N-Q 1 poi_ind.txt N-Q~INDEX TRUST Item 1 Schedule of Investments T. Rowe Price Equity Index 500 Fund Unaudited March 31, 2005 PORTFOLIO OF INVESTMENTS (1) Shares/$Par Value (Cost and value in $ 000s) COMMON STOCKS 95.7% CONSUMER DISCRETIONARY 11.0% Auto Components 0.2% Cooper Tire 32,773 602 Dana 67,603 865 Delphi ss. 249,858 1,119 Goodyear Tire & Rubber *ss. 75,070 1,002 Johnson Controls 81,094 4,522 Visteon ss. 56,750 324 8,434 Automobiles 0.5% Ford Motor 793,267 8,988 GM ss. 244,985 7,200 Harley-Davidson ss. 126,786 7,323 23,511 Distributors 0.1% Genuine Parts 75,020 3,263 3,263 Hotels, Restaurants & Leisure 1.4% Carnival 228,293 11,828 Darden Restaurants ss. 67,797 2,080 Harrah's Entertainment 49,271 3,182 Hilton 165,546 3,700 International Game Technology 149,924 3,997 Marriott, Class A 87,072 5,822 McDonald's 553,779 17,245 Starbucks * 173,171 8,946 Starwood Hotels & Resorts Worldwide, Equity Units 92,007 5,523 Wendy's 49,385 1,928 Yum! Brands 126,667 6,562 70,813 Household Durables 0.6% Black & Decker 34,464 2,722 Centex 52,836 3,026 Fortune Brands 62,744 5,059 KB Home 19,434 2,283 Leggett & Platt ss. 83,046 2,398 Maytag ss. 37,179 519 Newell Rubbermaid ss. 117,678 2,582 Pulte 54,078 3,982 Snap-On 26,350 838 Stanley Works 34,987 1,584 Whirlpool ss. 28,253 1,913 26,906 Internet & Catalog Retail 0.4% eBay * 524,404 19,539 19,539 Leisure Equipment & Products 0.2% Brunswick 42,817 2,006 Eastman Kodak ss. 124,972 4,068 Hasbro 75,949 1,553 Mattel 180,459 3,853 11,480 Media 3.8% Clear Channel Communications 228,302 7,870 Comcast, Class A * 961,782 32,489 Disney ss. 886,963 25,482 Dow Jones ss. 37,813 1,413 Gannett 109,352 8,648 Interpublic Group * 182,455 2,240 Knight-Ridder 32,575 2,191 McGraw-Hill 81,100 7,076 Meredith ss. 21,014 982 New York Times, Class A 62,068 2,270 News Corporation, Class A 1,259,700 21,314 Omnicom 80,837 7,156 Time Warner * 1,995,374 35,019 Tribune 134,227 5,352 Univision Communications, Class A * 137,343 3,803 Viacom, Class B 738,731 25,730 189,035 Multiline Retail 1.2% Big Lots *ss. 49,120 590 Dillards, Class A 36,167 973 Dollar General 141,033 3,090 Family Dollar Stores 73,057 2,218 Federated Department Stores 73,673 4,688 J.C. Penney 123,971 6,437 Kohl's * 145,900 7,533 May Department Stores 126,731 4,692 Nordstrom 59,914 3,318 Sears *ss. 36,450 4,854 Target 389,441 19,480 57,873 Specialty Retail 2.2% Autonation * 111,300 2,108 AutoZone * 29,295 2,511 Bed Bath & Beyond * 131,557 4,807 Best Buy 129,323 6,985 Circuit City ss. 83,087 1,333 GAP 319,019 6,967 Home Depot 951,423 36,382 Lowes 336,201 19,194 Office Depot * 136,707 3,032 OfficeMax 40,708 1,364 RadioShack ss. 70,277 1,722 Sherwin-Williams 60,649 2,668 Staples 215,362 6,769 The Limited 172,791 4,199 Tiffany ss. 63,709 2,199 TJX 208,589 5,137 Toys "R" Us * 94,278 2,429 109,806 Textiles, Apparel, & Luxury Goods 0.4% Coach * 83,200 4,712 Jones Apparel Group 52,512 1,759 Liz Claiborne 47,027 1,887 Nike, Class B 99,535 8,292 Reebok 25,430 1,126 V. F. 46,647 2,759 20,535 Total Consumer Discretionary 541,195 CONSUMER STAPLES 9.9% Beverages 2.1% Anheuser-Busch 337,875 16,012 Brown-Forman, Class B 39,022 2,136 Coca-Cola 981,491 40,899 Coca-Cola Enterprises 152,765 3,135 Molson Coors Brewing, Class B ss. 34,859 2,690 Pepsi Bottling Group ss. 85,661 2,386 PepsiCo 728,477 38,631 105,889 Food & Staples Retailing 2.7% Albertsons ss. 158,225 3,267 Costco Wholesale 204,668 9,042 CVS 169,701 8,930 Kroger * 318,287 5,102 Safeway * 193,644 3,588 Supervalu 59,673 1,990 Sysco 275,992 9,881 Wal-Mart 1,467,759 73,549 Walgreen 442,469 19,655 135,004 Food Products 1.2% Archer-Daniels-Midland 278,935 6,856 Campbell Soup 141,118 4,095 ConAgra ss. 223,034 6,027 General Mills 158,194 7,775 Heinz 151,798 5,592 Hershey Foods 94,754 5,729 Kellogg 152,099 6,581 McCormick 59,100 2,035 Sara Lee 343,250 7,607 Wrigley 84,704 5,554 57,851 Household Products 1.8% Clorox 66,423 4,184 Colgate-Palmolive 227,805 11,885 Kimberly-Clark 209,300 13,757 Procter & Gamble 1,096,740 58,127 87,953 Personal Products 0.7% Alberto Culver, Class B 38,841 1,859 Avon 205,906 8,842 Gillette 429,504 21,681 32,382 Tobacco 1.4% Altria Group 899,371 58,810 Reynolds American ss. 50,400 4,061 UST ss. 72,143 3,730 66,601 Total Consumer Staples 485,680 ENERGY 8.4% Energy Equipment & Services 1.1% Baker Hughes 146,598 6,522 BJ Services 70,367 3,651 Halliburton 218,544 9,452 Nabors Industries * 63,376 3,748 National Oilwell Varco * 73,427 3,429 Noble Drilling 56,900 3,198 Rowan 46,360 1,388 Schlumberger 256,656 18,089 Transocean * 138,943 7,150 56,627 Oil & Gas 7.3% Amerada Hess ss. 38,905 3,743 Anadarko Petroleum 105,644 8,040 Apache 142,576 8,730 Ashland 30,086 2,030 Burlington Resources 167,782 8,401 ChevronTexaco 915,036 53,356 ConocoPhillips 302,502 32,622 Devon Energy 207,002 9,884 El Paso Corporation 279,025 2,952 EOG Resources 103,752 5,057 ExxonMobil 2,776,207 165,462 Kerr-McGee 70,643 5,534 Kinder Morgan 47,562 3,600 Marathon Oil 150,198 7,047 Occidental Petroleum 172,072 12,246 Sunoco ss. 30,518 3,159 Unocal 117,236 7,232 Valero Energy ss. 111,200 8,148 Williams Companies 246,998 4,646 XTO Energy 150,833 4,953 356,842 Total Energy 413,469 FINANCIALS 18.9% Capital Markets 2.7% Bank of New York 337,298 9,799 Bear Stearns 49,452 4,940 Charles Schwab 497,346 5,227 E*TRADE Financial * 155,800 1,870 Federated Investors, Class B 47,000 1,331 Franklin Resources 85,732 5,885 Goldman Sachs 194,025 21,341 Janus Capital Group 104,597 1,459 Lehman Brothers 120,361 11,333 Mellon Financial 184,237 5,258 Merrill Lynch 404,865 22,915 Morgan Stanley 482,091 27,600 Northern Trust ss. 92,683 4,026 State Street 144,686 6,326 T. Rowe Price Group +ss. 54,413 3,231 132,541 Commercial Banks 5.5% AmSouth ss. 150,017 3,893 Bank of America 1,760,012 77,617 BB&T 237,536 9,283 Comerica 74,256 4,090 Compass Bancshares 51,800 2,352 Fifth Third Bancorp ss. 225,346 9,685 First Horizon National ss. 53,011 2,162 Huntington Bancshares 101,908 2,436 KeyCorp 173,955 5,645 M & T Bank 42,600 4,348 Marshall & Ilsley 95,802 4,000 National City 257,468 8,625 North Fork Bancorporation 204,145 5,663 PNC Financial Services Group 122,619 6,312 Regions Financial 201,476 6,528 SunTrust 146,986 10,593 Synovus Financial ss. 135,445 3,773 U.S. Bancorp 802,922 23,140 Wachovia 689,402 35,097 Wells Fargo 737,257 44,088 Zions Bancorp 38,565 2,662 271,992 Consumer Finance 1.2% American Express 510,037 26,201 Capital One Financial ss. 107,109 8,009 MBNA 553,522 13,589 Providian Financial *ss. 126,181 2,165 SLM Corporation 186,465 9,293 59,257 Diversified Financial Services 3.4% CIT Group 91,600 3,481 Citigroup 2,268,863 101,963 J.P. Morgan Chase 1,545,191 53,464 Moody's 62,606 5,062 Principal Financial Group 129,971 5,002 168,972 Insurance 4.0% ACE Limited 123,509 5,097 AFLAC 217,173 8,092 Allstate 294,612 15,927 Ambac 47,104 3,521 American International Group 1,132,371 62,745 Aon 137,678 3,145 Chubb 83,080 6,586 Cincinnati Financial 71,658 3,125 Hartford Financial Services 128,164 8,787 Jefferson Pilot 59,277 2,907 Lincoln National 75,559 3,411 Loews 71,827 5,282 Marsh & McLennan ss. 228,909 6,963 MBIA 61,364 3,208 MetLife 318,644 12,459 Progressive Corporation 86,743 7,960 Prudential ss. 227,030 13,031 Safeco ss. 55,679 2,712 St. Paul Companies 290,081 10,655 Torchmark 46,941 2,450 UnumProvident ss. 127,914 2,177 XL Capital 60,490 4,378 194,618 Real Estate 0.5% Apartment Investment & Management, Class A, REIT 41,100 1,529 Archstone-Smith Trust, REIT 86,600 2,954 Equity Office Properties, REIT 174,533 5,258 Equity Residential, REIT 119,785 3,858 Plum Creek Timber, REIT 79,604 2,842 ProLogis, REIT 80,100 2,972 Simon Property Group, REIT 96,137 5,824 25,237 Thrifts & Mortgage Finance 1.6% Countrywide Credit 251,534 8,165 Fannie Mae 419,347 22,833 Freddie Mac 298,093 18,840 Golden West Financial 122,310 7,400 MGIC Investment ss. 42,194 2,602 Sovereign Bancorp 162,700 3,605 Washington Mutual 378,305 14,943 78,388 Total Financials 931,005 HEALTH CARE 12.4% Biotechnology 1.1% Amgen * 544,056 31,669 Applera ss. 86,865 1,715 Biogen IDEC * 144,727 4,995 Chiron *ss. 63,958 2,242 Genzyme * 107,295 6,142 Gilead Sciences * 187,500 6,712 MedImmune * 109,447 2,606 56,081 Health Care Equipment & Supplies 2.1% Bausch & Lomb ss. 23,748 1,741 Baxter International 268,499 9,124 Becton, Dickinson 109,601 6,403 Biomet 109,737 3,983 Boston Scientific * 329,230 9,643 C R Bard 45,476 3,096 Fisher Scientific * 50,900 2,897 Guidant 140,724 10,399 Hospira * 68,944 2,225 Medtronic 525,848 26,792 Millipore * 22,423 973 PerkinElmer 55,776 1,151 St. Jude Medical * 156,592 5,637 Stryker 162,374 7,244 Thermo Electron * 70,472 1,782 Waters Corporation * 53,099 1,900 Zimmer Holdings * 106,834 8,313 103,303 Health Care Providers & Services 2.4% Aetna 128,420 9,625 AmerisourceBergen 48,385 2,772 Cardinal Health ss. 187,837 10,481 Caremark RX * 197,800 7,868 CIGNA 57,200 5,108 Express Scripts * 33,200 2,895 HCA 179,289 9,605 Health Management ss. 105,093 2,751 Humana * 69,988 2,235 IMS Health 100,665 2,455 Laboratory Corporation of America *ss. 58,200 2,805 Manor Care 36,771 1,337 McKesson 127,714 4,821 Medco * 119,525 5,925 Quest Diagnostics 39,500 4,153 Tenet Healthcare *ss. 206,028 2,376 UnitedHealth Group 277,794 26,496 WellPoint * 132,107 16,560 120,268 Pharmaceuticals 6.8% Abbott Laboratories 677,747 31,597 Allergan 56,988 3,959 Bristol Myers Squibb 846,570 21,554 Eli Lilly 492,502 25,659 Forest Laboratories * 156,936 5,799 Johnson & Johnson 1,292,964 86,835 King Pharmaceuticals * 102,474 852 Merck 958,940 31,041 Mylan Laboratories ss. 116,900 2,072 Pfizer 3,243,675 85,211 Schering-Plough 643,104 11,672 Watson Pharmaceuticals *ss. 48,430 1,488 Wyeth 580,869 24,501 332,240 Total Health Care 611,892 INDUSTRIALS & BUSINESS SERVICES 11.4% Aerospace & Defense 2.1% Boeing 361,682 21,144 General Dynamics 86,657 9,277 Goodrich 51,439 1,969 Honeywell International 368,257 13,703 L-3 Communication ss. 50,400 3,579 Lockheed Martin 173,896 10,618 Northrop Grumman 156,394 8,442 Raytheon 196,099 7,589 Rockwell Collins 77,151 3,672 United Technologies 222,724 22,642 102,635 Air Freight & Logistics 1.0% Fedex 130,512 12,262 Ryder System 26,618 1,110 UPS, Class B 484,879 35,270 48,642 Airlines 0.1% Delta *ss. 57,423 232 Southwest Airlines 333,134 4,744 4,976 Building Products 0.2% American Standard 78,060 3,628 Masco 194,255 6,735 10,363 Commercial Services & Supplies 0.9% Allied Waste Industries *ss. 130,971 957 Apollo Group, Class A * 71,844 5,321 Avery Dennison 47,270 2,927 Cendant 457,134 9,389 Cintas 73,102 3,020 Equifax 57,695 1,771 H&R Block ss. 71,988 3,641 PHH * 21,986 481 Pitney Bowes 99,903 4,508 R.R. Donnelley 93,571 2,959 Robert Half International 72,861 1,964 Waste Management 246,800 7,120 44,058 Construction & Engineering 0.0% Fluor ss. 37,210 2,063 2,063 Electrical Equipment 0.4% American Power Conversion ss. 81,366 2,125 Cooper Industries, Class A 39,153 2,800 Emerson Electric 179,044 11,625 Power-One * 37,900 184 Rockwell Automation 77,887 4,412 21,146 Industrial Conglomerates 4.6% 3M 334,690 28,680 GE 4,597,499 165,786 Textron 59,002 4,403 Tyco International 872,173 29,479 228,348 Machinery 1.4% Caterpillar 148,586 13,587 Cummins Engine ss. 18,961 1,334 Danaher 119,202 6,367 Deere 106,999 7,183 Dover 86,030 3,251 Eaton 66,478 4,348 Illinois Tool Works 119,888 10,734 Ingersoll-Rand, Class A 75,372 6,003 ITT Industries 40,276 3,634 Navistar * 29,270 1,065 PACCAR 75,561 5,470 Pall ss. 54,293 1,472 Parker Hannifin 52,192 3,179 67,627 Road & Rail 0.6% Burlington Northern Santa Fe 163,948 8,842 CSX 93,434 3,891 Norfolk Southern 173,405 6,425 Union Pacific 113,079 7,882 27,040 Trading Companies & Distributors 0.1% W. W. Grainger 38,562 2,401 2,401 Total Industrials & Business Services 559,299 INFORMATION TECHNOLOGY 14.5% Communications Equipment 2.4% ADC Telecommunications *ss. 363,929 724 Andrew *ss. 68,100 798 Avaya *ss. 208,633 2,437 CIENA *ss. 245,495 422 Cisco Systems * 2,810,474 50,279 Comverse Technology * 85,892 2,166 Corning * 610,137 6,791 JDS Uniphase * 648,511 1,083 Lucent Technologies *ss. 1,926,465 5,298 Motorola 1,062,266 15,902 QUALCOMM 712,992 26,131 Scientific-Atlanta 65,124 1,838 Tellabs * 199,622 1,457 115,326 Computers & Peripherals 3.7% Apple Computer * 355,844 14,828 Dell * 1,069,348 41,084 EMC * 1,042,156 12,839 Gateway *ss. 157,122 633 Hewlett-Packard 1,258,906 27,620 IBM 709,976 64,878 Lexmark International * 54,467 4,356 NCR *ss. 80,776 2,725 Network Appliance *ss. 158,415 4,382 QLogic * 40,561 1,643 Sun Microsystems * 1,463,226 5,912 180,900 Electronic Equipment & Instruments 0.3% Agilent Technologies * 187,264 4,157 Jabil Circuit *ss. 84,954 2,423 Molex 79,832 2,105 Sanmina-SCI * 230,897 1,205 Solectron * 415,314 1,441 Symbol Technologies 107,049 1,551 Tektronix 39,939 980 13,862 Internet Software & Services 0.4% Monster Worldwide * 53,307 1,495 Yahoo! * 569,496 19,306 20,801 IT Services 1.1% Affiliated Computer Services, Class A * 54,400 2,896 Automatic Data Processing 254,280 11,430 Computer Sciences * 82,945 3,803 Convergys * 62,364 931 Electronic Data Systems 217,712 4,500 First Data 353,677 13,903 Fiserv * 84,223 3,352 Paychex 161,071 5,286 Sabre Holdings 56,514 1,237 SunGard Data Systems * 126,526 4,365 Unisys * 142,584 1,007 52,710 Office Electronics 0.1% Xerox * 414,274 6,276 6,276 Semiconductor & Semiconductor Equipment 2.9% Advanced Micro Devices * 170,465 2,748 Altera * 162,346 3,211 Analog Devices 161,994 5,855 Applied Materials * 726,559 11,807 Applied Micro Circuits * 135,978 447 Broadcom, Class A * 126,005 3,770 Freescale Semiconductor, Class B * 173,988 3,001 Intel 2,709,616 62,944 KLA-Tencor * 85,039 3,913 Linear Technology 133,070 5,098 LSI Logic *ss. 163,765 915 Maxim Integrated Products 141,445 5,781 Micron Technology * 267,523 2,766 National Semiconductor ss. 154,894 3,192 Novellus Systems * 61,391 1,641 NVIDIA *ss. 72,879 1,732 PMC-Sierra *ss. 76,210 671 Teradyne * 83,906 1,225 Texas Instruments 748,658 19,083 Xilinx 150,949 4,412 144,212 Software 3.6% Adobe Systems 105,414 7,081 Autodesk 99,638 2,965 BMC Software *ss. 94,814 1,422 Citrix Systems * 72,830 1,735 Computer Associates 230,607 6,250 Compuware * 171,987 1,238 Electronic Arts * 133,378 6,906 Intuit * 79,488 3,479 Mercury Interactive * 38,026 1,802 Microsoft 4,383,794 105,956 Novell *ss. 160,589 957 Oracle * 1,953,587 24,381 Parametric Technology * 120,004 671 Siebel Systems * 219,915 2,008 Symantec * 307,500 6,559 VERITAS Software * 183,671 4,265 177,675 Total Information Technology 711,762 MATERIALS 3.1% Chemicals 1.7% Air Products and Chemicals 98,663 6,244 Dow Chemical 414,724 20,674 DuPont 431,932 22,132 Eastman Chemical ss. 34,117 2,013 Ecolab 95,634 3,161 Engelhard 52,559 1,578 Great Lakes Chemical 21,392 687 Hercules * 49,886 723 International Flavors & Fragrances 39,330 1,554 Monsanto 115,614 7,457 PPG Industries ss. 75,028 5,366 Praxair 139,980 6,699 Rohm & Haas 84,225 4,043 Sigma Aldrich 29,612 1,814 84,145 Construction Materials 0.0% Vulcan Materials ss. 43,667 2,482 2,482 Containers & Packaging 0.2% Ball 47,832 1,984 Bemis 45,298 1,410 Pactiv * 64,604 1,508 Sealed Air * 36,173 1,879 Temple-Inland 25,044 1,817 8,598 Metals & Mining 0.7% Alcoa 377,598 11,475 Allegheny Technologies 41,376 998 Freeport McMoRan Copper Gold, Class B 78,060 3,092 Newmont Mining 192,076 8,115 Nucor 69,334 3,991 Phelps Dodge 41,808 4,253 U.S. Steel Group ss. 49,451 2,515 34,439 Paper & Forest Products 0.5% Georgia-Pacific 113,127 4,015 International Paper 212,409 7,814 Louisiana Pacific 46,118 1,159 MeadWestvaco 88,213 2,807 Neenah Paper ss. 6,127 206 Weyerhaeuser 105,118 7,201 23,202 Total Materials 152,866 TELECOMMUNICATION SERVICES 3.0% Diversified Telecommunication Services 2.7% Alltel 131,489 7,212 AT&T ss. 347,997 6,525 BellSouth 793,487 20,861 Centurytel 57,228 1,879 Citizens Communications 146,470 1,895 Qwest Communications International *ss. 769,716 2,848 SBC Communications 1,436,247 34,025 Sprint-FON Group 640,351 14,568 Verizon Communications 1,202,126 42,676 132,489 Wireless Telecommunication Services 0.3% Nextel Communications, Class A * 488,120 13,872 13,872 Total Telecommunication Services 146,361 UTILITIES 3.1% Electric Utilities 2.1% Allegheny Energy *ss. 59,215 1,223 Ameren ss. 84,609 4,147 American Electric Power 169,133 5,761 CenterPoint Energy ss. 132,546 1,595 CINergy ss. 80,626 3,267 Consolidated Edison 105,353 4,444 DTE Energy ss. 75,923 3,453 Edison International 141,153 4,901 Entergy 95,354 6,738 Exelon 289,736 13,296 FirstEnergy 143,493 6,020 FPL Group 169,430 6,803 PG&E 156,317 5,330 Pinnacle West Capital 39,297 1,670 PPL 82,376 4,447 Progress Energy 107,142 4,495 Southern Company 321,803 10,243 Teco Energy ss. 85,104 1,334 TXU 104,073 8,287 XCEL Energy 174,877 3,004 100,458 Gas Utilities 0.1% KeySpan 68,949 2,687 NICOR ss. 19,026 705 NiSource 118,065 2,691 Peoples Energy 16,526 693 6,776 Multi-Utilities & Unregulated Power 0.9% AES * 280,733 4,598 Calpine *ss. 238,429 668 CMS Energy *ss. 84,520 1,102 Constellation Energy Group 76,788 3,970 Dominion Resources 147,537 10,981 Duke Energy ss. 407,760 11,421 Dynegy, Class A *ss. 166,185 650 Public Service Enterprise ss. 103,249 5,616 Sempra Energy ss. 103,195 4,111 43,117 Total Utilities 150,351 Total Common Stocks (Cost $3,858,591) 4,703,880 SHORT-TERM INVESTMENTS 4.3% Money Market Fund 4.0% T. Rowe Price Reserve Investment Fund, 2.67% #+ 197,955,424 197,955 197,955 U.S. Treasury Obligations 0.3% U.S. Treasury Bills, 2.66%, 4/21/05 ss.++ 14,500,000 14,479 14,479 Total Short-Term Investments (Cost $212,434) 212,434 SECURITIES LENDING COLLATERAL 2.2% Money Market Trust 2.2% State Street Bank and Trust Company of New Hampshire N.A. Securities Lending Quality Trust units, 2.882% # 106,121,404 106,121 Total Securities Lending Collateral (Cost $106,121) 106,121 FUTURES CONTRACTS 0.0% Variation margin receivable (payable) on open futures contracts (2) (262) Total Futures Contracts (262) Total Investments in Securities 102.2% of Net Assets (Cost $4,177,146) $ 5,022,173 (1) Denominated in U.S. dollars unless otherwise noted # Seven-day yield * Non-income producing ss. All or a portion of this security is on loan at March 31, 2005 - See Note 2 ++ All or a portion of this security is pledged to cover margin requirements on futures contracts at March 31, 2005. + Affiliated company - See Note 4. REIT Real Estate Investment Trust (2) Open Futures Contracts at March 31, 2005 were as follows: ($ 000s) Contract Unrealized Expiration Value Gain (Loss) Long, 137 S&P 500 contracts, $2,314 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 $ 40,549 $ (998) Long, 2,867 S&P MINI 500 contracts, $9,686 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 169,712 (4,800) Net payments (receipts) of variation margin to date 5,536 Variation margin receivable (payable) on open futures contracts $ (262) The accompanying notes are an integral part of this Portfolio of Investments. T. Rowe Price Equity Index 500 Fund Unaudited March 31, 2005 Notes To Portfolio of Investments NOTE 1 - SIGNIFICANT ACCOUNTING POLICIES T. Rowe Price Index Trust, Inc. (the trust) is registered under the Investment Company Act of 1940 (the 1940 Act). The Equity Index 500 Fund (the fund), a diversified, open-end management investment company, is one portfolio established by the trust. The fund seeks to match the performance of the Standard & Poor's 500 Stock Index(R). Valuation The fund values its investments and computes its net asset value per share at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET, each day that the NYSE is open for business. Equity securities listed or regularly traded on a securities exchange or in the over-the-counter market are valued at the last quoted sale price at the time the valuations are made, except for OTC Bulletin Board securities, which are valued at the mean of the latest bid and asked prices. A security that is listed or traded on more than one exchange is valued at the quotation on the exchange determined to be the primary market for such security. Listed securities not traded on a particular day are valued at the mean of the latest bid and asked prices. Debt securities with original maturities of less than one year are valued at amortized cost in local currency, which approximates fair value when combined with accrued interest. Investments in mutual funds are valued at the mutual fund's closing net asset value per share on the day of valuation. Financial futures contracts are valued at closing settlement prices. Other investments and those for which the above valuation procedures are inappropriate or are deemed not to reflect fair value are stated at fair value as determined in good faith by the T. Rowe Price Valuation Committee, established by the fund's Board of Trustees. Investment Transactions Investment transactions are accounted for on the trade date. Unsettled variation margin on futures contracts is included in investments in securities. NOTE 2 - INVESTMENT TRANSACTIONS Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or enhance performance. The investment objective, policies, program, and risk factors of the fund are described more fully in the fund's prospectus and Statement of Additional Information. Futures Contracts The fund may invest in futures contracts, which provide for the future sale by one party and purchase by another of a specified amount of a