-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VsUK9vyC0FUcBvc3tG0FX0zzf+O8nlkAkUhaagXawRqbWSbheGlW+uCKQS3fXf/R ZKDYYCrxFxSIbMCRX/liAg== 0000858581-02-000019.txt : 20020826 0000858581-02-000019.hdr.sgml : 20020826 20020826104245 ACCESSION NUMBER: 0000858581-02-000019 CONFORMED SUBMISSION TYPE: N-30D PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020826 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRICE T ROWE INDEX TRUST INC CENTRAL INDEX KEY: 0000858581 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-30D SEC ACT: 1940 Act SEC FILE NUMBER: 811-05986 FILM NUMBER: 02747669 BUSINESS ADDRESS: STREET 1: 100 EAST PRATT ST CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 3015472000 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE INSTITUTIONAL EQUITY FUNDS INC DATE OF NAME CHANGE: 19900227 N-30D 1 tmx47124.txt T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUNDS Semiannual Report - Financial Statements T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND JUNE 30, 2002 T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND - -------------------------------------------------------------------------------- Unaudited For a share outstanding throughout each period FINANCIAL HIGHLIGHTS - -------------------- 6 Months Year 1/30/98 Ended Ended Through 6/30/02 12/31/01 12/31/00 12/31/99 12/31/98 NET ASSET VALUE Beginning of period $ 11.44 $ 13.02 $ 14.77 $ 12.19 $ 10.00 Investment activities Net investment income (loss) 0.05 0.11 0.12 0.12 0.11 Net realized and unrealized gain (loss) (1.43) (1.57) (1.64) 2.69 2.20 Total from investment activities (1.38) (1.46) (1.52) 2.81 2.31 Distributions Net investment income - (0.11) (0.11) (0.11) (0.12) Net realized gain - (0.01) (0.12) (0.12) - Total distribtutions - (0.12) (0.23) (0.23) (0.12) NET ASSET VALUE End of period $ 10.06 $ 11.44 $ 13.02 $ 14.77 $ 12.19 RATIOS/SUPPLEMENTAL DATA - ------------------------ Total return^ (12.06)% (11.20)% (10.33)% 23.25% 23.19% Ratio of total expenses to average net assets 0.40%+ 0.40% 0.40% 0.40% 0.40%+ Ratio of net investment income (loss) to average net assets 0.97%+ 0.98% 0.85% 0.98% 1.33%+ Portfolio turnover rate 5.9%+ 8.6% 7.6% 3.2% 1.9%+ Net assets, end of period (in thousands) $183,460 $ 197,775 $ 206,058 $ 199,427 $ 61,210 ^ Total return reflects the rate that an investor would have earned on an investment in the fund during the 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 TOTAL EQUITY MARKET INDEX FUND - -------------------------------------------------------------------------------- Unaudited June 30, 2002 STATEMENT OF NET ASSETS - ----------------------- Shares/Par Value In thousands COMMON STOCKS & WARRANTS 97.7% CONSUMER DISCRETIONARY 14.5% Auto Components 0.5% Delphi 9,814 $ 129 Johnson Controls 1,500 122 TRW 1,800 102 Lear * 1,400 65 Dana 2,500 46 Goodyear Tire & Rubber 2,300 43 Cooper Tire 1,900 39 Visteon 2,686 38 Arvinmeritor 1,400 34 Gentex * 1,200 33 American Axle & Manufacturing Holdings * 900 27 Wabtec 1,725 25 Modine Manufacturing 1,000 25 Bandag Inc. 800 23 Tower Automotive * 1,400 19 Standard Motor Products, Class A 1,100 19 Borg-Warner 300 17 806 Automobiles 0.7% GM 8,952 478 Ford Motor 29,361 470 Harley-Davidson 4,700 241 Winnebago ss 700 31 1,220 Distributors 0.0% Handleman * 1,500 22 Applied Industrial Technologies 700 13 35 Hotels, Restaurants & Leisure 1.5% McDonald's 20,800 592 Carnival 9,300 258 Starbucks * 6,500 162 Yum! Brands * 5,000 146 Marriott, Class A 3,800 $ 145 Starwood Hotels & Resorts Worldwide, REIT 3,200 105 MGM Grand * 2,800 95 Hilton 6,172 86 Harrah's Entertainment * 1,800 80 Wendys 1,900 76 Darden Restaurants 3,000 74 International Game Technology * 1,200 68 Royal Caribbean Cruises ss 3,100 61 Brinker * 1,850 59 Park Place Entertainment * 4,800 49 Outback Steakhouse * 1,000 35 Papa John's International *ss 1,000 33 Cedar Fair L. P. 1,400 33 PF Chang's China Bistro *ss 1,000 31 Bob Evans Farms 900 28 International Speedway, Class A 700 28 Mandalay Resort Group * 1,000 28 Krispy Kreme *ss 800 26 GTECH * 1,000 26 Ruby Tuesday 1,300 25 Cracker Barrel 800 24 Landry's Seafood Restaurant 900 23 Argosy Gaming * 800 23 Ryan's Family Steak Houses * 1,700 23 John Q. Hammons Hotels, Class A * 3,600 22 Gaylord Entertainment * 1,000 22 Station Casinos * 1,200 21 The Cheesecake Factory * 600 21 Morton's Restaurant Group *ss 1,400 21 Extended Stay America * 1,300 21 Speedway Motorsports * 800 20 Choice Hotels International * 1,000 20 Triarc Companies, Class A * 700 19 Jack In The Box * 600 19 Applebee's 825 19 Lone Star Steakhouse & Saloon 800 19 Multimedia Games *ss 700 $ 15 MTR Gaming Group *ss 900 15 Six Flags * 1,000 14 WMS Industries *ss 1,100 14 Boca Resorts, Class A * 1,000 13 Prime Hospitality * 800 10 Vail Resorts * 600 10 2,777 Household Durables 0.9% Newell Rubbermaid 4,376 153 Fortune Brands 2,500 140 Mohawk Industries * 1,331 82 Leggett & Platt 2,900 68 D. R. Horton 2,480 65 Centex 1,100 64 NVR * 190 61 Lennar ss 1,000 61 Whirlpool 900 59 Black & Decker 1,200 58 Maytag 1,300 55 Stanley Works 1,300 53 KB Home 1,000 52 Clayton Homes 2,600 41 Pulte 700 40 Furniture Brands International * 1,300 39 Hovnanian Enterprises, Class A *ss 1,000 36 Toll Brothers * 1,200 35 Harman International 700 35 Ryland Group 600 30 American Greetings, Class A ss 1,700 28 Meritage *ss 600 27 Snap-On 900 27 Kimball International, Class B 1,600 26 Russ Berrie 700 25 Blyth Industries 700 22 Lancaster Colony 600 21 Tupperware 1,000 21 Skyline 600 20 Stanley Furniture * 700 $ 19 La-Z Boy 700 18 Ethan Allen Interiors 500 17 Matthews International, Class A 700 16 Topps * 1,600 16 Fleetwood ss 1,800 16 Knape & Vogt Manufacturing 1,100 14 1,560 Internet & Catalog Retail 0.3% e-Bay * 4,700 290 USA Interactive * 5,000 117 Amazon.com *ss 4,900 80 Ticketmaster Online-CitySearch, Class B * 1,500 28 J. Jill Group *ss 600 23 Insight Enterprises * 850 21 ValueVision International, Class A * 1,000 18 Priceline.com *ss 3,900 11 588 Leisure Equipment & Products 0.3% Mattel 7,400 156 Eastman Kodak 5,100 149 Brunswick 1,400 39 Hasbro 2,700 37 SCP Pool *ss 1,025 28 Action Performance Cos *ss 900 28 Nautilus Group *ss 875 27 Polaris Industries 400 26 Rawlings Sporting Goods 3,710 20 Callaway Golf ss 1,200 19 Oakley * 1,000 17 The Boyds Collection * 1,600 10 Arctic Cat 500 9 565 Media 3.9% Viacom, Class B * 27,558 1,223 AOL Time Warner * 69,620 1,024 Disney 32,500 614 Liberty Media, Class A * 38,200 382 Comcast, Class A * 15,180 $ 362 Clear Channel Communications *ss 9,901 317 Gannett 3,900 296 Cox Communications, Class A * 8,600 237 Tribune 4,622 201 McGraw-Hill 3,200 191 Interpublic Group 5,812 144 Hughes Electronics * 13,592 141 New York Times, Class A 2,600 134 Omnicom 2,700 124 Univision Communications, Class A *ss 3,700 116 Fox Entertainment Group, Class A * 4,200 91 Washington Post, Class B 160 87 Scripps, Class A 1,100 85 Dow Jones 1,500 73 EchoStar Communications * 3,400 63 Knight-Ridder 1,000 63 Westwood One * 1,700 57 Hispanic Broadcasting * 1,900 50 Lamar Advertising, Class A * 1,300 48 McClatchy, Class A 700 45 Pixar * 1,000 44 Harte-Hanks 2,100 43 Metro Goldwyn Mayer * 3,400 40 Belo Corporation 1,700 38 Gemstar TV Guide * 7,100 38 Entercom Communications * 800 37 TMP Worldwide * 1,700 36 Meredith 900 34 Hollinger International, Class A 2,700 32 Reader's Digest, Class A 1,500 28 Hearst-Argyle Television * 1,200 27 R.H. Donnelley * 940 26 Lee Enterprises 700 24 Cox Radio, Class A * 1,000 24 Media General, Class A 400 24 Scholastic * 600 23 Gray Communications Systems, Class B 1,700 $ 23 Catalina Marketing * 800 22 John Wiley & Sons, Class A 900 22 Entravision Communications * 1,700 21 Grey Advertising 30 21 Journal Register * 1,000 20 Regent Communications * 2,800 20 Charter Communications, Class A * 4,800 20 ADVO * 500 19 Interactive Data * 1,300 19 Cablevision Systems, Class A *ss 2,000 19 Regal Entertainment Group, Class A * 800 19 4Kids Entertainment *ss 900 19 Getty Images *ss 800 17 Spanish Broadcasting, Class A * 1,700 17 Emmis Broadcasting, Class A * 800 17 Liberty 400 16 AMC Entertainment * 1,100 16 Cumulus Media, Class A * 1,100 15 Radio One, Class A * 1,000 15 Information Holdings * 600 15 TiVo *ss 3,500 13 Macrovision * 900 12 Insight Communications, Class A * 1,000 12 Mediacom Communications, Class A * 1,500 12 Paxson Communications * 1,500 8 7,135 Multiline Retail 3.4% Wal-Mart 70,300 3,867 Target 14,000 533 Kohl's * 5,300 371 Costco Wholesale * 7,300 282 Sears 5,100 277 May Department Stores 4,550 150 Federated Department Stores * 3,200 127 