-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, JIr47XVvEIdziBoQsjvQgE2R6CtEyTc7bUWF2RPlLtIGDGYDnYM3OAhzokF1vWCv vgmcFCqGkIbB2VfE38GB5w== 0000728618-02-000017.txt : 20020812 0000728618-02-000017.hdr.sgml : 20020812 20020809183336 ACCESSION NUMBER: 0000728618-02-000017 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: METROPOLITAN LIFE INSURANCE CO/NY CENTRAL INDEX KEY: 0000728618 STANDARD INDUSTRIAL CLASSIFICATION: INSURANCE AGENTS BROKERS & SERVICES [6411] IRS NUMBER: 135581829 STATE OF INCORPORATION: NY FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00491 FILM NUMBER: 02725629 BUSINESS ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2125785914 MAIL ADDRESS: STREET 1: ONE MADISON AVENUE LAW DEPARTMENT CITY: NEW YORK STATE: NY ZIP: 10010-3690 13F-HR 1 export13f.txt METROPOLITAN LIFE INSURANCE COMPANY - 13F - 6/30/2002 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: June 30, 2002 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 August 12, 2002 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: 2074 Form 13F Information Table Value Total ($000): 6,587,717 Name of Issuer Class Cusip Value (x$1Shrs/ PrnInvt Discretion Othr MgrVoting Autho METROPOLITAN LIFE INSURANCE COMPANY ADC TELECOMMUNICATIONS INC COM 000886101 621 271,160 X 271,160 ADC TELECOMMUNICATIONS INC COM 000886101 606 264,775 X 264,775 ABM INDS INC COM 000957100 148 8,520 X 8,520 ABM INDS INC COM 000957100 48 2,762 X 2,762 AFLAC INC COM 001055102 5,811 181,593 X 181,593 AFLAC INC COM COM 001055102 5,659 176,831 X 176,831 AGL RES INC COM 001204106 293 12,640 X 12,640 AGL RES INC COM 001204106 88 3,776 X 3,776 AES CORP COM 00130H105 1,013 186,949 X 186,949 AES CORP COM COM 00130H105 2,838 523,585 X 523,585 AMR CORP DEL COM 001765106 903 53,540 X 53,540 AMR CORP COM COM 001765106 49 2,900 X 2,900 AMR CORP DEL COM COM 001765106 948 56,211 X 56,211 AOL TIME WARNER INC COM 00184A105 22,999 1,563,486 X 1,563,486 AOL TIME WARNER INC COM COM 00184A105 43 2,900 X 2,900 AOL TIME WARNER INC COM COM 00184A105 26,193 1,780,611 X 1,780,611 AT + T CORP COM 001957109 14,272 1,333,812 X 1,333,812 AT&T CORP COM COM 001957109 13,803 1,290,026 X 1,290,026 AT + T WIRELESS SVCS INC COM 00209A106 5,552 949,100 X 949,100 AT&T WIRELESS SVCS INC COM COM 00209A106 5,392 921,643 X 921,643 ABBOTT LABS COM 002824100 20,631 547,981 X 547,981 ABBOTT LABS COM COM 002824100 15,488 411,362 X 411,362 ABGENIX INC COM 00339B107 173 17,659 X 17,659 ACCLAIM ENTMT INC COM PAR 004325205 56 15,741 X 15,741 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 10 2,965 X 2,965 ACTUATE CORP COM 00508B102 45 9,965 X 9,965 ACTUATE CORP COM COM 00508B102 12 2,609 X 2,609 ACUITY BRANDS INC COM 00508Y102 170 9,350 X 9,350 ACQUITY BRANDS INC COM 00508Y102 53 2,909 X 2,909 ADOBE SYS INC COM 00724F101 2,377 83,398 X 83,398 ADOBE SYS INC DEL COM COM 00724F101 2,148 75,385 X 75,385 ADVANCED DIGITAL INFORMATION COM 007525108 119 14,079 X 14,079 ADVANCED DIGITAL INFORMATION COM 007525108 35 4,110 X 4,110 ADVANCED TISSUE SCIENCES INC COM 00755F103 24 16,542 X 16,542 ADVANCED TISSUE SCIENCES INC COM 00755F103 7 4,889 X 4,889 ADVO INC COM 007585102 162 4,266 X 4,266 ADVO INC COM 007585102 51 1,352 X 1,352 AEROFLEX INC COM 007768104 94 13,567 X 13,567 AEROFLEX INC COM 007768104 28 3,991 X 3,991 ADVANCED MICRO DEVICES INC COM 007903107 1,155 118,867 X 118,867 ADVANCED MICRO DEVICES INC COM COM 007903107 1,123 115,563 X 115,563 AETNA INC COM 00817Y108 2,461 51,309 X 51,309 AETNA INC COM NEW COM 00817Y108 2,440 50,875 X 50,875 AFFILIATED MANAGERS GROUP INC COM 008252108 287 4,665 X 4,665 AFFILIATED MANAGERS GROUP INC COM 008252108 91 1,484 X 1,484 AGILENT TECHNOLOGIES INC COM 00846U101 3,867 163,494 X 163,494 AGILENT TECHNOLOGIES INC COM 00846U101 6,355 268,731 X 268,731 AIR PRODS + CHEMS INC COM 009158106 4,031 79,860 X 79,860 AIR PRODS & CHEMS INC COM COM 009158106 3,951 78,279 X 78,279 AIRBORNE INC COM 009269101 195 10,146 X 10,146 AIRBORNE INC COM COM 009269101 60 3,128 X 3,128 AIRGAS INC COM 009363102 209 12,067 X 12,067 AIRGAS INC COM 009363102 69 3,983 X 3,983 AIRTRAN HOLDINGS INC COM 00949P108 62 11,573 X 11,573 AIRTRAN HLDGS INC COM 00949P108 20 3,763 X 3,763 AKAMAI TECHNOLOGIES INC COM 00971T101 18 13,848 X 13,848 AKAMAI TECHNOLOGIES INC COM 00971T101 6 4,785 X 4,785 ALAMOSA HOLDINGS INC COM 011589108 21 14,664 X 14,664 ALAMOSA HLDGS INC COM COM 011589108 7 4,803 X 4,803 ALBEMARLE CORP COM 012653101 162 5,278 X 5,278 ALBEMARLE CORP COM 012653101 47 1,531 X 1,531 ALBERTO CULVER CO CL B CON013068101 992 20,761 X 20,761 ALBERTO CULVER CO CL B COM CL B CON013068101 659 13,788 X 13,788 ALBERTSONS INC COM 013104104 4,346 142,676 X 142,676 ALBERTSONS INC COM COM 013104104 4,254 139,653 X 139,653 ALCAN INC COM 013716105 4,239 112,982 X 112,982 ALCAN INC COM 013716105 4,125 109,940 X 109,940 ALCOA INC COM 013817101 9,855 297,280 X 297,280 ALCOA INC COM 013817101 60 1,800 X 1,800 ALCOA INC COM COM 013817101 9,657 291,318 X 291,318 ALEXANDER + BALDWIN INC COM 014482103 218 8,534 X 8,534 ALEXANDER & BALDWIN INC COM 014482103 73 2,850 X 2,850 ALFA CORP COM 015385107 96 8,245 X 8,245 ALFA CORP COM 015385107 67 5,714 X 5,714 ALLEGHENY ENERGY INC COM 017361106 1,131 43,930 X 43,930 ALLEGHENY ENERGY INC COM COM 017361106 1,083 42,070 X 42,070 ALLEGHENY TECHNOLOGIES INC COM 01741R102 446 28,218 X 28,218 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 342 21,639 X 21,639 ALLERGAN INC COM 018490102 3,029 45,384 X 45,384 ALLERGAN INC COM COM 018490102 3,430 51,386 X 51,386 ALLIANT TECHSYSTEMS INC COM 018804104 279 4,375 X 4,375 ALLIANT TECHSYSTEMS INC COM COM 018804104 138 2,164 X 2,164 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 665 69,225 X 69,225 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 627 65,351 X 65,351 ALLSTATE CORP COM 020002101 9,212 249,099 X 249,099 ALLSTATE CORP COM COM 020002101 8,933 241,558 X 241,558 ALLTEL CORP