-----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, QABPIMi+4A25My7VPC0kbR5w3Z9bAOU60TIoVyc/SvVW+JvtU7WAuorKSpBUBcqO y3b9dOR35ei3V2W7khTm3w== 0000858581-03-000019.txt : 20030822 0000858581-03-000019.hdr.sgml : 20030822 20030822152626 ACCESSION NUMBER: 0000858581-03-000019 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: 03862411 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 extendedequitymkt.txt T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND Item 1. Report to Shareholders T. Rowe Price Extended Equity Market Index Fund - -------------------------------------------------------------------------------- June 30, 2003 Certified Financials T. Rowe Price Extended 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 $ 7.94 $ 9.77 $ 11.12 $ 14.05 $ 11.02 $ 10.00 - -------------------------------------------------------------------------------- Investment activities Net investment income (loss) 0.03 0.06 0.10 0.09 0.10 0.08 Net realized and unrealized gain (loss) 1.32 (1.83) (1.17) (2.26) 3.56 1.13 Total from investment activities 1.35 (1.77) (1.07) (2.17) 3.66 1.21 Distributions Net investment income -- (0.06) (0.10) (0.09) (0.10) (0.08) Net realized gain -- -- (0.18) (0.67) (0.53) (0.11) Total distributions -- (0.06) (0.28) (0.76) (0.63) (0.19) NET ASSET VALUE End of period $ 9.29 $ 7.94 $ 9.77 $ 11.12 $ 14.05 $ 11.02 - -------------------------------------------------------------------------------- Ratios/Supplemental Data Total return^ 17.00% (18.12)% (9.55)% (15.58)% 33.72% 12.29% 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 0.73%! 0.74% 0.96% 0.78% 1.04% 1.15%! Portfolio turnover rate 7.4%! 21.0% 31.3% 30.5% 23.4% 26.3%! Net assets, end of period (in thousands) $ 85,694 $ 66,658 $ 77,331 $ 86,322 $ 54,219 $ 20,743 - -------------------------------------------------------------------------------- ^ Total return reflects the rate that an investor would have earned on an investment in the fund during each period, assuming reinvestment of all distributions and payment of no redemption or account fees. ! Annualized The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) June 30, 2003 Statement of Net Assets Shares/Par Value - -------------------------------------------------------------------------------- In thousands Common Stocks 95.1% CONSUMER DISCRETIONARY 17.8% Auto Components 0.6% Lear * 2,000 $ 92 Gentex * 2,500 77 Borg-Warner 800 52 Arvinmeritor 2,125 43 Superior Industries International 1,000 42 American Axle & Manufacturing Holdings * 1,400 33 Bandag Inc. 600 22 Modine Manufacturing 900 17 Keystone Automotive * 900 16 Rockford Corporation * 2,600 15 Finishmaster * 1,400 14 Sauer-Danfoss 1,200 13 Noble International (misc.symbol) 1,400 12 Aftermarket Technology * 1,100 12 Sports Resorts International *(misc.symbol) 2,300 11 Tower Automotive *(misc.symbol) 2,600 10 Dura Automotive Systems * 800 8 Collins & Aikman * 2,500 7 Strattec Security * 100 5 IMPCO Technologies *(misc.symbol) 700 4 Standard Motor Products, Class A 200 2 Amcast Industrial * 2,200 2 QUANTUM Fuel Systems Technologies Worldwide *(misc.symbol) 700 2 511 Automobiles 0.1% Thor Industries (misc.symbol) 800 33 Winnebago (misc.symbol) 600 23 Monaco Coach *(misc.symbol) 900 14 Coachmen Industries (misc.symbol) 700 8 National RV Holdings * 1,200 6 84 Distributors 0.1% Hughes Supply 800 $ 28 Handleman * 1,300 21 WESCO International * 2,300 14 Advanced Marketing Services (misc.symbol) 900 12 Source Information Management * 1,400 10 85 Hotels, Restaurants & Leisure 2.7% MGM Mirage * 4,896 167 Royal Caribbean Cruises 6,510 151 Brinker * 3,450 124 Outback Steakhouse 2,600 101 Park Place Entertainment * 9,500 86 GTECH * 2,100 79 International Speedway, Class A 2,000 79 Krispy Kreme *(misc.symbol) 1,900 78 Cracker Barrel 2,000 78 Mandalay Resort Group 2,200 70 Cheesecake Factory * 1,650 59 Applebee's 1,750 55 Station Casinos *(misc.symbol) 2,150 54 Cedar Fair L. P. (misc.symbol) 1,800 50 Ruby Tuesday 2,000 50 PF Chang's China Bistro *(misc.symbol) 1,000 49 Extended Stay America * 3,500 47 Alliance Gaming * 2,400 45 Choice Hotels International * 1,600 44 Panera Bread, Class A *(misc.symbol) 1,000 40 Speedway Motorsports 1,400 38 Boyd Gaming *(misc.symbol) 2,100 36 Bob Evans Farms 1,200 33 Sonic * 1,175 30 CEC Entertainment * 800 30 Shuffle Master *(misc.symbol) 1,000 29 Jack In The Box * 1,300 29 Penn National Gaming * 1,400 29 IHOP 900 28 Aztar * 1,700 27 Landry's Seafood Restaurant 1,100 $ 26 Isle of Capri Casinos * 1,400 23 Rare Hospitality International * 700 23 Triarc Companies, Class A *(misc.symbol) 700 21 Papa John's International *(misc.symbol) 700 20 Wynn Resorts *(misc.symbol) 1,100 20 Marcus 1,300 20 Ameristar Casinos * 900 19 Churchill Downs (misc.symbol) 500 19 Six Flags * 2,800 19 Argosy Gaming * 900 19 La Quinta Properties, REIT * 4,300 19 Gaylord Entertainment * 900 18 Ryan's Family Steak Houses * 1,200 17 Multimedia Games *(misc.symbol) 600 15 California Pizza Kitchen * 700 15 Frisch's Restaurants 800 14 WMS Industries *(misc.symbol) 900 14 Garden Fresh Restaurant * 1,500 14 Prime Hospitality * 2,000 14 Scientific Games, Class A * 1,400 13 Dave & Buster * 1,200 13 Boca Resorts, Class A * 1,000 13 Steak 'N Shake * 800 12 Vail Resorts * 900 12 Lone Star Steakhouse & Saloon 500 11 O' Charley's *(misc.symbol) 500 11 Pinnacle Entertainment * 1,400 10 AFC Enterprises * 500 8 BUCA *(misc.symbol) 1,300 7 Bally Total Fitness Holdings *(misc.symbol) 800 7 CKR Restaurants * 1,250 7 Schlotzsky's * 2,100 5 MTR Gaming Group * 600 5 Dover Downs Gaming & Entertainment 490 5 Famous Dave's of America * 1,000 4 Dover Motorsports 700 3 2,330 Household Durables 1.8% Lennar, Class A (misc.symbol) 2,184 $ 156 D. R. Horton 4,842 136 Mohawk Industries * 2,254 125 NVR * 230 95 Harman International 1,000 79 Clayton Homes 5,550 70 Hovnanian Enterprises, Class A * 1,020 60 Toll Brothers * 2,000 57 Ryland Group 800 55 Furniture Brands International * 1,900 50 La-Z Boy (misc.symbol) 2,200 49 Blyth Industries 1,800 49 Yankee Candle Company * 2,100 49 MDC Holdings 968 47 Ethan Allen Interiors 1,200 42 Toro 800 32 Standard Pacific 900 30 Meritage *(misc.symbol) 600 30 Russ Berrie 800 29 Beazer Homes *(misc.symbol) 300 25 Fleetwood *(misc.symbol) 3,300 24 WCI Communities, REIT * 1,200 23 Technical Olympic USA * 900 21 Kimball International, Class B 1,300 20 Rayovac * 1,400 18 Universal Electronics * 1,200 15 Helen of Troy Limited * 1,000 15 Palm Harbor Homes *(misc.symbol) 800 15 Flexsteel Industries 900 15 Knape & Vogt Manufacturing 1,400 14 Lennar, Class B 208 14 Enesco Group * 1,800 13 Skyline 400 12 Champion Enterprises *(misc.symbol) 2,300 12 Jarden Corporation *(misc.symbol) 400 11 Applica 1,300 11 Stanley Furniture 400 $ 11 Department 56 * 700 11 Libbey 300 7 A. T. Cross, Class A * 1,100 7 Oneida (misc.symbol) 500 3 Foamex International *(misc.symbol) 900 3 Bush Industries, Class A 900 3 1,563 Internet & Catalog Retail 0.7% Amazon.com *(misc.symbol) 13,100 478 Netflix *(misc.symbol) 1,200 31 priceline.com *(misc.symbol) 1,233 27 GSI Commerce * 3,700 25 Alloy Online *(misc.symbol) 3,200 21 1-800-Flowers.com, Class A * 2,500 20 ValueVision International, Class A *(misc.symbol) 1,300 18 Insight Enterprises * 1,400 14 J. Jill Group * 750 13 Coldwater Creek *(misc.symbol) 450 5 Hollywood Media * 1,300 2 Delias, Class A * 1,700 1 655 Leisure Equipment & Products 0.3% Polaris Industries (misc.symbol) 700 43 Marvel Enterprises *(misc.symbol) 2,200 42 Callaway Golf 2,900 38 Oakley * 2,500 29 SCP Pool *(misc.symbol) 650 22 Leapfrog Enterprises * 400 13 Boyds Collection *(misc.symbol) 2,700 13 JAKKS Pacific *(misc.symbol) 900 12 RC2 Corporation * 700 12 Nautilus Group (misc.symbol) 937 12 Arctic Cat (misc.symbol) 500 10 Johnson Outside, Class A *(misc.symbol) 700 10 Action Performance (misc.symbol) 500 9 Steinway Musical Instruments * 600 9 MarineMax *(misc.symbol) 600 8 282 Media 6.8% Liberty Media, Class A * 80,925 $ 935 Cox Communications, Class A * 19,045 608 Hughes Electronics * 36,177 463 Fox Entertainment Group, Class A * 11,200 322 Echostar Communications, Class A * 8,200 284 Scripps, Class A 2,550 226 Washington Post, Class B 300 220 Cablevision Systems, Class A *(misc.symbol) 7,660 159 Westwood One * 3,700 126 Pixar *(misc.symbol) 1,800 109 Lamar Advertising, Class A * 3,000 106 Metro Goldwyn Mayer * 7,800 97 Hispanic Broadcasting * 3,600 92 PanAmSat *(misc.symbol) 4,700 87 McClatchy, Class A 1,400 81 Belo Corporation 3,600 80 Entercom Communications * 1,600 78 Hearst-Argyle Television * 2,891 75 Getty Images * 1,800 74 Radio One, Class A * 4,000 71 Lee Enterprises 1,800 68 Gemstar TV Guide * 12,000 61 Harte-Hanks 3,150 60 Interactive Data * 3,300 56 John Wiley & Sons, Class A 2,100 55 Sirius Satellite Radio *(misc.symbol) 29,000 49 Scholastic * 1,400 42 Reader's Digest, Class A 3,000 40 Media General, Class A 700 40 Emmis Communications * 1,700 39 Charter Communications, Class A *(misc.symbol) 9,800 39 XM Satellite Radio Holdings, Class A *(misc.symbol) 3,500 39 Cumulus Media, Class A * 2,000 38 R.H. Donnelley * 1,000 36 Hollinger International, Class A 3,300 36 Regal Entertainment Group, Class A 1,500 35 Cox Radio, Class A * 1,500 $ 35 TiVo *(misc.symbol) 2,800 34 Catalina Marketing * 1,850 33 Mediacom Communications, Class A * 3,300 33 Insight Communications, Class A *(misc.symbol) 2,400 32 Grey Advertising 40 31 Unitedglobalcom, Class A *(misc.symbol) 5,600 29 FNIS *(misc.symbol) 1,100 29 Paxson Communications * 4,500 27 LIN TV, Class A * 1,100 26 Liberty 600 25 Young Broadcasting, Class A * 1,200 25 Journal Register * 1,300 23 Entravision Communications, Class A * 2,000 23 ProQuest *(misc.symbol) 800 21 Salem Communications, Class A * 1,000 20 Harris Interactive * 3,000 20 Pulitzer 400 20 Value Line 400 20 Playboy Enterprises, Class B *(misc.symbol) 1,400 19 Sinclair Broadcast Group, Class A *(misc.symbol) 1,600 19 Primedia *(misc.symbol) 5,836 18 ADVO * 400 18 Saga Communications, Class A * 850 16 Beasley Broadcast Group, Class A * 1,200 16 Spanish Broadcasting, Class A * 1,900 15 Fisher Companies * 300 15 Daily Journal * 600 15 Cadmus Communications 1,500 13 Acme Communications * 1,700 13 Information Holdings * 700 13 Equity Marketing * 800 12 AMC Entertainment * 1,000 11 Crown Media, Class A *(misc.symbol) 2,700 11 Regent Communications * 1,800 11 APAC TeleServices * 3,700 9 4Kids Entertainment * 500 9 Sonic Solutions *(misc.symbol) 700 $ 6 LodgeNet Entertainment * 500 5 On Command *(misc.symbol) 2,000 2 Championship Auto Racing Team *(misc.symbol) 500 1 Penton Media * 1,700 1 5,800 Multiline Retail 0.5% Dollar Tree Stores * 3,725 118 99 Cents Only Stores *(misc.symbol) 2,565 88 Neiman Marcus, Class A * 1,800 66 Tuesday Morning * 1,500 39 Saks * 3,375 33 Fred's, Class A 750 28 Shopko Stores *(misc.symbol) 1,600 21 Bon-Ton Stores * 3,500 17 410 Specialty Retail 3.3% Weight Watchers *(misc.symbol) 3,600 163 Williams-Sonoma * 4,000 117 CarMax * 3,600 109 Ross Stores 2,500 107 Abercrombie & Fitch, Class A * 3,400 97 Michaels Stores * 2,200 84 Rent-A-Center * 1,100 83 PETsMART * 4,500 75 Advanced Auto Parts *(misc.symbol) 1,206 73 Chico's *(misc.symbol) 3,100 65 Pier 1 Imports 3,100 63 Foot Locker 4,700 62 Borders Group * 3,400 60 Talbots 1,900 56 Zale * 1,300 52 Barnes & Noble * 2,200 51 O'Reilly Automotive * 1,500 50 Claire's Stores 1,800 46 Regis 1,500 44 American Eagle Outfitters * 2,300 42 Men's Wearhouse *(misc.symbol) 1,800 39 TSC *(misc.symbol) 800 $ 38 United Auto Group *(misc.symbol) 1,600 35 AnnTaylor Stores * 1,200 35 Hollywood Entertainment * 1,900 33 Pacific Sunwear * 1,350 32 Christopher & Banks *(misc.symbol) 875 32 Linens 'n Things * 1,300 31 Asbury Automotive Group * 2,200 30 Hot Topic *(misc.symbol) 1,100 30 Payless Shoesource * 2,315 29 Aeropostale * 1,300 28 The Children's Place *(misc.symbol) 1,400 28 Pep Boys (misc.symbol) 2,000 27 Guitar Center *(misc.symbol) 900 26 Group One Automotive *(misc.symbol) 800 26 Electronics Boutique Holdings *(misc.symbol) 1,100 25 West Marine *(misc.symbol) 1,400 24 Movie Gallery * 1,300 24 Blockbuster, Class A 1,400 24 Sharper Image *(misc.symbol) 800 22 E Com * 2,900 22 Urban Outfitters *(misc.symbol) 600 22 Burlington Coat Factory 1,200 21 Genesco *(misc.symbol) 1,200 21 Too * 1,000 20 Hancock Fabrics 1,200 19 Tweeter Home Entertainment Group * 2,200 19 Cato Corporation, Class A 900 19 CSK Auto *(misc.symbol) 1,300 19 Stein Mart * 3,100 19 Gymboree * 1,100 18 Charming Shoppes *(misc.symbol) 3,700 18 Aaron Rents, Class B 700 18 Dress Barn * 1,400 18 Rex Stores * 1,450 18 Sonic Automotive, Class A * 800 18 bebe stores *(misc.symbol) 900 17 TBC * 900 $ 17 Aaron Rents, Class A 700 17 Winmark * 1,200 17 OfficeMax * 2,400 16 The Finish Line, Class A * 700 16 Buckle *(misc.symbol) 800 15 Hibbett Sporting Goods * 450 15 Cost Plus * 400 14 Gart Sports Company *(misc.symbol) 500 14 PC Connection * 2,000 14 Shoe Carnival * 900 13 Restoration Hardware *(misc.symbol) 2,900 13 Lithia Motors, Class A * 800 13 Ultimate Electronics *(misc.symbol) 1,000 13 Trans World Entertainment *(misc.symbol) 2,500 13 Big 5 Sporting Goods * 1,000 13 Party City * 1,200 12 Syms * 1,900 12 Finlay Enterprises * 700 12 Guess? * 1,700 10 Pomeroy Computer Resources * 900 10 Stage Stores *(misc.symbol) 400 9 Wet Seal *(misc.symbol) 875 9 Building Materials Holdings 600 9 Sports Authority * 800 9 Whitehall Jewellers * 900 8 Cole National, Class A * 600 7 Wilsons Leather *(misc.symbol) 900 6 Charlotte Russe Holding *(misc.symbol) 600 6 Haverty Furniture 300 5 Footstar *(misc.symbol) 400 5 Rent Way * 700 3 Mothers Work * 100 3 Good Guys *(misc.symbol) 1,400 2 United Retail Group * 1,000 2 Friedman's, Class A 100 1 2,816 Textiles, Apparel, & Luxury Goods 0.9% Coach * 3,000 $ 149 Columbia Sportswear * 1,450 75 Timberland, Class A * 1,200 63 Fossil *(misc.symbol) 1,725 41 Polo Ralph Lauren, Class A 1,400 36 Quiksilver * 2,000 33 Brown Group 1,100 33 Wolverine World Wide 1,300 25 K-Swiss, Class A 700 24 Russell 1,000 19 Kellwood 600 19 Weyco Group 400 18 Maxwell Shoe, Class A * 1,200 17 Saucony, Class B (misc.symbol) 1,400 17 Tandy Brands * 1,400 17 Unifi * 2,400 15 Cherokee * 700 14 Phillips-Van Heusen 1,000 14 Superior Uniform Group 1,200 13 UniFirst 600 13 Movado Group 600 13 Haggar 1,000 12 Oshkosh B'Gosh, Class A 400 11 Nautica Enterprises * 800 10 Kenneth Cole Productions, Class A *(misc.symbol) 500 10 Cutter & Buck * 1,900 10 Madden Steven * 400 9 Quaker Fabric 1,300 9 Culp *(misc.symbol) 1,100 8 Stride Rite 700 7 Lazare Kaplan International * 1,100 6 Mossimo *(misc.symbol) 1,500 6 Tarrant Apparel *(misc.symbol) 1,400 4 770 Total Consumer Discretionary 15,306 CONSUMER STAPLES 3.5% Beverages 0.3% Constellation Brands, Class A * 3,000 $ 94 PepsiAmericas 5,500 69 Coca-Cola Bottling 400 22 Chalone Wine Group *(misc.symbol) 1,500 12 Robert Mondavi, Class A * 400 10 National Beverage * 500 7 Midwest Grain Products 700 6 220 Food & Staples Retailing 0.6% Whole Foods Market * 1,900 90 Rite Aid *(misc.symbol) 13,600 60 Performance Food Group (misc.symbol) 1,500 55 Nash Finch 2,200 37 7-Eleven * 3,200 34 BJ's Wholesale Club * 2,200 33 Casey's General Stores 1,600 23 Ruddick 1,400 22 Weis Markets 700 22 Longs Drug Stores (misc.symbol) 1,200 20 United Natural Foods *(misc.symbol) 700 20 Marsh Supermarkets, Class B 1,500 18 Great Atlantic & Pacific Tea Company *(misc.symbol) 2,000 18 Duane Reade *(misc.symbol) 1,100 16 Wild Oats Markets *(misc.symbol) 1,100 12 Arden Group * 200 12 Pathmark Stores * 1,500 11 Fresh Brands 800 11 Smart & Final * 1,200 6 PriceSmart *(misc.symbol) 200 3 Fleming Companies (misc.symbol) 1,500 0 523 Food Products 1.9% Kraft Foods, Class A 8,900 290 Dean Foods * 4,458 140 Tyson Foods, Class A 11,019 117 Hormel Foods 4,300 $ 102 Bunge Limited 3,100 89 Dreyer's Grand Ice Cream, Class A (misc.symbol) 1,100 86 J.M. Smucker Company 1,867 74 Smithfield Foods * 3,100 71 Del Monte Foods * 6,400 57 Tootsie Roll Industries 1,735 53 Lancaster Colony 1,200 46 Corn Products International 1,300 39 Fresh Del Monte Produce (misc.symbol) 1,500 39 Flowers Foods 1,710 34 Delta Pine & Land 1,500 33 Sensient Technologies Corporation (misc.symbol) 1,400 32 Chiquita Brands * 2,100 30 Zapata Corporation *(misc.symbol) 500 24 Farmer Bros. (misc.symbol) 70 24 Central Garden & Pet * 900 21 International Multifoods *(misc.symbol) 900 21 Interstate Bakeries 1,600 20 Ralcorp Holdings * 800 20 Horizon Organic *(misc.symbol) 800 19 American Italian Pasta, Class A *(misc.symbol) 400 17 Riviana Foods 600 16 Peet's Coffee & Tea *(misc.symbol) 900 16 Maui Land & Pineapple *(misc.symbol) 600 13 Pilgrim's Pride (misc.symbol) 1,300 13 Rocky Mountain Chocolate Factory * 1,468 12 Hain Celestial Group * 700 11 Seabord 50 10 Lance 1,100 10 Alico 400 10 J&J Snack Foods * 300 10 Lifeway Foods * 1,100 9 Sanderson Farms 300 8 Green Mountain Coffee Roasters * 200 4 Bridgford Foods (misc.symbol) 500 4 Aurora Foods * 2,928 1 Cadiz * 2,500 0 1,645 Household Products 0.3% Energizer * 2,800 $ 88 Church & Dwight 1,700 56 Dial Corp. 2,800 55 Oil-Dri 1,200 14 Katy Industries * 1,700 8 221 Personal Products 0.3% Estee Lauder, Class A 4,100 138 NBTY * 2,100 44 Elizabeth Arden *(misc.symbol) 1,800 24 Playtex Products * 2,100 14 Inter Parfums 1,800 13 Del Laboratories (misc.symbol) 525 12 Chattem * 600 11 Revlon, Class A *(misc.symbol) 1,300 4 260 Tobacco 0.1% Universal Corporation 1,100 47 Vector Group (misc.symbol) 1,048 18 Schweitzer Mauduit 600 14 Standard Commercial 600 10 DiMon 1,400 10 99 Total Consumer Staples 2,968 ENERGY 4.8% Energy Equipment & Services 2.2% Weatherford International * 4,290 180 GlobalSantaFe 7,359 172 ENSCO International 5,100 137 Smith International * 3,200 118 Patterson-UTI Energy * 2,800 91 Cooper Cameron * 1,800 91 Diamond Offshore Drilling (misc.symbol) 4,200 88 Pride International * 3,900 73 Tidewater 2,400 70 National Oilwell * 3,000 $ 66 Varco International * 3,111 61 Grant Prideco * 4,790 56 FMC Technologies * 2,300 48 Key Energy Services * 4,500 48 Helmerich & Payne 1,600 47 Seacor Smit * 800 29 Maverick Tube * 1,500 29 Unit Corp. * 1,200 25 Cal Dive International * 1,100 24 W-H Energy Services * 1,200 23 Universal Compression Holdings * 1,000 21 Oil States International * 1,700 21 Veritas DGC *(misc.symbol) 1,700 20 Lone Star Technologies *(misc.symbol) 910 19 Hanover Compressor * 1,700 19 Hydril * 700 19 Matrix Service * 1,100 19 Grey Wolf * 4,600 19 Superior Energy * 1,900 18 Oceaneering International * 700 18 Torch Offshore * 2,500 17 Offshore Logistics * 700 15 Petroleum Helicopters * 500 15 Carbo Ceramics 400 15 Global Industries * 3,000 14 Gulfmark Offshore * 800 14 Dawson Geophysical * 1,600 13 Dril-Quip * 600 11 Gulf Island Fabrication * 600 10 Newpark Resources *(misc.symbol) 1,800 10 NS Group* 900 9 NATCO Group, Class A * 1,200 8 Input/Output * 1,500 8 Parker Drilling * 2,400 7 Horizon Offshore *(misc.symbol) 1,300 6 Trico Marine Services * 1,500 6 Atwood Oceanics *(misc.symbol) 200 5 TETRA Technologies * 100 3 1,855 Oil & Gas 2.6% Murphy Oil 3,160 $ 166 Valero Energy 3,600 131 XTO Energy 5,966 120 Enterprise Products Partners 5,200 117 Pioneer Natural Resources * 3,700 97 Chesapeake Energy 8,000 81 Pogo Producing 1,800 77 Plains All Amer Pipeline (misc.symbol) 2,000 63 Teppco Partners (misc.symbol) 1,700 62 Noble Energy 1,600 60 Newfield Exploration * 1,500 56 Western Gas Resources (misc.symbol) 1,300 51 Westport Resources * 2,230 51 Buckeye Partners 1,100 43 Tom Brown * 1,500 42 Ultra Petroleum * 3,100 40 Patina Oil & Gas 1,187 38 Williams Energy Partners 800 38 Premcor * 1,700 37 Cimarex Energy * 1,540 37 Hugoton Royalty Trust 1,800 33 Forest Oil * 1,300 33 Evergreen Resources *(misc.symbol) 600 33 Houston Exploration * 900 31 Cabot Oil & Gas, Class A 1,100 30 St. Mary Land Exploration (misc.symbol) 1,100 30 Quicksilver Resources *(misc.symbol) 1,100 26 Vintage Petroleum 2,300 26 KCS Energy *(misc.symbol) 4,800 26 Magnum Hunter Resources * 3,200 26 Denbury Resources *(misc.symbol) 1,900 25 Stone Energy * 600 25 BP Prudhoe Bay Royalty Trust (misc.symbol) 1,300 25 Cross Timbers Royalty Trust (misc.symbol) 900 21 Spinnaker Exploration * 800 21 Swift Energy * 1,900 21 Adams Resources & Energy 2,300 $ 21 Kaneb Services (misc.symbol) 700 20 Nuevo Energy * 1,100 19 Encore Aquisition * 1,000 19 Markwest Hydrocarbon * 2,500 19 Petroleum Development * 2,000 18 Frontier Oil 1,200 18 Plains Exploration & Production *(misc.symbol) 1,665 18 Berry Petroleum, Class A 1,000 18 Carrizo Oil & Gas *(misc.symbol) 2,900 18 Maritrans 1,100 16 OMI * 2,600 16 General Maritime *(misc.symbol) 1,500 15 TransMontaigne * 2,200 14 Energy Partners * 1,200 14 Edge Petroleum *(misc.symbol) 2,400 14 Range Resources * 2,100 13 Penn Virginia 300 13 Plains Resources * 900 13 Prima Energy * 600 13 EXCO Resources * 600 11 Greka Energy *(misc.symbol) 1,800 10 Callon Petroleum * 1,200 9 Tesoro Petroleum * 1,200 8 Meridian Resource *(misc.symbol) 1,700 8 Syntroleum * 2,900 8 Remington