UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY
Investment Company Act file number
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811-5883
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Dreyfus Index Funds, Inc.
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(Exact name of Registrant as specified in charter)
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c/o The Dreyfus Corporation
200 Park Avenue
New York, New York 10166
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(Address of principal executive offices) (Zip code)
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John Pak, Esq.
200 Park Avenue
New York, New York 10166
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(Name and address of agent for service)
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Registrant's telephone number, including area code:
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(212) 922-6000
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Date of fiscal year end:
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10/31
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Date of reporting period:
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1/31/14
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FORM N-Q
Item 1. Schedule of Investments.
STATEMENT OF INVESTMENTS
Dreyfus International Stock Index Fund
January 31, 2014 (Unaudited)
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|
|
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Common Stocks--98.1%
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Shares
|
|
Value ($)
|
Australia--7.3%
|
|
|
|
AGL Energy
|
22,251
|
|
295,107
|
ALS
|
15,390
|
|
106,600
|
Alumina
|
112,290
|
a
|
123,963
|
Amcor
|
48,684
|
|
456,364
|
AMP
|
118,818
|
|
441,732
|
APA Group
|
35,806
|
|
187,495
|
Asciano
|
38,402
|
|
188,895
|
ASX
|
7,859
|
|
244,163
|
Aurizon Holdings
|
81,648
|
|
351,581
|
Australia & New Zealand Banking Group
|
109,765
|
|
2,882,366
|
Bank of Queensland
|
10,390
|
|
103,667
|
Bendigo and Adelaide Bank
|
17,917
|
|
181,162
|
BHP Billiton
|
128,705
|
|
4,116,375
|
Boral
|
34,041
|
|
141,526
|
Brambles
|
62,869
|
|
493,372
|
Caltex Australia
|
5,098
|
|
86,205
|
CFS Retail Property Trust Group
|
87,781
|
|
149,045
|
Coca-Cola Amatil
|
22,927
|
|
234,570
|
Cochlear
|
1,896
|
|
94,888
|
Commonwealth Bank of Australia
|
64,611
|
|
4,197,675
|
Computershare
|
17,082
|
|
166,407
|
Crown Resorts
|
16,028
|
|
232,921
|
CSL
|
19,298
|
|
1,186,684
|
Dexus Property Group
|
190,171
|
|
165,605
|
Echo Entertainment Group
|
30,084
|
|
61,911
|
Federation Centres
|
64,376
|
|
127,524
|
Flight Centre Travel Group
|
2,140
|
|
88,519
|
Fortescue Metals Group
|
62,569
|
|
291,421
|
Goodman Group
|
68,804
|
|
279,202
|
GPT Group
|
71,651
|
|
225,150
|
Harvey Norman Holdings
|
21,349
|
|
55,778
|
Iluka Resources
|
16,289
|
|
124,586
|
Incitec Pivot
|
64,208
|
|
160,006
|
Insurance Australia Group
|
83,839
|
|
401,261
|
James Hardie Industries-CDI
|
18,114
|
|
204,539
|
Leighton Holdings
|
7,421
|
|
106,849
|
Lend Lease Group
|
22,150
|
|
204,138
|
Macquarie Group
|
11,662
|
|
552,122
|
Metcash
|
34,689
|
|
91,576
|
Mirvac Group
|
148,466
|
|
215,861
|
National Australia Bank
|
93,932
|
|
2,733,612
|
Newcrest Mining
|
32,706
|
|
276,230
|
Orica
|
14,736
|
|
302,151
|
Origin Energy
|
44,358
|
|
540,022
|
Qantas Airways
|
41,721
|
a
|
39,751
|
|
|
|
|
QBE Insurance Group
|
48,530
|
|
486,147
|
Ramsay Health Care
|
5,278
|
|
201,915
|
REA Group
|
1,712
|
|
60,583
|
Rio Tinto
|
17,659
|
|
1,010,972
|
Santos
|
39,029
|
|
455,698
|
Seek
|
13,527
|
|
146,933
|
Sonic Healthcare
|
16,149
|
|
233,354
|
SP AusNet
|
72,030
|
|
78,378
|
Stockland
|
92,696
|
|
291,930
|
Suncorp Group
|
52,007
|
|
554,421
|
Sydney Airport
|
41,632
|
|
143,560
|
Tabcorp Holdings
|
33,277
|
|
100,001
|
Tatts Group
|
60,376
|
|
157,998
|
Telstra
|
176,310
|
|
790,977
|
Toll Holdings
|
28,622
|
|
139,432
|
Transurban Group
|
56,635
|
|
341,920
|
Treasury Wine Estates
|
25,721
|
|
81,639
|
Wesfarmers
|
40,345
|
|
1,483,056
|
Westfield Group
|
84,391
|
|
750,776
|
Westfield Retail Trust
|
122,810
|
|
323,794
|
Westpac Banking
|
124,276
|
|
3,357,866
|
Woodside Petroleum
|
26,702
|
|
870,626
|
Woolworths
|
50,546
|
|
1,502,316
|
WorleyParsons
|
8,268
|
|
118,656
|
|
|
|
37,593,525
|
Austria--.3%
|
|
|
|
Andritz
|
3,077
|
|
168,968
|
Erste Group Bank
|
10,365
|
|
376,528
|
IMMOFINANZ
|
37,529
|
a
|
176,131
|
OMV
|
6,042
|
|
261,400
|
Raiffeisen Bank International
|
3,738
|
|
143,545
|
Telekom Austria
|
9,805
|
|
85,151
|
Vienna Insurance Group
|
1,670
|
|
78,722
|
Voestalpine
|
4,474
|
|
200,451
|
|
|
|
1,490,896
|
Belgium--1.1%
|
|
|
|
Ageas
|
9,297
|
|
399,310
|
Anheuser-Busch InBev
|
32,167
|
|
3,085,102
|
Belgacom
|
6,323
|
|
180,712
|
Colruyt
|
3,021
|
|
171,348
|
Delhaize Group
|
4,075
|
|
261,597
|
Groupe Bruxelles Lambert
|
3,234
|
|
292,124
|
Groupe Bruxelles Lambert (STRIP)
|
236
|
a,b
|
0
|
KBC Groep
|
9,251
|
|
546,128
|
Solvay
|
2,385
|
|
333,234
|
Telenet Group Holding
|
2,008
|
|
119,159
|
UCB
|
4,414
|
|
312,250
|
Umicore
|
4,144
|
|
177,330
|
|
|
|
5,878,294
|
China--.0%
|
|
|
|
Yangzijiang Shipbuilding Holdings
|
91,000
|
|
82,050
|
Denmark--1.3%
|
|
|
|
|
|
|
|
AP Moller - Maersk, Cl. A
|
22
|
|
234,849
|
AP Moller - Maersk, Cl. B
|
54
|
|
601,300
|
Carlsberg, Cl. B
|
4,310
|
|
420,012
|
Coloplast, Cl. B
|
4,688
|
|
351,972
|
Danske Bank
|
26,485
|
a
|
598,171
|
DSV
|
7,535
|
|
241,797
|
Novo Nordisk, Cl. B
|
79,673
|
|
3,157,763
|
Novozymes, Cl. B
|
9,088
|
|
391,751
|
TDC
|
29,259
|
|
275,064
|
Tryg
|
1,152
|
|
109,966
|
William Demant Holding
|
1,152
|
a
|
105,897
|
|
|
|
6,488,542
|
Finland--.9%
|
|
|
|
Elisa
|
4,938
|
|
126,683
|
Fortum
|
17,886
|
|
384,301
|
Kone, Cl. B
|
12,582
|
|
511,811
|
Metso
|
5,095
|
|
159,518
|
Neste Oil
|
5,014
|
|
89,428
|
Nokia
|
151,833
|
a
|
1,051,981
|
Nokian Renkaat
|
4,503
|
|
189,941
|
Orion, Cl. B
|
4,426
|
|
115,576
|
Pohjola Bank, Cl. A
|
5,263
|
|
103,455
|
Sampo, Cl. A
|
16,962
|
|
786,954
|
Stora Enso, Cl. R
|
21,950
|
|
205,094
|
UPM-Kymmene
|
21,691
|
|
332,345
|
Wartsila
|
7,129
|
|
386,836
|
|
|
|
4,443,923
|
France--9.2%
|
|
|
|
Accor
|
6,674
|
|
318,100
|
Aeroports de Paris
|
1,169
|
|
131,927
|
Air Liquide
|
12,650
|
|
1,587,001
|
Alcatel-Lucent
|
99,249
|
a
|
401,049
|
Alstom
|
8,200
|
|
232,504
|
Arkema
|
2,516
|
|
268,280
|
Atos
|
2,389
|
|
208,731
|
AXA
|
72,802
|
|
1,910,745
|
BNP Paribas
|
39,839
|
|
3,075,797
|
Bouygues
|
7,680
|
|
292,979
|
Bureau Veritas
|
8,844
|
|
229,752
|
Cap Gemini
|
5,501
|
|
374,608
|
Carrefour
|
24,411
|
|
838,942
|
Casino Guichard Perrachon
|
2,256
|
|
232,322
|
CGG
|
6,154
|
a
|
91,529
|
Christian Dior
|
2,196
|
|
401,432
|
Cie de St-Gobain
|
16,126
|
|
846,072
|
Cie Generale des Etablissements Michelin
|
7,387
|
|
778,280
|
CNP Assurances
|
6,982
|
|
136,730
|
Credit Agricole
|
40,304
|
a
|
541,961
|
Danone
|
22,597
|
|
1,491,416
|
Dassault Systemes
|
2,515
|
|
297,841
|
Edenred
|
8,329
|
|
232,576
|
Electricite de France
|
9,659
|
|
328,053
|
|
|
|
Essilor International
|
8,259
|
829,280
|
Eurazeo
|
953
|
68,170
|
Eutelsat Communications
|
5,692
|
172,671
|
Fonciere Des Regions
|
1,253
|
102,718
|
GDF Suez
|
53,824
|
1,186,620
|
Gecina
|
1,000
|
122,011
|
Groupe Eurotunnel
|
21,961
|
242,324
|
ICADE
|
1,405
|
123,151
|
Iliad
|
1,003
|
229,634
|
Imerys
|
1,513
|
123,020
|
JCDecaux
|
2,555
|
108,966
|
Kering
|
3,060
|
610,272
|
Klepierre
|
3,966
|
172,099
|
L'Oreal
|
9,813
|
1,611,279
|
Lafarge
|
7,536
|
540,801
|
Lagardere
|
4,339
|
153,234
|
Legrand
|
10,700
|
567,333
|
LVMH Moet Hennessy Louis Vuitton
|
10,308
|
1,833,936
|
Natixis
|
36,958
|
217,374
|
Orange
|
75,118
|
927,173
|
Pernod-Ricard
|
8,600
|
922,554
|
Publicis Groupe
|
7,214
|
639,345
|
Remy Cointreau
|
966
|
72,040
|
Renault
|
7,769
|
676,239
|
Rexel
|
8,467
|
217,424
|
Safran
|
10,997
|
782,259
|
Sanofi
|
47,881
|
4,686,937
|
Schneider Electric
|
675
|
54,438
|
Schneider Electric
|
21,416
|
1,726,834
|
SCOR
|
6,401
|
207,677
|
Societe BIC
|
1,136
|
130,799
|
Societe Generale
|
28,494
|
1,611,220
|
Sodexo
|
3,615
|
355,873
|
Suez Environnement
|
11,173
|
200,197
|
Technip
|
4,100
|
349,215
|
Thales
|
3,664
|
238,607
|
Total
|
85,791
|
4,899,027
|
Unibail-Rodamco
|
3,915
|
942,230
|
Valeo
|
2,546
|
284,270
|
Vallourec
|
4,360
|
217,287
|
Veolia Environnement
|
13,560
|
212,880
|
Vinci
|
18,801
|
1,228,312
|
Vivendi
|
48,345
|
1,296,692
|
Wendel
|
1,280
|
173,598
|
Zodiac Aerospace
|
1,443
|
254,149
|
|
|
47,570,796
|
Germany--8.6%
|
|
|
Adidas
|
8,476
|
946,965
|
Allianz
|
18,248
|
3,044,497
|
Axel Springer
|
1,517
|
97,084
|
BASF
|
36,796
|
3,937,318
|
Bayer
|
33,148
|
4,364,223
|
|
|
|
|
Bayerische Motoren Werke
|
13,432
|
|
1,462,505
|
Beiersdorf
|
4,059
|
|
401,579
|
Brenntag
|
2,070
|
|
356,756
|
Celesio
|
2,801
|
|
92,549
|
Commerzbank
|
39,065
|
a
|
663,920
|
Continental
|
4,343
|
|
935,124
|
Daimler
|
38,531
|
|
3,225,719
|
Deutsche Bank
|
40,686
|
|
1,967,880
|
Deutsche Boerse
|
7,795
|
|
599,440
|
Deutsche Lufthansa
|
9,327
|
a
|
221,957
|
Deutsche Post
|
36,765
|
|
1,271,618
|
Deutsche Telekom
|
115,366
|
|
1,862,683
|
Deutsche Wohnen
|
12,104
|
|
226,562
|
E.ON
|
73,044
|
|
1,327,010
|
Fraport Frankfurt Airport Services Worldwide
|
1,609
|
|
118,923
|
Fresenius & Co.
|
5,049
|
|
787,264
|
Fresenius Medical Care & Co.
|
8,694
|
|
611,531
|
GEA Group
|
7,622
|
|
357,422
|
Hannover Rueck
|
2,427
|
|
192,474
|
HeidelbergCement
|
5,666
|
|
421,522
|
Henkel & Co.
|
5,241
|
|
509,710
|
Hochtief
|
1,402
|
|
111,682
|
Hugo Boss
|
1,386
|
|
175,434
|
Infineon Technologies
|
43,525
|
|
448,740
|
K+S
|
7,058
|
|
209,843
|
Kabel Deutschland Holding
|
981
|
|
128,854
|
LANXESS
|
3,045
|
|
199,769
|
Linde
|
7,515
|
|
1,423,093
|
MAN
|
1,399
|
|
170,343
|
Merck
|
2,604
|
|
403,736
|
Metro
|
5,401
|
|
222,681
|
Muenchener Rueckversicherungs
|
7,276
|
|
1,502,052
|
OSRAM Licht
|
3,329
|
a
|
194,537
|
ProSiebenSat.1 Media
|
7,287
|
|
326,584
|
RWE
|
19,796
|
|
732,626
|
SAP
|
36,862
|
|
2,818,418
|
Siemens
|
31,778
|
|
4,026,972
|
Sky Deutschland
|
15,334
|
a
|
139,359
|
Suedzucker
|
3,784
|
|
94,331
|
Telefonica Deutschland Holding
|
11,353
|
|
90,426
|
ThyssenKrupp
|
18,381
|
a
|
472,640
|
United Internet
|
4,460
|
|
194,876
|
Volkswagen
|
1,184
|
|
287,716
|
|
|
|
44,378,947
|
Hong Kong--2.6%
|
|
|
|
AIA Group
|
480,800
|
|
2,217,327
|
ASM Pacific Technology
|
10,800
|
|
100,854
|
Bank of East Asia
|
49,750
|
|
188,766
|
BOC Hong Kong Holdings
|
149,500
|
|
451,686
|
Cathay Pacific Airways
|
52,000
|
|
108,865
|
Cheung Kong Holdings
|
56,000
|
|
829,640
|
Cheung Kong Infrastructure Holdings
|
27,000
|
|
158,868
|
|
|
|
|
CLP Holdings
|
71,288
|
|
542,426
|
First Pacific
|
92,250
|
|
91,876
|
Galaxy Entertainment Group
|
85,000
|
a
|
825,888
|
Hang Lung Properties
|
90,000
|
|
247,137
|
Hang Seng Bank
|
30,900
|
|
483,931
|
Henderson Land Development
|
42,038
|
|
224,030
|
HKT Trust
|
87,000
|
|
83,269
|
Hong Kong & China Gas
|
231,661
|
|
473,789
|
Hong Kong Exchanges & Clearing
|
44,300
|
|
689,513
|
Hopewell Holdings
|
26,000
|
|
90,271
|
Hutchison Whampoa
|
86,800
|
|
1,066,612
|
Hysan Development
|
28,000
|
|
110,799
|
Kerry Properties
|
29,500
|
|
95,094
|
Li & Fung
|
235,200
|
|
323,864
|
Link REIT
|
92,500
|
|
415,556
|
MGM China Holdings
|
40,000
|
|
158,418
|
MTR
|
58,000
|
|
203,838
|
New World Development
|
162,786
|
|
203,052
|
Noble Group
|
161,963
|
|
120,675
|
NWS Holdings
|
60,000
|
|
86,669
|
PCCW
|
167,000
|
|
76,064
|
Power Assets Holdings
|
56,000
|
|
422,736
|
Shangri-La Asia
|
65,000
|
|
109,111
|
Sino Land
|
127,730
|
|
169,956
|
SJM Holdings
|
78,530
|
|
245,713
|
Sun Hung Kai Properties
|
64,699
|
|
791,094
|
Swire Pacific, Cl. A
|
27,500
|
|
294,107
|
Swire Properties
|
46,400
|
|
119,744
|
Wharf Holdings
|
61,311
|
|
418,906
|
Wheelock & Co.
