-----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, Dr1cUYwuR4wyH7IEfNuNcqTTFND9nFBpTieNok4tNA2xxR8GdTbKCDjMql9X2K/Z 5xlpJ9nVV6aa24xVGIIKTA== 0000858581-03-000015.txt : 20030822 0000858581-03-000015.hdr.sgml : 20030822 20030822130920 ACCESSION NUMBER: 0000858581-03-000015 CONFORMED SUBMISSION TYPE: N-CSRS/A PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030822 EFFECTIVENESS DATE: 20030822 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-CSRS/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05986 FILM NUMBER: 03861928 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-CSRS/A 1 tmx.txt T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND Item 1. Report to Shareholders T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- June 30, 2003 Certified Financials T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) Financial Highlights For a share outstanding throughout each period 6 Months Year 1/30/98 Ended Ended Through 6/30/03 12/31/02 12/31/01 12/31/00 12/31/99 12/31/98 NET ASSET VALUE Beginning of period $ 8.91 $ 11.44 $ 13.02 $ 14.77 $ 12.19 $ 10.00 Investment activities Net investment income (loss) 0.05 0.11 0.11 0.12 0.12 0.11 Net realized and unrealized gain (loss) 1.07 (2.53) (1.57) (1.64) 2.69 2.20 Total from investment activities 1.12 (2.42) (1.46) (1.52) 2.81 2.31 Distributions Net investment income -- (0.11) (0.11) (0.11) (0.11) (0.12) Net realized gain -- -- (0.01) (0.12) (0.12) -- Total distributions -- (0.11) (0.12) (0.23) (0.23) (0.12) NET ASSET VALUE End of period $ 10.03 $ 8.91 $ 11.44 $ 13.02 $ 14.77 $ 12.19 -------- -------- -------- -------- -------- -------- Ratios/Supplemental Data Total return^ 12.57% (21.16)% (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% 0.40%! Ratio of net investment income (loss) to average net assets 1.24%! 1.13% 0.98% 0.85% 0.98% 1.33%! Portfolio turnover rate 1.4%! 5.6% 8.6% 7.6% 3.2% 1.9%! Net assets, end of period (in thousands) $234,903 $167,680 $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 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 Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) June 30, 2003 Statement of Net Assets Shares/Par Value - -------------------------------------------------------------------------------- In thousands Common Stocks 96.7% CONSUMER DISCRETIONARY 12.4% Auto Components 0.3% Johnson Controls 1,800 $ 154 Delphi 12,314 106 Lear * 1,300 60 Gentex * 1,700 52 Dana 4,200 49 Borg-Warner 700 45 Cooper Tire 2,200 39 Arvinmeritor 1,700 34 Visteon 4,986 34 Bandag (misc. symbol) 900 34 Modine Manufacturing 1,700 33 American Axle & Manufacturing Holdings * 1,300 31 Goodyear Tire & Rubber (misc. symbol) 5,200 27 Standard Motor Products, Class A 1,500 17 Rockford Corporation * 2,300 13 Tower Automotive *(misc. symbol) 1,900 7 735 Automobiles 0.5% Ford Motor 37,361 411 GM (misc. symbol) 11,352 409 Harley-Davidson 6,100 243 Winnebago (misc. symbol) 900 34 1,097 Distributors 0.1% Genuine Parts 3,400 109 Handleman * 1,700 27 Noland (misc. symbol) 400 14 150 Hotels, Restaurants & Leisure 1.5% McDonald's 25,200 556 Carnival 12,200 397 Starbucks * 8,200 201 Marriott, Class A 4,800 184 Yum! Brands * 6,200 $ 183 International Game Technology * 1,700 174 Starwood Hotels & Resorts Worldwide, REIT 3,900 112 Hilton 7,972 102 Royal Caribbean Cruises 4,200 97 MGM Mirage * 2,800 96 Harrah's Entertainment * 2,200 89 Wendys 2,800 81 Darden Restaurants 3,900 74 Brinker * 1,950 70 Krispy Kreme *(misc. symbol) 1,300 54 GTECH * 1,300 49 Mandalay Resort Group (misc. symbol) 1,500 48 Park Place Entertainment * 5,000 45 PF Chang's China Bistro *(misc. symbol) 900 44 Cracker Barrel 1,100 43 Cedar Fair L. P. (misc. symbol) 1,500 42 Station Casinos * 1,600 40 Ruby Tuesday 1,600 40 Outback Steakhouse 1,000 39 Choice Hotels International * 1,400 38 Bob Evans Farms 1,300 36 Cheesecake Factory * 1,000 36 Applebee's 1,125 35 Speedway Motorsports (misc. symbol) 1,300 35 Ryan's Family Steak Houses * 2,300 32 International Speedway, Class A 800 32 Jack In The Box * 1,400 31 Gaylord Entertainment * 1,400 27 Argosy Gaming * 1,300 27 Triarc Companies, Class A *(misc. symbol) 900 27 Extended Stay America * 2,000 27 Landry's Seafood Restaurant 1,100 26 Papa John's International *(misc. symbol) 900 25 WMS Industries *(misc. symbol) 1,500 23 Boca Resorts, Class A *(misc. symbol) 1,700 22 Lone Star Steakhouse & Saloon 1,000 22 John Q. Hammons Hotels, Class A * 3,500 $ 21 Multimedia Games *(misc. symbol) 800 20 Prime Hospitality * 2,900 20 CEC Entertainment * 500 19 MTR Gaming Group * 2,300 18 Vail Resorts * 1,200 16 Six Flags *(misc. symbol) 1,900 13 3,488 Household Durables 0.8% Fortune Brands 2,900 151 Newell Rubbermaid 5,276 148 Centex 1,400 109 Whirlpool 1,400 89 Pulte 1,400 86 Lennar, Class A (misc. symbol) 1,200 86 D. R. Horton 2,880 81 KB Home 1,200 74 NVR * 180 74 Mohawk Industries * 1,331 74 Leggett & Platt 3,600 74 Black & Decker 1,600 70 Harman International 700 55 Hovnanian Enterprises, Class A * (misc. symbol) 900 53 Stanley Works 1,900 52 American Greetings, Class A *(misc. symbol) 2,500 49 Maytag 1,700 42 Toll Brothers * 1,400 40 Furniture Brands International * 1,500 39 Clayton Homes 3,100 39 Snap-On 1,300 38 Ryland Group 500 35 Meritage *(misc. symbol) 700 34 Tupperware 2,300 33 Russ Berrie 900 33 MDC Holdings (misc. symbol) 640 31 La-Z Boy (misc. symbol) 1,300 29 Ethan Allen Interiors (misc. symbol) 800 28 Kimball International, Class B 1,800 28 Blyth Industries 1,000 $ 27 Skyline 800 24 Stanley Furniture 800 22 Helen of Troy Limited * 1,400 21 Fleetwood *(misc. symbol) 2,600 19 Knape & Vogt Manufacturing 1,600 17 1,904 Internet & Catalog Retail 0.4% e-Bay * 6,400 667 Amazon.com *(misc. symbol) 7,800 284 J. Jill Group *(misc. symbol) 1,300 22 ValueVision International, Class A * 1,600 22 Insight Enterprises *(misc. symbol) 1,750 17 priceline.com *(misc. symbol) 750 17 1,029 Leisure Equipment & Products 0.3% Eastman Kodak 6,000 164 Mattel 8,300 157 Hasbro 3,800 67 Brunswick 2,200 55 K2 * 3,034 37 Polaris Industries (misc. symbol) 600 37 SCP Pool *(misc. symbol) 1,025 35 Arctic Cat (misc. symbol) 1,200 23 Oakley * 1,900 23 Callaway Golf 1,600 21 Action Performance (misc. symbol) 1,000 19 Nautilus Group (misc. symbol) 1,375 17 Boyds Collection *(misc. symbol) 2,400 11 666 Media 4.6% Viacom, Class B * 34,658 1,513 AOL Time Warner * 87,720 1,411 Comcast, Class A * 44,994 1,358 Disney 40,600 802 Liberty Media, Class A * 48,600 562 Clear Channel Communications * 12,301 522 Gannett 5,200 399 Cox Communications, Class A * 11,800 $ 376 Hughes Electronics * 21,992 282 Tribune 5,822 281 Omnicom 3,700 265 McGraw-Hill 3,600 223 Fox Entertainment Group, Class A * 7,300 210 Echostar Communications, Class A * 4,900 170 Univision Communications, Class A * (misc. symbol) 5,000 152 New York Times, Class A 3,300 150 Scripps, Class A 1,500 133 Washington Post, Class B 170 125 Knight-Ridder 1,800 124 Interpublic Group 8,012 107 Westwood One * 2,300 78 Cablevision Systems, Class A * (misc. symbol) 3,700 77 Dow Jones 1,600 69 Pixar *(misc. symbol) 1,100 67 Meredith 1,300 57 Hispanic Broadcasting * 2,200 56 Radio One, Class A * 3,100 55 Metro Goldwyn Mayer * 4,300 53 Lamar Advertising, Class A * 1,500 53 McClatchy, Class A 900 52 Entercom Communications * 1,000 49 TiVo * 4,000 49 PanAmSat * 2,500 46 Getty Images * 1,100 45 Hearst-Argyle Television * 1,700 44 Lee Enterprises 1,100 41 Belo Corporation 1,800 40 Gemstar TV Guide * 7,300 37 Harte-Hanks 1,900 36 Cumulus Media, Class A * 1,900 36 Cox Radio, Class A * 1,500 35 Liberty 800 34 Hollinger International, Class A 3,100 33 John Wiley & Sons, Class A 1,200 32 ADVO * 700 $ 31 Gray Communications System 2,500 31 Grey Advertising 40 31 R.H. Donnelley * 840 31 Mediacom Communications, Class A * (misc. symbol) 3,100 31 Interactive Data * 1,800 30 Insight Communications, Class A * (misc. symbol) 2,300 30 Emmis Communications *(misc. symbol) 1,300 30 Charter Communications, Class A * (misc. symbol) 7,400 29 Media General, Class A 500 29 Reader's Digest, Class A 2,100 28 Regal Entertainment Group, Class A (misc. symbol) 1,200 28 Spanish Broadcasting, Class A * 3,000 25 Information Holdings * 1,300 24 Journal Register * 1,300 24 Regent Communications * 3,600 21 Catalina Marketing * 1,200 21 Scholastic *(misc. symbol) 700 21 ProQuest *(misc. symbol) 800 21 Entravision Communications, Class A * 1,500 17 AMC Entertainment * 1,400 16 4Kids Entertainment *(misc. symbol) 800 15 Paxson Communications * 2,300 14 10,917 Multiline Retail 1.0% Target 18,300 692 Kohl's * 6,900 354 Sears (misc. symbol) 6,400 215 Federated Department Stores 3,900 144 Family Dollar Stores 3,500 134 Dollar General 7,050 129 May Department Stores 5,750 128 J.C. Penney 5,400 91 Dollar Tree Stores * 2,300 73 Nordstrom (misc. symbol) 3,400 66 99 Cents Only Stores *(misc. symbol) 1,600 55 Tuesday Morning *(misc. symbol) 1,500 39 Neiman Marcus, Class A * 1,000 37 Big Lots * 2,300 $ 35 Dillards, Class A 2,500 34 Saks * 2,775 27 Shopko Stores *(misc. symbol) 1,600 21 2,274 Specialty Retail 2.5% Home Depot 45,750 1,515 Lowe's 15,600 670 GAP 17,750 333 Best Buy * 6,400 281 Bed Bath & Beyond * 5,700 221 TJX 10,800 203 Staples * 9,950 183 AutoZone * 2,100 160 The Limited 10,255 159 Tiffany 3,000 98 Weight Watchers *(misc. symbol) 2,100 95 Office Depot * 6,500 94 Autonation * 5,800 91 Radio Shack 3,300 87 Sherwin-Williams 