Oil & Gas * 400 7 Giant Industries * 1,200 7 Castle Energy 1,400 7 Beta Oil & Gas * 2,700 4 2,247 Total Energy 4,102 FINANCIALS 25.2% Capital Markets 1.7% Legg Mason 2,300 $ 149 AmeriTrade *(misc.symbol) 14,900 110 SEI 3,400 109 E*TRADE Group * 12,230 104 Neuberger Berman 2,550 102 A.G. Edwards 2,600 89 Allied Capital 3,800 88 John Nuveen, Class A 2,800 76 Eaton Vance 2,200 70 Waddell & Reed Financial, Class A 2,550 65 Investor's Financial Services (misc.symbol) 2,200 64 Jeffries Group (misc.symbol) 1,000 50 Friedman, Billings, Ramsey Group, Class A 3,625 49 Raymond James Financial (misc.symbol) 1,400 46 American Capital Strategies (misc.symbol) 1,800 45 LaBranche & Co. (misc.symbol) 2,100 43 Affiliated Managers Group * 700 43 Investment Technology Group * 1,550 29 Knight/Trimark Group *(misc.symbol) 4,600 29 Blackrock, Class A * 600 27 Southwest Securities (misc.symbol) 1,283 26 Sanders Morris Harris Group 2,600 23 Harris & Harris Group * 2,500 17 Westwood Holdings Group (misc.symbol) 620 12 Soundview Technology Group * 880 9 PMC Capital 1,500 7 Gabelli Asset Management, Class A *(misc.symbol) 200 7 1,488 Commercial Banks 6.3% M&T Bank 3,744 315 UnionBancal 5,100 211 Popular 4,500 174 National Commerce Financial 6,750 150 Compass Bancshares 4,250 149 Banknorth Group 4,995 128 First Virginia Banks 2,550 $ 110 Hibernia Corp., Class A 5,600 102 Mercantile Bankshares 2,500 98 TCF Financial 2,400 96 Commerce Bancshares 2,437 95 Valley National Bancorp 3,539 93 Associated Banc-Corp 2,503 92 Commerce Bancorp (misc.symbol) 2,450 91 BOK Financial 2,063 80 Wilmington Trust, Series A 2,600 76 Bank of Hawaii 2,200 73 City National 1,600 71 Fulton Financial 3,541 70 Sky Financial 3,232 70 FirstMerit 3,000 69 Park National 495 57 F.N.B. 1,836 56 Old National Bancorp 2,361 54 Pacific Capital Bancorp 1,466 51 Provident Financial Group (misc.symbol) 2,000 51 Community First Bankshares 1,800 49 BanCorpSouth 2,325 49 Trustmark 1,900 48 Citizens Banking 1,800 48 Cullen/Frost Bankers 1,500 48 Whitney Holding 1,500 48 WestAmerica 1,100 47 Hudson United Bancorp 1,356 46 Colonial BancGroup 3,300 46 First Citizens Bancshares 450 45 UCBH Holdings 1,500 43 United Bankshares 1,500 43 Southwest Bancorp * 1,300 42 International Bancshares 1,163 41 South Financial Group 1,754 41 East West Bancorp 1,100 40 Greater Bay Bancorp (misc.symbol) 1,806 37 First Midwest Bancorp 1,256 $ 36 Silicon Valley Bancshares *(misc.symbol) 1,500 36 FirstBank Puerto Rico 1,300 36 Cathay Bancorp (misc.symbol) 800 36 Republic Bancorp 2,633 35 Hancock Holding 750 35 Susquehanna Bancshares 1,350 32 Chittenden 1,150 32 Trustco Bank 2,800 31 Gold Banc 2,800 29 MB Financial 700 28 Westcorp 1,000 28 Santander Bancorp (misc.symbol) 1,705 28 UMB Financial 656 28 S&T Bancorp 1,000 27 First Commonwealth Financial 2,100 27 Franklin Financial 900 27 Texas Regional Bancshares, Class A 761 26 Chemical Financial 873 26 Suffolk Bancorp (misc.symbol) 800 26 Prosperity Bancshares 1,300 25 U.S.B. Holding Company 1,393 25 Glacier Bancorp 990 24 Trust Company of New Jersey 800 24 Provident Bankshares 951 24 CVB Financial 1,233 24 Interchange Financial Services 1,200 24 CB Bancshares 376 23 Midwest Banc Holdings (misc.symbol) 1,200 23 Sterling Financial 975 23 First Financial Bancorp 1,402 22 Arrow Financial 672 22 Boston Private Financial (misc.symbol) 1,059 22 Sandy Spring Bancorp 700 22 Oriental Financial Group 825 21 Center Bancorp (misc.symbol) 1,400 21 NBT Bancorp (misc.symbol) 1,080 21 Midsouth Bancorp 900 $ 21 Northern States Financial 700 20 Community Banks 663 20 Banner 960 20 Capital Corp of the West 771 20 Alabama National Bancorp 400 19 1st Source (misc.symbol) 1,041 19 United National Bancorp (misc.symbol) 682 19 First of Long Island 450 18 Century Bancorp, Class A 600 18 Peoples Holding (misc.symbol) 400 18 Republic Bancshares 700 18 FNB 700 17 First Republic Bank *(misc.symbol) 650 17 Umpqua Holdings Corporation 900 17 State Bancorp 873 17 Harleysville National 630 17 Frontier Financial 600 17 First United 800 17 WesBanco 700 17 Union Bankshares 600 17 Camden National 600 17 PrivateBancorp (misc.symbol) 600 16 First M&F Corporation 500 16 Amcore Financial 700 16 Farmers Capital Bank 500 16 First Community Bancorp 500 16 Irwin Financial (misc.symbol) 600 16 Greater Community Bancorp 1,000 15 Community Bankshares of Indiana 900 15 United Community Banks (misc.symbol) 600 15 First Indiana 875 15 West Coast Bancorp 820 15 Wintrust Financial (misc.symbol) 500 15 IBERIABANK 300 15 City Holding Company 500 15 SY Bancorp (misc.symbol) 400 14 First Charter 800 $ 14 Pacific Northwest Bancorp 400 14 Omega Financial 400 14 Westbank 840 13 National Penn Bancshares (misc.symbol) 464 13 Guaranty Financial 900 13 Bay View Capital * 2,200 13 Main Street Banks (misc.symbol) 500 13 Southwest Bancorp 450 12 GBC Bancorp 300 12 Independent Bank 500 11 BancTrust Financial Group (misc.symbol) 700 11 First Merchants 441 11 Franklin Bank 600 10 First Financial Bankshares (misc.symbol) 312 10 BWC Financial 532 10 Marshall & Ilsley 339 10 The Savannah Bancorp 440 10 Integra Bank (misc.symbol) 600 10 Mid-State Bancshares 500 10 Sterling Bancshares 750 10 MidWestOne Financial 600 10 FloridaFirst Bancorp 400 10 Summit Bancshares 400 9 Riggs 600 9 Northrim Bank 500 9 Redwood Empire Bancorp (misc.symbol) 300 9 Second Bancorp 300 8 CoBiz (misc.symbol) 500 7 German American Bancorp 347 6 Unizan Financial 276 5 5,398 Consumer Finance 0.4% Student Loan Corporation 650 82 AmeriCredit *(misc.symbol) 6,600 57 WFS Financial * 1,100 37 CompuCredit * 2,400 29 World Acceptance * 1,700 28 Cash America Investments 1,400 $ 19 First Cash * 1,200 17 Metris Companies (misc.symbol) 2,950 16 Credit Acceptance Corporation * 1,600 16 Advanta 1,466 14 Asta Funding * 600 14 329 Diversified Financial Services 0.6% CIT Group 6,900 170 Alliance Capital 2,500 91 Chicago Merchantile Exchange Holdings (misc.symbol) 1,100 77 Leucadia National 1,900 70 Factual Data *(misc.symbol) 2,000 35 GATX (misc.symbol) 1,100 18 Encore Capital * 1,500 13 Financial Federal *(misc.symbol) 400 10 California First National Bancorp (misc.symbol) 600 6 Instinet Group 1,000 5 DVI Financial * 500 2 497 Insurance 6.8% Berkshire Hathaway, Class A * 42 3,045 CNA Financial *(misc.symbol) 6,900 170 Old Republic International 3,850 132 Fidelity National Financial 4,075 125 Transatlantic Holdings 1,805 125 White Mountains Insurance Group (misc.symbol) 280 111 Erie Indemnity 2,300 95 Arthur J. Gallagher 3,200 87 W. R. Berkley 1,650 87 American National Insurance 950 82 Markel * 310 79 Brown and Brown 2,400 78 Mercury General (misc.symbol) 1,700 78 Protective Life 2,500 67 HCC Insurance Holdings 2,200 65 First American Financial 2,400 63 Reinsurance Group of America 1,950 63 Nationwide Financial Services, Class A 1,700 $ 55 American Financial Group 2,400 55 Unitrin 2,000 54 StanCorp Financial Group 1,000 52 Odyssey Re Holdings (misc.symbol) 2,100 44 Commerce Group 1,200 44 Alfa 3,400 43 MONY Group (misc.symbol) 1,600 43 Hilb Rogal and Hamilton 1,200 41 Arch Capital Group * 1,100 38 AmerUs Life (misc.symbol) 1,300 37 21st Century Insurance Group 2,400 34 Delphi Financial (misc.symbol) 704 33 UICI * 2,100 32 FBL Financial Group, Class A 1,532 31 Stewart Information Services * 1,100 31 Allmerica Financial * 1,600 29 Ohio Casualty *(misc.symbol) 2,000 26 RLI 800 26 Horace Mann Educators 1,600 26 Selective Insurance 1,000 25 U.S.I. Holdings * 1,900 22 American Medical Security * 1,100 21 Navigators Group * 700 21 Baldwin & Lyons, Class B 875 21 State Auto Financial 900 20 Philadelphia Consolidated * 500 20 Zenith National (misc.symbol) 700 20 Great American Financial Resources 1,500 20 ProAssurance * 720 19 LandAmerica Financial Group 400 19 Phoenix Companies (misc.symbol) 2,100 19 Midland 800 18 Kansas City Life Insurance 400 17 Harleysville Group 700 16 Argonaut Group 1,300 16 Clark/Bardes Holdings * 1,300 16 Penn-America Group 1,350 $ 15 Triad Guaranty * 400 15 BancInsurance * 2,310 14 Cotton States Life Insurance 1,300 13 United Fire & Casualty 400 13 CNA Surety 1,300 13 Citizens, Class A * 1,755 13 Presidential Life (misc.symbol) 900 13 Merchants Group 600 12 Universal American Financial * 1,900 12 Financial Industries Corporation 800 12 PMA Capital, Class A (misc.symbol) 900 11 PICO Holdings * 800 10 Standard Management * 1,400 5 FPIC Insurance Group *(misc.symbol) 200 3 Vesta Insurance 900 2 Danielson * 700 1 5,833 Real Estate 6.3% ProLogis Trust, REIT 6,027 165 Vornado Realty Trust, REIT 3,500 153 Boston Properties, REIT 3,300 145 General Growth Properties, REIT 2,200 137 Public Storage, REIT 4,000 135 Archstone-Smith Trust, REIT 5,487 132 Kimco Realty, REIT 3,350 127 Duke Realty, REIT 4,490 124 IStar Financial, REIT 3,273 119 Rouse, REIT 3,000 114 Avalonbay Communities, REIT 2,384 102 Host Marriott, REIT * 9,574 88 AMB Property, REIT 3,100 87 Liberty Property Trust, REIT 2,400 83 St. Joe 2,500 78 Developers Diversified Realty, REIT 2,738 78 Health Care Property Investors, REIT 1,700 72 New Plan Excel Realty, REIT 3,300 70 Regency Centers, REIT 2,000 70 Trizec Properties 5,900 $ 67 Chelsea GCA, REIT 1,600 64 Catellus Development * 2,900 64 Weingarten Realty Investors, REIT 1,500 63 Forest City Enterprises 1,500 62 United Dominion Realty Trust, REIT 3,600 62 Mack-Cali Realty, REIT 1,700 62 Crescent Real Estate Equities, REIT 3,400 56 Hospitality Properties Trust, REIT 1,800 56 Macerich Company, REIT 1,600 56 Thornburg Mortgage, REIT (misc.symbol) 2,200 54 NovaStar Financial, REIT (misc.symbol) 900 54 CarrAmerica Realty, REIT 1,900 53 CBL & Associates Properties, REIT 1,200 52 Federal Realty Investment Trust, REIT 1,600 51 Mills, REIT (misc.symbol) 1,500 50 BRE Properties, Class A, REIT 1,500 50 Annaly Mortgage Management, REIT (misc.symbol) 2,500 50 Health & Retirement Properties, REIT 5,400 50 Camden Property Trust, REIT 1,400 49 Arden Realty, REIT 1,800 47 Shurgard Storage Centers, Class A, REIT 1,400 46 Reckson Associates Realty, REIT 2,100 44 Pan Pacific Retail Properties, REIT 1,100 43 Cousins Properties, REIT 1,550 43 Centerpoint Properties, REIT 700 43 Prentiss Properties Trust, REIT 1,400 42 Realty Income, REIT (misc.symbol) 1,100 42 Vencor 2,700 41 Essex Property Trust, REIT 700 40 Impac Mortgage Holdings, REIT 2,400 40 Kilroy Realty, REIT 1,400 38 First Industrial Realty, REIT 1,200 38 Healthcare Realty Trust, REIT 1,300 38 Heritage Property Investment Trust 1,300 35 SL Green Realty, REIT 1,000 35 Post Properties, REIT 