13F-HR 1 export13f.txt METROPOLITAN LIFE INSURANCE COMPANY - 13F - 9/30/2002 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September 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 November 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: 3,548 Form 13F Information Table Value Total ($000): 5,636,037 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority METROPOLITAN LIFE INSURANCE COMPANY AAR CORP COM 000361105 27 5,785 X 5,785 AAR CORP COM COM 000361105 38 8,094 X 8,094 AAR CORP COM 000361105 9 1,924 X 1,924 ADC TELECOMMUNICATIONS INC COM 000886101 309 268,503 X 268,503 ADC TELECOMMUNICATIONS INC COM 000886101 309 269,035 X 269,035 ABM INDS INC COM 000957100 120 8,520 X 8,520 ABM INDS INC COM COM 000957100 171 12,150 X 12,150 ABM INDS INC COM 000957100 44 3,133 X 3,133 AFLAC INC COM 001055102 5,416 176,475 X 176,475 AFLAC INC COM COM 001055102 5,494 179,001 X 179,001 AGCO CORP COM 001084102 441 19,002 X 19,002 AGL RES INC COM 001204106 257 11,618 X 11,618 AGL RES INC COM 001204106 309 13,968 X 13,968 AGL RES INC COM 001204106 103 4,643 X 4,643 AES CORP COM 00130H105 457 182,030 X 182,030 AES CORP COM COM 00130H105 1,247 496,757 X 496,757 AK STL HLDG CORP COM COM 001547108 203 27,778 X 27,778 AMR CORP DEL COM 001765106 221 52,840 X 52,840 AMR CORP COM COM 001765106 14 3,300 X 3,300 AMR CORP DEL COM COM 001765106 240 57,298 X 57,298 AOL TIME WARNER INC COM 00184A105 17,747 1,516,812 X 1,516,812 AOL TIME WARNER INC COM 00184A105 34 2,900 X 2,900 AOL TIME WARNER INC COM COM 00184A105 21,147 1,807,472 X 1,807,472 AT + T CORP COM 001957109 15,756 1,311,885 X 1,311,885 AT&T CORP COM COM 001957109 16,230 1,351,361 X 1,351,361 ATMI INC COM 00207R101 86 6,122 X 6,122 ATMI INC COM 00207R101 111 7,852 X 7,852 ATMI INC COM COM 00207R101 32 2,251 X 2,251 AT + T WIRELESS SVCS INC COM 00209A106 3,798 921,858 X 921,858 AT&T WIRELESS SVCS INC COM COM 00209A106 3,840 932,154 X 932,154 AXT INC COM 00246W103 9 4,215 X 4,215 AXT INC COM 00246W103 11 5,250 X 5,250 AXT INC COM COM 00246W103 3 1,674 X 1,674 AARON RENTS INC COM 002535201 69 2,979 X 2,979 AARON RENTS INC COM 002535201 117 5,072 X 5,072 AARON RENTS INC COM COM 002535201 29 1,279 X 1,279 ABBOTT LABS COM 002824100 21,477 531,616 X 531,616 ABBOTT LABS COM COM 002824100 17,490 432,933 X 432,933 ABERCROMBIE & FITCH CO CL A CL A 002896207 491 24,940 X 24,940 ABGENIX INC COM 00339B107 115 17,659 X 17,659 ABGENIX INC COM COM 00339B107 42 6,486 X 6,486 ACCLAIM ENTMT INC COM PAR 004325205 17 15,741 X 15,741 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 6 5,236 X 5,236 ACCREDO HEALTH INC COM 00437V104 371 7,788 X 7,788 ACTIVISION INC NEW COM NEW 004930202 362 15,122 X 15,122 ACTION PERFORMANCE COS INC COM 004933107 91 3,525 X 3,525 ACTION PERFORMANCE COS INC COM 004933107 114 4,424 X 4,424 ACTION PERFORMANCE COS INC COM 004933107 35 1,359 X 1,359 ACTEL CORP COM 004934105 49 4,759 X 4,759 ACTEL CORP COM 004934105 58 5,622 X 5,622 ACTEL CORP COM COM 004934105 16 1,583 X 1,583 ACTUATE CORP COM 00508B102 9 9,965 X 9,965 ACTUATE CORP COM COM 00508B102 3 3,314 X 3,314 ACUITY BRANDS INC COM 00508Y102 115 9,350 X 9,350 ACUITY BRANDS INC COM COM 00508Y102 118 9,650 X 9,650 ACQUITY BRANDS INC COM 00508Y102 43 3,539 X 3,539 ACXIOM CORP COM COM 005125109 322 22,728 X 22,728 ADAPTEC INC COM 00651F108 111 25,106 X 25,106 ADMINISTAFF INC COM 007094105 17 4,324 X 4,324 ADMINISTAFF INC COM 007094105 24 6,280 X 6,280 ADMINISTAFF INC COM COM 007094105 6 1,438 X 1,438 ADOBE SYS INC COM 00724F101 1,560 81,679 X 81,679 ADOBE SYS INC DEL COM COM 00724F101 1,480 77,481 X 77,481 ADTRAN INC COM 00738A106 71 4,578 X 4,578 ADTRAN INC COM 00738A106 152 9,766 X 9,766 ADTRAN INC COM 00738A106 24 1,523 X 