Family Dollar Stores 3,200 113 Dollar General 5,650 108 J.C. Penney 3,900 86 Dollar Tree Stores * 1,800 $ 71 Nordstrom 2,500 57 BJ's Wholesale Club * 1,200 46 Dillards, Class A 1,300 34 Big Lots 1,700 34 Saks * 2,475 32 Neiman Marcus, Class A * 900 31 99 Cents Only Stores * 1,100 28 Tuesday Morning * 1,300 24 Shopko Stores *ss 900 18 6,289 Specialty Retail 2.6% Home Depot 37,250 1,368 Lowe's 12,500 567 GAP 14,450 205 Best Buy * 5,200 189 TJX 9,500 186 The Limited 8,655 184 Bed Bath & Beyond * 4,700 177 Staples * 7,650 151 AutoZone * 1,800 139 Radio Shack 2,900 87 Tiffany 2,300 81 Office Depot * 4,600 77 Autonation * 5,200 75 CDW Computer Centers * 1,600 75 Sherwin-Williams 2,200 66 Williams-Sonoma * 2,100 64 Circuit City Stores 3,400 64 Toys "R" Us * 3,400 59 Ross Stores 1,200 49 Abercrombie & Fitch, Class A * 1,716 41 Michaels Stores * 1,000 39 Talbots 1,100 39 Foot Locker * 2,600 38 Deb Shops 1,000 34 Linens `n Things * 1,000 33 American Eagle Outfitters *ss 1,450 31 Pier 1 Imports 1,400 $ 29 Barnes & Noble *ss 1,100 29 Rent-A-Center * 500 29 O'Reilly Automotive *ss 1,000 28 Cost Plus *ss 900 27 Copart * 1,650 27 Group One Automotive *ss 700 27 AnnTaylor Stores * 1,050 27 United Rentals * 1,200 26 Burlington Coat Factory 1,200 26 Chico's *ss 700 25 Guitar Center * 1,300 24 Too * 757 23 Payless Shoesource * 402 23 Men's Wearhouse * 900 23 Claire's Stores 1,000 23 Hollywood Entertainment * 1,100 23 Borders Group * 1,200 22 Footstar *ss 800 20 Genesco *ss 800 19 Zale * 500 18 PETsMART * 1,100 18 Gymboree * 1,100 18 West Marine * 1,300 17 Gadzooks * 1,300 16 bebe stores *ss 800 16 United Retail Group * 1,500 16 Electronics Boutique Holdings *ss 500 15 Tweeter Home Entertainment Group *ss 800 13 Ultimate Electronics * 500 13 PC Connection * 2,250 9 4,787 Textiles, Apparel, & Luxury Goods 0.4% Nike, Class B 4,000 215 V. F. 1,900 75 Jones Apparel Group * 1,800 68 Liz Claiborne 1,800 57 Coach * 900 49 Kellwood ss 1,100 36 Columbia Sportswear * 1,100 $ 35 K-Swiss, Class A 1,200 31 Polo Ralph Lauren, Class A * 1,200 27 Reebok * 900 27 Movado Group ss 1,000 25 Russell ss 1,200 23 Timberland, Class A * 600 21 Tarrant Apparel *ss 3,300 21 Rocky Shoes & Boots * 3,300 21 Nautica Enterprises *ss 1,300 17 Unifi * 1,500 16 Culp * 200 3 767 Total Consumer Discretionary 26,529 CONSUMER STAPLES 8.3% Beverages 2.6% Coca-Cola 39,400 2,206 PepsiCo 27,670 1,334 Anheuser-Busch 13,700 685 Pepsi Bottling Group 4,900 151 Coca-Cola Enterprises 6,600 146 Brown-Forman, Class B 900 62 Constellation Brands, Class A * 1,400 45 Coors, Class B 600 37 PepsiAmericas 2,400 36 Todhunter * 1,700 19 Robert Mondavi, Class A * 500 17 4,738 Food & Drug Retailing 1.2% Walgreen 16,500 637 Sysco 10,700 291 Kroger * 13,500 269 Safeway * 7,400 216 Albertson's 6,990 213 CVS 6,500 199 Supervalu 1,900 47 Whole Foods Market * 900 43 Winn-Dixie ss 2,200 $ 34 Performance Food Group *ss 900 31 Weis Markets 800 29 Longs Drug Stores 1,000 28 Ruddick 1,500 25 Great Atlantic & Pacific Tea Company * 1,300 24 Duane Reade *ss 700 24 United Natural Foods *ss 900 18 Fleming Companies ss 800 15 Rite Aid *ss 5,100 12 2,155 Food Products 1.5% General Mills 6,000 264 Sara Lee 12,000 248 ConAgra 8,608 238 Kellogg 6,400 230 Heinz 5,100 210 Kraft Foods, Class A 4,900 201 Wrigley 3,400 188 Campbell Soup 6,400 177 Archer-Daniels-Midland 9,772 125 Hershey Foods 1,900 119 Tyson Foods, Class A 4,954 77 Hormel Foods 2,100 50 McCormick 1,800 46 Fresh Del Monte Produce ss 1,800 45 Dean Foods * 1,186 44 Ralcorp Holdings * 1,200 37 Smithfield Foods * 1,900 35 Bunge Limited 1,500 32 Del Monte Foods * 2,400 28 Delta Pine & Land 1,300 26 Corn Products International 800 25 Tootsie Roll Industries 636 25 Lance 1,600 23 Horizon Organic *ss 1,300 23 Alico 700 21 Sensient Technologies Corporation 900 20 American Italian Pasta, Class A *ss 400 20 Interstate Bakeries 700 $ 20 Dole Foods 700 20 Hain Celestial Group *ss 1,000 19 Galaxy Nutritional Foods *ss 3,400 16 Pilgrim's Pride ss 1,100 15 J.M. Smucker Company 406 14 Flowers Foods * 490 13 Tasty Baking ss 800 11 Aurora Foods *ss 3,000 5 2,710 Household Products 1.6% Procter & Gamble 20,300 1,813 Kimberly-Clark 8,200 508 Colgate-Palmolive 8,600 430 Clorox 3,700 153 Pennzoil-Quaker State 1,600 35 Dial Corp. 1,500 30 2,969 Personal Products 0.5% Gillette 16,900 572 Avon 3,900 204 Estee Lauder, Class A 1,900 67 Alberto Culver, Class B ss 900 43 Del Laboratories 1,050 26 Water Pik Technologies * 2,005 25 Elizabeth Arden *ss 1,300 23 NBTY * 1,300 20 Playtex Products * 1,500 20 1,000 Tobacco 0.9% Philip Morris 34,000 1,485 UST 2,900 98 R.J. Reynolds Tobacco 1,333 72 DiMon 3,200 22 Schweitzer Mauduit 800 20 Universal Corporation 500 18 Vector Group ss 785 14 1,729 Total Consumer Staples 15,301 ENERGY 5.9% Energy Equipment & Services 1.1% Schlumberger 8,872 $ 413 Baker Hughes 5,400 180 Transocean Sedco Forex 4,825 150 Halliburton 6,800 108 GlobalSantaFe 3,896 107 BJ Services * 2,700 91 Nabors Industries 2,330 82 Weatherford International 1,900 82 Noble Drilling * 2,100 81 Diamond Offshore Drilling 2,400 68 ENSCO International 2,300 63 Smith International *ss 700 48 Patterson-UTI Energy * 1,400 40 Cooper Cameron * 800 39 Oceaneering International * 1,300 35 Tidewater 1,000 33 Rowan 1,500 32 Pride International * 2,000 31 Superior Energy * 2,800 28 National Oilwell * 1,200 25 Varco International * 1,353 24 Helmerich & Payne 600 21 FMC Technologies * 987 21 Grant Prideco * 1,500 20 Newpark Resources * 2,700 20 TETRA Technologies * 700 19 Key Energy Services * 1,700 18 Carbo Ceramics 400 15 Offshore Logistics *ss 600 14 Hanover Compressor *ss 1,000 14 W-H Energy Services * 600 13 Global Industries * 1,800 13 Unit Corp. * 700 12 Universal Compression Holdings * 500 12 Veritas DGC *ss 900 11 Atwood Oceanics * 300 $ 11 Input/Output * 1,200 11 Parker Drilling * 3,200 10 2,015 Oil & Gas 4.8% Exxon Mobil 107,962 4,418 ChevronTexaco 16,914 1,497 Phillips Petroleum 6,140 362 Conoco 9,937 276 Anadarko Petroleum 4,029 199 Occidental Petroleum 6,100 183 Marathon Oil 5,500 149 Unocal 4,000 148 Burlington Resources 3,600 137 Amerada Hess 1,500 124 Devon Energy 2,459 121 Apache 2,070 119 Kerr-McGee 1,661 89 EOG Resources 1,900 75 Valero Energy 1,600 60 Ocean Energy 2,700 59 Murphy Oil 600 49 Sunoco 1,200 43 Ashland 1,000 40 XTO Energy 1,900 39 Pioneer Natural Resources Co * 1,500 39 Equitable Resources 1,000 34 Plains All Amer Pipeline *ss 1,300 34 Pogo Producing 1,000 33 Noble Energy 900 32 Buckeye Partners * 800 28 Stone Energy * 700 28 Western Gas Resources ss 700 26 Newfield Exploration * 700 26 Ultra Petroleum * 3,300 25 Hugoton Royalty Trust 2,200 23 Westport Resources * 1,390 23 Enterprise Products Partners * 1,400 23 Tom Brown * 800 23 Teppco Partners * 700 $ 22 Chesapeake Energy *ss 3,108 22 Pure Resources * 1,000 21 Premcor * 800 21 Forest Oil * 700 20 Penn Virginia 500 19 BP Prudhoe Bay Royalty Trust 1,700 19 Plains Resources * 700 19 Spinnaker Exploration * 500 18 Vintage Petroleum 1,500 18 Houston Exploration * 600 17 Petroleum Development * 2,700 16 Denbury Resources *ss 1,500 15 Cabot Oil & Gas, Class A 600 14 Remington Oil & Gas * 600 12 Patina Oil & Gas 375 10 Syntroleum *ss 3,100 9 Magnum Hunter Resources * 1,100 9 Tesoro Petroleum * 1,100 9 Beta Oil & Gas * 2,100 5 Magnum Hunter Resources, Warrants, 3/21/05 * 160 0 8,899 Total Energy 10,914 FINANCIALS 21.5% Banks 7.9% Bank of America 24,529 1,726 Wells Fargo 26,852 1,344 Wachovia 21,348 815 Bank One 18,836 725 U.S. Bancorp 30,455 711 Fifth Third Bancorp 9,336 622 Washington Mutual 15,506 575 FleetBoston Financial 16,438 532 Bank of New York 11,600 391 BB&T 8,145 314 National City 9,440 314 SunTrust 4,368 296 PNC Financial Services Group 4,400 $ 230 Mellon Financial 7,200 226 KeyCorp 6,400 175 Golden West Financial 2,500 172 Comerica 2,700 166 Northern Trust 3,600 159 SouthTrust 5,400 141 M & T Bank 1,600 137 AmSouth 5,767 129 Synovus Financial 4,600 127 Charter One Financial 3,555 122 Union Planters 3,600 117 Regions Financial 3,300 116 North Fork Bancorporation 2,800 111 Marshall & Ilsley 3,578 111 UnionBancal 2,200 103 National Commerce Financial 3,350 88 Greenpoint Financial 1,700 83 Golden State Bancorp 2,300 83 Popular 2,300 77 First Tennessee National 1,900 73 Zions Bancorp 1,300 68 Huntington Bancshares 3,466 67 Banknorth Group 2,354 61 Compass Bancshares 1,800 60 TCF Financial 1,200 59 Hudson City Bancorp 2,800 56 Sovereign Bancorp 3,720 56 Hibernia Corp., Class A 2,600 51 Astoria Financial 1,450 46 Staten Island Bancorp 2,400 46 Webster Financial 1,200 46 Mercantile Bankshares 1,100 