Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
24 Septembre 2013 - 9:45PM
Edgar (US Regulatory)
United States
Securities and Exchange Commission
Washington, D.C. 20549
Form N-Q
Quarterly Schedule of Portfolio
Holdings of Registered Management Investment Companies
811-6061
(Investment Company Act File Number)
Federated Index Trust
___________________________________________
(Exact Name of Registrant as Specified
in Charter)
Federated Investors Funds
4000 Ericsson Drive
Warrendale, PA 15086-7561
(Address of Principal Executive Offices)
(412) 288-1900
(Registrant's Telephone Number)
John W. McGonigle, Esquire
Federated Investors Tower
1001 Liberty Avenue
Pittsburgh, Pennsylvania 15222-3779
(Name and Address of Agent for Service)
(Notices should be sent to the Agent
for Service)
Date of Fiscal Year End:
10/31/13
Date of Reporting Period:
Quarter
ended 07/31/13
Item 1. Schedule of Investments
Federated Mid-Cap Index Fund
Portfolio of Investments
July 31, 2013 (unaudited)
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—96.6%
1
|
|
|
|
|
Consumer Discretionary—12.9%
|
|
|
44,850
|
2
|
AMC Networks, Inc.
|
$
3,061,461
|
|
61,621
|
|
Aaron's, Inc.
|
1,766,058
|
|
49,070
|
|
Advance Auto Parts, Inc.
|
4,047,784
|
|
27,678
|
2
|
Aeropostale, Inc.
|
418,768
|
|
119,718
|
|
American Eagle Outfitters, Inc.
|
2,351,262
|
|
33,742
|
2
|
Ann, Inc.
|
1,143,516
|
|
65,656
|
2
|
Apollo Group, Inc., Class A
|
1,196,252
|
|
88,585
|
2
|
Ascena Retail Group, Inc.
|
1,691,088
|
|
20,033
|
2
|
Bally Technologies, Inc.
|
1,435,965
|
|
3,370
|
2
|
Barnes & Noble, Inc.
|
60,155
|
|
25,119
|
2
|
Big Lots, Inc.
|
907,550
|
|
16,418
|
|
Bob Evans Farms, Inc.
|
834,363
|
|
45,827
|
|
Brinker International, Inc.
|
1,839,954
|
|
41,153
|
2
|
CST Brands, Inc.
|
1,341,999
|
|
23,904
|
2
|
Cabela's, Inc., Class A
|
1,640,771
|
|
34,161
|
|
Carter's, Inc.
|
2,436,363
|
|
21,916
|
3
|
Cheesecake Factory, Inc.
|
930,115
|
|
111,662
|
|
Chicos Fas, Inc.
|
1,912,770
|
|
69,870
|
|
Cinemark Holdings, Inc.
|
2,034,614
|
|
14,488
|
2
|
Deckers Outdoor Corp.
|
794,377
|
|
35,000
|
|
DeVRY, Inc.
|
1,052,800
|
|
67,467
|
|
Dick's Sporting Goods, Inc.
|
3,468,479
|
|
29,480
|
|
Domino's Pizza, Inc.
|
1,844,858
|
|
38,336
|
2,3
|
Dreamworks Animation SKG, Inc.
|
949,199
|
|
101,083
|
|
Foot Locker, Inc.
|
3,652,129
|
|
113,385
|
|
Gentex Corp.
|
2,560,233
|
|
54,030
|
|
Guess ?, Inc.
|
1,819,730
|
|
25,054
|
|
HSN, Inc.
|
1,504,743
|
|
73,236
|
|
Hanesbrands, Inc.
|
4,647,557
|
|
19,368
|
|
International Speedway Corp., Class A
|
655,607
|
|
76,297
|
2
|
Jarden Corp.
|
3,469,225
|
|
53,751
|
|
KB HOME
|
954,080
|
|
192,585
|
2
|
LKQ Corp.
|
5,020,691
|
|
46,683
|
2
|
Lamar Advertising Co.
|
2,022,774
|
|
17,408
|
2
|
Life time Fitness, Inc.
|
927,672
|
|
13,546
|
|
M.D.C. Holdings, Inc.
|
428,595
|
|
15,792
|
|
Matthews International Corp., Class A
|
610,835
|
|
13,799
|
|
Meredith Corp.
|
655,729
|
|
40,206
|
2
|
Mohawk Industries, Inc.
|
4,784,112
|
|
2,989
|
2
|
NVR, Inc.
|
2,766,618
|
|
38,110
|
2
|
New York Times Co., Class A
|
464,180
|
|
192,916
|
2
|
Office Depot, Inc.
|
835,326
|
|
20,764
|
2
|
Panera Bread Co.
|
3,468,626
|
|
37,472
|
|
Polaris Industries, Inc.
|
4,202,110
|
|
11,136
|
|
Regis Corp.
|
193,432
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Consumer Discretionary—continued
|
|
|
36,083
|
3
|
Rent-A-Center, Inc.
|
$
1,442,959
|
|
39,666
|
2
|
Saks, Inc.
|
635,449
|
|
32,579
|
|
Scholastic Corp.
|
993,660
|
|
40,486
|
2
|
Scientific Games Holdings Corp.
|
551,824
|
|
137,846
|
|
Service Corp. International
|
2,614,939
|
|
54,382
|
|
Signet Jewelers Ltd.
|
3,975,868
|
|
33,334
|
|
Sothebys Holdings, Inc., Class A
|
1,500,030
|
|
15,402
|
|
Strayer Education, Inc.
|
681,693
|
|
40,026
|
2
|
Tempur Sealy International, Inc.
|
1,587,031
|
|
191,841
|
|
The Wendy's Co.
|
1,363,990
|
|
27,029
|
|
Thor Industries, Inc.
|
1,460,917
|
|
112,047
|
2
|
Toll Brothers, Inc.
|
3,682,985
|
|
45,033
|
|
Tractor Supply Co.
|
5,454,847
|
|
40,245
|
|
Tupperware Brands Corp.
|
3,391,849
|
|
43,580
|
2
|
Under Armour, Inc., Class A
|
2,925,525
|
|
33,373
|
|
Valassis Communications, Inc.
|
955,469
|
|
22,456
|
2
|
WMS Industries, Inc.
|
578,242
|
|
19,667
|
|
Wiley (John) & Sons, Inc., Class A
|
887,572
|
|
58,001
|
|
Williams-Sonoma, Inc.
|
3,413,939
|
|
|
|
TOTAL
|
122,903,313
|
|
|
|
Consumer Staples—4.2%
|
|
|
89,263
|
|
Church and Dwight, Inc.
|
5,686,053
|
|
165,465
|
2
|
Dean Foods Co.
|
1,803,568
|
|
45,185
|
|
Energizer Holdings, Inc.
|
4,599,833
|
|
109,105
|
|
Flowers Foods, Inc.
|
2,505,051
|
|
80,152
|
2,3
|
Green Mountain Coffee, Inc.
|
6,186,131
|
|
41,603
|
|
Harris Teeter Supermarkets, Inc.
|
2,046,036
|
|
78,102
|
|
Hillshire Brands Co.
|
2,749,971
|
|
57,274
|
|
Ingredion, Inc.
|
3,848,813
|
|
11,641
|
|
Lancaster Colony Corp.
|
966,552
|
|
31,035
|
|
Post Holdings, Inc.
|
1,439,714
|
|
190,213
|
2,3
|
SUPERVALU, Inc.
|
1,523,606
|
|
68,689
|
2,3
|
Smithfield Foods, Inc.
|
2,280,475
|
|
10,982
|
3
|
Tootsie Roll Industries, Inc.
|
371,851
|
|
24,129
|
2
|
United Natural Foods, Inc.
|
1,413,959
|
|
22,606
|
|
Universal Corp.
|
1,385,748
|
|
88,064
|
2
|
WhiteWave Foods Company, Class A
|
1,645,916
|
|
|
|
TOTAL
|
40,453,277
|
|
|
|
Energy—5.1%
|
|
|
67,177
|
2
|
Alpha Natural Resources, Inc.
|
365,443
|
|
31,035
|
|
Arch Coal, Inc.
|
121,036
|
|
35,982
|
2
|
Atwood Oceanics, Inc.
|
2,027,226
|
|
12,567
|
2,3
|
Bill Barrett Corp.
|
281,752
|
|
7,738
|
3
|
Carbo Ceramics, Inc.
|
679,861
|
|
55,519
|
|
Cimarex Energy Co.
|
4,243,317
|
|
42,548
|
2
|
Dresser-Rand Group, Inc.
|
2,589,897
|
|
24,489
|
2
|
Dril-Quip, Inc.
|
2,226,295
|
|
48,421
|
|
Energen Corp.
|
2,899,934
|
|
62,715
|
2
|
Helix Energy Solutions Group, Inc.
|
1,591,080
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Energy—continued
|
|
|
143,355
|
|
HollyFrontier Corp.
|
$
6,529,820
|
|
77,046
|
|
Oceaneering International, Inc.
|
6,247,660
|
|
37,020
|
2
|
Oil States International, Inc.
|
3,599,455
|
|
91,959
|
|
Patterson-UTI Energy, Inc.
|
1,818,029
|
|
41,966
|
2
|
Rosetta Resources, Inc.
|
1,914,069
|
|
50,555
|
|
SM Energy Co.
|
3,474,645
|
|
88,850
|
2
|
Superior Energy Services, Inc.
|
2,276,337
|
|
40,012
|
|
Tidewater, Inc.
|
2,360,308
|
|
28,690
|
2
|
Unit Corp.
|
1,293,345
|
|
47,450
|
|
World Fuel Services Corp.
|
1,838,213
|
|
|
|
TOTAL
|
48,377,722
|
|
|
|
Financials—22.5%
|
|
|
37,235
|
2
|
Affiliated Managers Group
|
6,715,332
|
|
39,655
|
|
Alexander and Baldwin, Inc.
|
1,756,320
|
|
47,539
|
|
Alexandria Real Estate Equities, Inc.
|
3,256,422
|
|
10,828
|
2
|
Alleghany Corp.
|
4,373,213
|
|
57,483
|
|
American Campus Communities, Inc.
|
2,207,922
|
|
48,451
|
|
American Financial Group, Inc., Ohio
|
2,504,432
|
|
191,666
|
|
Apollo Investment Corp.
|
1,558,245
|
|
42,339
|
|
Aspen Insurance Holdings Ltd.
|
1,587,289
|
|
111,357
|
|
Associated Banc Corp.
|
1,886,388
|
|
45,025
|
|
Astoria Financial Corp.
|
549,305
|
|
51,936
|
|
BRE Properties, Inc., Class A
|
2,755,724
|
|
60,359
|
|
Bancorpsouth, Inc.
|
1,186,054
|
|
27,626
|
|
Bank of Hawaii Corp.
|
1,537,111
|
|
70,189
|
|
Berkley, W. R. Corp.
|
2,973,908
|
|
100,474
|
|
BioMed Realty Trust, Inc.
|
2,075,793
|
|
74,809
|
|
Brown & Brown
|
2,467,949
|
|
67,542
|
|
CBOE Holdings, Inc.
|
3,383,854
|
|
55,580
|
|
Camden Property Trust
|
3,920,613
|
|
43,615
|
|
Cathay Bancorp, Inc.
|
1,036,292
|
|
31,592
|
|
City National Corp.
|
2,196,592
|
|
49,873
|
|
Commerce Bancshares, Inc.
