-----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, JRrEah4Rc7iGQ9D/kGqsXvTb9kYj7gWWR2BzzNNdIq6Ly4+oOZLhsTcWmp12VbH0 ESMtD/5VOFSko1BBK714hQ== 0000858581-04-000035.txt : 20041123 0000858581-04-000035.hdr.sgml : 20041123 20041123152541 ACCESSION NUMBER: 0000858581-04-000035 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041123 DATE AS OF CHANGE: 20041123 EFFECTIVENESS DATE: 20041123 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRICE T ROWE INDEX TRUST INC CENTRAL INDEX KEY: 0000858581 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-05986 FILM NUMBER: 041163702 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-Q 1 poi_ind.txt N-Q INDEX TRUST Item 1. Schedule of Investments T. Rowe Price Equity Index 500 Fund (Unaudited) September 30, 2004 PORTFOLIO OF INVESTMENTS (1) Shares/$ Par Value (Cost and value in $ 000s) COMMON STOCKS 98.3% CONSUMER DISCRETIONARY 10.9% Auto Components 0.2% Cooper Tire 29,673 599 Dana 58,303 1,031 Delphi 226,958 2,108 Goodyear Tire & Rubber *ss. 70,770 760 Johnson Controls 76,594 4,351 Visteon ss. 49,650 397 9,246 Automobiles 0.6% Ford Motor 733,267 10,302 GM ss. 226,485 9,621 Harley-Davidson 119,186 7,085 27,008 Distributors 0.1% Genuine Parts 70,320 2,699 2,699 Hotels, Restaurants & Leisure 1.4% Carnival 254,293 12,026 Darden Restaurants 65,397 1,525 Harrah's Entertainment 45,771 2,425 Hilton 152,846 2,880 International Game Technology 140,624 5,055 Marriott, Class A 91,172 4,737 McDonald's 507,779 14,233 Starbucks * 160,371 7,290 Starwood Hotels & Resorts Worldwide, Class B 83,707 3,886 Wendy's 45,585 1,532 Yum! Brands 117,267 4,768 60,357 Household Durables 0.5% Black & Decker 31,964 2,475 Centex 49,036 2,474 Fortune Brands 58,744 4,352 KB Home 18,834 1,591 Leggett & Platt 78,246 2,199 Maytag ss. 31,979 587 Newell Rubbermaid 111,778 2,240 Pulte 50,978 3,129 Snap-On ss. 24,050 663 Stanley Works 33,587 1,429 Whirlpool 27,253 1,638 22,777 Internet & Catalog Retail 0.6% eBay * 266,552 24,507 24,507 Leisure Equipment & Products 0.2% Brunswick 38,217 1,749 Eastman Kodak ss. 116,372 3,749 Hasbro 69,249 1,302 Mattel 169,459 3,072 9,872 Media 3.4% Clear Channel Communications 242,202 7,550 Comcast, Class A * 903,682 25,520 Disney 826,363 18,635 Dow Jones ss. 33,013 1,341 Gannett 109,252 9,151 Interpublic Group * 165,755 1,755 Knight-Ridder 31,675 2,073 McGraw-Hill 76,200 6,072 Meredith 19,814 1,018 New York Times, Class A 60,368 2,360 Omnicom ss. 76,337 5,577 Time Warner * 1,844,574 29,771 Tribune 131,327 5,404 Univision Communications, Class A * 130,643 4,130 Viacom, Class B 698,431 23,439 143,796 Multiline Retail 1.1% Big Lots *ss. 49,320 603 Dillards, Class A 33,367 659 Dollar General 131,633 2,652 Family Dollar Stores 68,557 1,858 Federated Department Stores 72,873 3,311 J.C. Penney 116,371 4,106 Kohl's * 137,500 6,626 May Department Stores 116,631 2,989 Nordstrom 55,414 2,119 Sears ss. 86,522 3,448 Target 368,341 16,667 45,038 Specialty Retail 2.4% Autonation * 108,100 1,846 AutoZone * 34,095 2,634 Bed Bath & Beyond * 121,057 4,493 Best Buy 130,623 7,085 Boise Cascade 36,308 1,208 Circuit City 79,387 1,218 GAP 363,519 6,798 Home Depot 890,223 34,897 Lowes 316,201 17,186 Office Depot * 125,907 1,892 RadioShack 65,377 1,872 Sherwin-Williams 57,649 2,534 Staples 199,362 5,945 The Limited 190,391 4,244 Tiffany 59,409 1,826 TJX 198,289 4,370 Toys "R" Us * 84,778 1,504 101,552 Textiles, Apparel, & Luxury Goods 0.4% Coach * 75,100 3,186 Jones Apparel Group 50,612 1,812 Liz Claiborne 45,327 1,710 Nike, Class B 106,435 8,387 Reebok 23,830 875 V. F. 44,047 2,178 18,148 Total Consumer Discretionary 465,000 CONSUMER STAPLES 10.5% Beverages 2.3% Anheuser-Busch 323,975 16,182 Brown-Forman, Class B 48,422 2,218 Coca-Cola 981,091 39,293 Coca-Cola Enterprises 190,665 3,603 Coors, Class B ss. 15,459 1,050 Pepsi Bottling Group 103,861 2,820 PepsiCo 685,277 33,339 98,505 Food & Staples Retailing 3.3% Albertsons ss. 149,425 3,576 Costco Wholesale 184,468 7,667 CVS 161,201 6,791 Kroger * 297,987 4,625 Safeway * 179,544 3,467 Supervalu 55,373 1,526 Sysco 258,392 7,731 Wal-Mart 1,712,559 91,108 Walgreen 413,569 14,818 Winn-Dixie ss. 54,486 168 141,477 Food Products 1.3% Archer-Daniels-Midland 263,535 4,475 Campbell Soup 166,718 4,383 ConAgra 213,634 5,492 General Mills 151,794 6,816 Heinz 142,198 5,122 Hershey Foods 102,054 4,767 Kellogg 165,599 7,064 McCormick 55,500 1,906 Sara Lee 318,450 7,280 Wrigley 90,104 5,704 53,009 Household Products 1.9% Clorox 84,923 4,526 Colgate-Palmolive 214,205 9,678 Kimberly-Clark 202,200 13,060 Procter & Gamble 1,025,140 55,481 82,745 Personal Products 0.6% Alberto Culver, Class B 36,141 1,571 Avon 189,706 8,286 Gillette 402,604 16,805 26,662 Tobacco 1.1% Altria Group 827,971 38,948 Reynolds American ss. 60,300 4,103 UST 66,543 2,679 45,730 Total Consumer Staples 448,128 ENERGY 7.2% Energy Equipment & Services 1.0% Baker Hughes 133,998 5,858 BJ Services 64,167 3,363 Halliburton 177,044 5,965 Nabors Industries * 59,176 2,802 Noble Drilling * 54,300 2,441 Rowan * 41,460 1,095 Schlumberger 238,256 16,037 Transocean * 128,743 4,606 42,167 Oil & Gas 6.2% Amerada Hess ss. 36,605 3,258 Anadarko Petroleum 101,744 6,752 Apache 131,576 6,593 Ashland 28,286 1,586 Burlington Resources 160,582 6,552 ChevronTexaco 862,036 46,240 ConocoPhillips 277,802 23,016 Devon Energy 96,451 6,849 El Paso Corporation ss. 260,425 2,393 EOG Resources 47,526 3,130 ExxonMobil 2,628,507 127,036 Kerr-McGee 60,143 3,443 Kinder Morgan 49,762 3,126 Marathon Oil 139,498 5,758 Occidental Petroleum 157,172 8,791 Sunoco ss. 30,718 2,272 Unocal 105,636 4,542 Valero Energy 52,200 4,187 Williams Companies 211,698 2,562 268,086 Total Energy 310,253 FINANCIALS 20.4% Capital Markets 2.6% Bank of New York 312,698 9,121 Bear Stearns 42,552 4,092 Charles Schwab 546,446 5,022 E*TRADE Financial * 145,100 1,657 Federated Investors, Class B 44,600 1,268 Franklin Resources 100,332 5,595 Goldman Sachs 195,925 18,268 Janus Capital Group 95,397 1,298 Lehman Brothers 111,361 8,878 Mellon Financial 169,837 4,703 Merrill Lynch 383,065 19,046 Morgan Stanley 442,591 21,820 Northern Trust 88,983 3,630 State Street 135,186 5,774 T. Rowe Price ss. 50,913 2,594 112,766 Commercial Banks 6.0% AmSouth 142,417 3,475 Bank of America 1,641,912 71,144 BB&T 226,736 8,999 Comerica 69,456 4,122 Fifth Third Bancorp 229,846 11,313 First Horizon National ss. 49,911 2,164 Huntington Bancshares 93,008 2,317 KeyCorp 165,955 5,244 M & T Bank 47,800 4,575 Marshall & Ilsley 89,502 3,607 National City 270,168 10,434 North Fork Bancorporation ss. 125,830 5,593 PNC Financial Services Group 113,019 6,114 Regions Financial 184,776 6,109 SouthTrust 134,409 5,600 SunTrust 144,486 10,173 Synovus Financial ss. 122,345 3,199 U.S. Bancorp 763,222 22,057 Wachovia 529,766 24,873 Wells Fargo 681,457 40,635 Zions Bancorp 36,565 2,232 253,979 Consumer Finance 1.3% American Express 514,637 26,483 Capital One Financial 96,909 7,161 MBNA 512,922 12,926 Providian Financial * 118,281 1,838 SLM Corporation 176,565 7,875 56,283 Diversified Financial Services 3.7% Citigroup 2,091,063 92,257 J.P. Morgan Chase 1,436,291 57,064 Moody's 60,206 4,410 Principal Financial Group 128,771 4,632 158,363 Insurance 4.5% ACE Limited 112,909 4,523 AFLAC 204,473 8,017 Allstate 282,112 13,539 Ambac 43,804 3,502 American International Group 1,050,571 71,428 Aon 126,478 3,635 Chubb 76,680 5,389 Cincinnati Financial 66,958 2,760 Hartford Financial Services 117,664 7,287 Jefferson Pilot 56,477 2,805 Lincoln National 72,459 3,406 Loews 75,127 4,395 Marsh & McLennan 210,109 9,615 MBIA 57,764 3,362 MetLife 303,844 11,744 Progressive Corporation 87,143 7,385 Prudential 212,330 9,988 SAFECO ss. 55,979 2,555 St. Paul Companies 269,281 8,902 Torchmark 45,441 2,417 UnumProvident ss. 119,814 1,880 XL Capital 55,490 4,106 192,640 Real Estate 0.5% Apartment Investment & Management, REIT, Class A 37,400 1,301 Equity Office Properties, REIT 161,433 4,399 Equity Residential, REIT 111,985 3,472 Plum Creek Timber, REIT 73,804 2,585 ProLogis, REIT 73,000 2,572 Simon Property Group, REIT 83,937 4,502 18,831 Thrifts & Mortgage Finance 1.8% Countrywide Credit 227,334 8,955 Fannie Mae 390,247 24,742 Freddie Mac 277,393 18,097 Golden West Financial 61,555 6,829 MGIC Investment ss. 39,894 2,655 Sovereign Bancorp 137,400 2,998 Washington Mutual 352,005 13,756 78,032 Total Financials 870,894 HEALTH CARE 12.9% Biotechnology 1.3% Amgen * 512,156 29,029 Applera 80,265 1,515 Biogen Idec * 136,927 8,376 Chiron *ss. 75,858 3,353 Genzyme * 90,995 4,951 Gilead Sciences * 172,200 6,437 MedImmune * 101,247 2,399 56,060 Health Care Equipment & Supplies 2.4% Bausch & Lomb 20,848 1,385 Baxter International 246,399 7,924 Becton, Dickinson 101,901 5,268 Biomet 101,937 4,779 Boston Scientific * 339,630 13,493 C R Bard 42,276 2,394 Fisher Scientific * 45,800 2,672 Guidant 126,424 8,349 Hospira * 62,244 1,905 Medtronic 488,548 25,356 Millipore * 19,423 929 PerkinElmer 52,776 909 St. Jude Medical * 71,196 5,359 Stryker 161,074 7,744 Thermo Electron * 65,772 1,777 Waters Corporation * 48,699 2,148 Zimmer Holdings * 98,634 7,796 100,187 Health Care Providers & Services 2.0% Aetna 61,460 6,142 AmerisourceBergen 45,785 2,459 Anthem *ss. 55,800 4,869 Cardinal Health 173,137 7,578 Caremark RX * 188,000 6,029 CIGNA 56,600 3,941 Express Scripts * 31,200 2,039 HCA 194,789 7,431 Health Management ss. 99,193 2,027 Humana * 65,688 1,312 IMS Health 94,965 2,272 Manor Care 34,871 1,045 McKesson 118,714 3,045 Medco * 108,925 3,366 Quest Diagnostics ss. 42,000 3,705 Tenet Healthcare * 187,428 2,022 UnitedHealth Group 269,094 19,843 WellPoint Health Networks * 63,007 6,621 85,746 Pharmaceuticals 7.2% Abbott Laboratories 628,447 26,621 Allergan ss. 52,688 3,823 Bristol Myers Squibb 782,970 18,533 Eli Lilly 456,402 27,407 Forest Laboratories * 149,136 6,708 Johnson & Johnson 1,197,364 67,448 King Pharmaceuticals * 97,074 1,159 Merck 894,740 29,526 Mylan Laboratories ss. 109,200 1,966 Pfizer 3,047,975 93,268 Schering-Plough 592,204 11,287 Watson Pharmaceuticals * 44,130 1,300 Wyeth 538,369 20,135 309,181 Total Health Care 551,174 INDUSTRIALS & BUSINESS SERVICES 11.4% Aerospace & Defense 2.0% Boeing 338,182 17,457 General Dynamics 80,057 8,174 Goodrich 47,639 1,494 Honeywell International 346,557 12,427 Lockheed Martin 180,296 10,057 Northrop Grumman 143,894 7,674 Raytheon 181,999 6,912 Rockwell Collins 70,651 2,624 United Technologies 207,024 19,332 86,151 Air Freight & Logistics 1.1% Fedex 120,512 10,327 Ryder System 26,718 1,257 UPS, Class B 453,979 34,466 46,050 Airlines 0.1% Delta *ss. 48,023 158 Southwest Airlines 320,034 4,359 4,517 Building Products 0.2% American Standard * 86,960 3,383 Masco 175,955 6,076 9,459 Commercial Services & Supplies 1.0% Allied Waste Industries * 124,371 1,101 Apollo Group, Class A * 77,544 5,689 Avery Dennison 44,870 2,952 Cendant 425,734 9,196 Cintas 68,202 2,867 Deluxe 21,393 877 Equifax 55,395 1,460 H&R Block ss. 68,588 3,390 Pitney Bowes 93,103 4,106 R.R. Donnelley 86,771 2,718 Robert Half International 68,261 1,759 Waste Management 234,300 6,406 42,521 Construction & Engineering 0.0% Fluor ss. 33,010 1,470 1,470 Electrical Equipment 0.4% American Power Conversion ss. 79,766 1,387 Cooper Industries, Class A 38,253 2,257 Emerson Electric 168,544 10,431 Power-One *ss. 30,300 196 Rockwell Automation 75,487 2,921 Thomas & Betts 11,090 298 17,490 Industrial Conglomerates 4.6% 3M 315,590 25,238 GE 4,260,499 143,068 Textron 54,802 3,522 Tyco International 810,873 24,861 196,689 Machinery 1.5% Caterpillar 137,986 11,101 Crane 24,141 698 Cummins Engine ss. 16,861 1,246 Danaher 124,302 6,374 Deere 100,299 6,474 Dover 80,830 3,142 Eaton 61,078 3,873 Illinois Tool Works 123,288 11,487 Ingersoll-Rand, Class A 69,972 4,756 ITT Industries 36,876 2,950 Navistar *ss. 27,570 1,025 PACCAR 70,861 4,898 Pall 51,693 1,265 Parker Hannifin 48,092 2,831 62,120 Road & Rail 0.5% Burlington Northern Santa Fe 148,848 5,702 CSX 86,434 2,870 Norfolk Southern 158,305 4,708 Union Pacific 104,679 6,134 19,414 Trading Companies & Distributors 0.0% W. W. Grainger 36,362 2,096 2,096 Total Industrials & Business Services 487,977 INFORMATION TECHNOLOGY 15.5% Communications Equipment 2.7% ADC Telecommunications *ss. 314,429 569 Andrew *ss. 63,600 778 Avaya * 181,033 2,524 CIENA * 220,695 437 Cisco Systems * 2,728,374 49,384 Comverse Technology * 80,292 1,512 Corning * 562,037 6,227 JDS Uniphase *ss. 583,411 1,966 Lucent Technologies *ss. 1,734,265 5,498 Motorola 952,766 17,188 QUALCOMM 656,392 25,625 Scientific-Atlanta 60,524 1,569 Tellabs *ss. 170,722 1,569 114,846 Computers & Peripherals 3.5% Apple Computer * 156,522 6,065 Dell * 1,011,348 36,004 EMC * 983,556 11,350 Gateway *ss. 157,922 782 Hewlett-Packard 1,228,006 23,025 IBM 677,176 58,061 Lexmark International * 52,267 4,391 NCR * 37,788 1,874 Network Appliance * 144,315 3,319 QLogic *ss. 36,561 1,082 Sun Microsystems * 1,338,026 5,406 151,359 Electronic Equipment & Instruments 0.3% Agilent Technologies * 194,364 4,193 Jabil Circuit *ss. 82,254 1,892 Molex ss. 75,532 2,252 Sanmina-SCI *ss. 210,697 1,485 Solectron *ss. 390,514 1,933 Symbol Technologies ss. 95,549 1,208 Tektronix 33,839 1,125 14,088 Internet Software & Services 0.5% Monster Worldwide * 48,407 1,193 Yahoo! * 548,896 18,613 19,806 IT Services 1.2% Affiliated Computer Services, Class A *ss. 53,300 2,967 Automatic Data Processing 238,280 9,846 Computer Sciences * 74,845 3,525 Convergys * 57,664 774 Electronic Data Systems ss. 205,012 3,975 First Data 348,677 15,168 Fiserv * 78,823 2,748 Paychex 152,471 4,597 Sabre Holdings 56,814 1,394 SunGard Data Systems * 116,626 2,772 Unisys * 135,884 1,402 49,168 Office Electronics 0.1% Xerox *ss. 338,474 4,766 4,766 Semiconductor & Semiconductor Equipment 2.8% Advanced Micro Devices *ss. 142,565 1,853 Altera * 152,046 2,975 Analog Devices 152,094 5,898 Applied Materials * 685,059 11,297 Applied Micro Circuits * 116,878 366 Broadcom, Class A * 127,005 3,466 Intel 2,595,716 52,070 KLA-Tencor * 79,339 3,291 Linear Technology 123,770 4,485 LSI Logic *ss. 150,565 649 Maxim Integrated Products 129,145 5,462 Micron Technology *ss. 243,323 2,927 National Semiconductor * 143,694 2,226 Novellus Systems * 58,791 1,563 NVIDIA *ss. 65,979 958 PMC-Sierra *ss. 70,210 619 Teradyne *ss. 79,606 1,067 Texas Instruments 696,358 14,818 Xilinx 138,849 3,749 119,739 Software 4.4% Adobe Systems 96,714 4,784 Autodesk 46,219 2,248 BMC Software * 91,014 1,439 Citrix Systems * 69,830 1,223 Computer Associates 234,985 6,180 Compuware *ss. 150,487 775 Electronic Arts * 121,878 5,605 Intuit * 76,688 3,482 Mercury Interactive *ss. 36,226 1,264 Microsoft 4,388,894 121,353 Novell *ss. 151,189 954 Oracle * 2,094,787 23,629 Parametric Technology * 107,704 569 PeopleSoft * 147,518 2,928 Siebel Systems * 205,515 1,550 Symantec * 126,000 6,915 VERITAS Software * 175,071 3,116 188,014 Total Information Technology 661,786 MATERIALS 3.1% Chemicals 1.6% Air Products and Chemicals 91,563 4,979 Dow Chemical 379,124 17,129 DuPont 401,532 17,186 Eastman Chemical 31,717 1,508 Ecolab ss. 102,734 3,230 Engelhard 50,359 1,428 Great Lakes Chemical 21,492 550 Hercules * 44,986 641 International Flavors & Fragrances 37,730 1,441 Monsanto 107,414 3,912 PPG Industries 68,628 4,206 Praxair 131,480 5,619 Rohm & Haas 89,725 3,856 Sigma Aldrich 27,312 1,584 67,269 Construction Materials 0.0% Vulcan Materials 41,167 2,097 2,097 Containers & Packaging 0.2% Ball 44,532 1,667 Bemis 42,998 1,143 Pactiv * 61,604 1,432 Sealed Air * 33,473 1,551 Temple-Inland 22,144 1,487 7,280 Metals & Mining 0.8% Alcoa 351,098 11,793 Allegheny Technologies ss. 38,176 697 Freeport McMoRan Copper Gold ss. 74,760 3,028 Newmont Mining 177,476 8,080 Nucor 31,817 2,907 Phelps Dodge 37,308 3,433 USX-U.S. Steel Group 46,851 1,763 Worthington Industries ss. 34,792 743 32,444 Paper & Forest Products 0.5% Georgia-Pacific 104,227 3,747 International Paper 195,309 7,892 Louisiana Pacific 43,518 1,129 MeadWestvaco 81,613 2,604 Weyerhaeuser 96,818 6,437 21,809 Total Materials 130,899 TELECOMMUNICATION SERVICES 3.6% Diversified Telecommunication Services 3.0% Alltel 123,789 6,797 AT&T 317,097 4,541 BellSouth 739,087 20,044 Centurytel 55,328 1,895 Citizens Communications 131,170 1,756 Qwest Communications International * 720,616 2,400 SBC Communications 1,337,547 34,709 Sprint 585,951 11,795 Verizon Communications 1,115,826 43,941 127,878 Wireless Telecommunication Services 0.6% AT&T Wireless Group * 1,099,663 16,253 Nextel Communications, Class A * 447,320 10,664 26,917 Total Telecommunication Services 154,795 UTILITIES 2.8% Electric Utilities 1.9% Allegheny Energy *ss. 50,015 798 Ameren 78,209 3,609 American Electric Power 158,733 5,073 CenterPoint Energy ss. 120,946 1,253 CINergy 71,726 2,840 Consolidated Edison 97,253 4,088 DTE Energy 70,123 2,958 Edison International 130,353 3,456 Entergy 92,554 5,610 Exelon 266,636 9,783 FirstEnergy 132,493 5,443 FPL Group 74,865 5,115 PG&E * 165,317 5,026 Pinnacle West Capital 36,097 1,498 PPL 75,876 3,580 Progress Energy 99,242 4,202 Southern Company 296,003 8,874 Teco Energy ss. 80,904 1,095 TXU 122,173 5,855 XCEL Energy 159,377 2,760 82,916 Gas Utilities 0.1% KeySpan 63,749 2,499 NICOR ss. 19,126 702 NiSource 107,065 2,250 Peoples Energy ss. 14,926 622 6,073 Multi-Utilities & Unregulated Power 0.8% AES * 255,233 2,550 Calpine *ss. 183,229 531 CMS Energy *ss. 65,820 627 Constellation Energy Group 70,788 2,820 Dominion Resources ss. 133,237 8,694 Duke Energy 378,260 8,658 Dynegy, Class A *ss. 150,385 751 Public Service Enterprise 95,549 4,070 Sempra Energy 92,495 3,347 32,048 Total Utilities 121,037 Total Common Stocks (Cost $3,595,198) 4,201,943 SHORT-TERM INVESTMENTS 2.2% Money Market Fund 2.0% T. Rowe Price Reserve Investment Fund, 1.68% # 86,643,169 86,643 U.S. Treasury Obligations 0.2% U.S. Treasury Bills, 1.59%, 11/12/04 ss.++ 8,000,000 7,985 Total Short-Term Investments (Cost $94,628) 94,628 SECURITIES LENDING COLLATERAL 2.5% Money Market Trust 2.5% State Street Bank and Trust Company of New Hampshire N.A.Securities Lending Quality Trust units, 1.68% # 108,070,041 108,070 Total Securities Lending Collateral (Cost $108,070) 108,070 FUTURES CONTRACTS 0.0% contracts (2) (65) Total Futures Contracts (65) Total Investments in Securities 103.0% of Net Assets (Cost $3,797,896) $ 4,404,576 (2) Open Futures Contracts at September 30, 2004 were as follows: ($ 000s) Contract Unrealized Expiration Value Gain (Loss) Long, 257 September S&P 500 contracts, $6,380 par of 1.59% U.S. Treasury Bills pledged as initial margin 12/04 $ 71,632 $ 309 Long, 30 September S&P MINI 500 contracts, $130 par of 1.59% U.S. Treasury Bills pledged as initial margin 12/04 1,672 6 Net payments (receipts) of variation margin to date (380) Variation margin receivable (payable) on open futures contracts $ (65) (1) Denominated in U.S. dollars unless otherwise noted # Seven-day yield * Non-income producing ss. All or a portion of this security is on loan at September 30, 2004 - See Note 2 ++ All or a portion of this security is pledged to cover margin requirements on futures contracts at September 30, 2004. REIT Real Estate Investment Trust The accompanying notes are an integral part of this Portfolio of Investments. T. Rowe Price Equity Index 500 Fund Unaudited September 30, 2004 Notes to Portfolio of Investments 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 Equity Index 500 Fund (the fund), a diversified, open-end management investment company, is one portfolio established by the trust. The fund seeks to match the performance of the Standard & Poor's 500 Stock Index(R). Valuation The fund values its investments and computes its net asset value per share 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, except for OTC Bulletin Board securities, which are valued at the mean of the latest bid and asked prices. 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 asked prices. Debt securities with original maturities of less than one year are valued at amortized cost in local currency, which approximates fair value when combined with accrued interest. Investments in mutual funds are valued at the mutual fund's closing net asset value per share 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 the T. Rowe Price Valuation Committee, established by the fund's Board of Trustees. Investment Transactions Investment transactions are accounted for on the trade date. Payments ("variation margin") made or received to settle the daily fluctuations in the value of futures contracts are recorded as unrealized gains or losses until the contracts are closed. Unsettled variation margin on futures contracts is included in investments in securities. 