45 Commerce Bancshares 1,020 45 Commerce Bancorp 1,000 44 Associated Banc-Corp 1,110 42 Valley National Bancorp 1,408 39 City National 700 38 First Virginia Banks 700 $ 38 Independence Community Bank 1,300 37 First Financial Bancorp 1,870 37 Wintrust Financial ss 1,050 36 FirstMerit 1,300 36 MAF Bancorp 900 34 Investor's Financial Services 1,000 34 Downey Financial 700 33 New York Community Bancorp 1,218 33 Waypoint Financial 1,653 32 Pacific Capital Bancorp 1,333 32 Washington Federal 1,246 31 Community First Bankshares 1,200 31 Capitol Federal Financial 1,200 31 Eagle Bancshares * 1,200 31 Bank of Hawaii 1,100 31 U.S.B. Holding Company 1,490 31 Roslyn Bancorp 1,400 31 Hudson United Bancorp 1,070 31 Wilmington Trust, Series A 1,000 30 UCBH Holdings 800 30 Amcore Financial 1,300 30 Fulton Financial 1,587 30 Abington Bancorp 1,500 30 Capitol Bancorp Limited 1,247 30 Commercial Federal 1,000 29 People's Bank 1,100 29 BOK Financial 852 29 F.N.B. 1,031 28 UMB Financial 598 28 First Niagara Financial 1,000 28 IndyMac Mortgage Holdings * 1,200 27 Frontier Financial 900 26 Unity Bancorp * 4,000 26 Whitney Holding 850 26 Provident Bankshares 1,099 26 Community Banks 876 26 Sky Financial 1,200 25 Cullen/Frost Bankers 700 $ 25 B&L Financial 1,600 25 FSF Financial 1,100 25 South Financial Group ss 1,100 25 Southwest Bancorp 900 25 Community Bankshares of Indiana 1,400 24 IBERIABANK 600 24 Berkshire Hills Bancorp 900 24 Old National Bancorp 926 24 Net Bank * 2,021 24 United Bankshares 800 24 VIB 1,784 23 Three Rivers Bancorp ss 1,300 23 Gold Banc ss 2,100 23 Trustmark 900 23 St. Francis Capital 900 22 Santander Bancorp 1,300 22 CVB Financial 975 22 Fidelity National 2,200 22 Omega Financial 600 22 Integra Bank 971 22 Community Capital 1,500 22 Southwest Bancorp * 600 22 Troy Financial 720 22 Greater Bay Bancorp ss 700 22 Gulf West Banks 1,450 21 Metrobancorp 2,160 21 Peoples Financial 1,500 21 International Bancshares 500 21 Silicon Valley Bancshares * 800 21 Alliance Bank 800 21 First Midwest Bancorp 750 21 Finger Lakes Financials ss 1,600 21 Peoples Holding 500 20 Provident Financial Group ss 700 20 Hancock Holding 300 20 First Busey Corporation, Class A 900 20 WestAmerica 500 20 Chittenden 675 $ 20 HMN Financial 1,000 19 Flushing Financial 900 18 Citizens Banking 600 17 East West Bancorp 500 17 Anchor Bancorp Wisconsin 700 17 WesBanco ss 700 17 Colonial BancGroup 1,100 17 Metrocorp Bancshares 1,300 16 BankAtlantic, Class A 1,300 16 FirstBank Puerto Rico 400 15 Texas Regional Bancshares, Class A 300 15 FirstFed Financial * 500 15 Republic Bancorp 970 14 Bay View Capital * 2,200 14 Prestige Bancorp * 1,008 14 Susquehanna Bancshares 600 14 Merrill Merchants Bancorp 854 13 German American Bancorp 715 13 BWC Financial * 640 13 Sandy Spring Bancorp 400 13 First Charter 700 13 Brookline Bancorp ss 500 13 Sterling Bancshares 850 13 Boston Private Financial 500 12 First City Bank 1,100 12 BanCorpSouth 600 12 Union Bankshares * 800 11 1st Source 430 11 Mid-State Bancshares 500 10 NBT Bancorp 500 9 14,435 Diversified Financials 6.7% Citigroup 81,198 3,146 Fannie Mae 15,900 1,173 J.P. Morgan Chase 31,210 1,059 American Express 21,400 777 Morgan Stanley 17,100 737 Freddie Mac 11,100 $ 679 Merrill Lynch 13,300 539 MBNA 13,650 451 Household International 7,313 363 Charles Schwab 23,006 258 Lehman Brothers 4,000 250 SLM Corporation 2,500 242 Goldman Sachs Group 3,200 235 State Street 5,000 223 Capital One Financial 3,200 195 Franklin Resources 4,400 188 Principal Financial Group * 5,600 174 Moody's 2,500 124 Bear Stearns 1,727 106 AMBAC 1,550 104 Countrywide Credit 1,800 87 Federated Investors, Class B 2,150 74 Stilwell Financial 4,000 73 Legg Mason 1,300 64 A.G. Edwards 1,500 58 SEI 1,800 51 Neuberger Berman 1,250 46 Alliance Capital ss 1,300 45 Eaton Vance 1,300 41 AmeriCredit *ss 1,400 39 John Nuveen, Class A 1,500 39 Allied Capital ss 1,600 36 Providian Financial 6,100 36 E*TRADE Group * 6,300 34 Student Loan Corporation 400 33 LaBranche & Co. *ss 1,300 30 Waddell & Reed Financial, Class A 1,251 29 Investment Technology Group * 800 26 Walter Industries 1,900 25 Leucadia National 800 25 Affiliated Managers Group * 400 25 Doral Financial 700 23 American Capital Strategies 800 $ 22 PMC Capital 3,300 22 AmeriTrade, Class A * 4,400 20 Raymond James Financial 700 20 Knight/Trimark Group * 3,700 19 CompuCredit *ss 2,600 18 Advanta ss 1,355 15 WFS Financial * 500 14 World Acceptance * 1,600 13 Metris Companies ss 1,600 13 eSpeed, Class A *ss 1,200 13 Jeffries Group ss 300 13 Credit Acceptance Corporation *ss 1,000 13 Stifel Financial 1,000 12 12,189 Insurance 5.3% American International Group 41,218 2,812 Berkshire Hathaway, Class A * 24 1,603 Allstate 11,400 422 Marsh & McLennan 4,250 411 MetLife 11,800 340 Prudential * 8,900 297 AFLAC 8,100 259 Hartford Financial Services Group 4,000 238 Progressive Corporation 3,450 200 Chubb 2,700 191 Loews 3,200 170 John Hancock Financial Services 4,700 165 MBIA 2,300 130 St. Paul Companies 3,300 128 Lincoln National 3,000 126 Aon 4,150 122 Cincinnati Financial 2,500 116 Jefferson Pilot 2,400 113 MGIC Investment 1,600 108 UnumProvident 3,776 96 CNA Financial * 3,100 82 Radian Group 1,500 73 Torchmark 1,900 $ 73 Travelers, Class A * 3,800 67 SAFECO 2,000 62 Transatlantic Holdings 750 60 Old Republic International 1,700 54 Mercury General 1,000 49 Fidelity National Financial 1,440 46 Arthur J. Gallagher 1,300 45 White Mountains Insurance Group ss 130 41 Erie Indemnity 1,000 41 American National Insurance 400 39 Allmerica Financial 800 37 Protective Life 1,100 36 Unitrin 1,000 36 Wesco Financial 110 33 W. R. Berkley 600 33 HCC Insurance Holdings 1,200 32 Arch Capital Group * 1,100 31 PMI Group 800 31 Phoenix Companies * 1,600 29 Alleghany 150 29 First American Financial 1,185 27 Ohio Casualty * 1,300 27 Hilb Rogal and Hamilton 600 27 Great American Financial Resources 1,400 27 United Fire & Casualty 700 26 Zenith National 800 25 Midland 500 25 FBL Financial Group, Class A 1,132 25 21st Century Insurance Group ss 1,300 25 FPIC Insurance Group *ss 1,600 24 MONY Group 700 24 Presidential Life 1,100 22 UICI * 1,100 22 Brown and Brown 700 22 American Financial Group 900 22 Alfa 1,800 21 Commerce Group 500 $ 20 Markel * 100 20 Vesta Insurance 4,600 20 LandAmerica Financial Group 600 19 Triad Guaranty * 400 17 Delphi Financial ss 400 17 StanCorp Financial Group 300 17 Acceptance Insurance * 3,800 16 Reinsurance Group of America ss 500 15 RLI 300 15 Horace Mann Educators 800 15 AmerUs Life ss 400 15 ProAssurance * 824 15 Financial Industries Corporation 790 14 Fremont General ss 2,900 12 Conseco *ss 5,700 11 Citizens Financial * 500 4 9,759 Real Estate 1.6% Equity Office Properties, REIT 7,061 213 Equity Residential, REIT 4,800 138 Simon Property Group, REIT 2,800 103 ProLogis Trust, REIT 3,376 88 Plum Creek Timber, REIT 2,844 87 Vornado Realty Trust, REIT 1,800 83 Public Storage, REIT 2,200 82 Archstone-Smith Trust, REIT 2,800 75 Avalonbay Communities, REIT 1,407 66 Host Marriott, REIT 5,700 64 General Growth Properties, REIT 1,200 61 Duke Realty, REIT 2,100 61 Apartment Investment & Management, Class A, REIT 1,200 59 Kimco Realty, REIT 1,750 59 AMB Property, REIT 1,800 56 Health Care Property Investors, REIT 1,200 52 Rouse, REIT 1,500 50 IStar Financial, REIT 1,717 49 Arden Realty, REIT 1,700 48 Hospitality Properties Trust, REIT 1,300 $ 47 Crescent Real Estate Equities, REIT 2,500 47 Liberty Property Trust, REIT 1,300 46 Camden Property Trust, REIT 1,200 44 Boston Properties, REIT 1,100 44 Trizec Properties, REIT 2,600 44 CarrAmerica Realty, REIT 1,400 43 Developers Diversified Realty, REIT 1,800 41 Highwoods Properties, REIT 1,500 39 Federal Realty Investment Trust, REIT 1,400 39 New Plan Excel Realty, REIT 1,800 38 BRE Properties, Class A, REIT 1,200 37 Catellus Development * 1,800 37 CBL & Associates Properties, REIT 900 36 Brandywine Realty Trust, REIT 1,400 36 St. Joe 1,200 36 Mack-Cali Realty, REIT 1,000 35 Manufactured Home Communities, REIT 1,000 35 Cousins Properties, REIT 1,350 33 Chateau Communities, REIT 1,000 31 Nationwide Health Properties, REIT 1,600 30 Heritage Property Investment Trust * 1,100 29 Parkway Properties, REIT ss 800 29 Forest City Enterprises 800 28 Pan Pacific Retail Properties, REIT 800 27 Home Properties of New York, REIT 700 27 Getty Realty, REIT 1,300 26 First Industrial Realty, REIT 800 26 IRT Property, REIT 2,000 26 Trammell Crow * 1,700 25 Post Properties, REIT 800 24 Koger Equity, REIT 1,200 23 RFS Hotel Investors, REIT 1,700 23 Felcor Lodging