N-Q 1 ifcnq.htm NQ~ INDEX TRUST T. Rowe Price Index Trust, Inc. - 9/30/06 NQ
ITEM 1. SCHEDULE OF INVESTMENTS
T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND     
Unaudited  September 30, 2006 
Portfolio of Investments †  Shares/$ Par  Value 
(Cost and value in $000s)     
 
COMMON STOCKS 95.5%     
 
CONSUMER DISCRETIONARY 15.4%     
 
Auto Components 0.5%     
Aftermarket Technology (1)  2,300  41 
American Axle & Manufacturing Holdings (2)  3,630  61 
Amerigon (1)  4,500  39 
Arvinmeritor (2)  4,955  71 
Bandag (2)  1,250  51 
Borg-Warner (2)  4,970  284 
Drew Industries (1)(2)  2,300  58 
Fuel Systems Solutions (1)(2)  3,100  39 
Gentex (2)  10,560  150 
Lear (2)  5,450  113 
LKQ Corporation (1)(2)  4,400  97 
Modine Manufacturing  3,200  78 
Noble International (2)  1,500  19 
Sauer-Danfoss  4,050  97 
Shiloh Industries (1)  3,400  46 
Standard Motor Products  2,450  29 
Stoneridge (1)  3,000  21 
Superior Industries International (2)  2,100  35 
Tenneco (1)  3,250  76 
TRW (1)  6,610  159 
    1,564 
Automobiles 0.1%     
Coachmen Industries (2)  1,800  20 
Fleetwood (1)(2)  5,403  36 
Monaco Coach (2)  2,450  27 
Thor Industries (2)  4,300  177 
Winnebago (2)  2,320  73 
    333 
Distributors 0.1%     
ACR Group (1)  7,200  39 
Aristotle (1)  4,700  37 
Audiovox, Class A (1)  1,464  21 
Building Material Holding (2)  2,200  57 
Handleman (2)  2,300  18 
Keystone Automotive (1)  1,450  55 
Source Information Management (1)(2)  5,600  53 
    280 
Diversified Consumer Services 0.8%     
Alderwoods Group (1)(2)  4,000  79 
Bright Horizons Family Solutions (1)(2)  2,020  84 
Career Education (1)  6,991  157 
Carriage Services (1)(2)  8,000  37 
Corinthian Colleges (1)(2)  6,067  66 
Devry (1)(2)  4,900  104 
ITT Educational Services (1)(2)  3,440  228 
Jackson Hewitt Tax Service  3,000  90 
Laureate (1)(2)  3,434  164 
Matthews International, Class A  3,000  111 
Prepaid Legal Services (2)  1,400  56 
Regis (2)  3,300  118 
Service Corporation International  23,131  216 
ServiceMaster (2)  18,766  210 
Sotheby's, Class A (2)  4,413  142 
Stewart Enterprises, Class A (2)  10,760  63 
Strayer Education (2)  1,050  114 
The Princeton Review (1)(2)  4,200  22 
Universal Technical Institute (1)(2)  2,000  36 
Weight Watchers (2)  7,000  311 
    2,408 
Hotels, Restaurants & Leisure 3.2%     
Ameristar Casinos (2)  4,400  96 
Applebee's (2)  5,575  120 
Archon Corporation (1)  1,100  36 
Aztar (1)  2,940  156 
Bally Technologies (1)(2)  4,550  80 
Bally Total Fitness Holdings (1)(2)  4,900  7 
BJ's Restaurants (1)(2)  4,033  89 
Bluegreen (1)(2)  2,500  29 
Bob Evans Farms (2)  2,800  85 
Bowl America, Class A  3,000  43 
Boyd Gaming (2)  6,769  260 
Brinker  5,653  227 
BUCA (1)(2)  6,800  36 
Burger King Holdings (1)(2)  10,500  168 
California Pizza Kitchen (1)(2)  1,900  57 
CEC Entertainment (1)  2,492  79 
Champps Entertainment (1)(2)  3,700  23 
Chipotle Mexican Grill (1)(2)  2,600  129 
Choice Hotels International  5,200  213 
Churchill Downs  1,300  55 
CKR Restaurants  4,250  71 
Cracker Barrel (2)  2,900  117 
Diamondhead Casino (1)  10,500  33 
Domino's Pizza  5,164  132 
Dover Downs Gaming and Entertainment  4,067  49 
Dover Motorsports (2)  3,163  17 
Empire Resorts (1)(2)  6,050  43 
Famous Dave's of America (1)  2,600  40 
Friendly Ice Cream (1)(2)  3,900  42 
Frisch's Restaurants  2,300  55 
Gaming Partners International (2)  1,300  25 
Gaylord Entertainment (1)(2)  2,700  118 
IHOP  1,200  56 
International Speedway, Class A  3,475  173 
Isle of Capris Casinos (1)(2)  2,680  56 
Jack In The Box (1)(2)  2,500  130 
Krispy Kreme (1)(2)  6,410  52 
Landry's Seafood Restaurant (2)  1,900  57 
Las Vegas Sands (1)(2)  26,248  1,794 
Life Time Fitness (1)(2)  2,500  116 
Lone Star Steakhouse & Saloon  3,630  101 
Marcus  3,250  75 
MGM Mirage (1)(2)  22,124  874 
MTR Gaming Group (1)(2)  3,600  34 
Multimedia Games (1)(2)  2,000  18 
O'Charley's (1)(2)  3,700  70 
Orient-Express, Class A (2)  5,100  191 
OSI Restaurant Partners (2)  4,540  144 
Panera Bread, Class A (1)(2)  2,300  134 
Papa John's International (1)(2)  2,920  105 
PF Chang's China Bistro (1)(2)  1,940  67 
Pinnacle Entertainment (1)  4,200  118 
Progressive Gaming International (1)(2)  4,700  39 
Rare Hospitality International (1)(2)  2,200  67 
Red Robin Gourmet Burgers (1)(2)  1,450  67 
Royal Caribbean Cruises (2)  16,321  633 
Ruby Tuesday (2)  4,100  116 
Ryan's Restaurant Group (1)(2)  4,250  67 
Scientific Games, Class A (1)(2)  6,830  217 
Shuffle Master (1)(2)  7,533  203 
Six Flags (1)(2)  8,050  42 
Sonic (1)  6,250  141 
Speedway Motorsports  2,620  95 
Station Casinos (2)  4,720  273 
Steak 'N Shake (1)(2)  2,400  41 
Texas Roadhouse (1)(2)  6,100  75 
The Cheesecake Factory (1)(2)  5,640  153 
Triarc, Class B (2)  8,340  126 
Vail Resorts (1)(2)  2,500  100 
WMS Industries (1)(2)  2,630  77 
Wynn Resorts (1)(2)  7,845  534 
    10,161 
Household Durables 1.4%     
American Greetings, Class A (2)  4,350  101 
Avatar Holdings (1)(2)  700  41 
Beazer Homes (2)  2,870  112 
Blyth Industries (2)  2,850  69 
Brookfield Homes (2)  2,232  63 
Champion Enterprises (1)(2)  5,509  38 
CSS Industries  800  24 
Ethan Allen Interiors (2)  2,200  76 
Furniture Brands International (2)  3,230  62 
Garmin (2)  16,000  781 
Helen of Troy Limited (1)(2)  2,150  38 
Hovnanian Enterprises (1)(2)  4,230  124 
Interface, Class A (1)  3,800  49 
Jarden (1)(2)  5,135  169 
Kimball International, Class B (2)  3,890  75 
La-Z-Boy (2)  3,250  45 
Lenox Group (1)  2,445  15 
Levitt, Class A (2)  1,712  20 
Libbey (2)  1,500  17 
M/i Homes (2)  870  31 
MDC Holdings (2)  2,891  134 
Meritage (1)(2)  5,200  216 
Mohawk Industries (1)(2)  4,254  317 
National Presto  800  44 
NVR (1)(2)  413  221 
Orleans Homebuilders (2)  1,700  20 
Palm Harbor Homes (1)(2)  2,200  33 
Russ Berrie (1)(2)  3,700  56 
Ryland Group (2)  3,246  140 
Sealy  6,300  82 
Skyline (2)  800  31 
Standard Pacific (2)  10,700  251 
Stanley Furniture (2)  1,200  26 
Technical Olympic USA (2)  3,899  38 
Tempur-Pedic (1)(2)  6,950  119 
Toll Brothers (1)(2)  11,420  321 
Tupperware Brands (2)  3,820  74 
Universal Electronics (1)(2)  1,400  27 
WCI Communities (1)(2)  3,100  54 
Yankee Candle Company  2,900  85 
    4,239 
Internet & Catalog Retail 0.8%     
1-800-Flowers.com (1)(2)  5,568  29 
Audible (1)(2)  4,200  30 
Blue Nile (1)(2)  1,400  51 
Celebrate Express (1)(2)  1,100  14 
Coldwater Creek (1)(2)  7,464  215 
Delias (1)(2)  3,850  30 
Drugstore.com (1)(2)  9,350  32 
Expedia (1)(2)  26,696  418 
Global Sports (1)(2)  4,600  68 
Hollywood Media (1)  4,500  18 
Liberty Media Interactive, Class A (1)  51,528  1,050 
Netflix (1)(2)  4,900  112 
Nutri/System (1)(2)  3,100  193 
Overstock.com (1)(2)  1,600  28 
priceline.com (1)(2)  3,554  131 
ValueVision International (1)  3,020  35 
Vistaprint (1)(2)  3,200  83 
    2,537 
Leisure Equipment & Products 0.3%     
Arctic Cat (2)  1,437  24 
Callaway Golf (2)  5,350  70 
JAKKS Pacific (1)(2)  2,000  36 
Johnson Outdoors, Class A (1)  1,800  31 
K2 (1)  4,770  56 
Leapfrog Enterprises (1)(2)  5,390  43 
Marine Products (2)  2,800  27 
MarineMax (1)(2)  1,760  45 
Marvel Entertainment (1)(2)  6,714  162 
Nautilus Group (2)  2,537  35 
Oakley (2)  4,900  84 
Polaris Industries (2)  2,770  114 
Pool (2)  3,477  134 
RC2 Corporation (1)  1,500  50 
Steinway Musical Instruments (1)  1,300  36 
Sturm Ruger & (1)(2)  2,500  19 
    966 
Media 4.1%     
4Kids Entertainment (1)(2)  1,750  29 
ADVO  2,200  61 
Alloy (1)(2)  1,925  23 
Arbitron  1,920  71 
Beasley Broadcast Group, Class A (2)  2,600  18 
Belo Corporation, Class A  7,380  117 
Cablevision Systems, Class A (1)(2)  22,159  503 
Cadmus Communications (2)  1,500  22 
Catalina Marketing (2)  3,100  85 
Charter Communications, Class A (1)(2)  28,010  43 
Citadel Broadcasting (2)  8,250  77 
Clear Channel Outdoor, Class A (1)  27,200  555 
Courier  2,000  74 
Cox Radio, Class A (1)  6,650  102 
Crown Media, Class A (1)(2)  8,970  40 
Cumulus Media, Class A (1)(2)  7,505  72 
Daily Journal (1)  900  35 
DIRECTV (1)(2)  92,011  1,811 
Discovery Holding, Series A (1)(2)  20,171  292 
Dreamworks Animation, Class A (1)(2)  6,531  163 
EchoStar Communications, Class A (1)  32,120  1,052 
Emmis Communications (1)(2)  2,260  28 
Entercom Communications  2,750  69 
Entravision Communications, Class A (1)  8,544  64 
Fisher Communications (1)  1,250  52 
Gemstar TV Guide (1)(2)  25,965  86 
Getty Images (1)(2)  4,400  219 
Harris Interactive (1)(2)  7,100  43 
Harte-Hanks  5,450  144 
Hearst-Argyle Television  3,991  92 
Interactive Data (1)(2)  6,300  126 
John Wiley & Sons  4,070  147 
Journal Communications, Class A (2)  6,900  78 
Journal Register (2)  3,600  20 
Lamar Advertising (1)(2)  7,292  389 
Lee Enterprises  3,450  87 
Liberty Global (1)(2)  33,634  866 
Liberty Media Capital, Class A (1)  10,045  839 
LIN TV, Class A (1)(2)  3,640  28 
Live Nation (1)(2)  7,000  143 
LodgeNet Entertainment (1)  2,200  41 
Martha Stewart Living, Class A (2)  3,919  70 
McClatchy  5,240  221 
Media General, Class A (2)  1,350  51 
Mediacom Communications (1)(2)  9,000  64 
Morningstar (1)(2)  4,300  159 
Navarre (1)(2)  3,150  13 
Nexstar Broadcasting (1)  7,500  30 
NTL (2)  24,335  619 
NTL, Warrants, 1/13/11 (1)  3  - 
Playboy Enterprises, Class B (1)(2)  3,200  30 
Primedia (1)(2)  17,936  27 
R.H. Donnelley (2)  4,609  244 
Radio One (1)  8,950  56 
Reader's Digest (2)  8,400  109 
Regal Entertainment Group, Class A (2)  11,590  230 
Regent Communications (1)(2)  6,450  24 
Rentrak (1)  2,100  24 
Salem Communications, Class A (2)  3,350  38 
Scholastic (1)(2)  2,620  82 
Sinclair Broadcasting, Class A (2)  7,310  57 
Sirius Satellite Radio (1)(2)  103,310  404 
Spanish Broadcasting, Class A (1)(2)  7,850  34 
Sun-Times Media Group  9,300  61 
TiVo (1)(2)  11,900  90 
Valassis Communications (1)  3,600  63 
Value Line  900  42 
Warner Music Group  11,500  298 
Washington Post, Class B  695  512 
Westwood One (2)  5,380  38 
World Wrestling (2)  5,800  95 
XM Satellite Radio Holdings, Class A (1)(2)  18,977  245 
    12,836 
Multiline Retail 0.2%     
99 Cents Only Stores (1)(2)  5,165  61 
Bon-Ton Stores (2)  2,000  60 
Dollar Tree Stores (1)  7,504  232 
Fred's, Class A (2)  3,615  46 
Retail Ventures (1)(2)  5,000  77 
Saks (2)  9,275  160 
Tuesday Morning (2)  2,900  40 
    676 
Specialty Retail 3.0%     
Aaron Rents, Class B (2)  3,790  87 
Abercrombie & Fitch (2)  6,082  423 
AC Moore Arts & Crafts (1)(2)  1,860  35 
Advance Auto Parts  7,185  237 
Aeropostale (1)  3,805  111 
American Eagle Outfitters  11,020  483 
AnnTaylor Stores (1)  5,175  217 
Asbury Automotive Group  2,940  61 
Barnes & Noble  4,684  178 
Big 5 Sporting Goods (2)  1,800  41 
Blockbuster, Class A (1)(2)  12,907  50 
Borders Group (2)  4,600  94 
Buckle (2)  1,950  74 
Build-A-Bear Workshop (1)(2)  1,600  36 
Cabela's, Class A (1)(2)  4,041  88 
CarMax (1)  7,614  318 
Cato Corporation, Class A  2,650  58 
Charlotte Russe Holding (1)  2,000  55 
Charming Shoppes (1)  8,920  127 
Chico's (1)(2)  13,200  284 
Christopher & Banks (2)  3,092  91 
Claire's Stores  7,350  214 
Cost Plus (1)(2)  2,400  29 
CSK Auto (1)(2)  3,800  54 
Deb Shops  1,950  50 
Dick's Sporting Goods (1)(2)  3,300  150 
Dress Barn (1)(2)  4,800  105 
DSW, Class A (1)(2)  3,500  110 
E Com Ventures (1)  1,600  19 
Foot Locker (2)  10,917  276 
Franklin Covey (1)(2)  4,100  22 
GameStop, Class A (1)(2)  5,336  247 
Gander Mountain (1)(2)  3,100  22 
Genesco (1)(2)  1,700  59 
Group One Automotive (2)  1,900  95 
Guess ? (1)(2)  3,660  178 
Guitar Center (1)(2)  1,710  76 
Gymboree (1)(2)  720  30 
Hancock Fabrics (1)(2)  8,600  25 
Haverty Furniture (2)  2,150  34 
Hibbett Sporting Goods (1)  2,718  71 
Hot Topic (1)(2)  3,200  36 
J Crew Group (1)(2)  5,600  168 
Jo Ann Stores (1)(2)  1,660  28 
Jos. A. Bank Clothiers  (1)(2)  1,437  43 
Lithia Motors, Class A  (2)  1,700  42 
Men's Wearhouse (2)  3,450  128 
Michaels Stores  9,158  399 
MIDAS (1)(2)  1,500  31 
Monro Muffler Brake  1,800  61 
New York & Company  (1)(2)  3,800  50 
O'Reilly Automotive (1)  8,200  272 
Pacific Sunwear (1)(2)  5,125  77 
Payless Shoesource (1)(2)  4,515  112 
Pep Boys (2)  4,370  56 
Petco (1)(2)  4,150  119 
PETsMART (2)  9,620  267 
Pier 1 Imports (2)  7,950  59 
Pomeroy Computer Resources (1)  1,400  11 
Rent Way (1)(2)  2,600  27 
Rent-A-Center (1)(2)  4,800  141 
Restoration Hardware (1)(2)  4,100  35 
Rex Stores (1)  1,650  23 
Ross Stores  9,902  252 
Select Comfort (1)(2)  4,350  95 
Sharper Image (1)(2)  1,970  20 
Shoe Carnival (1)  1,400  35 
Sonic Automotive (2)  2,820  65 
Stage Stores  1,980  58 
Stein Mart  3,330  51 
Syms (1)  2,800  57 
Talbots (2)  3,650  99 
The Children's Place (1)(2)  2,850  182 
The Finish Line, Class A (2)  3,040  38 
Trans World Entertainment (1)  5,050  31 
TSC (1)  2,810  136 
Tween Brands (1)  2,520  95 
Tweeter Home Entertainment Group (1)  4,200  19 
United Auto Group (2)  7,016  164 
United Retail Group (1)  2,000  37 
Urban Outfitters (1)(2)  12,082  214 
West Marine (1)(2)  2,900  41 
Wet Seal, Class A (1)(2)  8,375  51 
Williams-Sonoma (2)  8,100  262 
Winmark (1)  1,500  36 
Zale (1)(2)  3,600  100 
Zumiez (1)(2)  1,400  38 
    9,375 
Textiles, Apparel & Luxury Goods 0.9%     
Brown Shoe  2,120  76 
Carters (1)  3,600  95 
Charles & Colvard (2)  1,968  22 
Cherokee  1,600  59 
Columbia Sportswear (1)(2)  2,281  127 
Crocs (1)(2)  3,600  122 
Cutter & Buck  1,500  15 
Deckers Outdoor (1)(2)  1,400  66 
Fossil (1)(2)  5,237  113 
Iconix Brand Group (1)(2)  4,600  74 
K-Swiss, Class A (2)  2,000  60 
Kellwood (2)  2,050  59 
Kenneth Cole Productions (2)  1,650  40 
Lakeland Industries (2)  1,980  24 
Mossimo (1)  5,500  43 
Movado Group  2,500  64 
Oxford Industries (2)  1,070  46 
Phillips-Van Heusen (2)  3,800  159 
Polo Ralph Lauren (2)  7,400  479 
Quiksilver (1)(2)  8,800  107 
Skechers U.S.A., Class A (1)(2)  2,900  68 
Steven Madden  2,400  94 
Stride Rite (2)  4,250  59 
Superior Uniform Group  1,800  22 
Tandy Brands (2)  3,200  34 
Timberland, Class A (1)(2)  4,400  127 
Under Armour (1)(2)  3,500  140 
Unifi (1)(2)  6,200  15 
UniFirst (2)  1,700  53 
Volcom (1)(2)  1,600  36 
Warnaco Group (1)(2)  2,700  52 
Weyco Group  2,000  45 
Wolverine World Wide  3,750  106 
    2,701 
 
Total Consumer Discretionary    48,076 
 
CONSUMER STAPLES 3.9%     
 
Beverages 0.2%     
Coca-Cola Bottling  1,850  114 
Hansen Natural (1)(2)  7,200  234 
Midwest Grain Products (2)  2,900  62 
National Beverage (2)  5,040  60 
PepsiAmericas  9,599  205 
Willamette Valley Vineyards (1)  3,300  19 
    694 
Food & Staples Retailing 0.6%     
Arden Group, Class A  800  93 
BJ's Wholesale Club (1)  4,500  131 
Casey's General Stores  5,600  125 
Central European District (1)(2)  3,000  70 
Great Atlantic & Pacific Tea (2)  4,200  101 
Longs Drug Stores  2,600  120 
Nash Finch (2)  1,600  38 
Pantry (1)  2,000  113 
Pathmark Stores (1)(2)  6,700  67 
Performance Food Group (1)(2)  2,603  73 
PriceSmart (1)(2)  4,100  62 
Rite Aid (1)(2)  35,550  161 
Ruddick (2)  5,700  148 
Smart & Final (1)  5,200  89 
Topps (2)  5,350  48 
United Natural Foods (1)(2)  3,200  99 
Weis Markets  4,150  165 
Wild Oats Markets (1)(2)  3,490  56 
    1,759 
Food Products 2.4%     
Alico (2)  1,100  64 
Bridgford Foods (1)  5,100  32 
Bunge Limited (2)  8,702  504 
Chiquita (2)  2,819  38 
Corn Products International  5,100  166 
Cuisine Solutions (1)  4,500  26 
Del Monte Foods  15,701  164 
Delta Pine & Land (2)  2,700  109 
Farmer Bros.  2,500  51 
Flowers Foods  4,440  119 
Fresh Del Monte Produce (2)  5,527  96 
Gold Kist (1)  3,300  69 
Green Mountain Coffee (1)(2)  1,100  41 
Hain Celestial Group (1)  3,100  79 
Hormel Foods (2)  9,619  346 
J & J Snack Foods (2)  1,940  60 
J.M. Smucker  4,529  217 
Kraft Foods, Class A (2)  120,485  4,297 
Lancaster Colony  2,200  98 
Lance (2)  3,810  84 
Lifeway Foods (1)  3,600  25 
Maui Land & Pineapple (1)(2)  1,600  47 
Peet's Coffee & Tea (1)(2)  1,300  33 
Pilgrim's Pride (2)  4,815  132 
Ralcorp Holdings (1)  1,870  90 
Rocky Mountain Chocolate Factory  1,890  26 
Sanderson Farms (2)  1,440  47 
Seaboard (2)  89  107 
Smithfield Foods (1)(2)  7,389  200 
Tootsie Roll Industries (2)  4,251  125 
Treehouse Foods (1)  2,743  65 
Zapata Corporation (1)  6,300  42 
    7,599 
Household Products 0.2%     
Central Garden & Pet (1)(2)  1,550  75 
Church & Dwight  4,425  173 
Energizer (1)  4,450  320 
Oil-Dri  2,250  34 
Spectrum Brands (1)(2)  3,400  29 
WD-40  1,850  66 
    697 
Personal Products 0.3%     
Chattem (1)(2)  1,800  63 
Elizabeth Arden (1)(2)  1,950  31 
Herbalife (1)  5,700  216 
Inter Parfums (2)  1,700  32 
Mannatech (2)  2,800  50 
NBTY (1)  5,560  163 
Nu Skin Asia Pacific, Class A (2)  4,600  81 
Playtex Products (1)(2)  4,920  66 
Prestige Brands (1)(2)  5,300  59 
Reliv International (2)  4,700  42 
Revlon, Class A (1)(2)  26,300  30 
Usana Health Sciences (1)(2)  1,750  78 
    911 
Tobacco 0.2%     
Alliance One International (1)(2)  7,234  30 
Carolina Group  7,000  388 
Star Scientific (1)(2)  6,900  21 
Universal Corporation (2)  1,840  67 
Vector Group (2)  5,807  94 
    600 
 
Total Consumer Staples    12,260 

ENERGY 6.5%  		   
 
Energy Equipment & Services 2.6%     
Atwood Oceanics (1)(2)  2,300  103 
Basic Energy Services (1)  2,800  68 
Bristow Group (1)  2,080  72 
Cameron International (1)  8,140  393 
Carbo Ceramics (2)  1,875  68 
Dawson Geophysical (1)(2)  2,300  68 
Diamond Offshore Drilling (2)  9,400  680 
Dresser-Rand Group (1)(2)  6,300  129 
Dril-Quip (1)(2)  1,600  108 
ENSCO International  10,790  473 
FMC Technologies (1)  5,250  282 
Global Industries (1)(2)  9,570  149 
GlobalSantaFe (2)  18,439  922 
Grant Prideco (1)  9,977  379 
Grey Wolf (1)(2)  13,200  88 
Gulf Island Fabrication (2)  2,400  63 
Gulfmark Offshore (1)  3,300  105 
Hanover Compressor (1)(2)  11,200  204 
Helmerich & Payne  7,420  171 
Hercules Offshore (1)(2)  2,500  78 
Hydril (1)  1,780  100 
Input/Output (1)(2)  11,200  111 
Lone Star Technologies (1)(2)  2,260  109 
Matrix Service (1)  3,700  48 
Maverick Tube (1)  3,340  217 
NATCO Group, Class A (1)  2,500  72 
Newpark Resources (1)(2)  6,400  34 
NS Group (1)  1,900  123 
Oceaneering International (1)  4,200  129 
Oil States International (1)(2)  3,630  100 
Omni Energy Services (1)(2)  8,100  61 
Parker Drilling (1)(2)  9,400  67 
Patterson-UTI Energy  12,437  296 
PHI (1)(2)  1,800  55 
Pride International (1)  11,680  320 
Seacor Holdings (1)(2)  1,850  153 
Superior Energy (1)  6,350  167 
Superior Well Services (1)(2)  3,000  59 
TETRA Technologies (1)(2)  6,174  149 
Tidewater  3,874  171 
Todco (1)  4,881  169 
Union Drilling (1)  4,300  47 
Unit (1)  3,500  161 
Universal Compression Holdings (1)(2)  2,400  128 
Veritas DGC (1)(2)  2,760  182 
W-H Energy Services (1)(2)  2,500  104 
    7,935 
Oil, Gas & Consumable Fuels 3.9%     
Able Energy (1)(2)  5,900  27 
Adams Resources & Energy  2,300  80 
Alon Usa Energy  5,100  150 
Alpha Natural Resources (1)(2)  5,200  82 
APCO Argentina  1,216  105 
Arch Coal (2)  11,100  321 
Atp Oil And Gas (1)  3,177  117 
Berry Petroleum, Class A (2)  3,780  106 
Bill Barrett (1)(2)  4,032  99 
Bois d'Arc Energy (1)(2)  7,100  109 
BP Prudhoe Bay Royalty Trust (2)  2,320  171 
Cabot Oil & Gas (2)  3,850  185 
Callon Petroleum (1)  3,450  47 
Carrizo Oil & Gas (1)(2)  3,400  88 
Cheniere Energy (1)(2)  5,100  152 
Cimarex Energy  6,738  237 
CNX Gas (1)  11,800  273 
Comstock Resources (1)  3,840  104 
Cross TImbers Royalty Trust (2)  1,458  68 
Delta Pete (1)(2)  5,596  126 
Denbury Resources (1)  9,700  280 
Edge Petroleum (1)(2)  3,000  49 
Encore Acquisition (1)(2)  4,650  113 
Energy Partners (1)(2)  4,050  100 
Energy Transfer Equity  10,500  307 
Evergreen Energy (1)(2)  7,412  78 
Exco Resources (1)  10,600  132 
Fieldpoint Petroleum (1)(2)  6,300  18 
Forest Oil (1)(2)  4,589  145 
Foundation Coal Holdings  3,984  129 
Frontier Oil (2)  10,200  271 
General Maritime (2)  3,790  139 
Georesources (1)  3,100  17 
Giant Industries (1)  1,800  146 
GMX Resources (1)(2)  2,100  66 
Harken Energy (1)  8,500  5 
Harvest Natural Resource (1)(2)  6,216  64 
Helix Energy Solutions Group (1)(2)  8,607  288 
Holly (2)  5,500  238 
Houston Exploration (1)  2,410  133 
Hugoton Royalty Trust  5,600  148 
Kinder Morgan Management (2)  5,755  243 
Mariner Energy (1)  6,528  120 
Maritrans (2)  1,700  62 
Markwest Hydrocarbon  2,843  80 
Massey (2)  5,805  122 
Meridian Resource (1)  9,550  29 
Newfield Exploration (1)  9,600  370 
Noble Energy  13,690  624 
OMI (2)  6,051  131 
Peabody Energy  19,576  720 
Penn Virginia  1,820  115 
Petrohawk Energy (1)(2)  18,557  193 
Petroleum Development (1)  1,900  76 
Pioneer Natural Resources Co (2)  9,614  376 
Plains Exploration & Production (1)(2)  6,402  275 
Pogo Producing (2)  4,300  176 
Quicksilver Resources (1)(2)  6,050  193 
Range Resources  10,895  275 
Southwestern Energy (1)  13,000  388 
St. Mary Land Exploration (2)  4,800  176 
Stone Energy (1)  2,010  81 
Swift Energy (1)(2)  2,250  94 
Syntroleum (1)(2)  6,300  30 
Teekay Shipping (2)  6,100  251 
Tesoro Petroleum  5,800  336 
Ultra Petroleum (1)  9,460  455 
USEC  6,550  63 
W&T Offshore  6,200  181 
Western Refining (2)  7,000  163 
Westmoreland Coal (1)(2)  1,200  24 
Whiting Petroleum (1)(2)  3,800  152 
World Fuel Services (2)  3,200  129 
    12,216 
 
