N-Q 1 form.htm Federated Investors, Inc.

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: 10/31/2013

 

 

Date of Reporting Period: Quarter ended 01/31/2013

 

 

 

 

 

 

 

Item 1. Schedule of Investments

 

Federated Mid-Cap Index Fund
Portfolio of Investments
January 31, 2013 (unaudited)
Shares or
Principal
Amount
    Value
    COMMON STOCKS—94.3%1  
    Consumer Discretionary—12.5%  
45,840 2 AMC Networks, Inc. $2,611,505
71,133   Aaron's, Inc. 2,109,093
57,615   Advance Auto Parts, Inc. 4,235,855
67,484 2 Aeropostale, Inc. 913,058
144,605   American Eagle Outfitters, Inc. 2,922,467
38,572 2 Ann, Inc. 1,189,560
91,813 2 Ascena Retail Group, Inc. 1,556,230
21,199 2 Bally Technologies, Inc. 1,020,944
67,359 2,3 Barnes & Noble, Inc. 898,569
19,554   Bob Evans Farms, Inc. 865,656
56,307   Brinker International, Inc. 1,843,491
26,270 2 Cabela's, Inc., Class A 1,356,057
47,812 2 Carter's, Inc. 2,879,717
23,767 3 Cheesecake Factory, Inc. 788,114
134,737   Chicos Fas, Inc. 2,415,834
79,866   Cinemark Holdings, Inc. 2,247,429
39,253 2,3 Deckers Outdoor Corp. 1,568,157
40,258   DeVRY, Inc. 1,013,294
65,807   Dick's Sporting Goods, Inc. 3,131,755
83,302 2,3 Dreamworks Animation SKG, Inc. 1,450,288
117,548   Foot Locker, Inc. 4,037,774
137,259   Gentex Corp. 2,625,765
66,096   Guess ?, Inc. 1,790,541
29,874   HSN, Inc. 1,780,490
77,169 2 Hanesbrands, Inc. 2,892,294
17,533   International Speedway Corp., Class A 480,579
55,255 2 Jarden Corp. 3,251,204
35,653   KB HOME 679,903
231,639 2 LKQ Corp. 5,186,397
45,043 2 Lamar Advertising Co. 1,920,633
21,478 2 Life time Fitness, Inc. 1,089,579
42,212   M.D.C. Holdings, Inc. 1,659,776
18,297   Matthews International Corp., Class A 599,410
25,260   Meredith Corp. 915,928
49,814 2 Mohawk Industries, Inc. 5,064,091
3,660 2 NVR, Inc. 3,768,556
39,809 2 New York Times Co., Class A 352,708
202,209 2 Office Depot, Inc. 875,565
54,863   PVH Corp. 6,521,565
22,380 2 Panera Bread Co. 3,576,548
50,847   Polaris Industries, Inc. 4,428,265
15,944   Regis Corp. 283,006
42,832   Rent-A-Center, Inc. 1,528,246
34,110 2,3 Saks, Inc. 368,729
37,013   Scholastic Corp. 1,097,806
1

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Consumer Discretionary—continued  
39,107 2 Scientific Games Holdings Corp. $347,661
171,589   Service Corp. International 2,561,824
63,194   Signet Jewelers Ltd. 3,954,681
39,104   Sothebys Holdings, Inc., Class A 1,404,616
17,905   Strayer Education, Inc. 1,018,794
33,858 2 Tempur-Pedic International, Inc. 1,319,108
314,676   The Wendy's Co. 1,617,435
22,695   Thor Industries, Inc. 955,006
118,737 2 Toll Brothers, Inc. 4,446,701
53,801   Tractor Supply Co. 5,577,550
43,080   Tupperware Brands Corp. 3,282,696
49,705 2,3 Under Armour, Inc., Class A 2,528,493
26,884 3 Valassis Communications, Inc. 754,365
71,677 2 WMS Industries, Inc. 1,774,006
31,878 2 Warnaco Group, Inc. 2,333,788
33,795   Wiley (John) & Sons, Inc., Class A 1,294,348
67,004   Williams-Sonoma, Inc. 2,948,176
    TOTAL 131,911,679
    Consumer Staples—3.3%  
99,684   Church and Dwight, Inc. 5,760,738
53,442   Energizer Holdings, Inc. 4,649,988
85,270   Flowers Foods, Inc. 2,292,058
84,596 2,3 Green Mountain Coffee, Inc. 3,851,656
50,328   Harris Teeter Supermarkets Inc. 2,088,109
111,027   Hillshire Brands Co. 3,439,617
57,884   Ingredion, Inc. 3,824,396
13,671   Lancaster Colony Corp. 976,930
35,302   Post Holdings, Inc. 1,341,123
300,359 3 SUPERVALU, Inc. 1,174,404
92,630 2 Smithfield Foods, Inc. 2,159,205
12,281 3 Tootsie Roll Industries, Inc. 332,815
28,780 2 United Natural Foods, Inc. 1,553,544
27,261   Universal Corp. 1,482,453
    TOTAL 34,927,036
    Energy—5.7%  
177,798 2 Alpha Natural Resources, Inc. 1,575,290
95,257   Arch Coal, Inc. 678,230
44,008 2 Atwood Oceanics, Inc. 2,322,302
7,155 2 Bill Barrett Corp. 114,265
8,872 3 Carbo Ceramics, Inc. 710,736
67,024   Cimarex Energy Co. 4,280,153
60,346 2 Dresser-Rand Group, Inc. 3,684,123
22,146 2 Dril-Quip, Inc. 1,795,819
58,049   Energen Corp. 2,794,479
15,484 2 Forest Oil Corp. 107,769
80,315 2 Helix Energy Solutions Group, Inc. 1,905,072
167,448   HollyFrontier Corp. 8,744,135
16,200   Nexen, Inc. 433,512
17,045 2 Northern Oil and Gas, Inc. 281,924
2

