13F-HR 1 export.txt METROPOLITAN LIFE INSURANCE COMPANY 13F - 09/30/01 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September 30, 2001 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Metropolitan Life Insurance Company Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dorothy L. Murray Title: Assistant Vice-President Phone: 813-801-2063 Signature, Place, and Date of Signing: /s/Dorothy L. Murray Tampa, Florida November 12, 2001 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 2,601 Form 13F Information Table Value Total ($000): 7,793,093 Title of Value Shrs Or Invt Discretion Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Sole or Shared Mgrs Authority Define Sole METROPOLITAN LIFE INSURANCE COMPANY ADC TELECOMMUNICATIONS INC COM 000886101 937 268,567 X 268,567 ADC TELECOMMUNICATIONS INC COM 000886101 311 89,122 X 89,122 ADC TELECOMMUNICATIONS INC COM 000886101 10 2,812 X 2,812 ADC TELECOMMUNICATIONS INC COM 000886101 934 267,635 X 267,635 AFLAC INC COM 001055102 4,931 182,619 X 182,619 AFLAC INC COM COM 001055102 1,617 59,903 X 59,903 AFLAC INC COM COM 001055102 68 2,502 X 2,502 AFLAC INC COM COM 001055102 4,939 182,921 X 182,921 AGCO CORP COM 001084102 101 11,195 X 11,195 AGCO CORP COM COM 001084102 35 3,880 X 3,880 AGL RES INC COM 001204106 186 9,302 X 9,302 AGL RES INC COM 001204106 75 3,776 X 3,776 AES CORP COM 00130H105 2,374 185,205 X 185,205 AES CORP COM COM 00130H105 776 60,532 X 60,532 AES CORP COM COM 00130H105 25 1,940 X 1,940 AES CORP COM COM 00130H105 2,365 184,466 X 184,466 AMR CORP DEL COM 001765106 1,015 53,034 X 53,034 AMR CORP COM COM 001765106 372 19,422 X 19,422 AMR CORP COM COM 001765106 13 696 X 696 AMR CORP DEL COM COM 001765106 1,045 54,589 X 54,589 AOL TIME WARNER INC COM 00184A105 51,183 1,546,305 X 1,546,305 AOL TIME WARNER INC COM COM 00184A105 16,708 504,784 X 504,784 AOL TIME WARNER INC COM COM 00184A105 348 10,512 X 10,512 AOL TIME WARNER INC COM COM 00184A105 50,952 1,539,333 X 1,539,333 AT + T CORP COM 001957109 23,241 1,204,197 X 1,204,197 A T & T CORP COM COM 001957109 7,586 393,066 X 393,066 A T & T CORP COM COM 001957109 290 15,026 X 15,026 AT&T CORP COM COM 001957109 23,149 1,199,439 X 1,199,439 A T + T WIRELESS SVCS INC COM 00209A106 13,193 883,072 X 883,072 AT&T WIRELESS SERVICES INC COM 00209A106 4,306 288,241 X 288,241 AT&T WIRELESS SERVICES INC COM 00209A106 72 4,834.99 X 4,835 AT&T WIRELESS SVCS INC COM COM 00209A106 13,167 881,349 X 881,349 ABBOTT LABS COM 002824100 28,076 541,484 X 541,484 ABBOTT LABS CORP DISC NTS COM 002824100 9,149 176,454 X 176,454 ABBOTT LABS CORP DISC NTS COM 002824100 375 7,229 X 7,229 ABBOTT LABS COM COM 002824100 20,387 393,199 X 393,199 ACCLAIM ENTMT INC COM PAR 004325205 20 7,305 X 7,305 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 8 2,965 X 2,965 ACCREDO HEALTH INC COM 00437V104 161 4,421 X 4,421 ACCREDO HEALTH INC COM COM 00437V104 65 1,795 X 1,795 ADAPTEC INC COM 00651F108 132 16,855 X 16,855 ADAPTEC INC COM 00651F108 4 480 X 480 ADAPTEC INC COM COM 00651F108 54 6,842 X 6,842 ADOBE SYS INC COM 00724F101 2,027 84,523 X 84,523 ADOBE SYSTEMS INC COM COM 00724F101 654 27,277 X 