|
2,275,705
|
|
56,477
|
|
Corporate Office Properties Trust
|
1,439,034
|
|
88,479
|
|
Corrections Corp. of America
|
2,924,231
|
|
39,445
|
|
Cullen Frost Bankers, Inc.
|
2,841,618
|
|
210,507
|
|
Duke Realty Corp.
|
3,467,050
|
|
89,101
|
|
East West Bancorp, Inc.
|
2,746,984
|
|
77,466
|
|
Eaton Vance Corp.
|
3,135,049
|
|
39,565
|
|
Equity One, Inc.
|
915,534
|
|
25,408
|
|
Essex Property Trust, Inc.
|
4,098,056
|
|
32,115
|
|
Everest Re Group Ltd.
|
4,288,316
|
|
67,047
|
|
Extra Space Storage, Inc.
|
2,819,326
|
|
43,333
|
|
Federal Realty Investment Trust
|
4,564,265
|
|
72,698
|
3
|
Federated Investors, Inc.
|
2,110,423
|
|
136,632
|
|
Fidelity National Financial, Inc., Class A
|
3,344,751
|
|
84,010
|
|
First American Financial Corp.
|
1,909,547
|
|
158,146
|
|
First Horizon National Corp.
|
1,949,940
|
|
277,249
|
|
First Niagara Financial Group, Inc.
|
2,963,792
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Financials—continued
|
|
|
106,222
|
|
FirstMerit Corp.
|
$
2,381,497
|
|
125,756
|
|
Fulton Financial Corp.
|
1,583,268
|
|
91,280
|
|
Gallagher (Arthur J.) & Co.
|
4,051,006
|
|
15,402
|
|
Greenhill & Co., Inc.
|
775,337
|
|
63,819
|
|
HCC Insurance Holdings, Inc.
|
2,841,860
|
|
54,038
|
|
Hancock Holding Co.
|
1,770,285
|
|
37,545
|
|
Hanover Insurance Group, Inc.
|
2,021,047
|
|
54,815
|
|
Highwoods Properties, Inc.
|
1,988,688
|
|
35,413
|
|
Home Properties, Inc.
|
2,259,704
|
|
88,397
|
|
Hospitality Properties Trust
|
2,518,431
|
|
35,488
|
|
International Bancshares Corp.
|
859,164
|
|
175,854
|
|
Janus Capital Group, Inc.
|
1,647,752
|
|
23,965
|
|
Jones Lang LaSalle, Inc.
|
2,181,534
|
|
22,203
|
|
Kemper Corp.
|
775,995
|
|
41,117
|
|
Kilroy Realty Corp.
|
2,152,064
|
|
90,570
|
|
Liberty Property Trust
|
3,460,680
|
|
81,795
|
2
|
MSCI, Inc., Class A
|
2,866,915
|
|
72,738
|
|
Mack-Cali Realty Corp.
|
1,750,076
|
|
30,525
|
|
Mercury General Corp.
|
1,349,205
|
|
75,226
|
|
National Retail Properties, Inc.
|
2,632,158
|
|
322,133
|
|
New York Community Bancorp, Inc.
|
4,886,758
|
|
151,546
|
|
Old Republic International Corp.
|
2,189,840
|
|
73,491
|
|
Omega Healthcare Investors
|
2,339,219
|
|
37,124
|
|
Potlatch Corp.
|
1,634,570
|
|
27,898
|
|
Primerica, Inc.
|
1,144,934
|
|
31,353
|
|
Prosperity Bancshares, Inc.
|
1,850,454
|
|
62,956
|
|
Protective Life Corp.
|
2,727,883
|
|
63,997
|
|
Raymond James Financial, Inc.
|
2,820,348
|
|
90,991
|
|
Rayonier, Inc.
|
5,317,514
|
|
127,070
|
|
Realty Income Corp.
|
5,516,109
|
|
59,884
|
|
Regency Centers Corp
|
3,157,683
|
|
53,516
|
|
Reinsurance Group of America, Inc.
|
3,643,904
|
|
86,062
|
|
SEI Investments Co.
|
2,720,420
|
|
61,082
|
|
SL Green Realty Corp.
|
5,537,083
|
|
106,481
|
|
Senior Housing Properties Trust
|
2,677,997
|
|
25,413
|
2
|
Signature Bank
|
2,326,560
|
|
27,940
|
|
StanCorp Financial Group, Inc.
|
1,483,335
|
|
35,432
|
2
|
SVB Financial Group
|
3,090,379
|
|
552,135
|
|
Synovus Financial Corp.
|
1,838,610
|
|
101,195
|
|
TCF Financial Corp.
|
1,542,212
|
|
42,959
|
|
Taubman Centers, Inc.
|
3,145,458
|
|
41,086
|
|
Trustmark Corp.
|
1,108,089
|
|
146,287
|
|
UDR, Inc.
|
3,663,026
|
|
81,343
|
|
Valley National Bancorp
|
841,900
|
|
54,507
|
|
Waddell & Reed Financial, Inc., Class A
|
2,783,127
|
|
63,251
|
|
Washington Federal, Inc.
|
1,375,709
|
|
55,562
|
|
Webster Financial Corp. Waterbury
|
1,513,509
|
|
72,122
|
|
Weingarten Realty Investors
|
2,258,861
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Financials—continued
|
|
|
7,923
|
|
WestAmerica Bancorp.
|
$
380,225
|
|
|
|
TOTAL
|
215,104,761
|
|
|
|
Health Care—9.2%
|
|
|
83,119
|
2
|
Allscripts Healthcare Solutions, Inc.
|
1,314,111
|
|
12,512
|
2
|
Bio-Rad Laboratories, Inc., Class A
|
1,526,339
|
|
30,126
|
2
|
Charles River Laboratories International, Inc.
|
1,371,938
|
|
60,077
|
2
|
Community Health Systems, Inc.
|
2,767,147
|
|
31,211
|
|
Cooper Cos., Inc.
|
3,974,721
|
|
31,027
|
2
|
Covance, Inc.
|
2,559,728
|
|
62,396
|
2
|
Endo Health Solutions, Inc.
|
2,399,750
|
|
54,407
|
2,3
|
HMS Holdings Corp.
|
1,316,105
|
|
197,768
|
2
|
Health Management Association, Class A
|
2,665,913
|
|
49,236
|
2
|
Health Net, Inc.
|
1,510,068
|
|
56,278
|
2
|
Henry Schein, Inc.
|
5,843,345
|
|
51,803
|
|
Hill-Rom Holdings, Inc.
|
1,920,337
|
|
176,931
|
2
|
Hologic, Inc.
|
4,016,334
|
|
34,532
|
2
|
IDEXX Laboratories, Inc.
|
3,383,791
|
|
39,695
|
2
|
LifePoint Hospitals, Inc.
|
1,951,406
|
|
31,870
|
2
|
MEDNAX, Inc.
|
3,104,775
|
|
38,526
|
2
|
Mallinckrodt PLC
|
1,767,958
|
|
29,673
|
2
|
Masimo Corp.
|
691,084
|
|
19,399
|
2
|
Mettler Toledo International, Inc.
|
4,279,419
|
|
59,492
|
|
Omnicare, Inc.
|
3,140,583
|
|
38,995
|
|
Owens & Minor, Inc.
|
1,402,260
|
|
84,248
|
3
|
ResMed, Inc.
|
4,014,417
|
|
34,166
|
2
|
Salix Pharmaceuticals Ltd.
|
2,524,867
|
|
36,696
|
|
Steris Corp.
|
1,652,054
|
|
29,319
|
|
Techne Corp.
|
2,161,983
|
|
25,844
|
|
Teleflex, Inc.
|
2,052,789
|
|
38,894
|
2
|
Thoratec Laboratories Corp.
|
1,275,334
|
|
37,152
|
2
|
United Therapeutics Corp.
|
2,780,456
|
|
57,270
|
|
Universal Health Services, Inc., Class B
|
4,006,037
|
|
55,996
|
2
|
VCA Antech, Inc.
|
1,610,445
|
|
144,180
|
2
|
Vertex Pharmaceuticals, Inc.
|
11,505,564
|
|
28,802
|
2
|
Wellcare Health Plans, Inc.
|
1,757,786
|
|
|
|
TOTAL
|
88,248,844
|
|
|
|
Industrials—16.2%
|
|
|
63,674
|
|
AGCO Corp.
|
3,581,663
|
|
157,769
|
|
AMETEK, Inc.
|
7,301,549
|
|
28,052
|
|
Acuity Brands, Inc. Holding Company
|
2,426,498
|
|
82,038
|
2
|
Aecom Technology Corp.
|
2,781,088
|
|
54,102
|
|
Alaska Air Group, Inc.
|
3,309,419
|
|
20,011
|
|
Alliant Techsystems, Inc.
|
1,863,024
|
|
67,727
|
2
|
B/E Aerospace, Inc.
|
4,721,249
|
|
28,162
|
|
Brinks Co. (The)
|
752,770
|
|
32,550
|
|
CLARCOR, Inc.
|
1,789,599
|
|
40,418
|
|
Carlisle Cos., Inc.
|
2,737,915
|
|
33,745
|
2
|
Clean Harbors, Inc.
|
1,904,568
|
|
34,714
|
|
Con-way, Inc.
|
1,438,895
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Industrials—continued
|
|
|
55,952
|
2
|
Copart, Inc.
|
$
1,819,000
|
|
29,413
|
|
Corporate Executive Board Co.
|
1,983,319
|
|
30,393
|
|
Crane Co.
|
1,850,934
|
|
42,726
|
|
Deluxe Corp.
|
1,752,193
|
|
87,315
|
|
Donaldson Co., Inc.
|
3,165,169
|
|
136,001
|
3
|
Donnelley (R.R.) & Sons Co.
|
2,582,659
|
|
21,179
|
2
|
Esterline Technologies Corp.
|
1,724,818
|
|
157,877
|
|
Exelis, Inc.
|
2,333,422
|
|
38,732
|
2
|
FTI Consulting, Inc.
|
1,443,154
|
|
119,029
|
|
Fortune Brands Home & Security, Inc.
|
4,917,088
|
|
28,888
|
|
GATX Corp.
|
1,305,160
|
|
35,335
|
|
General Cable Corp.
|
1,113,759
|
|
37,397
|
2
|
Genesee & Wyoming, Inc., Class A
|
3,353,015
|
|
33,223
|
|
Graco, Inc.
|
2,318,301
|
|
23,171
|
|
Granite Construction, Inc.
|
700,923
|
|
27,396
|
|
HNI Corp.
|
1,044,062
|
|
72,107
|
|
Harsco Corp.
|
1,857,476
|
|
34,164
|
|
Hubbell, Inc., Class B
|
3,667,505
|
|
58,194
|
|
Hunt (J.B.) Transportation Services, Inc.
|
4,360,476
|
|
31,337
|
|
Huntington Ingalls Industries, Inc.
|
1,948,535
|
|
53,249
|
|
IDEX Corp.
|
3,176,303
|
|
56,629
|
|
ITT Corp.
|
1,769,090
|
|
218,302
|
2,3
|
Jet Blue Airways Corp.
|
1,427,695
|
|
94,416
|
|
KBR, Inc.
|
2,953,332
|
|
51,377
|
|
Kennametal, Inc.
|
2,226,679
|
|
36,155
|
2
|
Kirby Corp.
|
3,053,651
|
|
28,877
|
|
Landstar System, Inc.
|
1,561,091
|
|
29,196
|
|
Lennox International, Inc.
