,553 
Western Digital  31,389   1,837,512 
Xerox  22,914   618,220 
      165,864,626 
Telecommunication Services - 2.0%       
AT&T  780,815   26,219,768 
CenturyLink  102,560   2,174,272 
Verizon Communications  444,269   23,719,522 
      52,113,562 
Transportation - 2.2%       
Alaska Air Group  13,055 a  898,967 
American Airlines Group  44,298 a  1,830,836 
CH Robinson Worldwide  15,316   1,499,743 
CSX  88,272   6,536,542 
Delta Air Lines  69,172   4,000,217 
Expeditors International of Washington  19,458   1,430,747 
FedEx  26,063   6,275,710 
J.B. Hunt Transport Services  9,149   1,088,182 
Kansas City Southern  10,441   1,182,756 
Norfolk Southern  30,659   5,533,949 
Southwest Airlines  55,609   3,472,782 
Union Pacific  79,863   13,004,092 
United Continental Holdings  24,771 b  2,206,105 

 

 

Description  Shares   Value ($) 
Common Stocks - 100.5% (continued)       
Transportation - 2.2% (continued)       
United Parcel Service, Cl. B  74,515   8,699,626 
      57,660,254 
Utilities - 2.8%       
AES  67,405   943,670 
Alliant Energy  24,203   1,030,322 
Ameren  25,967   1,641,634 
American Electric Power  53,060   3,760,893 
American Water Works  18,976   1,669,319 
CenterPoint Energy  47,123   1,302,951 
CMS Energy  30,053   1,472,597 
Consolidated Edison  33,397   2,544,517 
Dominion Resources  69,413   4,878,346 
DTE Energy  18,970   2,070,196 
Duke Energy  76,473   6,119,369 
Edison International  34,478   2,333,471 
Entergy  19,383 a  1,572,543 
Evergy  28,912   1,587,847 
Eversource Energy  34,064   2,092,892 
Exelon  103,749   4,529,681 
FirstEnergy  52,015   1,933,398 
NextEra Energy  50,684   8,494,638 
NiSource  38,821   967,419 
NRG Energy  32,149   1,202,373 
PG&E  55,085 b  2,534,461 
Pinnacle West Capital  11,854   938,600 
PPL  75,098 a  2,197,367 
Public Service Enterprise Group  53,583   2,828,647 
SCANA  15,303   595,134 
Sempra Energy  29,344 a  3,337,880 
Southern  108,227   4,718,697 
WEC Energy Group  34,164   2,280,789 
Xcel Energy  54,467   2,571,387 
      74,151,038 
Total Common Stocks (cost $866,881,239)      2,643,051,490 
  Principal    
  Amount ($)    
Short-Term Investments - .0%       
U.S. Treasury Bills       
2.08%, 12/6/18       
      (cost $443,303)  445,000 d,e  443,268 

 

 

STATEMENT OF INVESTMENTS (Unaudited) (continued)

  7-Day         
  Yield (%)          
Other Investment - .3%             
Registered Investment Company;             
Dreyfus Institutional Preferred             
Government Plus Money Market Fund             
(cost $6,842,914)  2.01   6,842,914 f  6,842,914  
 
Investment of Cash Collateral for Securities Loaned - .2%          
Registered Investment Company;             
Dreyfus Institutional Preferred             
Government Money Market Fund,             
Institutional Shares             
(cost $4,710,240)  1.97   4,710,240 f  4,710,240  
Total Investments (cost $878,877,696)      101.0 %  2,655,047,912  
Liabilities, Less Cash and Receivables      (1.0 %)  (25,256,769 ) 
Net Assets      100.0 %  2,629,791,143  

 

a Security, or portion thereof, on loan. At September 30, 2018, the value of the fund’s securities on loan was $82,112,755 and the 
value of the collateral held by the fund was $83,831,481, consisting of cash collateral of $4,710,240 and U.S. Government & 
Agency securities valued at $79,121,241. 
b Non-income producing security. 
c Investment in real estate investment trust. 
d Held by a counterparty for open exchange traded derivative contracts. 
e Security is a discount security. Income is recognized through the accretion of discount. 
f Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the 
respective investment company’s prospectus. 

 

 

STATEMENT OF INVESTMENTS
Dreyfus Stock Index Fund, Inc.
September 30, 2018 (Unaudited)

The following is a summary of the inputs used as of September 30, 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—         
Common Stocks†  2,643,051,490  -  -  2,643,051,490 
Registered Investment         
Companies  11,553,154  -  -  11,553,154 
U.S. Treasury  -  443,268  -  443,268 
Other Financial         
Instruments:         
Futures††  21,492  -  -  21,492 

 

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

 

 

STATEMENT OF FUTURES
Dreyfus Stock Index Fund, Inc.
September 30, 2018 (Unaudited)

  Number of  Notional    Unrealized 
Description  Contracts Expiration  Value ($)  Value ($)  Appreciation ($) 
Futures Long         
Standard & Poor's 500 E-         
mini  60 12/2018  8,735,508  8,757,000  21,492 
Gross Unrealized Appreciation      21,492 

 

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 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 such securities 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, 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 September 30, 2018, accumulated net unrealized appreciation on investments was $1,776,170,216, consisting of $1,809,103,154 gross unrealized appreciation and $32,932,938 gross unrealized depreciation.

At September 30, 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:    November 16, 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:    November 16, 2018

 

By:       /s/ James Windels

            James Windels

            Treasurer

 

Date:    November 16, 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)