27,277 ADOBE SYSTEMS INC COM COM 00724F101 27 1,130 X 1,130 ADOBE SYS INC DEL COM COM 00724F101 1,481 61,769 X 61,769 ADVANCED DIGITAL INFORMATION COM 007525108 92 8,902 X 8,902 ADVANCED DIGITAL INFORMATION COM 007525108 38 3,665 X 3,665 ADVANCED TISSUE SCIENCES INC COM 00755F103 35 9,968 X 9,968 ADVANCED TISSUE SCIENCES INC COM 00755F103 11 3,126 X 3,126 AEROFLEX INC COM 007768104 100 9,068 X 9,068 AEROFLEX INC COM 007768104 40 3,658 X 3,658 ADVANCED MICRO DEVICES INC COM 007903107 978 120,053 X 120,053 ADVANCED MICRO DEVICES INC COM COM 007903107 319 39,151 X 39,151 ADVANCED MICRO DEVICES INC COM COM 007903107 11 1,384 X 1,384 ADVANCED MICRO DEVICES INC COM COM 007903107 975 119,616 X 119,616 AETNA INC COM 00817Y108 1,461 50,582 X 50,582 AETNA INC-NEW COM 00817Y108 467 16,155 X 16,155 AETNA INC-NEW COM 00817Y108 20 703 X 703 AETNA INC COM NEW COM 00817Y108 1,448 50,106 X 50,106 AFFILIATED MANAGERS GROUP INC COM 008252108 215 3,777 X 3,777 AFFILIATED MANAGERS GROUP INC COM 008252108 90 1,587 X 1,587 AGILENT TECHNOLOGIES INC COM 00846U101 3,139 160,575 X 160,575 AGILENT TECHNOLOGIES INC COM COM 00846U101 1,018 52,076 X 52,076 AGILENT TECHNOLOGIES INC COM COM 00846U101 36 1,827 X 1,827 AGILENT TECHNOLOGIES INC COM 00846U101 3,118 159,494 X 159,494 AIR PRODS + CHEMS INC COM 009158106 3,052 79,118 X 79,118 AIR PRODS & CHEMS INC COM COM 009158106 1,000 25,909 X 25,909 AIR PRODS & CHEMS INC COM COM 009158106 42 1,078 X 1,078 AIR PRODS & CHEMS INC COM COM 009158106 3,096 80,239 X 80,239 AIRBORNE INC COM 009269101 71 7,469 X 7,469 AIRBORNE INC COM COM 009269101 30 3,128 X 3,128 AIRGAS INC COM 009363102 127 9,537 X 9,537 AIRGAS INC COM 009363102 53 3,983 X 3,983 AIRTRAN HOLDINGS INC COM 00949P108 38 9,077 X 9,077 AIRTRAN HLDGS INC COM 00949P108 16 3,763 X 3,763 AKAMAI TECHNOLOGIES INC COM 00971T101 34 11,788 X 11,788 AKAMAI TECHNOLOGIES INC COM 00971T101 14 4,785 X 4,785 ALAMOSA HOLDINGS INC COM 011589108 164 11,832 X 11,832 ALAMOSA HLDGS INC COM COM 011589108 67 4,803 X 4,803 ALBERTO CULVER CO CL B CON013068101 770 19,805 X 19,805 ALBERTO CULVER COM CL B CON013068101 252 6,475 X 6,475 ALBERTO CULVER COM CL B CON013068101 10 262 X 262 ALBERTO CULVER CO CL B COM CL B CON013068101 634 16,310 X 16,310 ALBERTSONS INC COM 013104104 4,506 141,348 X 141,348 ALBERTSONS INC COM COM 013104104 1,471 46,134 X 46,134 ALBERTSONS INC COM COM 013104104 63 1,991 X 1,991 ALBERTSONS INC COM COM 013104104 4,561 143,055 X 143,055 ALCAN INC COM 013716105 3,358 111,933 X 111,933 ALCAN INC COM COM 013716105 1,094 36,466 X 36,466 ALCAN INC COM COM 013716105 31 1,030 X 1,030 ALCAN INC COM 013716105 3,361 112,017 X 112,017 ALCOA INC COM 013817101 9,333 300,975 X 300,975 ALCOA INC COM 013817101 3,101 100,008 X 100,008 ALCOA INC COM 013817101 126 4,074 X 4,074 ALCOA INC COM COM 013817101 9,311 300,246 X 300,246 ALEXANDER + BALDWIN INC COM 014482103 162 6,927 X 6,927 ALEXANDER & BALDWIN INC COM 014482103 67 2,850 X 2,850 ALFA CORP COM 015385107 148 6,705 X 6,705 ALFA CORP COM 015385107 63 2,857 X 2,857 ALLEGHENY ENERGY INC COM 017361106 1,597 43,520 X 43,520 ALLEGHENY ENERGY INC COM COM 017361106 519 14,138 X 14,138 ALLEGHENY