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Energy—continued  
84,279   Oceaneering International, Inc. $5,327,276
43,007 2 Oil States International, Inc. 3,336,483
91,211   Patterson-UTI Energy, Inc. 1,855,232
102,143 2 Plains Exploration & Production Co. 4,877,328
263,570 2,3 Quicksilver Resources, Inc. 722,182
42,618 2 Rosetta Resources, Inc 2,259,606
52,980   SM Energy Co. 3,081,317
118,316 2 Superior Energy Services, Inc. 2,954,351
36,602   Tidewater, Inc. 1,799,720
32,956 2 Unit Corp. 1,586,172
53,591   World Fuel Services Corp. 2,310,308
    TOTAL 59,537,784
    Financials—21.0%  
43,591 2 Affiliated Managers Group 6,274,053
48,199 2 Alexander and Baldwin, Inc. 1,619,486
48,173   Alexandria Real Estate Equities, Inc. 3,492,543
14,519 2 Alleghany Corp. 5,235,406
80,157   American Campus Communities, Inc. 3,732,911
56,469   American Finl Group, Inc., Ohio 2,403,321
213,578   Apollo Investment Corp. 1,922,202
52,087   Aspen Insurance Holdings Ltd. 1,776,688
126,025   Associated Banc-Corp. 1,798,377
12,219   Astoria Financial Corp. 119,013
59,443   BRE Properties, Inc., Class A 3,024,460
65,989   Bancorpsouth, Inc. 956,841
32,777   Bank of Hawaii Corp. 1,576,246
82,899   Berkley, W. R. Corp. 3,412,952
114,799   BioMed Realty Trust, Inc. 2,336,160
87,801   Brown & Brown 2,400,479
65,101   CBOE Holdings, Inc. 2,205,622
64,046   Camden Property Trust 4,444,152
56,780   Cathay Bancorp, Inc. 1,102,100
34,838   City National Corp. 1,845,020
57,749   Commerce Bancshares, Inc. 2,168,475
61,581   Corporate Office Properties Trust 1,629,433
45,972   Cullen Frost Bankers, Inc. 2,707,291
238,484   Duke Realty Corp. 3,675,038
104,626   East West Bancorp, Inc. 2,453,480
91,313 3 Eaton Vance Corp. 3,305,531
43,530   Equity One, Inc. 984,213
28,499   Essex Property Trust, Inc. 4,382,576
39,235   Everest Re Group Ltd. 4,543,805
81,012   Extra Space Storage, Inc. 3,227,518
50,833   Federal Realty Investment Trust 5,380,673
72,698 3,4 Federated Investors, Inc. 1,720,035
160,296   Fidelity National Financial, Inc., Class A 4,023,430
103,919   First American Financial Corp. 2,482,625
260,782   First Niagara Financial Group, Inc. 2,044,531
51,971   FirstMerit Corp. 791,518
3

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Financials—continued  
145,184   Fulton Financial Corp. $1,581,054
93,683   Gallagher (Arthur J.) & Co. 3,461,587
12,019   Greenhill & Co., Inc. 707,919
75,982   HCC Insurance Holdings, Inc. 2,938,984
49,173   Hancock Holding Co. 1,486,008
32,142   Hanover Insurance Group, Inc. 1,335,822
58,115   Highwoods Properties, Inc. 2,092,140
38,158   Home Properties, Inc. 2,345,572
115,091   Hospitality Properties Trust 2,902,595
37,245   International Bancshares Corp. 728,140
93,469 3 Janus Capital Group, Inc. 869,262
98,900   Jefferies Group, Inc. 1,971,077
39,588   Jones Lang LaSalle, Inc. 3,647,638
39,004   Kemper Corp. 1,299,223
89,154   Liberty Property Trust 3,492,162
95,034 2 MSCI Inc., Class A 3,206,447
104,286   Macerich Co. (The) 6,227,960
46,396   Mack-Cali Realty Corp. 1,260,579
25,612   Mercury General Corp. 1,014,235
82,250 3 National Retail Properties, Inc. 2,633,645
378,142   New York Community Bancorp, Inc. 5,048,196
231,218   Old Republic International Corp. 2,635,885
68,123 3 Omega Healthcare Investors 1,741,224
32,730   Potlatch Corp. 1,420,155
45,195   Prosperity Bancshares, Inc. 2,038,746
77,114   Protective Life Corp. 2,439,887
75,388   Raymond James Financial, Inc. 3,364,566
93,690   Rayonier, Inc. 5,044,270
137,617   Realty Income Corp. 6,011,111
70,207   Regency Centers Corp 3,498,415
55,506   Reinsurance Group of America, Inc. 3,185,489
108,306   SEI Investments Co. 2,919,930
76,166   SL Green Realty Corp. 6,122,223
140,583   Senior Housing Properties Trust 3,386,644
42,429 2 Signature Bank 3,136,776
31,809   StanCorp Financial Group, Inc. 1,237,052
34,398 2 SVB Financial Group 2,282,995
649,056   Synovus Financial Corp. 1,674,564
129,445   TCF Financial Corp. 1,768,219
47,407   Taubman Centers, Inc. 3,863,670
45,976   Trustmark Corp. 1,063,425
173,889   UDR, Inc. 4,154,208
143,176   Valley National Bancorp 1,401,693
66,312   Waddell & Reed Financial, Inc., Class A 2,632,586
76,664   Washington Federal, Inc. 1,348,520
57,869   Webster Financial Corp. Waterbury 1,287,585
84,526   Weingarten Realty Investors 2,437,730
19,007   WestAmerica Bancorp. 844,291
    TOTAL 220,390,308
4

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Health Care—9.0%  
87,594 2 Allscripts Healthcare Solutions, Inc. $970,541
19,940 2 Bio-Rad Laboratories, Inc., Class A 2,268,972
37,204 2 Charles River Laboratories International, Inc. 1,537,269
71,655 2 Community Health Systems, Inc. 2,746,536
36,166   Cooper Cos., Inc. 3,665,424
43,666 2 Covance, Inc. 2,912,959
86,706 2 Endo Health Solutions, Inc. 2,745,112
49,526 2 HMS Holdings Corp. 1,350,079
246,970 2 Health Management Association, Class A 2,578,367
59,306 2 Health Net, Inc. 1,613,123
67,102 2 Henry Schein, Inc. 5,793,587
62,110   Hill-Rom Holdings, Inc. 2,060,810
208,186 2 Hologic, Inc. 4,963,154
41,404 2 IDEXX Laboratories, Inc. 3,942,075
49,694 2 LifePoint Hospitals, Inc. 2,172,125
32,970 2 MEDNAX, Inc. 2,820,913
35,670 2 Masimo Corp. 724,101
23,492 2 Mettler Toledo International, Inc. 4,992,755
72,985   Omnicare, Inc. 2,842,766
45,954   Owens & Minor, Inc. 1,406,652
51,150 2 PSS World Medical, Inc. 1,479,769
55,506 2 Regeneron Pharmaceuticals, Inc. 9,654,714
100,703 3 ResMed, Inc. 4,410,791
42,718   Steris Corp. 1,611,750
33,857   Techne Corp. 2,426,870
31,897   Teleflex, Inc. 2,392,275
42,898 2 Thoratec Laboratories Corp. 1,567,064
46,030 2 United Therapeutics Corp. 2,480,557
67,351   Universal Health Services, Inc., Class B 3,814,761
66,537 2 VCA Antech, Inc. 1,437,199
178,954 2 Vertex Pharmaceuticals, Inc. 8,013,560
31,538 2 Wellcare Health Plans, Inc. 1,599,292
    TOTAL 94,995,922
    Industrials—16.9%  
74,251   AGCO Corp. 3,935,303
188,717   AMETEK, Inc. 7,735,510
34,433   Acuity Brands, Inc. Holding Company 2,368,990
80,050 2 Aecom Technology Corp. 2,046,878
65,067 2 Alaska Air Group, Inc. 3,001,541
23,829   Alliant Techsystems, Inc. 1,542,213
80,367 2 B/E Aerospace, Inc. 4,138,097
33,792   Brinks Co. (The) 1,007,677
37,161   CLARCOR, Inc. 1,875,144
48,457   Carlisle Cos., Inc. 3,108,517
22,800   Cascade Corp. 1,472,196
39,231 2 Clean Harbors, Inc. 2,180,851
28,443   Con-way, Inc. 892,541
79,322 2 Copart, Inc. 2,848,453
24,875   Corporate Executive Board Co. 1,246,486
5