Trust, REIT 1,248 23 Innkeepers USA, REIT 2,300 22 Kilroy Realty, REIT 800 21 Wellsford Real Properties * 1,000 21 Vencor 1,600 $ 20 Consolidated-Tomoka Land 1,000 20 National Golf Properties, REIT ss 2,300 20 Mission West Properties, REIT 1,600 20 Great Lakes, REIT 1,000 19 Bedford Property Investors, REIT 700 19 JP Realty, REIT 700 19 MeriStar Hospitality, REIT 1,200 18 Taubman Centers, REIT 1,200 18 Regency Centers, REIT 600 18 Shurgard Storage Centers, Class A, REIT 500 17 One Liberty Properties, REIT 1,100 16 Weingarten Realty Investors, REIT 450 16 United Dominion Realty Trust, REIT 900 14 Mid-America Apartment Communities, REIT 500 13 Corrections Corp of America * 719 12 Mills, REIT 400 12 3,003 Total Financials 39,386 HEALTH CARE 13.3% Biotechnology 1.3% Amgen * 16,500 691 Immunex * 8,400 188 Genentech * 3,500 117 Chiron * 3,000 106 MedImmune * 3,852 102 Gilead Sciences * 3,040 100 Biogen * 2,300 95 IDEC Pharmaceuticals *ss 2,400 85 Genzyme * 3,300 63 Millennium Pharmaceuticals * 4,285 52 Cephalon *ss 900 41 BioReliance * 1,200 30 IDEXX Laboratories * 1,000 26 Human Genome Sciences * 1,900 25 Affymetrix *ss 900 22 Vertex Pharmaceuticals * 1,148 $ 19 Celgene *ss 1,200 18 Transkaryotic Therapies *ss 500 18 Telik * 1,400 17 Techne *ss 600 17 Martek Biosciences *ss 800 17 Array BioPharma *ss 1,700 16 Progenics Pharmaceuticals * 1,300 16 PE - Celera Genomi * 1,300 16 ICOS * 900 15 Protein Design Labs * 1,400 15 Enzon *ss 600 15 Alkermes * 900 14 La Jolla Pharmaceutical * 2,300 14 Sangamo BioSciences *ss 2,400 14 Trimeris *ss 300 13 Incyte Genomics * 1,800 13 XOMA * 3,200 13 Abgenix * 1,300 13 ILEX Oncology * 900 13 NPS Pharmaceuticals *ss 800 12 Cell Genesys *ss 900 12 Amylin Pharmaceuticals *ss 1,100 12 OSI Pharmaceuticals *ss 500 12 Neurocrine Biosciences *ss 400 11 Tanox *ss 1,000 11 Imclone Systems *ss 1,207 10 Myriad Genetics *ss 500 10 Genta *ss 1,200 10 Genencor International *ss 1,000 10 Exelixis *ss 1,300 10 Medarex * 1,300 10 CV Therapeutics *ss 500 9 NeoPharm ss 700 9 Regeneron Pharmaceuticals *ss 600 9 Albany Molecular Research *ss 400 8 Kos Pharmaceuticals *ss 400 8 Sequenom *ss 2,300 $ 8 Diversa *ss 800 8 OraSure Technologies *ss 1,200 8 Isis Pharmaceuticals, Class B *ss 800 8 Avigen *ss 800 8 Acacia Research ss 1,060 8 Luminex *ss 1,000 8 Triangle Pharmaceuticals *ss 2,700 7 Gene Logic *ss 500 7 Pharmacopeia * 800 7 Enzo Biochem ss 461 7 Tularik *ss 700 6 Novavax * 1,500 6 VaxGen *ss 1,100 6 Ortec International *ss 3,000 6 Alexion Pharmaceutical * 400 6 Neose Technologies * 500 5 Aphton *ss 700 5 CuraGen * 900 5 Arena Pharmaceuticals *ss 600 5 Cubist Pharmaceuticals *ss 500 5 Immunomedics *ss 900 5 Texas Biotechnology * 1,200 5 AVI BioPharma *ss 1,400 4 Cell Therapeutics *ss 700 4 Digene * 300 4 ImmunoGen *ss 1,200 3 2,386 Health Care Equipment & Supplies 1.8% Medtronic 19,020 815 Baxter International 9,300 413 Boston Scientific * 6,500 191 Stryker 3,200 171 Becton, Dickinson 4,300 148 Guidant * 4,900 148 Biomet 4,500 122 Zimmer Holdings * 3,160 113 St. Jude Medical * 1,500 111 Hillenbrand Industries ss 1,200 $ 67 Applied Biosystems Group - Applera 3,400 66 Waters Corporation * 2,300 61 Beckman Coulter 1,000 50 C. R. Bard 800 45 Dentsply International 1,200 44 Varian Associates * 1,000 41 Apogent Technologies * 1,600 33 Arrow International 800 31 Edwards Lifesciences * 1,260 29 ICU Medical *ss 900 28 Bausch & Lomb ss 800 27 Invacare 700 26 Steris * 1,300 25 Sybron Dental Specialties * 1,266 23 Invitrogen * 700 22 ResMed * 700 21 West Pharmaceutical Services 600 19 TheraSense *ss 1,000 18 Lifecore Biomedical * 1,600 18 Align Technology *ss 4,400 18 Charles River Laboratories International * 500 18 Regeneration Technologies * 2,900 18 Respironics * 500 17 EPIX Medical * 1,600 17 Cytyc *ss 2,200 17 Nitinol Medical Technologies * 2,400 15 VISX * 1,400 15 Diagnostic Products 400 15 Vital Signs 400 14 Exactech * 900 14 Inverness Medical Innovations * 680 14 Cerus *ss 400 14 IGEN *ss 400 13 Haemonetics *ss 400 12 ArthroCare *ss 900 12 Viasys Healthcare * 657 11 Biosite Diagnostics *ss 400 $ 11 Molecular Devices * 600 11 SurModics *ss 400 10 Serologicals * 550 10 American Medical Systems *ss 500 10 Zoll Medical * 300 10 Illumina *ss 1,400 9 Thoratec * 1,000 9 Ventana Medical Systems *ss 400 9 Caliper Technologies *ss 800 7 Bruker Daltonics *ss 1,600 6 Aspect Medical Systems * 1,200 5 3,287 Health Care Providers & Services 2.6% UnitedHealth Group 5,100 467 Cardinal Health 7,217 443 HCA 8,500 404 Tenet Healthcare * 5,300 379 CIGNA 2,400 234 Wellpoint Health Networks * 2,400 187 McKesson HBOC 4,451 146 AmerisourceBergen 1,766 134 Anthem * 1,900 128 Aetna 2,600 125 Quest Diagnostics * 1,400 120 Laboratory Corporation of America * 2,300 105 IMS Health 4,900 88 HealthSouth * 6,538 84 Health Management, Class A * 4,100 83 Oxford Health Plans * 1,600 74 Lincare Holdings * 2,200 71 Caremark RX * 4,300 71 Express Scripts, Class A * 1,200 60 Patterson Dental * 1,100 55 Universal Health Services, Class B * 1,100 54 Health Net * 2,000 54 Trigon Healthcare * 500 50 Humana * 3,100 48 Triad Hospitals * 1,131 $ 48 Omnicare 1,800 47 First Health Group * 1,500 42 Community Health System * 1,500 40 Manor Care * 1,700 39 Davita * 1,633 39 Henry Schein * 800 36 PacifiCare Health Systems, Class A *ss 1,200 33 Coventry Health Care * 1,000 28 Mid-Atlantic Medical Services * 900 28 WebMD * 4,810 27 Sierra Health Services * 1,200 27 Cross Country * 700 26 Advance PCS * 1,100 26 Quintiles Transnational * 2,100 26 Accredo Health *ss 545 25 CorVel * 750 25 D&K Healthcare 700 25 Covance * 1,300 24 Sunrise Assisted Living *ss 900 24 LifePoint Hospitals * 631 23 Service Corp. International *ss 4,700 23 Allou Health & Beauty * 2,900 23 Province Healthcare *ss 1,000 22 Cantel Medical * 1,200 22 PSS World Medical * 2,700 22 Beverly Enterprises * 2,800 21 AMN Healthcare Services *ss 600 21 Prime Medical Services * 1,800 21 Apria Healthcare * 900 20 Dianon Systems * 369 20 Stewart Enterprises, Class A * 3,000 19 Priority Healthcare, Class B * 800 19 Orthodontic Centers of America *ss 800 18 Pharmaceutical Product Dev * 700 18 US Oncology *ss 2,100 18 Omnicell * 2,400 17 First Horizon Pharmaceutical * 800 $ 17 Syncor International * 500 16 Select Medical * 1,000 16 Renal Care Group * 500 16 Hooper Holmes 1,900 15 MIM Corporation *ss 1,000 12 Gentiva Health Services ss 1,275 11 Specialty Laboratories * 1,300 11 Bioanalytical Systems * 2,100 11 Maximus *ss 300 10 PDI * 600 9 Psychemedics 3,100 9 4,799 Pharmaceuticals 7.6% Pfizer 99,525 3,483 Johnson & Johnson 48,275 2,523 Merck 35,894 1,818 Wyeth 20,800 1,065 Eli Lilly 17,600 993 Abbott Laboratories 24,400 919 Bristol-Myers Squibb 30,100 774 Pharmacia 20,400 764 Schering-Plough 23,000 566 Forest Laboratories * 2,900 205 Allergan 2,000 134 King Pharmaceuticals * 4,089 91 Mylan Laboratories 2,000 63 Barr Laboratories *ss 656 42 Watson Pharmaceuticals * 1,600 40 Sicor * 1,800 33 IVAX * 3,050 33 ICN Pharmaceuticals ss 1,300 32 K-V Pharmaceutical, Class A * 1,100 30 Andrx * 1,100 30 Pharmaceuticals * 800 22 Scios *ss 700 21 Medicis Pharmaceutical, Class A * 500 21 Perrigo * 1,600 21 Discovery Partners * 2,900 19 DURECT * 2,300 $ 18 Alpharma, Class A ss 1,000 17 Orphan Medical * 1,700 16 aaiPharma *ss 700 16 Endo Pharmaceutical * 2,000 14 NaPro BioTherapeutics *ss 1,900 12 Sepracor * 1,300 12 CIMA Labs *ss 500 12 Atrix Laboratory * 500 11 Medicines Company *ss 900 11 Noven Pharmaceuticals * 400 10 Ariad Pharmaceuticals * 2,200 9 Adolor *ss 600 7 MGI Pharma *ss 900 6 Antigenics *ss 600 6 Ligand Pharmaceuticals, Class B *ss 400 6 Emisphere Technologies *ss 1,200 5 13,930 Total Health Care 24,402 INDUSTRIALS & BUSINESS SERVICES 10.9% Aerospace & Defense 1.9% Boeing 13,600 612 United Technologies 7,502 509 Lockheed Martin 7,200 500 Honeywell International 12,925 455 General Dynamics 3,200 340 Raytheon 5,800 236 Northrop Grumman 1,727 216 Rockwell Collins 2,900 80 L-3 Communications Holdings *ss 1,400 76 Goodrich 1,740 48 Alliant Techsystems * 525 34 Precision Castparts 1,000 33 DRS Technologies * 700 30 United Industrial 1,300 28 World Fuel Services 1,000 24 Herley Industries *ss 1,000 21 Pemco Aviation Group * 900 $ 21 BE Aerospace * 1,500 20 Ladish Company * 1,400 17 Curtiss-Wright Corporation 200 16 Aviall * 1,100 15 Mercury Computer Systems * 700 15 Engineered Support System 200 11 GenCorp 700 10 Invision *ss 400 10 Aeroflex * 1,300 9 Hexcel * 1,900 8 TIMCO Aviation Services, Warrants, 2/27/07 * 119 0 3,394 Air Freight & Logistics 0.5% UPS, Class B 5,900 364 Fedex * 4,500 240 