|
37,000
|
|
150,760
|
Yue Yuen Industrial Holdings
|
32,300
|
|
100,466
|
|
|
|
13,491,370
|
Ireland--.3%
|
|
|
|
Bank of Ireland
|
857,556
|
a
|
340,333
|
CRH
|
29,511
|
|
757,059
|
Irish Bank Resolution
|
35,225
|
a,b
|
0
|
Kerry Group, Cl. A
|
5,746
|
|
388,739
|
Ryanair Holdings
|
4,000
|
a
|
34,091
|
|
|
|
1,520,222
|
Israel--.5%
|
|
|
|
Bank Hapoalim
|
42,826
|
|
222,881
|
Bank Leumi Le-Israel
|
49,865
|
a
|
189,964
|
Bezeq The Israeli Telecommunication
|
76,662
|
|
117,639
|
Delek Group
|
202
|
|
72,142
|
Israel
|
117
|
a
|
58,979
|
Israel Chemicals
|
18,647
|
|
152,573
|
Israel Discount Bank, Cl. A
|
1
|
a
|
2
|
Mizrahi Tefahot Bank
|
6,222
|
|
75,867
|
NICE Systems
|
2,452
|
|
96,561
|
Teva Pharmaceutical Industries
|
34,456
|
|
1,537,523
|
|
|
|
2,524,131
|
Italy--2.4%
|
|
|
|
|
|
|
|
Assicurazioni Generali
|
47,318
|
|
1,023,198
|
Atlantia
|
13,269
|
|
302,311
|
Banca Monte dei Paschi di Siena
|
281,163
|
a
|
64,001
|
CNH Industrial
|
36,397
|
a
|
382,563
|
Enel
|
266,861
|
|
1,217,559
|
Enel Green Power
|
70,150
|
|
177,048
|
Eni
|
101,610
|
|
2,302,344
|
EXOR
|
3,898
|
|
152,834
|
Fiat
|
35,936
|
a
|
358,149
|
Finmeccanica
|
15,364
|
a
|
134,978
|
Intesa Sanpaolo
|
471,210
|
|
1,274,136
|
Luxottica Group
|
6,699
|
|
356,211
|
Mediobanca
|
20,510
|
a
|
188,028
|
Pirelli & C
|
9,607
|
|
154,835
|
Prysmian
|
8,493
|
|
207,669
|
Saipem
|
10,910
|
|
255,891
|
Snam
|
81,733
|
|
448,306
|
STMicroelectronics
|
26,028
|
a
|
213,200
|
Telecom Italia
|
404,803
|
|
449,756
|
Telecom Italia-RSP
|
235,972
|
|
198,764
|
Tenaris
|
19,026
|
|
424,822
|
Terna Rete Elettrica Nazionale
|
61,801
|
|
300,146
|
UniCredit
|
176,053
|
|
1,320,711
|
Unione di Banche Italiane
|
33,961
|
|
247,386
|
UnipolSai
|
36,547
|
a
|
110,037
|
|
|
|
12,264,883
|
Japan--20.6%
|
|
|
|
ABC-Mart
|
1,000
|
|
43,526
|
Acom
|
15,500
|
a
|
45,764
|
Advantest
|
6,400
|
|
68,650
|
Aeon
|
24,100
|
|
299,525
|
AEON Financial Service
|
2,860
|
|
66,144
|
AEON Mall
|
4,480
|
|
131,615
|
Air Water
|
7,000
|
|
102,858
|
Aisin Seiki
|
7,700
|
|
281,800
|
Ajinomoto
|
23,800
|
|
333,985
|
Alfresa Holdings
|
1,900
|
|
107,807
|
Amada
|
14,000
|
|
112,953
|
ANA Holdings
|
38,000
|
|
81,088
|
Aozora Bank
|
46,959
|
|
133,903
|
Asahi Glass
|
40,800
|
|
230,305
|
Asahi Group Holdings
|
15,600
|
|
422,823
|
Asahi Kasei
|
50,900
|
|
386,778
|
Asics
|
7,000
|
|
120,754
|
Astellas Pharma
|
17,579
|
|
1,081,083
|
Bank of Kyoto
|
14,000
|
|
110,942
|
Bank of Yokohama
|
50,000
|
|
250,507
|
Benesse Holdings
|
2,400
|
|
94,714
|
Bridgestone
|
26,300
|
|
946,762
|
Brother Industries
|
9,100
|
|
114,212
|
CALBEE
|
2,700
|
|
61,798
|
Canon
|
45,950
|
|
1,344,924
|
|
|
|
|
Casio Computer
|
9,300
|
|
100,700
|
Central Japan Railway
|
5,800
|
|
630,265
|
Chiba Bank
|
30,000
|
|
188,697
|
Chiyoda
|
6,000
|
|
92,090
|
Chubu Electric Power
|
25,900
|
|
307,596
|
Chugai Pharmaceutical
|
8,928
|
|
202,163
|
Chugoku Bank
|
6,000
|
|
74,391
|
Chugoku Electric Power
|
11,800
|
|
154,276
|
Citizen Holdings
|
12,400
|
|
96,857
|
Coca-Cola West
|
2,700
|
|
52,810
|
Credit Saison
|
6,200
|
|
151,445
|
Dai Nippon Printing
|
22,800
|
|
225,690
|
Dai-ichi Life Insurance
|
35,200
|
|
527,912
|
Daicel
|
11,000
|
|
87,842
|
Daido Steel
|
12,200
|
|
60,490
|
Daihatsu Motor
|
8,000
|
|
124,500
|
Daiichi Sankyo
|
27,183
|
|
449,927
|
Daikin Industries
|
9,500
|
|
543,907
|
Dainippon Sumitomo Pharma
|
6,900
|
|
117,137
|
Daito Trust Construction
|
3,000
|
|
283,154
|
Daiwa House Industry
|
23,400
|
|
440,606
|
Daiwa Securities Group
|
67,000
|
|
624,179
|
Dena
|
4,300
|
|
82,004
|
Denso
|
19,700
|
|
1,018,203
|
Dentsu
|
8,600
|
|
338,394
|
Don Quijote
|
2,100
|
|
127,391
|
East Japan Railway
|
13,600
|
|
1,014,867
|
Eisai
|
10,200
|
|
390,283
|
Electric Power Development
|
4,480
|
|
132,642
|
FamilyMart
|
2,617
|
|
118,764
|
FANUC
|
7,729
|
|
1,246,383
|
Fast Retailing
|
2,158
|
|
786,048
|
Fuji Electric
|
21,000
|
|
91,084
|
Fuji Heavy Industries
|
23,700
|
|
648,098
|
FUJIFILM Holdings
|
18,700
|
|
543,051
|
Fujitsu
|
74,800
|
a
|
418,340
|
Fukuoka Financial Group
|
33,000
|
|
137,412
|
Gree
|
4,300
|
|
42,098
|
GungHo Online Entertainment
|
14,000
|
a
|
88,658
|
Gunma Bank
|
14,000
|
|
73,749
|
Hachijuni Bank
|
16,000
|
|
88,520
|
Hakuhodo DY Holdings
|
8,400
|
|
67,810
|
Hamamatsu Photonics
|
3,200
|
|
134,435
|
Hankyu Hanshin Holdings
|
48,000
|
|
243,390
|
Hino Motors
|
10,000
|
|
146,054
|
Hirose Electric
|
1,300
|
|
182,467
|
Hiroshima Bank
|
19,000
|
|
76,232
|
Hisamitsu Pharmaceutical
|
2,400
|
|
108,923
|
Hitachi
|
195,900
|
|
1,489,522
|
Hitachi Chemical
|
4,000
|
|
57,169
|
Hitachi Construction Machinery
|
5,000
|
|
96,030
|
Hitachi High-Technologies
|
2,700
|
|
61,910
|
|
|
|
|
Hitachi Metals
|
8,000
|
|
124,611
|
Hokkaido Electric Power
|
8,200
|
a
|
84,869
|
Hokuhoku Financial Group
|
51,000
|
|
96,608
|
Hokuriku Electric Power
|
7,700
|
|
94,644
|
Honda Motor
|
65,159
|
|
2,448,241
|
Hoya
|
17,500
|
|
483,566
|
Hulic
|
10,800
|
|
136,469
|
Ibiden
|
4,200
|
|
76,960
|
Idemitsu Kosan
|
3,600
|
|
80,318
|
IHI
|
53,000
|
|
240,439
|
Iida Group Holdings
|
5,800
|
a
|
102,664
|
INPEX
|
36,400
|
|
428,249
|
Isetan Mitsukoshi Holdings
|
15,020
|
|
188,615
|
Isuzu Motors
|
49,000
|
|
290,083
|
ITOCHU
|
60,900
|
|
740,273
|
Itochu Techno-Solutions
|
900
|
|
37,025
|
Iyo Bank
|
11,000
|
|
102,853
|
J Front Retailing
|
19,800
|
|
132,228
|
Japan Airlines
|
2,600
|
|
130,470
|
Japan Exchange Group
|
10,000
|
|
241,586
|
Japan Petroleum Exploration
|
1,400
|
|
51,865
|
Japan Prime Realty Investment
|
31
|
|
106,472
|
Japan Real Estate Investment
|
48
|
|
246,223
|
Japan Retail Fund Investment
|
94
|
|
188,088
|
Japan Steel Works
|
13,000
|
|
64,113
|
Japan Tobacco
|
44,600
|
|
1,377,543
|
JFE Holdings
|
19,860
|
|
411,546
|
JGC
|
8,000
|
|
301,700
|
Joyo Bank
|
26,462
|
|
124,522
|
JSR
|
7,700
|
|
136,880
|
JTEKT
|
8,000
|
|
116,415
|
JX Holdings
|
90,576
|
|
435,097
|
Kajima
|
32,800
|
|
121,301
|
Kakaku.com
|
4,800
|
|
90,982
|
Kamigumi
|
9,400
|
|
84,044
|
Kaneka
|
12,000
|
|
74,213
|
Kansai Electric Power
|
29,899
|
a
|
324,389
|
Kansai Paint
|
10,000
|
|
134,999
|
Kao
|
21,300
|
|
674,763
|
Kawasaki Heavy Industries
|
58,000
|
|
252,099
|
KDDI
|
21,800
|
|
1,198,607
|
Keikyu
|
20,000
|
|
155,977
|
Keio
|
25,000
|
|
160,165
|
Keisei Electric Railway
|
11,000
|
|
97,711
|
Keyence
|
1,785
|
|
735,500
|
Kikkoman
|
6,000
|
|
106,237
|
Kinden
|
6,000
|
|
58,912
|
Kintetsu
|
71,354
|
|
245,980
|
Kirin Holdings
|
35,000
|
|
474,659
|
Kobe Steel
|
99,000
|
a
|
163,881
|
Koito Manufacturing
|
4,000
|
|
80,865
|
Komatsu
|
37,800
|
|
781,411
|
|
|
|
|
Konami
|
4,400
|
|
104,304
|
Konica Minolta
|
19,500
|
|
204,760
|
Kubota
|
43,000
|
|
660,507
|
Kuraray
|
14,000
|
|
157,206
|
Kurita Water Industries
|
4,800
|
|
101,974
|
Kyocera
|
13,100
|
|
585,755
|
Kyowa Hakko Kirin
|
8,705
|
|
88,311
|
Kyushu Electric Power
|
18,000
|
a
|
204,600
|
Lawson
|
2,600
|
|
188,551
|
LIXIL Group
|
10,624
|
|
272,938
|
M3
|
26
|
|
76,122
|
Mabuchi Motor
|
1,000
|
|
57,218
|
Makita
|
4,600
|
|
236,510
|
Marubeni
|
67,000
|
|
466,755
|
Marui Group
|
8,300
|
|
77,723
|
Maruichi Steel Tube
|
2,000
|
|
52,029
|
Mazda Motor
|
109,000
|
a
|
524,166
|
McDonald's Holdings Japan
|
3,000
|
|
78,473
|
Medipal Holdings
|
5,800
|
|
84,065
|
MEIJI Holdings
|
2,521
|
|
157,638
|
Miraca Holdings
|
2,100
|
|
99,274
|
Mitsubishi
|
56,998
|
|
1,051,224
|
Mitsubishi Chemical Holdings
|
54,380
|
|
232,249
|
Mitsubishi Electric
|
78,000
|
|
879,401
|
Mitsubishi Estate
|
50,000
|
|
1,221,721
|
Mitsubishi Gas Chemical
|
16,000
|
|
112,591
|
Mitsubishi Heavy Industries
|
122,700
|
|
794,579
|
Mitsubishi Logistics
|
6,000
|
|
83,915
|
Mitsubishi Materials
|
45,000
|
|
150,553
|
Mitsubishi Motors
|
25,400
|
a
|
274,682
|
Mitsubishi Tanabe Pharma
|
9,200
|
|
135,169
|
Mitsubishi UFJ Financial Group
|
510,190
|
|
3,063,854
|
Mitsubishi UFJ Lease & Finance
|
25,500
|
|
132,446
|
Mitsui & Co.
|
70,400
|
|
941,115
|
Mitsui Chemicals
|
38,000
|
|
91,275
|
Mitsui Fudosan
|
33,286
|
|
1,048,595
|
Mitsui OSK Lines
|
43,000
|
|
176,729
|
Mizuho Financial Group
|
932,400
|
|
1,965,332
|
MS&AD Insurance Group Holdings
|
20,457
|
|
474,613
|
Murata Manufacturing
|
8,200
|
|
759,347
|
Nabtesco
|
4,500
|
|
100,531
|
Namco Bandai Holdings
|
6,150
|
|
138,230
|
NEC
|
103,800
|
|
300,032
|
NEXON
|
4,600
|
|
40,109
|
NGK Insulators
|
11,000
|
|
185,986
|
NGK Spark Plug
|
6,926
|
|
159,752
|
NHK Spring
|
7,000
|
|
71,904
|
Nidec
|
3,900
|
|
435,234
|
Nikon
|
14,160
|
|
241,375
|
Nintendo
|
4,325
|
|
513,528
|
Nippon Building Fund
|
56
|
|
317,089
|
Nippon Electric Glass
|
17,085
|
|
76,965
|
|
|
|
|
Nippon Express
|
32,000
|
|
150,343
|
Nippon Meat Packers
|
7,000
|
|
119,407
|
Nippon Paint
|
6,000
|
|
98,868
|
Nippon Prologis REIT
|
11
|
|
110,777
|
Nippon Steel & Sumitomo Metal
|
307,615
|
|
930,913
|
Nippon Telegraph & Telephone
|
14,800
|
|
797,753
|
Nippon Yusen
|
69,800
|
|
216,811
|
Nishi-Nippon City Bank
|
26,000
|
|
65,197
|
Nissan Motor
|
100,700
|
|
858,878
|
Nisshin Seifun Group
|
8,580
|
|
85,130
|
Nissin Foods Holdings
|
2,600
|
|
112,678
|
Nitori Holdings
|
1,400
|
|
135,598
|
Nitto Denko
|
6,600
|
|
296,650
|
NKSJ Holdings
|
13,370
|
|
349,115
|
NOK
|
3,400
|
|
54,982
|
Nomura Holdings
|
147,200
|
|
1,026,684
|
Nomura Real Estate Holdings
|
4,800
|
|
96,835
|
Nomura Real Estate Office Fund
|
14
|
|
61,968
|
Nomura Research Institute
|
3,900
|
|
127,410
|
NSK
|
20,000
|
|
225,627
|
NTT Data
|
5,500
|
|
194,105
|
NTT DoCoMo
|
61,900
|
|
995,104
|
NTT Urban Development
|
5,500
|
|
53,225
|
Obayashi
|
25,000
|
|
147,433
|
Odakyu Electric Railway
|
25,000
|
|
219,228
|
Oji Holdings
|
35,000
|
|
165,159
|
Olympus
|
10,000
|
a
|
293,813
|
Omron
|
8,400
|
|
331,873
|
Ono Pharmaceutical
|
3,400
|
|
297,102
|
ORACLE JAPAN
|
1,400
|
|
55,550
|
Oriental Land
|
2,100
|
|
319,626
|
ORIX
|
50,600
|
|
769,581
|
Osaka Gas
|
75,000
|
|
302,443
|
OTSUKA
|
700
|
|
82,819
|
Otsuka Holdings
|
14,600
|
|
444,967
|
Panasonic
|
89,395
|
|
1,018,154
|
Park24
|
3,800
|
|
78,317
|
Rakuten
|
29,300
|
|
481,996
|
Resona Holdings
|
75,900
|
|
399,818
|
Ricoh
|
28,000
|
|
293,748
|
Rinnai
|
1,500
|
|
115,759
|
Rohm
|
3,800
|
|
189,345
|
Sankyo
|
2,200
|
|
104,148
|
Sanrio
|
2,100
|
|
77,344
|
Santen Pharmaceutical
|
3,300
|
|
138,692
|
SBI Holdings
|
7,830
|
|
107,178
|
Secom
|
8,500
|
|
478,116
|
Sega Sammy Holdings
|
7,484
|
|
177,610
|
Sekisui Chemical
|
17,000
|
|
195,522
|
Sekisui House
|
23,000
|
|
318,648
|
Seven & I Holdings
|
30,560
|
|
1,211,056
|
Seven Bank
|
26,000
|
|
98,990
|
|
|
|
|
Sharp
|
46,000
|
a
|
156,467
|
Shikoku Electric Power
|
6,900
|
a
|
98,461
|
Shimadzu
|
9,000
|
|
79,946
|
Shimamura
|
1,000
|
|
88,441
|
Shimano
|
3,300
|
|
293,066
|
Shimizu
|
23,000
|
|
123,418
|
Shin-Etsu Chemical
|
16,600
|
|
922,797
|
Shinsei Bank
|
67,000
|
|
136,279
|
Shionogi & Co.
|
12,000
|
|
243,939
|
Shiseido
|
14,400
|
|
228,539
|
Shizuoka Bank
|
23,400
|
|
235,064
|
Showa Denko
|
57,000
|
|
77,212
|
Showa Shell Sekiyu
|
8,500
|
|
80,342
|
SMC
|
2,100
|
|
522,824
|
SoftBank
|
38,400
|
|
2,785,773
|
Sojitz
|
54,600
|
|
93,355
|
Sony
|
40,980
|
|
646,730
|
Sony Financial Holdings
|
7,000
|
|
113,117
|
Stanley Electric
|
5,500
|
|
123,726
|
Sumco
|
4,900
|
|
37,321
|
Sumitomo
|
45,500
|
|
564,882
|
Sumitomo Chemical
|
60,000
|
|
244,379
|
Sumitomo Electric Industries
|
30,400
|
|
476,571
|
Sumitomo Heavy Industries
|
25,000
|
|
115,890
|
Sumitomo Metal Mining
|
21,000
|
|
272,797
|
Sumitomo Mitsui Financial Group
|
50,900
|
|
2,354,719
|
Sumitomo Mitsui Trust Holdings
|
134,640
|
|
651,243
|
Sumitomo Realty & Development
|
14,000
|
|
615,199
|
Sumitomo Rubber Industries
|
7,600
|
|
104,672
|
Suntory Beverage & Food
|
5,200
|
|
169,631
|
Suruga Bank
|
8,000
|
|
135,437
|
Suzuken
|
2,920
|
|
100,721
|
Suzuki Motor
|
14,700
|
|
380,805
|
Sysmex
|
2,600
|
|
143,090
|
T&D Holdings
|
23,800
|
|
289,683
|
Taiheiyo Cement
|
47,000
|
|
174,642
|
Taisei
|
39,000
|
|
170,650
|
Taisho Pharmaceutical Holdings
|
1,500
|
|
107,836
|
Taiyo Nippon Sanso
|
9,000
|
|
62,107
|
Takashimaya
|
12,000
|
|
111,757
|
Takeda Pharmaceutical
|
32,000
|
|
1,491,922
|
TDK
|
4,900
|
|
220,915
|
Teijin
|
40,000
|
|
89,677
|
Terumo
|
6,100
|
|
283,746
|
THK
|
4,400
|
|
95,272
|
Tobu Railway
|
41,000
|
|
190,520
|
Toho
|
4,300
|
|
88,585
|
Toho Gas
|
18,000
|
|
83,480
|
Tohoku Electric Power
|
16,400
|
a
|
176,734
|
Tokio Marine Holdings
|
28,000
|
|
812,888
|
Tokyo Electric Power
|
58,072
|
a
|
263,774
|
Tokyo Electron
|
6,900
|
|
352,560
|
|
|
|
|
Tokyo Gas
|
99,000
|
|
495,662
|
Tokyo Tatemono
|
17,000
|
|
157,729
|
Tokyu
|
45,820
|
|
284,223
|
Tokyu Fudosan Holdings
|
20,900
|
a
|
181,159
|
TonenGeneral Sekiyu
|
13,000
|
|
113,922
|
Toppan Printing
|
22,000
|
|
160,415
|
Toray Industries
|
59,000
|
|
386,297
|
Toshiba
|
163,000
|
|
677,085
|
TOTO
|
12,000
|
|
189,875
|
Toyo Seikan Group Holdings
|
7,100
|
|
125,773
|
Toyo Suisan Kaisha
|
4,000
|
|
125,504
|
Toyoda Gosei
|
2,400
|
|
50,400
|
Toyota Boshoku
|
2,600
|
|
29,600
|
Toyota Industries
|
6,700
|
|
305,134
|
Toyota Motor
|
110,757
|
|
6,313,129
|
Toyota Tsusho
|
8,700
|
|
203,587
|
Trend Micro
|
4,100
|
|
126,057
|
Tsumura & Co.