ENERGY INC COM COM 017361106 1,573 42,855 X 42,855 ALLEGHENY TECHNOLOGIES INC COM 01741R102 338 25,351 X 25,351 ALLEGHENY TECHNOLOGIES CUSIPCHGD FRM COM 01741R102 121 9,090 X 9,090 ALLEGHENY TECHNOLOGIES CUSIPCHGD FRM COM 01741R102 6 439 X 439 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 381 28,593 X 28,593 ALLERGAN INC COM 018490102 3,072 46,337 X 46,337 ALLERGAN INC COM COM 018490102 995 15,010 X 15,010 ALLERGAN INC COM COM 018490102 41 618 X 618 ALLERGAN INC COM COM 018490102 2,222 33,512 X 33,512 ALLIANT TECHSYSTEMS INC COM 018804104 308 3,598 X 3,598 ALLIANT TECHSYSTEMS INC COM COM 018804104 125 1,462 X 1,462 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 841 65,933 X 65,933 ALLIED WASTE INDUSTRIES COM PAR$019589308 287 22,507 X 22,507 ALLIED WASTE INDUSTRIES COM PAR$019589308 11 888 X 888 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 479 37,530 X 37,530 ALLSTATE CORP COM 020002101 9,443 252,833 X 252,833 ALLSTATE CORP COM COM 020002101 3,082 82,506 X 82,506 ALLSTATE CORP COM COM 020002101 141 3,787 X 3,787 ALLSTATE CORP COM COM 020002101 9,428 252,416 X 252,416 ALLTEL CORP COM 020039103 6,312 108,927 X 108,927 ALLTEL CORP COM COM 020039103 2,065 35,637 X 35,637 ALLTEL CORP COM COM 020039103 86 1,476 X 1,476 ALLTEL CORP COM 020039103 6,376 110,034 X 110,034 ALPHA INDS INC COM 020753109 144 7,426 X 7,426 ALPHA INDS INC COM 020753109 58 3,015 X 3,015 ALPHARMA INC CL A 020813101 146 5,071 X 5,071 ALPHARMA INC CL A COM CL A 020813101 54 1,889 X 1,889 ALTERA CORP COM 021441100 2,211 134,979 X 134,979 ALTERA CORPORATION COM COM 021441100 722 44,084 X 44,084 ALTERA CORP COM COM 021441100 1,657 101,149 X 101,149 AMBAC FINL GROUP INC COM 023139108 2,028 37,070 X 37,070 AMBAC FINL GROUP INC COM COM 023139108 659 12,044 X 12,044 AMBAC FINANCIAL GROUP INC COM 023139108 2,052 37,501 X 37,501 AMERADA HESS CORP COM 023551104 1,983 31,223 X 31,223 AMERADA HESS CORP COM 023551104 642 10,103 X 10,103 AMERADA HESS CORP COM COM 023551104 2,015 31,733 X 31,733 AMEREN CORP COM 023608102 1,855 48,320 X 48,320 AMEREN CORP COM COM 023608102 603 15,692 X 15,692 AMEREN CORP COM COM 023608102 25 645 X 645 AMEREN CORP COM 023608102 1,842 47,960 X 47,960 AMERICAN ELEC PWR INC COM 025537101 4,904 113,446 X 113,446 AMER ELEC PWR CO INC COM COM 025537101 1,585 36,659 X 36,659 AMER ELEC PWR CO INC COM COM 025537101 65 1,511 X 1,511 AMERICAN ELEC PWR INC COM COM 025537101 4,866 112,553 X 112,553 AMERICAN EXPRESS CO COM 025816109 13,419 461,764 X 461,764 AMER EXPRESS CO COM COM 025816109 4,379 150,698 X 150,698 AMER EXPRESS CO COM COM 025816109 184 6,315 X 6,315 AMERICAN EXPRESS CO COM COM 025816109 9,815 337,745 X 337,745 AMERICAN GREETINGS CORP CL A 026375105 423 31,927 X 31,927 AMER GREETINGS CORP CL A CL A 026375105 95 7,143 X 7,143 AMER GREETINGS CORP CL A CL A 026375105 4 303 X 303 AMERICAN GREETINGS CORP CL A CL A 026375105 266 20,127 X 20,127 AMERICAN HOME PRODUCTS CORP COM 026609107 26,727 458,826 X 458,826 AMER HOME PRODS CORP COM COM 026609107 8,720 149,706 X 149,706 AMER HOME PRODS CORP COM COM 026609107 358 6,140 X 6,140 AMERICAN HOME PRODS CORP COM COM 026609107 19,450 333,903 