1,300 34 Highwoods Properties, REIT 1,500 $ 33 Chateau Communities, REIT 1,100 33 Brandywine Realty Trust, REIT 1,300 32 Lexington Corporate Properties, REIT 1,800 32 Alexandria Real Estate, REIT 700 31 Sun Communities, REIT 800 31 Equity One 1,900 31 Commercial Net Lease Realty, REIT 1,700 29 Corporate Office Properties Trust, REIT (misc.symbol) 1,700 29 Entertainment Properties, REIT 1,000 29 PS Business Parks, REIT 800 28 Health Care, REIT 900 27 Newhall Land & Farming 900 27 Corrections Corp of America * 1,067 27 WP Carey & Co 900 27 Tanger Factory Outlet Centers, REIT 800 26 LNR Property (misc.symbol) 700 26 Amli Residential Properties, REIT 1,100 26 Bedford Property Investors, REIT 900 26 Washington, REIT 900 24 Koger Equity, REIT 1,400 24 Resource Asset Investment Trust, REIT (misc.symbol) 900 24 Ramco-Gershenson Properties, REIT 1,000 23 Taubman Centers, REIT 1,200 23 LTC Properties, REIT 2,400 23 Senior Housing Properties, REIT 1,660 23 Nationwide Health Properties, REIT (misc.symbol) 1,400 22 American Real Estate, REIT * 1,800 22 National Health Investors, REIT 1,200 22 Anthracite Capital 1,800 22 EastGroup Properties, REIT 800 22 Universal Health Realty Income, REIT 800 22 Home Properties of New York, REIT 600 21 Glenborough Realty Trust, REIT 1,100 21 Mid-Atlantic Realty Trust, REIT 1,000 21 LaSalle Hotel Properties, REIT 1,400 21 Crown American Realty, REIT 1,900 20 Glimcher Realty Trust, REIT 900 $ 20 Redwood Trust, REIT (misc.symbol) 500 20 Urstadt Biddle Properties, REIT 1,500 20 Capital Automotive, REIT 700 20 AmeriVest Properties, REIT (misc.symbol) 3,000 19 Gables Residential Trust, REIT 600 18 Pennsylvania Real Estate Investment, REIT (misc.symbol) 600 18 Innkeepers USA, REIT 2,600 18 Great Lakes, REIT (misc.symbol) 1,100 18 Colonial Properties Trust, REIT 500 18 Manufactured Home Communities, REIT 500 18 Jones Lang Lasalle * 1,100 17 American Mortgage Acceptance, REIT 1,000 17 Hersha Hospitality Trust, Class A, REIT 2,000 16 Urstadt Biddle Properties, Class A, REIT 1,200 15 Investors Real Estate Trust, REIT 1,400 15 Trammell Crow * 1,400 15 Apex Mortgage Capital, REIT 2,700 15 Agree Realty, REIT 600 15 National Health Realty, REIT 900 14 Wellsford Real Properties * 900 14 Mid-America Apartment Communities, REIT 500 14 Monmouth Real Estate Investment, Class A, REIT 1,800 13 Summit Properties, REIT 600 12 Felcor Lodging Trust, REIT (misc.symbol) 1,500 12 RFS Hotel Investors, REIT 900 11 PMC Commercial Trust, REIT (misc.symbol) 800 11 Capital Properties *(misc.symbol) 1,200 10 Kramont Realty Trust, REIT 600 10 MeriStar Hospitality, REIT 1,900 10 Getty Realty, REIT 400 9 Pittsburgh & West Virginia Railroad, REIT 1,000 9 Parkway Properties, REIT 200 8 Equity Inns, REIT 1,200 8 Insignia/ESG Holdings * 700 8 Saul Centers, REIT 300 8 Shelbourne Properties, REIT (misc.symbol) 200 6 Cornerstone Realty Income Trust, REIT 500 $ 4 Sizeler Property Investors, REIT 100 1 Capital Properties, Class B, REIT * @ 120 0 5,367 Thrifts & Mortgage Finance 3.1% Hudson City Bancorp 6,900 176 Greenpoint Financial 3,100 158 New York Community Bancorp 5,024 146 Sovereign Bancorp 8,400 131 Doral Financial 2,500 112 Radian Group 2,908 107 Astoria Financial 3,100 87 Capitol Federal Financial (misc.symbol) 2,700 76 PMI Group 2,800 75 Webster Financial 1,856 70 Roslyn Bancorp (misc.symbol) 3,150 68 People's Bank 2,000 58 Flagstar Bancorp (misc.symbol) 2,350 57 Washington Federal 2,225 51 Independence Community Bank 1,800 51 Staten Island Bancorp 2,400 47 IndyMac Mortgage Holdings 1,800 46 Downey Financial 1,100 45 MAF Bancorp 1,100 41 First Niagara Financial 2,786 39 Commercial Federal 1,800 38 Waypoint Financial 1,900 34 W Holdings Company 1,950 33 BankAtlantic, Class A 2,700 32 R&G Financial, Class B 1,000 30 Harbor Florida Bancshares 1,200 29 Fremont General (misc.symbol) 2,000 27 WSFS Financial 700 27 Charter Municipal Mortgage Acceptance 1,400 27 BankUnited Financial * 1,300 26 New Century Financial (misc.symbol) 600 26 Brookline Bancorp 1,749 24 CORUS Bankshares 500 24 Connecticut Bancshares 600 $ 24 Dime Community Bancorp 900 23 Bank Mutual (misc.symbol) 700 23 Provident Bancorp (misc.symbol) 700 22 West Essex Bancorp 600 21 Net Bank 1,569 21 Sterling Financial 822 20 Seacoast Financial Services 1,000 20 PFF Bancorp 500 19 First Federal Bancshares of Arkansas 600 19 Sound Federal Bancorp (misc.symbol) 1,390 19 Flushing Financial 850 19 BostonFed Bancorp (misc.symbol) 700 19 FirstFed Financial * 500 18 Northwest Bancorp 1,100 18 Cooperative Bankshares (misc.symbol) 900 18 St. Francis Capital 600 17 Matrix Bancorp * 1,700 17 Woronoco Bancorp 600 17 Coastal Bancorp 600 17 Troy Financial (misc.symbol) 620 17 Anchor Bancorp Wisconsin 700 17 Horizon Financial 1,025 16 Union Community Bancorp 900 16 First Place Financial 900 16 NewMil Bancorp 700 15 Riverview Bancorp 800 15 Logansport Financial 800 14 Hingham Institution for Savings 400 14 Ameriana Bancorp 960 13 Thistle Group Holdings 800 13 Western Ohio Financial 500 12 Capital Crossing Bank * 500 12 Federal Agricultural Mortgage Corporation, Class A * 700 12 Charter Financial (misc.symbol) 400 11 Ocwen Financial * 2,400 11 Abington Bancorp 400 10 First Federal Bancorp 1,300 $ 10 Home Federal Savings Bank 400 10 Peoples Community Bancorp * 400 10 Camco 600 9 Klamath First Bancorp 500 8 First Busey Corporation, Class A (misc.symbol) 100 2 2,692 Total Financials 21,604 HEALTH CARE 12.1% Biotechnology 3.9% Genentech * 7,340 529 Gilead Sciences * 6,660 370 IDEC Pharmaceuticals * 5,280 179 Millennium Pharmaceuticals * 9,559 150 Imclone Systems *(misc.symbol) 2,743 87 Celgene *(misc.symbol) 2,700 82 ICOS * 2,200 81 Cephalon *(misc.symbol) 1,900 78 Amylin Pharmaceuticals *(misc.symbol) 3,300 72 Human Genome Sciences *(misc.symbol) 4,480 57 Neurocrine Biosciences * 1,100 55 Charles River Laboratories International *(misc.symbol) 1,700 55 Techne *(misc.symbol) 1,800 55 Protein Design Labs * 3,500 49 OSI Pharmaceuticals * 1,500 48 IDEXX Laboratories * 1,400 47 Genta *(misc.symbol) 3,400 45 Affymetrix *(misc.symbol) 2,260 45 CV Therapeutics *(misc.symbol) 1,500 44 Martek Biosciences *(misc.symbol) 1,000 43 Trimeris *(misc.symbol) 800 37 Genencor International *(misc.symbol) 2,200 36 Abgenix * 3,400 36 Vertex Pharmaceuticals * 2,310 34 Gen Probe Inc * 800 33 NPS Pharmaceuticals *(misc.symbol) 1,200 29 ILEX Oncology * 1,500 $ 29 Regeneron Pharmaceuticals *(misc.symbol) 1,800 28 Digene *(misc.symbol) 1,000 27 Tanox *(misc.symbol) 1,600 26 Transkaryotic Therapies *(misc.symbol) 2,100 24 Celera Genomics * 2,193 23 Cell Therapeutics *(misc.symbol) 2,300 22 Alkermes *(misc.symbol) 2,000 21 Progenics Pharmaceuticals *(misc.symbol) 1,400 21 OraSure Technologies *(misc.symbol) 2,800 21 Incyte * 4,400 20 Immunomedics *(misc.symbol) 3,200 20 Enzo Biochem 919 20 Tularik *(misc.symbol) 1,900 19 BioMarin Pharmaceutical * 1,900 19 Enzon Pharmaceuticals *(misc.symbol) 1,470 18 Diversa * 1,850 18 Concentric Network * 1,200 18 Corixa *(misc.symbol) 2,301 18 NeoPharm (misc.symbol) 1,282 18 Aphton *(misc.symbol) 2,100 17 CuraGen *(misc.symbol) 3,100 17 Medarex *(misc.symbol) 2,600 17 Versicor *(misc.symbol) 1,200 17 Albany Molecular Research * 1,100 17 Pharmacopeia * 2,000 16 InterMune *(misc.symbol) 1,000 16 Telik *(misc.symbol) 1,000 16 Cubist Pharmaceuticals *(misc.symbol) 1,500 16 Lexicon Genetics * 2,300 15 Gene Logic *(misc.symbol) 2,560 15 Biopure, Class A *(misc.symbol) 2,500 15 Arena Pharmaceuticals *(misc.symbol) 2,200 15 Indevus Pharmaceuticals * 2,300 14 Introgen Therapeutics *(misc.symbol) 2,600 14 AVI BioPharma *(misc.symbol) 2,300 14 Cell Genesys *(misc.symbol) 1,500 13 BioSphere Medical * 2,100 $ 13 Pharmacyclics * 2,600 12 XOMA * 2,300 12 Alexion Pharmaceutical *(misc.symbol) 700 12 Exelixis * 1,700 12 Neose Technologies *(misc.symbol) 1,100 11 Maxygen * 1,000 11 Myriad Genetics *(misc.symbol) 800 11 Sirna Therapeutics *(misc.symbol) 1,200 11 Serologicals * 700 10 SangStat Medical *(misc.symbol) 700 9 Cepheid * 1,800 9 Savient Pharmaceuticals * 1,700 8 EXACT Sciences *(misc.symbol) 700 8 BioSource International * 1,100 8 Third Wave Technologies * 1,600 7 La Jolla Pharmaceutical *(misc.symbol) 2,200 7 Luminex *(misc.symbol) 1,300 7 EntreMed *(misc.symbol) 1,600 7 Allos Therapeutics *(misc.symbol) 2,200 7 Kosan Biosciences * 1,000 6 Sequenom *(misc.symbol) 2,000 5 Encysive Pharmaceuticals * 1,100 5 Array BioPharma *(misc.symbol) 1,600 5 Applied Molecular Evolution *(misc.symbol) 1,100 5 ImmunoGen *(misc.symbol) 1,100 5 VaxGen *(misc.symbol) 900 5 Titan Pharmaceuticals *(misc.symbol) 1,900 4 Ariad Pharmaceuticals *(misc.symbol) 900 4 Neurogen *(misc.symbol) 800 4 Novavax *(misc.symbol) 600 3 Avigen *(misc.symbol) 900 3 Genzyme Molecular Oncology * 1,275 3 Arqule * 700 3 Harvard Bioscience * 700 3 Sangamo BioSciences * 900 3 Genome Therapeutics * 800 2 3,330 Health Care Equipment & Supplies 2.7% Varian Medical Systems * 2,400 $ 138 Dentsply International 2,700 110 Hillenbrand Industries 2,000 101 Beckman Coulter 2,200 89 Apogent Technologies * 3,700 74 Fisher Scientific * 1,800 63 Invitrogen * 1,575 60 Edwards Lifesciences * 1,800 58 Mentor 2,900 56 Bio-Rad Laboratories, Class A * 1,000 55 INAMED * 1,000 54 Steris * 2,100 49 Diagnostic Products 1,100 45 Respironics * 1,200 45 ResMed *(misc.symbol) 1,000 39 Cytyc * 3,700 39 VISX * 2,000 35 Thoratec *(misc.symbol) 2,202 33 Integra LifeServices Holdings * 1,200 32 Align Technology * 2,500 31 Arrow International 700 31 CTI Molecular Imaging *(misc.symbol) 1,600 30 ArthroCare *(misc.symbol) 1,800 30 Dade Behring Holdings * 1,300 30 Invacare 900 30 Sybron Dental Specialties * 1,200 28 Cooper Companies 800 28 Ventana Medical Systems *(misc.symbol) 1,000 27 Datascope 900 27 CONMED * 1,450 27 Immucor * 1,200 26 Advanced Neuromodulation Systems * 500 26 Wilson Greatbatch Technologies *(misc.symbol) 700 25 ALARIS Medical * 1,900 25 Analogic 500 24 Biosite Diagnostics *(misc.symbol) 500 24 Kensey Nash *(misc.symbol) 900 $ 23 PolyMedica (misc.symbol) 500 23 IGEN * 700 22 Candela Laser * 1,900 22 Ocular Sciences *(misc.symbol) 1,100 22 Cyberonics *(misc.symbol) 1,000 22 EPIX Medical * 1,500 21 Viasys Healthcare * 1,000 21 American Medical Systems * 1,200 20 Zoll Medical *(misc.symbol) 600 20 SonoSite *(misc.symbol) 1,000 20 Mathews International, Class A 800 20 Wright Medical Group *(misc.symbol) 1,000 19 Merit Medical Systems * 937 19 SurModics *(misc.symbol) 600 18 Conceptus *(misc.symbol) 1,300 18 Synovis Life Technologies * 900 18 Mine Safety Appliances 400 17 West Pharmaceutical Services 700 17 Bruker Daltonics *(misc.symbol) 2,900 15 Intuitive Surgical *(misc.symbol) 2,000 15 Kyphon * 1,000 15 Haemonetics * 800 15 Nektar Therapeutics *(misc.symbol) 1,600 15 Sola * 800 14 Meridian Bioscience 1,500 14 Molecular Devices * 750 12 Inverness Medical Innovations *(misc.symbol) 600 12 Possis *(misc.symbol) 800 11 Interpore International * 800 10 TheraSense *(misc.symbol) 1,000 10 ICU Medical *(misc.symbol) 300 9 ABIOMED *(misc.symbol) 1,700 9 Exactech * 600 9 Medical Action Industries * 500 8 North American Scientific * 1,000 8 Closure Medical * 400 8 Novoste * 900 $ 5 Vital Signs 200 5 Lifecore Biomedical *(misc.symbol) 900 5 Endocare *(misc.symbol) 1,200 5 Theragenics * 1,000 4 Sonic Innovations * 1,100 4 Cerus * 470 4 AeroGen * 6,000 3 Urologix *(misc.symbol) 400 1 2,271 Health Care Providers & Services 3.8% Caremark RX * 9,000 231 Express Scripts, Class A *(misc.symbol) 2,600 178 Laboratory Corporation of America * 4,720 142 Health Net * 4,100 135 Oxford Health Plans * 2,900 122 Advance PCS * 3,100 119 WebMD *(misc.symbol) 10,637 115 Omnicare 3,300 112 Lincare Holdings * 3,400 107 Patterson Dental *(misc.symbol) 2,200 100 First Health Group * 3,300 91 Coventry Health Care * 1,900 88 Henry Schein * 1,600 84 Mid-Atlantic Medical Services * 1,600 84 Universal Health Services, Class B * 2,100 83 Davita * 2,300 62 PacifiCare Health Systems, Class A *(misc.symbol) 1,200 59 Renal Care Group * 1,600 56 Community Health System * 2,900 56 Apria Healthcare * 2,200 55 Triad Hospitals * 2,116 53 Pharmaceutical Product Development * 1,800 52 Cobalt Corporation * 1,700 35 LifePoint Hospitals * 1,600 34 Accredo Health * 1,491 32 Select Medical * 1,300 32 Covance * 1,700 31 Service Corp. International * 7,600 $ 29 VCA Antech * 1,500 29 Pediatrix Medical Group * 800 29 AMERIGROUP *(misc.symbol) 700 26 Priority Healthcare, Class B *(misc.symbol) 1,394 26 Cerner *(misc.symbol) 1,100 25 U.S. Oncology *(misc.symbol) 3,158 23 Odyssey Healthcare * 600 22 NDC Health (misc.symbol) 1,200 22 Advisory Board * 500 20 Owens & Minor (misc.symbol) 900 20 Lifeline Systems * 700 20 Inveresk Research Group * 1,100 20 Matria Healthcare *(misc.symbol) 1,100 19 Omnicell * 1,800 18 CorVel * 500 18 Sierra Health Services *(misc.symbol) 900 18 LabOne * 800 17 Stewart Enterprises, Class A * 4,000 17 Dynacq International *(misc.symbol) 1,000 17 Dendrite International * 1,300 17 Eclipsys * 1,600 17 Province Healthcare *(misc.symbol) 1,500 17 National Wireless Holdings * 900 16 SFBC International *(misc.symbol) 900 16 Hooper Holmes 2,500 16 Genesis Health Ventures * 900 16 United Surgical Partners International *(misc.symbol) 700 16 Per-Se Technologies * 1,400 16 Quest Diagnostics *(misc.symbol) 245 16 OPTION CARE *(misc.symbol) 1,350 16 WellChoice * 500 15 PSS World Medical * 2,500 14 LCA-Vision * 1,600 14 AMN Healthcare Services *(misc.symbol) 1,100 14 Parexel International * 1,000 14 Sunrise Senior Living *(misc.symbol) 600 13 Cross Country Healthcare *(misc.symbol) 1,000 $ 13 D&K Healthcare 800 13 Gentiva Health Services * 1,350 12 PDI * 1,150 12 Orthodontic Centers of America *(misc.symbol) 1,400 11 Tripos *(misc.symbol) 1,400 11 IDX Systems * 700 11 Q Med *(misc.symbol) 1,400 11 Beverly Enterprises * 3,000 10 U.S. Physical Therapy *(misc.symbol) 800 10 Computer Programs and Systems (misc.symbol) 500 10 National Healthcare * 500 10 Capital Senior Living * 3,000 9 CryoLife *(misc.symbol) 900 9 AmSurg *(misc.symbol) 300 9 Medical Staffing Network Holdings *(misc.symbol) 1,300 9 Res-Care * 1,900 9 MIM Corporation *(misc.symbol) 1,300 8 IMPATH *(misc.symbol) 600 8 Hanger Orthopedic Group * 700 8 Kindred Healthcare * 407 7 RehabCare Group * 400 6 Carriage Services, Class A *(misc.symbol) 1,600 6 Health Management Systems * 2,000 6 VitalWorks * 1,400 6 Specialty Laboratories *(misc.symbol) 500 5 Alliance Imaging *(misc.symbol) 1,100 5 Radiologix * 900 4 PlanVista * 1,300 3 QuadraMed *(misc.symbol) 800 1 Women First Healthcare *(misc.symbol) 900 1 3,299 Pharmaceuticals 1.7% Mylan Laboratories 6,000 209 Barr Laboratories * 2,417 158 IVAX * 6,437 115 Sicor * 4,000 81 Endo Pharmaceutical * 4,300 73 Medicis Pharmaceutical, Class A (misc.symbol) 1,000 $ 57 Sepracor * 3,000 54 Pharmaceutical Resources * 1,100 54 Eon Labs *(misc.symbol) 1,500 53 Andrx *(misc.symbol) 2,600 52 ICN Pharmaceuticals 2,900 49 Alpharma, Class A 2,200 47 Ligand Pharmaceuticals, Class B *(misc.symbol) 3,000 41 Perrigo 2,400 38 MGI Pharma *(misc.symbol) 1,400 36 K-V Pharmaceutical, Class A * 1,200 33 Impax Laboratories *(misc.symbol) 2,600 31 Medicines Company *(misc.symbol) 1,500 30 Atherogenics * 1,600 24 Kos Pharmaceuticals *(misc.symbol) 900 21 Columbia Laboratories * 1,800 20 Penwest Pharmaceuticals *(misc.symbol) 800 19 Adolor *(misc.symbol) 1,500 18 aaiPharma *(misc.symbol) 900 18 Noven Pharmaceuticals * 1,300 13 Atrix Laboratory *(misc.symbol) 600 13 Antigenics *(misc.symbol) 1,100 13 CIMA Labs *(misc.symbol) 450 12 Cellegy Pharmaceuticals * 2,400 12 Bradley Pharmaceuticals, Class A *(misc.symbol) 700 12 Pain Therapeutics *(misc.symbol) 1,700 11 Bone Care International * 600 8 Discovery Partners *(misc.symbol) 1,800 8 Orphan Medical *(misc.symbol) 800 7 InKine Pharmaceutical *(misc.symbol) 1,800 6 VIVUS *(misc.symbol) 900 5 AVANIR Pharmaceuticals, Class A *(misc.symbol) 2,300 4 First Horizon Pharmaceutical * 800 3 Emisphere Technologies *(misc.symbol) 600 2 1,460 Total Health Care 10,360 INDUSTRIALS & BUSINESS SERVICES 9.0% Aerospace & Defense 0.9% L-3 Communications Holdings *(misc.symbol) 3,080 $ 134 Precision Castparts 1,900 59 Alliant Techsystems * 1,075 56 Veridian * 1,100 38 KVH Industries * 1,100 27 Curtiss-Wright Corporation 400 25 Orbital Sciences *(misc.symbol) 3,100 23 GenCorp (misc.symbol) 2,400 21 World Fuel Services 800 20 Engineered Support System 450 19 Invision Technologies *(misc.symbol) 700 17 Aeroflex * 2,200 17 Esterline Technologies * 900 16 United Defense Industries * 600 16 HEICO (misc.symbol) 1,200 15 Triumph Group *(misc.symbol) 500 14 MTC Technologies * 600 14 Cubic Corp (misc.symbol) 600 13 Aviall *(misc.symbol) 1,100 12 Teledyne Technologies * 900 12 Pemco Aviation Group * 500 12 United Industrial 700 11 DRS Technologies * 400 11 Allied Research * 600 11 Mercury Computer Systems * 600 11 Armor Holdings * 800 11 EDO 600 11 AAR 1,500 11 Innovative Solutions and Support * 1,400 10 Sequa, Class A * 300 10 Ducommun * 700 10 Kaman, Class A 800 9 Ladish Company * 1,400 9 Simula * 3,300 9 Integrated Defense Technologies * 500 8 Hexcel * 2,400 $ 8 BE Aerospace *(misc.symbol) 1,700 6 SPACEHAB *(misc.symbol) 5,700 5 741 Air Freight & Logistics 0.5% Expeditors International of Washington 3,400 118 C.H. Robinson Worldwide 2,700 96 JB Hunt Transport Services * 1,500 57 CNF 1,600 40 Airborne Freight 1,200 25 Forward Air * 900 23 Pacer International * 1,100 21 EGL * 1,200 18 Atlas Air Worldwide Holdings *(misc.symbol) 1,200 2 400 Airlines 0.4% JetBlue Airways *(misc.symbol) 2,050 87 AMR * 5,000 55 Continental Airlines, Class B *(misc.symbol) 2,500 37 Northwest Airlines, Class A *(misc.symbol) 3,300 37 Airtran Holdings *(misc.symbol) 2,900 30 ExpressJet Holdings * 1,800 27 SkyWest 1,300 25 America West Holdings, Class B * 2,600 18 Atlantic Coast Airlines * 1,300 18 Alaska Air Group *(misc.symbol) 700 15 Mesa Air Group *(misc.symbol) 1,500 12 Amtran *(misc.symbol) 1,300 10 Frontier Airlines *(misc.symbol) 1,050 10 Midwest Express Holdings * 1,700 4 385 Building Products 0.3% York International 1,300 30 Trex *(misc.symbol) 700 27 USG *(misc.symbol) 1,300 25 American Woodmark 500 23 Simpson Manufacturing * 600 22 Lennox International 1,600 21 Universal Forest Products 900 $ 19 Griffon Corporation * 1,100 18 Drew Industries *(misc.symbol) 800 15 Elcor 600 13 NCI Building Systems * 700 12 Jacuzzi Brands * 2,000 11 AAON Inc * 450 8 Apogee Enterprises 900 8 252 Commercial Services & Supplies 3.2% Republic Services, Class A * 5,500 125 Dun & Bradstreet * 2,700 111 ServiceMaster 10,350 111 Career Education * 1,600 109 Manpower 2,700 100 ChoicePoint * 2,824 97 Corinthian Colleges * 1,600 78 Viad 3,400 76 Wesco Financial 230 72 Education Management * 1,300 69 HON Industries 2,100 64 Devry * 2,500 58 Aramark, Class B * 2,500 56 West Corporation * 2,100 56 Stericycle * 1,400 54 Corporate Executive Board * 1,300 53 Herman Miller 2,500 51 Valassis Communications * 1,900 49 ITT Educational Services * 1,600 47 Arbitron * 1,100 39 United Stationers * 1,000 36 Tetra Tech * 2,100 36 FTI Consulting *(misc.symbol) 1,350 34 Brinks 2,249 33 Exult *(misc.symbol) 3,800 33 Kroll * 1,200 32 United Rentals * 2,300 32 Strayer Education 400 32 Waste Connections *(misc.symbol) 900 $ 32 Bowne 2,000 26 SOURCECORP * 1,200 26 Sylvan Learning Systems *(misc.symbol) 1,134 26 Banta 800 26 Rollins (misc.symbol) 1,350 25 Copart * 2,650 25 G&K Services, Class A 800 24 John H. Harland 900 24 Multi-Color * 1,050 23 Watson Wyatt, Class A * 1,000 23 Korn/Ferry *(misc.symbol) 2,800 23 School Specialty *(misc.symbol) 776 22 ABM Industries (misc.symbol) 1,400 22 Interpool 1,300 21 CoStar Group * 700 21 Headwaters Incorporated * 1,400 21 ICT Group * 1,900 20 Prepaid Legal Services *(misc.symbol) 800 20 Strategic Distribution * 1,200 20 Consolidated Graphics * 800 18 American Locker Group * 1,300 18 Sotheby's, Class A *(misc.symbol) 2,300 17 Landauer 400 17 Ecology and Environment, Class A 1,900 17 Kelly Services, Class A 700 16 NCO Group *(misc.symbol) 900 16 Central Parking 1,300 16 Ennis Business Forms 1,100 16 Labor Ready * 2,200 16 Innotrac *(misc.symbol) 2,700 16 Wackenhut Corrections * 1,100 15 PRG-Schultz International *(misc.symbol) 2,450 14 Resources Connection * 600 14 Hewitt Associates *(misc.symbol) 600 14 Steelcase, Class A (misc.symbol) 1,200 14 Ionics *(misc.symbol) 600 13 Imagistics International *(misc.symbol) 500 $ 13 Duratek * 1,600 13 Learning Tree International *(misc.symbol) 800 13 Administaff *(misc.symbol) 1,200 12 Electro Rent * 1,100 12 Park Ohio Holdings *(misc.symbol) 2,400 12 Roto-Rooter 300 11 Right Management Consultants * 900 11 Volt Information Sciences * 800 11 Spherion * 1,500 10 CDI *(misc.symbol) 400 10 TeleTech Holdings * 2,440 10 Standard Register 600 10 Princeton Review * 1,600 9 First Consulting Group * 1,900 9 Ablest * 1,700 9 McGrath RentCorp 300 8 DiamondCluster International, Class A *(misc.symbol) 2,150 8 Moore * 509 7 Information Resources * 1,800 7 Bright