COM 020039103 5,129 109,133 X 109,133 ALLTEL CORP COM 020039103 4,992 106,220 X 106,220 ALTERA CORP COM 021441100 1,828 134,416 X 134,416 ALTERA CORP COM COM 021441100 2,210 162,528 X 162,528 AMAZON.COM INC COM COM 023135106 1,610 99,100 X 99,100 AMBAC FINL GROUP INC COM 023139108 2,514 37,416 X 37,416 AMBAC FINANCIAL GROUP INC COM 023139108 2,454 36,520 X 36,520 AMERADA HESS CORP COM 023551104 2,600 31,513 X 31,513 AMERADA HESS CORP COM COM 023551104 2,544 30,838 X 30,838 AMEREN CORP COM 023608102 2,180 50,685 X 50,685 AMEREN CORP COM 023608102 2,100 48,835 X 48,835 AMERICAN CAP STRATEGIES LTD COM 024937104 183 6,648 X 6,648 AMERICAN CAP STRATEGIES LTD COM 024937104 58 2,114 X 2,114 AMERICAN ELEC PWR INC COM 025537101 4,762 118,992 X 118,992 AMERICAN ELEC PWR INC COM COM 025537101 4,589 114,666 X 114,666 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 738 34,900 X 34,900 AMERICAN EXPRESS CO COM 025816109 16,961 466,979 X 466,979 AMERICAN EXPRESS CO COM COM 025816109 13,030 358,757 X 358,757 AMERICAN GREETINGS CORP CL A 026375105 594 35,680 X 35,680 AMERICAN GREETINGS CORP CL A CL A 026375105 369 22,130 X 22,130 AMERICAN INTL GROUP INC COM 026874107 62,620 917,777 X 917,777 AMER INTL GROUP INC COM COM 026874107 68 1,000 X 1,000 AMERICAN INTL GROUP INC COM COM 026874107 64,284 942,171 X 942,171 AMERICAN ITALIAN PASTA CO CL A 027070101 180 3,537 X 3,537 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 64 1,251 X 1,251 AMERICAN MGMT SYS INC COM 027352103 167 8,761 X 8,761 AMERICAN MGMT SYS INC COM COM 027352103 55 2,889 X 2,889 AMERICAN PWR CONVERSION CORP COM 029066107 869 68,808 X 68,808 AMERICAN PWR CONVERSION CORP COM 029066107 838 66,326 X 66,326 AMERICAN STD COS INC DEL COM 029712106 1,933 25,737 X 25,737 AMERICAN STD COS INC DEL COM 029712106 1,385 18,447 X 18,447 AMERICREDIT CORP COM COM 03060R101 847 30,200 X 30,200 AMERUS GROUP CO COM 03072M108 313 8,450 X 8,450 AMERUS GROUP CO COM COM 03072M108 104 2,791 X 2,791 AMERISOURCEBERGEN CORP COM 03073E105 2,809 36,955 X 36,955 AMERISOURCEBERGEN CORP COM COM 03073E105 3,186 41,923 X 41,923 AMETEK AEROSPACE PRODS INC COM 031100100 257 6,911 X 6,911 AMETEK INC COM 031100100 85 2,289 X 2,289 AMGEN INC COM 031162100 15,279 364,822 X 364,822 AMGEN INC COM 031162100 12,241 292,278 X 292,278 AMPEX CORP CL A COM EXCHANGED FOR 03 CL A 032092108 2 16,572.3 X 16,572 AMSOUTH BANCORPORATION COM 032165102 2,826 126,275 X 126,275 AMSOUTH BANCORPORATION COM COM 032165102 2,736 122,250 X 122,250 AMYLIN PHARMACEUTICALS INC COM 032346108 152 13,859 X 13,859 AMYLIN PHARMACEUTICALS INC COM COM 032346108 40 3,689 X 3,689 ANADARKO PETE CORP COM 032511107 4,312 87,455 X 87,455 ANADARKO PETROLEUM CORP COM 032511107 49 1,000 X 1,000 ANADARKO PETE CORP COM COM 032511107 4,219 85,571 X 85,571 ANALOG DEVICES INC COM 032654105 3,807 128,184 X 128,184 ANALOG DEVICES INC COM COM 032654105 3,454 116,282 X 116,282 ANDREW CORP COM 034425108 770 51,620 X 51,620 ANDREW CORP COM COM 034425108 492 32,964 X 32,964 ANHEUSER BUSCH COS INC COM 035229103 15,388 307,769 X 307,769 ANHEUSER BUSCH COS INC COM COM 035229103 11,815 236,293 X 236,293 ANNALY MTG MGMT INC COM 035710409 325 16,776 X 16,776 ANNALY MTG MGMT INC COM COM 035710409 104 5,384 X 5,384 ANNTAYLOR STORES CORP COM 036115103 197 7,752 X 7,752 ANNTAYLOR STORES CORP COM COM 036115103 68 2,673 X 2,673 AON CORP COM 037389103 2,828 95,946 X 95,946 AON CORP COM COM 037389103 2,698 91,532 X 91,532 APACHE CORP COM 037411105 2,899 50,438 X 50,438 APACHE CORP COM COM 037411105 2,764 48,081 X 48,081 APOLLO GROUP INC CL A 037604105 2,391 60,665 X 60,665 APOLLO GROUP INC CL A CL A 037604105 1,706 43,273 X 43,273 APPLE COMPUTER COM 037833100 2,186 123,350 X 123,350 APPLE COMPUTER INC COM 037833100 2,124 119,863 X 119,863 APPLEBEES INTL INC COM 037899101 161 7,021 X 7,021 APPLEBEES INTL INC COM COM 037899101 78 3,415 X 3,415 APRIA HEALTHCARE GROUP INC COM 037933108 192 8,555 X 8,555 APRIA HEALTHCARE GROUP INC COM 037933108 62 2,788 X 2,788 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,452 74,510 X 74,510 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 6,252 320,794 X 320,794 APPLIED MATERIALS INC COM 038222105 10,917 573,978 X 573,978 APPLIED MATLS INC COM COM 038222105 13,642 717,260 X 717,260 APPLIED MICRO CIRCUITS CORP COM 03822W109 491 103,865 X 103,865 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 1,680 355,137 X 355,137 APTARGROUP INC COM 038336103 210 6,817 X 6,817 APTARGROUP INC COM COM 038336103 69 2,246 X 2,246 ARBITRON INC COM 03875Q108 192 6,139 X 6,139 ARBITRON INC COM COM 03875Q108 63 2,025 X 2,025 ARCHER DANIELS MIDLAND CO COM 039483102 2,899 226,692 X 226,692 ARCHER DANIELS MIDLAND CO COM COM 039483102 2,843 222,264 X 222,264 ARRIS GROUP INC COM 04269Q100 41 9,224 X 9,224 ARRIS GROUP INC COM COM 04269Q100 15 3,385 X 3,385 ART TECHNOLOGY GROUP INC COM 04289L107 9 9,252 X 9,252 ART TECHNOLOGY GRP INC OC-COM COM 04289L107 4 3,756 X 3,756 ARVINMERITOR INC COM 043353101 336 14,016 X 14,016 ARVINMERITOR INC COM COM 043353101 105 4,358 X 4,358 ASCENTIAL SOFTWARE CORP COM 04362P108 152 54,508 X 54,508 ASCENTIAL SOFTWARE CORP COM COM 04362P108 17 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM COM 04362P108 48 17,334 X 17,334 ASHLAND INC COM 044204105 1,001 24,705 X 24,705 ASHLAND INC COM 044204105 953 23,531 X 23,531 ASPECT COMMUNICATIONS INC COM 04523Q102 35 10,906 X 10,906 ASPECT COMMUNICTIONS INC COM COM 04523Q102 11 3,583 X 3,583 ASTRAZENECA PLC SPONSORED ADR SPONSORE046353108 4,744 115,700 X 115,700 AT + T LATIN AMER CORP COM 04649A106 4 7,398 X 7,398 AT&T LATIN AMER CORP COM COM 04649A106 2 3,003 X 3,003 ATLANTIC COAST AIRLINES HLDGS COM 048396105 182 8,398 X 8,398 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 59 2,720 X 2,720 ATMOS ENERGY CORP COM 049560105 202 8,633 X 8,633 ATMOS ENERGY CORP COM 049560105 66 2,809 X 2,809 AUSPEX SYS INC COM 052116100 2 7,725 X 