X 333,903 AMERICAN INTL GROUP INC COM 026874107 71,323 914,399 X 914,399 AMER INTL GROUP INC COM COM 026874107 23,346 299,305 X 299,305 AMER INTL GROUP INC COM COM 026874107 957 12,265 X 12,265 AMERICAN INTL GROUP INC COM COM 026874107 71,074 911,204 X 911,204 AMERICAN MGMT SYS INC COM 027352103 85 7,115 X 7,115 AMERICAN MGMT SYS INC COM COM 027352103 35 2,889 X 2,889 AMERICAN PWR CONVERSION CORP COM 029066107 759 64,979 X 64,979 AMERICAN POWER CONVERSION COM 029066107 259 22,155 X 22,155 AMERICAN PWR CONVERSION CORP COM 029066107 778 66,596 X 66,596 AMERUS GROUP CO COM 03072M108 181 5,135 X 5,135 AMERUS GROUP CO COM COM 03072M108 73 2,085 X 2,085 AMERISOURCEBERGEN CORP COM 03073E105 2,547 35,895 X 35,895 AMERISOURCEBERGEN CORP COM COM 03073E105 833 11,747 X 11,747 AMERISOURCEBERGEN CORP COM COM 03073E105 1,740 24,518 X 24,518 AMETEK AEROSPACE PRODS INC COM 031100100 148 5,639 X 5,639 AMETEK INC COM 031100100 60 2,289 X 2,289 AMGEN INC COM 031162100 21,422 364,514 X 364,514 AMGEN INC COM COM 031162100 6,984 118,829 X 118,829 AMGEN INC COM COM 031162100 282 4,803 X 4,803 AMGEN INC COM 031162100 15,603 265,489 X 265,489 AMPEX CORP CL A COM EXCHANGED FOR 03 CL A 032092108 3 16,572.3 X 16,572 AMSOUTH BANCORPORATION COM 032165102 2,332 129,076 X 129,076 AMSOUTH BANCORPORATION COM 032165102 762 42,163 X 42,163 AMSOUTH BANCORPORATION COM 032165102 33 1,839 X 1,839 AMSOUTH BANCORPORATION COM COM 032165102 2,364 130,803 X 130,803 AMYLIN PHARMACEUTICALS INC COM 032346108 49 8,814 X 8,814 AMYLIN PHARMACEUTICALS INC COM COM 032346108 20 3,689 X 3,689 ANADARKO PETE CORP COM 032511107 4,213 87,628 X 87,628 ANADARKO PETROLEUM CORP COM 032511107 1,417 29,465 X 29,465 ANADARKO PETROLEUM CORP COM 032511107 29 599 X 599 ANADARKO PETE CORP COM COM 032511107 4,191 87,170 X 87,170 ANALOG DEVICES INC COM 032654105 4,143 126,695 X 126,695 ANALOG DEVICES COM 032654105 1,339 40,940 X 40,940 ANALOG DEVICES COM 032654105 54 1,640 X 1,640 ANALOG DEVICES INC COM COM 032654105 3,008 91,982 X 91,982 ANDREW CORP COM 034425108 715 39,322 X 39,322 ANDREW CORP COM COM 034425108 167 9,175 X 9,175 ANDREW CORP COM COM 034425108 7 385 X 385 ANDREW CORP COM COM 034425108 511 28,107 X 28,107 ANHEUSER BUSCH COS INC COM 035229103 13,119 313,253 X 313,253 ANHEUSER BUSCH CO INC COM COM 035229103 4,283 102,258 X 102,258 ANHEUSER BUSCH CO INC COM COM 035229103 183 4,376 X 4,376 ANHEUSER BUSCH COS INC COM COM 035229103 9,571 228,523 X 228,523 ANNALY MTG MGMT INC COM 035710409 110 7,630 X 7,630 ANNALY MTG MGMT INC COM COM 035710409 45 3,097 X 3,097 AON CORP COM 037389103 3,878 92,322 X 92,322 AON CORP COM COM 037389103 1,253 29,831 X 29,831 AON CORP COM COM 037389103 51 1,206 X 1,206 AON CORP COM COM 037389103 3,832 91,244 X 91,244 APACHE CORP COM 037411105 1,871 43,504 X 43,504 APACHE CORP COM COM 037411105 610 14,190 X 14,190 APACHE CORP COM COM 037411105 23 536 X 536 APACHE CORP COM COM 037411105 1,859 43,243 X 43,243 APPLE COMPUTER COM 037833100 1,849 119,192 X 119,192 APPLE COMPUTER INC COM COM 037833100 616 39,696 X 39,696 APPLE COMPUTER INC COM 037833100 1,866 120,332 X 120,332 APPLEBEES INTL INC COM 037899101 168 5,694 X 5,694 