Horizons Family Solutions * 200 7 Mobile Mini *(misc.symbol) 400 7 New England Business Service 200 6 On Assignment *(misc.symbol) 1,400 6 Workflow Management * 1,592 5 Casella Waste Systems, Class A * 600 5 Insurance Auto Auctions * 400 5 General Binding *(misc.symbol) 400 5 TRC *(misc.symbol) 300 4 RMH Teleservices *(misc.symbol) 800 3 Edison Schools, Class A *(misc.symbol) 1,900 3 Franklin Covey * 1,400 2 KForce.com * 456 2 Cornell Companies * 100 2 Mail-Well * 500 1 MCSi *(misc.symbol) 2,125 0 2,748 Construction & Engineering 0.3% Jacobs Engineering Group * 1,700 $ 72 EMCOR Group * 800 39 Granite Construction 2,025 39 Dycom Industries * 2,033 33 Mastec * 4,750 27 Intergrated Electrical Services * 2,700 20 Insituform Technologies, Class A *(misc.symbol) 900 16 Shaw Group *(misc.symbol) 1,300 16 Quanta Services * 1,900 13 Xanser *(misc.symbol) 5,700 12 URS * 500 10 Butler Manufacturing (misc.symbol) 500 8 305 Electrical Equipment 0.6% Hubbell, Class B 1,900 63 AMETEK 1,000 37 A.O. Smith 1,000 28 Baldor Electric 1,300 27 Woodward Governor 600 26 II-VI * 1,000 23 Acuity Brands 1,200 22 Fuelcell Energy *(misc.symbol) 2,600 21 Genlyte Group * 600 21 Brady, Class A 600 20 Belden 1,200 19 Franklin Electric 300 17 Medis Technologies *(misc.symbol) 2,000 14 Chase 1,100 14 Regal-Beloit 700 13 C&D Technologies 900 13 Plug Power *(misc.symbol) 2,600 12 Paxar * 1,100 12 Vicor * 1,200 12 Encore Wire * 1,200 11 LSI Industries 900 10 General Cable 1,800 10 Channell Commercial * 1,700 9 Powell Industries * 600 $ 9 Energy Conversion Devices * 800 7 BTU International * 2,400 4 Capstone Turbine * 1,900 2 AstroPower *(misc.symbol) 600 2 MagneTek * 700 2 Global Power Equipment Group * 300 1 481 Industrial Conglomerates 0.4% Allete 3,000 80 Teleflex 1,300 55 Carlisle Companies 1,200 51 Alleghany 233 45 Roper Industries 900 33 Walter Industries 2,400 28 Tredegar 1,600 24 316 Machinery 1.6% SPX * 2,636 116 Donaldson 1,600 71 Pentair 1,800 70 Graco 1,625 52 Harsco 1,400 50 AGCO * 2,600 44 Timken 2,500 44 Oshkosh Truck, Class B 700 41 IDEX 1,100 40 Kennametal 1,100 37 UNOVA * 3,300 37 CLARCOR 800 31 ESCO Electronics * 700 31 Tecumseh Products, Class A 800 31 Dionex *(misc.symbol) 700 28 Wabtec 2,000 28 Trinity Industries (misc.symbol) 1,500 28 Mueller Industries * 1,000 27 Reliance Steel & Aluminum 1,300 27 Flowserve * 1,300 26 Wabash National *(misc.symbol) 1,800 $ 25 Briggs & Stratton 500 25 Albany International, Class A 910 25 Nordson 1,000 24 Valmont Industries 1,200 23 Tennant 600 22 Barnes Group 1,000 22 Terex *(misc.symbol) 1,100 21 Actuant, Class A * 405 19 Kaydon 900 19 Lincoln Electric Holdings 900 18 Cuno * 500 18 Manitowoc 800 18 NACCO Industries, Class A 300 18 Federal Signal (misc.symbol) 1,000 18 Lindsay Manufacturing 750 17 Stewart & Stevenson 1,100 17 Joy Global * 1,000 15 EnPro Industries * 1,300 14 Thomas Industries 500 13 SPS Technologies * 500 13 Robbins & Myers 700 13 Twin Disc 900 13 BHA Group, Class A 600 12 A.S.V. *(misc.symbol) 800 12 Greenbrier Companies *(misc.symbol) 1,000 11 Watts Industries, Class A 600 11 Met-Pro 700 10 Astec Industries * 1,100 10 Graham 900 8 Milacron (misc.symbol) 1,500 7 JLG Industries 1,000 7 Global Payment Technologies * 1,500 7 Wolverine Tube * 800 5 3D Systems *(misc.symbol) 500 3 Columbus Mckinnon * 500 1 1,393 Marine 0.1% Alexander & Baldwin 1,300 $ 35 Kirby Corporation * 1,000 28 Overseas Shipholding Group 700 15 78 Road & Rail 0.5% Swift Transportation * 3,090 57 Heartland Express * 1,679 37 Werner Enterprises 1,733 37 Landstar Systems * 500 31 Knight Transportation * 1,200 30 Kansas City Southern Industries *(misc.symbol) 2,100 25 Florida East Coast Industries (misc.symbol) 900 23 Old Dominion Freight Line * 1,050 23 USFreightways 800 22 Patriot Transportation Holdings * 700 20 Dollar Thrifty Auto Group *(misc.symbol) 1,000 19 Yellow Corp * 800 18 Genesee & Wyoming, Class A * 875 18 Roadway Express (misc.symbol) 600 17 Arkansas Best 700 17 Transport Corp of America *(misc.symbol) 2,700 15 Amerco *(misc.symbol) 2,100 15 USA Truck * 1,600 14 Allied Holdings * 3,500 12 RailAmerica *(misc.symbol) 1,200 10 U.S. Xpress Enterprises, Class A * 600 6 466 Trading Companies & Distributors 0.2% Fastenal (misc.symbol) 2,400 81 MSC Industrial Direct, Class A * 1,300 23 Lawson Products 700 19 Watsco 800 13 Applied Industrial Technologies 600 13 NuCo2 *(misc.symbol) 700 7 156 Total Industrials & Business Services 7,721 INFORMATION TECHNOLOGY 14.5% Communications Equipment 1.8% Juniper Networks *(misc.symbol) 12,230 $ 151 Emulex * 3,120 71 Foundry Networks *(misc.symbol) 4,850 70 ADTRAN *(misc.symbol) 1,300 67 Harris 2,200 66 3Com * 11,600 54 InterDigital Communication * 2,300 54 Westell Technologies, Class A * 6,000 52 McDATA Corporation * 3,500 51 Brocade Communications Systems * 8,340 49 Polycom * 3,500 49 Avocent * 1,445 43 Advanced Fibre Communications * 2,400 39 Packeteer *(misc.symbol) 2,000 31 Adaptec * 3,900 30 Tekelec * 2,600 29 ViaSat *(misc.symbol) 2,000 29 Sycamore Networks * 7,350 28 Extreme Networks * 5,150 27 Sonus Networks * 5,290 27 Powerwave Technologies * 3,700 23 Ixia * 3,500 23 WilTel Communications * 1,500 22 F5 Networks *(misc.symbol) 1,300 22 Comtech Telecommunications * 750 21 Echelon *(misc.symbol) 1,500 21 Black Box 570 21 Centillium Communications * 2,000 20 Plantronics *(misc.symbol) 900 20 Commscope * 2,000 19 Cable Design Technologies * 2,550 18 Arris Group *(misc.symbol) 3,300 16 Enterasys Networks * 5,300 16 Computer Network Technology *(misc.symbol) 1,900 15 Inter-Tel 700 15 Bel Fuse, Class A * 700 $ 14 Verso Technology *(misc.symbol) 7,900 14 Corvis * 9,400 14 ditech Communications * 2,800 14 PC-Tel * 1,100 13 SeaChange International * 1,300 12 Stratex Networks * 3,210 10 C-Cor.net *(misc.symbol) 2,000 10 Symmetricom * 2,200 10 Finisar *(misc.symbol) 5,900 9 Performance Technologies * 1,200 9 Oplink Communications * 4,500 8 Tollgrade Communications *(misc.symbol) 450 8 REMEC *(misc.symbol) 1,200 8 Netopia * 2,000 8 Harmonic Lightwaves *(misc.symbol) 1,884 8 Anaren *(misc.symbol) 800 8 Sunrise Telecom * 4,200 7 Avanex * 1,800 7 Mindspeed Technologies * 2,500 7 MRV Communications *(misc.symbol) 3,320 7 Terayon Communication Systems * 2,400 7 SpectraLink * 600 6 Paradyne Networks *(misc.symbol) 2,700 5 Riverstone Networks * 4,100 5 Norstan * 1,300 4 Redback Networks *(misc.symbol) 4,020 4 Digital Lightwave *(misc.symbol) 3,250 4 Tellium *+ 3,500 3 Aware * 1,300 3 Digi International * 460 3 Loral Space & Communications *(misc.symbol) 730 2 Stratos Lightwave *(misc.symbol) 226 1 1,561 Computer & Peripherals 1.1% Storage Technology * 3,900 100 Diebold 2,300 99 Sandisk *(misc.symbol) 2,400 97 Maxtor * 9,204 $ 69 Western Digital *(misc.symbol) 6,500 67 Seagate Technology 2,700 48 Imation 1,200 45 Electronics for Imaging * 1,700 34 Intergraph * 1,500 32 Avid Technology *(misc.symbol) 900 32 Sigma Designs *(misc.symbol) 2,800 30 Advanced Digital Info * 2,900 29 Pinnacle * 2,400 26 Iomega * 2,160 23 Synaptics * 1,600 22 Interphase * 2,700 21 Vixel *(misc.symbol) 2,800 18 Cray * 2,000 16 Palm *(misc.symbol) 900 15 In Focus Systems * 3,100 15 Quantum DLT & Storage Systems Group * 3,300 13 Hutchinson Technology * 400 13 Presstek *(misc.symbol) 2,100 13 Datalink * 2,500 12 Rimage * 800 10 SBS Technologies * 1,000 10 Video Display *(misc.symbol) 1,440 9 Rainbow Technologies *(misc.symbol) 1,100 9 Overland Data *(misc.symbol) 400 8 Hypercom * 1,500 6 Silicon Graphics * 5,300 6 JNI * 1,200 6 Handspring *(misc.symbol) 5,000 6 Concurrent Computer * 1,600 5 Dataram * 1,150 3 Read-Rite *(misc.symbol) 760 0 967 Electronic Equipment & Instruments 1.7% CDW * 2,600 119 Vishay Intertechnology * 5,131 68 Amphenol, Class A *(misc.symbol) 1,400 66 National Instruments *(misc.symbol) 1,700 $ 64 AVX 5,700 63 Ingram Micro, Class A * 5,000 55 Arrow Electronics * 3,500 53 Tech Data * 1,800 48 Avnet * 3,696 47 Varian * 1,200 42 Lexar Media * 3,700 35 Metrologic Instruments *(misc.symbol) 1,000 33 FLIR Systems * 1,000 30 Littelfuse * 1,300 29 Anixter International * 1,200 28 Radisys * 1,800 24 KEMET * 2,300 23 Newport *(misc.symbol) 1,550 23 Trimble Navigation * 1,000 23 Technitrol * 1,500 23 MTS Systems 1,500 22 Photon Dynamics *(misc.symbol) 800 22 Identix *(misc.symbol) 3,274 21 Park Electrochemical 1,000 20 Electro Scientific Industries * 1,300 20 Itron *(misc.symbol) 900 19 Veeco * 1,129 19 Global Imaging Systems * 800 18 Benchmark Electronics * 600 18 Planar Systems * 900 18 Research Frontiers *(misc.symbol) 1,200 17 Scansource *(misc.symbol) 600 16 Coherent * 650 16 Pioneer-Standard Electronics (misc.symbol) 1,800 15 Isco 1,800 15 OYO Geospace *(misc.symbol) 1,100 15 Plexus *(misc.symbol) 1,160 13 X-Rite 1,300 13 Manufacturers' Services *(misc.symbol) 2,500 12 CTS 1,100 11 Excel Technology * 500 $ 11 OSI Systems *(misc.symbol) 700 11 Artesyn Technologies * 2,000 11 BEI Technologies 900 11 Panavision * 1,700 11 TTM Technologies * 2,200 10 Methode Electronics, Class A 900 10 Lo-Jack * 1,700 8 Bell Microproducts * 1,900 8 Intermagnetics General * 408 8 Trans-Lux Corporation 1,300 8 Cyberoptics *(misc.symbol) 1,150 8 Zygo * 900 7 Rogers * 200 7 California Amplifier *(misc.symbol) 1,800 6 Nu Horizons Electronics * 1,000 6 LeCroy *(misc.symbol) 600 6 Keithley Instruments 400 6 Sypris Solutions (misc.symbol) 500 5 Pemstar *(misc.symbol) 1,200 5 Zomax * 1,400 5 Merix *(misc.symbol) 600 5 Maxwell Technologies *(misc.symbol) 700 4 Surebeam, Class A *(misc.symbol) 1,431 4 Sirenza Microdevices * 1,800 4 Somera Communications *(misc.symbol) 1,900 3 Acacia Technologies * 1,020 1 Reptron Electronics *(misc.symbol) 2,400 1 1,426 Internet Software & Services 2.1% InterActiveCorp *(misc.symbol) 17,499 692 VeriSign * 7,888 109 Expedia, Class A * 1,300 99 United Online *(misc.symbol) 2,000 51 Earthlink * 5,820 46 DoubleClick * 4,892 45 RealNetworks *(misc.symbol) 6,500 44 CNET Networks * 6,871 43 Overture Services *(misc.symbol) 2,300 $ 42 aQuantive *(misc.symbol) 3,100 33 Lendingtree *(misc.symbol) 1,300 32 Internet Security Systems * 1,950 28 Digital Insight *(misc.symbol) 1,431 27 Ariba * 8,600 26 Digital River *(misc.symbol) 1,300 25 Webex Communications *(misc.symbol) 1,600 22 webMethods *(misc.symbol) 2,708 22 Infospace.com * 1,485 20 TriZetto Group * 3,300 20 Netegrity * 3,150 18 MarketWatch.com *(misc.symbol) 2,200 18 Akamai Technologies *(misc.symbol) 3,778 18 Register.com * 3,100 18 MatrixOne * 3,100 18 PEC Solutions *(misc.symbol) 1,100 18 NetRatings * 1,900 17 