Total Energy    20,151 
FINANCIALS 25.0%     
 
Capital Markets 1.8%     
A.G. Edwards (2)  5,515  294 
Affiliated Managers Group (1)(2)  2,275  228 
Blackrock  4,710  702 
Calamos, Class A  2,500  73 
Cohen & Steers (2)  4,300  139 
Eaton Vance (2)  8,966  259 
Gamco Investors (2)  2,467  94 
GFI Group (1)(2)  2,700  149 
Greenhill (2)  2,700  181 
International Assets Holding (1)  3,200  75 
Investment Technology Group (1)  3,400  152 
Investors Financial Services (2)  4,565  197 
Jefferies Group (2)  9,300  265 
Knight Capital Group (1)  7,850  143 
LaBranche & Company (1)(2)  5,530  57 
Lazard (2)  2,700  108 
Nuveen Investments (2)  5,300  271 
optionsXpress (2)  5,700  159 
Piper Jaffray (1)  1,650  100 
Raymond James Financial (2)  8,475  248 
Sanders Morris Harris Group (2)  2,600  32 
SEI (2)  6,828  384 
Southwest Securities (2)  2,233  55 
Stifel Financial (1)(2)  1,500  48 
TD Ameritrade Holding (2)  44,233  834 
Tradestation Group (1)(2)  4,900  74 
W.P. Stewart  3,900  48 
Waddell & Reed Financial, Class A (2)  5,740  142 
    5,511 
Commercial Banks 4.6%     
1st Source  2,366  70 
Abigail Adams (2)  2,120  29 
Alabama National Bancorp  1,500  102 
Amcore Financial  2,090  63 
Arrow Financial (2)  1,395  35 
Associated Banc Corporation  9,175  298 
Banc First  1,300  61 
BanCorpSouth  4,375  121 
BancTrust Financial Group (2)  2,200  61 
Bank of Granite (2)  2,590  45 
Bank of Hawaii  3,166  153 
Bank of the Ozarks (2)  1,800  61 
Banner (2)  1,914  79 
BOK Financial  3,937  207 
Boston Private Financial (2)  3,299  92 
BWC Financial  1,127  47 
Camden National  900  36 
Capital City Bank (2)  1,562  49 
Capital Corporation of the West  1,207  37 
Cascade Bancorp (2)  3,400  128 
Cathay Bancorp (2)  4,456  161 
Center Bancorp (2)  4,118  68 
Central Pacific Financial (2)  2,073  76 
Century Bancorp, Class A  1,600  41 
Chemical Financial (2)  1,961  58 
Chittenden  2,967  85 
Citizens Banking (2)  3,210  84 
City Holding Company (2)  1,650  66 
City National  3,550  238 
CoBiz (2)  2,437  56 
Codorus VY Bancorp  1,092  21 
Colonial BancGroup  9,745  239 
Columbia Bancorp Ore (2)  2,000  49 
Columbia Banking  1,850  59 
Commerce Bancshares  4,291  217 
Community Bank System  2,220  49 
Community Banks (2)  3,241  87 
Community Bankshares of Indiana  1,210  27 
Community Trust Bancorp  1,375  52 
Cullen/Frost Bankers (2)  3,950  228 
CVB Financial  5,297  78 
East West Bancorp (2)  3,900  155 
Farmers Capital Bank (2)  2,200  75 
First Bancorp (2)  3,075  63 
First Charter  3,100  75 
First Citizens BancShares  670  128 
First Commonwealth Financial (2)  4,600  60 
First Community Bancorp  1,650  92 
First Financial (2)  1,950  62 
First Financial Bancorp (2)  3,472  55 
First Financial Bankshares (2)  1,696  65 
First Indiana (2)  1,760  46 
First M & F Corporation  4,000  73 
First Merchants  3,083  73 
First Midwest Bancorp  2,793  106 
First of Long Island  1,650  73 
First Republic Bank  2,255  96 
First United  3,111  66 
FirstBank Puerto Rico (2)  5,800  64 
FirstMerit (2)  4,835  112 
FNB (2)  4,277  71 
FNB United  2,900  54 
Frontier Financial (2)  4,350  113 
Fulton Financial (2)  9,602  155 
GB&T Bancshares (2)  2,800  59 
German American Bancorp  3,389  48 
Glacier Bancorp (2)  2,608  89 
Great Lakes Bancorp (1)  1,980  32 
Great Southern Bancorp (2)  1,350  38 
Greater Bay Bancorp (2)  3,136  89 
Greater Community Bancorp  3,459  53 
Hancock Holding (2)  2,600  139 
Hanmi Financial (2)  5,000  98 
Harleysville National (2)  2,433  49 
Home Bancshares  2,100  46 
Horizon Financial  2,525  75 
IBERIABANK (2)  937  57 
Independent Bank  1,350  44 
Independent Bank  2,138  52 
Integra Bank  2,050  52 
Interchange Financial Services (2)  2,250  51 
International Bancshares  4,693  139 
Irwin Financial (2)  1,900  37 
MB Financial (2)  2,068  76 
Mercantile Bankshares  8,129  295 
Mid Penn Bancorp  1,860  47 
Mid-State Bancshares (2)  2,050  56 
MidSouth Bancorp (2)  1,360  45 
Midwest Banc Holdings (2)  2,350  57 
MidWestOne Financial  1,700  33 
Nara Bancorp  3,700  68 
National Penn Bancshares (2)  4,608  90 
NBT Bancorp  2,580  60 
Northrim Bank  2,310  61 
Old National Bancorp (2)  4,424  85 
Old Second Bancorp (2)  1,600  48 
Omega Financial (2)  2,100  63 
Oriental Financial Group (2)  3,868  46 
Pacific Capital Bancorp (2)  3,088  83 
Park National (2)  1,140  114 
Peapack-Gladstone Financial  2,150  53 
Peoples Bancorp (2)  2,050  60 
Pinnacle Financial Partners (1)(2)  2,600  93 
Placer Sierra Bancshares  2,300  51 
Popular (2)  19,290  375 
Preferred Bank  1,200  72 
PrivateBancorp (2)  2,360  108 
Prosperity Bancshares (2)  2,960  101 
Provident Bankshares  2,001  74 
QCR Holding (2)  2,600  45 
R&G Financial, Class B  1,980  15 
Renasant (2)  2,152  60 
Republic Bancorp (2)  5,657  75 
Republic Bancorp, Class A (2)  3,016  64 
S&T Bancorp (2)  2,200  72 
Sandy Spring Bancorp (2)  1,430  51 
Santander Bancorp (2)  3,990  75 
Seacoast Banking, Class A (2)  2,450  74 
Signature Bank (1)  2,900  90 
Sky Financial  7,507  187 
South Financial Group (2)  4,435  115 
Southwest Bancorp of Oklahoma (2)  2,000  52 
State Bancorp  2,250  46 
Sterling Bancorp (2)  1,785  35 
Sterling Bancshares  3,550  72 
Sterling Financial  2,616  58 
Sterling Financial (2)  3,128  101 
Suffolk Bancorp (2)  1,250  40 
Summit Bancshares  2,300  65 
Sun Bancorp (2)  1,750  33 
Susquehanna Bancshares  2,660  65 
SVB Financial Group (1)(2)  2,450  109 
SY Bancorp (2)  1,521  45 
TCF Financial (2)  8,100  213 
TD Banknorth (2)  16,342  472 
Texas Capital Bancshares (1)(2)  2,500  47 
Texas Regional Bancshares, Class A  5,052  194 
The Savannah Bancorp (2)  1,325  44 
Tompkins Trust (2)  1,280  58 
Trico Bancshares (2)  2,000  50 
Trustmark (2)  4,500  141 
U.S.B. Holding Company  1,997  44 
UCBH Holdings (2)  6,300  110 
UMB Financial  2,412  88 
Umpqua Holdings Corporation (2)  3,620  104 
Union Bankshares (2)  1,153  51 
UnionBancal  9,677  589 
United Bankshares  2,700  101 
United Community Banks (2)  2,700  81 
Valley National Bancorp (2)  6,912  177 
Washington Trust Bancorp (2)  2,600  69 
WesBanco (2)  2,540  74 
West Coast Bancorp (2)  1,570  48 
WestAmerica (2)  2,646  134 
Westbank  2,782  64 
Whitney Holding  4,562  163 
Wilmington Trust (2)  3,825  170 
Wintrust Financial (2)  1,850  93 
    14,329 
Consumer Finance 0.4%     
Ace Cash Express (1)  1,300  39 
Advance America Cash Advance Centers (2)  6,222  90 
Advanta, Class A  1,116  38 
AmeriCredit (1)(2)  9,410  235 
Asta Funding (2)  1,600  60 
Cash America Investments (2)  2,860  112 
CompuCredit (1)(2)  4,100  124 
First Cash (1)  4,000  82 
Nelnet, Class A (1)  3,722  114 
QC Holdings (1)(2)  2,900  35 
Student Loan  1,501  288 
United Paname Financial (1)(2)  2,190  34 
World Acceptance (1)  1,900  84 
    1,335 
Diversified Financial Services 0.9%     
Asset Acceptance Capital (1)(2)  2,800  45 
CBOT Holdings, Class A (1)(2)  4,500  544 
Encore Capital (1)(2)  2,600  34 
Financial Federal (2)  2,365  63 
IntercontinentalExchange (1)(2)  4,300  323 
International Securities Exchange, Class A (2)  3,400  159 
Leucadia National (2)  16,448  430 
Nasdaq Stock Market (1)(2)  8,400  254 
NYSE Group (1)(2)  11,300  845 
PICO Holdings (1)(2)  1,600  52 
Portfolio Recovery Associates (1)(2)  1,250  55 
    2,804 
Insurance 8.1%     
21st Century Insurance Group (2)  5,750  86 
Alfa  5,570  96 
Alleghany  549  159 
Allied World Assurance Holdings (1)  2,900  117 
American Financial Group (2)  5,140  241 
American National Insurance  1,940  225 
AmerUs Life (2)  2,450  167 
Arch Capital Group (1)  5,610  356 
Argonaut Group (1)  2,700  84 
Arthur J. Gallagher (2)  6,260  167 
Aspen Insurance Holdings (2)  7,400  191 
Assurant (2)  9,733  520 
Assured Guaranty (2)  5,700  148 
Axis Capital Holdings  11,200  389 
Baldwin & Lyons, Class A (2)  2,675  65 
Berkshire Hathaway, Class A (1)  111  10,634 
Bristol West Holdings  3,050  44 
Brown & Brown (2)  10,206  312 
Citizens (2)  7,533  44 
Clark  1,850  21 
CNA Financial (1)(2)  17,304  623 
CNA Surety (1)  4,100  83 
Commerce Group (2)  4,300  129 
Conseco (1)(2)  10,200  214 
Crawford, Class B  7,450  51 
Delphi Financial, Class A  3,379  135 
Direct General (2)  3,600  48 
E M C Insurance Group (2)  2,703  78 
Endurance Specialty Holdings (2)  5,500  194 
Erie Indemnity, Class A (2)  4,600  241 
Everest Reinsurance Holdings  4,500  439 
FBL Financial Group, Class A  2,642  88 
Fidelity National Financial  12,599  525 
Fidelity National Title Group, Class A (2)  12,859  270 
First American Financial  6,330  268 
FPIC Insurance Group (1)(2)  1,200  48 
Great American Financial Resources  3,840  80 
Hanover Insurance Group  3,820  171 
Harleysville Group  2,610  91 
HCC Insurance Holdings  7,830  257 
Hilb Rogal and Hobbs  2,660  113 
Horace Mann Educators  3,210  62 
Infinity Property & Casualty  1,700  70 
IPC Holdings (2)  7,900  240 
James River Group (1)  2,300  68 
Kansas City Life Insurance  1,280  58 
KMG America (1)  3,700  27 
LandAmerica Financial Group  1,200  79 
Markel (1)(2)  673  276 
MaxRe Capital (2)  5,000  115 
Merchants Group  1,600  48 
Mercury General (2)  3,493  173 
Midland (2)  1,900  82 
Montpelier RE (2)  9,500  184 
National Financial Partners  2,662  109 
National Western Life  360  83 
Nationwide Financial Services, Class A  10,700  515 
Navigators Group (1)  1,750  84 
Odyssey Re Holdings (2)  4,800  162 
Ohio Casualty  4,600  119 
Old Republic International  15,568  345 
PartnerRe (2)  3,800  257 
Philadelphia Consolidated (1)(2)  5,100  203 
Phoenix Companies (2)  8,499  119 
Platinum Underwriters Holdings  4,000  123 
PMA Capital, Class A (1)(2)  4,100  36 
Presidential Life  2,700  60 
ProAssurance (1)(2)  2,070  102 
Procentury  2,400  36 
Protective Life  4,411  202 
Reinsurance Group of America  3,720  193 
RenaissanceRe Holdings  5,400  300 
RLI (2)  1,800  91 
Safety Insurance Group (2)  1,515  74 
Scottish RE Group (2)  4,200  46 
Seabright Insurance (1)  3,400  48 
Security Capital Assurance (1)(2)  5,000  120 
Selective Insurance (2)  2,100  110 
StanCorp Financial Group  3,800  170 
State Auto Financial (2)  3,070  94 
Stewart Information Services  1,480  51 
Transatlantic Holdings (2)  4,338  262 
U.S.I. Holdings (1)(2)  3,920  53 
United Fire & Casualty (2)  1,900  59 
Unitrin  4,650  205 
Universal American Financial (1)(2)  4,140  67 
W. R. Berkley  13,772  487 
Wesco Financial  444  194 
White Mountains Insurance Group (2)  807  401 
Zenith National (2)  2,534  101 
    25,375 
Real Estate Investment Trusts (REITs) 6.3%     
Acadia Realty Trust, REIT (2)  4,018  102 
Agree Realty, REIT  2,000  66 
Alexanders, REIT (1)  390  121 
Alexandria Real Estate, REIT  1,620  152 
AMB Property, REIT  5,904  325 
American Financial Realty, REIT  12,950  145 
American Home Mortgage Holdings, REIT (2)  4,055  141 
American Mortgage Acceptance, REIT (2)  4,600  83 
AmeriVest Properties, REIT (1)  6,400  31 
Annaly Capital Management, REIT (2)  11,350  149 
Anthracite Capital, REIT  8,650  111 
Anworth Mortgage Assest, REIT  5,500  46 
Arbor Realty Trust, REIT (2)  3,400  87 
Avalonbay Communities, REIT  5,084  612 
BioMed Realty Trust, REIT  5,500  167 
BNP Residential Properties, REIT  4,200  100 
Brandywine Realty Trust, REIT (2)  5,343  174 
BRE Properties, REIT, Class A (2)  3,550  212 
Camden Property Trust, REIT  3,900  296 
CapitalSource, REIT (2)  13,910  359 
CBL & Associates Properties, REIT  4,560  191 
Centracore Properties, REIT  1,861  59 
Colonial Properties Trust, REIT  3,141  150 
Corporate Office Properties Trust, REIT  3,400  152 
Cousins Properties, REIT  3,360  115 
Crescent Real Estate Equities, REIT  6,700  146 
Developers Diversified Realty, REIT  7,827  436 
DiamondRock Hospitality, REIT  8,700  145 
Duke Realty, REIT (2)  9,161  342 
Eagle Hospitality Properties, REIT (2)  7,200  67 
EastGroup Properties, REIT  2,050  102 
Entertainment Properties, REIT (2)  1,680  83 
Equity Inns, REIT (2)  6,350  101 
Equity Lifestyle Properties, REIT  1,770  81 
Equity One, REIT (2)  5,876  141 
Essex Property Trust, REIT (2)  1,550  188 
Federal Realty Investment Trust, REIT (2)  2,590  192 
FelCor Lodging Trust, REIT (2)  5,300  106 
First Industrial Realty, REIT (2)  2,900  128 
Franklin Street Properties, REIT (2)  5,100  101 
Friedman, Billings, Ramsey Group, REIT, Class A (2)  13,203  106 
General Growth Properties, REIT (2)  16,236  774 
Getty Realty, REIT  3,160  93 
Glenborough Realty Trust, REIT (2)  2,940  76 
Glimcher Realty Trust, REIT (2)  3,860  96 
Global Signal, REIT  5,587  283 
Gmh Communities Trust, REIT (2)  4,600  58 
Government Properties Trust, REIT (2)  7,100  64 
Health & Retirement Properties, REIT  16,900  202 
Health Care Property Investors, REIT (2)  9,050  281 
Health Care REIT, REIT  4,250  170 
Healthcare Realty Trust, REIT  3,480  134 
Heritage Property Investment Trust, REIT (2)  3,100  113 
Hersha Hospitality Trust, REIT, Class A (2)  8,200  79 
Highland Hospitality, REIT  8,100  116 
Highwoods Properties, REIT (2)  3,313  123 
Home Properties of New York, REIT  2,190  125 
Homebanc, REIT (2)  11,700  72 
Hospital Properties Trust, REIT  4,050  191 
Host Hotels And Resorts, REIT (2)  37,125  851 
Impac Mortgage Holdings, REIT (2)  6,000  56 
Innkeepers USA, REIT  3,350  55 
Investors Real Estate Trust, REIT (2)  8,250  81 
IStar Financial, REIT  7,292  304 
Kilroy Realty, REIT (2)  2,220  167 
Kite Realty Group Trust, REIT  5,600  95 
KKR Financial, REIT  5,200  128 
LaSalle Hotel Properties, REIT (2)  3,800  165 
Lexington Corporate Properties, REIT  4,850  103 
Liberty Property Trust, REIT  5,133  245 
Longview Fibre, REIT (2)  4,347  88 
LTC Properties, REIT  2,850  69 
Macerich Company, REIT  4,961  379 
Mack-Cali Realty, REIT  4,434  230 
Maguire Properties, REIT  3,680  150 
Mfa Mortgage Investments, REIT  9,380  70 
MHI Hospitality, REIT  7,000  63 
Mid-America Apartment Communities, REIT  1,730  106 
Mission West Properties, REIT  4,940  56 
Monmouth Real Estate Investment, REIT, Class A  8,800  70 
Mortgageit Holdings, REIT (2)  4,300  61 
National Retail Properties, REIT  4,330  94 
National Health Investors, REIT  3,320  94 
National Health Realty, REIT  3,400  68 
Nationwide Health Properties, REIT (2)  4,860  130 
New Century Financial, REIT (2)  4,400  173 
New Plan Excel Realty, REIT (2)  5,658  153 
Newcastle Investment, REIT (2)  3,800  104 
NovaStar Financial, REIT (2)  3,150  92 
Omega Healthcare Investors, REIT  8,150  122 
Pan Pacific Retail Properties, REIT  2,700  187 
Parkway Properties, REIT (2)  1,300  60 
Pennsylvania REIT, REIT  2,631  112 
Pittsburgh & West Virginia Railroad, REIT  5,900  52 
PMC Commercial Trust, REIT  5,288  74 
Post Properties, REIT  2,600  124 
Potlatch, REIT (2)  4,032  150 
PS Business Parks, REIT  1,500  90 
Ramco-Gershenson Properties, REIT  2,700  86 
Rayonier, REIT  5,134  194 
Realty Income, REIT (2)  5,100  126 
Reckson Associates Realty, REIT  5,200  223 
Redwood Trust, REIT  1,605  81 
Regency Centers, REIT (2)  4,486  308 
Resource Asset Investment Trust, REIT (2)  2,620  76 
Saul Centers, REIT  2,050  92 
Saxon Capital, REIT  4,900  69 
Senior Housing Properties, REIT (2)  5,414  116 
Sizeler Property Investors, REIT (2)  2,800  42 
SL Green Realty, REIT  3,090  345 
Sovran Self Storage, REIT  1,500  83 
Strategic Hotel Capital, REIT  6,500  129 
Sun Communities, REIT  3,150  101 
Sunset Financial Resources, REIT (2)  2,700  23 
Sunstone Hotel Investors, REIT (2)  5,100  152 
Tanger Factory Outlet Centers, REIT (2)  3,740  133 
Taubman Centers, REIT (2)  3,600  160 
Thornburg Mortgage, REIT (2)  8,409  214 
Trizec Properties, REIT  10,712  310 
Trustree Properties, REIT (2)  7,900  99 
U Store It, REIT (2)  5,000  107 
United Dominion Realty Trust, REIT (2)  10,088  305 
Universal Health Realty Income Trust, REIT  2,350  84 
Urstadt Biddle Properties, REIT  3,600  62 
Urstadt Biddle Properties, REIT, Class A (2)  4,000  73 
Ventas, REIT  7,940  306 
Washington SBI, REIT (2)  3,000  119 
Weingarten Realty Investors, REIT  6,040  260 
    19,610 
Real Estate Management & Development 0.7%     
Affordable Residential Communities (1)(2)  4,800  46 
Brookfield Properties  15,700  554 
Capital Properties, Class A  1,200  29 
Capital Properties, Class B (1)  120  - 
CB Richard Ellis Group, Class A (1)  16,650  410 
Forest City Enterprises, Class A (2)  7,030  382 
Jones Lang Lasalle  2,610  223 
Move (1)(2)  15,750  77 
St. Joe (2)  4,970  273 
Tejon Ranch (1)(2)  1,170  50 
Thomas Properties  2,700  35 
Trammell Crow (1)(2)  1,050  38 
Wellsford Real Properties (1)  7,200  53 
    2,170 
Thrifts & Mortgage Finance 2.2%     
Accredited Home Lenders (1)(2)  1,630  59 
Aether Holdings (1)  8,150  48 
Ameriana Bancorp  3,560  48 
Anchor Bancorp Wisconsin  1,780  51 
Astoria Financial  6,821  210 
Bank Mutual (2)  6,661  81 
BankAtlantic, Class A (2)  3,950  56 
BankUnited Financial  2,470  64 
Brookline Bancorp  3,829  53 
Camco  4,900  65 
Capital Crossing Bank (1)  1,000  29 
Capitol Federal Financial (2)  6,426  229 
Charter Financial (2)  2,960  118 
Citizens First Bancorp  1,303  33 
City Bank Lynnwood Washington  1,150  54 
Clifton Savings Bancorp (2)  4,200  47 
Coastal Financial Corporation, (2)  4,538  57 
Commercial Capital Bancorp  4,980  79 
Cooperative Bankshares  2,475  45 
CORUS Bankshares (2)  4,600  103 
Delta Financial  6,800  62 
Dime Community Bancshares (2)  4,600  68 
Doral Financial (2)  7,120  47 
Downey Financial (2)  1,750  116 
Federal Agricultural Mortgage, Class A  2,000  36 
Fidelity Bankshares (2)  2,795  109 
First Busey (2)  2,775  63 
First Federal Bancshares of Arkansas  1,500  35 
First Financial Holdings  1,550  53 
First Niagara Financial (2)  10,117  148 
First Place Financial  2,749  62 
FirstFed Financial (1)(2)  1,020  58 
Flagstar Bancorp (2)  4,700  68 
Flushing Financial  2,125  37 
Franklin Bank Corporation/Houston (1)  2,750  55 
Fremont General (2)  5,500  77 
Harbor Florida Bancshares (2)  2,000  89 
Hingham Institution for Savings  1,200  46 
Home Federal Savings Bank  1,700  47 
Hudson City Bancorp (2)  43,691  579 
IndyMac Mortgage Holdings (2)  4,560  188 
ITLA Capital  684  37 
Kearny Financial (2)  5,200  79 
KNBT Bankcorp  4,200  68 
MAF Bancorp  1,663  69 
Nasb Financial (2)  1,256  50 
Net Bank  5,119  31 
New Hampshire Thrift  2,980  48 
New York Community Bancorp (2)  20,937  343 
NewAlliance Bancshares (2)  7,050  103 
NewMil Bancorp (2)  2,100  86 
Northwest Bancorp (2)  4,880  124 
OceanFirst Financial  2,450  53 
Ocwen Financial (1)(2)  5,830  87 
Partners Trust Financial Group (2)  6,788  73 
People's Bank (2)  10,272  407 
Peoples Community Bancorp  2,600  49 
PFF Bancorp (2)  2,465  91 
PMI Group (2)  6,020  264 
Pocahontas Bancorp  3,200  53 
Provident Financial Services (2)  4,318  80 
Provident New York Bancorp (2)  4,702  64 
Radian  5,908  354 
Riverview Bancorp  7,600  103 
Triad Guaranty (1)(2)  1,150  59 
Trustco Bank (2)  6,550  71 
United Community Financial  5,500  68 
W Holdings Company  11,678  69 
Washington Federal (2)  4,568  103 
Webster Financial  2,977  140 
Willow Financial Bancorp (2)  3,492  55 
WSFS Financial  850  53 
    6,906 
 