3,000 81 Williams-Sonoma * 2,500 73 Ross Stores 1,500 64 Toys "R" Us * 5,200 63 Rent-A-Center * 800 61 PETsMART * 3,600 60 CarMax * 1,929 58 Advanced Auto Parts * 800 49 Abercrombie & Fitch, Class A * 1,616 46 Michaels Stores * 1,200 46 AnnTaylor Stores * 1,550 45 Circuit City Stores 4,900 43 O'Reilly Automotive *(misc. symbol) 1,200 40 Claire's Stores 1,500 38 Chico's *(misc. symbol) 1,800 38 Borders Group * 2,100 37 Cost Plus * 1,000 36 Foot Locker 2,600 34 Hollywood Entertainment * 1,900 $ 33 Talbots 1,100 32 Zale * 800 32 Linens 'n Things * 1,300 31 Pier 1 Imports 1,500 31 Group One Automotive * (misc. symbol) 900 29 Pacific Sunwear * 1,150 28 Pep Boys (misc. symbol) 2,000 27 Gadzooks *(misc. symbol) 4,700 27 American Eagle Outfitters * 1,450 27 Barnes & Noble * 1,100 25 Men's Wearhouse *(misc. symbol) 1,100 24 Burlington Coat Factory 1,300 23 Guitar Center *(misc. symbol) 800 23 Electronics Boutique Holdings * (misc. symbol) 1,000 23 Hibbett Sporting Goods * 700 23 West Marine *(misc. symbol) 1,300 23 Christopher & Banks * 600 22 Gymboree * 1,300 22 bebe stores *(misc. symbol) 1,100 21 Regis 700 20 PC Connection * 2,950 20 Genesco *(misc. symbol) 1,100 19 Too *(misc. symbol) 957 19 Hot Topic *(misc. symbol) 700 19 Deb Shops 1,000 19 Sports Authority * 1,600 17 Payless Shoesource * 1,206 15 Ultimate Electronics *(misc. symbol) 1,000 13 Tweeter Home Entertainment Group * (misc. symbol) 1,200 10 United Retail Group * 4,100 8 Charming Shoppes *(misc. symbol) 1,600 8 Footstar *(misc. symbol) 600 8 5,823 Textiles, Apparel, & Luxury Goods 0.4% Nike, Class B 5,500 294 Liz Claiborne 2,500 88 Coach * 1,700 85 Jones Apparel Group * 2,800 $ 82 V. F. 2,400 81 Columbia Sportswear * 1,000 51 Reebok * 1,300 44 Timberland, Class A * 800 42 Kellwood 1,000 32 K-Swiss, Class A (misc. symbol) 900 31 Polo Ralph Lauren, Class A 1,200 31 Rocky Shoes & Boots * 3,300 30 Nautica Enterprises * 1,900 24 Movado Group 1,100 24 Russell 1,200 23 Tarrant Apparel *(misc. symbol) 4,000 12 Unifi * 1,800 11 Culp *(misc. symbol) 900 6 991 Total Consumer Discretionary 29,074 CONSUMER STAPLES 9.7% Beverages 2.2% Coca-Cola 49,400 2,293 PepsiCo 34,370 1,530 Anheuser-Busch 16,600 847 Coca-Cola Enterprises 8,400 153 Pepsi Bottling Group 6,100 122 Brown-Forman, Class B 1,200 94 Constellation Brands, Class A * 1,900 60 PepsiAmericas 2,900 36 Coors, Class B (misc. symbol) 700 34 Robert Mondavi, Class A *(misc. symbol) 700 18 Todhunter International * 1,700 17 5,204 Food & Staples Retailing 3.1% Wal-Mart 87,200 4,680 Walgreen 20,000 602 Sysco 13,000 391 Costco Wholesale * 8,800 322 Kroger * 15,300 $ 255 CVS 7,700 216 Safeway * 9,000 184 Albertson's 7,790 150 Supervalu 3,300 70 Whole Foods Market * 1,200 57 Performance Food Group * (misc. symbol) 1,200 44 Winn-Dixie (misc. symbol) 3,500 43 BJ's Wholesale Club * 2,200 33 Weis Markets 1,000 31 Rite Aid *(misc. symbol) 6,700 30 United Natural Foods * 1,000 28 Ruddick 1,500 24 Great Atlantic & Pacific Tea Company * (misc. symbol) 2,600 23 Longs Drug Stores (misc. symbol) 1,300 22 Duane Reade *(misc. symbol) 1,300 19 Topps * 2,100 18 7,242 Food Products 1.4% General Mills 7,300 346 Kellogg 8,200 282 Sara Lee 14,900 280 Wrigley 4,400 247 ConAgra 10,108 239 Heinz 6,400 211 Campbell Soup 7,800 191 Kraft Foods, Class A 5,200 169 Hershey Foods 2,400 167 Archer-Daniels-Midland 12,272 158 McCormick 2,900 79 Dean Foods * 2,479 78 Bunge Limited 2,500 71 Tyson Foods, Class A 6,054 64 Smithfield Foods * 2,800 64 Dreyer's Grand Ice Cream, Class A (misc. symbol) 800 63 Hormel Foods 2,600 62 Fresh Del Monte Produce (misc. symbol) 2,100 54 Del Monte Foods * 4,811 43 Lancaster Colony 1,100 $ 42 Flowers Foods 1,785 35 Sensient Technologies Corporation (misc. symbol) 1,400 32 J.M. Smucker Company 806 32 Horizon Organic *(misc. symbol) 1,300 31 Delta Pine & Land 1,400 31 Tootsie Roll Industries 958 29 Corn Products International 900 27 Hain Celestial Group * 1,600 26 American Italian Pasta, Class A * (misc. symbol) 600 25 Lance 2,600 24 Interstate Bakeries 1,800 23 Pilgrim's Pride (misc. symbol) 2,200 21 Alico (misc. symbol) 800 20 Tasty Baking (misc. symbol) 1,100 12 Galaxy Nutritional Foods * 3,900 11 3,289 Household Products 1.6% Procter & Gamble 25,600 2,283 Colgate-Palmolive 10,800 626 Kimberly-Clark 9,900 516 Clorox 4,300 183 Dial Corp. 2,400 47 Energizer * 1,400 44 3,699 Personal Products 0.5% Gillette 20,400 650 Avon 4,800 299 Estee Lauder, Class A 2,700 90 Alberto Culver, Class B (misc. symbol) 1,400 71 NBTY * 2,000 42 Del Laboratories (misc. symbol) 1,102 26 Elizabeth Arden *(misc. symbol) 1,800 24 Chattem *(misc. symbol) 1,200 23 Playtex Products * 2,800 18 1,243 Tobacco 0.9% Altria Group 40,400 $ 1,836 UST 3,100 109 R.J. Reynolds Tobacco 2,133 79 Vector Group (misc. symbol) 1,834 32 Universal Corporation 500 21 DiMon 2,600 19 Schweitzer Mauduit 500 12 2,108 Total Consumer Staples 22,785 ENERGY 5.5% Energy Equipment & Services 1.1% Schlumberger 11,672 555 Baker Hughes 6,800 228 Halliburton 9,300 214 Transocean * 6,125 135 Nabors Industries * 3,230 128 BJ Services * 3,400 127 GlobalSantaFe 5,096 119 Noble Drilling * 2,700 93 Weatherford International * 2,100 88 ENSCO International 2,400 65 Smith International * 1,700 62 Patterson-UTI Energy * 1,800 58 Rowan * 2,600 58 Diamond Offshore Drilling (misc. symbol) 2,500 52 Cooper Cameron * 1,000 50 Pride International * 2,400 45 Varco International * 2,153 42 Grant Prideco * 2,900 34 National Oilwell * 1,400 31 Tidewater 1,000 29 Key Energy Services * 2,600 28 Superior Energy * 2,900 28 FMC Technologies * 1,287 27 Unit Corp. * 1,100 23 Oceaneering International * 900 $ 23 Hanover Compressor * 1,900 21 TETRA Technologies * 700 21 Helmerich & Payne 700 20 Newpark Resources * 3,600 20 Veritas DGC *(misc. symbol) 1,400 16 W-H Energy Services * 800 16 Global Industries * 3,100 15 Carbo Ceramics 400 15 Universal Compression Holdings * (misc. symbol) 700 15 Offshore Logistics * 600 13 Atwood Oceanics *(misc. symbol) 400 11 Parker Drilling * 3,200 9 Input/Output * 1,100 6 2,540 Oil & Gas 4.4% Exxon Mobil 133,062 4,778 ChevronTexaco 21,514 1,553 ConocoPhillips 13,634 747 Occidental Petroleum 7,700 258 Devon Energy 4,766 255 Burlington Resources 4,300 233 Anadarko Petroleum 4,829 215 Apache 3,293 214 Marathon Oil 6,700 177 Unocal 5,514 158 Amerada Hess 2,100 103 Kerr-McGee 2,261 101 EOG Resources 2,400 100 Murphy Oil 1,900 100 Enterprise Products Partners 3,500 79 XTO Energy 3,666 74 Sunoco 1,900 72 Valero Energy 1,900 69 Pioneer Natural Resources * 2,300 60 Pogo Producing 1,300 56 Plains All Amer Pipeline (misc. symbol) 1,600 50 Newfield Exploration * 1,300 49 Ashland 1,500 $ 46 Western Gas Resources (misc. symbol) 1,100 44 Ultra Petroleum *(misc. symbol) 3,300 43 Westport Resources * 1,790 41 Teppco Partners 1,100 40 Buckeye Partners 1,000 39 Noble Energy 1,000 38 Patina Oil & Gas 1,093 35 Stone Energy * 800 34 Chesapeake Energy 3,308 33 Hugoton Royalty Trust 1,800 33 BP Prudhoe Bay Royalty Trust (misc. symbol) 1,700 32 General Maritime *(misc. symbol) 3,000 30 Spinnaker Exploration *(misc. symbol) 1,100 29 Petroleum Development * 3,100 28 Houston Exploration * 800 28 Premcor * 1,200 26 Forest Oil * 1,000 25 Cabot Oil & Gas, Class A 900 25 Vintage Petroleum 2,200 25 Cimarex Energy * 1,018 24 Denbury Resources *(misc. symbol) 1,800 24 Remington Oil & Gas * 1,200 22 Penn Virginia 500 22 Plains Resources * 1,500 21 Magnum Hunter Resources *(misc. symbol) 2,600 21 Tom Brown * 700 19 Tesoro Petroleum * 2,300 16 EXCO Resources * 800 14 Syntroleum * 3,100 8 Plains Exploration & Production * (misc. symbol) 700 8 10,374 Total Energy 12,914 FINANCIALS 21.0% Capital Markets 3.0% J.P. Morgan Chase 40,410 $ 1,381 Morgan Stanley 21,700 928 Merrill Lynch 18,700 873 Goldman Sachs Group 9,500 796 Bank of New York 14,700 423 Lehman Brothers 5,000 332 State Street 6,900 272 Charles Schwab 26,506 267 Mellon Financial 8,800 244 Franklin Resources 5,400 211 Northern Trust 4,500 188 Bear Stearns 2,127 154 Janus Capital Group 6,000 98 Legg Mason 1,300 84 Federated Investors, Class B 2,650 73 AmeriTrade *(misc. symbol) 8,500 63 E*TRADE Group * 6,800 58 SEI 1,800 58 John Nuveen, Class A 2,100 57 A.G. Edwards 1,600 55 Neuberger Berman 1,350 54 Eaton Vance 1,500 47 Waddell & Reed Financial, Class A 1,751 45 Investor's Financial Services (misc. symbol) 1,500 44 Jeffries Group (misc. symbol) 800 40 Allied Capital 1,700 39 Affiliated Managers Group *(misc. symbol) 600 37 LaBranche & Co. (misc. symbol) 1,700 35 Raymond James Financial 1,000 33 Knight/Trimark Group *(misc. symbol) 4,700 29 Investment Technology Group * 1,500 28 American Capital Strategies (misc. symbol) 900 22 Stifel Financial * 1,500 18 PMC Capital 3,700 18 7,104 Commercial Banks 6.3% Bank of America 29,529 $ 2,334 Wells Fargo 32,952 1,661 Wachovia 27,048 1,081 U.S. Bancorp 36,955 905 Bank One 23,236 864 Fifth Third Bancorp 11,536 662 FleetBoston Financial 20,538 610 National City 12,540 410 SunTrust 5,768 342 BB&T 9,545 327 PNC Financial Services Group 5,900 288 KeyCorp 8,200 207 SouthTrust 7,000 190 M & T Bank 2,200 185 Comerica 3,500 163 AmSouth 7,367 161 Regions Financial 4,600 155 Charter One Financial 4,832 151 Marshall & Ilsley 4,578 140 Union Planters 4,400 137 UnionBancal 3,100 128 Synovus Financial 5,800 125 First Tennessee National 2,700 119 North Fork Bancorporation 3,400 116 Popular 2,900 112 Zions Bancorp 2,100 