|
2,300
|
|
57,094
|
Ube Industries
|
46,600
|
|
95,274
|
Unicharm
|
4,600
|
|
250,056
|
United Urban Investment
|
97
|
|
144,360
|
USS
|
9,800
|
|
133,898
|
West Japan Railway
|
6,800
|
|
277,895
|
Yahoo! Japan
|
54,800
|
|
308,521
|
Yakult Honsha
|
3,600
|
|
175,839
|
Yamada Denki
|
36,200
|
|
124,970
|
Yamaguchi Financial Group
|
9,000
|
|
81,517
|
Yamaha
|
7,200
|
|
105,775
|
Yamaha Motor
|
11,200
|
|
147,635
|
Yamato Holdings
|
15,600
|
|
327,217
|
Yamato Kogyo
|
1,800
|
|
53,060
|
Yamazaki Baking
|
4,000
|
|
43,131
|
Yaskawa Electric
|
9,000
|
|
121,888
|
Yokogawa Electric
|
8,800
|
|
135,840
|
Yokohama Rubber
|
9,000
|
|
80,113
|
|
|
|
106,200,047
|
Luxembourg--.1%
|
|
|
|
RTL Group
|
1,346
|
|
164,261
|
SES
|
11,649
|
|
373,935
|
|
|
|
538,196
|
Macau--.2%
|
|
|
|
Sands China
|
97,813
|
|
755,324
|
Wynn Macau
|
62,000
|
|
265,209
|
|
|
|
1,020,533
|
Mexico--.0%
|
|
|
|
Fresnillo
|
8,530
|
|
107,881
|
Netherlands--3.0%
|
|
|
|
Aegon
|
71,880
|
|
626,313
|
Airbus Group
|
23,615
|
|
1,673,777
|
Akzo Nobel
|
9,700
|
|
696,043
|
ASML Holding
|
14,493
|
|
1,235,064
|
Corio
|
2,835
|
|
120,503
|
|
|
|
|
Delta Lloyd
|
7,390
|
|
189,604
|
Fugro
|
2,756
|
|
144,140
|
Gemalto
|
3,324
|
|
373,634
|
Heineken
|
9,313
|
|
567,813
|
Heineken Holding
|
4,035
|
|
232,508
|
ING Groep
|
155,531
|
a
|
2,059,699
|
Koninklijke Ahold
|
40,782
|
|
679,938
|
Koninklijke Boskalis Westminster
|
3,270
|
|
156,877
|
Koninklijke DSM
|
6,221
|
|
411,271
|
Koninklijke KPN
|
129,050
|
|
481,421
|
Koninklijke Philips
|
38,820
|
|
1,350,629
|
Koninklijke Vopak
|
2,912
|
|
160,033
|
OCI
|
3,786
|
a
|
175,558
|
QIAGEN
|
9,940
|
a
|
217,685
|
Randstad Holding
|
5,158
|
|
327,419
|
Reed Elsevier
|
27,971
|
|
576,303
|
TNT Express
|
14,652
|
|
128,906
|
Unilever
|
65,094
|
|
2,428,591
|
Wolters Kluwer
|
12,132
|
|
334,237
|
Ziggo
|
6,005
|
|
260,870
|
|
|
|
15,608,836
|
New Zealand--.1%
|
|
|
|
Auckland International Airport
|
42,260
|
|
124,745
|
Contact Energy
|
16,082
|
|
67,056
|
Fletcher Building
|
27,701
|
|
203,023
|
Ryman Healthcare
|
12,123
|
|
77,326
|
Telecom Corporation of New Zealand
|
78,060
|
|
148,332
|
|
|
|
620,482
|
Norway--.8%
|
|
|
|
Aker Solutions
|
6,700
|
|
102,520
|
DNB
|
39,514
|
|
668,345
|
Gjensidige Forsikring
|
8,002
|
|
153,422
|
Norsk Hydro
|
51,393
|
|
233,056
|
Orkla
|
31,249
|
|
242,953
|
Seadrill
|
15,180
|
|
545,042
|
Statoil
|
45,219
|
|
1,073,367
|
Telenor
|
26,694
|
|
554,652
|
Yara International
|
7,417
|
|
307,075
|
|
|
|
3,880,432
|
Portugal--.2%
|
|
|
|
Banco Espirito Santo
|
66,352
|
a
|
101,010
|
Energias de Portugal
|
80,517
|
|
302,547
|
Galp Energia
|
13,867
|
|
214,498
|
Jeronimo Martins
|
10,446
|
|
178,530
|
Portugal Telecom
|
27,519
|
|
121,128
|
|
|
|
917,713
|
Singapore--1.4%
|
|
|
|
Ascendas Real Estate Investment Trust
|
78,912
|
|
131,258
|
CapitaCommercial Trust
|
76,000
|
|
84,168
|
CapitaLand
|
105,500
|
|
226,799
|
CapitaMall Trust
|
97,000
|
|
142,232
|
CapitaMalls Asia
|
65,000
|
|
89,691
|
|
|
|
|
City Developments
|
17,000
|
|
116,615
|
ComfortDelGro
|
78,700
|
|
118,719
|
DBS Group Holdings
|
69,588
|
|
898,534
|
Genting Singapore
|
250,527
|
|
271,042
|
Global Logistic Properties
|
123,843
|
|
270,278
|
Golden Agri-Resources
|
278,440
|
|
113,490
|
Hutchison Port Holdings Trust
|
227,000
|
|
150,805
|
Jardine Cycle & Carriage
|
4,422
|
|
120,480
|
Keppel
|
58,700
|
|
478,575
|
Keppel Land
|
26,000
|
|
64,421
|
Olam International
|
62,995
|
|
73,095
|
Oversea-Chinese Banking
|
104,942
|
|
761,752
|
SembCorp Industries
|
43,254
|
|
177,976
|
SembCorp Marine
|
38,000
|
|
120,924
|
Singapore Airlines
|
21,733
|
|
163,515
|
Singapore Exchange
|
35,000
|
|
187,939
|
Singapore Press Holdings
|
69,075
|
|
215,990
|
Singapore Technologies Engineering
|
68,000
|
|
202,011
|
Singapore Telecommunications
|
322,951
|
|
893,547
|
StarHub
|
26,918
|
|
89,638
|
United Overseas Bank
|
51,112
|
|
801,413
|
UOL Group
|
21,111
|
|
96,677
|
Wilmar International
|
77,000
|
|
188,314
|
|
|
|
7,249,898
|
Spain--3.3%
|
|
|
|
Abertis Infraestructuras
|
15,807
|
|
353,052
|
ACS Actividades de Construccion y Servicios
|
5,340
|
|
187,626
|
Amadeus IT Holding, Cl. A
|
15,366
|
|
607,649
|
Banco Bilbao Vizcaya Argentaria
|
232,442
|
|
2,776,985
|
Banco de Sabadell
|
136,579
|
|
403,415
|
Banco Popular Espanol
|
52,819
|
|
362,958
|
Banco Santander
|
455,377
|
|
3,931,111
|
Bankia
|
161,084
|
a
|
278,976
|
CaixaBank
|
68,868
|
|
422,546
|
Distribuidora Internacional de Alimentacion
|
24,682
|
|
202,974
|
Enagas
|
7,612
|
|
208,200
|
Ferrovial
|
16,561
|
|
318,039
|
Gas Natural SDG
|
14,079
|
|
348,142
|
Grifols
|
5,971
|
|
309,427
|
Iberdrola
|
192,632
|
|
1,187,358
|
Inditex
|
8,849
|
|
1,320,030
|
Mapfre
|
35,362
|
|
145,912
|
Red Electrica
|
4,424
|
|
309,456
|
Repsol
|
35,574
|
|
832,925
|
Telefonica
|
163,766
|
|
2,523,518
|
Zardoya Otis
|
6,340
|
|
106,518
|
|
|
|
17,136,817
|
Sweden--3.2%
|
|
|
|
Alfa Laval
|
13,304
|
|
322,501
|
Assa Abloy, Cl. B
|
13,506
|
|
673,049
|
Atlas Copco, Cl. A
|
27,167
|
|
735,346
|
Atlas Copco, Cl. B
|
15,703
|
|
392,236
|
|
|
|
|
Boliden
|
11,860
|
|
180,074
|
Electrolux, Ser. B
|
9,611
|
|
203,732
|
Elekta, Cl. B
|
14,946
|
|
217,753
|
Ericsson, Cl. B
|
123,474
|
|
1,515,822
|
Getinge, Cl. B
|
8,218
|
|
282,130
|
Hennes & Mauritz, Cl. B
|
38,523
|
|
1,659,542
|
Hexagon, Cl. B
|
9,712
|
|
308,205
|
Husqvarna, Cl. B
|
16,174
|
|
93,673
|
Industrivarden, Cl. C
|
5,510
|
|
99,714
|
Investment AB Kinnevik, Cl. B
|
8,981
|
|
352,123
|
Investor, Cl. B
|
18,395
|
|
595,042
|
Lundin Petroleum
|
8,991
|
a
|
155,167
|
Millicom International Cellular, SDR
|
2,643
|
|
256,743
|
Nordea Bank
|
119,625
|
|
1,597,108
|
Sandvik
|
43,073
|
|
603,423
|
Scania, Cl. B
|
13,131
|
|
268,598
|
Securitas, Cl. B
|
13,206
|
|
137,090
|
Skandinaviska Enskilda Banken, Cl. A
|
61,441
|
|
791,320
|
Skanska, Cl. B
|
15,609
|
|
307,074
|
SKF, Cl. B
|
15,801
|
|
418,152
|
Svenska Cellulosa, Cl. B
|
23,595
|
|
671,109
|
Svenska Handelsbanken, Cl. A
|
20,201
|
|
957,819
|
Swedbank, Cl. A
|
36,676
|
|
956,336
|
Swedish Match
|
8,494
|
|
248,795
|
Tele2, Cl. B
|
12,374
|
|
136,265
|
TeliaSonera
|
96,371
|
|
715,126
|
Volvo, Cl. B
|
61,247
|
|
810,044
|
|
|
|
16,661,111
|
Switzerland--9.3%
|
|
|
|
ABB
|
87,808
|
a
|
2,184,203
|
Actelion
|
3,915
|
a
|
367,218
|
Adecco
|
5,336
|
a
|
419,342
|
Aryzta
|
3,491
|
a
|
274,538
|
Baloise Holding
|
1,897
|
|
226,672
|
Barry Callebaut
|
84
|
a
|
99,438
|
Cie Financiere Richemont
|
20,821
|
|
1,926,614
|
Coca-Cola HBC-CDI
|
8,469
|
a
|
224,381
|
Credit Suisse Group
|
60,812
|
a
|
1,832,201
|
EMS-Chemie Holding
|
319
|
|
109,544
|
Geberit
|
1,565
|
|
453,116
|
Givaudan
|
335
|
a
|
495,194
|
Glencore Xstrata
|
423,545
|
a
|
2,242,635
|
Holcim
|
9,258
|
a
|
673,291
|
Julius Baer Group
|
9,014
|
a
|
437,214
|
Kuehne + Nagel International
|
2,216
|
|
294,270
|
Lindt & Spruengli
|
4
|
|
214,357
|
Lindt & Spruengli-PC
|
29
|
|
130,187
|
Lonza Group
|
1,942
|
a
|
194,571
|
Nestle
|
129,552
|
|
9,393,371
|
Novartis
|
92,361
|
|
7,304,246
|
Pargesa Holding-BR
|
1,256
|
|
100,959
|
Partners Group Holding
|
689
|
|
163,020
|
|
|
|
|
Roche Holding
|
28,214
|
|
7,753,324
|
Schindler Holding
|
876
|
|
128,638
|
Schindler Holding-PC
|
1,724
|
|
249,811
|
SGS
|
221
|
|
499,965
|
Sika-BR
|
82
|
|
270,048
|
Sonova Holding
|
2,104
|
a
|
288,902
|
Sulzer
|
959
|
|
144,626
|
Swatch Group
|
1,746
|
|
178,812
|
Swatch Group-BR
|
1,248
|
|
741,882
|
Swiss Life Holding
|
1,301
|
a
|
280,318
|
Swiss Prime Site
|
2,107
|
a
|
163,691
|
Swiss Re
|
14,281
|
a
|
1,233,217
|
Swisscom
|
940
|
|
516,559
|
Syngenta
|
3,778
|
|
1,338,685
|
UBS
|
145,922
|
a
|
2,889,217
|
Zurich Insurance Group
|
6,019
|
a
|
1,745,180
|
|
|
|
48,183,457
|
United Kingdom--21.3%
|
|
|
|
3i Group
|
40,656
|
|
249,450
|
Aberdeen Asset Management
|
39,934
|
|
255,995
|
Admiral Group
|
7,931
|
|
188,212
|
Aggreko
|
11,359
|
|
288,646
|
AMEC
|
12,404
|
|
209,839
|
Anglo American
|
56,517
|
|
1,332,852
|
Antofagasta
|
16,062
|
|
224,336
|
ArcelorMittal
|
40,401
|
|
669,759
|
ARM Holdings
|
56,579
|
|
868,267
|
Associated British Foods
|
14,380
|
|
641,375
|
AstraZeneca
|
50,116
|
|
3,181,637
|
Aviva
|
119,290
|
|
871,789
|
Babcock International Group
|
14,531
|
|
331,906
|
BAE Systems
|
131,168
|
|
923,984
|
Barclays
|
611,241
|
|
2,732,462
|
BG Group
|
136,182
|
|
2,285,239
|
BHP Billiton
|
84,381
|
|
2,491,157
|
BP
|
756,433
|
|
5,927,563
|
British American Tobacco
|
76,224
|
|
3,649,689
|
British Land
|
37,922
|
|
408,559
|
British Sky Broadcasting Group
|
41,849
|
|
602,091
|
BT Group
|
319,924
|
|
2,016,353
|
Bunzl
|
13,346
|
|
304,253
|
Burberry Group
|
17,817
|
|
423,516
|
Capita
|
26,492
|
|
427,756
|
Carnival
|
7,529
|
|
309,134
|
Centrica
|
209,861
|
|
1,073,326
|
Cobham
|
42,313
|
|
204,191
|
Compass Group
|
73,756
|
|
1,102,666
|
Croda International
|
5,720
|
|
226,442
|
Diageo
|
100,507
|
|
2,998,776
|
Direct Line Insurance Group
|
35,078
|
|
152,575
|
easyJet
|
6,447
|
|
174,037
|
Experian
|
40,858
|
|
698,208
|
|
|
|
|
G4S
|
62,114
|
|
243,658
|
GKN
|
65,866
|
|
426,245
|
GlaxoSmithKline
|
196,476
|
|
5,058,624
|
Hammerson
|
26,334
|
|
227,143
|
Hargreaves Lansdown
|
8,738
|
|
213,156
|
HSBC Holdings
|
749,260
|
|
7,708,550
|
ICAP
|
23,517
|
|
149,315
|
IMI
|
12,762
|
|
313,565
|
Imperial Tobacco Group
|
38,518
|
|
1,406,710
|
Inmarsat
|
19,204
|
|
221,172
|
InterContinental Hotels Group
|
10,018
|
|
324,065
|
International Consolidated Airlines Group
|
38,774
|
a
|
265,226
|
Intertek Group
|
6,481
|
|
301,428
|
Intu Properties
|
25,970
|
|
134,610
|
Investec
|
22,476
|
|
144,638
|
ITV
|
150,543
|
|
486,036
|
J Sainsbury
|
49,594
|
|
281,543
|
Johnson Matthey
|
8,251
|
|
437,924
|
Kingfisher
|
95,869
|
|
581,725
|
Land Securities Group
|
31,597
|
|
533,858
|
Legal & General Group
|
239,396
|
|
845,706
|
Lloyds Banking Group
|
2,007,747
|
a
|
2,745,192
|
London Stock Exchange Group
|
7,003
|
|
211,642
|
Marks & Spencer Group
|
65,191
|
|
504,050
|
Meggitt
|
31,584
|
|
267,370
|
Melrose Industries
|
53,387
|
|
271,266
|
National Grid
|
148,877
|
|
1,931,338
|
Next
|
6,453
|
|
664,338
|
Old Mutual
|
197,838
|
|
559,687
|
Pearson
|
33,060
|
|
603,649
|
Persimmon
|
12,138
|
a
|
261,550
|
Petrofac
|
10,370
|
|
196,529
|
Prudential
|
102,180
|
|
2,058,961
|
Randgold Resources
|
3,506
|
|
241,954
|
Reckitt Benckiser Group
|
25,792
|
|
1,932,115
|
Reed Elsevier
|
48,020
|
|
699,721
|
Resolution
|
59,778
|
|
342,171
|
Rexam
|
32,104
|
|
259,945
|
Rio Tinto
|
50,818
|
|
2,706,587
|
Rolls-Royce Holdings
|
76,281
|
a
|
1,486,779
|
Royal Bank of Scotland Group
|
86,347
|
a
|
481,546
|
Royal Dutch Shell, Cl. A
|
153,308
|
|
5,295,325
|
Royal Dutch Shell, Cl. B
|
100,636
|
|
3,674,194
|
RSA Insurance Group
|
150,053
|
|
239,194
|
SABMiller
|
39,035
|
|
1,757,174
|
Sage Group
|
41,506
|
|
278,257
|
Schroders
|
4,200
|
|
170,080
|
Segro
|
28,963
|
|
160,323
|
Serco Group
|
19,474
|
|
140,090
|
Severn Trent
|
10,096
|
|
286,558
|
Shire
|
22,446
|
|
1,121,804
|
Smith & Nephew
|
36,491
|
|
525,143
|
|
|
|
|
Smiths Group
|
15,834
|
|
373,788
|
SSE
|
39,048
|
|
838,301
|
Standard Chartered
|
98,306
|
|
2,002,422
|
Standard Life
|
95,167
|
|
571,126
|
Subsea 7
|
11,106
|
|
190,989
|
Tate & Lyle
|
18,866
|
|
234,745
|
Tesco
|
327,996
|
|
1,726,136
|
Travis Perkins
|
9,819
|
|
280,253
|
TUI Travel
|
20,087
|
|
140,346
|
Tullow Oil
|
36,652
|
|
475,745
|
Unilever
|
51,194
|
|
1,968,198
|
United Utilities Group
|
27,367
|
|
322,363
|
Vodafone Group
|
1,945,444
|
|
7,229,421
|
Weir Group
|
8,553
|
|
294,121
|
Whitbread
|
7,218
|
|
444,566
|
William Hill
|
35,017
|
|
191,185
|
WM Morrison Supermarkets
|
88,859
|
|
350,086
|
Wolseley
|
10,719
|
|
577,592
|
WPP
|
53,389
|
|
1,118,896
|
|
|
|
110,155,748
|
United States--.1%
|
|
|
|
Transocean
|
14,585
|
a
|
634,179
|
Total Common Stocks
|
|
|
|
(cost $431,553,298)
|
|
|
506,642,909
|
|
|
|
|
Other Investment--.9%
|
Shares
|
|
Value ($)
|
Registered Investment Company;
|
|
|
|
Dreyfus Institutional Preferred Plus Money Market Fund
|
|
|
|
(cost $4,752,261)
|
4,752,261
|
d
|
4,752,261
|
|
Total Investments
(cost $438,533,638)
|
99.7
|
%
|
515,096,275
|
Cash and Receivables (Net)
|
.3
|
%
|
1,326,539
|
Net Assets
|
100.0
|
%
|
516,422,814
|
|
BR-Bearer Certificate
|
CDI-Chess Depository Interest
|
PC-Participation Certificate
|
REIT-Real Estate Investment Trust
|
RSP-Risparmio (Savings) Shares
|
SDR-Swedish Depository Receipts
|
STRIP-Separate Trading of Registered Interest and Principal of Securities
|
|
|
a
|
Non-income producing security.
|
b
|
The valuation of these securities has been determined in good faith by management under the direction of the Board of
|
|
Directors. At January 31, 2014, the value of these securities amounted to $0 or .0% of net assets.
|
c
|
Held by or on behalf of a counterparty for open financial futures contracts.
|
d
|
Investment in affiliated money market mutual fund.
|
At January 31, 2014, net unrealized appreciation on investments was $76,562,637 of which $113,914,558 related to appreciated investment securities and $37,351,921 related to depreciated investment securities. At January 31, 2014, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.
|
|
Portfolio Summary (Unaudited) †
|
Value (%)
|
Financial
|
25.2
|
Industrial
|
12.8
|
Consumer Discretionary
|
11.8
|
Consumer Staples
|
10.6
|
Health Care
|
10.2
|
Materials
|
8.0
|
Energy
|
6.6
|
Telecommunication Services
|
5.6
|
Information Technology
|
4.4
|
Utilities
|
3.5
|
Short-Term/Money Market Investments
|
1.0
|
|
99.7
|
† Based on net assets.