7,725 AUSPEX SYS INC COM COM 052116100 1 3,136 X 3,136 AUTODESK INCORPORATED COM 052769106 505 38,150 X 38,150 AUTODESK INC COM COM 052769106 400 30,201 X 30,201 AUTOMATIC DATA PROCESSING INC COM 053015103 9,490 217,904 X 217,904 AUTOMATIC DATA PROCESSING INC COM 053015103 8,953 205,574 X 205,574 AUTOZONE INC COM 053332102 2,862 37,028 X 37,028 AUTOZONE INC COM COM 053332102 2,083 26,951 X 26,951 AVANIR PHARMACEUTICALS CL A 05348P104 13 9,841 X 9,841 AVANIR PHARMACEUTICALS CL A CL A 05348P104 5 3,995 X 3,995 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 14 12,704 X 12,704 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 4 3,203 X 3,203 AVAYA INC COM 053499109 628 126,814 X 126,814 AVAYA INC COM COM 053499109 585 118,202 X 118,202 AVERY DENNISON CORP COM 053611109 2,422 38,605 X 38,605 AVERY DENNISON CORP COM COM 053611109 1,769 28,187 X 28,187 AVICI SYS INC COM 05367L109 8 8,403 X 8,403 AVICI SYS INC COM COM 05367L109 3 3,411 X 3,411 AVISTA CORP COM 05379B107 138 10,020 X 10,020 AVISTA CORP COM COM 05379B107 46 3,362 X 3,362 AVOCENT CORP COM 053893103 149 9,375 X 9,375 AVOCENT CORP COM COM 053893103 49 3,081 X 3,081 AVON PRODS INC COM 054303102 4,339 83,054 X 83,054 AVON PRODS INC COM COM 054303102 3,096 59,260 X 59,260 BB+T CORP COM 054937107 6,495 168,276 X 168,276 BB&T CORP COM COM 054937107 6,297 163,126 X 163,126 BJ SVCS CO COM 055482103 1,862 54,967 X 54,967 BJ SVCS CO COM COM 055482103 1,745 51,510 X 51,510 BP AMOCO PLC SPONSORE055622104 66 1,300 X 1,300 BP PLC SPONSORED ADR SPONSORE055622104 929 18,400 X 18,400 BRE PPTYS INC CL A 05564E106 299 9,627 X 9,627 BRE PPTYS INC CL A CL A 05564E106 100 3,221 X 3,221 BMC SOFTWARE INC COM 055921100 1,397 84,176 X 84,176 BMC SOFTWARE INC COM COM 055921100 1,389 83,662 X 83,662 BAKER HUGHES INC COM 057224107 3,930 118,059 X 118,059 BAKER HUGHES INC COM COM 057224107 4,663 140,080 X 140,080 BALL CORP COM 058498106 1,332 32,113 X 32,113 BALL CORP COM COM 058498106 621 14,974 X 14,974 BANCORPSOUTH INC COM 059692103 345 17,100 X 17,100 BANCORPSOUTH INC COM 059692103 110 5,438 X 5,438 BANK AMER CORP COM 060505104 38,030 540,507 X 540,507 BANK OF AMERICA CORP. OLD CUSIP WAS COM 060505104 56 800 X 800 BANK OF AMERICA CORP COM 060505104 38,787 551,266 X 551,266 BANK NEW YORK INC COM 064057102 8,626 255,596 X 255,596 BANK OF NEW YORK INC COM COM 064057102 47 1,400 X 1,400 BANK NEW YORK INC COM COM 064057102 7,192 213,084 X 213,084 BANK ONE CORP COM 06423A103 15,859 412,143 X 412,143 BANK ONE CORP COM COM 06423A103 15,366 399,328 X 399,328 BANTA CORP COM 066821109 189 5,256 X 5,256 BANTA CORP COM 066821109 60 1,670 X 1,670 BARD C R INC COM 067383109 1,064 18,809 X 18,809 BARD C R INC COM 067383109 1,021 18,038 X 18,038 BARRICK GOLD CORP COM 067901108 3,579 188,458 X 188,458 BARRICK GOLD CORP COM 067901108 3,453 181,844 X 181,844 BAUSCH + LOMB INC COM 071707103 640 18,919 X 18,919 BAUSCH & LOMB INC COM COM 071707103 520 15,356 X 15,356 BAXTER INTL INC COM 071813109 9,382 211,063 X 211,063 BAXTER INTL INC COM COM 071813109 7,721 173,690 X 173,690 BAY VIEW CAP CORP DEL COM 07262L101 76 11,884 X 11,884 BAY VIEW CAP CORP DEL COM COM 07262L101 25 3,930 X 3,930 BEAR STEARNS COS INC COM 073902108 2,147 35,078 X 35,078 BEAR STEARNS COS INC COM COM 073902108 2,077 33,946 X 33,946 BEAZER HOMES USA INC COM 07556Q105 175 2,183.56 X 2,184 BEAZER HOMES USA INC COM 07556Q105 63 787 X 787 BECTON DICKINSON + CO COM 075887109 3,138 91,079 X 91,079 BECTON DICKINSON & CO COM COM 075887109 2,248 65,258 X 65,258 BED BATH + BEYOND INC COM 075896100 3,852 102,071 X 102,071 BED BATH & BEYOND INC COM COM 075896100 2,785 73,790 X 73,790 BELLSOUTH CORP COM 079860102 20,733 658,180 X 658,180 BELLSOUTH CORP COM COM 079860102 63 2,000 X 2,000 BELLSOUTH CORP COM COM 079860102 20,198 641,222 X 641,222 BEMIS INC COM 081437105 895 18,845 X 18,845 BEMIS INC COM COM 081437105 862 18,152 X 18,152 BERKLEY W R CORP COM 084423102 245 4,449 X 4,449 BERKLEY W R CORP COM COM 084423102 78 1,416 X 1,416 BEST BUY CO INC COM 086516101 4,086 112,562 X 112,562 BEST BUY INC COM COM 086516101 3,546 97,675 X 97,675 BEVERLY ENTERPRISES INC COM NEW 087851309 155 20,400 X 20,400 BEVERLY ENTERPRISES INC COM COM NEW 087851309 51 6,752 X 6,752 BIG LOTS INC COM 089302103 788 40,027 X 40,027 BIG LOTS INC COM COM 089302103 624 31,689 X 31,689 BIO RAD LABORATORIES INC CL A 090572207 159 3,487 X 3,487 BIO RAD LABS INC CL A CL A 090572207 56 1,228 X 1,228 BIO TECHNOLOGY GEN CORP COM 090578105 67 11,067 X 11,067 BIO TECHNOLOGY GEN CORP COM 090578105 25 4,174 X 4,174 BIOGEN INC COM 090597105 2,152 51,949 X 51,949 BIOGEN INC COM COM 090597105 1,570 37,894 X 37,894 BIOMET INC COM 090613100 2,541 93,682 X 93,682 BIOMET INC COM COM 090613100 1,830 67,495 X 67,495 BLACK + DECKER CORPORATION COM 091797100 1,377 28,565 X 28,565 BLACK & DECKER CORP COM COM 091797100 969 20,095 X 20,095 BLACK BOX CORP COM 091826107 173 4,240 X 4,240 BLACK BOX CORP DEL COM COM 091826107 55 1,356 X 1,356 BLOCK H + R INC COM 093671105 2,992 64,830 X 64,830 BLOCK H & R INC COM COM 093671105 2,117 45,876 X 45,876 BLYTH INDS INC COM 09643P108 214 6,867 X 6,867 BLYTH INC COM COM 09643P108 68 2,184 X 2,184 BOB EVANS FARMS INC COM 096761101 231 7,350 X 7,350 BOB EVANS FARMS INC COM 096761101 73 2,330 X 2,330 BOEING CO COM 097023105 13,250 294,439 X 294,439 BOEING CO COM COM 097023105 63 1,400 X 1,400 BOEING CO COM COM 097023105 12,887 286,377 X 286,377 BOISE CASCADE CORP COM 097383103 704 20,376 X 20,376 BOISE CASCADE CORP COM COM 097383103 573 16,592 X 16,592 BORG WARNER AUTOMOTIVE INC COM 099724106 321 5,559 X 5,559 BORG WARNER INC COM COM 099724106 106 1,827 X 1,827 BORLAND SOFTWARE CORP COM 099849101 112 10,829 X 10,829 BORLAND SOFTWARE CORP COM COM 099849101 37 3,591 X 3,591 BOSTON SCIENTIFIC CORP COM 101137107 4,180 142,551 X 142,551 BOSTON SCIENTIFIC CORP COM COM 101137107 2,975 101,472 X 101,472 BOYDS COLLECTION LTD COM 103354106 