Opsware *(misc.symbol) 3,900 16 CMGI * 9,268 16 FreeMarkets * 2,150 15 OneSource Information Services * 1,900 14 Websense *(misc.symbol) 900 14 Sonicwall * 2,900 14 Retek *(misc.symbol) 2,145 14 Vignette * 6,448 13 Modem Media, Class A * 3,200 13 S1 * 2,800 11 Stellent *(misc.symbol) 2,000 11 Openwave Systems * 5,363 11 Digitas * 2,082 10 ParthusCeva *(misc.symbol) 1,200 10 Broadvision *(misc.symbol) 1,688 10 Interwoven * 4,000 9 Neoforma.com *(misc.symbol) 800 9 TippingPoint Technologies *(misc.symbol) 1,100 9 Entrust Technologies * 2,500 7 Allscripts Heathcare * 2,000 $ 7 Vitria Technology *(misc.symbol) 1,050 6 SeeBeyond Technology Corporation * 2,500 6 Kana Software *(misc.symbol) 1,867 6 iManage * 1,100 6 Chordiant Software *(misc.symbol) 2,920 5 Tumbleweed Communications *(misc.symbol) 1,700 4 I-many *(misc.symbol) 4,100 4 Interland *(misc.symbol) 2,700 3 America Online Latin America, Class A * 2,400 1 Commerce One *(misc.symbol) 492 1 1,826 IT Services 2.1% Affiliated Computer Services, Class A * 4,300 197 DST Systems * 3,940 150 Total Systems Services (misc.symbol) 6,500 145 Iron Mountain * 2,680 99 Ceridian * 5,200 88 Checkfree Holdings *(misc.symbol) 2,900 81 Certegy * 2,600 72 BearingPoint * 7,400 71 BISYS Group * 3,800 70 Global Payments 1,680 60 Perot Systems, Class A * 4,800 55 Acxiom * 3,600 54 Cognizant Technology Solutions, Class A *(misc.symbol) 2,100 51 Anteon International * 1,500 42 National Processing *(misc.symbol) 2,200 35 CACl International, Class A * 1,000 34 Keane *(misc.symbol) 2,260 31 Intrado *(misc.symbol) 1,800 28 CSG Systems International * 2,000 28 eSpeed, Class A * 1,300 26 Startek * 900 24 American Management Systems * 1,600 23 Titan * 2,049 21 Medquist * 982 20 CIBER * 2,800 20 Pegasus Solutions * 1,200 $ 20 Gartner Group, Class B * 2,400 18 MPS Group * 2,600 18 EFunds * 1,500 17 Maximus *(misc.symbol) 600 17 Alliance Data Systems * 700 16 InfoUSA * 2,000 16 Igate Capital * 4,500 16 Computer Horizons * 3,300 15 Lightbridge * 1,638 14 Inforte * 1,800 14 SkillSoft ADR * 2,603 13 SRA International, Class A * 400 13 Syntel *(misc.symbol) 800 13 Edgewater Technology *(misc.symbol) 2,367 11 CompuCom Systems * 2,300 10 Liberate Technologies * 3,150 9 Safeguard Scientifics * 3,400 9 Forrester Research * 500 8 Integral Systems * 400 8 Technology Solutions * 5,200 5 Management Network Group * 2,600 5 InterCept Group *(misc.symbol) 600 5 Tier Technologies, Class B * 600 5 Sykes Enterprises * 700 4 AnswerThink * 1,700 3 Indus International * 1,600 3 Netguru * 2,400 3 1,833 Office Electronics 0.2% Zebra Technologies, Class A * 1,000 75 Ikon Office Solutions (misc.symbol) 5,000 45 Gerber Scientific * 1,700 11 131 Semiconductor & Semiconductor Equipment 2.7% Microchip Technology 6,549 161 Agere Systems, Class A * 53,600 125 Intersil Holding, Class A * 4,520 120 Lam Research * 4,150 $ 76 Integrated Circuit Systems * 2,400 75 Amkor Technology *(misc.symbol) 5,400 71 MEMC Electronic Materials * 6,900 68 Rambus * 4,080 68 International Rectifier * 2,300 62 Cabot Microelectronics *(misc.symbol) 1,032 52 Fairchild Semiconductor, Class A * 4,010 51 Cypress Semiconductor *(misc.symbol) 3,900 47 GlobeSpan * 5,428 45 Silicon Laboratories * 1,500 40 Vitesse Semiconductor * 8,000 39 Integrated Device Technology * 3,300 36 Atmel * 13,600 34 Skyworks Solutions *(misc.symbol) 5,000 34 Chippac, Class A *(misc.symbol) 4,400 34 RF Micro Devices *(misc.symbol) 5,500 33 Semtech * 2,300 33 Siliconix *(misc.symbol) 900 32 Micrel *(misc.symbol) 3,080 32 Power Integrations * 1,300 32 Omnivision Technologies *(misc.symbol) 1,000 31 Conexant Systems * 7,500 31 Zoran *(misc.symbol) 1,600 31 Varian Semiconductor Equipment * 1,000 30 MKS Instruments *(misc.symbol) 1,600 29 Cymer *(misc.symbol) 900 28 Lattice Semiconductor * 3,440 28 Entegris * 2,100 28 Microsemi * 1,700 27 Cognex * 1,200 27 DSP Group * 1,200 26 ATMI * 1,000 25 Actel * 1,200 25 PDF Solutions * 2,000 23 FEI * 1,100 21 Artisan Components *(misc.symbol) 900 20 Mykrolis * 2,000 $ 20 ON Semiconductor * 7,300 20 Pericom Semiconductor * 2,100 19 Advanced Energy Industries *(misc.symbol) 1,300 18 Silicon Image * 2,900 16 Axcelis Technologies * 2,600 16 Kopin * 2,600 16 Exar * 1,000 16 TriQuint Semiconductor * 3,780 16 Credence Systems *(misc.symbol) 1,800 15 Kulicke & Soffa * 2,300 15 Photronics *(misc.symbol) 810 14 Asyst Technology * 2,100 14 Cohu 900 14 ESS Technology * 1,400 14 Cirrus Logic * 3,300 13 Brooks-Pri Automation *(misc.symbol) 1,164 13 Ultratech Stepper * 700 13 Monolithic Systems Technology *(misc.symbol) 1,400 13 Xicor * 1,900 12 Semitool * 2,400 12 Pixelworks *(misc.symbol) 1,900 11 Integrated Silicon Solution * 1,600 11 Silicon Storage Technology * 2,600 11 Novellus Systems * 290 11 LTX *(misc.symbol) 1,100 9 DuPont Photomasks * 500 9 Oak Technology * 1,500 9 Helix Technology 700 9 Rudolph Technologies *(misc.symbol) 500 8 Virage Logic * 1,000 7 Alliance Semiconductor * 1,400 7 Transmeta * 4,200 7 Three-Five Systems *(misc.symbol) 950 7 Microtune *(misc.symbol) 1,800 6 Amtech Systems * 1,600 6 Sipex *(misc.symbol) 1,000 5 Mattson Technology *(misc.symbol) 1,513 $ 5 Aehr Test Systems * 1,600 5 Celeritek * 600 4 ANADIGICS *(misc.symbol) 1,195 4 TranSwitch * 2,100 3 Nanometrics *(misc.symbol) 400 3 Therma-Wave * 1,000 2 PLX Technology * 500 2 FSI International * 400 2 Electroglas *(misc.symbol) 1,100 1 CombiMatrix *(misc.symbol) 569 1 Multilink Technologies, Class A *(misc.symbol) 240 1 2,315 Software 2.8% BEA Systems * 14,400 156 Synopsys * 2,433 151 Cadence Design Systems * 8,477 102 Fair Isaac (misc.symbol) 1,670 86 Reynolds & Reynolds, Class A 2,500 71 Network Associates * 4,872 62 Jack Henry & Associates 3,200 57 J. D. Edwards * 3,900 56 Factset Research Systems (misc.symbol) 1,200 53 Macromedia * 2,510 53 Red Hat * 5,700 43 Sybase * 3,072 43 Activision *(misc.symbol) 3,300 43 Quest Software * 3,500 42 Kronos * 800 41 Hyperion Solutions * 1,200 41 TIBCO Software * 7,150 36 Legato Systems *(misc.symbol) 4,181 35 Take-Two Interactive Software * 1,200 34 Documentum * 1,700 33 Mentor Graphics * 2,300 33 RSA Security * 2,950 32 SERENA Software *(misc.symbol) 1,500 31 Ascential Software *(misc.symbol) 1,875 31 Micromuse * 3,460 $ 28 Epicor Software * 4,400 26 Macrovision * 1,300 26 NetIQ * 1,658 26 Progress Software * 1,200 25 Borland Software * 2,500 24 Advent Software *(misc.symbol) 1,400 24 FileNet * 1,300 23 Magma Design Automation *(misc.symbol) 1,300 22 Barra *(misc.symbol) 600 21 Manhattan Associates * 800 21 Informatica * 3,000 21 Agile Software * 2,100 20 THQ *(misc.symbol) 1,125 20 SPSS * 1,200 20 MICROS Systems * 600 20 Ultimate Software Group * 3,900 20 Transaction Systems Architects, Class A * 2,100 19 Verint Systems *(misc.symbol) 700 18 Verity * 1,400 18 Renaissance Learning *(misc.symbol) 800 18 CCC Information Services * 1,200 17 Nuance Communications *(misc.symbol) 3,200 17 Datastream * 1,500 16 Digimarc *(misc.symbol) 1,000 16 E.piphany * 3,040 16 Inet Technologies * 1,500 15 Ansoft * 1,400 15 Moldflow * 1,600 14 QRS * 2,700 14 Vastera * 2,300 14 Concord Communications * 1,000 14 Ulticom * 1,400 13 ScanSoft *(misc.symbol) 2,300 13 Captaris * 3,600 12 MAPICS * 1,500 12 Bottomline Technologies *(misc.symbol) 1,500 12 NYFIX *(misc.symbol) 1,850 $ 12 i2 Technologies * 11,566 12 MSC Software *(misc.symbol) 1,700 11 Secure Computing *(misc.symbol) 1,300 11 MicroStrategy, Class A *(misc.symbol) 300 11 Infogrames *(misc.symbol) 2,400 11 Wind River Systems * 2,776 11 EPIQ Systems *(misc.symbol) 600 10 Practiceworks *(misc.symbol) 525 10 TALX Corporation (misc.symbol) 440 10 AuthentiDate Holding *(misc.symbol) 2,800 10 MapInfo *(misc.symbol) 1,375 10 Embarcadero *(misc.symbol) 1,400 10 Pegasystems * 1,300 10 Ansys * 300 9 JDA Software Group * 800 9 Portal Software * 4,300 9 Manugistics Group *(misc.symbol) 2,000 8 MRO Software * 900 8 Radiant Systems *(misc.symbol) 1,150 8 Actuate * 2,700 8 DocuCorp International, Class A *(misc.symbol) 1,100 7 Timberline Software 1,300 7 Verisity Ltd. * 600 7 WatchGuard Technologies *(misc.symbol) 1,500 7 Phoenix Technologies * 1,200 7 NetScout Systems * 1,200 6 Catapult Communications *(misc.symbol) 600 6 Systems & Computer Technology * 700 6 Sanchez Computer Associates * 1,200 6 Lawson Software *(misc.symbol) 800 6 Quality Systems * 200 6 Aspen Technology *(misc.symbol) 1,000 5 Insignia Systems *(misc.symbol) 700 4 Witness Systems *(misc.symbol) 800 4 NEON Systems * 1,200 4 Roxio *(misc.symbol) 500 3 PLATO Learning * 566 $ 3 EPlus * 300 3 Midway Games *(misc.symbol) 779 3 Novadigm *(misc.symbol) 900 2 Mercator Software *(misc.symbol) 1,400 2 ONYX Software * 1,700 2 Viewpoint Corporation *(misc.symbol) 1,300 1 Acclaim Entertainment * 1,800 1 OPNET Technologies * 100 1 2,372 Total Information Technology 12,431 MATERIALS 3.1% Chemicals 1.2% Cabot 2,400 69 Lyondell Chemical 4,900 66 Valspar 1,500 63 RPM 4,400 60 Lubrizol 1,800 56 Cytec Industries * 1,400 47 Albemarle 1,600 45 Scotts, Class A * 900 45 Airgas 2,600 44 Minerals Technologies 800 39 Valhi (misc.symbol) 3,600 35 Olin 1,800 31 Ferro 1,300 29 Crompton 3,924 28 NL Industries (misc.symbol) 1,600 27 FMC * 1,100 25 Georgia Gulf 1,200 24 Macdermid 900 24 IMC Global 3,300 22 Symyx Technologies * 1,350 22 A. Schulman 1,300 21 Spartech 900 19 Cambrex 800 18 Millennium Chemicals 1,900 $ 18 Wellman 1,600 18 W. R. Grace * 4,000 18 Terra Nitrogen Com L.P. 3,200 16 H.B. Fuller 720 16 Nanophase Technologies * 3,000 15 PolyOne 3,000 13 Arch Chemicals 650 12 Lesco * 1,200 11 Solutia 4,100 9 CFC International * 1,600 9 ICO * 7,400 8 OMNOVA Solutions * 1,800 7 Valley National Gases * 1,200 7 Calgon Carbon (misc.symbol) 800 5 1,041 Construction Materials 0.3% Lafarge 2,300 71 Martin Marietta Materials 1,500 50 Florida Rock Industries 950 39 Centex Construction Products 700 28 Texas Industries 800 19 Devcon International * 2,100 14 Ameron International 300 11 U.S. Concrete * 1,300 5 237 Containers & Packaging 0.6% Smurfit-Stone Container * 7,900 103 Sonoco Products 2,960 71 Owens-Illinois * 5,000 69 Packaging Corp of America * 3,200 59 Aptargroup 1,500 54 Crown Cork & Seal * 6,200 44 Silgan Holdings *(misc.symbol) 900 28 Greif Bros., Class A 900 21 Rock-Tenn, Class A (misc.symbol) 1,100 19 Myers Industries 1,600 15 Caraustar * 1,200 10 Longview Fibre 1,100 $ 9 Chesapeake Corp 400 9 Packaging Dynamics * 1,180 8 Graphic Packaging International * 500 2 521 Metals & Mining 0.7% CONSOL Energy (misc.symbol) 2,700 61 Peabody Energy 1,800 60 