|
|
STATEMENT OF FINANCIAL FUTURES
January 31, 2014 (Unaudited)
|
|
|
|
|
|
|
|
Market Value
|
|
Unrealized
|
|
|
|
Covered by
|
|
(Depreciation)
|
|
|
Contracts
|
Contracts ($)
|
Expiration
|
at 1/31/2014
|
($)
|
Financial Futures Long
|
|
|
|
|
|
ASX SPI 200 Index
|
7
|
787,658
|
March 2014
|
(8,595
|
)
|
Euro STOXX 50
|
48
|
1,953,793
|
March 2014
|
(50,976
|
)
|
FTSE 100 Index
|
18
|
1,911,081
|
March 2014
|
(56,149
|
)
|
TOPIX
|
11
|
1,308,114
|
March 2014
|
(63,529
|
)
|
|
|
|
|
|
|
(179,249
|
)
|
STATEMENT OF FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
January 31, 2014 (Unaudited)
|
|
|
|
|
|
|
|
|
Foreign
|
|
|
Unrealized
|
|
Forward Foreign Currency
|
Currency
|
|
|
Appreciation
|
|
Exchange Contracts
|
Amounts
|
Cost ($)
|
Value ($)
|
(Depreciation) ($)
|
|
Purchases:
|
|
|
|
|
|
|
|
Australian Dollar,
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
3/19/2014
|
a
|
738,484
|
649,357
|
644,322
|
(5,035
|
)
|
3/19/2014
|
b
|
257,400
|
232,419
|
224,579
|
(7,840
|
)
|
3/19/2014
|
c
|
362,609
|
327,858
|
316,373
|
(11,485
|
)
|
3/19/2014
|
d
|
193,541
|
175,072
|
168,863
|
(6,209
|
)
|
|
|
British Pound,
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
3/19/2014
|
a
|
998,848
|
1,641,323
|
1,641,440
|
117
|
|
3/19/2014
|
b
|
896,766
|
1,468,224
|
1,473,685
|
5,461
|
|
3/19/2014
|
c
|
344
|
567
|
565
|
(2
|
)
|
3/19/2014
|
e
|
424,079
|
694,639
|
696,903
|
2,264
|
|
|
|
Euro,
|
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
3/19/2014
|
a
|
1,339,602
|
1,827,571
|
1,806,747
|
(20,824
|
)
|
3/19/2014
|
b
|
1,382,576
|
1,902,805
|
1,864,706
|
(38,099
|
)
|
3/19/2014
|
c
|
62,741
|
86,376
|
84,620
|
(1,756
|
)
|
|
|
Japanese Yen,
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
2/4/2014
|
a
|
7,785,453
|
75,782
|
76,201
|
419
|
|
3/19/2014
|
a
|
136,676,518
|
1,320,527
|
1,338,039
|
17,512
|
|
3/19/2014
|
b
|
56,811,600
|
551,390
|
556,175
|
4,785
|
|
3/19/2014
|
c
|
69,816,058
|
678,904
|
683,487
|
4,583
|
|
3/19/2014
|
f
|
4,772,385
|
46,588
|
46,721
|
133
|
|
|
|
|
Sales:
|
|
|
Proceeds ($)
|
|
|
|
Australian Dollar,
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
3/19/2014
|
a
|
594,026
|
525,730
|
518,283
|
7,447
|
|
3/19/2014
|
b
|
123,651
|
110,055
|
107,884
|
2,171
|
|
3/19/2014
|
c
|
23,253
|
20,538
|
20,288
|
250
|
|
|
British Pound,
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3/19/2014
|
a
|
952,349
|
1,562,360
|
1,565,027
|
(2,667
|
)
|
3/19/2014
|
b
|
256,492
|
419,993
|
421,502
|
(1,509
|
)
|
|
|
Euro,
|
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
2/4/2014
|
a
|
55,899
|
75,782
|
75,391
|
391
|
|
3/19/2014
|
a
|
977,736
|
1,336,453
|
1,318,691
|
17,762
|
|
3/19/2014
|
b
|
503,152
|
688,939
|
678,611
|
10,328
|
|
|
Japanese Yen,
|
|
|
|
|
|
Expiring:
|
|
|
|
|
|
|
3/19/2014
|
a
|
115,703,722
|
1,120,120
|
1,132,719
|
(12,599
|
)
|
3/19/2014
|
b
|
30,555,408
|
291,579
|
299,132
|
(7,553
|
)
|
|
Gross Unrealized Appreciation
|
|
|
|
73,623
|
|
Gross Unrealized Depreciation
|
|
|
|
(115,578
|
)
|
|
|
Counterparties:
|
a
|
Bank of America
|
b
|
Citigroup
|
c
|
Goldman Sachs International
|
d
|
Standard Chartered Bank
|
e
|
BNP Paribas
|
f
|
UBS
|
The following is a summary of the inputs used as of January 31, 2014 in valuing the fund's investments:
|
|
|
|
|
|
|
|
Level 3 -
|
|
|
Level 1 -
|
Level 2 - Other
|
Significant
|
|
|
Unadjusted Quoted
|
Significant
|
Unobservable
|
|
Assets ($)
|
Prices
|
Observable Inputs
|
Inputs
|
Total
|
Investments in Securities:
|
|
|
|
|
Equity Securities - Domestic Common Stocks+
|
-
|
634,179++
|
-
|
634,179
|
Equity Securities - Foreign Common Stocks+
|
-
|
506,008,730++
|
0
|
506,008,730
|
Equity Securities - Foreign Preferred Stocks+
|
-
|
3,178,888++
|
-
|
3,178,888
|
Mutual Funds
|
4,752,261
|
-
|
-
|
4,752,261
|
U.S. Treasury
|
-
|
389,942
|
-
|
389,942
|
Rights+
|
2,921
|
129,354++
|
-
|
132,275
|
Other Financial Instruments:
|
|
|
|
|
Forward Foreign Currency Exchange Contracts+++
|
-
|
73,623
|
-
|
73,623
|
Liabilities ($)
|
|
|
|
|
Other Financial Instruments:
|
|
|
|
|
Financial Futures+++
|
(179,249)
|
-
|
-
|
(179,249)
|
Forward Foreign Currency Exchange Contracts+++
|
-
|
(115,578)
|
-
|
(115,578)
|
+ See Statement of Investments for additional detailed categorizations.
|
++ Securities classified within Level 2 at period end as the values were determined pursuant to the fund's fair valuation procedures. See note above for additional information.
|
+++ Amount shown represents unrealized appreciation (depreciation) at period end.
|
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”)
recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange
Commission (“SEC”) under authority of federal laws are also sources
of authoritative GAAP for SEC registrants. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e. the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments
relating to fair value measurements. These inputs are summarized in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for
identical investments.
Level 2—other significant observable inputs (including quoted
prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s own
assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques
used to value the fund’s investments are as follows:
Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are
valued at the average of the most recent bid and asked prices, except for open short positions, where the asked price is used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All preceding securities are categorized as Level 1 of the fair value hierarchy.
Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADRs and futures contracts. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.
When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board of Trustees. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 depending on the relevant inputs used.
For restricted securities where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 of the fair value hierarchy.
U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.
Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund during the period ended January 31, 2014 is discussed below.
Forward Foreign Currency Exchange Contracts: The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy.
When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is
opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized gain or loss which occurred during the period is reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty nonperformance on these forward contracts, which is typically limited to the unrealized gain on each open contract.
Futures Contracts: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in financial futures contracts in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a broker, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss. There is minimal counterparty credit risk to the
fund with futures since futures are exchange traded, and the exchange’s
clearinghouse guarantees the futures against default.
Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.
STATEMENT OF INVESTMENTS
Dreyfus S&P 500 Index Fund
January 31, 2014 (Unaudited)
|
|
|
|
Common Stocks--99.5%
|
Shares
|
|
Value ($)
|
Automobiles & Components--1.1%
|
|
|
|
BorgWarner
|
39,860
|
|
2,140,482
|
Delphi Automotive
|
47,688
|
|
2,903,722
|
Ford Motor
|
672,510
|
|
10,060,750
|
General Motors
|
193,979
|
|
6,998,762
|
Goodyear Tire & Rubber
|
43,150
|
|
1,020,929
|
Harley-Davidson
|
38,501
|
|
2,375,127
|
Johnson Controls
|
118,356
|
|
5,458,579
|
|
|
|
30,958,351
|
Banks--2.9%
|
|
|
|
BB&T
|
120,790
|
|
4,518,754
|
Comerica
|
31,141
|
|
1,426,258
|
Fifth Third Bancorp
|
151,694
|
|
3,188,608
|
Hudson City Bancorp
|
77,460
|
|
700,238
|
Huntington Bancshares
|
139,975
|
|
1,269,573
|
KeyCorp
|
150,677
|
|
1,922,638
|
M&T Bank
|
22,179
|
|
2,473,180
|
People's United Financial
|
52,854
|
|
751,055
|
PNC Financial Services Group
|
90,565
|
|
7,234,332
|
Regions Financial
|
237,668
|
|
2,417,084
|
SunTrust Banks
|
92,256
|
|
3,415,317
|
U.S. Bancorp
|
313,935
|
|
12,472,638
|
Wells Fargo & Co.
|
819,327
|
|
37,148,286
|
Zions Bancorporation
|
33,419
|
|
960,796
|
|
|
|
79,898,757
|
Capital Goods--8.1%
|
|
|
|
3M
|
109,169
|
|
13,994,374
|
Allegion
|
15,633
|
a
|
771,489
|
AMETEK
|
42,934
|
|
2,121,798
|
Boeing
|
118,017
|
|
14,782,809
|
Caterpillar
|
109,302
|
|
10,264,551
|
Cummins
|
30,235
|
|
3,839,240
|
Danaher
|
102,905
|
|
7,655,103
|
Deere & Co.
|
65,612
|
|
5,640,008
|
Dover
|
29,488
|
|
2,552,481
|
Eaton
|
80,701
|
|
5,898,436
|
Emerson Electric
|
119,918
|
|
7,907,393
|
Fastenal
|
47,507
|
b
|
2,086,982
|
Flowserve
|
24,375
|
|
1,763,044
|
Fluor
|
28,452
|
|
2,161,214
|
General Dynamics
|
57,462
|
|
5,821,475
|
General Electric
|
1,729,686
|
|
43,467,009
|
Honeywell International
|
134,867
|
|
12,303,916
|
Illinois Tool Works
|
69,968
|
|
5,518,376
|
Ingersoll-Rand
|
45,200
|
|
2,657,308
|
Jacobs Engineering Group
|
22,340
|
a
|
1,356,261
|
|
|
|
|
Joy Global
|
18,859
|
b
|
995,567
|
L-3 Communications Holdings
|
15,119
|
|
1,679,267
|
Lockheed Martin
|
46,140
|
|
6,962,987
|
Masco
|
61,285
|
|
1,296,791
|
Northrop Grumman
|
37,660
|
|
4,351,613
|
PACCAR
|
60,615
|
|
3,394,440
|
Pall
|
19,090
|
|
1,529,109
|
Parker Hannifin
|
25,965
|
|
2,943,652
|
Pentair
|
34,313
|
|
2,550,485
|
Precision Castparts
|
25,061
|
|
6,384,290
|
Quanta Services
|
37,851
|
a
|
1,179,816
|
Raytheon
|
54,683
|
|
5,198,713
|
Rockwell Automation
|
23,946
|
|
2,749,959
|
Rockwell Collins
|
23,815
|
|
1,799,461
|
Roper Industries
|
16,869
|
|
2,315,102
|
Snap-on
|
10,081
|
|
1,009,612
|
Stanley Black & Decker
|
26,930
|
|
2,084,382
|
Textron
|
48,699
|
|
1,728,814
|
United Technologies
|
144,109
|
|
16,431,308
|
W.W. Grainger
|
10,557
|
|
2,475,405
|
Xylem
|
30,812
|
|
1,027,888
|
|
|
|
222,651,928
|
Commercial & Professional Services--.7%
|
|
|
|
ADT
|
35,540
|
b
|
1,067,622
|
Cintas
|
17,248
|
|
984,343
|
Dun & Bradstreet
|
6,424
|
|
706,640
|
Equifax
|
20,748
|
|
1,453,605
|
Iron Mountain
|
30,330
|
|
801,015
|
Nielsen Holdings
|
43,816
|
|
1,852,979
|
Pitney Bowes
|
34,177
|
|
860,577
|
Republic Services
|
45,540
|
|
1,458,646
|
Robert Half International
|
24,946
|
|
1,042,244
|
Stericycle
|
14,882
|
a
|
1,742,087
|
Tyco International
|
80,800
|
|
3,271,592
|
Waste Management
|
74,655
|
|
3,119,086
|
|
|
|
18,360,436
|
Consumer Durables & Apparel--1.3%
|
|
|
|
Coach
|
47,335
|
|
2,266,873
|
D.R. Horton
|
48,521
|
|
1,139,273
|
Fossil Group
|
8,635
|
a
|
965,652
|
Garmin
|
19,839
|
b
|
893,747
|
Harman International Industries
|
11,678
|
|
1,207,856
|
Hasbro
|
19,752
|
|
970,218
|
Leggett & Platt
|
25,041
|
|
751,731
|
Lennar, Cl. A
|
29,000
|
|
1,164,640
|
Mattel
|
57,594
|
|
2,179,357
|
Michael Kors Holdings
|
31,123
|
a
|
2,487,661
|
Mohawk Industries
|
10,474
|
a
|
1,489,193
|
Newell Rubbermaid
|
48,439
|
|
1,496,765
|
NIKE, Cl. B
|
127,380
|
|
9,279,633
|
PulteGroup
|
60,015
|
|
1,219,505
|
PVH
|
13,933
|
|
1,684,082
|
|
|
|
|
Ralph Lauren
|
10,084
|
|
1,582,079
|
VF
|
60,224
|
|
3,520,093
|
Whirlpool
|
13,313
|
|
1,774,623
|
|
|
|
36,072,981
|
Consumer Services--1.8%
|
|
|
|
Carnival
|
75,553
|
|
2,960,922
|
Chipotle Mexican Grill
|
5,387
|
a
|
2,973,409
|
Darden Restaurants
|
21,807
|
|
1,078,138
|
Graham Holdings
|
721
|
|
451,389
|
H&R Block
|
48,006
|
|
1,459,382
|
International Game Technology
|
44,710
|
|
645,165
|
Marriott International, Cl. A
|
38,023
|
|
1,874,534
|
McDonald's
|
169,865
|
|
15,996,187
|
Starbucks
|
128,464
|
|
9,136,360
|
Starwood Hotels & Resorts
|
|
|
|
Worldwide
|
33,228
|
c
|
2,482,464
|
Wyndham Worldwide
|
23,021
|
|
1,633,110
|
Wynn Resorts
|
13,838
|
|
3,008,658
|
Yum! Brands
|
76,298
|
|
5,123,411
|
|
|
|
48,823,129
|
Diversified Financials--8.3%
|
|
|
|
American Express
|
157,219
|
|
13,366,759
|
Ameriprise Financial
|
33,747
|
|
3,565,033
|
Bank of America
|
1,822,639
|
|
30,529,203
|
Bank of New York Mellon
|
198,175
|
|
6,333,673
|
Berkshire Hathaway, Cl. B
|
307,663
|
a
|
34,335,191
|
BlackRock
|
21,817
|
|
6,555,354
|
Capital One Financial
|
98,173
|
|
6,931,996
|
Charles Schwab
|
199,789
|
|
4,958,763
|
Citigroup
|
518,228
|
|
24,579,554
|
CME Group
|
54,223
|
|
4,053,711
|
Discover Financial Services
|
81,296
|
|
4,361,530
|
E*TRADE Financial
|
42,286
|
a
|
846,566
|
Franklin Resources
|
68,989
|
|
3,588,118
|
Goldman Sachs Group
|
71,910
|
|
11,801,869
|
IntercontinentalExchange Group
|
19,605
|
|
4,093,328
|
Invesco
|
75,464
|
|
2,509,178
|
JPMorgan Chase & Co.
|
642,545
|
|
35,571,291
|
Legg Mason
|
19,474
|
b
|
824,724
|
Leucadia National
|
52,336
|
|
1,430,343
|
McGraw-Hill Financial
|
46,232
|
|
3,515,481
|
Moody's
|
31,916
|
|
2,380,295
|
Morgan Stanley
|
237,705
|
|
7,014,675
|
NASDAQ OMX Group
|
19,811
|
|
755,790
|
Northern Trust
|
38,540
|
|
2,320,879
|
SLM
|
74,903
|
|
1,704,792
|
State Street
|
74,613
|
|
4,995,340
|
T. Rowe Price Group
|
44,813
|
|
3,515,132
|
|
|
|
226,438,568
|
Energy--9.9%
|
|
|
|
Anadarko Petroleum
|
86,315
|
|
6,964,757
|
Apache
|
67,881
|
|
5,448,129
|
|
|
|
|
Baker Hughes
|
75,768
|
|
4,291,500
|
Cabot Oil & Gas
|
71,103
|
|
2,842,698
|
Cameron International
|
41,274
|
a
|
2,475,202
|
Chesapeake Energy
|
87,315
|
|
2,349,647
|
Chevron
|
328,748
|
|
36,698,139
|
ConocoPhillips
|
209,084
|
|
13,580,006
|
CONSOL Energy
|
38,205
|
|
1,426,957
|
Denbury Resources
|
61,126
|
|
982,295
|
Devon Energy
|
65,876
|
|
3,901,177
|
Diamond Offshore Drilling
|
12,503
|
|
606,896
|
Ensco, Cl. A
|
40,955
|
|
2,062,903
|
EOG Resources
|
46,850
|
|
7,741,494
|
EQT
|
26,271
|
|
2,438,211
|
Exxon Mobil
|
747,056
|
|
68,848,681
|
FMC Technologies
|
40,135
|
a
|
1,984,274
|
Halliburton
|
145,532
|
|
7,132,523
|
Helmerich & Payne
|
17,889
|
|
1,574,948
|
Hess
|
48,606
|
|
3,669,267
|
Kinder Morgan
|
116,195
|
|
3,951,792
|
Marathon Oil
|
119,114
|
|
3,905,748
|
Marathon Petroleum
|
51,097
|
|
4,447,994
|
Murphy Oil
|
30,154
|
|
1,707,018
|
Nabors Industries
|
46,161
|
|
788,430
|
National Oilwell Varco
|
72,785
|
|
5,459,603
|
Newfield Exploration
|
23,525
|
a
|
582,714
|
Noble
|
42,363
|
|
1,314,524
|
Noble Energy
|
60,923
|
|
3,797,331
|
Occidental Petroleum
|
137,524
|
|
12,042,977
|
Peabody Energy
|
48,931
|
|
834,274
|
Phillips 66
|
102,100
|
|
7,462,489
|
Pioneer Natural Resources
|
24,222
|
|
4,101,269
|
QEP Resources
|
32,621
|
|
1,007,663
|
Range Resources
|
27,515
|
|
2,371,518
|
Rowan, Cl. A
|
22,488
|
a
|
705,449
|
Schlumberger
|
224,912
|
|
19,695,544
|
Southwestern Energy
|
59,852
|
a
|
2,435,378
|
Spectra Energy
|
114,783
|
|
4,126,449
|
Tesoro
|
22,791
|
|
1,174,192
|
Transocean
|
58,859
|
|
2,547,418
|
Valero Energy
|
91,586
|
|
4,680,045
|
Williams
|
115,979
|
|
4,695,990
|
WPX Energy
|
35,479
|
a
|
675,875
|
|
|
|
271,531,388
|
Food & Staples Retailing--2.3%
|
|
|
|
Costco Wholesale
|
74,445
|
|
8,364,640
|
CVS Caremark
|
203,127
|
|
13,755,760
|
Kroger
|
88,113
|
|
3,180,879
|
Safeway
|
41,753
|
|
1,304,364
|
Sysco
|
100,736
|
|
3,533,819
|
Wal-Mart Stores
|
276,347
|
|
20,637,594
|
Walgreen
|
150,000
|
|
8,602,500
|
Whole Foods Market
|
64,281
|
|
3,359,325
|
|
|
|
|
|
|
|
62,738,881
|
Food, Beverage & Tobacco--5.1%
|
|
|
|
Altria Group
|
341,229
|
|
12,018,085
|
Archer-Daniels-Midland
|
113,244
|
|
4,470,873
|
Beam
|
27,453
|
|
2,286,835
|
Brown-Forman, Cl. B
|
27,480
|
|
2,115,960
|
Campbell Soup
|
31,488
|
|
1,297,620
|
Coca-Cola
|
648,863
|
|
24,539,999
|
Coca-Cola Enterprises
|
40,840
|
|
1,767,964
|
ConAgra Foods
|
73,325
|
|
2,331,002
|
Constellation Brands, Cl. A
|
27,982
|
a
|
2,145,380
|
Dr. Pepper Snapple Group
|
35,584
|
|
1,703,762
|
General Mills
|
107,782
|
|
5,175,692
|
Hershey
|
25,252
|
|
2,510,049
|
Hormel Foods
|
22,888
|
|
1,040,031
|
J.M. Smucker
|
17,792
|
|
1,714,971
|
Kellogg
|
44,935
|
|
2,605,331
|
Kraft Foods Group
|
103,055
|
|
5,394,929
|
Lorillard
|
62,816
|
|
3,091,804
|
McCormick & Co.