APPLEBEES INTL INC COM COM 037899101 67 2,277 X 2,277 APRIA HEALTHCARE GROUP INC COM 037933108 178 6,868 X 6,868 APRIA HEALTHCARE GROUP INC COM 037933108 72 2,788 X 2,788 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,759 72,071 X 72,071 APPLERA CORP COM A COM AP B038020103 585 23,958 X 23,958 APPLERA CORP COM A COM AP B038020103 24 968 X 968 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 1,319 54,041 X 54,041 APPLIED MATERIALS INC COM 038222105 8,059 283,362 X 283,362 APPLIED MATERIALS INC COM COM 038222105 2,636 92,677 X 92,677 APPLIED MATERIALS INC COM COM 038222105 101 3,558 X 3,558 APPLIED MATLS INC COM COM 038222105 5,919 208,117 X 208,117 APPLIED MICRO CIRCUITS CORP COM 03822W109 719 102,888 X 102,888 APPLIED MICRO CIRCUITS CORP COM COM 03822W109 239 34,177 X 34,177 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 721 103,124 X 103,124 APTARGROUP INC COM 038336103 176 5,544 X 5,544 APTARGROUP INC COM COM 038336103 71 2,246 X 2,246 ARCHER DANIELS MIDLAND CO COM 039483102 2,903 230,547 X 230,547 ARCHER DANIELS MIDLAND COM COM 039483102 951 75,546 X 75,546 ARCHER DANIELS MIDLAND COM COM 039483102 40 3,153 X 3,153 ARCHER DANIELS MIDLAND CO COM COM 039483102 2,907 230,907 X 230,907 ART TECHNOLOGY GROUP INC COM 04289L107 6 9,252 X 9,252 ART TECHNOLOGY GRP INC OC-COM COM 04289L107 3 3,756 X 3,756 ARVINMERITOR INC COM 043353101 161 11,264 X 11,264 ARVINMERITOR INC COM COM 043353101 62 4,358 X 4,358 ASCENTIAL SOFTWARE CORP COM 04362P108 163 49,362 X 49,362 ASCENTIAL SOFTWARE CORP COM COM 04362P108 66 20,039 X 20,039 ASHLAND INC COM 044204105 944 24,478 X 24,478 ASHLAND INC COM 044204105 307 7,976 X 7,976 ASHLAND INC COM 044204105 13 339 X 339 ASHLAND INC COM 044204105 768 19,922 X 19,922 ASPECT COMMUNICATIONS INC COM 04523Q102 16 8,826 X 8,826 ASPECT COMMUNICTIONS INC COM COM 04523Q102 6 3,583 X 3,583 AT + LATIN AMER CORP COM 04649A106 13 7,398 X 7,398 AT&T LATIN AMER CORP COM COM 04649A106 5 3,003 X 3,003 ATMOS ENERGY CORP COM 049560105 149 6,920 X 6,920 ATMOS ENERGY CORP COM 049560105 61 2,809 X 2,809 AUSPEX SYS INC COM 052116100 18 7,725 X 7,725 AUSPEX SYS INC COM COM 052116100 7 3,136 X 3,136 AUTODESK INCORPORATED COM 052769106 637 19,860 X 19,860 AUTODESK INC COM COM 052769106 195 6,088 X 6,088 AUTODESK INC COM COM 052769106 9 286 X 286 AUTODESK INC COM COM 052769106 496 15,474 X 15,474 AUTOMATIC DATA PROCESSING INC COM 053015103 10,248 217,864 X 217,864 AUTOMATIC DATA PROCESSING INC COM COM 053015103 3,347 71,142 X 71,142 AUTOMATIC DATA PROCESSING INC COM COM 053015103 138 2,939 X 2,939 AUTOMATIC DATA PROCESSING INC COM 053015103 7,483 159,087 X 159,087 AUTOZONE INC COM 053332102 2,081 40,127 X 40,127 AUTOZONE INC COM COM 053332102 662 12,768 X 12,768 AUTOZONE INC COM COM 053332102 35 678 X 678 AUTOZONE INC COM COM 053332102 2,270 43,769 X 43,769 AVANT CORP COM 053487104 17 5,812 X 5,812 AVANT CORP COM 053487104 71 24,036 X 24,036 AVANT CORP COM COM 053487104 7 2,503 X 2,503 AVANIR PHARMACEUTICALS CL A 05348P104 29 9,841 X 9,841 AVANIR PHARMACEUTICALS CL A CL A 05348P104 12 3,995 X 3,995 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 19 7,956 X 7,956 