|
2,096,857
|
|
53,270
|
|
Lincoln Electric Holdings
|
3,145,061
|
|
29,766
|
|
MSC Industrial Direct Co.
|
2,409,558
|
|
49,039
|
3
|
Manpower Group, Inc.
|
3,279,238
|
|
25,855
|
|
Matson, Inc.
|
732,214
|
|
35,188
|
|
Miller Herman, Inc.
|
989,135
|
|
18,545
|
|
Mine Safety Appliances Co.
|
985,296
|
|
36,410
|
|
Nordson Corp.
|
2,627,346
|
|
69,661
|
2
|
OshKosh Truck Corp.
|
3,122,206
|
|
30,815
|
|
Regal Beloit Corp.
|
1,993,114
|
|
43,970
|
|
Rollins, Inc.
|
1,121,235
|
|
24,898
|
|
SPX Corp.
|
1,902,456
|
|
74,046
|
2
|
Terex Corp.
|
2,182,876
|
|
59,996
|
|
Timken Co.
|
3,504,966
|
|
35,990
|
|
Towers Watson & Company
|
3,031,438
|
|
63,502
|
|
Trinity Industries, Inc.
|
2,500,074
|
|
28,253
|
|
Triumph Group, Inc.
|
2,216,730
|
|
59,064
|
|
URS Corp.
|
2,746,476
|
|
39,787
|
|
UTI Worldwide, Inc.
|
656,486
|
|
63,445
|
2,3
|
United Rentals, Inc.
|
3,636,667
|
|
15,042
|
|
Valmont Industries, Inc.
|
2,100,465
|
|
61,485
|
|
Wabtec Corp.
|
3,569,819
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Industrials—continued
|
|
|
91,823
|
|
Waste Connections, Inc.
|
$
3,972,263
|
|
19,958
|
|
Watsco, Inc.
|
1,863,079
|
|
47,472
|
|
Werner Enterprises, Inc.
|
1,142,176
|
|
40,077
|
|
Woodward Governor Co.
|
1,639,951
|
|
|
|
TOTAL
|
155,184,228
|
|
|
|
Information Technology—14.1%
|
|
|
51,647
|
2,3
|
3D Systems Corp.
|
2,439,288
|
|
27,272
|
2
|
ACI Worldwide, Inc.
|
1,291,329
|
|
62,909
|
2
|
AOL, Inc.
|
2,317,568
|
|
46,676
|
2
|
Acxiom Corp.
|
1,202,840
|
|
20,248
|
|
Adtran, Inc.
|
535,155
|
|
21,442
|
2
|
Advent Software, Inc.
|
631,038
|
|
8,718
|
2
|
Alliance Data Systems Corp.
|
1,724,246
|
|
61,535
|
2
|
Ansys, Inc.
|
4,912,954
|
|
68,712
|
2
|
Arrow Electronics, Inc.
|
3,136,703
|
|
292,602
|
2
|
Atmel Corp.
|
2,311,556
|
|
89,509
|
2
|
Avnet, Inc.
|
3,371,804
|
|
76,250
|
|
Broadridge Financial Solutions
|
2,206,675
|
|
71,036
|
2,3
|
CIENA Corp.
|
1,567,054
|
|
179,844
|
2
|
Cadence Design Systems, Inc.
|
2,622,125
|
|
28,445
|
2
|
Commvault Systems, Inc.
|
2,401,611
|
|
145,443
|
|
Compuware Corp.
|
1,649,324
|
|
24,487
|
2
|
Concur Technologies, Inc.
|
2,176,649
|
|
66,790
|
|
Convergys Corp.
|
1,264,335
|
|
78,036
|
2
|
CoreLogic, Inc.
|
2,177,204
|
|
76,275
|
2
|
Cree, Inc.
|
5,331,622
|
|
49,386
|
2
|
Cypress Semiconductor Corp.
|
630,659
|
|
26,106
|
|
DST Systems, Inc.
|
1,828,203
|
|
28,224
|
|
Diebold, Inc.
|
921,796
|
|
30,097
|
2
|
Equinix, Inc.
|
5,397,897
|
|
26,737
|
|
FactSet Research Systems
|
2,919,146
|
|
14,139
|
|
Fair Isaac & Co., Inc.
|
706,384
|
|
50,716
|
2
|
Fairchild Semiconductor International, Inc., Class A
|
640,036
|
|
60,787
|
2
|
Gartner Group, Inc., Class A
|
3,647,828
|
|
52,610
|
|
Global Payments, Inc.
|
2,436,369
|
|
54,650
|
|
Henry Jack & Associates, Inc.
|
2,639,595
|
|
58,527
|
2
|
Informatica Corp.
|
2,233,976
|
|
83,373
|
2
|
Ingram Micro, Inc., Class A
|
1,903,406
|
|
107,409
|
2
|
Integrated Device Technology, Inc.
|
967,755
|
|
28,928
|
|
InterDigital, Inc.
|
1,149,309
|
|
66,288
|
2
|
International Rectifier Corp.
|
1,598,204
|
|
141,655
|
|
Intersil Holding Corp.
|
1,446,298
|
|
15,661
|
2
|
Itron, Inc.
|
675,302
|
|
52,991
|
|
Lender Processing Services, Inc.
|
1,731,746
|
|
55,801
|
|
Lexmark International, Inc.
|
2,091,979
|
|
41,248
|
2
|
MICROS Systems Corp.
|
2,010,015
|
|
13,483
|
|
ManTech International Corp., Class A
|
398,288
|
|
63,556
|
|
Mentor Graphics Corp.
|
1,304,805
|
|
107,661
|
2
|
NCR Corp.
|
3,875,796
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Information Technology—continued
|
|
|
46,204
|
|
National Instruments Corp.
|
$
1,302,491
|
|
41,403
|
2
|
Neustar, Inc., Class A
|
2,321,880
|
|
79,152
|
2
|
PTC, Inc.
|
2,143,436
|
|
26,475
|
|
Plantronics, Inc.
|
1,230,823
|
|
121,167
|
2
|
Polycom, Inc.
|
1,158,357
|
|
201,047
|
2
|
RF Micro Devices, Inc.
|
1,043,434
|
|
82,764
|
2
|
Rackspace Hosting, Inc.
|
3,748,382
|
|
111,763
|
2
|
Riverbed Technology, Inc.
|
1,747,973
|
|
71,387
|
2
|
Rovi Corporation
|
1,608,349
|
|
45,321
|
2
|
Semtech Corp.
|
1,370,960
|
|
15,107
|
2
|
Silicon Laboratories, Inc.
|
590,079
|
|
145,762
|
2
|
Skyworks Solutions, Inc.
|
3,501,203
|
|
42,614
|
2
|
Solarwinds, Inc.
|
1,512,371
|
|
43,592
|
|
Solera Holdings, Inc.
|
2,480,821
|
|
153,682
|
2
|
SunEdison, Inc.
|
1,549,115
|
|
101,363
|
2
|
Synopsys, Inc.
|
3,754,485
|
|
22,977
|
2
|
Tech Data Corp.
|
1,179,639
|
|
106,420
|
2
|
Tibco Software, Inc.
|
2,654,115
|
|
164,531
|
2
|
Trimble Navigation Ltd.
|
4,695,715
|
|
48,074
|
2
|
ValueClick, Inc.
|
1,174,929
|
|
76,567
|
2
|
Verifone Systems, Inc.
|
1,460,133
|
|
89,863
|
2
|
Vishay Intertechnology, Inc.
|
1,293,129
|
|
24,636
|
2
|
WEX, Inc.
|
2,141,854
|
|
23,685
|
2
|
Zebra Technologies Co., Class A
|
1,093,536
|
|
|
|
TOTAL
|
135,183,081
|
|
|
|
Materials—6.7%
|
|
|
56,865
|
|
Albemarle Corp.
|
3,526,199
|
|
42,222
|
|
Aptargroup, Inc.
|
2,465,343
|
|
49,260
|
|
Ashland, Inc.
|
4,277,738
|
|
37,434
|
|
Cabot Corp.
|
1,535,543
|
|
29,827
|
|
Carpenter Technology Corp.
|
1,559,355
|
|
70,730
|
|
Commercial Metals Corp.
|
1,095,608
|
|
20,818
|
|
Compass Minerals International, Inc.
|
1,573,841
|
|
28,689
|
|
Cytec Industries, Inc.
|
2,234,873
|
|
28,236
|
|
Domtar, Corp.
|
1,962,684
|
|
36,956
|
|
Eagle Materials, Inc.
|
2,493,791
|
|
18,497
|
|
Greif, Inc., Class A
|
1,023,254
|
|
59,275
|
2,3
|
Intrepid Potash, Inc.
|
757,534
|
|
87,820
|
2
|
Louisiana-Pacific Corp.
|
1,427,953
|
|
26,106
|
|
Martin Marietta Materials
|
2,600,158
|
|
21,521
|
|
Minerals Technologies, Inc.
|
989,966
|
|
6,675
|
|
Newmarket Corp.
|
1,819,338
|
|
71,138
|
|
Olin Corp.
|
1,735,767
|
|
62,587
|
|
Packaging Corp. of America
|
3,366,555
|
|
84,253
|
|
RPM International, Inc.
|
2,969,076
|
|
48,979
|
|
Reliance Steel & Aluminum Co.
|
3,438,326
|
|
43,072
|
|
Rock-Tenn Co.
|
4,925,283
|
|
41,007
|
|
Royal Gold, Inc.
|
2,119,652
|
|
16,526
|
|
Scotts Co.
|
830,431
|
Shares or
Principal
Amount
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Materials—continued
|
|
|
35,008
|
|
Sensient Technologies Corp.
|
$
1,540,702
|
|
28,145
|
|
Silgan Holdings, Inc.
|
1,357,715
|
|
78,922
|
|
Sonoco Products Co.
|
3,037,708
|
|
139,713
|
|
Steel Dynamics, Inc.
|
2,173,934
|
|
52,355
|
|
Valspar Corp.
|
3,566,423
|
|
47,989
|
|
Worthington Industries, Inc.
|
1,716,566
|
|
|
|
TOTAL
|
64,121,316
|
|
|
|
Telecommunication Services—0.6%
|
|
|
114,325
|
2
|
TW Telecom, Inc.
|
3,404,598
|
|
84,798
|
|
Telephone and Data System, Inc.
|
2,247,995
|
|
|
|
TOTAL
|
5,652,593
|
|
|
|
Utilities—5.1%
|
|
|
71,014
|
|
Alliant Energy Corp.
|
3,761,612
|
|
90,628
|
|
Aqua America, Inc.
|
3,068,664
|
|
57,251
|
|
Atmos Energy Corp.
|
2,532,784
|
|
27,330
|
|
Black Hills Corp.
|
1,449,857
|
|
37,731
|
|
Cleco Corp.
|
1,830,331
|
|
120,203
|
|
Great Plains Energy, Inc.
|
2,907,711
|
|
82,497
|
|
Hawaiian Electric Industries, Inc.
|
2,199,370
|
|
23,833
|
|
Idacorp, Inc.
|
1,257,667
|
|
123,877
|
|
MDU Resources Group, Inc.
|
3,473,511
|
|
150,772
|
|
NV Energy, Inc.
|
3,562,742
|
|
53,399
|
|
National Fuel Gas Co.
|
3,461,857
|
|
127,506
|
|
OGE Energy Corp.
|
4,768,724
|
|
72,248
|
|
PNM Resources, Inc.