|
22,409
|
|
1,438,210
|
Mead Johnson Nutrition
|
34,408
|
|
2,645,631
|
Molson Coors Brewing, Cl. B
|
27,760
|
|
1,461,286
|
Mondelez International, Cl. A
|
301,306
|
|
9,867,771
|
Monster Beverage
|
22,911
|
a
|
1,555,657
|
PepsiCo
|
261,945
|
|
21,049,900
|
Philip Morris International
|
273,696
|
|
21,386,605
|
Reynolds American
|
54,382
|
|
2,637,527
|
Tyson Foods, Cl. A
|
45,803
|
|
1,713,032
|
|
|
|
139,965,906
|
Health Care Equipment & Services--4.3%
|
|
|
|
Abbott Laboratories
|
265,606
|
|
9,737,116
|
Aetna
|
63,748
|
|
4,355,901
|
AmerisourceBergen
|
39,860
|
|
2,679,389
|
Baxter International
|
93,472
|
|
6,384,138
|
Becton Dickinson & Co.
|
33,145
|
|
3,583,637
|
Boston Scientific
|
225,392
|
a
|
3,049,554
|
C.R. Bard
|
13,683
|
|
1,773,180
|
Cardinal Health
|
57,874
|
|
3,936,589
|
CareFusion
|
37,094
|
a
|
1,512,322
|
Cerner
|
50,701
|
a
|
2,884,380
|
Cigna
|
47,952
|
|
4,138,737
|
Covidien
|
78,163
|
|
5,333,843
|
DaVita HealthCare Partners
|
29,644
|
a
|
1,924,785
|
DENTSPLY International
|
24,840
|
|
1,146,118
|
Edwards Lifesciences
|
18,817
|
a
|
1,225,363
|
Express Scripts Holding
|
138,397
|
a
|
10,336,872
|
Humana
|
26,702
|
|
2,598,105
|
Intuitive Surgical
|
6,468
|
a
|
2,636,227
|
Laboratory Corp. of America
|
|
|
|
Holdings
|
14,550
|
a
|
1,307,026
|
McKesson
|
39,368
|
|
6,866,173
|
Medtronic
|
171,481
|
|
9,698,965
|
|
|
|
|
Patterson
|
15,412
|
|
615,863
|
Quest Diagnostics
|
25,238
|
|
1,324,995
|
St. Jude Medical
|
49,061
|
|
2,979,475
|
Stryker
|
51,099
|
|
3,965,282
|
Tenet Healthcare
|
16,842
|
a
|
774,900
|
UnitedHealth Group
|
171,761
|
|
12,414,885
|
Varian Medical Systems
|
18,628
|
a
|
1,514,643
|
WellPoint
|
50,143
|
|
4,312,298
|
Zimmer Holdings
|
29,086
|
|
2,733,211
|
|
|
|
117,743,972
|
Household & Personal Products--2.1%
|
|
|
|
Avon Products
|
77,007
|
|
1,146,634
|
Clorox
|
22,165
|
|
1,956,505
|
Colgate-Palmolive
|
149,816
|
|
9,173,234
|
Estee Lauder, Cl. A
|
43,756
|
|
3,007,787
|
Kimberly-Clark
|
64,946
|
|
7,103,144
|
Procter & Gamble
|
464,618
|
|
35,599,031
|
|
|
|
57,986,335
|
Insurance--2.9%
|
|
|
|
ACE
|
57,800
|
|
5,422,218
|
Aflac
|
79,193
|
|
4,971,737
|
Allstate
|
78,904
|
|
4,039,885
|
American International Group
|
251,191
|
|
12,047,120
|
Aon
|
52,221
|
|
4,201,702
|
Assurant
|
12,368
|
|
808,249
|
Chubb
|
43,037
|
|
3,638,348
|
Cincinnati Financial
|
26,035
|
|
1,261,396
|
Genworth Financial, Cl. A
|
83,117
|
a
|
1,225,976
|
Hartford Financial Services Group
|
75,465
|
|
2,509,211
|
Lincoln National
|
44,563
|
|
2,140,361
|
Loews
|
52,171
|
|
2,326,305
|
Marsh & McLennan
|
93,887
|
|
4,291,575
|
MetLife
|
191,120
|
|
9,374,436
|
Principal Financial Group
|
48,175
|
|
2,098,985
|
Progressive
|
94,831
|
|
2,203,872
|
Prudential Financial
|
79,433
|
|
6,703,351
|
Torchmark
|
15,514
|
|
1,165,877
|
Travelers
|
61,882
|
|
5,029,769
|
Unum Group
|
46,363
|
|
1,492,889
|
XL Group
|
47,665
|
|
1,369,892
|
|
|
|
78,323,154
|
Materials--3.5%
|
|
|
|
Air Products & Chemicals
|
36,162
|
|
3,802,073
|
Airgas
|
11,135
|
|
1,149,577
|
Alcoa
|
180,823
|
b
|
2,081,273
|
Allegheny Technologies
|
18,808
|
|
591,324
|
Avery Dennison
|
17,132
|
|
844,094
|
Ball
|
24,565
|
|
1,257,482
|
Bemis
|
17,582
|
|
677,083
|
CF Industries Holdings
|
9,979
|
|
2,303,752
|
Cliffs Natural Resources
|
26,122
|
b
|
504,677
|
Dow Chemical
|
208,277
|
|
9,478,686
|
|
|
|
|
E.I. du Pont de Nemours & Co.
|
157,878
|
|
9,632,137
|
Eastman Chemical
|
26,907
|
|
2,097,670
|
Ecolab
|
46,415
|
|
4,666,564
|
FMC
|
22,314
|
|
1,576,038
|
Freeport-McMoRan Copper & Gold
|
176,654
|
|
5,725,356
|
International Flavors & Fragrances
|
14,164
|
|
1,227,736
|
International Paper
|
75,156
|
|
3,587,947
|
LyondellBasell Industries, Cl. A
|
74,279
|
|
5,850,214
|
MeadWestvaco
|
30,975
|
|
1,117,268
|
Monsanto
|
90,336
|
|
9,625,301
|
Mosaic
|
58,149
|
|
2,596,934
|
Newmont Mining
|
83,664
|
|
1,807,142
|
Nucor
|
54,989
|
|
2,658,718
|
Owens-Illinois
|
27,469
|
a
|
880,107
|
PPG Industries
|
24,298
|
|
4,430,983
|
Praxair
|
50,773
|
|
6,332,409
|
Sealed Air
|
34,582
|
|
1,078,613
|
Sherwin-Williams
|
14,661
|
|
2,686,775
|
Sigma-Aldrich
|
20,478
|
|
1,903,840
|
United States Steel
|
26,106
|
b
|
681,628
|
Vulcan Materials
|
21,789
|
|
1,345,035
|
|
|
|
94,198,436
|
Media--3.7%
|
|
|
|
Cablevision Systems (NY Group),
|
|
|
|
Cl. A
|
34,947
|
|
560,550
|
CBS, Cl. B
|
94,908
|
|
5,572,998
|
Comcast, Cl. A
|
445,158
|
|
24,238,853
|
DIRECTV
|
83,079
|
a
|
5,768,175
|
Discovery Communications, Cl. A
|
38,514
|
a
|
3,072,647
|
Gannett
|
40,778
|
|
1,122,618
|
Interpublic Group of Cos.
|
70,523
|
|
1,150,935
|
News Corp., Cl. A
|
83,146
|
a
|
1,327,010
|
Omnicom Group
|
43,541
|
|
3,160,206
|
Scripps Networks Interactive, Cl.
|
|
|
|
A
|
19,387
|
|
1,405,945
|
Time Warner
|
155,443
|
|
9,766,484
|
Time Warner Cable
|
47,957
|
|
6,391,229
|
Twenty-First Century Fox, Cl. A
|
337,242
|
|
10,731,040
|
Viacom, Cl. B
|
69,550
|
|
5,710,055
|
Walt Disney
|
279,134
|
|
20,267,920
|
|
|
|
100,246,665
|
Pharmaceuticals, Biotech & Life Sciences--9.1%
|
|
|
|
AbbVie
|
271,485
|
|
13,365,207
|
Actavis
|
29,790
|
a
|
5,629,714
|
Agilent Technologies
|
55,949
|
|
3,253,434
|
Alexion Pharmaceuticals
|
33,274
|
a
|
5,281,582
|
Allergan
|
50,512
|
|
5,788,675
|
Amgen
|
128,711
|
|
15,310,173
|
Biogen Idec
|
40,594
|
a
|
12,691,308
|
Bristol-Myers Squibb
|
281,015
|
|
14,042,320
|
Celgene
|
70,822
|
a
|
10,759,986
|
Eli Lilly & Co.
|
168,913
|
|
9,122,991
|
|
|
|
|
Forest Laboratories
|
40,896
|
a
|
2,711,405
|
Gilead Sciences
|
261,862
|
a
|
21,119,170
|
Hospira
|
27,494
|
a
|
1,210,011
|
Johnson & Johnson
|
482,329
|
|
42,671,647
|
Merck & Co.
|
499,186
|
|
26,441,882
|
Mylan
|
65,197
|
a
|
2,960,596
|
PerkinElmer
|
20,343
|
|
886,955
|
Perrigo Company
|
23,052
|
|
3,588,274
|
Pfizer
|
1,107,669
|
|
33,673,138
|
Regeneron Pharmaceuticals
|
13,571
|
a
|
3,916,455
|
Thermo Fisher Scientific
|
62,079
|
|
7,147,776
|
Vertex Pharmaceuticals
|
39,501
|
a
|
3,122,159
|
Waters
|
14,360
|
a
|
1,554,757
|
Zoetis
|
85,346
|
|
2,591,105
|
|
|
|
248,840,720
|
Real Estate--2.0%
|
|
|
|
American Tower
|
67,062
|
c
|
5,423,975
|
Apartment Investment & Management,
|
|
|
|
Cl. A
|
26,808
|
c
|
749,820
|
AvalonBay Communities
|
20,684
|
c
|
2,554,474
|
Boston Properties
|
26,639
|
c
|
2,879,409
|
CBRE Group, Cl. A
|
49,281
|
a
|
1,307,918
|
Equity Residential
|
57,664
|
c
|
3,193,432
|
General Growth Properties
|
91,012
|
c
|
1,832,982
|
HCP
|
78,341
|
c
|
3,067,050
|
Health Care
|
49,680
|
c
|
2,877,466
|
Host Hotels & Resorts
|
127,505
|
c
|
2,344,817
|
Kimco Realty
|
68,950
|
c
|
1,441,745
|
Macerich
|
24,295
|
c
|
1,375,097
|
Plum Creek Timber
|
28,023
|
c
|
1,206,951
|
Prologis
|
85,342
|
c
|
3,307,856
|
Public Storage
|
24,774
|
c
|
3,904,135
|
Simon Property Group
|
52,855
|
c
|
8,184,068
|
Ventas
|
49,675
|
c
|
3,099,223
|
Vornado Realty Trust
|
29,837
|
c
|
2,739,932
|
Weyerhaeuser
|
99,813
|
c
|
2,982,412
|
|
|
|
54,472,762
|
Retailing--4.3%
|
|
|
|
Amazon.com
|
63,344
|
a
|
22,720,859
|
AutoNation
|
11,377
|
a
|
561,910
|
AutoZone
|
5,904
|
a
|
2,922,834
|
Bed Bath & Beyond
|
36,578
|
a
|
2,335,505
|
Best Buy
|
45,619
|
|
1,073,871
|
CarMax
|
37,907
|
a
|
1,709,985
|
Dollar General
|
50,223
|
a
|
2,828,559
|
Dollar Tree
|
36,123
|
a
|
1,824,934
|
Expedia
|
17,253
|
|
1,121,100
|
Family Dollar Stores
|
16,391
|
|
1,013,292
|
GameStop, Cl. A
|
19,268
|
|
675,729
|
Gap
|
45,970
|
|
1,750,538
|
Genuine Parts
|
25,965
|
|
2,135,621
|
Home Depot
|
240,494
|
|
18,481,964
|
|
|
|
|
Kohl's
|
34,082
|
|
1,725,572
|
L Brands
|
41,129
|
|
2,153,514
|
Lowe's
|
178,198
|
|
8,248,785
|
Macy's
|
63,921
|
|
3,400,597
|
Netflix
|
10,146
|
a
|
4,153,062
|
Nordstrom
|
24,113
|
|
1,385,292
|
O'Reilly Automotive
|
18,080
|
a
|
2,368,118
|
PetSmart
|
18,442
|
|
1,161,846
|
priceline.com
|
8,836
|
a
|
10,116,248
|
Ross Stores
|
37,454
|
|
2,543,501
|
Staples
|
114,694
|
b
|
1,509,373
|
Target
|
108,407
|
|
6,140,172
|
The TJX Companies
|
122,042
|
|
7,000,329
|
Tiffany & Co.
|
18,448
|
|
1,534,689
|
Tractor Supply
|
23,868
|
|
1,587,461
|
TripAdvisor
|
19,513
|
a
|
1,506,208
|
Urban Outfitters
|
19,231
|
a
|
688,854
|
|
|
|
118,380,322
|
Semiconductors & Semiconductor Equipment--2.0%
|
|
|
|
Altera
|
54,958
|
|
1,837,246
|
Analog Devices
|
52,479
|
|
2,533,161
|
Applied Materials
|
205,594
|
|
3,458,091
|
Broadcom, Cl. A
|
93,769
|
|
2,790,565
|
First Solar
|
10,675
|
a
|
539,941
|
Intel
|
849,091
|
|
20,836,693
|
KLA-Tencor
|
28,256
|
|
1,736,896
|
Lam Research
|
27,672
|
a
|
1,400,480
|
Linear Technology
|
40,484
|
|
1,803,157
|
LSI
|
90,852
|
|
1,002,098
|
Microchip Technology
|
33,824
|
b
|
1,517,345
|
Micron Technology
|
182,598
|
a
|
4,207,058
|
NVIDIA
|
96,700
|
b
|
1,518,190
|
Texas Instruments
|
186,428
|
|
7,904,547
|
Xilinx
|
46,090
|
|
2,139,498
|
|
|
|
55,224,966
|
Software & Services--10.5%
|
|
|
|
Accenture, Cl. A
|
108,321
|
|
8,652,681
|
Adobe Systems
|
79,560
|
a
|
4,709,156
|
Akamai Technologies
|
30,772
|
a
|
1,467,209
|
Alliance Data Systems
|
8,364
|
a
|
2,004,516
|
Autodesk
|
38,698
|
a
|
1,983,272
|
Automatic Data Processing
|
82,556
|
|
6,323,790
|
CA
|
56,982
|
|
1,827,983
|
Citrix Systems
|
32,379
|
a
|
1,750,733
|
Cognizant Technology Solutions,
|
|
|
|
Cl. A
|
51,795
|
a
|
5,019,971
|
Computer Sciences
|
24,826
|
|
1,499,739
|
eBay
|
198,672
|
a
|
10,569,350
|
Electronic Arts
|
54,599
|
a
|
1,441,414
|
Facebook, Cl. A
|
280,737
|
a
|
17,565,714
|
Fidelity National Information
|
|
|
|
Services
|
50,069
|
|
2,538,498
|
|
|
|
|
Fiserv
|
44,842
|
a
|
2,513,394
|
Google, Cl. A
|
47,981
|
a
|
56,664,122
|
International Business Machines
|
174,439
|
|
30,819,883
|
Intuit
|
49,418
|
|
3,619,868
|
MasterCard, Cl. A
|
176,680
|
|
13,371,142
|
Microsoft
|
1,298,753
|
|
49,157,801
|
Oracle
|
599,445
|
|
22,119,520
|
Paychex
|
56,075
|
b
|
2,345,056
|
Red Hat
|
32,818
|
a
|
1,854,217
|
salesforce.com
|
94,275
|
a
|
5,706,466
|
Symantec
|
121,375
|
|
2,598,639
|
Teradata
|
28,299
|
a
|
1,163,655
|
Total System Services
|
28,103
|
|
839,718
|
VeriSign
|
22,359
|
a
|
1,313,591
|
Visa, Cl. A
|
86,962
|
|
18,734,224
|
Western Union
|
95,917
|
|
1,477,122
|
Yahoo!