specific financial instrument at an agreed upon price, date, time, and place. Risks arise from possible illiquidity of the futures market and from movements in security values. Securities Lending The fund lends its securities to approved brokers to earn additional income. It receives as collateral cash and U.S. government securities valued at 102% to 105% of the value of the securities on loan. Cash collateral is invested in a money market pooled trust managed by the fund's lending agent in accordance with investment guidelines approved by fund management. Collateral is maintained over the life of the loan in an amount not less than the value of loaned securities, as determined at the close of fund business each day; any additional collateral required due to changes in security values is delivered to the fund the next business day. Although risk is mitigated by the collateral, the fund could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities. At March 31, 2005, the value of loaned securities was $103,508,000; aggregate collateral consisted of $106,121,000 in the money market pooled trust. NOTE 3 - FEDERAL INCOME TAXES At March 31, 2005, the cost of investments for federal income tax purposes was $4,177,146,000. Net unrealized gain aggregated $839,491,000 at period-end, of which $1,238,518,000 related to appreciated investments and $399,027,000 related to depreciated investments. The amount and character of tax-basis distributions and composition of net assets are finalized at fiscal year-end; accordingly, tax-basis balances have not been determined as of March 31, 2005. NOTE 4 - RELATED PARTY TRANSACTIONS Consistent with its investment objective, the fund may invest in T. Rowe Price Group, Inc. Additionally, the fund may invest in the T. Rowe Price Reserve Investment Fund and the T. Rowe Price Government Reserve Investment Fund (collectively, the Reserve Funds), open-end management investment companies managed by Price Associates and affiliates of the fund. The Reserve Funds are offered as cash management options to mutual funds, trusts, and other accounts managed by Price Associates and/or its affiliates, and are not available for direct purchase by members of the public. The Reserve Funds pay no investment management fees. During the three months ended March 31, 2005, dividend income from the Reserve Funds totaled $1,007,000, and the value of shares of the Reserve Funds held at March 31, 2005 and December 31, 2004 was $197,955,000 and $145,661,000, respectively. During the three months ended March 31, 2005, dividend income from T. Rowe Price Group, Inc. totaled $13,000, and the value of shares of T. Rowe Price Group, Inc. held at March 31, 2005 and December 31, 2004 was $3,231,000 and $3,229,000, respectively. For the three months ended March 31, 2005, realized gain/loss on affiliated companies was $0. T. Rowe Price Extended Equity Market Index Fund Unaudited March 31, 2005 PORTFOLIO OF INVESTMENTS (1) Shares/$ Par Value (Cost and value in $ 000s) COMMON STOCKS 95.2% CONSUMER DISCRETIONARY 17.6% Auto Components 0.5% Aftermarket Technology * 1,800 30 American Axle & Manufacturing Holdings 2,200 54 Amerigon, Class A *ss. 1,200 5 Arvinmeritor 4,025 62 Bandag 900 42 Borg-Warner 2,200 107 Collins & Aikman *ss. 5,500 7 Drew Industries *ss. 1,200 45 Dura Automotive Systems, Class A *ss. 1,300 6 Gentex ss. 3,000 96 IMPCO Technologies *ss. 1,800 10 Keystone Automotive * 1,200 28 Lear 3,000 133 Modine Manufacturing 1,300 38 Noble International ss. 1,000 23 Sauer-Danfoss 2,100 47 Sports Resorts International *ss. 4,000 13 Standard Motor Products 1,900 22 Superior Industries International ss. 1,000 26 TRW * 4,100 80 Universal Automotive * 3,200 1 Zapata Corporation *ss. 400 29 904 Automobiles 0.1% Coachmen Industries ss. 1,300 18 Fleetwood *ss. 2,500 22 Monaco Coach ss. 1,500 24 National RV Holdings * 1,600 16 Thor Industries 2,800 84 Winnebago ss. 1,500 47 211 Distributors 0.1% ACR Group *ss. 1,400 6 Advanced Marketing Services *ss. 2,000 12 Aristotle * 900 7 Building Material Holding 900 40 Design Within Reach *ss. 800 13 Educational Development 800 8 Handleman 1,600 30 Prestige Brands * 2,200 39 Source Information Management * 1,900 21 Transnet 2,200 3 179 Hotels, Restaurants & Leisure 3.6% Alliance Gaming *ss. 3,000 29 Ameristar Casinos 1,000 55 Applebee's 3,575 98 Archon Corporation *ss. 1,100 22 Argosy Gaming * 1,600 73 Aztar * 2,100 60 Bally Total Fitness Holdings *ss. 1,500 5 Bob Evans Farms 1,500 35 Bowl America, Class A 300 4 Boyd Gaming 3,800 198 Brinker * 4,350 158 BUCA *ss. 2,400 15 Caesars Entertainment * 13,500 267 California Pizza Kitchen * 1,500 35 CEC Entertainment * 1,650 60 Cedar Fair ss. 2,000 63 Choice Hotels International 1,700 105 Churchill Downs 500 20 CKR Restaurants *ss. 2,850 45 Cracker Barrel 2,400 99 Dave & Buster's *ss. 1,200 22 Diamondhead Casino * 10,500 7 Domino's Pizza ss. 2,900 54 Dover Downs Gaming and Entertainment 388 5 Dover Motorsports ss. 4,000 20 Empire Resorts *ss. 700 5 Famous Dave's of America * 2,600 37 Frisch's Restaurants 800 21 Gaming Partners International *ss. 600 9 Gaylord Entertainment *ss. 1,700 69 Golf Trust of America, REIT * 1,900 4 Great Wolf Resorts * 2,000 50 GTECH 5,400 127 IHOP ss. 900 43 International Speedway, Class A 2,100 114 Isle of Capris Casinos *ss. 1,300 34 Jack In The Box * 1,500 56 John Q Hammons Hotels * 300 6 Krispy Kreme *ss. 2,400 18 La Quinta Properties * 9,300 79 Landry's Seafood Restaurant 1,300 38 Las Vegas Sands *ss. 15,400 693 Life Time Fitness *ss. 1,100 30 Lone Star Steakhouse & Saloon 1,300 38 Mandalay Resort Group 3,000 211 Marcus 1,500 31 MGM Mirage * 6,296 446 Mikohn Gaming * 700 9 MTR Gaming Group * 2,800 35 Multimedia Games *ss. 1,500 12 O'Charley's * 1,600 35 Outback Steakhouse 3,200 146 Panera Bread, Class A *ss. 1,400 79 Papa John's International *ss. 1,100 38 Penn National Gaming * 3,600 106 PF Chang's China Bistro *ss. 1,300 78 Pinnacle Entertainment * 2,300 38 Rare Hospitality International * 1,650 51 Red Robin Gourmet Burgers *ss. 800 41 Royal Caribbean Cruises ss. 8,610 385 Ruby Tuesday ss. 2,800 68 Ryan's Restaurant Group * 1,700 25 Scientific Games, Class A *ss. 3,000 69 Shuffle Master *ss. 2,248 65 Six Flags *ss. 5,400 22 Sonic * 2,562 86 Speedway Motorsports 1,800 64 Station Casinos 2,750 186 Steak 'N Shake * 2,000 39 Texas Roadhouse, Class A * 2,000 56 The Cheesecake Factory * 3,275 116 Triarc, Class B ss. 2,900 40 Vail Resorts * 1,500 38 WMS Industries *ss. 1,300 37 Wyndham International, Class A * 9,400 7 Wynn Resorts *ss. 4,300 291 5,975 Household Durables 2.2% American Greetings, Class A 3,000 76 Applica * 1,300 7 Beazer Homes ss. 1,500 75 Blyth Industries 2,000 64 Brillian Corp *ss. 237 0 Brookfield Homes 1,200 51 Champion Enterprises * 4,800 45 D. R. Horton 13,817 404 Department 56 * 1,400 24 Emerson Radio Corporation *ss. 4,200 15 Enesco Group *ss. 1,800 12 Ethan Allen Interiors 1,500 48 Flexsteel Industries 900 15 Foamex International *ss. 1,700 3 Furniture Brands International 2,600 57 Harman International 2,740 242 Helen of Troy Limited *ss. 900 25 Hovnanian Enterprises * 2,740 140 Jarden * 1,250 57 Kimball International, Class B 2,600 38 Knape & Vogt Manufacturing 1,400 18 La-Z-Boy ss. 2,600 36 Lennar, Class A 6,628 376 Levitt, Class A 1,275 33 Libbey 1,200 25 MDC Holdings 1,955 136 Meritage * 1,400 82 Mohawk Industries * 3,054 257 NVR * 280 220 Oneida *ss. 500 1 Palm Harbor Homes *ss. 1,400 23 Rayovac * 1,600 67 Rockford Corporation *ss. 2,600 6 Russ Berrie 1,100 21 Ryland Group 2,160 134 Skyline 400 15 Standard Pacific 1,500 108 Stanley Furniture 600 28 Technical Olympic USA 2,150 65 Tempur-Pedic *ss. 4,100 77 Toll Brothers * 3,300 260 Tupperware 2,400 49 Universal Electronics * 1,400 24 WCI Communities *ss. 2,100 63 Yankee Candle Company * 2,200 70 3,592 Internet & Catalog Retail 0.6% 1-800-Flowers.com * 3,700 28 Alloy Online *ss. 3,200 19 Amazon.com *ss. 17,900 613 Audible * 400 5 Blue Nile *ss. 1,400 39 Bluefly *ss. 700 1 Celebrate Express * 500 10 Coldwater Creek * 2,568 48 Drugstore.com *ss. 5,500 14 Global Sports *ss. 3,700 50 Hollywood Media *ss. 2,500 13 Insight Enterprises * 1,900 33 J. Jill Group * 1,150 16 Mediabay *ss. 3,800 2 Netflix *ss. 2,900 32 Overstock.com *ss. 1,100 47 PC Mall *ss. 800 10 priceline.com *ss. 2,033 51 Sportsman's Guide * 200 5 ValueVision International * 2,200 27 1,063 Leisure Equipment & Products 0.4% Action Performance Cos ss. 2,300 30 Arctic Cat 1,057 29 Callaway Golf 3,800 49 JAKKS Pacific *ss. 1,600 34 Johnson Outdoors, Class A * 700 13 K2 * 1,800 25 Leapfrog Enterprises *ss. 2,100 24 MarineMax * 800 25 Marvel Enterprises *ss. 4,799 96 Nature Vision * 600 4 Nautilus Group ss. 1,337 32 Oakley ss. 3,400 44 Polaris Industries ss. 2,000 140 RC2 Corporation * 900 31 SCP Pool 1,612 51 Steinway Musical Instruments * 600 18 The Boyds Collection * 4,000 9 654 Media 5.4% 4Kids Entertainment *ss. 1,400 31 Acme Communications * 1,700 9 ADVO 1,550 58 Arbitron 1,600 69 Beasley Broadcast Group, Class A * 1,200 21 Belo Corporation, Class A 5,300 128 Cablevision Systems, Class A * 13,360 375 Cadmus Communications 1,500 21 Catalina Marketing ss. 2,250 58 Charter Communications, Class A *ss. 13,400 21 Citadel Broadcasting *ss. 5,500 76 Cox Radio, Class A * 1,800 30 Crown Media, Class A *ss. 3,300 30 Cumulus Media, Class A *ss. 2,405 34 Daily Journal *ss. 600 27 Dex Media 6,200 128 Digital Generation Systems *ss. 5,200 7 Directv * 58,979 850 Dreamworks Animation, Class A * 5,000 204 EchoStar Communications, Class A 9,900 290 EMAK Worldwide * 800 8 Emmis Communications * 2,600 50 Entercom Communications * 2,300 82 Entravision Communications, Class A * 3,844 34 Fisher Communications *ss. 500 26 Gemstar TV Guide * 19,800 86 Getty Images * 2,600 185 Harris Interactive * 4,300 20 Harte-Hanks 3,550 98 Hearst-Argyle Television 3,191 81 Hollinger International 4,000 44 Insight Communications * 2,900 34 Insignia Systems *ss. 700 1 Interactive Data * 3,700 77 John Wiley & Sons 2,500 88 Journal Communications, Class A 3,600 60 Journal Register * 2,600 43 Lamar Advertising * 4,200 169 Lee Enterprises 2,100 91 Liberty ss. 800 32 Liberty Media, Class A * 128,475 1,332 Liberty Media International, Series A * 7,683 336 LIN TV, Class A *ss. 1,500 25 LodgeNet Entertainment * 1,700 32 Martha Stewart Living, Class A *ss. 2,100 47 McClatchy 1,900 141 Media General, Class A 1,000 62 Mediacom Communications *ss. 4,600 30 Metro Goldwyn Mayer *ss. 10,000 119 Navarre *ss. 1,900 15 News Corporation, Class A 16,924 286 Nexstar Broadcasting, Class A *ss. 1,100 8 Paxson Communications * 6,000 4 Pegasus Communications, Class A *ss. 400 5 Penton Media * 1,700 0 Pixar *ss. 2,600 254 Playboy Enterprises, Class B * 2,000 26 Primedia * 10,736 47 ProQuest * 1,300 47 Pulitzer 600 38 R.H. Donnelley * 1,600 93 Radio One * 4,400 65 Reader's Digest 3,900 67 Regal Entertainment Group, Class A ss. 6,400 135 Regent Communications * 3,100 17 Rentrak * 1,000 11 Saga Communications, Class A * 1,150 19 Salem Communications, Class A * 1,400 29 Scholastic * 1,600 59 Scripps, Class A 7,240 353 Sinclair Broadcasting, Class A 2,700 22 Sirius Satellite Radio *ss. 52,500 295 Spanish Broadcasting, Class A * 2,500 26 TiVo *ss. 4,800 25 Unitedglobalcom, Class A * 17,200 163 Valassis Communications * 2,700 94 Value Line ss. 800 31 Washington Post, Class B 400 358 Westwood One * 4,100 83 World Wrestling, Class A 3,000 36 WPP Group ADR ss. 795 45 WPT Enterprises *ss. 1,100 21 XM Satellite Radio Holdings, Class A *ss. 9,500 299 Young Broadcasting *ss. 1,400 12 8,988 Multiline Retail 0.4% 99 Cents Only Stores *ss. 3,465 46 Bon-Ton Stores 1,200 22 Dollar Tree Stores * 5,225 150 Fred's, Class A ss. 1,525 26 Neiman Marcus, Class A 2,300 211 Saks 5,675 102 Shopko Stores * 2,000 44 Tuesday Morning * 1,600 46 647 Specialty Retail 3.5% Aaron Rents, Class A 1,575 28 Aaron Rents, Class B 2,175 43 Abercrombie & Fitch 4,000 229 AC Moore Arts & Crafts * 1,000 27 Advance Auto Parts * 3,512 177 Aeropostale * 2,550 84 American Eagle Outfitters 6,500 192 AnnTaylor Stores * 3,000 77 Asbury Automotive Group * 2,200 34 Barnes & Noble * 3,000 103 bebe stores ss. 2,250 76 Big 5 Sporting Goods 1,500 37 Blockbuster, Class A ss. 7,700 68 Borders Group 3,000 80 Buckle 1,000 35 Build-A-Bear Workshop *ss. 600 18 Burlington Coat Factory 2,100 60 Cabela's, Class A *ss. 2,700 56 CarMax *ss. 4,600 145 Cato Corporation, Class A 1,500 48 Charlotte Russe Holding * 1,200 15 Charming Shoppes * 5,200 42 Chico's * 7,800 220 Christopher & Banks 1,812 32 Claire's Stores 3,500 81 Cost Plus * 800 21 CSK Auto * 2,100 37 Dick's Sporting Goods *ss. 1,600 59 Dress Barn * 2,000 36 E Com *ss. 2,500 32 Electronics Boutique Holdings * 1,100 47 Finlay Enterprises *ss. 1,100 15 Foot Locker 6,600 193 Franklin Covey * 2,900 7 GameStop, Class B * 1,274 28 Genesco * 1,400 40 Group One Automotive * 1,000 26 Guess ? * 2,600 36 Guitar Center * 1,100 60 Gymboree * 1,100 14 Hancock Fabrics ss. 1,100 8 Haverty Furniture 1,700 26 Hibbett Sporting Goods * 1,512 45 Hollywood Entertainment * 2,900 38 Hot Topic * 2,450 54 Linens 'n Things * 2,100 52 Lithia Motors, Class A 1,400 36 Men's Wearhouse * 1,600 68 Michaels Stores 6,100 221 Monro Muffler Brake * 800 21 Mothers Work *ss. 700 10 Movie Gallery 1,000 29 New York & Company * 2,500 50 O'Reilly Automotive * 2,400 119 Pacific Sunwear * 3,525 99 Pantry *ss. 900 28 Party City * 1,900 28 Payless Shoesource * 2,715 43 Pep Boys ss. 2,400 42 Petco * 2,900 107 PETsMART 6,400 184 Pier 1 Imports 4,000 73 Pomeroy Computer Resources *ss. 1,400 21 Regis 2,200 90 Rent Way *ss. 2,000 16 Rent-A-Center * 3,150 86 Restoration Hardware * 4,100 23 Rex Stores *ss. 750 11 Ross Stores 6,400 186 Select Comfort *ss. 2,000 41 Sharper Image *ss. 1,200 20 Shoe Carnival * 900 16 Sonic Automotive ss. 1,300 30 Stage Stores * 1,000 38 Stein Mart * 2,700 61 Syms *ss. 1,400 19 Talbots 2,400 77 TBC Corp * 1,100 31 The Children's Place * 1,100 53 The Finish Line, Class A 1,900 44 The Sports Authority *ss. 1,196 33 Too * 1,600 39 Trans World Entertainment *ss. 4,200 62 TSC * 1,800 79 Tweeter Home Entertainment Group *ss. 2,600 14 Ultimate Electronics * 1,000 0 United Auto Group 1,800 50 United Retail Group * 1,000 6 Urban Outfitters * 3,700 177 Weight Watchers *ss. 5,200 223 West Marine *ss. 1,400 30 Wet Seal *ss. 1,875 7 Whitehall Jewellers *ss. 1,200 9 Williams-Sonoma * 4,900 180 Wilsons Leather *ss. 1,900 9 Winmark * 1,200 24 Zale * 2,400 71 5,915 Textiles, Apparel, & Luxury Goods 0.8% Brown Shoe 1,100 38 Candies * 1,300 6 Charles & Colvard *ss. 700 9 Cherokee 900 30 Columbia Sportswear *ss. 1,750 93 Culp * 1,600 9 Cutter & Buck 1,500 21 Forward Industries *ss. 2,300 30 Fossil * 3,087 80 Giant * 6 3 Haggar 1,000 20 K-Swiss, Class A 2,000 66 Kellwood 1,400 40 Kenneth Cole Productions 1,400 41 Lazare Kaplan International *ss. 1,600 18 Madden Steven * 1,200 20 Mossimo *ss. 3,300 11 Movado Group 1,600 30 Movie Star * 2,500 2 Oshkosh B'Gosh, Class A ss. 1,100 34 Phillips-Van Heusen 1,900 51 Polo Ralph Lauren 4,300 167 Quaker Fabric ss. 1,900 6 Quiksilver * 3,100 90 Russell 1,400 25 Saucony, Class A 1,200 28 Stride Rite 2,800 37 Superior Uniform Group 1,200 16 Tandy Brands ss. 1,400 21 Tarrant Apparel *ss. 2,400 5 Timberland, Class A * 1,600 114 Unifi * 6,200 21 UniFirst ss. 900 36 Weyco Group 500 22 Wolverine World Wide 2,700 58 1,298 Total Consumer Discretionary 29,426 CONSUMER STAPLES 4.5% Beverages 0.3% Coca-Cola Bottling 500 26 Constellation Brands, Class A * 5,000 264 Hansen Natural *ss. 200 12 Midwest Grain Products ss. 1,800 15 National Beverage * 1,900 16 PepsiAmericas 6,700 152 Willamette Valley Vineyards *ss. 2,700 8 493 Food & Staples Retailing 0.6% 7-Eleven * 5,100 122 Arden Group, Class A ss. 200 14 BJ's Wholesale Club * 3,100 96 Casey's General Stores 2,200 39 Fresh Brands *ss. 800 6 Great Atlantic & Pacific Tea *ss. 3,600 54 Longs Drug Stores 1,600 55 Marsh Supermarkets ss. 1,500 18 Nash Finch ss. 700 27 Pathmark Stores * 1,100 7 Performance Food Group * 1,900 53 PriceSmart *ss. 1,500 11 Rite Aid * 21,900 87 Ruddick 2,200 51 Smart & Final * 1,800 22 United Natural Foods * 1,800 51 Weis Markets 1,000 37 Whole Foods Market 2,700 276 Wild Oats Markets *ss. 2,000 21 1,047 Food Products 2.9% Alico * 600 32 American Italian Pasta, Class A ss. 900 25 Bridgford Foods *ss. 1,000 9 Bunge Limited ss. 4,800 259 Chiquita 1,700 45 Corn Products International 3,300 86 Cuisine Solutions * 4,500 22 Dean Foods * 7,158 245 Del Monte Foods * 8,600 93 Delta Pine & Land 1,900 51 Farmer Bros. ss. 1,200 29 Flowers Foods 1,710 48 Fresh Del Monte Produce ss. 2,700 82 Gold Kist * 2,200 35 Green Mountain Coffee *ss. 800 19 Hain Celestial Group * 2,200 41 Hormel Foods 5,700 177 J & J Snack Foods 700 33 J.M. Smucker 2,436 122 Kraft Foods, Class A 75,000 2,479 Lancaster Colony 1,400 60 Lance 1,100 18 Lifeway Foods *ss. 1,800 15 Maui Land & Pineapple *ss. 600 26 Peet's Coffee & Tea * 1,100 27 Pilgrim's Pride ss. 3,000 107 Ralcorp Holdings 1,000 47 Rocky Mountain Chocolate Factory ss. 2,543 63 Sanderson Farms 1,050 45 Seaboard 50 54 Smithfield Foods * 5,000 158 Tootsie Roll Industries 2,052 62 Tyson Foods, Class A 15,119 252 4,866 Household Products 0.3% Central Garden & Pet * 1,200 53 Church & Dwight 2,950 105 Energizer * 3,400 203 Ionatron *ss. 3,400 28 Katy Industries * 1,700 7 Oil-Dri 1,800 33 429 Personal Products 0.3% Chattem * 1,300 58 Elizabeth Arden * 1,600 38 Estee Lauder, Class A 5,200 234 Inter Parfums ss. 1,400 20 NBTY * 3,100 78 Nu Skin Asia Pacific, Class A 2,900 65 Playtex Products *ss. 4,400 39 Reliv International ss. 1,200 11 Revlon, Class A *ss. 15,600 45 588 Tobacco 0.1% DiMon ss. 1,900 12 Standard Commercial ss. 900 17 Star Scientific *ss. 3,400 18 Universal Corporation 1,100 50 Vector Group ss. 2,110 33 130 Total Consumer Staples 7,553 ENERGY 5.9% Energy Equipment & Services 2.3% Atwood Oceanics * 700 47 Cal Dive International * 1,700 77 Carbo Ceramics 700 49 Cooper Cameron * 2,400 137 Dawson Geophysical *ss. 200 5 Diamond Offshore Drilling 5,600 279 Dril-Quip * 1,400 43 ENSCO International 6,700 252 FMC Technologies * 2,800 93 Global Industries * 4,200 39 GlobalSantaFe 10,359 384 Grant Prideco * 5,090 123 Grey Wolf * 8,200 54 Gulf Island Fabrication 1,100 26 Gulfmark Offshore *ss. 1,600 41 Hanover Compressor *ss. 4,200 51 Helmerich & Payne 2,300 91 Horizon Offshore *ss. 1,300 1 Hydril * 1,000 58 Input/Output *ss. 2,900 19 Key Energy Services * 4,700 54 Lone Star Technologies * 1,310 52 Matrix Service *ss. 2,200 10 Maverick Tube * 1,900 62 NATCO Group, Class A * 600 7 Newpark Resources * 5,100 30 NS Group * 2,000 63 Oceaneering International * 1,300 49 Offshore Logistics * 1,100 37 Oil States International * 2,300 47 Omni Energy Services *ss. 1,900 4 Parker Drilling * 6,500 37 Patterson-UTI Energy 7,600 190 Petroleum Helicopters * 300 9 Pride International * 6,000 149 Seacor Holdings * 900 57 Smith International 4,700 295 Superior Energy * 3,600 62 TETRA Technologies * 1,350 38 Tidewater 2,600 101 Todco, Class A * 3,100 80 Torch Offshore *ss. 2,500 3 Unit * 2,100 95 Universal Compression Holdings * 1,500 57 Veritas DGC * 1,700 51 W-H Energy Services * 1,400 33 Weatherford International * 5,590 324 3,865 Oil & Gas 3.6% Adams Resources & Energy 2,300 48 Berry Petroleum, Class A 1,000 51 Bill Barrett * 2,100 61 BP Prudhoe Bay Royalty Trust ss. 1,300 91 Buckeye Partners, Equity Units *ss. 1,600 73 Cabot Oil & Gas 1,600 88 Callon Petroleum *ss. 1,600 25 Carrizo Oil & Gas * 2,300 39 Castle Energy 1,400 16 Chesapeake Energy 11,800 259 Cimarex Energy *ss. 2,040 80 Comstock Resources * 1,600 46 Copano Energy 700 21 Cross Timbers Royalty Trust ss. 953 37 Denbury Resources * 2,000 71 Edge Petroleum * 2,000 33 Encore Acquisition * 1,100 45 Energy Partners * 1,800 47 Enterprise Products Partners, Equity Units *ss. 16,400 422 Forest Oil * 2,500 101 Frontier Oil 1,600 58 General Maritime *ss. 1,700 82 Georesources *ss. 3,100 30 Giant Industries * 1,900 49 GMX Resources *ss. 2,300 27 Harken Energy * 8,500 4 Houston Exploration * 1,200 68 Hugoton Royalty Trust ss. 2,200 65 Kaneb Services *ss. 900 38 KCS Energy * 4,300 66 KFX *ss. 1,800 24 Kinder Morgan Management 2,669 108 Magellan Midstream Partners * 1,300 79 Magellan Petroleum * 5,100 8 Magnum Hunter Resources * 3,800 61 Maritrans ss. 1,100 21 Markwest Hydrocarbon ss. 2,585 57 Meridian Resource *ss. 5,300 27 Murphy Oil 4,160 411 Newfield Exploration * 3,200 238 Noble Energy ss. 2,900 197 OMI 3,600 69 Patina Oil & Gas 3,474 139 Penn Virginia 800 37 Petrohawk Energy *ss. 1,850 19 Petroleum Development * 1,400 53 Pioneer Natural Resources 6,600 282 Plains All American Pipeline *ss. 2,400 93 Plains Exploration & Production * 3,806 133 Pogo Producing 2,800 138 Premcor 4,000 239 Pyr Energy * 7,400 12 Quicksilver Resources *ss. 2,800 136 Range Resources 2,600 61 Remington Oil & Gas * 1,700 54 Southwestern Energy * 1,500 85 Spinnaker Exploration * 1,500 53 St. Mary Land Exploration 1,300 65 Stone Energy * 1,300 63 Swift Energy * 1,900 54 Syntroleum *ss. 4,900 60 TC Pipelines *ss. 1,200 43 Teppco Partners *ss. 3,000 126 Tesoro Petroleum * 2,900 107 TransMontaigne *ss. 3,600 29 Ultra Petroleum * 3,600 183 Vintage Petroleum 2,600 82 W&T Offshore * 2,900 60 Western Gas Resources 3,000 103 Whiting Petroleum * 800 33 World Fuel Services 1,600 50 6,033 Total Energy 9,898 FINANCIALS 23.5% Capital Markets 1.4% A.G. Edwards 3,600 161 