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Industrials—continued  
80,196   Corrections Corp. of America $3,038,626
35,495   Crane Co. 1,784,689
52,486   Deluxe Corp. 1,930,960
102,447   Donaldson Co., Inc. 3,853,032
194,149 3 Donnelley (R.R.) & Sons Co. 1,786,171
22,469 2 Esterline Technologies Corp. 1,491,717
189,257   Exelis, Inc. 2,079,934
46,979 2 FTI Consulting, Inc. 1,526,818
129,329 2 Fortune Brands Home & Security, Inc. 4,234,231
34,262   GATX Corp. 1,622,306
39,492   Gardner Denver, Inc. 2,779,052
23,659 2 General Cable Corp. 795,416
34,741 2 Genesee & Wyoming, Inc., Class A 2,938,394
38,105   Graco, Inc. 2,179,606
29,185   Granite Construction, Inc. 1,061,167
31,904   HNI Corp. 1,007,209
58,556   Harsco Corp. 1,492,592
40,293   Hubbell, Inc., Class B 3,668,678
71,824   Hunt (J.B.) Transportation Services, Inc. 4,831,600
36,371   Huntington Ingalls Industries, Inc. 1,611,235
64,411   IDEX Corp. 3,213,465
90,988   ITT Corp. 2,336,572
255,993 2,3 Jet Blue Airways Corp. 1,487,319
111,330   KBR, Inc. 3,475,723
85,805   Kansas City Southern Industries, Inc. 7,989,304
60,714   Kennametal, Inc. 2,489,881
42,510 2 Kirby Corp. 3,003,331
27,735   Landstar System, Inc. 1,582,004
37,223   Lennox International, Inc. 2,140,695
64,886   Lincoln Electric Holdings 3,499,302
34,755   MSC Industrial Direct Co. 2,749,816
50,636   Manpower, Inc. 2,607,754
31,781   Matson Inc. 871,117
63,092   Miller Herman, Inc. 1,558,372
21,905   Mine Safety Appliances Co. 1,012,449
45,231   Nordson Corp. 3,058,520
70,345 2 OshKosh Truck Corp. 2,756,117
35,530   Regal Beloit Corp. 2,634,905
22,750   Robbins & Myers, Inc. 1,325,870
49,878   Rollins, Inc. 1,232,984
40,731   SPX Corp. 3,039,755
53,769 2 Shaw Group, Inc. 2,544,349
70,665 2 Terex Corp. 2,288,133
60,969   Timken Co. 3,268,548
42,670   Towers Watson & Company 2,606,284
62,666   Trinity Industries, Inc. 2,487,840
37,397   Triumph Group, Inc. 2,631,627
71,413   URS Corp. 2,962,211
73,781   UTI Worldwide, Inc. 1,089,008
6

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Industrials—continued  
81,452 2,3 United Rentals, Inc. $4,123,100
18,776   Valmont Industries, Inc. 2,736,039
37,494   Wabtec Corp. 3,510,188
92,425   Waste Connections, Inc. 3,329,148
21,703   Watsco, Inc. 1,635,321
54,706   Werner Enterprises, Inc. 1,292,156
44,136   Woodward Governor Co. 1,695,264
    TOTAL 177,378,301
    Information Technology—14.1%  
32,655 2 ACI Worldwide, Inc. 1,552,419
68,060 2 AOL, Inc. 2,086,039
60,976 2 Acxiom Corp. 1,081,104
24,360 3 Adtran, Inc. 492,072
23,283 2 Advent Software, Inc. 573,926
14,567 2 Alliance Data Systems Corp. 2,295,759
72,635 2 Ansys, Inc. 5,345,936
79,654 2 Arrow Electronics, Inc. 3,060,307
332,851 2 Atmel Corp. 2,230,102
103,624 2 Avnet, Inc. 3,664,145
90,535   Broadridge Financial Solutions 2,133,910
84,014 2 CIENA Corp. 1,315,659
224,170 2 Cadence Design Systems, Inc. 3,122,688
173,860 2 Compuware Corp. 2,020,253
28,200 2 Concur Technologies, Inc. 1,886,580
79,664   Convergys Corp. 1,355,881
78,956 2 CoreLogic, Inc. 2,071,805
78,479 2,3 Cree, Inc. 3,386,369
151,010 2 Cypress Semiconductor Corp. 1,550,873
23,505   DST Systems, Inc. 1,573,425
45,700   Diebold, Inc. 1,345,408
35,483 2 Equinix, Inc. 7,644,103
31,296   FactSet Research Systems 2,895,506
28,126   Fair Isaac & Co., Inc. 1,267,639
91,977 2 Fairchild Semiconductor International, Inc., Class A 1,358,500
74,525 2 Gartner Group, Inc., Class A 3,838,783
62,015   Global Payments, Inc. 3,054,859
65,111   Henry Jack & Associates, Inc. 2,700,804
86,393 2 Informatica Corp. 3,197,405
89,489 2 Ingram Micro, Inc., Class A 1,626,910
114,520 2 Integrated Device Technology, Inc. 827,980
29,600   InterDigital, Inc. 1,284,344
78,291 2 International Rectifier Corp. 1,525,892
153,013   Intersil Holding Corp. 1,323,562
31,332 2 Itron, Inc. 1,453,491
64,281   Lender Processing Services, Inc. 1,545,315
67,827   Lexmark International Group, Class A 1,631,918
175,966 2 MEMC Electronic Materials 732,019
51,554 2 MICROS Systems Corp. 2,373,031
14,602   ManTech International Corp., Class A 360,231
7