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 The fund may invest in 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. At September 30, 2004, the value of loaned securities was $106,139,000; aggregate collateral consisted of $108,070,000 in the money market pooled trust. NOTE 3 - FEDERAL INCOME TAXES At September 30, 2004, the cost of investments for federal income tax purposes was $3,797,896,000. Net unrealized gain aggregated $607,060,000 at period-end, of which $1,024,548,000 related to appreciated investments and $417,488,000 related to depreciated investments. NOTE 4 - RELATED PARTY TRANSACTIONS Consistent with its investment objective, the fund may invest in T. Rowe Price Group, Inc. Additionally, the fund may invest in the T. Rowe Price Reserve Investment Fund and the T. Rowe Price Government Reserve Investment Fund (collectively, the Reserve Funds), open-end management investment companies managed by Price Associates. The Reserve Funds are offered as cash management options to mutual funds, trusts, and other accounts managed by Price Associates and/or its affiliates, and are not available for direct purchase by members of the public. T. Rowe Price Extended Equity Market Index Fund (Unaudited) September 30, 2004 PORTFOLIO OF INVESTMENTS (1) Shares/$ Par Value (Cost and value in $ 000s) COMMON STOCKS 97.8% CONSUMER DISCRETIONARY 18.2% Auto Components 0.6% Aftermarket Technology * 1,800 23 Amcast Industrial *ss. 2,200 2 American Axle & Manufacturing Holdings 2,200 64 Arvinmeritor 3,225 60 Bandag 700 31 Borg-Warner 2,200 95 Collins & Aikman *ss. 2,900 12 Drew Industries * 1,200 43 Dura Automotive Systems, Class A * 500 3 Edelbrock 100 2 Gentex 3,000 105 IMPCO Technologies *ss. 2,900 14 Keystone Automotive * 1,100 24 Lear 2,900 158 Modine Manufacturing 1,300 39 Noble International 700 13 Rockford Corporation *ss. 2,600 10 Sauer-Danfoss ss. 1,800 31 Sports Resorts International *ss. 4,000 15 Standard Motor Products ss. 1,100 17 Superior Industries International ss. 1,200 36 Tower Automotive *ss. 3,300 7 TRW * 4,100 77 Universal Automotive * 3,200 1 882 Automobiles 0.2% Coachmen Industries ss. 1,000 16 Fleetwood *ss. 2,500 38 Monaco Coach 1,500 32 National RV Holdings * 1,600 20 Thor Industries ss. 2,600 69 Winnebago ss. 1,500 52 227 Distributors 0.1% ACR Group *ss. 3,300 7 Advanced Marketing Services ss. 1,300 14 Educational Development 300 4 Handleman 1,300 27 Source Information Management * 1,900 18 Transnet 2,200 3 WESCO International * 2,300 56 129 Hotels, Restaurants & Leisure 2.9% Alliance Gaming *ss. 2,400 36 Ameristar Casinos 1,000 30 Applebee's 3,375 85 Archon Corporation *ss. 1,400 10 Argosy Gaming * 1,600 63 Aztar * 1,700 45 Bally Total Fitness Holdings *ss. 1,500 5 Bob Evans Farms 1,500 41 Boca Resorts, Class A *ss. 1,600 30 Bowl America, Class A 300 4 Boyd Gaming 3,200 90 Brinker *ss. 3,850 120 BUCA *ss. 2,400 10 Caesars Entertainment * 13,200 220 California Pizza Kitchen * 1,200 26 CEC Entertainment * 1,650 61 Cedar Fair ss. 2,300 70 Choice Hotels International 1,600 92 Churchill Downs 500 20 CKR Restaurants * 2,450 27 Cracker Barrel 2,400 87 Dave & Buster's * 1,200 23 Diamondhead Casino * 10,500 6 Dominos Pizza *ss. 2,900 43 Dover Downs Gaming and Entertainment ss. 490 5 Dover Motorsports 3,100 13 Famous Dave's of America * 3,000 23 Frisch's Restaurants 800 20 Gaming Partners * 600 5 Gaylord Entertainment *ss. 1,700 53 Golf Trust of America, REIT * 1,900 5 GTECH 4,800 122 IHOP ss. 1,100 42 International Speedway, Class A 2,100 105 Isle of Capris Casinos *ss. 1,100 21 Jack In The Box * 1,500 48 Krispy Kreme *ss. 2,400 30 La Quinta Properties * 8,100 63 Landry's Seafood Restaurant 1,300 35 Lone Star Steakhouse & Saloon 900 23 Mandalay Resort Group 2,900 199 Marcus 1,300 25 MGM Mirage * 6,296 313 MTR Gaming Group *ss. 2,300 21 Multimedia Games *ss. 1,500 23 O'Charley's * 1,600 26 Outback Steakhouse 3,200 133 Panera Bread, Class A *ss. 1,300 49 Papa John's International *ss. 1,100 34 Penn National Gaming * 1,600 65 PF Chang's China Bistro *ss. 1,200 58 Pinnacle Entertainment * 2,300 32 Prime Hospitality * 2,000 24 Rare Hospitality International * 1,650 44 Red Robin Gourmet Burgers * 800 35 Royal Caribbean Cruises ss. 4,310 188 Ruby Tuesday 2,800 78 Ryan's Restaurant Group * 1,700 25 Schlotzsky's *ss. 2,100 1 Scientific Games * 2,300 44 Shuffle Master *ss. 1,499 56 Six Flags * 4,400 24 Sonic * 2,362 61 Speedway Motorsports 1,800 60 Station Casinos 2,750 135 Steak 'N Shake * 1,200 21 The Cheesecake Factory * 2,050 89 Triarc, Class B ss. 2,900 33 Vail Resorts * 1,500 27 WMS Industries *ss. 1,300 33 Wyndham International, Class A * 4,400 4 Wynn Resorts *ss. 3,500 181 3,998 Household Durables 2.2% American Greetings, Class A * 3,000 75 Applica * 1,300 5 Beazer Homes ss. 550 59 Blyth Industries 2,000 62 Brillian Corp *ss. 237 1 Brookfield Homes 1,200 32 Champion Enterprises * 4,800 49 D. R. Horton 10,013 332 Department 56 *ss. 1,400 23 Emerson Radio Corporation *ss. 2,700 7 Enesco Group * 1,800 12 Ethan Allen Interiors 1,500 52 Flexsteel Industries 900 16 Foamex International *ss. 1,700 6 Furniture Brands International 2,300 58 Harman International 2,740 295 Helen of Troy Limited *ss. 1,100 30 Hovnanian Enterprises * 2,440 98 Jarden *ss. 1,250 46 Kimball International, Class B 1,700 24 Knape & Vogt Manufacturing 1,400 19 La-Z-Boy ss. 2,600 39 Lennar, Class A 6,628 315 Levitt, Class A 1,075 25 Libbey 600 11 MDC Holdings 1,504 110 Meritage *ss. 700 55 Mohawk Industries * 2,954 235 NVR * 280 154 Oneida *ss. 500 1 Palm Harbor Homes *ss. 1,100 19 Rayovac * 1,400 37 Russ Berrie ss. 1,100 22 Ryland Group 930 86 Skyline 400 16 Standard Pacific 1,400 79 Stanley Furniture 600 26 Technical Olympic USA ss. 2,150 61 Tempur-Pedic *ss. 4,100 61 Toll Brothers *ss. 3,200 148 Tupperware 2,400 41 Universal Electronics * 1,200 20 WCI Communities * 2,100 49 Yankee Candle Company * 2,400 70 2,981 Internet & Catalog Retail 0.8% 1-800-Flowers.com *ss. 3,100 26 Alloy Online *ss. 3,200 12 Amazon.com *ss. 17,100 699 Blue Nile *ss. 700 24 Bluefly *ss. 2,600 5 Coldwater Creek * 1,912 40 Drugstore.com * 4,100 14 Global Sports *ss. 3,700 33 Hollywood Media * 1,300 4 Insight Enterprises * 1,900 32 J. Jill Group *ss. 1,450 29 Mediabay * 3,800 1 Netflix *ss. 2,400 37 Orbitz, Class A *ss. 1,700 46 Overstock.com *ss. 900 33 PC Mall *ss. 800 12 priceline.com *ss. 2,033 45 Sportsman's Guide *ss. 200 4 ValueVision International * 1,600 21 1,117 Leisure Equipment & Products 0.4% Action Performance Cos ss. 1,200 12 Arctic Cat 857 22 Callaway Golf 3,800 40 JAKKS Pacific *ss. 1,300 30 Johnson Outdoors, Class A * 700 14 K2 * 1,800 26 Leapfrog Enterprises *ss. 1,200 24 MarineMax * 800 18 Marvel Enterprises *ss. 4,199 61 Nautilus Group ss. 1,337 30 Oakley ss. 3,400 41 Polaris Industries ss. 1,900 106 RC2 Corporation * 900 30 SCP Pool 1,612 43 Steinway Musical Instruments * 600 16 The Boyds Collection * 2,700 6 Travis Boats & Motors * 7,800 4 523 Media 6.3% 4Kids Entertainment *ss. 1,100 22 Acme Communications *ss. 1,700 10 ADVO 1,550 48 AMC Entertainment * 1,700 32 APAC TeleServices * 5,100 8 Arbitron * 1,600 59 Beasley Broadcast Group, Class A * 1,200 19 Belo Corporation, Class A 5,000 113 Cablevision Systems, Class A *ss. 12,960 263 Cadmus Communications ss. 1,500 22 Catalina Marketing ss. 2,250 52 Charter Communications, Class A *ss. 13,400 36 Citadel Broadcasting * 5,500 70 Cox Communications * 25,045 830 Cox Radio, Class A * 1,700 25 Crown Media, Class A *ss. 2,700 23 Cumulus Media, Class A * 2,005 29 Daily Journal * 600 22 Digital Generation Systems * 5,200 7 Directv * 58,979 1,037 EchoStar Communications, Class A * 9,800 305 EMAK Worldwide * 800 8 Emmis Communications * 2,600 47 Entercom Communications * 2,300 75 Entravision Communications, Class A * 3,844 29 Fisher Communications *ss. 500 24 Fox Entertainment Group, Class A * 18,100 502 Gemstar TV Guide *ss. 18,900 107 Getty Images * 2,400 133 Grey Global Group ss. 70 70 Harris Interactive * 4,300 28 Harte-Hanks 3,550 89 Hearst-Argyle Television 3,191 78 Hollinger International ss. 4,000 69 Information Holdings *ss. 1,200 33 Insight Communications *ss. 2,900 25 Insignia Systems * 700 1 Interactive Data *ss. 3,700 70 John Wiley & Sons 2,500 80 Journal Communications, Class A 3,200 56 Journal Register * 2,000 38 Lamar Advertising * 3,800 158 Lee Enterprises 2,100 97 Liberty 800 32 Liberty Media, Class A * 124,775 1,088 Liberty Media International, Series A * 5,683 190 LIN TV, Class A * 1,500 29 LodgeNet Entertainment * 1,100 14 McClatchy 1,900 135 Media General, Class A 1,000 56 Mediacom Communications *ss. 3,700 24 Metro Goldwyn Mayer * 10,000 116 Navarre *ss. 1,500 22 Paxson Communications *ss. 6,000 8 Pegasus Communications *ss. 400 3 Penton Media * 1,700 0 Pixar *ss. 2,500 197 Playboy Enterprises, Class B *ss. 2,000 20 Primedia * 9,236 22 ProQuest *ss. 1,300 33 Pulitzer 400 20 R.H. Donnelley * 1,600 79 Radio One * 4,400 63 Reader's Digest 3,900 57 Regal Entertainment Group, Class A ss. 6,000 115 Regent Communications * 3,100 18 Rentrak *ss. 1,000 9 Saga Communications * 1,150 19 Salem Communications, Class A *ss. 1,200 30 Scholastic * 1,600 49 Scripps, Class A 6,640 317 Sinclair Broadcasting, Class A ss. 2,700 20 Sirius Satellite Radio *ss. 52,500 168 Spanish Broadcasting, Class A * 2,500 25 TiVo *ss. 4,000 26 Unitedglobalcom, Class A * 16,800 125 Valassis Communications * 2,300 68 Value Line ss. 400 15 Washington Post, Class B 400 368 Westwood One * 4,100 81 XM Satellite Radio Holdings, Class A *ss. 8,200 254 Young Broadcasting * 1,400 15 8,779 Multiline Retail 0.6% 99 Cents Only Stores *ss. 3,365 48 Bon-Ton Stores ss. 1,600 20 Dollar Tree Stores * 5,225 141 Fred's ss. 1,525 27 Kmart *ss. 3,900 341 Neiman Marcus, Class A 2,300 132 Saks 5,675 68 Shopko Stores *ss. 2,000 35 Tuesday Morning * 1,600 50 862 Specialty Retail 3.3% Aaron Rents 1,875 41 Aaron Rents, Class A 1,575 31 Abercrombie & Fitch 4,000 126 AC Moore Arts & Crafts * 800 20 Advance Auto Parts * 3,112 107 Aeropostale * 2,550 67 American Eagle Outfitters 2,900 107 AnnTaylor Stores * 3,000 70 Asbury Automotive Group * 2,200 30 Barnes & Noble * 3,000 111 bebe stores ss. 1,500 32 Big 5 Sporting Goods *ss. 1,300 30 Blockbuster, Class A ss. 2,400 18 Borders Group 3,000 74 Buckle 1,000 27 Building Materials Holding 900 25 Burlington Coat Factory ss. 2,100 45 Cabela's, Class A *ss. 2,700 64 CarMax *ss. 4,600 99 Cato Corporation, Class A 1,500 33 Charlotte Russe Holding * 1,200 14 Charming Shoppes * 5,200 37 Chico's * 3,700 127 Christopher & Banks ss. 1,812 29 Claire's Stores 3,800 95 Cole National *ss. 600 17 Cost Plus * 800 28 CSK Auto * 2,100 28 Dick's Sporting Goods *ss. 1,400 50 Dress Barn *ss. 2,000 35 E Com *ss. 2,900 34 Electronics Boutique Holdings *ss. 900 31 Finlay Enterprises * 700 14 Foot Locker 6,400 152 Genesco *ss. 1,200 28 Group One Automotive * 800 22 Guess ? * 2,100 37 Guitar Center * 1,000 43 Gymboree * 1,500 22 Hancock Fabrics ss. 1,100 13 Haverty Furniture 1,000 18 Hibbett Sporting Goods * 1,312 27 Hollywood Entertainment * 2,300 23 Hot Topic * 2,450 42 Linens 'n Things * 2,100 49 Lithia Motors, Class A 1,200 25 Men's Wearhouse * 1,600 46 Michaels Stores 2,900 172 Mothers Work *ss. 700 10 Movie Gallery ss. 1,300 23 O'Reilly Automotive *ss. 2,200 84 Pacific Sunwear * 3,325 70 Party City *ss. 1,500 22 Payless Shoesource * 2,715 27 Pep Boys ss. 2,400 34 Petco * 2,400 78 PETsMART 6,200 176 Pier 1 Imports 4,000 72 Pomeroy Computer Resources * 1,400 18 Regis 2,000 80 Rent Way *ss. 2,000 14 Rent-A-Center * 3,150 81 Restoration Hardware *ss. 4,100 21 Rex Stores *ss. 750 10 Ross Stores 6,300 148 Select Comfort *ss. 2,000 36 Sharper Image *ss. 800 17 Shoe Carnival *ss. 900 11 Sonic Automotive 1,300 26 Stage Stores * 1,000 34 Stein Mart * 2,700 41 Syms *ss. 1,400 15 Talbots 2,400 59 TBC Corp. * 1,100 25 The Children's Place * 1,100 26 The Finish Line, Class A 1,100 34 The Sports Authority * 1,196 28 Too * 1,600 29 Trans World Entertainment * 4,200 41 TSC * 1,800 57 Tweeter Home Entertainment Group *ss. 2,500 14 Ultimate Electronics *ss. 1,000 3 United Auto Group ss. 1,600 40 United Retail Group * 1,000 3 Urban Outfitters * 3,500 120 Weight Watchers *ss. 4,500 175 West Marine *ss. 1,400 30 Wet Seal, Class A *ss. 1,875 3 Whitehall Jewellers *ss. 1,200 10 Williams-Sonoma * 4,900 184 Wilsons Leather *ss. 1,900 10 Winmark *ss. 1,200 29 Zale * 2,400 67 4,550 Textiles, Apparel, & Luxury Goods 0.8% Brown Shoe 1,100 28 Burke Mills *ss. 3,800 5 Charles & Colvard *ss. 700 6 Cherokee ss. 1,100 26 Columbia Sportswear *ss. 1,650 90 Culp * 2,400 18 Cutter & Buck ss. 1,500 17 Forward Industries * 2,300 5 Fossil * 3,087 96 Giant * 1,800 3 Haggar 1,000 17 K-Swiss, Class A ss. 2,000 38 Kellwood 1,200 44 Kenneth Cole Productions 1,000 28 Lazare Kaplan International *ss. 1,600 12 Madden Steven *ss. 1,200 21 Marisa Christina * 2,700 4 Mossimo * 3,300 13 Movado Group 1,600 27 Movie Star * 2,500 3 Oshkosh B'Gosh, Class A 1,100 22 Phillips-Van Heusen 1,300 29 Polo Ralph Lauren 4,200 153 Quaker Fabric ss. 1,900 12 Quiksilver * 2,700 69 Russell 1,400 24 Saucony, Class B 1,200 29 Stride Rite 2,800 29 Superior Uniform Group ss. 1,200 16 Tandy Brands 1,400 20 Tarrant Apparel *ss. 2,400 2 Timberland, Class A * 1,600 91 Unifi * 4,900 11 UniFirst 900 26 Weyco Group ss. 600 22 Wolverine World Wide 1,800 45 1,101 Total Consumer Discretionary 25,149 CONSUMER STAPLES 3.5% Beverages 0.3% Chalone Wine Group *ss. 1,500 16 Coca-Cola Bottling 500 27 Constellation Brands * 4,600 175 Midwest Grain Products ss. 1,800 18 National Beverage * 2,000 16 PepsiAmericas 6,400 122 Robert Mondavi * 800 31 Willamette Valley Vineyards *ss. 2,700 6 411 Food & Staples Retailing 0.6% 7-Eleven * 4,800 96 Arden Group, Class A ss. 200 17 BJ's Wholesale Club * 3,100 85 Casey's General Stores 1,900 35 Fresh Brands ss. 800 6 Great Atlantic & Pacific Tea *ss. 3,600 22 Longs Drug Stores ss. 1,600 39 Marsh Supermarkets ss. 1,500 17 Nash Finch ss. 500 16 Pathmark Stores * 2,000 10 Performance Food Group *ss. 1,900 45 PriceSmart *ss. 1,500 11 Rite Aid * 21,900 77 Ruddick 2,200 43 Smart & Final * 1,800 30 United Natural Foods * 1,800 48 Weis Markets 1,000 34 Whole Foods Market 2,600 223 Wild Oats Markets *ss. 1,400 12 866 Food Products 2.0% Alico 600 26 American Italian Pasta, Class A ss. 600 16 Bridgford Foods ss. 1,000 8 Bunge Limited 2,600 104 Chiquita * 2,100 37 Corn Products International 1,500 69 Cuisine Solutions * 4,500 9 Dean Foods * 6,758 203 Del Monte Foods * 8,600 90 Delta Pine & Land 1,700 46 Farmer Bros. ss. 700 19 Flowers Foods 1,710 44 Fresh Del Monte Produce ss. 2,500 62 Green Mountain Coffee *ss. 800 17 Hain Celestial Group * 2,100 37 Hormel Foods 5,500 147 Interstate Bakeries ss. 1,900 7 J & J Snack Foods * 700 30 J.M. Smucker 2,336 104 Kraft Foods, Class A 26,800 850 Lancaster Colony 1,600 67 Lance 1,100 18 Lifeway Foods *ss. 1,800 19 Maui Land & Pineapple *ss. 600 19 Peet's Coffee & Tea *ss. 1,100 26 Pilgrim's Pride ss. 2,700 73 Ralcorp Holdings * 1,200 43 Rocky Mountain Chocolate Factory ss. 2,422 30 Sanderson Farms ss. 750 25 Seaboard 50 29 Smithfield Foods * 4,700 118 Tootsie Roll Industries 1,993 58 Tyson Foods, Class A 14,719 236 Zapata Corporation * 400 24 2,710 Household Products 0.2% Central Garden & Pet *ss. 900 28 Church & Dwight 2,550 71 Energizer * 3,400 157 Katy Industries * 1,700 9 Oil-Dri 1,800 27 292 Personal Products 0.3% Chattem * 1,300 42 Del Laboratories 551 18 Elizabeth Arden * 1,600 34 Estee Lauder, Class A 5,200 217 Inter Parfums ss. 1,400 19 NBTY *ss. 2,800 61 Nu Skin Asia Pacific, Class A 2,900 68 Playtex Products * 3,000 19 Revlon, Class A * 1,300 3 481 Tobacco 0.1% DiMon 1,900 11 Standard Commercial 600 9 Star Scientific *ss. 2,500 15 Universal Corporation 1,200 54 Vector Group ss. 2,110 32 121 Total Consumer Staples 4,881 ENERGY 5.8% Energy Equipment & Services 2.4% Atwood Oceanics * 700 33 Cal Dive International * 1,700 61 Carbo Ceramics 600 43 Cooper Cameron * 2,300 126 Dawson Geophysical * 200 4 Diamond Offshore Drilling ss. 5,600 185 Dril-Quip * 1,400 31 ENSCO International 5,900 193 FMC Technologies * 2,800 94 Global Industries * 4,800 30 GlobalSantaFe 10,159 311 Grant Prideco * 5,090 104 Grey Wolf * 8,200 40 Gulf Island Fabrication 1,100 25 Gulfmark Offshore * 1,600 26 Hanover Compressor * 3,800 51 Helmerich & Payne 2,300 66 Horizon Offshore *ss. 1,300 1 Hydril * 900 39 Input/Output *ss. 2,900 30 Key Energy Services * 5,100 56 Lone Star Technologies * 1,310 49 Matrix Service *ss. 2,200 11 Maverick Tube * 1,900 59 NATCO Group, Class A *ss. 1,200 10 National Oilwell * 3,400 112 Newpark Resources * 3,000 18 NS Group * 2,000 37 Oceaneering International * 1,000 37 Offshore Logistics * 900 31 Oil States International * 2,300 43 Omni Energy Services *ss. 1,900 7 Parker Drilling * 6,500 24 Patterson-UTI Energy 7,200 137 Petroleum Helicopters *ss. 300 7 Pride International * 5,500 109 Seacor Holdings * 900 42 Smith International * 4,500 273 Superior Energy * 3,600 46 TETRA Technologies * 950 29 Tidewater 2,400 78 Todco, Class A * 3,100 54 Torch Offshore *ss. 2,500 6 Trico Marine Services * 3,100 0 Unit * 2,100 74 Universal Compression Holdings * 1,300 44 Varco International * 4,311 116 Veritas DGC * 1,700 39 W-H Energy Services * 1,400 29 Weatherford International * 5,490 280 3,350 Oil & Gas 3.4% Adams Resources & Energy 2,300 31 Berry Petroleum, Class A ss. 1,000 37 BP Prudhoe Bay Royalty Trust ss. 1,300 51 Buckeye Partners, Equity Units *ss. 1,400 62 Cabot Oil & Gas 1,600 72 Callon Petroleum *ss. 1,200 15 Carrizo Oil & Gas *ss. 2,300 22 Castle Energy 1,400 16 Chesapeake Energy ss. 9,800 155 Cimarex Energy * 2,040 71 Comstock Resources * 1,400 29 Cross Timbers Royalty Trust ss. 953 32 Denbury Resources * 2,000 51 Edge Petroleum *ss. 2,000 32 Encore Acquisition * 1,100 38 Energy Partners *ss. 1,500 24 Enterprise Products Partners, Equity Units *ss. 9,100 211 Forest Oil * 2,500 75 Frontier Oil 1,600 38 General Maritime *ss. 1,700 59 Georesources *ss. 3,100 7 Giant Industries * 1,900 46 GMX Resources *ss. 2,300 16 Harken Energy * 8,500 4 Houston Exploration * 1,200 71 Hugoton Royalty Trust ss. 2,000 56 Kaneb Services * 900 29 KCS Energy * 4,300 60 Kinder Morgan Management 1,995 83 Magellan Midstream Partners *ss. 1,000 55 Magellan Petroleum * 5,100 7 Magnum Hunter Resources * 3,200 37 Maritrans ss. 1,100 17 Markwest Hydrocarbon 2,350 35 Meridian Resource *ss. 4,200 37 Murphy Oil 4,060 352 Newfield Exploration * 2,400 147 Noble Energy 2,400 140 OMI 3,600 58 Patina Oil & Gas 3,274 97 Penn Virginia 800 32 Petrohawk Energy * 1,350 11 Petroleum Development *ss. 1,400 61 Pioneer Natural Resources ss. 4,700 162 Plains All American Pipeline *ss. 2,400 86 Plains Exploration & Production * 3,606 86 Pogo Producing 2,600 123 Premcor * 3,700 142 PYR Energy *ss. 7,400 9 Quicksilver Resources *ss. 2,800 92 Range Resources 2,600 45 Remington Oil & Gas * 1,500 39 Southwestern Energy * 1,500 63 Spinnaker Exploration * 1,300 46 St. Mary Land Exploration 1,300 52 Stone Energy * 1,100 48 Swift Energy * 1,900 46 Syntroleum *ss. 4,900 34 TC Pipelines *ss. 1,000 37 Teppco Partners *ss. 2,600 108 Tesoro Petroleum * 2,900 86 TransMontaigne *ss. 3,600 21 Ultra Petroleum * 3,600 177 Vintage Petroleum 2,600 52 Western Gas Resources 3,000 86 Whiting Petroleum * 800 24 World Fuel Services 800 29 XTO Energy 10,857 353 4,625 Total Energy 7,975 FINANCIALS 26.0% Capital Markets 1.4% A.G. Edwards 3,400 118 Affiliated Managers Group *ss. 1,500 80 AmeriTrade * 18,200 219 Blackrock 900 66 Eaton Vance 3,100 125 Gabelli Asset Management, Class A ss. 500 21 Greenhill ss. 1,400 33 Harris & Harris Group *ss. 2,500 26 International Assets Holding *ss. 1,800 14 Investment Technology Group * 2,350 36 Investors Financial Services 2,700 122 Jefferies Group 2,700 93 John Nuveen 4,200 124 Kirlin Holding * 800 2 Knight/Trimark Group * 4,600 43 LaBranche & Co. *ss. 2,600 22 Legg Mason 4,200 224 MCG Capital ss. 1,600 28 National Financial Partners 1,700 61 Piper Jaffray Cos * 800 32 Raymond James Financial 3,050 74 Sanders Morris Harris Group ss. 2,600 31 SEI 4,700 158 Southwest Securities 1,283 21 Waddell & Reed Financial, Class A 4,150 91 Westwood Holdings Group ss. 620 11 1,875 Commercial Banks 5.7% 1st Source ss. 1,041 27 Abigail