1,523 ADVANCED DIGITAL INFORMATION COM 007525108 68 14,079 X 14,079 ADVANCED DIGITAL INFORMATION COM 007525108 22 4,683 X 4,683 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 273 20,590 X 20,590 ADVO INC COM 007585102 135 4,266 X 4,266 ADVO INC COM COM 007585102 150 4,714 X 4,714 ADVO INC COM 007585102 50 1,568 X 1,568 AEROFLEX INC COM 007768104 68 13,567 X 13,567 AEROFLEX INC COM 007768104 73 14,402 X 14,402 AEROFLEX INC COM 007768104 23 4,513 X 4,513 ADVANCED MICRO DEVICES INC COM 007903107 621 116,317 X 116,317 ADVANCED MICRO DEVICES INC COM COM 007903107 629 117,876 X 117,876 ADVANCEPCS COM COM 00790K109 532 23,630 X 23,630 ADVANCED ENERGY INDS INC COM 007973100 33 3,747 X 3,747 ADVANCED ENERGY INDS COM 007973100 72 8,130 X 8,130 ADVANCED ENERGY INDS INC COM 007973100 11 1,246 X 1,246 AETHER SYSTEMS INC COM 00808V105 22 8,166 X 8,166 AETHER SYSTEM INC COM COM 00808V105 8 3,156 X 3,156 AETNA INC COM 00817Y108 1,781 49,721 X 49,721 AETNA INC COM NEW COM 00817Y108 1,842 51,451 X 51,451 AFFILIATED COMPUTER SERVICES CL A CL A 008190100 1,428 33,570 X 33,570 AGILENT TECHNOLOGIES INC COM 00846U101 2,065 158,142 X 158,142 AGILENT TECHNOLOGIES INC COM 00846U101 3,834 293,598 X 293,598 AGILE SOFTWARE CORP DEL COM 00846X105 55 8,528 X 8,528 AGILE SOFTWARE CORP DEL COM COM 00846X105 24 3,727 X 3,727 AIR PRODS + CHEMS INC COM 009158106 3,251 77,394 X 77,394 AIR PRODS & CHEMS INC COM COM 009158106 3,322 79,076 X 79,076 AIRBORNE INC COM 009269101 124 10,923 X 10,923 AIRBORNE INC COM COM 009269101 145 12,778 X 12,778 AIRBORNE INC COM COM 009269101 45 4,005 X 4,005 AIRGAS INC COM 009363102 154 11,712 X 11,712 AIRGAS INC COM 009363102 238 18,090 X 18,090 AIRGAS INC COM 009363102 63 4,780 X 4,780 AIRTRAN HOLDINGS INC COM 00949P108 44 14,244 X 14,244 AIRTRAN HLDGS INC COM 00949P108 15 4,738 X 4,738 AKAMAI TECHNOLOGIES INC COM 00971T101 18 22,244 X 22,244 AKAMAI TECHNOLOGIES INC COM 00971T101 7 8,907 X 8,907 ALASKA AIR GROUP INC COM 011659109 96 5,445 X 5,445 ALASKA AIR GROUP INC COM 011659109 112 6,308 X 6,308 ALASKA AIR GROUP INC COM 011659109 36 2,057 X 2,057 ALBANY INTL CORP CL A 012348108 102 5,351 X 5,351 ALBANY INTL CORP CL A 012348108 161 8,484 X 8,484 ALBANY INTL CORP CL A CL A 012348108 39 2,054 X 2,054 ALBEMARLE CORP COM 012653101 262 10,364 X 10,364 ALBERTO CULVER CO CL B CON013068101 965 19,683 X 19,683 ALBERTO CULVER CO CL B COM CL B CON013068101 692 14,111 X 14,111 ALBERTSONS INC COM 013104104 3,347 138,532 X 138,532 ALBERTSONS INC COM COM 013104104 3,413 141,275 X 141,275 ALCOA INC COM 013817101 5,566 288,395 X 288,395 ALCOA INC COM 013817101 42 2,200 X 2,200 ALCOA INC COM COM 013817101 5,691 294,878 X 294,878 ALDERWOODS GROUP INC COM 014383103 59 9,022 X 9,022 ALDERWOODS GROUP INC COM 014383103 26 3,938 X 3,938 ALEXANDER + BALDWIN INC COM 014482103 187 8,389 X 8,389 ALEXANDER & BALDWIN INC COM 014482103 227 10,210 X 10,210 ALEXANDER & BALDWIN INC COM 014482103 75 3,382 X 3,382 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 152 3,573 X 3,573 ALEXANDRIA REAL ESTATE COM 015271109 63 1,475 X 1,475 ALFA CORP COM 015385107 96 7,796 X 7,796 ALFA CORP COM 015385107 38 3,117 X 3,117 ALKERMES INC COM 01642T108 97 12,329 X 12,329 ALKERMES INC COM COM 01642T108 38 4,832 X 4,832 ALLEGHENY ENERGY INC COM 017361106 560 42,751 X 42,751 ALLEGHENY ENERGY INC COM COM 017361106 559 42,634 X 42,634 ALLEGHENY TECHNOLOGIES INC COM 01741R102 190 27,438 X 27,438 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 157 22,693 X 22,693 ALLEGIANCE TELECOM INC COM 01747T102 19 23,327 X 23,327 ALLEGIANCE TELECOM INC COM COM 01747T102 8 9,548 X 9,548 ALLEN TELECOM INC COM 018091108 33 6,213 X 6,213 ALLEN TELECOM INC COM 018091108 42 7,836 X 7,836 