106 Huntington Bancshares 5,066 99 National Commerce Financial 3,850 85 Compass Bancshares 2,100 73 Banknorth Group 2,654 68 Valley National Bancorp 2,303 61 TCF Financial 1,500 60 Commerce Bancorp (misc. symbol) 1,600 59 Commerce Bancshares 1,471 57 First Virginia Banks 1,250 54 Hibernia Corp., Class A 2,800 51 Bank of Hawaii 1,500 $ 50 Associated Banc-Corp 1,310 48 Mercantile Bankshares 1,200 47 City National 1,000 45 Hudson United Bancorp 1,270 43 Fulton Financial 2,076 41 UCBH Holdings 1,400 40 Pacific Capital Bancorp 1,133 40 F.N.B. (misc. symbol) 1,292 39 WestAmerica 900 39 Sky Financial 1,733 38 United Bankshares 1,300 37 Texas Regional Bancshares, Class A 1,045 36 East West Bancorp 1,000 36 FirstBank Puerto Rico (misc. symbol) 1,300 36 Wilmington Trust, Series A 1,200 35 Unity Bancorp (misc. symbol) 3,465 35 FirstMerit 1,500 34 South Financial Group 1,465 34 UMB Financial 798 34 Capitol Bancorp Limited 1,247 34 BOK Financial 874 34 Whitney Holding 1,050 34 Republic Bancorp 2,497 34 Silicon Valley Bancshares *(misc. symbol) 1,400 33 Provident Financial Group (misc. symbol) 1,300 33 Santander Bancorp (misc. symbol) 2,030 33 First Midwest Bancorp 1,150 33 Community First Bankshares 1,200 33 CVB Financial (misc. symbol) 1,668 33 Cullen/Frost Bankers 1,000 32 International Bancshares 875 31 Greater Bay Bancorp (misc. symbol) 1,500 31 Hancock Holding (misc. symbol) 650 31 Provident Bankshares 1,199 31 IBERIABANK 600 29 Southwest Bancorp * 900 29 Frontier Financial 1,000 $ 28 First Financial Bancorp 1,770 28 Susquehanna Bancshares 1,200 28 Trustmark 1,100 28 Amcore Financial 1,200 28 Colonial BancGroup 2,000 28 Boston Private Financial (misc. symbol) 1,300 27 Community Banks (misc. symbol) 919 27 Bank of the Ozarks (misc. symbol) 700 27 NBT Bancorp 1,400 27 Old National Bancorp (misc. symbol) 1,172 27 U.S.B. Holding Company 1,490 26 Gold Banc 2,500 26 Sterling Bancshares 1,950 26 Fidelity Southern 2,200 25 Sandy Spring Bancorp (misc. symbol) 800 25 Wintrust Financial (misc. symbol) 850 25 Southwest Bancorp 900 25 First Charter (misc. symbol) 1,400 24 Citizens Banking 900 24 Community Capital 1,500 24 Community Bankshares of Indiana 1,400 24 Midwest Banc Holdings (misc. symbol) 1,200 23 Prosperity Bancshares 1,200 23 Peoples Bancorp 900 23 Berkshire Hills Bancorp 800 23 Peoples Holding (misc. symbol) 500 22 Peoples Financial 1,500 22 Integra Bank 1,271 22 First City Bank (misc. symbol) 1,300 22 Chittenden 775 21 BanCorpSouth 1,000 21 Bay View Capital * 3,600 21 Omega Financial 600 21 Mid-State Bancshares 1,000 20 1st Source (misc. symbol) 1,030 19 Capital Corp of the West (misc. symbol) 700 18 BWC Financial 904 $ 18 WesBanco 700 17 First M&F Corporation 500 16 German American Bancorp (misc. symbol) 928 16 Metrocorp Bancshares 1,300 16 First Merchants (misc. symbol) 600 15 Merrill Merchants Bancorp 879 14 Savannah Bancorp 600 14 14,705 Consumer Finance 1.0% American Express 25,700 1,074 MBNA 24,375 508 SLM Corporation 8,700 341 Capital One Financial 4,300 211 Providian Financial * 7,400 69 Student Loan Corporation 400 50 CompuCredit * 3,500 43 WFS Financial * 1,000 33 World Acceptance * 2,000 33 Advanta (misc. symbol) 2,955 29 Credit Acceptance Corporation * (misc. symbol) 2,700 27 AmeriCredit *(misc. symbol) 2,800 24 Metris Companies 1,200 7 2,449 Diversified Financial Services 2.2% Citigroup 102,214 4,375 Principal Financial Group 6,600 213 Moody's 3,200 169 CIT Group 4,500 111 Alliance Capital 1,900 69 Chicago Merchantile Exchange Holdings (misc. symbol) 900 63 Leucadia National 900 33 GATX (misc. symbol) 1,500 24 5,057 Insurance 4.8% American International Group 52,018 2,870 Berkshire Hathaway, Class A * 25 1,812 Marsh & McLennan 10,700 546 Allstate 14,100 $ 503 MetLife 14,400 408 Prudential Financial 11,300 380 Progressive Corporation 4,450 325 Travelers Property Casualty, Class B 20,098 317 AFLAC 10,200 314 Hartford Financial Services Group 5,500 277 Chubb 3,600 216 John Hancock Financial Services 6,100 187 Loews 3,900 184 Aon 6,650 160 St. Paul Companies 4,100 150 AMBAC 2,250 149 Jefferson Pilot 3,200 133 Lincoln National 3,600 128 MBIA 2,600 127 Cincinnati Financial 3,400 126 White Mountains Insurance Group (misc. symbol) 270 107 SAFECO 2,800 99 CNA Financial *(misc. symbol) 4,000 98 Torchmark 2,500 93 Fidelity National Financial 2,550 78 W. R. Berkley 1,300 69 UnumProvident 4,576 61 Transatlantic Holdings 850 59 Old Republic International 1,700 58 Mercury General (misc. symbol) 1,100 50 Brown and Brown 1,400 46 Erie Indemnity (misc. symbol) 1,100 45 American National Insurance 500 43 Markel * 160 41 Arthur J. Gallagher 1,500 41 First American Financial 1,485 39 HCC Insurance Holdings 1,300 38 Unitrin 1,400 38 UICI * 2,500 38 Hilb Rogal and Hamilton (misc. symbol) 1,100 37 Arch Capital Group * 1,000 $ 35 Alfa 2,700 34 LandAmerica Financial Group 700 33 Delphi Financial (misc. symbol) 700 33 Commerce Group 900 33 Nationwide Financial Services, Class A 1,000 33 Protective Life 1,200 32 FPIC Insurance Group *(misc. symbol) 2,300 32 Presidential Life (misc. symbol) 2,100 30 Zenith National (misc. symbol) 1,000 29 ProAssurance * 1,024 28 FBL Financial Group, Class A 1,332 27 Midland (misc. symbol) 1,200 27 Triad Guaranty * 700 27 StanCorp Financial Group 500 26 21st Century Insurance Group 1,800 26 Great American Financial Resources 1,900 25 Phoenix Companies (misc. symbol) 2,600 23 RLI 700 23 American Financial Group (misc. symbol) 1,000 23 United Fire & Casualty 700 23 Ohio Casualty *(misc. symbol) 1,700 22 MONY Group (misc. symbol) 800 22 Penn-America Group 1,900 21 Financial Industries Corporation 1,390 20 AmerUs Life (misc. symbol) 700 20 Horace Mann Educators 1,200 19 Allmerica Financial, Common * 900 16 Reinsurance Group of America 500 16 Vesta Insurance 4,600 11 Citizens Financial *(misc. symbol) 600 4 11,263 Real Estate 1.6% Equity Office Properties, REIT 8,661 234 Simon Property Group, REIT 4,100 160 Equity Residential, REIT 6,000 156 Vornado Realty Trust, REIT 2,400 105 ProLogis Trust, REIT 3,776 103 Plum Creek Timber 3,744 $ 97 Boston Properties, REIT 2,200 96 General Growth Properties, REIT 1,500 94 Kimco Realty, REIT 2,350 89 Public Storage, REIT 2,600 88 IStar Financial, REIT 2,317 85 Apartment Investment & Management, Class A, REIT 2,300 80 Duke Realty, REIT 2,800 77 Archstone-Smith Trust, REIT 3,200 77 Rouse, REIT 1,800 69 Health Care Property Investors, REIT 1,500 64 Avalonbay Communities, REIT 1,407 60 AMB Property, REIT 2,000 56 Regency Centers, REIT 1,600 56 Liberty Property Trust, REIT 1,600 55 Developers Diversified Realty, REIT 1,900 54 Host Marriott, REIT * 5,900 54 Weingarten Realty Investors, REIT 1,250 52 Annaly Mortgage Management, REIT (misc. symbol) 2,500 50 Pan Pacific Retail Properties, REIT 1,200 47 Hospitality Properties Trust, REIT 1,500 47 Arden Realty, REIT 1,800 47 Crescent Real Estate Equities, REIT 2,800 47 Forest City Enterprises 1,100 46 Trizec Properties 4,000 45 Federal Realty Investment Trust, REIT 1,400 45 CarrAmerica Realty, REIT 1,600 45 St. Joe 1,400 44 Mills, REIT (misc. symbol) 1,300 44 BRE Properties, Class A, REIT 1,300 43 CBL & Associates Properties, REIT 1,000 43 Centerpoint Properties, REIT 700 43 Camden Property Trust, REIT 1,200 42 Chateau Communities, REIT 1,400 41 First Industrial Realty, REIT 1,300 41 Cousins Properties, REIT 1,450 40 Mack-Cali Realty, REIT 1,100 40 Shurgard Storage Centers, Class A, REIT 1,200 $ 40 Catellus Development * 1,800 40 Vencor 2,600 39 Heritage Property Investment Trust 1,400 38 Highwoods Properties, REIT 1,700 38 Post Properties, REIT 1,400 37 New Plan Excel Realty, REIT 1,700 36 United Dominion Realty Trust, REIT 2,100 36 Home Properties of New York, REIT 1,000 35 Manufactured Home Communities, REIT 1,000 35 Taubman Centers, REIT 1,800 34 Brandywine Realty Trust, REIT 1,400 34 Kilroy Realty, REIT 1,200 33 Nationwide Health Properties, REIT (misc. symbol) 2,000 32 Corrections Corp of America * 1,223 31 Felcor Lodging Trust, REIT (misc. symbol) 3,748 29 RFS Hotel Investors, REIT 2,200 27 Mid-America Apartment Communities, REIT 1,000 27 Getty Realty, REIT 1,200 27 Bedford Property Investors, REIT 900 26 Parkway Properties, REIT 600 25 Consolidated-Tomoka Land 1,000 25 Koger Equity, REIT 1,400 24 Trammell Crow * 2,000 21 Innkeepers USA, REIT 3,100 21 WP Carey & Co 700 21 Great Lakes, REIT (misc. symbol) 1,300 21 Mission West Properties, REIT 1,800 20 Wellsford Real Properties * 1,200 18 One Liberty Properties 1,100 18 Agree Realty, REIT 700 17 MeriStar Hospitality, REIT 3,100 16 American Mortgage Acceptance, REIT 900 16 Reckson Associates Realty, REIT 700 15 AmeriVest Properties, REIT (misc. symbol) 2,200 14 Monmouth Real Estate Investment, Class A, REIT 1,700 12 3,879 Thrifts & Mortgage Finance 2.1% Fannie Mae 19,500 $ 1,315 Washington Mutual 19,106 789 Freddie Mac 13,700 695 Golden West Financial 3,200 256 Countrywide Financial 2,600 181 Greenpoint Financial 2,200 112 Hudson City Bancorp 4,100 105 MGIC Investment 2,000 93 New York Community Bancorp 3,090 90 Doral Financial 1,700 76 Sovereign Bancorp 4,520 71 Radian Group 1,600 59 Astoria Financial 1,850 52 Fremont General (misc. symbol) 3,700 51 Capitol Federal Financial (misc. symbol) 1,800 51 People's Bank 1,700 49 Webster Financial 1,300 49 Roslyn Bancorp (misc. symbol) 2,200 47 IndyMac Mortgage Holdings 1,800 46 Washington Federal 1,970 46 