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Information Technology—continued  
76,408 2 Mentor Graphics Corp. $1,308,869
176,475 2,3 Monster Worldwide, Inc. 1,023,555
127,547 2 NCR Corp. 3,541,980
69,808   National Instruments Corp. 1,982,547
51,195 2 Neustar, Inc., Class A 2,310,942
96,867 2 PTC, Inc. 2,245,377
30,551   Plantronics, Inc. 1,256,257
128,513 2 Polycom, Inc. 1,417,498
63,514 2 Qlogic Corp. 733,587
210,447 2 RF Micro Devices, Inc. 1,052,235
86,229 2 Rackspace Hosting, Inc. 6,497,355
125,581 2 Riverbed Technology, Inc. 2,436,271
80,795 2 Rovi Corporation 1,396,946
49,861 2 Semtech Corp. 1,503,808
27,533 2 Silicon Laboratories, Inc. 1,201,540
173,974 2 Skyworks Solutions, Inc. 4,164,938
49,124 2 Solarwinds, Inc. 2,673,328
52,383   Solera Holdings, Inc. 2,871,112
118,226 2 Synopsys, Inc. 3,953,477
27,340 2 Tech Data Corp. 1,391,879
486,414   Tellabs, Inc. 1,109,024
124,581 2 Tibco Software, Inc. 2,920,179
97,325 2 Trimble Navigation Ltd. 6,082,812
31,106 2 ValueClick, Inc. 636,740
85,458 2 Verifone Systems, Inc. 2,967,102
93,293 2 Vishay Intertechnology, Inc. 1,025,290
36,301 2 WEX, Inc. 2,853,622
37,086 2 Zebra Technologies Co., Class A 1,605,082
    TOTAL 148,950,304
    Materials—6.6%  
69,760   Albemarle Corp. 4,276,986
49,563   Aptargroup, Inc. 2,553,981
58,008   Ashland, Inc. 4,554,208
43,991   Cabot Corp. 1,646,583
24,845   Carpenter Technology Corp. 1,300,139
84,149   Commercial Metals Corp. 1,401,081
25,879   Compass Minerals International, Inc. 1,864,582
36,696   Cytec Industries, Inc. 2,689,817
33,231   Domtar, Corp. 2,765,816
34,059   Greif, Inc., Class A 1,600,092
62,495 2 Intrepid Potash, Inc. 1,456,133
112,169 2 Louisiana-Pacific Corp. 2,179,444
30,607   Martin Marietta Materials 3,021,829
29,032   Minerals Technologies, Inc. 1,201,054
8,508   Newmarket Corp. 2,170,901
58,012   Olin Corp. 1,349,359
75,475   Packaging Corp. of America 2,900,504
99,438   RPM International, Inc. 3,103,460
66,345   Reliance Steel & Aluminum Co. 4,293,848
8

Shares or
Principal
Amount
    Value
    COMMON STOCKS—continued1  
    Materials—continued  
53,895   Rock-Tenn Co. $4,255,010
43,868   Royal Gold, Inc. 3,275,623
28,819   Scotts Co. 1,259,967
37,266   Sensient Technologies Corp. 1,419,835
37,794   Silgan Holdings, Inc. 1,621,363
94,038   Sonoco Products Co. 2,914,238
166,985   Steel Dynamics, Inc. 2,539,842
66,945   Valspar Corp. 4,437,115
43,950   Worthington Industries, Inc. 1,207,746
    TOTAL 69,260,556
    Telecommunication Services—0.5%  
116,094 2 TW Telecom, Inc. 3,207,677
98,166   Telephone and Data System, Inc. 2,482,618
    TOTAL 5,690,295
    Utilities—4.7%  
83,902   Alliant Energy Corp. 3,846,068
111,636   Aqua America, Inc. 3,039,848
67,323   Atmos Energy Corp. 2,515,187
46,655   Black Hills Corp. 1,882,529
35,349   Cleco Corp. 1,511,170
142,326   Great Plains Energy, Inc. 3,045,776
94,456   Hawaiian Electric Industries, Inc. 2,547,478
36,731   Idacorp, Inc. 1,704,686
145,484   MDU Resources Group, Inc. 3,392,687
177,274   NV Energy, Inc. 3,355,797
64,905   National Fuel Gas Co. 3,530,832
74,877   OGE Energy Corp. 4,396,029
85,279   PNM Resources, Inc. 1,821,560
138,010   Questar Corp. 3,205,972
86,622   UGI Corp. 3,052,559
60,520   Vectren Corp. 1,910,011
37,654   WGL Holdings, Inc. 1,578,832
94,727   Westar Energy, Inc. 2,848,441
    TOTAL 49,185,462
    TOTAL COMMON STOCKS
(IDENTIFIED COST $686,656,634)
992,227,647
    Corporate Bond—0.3%  
    Information Technology—0.3%  
$1,000,000   Alliance Data Systems Corp., 4.750%, 05/15/2014
(IDENTIFIED COST $2,797,080)
3,339,500
    MUTUAL FUND—8.3%  
87,485,324 4,5,6 Federated Prime Value Obligations Fund, Institutional Shares, 0.13%
(AT NET ASSET VALUE)
87,485,324
    TOTAL INVESTMENTS—102.9%
(IDENTIFIED COST $776,939,038)7
1,083,052,471
    OTHER ASSETS AND LIABILITIES - NET—(2.9)%8 (31,076,132)
    TOTAL NET ASSETS—100% $1,051,976,339
At January 31, 2013, the Fund had the following outstanding futures contracts:1
9

Description Number of
Contracts
Notional
Value
Expiration
Date
Unrealized
Appreciation
2S&P Midcap 400 Index Long Futures 575 $62,744,000 March 2013 $3,691,105
The average notional value of long futures contracts held by the Fund throughout the period was $55,145,995. This is based on the contracts held as of each month-end throughout the three 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 $62,744,000 at January 31, 2013, which represents 6.0% 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 100.5%.
2 Non-income producing security.
3 All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers.
As of January 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
$31,954,873 $32,858,495
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 January 31, 2013, the cost of investments for federal tax purposes was $776,939,038. The net unrealized appreciation of investments for federal tax purposes excluding any unrealized appreciation resulting from futures contracts was $306,113,433. This consists of net unrealized appreciation from investments for those securities having an excess of value over cost of $328,797,570 and net unrealized depreciation from investments for those securities having an excess of cost over value of $22,684,137.
8 Assets, other than investments in securities, less liabilities.
Note: The categories of investments are shown as a percentage of total net assets at January 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 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 acquired with remaining maturities of 60 days or less are valued at their cost (adjusted for the accretion of any discount or amortization of any premium), which approximates market value.
 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, 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 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.
10

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 January 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 $980,429,953 $$— $980,429,953
 International 11,797,694 11,797,694
Debt Securities:        
Corporate Bond 3,339,500 3,339,500
Mutual Fund 87,485,324 87,485,324
TOTAL SECURITIES $1,079,712,971 $3,339,500 $— $1,083,052,471
OTHER FINANCIAL INSTRUMENTS* $3,691,105 $$— $3,691,105
* Other financial instruments include futures contracts.
11
Federated Max-Cap Index Fund
Portfolio of Investments
January 31, 2013 (unaudited)
Shares     Value
    COMMON STOCKS—94.5%1  
    Consumer Discretionary—10.9%  
1,986   Abercrombie & Fitch Co., Class A $99,300
13,466 2 Amazon.com, Inc. 3,575,223
1,233 2 Apollo Group, Inc., Class A 24,931
1,244 2 AutoZone, Inc. 459,907
8,787 2 Bed Bath & Beyond, Inc. 515,797
25,793   Best Buy Co., Inc. 419,394
593 2 Big Lots, Inc. 19,065
7,964   Block (H&R), Inc. 181,340
3,721 2 BorgWarner, Inc. 276,024
16,154   CBS Corp., Class B 673,945
24,636   Cablevision Systems Corp., Class A 360,671
7,311 2 CarMax, Inc. 288,200
23,227   Carnival Corp. 899,349
366 2 Chipotle Mexican Grill, Inc. 112,366
10,409   Coach, Inc. 530,859
98,294   Comcast Corp., Class A 3,743,036
8,215 2 Discovery Communications, Inc. 569,957
3,722   Darden Restaurants, Inc. 173,073
9,792   Delphi Automotive PLC 378,559
27,388 2 DirecTV 1,400,622
8,770 2 Dollar General Corp. 405,349
8,270 2 Dollar Tree, Inc. 330,717
2,729   Expedia, Inc. 178,067
2,713   Family Dollar Stores, Inc. 153,827
162,092   Ford Motor Co. 2,099,091
4,389 2 Fossil, Inc. 463,391
21,345   Gannett Co., Inc. 419,002
9,598   Gap (The), Inc. 313,663
10,633 3 Garmin Ltd. 402,884
5,074   Genuine Parts Co. 345,184
27,311 2 Goodyear Tire & Rubber Co. 375,799
7,553   Harley Davidson, Inc. 395,928
1,827   Harman International Industries, Inc. 81,813
2,977   Hasbro, Inc. 111,251
55,283   Home Depot, Inc. 3,699,538
6,605   International Game Technology 101,519
12,002   Interpublic Group Cos., Inc. 145,344
33,738   Johnson Controls, Inc. 1,048,914
13,474   Kohl's Corp. 623,711
3,597   Leggett and Platt, Inc. 105,896
239   Lennar Corp., Class A 9,928
7,924   Limited Brands 380,510
40,828   Lowe's Cos., Inc. 1,559,221
13,550   Macy's, Inc. 535,361
15,500   Marriott International, Inc., Class A 619,690
11,505   Mattel, Inc. 432,933
38,158   McDonald's Corp. 3,636,076
1