ALLEN TELECOM INC COM COM 018091108 11 2,066 X 2,066 ALLERGAN INC COM 018490102 2,395 44,027 X 44,027 ALLERGAN INC COM COM 018490102 2,740 50,363 X 50,363 ALLETE INC COM COM 018522102 478 22,144 X 22,144 ALLIANCE GAMING CORP COM NEW 01859P609 148 9,564 X 9,564 ALLIANCE GAMING CORP COM NEW COM NEW 01859P609 54 3,517 X 3,517 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 22 5,691 X 5,691 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 37 9,748 X 9,748 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 7 1,893 X 1,893 ALLIANT ENERGY CORP COM COM 018802108 447 23,218 X 23,218 ALLIANT TECHSYSTEMS INC COM COM 018804104 630 9,102 X 9,102 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 494 67,156 X 67,156 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 498 67,777 X 67,777 ALLMERICA FINL CORP COM 019754100 164 13,700 X 13,700 ALLSTATE CORP COM 020002101 8,590 241,645 X 241,645 ALLSTATE CORP COM COM 020002101 8,689 244,413 X 244,413 ALLTEL CORP COM 020039103 4,250 105,918 X 105,918 ALLTEL CORP COM 020039103 4,305 107,268 X 107,268 ALPHARMA INC CL A 020813101 64 6,669 X 6,669 ALPHARMA INC CL A COM CHG FROM CHG F CL A 020813101 123 12,774 X 12,774 ALPHARMA INC CL A COM CL A 020813101 21 2,218 X 2,218 ALTERA CORP COM 021441100 1,135 130,877 X 130,877 ALTERA CORP COM COM 021441100 1,451 167,393 X 167,393 AMAZON.COM INC COM COM 023135106 1,579 99,100 X 99,100 AMBAC FINL GROUP INC COM 023139108 1,946 36,102 X 36,102 AMBAC FINANCIAL GROUP INC COM 023139108 1,993 36,977 X 36,977 AMERADA HESS CORP COM 023551104 2,057 30,307 X 30,307 AMERADA HESS CORP COM COM 023551104 2,117 31,184 X 31,184 AMEREN CORP COM 023608102 2,048 49,172 X 49,172 AMEREN CORP COM 023608102 2,056 49,370 X 49,370 AMERICAN CAP STRATEGIES LTD COM 024937104 148 7,869 X 7,869 AMERICAN CAP STRATEGIES LTD COM 024937104 65 3,432 X 3,432 AMERICAN ELEC PWR INC COM 025537101 3,291 115,436 X 115,436 AMERICAN ELEC PWR INC COM COM 025537101 3,305 115,941 X 115,941 AMERICAN EAGLE OUTFITTERS NEW COM COM 02553E106 224 18,540 X 18,540 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 421 34,900 X 34,900 AMERICAN EXPRESS CO COM 025816109 14,125 453,024 X 453,024 AMERICAN EXPRESS CO COM COM 025816109 11,367 364,562 X 364,562 AMERICAN FINL GROUP INC OHIO COM COM 025932104 402 17,480 X 17,480 AMERICAN FINL HLDGS INC COM 026075101 160 5,272 X 5,272 AMERICAN FINL HLDGS INC COM COM 026075101 165 5,414 X 5,414 AMERICAN FINL HLDGS INC COM COM 026075101 59 1,933 X 1,933 AMERICAN GREETINGS CORP CL A 026375105 350 21,762 X 21,762 AMERICAN GREETINGS CORP CL A CL A 026375105 296 18,360 X 18,360 AMERICAN INTL GROUP INC COM 026874107 48,686 890,056 X 890,056 AMER INTL GROUP INC COM COM 026874107 55 1,000 X 1,000 AMERICAN INTL GROUP INC COM COM 026874107 52,338 956,822 X 956,822 AMERICAN ITALIAN PASTA CO CL A 027070101 134 3,749 X 3,749 AMERICAN ITALIAN PASTA CO CL A 027070101 154 4,324 X 4,324 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 49 1,382 X 1,382 AMERICAN MGMT SYS INC COM 027352103 113 8,851 X 8,851 AMER MGMT SYS INC COM COM 027352103 127 9,946 X 9,946 AMERICAN MGMT SYS INC COM COM 027352103 43 3,344 X 3,344 AMERICAN PWR CONVERSION CORP COM 029066107 638 66,752 X 66,752 AMERICAN PWR CONVERSION CORP COM 029066107 647 67,672 X 67,672 AMERICAN STD COS INC DEL COM 029712106 1,573 24,720 X 24,720 AMERICAN STD COS INC DEL COM 029712106 1,187 18,651 X 18,651 AMERICAN STS WTR CO COM 029899101 90 3,421 X 3,421 AMERICAN STS WTR CO COM 029899101 102 3,900 X 3,900 AMERICAN STS WTR CO COM COM 029899101 36 1,388 X 1,388 AMERICAN TOWER CORP CL A 029912201 58 36,520 X 36,520 AMERICAN TOWER CORP CL A 029912201 23 14,588 X 14,588 AMERICAN WTR WKS INC COM COM 030411102 1,122 25,128 X 