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 8 3,203 X 3,203 AVAYA INC COM 053499109 942 95,170 X 95,170 AVAYA INC COM 053499109 321 32,433 X 32,433 AVAYA INC COM COM 053499109 710 71,677 X 71,677 AVERY DENNISON CORP COM 053611109 1,840 38,890 X 38,890 AVERY DENNISON CORP COM FORMERLY AVE COM 053611109 598 12,648 X 12,648 AVERY DENNISON CORP COM FORMERLY AVE COM 053611109 25 529 X 529 AVERY DENNISON CORP COM COM 053611109 1,353 28,589 X 28,589 AVICI SYS INC COM 05367L109 11 8,403 X 8,403 AVICI SYS INC COM COM 05367L109 4 3,411 X 3,411 AVISTA CORP COM 05379B107 111 8,128 X 8,128 AVISTA CORP COM COM 05379B107 46 3,362 X 3,362 AVOCENT CORP COM 053893103 112 7,553.99 X 7,554 AVOCENT CORP COM COM 053893103 46 3,081 X 3,081 AVON PRODS INC COM 054303102 3,877 83,836 X 83,836 AVON PRODS INC COM COM 054303102 1,246 26,943 X 26,943 AVON PRODS INC COM COM 054303102 53 1,139 X 1,139 AVON PRODS INC COM COM 054303102 2,842 61,446 X 61,446 BB+T CORP COM 054937107 5,510 151,155 X 151,155 BB&T CORP COM COM 054937107 1,815 49,807 X 49,807 BB&T CORP COM COM 054937107 57 1,556 X 1,556 BB&T CORP COM COM 054937107 5,526 151,617 X 151,617 BRE PPTYS INC CL A 05564E106 238 7,933 X 7,933 BRE PPTYS INC CL A CL A 05564E106 96 3,221 X 3,221 BMC SOFTWARE INC COM 055921100 1,059 83,383 X 83,383 BMC SOFTWARE INC COM COM 055921100 353 27,783 X 27,783 BMC SOFTWARE INC COM COM 055921100 14 1,139 X 1,139 BMC SOFTWARE INC COM COM 055921100 1,080 85,002 X 85,002 BAKER HUGHES INC COM 057224107 3,386 116,958 X 116,958 BAKER HUGHES INC COM COM 057224107 1,105 38,186 X 38,186 BAKER HUGHES INC COM COM 057224107 45 1,548 X 1,548 BAKER HUGHES INC COM COM 057224107 3,358 115,986 X 115,986 BALL CORP COM 058498106 875 14,616 X 14,616 BALL CORP COM COM 058498106 185 3,089 X 3,089 BALL CORP COM COM 058498106 9 142 X 142 BALL CORP COM COM 058498106 616 10,276 X 10,276 BANCORPSOUTH INC COM 059692103 220 14,287 X 14,287 BANCORPSOUTH INC COM 059692103 92 5,952 X 5,952 BANK AMER CORP COM 060505104 32,670 559,422 X 559,422 BANK OF AMERICA CORP. OLD CUSIP WAS COM 060505104 10,690 183,055 X 183,055 BANK OF AMERICA CORP. OLD CUSIP WAS COM 060505104 469 8,028 X 8,028 BANK OF AMERICA CORP COM 060505104 32,526 556,959 X 556,959 BANK NEW YORK INC COM 064057102 8,985 256,710 X 256,710 BANK OF NEW YORK INC COM COM 064057102 2,932 83,768 X 83,768 BANK OF NEW YORK INC COM COM 064057102 121 3,462 X 3,462 BANK NEW YORK INC COM COM 064057102 6,565 187,575 X 187,575 BANK ONE CORP COM 06423A103 12,806 406,928 X 406,928 BANK ONE CORP COM 06423A103 4,179 132,793 X 132,793 BANK ONE CORP COM 06423A103 170 5,393 X 5,393 BANK ONE CORP COM COM 06423A103 12,752 405,200 X 405,200 BARD C R INC COM 067383109 921 17,918 X 17,918 BARD C R INC COM COM 067383109 297 5,769 X 5,769 BARD C R INC COM COM 067383109 12 240 X 240 BARD C R INC COM 067383109 745 14,498 X 14,498 BARRICK GOLD CORP COM 067901108 2,359 135,981 X 135,981 BARRICK GOLD CORP COM (PREVIOUSLY 02 COM 067901108 783 45,114 X 45,114 BARRICK GOLD CORP COM (PREVIOUSLY 02 COM 067901108 32 1,854 X 1,854 BARRICK GOLD CORP COM 067901108 2,326 134,040 X 134,040 BAUSCH + LOMB INC COM 071707103 530 18,743 X 18,743 