|
1,696,383
|
|
111,199
|
|
Questar Corp.
|
2,653,208
|
|
72,427
|
|
UGI Corp.
|
3,041,210
|
|
51,376
|
|
Vectren Corp.
|
1,901,940
|
|
31,886
|
|
WGL Holdings, Inc.
|
1,465,799
|
|
97,204
|
|
Westar Energy, Inc.
|
3,265,082
|
|
|
|
TOTAL
|
48,298,452
|
|
|
|
TOTAL COMMON STOCKS
(IDENTIFIED COST $557,151,841)
|
923,527,587
|
|
|
|
CORPORATE BOND—0.4%
|
|
|
|
|
Information Technology—0.4%
|
|
|
$
1,000,000
|
|
Alliance Data Systems Corp., 4.750%, 05/15/2014
(IDENTIFIED COST $2,797,080)
|
4,164,280
|
|
|
|
MUTUAL FUND—6.5%
|
|
|
61,853,096
|
4,5,6
|
Federated Prime Value Obligations Fund, Institutional Shares, 0.06%
(AT NET ASSET VALUE)
|
61,853,096
|
|
|
|
TOTAL INVESTMENTS—103.5%
(IDENTIFIED COST $621,802,017)
7
|
989,544,963
|
|
|
|
OTHER ASSETS AND LIABILITIES - NET—(3.5)%
8
|
(33,973,841)
|
|
|
|
TOTAL NET ASSETS—100%
|
$
955,571,122
|
At July 31, 2013, the Fund had the
following outstanding futures contracts:
1
|
Description
|
Number of
Contracts
|
Notional
Value
|
Expiration
Date
|
Unrealized
Appreciation
|
|
2
S&P Midcap 400 Emini Index Long Futures
|
236
|
$29,016,200
|
September 2013
|
$847,561
|
The average notional value of long
futures contracts held by the Fund throughout the period was $68,722,043. This is based on the contracts held as of each month-end throughout the nine-month fiscal period.
Unrealized Appreciation on Futures
Contracts is included in “Other Assets and Liabilities—Net.”
|
1
|
The Fund purchases index futures contracts to efficiently manage cash flows resulting from shareholder purchases and redemptions, dividend and capital gain payments to shareholders and corporate actions while
maintaining exposure to the S&P MidCap 400 Index and minimizing trading costs. The underlying face amount, at value, of open index futures contracts is $29,016,200 at July 31, 2013, which represents 3.0% of total
net assets. Taking into consideration these open index futures contracts, the Fund's effective total exposure to the S&P MidCap 400 Index is 103.0%.
|
|
2
|
Non-income producing security.
|
|
3
|
All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers.
|
|
|
As of July 31, 2013, securities subject to this type of arrangement and related collateral were as follows:
|
Market Value of
Securities on Loan
|
Market Value
of Collateral
|
|
$29,463,010
|
$30,075,247
|
|
4
|
Affiliated holding.
|
|
5
|
7-day net yield.
|
|
6
|
All or a portion of this security is held as collateral for securities lending.
|
|
7
|
At July 31, 2013, the cost of investments for federal tax purposes was $621,802,017. The net unrealized appreciation of investments for federal tax purposes excluding any unrealized appreciation resulting from
futures contracts was $367,742,946. This consists of net unrealized appreciation from investments for those securities having an excess of value over cost of $377,861,166 and net unrealized depreciation from
investments for those securities having an excess of cost over value of $10,118,220.
|
|
8
|
Assets, other than investments in securities, less liabilities.
|
Note: The categories of investments
are shown as a percentage of total net assets at July 31, 2013.
Investment Valuation
In calculating its net asset value (NAV), the Fund
generally values investments as follows:
|
■
|
Equity securities listed on an exchange or traded through a regulated market system are valued at their last reported sale price or official closing price in their principal exchange or market.
|
|
■
|
Derivative contracts listed on exchanges are valued at their reported settlement or closing price.
|
|
■
|
Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the Fund's Board of Trustees (the “Trustees”).
|
|
■
|
Shares of other mutual funds are valued based upon their reported NAVs.
|
|
■
|
Fixed-income securities acquired with remaining maturities greater than 60 days are fair valued using price evaluations provided by a pricing service approved by the Trustees.
|
|
■
|
Fixed-income securities and repurchase agreements acquired with remaining maturities of 60 days or less are valued at their amortized cost (adjusted for the accretion of any discount or amortization of any premium),
unless the issuer's creditworthiness is impaired or other factors indicate that amortized cost is not an accurate estimate of the investment's fair value, in which case it would be valued in the same manner as a
longer-term security.
|
|
■
|
For securities that are fair valued in accordance with procedures established by and under the general supervision of the Trustees, certain factors may be considered such as: the purchase price of the security,
information obtained by contacting the issuer, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the
movement of the market in which the security is normally traded and public trading in similar securities of the issuer or comparable issuers.
|
If the Fund cannot obtain a price or
price evaluation from a pricing service for an investment, the Fund may attempt to value the investment based upon the mean of bid and asked quotations or fair value the investment based on price evaluations, from one
or more dealers. If any price, quotation, price evaluation or other pricing source is not readily available when the NAV is calculated, or if the Fund cannot obtain price evaluations from a pricing service or from
more than one dealer for an investment within a reasonable period of time as set forth in the Fund's valuation policies and procedures, the Fund uses the fair value of the investment determined in accordance with the
procedures described below. There can be no assurance that the Fund could purchase or sell an investment at the price used to calculate the Fund's NAV.
Fair Valuation and Significant
Events Procedures
The Trustees have appointed a Valuation Committee
comprised of officers of the Fund, Federated Equity Management Company of Pennsylvania (“Manager”) and certain of the Manager's affiliated companies to determine fair value of securities and in overseeing
the calculation of the NAV. The Trustees have also authorized the use of pricing services recommended by the Valuation Committee to provide fair value evaluations of the current value of certain investments for
purposes of calculating the NAV. The Valuation Committee employs various methods for reviewing third-party-pricing-service evaluations including periodic reviews of third-party pricing services' policies, procedures
and valuation methods (including
key inputs and assumptions), transactional
back-testing, comparisons of evaluations of different pricing services and review of price challenges by the Manager based on recent market activity. In the event that market quotations and price evaluations are not
available for an investment, the Valuation Committee determines the fair value of the investment in accordance with procedures adopted by the Trustees. The Trustees periodically review and approve the fair valuations
made by the Valuation Committee and any changes made to the procedures.
Factors considered by
pricing services in evaluating an investment include the yields or prices of investments of comparable quality, coupon, maturity, call rights and other potential prepayments, terms and type, reported transactions,
indications as to values from dealers and general market conditions. Some pricing services provide a single price evaluation reflecting the bid-side of the market for an investment (a “bid” evaluation).
Other pricing services offer both bid evaluations and price evaluations indicative of a price between the prices bid and asked for the investment (a “mid” evaluation). The Fund normally uses bid
evaluations for U.S. Treasury and Agency securities, and mortgage-backed securities. The Fund normally uses mid evaluations for other types of fixed-income securities and OTC derivative contracts. In the event that
market quotations and price evaluations are not available for an investment, the fair value of the investment is determined in accordance with procedures adopted by the Trustees.
The Trustees also
have adopted procedures requiring an investment to be priced at its fair value whenever the Manager determines that a significant event affecting the value of the investment has occurred between the time as of which
the price of the investment would otherwise be determined and the time as of which the NAV is computed. An event is considered significant if there is both an affirmative expectation that the investment's value will
change in response to the event and a reasonable basis for quantifying the resulting change in value. Examples of significant events that may occur after the close of the principal market on which a security is
traded, or after the time of a price evaluation provided by a pricing service or a dealer, include:
|
■
|
With respect to securities traded in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts;
|
|
■
|
Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded; and
|
|
■
|
Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the
issuer's industry.
|
The Trustees have approved the use
of a pricing service to determine the fair value of equity securities traded principally in foreign markets when the Manager determines that there has been a significant trend in the U.S. equity markets or in index
futures trading. For other significant events, the Fund may seek to obtain more current quotations or price evaluations from alternative pricing sources. If a reliable alternative pricing source is not available, the
Fund will determine the fair value of the investment using another method approved by the Trustees.
Various inputs are used in
determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below:
Level
1—quoted prices in active markets for identical securities, including investment companies with daily net asset values, if applicable.
Level
2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Also includes securities valued at amortized cost.
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 an indication of the risk associated with investing in those securities.
The following is a summary of the
inputs used, as of July 31, 2013, in valuing the Fund's assets carried at fair value:
|
Valuation Inputs
|
|
|
Level 1—
Quoted
Prices and
Investments in
Mutual Funds
|
Level 2—
Other
Significant
Observable
Inputs
|
Level 3—
Significant
Unobservable
Inputs
|
Total
|
|
Equity Securities:
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Domestic
|
$911,251,670
|
$
—
|
$—
|
$911,251,670
|
|
International
|
12,275,917
|
—
|
—
|
12,275,917
|
|
Debt Securities:
|
|
|
|
|
|
Corporate Bond
|
—
|
4,164,280
|
—
|
4,164,280
|
|
Mutual Fund
|
61,853,096
|
—
|
—
|
61,853,096
|
|
TOTAL SECURITIES
|
$985,380,683
|
$4,164,280
|
$—
|
$989,544,963
|
|
OTHER FINANCIAL INSTRUMENTS*
|
$
847,561
|
$
—
|
$—
|
$
847,561
|
|
*
|
Other financial instruments include futures contracts.
|
Federated Max-Cap Index Fund
Portfolio of Investments
July 31, 2013 (unaudited)
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—93.8%
1
|
|
|
|
|
Consumer Discretionary—11.6%
|
|
|
1,726
|
|
Abercrombie & Fitch Co., Class A
|
$
86,076
|
|
12,847
|
2
|
Amazon.com, Inc.
|
3,869,773
|
|
208
|
2
|
AutoNation, Inc.
|
9,963
|
|
1,177
|
2
|
AutoZone, Inc.
|
527,979
|
|
4,180
|
2
|
Bed Bath & Beyond, Inc.
|
319,645
|
|
19,128
|
|
Best Buy Co., Inc.
|
575,562
|
|
777
|
|
Block (H&R), Inc.
|
24,421
|
|
7,181
|
|
BorgWarner, Inc.
|
685,283
|
|
19,342
|
|
CBS Corp., Class B
|
1,022,031
|
|
21,695
|
|
Cablevision Systems Corp., Class A
|
405,480
|
|
13,716
|
2
|
CarMax, Inc.
|
672,633
|
|
23,459
|
|
Carnival Corp.
|
868,687
|
|
965
|
2
|
Chipotle Mexican Grill, Inc.
|
397,841
|
|
9,171
|
|
Coach, Inc.
|
487,255
|
|
92,938
|
|
Comcast Corp., Class A
|
4,189,645
|
|
7,656
|
|
D. R. Horton, Inc.
|
153,886
|
|
8,078
|
2
|
Discovery Communications, Inc.
|
643,978
|
|
3,656
|
|
Darden Restaurants, Inc.
|
179,327
|
|
9,397
|
|
Delphi Automotive PLC
|
504,807
|
|
24,202
|
2
|
DirecTV
|
1,531,261
|
|
9,764
|
2
|
Dollar General Corp.
|
533,798
|
|
6,983
|
2
|
Dollar Tree, Inc.
|
374,638
|
|
2,488
|
|
Expedia, Inc.