25,128 AMERICREDIT CORP COM 03060R101 180 22,284 X 22,284 AMERICREDIT CORP COM COM 03060R101 431 53,400 X 53,400 AMERIPATH INC COM 03071D109 95 6,365 X 6,365 AMERIPATH INC COM 03071D109 117 7,842 X 7,842 AMERIPATH INC COM 03071D109 37 2,482 X 2,482 AMERUS GROUP CO COM COM 03072M108 287 10,136 X 10,136 AMERISOURCEBERGEN CORP COM 03073E105 2,552 35,729 X 35,729 AMERISOURCEBERGEN CORP COM COM 03073E105 3,006 42,094 X 42,094 AMERITRADE HLDG CORP NEW COM 03074K100 78 20,790 X 20,790 AMERITRADE HOLDING CORP CL A COM 03074K100 26 6,915 X 6,915 AMETEK AEROSPACE PRODS INC COM 031100100 199 6,849 X 6,849 AMETEK INC NEW COM 031100100 253 8,680 X 8,680 AMETEK INC COM 031100100 80 2,738 X 2,738 AMGEN INC COM 031162100 18,209 436,659 X 436,659 AMGEN INC COM 031162100 15,108 362,309 X 362,309 AMPEX CORP CL A COM EXCHANGED FOR 03 CL A 032092108 1 16,572.3 X 16,572 AMSOUTH BANCORPORATION COM 032165102 2,555 123,177 X 123,177 AMSOUTH BANCORPORATION COM COM 032165102 2,581 124,465 X 124,465 AMSURG CORP COM 03232P405 139 4,615 X 4,615 AMSURG CORP COM COM 03232P405 147 4,876 X 4,876 AMSURG CORP COM COM 03232P405 52 1,740 X 1,740 AMYLIN PHARMACEUTICALS INC COM 032346108 230 13,851 X 13,851 AMYLIN PHARMACEUTICALS INC COM COM 032346108 84 5,084 X 5,084 ANADARKO PETE CORP COM 032511107 3,768 84,588 X 84,588 ANADARKO PETROLEUM CORP COM 032511107 53 1,200 X 1,200 ANADARKO PETE CORP COM COM 032511107 3,857 86,601 X 86,601 ANALOG DEVICES INC COM 032654105 2,449 124,330 X 124,330 ANALOG DEVICES INC COM COM 032654105 2,559 129,884 X 129,884 ANALOGIC CORP COM PAR 032657207 63 1,499 X 1,499 ANALOGIC CORP 0.05 COM PAR 032657207 144 3,442 X 3,442 ANALOGIC CORP COM PAR $0.05 COM PAR 032657207 21 499 X 499 ANCHOR BANCORP WIS INC COM 032839102 96 4,764 X 4,764 ANCHOR BANCORP WIS INC COM 032839102 115 5,708 X 5,708 ANCHOR BANCORP WIS INC COM 032839102 38 1,860 X 1,860 ANDREW CORP COM 034425108 219 33,410 X 33,410 ANDREW CORP COM COM 034425108 181 27,664 X 27,664 ANHEUSER BUSCH COS INC COM 035229103 15,107 298,549 X 298,549 ANHEUSER BUSCH COS INC COM COM 035229103 12,211 241,315 X 241,315 ANIXTER INTL INC COM 035290105 145 7,059 X 7,059 ANIXTER INTERNATIONAL INC CMN COM 035290105 187 9,098 X 9,098 ANIXTER INTL INC COM COM 035290105 54 2,598 X 2,598 ANNTAYLOR STORES CORP COM 036115103 209 9,067 X 9,067 ANNTAYLOR STORES CORP COM 036115103 238 10,338 X 10,338 ANNTAYLOR STORES CORP COM COM 036115103 84 3,649 X 3,649 ANTHEM INC COM 03674B104 3,226 49,630 X 49,630 ANTHEM INC COM COM 03674B104 3,166 48,715 X 48,715 ANTHRACITE CAP INC COM 037023108 117 10,394 X 10,394 ANTHRACITE CAP INC COM COM 037023108 45 3,943 X 3,943 AON CORP COM 037389103 1,899 92,660 X 92,660 AON CORP COM COM 037389103 1,906 93,036 X 93,036 APACHE CORP COM 037411105 2,909 48,931 X 48,931 APACHE CORP COM COM 037411105 2,890 48,619 X 48,619 APOGEE ENTERPRISES INC COM 037598109 70 6,408 X 6,408 APOGEE ENTERPRISES INC COM 037598109 69 6,342 X 6,342 APOGEE ENTERPRISES INC COM 037598109 23 2,131 X 2,131 APOLLO GROUP INC CL A 037604105 2,555 58,827 X 58,827 APOLLO GROUP INC CL A CL A 037604105 1,933 44,499 X 44,499 APOGENT TECHNOLOGIES INC COM COM 03760A101 514 27,552 X 27,552 APPLE COMPUTER COM 037833100 1,757 121,176 X 121,176 APPLE COMPUTER INC COM 037833100 1,766 121,786 X 121,786 APPLEBEE'S INTL INC COM COM 037899101 292 13,326 X 13,326 APRIA HEALTHCARE GROUP INC COM 037933108 217 9,220 X 9,220 APRIA HEALTHCARE GROUP INC COM 037933108 322 13,668 X 13,668 APRIA HEALTHCARE GROUP INC COM 037933108 80 3,382 X 3,382 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,324 72,346 X 72,346 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 5,886 321,634 X 321,634 APPLERA CORP CELERA GENOMICS COM CE G038020202 123 