N-30D 1 xmx40870.txt T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND SEMIANNUAL REPORT - FINANCIAL STATEMENTS T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND June 30, 2001 T. Rowe Price Extended Equity Market Index Fund -------------------------------------------------------------------------------- Unaudited For a share outstanding throughout each period FINANCIAL HIGHLIGHTS 6 Months Year 1/30/98 Ended Ended Through 6/30/01 12/31/00 12/31/99 12/31/98 NET ASSET VALUE Beginning of period $ 11.12 $ 14.05 $ 11.02 $ 10.00 ............................................................................... Investment activities Net investment income (loss) 0.04 0.09 0.10 0.08 Net realized and unrealized gain (loss) (0.50) (2.26) 3.56 1.13 ............................................................................... Total from investment activities (0.46) (2.17) 3.66 1.21 Distributions Net investment income - (0.09) (0.10) (0.08) Net realized gain - (0.67) (0.53) (0.11) ............................................................................... Total distributions - (0.76) (0.63) (0.19) ............................................................................... NET ASSET VALUE ............................................................................... End of period $ 10.66 $ 11.12 $ 14.05 $ 11.02 RATIOS/SUPPLEMENTAL DATA Total return* (4.14)% (15.58)% 33.72% 12.29% ............................................................................... Ratio of total expenses to average net assets 0.40%+ 0.40% 0.40% 0.40%+ ............................................................................... Ratio of net investment income (loss) to average net assets 0.83%+ 0.78% 1.04% 1.15%+ ............................................................................... Portfolio turnover rate 35.1%+ 30.5% 23.4% 26.3%+ Net assets, end of period (in thousands) $ 81,032 $ 86,322 $ 54,219 $ 20,743 ............................................................................... * Total return reflects the rate that an investor would have earned on an investment in the fund during each period, assuming reinvestment of all distributions and payment of no redemption or account fees. + Annualized The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund -------------------------------------------------------------------------------- Unaudited June 30, 2001 PORTFOLIO OF INVESTMENTS Shares Value In thousands COMMON STOCKS 96.1% INDUSTRIAL 2.7% Defense and Aerospace 0.5% Precision Castparts 1,600 $ 60 Newport News Shipbuilding 900 55 Alliant Techsystems * 450 40 SBA Communications * 1,400 35 Stewart & Stevenson 700 23 BE Aerospace * 1,000 19 AMETEK 600 18 Curtiss- Wright 300 16 Teledyne Technologies * 1,000 15 Triumph Group * 300 15 Kaman 800 14 GenCorp 1,000 13 Aviall * 1,000 11 HEICO (Class A) 515 9 Sequa (Class A) * 200 9 AAR 500 9 Allied Research * 1,000 8 Liberty Digital * 1,300 8 HEICO 400 8 DRS Technologies * 300 7 United Industrial 400 7 SPACEHAB * 1,900 4 Kellstrom Industries *ss. 700 1 404 Heavy Electrical Equipment 0.5% Hubbell (Class B) 1,500 43 Technitrol 1,000 26 Plug Power *ss. 1,200 26 Lincoln Electric Holdings 1,000 25 Woodward Governor 300 25 Newportss. 950 25 Baldor Electric 1,100 24 C&D Technologies 700 22 Belden 800 $ 21 Active Power * 1,200 20 Optical Cable *ss. 1,600 16 UCAR International * 1,300 16 Regal-Beloit 700 15 Proton Energy Systems *ss. 1,200 14 LSI Industries 600 14 A.O. Smith (Class B) 700 13 MagneTek * 700 9 Wesco International * 900 8 Beacon Power *ss. 1,100 8 Advanced Lighting * 1,700 7 SatCon Technology *ss. 700 7 Alpine Group * 1,100 2 Ultrak * 600 1 387 Heavy Machinery 0.2% Trinity Industries 1,000 20 Tennant 500 20 Terex *ss. 800 17 JLG Industries 1,300 16 AGCO 1,600 15 Columbus Mckinnonss. 1,300 15 Lindsay Manufacturing 650 12 Logansport Financial 800 11 Astec Industries * 400 7 133 Industrial Parts 1.5% American Standard * 1,900 114 Capstone Turbine *ss. 2,200 49 Teleflex 1,100 48 Shaw Group *ss. 1,200 48 Pentair 1,400 47 Donaldson 1,300 40 IDEXss. 900 31 Tecumseh Products 600 30 Kennametal 800 $ 30 Emcore *ss. 940 29 York International 800 28 Flowserve * 900 28 AAON * 1,000 26 Graco 750 25 Genlyte Group * 800 25 Rayovac * 1,100 23 Kaydon 900 23 Brooks Automation *ss. 500 23 Cymer * 900 23 Nordson 800 21 Briggs & Strattonss. 500 21 Coors *ss. 500 19 Fuelcell Energy *ss. 800 18 Simpson Manufacturing * 300 18 Manitowoc 600 18 Bacou USA * 600 17 CLARCOR 600 16 Engineered Support Systemsss. 400 16 Semitool * 1,300 15 CUNO * 500 15 Thomas Industries 500 15 Wilson Greatbatch Technologies * 500 14 EDOss. 900 14 SPS Technologies * 300 14 Hughes Supplyss. 600 14 Milacron 900 14 ASM Lithography * 528 12 Applied Industrial Technologies 600 11 Robbins & Myers 400 11 UNOVA * 1,600 11 Lennox International 1,000 11 Exide 900 10 Hexcel * 800 10 Watts Industries (Class A) 600 10 Presstek * 800 $ 10 BHA Group (Class A) 700 10 Twin Disc 600 10 Catalytica Energy Systems * 432 9 Standard Motor Products 700 9 Hawk (Class A) * 1,500 9 Esco Electronics * 300 9 Powell Industries * 300 9 Lawson Products 300 9 Knape & Vogt Manufacturing 600 8 KVH Industries * 1,100 8 Flow International * 700 8 Millennium Cell * 700 7 Graham * 600 7 TransTechnology 800 7 Sauer Danfoss 700 7 NN Ball & Roller 600 6 Speedfam Ipec * 1,600 5 Thermo Fibertek * 1,700 5 Axsys Technologies * 400 5 Encore Wire * 400 5 Federal-Mogulss. 2,100 4 Key Technology * 700 3 Actuant *ss. 205 3 WSI Industries * 1,400 3 Blout International * 1,207 3 Electric Fuel *ss. 1,100 3 CTB International * 300 3 Strategic Distribution * 200 2 1,241 Total Industrial 2,165 TRANSPORTATION 2.0% Airlines 0.5% Continental Airlines * 1,400 69 UALss. 1,600 56 Northwest Airlines * 2,000 50 SkyWest 1,500 $ 42 Atlantic Coast Airlines * 1,000 30 Alaska Air Group *ss. 700 20 Airtran Holdings * 1,700 18 Amtran * 800 17 Frontier Airlines * 1,350 17 Petroleum Helicopters * 800 14 Mesa Air Group * 1,100 14 Atlas Air * 900 13 America West Holdings * 900 9 Midwest Express * 400 7 376 Railroads 0.2% GATXss. 1,300 52 Wisconsin Central Transport * 1,800 30 Florida East Coast Industries 700 25 Kansas City Southern Industries *ss. 1,400 22 Westinghouse Air Brake 1,200 18 RailAmerica *ss. 1,100 13 Greenbrier 1,000 9 Genesee & Wyoming * 450 9 178 Trucking, Shipping & Air Freight 1.3% UPSss. 6,640 384 Expeditors International of Washington 1,500 90 C.H. Robinson Worldwide 2,400 67 Iron Mountain * 1,420 64 Tidewater 1,500 56 CNF 1,300 37 Alexander & Baldwin 1,300 33 Werner Enterprises 1,300 31 Swift Transportation *ss. 1,450 28 USFreightways 800 24 Overseas Shipholding Group 700 21 EGL * 1,200 21 Heartland Express * 875 20 Airborne Freight 1,600 $ 18 J B Hunt Transport Services * 900 17 OMI * 2,600 15 Roadway Express 600 14 Maritrans 1,500 14 Landstar Systems * 200 14 Knight Transportation * 600 12 International Shipholding 1,200 11 Arnold Industries 500 10 Arkansas Best Holdings *ss. 400 9 Forward Air * 300 9 Transport Corporation of America * 1,300 8 Hub Group (Class A) * 600 8 U.S. Xpress Enterprises * 1,100 8 Yellow Corp * 400 8 M.S. Carriers * 200 6 Motor Cargo Industries * 600 6 Kirby * 200 5 Allied Holdings * 1,400 4 Patriot Transportation Holding * 200 3 USA Truck * 300 2 Fedex * 1 0 1,077 Total Transportation 1,631 BASIC MATERIALS 3.2% Chemicals 1.5% Cabot 1,700 61 Valhi 3,700 48 OM Group 800 45 Lyondell Chemical 2,800 43 Valsparss. 1,200 43 Crompton 3,524 38 Cytec Industries * 1,000 38 Solutia 2,800 36 Cambrex 700 35 Surmodics *ss. 600 $ 35 Lubrizol 1,100 34 Monsantoss. 900 33 Scotts (Class A) * 800 33 Albemarle 1,400 32 IMC Global 3,000 31 Aptargroup 900 29 H.B. Fuller 560 28 RPM 3,000 28 Minerals Technologies 600 26 Brady 700 25 Airgas * 2,000 24 Millennium Chemicals 1,500 23 NL Industries 1,600 22 Carlisle Companiesss. 600 21 Ameron International 300 20 Tredegar Industries 1,000 19 Wellman 1,000 18 Ferro 800 17 Ivex Packaging * 900 17 SPARTECH 600 15 Arch Chemicals 650 14 AEP Industries *ss. 400 14 Georgia Gulf 900 14 Uniroyal Technology * 1,600 14 A. Schulman 1,000 14 International Specialty Products * 1,200 13 OMNOVA Solutions 1,600 12 Summa Industries * 1,100 11 Macdermid 600 11 Synalloy 1,500 10 Calgon Carbon 1,300 10 Valley National Gases * 2,000 10 Oil-Dri 1,200 10 Ionics * 300 9 Alltrista * 800 9 Alcide * 300 9 Terra Nitrogen 1,000 $ 8 Finishmaster * 1,000 8 Northern Technologies 1,400 7 Chase 600 7 Zoltek *ss. 1,600 7 CFC International * 1,600 7 Amcol International 900 5 Rogers * 200 5 Stepan 200 5 ICO * 1,900 5 EDEN Bioscience *ss. 500 5 Altair International * 1,700 4 Mississippi Chemical 1,100 3 Triple S Plastics * 500 3 1,180 Metals and Mining 0.9% CONSOL Energy 1,900 48 Massey 2,200 43 Peabody Energy * 1,300 43 AK Steel 3,244 41 Arch Coal 1,200 31 Harsco 1,000 27 Mueller Industries * 800 26 Stillwater Mining * 900 26 Owens-Illinois *ss. 3,800 26 Centex Construction Products 700 23 Lone Star Technologies * 610 22 Olin 1,200 20 Reliance Steel & Aluminum 800 20 NS Group * 1,400 19 Century Aluminum 1,100 18 Steel Dynamics * 1,400 17 Maverick Tube * 1,000 17 USEC 1,800 15 MAXXAM * 600 15 Tremont 400 14 Texas Industries 400 14 Titanium Metals *ss. 1,300 13 Ryerson Tull 900 $ 12 Gibraltar Steel 600 12 Carpenter Technology 400 12 Crown Cork & Seal 3,100 12 Donnelly 800 11 Northwest Pipe * 700 11 Carbo Ceramics 300 11 Cleveland-Cliffs 600 11 Valmont Industries 600 11 Oglebay Norton 400 11 Silgan Holdings * 600 11 Commercial Metals 300 10 Universal Stainless & Alloy * 1,000 9 Oregon Steel Mills 1,000 9 Wolverine Tube * 500 8 McMoran Exploration * 500 8 Steel Technologies 1,000 7 Fansteel * 1,600 7 Brush Wellman 400 6 Kaiser Aluminum * 1,600 6 Metals USA 1,000 2 Rock of Ages * 400 2 U.S. Aggregates 900 1 738 Gold 0.0% Meridian Gold * 2,000 16 Royal Gold 2,000 6 22 Forest Products & Paper 0.8% Smurfit-Stone Container * 6,200 100 Georgia-Pacific (Timber Group) 2,100 75 Sonoco Products 2,560 64 Bowater 1,300 58 Plum Creek Timberss. 2,000 56 Packaging Corporation of America * 2,600 40 United Stationers * 1,100 35 Rayonier 600 28 Greif Brothers 900 27 Glatfelter P H 1,500 $ 21 Universal Forest Products 800 18 Longview Fibre 1,400 17 Wausau-Mosinee Paper 1,300 17 Pope & Talbot 1,200 16 Rock-Tenn 1,000 12 Caraustar 1,200 11 Trex *ss. 500 10 Schweitzer- Mauduit 400 9 Nashua * 1,300 9 Buckeye Technologies * 600 9 FiberMark * 600 8 Baltek * 700 6 U.S. Timberlands 900 5 Badger Paper Mills * 1,200 4 Tufco Technologies * 300 3 Chesapeake 100 2 660 Total Basic Materials 2,600 BUSINESS SERVICES 3.8% Advertising 0.5% Lamar Advertising *ss. 2,200 97 Valassis Communications *ss. 1,400 50 Interpublic Group 1,596 47 Catalina Marketing * 1,450 44 Harte-Hanks 1,700 42 Getty Images * 1,400 37 CMGI *ss. 9,268 28 ADVO *ss. 600 21 Grey Advertising 30 20 InfoUSA * 2,000 12 Obie Media * 1,000 7 FTI Consulting * 200 4 L90 *ss. 1,000 2 Avenue A *ss. 400 1 412 Business Services 1.5% Viad 2,600 $ 69 KPMG Consulting * 4,300 66 Dun & Bradstreet * 2,000 56 West * 2,000 44 Pharmaceutical Product Development * 1,400 43 Fair, Issac 600 37 Charles River Laboratories International * 1,000 35 Exelixis * 1,800 34 Corporate Executive Board * 800 34 Tetra Tech *ss. 1,200 33 Professional Detailing *ss. 350 32 National Datass. 