|
117,259
|
|
2,592
|
|
Family Dollar Stores, Inc.
|
178,226
|
|
157,766
|
|
Ford Motor Co.
|
2,663,090
|
|
2,952
|
2
|
Fossil Group, Inc.
|
324,425
|
|
18,796
|
|
Gannett Co., Inc.
|
484,185
|
|
9,133
|
|
Gap (The), Inc.
|
419,205
|
|
11,313
|
|
Garmin Ltd.
|
453,425
|
|
19,774
|
2
|
General Motors Co.
|
709,293
|
|
4,883
|
|
Genuine Parts Co.
|
400,357
|
|
25,845
|
2
|
Goodyear Tire & Rubber Co.
|
478,132
|
|
7,048
|
|
Harley Davidson, Inc.
|
400,115
|
|
1,421
|
|
Harman International Industries, Inc.
|
86,013
|
|
51,591
|
|
Home Depot, Inc.
|
4,077,237
|
|
6,214
|
|
International Game Technology
|
114,773
|
|
23,081
|
|
Johnson Controls, Inc.
|
928,087
|
|
12,298
|
|
Kohl's Corp.
|
651,548
|
|
13,542
|
|
L Brands, Inc.
|
755,237
|
|
13,320
|
|
Leggett and Platt, Inc.
|
418,381
|
|
37,106
|
|
Lowe's Cos., Inc.
|
1,654,185
|
|
12,648
|
|
Macy's, Inc.
|
611,404
|
|
7,276
|
|
Marriott International, Inc., Class A
|
302,463
|
|
11,210
|
|
Mattel, Inc.
|
471,156
|
|
35,354
|
|
McDonald's Corp.
|
3,467,520
|
|
3,142
|
2
|
NetFlix, Inc.
|
767,339
|
|
8,382
|
|
Newell Rubbermaid, Inc.
|
226,482
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Consumer Discretionary—continued
|
|
|
17,403
|
2
|
News Corp., Class A
|
$
277,238
|
|
25,070
|
|
Nike, Inc., Class B
|
1,577,404
|
|
4,444
|
|
Nordstrom, Inc.
|
272,151
|
|
3,496
|
2
|
O'Reilly Automotive, Inc.
|
437,909
|
|
8,433
|
|
Omnicom Group, Inc.
|
541,989
|
|
5,004
|
|
PVH Corp.
|
659,477
|
|
2,012
|
2
|
Penney (J.C.) Co., Inc.
|
29,375
|
|
2,935
|
|
PetSmart, Inc.
|
214,901
|
|
1,784
|
2
|
Priceline.com, Inc.
|
1,562,195
|
|
25,619
|
|
Pulte Group, Inc.
|
426,044
|
|
1,882
|
|
Ralph Lauren Corp.
|
342,637
|
|
7,067
|
|
Ross Stores, Inc.
|
476,810
|
|
2,278
|
|
Scripps Networks Interactive
|
161,214
|
|
20,513
|
|
Staples, Inc.
|
349,131
|
|
30,674
|
|
Starbucks Corp.
|
2,185,216
|
|
6,159
|
|
Starwood Hotels & Resorts
|
407,418
|
|
24,724
|
|
TJX Cos., Inc.
|
1,286,637
|
|
22,226
|
|
Target Corp.
|
1,583,602
|
|
3,589
|
|
Tiffany & Co.
|
285,361
|
|
9,907
|
|
Time Warner Cable, Inc.
|
1,130,091
|
|
37,854
|
|
Time Warner, Inc.
|
2,356,790
|
|
69,614
|
|
Twenty-First Century Fox, Inc.
|
2,080,066
|
|
2,649
|
2
|
Urban Outfitters, Inc.
|
112,741
|
|
2,865
|
|
V.F. Corp.
|
564,405
|
|
15,189
|
|
Viacom, Inc., Class B - New
|
1,105,304
|
|
63,632
|
|
Walt Disney Co.
|
4,113,809
|
|
691
|
|
Washington Post Co., Class B
|
371,316
|
|
2,832
|
|
Whirlpool Corp.
|
379,318
|
|
3,952
|
|
Wyndham Worldwide Corp.
|
246,210
|
|
4,772
|
|
Wynn Resorts Ltd.
|
635,296
|
|
15,368
|
|
Yum Brands, Inc.
|
1,120,635
|
|
|
|
TOTAL
|
66,516,196
|
|
|
|
Consumer Staples—10.0%
|
|
|
70,408
|
|
Altria Group, Inc.
|
2,468,504
|
|
22,031
|
|
Archer-Daniels-Midland Co.
|
803,471
|
|
27,396
|
|
Avon Products, Inc.
|
626,273
|
|
4,937
|
|
Beam, Inc.
|
320,856
|
|
4,666
|
|
Brown-Forman Corp., Class B
|
338,332
|
|
48,259
|
|
CVS Corp.
|
2,967,446
|
|
5,220
|
|
Campbell Soup Co.
|
244,296
|
|
4,092
|
|
Clorox Co.
|
351,666
|
|
7,754
|
|
Coca-Cola Enterprises, Inc.
|
291,085
|
|
30,470
|
|
Colgate-Palmolive Co.
|
1,824,239
|
|
13,374
|
|
ConAgra Foods, Inc.
|
484,273
|
|
10,539
|
2
|
Constellation Brands, Inc., Class A
|
548,977
|
|
15,156
|
|
Costco Wholesale Corp.
|
1,777,647
|
|
6,187
|
|
Dr. Pepper Snapple Group, Inc.
|
289,180
|
|
4,741
|
|
Estee Lauder Cos., Inc., Class A
|
311,247
|
|
22,019
|
|
General Mills, Inc.
|
1,144,988
|
|
4,770
|
|
Hershey Foods Corp.
|
452,530
|
|
3,487
|
|
Hormel Foods Corp.
|
147,674
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Consumer Staples—continued
|
|
|
8,271
|
|
Kellogg Co.
|
$
547,871
|
|
16,437
|
|
Kimberly-Clark Corp.
|
1,623,976
|
|
20,318
|
|
Kraft Foods Group, Inc.
|
1,149,592
|
|
23,217
|
|
Kroger Co.
|
911,732
|
|
19,427
|
|
Lorillard, Inc.
|
826,230
|
|
3,996
|
|
McCormick & Co., Inc.
|
286,154
|
|
10,486
|
|
Mead Johnson Nutrition Co.
|
763,800
|
|
10,936
|
|
Molson Coors Brewing Co., Class B
|
547,456
|
|
62,072
|
|
Mondelez International, Inc.
|
1,940,991
|
|
4,264
|
2
|
Monster Beverage Corp.
|
260,061
|
|
58,549
|
|
PepsiCo, Inc.
|
4,891,183
|
|
57,945
|
|
Philip Morris International, Inc.
|
5,167,535
|
|
101,446
|
|
Procter & Gamble Co.
|
8,146,114
|
|
10,298
|
|
Reynolds American, Inc.
|
509,030
|
|
6,418
|
|
Safeway, Inc.
|
165,520
|
|
3,331
|
|
Smucker (J.M.) Co.
|
374,804
|
|
19,723
|
|
Sysco Corp.
|
680,641
|
|
135,776
|
|
The Coca-Cola Co.
|
5,441,902
|
|
20,196
|
|
Tyson Foods, Inc., Class A
|
557,814
|
|
57,937
|
|
Wal-Mart Stores, Inc.
|
4,515,610
|
|
36,092
|
|
Walgreen Co.
|
1,813,623
|
|
11,345
|
|
Whole Foods Market, Inc.
|
630,555
|
|
|
|
TOTAL
|
57,144,878
|
|
|
|
Energy—9.7%
|
|
|
17,336
|
|
Anadarko Petroleum Corp.
|
1,534,583
|
|
13,427
|
|
Apache Corp.
|
1,077,517
|
|
14,683
|
|
Baker Hughes, Inc.
|
696,415
|
|
6,502
|
|
CONSOL Energy, Inc.
|
201,757
|
|
11,214
|
|
Cabot Oil & Gas Corp., Class A
|
850,245
|
|
8,058
|
2
|
Cameron International Corp.
|
477,839
|
|
5,963
|
|
Chesapeake Energy Corp.
|
138,938
|
|
68,960
|
|
Chevron Corp.
|
8,681,374
|
|
42,915
|
|
ConocoPhillips
|
2,783,467
|
|
10,441
|
2
|
Denbury Resources, Inc.
|
182,718
|
|
12,551
|
|
Devon Energy Corp.
|
690,431
|
|
6,295
|
|
Diamond Offshore Drilling, Inc.
|
424,535
|
|
9,349
|
|
EOG Resources, Inc.
|
1,360,186
|
|
4,744
|
|
EQT Corp.
|
410,356
|
|
3,901
|
|
Ensco PLC
|
223,683
|
|
158,551
|
|
Exxon Mobil Corp.
|
14,864,156
|
|
3,856
|
2
|
FMC Technologies, Inc.
|
205,525
|
|
32,143
|
|
Halliburton Co.
|
1,452,542
|
|
2,981
|
|
Helmerich & Payne, Inc.
|
188,399
|
|
9,901
|
|
Hess Corp.
|
737,228
|
|
21,214
|
|
Kinder Morgan, Inc.
|
801,041
|
|
23,889
|
|
Marathon Oil Corp.
|
868,604
|
|
12,478
|
|
Marathon Petroleum Corp.
|
915,012
|
|
5,664
|
|
Murphy Oil Corp.
|
383,566
|
|
7,312
|
|
Nabors Industries Ltd.
|
112,532
|
|
14,552
|
|
National-Oilwell, Inc.
|
1,021,114
|
|
15,735
|
2
|
Newfield Exploration Co.
|
387,081
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Energy—continued
|
|
|
7,700
|
|
Noble Corp.
|
$
294,140
|
|
11,991
|
|
Noble Energy, Inc.
|
749,318
|
|
28,261
|
|
Occidental Petroleum Corp.
|
2,516,642
|
|
6,488
|
|
Peabody Energy Corp.
|
107,441
|
|
25,308
|
|
Phillips 66
|
1,556,442
|
|
4,542
|
|
Pioneer Natural Resources, Inc.
|
702,920
|
|
5,182
|
|
Range Resources Corp.
|
409,896
|
|
2,947
|
2
|
Rowan Companies PLC
|
101,229
|
|
46,874
|
|
Schlumberger Ltd.
|
3,812,262
|
|
11,172
|
2
|
Southwestern Energy Co.
|
433,362
|
|
22,441
|
|
Spectra Energy Corp.
|
807,652
|
|
4,860
|
|
Tesoro Petroleum Corp.
|
276,291
|
|
19,517
|
|
Valero Energy Corp.
|
698,123
|
|
20,632
|
2
|
WPX Energy, Inc.
|
396,341
|
|
22,836
|
|
Williams Cos., Inc.
|
780,306
|
|
|
|
TOTAL
|
55,313,209
|
|
|
|
Financials—15.8%
|
|
|
11,588
|
|
Ace, Ltd.
|
1,058,911
|
|
15,795
|
|
Aflac, Inc.
|
974,236
|
|
15,684
|
|
Allstate Corp.
|
799,570
|
|
33,511
|
|
American Express Co.
|
2,472,106
|
|
51,689
|
2
|
American International Group, Inc.
|
2,352,366
|
|
17,747
|
|
American Tower Corp.
|
1,256,310
|
|
6,571
|
|
Ameriprise Financial, Inc.