Shares     Value
    COMMON STOCKS—continued1  
    Consumer Discretionary—continued  
9,524   McGraw-Hill Cos., Inc. $547,821
1,783 2 NetFlix, Inc. 294,623
8,636   Newell Rubbermaid, Inc. 202,773
73,747   News Corp., Inc., Class A 2,045,742
27,555   Nike, Inc., Class B 1,489,348
4,793   Nordstrom, Inc. 264,717
4,235 2 O'Reilly Automotive, Inc. 392,373
8,972   Omnicom Group, Inc. 487,000
2,937 2 Penney (J.C.) Co., Inc. 59,709
3,619   PetSmart, Inc. 236,719
1,797 2 Priceline.com, Inc. 1,231,790
24,696 2 Pulte Group, Inc. 512,195
1,996   Ralph Lauren Corp. 332,294
8,628   Ross Stores, Inc. 515,092
2,403   Scripps Networks Interactive 148,433
6,779   Staples, Inc. 91,381
28,392   Starbucks Corp. 1,593,359
6,531   Starwood Hotels & Resorts 401,069
27,677   TJX Cos., Inc. 1,250,447
23,566   Target Corp. 1,423,622
4,037   Tiffany & Co. 265,433
10,806   Time Warner Cable, Inc. 965,408
34,477   Time Warner, Inc. 1,741,778
3,007 2 TripAdvisor, Inc. 139,164
2,925 2 Urban Outfitters, Inc. 125,161
2,959   V.F. Corp. 436,689
16,455   Viacom, Inc., Class B - New 993,059
65,478   Walt Disney Co. 3,527,955
824   Washington Post Co., Class B 317,800
4,302   Whirlpool Corp. 496,365
4,359   Wyndham Worldwide Corp. 243,189
5,040   Wynn Resorts Ltd. 631,109
16,146   Yum! Brands, Inc. 1,048,521
    TOTAL 58,128,363
    Consumer Staples—10.2%  
74,396   Altria Group, Inc. 2,505,657
22,917   Archer-Daniels-Midland Co. 653,822
30,980   Avon Products, Inc. 526,040
5,157   Beam, Inc. 316,330
6,458   Brown-Forman Corp., Class B 417,833
45,984   CVS Corp. 2,354,381
5,320   Campbell Soup Co. 195,297
4,931   Clorox Co. 386,640
8,657   Coca-Cola Enterprises, Inc. 301,870
16,189   Colgate-Palmolive Co. 1,738,213
13,710   ConAgra Foods, Inc. 448,180
4,395 2 Constellation Brands, Inc., Class A 142,222
18,647   Costco Wholesale Corp. 1,908,334
20,870 2 Dean Foods Co. 382,130
7,330   Dr. Pepper Snapple Group, Inc. 330,363
5,036   Estee Lauder Cos., Inc., Class A 306,843
2

Shares     Value
    COMMON STOCKS—continued1  
    Consumer Staples—continued  
23,442   General Mills, Inc. $983,157
11,186   Heinz (H.J.) Co. 678,207
4,955   Hershey Foods Corp. 393,675
6,300   Hormel Foods Corp. 218,043
8,410   Kellogg Co. 491,985
14,270   Kimberly-Clark Corp. 1,277,308
21,128   Kraft Foods Group, Inc. 976,536
17,434   Kroger Co. 482,922
13,412   Lorillard, Inc. 524,007
4,330   McCormick & Co., Inc. 269,976
7,527   Mead Johnson Nutrition Co. 572,052
11,385   Molson Coors Brewing Co., Class B 514,374
64,785   Mondelez International, Inc. 1,800,375
245 2 Monster Beverage Corp. 11,736
58,468   PepsiCo, Inc. 4,259,394
62,362   Philip Morris International, Inc. 5,497,834
105,834   Procter & Gamble Co. 7,954,483
17,865   Reynolds American, Inc. 785,703
22,055 3 Safeway, Inc. 424,559
6,911   Smucker (J.M.) Co. 612,522
14,085   Sysco Corp. 447,480
145,905   The Coca-Cola Co. 5,433,502
21,973   Tyson Foods, Inc., Class A 486,043
61,961   Wal-Mart Stores, Inc. 4,334,172
30,936   Walgreen Co. 1,236,203
6,994   Whole Foods Market, Inc. 673,172
    TOTAL 54,253,575
    Energy—10.5%  
18,103   Anadarko Petroleum Corp. 1,448,602
11,707   Apache Corp. 980,578
15,375   Baker Hughes, Inc. 687,570
604   CONSOL Energy, Inc. 18,929
12,648   Cabot Oil & Gas Corp., Class A 667,562
8,428 2 Cameron International Corp. 533,577
6,124   Chesapeake Energy Corp. 123,582
73,219   Chevron Corp. 8,431,168
44,673   ConocoPhillips 2,591,034
11,808 2 Denbury Resources, Inc. 219,983
13,229   Devon Energy Corp. 756,567
5,948   Diamond Offshore Drilling, Inc. 446,635
9,988   EOG Resources, Inc. 1,248,300
4,771   EQT Corp. 283,445
7,917   Ensco PLC 503,284
171,108   Exxon Mobil Corp. 15,394,587
3,552 2 FMC Technologies, Inc. 168,187
33,543   Halliburton Co. 1,364,529
3,155   Helmerich & Payne, Inc. 202,993
10,395   Hess Corp. 698,128
22,346   Kinder Morgan, Inc. 837,081
24,986   Marathon Oil Corp. 839,780
12,010   Marathon Petroleum Corp. 891,262
3