70 11,055 X 11,055 BOYDS COLLECTION LTD COM COM 103354106 20 3,176 X 3,176 BRIGGS + STRATTON CORP COM 109043109 162 4,238 X 4,238 BRIGGS & STRATTON CORP COM 109043109 55 1,444 X 1,444 BRISTOL MYERS SQUIBB CO COM 110122108 17,482 680,248 X 680,248 BRISTOL MYERS SQUIBB CO COM COM 110122108 51 2,000 X 2,000 BRISTOL MYERS SQUIBB CO COM COM 110122108 12,846 499,829 X 499,829 BROADCOM CORP CL A 111320107 1,660 94,666 X 94,666 BROADCOM CORP CL A COM CL A 111320107 2,510 143,111 X 143,111 BROOKS PRI AUTOMATION INC COM 11442E102 168 6,558 X 6,558 BROOKS PRI AUTOMATION INC COM 11442E102 53 2,064 X 2,064 BROWN + BROWN INC COM 115236101 306 9,717 X 9,717 BROWN & BROWN INC COM COM 115236101 92 2,920 X 2,920 BROWN FORMAN CORP CL B 115637209 1,679 24,327 X 24,327 BROWN FORMAN CORP CL B CL B 115637209 1,163 16,862 X 16,862 BROWN TOM INC COM NEW 115660201 198 6,995 X 6,995 BROWN TOM INC NEW COM COM NEW 115660201 65 2,304 X 2,304 BRUKER DALTONICS INC COM 116795105 34 8,696 X 8,696 BRUKER DALTONICS INC COM COM 116795105 13 3,172 X 3,172 BRUNSWICK CORP COM 117043109 900 32,138 X 32,138 BRUNSWICK CORP COM COM 117043109 709 25,304 X 25,304 BURLINGTON NORTHN SANTA FE COM 12189T104 4,028 134,252 X 134,252 BURLINGTON NORTHERN SANTA FE COM COM 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7,743 X 7,743 EQUITY INNS INC COM COM 294703103 19 2,393 X 2,393 EQUITY OFFICE PPTYS TR COM 294741103 4,385 145,675 X 145,675 EQUITY OFFICE PPTYS TR COM COM 294741103 4,240 140,849 X 140,849 EQUITY RESIDENTIAL SH BEN I29476L107 2,778 96,626 X 96,626 EQUITY RESIDENTIAL SH SH BEN I29476L107 2,680 93,204 X 93,204 ESSEX PROPERTY TRUST COM 297178105 154 2,819 X 2,819 ESSEX PPTY TR COM 297178105 54 996 X 996 EXAR CORP COM 300645108 157 7,983 X 7,983 EXAR CORP COM COM 300645108 49 2,507 X 2,507 EXELON CORP COM 30161N101 5,918 113,163 X 113,163 EXELON CORP COM 30161N101 26 500 X 500 EXELON CORP COM COM 30161N101 5,801 110,927 X 110,927 EXXON MOBIL CORP COM 30231G102 97,446 2,381,382 X 2,381,382 EXXON MOBIL CORP CHG FR 302290101 COM 30231G102 61 1,500 X 1,500 EXXON MOBIL CORP COM 30231G102 97,138 2,373,853 X 2,373,853 F N B CORP PA COM 302520101 253 9,203.25 X 9,203 F N B CORP PA COM COM 302520101 80 2,924 X 2,924 FPL GROUP INC COM 302571104 3,709 61,831 X 61,831 FPL GROUP INC COM COM 302571104 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FORMERL COM 339030108 58 1,800 X 1,800 FLEET BOSTON FINL CORP COM COM 339030108 11,558 357,268 X 357,268 FLEMING COS INC COM 339130106 159 8,777 X 8,777 FLEMING COS INC COM COM 339130106 52 2,857 X 2,857 FLUOR CORP NEW COM 343412102 1,088 27,927 X 27,927 FLUOR CORP NEW COM COM 343412102 1,079 27,691 X 27,691 FLOWSERVE CORP COM 34354P105 321 10,769 X 10,769 FLOWSERVE CORP COM COM 34354P105 108 3,636 X 3,636 FOMENTO ECONOMICO MEXICANO SPON ADR344419106 937 23,900 X 23,900 FORD MTR CO DEL COM PAR 345370860 10,184 636,506 X 636,506 FORD MTR CO DEL COM PAR $0.01 COM PAR 345370860 9,923 620,158 X 620,158 FOREST CITY ENTERPRISES INC CL A 345550107 196 5,639 X 5,639 FOREST CITY ENTERPRISES INC CL A 345550107 61 1,761 X 1,761 FOREST LABS INC COM 345838106 4,441 62,726 X 62,726 FOREST LABS INC CL A COM COM 345838106 8,508 120,169 X 120,169 FORTUNE BRANDS INC COM 349631101 2,965 52,938 X 52,938 FORTUNE BRANDS INC COM COM 349631101 2,886 51,543 X 51,543 FRANKLIN RES INC COM 354613101 3,910 91,692 X 91,692 FRANKLIN RES INC COM COM 354613101 4,129 96,841 X 96,841 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 907 50,807 X 50,807 FREEPORT MCMORAN COPPER B CL B 35671D857 641 35,936 X 35,936 FREMONT GEN CORP COM 357288109 50 12,030 X 12,030 FREMONT GEN CORP COM COM 357288109 13 3,036 X 3,036 FULLER H B CO COM 359694106 163 5,562 X 5,562 FULLER H B CO COM COM 359694106 59 2,004 X 2,004 FURNITURE BRANDS INTL INC COM 360921100 352 11,640 X 11,640 FURNITURE BRANDS INTL INC COM COM 360921100 106 3,490 X 3,490 GABLES RESIDENTIAL TR SH BEN I362418105 151 4,743 X 4,743 GABLES RESIDENTIAL TR SHS BEN SH BEN I362418105 50 1,566 X 1,566 GANNETT INC COM 364730101 7,107 93,639 X 93,639 GANNETT INC COM COM 364730101 6,902 90,934 X 90,934 GAP INC COM 364760108 4,300 302,798 X 302,798 GAP INC COM COM 364760108 57 4,000 X 4,000 GAP INC COM COM 364760108 3,135 220,794 X 220,794 GARTNER GROUP INC NEW COM 366651107 165 16,362 X 16,362 GARTNER INC COM 366651107 53 5,211 X 5,211 GATEWAY INC COM 367626108 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74,998 GENZYME CORP COM COM GENL372917104 1,394 72,473 X 72,473 GEORGIA PAC CORP COM 373298108 1,999 81,320 X 81,320 GEORGIA PAC CORP COM COM 373298108 0 0.36 X 0 GEORGIA PAC CORP COM COM 373298108 1,945 79,147 X 79,147 GETTY IMAGES INC COM 374276103 156 7,170 X 7,170 GETTY IMAGES INC COM COM 374276103 51 2,348 X 2,348 GILLETTE CO COM 375766102 12,567 371,026 X 371,026 GILLETTE CO COM COM 375766102 9,000 265,723 X 265,723 GLOBAL PMTS INC COM 37940X102 220 7,394 X 7,394 GLOBAL PMTS INC COM COM 37940X102 72 2,417 X 2,417 GLOBESPAN VIRATA INC COM 37957V106 86 22,117 X 22,117 GLOBESPANVIRATA INC COM COM 37957V106 28 7,259 X 7,259 GOLDEN WEST FINL CORP DEL COM 381317106 3,739 54,369 X 54,369 GOLDEN WEST FINL CORP DEL COM COM 381317106 3,654 53,128 X 53,128 GOLDMAN SACHS GROUP INC COM COM 38141G104 711 9,700 X 9,700 GOODRICH CORP COM 382388106 960 35,125 X 35,125 GOODRICH CORP COM 382388106 947 34,665 X 34,665 GOODYEAR TIRE AND RUBBER COM 382550101 1,068 57,065 X 57,065 GOODYEAR TIRE & RUBR CO COM COM 382550101 1,021 54,549 X 54,549 GRACO INC COM 384109104 167 6,627 X 6,627 GRACO INC COM COM 384109104 81 3,204 X 3,204 GRAFTECH INTL LTD COM 384313102 147 11,936 X 11,936 GRAFTECH INTERNATIONAL LTD COM 384313102 39 3,152 X 3,152 GRAINGER W W INC COM 384802104 1,673 33,398 X 33,398 GRAINGER W W INC COM COM 384802104 1,599 31,922 X 31,922 GRANITE CONSTR INC COM 387328107 166 6,566 X 6,566 GRANITE CONSTR INC COM COM 387328107 55 2,168 X 2,168 GREAT LAKES CHEMICAL CORP