|
584,819
|
|
15,089
|
|
Aon PLC
|
1,018,508
|
|
3,383
|
|
Apartment Investment & Management Co., Class A
|
99,393
|
|
1,746
|
|
Assurant, Inc.
|
94,563
|
|
2,373
|
|
Avalonbay Communities, Inc.
|
321,162
|
|
23,576
|
|
BB&T Corp.
|
841,427
|
|
385,794
|
|
Bank of America Corp.
|
5,632,592
|
|
64,829
|
2
|
Berkshire Hathaway, Inc., Class B
|
7,511,736
|
|
4,267
|
|
Blackrock, Inc.
|
1,203,123
|
|
4,927
|
|
Boston Properties, Inc.
|
526,943
|
|
8,524
|
2
|
CBRE Group, Inc.
|
197,501
|
|
10,336
|
|
CME Group, Inc.
|
764,657
|
|
20,084
|
|
Capital One Financial Corp.
|
1,386,198
|
|
8,668
|
|
Chubb Corp.
|
749,782
|
|
10,854
|
|
Cincinnati Financial Corp.
|
531,846
|
|
114,179
|
|
Citigroup, Inc.
|
5,953,293
|
|
5,327
|
|
Comerica, Inc.
|
226,611
|
|
16,468
|
|
Discover Financial Services
|
815,331
|
|
31,117
|
2
|
E*Trade Financial Corp.
|
463,643
|
|
10,514
|
|
Equity Residential Properties Trust
|
588,784
|
|
28,453
|
|
Fifth Third Bancorp
|
547,151
|
|
20,361
|
|
Franklin Resources, Inc.
|
995,246
|
|
40,765
|
2
|
Genworth Financial, Inc., Class A
|
529,537
|
|
17,052
|
|
Goldman Sachs Group, Inc.
|
2,797,040
|
|
22,308
|
|
HCP, Inc.
|
978,652
|
|
14,607
|
|
Hartford Financial Services Group, Inc.
|
450,772
|
|
6,102
|
|
Health Care REIT, Inc.
|
393,518
|
|
23,490
|
|
Host Hotels & Resorts, Inc.
|
419,531
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Financials—continued
|
|
|
23,274
|
|
Huntington Bancshares, Inc.
|
$
198,993
|
|
1,144
|
2
|
InterContinentalExchange, Inc.
|
208,723
|
|
14,369
|
|
Invesco Ltd.
|
462,538
|
|
134,296
|
|
JPMorgan Chase & Co.
|
7,484,316
|
|
28,059
|
|
KeyCorp
|
344,845
|
|
12,168
|
|
Kimco Realty Corp.
|
274,388
|
|
2,340
|
|
Legg Mason, Inc.
|
80,473
|
|
8,565
|
|
Leucadia National Corp.
|
229,799
|
|
16,742
|
|
Lincoln National Corp.
|
697,639
|
|
9,835
|
|
Loews Corp.
|
447,984
|
|
3,901
|
|
M & T Bank Corp.
|
455,871
|
|
4,047
|
|
Macerich Co. (The)
|
251,116
|
|
18,396
|
|
Marsh & McLennan Cos., Inc.
|
770,241
|
|
8,881
|
|
McGraw Hill Financial, Inc.
|
549,379
|
|
38,064
|
|
MetLife, Inc.
|
1,843,059
|
|
11,245
|
|
Moody's Corp.
|
762,074
|
|
47,088
|
|
Morgan Stanley
|
1,281,265
|
|
2,666
|
|
NASDAQ OMX Group, Inc.
|
86,378
|
|
14,936
|
|
NYSE Euronext
|
629,702
|
|
6,920
|
|
Northern Trust Corp.
|
405,097
|
|
18,233
|
|
PNC Financial Services Group
|
1,386,620
|
|
8,579
|
|
People's United Financial, Inc.
|
128,685
|
|
4,689
|
|
Plum Creek Timber Co., Inc.
|
228,729
|
|
8,510
|
|
Principal Financial Group
|
368,994
|
|
17,776
|
|
Progressive Corp. Ohio
|
462,354
|
|
24,940
|
|
ProLogis, Inc.
|
956,698
|
|
15,973
|
|
Prudential Financial
|
1,261,388
|
|
4,819
|
|
Public Storage
|
767,281
|
|
44,992
|
|
Regions Financial Corp.
|
450,370
|
|
27,158
|
|
SLM Holding Corp.
|
671,074
|
|
36,921
|
|
Schwab (Charles) Corp.
|
815,585
|
|
10,796
|
|
Simon Property Group, Inc.
|
1,728,008
|
|
15,553
|
|
State Street Corp.
|
1,083,578
|
|
27,469
|
|
SunTrust Banks, Inc.
|
955,647
|
|
8,584
|
|
T. Rowe Price Group, Inc.
|
645,860
|
|
50,274
|
|
The Bank of New York Mellon Corp.
|
1,581,117
|
|
16,644
|
|
The Travelers Cos, Inc.
|
1,390,606
|
|
2,526
|
|
Torchmark Corp.
|
179,548
|
|
64,748
|
|
U.S. Bancorp
|
2,416,395
|
|
7,801
|
|
Unum Group
|
246,824
|
|
6,559
|
|
Ventas, Inc.
|
431,189
|
|
9,387
|
|
Vornado Realty Trust
|
796,111
|
|
182,586
|
|
Wells Fargo & Co.
|
7,942,491
|
|
10,233
|
|
Weyerhaeuser Co.
|
290,617
|
|
8,678
|
|
XL Group PLC
|
272,055
|
|
4,749
|
|
Zions Bancorp
|
140,760
|
|
|
|
TOTAL
|
90,599,322
|
|
|
|
Health Care—12.1%
|
|
|
26,313
|
|
Amgen, Inc.
|
2,849,435
|
|
54,346
|
|
Abbott Laboratories
|
1,990,694
|
|
55,443
|
|
AbbVie, Inc.
|
2,521,548
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Health Care—continued
|
|
|
4,150
|
2
|
Actavis, Inc.
|
$
557,220
|
|
12,703
|
|
Aetna, Inc.
|
815,152
|
|
12,076
|
|
Agilent Technologies, Inc.
|
540,159
|
|
6,411
|
2
|
Alexion Pharmaceuticals, Inc.
|
745,151
|
|
10,465
|
|
Allergan, Inc.
|
953,571
|
|
7,328
|
|
AmerisourceBergen Corp.
|
427,003
|
|
3,143
|
|
Bard (C.R.), Inc.
|
360,188
|
|
23,112
|
|
Baxter International, Inc.
|
1,688,100
|
|
6,425
|
|
Becton, Dickinson & Co.
|
666,401
|
|
9,764
|
2
|
Biogen Idec, Inc.
|
2,129,821
|
|
42,721
|
2
|
Boston Scientific Corp.
|
466,513
|
|
57,645
|
|
Bristol-Myers Squibb Co.
|
2,492,570
|
|
9,479
|
|
CIGNA Corp.
|
737,751
|
|
11,156
|
|
Cardinal Health, Inc.
|
558,804
|
|
6,466
|
2
|
CareFusion Corp.
|
249,394
|
|
14,481
|
2
|
Celgene Corp.
|
2,126,680
|
|
9,420
|
2
|
Cerner Corp.
|
461,580
|
|
16,118
|
|
Covidien PLC
|
993,352
|
|
2,617
|
2
|
DaVita HealthCare Partners, Inc.
|
304,645
|
|
301
|
2
|
Edwards Lifesciences Corp.
|
21,485
|
|
33,345
|
2
|
Express Scripts Holding Co.
|
2,185,765
|
|
14,696
|
2
|
Forest Laboratories, Inc., Class A
|
640,158
|
|
57,667
|
2
|
Gilead Sciences, Inc.
|
3,543,637
|
|
4,454
|
2
|
Hospira, Inc.
|
181,278
|
|
2,609
|
|
Humana, Inc.
|
238,097
|
|
928
|
2
|
Intuitive Surgical, Inc.
|
360,064
|
|
100,971
|
|
Johnson & Johnson
|
9,440,788
|
|
2,815
|
2
|
Laboratory Corp. of America Holdings
|
272,323
|
|
5,482
|
2
|
Life Technologies, Inc.
|
408,957
|
|
40,601
|
|
Lilly (Eli) & Co.
|
2,156,319
|
|
1
|
2
|
Mallinckrodt PLC
|
34
|
|
5,824
|
|
McKesson Corp.
|
714,372
|
|
41,138
|
|
Medtronic, Inc.
|
2,272,463
|
|
106,968
|
|
Merck & Co., Inc.
|
5,152,649
|
|
21,979
|
2
|
Mylan, Inc.
|
737,615
|
|
2,948
|
|
Patterson Cos., Inc.
|
120,544
|
|
2,737
|
|
Perrigo Co.
|
340,455
|
|
237,042
|
|
Pfizer, Inc.
|
6,928,738
|
|
1,492
|
|
Quest Diagnostics, Inc.
|
86,999
|
|
2,502
|
2
|
Regeneron Pharmaceuticals, Inc.
|
675,690
|
|
8,992
|
|
St. Jude Medical, Inc.
|
471,091
|
|
9,500
|
|
Stryker Corp.
|
669,370
|
|
9,656
|
2
|
Tenet Healthcare Corp.
|
431,140
|
|
12,224
|
|
Thermo Fisher Scientific, Inc.
|
1,113,729
|
|
35,709
|
|
UnitedHealth Group, Inc.
|
2,601,401
|
|
3,947
|
2
|
Varian Medical Systems, Inc.
|
286,157
|
|
5,666
|
2
|
Waters Corp.
|
571,926
|
|
14,016
|
|
Wellpoint, Inc.
|
1,199,209
|
|
5,353
|
|
Zimmer Holdings, Inc.
|
446,868
|
|
16,206
|
|
Zoetis, Inc.
|
483,101
|
|
|
|
TOTAL
|
69,388,154
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Industrials—9.7%
|
|
|
22,258
|
|
3M Co.
|
$
2,613,757
|
|
23,927
|
|
Boeing Co.
|
2,514,728
|
|
1,177
|
|
C.H. Robinson Worldwide, Inc.
|
70,173
|
|
34,459
|
|
CSX Corp.
|
854,928
|
|
23,975
|
|
Caterpillar, Inc.
|
1,987,767
|
|
2,607
|
|
Cintas Corp.
|
123,859
|
|
5,955
|
|
Cummins, Inc.
|
721,686
|
|
20,010
|
|
Danaher Corp.
|
1,347,473
|
|
13,276
|
|
Deere & Co.
|
1,102,837
|
|
5,465
|
|
Dover Corp.
|
468,023
|
|
20,913
|
|
Eaton Corp. PLC
|
1,441,951
|
|
24,794
|
|
Emerson Electric Co.
|
1,521,608
|
|
3,463
|
|
Equifax, Inc.
|
218,966
|
|
6,035
|
|
Expeditors International Washington, Inc.
|
243,331
|
|
8,534
|
|
Fastenal Co.
|
418,251
|
|
10,017
|
|
FedEx Corp.
|
1,061,802
|
|
4,167
|
|
Flowserve Corp.
|
236,186
|
|
4,985
|
|
Fluor Corp.
|
311,862
|
|
11,216
|
|
General Dynamics Corp.
|
957,173
|
|
367,860
|
|
General Electric Co.
|
8,964,748
|
|
27,504
|
|
Honeywell International, Inc.
|
2,282,282
|
|
14,321
|
|
Illinois Tool Works, Inc.