900 29 R.H. Donnelley * 800 26 Maximus * 600 24 Lexicon Genetics * 1,900 24 TeleTech Holdings *ss. 2,540 23 Stewart Enterprises (Class A) 3,100 23 Sotheby's (Class A) * 1,400 23 Gartner Group * 2,400 22 ProBusiness Services *ss. 800 21 Symyx Technologies * 850 21 F. Y. I. * 500 20 I-many * 1,400 19 Startek * 800 18 Allscripts Heathcare Solutions *ss. 2,000 18 Sylvan Learning Systems * 734 18 Prepaid Legal Services *ss. 800 18 Ventiv Health *ss. 833 17 Value Line 400 17 Arbitron *ss. 700 17 Forrester Research * 700 16 Genaissance Pharmaceuticals * 1,100 15 Emcor Group * 400 14 Profit Recovery Group International * 1,250 14 Wireless Facilities *ss. 2,200 14 Key3Media Group * 1,200 14 Syntel * 1,700 $ 13 Parexel International * 600 12 Braun Consulting *ss. 1,400 11 Sangamo BioSciences *ss. 700 10 MemberWorks *ss. 400 9 Daktronics * 600 9 SPECTRX * 1,000 9 Management Network Group * 1,400 9 DiamondCluster International *ss. 650 8 Information Resources * 800 8 Navigant Consulting *ss. 1,000 8 APAC TeleServices * 2,500 8 Hollywood Media *ss. 1,300 8 Source Information Management *ss. 1,400 8 Orchid BioSciences * 1,000 8 Pomeroy Computer Resources *ss. 500 8 Transport Lux 1,300 7 Deltagen * 800 7 Emexss. 630 7 Abington Bancorp 400 6 Opinion Research * 900 5 Navigant International * 369 5 Modem Media * 1,300 5 Medis Technologies *ss. 400 4 Staff Leasing 1,000 4 i3 Mobile *ss. 1,300 4 First Consulting Group *ss. 500 4 Computer Horizons * 1,100 3 LCC International * 500 3 Student Advantage *ss. 1,800 3 Echapman.com * 1,400 3 Official Payments * 600 3 SITEL * 1,900 3 Harris Interactive * 1,000 3 Giga Information Group * 1,000 2 Edgewater Technology * 567 2 American Dental Partners *ss. 400 2 eLoyalty * 1,300 $ 1 Manning Greg Auctions * 500 1 Zamba Coro * 1,000 1 iBEAM Broadcasting * 2,300 1 HA-LO Industries * 1,300 0 1,203 Environmental Services 0.3% Republic Services (Class A) * 4,600 91 Covanta Energy * 1,400 26 Stericycle * 500 23 Newpark Resources * 1,800 20 Ecology and Environment (Class A) 1,900 16 Waste Connections *ss. 400 14 Met-Pro 1,000 14 TRC * 200 8 Casella Waste Systems (Class A) * 600 8 Duratek * 1,200 6 U.S. Liquids * 600 3 U.S. Plastic Lumber * 900 1 230 Industrial Services 1.5% Apollo Group (Class A) *ss. 3,100 132 ServiceMaster 8,050 97 Devry * 2,000 72 Manpower 1,900 57 United Rentals *ss. 1,800 47 Apria Healthcare * 1,600 46 Copart * 1,300 38 Rent-A-Center * 700 37 Corinthian Colleges * 700 33 Education Management * 800 32 Edison Schools *ss. 1,400 32 ITT Educational Services * 700 31 Career Education * 500 30 Pittston Services 1,249 28 ABM Industries 700 26 Central Parking 1,300 24 Dollar Thrifty Auto Group * 1,000 $ 24 Regis 1,100 23 Korn/Ferry * 1,300 20 Rollins 1,000 20 Xtra * 400 20 Strayer Educationss. 400 19 Rehabcare Group * 400 19 Rent Way *ss. 1,700 19 Chemed 500 18 Modis Professional Services * 2,600 18 Interpool 1,100 17 Kelly Services 700 17 G & K Services 600 16 Spherion * 1,800 16 Learning Tree International *ss. 700 16 Administaff * 600 16 On Assignment * 800 14 Wackenhut Corrections * 1,000 13 Bright Horizons Family Solution * 400 13 Cornell Companies * 900 13 Heidrick & Struggles International * 600 12 Wackenhut *ss. 700 12 Gentiva Health Services * 550 10 AMERCO * 400 9 Volt Information Sciences * 500 9 Universal Compression Holdings * 300 8 Ablest * 1,700 8 Labor Ready * 1,400 7 Insurance Auto Auctions *ss. 400 7 CDI * 400 7 ANC Rental *ss. 2,050 6 Kroll-O' Gara * 600 6 Butler International * 1,500 5 UniFirst 200 4 ViroLogic * 1,600 3 Budget Group (Class A) *ss. 1,100 3 AHL Services * 300 2 kforce.com *ss. 356 $ 2 PROVANT * 1,200 2 ProsoftTraining.com *ss. 900 1 NationsRent * 1,700 1 1,237 Total Business Services 3,082 RETAIL 3.8% Clothing Stores 1.3% Intimate Brandsss. 13,130 198 Abercrombie & Fitch (Class A) * 2,900 129 Talbotsss. 1,800 79 American Eagle Outfitters * 2,000 70 Venator Group *ss. 4,000 61 Ross Stores 2,300 55 Payless Shoesource * 705 46 Saks * 3,975 38 Neiman Marcus * 1,200 37 AnnTaylor Stores *ss. 800 29 Men's Wearhouse * 900 25 Burlington Coat Factory Warehouse 1,100 22 Too * 800 22 Footstar * 600 21 Pacific Sunwear *ss. 900 20 Hot Topic *ss. 600 19 Chicos *ss. 600 18 bebe stores * 600 17 Charlotte Russe *ss. 600 16 The Children's Place *ss. 600 16 Dress Barn * 700 16 Christopher & Banks * 450 15 Stein Mart * 1,300 13 Charming Shoppes *ss. 2,200 13 Factory 2-U Stores * 400 12 Wet Seal * 300 10 Cato 400 8 Mothers Work * 1,000 8 Buckle * 400 $ 8 Wilsons Leather Experts * 400 7 Urban Outfitters * 600 6 Syms * 900 5 Harold's Stores * 1,700 5 Gadzooks * 300 4 1,068 Grocery Stores 0.3% Weis Markets 1,300 46 Whole Foods Market *ss. 1,600 43 Casey's General Stores 1,700 22 7 Eleven * 1,700 19 Ruddick 1,100 19 The Great Atlantic & Pacific Tea Company 1,200 18 Wild Oats Markets *ss. 1,200 12 Pathmark Stores * 500 12 Arden Group * 200 10 Marsh Supermarkets 600 8 Penn Traffic * 1,500 7 Foodarama Supermarkets * 100 3 219 Department Stores 0.2% Family Dollar Stores 4,600 118 Shopko Stores *ss. 1,600 12 Value City Department Stores * 600 7 Bon-Ton Stores * 1,400 4 Ames Department Stores *ss. 800 1 142 Retailing/Specialty Retailers 2.0% BJ's Wholesale Club * 2,000 107 Rite Aid *ss. 10,600 95 CDW Computer Centers * 2,300 91 Dollar Tree Stores *ss. 2,925 81 Fastenalss. 1,100 68 Williams-Sonoma * 1,700 66 Barnes & Noble *ss. 1,600 63 Krispy Kreme *ss. 1,400 56 Borders Group * 2,000 45 99 Cents Only Stores *ss. 1,399 $ 42 Lands' End * 1,000 40 O'Reilly Automotive * 1,300 37 Zale * 1,100 37 Michaels Stores *ss. 900 37 Spiegel (Class A) 3,700 36 Pier 1 Imports 2,900 33 Claire's Stores 1,500 29 Electronics Boutique Holdings *ss. 900 29 Linens `n Things *ss. 1,000 27 Insight Enterprises * 1,100 27 Fred's (Class A) 1,000 26 ValueVision (Class A) International * 1,000 22 Tweeter Home Entertainment Group *ss. 600 21 The Boyds Collection * 1,700 21 Blockbuster 1,100 20 Tuesday Morning * 1,500 20 Advanced Marketing Services 900 19 Hibbett Sporting Goods * 500 19 School Specialty *ss. 676 17 Genesco *ss. 500 17 Duane Reade * 500 16 Trans World Entertainment *ss. 1,700 16 Pep Boys 1,400 16 1- 800 Contacts * 600 15 D&K Healthcare 400 15 Delias *ss. 1,700 14 Hancock Fabrics 1,500 13 Alloy Online * 900 13 West Marine * 1,700 13 Hollywood Entertainment * 1,500 13 Guitar Center * 600 13 MSC * 700 12 Cost Plus *ss. 400 12 Cole National (Class A) * 800 12 PETsMART * 1,600 11 Bandagss. 400 11 Brown Shoe 600 $ 11 Haverty Furniture 700 10 Ultimate Electronics * 300 10 PC Connection * 600 10 Friedman's 800 9 Miami Computer Supply *ss. 600 9 1-800-Flowers.com * 600 9 OfficeMax * 2,400 9 PriceSmart * 200 9 Discount Auto Parts * 800 9 Global Imaging Systems * 800 8 Lithia Motors * 500 8 TSC * 500 8 Coldwater Creek * 300 8 CSK Auto * 900 7 Sharper Image *ss. 700 7 Enesco Group * 1,200 7 United Auto Group *ss. 400 7 Restoration Hardware *ss. 1,200 7 J. Jill Group *ss. 300 6 Finlay Enterprises *ss. 500 6 Good Guys * 1,400 5 Provell * 100 0 Envision Development * 300 0 1,642 Total Retail 3,071 CONSUMER NONDURABLES 3.2% Food 1.6% Kraft Foods * 7,100 220 Hormel Foods 3,600 88 McCormick 1,900 80 IBP 2,700 68 PepsiAmericas 4,700 62 Smithfield Foods * 1,500 60 Tyson Foods (Class A)ss. 5,800 53 Tootsie Roll Industries 1,245 $ 48 Dean Foods 1,000 40 Performance Food Group * 1,200 36 Dole Foods 1,900 36 Corn Products International 1,100 35 Sensient Technologies 1,600 33 Fleming Companiesss. 900 32 Suiza Foods *ss. 600 32 Earthgrainsss. 1,200 31 Dreyer's Grand Ice Cream 1,000 28 Farmer Bros. 90 21 Fresh Del Monte Produce * 1,800 20 Alico 600 19 Interstate Bakeries 1,200 19 International Multifoods 900 19 American Italian Pasta * 400 19 Hain Celestial Group *ss. 800 18 Riviana Foods 800 15 Cadiz * 1,400 14 Aurora Foods * 2,500 14 Bridgford Foods 1,000 13 Maui Land & Pineapple * 500 13 Delta Pine & Land 600 12 Ralcorp Holdings * 600 11 Cagle Foods 1,000 11 United Natural Foods * 500 10 Zapata * 500 10 Del Monte Foods * 1,200 10 Purina Mills * 400 10 Nash Finch 400 9 Coca-Cola Bottling 200 8 Pilgrims Pride 600 8 Lance 500 7 Peet's Coffee And Tea * 800 7 Spartan Stores * 400 6 Green Mountain Coffee * 200 6 National Beverage * 600 6 Rocky Mountain Chocolate Factory * 576 $ 5 Andersons 600 5 J&J Snack Foods * 100 2 1,329 Home Products 0.5% Estee Lauderss. 3,500 151 Energizer * 2,500 57 Dial 2,800 40 Lancaster Colony 1,200 40 Elizabeth Arden * 1,100 27 Church & Dwight 1,000 25 Libbey 600 24 Carter-Wallace 900 17 Playtex Products *ss. 1,000 11 Revlon (Class A) *ss. 1,300 9 Hunt 1,000 7 Inter Parfums * 400 5 413 Tobacco 0.3% R.J. Reynolds Tobaccoss. 2,700 148 Universal 900 36 Vector Groupss. 761 24 DiMon 900 9 Standard Commercial 200 3 220 Apparels & Textiles 0.7% Jones Apparel Group * 3,306 143 Columbia Sportswear *ss. 1,150 59 Coach * 1,100 42 Timberland * 1,000 40 Polo Ralph Lauren * 1,100 28 Wolverine World Wide 1,200 21 Kellwood 800 19 Unifi * 1,800 15 QuikSilver * 600 15 Phillips-Van Heusen 1,000 14 Nautica Enterprises * 700 14 Maxwell Shoe * 800 14 Russell 800 $ 14 Albany International (Class A) * 710 13 Quaker Fabric * 1,300 13 Stride Rite 1,500 13 Cherokee * 1,100 10 Weyco Group 400 9 Steven Madden * 500 9 Kenneth Cole Productions (Class A) * 450 9 Tarrant Apparel * 1,400 9 Skechers U.S.A. *ss. 300 9 Haggar 700 7 Cutter & Buck *ss. 1,300 7 Superior Surgical Manufacturing 700 7 Saucony * 900 6 Hartmarx * 2,000 5 Culp 1,100 5 Guess? *ss. 700 5 Global Sports *ss. 500 4 WestPoint Stevensss. 1,600 2 Polymer Group 900 2 582 Alcohol 0.1% Constellation Brands * 1,000 41 Robert Mondavi (Class A) * 400 16 Todhunter International * 600 5 62 Total Consumer Nondurables 2,606 DURABLE GOODS 7.9% Construction & Real Property 1.6% Lennarss. 1,884 79 St. Joe 2,500 67 Martin Marietta Materialsss. 1,300 64 Lafargess. 1,900 64 Clayton Homesss. 3,650 57 Jacobs Engineering Group * 800 52 Forest City Enterprises 900 49 Catellus Development * 2,600 $ 45 Toll Brothers * 1,100 43 D. R. Horton 1,856 42 NVR * 240 36 Quanta Services *ss. 1,600 35 Dal Tile International * 1,600 30 Granite Construction 1,125 29 MDC Holdings 800 28 Beazer Homes *ss. 400 25 Newhall Land & Farming 900 25 Champion Enterprises * 2,100 24 American Woodmark 600 23 Insituform Technologies (Class A) *ss. 600 22 Standard Pacific 900 21 Ryland Groupss. 400 20 Del Webb * 500 19 Florida Rock Industries 400 19 Elcorss. 900 18 LNR Property 500 18 Palm Harbor Homes * 800 17 Fleetwoodss. 1,200 17 Walter Industries 1,400 17 WP Carey & Co 900 17 Corrections Corporation America *ss. 900 14 Aaron Rents (Class A) 900 14 Mastec *ss. 1,050 14 SLI 1,600 13 NCI Building Systems * 700 13 Newmark Homes 900 12 Trammell Crow * 1,000 11 Capital Properties 1,200 11 Skyline, REIT 400 11 Jones Lang Lasalle * 800 11 Perini * 1,000 10 Syntroleum * 1,100 10 U.S. Concrete * 1,200 10 Associate Materials 500 $ 10 CB Richard Ellis * 600 9 Drew Industries * 1,200 9 Encompass Services * 1,000 9 Devcon International * 1,200 8 U.S. Industriesss. 2,000 8 Kaiser Ventures 600 8 Matrix Service * 1,100 8 American Locker Group * 700 7 Trendwest Resorts *ss. 300 7 Hovnanian Enterprises *ss. 420 6 Gyrodyne * 400 6 Butler Manufacturing 200 5 Comfort Systems USA * 1,100 4 Park Ohio Holdings * 600 3 Frontline Capital Group * 1,200 2 1,285 Consumer Durables 0.6% Herman Miller 2,300 56 Mohawk Industries *ss. 1,400 49 Furniture Brands International * 1,600 45 HON Industries 1,700 41 Blyth Industries 1,400 36 Ethan Allen Interiors 1,100 36 Springs Industries 600 26 La-Z Boy 1,400 26 Interface (Class A) 2,200 16 Steelcase 1,200 14 Toro 300 13 Applica * 1,300 10 Kimball 600 10 National Presto 300 9 Recoton * 500 9 Bush Industries (Class A) 600 8 Rockford * 1,100 8 SRS Labs * 1,500 7 Flexsteel Industries 500 6 Digital Video Systems * 1,500 $ 6 Metromedia International * 1,500 5 American Technology * 800 4 Salton *ss. 200 4 444 Motor Vehicles and Parts 0.7% Autonation * 9,100 106 Lear * 1,800 63 Gentex * 2,000 56 Borg-Warner 800 40 Monaco Coach *ss. 1,000 33 Arvinmeritor 1,925 32 American Axle & Manufacturing Holdings * 1,400 24 Thor Industries 600 20 Modine Manufacturing 700 19 Superior Industries 500 19 Winnebago 500 15 Wabash National 1,200 15 Impco Technologies *ss. 400 14 Oshkosh Truck 300 13 Keystone Automotive * 1,000 12 Tripos * 800 12 Collins + Aikman * 1,800 11 Sports Resorts International *ss. 800 10 Coachmen Industriesss. 