Adams ss. 200 3 Alabama National Bancorp ss. 700 42 Amcore Financial 1,200 34 Arrow Financial ss. 659 20 Associated Banc Corp. 4,854 156 BanCorpSouth 3,325 76 BancTrust Financial Group 400 8 Bank of Hawaii 2,400 113 Banknorth Group 7,195 252 Banner ss. 960 28 Bay View Capital 480 8 BNCCORP *ss. 300 4 BOK Financial 2,536 113 Boston Private Financial ss. 1,459 36 BWC Financial ss. 1,025 22 Camden National ss. 900 31 Capital Corp of the West ss. 771 33 Cathay Bancorp 2,474 92 Center Bancorp ss. 970 12 Century Bancorp, Class A ss. 600 19 Chemical Financial 873 32 Chittenden 2,112 58 Citizens Banking ss. 2,000 65 City Holding Company 500 16 City National 2,200 143 CoBiz ss. 1,650 27 Codorus VY Bancorp 420 8 Colonial BancGroup 5,600 115 Commerce Bancorp ss. 3,250 179 Commerce Bancshares 2,963 142 Community Banks ss. 1,044 30 Community Bankshares of Indiana 1,100 24 Community First Bankshares 2,000 64 Compass Bancshares 5,150 226 CPB 1,273 35 Cullen/Frost Bankers 2,200 102 CVB Financial ss. 2,196 49 East West Bancorp 2,200 74 Farmers Capital Bank ss. 700 24 First Charter ss. 1,400 34 First Citizens Bancshares 400 47 First Commonwealth Financial ss. 3,200 44 First Community Bancorp 600 25 First Financial Bancorp 2,402 41 First Financial Bankshares ss. 712 29 First Indiana ss. 1,075 22 First M & F Corporation ss. 500 17 First Merchants ss. 1,083 27 First Midwest Bancorp 2,056 71 First National Bankshares 1,891 46 First of Long Island ss. 450 19 First Republic Bank 850 39 First United 800 16 FirstBank Puerto Rico 2,000 97 FirstMerit 3,900 103 FNB Corp. of North Carolina ss. 700 12 FNB Corp. ss. 1,836 41 Frontier Financial ss. 1,200 42 Fulton Financial 5,468 117 German American Bancorp ss. 1,189 20 Glacier Bancorp ss. 1,612 47 Gold Banc ss. 2,000 27 Greater Bay Bancorp ss. 2,206 63 Greater Community Bancorp ss. 1,050 15 Hancock Holding 1,500 48 Harleysville National ss. 1,141 28 Hibernia, Class A 6,800 180 Hudson United Bancorp 2,056 76 IBERIABANK ss. 500 29 Independent Bank 1,100 34 Integra Bank ss. 1,100 24 Interchange Financial Services ss. 1,200 29 International Bancshares 2,078 76 Irwin Financial ss. 1,500 39 Main Street Banks ss. 1,000 31 MB Financial ss. 1,400 55 Mercantile Bankshares 3,500 168 Mid-State Bancshares ss. 900 23 Midsouth Bancorp ss. 990 33 Midwest Banc Holdings ss. 1,400 27 MidWestOne Financial ss. 1,000 18 National Penn Bancshares ss. 1,187 38 NBT Bancorp 1,780 42 Northern States Financial ss. 700 19 Northrim Bank 700 15 Old National Bancorp ss. 2,879 72 Omega Financial ss. 800 28 Oriental Financial Group ss. 1,127 30 Pacific Capital Bancorp 2,488 74 Park National ss. 625 80 Peoples Holding ss. 600 20 Popular 11,600 305 PrivateBancorp ss. 1,200 32 Prosperity Bancshares ss. 1,300 35 Provident Bankshares 1,551 52 Redwood Empire Bancorp 450 13 Republic Bancorp 3,596 55 S&T Bancorp ss. 1,300 46 Sandy Spring Bancorp ss. 700 23 Santander Bancorp ss. 1,875 47 Signature Bank *ss. 1,000 27 Silicon Valley Bancshares * 1,500 56 Sky Financial 4,714 118 South Financial Group 3,054 86 Southwest Bancorp of Texas 3,100 62 Southwest Bancorp of Oklahoma ss. 1,300 29 State Bancorp 1,126 25 Sterling Bancshares 2,450 33 Sterling Financial (Pennsylvania) ss. 1,593 43 Suffolk Bancorp ss. 800 24 Summit Bancshares ss. 700 23 Susquehanna Bancshares 2,050 50 SY Bancorp ss. 1,100 25 TCF Financial 6,400 194 Texas Regional Bancshares, Class A 1,891 59 The Savannah Bancorp ss. 740 20 Trustco Bank ss. 3,700 47 Trustmark 2,300 71 U.S.B. Holding Company 1,535 39 UCBH Holdings 2,200 86 UMB Financial ss. 756 36 Umpqua Holdings Corporation ss. 1,900 43 Union Bankshares ss. 753 23 UnionBancal 6,400 379 United Bankshares 2,000 69 United Community Banks ss. 1,650 40 Unizan Financial ss. 776 21 Valley National Bancorp ss. 4,325 110 WesBanco ss. 1,300 38 West Coast Bancorp ss. 1,220 25 WestAmerica 1,400 77 Westbank ss. 882 18 Westcorp 2,200 94 Whitney Holding 1,600 67 Wilmington Trust 3,000 109 Wintrust Financial ss. 900 52 7,865 Consumer Finance 0.6% Advanta, Class A 1,466 33 AmeriCredit * 6,600 138 Asta Funding ss. 1,200 19 Cash America Investments 1,400 34 CompuCredit * 2,400 45 First Cash * 1,800 36 First Marblehead *ss. 2,700 125 Metris Companies *ss. 4,050 40 Moneygram International 3,900 67 Nelnet, Class A *ss. 2,200 49 Student Loan 1,020 145 WFS Financial 1,800 84 World Acceptance *ss. 1,700 39 854 Diversified Financial Services 0.8% Alliance Capital ss. 3,200 114 California First National Bancorp 500 7 CapitalSource *ss. 4,900 109 Chicago Mercantile Exchange Holdings ss. 1,400 226 CIT Group 8,800 329 Encore Capital *ss. 2,100 39 eSpeed * 1,700 17 Financial Federal * 700 26 GATX 1,600 43 Instinet Group * 14,400 72 Leucadia National ss. 3,036 172 PDS Gaming *ss. 3,000 6 Transnational Financial Network * 3,400 2 1,162 Insurance 7.1% 21st Century Insurance Group ss. 3,300 44 Alfa ss. 3,700 52 Allmerica Financial * 2,300 62 American Financial Group 2,900 87 American Medical Security *ss. 1,100 35 American National Insurance 1,050 102 AmerUs Life ss. 1,700 70 Arch Capital Group * 1,500 58 Argonaut Group *ss. 1,600 30 Arthur J. Gallagher ss. 4,100 136 Assurant 5,900 153 Baldwin & Lyons, Class B ss. 1,075 27 BancInsurance * 2,310 17 Berkshire Hathaway, Class A * 52 4,506 Brown & Brown 2,700 123 Citizens ss. 2,477 15 Clark * 1,300 18 CNA Financial * 9,900 238 CNA Surety * 2,000 21 Commerce Group 1,300 63 Conseco * 6,100 108 Cotton States Life Insurance 2,100 41 Danielson *ss. 1,900 12 Delphi Financial, Class A 1,406 56 Erie Indemnity, Class A ss. 2,700 138 FBL Financial Group, Class A 1,532 40 Fidelity National Financial 7,250 276 Financial Industries Corporation *ss. 800 7 First American Financial 3,800 117 FPIC Insurance Group *ss. 700 18 Genworth Financial, Class A * 20,900 487 Great American Financial Resources 2,600 40 Harleysville Group 1,100 23 HCC Insurance Holdings 2,800 84 Hilb Rogal and Hobbs ss. 1,300 47 Horace Mann Educators 2,100 37 Infinity Property & Casualty 1,100 32 Kansas City Life Insurance ss. 500 21 LandAmerica Financial Group 800 36 Markel *ss. 460 142 Merchants Group 600 14 Mercury General 2,400 127 Midland 1,200 33 Nationwide Financial Services, Class A 2,400 84 Navigators Group * 700 20 Odyssey Re Holdings ss. 3,000 66 Ohio Casualty * 2,800 59 Old Republic International 7,225 181 Penn-America Group 1,950 26 Philadelphia Consolidated * 900 50 Phoenix Companies ss. 4,000 42 PMA Capital, Class A *ss. 1,200 9 Presidential Life ss. 1,500 26 ProAssurance * 1,320 46 Protective Life 3,200 126 Reinsurance Group of America 2,550 105 RLI ss. 1,000 38 Selective Insurance 1,300 48 StanCorp Financial Group 1,300 93 Standard Management * 1,400 4 State Auto Financial 1,800 52 Stewart Information Services 1,100 43 Transatlantic Holdings 2,881 157 Triad Guaranty * 600 33 U.S.I. Holdings *ss. 1,900 26 UICI 2,100 69 United Fire & Casualty ss. 600 34 Unitrin 2,900 121 Universal American Financial * 3,200 41 Vesta Insurance ss. 1,600 7 W. R. Berkley 3,575 151 Wesco Financial 310 109 White Mountains Insurance Group ss. 350 184 Zenith National 700 30 9,873 Real Estate 7.4% Agree Realty, REIT 800 23 Alexanders, REIT *ss. 200 40 Alexandria Real Estate, REIT 800 53 AMB Property, REIT 3,600 133 American Financial Realty, REIT 4,700 66 American Home Mortgage Holdings, REIT ss. 2,195 61 American Mortgage Acceptance, REIT 1,500 25 American Real Estate * 1,800 38 AmeriVest Properties, REIT ss. 3,000 20 Amli Residential Properties, REIT 1,100 34 Annaly Mortgage Management, REIT ss. 5,100 87 Anthracite Capital, REIT 1,800 20 Archstone-Smith Trust, REIT 8,387 265 Arden Realty, REIT 2,700 88 Avalonbay Communities, REIT 2,984 180 Bedford Property Investors, REIT 900 27 BNP Residential Properties, REIT ss. 700 10 Boston Properties, REIT 4,700 260 Brandywine Realty Trust, REIT 1,800 51 BRE Properties, Class A, REIT 2,100 81 Camden Property Trust, REIT 1,600 74 Capital Automotive, REIT 1,500 47 Capital Properties, Class A ss. 1,200 18 Capital Properties, Class B ** 120 0 CarrAmerica Realty, REIT 2,200 72 Catellus Development, REIT 4,203 111 CB Richard Ellis Group, Class A * 3,100 72 CBL & Associates Properties, REIT 1,500 91 Centerpoint Properties, REIT 2,000 87 Chelsea GCA, REIT ss. 2,000 134 Colonial Properties Trust, REIT 1,000 40 Commercial Net Lease Realty, REIT 2,200 40 Cornerstone Realty Income Trust, REIT ss. 2,300 22 Corporate Office Properties Trust, REIT 1,900 49 Cousins Properties, REIT 2,450 84 Crescent Real Estate Equities, REIT 4,200 66 CRT Properties, REIT 1,400 30 Developers Diversified Realty, REIT 4,338 170 Duke Realty, REIT 6,190 206 EastGroup Properties, REIT 1,000 33 Entertainment Properties, REIT 1,300 49 Equity Inns, REIT 2,500 25 Equity One, REIT ss. 3,500 69 Essex Property Trust, REIT 1,100 79 Federal Realty Investment Trust, REIT 2,300 101 Felcor Lodging Trust, REIT *ss. 2,400 27 First Industrial Realty, REIT 1,900 70 Forest City Enterprises, Class A 2,200 121 Friedman, Billings, Ramsey Group, Class A, REIT ss. 6,125 117 Gables Residential Trust, REIT ss. 1,300 44 General Growth Properties, REIT 9,400 291 Getty Realty, REIT ss. 1,000 26 Glenborough Realty Trust, REIT 1,500 31 Glimcher Realty Trust, REIT ss. 1,300 32 Global Signal, REIT 2,100 48 Health & Retirement Properties, REIT 7,700 85 Health Care, REIT 2,200 77 Health Care Property Investors, REIT 5,600 146 Healthcare Realty Trust, REIT 2,100 82 Heritage Property Investment Trust, REIT 2,000 58 Hersha Hospitality Trust, REIT 2,000 19 Highwoods Properties, REIT 2,300 57 Home Properties of New York, REIT 1,500 59 Hospital Properties Trust, REIT 3,000 127 Host Marriott, REIT * 14,274 200 Impac Mortgage Holdings, REIT 3,000 79 Innkeepers USA, REIT 2,600 32 Investors Real Estate Trust, REIT ss. 3,000 30 IStar Financial, REIT 4,773 197 Jones Lang Lasalle * 1,500 50 Kilroy Realty, REIT 1,400 53 Kimco Realty, REIT 4,650 239 Kramont Realty Trust, REIT ss. 1,600 30 LaSalle Hotel Properties, REIT 1,400 39 Lexington Corporate Properties, REIT 2,000 43 Liberty Property Trust, REIT 3,500 139 LNR Property 800 50 LTC Properties, REIT 2,400 43 Macerich Company, REIT 2,500 133 Mack-Cali Realty, REIT 2,500 111 Maguire Properties, REIT 1,800 44 Manufactured Home Communities, REIT 900 30 MeriStar Hospitality, REIT * 4,400 24 Mid-America Apartment Communities, REIT 800 31 Mills, REIT 2,200 114 Monmouth Real Estate Investment, Class A, REIT 1,800 15 National Health Investors, REIT 1,600 46 National Health Realty, REIT ss. 1,100 21 Nationwide Health Properties, REIT 3,300 68 New Century Financial, REIT ss. 1,600 96 New Plan Excel Realty, REIT 4,300 108 Newcastle Investment, REIT 1,400 43 NovaStar Financial, REIT ss. 1,800 78 Pan Pacific Retail Properties, REIT 1,800 97 Parkway Properties, REIT ss. 400 19 Pennsylvania, REIT 1,581 61 Pittsburgh & West Virginia Railroad, REIT ss. 1,500 13 PMC Commercial Trust, REIT 1,688 26 Post Properties, REIT 2,000 60 Prentiss Properties Trust, REIT 1,800 65 PS Business Parks, REIT 800 32 Public Storage, REIT 5,500 273 Ramco-Gershenson Properties, REIT ss. 1,200 33 Rayonier, REIT 2,371 107 Realty Income, REIT ss. 1,800 81 Reckson Associates Realty, REIT 2,700 78 Redwood Trust, REIT ss. 900 56 Regency Centers, REIT 2,800 130 Resource Asset Investment Trust, REIT 1,400 38 Rouse, REIT 4,400 294 Saul Centers, REIT 1,400 46 Senior Housing Properties, REIT 2,460 44 Shelbourne Properties II, REIT ** 200 3 Shelbourne Properties III, REIT ** 1,200 1 Shurgard Storage Centers, REIT 2,100 81 Sizeler Property Investors, REIT ss. 1,100 10 SL Green Realty, REIT 1,700 88 St. Joe 3,200 153 Strategic Hotel Capital, REIT 1,500 20 Summit Properties, REIT 1,400 38 Sun Communities, REIT 1,100 43 Tanger Factory Outlet Centers, REIT 800 36 Taubman Centers, REIT 2,000 52 Thornburg Mortgage, REIT ss. 3,500 102 Trammell Crow * 1,400 22 Trizec Properties, REIT 6,300 101 United Dominion Realty Trust, REIT 5,600 111 Universal Health Realty Income Trust, REIT ss. 1,000 30 Urstadt Biddle Properties, Class A, REIT ss. 1,500 23 Urstadt Biddle Properties, REIT 1,500 22 Vencor, REIT 3,900 101 Vornado Realty Trust, REIT 5,400 338 Washington SBI, REIT 2,100 64 Weingarten Realty Investors, REIT 3,650 121 Wellsford Real Properties * 900 14 WP Carey & Co ss. 1,500 45 10,206 Thrifts & Mortgage Finance 3.0% Ameriana Bancorp 960 16 Anchor Bancorp Wisconsin ss. 1,000 26 Astoria Financial 3,500 124 Bank Mutual 4,234 51 BankAtlantic, Class A 2,700 49 BankUnited Financial * 1,700 50 BostonFed Bancorp 600 26 Brookline Bancorp ss. 2,249 35 Camco 700 10 Capital Crossing Bank * 1,000 25 Capitol Federal Financial ss. 3,200 103 Charter Financial ss. 800 27 Charter Municipal Mortgage Acceptance ss. 1,700 37 Commercial Federal 2,000 54 Cooperative Bankshares ss. 1,100 26 CORUS Bankshares 1,600 69 Delta Financial ss. 3,100 27 Dime Community Bancshares 2,100 35 Doral Financial 4,800 199 Downey Financial 1,200 66 Federal Agricultural Mortgage Corporation, Class A * 700 13 First Busey ss. 1,500 29 First Federal Bancorp of Ohio 1,300 17 First Federal Bancshares of Arkansas 1,500 31 First Niagra Financial 3,871 52 First Place Financial ss. 1,749 35 FirstFed Financial * 800 39 Flagstar Bancorp ss. 2,750 59 Flushing Financial 1,575 30 Fremont General ss. 3,500 81 Greenpoint Financial 5,850 271 Harbor Florida Bancshares 1,400 44 Hingham Institution for Savings ss. 400 17 Home Federal Savings Bank 400 10 Horizon Financial ss. 1,025 20 Hudson City Bancorp 8,400 300 Independence Community Bank 3,954 154 IndyMac Mortgage Holdings 2,600 94 Logansport Financial 800 15 MAF Bancorp 1,853 80 Matrix Bancorp * 1,300 16 Net Bank ss. 2,269 23 New Hampshire Thrift 400 11 New York Community Bancorp ss. 11,714 241 Newalliance Bancshares 4,900 70 NewMil Bancorp 700 21 Northwest Bancorp 2,500 57 Ocwen Financial *ss. 2,400 22 People's Bank 4,050 145 Peoples Community Bancorp 600 14 PFF Bancorp 980 37 PMI Group 4,100 166 Pocahontas Bancorp 1,000 17 Provident Bancorp 3,102 36 Provident Financial Services 3,400 59 R&G Financial, Class B 1,600 62 Radian 4,008 185 Riverview Bancorp ss. 500 11 Sound Federal Bancorp 1,390 20 Sovereign Bancorp 643 14 Sterling Financial (Washington) 1,412 50 Union Community Bancorp 900 16 W Holdings Company 4,819 92 Washington Federal 3,817 96 Washington Savings Bank ss. 1,300 17 Waypoint Financial 1,995 55 Webster Financial 2,156 106 Western Ohio Financial 800 27 Woronoco Bancorp ss. 600 23 WSFS Financial 700 35 4,190 Total Financials 36,025 HEALTH CARE 11.1% Biotechnology 3.6% Abgenix * 4,300 42 Affymetrix *ss. 2,660 82 Albany Molecular Research *ss. 2,300 22 Alexion Pharmaceutical *ss. 1,200 22 Alkermes *ss. 4,400 51 Allos Therapeutics *ss. 2,500 5 Amylin Pharmaceuticals *ss. 4,100 84 Aphton *ss. 3,600 13 Arena Pharmaceuticals *ss. 2,500 11 Ariad Pharmaceuticals *ss. 2,900 19 Arqule *ss. 3,000 14 Array BioPharma *ss. 3,200 22 AVI BioPharma *ss. 3,100 6 Avigen *ss. 1,600 6 BioCryst Pharmaceuticals *ss. 1,800 9 BioMarin Pharmaceutical *ss. 3,800 20 Biopure * 4,700 2 BioSource International *ss. 2,400 17 BioSphere Medical * 2,100 7 Celera Genomics * 2,993 35 Celgene * 3,500 204 Cell Genesys * 2,800 25 Cell Therapeutics *ss. 3,400 23 Cephalon *ss. 2,300 110 Cepheid *ss. 2,900 25 Charles River Laboratories International * 1,900 87 Ciphergen Biosystems *ss. 3,000 12 Corixa *ss. 4,501 19 Cubist Pharmaceuticals *ss. 1,900 19 CuraGen *ss. 3,100 17 CV Therapeutics *ss. 1,900 24 Digene * 1,200 31 Diversa * 2,750 23 Dyax *ss. 1,700 13 Encysive Pharmaceuticals *ss. 4,000 36 EntreMed *ss. 1,600 3 Enzo Biochem *ss. 2,019 30 Enzon Pharmaceuticals * 2,070 33 EXACT Sciences *ss. 4,000 13 Exelixis * 2,600 21 Eyetech Pharmaceuticals *ss. 1,700 58 Gen-Probe * 2,200 88 Genaera Pharmaceuticals *ss. 3,500 14 Gene Logic *ss. 3,160 12 Genecor International * 2,600 42 Genentech * 27,840 1,459 Harvard Bioscience *ss. 2,600 11 Human Genome Sciences *ss. 5,080 55 ICOS *ss. 2,700 65 Idenix Pharmaceuticals * 2,100 34 ILEX Oncology * 2,000 50 Imclone Systems * 3,343 177 Immune Response *ss. 2,900 3 ImmunoGen *ss. 3,300 17 Immunomedics *ss. 4,800 13 Incyte Genomics *ss. 4,400 42 Indevus Pharmaceuticals *ss. 3,400 24 InterMune *ss. 1,300 15 Introgen Therapeutics *ss. 2,600 16 Kosan Biosciences *ss. 2,100 12 La Jolla Pharmaceutical *ss. 4,600 14 Lexicon Genetics *ss. 4,800 32 Ligand Pharmaceuticals, Class B *ss. 3,000 30 Lipid Sciences *ss. 2,800 14 Luminex *ss. 2,600 19 Martek Biosciences *ss. 1,200 58 Matritech *ss. 2,600 3 Maxygen * 2,500 25 Medarex *ss. 5,700 42 Millennium Pharmaceuticals * 12,559 172 Myriad Genetics *ss. 1,400 24 NeoPharm *ss. 782 7 NeoRx *ss. 2,500 4 Neose Technologies *ss. 2,100 16 Neurocrine Biosciences *ss. 1,600 75 Neurogen *ss. 2,300 15 Novavax *ss. 4,000 13 NPS Pharmaceuticals *ss. 1,600 35 ONYX Pharmaceuticals *ss. 1,400 60 OraSure Technologies *ss. 2,800 18 Orchid Biosciences *ss. 3,860 31 Oscient Pharmaceuticals *ss. 4,800 17 OSI Pharmaceuticals *ss. 1,600 98 Pharmacopeia Drug Discovery * 2,100 10 Pharmacyclics *ss. 2,600 27 Pharmion * 1,300 67 Progenics Pharmaceuticals *ss. 1,400 21 Protein Design Labs * 3,900 76 Regeneron Pharmaceuticals *ss. 2,600 23 Sangamo BioSciences * 3,100 15 Savient Pharmaceuticals * 4,700 11 Seattle Genetics *ss. 3,000 20 Sequenom * 3,100 3 Seracare Life Sciences *ss. 900 11 Serologicals *ss. 1,200 28 Sirna Therapeutics *ss. 3,300 10 Tanox *ss. 1,700 29 Techne * 2,000 76 Telik *ss. 1,700 38 Third Wave Technologies *ss. 5,600 39 Titan Pharmaceuticals * 3,900 9 Transkaryotic Therapies *ss. 2,100 37 Trimeris *ss. 1,300 20 United Therapeutics * 900 31 VaxGen * 1,600 21 Vertex Pharmaceuticals *ss. 3,710 39 Vicuron Pharmaceuticals * 2,200 32 XOMA *ss. 5,100 12 4,991 Health Care Equipment & Supplies 2.7% ABIOMED *ss. 3,400 30 Advanced Neuromodulation Systems *ss. 950 29 AeroGen *ss. 3,900 9 Align Technology * 3,300 50 American Bio Medica *ss. 3,000 3 American Medical Systems * 1,400 51 Analogic 500 21 Arrhythmia Research ss. 700 18 Arrow International 1,900 57 ArthroCare *ss. 1,800 53 Beckman Coulter 2,700 151 Bio-Rad Laboratories, Class A * 1,100 56 Biosite Diagnostics *ss. 800 39 Bioveris * 2,100 13 Bruker Biosciences * 4,600 16 Candela Laser *ss. 3,200 37 Cerus *ss. 1,970 5 Closure Medical *ss. 1,100 16 Conceptus *ss. 2,000 19 CONMED * 1,450 38 Cooper Companies 1,600 110 CTI Molecular Imaging * 2,100 17 Cyberonics *ss. 1,300 27 Cytyc * 5,000 121 Dade Behring Holdings * 1,700 95 Datascope 900 34 Dentsply International 3,500 182 Diagnostic Products 1,200 49 DJ Orthopedics * 1,300 23 Edwards Lifesciences * 2,800 94 EPIX Pharmaceuticals * 1,500 29 Exactech *ss. 900 18 Haemonetics * 1,000 33 Hillenbrand Industries 2,600 131 ICU Medical *ss. 1,000 26 IDEXX Laboratories * 1,500 76 Immucor * 2,700 67 INAMED * 1,550 74 Integra LifeSciences *ss. 1,200 39 Intuitive Surgical * 1,500 37 Invacare ss. 1,500 69 Inverness Medical Innovations *ss. 1,200 25 Invitrogen * 2,275 125 Kensey Nash *ss. 900 24 Kinetic Concepts * 2,700 142 Kyphon *ss. 1,500 37 Lifecore Biomedical * 1,700 12 Matthews International, Class A 1,500 51 Medical Action Industries * 1,100 18 Medwave *ss. 1,300 6 Mentor ss. 1,800 61 Meridian Bioscience ss. 1,500 20 Merit Medical Systems * 2,065 31 Microhelix * 3,300 1 Mine Safety Appliances 1,800 73 Molecular Devices * 1,150 27 North American Scientific * 1,800 9 Novoste *ss. 900 1 Ocular Sciences * 1,100 53 PolyMedica 1,200 37 Possis * 1,300 20 ResMed *ss. 1,700 81 Respironics * 1,600 85 Rita Medical Systems *ss. 1,010 4 Rochester Medical *ss. 800 7 Sola * 1,100 21 Sonic Innovations *ss. 1,900 9 SonoSite *ss. 1,200 31 Steris * 2,800 61 SurModics *ss. 1,000 24 Sybron Dental Specialties * 1,700 50 Synovis Life Technologies *ss. 700 7 Theragenics * 1,200 4 Thoratec * 2,202 21 Trestle Holdings * 2,300 5 Trimedyne *ss. 3,000 2 Urologix *ss. 1,900 12 Varian * 1,400 53 Varian Medical Systems * 6,000 207 Ventana Medical Systems *ss. 1,000 50 Viasys Healthcare * 1,100 18 VISX * 2,700 56 Vital Signs ss. 1,000 32 West Pharmaceutical Services ss. 1,400 29 Wilson Greatbatch Technologies *ss. 900 16 Wright Medical Group * 1,300 33 Zoll Medical * 800 27 3,780 Health Care Providers & Services 3.3% Accredo Health * 2,191 52 Advisory Board * 1,000 34 Alliance Imaging * 3,400 25 Allscripts Healthcare * 2,700 24 AMERIGROUP *ss. 1,100 62 AMN Healthcare Services *ss. 1,205 14 AmSurg, Class A *ss. 1,450 31 Apria Healthcare * 2,300 63 Beverly Enterprises *ss. 4,800 36 Capital Senior Living * 2,400 12 Carriage Services *ss. 1,600 8 Cerner *ss. 1,600 69 Chemed 400 22 Community