COM 390568103 473 17,872 X 17,872 GREAT LAKES CHEM CORP COM COM 390568103 360 13,608 X 13,608 GREATER BAY BANCORP COM 391648102 323 10,514 X 10,514 GREATER BAY BANCORP COM COM 391648102 101 3,298 X 3,298 GREY WOLF INC COM 397888108 123 30,016 X 30,016 GREY WOLF INC COM COM 397888108 40 9,897 X 9,897 GRUPO TELEVISION SA DE CV SP ADR R40049J206 1,103 29,496 X 29,496 GTECH HLDGS CORP COM 400518106 289 11,322 X 11,322 GTECH HLDGS CORP COM COM 400518106 98 3,836 X 3,836 GUCCI GROUP N V COM NY R401566104 2,855 30,178 X 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HEALTHCARE REALTY TRUST INC COM 421946104 90 2,823 X 2,823 HEALTH CARE REIT INC COM 42217K106 214 7,134 X 7,134 HEALTH CARE REIT INC COM COM 42217K106 66 2,193 X 2,193 HEINZ H J CO COM 423074103 5,079 123,577 X 123,577 HEINZ H J CO COM COM 423074103 3,639 88,537 X 88,537 HERCULES INC COM 427056106 444 38,286 X 38,286 HERCULES INC COM COM 427056106 235 20,298 X 20,298 HERSHEY FOODS CORP COM 427866108 3,018 48,291 X 48,291 HERSHEY FOODS CORP COM 427866108 2,163 34,609 X 34,609 HEWLETT PACKARD CO COM 428236103 16,199 1,060,116 X 1,060,116 HEWLETT PACKARD CO COM COM 428236103 16,457 1,077,031 X 1,077,031 HIGHWOODS PPTYS INC COM 431284108 289 11,108 X 11,108 HIGHWOODS PPTYS INC COM COM 431284108 92 3,533 X 3,533 HILB ROGAL + HAMILTON CO COM 431294107 254 5,618 X 5,618 HILB ROGAL & HAMILTON CO COM 431294107 85 1,885 X 1,885 HILTON HOTELS CORP COM 432848109 1,808 130,105 X 130,105 HILTON HOTELS CORP COM COM 432848109 1,749 125,820 X 125,820 HOLLYWOOD ENTMT CORP COM 436141105 214 10,353 X 10,353 HOLLYWOOD ENTMT CORP COM COM 436141105 62 2,984 X 2,984 HOME DEPOT INC COM 437076102 30,371 826,881 X 826,881 HOME DEPOT INC COM COM 437076102 24,938 678,944 X 678,944 HOME PPTYS N Y INC COM 437306103 165 4,361 X 4,361 HOME PPTYS N Y INC COM COM 437306103 51 1,347 X 1,347 HONEYWELL INTL INC COM 438516106 10,123 287,335 X 287,335 HONEYWELL INTL INC COM CHANGED FROM COM 438516106 67 1,900 X 1,900 HONEYWELL INTL INC COM COM 438516106 9,895 280,880 X 280,880 HOOPER HOLMES INC COM 439104100 95 11,936 X 11,936 HOOPER HOLMES INC COM COM 439104100 28 3,480 X 3,480 HORACE MANN EDUCATORS CORP NEW COM 440327104 160 8,560 X 8,560 HORACE MANN EDUCATORS CORP NEW COM 440327104 54 2,906 X 2,906 HOT TOPIC INC COM 441339108 153 5,713 X 5,713 HOT TOPIC INC COM 441339108 49 1,816 X 1,816 HOUSEHOLD INTL INC COM 441815107 7,957 160,110 X 160,110 HOUSEHOLD INTL INC COM COM 441815107 7,783 156,604 X 156,604 HUDSON UTD BANCORP COM 444165104 272 9,538 X 9,538 HUDSON UTD BANCORP COM COM 444165104 88 3,087 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4,051 INDYMAC BANCORP INC COM 456607100 287 12,650 X 12,650 INDYMAC BANCORP INC COM COM 456607100 97 4,261 X 4,261 INFOCUS CORP COM 45665B106 97 8,238 X 8,238 INFOCUS CORP COM COM 45665B106 29 2,454 X 2,454 INFOSPACE INC COM 45678T102 19 46,354 X 46,354 INFOSPACE INC COM COM 45678T102 7 16,916 X 16,916 INKTOMI CORP COM 457277101 21 24,096 X 24,096 INKTOMI CORP COM COM 457277101 7 7,851 X 7,851 INPUT/OUTPUT INC COM 457652105 86 9,567 X 9,567 INPUT/OUTPUT INC COM COM 457652105 28 3,147 X 3,147 INSIGHT ENTERPRISES INC COM 45765U103 209 8,282 X 8,282 INSIGHT ENTERPRISES INC COM COM 45765U103 69 2,720 X 2,720 INTEL CORP COM 458140100 42,892 2,347,665 X 2,347,665 INTEL CORP COM COM 458140100 46 2,500 X 2,500 INTEL CORP COM 458140100 34,030 1,862,618 X 1,862,618 INTERACTIVE DATA CORP COM 45840J107 110 7,555 X 7,555 INTERACTIVE DATA CORP COM COM 45840J107 37 2,540 X 2,540 INTERFACE INC CL A 458665106 76 9,441 X 9,441 INTERFACE INC CL A CL A 458665106 24 3,011 X 3,011 INTERDIGITAL COMM CORP COM 45866A105 96 10,577 X 10,577 INTERDIGITAL COMMUNICATIONS COM 45866A105 32 3,502 X 3,502 INTERGRAPH CORP COM 458683109 183 10,491 X 10,491 INTERGRAPH CORP COM 458683109 60 3,446 X 3,446 INTERLAND INC COM 458727104 30 9,562 X 9,562 INTERLAND INC MINN COM COM 458727104 11 3,618 X 3,618 INTERNAP NETWORK SVCS CORP COM 45885A102 6 25,674 X 25,674 INTERNAP NETWORK SVCS CORP COM COM 45885A102 2 10,423 X 10,423 INTERNATIONAL BANCSHARES CORP COM 459044103 146 3,450 X 3,450 INTERNATIONAL BANCSHARES CORP COM 459044103 58 1,371 X 1,371 INTERNATIONAL BUSINESS MACHS COM 459200101 43,279 601,099 X 601,099 IBM CORP COM COM 459200101 33,199 461,096 X 461,096 INTERNATIONAL FLAVOURS COM 459506101 1,092 33,597 X 33,597 INTL FLAVORS & FRAGRANCES INC COM 459506101 771 23,719 X 23,719 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,795 31,655 X 31,655 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,724 30,404 X 30,404 INTERNATIONAL PAPER CO COM 460146103 7,384 169,445 X 169,445 INTL PAPER COM COM 460146103 65 1,500 X 1,500 INTERNATIONAL PAPER CO COM COM 460146103 7,239 166,114 X 166,114 INTERNET CAP GROUP INC COM 46059C106 9 32,288 X 32,288 INTERNET CAP GROUP INC COM COM 46059C106 4 13,107 X 13,107 INTERPUBLIC GROUP COS INC COM 460690100 3,327 134,376 X 134,376 INTERPUBLIC GROUP COS INC COM COM 460690100 2,349 94,888 X 94,888 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 33 10,830 X 10,830 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 13 4,204 X 4,204 INTUIT COM 461202103 3,707 74,554 X 74,554 INTUIT COM COM 461202103 2,634 52,973 X 52,973 INVACARE CORP COM 461203101 162 4,365 X 4,365 INVACARE CORP COM 461203101 52 1,407 X 1,407 IOMEGA CORP COM NEW 462030305 141 10,953 X 10,953 IOMEGA CORP COM NEW COM NEW 462030305 45 3,523 X 3,523 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 640 12,903 X 12,903 ISHARES TR MSCI EAF464287465 2,903 24,490 X 24,490 ISHARES TR MSCI EAFE INDEX FD MSCI EAF464287465 718 6,053 X 6,053 ISHARES TR RUSSELL 464287655 2,536 27,975 X 27,975 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 1,353 14,926 X 14,926 ISIS PHARMACEUTICALS COM 464330109 83 8,692 X 8,692 ISIS PHARMACEUTICALS COM 464330109 26 2,764 X 2,764 JDS UNIPHASE CORP COM 46612J101 1,273 476,843 X 476,843 JDS UNIPHASE CORP COM