Total Financials    78,040 
 
HEALTH CARE 11.1%     
 
Biotechnology 4.2%     
Acadia Pharmaceuticals (1)(2)  4,400  38 
Alexion Pharmaceutical (1)(2)  3,050  104 
Alkermes (1)(2)  7,010  111 
Alnylam Phamaceuticals (1)(2)  4,300  62 
Altus Pharmaceuticals (1)  2,400  38 
Amylin Pharmaceuticals (1)(2)  9,963  439 
Arena Pharmaceuticals (1)(2)  5,100  61 
Ariad Pharmaceuticals (1)(2)  8,800  38 
Arqule (1)(2)  5,500  23 
Array BioPharma (1)  5,800  49 
Avalon Pharmaceuticals (1)  6,600  18 
AVI BioPharma (1)(2)  8,500  31 
BioCryst Pharmaceuticals (1)(2)  4,000  50 
BioMarin Pharmaceutical (1)(2)  7,590  108 
BioSphere Medical (1)(2)  3,500  23 
Celera Genomics (1)(2)  5,333  74 
Celgene (1)(2)  25,680  1,112 
Cell Genesys (1)(2)  4,700  21 
Cephalon (1)(2)  4,010  248 
Cepheid (1)(2)  5,300  38 
Cotherix (1)(2)  3,800  27 
Critical Therapeutics (1)(2)  7,200  17 
Cubist Pharmaceuticals (1)(2)  4,800  104 
CuraGen (1)(2)  19,700  68 
CV Therapeutics (1)(2)  4,300  48 
Cytokinetics (1)(2)  6,600  42 
Dendreon (1)(2)  6,260  28 
Digene (1)  2,100  91 
Dyax (1)  6,500  22 
Dynavax Technologies (1)  8,600  37 
Encysive Pharmaceuticals (1)(2)  5,500  24 
Enzon Pharmaceuticals (1)(2)  4,360  36 
Genentech (1)(2)  75,934  6,280 
Genitope (1)(2)  6,700  20 
Geron (1)(2)  5,550  35 
Human Genome Sciences (1)(2)  8,980  104 
ICOS (1)(2)  5,509  138 
Idenix Pharmaceuticals (1)(2)  4,600  45 
ImClone Systems (1)(2)  6,143  174 
Incyte Genomics (1)(2)  7,160  30 
Indevus Pharmaceuticals (1)(2)  9,600  57 
InterMune (1)(2)  4,570  75 
Introgen Therapeutics (1)(2)  6,700  30 
Isis Pharmaceuticals (1)(2)  8,880  64 
Keryx Biopharmaceuticals (1)(2)  4,200  50 
Kosan Biosciences (1)(2)  4,100  20 
Lexicon Genetics (1)(2)  7,100  27 
Mannkind (1)(2)  4,900  93 
Martek Biosciences (1)(2)  2,700  58 
Maxygen (1)(2)  6,200  51 
Medarex (1)(2)  10,500  113 
Millennium Pharmaceuticals (1)(2)  24,001  239 
Momenta Pharmaceuticals (1)  3,800  51 
Myogen (1)(2)  3,900  137 
Myriad Genetics (1)(2)  3,690  91 
Nabi (1)(2)  6,450  37 
NeoPharm (1)(2)  3,282  16 
Neurocrine Biosciences (1)(2)  3,000  32 
Neurogen (1)(2)  9,100  61 
Novavax (1)(2)  9,500  36 
NPS Pharmaceuticals (1)(2)  7,650  29 
Nuvelo (1)(2)  5,300  97 
ONYX Pharmaceuticals (1)(2)  3,950  68 
OSI Pharmaceuticals (1)(2)  4,127  155 
Panacos Pharmaceuticals (1)(2)  6,500  32 
PDL Biopharma (1)(2)  8,560  164 
Pharmacopeia Drug Discovery (1)(2)  3,605  14 
Pharmion (1)(2)  3,100  67 
Progenics Pharmaceuticals (1)(2)  3,200  75 
Regeneron Pharmaceuticals (1)  5,750  90 
Rigel Pharmaceuticals (1)(2)  3,800  39 
Sangamo BioSciences (1)(2)  4,800  27 
Savient Pharmaceuticals (1)  6,400  42 
Seattle Genetics (1)(2)  7,720  37 
Senomyx (1)(2)  4,100  63 
Sirna Therapeutics (1)(2)  8,500  47 
StemCells (1)  8,300  18 
Tanox (1)(2)  5,150  61 
Telik (1)(2)  1,900  34 
Tercica (1)(2)  7,300  39 
Theravance (1)  4,500  122 
Trimeris (1)(2)  2,850  25 
United Therapeutics (1)(2)  1,500  79 
Vertex Pharmaceuticals (1)(2)  8,355  281 
XOMA (1)  8,700  16 
Zymogenetics (1)(2)  5,600  94 
    13,209 
Health Care Equipment & Supplies 2.6%     
Abaxis (1)(2)  3,100  73 
ABIOMED (1)(2)  3,400  50 
Advanced Medical Optics (1)(2)  5,340  211 
Align Technology (1)(2)  7,230  82 
American Medical Systems (1)(2)  5,700  105 
Analogic (2)  1,280  66 
Arrow International  3,910  124 
ArthroCare (1)(2)  2,120  99 
Aspect Medical Systems (1)(2)  2,750  47 
Beckman Coulter (2)  4,592  264 
Biolase Technology (1)(2)  4,000  25 
Biosite Diagnostics (1)(2)  1,200  55 
Candela Laser (1)  3,200  35 
Cerus (1)(2)  3,470  19 
Conceptus (1)(2)  4,100  73 
CONMED (1)  2,550  54 
Conor Medsystems (1)(2)  3,700  87 
Cooper Companies  3,061  164 
Cyberonics (1)(2)  1,800  32 
Cytyc (1)  8,387  205 
Dade Behring Holdings  6,424  258 
Datascope  1,780  60 
Dentsply International (2)  11,400  343 
Digirad (1)  8,200  31 
DJO (1)(2)  2,090  87 
Edwards Lifesciences (1)  4,050  189 
Endologix (1)(2)  6,000  24 
EPIX Pharmaceuticals (1)(2)  4,000  17 
EV3 (1)(2)  6,400  109 
Exactech (1)  1,700  23 
Foxhollow Technologies (1)(2)  2,300  79 
Gen-Probe (1)  4,220  198 
Greatbatch (1)(2)  2,350  53 
Haemonetics (1)(2)  1,900  89 
Hillenbrand Industries  4,950  282 
Hologic (1)(2)  4,100  178 
ICU Medical (1)  1,400  64 
IDEXX Laboratories (1)  2,500  228 
Immucor (1)  6,768  152 
Integra LifeSciences (1)(2)  2,300  86 
Intermagnetics General (1)(2)  3,130  85 
Intuitive Surgical (1)(2)  2,810  296 
Invacare  2,500  59 
Inverness Medical Innovations (1)(2)  3,060  106 
Invitrogen (1)(2)  3,742  237 
Kensey Nash (1)(2)  1,500  44 
Kinetic Concepts (1)(2)  5,250  165 
Kyphon (1)(2)  3,400  127 
Lifecore Biomedical (1)  1,700  24 
Medical Action Industries (1)  2,300  62 
Mentor (2)  2,960  149 
Meridian Bioscience (2)  3,150  74 
Merit Medical Systems (1)(2)  2,825  38 
National Dentex (1)  1,400  28 
NMT Medical (1)(2)  2,200  34 
OraSure Technologies (1)(2)  3,675  30 
PolyMedica  1,950  83 
Possis (1)(2)  2,250  22 
Quidel (1)(2)  3,700  52 
Regeneration Technologies (1)(2)  6,200  44 
ResMed (1)(2)  5,800  233 
Respironics (1)  5,600  216 
Rita Medical Systems (1)  17,610  55 
Sonic Innovations (1)  5,500  23 
SonoSite (1)(2)  1,550  44 
Steris  5,291  127 
SurModics (1)(2)  1,550  54 
Synovis Life Technologies (1)  4,900  36 
Theragenics (1)(2)  3,400  10 
Thoratec (1)(2)  3,952  62 
TriPath Imaging (1)(2)  3,850  35 
Varian Medical Systems (1)  9,591  512 
Viasys Healthcare (1)(2)  2,850  78 
Vital Signs  1,550  88 
West Pharmaceutical Services (2)  2,580  101 
Wright Medical Group (1)  3,600  87 
Zoll Medical (1)  1,300  47 
    7,987 
Health Care Providers & Services 2.1%     
Alliance Imaging (1)(2)  6,600  51 
AMERIGROUP (1)  3,580  106 
AMN Healthcare Services (1)  2,505  59 
AmSurg, Class A (1)(2)  3,100  69 
Apria Healthcare (1)(2)  3,540  70 
Bioscrip (1)  6,900  21 
Brookdale Senior Living (2)  6,400  297 
Capital Senior Living (1)  4,300  40 
Centene (1)(2)  3,100  51 
Chemed  2,000  64 
Community Health System (1)(2)  7,522  281 
CorVel (1)  1,050  37 
Cross Country Healthcare (1)  2,480  42 
CryoLife (1)(2)  2,850  18 
DaVita (1)  7,475  433 
Five Star Quality Care (1)  3,800  41 
Genesis Healthcare (1)  1,570  75 
Gentiva Health Services (1)(2)  2,350  39 
Hanger Orthopedic Group (1)(2)  5,450  36 
Health Net (1)  8,130  354 
HealthExtras (1)(2)  3,300  93 
Healthspring (1)  5,000  96 
Healthways (1)(2)  3,041  136 
Henry Schein (1)(2)  6,500  326 
HMS Holdings (1)(2)  3,800  48 
Hooper Holmes (2)  7,650  26 
inVentiv Health (1)  2,700  86 
Kindred Healthcare (1)  3,114  93 
Landauer (2)  1,400  71 
LCA-Vision (2)  1,850  76 
LifePoint Hospitals (1)(2)  4,530  160 
Lincare Holdings (1)  7,655  265 
Magellan Health Services (1)  2,900  123 
Matria Healthcare (1)(2)  2,350  65 
Medcath (1)  2,250  68 
Medical Staffing Network (1)(2)  3,800  24 
Molina Healthcare (1)(2)  2,401  85 
National Healthcare (2)  1,877  101 
Odyssey Healthcare (1)(2)  3,687  52 
Omnicare (2)  8,716  376 
OPTION CARE (2)  4,253  57 
Owens & Minor  3,300  108 
PDI (1)  1,000  12 
Pediatrix Medical Group (1)  3,700  169 
PSS World Medical (1)(2)  5,490  110 
Psychiatric Solutions (1)(2)  5,000  170 
Q-Med (1)  2,600  13 
RehabCare Group (1)(2)  1,600  21 
Res-Care (1)  2,900  58 
Sierra Health Services (1)  4,200  159 
Sunrise Senior Living (1)  3,800  113 
Symbion (1)(2)  2,400  44 
Triad Hospitals (1)  6,034  266 
U.S. Physical Therapy (1)  2,000  24 
United Surgical Partners International (1)(2)  3,250  81 
Universal Health Services  3,747  224 
VCA Antech (1)  6,200  224 
VistaCare, Class A (1)(2)  2,650  28 
Wellcare Health Plans (1)(2)  3,286  186 
    6,621 
Health Care Technology 0.4%     
Allscripts Healthcare (1)(2)  4,600  103 
Cerner (1)(2)  5,360  243 
Computer Programs and Systems (2)  1,200  39 
Dendrite International (1)  3,190  31 
Eclipsys (1)(2)  4,200  75 
Emdeon (1)  23,181  272 
HealthStream (1)(2)  9,900  34 
Merge Healthcare (1)(2)  2,200  15 
Omnicell (1)(2)  2,720  49 
Per-Se Technologies (1)(2)  3,014  69 
TriZetto Group (1)(2)  3,700  56 
WebMD Health (1)(2)  4,500  155 
    1,141 
Life Sciences Tools & Services 0.8%     
Accelrys (1)  4,510  28 
Affymetrix (1)(2)  4,940  107 
Albany Molecular Research (1)  4,410  41 
Bio-Rad Laboratories, Class A (1)(2)  2,000  142 
Bioveris (1)  8,280  78 
Bruker BioSciences (1)  9,250  65 
Caliper Life Sciences (1)  4,550  22 
Cambrex  2,610  54 
Charles River Laboratories International (1)(2)  4,700  204 
Covance (1)(2)  4,412  293 
Dionex (1)  1,500  76 
Diversa (1)(2)  5,500  44 
E Research Technology (1)(2)  5,080  41 
Enzo Biochem (1)(2)  2,885  35 
Exelixis (1)(2)  7,190  63 
Harvard Bioscience (1)  6,200  28 
Luminex (1)(2)  3,600  66 
Molecular Devices (1)(2)  1,550  29 
Nektar Therapeutics (1)(2)  7,100  102 
Parexel International (1)  2,790  92 
Pharmaceutical Product Development  8,922  318 
Strategene (2)  6,900  45 
Techne (1)  2,600  132 
Third Wave Technologies (1)  5,600  25 
Varian (1)  2,500  115 
Ventana Medical Systems (1)(2)  2,900  118 
    2,363 
Pharmaceuticals 1.0%     
Abraxis Bioscience (1)(2)  12,950  360 
Adams Respiratory Therapeutics (1)(2)  2,500  92 
Adolor (1)(2)  5,400  75 
Alexza Pharmaceuticals (1)  6,000  49 
Alpharma, Class A  4,000  94 
Andrx (1)  4,990  122 
Atherogenics (1)(2)  4,800  63 
Barrier Therapeutics (1)(2)  3,300  21 
Bentley Pharmaceuticals (1)(2)  1,872  23 
Bradley Pharmaceuticals (1)(2)  1,700  27 
Columbia Laboratories (1)  5,600  19 
Connetics (1)(2)  4,350  47 
Endo Pharmaceutical (1)  9,619  313 
Inspire Pharmaceuticals (1)(2)  7,550  39 
K-V Pharmaceutical, Class A (1)(2)  4,050  96 
Kos Pharmaceuticals (1)(2)  3,350  166 
Medicines Company (1)(2)  3,390  77 
Medicis Pharmaceutical, Class A (2)  4,000  129 
MGI Pharma (1)(2)  6,340  109 
New River Pharmaceuticals (1)(2)  3,600  93 
Nitromed (1)(2)  6,400  20 
Noven Pharmaceuticals (1)(2)  2,253  54 
Pain Therapeutics (1)(2)  5,500  47 
Par Pharmaceutical (1)(2)  3,694  67 
Penwest Pharmaceuticals (1)(2)  2,300  38 
Perrigo  8,265  140 
Salix Pharmaceuticals (1)(2)  3,773  51 
Santarus (1)(2)  7,000  52 
Sciele Pharma (1)(2)  2,910  55 
Sepracor (1)(2)  7,849  380 
Valeant Pharmaceuticals (2)  7,510  149 
ViroPharma (1)(2)  7,100  86 
VIVUS (1)  5,000  19 
    3,172 
 
Total Health Care    34,493 
 
INDUSTRIALS & BUSINESS SERVICES 10.6%     
 
Aerospace & Defense 0.8%     
AAR (1)(2)  3,200  76 
Alliant Techsystems (1)(2)  2,100  170 
Allied Research (1)  1,400  23 
Applied Signal Technology (2)  2,150  32 
Argon ST (1)(2)  2,100  50 
Armor Holdings (1)  2,750  158 
BE Aerospace (1)(2)  6,150  130 
Ceradyne (1)(2)  2,300  94 
Cubic Corporation  2,900  57 
Curtiss-Wright  2,600  79 
DRS Technologies (2)  3,385  148 
Ducommun (1)  1,700  32 
Edac Technologies (1)  4,500  14 
EDO (2)  1,710  39 
Esterline Technologies (1)(2)  1,690  57 
GenCorp (1)(2)  3,910  50 
HEICO, Class A  3,020  88 
Hexcel (1)(2)  7,600  108 
Innovative Solutions and Support (1)(2)  2,100  31 
Ionatron (1)(2)  7,300  35 
Ladish Company (1)(2)  1,700  49 
Moog, Class A (1)  2,530  88 
MTC Technologies (1)(2)  2,300  55 
Orbital Sciences (1)  4,870  91 
Precision Castparts  9,608  607 
Sypris Solutions (2)  3,600  30 
Taser International (1)(2)  6,860  53 
Teledyne Technologies (1)  2,000  79 
Triumph Group (2)  1,450  61 
United Industrial (2)  1,300  70 
    2,654 
Air Freight & Logistics 0.7%     
C H Robinson Worldwide  13,600  606 
EGL (1)  3,630  132 
Expeditors International of Washington (2)  16,400  731 
Forward Air  3,185  106 
Hub Group, Class A (1)  4,800  109 
Pacer International  3,580  100 
Park Ohio Holdings (1)  1,900  26 
UTi Worldwide (2)  8,400  235 
    2,045 
Airlines 0.5%     
AirTran (1)(2)  7,130  71 
Alaska Air Group (1)  3,050  116 
AMR (1)(2)  15,810  366 
Continental Airlines, Class B (1)(2)  6,640  188 
ExpressJet Holdings (1)  4,360  29 
Frontier Airlines Holdings (1)(2)  3,200  26 
JetBlue Airways (1)(2)  6,762  63 
Mesa Air Group (1)(2)  4,321  33 
Pinnacle Airlines (1)(2)  3,600  27 
SkyWest (2)  5,130  126 
UAL (1)(2)  8,400  223 
US Airways Group (1)(2)  6,256  277 
    1,545 
Building Products 0.4%     
AAON  1,782  41 
Advanced Environmental Recycling, Class A (1)  4,000  9 
American Woodmark (2)  1,180  40 
Ameron International  1,000  66 
Apogee Enterprises (2)  2,800  43 
ElkCorp (2)  1,780  48 
Goodman Global (1)(2)  7,100  95 
Griffon (1)(2)  2,100  50 
Jacuzzi Brands (1)(2)  6,400  64 
Lennox International (2)  5,290  121 
NCI Building Systems (1)(2)  1,350  79 
Simpson Manufacturing (2)  3,200  86 
Trex (1)(2)  2,200  53 
Universal Forest Products (2)  1,290  63 
USG (1)(2)  6,650  313 
    1,171 
Commercial Services & Supplies 2.7%     
A. T. Cross, Class A (1)  2,800  18 
Ablest (1)(2)  4,200  27 
ABM Industries (2)  3,450  65 
Acco Brands (1)(2)  3,700  82 
Adesa  6,448  149 
Administaff  2,650  89 
Advisory Board (1)(2)  1,540  78 
Angelica (2)  1,400  24 
ARAMARK, Class B  12,818  421 
Banta  1,349  64 
Bowne (2)  3,450  49 
Brady, Class A (2)  3,900  137 
Brinks Company (2)  4,049  215 
Casella Waste Systems, Class A (1)  3,275  34 
CBIZ (1)(2)  6,650  49 
CDI (2)  1,900  39 
Central Parking (2)  3,460  57 
Cenveo (1)(2)  4,600  87 
ChoicePoint (1)  5,757  206 
Clean Harbor (1)  1,800  78 
Coinstar (1)(2)  2,350  68 
Consolidated Graphics (1)  1,300  78 
Copart (1)(2)  6,400  180 
Cornell Companies (1)(2)  2,200  38 
Corporate Executive Board  3,200  288 
Corrections Corporation of America (1)  4,600  199 
CoStar Group (1)  1,540  64 
Covanta Holding (1)(2)  12,704  274 
CRA International (1)(2)  950  45 
Deluxe (2)  4,528  77 
Diamond Mgt & Technology Consultants (1)(2)  3,650  41 
Dun & Bradstreet (1)(2)  5,300  397 
Ecology and Environment, Class A  4,100  42 
Ennis Business Forms (2)  3,457  75 
First Consulting Group (1)(2)  5,500  54 
FTI Consulting (1)(2)  3,495  88 
G & K Services, Class A  1,570  57 
GEO (1)  1,500  63 
Global Cash Access (1)(2)  6,400  97 
Heidrick & Struggles International (1)  1,358  49 
Herman Miller  4,150  142 
HNI Corporation (2)  3,580  149 
ICT Group (1)  2,600  82 
IHS (1)  1,000  32 
IKON Office Solutions  10,370  139 
Innerworkings (1)  2,700  32 
John H. Harland  1,830  67 
Kelly Services, Class A  2,432  67 
Kforce (1)  4,056  48 
Knoll  3,300  67 
Korn/Ferry (1)(2)  3,500  73 
Labor Ready (1)(2)  4,400  70 
Layne Christensen (1)(2)  1,800  51 
Learning Tree International (1)(2)  2,050  17 
LECG (1)(2)  2,250  42 
Manpower  6,476  397 
McGrath RentCorp (2)  2,300  59 
Mine Safety Appliances (2)  2,700  96 
Mobile Mini (1)(2)  3,400  97 
Multi-Color  1,275  37 
Navigant Consulting (1)(2)  3,900  78 
NCO Group (1)(2)  2,426  64 
On Assignment (1)(2)  3,750  37 
PHH (1)(2)  4,279  117 
Pike Electric (1)  2,100  31 
Republic Services  9,750  392 
Resources Global Professionals (1)  3,300  88 
Rollins (2)  4,675  99 
School Specialty (1)  1,426  50 
Sirva (1)(2)  5,300  14 
Spherion (1)(2)  6,580  47 
Standard Register  3,600  48 
Steelcase, Class A (2)  10,459  164 
Stericycle (1)(2)  3,250  227 
Strategic Distribution (1)  1,400  18 
Synagro Technologies (2)  13,100  55 
Taleo, Class A (1)(2)  2,100  21 
TeleTech Holdings (1)(2)  5,590  87 
Tetra Tech (1)  4,550  79 
TRC (1)(2)  3,100  26 
TRM Copy Centers (1)  3,500  8 
United Stationers (1)  1,873  87 
Utek (2)  1,500  30 
Viad  1,877  67 
Volt Information Sciences (1)(2)  1,300  46 
Waste Connections (1)  2,850  108 
Watson Wyatt (2)  3,550  145 
West Corporation (1)  5,267  254 
    8,493 
Construction & Engineering 0.5%     
EMCOR Group (1)(2)  2,280  125 
Englobal (1)(2)  4,500  28 
Foster Wheeler (1)  6,300  243 
Granite Construction (2)  3,100  165 
Insituform Technologies (1)(2)  2,750  67 
Jacobs Engineering Group (1)(2)  4,119  308 
Michael Baker (1)  1,600  33 
Quanta Services (1)(2)  9,150  154 
Shaw Group (1)(2)  5,650  133 
Sterling Construction (1)(2)  2,800  56 
URS Corporation (1)  3,700  144 
Xanser (1)  8,700  51 
    1,507 
Electrical Equipment 0.8%     
A.O. Smith (2)  2,260  89 
Acuity Brands  3,450  157 
American Superconductor (1)(2)  2,800  26 
AMETEK  4,600  200 
Baldor Electric  2,540  78 
Belden CDT  3,163  121 
BTU International (1)(2)  2,400  29 
C&D Technologies (2)  3,200  23 
Capstone Turbine (1)(2)  12,800  18 
Chase  2,100  38 
Encore Wire (1)(2)  2,475  87 
Energy Conversion Devices (1)(2)  2,800  104 
Franklin Electric (2)  1,700  90 
Fuelcell Energy (1)(2)  5,350  41 
General Cable (1)(2)  4,100  157 
Genlyte Group (1)(2)  2,000  142 
GrafTech International (1)(2)  9,150  53 
Hubbell, Class B  4,233  203 
II-VI (1)(2)  2,600  65 
LSI Industries (2)  2,225  36 
Medis Technologies (1)(2)  3,200  79 
Plug Power (1)(2)  9,700  39 
Powell Industries (1)(2)  1,100  24 
Regal-Beloit (2)  2,400  104 
Thomas & Betts (1)(2)  4,176  199 
Ultralife Batteries (1)(2)  2,100  22 
Valence Technology (1)(2)  7,088  14 
Vicor (2)  3,600  42 
Woodward Governor  2,400  81 
    2,361 
Industrial Conglomerates 0.4%     
Carlisle Companies  2,010  169 
McDermott International (1)  8,875  371 
Roper Industries  6,126  274 
Sequa, Class A (1)  1,000  94 
Teleflex  2,530  141 
Tredegar  2,900  48 
Walter Industries (2)  2,900  124 
    1,221 
Machinery 2.2%     
3-D Systems (1)(2)  10,200  187 
A.S.V. (1)(2)  2,500  37 
Accuride (1)(2)  5,700  63 
Actuant, Class A  2,110  106 
AGCO (1)  6,250  158 
Albany International  2,003  64 
American Science Engineering (1)(2)  700  34 
Astec Industries (1)(2)  1,600  40 
Barnes Group (2)  6,200  109 
Blount International (1)(2)  6,577  66 
Briggs & Stratton (2)  3,500  96 
Bucyrus International, Class A  2,799  119 
Cascade  850  39 
CLARCOR (2)  3,340  102 
Columbus McKinnon (1)  1,900  34 
Commercial Vehicle Group (1)(2)  1,900  37 
Crane  4,641  194 
Donaldson (2)  5,371  198 
EnPro Industries (1)(2)  1,850  56 
ESCO Technologies (1)(2)  1,740  80 
Federal Signal (2)  3,900  60 
Flowserve (1)  4,160  210 
Freightcar America (2)  1,300  69 
Gardner Denver Machinery (1)  4,100  136 
Graco  5,075  198 
Graham  1,200  21 
Greenbrier Companies (2)  1,400  41 
Harsco  3,030  235 
Hurco Companies (1)(2)  1,600  38 
IDEX  3,470  149 
JLG Industries (2)  8,176  162 
Joy Global  9,187  346 
Kaydon  1,970  73 
Kennametal  2,300  130 
Lincoln Electric Holdings (2)  2,990  163 
Lindsay Manufacturing  1,250  36 
Manitowoc  4,660  209 
Met-Pro  3,977  52 
Middleby (1)(2)  900  69 
Mueller Industries  2,500  88 
Mueller Water Products (1)  9,000  132 
NACCO Industries  500  68 
Nordson  2,410  96 
Oshkosh Truck  5,300  268 
Pentair  6,660  174 
RBC Bearings (1)(2)  2,900  70 
Robbins & Myers  1,200  37 
SPX (2)  5,005  267 
Tecumseh Products, Class A (1)(2)  2,670  41 
Tennant  1,400  34 
Terex (1)  7,260  328 
Timken  6,600  197 
Titan International (2)  1,600  29 
Toro (2)  2,880  121 
Trinity Industries  6,079  196 
Turbochef Technologies (1)(2)  3,899  54 
Twin Disc  1,800  59 
Valmont Industries (2)  2,100  110 
Wabash National (2)  2,290  31 
Wabtec (2)  3,930  107 
Watts Industries, Class A (2)  2,250  71 
Wolverine Tube (1)(2)  3,100  9 
    6,803 
Marine 0.1%     
Alexander & Baldwin (2)  3,350  149 
Kirby Corporation (1)  4,500  141 
Overseas Shipholding Group (2)  2,540  157 
    447 
Road & Rail 0.8%     
Amerco (1)  1,800  133 
Arkansas Best (2)  2,310  99 
Con-Way  4,200  188 
Dollar Thrifty Auto Group (1)(2)  1,740  77 
Florida East Coast Industries (2)  2,550  146 
Genesee & Wyoming, Class A (1)(2)  3,718  86 
Heartland Express (2)  8,723  137 
J.B. Hunt Transport Services (2)  13,352  277 
Kansas City Southern Industries (1)(2)  5,900  161 
Knight Transportation (2)  7,292  124 
Laidlaw International  7,275  199 
Landstar Systems  5,500  235 
Old Dominion Freight Line (1)  3,512  105 
Patriot Transportation Holdings (1)(2)  500  38 
Quality Distribution (1)(2)  2,800  41 
RailAmerica (1)(2)  2,800  31 
Saia (1)(2)  2,000  65 
Swift Transportation (1)  5,817  138 
U.S. Xpress Enterprises, Class A (1)(2)  1,800  42 
USA Truck (1)(2)  1,300  25 
Werner Enterprises (2)  7,253  136 
YRC Worldwide (1)(2)  4,530  168 
    2,651 
Trading Companies & Distributors 0.7%     
Applied Industrial Technologies (2)  2,962  72 
Beacon Roofing Supply (1)(2)  3,300  67 
Electro Rent (1)  2,100  36 
Fastenal (2)  10,900  420 
GATX (2)  3,650  151 
H&E Equipment Services (1)  3,600  88 
Interline Brands (1)  2,900  71 
Kaman, Class A  2,161  39 
Lawson Products (2)  900  38 
MSC Industrial Direct  5,800  236 
NuCo2 (1)  1,800  48 
Transdigm Group (1)  3,100  76 
UAP Holding (2)  4,900  105 
United Rentals (1)(2)  5,850  136 
Valley National Gases  3,400  85 
Watsco (2)  2,000  92 
WESCO International (1)(2)  3,751  218 
Williams Scotsman International (1)(2)  4,200  90 
    2,068 
Transportation Infrastructure 0.0%     
Macquarie Infrastructure Company Trust (2)  2,700  84 
    84 
 