700 9 Dura Automotive Systems * 500 8 Hayes Lemmerz International *ss. 1,200 8 Sonic Automotive * 400 8 Ugly Duckling * 1,600 7 Noble Internationalss. 800 5 Aftermarket Technology * 700 5 Tower Automotive * 500 5 MIDAS 400 5 SMC * 1,200 4 Strattec Security * 100 3 581 Equity & REIT 5.0% Equity Office Properties, REIT 8,307 $ 263 Equity Residential Properties Trust, REIT 3,631 205 Simon Property Group, REIT 4,700 141 Spieker Properties, REIT 1,900 114 ProLogis Trust, REIT 4,460 101 Boston Properties, REIT 2,400 98 Public Storage, REIT 3,300 98 Apartment Investment & Management, REIT 2,000 96 Duke-Weeks Realty, REIT 3,790 94 Vornado Realty Trust, REIT 2,300 90 Avalonbay Communities, REIT 1,784 83 Archstone Communities Trust, REIT 3,200 82 Kimco Realty, REIT 1,700 80 Crescent Real Estate Equities, REIT 3,200 79 Host Marriottss. 5,974 75 Istar Financial 2,573 73 General Growth Properties, REIT 1,500 59 AMB Property, REIT 2,100 54 Liberty Property Trust, REIT 1,800 53 Rouse, REIT 1,800 52 Arden Realty, REIT 1,900 51 Highwoods Properties, REIT 1,900 51 IndyMac Mortgage Holding * 1,800 48 CarrAmerica Realty, REIT 1,500 46 Regency Centers 1,800 46 Health Care Property Investors 1,300 45 Mack-Cali Realty, REIT 1,500 43 Camden Property Trust, REIT 1,100 40 United Dominion Realty Trust, REIT 2,800 40 Franchise Finance 1,600 40 Weingarten Realty Investors, REIT 900 39 First Industrial Realty 1,200 39 Felcor Suite Hotels, REIT 1,600 37 Hospitality Properties Trust, REIT 1,300 37 Cousins Properties, REIT 1,350 36 HRPT Properties Trust, REIT 3,600 35 Reckson Associates Realty, REITss. 1,500 $ 34 Healthcare Reality Trust 1,300 34 Post Properties, REIT 900 34 New Plan Excel Realtyss. 2,200 34 BRE Properties 1,100 33 Nationwide Health Properties, REITss. 1,600 32 Shurgard Storage Centers 1,000 31 Storage USA, REIT 800 29 Chateau Communities, REIT 900 28 Realty Income 900 27 Smith Charles Residential Realty 500 25 Federal Realty Investment Trust, REIT 1,200 25 Macerich, REITss. 1,000 25 Essex Property Trust 500 25 Millsss. 1,000 25 CBL & Associates Properties, REIT 800 25 Kilroy Realty, REIT 800 23 Cabot Industrial 1,100 23 Brandywine Reality Trust 1,000 22 Sun Communities, REIT 600 21 Prentiss Properties Trust 800 21 Centerpoint Properties Trust 400 20 Ventas 1,800 20 Amli Residential Properties Trust 800 20 Manufactured Home Communities, REIT 700 20 Glenborough Realty Trust, REIT 1,000 19 Innkeepers USA, REITss. 1,600 19 Bedford Property Investors 900 19 Chelsea GCA 400 19 Lexington Corporate Properties 1,200 19 IRT Property 1,700 19 Koger Equity, REIT 1,100 18 Home New York Properties 600 18 Capital Automotive, REIT 1,000 18 Gables Residential Trust, REIT 600 18 PS Business Parks 600 17 Taubman Centers, REIT 1,200 17 Washington, REIT 700 $ 17 Developers Diversified Realty, REIT 900 17 Annaly Mortgage Management 1,200 16 Thornburg Mortgage 1,000 15 Colonial Properties Trust, REIT 500 15 Mid America Apartment Communities 600 15 Senior Housing Properties 1,160 15 JDN Realty 1,100 15 JP Realty, REIT 600 15 RFS Hotel Investors 900 14 Parkway Properties, REIT 400 14 EastGroup Properties, REIT 600 14 Pan Pacific Retail Properties 500 13 Universal Health Reality Income 600 13 Entertainment Properties, REIT 700 13 Mid-Atlantic Realty Trustss. 1,000 12 Kramont Realty Trust 900 12 Ramco Gershenson Properties 700 12 Alexanders * 200 12 Alexandria Real Estate Equity 300 12 Health Care REIT,ss. 500 12 Cornerstone Reality Income Trust 1,000 12 Agree Reality 600 11 Commercial Net Lease Reality 800 11 American Mortgage Acceptance 1,000 11 Crown American Realtyss. 1,300 11 Summit Properties 400 11 G&L Realty 756 10 Pennsylvania Real Estate Investment 400 10 Wellsford Real Properties * 500 10 Jameson Inns 1,300 10 Urstadt Biddle Properties 1,100 9 Redwood Trust 400 9 Sl Green Reality 300 9 Lasalle Hotel Properties 500 9 Capstead Mortgage 500 9 Winston Hotels 800 8 Pittsburgh & West Virginia Railroad 1,000 $ 7 Novastar Financial * 900 7 Mission West Properties 600 7 Equity Inns 700 7 Sizeler Property Investors 700 7 National Health Realty, REIT 500 6 Malan Reality Investors 700 6 Monmouth Real Estate Investment 1,000 6 Golf Trust of America 600 5 Tanger Factory Outlet Centersss. 200 5 Humphrey Hospitality Trust 1,100 4 Corporate Office Properties Trust V 300 3 Pacific Gulf Properties, REIT 600 3 American Land Lease 207 3 Vornado Operating * 1,335 2 4,070 Total Durable Goods 6,380 TELECOMMUNICATIONS 2.2% Telephone 1.1% Broadwing * 5,748 141 NTL *ss. 7,225 87 McLeodUSA *ss. 16,412 75 Level 3 Communications *ss. 10,100 55 WorldCom-WorldCom Group * 3,100 50 Allegiance Telecom * 3,300 49 Williams Communications Group * 13,200 39 Time Warner Telecom (Class A) *ss. 1,160 39 Commonwealth Telephone Enterprises * 700 30 Dycom Industries *ss. 1,200 28 Intermedia Communicationsss. 1,700 25 Illuminet Holdings * 650 20 Metro One Telecomm *ss. 300 19 General Communications * 1,500 18 Oplink Communications *ss. 4,500 17 RCN *ss. 2,970 16 Intrado * 900 15 NTELOS * 500 $ 15 CT Communications 700 13 Lynch Interactive * 200 13 ITXC *ss. 1,700 12 PentaStar Communications * 400 10 IDT * 700 9 Turnstone Systems *ss. 1,300 9 Conestoga Enterprises 300 9 ITC Deltacom *ss. 2,200 9 IDT * 700 8 Adelphia Business Solutions * 1,600 7 Hickory Technology 400 6 AT&T Latin America * 1,200 6 Deutsche Telekom ADRss. 245 6 Alaska Communications Systems * 500 5 Focal Communications *ss. 1,600 4 Covista Communications * 700 4 CTC Communications *ss. 1,150 4 Neon Communications *ss. 500 3 US LEC * 1,000 3 Ptek Holdings * 900 2 Pac-West Telecomm * 1,150 2 Fibernet Telecom *ss. 1,700 2 T NETIX * 700 2 MPower Communications * 1,500 1 Z Telephone Technologies *ss. 900 1 Primus Telecommunications *ss. 1,200 1 Net2000 * 800 1 Allied Riser Communications * 1,600 1 Winstar Communications *ss. 2,850 0 891 Wireless Telecommunications 1.1% Telephone and Data Systems 1,500 163 U. S. Cellular *ss. 2,200 127 Crown Castle * 5,900 97 Western Wireless * 2,000 86 Nextel Partners * 4,800 75 Triton PCS *ss. 1,500 62 3Com *ss. 9,400 $ 45 Alamosa Holdings *ss. 2,600 42 Cityview (Class A) * 3,000 40 Spectrasite Holdings *ss. 4,200 30 Leap Wireless *ss. 800 24 AirGate PCS * 450 23 Rural Cellular (Class A) * 400 18 Ubiquital * 1,900 14 Dobson Communications * 800 14 XO Communications *ss. 6,905 13 Aether Systems * 1,300 12 Audiovox *ss. 1,000 11 Boston Communications Group * 500 7 US Unwired (Class A) * 500 5 Brightpoint * 1,400 4 OmniSky *ss. 1,600 3 Comarco * 200 3 Metricom *ss. 1,500 3 Telecommunication Systems * 800 2 Motient * 1,400 2 Geoworks *ss. 400 1 Adaptive Broadband * 1,400 0 Weblink Wireless *ss. 1,400 0 Advanced Radio Telecom * 500 0 926 Total Telecommunications 1,817 ENERGY 4.0% Oil Refining 0.5% Ultramar Diamond Shamrock 1,900 90 Valero Energyss. 1,800 66 Enterprise Products Partnersss. 1,100 44 Black Hills 800 32 Buckeye Partners *ss. 800 28 Kinder Morgan Management * 400 27 Headwaters * 1,500 24 Teppco Partners 800 24 Pennzoil-Quaker State 1,900 $ 21 Plains All American Pipeline 700 16 Adams Resources & Energy 1,100 15 Kaneb Services * 1,900 14 World Fuel Services 1,100 13 Northwestern Public Service 400 9 Frontier Oil 600 8 Holly 200 7 Giant Industries * 600 5 443 Oil Service 1.8% Weatherford International * 3,090 148 BJ Services * 4,600 131 Diamond Offshore Drillingss. 3,400 112 ENSCO International 4,000 94 Santa Fe Internationalss. 3,200 93 Global Marine * 4,900 91 Cooper Cameron *ss. 1,600 89 Smith * 1,400 84 National Oilwell * 2,200 59 Hanover Compressor *ss. 1,700 56 Grant Pride * 2,790 49 Varco International * 2,511 47 Helmerich & Payne 1,400 43 Global Industries *ss. 3,000 37 Pride International *ss. 1,900 36 Marine Drilling * 1,700 32 Seacor Smit *ss. 500 23 Key Energy Services * 2,100 23 Unit * 1,400 22 Cal Dive International * 800 20 Superior Energy * 2,400 19 Grey Wolf * 4,600 18 Parker Drilling * 2,400 16 Atwood Oceanics * 400 14 Trico Marine Services * 1,100 12 Horizon Offshore * 800 11 Seitel * 800 10 Oceaneering International * 500 $ 10 Offshore Logistics *ss. 500 10 Hydril * 400 9 Global Power Equipment Group * 300 9 Dril-Quip * 400 9 W-H Energy Services * 400 8 Oil States International * 800 7 Gulf Islands Fabrication * 500 7 Petroleum Development * 1,000 6 TETRA Technologies * 200 5 Unifab International * 900 5 OSCA * 200 4 Friede Goldman International * 1,300 1 1,479 Energy Reserves & Production 1.7% Murphy Oil 1,230 91 Ocean Energy 4,600 80 Mitchell Energy & Development (Class A) 1,500 69 Equitable Resources 2,000 67 Noble Affiliates 1,700 60 Pioneer Natural Resources * 3,000 51 XTO Energy 3,225 46 Louis Dreyfuss Natural Gas * 1,200 42 Barrett Resources * 677 40 Patterson-UTI Energy * 2,200 39 Vintage Petroleum 2,100 39 Pogo Producingss. 1,600 38 Chesapeake Energy * 5,400 37 Newfield Exploration *ss. 1,100 35 Forest Oil * 1,200 34 HS Resources *ss. 500 32 Spinnaker Exploration *ss. 800 32 Stone Energy * 700 31 Pure Resources * 1,700 31 Western Gas Resourcesss. 900 29 Tom Brown * 1,200 29 Houston Exploration * 900 28 Westport Resources * 1,100 $ 23 Evergreen Resources *ss. 600 23 Denbury Resources * 2,400 23 Veritas DGC *ss. 800 22 Patina Oil & Gas 800 21 Swift Energy *ss. 700 21 St. Mary Land Exploration 600 14 BP Prudhoe Bay Royalty Trustss. 900 13 Range Resources * 2,100 13 3Tec Energy * 700 12 Cabot Oil & Gas 500 12 Meridian Resource * 1,700 12 Howellss. 1,020 12 Nuevo Energy * 700 11 KCS Energy *ss. 1,600 11 Penn Virginia 300 10 Gulfmark Offshore * 300 9 Cross Timbers Reality Trust 600 9 Castle Energy 1,400 8 Maynard Oil * 400 8 Dawson Geophysical * 800 8 Prize Energy * 400 8 Belco Oil & Gas * 800 7 Beta Oil & Gas * 900 7 Greka Energyss. 600 7 Markwest Hydrocarbon * 900 7 Key Production * 390 7 Mission Resources * 800 5 Carrizo Oil & Gas * 900 5 Edge Petroleum * 800 5 Brigham Exploration * 900 3 Harken Energy * 1,300 3 Berry Petroleum 200 3 APCO Argentina 100 3 Prima Energy * 100 2 1,347 Total Energy 3,269 FINANCIAL 16.8% Financial Services 1.4% AmeriCredit * 2,100 $ 109 BISYS Group *ss. 1,500 89 Choicepoint * 1,743 73 NOVA * 2,100 66 Arthur J. Gallagherss. 2,400 62 Metris Companies 1,850 62 Erie Indemnity 1,900 57 Heller Financial 1,400 56 Allied Capitalss. 2,200 51 Doral Financial 1,400 48 Student Loan Corporation 600 42 Security Capital Group (Class B) * 1,700 36 Crawford (Class B)ss. 1,600 29 NCO Group * 900 28 National Processing * 900 25 Brown and Brown 600 25 ADVANTA 1,166 19 WFS Financial * 600 18 Hilb Rogal and Hamilton 400 18 Perry County Financial 700 16 World Acceptance * 1,700 16 Clark / Bardes Holdings * 700 16 CompuCredit *ss. 1,400 15 NextCard * 1,100 12 UICI * 900 12 Cash America Investments 1,300 11 HPSC * 1,300 11 Plan Vista * 1,300 11 Actrade International *ss. 400 9 DVI * 500 9 Insignia/ESG Holdings *ss. 700 9 New Century Financial *ss. 800 8 Matrix Capital * 800 8 Lendingtree *ss. 1,300 $ 8 First Cash Financial Services * 1,200 8 National Wireless * 600 8 Credit Acceptance Corporation * 1,000 8 Hugoton Royalty Trust, REIT 600 8 American Insured Mortgage Investors 1,300 7 Ampal American Israel *ss. 1,100 7 Comdisco 4,110 5 Eplus * 500 5 Medallion Financial 500 5 Harris & Harris Group 1,700 5 1,150 Life & Health Insurance 0.5% Protective Life 1,700 59 MONY Groupss. 1,300 52 Reinsurance Group of Americass. 1,350 51 Stancorp Financial Group 1,000 47 Liberty Financial 1,300 42 AmerUs Life 1,000 36 Delphi Financial 704 27 Nationwide Financial Services (Class A) 600 26 Great American Financial Resources 1,000 18 Kansas City Life Insurance 400 16 Presidential Life 700 16 Financial Industries 1,200 15 FBL Financial Group 632 11 Citizens 1,605 11 Cotton States Life Insurance 700 8 Healthaxis * 400 1 436 Property & Casualty Insurance 5.8% Berkshire Hathaway (Class A) *ss. 41 2,845 CNA Financial * 4,900 193 Transatlantic Holdingsss. 