BAUSCH & LOMB INC COM COM 071707103 172 6,072 X 6,072 BAUSCH & LOMB INC COM COM 071707103 8 271 X 271 BAUSCH & LOMB INC COM COM 071707103 605 21,382 X 21,382 BAXTER INTL INC COM 071813109 11,427 207,566 X 207,566 BAXTER INTL COM COM 071813109 3,714 67,464 X 67,464 BAXTER INTL COM COM 071813109 151 2,736 X 2,736 BAXTER INTL INC COM COM 071813109 8,361 151,874 X 151,874 BAY VIEW CAP CORP DEL COM 07262L101 68 9,681 X 9,681 BAY VIEW CAP CORP DEL COM COM 07262L101 28 3,930 X 3,930 BEAR STEARNS COS INC COM 073902108 1,813 36,244 X 36,244 BEAR STEARNS COS INC COMMON STOCK COM 073902108 600 11,990 X 11,990 BEAR STEARNS COS INC COMMON STOCK COM 073902108 28 560 X 560 BEAR STEARNS COS INC COM COM 073902108 1,847 36,933 X 36,933 BECTON DICKINSON + CO COM 075887109 3,339 90,236 X 90,236 BECTON DICKINSON COM COM 075887109 1,089 29,441 X 29,441 BECTON DICKINSON COM COM 075887109 44 1,177 X 1,177 BECTON DICKINSON & CO COM COM 075887109 3,340 90,272 X 90,272 BED 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COM COM 087509105 1 616 X 616 BETHLEHEM STL CORP COM COM 087509105 9 6,735 X 6,735 BEVERLY ENTERPRISES INC COM NEW 087851309 164 16,107 X 16,107 BEVERLY ENTERPRISES INC COM COM NEW 087851309 69 6,752 X 6,752 BIG LOTS INC COM 089302103 286 34,535 X 34,535 BIG LOTS INC COM COM 089302103 107 12,858 X 12,858 BIG LOTS INC COM COM 089302103 4 520 X 520 BIG LOTS INC COM COM 089302103 258 31,079 X 31,079 BIO TECHNOLOGY GEN CORP COM 090578105 73 9,792 X 9,792 BIO TECHNOLOGY GEN CORP COM 090578105 31 4,174 X 4,174 BIOGEN INC COM 090597105 2,894 52,077 X 52,077 BIOGEN INC COM 090597105 938 16,877 X 16,877 BIOGEN INC COM COM 090597105 2,141 38,516 X 38,516 BIOMET INC COM 090613100 2,759 94,328 X 94,328 BIOMET INC COM COM 090613100 894 30,579 X 30,579 BIOMET INC COM COM 090613100 35 1,192 X 1,192 BIOMET INC COM COM 090613100 2,052 70,148 X 70,148 BLACK + DECKER CORPORATION COM 091797100 888 28,447 X 28,447 BLACK & DECKER CORP COM COM 091797100 286 9,166 X 9,166 BLACK & DECKER CORP COM COM 091797100 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523768109 96 3,042 X 3,042 LEGATO SYSTEMS INC COM 524651106 83 15,194 X 15,194 LEGATO SYS INC COM COM 524651106 34 6,194 X 6,194 LEGGETT + PLATT INC COM 524660107 1,297 66,507 X 66,507 LEGGETT & PLATT COM 524660107 436 22,335 X 22,335 LEGGETT & PLATT COM 524660107 18 923 X 923 LEGGETT & PLATT INC COM COM 524660107 1,153 59,150 X 59,150 LEHMAN BROTHERS HLDGS INC COM 524908100 4,891 86,028 X 86,028 LEHMAN BROTHER COMMON STOCK COM 524908100 1,590 27,977 X 27,977 LEHMAN BROS HLDGS INC COM COM 524908100 4,912 86,406 X 86,406 LENNOX INTL INC COM 526107107 71 7,624 X 7,624 LENNOX INTL INC COM COM 526107107 28 2,978 X 2,978 LEXMARK INTL INC CL A 529771107 1,999 44,711 X 44,711 LEXMARK INTERNATIONAL GROUP CL A 529771107 656 14,683 X 14,683 LEXMARK INTERNATIONAL INC COM CL A 529771107 1,485 33,207 X 33,207 LIBERATE TECHNOLOGIES COM 530129105 178 17,848 X 17,848 LIBERATE TECHNOLOGIES COM COM 530129105 72 7,245 X 7,245 LIFEPOINT HOSPS INC COM 53219L109 289 6,578 X 6,578 LIFEPOINT HOSPS INC COM COM 53219L109 117 2,670 X 2,670 LILLY ELI + CO COM 532457108 31,654 392,243 