|
160,496
|
a
|
5,781,066
|
|
|
|
287,433,510
|
Technology Hardware & Equipment--6.2%
|
|
|
|
Amphenol, Cl. A
|
27,399
|
|
2,380,425
|
Apple
|
153,873
|
|
77,028,824
|
Cisco Systems
|
913,114
|
|
20,006,328
|
Corning
|
245,558
|
|
4,226,053
|
EMC
|
350,632
|
|
8,499,320
|
F5 Networks
|
13,854
|
a
|
1,482,378
|
FLIR Systems
|
25,374
|
|
804,863
|
Harris
|
17,893
|
|
1,240,701
|
Hewlett-Packard
|
330,028
|
|
9,570,812
|
Jabil Circuit
|
32,358
|
|
581,473
|
Juniper Networks
|
88,073
|
a
|
2,343,623
|
Motorola Solutions
|
38,847
|
|
2,478,439
|
NetApp
|
57,918
|
b
|
2,452,248
|
QUALCOMM
|
288,554
|
|
21,416,478
|
SanDisk
|
38,536
|
|
2,680,179
|
Seagate Technology
|
56,536
|
|
2,988,493
|
TE Connectivity
|
70,100
|
|
3,961,351
|
Western Digital
|
36,364
|
|
3,133,486
|
Xerox
|
196,633
|
|
2,133,468
|
|
|
|
169,408,942
|
Telecommunication Services--2.3%
|
|
|
|
AT&T
|
900,276
|
|
29,997,196
|
CenturyLink
|
99,978
|
|
2,885,365
|
Crown Castle International
|
57,706
|
a
|
4,094,818
|
Frontier Communications
|
165,132
|
b
|
776,120
|
Verizon Communications
|
488,883
|
|
23,476,162
|
Windstream Holdings
|
106,795
|
b
|
798,827
|
|
|
|
62,028,488
|
Transportation--2.0%
|
|
|
|
C.H. Robinson Worldwide
|
25,541
|
|
1,495,170
|
CSX
|
172,145
|
|
4,632,422
|
Delta Air Lines
|
146,239
|
|
4,476,376
|
Expeditors International of
|
|
|
|
|
|
|
Washington
|
35,804
|
1,462,951
|
FedEx
|
51,065
|
6,807,986
|
Kansas City Southern
|
18,719
|
1,976,539
|
Norfolk Southern
|
52,874
|
4,895,604
|
Ryder System
|
9,785
|
696,594
|
Southwest Airlines
|
120,873
|
2,532,289
|
Union Pacific
|
78,582
|
13,692,128
|
United Parcel Service, Cl. B
|
122,880
|
11,701,862
|
|
|
54,369,921
|
Utilities--3.1%
|
|
|
AES
|
108,632
|
1,527,366
|
AGL Resources
|
21,260
|
1,015,803
|
Ameren
|
41,415
|
1,567,144
|
American Electric Power
|
83,498
|
4,075,537
|
CenterPoint Energy
|
72,434
|
1,694,956
|
CMS Energy
|
45,572
|
1,266,446
|
Consolidated Edison
|
49,868
|
2,713,318
|
Dominion Resources
|
99,736
|
6,773,072
|
DTE Energy
|
30,234
|
2,062,563
|
Duke Energy
|
120,256
|
8,492,479
|
Edison International
|
56,928
|
2,741,652
|
Entergy
|
31,245
|
1,969,372
|
Exelon
|
146,961
|
4,261,869
|
FirstEnergy
|
71,055
|
2,237,522
|
Integrys Energy Group
|
13,486
|
732,829
|
NextEra Energy
|
73,553
|
6,761,727
|
NiSource
|
55,163
|
1,895,952
|
Northeast Utilities
|
55,335
|
2,423,673
|
NRG Energy
|
54,842
|
1,527,350
|
ONEOK
|
36,024
|
2,467,284
|
Pepco Holdings
|
42,315
|
822,180
|
PG&E
|
75,954
|
3,201,461
|
Pinnacle West Capital
|
18,129
|
954,129
|
PPL
|
108,770
|
3,325,099
|
Public Service Enterprise Group
|
86,131
|
2,871,608
|
SCANA
|
24,197
|
1,143,792
|
Sempra Energy
|
38,477
|
3,567,203
|
Southern
|
150,465
|
6,205,177
|
TECO Energy
|
37,265
|
610,401
|
Wisconsin Energy
|
38,946
|
1,661,826
|
Xcel Energy
|
86,034
|
2,487,243
|
|
|
85,058,033
|
Total Common Stocks
|
|
|
(cost $1,186,054,149)
|
|
2,721,156,551
|
|
Principal
|
|
Short-Term Investments--.0%
|
Amount ($)
|
Value ($)
|
U.S. Treasury Bills;
|
|
|
0.08%, 6/26/14
|
|
|
(cost $1,404,570)
|
1,405,000
d
|
1,404,784
|
|
|
|
Other Investment--.9%
|
Shares
|
Value ($)
|
Registered Investment Company;
|
|
|
|
|
|
|
|
Dreyfus Institutional Preferred
|
|
|
|
|
Plus Money Market Fund
|
|
|
|
|
(cost $23,699,467)
|
23,699,467
|
e
|
23,699,467
|
|
Investment of Cash Collateral for
|
|
|
|
|
Securities Loaned--.3%
|
|
|
|
|
Registered Investment Company;
|
|
|
|
|
Dreyfus Institutional Cash
|
|
|
|
|
Advantage Fund
|
|
|
|
|
(cost $8,104,060)
|
8,104,060
|
e
|
8,104,060
|
|
Total Investments
(cost $1,219,262,246)
|
100.7
|
%
|
2,754,364,862
|
|
Liabilities, Less Cash and Receivables
|
(.7
|
%)
|
(20,123,438
|
)
|
Net Assets
|
100.0
|
%
|
2,734,241,424
|
|
|
a Non-income producing security.
|
b Security, or portion thereof, on loan. At January 31, 2014, the value of the fund's securities on loan was $15,580,637 and the
|
value of the collateral held by the fund was $16,221,522, consisting of cash collateral of $8,104,060 and U.S. Government &
|
Agency securities valued at $8,117,462.
|
c Investment in real estate investment trust.
|
d Held by or on behalf of a counterparty for open financial futures contracts.
|
e Investment in affiliated money market mutual fund.
|
At January 31, 2014, net unrealized appreciation on investments was $1,535,102,616 of which $1,565,143,569 related to appreciated investment securities and $30,040,953 related to depreciated investment securities. At January 31, 2014, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.
|
|
Portfolio Summary (Unaudited) †
|
Value (%)
|
Software & Services
|
10.5
|
Energy
|
9.9
|
Pharmaceuticals, Biotech & Life Sciences
|
9.1
|
Diversified Financials
|
8.3
|
Capital Goods
|
8.1
|
Technology Hardware & Equipment
|
6.2
|
Food, Beverage & Tobacco
|
5.1
|
Health Care Equipment & Services
|
4.3
|
Retailing
|
4.3
|
Media
|
3.7
|
Materials
|
3.5
|
Utilities
|
3.1
|
Banks
|
2.9
|
Insurance
|
2.9
|
Food & Staples Retailing
|
2.3
|
Telecommunication Services
|
2.3
|
Household & Personal Products
|
2.1
|
Real Estate
|
2.0
|
Semiconductors & Semiconductor Equipment
|
2.0
|
Transportation
|
2.0
|
Consumer Services
|
1.8
|
Consumer Durables & Apparel
|
1.3
|
Money Market Investments
|
1.2
|
Automobiles & Components
|
1.1
|
Commercial & Professional Services
|
.7
|
|
|
|
100.7
|
STATEMENT OF FINANCIAL FUTURES
January 31, 2014 (Unaudited)
|
|
|
|
|
|
|
|
Market Value
|
|
Unrealized
|
|
|
|
Covered by
|
|
(Depreciation)
|
|
|
Contracts
|
Contracts ($)
|
Expiration
|
at 1/31/2014
|
($)
|
Financial Futures Long
|
|
|
|
|
|
Standard & Poor's 500 E-mini
|
308
|
27,359,640
|
March 2014
|
(789,123
|
)
|
The following is a summary of the inputs used as of January 31, 2014 in valuing the fund's investments:
|
|
|
Level 3 -
|
|
|
|
Level 2 - Other
|
Significant
|
|
|
Level 1 - Unadjusted
|
Significant
|
Unobservable
|
|
Assets ($)
|
Quoted Prices
|
Observable Inputs
|
Inputs
|
Total
|
Investments in Securities:
|
|
|
|
|
Equity Securities - Domestic Common Stocks+
|
2,716,605,987
|
-
|
-
|
2,716,605,987
|
Equity Securities - Foreign Common Stocks+
|
4,550,564
|
-
|
-
|
4,550,564
|
Mutual Funds
|
31,803,527
|
-
|
-
|
31,803,527
|
U.S. Treasury
|
-
|
1,404,784
|
-
|
1,404,784
|
Liabilities ($)
|
|
|
|
|
Other Financial Instruments:
|
|
|
|
|
Financial Futures++
|
(789,123)
|
-
|
-
|
(789,123)
|
+ See Statement of Investments for additional detailed categorizations.
|
++ Amount shown represents unrealized (depreciation) at period end.
|
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”)
recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange
Commission (“SEC”) under authority of federal laws are also sources
of authoritative GAAP for SEC registrants. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e. the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments
relating to fair value measurements. These inputs are summarized in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for
identical investments.
Level 2—other significant observable inputs (including quoted
prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s own
assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques
used to value the fund’s investments are as follows:
Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices, except
for open short positions, where the asked price is used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All preceding securities are categorized as Level 1 of the fair value hierarchy.
Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADRs and futures contracts. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.
When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board of Trustees. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 depending on the relevant inputs used.
For restricted securities where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 of the fair value hierarchy.
Pursuant to a securities lending agreement with The Bank of New York Mellon, the fund may lend securities to qualified institutions. It
is the fund’s policy that, at origination, all loans are secured by collateral
of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Manager or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund and credit the fund with the market value of the unreturned
securities and is subrogated to the fund’s rights against the borrower
and the collateral.
U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally
categorized within Level 2 of the fair value hierarchy.
Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund during the period ended January 31, 2014 is discussed below.
Futures Contracts: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in financial futures contracts in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a broker, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss. There is minimal counterparty credit risk to the
fund with futures since futures are exchange traded, and the exchange’s
clearinghouse guarantees the futures against default.
Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.
STATEMENT OF INVESTMENTS
Dreyfus Smallcap Stock Index Fund
January 31, 2014 (Unaudited)
|
|
|
|
Common Stocks--98.3%
|
Shares
|
|
Value ($)
|
Automobiles & Components--.6%
|
|
|
|
Dorman Products
|
78,281
|
a
|
4,083,137
|
Drew Industries
|
57,365
|
|
2,758,683
|
Spartan Motors
|
35,411
|
|
203,613
|
Standard Motor Products
|
53,229
|
|
1,741,121
|
Superior Industries International
|
37,955
|
|
691,161
|
Winnebago Industries
|
70,269
|
a
|
1,683,645
|
|
|
|
11,161,360
|
Banks--8.3%
|
|
|
|
Bank Mutual
|
153,521
|
|
1,050,084
|
Bank of the Ozarks
|
73,264
|
|
4,644,938
|
Banner
|
61,727
|
|
2,273,405
|
BBCN Bancorp
|
166,642
|
|
2,507,962
|
BofI Holding
|
27,491
|
a
|
2,274,880
|
Boston Private Financial Holdings
|
230,533
|
|
2,833,251
|
Brookline Bancorp
|
116,688
|
|
1,038,523
|
Cardinal Financial
|
75,620
|
|
1,289,321
|
City Holding
|
37,313
|
b
|
1,664,906
|
Columbia Banking System
|
121,171
|
|
3,163,775
|
Community Bank System
|
89,335
|
|
3,180,326
|
CVB Financial
|
238,677
|
|
3,561,061
|
Dime Community Bancshares
|
39,459
|
|
644,760
|
F.N.B.
|
363,457
|
|
4,303,331
|
First BanCorp
|
336,333
|
a
|
1,644,668
|
First Commonwealth Financial
|
283,544
|
|
2,327,896
|
First Financial Bancorp
|
143,697
|
|
2,382,496
|
First Financial Bankshares
|
77,560
|
b
|
4,744,345
|
First Midwest Bancorp
|
205,293
|
|
3,278,529
|
Glacier Bancorp
|
206,924
|
|
5,469,001
|
Hanmi Financial
|
103,277
|
|
2,227,685
|
Home BancShares
|
119,700
|
|
3,691,548
|
Independent Bank
|
43,305
|
|
1,565,909
|
MB Financial
|
149,666
|
|
4,205,615
|
National Penn Bancshares
|
321,669
|
|
3,338,924
|
NBT Bankcorp
|
87,204
|
|
2,096,384
|
Northwest Bancshares
|
204,287
|
|
2,872,275
|
Old National Bancorp
|
293,108
|
|
4,103,512
|
Oritani Financial
|
136,475
|
|
2,148,117
|
PacWest Bancorp
|
101,118
|
b
|
4,055,843
|
Pinnacle Financial Partners
|
101,121
|
|
3,300,589
|
PrivateBancorp
|
184,588
|
|
5,277,371
|
Provident Financial Services
|
136,839
|
|
2,370,051
|
S&T Bancorp
|
94,225
|
|
2,203,923
|
Simmons First National, Cl. A
|
54,265
|
|
1,873,770
|
Sterling Bancorp
|
190,113
|
|
2,395,424
|
Susquehanna Bancshares
|
459,246
|
|
4,973,634
|
Taylor Capital Group
|
19,934
|
a
|
445,126
|
|
|
|
|
|
Texas Capital Bancshares
|
96,085
|
a
|
|
5,714,175
|
Tompkins Financial
|
18,914
|
|
|
887,067
|
TrustCo Bank
|
162,219
|
|
|
1,059,290
|
UMB Financial
|
87,475
|
|
|
5,186,393
|
Umpqua Holdings
|
313,981
|
b
|
|
5,513,506
|
United Bankshares
|
145,640
|
b
|
|
4,353,180
|
United Community Banks
|
126,622
|
a
|
|
2,112,055
|
ViewPoint Financial Group
|
105,269
|
|
|
2,591,723
|
Wilshire Bancorp
|
169,402
|
|
|
1,687,244
|
Wintrust Financial
|
108,149
|
|
|
4,740,171
|
|
|
|
|
141,267,962
|
Capital Goods--9.8%
|
|
|
|
|
AAON
|
87,893
|
|
|
2,606,906
|
AAR
|
119,973
|
|
|
3,197,280
|
Actuant, Cl. A
|
200,466
|
|
|
6,859,947
|
Aegion
|
91,284
|
a
|
|
1,873,148
|
Aerovironment
|
31,298
|
a
|
|
933,306
|
Albany International, Cl. A
|
81,615
|
|
|
2,821,431
|
American Science & Engineering
|
22,657
|
|
|
1,549,512
|
American Woodmark
|
43,628
|
a
|
|
1,531,779
|
Apogee Enterprises
|
69,254
|
|
|
2,340,785
|
Applied Industrial Technologies
|
114,890
|
|
|
5,806,541
|
Astec Industries
|
52,446
|
|
|
1,950,991
|
AZZ
|
53,342
|
|
|
2,230,229
|
Barnes Group
|
124,422
|
|
|
4,658,360
|
Brady, Cl. A
|
117,301
|
|
|
3,209,355
|
Briggs & Stratton
|
144,769
|
|
|
3,050,283
|
CIRCOR International
|
46,047
|
|
|
3,316,305
|
Comfort Systems USA
|
110,011
|
|
|
1,874,587
|
Cubic
|
43,269
|
|
|
2,143,114
|
Curtiss-Wright
|
118,883
|
|
|
7,301,794
|
DXP Enterprises
|
28,587
|
a
|
|
2,745,495
|
Dycom Industries
|
69,075
|
a
|
|
1,922,357
|
EMCOR Group
|
172,840
|
|
|
7,347,428
|
Encore Wire
|
46,121
|
|
|
2,356,322
|
EnerSys
|
126,861
|
|
|
8,634,160
|
Engility Holdings
|
58,195
|
a
|
|
2,229,450
|
EnPro Industries
|
51,344
|
a
|
|
3,724,494
|
ESCO Technologies
|
59,988
|
|
|
2,093,581
|
Federal Signal
|
182,602
|
a
|
|
2,249,657
|
Franklin Electric
|
87,500
|
|
|
3,486,000
|
GenCorp
|
122,321
|
a,b
|
|
2,081,903
|
Gibraltar Industries
|
67,653
|
a
|
|
1,208,283
|
Griffon
|
99,879
|
|
|
1,254,480
|
II-VI
|
150,601
|
a
|
|
2,299,677
|
John Bean Technologies
|
83,222
|
|
|
2,569,063
|
Kaman
|
62,967
|
|
|
2,440,601
|
Lindsay
|
37,246
|
b
|
|
3,165,910
|
Lydall
|
70,360
|
a
|
|
1,243,261
|
Moog, Cl. A
|
121,631
|
a
|
|
7,305,158
|
Mueller Industries
|
69,025
|
|
|
4,296,116
|
National Presto Industries
|
9,225
|
a
|
|
701,930
|
|
|
|
|
|
Orbital Sciences
|
154,876
|
a
|
|
3,786,718
|
Orion Marine Group
|
50,589
|
a
|
|
566,597
|
Powell Industries
|
17,611
|
|
|
1,081,492
|
Quanex Building Products
|
76,180
|
|
|
1,443,611
|
Simpson Manufacturing
|
110,845
|
|
|
3,613,547
|
Standex International
|
31,175
|
|
|
1,773,234
|
Teledyne Technologies
|
97,996
|
a
|
|
9,002,893
|
Tennant
|
40,580
|
|
|
2,602,395
|
Titan International
|
117,588
|
|
|
1,970,775
|
Toro
|
149,954
|
|
|
9,501,085
|
Universal Forest Products
|
50,761
|
|
|
2,667,491
|
Vicor
|
30,461
|
a
|
|
314,662
|
Watts Water Technologies, Cl. A
|
73,570
|
|
|
4,121,391
|
|
|
|
|
167,056,870
|
Commercial & Professional Services--3.4%
|
|
|
|
|
ABM Industries
|
122,066
|
|
|
3,254,280
|
CDI
|
36,364
|
|
|
622,552
|
Consolidated Graphics
|
27,207
|
a
|
|
1,764,102
|
Exponent
|
34,028
|
|
|
2,457,502
|
G&K Services, Cl. A
|
48,185
|
|
|
2,693,060
|
Healthcare Services Group
|
159,284
|
|
|
4,321,375
|
Heidrick & Struggles International
|
36,877
|
|
|
615,108
|
Insperity
|
57,339
|
|
|
1,893,334
|
Interface
|
142,575
|
|
|
2,986,946
|
Kelly Services, Cl. A
|
60,424
|
|
|
1,448,968
|
Korn/Ferry International
|
123,105
|
a
|
|
2,888,043
|
Mobile Mini
|
101,295
|
|
|
3,917,078
|
Navigant Consulting
|
138,627
|
a
|
|
2,435,676
|
On Assignment
|
124,296
|
a
|
|
3,689,105
|
Resources Connection
|
104,396
|
|
|
1,407,258
|
Tetra Tech
|
149,965
|
a
|
|
4,425,467
|
TrueBlue
|
119,244
|
a
|
|
2,925,055
|
UniFirst
|
43,473
|
|
|
4,599,443
|
United Stationers
|
107,777
|
|
|
4,465,201
|
Viad
|
41,695
|
|
|
1,096,162
|
WageWorks
|
68,300
|
a
|
|
4,247,577
|
|
|
|
|
58,153,292
|
Consumer Durables & Apparel--4.5%
|
|
|
|
|
Arctic Cat
|
41,737
|
|
|
1,767,145
|
Blyth
|
25,232
|
b
|
|
236,676
|
Callaway Golf
|
148,917
|
|
|
1,216,652
|
Crocs
|
219,329
|
a
|
|
3,366,700
|
Ethan Allen Interiors
|
84,606
|
b
|
|
2,135,455
|
Fifth & Pacific Companies
|
292,783
|
a
|
|
8,402,872
|
G-III Apparel Group
|
42,345
|
a
|
|
2,962,880
|
Helen of Troy
|
67,700
|
a
|
|
3,726,208
|
Iconix Brand Group
|
140,293
|
a
|
|
5,218,900
|
iRobot
|
67,101
|
a,b
|
|
2,371,349
|
JAKKS Pacific
|
54,153
|
b
|
|
311,921
|
La-Z-Boy
|
142,581
|
|
|
3,838,281
|
M/I Homes
|
58,256
|
a
|
|
1,432,515
|
Meritage Homes
|
91,661
|
a
|
|
4,451,975
|
|
|
|
|
|
Movado Group
|
45,638
|
|
|
1,722,835
|
Oxford Industries
|
32,469
|
|
|
2,450,435
|
Perry Ellis International
|
28,940
|
a
|
|
453,490
|
Quiksilver
|
292,467
|
a,b
|
|
2,061,892
|
Ryland Group
|
114,976
|
|
|
5,132,529
|
Skechers USA, Cl. A
|
111,450
|
a
|
|
3,219,791
|
Standard Pacific
|
379,595
|
a
|
|
3,340,436
|
Steven Madden
|
159,673
|
a
|
|
5,203,743
|
Sturm Ruger & Co.