870 107 Radian 2,308 93 Old Republic International 3,150 91 Allmerica Financial 1,500 $ 86 PMIss. 1,200 86 Unitrin 1,700 65 White Mountains Insurance Group 160 60 American National Insurancess. 800 60 Wesco Financial 170 59 Mercury General 1,500 52 American Financial Group 1,700 52 21st Century Insurance 2,700 50 Fidelity National Financial 2,000 49 Leucadia National 1,400 45 HCC Insurance Holdings 1,700 42 Alleghany 183 37 First American Financial 1,900 36 Markel *ss. 180 35 W. R. Berkley 800 33 Odyssey Re Holdings * 1,800 33 Alfa 1,300 32 Horace Mann Educators 1,300 28 Ohio Casualty 2,000 26 Commerce Group 700 26 State Auto Financial 1,500 25 Triad Guaranty * 600 24 Midland 500 22 Zenith National Insurance 700 19 CNA Surety 1,300 18 RLI 400 18 Navigators Group * 900 17 Selective Insurance 600 16 Stewart Information Services * 700 14 Fremont Generalss. 2,000 13 Meemic Holdings * 600 13 Landamerica Financial Group 400 13 Harleysville Group 400 12 United Fire & Casualty 400 12 BancInsurance * 2,310 11 Great Lakes, REIT 600 11 Argonaut Group 500 $ 10 Vesta Insurance 800 9 Baldwin & Lyons (Class B) 400 8 SCPIE Holdings 400 8 NYMAGIC 400 8 ProAssurance *ss. 420 7 Danielson * 1,500 7 Merchants Group 300 6 ACMAT * 500 5 Highlands Insurance Group * 900 4 Donegal Group 332 4 Acceptance Insurance * 700 4 PMA Capital 200 4 Penn America Group 300 3 Donegal Group 166 2 PAULA Financial * 800 2 Amwest Insurance Group * 726 1 4,671 Securities & Asset Management 2.0% Goldman Sachs 3,600 309 SEI 3,000 142 Federated Investors (Class B)ss. 3,350 108 Alliance Capitalss. 2,000 106 A.G. Edwards 2,200 99 Neuberger Bermanss. 1,300 88 Legg Masonss. 1,500 75 Waddell & Reed Financial (Class A) 2,250 71 Eaton Vancess. 1,900 66 E*TRADE Group *ss. 8,530 55 Investment Technology Group * 1,000 50 LaBranche & Co. *ss. 1,600 46 Raymond James Financial 1,400 43 Knight Trading Group * 4,000 43 John Nuveen (Class A) 700 40 Affiliated Managers Group *ss. 600 37 International Bancshares 625 26 Jeffries Group 800 26 Ocwen Financial *ss. 2,100 22 American Capital Strategies 700 $ 20 Instinet * 800 15 TD Waterhouse Group * 1,300 14 Northway Financial 400 11 Tucker Anthony Sutro 500 11 Southwest Securities Groupss. 530 11 Sanders Morris Haris Group * 1,700 10 First Albany 840 10 Friedman, Billings, Ramsey Group * 1,300 9 Capital Corp. of the West 600 9 Hoenig Group * 700 8 Big Foot Financial 400 6 1,586 Thrift Institutions 1.6% Dime Bancorp 3,100 115 Golden Sate Bancorp 3,700 114 Greenpoint Financial 2,900 111 Sovereign Bancorpss. 5,900 77 Astoria Financial 1,300 71 New York Community Bancorpss. 1,350 51 Capitol Federal Financial 2,600 50 Webster Financial 1,456 48 People's Bank 2,000 47 Roslyn Bancorp 1,500 39 Washington Federal 1,458 36 Staten Island Bancorp 1,200 33 Downey Financial 700 33 MAF Bancorp 800 25 First Financial Bancorp 1,402 24 Waypoint Financial 1,900 24 FirstFed Financial * 700 21 Iberiabank 700 21 Coastal Bancorp 600 19 Harbor Florida Bancshares 1,000 19 Richmond County Financial 500 19 Bank United Financial * 1,300 18 First Indiana 700 18 First Republic Bank of San Francisco * 650 16 Anchor Bancorp Wisconsin 1,000 $ 16 St. Francis Capital 600 13 Ameriana Bancorp 960 13 Pulaski Bancorp 800 13 Pacific Northwest Bancorp 600 13 Commonwealth Bancorp 700 13 FVNB 300 12 UCBH Holdings 400 12 Promistar Financial 500 12 Sterling Financial 800 12 F New Brunswick 441 12 Northwest Bancorp 1,100 12 Bay View Capital 1,500 11 Cooperative Banksharesss. 900 11 Westcorp 500 11 Woronoco Bancorp 600 9 Western Ohio Financial 500 9 StateFed Financial 800 9 Hingham Institution for Savings 400 9 WSFS Financial 500 9 Riverview Bancorp 800 8 First Long Island 200 8 First Federal Bancorp 1,300 7 Guaranty Financial 900 7 W Holding Company 500 6 Flagstar Bancorp 300 6 Northeast Indiana Bancorp 300 4 Bedford Bancshares 100 1 1,327 Banks 5.5% M&T Bank 2,594 196 Marshall & Ilsley 2,900 156 UnionBancalss. 4,400 148 North Fork Bancorporationss. 4,450 138 National Commerce Financial 5,650 138 Popular 3,700 122 First Tennessee National 3,500 121 TCF Financial 2,200 102 Banknorth 4,195 $ 95 Compass Bancshares 3,050 81 Mercantile Bankshares 2,000 78 Hibernia Corp. (Class A) 4,200 75 Associated Banc 1,912 69 Commerce Bancshares 1,854 68 Valley National Bancorp 2,377 67 City National 1,500 66 FirstMerit 2,500 66 Commerce Bancorp 925 65 Hudson City Bancorp 2,800 65 Banc West 1,800 62 Pacific Century Financial 2,200 57 First Virginia Banks 1,200 57 Cullen/Frost Bankers 1,600 54 Investor's Financial Services 800 54 Sky Financial 2,693 51 Wilmington Trust 800 50 Bancorpsouth 2,625 45 First Citizens Bancshares North Carolina 400 43 Provident Financial Groupss. 1,300 43 Old National Bancorpss. 1,594 42 BOK Financial 1,563 42 Fulton Financialss. 2,030 41 Independence Community Bank 2,100 41 Citizens Banking 1,400 41 WestAmerica 1,000 39 Colonial BancGroupss. 2,700 39 First Midwest Bancorp 1,245 38 F&M National 915 37 Trustmark 1,800 37 Commercial Federal 1,500 35 Hudson United Bancorp 1,356 35 Santander Bancorp 1,550 30 First Commonwealth Financial 2,000 30 Whitney Holding 600 28 Community First Bankshares 1,200 28 Susquehanna Bancshares 1,350 $ 27 Southwest Bancorp * 900 27 UMB Financial 630 27 Chittenden 800 27 Silicon Valley Bancshares * 1,200 26 Park National 255 26 Trustco Bank 1,918 26 Greater Bay Bancorp 1,006 25 Wintrust Financial 1,000 25 Merchants Bancshares 800 25 East West Bancorp 900 24 The Intercept Group * 600 23 Midwest Banc Holdings 1,000 22 United Bankshares 800 21 Republic Bancorp 1,540 21 Arrow Financial 800 20 Alabama National Bancorporation 600 19 Trust Company of New Jersey 800 19 Pacific Capital Bancorp 600 18 CORUS Bankshares 300 18 Suffolk Bancorp 400 18 Texas Regional Bancshares 440 18 Frontier Financial 600 17 Cathay Bancorp 300 16 FirstBank Puerto Rico 600 16 BostonFed Bancorp 700 16 Connecticut Bancshares 600 16 First Niagara Financial 1,000 15 Riggs 900 15 Irwin Financialss. 600 15 S & T Bancorp 600 15 National Penn Bancshares 735 15 Integra Bank 600 15 Cenit Bankcorp 500 15 Mid State Bancshares 800 15 Banner 660 14 Borel Bank & Trust 400 14 State Bancorp 793 $ 14 Provident Bankshares 551 14 United National Bancorp 600 14 First South Bacorp 500 13 Vista Bancorp 661 13 CNB Financial 700 13 Hancock Holding Company 300 13 Omega Financial 400 13 Community Banks 420 12 PFF Bancorp 500 12 Chemical Financial 420 12 Gold Banc 1,600 12 1st Source 441 12 Farmers Capital Bank 300 12 Mississippi Valley Bankshares 300 12 First Bank America * 500 12 Mid America Bancorp 412 12 Klamath First Bancorp 800 12 First Place Financial 900 12 Ambanc 600 12 Net Bank * 1,000 11 Summit Bancshares 600 11 Brookline Bancorp 800 11 First United 800 11 CVB Financial 550 11 West Coast Bancorp 820 10 BWC Financial 484 10 Medford Bancorp 500 10 F New Brunswick 700 10 Main Street Bancorp 900 10 Midsouth Bancorp 900 10 German American Bancorp 630 10 Area Bancshares 600 10 Independent Bank 500 10 Bancfirst Ohio 435 10 Columbia Banking Systems 770 10 NBT Bancorpss. 500 10 First Financial 200 $ 10 U. S. Bancorp 630 10 Camden National 600 10 Sterling Bancshares 500 10 First Merchants 400 10 First Charter 500 9 Union Bankshares 600 9 Second Bancorp 400 9 Troy Financial 500 9 Franklin Bank 600 9 Home Federal Savings Bank 400 9 First Busey 400 9 GBC Bancorp 300 9 First Federal Bancshares of Arkansas 400 8 Newmil Bancorp 700 8 Three Rivs Bancorp 700 8 CB Bancshares 220 8 United Community Financial 900 8 Bar Harbor Bankshares 500 8 Provident Bancorp 400 8 First Financial Banksharesss. 250 8 Union Community Bancorp 600 8 Gulf West Banks 882 7 Interchange Financial Services 400 7 Republic Bancshares * 400 7 Boston Private Financial 300 7 Peoples Holding 200 7 PAB Bankshares 600 7 Royal Bank of Canadass. 194 6 Timberland Bancorp 400 6 South Financial Group 300 6 WesBancoss. 200 5 AMCORE 200 5 Community Bancshares 400 5 Team Financial 500 4 Harrodsburg First Financial Bancorp 300 4 Hamilton Bancorp * 500 3 SY Bancorp 100 $ 3 Summit Financial 300 3 California Independent Bancorp 100 3 U. S. Bancorp 100 0 4,461 Total Financial 13,631 HEALTH CARE 12.5% Drugs 7.6% Genzyme *ss. 5,210 318 IDEC Pharmaceuticals *ss. 3,980 269 Immunex * 14,800 263 Genentech * 4,640 256 IVAX *ss. 5,437 212 Human Genome Sciences *ss. 3,480 210 Millennium Pharmaceuticals * 5,880 209 Gilead Sciences *ss. 2,630 153 Andrx *ss. 1,900 146 Abgenix * 2,300 103 Protein Design Labs *ss. 1,150 100 Invitrogen * 1,375 99 ICOS *ss. 1,500 96 Imclone Systems *ss. 1,800 95 Cephalon *ss. 1,300 92 Mylan Laboratoriesss. 3,200 90 Sepracor *ss. 2,200 88 Vertex Pharmaceuticals *ss. 1,700 84 AmeriSource Health *ss. 1,400 77 Enzon *ss. 1,170 73 ICN Pharmaceuticals 2,300 73 Bergen Brunswig 3,715 71 Barr Laboratories *ss. 1,000 70 Applera-Celera Genomi *ss. 1,550 61 Celgene * 2,100 61 Sicor *ss. 2,600 60 Alkermes *ss. 1,600 56 OSI Pharmaceuticals *ss. 900 47 Incyte Pharmaceuticals * 1,900 $ 47 Medarex * 1,900 45 XOMA * 2,600 44 Myriad Genetics * 700 44 CuraGen *ss. 1,200 44 COR Therapeutics *ss. 1,400 43 Medicis Pharmaceutical * 800 42 Aviron *ss. 700 40 Regeneron Pharmaceuticals * 1,100 38 Tanox * 1,200 38 Techne * 1,100 36 Enzo Biochemss. 1,035 36 Alpharma (Class A)ss. 1,300 35 Albany Molecular Research * 900 34 CV Therapeutics * 600 34 Priority Healthcare (Class B) * 1,194 34 Tularik *ss. 1,300 34 Perrigo * 2,000 33 Inhale Therapeutic Systems *ss. 1,400 32 Affymetrix * 1,460 32 NPS Pharmaceuticals *ss. 800 32 Neurocrine Biosciences * 800 32 Noven Pharmaceuticals *ss. 800 31 Guilford Pharmaceuticals * 900 31 K-V Pharmaceutical * 1,100 31 Immunomedics *ss. 1,400 30 Inverness Medical Technologies *ss. 800 30 Genencor International * 1,800 29 Scios Nova *ss. 1,100 28 CIMA Labs *ss. 350 27 ILEX Oncology *ss. 900 27 Biopure *ss. 1,000 26 NBTY * 2,100 26 Syncor International * 800 25 Titan Pharmaceuticals * 800 24 Transkaryotic Therapies * 800 24 DURECT *ss. 1,800 23 Cubist Pharmaceuticals * 600 $ 23 Neose Technologies * 500 22 Kos Pharmaceuticals * 600 22 Bio-Technology General * 1,700 22 Endo Pharmaceutical * 2,500 22 Immunogen Incorporated *ss. 1,100 22 Intermune *ss. 600 21 Praecis Pharmaceuticals * 1,300 21 Arena Pharmaceuticals *ss. 700 21 Cell Genesys *ss. 1,000 21 Diagnostic Products 600 20 Antigenics *ss. 1,000 20 Maxygen * 1,000 19 Amylin Pharmaceuticals *ss. 1,700 19 Emisphere Technologies * 600 19 Medicines *ss. 900 18 IGEN *ss. 700 18 Genome Therapeutics * 1,200 18 Isis Pharmaceuticals (Class B) *ss. 1,400 17 Diversa * 850 17 Adolor * 800 17 Martek Biosciences * 600 17 ViroPharma *ss. 500 17 Alexion Pharmaceutical * 700 17 Cell Therapeutics *ss. 600 17 Gene Logic * 760 17 Texas Biotechnology * 1,900 16 Biomarin Pharmaceutical *ss. 1,200 16 Corixa *ss. 901 15 Pharmaceutical Resources * 500 15 Paradigm Genetics * 1,700 15 Rigel Pharmaceuticals *ss. 1,800 15 Arqule * 700 15 Trimeris * 300 15 Targeted Genetics * 2,300 15 Columbia Laboratories * 1,800 15 AVANIR Pharmaceuticals * 2,300 14 ONYX Pharmaceuticals * 1,200 $ 14 Applied Molecular Evolution * 1,100 14 Pharmacyclics *ss. 400 14 Pozen * 900 14 Dendreon * 800 13 Dyax * 700 13 Avigen * 600 13 Entremed *ss. 800 13 Neopharm *ss. 500 13 Transgenomic * 1,000 12 Luminex *ss. 600 12 Esperion Therapeutics * 1,100 12 SuperGen * 800 12 Illumina * 1,000 12 Hemispherx Biopharma *ss. 1,600 11 Louisiana Jolla Pharmaceutical *ss. 1,100 11 Serologicals * 500 11 Aurora Biosciences *ss. 340 11 Matrix Pharmaceuticals * 1,000 10 Third Wave Technologies * 1,000 10 Miravant Medical Technologies * 900 10 Orasure Technologies * 800 10 AVI Biopharma *ss. 1,000 10 Sequenom * 700 10 Vical * 700 10 NABI * 1,200 10 Atrix Laboratory * 400 9 Closure Medical * 400 9 Avant Immunotherapeutics *ss. 1,600 9 VI Technologies * 800 9 InKine Pharmaceutical * 1,800 9 Inspire Phamaceutical * 600 8 Corvas International * 700 8 Sciclone Pharmaceuticals *ss. 1,400 8 Genta *ss. 600 8 Ligand Pharmaceuticals * 700 8 Meridian Bioscience 1,500 8 Interneuron Pharmaceuticals *ss. 900 $ 8 Vaxgen *ss. 400 8 Maxim Pharmaceuticals *ss. 1,200 8 Axys Pharmaceutical *ss. 1,800 8 Discovery Partners International *ss. 1,600 7 Nanogen * 1,050 7 Biosource International * 1,100 7 Neurogen *ss. 300 7 OXiGENE *ss. 1,300 7 United Therapeutics *ss. 500 7 Genstar Therapeutics * 900 7 Organogenesis * 900 7 Northfield Laboratories * 400 7 Triangle Pharmaceuticals * 1,400 7 Ortec International * 1,000 7 Synaptic Pharmaceutical * 1,000 7 First Horizon Pharmaceutical * 200 6 MGI PHARMA * 500 6 Immune Response *ss. 1,300 6 NaPro BioTherapeutics *ss. 600 6 Ariad Pharmaceuticals * 1,200 6 Concentric Network * 800 6 Nu Skin Asia Pacific 700 6 NeoTherapeutics *ss. 1,500 6 Hyseq *ss. 500 6 Introgen Therapeutics * 1,200 6 Progenics Pharmaceuticals * 300 6 Geron *ss. 400 6 Advanced Tissue Sciences * 1,100 6 Pain Therapeutics * 700 5 Genzyme General *ss. 375 5 Axonyx * 1,200 5 Cell Pathways *ss. 700 4 Von Pharmaceuticals * 500 4 Curis * 660 4 Ciphergen Biosystems * 600 4 BioCryst Pharmaceuticals * 600 4 3 Dimensional Pharmaceutical * 400 $ 4 Acacia Research *ss. 200 3 NeoRx * 1,100 3 Matritech * 1,000 3 Valentis *ss. 500 3 Variagenics * 800 3 Ribozyme Pharmaceuticals *ss. 300 3 Immucor * 800 3 Collateral Therapeutics * 400 2 Genelabs Technologies * 1,100 2 IntraBiotics Pharmaceuticals * 1,500 2 Genomic Solutions * 400 2 Alliance Pharmaceutical * 800 2 Microcide Pharmaceuticals * 400 2 Insite Vision * 1,300 1 Biosepra *ss. 100 1 Nexell Therapeutics * 275 1 6,110 Medical Products 2.3% Hillenbrand Industries 1,800 103 Waters Corporation * 3,500 97 MiniMed * 1,800 86 Cytyc * 3,000 69 Beckman Coulterss. 1,600 65 Varian Associates * 900 64 Apogent Technologies * 2,500 61 Patterson Dental * 1,700 56 Dentsply International 1,200 53 Henry Schein * 1,300 50 ResMed *ss. 900 45 Edwards Lifesciences * 1,600 42 Invacare 1,000 39 Steris * 1,900 38 IDEXX Laboratories * 1,100 34 Bio-Rad Laboratories * 600 30 VISX * 1,500 29 Respironics * 900 27 Mentor 900 26 IMAMED * 900 $ 25 Polymedica *ss. 600 24 ArthroCare *ss. 900 24 Datascope 500 23 Biosite Diagnostics *ss. 500 22 Cygnus *ss. 2,100 22 Merit Medical Systems * 2,300 21 Cooperss. 400 21 Digene *ss. 500 20 Ocular Sciences * 800 20 Intuitive Surgical *ss. 1,500 20 Cerus * 270 20 American Medical Systems * 1,200 18 CONMED * 700 18 Analogicss. 400 18 Owens & Minorss. 900 17 ORATEC Interventions * 1,700 16 Ventana Medical Systems *ss. 500 16 Theragenics * 1,400 16 Thoratec Laboratories * 1,002 16 Arrow International 400 15 Magellan Health Services * 1,200 15 Haemonetics * 500 15 Kensey Nash *ss. 900 15 Sybron Dental Specialties * 700 14 ABIOMED *ss. 600 14 Cytogen * 2,500 14 Possis Med *ss. 1,100 13 Vital Signs 400 13 Novoste * 500 13 Aksys * 1,100 11 ATS Medical * 900 11 Zoll Medical *ss. 400 11 Integra Lifesciences * 500 11 West Pharmaceutical Services 400 11 Conceptus * 700 11 Aerogen * 1,500 10 Genzyme Transgenics * 1,000 $ 10 Tripath Imaging * 1,000 10 Sonosite * 500 10 Endocare * 600 10 Aspect Medical Systems * 600 9 Med-Design *ss. 300 9 PSS World Medical * 1,400 9 Aphton * 400 9 Cyberonics *ss. 500 8 Matria Healthcare * 500 8 Candela Laser * 1,200 8 I - STAT * 500 7 Urologix * 400 7 Sonic Innovations *ss. 1,100 7 Stemcells * 1,500 7 Align Technology *ss. 900 7 Biotime *ss. 900 7 Mine Safety Appliances 200 7 Hypertenson Diagnostics *ss. 1,300 7 SangStat Medical * 400 7 Exactech * 500 6 Computer Motion * 1,300 5 Chromavision Medical Systems * 900 5 Regeneration Technologies * 500 4 Vasomedical * 1,000 4 Microvision *ss. 200 4 Aradigm * 500 4 Cholestech * 400 3 Lifecell * 1,400 3 VIVUS * 900 3 IRIDEX * 700 3 Cohesion Technologies * 500 3 Interleukin Genetics * 800 2 Verso Technology * 1,900 2 Physiometrix * 400 1 Sunrise Technologies International *ss. 800 1 1,844 Medical Providers & Services 2.6% Quest Diagnostics * 2,500 $ 187 Laboratory Corporation of America * 1,960 151 Health Management (Class A) * 6,400 135 Express Scripts (Class A) * 2,100 116 Caremark RX *ss. 6,200 102 Lincare * 2,800 84 Oxford Health Plans * 2,800 80 Universal Health Services *ss. 1,700 77 Trigon Healthcare * 1,100 71 Community Health System * 2,400 71 First Health Group * 2,600 63 Health Net * 3,300 57 Omnicare 2,600 53 Davita * 2,300 47 Advance PCS * 700 45 Triad Hospitals * 1,516 45 Service Corp. International *ss. 7,000 45 Covance * 1,800 41 LifePoint Hospitals * 900 40 Orthodontic Centers of America *ss. 1,300 40 Renal Care Group * 1,200 39 Coventry Health Care * 1,600 32 Beverly Enterprises * 3,000 32 Province Healthcare *ss. 800 28 Dianon Systems *ss. 600 27 Mid-Atlantic Medical Services * 1,400 25 Accredo Health * 650 24 Select Medical * 1,200 24 AmeriPath * 800 23 Amsurg * 700 21 Cryolife * 500 20 US Oncology * 2,258 20 National Healthcare * 1,100 20 Dynacq International *ss. 1,000 19 Specialty Laboratories * 500 $ 19 Impath * 400 18 Hooper Holmes 1,700 17 Sunrise Assisted Living *ss. 600 16 PacifiCare Health Systems (Class A) *ss. 900 15 Rightchoice Manage Care * 300 13 Cobalt 1,700 12 Sierra Health Services * 1,600 11 Aaipharma * 600 10 America Service Group * 400 10 American Medical Security * 1,800 10 Pediatrix Medical Group * 300 10 Carriage Services *ss. 1,600 9 Insight Health Services * 500 9 Lifeline Systems * 400 8 MIM * 1,200 7 American Retirement * 1,600 6 LabOne * 800 5 Res-Care * 600 5 York Group * 500 5 LCA Vision * 1,600 4 Cybe- Care *ss. 1,800 2 Capital Senior Living * 1,000 2 2,127 Total Health Care 10,081 TECHNOLOGY 21.7% Computer Makers 0.1% Digital Lightwave *ss. 950 35 Handspring *ss. 3,300 26 Concurrent Computer * 1,600 11 Silicon Graphics * 3,800 5 Xybernaut *ss. 1,100 5 Authentidate Holding * 700 3 Vitech America * 1,400 1 86 Communication Equipment 1.7% CIENA * 8,710 $ 331 ONI Systems *ss. 3,500 98 L 3 Communications *ss. 1,000 76 Sycamore Networks *ss. 7,350 68 Tellium *ss. 3,300 60 Polycom * 2,200 51 Advanced Fibre Communications * 2,300 48 Tekelec *ss. 1,700 46 Harris 1,600 44 Corvis *ss. 9,400 41 Ulticom * 1,000 34 Plantronics *ss. 1,300 30 Sawtek * 1,200 28 DMC Stratex Networks *ss. 2,510 25 Powerwave Technologies * 1,600 23 Harmonic * 2,184 22 Next Level Communications * 2,900 20 ViaSat *ss. 800 19 ANTEC *ss. 1,500 19 ADTRAN * 900 18 Terayon Communication Systems *ss. 2,500 15 DSP Group * 700 15 Avici Systems *ss. 1,350 12 Comtech Telecommunications *ss. 750 10 NMS Communications * 1,400 10 Spectrian *ss. 600 10 PictureTel * 1,700 10 Aspect Telecommunications * 1,200 8 Sunrise Telecom *ss. 1,400 8 Ditech Communications * 1,100 8 Sorrento Networks *ss. 650 8 Applied Innovation * 900 8 Allen Telecom * 500 7 Symmetricom * 500 7 C-Cor.net * 600 $ 7 Telular * 700 7 Metawave Communications * 1,300 7 InterVoice * 610 7 Applied Signal Technology 1,300 7 Datron Systems * 400 6 Celeritek *ss. 400 6 Inter-Tel 500 6 Intelidata Technologies *ss. 1,000 6 Spectralink * 400 5 Globecomm Systems *ss. 600 4 Covad Communications Group *ss. 3,775 4 Carrier Access * 600 4 RF Monolithics * 900 3 Data Critical * 1,500 3 Novatel * 1,300 3 Com21 *ss. 1,400 2 Andrea Electronics * 1,500 2 California Amplifier *ss. 600 2 Brooktrout * 300 2 VYYO *ss. 1,400 2 Equinix *ss. 1,600 2 MCK Communications *ss. 700 2 Glenayre Technologies * 1,200 2 Socket Communications * 600 2 Westell Technologies * 800 1 Airnet Communications *ss. 800 1 Xeta *ss. 200 1 Triton Networks Systems * 1,100 1 1,344 Computer Communications Equipment 1.1% Juniper Networks * 8,730 271 Brocade Communications Systems *ss. 6,140 270 Extreme Networks *ss. 2,950 87 Emulux * 2,120 86 Electronics for Imaging * 1,500 44 Echelon *ss. 1,000 $ 31 Adaptec * 2,600 26 Lantronix * 1,100 11 Network Peripherals *ss. 900 11 Auspex Systems * 1,300 9 Performance Technologies * 600 9 Sonicblue * 1,900 6 Verilink * 1,800 6 Cosine Communications *ss. 2,600 6 Interphase * 900 5 Gadzoox Networks *ss. 700 2 Extended Systems * 300 2 Paradyne Networks * 900 2 First Virtual Communications * 1,200 1 SCM Microsystems *ss. 50 1 Ezenia! * 600 0 Entrada Networks * 62 0 886 Miscellaneous Computer Hardware 1.2% Foundry Networks *ss. 3,250 65 Diebold 2,000 64 RSA Security *ss. 1,650 51 Sandisk * 1,800 50 Tech Data * 1,500 50 Zebra Technologies (Class A) * 1,000 49 Storage Technology * 3,100 43 Ikon Office Solutions 4,200 41 Black Box *ss. 570 38 Quantum DLT & Storage Systems Group * 3,800 38 Maxtor * 6,304 33 Ingram Micro * 2,200 32 Stratos Lightwave * 2,260 29 Mercury Computer Systems * 500 25 Advanced Digital Info * 1,400 24 Imation * 800 20 Iomega * 7,800 19 MIPS Technologies *ss. 1,000 17 In Focus Systems *ss. 800 $ 16 Checkpoint Systems *ss. 900 16 Read-Rite * 2,900 16 Hutchinson Technology * 800 15 Western Digital * 3,600 14 Speechworks International * 900 14 Coinstar * 600 13 Secure Computing * 800 13 Kronos * 300 12 Radisys * 500 12 Dataram * 1,150 11 SBS Technologies * 600 11 Scansource * 200 10 Datalink * 1,000 9 Wave Systems *ss. 1,400 8 California First National Bancorp 600 8 Rimage * 800 7 Overland Data * 800 6 Identix * 900 6 Stratasys * 1,700 5 Metrologic Instruments * 500 5 Global Payment Technologies * 1,500 5 Procom Technology * 500 5 CompuCom Systems * 1,600 4 T R Systems * 1,100 4 Vixel * 1,700 4 Crossroads Systems * 640 4 Interlink Electronics *ss. 450 4 Hypercom * 700 3 SmartDisk * 600 3 Workflow Management * 392 3 Vertex Industries *ss. 1,100 2 Exabyte * 2,200 2 Netsilicon *ss. 400 2 Tidel Technologies * 1,400 2 MTI Technology * 600 1 Latitude Communications * 600 $ 1 Network Engines * 1,200 1 Hauppague Digital * 400 1 En Pointe Technologies * 200 0 Ultradata Systems * 1,200 0 966 Computer Software 4.7% BEA Systems *ss. 10,500 322 i2 Technologies * 10,966 217 Electronic Arts * 3,600 208 Rational Software * 5,500 154 Sonus Networks * 5,490 128 Cadence Design Systems * 6,500 121 Peregrine Systems *ss. 4,125 120 Macrovision * 1,400 96 Quest Software *ss. 2,400 91 Symantec * 2,060 90 Synopsys * 1,500 73 TIBCO Software * 5,450 70 Vignette * 6,448 57 Micromuse * 1,960 55 Reynolds & Reynolds 2,400 53 Advent Software * 800 51 Renaissance Learning *ss. 900 46 Manugistics Group *ss. 1,800 45 Informix * 7,500 44 Legato Systems * 2,700 43 Network Associates * 3,400 42 National Instruments *ss. 1,300 42 Cerner * 1,000 42 Serena Software * 1,100 40 J. D. Edwards * 2,800 40 NetIQ * 1,258 39 Sybase * 2,372 39 Informatica *ss. 2,100 36 Redback Networks *ss. 4,020 36 Titan *ss. 1,500 34 Intergraph * 2,200 $ 34 Borland Software *ss. 2,100 33 Wind River Systems *ss. 1,876 33 Manhattan Associates *ss. 800 32 SeeBeyond Technology * 2,000 32 Acxiom *ss. 2,400 31 Activision * 800 31 Eclipsys * 1,200 29 Mentor Graphics * 1,500 26 Remedy * 700 24 Nyfix * 750 24 HNC Software *ss. 900 22 Agile Software *ss. 1,300 22 Numerical Technologies *ss. 1,000 21 Midway Games *ss. 1,079 20 CACI * 400 19 Redeemable Hat * 4,700 19 Structural Dynamics Research * 700 17 Rosetta Inpharmatics *ss. 1,100 17 Aspen Technology * 700 17 Integral Systems *ss. 700 17 MSC Software * 900 17 Pharmacopeia * 700 17 Take-Two Interactive Software *ss. 900 17 IMRglobal * 1,500 16 FileNet * 1,100 16 Actuate * 1,700 16 OPNET Technologies * 900 16 Docent *ss. 1,600 16 Embarcadero *ss. 700 16 Transaction Systems Architects *ss. 1,000 15 MapInfo * 675 15 TALX 400 15 Phoenix Technologies * 1,000 15 AremisSoft *ss. 900 15 SeaChange International * 800 14 Sunquest Information Systems * 600 14 ONYX Software *ss. 1,700 $ 14 JDA Software Group * 800 13 Carreker Antinori *ss. 600 13 Entrust Technologies * 1,800 13 Avid Technology * 800 13 