Total Industrials & Business Services    33,050 

INFORMATION TECHNOLOGY 13.3%  		   
 
Communications Equipment 1.2%     
3 Com (1)  29,180  129 
ADTRAN (2)  5,073  121 
Anaren (1)  2,100  44 
Andrew (1)  11,400  105 
Arris Group (1)  8,150  93 
Avocent (1)(2)  3,300  99 
Aware (1)  3,500  20 
Black Box (2)  670  26 
Blue Coat Systems (1)(2)  1,920  35 
C-COR.net (1)  4,300  37 
Carrier Access (1)(2)  6,700  47 
Commscope (1)(2)  4,000  131 
Comtech Telecommunications (1)(2)  1,660  56 
Digi International (1)  3,460  47 
Ditech Networks (1)(2)  3,950  30 
Dycom Industries (1)  2,863  61 
EMS Technologies (1)  1,700  32 
Endwave Corporation (1)  1,800  22 
Extreme Networks (1)(2)  10,950  40 
F5 Networks (1)(2)  3,150  169 
Finisar (1)(2)  22,180  80 
Foundry Networks (1)(2)  11,410  150 
Harmonic (1)(2)  7,754  57 
Harris  9,638  429 
Hughes Communications (1)  1,044  42 
Inter-Tel  2,170  47 
InterDigital Communication (1)(2)  3,960  135 
IXIA (1)(2)  5,000  44 
KVH Industries (1)(2)  2,400  31 
Mastec (1)(2)  6,650  74 
MRV Communications (1)(2)  11,520  32 
Oplink Communications (1)  2,678  53 
Optical Cable, Warrants, 10/24/07 (1)  212  - 
Packeteer (1)(2)  3,450  30 
PC-Tel (1)(2)  2,300  24 
Performance Technologies (1)  2,900  20 
Plantronics (2)  3,250  57 
Polycom (1)  6,650  163 
Powerwave Technologies (1)(2)  8,386  64 
Redback Networks (1)(2)  5,177  72 
SafeNet (1)(2)  2,456  45 
SeaChange International (1)(2)  2,550  23 
Sirenza Microdevices (1)(2)  8,550  67 
Sonus Networks (1)(2)  22,751  120 
SpectraLink  2,300  19 
Stratex Networks (1)(2)  9,710  43 
Stratos Lightwave (1)(2)  4,136  29 
Sycamore Networks (1)(2)  19,500  74 
Symmetricom (1)(2)  4,200  34 
Tekelec (1)(2)  8,730  113 
Telkonet (1)(2)  7,100  20 
Tollgrade Communications (1)  1,650  15 
Tut Systems (1)(2)  6,429  6 
UTStarcom (1)(2)  10,200  90 
ViaSat (1)  2,300  58 
Vyyo (1)  4,000  19 
Zhone Technologies (1)(2)  8,737  9 
    3,732 
Computers & Peripherals 1.0%     
Adaptec (1)(2)  8,850  39 
Avid Technology (1)(2)  3,226  117 
Brocade Communications Systems (1)(2)  19,422  137 
Cray (1)(2)  4,677  52 
Datalink (1)(2)  1,600  15 
Diebold (2)  4,390  191 
Electronics for Imaging (1)(2)  3,700  85 
Emulex (1)  5,840  106 
Gateway (1)(2)  37,800  71 
Hutchinson Technology (1)(2)  1,720  36 
Hypercom (1)  5,320  36 
Imation  2,030  81 
Immersion (1)  5,300  38 
Intermec (1)(2)  4,210  111 
Iomega (1)(2)  9,160  27 
Komag (1)(2)  2,050  66 
LaserCard (1)(2)  2,650  35 
McDATA, Class A (1)  14,490  73 
Mobility Electronics (1)(2)  2,900  16 
Novatel (1)(2)  2,550  25 
Overland Storage (1)  3,132  20 
Palm (1)(2)  7,840  114 
Presstek (1)(2)  3,222  17 
Quantum DLT & Storage Systems (1)(2)  13,140  29 
Rackable Systems (1)(2)  6,200  170 
Rimage (1)  1,800  40 
Seagate Technology (2)  43,831  1,012 
Simpletech (1)  6,900  63 
Synaptics (1)(2)  1,950  48 
Video Display (1)  2,280  17 
Western Digital (1)(2)  17,421  315 
    3,202 
Electronic Equipment & Instruments 1.8%     
Aeroflex (1)(2)  8,350  86 
Agilysys (2)  2,552  36 
Amphenol, Class A (2)  6,936  430 
Anixter International (2)  2,200  124 
Arrow Electronics (1)  8,375  230 
Avnet (1)(2)  10,450  205 
AVX (2)  12,852  227 
Benchmark Electronics (1)  4,200  113 
Brightpoint  4,079  58 
CalAmp (1)  3,500  21 
CDW (2)  4,990  308 
Checkpoint Systems (1)  3,060  51 
Cogent (1)(2)  7,536  103 
Coherent (1)(2)  1,850  64 
Color Kinetics (1)(2)  2,800  48 
CTS (2)  3,450  48 
Daktronics (2)  3,800  79 
Dolby Laboratories, Class A (1)  4,340  86 
DTS (1)(2)  2,100  44 
Echelon (1)(2)  3,200  26 
Electro Scientific Industries (1)  2,200  45 
Excel Technology (1)(2)  1,100  33 
FLIR Systems (1)(2)  4,700  128 
Gerber Scientific (1)(2)  4,100  61 
Global Imaging Systems (1)  3,900  86 
I D Systems (1)(2)  1,300  31 
Ingram Micro, Class A (1)(2)  10,262  197 
Insight Enterprises (1)(2)  3,650  75 
Itron (1)  1,800  100 
Keithley Instruments  2,900  37 
KEMET (1)(2)  7,800  63 
L-1 Identity Solutions (1)(2)  5,930  77 
LeCroy (1)  1,700  23 
Littelfuse (1)(2)  1,640  57 
Lo-Jack (1)(2)  1,900  37 
Maxwell Technologies (1)(2)  1,700  35 
Mercury Computer Systems (1)(2)  2,700  32 
Merix (1)(2)  3,200  31 
Methode Electronics  2,450  23 
Metrologic Instruments (1)(2)  2,300  42 
Mettler-Toledo International (1)  2,000  132 
MTS Systems (2)  1,850  60 
National Instruments  5,250  144 
Newport (1)  3,150  51 
Nu Horizons Electronics (1)(2)  4,200  54 
OSI Systems (1)(2)  2,038  40 
OYO Geospace (1)  1,100  62 
Park Electrochemical (2)  1,800  57 
Paxar (1)  2,460  49 
PC Connection (1)(2)  3,000  35 
Photon Dynamics (1)  2,450  33 
Planar Systems (1)(2)  3,700  42 
Plexus (1)(2)  1,760  34 
RadiSys (1)(2)  2,000  42 
Research Frontiers (1)(2)  5,400  23 
Rogers (1)  1,450  90 
Scansource (1)(2)  2,200  67 
Sigmatron International (1)  800  7 
Sunpower (1)(2)  5,300  147 
Tech Data (1)  3,380  123 
Technitrol  3,450  103 
Trimble Navigation (1)  4,016  189 
TTM Technologies (1)  3,950  46 
Vishay Intertechnology (1)  13,378  188 
Wireless Xcessories (1)(2)  4,500  14 
X-Rite (2)  7,400  79 
Zygo (1)  2,220  28 
    5,539 
Internet Software & Services 1.3%     
24/7 Media (1)(2)  7,920  68 
Akamai Technologies (1)(2)  11,778  589 
aQuantive (1)(2)  7,000  165 
Ariba (1)(2)  8,215  62 
Autobytel (1)(2)  15,960  47 
Chordiant Software (1)  6,020  18 
Click Commerce (1)(2)  1,900  43 
CMGI (1)(2)  29,918  32 
CNET Networks (1)(2)  12,991  124 
Digital Insight (1)  2,631  77 
Digital River (1)(2)  3,350  171 
Digitas (1)(2)  6,142  59 
Earthlink (1)(2)  10,640  77 
Entrust Technologies (1)(2)  5,600  19 
Equinix (1)(2)  3,260  196 
IAC/InterActiveCorp (1)(2)  19,996  575 
InfoSpace.com (1)(2)  2,150  40 
Interwoven (1)(2)  5,066  56 
J2 Global Communications (1)(2)  4,600  125 
Jupitermedia (1)(2)  4,000  35 
Keynote Systems (1)  2,673  28 
Marchex, Class B (1)(2)  4,400  67 
NetRatings (1)(2)  5,000  71 
Omniture (1)(2)  3,200  25 
Openwave Systems (1)(2)  6,767  63 
RealNetworks (1)(2)  13,800  146 
S1 (1)(2)  7,400  34 
Saba Software (1)(2)  5,087  27 
SAVVIS (1)(2)  4,273  122 
Sonicwall (1)  6,600  72 
Support.com (1)  7,100  31 
The Knot (1)  3,700  82 
Travelzoo (1)  1,600  46 
Tumbleweed Communications (1)  5,900  17 
United Online  6,475  79 
ValueClick (1)(2)  9,491  176 
Vignette (1)  2,039  28 
Web Com (1)  6,185  26 
Webex Communications (1)(2)  3,943  154 
webMethods (1)(2)  4,308  33 
Websense (1)(2)  3,300  71 
WebSideStory (1)(2)  3,600  48 
    4,024 
IT Services 2.9%     
Accenture, Class A  62,600  1,985 
Acxiom  6,600  163 
Alliance Data Systems (1)(2)  6,100  337 
AnswerThink (1)(2)  4,700  13 
BearingPoint (1)(2)  14,892  117 
BISYS Group (1)(2)  9,400  102 
CACI International, Class A (1)(2)  2,200  121 
Ceridian (1)  10,650  238 
Checkfree (1)  7,078  292 
CIBER (1)(2)  5,440  36 
Cognizant Technology Solutions (1)(2)  10,236  758 
Computer Horizons (1)  5,500  22 
CSG Systems International (1)(2)  3,500  93 
DST Systems (1)  5,063  312 
Edgewater Technology (1)(2)  3,967  23 
EFunds (1)  3,513  85 
Electronic Clearing House (1)  3,200  58 
Euronet Worldwide (1)(2)  3,050  75 
Fidelity National Information  12,600  466 
Forrester Research (1)  2,300  61 
Gartner Group (1)(2)  9,450  166 
Gevity HR  2,760  63 
Global Payments  5,512  243 
Heartland Payment Systems (2)  3,000  78 
Hewitt Associates, Class A (1)(2)  7,190  174 
Igate Capital (1)  8,000  40 
Indus International (1)(2)  8,600  22 
Inforte (1)  9,800  40 
InfoUSA (2)  4,900  41 
Integral Systems (2)  1,100  34 
Iron Mountain (1)(2)  9,052  389 
Kanbay International (1)(2)  3,700  76 
Keane (1)  4,430  64 
Lightbridge (1)  3,538  41 
Man Tech, Class A (1)  3,000  99 
Mastercard, Class A (1)(2)  9,800  689 
Maximus  1,700  44 
Moneygram International (2)  6,209  180 
MPS Group (1)  7,340  111 
Perot Systems, Class A (1)  8,370  115 
RightNow Technologies (1)(2)  3,700  58 
Safeguard Scientifics (1)(2)  9,900  19 
Sapient (1)(2)  8,750  48 
SRA International, Class A (1)(2)  3,460  104 
Startek (2)  1,700  21 
Sykes Enterprises (1)  4,200  85 
Syntel (2)  3,710  84 
TALX Corporation  3,015  74 
TNS (1)(2)  2,100  32 
Total System Services (2)  13,066  298 
Verifone Holdings (1)(2)  5,800  166 
Wright Express (1)(2)  3,400  82 
    9,137 
Office Electronics 0.1%     
Zebra Technologies, Class A (1)(2)  4,525  162 
    162 
Semiconductor & Semiconductor Equipment 2.7%     
Actel (1)(2)  4,750  74 
Advanced Energy Industries (1)  4,150  71 
Aehr Test Systems (1)(2)  5,500  41 
Agere Systems (1)  12,537  187 
AMIS Holdings (1)(2)  7,400  70 
Amkor Technology (1)(2)  15,420  80 
Amtech Systems (1)(2)  1,600  11 
ANADIGICS (1)(2)  8,095  58 
Asyst Technology (1)  7,950  54 
Atheros Communications (1)(2)  4,350  79 
Atmel (1)(2)  41,390  250 
ATMI (1)(2)  2,450  71 
Axcelis Technologies (1)(2)  7,730  55 
Brooks-Pri Automation (1)(2)  6,016  79 
Cabot Microelectronics (1)(2)  1,682  48 
Centillium Communications (1)  4,400  9 
CEVA (1)(2)  4,000  23 
Cirrus Logic (1)  7,540  55 
Cognex (2)  2,950  75 
Cohu (2)  2,200  39 
Conexant Systems (1)(2)  33,447  67 
Credence Systems (1)(2)  8,300  24 
Cree (1)(2)  5,530  111 
Cymer (1)(2)  2,800  123 
Cypress Semiconductor (1)(2)  10,450  186 
DSP Group (1)  2,790  64 
EMCORE (1)(2)  6,300  37 
Entegris (1)(2)  11,277  123 
Exar (1)  4,850  64 
Fairchild Semiconductor, Class A (1)(2)  9,210  172 
FEI (1)(2)  2,850  60 
Formfactor (1)(2)  3,500  147 
FSI International (1)(2)  8,200  47 
Genesis Microchip (1)(2)  3,100  36 
Hi/fn (1)  4,709  22 
Hittite Microwave (1)(2)  3,300  147 
Integrated Device Technology (1)(2)  17,659  284 
Integrated Silicon Solution (1)(2)  7,300  41 
International Rectifier (1)  4,920  171 
Intersil Holding, Class A (2)  11,776  289 
Intevac (1)(2)  2,500  42 
IXYS (1)(2)  4,500  38 
Kopin (1)(2)  8,100  27 
Kulicke & Soffa (1)(2)  5,260  46 
Lam Research (1)(2)  10,220  463 
Lattice Semiconductor (1)  11,340  77 
LTX (1)(2)  8,450  42 
Marvell Technology Group (1)  44,800  868 
Mattson Technology (1)(2)  5,043  42 
Micrel (1)(2)  7,200  69 
Microchip Technology  15,471  502 
Microsemi (1)(2)  1,900  36 
Mindspeed Technologies (1)(2)  8,950  15 
MKS Instruments (1)  4,300  87 
MoSys (1)(2)  9,600  65 
Nanometrics (1)  2,500  23 
Omnivision Technologies (1)(2)  4,830  69 
ON Semiconductor (1)(2)  26,260  154 
PDF Solutions (1)(2)  2,201  24 
Pericom Semiconductor (1)(2)  6,100  59 
Photronics (1)(2)  4,060  57 
Pixelworks (1)(2)  7,330  22 
PLX Technology (1)(2)  4,300  45 
Rambus (1)(2)  8,930  156 
RF Micro Devices (1)(2)  15,030  114 
Rudolph Technologies (1)(2)  2,100  38 
Semitool (1)(2)  2,600  27 
Semtech (1)(2)  5,500  70 
Sigma Designs (1)(2)  4,000  60 
Sigmatel (1)(2)  8,635  40 
Silicon Laboratories (1)(2)  4,350  135 
Silicon Storage Technology (1)(2)  10,590  44 
Skyworks Solutions (1)(2)  22,916  119 
Spansion, Class A (1)(2)  10,600  177 
SRS Labs (1)  2,700  17 
Tessera Technologies (1)(2)  3,860  134 
Transmeta (1)(2)  14,600  17 
Trident Microsystems (1)(2)  5,400  126 
TriQuint Semiconductor (1)(2)  16,880  88 
Ultratech Stepper (1)(2)  4,300  57 
Varian Semiconductor Equipment (1)  4,462  164 
Veeco (1)(2)  2,329  47 
Virage Logic (1)  21,000  191 
Zoran (1)  3,887  62 
    8,399 
Software 2.3%     
Activision (1)(2)  19,933  301 
Actuate (1)(2)  10,400  46 
Advent Software (1)(2)  2,300  83 
Agile Software (1)  3,900  25 
Ansoft (1)  2,200  55 
Ansys (1)(2)  3,020  133 
Aspen Technology (1)(2)  6,000  66 
AuthentiDate Holding (1)(2)  4,450  7 
BEA Systems (1)  30,572  465 
Blackbaud (2)  3,900  86 
Borland Software (1)(2)  5,710  33 
Bottomline Technologies (1)(2)  2,000  20 
Cadence Design Systems (1)(2)  20,017  340 
CallWave (1)  4,500  12 
Captaris (1)  7,600  45 
Catapult Communications (1)(2)  1,100  9 
Digimarc (1)(2)  5,700  44 
DocuCorp International (1)(2)  2,200  17 
Embarcadero (1)  3,900  32 
Epicor Software (1)(2)  4,600  60 
EPIQ Systems (1)(2)  1,800  26 
EPlus (1)  1,500  15 
eSpeed, Class A (1)(2)  5,600  52 
FactSet Research Systems  3,700  180 
Fair Isaac  4,585  168 
FalconStor Software (1)(2)  7,800  60 
FileNet (1)  2,750  96 
Hyperion Solutions (1)  4,025  139 
i2 Technologies (1)(2)  1,536  29 
Informatica (1)  7,750  105 
Interactive Intelligence (1)(2)  3,653  42 
Intergraph (1)(2)  2,000  86 
Internet Security Systems (1)  4,400  122 
InterVoice (1)  3,500  22 
Jack Henry & Associates (2)  6,450  140 
JDA Software Group (1)(2)  2,300  35 
Kronos (1)(2)  2,500  85 
Lawson Software (1)(2)  14,500  105 
Macrovision (1)(2)  3,210  76 
Magma Design Automation (1)(2)  2,550  23 
Manhattan Associates (1)(2)  2,360  57 
MapInfo (1)(2)  3,675  47 
McAfee (1)(2)  12,292  301 
Mentor Graphics (1)  6,680  94 
MICROS Systems (1)  2,620  128 
MicroStrategy (1)(2)  1,106  113 
Midway Games (1)(2)  7,679  67 
MRO Software (1)  2,800  72 
Napster (1)(2)  5,500  23 
NAVTEQ (1)  10,100  264 
Nuance Communications (1)(2)  14,511  119 
Open Solutions (1)(2)  2,200  63 
OPNET Technologies (1)  3,000  39 
Opsware (1)(2)  10,150  91 
Peerless Systems (1)(2)  3,300  11 
Pegasystems (2)  5,300  46 
Phoenix Technologies (1)  2,100  9 
PLATO Learning (1)  6,466  41 
Progress Software (1)(2)  3,250  85 
Quality Systems (2)  2,000  78 
Quest Software (1)(2)  8,670  124 
Radiant Systems (1)(2)  3,550  43 
Red Hat (1)(2)  13,750  290 
Renaissance Learning (2)  2,350  34 
Reynolds & Reynolds, Class A  4,700  186 
Salesforce.com (1)(2)  9,840  353 
SCO Group (1)(2)  7,000  14 
Secure Computing (1)(2)  5,090  32 
Sonic Solutions (1)(2)  2,700  41 
SPSS (1)  1,600  40 
Sybase (1)  6,122  148 
Synopsys (1)  9,386  185 
Take-Two Interactive Software (1)(2)  4,445  63 
TeleCommunication Systems (1)(2)  5,800  16 
THQ (1)(2)  4,162  121 
TIBCO Software (1)(2)  7,780  70 
Transaction Systems Architects, Class A (1)  2,900  100 
Ulticom (1)  2,900  30 
Ultimate Software Group (1)(2)  3,500  82 
Verint Systems (1)(2)  2,260  68 
WatchGuard Technologies (1)  4,000  17 
Wind River Systems (1)  5,546  59 
Witness Systems (1)(2)  3,000  53 
    7,402 
 
Total Information Technology    41,597 
 
MATERIALS 4.2%     
 
Chemicals 1.8%     
A. Schulman (2)  4,350  102 
Airgas  6,150  222 
Albermarle  3,900  212 
Altair Nanotechnologies (1)(2)  8,400  32 
American Vanguard (2)  3,466  48 
Arch Chemicals  2,690  76 
Cabot (2)  3,950  147 
Calgon Carbon (1)(2)  4,400  19 
Celanese, Series A  11,421  204 
CF Industries  5,200  89 
Chemtura (2)  17,824  155 
Cytec Industries  3,560  198 
Ferro  5,560  99 
FMC  2,800  179 
Georgia Gulf (2)  2,250  62 
H.B. Fuller  4,440  104 
Huntsman (1)  15,663  285 
ICO (1)  5,500  36 
Kronos Worldwide (2)  4,020  116 
Lesco (1)  2,100  17 
Lubrizol  5,000  229 
Lyondell Chemical  18,079  459 
MacDermid  2,482  81 
Minerals Technologies (2)  1,155  62 
Mosaic (1)(2)  28,984  490 
Nalco Holding (1)(2)  10,363  192 
Nanophase Technologies (1)(2)  3,900  23 
NL Industries (2)  4,890  49 
Olin  5,090  78 
OM Group (1)  2,650  116 
OMNOVA Solutions (1)(2)  5,700  24 
PolyOne (1)(2)  8,030  67 
Rockwood Holdings (1)  5,100  102 
RPM  9,200  175 
Scotts Miracle Gro (2)  4,800  214 
Sensient Technologies  3,480  68 
Spartech  3,540  95 
Symyx Technologies (1)  3,150  67 
Terra Industries (1)(2)  8,260  64 
Valhi  8,823  205 
Valspar  7,700  205 
W. R. Grace (1)(2)  6,600  87 
Wellman (2)  4,300  17 
Westlake Chemical (2)  5,121  164 
    5,735 
Construction Materials 0.3%     
Eagle Materials (2)  3,870  130 
Florida Rock Industries (2)  4,462  173 
Headwaters (1)(2)  3,500  82 
Martin Marietta Materials  3,300  279 
Texas Industries (2)  1,580  82 
US Concrete (1)(2)  3,700  24 
    770 
Containers & Packaging 0.5%     
Aptargroup  2,380  121 
Caraustar (1)(2)  3,850  31 
Chesapeake Corporation  1,060  15 
Crown Cork & Seal (1)  12,550  233 
Graphic Packaging (1)(2)  15,513  57 
Greif Brothers  1,450  116 
Myers Industries (2)  4,215  72 
Owens-Illinois (1)  11,372  175 
Packaging Corporation of America  6,055  141 
Rock-Tenn, Class A  2,690  53 
Silgan Holdings (2)  3,060  115 
Smurfit-Stone Container (1)(2)  16,893  189 
Sonoco Products  6,287  212 
    1,530 
Metals & Mining 1.5%     
AK Steel (1)(2)  9,784  119 
AMCOL International (2)  3,150  78 
Carpenter Technology (2)  2,100  226 
Century Aluminum (1)(2)  3,043  102 
Chaparral Steel (1)  2,760  94 
Cleveland-Cliffs (2)  3,800  145 
Coeur d'Alene Mines (1)(2)  24,000  113 
Commercial Metals  10,100  205 
Compass Minerals  3,900  110 
Gibraltar Industries  2,825  63 
Glamis Gold (1)(2)  12,703  501 
Hecla Mining (1)(2)  9,850  57 
Meridian Gold (1)(2)  7,444  185 
NN  3,300  39 
Northwest Pipe (1)  1,400  42 
Oregon Steel Mills (1)  3,300  161 
Quanex (2)  2,940  89 
Reliance Steel & Aluminum  5,700  183 
Royal Gold (2)  1,550  42 
Ryerson Tull (2)  3,000  66 
Schnitzer Steel, Class A  2,475  78 
Southern Copper (2)  11,200  1,036 
Steel Dynamics (2)  4,732  239 
Steel Technologies  1,400  27 
Stillwater Mining (1)(2)  8,516  72 
Synalloy (1)  2,200  31 
Titanium Metals (1)(2)  13,100  331 
U.S. Gold (1)(2)  7,200  35 
Universal Stainless & Alloy Products (1)(2)  1,800  41 
Worthington Industries (2)  6,163  105 
    4,615 
Paper & Forest Products 0.1%     
Bowater  3,150  65 
Buckeye Technologies (1)  3,800  32 
Deltic Timber (2)  900  43 
Maxxam (1)  1,500  41 
P. H. Glatfelter (2)  3,000  41 
Pope & Talbot (1)(2)  2,700  16 
Schweitzer Mauduit (2)  1,330  25 
Wausau Paper (2)  3,200  43 
    306 
 
Total Materials    12,956 

TELECOMMUNICATION SERVICES 1.9%  		   
 
Diversified Telecommunication Services 0.6%     
Alaska Communications Systems (2)  6,100  81 
Broadwing (1)(2)  9,454  119 
Cincinnati Bell (1)  26,468  128 
Commonwealth Telephone Enterprises (2)  2,300  95 
Covad Communications Group (1)(2)  15,262  23 
CT Communications (2)  1,900  41 
D&E Communications  3,609  45 
General Communications, Class A (1)(2)  5,870  73 
Global Crossing (1)(2)  3,100  64 
Hickory Technology  8,000  56 
IDT, Class B (1)(2)  8,229  119 
Level 3 Communications (1)(2)  88,430  473 
Neustar, Class A (1)(2)  4,700  130 
North Pittsburgh Systems (2)  2,182  55 
Ntelos (1)  4,200  54 
Premiere Global Services (1)  4,640  40 
Shenandoah Telecomm (2)  700  30 
SureWest Communications (2)  1,350  26 
Time Warner Telecom, Class A (1)(2)  9,710  185 
Warwick Valley Telephone  2,000  40 
Windstream (1)(2)  7,393  97 
    1,974 
Wireless Telecommunication Services 1.3%     
@Road (1)(2)  9,850  57 
American Tower Systems, Class A (1)(2)  32,738  1,195 
Centennial Communications (2)  7,590  40 
Crown Castle International (1)(2)  18,381  648 
Dobson Communications, Class A (1)(2)  14,300  100 
Leap Wireless International (1)  4,000  194 
NII Holdings, Class B (1)(2)  11,134  692 
Price Communications (1)  3,500  68 
Rural Cellular, Class A (1)  1,700  16 
SBA Communications (1)(2)  8,900  217 
SkyTerra Communications (1)  1,200  18 
SunCom Wireless (1)(2)  11,650  11 
Syniverse (1)  5,202  78 
Telephone & Data Systems  8,190  345 
U. S. Cellular (1)(2)  6,793  406 
Wireless Facilities (1)(2)  6,450  14 
    4,099 
 
Total Telecommunication Services    6,073 

UTILITIES 3.6%  		   
 
Electric Utilities 1.0%     
ALLETE  2,082  91 
Central Vermont Public Service  2,500  55 
Cleco (2)  4,100  104 
DPL (2)  8,642  234 
DQE (2)  4,800  94 
El Paso Electric (1)  3,100  69 
Empire District Electronics  4,160  93 
Great Plains Energy (2)  4,633  144 
Hawaiian Electric Industries (2)  5,000  135 
IdaCorp  2,610  99 
ITC Holdings  3,200  100 
Madison Gas and Electric (2)  3,000  97 
Northeast Utilities (2)  11,500  268 
Otter Tail  2,850  83 
Portland General Electric (2)  5,500  134 
Potomac Electric Power  13,603  329 
Reliant Resources (1)(2)  23,544  290 
Sierra Pacific Resources (1)(2)  14,800  212 
Unisource Energy (2)  2,450  82 
United Illuminating  2,933  110 
Unitil  3,300  80 
Westar Energy (2)  5,650  133 
    3,036 
Gas Utilities 1.1%     
AGL Resources (2)  5,350  195 
Atmos Energy (2)  7,660  219 
Cascade Natural Gas (2)  2,800  73 
Energen  5,320  223 
EnergySouth (2)  2,250  76 
Equitable Resources  9,860  345 
Laclede Gas (2)  2,510  80 
National Fuel Gas Company (2)  7,130  259 
New Jersey Resources (2)  1,550  76 
Northwest Natural Gas (2)  1,190  47 
ONEOK  9,972  377 
Piedmont Natural Gas Company (2)  4,300  109 
Questar  6,650  544 
RGC Resources  2,000  52 
SEMCO Energy (1)(2)  5,900  33 
South Jersey Industries (2)  3,720  111 
Southern Union  9,002  238 
Southwest Gas (2)  2,380  79 
UGI  7,660  187 
Washington Gas Light  3,700  116 
    3,439 
Independent Power Producers & Energy Traders 0.4%     
Black Hills (2)  3,940  132 
Mirant (1)  20,900  571 
NRG Energy (1)(2)  10,900  494 
Ormat Technologies (2)  3,200  105 
    1,302 
Multi-Utilities 1.0%     
Alliant (2)  8,248  295 
Aquila (1)(2)  26,663  116 
Avista (2)  4,090  97 
CH Energy Group (2)  2,350  121 
Energy East (2)  9,450  224 
Florida Public Utilities  4,649  64 
MDU Resources Group  13,791  308 
NSTAR  7,374  246 
OGE Energy (2)  8,150  294 
PNM Resources (2)  4,119  114 
Puget Energy  7,848  178 
SCANA  8,740  352 
Vectren  5,149  138 
Wisconsin Energy  7,770  335 
WPS Resources  3,100  154 
    3,036 
Water Utilities 0.1%     
Aqua America (2)  9,146  201 
BIW  3,400  55 
California Water Service (2)  2,100  77 
Connecticut Water Service  2,150  47 
Pennichuck  1,866  35 
    415 
Total Utilities    11,228 
Total Common Stocks (Cost $243,031)    297,924 

SHORT-TERM INVESTMENTS 4.2%  		   
Money Market Funds 4.0%     
T. Rowe Price Reserve Investment Fund, 5.37% (3)(4)  12,299,574  12,300 
    12,300 
U.S. Government Agency Obligations 0.2%     
U. S. Treasury Bills, 4.742%, 11/2/06 (5)  750,000  747 
    747 
Total Short-Term Investments (Cost $13,047)    13,047 

SECURITIES LENDING COLLATERAL 23.7%  		   
MONEY MARKET TRUST 23.7%     
State Street Bank and Trust Company of Hew Hampshire N.A.     
Securities Lending Quality Trust units, 5.251% (3)  73,827,365  73,827 
Total Securities Lending Collateral (Cost $73,827)    73,827 

Total Investments in Securities  		   
123.4% of Net Assets (Cost $329,905)  $  384,798 


 
 
                                                                       
†  Denominated in U.S. dollars unless otherwise noted 
(1)  Non-income producing 
(2)  All or a portion of this security is on loan at September 30, 2006 - see Note 2 
(3)  Seven-day yield 
(4)  Affiliated company - see Note 4 
(5)  All or a portion of this security is pledged to cover margin requirements on futures 
  contracts at September 30, 2006. 
REIT  Real Estate Investment Trust 





Open Futures Contracts at September 30, 2006 were as follows: 
($ 000s) 

      Contract    Unrealized 
  Expiration     Value    Gain (Loss) 
Long, 125 Russell Mini 2000 Index           
contracts, $411 par of 4.742% U.S.           
Treasury Bills pledged as initial margin     12/06  $         9,151  $  222 
Long, 27 S&P 500 Index contracts           
$104 par of 4.742% U.S. Treasury Bills           
pledged as initial margin     12/06           1,816    35 
Long, 26 S&P Midcap Mini 400 contracts           
$85 par of 4.742% U.S. Treasury Bills           
pledged as initial margin     12/06           1,978    22 
Net payments (receipts) of variation           
margin to date          (411) 
Variation margin receivable (payable)           
on open futures contracts        $  (132) 




The accompanying notes are an integral part of this Portolio of Investments.