COM 46612J101 12 4,360 X 4,360 JDS UNIPHASE CORP COM COM 46612J101 1,613 604,300 X 604,300 JLG INDS INC COM 466210101 124 8,856 X 8,856 JLG INDS INC COM COM 466210101 36 2,587 X 2,587 J P MORGAN CHASE + CO COM 46625H100 23,713 699,097 X 699,097 J P MORGAN CHASE & CO COM COM 46625H100 71 2,080 X 2,080 J P MORGAN CHASE & CO COM COM 46625H100 24,285 715,942 X 715,942 JABIL CIRCUIT INC COM 466313103 1,445 68,440 X 68,440 JABIL CIRCUIT INC COM COM 466313103 1,406 66,620 X 66,620 JACK IN THE BOX INC COM 466367109 249 7,818 X 7,818 JACK IN THE BOX INC COM COM 466367109 79 2,481 X 2,481 JEFFRIES GROUP INC NEW COM 472319102 189 4,494 X 4,494 JEFFERIES GROUP INC NEW COM COM 472319102 65 1,542 X 1,542 JEFFERSON PILOT CORP COM 475070108 2,505 53,303 X 53,303 JEFFERSON PILOT CORP COM COM 475070108 2,460 52,331 X 52,331 JOHNSON + JOHNSON COM 478160104 55,256 1,057,329 X 1,057,329 JOHNSON & JOHNSON COM COM 478160104 43,884 839,733 X 839,733 JOHNSON CTLS INC COM 478366107 2,533 31,041 X 31,041 JOHNSON CTLS INC COM COM 478366107 2,474 30,319 X 30,319 JONES APPAREL GROUP INC COM 480074103 1,703 45,404 X 45,404 JONES APPAREL GROUP INC COM COM 480074103 1,638 43,668 X 43,668 JONES LANG LASALLE INC COM 48020Q107 156 6,324 X 6,324 JONES LANG LASALLE INC COM COM 48020Q107 50 2,010 X 2,010 JUNIPER NETWORKS INC COM COM 48203R104 302 53,400 X 53,400 KLA TENCOR CORP COM 482480100 2,924 66,463 X 66,463 KLA TENCOR CORP COM 482480100 5,181 117,787 X 117,787 KT CORP SPONSORE48268K101 4,002 184,850 X 184,850 KANSAS CITY SOUTHERN COM NEW 485170302 214 12,598 X 12,598 KANSAS CITY SOUTHERN COM NEW COM NEW 485170302 69 4,050 X 4,050 KEANE INC COM 486665102 139 11,247 X 11,247 KEANE INC COM COM 486665102 46 3,699 X 3,699 KB HOME COM 48666K109 1,395 27,073 X 27,073 KB HOME COM COM 48666K109 871 16,912 X 16,912 KELLOGG CO COM 487836108 5,164 144,011 X 144,011 KELLOGG CO COM COM 487836108 3,704 103,281 X 103,281 KELLWOOD CO COM 488044108 155 4,781 X 4,781 KELLWOOD CO COM 488044108 50 1,528 X 1,528 KENNAMETAL INC COM 489170100 239 6,530 X 6,530 KENNAMETAL INC COM COM 489170100 78 2,126 X 2,126 KERR MCGEE CORP COM 492386107 1,886 35,222 X 35,222 KERR MCGEE CORP COM 492386107 1,808 33,765 X 33,765 KEY ENERGY SVCS INC COM 492914106 221 21,011 X 21,011 KEY ENERGY SERVICES INC COM COM 492914106 67 6,379 X 6,379 KEYCORP NEW COM 493267108 4,076 149,288 X 149,288 KEYCORP NEW COM COM 493267108 3,954 144,829 X 144,829 KEYSPAN CORP COM 49337W100 1,882 49,999 X 49,999 KEYSPAN CORP COM 49337W100 1,794 47,639 X 47,639 KIMBERLY CLARK CORP COM 494368103 11,296 182,195 X 182,195 KIMBERLY CLARK CORP COM COM 494368103 62 1,000 X 1,000 KIMBERLY CLARK CORP COM COM 494368103 8,907 143,668 X 143,668 KINDER MORGAN INC KANS COM 49455P101 1,651 43,415 X 43,415 KINDER MORGAN INC KANS COM COM 49455P101 2,019 53,094 X 53,094 KING PHARMACEUTICALS INC COM 495582108 1,922 86,365 X 86,365 KING PHARMACEUTICALS INC COM COM 495582108 1,837 82,579 X 82,579 KNIGHT RIDDER INC COM 499040103 1,861 29,561 X 29,561 KNIGHT RIDDER INC COM 499040103 1,783 28,332 X 28,332 KOHLS CORP COM 500255104 8,299 118,419 X 118,419 KOHLS CORP COM COM 500255104 5,953 84,947 X 84,947 KOOKMIN BK NEW SPONSORE50049M109 698 14,200 X 14,200 KOPIN CORP COM 500600101 96 14,524 X 14,524 KOPIN CORP COM 500600101 30 4,507 X 4,507 KOREA ELEC PWR CORP SPONSORE500631106 2,516 240,350 X 240,350 KORN / FERRY INTL COM NEW 500643200 72 7,937 X 7,937 KORN FERRY INTL COM NEW COM NEW 500643200 23 2,515 X 2,515 KROGER CO COM 501044101 5,534 278,072 X 278,072 KROGER CO COM COM 501044101 108,875 5,471,099 X 5,471,099 KROGER CO COM COM 501044101 3,953 198,642 X 198,642 KULICKE + SOFFA INDS INC COM 501242101 128 10,329 X 10,329 KULICKE & SOFFA INDS INC COM 501242101 39 3,176 X 3,176 LNR PPTY CORP COM 501940100 157 4,557 X 4,557 LNR PPTY CORP COM COM 501940100 54 1,562 X 1,562 LSI LOGIC CORP COM 502161102 1,129 128,986 X 128,986 LSI LOGIC CORP COM COM 502161102 1,086 124,118 X 124,118 LTX CORP COM 502392103 146 10,247 X 10,247 LTX CORP COM 502392103 49 3,415 X 3,415 LA QUINTA CORP PAIRED C50419U202 196 27,014 X 27,014 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 57 7,892 X 7,892 LA Z BOY INC COM 505336107 256 10,170 X 10,170 LA Z BOY INC COM 505336107 84 3,326 X 3,326 LABOR READY INC COM NEW 505401208 45 7,699 X 7,699 LABOR READY INC COM NEW 505401208 16 2,708 X 2,708 LAM RESH CORP COM COM 512807108 1,611 89,600 X 89,600 LANCASTER COLONY CORP COM 513847103 208 5,837 X 5,837 LANCASTER COLONY CORP COM COM 513847103 68 1,919 X 1,919 LANDSTAR SYS INC COM 515098101 182 1,704 X 1,704 LANDSTAR SYS INC COM COM 515098101 58 540 X 540 ESTEE LAUDER COS INC CL A CL A 518439104 563 16,000 X 16,000 LEE ENTERPRISES INC COM 523768109 325 9,276 X 9,276 LEE ENTERPRISES INC COM COM 523768109 106 3,042 X 3,042 LEGATO SYSTEMS INC COM 524651106 75 20,871.77 X 20,872 LEGATO SYS INC COM COM 524651106 25 6,899 X 6,899 LEGGETT + PLATT INC COM 524660107 1,616 69,076 X 69,076 LEGGETT & PLATT INC COM COM 524660107 1,564 66,836 X 66,836 LEHMAN BROTHERS HLDGS INC COM 524908100 5,364 85,804 X 85,804 LEHMAN BROS HLDGS INC COM COM 524908100 5,251 83,984 X 83,984 LENNOX INTL INC COM 526107107 163 9,082 X 9,082 LENNOX INTL INC COM COM 526107107 54 2,978 X 2,978 LEXMARK INTL INC CL A 529771107 2,489 45,756 X 45,756 LEXMARK INTERNATIONAL INC COM CL A 529771107 2,944 54,125 X 54,125 LIBERATE TECHNOLOGIES COM 530129105 59 22,395 X 22,395 LIBERATE TECHNOLOGIES COM COM 530129105 19 7,245 X 7,245 LIBERTY MEDIA CORP COM SER 530718105 4 400 X 400 LIBERTY MEDIA CORP NEW COM SER COM SER 530718105 723 72,300 X 72,300 LIFEPOINT HOSPS INC COM 53219L109 300 8,254 X 8,254 LIFEPOINT HOSPS INC COM COM 53219L109 97 2,670 X 2,670 LIGAND PHARMACEUTICALS INC CL B 53220K207 132 9,115 X 9,115 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 40 2,764 X 2,764 LILLY ELI + CO COM 532457108 22,291 395,237 X 395,237 LILLY ELI & CO COM COM 532457108 18,250 