Staten Island Bancorp (misc. symbol) 2,200 43 PMI Group 1,500 40 First Niagara Financial 2,528 35 Brookline Bancorp (misc. symbol) 2,393 33 MAF Bancorp 900 33 BankAtlantic, Class A 2,700 32 Net Bank 2,421 32 FirstFed Financial * 900 32 Independence Community Bank 1,100 31 FSF Financial 1,000 30 Downey Financial 700 29 Anchor Bancorp Wisconsin 1,200 29 Waypoint Financial 1,553 28 Commercial Federal 1,300 27 St. Francis Capital 900 26 Abington Bancorp 900 23 Troy Financial (misc. symbol) 820 $ 22 First Busey Corporation, Class A (misc. symbol) 900 22 Flushing Financial 900 20 Alliance Bank 800 18 Horizon Financial 900 14 4,832 Total Financials 49,289 HEALTH CARE 14.1% Biotechnology 1.9% Amgen * 25,384 1,686 Genentech * 4,300 310 Gilead Sciences * 3,940 219 Genzyme * 4,500 188 MedImmune * 4,852 176 Chiron * 4,000 175 Biogen * 3,200 122 Millennium Pharmaceuticals * 5,585 88 IDEC Pharmaceuticals * 2,500 85 Imclone Systems *(misc. symbol) 1,707 54 ICOS * 1,400 51 Celgene *(misc. symbol) 1,600 49 Cephalon *(misc. symbol) 1,100 45 Martek Biosciences *(misc. symbol) 1,000 43 Amylin Pharmaceuticals *(misc. symbol) 1,900 42 Neurocrine Biosciences * 700 35 Vertex Pharmaceuticals * 2,248 33 Trimeris *(misc. symbol) 700 32 Genta *(misc. symbol) 2,400 32 Human Genome Sciences *(misc. symbol) 2,500 32 ILEX Oncology * 1,600 31 Protein Design Labs * 2,200 31 Affymetrix *(misc. symbol) 1,500 30 Gen Probe Inc * 700 29 Enzo Biochem *(misc. symbol) 1,324 28 Techne *(misc. symbol) 900 27 Therapeutics *(misc. symbol) 900 27 Genencor International *(misc. symbol) 1,600 $ 26 OSI Pharmaceuticals *(misc. symbol) 800 26 Charles River Laboratories International * 800 26 Telik *(misc. symbol) 1,500 24 Progenics Pharmaceuticals *(misc. symbol) 1,500 23 XOMA *(misc. symbol) 4,100 22 Digene *(misc. symbol) 800 22 AVI BioPharma *(misc. symbol) 3,500 21 Abgenix *(misc. symbol) 2,000 21 IDEXX Laboratories * 600 20 Enzon Pharmaceuticals *(misc. symbol) 1,600 20 NPS Pharmaceuticals *(misc. symbol) 800 19 Tanox *(misc. symbol) 1,200 19 BioReliance * 900 19 Regeneron Pharmaceuticals *(misc. symbol) 1,200 19 Celera Genomics * 1,800 19 Cell Genesys *(misc. symbol) 2,000 17 VaxGen *(misc. symbol) 3,100 16 Diversa * 1,600 16 Serologicals * 1,150 16 Albany Molecular Research * 1,000 15 Tularik *(misc. symbol) 1,500 15 Exelixis *(misc. symbol) 2,100 15 Neose Technologies *(misc. symbol) 1,400 14 Immunomedics *(misc. symbol) 2,200 14 Transkaryotic Therapies *(misc. symbol) 1,200 14 Cell Therapeutics *(misc. symbol) 1,400 14 Myriad Genetics *(misc. symbol) 1,000 14 Novavax *(misc. symbol) 2,300 13 Encysive Pharmaceuticals * 2,600 12 OraSure Technologies *(misc. symbol) 1,500 11 NeoPharm (misc. symbol) 805 11 CuraGen *(misc. symbol) 2,000 11 Pharmacopeia *(misc. symbol) 1,300 11 Medarex *(misc. symbol) 1,600 10 Incyte * 2,200 10 Arena Pharmaceuticals * (misc. symbol) 1,500 10 Ariad Pharmaceuticals *(misc. symbol) 2,200 $ 10 Alkermes *(misc. symbol) 900 10 Isis Pharmaceuticals, Class B *(misc. symbol) 1,800 9 Gene Logic *(misc. symbol) 1,500 9 Cubist Pharmaceuticals *(misc. symbol) 800 8 Array BioPharma *(misc. symbol) 2,600 8 La Jolla Pharmaceutical *(misc. symbol) 2,300 7 Luminex *(misc. symbol) 1,400 7 Avigen *(misc. symbol) 2,000 7 Sangamo BioSciences * 2,400 7 Caliper Technologies *(misc. symbol) 1,500 7 Sequenom *(misc. symbol) 2,300 6 Aphton *(misc. symbol) 700 6 ImmunoGen *(misc. symbol) 1,200 5 Alexion Pharmaceutical *(misc. symbol) 200 3 4,434 Health Care Equipment & Supplies 2.1% Medtronic 24,620 1,181 Boston Scientific * 8,100 495 Baxter International 11,300 294 Stryker 4,200 291 Guidant 6,000 266 St. Jude Medical * 3,700 213 Becton, Dickinson 5,400 210 Zimmer Holdings * 4,160 187 Biomet 5,400 155 C. R. Bard 1,300 93 Waters Corporation * 3,000 87 Varian Medical Systems * 1,500 86 Applied Biosystems Group - Applera 4,500 86 Hillenbrand Industries 1,100 55 Align Technology *(misc. symbol) 4,400 55 Millipore * 1,200 53 Dentsply International 1,300 53 Edwards Lifesciences * 1,560 50 Beckman Coulter 1,200 49 Bausch & Lomb 1,200 45 Invitrogen * 1,100 42 Fisher Scientific * 1,100 $ 38 Apogent Technologies * 1,900 38 Steris * 1,600 37 Arrow International 800 35 ResMed *(misc. symbol) 900 35 Cytyc * 3,300 35 Sybron Dental Specialties * 1,466 35 Regeneration Technologies * (misc. symbol) 2,600 35 Viasys Healthcare * 1,657 34 Mathews International, Class A 1,300 32 Respironics *(misc. symbol) 800 30 VISX * 1,700 29 Biosite Diagnostics *(misc. symbol) 600 29 EPIX Medical * 1,900 27 Thoratec *(misc. symbol) 1,800 27 Exactech * 1,800 26 ICU Medical *(misc. symbol) 800 25 CTI Molecular Imaging *(misc. symbol) 1,300 25 Invacare 700 23 Medical Action Industries * 1,400 23 IGEN * 700 22 American Medical Systems *(misc. symbol) 1,300 22 Ventana Medical Systems *(misc. symbol) 800 22 Diagnostic Products 500 21 Zoll Medical *(misc. symbol) 600 20 Analogic 400 20 TheraSense *(misc. symbol) 1,900 19 West Pharmaceutical Services 700 17 Haemonetics * 900 17 Cantel Medical *(misc. symbol) 1,200 16 Advanced Medical Optics *(misc. symbol) 844 14 Lifecore Biomedical *(misc. symbol) 2,200 13 SurModics *(misc. symbol) 400 12 NMT Medical * 2,800 11 Vital Signs (misc. symbol) 400 10 Cerus * 1,300 10 Molecular Devices *(misc. symbol) 600 10 Inverness Medical Innovations * (misc. symbol) 480 $ 9 Aspect Medical Systems * 1,200 9 Bruker Daltonics *(misc. symbol) 1,600 9 ArthroCare *(misc. symbol) 300 5 4,972 Health Care Providers & Services 2.3% UnitedHealth Group 12,300 618 Cardinal Health 8,805 566 HCA 10,700 343 Wellpoint Health Networks * 3,000 253 Anthem * 2,931 226 McKesson HBOC 5,751 205 Aetna 3,000 181 AmerisourceBergen 2,266 157 Quest Diagnostics * 2,300 147 Caremark RX * 4,800 123 CIGNA 2,600 122 Tenet Healthcare * 10,050 117 Express Scripts, Class A *(misc. symbol) 1,500 102 Health Management, Class A 5,400 100 IMS Health 5,500 99 Laboratory Corporation of America * 2,800 84 Health Net * 2,400 79 Oxford Health Plans * 1,700 71 Manor Care * 2,600 65 Humana * 4,300 65 Coventry Health Care * 1,400 65 Patterson Dental *(misc. symbol) 1,400 63 Lincare Holdings * 2,000 63 PacifiCare Health Systems, Class A * (misc. symbol) 1,200 59 WebMD *(misc. symbol) 5,410 59 Mid-Atlantic Medical Services * 1,100 57 Omnicare 1,700 57 First Health Group * 2,000 55 Advance PCS * 1,400 53 Select Medical * 2,000 50 Universal Health Services, Class B * 1,200 48 Quintiles Transnational * 3,100 44 Henry Schein * 800 $ 42 Community Health System *(misc. symbol) 1,800 35 Triad Hospitals * 1,331 33 Apria Healthcare * 1,300 32 Renal Care Group * 900 32 Pharmaceutical Product Development * 1,100 32 Covance * 1,700 31 Davita * 1,033 28 Accredo Health * 1,267 28 Dendrite International * 2,000 26 Cerner *(misc. symbol) 1,100 25 Inveresk Research Group *(misc. symbol) 1,400 25 CorVel * 650 23 Service Corp. International * 6,000 23 Specialty Laboratories *(misc. symbol) 2,200 23 Sunrise Senior Living *(misc. symbol) 1,000 22 NDC Health (misc. symbol) 1,200 22 LifePoint Hospitals *(misc. symbol) 1,031 22 Gentiva Health Services * 2,375 21 Omnicell * 2,000 20 Hooper Holmes 3,100 20 Province Healthcare *(misc. symbol) 1,800 20 PSS World Medical * 3,400 20 PDI * 1,900 19 Priority Healthcare, Class B *(misc. symbol) 1,000 19 D&K Healthcare 1,100 18 U.S. Oncology *(misc. symbol) 2,400 18 Stewart Enterprises, Class A * 4,100 18 IDX Systems *(misc. symbol) 1,100 17 MIM Corporation *(misc. symbol) 2,600 17 AMN Healthcare Services *(misc. symbol) 1,300 16 Psychemedics 1,975 16 Sierra Health Services *(misc. symbol) 800 16 WellChoice *(misc. symbol) 500 15 Beverly Enterprises * 3,900 14 Orthodontic Centers of America * (misc. symbol) 1,700 14 Cross Country Healthcare *(misc. symbol) 1,000 13 Prime Medical Services * 2,300 $ 11 Eclipsys *(misc. symbol) 900 9 Allou Health & Beauty * 4,800 6 Bioanalytical Systems *(misc. symbol) 1,700 5 5,262 Pharmaceuticals 7.8% Pfizer 158,205 5,403 Johnson & Johnson 58,675 3,033 Merck 44,794 2,712 Eli Lilly 22,000 1,517 Abbott Laboratories 30,900 1,352 Wyeth 25,800 1,175 Bristol-Myers Squibb 37,600 1,021 Schering-Plough 28,000 521 Forest Labs * 7,000 383 Allergan 2,700 208 Mylan Laboratories 3,650 127 Barr Laboratories * 1,434 94 Watson Pharmaceuticals * 2,100 85 King Pharmaceuticals * 5,689 84 IVAX *(misc. symbol) 3,550 63 Sicor * 2,800 57 Pharmaceutical Resources * 1,000 49 Endo Pharmaceutical * 2,500 42 K-V Pharmaceutical, Class A * 1,500 42 Medicis Pharmaceutical, Class A (misc. symbol) 700 40 Sepracor * 2,100 38 ICN Pharmaceuticals 2,200 37 Andrx *(misc. symbol) 1,700 34 Perrigo 2,100 33 Alpharma, Class A 1,400 30 aaiPharma *(misc. symbol) 1,250 25 Medicines Company *(misc. symbol) 1,200 24 Antigenics *(misc. symbol) 1,800 21 Atrix Laboratory *(misc. symbol) 900 20 Orphan Medical *(misc. symbol) 2,100 19 Inspire Phamaceuticals * 1,700 18 CIMA Labs *(misc. symbol) 600 16 Discovery Partners *(misc. symbol) 3,500 $ 15 Ligand Pharmaceuticals, Class B * (misc. symbol) 1,100 15 Kos Pharmaceuticals *(misc. symbol) 600 14 MGI Pharma *(misc. symbol) 500 13 Adolor *(misc. symbol) 800 10 Emisphere Technologies *(misc. symbol) 2,700 10 Noven Pharmaceuticals * 900 9 First Horizon Pharmaceutical * (misc. symbol) 1,200 5 18,414 Total Health Care 33,082 INDUSTRIALS & BUSINESS SERVICES 9.6% Aerospace & Defense 1.5% United Technologies 9,502 673 Boeing 16,300 559 Honeywell International 