 



T. Rowe Price Extended Equity Market Index Fund   
Unaudited   September 30, 2006 
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©, as represented by the Wilshire 4500 Completion Index.

The accompanying portfolio of investments was prepared in accordance with accounting principles generally accepted in the United States of America, which require the use of estimates made by fund management. Fund management believes that estimates and security valuations are appropriate; however, actual results may differ from those estimates, and the security valuations reflected in the portfolio of investments may differ from the value the fund receives upon sale of the securities.

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 (OTC) 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 Directors.

Investment Transactions

Investment transactions are accounted for on the trade date.

NOTE 2 - INVESTMENT TRANSACTIONS

Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or to 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, 2006, the value of loaned securities was $71,490,000; aggregate collateral consisted of $73,827,000 in the money market pooled trust and U.S. government securities valued at $15,000.

NOTE 3 - FEDERAL INCOME TAXES

At September 30, 2006, the cost of investments for federal income tax purposes was $329,905,000. Net unrealized gain aggregated $55,172,000 at period-end, of which $78,584,000 related to appreciated investments and $23,412,000 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 T. Rowe Price Reserve Funds), open-end management investment companies managed by Price Associates and affiliates of the fund. The T. Rowe Price 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. The T. Rowe Price Reserve Funds pay no investment management fees. During the nine months ended September 30, 2006, dividend income from the T. Rowe Price Reserve Funds totaled $381,000, and the value of shares of the T. Rowe Price Reserve Funds held at September 30, 2006, and December 31, 2006, was $12,300,000 and $935,000, respectively.

 




T. ROWE PRICE TOTAL EQUITY MARKET INDEX FUND     
Unaudited  September 30, 2006 
Portfolio of Investments †  Shares/$ Par  Value 
(Cost and value in $000s)     
 
COMMON STOCKS 96.4%     
 
CONSUMER DISCRETIONARY 11.6%     
 
Auto Components 0.2%     
American Axle & Manufacturing Holdings (1)  2,300  38 
Arvinmeritor (1)  2,400  34 
Bandag (1)  800  33 
Borg-Warner  1,400  80 
Cooper Tire (1)  2,500  25 
Gentex (1)  4,400  63 
Goodyear Tire & Rubber (1)(2)  5,300  77 
Johnson Controls  4,600  330 
Lear (1)  2,600  54 
Modine Manufacturing  1,300  32 
Proliance International (1)(2)  6,553  30 
Standard Motor Products  4,700  56 
TRW (2)  3,100  75 
Visteon (2)  6,186  50 
    977 
Automobiles 0.3%     
Fleetwood (1)(2)  3,800  26 
Ford Motor (1)  46,461  376 
GM (1)  14,952  497 
Harley-Davidson  7,000  439 
Thor Industries (1)  1,800  74 
Winnebago (1)  1,400  44 
    1,456 
Distributors 0.1%     
Genuine Parts  4,300  185 
Handleman (1)  2,200  17 
Infosonics (1)(2)  5,800  35 
    237 
Diversified Consumer Services 0.3%     
Apollo Group, Class A (2)  4,225  208 
Bright Horizons Family Solutions (1)(2)  1,600  67 
Career Education (2)  2,400  54 
Corinthian Colleges (1)(2)  3,600  39 
Devry (2)  1,700  36 
H&R Block  7,800  170 
ITT Educational Services (2)  1,400  93 
Laureate (2)  1,468  70 
Matthews International (1)  1,300  48 
Regis (1)  1,200  43 
Service Corporation International  8,800  82 
ServiceMaster (1)  6,700  75 
Sotheby's, Class A  2,552  82 
Stewart Enterprises, Class A (1)  6,400  38 
Strayer Education (1)  300  32 
Weight Watchers (1)  2,500  111 
    1,248 
Hotels, Restaurants & Leisure 2.0%     
Applebee's (1)  2,637  57 
Bob Evans Farms  1,700  51 
Boyd Gaming (1)  2,700  104 
Brinker  2,550  102 
Carnival  15,100  710 
CEC Entertainment (2)  1,300  41 
Choice Hotels International  3,100  127 
Cracker Barrel (1)  1,100  44 
Darden Restaurants  4,300  183 
Gaylord Entertainment (2)  1,500  66 
Harrah's Entertainment  4,590  305 
Hilton  9,672  269 
International Game Technology  8,100  336 
International Speedway, Class A  1,600  80 
Jack In The Box (2)  1,700  89 
Krispy Kreme (1)(2)  3,000  24 
Landry's Seafood Restaurant (1)  1,100  33 
Las Vegas Sands (2)  9,200  629 
Lone Star Steakhouse & Saloon  2,200  61 
Marriott, Class A  11,000  425 
McDonald's  30,800  1,205 
MGM Mirage (1)(2)  7,600  300 
MTR Gaming Group (2)  3,000  28 
Multimedia Games (1)(2)  2,500  23 
Orient-Express, Class A  2,100  78 
OSI Restaurant Partners  1,900  60 
Panera Bread, Class A (1)(2)  1,200  70 
Papa John's International (1)(2)  2,000  72 
PF Chang's China Bistro (1)(2)  1,100  38 
Rare Hospitality International (2)  1,400  43 
Royal Caribbean Cruises (1)  4,800  186 
Ruby Tuesday (1)  2,200  62 
Ryan's Restaurant Group (2)  3,500  56 
Six Flags (1)(2)  5,100  27 
Sonic (2)  2,700  61 
Speedway Motorsports  1,200  44 
Starbucks (2)  19,100  650 
Starwood Hotels & Resorts Worldwide  6,200  355 
Station Casinos (1)  2,000  116 
The Cheesecake Factory (1)(2)  2,300  63 
Triarc, Class B (1)  4,000  60 
Vail Resorts (2)  1,800  72 
Wendy's  2,700  181 
WMS Industries (1)(2)  3,800  111 
Wyndham Worldwide (2)  4,930  138 
Wynn Resorts (1)(2)  3,000  204 
Yum! Brands  7,400  385 
    8,424 
Household Durables 0.9%     
American Greetings, Class A (1)  1,500  35 
Black & Decker  2,000  159 
Blyth Industries  1,500  36 
Cavco Industries (2)  1,940  61 
Centex (1)  3,300  174 
Champion Enterprises (2)  4,500  31 
D. R. Horton  8,160  195 
Ethan Allen Interiors (1)  1,400  49 
Fortune Brands  3,700  278 
Furniture Brands International (1)  2,900  55 
Garmin (1)  5,200  254 
Harman International  1,700  142 
Helen of Troy Limited (1)(2)  1,300  23 
Hovnanian Enterprises (1)(2)  2,100  62 
Jarden (1)(2)  2,000  66 
KB Home (1)  2,500  110 
Kimball International, Class B (1)  2,400  46 
La-Z-Boy (1)  2,600  36 
Leggett & Platt  4,400  110 
Lennar, Class A  4,200  190 
Levitt, Class A (1)  3,075  36 
MDC Holdings (1)  1,145  53 
Meritage (1)(2)  1,100  46 
Mohawk Industries (1)(2)  1,531  114 
Newell Rubbermaid  7,676  217 
NVR (1)(2)  180  96 
Pulte  6,600  210 
Russ Berrie (1)(2)  2,900  44 
Ryland Group (1)  1,500  65 
Skyline  900  34 
Snap-On  1,400  62 
Standard Pacific (1)  2,500  59 
Stanley Furniture (1)  1,200  26 
Stanley Works  2,200  110 
Syntax-Brillian (1)(2)  5,950  28 
Toll Brothers (1)(2)  4,300  121 
Tupperware Brands  3,100  60 
Whirlpool (1)  1,822  153 
    3,646 
Internet & Catalog Retail 0.3%     
Amazon.com (1)(2)  10,600  340 
Blue Nile (1)(2)  1,400  51 
Expedia (2)  9,924  156 
Liberty Media Interactive, Class A (2)  17,000  346 
Netflix (1)(2)  2,500  57 
Petmedexpress.com (2)  2,500  26 
priceline.com (1)(2)  1,850  68 
ValueVision International (2)  3,200  37 
    1,081 
Leisure Equipment & Products 0.2%     
Arctic Cat (1)  1,900  32 
Brunswick (1)  2,000  62 
Callaway Golf  2,800  37 
Eastman Kodak (1)  7,500  168 
Hasbro  4,000  91 
K2 (2)  2,834  33 
MarineMax (1)(2)  900  23 
Marvel Entertainment (1)(2)  3,300  80 
Mattel  10,700  211 
Nautilus Group (1)  1,475  20 
Oakley (1)  2,900  49 
Polaris Industries (1)  1,100  45 
Pool (1)  2,305  89 
    940 
Media 3.6%     
ADVO (1)  1,450  41 
Arbitron (1)  680  25 
Belo Corporation, Class A  1,900  30 
Cablevision Systems, Class A (2)  6,900  157 
Catalina Marketing  1,200  33 
CBS, Class B  21,429  604 
Citadel Broadcasting (1)  3,100  29 
Clear Channel Communications (1)  13,401  387 
Clear Channel Outdoor, Class A (1)(2)  9,300  190 
Comcast, Special Class A (2)  52,494  1,934 
Cox Radio, Class A (1)(2)  2,200  34 
Cumulus Media, Class A (1)(2)  2,306  22 
DIRECTV (2)  31,750  625 
Discovery Holding, Series A (1)(2)  6,800  98 
Disney  54,140  1,673 
Dow Jones (1)  1,700  57 
Dreamworks Animation, Class A (1)(2)  3,000  75 
EchoStar Communications, Class A (2)  10,800  354 
Emmis Communications (1)(2)  1,200  15 
Entercom Communications (1)  1,200  30 
Entravision Communications, Class A (2)  5,600  42 
Gannett  5,900  335 
Gemstar TV Guide (2)  10,100  34 
Getty Images (1)(2)  1,600  79 
Gray Communications Systems  3,300  21 
Harte-Hanks  1,900  50 
Hearst-Argyle Television  1,700  39 
Interactive Data (2)  2,900  58 
Interpublic Group (1)(2)  9,912  98 
John Wiley & Sons  1,900  68 
Journal Register  2,800  16 
Lamar Advertising (1)(2)  2,300  123 
Lee Enterprises (1)  1,100  28 
Liberty Global (1)(2)  11,307  291 
Liberty Media Capital, Class A (2)  3,400  284 
Live Nation (2)  1,675  34 
McClatchy  1,916  81 
McGraw-Hill  8,800  511 
Media General, Class A  700  26 
Mediacom Communications (2)  7,200  51 
Meredith  1,100  54 
New York Times, Class A (1)  3,400  78 
News Corporation, Class A  55,584  1,092 
News Corporation, Class B (1)  33,100  683 
Nexstar Broadcasting (2)  7,000  28 
NTL  8,350  212 
Omnicom  4,500  421 
Primedia (1)(2)  13,700  21 
R.H. Donnelley (1)  1,840  97 
Radio One (1)(2)  5,800  36 
Reader's Digest (1)  3,800  49 
Regal Entertainment Group, Class A  (1)  5,200  103 
Regent Communications (1)(2)  6,500  25 
Scholastic (2)  1,100  34 
Scripps, Class A  3,800  182 
Sirius Satellite Radio (1)(2)  32,400  127 
Spanish Broadcasting, Class A (1)(2)  3,000  13 
Sun-Times Media Group (1)  3,900  26 
Time Warner  108,320  1,975 
TiVo (2)  7,700  58 
Tribune (1)  7,422  243 
Triple Crown Media (2)  1,830  13 
Univision Communications, Class A  (2)  7,640  262 
Valassis Communications (2)  1,700  30 
Viacom, Class B (2)  18,629  693 
Washington Post, Class B  220  162 
Westwood One  2,200  16 
WPP Group ADR (1)  481  30 
XM Satellite Radio Holdings, Class A (1)(2)  6,200  80 
    15,525 
Multiline Retail 1.0%     
99 Cents Only Stores (1)(2)  1,600  19 
Big Lots (1)(2)  3,700  73 
Conns (1)(2)  1,000  21 
Dillards, Class A (1)  2,200  72 
Dollar General (1)  8,450  115 
Dollar Tree Stores (2)  2,500  77 
Family Dollar Stores  4,500  132 
Federated Department Stores  13,566  586 
J.C. Penney  6,200  424 
Kohl's (2)  8,200  532 
Nordstrom  6,800  288 
Saks  3,675  64 
Sears Holding (2)  3,831  606 
Target  21,400  1,182 
Tuesday Morning (1)  1,800  25 
    4,216 
Specialty Retail 2.2%     
Abercrombie & Fitch  2,216  154 
Advance Auto Parts  2,350  77 
American Eagle Outfitters  4,300  188 
AnnTaylor Stores (2)  2,300  96 
Autonation (2)  6,300  132 
AutoZone (2)  1,900  196 
Barnes & Noble  1,600  61 
Bed Bath & Beyond (2)  7,500  287 
Best Buy  11,850  635 
Blockbuster, Class A (1)(2)  6,600  25 
Borders Group (1)  2,700  55 
CarMax (1)(2)  3,129  131 
Charming Shoppes (2)  4,000  57 
Chico's (2)  5,200  112 
Christopher & Banks  1,700  50 
Circuit City (1)  4,800  121 
Claire's Stores  2,600  76 
Cost Plus (1)(2)  900  11 
Deb Shops  1,400  36 
Dick's Sporting Goods (1)(2)  1,200  55 
Foot Locker  4,300  109 
Franklin Covey (1)(2)  9,500  52 
GameStop, Class A (1)(2)  2,251  104 
GameStop, Class B (2)  934  42 
GAP  21,550  408 
Genesco (1)(2)  900  31 
Group One Automotive  1,600  80 
Guitar Center (1)(2)  800  36 
Hibbett Sporting Goods (2)  2,362  62 
Home Depot  50,850  1,844 
Hot Topic (1)(2)  2,350  26 
Lowes  37,200  1,044 
Men's Wearhouse  1,500  56 
Michaels Stores  3,700  161 
O'Reilly Automotive (2)  2,900  96 
Office Depot (2)  8,400  334 
OfficeMax  2,022  82 
Pacific Sunwear (1)(2)  2,325  35 
Payless Shoesource (2)  2,806  70 
Pep Boys (1)  1,700  22 
Petco (2)  1,700  49 
PETsMART  4,100  114 
Pier 1 Imports (1)  3,100  23 
RadioShack (1)  3,700  71 
Rent-A-Center (2)  2,200  64 
Ross Stores  3,800  97 
Select Comfort (1)(2)  2,850  62 
Sherwin-Williams  3,300  184 
Shoe Pavilion (2)  5,600  41 
Staples  17,575  428 
Talbots (1)  1,900  52 
The Children's Place (1)(2)  800  51 
The Limited  10,755  285 
Tiffany  3,300  110 
TJX  11,600  325 
Tween Brands (1)(2)  1,657  62 
United Retail Group (2)  1,800  33 
Urban Outfitters (1)(2)  4,600  81 
West Marine (1)(2)  1,300  18 
Williams-Sonoma  2,700  87 
Zale (1)(2)  1,600  44 
Zumiez (1)(2)  900  24 
    9,554 
Textiles, Apparel & Luxury Goods 0.5%     
Coach (2)  9,800  337 
Columbia Sportswear (1)(2)  1,500  84 
Deckers Outdoor (1)(2)  1,300  61 
Fossil (1)(2)  2,200  47 
Hanesbrands (2)  2,500  56 
Iconix Brand Group (1)(2)  3,400  55 
Jones Apparel Group  3,500  114 
K-Swiss, Class A (1)  2,000  60 
Kellwood (1)  1,800  52 
Liz Claiborne  2,800  111 
Movado Group (1)  2,000  51 
Nike, Class B  6,700  587 
Orange 21 (1)(2)  7,300  36 
Polo Ralph Lauren  2,700  175 
Quiksilver (1)(2)  5,400  66 
Rocky Brands (1)(2)  2,100  25 
Timberland, Class A (2)  2,100  60 
Unifi (2)  7,500  18 
V. F.  3,100  226 
    2,221 
 
Total Consumer Discretionary    49,525 

CONSUMER STAPLES 8.4%  		   
 
Beverages 1.7%     
Anheuser-Busch  19,100  908 
Brown-Forman, Class B  2,800  215 
Coca-Cola  58,800  2,627 
Coca-Cola Enterprises  10,900  227 
Constellation Brands, Class A (2)  5,400  155 
Hansen Natural (1)(2)  2,800  91 
Molson Coors Brewing, Class B  1,900  131 
Pepsi Bottling Group  6,600  234 
PepsiAmericas  4,500  96 
PepsiCo  40,270  2,628 
    7,312 
Food & Staples Retailing 2.2%     
BJ's Wholesale Club (2)  2,000  58 
Costco Wholesale  11,200  556 
CVS  19,300  620 
Great Atlantic & Pacific Tea (1)  2,100  51 
Kroger  16,100  373 
Longs Drug Stores  1,200  55 
Pantry (1)(2)  1,400  79 
Performance Food Group (1)(2)  2,100  59 
Rite Aid (1)(2)  14,500  66 
Ruddick  1,700  44 
Safeway  10,100  306 
Supervalu  4,099  122 
Sysco  15,100  505 
Topps (1)  4,300  38 
United Natural Foods (1)(2)  2,200  68 
Wal-Mart  103,500  5,105 
Walgreen  24,100  1,070 
Weis Markets (1)  1,500  60 
Whole Foods Market  3,100  184 
    9,419 
Food Products 1.6%     
Alico (1)  1,000  59 
American Italian Pasta, Class A (1)(2)  3,600  28 
Archer-Daniels-Midland  16,572  628 
Bunge Limited (1)  2,900  168 
Campbell Soup  10,500  383 
ConAgra  12,308  301 
Corn Products International (1)  2,800  91 
Dean Foods (2)  3,379  142 
Del Monte Foods  6,811  71 
Delta Pine & Land  2,100  85 
Flowers Foods  2,677  72 
Fresh Del Monte Produce (1)  2,100  37 
General Mills  8,900  504 
Hain Celestial Group (1)(2)  2,100  54 
Heinz  7,500  314 
Hershey Foods  6,400  342 
Hormel Foods  3,900  140 
J.M. Smucker  1,816  87 
Kellogg  10,100  500 
Kraft Foods, Class A (1)  41,200  1,469 
Lancaster Colony  1,200  54 
Lance  2,000  44 
McCormick  4,100  156 
Pilgrim's Pride (1)  1,700  47 
Sara Lee  20,000  321 
Smithfield Foods (2)  2,400  65 
Tasty Baking (1)  5,200  47 
Tootsie Roll Industries (1)  1,797  53 
Treehouse Foods (2)  1,375  33 
Tyson Foods, Class A (1)  8,154  129 
Wrigley  8,750  403 
    6,827 
Household Products 1.6%     
Clorox  3,900  246 
Colgate-Palmolive  12,700  788 
Energizer (2)  2,000  144 
Kimberly-Clark  11,200  732 
Procter & Gamble  80,412  4,984 
    6,894 
Personal Products 0.2%     
Alberto Culver, Class B  2,500  127 
Avon  11,300  346 
Chattem (1)(2)  1,000  35 
Elizabeth Arden (1)(2)  1,600  26 
Estee Lauder, Class A  4,900  198 
NBTY (2)  2,000  59 
Playtex Products (1)(2)  5,400  72 
    863 
Tobacco 1.1%     
Alliance One International (1)(2)  6,800  28 
Altria Group  50,500  3,866 
Reynolds American (1)  7,266  450 
Universal Corporation  1,200  44 
UST (1)  4,100  225 
Vector Group (1)  4,457  72 
    4,685 
 
Total Consumer Staples    36,000 

ENERGY 8.2%  		   
 
Energy Equipment & Services 1.8%     
Allis-Chalmers Energy (1)(2)  2,200  32 
Atwood Oceanics (2)  1,400  63 
Baker Hughes  8,100  552 
BJ Services  8,200  247 
Bristow Group (1)(2)  1,200  41 
Cameron International (2)  3,200  155 
Carbo Ceramics (1)  1,200  43 
Diamond Offshore Drilling (1)  3,100  224 
ENSCO International  3,700  162 
FMC Technologies (2)  1,987  107 
Global Industries (1)(2)  4,700  73 
GlobalSantaFe  6,596  330 
Grant Prideco (2)  3,500  133 
Halliburton  24,800  706 
Hanover Compressor (1)(2)  3,100  57 
Helmerich & Payne  3,200  74 
Input/Output (1)(2)  5,500  55 
Nabors Industries (2)  7,360  219 
National Oilwell Varco (2)  4,484  263 
Newpark Resources (1)(2)  4,300  23 
Noble Drilling  3,200  205 
Oceaneering International (2)  2,400  74 
Parker Drilling (1)(2)  6,800  48 
Patterson-UTI Energy  4,600  109 
Pride International (2)  4,300  118 
Rowan  3,100  98 
Schlumberger  28,444  1,764 
Smith International  5,000  194 
Sulphco (1)(2)  5,600  35 
Superior Energy (2)  2,900  76 
TETRA Technologies (2)  3,150  76 
Tidewater  1,300  57 
Todco (1)(2)  2,400  83 
Transocean (2)  8,125  595 
Unit (2)  1,700  78 
Universal Compression Holdings (2)  1,400  75 
Veritas DGC (2)  1,700  112 
W-H Energy Services (2)  1,800  75 
Weatherford International (2)  8,200  342 
    7,773 
Oil, Gas & Consumable Fuels 6.4%     
Anadarko Petroleum  11,658  511 
Apache  7,986  505 
Arch Coal (1)  3,892  112 
Arena Resources (1)(2)  2,800  90 
Arlington Tankers (1)  3,400  77 
Atlas America (2)  2,400  102 
Bill Barrett (1)(2)  1,900  47 
BP Prudhoe Bay Royalty Trust (1)  2,400  176 
Cabot Oil & Gas  1,950  93 
Callon Petroleum (2)  3,200  43 
Chesapeake Energy (1)  10,208  296 
Chevron  54,633  3,543 
Cimarex Energy (1)  2,544  90 
CNX Gas (2)  3,700  86 
ConocoPhillips  41,749  2,485 
CONSOL Energy  5,200  165 
Cross TImbers Royalty Trust (1)  2,928  136 
Crosstex Energy (1)  1,600  143 
Denbury Resources (2)  3,600  104 
Devon Energy  11,532  728 
El Paso Corporation (1)  19,944  272 
Encore Acquisition (2)  2,600  63 
Energy Partners (1)(2)  2,200  54 
EOG Resources  6,200  403 
Evergreen Energy (2)  5,100  54 
ExxonMobil  150,262  10,083 
Fieldpoint Petroleum (1)(2)  7,700  22 
Forest Oil (1)(2)  1,700  54 
Foundation Coal Holdings  1,900  61 
Frontier Oil  5,100  136 
General Maritime (1)  1,800  66 
GMX Resources (1)(2)  2,000  63 
Helix Energy Solutions Group (1)(2)  2,610  87 
Hess  4,200  174 
Houston Exploration (1)(2)  1,200  66 
Hugoton Royalty Trust (1)  2,733  72 
Kinder Morgan  4,300  451 
Marathon Oil  6,854  527 
Mariner Energy (2)  3,333  61 
Massey (1)  2,300  48 
Murphy Oil  5,800  276 
Newfield Exploration (2)  3,600  139 
Noble Energy  4,800  219 
Occidental Petroleum  21,100  1,015 
Peabody Energy  7,100  261 
Penn Virginia  1,000  63 
Petroleum Development (2)  1,900  76 
Pioneer Natural Resources  3,300  129 
Plains Exploration & Production (2)  2,900  124 
Pogo Producing (1)  1,900  78 
Quicksilver Resources (1)(2)  2,750  88 
Southwestern Energy (2)  5,100  152 
Stone Energy (2)  1,200  49 
Sunoco  4,200  261 
Syntroleum (1)(2)  6,600  32 
Tesoro Petroleum  2,600  151 
Transmeridian Exploration (1)(2)  11,800  47 
Ultra Petroleum (2)  4,800  231 
Valero Energy  16,314  840 
Whiting Petroleum (2)  1,500  60 
Williams Companies  16,385  391 
World Fuel Services (1)  2,400  97 
XTO Energy  8,942  377 
    27,505 
 