Dendrite International *ss. 1,100 12 Digimarc *ss. 500 12 IDX Systems * 800 12 Documentum * 900 12 Progress Software * 700 11 Ansys * 600 11 MetaSolv * 1,400 11 SPSS * 700 11 MRO Software * 700 11 MICRO Systems * 500 11 Avant *ss. 800 11 Per Se Technologies * 1,300 11 Radiant Systems * 650 10 Brio Technology *ss. 1,400 10 Websense *ss. 500 10 Infogrames * 1,300 10 BTG * 1,200 10 Visual Networks * 1,100 10 Computer Network Technology * 900 10 Sanchez Computer Associates *ss. 700 9 Catapult Communications * 400 9 Hyperion Solutions * 600 9 Witness Systems * 800 9 Pinnacle * 1,400 8 Clarus *ss. 1,350 8 Indus International * 1,000 8 ACTV * 2,400 8 Complete Business Solutions * 700 8 Extensity * 750 8 Watchguard Technologies *ss. 700 7 Richton International * 200 7 Mechanical Dynamics *ss. 600 7 Timberline Software 1,300 $ 7 Insignia Systems * 1,000 7 Ultimate Software Group * 1,300 7 CCC Information Services Group *ss. 1,100 7 Aware * 700 6 Moldflow * 400 6 Industri-Matematik * 3,200 6 Blue Martini Software *ss. 1,900 6 Starbase *ss. 1,500 5 MAPICS * 900 5 Pumatech *ss. 1,800 5 Virginia Linux Systems * 1,512 5 Innoveda * 2,000 5 3Do * 700 5 Signalsoft *ss. 400 5 Concord Communications *ss. 500 4 Novadigm * 400 4 Pegasystems * 1,300 4 Applied Microsystems * 800 4 Health Management Systems * 2,000 4 Ducocorp * 1,100 4 Vasco Data Security International * 1,200 4 Datastream * 500 4 Norstan * 1,300 4 Synquest * 1,000 3 Mercator Software *ss. 1,400 3 Netspeak * 1,200 3 Bottomline Technologies *ss. 600 3 Predictive Systems *ss. 800 3 Eagle Point Software * 600 3 Applix * 1,600 3 InfoCure * 1,300 3 MicroStrategy (Class A) *ss. 1,100 3 Troy Group * 700 3 Adept Technology *ss. 300 3 Bind View Development * 1,400 3 Resonate *ss. 700 3 Zixit *ss. 300 $ 3 Tarantella * 1,600 3 Systems & Computer Technology * 300 3 Rogue Wave Software * 600 3 NetScout Systems *ss. 400 3 NEON Systems * 300 3 Cysive * 800 3 Captaris * 1,200 2 General Magic *ss. 2,400 2 Scientific Learning * 1,100 2 Corio * 1,700 2 Tanning Technology *ss. 400 2 US Wireless * 600 2 Tricord Systems *ss. 600 2 Convera * 300 1 Netguru Common * 600 2 Epicor Software * 1,100 1 Litronic * 500 1 Logility * 400 1 Appiant Technologies *ss. 500 1 Excelon *ss. 700 1 Sagent Technology *ss. 600 1 Click2Learn * 500 1 EBT International * 300 1 Media 100 * 500 1 Vertel * 600 1 SilverStream Software * 100 1 Sonic Foundry *ss. 400 1 Information Architects * 500 1 Evolve Software * 1,100 1 Ravisent Technologies *ss. 300 1 Applied Digital Solutions *ss. 1,300 1 Ecometry * 400 1 Exchange Applications * 500 1 Optika * 400 0 Datatec Systems * 700 0 Daleen Technologies * 400 0 eSoft * 300 $ 0 DSET * 400 0 Artificial Life * 300 0 3,839 Information Services 1.9% SunGard Data Systems * 7,000 210 DST Systems * 3,240 171 Total Systems Services 5,300 151 Affiliated Computer Services (Class A) *ss. 1,400 101 CSG Systems International * 1,400 81 Galileo 2,400 78 Jack Henry & Associates 2,200 68 WebMD * 9,437 66 CNET Networks *ss. 3,471 45 Keane * 2,000 44 Perot Systems * 2,300 42 Factset Research Systems 900 32 Medquist * 982 29 Global Paymentsss. 880 26 EFunds *ss. 1,400 26 PEC Solutions * 1,000 22 Barra * 500 20 Lightbridge * 1,038 20 CIBER *ss. 2,000 19 American Management Systems * 800 19 Avert 800 17 Answerthink Consulting Group * 1,700 17 Travelocity.com *ss. 500 15 Multex.com * 900 15 Internap Network Services * 4,350 14 CoStar Group * 500 13 Storagenetworks *ss. 700 12 Sykes Enterprises * 1,000 11 Caminus *ss. 400 11 BSQUARE * 1,000 10 Pegasus Systems * 900 10 QRS *ss. 600 10 Digital Insight * 431 $ 10 Tier Technologies (Class B) * 900 9 Cognizant Technology Solutions * 200 8 Metro Information * 2,000 8 Onesource Information Services * 900 8 McAfee.com *ss. 600 7 Support.com *ss. 1,100 7 Keynote Systems * 550 6 Cambridge Technology Partners * 1,600 6 Group 1 Software * 300 5 Netsolve * 300 4 TriZetto Group *ss. 400 4 Agency Common *ss. 1,000 3 Data Return *ss. 1,700 3 PurchasePro.com *ss. 2,000 3 National Information Consortium *ss. 1,500 3 Practiceworks * 325 3 Billserv.com * 1,300 3 Technology Solutions *ss. 1,300 2 Lionbridge Technologies * 1,100 2 Manatron * 300 1 The A Consulting Team * 1,800 1 Corillian * 200 1 Interliant *ss. 1,400 1 Concero * 300 0 1,533 Semiconductor Capital Equipment 0.4% Lam Research * 3,350 99 Axcelis Technologies * 2,600 39 Varian Semiconductor Equipment *ss. 800 34 Veeco * 729 29 Kulicke & Soffa *ss. 1,400 24 Mattson Technology *ss. 1,313 23 Asyst Technology * 1,200 16 Photronics * 610 16 Electroglas * 700 12 FSI International * 600 $ 8 PRI Automation *ss. 400 7 Btu International * 800 5 312 Electronic Equipment 3.0% SPX *ss. 1,108 139 AVX 5,000 105 American Tower Systems (Class A) *ss. 4,800 99 SCI Systems * 3,810 97 Telecorp PCS *ss. 4,700 91 Amphenol * 1,300 52 McDATA * 2,900 51 KEMET * 2,200 44 Cabot Microelectronics *ss. 682 42 Cognex *ss. 1,200 41 Plexus *ss. 1,160 38 Fisher Scientific * 1,300 38 LTX *ss. 1,400 36 Sensormatic Electronics *ss. 2,000 34 Inrange Technologies * 2,200 34 Roper Industries 800 33 Commscope * 1,400 33 FEI * 800 33 THQ * 550 33 Varian * 1,000 32 MKS Instruments * 1,100 32 Credence Systems * 1,300 32 Anixter International *ss. 1,000 31 Ixia * 1,600 30 DDi * 1,500 30 Metromedia Fiber Network *ss. 14,100 29 GlobeSpan *ss. 1,900 28 Centillium Communications *ss. 1,100 27 MRV Communications * 2,800 26 Federal Signal 1,100 26 Bruker Daltonics * 1,700 26 BEI Technologies 900 $ 24 Coherent * 650 24 Rudolph Technologies *ss. 500 23 Dionex * 700 23 Cable Design Technologies * 1,350 22 H Power Corp. *ss. 2,200 21 Helix Technology 700 21 Interdigital *ss. 1,600 21 Astropower *ss. 400 21 Packard BioScience * 2,400 20 Esterline Technologies * 900 20 Input/Output * 1,500 19 Aeroflex * 1,800 19 General Cable 1,000 19 Park Electrochemical 700 18 Interlogix * 500 18 APW * 1,725 17 Nanometrics * 600 16 Vicor * 1,000 16 Research Frontiers *ss. 600 16 FLIR Systems * 600 15 Artesyn Technologies * 1,100 14 New Focus *ss. 1,700 14 ACLARA BioSciences * 1,400 14 Trimble Navigation *ss. 700 14 Zygo *ss. 600 13 Therma Wave * 700 13 TTM Technologies * 1,500 13 Intermagnetics Generalss. 400 13 Tollgrade Communications *ss. 450 13 Keithley Instrumentsss. 600 13 Lexent * 1,400 12 Gerber Scientific 1,100 12 Universal Display * 700 12 Pemstar * 800 12 Franklin Electric 150 11 Valence Technology *ss. 1,700 11 Littelfuse *ss. 400 $ 11 EMS Technologies * 700 11 Viasystems Group * 3,500 11 II-VI * 600 10 ParkerVision *ss. 400 10 Cyberoptics * 850 10 Planar Systems * 400 10 LeCroy * 400 10 Three-Five Systems *ss. 550 10 Benchmark Electronics *ss. 400 10 Western Multiplex * 1,400 10 Manufacturers' Services *ss. 1,600 10 Proxim *ss. 660 9 Spectra-Physics Lasers * 400 9 Molecular Devices * 450 9 Bel Fuse 300 9 Pioneer-Standard Electronicsss. 700 9 Excel Technology * 400 9 Copper Mountain * 2,100 9 Signal Technology * 800 9 3D Systems * 500 8 Caliper Technologies *ss. 400 8 Genrad * 1,400 8 Rheometric Scientific * 1,600 8 Photon Dynamics *ss. 300 8 Netro * 1,900 8 Mechanical Technology * 1,110 8 Anaren Microwave *ss. 400 8 Tripath Technology *ss. 700 8 California Micro Device *ss. 1,100 8 Duraswitch Industries * 500 8 Methode Electronics (Class A) 900 8 Harvard Bioscience *ss. 700 8 Ultratech Stepper * 300 8 Video Display 1,440 8 Alliance Fiber Optic Products * 1,600 8 Somera Communications *ss. 1,000 7 Aehr Test Systems * 1,600 $ 7 X-Rite 800 7 APA Optics * 700 6 Cepheid * 1,800 5 Merix * 300 5 PECO II * 800 5 Computer Access Technology *ss. 800 5 Utstarcom *ss. 200 5 Channell Commercial * 700 4 Wink Communications * 1,400 4 Lightpath Technologies *ss. 400 4 Stockeryale * 300 3 Advanced Switching Commerce *ss. 1,100 3 o2wireless Solutions * 1,100 2 Perceptron * 1,600 2 Tech Ops Sevcon 200 2 ACT/Manufacturing *ss. 150 2 Enviromental Tectonics * 100 1 2,441 Semiconductor 3.6% NVIDIA *ss. 1,800 167 Atmel * 12,300 166 Agere Systems * 19,500 146 RF Micro Devices *ss. 4,500 121 Microchip Technology * 3,333 111 Amkor Technology *ss. 4,300 95 Finisar *ss. 4,900 92 Integrated Device Technology * 2,800 89 Vishay Intertechnology *ss. 3,800 87 Cypress Semiconductor * 3,400 81 Micrel * 2,380 79 Lattice Semiconductor *ss. 3,040 74 Avnet 3,296 74 Intersil Holding * 1,800 66 Arrow Electronics * 2,400 58 International Rectifier * 1,700 58 Semtech *ss. 1,900 57 Fairchild Semiconductor * 2,310 $ 53 Cree Research *ss. 2,000 52 Cirrus Logic * 2,100 48 TriQuint Semiconductor *ss. 2,000 45 Pixelworks *ss. 1,100 39 Advanced Energy Industries *ss. 900 37 Integrated Circuit Systems * 1,900 37 Microsemi * 500 36 Alpha Industries * 1,200 36 Electro Scientific Industries * 900 34 Rambus * 2,680 33 Kopin * 2,400 29 Silicon Laboratories *ss. 1,300 29 ANADIGICS *ss. 1,195 28 Exar * 1,300 26 Microtune * 1,100 24 DuPont Photomasks * 500 24 Transmeta * 4,200 23 TranSwitch *ss. 2,100 23 Silicon Storage Technology * 2,200 22 Siliconix * 700 22 ATMI * 700 21 ON Semiconductor * 4,600 21 Virata *ss. 1,700 20 Entergris * 1,700 20 Ess Technology * 1,800 19 Avanex * 1,900 18 Zoran * 600 18 SJW 200 17 Elantec Semiconductor * 500 17 MEMC Electronic Materials * 2,200 17 JNI *ss. 1,200 17 Luminent *ss. 4,000 17 American Xtal Technology * 600 16 Oak Technology *ss. 1,500 16 Chippac *ss. 1,500 16 IXYS * 900 $ 14 REMEC * 1,100 14 Cohu 600 14 Alliance Semiconductor *ss. 1,100 13 PLX Technology * 1,500 13 Pericom Semiconductor * 800 13 CTS 600 12 Actel * 500 12 Energy Conversion Devices *ss. 400 11 Power Integrations * 700 11 American Superconductor * 400 10 Stanford Microdevices * 600 10 Integrated Silicon Solution * 700 10 General Semiconductor * 900 9 Artisan Components * 800 8 Silicon Image * 1,600 8 Virage Logic * 500 8 WJ Communications *ss. 1,600 7 Conductus * 1,400 7 Sipex *ss. 600 7 Optical Communications Products * 600 6 Advanced Power Technology * 500 6 Catalyst Semiconductor * 1,500 6 Tessco Technologies * 400 6 Nu Horizons Electronics *ss. 500 5 OPTI * 1,200 5 Ibis Technology * 400 4 Micron Electronics *ss. 2,700 4 QuickLogic * 700 4 Katy Industries 800 4 Omnivision Technologies * 600 3 Rainbow Technologies * 600 3 Sigma Designs * 1,400 3 hi/fn * 200 3 Reptron Electronics * 600 3 Insilicon * 600 3 Micro Linear * 1,100 $ 3 Ramtron International * 800 3 Superconductor Technologies *ss. 400 2 Integrated Telecom Express * 1,000 2 Dense Pac Microsystems * 700 2 Tvia * 600 1 Netergy Networks * 800 1 HEI * 100 1 Diodes * 50 1 2,886 Internet 4.0% e-Bay *ss. 7,300 500 VeriSign *ss. 5,391 324 Openwave Systems * 4,663 162 Amazon.com *ss. 10,000 141 HomeStore.com *ss. 2,850 100 Checkfree Holdings *ss. 2,100 74 Infonet Services * 8,500 72 Retek * 1,345 64 Expedia * 1,300 61 Internet Security Systems *ss. 1,150 56 RealNetworks * 4,700 55 Riverstone Networks *ss. 2,700 54 Earthlink * 3,620 51 DoubleClick * 3,592 50 priceline.com * 5,200 47 Interwoven * 2,700 46 Sonicwall *ss. 1,700 43 AmeriTrade *ss. 5,100 41 Exult *ss. 2,300 39 Inktomi * 4,000 38 Ariba *ss. 6,700 37 Liberate Technologies *ss. 3,150 34 Macromedia * 1,910 34 InfoSpace.com * 8,856 34 Webex Communications *ss. 1,200 32 Exodus Communications *ss. 15,200 $ 31 Webmethods *ss. 1,408 30 GoTo.com * 1,500 29 Commerce One * 4,920 29 Akamai Technologies *ss. 3,078 28 S1 *ss. 2,000 28 Intranet Solutions *ss. 700 27 MatrixOne * 1,100 25 Saba Software * 1,400 23 Netegrity * 750 22 Ticketmaster Online-CitySearch * 1,500 22 E.piphany * 2,140 22 America Online Latin America *ss. 2,400 22 Freemarkets *ss. 1,050 21 Skillsoft *ss. 600 21 Centra Software * 1,200 20 Hotel Reservations Network *ss. 400 19 At Home *ss. 8,440 18 Verity * 900 18 Portal Software *ss. 4,300 18 Safeguard Scientifics *ss. 3,400 17 HotJobs.com *ss. 1,500 16 Nuance Communications * 900 16 Vastera * 1,100 16 eSpeed (Class A) * 700 15 Genuity *ss. 4,900 15 Internet Capital Group *ss. 7,500 15 Clarent * 1,600 15 Universal Access * 2,300 14 Register Common *ss. 900 14 Click Commerce *ss. 1,500 13 Healthextras * 1,300 12 NetRatings * 800 12 Vitria Technology * 3,300 11 OTG Software * 1,600 11 Viewpoint * 1,300 11 Digitas *ss. 2,400 $ 11 F5 Networks *ss. 600 11 Art Technology Group * 1,780 10 Packeteer *ss. 800 10 EXE Technologies *ss. 1,700 10 Inet Technologies *ss. 1,200 10 Kana Communications *ss. 4,672 10 Digitalthink *ss. 1,300 9 Inforte * 700 9 MP3.com * 1,700 8 Digex *ss. 630 8 Xcare Net * 600 8 Divine * 3,700 8 Synplicity * 700 7 Chordiant Software * 2,120 7 Tumbleweed Communications *ss. 1,700 6 Choice One Communications *ss. 900 6 Net2Phone *ss. 1,000 6 Ibasis * 1,100 5 VerticalNet *ss. 2,200 5 Igate Capital *ss. 1,500 5 Valueclick * 1,600 5 Cacheflow *ss. 1,000 5 Network Plus *ss. 1,800 5 Cobalt Group * 1,400 5 Switchboard * 800 5 Prodigy Communications * 800 5 Cheap Tickets *ss. 300 5 Virage * 1,300 4 GoAmerica * 2,000 4 Wit Soundview Group * 2,200 4 iManage * 1,100 4 Loudcloud *ss. 1,300 4 StarMedia Network (Class B) * 2,100 4 Innodata * 1,200 4 At Road * 1,700 4 Selectica *ss. 850 $ 4 WorldGate Communications *ss. 700 4 Webb Interactive Services * 1,400 3 Globix *ss. 1,700 3 USinternetworking *ss. 2,800 3 Interactive Intelligence * 300 3 Engage Technologies *ss. 4,400 3 Interest Media Group *ss. 800 3 Netopia *ss. 500 3 Stamps.com * 800 3 Primus Knowledge Solutions *ss. 500 3 Intertrust Technology * 2,460 3 Ecollege * 900 3 Zengine *ss. 1,000 3 LookSmart * 2,600 3 Viant * 1,400 3 Edgar Online * 700 3 Egain Communications *ss. 900 2 Preview Systems * 700 2 Liquid Audio *ss. 800 2 Navisite *ss. 1,600 2 Be Free * 1,900 2 Tut Systems *ss. 1,300 2 Niku * 2,100 2 Thestreet.com * 1,400 2 Collectors Universe * 1,100 2 Caldera Systems *ss. 1,400 2 VIA NET.WORKS * 1,300 2 EBENX *ss. 600 2 Critical Path * 1,900 2 Drugstore.com *ss. 1,700 2 Jupiter Media Metrix *ss. 1,462 2 PC-Tel * 200 2 Epresence * 500 2 Digital River * 400 2 CyberSource *ss. 1,100 2 Apropos Technology * 700 2 Scient *ss. 1,850 $ 2 Ask Jeeves *ss. 900 2 Marimba * 800 2 High Speed Access * 1,300 2 Vicinity *ss. 900 2 GRIC Communications * 500 1 barnesandnoble.com * 900 1 Open Market * 1,200 1 SmartServ Online *ss. 150 1 FirePond * 1,100 1 Digital Impact *ss. 900 1 FairMarket * 1,100 1 Elcom International * 600 1 Launch Media *ss. 1,100 1 eMerge Interactive *ss. 750 1 C-bridge Internet Solutions * 500 1 Intraware *ss. 700 1 Softnet Systems * 400 1 Lante * 1,050 1 MarketWatch.com * 300 1 Net Perceptions * 400 1 viaLink *ss. 400 1 Imagex Common * 500 1 Netcentives * 1,200 1 Versat * 900 1 Medicalogic * 955 1 Net Genesis * 700 1 Neoforma Common * 500 0 Sciquest *ss. 400 0 Persistence Software * 800 0 BE * 600 0 AppliedTheory *ss. 500 0 Deltathree Common * 200 0 Telescan * 400 0 Quintus *ss. 1,413 0 3,246 Total Technology 17,539 UTILITIES 2.9% Electric Utilities 2.0% Teco Energyss. 3,500 $ 107 DPL 3,500 101 Northeast Utilities 3,700 77 Wisconsin Energy 3,000 71 Energy East 3,300 69 Alliantss. 2,300 67 Potomac Electric Power 3,100 65 NSTAR 1,515 64 Puget Energy 2,400 63 Orion Power Holdings *ss. 2,500 60 MDU Resources Group 1,800 57 SCANA New 1,910 54 Conectiv 2,500 54 OGE Energyss. 2,100 47 Allete 2,000 45 Sierra Pacific Resources 2,600 42 Western Resourcesss. 1,900 41 DQEss. 1,700 38 Hawaiian Electric Industriesss. 1,000 38 RGS Energy Groupss. 1,000 37 Kansas City Power & Lightss. 1,500 37 NRG Energy *ss. 1,600 35 Public Service of New Mexico 1,100 35 IDACORP 1,000 35 WPS Resourcesss. 800 28 Newpower Holdings * 3,100 28 Unisource Energyss. 1,200 28 El Paso Electric * 1,700 27 Montana Power 2,300 27 CH Energy Group 600 26 Cleco 1,000 23 Avista 1,000 20 Madison Gas & Electric 500 14 Otter Tail 500 14 Baycorp Holdings * 1,200 11 UNITIL 400 $ 10 Reliant Resources * 400 10 Aquila (Class A) *ss. 400 10 United Illuminating 200 10 Foster Wheeler 1,000 9 Bangor Hydro Electric 300 8 Central Vermont Public Service 200 4 Maine Public Service 100 3 Empire District Electronicsss. 100 2 1,651 Gas Utilities 0.9% UtiliCorp United 2,913 89 American Water Worksss. 2,500 82 Questar 2,400 59 National Fuel Gas 1,100 57 Philadelphia Suburban 1,625 42 WGL Holdings 1,500 41 AGL Resources 1,600 38 Piedmont Natural Gas 1,000 36 Energen 1,100 30 Vectrenss. 1,399 29 Atmos Energy 1,100 27 Southern Union * 1,265 26 New Jersey Resources 500 23 Northwest Natural Gas 700 17 California Water Service Group 600 15 Southwest Gas 600 14 RGC Resources 700 14 UGI New 500 14 Southwestern Energy * 1,000 12 Energysouth 500 11 Connecticut Water Service 300 10 Chesapeake Utilities 500 10 South Jersey Industries 300 9 NUI 400 9 Cascade Natural Gas 400 9 Florida Public Utilities 400 7 730 Total Utilities 2,381 MISCELLANEOUS 0.4% Miscellaneous 0.4% Ceridian * 3,900 $ 75 Torch Offshore * 3,600 36 MeriStar Hospitality 1,200 28 Avocent * 1,145 26 J.M. Smucker 800 21 PolyOne 1,900 20 Landair * 3,100 18 Flowers Foods * 560 18 Rait Investment Trust 900 15 PMC Commercial Trust 800 11 Sound Federal Bancorp 900 10 Aegis Realty 800 8 IOMED * 1,500 5 Lynx Therapeutics * 500 3 Philips International Realty, REIT * 500 2 Dime Bancorp 3,100 1 Silverline Technolgies 105 0 Endo Pharmaceutical 900 0 OPTICNET * 350 0 ProcureNet * 600 0 Total Miscellaneous 297 CONSUMER DISCRETIONARY 9.0% Entertainment 0.6% Metro Goldwyn Mayer * 5,800 131 Royal Caribbean Cruisesss. 5,010 111 Pixar * 1,200 43 Six Flags *ss. 1,900 40 Cedar Fair L. P.ss. 1,600 36 Handleman * 1,200 20 Amc Entertainment *ss. 1,000 13 Panavision * 1,700 10 Marcus 700 10 LodgeNet Entertainment *ss. 500 9 4Kids Entertainment *ss. 400 $ 8 Image Entertainment * 1,800 6 J2 Communications *ss. 400 5 Liberty Livewire * 520 5 Point 360 * 1,000 2 American Classic Voyages *ss. 500 1 450 Hotels 0.6% MGM Grand *ss. 4,096 123 Park Place Entertainment * 8,000 97 Mandalay Resort * 1,900 52 Extended Stay America * 2,400 36 Argosy Gaming * 700 19 Prime Hospitality * 1,600 19 Crestline Capital * 600 19 NS & L Bancorp 1,200 17 Choice Hotels International *ss. 900 13 Aztar * 1,100 13 Boca Resorts * 800 12 American Real Estate * 1,200 12 Pinnacle Entertainment * 1,400 10 Sonesta International Hotels 1,000 9 Black Hawk Gaming * 800 8 Hollywood Casino (Class A) * 1,000 8 Suburban Lodges of America * 1,000 8 Isle of Capri Casinos *ss. 700 7 482 Leisure 1.0% International Game Technology *ss. 2,100 132 International Speedway (Class A) 1,600 67 Oakley * 2,000 37 Polaris Industries 800 37 Callaway Golf 2,300 36 Yankee Candle *ss. 1,800 34 GTECH * 900 32 Harman 800 31 Speedway Motorsports *ss. 1,200 30 Direct Focus *ss. 625 30 WMS Industries * 900 $ 29 Station Casinos *ss. 1,650 27 Anchor Gaming * 400 26 Bally Total Fitness *ss. 800 24 La Quinta Properties * 3,700 19 Penn National Gaming * 700 18 Fossil *ss. 750 16 Vail Resorts *ss. 800 15 Russ Berrie 500 15 Steinway Musical Instruments * 800 14 Motor Gaming Group *ss. 1,000 14 Arctic Cat 900 13 Movado Group 600 12 Dover Downs Entertainment 700 11 SCP Pool * 300 10 K2 * 900 10 Oneida 500 10 A. T. Cross (Class A) * 1,500 10 JAKKS Pacific * 500 9 Shuffle Master * 400 8 Marinemax * 900 8 Universal Electrs * 400 7 Concord Camera *ss. 1,200 7 Lazare Kaplan International * 1,100 6 Department 56 * 700 5 Johnson Worldwide * 500 3 Polaroidss. 1,100 3 Koala * 600 2 Equity Marketing * 200 2 819 Media 4.9% Cox Communications (Class A) *ss. 15,345 680 Hughes Electronics * 23,677 479 Gemstar TV Guide *ss. 11,000 469 USA Networks * 8,240 231 Cablevision NY Group (Class A) *ss. 3,560 208 EchoStar Communications (Class A) *ss. 6,400 $ 207 Charter Communications (Class A) *ss. 7,600 177 Adelphia Communications *ss. 4,233 174 PanAmSat *ss. 4,000 156 Fox Entertainment Group (Class A) *ss. 4,700 131 Westwood One * 2,800 103 Hispanic Broadcasting * 3,000 86 BHC Communications (Class A) * 600 83 Chris-Craft * 942 67 Entercom Communications * 1,100 59 Hearst-Argyle Television * 2,391 48 Emmis Broadcasting (Class A) * 1,200 37 United Television * 280 35 Price Communications * 1,634 33 Pegasus Communications *ss. 1,400 32 Cox Radio (Class A) * 1,100 31 Insight Communications * 1,200 30 Mediacom Communications *ss. 1,500 27 Interactive Data 2,900 26 Gaylord Entertainment * 900 26 Cumulus Media *ss. 1,800 24 Liberty 600 24 XM Satellite Radio Holdings *ss. 1,300 21 Loral Space & Communications * 7,300 20 Regent Communications * 1,700 20 Paxson Communications *ss. 1,500 20 Sirius Satellite Radio *ss. 1,600 20 Unitedglobalcom *ss. 2,200 19 Crown Media *ss. 1,000 19 Entravision Communications * 1,400 17 Young Broadcasting (Class A) * 500 17 Sinclair Broadcast (Class A) *ss. 1,500 15 Playboy Enterprises(Class B) *ss. 900 14 Radio One (Class A) *ss. 600 14 Saga Communications (Class A) * 500 12 Spanish Broadcasting * 1,200 $ 10 TiVo *ss. 1,700 9 Orbital Sciences * 2,000 8 Ackerley Group *ss. 600 7 Granite Broadcasting * 1,500 5 Salem Communications * 200 4 Liberty Satellite * 1,700 4 Zomax Optical Media * 300 3 Acme Communications *ss. 300 2 Beasley Broadcast Group * 100 2 Nucentrix Broadband Networks *ss. 200 2 Radio Unica Communications * 500 1 3,968 Publishing 1.2% Washington Post (Class B) 260 149 Scripps 2,100 145 Reader's Digest (Class A) 3,000 86 Houghton Mifflin 900 54 Belo 2,700 51 McClatchy (Class A) 1,100 43 John Wiley & Son 1,800 43 Hollinger (Class A) International 2,900 40 PRIMEDIA *ss. 5,236 36 Scholastic * 800 34 Media Generalss. 700 32 Lee Enterprises 800 26 Banta 800 23 Wallace Computer Services 1,400 23 Pulitzer 400 21 ProQuest * 600 19 Journal Register * 1,100 18 Paxar * 1,100 16 Plato Learning * 500 15 Bowne 1,300 15 Penton Media 800 14 Information Holdings * 400 13 John H. Harland 500 $ 12 Standard Register 600 11 Daily Journal * 400 11 New England Business Service 400 8 Ennis Business Forms 900 7 Topps * 600 7 Hungry Minds * 900 6 Cadmus Communications 500 6 Mail-Well *ss. 1,100 5 Franklin Covey * 800 4 Consolidated Graphics * 200 3 Impreso Common * 1,300 2 CTN Media Group * 1,500 2 1,000 Restaurants 0.7% Brinker * 2,750 71 Outback Steakhouse * 2,000 58 The Cheesecake Factory *ss. 1,350 38 CEC Entertainment * 700 34 Jack In The Box * 1,300 34 Sonic * 1,050 33 Applebee'sss. 900 29 Cracker Barrel 1,600 27 Ruby Tuesday 1,500 26 IHOP * 900 24 TRIARC COMPANIES * 900 24 Bob Evans Farms 1,200 22 Papa John's *ss. 700 18 PF Chang's China Bistro *ss. 400 15 Ryan's Family Steak Houses * 1,100 13 Community Financial * 900 13 O' Charley's * 600 12 California Pizza Kitchen *ss. 500 12 AFC Enterprises * 600 11 Rare Hospitality International * 500 11 Steak `N Shake * 1,100 10 Garden Fresh Restaurant * 1,200 $ 9 BUCA * 400 9 Lone Star Steakhouse & Saloon 600 8 Dave & Buster * 900 8 Frisch's Restaurants 500 7 Morton's Restaurant Group * 300 6 CKR Restaurants * 1,650 5 PJ America * 600 5 Schlotzsky's * 700 4 Ark Restaurants * 100 1 597 Total Consumer Discretionary 7,316 Total Common Stocks (Cost $92,427) 77,866 Preferred Stocks 0.0% MISCELLANEOUS 0.0% Corrections Corporation America 29 0 Total Miscellaneous 0 Total Preferred Stocks (Cost $0) 0 Short-Term Investments 4.4% U.S. Treasury Obligations 0.5% U.S. Treasury Bills, 3.61 - 3.995%, 10/18/01 405,000 400 400 Money Market Funds 3.9% T. Rowe Price Reserve Investment Fund, 4.34% # 3,158,580 3,159 3,159 Total Short-Term Investments (Cost $3,559) 3,559 Total Investments in Securities 100.5% of Net Assets (Cost $95,986) $ 81,425 FUTURES CONTRACTS ----------------- In thousands Contract Unrealized Expiration Value Gain (Loss) ---------- --------- ------------ Long, 1 S&P Mid Cap 400 Stock Index contracts, $15,000 par of 3.995% of U.S. Treasury Bills pledged as initial margin 9/01 $ 261 $ (4) Long, 3 Nasdaq 100 Stock Index contracts, $210,000 par of 3.995% of U.S. Treasury Bills pledged