C.H. Robinson Worldwide 1,600 54 Expeditors International of Washington 1,600 53 Ryder System 1,800 49 CNF 1,000 38 Airborne Freight 1,200 23 Forward Air * 700 23 EGL * 950 16 Atlas Air Worldwide Holdings *ss 2,700 10 870 Airlines 0.2% Southwest Airlines 12,437 201 Delta 2,200 44 AMR * 2,500 42 SkyWest 1,500 35 JetBlue Airways *ss 700 32 Alaska Air Group * 1,100 29 Atlantic Coast Airlines * 1,000 22 Northwest Airlines, Class A *ss 1,300 16 Continental Airlines, Class B *ss 800 12 UAL ss 800 9 442 Building Products 0.2% Masco 7,700 209 American Standard * 1,000 $ 75 Lennox International ss 1,600 29 AAON Inc * 1,350 25 Crane 900 23 York International 600 20 U.S. Industries * 2,500 9 Universal Forest Products 300 7 397 Commercial Services & Supplies 2.6% First Data 11,800 439 Automatic Data Processing 9,700 422 Cendant * 17,554 279 Waste Management 10,060 262 Concord EFS * 7,900 238 Paychex 6,087 190 Pitney Bowes 4,100 163 Cintas 2,700 133 H&R Block 2,700 125 Avery Dennison 1,800 113 Fiserv * 2,875 106 Apollo Group, Class A * 2,625 103 DST Systems * 2,000 91 Sabre Holdings, Class A * 2,500 89 Robert Half International * 2,900 68 Equifax 2,500 67 Manpower 1,700 62 Total Systems Services ss 3,200 60 ServiceMaster 4,200 58 Choicepoint * 1,266 58 Weight Watchers * 1,300 56 Convergys * 2,800 55 BISYS Group * 1,600 53 Republic Services, Class A * 2,700 51 R.R. Donnelley 1,800 50 Dun & Bradstreet * 1,500 50 Ceridian * 2,500 47 Deluxe Corp. 1,200 47 Certegy * 1,200 45 Viad 1,600 $ 42 Valassis Communications * 1,100 40 Iron Mountain * 1,250 39 Devry * 1,400 32 Strayer Education 500 32 ITT Educational Services * 1,400 31 Allied Waste Industries * 3,160 30 HON Industries 1,100 30 Herman Miller 1,400 28 Career Education * 600 27 Bright Horizons Family Solutions * 800 26 National Processing * 1,000 26 West Corporation * 1,100 24 RemedyTemp Inc., Class A * 1,300 24 Wackenhut Corrections * 1,600 23 Landauer 600 23 New England Business Service 900 23 John H. Harland 800 23 Rollins 1,100 22 NDC Health 800 22 Checkfree Holdings *ss 1,400 22 Pegasus Solutions * 1,250 22 Waste Connections *ss 700 22 Imagistics International * 1,012 22 Spherion * 1,800 21 Consolidated Graphics * 1,100 21 Team, Inc. * 2,300 21 Central Parking 900 21 Global Payments 680 20 Labor Ready * 3,400 20 Miami Computer Supply *ss 1,650 19 Sotheby's, Class A * 1,300 19 Profit Recovery Group *ss 1,500 18 Banta 500 18 Factset Research Systems ss 600 18 Exult *ss 2,700 18 NCO Group * 800 17 Korn/Ferry *ss 1,900 17 Interpool 1,000 17 CSG Systems International * 900 $ 17 TeleTech Holdings * 1,800 17 Corporate Executive Board * 500 17 Ag Services of America *ss 1,400 17 Education Management * 400 16 Medquist * 600 16 School Specialty *ss 600 16 United Stationers * 500 15 Arbitron * 480 15 Learning Tree International *ss 800 15 Ionics * 600 15 Pittston Services 600 14 G&K Services, Class A 400 14 ICT Group *ss 700 13 Coinstar *ss 500 12 Tetra Tech *ss 825 12 Lightbridge * 1,378 12 EFunds * 1,206 11 Sylvan Learning Systems *ss 468 9 SOURCECORP * 300 8 DiamondCluster International, Class A *ss 1,300 8 Franklin Covey * 2,500 7 Administaff *ss 700 7 Airlease 2,100 7 Edison Schools, Class A *ss 1,600 2 4,832 Construction & Engineering 0.2% Fluor 1,300 50 Granite Construction 1,450 37 Shaw Group *ss 1,000 31 EMCOR Group * 500 29 Jacobs Engineering Group * 800 28 Mastec * 2,950 22 McDermott International * 2,100 17 Insituform Technologies, Class A * 800 17 Quanta Services * 1,550 15 Intergrated Electrical Services * 1,900 12 Dycom Industries * 1,000 12 270 Electrical Equipment 0.5% Emerson Electric 6,600 $ 353 Rockwell Automation 3,000 60 Cooper Industries 1,400 55 American Power Conversion * 3,100 39 Genlyte Group * 900 37 Energizer * 1,300 36 AMETEK 900 34 Tecumseh Products, Class A 600 32 Hubbell, Class B 800 27 Baldor Electric 700 18 Brady, Class A 500 18 Aztec Manufacturing *ss 1,100 17 Thomas & Betts 900 17 Acuity Brands 900 16 Plug Power *ss 1,900 15 UQM Technologies * 3,700 13 Fuelcell Energy *ss 1,300 13 Woodward Governor 200 12 Power-One * 1,800 11 C&D Technologies 600 11 Channell Commercial *ss 1,500 11 General Cable 1,500 9 AstroPower *ss 450 9 Vicor * 1,200 8 Energy Conversion Devices * 500 8 American Superconductor *ss 1,300 7 Proton Energy Systems *ss 2,000 6 892 Industrial Conglomerates 3.0% GE 156,806 4,555 3M 6,100 750 Textron 2,200 103 Tredegar 1,300 32 Roper Industries 700 26 Teleflex 400 23 Carlisle Companies 400 18 5,507 Machinery 1.2% Illinois Tool Works 4,850 $ 331 Caterpillar 5,500 269 Deere 3,600 172 Danaher 2,400 159 Ingersoll-Rand, Class A 2,500 114 Dover 3,200 112 PACCAR 2,100 93 ITT Industries 1,300 92 Eaton 1,200 87 Parker Hannifin 1,719 82 SPX * 652 77 Pall 1,900 39 Pentair 800 39 Navistar 1,100 35 Lincoln Electric Holdings 1,200 32 Ampco Pittsburgh 2,500 30 Briggs & Stratton ss 700 27 Graco 1,025 26 Donaldson 700 25 Regal-Beloit 1,000 24 Flowserve * 800 24 AGCO, * 1,200 23 Thomas Industries 800 23 Watts Industries, Class A 1,100 22 Cascade * 1,400 22 Manitowoc 600 21 Cummins Engine 600 20 Dionex * 700 19 Trinity Industries ss 900 19 Kennametal ss 500 18 UNOVA * 2,800 18 Terex * 800 18 NACCO Industries, Class A 300 17 Robbins & Myers ss 600 16 Wolverine Tube * 2,000 15 Nordson 600 15 Valmont Industries 700 $ 14 ESCO Electronics * 400 14 Esterline Technologies * 600 14 Actuant Corporation, Class A * 320 13 SPS Technologies * 300 12 JLG Industries 800 11 Harsco 100 4 EnPro Industries 368 2 2,259 Marine 0.0% Alexander & Baldwin 1,100 28 Overseas Shipholding Group 1,000 21 Kirby Corporation * 600 15 General Maritime * 1,400 13 77 Road & Rail 0.5% Union Pacific 3,600 228 Burlington Northern Santa Fe 6,300 189 Norfolk Southern 6,100 143 CSX 3,400 119 Swift Transportation * 1,770 41 Werner Enterprises 1,900 40 U.S. Xpress Enterprises, Class A * 2,500 33 USA Truck * 2,400 28 Florida East Coast Industries ss 1,000 25 GATX ss 700 21 Dollar Thrifty Auto Group *ss 800 21 Kansas City Southern Industries * 1,000 17 905 Trading Companies & Distributors 0.1% Genuine Parts 2,700 94 W. W. Grainger 1,500 75 Fastenal ss 1,200 46 Huttig Building Products * 3,644 20 235 Total Industrials & Business Services 20,080 INFORMATION TECHNOLOGY 13.7% Communications Equipment 1.9% Cisco Systems * 116,068 $ 1,619 Motorola 35,640 514 QUALCOMM * 12,200 335 Lucent Technologies *ss 54,685 91 Brocade Communications Systems * 3,760 66 JDS Uniphase * 19,858 53 Corning * 13,610 48 Harris 1,200 44 Scientific-Atlanta 2,600 43 Tellabs * 6,600 41 Juniper Networks *ss 5,250 30 CIENA * 7,047 30 Emulex *ss 1,300 29 Comverse Technology * 3,100 29 ADC Telecommunications * 12,452 29 Avaya * 5,657 28 3Com * 5,700 25 Foundry Networks * 3,100 22 Advanced Fibre Communications * 1,300 22 McDATA Corporation * 2,425 21 ADTRAN *ss 1,100 21 Black Box *ss 500 20 Andrew * 1,300 19 Extreme Networks * 1,800 18 Polycom * 1,500 18 Sycamore Networks * 4,000 15 Plantronics *ss 800 15 Avocent * 936 15 Adaptec * 1,800 14 Powerwave Technologies * 1,500 14 Bel Fuse, Class A *ss 600 14 Norstan *ss 3,100 12 Inter-Tel ss 700 12 Commscope * 900 11 Finisar *ss 4,700 11 Ixia * 1,800 $ 10 Cognitronics * 3,800 10 Echelon *ss 800 10 F5 Networks *ss 1,000 10 Cable Design Technologies * 900 9 C-Cor.net * 1,300 9 Riverstone Networks * 2,885 9 Tekelec * 1,100 9 Centillium Communications * 1,000 9 Packeteer * 1,900 8 Computer Network Technology *ss 1,100 7 Inrange Technologies, Class B *ss 1,300 6 Harmonic *ss 1,659 6 Anaren Microwave *ss 700 6 Tollgrade Communications *ss 400 6 REMEC *ss 1,000 6 DMC Stratex Networks * 2,200 4 ditech Communications *ss 1,300 4 Digital Lightwave *ss 1,500 4 MRV Communications * 2,160 3 Terayon Communication Systems *ss 1,700 2 Paradyne Networks * 500 2 3,497 Computers & Peripherals 2.7% IBM 27,200 1,958 Dell Computer * 41,300 1,080 Hewlett-Packard 47,918 732 EMC * 36,286 274 Sun Microsystems * 51,600 258 Lexmark International, Class A * 2,100 114 Apple Computer * 5,700 101 Network Appliance * 5,200 65 NCR * 1,700 59 Storage Technology * 1,600 26 Gateway * 5,300 23 Electronics for Imaging * 1,200 19 Maxtor * 4,004 18 Rimage * 2,200 17 Drexler Technology * 800 $ 17 Iomega * 1,300 17 Palm * 9,416 17 Presstek *ss 3,500 14 Intergraph * 800 14 Western Digital * 4,200 14 Sandisk *ss 1,100 14 Advanced Digital Info * 1,400 12 Quantum DLT & Storage Systems Group * 2,600 11 In Focus Systems *ss 900 11 Avid Technology * 1,100 10 Concurrent Computer *ss 1,500 7 Rainbow Technologies * 1,300 6 Read-Rite * 2,300 1 4,909 Electronic Equipment & Instruments 0.7% Agilent Technologies * 7,087 168 Molex 