Total Energy    35,278 

FINANCIALS 21.9%  		   
 
Capital Markets 3.1%     
A.G. Edwards  2,500  133 
Affiliated Managers Group (1)(2)  1,150  115 
Ameriprise Financial  5,900  277 
Bank of New York  17,900  631 
Bear Stearns  2,927  410 
Blackrock  1,600  238 
Charles Schwab  32,706  585 
Cohen & Steers (1)  2,700  87 
E*TRADE Financial (2)  10,900  261 
Eaton Vance  3,500  101 
Federated Investors, Class B  2,750  93 
Franklin Resources  6,900  730 
Goldman Sachs  11,360  1,922 
Greenhill (1)  1,300  87 
Investment Technology Group (2)  2,300  103 
Investors Financial Services (1)  1,800  78 
Janus Capital Group  5,400  107 
Jefferies Group  3,400  97 
Knight Capital Group (2)  5,900  107 
LaBranche & Company (1)(2)  3,900  40 
Lazard (1)  900  36 
Legg Mason  2,950  298 
Lehman Brothers  13,268  980 
Mellon Financial  9,100  356 
Merrill Lynch  22,000  1,721 
Morgan Stanley  26,400  1,925 
Northern Trust  5,700  333 
Nuveen Investments (1)  2,600  133 
Piper Jaffray (2)  1,215  74 
Raymond James Financial  3,225  94 
SEI  2,600  146 
State Street  7,900  493 
Stifel Financial (1)(2)  2,000  63 
TD Ameritrade Holding  16,000  302 
Waddell & Reed Financial, Class A  2,951  73 
Westwood Holdings Group  4,100  82 
    13,311 
Commercial Banks 4.1%     
1st Source (1)  2,013  59 
Amcore Financial  1,200  36 
AmSouth  8,767  255 
Associated Banc Corporation  3,767  122 
BanCorpSouth  2,700  75 
Bank of Hawaii  1,600  77 
Bank of the Ozarks (1)  1,700  58 
BB&T  14,112  618 
BOK Financial  1,615  85 
Boston Private Financial (1)  1,300  36 
BWC Financial  1,315  55 
Capital Corp of the West (1)  1,800  56 
Capitol Bancorp Limited  1,247  55 
Chittenden  1,068  31 
Citizens Banking (1)  1,000  26 
City National  1,100  74 
Colonial BancGroup  3,200  78 
Comerica  4,000  228 
Commerce Bancshares (1)  1,585  80 
Community Banks (1)  2,957  79 
Community Bankshares of Indiana  1,340  30 
Community Capital  2,000  43 
Compass Bancshares  2,800  160 
Cullen/Frost Bankers  1,200  69 
CVB Financial (1)  3,490  52 
East West Bancorp  2,200  87 
Fidelity Southern  3,100  57 
Fifth Third Bancorp (1)  13,609  518 
First Charter  1,200  29 
First Financial Bancorp (1)  2,770  44 
First Horizon National (1)  2,800  106 
First M & F Corporation  3,800  69 
First Merchants (1)  1,630  39 
First Midwest Bancorp  1,950  74 
FirstBank Puerto Rico  4,900  54 
FirstMerit (1)  2,000  46 
FNB (1)  2,492  42 
Frontier Financial (1)  1,800  47 
Fulton Financial (1)  3,974  64 
German American Bancorp  5,574  79 
Greater Bay Bancorp  2,200  62 
Hancock Holding  1,300  70 
Horizon Financial (1)  2,300  69 
Huntington Bancshares  5,366  128 
IBERIABANK (1)  750  46 
Integra Bank (1)  1,671  42 
International Bancshares (1)  2,666  79 
KeyCorp  9,400  352 
M & T Bank (1)  2,700  324 
Marshall & Ilsley (1)  6,493  313 
Mercantile Bankshares  2,550  92 
Merrill Merchants Bancorp (1)  3,062  74 
Metrocorp Bancshares (1)  3,300  75 
Mid-State Bancshares (1)  1,700  47 
Midwest Banc Holdings (1)  1,700  42 
National City  14,688  538 
NBT Bancorp (1)  1,400  33 
North Fork Bancorporation  11,718  336 
Old National Bancorp (1)  2,112  40 
Omega Financial (1)  1,800  54 
Oriental Financial Group  4,427  53 
Pacific Capital Bancorp  1,710  46 
Park National (1)  415  42 
Peoples Bancorp (1)  1,745  51 
Peoples Financial  2,500  64 
PNC Financial Services Group  7,100  514 
Popular (1)  7,000  136 
Prosperity Bancshares (1)  2,200  75 
Provident Bankshares (1)  1,599  59 
R&G Financial, Class B  6,000  45 
Regions Financial  11,366  418 
Renasant (1)  2,475  69 
Republic Bancorp (1)  3,846  51 
S&T Bancorp (1)  1,100  36 
Sandy Spring Bancorp (1)  900  32 
Santander Bancorp (1)  1,703  32 
Signature Bank (2)  1,300  40 
Sky Financial  3,133  78 
South Financial Group  1,965  51 
Southwest Bancorp of Oklahoma  1,800  46 
Sterling Bancshares  1,750  35 
SunTrust  8,870  685 
Susquehanna Bancshares  2,000  49 
SVB Financial Group (2)  900  40 
Synovus Financial  7,700  226 
TCF Financial (1)  4,200  110 
TD Banknorth (1)  5,967  172 
Texas Capital Bancshares (1)(2)  1,700  32 
Texas Regional Bancshares, Class A  1,888  73 
The Savannah Bancorp (1)  1,750  58 
Toronto Dominion Bank (1)  835  49 
Trustmark  1,500  47 
U.S. Bancorp  43,955  1,460 
U.S.B. Holding Company (1)  1,732  38 
UCBH Holdings (1)  3,400  59 
UMB Financial  996  36 
UnionBancal  3,300  201 
United Bankshares (1)  900  34 
Unity Bancorp  4,009  61 
Valley National Bancorp (1)  3,094  79 
Wachovia  38,960  2,174 
Wells Fargo  82,304  2,978 
WesBanco (1)  1,100  32 
WestAmerica (1)  1,100  56 
Whitney Holding  2,125  76 
Wilmington Trust  1,500  67 
Wintrust Financial (1)  1,050  53 
Zions Bancorp  2,901  232 
    17,858 
Consumer Finance 0.8%     
Advance America Cash Advance Centers  3,500  51 
Advanta, Class A  2,155  73 
American Express  29,900  1,677 
AmeriCredit (1)(2)  4,100  102 
Capital One Financial  7,528  592 
CompuCredit (1)(2)  2,100  63 
SLM Corporation  10,600  551 
Student Loan (1)  700  135 
United Paname Financial (2)  2,100  33 
World Acceptance (2)  1,300  57 
    3,334 
Diversified Financial Services 4.3%     
Bank of America  112,967  6,052 
CBOT Holdings, Class A (1)(2)  2,700  326 
Chicago Mercantile Exchange Holdings  930  445 
CIT Group  5,200  253 
Citigroup  122,314  6,075 
IntercontinentalExchange (2)  1,500  113 
J.P. Morgan Chase  85,977  4,037 
Leucadia National (1)  5,962  156 
Moody's  7,200  471 
Nasdaq Stock Market (1)(2)  3,300  100 
NYSE Group (1)(2)  3,900  291 
    18,319 
Insurance 5.3%     
21st Century Insurance Group (1)  4,200  63 
ACE Limited  7,600  416 
AFLAC  11,700  535 
Alfa (1)  2,500  43 
Alleghany (1)  208  60 
Allied World Assurance Holdings (1)(2)  1,500  61 
Allstate  16,700  1,048 
Ambac  2,550  211 
American Financial Group  1,500  70 
American International Group  64,718  4,288 
American National Insurance  1,000  116 
AmerUs Life  900  61 
Aon  7,950  269 
Arch Capital Group (2)  2,300  146 
Arthur J. Gallagher (1)  2,000  53 
Aspen Insurance Holdings (1)  3,200  83 
Assurant  3,300  176 
Axis Capital Holdings  3,800  132 
Berkshire Hathaway, Class A (2)  38  3,640 
Bristol West Holdings  2,400  35 
Brown & Brown  3,800  116 
Chubb  9,400  488 
Cincinnati Financial  3,969  191 
CNA Financial (1)(2)  5,900  213 
Commerce Group  2,200  66 
Conseco (2)  3,500  73 
Delphi Financial, Class A  1,575  63 
Erie Indemnity, Class A (1)  1,800  94 
Everest Reinsurance Holdings  1,500  146 
FBL Financial Group, Class A (1)  1,432  48 
Fidelity National Financial  4,562  190 
Fidelity National Title Group, Class A (1)  6,098  128 
First American Financial  2,485  105 
FPIC Insurance Group (1)(2)  1,300  51 
Genworth Financial, Class A  11,100  389 
Great American Financial Resources (1)  2,000  42 
Hanover Insurance Group  1,400  62 
Hartford Financial Services  6,900  599 
HCC Insurance Holdings  2,750  90 
Hilb Rogal and Hobbs (1)  1,400  60 
Horace Mann Educators  1,800  35 
Infinity Property & Casualty  1,200  49 
Kansas City Life Insurance (1)  1,600  73 
LandAmerica Financial Group (1)  900  59 
Lincoln National  7,184  446 
Loews  15,300  580 
Markel (2)  260  107 
Marsh & McLennan  13,200  372 
MBIA  3,200  197 
Mercury General  1,400  69 
MetLife  18,200  1,032 
Midland (1)  1,100  48 
Nationwide Financial Services, Class A (1)  3,600  173 
Navigators Group (2)  1,600  77 
Odyssey Re Holdings (1)  2,100  71 
Ohio Casualty  2,200  57 
Old Republic International  5,187  115 
PartnerRe (1)  1,300  88 
Phoenix Companies (1)  5,100  71 
Presidential Life  1,700  38 
Principal Financial Group  7,100  385 
ProAssurance (2)  1,124  55 
Progressive Corporation  19,800  486 
Protective Life  1,500  69 
Prudential Financial  12,000  915 
Reinsurance Group of America  1,700  88 
RenaissanceRe Holdings  2,000  111 
RLI  700  36 
SAFECO  3,100  183 
St. Paul Travelers Companies  16,923  794 
StanCorp Financial Group  1,600  71 
Torchmark  2,600  164 
Transatlantic Holdings (1)  1,637  99 
United Fire & Casualty  900  28 
Unitrin  1,800  80 
UnumProvident (1)  7,376  143 
W. R. Berkley  4,837  171 
Wesco Financial  250  109 
White Mountains Insurance Group (1)  300  149 
XL Capital  4,100  282 
Zenith National  1,650  66 
    22,961 
Real Estate Investment Trusts (REITs) 2.4%     
Agree Realty, REIT (1)  2,700  89 
AMB Property, REIT  2,000  110 
American Mortgage Acceptance, REIT (1)  9,900  179 
AmeriVest Properties, REIT (2)  4,900  24 
Annaly Capital Management, REIT (1)  4,100  54 
Apartment Investment & Management, REIT, Class A  2,900  158 
Archstone-Smith Trust, REIT  5,000  272 
Avalonbay Communities, REIT  1,707  205 
Boston Properties, REIT  2,700  279 
Brandywine Realty Trust, REIT  1,900  62 
BRE Properties, REIT, Class A (1)  1,700  101 
Camden Property Trust, REIT  1,800  137 
CapitalSource, REIT (1)  7,773  201 
CBL & Associates Properties, REIT (1)  2,200  92 
Cousins Properties, REIT (1)  1,850  63 
Crescent Real Estate Equities, REIT  4,000  87 
Developers Diversified Realty, REIT  3,100  173 
Duke Realty, REIT  3,800  142 
EastGroup Properties, REIT  1,300  65 
Equity Lifestyle Properties, REIT  1,700  78 
Equity Office Properties, REIT  9,461  376 
Equity Residential, REIT  6,700  339 
Essex Property Trust, REIT (1)  600  73 
Federal Realty Investment Trust, REIT  1,800  134 
FelCor Lodging Trust, REIT  3,748  75 
First Industrial Realty, REIT (1)  1,800  79 
Friedman, Billings, Ramsey Group, REIT, Class A (1)  8,300  67 
General Growth Properties, REIT  5,900  281 
Getty Realty, REIT (1)  2,800  82 
Global Signal, REIT (1)  2,500  126 
Health Care Property Investors, REIT  3,900  121 
Heritage Property Investment Trust, REIT  1,900  69 
Highwoods Properties, REIT  1,500  56 
Home Properties of New York, REIT  1,400  80 
Hospital Properties Trust, REIT  2,000  94 
Host Hotels And Resorts, REIT  12,483  286 
Innkeepers USA, REIT  3,000  49 
IStar Financial, REIT  3,517  147 
Kilroy Realty, REIT  1,300  98 
Kimco Realty, REIT  6,300  270 
Liberty Property Trust, REIT (1)  2,100  100 
Longview Fibre, REIT  2,394  49 
Macerich Company, REIT  1,900  145 
Mack-Cali Realty, REIT  2,100  109 
Maguire Properties, REIT (1)  2,300  94 
Mid-America Apartment Communities, REIT  1,000  61 
Mission West Properties, REIT (1)  8,900  102 
Monmouth Real Estate Investment, REIT, Class A  17,700  142 
Nationwide Health Properties, REIT  2,500  67 
New Plan Excel Realty, REIT (1)  3,200  87 
New York Mortgage, REIT  6,700  26 
NovaStar Financial, REIT (1)  1,800  53 
One Liberty Properties, REIT  5,300  119 
Pan Pacific Retail Properties, REIT  1,200  83 
Parkway Properties, REIT (1)  1,300  60 
Pennsylvania REIT, REIT (1)  1,630  69 
Plum Creek Timber, REIT  4,944  168 
PMC Commercial Trust, REIT  11,391  159 
Post Properties, REIT (1)  1,800  85 
Potlatch, REIT (1)  1,388  51 
ProLogis, REIT  5,891  336 
Public Storage, REIT  4,894  421 
Rayonier, REIT  2,394  90 
Realty Income, REIT (1)  2,400  59 
Reckson Associates Realty, REIT (1)  2,600  111 
Regency Centers, REIT  1,600  110 
Simon Property Group, REIT  5,681  515 
SL Green Realty, REIT (1)  1,500  168 
Strategic Hotel Capital, REIT  2,400  48 
Taubman Centers, REIT  2,200  98 
Thornburg Mortgage, REIT (1)  5,600  143 
Trizec Properties, REIT (1)  4,500  130 
United Dominion Realty Trust, REIT (1)  3,800  115 
Ventas, REIT  3,400  131 
Vornado Realty Trust, REIT  3,300  360 
Weingarten Realty Investors, REIT  2,575  111 
    10,248 
Real Estate Management & Development 0.2%     
Brookfield Properties (1)  5,600  198 
Consolidated-Tomoka Land (1)  700  45 
Forest City Enterprises, Class A  3,400  184 
Realogy (2)  6,163  140 
St. Joe (1)  2,000  110 
Wellsford Real Properties (2)  10,500  77 
    754 
Thrifts & Mortgage Finance 1.7%     
Alliance Bank  2,400  59 
Anchor Bancorp Wisconsin (1)  2,300  66 
Astoria Financial  3,625  112 
BankAtlantic, Class A (1)  2,700  38 
Berkshire Hills Bancorp (1)  1,600  57 
Brookline Bancorp (1)  4,293  59 
Capitol Federal Financial (1)  3,900  139 
Commercial Capital Bancorp  4,700  75 
CORUS Bankshares (1)  2,000  45 
Countrywide Credit  15,298  536 
Doral Financial (1)  5,250  35 
Downey Financial (1)  1,200  80 
Fannie Mae  23,600  1,319 
First Busey (1)  2,950  67 
First Niagara Financial  5,805  85 
FirstFed Financial (1)(2)  800  45 
Flushing Financial  3,450  60 
Freddie Mac  16,500  1,094 
Fremont General (1)  3,100  43 
Golden West Financial  7,600  587 
Hudson City Bancorp  15,209  202 
IndyMac Mortgage Holdings (1)  2,400  99 
MAF Bancorp (1)  2,111  87 
MGIC Investment  2,400  144 
Net Bank  7,521  45 
New York Community Bancorp (1)  8,953  147 
Northwest Bancorp (1)  2,700  69 
People's Bank  4,375  173 
PMI Group (1)  2,000  88 
Radian  2,100  126 
Sovereign Bancorp  10,272  221 
Triad Guaranty (1)(2)  1,100  56 
Washington Federal  2,842  64 
Washington Mutual  24,210  1,052 
Webster Financial  2,003  94 
    7,268 
 
Total Financials    94,053 

HEALTH CARE 11.7%  		   
 
Biotechnology 1.9%     
Alexion Pharmaceutical (1)(2)  1,200  41 
Alkermes (2)  3,900  62 
Amgen (2)  30,260  2,165 
Amylin Pharmaceuticals (1)(2)  3,300  145 
Ariad Pharmaceuticals (1)(2)  4,600  20 
Array BioPharma (1)(2)  4,900  42 
AVI BioPharma (1)(2)  4,000  15 
Biogen Idec (2)  8,410  376 
BioMarin Pharmaceutical (1)(2)  6,300  90 
Celera Genomics (2)  2,400  33 
Celgene (1)(2)  9,000  390 
Cell Genesys (1)(2)  4,700  21 
Cephalon (1)(2)  1,400  86 
Cubist Pharmaceuticals (1)(2)  2,200  48 
CuraGen (1)(2)  5,300  18 
CV Therapeutics (1)(2)  2,500  28 
Cytrx (1)(2)  6,400  8 
Digene (1)(2)  1,100  47 
Encysive Pharmaceuticals (1)(2)  13,500  58 
Enzon Pharmaceuticals (1)(2)  2,000  17 
Genentech (2)  25,200  2,084 
Genzyme (2)  6,249  422 
Gilead Sciences (2)  11,180  768 
Human Genome Sciences (1)(2)  4,600  53 
ICOS (1)(2)  2,000  50 
ImClone Systems (1)(2)  2,307  65 
ImmunoGen (1)(2)  4,700  17 
Immunomedics (1)(2)  6,100  11 
Incyte Genomics (1)(2)  4,700  20 
InterMune (1)(2)  2,500  41 
Isis Pharmaceuticals (1)(2)  7,005  50 
Lexicon Genetics (1)(2)  5,000  19 
Martek Biosciences (1)(2)  1,400  30 
Medarex (1)(2)  4,700  50 
MedImmune (2)  6,452  188 
Millennium Pharmaceuticals (2)  8,085  80 
Myriad Genetics (1)(2)  2,500  62 
NeoPharm (1)(2)  4,205  20 
Neose Technologies (2)  2,700  5 
Neurocrine Biosciences (1)(2)  2,500  27 
NPS Pharmaceuticals (2)  2,500  10 
ONYX Pharmaceuticals (1)(2)  2,900  50 
OSI Pharmaceuticals (1)(2)  1,650  62 
OSI Pharmaceuticals, Rights (2)  90  - 
OXiGENE (1)(2)  6,400  25 
PDL Biopharma (1)(2)  3,000  58 
Pharmacopeia Drug Discovery (1)(2)  3,900  15 
Progenics Pharmaceuticals (1)(2)  2,300  54 
Regeneron Pharmaceuticals (2)  4,200  66 
Sangamo BioSciences (1)(2)  6,300  35 
Tanox (1)(2)  2,700  32 
Theravance (1)(2)  2,300  62 
Trimeris (1)(2)  2,600  23 
Vertex Pharmaceuticals (1)(2)  3,448  116 
    8,380 
Health Care Equipment & Supplies 1.8%     
Advanced Medical Optics (1)(2)  2,392  95 
Align Technology (1)(2)  4,500  51 
American Medical Systems (1)(2)  2,200  41 
Analogic  800  41 
Anika Therapeutics (2)  3,600  48 
Arrow International  1,800  57 
ArthroCare (1)(2)  1,300  61 
Aspect Medical Systems (1)(2)  1,200  21 
Bausch & Lomb (1)  1,200  60 
Baxter International  15,200  691 
Beckman Coulter  1,700  98 
Becton, Dickinson  6,100  431 
Biomet  6,000  193 
Biosite Diagnostics (1)(2)  700  32 
Boston Scientific (2)  35,839  530 
C R Bard  2,400  180 
Cantel Medical (1)(2)  1,500  21 
Cerus (1)(2)  4,800  27 
Cooper Companies (1)  1,000  54 
Cytyc (2)  3,100  76 
Dade Behring Holdings  2,200  88 
Dentsply International  4,200  126 
DJO (1)(2)  1,500  62 
Edwards Lifesciences (2)  1,360  63 
Exactech (1)(2)  2,900  40 
Gen-Probe (2)  1,800  84 
Haemonetics (2)  1,300  61 
Healthtronics (2)  4,300  27 
Hologic (1)(2)  1,600  70 
Hospira (2)  3,590  137 
ICU Medical (1)(2)  1,400  64 
IDEXX Laboratories (2)  800  73 
Integra LifeSciences (2)  1,400  52 
Invacare  1,300  31 
Inverness Medical Innovations (1)(2)  1,680  58 
Invitrogen (2)  1,200  76 
Kinetic Concepts (2)  2,100  66 
Lifecore Biomedical (2)  2,300  32 
Medical Action Industries (2)  3,100  83 
Medtronic  29,020  1,348 
NMT Medical (1)(2)  2,700  42 
OraSure Technologies (1)(2)  4,500  36 
Palomar Medical Technologies (1)(2)  1,400  59 
Regeneration Technologies (1)(2)  5,400  38 
ResMed (1)(2)  1,800  72 
Respironics (2)  2,400  93 
Sirona Dental Systems (1)  2,000  66 
St. Jude Medical (2)  8,800  311 
Steris  2,000  48 
Stryker  9,700  481 
SurModics (1)(2)  1,200  42 
Synergetics USA (1)(2)  7,000  31 
Thoratec (1)(2)  3,000  47 
Varian Medical Systems (2)  3,600  192 
Viasys Healthcare (2)  957  26 
Vital Signs  800  45 
West Pharmaceutical Services (1)  1,400  55 
Zimmer Holdings (2)  6,260  423 
Zoll Medical (2)  1,700  61 
    7,617 
Health Care Providers & Services 2.5%     
Aetna  15,200  601 
AmerisourceBergen  5,132  232 
AMN Healthcare Services (2)  1,852  44 
AmSurg, Class A (1)(2)  1,900  42 
Apria Healthcare (2)  2,100  41 
Bioscrip (2)  5,500  17 
Birner Dental Management (1)  1,800  39 
Brookdale Senior Living (1)  2,100  97 
Cardinal Health  10,205  671 
Caremark RX  11,550  655 
CIGNA  3,100  361 
Community Health System (2)  2,400  90 
CorVel (2)  1,750  61 
Coventry Health Care (2)  4,314  222 
Cross Country Healthcare (1)(2)  800  14 
DaVita (2)  3,099  179 
Emeritus (1)(2)  2,600  56 
Express Scripts (2)  4,000  302 
Gentiva Health Services (2)  2,375  39 
HCA  10,900  544 
Health Management  6,700  140 
Health Net (2)  2,800  122 
Henry Schein (2)  2,000  100 
Hooper Holmes  5,300  18 
Humana (2)  4,500  297 
Laboratory Corporation of America (2)  3,800  249 
Landauer (1)  500  25 
LifePoint Hospitals (2)  2,147  76 
Lincare Holdings (2)  2,800  97 
Manor Care  2,500  131 
McKesson  7,351  388 
Medco (2)  7,846  472 
Omnicare (1)  3,100  134 
Patterson Companies (1)(2)  3,800  128 
PSS World Medical (2)  3,000  60 
Psychemedics (1)  2,075  35 
Psychiatric Solutions (2)  2,500  85 
Q-Med (1)(2)  3,500  18 
Quest Diagnostics  5,200  318 
Rural/Metro (2)  6,200  54 
Sierra Health Services (2)  2,400  91 
Sunrise Senior Living (1)(2)  1,800  54 
Tenet Healthcare (2)  13,050  106 
Triad Hospitals (2)  2,531  111 
UnitedHealth Group  33,522  1,649 
Universal Health Services  1,500  90 
WellPoint (2)  16,704  1,287 
    10,642 
Health Care Technology 0.1%     
Allscripts Healthcare (1)(2)  2,900  65 
Cerner (1)(2)  1,600  73 
Dendrite International (2)  1,800  18 
Eclipsys (1)(2)  2,700  48 
Emdeon (2)  7,110  83 
IMS Health  6,300  168 
Omnicell (1)(2)  2,800  50 
Per-Se Technologies (1)(2)  2,028  46 
    551 
Life Sciences Tools & Services 0.4%     
Affymetrix (1)(2)  1,800  39 
Albany Molecular Research (2)  2,400  22 
Applera  5,500  182 
Bio-Rad Laboratories, Class A (2)  1,000  71 
Bruker BioSciences (2)  5,100  36 
Charles River Laboratories International (2)  1,968  85 
Covance (2)  2,200  146 
Dionex (2)  700  36 
Exelixis (1)(2)  5,700  50 
Fisher Scientific (2)  3,064  240 
Luminex (1)(2)  2,800  51 
Millipore (2)  1,300  80 
Molecular Devices (1)(2)  1,300  24 
Nektar Therapeutics (1)(2)  2,700  39 
PerkinElmer  3,735  71 
Pharmaceutical Product Development  3,600  128 
Techne (2)  1,100  56 
Thermo Electron (2)  3,950  155 
Varian (2)  700  32 
Ventana Medical Systems (2)  1,300  53 
Waters Corporation (2)  2,800  127 
    1,723 
Pharmaceuticals 5.0%     
Abbott Laboratories  37,200  1,806 
Adolor (1)(2)  3,700  51 
Allergan  3,815  429 
Alpharma, Class A  1,800  42 
Andrx (2)  2,200  54 
Atherogenics (1)(2)  3,500  46 
Barr Pharmaceuticals (2)  2,601  135 
Bristol Myers Squibb  47,800  1,191 
Eli Lilly  27,700  1,579 
Endo Pharmaceutical (2)  3,800  124 
Forest Laboratories (2)  8,500  430 
Johnson & Johnson  73,175  4,752 
K-V Pharmaceutical, Class A (1)(2)  2,100  50 
King Pharmaceuticals (2)  6,789  116 
Kos Pharmaceuticals (1)(2)  1,500  74 
Medicines Company (1)(2)  1,800  41 
Medicis Pharmaceutical, Class A (1)  1,600  52 
Merck  53,194  2,229 
MGI Pharma (1)(2)  3,300  57 
Mylan Laboratories  5,575  112 
New River Pharmaceuticals (1)(2)  2,100  54 
Noven Pharmaceuticals (1)(2)  2,100  51 
Par Pharmaceutical (1)(2)  1,300  24 
Perrigo  3,300  56 
Pfizer  181,005  5,133 
Schering-Plough  35,800  791 
Sciele Pharma (1)(2)  2,200  41 
Sepracor (1)(2)  2,600  126 
Teva Pharmaceutical ADR  1,106  38 
Valeant Pharmaceuticals (1)  2,500  49 
Watson Pharmaceuticals (2)  2,400  63 
Wyeth  32,400  1,647 
    21,443 
 