Health System * 4,400 117 Comprehensive Care * 3,500 4 Computer Programs and Systems 500 10 CorVel * 700 21 Covance * 2,800 112 Coventry Health Care * 3,750 200 Cross Country Healthcare *ss. 1,100 17 CryoLife *ss. 2,000 15 D&K Healthcare 1,200 12 Davita * 4,500 140 Dendrite International * 2,000 32 E Research Technology *ss. 2,250 30 Eclipsys *ss. 1,800 28 First Health Group * 3,800 61 Five Star Quality Care *ss. 2,300 16 Genesis Healthcare * 750 23 Gentiva Health Services * 1,650 27 Hanger Orthopedic Group *ss. 1,500 8 Health Net * 5,100 126 Henry Schein * 2,000 125 HMS Holdings *ss. 2,000 13 Hooper Holmes 3,900 17 IDX Systems * 1,400 45 Inveresk Research Group * 1,700 63 Kindred Healthcare * 1,414 34 LabOne * 800 23 Laboratory Corporation of America * 6,420 281 LCA-Vision ss. 1,200 31 Lifeline Systems * 1,100 27 LifePoint Hospitals * 1,600 48 Lincare Holdings * 4,200 125 Magellan Health Services * 1,600 58 Matria Healthcare *ss. 1,100 31 Medical Staffing Network *ss. 1,300 8 Merge Technologies * 700 12 MIM Corporation *ss. 2,600 15 National Data 1,600 26 National Healthcare ss. 500 14 National Wireless Holdings ss. 900 16 NeighborCare * 1,700 43 OCA *ss. 2,500 12 Odyssey Healthcare *ss. 1,700 30 Omnicare 4,200 119 Omnicell *ss. 1,600 21 OPTION CARE 1,650 26 Owens & Minor 1,700 43 PacifiCare Health Systems * 3,700 136 Parexel International *ss. 1,500 29 Patterson Companies *ss. 2,900 222 PDI * 1,150 31 Pediatrix Medical Group * 1,000 55 Per-Se Technologies *ss. 1,700 23 Pharmaceutical Product Dev. * 2,600 94 PHC, Class A * 3,100 4 Priority Healthcare, Class B *ss. 2,094 42 Province Healthcare * 2,000 42 ProxyMed *ss. 306 3 PSS World Medical * 2,500 25 Q-Med *ss. 1,900 14 Radiologix * 2,200 8 RehabCare Group * 1,100 25 Renal Care Group * 3,300 106 Res-Care * 1,900 22 Select Medical 4,200 56 Service Corp. International * 12,600 78 SFBC International * 1,200 32 Sierra Health Services *ss. 1,100 53 Specialty Laboratories *ss. 1,200 13 Stewart Enterprises, Class A * 4,000 28 Sunrise Senior Living *ss. 900 32 Symbion * 1,300 21 Triad Hospitals * 3,316 114 Tripos * 2,500 11 TriZetto Group *ss. 3,300 19 U.S. Physical Therapy * 1,000 14 United Surgical Partners International * 1,200 41 Universal Health Services 2,500 109 VCA Antech * 3,400 70 VitalWorks * 3,000 11 WebMD *ss. 13,837 96 WellChoice * 3,500 131 4,567 Pharmaceuticals 1.5% aaiPharma *ss. 1,500 2 Adolor *ss. 1,500 17 Alpharma, Class A 2,600 48 American Pharmaceutical *ss. 3,000 83 Andrx * 3,100 69 Antigenics *ss. 2,400 14 Atherogenics *ss. 1,800 59 Atrix Laboratory * 1,100 34 Barr Pharmaceuticals * 4,325 179 Bone Care International * 900 22 Bradley Pharmaceuticals *ss. 1,100 22 Cellegy Pharmaceuticals *ss. 2,400 10 Columbia Laboratories *ss. 3,400 10 Connetics *ss. 1,700 46 Discovery Partners * 2,300 11 Emisphere Technologies *ss. 1,900 6 Endo Pharmaceutical * 5,700 105 Eon Labs * 4,000 87 First Horizon Pharmaceutical *ss. 1,800 36 Impax Laboratories *ss. 2,300 35 InKine Pharmaceutical *ss. 3,400 17 Inspire Pharmaceuticals *ss. 1,600 25 IVAX * 10,796 207 K-V Pharmaceutical, Class A *ss. 2,150 38 Kos Pharmaceuticals * 1,700 61 Medicines Company *ss. 1,900 46 Medicis Pharmaceutical, Class A 2,400 94 MGI Pharma * 3,000 80 Nektar Therapeutics *ss. 3,300 48 Noven Pharmaceuticals * 1,600 33 Orphan Medical *ss. 1,100 12 Pain Therapeutics *ss. 2,900 21 Par Pharmaceutical * 1,700 61 Penwest Pharmaceuticals *ss. 1,300 15 Perrigo 3,000 62 Point Therapeutics *ss. 3,300 15 Salix Pharmaceuticals *ss. 1,950 42 Sepracor *ss. 3,700 180 Valeant Pharmaceuticals ss. 3,600 87 VIVUS *ss. 3,100 14 2,053 Total Health Care 15,391 INDUSTRIALS & BUSINESS SERVICES 9.8% Aerospace & Defense 1.0% AAR * 1,500 19 Alliant Techsystems * 1,675 101 Allied Research *ss. 600 11 Armor Holdings * 800 33 Aviall * 1,400 29 BE Aerospace * 2,300 21 Cubic Corp ss. 1,100 25 Curtiss-Wright 1,000 57 DRS Technologies * 701 26 Ducommun *ss. 700 16 Edac Technologies *ss. 4,500 8 EDO 1,200 33 Engineered Support System 975 45 Environmental Tectonics *ss. 400 3 Esterline Technologies * 900 28 GenCorp ss. 2,800 38 HEICO, Class A 620 8 Hexcel *ss. 3,000 41 Innovative Solutions and Support *ss. 1,400 34 InVision *ss. 900 40 Kaman, Class A ss. 800 10 KVH Industries *ss. 1,200 9 L-3 Communication ss. 4,380 293 Ladish Company * 2,400 22 Mercury Computer Systems * 800 22 MTC Technologies *ss. 1,100 30 Orbital Sciences *ss. 2,500 29 Pemco Aviation Group *ss. 300 8 Precision Castparts 2,554 153 Sequa, Class A * 500 26 SPACEHAB *ss. 5,700 14 Sypris Solutions 700 10 Teledyne Technologies * 900 23 Triumph Group * 600 20 United Defense Industries * 2,100 84 United Industrial 1,300 43 1,412 Air Freight & Logistics 0.5% C.H. Robinson Worldwide 3,500 162 CNF 2,300 94 EGL * 2,200 67 Expeditors International of Washington 4,400 228 Forward Air * 1,000 40 Pacer International * 1,700 28 Park Ohio Holdings *ss. 1,900 34 653 Airlines 0.3% AirTran *ss. 4,000 40 Alaska Air Group *ss. 1,200 30 America West Holdings, Class B *ss. 2,600 14 AMR *ss. 6,700 49 ATA Holdings *ss. 1,800 4 Continental Airlines, Class B *ss. 3,000 26 ExpressJet Holdings *ss. 2,600 26 FLYi *ss. 4,100 16 Frontier Airlines *ss. 2,450 19 JetBlue Airways *ss. 4,375 91 Midwest Express Holdings *ss. 1,700 5 Northwest Airlines *ss. 4,700 39 SkyWest 2,600 39 398 Building Products 0.3% AAON * 950 17 Advanced Envir Recycle, Class A * 4,000 6 American Woodmark ss. 1,000 37 Ameron International 700 23 Apogee Enterprises 1,300 17 ElkCorp 800 22 Griffon * 1,100 23 Jacuzzi Brands * 3,200 30 Lennox International 2,700 40 NCI Building Systems * 700 22 Simpson Manufacturing ss. 900 57 Trex *ss. 600 27 Universal Forest Products 800 27 USG *ss. 1,700 31 York International 1,800 57 436 Commercial Services & Supplies 3.2% A. T. Cross, Class A * 2,800 16 Ablest * 1,700 11 ABM Industries 1,900 38 Adesa * 8,000 131 Administaff * 1,100 13 Airlease ss. 2,800 0 American Locker Group * 1,300 14 ARAMARK, Class B 7,800 188 Avalon Correctional Services * 2,300 5 Banta 1,000 40 Bowne 1,800 23 Brady, Class A 1,000 49 Bright Horizons Family Solutions * 600 33 Brinks 2,449 74 Career Education * 4,400 125 Casella Waste Systems, Class A * 900 11 CDI 700 14 Central Parking ss. 1,400 19 Cenveo *ss. 3,500 12 ChoicePoint * 3,524 150 Consolidated Graphics * 800 34 Copart * 3,850 73 Corinthian Colleges * 3,800 51 Cornell Companies * 400 5 Corporate Executive Board 1,700 104 Corrections Corp of America * 1,767 62 CoStar Group * 900 44 Devry *ss. 3,200 66 DiamondCluster International * 3,650 45 Dun & Bradstreet * 3,100 182 Duratek * 1,600 28 Ecology and Environment, Class A 1,900 17 Education Management * 3,100 83 Electro Rent 1,700 19 Electronic Clearing House *ss. 1,200 11 Ennis Business Forms 1,100 24 EVCI Career Colleges * 1,600 11 Exult *ss. 5,200 27 FIND/SVP *ss. 3,000 6 First Consulting Group * 2,700 13 Food Technology Service * 3,700 3 Franklin Covey * 2,900 5 FTI Consulting *ss. 1,450 27 G & K Services, Class A 800 32 General Binding * 1,300 18 GEO *ss. 1,100 22 Greg Manning Auctions *ss. 2,300 26 Heidrick & Struggles International *ss. 800 23 Herman Miller 3,400 84 HNI Corporation 2,700 107 Hudson Technologies * 4,200 4 ICT Group * 1,900 14 Ikon Office Solutions 6,200 75 Imagistics International *ss. 700 24 Innotrac *ss. 2,300 20 Insurance Auto Auctions * 300 5 Ionics *ss. 700 19 ITT Educational Services *ss. 1,900 68 John H. Harland ss. 1,100 34 Kelly Services, Class A 1,500 40 KForce * 3,056 26 Korn/Ferry * 2,100 38 Labor Ready *ss. 2,200 31 Laureate * 1,834 68 Learning Tree International *ss. 1,100 16 Manpower 3,664 163 McGrath RentCorp 400 15 Mobile Mini *ss. 600 15 Multi-Color *ss. 875 13 NCO Group *ss. 1,708 46 On Assignment *ss. 3,200 14 PICO Holdings * 1,100 21 Prepaid Legal Services *ss. 1,100 28 PRG-Schultz International *ss. 3,350 19 Republic Services 6,700 199 Resources Connection * 1,200 45 Rollins 1,950 47 School Specialty * 776 31 ServiceMaster 12,350 159 Sotheby's, Class A * 2,300 36 SOURCECORP * 1,200 27 Spherion * 2,700 21 Standard Register 800 8 Steelcase, Class A 6,300 88 Stericycle * 1,800 83 Strategic Distribution 1,500 23 Strayer Education 450 52 TeleTech Holdings * 4,640 44 Tetra Tech * 2,400 30 The Princeton Review *ss. 2,800 21 TRC *ss. 700 13 TRM Copy Centers * 800 15 United Rentals * 3,000 48 United Stationers * 1,200 52 Universal Technical Institute *ss. 1,200 36 Viad 1,175 28 Volt Information Sciences * 1,000 29 Waste Connections * 1,950 62 Watson Wyatt 1,600 42 West Corporation * 3,200 93 4,366 Construction & Engineering 0.3% Dycom Industries * 2,233 63 EMCOR Group * 800 30 Englobal * 2,000 3 Granite Construction ss. 2,225 53 Insituform Technologies * 900 17 Integrated Electrical Services * 2,700 13 Jacobs Engineering Group * 2,500 96 Mastec *ss. 4,050 21 Michael Baker * 1,400 22 Quanta Services *ss. 5,200 31 Shaw Group *ss. 2,400 29 URS Corp. * 1,900 51 Xanser * 5,700 14 443 Electrical Equipment 0.7% A.O. Smith 1,100 27 Acuity Brands 1,800 43 American Superconductor *ss. 1,100 14 AMETEK 2,900 88 Arotech *ss. 5,100 8 Artesyn Technologies *ss. 1,600 16 Baldor Electric 1,300 31 Beacon Power Corp. * 9,300 5 BTU International * 2,400 9 C&D Technologies 1,000 19 Capstone Turbine *ss. 5,800 9 Channell Commercial * 1,700 6 Chase 1,100 18 Encore Wire *ss. 1,800 24 Energy Conversion Devices *ss. 1,800 24 Exx, Class A * 1,400 2 Franklin Electric 1,000 40 Fuelcell Energy *ss. 1,500 15 General Cable *ss. 3,500 37 Genlyte Group * 600 39 Global Power Equipment * 2,200 16 Hubbell, Class B 2,700 121 II-VI * 1,000 35 Intermagnetics General *ss. 1,212 28 LSI Industries ss. 1,125 12 MagneTek *ss. 2,100 16 Medis Technologies *ss. 2,000 22 Orbit International * 1,000 6 Oryx Technology * 2,100 8 Plug Power *ss. 3,900 25 Powell Industries * 600 10 Regal-Beloit 1,200 29 Thomas & Betts 2,500 67 Vicor ss. 1,800 18 Woodward Governor 600 40 927 Industrial Conglomerates 0.3% Alleghany 333 91 Carlisle Companies 1,500 96 Roper Industries 1,600 92 Teleflex 1,700 72 Tredegar 1,900 35 Walter Industries ss. 2,400 38 424 Machinery 1.9% A.S.V. * 800 30 Actuant, Class A * 1,210 50 AGCO * 3,600 81 Albany International 1,710 51 American Science Engineering *ss. 700 23 Astec Industries * 1,400 27 Barnes Group 1,000 28 Briggs & Stratton 800 65 CLARCOR 900 43 Columbus McKinnon *ss. 1,200 11 Cuno * 700 40 Donaldson ss. 3,800 108 EnPro Industries * 2,000 48 ESCO Electronics * 700 47 Federal Signal ss. 2,200 41 Flowserve * 2,500 61 Global Payment Technologies * 1,500 6 Graco 3,087 103 Graham ss. 900 11 Greenbrier Companies 1,200 29 Harsco 1,900 85 Hurco Companies *ss. 2,300 31 IDEX 2,400 82 JLG Industries ss. 1,800 30 Joy Global 2,000 69 Kaydon 1,300 37 Kennametal 1,400 63 Lincoln Electric Holdings 2,000 63 Lindsay Manufacturing 750 20 Manitowoc 1,300 46 Met-Pro 933 12 Milacron * 4,600 14 Mueller Industries 1,500 64 NACCO Industries 300 26 Nordson 1,600 55 Oshkosh Truck 1,600 91 Pentair 4,200 147 Reliance Steel & Aluminum 1,300 52 Robbins & Myers ss. 700 15 SPX 3,336 118 Stewart & Stevenson 1,100 20 Tecumseh Products, Class A 800 34 Tennant 700 28 Terex * 1,800 78 Thomas Industries 800 25 Timken 3,500 86 Titan International ss. 1,600 15 Toro 1,100 75 Trinity Industries ss. 1,800 56 Turbochef Technologies *ss. 1,200 6 Twin Disc ss. 900 22 Valmont Industries 1,400 29 Wabash National * 1,800 50 Wabtec 2,300 43 Watts Industries, Class A 1,100 30 Wolverine Tube * 1,700 20 2,640 Marine 0.1% Alexander & Baldwin 2,000 68 Kirby Corporation * 1,200 48 Overseas Shipholding Group ss. 1,500 74 190 Road & Rail 0.9% Allied Holdings *ss. 3,500 9 Amerco *ss. 1,900 72 Arkansas Best 1,300 48 Dollar Thrifty Auto Group * 1,000 24 Florida East Coast Industries ss. 1,400 53 Genesee & Wyoming, Class A * 1,512 38 Heartland Express 3,268 60 J.B. Hunt Transport Services 3,400 126 Kansas City Southern Industries *ss. 2,600 39 Knight Transportation * 2,250 48 Laidlaw International * 4,200 69 Landstar Systems * 1,400 82 Old Dominion Freight Line * 1,575 45 Overnite 1,100 35 Patriot Transportation Holdings * 500 16 Pioneer Railcorp, Class A 2,700 7 RailAmerica * 1,600 18 Sirva * 2,900 66 Swift Transportation * 3,490 59 Transport Corp of America *ss. 2,100 17 U.S. Xpress Enterprises * 600 11 USA Truck * 1,600 20 USF Corporation 1,300 47 Werner Enterprises 3,466 67 Yellow Roadway * 2,097 98 1,174 Trading Companies & Distributors 0.3% Applied Industrial Technologies 800 29 Fastenal ss. 3,000 173 Hughes Supply 2,200 66 Lawson Products ss. 700 29 MSC Industrial Direct 2,300 78 NuCo2 *ss. 700 14 Valley National Gases 3,800 35 Watsco 1,400 42 466 Total Industrials & Business Services 13,529 INFORMATION TECHNOLOGY 14.6% Communications Equipment 1.8% 3 Com * 15,500 65 ADTRAN 3,200 73 Advanced Fibre Communications * 3,600 57 American Access Technologies * 2,400 5 Anaren * 1,400 19 Arris Group *ss. 4,700 25 Aspect Telecommunications * 2,300 23 Avanex *ss. 5,800 12 Avocent * 2,245 58 Aware * 1,300 3 Bel Fuse, Class A 1,100 31 Belden CDT ss. 2,875 63 Black Box ss. 970 36 C-Cor.net * 3,400 29 Carrier Access *ss. 1,900 13 Centillium Communications * 4,400 10 Commscope * 2,500 54 Computer Network Technology *ss. 1,900 8 Comtech Telecommunications *ss. 925 25 Copper Mountain *ss. 400 1 Digi International * 1,260 14 Digital Lightwave *ss. 3,250 4 ditech Communications *ss. 2,400 54 Echelon *ss. 2,000 16 Endwave Corporation *ss. 600 8 Enterasys Networks * 11,500 18 Extreme Networks * 5,950 26 F5 Networks *ss. 1,500 46 Finisar *ss. 11,900 15 Foundry Networks * 5,550 53 Harmonic *ss. 3,184 21 Harris 2,700 148 Inter-Tel 1,400 30 InterDigital Communication *ss. 3,000 49 Ixia *ss. 3,100 30 Juniper Networks * 22,330 527 MRV Communications *ss. 5,120 13 Netopia *ss. 1,800 4 NMS Communications * 2,200 11 Norstan * 1,300 4 Oplink Communications * 8,200 15 Optical Cable, Warrants, 10/24/07 ** 212 0 Packeteer * 2,500 27 Paradyne Networks *ss. 2,700 12 PC-Tel * 1,500 12 Performance Technologies *ss. 1,200 8 Plantronics 1,900 82 Polycom * 4,100 81 Powerwave Technologies *ss. 5,600 35 Proxim *ss. 1,700 1 Redback Networks * 2,774 14 Redback Networks , Warrants, 1/1/10 * 160 1 REMEC *ss. 2,900 14 Safenet *ss. 823 22 SeaChange International *ss. 1,000 16 Sirf Technology Holdings * 1,900 27 Sonus Networks * 9,490 53 SpectraLink 1,600 15 Stratex Networks * 4,110 9 Stratos Lightwave *ss. 726 3 Sunrise Telecom 5,900 17 Sycamore Networks * 11,950 45 Symmetricom *ss. 3,400 32 Tekelec * 2,600 43 Terayon Communication Systems * 5,100 11 Tollgrade Communications * 650 6 UTStarcom *ss. 4,700 76 Verso Technology *ss. 8,496 8 ViaSat * 1,800 36 Westell Technologies * 5,000 26 WJ Communications * 3,200 8 Zhone Technologies * 5,775 18 2,474 Computers & Peripherals 1.3% Adaptec * 4,400 33 Advanced Digital Info * 2,900 25 Avid Technology *ss. 1,500 70 Brocade Communications Systems * 10,940 62 Concurrent Computer *ss. 1,600 3 Cray *ss. 2,900 10 Datalink * 1,600 3 Dataram * 1,150 8 Diebold 3,100 145 Electronics for Imaging * 2,300 37 Emulex *ss. 3,420 39 Exabyte *ss. 3,900 2 Hutchinson Technology *ss. 1,200 32 Hypercom *ss. 3,500 26 Imation ss. 1,400 50 Immersion *ss. 1,500 8 InFocus * 4,500 41 Intergraph *ss. 1,800 49 Interphase *ss. 2,400 24 Iomega ss. 3,560 17 Maxtor * 10,604 55 McDATA, Class A *ss. 4,700 24 Mobility Electronics *ss. 2,200 18 Overland Storage *ss. 1,300 18 palmOne *ss. 2,050 62 Pinnacle * 2,400 10 Presstek *ss. 2,700 26 Quantum DLT & Storage Systems Group * 6,800 16 Rimage * 1,100 15 Sandisk *ss. 6,700 195 SBS Technologies * 1,300 16 Seagate Technology * 19,800 268 Silicon Graphics *ss. 14,300 20 Simpletech *ss. 2,900 11 Socket Communications *ss. 1,200 3 Steelcloud *ss. 1,800 4 Storage Technology * 4,900 124 Synaptics * 1,600 32 UNOVA *ss. 3,000 42 Video Display ss. 840 27 Western Digital * 9,300 82 Zoom Telephonics *ss. 1,100 5 1,757 Electronic Equipment & Instruments 1.9% Aeroflex * 3,400 36 Agilysys 1,800 31 Amphenol, Class A * 4,000 137 Anixter International 1,400 49 Arrow Electronics * 4,900 111 Avnet * 4,996 85 AVX ss. 7,100 84 BEI Technologies 1,100 30 Bell Microproducts *ss. 2,400 19 Benchmark Electronics * 2,000 60 Brightpoint *ss. 600 10 CalAmp *ss. 2,500 18 CDW 3,600 209 Coherent * 1,150 30 CTS ss. 1,800 23 Cyberoptics *ss. 1,150 18 Daktronics * 1,300 32 Digital Theater Systems * 1,800 33 Digital Video Systems *ss. 5,500 3 Dionex * 900 49 Electro Scientific Industries *ss. 1,300 23 Excel Technology * 700 18 FLIR Systems * 1,400 82 Gerber Scientific * 2,200 14 Global Imaging Systems * 1,000 31 Identix *ss. 3,674 24 Ingram Micro, Class A * 6,300 101 Interlink Electronics *ss. 700 6 Itron *ss. 1,500 26 Keithley Instruments 800 14 KEMET *ss. 3,500 28 Landauer ss. 600 28 LeCroy *ss. 900 15 Lexar Media *ss. 3,700 31 Littelfuse * 1,300 45 Lo-Jack * 2,000 22 Maxwell Technologies *ss. 800 8 Merix *ss. 1,000 10 Methode Electronics 1,800 23 Metrologic Instruments *ss. 1,400 22 MTS Systems 1,500 32 National Instruments ss. 3,400 103 Newport * 1,550 18 Nu Horizons Electronics * 1,400 9 OSI Systems *ss. 1,100 18 OYO Geospace * 800 13 Panavision *ss. 1,700 11 Park Electrochemical 1,200 25 Paxar * 1,800 41 PC Connection *ss. 3,000 21 Pemstar *ss. 1,500 3 Planar Systems *ss. 900 10 Plexus * 1,860 21 Radisys * 1,600 22 Research Frontiers *ss. 1,200 8 Rogers * 800 34 SatCon Technology *ss. 3,200 6 Scansource * 700 45 Sigmatron International *ss. 900 10 Sirenza Microdevices * 3,000 13 Somera Communications *ss. 2,800 4 Superconductor Technologies *ss. 800 1 Taser International *ss. 2,400 90 Tech Data * 2,700 104 Technitrol * 1,600 31 Trans-Lux 1,300 8 Trimble Navigation * 2,350 74 TTM Technologies * 2,700 24 Veeco *ss. 1,129 24 Vishay Intertechnology * 6,931 89 X-Rite 1,700 25 Zomax * 800 3 Zygo *ss. 1,300 13 2,591 Internet Software & Services 2.7% 24/7 Media *ss. 2,520 10 Akamai Technologies *ss. 5,878 83 America Online Latin America *ss. 10,600 5 aQuantive *ss. 3,100 30 Ariba *ss. 2,747 26 Ask Jeeves *ss. 2,500 82 Autobytel * 2,100 19 Broadvision *ss. 4,288 13 Chordiant Software * 6,020 18 CMGI *ss. 17,668 21 CNET Networks * 6,871 63 Commerce One *ss. 2,892 1 Corillian * 3,000 14 Digital Insight * 1,431 19 Digital River * 1,300 39 Digitas * 2,982 23 DoubleClick *ss. 6,192 37 Earthlink * 7,720 79 Entrust Technologies * 2,500 6 Google, Class A *ss. 11,400 1,477 HomeStore.com *ss. 6,600 15 I-many * 7,500 7 IAC/InterActiveCorp *ss. 29,911 659 Infospace.com * 1,485 70 Interland *ss. 2,970 11 Internap Network Services * 16,900 11 Interwoven * 2,466 18 Ivillage *ss. 3,300 20 J2 Global Communications *ss. 1,200 38 Kana Software * 4,567 8 LookSmart * 9,100 13 MarketWatch.com * 2,200 27 MatrixOne * 4,200 21 Modem Media *ss. 3,300 18 Neoforma.com *ss. 1,200 11 Net2Phone *ss. 1,500 5 Netegrity * 2,450 18 NetRatings *ss. 2,300 41 Niku *ss. 1,300 20 Openwave Systems *ss. 2,887 25 PEC Solutions *ss. 1,100 13 RealNetworks *ss. 7,900 37 Register.com *ss. 1,645 9 Retek * 2,145 10 S1 * 3,500 28 SeeBeyond Technology *ss. 4,000 12 Sonicwall * 3,900 26 Stellent *ss. 2,000 15 Support.com * 2,800 27 TippingPoint Technologies *ss. 1,100 26 Tumbleweed Communications * 2,300 6 United Online *ss. 3,000 29 Valueclick * 3,200 30 VeriSign * 10,188 203 Vignette *ss. 12,148 16 Vitria Technology *ss. 2,950 9 Webex Communications *ss. 2,000 44 webMethods * 3,208 17 Websense * 900 37 Zixit *ss. 900 4 3,719 IT Services 2.0% Acxiom 4,100 97 Alliance Data Systems * 3,400 138 AnswerThink * 3,400 18 Anteon International * 1,600 59 BearingPoint * 8,700 78 BISYS Group * 5,600 82 CACI International, Class A * 1,400 74 Ceridian * 6,500 120 Certegy 3,300 123 Checkfree * 3,800 105 CIBER * 2,900 22 Cognizant Technology Solutions * 5,600 171 CompuCom Systems * 4,100 19 Computer Horizons * 3,300 14 CSG Systems International * 2,600 40 DST Systems * 3,540 157 Edgewater Technology *ss. 3,967 20 EFunds * 1,800 33 Forrester Research * 1,600 24 Gartner Group, Class B * 4,700 54 Global Payments 1,780 95 Hewitt Associates, Class A * 3,900 103 Igate Capital * 4,500 17 Indus International *ss. 2,900 5 Inforte *ss. 2,200 15 InfoUSA * 2,400 21 Integral Systems 400 8 InterCept Group * 900 17 Intrado *ss. 1,800 18 Iron Mountain * 5,470 185 Keane * 2,460 38 Lightbridge * 1,638 8 Man Tech, Class A *ss. 1,400 26 Management Network Group * 2,600 5 Maximus * 1,000 29 Medquist * 1,482 19 MPS Group * 3,600 30 National Processing *ss. 2,700 72 Pegasus Solutions *ss. 1,600 19 Perot Systems, Class A * 5,400 87 Rainmaker Systems *ss. 7,200 12 Safeguard Scientifics *ss. 7,000 13 Sapient * 5,000 38 SRA International, Class