|
1,031,685
|
|
9,029
|
|
Ingersoll-Rand PLC
|
551,220
|
|
4,167
|
|
Iron Mountain, Inc.
|
115,843
|
|
3,769
|
2
|
Jacobs Engineering Group, Inc.
|
223,125
|
|
2,812
|
|
Joy Global, Inc.
|
139,194
|
|
3,474
|
|
Kansas City Southern Industries, Inc.
|
374,324
|
|
6,230
|
|
L-3 Communications Holdings, Inc.
|
580,325
|
|
11,926
|
|
Lockheed Martin Corp.
|
1,432,551
|
|
10,190
|
|
Masco Corp.
|
209,099
|
|
7,497
|
|
Nielsen Holdings N.V.
|
250,550
|
|
14,722
|
|
Norfolk Southern Corp.
|
1,077,062
|
|
7,798
|
|
Northrop Grumman Corp.
|
717,884
|
|
11,688
|
|
PACCAR, Inc.
|
657,684
|
|
3,226
|
|
Pall Corp.
|
225,691
|
|
4,866
|
|
Parker-Hannifin Corp.
|
502,560
|
|
2,847
|
|
Pentair Ltd.
|
173,895
|
|
25,581
|
3
|
Pitney Bowes, Inc.
|
422,342
|
|
4,999
|
|
Precision Castparts Corp.
|
1,108,378
|
|
17,294
|
2
|
Quanta Services, Inc.
|
463,652
|
|
10,851
|
|
Raytheon Co.
|
779,536
|
|
18,202
|
|
Republic Services, Inc.
|
617,230
|
|
4,391
|
|
Rockwell Automation, Inc.
|
425,268
|
|
4,043
|
|
Rockwell Collins
|
287,740
|
|
3,819
|
|
Roper Industries, Inc.
|
481,041
|
|
6,071
|
|
Ryder Systems, Inc.
|
375,431
|
|
1,518
|
|
Snap-On, Inc.
|
143,982
|
|
44,559
|
|
Southwest Airlines Co.
|
616,251
|
|
5,139
|
|
Stanley Black & Decker, Inc.
|
434,862
|
|
5,460
|
2
|
Stericycle, Inc.
|
633,032
|
|
19,646
|
|
Textron, Inc.
|
537,908
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Industrials—continued
|
|
|
14,251
|
2
|
The ADT Corp.
|
$
571,180
|
|
15,035
|
|
Tyco International Ltd.
|
523,368
|
|
16,373
|
|
Union Pacific Corp.
|
2,596,594
|
|
28,409
|
|
United Parcel Service, Inc.
|
2,465,901
|
|
29,718
|
|
United Technologies Corp.
|
3,137,329
|
|
1,937
|
|
W. W. Grainger, Inc.
|
507,765
|
|
14,429
|
|
Waste Management, Inc.
|
606,451
|
|
8,548
|
|
Xylem, Inc.
|
213,102
|
|
|
|
TOTAL
|
55,674,426
|
|
|
|
Information Technology—16.5%
|
|
|
20,080
|
|
Accenture PLC
|
1,482,105
|
|
16,835
|
2
|
Adobe Systems, Inc.
|
795,959
|
|
5,131
|
2
|
Akamai Technologies, Inc.
|
242,183
|
|
3,483
|
|
Altera Corp.
|
123,855
|
|
5,050
|
|
Amphenol Corp., Class A
|
396,728
|
|
12,161
|
|
Analog Devices, Inc.
|
600,267
|
|
33,469
|
|
Apple, Inc.
|
15,144,722
|
|
39,641
|
|
Applied Materials, Inc.
|
646,545
|
|
6,579
|
2
|
Autodesk, Inc.
|
232,831
|
|
16,621
|
|
Automatic Data Processing, Inc.
|
1,198,208
|
|
3,604
|
2
|
BMC Software, Inc.
|
165,676
|
|
20,313
|
|
Broadcom Corp.
|
560,029
|
|
21,016
|
|
CA, Inc.
|
625,016
|
|
189,183
|
|
Cisco Systems, Inc.
|
4,833,626
|
|
5,869
|
2
|
Citrix Systems, Inc.
|
422,685
|
|
9,986
|
2
|
Cognizant Technology Solutions Corp.
|
722,887
|
|
11,082
|
|
Computer Sciences Corp.
|
528,168
|
|
49,250
|
|
Corning, Inc.
|
748,108
|
|
33,573
|
|
Dell, Inc.
|
425,370
|
|
85,414
|
|
EMC Corp. Mass
|
2,233,576
|
|
40,802
|
2
|
eBay, Inc.
|
2,109,055
|
|
8,544
|
2
|
Electronic Arts, Inc.
|
223,169
|
|
4,184
|
|
FLIR Systems, Inc.
|
135,854
|
|
2,120
|
2
|
F5 Networks, Inc.
|
186,051
|
|
16,428
|
|
Fidelity National Information Services, Inc.
|
709,032
|
|
8,408
|
2
|
First Solar, Inc.
|
414,010
|
|
4,176
|
2
|
Fiserv, Inc.
|
401,898
|
|
9,561
|
2
|
Google, Inc.
|
8,486,344
|
|
4,665
|
|
Harris Corp.
|
266,232
|
|
75,480
|
|
Hewlett-Packard Co.
|
1,938,326
|
|
167,429
|
|
Intel Corp.
|
3,901,096
|
|
37,042
|
|
International Business Machines Corp.
|
7,224,672
|
|
9,113
|
|
Intuit, Inc.
|
582,503
|
|
4,832
|
2
|
JDS Uniphase Corp.
|
70,885
|
|
4,082
|
|
Jabil Circuit, Inc.
|
93,845
|
|
15,478
|
2
|
Juniper Networks, Inc.
|
335,408
|
|
6,694
|
|
KLA-Tencor Corp.
|
392,469
|
|
17,938
|
|
LSI Logic Corp.
|
139,558
|
|
4,693
|
2
|
Lam Research Corp.
|
230,989
|
|
9,756
|
|
Linear Technology Corp.
|
395,703
|
|
3,653
|
|
Mastercard, Inc., Class A
|
2,230,558
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Information Technology—continued
|
|
|
8,444
|
|
Microchip Technology, Inc.
|
$
335,565
|
|
55,561
|
2
|
Micron Technology, Inc.
|
736,183
|
|
267,460
|
|
Microsoft Corp.
|
8,513,252
|
|
5,530
|
|
Molex, Inc.
|
164,960
|
|
5,160
|
|
Motorola Solutions, Inc.
|
282,923
|
|
3,690
|
|
NVIDIA Corp.
|
53,247
|
|
11,576
|
|
NetApp, Inc.
|
476,005
|
|
129,965
|
|
Oracle Corp.
|
4,204,368
|
|
10,212
|
3
|
Paychex, Inc.
|
402,761
|
|
61,001
|
|
Qualcomm, Inc.
|
3,937,615
|
|
5,682
|
2
|
Red Hat, Inc.
|
294,157
|
|
29,602
|
|
SAIC, Inc.
|
452,615
|
|
18,045
|
2
|
Salesforce.com, Inc.
|
789,469
|
|
7,855
|
2
|
Sandisk Corp.
|
432,968
|
|
11,420
|
|
Seagate Technology
|
467,192
|
|
22,669
|
|
Symantec Corp.
|
604,809
|
|
13,735
|
|
TE Connectivity Ltd.
|
701,034
|
|
4,891
|
2
|
Teradata Corporation
|
289,156
|
|
41,155
|
|
Texas Instruments, Inc.
|
1,613,276
|
|
3,517
|
|
Total System Services, Inc.
|
96,401
|
|
11,181
|
2
|
Verisign, Inc.
|
534,899
|
|
17,852
|
|
Visa, Inc., Class A Shares
|
3,159,983
|
|
6,790
|
|
Western Digital Corp.
|
437,140
|
|
16,865
|
|
Western Union Co.
|
302,895
|
|
59,544
|
|
Xerox Corp.
|
577,577
|
|
10,755
|
|
Xilinx, Inc.
|
502,151
|
|
44,089
|
2
|
Yahoo, Inc.
|
1,238,460
|
|
|
|
TOTAL
|
94,197,262
|
|
|
|
Materials—3.0%
|
|
|
6,918
|
|
Air Products & Chemicals, Inc.
|
751,572
|
|
1,827
|
|
Airgas, Inc.
|
188,565
|
|
31,949
|
|
Alcoa, Inc.
|
253,995
|
|
2,008
|
|
Allegheny Technologies, Inc.
|
55,361
|
|
2,354
|
|
Avery Dennison Corp.
|
105,294
|
|
4,136
|
|
Ball Corp.
|
185,251
|
|
2,371
|
|
Bemis Co., Inc.
|
97,662
|
|
3,494
|
|
CF Industries Holdings, Inc.
|
684,859
|
|
2,593
|
3
|
Cliffs Natural Resources, Inc.
|
50,589
|
|
41,761
|
|
Dow Chemical Co.
|
1,463,305
|
|
31,977
|
|
Du Pont (E.I.) de Nemours & Co.
|
1,844,753
|
|
4,830
|
|
Eastman Chemical Co.
|
388,477
|
|
8,931
|
|
Ecolab, Inc.
|
822,902
|
|
829
|
|
FMC Corp.
|
54,847
|
|
35,327
|
|
Freeport-McMoRan Copper & Gold, Inc.
|
999,048
|
|
2,253
|
|
International Flavors & Fragrances, Inc.
|
181,772
|
|
21,639
|
|
International Paper Co.
|
1,045,380
|
|
17,371
|
|
LyondellBasell Industries NV, Class A
|
1,193,561
|
|
4,865
|
|
MeadWestvaco Corp.
|
179,762
|
|
18,615
|
|
Monsanto Co.
|
1,838,790
|
|
9,012
|
|
Mosaic Co./The
|
370,303
|
|
16,090
|
|
Newmont Mining Corp.
|
482,700
|
|
Shares
|
|
|
Value
|
|
|
|
COMMON STOCKS—
continued
1
|
|
|
|
|
Materials—continued
|
|
|
10,221
|
|
Nucor Corp.
|
$
478,138
|
|
15,295
|
2
|
Owens-Illinois, Inc.
|
455,026
|
|
4,767
|
|
PPG Industries, Inc.
|
764,817
|
|
10,148
|
|
Praxair, Inc.
|
1,219,485
|
|
4,856
|
|
Sealed Air Corp.
|
132,277
|
|
2,776
|
|
Sherwin-Williams Co.
|
483,496
|
|
3,676
|
|
Sigma-Aldrich Corp.
|
307,167
|
|
3,668
|
|
Vulcan Materials Co.
|
173,056
|
|
|
|
TOTAL
|
17,252,210
|
|
|
|
Telecommunication Services—2.3%
|
|
|
193,640
|
|
AT&T, Inc.
|
6,829,683
|
|
14,378
|
|
CenturyLink, Inc.
|
515,451
|
|
6,751
|
2
|
Crown Castle International Corp.
|
474,258
|
|
101,355
|
|
Verizon Communications
|
5,015,046
|
|
14,638
|
|
Windstream Corp.
|
122,227
|
|
|
|
TOTAL
|
12,956,665
|
|
|
|
Utilities—3.1%
|
|
|
44,323
|
|
AES Corp.
|
551,378
|
|
7,134
|
|
Ameren Corp.
|
255,469
|
|
16,221
|
|
American Electric Power Co., Inc.