16,825 452 Lockheed Martin 9,300 442 General Dynamics 4,200 305 Northrop Grumman 3,451 298 Raytheon 7,500 246 Rockwell Collins 3,700 91 L-3 Communications Holdings * (misc. symbol) 1,600 70 Goodrich 2,640 55 Alliant Techsystems * 625 32 Engineered Support System 700 29 Curtiss-Wright Corporation 400 25 Teledyne Technologies * 1,900 25 Precision Castparts 800 25 World Fuel Services (misc. symbol) 1,000 25 United Industrial 1,500 24 Pemco Aviation Group * 900 21 Herley Industries *(misc. symbol) 1,200 20 Invision Technologies *(misc. symbol) 800 20 GenCorp (misc. symbol) 2,200 20 Aeroflex * 2,400 19 Aviall *(misc. symbol) 1,600 18 DRS Technologies *(misc. symbol) 600 17 Ladish Company * 2,300 $ 15 Mercury Computer Systems *(misc. symbol) 800 15 Esterline Technologies *(misc. symbol) 500 9 Hexcel * 2,600 8 BE Aerospace *(misc. symbol) 2,100 7 3,565 Air Freight & Logistics 0.9% UPS, Class B 22,500 1,433 Fedex 6,000 372 Expeditors International of Washington 2,300 80 C.H. Robinson Worldwide 2,100 75 Airborne Freight 1,900 40 Ryder System 1,400 36 EGL *(misc. symbol) 1,950 29 CNF 1,100 28 Forward Air * 1,100 28 Atlas Air Worldwide Holdings *(misc. symbol) 2,700 4 2,125 Airlines 0.2% Southwest Airlines 15,637 269 Delta (misc. symbol) 3,700 54 JetBlue Airways *(misc. symbol) 1,150 49 Continental Airlines, Class B * (misc. symbol) 2,700 40 Northwest Airlines, Class A * (misc. symbol) 2,900 33 SkyWest 1,600 31 Atlantic Coast Airlines * 2,100 28 Alaska Air Group * 1,100 24 528 Building Products 0.2% Masco 10,200 243 American Standard * 1,500 111 York International 1,100 26 AAON Inc * 1,350 25 Lennox International (misc. symbol) 1,700 22 Water Pik Technologies *(misc. symbol) 2,405 19 Jacuzzi Brands * 3,300 17 Universal Forest Products 500 10 473 Commercial Services & Supplies 1.5% Cendant * 20,854 $ 382 Waste Management 12,360 298 Apollo Group, Class A * 3,725 230 Pitney Bowes 5,000 192 H&R Block 3,700 160 Cintas 3,400 121 Avery Dennison 2,300 116 Equifax 3,400 88 Robert Half International * 4,200 80 Dun & Bradstreet * 1,700 70 Career Education * 1,000 68 R.R. Donnelley 2,500 65 Republic Services, Class A * 2,800 64 Deluxe Corp. 1,300 58 ChoicePoint * 1,666 58 Wesco Financial 180 56 Manpower 1,400 52 Viad 2,200 49 ServiceMaster 4,500 48 Allied Waste Industries * 4,660 47 Corinthian Colleges * 800 39 Education Management * 700 37 HON Industries 1,200 37 Waste Connections *(misc. symbol) 1,000 35 West Corporation * 1,300 35 Herman Miller 1,700 34 Corporate Executive Board * 800 32 ITT Educational Services * 1,100 32 Sylvan Learning Systems *(misc. symbol) 1,368 31 Devry * 1,300 30 CoStar Group * 1,000 30 Tetra Tech * 1,725 30 United Stationers * 800 29 NCO Group *(misc. symbol) 1,600 29 Consolidated Graphics * 1,200 27 New England Business Service 900 27 Aramark, Class B * 1,200 $ 27 Bright Horizons Family Solutions * 800 27 Exult *(misc. symbol) 3,100 27 Rollins (misc. symbol) 1,400 26 Imagistics International * (misc. symbol) 1,012 26 Valassis Communications * 1,000 26 Landauer (misc. symbol) 600 25 Labor Ready * 3,400 24 Arbitron * 680 24 Strayer Education 300 24 SOURCECORP * 1,100 24 John H. Harland 900 24 Team, Inc. * 2,800 22 United Rentals * 1,600 22 Copart * 2,350 22 Wackenhut Corrections * 1,600 22 G&K Services, Class A 700 21 School Specialty *(misc. symbol) 700 20 Learning Tree International *(misc. symbol) 1,200 19 Ag Services of America * 2,800 17 Interpool 1,000 16 Banta 500 16 Brinks 1,100 16 Ionics *(misc. symbol) 700 16 Hudson Highland Group *(misc. symbol) 757 14 Spherion * 2,000 14 ICT Group * 1,300 14 PRG-Schultz International * (misc. symbol) 2,300 14 Sotheby's, Class A *(misc. symbol) 1,800 13 Administaff *(misc. symbol) 1,300 13 Korn/Ferry *(misc. symbol) 1,600 13 RemedyTemp, Class A *(misc. symbol) 1,300 12 TeleTech Holdings * 2,700 11 Central Parking (misc. symbol) 800 10 DiamondCluster International, Class A * (misc. symbol) 2,000 7 Franklin Covey * 2,500 4 3,488 Construction & Engineering 0.1% Fluor 2,000 $ 67 Jacobs Engineering Group * 1,300 55 Granite Construction 1,550 30 EMCOR Group * 500 25 McDermott International * 3,400 21 Intergrated Electrical Services * 2,900 21 Mastec * 3,450 20 Dycom Industries * 1,200 20 Insituform Technologies, Class A * (misc. symbol) 1,000 18 Quanta Services *(misc. symbol) 2,150 15 Shaw Group *(misc. symbol) 1,100 13 305 Electrical Equipment 0.4% Emerson Electric 8,000 409 Rockwell Automation 4,200 100 Cooper Industries 1,900 78 American Power Conversion * 4,000 62 Thomas & Betts * 2,200 32 Genlyte Group * 900 32 Hubbell, Class B 900 30 AMETEK 800 29 Acuity Brands 1,500 27 Power-One * 3,000 21 Baldor Electric (misc. symbol) 1,000 21 Regal-Beloit 900 17 Fuelcell Energy *(misc. symbol) 1,700 14 Brady, Class A 400 13 AZZ * 1,100 12 LSI Industries 1,050 12 Vicor * 1,200 12 C&D Technologies 800 12 General Cable 2,100 11 Plug Power *(misc. symbol) 2,400 11 UQM Technologies * 3,700 11 Channell Commercial * 1,700 9 Energy Conversion Devices * 1,000 9 Woodward Governor 200 9 American Superconductor *(misc. symbol) 1,300 $ 8 AstroPower *(misc. symbol) 450 2 1,003 Industrial Conglomerates 3.0% GE 199,906 5,733 3M 7,500 967 Textron 2,800 109 Allete 1,500 40 Walter Industries 2,700 32 Teleflex 700 30 Roper Industries 800 30 Carlisle Companies 700 30 Tredegar (misc. symbol) 1,300 19 Alleghany 100 19 7,009 Machinery 1.3% Illinois Tool Works 6,350 418 Caterpillar 6,400 356 Deere 4,900 224 Danaher 3,100 211 PACCAR 2,400 162 Ingersoll-Rand, Class A 3,200 151 ITT Industries 2,000 131 Eaton 1,500 118 Dover 3,900 117 Parker Hannifin 2,219 93 SPX * 1,304 57 Pall 2,500 56 Navistar * 1,600 52 Donaldson 1,000 44 Cummins Engine (misc. symbol) 1,200 43 Pentair 1,000 39 Harsco 1,000 36 Crane 1,500 34 Terex *(misc. symbol) 1,700 33 Ampco Pittsburgh 2,400 32 Trinity Industries (misc. symbol) 1,700 32 Lincoln Electric Holdings 1,500 31 Briggs & Stratton 600 $ 30 Graco 925 30 Actuant, Class A * 620 29 Tecumseh Products, Class A 700 27 UNOVA *(misc. symbol) 2,300 26 Cascade 1,400 24 Thomas Industries (misc. symbol) 900 24 Dionex *(misc. symbol) 600 24 NACCO Industries, Class A 400 24 Valmont Industries 1,200 23 Wabtec 1,625 23 AGCO * 1,300 22 EnPro Industries * 2,068 22 ESCO Electronics * 500 22 Kennametal 600 20 Manitowoc (misc. symbol) 900 20 Watts Industries, Class A 1,100 20 Timken 1,100 19 Nordson 800 19 Wolverine Tube * 3,100 18 Robbins & Myers (misc. symbol) 900 17 Flowserve * 800 16 SPS Technologies * 400 11 JLG Industries (misc. symbol) 1,100 8 2,988 Marine 0.0% Overseas Shipholding Group (misc. symbol) 1,300 29 Alexander & Baldwin 1,000 26 Kirby Corporation * 800 23 International Shipholding *(misc. symbol) 1,200 13 91 Road & Rail 0.4% Union Pacific 4,800 278 Burlington Northern Santa Fe 7,400 210 Norfolk Southern 7,600 146 CSX 4,100 123 Werner Enterprises 1,900 40 Swift Transportation * 1,970 37 Florida East Coast Industries (misc. symbol) 1,300 $ 33 U.S. Xpress Enterprises, Class A * 2,500 27 USA Truck * 2,400 22 Dollar Thrifty Auto Group *(misc. symbol) 1,000 19 Kansas City Southern Industries * 1,000 12 947 Trading Companies & Distributors 0.1% W. W. Grainger 1,700 80 Fastenal (misc. symbol) 1,500 51 Applied Industrial Technologies 1,100 23 Huttig Building Products * 5,944 16 170 Total Industrials & Business Services 22,692 INFORMATION TECHNOLOGY 15.5% Communications Equipment 2.2% Cisco Systems * 141,168 2,356 QUALCOMM 16,000 572 Motorola 43,840 413 Corning * 22,510 166 Lucent Technologies * 64,285 131 Juniper Networks *(misc. symbol) 7,250 90 Scientific-Atlanta 3,700 88 JDS Uniphase * 23,658 83 Comverse Technology * 4,800 72 Tellabs * 9,800 64 ADTRAN *(misc. symbol) 1,000 51 Emulex * 2,200 50 Avaya * 7,557 49 CIENA * 8,847 46 Polycom * 3,200 44 Foundry Networks *(misc. symbol) 2,800 40 Harris 1,300 39 Advanced Fibre Communications * 2,400 39 Avocent * 1,236 37 ADC Telecommunications *(misc. symbol) 15,752 37 3Com * 7,500 35 Packeteer *(misc. symbol) 2,100 $ 33 Plantronics *(misc. symbol) 1,500 33 Brocade Communications Systems * 5,160 30 Andrew *(misc. symbol) 3,100 29 Adaptec * 3,500 27 McDATA Corporation *(misc. symbol) 1,825 27 WilTel Communications * 1,700 25 Inter-Tel 1,100 23 Black Box (misc. symbol) 600 22 F5 Networks *(misc. symbol) 1,200 20 REMEC *(misc. symbol) 2,800 20 Echelon *(misc. symbol) 1,400 19 Cable Design Technologies * 2,600 19 Bel Fuse, Class A * 900 19 Sycamore Networks * 4,700 18 Computer Network Technology * (misc. symbol) 2,200 18 Tekelec * 1,500 17 SeaChange International * 1,700 16 ditech Communications * 2,900 14 Powerwave Technologies * 2,300 14 Extreme Networks * 2,700 14 Ixia * 2,100 14 C-Cor.net *(misc. symbol) 2,700 13 Norstan * 4,000 13 Commscope * 1,300 12 Stratex Networks * 3,100 10 Centillium Communications * 1,000 10 Cognitronics * 3,800 8 Terayon Communication Systems * 2,900 8 Tollgrade Communications *(misc. symbol) 400 8 Anaren *(misc. symbol) 700 7 Digital Lightwave *(misc. symbol) 4,400 5 MRV Communications * 2,160 4 Harmonic Lightwaves *(misc. symbol) 1,059 4 Paradyne Networks *(misc. symbol) 500 1 5,076 Computer & Peripherals 3.2% IBM 34,300 $ 2,830 Dell Computer * 51,100 1,633 Hewlett-Packard 60,218 1,283 EMC * 44,786 469 Sun Microsystems * 64,000 294 Lexmark International, Class A * 2,600 184 Apple Computer * 7,600 145 Network Appliance *(misc. symbol) 6,900 112 NCR * 2,700 69 Diebold 1,500 65 Sandisk *(misc. symbol) 1,600 65 Storage Technology * 1,900 49 Seagate Technology 2,500 44 Western Digital *(misc. symbol) 4,100 42 Gateway *(misc. symbol) 11,500 42 Avid Technology *(misc. symbol) 1,100 39 Maxtor * 5,004 38 Electronics for Imaging * 1,800 36 Rimage * 2,200 27 Intergraph * 1,200 26 Iomega *(misc. symbol) 2,100 22 Presstek *(misc. symbol) 3,500 22 Advanced Digital Info * 1,800 18 Drexler Technology *(misc. symbol) 1,100 17 In Focus Systems * 3,200 15 Concurrent Computer * 4,500 13 Quantum DLT & Storage Systems Group * 3,200 13 Rainbow Technologies * 1,100 9 7,621 Electronic Equipment & Instruments 0.6% Agilent Technologies * 8,787 172 Molex 3,750 101 Jabil Circuit * 4,300 95 CDW * 1,700 78 Thermo Electron * 3,450 73 Symbol Technologies 4,900 64 Sanmina-SCI * 9,712 61 Solectron * 15,640 $ 58 Tektronix * 2,400 52 AVX 3,800 42 Vishay Intertechnology * 2,968 39 Amphenol, Class A *(misc. symbol) 800 37 PerkinElmer 2,635 36 Avnet * 2,748 35 National Instruments * 800 30 Tech Data * 1,100 29 Ingram Micro, Class A * 2,500 28 Arrow Electronics * 1,700 26 Varian * 700 24 Research Frontiers *(misc. symbol) 1,700 24 Technitrol * 1,500 23 Napco Security Systems *(misc. symbol) 2,400 22 Benchmark Electronics * 700 22 Anixter International * 900 21 Trimble Navigation * 900 21 KEMET * 2,000 20 Newport *(misc. symbol) 1,300 19 Coherent * 800 19 Maxwell Technologies *(misc. symbol) 2,900 17 Electro Scientific Industries * 1,100 17 OYO Geospace *(misc. symbol) 1,100 15 X-Rite 1,400 14 Veeco *(misc. symbol) 800 14 Zomax * 4,000 13 Zygo *(misc. symbol) 1,500 12 Park Electrochemical (misc. symbol) 600 12 Photon Dynamics *(misc. symbol) 400 11 Plexus *(misc. symbol) 900 10 Nu Horizons Electronics * 1,650 10 CTS 900 9 Merix *(misc. symbol) 1,000 8 Surebeam, Class A *(misc. symbol) 2,638 7 TTM Technologies * 1,400 7 Artesyn Technologies * 800 4 Sirenza Microdevices * 1,400 $ 3 Somera Communications *(misc. symbol) 1,500 2 1,456 Internet Software & Services 0.6% InterActiveCorp *(misc. symbol) 10,122 401 Yahoo! * 12,178 399 Expedia, Class A * 1,100 84 Monster Worldwide *(misc. symbol) 3,000 59 VeriSign * 4,240 59 Earthlink * 4,430 35 DoubleClick * 3,630 34 Overture Services *(misc. symbol) 1,600 29 RealNetworks *(misc. symbol) 4,100 28 ParthusCeva *(misc. symbol) 3,066 25 CNET Networks * 3,975 25 MarketWatch.com *(misc. symbol) 2,900 24 iManage * 3,800 19 webMethods *(misc. symbol) 2,310 19 Ariba * 5,900 18 FreeMarkets * 2,500 17 Tumbleweed Communications *(misc. symbol) 6,300 16 MatrixOne * 2,700 16 Sonicwall * 3,200 15 Webex Communications *(misc. symbol) 1,100 15 Register.com *(misc. symbol) 2,600 15 NetRatings *(misc. symbol) 1,600 15 Internet Security Systems * 1,000 14 Retek *(misc. symbol) 2,072 13 Digitas * 2,669 13 Netegrity * 2,050 12 Websense *(misc. symbol) 700 11 TippingPoint Technologies *(misc. symbol) 1,300 10 S1 * 2,400 10 Allscripts Heathcare * 2,500 9 Kana Software *(misc. symbol) 2,900 9 Modem Media, Class A *(misc. symbol) 2,200 9 Interwoven * 3,800 8 Entrust Technologies * 2,300 7 SeeBeyond Technology Corporation * 2,200 5 1,497 IT Services 1.4% First Data 15,300 $ 634 Automatic Data Processing 12,200 413 Paychex 7,287 213 Electronic Data Systems 8,800 189 Concord EFS * 10,400 153 SunGard Data Systems * 5,800 150 Computer Sciences * 3,900 149 Fiserv * 3,975 141 Affiliated Computer Services, Class A * 2,200 101 Unisys * 7,500 92 Sabre Holdings, Class A 3,600 89 Total Systems Services (misc. symbol) 3,800 85 DST Systems * 2,000 76 Convergys * 3,700 59 Ceridian * 3,100 53 Iron Mountain * 1,250 46 Checkfree Holdings *(misc. symbol) 1,500 42 BISYS Group * 2,200 40 Certegy * 1,300 36 National Processing *(misc. symbol) 2,100 34 Keane *(misc. symbol) 2,356 32 Global Payments 880 31 BearingPoint * 3,200 31 CACI International, Class A * 900 31 Intrado *(misc. symbol) 1,900 30 Cognizant Technology Solutions, Class A * 1,200 29 Titan * 2,700 28 eSpeed, Class A *(misc. symbol) 1,400 28 Acxiom * 1,800 27 Pegasus Solutions *(misc. symbol) 1,650 27 Perot Systems, Class A * 2,300 26 Syntel *(misc. symbol) 1,600 25 Maximus *(misc. symbol) 900 25 MPS Group * 3,600 25 EFunds * 1,706 20 American Management Systems * 1,300 18 Medquist * 900 $ 18 CSG Systems International * 1,200 17 Startek * 600 16 Lightbridge * 1,678 15 Igate Capital * 4,200 14 Inforte *(misc. symbol) 1,800 14 CIBER * 1,800 13 InterCept Group *(misc. symbol) 1,200 10 Sykes Enterprises * 1,800 9 Indus International * 3,500 7 Analysts International * 2,700 7 AnswerThink * 2,520 5 Safeguard Scientifics * 1,700 4 Management Network Group * 1,500 3 3,380 Office Electronics 0.1% Xerox * 14,800 157 Zebra Technologies, Class A *(misc. symbol) 600 45 Ikon Office Solutions (misc. symbol) 3,200 28 230 Semiconductor & Semiconductor Equipment 3.1% Intel 129,990 2,702 Texas Instruments 34,000 598 Applied Materials * 30,678 487 Analog Devices * 7,100 247 Maxim Integrated Products 6,221 213 Linear Technology 5,800 187 KLA-Tencor * 3,900 181 Xilinx * 6,700 170 Broadcom, Class A *(misc. symbol) 5,300 132 Micron Technology * 11,300 131 Altera * 7,900 130 Novellus Systems * 3,000 110 QLogic * 2,011 97 Microchip Technology 3,864 95 NVIDIA * 3,500 81 National Semiconductor * 3,400 67 Teradyne * 3,800 66 Agere Systems, Class A * 26,389 $ 62 Intersil Holding, Class A * 2,196 58 Lam Research * 3,200 58 LSI Logic * 7,806 55 Omnivision Technologies * (misc. symbol) 1,600 50 Amkor Technology * 3,400 45 Advanced Micro Devices *(misc. symbol) 6,800 44 Applied Micro Circuits * 7,142 43 Integrated Circuit Systems * (misc. symbol) 1,300 41 Cypress Semiconductor *(misc. symbol) 3,100 37 Diodes *(misc. symbol) 1,900 36 Rambus *(misc. symbol) 2,100 35 Siliconix *(misc. symbol) 900 33 Cymer *(misc. symbol) 1,000 32 DSP Group * 1,400 30 Silicon Laboratories *(misc. symbol) 1,100 29 GlobeSpan * 3,520 29 Integrated Device Technology * 2,600 29 Cabot Microelectronics *(misc. symbol) 564 28 Entegris * 2,100 28 Fairchild Semiconductor, Class A * 2,200 28 MEMC Electronic Materials *(misc. symbol) 2,800 27 Micrel *(misc. symbol) 2,600 27 Varian Semiconductor Equipment * 900 27 Zoran *(misc. symbol) 1,350 26 Cognex * 1,100 25 International Rectifier * 900 24 Artisan Components *(misc. symbol) 1,000 23 RF Micro Devices *(misc. symbol) 3,700 22 Monolithic Systems Technology * (misc. symbol) 2,300 21 ESS Technology * 2,100 20 Microsemi * 1,200 19 Atmel * 7,500 19 Vitesse Semiconductor *(misc. symbol) 3,800 19 Axcelis Technologies * 3,014 18 MKS Instruments *(misc. symbol) 1,013 18 Pericom Semiconductor *(misc. symbol) 1,900 18 Skyworks Solutions *(misc. symbol) 2,579 $ 17 Exar * 1,100 17 Power Integrations *(misc. symbol) 700 17 Mykrolis * 1,541 16 DuPont Photomasks *(misc. symbol) 800 15 Lattice Semiconductor *(misc. symbol) 1,800 15 Advanced Energy Industries * (misc. symbol) 1,000 14 Semtech * 1,000 14 Kulicke & Soffa * 2,100 13 TriQuint Semiconductor * 3,190 13 FEI * 700 13 Cohu 800 13 Oak Technology * 2,000 12 Silicon Storage Technology * 2,700 11 LTX *(misc. symbol) 1,300 11 Silicon Image *(misc. symbol) 2,000 11 Virage Logic *(misc. symbol) 1,500 11 Mattson Technology *(misc. symbol) 3,500 11 Chippac, Class A *(misc. symbol) 1,400 11 Helix Technology 800 11 Actel *(misc. symbol) 500 10 ATMI *(misc. symbol) 400 10 Rudolph Technologies *(misc. symbol) 600 10 QuickLogic * 2,700 9 Kopin * 1,400 9 Semitool * 1,700 8 Credence Systems *(misc. symbol) 900 8 Three-Five Systems *(misc. symbol) 1,000 7 Pixelworks *(misc. symbol) 1,100 7 Integrated Silicon Solution * 900 6 Sipex *(misc. symbol) 1,100 5 Cirrus Logic * 1,200 5 Nanometrics *(misc. symbol) 600 4 Transmeta * 2,000 3 Microtune *(misc. symbol) 900 3 ANADIGICS *(misc. symbol) 800 3 7,250 Software 4.3% Microsoft 214,950 $ 5,505 Oracle * 103,000 1,238 Computer Associates 11,357 253 VERITAS Software * 7,875 226 Intuit * 4,400 196 Electronic Arts * 2,600 192 Adobe Systems 4,600 148 Symantec * 2,800 123 PeopleSoft * 6,000 106 Siebel Systems * 10,000 95 BMC Software * 5,000 82 BEA Systems * 7,200 78 Citrix Systems * 3,800 77 Mercury Interactive *(misc. symbol) 1,900 73 Synopsys * 1,185 73 Cadence Design Systems * 4,800 58 Fair Isaac (misc. symbol) 1,115 57 Compuware * 9,600 55 Autodesk 3,000 48 Macromedia * 2,080 44 Reynolds & Reynolds, Class A 1,400 40 Hyperion Solutions * 1,170 40 J. D. Edwards * 2,700 39 Network Associates * 2,937 37 Red Hat * 4,900 37 SERENA Software *(misc. symbol) 1,700 35 Quest Software *(misc. symbol) 2,800 33 Mentor Graphics * 2,200 32 Factset Research Systems (misc. symbol) 700 31 Jack Henry & Associates 1,700 30 Macrovision * 1,500 30 THQ *(misc. symbol) 1,650 30 Activision *(misc. symbol) 2,250 29 Ansys * 900 28 Sybase * 2,010 28 RSA Security *(misc. symbol) 2,600 28 Legato Systems *(misc. symbol) 3,300 $ 28 Ansoft * 2,600 28 Kronos * 500 25 Borland Software * 2,600 25 FileNet * 1,400 25 EPlus * 2,300 24 Micromuse * 3,000 24 TIBCO Software * 4,700 24 Advent Software *(misc. symbol) 1,400 24 Manhattan Associates *(misc. symbol) 900 23 Novell * 7,434 23 Progress Software * 1,100 23 Agile Software * 2,300 22 Quality Systems * 800 22 Documentum *(misc. symbol) 1,100 22 Ulticom *(misc. symbol) 2,200 21 Magma Design Automation *(misc. symbol) 1,200 21 Informatica * 2,900 20 Parametric Technology * 6,400 20 NetIQ * 1,168 18 Evans & Sutherland Computer * 3,100 18 Nuance Communications *(misc. symbol) 3,200 17 Embarcadero *(misc. symbol) 2,300 16 Ascential Software *(misc. symbol) 975 16 Renaissance Learning *(misc. symbol) 700 15 Barra *(misc. symbol) 400 14 Verity * 1,100 14 Wind River Systems * 3,572 14 JDA Software Group *(misc. symbol) 1,200 13 OPNET Technologies * 1,100 13 Secure Computing *(misc. symbol) 1,500 13 Sanchez Computer Associates * 2,300 12 QRS *(misc. symbol) 2,200 12 WatchGuard Technologies *(misc. symbol) 2,400 11 Concord Communications * 800 11 E.piphany * 2,125 11 Vastera * 1,800 11 NetScout Systems * 1,800 $ 10 Infogrames *(misc. symbol) 1,900 8 MapInfo *(misc. symbol) 1,100 8 Roxio *(misc. symbol) 1,013 7 Manugistics Group *(misc. symbol) 1,600 7 Mercator Software *(misc. symbol) 4,300 6 Midway Games *(misc. symbol) 1,339 5 Witness Systems *(misc. symbol) 900 5 Aspen Technology *(misc. symbol) 900 4 Viewpoint Corporation *(misc. symbol) 2,500 3 ONYX Software *(misc. symbol) 1,000 1 10,011 Total Information Technology 36,521 MATERIALS 2.7% Chemicals 1.4% DuPont 19,209 800 Dow Chemical 18,099 560 Praxair 3,100 186 Air Products and Chemicals 4,200 175 PPG Industries 3,300 167 Ecolab 5,700 146 Rohm & Haas 4,200 130 Monsanto 4,880 106 Sigma Aldrich 1,500 81 International Flavors & Fragrances 2,000 64 Eastman Chemical 1,900 60 Engelhard 2,400 60 Cabot 1,500 43 Valspar 1,000 42 Scotts, Class A * 800 40 Lyondell Chemical 2,700 37 RPM 2,300 32 Cytec Industries * 900 30 Ferro 1,300 29 NL Industries (misc. symbol) 1,600 27 Airgas 1,600 27 MacDermid 1,000 $ 26 Hawkins Chemical 2,500 25 FMC * 1,100 25 Lubrizol 800 25 H.B. Fuller 1,100 24 Hercules * 2,300 23 Crompton 3,000 21 Georgia Gulf 1,000 20 IMC Global 2,900 20 Terra Nitrogen Com L.P. 3,500 18 Calgon Carbon (misc. symbol) 3,100 18 American Pacific *(misc. symbol) 2,100 16 W. R. Grace * 3,500 15 Valhi (misc. symbol) 1,600 15 Millennium Chemicals 1,600 15 Spartech 700 15 Great Lakes Chemical 700 14 A. Schulman 600 10 OMNOVA Solutions * 2,000 8 Arch Chemicals 400 8 Solutia 2,000 4 3,207 Construction Materials 0.1% Vulcan Materials (misc. symbol) 2,400 89 Lafarge 1,400 43 Martin Marietta Materials 1,000 34 Ameron International 600 21 187 Containers & Packaging 0.2% Sealed Air * 1,700 81 Pactiv * 3,400 67 Ball 1,200 55 Smurfit-Stone Container * 4,190 54 Bemis 1,000 47 Owens-Illinois * 3,000 41 Sonoco Products 1,700 41 Temple-Inland 900 39 Crown Cork & Seal * 5,200 37 Packaging Corp of America * 2,000 $ 37 Aptargroup 700 25 Chesapeake Corp 1,000 22 Myers Industries (misc. symbol) 1,782 17 Rock-Tenn, Class A 800 13 Caraustar * 1,400 11 Longview Fibre 1,100 9 596 Metals & Mining 0.6% Alcoa 16,620 424 Newmont Mining 8,500 276 Freeport McMoRan Copper Gold, Class B (misc. symbol) 3,500 86 Nucor 1,500 73 Phelps Dodge * 1,628 62 USX-U.S. Steel Group 2,900 47 Glamis Gold *(misc. symbol) 3,800 44 Peabody Energy 1,100 37 Commercial Metals (misc. symbol) 1,700 30 Worthington Industries 2,200 30 Arch Coal (misc. symbol) 1,246 29 CONSOL Energy (misc. symbol) 1,200 27 Alliance Resource Partners (misc. symbol) 1,000 27 Allegheny Technologies 3,650 24 Quanex 700 21 Massey (misc. symbol) 1,500 20 Carpenter Technology 1,200 19 Ryerson Tull (misc. symbol) 2,100 18 Stillwater Mining *(misc. symbol) 2,300 12 AK Steel * 2,500 9 GrafTech International * 1,300 7 1,322 Paper & Forest Products 0.4% International Paper 9,084 325 Weyerhaeuser 4,000 216 MeadWestvaco 3,852 95 Georgia-Pacific 4,640 88 Baltek Corp * 2,500 38 Boise Cascade 1,500 36 Louisiana Pacific * 3,100 $ 34 Rayonier 900 30 P.H. Glatfelter 1,800 26 Bowater 700 26 Wausau-Mosinee Paper 1,300 14 Badger Paper Mills * 2,300 13 FiberMark * 2,400 11 Potlatch (misc. symbol) 400 10 Pope & Talbot (misc. symbol) 700 8 Buckeye Technologies * 1,000 7 977 Total Materials 6,289 TELECOMMUNICATION SERVICES 3.2% Diversified Telecommunication Services 2.7% Verizon Communications 54,460 2,149 SBC Communications 64,897 1,658 BellSouth 36,900 983 Alltel 6,500 313 AT&T 15,923 307 Sprint 18,500 266 Qwest Communications International * 33,925 162 Centurytel 2,475 86 Citizens Communications *(misc. symbol) 6,440 83 Level 3 Communications *(misc. symbol) 7,600 51 Atlantic Tele Network 1,600 36 Commonwealth Telephone Enterprises * 800 35 Cincinnati Bell *(misc. symbol) 5,248 35 IDT * 1,300 23 D&E Communications (misc. symbol) 1,549 18 General Communications, Class A * 2,000 17 Time Warner Telecom, Class A * (misc. symbol) 2,400 15 CT Communications (misc. symbol) 1,200 13 Covista Communications * 2,900 9 ITXC * 2,700 7 US LEC, Class A * 1,600 6 6,272 Wireless Telecommunication Services 0.5% AT&T Wireless * 52,966 $ 435 Nextel Communications, Class A * 21,100 382 Sprint PCS *(misc. symbol) 21,800 125 Telephone and Data Systems 1,100 55 U. S. Cellular * 2,000 51 Wireless Facilities * 3,900 46 Price Communications * 2,262 29 American Tower Systems, Class A * 3,200 28 Boston Communications Group *(misc. symbol) 1,500 26 EMS Technologies *(misc. symbol) 1,100 15 Triton PCS Holdings, Class A * 2,800 14 Aether Systems * 2,350 12 Centennial Communication, Class A * (misc. symbol) 2,300 9 Metro One Telecommunications *(misc. symbol) 1,750 9 1,236 Total Telecommunication Services 7,508 UTILITIES 3.0% Electric Utilities 2.1% Southern Company 13,900 433 Dominion Resources 6,420 413 Exelon 6,562 392 FirstEnergy 6,060 233 Entergy 4,400 232 American Electric Power 7,640 228 FPL Group 3,300 221 Public Service Enterprise 4,700 199 Progress Energy 4,130 181 Consolidated Edison 3,700 160 PG&E * 7,500 159 PPL 3,500 150 Ameren 3,100 137 TXU 5,800 130 DTE Energy 3,249 126 CINergy 3,300 121 XCEL Energy 7,630 115 Constellation Energy Group 3,200 $ 110 Edison International * 6,600 108 Pinnacle West Capital 1,900 71 Potomac Electric Power 3,200 61 Wisconsin Energy 1,900 55 CenterPoint Energy 6,400 52 Teco Energy (misc. symbol) 3,600 43 DPL 2,600 41 NSTAR (misc. symbol) 900 41 Puget Energy 1,700 41 Public Service of New Mexico 1,500 40 Northeast Utilities 2,300 39 Hawaiian Electric Industries 800 37 WPS Resources 900 36 CMS Energy (misc. symbol) 4,400 36 Alliant (misc. symbol) 1,800 34 Allegheny Energy (misc. symbol) 3,800 32 OGE Energy 1,500 32 Great Plains Energy 1,100 32 CH Energy Group (misc. symbol) 700 32 Cleco (misc. symbol) 1,700 29 IdaCorp (misc. symbol) 1,100 29 Empire District Electronics 1,300 28 Madison Gas & Electric 900 28 Otter Tail (misc. symbol) 1,000 27 Unisource Energy 1,400 26 United Illuminating (misc. symbol) 600 24 DQE 1,600 24 Central Vermont Public Service 1,100 22 El Paso Electric *(misc. symbol) 1,700 21 Texas Genco Holdings (misc. symbol) 460 11 4,872 Gas Utilities 0.4% Kinder Morgan 2,700 148 Sempra Energy 4,351 124 KeySpan 3,200 113 NiSource 4,508 86 NICOR (misc. symbol) 1,300 48 Peoples Energy 1,000 $ 43 Washington Gas & Light (misc. symbol) 1,500 40 Piedmont Natural Gas Company (misc. symbol) 900 35 Southern Union *(misc. symbol) 1,788 30 Atmos Energy 1,100 27 Southwestern Energy * 1,800 27 Laclede Gas 1,000 27 NUI (misc. symbol) 1,300 20 Cascade Natural Gas 1,000 19 787 Multi-Utilities & Unregulated Power 0.5% Duke Energy 18,400 367 El Paso Energy (misc. symbol) 11,444 92 Williams Companies 10,585 84 AES * 11,155 71 SCANA 1,968 67 Questar 1,800 60 National Fuel Gas Company 2,000 52 Equitable Resources 1,200 49 Calpine *(misc. symbol) 6,900 46 Energy East 2,100 44 MDU Resources Group 1,200 40 Vectren 1,500 38 ONEOK (misc. symbol) 1,900 37 Western Resources 2,200 36 Avista (misc. symbol) 2,400 34 Reliant Resources * 5,437 33 Dynegy, Class A * 6,836 29 Sierra Pacific Resources *(misc. symbol) 4,700 28 Mirant *(misc. symbol) 8,837 26 NorthWestern (misc. symbol) 3,200 6 Aquila (misc. symbol) 2,400 6 1,245 Water Utilities 0.0% Philadelphia Suburban 1,575 39 California Water Service Group (misc. symbol) 900 25 64 Total Utilities 6,968 Total Common Stocks (Cost $248,110) 227,122 Short-Term Investments 3.5% U.S. Treasury Obligations 0.4% U.S. Treasury Bills, 0.81%, 12/26/03 ** 1,000,000 $ 996 996 Money Market Funds 3.1% T. Rowe Price Reserve Investment Fund, 1.16% # 7,245,528 7,246 7,246 Total Short-Term Investments (Cost $8,242) 8,242 Securities Lending Collateral 5.8% Money Market Trust 5.8% State Street Bank and Trust Company of New Hampshire, N.A. Securities Lending Quality Trust units 13,610,164 13,610 Total Securities Lending Collateral (Cost $13,610) 13,610 T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials Value - -------------------------------------------------------------------------------- In thousands Total Investments in Securities 106.0% of Net Assets (Cost $269,962) $ 248,974 Futures Contracts Contract Unrealized Expiration Value Gain (Loss) ---------- -------- ----------- In thousands Long, 23 S&P 500 Stock Index contracts, $328,000 of U.S. Treasury Bills pledged as initial margin 9/03 $5,597 $(63) Long, 5 S&P Mini 500 Stock Index contracts, $14,000 of U.S. Treasury Bills pledged as initial margin 9/03 243 (3) Long, 3 S&P Mid-Cap 400 Stock Index contracts, $36,000 of U.S. Treasury Bills pledged as initial margin 9/03 720 (18) Long, 1 NASDAQ 100 Index contracts, $9,000 of U.S. Treasury Bills pledged as initial margin 9/03 120 (4) Long, 4 Russell 2000 Index contracts, $48,000 of U.S. Treasury Bills pledged as initial margin 9/03 897 (10) Net payments (receipts) of variation margin to date 99 Variation margin receivable (payable) on open futures contracts 1 Other Assets Less Liabilities Including $13,610 obligation