A * 1,100 57 Startek ss. 900 28 Sykes Enterprises * 3,400 16 Syntel ss. 2,100 35 Technology Solutions * 5,200 4 Tier Technologies, Class B * 600 6 Titan * 3,449 48 TNS *ss. 1,100 21 Total System Services ss. 8,300 210 2,753 Office Electronics 0.1% Intelli-Check, Inc. *ss. 400 2 Zebra Technologies * 3,150 192 194 Semiconductor & Semiconductor Equipment 2.4% Actel * 1,200 18 Advanced Energy Industries *ss. 2,400 22 Aehr Test Systems * 1,600 4 Agere Systems, Class A * 67,700 71 Alliance Semiconductor * 3,100 11 AMIS Holdings * 3,400 46 Amkor Technology *ss. 7,800 28 Amtech Systems * 1,600 7 ANADIGICS *ss. 2,595 9 Artisan Components * 900 26 Asyst Technology * 1,700 9 Atheros Communications *ss. 2,000 20 Atmel * 20,900 76 ATMI *ss. 1,200 25 Axcelis Technologies * 3,000 25 Brooks-Pri Automation * 1,764 25 Cabot Microelectronics *ss. 1,032 37 California Micro Devices *ss. 900 7 Catalyst Semiconductor *ss. 1,600 10 Celeritek 1,100 4 CEVA *ss. 1,600 13 Cirrus Logic *ss. 4,800 23 Cognex 2,100 55 Cohu 1,400 21 Conexant Systems * 19,381 31 Credence Systems *ss. 3,100 22 Cree *ss. 3,200 98 Cymer * 1,400 40 Cypress Semiconductor *ss. 5,700 50 DSP Group * 1,200 25 DuPont Photomasks *ss. 1,100 19 Electroglas *ss. 2,400 7 EMCORE * 3,200 6 Entegris * 2,700 23 ESS Technology * 2,300 16 Exar * 1,800 25 Fairchild Semiconductor, Class A * 5,310 75 FEI *ss. 1,400 28 Freescale Semiconductor, Class A * 17,200 246 FSI International * 2,200 9 Genesis Microchip *ss. 1,200 16 Helix Technology 1,100 15 hi/fn *ss. 409 4 Integrated Circuit Systems *ss. 3,300 71 Integrated Device Technology * 5,100 49 Integrated Silicon Solution *ss. 2,900 21 International Rectifier * 2,900 99 Intersil Holding, Class A 6,120 97 Kopin * 3,700 15 Kulicke & Soffa *ss. 3,100 17 Lam Research * 5,650 124 Lattice Semiconductor * 4,740 23 LTX * 3,100 17 Mattson Technology * 3,513 27 MEMC Electronic Materials * 5,700 48 Micrel * 3,680 38 Micro Component Technology * 3,100 2 Microchip Technology 9,049 243 Microsemi * 3,400 48 Mindspeed Technologies *ss. 3,800 8 MKS Instruments * 2,000 31 Monolithic System Technology * 2,600 11 Mykrolis * 1,800 18 Nanometrics *ss. 1,100 13 NVE *ss. 300 10 Omnivision Technologies *ss. 2,600 37 ON Semiconductor * 10,900 34 PDF Solutions *ss. 2,000 24 Pericom Semiconductor * 2,100 20 Photronics * 1,310 22 Pixelworks * 2,200 22 PLX Technology * 1,900 14 Power Integrations * 1,600 33 Rambus *ss. 4,380 69 RF Micro Devices *ss. 8,200 52 Rudolph Technologies * 900 15 Semitool * 2,000 15 Semtech * 3,400 65 Sigma Designs *ss. 1,600 15 Sigmatel *ss. 1,500 32 Silicon Laboratories *ss. 2,300 76 Silicon Storage Technology *ss. 4,700 30 Siliconix * 1,500 54 Sipex *ss. 2,000 10 Skyworks Solutions *ss. 6,200 59 SRS Labs *ss. 2,700 14 Stats Chippac ADR *ss. 4,437 27 Tessera Technologies * 1,700 38 Therma-Wave *ss. 3,500 12 Three-Five Systems *ss. 950 3 Transmeta *ss. 7,200 9 TranSwitch *ss. 7,400 9 TriQuint Semiconductor * 6,180 24 Ultratech Stepper * 800 13 Varian Semiconductor Equipment * 1,600 49 Virage Logic *ss. 1,800 22 Vitesse Semiconductor * 10,031 27 Zoran * 1,948 31 3,353 Software 2.4% Accelrys * 2,000 13 Acclaim Entertainment *ss. 3,100 0 Activision * 5,250 73 Actuate * 2,700 10 Advent Software * 1,400 24 Agile Software * 2,100 17 Altiris *ss. 1,000 32 Ansoft * 1,400 22 Ansys * 600 30 ARI Network Services * 3,100 4 Ascential Software * 2,675 36 Aspen Technology *ss. 2,400 17 Atari *ss. 4,700 7 AuthentiDate Holding *ss. 2,800 17 BEA Systems * 16,900 117 Borland Software * 3,200 27 Bottomline Technologies *ss. 1,500 14 Cadence Design Systems * 11,477 150 Captaris * 3,600 15 Captiva Software *ss. 500 6 Catapult Communications * 600 11 CCC Information Services *ss. 1,307 23 Concord Communications * 1,400 12 Datastream * 1,500 10 Digimarc *ss. 1,100 10 DocuCorp International * 2,200 19 E.piphany * 4,440 18 ebix.com *ss. 800 10 Embarcadero * 2,000 17 Epicor Software * 4,400 53 EPIQ Systems *ss. 1,000 16 EPlus * 300 3 Evans & Sutherland Computer * 600 3 Evolving Systems *ss. 1,300 4 FactSet Research Systems 1,300 63 Fair Isaac 3,005 88 FileNet * 1,700 30 Guardian Technologies *ss. 1,500 5 Hyperion Solutions * 1,800 61 Inet Technologies * 2,400 30 Informatica * 4,400 26 Internet Security Systems * 2,250 38 Jack Henry & Associates 3,600 68 JDA Software Group *ss. 1,400 15 Kronos * 1,450 64 Lawson Software * 4,400 25 Macromedia * 2,710 54 Macrovision * 1,800 43 Magma Design Automation *ss. 1,900 29 Manhattan Associates * 1,200 29 Manugistics Group * 2,900 7 MAPICS *ss. 1,500 14 MapInfo *ss. 1,575 17 McAfee * 6,672 134 Mentor Graphics * 2,700 30 Micromuse * 3,460 13 MICROS Systems * 700 35 MicroStrategy *ss. 600 25 Midway Games *ss. 2,879 29 Moldflow *ss. 1,200 14 MRO Software * 900 9 MSC.Software *ss. 1,900 15 NAVTEQ * 3,800 135 NEON Systems * 1,200 4 netGuru * 2,400 2 NetIQ * 2,358 25 NetScout Systems *ss. 1,300 7 Nuance Communications *ss. 3,200 14 NYFIX *ss. 850 5 ONYX Software * 625 2 OPNET Technologies * 1,300 13 Opsware *ss. 5,400 30 Palmsource *ss. 602 12 Pegasystems *ss. 2,200 15 Phoenix Technologies *ss. 1,200 6 PLATO Learning *ss. 1,466 13 Portal Software *ss. 4,160 11 Progress Software * 1,500 30 QRS * 2,700 19 Quality Systems * 500 25 Quest Software * 3,900 43 Radiant Systems * 1,150 5 Red Hat * 8,000 98 Renaissance Learning ss. 1,200 26 Reynolds & Reynolds, Class A 3,100 76 Roxio *ss. 2,400 12 RSA Security *ss. 2,950 57 Salesforce.com *ss. 4,200 66 ScanSoft *ss. 3,600 15 SCO Group *ss. 1,200 5 Secure Computing *ss. 2,400 18 SERENA Software * 1,700 28 Sonic Solutions *ss. 1,000 16 SPSS * 1,200 16 Sybase * 3,972 55 Synopsys * 6,566 104 Take-Two Interactive Software *ss. 1,800 59 TALX Corporation ss. 740 17 Telecommunication Systems *ss. 600 2 THQ *ss. 1,625 32 TIBCO Software * 8,550 73 Transaction Systems Architects, Class A * 2,100 39 Ulticom *ss. 1,800 27 Ultimate Software Group * 3,500 43 VA Linux Systems *ss. 2,600 5 Vastera * 2,300 4 Verint Systems * 1,300 48 Verisity * 1,100 8 Verity * 1,400 18 Viewpoint Corporation *ss. 2,400 5 WatchGuard Technologies * 2,100 10 Wind River Systems * 3,776 46 Witness Systems * 1,200 19 3,313 Total Information Technology 20,154 MATERIALS 4.2% Chemicals 1.5% A. Schulman 1,300 29 Airgas 3,300 79 Albermarle 1,800 63 Arch Chemicals 950 27 Cabot 2,900 112 Calgon Carbon ss. 3,500 25 Cambrex 1,200 26 CFC International * 1,600 11 Crompton 4,124 39 Cytec Industries 1,600 78 Ferro 1,800 39 FMC * 1,500 73 Georgia Gulf 1,700 76 H.B. Fuller 1,120 31 Headwaters *ss. 1,400 43 ICO * 5,500 16 IMC Global * 4,800 84 Kronos Worldwide ss. 2,089 83 Lesco * 1,200 16 Lubrizol 2,200 76 Lyondell Chemical 7,700 173 Macdermid 1,400 41 Millennium Chemicals * 2,600 55 Minerals Technologies 800 47 Nanophase Technologies *ss. 2,300 12 NL Industries ss. 2,300 42 Olin ss. 2,700 54 OM Group * 1,100 40 OMNOVA Solutions * 3,400 21 PolyOne * 4,400 33 RPM 4,700 83 Scotts, Class A * 1,300 83 Sensient Technologies ss. 2,100 46 Spartech 1,200 30 Symyx Technologies *ss. 1,350 32 Terra Nitrogen * 2,800 64 Valhi ss. 5,000 75 Valspar 2,200 103 W. R. Grace *ss. 5,400 51 Wellman ss. 2,400 20 2,131 Construction Materials 0.3% Devcon International * 2,100 35 Eagle Materials ss. 800 57 Florida Rock Industries 1,825 89 Lafarge 3,000 141 Martin Marietta Materials 2,000 91 Texas Industries 800 41 US Concrete * 1,900 12 466 Containers & Packaging 0.7% Aptargroup 1,500 66 Caraustar * 1,300 22 Chesapeake Corp. 600 15 Crown Cork & Seal * 7,800 81 Greif Brothers 1,100 46 Longview Fibre 2,100 32 Myers Industries 2,310 25 Owens-Illinois * 6,200 99 Packaging Corp. of America 4,700 115 Packaging Dynamics ss. 1,180 17 Rock-Tenn, Class A 1,800 28 Silgan Holdings 1,000 46 Smurfit-Stone Container * 10,800 209 Sonoco Products 4,360 115 916 Metals & Mining 1.4% AK Steel * 5,844 48 Arch Coal 2,400 85 Carpenter Technology 1,000 48 Century Aluminum * 2,200 61 Cleveland-Cliffs *ss. 600 49 Coeur d'Alene Mines *ss. 8,600 41 Commercial Metals 1,100 44 CONSOL Energy 4,200 147 Gibraltar Steel 1,300 47 Glamis Gold * 5,300 99 GrafTech International * 3,700 52 Hecla Mining *ss. 6,500 48 International Steel * 4,000 135 Massey 3,700 107 Meridian Gold * 4,200 70 NN 1,600 18 Northwest Pipe * 1,400 24 Oregon Steel Mills * 2,000 33 Peabody Energy 2,700 161 Quanex ss. 900 46 Royal Gold ss. 1,400 24 Ryerson Tull 1,600 27 Southern Peru Copper ss. 3,300 170 Steel Dynamics ss. 2,200 85 Steel Technologies ss. 1,100 28 Stillwater Mining *ss. 4,717 73 Synalloy * 1,500 15 U.S. Gold * 4,300 2 Universal Stainless & Alloy Products *ss. 2,900 40 USEC 4,200 44 Westmoreland Coal *ss. 1,200 31 1,902 Paper & Forest Products 0.3% Badger Paper Mills * 2,000 8 Bowater 2,300 88 Buckeye Technologies * 2,600 29 Deltic Timber ss. 700 28 FiberMark * 1,800 0 MAXXAM *ss. 1,500 43 P. H. Glatfelter 1,800 22 Pope & Talbot 1,100 19 Potlatch 1,300 61 Schweitzer Mauduit 800 26 Wausau-Mosinee Paper 2,300 38 362 Total Materials 5,777 TELECOMMUNICATION SERVICES 1.5% Diversified Telecommunication Services 0.6% Acceris Communications *ss. 900 1 Alaska Communications Systems Group *ss. 1,900 11 Cincinnati Bell * 9,448 33 Commonwealth Telephone Enterprises *ss. 1,100 48 Corvis *ss. 16,900 14 Covad Communications Group *ss. 10,762 18 CT Communications ss. 1,400 19 D&E Communications ss. 1,409 16 General Communications, Class A * 2,300 21 Hickory Technology ss. 1,200 14 IDT * 1,700 25 Infonet Services, Class B * 11,100 18 Level 3 Communications *ss. 29,500 76 Lynch Interactive *ss. 700 25 MCI *ss. 13,100 219 McLeodUSA, Class A * 3,461 2 McLeodUSA, Class A (escrowed stock) *ss.* 16,412 0 NTL * 3,600 223 Primus Telecommunications *ss. 3,400 5 PTEK Holdings * 2,700 23 Surewest Communications ss. 300 9 Time Warner Telecom, Class A * 5,060 24 US LEC, Class A *ss. 1,800 5 XETA Technologies * 2,400 9 858 Wireless Telecommunication Services 0.9% @Road *ss. 4,900 21 Aether Systems *ss. 4,000 13 Alamosa Holdings *ss. 5,300 41 American Tower Systems, Class A * 9,600 147 Boston Communications Group *ss. 1,100 10 Centennial Communications *ss. 6,500 38 Crown Castle International * 9,200 137 Dobson Communications, Class A *ss. 6,000 8 EMS Technologies * 400 7 Metro One Telecommunications *ss. 1,050 2 Nextel Partners, Class A *ss. 8,100 134 Price Communications 2,450 37 Rural Cellular, Class A *ss. 1,700 12 Skyterra Communications * 2,000 14 Spectrasite * 2,200 102 Telephone and Data Systems 2,500 210 Triton PCS, Class A * 4,000 10 U. S. Cellular * 3,700 160 Western Wireless, Class A * 3,900 100 Wireless Facilities *ss. 2,800 20 1,223 Total Telecommunication Services 2,081 UTILITIES 3.1% Electric Utilities 1.4% ALLETE 1,300 42 Alliant 4,700 117 Baycorp Holdings * 662 8 Black Hills 1,300 36 Central Vermont Public Service ss. 1,100 22 CH Energy Group ss. 800 37 Cleco 1,900 33 DPL 5,900 121 DQE ss. 3,000 54 El Paso Electric * 2,200 35 Empire District Electronics ss. 1,600 33 Great Plains Energy 3,200 93 Hawaiian Electric Industries ss. 3,000 80 IdaCorp 1,700 49 Madison Gas and Electric ss. 700 22 Maine Maritimes 100 3 Northeast Utilities 5,400 105 NSTAR ss. 2,115 104 OGE Energy 3,800 96 Otter Tail ss. 800 20 Potomac Electric Power 7,000 139 Public Service of New Mexico 3,000 68 Puget Energy 4,600 104 Texas Genco Holdings 3,300 154 Unisource Energy ss. 1,500 37 United Illuminating ss. 600 30 Unitil 600 16 Westar Energy 3,500 71 Wisconsin Energy 4,900 156 WPS Resources 1,600 72 1,957 Gas Utilities 0.5% AGL Resources 2,900 89 Atmos Energy 2,300 58 Cascade Natural Gas ss. 1,100 23 Chesapeake Utilities ss. 800 20 EnergySouth ss. 450 12 Laclede Gas ss. 700 20 New Jersey Resources 1,100 46 Northwest Natural Gas 900 29 NUI 1,100 15 Piedmont Natural Gas Company ss. 1,600 70 RGC Resources ss. 700 17 SEMCO Energy 3,000 16 South Jersey Industries 600 29 Southern Union ss. 3,121 64 Southwest Gas 1,000 24 UGI 1,950 73 Washington Gas Light 2,400 68 673 Multi-Utilities & Unregulated Power 1.1% Aquila * 6,788 21 Avista 2,300 42 Energen 1,300 67 Energy East 6,100 154 Equitable Resources 2,600 141 Florida Public Utilities 1,033 18 MDU Resources Group 4,750 125 National Fuel Gas Company 3,800 108 NRG Energy * 4,600 124 ONEOK 3,700 96 Questar 3,600 165 Reliant Resources * 12,500 117 SCANA ss. 4,610 172 Sierra Pacific Resources *ss. 5,300 47 Vectren 3,399 85 1,482 Water Utilities 0.1% Aqua America 3,951 87 California Water Service Group ss. 1,000 29 Connecticut Water Service ss. 850 23 Pennichuck 200 5 144 Total Utilities 4,256 Total Common Stocks (Cost $124,236) 135,218 CORPORATE BONDS 0.0% Brookfield Homes, 12.00%, 6/30/20 5,000 5 Total Corporate Bonds (Cost $5) 5 SHORT-TERM INVESTMENTS 2.0% U.S. Treasury Obligations 0.2% U.S. Treasury Bills, 1.59%, 11/12/04 ++ 270,000 270 270 Money Market Fund 1.8% T. Rowe Price Reserve Investment Fund, 1.68% # 2,483,347 2,483 2,483 Total Short-Term Investments (Cost $2,753) 2,753 SECURITIES LENDING COLLATERAL 22.5% Money Market Trust 22.5% State Street Bank and Trust Company of New Hampshire N.A.Securities Lending Quality Trust units, 1.679% # 31,108,782 31,109 Total Securities Lending Collateral (Cost $31,109) 31,109 FUTURES CONTRACTS 0.0% Variation margin receivable (payable) on open futures contracts (2) 15 Total Futures Contracts 15 Total Investments in Securities 122.3% of Net Assets (Cost $158,103) $ 169,100 (2) Open Futures Contracts at September 30, 2004 were as follows: ($ 000s) Contract Unrealized Expiration Value Gain (Loss) Long, 5 S&P Midcap 400 Futures contracts, $96 par of 1.59% U.S. Treasury Bills pledged as initial margin 12/04 $1,485 $15 Long, 5 Russell 2000 Index Futures contracts, $96 par of 1.59% U.S. Treasury Bills pledged as initial margin 12/04 1,435 61 Long, 2 S&P Mini 500 Index Futures contracts, $8 par of 1.59% U.S. Treasury Bills pledged as initial margin 12/04 111 1 Net payments (receipts) of variation margin to date (62) Variation margin receivable (payable) on open futures contracts $15 (1) Denominated in U.S. dollars unless otherwise noted # Seven-day yield * Non-income producing ss. All or a portion of this security is on loan at September 30, 2004 - See Note 2 ++ All or a portion of this security is pledged to cover margin requirements on futures contracts at September 30, 2004. * Valued by the T. Rowe Price Valuation Committee, established by the fund's Board of Trustees ADR American Depository Receipts REIT Real Estate Investment Trust The accompanying notes are an integral part of this Portfolio of Investments. T. Rowe Price Extended Equity Market Index Fund Unaudited September 30, 2004 Notes To Portfolio of Investments 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 portfolio established by the trust. The fund seeks to match the performance of the U.S. stocks not included in the Standard & Poor's 500 Stock Index(R), as represented by the Wilshire 4500 Completion Index. Valuation The fund values its investments and computes its net asset value per share 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, except for OTC Bulletin Board securities, which are valued at the mean of the latest bid and asked prices. 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 asked prices. Debt securities are generally traded in the over-the-counter market. Securities with original maturities of one year or more are valued at prices furnished by dealers who make markets in such securities or by an independent pricing service, which considers yield or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted by dealers who make markets in such securities. Securities with original maturities of less than one year are valued at amortized cost in local currency, which approximates fair value when combined with accrued interest. Investments in mutual funds are valued at the mutual fund's closing net asset value per share 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 the T. Rowe Price Valuation Committee, established by the fund's Board of Trustees. Investment Transactions Investment transactions are accounted for on the trade date. Payments ("variation margin") made or received to settle the daily fluctuations in the value of futures contracts are recorded as unrealized gains or losses until the contracts are closed. Unsettled variation margin on futures contracts is included in investments in securities. 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 The fund may invest in 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. At September 30, 2004, the value of loaned securities was $30,261,000; aggregate collateral consisted of $31,109,000 in the money market pooled trust and U.S. government securities valued at $32,000. NOTE 3 - FEDERAL INCOME TAXES At September 30, 2004, the cost of investments for federal income tax purposes was $158,103,000. Net unrealized gain aggregated $11,059,000 at period-end, of which $35,094,000 related to appreciated investments and $24,035,000 related to depreciated investments. NOTE 4 - RELATED PARTY TRANSACTIONS The fund may invest in the T. Rowe Price Reserve Investment Fund and the T. Rowe Price Government Reserve Investment Fund (collectively, the Reserve Funds), open-end management investment companies managed by Price Associates. The Reserve Funds are offered as cash management options to mutual funds, trusts, and other accounts managed by Price Associates and/or its affiliates, and are not available for direct purchase by members of the public. T. Rowe Price Total Equity Market Index Fund (Unaudited) September 30, 2004 PORTFOLIO OF INVESTMENTS (1) Shares/$ Par Value (Cost and value in $ 000s) COMMON STOCKS 98.2% CONSUMER DISCRETIONARY 12.7% Auto Components 0.3% American Axle & Manufacturing Holdings 1,300 38 Arvinmeritor ss. 1,900 36 Bandag ss. 800 35 Borg-Warner 1,600 69 Cooper Tire 2,700 54 Dana 4,000 71 Delphi 14,314 133 Gentex 1,800 63 Goodyear Tire & Rubber *ss. 4,300 46 Johnson Controls 4,200 239 Lear 1,600 87 Modine Manufacturing 1,700 51 Rockford Corporation *ss. 2,100 8 Standard Motor Products ss. 2,000 30 Tower Automotive *ss. 1,700 4 Visteon ss. 4,686 37 1,001 Automobiles 0.5% Fleetwood *ss. 2,500 38 Ford Motor 43,261 608 GM ss. 13,052 554 Harley-Davidson 7,000 416 Thor Industries ss. 1,000 27 Winnebago ss. 1,800 62 1,705 Distributors 0.1% Genuine Parts 4,500 173 Handleman 1,900 39 Noland ss. 400 17 229 Hotels, Restaurants & Leisure 1.7% Applebee's 1,837 46 Bob Evans Farms 1,300 35 Boca Resorts, Class A *ss. 1,700 32 Brinker * 2,350 73 Caesars Entertainment * 9,000 150 Carnival 14,600 690 CEC Entertainment * 1,300 48 Cedar Fair ss. 1,300 40 Choice Hotels International 1,700 98 Cracker Barrel 1,100 40 Darden Restaurants 3,800 89 Gaylord Entertainment *ss. 1,500 47 GTECH 3,000 76 Harrah's Entertainment 2,600 138 Hilton 8,372 158 International Game Technology 7,600 273 International Speedway, Class A 1,200 60 Jack In The Box * 1,800 57 John Q Hammons Hotels *ss. 3,500 38 Krispy Kreme *ss. 1,400 18 Landry's Seafood Restaurant 1,100 30 Lone Star Steakhouse & Saloon 1,000 26 Mandalay Resort Group 1,600 110 Marriott, Class A 5,600 291 McDonald's 29,700 832 MGM Mirage * 3,800 189 MTR Gaming Group *ss. 2,300 21 Multimedia Games *ss. 1,800 28 Outback Steakhouse 1,600 66 Panera Bread, Class A *ss. 700 26 Papa John's International *ss. 1,000 31 PF Chang's China Bistro * 800 39 Prime Hospitality * 2,500 30 Royal Caribbean Cruises ss. 700 31 Ruby Tuesday 1,800 50 Ryan's Restaurant Group * 2,300 34 Six Flags *ss. 2,500 14 Speedway Motorsports 1,300 43 Starbucks * 9,300 423 Starwood Hotels & Resorts Worldwide 5,200 241 Station Casinos 2,100 103 The Cheesecake Factory *ss. 1,000 43 Triarc, Class B ss. 3,300 38 Vail Resorts *ss. 1,000 18 Wendy's 2,600 87 WMS Industries *ss. 1,500 39 Wynn Resorts *ss. 1,900 98 Yum! Brands 7,400 301 5,488 Household Durables 1.0% American Greetings, Class A * 1,500 38 Black & Decker 1,700 132 Blyth Industries ss. 1,300 40 Brillian Corp *ss. 750 3 Cavco Industries *ss. 770 29 Centex 3,400 172 Champion Enterprises * 2,600 27 D. R. Horton 5,770 191 Ethan Allen Interiors ss. 1,500 52 Fortune Brands 3,100 230 Furniture Brands International ss. 1,900 48 Harman International 1,900 205 Helen of Troy Limited *ss. 1,500 41 Hovnanian Enterprises * 1,700 68 KB Home 1,100 93 Kimball International ss. 2,700 37 Knape & Vogt Manufacturing 1,600 21 La-Z-Boy ss. 1,500 23 Leggett & Platt 4,900 138 Lennar, Class A 3,500 167 Levitt, Class A 875 20 Maytag ss. 2,200 40 MDC Holdings 704 51 Meritage *ss. 600 47 Mohawk Industries * 1,531 122 Newell Rubbermaid 7,176 144 NVR *ss. 200 110 Pulte 3,400 209 