|
52,900
|
b
|
|
4,029,393
|
Universal Electronics
|
45,404
|
a
|
|
1,622,739
|
Wolverine World Wide
|
246,702
|
|
|
6,882,986
|
|
|
|
|
77,559,798
|
Consumer Services--4.1%
|
|
|
|
|
American Public Education
|
54,730
|
a,b
|
|
2,316,721
|
Biglari Holdings
|
2,576
|
a
|
|
1,125,609
|
BJ's Restaurants
|
45,538
|
a,b
|
|
1,291,458
|
Boyd Gaming
|
181,231
|
a
|
|
1,913,799
|
Buffalo Wild Wings
|
44,301
|
a
|
|
6,284,540
|
Capella Education
|
29,091
|
|
|
1,814,987
|
Career Education
|
106,256
|
a
|
|
578,033
|
CEC Entertainment
|
51,716
|
|
|
2,790,595
|
Cracker Barrel Old Country Store
|
65,810
|
|
|
6,515,848
|
DineEquity
|
44,028
|
|
|
3,425,819
|
Hillenbrand
|
142,017
|
|
|
3,844,400
|
Interval Leisure Group
|
106,451
|
|
|
2,810,306
|
ITT Educational Services
|
52,183
|
a,b
|
|
1,534,180
|
Jack in the Box
|
119,079
|
a
|
|
6,021,825
|
Marcus
|
79,304
|
|
|
1,035,710
|
Marriott Vacations Worldwide
|
84,754
|
a
|
|
4,058,022
|
Monarch Casino & Resort
|
38,400
|
a
|
|
739,968
|
Multimedia Games Holding Company
|
77,441
|
a
|
|
2,459,526
|
Papa John's International
|
70,244
|
|
|
3,380,844
|
Pinnacle Entertainment
|
146,619
|
a
|
|
3,203,625
|
Red Robin Gourmet Burgers
|
32,520
|
a
|
|
2,095,264
|
Regis
|
72,893
|
|
|
898,771
|
Ruby Tuesday
|
112,421
|
a
|
|
629,558
|
Ruth's Hospitality Group
|
110,912
|
|
|
1,451,838
|
Sonic
|
133,577
|
a
|
|
2,376,335
|
Strayer Education
|
29,270
|
a,b
|
|
1,023,279
|
Texas Roadhouse
|
150,819
|
|
|
3,657,361
|
Universal Technical Institute
|
43,320
|
|
|
509,876
|
|
|
|
|
69,788,097
|
Diversified Financials--4.0%
|
|
|
|
|
Calamos Asset Management, Cl. A
|
56,552
|
|
|
648,651
|
Cash America International
|
86,001
|
b
|
|
3,158,817
|
Encore Capital Group
|
49,212
|
a,b
|
|
2,341,999
|
Evercore Partners, Cl. A
|
88,434
|
|
|
4,938,155
|
EZCORP, Cl. A
|
120,166
|
a
|
|
1,319,423
|
Financial Engines
|
130,819
|
|
|
7,969,493
|
First Cash Financial Services
|
78,462
|
a
|
|
3,855,623
|
FXCM, Cl. A
|
86,656
|
|
|
1,485,284
|
Green Dot, Cl. A
|
65,955
|
a
|
|
1,485,307
|
|
|
|
|
|
HFF, Cl. A
|
99,935
|
|
|
2,956,077
|
Interactive Brokers Group, Cl. A
|
102,805
|
|
|
2,179,466
|
Investment Technology Group
|
99,774
|
a
|
|
1,646,271
|
MarketAxess Holdings
|
102,246
|
|
|
6,414,914
|
Piper Jaffray
|
31,429
|
a
|
|
1,234,531
|
Portfolio Recovery Associates
|
132,820
|
a
|
|
6,670,220
|
Prospect Capital
|
677,841
|
|
|
7,368,132
|
Stifel Financial
|
143,178
|
a
|
|
6,464,487
|
Virtus Investment Partners
|
19,169
|
a
|
|
3,493,742
|
World Acceptance
|
32,370
|
a,b
|
|
3,097,485
|
|
|
|
|
68,728,077
|
Energy--4.1%
|
|
|
|
|
Approach Resources
|
80,084
|
a,b
|
|
1,608,888
|
Arch Coal
|
529,617
|
b
|
|
2,245,576
|
Basic Energy Services
|
54,213
|
a
|
|
928,669
|
Bristow Group
|
91,541
|
|
|
6,571,728
|
C&J Energy Services
|
121,299
|
a,b
|
|
2,835,971
|
Carrizo Oil & Gas
|
108,861
|
a
|
|
4,474,187
|
Cloud Peak Energy
|
130,513
|
a
|
|
2,444,508
|
Comstock Resources
|
117,678
|
|
|
2,018,178
|
Contango Oil & Gas
|
37,793
|
a
|
|
1,585,794
|
ERA Group
|
50,728
|
a
|
|
1,485,823
|
Exterran Holdings
|
158,565
|
a
|
|
5,508,548
|
Forest Oil
|
339,747
|
a
|
|
1,036,228
|
Geospace Technologies
|
28,656
|
a
|
|
2,278,725
|
Green Plains Renewable Energy
|
71,913
|
b
|
|
1,602,222
|
Gulf Island Fabrication
|
35,016
|
|
|
709,424
|
Hornbeck Offshore Services
|
78,171
|
a
|
|
3,338,683
|
ION Geophysical
|
322,877
|
a
|
|
978,317
|
Matrix Service
|
76,699
|
a
|
|
2,015,650
|
Newpark Resources
|
224,087
|
a
|
|
2,545,628
|
Northern Oil and Gas
|
145,444
|
a
|
|
2,114,756
|
PDC Energy
|
93,252
|
a
|
|
4,649,545
|
Penn Virginia
|
113,768
|
a
|
|
1,364,078
|
PetroQuest Energy
|
161,289
|
a
|
|
622,576
|
Pioneer Energy Services
|
109,026
|
a
|
|
913,638
|
SEACOR Holdings
|
54,119
|
a
|
|
4,555,737
|
Stone Energy
|
136,994
|
a
|
|
4,239,964
|
Swift Energy
|
97,977
|
a,b
|
|
1,212,955
|
Tesco
|
73,477
|
a
|
|
1,551,834
|
TETRA Technologies
|
203,646
|
a
|
|
2,101,627
|
|
|
|
|
69,539,457
|
Food & Staples Retailing--.8%
|
|
|
|
|
Andersons
|
51,211
|
|
|
4,237,198
|
Casey's General Stores
|
97,842
|
|
|
6,718,810
|
Spartan Stores
|
106,978
|
|
|
2,416,633
|
|
|
|
|
13,372,641
|
Food, Beverage & Tobacco--2.3%
|
|
|
|
|
Alliance One International
|
206,329
|
a
|
|
530,266
|
Annie's
|
40,385
|
a,b
|
|
1,620,246
|
B&G Foods
|
120,518
|
|
|
3,949,375
|
Boston Beer, Cl. A
|
19,844
|
a,b
|
|
4,133,704
|
|
|
|
|
|
Cal-Maine Foods
|
32,831
|
|
|
1,654,026
|
Calavo Growers
|
25,423
|
b
|
|
772,351
|
Darling International
|
394,077
|
a
|
|
7,708,146
|
Diamond Foods
|
35,332
|
a,b
|
|
931,352
|
J&J Snack Foods
|
37,416
|
|
|
3,296,350
|
Sanderson Farms
|
58,494
|
|
|
4,349,029
|
Seneca Foods, Cl. A
|
22,294
|
a
|
|
648,087
|
Snyders-Lance
|
106,117
|
|
|
2,834,385
|
TreeHouse Foods
|
96,483
|
a
|
|
6,352,441
|
|
|
|
|
38,779,758
|
Health Care Equipment & Services--7.6%
|
|
|
|
|
Abaxis
|
56,193
|
a
|
|
2,144,887
|
ABIOMED
|
84,454
|
a,b
|
|
2,321,640
|
Air Methods
|
87,516
|
a
|
|
4,500,948
|
Almost Family
|
13,758
|
a
|
|
418,381
|
Amedisys
|
78,623
|
a
|
|
1,186,421
|
AMN Healthcare Services
|
124,131
|
a
|
|
1,875,619
|
AmSurg
|
75,780
|
a
|
|
3,163,815
|
Analogic
|
36,155
|
|
|
3,458,226
|
Anika Therapeutics
|
30,594
|
a
|
|
1,017,862
|
Bio-Reference Labs
|
55,869
|
a,b
|
|
1,502,317
|
Cantel Medical
|
81,341
|
|
|
2,578,510
|
Centene
|
142,063
|
a
|
|
8,609,018
|
Chemed
|
52,189
|
b
|
|
4,118,756
|
Computer Programs & Systems
|
22,312
|
|
|
1,490,888
|
CONMED
|
78,023
|
|
|
3,273,065
|
CorVel
|
34,141
|
a
|
|
1,616,918
|
Cross Country Healthcare
|
47,524
|
a
|
|
513,259
|
CryoLife
|
87,117
|
|
|
939,992
|
Cyberonics
|
62,683
|
a
|
|
4,187,224
|
Cynosure, Cl. A
|
28,957
|
a
|
|
776,916
|
Ensign Group
|
42,699
|
|
|
1,789,942
|
Gentiva Health Services
|
78,108
|
a
|
|
887,307
|
Greatbatch
|
53,487
|
a
|
|
2,273,732
|
Haemonetics
|
126,437
|
a
|
|
4,790,698
|
Hanger
|
82,302
|
a
|
|
2,782,631
|
HealthStream
|
47,212
|
a
|
|
1,370,092
|
Healthways
|
83,531
|
a
|
|
1,278,860
|
ICU Medical
|
37,464
|
a
|
|
2,416,803
|
Integra LifeSciences Holdings
|
49,120
|
a
|
|
2,282,115
|
Invacare
|
67,234
|
|
|
1,356,782
|
IPC The Hospitalist
|
38,965
|
a
|
|
2,079,952
|
Kindred Healthcare
|
128,486
|
|
|
2,433,525
|
Landauer
|
14,214
|
|
|
656,260
|
LHC Group
|
45,193
|
a
|
|
1,036,727
|
Magellan Health Services
|
73,411
|
a
|
|
4,392,180
|
Medidata Solutions
|
119,734
|
a
|
|
7,555,215
|
Meridian Bioscience
|
120,398
|
b
|
|
2,742,666
|
Merit Medical Systems
|
79,373
|
a
|
|
1,140,590
|
Molina Healthcare
|
74,919
|
a
|
|
2,697,084
|
MWI Veterinary Supply
|
32,118
|
a
|
|
5,982,299
|
Natus Medical
|
66,091
|
a
|
|
1,711,096
|
|
|
|
|
|
Neogen
|
82,995
|
a
|
|
3,487,450
|
NuVasive
|
116,837
|
a
|
|
4,374,377
|
Omnicell
|
97,131
|
a
|
|
2,507,922
|
PharMerica
|
87,688
|
a
|
|
2,134,326
|
Quality Systems
|
130,656
|
|
|
2,405,377
|
SurModics
|
49,312
|
a
|
|
1,202,227
|
Symmetry Medical
|
124,679
|
a
|
|
1,211,880
|
West Pharmaceutical Services
|
179,963
|
|
|
8,539,244
|
|
|
|
|
129,214,021
|
Household & Personal Products--.6%
|
|
|
|
|
Central Garden & Pet, Cl. A
|
41,865
|
a
|
|
261,238
|
Inter Parfums
|
50,373
|
|
|
1,639,137
|
Medifast
|
45,985
|
a
|
|
1,219,982
|
Prestige Brands Holdings
|
127,705
|
a
|
|
3,864,353
|
WD-40
|
39,322
|
|
|
2,702,601
|
|
|
|
|
9,687,311
|
Insurance--1.9%
|
|
|
|
|
AMERISAFE
|
41,460
|
|
|
1,715,200
|
eHealth
|
38,530
|
a
|
|
2,058,658
|
Employers Holdings
|
97,538
|
|
|
2,396,509
|
HCI Group
|
23,906
|
b
|
|
1,016,722
|
Horace Mann Educators
|
90,463
|
|
|
2,523,918
|
Infinity Property & Casualty
|
27,988
|
|
|
1,975,953
|
Meadowbrook Insurance Group
|
69,905
|
|
|
423,624
|
Navigators Group
|
32,336
|
a
|
|
1,928,196
|
ProAssurance
|
149,551
|
|
|
6,948,139
|
RLI
|
75,898
|
|
|
3,161,911
|
Safety Insurance Group
|
24,293
|
|
|
1,313,765
|
Selective Insurance Group
|
158,735
|
|
|
3,733,447
|
Stewart Information Services
|
68,040
|
|
|
2,211,980
|
Tower Group International
|
71,359
|
b
|
|
178,397
|
United Fire Group
|
60,477
|
|
|
1,517,973
|
|
|
|
|
33,104,392
|
Materials--6.2%
|
|
|
|
|
A. Schulman
|
78,696
|
|
|
2,673,303
|
A.M. Castle & Co.
|
79,534
|
a
|
|
1,091,206
|
AK Steel Holding
|
319,540
|
a,b
|
|
2,259,148
|
AMCOL International
|
73,432
|
|
|
2,501,828
|
American Vanguard
|
69,461
|
|
|
1,614,274
|
Balchem
|
67,614
|
|
|
3,686,315
|
Boise Cascade
|
79,852
|
|
|
2,434,687
|
Calgon Carbon
|
160,289
|
a
|
|
3,255,470
|
Century Aluminum
|
127,164
|
a
|
|
1,484,004
|
Clearwater Paper
|
46,495
|
a
|
|
2,647,890
|
Deltic Timber
|
19,716
|
|
|
1,267,936
|
Flotek Industries
|
106,331
|
a
|
|
2,287,180
|
FutureFuel
|
78,541
|
|
|
1,284,931
|
Glatfelter
|
99,844
|
|
|
3,094,166
|
Globe Specialty Metals
|
179,262
|
|
|
3,133,500
|
H.B. Fuller
|
132,210
|
|
|
6,158,342
|
Hawkins
|
9,943
|
|
|
350,093
|
Haynes International
|
24,753
|
|
|
1,265,868
|
|
|
|
|
|
Headwaters
|
169,779
|
a
|
|
1,887,942
|
Innophos Holdings
|
49,524
|
|
|
2,311,285
|
Kaiser Aluminum
|
52,833
|
|
|
3,688,272
|
KapStone Paper and Packaging
|
185,678
|
a
|
|
5,193,414
|
Koppers Holdings
|
59,774
|
|
|
2,361,073
|
Kraton Performance Polymers
|
74,046
|
a
|
|
1,851,890
|
LSB Industries
|
33,073
|
a
|
|
1,095,047
|
Materion
|
69,483
|
|
|
1,846,163
|
Myers Industries
|
86,122
|
|
|
1,649,236
|
Neenah Paper
|
49,555
|
|
|
2,152,669
|
Olympic Steel
|
40,857
|
|
|
1,131,330
|
OM Group
|
82,017
|
a
|
|
2,652,430
|
PolyOne
|
233,570
|
|
|
8,305,749
|
Quaker Chemical
|
38,920
|
|
|
2,689,761
|
RTI International Metals
|
75,424
|
a
|
|
2,347,195
|
Schweitzer-Mauduit International
|
91,294
|
|
|
4,211,392
|
Stepan
|
46,620
|
|
|
2,955,242
|
Stillwater Mining
|
265,134
|
a
|
|
3,324,780
|
SunCoke Energy
|
194,125
|
a
|
|
4,305,693
|
Texas Industries
|
48,814
|
a,b
|
|
3,671,789
|
Tredegar
|
46,188
|
|
|
1,145,001
|
Wausau Paper
|
138,031
|
|
|
1,885,503
|
Zep
|
56,036
|
|
|
898,817
|
|
|
|
|
106,051,814
|
Media--.8%
|
|
|
|
|
Digital Generation
|
73,893
|
a
|
|
997,556
|
E.W. Scripps, Cl. A
|
70,159
|
a
|
|
1,291,627
|
Harte-Hanks
|
165,879
|
|
|
1,136,271
|
Live Nation
|
375,090
|
a
|
|
7,978,164
|
Scholastic
|
59,370
|
|
|
1,958,616
|
|
|
|
|
13,362,234
|
Pharmaceuticals, Biotech & Life Sciences--2.8%
|
|
|
|
|
Acorda Therapeutics
|
100,825
|
a
|
|
2,959,214
|
Affymetrix
|
208,530
|
a
|
|
1,958,097
|
Akorn
|
199,855
|
a
|
|
4,536,709
|
ArQule
|
98,879
|
a
|
|
226,433
|
Cambrex
|
66,534
|
a
|
|
1,248,843
|
Emergent BioSolutions
|
82,230
|
a
|
|
1,967,764
|
Hi-Tech Pharmacal
|
30,192
|
a
|
|
1,306,106
|
Impax Laboratories
|
149,952
|
a
|
|
3,469,889
|
Ligand Pharmaceuticals
|
57,510
|
a,b
|
|
3,562,169
|
Luminex
|
102,315
|
a
|
|
1,869,295
|
Medicines
|
148,033
|
a
|
|
5,145,627
|
Momenta Pharmaceuticals
|
121,863
|
a
|
|
2,181,348
|
PAREXEL International
|
151,021
|
a
|
|
7,371,335
|
Questcor Pharmaceuticals
|
147,209
|
b
|
|
9,864,475
|
Spectrum Pharmaceuticals
|
114,974
|
a,b
|
|
966,931
|
|
|
|
|
48,634,235
|
Real Estate--7.3%
|
|
|
|
|
Acadia Realty Trust
|
117,574
|
c
|
|
2,992,258
|
Agree Realty
|
35,984
|
c
|
|
1,028,783
|
American Assets Trust
|
100,319
|
c
|
|
3,357,677
|
|
|
|
|
|
Associated Estates Realty
|
134,133
|
c
|
|
2,142,104
|
Capstead Mortgage
|
228,819
|
c
|
|
2,887,696
|
Cedar Realty Trust
|
228,442
|
c
|
|
1,441,469
|
CoreSite Realty
|
48,998
|
b,c
|
|
1,503,259
|
Cousins Properties
|
475,968
|
c
|
|
5,116,656
|
DiamondRock Hospitality
|
490,772
|
c
|
|
5,683,140
|
EastGroup Properties
|
86,522
|
c
|
|
5,134,215
|
EPR Properties
|
141,993
|
c
|
|
7,253,002
|
Forestar Group
|
67,995
|
a,c
|
|
1,359,900
|
Franklin Street Properties
|
178,998
|
c
|
|
2,146,186
|
Geo Group
|
192,000
|
|
|
6,428,160
|
Getty Realty
|
68,419
|
c
|
|
1,299,961
|
Government Properties Income Trust
|
157,757
|
c
|
|
3,896,598
|
Healthcare Realty Trust
|
220,901
|
c
|
|
5,063,051
|
Inland Real Estate
|
255,035
|
c
|
|
2,688,069
|
Kite Realty Group Trust
|
244,648
|
c
|
|
1,577,980
|
LaSalle Hotel Properties
|
253,610
|
c
|
|
7,801,044
|
Lexington Realty Trust
|
537,238
|
c
|
|
5,807,543
|
LTC Properties
|
104,394
|
c
|
|
3,961,752
|
Medical Properties Trust
|
416,270
|
c
|
|
5,523,903
|
Parkway Properties
|
167,002
|
c
|
|
2,962,615
|
Pennsylvania Real Estate
|
|
|
|
|
Investment Trust
|
169,457
|
c
|
|
3,160,373
|
Post Properties
|
142,985
|
c
|
|
6,710,286
|
PS Business Parks
|
57,461
|
c
|
|
4,514,711
|
Sabra Health Care
|
83,627
|
c
|
|
2,419,329
|
Saul Centers
|
21,144
|
c
|
|
985,310
|
Sovran Self Storage
|
89,670
|
c
|
|
6,089,490
|
Tanger Factory Outlet Centers
|
256,085
|
c
|
|
8,548,117
|
Universal Health Realty Income
|
|
|
|
|
Trust
|
27,265
|
c
|
|
1,156,036
|
Urstadt Biddle Properties, Cl. A
|
68,697
|
c
|
|
1,288,756
|
|
|
|
|
123,929,429
|
Retailing--5.2%
|
|
|
|
|
Aeropostale
|
161,589
|
a,b
|
|
1,139,202
|
Barnes & Noble
|
95,256
|
a
|
|
1,284,051
|
Big 5 Sporting Goods
|
52,516
|
|
|
901,175
|
Blue Nile
|
33,014
|
a
|
|
1,421,583
|
Brown Shoe Company
|
114,211
|
|
|
2,704,516
|
Buckle
|
76,831
|
b
|
|
3,405,150
|
Cato, Cl. A
|
72,852
|
|
|
2,036,942
|
Children's Place Retail Stores
|
60,891
|
a
|
|
3,207,129
|
Christopher & Banks
|
128,538
|
a
|
|
917,761
|
Finish Line, Cl. A
|
106,504
|
|
|
2,731,828
|
Francesca's Holdings
|
117,440
|
a
|
|
2,231,360
|
Fred's, Cl. A
|
79,659
|
|
|
1,392,439
|
FTD Companies
|
44,529
|
a
|
|
1,380,399
|
Genesco
|
59,617
|
a
|
|
4,186,306
|
Group 1 Automotive
|
51,281
|
|
|
3,134,808
|
Haverty Furniture
|
55,446
|
|
|
1,542,508
|
Hibbett Sports
|
56,443
|
a,b
|
|
3,387,144
|
JOS. A. Bank Clothiers
|
73,177
|
a
|
|
4,114,011
|
|
|
|
|
|
Kirkland's
|
39,154
|
a
|
|
737,270
|
Lithia Motors, Cl. A
|
65,151
|
|
|
3,667,350
|
Lumber Liquidators Holdings
|
71,917
|
a
|
|
6,399,894
|
MarineMax
|
59,024
|
a
|
|
870,604
|
Men's Wearhouse
|
121,870
|
|
|
5,854,635
|
Monro Muffler Brake
|
70,654
|
b
|
|
3,922,004
|
NutriSystem
|
72,864
|
|
|
1,036,126
|
Outerwall
|
69,598
|
a,b
|
|
4,475,847
|
PEP Boys-Manny Moe & Jack
|
103,277
|
a
|
|
1,233,127
|
PetMed Express
|
59,167
|
b
|
|
782,779
|
Pool
|
110,477
|
|
|
5,985,644
|
Select Comfort
|
136,587
|
a
|
|
2,235,929
|
Sonic Automotive, Cl. A
|
82,850
|
|
|
1,858,326
|
Stage Stores
|
59,858
|
|
|
1,173,217
|
Stein Mart
|
53,935
|
|
|
667,715
|
Tuesday Morning
|
92,686
|
a
|
|
1,217,894
|
Vitamin Shoppe
|
67,770
|
a
|
|
3,037,451
|
VOXX International
|
67,218
|
a
|
|
896,016
|
Zale
|
91,153
|
a
|
|
1,378,233
|
Zumiez