Aether Systems * 5,700 19 Affiliated Managers Group *ss. 1,500 93 AmeriTrade * 19,200 196 Apollo Investment 2,600 44 Blackrock 800 60 Calamos Asset Management, Class A 1,000 27 Cohen & Steers ss. 800 13 Eaton Vance 6,400 150 Gabelli Asset Management 1,300 58 GFI Group * 1,200 32 Greenhill ss. 1,800 64 International Assets *ss. 1,100 9 Investment Technology Group * 2,750 48 Investors Financial Services ss. 3,100 152 Jefferies Group 2,700 102 John Nuveen 4,200 144 Knight/Trimark Group * 4,600 44 LaBranche & Co. *ss. 2,600 24 Ladenburg Thalmann Financial Services *ss. 506 0 Legg Mason 4,600 359 National Financial Partners 1,700 68 optionsXpress Holdings * 2,700 44 Piper Jaffray * 1,000 37 Raymond James Financial 3,250 98 Sanders Morris Harris Group ss. 2,600 47 SEI 4,900 177 Southwest Securities 1,283 21 Waddell & Reed Financial, Class A 4,150 82 Westwood Holdings Group 620 12 2,385 Commercial Banks 4.8% 1st Source 1,341 29 Abigail Adams ss. 220 4 Alabama National Bancorp 800 50 Amcore Financial 1,400 40 Arrow Financial 859 23 Associated Banc Corp 5,254 164 BanCorpSouth ss. 3,325 69 BancTrust Financial Group ss. 1,200 24 Bank of Hawaii 2,600 118 Banner 960 26 Bay View Capital 480 8 BNCCORP *ss. 300 4 BOK Financial 2,936 119 Boston Private Financial ss. 1,459 35 BWC Financial ss. 1,127 29 Camden National ss. 900 32 Capital Corp of the West 671 31 Cathay Bancorp 2,674 84 Center Bancorp ss. 970 12 Central Pacific Financial 1,273 43 Century Bancorp, Class A 600 17 Chemical Financial 916 30 Chittenden 2,312 60 Citizens Banking 2,000 59 City Holding Company 500 15 City National 2,300 161 CoBiz ss. 1,650 32 Codorus VY Bancorp 420 8 Colonial BancGroup 5,900 121 Commerce Bancorp ss. 6,700 218 Commerce Bancshares 3,111 150 Community Banks ss. 1,044 26 Community Bankshares of Indiana 1,210 26 Cullen/Frost Bankers 2,200 99 CVB Financial 3,345 61 East West Bancorp 2,600 96 Farmers Capital Bank ss. 700 24 First Charter ss. 1,700 38 First Citizens Bancshares 450 66 First Commonwealth Financial ss. 3,600 49 First Community Bancorp 1,000 44 First Financial Bancorp ss. 2,402 44 First Financial Bankshares ss. 912 41 First Indiana ss. 1,408 34 First M & F Corporation ss. 500 17 First Merchants ss. 1,283 33 First Midwest Bancorp 2,056 67 First of Long Island ss. 450 19 First Republic Bank 1,275 41 First United 800 16 FirstBank Puerto Rico ss. 2,000 84 FirstMerit 3,900 104 FNB ss. 1,836 35 FNB Corp. of North Carolina 700 14 Frontier Financial ss. 1,200 45 Fulton Financial 5,768 126 German American Bancorp ss. 1,189 18 Glacier Bancorp 1,612 49 Gold Banc 2,000 28 Greater Bay Bancorp ss. 2,206 54 Greater Community Bancorp ss. 1,050 17 Hancock Holding 1,500 49 Harleysville National ss. 1,141 24 Hibernia 7,000 224 Hudson United Bancorp 2,056 72 IBERIABANK ss. 600 34 Independent Bank 1,100 32 Integra Bank 1,300 29 Interchange Financial Services ss. 1,800 31 International Bancshares 2,078 72 Irwin Financial ss. 1,500 35 Main Street Banks ss. 1,000 26 MB Financial 1,400 54 Mercantile Bankshares 3,500 178 Mid-State Bancshares ss. 1,100 29 Midsouth Bancorp ss. 1,237 33 Midwest Banc Holdings ss. 1,400 28 MidWestOne Financial 1,000 17 National Penn Bancshares ss. 1,883 46 NBT Bancorp 2,080 47 Northern States Financial ss. 700 20 Northrim Bank 700 18 Old National Bancorp ss. 3,022 61 Omega Financial ss. 1,000 30 Oriental Financial Group ss. 1,439 34 Pacific Capital Bancorp 2,488 74 Park National ss. 756 85 Peoples Holding ss. 900 28 Popular 12,200 297 PrivateBancorp ss. 1,400 44 Prosperity Bancshares 1,300 34 Provident Bankshares 1,551 51 Republic Bancorp 3,955 54 S&T Bancorp ss. 1,300 46 Sandy Spring Bancorp 1,100 36 Santander Bancorp 1,875 49 Signature Bank *ss. 1,000 27 Silicon Valley Bancshares * 1,500 66 Sky Financial 4,714 126 South Financial Group 3,054 93 Southwest Bancorp of Oklahoma 1,300 24 Southwest Bancorp of Texas 3,100 57 State Bancorp ss. 1,126 29 Sterling Bancshares 2,850 40 Sterling Financial, (Pennsylvania) ss. 1,593 41 Suffolk Bancorp ss. 800 26 Summit Bancshares ss. 1,400 24 Susquehanna Bancshares 2,050 50 SY Bancorp ss. 1,100 24 TCF Financial 6,400 174 TD Banknorth * 7,590 237 Texas Capital Bancshares *ss. 1,800 38 Texas Regional Bancshares, Class A 2,291 69 The Savannah Bancorp ss. 925 27 Toronto Dominion Bank 1,866 77 Trustco Bank ss. 3,700 43 Trustmark 2,300 67 U.S.B. Holding Company ss. 1,535 34 UCBH Holdings 2,200 88 UMB Financial 756 43 Umpqua Holdings Corporation 1,900 44 Union Bankshares ss. 753 24 UnionBancal 6,700 410 United Bankshares 2,400 80 United Community Banks ss. 1,650 39 Unizan Financial 1,076 28 Valley National Bancorp 4,725 122 WesBanco 1,300 36 West Coast Bancorp ss. 1,220 29 WestAmerica 1,546 80 Westbank 882 15 Westcorp 2,600 110 Whitney Holding 1,600 71 Wilmington Trust 2,800 98 Wintrust Financial 1,000 47 8,008 Consumer Finance 0.7% Advance America Cash Advance Centers 4,400 68 Advanta, Class A 1,466 31 AmeriCredit * 7,000 164 Asta Funding ss. 1,200 25 Cash America Investments 1,200 26 CompuCredit * 2,400 64 First Cash * 1,800 38 First Marblehead *ss. 2,700 155 Metris Companies *ss. 4,050 47 Moneygram International 3,900 74 Nelnet, Class A * 2,400 76 QC Holdings *ss. 300 5 Student Loan 1,020 213 WFS Financial 1,800 78 World Acceptance * 1,500 38 1,102 Diversified Financial Services 0.6% Alliance Capital ss. 3,400 160 California First National Bancorp 500 6 CapitalSource *ss. 4,900 113 Chicago Mercantile Exchange Holdings 1,500 291 Encore Capital * 2,100 31 eSpeed, Class A *ss. 2,200 20 Financial Federal 700 25 Instinet Group * 14,400 85 International Securities Exchange, Class A * 1,600 42 Leucadia National 6,754 232 Nasdaq Stock Market * 3,500 37 Transnational Financial Network * 3,400 2 1,044 Insurance 7.2% 21st Century Insurance Group ss. 3,400 47 Alfa 3,700 53 Allmerica Financial * 2,300 83 American Financial Group 3,100 96 American National Insurance 950 101 AmerUs Life ss. 1,900 90 Arch Capital Group * 1,500 60 Argonaut Group * 1,900 40 Arthur J. Gallagher 4,400 127 Assurant 5,900 199 Baldwin & Lyons, Class B ss. 1,175 30 BancInsurance *ss. 2,310 13 Berkshire Hathaway, Class A * 68 5,916 Bristol West Holdings 1,700 26 Brown & Brown 2,700 124 Citizens ss. 4,050 23 Clark 1,300 20 CNA Financial *ss. 10,500 295 CNA Surety * 2,400 33 Commerce Group 1,300 81 Conseco * 6,100 125 Danielson *ss. 5,000 86 Delphi Financial, Class A 1,406 60 Erie Indemnity, Class A ss. 3,000 156 FBL Financial Group, Class A 1,532 43 Fidelity National Financial 7,650 252 Financial Industries Corporation *ss. 800 6 First American Financial 4,100 135 FPIC Insurance Group *ss. 900 29 Genworth Financial, Class A 21,300 586 Great American Financial Resources 2,600 44 Harleysville Group 1,100 22 HCC Insurance Holdings 2,500 90 Hilb Rogal and Hobbs ss. 1,300 47 Horace Mann Educators 2,400 43 Infinity Property & Casualty 1,300 41 Kansas City Life Insurance 800 39 LandAmerica Financial Group ss. 800 40 Markel *ss. 480 166 Merchants Group 600 15 Mercury General 2,600 144 Midland 1,200 38 Nationwide Financial Services, Class A 2,700 97 Navigators Group * 1,000 33 Odyssey Re Holdings ss. 3,000 75 Ohio Casualty * 3,100 71 Old Republic International 7,525 175 Philadelphia Consolidated * 1,000 78 Phoenix Companies ss. 4,000 51 PMA Capital, Class A *ss. 3,200 26 Presidential Life 2,200 36 ProAssurance * 1,320 52 Protective Life 3,000 118 Reinsurance Group of America 2,850 121 RLI 1,100 46 Selective Insurance 1,300 60 StanCorp Financial Group 1,400 119 Standard Management * 1,400 4 State Auto Financial 1,800 48 Stewart Information Services 900 34 Transatlantic Holdings ss. 2,981 197 U.S.I. Holdings * 1,900 22 UICI 2,300 56 United America Indemnity * 1,512 29 United Fire & Casualty ss. 1,400 47 Unitrin 3,100 141 Universal American Financial * 2,800 48 Vesta Insurance 3,100 11 W. R. Berkley 3,675 182 Wesco Financial 310 119 White Mountains Insurance Group ss. 480 292 Zenith National ss. 900 47 12,099 Real Estate 6.4% Agree Realty, REIT ss. 800 22 Alexanders, REIT * 250 60 Alexandria Real Estate, REIT 800 52 AMB Property, REIT 4,000 151 American Financial Realty, REIT 4,700 69 American Home Mortgage Holdings, REIT 2,195 63 American Mortgage Acceptance, REIT ss. 1,500 21 American Real Estate * 2,100 58 AmeriVest Properties, REIT ss. 3,000 16 Amli Residential Properties, REIT 1,300 36 Annaly Mortgage Management, REIT ss. 5,400 101 Anthracite Capital, REIT ss. 2,900 32 Arden Realty, REIT 2,900 98 Avalonbay Communities, REIT 3,084 206 Bedford Property Investors, REIT 1,300 28 BioMed Realty Trust 1,400 29 BNP Residential Properties, REIT 1,100 18 Boston Properties, REIT 4,900 295 Brandywine Realty Trust, REIT 2,200 62 BRE Properties, REIT, Class A 2,100 74 Camden Property Trust, REIT 2,300 108 Capital Automotive, REIT 1,700 56 Capital Properties, Class A ss. 1,200 23 Capital Properties, Class B ** 120 0 CarrAmerica Realty, REIT 2,200 69 Catellus Development, REIT 4,403 117 CB Richard Ellis Group, Class A * 3,300 115 CBL & Associates Properties, REIT 1,500 107 Centerpoint Properties, REIT 2,000 82 Colonial Properties Trust, REIT ss. 1,000 38 Commercial Net Lease Realty, REIT ss. 2,500 46 Cornerstone Realty Income Trust, REIT 4,000 40 Corporate Office Properties Trust, REIT 1,900 50 Cousins Properties, REIT 2,450 63 Crescent Real Estate Equities, REIT 4,200 69 CRT Properties, REIT 1,600 35 Developers Diversified Realty, REIT 4,738 188 Duke Realty, REIT 6,190 185 Eagle Hospitality Properties, REIT 2,000 18 EastGroup Properties, REIT 1,400 53 Entertainment Properties, REIT 1,300 54 Equity Inns, REIT 3,500 39 Equity Lifestyle Properties, REIT 1,400 49 Equity One, REIT 3,800 78 Essex Property Trust, REIT 1,100 76 Federal Realty Investment Trust, REIT 2,400 116 Felcor Lodging Trust, REIT * 2,800 35 First Industrial Realty, REIT ss. 2,100 79 Forest City Enterprises, Class A 2,400 153 Friedman, Billings, Ramsey Group, REIT, Class A ss. 6,425 102 Gables Residential Trust, REIT 1,500 50 General Growth Properties, REIT 9,600 327 Getty Realty, REIT 1,200 31 Glenborough Realty Trust, REIT 1,500 29 Glimcher Realty Trust, REIT ss. 1,500 36 Global Signal, REIT 2,800 84 Gmh Communities Trust, REIT 900 11 Government Properties Trust, REIT ss. 1,400 14 Health & Retirement Properties, REIT 8,100 96 Health Care, REIT 2,200 70 Health Care Property Investors, REIT 5,900 138 Healthcare Realty Trust, REIT 2,100 77 Heritage Property Investment Trust, REIT 2,200 65 Hersha Hospitality Trust, REIT, Class A 2,000 20 Highwoods Properties, REIT 2,300 62 Home Properties of New York, REIT 1,500 58 Homebanc, REIT ss. 2,000 18 Hospital Properties Trust, REIT 3,000 121 Host Marriott, REIT 15,274 253 Impac Mortgage, REIT ss. 3,900 75 Innkeepers USA, REIT 2,600 34 Investors Real Estate Trust, REIT 3,000 28 IStar Financial, REIT 5,173 213 Jones Lang Lasalle * 1,500 70 Kilroy Realty, REIT 1,600 65 Kimco Realty, REIT 4,850 261 Kite Realty Group Trust, REIT 800 12 Kramont Realty Trust, REIT 1,600 37 LaSalle Hotel Properties, REIT 1,600 46 Lexington Corporate Properties, REIT 2,000 44 Liberty Property Trust, REIT 3,700 144 LTC Properties, REIT 2,400 42 Macerich Company, REIT 2,600 139 Mack-Cali Realty, REIT 2,500 106 Maguire Properties, REIT 2,100 50 MeriStar Hospitality, REIT * 5,000 35 Mid-America Apartment Communities, REIT 1,000 37 Mills, REIT 2,300 122 Monmouth Real Estate Investment, REIT, Class A ss. 1,800 15 Mortgageit Holdings, REIT ss. 800 13 National Health Investors, REIT 1,600 42 National Health Realty, REIT 1,100 20 Nationwide Health Properties, REIT ss. 3,300 67 New Century Financial, REIT ss. 2,100 98 New Plan Excel Realty, REIT 4,500 113 Newcastle Investment, REIT 1,400 41 NovaStar Financial, REIT ss. 1,800 65 Pan Pacific Retail Properties, REIT 2,000 114 Parkway Properties, REIT 700 33 Pennsylvania, REIT 1,581 64 Pittsburgh & West Virginia Railroad, REIT ss. 1,500 14 PMC Commercial Trust, REIT 1,688 25 Post Properties, REIT 2,200 68 Prentiss Properties Trust, REIT 1,800 62 PS Business Parks, REIT 1,000 40 Public Storage, REIT 5,800 330 Ramco-Gershenson Properties, REIT ss. 1,200 33 Rayonier, REIT 2,571 127 Realty Income, REIT ss. 6,700 153 Reckson Associates Realty, REIT 3,100 95 Redwood Trust, REIT ss. 1,000 51 Regency Centers, REIT 2,900 138 Resource Asset Investment Trust, REIT 1,400 38 Saul Centers, REIT 1,400 45 Saxon Capital, REIT 2,400 41 Senior Housing Properties, REIT 3,160 53 Shelbourne Properties II, REIT ** 200 0 Shurgard Storage Centers, REIT 2,300 94 Sizeler Property Investors, REIT ss. 1,600 19 SL Green Realty, REIT ss. 1,700 96 St. Joe 3,400 229 Strategic Hotel Capital, REIT ss. 2,300 34 Sun Communities, REIT 1,300 47 Sunset Financial Resources, REIT 1,700 17 Tanger Factory Outlet Centers, REIT 1,600 35 Taubman Centers, REIT 2,400 67 Thomas Properties 1,000 12 Thornburg Mortgage, REIT ss. 3,700 104 Trizec Properties, REIT 6,600 125 United Dominion Realty Trust, REIT 6,600 138 Universal Health Realty Income Trust, REIT 1,000 28 Urstadt Biddle Properties, REIT ss. 1,500 23 Urstadt Biddle Properties, REIT, Class A 1,800 28 Vencor, REIT 4,100 102 Vornado Realty Trust, REIT 5,700 395 Washington SBI, REIT ss. 2,100 60 Weingarten Realty Investors, REIT 4,050 140 Wellsford Real Properties * 900 13 WP Carey & Co 1,500 46 10,704 Thrifts & Mortgage Finance 2.4% Ameriana Bancorp 960 13 Anchor Bancorp Wisconsin 1,600 45 Astoria Financial 5,550 140 Bank Mutual 4,234 50 BankAtlantic, Class A 3,000 52 BankUnited Financial * 1,700 46 Brookline Bancorp ss. 2,649 39 Camco 1,100 15 Capital Crossing Bank *ss. 1,000 33 Capitol Federal Financial ss. 3,200 111 Charter Financial 1,000 33 Charter Municipal Mortgage Acceptance 2,000 43 Commercial Capital Bancorp 2,300 47 Commercial Federal 2,200 61 Cooperative Bankshares ss. 1,650 28 Corus Bankshares 1,600 76 Delta Financial ss. 3,100 27 Dime Community Bancshares 2,500 38 Doral Financial 4,600 101 Downey Financial 1,200 74 Federal Agricultural Mortgage Corporation, Class A 700 10 First Busey ss. 1,500 29 First Federal Bancshares of Arkansas ss. 1,500 36 First Niagra Financial 4,671 62 First Place Financial ss. 1,749 32 FirstFed Financial * 900 46 Flagstar Bancorp ss. 3,450 67 Flushing Financial 1,275 23 Fremont General 3,500 77 Harbor Florida Bancshares 1,400 48 Hingham Institution for Savings 400 16 Home Federal Savings Bank ss. 400 10 Horizon Financial ss. 1,025 19 Hudson City Bancorp ss. 8,400 307 Independence Community Bank 3,954 154 IndyMac Mortgage Holdings 2,900 99 Kearny Financial * 3,200 36 Logansport Financial ss. 800 15 MAF Bancorp 1,853 77 Matrix Bancorp * 1,300 16 Net Bank ss. 3,469 29 New Hampshire Thrift 800 13 New York Community Bancorp ss. 12,514 227 Newalliance Bancshares 5,300 74 NewMil Bancorp ss. 700 20 Northwest Bancorp 2,500 54 Ocwen Financial *ss. 2,400 19 People's Bank ss. 4,550 186 Peoples Community Bancorp 600 14 PFF Bancorp 1,470 41 PMI Group 4,100 156 Pocahontas Bancorp ss. 1,000 16 Provident Bancorp 3,102 38 Provident Financial Services ss. 3,400 58 R&G Financial, Class B 1,600 50 Radian 4,108 196 Riverview Bancorp ss. 500 11 Sound Federal Bancorp ss. 1,390 22 Sterling Financial, (Washington) 1,412 50 Triad Guaranty * 800 42 Union Community Bancorp 900 15 W Holdings Company ss. 7,372 74 Washington Federal 4,498 105 Washington Savings Bank 1,300 15 Webster Financial 2,356 107 Woronoco Bancorp ss. 600 21 WSFS Financial 700 37 3,941 Total Financials 39,283 HEALTH CARE 11.1% Biotechnology 3.6% Abgenix *ss. 4,300 30 Acadia Pharmaceuticals * 700 5 Affymetrix *ss. 2,960 127 Albany Molecular Research * 2,300 24 Alexion Pharmaceutical *ss. 1,400 30 Alkermes * 4,400 46 Allos Therapeutics *ss. 300 1 Alnylam Pharmaceuticals *ss. 1,500 11 Amylin Pharmaceuticals *ss. 4,100 72 Aphton *ss. 3,600 5 Arena Pharmaceuticals * 3,300 17 Ariad Pharmaceuticals *ss. 3,600 20 Arqule * 3,000 14 Array BioPharma * 3,200 22 AVI BioPharma *ss. 3,100 8 Avigen *ss. 200 1 BioCryst Pharmaceuticals * 1,800 8 BioMarin Pharmaceutical *ss. 3,800 20 Biopure *ss. 4,700 2 BioSource International *ss. 2,400 17 BioSphere Medical *ss. 2,100 8 Celera Genomics * 2,493 26 Celgene *ss. 7,400 252 Cell Genesys *ss. 2,800 13 Cell Therapeutics *ss. 3,400 12 Cephalon *ss. 2,500 117 Cepheid *ss. 3,400 33 Charles River Laboratories International * 2,916 137 Ciphergen Biosystems *ss. 3,000 8 Corixa *ss. 4,501 14 Cotherix *ss. 1,900 13 Critical Therapeutics *ss. 1,700 12 Cubist Pharmaceuticals *ss. 2,800 30 CuraGen *ss. 3,100 13 CV Therapeutics *ss. 1,900 39 Cytogen *ss. 700 4 Cytokinetics *ss. 1,800 12 Digene *ss. 1,400 29 Discovery Partners * 2,300 7 Diversa * 3,450 17 Dyax *ss. 1,700 5 Dynavax Technologies *ss. 2,100 10 Encysive Pharmaceuticals * 4,000 41 EntreMed *ss. 1,600 3 Enzo Biochem ss. 2,119 31 Enzon Pharmaceuticals * 2,070 21 EXACT Sciences *ss. 4,000 14 Exelixis * 2,600 18 Eyetech Pharmaceuticals *ss. 2,200 60 Genaera Pharmaceuticals *ss. 5,200 12 Gene Logic *ss. 3,160 10 Genencor International * 3,200 62 Genentech * 46,040 2,606 Genitope *ss. 800 10 Harvard Bioscience * 2,600 10 Human Genome Sciences * 5,080 47 ICOS *ss. 2,900 65 Idenix Pharmaceuticals *ss. 2,900 58 ImClone Systems * 3,743 129 Immune Response *ss. 2,900 2 ImmunoGen * 3,300 17 Immunomedics *ss. 4,800 12 Incyte Genomics *ss. 4,400 30 Indevus Pharmaceuticals *ss. 3,400 9 Inhibitex * 800 5 InterMune *ss. 1,700 19 Introgen Therapeutics *ss. 2,600 20 Kosan Biosciences *ss. 2,800 11 La Jolla Pharmaceutical *ss. 4,600 3 Lexicon Genetics *ss. 4,800 25 Ligand Pharmaceuticals, Class B *ss. 3,000 17 Lipid Sciences *ss. 2,800 11 Luminex *ss. 2,000 15 Mankind *ss. 1,200 17 Martek Biosciences *ss. 1,200 70 Matritech *ss. 2,600 3 Maxygen * 2,500 21 Medarex *ss. 5,700 41 Millennium Pharmaceuticals * 12,559 106 Momenta Pharmaceuticals *ss. 3,100 26 Myogen *ss. 1,100 9 Myriad Genetics *ss. 1,700 31 NeoPharm *ss. 1,182 9 NeoRx *ss. 2,500 2 Neose Technologies *ss. 2,100 5 Neurocrine Biosciences *ss. 1,600 61 Neurogen * 2,300 16 Novavax *ss. 4,000 6 NPS Pharmaceuticals *ss. 1,900 24 ONYX Pharmaceuticals *ss. 2,000 63 Orchid Biosciences *ss. 3,860 45 Oscient Pharmaceuticals *ss. 6,300 15 OSI Pharmaceuticals * 2,400 99 Pharmacopeia Drug Discovery * 3,300 17 Pharmacyclics *ss. 2,600 21 Pharmion * 1,300 38 Progenics Pharmaceuticals * 1,400 24 Protein Design Labs * 3,900 62 QLT * 1,100 14 Regeneron Pharmaceuticals * 3,300 17 Rigel Pharmaceuticals *ss. 900 14 Sangamo BioSciences * 3,100 12 Savient Pharmaceuticals * 4,700 13 Seattle Genetics * 3,000 15 Sequenom *ss. 3,100 3 Seracare Life Sciences *ss. 900 11 Serologicals *ss. 1,400 34 Sirna Therapeutics *ss. 3,300 10 StemCells *ss. 1,000 3 Strategene * 2,400 21 Tanox *ss. 1,700 16 Techne * 1,800 72 Telik * 1,700 26 Tercica *ss. 1,200 9 Third Wave Technologies * 5,600 32 Titan Pharmaceuticals *ss. 3,900 9 Transkaryotic Therapies *ss. 2,100 52 Trimeris *ss. 1,300 15 United Therapeutics * 900 41 VaxGen *ss. 1,600 20 Vertex Pharmaceuticals * 4,210 39 Vicuron Pharmaceuticals * 2,200 35 ViroPharma *ss. 1,100 3 XOMA *ss. 6,900 7 Zymogenetics *ss. 2,300 35 6,093 Health Care Equipment & Supplies 2.7% ABIOMED *ss. 3,400 36 Advanced Medical Optics *ss. 1,500 54 Advanced Neuromodulation Systems *ss. 950 25 AeroGen *ss. 3,900 5 Align Technology *ss. 3,300 21 American Bio Medica * 3,000 3 American Medical Systems * 3,200 55 Analogic 700 30 Arrhythmia Research ss. 700 12 Arrow International 1,900 65 ArthroCare *ss. 1,600 46 Beckman Coulter 2,700 179 Bio-Rad Laboratories, Class A * 1,100 54 Biosite Diagnostics *ss. 800 42 Bioveris * 3,300 17 Bruker Biosciences * 4,600 16 Candela Laser *ss. 3,200 29 CardioDynamics International * 1,200 4 Cerus *ss. 1,970 6 Closure Medical *ss. 1,400 37 Conceptus *ss. 2,500 19 CONMED * 1,450 44 Cooper Companies ss. 2,026 148 CTI Molecular Imaging * 2,900 59 Cytyc * 5,000 115 Dade Behring Holdings * 1,800 106 Datascope 900 28 Dentsply International 3,600 196 Diagnostic Products 1,200 58 DJ Orthopedics * 1,600 40 Edwards Lifesciences * 3,000 130 Endologix * 1,400 8 EPIX Pharmaceuticals *ss. 1,500 10 Exactech *ss. 1,300 22 Foxhollow Technologies *ss. 1,000 28 Gen-Probe * 2,500 111 Haemonetics * 1,000 42 Hillenbrand Industries 2,700 150 ICU Medical *ss. 1,200 43 IDEXX Laboratories * 1,400 76 Immucor * 4,050 122 INAMED * 1,750 122 Integra LifeSciences *ss. 1,400 49 Intermagnetics General *ss. 1,212 30 Intuitive Surgical * 1,500 68 Invacare 1,500 67 Inverness Medical Innovations *ss. 1,400 33 Invitrogen * 2,275 157 Kensey Nash *ss. 900 24 Kinetic Concepts * 3,100 185 Kyphon *ss. 1,700 43 Laserscope *ss. 400 13 Lifecore Biomedical * 1,700 30 Matthews International, Class A 1,500 49 Medical Action Industries * 1,100 21 Medwave *ss. 1,300 5 Mentor ss. 1,800 58 Meridian Bioscience 1,500 22 Merit Medical Systems * 2,265 27 Microhelix * 3,300 1 Molecular Devices * 1,150 22 North American Scientific *ss. 1,800 7 Novoste * 900 1 OraSure Technologies *ss. 2,800 21 PolyMedica 1,200 38 Possis *ss. 1,300 11 Quidel *ss. 1,300 5 Regeneration Technologies * 1,100 11 ResMed *ss. 1,700 96 Respironics * 1,600 93 Rita Medical Systems *ss. 1,010 3 Rochester Medical * 800 9 Sonic Innovations *ss. 1,900 11 SonoSite *ss. 1,200 31 Steris * 2,800 71 SurModics * 1,200 38 Sybron Dental Specialties * 1,900 68 Synovis Life Technologies * 700 7 Theragenics * 1,200 4 Thoratec *ss. 3,002 37 Trestle Holdings * 2,300 8 Trimedyne *ss. 3,000 2 Urologix *ss. 1,900 9 Varian * 1,600 61 Varian Medical Systems * 6,000 206 Ventana Medical Systems *ss. 