|
751,843
|
|
7,558
|
|
CMS Energy Corp.
|
211,548
|
|
26,593
|
|
CenterPoint Energy, Inc.
|
660,038
|
|
11,254
|
|
Consolidated Edison Co.
|
674,115
|
|
5,434
|
|
DTE Energy Co.
|
384,184
|
|
21,606
|
|
Dominion Resources, Inc.
|
1,281,452
|
|
21,367
|
|
Duke Energy Corp.
|
1,517,057
|
|
17,286
|
|
Edison International
|
861,707
|
|
5,614
|
|
Entergy Corp.
|
378,945
|
|
39,095
|
|
Exelon Corp.
|
1,195,916
|
|
15,769
|
|
FirstEnergy Corp.
|
600,326
|
|
3,082
|
|
Integrys Energy Group, Inc.
|
193,550
|
|
21,491
|
|
NRG Energy, Inc.
|
576,389
|
|
14,541
|
|
NextEra Energy, Inc.
|
1,259,396
|
|
9,333
|
|
NiSource, Inc.
|
286,710
|
|
4,867
|
|
Northeast Utilities Co.
|
216,143
|
|
6,145
|
|
ONEOK, Inc.
|
325,378
|
|
15,098
|
|
PG&E Corp.
|
692,847
|
|
14,098
|
|
PPL Corp.
|
447,893
|
|
6,288
|
|
Pepco Holdings, Inc.
|
129,218
|
|
2,965
|
|
Pinnacle West Capital Corp.
|
174,638
|
|
18,921
|
|
Public Service Enterprises Group, Inc.
|
639,341
|
|
3,926
|
|
SCANA Corp.
|
203,799
|
|
7,423
|
|
Sempra Energy
|
650,477
|
|
32,340
|
|
Southern Co.
|
1,450,126
|
|
7,611
|
|
TECO Energy, Inc.
|
134,486
|
|
8,390
|
|
Wisconsin Energy Corp.
|
364,797
|
|
15,967
|
|
Xcel Energy, Inc.
|
478,212
|
|
|
|
TOTAL
|
17,547,378
|
|
|
|
TOTAL COMMON STOCKS
(IDENTIFIED COST $176,593,699)
|
536,589,700
|
|
Shares
|
|
|
Value
|
|
|
|
MUTUAL FUND—6.0%
|
|
|
34,635,722
|
4,5,6
|
Federated Prime Value Obligations Fund, Institutional Shares, 0.06%
(AT NET ASSET VALUE)
|
$
34,635,722
|
|
|
|
TOTAL INVESTMENTS—99.8%
(IDENTIFIED COST $211,229,421)
7
|
571,225,422
|
|
|
|
OTHER ASSETS AND LIABILITIES - NET—0.2%
8
|
1,017,339
|
|
|
|
TOTAL NET ASSETS—100%
|
$
572,242,761
|
At July 31, 2013, the Fund had the
following outstanding futures contracts:
1
|
Description
|
Number of
Contracts
|
Notional
Value
|
Expiration
Date
|
Unrealized
Appreciation
|
|
2
S&P 500 E-mini Index Long Futures
|
70
|
$
5,881,750
|
September 2013
|
$
199,397
|
|
2
S&P 500 Index Long Futures
|
71
|
$29,828,875
|
September 2013
|
$1,087,682
|
|
UNREALIZED APPRECIATION ON FUTURES CONTRACTS
|
|
|
|
$1,287,079
|
The average notional value of long
futures contracts held by the Fund throughout the period was $28,846,436. This is based on amounts held as of each month-end throughout the nine-month fiscal period.
Unrealized Appreciation on Futures
Contracts is included in “Other Assets and Liabilities—Net.”
|
1
|
The Fund purchases index futures contracts to efficiently manage cash flows resulting from shareholder purchases and redemptions, dividend and capital gain payments to shareholders and corporate actions while
maintaining exposure to the S&P 500 Index and minimizing trading costs. The underlying face amount, at value, of open index futures contracts is $35,710,625 at July 31, 2013, which represents 6.2% of total net
assets. Taking into consideration these open index futures contracts, the Fund's effective total exposure to the S&P 500 Index is 100.3%.
|
|
2
|
Non-income producing security.
|
|
3
|
All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers.
|
|
|
As of July 31, 2013, securities subject to this type of arrangement and related collateral were as follows:
|
Market Value of
Securities on Loan
|
Market Value
of Collateral
|
|
$864,822
|
$885,350
|
|
4
|
Affiliated holding.
|
|
5
|
7-day net yield.
|
|
6
|
All or a portion of this security is held as collateral for securities lending.
|
|
7
|
At July 31, 2013, the cost of investments for federal tax purposes was $211,229,421. The net unrealized appreciation of investments for federal tax purposes excluding any unrealized appreciation resulting from
futures contracts was $359,996,001. This consists of net unrealized appreciation from investments for those securities having an excess of value over cost of $360,458,379 and net unrealized depreciation from
investments for those securities having an excess of cost over value of $462,378.
|
|
8
|
Assets, other than investments in securities, less liabilities.
|
Note: The categories of investments
are shown as a percentage of total net assets at July 31, 2013.
Investment Valuation
In calculating its net asset value (NAV), the Fund
generally values investments as follows:
|
■
|
Equity securities listed on an exchange or traded through a regulated market system are valued at their last reported sale price or official closing price in their principal exchange or market.
|
|
■
|
Shares of other mutual funds are valued based upon their reported NAVs.
|
|
■
|
Derivative contracts listed on exchanges are valued at their reported settlement or closing price.
|
|
■
|
Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the the Fund's Board of Trustees (the “Trustees”).
|
|
■
|
Fixed-income securities and repurchase agreements acquired with remaining maturities of 60 days or less are valued at their amortized cost (adjusted for the accretion of any discount or amortization of any premium),
unless the issuer's creditworthiness is impaired or other factors indicate that amortized cost is not an accurate estimate of the investment's fair value, in which case it would be valued in the same manner as a
longer-term security.
|
|
■
|
Fixed-income securities acquired with remaining maturities greater than 60 days are fair valued using price evaluations provided by a pricing service approved by the Trustees.
|
|
■
|
For securities that are fair valued in accordance with procedures established by and under the general supervision of the Trustees, certain factors may be considered such as: the purchase price of the security,
information obtained by contacting the issuer, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the
movement of the market in which the security is normally traded and public trading in similar securities of the issuer or comparable issuers.
|
If the Fund cannot obtain a price or
price evaluation from a pricing service for an investment, the Fund may attempt to value the investment based upon the mean of bid and asked quotations or fair value the investment based on price evaluations, from one
or more dealers. If any price, quotation, price evaluation or other pricing source is not readily available when the NAV is calculated, or if the Fund cannot obtain price evaluations from a pricing service or from
more than one dealer for an investments within a reasonable period of time as set forth in the Fund's valuation policies and procedures, the Fund uses fair value of the investment determined in accordance with the
procedures described below. There can be no assurance that the Fund could purchase or sell an investment at the price used to calculate the Fund's NAV.
Fair Valuation and Significant
Events Procedures
The Trustees have appointed a Valuation Committee
comprised of officers of the Fund, Federated Equity Management Company of Pennsylvania (“Manager”) and certain of the Manager's affiliated companies to determine fair value of securities and in overseeing
the calculation of the NAV. The Trustees have also authorized the use of pricing services recommended by the Valuation Committee to provide fair value evaluations of the current value of certain investments for
purposes of calculating the NAV. The Valuation Committee employs various methods for reviewing third-party pricing service evaluations including periodic reviews of third-party pricing services' policies, procedures
and valuation methods (including key inputs and assumptions), transactional back-testing, comparisons of evaluations of different pricing services, and review of price challenges by the Manager based on recent market
activity. In the event that market quotations and price evaluations are not available for an investment, the Valuation Committee determines the fair value of the investment in accordance with procedures adopted by the
Trustees. The Trustees periodically review and approve the fair valuations made by the Valuation Committee and any changes made to the procedures.
Factors considered by
pricing services in evaluating an investment include the yields or prices of investments of comparable quality, coupon, maturity, call rights and other potential prepayments, terms and type, reported transactions,
indications as to values from dealers and general market conditions. Some pricing services provide a single price evaluation reflecting the bid-side of the market for an investment (a “bid” evaluation).
Other pricing services offer both bid evaluations and price evaluations indicative of a price between the prices bid and asked for the investment (a “mid” evaluation). The Fund normally uses bid
evaluations for U.S. Treasury and Agency securities and mortgage-backed securities. The Fund normally uses mid evaluations for other types of fixed-income securities and OTC derivative contracts. In the event that
market quotations and price evaluations are not available for an investment, the fair value of the investment is determined in accordance with procedures adopted by the Trustees.
The Trustees also
have adopted procedures requiring an investment to be priced at its fair value whenever the Manager determines that a significant event affecting the value of the investment has occurred between the time as of which
the price of the investment would otherwise be determined and the time as of which the NAV is computed. An event is considered significant if there is both an affirmative expectation that the investment's value will
change in response to the event and a reasonable basis for quantifying the resulting change in value. Examples of significant events that may occur after the close of the principal market on which a security is
traded, or after the time of a price evaluation provided by a pricing service or a dealer, include:
|
■
|
With respect to securities traded in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts;
|
|
■
|
Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded; and
|
|
■
|
Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the
issuer's industry.
|
The Trustees have approved the use
of a pricing service to determine the fair value of equity securities traded principally in foreign markets when the Manager determines that there has been a significant trend in the U.S. equity markets or in index
futures trading. For other significant events, the Fund may seek to obtain more current quotations or price evaluations from alternative pricing sources. If a reliable alternative pricing source is not available, the
Fund will determine the fair value of the investment using another method approved by the Trustees.
Various inputs are used in
determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below:
Level
1—quoted prices in active markets for identical securities, including investment companies with daily net asset values, if applicable.
Level
2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Also includes securities valued at amortized cost.
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 an indication of the risk associated with investing in those securities.
As of July 31, 2013, all investments
of the Fund utilized Level 1 inputs in valuing the Fund's assets carried at fair value.
The following acronym is used
throughout this portfolio:
|
REIT
|
—Real Estate Investment Trust
|
Item 2.
Controls
and Procedures
(a) The registrant’s Principal Executive Officer
and Principal Financial Officer have concluded that the registrant’s disclosure controls and procedures (as defined in rule
30a-3(c) under the Act) are effective in design and operation and are sufficient to form the basis of the certifications required
by Rule 30a-(2) under the Act, based on their evaluation of these disclosure controls and procedures within 90 days of the filing
date of this report on Form N-Q.
(b) There were no changes in the registrant’s internal
control over financial reporting (as defined in rule 30a-3(d) under the Act) during the last fiscal quarter that have materially
affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.
Item 3. Exhibits
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.
Registrant Federated Index Trust
By
/S/ Lori A. Hensler
Lori A. Hensler
Principal Financial Officer
Date September 20, 2013
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/ J. Christopher Donahue
J. Christopher Donahue
Principal Executive Officer
Date September 20, 2013
By
/S/ Lori A. Hensler
Lori A. Hensler
Principal Financial Officer
Date September 20, 2013
Blackrock Senior High Income Fund, Inc. (NYSE:ARK)
Graphique Historique de l'Action
De Mai 2024 à Juin 2024
Blackrock Senior High Income Fund, Inc. (NYSE:ARK)
Graphique Historique de l'Action
De Juin 2023 à Juin 2024