15,521 X 15,521 APPLERA CORP-CELERA GENOMICS COM CE G038020202 45 5,699 X 5,699 APPLICA INC COM 03815A106 19 3,655 X 3,655 APPLICA INC COM 03815A106 29 5,422 X 5,422 APPLICA INC COM COM 03815A106 7 1,412 X 1,412 APPLIED INDL TECHNOLOGIES INC COM 03820C105 74 4,339 X 4,339 APPLIED INDUSTRIAL TECH INC COM 03820C105 79 4,650 X 4,650 APPLIED INDL TECH INC COM COM 03820C105 24 1,443 X 1,443 APPLIED MATERIALS INC COM 038222105 6,445 557,995 X 557,995 APPLIED MATLS INC COM COM 038222105 9,294 804,691 X 804,691 APPLIED MICRO CIRCUITS CORP COM 03822W109 292 101,975 X 101,975 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 1,016 355,353 X 355,353 APTARGROUP INC COM COM 038336103 232 8,648 X 8,648 AQUILA INC COM COM 03840P102 190 46,260 X 46,260 ARBITRON INC COM 03875Q108 206 6,032 X 6,032 ARBITRON INC COM 03875Q108 222 6,518 X 6,518 ARBITRON INC COM COM 03875Q108 83 2,437 X 2,437 ARCH CHEMICALS INC COM 03937R102 80 4,534 X 4,534 ARCH CHEMICALS INC COM 03937R102 91 5,136 X 5,136 ARCH CHEMICAL INC COM COM 03937R102 32 1,797 X 1,797 ARCH COAL INC COM 039380100 149 9,020 X 9,020 ARCH COAL INC COM 039380100 225 13,578 X 13,578 ARCH COAL INC COM COM 039380100 62 3,752 X 3,752 ARCHER DANIELS MIDLAND CO COM 039483102 2,776 221,941 X 221,941 ARCHER DANIELS MIDLAND CO COM COM 039483102 2,830 226,183 X 226,183 ARCTIC CAT INC COM 039670104 50 3,610 X 3,610 ARCTIC CAT INC COM 039670104 76 5,424 X 5,424 ARCTIC CAT INC COM 039670104 17 1,201 X 1,201 ARGOSY GAMING CORP COM 040228108 129 5,629 X 5,629 ARGOSY GAMING CO COM 040228108 148 6,438 X 6,438 ARGOSY GAMING CO COM COM 040228108 48 2,069 X 2,069 ARIBA INC COM 04033V104 81 59,738 X 59,738 ARIBA INC COM COM 04033V104 30 22,017 X 22,017 ARKANSAS BEST CORP COM 040790107 139 4,850 X 4,850 ARKANSAS BEST CORP DEL COM COM 040790107 160 5,594 X 5,594 ARKANSAS BEST CORP DEL COM 040790107 55 1,905 X 1,905 ARMOR HLDGS INC COM 042260109 85 5,681 X 5,681 ARMOR HOLDINGS INC COM COM 042260109 117 7,774 X 7,774 ARMOR HLDGS INC COM 042260109 28 1,890 X 1,890 ARQULE INC COM 04269E107 25 4,798 X 4,798 ARQULE INC COM COM 04269E107 26 5,026 X 5,026 ARQULE INC COM 04269E107 8 1,596 X 1,596 ARRIS GROUP INC COM 04269Q100 55 14,791 X 14,791 ARRIS GROUP INC COM COM 04269Q100 24 6,475 X 6,475 ARROW ELECTRS INC COM 042735100 318 25,176 X 25,176 ARTESYN TECHNOLOGIES INC COM 043127109 10 6,682 X 6,682 ARTESYN TECHNOLOGIES INC COM 043127109 14 9,302 X 9,302 ARTESYN TECHNOLOGIES INC COM COM 043127109 3 2,223 X 2,223 ARTHROCARE CORP COM 043136100 60 4,938 X 4,938 ARTHROCARE CORP COM COM 043136100 62 5,140 X 5,140 ARTHROCARE CORP COM COM 043136100 20 1,642 X 1,642 ARVINMERITOR INC COM COM 043353101 324 17,320 X 17,320 ASCENTIAL SOFTWARE CORP COM 04362P108 107 57,599 X 57,599 ASCENTIAL SOFTWARE CORP COM COM 04362P108 133 71,430 X 71,430 ASCENTIAL SOFTWARE CORP COM COM 04362P108 39 21,235 X 21,235 ASHLAND INC COM 044204105 633 23,634 X 23,634 ASHLAND INC COM 044204105 639 23,866 X 23,866 ASPECT COMMUNICATIONS INC COM CHANGE COM 04523Q102 19 13,014 X 13,014 ASPECT COMMUNICTIONS INC COM COM 04523Q102 6 3,949 X 3,949 ASPEN TECHNOLOGY INC COM 045327103 24 8,025 X 8,025 ASPEN TECHNOLOGY INC COM 045327103 26 8,766 X 8,766 ASPEN TECHNOLOGY INC COM COM 045327103 8 2,669 X 2,669 ASSOCIATED BANC CORP COM COM 045487105 613 19,316 X 19,316 ASTORIA FINANCIAL CORP COM 046265104 565 23,146 X 23,146 ASTRAZENECA PLC SPONSORED ADR SPONSORE046353108 3,537 115,700 X 115,700 ASTROPOWER INC COM 04644A101 30 4,232 X 4,232 ASTROPOWER INC COM COM 04644A101 36 5,126 X 5,126 ASTROPOWER INC CDT-COM COM 04644A101 10 1,408 X 1,408 ASYST TECHNOLOGIES INC COM 04648X107 49 8,068 X 8,068 ASYST TECHNOLOGIES INC COM 04648X107 21 3,453 X 3,453 ATLANTIC COAST AIRLINES HLDGS