Russ Berrie ss. 1,000 20 Ryland Group 600 56 Skyline ss. 700 28 Snap-On 1,600 44 Standard Pacific 1,000 56 Stanley Furniture 700 31 Stanley Works 2,100 89 Toll Brothers *ss. 1,900 88 Tupperware 3,300 56 Whirlpool 1,500 90 3,056 Internet & Catalog Retail 0.6% Amazon.com * 9,300 380 eBay * 15,300 1,407 Insight Enterprises * 1,350 23 J. Jill Group *ss. 1,400 28 Netflix *ss. 2,100 32 priceline.com *ss. 750 16 ValueVision International * 1,400 19 1,905 Leisure Equipment & Products 0.3% Action Performance Cos ss. 800 8 Arctic Cat 1,000 26 Brunswick 2,000 92 Callaway Golf ss. 2,500 26 Eastman Kodak 6,900 222 Hasbro 4,000 75 K2 *ss. 2,834 41 Marvel Enterprises *ss. 2,300 33 Mattel 10,700 194 Nautilus Group ss. 1,475 33 Oakley ss. 1,900 23 Polaris Industries ss. 1,200 67 SCP Pool 2,305 62 The Boyds Collection *ss. 9,100 22 924 Media 4.1% 4Kids Entertainment *ss. 1,000 20 ADVO 1,050 32 AMC Entertainment * 1,300 25 Arbitron * 880 32 Belo Corporation, Class A 1,900 43 Cablevision Systems, Class A *ss. 4,700 95 Catalina Marketing 1,200 28 Charter Communications, Class A *ss. 10,400 28 Citadel Broadcasting * 3,100 40 Clear Channel Communications 13,701 427 Comcast, Class A * 52,494 1,482 Cox Communications * 13,100 434 Cox Radio, Class A * 1,700 25 Cumulus Media, Class A * 1,706 25 Directv * 31,750 558 Disney 48,200 1,087 Dow Jones 1,700 69 EchoStar Communications, Class A * 5,500 171 Emmis Communications * 2,100 38 Entercom Communications * 1,200 39 Entravision Communications, Class A * 1,800 14 Fox Entertainment Group, Class A * 9,600 266 Gannett 6,000 503 Gemstar TV Guide *ss. 8,500 48 Getty Images * 1,300 72 Gray Communications Systems 2,200 26 Grey Global Group ss. 70 70 Harte-Hanks 1,900 48 Hearst-Argyle Television 2,300 56 Hollinger International ss. 3,900 67 Information Holdings *ss. 1,700 46 Insight Communications *ss. 2,000 18 Interactive Data *ss. 3,100 58 Interpublic Group * 10,212 108 John Wiley & Sons 2,100 67 Journal Register * 2,200 42 Knight-Ridder 1,700 111 Lamar Advertising * 1,900 79 Lee Enterprises 1,200 56 Liberty ss. 600 24 Liberty Media, Class A * 68,000 593 Liberty Media International, Series A * 3,020 101 McClatchy 1,300 92 McGraw-Hill 4,300 343 Media General, Class A 700 39 Mediacom Communications *ss. 4,100 27 Meredith 1,100 56 Metro Goldwyn Mayer *ss. 6,400 74 New York Times, Class A 3,700 145 Omnicom 4,200 307 Paxson Communications *ss. 4,000 5 Pixar *ss. 1,100 87 Primedia * 8,600 20 ProQuest *ss. 1,300 33 R.H. Donnelley * 740 37 Radio One * 4,200 60 Reader's Digest 3,400 50 Regal Entertainment Group, Class A ss. 1,200 23 Regent Communications * 3,000 17 Scholastic * 800 25 Scripps, Class A 4,000 191 Sirius Satellite Radio *ss. 34,500 110 Spanish Broadcasting, Class A * 2,600 26 Time Warner * 103,520 1,671 TiVo *ss. 2,800 19 Tribune 7,422 305 Unitedglobalcom, Class A * 4,500 34 Univision Communications, Class A * 7,840 248 Valassis Communications * 1,400 41 Viacom, Class B 40,558 1,361 Washington Post, Class B 220 202 Westwood One * 2,800 55 XM Satellite Radio Holdings, Class A *ss. 4,800 149 13,023 Multiline Retail 1.0% 99 Cents Only Stores *ss. 1,600 23 Big Lots * 2,600 32 Dillards, Class A 2,700 53 Dollar General 7,450 150 Dollar Tree Stores * 2,500 67 Family Dollar Stores 4,100 111 Federated Department Stores 4,000 182 J.C. Penney 5,800 205 Kmart Corporation *ss. 2,100 184 Kohl's * 8,200 395 May Department Stores 6,350 163 Neiman Marcus, Class A 1,000 57 Nordstrom 3,300 126 Saks 2,975 36 Sears 5,600 223 Shopko Stores *ss. 1,200 21 Target 21,200 959 Tuesday Morning * 1,700 53 3,040 Specialty Retail 2.6% Abercrombie & Fitch 2,116 67 Advance Auto Parts * 1,600 55 American Eagle Outfitters 1,650 61 Autonation * 7,100 121 AutoZone * 2,300 178 Barnes & Noble * 2,200 81 bebe stores ss. 1,950 41 Bed Bath & Beyond * 7,100 264 Best Buy 7,300 396 Blockbuster, Class A ss. 2,000 15 Boise Cascade 2,022 67 Borders Group 2,300 57 Burlington Coat Factory ss. 1,300 28 CarMax *ss. 2,929 63 Charming Shoppes * 4,500 32 Chico's * 2,600 89 Christopher & Banks ss. 1,900 30 Circuit City 4,600 71 Claire's Stores 2,800 70 Cost Plus *ss. 900 32 Deb Shops ss. 900 22 Electronics Boutique Holdings *ss. 1,000 34 Foot Locker 4,000 95 GAP 20,650 386 Genesco * 1,100 26 Group One Automotive * 1,000 27 Guitar Center * 800 35 Gymboree * 1,300 19 Harvey Electronics *ss. 13,700 17 Hibbett Sporting Goods * 1,575 32 Hollywood Entertainment * 1,900 19 Home Depot 52,650 2,064 Hot Topic *ss. 1,750 30 Linens 'n Things * 1,000 23 Lowes 18,600 1,011 Men's Wearhouse *ss. 1,000 29 Michaels Stores 1,500 89 Movie Gallery ss. 1,800 32 O'Reilly Automotive *ss. 1,200 46 Office Depot * 8,400 126 Pacific Sunwear * 1,725 36 Pantry * 1,400 35 Payless Shoesource * 1,506 15 Pep Boys 2,000 28 Petco * 1,300 42 PETsMART 3,800 108 Pier 1 Imports 2,000 36 RadioShack 3,700 106 Regis 1,400 56 Rent-A-Center * 1,900 49 Ross Stores 3,400 80 Sherwin-Williams 3,400 149 Shoe Pavilion * 8,100 24 Staples 12,050 359 Talbots 1,900 47 The Children's Place *ss. 800 19 The Limited 11,355 253 The Sports Authority *ss. 692 16 Tiffany 3,300 101 TJX 11,600 256 Too * 1,657 30 Toys "R" Us * 5,100 91 Tweeter Home Entertainment Group *ss. 900 5 Ultimate Electronics *ss. 1,000 3 United Retail Group * 4,100 11 Urban Outfitters *ss. 2,800 96 Weight Watchers *ss. 2,700 105 West Marine *ss. 1,300 28 Williams-Sonoma * 3,200 120 Zale * 1,800 51 8,335 Textiles, Apparel, & Luxury Goods 0.5% Coach * 4,900 208 Columbia Sportswear * 1,100 60 Culp *ss. 1,300 10 Deckers Outdoor *ss. 1,300 44 Forward Industries * 5,600 13 Fossil * 1,600 49 Jones Apparel Group 3,600 129 K-Swiss, Class A ss. 2,000 38 Kellwood 1,000 36 Liz Claiborne 2,700 102 Marisa Christina *ss. 5,800 8 Movado Group ss. 2,200 37 Nike, Class B 6,100 481 Polo Ralph Lauren 2,300 84 Quiksilver * 2,000 51 Reebok 1,900 70 Rocky Shoes & Boots * 1,300 23 Russell 1,800 30 Superior Uniform Group 200 3 Tarrant Apparel *ss. 14,100 11 Timberland, Class A * 900 51 Unifi * 4,100 9 V. F. 2,400 119 1,666 Total Consumer Discretionary 40,372 CONSUMER STAPLES 8.9% Beverages 1.8% Anheuser-Busch 19,200 959 Brown-Forman, Class B 2,500 115 Coca-Cola 56,900 2,279 Coca-Cola Enterprises 10,900 206 Constellation Brands, Class A * 2,300 88 Coors, Class B 800 54 Pepsi Bottling Group 6,100 166 PepsiAmericas 3,100 59 PepsiCo 40,070 1,949 Robert Mondavi, Class A * 700 27 Todhunter Intl * 1,400 17 5,919 Food & Staples Retailing 2.7% Albertsons ss. 9,290 222 BJ's Wholesale Club * 2,400 66 Costco Wholesale 10,600 441 CVS 9,200 388 Great Atlantic & Pacific Tea *ss. 3,300 20 Kroger * 17,000 264 Longs Drug Stores ss. 1,200 29 Marsh Supermarkets ss. 200 2 Performance Food Group *ss. 1,100 26 Rite Aid * 12,100 43 Ruddick 1,700 33 Safeway * 9,600 185 Supervalu 2,700 74 Sysco 14,000 419 Topps ss. 2,400 23 United Natural Foods * 2,200 59 Wal-Mart 99,500 5,294 Walgreen 24,300 871 Weis Markets ss. 1,200 41 Whole Foods Market 1,500 129 Winn-Dixie ss. 3,700 11 8,640 Food Products 1.4% Alico ss. 1,000 43 American Italian Pasta, Class A ss. 900 24 Archer-Daniels-Midland 14,872 252 Campbell Soup 9,300 244 ConAgra 12,308 316 Corn Products International 1,400 65 Dean Foods * 3,379 101 Del Monte Foods * 5,911 62 Delta Pine & Land 1,600 43 Flowers Foods 1,985 51 Fresh Del Monte Produce ss. 1,500 37 Galaxy Nutritional Foods * 4,200 5 General Mills 8,600 386 Hain Celestial Group *ss. 2,100 37 Heinz 7,800 281 Hershey Foods 6,400 299 Hormel Foods 4,100 110 Interstate Bakeries ss. 1,800 7 J.M. Smucker 1,416 63 Kellogg 9,500 405 Kraft Foods, Class A 12,900 409 Lancaster Colony 800 34 Lance 2,300 37 McCormick 3,100 106 Pilgrim's Pride ss. 2,200 60 Sara Lee 18,800 430 Smithfield Foods * 2,400 60 Tasty Baking 2,200 18 Tootsie Roll Industries 1,295 38 Tyson Foods, Class A 8,154 131 Wrigley 5,300 336 4,490 Household Products 1.5% Clorox 4,800 256 Colgate-Palmolive 12,800 578 Energizer * 1,800 83 Kimberly-Clark 11,700 756 Procter & Gamble 59,800 3,236 4,909 Personal Products 0.6% Alberto Culver, Class B 1,800 78 Avon 11,400 498 Chattem *ss. 1,200 39 Del Laboratories ss. 1,457 48 Elizabeth Arden * 1,600 34 Estee Lauder, Class A 2,800 117 Gillette 23,200 968 NBTY * 2,000 43 Playtex Products * 5,400 34 1,859 Tobacco 0.9% Altria Group 47,600 2,239 DiMon ss. 1,300 8 Reynolds American ss. 3,433 234 Universal Corporation 500 22 UST 4,400 177 Vector Group ss. 3,281 49 2,729 Total Consumer Staples 28,546 ENERGY 7.0% Energy Equipment & Services 1.3% Atwood Oceanics * 400 19 Baker Hughes 7,400 324 BJ Services 4,300 225 Carbo Ceramics 600 43 Cooper Cameron * 1,400 77 Diamond Offshore Drilling ss. 2,700 89 ENSCO International 3,200 105 FMC Technologies * 1,487 50 Global Industries * 2,300 14 GlobalSantaFe 5,696 175 Grant Prideco * 3,300 68 Halliburton 9,900 334 Hanover Compressor * 1,900 26 Helmerich & Payne 900 26 Input/Output *ss. 1,100 11 Key Energy Services * 3,000 33 Nabors Industries * 3,130 148 National Oilwell * 1,800 59 Newpark Resources *ss. 4,300 26 Noble Drilling * 2,900 130 Oceaneering Intl * 1,200 44 Offshore Logistics * 1,200 41 Parker Drilling * 3,200 12 Patterson-UTI Energy 5,000 95 Pride Intl * 3,900 77 Rowan * 2,400 63 Schlumberger 13,172 887 Smith Intl * 2,600 158 Superior Energy * 2,900 37 TETRA Technologies * 850 26 Tidewater 1,300 42 Transocean * 7,625 273 Unit * 1,500 53 Universal Compression Holdings * 1,400 48 Varco Intl * 2,253 60 Veritas DGC *ss. 1,700 39 W-H Energy Services * 1,000 21 Weatherford International * 3,000 153 4,111 Oil & Gas 5.7% Amerada Hess 2,000 178 Anadarko Petroleum 5,629 374 Apache 8,086 405 Ashland 1,500 84 BP Prudhoe Bay Royalty Trust ss. 1,500 59 Buckeye Partners *ss. 1,000 44 Burlington Resources 9,200 375 Cabot Oil & Gas 1,200 54 Callon Petroleum * 300 4 Chesapeake Energy ss. 6,308 100 ChevronTexaco 50,028 2,683 Cimarex Energy * 1,018 36 ConocoPhillips 16,234 1,345 Cross Timbers Royalty Trust ss. 928 31 Denbury Resources * 1,800 46 Devon Energy 5,166 367 El Paso Corporation 13,244 122 Encore Acquisition * 700 24 Energy Partners * 1,200 20 Enterprise Products Partners *ss. 4,600 107 EOG Resources 2,600 171 ExxonMobil 152,662 7,378 Forest Oil * 1,200 36 General Maritime *ss. 900 31 Houston Exploration * 900 53 Hugoton Royalty Trust ss. 2,400 67 Kerr-McGee 3,531 202 KFX *ss. 2,400 19 Kinder Morgan 3,100 195 Magellan Midstream Partners *ss. 600 33 Magnum Hunter Resources * 3,000 35 Marathon Oil 8,100 334 Murphy Oil 2,100 182 Newfield Exploration * 1,600 98 Noble Energy 1,500 87 Occidental Petroleum 9,300 520 Patina Oil & Gas 2,586 76 Penn Virginia 1,000 40 Petroleum Development *ss. 1,300 57 Pioneer Natural Resources 2,600 90 Plains All American Pipeline *ss. 2,200 79 Plains Exploration & Production * 800 19 Pogo Producing 1,400 66 Premcor * 1,900 73 Quicksilver Resources *ss. 2,600 85 Remington Oil & Gas * 1,200 31 Southwestern Energy * 2,200 92 Spinnaker Exploration * 1,300 46 Stone Energy * 900 39 Sunoco 1,700 126 Syntroleum *ss. 6,000 42 Teppco Partners *ss. 1,700 71 Tesoro Petroleum * 3,000 89 Ultra Petroleum *ss. 1,900 93 Unocal 5,814 250 Valero Energy 3,200 257 Vintage Petroleum 2,200 44 Western Gas Resources 2,000 57 Williams Companies 12,785 155 World Fuel Services ss. 1,200 43 XTO Energy 6,282 204 18,123 Total Energy 22,234 FINANCIALS 21.6% Capital Markets 2.3% A.G. Edwards 2,200 76 Affiliated Managers Group *ss. 750 40 American Capital Strategies ss. 1,400 44 AmeriTrade * 10,600 127 Bank of New York 17,900 522 Bear Stearns 2,327 224 Charles Schwab 32,806 302 E*TRADE Financial * 9,100 104 Eaton Vance 1,600 65 Federated Investors, Class B 2,850 81 Franklin Resources 5,900 329 Goldman Sachs 11,200 1,044 Investment Technology Group * 1,800 28 Investors Financial Services ss. 2,000 90 Janus Capital Group 6,600 90 Jefferies Group 1,700 59 John Nuveen ss. 2,800 83 Knight/Trimark Group * 4,700 43 LaBranche & Co. *ss. 1,600 14 Legg Mason 2,250 120 Lehman Brothers 6,634 529 Mellon Financial 9,800 271 Merrill Lynch 22,500 1,119 Morgan Stanley 25,700 1,267 Northern Trust 5,100 208 Piper Jaffray Cos *ss. 815 32 Raymond James Financial 1,750 42 SEI 3,000 101 State Street 7,700 329 Stifel Financial * 2,000 39 Waddell & Reed Financial, Class A 2,551 56 Westwood Holdings Group ss. 500 9 7,487 Commercial Banks 5.9% 1st Source ss. 1,030 26 Amcore Financial 1,200 34 AmSouth 8,967 219 Associated Banc Corp 3,015 97 BanCorpSouth 2,500 57 Bank of America 95,354 4,132 Bank of Hawaii 1,400 66 Bank of the Ozarks ss. 2,000 59 Banknorth Group 3,054 107 Bay View Capital 1,310 22 BB&T 12,820 509 BOK Financial 1,415 63 Boston Private Financial ss. 1,300 32 BWC Financial ss. 1,014 22 Capital Corp of the West ss. 1,000 43 Capitol Bancorp Limited ss. 1,247 37 Chittenden 1,468 40 Citizens Banking ss. 1,100 36 City National 1,100 71 Colonial BancGroup 2,500 51 Comerica 3,900 231 Commerce Bancorp ss. 1,600 88 Commerce Bancshares 1,439 69 Community Banks ss. 1,283 37 Community Bankshares of Indiana 1,400 31 Community Capital 1,500 34 Community First Bankshares 1,100 35 Compass Bancshares 3,000 131 Cullen/Frost Bankers 1,400 65 CVB Financial ss. 2,234 50 East West Bancorp 2,000 67 Fidelity Southern ss. 2,300 35 Fifth Third Bancorp 13,036 642 First Charter ss. 1,400 34 First City Bank 1,300 36 First Financial Bancorp ss. 1,970 34 First Horizon National 2,900 126 First M & F Corporation ss. 800 27 First Merchants ss. 930 23 First Midwest Bancorp 1,050 36 First National Bankshares 1,330 33 FirstBank Puerto Rico 900 43 FirstMerit 2,000 53 FNB ss. 1,692 37 Frontier Financial ss. 1,000 35 Fulton Financial 3,029 65 German American Bancorp ss. 974 16 Gold Banc ss. 3,400 46 Greater Bay Bancorp ss. 1,700 49 Hancock Holding 1,300 41 Hibernia 3,400 90 Hudson United Bancorp 970 36 Huntington Bancshares 5,566 139 IBERIABANK ss. 600 35 Integra Bank ss. 1,271 28 International Bancshares 1,093 40 KeyCorp 9,400 297 M & T Bank 2,700 258 Main Street Banks ss. 1,200 37 Marshall & Ilsley 5,278 213 Mercantile Bankshares 1,700 82 Merrill Merchants Bancorp 911 20 Metrocorp Bancshares ss. 1,500 29 Mid-State Bancshares ss. 1,300 33 Midwest Banc Holdings ss. 1,400 27 National City 14,688 567 NBT Bancorp ss. 1,400 33 North Fork Bancorporation ss. 3,600 160 Old National Bancorp ss. 1,440 36 Omega Financial 500 17 Oriental Financial Group ss. 1,570 42 Pacific Capital Bancorp ss. 1,910 57 Park National ss. 300 38 Peoples Bancorp ss. 945 25 Peoples Financial 1,500 27 Peoples Holding 850 28 PNC Financial Services Group 6,200 335 Popular 6,200 163 Prosperity Bancshares ss. 1,200 32 Provident Bankshares 1,099 37 Regions Financial 10,766 356 Republic Bancorp 1,816 28 S&T Bancorp ss. 600 21 Sandy Spring Bancorp 800 26 Santander Bancorp 1,903 48 Silicon Valley Bancshares * 1,300 48 Sky Financial 2,433 61 South Financial Group 1,265 36 SouthTrust 7,700 321 Southwest Bancorp of Oklahoma ss. 2,000 44 Southwest Bancorp of Texas 1,600 32 Sterling Bancshares 2,450 33 SunTrust 8,984 633 Susquehanna Bancshares 1,800 44 Synovus Financial 6,900 180 TCF Financial 3,000 91 Texas Regional Bancshares, Class A ss. 1,717 53 The Savannah Bancorp 600 17 Trustmark 1,900 59 U.S. Bancorp 45,055 1,302 U.S.B. Holding Company ss. 1,652 42 UCBH Holdings 2,000 78 UMB Financial ss. 698 33 UnionBancal 3,300 195 United Bankshares 900 31 Unity Bancorp ss. 3,638 45 Valley National Bancorp ss. 2,208 56 Wachovia 30,648 1,439 Wells Fargo 39,252 2,341 WesBanco ss. 1,100 32 WestAmerica 800 44 Whitney Holding 950 40 Wilmington Trust 1,500 54 Wintrust Financial ss. 1,050 60 Zions Bancorp 2,100 128 18,984 Consumer Finance 1.2% Advanta, Class A 2,555 58 American Express 29,700 1,528 AmeriCredit *ss. 4,700 98 Capital One Financial 5,700 421 CompuCredit * 2,100 39 First Marblehead *ss. 700 33 MBNA 29,375 740 Metris Companies *ss. 2,300 23 Moneygram International 2,900 50 Providian Financial * 7,300 113 SLM Corporation 10,900 486 Student Loan 500 71 WFS Financial ss. 1,000 47 World Acceptance * 1,300 30 3,737 Diversified Financial Services 3.1% Alliance Capital ss. 1,700 60 CapitalSource *ss. 2,700 60 Chicago Mercantile Exchange Holdings ss. 900 145 CIT Group 5,200 194 Citigroup 120,014 5,295 eSpeed, Class A * 1,400 14 GATX 2,100 56 Instinet Group * 2,300 12 J.P. Morgan Chase 83,777 3,329 Leucadia National ss. 1,521 86 Moody's 3,800 278 Principal Financial Group 7,200 259 9,788 Insurance 5.0% 21st Century Insurance Group ss. 1,800 24 AFLAC 11,700 459 Alfa ss. 2,700 38 Allmerica Financial * 1,100 30 Allstate 16,800 806 Ambac 2,650 212 American Financial Group 1,500 45 American International Group 60,718 4,128 American National Insurance 500 48 AmerUs Life ss. 900 37 Aon 7,050 203 Arch Capital Group * 900 35 Arthur J. Gallagher ss. 2,000 66 Assurant 2,400 62 Berkshire Hathaway, Class A * 27 2,340 Brown & Brown 2,000 91 Chubb 4,800 337 Cincinnati Financial 3,780 156 Citizens Financial * 600 5 CNA Financial *ss. 4,800 115 Commerce Group 1,300 63 Conseco * 2,300 41 Delphi Financial 1,150 46 Erie Indemnity, Class A ss. 1,500 76 FBL Financial Group, Class A ss. 1,332 35 Fidelity National Financial 4,562 174 Financial Industries Corporation *ss. 1,390 12 First American Financial 1,685 52 FPIC Insurance Group *ss. 1,300 34 Genworth Financial, Class A * 11,300 263 Great American Financial Resources ss. 2,100 32 Hartford Financial Services 6,700 415 HCC Insurance Holdings 1,500 45 Hilb Rogal and Hobbs ss. 1,400 51 Horace Mann Educators 2,100 37 Jefferson Pilot 3,100 154 LandAmerica Financial Group ss. 700 32 Lincoln National 4,000 188 Loews 4,200 246 Markel * 210 65 Marsh & McLennan 12,400 567 MBIA 3,200 186 Mercury General 1,100 58 MetLife 18,300 707 Midland ss. 1,200 33 Nationwide Financial Services, Class A 1,100 39 Navigators Group * 1,100 32 Odyssey Re Holdings ss. 2,200 49 Ohio Casualty * 1,400 29 Old Republic International 4,750 119 Penn-America Group ss. 2,800 38 Phoenix Companies ss. 4,000 42 Presidential Life ss. 1,700 29 ProAssurance *ss. 824 29 Progressive Corporation 5,250 445 Protective Life 1,500 59 Prudential 12,100 569 Reinsurance Group of America 1,300 54 RLI ss. 800 30 SAFECO ss. 3,200 146 St. Paul Companies 15,523 513 StanCorp Financial Group 600 43 Torchmark 2,600 138 Transatlantic Holdings 1,437 78 Triad Guaranty * 700 39 UICI ss. 2,700 88 United Fire & Casualty ss. 700 40 Unitrin 1,300 54 UnumProvident 6,376 100 Vesta Insurance 4,600 21 W. R. Berkley 1,950 82 Wesco Financial 150 53 Zenith National ss. 1,100 46 15,853 Real Estate 2.0% Agree Realty, REIT 1,300 37 AMB Property, REIT 2,000 74 American Mortgage Acceptance, REIT 1,600 26 AmeriVest Properties, REIT ss. 4,900 33 Annaly Mortgage Management, REIT ss. 3,300 57 Apartment Investment & Management, REIT 3,000 104 Archstone-Smith Trust, REIT 4,300 136 Arden Realty, REIT 1,600 52 Avalonbay Communities, REIT 1,707 103 Bedford Property Investors, REIT ss. 900 27 Boston Properties, REIT 2,400 133 Brandywine Realty Trust, REIT 1,900 54 BRE Properties, REIT, Class A 1,900 73 Camden Property Trust, REIT 1,500 69 CarrAmerica Realty, REIT 2,100 69 Catellus Development, REIT 2,978 79 CBL & Associates Properties, REIT 1,100 67 Centerpoint Properties, REIT 1,600 70 Chelsea GCA, REIT ss. 1,300 87 Consolidated-Tomoka Land 900 31 Cousins Properties, REIT 1,950 67 Crescent Real Estate Equities, REIT 3,000 47 CRT Properties, REIT 1,700 36 Developers Diversified Realty, REIT 2,300 90 Duke Realty, REIT 3,800 126 Equity Office Properties, REIT 10,461 285 Equity Residential, REIT 7,400 229 Federal Realty Investment Trust, REIT 1,500 66 Felcor Lodging Trust, REIT *ss. 3,748 42 First Industrial Realty, REIT ss. 1,300 48 Forest City Enterprises, Class A 1,100 61 Friedman, Billings, Ramsey Group, REIT, Class A ss. 4,900 94 General Growth Properties, REIT 5,900 183 Getty Realty, REIT ss. 1,400 37 Health Care Property Investors, REIT 3,200 83 Heritage Property Investment Trust, REIT ss. 2,100 61 Highwoods Properties, REIT 1,700 42 Home Properties of New York, REIT 1,500 59 Hospital Properties Trust, REIT 2,200 93 Host Marriott, REIT * 6,900 97 Innkeepers USA, REIT 3,100 39 IStar Financial, REIT 2,517 104 Kilroy Realty, REIT 1,300 49 Kimco Realty, REIT 2,950 151 Liberty Property Trust, REIT 2,200 88 Macerich Company, REIT 1,900 101 Mack-Cali Realty, REIT 1,300 58 Maguire Properties, REIT ss. 1,700 41 Manufactured Home Communities, REIT 1,100 37 MeriStar Hospitality, REIT * 6,000 33 Mid-America Apartment Communities, REIT ss. 1,000 39 Mills, REIT 1,800 93 Mission West Properties, REIT ss. 3,200 33 Monmouth Real Estate Investment, REIT, Class A ss. 3,100 26 Nationwide Health Properties, REIT 