|
51,508
|
a
|
|
1,108,452
|
|
|
|
|
89,656,825
|
Semiconductors & Semiconductor Equipment--3.9%
|
|
|
|
|
Advanced Energy Industries
|
108,587
|
a
|
|
2,964,425
|
ATMI
|
72,024
|
a
|
|
1,993,624
|
Brooks Automation
|
201,356
|
|
|
2,043,763
|
Cabot Microelectronics
|
62,900
|
a
|
|
2,536,128
|
Ceva
|
32,891
|
a
|
|
571,974
|
Cirrus Logic
|
188,419
|
a,b
|
|
3,299,217
|
Cohu
|
53,365
|
|
|
552,861
|
Diodes
|
112,117
|
a
|
|
2,568,600
|
DSP Group
|
61,946
|
a
|
|
555,036
|
Entropic Communications
|
229,667
|
a
|
|
957,711
|
Exar
|
158,844
|
a
|
|
1,748,872
|
GT Advanced Technologies
|
314,566
|
a,b
|
|
3,230,593
|
Hittite Microwave
|
71,419
|
a
|
|
4,095,880
|
Kopin
|
154,486
|
a
|
|
593,226
|
Kulicke & Soffa Industries
|
211,891
|
a
|
|
2,466,411
|
Micrel
|
73,470
|
|
|
733,231
|
Microsemi
|
236,433
|
a
|
|
5,541,990
|
MKS Instruments
|
137,379
|
|
|
4,139,229
|
Monolithic Power Systems
|
73,938
|
a
|
|
2,417,033
|
Nanometrics
|
32,487
|
a
|
|
550,330
|
Pericom Semiconductor
|
88,145
|
a
|
|
729,841
|
Power Integrations
|
83,078
|
|
|
4,920,710
|
Rubicon Technology
|
33,191
|
a,b
|
|
364,105
|
Rudolph Technologies
|
49,107
|
a
|
|
539,686
|
Sigma Designs
|
82,778
|
a
|
|
388,229
|
Supertex
|
44,195
|
a
|
|
1,180,007
|
Synaptics
|
78,690
|
a,b
|
|
4,592,348
|
Tessera Technologies
|
114,229
|
|
|
2,267,446
|
TriQuint Semiconductor
|
401,804
|
a
|
|
3,334,973
|
Ultratech
|
51,154
|
a
|
|
1,294,196
|
|
|
|
|
|
Veeco Instruments
|
90,348
|
a
|
|
3,434,127
|
|
|
|
|
66,605,802
|
Software & Services--7.1%
|
|
|
|
|
Blackbaud
|
130,854
|
|
|
4,509,229
|
Blucora
|
100,643
|
a
|
|
2,577,467
|
Bottomline Technologies
|
87,435
|
a
|
|
3,027,000
|
CACI International, Cl. A
|
64,283
|
a
|
|
4,758,228
|
Cardtronics
|
124,847
|
a
|
|
4,809,106
|
CIBER
|
274,288
|
a
|
|
1,064,237
|
comScore
|
78,377
|
a
|
|
2,148,314
|
CSG Systems International
|
82,001
|
|
|
2,456,750
|
DealerTrack Technologies
|
103,205
|
a
|
|
4,814,513
|
Dice Holdings
|
141,160
|
a
|
|
988,120
|
Digital River
|
94,559
|
a
|
|
1,662,347
|
Ebix
|
81,229
|
b
|
|
1,103,090
|
EPIQ Systems
|
43,874
|
|
|
630,031
|
ExlService Holdings
|
94,310
|
a
|
|
2,371,897
|
Forrester Research
|
35,925
|
|
|
1,348,625
|
Heartland Payment Systems
|
99,950
|
|
|
4,308,845
|
Higher One Holdings
|
103,041
|
a
|
|
799,598
|
iGATE
|
80,422
|
a
|
|
2,714,243
|
Interactive Intelligence Group
|
32,775
|
a
|
|
2,488,934
|
j2 Global
|
108,527
|
b
|
|
4,921,699
|
Liquidity Services
|
64,143
|
a,b
|
|
1,524,679
|
LivePerson
|
104,328
|
a
|
|
1,442,856
|
LogMeIn
|
45,925
|
a
|
|
1,559,613
|
Manhattan Associates
|
206,716
|
a
|
|
6,970,464
|
MAXIMUS
|
168,967
|
|
|
7,159,132
|
MicroStrategy, Cl. A
|
21,976
|
a
|
|
2,762,383
|
Monotype Imaging Holdings
|
102,111
|
|
|
2,978,578
|
Monster Worldwide
|
267,956
|
a
|
|
1,639,891
|
NetScout Systems
|
103,210
|
a
|
|
3,645,377
|
NIC
|
140,740
|
|
|
3,059,688
|
OpenTable
|
55,650
|
a
|
|
4,189,332
|
Perficient
|
84,161
|
a
|
|
1,727,825
|
Progress Software
|
153,829
|
a
|
|
3,718,047
|
QuinStreet
|
99,921
|
a
|
|
826,347
|
Stamps.com
|
48,048
|
a
|
|
1,895,974
|
SYKES Enterprises
|
86,619
|
a
|
|
1,815,534
|
Synchronoss Technologies
|
73,331
|
a
|
|
1,955,004
|
Take-Two Interactive Software
|
221,476
|
a
|
|
4,247,910
|
Tangoe
|
79,921
|
a
|
|
1,456,960
|
TeleTech Holdings
|
71,705
|
a
|
|
1,564,603
|
Tyler Technologies
|
69,021
|
a
|
|
7,278,264
|
VASCO Data Security International
|
74,580
|
a
|
|
557,113
|
Virtusa
|
63,017
|
a
|
|
2,160,223
|
XO Group
|
98,520
|
a
|
|
1,195,048
|
|
|
|
|
120,833,118
|
Technology Hardware & Equipment--7.5%
|
|
|
|
|
Agilysys
|
45,484
|
a
|
|
595,840
|
Anixter International
|
65,221
|
|
|
5,721,186
|
ARRIS Group
|
279,026
|
a
|
|
7,226,773
|
|
|
|
|
|
Avid Technology
|
118,377
|
a
|
|
821,536
|
Badger Meter
|
33,852
|
|
|
1,724,421
|
Bel Fuse, Cl. B
|
27,512
|
|
|
527,405
|
Belden
|
104,494
|
|
|
6,761,807
|
Benchmark Electronics
|
159,310
|
a
|
|
3,621,116
|
Black Box
|
43,791
|
|
|
1,200,311
|
CalAmp
|
75,147
|
a
|
|
2,215,334
|
Checkpoint Systems
|
130,074
|
a
|
|
1,735,187
|
Cognex
|
195,921
|
a
|
|
7,729,083
|
Coherent
|
70,362
|
a
|
|
4,702,996
|
Comtech Telecommunications
|
53,524
|
|
|
1,628,200
|
CTS
|
84,121
|
|
|
1,572,221
|
Daktronics
|
85,845
|
|
|
1,254,195
|
Digi International
|
45,297
|
a
|
|
466,559
|
DTS
|
32,071
|
a
|
|
664,832
|
Electro Scientific Industries
|
60,473
|
|
|
655,527
|
Electronics for Imaging
|
113,454
|
a
|
|
4,807,046
|
FARO Technologies
|
44,819
|
a
|
|
2,318,039
|
FEI
|
105,740
|
|
|
9,909,953
|
Harmonic
|
322,275
|
a
|
|
2,114,124
|
Insight Enterprises
|
117,003
|
a
|
|
2,468,763
|
Ixia
|
158,286
|
a
|
|
2,024,478
|
Littelfuse
|
51,065
|
|
|
4,570,318
|
Measurement Specialties
|
36,778
|
a
|
|
2,029,042
|
Mercury Systems
|
48,040
|
a
|
|
514,028
|
Methode Electronics
|
91,248
|
|
|
3,071,408
|
MTS Systems
|
31,966
|
|
|
2,248,169
|
NETGEAR
|
92,547
|
a
|
|
2,953,175
|
Newport
|
103,424
|
a
|
|
1,876,111
|
Oplink Communications
|
45,066
|
a
|
|
762,967
|
OSI Systems
|
37,648
|
a
|
|
2,180,949
|
Park Electrochemical
|
43,156
|
|
|
1,302,017
|
PC-Tel
|
50,618
|
|
|
415,574
|
Plexus
|
94,683
|
a
|
|
3,702,105
|
Procera Networks
|
14,809
|
a,b
|
|
171,192
|
QLogic
|
210,395
|
a
|
|
2,434,270
|
Rofin-Sinar Technologies
|
80,079
|
a
|
|
1,849,825
|
Rogers
|
54,126
|
a
|
|
3,285,448
|
Sanmina
|
248,451
|
a
|
|
4,154,101
|
ScanSource
|
83,180
|
a
|
|
3,122,577
|
Super Micro Computer
|
110,548
|
a
|
|
2,272,867
|
SYNNEX
|
65,014
|
a
|
|
3,650,536
|
TTM Technologies
|
154,662
|
a
|
|
1,238,843
|
ViaSat
|
98,223
|
a
|
|
5,845,251
|
|
|
|
|
128,117,705
|
Telecommunication Services--.5%
|
|
|
|
|
Atlantic Tele-Network
|
33,597
|
|
|
1,957,025
|
Cbeyond
|
86,151
|
a
|
|
625,456
|
Cincinnati Bell
|
439,366
|
a
|
|
1,520,206
|
General Communication, Cl. A
|
124,143
|
a
|
|
1,207,911
|
Lumos Networks
|
28,790
|
|
|
547,298
|
NTELOS Holdings
|
46,856
|
|
|
768,907
|
|
|
|
|
USA Mobility
|
79,135
|
|
1,128,465
|
|
|
|
7,755,268
|
Transportation--1.5%
|
|
|
|
Allegiant Travel
|
32,652
|
|
2,973,618
|
Arkansas Best
|
72,886
|
|
2,499,261
|
Atlas Air Worldwide Holdings
|
53,205
|
a
|
1,879,733
|
Forward Air
|
80,990
|
|
3,607,295
|
Heartland Express
|
133,798
|
|
2,817,786
|
Hub Group, Cl. A
|
80,728
|
a
|
3,346,176
|
Knight Transportation
|
171,879
|
|
3,669,617
|
Roadrunner Transportation Systems
|
63,787
|
a
|
1,674,409
|
Saia
|
57,719
|
a
|
1,942,822
|
SkyWest
|
149,698
|
|
1,947,571
|
|
|
|
26,358,288
|
Utilities--3.5%
|
|
|
|
Allete
|
83,841
|
|
4,190,373
|
American States Water
|
102,513
|
|
2,911,369
|
Avista
|
144,490
|
|
4,165,647
|
El Paso Electric
|
88,258
|
|
3,215,239
|
Laclede Group
|
65,802
|
|
3,019,654
|
New Jersey Resources
|
114,346
|
|
5,214,178
|
Northwest Natural Gas
|
78,135
|
|
3,247,291
|
NorthWestern
|
102,268
|
|
4,623,536
|
Piedmont Natural Gas
|
177,446
|
|
5,859,267
|
South Jersey Industries
|
72,591
|
|
3,872,004
|
Southwest Gas
|
124,519
|
|
6,690,406
|
UIL Holdings
|
148,059
|
|
5,725,442
|
UNS Energy
|
111,116
|
|
6,653,626
|
|
|
|
59,388,032
|
Total Common Stocks
|
|
|
|
(cost $1,150,785,473)
|
|
|
1,678,105,786
|
|
|
|
|
|
|
Principal
|
|
|
|
Short-Term Investments--.1%
|
Amount ($)
|
|
Value ($)
|
|
U.S. Treasury Bills;
|
|
|
|
|
0.06%, 6/26/14
|
|
|
|
|
(cost $1,134,716)
|
1,135,000
|
d
|
1,134,825
|
|
|
|
|
|
|
Other Investment--1.6%
|
Shares
|
|
Value ($)
|
|
Registered Investment Company;
|
|
|
|
|
Dreyfus Institutional Preferred
|
|
|
|
|
Plus Money Market Fund
|
|
|
|
|
(cost $26,786,719)
|
26,786,719
|
e
|
26,786,719
|
|
Investment of Cash Collateral for
|
|
|
|
|
Securities Loaned--5.3%
|
|
|
|
|
Registered Investment Company;
|
|
|
|
|
Dreyfus Institutional Cash
|
|
|
|
|
Advantage Fund
|
|
|
|
|
(cost $90,704,275)
|
90,704,275
|
e
|
90,704,275
|
|
Total Investments
(cost $1,269,411,183)
|
105.3
|
%
|
1,796,731,605
|
|
Liabilities, Less Cash and Receivables
|
(5.3
|
%)
|
(89,746,789
|
)
|
Net Assets
|
100.0
|
%
|
1,706,984,816
|
|
|
a Non-income producing security.
|
b Security, or portion thereof, on loan. At January 31, 2014, the value of the fund's securities on loan was $88,911,942 and the
|
value of the collateral held by the fund was $91,625,711, consisting of cash collateral of $90,704,275 and U.S. Government and
|
Agency securities valued at $921,436.
|
c Investment in real estate investment trust.
|
d Held by or on behalf of a counterparty for open financial futures contracts.
|
e Investment in affiliated money market mutual fund.
|
At January 31, 2014, net unrealized appreciation on investments was $527,320,422 of which $567,233,231 related to appreciated investment securities and $39,912,809 related to depreciated investment securities. At January 31, 2014, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.
|
|
Portfolio Summary (Unaudited) †
|
Value (%)
|
Capital Goods
|
9.8
|
Banks
|
8.3
|
Health Care Equipment & Services
|
7.6
|
Technology Hardware & Equipment
|
7.5
|
Real Estate
|
7.3
|
Software & Services
|
7.1
|
Short-Term/Money Market Investments
|
7.0
|
Materials
|
6.2
|
Retailing
|
5.2
|
Consumer Durables & Apparel
|
4.5
|
Consumer Services
|
4.1
|
Energy
|
4.1
|
Diversified Financials
|
4.0
|
Semiconductors & Semiconductor Equipment
|
3.9
|
Utilities
|
3.5
|
Commercial & Professional Services
|
3.4
|
Pharmaceuticals, Biotech & Life Sciences
|
2.8
|
Food, Beverage & Tobacco
|
2.3
|
Insurance
|
1.9
|
Transportation
|
1.5
|
Food & Staples Retailing
|
.8
|
Media
|
.8
|
Automobiles & Components
|
.6
|
Household & Personal Products
|
.6
|
Telecommunication Services
|
.5
|
|
105.3
|
† Based on net assets.
|
|
STATEMENT OF FINANCIAL FUTURES
January 31, 2014 (Unaudited)
|
|
|
|
|
|
|
|
Market Value
|
|
Unrealized
|
|
|
|
Covered by
|
|
(Depreciation)
|
|
|
Contracts
|
Contracts ($)
|
Expiration
|
at 1/31/2014
|
($)
|
Financial Futures Long
|
|
|
|
|
|
Russell 2000 Mini
|
245
|
27,643,350
|
March 2014
|
(894,903
|
)
|
The following is a summary of the inputs used as of January 31, 2014 in valuing the fund's investments:
|
|
|
|
|
|
|
|
Level 3 -
|
|
|
Level 1 -
|
Level 2 - Other
|
Significant
|
|
|
Unadjusted Quoted
|
Significant
|
Unobservable
|
|
Assets ($)
|
Prices
|
Observable Inputs
|
Inputs
|
Total
|
Investments in Securities:
|
|
|
|
|
Equity Securities - Domestic Common Stocks+
|
1,675,639,375
|
-
|
-
|
1,675,639,375
|
Equity Securities - Foreign Common Stocks+
|
2,466,411
|
-
|
-
|
2,466,411
|
Mutual Funds
|
117,490,994
|
-
|
-
|
117,490,994
|
U.S. Treasury
|
-
|
1,134,825
|
-
|
1,134,825
|
Liabilities ($)
|
|
|
|
|
Other Financial Instruments:
|
|
|
|
|
Financial Futures++
|
(894,903)
|
-
|
-
|
(894,903)
|
|
+ See Statement of Investments for additional detailed categorizations.
|
++ Amount shown represents unrealized (depreciation) at period end.
|
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”)
recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange
Commission (“SEC”) under authority of federal laws are also sources
of authoritative GAAP for SEC registrants. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e. the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).
Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.
Various inputs are used in determining the value of the fund’s investments
relating to fair value measurements. These inputs are summarized in the three broad levels listed below:
Level 1—unadjusted quoted prices in active markets for
identical investments.
Level 2—other significant observable inputs (including quoted
prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).
Level 3—significant unobservable inputs (including the fund’s own
assumptions in determining the fair value of investments).
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques
used to value the fund’s investments are as follows:
Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices, except for open short positions, where the asked price is used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All preceding securities are categorized as Level 1 of the fair value hierarchy.
Fair valuing of securities may be determined with the assistance of a
pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADRs and futures contracts. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.
When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board of Trustees. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 depending on the relevant inputs used.
For restricted securities where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 of the fair value hierarchy.
Pursuant to a securities lending agreement with The Bank of New York Mellon, the fund may lend securities to qualified institutions. It
is the fund’s policy that, at origination, all loans are secured by collateral
of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Manager or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund and credit the fund with the market value of the unreturned
securities and is subrogated to the fund’s rights against the borrower
and the collateral.
U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.
Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund during the period ended January 31, 2014 is discussed below.
Futures Contracts: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in financial futures contracts in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments
require initial margin deposits with a broker, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss. There is minimal counterparty credit risk to the
fund with futures since futures are exchange traded, and the exchange’s
clearinghouse guarantees the futures against default.
Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.
Item 2. Controls and Procedures.
(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.
(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.
Item 3. Exhibits.
(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.
FORM N-Q
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.
Dreyfus Index Funds, Inc.
By:
/s/ Bradley J. Skapyak
|
Bradley J. Skapyak
President
|
Date:
|
March 25, 2014
|
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
|
|
By:
/s/ Bradley J. Skapyak
|
Bradley J. Skapyak
President
|
Date:
|
March 25, 2014
|
|
By:
/s/ James Windels
|
James Windels
Treasurer
|
Date:
|
March 25, 2014
|
|
EXHIBIT INDEX
(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940. (EX-99.CERT)