2,000 75 Viasys Healthcare * 1,400 27 VISX * 2,700 63 Vital Signs 1,000 40 West Pharmaceutical Services 1,400 33 Wilson Greatbatch Technologies * 1,200 22 Wright Medical Group * 1,100 26 Zoll Medical * 800 18 4,469 Health Care Providers & Services 3.4% Accelrys * 2,000 12 Advisory Board * 1,200 52 Alliance Imaging *ss. 3,400 32 Allscripts Healthcare *ss. 3,200 46 AMERIGROUP * 2,400 88 AMICAS * 3,000 11 AMN Healthcare Services *ss. 1,205 19 AmSurg, Class A * 1,750 44 Apria Healthcare * 2,300 74 Beverly Enterprises *ss. 4,800 59 Bioscrip * 2,600 16 Capital Senior Living * 2,400 13 Carriage Services *ss. 1,600 9 Centene * 1,700 51 Cerner *ss. 1,600 84 Chemed 600 46 Community Health System * 4,400 154 Comprehensive Care * 3,500 7 Computer Programs and Systems 700 20 CorVel * 700 15 Covance * 2,800 133 Coventry Health Care * 4,830 329 Cross Country Healthcare *ss. 1,100 18 CryoLife *ss. 2,800 17 D&K Healthcare 1,200 10 Davita * 4,700 197 Dendrite International * 2,000 28 E Research Technology *ss. 2,250 27 Eclipsys * 1,800 28 Five Star Quality Care *ss. 2,300 19 Genesis Healthcare * 950 41 Gentiva Health Services * 1,650 27 Hanger Orthopedic Group * 2,600 15 Health Net * 5,100 167 Henry Schein * 4,000 143 HMS Holdings * 2,000 15 Hooper Holmes 4,800 18 IDX Systems * 1,400 49 Kindred Healthcare *ss. 1,614 57 LabOne * 1,200 41 LCA-Vision 1,800 60 Lifeline Systems * 1,100 33 LifePoint Hospitals *ss. 2,000 88 Lincare Holdings * 4,200 186 Magellan Health Services *ss. 1,800 61 Matria Healthcare *ss. 1,650 51 Medical Staffing Network *ss. 1,300 9 Merge Technologies *ss. 1,000 18 Molina Healthcare * 1,200 55 National Data 1,600 26 National Healthcare ss. 900 31 National Wireless Holdings ss. 900 13 NeighborCare * 1,900 56 OCA *ss. 3,500 15 Odyssey Healthcare *ss. 2,500 29 Omnicare 4,200 149 Omnicell *ss. 2,100 15 OPTION CARE ss. 1,650 34 Owens & Minor 1,700 46 PacifiCare Health Systems * 3,800 216 Parexel International * 1,800 42 Patterson Companies *ss. 5,800 290 PDI * 1,150 24 Pediatrix Medical Group * 1,100 75 Per-Se Technologies *ss. 1,700 26 Pharmaceutical Product Development * 2,900 141 Phc, Class A *ss. 3,100 6 Priority Healthcare, Class B *ss. 2,094 45 Province Healthcare * 2,000 48 ProxyMed *ss. 306 3 PSS World Medical * 2,900 33 Q-Med *ss. 1,900 21 Radiologix * 2,200 9 RehabCare Group * 1,300 37 Renal Care Group * 3,300 125 Res-Care * 2,300 29 Service Corp. International * 14,300 107 SFBC International * 1,200 42 Sierra Health Services *ss. 1,300 83 Specialty Laboratories * 2,300 22 Stewart Enterprises, Class A * 4,000 25 Sunrise Senior Living *ss. 900 44 Symbion *ss. 1,600 34 Triad Hospitals * 3,516 176 Tripos * 2,500 10 TriZetto Group * 3,300 31 U.S. Physical Therapy * 1,600 22 United Surgical Partners International * 1,400 64 Universal Health Services 2,500 131 VCA Antech * 3,700 75 WebMD *ss. 13,837 118 Wellcare Health Plans * 1,800 55 WellChoice * 3,600 192 5,607 Pharmaceuticals 1.4% Able Laboratories * 700 16 Adolor *ss. 1,500 15 Alpharma, Class A 2,600 32 American Pharmaceutical *ss. 3,000 155 Andrx * 3,400 77 Antigenics *ss. 2,400 16 Atherogenics *ss. 2,100 27 Barr Pharmaceuticals * 4,525 221 Barrier Therapeutics * 700 11 Bone Care International * 1,100 29 Bradley Pharmaceuticals, Class A *ss. 1,100 11 Cellegy Pharmaceuticals * 2,400 4 Columbia Laboratories * 3,400 7 Connetics *ss. 2,000 51 Emisphere Technologies * 1,900 7 Endo Pharmaceutical * 6,000 135 Eon Labs * 4,000 121 First Horizon Pharmaceutical *ss. 1,800 30 Impax Laboratories *ss. 2,300 37 InKine Pharmaceutical *ss. 4,400 14 Inspire Pharmaceuticals *ss. 1,600 13 IVAX * 11,396 225 K-V Pharmaceutical, Class A *ss. 2,550 59 Kos Pharmaceuticals * 1,900 79 Medicines Company * 1,900 43 Medicis Pharmaceutical, Class A 2,400 72 MGI Pharma * 3,000 76 Nektar Therapeutics * 3,600 50 New River Pharmaceuticals *ss. 1,100 28 Nitromed *ss. 1,100 19 Noven Pharmaceuticals * 1,600 27 Orphan Medical *ss. 1,700 15 Pain Therapeutics *ss. 2,900 15 Par Pharmaceutical * 1,700 57 Penwest Pharmaceuticals *ss. 1,300 16 Perrigo 3,000 57 Point Therapeutics *ss. 3,300 13 Salix Pharmaceuticals * 1,950 32 Santarus * 2,800 14 Sepracor * 4,600 264 Theravance * 2,500 46 Valeant Pharmaceuticals ss. 3,900 88 VIVUS *ss. 3,100 9 2,333 Total Health Care 18,502 INDUSTRIALS & BUSINESS SERVICES 9.8% Aerospace & Defense 0.9% AAR *ss. 1,500 20 Alliant Techsystems * 1,675 120 Allied Research *ss. 600 15 Armor Holdings * 800 30 Aviall * 1,400 39 BE Aerospace * 3,300 40 Cubic Corp ss. 1,300 25 Curtiss-Wright 1,000 57 DRS Technologies * 701 30 Ducommun * 700 14 Edac Technologies *ss. 4,500 10 EDO 1,200 36 Engineered Support System 1,175 63 Environmental Tectonics * 400 2 Esterline Technologies * 900 31 GenCorp ss. 3,100 62 HEICO, Class A 1,720 27 Hexcel * 3,400 53 Innovative Solutions and Support *ss. 1,400 44 Kaman, Class A 1,900 24 KVH Industries *ss. 1,200 11 Ladish Company * 2,400 28 Mercury Computer Systems * 1,200 33 Moog, Class A * 1,100 50 MTC Technologies * 1,100 36 Orbital Sciences *ss. 3,200 31 Pemco Aviation Group *ss. 300 8 Precision Castparts 2,754 212 Sequa, Class A * 600 31 SPACEHAB * 5,700 11 Sypris Solutions 700 7 Teledyne Technologies * 900 28 Triumph Group * 600 23 United Defense Industries 2,300 169 United Industrial 1,300 38 1,458 Air Freight & Logistics 0.4% C.H. Robinson Worldwide 3,700 191 EGL * 2,200 50 Expeditors International of Washington 4,600 246 Forward Air 1,200 51 Hub Group, Class A * 400 25 Pacer International * 1,700 41 Park Ohio Holdings * 1,900 36 640 Airlines 0.3% AirTran *ss. 3,400 31 Alaska Air Group *ss. 1,200 35 America West Holdings, Class B *ss. 3,800 21 AMR *ss. 6,700 72 Continental Airlines, Class B *ss. 3,000 36 ExpressJet Holdings * 3,700 42 FLYi *ss. 4,100 5 Frontier Airlines *ss. 2,450 26 JetBlue Airways *ss. 4,675 89 Midwest Express Holdings *ss. 1,700 4 Northwest Airlines *ss. 4,700 32 Pinnacle Airlines *ss. 500 5 SkyWest 2,600 48 World Air Holdings *ss. 1,800 12 458 Building Products 0.3% AAON * 950 16 Advanced Envir Recycle, Class A *ss. 4,000 6 American Woodmark 1,000 36 Ameron International 700 25 Apogee Enterprises 1,900 27 ElkCorp 1,200 46 Griffon * 1,400 30 Jacuzzi Brands * 3,800 37 Lennox International 2,700 59 NCI Building Systems * 700 27 Simpson Manufacturing 1,800 56 Trex *ss. 700 31 Universal Forest Products 800 31 USG *ss. 1,900 63 York International 1,800 71 561 Commercial Services & Supplies 3.2% A. T. Cross, Class A * 2,800 17 Ablest * 1,700 12 ABM Industries 1,900 37 Adesa 5,000 117 Administaff 1,100 16 American Locker Group *ss. 1,300 7 APAC TeleServices *ss. 5,100 6 ARAMARK, Class B 7,800 205 Banta 1,000 43 Bowne 2,200 33 Brady, Class A 3,900 126 Bright Horizons Family Solutions * 1,200 41 Brinks Company 2,449 85 Career Education * 4,900 168 Casella Waste Systems, Class A * 1,700 23 CDI 700 16 Central Parking ss. 1,400 24 Cenveo * 3,500 20 ChoicePoint * 3,724 149 Clean Harbor *ss. 400 7 Consolidated Graphics * 900 47 Copart * 3,850 91 Corinthian Colleges * 3,800 60 Cornell Companies * 400 5 Corporate Executive Board 1,700 109 Corrections Corp of America * 1,767 68 CoStar Group * 900 33 Deluxe 2,100 84 Devry * 3,200 61 DiamondCluster International * 3,650 59 Dun & Bradstreet * 3,300 203 Duratek * 1,600 32 Ecology and Environment, Class A 1,900 13 Education Management * 3,100 87 Electro Rent * 1,700 23 Ennis Business Forms 1,400 24 EVCI Career Colleges * 2,300 18 Find/SVP * 3,000 5 First Consulting Group *ss. 2,700 14 Food Technology Service * 3,700 4 FTI Consulting *ss. 1,450 30 G & K Services, Class A 800 32 General Binding * 1,300 27 GEO * 1,100 31 Greg Manning Auctions *ss. 2,300 23 Heidrick & Struggles International *ss. 800 29 Herman Miller 3,600 108 HNI Corporation 2,400 108 Hudson Technologies * 3,800 3 ICT Group *ss. 1,900 21 Ikon Office Solutions 6,200 61 Imagistics International * 1,100 38 Innotrac * 2,300 20 Insurance Auto Auctions *ss. 300 8 Intersections *ss. 500 7 ITT Educational Services * 1,900 92 Jackson Hewitt Tax Service 7,000 146 John H. Harland 900 31 Kelly Services, Class A 1,500 43 KForce * 3,056 34 Knoll * 2,100 35 Korn/Ferry *ss. 2,100 40 Labor Ready * 2,500 47 Laureate * 1,834 78 Layne Christensen * 500 9 Learning Tree International *ss. 1,100 16 LECG * 900 18 Manpower 3,864 168 McGrath RentCorp 800 19 Mine Safety Appliances 1,800 70 Mobile Mini *ss. 600 24 Multi-Color ss. 875 17 Navigant Consulting * 2,300 63 NCO Group *ss. 1,708 33 On Assignment * 3,200 16 PHH * 2,300 50 PICO Holdings *ss. 1,100 29 Prepaid Legal Services ss. 1,100 37 PRG-Schultz International *ss. 4,850 24 Republic Services 6,900 231 Resources Global Professionals * 2,400 50 Rollins 3,375 63 School Specialty * 776 30 ServiceMaster 13,150 178 Sirva * 2,900 21 Sotheby's, Class A * 2,700 46 SOURCECORP * 1,200 24 Spherion * 2,700 20 Standard Register 800 10 Steelcase, Class A ss. 5,800 80 Stericycle * 1,800 80 Strategic Distribution * 1,400 18 Strayer Education 650 74 TeleTech Holdings *ss. 4,640 60 Tetra Tech *ss. 2,400 30 The Princeton Review *ss. 2,800 15 TRC * 1,000 15 TRM Copy Centers *ss. 800 16 United Stationers * 1,200 54 Universal Technical Institute *ss. 1,400 52 Utek *ss. 800 12 Viad 1,475 40 Volt Information Sciences * 1,000 24 Waste Connections * 1,950 68 Watson Wyatt 1,600 44 West Corporation * 3,200 102 5,334 Construction & Engineering 0.3% Dycom Industries * 2,233 51 EMCOR Group * 800 38 Englobal * 2,000 5 Granite Construction 2,225 58 Insituform Technologies * 900 13 Integrated Electrical Services *ss. 2,700 8 Jacobs Engineering Group * 2,500 130 Mastec *ss. 4,050 33 McDermott International * 2,800 53 Michael Baker * 1,100 24 Quanta Services * 5,200 40 Shaw Group *ss. 2,400 52 URS Corporation * 1,900 55 Xanser * 5,700 18 578 Electrical Equipment 0.7% A.O. Smith 1,100 32 Acuity Brands 2,200 59 American Superconductor *ss. 2,100 21 AMETEK 2,900 117 Arotech *ss. 5,100 7 Artesyn Technologies *ss. 3,100 27 Baldor Electric 1,300 34 Beacon Power *ss. 9,300 10 BTU International * 2,400 8 C&D Technologies 1,500 15 Capstone Turbine *ss. 5,800 9 Channell Commercial * 1,700 13 Chase 1,000 16 Color Kinetics *ss. 1,600 16 Encore Wire *ss. 2,200 22 Energy Conversion Devices *ss. 1,800 41 Exx, Class A * 1,400 2 Franklin Electric 800 30 Fuelcell Energy *ss. 3,000 30 General Cable *ss. 3,500 42 Genlyte Group * 600 54 Global Power Equipment * 3,400 33 GrafTech International * 5,200 30 Hubbell, Class B 2,700 138 II-VI *ss. 2,000 35 LSI Industries 1,625 18 MagneTek *ss. 2,900 15 Medis Technologies *ss. 2,000 29 Orbit International * 1,000 9 Oryx Technology *ss. 2,100 5 Plug Power *ss. 4,700 31 Powell Industries * 600 11 Regal-Beloit ss. 1,200 34 Thomas & Betts * 2,500 81 Ultralife Batteries *ss. 700 12 Vicor ss. 2,200 23 Woodward Governor 600 43 1,152 Industrial Conglomerates 0.3% Alleghany 339 94 Carlisle Companies 1,500 104 Roper Industries 1,600 105 Teleflex ss. 1,700 87 Tredegar 1,900 32 Walter Industries ss. 2,400 102 524 Machinery 1.9% 3-D Systems *ss. 800 15 A.S.V. *ss. 800 32 Actuant, Class A * 1,410 63 AGCO * 3,900 71 Albany International 1,910 59 American Science Engineering *ss. 700 31 Astec Industries * 1,800 40 Barnes Group 1,000 27 Briggs & Stratton 2,000 73 Bucyrus International, Class A 800 31 CLARCOR 900 47 Columbus McKinnon *ss. 1,200 16 Commercial Vehicle Group *ss. 600 12 Crane 2,500 72 Cuno * 900 46 Donaldson 3,800 123 EnPro Industries * 1,800 50 ESCO Electronics * 800 64 Federal Signal ss. 2,200 33 Flowserve * 2,500 65 Global Payment Technologies * 1,500 9 Graco 3,387 137 Graham 900 16 Greenbrier Companies 1,200 42 Harsco 1,900 113 Hurco Companies *ss. 1,900 27 IDEX 2,200 89 JLG Industries 1,800 39 Joy Global 3,300 116 Kaydon 1,500 47 Kennametal 1,400 66 Lincoln Electric Holdings 2,200 66 Lindsay Manufacturing 950 18 Manitowoc 1,300 53 Met-Pro 933 13 Milacron *ss. 6,600 20 Mueller Industries 1,500 42 NACCO Industries 400 41 Nordson 2,000 74 Oshkosh Truck 1,700 139 Pentair 4,400 172 Robbins & Myers ss. 1,200 26 SPX 3,336 144 Stewart & Stevenson 1,400 32 Tecumseh Products, Class A 800 32 Tennant 700 27 Terex * 2,000 87 Thomas Industries 1,000 40 Timken 3,500 96 Titan International ss. 1,600 23 Toro 1,100 97 Trinity Industries ss. 2,000 56 Turbochef Technologies *ss. 1,199 18 Twin Disc 900 22 Valmont Industries 1,400 31 Wabash National ss. 1,800 44 Wabtec 2,300 47 Watts Industries, Class A 1,100 36 Wolverine Tube * 1,700 15 3,182 Marine 0.1% Alexander & Baldwin 2,200 91 Kirby Corporation * 1,200 50 Overseas Shipholding Group 1,500 94 235 Road & Rail 0.9% Allied Holdings *ss. 3,500 8 Amerco ss. 1,700 79 Arkansas Best 1,300 49 CNF 2,300 108 Dollar Thrifty Auto Group * 600 20 Florida East Coast Industries ss. 1,400 59 Genesee & Wyoming, Class A * 1,512 39 Heartland Express 3,868 74 J.B. Hunt Transport Services 3,400 149 Kansas City Southern Industries * 2,900 56 Knight Transportation 2,850 70 Laidlaw International * 4,200 87 Landstar Systems * 3,000 98 Old Dominion Freight Line * 1,575 49 Overnite 1,300 42 Patriot Transportation Holdings * 500 26 Quality Distribution * 1,200 13 RailAmerica * 1,600 20 Swift Transportation * 3,490 77 Transport Corp of America * 2,100 18 U.S. Xpress Enterprises * 600 10 USA Truck * 1,300 30 USF Corporation 1,300 63 Werner Enterprises 3,766 73 Yellow Roadway *ss. 2,097 123 1,440 Trading Companies & Distributors 0.5% Applied Industrial Technologies 1,200 33 Beacon Roofing Supply * 700 15 Fastenal ss. 3,400 188 GATX 1,900 63 Hughes Supply 2,600 77 Interline Brands * 1,400 27 Lawson Products 700 33 MSC Industrial Direct, Class A 2,300 70 NuCo2 *ss. 1,000 26 UAP Holding * 1,600 26 United Rentals * 3,300 67 Valley National Gases 3,400 56 Watsco 1,200 51 WESCO International * 2,300 64 796 Transportation Infrastructure 0.0% Macquarie Infrastructure Company Trust * 1,100 31 31 Total Industrials & Business Services 16,389 INFORMATION TECHNOLOGY 13.6% Communications Equipment 1.5% 3 Com * 15,500 55 ADTRAN 3,200 56 American Access Technologies * 2,400 4 Anaren * 1,400 17 Arris Group * 3,800 26 Avanex *ss. 5,800 8 Avocent * 2,045 52 Aware *ss. 2,300 10 Bel Fuse, Class A 1,100 27 Belden CDT 2,875 64 Black Box 970 36 C-Cor.net * 3,400 21 Carrier Access *ss. 1,900 11 Centillium Communications * 4,400 11 Commscope *ss. 2,500 37 Computer Network Technology *ss. 1,900 9 Comtech Telecommunications *ss. 925 48 Copper Mountain *ss. 400 0 Digi International * 1,660 23 Digital Lightwave *ss. 3,250 3 ditech Communications *ss. 2,400 30 EMS Technologies * 400 5 Endwave Corporation *ss. 600 14 Enterasys Networks * 11,500 16 Extreme Networks * 5,950 35 F5 Networks * 1,700 86 Finisar *ss. 11,900 15 Foundry Networks * 5,550 55 Harmonic * 3,884 37 Harris 5,400 176 Inter-Tel 1,400 34 InterDigital Communication * 3,000 46 IXIA *ss. 3,100 55 Juniper Networks * 23,130 510 MRV Communications *ss. 5,120 17 NMS Communications *ss. 3,000 13 Oplink Communications * 10,800 17 Optical Cable, Warrants, 10/24/07 ** 212 0 Packeteer * 2,500 38 Paradyne Networks * 2,700 6 PC-Tel * 2,300 17 Performance Technologies *ss. 1,200 8 Plantronics 1,900 72 Polycom * 4,100 70 Powerwave Technologies *ss. 5,600 43 Proxim Corporation, Class A *ss. 170 0 Redback Networks *ss. 2,774 17 Redback Networks, Warrants, 1/1/10 * 160 0 REMEC *ss. 3,600 19 Safenet * 1,023 30 SeaChange International *ss. 1,000 13 Sirf Technology Holdings * 3,400 38 Sonus Networks *ss. 10,690 45 SpectraLink 1,600 23 Stratex Networks * 4,110 8 Stratos Lightwave *ss. 726 3 Sunrise Telecom ss. 5,900 16 Sycamore Networks * 11,950 43 Symmetricom * 3,400 38 Tekelec * 2,600 41 Telkonet *ss. 1,200 5 Terayon Communication Systems *ss. 5,100 16 Tollgrade Communications * 650 5 UTStarcom *ss. 4,700 51 Verso Technology *ss. 8,496 3 ViaSat * 1,800 34 Vyyo *ss. 600 4 Westell Technologies * 5,000 28 WJ Communications *ss. 3,200 8 Zhone Technologies *ss. 5,775 15 2,436 Computers & Peripherals 1.2% Adaptec * 4,400 21 Advanced Digital Info * 2,900 24 Avid Technology * 1,500 81 Brocade Communications Systems * 10,940 65 Concurrent Computer *ss. 3,700 8 Cray *ss. 4,400 11 Datalink * 1,600 5 Dataram * 1,150 5 Diebold 2,900 159 Electronics for Imaging * 2,600 46 Emulex * 3,420 64 Exabyte *ss. 3,900 1 Hutchinson Technology * 1,400 49 Hypercom * 4,400 21 Imation 1,400 49 Immersion *ss. 2,500 15 InFocus * 3,800 22 Intergraph *ss. 1,800 52 Interphase * 2,400 15 Iomega * 4,560 20 Maxtor * 9,404 50 McDATA, Class A *ss. 4,700 18 Mobility Electronics *ss. 2,300 16 Overland Storage * 1,600 23 palmOne *ss. 2,050 52 Pinnacle * 3,300 18 Presstek *ss. 2,700 21 Quantum DLT & Storage Systems Group * 8,600 25 Rimage * 1,100 22 Sandisk * 7,400 206 SBS Technologies * 1,700 19 Seagate Technology * 20,100 393 Silicon Graphics *ss. 17,800 21 Simpletech * 5,100 20 Socket Communications *ss. 1,200 2 Steelcloud *ss. 1,800 5 Storage Technology * 4,900 151 Synaptics * 1,600 37 Transact Technology *ss. 600 6 UNOVA *ss. 3,300 68 Video Display ss. 1,680 22 Western Digital * 9,800 125 Zoom Telephonics * 1,100 3 2,056 Electronic Equipment & Instruments 1.7% Addvantage Technologies *ss. 1,500 6 Aeroflex * 3,900 36 Agilysys 2,100 41 American Technology * 600 5 Amphenol, Class A 4,200 156 Anixter International * 1,400 51 Applied Films * 600 14 Arrow Electronics * 4,900 124 Avnet * 4,996 92 AVX 7,100 87 BEI Technologies 1,100 26 Bell Microproducts *ss. 3,000 22 Benchmark Electronics * 2,000 64 Brightpoint * 1,200 23 CalAmp *ss. 2,500 15 CDW 3,700 210 Cogent *ss. 3,500 88 Coherent * 1,150 39 CTS 1,800 23 Cyberoptics * 1,150 14 Daktronics * 1,300 28 Digital Theater Systems *ss. 1,800 33 Digital Video Systems *ss. 550 1 Dionex * 900 49 Dolby Laboratories, Class A * 4,500 106 Echelon *ss. 2,800 19 Electro Scientific Industries * 1,300 25 Excel Technology * 1,100 27 FLIR Systems * 2,800 85 Gerber Scientific * 2,900 21 Global Imaging Systems * 1,100 39 GTSI * 400 4 I D Systems *ss. 400 4 Identix *ss. 3,874 20 Ingram Micro, Class A * 6,300 105 Intelli-Check, Inc. *ss. 400 2 Interlink Electronics * 700 5 Itron *ss. 1,500 45 Keithley Instruments ss. 1,100 18 KEMET *ss. 4,100 32 Landauer ss. 600 29 LeCroy * 800 14 Lexar Media *ss. 4,500 22 Littelfuse * 1,300 37 Lo-Jack * 1,500 21 Maxwell Technologies *ss. 800 7 Merix *ss. 1,000 11 Methode Electronics 1,800 22 Metrologic Instruments *ss. 1,700 38 MTS Systems 1,500 44 National Instruments 3,400 92 Newport * 1,550 23 Nu Horizons Electronics * 1,400 10 OSI Systems *ss. 1,100 19 OYO Geospace * 800 16 Panavision * 1,700 10 Park Electrochemical 1,200 24 Paxar * 2,100 45 PC Connection *ss. 3,000 18 Pemstar *ss. 1,500 2 Planar Systems *ss. 900 8 Plexus * 1,860 21 Radisys *ss. 1,600 23 Research Frontiers *ss. 1,900 10 Rogers * 800 32 SatCon Technology *ss. 3,200 5 Scansource * 700 36 Sigmatron International *ss. 900 11 Sirenza Microdevices * 4,000 13 Somera Communications *ss. 2,800 4 Superconductor Technologies *ss. 800 1 Taser International *ss. 2,700 32 Tech Data * 2,700 100 Technitrol * 1,900 28 Trans-Lux 1,300 9 Trimble Navigation * 2,550 86 TTM Technologies *ss. 2,700 28 Vishay Intertechnology * 6,931 86 Woodhead Industries 500 7 X-Rite 1,700 26 Zomax * 800 2 Zygo * 1,800 23 2,899 Internet Software & Services 2.8% 24/7 Media *ss. 2,520 8 Akamai Technologies *ss. 5,878 75 America Online Latin America *ss. 10,600 1 aQuantive *ss. 4,300 48 Ariba *ss. 3,447 27 Ask Jeeves *ss. 2,700 76 Autobytel *ss. 2,900 15 Broadvision *ss. 4,288 7 Chordiant Software * 6,020 10 CMGI * 17,668 37 CNET Networks *ss. 7,471 71 Corillian * 3,000 10 Digital Insight * 1,431 23 Digital River *ss. 1,300 41 Digitas * 5,292 53 DoubleClick * 6,192 48 Earthlink * 7,720 69 Entrust Technologies * 2,500 9 Google, Class A * 12,150 2,193 HomeStore.com * 10,900 24 IAC/InterActiveCorp * 29,911 666 Infospace.com *ss. 1,485 61 Interland *ss. 2,970 6 Internap Network Services *ss. 16,900 10 Interwoven * 3,066 24 Ivillage * 5,200 32 J2 Global Communications *ss. 1,500 51 Jupitermedia *ss. 1,000 16 Kana Software *ss. 4,567 8 LookSmart * 11,500 10 Marchex, Class B *ss. 300 6 MatrixOne * 4,200 20 Neoforma.com *ss. 1,200 10 Net2Phone * 4,300 7 NetRatings * 2,300 35 Niku * 1,000 18 Openwave Systems *ss. 2,887 35 PEC Solutions * 2,200 28 RealNetworks *ss. 7,900 46 Register.com * 1,645 10 Retek * 5,245 59 S1 * 3,500 24 SeeBeyond Technology *ss. 4,000 13 Sonicwall * 4,800 24 Stellent *ss. 2,000 17 Support.com *ss. 2,800 15 The Knot *ss. 900 6 Travelzoo *ss. 800 40 Tumbleweed Communications *ss. 3,800 10 United Online * 4,100 43 Valueclick * 3,600 38 VeriSign * 10,788 310 Vignette * 16,248 21 Vitria Technology *ss. 2,950 10 Webex Communications *ss. 2,000 43 webMethods *ss. 3,208 18 Websense * 900 48 Zixit *ss. 900 3 4,686 IT Services 1.8% Acxiom 4,400 92 Alliance Data Systems * 3,400 137 AnswerThink *ss. 3,400 14 Anteon International * 1,600 62 BearingPoint * 8,700 76 BISYS Group * 5,600 88 CACI International, Class A * 1,400 77 Ceridian * 6,500 111 Certegy 3,100 107 Checkfree * 4,000 163 CIBER *ss. 2,900 21 Cognizant Technology Solutions * 5,600 259 Computer Horizons * 3,300 12 CSG Systems International * 2,600 42 DST Systems * 3,640 168 Edgewater Technology * 3,967 17 EFunds * 2,100 47 Electronic Clearing House * 1,200 10 Euronet Worldwide * 700 20 Forrester Research * 1,900 27 Gartner Group, Class B * 4,700 44 Global Payments ss. 1,780 115 Hewitt Associates, Class A *ss. 4,940 131 Igate Capital * 5,800 22 Indus International *ss. 2,900 7 Inforte *ss. 2,200 12 InfoUSA 3,100 33 Integral Systems ss. 400 9 Intrado *ss. 1,800 22 Iron Mountain * 5,470 158 Kanbay International * 400 8 Keane * 2,460 32 Lightbridge *ss. 1,638 10 Man Tech International, Class A *ss. 1,400 32 Management Network Group *ss. 100 0 Maximus 1,400 47 Medquist * 1,082 15 MPS Group * 3,600 38 Pegasus Solutions *ss. 1,600 19 Perot Systems, Class A * 5,400 73 Rainmaker Systems * 7,200 4 RightNow Technologies *ss. 2,100 26 Safeguard Scientifics * 9,900 14 Sapient * 5,000 37 SRA International, Class A * 1,200 72 Startek ss. 1,100 19 Sykes Enterprises * 3,400 23 Syntel ss. 2,100 37 TALX Corporation 1,410 26 Technology Solutions * 5,200 5 Tier Technologies, Class B * 600 4 Titan * 3,449 63 TNS * 1,800 32 Total System Services ss. 8,600 215 2,954 Office Electronics 0.1% Zebra Technologies * 3,250 154 154 Semiconductor & Semiconductor Equipment 2.1% Actel * 1,600 25 Advanced Energy Industries *ss. 2,900 28 Advanced Power Technology * 400 3 Aehr Test Systems * 1,600 5 Agere Systems, Class A * 67,700 97 Alliance Semiconductor * 3,100 8 AMIS Holdings * 3,900 44 Amkor Technology *ss. 7,800 30 Amtech Systems * 1,600 5 ANADIGICS *ss. 2,595 4 Asyst Technology * 2,900 14 Atheros Communications *ss. 2,700 28 Atmel * 20,900 62 ATMI * 1,200 30 August Technology *ss. 700 8 Axcelis Technologies * 3,600 26 Brooks-Pri Automation * 1,764 27 Cabot Microelectronics *ss. 1,232 39 California Micro Devices * 2,300 12 Catalyst Semiconductor * 1,600 7 Celeritek 1,100 1 CEVA *ss. 1,600 12 Cirrus Logic * 4,800 22 Cognex 2,100 52 Cohu 1,800 29 Conexant Systems * 19,381 29 Credence Systems *ss. 3,800 30 Cree *ss. 3,400 74 Cymer *ss. 1,400 37 Cypress Semiconductor *ss. 5,700 72 DSP Group * 1,500 39 DuPont Photomasks *ss. 1,100 29 Electroglas *ss. 2,400 9 EMCORE *ss. 4,800 16 Entegris * 3,300 33 ESS Technology *ss. 2,300 12 Exar * 2,200 30 Fairchild Semiconductor, Class A * 5,310 81 FEI *ss. 1,700 39 FSI International * 2,200 9 Genesis Microchip *ss. 1,900 27 Helix Technology ss. 1,400 22 hi/fn *ss. 409 3 Integrated Circuit Systems * 3,900 75 Integrated Device Technology * 4,700 57 Integrated Silicon Solution *ss. 2,900 19 International Rectifier * 3,100 141 Intersil Holding, Class A 6,120 106 Intevac *ss. 900 9 Kopin * 5,000 15 Kulicke & Soffa *ss. 4,200 26 Lam Research * 5,650 163 Lattice Semiconductor * 5,640 30 LTX * 3,900 17 Mattson Technology * 2,913 23 MEMC Electronic Materials * 8,100 109 Micrel * 4,280 39 Micro Component Technology * 3,100 1 Microchip Technology 9,649 251 Microsemi * 3,400 55 Mindspeed Technologies * 5,700 13 MKS Instruments * 2,400 38 Monolithic System Technology *ss. 2,600 15 Mykrolis * 2,400 34 Nanometrics *ss. 1,100 13 NVE *ss. 300 6 Omnivision Technologies *ss. 3,200 49 ON Semiconductor * 10,900 43 PDF Solutions * 1,600 22 Pericom Semiconductor * 2,600 22 Photronics * 1,310 24 Pixelworks * 2,700 22 PLX Technology *ss. 2,400 25 Power Integrations * 1,600 33 Rambus *ss. 4,380 66 RF Micro Devices * 8,200 43 Rudolph Technologies * 1,400 21 Semitool * 2,600 27 Semtech * 3,400 61 Sigma Designs *ss. 1,600 17 Silicon Image * 3,500 35 Silicon Laboratories *ss. 2,300 68 Silicon Storage Technology * 4,700 18 Siliconix * 1,700 60 Sipex *ss. 3,100 7 Skyworks Solutions * 6,200 39 SRS Labs * 2,700 11 STATS ChipPAC ADR * 4,437 29 Tessera Technologies * 2,100 91 Therma-Wave *ss. 3,500 7 Three-Five Systems * 950 1 Transmeta *ss. 14,100 13 TranSwitch *ss. 7,400 10 TriQuint Semiconductor *ss. 7,380 25 Ultratech Stepper * 800 12 Varian Semiconductor Equipment * 1,600 61 Veeco *ss. 1,129 17 Virage Logic *ss. 1,500 16 Vitesse Semiconductor *ss. 10,031 27 Zoran * 1,948 20 3,506 Software 2.4% Activision * 7,400 109 Actuate * 2,700 6 Advent Software * 1,400 25 Agile Software * 2,100 15 Altiris *ss. 1,200 29 Ansoft * 1,400 38 Ansys * 1,400 48 Applix * 1,200 7 ARI Network Services * 3,100 8 Ascential Software * 2,675 50 Aspect Telecommunications * 3,000 31 Aspen Technology *ss. 3,400 19 Atari *ss. 4,700 15 AuthentiDate Holding *ss. 3,900 16 BEA Systems * 16,900 135 Borland Software * 3,900 32 Bottomline Technologies * 1,500 20 Cadence Design Systems * 11,477 172 Captaris * 2,600 11 Captiva Software *ss. 500 5 Catapult Communications * 1,100 23 CCC Information Services *ss. 1,307 30 Concord Communications * 1,400 14 Datastream * 1,500 11 Digimarc *ss. 1,100 7 DocuCorp International * 2,200 17 E.piphany * 5,640 20 ebix.com * 800 8 Embarcadero * 2,600 17 Epicor Software * 4,000 52 EPIQ Systems *ss. 1,000 13 EPlus * 300 3 Evans & Sutherland Computer * 600 3 Evolving Systems *ss. 1,300 3 FactSet Research Systems ss. 1,950 64 Fair Isaac 3,005 103 Falconstor Software *ss. 700 4 FileNet * 1,700 39 Guardian Technologies *ss. 1,500 5 Hyperion Solutions * 1,800 79 Informatica * 4,400 36 Internet Security Systems * 2,550 47 Jack Henry & Associates 3,600 65 JDA Software Group * 1,400 20 Kronos * 1,450 74 Lawson Software * 4,400 26 Macromedia * 3,310 111 Macrovision * 2,300 52 Magma Design Automation *ss. 2,300 27 Manhattan Associates * 1,200 24 Manugistics Group * 5,100 9 MAPICS * 1,500 19 MapInfo * 1,575 19 McAfee * 6,672 151 Mentor Graphics *ss. 2,700 37 Micromuse * 4,560 21 MICROS Systems * 1,400 51 MicroStrategy * 600 33 Midway Games *ss. 2,879 30 Moldflow * 1,200 19 Motive * 1,100 11 MRO Software * 900 13 MSC.Software *ss. 1,900 21 Napster *ss. 2,400 16 NAVTEQ * 4,100 178 NEON Systems * 1,200 4 netGuru * 2,400 3 NetIQ * 2,358 27 NetScout Systems * 1,300 6 Nuance Communications * 3,200 9 NYFIX *ss. 850 5 ONYX Software * 625 2 Open Solutions * 700 14 OPNET Technologies * 1,300 11 Opsware *ss. 5,400 28 Palmsource *ss. 902 8 Pegasystems *ss. 2,200 12 Phoenix Technologies * 1,200 11 PLATO Learning *ss. 1,466 11 Portal Software *ss. 4,160 10 Progress Software * 1,800 47 Quality Systems ss. 1,000 42 Quest Software * 3,900 54 Radiant Systems * 2,250 22 Red Hat *ss. 8,000 87 Renaissance Learning ss. 1,500 26 Reynolds & Reynolds, Class A 3,100 84 RSA Security * 2,950 47 Salesforce.com *ss. 5,500 82 ScanSoft *ss. 6,000 22 SCO Group *ss. 1,200 4 Secure Computing *ss. 2,400 21 SERENA Software *ss. 2,000 48 Sonic Solutions *ss. 1,300 20 SPSS * 1,600 28 Sybase * 3,972 73 Synopsys * 6,566 119 Take-Two Interactive Software *ss. 1,800 70 Telecommunication Systems, Class A *ss. 600 2 THQ *ss. 1,825 51 TIBCO Software * 9,050 67 Transaction Systems Architects, Class A * 2,100 49 Ulticom * 2,200 24 Ultimate Software Group * 3,500 56 VA Linux Systems *ss. 2,600 4 Vastera *ss. 2,300 7 Verint Systems * 1,300 45 Verisity * 1,600 19 Verity * 2,600 25 Viewpoint Corporation *ss. 4,300 12 Visual Networks *ss. 1,200 4 WatchGuard Technologies * 2,100 7 Wind River Systems * 3,776 57 Witness Systems * 1,200 21 3,923 Total Information Technology 22,614 MATERIALS 4.6% Chemicals 1.8% A. Schulman 1,300 23 Airgas 3,300 79 Albermarle 1,800 65 Altair Nanotechnologies *ss. 2,000 7 Arch Chemicals 1,150 33 Cabot 2,900 97 Calgon Carbon ss. 3,500 30 Cambrex 1,200 26 Celanese, Series A *ss. 7,000 126 CFC International * 1,200 27 Crompton ss. 4,124 60 Cytec Industries 1,600 87 Ferro 1,800 34 FMC * 1,500 80 Georgia Gulf 1,700 78 H.B. Fuller 1,120 32 Huntsman * 9,600 224 ICO * 5,500 19 Kronos Worldwide ss. 2,311 98 Lesco * 1,200 17 Lubrizol 2,900 118 Lyondell Chemical 10,645 297 Macdermid 1,400 45 Minerals Technologies 800 53 Mosaic * 16,000 273 Nalco Holding * 6,300 119 Nanophase Technologies *ss. 2,300 13 NL Industries 2,300 53 Olin 3,700 83 OM Group * 1,100 33 OMNOVA Solutions * 4,300 23 PolyOne * 4,400 39 RPM 4,700 86 Scotts Miracle Gro, Class A * 1,300 91 Sensient Technologies 2,100 45 Spartech 1,600 32 Symyx Technologies * 1,350 30 Terra Nitrogen * 2,800 70 Valhi ss. 4,700 92 Valspar ss. 2,300 107 W. R. Grace *ss. 5,400 46 Wellman 2,400 35 Westlake Chemical 2,700 87 3,112 Construction Materials 0.4% Devcon International * 2,100 29 Eagle Materials ss. 800 65 Florida Rock Industries 1,925 113 Headwaters *ss. 1,800 59 Lafarge 3,200 187 Martin Marietta Materials 2,100 117 Texas Industries 800 43 US Concrete *ss. 2,900 18 631 Containers & Packaging 0.7% Aptargroup 1,600 83 Caraustar * 1,300 17 Chesapeake Corp. 600 13 Crown Cork & Seal * 8,200 128 Graphic Packaging * 8,400 37 Greif Brothers 1,100 77 Longview Fibre 2,100 39 Myers Industries 2,710 38 Owens-Illinois * 6,800 171 Packaging Corp. of America 4,700 114 Packaging Dynamics ss. 1,180 16 Rock-Tenn, Class A 1,800 24 Silgan Holdings 1,100 71 Smurfit-Stone Container * 10,800 167 Sonoco Products 4,360 126 1,121 Metals & Mining 1.5% AK Steel * 5,844 65 Alliance Resource Partners * 800 51 Arch Coal 2,400 103 Carpenter Technology 1,000 59 Century Aluminum * 2,200 67 Cleveland-Cliffs ss. 1,200 87 Coeur d'Alene Mines *ss. 8,600 32 Commercial Metals 2,500 85 Compass Minerals 1,000 25 CONSOL Energy 4,200 197 Foundation Coal Holdings 1,900 45 Gibraltar Industries 1,950 43 Glamis Gold * 5,300 83 Hecla Mining *ss. 7,400 41 International Steel Group * 4,200 166 Massey ss. 3,700 148 Meridian Gold *ss. 4,200 71 NN 1,600 20 Northwest Pipe * 1,400 35 Oregon Steel Mills *ss. 2,000 46 Peabody Energy 5,600 260 Quanex 1,350 72 Reliance Steel & Aluminum 1,700 68 Royal Gold ss. 1,700 31 Ryerson Tull ss. 1,900 24 Southern Peru Copper ss. 3,300 183 Steel Dynamics ss. 2,200 76 Steel Technologies 1,100 26 Stillwater Mining * 4,717 46 Synalloy * 1,500 15 U.S. Gold * 4,300 2 Universal Stainless & Alloy Products *ss. 2,900 41 USEC ss. 4,200 68 Westmoreland Coal *ss. 1,200 30 Worthington Industries 4,000 77 2,488 Paper & Forest Products 0.2% Badger Paper Mills * 1,900 8 Bowater 2,300 87 Buckeye Technologies * 2,600 28 Deltic Timber 700 27 FiberMark * 1,800 0 MAXXAM * 1,500 43 P. H. Glatfelter 1,800 27 Pope & Talbot 1,100 19 Potlatch ss. 1,300 61 Schweitzer Mauduit 1,100 37 Wausau-Mosinee Paper 2,300 33 370 Total Materials 7,722 TELECOMMUNICATION SERVICES 1.7% Diversified Telecommunication Services 0.6% Acceris Communications *ss. 900 1 Alaska Communications Systems Group ss. 2,700 27 Broadwing *ss. 2,490 10 Cincinnati Bell * 9,448 40 Commonwealth Telephone Enterprises * 1,100 52 Covad Communications Group *ss. 13,362 16 CT Communications 1,900 20 D&E Communications ss. 2,009 18 General Communications, Class A * 2,300 21 Hickory Technology ss. 1,200 12 IDT * 3,800 54 Level 3 Communications *ss. 30,900 64 Lynch Interactive *ss. 700 17 MCI * 12,800 319 McLeodUSA, Class A *ss. 3,461 1 McLeodUSA, Class A (Escrowed shares) ** 16,412 0 NTL * 3,600 229 Premiere Global Services * 3,300 37 Primus Telecommunications *ss. 6,500 10 Surewest Communications ss. 700 16 Time Warner Telecom, Class A *ss. 7,260 29 US LEC, Class A *ss. 1,800 5 Valor Communications ss. 3,100 45 XETA Technologies * 2,400 9 1,052 Wireless Telecommunication Services 1.1% @Road * 4,900 20 Alamosa Holdings *ss. 5,300 62 American Tower Systems, Class A * 9,600 175 Boston Communications Group * 2,400 17 Centennial Communications *ss. 6,500 71 Crown Castle International * 9,600 154 Dobson Communications, Class A *ss. 9,600 19 Metro One Telecommunications *ss. 1,050 1 Nextel Partners, Class A *ss. 8,100 178 NII Holdings, Class B *ss. 3,100 178 Price Communications 2,450 43 Rural Cellular, Class A *ss. 1,700 9 SBA Communications * 2,800 26 Skyterra Communications * 2,000 77 Spectrasite * 2,200 128 Syniverse * 3,000 41 Telephone and Data Systems 2,500 204 Triton PCS, Class A * 7,600 17 U. S. Cellular * 3,700 169 Ubiquital *ss. 4,700 31 US Unwired, Class A *ss. 5,500 23 Western Wireless, Class A * 4,100 156 Wireless Facilities *ss. 2,800 18 1,817 Total Telecommunication Services 2,869 UTILITIES 2.9% Electric Utilities 1.2% ALLETE 1,300 54 Alliant 4,900 131 Baycorp Holdings *ss. 662 9 Black Hills 1,300 43 Central Vermont Public Service 1,100 25 CH Energy Group ss. 1,000 46 Cleco 2,200 47 DPL 6,100 153 DQE ss. 3,000 54 El Paso Electric * 2,200 42 Empire District Electronics ss. 1,600 37 Great Plains Energy ss. 3,200 98 Hawaiian Electric Industries ss. 3,500 89 IdaCorp 1,500 43 Madison Gas and Electric ss. 1,000 33 Maine Maritimes 100 3 Northeast Utilities 5,800 112 NSTAR 2,215 120 OGE Energy ss. 4,000 108 Otter Tail 1,000 25 Potomac Electric Power 7,900 166 Public Service of New Mexico 3,200 85 Puget Energy 4,600 101 Reliant Resources * 12,500 142 Sierra Pacific Resources *ss. 5,300 57 Unisource Energy 1,500 46 United Illuminating 600 30 Unitil 800 20 Westar Energy 3,500 76 1,995 Gas Utilities 0.5% AGL Resources 3,300 115 Atmos Energy 2,300 62 Cascade Natural Gas ss. 1,100 22 Chesapeake Utilities ss. 800 21 EnergySouth 850 24 Laclede Gas 900 26 New Jersey Resources 1,500 65 Northwest Natural Gas ss. 900 33 Piedmont Natural Gas Company ss. 3,200 74 RGC Resources 700 18 SEMCO Energy ss. 3,000 17 South Jersey Industries 700 40 Southern Union 3,621 91 Southwest Gas 1,500 36 UGI 1,950 89 Washington Gas Light 2,600 81 814 Multi-Utilities & Unregulated Power 1.1% Aquila *ss. 6,788 26 Avista 2,300 40 Energen 1,500 100 Energy East 6,100 160 Equitable Resources 2,900 167 Florida Public Utilities 1,033 19 MDU Resources Group 4,750 131 National Fuel Gas Company 4,100 117 NRG Energy * 4,800 164 ONEOK 4,100 126 Ormat Technologies ss. 900 14 Questar 4,000 237 SCANA 4,810 184 Vectren 3,399 91 Wisconsin Energy 5,300 188 WPS Resources ss. 1,600 85 1,849 Water Utilities 0.1% Aqua America 4,251 104 California Water Service Group 1,200 40 Connecticut Water Service ss. 850 21 Pennichuck ss. 200 5 170 Total Utilities 4,828 Total Common Stocks (Cost $137,161) 159,084 CONVERTIBLE PREFERRED STOCKS 0.0% Simon Property Group 600 33 Total Convertible Preferred Stocks (Cost $32) 33 SHORT-TERM INVESTMENTS 4.2% Money Market Fund 4.0% T. Rowe Price Reserve Investment Fund, 2.67% #+ 6,720,386 6,721 6,721 U.S. Treasury Obligations 0.2% U.S. Treasury Bills, 2.66%, 4/21/05 ++ 400,000 399 399 Total Short-Term Investments (Cost $7,120) 7,120 SECURITIES LENDING COLLATERAL 18.9% Money Market Trust 18.9% State Street Bank and Trust Company of New Hampshire N.A. Securities Lending Quality Trust units, 2.882% # 31,480,058 31,480 Total Securities Lending Collateral (Cost $31,480) 31,480 FUTURES CONTRACTS 0% Variation margin receivable (payable) on open futures contracts (2) 20 Total Futures Contracts 20 Total Investments in Securities 118.3% of Net Assets (Cost $175,793) $ 197,737 (1) Denominated in U.S. dollars unless otherwise noted # Seven-day yield * Non-income producing ss. All or a portion of this security is on loan at March 31, 2005 - See Note 2 ++ All or a portion of this security is pledged to cover margin requirements on futures contracts at March 31, 2005. + Affiliated company - See Note 4 * Valued by the T. Rowe Price Valuation Committee, established by the fund's Board of Directors ADR American Depository Receipts REIT Real Estate Investment Trust (2) Open Futures Contracts at March 31, 2005 were as follows: ($ 000s) Contract Unrealized Expiration Value Gain (Loss) Long, 17 S&P Mini 500 Index Futures contracts, $58 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 $ 1,006 $ (26) Long, 44 Russell Mini 2000 Index Futures contracts, $126 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 2,718 (124) Long, 59 S&P Mid-Cap Mini 400 Futures contracts, $176 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 3,903 (122) Net payments (receipts) of variation margin to date 292 Variation margin receivable (payable) on open futures contracts $ 20 The accompanying notes are an integral part of this Portfolio of Investments. T. Rowe Price Extended Equity Market Index Fund Unaudited March 31, 2005 Notes To Portfolio of Investments NOTE 1 - SIGNIFICANT ACCOUNTING POLICIES T. Rowe Price Index Trust, Inc. (the trust) is registered under the Investment Company Act of 1940 (the 1940 Act). The Extended Equity Market Index Fund (the fund), a diversified, open-end management investment company, is one portfolio established by the trust. The fund seeks to match the performance of the U.S. stocks not included in the Standard & Poor's 500 Stock Index(R), as represented by the Wilshire 4500 Completion Index. Valuation The fund values its investments and computes its net asset value per share at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET, each day that the NYSE is open for business. Equity securities listed or regularly traded on a securities exchange or in the over-the-counter market are valued at the last quoted sale price at the time the valuations are made, except for OTC Bulletin Board securities, which are valued at the mean of the latest bid and asked prices. A security that is listed or traded on more than one exchange is valued at the quotation on the exchange determined to be the primary market for such security. Listed securities not traded on a particular day are valued at the mean of the latest bid and asked prices. Debt securities 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. Unsettled variation margin on futures contracts is included in investments in securities. NOTE 2 - INVESTMENT TRANSACTIONS Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or enhance performance. The investment objective, policies, program, and risk factors of the fund are described more fully in the fund's prospectus and Statement of Additional Information. Futures Contracts The fund may invest in futures contracts, which provide for the future sale by one party and purchase by another of a specified amount of a specific financial instrument at an agreed upon price, date, time, and place. Risks arise from possible illiquidity of the futures market and from movements in security values. Securities Lending The fund lends its securities to approved brokers to earn additional income. It receives as collateral cash and U.S. government securities valued at 102% to 105% of the value of the securities on loan. Cash collateral is invested in a money market pooled trust managed by the fund's lending agent in accordance with investment guidelines approved by fund management. Collateral is maintained over the life of the loan in an amount not less than the value of loaned securities, as determined at the close of fund business each day; any additional collateral required due to changes in security values is delivered to the fund the next business day. Although risk is mitigated by the collateral, the fund could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities. At March 31, 2005, the value of loaned securities was $30,694,000; aggregate collateral consisted of $31,480,000 in the money market pooled trust and U.S. government securities valued at $28,000. NOTE 3 - FEDERAL INCOME TAXES At March 31, 2005, the cost of investments for federal income tax purposes was $175,793,000. Net unrealized gain aggregated $21,652,000 at period-end, of which $45,691,000 related to appreciated investments and $24,039,000 related to depreciated investments. The amount and character of tax-basis distributions and composition of net assets are finalized at fiscal year-end; accordingly, tax-basis balances have not been determined as of March 31, 2005. NOTE 4 - RELATED PARTY TRANSACTIONS The fund may invest in the T. Rowe Price Reserve Investment Fund and the T. Rowe Price Government Reserve Investment Fund (collectively, the Reserve Funds), open-end management investment companies managed by Price Associates and affiliates of the fund. The Reserve Funds are offered as cash management options to mutual funds, trusts, and other accounts managed by Price Associates and/or its affiliates, and are not available for direct purchase by members of the public. The Reserve Funds pay no investment management fees. During the three months ended March 31, 2005, dividend income from the Reserve Funds totaled $43,000, and the value of shares of the Reserve Funds held at March 31, 2005 and December 31, 2004 was $6,721,000 and $3,132,000, respectively. T. Rowe Price Total Equity Market Index Fund Unaudited March 31, 2005 PORTFOLIO OF INVESTMENTS (1) Shares/$ Par Value (Cost and value in $ 000s) COMMON STOCKS 97.3% CONSUMER DISCRETIONARY 13.1% Auto Components 0.3% American Axle & Manufacturing Holdings 1,200 29 Arvinmeritor 1,900 29 Bandag 800 38 Borg-Warner 1,500 73 Cooper Tire 2,500 46 Dana 3,700 47 Delphi 14,314 64 Gentex ss. 1,800 57 Goodyear Tire & Rubber *ss. 5,500 74 Johnson Controls 4,500 251 Lear 1,600 71 Modine Manufacturing 1,700 50 Standard Motor Products ss. 2,000 23 TRW * 2,300 45 Visteon ss. 4,286 25 922 Automobiles 0.4% Fleetwood *ss. 4,600 40 Ford Motor 42,961 487 GM ss. 13,052 383 Harley-Davidson 7,000 404 Thor Industries 1,000 30 Winnebago ss. 1,800 57 1,401 Distributors 0.1% Genuine Parts 4,300 187 Handleman 1,700 32 Noland ss. 700 33 252 Hotels, Restaurants & Leisure 2.0% Applebee's 2,037 56 Bob Evans Farms 900 21 Brinker * 2,150 78 Caesars Entertainment * 9,000 178 Carnival 15,100 782 CEC Entertainment * 1,300 48 Cedar Fair ss. 1,300 41 Choice Hotels International 1,700 105 Cracker Barrel 1,400 58 Darden Restaurants 4,300 132 Gaylord Entertainment *ss. 1,500 61 Great Wolf Resorts * 1,700 42 GTECH 2,800 66 Harrah's Entertainment 2,600 168 Hilton 8,372 187 International Game Technology 7,600 203 International Speedway, Class A 1,200 65 Jack In The Box * 1,700 63 John Q Hammons Hotels * 3,500 76 Krispy Kreme *ss. 3,000 23 Landry's Seafood Restaurant 1,100 32 Las Vegas Sands *ss. 8,800 396 Lone Star Steakhouse & Saloon 1,700 49 Mandalay Resort Group 1,600 113 Marriott, Class A 5,500 368 McDonald's 29,300 912 MGM Mirage * 3,800 269 MTR Gaming Group * 1,900 23 Multimedia Games *ss. 900 7 Outback