Shares     Value
    COMMON STOCKS—continued1  
    Energy—continued  
6,127   Murphy Oil Corp. $364,679
25,994 2 Nabors Industries Ltd. 433,320
15,946   National-Oilwell, Inc. 1,182,237
3,346 2 Newfield Exploration Co. 98,707
8,800   Nexen, Inc. 235,488
8,201   Noble Corp. 332,141
6,991   Noble Energy, Inc. 753,560
30,055   Occidental Petroleum Corp. 2,652,955
8,157   Peabody Energy Corp. 205,149
27,667   Phillips 66 1,675,790
4,350   Pioneer Natural Resources, Inc. 511,299
5,001   QEP Resources, Inc. 146,779
6,083   Range Resources Corp. 408,595
3,213 2 Rowan Companies PLC 110,784
49,323   Schlumberger Ltd. 3,849,660
14,330 2 Southwestern Energy Co. 491,519
23,499   Spectra Energy Corp. 652,802
4,212   Tesoro Petroleum Corp. 205,082
19,591   Valero Energy Corp. 856,715
24,609 2 WPX Energy, Inc. 369,873
23,806   Williams Companies, Inc. 834,400
    TOTAL 55,708,897
    Financials—14.8%  
12,141   Ace, Ltd. 1,035,991
22,303   Aflac, Inc. 1,183,397
16,903   Allstate Corp. 742,042
35,637   American Express Co. 2,095,812
62,000 2 American International Group, Inc. 2,345,460
18,026   American Tower Corp. 1,372,680
6,964   Ameriprise Financial, Inc. 461,852
11,066   Aon PLC 638,951
14,458   Apartment Investment & Management Co., Class A 394,414
1,649   Assurant, Inc. 63,058
3,920   Avalonbay Communities, Inc. 508,777
24,588   BB&T Corp. 744,525
425,892   Bank of America Corp. 4,821,086
67,840 2 Berkshire Hathaway, Inc., Class B 6,575,731
4,489   Blackrock, Inc. 1,060,661
5,190   Boston Properties, Inc. 546,403
22,894 2 CBRE Group, Inc. 494,052
10,623   CME Group, Inc. 614,434
26,337   Capital One Financial Corp. 1,483,300
9,194   Chubb Corp. 738,370
11,398   Cincinnati Financial Corp. 483,731
108,704   Citigroup, Inc. 4,582,961
17,593   Discover Financial Services 675,395
33,547 2 E*Trade Financial Corp. 355,934
11,183   Equity Residential Properties Trust 619,426
30,532   Fifth Third Bancorp 497,366
4,805   Franklin Resources, Inc. 657,708
45,864 2 Genworth Financial, Inc. , Class A 420,573
4

Shares     Value
    COMMON STOCKS—continued1  
    Financials—continued  
16,212   Goldman Sachs Group, Inc. $2,397,106
15,874   HCP, Inc. 736,395
6,212   Hartford Financial Services Group, Inc. 154,058
13,720   Health Care REIT, Inc. 862,165
24,220   Host Hotels & Resorts, Inc. 406,654
47,161   Hudson City Bancorp, Inc. 403,227
24,734   Huntington Bancshares, Inc. 172,149
2,356 2 InterContinentalExchange, Inc. 326,895
14,859   Invesco Ltd. 404,908
141,392   JPMorgan Chase & Co. 6,652,494
29,538   KeyCorp 277,657
12,851   Kimco Realty Corp. 266,915
2,587   Legg Mason, Inc. 71,531
5,431   Leucadia National Corp. 138,219
8,581   Lincoln National Corp. 248,677
10,497   Loews Corp. 455,255
4,069   M & T Bank Corp. 417,846
21,455   Marsh & McLennan Cos., Inc. 761,223
34,197   MetLife, Inc. 1,276,916
6,349   Moody's Corp. 348,052
40,621   Morgan Stanley 928,190
2,580   NASDAQ OMX Group, Inc. 73,066
16,538   NYSE Euronext 571,719
7,202   Northern Trust Corp. 370,687
19,004   PNC Financial Services Group 1,174,447
9,010   People's United Financial, Inc. 110,913
5,027   Plum Creek Timber Co., Inc. 242,201
8,708   Principal Financial Group 270,035
18,610   Progressive Corp., Ohio 418,539
23,468   ProLogis, Inc. 936,373
16,529   Prudential Financial, Inc. 956,698
5,498   Public Storage, Inc. 846,307
85,688   Regions Financial Corp. 666,653
14,329   SLM Holding Corp. 242,017
38,031   Schwab (Charles) Corp. 628,652
11,283   Simon Property Group, Inc. 1,807,311
16,518   State Street Corp. 919,227
18,446   SunTrust Banks, Inc. 523,313
8,857   T. Rowe Price Group, Inc. 632,833
53,047   The Bank of New York Mellon Corp. 1,440,756
13,646   The Travelers Cos, Inc. 1,070,665
2,650   Torchmark Corp. 147,631
68,956   U.S. Bancorp 2,282,444
8,147   Unum Group 189,907
10,321   Ventas, Inc. 684,179
5,758   Vornado Realty Trust 486,321
182,046   Wells Fargo & Co. 6,340,662
18,643   Weyerhaeuser Co. 561,527
9,445   XL Group PLC 261,815
4,683   Zions Bancorp 109,208
    TOTAL 78,886,728
5

Shares     Value
    COMMON STOCKS—continued1  
    Health Care—11.8%  
28,174   Amgen, Inc. $2,407,750
66,810   Abbott Laboratories 2,263,523
66,002   AbbVie, Inc. 2,421,613
4,199 2 Actavis, Inc. 362,752
11,523   Aetna, Inc. 555,754
11,927   Agilent Technologies, Inc. 534,091
7,064 2 Alexion Pharmaceuticals, Inc. 663,945
12,001   Allergan, Inc. 1,260,225
7,716   AmerisourceBergen Corp. 350,075
2,883   Bard (C.R.), Inc. 294,268
19,839   Baxter International, Inc. 1,345,878
7,497   Becton, Dickinson & Co. 630,048
8,896 2 Biogen Idec, Inc. 1,388,488
44,346 2 Boston Scientific Corp. 331,265
61,863   Bristol-Myers Squibb Co. 2,235,729
9,855   CIGNA Corp. 574,941
11,611   Cardinal Health, Inc. 508,678
6,704 2 CareFusion Corp. 208,092
15,343 2 Celgene Corp. 1,518,343
6,063 2 Cerner Corp. 500,501
3,951   Coventry Health Care, Inc. 181,074
17,002   Covidien PLC 1,059,905
2,702 2 DaVita HealthCare Partners, Inc. 311,838
4,121   Dentsply International, Inc. 172,093
4,465 2 Edwards Lifesciences Corp. 401,537
29,659 2 Express Scripts Holding Co. 1,584,384
7,386 2 Forest Laboratories, Inc., Class A 268,112
55,522 2 Gilead Sciences, Inc. 2,190,343
4,724 2 Hospira, Inc. 161,183
2,543   Humana, Inc. 189,097
1,577 2 Intuitive Surgical, Inc. 905,797
104,536   Johnson & Johnson 7,727,301
3,139 2 Laboratory Corp. of America Holdings 280,940
2,397 2 Life Technologies, Inc. 155,062
37,342   Lilly (Eli) & Co. 2,004,892
8,372   McKesson Corp. 880,986
38,027   Medtronic, Inc. 1,772,058
119,712   Merck & Co., Inc. 5,177,544
24,194 2 Mylan, Inc. 683,964
27,350 2 PSS World Medical, Inc. 791,235
2,289   Patterson Cos., Inc. 82,702
2,870   PerkinElmer, Inc. 101,139
2,839   Perrigo Co. 285,348
274,102   Pfizer, Inc. 7,477,502
5,090   Quest Diagnostics, Inc. 294,965
10,330   St. Jude Medical, Inc. 420,431
11,620   Stryker Corp. 727,993
10,673 2 Tenet Healthcare Corp. 414,433
17,083   Thermo Fisher Scientific, Inc. 1,232,368
42,766   UnitedHealth Group, Inc. 2,361,111
4,803 2 Varian Medical Systems, Inc. 339,332
6