3,050 102 Solectron * 12,340 76 Jabil Circuit * 3,200 68 Vishay Intertechnology * 2,668 59 Sanmina-SCI * 7,912 50 Thermo Electron * 2,650 44 AVX 2,600 43 Diebold 1,100 41 Avnet 1,848 41 KEMET * 2,200 39 Symbol Technologies 4,500 38 Tech Data * 900 34 Arrow Electronics * 1,500 31 Analogic 600 30 Tektronix * 1,400 26 Ingram Micro, Class A * 1,900 26 PerkinElmer 2,335 26 Amphenol, Class A *ss 700 25 Varian * 700 23 Millipore 700 22 Coherent * 700 21 LSI Industries 1,050 $ 19 Benchmark Electronics *ss 600 17 Napco Security Systems * 2,400 17 Electro Scientific Industries *ss 700 17 Fisher Scientific * 600 17 Anixter International * 700 17 Research Frontiers *ss 1,100 16 Technitrol 700 16 X-Rite 1,800 15 Park Electrochemical 500 13 Plexus * 700 13 Newport 800 13 Teledyne Technologies * 600 12 Trimble Navigation * 800 12 Zomax * 3,100 12 EPlus * 1,700 12 Somera Communications *ss 1,500 11 Nu Horizons Electronics *ss 1,250 10 Nanometrics * 600 10 Veeco *ss 400 9 Photon Dynamics * 300 9 CTS 500 6 Merix *ss 700 6 Artesyn Technologies * 800 5 Zygo * 600 5 Stanford Microdevices * 1,400 3 1,345 Internet Software & Services 0.3% Yahoo! * 9,678 143 Expedia, Class A * 600 36 Overture Services *ss 1,100 28 VeriSign *ss 3,740 27 Earthlink * 3,130 21 Openwave Systems * 3,466 19 DoubleClick * 2,530 18 Retek *ss 672 16 Ariba *ss 5,100 16 webMethods *ss 1,610 $ 16 Webex Communications *ss 1,000 16 RealNetworks *ss 3,600 15 Internet Security Systems *ss 1,000 13 Register.com * 1,500 11 Digitas * 2,500 11 FreeMarkets *ss 800 11 MarketWatch.com * 2,400 11 WatchGuard Technologies * 2,100 11 Websense * 400 10 MatrixOne * 1,600 10 iManage * 2,700 10 Allscripts Heathcare *ss 2,500 9 Netegrity * 1,450 9 S1 * 1,200 9 Sonicwall *ss 1,700 9 Interwoven * 2,600 8 Modem Media, Class A * 2,200 8 Keynote Systems * 1,000 7 McAfee.com, Class A * 500 7 SeeBeyond Technology Corporation * 2,200 7 CNET Networks *ss 3,275 7 NetRatings * 600 6 Expedia, Warrants, 2/4/09 * 172 5 Kana Communications *ss 800 3 Akamai Technologies *ss 1,619 2 Tumbleweed Communications * 700 1 566 IT Consulting & Services 0.6% Electronic Data Systems 7,600 282 Computer Sciences * 2,800 134 SunGard Data Systems * 4,100 109 Affiliated Computer Services, Class A * 1,900 90 Unisys * 5,200 47 KPMG Consulting * 3,000 45 Acxiom *ss 1,600 28 ProQuest * 700 25 MPS Group * 2,800 24 Keane * 1,756 $ 22 Igate Capital * 4,200 19 Manhattan Associates * 600 19 CACl International, Class A *ss 500 19 Titan * 1,000 18 Syntel * 1,300 16 Perot Systems, Class A *ss 1,400 15 American Management Systems * 700 13 Renaissance Learning *ss 600 12 ProBusiness Services *ss 800 12 CIBER * 1,600 12 Cognizant Technology Solutions, Class A * 200 11 Startek * 400 11 InterCept Group *ss 500 10 CoStar Group * 500 10 Inforte * 1,000 10 Sykes Enterprises * 1,200 9 IDX Systems *ss 700 9 Analysts International 2,000 9 SkillSoft * 1,000 8 AnswerThink * 1,620 6 Management Network Group * 1,500 4 Safeguard Scientifics * 1,700 3 1,061 Office Electronics 0.1% Xerox *ss 11,700 81 Zebra Technologies, Class A * 500 24 Ikon Office Solutions 2,200 21 126 Semiconductor Equipment & Products 3.2% Intel 105,290 1,924 Texas Instruments 26,900 638 Applied Materials * 25,578 486 Micron Technology * 9,600 194 Maxim Integrated Products * 5,021 192 Analog Devices * 5,500 163 Linear Technology 4,900 154 KLA-Tencor * 2,900 128 Xilinx * 5,000 $ 112 Microchip Technology * 3,064 84 Altera * 6,000 82 National Semiconductor * 2,700 79 Novellus Systems * 2,300 78 Broadcom, Class A * 4,200 74 Teradyne * 2,800 66 QLogic * 1,511 58 Advanced Micro Devices * 5,500 53 LSI Logic * 5,806 51 Atmel * 7,500 47 Intersil Holding, Class A * 2,096 45 Lam Research * 2,200 40 Agere Systems, Class A * 26,389 37 Fairchild Semiconductor, Class A * 1,500 36 NVIDIA * 2,000 34 Cypress Semiconductor * 1,800 27 Axcelis Technologies * 2,414 27 Integrated Device Technology * 1,500 27 Semtech * 1,000 27 International Rectifier * 900 26 Cognex * 1,300 26 Silicon Laboratories *ss 900 24 Applied Micro Circuits * 4,842 23 Omnivision Technologies * 1,600 23 Monolithic Systems Technology * 2,000 22 EMCORE *ss 3,600 22 Cymer *ss 600 21 Varian Semiconductor Equipment * 600 20 Integrated Circuit Systems * 1,000 20 Micrel *ss 1,400 20 RF Micro Devices * 2,600 20 Cree *ss 1,300 17 Siliconix * 600 17 DuPont Photomasks * 500 16 Diodes * 1,900 16 Kulicke & Soffa *ss 1,300 16 Entegris * 1,100 $ 16 Credence Systems * 900 16 Cabot Microelectronics *ss 364 16 DSP Group * 800 16 Amkor Technology *ss 2,500 16 FEI *ss 600 15 TriQuint Semiconductor * 2,290 15 Mykrolis * 1,241 15 ATMI *ss 600 13 Advanced Energy Industries *ss 600 13 Silicon Storage Technology * 1,700 13 Lattice Semiconductor * 1,500 13 LTX * 900 13 Actel * 600 13 Power Integrations * 700 13 Therma-Wave * 1,100 12 Helix Technology 600 12 MKS Instruments * 613 12 ESS Technology *ss 700 12 Skyworks Solutions *ss 2,179 12 Exar * 600 12 Agere, Class B * 7,867 12 Mattson Technology *ss 2,500 12 GlobeSpan * 2,920 11 Cirrus Logic * 1,500 11 Cohu 600 10 Zoran *ss 450 10 Vitesse Semiconductor * 3,300 10 Artisan Components * 1,000 9 Chippac, Class A *ss 1,400 9 Rambus *ss 2,100 9 Kopin * 1,300 9 Pericom Semiconductor * 700 8 Integrated Silicon Solution *ss 900 8 Microtune *ss 900 8 MEMC Electronic Materials *ss 1,600 8 Pixelworks *ss 900 8 Semitool * 900 $ 7 Silicon Image * 1,200 7 TTM Technologies * 1,400 7 QuickLogic * 1,900 7 MIPS Technologies *ss 1,100 7 ANADIGICS *ss 800 7 Virage Logic * 500 6 Three-Five Systems * 500 6 Sipex * 1,100 5 Rudolph Technologies * 200 5 Transmeta * 2,000 5 Microsemi *ss 700 5 Oak Technology * 900 4 5,830 Software 4.2% Microsoft * 85,625 4,684 Oracle * 87,400 828 Intuit * 3,400 169 Computer Associates 9,357 149 Electronic Arts * 2,200 145 VERITAS Software * 6,375 126 Adobe Systems 3,900 111 Siebel Systems * 7,100 101 Symantec *ss 2,400 79 PeopleSoft * 4,700 70 BMC Software * 4,100 68 Cadence Design Systems * 3,900 63 BEA Systems * 6,000 57 Synopsys * 985 54 Network Associates * 2,200 42 Reynolds & Reynolds, Class A 1,400 39 Compuware * 5,800 35 Cerner * 700 33 Mercury Interactive * 1,400 32 National Instruments * 900 29 Activision * 1,000 29 Quest Software *ss 2,000 29 Autodesk 2,000 27 Rational Software * 3,200 $ 26 THQ *ss 850 25 Jack Henry & Associates 1,500 25 Red Hat * 3,800 22 TIBCO Software *ss 3,800 21 J. D. Edwards * 1,700 21 Magma Design Automation *ss 1,200 20 Citrix Systems * 3,300 20 Sybase * 1,810 19 Evans & Sutherland Computer * 2,400 19 Borland Software * 1,800 19 Mentor Graphics * 1,300 18 Novell * 5,434 17 NetIQ * 768 17 Informatica * 2,400 17 Parametric Technology * 4,600 16 Advent Software *ss 600 15 Barra * 400 15 FileNet * 1,000 15 Wind River Systems * 2,872 14 JDA Software Group * 500 14 Ansys * 700 14 Hyperion Solutions * 770 14 Macromedia * 1,580 14 Viewpoint Corporation *ss 2,900 14 i2 Technologies * 9,190 14 Actuate * 3,000 14 Ascential Software * 4,800 13 Progress Software * 900 13 Ulticom *ss 1,900 13 HNC Software * 700 12 Nuance Communications * 2,700 11 SERENA Software *ss 800 11 QRS * 1,400 11 Documentum * 900 11 RSA Security *ss 2,200 11 Micromuse * 2,200 10 Agile Software * 1,400 10 MapInfo * 1,100 $ 10 Verity * 900 10 Concord Communications * 600 10 Embarcadero *ss 1,600 10 Manugistics Group *ss 1,600 10 Legato Systems * 2,700 10 NetScout Systems * 1,300 9 Dendrite International * 900 9 OPNET Technologies * 900 8 Sanchez Computer Associates * 1,800 8 Midway Games *ss 939 8 Eclipsys * 1,200 8 Secure Computing * 1,000 8 Aspen Technology *ss 900 8 Roxio *ss 1,013 7 E.piphany * 1,625 7 SeaChange International *ss 800 7 Witness Systems * 900 7 Vastera *ss 1,500 7 Entrust Technologies * 2,300 6 ONYX Software *ss 1,800 6 Ansoft * 1,000 6 Indus International * 2,200 5 Infogrames * 1,900 5 Liberate Technologies *ss 1,900 5 Speechworks International * 1,300 5 Mercator Software * 2,900 4 7,807 Total Information Technology 25,141 MATERIALS 3.1% Chemicals 1.5% DuPont 16,109 715 Dow Chemical 14,199 488 Air Products and Chemicals 3,500 177 PPG Industries 2,400 149 Praxair 2,500 142 Rohm & Haas 3,400 138 Ecolab 1,800 $ 83 Sigma Aldrich 1,200 60 Engelhard 2,100 60 Eastman Chemical 1,200 56 International Flavors & Fragrances 1,600 52 Valspar 800 36 Lyondell Chemical 2,200 33 Cabot 1,100 32 Crompton 2,400 31 Cytec Industries * 900 28 Airgas * 1,500 26 RPM 1,700 26 Ferro 800 24 Lubrizol 700 23 H.B. Fuller 800 23 Hawkins Chemical 2,500 23 OMNOVA Solutions * 2,600 22 IMC Global 1,700 21 Hercules * 1,800 21 MacDermid 900 19 Spartech 700 19 Great Lakes Chemical 700 19 Georgia