Steakhouse 1,600 73 Panera Bread, Class A *ss. 1,200 68 Papa John's International *ss. 1,000 35 PF Chang's China Bistro *ss. 1,100 66 Rare Hospitality International * 800 25 Royal Caribbean Cruises ss. 4,500 201 Ruby Tuesday ss. 1,400 34 Ryan's Restaurant Group * 2,000 29 Six Flags *ss. 5,100 21 Sonic * 1,400 47 Speedway Motorsports 1,200 43 Starbucks * 9,400 486 Starwood Hotels & Resorts Worldwide, Equity Units 5,200 312 Station Casinos 2,100 142 The Cheesecake Factory *ss. 2,100 74 Triarc, Class B ss. 3,300 46 Vail Resorts *ss. 1,800 45 Wendy's 3,000 117 WMS Industries *ss. 1,500 42 Wynn Resorts *ss. 2,300 156 Yum! Brands 7,400 383 7,067 Household Durables 1.0% American Greetings, Class A 1,500 38 Black & Decker 2,000 158 Blyth Industries 1,500 48 Brillian Corp *ss. 750 1 Cavco Industries * 1,540 37 Centex 3,300 189 Champion Enterprises * 4,500 42 D. R. Horton 8,360 245 Ethan Allen Interiors ss. 1,400 45 Fortune Brands 3,400 274 Furniture Brands International 1,900 41 Harman International 1,800 159 Helen of Troy Limited *ss. 1,500 41 Hovnanian Enterprises * 1,700 87 KB Home 1,100 129 Kimball International, Class B 2,400 35 Knape & Vogt Manufacturing ss. 1,600 20 La-Z-Boy ss. 1,200 17 Leggett & Platt 4,600 133 Lennar, Class A 3,900 221 Levitt, Class A ss. 1,475 38 Maytag ss. 3,000 42 MDC Holdings 1,045 73 Meritage * 1,000 59 Mohawk Industries * 1,531 129 Newell Rubbermaid 6,976 153 NVR * 190 149 Pulte 3,100 228 Rockford Corporation *ss. 2,100 5 Russ Berrie ss. 1,000 19 Ryland Group ss. 1,200 74 Skyline 600 23 Snap-On 1,400 45 Standard Pacific 1,000 72 Stanley Furniture 700 33 Stanley Works 1,900 86 Toll Brothers * 1,900 150 Tupperware 3,300 67 Whirlpool 1,500 102 3,507 Internet & Catalog Retail 0.5% Amazon.com * 9,300 319 Blue Nile *ss. 1,200 33 eBay * 30,600 1,140 Insight Enterprises * 1,350 24 J. Jill Group *ss. 1,100 15 Netflix *ss. 1,700 18 priceline.com *ss. 750 19 ValueVision International *ss. 1,100 14 1,582 Leisure Equipment & Products 0.3% Action Performance ss. 1,900 25 Arctic Cat 1,000 27 Brunswick 2,000 94 Callaway Golf ss. 2,500 32 Eastman Kodak 6,900 225 Hasbro 4,000 82 K2 *ss. 2,834 39 MarineMax * 900 28 Marvel Enterprises *ss. 3,500 70 Mattel 10,700 228 Nautilus Group ss. 1,475 35 Oakley 1,900 24 Polaris Industries ss. 1,200 84 SCP Pool 2,305 73 The Boyds Collection * 5,800 14 1,080 Media 4.3% 4Kids Entertainment *ss. 800 18 ADVO 1,650 62 Arbitron 680 29 Belo Corporation, Class A 1,900 46 Cablevision Systems, Class A * 5,700 160 Catalina Marketing ss. 1,200 31 Charter Communications, Class A *ss. 10,400 17 Citadel Broadcasting *ss. 3,100 43 Clear Channel Communications 13,701 472 Comcast, Class A * 52,494 1,773 Cox Radio, Class A * 900 15 Cumulus Media, Class A *ss. 1,406 20 Directv * 31,750 458 Disney 47,700 1,370 Dow Jones 1,700 64 Dreamworks Animation, Class A * 3,000 122 EchoStar Communications, Class A 5,100 149 Emmis Communications * 1,200 23 Entercom Communications * 1,200 43 Entravision Communications, Class A * 4,000 35 Gannett 6,000 474 Gemstar TV Guide * 11,100 48 Getty Images *ss. 1,600 114 Gray Communications Systems 1,900 28 Harte-Hanks 1,900 52 Hearst-Argyle Television 1,700 43 Hollinger International 3,900 43 Insight Communications * 3,400 40 Interactive Data * 2,900 60 Interpublic Group * 10,212 125 John Wiley & Sons 2,100 74 Journal Register * 1,600 27 Knight-Ridder 1,700 114 Lamar Advertising * 1,900 77 Lee Enterprises ss. 1,200 52 Liberty 500 20 Liberty Media, Class A * 68,000 705 Liberty Media International, Series A * 3,020 132 McClatchy 1,200 89 McGraw-Hill 4,600 401 Media General, Class A 700 43 Mediacom Communications *ss. 6,800 44 Meredith 1,300 61 Metro Goldwyn Mayer *ss. 6,000 72 New York Times, Class A 3,400 124 News Corp., Class A 55,584 941 News Corporation, Class B ss. 33,100 583 Omnicom 4,200 372 Paxson Communications * 15,000 10 Pixar *ss. 1,100 107 Primedia * 13,700 60 ProQuest *ss. 1,100 40 R.H. Donnelley * 940 55 Radio One * 3,400 50 Reader's Digest 3,100 54 Regal Entertainment Group, Class A ss. 3,700 78 Regent Communications * 6,500 35 Scholastic * 1,200 44 Scripps, Class A 3,800 185 Sirius Satellite Radio *ss. 32,900 185 Spanish Broadcasting, Class A *ss. 4,100 42 Time Warner * 103,320 1,813 TiVo *ss. 2,800 14 Tribune 7,422 296 Unitedglobalcom, Class A * 4,500 43 Univision Communications, Class A * 7,640 212 Valassis Communications * 1,200 42 Viacom, Class B 40,458 1,409 Washington Post, Class B 220 197 Westwood One * 2,400 49 WPP Group ADR ss. 681 39 XM Satellite Radio Holdings, Class A *ss. 4,800 151 15,118 Multiline Retail 1.1% 99 Cents Only Stores *ss. 1,600 21 Big Lots * 3,700 44 Dillards, Class A ss. 2,700 73 Dollar General 7,450 163 Dollar Tree Stores * 2,500 72 Family Dollar Stores 4,400 134 Federated Department Stores 4,000 255 J.C. Penney 5,800 301 Kohl's * 7,900 408 May Department Stores 6,350 235 Neiman Marcus, Class A 1,000 92 Nordstrom 3,200 177 Saks 2,975 54 Sears *ss. 3,831 510 Shopko Stores *ss. 2,200 49 Target 21,500 1,075 Tuesday Morning * 1,500 43 3,706 Specialty Retail 2.6% Abercrombie & Fitch 2,116 121 Advance Auto Parts * 1,600 81 American Eagle Outfitters 3,300 98 Autonation * 6,300 119 AutoZone * 2,100 180 Barnes & Noble * 1,800 62 bebe stores ss. 2,725 92 Bed Bath & Beyond * 7,000 256 Best Buy 7,700 416 Blockbuster, Class A ss. 6,600 58 Borders Group 2,100 56 Burlington Coat Factory 1,100 32 CarMax * 2,729 86 Charming Shoppes * 4,000 33 Chico's * 4,600 130 Christopher & Banks 1,700 30 Circuit City 5,400 87 Claire's Stores 2,800 64 Cost Plus * 900 24 Deb Shops ss. 700 20 Electronics Boutique Holdings *ss. 1,000 43 Foot Locker 3,600 105 Franklin Covey * 6,800 16 GameStop, Class B * 934 21 GAP 21,050 460 Genesco *ss. 1,100 31 Group One Automotive * 1,600 42 Guitar Center * 800 44 Gymboree * 600 8 Harvey Electronics *ss. 10,500 14 Hibbett Sporting Goods * 1,575 47 Hollywood Entertainment * 1,900 25 Home Depot 52,450 2,006 Hot Topic * 1,050 23 Linens 'n Things * 1,000 25 Lowes 18,600 1,062 Men's Wearhouse * 1,000 42 Michaels Stores 3,000 109 Movie Gallery 1,800 52 O'Reilly Automotive * 1,200 59 Office Depot * 7,500 166 OfficeMax 2,022 68 Pacific Sunwear * 2,325 65 Pantry *ss. 1,400 43 Payless Shoesource * 1,506 24 Pep Boys ss. 1,700 30 Petco * 1,300 48 PETsMART 3,700 106 Pier 1 Imports ss. 2,000 36 RadioShack 3,700 91 Regis 1,300 53 Rent-A-Center * 1,700 46 Ross Stores 3,400 99 Select Comfort *ss. 900 18 Sherwin-Williams 3,800 167 Shoe Pavilion *ss. 8,100 47 Staples 11,850 372 Talbots 1,300 42 The Children's Place * 800 38 The Limited 10,755 261 The Sports Authority *ss. 1,392 38 Tiffany 3,300 114 TJX 11,600 286 Too * 1,657 41 Toys "R" Us * 4,900 126 Tweeter Home Entertainment Group *ss. 3,600 20 Ultimate Electronics *ss. 1,000 0 United Retail Group * 4,100 24 Urban Outfitters * 2,700 130 Weight Watchers *ss. 2,600 112 West Marine *ss. 1,300 28 Williams-Sonoma * 2,700 99 Zale * 1,600 48 9,165 Textiles, Apparel, & Luxury Goods 0.5% Coach * 4,900 277 Columbia Sportswear *ss. 1,000 53 Culp * 600 4 Deckers Outdoor *ss. 1,300 46 Forward Industries *ss. 5,600 73 Fossil * 1,600 41 Jones Apparel Group 3,500 117 K-Swiss, Class A 2,000 66 Kellwood 800 23 Liz Claiborne 2,600 104 Movado Group 2,000 37 Nike, Class B 6,200 517 Polo Ralph Lauren 2,300 89 Quiksilver * 2,000 58 Reebok 1,800 80 Rocky Shoes & Boots *ss. 1,300 35 Russell 1,600 29 Superior Uniform Group 200 3 Tarrant Apparel *ss. 12,100 25 Timberland, Class A * 1,100 78 Unifi *ss. 7,500 25 V. F. 2,400 142 1,922 Total Consumer Discretionary 45,722 CONSUMER STAPLES 9.2% Beverages 1.8% Anheuser-Busch 19,200 910 Brown-Forman, Class B 2,900 159 Coca-Cola 56,900 2,371 Coca-Cola Enterprises 10,900 224 Constellation Brands, Class A * 2,700 143 Molson Coors Brewing, Class B 1,900 146 Pepsi Bottling Group 5,900 164 PepsiAmericas 3,800 86 PepsiCo 39,670 2,104 Todhunter Intl *ss. 1,400 18 6,325 Food & Staples Retailing 2.6% Albertsons ss. 8,590 178 BJ's Wholesale Club * 2,200 68 Costco Wholesale 10,600 468 CVS 9,500 500 Great Atlantic & Pacific Tea *ss. 2,500 37 Kroger * 17,000 273 Longs Drug Stores 1,200 41 Marsh Supermarkets ss. 1,600 20 Performance Food Group * 2,100 58 Rite Aid * 15,500 61 Ruddick 1,700 39 Safeway * 9,600 178 Supervalu 2,700 90 Sysco 14,500 519 Topps 2,400 22 United Natural Foods * 2,200 63 Wal-Mart 99,900 5,006 Walgreen 24,100 1,071 Weis Markets 1,500 55 Whole Foods Market 1,600 164 8,911 Food Products 1.7% Alico *ss. 1,000 53 American Italian Pasta, Class A ss. 1,500 41 Archer-Daniels-Midland 15,872 390 Bunge Limited 1,000 54 Campbell Soup 10,500 305 ConAgra 12,308 333 Corn Products International 2,400 62 Dean Foods * 3,379 116 Del Monte Foods * 4,911 53 Delta Pine & Land 1,400 38 Flowers Foods 1,785 50 Fresh Del Monte Produce ss. 2,300 70 Galaxy Nutritional Foods * 1,800 4 General Mills 8,800 433 Hain Celestial Group * 2,100 39 Heinz 8,300 306 Hershey Foods 6,400 387 Hormel Foods 3,900 121 J.M. Smucker 1,316 66 Kellogg 9,500 411 Kraft Foods, Class A 39,700 1,312 Lancaster Colony 1,200 51 Lance 2,300 37 McCormick 3,600 124 Pilgrim's Pride ss. 1,800 64 Sara Lee 19,300 428 Smithfield Foods * 2,400 76 Tasty Baking ss. 1,700 14 Tootsie Roll Industries 1,745 52 Tyson Foods, Class A 8,154 136 Wrigley 5,300 348 5,974 Household Products 1.4% Clorox 4,800 302 Colgate-Palmolive 12,400 647 Energizer * 1,800 108 Kimberly-Clark 11,700 769 Procter & Gamble 59,700 3,164 4,990 Personal Products 0.6% Alberto Culver, Class B 2,400 115 Avon 11,400 489 Chattem * 1,200 53 Elizabeth Arden *ss. 1,600 38 Estee Lauder, Class A 2,800 126 Gillette 23,100 1,166 NBTY * 1,800 45 Playtex Products *ss. 5,400 49 2,081 Tobacco 1.1% Altria Group 47,600 3,113 DiMon ss. 1,300 8 Reynolds American ss. 3,433 277 Universal Corporation 500 23 UST 4,200 217 Vector Group ss. 3,281 50 3,688 Total Consumer Staples 31,969 ENERGY 7.9% Energy Equipment & Services 1.4% Atwood Oceanics * 400 27 Baker Hughes 7,400 329 BJ Services 4,300 223 Carbo Ceramics 500 35 Cooper Cameron * 1,700 97 Diamond Offshore Drilling 3,200 160 ENSCO International 3,200 121 FMC Technologies * 1,487 49 Global Industries * 2,300 22 GlobalSantaFe 5,496 204 Grant Prideco * 3,300 80 Halliburton 9,900 428 Hanover Compressor *ss. 1,900 23 Helmerich & Payne 1,600 63 Input/Output *ss. 6,200 40 Key Energy Services * 4,500 52 Nabors Industries * 3,130 185 National Oilwell Varco * 3,984 186 Newpark Resources *ss. 4,300 25 Noble Drilling 2,900 163 Oceaneering International * 1,200 45 Offshore Logistics * 1,200 40 Parker Drilling *ss. 6,800 39 Patterson-UTI Energy 4,800 120 Pride International * 3,700 92 Rowan 2,400 72 Schlumberger 13,172 928 Smith International 2,600 163 Superior Energy * 2,900 50 TETRA Technologies * 850 24 Tidewater 1,300 51 Todco, Class A * 2,400 62 Transocean * 7,625 392 Unit * 1,800 81 Universal Compression Holdings * 1,400 53 Veritas DGC * 1,700 51 W-H Energy Services * 1,800 43 Weatherford International * 3,000 174 4,992 Oil & Gas 6.5% Amerada Hess 2,100 202 Anadarko Petroleum 5,629 428 Apache 8,086 495 Ashland 1,500 101 Bill Barrett * 900 26 BP Prudhoe Bay Royalty Trust ss. 1,500 105 Buckeye Partners, Equity Units *ss. 800 36 Burlington Resources 9,200 461 Cabot Oil & Gas 900 50 Callon Petroleum * 1,400 22 Chesapeake Energy 6,308 138 ChevronTexaco 50,028 2,917 Cimarex Energy *ss. 918 36 ConocoPhillips 16,134 1,740 Cross Timbers Royalty Trust ss. 928 36 Denbury Resources * 1,800 63 Devon Energy 10,332 493 El Paso Corporation 16,244 172 Encore Acquisition * 700 29 Energy Partners *ss. 2,200 57 Enterprise Products Partners, Equity Units *ss. 7,400 190 EOG Resources 5,800 283 ExxonMobil 152,962 9,117 Forest Oil *ss. 1,200 49 General Maritime *ss. 900 44 Houston Exploration * 1,200 68 Hugoton Royalty Trust ss. 2,400 71 Kerr-McGee 3,531 277 KFX *ss. 2,400 32 Kinder Morgan 3,100 235 Magellan Midstream Partners * 600 37 Magnum Hunter Resources * 4,400 71 Marathon Oil 8,000 375 Murphy Oil 2,300 227 Newfield Exploration * 1,500 111 Noble Energy ss. 1,500 102 Occidental Petroleum 9,200 655 Patina Oil & Gas 2,586 103 Penn Virginia 1,000 46 Petroleum Development * 1,300 49 Pioneer Natural Resources 3,100 132 Plains All American Pipeline *ss. 2,000 77 Plains Exploration & Production * 1,500 52 Pogo Producing 1,400 69 Premcor 2,400 143 Quicksilver Resources *ss. 2,400 117 Remington Oil & Gas * 1,200 38 Southwestern Energy * 1,300 74 Spinnaker Exploration * 1,300 46 Stone Energy *ss. 800 39 Sunoco 1,700 176 Syntroleum *ss. 4,900 60 Teppco Partners *ss. 1,500 63 Tesoro Petroleum * 2,500 93 Ultra Petroleum * 1,800 91 Unocal 5,814 359 Valero Energy 6,400 469 Vintage Petroleum 2,000 63 Western Gas Resources 2,600 90 Whiting Petroleum * 600 24 Williams Companies 13,585 256 World Fuel Services 2,400 76 XTO Energy 8,842 290 22,646 Total Energy 27,638 FINANCIALS 20.2% Capital Markets 2.4% A.G. Edwards 2,100 94 Aether Systems * 1,250 4 Affiliated Managers Group *ss. 1,150 71 American Capital Strategies ss. 1,200 38 AmeriTrade * 9,700 99 Bank of New York 17,900 520 Bear Stearns 2,327 232 Charles Schwab 32,306 340 E*TRADE Financial * 10,500 126 Eaton Vance 3,800 89 Federated Investors, Class B 3,150 89 Franklin Resources 5,800 398 Goldman Sachs 11,200 1,232 Greenhill ss. 1,500 54 Investment Technology Group * 1,600 28 Investors Financial Services ss. 1,800 88 Janus Capital Group 6,000 84 Jefferies Group 1,700 64 John Nuveen 2,800 96 Knight/Trimark Group *ss. 4,300 41 LaBranche & Co. *ss. 3,900 36 Ladenburg Thalmann Financial Services *ss. 787 0 Legg Mason 2,550 199 Lehman Brothers 6,634 625 Mellon Financial 9,800 280 Merrill Lynch 22,000 1,245 Morgan Stanley 25,600 1,466 Northern Trust 5,700 248 Piper Jaffray * 715 26 Raymond James Financial 2,350 71 SEI 2,900 105 State Street 8,500 372 Stifel Financial *ss. 2,000 44 Waddell & Reed Financial, Class A 2,951 58 Westwood Holdings Group 1,300 25 8,587 Commercial Banks 5.5% 1st Source 1,030 22 Amcore Financial 1,200 34 AmSouth 8,767 227 Associated Banc Corp 3,467 108 BanCorpSouth ss. 1,800 37 Bank of America 94,854 4,183 Bank of Hawaii 1,200 54 Bank of the Ozarks ss. 900 29 Bay View Capital 1,310 21 BB&T 12,820 501 BOK Financial 1,315 53 Boston Private Financial ss. 1,300 31 BWC Financial 1,115 29 Capital Corp of the West 1,000 46 Capitol Bancorp Limited ss. 1,247 38 Chittenden 1,268 33 Citizens Banking 1,000 29 City National 1,100 77 Colonial BancGroup 2,500 51 Comerica 3,900 215 Commerce Bancorp ss. 3,800 123 Commerce Bancshares ss. 1,510 73 Community Banks ss. 1,283 32 Community Bankshares of Indiana 1,540 32 Community Capital 1,500 35 Compass Bancshares 2,800 127 Cullen/Frost Bankers 1,300 59 CVB Financial ss. 2,792 51 East West Bancorp 1,600 59 Fidelity Southern 2,300 39 Fifth Third Bancorp ss. 13,709 589 First Charter 1,200 27 First Financial Bancorp 1,670 30 First Horizon National ss. 2,800 114 First M & F Corporation ss. 700 24 First Merchants 1,630 42 First Midwest Bancorp 1,550 50 FirstBank Puerto Rico ss. 1,200 51 FirstMerit 2,000 54 FNB ss. 1,492 29 Frontier Financial ss. 800 30 Fulton Financial 3,029 66 German American Bancorp ss. 1,874 29 Gold Banc 3,400 48 Greater Bay Bancorp ss. 1,700 41 Hancock Holding 1,300 42 Hibernia 3,400 109 Hudson United Bancorp 970 34 Huntington Bancshares 5,366 128 IBERIABANK ss. 600 34 Integra Bank 1,071 24 International Bancshares 1,093 38 KeyCorp 9,400 305 M & T Bank 2,700 276 Main Street Banks ss. 1,200 32 Marshall & Ilsley 5,278 220 Mercantile Bankshares 1,700 86 Merrill Merchants Bancorp 938 22 Metrocorp Bancshares ss. 1,500 34 Mid-State Bancshares ss. 900 24 Midwest Banc Holdings ss. 1,200 24 National City 14,688 492 NBT Bancorp ss. 1,400 31 North Fork Bancorporation 11,718 325 Old National Bancorp ss. 1,512 31 Omega Financial ss. 500 15 Oriental Financial Group ss. 1,527 36 Pacific Capital Bancorp 1,710 51 Park National ss. 315 35 Peoples Bancorp 745 20 Peoples Financial 1,500 27 Peoples Holding ss. 1,250 39 PNC Financial Services Group 6,200 319 Popular 6,200 151 Prosperity Bancshares 1,200 32 Provident Bankshares 999 33 Regions Financial 11,366 368 Republic Bancorp 1,997 27 S&T Bancorp ss. 1,100 39 Sandy Spring Bancorp 900 29 Santander Bancorp ss. 1,703 45 Signature Bank *ss. 600 16 Silicon Valley Bancshares * 1,200 53 Sky Financial 2,433 65 South Financial Group 1,265 39 Southwest Bancorp of Oklahoma 2,000 37 Southwest Bancorp of Texas 1,600 29 Sterling Bancshares 2,150 31 SunTrust 8,270 596 Susquehanna Bancshares 1,200 29 Synovus Financial 7,600 212 TCF Financial 3,000 81 TD Banknorth * 4,341 136 Texas Capital Bancshares *ss. 600 13 Texas Regional Bancshares, Class A 1,717 52 The Savannah Bancorp 750 22 Toronto Dominion Bank 835 35 Trustmark 1,700 49 U.S. Bancorp 43,955 1,267 U.S.B. Holding Company ss. 1,651 37 UCBH Holdings 1,700 68 UMB Financial 598 34 UnionBancal 3,300 202 United Bankshares 900 30 Unity Bancorp 3,638 44 Valley National Bancorp ss. 2,808 72 Wachovia 37,401 1,904 Wells Fargo 39,252 2,347 WesBanco 1,100 30 WestAmerica 1,100 57 Whitney Holding 950 42 Wilmington Trust 1,500 53 Wintrust Financial ss. 1,050 49 Zions Bancorp 2,100 145 19,125 Consumer Finance 1.1% Advance America Cash Advance Centers 2,000 31 Advanta, Class A 2,155 45 American Express 29,500 1,515 AmeriCredit * 4,500 106 Capital One Financial 5,700 426 CompuCredit * 2,100 56 First Marblehead *ss. 1,500 86 MBNA 29,375 721 Metris Companies *ss. 2,300 27 Moneygram International 2,500 47 Providian Financial * 6,900 118 SLM Corporation 10,600 528 Student Loan 500 105 WFS Financial 900 39 World Acceptance * 1,300 33 3,883 Diversified Financial Services 2.7% Alliance Capital ss. 1,700 80 CapitalSource *ss. 2,700 62 Chicago Mercantile Exchange Holdings 900 175 CIT Group 5,200 198 Citigroup 121,214 5,447 eSpeed, Class A *ss. 3,400 31 Instinet Group * 2,300 14 J.P. Morgan Chase 83,577 2,892 Leucadia National ss. 2,281 78 Moody's 3,700 299 Principal Financial Group 7,200 277 9,553 Insurance 4.7% 21st Century Insurance Group ss. 2,800 39 AFLAC 11,700 436 Alfa ss. 2,100 30 Allmerica Financial * 1,500 54 Allstate 16,800 908 Ambac 2,650 198 American Financial Group 1,500 46 American International Group 60,718 3,364 American National Insurance 500 53 AmerUs Life ss. 900 42 Aon 7,050 161 Arch Capital Group * 1,500 60 Arthur J. Gallagher 2,000 58 Assurant 2,400 81 Berkshire Hathaway, Class A * 35 3,045 Bristol West Holdings 1,800 28 Brown & Brown ss. 1,900 88 Chubb 4,700 373 Cincinnati Financial 3,780 165 Citizens Financial *ss. 600 5 CNA Financial *ss. 4,800 135 Commerce Group 1,300 81 Conseco * 3,500 71 Delphi Financial, Class A 1,050 45 Erie Indemnity, Class A ss. 1,400 73 FBL Financial Group, Class A 1,432 40 Fidelity National Financial 4,562 150 Financial Industries Corporation *ss. 790 6 First American Financial 1,685 55 FPIC Insurance Group *ss. 1,300 42 Genworth Financial, Class A 11,300 311 Great American Financial Resources 2,000 34 Hartford Financial Services 6,700 459 HCC Insurance Holdings 1,500 54 Hilb Rogal and Hobbs ss. 1,400 50 Horace Mann Educators 1,800 32 Infinity Property & Casualty 1,200 37 Jefferson Pilot 3,100 152 LandAmerica Financial Group ss. 1,000 50 Lincoln National 4,000 181 Loews 4,200 309 Markel * 260 90 Marsh & McLennan 12,200 371 MBIA 3,200 167 Mercury General 1,400 77 MetLife 18,200 712 Midland 1,200 38 Nationwide Financial Services, Class A 1,600 57 Navigators Group * 900 30 Odyssey Re Holdings ss. 1,600 40 Ohio Casualty * 2,200 51 Old Republic International 4,150 97 Phoenix Companies ss. 4,000 51 Presidential Life 1,700 28 ProAssurance * 824 33 Progressive Corporation 4,950 454 Protective Life 1,500 59 Prudential 12,000 689 Reinsurance Group of America 1,300 55 RLI 800 33 Safeco ss. 3,100 151 St. Paul Companies 15,923 585 StanCorp Financial Group 600 51 Torchmark 2,600 136 Transatlantic Holdings ss. 1,437 95 UICI 1,600 39 United America Indemnity * 1,939 36 United Fire & Casualty ss. 1,200 41 Unitrin 1,300 59 UnumProvident 6,376 108 Vesta Insurance ss. 3,300 12 W. R. Berkley 1,950 97 Wesco Financial 150 58 White Mountains Insurance Group ss. 300 183 Zenith National ss. 1,100 57 16,441 Real Estate 2.0% Agree Realty, REIT ss. 1,300 35 AMB Property, REIT 1,900 72 American Mortgage Acceptance, REIT ss. 1,600 22 AmeriVest Properties, REIT ss. 4,900 25 Annaly Mortgage Management, REIT ss. 4,300 81 Apartment Investment & Management, Class A, REIT 3,000 112 Archstone-Smith Trust, REIT 4,900 167 Arden Realty, REIT 1,600 54 Avalonbay Communities, REIT 2,007 134 Bedford Property Investors, REIT 1,200 26 Boston Properties, REIT 2,400 145 Brandywine Realty Trust, REIT 1,900 54 BRE Properties, REIT, Class A 1,700 60 Camden Property Trust, REIT 1,500 71 CarrAmerica Realty, REIT 2,100 66 Catellus Development, REIT 2,778 74 CBL & Associates Properties, REIT 1,100 79 Centerpoint Properties, REIT 1,600 66 Consolidated-Tomoka Land 800 46 Cousins Properties, REIT 1,850 48 Crescent Real Estate Equities, REIT 3,000 49 CRT Properties, REIT 1,700 37 Developers Diversified Realty, REIT 3,100 123 Duke Realty, REIT 3,800 113 EastGroup Properties, REIT ss. 1,000 38 Equity Lifestyle Properties, REIT ss. 1,000 35 Equity Office Properties, REIT 10,461 315 Equity Residential, REIT 7,400 238 Federal Realty Investment Trust, REIT 1,500 73 Felcor Lodging Trust, REIT * 3,748 47 First Industrial Realty, REIT ss. 1,300 49 Forest City Enterprises, Class A 1,100 70 Friedman, Billings, Ramsey Group, REIT, Class A ss. 4,900 78 General Growth Properties, REIT 5,900 201 