COM 048396105 85 9,182 X 9,182 ATLANTIC COAST AIRLINES HLDGS COM 048396105 98 10,548 X 10,548 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 31 3,387 X 3,387 ATMEL CORP COM COM 049513104 126 119,246 X 119,246 ATMOS ENERGY CORP COM 049560105 179 8,340 X 8,340 ATMOS ENERGY CORP COM 049560105 212 9,840 X 9,840 ATMOS ENERGY CORP COM 049560105 74 3,435 X 3,435 AUDIOVOX CORP CL A 050757103 27 3,787 X 3,787 AUDIOVOX CORP CL A CL A 050757103 37 5,234 X 5,234 AUDIOVOX CORP CL A CL A 050757103 9 1,259 X 1,259 AUTODESK INCORPORATED COM 052769106 488 38,514 X 38,514 AUTODESK INC COM COM 052769106 409 32,260 X 32,260 AUTOMATIC DATA PROCESSING INC COM 053015103 7,345 211,245 X 211,245 AUTOMATIC DATA PROCESSING INC COM 053015103 6,934 199,413 X 199,413 AUTOZONE INC COM 053332102 2,833 35,920 X 35,920 AUTOZONE INC COM COM 053332102 2,171 27,525 X 27,525 AVANEX CORP COM 05348W109 18 13,231 X 13,231 AVANEX CORP COM COM 05348W109 6 4,401 X 4,401 AVAYA INC COM 053499109 176 123,029 X 123,029 AVAYA INC COM COM 053499109 169 118,274 X 118,274 AVENUE A INC COM 053566105 20 7,844 X 7,844 AVENUE A INC COM COM 053566105 7 2,609 X 2,609 AVERY DENNISON CORP COM 053611109 2,132 37,418 X 37,418 AVERY DENNISON CORP COM COM 053611109 1,649 28,935 X 28,935 AVID TECHNOLOGY INC COM 05367P100 58 5,625 X 5,625 AVID TECHNOLOGY INC COM 05367P100 61 5,956 X 5,956 AVID TECHNOLOGY INC COM COM 05367P100 25 2,463 X 2,463 AVISTA CORP COM 05379B107 121 10,799 X 10,799 AVISTA CORP COM 05379B107 121 10,836 X 10,836 AVISTA CORP COM COM 05379B107 46 4,064 X 4,064 AVENT INC COM 053807103 325 30,084 X 30,084 AVOCENT CORP COM 053893103 126 9,392 X 9,392 AVOCENT CORPORATION COM 053893103 147 11,020 X 11,020 AVOCENT CORP COM COM 053893103 46 3,458 X 3,458 AVON PRODS INC COM 054303102 3,713 80,542 X 80,542 AVON PRODS INC COM COM 054303102 2,808 60,918 X 60,918 AXCELIS TECHNOLOGIES INC COM 054540109 97 19,959 X 19,959 AXCELIS TECHNOLOGIES INC COM COM 054540109 115 23,610 X 23,610 AXCELIS TECHNOLOGIES INC COM COM 054540109 40 8,126 X 8,126 AZTAR CORP COM 054802103 102 7,736 X 7,736 AZTAR CORP COM COM 054802103 120 9,096 X 9,096 AZTAR CORPORATION COM 054802103 38 2,849 X 2,849 BB+T CORP COM 054937107 5,721 163,261 X 163,261 BB&T CORP COM COM 054937107 5,794 165,349 X 165,349 BISYS GROUP INC COM COM 055472104 492 29,416 X 29,416 BJ SVCS CO COM 055482103 1,387 53,359 X 53,359 BJ SVCS CO COM COM 055482103 1,369 52,644 X 52,644 BJS WHOLESALE CLUB INC COM COM 05548J106 349 18,380 X 18,380 BMC SOFTWARE INC COM 055921100 1,081 82,699 X 82,699 BMC SOFTWARE INC COM COM 055921100 1,104 84,504 X 84,504 BAKER HUGHES INC COM 057224107 3,336 114,910 X 114,910 BAKER HUGHES INC COM COM 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OLD CUSI OLD C COM 060505104 51 800 X 800 BANK OF AMERICA CORP COM 060505104 34,891 546,884 X 546,884 BANK HAWAII CORP COM COM 062540109 522 18,716 X 18,716 BANK NEW YORK INC COM 064057102 7,126 247,955 X 247,955 BANK OF NEW YORK INC COM COM 064057102 49 1,700 X 1,700 BANK NEW YORK INC COM COM 064057102 6,282 218,580 X 218,580 BANK ONE CORP COM 06423A103 14,954 399,829 X 399,829 BANK ONE CORP COM COM 06423A103 15,100 403,744 X 403,744 BANKATLANTIC BANCORP INC CL A 065908501 85 9,413 X 9,413 BANKATLANTIC BANCORP INC CL A CL A 065908501 33 3,717 X 3,717 BANKNORTH GROUP INC NEW COM 06646R107 896 37,716 X 37,716 BANTA CORP COM 066821109 201 5,661 X 5,661 BANTA CORP COM 066821109 213 6,012 X 6,012 BANTA CORP COM 066821109 74 2,078 X 2,078 BARD C R INC COM 067383109 979 17,913 X 17,913 BARD C R INC COM 067383109 987 18,071 X 18,071 BARNES & NOBLE INC COM COM 067774109 373 17,604 X 17,604 BARR LABS INC COM 068306109 656 10,538 X 10,538 BARRA INC COM 068313105 99 3,619 X 3,619 