Total Health Care    50,356 
 
INDUSTRIALS & BUSINESS SERVICES 10.4%     
 
Aerospace & Defense 1.9%     
Alliant Techsystems (2)  1,025  83 
BE Aerospace (2)  4,000  84 
Boeing  19,400  1,530 
Curtiss-Wright (1)  2,000  61 
DRS Technologies (1)  1,713  75 
Esterline Technologies (2)  900  30 
GenCorp (1)(2)  3,300  42 
General Dynamics  9,800  702 
Goodrich  3,340  135 
Hexcel (1)(2)  2,400  34 
Honeywell International  19,925  815 
L-3 Communication  2,600  204 
Ladish Company (1)(2)  1,700  49 
Lockheed Martin  10,300  886 
MTC Technologies (1)(2)  1,100  27 
Northrop Grumman  8,802  599 
Pemco Aviation Group (1)(2)  1,900  16 
Precision Castparts  3,368  213 
Raytheon  10,400  499 
Rockwell Collins (1)  4,300  236 
Taser International (1)(2)  8,100  62 
Teledyne Technologies (2)  1,500  59 
United Industrial (1)  1,300  70 
United Technologies  24,604  1,559 
    8,070 
Air Freight & Logistics 0.8%     
C H Robinson Worldwide  5,200  232 
EGL (2)  1,750  64 
Expeditors International of Washington  6,000  267 
Fedex  7,300  793 
Forward Air (1)  1,650  55 
UPS, Class B  27,000  1,942 
UTi Worldwide  5,000  140 
    3,493 
Airlines 0.2%     
AirTran (1)(2)  3,400  34 
Alaska Air Group (2)  1,200  46 
AMR (1)(2)  5,600  129 
Continental Airlines, Class B (1)(2)  3,000  85 
JetBlue Airways (1)(2)  6,162  57 
SkyWest  2,800  69 
Southwest Airlines  21,337  355 
UAL (1)(2)  2,400  64 
US Airways Group (1)(2)  2,500  111 
    950 
Building Products 0.2%     
AAON  1,350  31 
American Standard  5,500  231 
Ameron International  600  40 
ElkCorp (1)  1,700  46 
Jacuzzi Brands (2)  4,900  49 
Lennox International  2,200  50 
Masco  11,200  307 
Universal Forest Products  1,000  49 
USG (1)(2)  2,600  122 
    925 
Commercial Services & Supplies 1.0%     
Acco Brands (2)  1,369  30 
Adesa (1)  1,900  44 
Administaff  1,200  40 
Advisory Board (2)  900  45 
Allied Waste Industries (1)(2)  8,460  95 
ARAMARK, Class B  4,800  158 
Avery Dennison  2,600  156 
Banta  1,000  48 
Barrett Business (1)(2)  1,300  28 
Brady, Class A  1,800  63 
Brinks Company  1,600  85 
Central Parking (1)  1,800  30 
ChoicePoint (2)  2,066  74 
Cintas  4,200  171 
Consolidated Graphics (2)  1,300  78 
Copart (2)  2,950  83 
Corporate Executive Board  1,100  99 
Corrections Corp of America (2)  1,834  79 
CoStar Group (1)(2)  700  29 
Deluxe (1)  2,100  36 
Diamond Management & Technology Consultants (2)  3,400  38 
Dun & Bradstreet (2)  1,600  120 
Equifax  3,500  128 
G & K Services (1)  900  33 
GEO (2)  1,600  68 
Herman Miller  1,600  55 
HNI Corporation (1)  1,300  54 
Hudson Highland Group (1)(2)  1,314  13 
ICT Group (2)  2,200  69 
IKON Office Solutions  3,200  43 
John H. Harland  1,400  51 
Korn/Ferry (2)  1,300  27 
Labor Ready (2)  3,000  48 
Learning Tree International (1)(2)  1,700  14 
Manpower  1,900  116 
McGrath RentCorp  1,400  36 
NCO Group (2)  1,600  42 
PHH (2)  1,187  33 
Pitney Bowes  5,300  235 
R.R. Donnelley  5,200  171 
Republic Services  3,400  137 
Robert Half International  4,000  136 
Rollins  2,400  51 
School Specialty (1)(2)  1,000  35 
SITEL (1)(2)  5,500  17 
Spherion (2)  3,200  23 
Stericycle (1)(2)  1,100  77 
Team (1)(2)  2,300  58 
TeleTech Holdings (1)(2)  3,200  50 
Tetra Tech (2)  2,025  35 
Thomas Group  2,100  22 
TRM Copy Centers (1)(2)  4,600  10 
United Stationers (2)  700  33 
Viad  500  18 
VSE  800  24 
Waste Connections (2)  1,700  64 
Waste Management  12,960  475 
West Corporation (1)(2)  2,000  97 
Westaff (2)  8,700  36 
    4,263 
Construction & Engineering 0.2%     
EMCOR Group (2)  1,400  77 
Fluor  2,400  184 
Granite Construction  1,550  83 
Insituform Technologies, Class A (1)(2)  2,100  51 
Jacobs Engineering Group (2)  1,700  127 
Quanta Services (1)(2)  4,750  80 
Shaw Group (1)(2)  3,200  76 
    678 
Electrical Equipment 0.6%     
Acuity Brands (1)  1,500  68 
American Power Conversion  5,400  119 
American Superconductor (1)(2)  3,400  32 
AMETEK  1,800  78 
AZZ (2)  1,100  40 
Baldor Electric (1)  1,500  46 
Belden CDT  1,700  65 
C&D Technologies (1)  3,400  24 
Channell Commercial (2)  5,600  17 
Cooper Industries, Class A  3,900  332 
Emerson Electric  10,200  855 
Energy Conversion Devices (1)(2)  1,400  52 
Fuelcell Energy (1)(2)  3,100  24 
General Cable (2)  2,700  103 
Genlyte Group (2)  1,100  78 
GrafTech International (1)(2)  8,400  49 
Hubbell, Class B  1,200  58 
Plug Power (1)(2)  6,900  28 
Regal-Beloit (1)  1,600  70 
Rockwell Automation  4,300  250 
Thomas & Betts (2)  1,700  81 
Ultralife Batteries (1)(2)  3,500  37 
Unique Mobility (1)(2)  4,400  12 
Vicor (1)  1,900  22 
Woodward Governor (1)  2,100  70 
    2,610 
Industrial Conglomerates 2.9%     
3M  18,200  1,354 
Carlisle Companies  900  76 
GE  256,606  9,058 
McDermott International (2)  4,350  182 
Roper Industries  1,800  81 
Teleflex  900  50 
Textron  3,000  263 
Tredegar  3,000  50 
Tyco International  48,300  1,352 
Walter Industries (1)  2,000  85 
    12,551 
Machinery 1.7%     
3-D Systems (1)(2)  5,300  97 
Actuant, Class A (1)  1,340  67 
AGCO (2)  3,200  81 
American Science Engineering (1)(2)  600  29 
Ampco Pittsburgh (1)  2,100  65 
Briggs & Stratton (1)  1,000  28 
Cascade  500  23 
Caterpillar  16,000  1,053 
Crane  2,100  88 
Cummins Engine (1)  1,100  131 
Danaher  7,500  515 
Deere  5,800  487 
Donaldson  2,600  96 
Dover  5,000  237 
Dynamic Materials (1)  1,300  42 
Eaton  3,200  220 
EnPro Industries (2)  1,268  38 
ESCO Technologies (1)(2)  1,200  55 
Flowserve (2)  2,000  101 
Graco  2,187  85 
Harsco  1,100  85 
Illinois Tool Works  13,900  624 
Ingersoll-Rand, Class A  8,200  311 
ITT  4,200  215 
JLG Industries (1)  4,200  83 
Joy Global  3,300  124 
Kennametal  1,000  57 
Lincoln Electric Holdings (1)  1,400  76 
Manitowoc  2,400  108 
Middleby (2)  400  31 
NACCO Industries  500  68 
Navistar (2)  2,300  59 
Nordson  1,600  64 
Oshkosh Truck  2,200  111 
PACCAR (1)  6,375  364 
Pall  3,500  108 
Parker Hannifin  2,819  219 
Pentair  2,200  58 
Robbins & Myers (1)  1,800  56 
SPX  1,604  86 
Tecumseh Products, Class A (1)(2)  1,300  20 
Terex (2)  3,600  163 
Timken  3,000  89 
Toro  1,400  59 
Trinity Industries (1)  1,950  63 
Turbochef Technologies (1)(2)  3,600  50 
Valmont Industries (1)  2,000  105 
Wabtec  2,425  66 
Watts Industries, Class A (1)  1,300  41 
    7,101 
Marine 0.1%     
Alexander & Baldwin  1,400  62 
International Shipholding (1)(2)  3,500  44 
Kirby Corporation (2)  2,400  75 
Overseas Shipholding Group (1)  1,400  87 
    268 
Road & Rail 0.7%     
Avis Budget Group  2,465  45 
Burlington Northern Santa Fe  9,000  661 
Con-Way  1,500  67 
CSX  11,100  364 
Dollar Thrifty Auto Group (1)(2)  1,000  45 
Florida East Coast Industries (1)  1,200  68 
J.B. Hunt Transport Services  4,800  100 
Kansas City Southern Industries (1)(2)  2,600  71 
Knight Transportation (1)  3,150  53 
Landstar Systems  1,400  60 
Norfolk Southern  10,200  449 
Ryder System  1,500  78 
Swift Transportation (1)(2)  2,370  56 
U.S. Xpress Enterprises, Class A (2)  2,600  60 
Union Pacific  6,200  546 
USA Truck (1)(2)  2,400  46 
Werner Enterprises (1)  3,175  59 
    2,828 
Trading Companies & Distributors 0.1%     
Applied Industrial Technologies  2,475  60 
Fastenal (1)  3,500  135 
GATX  1,700  70 
Huttig Building Products (2)  6,044  34 
Interline Brands (2)  2,000  49 
MSC Industrial Direct  1,600  65 
UAP Holding  2,100  45 
United Rentals (1)(2)  2,900  68 
W. W. Grainger  2,100  141 
    667 
 
Total Industrials & Business Services    44,404 

INFORMATION TECHNOLOGY 14.8%  		   
 
Communications Equipment 2.3%     
3 Com (2)  8,300  37 
ADC Telecommunications (1)(2)  2,321  35 
ADTRAN  1,700  40 
Anaren (2)  1,600  34 
Andrew (2)  3,600  33 
Avaya (2)  11,457  131 
Avocent (2)  1,136  34 
C-COR.net (2)  4,800  41 
Carrier Access (2)  6,900  49 
Ciena (2)  3,863  105 
Cisco Systems (2)  156,868  3,608 
Commscope (1)(2)  1,300  43 
Comverse Technology (2)  5,000  107 
Corning (2)  37,710  920 
Ditech Networks (1)(2)  3,600  28 
Dycom Industries (1)(2)  1,300  28 
EMS Technologies (1)(2)  2,000  38 
Extreme Networks (1)(2)  4,900  18 
F5 Networks (2)  1,600  86 
Finisar (1)(2)  13,400  49 
Foundry Networks (2)  4,400  58 
Harmonic (1)(2)  6,859  50 
Harris  3,200  142 
Inter-Tel (1)  2,200  47 
InterDigital Communication (1)(2)  1,600  55 
IXIA (1)(2)  2,100  19 
JDS Uniphase (1)(2)  30,758  67 
Juniper Networks (2)  13,150  227 
Lucent Technologies (2)  102,185  239 
Mastec (1)(2)  4,350  48 
Motorola  59,240  1,481 
MRV Communications (1)(2)  8,360  23 
Optical Cable, Warrants, 10/24/07 (2)  168  - 
Packeteer (2)  3,300  28 
Plantronics (1)  1,200  21 
Polycom (2)  3,900  96 
Powerwave Technologies (1)(2)  4,837  37 
QUALCOMM  40,100  1,458 
SafeNet (1)(2)  1,611  29 
SeaChange International (1)(2)  2,900  26 
Sirenza Microdevices (1)(2)  4,300  34 
Sonus Networks (1)(2)  9,200  48 
Stratex Networks (2)  4,500  20 
Sycamore Networks (2)  5,900  22 
Tekelec (1)(2)  1,600  21 
Tellabs (2)  11,657  128 
Terayon Communication Systems (2)  9,900  10 
    9,898 
Computers & Peripherals 2.8%     
Adaptec (2)  6,300  28 
Apple Computer (2)  20,700  1,595 
Avid Technology (1)(2)  1,100  40 
Brocade Communications Systems (2)  11,060  78 
Dell (2)  58,100  1,327 
Diebold  1,600  70 
Dot Hill (1)(2)  5,900  23 
Electronics for Imaging (2)  1,300  30 
EMC (2)  56,276  674 
Emulex (2)  2,200  40 
Gateway (1)(2)  9,100  17 
Hewlett-Packard  69,618  2,554 
IBM  38,090  3,121 
Imation  800  32 
Intermec (1)(2)  2,400  63 
Iomega (1)(2)  5,300  15 
LaserCard (1)(2)  2,000  26 
Lexmark International (2)  3,000  173 
McDATA, Class A (2)  3,765  19 
NCR (2)  4,400  174 
Network Appliance (2)  9,300  344 
Presstek (1)(2)  3,000  16 
QLogic (2)  5,422  103 
Quantum DLT & Storage Systems Group (1)(2)  8,100  18 
Rackable Systems (1)(2)  1,600  44 
Rimage (2)  2,200  49 
Sandisk (2)  4,900  262 
Seagate Technology (1)  15,208  351 
Socket Communications (1)(2)  14,700  15 
Sun Microsystems (2)  83,900  417 
Western Digital (2)  6,300  114 
    11,832 
Electronic Equipment & Instruments 0.7%     
Aeroflex (2)  3,400  35 
Agilent Technologies (2)  10,687  349 
Amphenol, Class A  2,300  142 
Anixter International  900  51 
Arrow Electronics (2)  2,600  71 
Avnet (2)  3,548  70 
AVX (1)  4,100  73 
Benchmark Electronics (2)  1,275  34 
Brightpoint  2,880  41 
CDW  1,900  117 
Cherokee International (1)(2)  4,100  14 
Cogent (1)(2)  3,100  43 
Coherent (2)  1,500  52 
Daktronics (1)  2,200  45 
Electro Scientific Industries (2)  1,300  27 
Ingram Micro, Class A (2)  3,000  57 
Insight Enterprises (2)  1,350  28 
Jabil Circuit  5,000  143 
Maxwell Technologies (1)(2)  800  16 
Mercury Computer Systems (1)(2)  1,600  19 
Merix (1)(2)  3,800  37 
Mettler-Toledo International (2)  1,000  66 
Molex  4,350  170 
Multi Fineline Elecronix (1)(2)  1,600  41 
Napco Security Systems (1)(2)  6,315  38 
National Instruments  2,500  68 
Newport (2)  2,100  34 
Nu Horizons Electronics (1)(2)  1,450  18 
OYO Geospace (1)(2)  2,100  119 
Park Electrochemical  1,600  51 
PC Connection (2)  4,450  51 
Plexus (2)  1,800  35 
Sanmina-SCI (2)  11,412  43 
Solectron (1)(2)  21,240  69 
Sunpower (1)(2)  2,300  64 
Symbol Technologies  5,633  84 
Tech Data (2)  1,300  47 
Technitrol  2,700  81 
Tektronix  2,100  61 
Trimble Navigation (2)  1,500  71 
TTM Technologies (2)  2,400  28 
Vishay Intertechnology (2)  6,120  86 
X-Rite (1)  2,000  21 
Zygo (1)(2)  1,900  24 
    2,834 
Internet Software & Services 1.5%     
24/7 Media (1)(2)  10,000  85 
Akamai Technologies (1)(2)  4,000  200 
aQuantive (1)(2)  3,000  71 
Ariba (1)(2)  3,638  27 
CNET Networks (1)(2)  5,675  54 
Digitas (1)(2)  4,809  46 
Earthlink (1)(2)  3,930  29 
eBay (2)  34,300  973 
eCollege.com (1)(2)  2,800  45 
Entrust Technologies (1)(2)  5,500  19 
Google, Class A (2)  7,430  2,986 
IAC/InterActiveCorp (1)(2)  9,324  268 
Interwoven (2)  4,389  48 
Monster Worldwide (2)  3,300  120 
NetRatings (1)(2)  1,900  27 
RealNetworks (1)(2)  8,500  90 
S1 (1)(2)  3,500  16 
Sonicwall (2)  6,200  68 
The Knot (1)(2)  5,100  113 
Tumbleweed Communications (1)(2)  4,800  14 
United Online  2,150  26 
VeriSign (2)  7,040  142 
Webex Communications (1)(2)  1,900  74 
webMethods (1)(2)  4,510  35 
Websense (2)  1,000  22 
Yahoo! (2)  35,732  903 
    6,501 
IT Services 1.4%     
Accenture, Class A  21,800  691 
Acxiom  2,000  49 
Affiliated Computer Services, Class A (2)  2,900  150 
Alliance Data Systems (2)  1,900  105 
Analysts International (2)  5,700  12 
AnswerThink (1)(2)  5,020  14 
Automatic Data Processing  13,700  649 
BearingPoint (1)(2)  7,300  57 
BISYS Group (2)  3,600  39 
CACI International, Class A (2)  700  39 
Ceridian (2)  3,600  81 
Checkfree (2)  2,100  87 
CIBER (1)(2)  4,100  27 
Cognizant Technology Solutions (2)  3,800  281 
Computer Sciences (1)(2)  4,500  221 
Convergys (2)  3,100  64 
Zebra Technologies, Class A (2)  2,150  77 
    452 
Semiconductor & Semiconductor Equipment 2.6%     
Actel (1)(2)  1,500  23 
Advanced Energy Industries (2)  3,400  58 
Advanced Micro Devices (2)  11,900  296 
Agere Systems (2)  3,578  53 
Altera (2)  8,000  147 
AMIS Holdings (1)(2)  2,500  24 
Amkor Technology (1)(2)  8,300  43 
Analog Devices  13,500  397 
Applied Materials (1)  38,478  682 
Applied Micro Circuits (1)(2)  8,642  25 
Atheros Communications (1)(2)  2,800  51 
Atmel (2)  15,900  96 
ATMI (1)(2)  1,500  44 
Axcelis Technologies (2)  2,114  15 
Broadcom, Class A (2)  12,550  381 
Brooks-Pri Automation (2)  2,554  33 
Cabot Microelectronics (1)(2)  1,664  48 
CEVA (1)(2)  5,966  34 
Cirrus Logic (2)  5,700  42 
Cognex (1)  1,300  33 
Cohu (1)  1,600  28 
Conexant Systems (1)(2)  10,416  21 
Cymer (1)(2)  800  35 
Cypress Semiconductor (1)(2)  2,800  50 
Diodes (2)  2,175  94 
DSP Group (2)  900  21 
Entegris (1)(2)  6,092  66 
Fairchild Semiconductor, Class A (2)  2,600  49 
FEI (1)(2)  1,300  27 
Freescale Semiconductor, Class B (2)  9,566  364 
Integrated Device Technology (2)  4,250  68 
Intel  145,590  2,995 
International Rectifier (2)  1,900  66 
Intersil Holding, Class A  2,796  69 
KLA-Tencor  4,200  187 
Kopin (1)(2)  6,500  22 
Kulicke & Soffa (1)(2)  1,700  15 
Lam Research (2)  3,600  163 
Lattice Semiconductor (2)  4,800  33 
Linear Technology  6,700  208 
LSI Logic (1)(2)  8,306  68 
LTX (1)(2)  4,700  24 
Marvell Technology Group (2)  13,600  263 
Mattson Technology (2)  3,600  30 
Maxim Integrated Products  7,321  205 
MEMC Electronic Materials (2)  5,700  209 
Micrel (1)(2)  4,700  45 
Microchip Technology  4,864  158 
Micron Technology (2)  18,269  318 
Microsemi (2)  1,400  26 
MIPS Technologies (1)(2)  4,800  32 
MKS Instruments (2)  2,213  45 
MoSys (1)(2)  3,500  24 
Nanometrics (1)(2)  2,500  23 
National Semiconductor  6,900  162 
Novellus Systems (2)  3,200  88 
NVIDIA (2)  8,400  249 
Omnivision Technologies (1)(2)  2,600  37 
ON Semiconductor (1)(2)  11,200  66 
Pericom Semiconductor (2)  3,100  30 
QuickLogic (1)(2)  6,700  24 
Rambus (1)(2)  3,500  61 
RF Micro Devices (1)(2)  5,300  40 
Rudolph Technologies (1)(2)  1,600  29 
Semitool (1)(2)  2,500  26 
Semtech (2)  1,600  20 
Silicon Laboratories (2)  1,700  53 
Silicon Storage Technology (1)(2)  5,700  23 
Skyworks Solutions (2)  3,479  18 
Spansion, Class A (1)(2)  2,900  48 
Teradyne (2)  4,200  55 
Texas Instruments  40,200  1,337 
Transmeta (1)(2)  19,300  22 
TriQuint Semiconductor (2)  6,290  33 
Varian Semiconductor Equipment (2)  1,500  55 
Virage Logic (1)(2)  8,000  73 
Xilinx  7,500  165 
Zoran (2)  1,614  26 
    11,316 
Software 3.4%     
Activision (1)(2)  7,154  108 
Adobe Systems (2)  14,380  539 
Advent Software (1)(2)  1,300  47 
Agile Software (2)  1,300  8 
Ansoft (2)  3,200  80 
Ansys (2)  1,700  75 
Aspen Technology (1)(2)  4,300  47 
Autodesk (2)  5,700  198 
BEA Systems (2)  10,200  155 
BMC Software (2)  5,000  136 
Borland Software (1)(2)  4,800  28 
CA  13,431  318 
Cadence Design Systems (2)  6,400  109 
Citrix Systems (2)  4,100  148 
Compuware (2)  11,000  86 
Electronic Arts (2)  7,300  406 
Embarcadero (2)  4,300  35 
EPlus (2)  1,800  18 
eSpeed, Class A (1)(2)  5,300  49 
FactSet Research Systems (1)  1,750  85 
Fair Isaac  2,072  76 
FileNet (2)  1,400  49 
Hyperion Solutions (2)  1,305  45 
Informatica (2)  5,200  71 
Intergraph (2)  700  30 
Internet Security Systems (2)  1,900  53 
Intuit (2)  8,000  257 
Jack Henry & Associates  2,200  48 
JDA Software Group (1)(2)  2,700  42 
Kronos (2)  1,000  34 
Macrovision (2)  2,100  50 
Manhattan Associates (1)(2)  1,500  36 
MapInfo (2)  2,500  32 
McAfee (2)  8,737  214 
Mentor Graphics (2)  3,500  49 
Microsoft  256,950  7,022 
Midway Games (1)(2)  2,839  25 
Moldflow (2)  2,200  26 
Napster (1)(2)  6,313  27 
NAVTEQ (2)  3,900  102 
NetScout Systems (2)  5,800  38 
Novell (2)  10,034  61 
Nuance Communications (1)(2)  8,124  66 
Open Solutions (1)(2)  1,400  40 
OPNET Technologies (1)(2)  3,100  41 
Oracle (2)  130,200  2,310 
Parametric Technology (2)  3,280  57 
Progress Software (1)(2)  1,500  39 
Quality Systems (1)  1,600  62 
Quest Software (2)  2,900  41 
Red Hat (1)(2)  4,500  95 
Renaissance Learning (1)  800  11 
Reynolds & Reynolds, Class A  1,400  55 
Salesforce.com (1)(2)  2,800  100 
Secure Computing (1)(2)  3,600  23 
Sybase (1)(2)  2,210  54 
Symantec (2)  26,664  567 
Synopsys (2)  3,270  64 
THQ (1)(2)  1,875  55 
WatchGuard Technologies (2)  6,300  27 
Wind River Systems (2)  2,772  30 
Witness Systems (2)  2,000  35 
    14,834 
 
Total Information Technology    63,548 

MATERIALS 3.1%  		   
 
Chemicals 1.5%     
A. Schulman (1)  1,600  38 
Air Products and Chemicals  5,300  352 
Airgas  2,300  83 
Arch Chemicals  1,400  40 
Ashland (1)  1,500  96 
Cabot  1,600  59 
Calgon Carbon (1)(2)  3,000  13 
Chemtura  7,645  66 
Cytec Industries  1,300  72 
Dow Chemical  23,499  916 
DuPont  23,509  1,007 
Eastman Chemical (1)  2,200 

SECURITIES LENDING COLLATERAL 11.8%  		   
MONEY MARKET TRUST 11.8%     
State Street Bank and Trust Company of New Hampshire N.A.     
Securities Lending Quality Trust units, 5.251% (3)  50,826,848  50,827 
Total Securities Lending Collateral (Cost $50,827)    50,827 

Total Investments in Securities  		   
111.8% of Net Assets (Cost $387,110)                           $  479,618 

 
 
 
                                                        
†  Denominated in U.S. dollars unless otherwise noted 
(1)  All or a portion of this security is on loan at September 30, 2006 - see Note 2 
(2)  Non-income producing 
(3)  Seven-day yield 
(4)  Affiliated company - see Note 4 
(5)  All or a portion of this security is pledged to cover margin requirements on futures 
  contracts at September 30, 2006. 
REIT  Real Estate Investment Trust 





Open Futures Contracts at September 30, 2006 were as follows: 
($ 000s) 

      Contract    Unrealized 
  Expiration    Value    Gain (Loss) 
Long, 183 S&P Mini 500 contracts           
$702 par of 4.742% U.S. Treasury Bills           
pledged as initial margin     12/06  $  12,310  $  210 
Long, 29 Russell 2000 Emini contracts           
$95 par of 4.742% U.S. Treasury Bills           
pledged as initial margin     12/06    2,123    52 
Long, 16 S&P Mid-Cap 400 Emini contracts           
$53 par of 4.742% U.S. Treasury Bills           
pledged as initial margin     12/06    1,217    13 
Net payments (receipts) of variation           
margin to date          (314) 
Variation margin receivable (payable)           
on open futures contracts        $  (39) 





The accompanying notes are an integral part of this Portfolio of Investments.

 



T. Rowe Price Total Equity Market Index Fund   
Unaudited   September 30, 2006 
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.

The accompanying portfolio of investments was prepared in accordance with accounting principles generally accepted in the United States of America, which require the use of estimates made by fund management. Fund management believes that estimates and security valuations are appropriate; however, actual results may differ from those estimates, and the security valuations reflected in the portfolio of investments may differ from the value the fund receives upon sale of the securities.

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 (OTC) 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.

NOTE 2 - INVESTMENT TRANSACTIONS

Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or to 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, 2006, the value of loaned securities was $49,297,000; aggregate collateral consisted of $50,827,000 in the money market pooled trust.

NOTE 3 - FEDERAL INCOME TAXES

At September 30, 2006, the cost of investments for federal income tax purposes was $387,110,000. Net unrealized gain aggregated $92,783,000 at period-end, of which $119,703,000 related to appreciated investments and $26,920,000 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 T. Rowe Price Reserve Funds), open-end management investment companies managed by Price Associates and affiliates of the fund. The T. Rowe Price 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. The T. Rowe Price Reserve Funds pay no investment management fees. During the nine months ended September 30, 2006, dividend income from the T. Rowe Price Reserve Funds totaled $413,000, and the value of shares of the T. Rowe Price Reserve Funds held at September 30, 2006, and December 31, 2005, was $14,420,000 and $6,019,000, respectively.