to return securities lending collateral (14,072) NET ASSETS $ 234,903 ------------ T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials Value - -------------------------------------------------------------------------------- In thousands Net Assets Consist of: Undistributed net investment income (loss) $ 1,225 Undistributed net realized gain (loss) (19,099) Net unrealized gain (loss) (21,086) Paid-in-capital applicable to 23,409,556 shares of $0.0001 par value capital stock outstanding; 1,000,000,000 shares of the Corporation authorized 273,863 NET ASSETS $ 234,903 ------------ NET ASSET VALUE PER SHARE $ 10.03 ------------ # Seven-day yield * Non-income producing (misc. symbol) All or a portion of this security is on loan at June 30, 2003 - See Note 2 ** All or a portion of this security is pledged to cover margin requirements on futures contracts at June 30, 2003 REIT Real Estate Investment Trust The accompanying notes are an integral part of these financial statements. T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) Statement of Operations - -------------------------------------------------------------------------------- In thousands 6 Months Ended 6/30/03 Investment Income (Loss) Income Dividend $ 1,514 Income distributions from mutual funds 43 Securities lending 13 Interest 5 Total income 1,575 Investment management and administrative expense 385 Net investment income (loss) 1,190 Realized and Unrealized Gain (Loss) Net realized gain (loss) Securities (551) Futures 1,263 Net realized gain (loss) 712 Change in net unrealized gain (loss) Securities 24,357 Futures (55) Change in net unrealized gain (loss) 24,302 Net realized and unrealized gain (loss) 25,014 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ 26,204 ---------- The accompanying notes are an integral part of these financial statements. T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) Statement of Changes in Net Assets - -------------------------------------------------------------------------------- In thousands 6 Months Year Ended Ended 6/30/03 12/31/02 Increase (Decrease) in Net Assets Operations Net investment income (loss) $ 1,190 $ 2,078 Net realized gain (loss) 712 (13,329) Change in net unrealized gain (loss) 24,302 (32,949) Increase (decrease) in net assets from operations 26,204 (44,200) Distributions to shareholders Net investment income -- (2,043) Capital share transactions * Shares sold 56,275 59,944 Distributions reinvested -- 1,940 Shares redeemed (15,263) (45,738) Redemption fees received 7 2 Increase (decrease) in net assets from capital share transactions 41,019 16,148 Net Assets Increase (decrease) during period 67,223 (30,095) Beginning of period 167,680 197,775 End of period $ 234,903 $ 167,680 --------------- --------------- *Share information Shares sold 6,263 5,897 Distributions reinvested -- 215 Shares redeemed (1,669) (4,581) Increase (decrease) in shares outstanding 4,594 1,531 The accompanying notes are an integral part of these financial statements. T. Rowe Price Total Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) June 30, 2003 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 1940 Act). The Total Equity Market Index Fund (the fund), a diversified, open-end management investment company, is one of the portfolios 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 Investments are valued at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET, each day that the NYSE is open for business. 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. Short-term debt securities are valued at amortized cost, 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. Other investments and those 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 6 months. Such fees are deducted from redemption proceeds and 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, 2003, 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 trust managed by the fund's lending agent in accordance with investment guidelines approved by fund management. 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. Securities lending revenue recognized by the fund consists of earnings on invested collateral and borrowing fees, net of any rebates to the borrower and compensation to the lending agent. At June 30, 2003, the value of loaned securities was $13,227,000; aggregate collateral consisted of $13,610,000 in the money market pooled trust and U.S. government securities valued at $10,000. Other Purchases and sales of portfolio securities, other than short-term securities, aggregated $39,589,000 and $1,306,000, respectively, for the six months ended June 30, 2003. 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 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, 2003. 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, $515,000 of realized losses recognized for financial reporting purposes in the year ended December 31, 2002 were recognized for tax purposes on January 1, 2003. Further, the fund intends to retain realized gains to the extent of available capital loss carryforwards. As of December 31, 2002, the fund had $19,339,000 of unused capital loss carryforwards, of which $6,280,000 expire in 2009, and $13,059,000 expire in 2010. At June 30, 2003, the cost of investments for federal income tax purposes was $269,962,000. Net unrealized loss aggregated $21,086,000 at period-end, of which $23,529,000 related to appreciated investments and $44,615,000 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, Inc. 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, 2003, $106,000 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, trusts, 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, 2003, totaled $43,000. Item 2. Code of Ethics. Not required at this time. Item 3. Audit Committee Financial Expert. Not required at this time. Item 4. Principal Accountant Fees and Services. Not required at this time. Item 5. Audit Committee of Listed Registrants. Not required at this time. Item 6. [Reserved] Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies. Not applicable. Item 8. [Reserved] Item 9. Controls and Procedures (a) The registrant's principal executive officer and principal financial officer have evaluated the registrant's disclosure controls and procedures within 90 days of this filing and have concluded that the registrant's disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-CSR was recorded, processed, summarized, and reported timely. (b) The registrant's principal executive officer and principal financial officer are aware of no changes in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal half-year that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. Item 10. Exhibits. (a)(1) Not required at this time. (a)(2) Separate certifications by the registrant's principal executive officer and principal financial officer, pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 and required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached. (b) A certification by the registrant's principal executive officer and principal financial officer, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 and required by Rule 30a-2(b) under the Investment Company Act of 1940, is attached. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. T. Rowe Price Index Trust, Inc. By /s/ James S. Riepe James S. Riepe Principal Executive Officer Date August 13, 2003 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By /s/ James S. Riepe James S. Riepe Principal Executive Officer Date August 13, 2003 By /s/ Joseph A. Carrier Joseph A. Carrier Principal Financial Officer Date August 12, 2003 EX-99.CERT 2 ex-99cert.txt 302 CERTIFICATIONS Item 10(a)(2). CERTIFICATIONS I, James S. Riepe, certify that: 1. I have reviewed this report on Form N-CSR of T. Rowe Price Total Equity Market Index Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; (b) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and (c) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal half-year (the registrant's second fiscal half-year in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: August 13, 2003 /s/ James S. Riepe James S. Riepe Principal Executive Officer CERTIFICATIONS I, Joseph A. Carrier, certify that: 1. I have reviewed this report on Form N-CSR of T. Rowe Price Total Equity Market Index Fund; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; (b) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and (c) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal half-year (the registrant's second fiscal half-year in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: August 12, 2003 /s/ Joseph A. Carrier Joseph A. Carrier Principal Financial Officer EX-99.906 4 ex-99_906cert.txt 906 CERTIFICATIONS Item 10(b). CERTIFICATION UNDER SECTION 906 OF SARBANES-OXLEY ACT OF 2002 Name of Issuer: T. Rowe Price Total Equity Market Index Fund In connection with the Report on Form N-CSR for the above named issuer, the undersigned hereby certifies, to the best of his knowledge, that: 1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; 2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Issuer. Date: August 13, 2003 /s/ James S. Riepe James S. Riepe Principal Executive Officer Date: August 12, 2003 /s/ Joseph A. Carrier Joseph A. Carrier Principal Financial Officer -----END PRIVACY-ENHANCED MESSAGE-----