Getty Realty, REIT 1,400 36 Health Care Property Investors, REIT 3,900 92 Heritage Property Investment Trust, REIT 1,900 56 Highwoods Properties, REIT 1,500 40 Home Properties of New York, REIT 1,500 58 Hospital Properties Trust, REIT 2,000 81 Host Marriott, REIT 8,200 136 Innkeepers USA, REIT 3,100 40 IStar Financial, REIT 3,017 124 Kilroy Realty, REIT 1,300 53 Kimco Realty, REIT 2,850 154 Liberty Property Trust, REIT 2,100 82 Macerich Company, REIT 1,600 85 Mack-Cali Realty, REIT 1,300 55 Maguire Properties, REIT 1,700 41 MeriStar Hospitality, REIT * 6,000 42 Mid-America Apartment Communities, REIT 1,000 36 Mills, REIT 1,800 95 Mission West Properties, REIT ss. 3,200 34 Monmouth Real Estate Investment, REIT, Class A ss. 3,100 26 Nationwide Health Properties, REIT ss. 2,500 51 New Plan Excel Realty, REIT 2,500 63 NovaStar Financial, REIT ss. 1,200 43 One Liberty Properties, REIT ss. 1,700 32 Pan Pacific Retail Properties, REIT 1,200 68 Parkway Properties, REIT 1,000 47 Pennsylvania, REIT 1,630 66 Plum Creek Timber, REIT 4,944 177 PMC Commercial Trust, REIT ss. 1,591 24 Post Properties, REIT 1,800 56 ProLogis, REIT 4,576 170 Public Storage, REIT 3,200 182 Rayonier, REIT ss. 1,596 79 Realty Income, REIT ss. 2,600 59 Reckson Associates Realty, REIT 2,600 80 Regency Centers, REIT 1,900 90 Shurgard Storage Centers, REIT ss. 1,800 74 Simon Property Group, REIT 5,681 344 SL Green Realty, REIT ss. 1,500 84 St. Joe 1,700 114 Strategic Hotel Capital, REIT ss. 1,900 28 Taubman Centers, REIT 2,200 61 Thornburg Mortgage, REIT ss. 2,500 70 Trizec Properties, REIT 4,700 89 United Dominion Realty Trust, REIT 4,000 83 Vencor, REIT 3,200 80 Vornado Realty Trust, REIT 3,200 222 Weingarten Realty Investors, REIT 2,575 89 Wellsford Real Properties * 1,200 17 WP Carey & Co ss. 900 27 6,938 Thrifts & Mortgage Finance 1.8% Alliance Bank 800 23 Anchor Bancorp Wisconsin 1,200 34 Astoria Financial 2,925 74 BankAtlantic, Class A 2,700 47 Berkshire Hills Bancorp ss. 700 24 Brookline Bancorp ss. 2,693 40 Capitol Federal Financial ss. 1,900 66 Commercial Capital Bancorp ss. 2,800 57 Commercial Federal 1,300 36 Corus Bankshares 1,000 48 Countrywide Credit 13,098 425 Doral Financial 2,350 51 Downey Financial 900 55 Fannie Mae 22,300 1,214 First Busey ss. 1,450 28 First Niagra Financial 3,405 45 FirstFed Financial * 800 41 Flushing Financial 1,350 25 Freddie Mac 16,400 1,036 Fremont General ss. 2,500 55 Golden West Financial 7,600 460 Horizon Financial 1,200 23 Hudson City Bancorp ss. 4,900 179 Independence Community Bank 2,854 111 IndyMac Mortgage Holdings 2,000 68 MAF Bancorp 1,411 59 MGIC Investment 2,400 148 Net Bank ss. 3,921 33 New York Community Bancorp ss. 6,953 126 Northwest Bancorp 1,800 39 People's Bank ss. 2,650 108 PMI Group 2,000 76 Radian 2,100 100 Sovereign Bancorp 8,183 181 Triad Guaranty * 600 32 Washington Federal 2,042 48 Washington Mutual 21,006 830 Webster Financial 2,203 100 6,145 Total Financials 70,672 HEALTH CARE 12.2% Biotechnology 1.8% Abgenix *ss. 2,900 20 Affymetrix *ss. 1,400 60 Albany Molecular Research * 1,300 13 Alexion Pharmaceutical *ss. 700 15 Alkermes * 3,900 41 Amgen * 29,360 1,709 Amylin Pharmaceuticals *ss. 2,900 51 Aphton *ss. 7,000 9 Applera 4,600 91 Arena Pharmaceuticals * 2,500 13 Ariad Pharmaceuticals *ss. 5,200 29 Array BioPharma * 2,100 15 AVI BioPharma *ss. 1,200 3 Avigen *ss. 2,000 6 Biogen IDEC * 7,610 263 BioMarin Pharmaceutical *ss. 4,300 22 Biopure *ss. 2,600 1 Caliper Life Sciences * 2,200 14 Celera Genomics * 1,500 15 Celgene *ss. 3,800 129 Cell Genesys *ss. 1,300 6 Cell Therapeutics *ss. 3,900 14 Cephalon *ss. 1,500 70 Charles River Laboratories International * 2,068 97 Chiron * 4,800 168 Cubist Pharmaceuticals *ss. 1,000 11 CuraGen *ss. 1,900 8 CV Therapeutics *ss. 1,600 33 Cytrx *ss. 6,400 9 Digene *ss. 1,500 31 Discovery Partners * 3,900 12 Diversa *ss. 2,400 12 Encysive Pharmaceuticals * 2,700 28 Enzo Biochem ss. 770 11 Enzon Pharmaceuticals * 2,000 20 Exelixis * 1,800 12 Eyetech Pharmaceuticals *ss. 900 25 Gene Logic *ss. 1,500 5 Genencor International * 2,100 40 Genentech * 24,400 1,381 Genta *ss. 2,600 3 Genzyme * 5,949 341 Gilead Sciences * 9,880 354 Human Genome Sciences *ss. 2,900 27 ICOS *ss. 2,000 45 ImClone Systems * 2,307 80 ImmunoGen * 4,700 25 Immunomedics *ss. 6,100 15 Incyte Genomics *ss. 4,700 32 Interleukin Genetics * 3,000 11 InterMune *ss. 1,000 11 Isis Pharmaceuticals *ss. 2,000 8 La Jolla Pharmaceutical *ss. 2,300 2 Lexicon Genetics * 1,400 7 Ligand Pharmaceuticals, Class B *ss. 2,800 16 Luminex *ss. 2,800 21 Martek Biosciences *ss. 900 52 Medarex *ss. 3,400 24 MedImmune * 5,652 135 Millennium Pharmaceuticals * 6,585 55 Myriad Genetics *ss. 1,100 20 NeoPharm *ss. 405 3 Neose Technologies *ss. 2,700 7 Neurocrine Biosciences *ss. 800 30 Novavax *ss. 2,300 3 NPS Pharmaceuticals *ss. 800 10 ONYX Pharmaceuticals *ss. 800 25 OSI Pharmaceuticals * 1,005 42 OSI Pharmaceuticals, Rights * 90 0 OXiGENE * 1,700 7 Pharmacopeia Drug Discovery * 3,900 20 Progenics Pharmaceuticals * 1,500 25 Protein Design Labs *ss. 2,100 34 QLT * 500 6 Regeneron Pharmaceuticals *ss. 2,300 12 Sangamo BioSciences * 2,300 9 Sequenom *ss. 2,300 2 Serologicals *ss. 1,650 40 Tanox *ss. 1,800 17 Techne * 1,300 52 Telik * 1,600 24 Transkaryotic Therapies *ss. 1,200 30 Trimeris *ss. 600 7 VaxGen *ss. 3,100 39 Vertex Pharmaceuticals * 1,948 18 Vicuron Pharmaceuticals * 1,200 19 XOMA *ss. 3,300 3 6,280 Health Care Equipment & Supplies 2.3% Advanced Medical Optics *ss. 1,344 49 Align Technology *ss. 2,900 18 American Medical Systems * 2,400 41 Analogic 800 35 Anika Therapeutics *ss. 1,500 19 Arrow International 1,800 62 ArthroCare *ss. 1,500 43 Aspect Medical Systems *ss. 1,200 26 Bausch & Lomb 1,300 95 Baxter International 13,700 466 Beckman Coulter 1,200 80 Becton, Dickinson 6,100 356 Bio-Rad Laboratories, Class A * 700 34 Biomet 6,400 232 Biosite Diagnostics *ss. 700 36 Bioveris * 2,300 12 Boston Scientific * 19,100 559 Bruker Biosciences * 6,100 21 C R Bard 2,200 150 Cantel Medical *ss. 1,500 43 Cerus *ss. 900 3 CTI Molecular Imaging * 2,400 49 Cytyc * 2,500 58 Dentsply International 1,700 92 Diagnostic Products 600 29 DJ Orthopedics * 500 13 Edwards Lifesciences * 1,560 67 EPIX Pharmaceuticals *ss. 1,400 10 Exactech * 2,100 36 Fisher Scientific * 2,564 146 Gen-Probe * 1,800 80 Guidant 6,900 510 Haemonetics * 1,300 55 Hillenbrand Industries 1,400 78 Hospira * 3,590 116 ICU Medical *ss. 1,600 57 IDEXX Laboratories * 800 43 INAMED * 1,000 70 Integra LifeSciences *ss. 700 25 Invacare 700 31 Inverness Medical Innovations *ss. 1,380 32 Invitrogen * 1,200 83 Kinetic Concepts * 1,800 107 Laserscope *ss. 1,500 48 Lifecore Biomedical * 2,300 41 Matthews International, Class A 1,300 43 Medical Action Industries * 1,900 36 Medtronic 28,420 1,448 Millipore * 1,500 65 Molecular Devices * 1,300 25 NMT Medical *ss. 2,800 23 OraSure Technologies *ss. 4,500 33 Palomar Medical Technologies *ss. 1,000 27 PerkinElmer 2,635 54 Regeneration Technologies *ss. 3,500 36 ResMed * 1,000 56 Respironics * 1,000 58 St. Jude Medical * 7,800 281 Steris * 2,000 50 Stryker 9,700 433 SurModics * 1,200 38 Sybron Dental Specialties * 1,666 60 Thermo Electron * 4,150 105 Thoratec *ss. 3,000 37 Valley Forge Scientific * 9,200 13 Varian * 700 27 Varian Medical Systems * 3,100 106 Ventana Medical Systems *ss. 1,400 52 Viasys Healthcare * 1,457 28 VISX * 2,300 54 Vital Signs 800 32 Waters Corporation * 2,800 100 West Pharmaceutical Services 1,400 33 Zimmer Holdings * 5,560 433 Zoll Medical * 400 9 8,051 Health Care Providers & Services 2.7% Accelrys * 1,000 6 Advisory Board * 400 17 Aetna 7,200 540 Allscripts Healthcare *ss. 2,900 41 AmerisourceBergen 2,566 147 AMN Healthcare Services *ss. 1,852 29 AmSurg, Class A * 1,400 35 Apria Healthcare * 1,500 48 Beverly Enterprises *ss. 4,400 54 Bioanalytical Systems * 1,100 11 Bioscrip *ss. 5,500 33 Cardinal Health 10,005 558 Caremark RX * 11,250 447 Cerner *ss. 800 42 CIGNA 3,200 286 Community Health System * 2,100 73 CorVel * 1,050 22 Covance * 2,200 105 Coventry Health Care * 2,576 175 Cross Country Healthcare * 1,000 17 D&K Healthcare 100 1 Davita * 2,499 105 Dendrite International * 1,300 18 Eclipsys * 2,700 42 Express Scripts * 1,800 157 Gentiva Health Services * 2,375 38 HCA 9,300 498 Health Management 5,600 147 Health Net * 2,600 85 Healthtronics * 4,300 46 Henry Schein * 2,000 72 Hooper Holmes 6,200 24 Humana * 4,500 144 IDX Systems * 1,200 42 IMS Health 6,300 154 Laboratory Corporation of America * 3,900 188 LifePoint Hospitals * 1,431 63 Lincare Holdings * 2,300 102 Manor Care 2,400 87 McKesson 7,251 274 Medco * 6,346 315 National Data 1,400 22 OCA *ss. 2,100 9 Omnicare 2,300 82 Omnicell *ss. 1,600 12 PacifiCare Health Systems * 2,400 137 Patterson Companies *ss. 3,200 160 PDI * 1,500 31 Pharmaceutical Product Development *ss. 1,800 87 Priority Healthcare, Class B * 1,300 28 Province Healthcare * 2,800 67 PSS World Medical * 3,000 34 Psychemedics 2,375 32 Q-Med *ss. 1,800 20 Quest Diagnostics 2,600 273 Renal Care Group * 2,100 80 Rural/Metro *ss. 6,200 33 Service Corp. International * 9,400 70 Sierra Health Services *ss. 1,200 77 Specialty Laboratories *ss. 3,700 35 Stewart Enterprises, Class A * 7,000 43 Sunrise Senior Living *ss. 900 44 Tenet Healthcare * 11,650 134 Triad Hospitals * 2,431 122 United American Healthcare * 3,200 18 UnitedHealth Group 15,746 1,502 Universal Health Services 1,200 63 WebMD *ss. 7,610 65 WellChoice * 2,100 112 WellPoint * 7,231 906 9,586 Pharmaceuticals 5.4% Abbott Laboratories, 36,200 1,688 Able Laboratories *ss. 700 16 Adolor *ss. 2,000 20 Allergan 3,100 215 Alpharma, Class A 1,000 12 Andrx *ss. 1,500 34 Antigenics *ss. 1,600 11 Atherogenics *ss. 800 10 Barr Pharmaceuticals * 2,201 107 Bristol Myers Squibb 45,100 1,148 Eli Lilly 26,300 1,370 Emisphere Technologies * 1,000 4 Endo Pharmaceutical * 3,600 81 Eon Labs *ss. 2,100 64 First Horizon Pharmaceutical *ss. 1,200 20 Forest Laboratories * 8,600 318 Inspire Pharmaceuticals *ss. 1,500 12 IVAX * 5,437 107 Johnson & Johnson 69,175 4,646 K-V Pharmaceutical, Class A * 1,400 32 King Pharmaceuticals * 5,289 44 Kos Pharmaceuticals * 1,000 42 Medicines Company *ss. 1,800 41 Medicis Pharmaceutical, Class A 1,600 48 Merck 51,594 1,670 MGI Pharma * 1,600 40 Mylan Laboratories ss. 6,175 109 Nektar Therapeutics * 2,000 28 Noven Pharmaceuticals * 2,100 36 Orphan Medical *ss. 1,400 13 Par Pharmaceutical *ss. 800 27 Perrigo 1,700 33 Pfizer 175,505 4,611 Schering-Plough 35,200 639 Sepracor * 2,400 138 Theravance *ss. 1,200 22 Valeant Pharmaceuticals 1,900 43 Watson Pharmaceuticals * 2,400 74 Wyeth 30,800 1,299 18,872 Total Health Care 42,789 INDUSTRIALS & BUSINESS SERVICES 10.7% Aerospace & Defense 1.8% Alliant Techsystems * 1,225 88 Aviall * 1,600 45 BE Aerospace * 4,800 58 Boeing 18,800 1,099 Curtiss-Wright ss. 1,000 57 DRS Technologies *ss. 1,000 43 Engineered Support System 1,050 56 Esterline Technologies * 1,000 35 GenCorp ss. 2,200 44 General Dynamics 4,500 482 Goodrich 2,740 105 Herley Industries *ss. 1,900 33 Hexcel * 2,400 37 Honeywell International 19,925 741 L-3 Communication 2,400 170 Ladish Company * 2,300 27 Lockheed Martin 10,700 653 Mercury Computer Systems * 1,600 44 MTC Technologies *ss. 400 13 Northrop Grumman 8,302 448 Pemco Aviation Group *ss. 1,500 40 Precision Castparts 1,784 137 Raytheon 10,400 402 Rockwell Collins 3,900 186 Teledyne Technologies * 1,700 53 United Industrial ss. 1,700 50 United Technologies 11,902 1,210 6,356 Air Freight & Logistics 0.9% C.H. Robinson Worldwide 2,600 134 EGL *ss. 1,550 35 Expeditors International of Washington 2,700 145 Fedex 7,300 686 Forward Air 1,100 47 Ryder System 1,600 67 UPS, Class B 26,100 1,898 3,012 Airlines 0.1% AirTran *ss. 2,900 26 Alaska Air Group *ss. 800 24 AMR *ss. 4,300 46 Continental Airlines, Class B *ss. 1,400 17 Delta *ss. 3,400 14 FLYi *ss. 2,900 4 JetBlue Airways *ss. 2,175 41 Northwest Airlines *ss. 4,200 28 SkyWest 2,800 52 Southwest Airlines 18,437 262 514 Building Products 0.3% AAON * 1,650 27 American Standard 5,500 256 Ameron International 600 22 ElkCorp 500 19 Jacuzzi Brands *ss. 3,300 32 Lennox International ss. 2,200 48 Masco 10,300 357 Universal Forest Products ss. 1,200 47 Water Pik Technologies * 2,405 47 York International 1,000 39 894 Commercial Services & Supplies 1.5% Adesa 1,900 44 Administaff ss. 2,300 34 Allied Waste Industries * 7,260 53 Apollo Group, Class A * 4,025 298 ARAMARK, Class B 2,700 71 Avery Dennison 3,000 186 Banta 1,100 47 Brady, Class A 1,800 58 Bright Horizons Family Solutions * 1,600 54 Brinks Company 1,600 55 Career Education * 2,600 89 Cendant 23,754 488 Central Parking ss. 2,100 36 ChoicePoint * 2,066 83 Cintas 4,000 165 Consolidated Graphics * 1,300 68 Copart * 3,350 79 Corinthian Colleges * 2,000 31 Corporate Executive Board 1,100 70 Corrections Corp of America * 923 36 CoStar Group * 700 26 Deluxe 1,500 60 Devry * 1,700 32 DiamondCluster International * 2,300 37 Dun & Bradstreet * 1,600 98 Education Management * 1,900 53 Equifax 3,500 107 Food Technology Service * 8,300 10 G & K Services, Class A 400 16 GEO * 1,000 29 H&R Block 3,900 197 Herman Miller 1,600 48 HNI Corporation 1,300 58 Hudson Highland Group *ss. 1,614 28 ICT Group *ss. 1,500 17 Ikon Office Solutions 3,200 32 Imagistics International * 1,012 35 ITT Educational Services * 1,600 78 John H. Harland ss. 900 31 Korn/Ferry *ss. 1,300 25 Labor Ready *ss. 3,000 56 Laureate * 1,268 54 Learning Tree International *ss. 2,100 30 Manpower 1,700 74 McGrath RentCorp 600 14 NCO Group * 1,600 31 PHH * 1,187 26 Pitney Bowes 5,300 239 PRG-Schultz International *ss. 4,700 24 R.R. Donnelley 4,600 146 RemedyTemp, Class A * 1,300 13 Republic Services 3,400 114 Robert Half International 4,400 119 Rollins 1,500 28 School Specialty * 1,000 39 ServiceMaster 6,700 90 SITEL * 7,400 15 Sotheby's, Class A * 3,000 51 SOURCECORP *ss. 1,900 38 Spherion * 3,200 24 Stericycle * 700 31 Strayer Education 300 34 Team * 2,500 50 TeleTech Holdings * 3,500 45 Tetra Tech *ss. 2,325 29 TRM Copy Centers *ss. 1,400 28 United Stationers * 700 32 Viad 700 19 Waste Connections * 2,000 70 Waste Management 13,460 388 West Corporation * 1,900 61 Westaff * 6,400 21 5,095 Construction & Engineering 0.2% Dycom Industries * 1,300 30 EMCOR Group * 800 38 Fluor ss. 1,900 105 Granite Construction 1,750 46 Insituform Technologies * 1,600 23 Integrated Electrical Services *ss. 9,200 25 Jacobs Engineering Group * 1,700 88 Mastec *ss. 4,850 40 McDermott International * 3,100 59 Quanta Services *ss. 3,550 27 Shaw Group *ss. 2,800 61 542 Electrical Equipment 0.5% Acuity Brands ss. 1,200 32 American Power Conversion 4,600 120 American Superconductor *ss. 1,400 14 AMETEK 1,900 76 Artesyn Technologies *ss. 1,600 14 AZZ * 1,100 20 Baldor Electric ss. 800 21 C&D Technologies 1,800 18 Channell Commercial * 1,200 9 Cooper Industries, Class A 2,300 165 Emerson Electric 9,800 636 Energy Conversion Devices *ss. 900 20 Fuelcell Energy *ss. 1,400 14 General Cable *ss. 2,500 30 Genlyte Group * 600 54 GrafTech International *ss. 3,900 22 Hubbell, Class B 1,200 61 LSI Industries 1,712 19 Plug Power *ss. 4,500 30 Power-One * 2,700 13 Regal-Beloit ss. 1,100 32 Rockwell Automation 4,300 244 Technology Research ss. 700 4 Thomas & Betts * 2,000 65 Ultralife Batteries *ss. 1,200 21 Unique Mobility *ss. 4,400 17 Vicor 600 6 Woodward Governor 400 29 1,806 Industrial Conglomerates 3.2% 3M 18,300 1,568 Alleghany 204 56 Carlisle Companies 1,000 70 GE 246,306 8,882 Roper Industries 900 59 Teleflex ss. 900 46 Textron 3,000 224 Tredegar 1,100 19 Walter Industries ss. 2,700 115 11,039 Machinery 1.5% 3-D Systems *ss. 1,200 23 Actuant, Class A *ss. 1,540 69 AGCO * 3,200 58 Ampco Pittsburgh 2,400 33 Briggs & Stratton 1,000 36 Cascade 1,400 49 Caterpillar 7,900 722 Crane 1,400 40 Cummins Engine 1,200 84 Danaher 7,100 379 Deere 5,800 389 Donaldson 2,600 84 Dover 4,400 166 Eaton 3,200 209 EnPro Industries * 1,268 35 ESCO Electronics * 600 48 Flowserve * 2,000 52 Graco 2,487 100 Harsco 1,200 72 Illinois Tool Works 7,250 649 Ingersoll-Rand, Class A 4,100 327 ITT Industries 2,100 190 JLG Industries 1,000 22 Kennametal 1,100 52 Lincoln Electric Holdings ss. 1,400 42 Manitowoc 1,300 53 NACCO Industries ss. 500 51 Navistar * 1,700 62 Nordson 1,000 37 Oshkosh Truck 800 66 PACCAR 4,350 315 Pall 3,500 95 Parker Hannifin 3,119 190 Pentair 2,200 86 Robbins & Myers ss. 1,800 40 SPX 1,604 69 Stewart & Stevenson 1,500 34 Tecumseh Products, Class A 600 24 Terex * 1,800 78 Thomas Industries 700 28 Timken 2,200 60 Toro 500 44 Trinity Industries ss. 1,300 37 Turbochef Technologies *ss. 1,100 16 Valmont Industries 1,200 27 Wabtec 1,525 31 Watts Industries, Class A 800 26 Wolverine Tube *ss. 2,800 25 5,424 Marine 0.1% Alexander & Baldwin 1,400 58 International Shipholding * 1,900 29 Kirby Corporation * 1,200 50 Overseas Shipholding Group 1,300 82 219 Road & Rail 0.5% Burlington Northern Santa Fe 8,200 442 CNF 1,500 70 CSX 4,500 188 Dollar Thrifty Auto Group * 1,000 33 Florida East Coast Industries ss. 800 34 J.B. Hunt Transport Services 2,500 109 Kansas City Southern Industries *ss. 2,600 50 Knight Transportation 2,100 52 Norfolk Southern 9,700 359 Swift Transportation * 2,370 53 U.S. Xpress Enterprises * 1,000 16 Union Pacific 6,000 418 USA Truck * 2,400 55 Werner Enterprises 2,575 50 1,929 Trading Companies & Distributors 0.1% Applied Industrial Technologies 1,650 45 Fastenal 1,600 89 GATX 1,700 56 Huttig Building Products * 4,044 44 Interline Brands * 800 15 UAP Holding * 2,400 39 United Rentals *ss. 2,200 44 W. W. Grainger 2,100 131 463 Total Industrials & Business Services 37,293 INFORMATION TECHNOLOGY 14.7% Communications Equipment 2.2% 3 Com * 8,300 30 ADC Telecommunications *ss. 16,252 32 ADTRAN 1,700 30 Anaren *ss. 1,600 19 Andrew * 3,600 42 Avaya * 11,457 134 Avocent * 1,136 29 Bel Fuse, Class A 600 15 Belden CDT 1,700 38 Black Box 500 19 C-Cor.net *ss. 2,100 13 Carrier Access *ss. 1,000 6 Centillium Communications *ss. 2,700 7 CIENA * 10,247 18 Cisco Systems * 157,068 2,810 Cognitronics * 3,800 15 Commscope *ss. 1,300 19 Computer Network Technology *ss. 4,800 22 Comverse Technology * 5,000 126 Corning * 32,210 359 Digital Lightwave *ss. 22,300 18 ditech Communications *ss. 2,000 25 EMS Technologies *ss. 900 12 Extreme Networks * 5,700 34 F5 Networks * 1,000 50 Finisar *ss. 13,400 17 Foundry Networks * 3,500 35 Harmonic *ss. 3,359 32 Harris 3,400 111 Inter-Tel 1,100 27 InterDigital Communication * 2,300 35 IXIA * 2,100 37 JDS Uniphase * 30,758 51 Juniper Networks * 12,350 272 Lucent Technologies *ss. 102,185 281 Motorola 54,540 816 MRV Communications *ss. 7,560 24 Optical Cable, Warrants, 10/24/07 ** 168 0 Packeteer * 1,800 28 Paradyne Networks *ss. 4,900 10 Plantronics 1,200 46 Polycom * 2,700 46 Powerwave Technologies *ss. 2,700 21 QUALCOMM 37,900 1,389 REMEC *ss. 2,200 12 Safenet * 411 12 Scientific-Atlanta 3,600 102 SeaChange International *ss. 1,500 19 Sonus Networks *ss. 9,200 39 Stratex Networks *ss. 4,500 8 Sycamore Networks * 5,900 21 Tekelec * 1,600 26 Tellabs * 10,157 74 Terayon Communication Systems *ss. 9,900 31 Tollgrade Communications * 2,100 14 7,558 Computers & Peripherals 3.1% Adaptec * 2,300 11 Advanced Digital Info *ss. 1,600 13 Apple Computer * 17,400 725 Avid Technology * 700 38 Brocade Communications Systems * 4,860 29 Concurrent Computer *ss. 6,200 13 Dell * 58,700 2,255 Diebold 1,600 88 Dot Hill *ss. 4,100 24 Electronics for Imaging * 1,300 23 EMC * 56,276 693 Emulex * 1,600 30 Gateway *ss. 9,100 37 Hewlett-Packard 70,918 1,556 IBM 40,090 3,663 Imation 800 28 InFocus * 1,800 10 Intergraph *ss. 900 26 Iomega * 5,300 23 LaserCard *ss. 1,900 9 Lexmark International * 3,000 240 Maxtor * 9,104 48 McDATA, Class A *ss. 6,725 25 NCR * 4,600 155 Network Appliance * 8,300 230 Presstek *ss. 3,500 27 QLogic * 2,111 86 Quantum DLT & Storage Systems Group *ss. 9,600 28 Rimage * 2,200 44 Sandisk * 4,300 120 Seagate Technology * 10,600 207 Socket Communications *ss. 14,700 22 Storage Technology * 3,100 95 Sun Microsystems * 75,300 304 UNOVA *ss. 2,400 50 Western Digital * 4,600 59 11,034 Electronic Equipment & Instruments 0.6% Aeroflex * 3,900 36 Agilent Technologies * 11,187 248 Amphenol, Class A 1,800 67 Anixter International * 900 33 Arrow Electronics * 2,600 66 Avnet * 2,748 51 AVX 4,100 50 Benchmark Electronics * 850 27 Brightpoint * 800 15 CDW 2,100 119 Coherent * 1,500 51 CTS 800 10 Daktronics * 1,300 28 Digital Theater Systems *ss. 1,200 22 Dionex * 700 38 Dolby Laboratories, Class A * 5,200 122 Echelon *ss. 800 5 Electro Scientific Industries *ss. 1,300 25 Ingram Micro, Class A * 3,000 50 Jabil Circuit * 4,300 123 KEMET *ss. 4,200 33 Landauer 500 24 Lexar Media *ss. 2,500 12 Littelfuse * 500 14 Maxwell Technologies *ss. 2,100 19 Merix *ss. 600 7 Molex 4,350 115 Napco Security Systems ss. 240 3 National Instruments 1,900 51 Newport * 1,100 16 Nu Horizons Electronics *ss. 2,050 15 OYO Geospace * 1,000 20 Park Electrochemical 1,600 32 PC Connection *ss. 2,450 14 Plexus * 2,300 27 Research Frontiers *ss. 1,700 9 Sanmina-SCI * 11,412 60 Sirenza Microdevices * 5,900 19 Solectron * 21,240 74 Somera Communications *ss. 9,700 15 Symbol Technologies 4,700 68 Tech Data * 1,300 48 Technitrol * 1,500 22 Tektronix 2,500 61 Trimble Navigation * 1,500 51 TTM Technologies *ss. 2,900 30 Vishay Intertechnology * 4,268 53 X-Rite 2,000 30 Zomax * 7,100 21 Zygo *ss. 1,900 25 2,174 Internet Software & Services 