X 392,243 ELI LILLY COM COM 532457108 10,326 127,957 X 127,957 ELI LILLY COM COM 532457108 414 5,128 X 5,128 LILLY ELI & CO COM COM 532457108 23,069 285,856 X 285,856 LIMITED INC COM 532716107 1,393 146,620 X 146,620 LIMITED INC COM COM 532716107 462 48,594 X 48,594 LIMITED INC COM COM 532716107 19 2,018 X 2,018 LIMITED INC COM COM 532716107 1,413 148,788 X 148,788 LINCOLN NATL CORP IN COM 534187109 3,057 65,550 X 65,550 LINCOLN NATL CORP IND COM COM 534187109 1,001 21,458 X 21,458 LINCOLN NATL CORP IND COM COM 534187109 43 919 X 919 LINCOLN NATL CORP IND COM COM 534187109 3,083 66,123 X 66,123 LINEAR TECHNOLOGY CORP COM 535678106 3,658 111,512 X 111,512 LINEAR TECHNOLOGY CORP COM COM 535678106 1,189 36,265 X 36,265 LINEAR TECHNOLOGY CORP COM COM 535678106 2,662 81,173 X 81,173 LIZ CLAIBORNE INC COM 539320101 688 18,237 X 18,237 LIZ CLAIBORNE INC COM COM 539320101 226 6,000 X 6,000 LIZ CLAIBORNE INC COM COM 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LOWES COS INC COM COM 548661107 114 3,594 X 3,594 LOWES COS INC COM COM 548661107 6,196 195,758 X 195,758 LUCENT TECHNOLOGIES INC COM 549463107 6,756 1,179,116 X 1,179,116 LUCENT TECHNOLOGIES INC COM 549463107 2,223 388,009 X 388,009 LUCENT TECHNOLOGIES INC COM COM 549463107 6,772 1,181,861 X 1,181,861 MBIA INC COM 55262C100 2,598 51,956 X 51,956 MBIA INC COM 55262C100 843 16,853 X 16,853 MBIA INC COM 55262C100 35 702 X 702 MBIA INC COM COM 55262C100 2,591 51,825 X 51,825 MBNA CORP COM 55262L100 9,035 298,272 X 298,272 MBNA CORP COM COM 55262L100 2,954 97,527 X 97,527 MBNA CORP COM COM 55262L100 114 3,770 X 3,770 MBNA CORP COM COM 55262L100 8,962 295,881 X 295,881 MGIC INVT CORP WIS COM 552848103 2,457 37,602 X 37,602 MGIC INVT CORP WIS COM M COM 552848103 793 12,131 X 12,131 MGIC INVT CORP WIS COM M COM 552848103 32 497 X 497 MGIC INVT CORP WIS COM COM 552848103 2,508 38,383 X 38,383 MRV COMMUNICATIONS INC COM 553477100 39 13,035 X 13,035 MRV COMMUNICATIONS INC CALIF COM 553477100 16 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AU COMMON ADR NEW 652487703 41 1,700 X 1,700 NEXTEL COMMUNICATIONS INC CL A 65332V103 2,286 264,606 X 264,606 NEXTEL COMMUNICATIONS INC COM CL A 65332V103 753 87,186 X 87,186 NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 1,678 194,205 X 194,205 NIAGARA MOHAWK HLDGS INC COM 653520106 950 55,956 X 55,956 NIAGARA MOHAWK HLDGS INC COM OLD CUS COM 653520106 308 18,171 X 18,171 NIAGARA MOHAWK HLDGS INC COM OLD CUS COM 653520106 15 880 X 880 NIAGARA MOHAWK HLDGS INC COM COM 653520106 758 44,648 X 44,648 NICOR INC COM 654086107 621 16,013 X 16,013 NICOR INC COM COM 654086107 198 5,108 X 5,108 NICOR INC COM COM 654086107 9 221 X 221 NICOR INC COM COM 654086107 690 17,813 X 17,813 NIKE INC CL B 654106103 4,445 94,961 X 94,961 NIKE INC CL B COM CL B 654106103 1,445 30,873 X 30,873 NIKE INC CL B COM CL B 654106103 62 1,316 X 1,316 NIKE INC CL B COM CL B 654106103 4,447 94,997 X 94,997 99 CENTS ONLY STORES COM 65440K106 148 4,587 X 4,587 99 CENTS ONLY STORES COM 65440K106 60 1,862 X 1,862 NISOURCE INC COM 65473P105 1,672 71,745 X 71,745 NISOURCE INC. 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