Glamis Gold *(misc.symbol) 5,000 57 Arch Coal 1,700 39 Meridian Gold * 2,700 31 Massey (misc.symbol) 2,300 30 Royal Gold (misc.symbol) 1,300 28 MAXXAM *(misc.symbol) 1,700 25 Gibraltar Steel 1,100 23 Westmoreland Coal * 1,200 22 Northwest Pipe * 1,400 20 Steel Dynamics *(misc.symbol) 1,400 19 USEC 2,500 18 Commercial Metals 900 16 GrafTech International * 2,800 15 Quanex 500 15 Ryerson Tull 1,600 14 Universal Stainless & Alloy Products * 1,900 13 Carpenter Technology 800 13 NN, Inc. 900 11 Stillwater Mining *(misc.symbol) 2,200 11 Hecla Mining *(misc.symbol) 2,600 11 AK Steel * 2,844 10 Century Aluminum 1,300 9 Cleveland-Cliffs *(misc.symbol) 500 9 Synalloy * 1,500 8 Steel Technologies 500 5 Oregon Steel Mills * 1,000 3 596 Paper & Forest Products 0.3% Bowater 2,100 $ 79 Rayonier 1,500 50 Potlatch (misc.symbol) 900 23 P.H. Glatfelter 1,300 19 Wausau-Mosinee Paper 1,600 18 Deltic Timber 500 14 Badger Paper Mills * 2,000 12 FiberMark * 1,800 8 Pope & Talbot 700 8 Buckeye Technologies * 600 4 235 Total Materials 2,630 TELECOMMUNICATION SERVICES 1.0% Diversified Telecommunication Services 0.4% Level 3 Communications *(misc.symbol) 16,900 112 Cincinnati Bell * 8,248 55 Commonwealth Telephone Enterprises * 900 40 General Communications, Class A * 2,800 24 Time Warner Telecom, Class A * 3,160 20 Surewest Communications (misc.symbol) 600 18 D&E Communications (misc.symbol) 1,409 16 IDT * 900 16 CT Communications 1,400 15 Infonet Services, Class B * 8,500 14 PTEK Holdings * 2,700 13 US LEC, Class A * 3,000 12 Hickory Technology (misc.symbol) 1,000 11 XETA Technologies * 1,300 5 ITXC * 1,800 5 Alaska Communications Systems Group * 1,000 4 Lynch Interactive *(misc.symbol) 100 2 McLeodUSA, Class A *(misc.symbol) 961 2 Allegiance Telecom *(misc.symbol) 3,300 0 McLeodUSA, Class A, Escrowed Stock *(misc.symbol)@ 16,412 0 384 Wireless Telecommunication Services 0.6% Telephone and Data Systems 2,100 $ 104 U. S. Cellular * 2,700 69 American Tower Systems, Class A * 7,400 66 Crown Castle International * 8,100 63 Nextel Partners, Class A *(misc.symbol) 4,600 34 Western Wireless, Class A *(misc.symbol) 2,800 32 Price Communications * 1,934 25 @Road *(misc.symbol) 2,200 24 Wireless Facilities * 2,000 24 Triton PCS Holdings, Class A * 4,000 20 Boston Communications Group *(misc.symbol) 1,000 17 Centennial Communication, Class A *(misc.symbol) 3,500 14 Aether Systems *(misc.symbol) 1,900 9 Alamosa Holdings * 3,600 6 Metro One Telecommunications *(misc.symbol) 1,050 5 EMS Technologies * 400 5 517 Total Telecommunication Services 901 TRUSTS & MUTUAL FUNDS 1.0% Trusts & Mutual Funds 1.0% iShares S&P Smallcap 600 Index Fund 8,000 877 Total Trusts & Mutual Funds 877 UTILITIES 3.1% Electric Utilities 1.4% Wisconsin Energy 3,900 113 Potomac Electric Power 5,400 103 Northeast Utilities 4,500 75 DPL 4,700 75 NSTAR (misc.symbol) 1,615 74 Great Plains Energy (misc.symbol) 2,500 72 Puget Energy 3,000 72 OGE Energy 3,100 66 Hawaiian Electric Industries 1,300 60 Alliant (misc.symbol) 2,700 $ 51 DQE 2,700 41 WPS Resources 1,000 40 Public Service of New Mexico 1,400 37 CH Energy Group 700 32 Black Hills 1,000 31 IdaCorp (misc.symbol) 1,100 29 Cleco 1,600 28 United Illuminating (misc.symbol) 600 24 Otter Tail (misc.symbol) 800 22 Unisource Energy 1,100 21 Empire District Electronics 800 17 El Paso Electric *(misc.symbol) 1,400 17 Madison Gas & Electric 500 16 UNITIL Corp (misc.symbol) 600 14 Central Vermont Public Service 600 12 Baycorp Holdings * 662 9 1,151 Gas Utilities 0.6% Kinder Morgan Management 1,348 51 UGI 1,550 49 Piedmont Natural Gas Company (misc.symbol) 1,200 47 Washington Gas & Light 1,700 45 AGL Resources 1,700 43 Atmos Energy 1,500 37 TC Pipelines (misc.symbol) 1,000 30 New Jersey Resources 800 28 Southern Union *(misc.symbol) 1,499 25 Northwest Natural Gas 700 19 Chesapeake Utilities 800 18 Southwestern Energy * 1,200 18 SEMCO Energy (misc.symbol) 3,000 18 Cascade Natural Gas 900 17 RGC Resources 700 16 Laclede Gas 600 16 Southwest Gas 600 13 South Jersey Industries 300 11 EnergySouth 300 10 NUI (misc.symbol) 400 6 517 Multi-Utilities & Unregulated Power 1.0% SCANA 4,010 $ 138 Energy East 4,500 93 Questar 2,700 90 Equitable Resources 2,200 90 National Fuel Gas Company 3,100 81 MDU Resources Group 2,400 80 Reliant Resources * 9,900 61 ONEOK 2,400 47 Vectren 1,799 45 Western Resources 2,600 42 Energen 1,100 37 Avista 1,500 21 Sierra Pacific Resources *(misc.symbol) 3,400 20 Florida Public Utilities 1,033 17 Aquila 5,488 14 NorthWestern (misc.symbol) 1,800 4 880 Water Utilities 0.1% Philadelphia Suburban 2,481 60 Connecticut Water Service 650 17 California Water Service Group 400 11 88 Total Utilities 2,636 Total Common Stocks (Cost $92,028) 81,536 Short-Term Investments 4.8% U.S. Government Obligations 0.4% U.S. Treasury Bills, 0.807%, 9/18/03 ** 300,000 299 299 Money Market Funds 4.4% T. Rowe Price Reserve Investment Fund, 1.16%# 3,773,688 3,774 3,774 Total Short-Term Investments (Cost $4,073) 4,073 Securities Lending Collateral 18.8% Money Market Trust 18.8% State Street Bank and Trust Company of New Hampshire, N.A. Securities Lending Quality Trust units 16,089,762 $ 16,090 Total Securities Lending Collateral (Cost $16,090) 16,090 Total Investments in Securities 118.7% of Net Assets (Cost $112,191) $ 101,699 Futures Contracts Contract Unrealized Expiration Value Gain (Loss) ------------ ------------- ----------- In thousands Long, 12 S&P Mid-Cap 400 Stock Index contracts, $152,000 of U.S. Treasury Bills pledged as initial margin 9/03 $ 2,881 $ (65) Long, 4 Russell 2000 Stock Index contracts, $51,000 of U.S. Treasury Bills pledged as initial margin 9/03 897 (6) Long, 1 NASDAQ 100 Index contract, $9,000 of U.S. Treasury Bills pledged as initial margin 9/03 120 (4) Net payments (receipts) of variation margin to date 69 Variation margin receivable (payable) on open futures contracts (6) Other Assets Less Liabilities Including $16,090 obligation to return securities lending collateral (15,999) NET ASSETS $ 85,694 ----------- Value - -------------------------------------------------------------------------------- In thousands Net Assets Consist of: Undistributed net investment income (loss) $ 290 Undistributed net realized gain (loss) (17,257) Net unrealized gain (loss) (10,567) Paid-in-capital applicable to 9,220,643 shares of $0.0001 par value capital stock outstanding; 1,000,000,000 shares of the Corporation authorized 113,228 NET ASSETS $ 85,694 ---------- NET ASSET VALUE PER SHARE $ 9.29 ---------- # 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 + Security contains restrictions as to public resale pursuant to the Securities Act of 1933 and related rules-total of such securities at period-end amounts to $3,000 and represents 0.0% of net assets @ Security valued by the Fund's Board of Directors ADR American Depository Receipts REIT Real Estate Investment Trust The accompanying notes are an integral part of these financial statements. T. Rowe Price Extended Equity Market Index Fund - -------------------------------------------------------------------------------- Certified Financials (Unaudited) Statement of Operations - -------------------------------------------------------------------------------- In thousands 6 Months Ended 6/30/03 - -------------------------------------------------------------------------------- Investment Income (Loss) Income Dividend $ 364 Income distributions from mutual funds 21 Securities lending 16 Interest 2 Total income 403 Expenses Investment management and administrative 143 Net investment income (loss) 260 Realized and Unrealized Gain (Loss) Net realized gain (loss) Securities (497) Futures 650 Net realized gain (loss) 153 Change in net unrealized gain (loss) Securities 11,749 Futures (26) Change in net unrealized gain (loss) 11,723 Net realized and unrealized gain (loss) 11,876 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ 12,136 ---------- The accompanying notes are an integral part of these financial statements. - -------------------------------------------------------------------------------- T. Rowe Price Extended 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) $ 260 $ 532 Net realized gain (loss) 153 (8,916) Change in net unrealized gain (loss) 11,723 (6,084) Increase (decrease) in net assets from operations 12,136 (14,468) Distributions to shareholders Net investment income -- (502) Capital share transactions * Shares sold 15,994 29,945 Distributions reinvested -- 483 Shares redeemed (9,096) (26,132) Redemption fees received 2 1 Increase (decrease) in net assets from capital share transactions 6,900 4,297 Net Assets Increase (decrease) during period 19,036 (10,673) Beginning of period 66,658 77,331 End of period $ 85,694 $ 66,658 --------------- --------------- *Share information Shares sold 1,935 3,370 Distributions reinvested -- 61 Shares redeemed (1,110) (2,953) Increase (decrease) in shares outstanding 825 478 The accompanying notes are an integral part of these financial statements. - -------------------------------------------------------------------------------- T. Rowe Price Extended 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 Extended 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 U.S. stocks not included in the Standard & Poor's 500 Stock Index(RT), as represented by the Wilshire 4500 Completion 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 $15,657,000; aggregate collateral consisted of $16,090,000 in the money market pooled trust and U.S. government securities valued at $31,000. Other Purchases and sales of portfolio securities, other than short-term securities, aggregated $8,702,000 and $2,566,000, 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, $267,000 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 $17,211,000 of unused capital loss carryforwards, of which $8,452,000 expire in 2009, and $8,759,000 expire in 2010. At June 30, 2003, the cost of investments for federal income tax purposes was $112,191,000. Net unrealized loss aggregated $10,567,000 at period-end, of which $15,920,000 related to appreciated investments and $26,487,000 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, $47,000 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 $21,000. 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 Extended 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 Extended 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 Extended 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-----