as initial margin 9/01 554 (5) Long, 10 Russell 2000 Stock Index contracts, $81,000 par of 3.995% of U.S. Treasury Bills pledged as initial margin 9/01 2,578 31 Net payments (receipts) of variation margin to date 46 Variation margin receivable (payable) on open futures contracts 68 Other Assets Less Liabilities (461) NET ASSETS $ 81,032 # Seven-day yield * Non-income producing ss. All or portion of this security is on loan @ June 30, 2001. See Note 2. ADR American Depository Receipt REIT Real Estate Investment Trust The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund -------------------------------------------------------------------------------- Unaudited June 30, 2001 STATEMENT OF ASSETS AND LIABILITIES In thousands ASSETS Investments in securities, at value (cost $95,986) $ 81,425 Securities lending collateral 18,267 Other assets 521 Total assets 100,213 ------------------------------------------------------------------------------- Liabilities Obligation to return securities lending collateral 18,267 Other liabilities 914 ............................................................................... Total liabilities 19,181 ............................................................................... NET ASSETS $ 81,032 Net Assets Consist of: Accumulated net investment income - net of distributions $ 330 Accumulated net realized gain/loss - net of distributions (3,848) Net unrealized gain (loss) (14,539) Paid-in-capital applicable to 7,597,998 shares of $0.0001 par value capital stock outstanding; 1,000,000,000 shares of the Corporation authorized 99,089 NET ASSETS $ 81,032 NET ASSET VALUE PER SHARE $ 10.66 The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund -------------------------------------------------------------------------------- Unaudited STATEMENT OF OPERATIONS In thousands 6 Months Ended 6/30/01 Investment Income (Loss) Income Dividend $ 324 Interest 99 Securities lending 62 Other 2 Total income 487 Expenses Investment management and administrative 157 Net investment income (loss) 330 REALIZED AND UNREALIZED GAIN (LOSS) Net realized gain (loss) Securities (5,151) Futures (179) Net realized gain (loss) (5,330) Change in net unrealized gain or loss Securities 1,291 Futures 149 Change in net unrealized gain or loss 1,440 Net realized and unrealized gain (loss) (3,890) INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ (3,560) The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund -------------------------------------------------------------------------------- Unaudited STATEMENT OF CHANGES IN NET ASSETS In thousands 6 Months Year Ended Ended 6/30/01 12/31/00 Increase (Decrease) in Net Assets Operations Net investment income (loss) $ 330 $ 694 Net realized gain (loss) (5,330) 5,980 Change in net unrealized gain or loss 1,440 (25,118) Increase (decrease) in net assets from operations (3,560) (18,444) Distributions to shareholders Net investment income - (661) Net realized gain - (4,918) Decrease in net assets from distributions - (5,579) Capital share transactions * Shares sold 21,557 89,359 Distributions reinvested - 5,382 Shares redeemed (23,290) (38,637) Redemption fees received 3 22 Increase (decrease) in net assets from capital share transactions (1,730) 56,126 NET ASSETS Increase (decrease) during period (5,290) 32,103 Beginning of period 86,322 54,219 End of period $ 81,032 $ 86,322 *Share information Shares sold 2,064 6,275 Distributions reinvested - 472 Shares redeemed (2,228) (2,843) Increase (decrease) in shares outstanding (164) 3,904 The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund -------------------------------------------------------------------------------- Unaudited June 30, 2001 NOTES TO FINANCIAL STATEMENTS NOTE 1 - SIGNIFICANT ACCOUNTING POLICIES T. Rowe Price Index Trust, Inc. (the corporation) is registered under the Investment Company Act of 1940. The Extended Equity Market Index Fund (the fund), a diversified, open-end management investment company, is one of the portfolios established by the corporation and commenced operations on January 30, 1998. The fund seeks to match the performance of the U.S. stocks not included in the Standard & Poor's 500 Stock Index<168>, as represented by the Wilshire 4500 Equity Index. The accompanying financial statements were prepared in accordance with generally accepted accounting principles, which require the use of estimates made by fund management. Valuation Equity securities listed or regularly traded on a securities exchange are valued at the last quoted sales price at the time the valuations are made. A security that is listed or traded on more than one exchange is valued at the quotation on the exchange determined to be the primary market for such security. Listed securities not traded on a particular day and securities regularly traded in the over-the-counter market are valued at the mean of the latest bid and asked prices. Other equity securities are valued at a price within the limits of the latest bid and asked prices deemed by the Board of Directors, or by persons delegated by the Board, best to reflect fair value. Investments in mutual funds are valued at the closing net asset value per share of the mutual fund on the day of valuation. Financial futures contracts are valued at closing settlement prices. Redemption Fees The fund assesses a 0.5% fee on redemptions of fund shares held less than six months. Such fees are retained by the fund, and have the primary effect of increasing paid-in-capital. Assets and liabilities for which the above valuation procedures are inappropriate or are deemed not to reflect fair value are stated at fair value as determined in good faith by or under the supervision of the officers of the fund, as authorized by the Board of Directors. Other Income and expenses are recorded on the accrual basis. Investment transactions are accounted for on the trade date. Realized gains and losses are reported on the identified cost basis. Dividend income and distributions to shareholders are recorded by the fund on the ex-dividend date. Income and capital gain distributions are determined in accordance with federal income tax regulations and may differ from net investment income and realized gains determined in accordance with generally accepted accounting principles. Payments ("variation margin") made or received by the fund to settle the daily fluctuations in the value of futures contracts are recorded as unrealized gains or losses until the contracts are closed. Unrealized gains and losses on futures contracts are included in Change in net unrealized gain or loss in the accompanying financial statements. NOTE 2 - INVESTMENT TRANSACTIONS Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or enhance performance. The investment objective, policies, program, and risk factors of the fund are described more fully in the fund's prospectus and Statement of Additional Information. Futures Contracts During the six months ended June 30, 2001, the fund was a party to futures contracts, which provide for the future sale by one party and purchase by another of a specified amount of a specific financial instrument at an agreed upon price, date, time, and place. Risks arise from possible illiquidity of the futures market and from movements in security values. Securities Lending The fund lends its securities to approved brokers to earn additional income. It receives as collateral cash and U.S. government securities valued at 102%-105% of the value of the securities on loan. Cash collateral is invested in a money market pooled account by the fund's lending agent. Collateral is maintained over the life of the loan in an amount not less than the value of loaned securities, as determined at the close of fund business each day; any additional collateral required due to changes in security values is delivered to the fund the next business day. Although risk is mitigated by the collateral, the fund could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities. At June 30, 2001, the value of loaned securities was $17,610,000; aggregate collateral consisted of $18,267,000 in the securities lending collateral pool. Other Purchases and sales of portfolio securities, other than short-term securities, aggregated $13,629,000 and $13,521,000, respectively, for the six months ended June 30, 2001. NOTE 3 - FEDERAL INCOME TAXES No provision for federal income taxes is required since the fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. At June 30, 2001, the cost of investments for federal income tax purposes was substantially the same as for financial reporting and totaled $95,986,000. Net unrealized loss aggregated $14,561,000 at period end, of which $13,551,000 related to appreciated investments and $28,112,000 to depreciated investments. NOTE 4- RELATED PARTY TRANSACTIONS The fund is managed by T. Rowe Price Associates, Inc. (the manager or Price Associates), a wholly owned subsidiary of T. Rowe Price Group. The investment management and administrative agreement between the fund and the manager provides for an all-inclusive annual fee. The fee, computed daily and paid monthly, is equal to 0.40% of the fund's average daily net assets. The agreement provides that investment management, shareholder servicing, transfer agency, accounting, and custody services are provided to the fund, and interest, taxes, brokerage commissions, directors' fees and expenses, and extraordinary expenses are paid directly by the fund. The fund may invest in the T. Rowe Price Reserve Investment Fund and T. Rowe Price Government Reserve Investment Fund (collectively, the Reserve Funds), open-end management investment companies managed by Price Associates. The Reserve Funds are offered as cash management options only to mutual funds and other accounts sponsored by Price Associates, and are not available to the public. The Reserve Funds pay no investment management fees. Distributions from the Reserve Funds to the fund for the six months ended June 30, 2001, totaled $88,000 and are reflected as interest income in the accompanying Statement of Operations. FOR FUND AND ACCOUNT INFORMATION OR TO CONDUCT TRANSACTIONS, 24 HOURS, 7 DAYS A WEEK By touch-tone telephone TELE*ACCESS 1-800-638-2587 By Account Access on the Internet WWW.TROWEPRICE.COM/ACCESS FOR ASSISTANCE WITH YOUR EXISTING FUND ACCOUNT, CALL: Shareholder Service Center 1-800-225-5132 TO OPEN A BROKERAGE ACCOUNT OR OBTAIN INFORMATION, CALL: 1-800-638-5660 FOR THE HEARING IMPAIRED, CALL: 1-800-367-0763 INTERNET ADDRESS: www.troweprice.com PLAN ACCOUNT LINES FOR RETIREMENT PLAN PARTICIPANTS: The appropriate 800 number appears on your retirement account statement. T. Rowe Price Associates 100 East Pratt Street Baltimore, Maryland 21202 This report is authorized for distribution only to shareholders and to others who have received a copy of the prospectus appropriate to the fund or funds covered in this report. INVESTOR CENTERS: For directions, call 1-800-225-5132 or visit our Web site at www.troweprice.com/investorcenters BALTIMORE AREA Downtown 105 East Lombard Street OWINGS MILLS Three Financial Center 4515 Painters Mill Road BOSTON AREA 386 Washington Street Wellesley CHICAGO AREA 1900 Spring Road, Suite 104 Oak Brook COLORADO SPRINGS 2260 Briargate Parkway LOS ANGELES AREA Warner Center 21800 Oxnard Street, Suite 270 Woodland Hills NEW JERSEY/NEW YORK AREA 51 JFK Parkway, 1st Floor Short Hills, New Jersey SAN FRANCISCO AREA 1990 North California Boulevard, Suite 100 Walnut Creek TAMPA 4200 West Cypress Street 10th Floor WASHINGTON, D.C., AREA Downtown 900 17th Street N.W. Farragut Square TYSONS CORNER 1600 Tysons Boulevard Suite 150 T. Rowe Price Investment Services, Inc., Distributor. F24-051 6/30/01