BARRA INC COM 068313105 140 5,134 X 5,134 BARRA INC COM 068313105 33 1,204 X 1,204 BAUSCH + LOMB INC COM 071707103 609 18,364 X 18,364 BAUSCH & LOMB INC COM COM 071707103 620 18,686 X 18,686 BAXTER INTL INC COM 071813109 6,256 204,763 X 204,763 BAXTER INTL INC COM COM 071813109 5,505 180,185 X 180,185 BAY VIEW CAP CORP DEL COM 07262L101 80 14,172 X 14,172 BAY VIEW CAP CORP DEL COM COM 07262L101 27 4,714 X 4,714 BE AEROSPACE INC COM 073302101 38 8,061 X 8,061 BE AEROSPACE INC COM 073302101 41 8,566 X 8,566 BE AEROSPACE INC COM 073302101 13 2,681 X 2,681 BEAR STEARNS COS INC COM 073902108 1,915 33,948 X 33,948 BEAR STEARNS COS INC COM COM 073902108 1,933 34,274 X 34,274 BEAZER HOMES USA INC COM 07556Q105 145 2,380 X 2,380 BEAZER HOMES USA INC COM 07556Q105 60 990 X 990 BECKMAN COULTER INC COM 075811109 597 15,418 X 15,418 BECTON DICKINSON + CO COM 075887109 2,499 87,993 X 87,993 BECTON DICKINSON & CO COM COM 075887109 1,905 67,075 X 67,075 BED BATH + BEYOND INC COM 075896100 3,239 99,443 X 99,443 BED 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HILLS CORP COM 092113109 58 2,232 X 2,232 BLOCK H + R INC COM 093671105 2,626 62,500 X 62,500 BLOCK H & R INC COM COM 093671105 1,987 47,309 X 47,309 BLYTH INC COM 09643P108 185 6,627 X 6,627 BLYTH INC COM COM 09643P108 309 11,082 X 11,082 BLYTH INC COM COM 09643P108 75 2,682 X 2,682 BOB EVANS FARMS INC COM 096761101 170 7,162 X 7,162 BOB EVANS FARMS INC COM 096761101 215 9,062 X 9,062 BOB EVANS FARMS INC COM 096761101 69 2,904 X 2,904 BOEING CO COM 097023105 9,753 285,748 X 285,748 BOEING CO COM COM 097023105 51 1,500 X 1,500 BOEING CO COM COM 097023105 9,890 289,784 X 289,784 BOISE CASCADE CORP COM 097383103 452 19,827 X 19,827 BOISE CASCADE CORP COM COM 097383103 379 16,612 X 16,612 BOMBAY COMPANY INC COM 097924104 20 7,481 X 7,481 BOMBAY CO COM 097924104 8 3,004 X 3,004 BORDERS GROUP INC COM 099709107 323 20,418 X 20,418 BORG WARNER INC COM COM 099724106 313 6,308 X 6,308 BORLAND SOFTWARE CORP COM 099849101 107 13,706 X 13,706 BORLAND SOFTWARE CORP COM COM 099849101 40 5,166 X 5,166 BOSTON PRIVATE FINL HLDGS INC COM 101119105 93 4,345 X 4,345 BOSTON PRIVATE FINL HLDGS INC COM COM 101119105 112 5,238 X 5,238 BOSTON PRIVATE FINL HLDGS INC COM 101119105 36 1,706 X 1,706 BOSTON SCIENTIFIC CORP COM 101137107 4,365 138,295 X 138,295 BOSTON SCIENTIFIC CORP COM COM 101137107 3,301 104,590 X 104,590 BOWATER INC COM 102183100 499 14,126 X 14,126 BOWNE + CO INC COM 103043105 76 7,572 X 7,572 BOWNE & CO INC COM COM 103043105 84 8,396 X 8,396 BOWNE & CO INC COM COM 103043105 30 3,015 X 3,015 BRADY CORP CL A 104674106 134 4,155 X 4,155 BRADY CO COM CL A 104674106 169 5,260 X 5,260 BRADY CORPORATION CL A COM CL A 104674106 51 1,573 X 1,573 BRIGGS + STRATTON CORP COM 109043109 184 4,893 X 4,893 BRIGGS & STRATTON CORP COM COM 109043109 188 5,004 X 5,004 BRIGGS & STRATTON CORP COM 109043109 67 1,795 X 1,795 BRINKER INTL INC COM 109641100 641 24,734 X 24,734 BRISTOL MYERS SQUIBB CO COM 110122108 15,715 660,276 X 660,276 BRISTOL MYERS SQUIBB CO COM COM 110122108 48 2,000 X 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398433102 21 1,989 X 1,989 GROUP 1 AUTOMOTIVE INC COM 398905109 95 4,236 X 4,236 GROUP 1 AUTOMOTIVE INC COM 398905109 120 5,358 X 5,358 GROUP 1 AUTOMOTIVE INC COM COM 398905109 36 1,629 X 1,629 GTECH HLDGS CORP COM 400518106 362 14,576 X 14,576 GUCCI GROUP N V COM NY R401566104 2,369 28,067 X 28,067 GUIDANT CORP COM 401698105 3,367 104,224 X 104,224 GUIDANT CORP COM COM 401698105 5,263 162,887 X 162,887 GYMBOREE CORP COM 403777105 88 5,405 X 5,405 GYMBOREE CORP COM 403777105 105 6,434 X 6,434 GYMBOREE CORP COM COM 403777105 35 2,176 X 2,176 HCA INC COM 404119109 8,337 175,114 X 