323,573 X 323,573 LIMITED BRANDS INC COM 532716107 3,867 181,542 X 181,542 LIMITED BRANDS INC COM 532716107 2,794 131,187 X 131,187 LINCOLN ELEC HLDGS INC COM 533900106 178 6,616 X 6,616 LINCOLN ELEC HLDGS INC COM COM 533900106 62 2,297 X 2,297 LINCOLN NATL CORP IN COM 534187109 2,758 65,667 X 65,667 LINCOLN NATL CORP IND COM COM 534187109 2,717 64,684 X 64,684 LINEAR TECHNOLOGY CORP COM 535678106 3,498 111,301 X 111,301 LINEAR TECHNOLOGY CORP COM COM 535678106 3,942 125,428 X 125,428 LINENS N THINGS INC COM 535679104 248 7,563 X 7,563 LINENS N THINGS INC COM COM 535679104 79 2,405 X 2,405 LIZ CLAIBORNE INC COM 539320101 1,171 36,822 X 36,822 LIZ CLAIBORNE INC COM COM 539320101 1,140 35,843 X 35,843 LOCKHEED MARTIN CORP COM 539830109 10,999 158,257 X 158,257 LOCKHEED MARTIN CORP COM COM 539830109 10,662 153,415 X 153,415 LOEWS CORP COM 540424108 3,517 66,376 X 66,376 LOEWS CORP COM COM 540424108 3,444 64,994 X 64,994 LONGS DRUG STORES CORP COM 543162101 181 6,397 X 6,397 LONGS DRUG STORES CORP COM COM 543162101 62 2,196 X 2,196 LONGVIEW FIBRE CO WASHINGTON COM 543213102 101 10,734 X 10,734 LONGVIEW FIBRE CO COM 543213102 32 3,345 X 3,345 LOUISIANA PAC CORP COM 546347105 622 58,692 X 58,692 LOUISIANA PAC CORP COM COM 546347105 383 36,177 X 36,177 LOWES COS INC COM 548661107 12,395 273,010 X 273,010 LOWES COS INC COM COM 548661107 11,730 258,364 X 258,364 LUCENT TECHNOLOGIES INC COM 549463107 1,993 1,200,356 X 1,200,356 LUCENT TECHNOLOGIES INC COM COM 549463107 1,933 1,164,673 X 1,164,673 MBIA INC COM 55262C100 2,924 51,723 X 51,723 MBIA INC COM COM 55262C100 2,861 50,614 X 50,614 MBNA CORP COM 55262L100 9,903 299,460 X 299,460 MBNA CORP COM COM 55262L100 56 1,700 X 1,700 MBNA CORP COM COM 55262L100 7,110 215,006 X 215,006 M.D.C. HOLDINGS INC COM 552676108 200 3,847 X 3,847 M D C HLDGS INC COM 552676108 66 1,267 X 1,267 MGIC INVT CORP WIS COM 552848103 2,516 37,112 X 37,112 MGIC INVT CORP WIS COM COM 552848103 2,466 36,365 X 36,365 MPS GROUP INC COM 553409103 164 19,292 X 19,292 MPS GROUP INC COM 553409103 50 5,927 X 5,927 MRV COMMUNICATIONS INC COM 553477100 24 15,729 X 15,729 MRV COMMUNICATIONS INC CALIF COM 553477100 8 5,292 X 5,292 MSC INDL DIRECT INC CL A 553530106 163 8,353 X 8,353 MSC INDL DIRECT INC CL A CL A 553530106 53 2,733 X 2,733 MACERICH CO COM 554382101 204 6,577 X 6,577 MACERICH CO COM COM 554382101 71 2,289 X 2,289 MACROMEDIA INC COM 556100105 110 12,367 X 12,367 MACROMEDIA INC COM COM 556100105 36 4,084 X 4,084 MANITOWOC INC COM 563571108 181 5,101 X 5,101 MANITOWAC INC COM COM 563571108 58 1,622 X 1,622 MANOR CARE INC NEW COM 564055101 817 35,526 X 35,526 MANOR CARE INC NEW COM COM 564055101 649 28,236 X 28,236 MARATHON OIL CORP COM 565849106 2,962 109,200 X 109,200 MARATHON OIL CORP COM 565849106 2,831 104,387 X 104,387 MARSH + MCLENNAN COS INC COM 571748102 9,287 96,137 X 96,137 MARSH & MCLENNAN COS INC COM COM 571748102 39 400 X 400 MARSH & MCLENNAN COS INC COM COM 571748102 9,342 96,704 X 96,704 MARSHALL + ILSLEY CORP COM 571834100 2,305 74,513 X 74,513 MARSHALL & ILSLEY CORP COM 571834100 2,240 72,423 X 72,423 MARRIOTT INTL INC NEW CL A 571903202 3,249 85,395 X 85,395 MARRIOTT INTL INC NEW CL A CL A 571903202 3,137 82,448 X 82,448 MASCO CORP COM 574599106 4,606 169,913 X 169,913 MASCO CORP COM COM 574599106 4,452 164,236 X 164,236 MATTEL INC COM 577081102 3,238 153,594 X 153,594 MATTEL INC COM COM 577081102 2,284 108,358 X 108,358 MAXIM INTEGRATED PRODS INC COM 57772K101 4,346 113,386 X 113,386 MAXIM INTEGRATED PRODS INC COM COM 57772K101 6,269 163,566 X 163,566 MAY DEPT STORES CO COM 577778103 3,310 100,511 X 100,511 MAY DEPT STORES CO COM COM 577778103 3,238 98,343 X 98,343 MAYTAG CORP COM 578592107 1,167 27,364 X 27,364 MAYTAG CORP COM COM 578592107 819 19,199 X 19,199 MCDERMOTT INTL INC COM 580037109 171 21,154 X 21,154 MCDERMOTT INTL INC COM COM 580037109 139 17,103 X 17,103 MCDONALDS CORP COM 580135101 12,707 446,633 X 446,633 MCDONALD'S CORPORATION COM 580135101 66 2,329 X 2,329 MCDONALDS CORP COM COM 580135101 9,139 321,217 X 321,217 MCGRAW HILL COS INC COM 580645109 4,057 67,961 X 67,961 MCGRAW HILL COS INC COM COM 580645109 2,953 49,458 X 49,458 MCKESSON CORP COM 58155Q103 3,286 100,488 X 100,488 MCKESSON CORP COM COM 58155Q103 3,222 98,532 X 98,532 MEADWESTVACO CORP COM 583334107 2,375 70,772 X 70,772 MEADWESTVACO CORP COM 583334107 2,273 67,719 X 67,719 MEDIA GEN INC CL A 584404107 150 2,493 X 2,493 MEDIA GEN INC CL A CL A 584404107 51 854 X 854 MEDIMMUNE INC COM 584699102 2,300 87,103 X 87,103 MEDIMMUNE INC COM COM 584699102 2,521 95,508 X 95,508 MEDTRONIC INC COM 585055106 18,276 426,522 X 426,522 MEDTRONIC INC COM COM 585055106 14,395 335,933 X 335,933 MELLON FINL CORP COM 58551A108 4,880 155,274 X 155,274 MELLON FINL CORP COM COM 58551A108 5,129 163,176 X 163,176 MENS WEARHOUSE INC COM 587118100 176 6,888 X 6,888 MENS WEARHOUSE INC COM COM 587118100 59 2,304 X 2,304 MENTOR CORP MINN COM 587188103 162 4,420 X 4,420 MENTOR CORP MINN COM COM 587188103 54 1,478 X 1,478 MERCK + CO INC COM 589331107 40,278 795,374 X 795,374 MERCK & CO INC COM COM 589331107 30,063 593,671 X 593,671 MERCURY INTERACTIVE CORP COM 589405109 660 28,764 X 28,764 MERCURY INTERACTIVE CORP COM 589405109 473 20,591 X 20,591 MEREDITH CORP COM 589433101 678 17,675 X 17,675 MEREDITH CORP COM COM 589433101 357 9,311 X 9,311 MERISTAR HOSPITALITY CORP COM 58984Y103 121 7,940 X 7,940 MERISTAR HOSPITALITY CORP COM COM 58984Y103 40 2,627 X 2,627 MERRILL LYNCH + CO INC COM 590188108 12,268 302,911 X 302,911 MERRILL LYNCH & CO INC COM 590188108 12,339 304,668 X 304,668 METLIFE INC COM 59156R108 7,270 252,442 X 252,442 METLIFE INC COM COM 59156R108 7,552 262,239 X 262,239 METROMEDIA INTER. GRP INC COM 591695101 1 10,950 X 10,950 METROMEDIA INTL GROUP INC COM COM 591695101 0 4,592 X 4,592 MICHAELS STORES INC COM 594087108 539 13,808 X 13,808 MICHAELS STORES INC COM COM 594087108 176 4,502 