Gulf 700 19 NL Industries ss 1,200 18 Scotts, Class A * 400 18 FMC * 600 18 American Pacific * 1,800 17 Solutia 2,300 16 Calgon Carbon 1,800 15 Valhi ss 900 14 Millennium Chemicals 1,000 14 International Specialty Products * 1,800 14 Arch Chemicals 500 12 Monsanto 600 11 Terra Nitrogen Com L.P. * 1,500 9 A. Schulman 400 9 W. R. Grace * 1,000 3 2,753 Construction Materials 0.1% Vulcan Materials 1,600 $ 70 Lafarge 900 32 Martin Marietta Materials 600 23 Ameron International 300 22 147 Containers & Packaging 0.3% Sealed Air *ss 1,500 60 Pactiv * 2,500 60 Smurfit-Stone Container * 3,790 58 Ball 1,400 58 Owens-Illinois * 3,500 48 Temple-Inland 800 46 Sonoco Products 1,500 43 Bemis 700 33 Crown Cork & Seal *ss 4,400 30 Packaging Corp of America * 1,400 28 Myers Industries 1,346 23 Aptargroup 700 22 Chesapeake Corp 700 18 Caraustar 1,100 14 Longview Fibre 800 8 Rock-Tenn, Class A 400 7 556 Metals & Mining 0.7% Alcoa 13,920 461 Newmont Mining 6,800 179 Nucor 1,400 91 Freeport McMoRan Copper Gold, Class B *ss 3,200 57 Phelps Dodge 1,128 46 Commercial Metals 800 38 AK Steel * 2,800 36 Worthington Industries 1,900 34 Arch Coal 1,446 33 Quanex 700 31 USX-U.S. Steel Group 1,400 28 Carpenter Technology 900 26 CONSOL Energy 1,200 25 Stillwater Mining *ss 1,400 $ 23 Alliance Resource Partners * 900 21 Ryerson Tull 1,700 20 Massey 1,500 19 Allegheny Technologies 1,050 17 GrafTech International * 700 9 1,194 Paper & Forest Products 0.5% International Paper 7,584 330 Weyerhaeuser 3,500 223 MeadWestvaco 3,052 102 Georgia-Pacific 3,440 85 Bowater 700 38 Boise Cascade 900 31 Baltek Corp * 2,800 24 Rayonier 400 20 Pope & Talbot 900 17 Badger Paper Mills * 1,900 17 Louisiana Pacific 1,400 15 Potlatch ss 400 14 P.H. Glatfelter 700 13 FiberMark * 1,200 10 Wausau-Mosinee Paper 800 10 Buckeye Technologies * 900 9 958 Total Materials 5,608 TELECOMMUNICATION SERVICES 3.4% Diversified Telecommunication Services 3.1% Verizon Communications 42,660 1,713 SBC Communications 52,497 1,601 BellSouth 29,400 926 AT&T 59,015 632 Alltel 4,600 216 Sprint 13,700 145 Qwest Communications Interntional * 25,925 73 Centurytel 2,175 64 Citizens Communications * 4,040 $ 34 Atlantic Tele Network 1,600 24 Commonwealth Telephone Enterprises * 600 24 Intrado * 900 17 Level 3 Communications *ss 5,700 17 CT Communications 1,000 16 IDT *ss 700 12 Covista Communications *ss 3,500 12 ITXC *ss 2,200 12 General Communications * 1,600 11 Broadwing *ss 3,948 10 WorldCom * 46,388 5 D&E Communications 349 4 Time Warner Telecom, Class A *ss 1,900 3 US LEC, Class A *ss 900 2 5,573 Wireless Telecommunication Services 0.3% AT&T Wireless Group * 42,566 249 Sprint PCS *ss 16,800 75 Telephone and Data Systems 1,000 61 PanAmSat * 2,300 52 Nextel Communications, Class A * 10,600 34 U. S. Cellular *ss 1,300 33 Price Communications * 1,462 23 Wireless Facilities *ss 3,900 19 EMS Technologies * 900 19 Boston Communications Group * 2,000 16 American Tower Systems, Class A *ss 2,400 8 Metro One Telecommunications *ss 550 8 Triton PCS Holdings, Class A *ss 1,900 7 Aether Systems *ss 2,350 7 Centennial Communication, Class A *ss 2,300 6 617 Total Telecommunication Services 6,190 UTILITIES 3.1% Electric Utilities 2.1% Southern Company 11,500 $ 315 Dominion Resources 4,120 273 Exelon 4,662 244 TXU 4,000 206 American Electric Power 4,940 198 Progress Energy 3,430 178 FirstEnergy 5,260 176 FPL Group 2,800 168 Public Service Enterprise 3,200 139 Entergy 3,200 136 Consolidated Edison 3,200 134 DTE Energy 2,749 123 CINergy 2,900 104 PG&E * 5,800 104 XCEL Energy 6,130 103 Edison International * 5,100 87 Reliant Energy 4,900 83 Ameren 1,900 82 Constellation Energy Group 2,600 76 PPL 2,200 73 DPL 2,500 66 Northeast Utilities 2,600 49 Pinnacle West Capital 1,200 47 Allegheny Energy 1,800 46 WPS Resources ss 1,000 41 NSTAR 900 40 Wisconsin Energy 1,500 38 Teco Energy ss 1,500 37 RGS Energy Group 900 35 Conectiv 1,300 34 Alliant 1,300 33 Allete 1,200 32 Potomac Electric Power 1,500 32 Otter Tail 1,000 31 Hawaiian Electric Industries 700 30 Puget Energy 1,400 $ 29 Great Plains Energy 1,100 22 Madison Gas and Electric 800 22 IdaCorp 800 22 Central Vermont Public Service 1,200 22 CMS Energy 1,800 20 CH Energy Group 400 20 United Illuminating 300 16 Cleco 700 15 Public Service of New Mexico 600 14 Unisource Energy 700 13 DQE 900 13 Empire District Electronics ss 600 12 El Paso Electric * 800 11 OGE Energy ss 200 5 3,849 Gas Utilities 0.4% El Paso Corporation 8,144 168 Sempra Energy 3,651 81 KeySpan 2,000 75 Kinder Morgan 1,900 72 NiSource 3,208 70 NICOR 900 41 Peoples Energy 1,000 36 Washington Gas & Light 1,400 36 ONEOK 1,500 33 National Fuel Gas Company 1,400 32 Southwestern Energy * 1,800 27 Laclede Gas 900 21 Cascade Natural Gas 1,000 21 Southern Union 1,088 19 Piedmont Natural Gas Company 500 19 Atmos Energy ss 700 16 NUI 500 14 781 Multi-Utilities & Unregulated Power 0.5% Duke Energy 12,700 $ 395 Mirant * 7,237 53 Williams Companies 8,385 50 AES * 8,955 49 Calpine *ss 6,900 49 Energy East 2,000 45 Dynegy, Class A 5,936 43 SCANA 1,168 36 MDU Resources Group 1,300 34 Vectren 1,100 28 Questar 1,100 27 Avista 1,600 22 NorthWestern ss 1,200 20 Sierra Pacific Resources ss 2,400 19 Western Resources 1,000 15 Aquila ss 1,800 14 899 Water Utilities 0.1% American Water Works 1,600 69 California Water Service Group 900 23 Philadelphia Suburban ss 1,075 22 114 Total Utilities 5,643 Total Common Stocks and Warrants (Cost $209,326) 179,194 SHORT-TERM INVESTMENTS 2.4% U.S. Treasury Obligations 0.3% U.S. Treasury Bills, 1.67%, 12/26/02 ** 600,000 595 595 Money Market Fund 2.1% T. Rowe Price Reserve Investment Fund, 1.95% # 3,787,821 3,788 3,788 Total Short-Term Investments (Cost $4,383) 4,383 Total Investments in Securities 100.1% of Net Assets (Cost $213,709) $ 183,577 FUTURES CONTRACTS Contract Unrealized Expiration Value Gain (Loss) ---------- --------- ----------- In thousands Long, 13 S&P 500 Stock Index contracts, $216,000 of U.S. Treasury Bills pledged as initial margin 9/02 $ 3,218 $ (97) Long, 2 S&P Mid-Cap 400 Stock Index contracts, $27,000 of U.S. Treasury Bills pledged as initial margin 9/02 490 (17) Long, 1 NASDAQ 100 Index contracts, $15,000 of U.S. Treasury Bills pledged as initial margin 9/02 105 (9) Long, 2 Russell 2000 Index contracts, $37,000 of U.S. Treasury Bills pledged as initial margin 9/02 463 2 Net payments (receipts) of variation margin to date 120 Variation margin receivable (payable) on open futures contracts (1) Other Assets Less Liabilities (116) NET ASSETS $ 183,460 Assets Consist of: Undistributed net investment income (loss) $ 964 Undistributed net realized gain (loss) (14,752) Net unrealized gain (loss) (30,253) Paid-in-capital applicable to 18,231,309 shares of $0.0001 par value capital stock outstanding; 1,000,000,000 shares of the Corporation authorized 227,501 NET ASSETS $ 183,460 NET ASSET VALUE PER SHARE $ 10.06 # Seven-day yield * Non-income producing ss All or a portion of this security is on loan at June 30, 2002 - See Note 2 ** All or a portion of this security is pledged to cover margin requirements on futures contracts at June 30, 2002 REIT Real Estate Investment Trust The accompanying notes are an integral part of these financial statements. T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND - -------------------------------------------------------------------------------- Unaudited STATEMENT OF OPERATIONS - ----------------------- In thousands 6 Months Ended 6/30/02 Investment Income (Loss) Income Dividend $ 1,284 Interest 62 Securities lending 16 Total income 1,362 Investment management and administrative expense 398 Net investment income (loss) 964 REALIZED AND UNREALIZED GAIN (LOSS) Net realized gain (loss) Securities (7,747) Futures (523) Net realized gain (loss) (8,270) Change in net unrealized gain (loss) Securities (17,624) Futures (190) Change in net unrealized gain (loss) (17,814) Net realized and unrealized gain (loss) (26,084) INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ 25,120) The accompanying notes are an integral part of these financial statements. T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND - -------------------------------------------------------------------------------- Unaudited STATEMENT OF CHANGES IN NET ASSETS - ---------------------------------- In thousands 6 Months Year Ended Ended 6/30/02 12/31/01 Increase (Decrease) in Net Assets Operations Net investment income (loss) $ 964 $ 1,879 Net realized gain (loss) (8,270) (6,568) Change in net unrealized gain (loss) (17,814) (18,408) Increase (decrease) in net assets from operations (25,120) (23,097) Distributions to shareholders Net investment income - (1,850) Net realized gain - (168) Decrease in net assets from distributions - (2,018) Capital share transactions * Shares sold 34,449 61,755 Distributions reinvested - 1,918 Shares redeemed (23,646) (46,844) Redemption fees received 2 3 Increase (decrease) in net assets from capital share transactions 10,805 16,832 NET ASSETS Increase (decrease) during period (14,315) (8,283) Beginning of period 197,775 206,058 End of period $ 183,460 $ 197,775 *Share information Shares sold 3,078 5,263 Distributions reinvested - 170 Shares redeemed (2,132) (3,975) Increase (decrease) in shares outstanding 946 1,458 The accompanying notes are an integral part of these financial statements. T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND - -------------------------------------------------------------------------------- Unaudited June 30, 2002 NOTES TO FINANCIAL STATEMENTS - ----------------------------- NOTE 1 - SIGNIFICANT ACCOUNTING POLICIES - ---------------------------------------- T. Rowe Price Index Trust, Inc. (the trust) is registered under the Investment Company Act of 1940. The Total Equity Market Index Fund (the fund), a diversified, open-end management investment company, is one of the port-folios established by the trust and commenced operations on January 30, 1998. The fund seeks to match the performance of the entire U.S. stock market, as represented by the Wilshire 5000 Total Market Index. The accompanying financial statements were prepared in accordance with accounting principles generally accepted in the United States of America, which require the use of estimates made by fund management. Valuation Equity securities listed or regularly traded on a securities exchange or in the over-the-counter market are valued at the last quoted sale 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 are valued at the mean of the latest bid and ask prices. Other equity securities are valued at a price within the limits of the latest bid and ask prices deemed by the Board of Directors, or by persons delegated by the Board, best to reflect fair value. Debt securities are generally traded in the over-the-counter market. Securities with original maturities of one year or more are valued at prices furnished by dealers who make markets in such securities or by an independent pricing service, which considers yield or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted by dealers who make markets in such securities. Securities with original maturities less than one year are valued at amortized cost in local currency, which approximates fair value when combined with accrued interest. 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. 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. Premiums and Discounts Premiums and discounts on debt securities are amortized for financial reporting purposes. Redemption Fees A 0.5% fee is assessed 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. 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. 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, 2002, 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% to 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, 2002, the value of loaned securities was $6,134,000; aggregate collateral consisted of $6,431,000 in the securities lending collateral pool. Other Purchases and sales of portfolio securities, other than short-term securities, aggregated $15,661,000 and $5,732,000, respectively, for the six months ended June 30, 2002. 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 to shareholders all of its taxable income and capital gains. Federal income tax regulations differ from generally accepted accounting principles; therefore, distributions determined in accordance with tax regulations may differ in amount or character from net investment income and realized gains for financial reporting purposes. Financial reporting records are adjusted for permanent book/tax differences to reflect tax character. Temporary differences are not adjusted. The amount and character of tax-basis distributions and composition of net assets are finalized at fiscal year-end; accordingly, tax-basis balances have not been determined as of June 30, 2002. For tax purposes, the fund has elected to treat net capital losses realized between November 1 and December 31 of each year as occurring on the first day of the following tax year; consequently, $123,000 of realized losses recognized for financial reporting purposes in 2001 were recognized for tax purposes on January 1, 2002. Further, the fund intends to retain realized gains to the extent of available capital loss carryforwards. As of December 31, 2001, the fund had $6,280,000 of unused capital loss carryforwards, of which $6,280,000 expire in 2009. At June 30, 2002, the cost of investments for federal income tax purposes was substantially the same as for financial reporting and totaled $213,709,000. Net unrealized loss aggregated $30,253,000 at period-end, of which $20,006,000 related to appreciated investments and $50,259,000 related 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 equal to 0.40% of the fund's average daily net assets. The fee is computed daily and paid monthly. 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. At June 30, 2002, $111,000 was payable under the agreement. 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 managed by Price Associates and/or its affiliates, 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, 2002, totaled $57,000 and are reflected as interest income in the accompanying Statement of Operations. T. ROWE PRICE MUTUAL FUNDS - -------------------------------------------------------------------------------- STOCK FUNDS BOND FUNDS MONEYMARKET FUNDS++ - ------------------------------------------------------------------------------ DOMESTIC DOMESTIC TAXABLE TAXABLE Blue Chip Growth* Corporate Income Prime Reserve Capital Appreciation GNMA Summit Cash Reserves Capital Opportunity High Yield* U.S. Treasury Money Developing Technologies New Income Diversified Small-Cap Short-Term Bond TAX-FREE Growth Spectrum Income California Tax-Free Dividend Growth Summit GNMA Money Equity Income* U.S. Bond Index Maryland Tax-Free Equity Index 500 U.S. Treasury Money Extended Equity Market Intermediate New York Tax-Free Money Index U.S. Treasury Summit Municipal Money Financial Services Long-Term Market Growth & Income Tax-Exempt Money Growth Stock* DOMESTIC TAX-FREE Health Sciences California Tax-Free INTERNATIONAL/GLOBAL Media & Telecommun Bond FUNDS -ications Florida Intermediate ----------------------- Mid-Cap Growth* Tax-Free STOCK Mid-Cap Value Georgia Tax-Free Bond Emerging Europe & New America Growth Maryland Short-Term Mediterranean New Era Tax-Free Bond Emerging Markets Stock New Horizons Maryland Tax-Free Bond European Stock Real Estate New Jersey Tax-Free Global Stock Science & Technology* Bond Global Technology Small-Cap Stock* New York Tax-Free Bond International Small-Cap Value*+ Summit Municipal Income Discovery+ Spectrum Growth Summit Municipal International Equity Tax-Efficient Growth Intermediate Index Tax-Efficient Multi-Cap Tax-Free High Yield International Growth Growth Tax-Free Income & Income Total Equity Market Index Tax-Free Intermediate International Stock* Value* Bond Japan Tax-Free Short- Latin America Intermediate New Asia BLENDED ASSET FUNDS Virginia Tax-Free Bond Spectrum International Balanced Personal Strategy Balanced BOND Personal Strategy Growth Emerging Markets Bond Personal Strategy Income International Bond* Tax-Efficient Balanced For more information about T. Rowe Price funds or services, please contact us directly at 1-800-225-5132. * T. Rowe Price Advisor Class available for these funds. The T. Rowe Price Advisor Class is offered only through financial intermediaries. For more information about T. Rowe Price Advisor Class funds, contact your financial professional or T. Rowe Price at 1-877-804-2315. + Closed to new investors. ++ Investments in the funds are not insured or guaranteed by the FDIC or any other government agency. Although the funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in the funds. Please call for a prospectus, which contains complete information, including risks, fees, and expenses. Read it carefully before investing. T. Rowe Price Investment Services, Inc. 100 East Pratt Street Baltimore, MD 21202 F23-051 6/30/02 -----END PRIVACY-ENHANCED MESSAGE-----