T. ROWE PRICE EQUITY INDEX 500 FUND     
Unaudited  September 30, 2006 
Portfolio of Investments †  Shares/$ Par  Value 
(Cost and value in $000s)     
 
COMMON STOCKS 96.3%     
CONSUMER DISCRETIONARY 9.8%     
Auto Components 0.1%     
Cooper Tire (1)  41  -
Goodyear Tire & Rubber (1)(2)  96,550  1,400 
Johnson Controls  106,229  7,621 
Visteon (2)  57,357  468 
    9,489 
Automobiles 0.4%     
Ford Motor (1)  1,030,228  8,335 
GM (1)  312,366  10,389 
Harley-Davidson (1)  146,190  9,173 
    27,897 
Distributors 0.1%     
Genuine Parts  96,912  4,180 
    4,180 
Diversified Consumer Services 0.1%     
Apollo Group, Class A (2)  76,139  3,749 
H&R Block  175,538  3,816 
    7,565 
Hotels, Restaurants & Leisure 1.5%     
Carnival  246,198  11,579 
Darden Restaurants  78,852  3,349 
Harrah's Entertainment  101,730  6,758 
Hilton (1)  213,436  5,944 
International Game Technology  187,364  7,776 
Marriott, Class A  190,110  7,346 
McDonald's  685,664  26,823 
Starbucks (2)  420,586  14,321 
Starwood Hotels & Resorts Worldwide  120,145  6,871 
Wendy's  63,735  4,270 
Wyndham Worldwide (2)  109,117  3,052 
Yum! Brands  149,710  7,792 
    105,881 
Household Durables 0.6%     
Black & Decker  41,334  3,280 
Centex  66,992  3,525 
D. R. Horton  151,100  3,619 
Fortune Brands  82,489  6,196 
Harman International  35,300  2,945 
KB Home (1)  41,524  1,819 
Leggett & Platt  98,096  2,455 
Lennar, Class A  76,000  3,439 
Newell Rubbermaid  152,425  4,317 
Pulte  113,972  3,631 
Snap-On  29,000  1,292 
Stanley Works (1)  44,817  2,234 
Whirlpool (1)  41,908  3,525 
    42,277 
Internet & Catalog Retail 0.1%     
Amazon.com (1)(2)  174,000  5,589 
    5,589 
Leisure Equipment & Products 0.2%     
Brunswick (1)  49,930  1,558 
Eastman Kodak (1)  153,162  3,431 
Hasbro  91,921  2,091 
Mattel  213,919  4,214 
    11,294 
Media 3.3%     
CBS, Class B  418,167  11,780 
Clear Channel Communications  277,045  7,993 
Comcast, Special Class A (1)(2)  1,162,184  42,827 
Disney  1,156,468  35,746 
Dow Jones (1)  36,413  1,221 
Gannett  133,098  7,564 
Interpublic Group (1)(2)  229,500  2,272 
Live Nation (1)(2)  33,480  684 
McGraw-Hill (1)  195,824  11,364 
Meredith  22,976  1,133 
New York Times, Class A (1)  77,191  1,774 
News Corp, Class A  1,302,389  25,592 
Omnicom  94,533  8,848 
Scripps, Class A  50,700  2,430 
Time Warner  2,257,445  41,153 
Tribune (1)  105,464  3,451 
Univision Communications, Class A (2)  134,606  4,622 
Viacom, Class B (2)  392,967  14,611 
    225,065 
Multiline Retail 1.1%     
Big Lots (1)(2)  58,934  1,168 
Dillards, Class A (1)  35,455  1,160 
Dollar General  165,022  2,249 
Family Dollar Stores  81,609  2,386 
Federated Department Stores  303,984  13,135 
J.C. Penney  124,022  8,482 
Kohl's (2)  185,522  12,044 
Nordstrom  124,202  5,254 
Sears Holding (2)  46,019  7,275 
Target  474,317  26,206 
    79,359 
Specialty Retail 1.9%     
Autonation (2)  79,751  1,667 
AutoZone (2)  30,845  3,186 
Bed Bath & Beyond (2)  152,322  5,828 
Best Buy  223,913  11,993 
Circuit City (1)  89,597  2,250 
GAP  307,801  5,833 
Home Depot  1,148,195  41,645 
Lowes  852,818  23,930 
Office Depot (2)  160,239  6,361 
OfficeMax  39,358  1,603 
RadioShack (1)  73,743  1,423 
Sherwin-Williams  59,399  3,313 
Staples  397,271  9,666 
The Limited  185,001  4,901 
Tiffany  81,707  2,713 
TJX  251,464  7,048 
    133,360 
Textiles, Apparel & Luxury Goods 0.4%     
Coach (2)  202,390  6,962 
Hanesbrands (2)  53,013  1,193 
Jones Apparel Group  58,059  1,883 
Liz Claiborne (1)  54,943  2,171 
Nike, Class B  103,935  9,107 
V. F.  48,427  3,533 
    24,849 
 
Total Consumer Discretionary    676,805 

CONSUMER STAPLES 9.2%  		   
 
Beverages 2.1%     
Anheuser-Busch  427,026  20,288 
Brown-Forman, Class B  45,331  3,475 
Coca-Cola  1,133,532  50,646 
Coca-Cola Enterprises (1)  152,474  3,176 
Constellation Brands, Class A (2)  112,800  3,246 
Molson Coors Brewing, Class B  30,556  2,105 
Pepsi Bottling Group  73,844  2,622 
PepsiCo  913,765  59,632 
    145,190 
Food & Staples Retailing 2.2%     
Costco Wholesale  258,807  12,858 
CVS  450,892  14,483 
Kroger  403,253  9,331 
Safeway (1)  247,481  7,511 
Supervalu  114,682  3,400 
Sysco  344,604  11,527 
Wal-Mart  1,364,157  67,280 
Walgreen  557,360  24,741 
Whole Foods Market  77,800  4,624 
    155,755 
Food Products 1.1%     
Archer-Daniels-Midland  361,916  13,709 
Campbell Soup  127,549  4,656 
ConAgra  294,361  7,206 
Dean Foods (2)  74,900  3,147 
General Mills  198,729  11,248 
Heinz  184,459  7,734 
Hershey Foods (1)  103,206  5,516 
Kellogg (1)  138,136  6,841 
McCormick  70,705  2,685 
Sara Lee  424,108  6,816 
Tyson Foods, Class A (1)  135,100  2,146 
Wrigley  140,303  6,462 
    78,166 
Household Products 2.2%     
Clorox  82,297  5,185 
Colgate-Palmolive  284,891  17,692 
Kimberly-Clark  255,940  16,728 
Procter & Gamble  1,774,460  109,981 
    149,586 
Personal Products 0.2%     
Alberto Culver, Class B  41,586  2,104 
Avon  243,861  7,476 
Estee Lauder, Class A (1)  66,500  2,682 
    12,262 
Tobacco 1.4%     
Altria Group  1,160,206  88,814 
Reynolds American (1)  94,398  5,850 
UST (1)  93,015  5,100 
    99,764 
 
Total Consumer Staples    640,723 

ENERGY 9.0%  		   
 
Energy Equipment & Services 1.7%     
Baker Hughes  187,296  12,774 
BJ Services  164,422  4,954 
Halliburton  567,408  16,143 
Nabors Industries (2)  173,392  5,158 
National Oilwell Varco (2)  95,427  5,587 
Noble Drilling  76,580  4,915 
Rowan  60,695  1,920 
Schlumberger (1)  653,918  40,563 
Smith International  35,400  1,373 
Transocean (2)  178,275  13,055 
Weatherford International (2)  190,700  7,956 
    114,398 
Oil, Gas & Consumable Fuels 7.3%     
Anadarko Petroleum  255,240  11,187 
Apache  183,337  11,587 
Chesapeake Energy (1)  209,400  6,068 
Chevron  1,223,421  79,351 
ConocoPhillips  917,513  54,620 
CONSOL Energy  99,100  3,144 
Devon Energy  246,012  15,536 
El Paso Corporation (1)  383,072  5,225 
EOG Resources  135,254  8,798 
ExxonMobil  3,289,382  220,718 
Hess  133,952  5,548 
Hugoton Royalty Trust (1)  36  1 
Kinder Morgan  57,684  6,048 
Marathon Oil  199,241  15,322 
Murphy Oil (1)  100,300  4,769 
Occidental Petroleum  482,094  23,194 
Sunoco  72,374  4,501 
Valero Energy  339,534  17,476 
Williams Companies  326,870  7,802 
XTO Energy  201,619  8,494 
    509,389 
 
Total Energy    623,787 

FINANCIALS 21.4%  		   
 
Capital Markets 3.5%     
Ameriprise Financial  138,539  6,497 
Bank of New York  429,456  15,143 
Bear Stearns  67,353  9,436 
Charles Schwab  571,599  10,232 
E*TRADE Financial (2)  234,751  5,615 
Federated Investors, Class B  46,251  1,564 
Franklin Resources  92,237  9,754 
Goldman Sachs  239,924  40,588 
Janus Capital Group  121,215  2,390 
Legg Mason  72,800  7,343 
Lehman Brothers  297,546  21,977 
Mellon Financial  227,706  8,903 
Merrill Lynch  490,526  38,369 
Morgan Stanley  594,524  43,347 
Northern Trust  104,332  6,096 
State Street  182,523  11,389 
T. Rowe Price Group (4)  144,352  6,907 
    245,550 
Commercial Banks 4.1%     
AmSouth  193,019  5,605 
BB&T  304,658  13,338 
Comerica (1)  90,585  5,156 
Commerce Bancorp (1)  101,200  3,715 
Compass Bancshares  72,600  4,137 
Fifth Third Bancorp (1)  312,796  11,911 
First Horizon National (1)  73,795  2,805 
Huntington Bancshares (1)  132,758  3,177 
KeyCorp  227,284  8,510 
M & T Bank (1)  43,472  5,215 
Marshall & Ilsley (1)  140,709  6,779 
National City (1)  299,487  10,961 
North Fork Bancorporation  255,392  7,314 
PNC Financial Services Group  164,622  11,925 
Regions Financial (1)  251,152  9,240 
SunTrust  204,811  15,828 
Synovus Financial  177,917  5,225 
U.S. Bancorp  993,122  32,992 
Wachovia  879,497  49,076 
Wells Fargo  1,879,236  67,991 
Zions Bancorp  58,728  4,687 
    285,587 
Consumer Finance 0.9%     
American Express  679,699  38,117 
Capital One Financial  169,421  13,327 
SLM Corporation  226,124  11,754 
    63,198 
Diversified Financial Services 5.6%     
Bank of America  2,507,638  134,334 
Chicago Mercantile Exchange Holdings  19,700  9,422 
CIT Group  107,948  5,249 
Citigroup  2,750,792  136,632 
J.P. Morgan Chase  1,932,263  90,739 
Moody's  133,688  8,741 
    385,117 
Insurance 4.6%     
ACE Limited  180,002  9,852 
AFLAC  281,684  12,890 
Allstate  353,167  22,154 
Ambac (1)  58,975  4,880 
American International Group  1,448,217  95,959 
Aon  173,595  5,880 
Chubb  227,688  11,831 
Cincinnati Financial  94,823  4,557 
Genworth Financial, Class A  197,500  6,914 
Hartford Financial Services  170,275  14,771 
Lincoln National  157,081  9,752 
Loews  253,382  9,603 
Marsh & McLennan  301,993  8,501 
MBIA (1)  72,686  4,466 
MetLife  426,124  24,153 
Principal Financial Group  153,192  8,315 
Progressive Corporation  430,860  10,573 
Prudential Financial  271,395  20,694 
SAFECO  68,329  4,027 
St. Paul Travelers Companies  384,496  18,029 
Torchmark  58,564  3,696 
UnumProvident (1)  187,429  3,634 
XL Capital (1)  99,276  6,820 
    321,951 
Real Estate Investment Trusts (REITs) 1.1%     
Apartment Investment & Management, Class A, REIT  53,219  2,896 
Archstone-Smith Trust, REIT  118,635  6,459 
Boston Properties, REIT (1)  64,500  6,665 
Equity Office Properties, REIT  198,452  7,890 
Equity Residential, REIT  161,275  8,157 
Kimco Realty, REIT  120,400  5,162 
Plum Creek Timber, REIT  101,268  3,447 
ProLogis, REIT  134,321  7,664 
Public Storage, REIT (1)  67,200  5,779 
Simon Property Group, REIT  122,329  11,085 
Vornado Realty Trust, REIT  68,000  7,412 
    72,616 
Real Estate Management & Development 0.0%     
Realogy (2)  118,897  2,697 
    2,697 
Thrifts & Mortgage Finance 1.6%     
Countrywide Credit  339,867  11,909 
Fannie Mae  538,808  30,125 
Freddie Mac  384,219  25,485 
Golden West Financial  147,061  11,361 
MGIC Investment (1)  47,645  2,857 
Sovereign Bancorp  207,969  4,473 
Washington Mutual  537,965  23,385 
    109,595 
 
Total Financials    1,486,311 

HEALTH CARE 12.2%  		   
 
Biotechnology 1.2%     
Amgen (2)  649,832  46,482 
Biogen Idec (2)  188,359  8,416 
Genzyme (2)  143,935  9,711 
Gilead Sciences (2)  250,867  17,235 
MedImmune (2)  142,098  4,151 
    85,995 
Health Care Equipment & Supplies 1.5%     
Bausch & Lomb (1)  30,497  1,529 
Baxter International  359,749  16,354 
Becton, Dickinson  137,012  9,683 
Biomet (1)  136,651  4,399 
Boston Scientific (2)  664,529  9,828 
C R Bard  57,654  4,324 
Hospira (2)  84,262  3,225 
Medtronic  635,927  29,532 
St. Jude Medical (2)  197,921  6,985 
Stryker  163,451  8,105 
Zimmer Holdings (2)  135,581  9,152 
    103,116 
Health Care Providers & Services 2.6%     
Aetna  311,722  12,329 
AmerisourceBergen  114,862  5,192 
Cardinal Health  228,702  15,035 
Caremark RX  242,015  13,715 
CIGNA  60,776  7,069 
Coventry Health Care (2)  88,200  4,544 
Express Scripts (2)  75,740  5,718 
HCA  233,188  11,634 
Health Management  146,212  3,056 
Humana (2)  90,754  5,998 
Laboratory Corporation of America (2)  70,400  4,616 
Manor Care  41,899  2,190 
McKesson  167,359  8,823 
Medco (2)  165,596  9,954 
Patterson Companies (1)(2)  79,500  2,672 
Quest Diagnostics  87,996  5,382 
Tenet Healthcare (1)(2)  243,733  1,984 
UnitedHealth Group  746,646  36,735 
WellPoint (2)  342,974  26,426 
    183,072 
Health Care Technology 0.1%     
IMS Health  108,718  2,896 
    2,896 
Life Sciences Tools & Services 0.3%     
Applera  100,398  3,324 
Fisher Scientific (2)  70,672  5,530 
Millipore (1)(2)  31,440  1,927 
PerkinElmer  65,600  1,242 
Thermo Electron (2)  87,263  3,432 
Waters Corporation (2)  57,535  2,605 
    18,060 
Pharmaceuticals 6.5%     
Abbott Laboratories  847,017  41,131 
Allergan  84,016  9,461 
Barr Pharmaceuticals (2)  58,400  3,033 
Bristol Myers Squibb  1,087,610  27,103 
Eli Lilly  545,180  31,075 
Forest Laboratories (2)  178,714  9,045 
Johnson & Johnson  1,618,390  105,098 
King Pharmaceuticals (2)  132,775  2,261 
Merck  1,207,464  50,593 
Mylan Laboratories  122,105  2,458 
Pfizer  4,048,914  114,827 
Schering-Plough  817,566  18,060 
Watson Pharmaceuticals (2)  56,719  1,485 
Wyeth  744,647  37,858 
    453,488 
Total Health Care    846,627 

INDUSTRIALS & BUSINESS SERVICES 10.5%  		   
Aerospace & Defense 2.3%     
Boeing  441,980  34,850 
General Dynamics  223,272  16,002 
Goodrich  66,835  2,708 
Honeywell International  453,066  18,530 
L-3 Communication  67,169  5,261 
Lockheed Martin  198,244  17,061 
Northrop Grumman  189,959  12,931 
Raytheon  247,358  11,876 
Rockwell Collins (1)  92,981  5,099 
United Technologies  563,796  35,717 
    160,035 
Air Freight & Logistics 0.9%     
Fedex  169,610  18,433 
UPS, Class B  600,769  43,220 
    61,653 
Airlines 0.1%     
Southwest Airlines  434,945  7,246 
    7,246 
Building Products 0.1%     
American Standard  96,321  4,042 
Masco (1)  221,254  6,067 
    10,109 
Commercial Services & Supplies 0.5%     
Acco Brands (2)  16,472  367 
Allied Waste Industries (1)(2)  128,793  1,451 
Avery Dennison  58,677  3,531 
Cintas  80,511  3,287 
Equifax  67,245  2,469 
PHH (1)(2)  21,986  602 
Pitney Bowes  122,438  5,433 
R.R. Donnelley  115,942  3,821 
Robert Half International  91,762  3,117 
Waste Management  301,010  11,041 
    35,119 
Construction & Engineering 0.1%     
Fluor  47,345  3,640 
    3,640 
Electrical Equipment 0.5%     
American Power Conversion  93,138  2,045 
Cooper Industries, Class A  52,121  4,442 
Emerson Electric  224,880  18,858 
Power-One (1)(2)  37,900  274 
Rockwell Automation  96,446  5,604 
    31,223 
Industrial Conglomerates 3.9%     
3M  418,301  31,130 
GE  5,711,868  201,629 
Textron  70,795  6,194 
Tyco International  1,118,746  31,314 
    270,267 
Machinery 1.4%     
Caterpillar  367,784  24,200 
Cummins Engine  28,849  3,440 
Danaher (1)  129,719  8,908 
Deere  129,298  10,849 
Dover  112,209  5,323 
Eaton  81,602  5,618 
Illinois Tool Works  230,678  10,358 
Ingersoll-Rand, Class A  180,248  6,846 
ITT  103,466  5,305 
Navistar (2)  34,439  889 
PACCAR  135,406  7,721 
Pall  64,342  1,982 
Parker Hannifin  65,172  5,066 
    96,505 
Road & Rail 0.7%     
Burlington Northern Santa Fe  201,135  14,771 
CSX  244,004  8,011 
Norfolk Southern  229,469  10,108 
Ryder System (1)  31,593  1,633 
Union Pacific  148,588  13,076 
    47,599 
Trading Companies & Distributors 0.0%     
W. W. Grainger  40,832  2,737 
    2,737 
 
Total Industrials & Business Services    726,133 

INFORMATION TECHNOLOGY 14.7%  		   
 
Communications Equipment 2.8%     
ADC Telecommunications (1)(2)  62,897  943 
Andrew (2)  90,300  834 
Avaya (1)(2)  239,689  2,742 
Ciena (2)  53,015  1,445 
Cisco Systems (2)  3,385,009  77,855 
Comverse Technology (2)  112,007  2,401 
Corning (2)  862,769  21,060 
JDS Uniphase (1)(2)  937,361  2,053 
Juniper Networks (2)  303,000  5,236 
Lucent Technologies (1)(2)  2,418,713  5,660 
Motorola  1,355,336  33,883 
QUALCOMM  920,385  33,456 
Tellabs (2)  246,579  2,703 
    190,271 
Computers & Peripherals 3.4%     
Apple Computer (2)  471,232  36,299 
Dell (2)  1,255,524  28,676 
EMC (2)  1,301,863  15,596 
Hewlett-Packard  1,515,443  55,602 
IBM  842,058  68,998 
Lexmark International (1)(2)  60,409  3,483 
NCR (2)  100,498  3,968 
Network Appliance (2)  206,423  7,640 
QLogic (2)  95,878  1,812 
Sandisk (1)(2)  107,000  5,729 
Sun Microsystems (2)  1,915,108  9,518 
    237,321 
Electronic Equipment & Instruments 0.3%     
Agilent Technologies (2)  231,436  7,566 
Jabil Circuit  100,874  2,882 
Molex (1)  78,276  3,050 
Sanmina-SCI (2)  327,667  1,226 
Solectron (2)  509,868  1,662 
Symbol Technologies (1)  153,049  2,274 
Tektronix  43,396  1,255 
    19,915 
Internet Software & Services 1.3%     
eBay (2)  650,043  18,435 
Google, Class A (2)  118,200  47,505 
Monster Worldwide (2)  68,453  2,477 
VeriSign (2)  135,000  2,727 
Yahoo! (2)  688,596  17,408 
    88,552 
IT Services 0.9%     
Affiliated Computer Services, Class A (1)(2)  64,353  3,337 
Automatic Data Processing  307,381  14,551 
Computer Sciences (1)(2)  100,511  4,937 
Convergys (2)  76,506  1,580 
Electronic Data Systems  282,695  6,932 
First Data  424,403  17,825 
Fiserv (2)  97,715  4,601 
Paychex  185,205  6,825 
Sabre Holdings, Class A (1)  68,501  1,602 
Unisys (1)(2)  171,467  971 
    63,161 
Office Electronics 0.1%     
Xerox (2)  548,856  8,540 
    8,540 
Semiconductor & Semiconductor Equipment 2.6%     
Advanced Micro Devices (2)  267,706  6,652 
Altera (2)  197,016  3,621 
Analog Devices  197,674  5,810 
Applied Materials  746,171  13,230 
Broadcom, Class A (2)  262,027  7,950 
Freescale Semiconductor, Class B (2)  224,127  8,519 
Intel  3,204,416  65,915 
KLA-Tencor  112,328  4,995 
Linear Technology  167,214  5,204 
LSI Logic (1)(2)  228,187  1,876 
Maxim Integrated Products  179,979  5,052 
Micron Technology (2)  407,536  7,091 
National Semiconductor  164,714  3,876 
Novellus Systems (1)(2)  69,525  1,923 
NVIDIA (2)  194,408  5,752 
PMC-Sierra (1)(2)  143,232  851 
Teradyne (1)(2)  111,873  1,472 
Texas Instruments  858,284  28,538 
Xilinx  184,983  4,060 
    182,387 
Software 3.3%     
Adobe Systems (2)  328,542  12,304 
Autodesk (2)  126,296  4,393 
BMC Software (2)  115,034  3,131 
CA (1)  247,276  5,858 
Citrix Systems (2)  97,606  3,534 
Compuware (2)  212,013  1,652 
Electronic Arts (2)  166,620  9,277 
Intuit (2)  191,684  6,151 
Microsoft  4,778,853  130,606 
Novell (2)  224,409  1,373 
Oracle (2)  2,231,667  39,590 
Parametric Technology (2)  55,417  968 
Symantec (2)  547,267  11,646 
    230,483 
 
Total Information Technology    1,020,630 

MATERIALS 2.8%  		   
 
Chemicals 1.4%     
Air Products and Chemicals  123,383  8,189 
Ashland (1)  38,853  2,478 
Chemtura  1,378  12 
Dow Chemical  531,599  20,722 
DuPont  510,323  21,862 
Eastman Chemical  43,104  2,329 
Ecolab (1)  97,389  4,170 
Hercules (2)  58,469  922 
International Flavors & Fragrances  45,454  1,797 
Monsanto  297,452  13,983 
PPG Industries  91,023  6,106 
Praxair  178,839  10,580 
Rohm & Haas  78,368  3,711 
Sigma Aldrich (1)  38,268  2,896 
Tronox, Class B (1)  12,718  162 
    99,919 
Construction Materials 0.1%     
Vulcan Materials  59,183  4,631 
    4,631 
Containers & Packaging 0.2%     
Ball  64,802  2,621 
Bemis (1)  56,452  1,855 
Pactiv (2)  72,773  2,068 
Sealed Air (1)  43,620  2,361 
Temple-Inland  59,678  2,393 
    11,298 
Metals & Mining 0.8%     
Alcoa  478,983  13,431 
Allegheny Technologies (1)  55,649  3,461 
Freeport McMoRan Copper Gold, Class B  108,419  5,774 
Newmont Mining  247,619  10,586 
Nucor  173,812  8,602 
Phelps Dodge  113,888  9,646 
USX-U.S. Steel Group  71,094  4,101 
    55,601 
Paper & Forest Products 0.3%     
International Paper  251,523  8,710 
Louisiana Pacific  52,768  990 
MeadWestvaco (1)  95,869  2,542 
Neenah Paper  6,127  210 
Weyerhaeuser  133,792  8,232 
    20,684 
 
Total Materials    192,133 

TELECOMMUNICATION SERVICES 3.4%  		   
 
Diversified Telecommunication Services 2.8%     
AT&T  2,161,129  70,366 
BellSouth  1,008,999  43,135 
Centurytel  68,175  2,704 
Citizens Communications  177,213  2,488 
Embarq  82,011  3,967 
Qwest Communications International (1)(2)  878,519  7,661 
Verizon Communications  1,615,493  59,983 
Windstream (2)  259,409  3,422 
    193,726 
Wireless Telecommunication Services 0.6%     
Alltel  214,985  11,932 
Sprint Nextel  1,652,824  28,346 
    40,278 
 
Total Telecommunication Services    234,004 

UTILITIES 3.3%  		   
 
Electric Utilities 1.5%     
Allegheny Energy (2)  87,795  3,527 
American Electric Power  220,944  8,036 
Edison International  179,744  7,484 
Entergy  114,921  8,990 
Exelon  370,810  22,449 
FirstEnergy  182,968  10,221 
FPL Group  222,682  10,021 
Pinnacle West Capital  51,626  2,326 
PPL  212,258  6,983 
Progress Energy (1)  145,651  6,610 
Southern Company (1)  411,886  14,193 
    100,840 
Gas Utilities 0.0%     
NICOR (1)  28,464  1,217 
Peoples Energy (1)  19,685  800 
    2,017 
Independent Power Producers & Energy Traders 0.4%     
AES (2)  365,893  7,461 
Constellation Energy Group  99,460  5,888 
Dynegy, Class A (2)  211,636  1,172 
TXU  256,228  16,019 
    30,540 
Multi-Utilities 1.4%     
Ameren (1)  118,664  6,264 
CenterPoint Energy (1)  164,829  2,360 
CMS Energy (1)(2)  121,720  1,758 
Consolidated Edison (1)  136,051  6,286 
Dominion Resources (1)  196,629  15,040 
DTE Energy (1)  103,488  4,296 
Duke Energy  693,274  20,937 
Keyspan  99,995  4,114 
NiSource  145,978  3,174 
PG&E  189,814  7,906 
Public Service Enterprise  139,247  8,520 
Sempra Energy  145,354  7,304 
Teco Energy  114,376  1,790 
XCEL Energy (1)  223,254  4,610 
    94,359 
Total Utilities    227,756 
Total Common Stocks (Cost $5,232,126)    6,674,909 

SHORT-TERM INVESTMENTS 2.9%  		   
Money Market Funds 2.7%     
T. Rowe Price Reserve Investment Fund, 5.37% (3)(4)  191,664,517  191,665 
    191,665 
U.S. Treasury Obligations 0.2%     
U.S. Treasury Bills, 4.742%, 11/2/06 (1)(5)  9,000,000  8,962 
U.S. Treasury Bills, 4.745%, 11/2/06 (1)(5)  3,000,000  2,987 
    11,949 
Total Short-Term Investments (Cost $203,614)    203,614 

SECURITIES LENDING COLLATERAL 3.6%  		   
MONEY MARKET TRUST 3.6%     
State Street Bank and Trust Company of New Hampshire N.A.     
Securities Lending Quality Trust units, 5.251% (3)  245,266,726  245,267 
Total Securities Lending Collateral (Cost $245,267)    245,267 

Total Investments in Securities  		   
102.8% of Net Assets (Cost $5,681,007)  $  7,123,790 


 
 
                   
†  Denominated in U.S. dollars unless otherwise noted 
(1)  All or a portion of this security is on loan at September 30, 2006 - see Note 2 
(2)  Non-income producing 
(3)  Seven-day yield 
(4)  Affiliated company - see Note 4 
(5)  All or a portion of this security is pledged to cover margin requirements on futures 
  contracts at September 30, 2006. 
REIT  Real Estate Investment Trust 




Open Futures Contracts at September 30, 2006 were as follows: 
($ 000s) 

      Contract    Unrealized 
  Expiration     Value    Gain (Loss) 
Long, 3,148 S&P Mini 500 contracts           
$10,000 par of 4.742% and 4.745%           
U.S. Treasury Bills pledged as initial margin     12/06  $   211,766  $  3,275 

Net payments (receipts) of variation  		         
margin to date          (3,559) 

Variation margin receivable (payable)  		         
on open futures contracts        $  (284) 




The accompanying notes are an integral part of this Portfolio of Investments.




T. Rowe Price Equity Index 500 Fund   
Unaudited  September 30, 2006 
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©.

The accompanying portfolio of investments was prepared in accordance with accounting principles generally accepted in the United States of America, which require the use of estimates made by fund management. Fund management believes that estimates and security valuations are appropriate; however, actual results may differ from those estimates, and the security valuations reflected in the portfolio of investments may differ from the value the fund receives upon sale of the securities.

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 (OTC) 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.

NOTE 2 - INVESTMENT TRANSACTIONS

Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or to 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, 2006, the value of loaned securities was $239,067,000; aggregate collateral consisted of $245,267,000 in the money market pooled trust.

NOTE 3 - FEDERAL INCOME TAXES

At September 30, 2006, the cost of investments for federal income tax purposes was $5,681,007,000. Net unrealized gain aggregated $1,446,058,000 at period-end, of which $1,765,582,000 related to appreciated investments and $319,524,000 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 T. Rowe Price Reserve Funds), open-end management investment companies managed by Price Associates and affiliates of the fund. The T. Rowe Price 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. The T. Rowe Price Reserve Funds pay no investment management fees. During the nine months ended September 30, 2006, dividend income from the T. Rowe Price Reserve Funds totaled $4,692,000, and the value of shares of the T. Rowe Price Reserve Funds held at September 30, 2006, and December 31, 2005, was $191,665,000 and $157,101,000, respectively. During the nine months ended September 30, 2006, dividend income from T. Rowe Price Group, Inc., totaled $60,000, and the value of shares of T. Rowe Price Group, Inc., held at September 30, 2006, and December 31, 2005, was $6,907,000 and $4,565,000, respectively.






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/ Edward C. Bernard 
  Edward C. Bernard 
  Principal Executive Officer 
 
Date  November 17, 2006 

     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/ Edward C. Bernard 
  Edward C. Bernard 
  Principal Executive Officer 
 
Date  November 17, 2006 

By  /s/ Joseph A. Carrier 
  Joseph A. Carrier 
  Principal Financial Officer 
 
Date  November 17, 2006