2,500 52 New Plan Excel Realty, REIT ss. 2,800 70 NovaStar Financial, REIT ss. 800 35 One Liberty Properties, REIT ss. 1,700 31 Pan Pacific Retail Properties, REIT 1,200 65 Parkway Properties, REIT ss. 600 28 Pennsylvania, REIT 1,630 63 Plum Creek Timber, REIT 4,544 159 PMC Commercial Trust, REIT 1,591 24 Post Properties, REIT 1,800 54 ProLogis, REIT 4,676 165 Public Storage, REIT 2,800 139 Rayonier, REIT 1,196 54 Realty Income, REIT ss. 1,500 68 Reckson Associates Realty, REIT 1,900 55 Regency Centers, REIT 2,000 93 Shurgard Storage Centers, REIT 1,200 47 Simon Property Group, REIT 5,300 284 SL Green Realty, REIT 1,500 78 St. Joe 1,800 86 Taubman Centers, REIT 1,600 41 Thornburg Mortgage, REIT ss. 2,500 72 Trammell Crow * 2,000 31 Trizec Properties, REIT 3,800 61 United Dominion Realty Trust, REIT 4,000 79 Vencor, REIT 3,200 83 Vornado Realty Trust, REIT 3,200 201 Weingarten Realty Investors, REIT 2,675 88 Wellsford Real Properties * 1,200 18 WP Carey & Co ss. 900 27 6,470 Thrifts & Mortgage Finance 2.1% Alliance Bank ss. 800 25 Anchor Bancorp Wisconsin ss. 1,200 31 Astoria Financial 2,050 73 BankAtlantic, Class A ss. 2,700 49 Berkshire Hills Bancorp ss. 1,000 37 Brookline Bancorp ss. 2,693 42 Capitol Federal Financial ss. 2,100 68 Commercial Capital Bancorp 1,900 43 Commercial Federal 1,300 35 CORUS Bankshares 1,100 47 Countrywide Credit 12,498 492 Doral Financial 2,350 97 Downey Financial 600 33 Fannie Mae 22,300 1,414 First Busey ss. 1,650 32 First Federal Capital 1,000 30 First Niagra Financial 2,105 28 FirstFed Financial * 800 39 Flushing Financial ss. 1,350 26 Freddie Mac 16,200 1,057 Fremont General ss. 2,700 63 FSF Financial 1,000 35 Golden West Financial 3,500 388 Greenpoint Financial 3,500 162 Horizon Financial ss. 1,200 23 Hudson City Bancorp 4,900 175 Hudson River Bancorp 2,000 38 Independence Community Bank 2,954 115 IndyMac Mortgage Holdings 1,700 62 MAF Bancorp 1,511 65 MGIC Investment 2,200 146 Net Bank ss. 2,021 20 New York Community Bancorp ss. 6,953 143 Northwest Bancorp ss. 1,200 27 People's Bank ss. 2,650 95 PMI Group 2,000 81 Radian 2,200 102 Sovereign Bancorp 8,183 179 Washington Federal 1,857 47 Washington Mutual 21,006 821 Waypoint Financial 1,630 45 Webster Financial 1,600 79 6,609 Total Financials 68,928 HEALTH CARE 12.7% Biotechnology 1.9% Abgenix * 3,900 38 Affymetrix *ss. 1,400 43 Albany Molecular Research *ss. 1,300 13 Alexion Pharmaceutical *ss. 700 13 Alkermes *ss. 2,100 24 Amgen * 30,460 1,727 Amylin Pharmaceuticals *ss. 2,900 60 Aphton * 700 3 Applera 5,300 100 Arena Pharmaceuticals *ss. 2,500 11 Ariad Pharmaceuticals *ss. 2,200 15 Array BioPharma *ss. 2,100 15 AVI BioPharma *ss. 2,700 6 Avigen *ss. 2,000 7 Biogen Idec * 7,610 466 BioMarin Pharmaceutical *ss. 4,300 22 Biopure * 2,600 1 Caliper Life Sciences *ss. 2,200 16 Celera Genomics * 1,500 18 Celgene * 2,000 116 Cell Genesys *ss. 1,300 12 Cell Therapeutics *ss. 2,100 14 Cephalon *ss. 1,200 58 Charles River Laboratories International * 1,400 64 Chiron * 4,800 212 Cubist Pharmaceuticals *ss. 1,000 10 CuraGen *ss. 2,600 14 CV Therapeutics *ss. 900 11 Cytrx *ss. 6,400 11 Digene *ss. 900 23 Diversa *ss. 2,400 20 Encysive Pharmaceuticals * 2,700 24 Enzo Biochem *ss. 924 14 Enzon Pharmaceuticals *ss. 2,200 35 Exelixis * 1,800 15 Gen-Probe * 1,800 72 Gene Logic *ss. 1,500 6 Genencor International *ss. 2,100 34 Genentech * 15,300 802 Genta *ss. 2,600 7 Genzyme * 5,300 288 Gilead Sciences * 9,880 369 Human Genome Sciences *ss. 2,900 32 ICOS *ss. 2,400 58 ILEX Oncology * 1,600 40 ImClone Systems * 1,707 90 ImmunoGen *ss. 1,600 8 Immunomedics *ss. 6,100 16 Incyte Genomics *ss. 5,300 51 Interleukin Genetics * 3,000 9 InterMune *ss. 1,300 15 Isis Pharmaceuticals *ss. 3,000 15 La Jolla Pharmaceutical *ss. 2,300 7 Ligand Pharmaceuticals, Class B * 2,800 28 Luminex *ss. 2,800 20 Martek Biosciences *ss. 1,100 54 Medarex *ss. 3,400 25 MedImmune * 5,652 134 Millennium Pharmaceuticals * 6,585 90 Myriad Genetics *ss. 1,100 19 NeoPharm *ss. 1,305 11 Neose Technologies *ss. 2,700 20 Neurocrine Biosciences * 600 28 Novavax *ss. 2,300 7 NPS Pharmaceuticals *ss. 800 17 ONYX Pharmaceuticals *ss. 800 34 OraSure Technologies *ss. 1,800 11 OSI Pharmaceuticals *ss. 1,005 62 OSI Pharmaceuticals, Rights * 90 0 OXiGENE * 1,700 10 Pharmacopeia Drug Discovery *ss. 800 4 Progenics Pharmaceuticals *ss. 1,800 26 Protein Design Labs * 2,300 45 Regeneron Pharmaceuticals *ss. 2,300 20 Sangamo BioSciences *ss. 2,300 11 Sequenom * 2,300 2 Serologicals *ss. 1,650 39 Tanox *ss. 1,800 30 Techne * 1,500 57 Telik *ss. 1,800 40 Transkaryotic Therapies *ss. 1,200 21 Trimeris *ss. 600 9 VaxGen * 3,100 41 Vertex Pharmaceuticals *ss. 1,948 20 Vicuron Pharmaceuticals * 1,200 18 XOMA *ss. 3,300 8 6,131 Health Care Equipment & Supplies 2.5% Advanced Medical Optics *ss. 1,444 57 Align Technology *ss. 3,900 60 American Medical Systems * 1,300 47 Analogic 900 38 Anika Therapeutics * 1,800 25 Arrow International 1,800 54 ArthroCare *ss. 1,500 44 Aspect Medical Systems * 1,200 22 Bausch & Lomb 1,600 106 Baxter International 13,700 441 Beckman Coulter 1,200 67 Becton, Dickinson 6,200 321 Bio-Rad Laboratories, Class A * 700 36 Biomet 6,100 286 Biosite Diagnostics *ss. 700 34 Bioveris * 2,300 14 Boston Scientific * 19,100 759 Bruker Biosciences * 6,100 21 C R Bard 2,200 125 Cantel Medical *ss. 1,000 24 Cerus *ss. 1,700 4 CTI Molecular Imaging * 2,800 23 Cytyc * 2,700 65 Dentsply International 1,700 88 Diagnostic Products 700 29 Edwards Lifesciences * 1,760 59 EPIX Pharmaceuticals *ss. 1,900 37 Exactech *ss. 2,100 43 Fisher Scientific * 2,564 150 Guidant 6,900 456 Haemonetics * 1,300 43 Hillenbrand Industries 1,500 76 Hospira * 3,590 110 ICU Medical *ss. 800 21 IDEXX Laboratories * 800 41 INAMED * 1,100 52 Invacare ss. 700 32 Inverness Medical Innovations *ss. 1,380 29 Invitrogen * 1,200 66 Kinetic Concepts * 1,900 100 Laserscope *ss. 500 10 Lifecore Biomedical * 2,300 16 Matthews International, Class A 1,400 47 Medical Action Industries *ss. 2,100 35 Medtronic 28,620 1,485 Millipore * 1,100 53 Molecular Devices *ss. 1,300 31 NMT Medical * 2,800 11 Palomar Medical Technologies *ss. 1,000 22 PerkinElmer 2,635 45 Regeneration Technologies *ss. 2,200 18 ResMed *ss. 1,100 52 Respironics * 1,200 64 St. Jude Medical * 3,900 294 Steris * 1,600 35 Stryker 9,700 466 SurModics *ss. 1,200 28 Sybron Dental Specialties * 1,666 49 Thermo Electron * 4,150 112 Thoratec *ss. 3,400 33 Valley Forge Scientific *ss. 9,200 13 Varian * 700 26 Varian Medical Systems * 3,100 107 Ventana Medical Systems *ss. 700 35 Viasys Healthcare * 1,857 31 VISX * 1,500 31 Vital Signs ss. 800 26 Waters Corporation * 2,700 119 West Pharmaceutical Services ss. 1,400 29 Zimmer Holdings * 5,560 439 Zoll Medical *ss. 700 23 7,890 Health Care Providers & Services 2.4% Accredo Health * 1,767 42 Aetna 3,700 370 Allscripts Healthcare * 2,900 26 AmerisourceBergen 2,566 138 AMN Healthcare Services *ss. 2,452 29 AmSurg, Class A *ss. 1,600 34 Anthem *ss. 3,231 282 Apria Healthcare * 1,500 41 Beverly Enterprises *ss. 4,400 33 Bioanalytical Systems *ss. 1,700 9 Cardinal Health 10,005 438 Caremark RX * 10,650 342 Cerner *ss. 800 35 CIGNA 3,200 223 Community Health System * 2,300 61 CorVel *ss. 650 19 Covance * 1,700 68 Coventry Health Care * 1,950 104 Cross Country Healthcare *ss. 1,000 16 D&K Healthcare ss. 700 7 Davita * 2,599 81 Dendrite International * 1,900 31 Eclipsys *ss. 1,700 27 Express Scripts * 1,800 118 First Health Group * 2,400 39 Gentiva Health Services * 2,375 39 HCA 11,700 446 Health Management 5,600 114 Health Net * 2,600 64 Henry Schein * 1,000 62 Hooper Holmes 6,200 28 Humana * 4,300 86 IDX Systems * 1,100 36 IMS Health 5,800 139 Inveresk Research Group * 1,600 59 Laboratory Corporation of America * 3,500 153 LifePoint Hospitals *ss. 1,431 43 Lincare Holdings * 2,300 68 Manor Care 2,600 78 McKesson 6,951 178 Medco * 6,546 202 MIM Corporation *ss. 2,500 14 National Data ss. 1,400 22 OCA *ss. 2,800 13 Omnicare 2,300 65 Omnicell *ss. 2,000 26 PacifiCare Health Systems * 2,400 88 Patterson Companies *ss. 1,600 122 PDI * 1,900 51 Pharmaceutical Product Development * 1,800 65 Prime Medical Services *ss. 2,300 17 Priority Healthcare, Class B *ss. 1,300 26 Province Healthcare * 2,800 59 PSS World Medical * 3,000 30 Psychemedics 2,375 29 Q-Med *ss. 1,800 13 Quest Diagnostics 2,600 229 Renal Care Group * 2,100 68 Rural/Metro *ss. 6,200 14 Select Medical 3,800 51 Service Corp. International * 6,700 42 Sierra Health Services *ss. 1,200 58 Specialty Laboratories * 2,200 23 Stewart Enterprises, Class A * 4,100 28 Sunrise Senior Living *ss. 900 32 Tenet Healthcare * 11,650 126 Triad Hospitals * 2,131 73 United American Healthcare * 3,200 16 UnitedHealth Group 15,946 1,176 Universal Health Services 1,200 52 WebMD *ss. 8,610 60 WellChoice * 1,700 63 WellPoint Health Networks * 3,900 410 7,569 Pharmaceuticals 5.9% aaiPharma *ss. 3,450 5 Abbott Laboratories, 36,300 1,538 Adolor *ss. 2,000 22 Allergan 3,100 225 Alpharma, Class A 1,000 18 Andrx * 1,500 33 Antigenics *ss. 1,600 10 Atrix Laboratory * 900 28 Barr Pharmaceuticals * 2,201 91 Bristol Myers Squibb 45,100 1,067 Discovery Partners *ss. 4,700 23 Eli Lilly 25,900 1,555 Emisphere Technologies *ss. 1,000 3 Endo Pharmaceutical * 2,600 48 Eon Labs * 2,400 52 First Horizon Pharmaceutical * 1,200 24 Forest Laboratories * 8,600 387 Inspire Pharmaceuticals * 1,500 24 IVAX * 5,437 104 Johnson & Johnson 68,875 3,880 K-V Pharmaceutical, Class A *ss. 1,600 29 King Pharmaceuticals * 5,289 63 Kos Pharmaceuticals *ss. 1,100 39 Medicines Company *ss. 1,100 26 Medicis Pharmaceutical, Class A 1,700 66 Merck 51,594 1,703 MGI Pharma * 2,000 53 Mylan Laboratories ss. 6,175 111 Nektar Therapeutics *ss. 2,000 29 Noven Pharmaceuticals * 2,100 44 Orphan Medical *ss. 1,400 15 Par Pharmaceutical * 1,000 36 Perrigo 1,700 35 Pfizer 176,805 5,410 Schering-Plough 35,200 671 Sepracor *ss. 2,400 117 Valeant Pharmaceuticals 1,900 46 Watson Pharmaceuticals * 2,400 71 Wyeth 30,800 1,152 18,853 Total Health Care 40,443 INDUSTRIALS & BUSINESS SERVICES 10.7% Aerospace & Defense 1.8% Alliant Techsystems * 1,025 62 Aviall * 1,600 33 BE Aerospace * 4,800 44 Boeing 18,500 955 Curtiss-Wright ss. 900 52 DRS Technologies *ss. 700 26 Engineered Support System 1,150 52 Esterline Technologies * 1,000 31 GenCorp ss. 2,200 30 General Dynamics 4,500 459 Goodrich 2,740 86 Herley Industries * 1,200 22 Hexcel *ss. 4,200 58 Honeywell International 20,125 722 InVision *ss. 700 31 L-3 Communication 2,100 141 Ladish Company * 2,300 21 Lockheed Martin 10,500 586 Mercury Computer Systems * 900 24 Northrop Grumman 8,302 443 Pemco Aviation Group *ss. 1,500 40 Precision Castparts 1,484 89 Raytheon 10,400 395 Rockwell Collins 3,900 145 Teledyne Technologies * 1,700 43 United Industrial 1,700 56 United Technologies 12,202 1,139 5,785 Air Freight & Logistics 1.0% C.H. Robinson Worldwide 2,600 121 CNF 1,500 61 EGL * 1,550 47 Expeditors International of Washington 2,300 119 Fedex 7,100 608 Forward Air * 1,100 44 Ryder System 1,800 85 UPS, Class B 26,100 1,982 3,067 Airlines 0.1% AirTran *ss. 3,300 33 Alaska Air Group *ss. 800 20 AMR *ss. 4,300 32 Continental Airlines, Class B *ss. 2,100 18 Delta *ss. 3,400 11 FLYi *ss. 2,900 11 JetBlue Airways *ss. 2,175 45 Northwest Airlines *ss. 2,500 21 SkyWest 2,800 42 Southwest Airlines 19,337 263 496 Building Products 0.2% AAON *ss. 950 16 American Standard * 4,800 187 Ameron International ss. 600 20 Jacuzzi Brands * 3,300 31 Lennox International 1,200 18 Masco 10,500 362 Universal Forest Products ss. 600 20 Water Pik Technologies * 2,405 36 York International 1,100 35 725 Commercial Services & Supplies 1.5% Adesa * 1,900 31 Administaff *ss. 2,300 27 Allied Waste Industries * 7,260 64 Apollo Group, Class A * 4,025 295 ARAMARK, Class B 2,700 65 Avery Dennison 2,700 178 Banta 600 24 Brady, Class A 500 24 Bright Horizons Family Solutions *ss. 800 43 Brinks Company 1,600 48 Career Education * 2,600 74 Cendant 23,954 517 Central Parking ss. 800 11 ChoicePoint * 2,066 88 Cintas 4,300 181 Consolidated Graphics * 1,300 54 Copart * 3,350 63 Corinthian Colleges * 2,300 31 Corporate Executive Board 1,200 74 Corrections Corp of America * 923 33 CoStar Group * 800 39 Deluxe 1,200 49 Devry *ss. 2,400 50 DiamondCluster International * 2,300 28 Dun & Bradstreet * 1,900 112 Education Management * 2,200 59 Electronic Clearing House *ss. 1,900 17 Equifax 3,200 84 Exult *ss. 3,900 21 Food Technology Service * 8,300 7 Franklin Covey *ss. 6,800 13 G & K Services, Class A 800 32 GEO *ss. 1,600 33 H&R Block 4,300 213 Herman Miller 1,800 44 HNI Corporation 1,400 55 Hudson Highland Group *ss. 1,157 34 ICT Group *ss. 500 4 Ikon Office Solutions 3,200 38 Imagistics International *ss. 1,012 34 Ionics *ss. 700 19 ITT Educational Services *ss. 1,000 36 John H. Harland ss. 900 28 Korn/Ferry * 1,300 24 Labor Ready *ss. 3,000 42 Laureate * 1,368 51 Learning Tree International *ss. 2,400 34 Manpower 1,700 76 NCO Group * 1,600 43 Pitney Bowes 5,300 234 PRG-Schultz International *ss. 5,700 33 R.R. Donnelley 4,600 144 RemedyTemp, Class A *ss. 1,300 14 Republic Services 3,400 101 Robert Half International 4,400 113 Rollins 1,400 34 School Specialty * 1,100 43 ServiceMaster 6,700 86 SITEL * 9,200 20 Sotheby's, Class A * 3,300 52 SOURCECORP * 1,100 24 Spherion * 4,200 33 Stericycle * 700 32 Strayer Education 400 46 Team * 2,500 39 TeleTech Holdings *ss. 2,500 24 Tetra Tech * 2,325 29 TRM Copy Centers *ss. 1,400 27 United Rentals * 2,400 38 United Stationers * 700 30 Viad 1,100 26 Waste Connections * 2,200 70 Waste Management 13,460 368 West Corporation * 1,900 55 Westaff *ss. 6,400 20 4,979 Construction & Engineering 0.1% Dycom Industries * 1,400 40 EMCOR Group * 500 19 Fluor 1,900 84 Granite Construction ss. 1,750 42 Insituform Technologies *ss. 1,800 34 Integrated Electrical Services *ss. 3,400 16 Jacobs Engineering Group * 1,300 50 Mastec *ss. 5,850 31 McDermott International *ss. 3,400 40 Quanta Services *ss. 4,550 27 Shaw Group *ss. 3,100 37 420 Electrical Equipment 0.5% Acuity Brands 1,200 28 American Power Conversion 4,600 80 American Superconductor *ss. 1,800 22 AMETEK 1,800 55 Artesyn Technologies *ss. 1,600 16 AZZ *ss. 1,100 15 Baldor Electric 800 19 C&D Technologies ss. 800 15 Channell Commercial * 1,700 6 Cooper Industries, Class A 2,400 142 Emerson Electric 9,500 588 Energy Conversion Devices *ss. 900 12 Fuelcell Energy *ss. 1,400 14 General Cable *ss. 2,500 27 Genlyte Group * 700 45 Hubbell, Class B 1,200 54 LSI Industries ss. 2,112 22 Plug Power *ss. 4,500 29 Power-One *ss. 2,700 17 Regal-Beloit 1,100 27 Rockwell Automation 4,300 166 Technology Research ss. 1,200 8 Thomas & Betts 1,400 38 Ultralife Batteries *ss. 1,500 15 Unique Mobility * 4,400 11 Vicor 1,200 12 Woodward Governor 400 27 1,510 Industrial Conglomerates 3.2% 3M 18,300 1,463 Alleghany 200 55 Carlisle Companies 700 45 GE 243,706 8,184 Roper Industries 1,000 57 Teleflex 900 38 Textron 3,000 193 Tredegar ss. 1,300 24 Walter Industries ss. 2,700 43 10,102 Machinery 1.6% Actuant, Class A *ss. 1,540 63 AGCO * 2,500 57 Ampco Pittsburgh ss. 2,400 32 Briggs & Stratton 500 41 Cascade ss. 1,400 39 Caterpillar 8,000 644 Crane 1,400 40 Cummins Engine ss. 900 67 Danaher 7,200 369 Deere 5,500 355 Donaldson ss. 2,200 62 Dover 4,400 171 Eaton 3,200 203 EnPro Industries *ss. 2,768 67 ESCO Electronics * 300 20 Flowserve * 1,200 29 Graco 1,887 63 Harsco 1,300 58 Illinois Tool Works 7,350 685 Ingersoll-Rand, Class A 4,100 279 ITT Industries 2,100 168 JLG Industries ss. 1,000 17 Kennametal 800 36 Lincoln Electric Holdings 1,600 50 Manitowoc ss. 800 28 NACCO Industries ss. 500 43 Navistar * 2,000 74 Nordson 1,000 34 Oshkosh Truck 800 46 PACCAR 4,350 301 Pall 3,000 73 Parker Hannifin 3,119 184 Pentair 2,200 77 Robbins & Myers ss. 1,800 40 SPX 1,604 57 Stewart & Stevenson ss. 1,500 27 Tecumseh Products, Class A 700 29 Terex * 1,900 82 Thomas Industries ss. 900 28 Timken 2,200 54 Toro 200 14 Trinity Industries ss. 1,800 56 Turbochef Technologies *ss. 3,300 16 Valmont Industries 1,200 25 Wabtec 1,525 29 Watts Industries, Class A 800 21 Wolverine Tube *ss. 2,800 32 4,985 Marine 0.1% Alexander & Baldwin 1,500 51 International Shipholding *ss. 1,900 27 Kirby Corporation * 1,200 48 Overseas Shipholding Group 1,300 65 191 Road & Rail 0.5% Burlington Northern Santa Fe 8,200 314 CSX 4,500 149 Dollar Thrifty Auto Group *ss. 1,000 24 Florida East Coast Industries ss. 800 30 J.B. Hunt Transport Services 2,500 93 Kansas City Southern Industries *ss. 1,600 24 Knight Transportation * 2,100 45 Norfolk Southern 9,800 292 Swift Transportation *ss. 2,370 40 U.S. Xpress Enterprises *ss. 2,500 46 Union Pacific 6,000 352 USA Truck *ss. 2,400 29 Werner Enterprises 2,575 50 1,488 Trading Companies & Distributors 0.1% Applied Industrial Technologies 1,100 39 Fastenal 1,600 92 Huttig Building Products * 4,044 37 W. W. Grainger 2,100 121 289 Total Industrials & Business Services 34,037 INFORMATION TECHNOLOGY 15.3% Communications Equipment 2.5% 3 Com * 8,300 35 ADC Telecommunications * 16,252 29 ADTRAN 1,700 39 Advanced Fibre Communications * 1,900 30 Anaren *ss. 700 9 Andrew *ss. 3,900 48 Avaya * 11,457 160 Avocent * 1,236 32 Bel Fuse, Class A 800 22 Belden CDT 1,100 24 Black Box ss. 600 22 C-Cor.net * 2,500 21 Carrier Access *ss. 1,000 7 Centillium Communications *ss. 5,900 14 CIENA * 10,247 20 Cisco Systems * 158,568 2,870 Cognitronics * 3,800 13 Commscope * 1,300 28 Computer Network Technology *ss. 2,300 9 Comverse Technology * 5,000 94 Corning * 32,210 357 Digital Lightwave *ss. 22,300 25 ditech Communications *ss. 2,500 56 Echelon *ss. 1,800 14 Extreme Networks *ss. 2,600 12 F5 Networks *ss. 1,000 31 Finisar *ss. 13,400 17 Foundry Networks * 3,800 36 Harmonic *ss. 3,359 22 Harris 1,700 93 Inter-Tel 1,100 24 InterDigital Communication * 2,300 38 Ixia *ss. 2,100 20 JDS Uniphase * 30,758 104 Juniper Networks * 11,650 275 Lucent Technologies *ss. 102,185 324 Motorola 54,940 991 MRV Communications *ss. 8,760 22 Norstan * 3,000 10 Optical Cable, Warrants, 10/24/07 ** 168 0 Packeteer *ss. 1,800 19 Paradyne Networks *ss. 6,500 30 Plantronics 1,300 56 Polycom * 2,700 54 Powerwave Technologies *ss. 2,700 17 QUALCOMM 37,200 1,452 REMEC *ss. 2,800 13 Safenet *ss. 411 11 Scientific-Atlanta 3,600 93 SeaChange International *ss. 1,500 24 Sonus Networks * 9,700 55 Stratex Networks * 4,500 10 Sycamore Networks * 5,900 22 Tekelec * 1,600 27 Tellabs * 9,200 85 Terayon Communication Systems * 2,900 6 Tollgrade Communications * 400 4 7,975 Computers & Peripherals 3.0% Adaptec * 2,800 21 Advanced Digital Info *ss. 2,000 17 Apple Computer * 8,700 337 Avid Technology *ss. 900 42 Brocade Communications Systems *ss. 4,860 28 Concurrent Computer *ss. 6,200 10 Dell * 58,900 2,097 Diebold 1,700 79 Dot Hill * 1,700 14 Drexler Technology *ss. 800 7 Electronics for Imaging * 1,300 21 EMC * 56,576 653 Emulex *ss. 1,600 18 Gateway * 8,300 41 Hewlett-Packard 70,918 1,330 IBM 39,190 3,360 Imation ss. 800 29 InFocus * 3,800 35 Intergraph *ss. 1,100 30 Iomega ss. 6,100 28 Lexmark International * 3,100 260 Maxtor * 5,504 29 McDATA, Class A *ss. 2,325 12 NCR * 2,100 104 Network Appliance * 7,600 175 Presstek *ss. 3,500 34 QLogic * 2,111 63 Quantum DLT & Storage Systems Group * 4,100 10 Rimage * 2,200 31 Sandisk *ss. 4,300 125 Seagate Technology *ss. 10,600 143 Socket Communications *ss. 4,900 12 Storage Technology * 3,100 78 Sun Microsystems * 75,300 304 UNOVA *ss. 2,400 34 Western Digital * 4,600 40 9,651 Electronic Equipment & Instruments 0.6% Aeroflex * 3,900 41 Agilent Technologies * 11,187 241 Amphenol, Class A * 1,800 62 Anixter International 900 32 Arrow Electronics * 2,800 63 Avnet * 2,748 47 AVX ss. 4,100 49 Benchmark Electronics * 850 25 Brightpoint *ss. 1,100 19 CDW 1,900 110 Coherent * 800 21 CTS ss. 1,100 14 Digital Theater Systems *ss. 1,500 27 Dionex * 700 38 Electro Scientific Industries *ss. 1,300 23 Ingram Micro, Class A * 3,000 48 Jabil Circuit * 4,300 99 KEMET *ss. 2,200 18 Landauer ss. 600 28 Lexar Media *ss. 3,200 27 Maxwell Technologies *ss. 2,100 22 Merix *ss. 1,000 10 Molex 4,350 130 Napco Security Systems *ss. 4,800 43 National Instruments ss. 2,100 64 Newport * 1,100 13 Nu Horizons Electronics * 2,050 13 OYO Geospace * 1,300 21 Park Electrochemical ss. 600 13 PC Connection *ss. 2,950 20 Plexus *ss. 900 10 Research Frontiers *ss. 1,700 11 Sanmina-SCI * 11,412 80 Sirenza Microdevices * 5,900 25 Solectron * 21,240 105 Somera Communications *ss. 9,700 14 Symbol Technologies 4,700 59 Tech Data * 1,300 50 Technitrol * 2,000 39 Tektronix 2,000 67 Trimble Navigation * 1,500 47 TTM Technologies * 1,400 12 Veeco *ss. 1,700 36 Vishay Intertechnology * 4,668 60 X-Rite ss. 2,000 29 Zomax * 4,000 13 Zygo *ss. 1,300 13 2,051 Internet Software & Services 1.0% Akamai Technologies *ss. 2,900 41 aQuantive *ss. 1,400 13 Ariba *ss. 2,238 21 Ask Jeeves *ss. 2,100 69 CNET Networks *ss. 5,675 52 Digitas * 4,469 34 DoubleClick *ss. 3,830 23 Earthlink * 5,330 55 eCollege.com *ss. 1,100 11 Entrust Technologies *ss. 3,900 10 Google, Class A *ss. 5,700 739 IAC/InterActiveCorp *ss. 16,642 366 Interwoven * 2,989 22 Kana Software *ss. 3,000 5 MarketWatch.com * 2,900 36 MatrixOne *ss. 3,500 18 Modem Media *ss. 2,200 12 Monster Worldwide * 2,500 62 Netegrity * 2,050 15 NetRatings *ss. 1,900 34 RealNetworks *ss. 4,600 21 Register.com *ss. 1,296 7 Retek * 5,972 27 S1 * 3,500 28 SeeBeyond Technology *ss. 4,200 13 Sonicwall * 3,200 22 The Knot *ss. 2,800 10 TippingPoint Technologies *ss. 1,100 26 Tumbleweed Communications * 5,700 14 United Online *ss. 1,350 13 VeriSign * 5,340 106 Webex Communications *ss. 1,100 24 webMethods * 2,310 12 Websense * 900 37 Yahoo! * 31,632 1,073 3,071 IT Services 1.4% Acxiom 2,200 52 Affiliated Computer Services, Class A *ss. 2,900 161 Alliance Data Systems * 900 37 Analysts International * 8,700 38 AnswerThink *ss. 4,120 22 Automatic Data Processing 13,800 570 BearingPoint * 4,800 43 BISYS Group * 2,600 38 CACI International, Class A * 800 42 Ceridian * 3,100 57 Certegy 1,500 56 Checkfree * 2,700 75 CIBER * 1,500 11 Cognizant Technology Solutions * 4,900 150 Computer Sciences * 4,600 217 Convergys * 3,100 42 CSG Systems International * 1,900 29 DST Systems * 2,400 107 EFunds * 1,906 35 Electronic Data Systems 11,400 221 First Data 20,651 898 Fiserv * 4,375 153 Forrester Research * 800 12 Global Payments ss. 1,280 69 Igate Capital * 1,800 7 Indus International *ss. 4,700 7 Inforte * 1,300 9 Intelligroup * 200 0 InterCept Group * 1,800 34 Intrado *ss. 700 7 Iron Mountain * 3,175 108 Keane *ss. 1,456 22 Lightbridge * 1,678 8 Management Network Group * 1,200 2 Maximus * 1,100 32 Medquist *ss. 900 12 MPS Group * 3,600 30 National Processing *ss. 1,600 42 Paychex 8,587 259 Pegasus Solutions *ss. 950 11 Perot Systems, Class A * 2,500 40 Sabre Holdings 3,200 79 Safeguard Scientifics *ss. 4,100 8 Sapient * 6,000 46 Startek 600 19 SunGard Data Systems * 6,100 145 Sykes Enterprises *ss. 1,100 5 Syntel ss. 1,800 30 Titan * 2,300 32 Total System Services ss. 4,600 116 Unisys * 7,500 77 4,322 Office Electronics 0.1% Xerox * 19,700 277 Zebra Technologies * 1,650 101 378 Semiconductor & Semiconductor Equipment 2.7% Actel * 2,000 30 Advanced Energy Industries *ss. 1,400 13 Advanced Micro Devices *ss. 8,200 107 Agere Systems, Class A * 35,789 38 Altera * 8,800 172 Amkor Technology *ss. 3,800 14 ANADIGICS *ss. 2,100 7 Analog Devices 8,300 322 Applied Materials * 38,478 634 Applied Micro Circuits * 9,842 31 Atmel * 10,600 38 ATMI *ss. 400 8 Axcelis Technologies * 2,614 22 Broadcom, Class A * 7,700 210 Cabot Microelectronics *ss. 964 35 CEVA *ss. 2,266 18 Cirrus Logic *ss. 1,800 9 Cognex 1,300 34 Cohu ss. 2,100 31 Conexant Systems *ss. 10,416 17 Credence Systems *ss. 1,300 9 Cymer * 800 23 Cypress Semiconductor *ss. 2,800 25 Diodes * 1,650 43 DSP Group * 1,400 29 DuPont Photomasks *ss. 1,400 24 Entegris * 3,500 29 ESS Technology *ss. 2,100 14 Fairchild Semiconductor, Class A * 2,600 37 FEI *ss. 1,700 34 Freescale Semiconductor, Class A * 8,100 116 Helix Technology 1,700 23 Integrated Circuit Systems * 1,500 32 Integrated Device Technology * 2,300 22 Integrated Silicon Solution *ss. 2,200 16 Intel 150,490 3,019 International Rectifier * 1,800 62 Intersil Holding, Class A 2,796 45 KLA-Tencor * 4,700 195 Kopin *ss. 2,000 8 Kulicke & Soffa *ss. 3,300 19 Lam Research * 3,000 66 Lattice Semiconductor *ss. 1,800 9 Linear Technology 7,200 261 LSI Logic *ss. 8,306 36 LTX *ss. 2,400 13 Mattson Technology *ss. 2,800 22 Maxim Integrated Products 7,121 301 Micrel * 2,100 22 Microchip Technology 4,464 120 Micron Technology * 14,700 177 Microsemi * 2,400 34 MIPS Technologies * 2,400 14 MKS Instruments * 1,113 17 Monolithic System Technology * 2,100 9 Mykrolis *ss. 1,541 16 Nanometrics *ss. 1,500 17 National Semiconductor * 9,000 139 Novellus Systems * 3,800 101 NVIDIA * 3,700 54 Omnivision Technologies *ss. 2,000 28 ON Semiconductor *ss. 6,500 20 Pericom Semiconductor * 2,200 21 Pixelworks *ss. 1,100 11 Power Integrations *ss. 700 14 QuickLogic * 6,700 16 Rambus *ss. 2,100 33 RF Micro Devices *ss. 5,800 37 Rudolph Technologies *ss. 700 12 Semitool *ss. 1,300 10 Semtech * 2,300 44 Silicon Laboratories *ss. 1,500 50 Silicon Storage Technology *ss. 2,400 15 Siliconix *ss. 700 25 Sipex *ss. 2,400 13 Skyworks Solutions *ss. 4,679 44 STATS ChipPAC ADR *ss. 2,271 14 Teradyne * 4,200 56 Texas Instruments 40,200 855 Three-Five Systems *ss. 500 1 Transmeta *ss. 11,400 14 TriQuint Semiconductor * 3,890 15 Varian Semiconductor Equipment * 1,100 34 Virage Logic *ss. 1,800 22 Vitesse Semiconductor *ss. 8,600 23 Xilinx 8,300 224 Zoran * 1,614 25 8,718 Software 4.0% Accelrys * 1,600 10 Activision * 3,125 43 Adobe Systems, 5,700 282 Advent Software * 1,300 22 Agile Software * 1,800 14 Ansoft *ss. 2,600 41 Ansys * 1,000 50 Ascential Software * 1,075 15 Aspen Technology *ss. 2,300 16 Atari *ss. 2,700 4 Autodesk 3,000 146 BEA Systems * 8,400 58 BMC Software * 5,000 79 Borland Software *ss. 2,200 18 Cadence Design Systems * 5,700 74 Citrix Systems * 3,600 63 Computer Associates 13,357 351 Compuware * 8,400 43 Concord Communications *ss. 800 7 E.piphany * 3,225 13 Electronic Arts * 6,600 304 Embarcadero * 2,300 20 EPlus * 2,300 24 Evans & Sutherland Computer * 2,200 12 FactSet Research Systems 900 43 Fair Isaac 2,272 66 FileNet * 1,800 31 Hyperion Solutions * 970 33 Informatica * 2,900 17 Internet Security Systems *ss. 2,500 43 Intuit * 4,500 204 Jack Henry & Associates 2,800 53 JDA Software Group * 1,400 15 Kronos * 1,300 58 Macromedia * 1,880 38 Macrovision * 1,500 36 Magma Design Automation *ss. 1,000 15 Manhattan Associates * 700 17 Manugistics Group *ss. 4,100 10 MapInfo *ss. 2,200 24 McAfee * 3,337 67 Mentor Graphics * 2,500 27 Mercury Interactive * 2,000 70 Micromuse *ss. 3,100 11 Microsoft 251,950 6,966 Midway Games *ss. 2,839 28 Moldflow *ss. 500 6 NAVTEQ * 1,300 46 NetIQ * 2,868 31 NetScout Systems * 1,300 7 Novell * 9,334 59 Nuance Communications * 3,200 14 ONYX Software * 250 1 OPNET Technologies *ss. 1,100 11 Oracle * 120,800 1,363 Parametric Technology * 5,500 29 PeopleSoft * 8,991 179 Progress Software * 1,400 28 QRS * 1,900 13 Quality Systems *ss. 800 40 Quest Software *ss. 2,700 30 Red Hat * 9,800 120 Renaissance Learning ss. 1,800 39 Reynolds & Reynolds 1,400 35 Roxio *ss. 6,913 36 RSA Security * 2,600 50 Secure Computing *ss. 1,800 14 SERENA Software *ss. 1,900 32 Siebel Systems * 11,800 89 Sybase * 2,810 39 Symantec * 7,400 406 Synopsys * 3,870 61 THQ *ss. 1,250 24 TIBCO Software * 4,700 40 Ulticom *ss. 1,000 15 Vastera *ss. 1,800 3 VERITAS Software * 9,575 171 Verity * 2,400 31 Viewpoint Corporation *ss. 24,900 57 WatchGuard Technologies *ss. 3,000 14 Wind River Systems *ss. 3,272 40 Witness Systems * 1,600 26 12,780 Total Information Technology 48,946 MATERIALS 3.3% Chemicals 1.6% A. Schulman 600 13 Air Products and Chemicals 5,500 299 Airgas 1,600 39 American Pacific ss. 1,100 8 Arch Chemicals 600 17 Cabot 1,100 42 Calgon Carbon ss. 3,500 25 Crompton 5,700 54 Cytec Industries 900 44 Dow Chemical 21,699 980 DuPont 23,209 993 Eastman Chemical 2,000 95 Ecolab 5,900 186 Engelhard 3,400 96 Ferro 1,300 28 FMC * 1,100 53 Georgia Gulf 1,000 45 Great Lakes Chemical 1,100 28 H.B. Fuller 1,100 30 Hawkins Chemical ss. 2,500 30 Headwaters *ss. 1,200 37 Hercules * 4,700 67 IMC Global * 2,400 42 International Flavors & Fragrances 2,100 80 Kronos Worldwide ss. 645 26 Lubrizol 900 31 Lyondell Chemical 4,100 92 MacDermid 800 23 Millennium Chemicals * 1,300 28 Monsanto 6,180 225 NL Industries 2,300 42 OMNOVA Solutions * 3,500 21 PPG Industries 3,800 233 Praxair 7,300 312 Rohm & Haas 5,400 232 RPM 2,300 41 Scotts, Class A * 700 45 Sensient Technologies ss. 1,000 22 Sigma Aldrich 1,500 87 Spartech 900 23 Terra Nitrogen * 2,600 60 Valhi ss. 3,100 47 Valspar 1,200 56 W. R. Grace *ss. 6,000 57 5,034 Construction Materials 0.1% Eagle Materials ss. 766 55 Lafarge ss. 1,800 84 Martin Marietta Materials 1,400 63 Vulcan Materials 2,800 143 345 Containers & Packaging 0.3% Aptargroup 900 40 Ball 3,000 112 Bemis 2,400 64 Caraustar * 1,400 23 Chesapeake Corp. 800 19 Crown Cork & Seal * 5,500 57 Longview Fibre ss. 1,400 21 Myers Industries ss. 1,960 21 Owens-Illinois * 3,300 53 Packaging Corp. of America 2,000 49 Pactiv * 4,500 105 Rock-Tenn, Class A ss. 2,700 43 Sealed Air * 1,900 88 Smurfit-Stone Container * 5,690 110 Sonoco Products 1,900 50 Temple-Inland 1,200 81 936 Metals & Mining 0.9% AK Steel *ss. 3,600 29 Alcoa 21,120 709 Allegheny Technologies 3,250 59 Alliance Resource Partners *ss. 1,300 72 Arch Coal 1,446 51 Carpenter Technology 1,200 57 Coeur d'Alene Mines * 7,900 38 Commercial Metals ss. 1,700 68 CONSOL Energy 3,000 105 Freeport McMoRan Copper Gold 4,400 178 GrafTech International * 3,900 54 Hecla Mining *ss. 6,300 47 International Steel Group * 2,000 67 Massey ss. 2,300 67 Newmont Mining 9,400 428 Nucor 1,700 155 Peabody Energy 1,700 101 Phelps Dodge 2,228 205 Quanex ss. 600 31 Royal Gold ss. 1,900 33 Ryerson Tull 2,200 38 Southern Peru Copper ss. 1,300 67 Stillwater Mining *ss. 2,805 44 USX-U.S. Steel Group 2,800 105 Worthington Industries 3,400 73 2,881 Paper & Forest Products 0.4% Badger Paper Mills * 2,200 9 Bowater 1,600 61 Buckeye Technologies * 1,300 14 FiberMark * 13,600 1 Georgia-Pacific 5,940 213 International Paper 11,584 468 Louisiana Pacific 3,300 86 MeadWestvaco 4,252 136 P. H. Glatfelter 1,200 15 Pope & Talbot 1,700 30 Potlatch ss. 1,000 47 Schweitzer Mauduit 600 19 Wausau-Mosinee Paper 2,100 35 Weyerhaeuser 4,800 319 1,453 Total Materials 10,649 TELECOMMUNICATION SERVICES 3.1% Diversified Telecommunication Services 2.4% Alltel 7,600 417 AT&T 18,223 261 Atlantic Tele Network ss. 1,600 46 BellSouth 42,500 1,153 Centurytel 2,575 88 Cincinnati Bell * 5,248 18 Citizens Communications 5,940 80 Commonwealth Telephone Enterprises *ss. 700 30 Covista Communications * 3,500 6 CT Communications ss. 400 6 D&E Communications ss. 1,249 14 General Communications, Class A * 2,400 22 IDT *ss. 1,700 25 Level 3 Communications *ss. 15,000 39 MCI * 7,300 122 NTL * 2,200 137 Qwest Communications International * 39,925 133 SBC Communications 77,497 2,011 Sprint 34,100 686 Time Warner Telecom, Class A *ss. 3,300 16 US LEC, Class A *ss. 2,900 9 Verizon Communications 64,060 2,523 7,842 Wireless Telecommunication Services 0.7% @Road *ss. 1,200 5 Aether Systems *ss. 4,450 15 Alamosa Holdings *ss. 6,000 46 American Tower Systems, Class A * 4,400 68 AT&T Wireless Group * 61,366 907 Boston Communications Group *ss. 1,500 13 Centennial Communications *ss. 3,700 22 Crown Castle International * 4,800 71 EMS Technologies *ss. 900 15 Metro One Telecommunications *ss. 8,950 14 Nextel Communications, Class A * 24,800 591 Nextel Partners, Class A *ss. 4,000 66 Price Communications ss. 2,285 35 Spectrasite * 900 42 Telephone and Data Systems 1,200 101 Triton PCS, Class A *ss. 3,600 9 U. S. Cellular * 1,800 78 Western Wireless, Class A * 2,600 67 Wireless Facilities *ss. 3,700 26 2,191 Total Telecommunication Services 10,033 UTILITIES 2.9% Electric Utilities 1.9% Allegheny Energy *ss. 4,500 72 ALLETE 633 21 Alliant 2,200 55 Ameren 3,600 166 American Electric Power 8,440 270 CenterPoint Energy ss. 8,300 86 Central Vermont Public Service 1,500 30 CH Energy Group ss. 600 27 CINergy 4,200 166 Cleco ss. 2,300 40 Consolidated Edison 4,800 202 DPL 3,600 74 DQE ss. 1,900 34 DTE Energy 3,749 158 Edison International 6,800 180 El Paso Electric * 1,700 27 Empire District Electronics ss. 1,300 27 Entergy 4,800 291 Exelon 15,624 573 FirstEnergy 7,660 315 FPL Group 4,200 287 Great Plains Energy 2,200 64 Hawaiian Electric Industries ss. 1,400 37 IdaCorp ss. 1,500 44 Madison Gas and Electric ss. 1,300 41 Northeast Utilities 2,900 56 NSTAR ss. 1,500 74 OGE Energy 1,900 48 Otter Tail ss. 1,100 28 PG&E * 10,100 307 Pinnacle West Capital 2,300 95 Potomac Electric Power 4,300 86 PPL 3,900 184 Progress Energy 5,230 221 Public Service of New Mexico 2,250 51 Puget Energy 3,300 75 Southern Company 17,700 531 Teco Energy ss. 4,000 54 Texas Genco Holdings 1,160 54 TXU 7,100 340 Unisource Energy ss. 1,600 39 United Illuminating ss. 600 30 Westar Energy 2,200 44 Wisconsin Energy 2,200 70 WPS Resources 1,000 45 XCEL Energy ss. 9,530 165 5,884 Gas Utilities 0.2% Atmos Energy ss. 1,300 33 Cascade Natural Gas ss. 1,500 32 KeySpan 3,600 141 Laclede Gas ss. 1,100 32 NICOR ss. 1,100 40 NiSource 5,608 118 NUI ss. 1,500 20 Peoples Energy ss. 1,000 42 Piedmont Natural Gas Co ss. 1,400 61 Southern Union 2,810 58 UGI 1,700 63 Washington Gas Light 1,600 45 685 Multi-Utilities & Unregulated Power 0.8% AES * 16,155 161 Aquila * 4,800 15 Avista 2,500 45 Calpine *ss. 9,800 28 CMS Energy *ss. 6,300 60 Constellation Energy Group 3,600 143 Dominion Resources 7,420 484 Duke Energy 22,300 510 Dynegy, Class A *ss. 9,136 46 Energy East 2,700 68 Equitable Resources 1,500 82 MDU Resources Group 2,300 61 National Fuel Gas Company 2,200 62 NRG Energy * 1,100 30 ONEOK 2,300 60 Public Service Enterprise 5,600 239 Questar 2,400 110 Reliant Resources * 5,337 50 SCANA ss. 2,468 92 Sempra Energy 5,451 197 Sierra Pacific Resources *ss. 5,600 50 Vectren 1,700 43 2,636 Water Utilities 0.0% Aqua America 2,543 56 California Water Service Group ss. 1,100 33 89 Total Utilities 9,294 Total Common Stocks (Cost $292,547) 313,482 SHORT-TERM INVESTMENTS 1.8% U.S. Treasury Obligations 0.1% U.S. Treasury Bills, 1.59%, 11/12/04 ++ 430,000 429 Money Market Fund 1.7% T. Rowe Price Reserve Investment Fund, 1.68% # 5,418,178 5,418 Total Short-Term Investments (Cost $5,847) 5,847 SECURITIES LENDING COLLATERAL 7.5% Money Market Trust 7.5% State Street Bank and Trust Company of New Hampshire N.A.Securities Lending Quality Trust units, 1.679% # 23,756,239 23,756 Total Securities Lending Collateral (Cost $23,756) 23,756 FUTURES CONTRACTS 0.0% Variation margin receivable (payable) on open futures contracts (2) 4 Total Futures Contracts 4 Total Investments in Securities 107.5% of Net Assets (Cost $322,150) $ 343,089 (1) Denominated in U.S. dollars unless otherwise noted # Seven-day yield * Non-income producing ss. All or a portion of this security is on loan at September 30, 2004 - See Note 2 ++ All or a portion of this security is pledged to cover margin requirements on futures contracts at September 30, 2004. * Valued by the T. Rowe Price Valuation Committee, established by the fund's Board of Directors ADR American Depository Receipts REIT Real Estate Investment Trust (2) Open Futures Contracts at September 30, 2004 were as follows: ($ 000s) Contract Unrealized Expiration Value Gain (Loss) Long, 16 S&P 500 contracts, $278 par of U.S. Treasury Bills pledged as initial margin 12/04 $ 4,460 $ 9 Long, 2 S&P Mid-Cap 400 contracts, $30 par of U.S. Treasury Bills pledged as initial margin 12/04 594 6 Long, 2 NASDAQ 100 contracts, $33 par of U.S. Treasury Bills pledged as initial margin 12/04 284 7 Long, 1 Russell 2000 contracts, $15 par of U.S. Treasury Bills pledged as initial margin 12/04 287 12 Long, 4 S&P Mini 500 contracts, $15 par of U.S. Treasury Bills pledged as initial margin 12/04 223 3 Net payments (receipts) of variation margin to date (33) Variation margin receivable (payable on open futures contracts $ 4 The accompanying notes are an integral part of this Portfolio of Investments. T. Rowe Price Total Equity Market Index Fund Unaudited September 30, 2004 Notes To Portfolio of Investments NOTE 1 - SIGNIFICANT ACCOUNTING POLICIES T. Rowe Price Index Trust, Inc. (the trust) is registered under the Investment Company Act of 1940 (the 1940 Act). The Total Equity Market Index Fund (the fund), a diversified, open-end management investment company, is one portfolio established by the trust. The fund seeks to match the performance of the entire U.S. stock market, as represented by the Wilshire 5000 Total Market Index. Valuation The fund values its investments and computes its net asset value per share 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, except for OTC Bulletin Board securities, which are valued at the mean of the latest bid and asked prices. 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 asked prices. Debt securities with original maturities of less than one year are valued at amortized cost in local currency, which approximates fair value when combined with accrued interest. Investments in mutual funds are valued at the mutual fund's closing net asset value per share 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 the T. Rowe Price Valuation Committee, established by the fund's Board of Trustees. Investment Transactions Investment transactions are accounted for on the trade date. Payments ("variation margin") made or received to settle the daily fluctuations in the value of futures contracts are recorded as unrealized gains or losses until the contracts are closed. Unsettled variation margin on futures contracts is included in investments in securities. 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 The fund may invest in 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. At September 30, 2004, the value of loaned securities was $23,221,000; aggregate collateral consisted of $23,756,000 in the money market pooled trust and U.S. government securities valued at $26,000. NOTE 3 - FEDERAL INCOME TAXES At September 30, 2004, the cost of investments for federal income tax purposes was $322,150,000. Net unrealized gain aggregated $20,971,000 at period-end, of which $58,054,000 related to appreciated investments and $37,083,000 related to depreciated investments. NOTE 4 - RELATED PARTY TRANSACTIONS The fund may invest in the T. Rowe Price Reserve Investment Fund and the 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 to mutual funds, trusts, and other accounts managed by Price Associates and/or its affiliates, and are not available for direct purchase by members of the public. Item 2. 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-Q was recorded, processed, summarized, and reported timely. (b) The registrant's principal executive officer and principal financial officer are aware of no change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. Item 3. Exhibits. 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. 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 November 19, 2004 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 November 19, 2004 By /s/ Joseph A. Carrier ----------------------------------- Joseph A. Carrier Principal Financial Officer Date November 19, 2004 EX-99.CERT 2 cer_ind.txt 302 CERTIFICATION~INDEX TRUST Item 3. CERTIFICATIONS I, James S. Riepe, certify that: 1. I have reviewed this report on Form N-Q of T. Rowe Price Index Trust, Inc.; 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 schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer(s) 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) and internal control over financial reporting (as defined in Rule 30a-3(d) 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) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; (c) 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 (d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter 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: November 19, 2004 /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-Q of T. Rowe Price Index Trust, Inc.; 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 schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer(s) 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) and internal control over financial reporting (as defined in Rule 30a-3(d) 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) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; (c) 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 (d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter 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: November 19, 2004 /s/ Joseph A. Carrier --------------------------------- Joseph A. Carrier Principal Financial Officer -----END PRIVACY-ENHANCED MESSAGE-----