Shares     Value
    COMMON STOCKS—continued1  
    Health Care—continued  
5,983 2 Waters Corp. $547,863
15,206   Wellpoint, Inc. 985,653
5,833   Zimmer Holdings, Inc. 435,142
    TOTAL 62,961,286
    Industrials—10.0%  
23,361   3M Co. 2,348,949
2,335   Avery Dennison Corp. 89,921
24,749   Boeing Co. 1,828,209
2,325   C.H. Robinson Worldwide, Inc. 153,799
49,859   CSX Corp. 1,098,394
12,200   Cascade Corp. 787,754
23,995   Caterpillar, Inc. 2,360,868
2,796   Cintas Corp. 118,159
6,656   Cummins, Inc. 764,309
20,978   Danaher Corp. 1,257,212
14,147   Deere & Co. 1,330,667
5,984   Dover Corp. 413,973
16,428   Eaton Corp., PLC 935,575
26,436   Emerson Electric Co. 1,513,461
3,626   Equifax, Inc. 212,846
7,971   Expeditors International Washington, Inc. 341,956
11,125   Fastenal Co. 552,690
10,454   FedEx Corp. 1,060,558
1,874   Flowserve Corp. 293,787
5,475   Fluor Corp. 354,944
11,708   General Dynamics Corp. 776,240
390,749   General Electric Co. 8,705,888
28,627   Honeywell International, Inc. 1,953,507
16,766   Illinois Tool Works, Inc. 1,053,408
9,510   Ingersoll-Rand PLC 488,719
4,778   Iron Mountain, Inc. 163,455
10,034 2 Jacobs Engineering Group, Inc. 482,736
3,165   Joy Global, Inc. 199,933
6,766   L-3 Communications Holdings, Inc. 513,675
12,874   Lockheed Martin Corp. 1,118,364
10,621   Masco Corp. 195,320
15,412   Norfolk Southern Corp. 1,061,424
12,978   Northrop Grumman Corp. 844,089
12,190   PACCAR, Inc. 573,661
3,433   Pall Corp. 234,474
6,126   Parker-Hannifin Corp. 569,534
2,965   Pentair Ltd. 150,266
28,295 3 Pitney Bowes, Inc. 407,731
5,248   Precision Castparts Corp. 962,483
6,301 2 Quanta Services, Inc. 182,540
11,443   Raytheon Co. 602,817
19,139   Republic Services, Inc. 610,343
13,000   Robbins & Myers, Inc. 757,640
4,659   Rockwell Automation, Inc. 415,536
4,402   Rockwell Collins, Inc. 259,190
4,110   Roper Industries, Inc. 482,720
7

Shares     Value
    COMMON STOCKS—continued1  
    Industrials—continued  
6,465   Ryder Systems, Inc. $367,083
1,570   Snap-On, Inc. 127,201
49,932   Southwest Airlines Co. 559,738
5,669   Stanley Black & Decker, Inc. 435,549
3,747 2 Stericycle, Inc. 353,529
19,315   Textron, Inc. 555,499
14,138   The ADT Corp. 671,555
15,799   Tyco International Ltd. 477,604
17,394   Union Pacific Corp. 2,286,615
26,201   United Parcel Service, Inc. 2,077,477
31,039   United Technologies Corp. 2,718,085
2,470   W. W. Grainger, Inc. 538,015
14,952   Waste Management, Inc. 543,954
8,768   Xylem, Inc. 244,890
    TOTAL 53,540,518
    Information Technology—17.2%  
24,376   Accenture PLC 1,752,391
17,242 2 Adobe Systems, Inc. 652,265
5,394 2 Akamai Technologies, Inc. 219,590
10,497   Altera Corp. 350,810
5,264   Amphenol Corp., Class A 355,688
10,150   Analog Devices, Inc. 442,946
35,143   Apple, Inc. 16,000,959
40,941   Applied Materials, Inc. 528,548
7,122 2 Autodesk, Inc. 276,903
19,031   Automatic Data Processing, Inc. 1,128,348
4,132 2 BMC Software, Inc. 171,685
17,949   Broadcom Corp. 582,445
10,548   CA, Inc. 261,801
196,544   Cisco Systems, Inc. 4,042,910
7,151 2 Citrix Systems, Inc. 523,167
11,695 2 Cognizant Technology Solutions Corp. 914,315
11,748   Computer Sciences Corp. 491,066
51,257   Corning, Inc. 615,084
50,879   Dell, Inc. 673,638
89,388 2 EMC Corp., Mass 2,199,839
42,738 2 eBay, Inc. 2,390,336
8,059 2 Electronic Arts, Inc. 126,768
4,378 2 FIserv, Inc. 351,597
3,543   FLIR Systems, Inc. 84,217
2,821 2 F5 Networks, Inc. 295,866
7,972   Fidelity National Information Services, Inc. 295,841
443 2 First Solar, Inc. 12,484
10,013 2 Google, Inc. 7,566,724
3,184   Harris Corp. 147,101
85,535   Hewlett-Packard Co. 1,412,183
198,349   Intel Corp. 4,173,263
39,557   International Business Machines Corp. 8,032,840
11,219   Intuit, Inc. 699,841
4,902 2 JDS Uniphase Corp. 71,128
4,374   Jabil Circuit, Inc. 82,712
8