X 4,502 MICROSOFT CORP COM 594918104 104,014 1,901,540 X 1,901,540 MICROSOFT CORP COM COM 594918104 80,503 1,471,717 X 1,471,717 MICRON TECHNOLOGY INC COM 595112103 4,268 211,065 X 211,065 MICRON TECHNOLOGY INC COM COM 595112103 4,099 202,701 X 202,701 MID ATLANTIC MED SVCS INC COM 59523C107 312 9,960 X 9,960 MID ATLANTIC MED SVCS INC COM COM 59523C107 104 3,308 X 3,308 MILLENNIUM PHARMACEUTICALS INC COM 599902103 659 54,200 X 54,200 MILLENNIUM CHEMICALS INC COM 599903101 187 13,305 X 13,305 MILLENIUM CHEMICALS INC COM 599903101 59 4,179 X 4,179 MILLIPORE CORP COM 601073109 547 17,112 X 17,112 MILLIPORE CORP COM COM 601073109 412 12,898 X 12,898 MILLS CORP COM 601148109 154 4,959 X 4,959 MILLS CORP COM COM 601148109 51 1,635 X 1,635 MINERALS TECHNOLOGIES INC COM 603158106 209 4,234 X 4,234 MINERALS TECHNOLOGIES INC COM COM 603158106 65 1,308 X 1,308 MIPS TECHNOLOGIES INC CL A 604567107 46 7,419 X 7,419 MIPS TECHNOLOGIES INC COM CL A 604567107 16 2,601 X 2,601 MIRANT CORP COM 604675108 999 136,798 X 136,798 MIRANT CORP COM COM 604675108 969 132,717 X 132,717 MOLEX INC COM 608554101 2,288 68,225 X 68,225 MOLEX INC COM COM 608554101 1,664 49,630 X 49,630 MOODYS CORP COM 615369105 2,714 54,548 X 54,548 MOODYS CORP COM COM 615369105 1,942 39,027 X 39,027 MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 16,672 387,003 X 387,003 MORGAN STANLEY COM N COM NEW 617446448 60 1,400 X 1,400 MORGAN STANLEY COM NEW 617446448 17,253 400,492 X 400,492 MOTOROLA INC COM 620076109 11,633 797,349 X 797,349 MOTOROLA INC COM COM 620076109 61 4,200 X 4,200 MOTOROLA INC COM COM 620076109 11,289 773,730 X 773,730 MUELLER INDS INC COM 624756102 197 6,202 X 6,202 MUELLER INDS INC COM COM 624756102 62 1,962 X 1,962 NBTY INC COM 628782104 140 9,069 X 9,069 NBTY INC COM 628782104 43 2,796 X 2,796 NCR CORP NEW COM 62886E108 1,217 35,173 X 35,173 NCR CORP NEW COM 62886E108 1,199 34,642 X 34,642 NVR INC COM 62944T105 418 1,294 X 1,294 NVR INC COM 62944T105 132 409 X 409 NATIONAL CITY CORP COM 635405103 7,125 214,289 X 214,289 NATIONAL CITY CORP COM COM 635405103 6,906 207,697 X 207,697 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,847 63,317 X 63,317 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,782 61,085 X 61,085 NATIONWIDE HEALTH PPTYS INC COM 638620104 194 10,323 X 10,323 NATIONWIDE HEALTH PPTYS INC COM 638620104 64 3,400 X 3,400 NAUTILUS GROUP INC COM 63910B102 191 6,237 X 6,237 NAUTILUS GROUP INC COM 63910B102 65 2,124 X 2,124 NAVISTAR INTL CORP INC COM 63934E108 663 20,725 X 20,725 NAVISTAR INTL CORP NEW COM COM 63934E108 527 16,484 X 16,484 NDCHEALTH CORP COM 639480102 190 6,810 X 6,810 NDCHEALTH CORP COM COM 639480102 61 2,194 X 2,194 NETBANK INC COM 640933107 100 8,547 X 8,547 NETBANK INC COM COM 640933107 33 2,799 X 2,799 NETWORKS ASSOCIATES INC COM 640938106 1,725 89,500 X 89,500 NETRO CORP COM 64114R109 21 9,222 X 9,222 NETRO CORP COM COM 64114R109 5 2,027 X 2,027 NETIQ COM 64115P102 194 8,562 X 8,562 NETIQ CORP COM COM 64115P102 62 2,759 X 2,759 NETWORK APPLIANCE INC COM 64120L104 1,448 116,424 X 116,424 NETWORK APPLIANCE INC COM COM 64120L104 999 80,303 X 80,303 NEUROCRINE BIOSCIENCES INC COM 64125C109 164 5,728 X 5,728 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 49 1,711 X 1,711 NEW FOCUS INC COM 644383101 27 8,953 X 8,953 NEW FOCUS INC COM COM 644383101 11 3,634 X 3,634 NEW JERSEY RES CORP COM 646025106 169 5,645 X 5,645 NEW JERSEY RES CORP COM 646025106 53 1,788 X 1,788 NEW YORK CMNTY BANCORP INC COM 649445103 461 17,024 X 17,024 NEW YORK CMNTY BANCORP INC COM 649445103 147 5,414 X 5,414 NEW YORK TIMES CO CL A 650111107 2,745 53,297 X 53,297 NEW YORK TIMES CO CL A CL A 650111107 1,950 37,859 X 37,859 NEWELL RUBBERMAID INC COM 651229106 3,276 93,440 X 93,440 NEWELL RUBBERMAID INC COM 651229106 2,351 67,055 X 67,055 NEWMONT MNG CORP COM 651639106 3,625 137,662 X 137,662 NEWMONT MINING CORP HOLDING CO COM 651639106 3,512 133,373 X 133,373 NEWPARK RES INC COM PAR 651718504 92 12,496 X 12,496 NEWPARK RES INC PAR $0.01 NEW COM PAR 651718504 33 4,535 X 4,535 NEWS CORP LTD ADR NEW 652487703 3,584 156,316 X 156,316 NEWS CORP LTD ADR N ADR NEW 652487703 25 1,100 X 1,100 NEWS CORP LTD ADR NEW COM ADR NEW 652487703 25 1,100 X 1,100 NEXTEL COMMUNICATIONS INC CL A 65332V103 918 286,136 X 286,136 NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 640 199,264 X 199,264 NICOR INC COM 654086107 701 15,322 X 15,322 NICOR INC COM COM 654086107 568 12,422 X 12,422 NIKE INC CL B 654106103 5,067 94,439 X 94,439 NIKE INC CL B COM CL B 654106103 5,571 103,849 X 103,849 99 CENTS ONLY STORES COM 65440K106 194 7,568 X 7,568 99 CENTS ONLY STORES COM 65440K106 64 2,482 X 2,482 NISOURCE INC COM 65473P105 1,581 72,422 X 72,422 NISOURCE INC COM COM 65473P105 1,537 70,400 X 70,400 NOKIA CORP SPON ADR COM SPONSORE654902204 2,092 144,500 X 144,500 NORDSTROM INC COM 655664100 1,070 47,254 X 47,254 NORDSTROM INC WASH COM COM 655664100 1,034 45,662 X 45,662 NORFOLK SOUTHN CORP COM 655844108 3,169 135,548 X 135,548 NORFOLK SOUTHN CORP COM COM 655844108 3,084 131,917 X 131,917 NORTEL NETWORKS CORP COM 656568102 1,954 1,347,345 X 1,347,345 NORTEL NETWORKS CORP NEW COM COM 656568102 1,894 1,306,108 X 1,306,108 NORTHERN TRUST CORP COM 665859104 3,441 78,088 X 78,088 NORTHERN TR CORP COM COM 665859104 3,006 68,229 X 68,229 NORTHROP GRUMMAN CORP COM 666807102 4,951 39,609 X 39,609 NORTHROP GRUMMAN CORP COM COM 666807102 4,800 38,398 X 38,398 NORTHWEST NAT GAS CO COM 667655104 152 5,290 X 5,290 NORTHWEST NAT GAS CO COM COM 667655104 54 1,888 X 1,888 NOVARTIS AG SPON ADR SPONSORE66987V109 2,568 58,600 X 58,600 NOVELL INC COM 670006105 610 190,074 X 190,074 NOVELL INC COM 670006105 381 118,810 X 118,810 NOVELLUS SYS INC COM 670008101 1,735 51,025 X 51,025 NOVELLUS SYS INC COM 670008101 2,166 63,708 X 63,708 NU SKIN ENTERPRISES INC CL A 67018T105 119 8,151 X 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