1.0% Akamai Technologies *ss. 2,900 37 aQuantive *ss. 1,400 16 Ariba * 2,238 17 Ask Jeeves *ss. 2,100 59 CNET Networks *ss. 5,675 54 Digital Insight * 800 13 Digitas * 5,609 57 DoubleClick *ss. 5,630 43 Earthlink * 4,930 44 eCollege.com *ss. 1,100 14 Entrust Technologies *ss. 6,400 24 Google, Class A * 6,300 1,137 IAC/InterActiveCorp * 16,242 362 Interwoven * 2,589 20 Kana Software *ss. 3,000 5 MatrixOne * 6,800 33 Monster Worldwide * 2,500 70 NetRatings * 1,900 29 RealNetworks *ss. 4,600 27 Register.com * 4,196 25 Retek * 5,372 60 S1 * 3,500 24 SeeBeyond Technology *ss. 9,000 29 Sonicwall *ss. 3,200 16 The Knot *ss. 2,800 20 Tumbleweed Communications *ss. 4,800 13 United Online * 1,350 14 VeriSign * 6,040 173 Webex Communications *ss. 1,100 24 webMethods * 4,510 25 Websense * 900 48 Yahoo! * 32,132 1,089 3,621 IT Services 1.3% Acxiom 2,000 42 Affiliated Computer Services, Class A * 2,900 154 Alliance Data Systems * 1,400 56 Analysts International * 5,700 21 AnswerThink *ss. 2,220 9 Automatic Data Processing 13,700 616 BearingPoint * 4,800 42 BISYS Group * 2,600 41 CACI International, Class A * 700 39 Ceridian * 3,100 53 Certegy 1,900 66 Checkfree * 2,600 106 CIBER * 1,500 11 Cognizant Technology Solutions * 3,900 180 Computer Sciences * 4,500 206 Convergys * 3,100 46 CSG Systems International * 1,900 31 DST Systems * 2,400 111 EFunds * 1,706 38 Electronic Clearing House *ss. 1,900 16 Electronic Data Systems 11,400 236 First Data 20,651 812 Fiserv * 4,375 174 Forrester Research * 1,200 17 Global Payments ss. 1,080 70 Hewitt Associates, Class A *ss. 2,680 71 Igate Capital * 5,700 21 Indus International *ss. 2,700 7 Inforte * 700 4 Intelligroup *ss. 200 0 Intrado *ss. 700 9 Iron Mountain * 2,975 86 Keane *ss. 1,456 19 Lightbridge *ss. 1,678 10 Management Network Group *ss. 4,400 10 Maximus 900 30 Medquist * 600 8 MPS Group * 3,200 34 Paychex 8,587 282 Pegasus Solutions * 550 6 Perot Systems, Class A * 2,500 34 RightNow Technologies *ss. 700 8 Sabre Holdings 3,200 70 Safeguard Scientifics *ss. 4,100 6 Sapient *ss. 6,000 44 Startek ss. 1,000 17 SunGard Data Systems * 6,100 210 Sykes Enterprises *ss. 1,100 7 Syntel ss. 1,400 25 Titan * 2,200 40 Total System Services ss. 4,600 115 Unisys * 7,500 53 4,419 Office Electronics 0.1% Xerox * 19,700 299 Zebra Technologies * 1,650 78 377 Semiconductor & Semiconductor Equipment 2.8% Actel * 800 12 Advanced Energy Industries *ss. 3,400 33 Advanced Micro Devices * 8,200 132 Agere Systems, Class A * 35,789 51 Altera * 8,800 174 AMIS Holdings * 1,900 21 Amkor Technology *ss. 8,200 32 ANADIGICS *ss. 2,100 3 Analog Devices 8,300 300 Applied Materials * 38,478 625 Applied Micro Circuits * 9,842 32 Atheros Communications *ss. 2,400 25 Atmel * 10,600 31 ATMI *ss. 1,000 25 Axcelis Technologies * 2,114 15 Broadcom, Class A * 7,400 221 Brooks-Pri Automation * 1,000 15 Cabot Microelectronics *ss. 964 30 CEVA *ss. 2,266 17 Cirrus Logic * 2,700 12 Cognex 1,300 32 Cohu 1,900 30 Conexant Systems * 10,416 16 Credence Systems *ss. 1,300 10 Cymer *ss. 800 21 Cypress Semiconductor *ss. 2,800 35 Diodes *ss. 1,450 39 DSP Group * 900 23 DuPont Photomasks *ss. 1,400 37 Entegris *ss. 2,700 27 ESS Technology *ss. 2,100 11 Fairchild Semiconductor, Class A * 2,600 40 FEI *ss. 1,300 30 Freescale Semiconductor, Class B * 6,066 105 Helix Technology ss. 1,400 22 Integrated Circuit Systems * 1,500 29 Integrated Device Technology * 2,300 28 Integrated Silicon Solution *ss. 3,600 24 Intel 149,890 3,482 International Rectifier * 1,500 68 Intersil Holding, Class A 2,796 48 KLA-Tencor * 4,600 212 Kopin * 6,500 20 Kulicke & Soffa *ss. 2,800 18 Lam Research * 3,700 107 Lattice Semiconductor * 5,600 30 Linear Technology 7,200 276 LSI Logic *ss. 8,306 46 LTX *ss. 1,100 5 Mattson Technology * 4,100 33 Maxim Integrated Products 7,721 316 Micrel * 2,800 26 Microchip Technology 4,464 116 Micron Technology * 14,300 148 Microsemi * 2,100 34 MIPS Technologies *ss. 2,400 28 MKS Instruments * 1,113 18 Monolithic System Technology *ss. 1,400 8 Mykrolis *ss. 2,441 35 Nanometrics *ss. 1,500 18 National Semiconductor 9,100 188 Novellus Systems * 3,600 96 NVIDIA * 3,700 88 Omnivision Technologies *ss. 2,000 30 ON Semiconductor * 5,600 22 Pericom Semiconductor * 900 8 Pixelworks * 3,000 24 Power Integrations *ss. 700 15 QuickLogic *ss. 6,700 23 Rambus *ss. 2,100 32 RF Micro Devices * 5,300 28 Rudolph Technologies * 1,600 24 Semitool *ss. 3,300 34 Semtech * 1,600 29 Silicon Laboratories * 1,700 50 Silicon Storage Technology * 2,400 9 Siliconix * 700 25 Sipex *ss. 1,600 4 Skyworks Solutions * 3,479 22 STATS ChipPAC ADR * 2,271 15 Teradyne * 4,200 61 Texas Instruments 40,200 1,025 Three-Five Systems * 500 0 Transmeta *ss. 22,200 21 TriQuint Semiconductor *ss. 3,890 13 Varian Semiconductor Equipment * 1,000 38 Veeco *ss. 1,000 15 Virage Logic *ss. 1,800 20 Vitesse Semiconductor *ss. 6,300 17 Xilinx 8,700 254 Zoran *ss. 1,614 17 9,704 Software 3.6% Activision * 4,166 62 Adobe Systems, 5,500 369 Advent Software * 1,300 24 Agile Software * 1,300 9 Altiris *ss. 600 14 Ansoft * 2,600 70 Ansys * 2,000 68 Ascential Software * 1,875 35 Aspen Technology *ss. 700 4 Atari *ss. 2,700 9 Autodesk 5,300 158 BEA Systems * 8,400 67 BMC Software * 5,000 75 Borland Software * 3,700 30 Cadence Design Systems * 6,400 96 Citrix Systems * 3,600 86 Computer Associates 13,431 364 Compuware * 8,400 60 Concord Communications * 1,500 15 E.piphany * 7,225 26 Electronic Arts * 6,900 357 Embarcadero * 900 6 EPlus * 1,800 21 Evans & Sutherland Computer *ss. 2,200 12 FactSet Research Systems ss. 1,050 35 Fair Isaac 2,072 71 FileNet * 1,400 32 Hyperion Solutions * 870 38 Informatica * 5,200 43 Internet Security Systems *ss. 2,500 46 Intuit * 4,400 193 Jack Henry & Associates 2,400 43 JDA Software Group *ss. 2,700 38 Kronos * 1,000 51 Macromedia * 1,580 53 Macrovision * 1,200 27 Magma Design Automation *ss. 700 8 Manhattan Associates *ss. 1,500 31 Manugistics Group *ss. 8,800 15 MapInfo * 1,600 19 McAfee * 3,337 75 Mentor Graphics *ss. 4,000 55 Mercury Interactive * 2,100 100 Micromuse * 2,600 12 Microsoft 252,150 6,094 Midway Games *ss. 2,839 29 Moldflow * 1,300 21 Motive * 600 6 Napster *ss. 6,313 41 NAVTEQ * 1,800 78 NetIQ * 2,868 33 NetScout Systems * 2,200 10 Novell *ss. 8,734 52 Nuance Communications * 1,200 4 ONYX Software * 4,450 12 Open Solutions * 400 8 OPNET Technologies *ss. 2,200 18 Oracle * 120,500 1,504 Parametric Technology * 5,500 31 Progress Software * 2,000 52 Quality Systems ss. 1,600 68 Quest Software * 2,900 40 Red Hat *ss. 8,600 94 Renaissance Learning ss. 800 14 Reynolds & Reynolds, Class A 1,400 38 RSA Security * 2,600 41 Salesforce.com * 6,900 103 Secure Computing * 3,600 31 SERENA Software *ss. 1,700 40 Siebel Systems * 11,800 108 Sybase * 2,210 41 Symantec * 15,400 329 Synopsys * 3,270 59 THQ *ss. 1,250 35 TIBCO Software * 4,700 35 Ulticom *ss. 1,100 12 Vastera *ss. 10,000 29 VERITAS Software * 9,575 222 Verity * 2,100 20 Viewpoint Corporation *ss. 7,600 21 WatchGuard Technologies * 6,300 20 Wind River Systems * 2,772 42 Witness Systems * 1,600 28 12,485 Total Information Technology 51,372 MATERIALS 3.5% Chemicals 1.8% A. Schulman ss. 600 10 Air Products and Chemicals 5,300 335 Airgas 1,600 38 American Pacific *ss. 100 1 Arch Chemicals ss. 600 17 Cabot 1,100 37 Calgon Carbon 3,000 26 Crompton ss. 5,700 83 Cytec Industries 900 49 Dow Chemical 21,699 1,082 DuPont 23,209 1,189 Eastman Chemical 2,300 136 Ecolab 5,900 195 Engelhard 3,200 96 Ferro 1,900 36 FMC * 1,500 80 Georgia Gulf 1,400 64 Great Lakes Chemical 1,100 35 H.B. Fuller 1,100 32 Hawkins Chemical ss. 1,600 19 Hercules * 4,400 64 Huntsman * 5,100 119 International Flavors & Fragrances 2,100 83 Kronos Worldwide ss. 1,868 79 Lubrizol 1,400 57 Lyondell Chemical 6,135 171 MacDermid 1,200 39 Minerals Technologies 500 33 Monsanto 6,180 399 Mosaic * 10,500 179 NL Industries 2,300 53 OMNOVA Solutions * 3,500 19 PPG Industries 4,100 293 Praxair 7,700 369 Rohm & Haas 5,300 254 RPM 2,300 42 Scotts Miracle Gro, Class A * 700 49 Sensient Technologies 1,000 22 Sigma Aldrich 1,500 92 Spartech 900 18 Symyx Technologies *ss. 700 15 Terra Nitrogen * 2,600 65 Valhi ss. 3,100 61 Valspar ss. 1,200 56 W. R. Grace *ss. 1,500 13 6,204 Construction Materials 0.1% Eagle Materials ss. 766 62 Headwaters *ss. 1,200 39 Lafarge 1,800 105 Martin Marietta Materials 1,300 73 Vulcan Materials 2,400 137 416 Containers & Packaging 0.3% Aptargroup 900 47 Ball 3,000 124 Bemis 2,400 75 Caraustar * 2,600 33 Chesapeake Corp. 1,700 36 Crown Cork & Seal * 5,500 85 Longview Fibre 1,400 26 Myers Industries 3,560 50 Owens-Illinois * 3,300 83 Packaging Corp. of America 2,000 49 Pactiv * 4,000 93 Rock-Tenn, Class A 2,300 31 Sealed Air * 1,900 99 Smurfit-Stone Container * 5,690 88 Sonoco Products 1,900 55 Temple-Inland 1,200 87 1,061 Metals & Mining 0.9% AK Steel *ss. 3,600 40 Alcoa 20,920 636 Allegheny Technologies 3,250 78 Alliance Resource Partners * 600 39 Arch Coal ss. 1,446 62 Carpenter Technology 1,200 71 Coeur d'Alene Mines *ss. 7,900 29 Commercial Metals ss. 3,000 102 CONSOL Energy 3,000 141 Freeport McMoRan Copper Gold, Class B ss. 4,300 170 Hecla Mining *ss. 6,300 34 International Steel Group *ss. 2,500 99 Massey ss. 2,300 92 Meridian Gold *ss. 2,300 39 Newmont Mining 9,800 414 Nucor 3,900 224 Peabody Energy 3,400 158 Phelps Dodge 2,228 227 Quanex 900 48 Royal Gold ss. 1,900 35 Ryerson Tull ss. 2,200 28 Southern Peru Copper ss. 2,100 116 Steel Dynamics ss. 1,700 59 Stillwater Mining * 2,805 28 USX-U.S. Steel Group 2,800 142 Worthington Industries 3,400 65 3,176 Paper & Forest Products 0.4% Badger Paper Mills * 1,200 5 Bowater 1,400 53 Buckeye Technologies * 2,900 31 FiberMark * 13,600 0 Georgia-Pacific 5,940 211 International Paper 11,484 423 Louisiana Pacific 3,300 83 MeadWestvaco 4,252 135 Neenah Paper ss. 1,054 35 P. H. Glatfelter 2,100 31 Pope & Talbot 1,200 21 Potlatch 800 38 Schweitzer Mauduit 400 13 Wausau-Mosinee Paper 2,100 30 Weyerhaeuser 4,800 329 1,438 Total Materials 12,295 TELECOMMUNICATION SERVICES 2.7% Diversified Telecommunication Services 2.2% Alltel 7,300 400 AT&T 18,223 342 Atlantic Tele Network 1,600 51 BellSouth 42,500 1,117 Centurytel 2,575 85 Cincinnati Bell * 9,348 40 Citizens Communications 5,940 77 Commonwealth Telephone Enterprises *ss. 700 33 Covista Communications * 3,500 6 CT Communications ss. 1,700 18 D&E Communications ss. 2,849 26 General Communications, Class A * 2,400 22 IDT * 1,700 24 Level 3 Communications *ss. 15,000 31 MCI * 7,300 182 NTL * 2,200 140 Qwest Communications International *ss. 39,925 148 SBC Communications 77,097 1,826 Sprint 34,100 776 Time Warner Telecom, Class A *ss. 3,300 13 US LEC, Class A *ss. 8,300 21 Verizon Communications 64,060 2,274 7,652 Wireless Telecommunication Services 0.5% @Road *ss. 4,600 19 Alamosa Holdings *ss. 5,300 62 American Tower Systems, Class A * 4,400 80 Boston Communications Group *ss. 1,500 11 Centennial Communications *ss. 5,800 63 Crown Castle International * 4,800 77 Metro One Telecommunications *ss. 6,850 9 Nextel Communications, Class A * 24,800 705 Nextel Partners, Class A * 5,000 110 NII Holdings, Class B * 1,600 92 Price Communications 2,285 40 Spectrasite * 900 52 Telephone and Data Systems 1,200 98 Triton PCS, Class A * 3,600 8 U. S. Cellular * 1,800 82 Ubiquital *ss. 2,100 14 US Unwired, Class A *ss. 3,000 12 Western Wireless, Class A *ss. 2,400 91 Wireless Facilities *ss. 2,500 16 1,641 Total Telecommunication Services 9,293 UTILITIES 3.1% Electric Utilities 1.9% Allegheny Energy *ss. 3,900 81 ALLETE 633 27 Alliant 2,200 59 Ameren 3,600 176 American Electric Power 8,440 288 Black Hills ss. 700 23 CenterPoint Energy 7,100 85 Central Vermont Public Service 1,300 29 CH Energy Group ss. 600 27 CINergy 4,200 170 Cleco 2,000 43 Consolidated Edison 4,800 203 DPL 3,600 90 DQE ss. 1,700 31 DTE Energy 3,749 171 Edison International 6,800 236 El Paso Electric * 1,500 29 Empire District Electronics ss. 1,300 30 Entergy 4,800 339 Exelon 16,024 735 FirstEnergy 7,560 317 FPL Group 8,400 337 Great Plains Energy ss. 2,200 67 Hawaiian Electric Industries ss. 1,900 49 IdaCorp 1,100 31 Madison Gas and Electric 1,300 43 Northeast Utilities 2,900 56 NSTAR 1,300 71 OGE Energy 1,900 51 Otter Tail 1,800 45 PG&E 10,100 344 Pinnacle West Capital 2,300 98 Potomac Electric Power 4,300 90 PPL 4,300 232 Progress Energy 5,230 219 Public Service of New Mexico 2,050 55 Puget Energy 2,900 64 Reliant Resources * 6,937 79 Sierra Pacific Resources *ss. 5,600 60 Southern Company 17,700 563 Teco Energy ss. 4,000 63 TXU 7,100 565 Unisource Energy ss. 1,800 56 United Illuminating 1,000 51 Westar Energy 1,900 41 XCEL Energy ss. 9,330 160 6,679 Gas Utilities 0.2% Atmos Energy 2,000 54 Cascade Natural Gas ss. 1,000 20 KeySpan 4,100 160 Laclede Gas 1,100 32 NICOR ss. 1,000 37 NiSource 6,008 137 Peoples Energy 1,400 59 Piedmont Natural Gas Company ss. 2,300 53 Southern Union 3,310 83 UGI 1,600 72 Washington Gas Light 1,400 43 750 Multi-Utilities & Unregulated Power 0.9% AES * 15,855 260 Aquila *ss. 10,100 39 Avista 2,000 35 Calpine *ss. 9,800 27 CMS Energy *ss. 5,100 67 Constellation Energy Group 3,600 186 Dominion Resources 7,420 552 Duke Energy 22,000 616 Dynegy, Class A *ss. 9,136 36 Energy East 2,700 71 Equitable Resources 1,400 80 MDU Resources Group 2,300 64 National Fuel Gas Company 2,000 57 NRG Energy * 1,700 58 ONEOK 3,000 92 Public Service Enterprise 5,600 305 Questar 2,600 154 SCANA 2,468 94 Sempra Energy 5,851 233 Vectren 2,300 61 Wisconsin Energy 2,200 78 WPS Resources ss. 1,200 64 3,229 Water Utilities 0.1% Aqua America 3,043 74 California Water Service Group ss. 1,100 37 111 Total Utilities 10,769 Total Common Stocks (Cost $296,555) 339,812 CONVERTIBLE PREFERRED STOCKS 0.0% Simon Property Group 390 22 Total Convertible Preferred Stocks (Cost $21) 22 SHORT-TERM INVESTMENTS 2.6% Money Market Fund 2.4% T. Rowe Price Reserve Investment Fund, 2.67% +# 8,239,188 8,239 8,239 U.S. Treasury Obligations 0.2% U.S. Treasury Bills, 2.66%, 4/21/05 ++ 650,000 649 649 Total Short-Term Investments (Cost $8,888) 8,888 SECURITIES LENDING COLLATERAL 6.5% Money Market Trust 6.5% State Street Bank and Trust Company of New Hampshire N.A. Securities Lending Quality Trust units, 2.882% # 22,771,879 22,772 Total Securities Lending Collateral (Cost $22,772) 22,772 FUTURES CONTRACTS 0.0% Variation margin receivable (payable) on open futures contracts (2) (5) Total Futures Contracts (5) Total Investments in Securities 106.4% of Net Assets (Cost $328,236) $ 371,489 (1) Denominated in U.S. dollars unless otherwise noted # Seven-day yield * Non-income producing ss. All or a portion of this security is on loan at March 31, 2005 - See Note 2 ++ All or a portion of this security is pledged to cover margin requirements on futures contracts at March 31, 2005. + Affiliated company - See Note 4. * Valued by the T. Rowe Price Valuation Committee, established by the fund's Board of Directors. ADR American Depository Receipts REIT Real Estate Investment Trust (2) Open Futures Contracts at March 31,2005 were as follows: ($ 000s) Contract Unrealized Expiration Value Gain (Loss) Long, 11 S&P 500 contracts, $198 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 $ 3,256 $ (87) Long, 77 S&P Mini 500 contracts, $278 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 4,558 (135) Long, 2 S&P Mid-Cap 400 contracts, $31 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 662 (24) Long, 1 Russell 2000 contract, $15 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 309 (13) Long, 7 Russell 2000 EMini contracts, $22 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 432 (20) Long, 2 S&P Mid-Cap 400 Emini contracts, $6 par of 2.66% U.S. Treasury Bills pledged as initial margin 6/05 132 (5) Net payments (receipts) of variation margin to date 279 Variation margin receivable (payable) on open futures contracts $ (5) The accompanying notes are an integral part of this Portfolio of Investments. T. Rowe Price Total Equity Market Index Fund Unaudited March 31, 2005 Notes To Portfolio of Investments NOTE 1 - SIGNIFICANT ACCOUNTING POLICIES T. Rowe Price Index Trust, Inc. (the trust) is registered under the Investment Company Act of 1940 (the 1940 Act). The Total Equity Market Index Fund (the fund), a diversified, open-end management investment company, is one portfolio established by the trust. The fund seeks to match the performance of the entire U.S. stock market, as represented by the Wilshire 5000 Total Market Index. Valuation The fund values its investments and computes its net asset value per share at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET, each day that the NYSE is open for business. Equity securities listed or regularly traded on a securities exchange or in the over-the-counter market are valued at the last quoted sale price at the time the valuations are made, except for OTC Bulletin Board securities, which are valued at the mean of the latest bid and asked prices. A security that is listed or traded on more than one exchange is valued at the quotation on the exchange determined to be the primary market for such security. Listed securities not traded on a particular day are valued at the mean of the latest bid and asked prices. Debt securities with original maturities of less than one year are valued at amortized cost in local currency, which approximates fair value when combined with accrued interest. Investments in mutual funds are valued at the mutual fund's closing net asset value per share on the day of valuation. Financial futures contracts are valued at closing settlement prices. Other investments and those for which the above valuation procedures are inappropriate or are deemed not to reflect fair value are stated at fair value as determined in good faith by the T. Rowe Price Valuation Committee, established by the fund's Board of Directors. Investment Transactions Investment transactions are accounted for on the trade date. Unsettled variation margin on futures contracts is included in investments in securities. NOTE 2 - INVESTMENT TRANSACTIONS Consistent with its investment objective, the fund engages in the following practices to manage exposure to certain risks or enhance performance. The investment objective, policies, program, and risk factors of the fund are described more fully in the fund's prospectus and Statement of Additional Information. Futures Contracts The fund may invest in futures contracts, which provide for the future sale by one party and purchase by another of a specified amount of a specific financial instrument at an agreed upon price, date, time, and place. Risks arise from possible illiquidity of the futures market and from movements in security values. Securities Lending The fund lends its securities to approved brokers to earn additional income. It receives as collateral cash and U.S. government securities valued at 102% to 105% of the value of the securities on loan. Cash collateral is invested in a money market pooled trust managed by the fund's lending agent in accordance with investment guidelines approved by fund management. Collateral is maintained over the life of the loan in an amount not less than the value of loaned securities, as determined at the close of fund business each day; any additional collateral required due to changes in security values is delivered to the fund the next business day. Although risk is mitigated by the collateral, the fund could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities. At March 31, 2005, the value of loaned securities was $22,275,000; aggregate collateral consisted of $22,772,000 in the money market pooled trust and U.S. government securities valued at $21,000. NOTE 3 - FEDERAL INCOME TAXES At March 31, 2005, the cost of investments for federal income tax purposes was $328,236,000. Net unrealized gain aggregated $42,974,000 at period-end, of which $78,341,000 related to appreciated investments and $35,367,000 related to depreciated investments. The amount and character of tax-basis distributions and composition of net assets are finalized at fiscal year-end; accordingly, tax-basis balances have not been determined as of March 31, 2005. NOTE 4 - RELATED PARTY TRANSACTIONS The fund may invest in the T. Rowe Price Reserve Investment Fund and the T. Rowe Price Government Reserve Investment Fund (collectively, the Reserve Funds), open-end management investment companies managed by Price Associates and affiliates of the fund. The Reserve Funds are offered as cash management options to mutual funds, trusts, and other accounts managed by Price Associates and/or its affiliates, and are not available for direct purchase by members of the public. The Reserve Funds pay no investment management fees. During the three months ended March 31, 2005, dividend income from the Reserve Funds totaled $50,000, and the value of shares of the Reserve Funds held at March 31, 2005 and December 31, 2004 was $8,239,000 and $7,086,000, 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/ James S. Riepe ----------------------------------- James S. Riepe Principal Executive Officer Date May 18, 2005 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By /s/ James S. Riepe ----------------------------------- James S. Riepe Principal Executive Officer Date May 18, 2005 By /s/ Joseph A. Carrier ----------------------------------- Joseph A. Carrier Principal Financial Officer Date May 18, 2005