Shares     Value
    COMMON STOCKS—continued1  
    Information Technology—continued  
16,982 2 Juniper Networks, Inc. $380,057
5,336   KLA-Tencor Corp. 293,000
13,739 2 LSI Logic Corp. 96,723
5,212 2 Lam Research Corp. 214,422
15,567   Linear Technology Corp. 570,064
4,101   Mastercard, Inc., Class A 2,125,958
5,790   Microchip Technology, Inc. 193,675
71,429 2 Micron Technology, Inc. 540,003
284,896   Microsoft Corp. 7,826,093
3,323   Molex, Inc. 90,253
9,943   Motorola Solutions, Inc. 580,572
19,327   NVIDIA Corp. 236,949
12,022 2 NetApp, Inc. 432,792
140,338   Oracle Corp. 4,983,402
19,869   Paychex, Inc. 648,325
64,054   Qualcomm, Inc. 4,229,486
7,860 2 Red Hat, Inc. 436,702
3,451 2 Salesforce.com, Inc. 594,021
8,035 2 Sandisk Corp. 401,670
18,739   Seagate Technology 636,751
23,701 2 Symantec Corp. 515,971
14,541   TE Connectivity Ltd. 565,354
5,574 2 Teradata Corp. 371,563
40,459   Texas Instruments, Inc. 1,338,384
4,406   Total System Services, Inc. 102,440
4,638 2 Verisign, Inc. 201,336
19,507   Visa, Inc., Class A Shares 3,080,350
7,122   Western Digital Corp. 334,734
18,768   Western Union Co. 267,069
41,156   Xerox Corp. 329,660
8,401   Xilinx, Inc. 306,552
51,815 2 Yahoo, Inc. 1,017,128
    TOTAL 91,868,758
    Materials—3.1%  
8,254   Air Products & Chemicals, Inc. 721,647
2,178   Airgas, Inc. 207,433
34,311   Alcoa, Inc. 303,309
2,396   Allegheny Technologies, Inc. 75,833
4,673   Ball Corp. 208,042
2,465   Bemis Co., Inc. 87,951
2,136   CF Industries Holdings, Inc. 489,507
3,939   Cliffs Natural Resources, Inc. 146,964
43,490   Dow Chemical Co. 1,400,378
33,893   Du Pont (E.I.) de Nemours & Co. 1,608,223
5,050   Eastman Chemical Co. 359,308
6,416   Ecolab, Inc. 464,518
4,332   FMC Corp. 266,288
34,135   Freeport-McMoRan Copper & Gold, Inc. 1,203,259
2,898   International Flavors & Fragrances, Inc. 204,106
15,253   International Paper Co. 631,779
18,216   LyondellBasell Industries NV, Class A 1,155,259
9

Shares     Value
    COMMON STOCKS—continued1  
    Materials—continued  
5,017   MeadWestvaco Corp. $157,283
20,162   Monsanto Co. 2,043,419
6,299   Mosaic Co./The 385,814
19,639   Newmont Mining Corp. 843,691
10,830   Nucor Corp. 498,288
15,065 2 Owens-Illinois, Inc. 358,547
3,564   PPG Industries, Inc. 491,369
11,591   Praxair, Inc. 1,279,299
4,590   Sealed Air Corp. 85,925
2,898   Sherwin-Williams Co. 469,882
5,162   Sigma-Aldrich Corp. 399,177
3,997   Vulcan Materials Co. 226,070
    TOTAL 16,772,568
    Telecommunication Services—2.8%  
211,412   AT&T, Inc. 7,355,023
22,155   CenturyLink, Inc. 896,170
10,290 2 Crown Castle International Corp. 725,651
37,756 2 MetroPCS Communications, Inc. 378,693
157,350 2 Sprint Nextel Corp. 885,880
105,795   Verizon Communications 4,613,720
16,847   Windstream Corp. 164,090
    TOTAL 15,019,227
    Utilities—3.2%  
46,727   AES Corp. 506,521
3,203   AGL Resources, Inc. 133,885
7,536   Ameren Corp. 244,468
17,064   American Electric Power Co., Inc. 772,828
7,915   CMS Energy Corp. 203,415
13,560   CenterPoint Energy, Inc. 277,166
10,203   Consolidated Edison Co. 580,347
5,646   DTE Energy Co. 357,448
22,180   Dominion Resources, Inc. 1,200,160
25,649   Duke Energy Corp. 1,763,112
11,140   Edison International 536,837
5,884   Entergy Corp. 380,106
30,404   Exelon Corp. 955,902
14,430   FirstEnergy Corp. 584,271
2,707   Integrys Energy Group, Inc. 148,046
22,647   NRG Energy, Inc. 543,528
15,300   NextEra Energy, Inc. 1,102,365
9,757   NiSource, Inc. 263,732
12,171   Northeast Utilities Co. 495,725
6,604   ONEOK, Inc. 310,454
14,916   P G & E Corp. 636,018
30,250   PPL Corp. 916,272
3,691   Pinnacle West Capital Corp. 197,026
19,768   Public Service Enterprises Group, Inc. 616,366
5,007   SCANA Corp. 234,378
7,755   Sempra Energy 582,013
33,889   Southern Co. 1,498,910
4,791   TECO Energy, Inc. 85,136
10

Shares     Value
    COMMON STOCKS—continued1  
    Utilities—continued  
9,920   Wisconsin Energy Corp. $391,146
18,600   Xcel Energy, Inc. 516,708
    TOTAL 17,034,289
    TOTAL COMMON STOCKS
(IDENTIFIED COST $184,298,468)
504,174,209
    MUTUAL FUND—2.5%  
13,309,129 4,5,6 Federated Prime Value Obligations Fund, Institutional Shares, 0.13%
(AT NET ASSET VALUE)
13,309,129
    TOTAL INVESTMENTS—97.0%
(IDENTIFIED COST $197,607,597)7
517,483,338
    OTHER ASSETS AND LIABILITIES - NET—3.0%8 16,226,171
    TOTAL NET ASSETS—100% $533,709,509
At January 31, 2013, the Fund had the following outstanding futures contracts:1
Description Number of
Contracts
Notional
Value
Expiration
Date
Unrealized
Appreciation
2S&P 500 E-Mini Index Long Futures 36 $2,687,940 March 2013 $128,503
2S&P 500 Index Long Futures 81 $30,239,325 March 2013 $436,987
UNREALIZED APPRECIATION ON FUTURES CONTRACTS $565,490
The average notional value of long futures contracts held by the Fund throughout the period was $31,837,073. This is based on the contracts held as of each month-end throughout the three month 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 $32,927,265 at January 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 103.8%.
2 Non-income producing security.
3 All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers.
As of January 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
$1,202,030 $1,176,000
4 Affiliated holdings.
5 7-Day net yield.
6 All or a portion of this security is held as collateral for securities lending.
7 At January 31, 2013, the cost of investments for federal tax purposes was $197,607,597. The net unrealized appreciation of investments for federal tax purposes excluding any unrealized appreciation from futures contracts was $319,875,741. This consists of net unrealized appreciation from investments for those securities having an excess of value over cost of $320,070,209 and net unrealized depreciation from investments for those securities having an excess of cost over value of $194,468.
8 Assets, other than investments in securities, less liabilities.
Note: The categories of investments are shown as a percentage of total net assets at January 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 Fund's Board of Trustees (the “Trustees”).
 Fixed-income securities acquired with remaining maturities of 60 days or less are valued at their cost (adjusted for the accretion of any discount or amortization of any premium), which approximates market value.
11

 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, 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 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 January 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
12

 

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/ Richard A. Novak_

 

Richard A. Novak

Principal Financial Officer

 

Date March 21, 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 March 21, 2013

 

 

By /S/ Richard A. Novak

 

Richard A. Novak

Principal Financial Officer

 

Date March 21, 2013