175,114 HCA INC COM 404119109 7,252 152,329 X 152,329 HCC INS HLDGS INC COM COM 404132102 372 15,504 X 15,504 HRPT PPTYS TR COM SH B40426W101 219 26,577 X 26,577 HRPT PPTYS TR COM SBI COM SH B40426W101 88 10,674 X 10,674 HAEMONETICS CORP MASS COM 405024100 96 4,065 X 4,065 HAEMONETICS CORP COM 405024100 140 5,900 X 5,900 HAEMONETICS CORP MASS COM COM 405024100 37 1,571 X 1,571 HAIN CELESTIAL GROUP INC COM 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9,245 X 9,245 IMMUNOMEDICS INC COM 452907108 25 4,119 X 4,119 INAMED CORP COM 453235103 62 2,695 X 2,695 INAMED CORP COM COM 453235103 114 4,942 X 4,942 INAMED CORP COM 453235103 27 1,153 X 1,153 INCYTE GENOMICS INC COM 45337C102 71 15,196 X 15,196 INCYTE GENOMICS INC COM 45337C102 82 17,588 X 17,588 INCYTE GENOMICS INC COM COM 45337C102 28 6,036 X 6,036 INDEPENDENCE CMNTY BK CORP COM 453414104 360 14,338 X 14,338 INDYMAC BANCORP INC COM 456607100 293 15,194 X 15,194 INFOCUS CORP COM 45665B106 63 8,278 X 8,278 INFOCUS CORP COM COM 45665B106 75 9,908 X 9,908 INFOCUS CORP COM COM 45665B106 25 3,292 X 3,292 INFORMATICA CORP COM 45666Q102 40 12,941 X 12,941 INFORMATICA CORP COM COM 45666Q102 13 4,304 X 4,304 INFONET SVCS CORP CL B 45666T106 32 14,184 X 14,184 INFONET SVCS CORP CL B CL B 45666T106 11 4,718 X 4,718 INFORMATION RES INC COM 456905108 23 6,201 X 6,201 INFORMATION RES INC COM 456905108 28 7,668 X 7,668 INFORMATION RES INC COM 456905108 8 2,062 X 2,062 INHALE THERAPEUTIC SYS COM 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130,139 X 130,139 INTERPUBLIC GROUP COS INC COM COM 460690100 1,555 98,114 X 98,114 INTERSIL CORP CL A CL A 46069S109 445 34,370 X 34,370 INTERSTATE BAKERIES CORP COM 46072H108 242 9,119 X 9,119 INTERSTATE BAKERIES CORP DEL COM COM 46072H108 286 10,748 X 10,748 INTERSTATE BAKERIES CORP DEL COM 46072H108 96 3,622 X 3,622 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 53 16,562 X 16,562 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 24 7,543 X 7,543 INTERWOVEN INC COM 46114T102 48 23,970 X 23,970 INTERWOVEN INC COM 46114T102 16 7,973 X 7,973 INTUIT COM 461202103 3,282 72,084 X 72,084 INTUIT COM COM 461202103 2,469 54,221 X 54,221 INVACARE CORP COM 461203101 204 5,950 X 5,950 INVACARE CORP COM COM 461203101 272 7,928 X 7,928 INVACARE CORP COM 461203101 75 2,183 X 2,183 INVESTMENT TECHNOLOGY GRP NEW COM COM 46145F105 379 12,956 X 12,956 INVESTORS FINL SERVICES CORP COM 461915100 431 15,910 X 15,910 IOMEGA CORP COM NEW 462030305 124 11,570 X 11,570 IOMEGA CORP COM NEW COM NEW 462030305 49 4,548 X 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CL B CL B 494274103 41 2,952 X 2,952 KILROY RLTY CORP COM 49427F108 130 5,493 X 5,493 KILROY RLTY CORP COM 49427F108 148 6,226 X 6,226 KILROY RLTY CORP COM COM 49427F108 49 2,075 X 2,075 KIMBERLY CLARK CORP COM 494368103 10,011 176,745 X 176,745 KIMBERLY CLARK CORP COM COM 494368103 45 800 X 800 KIMBERLY CLARK CORP COM COM 494368103 8,104 143,074 X 143,074 KINDER MORGAN INC KANS COM 49455P101 1,475 41,604 X 41,604 KINDER MORGAN INC KANS COM COM 49455P101 1,889 53,275 X 53,275 KING PHARMACEUTICALS INC COM 495582108 1,535 84,462 X 84,462 KING PHARMACEUTICALS INC COM COM 495582108 1,525 83,907 X 83,907 KIRBY CORP COM 497266106 95 4,213 X 4,213 KIRBY CORP COM COM 497266106 126 5,566 X 5,566 KIRBY CORP COM COM 497266106 38 1,667 X 1,667 KNIGHT RIDDER INC COM 499040103 1,601 28,376 X 28,376 KNIGHT RIDDER INC COM 499040103 1,606 28,475 X 28,475 KNIGHT TRADING GROUP INC COM 499063105 69 18,407 X 18,407 KNIGHT TRADING GROUP INC COM COM 499063105 23 6,123 X 6,123 KOHLS CORP COM 500255104 6,962 114,493 X 114,493 KOHLS CORP COM COM 500255104 5,711 93,919 X 93,919 KOOKMIN BK NEW SPONSORE50049M109 960 27,100 X 27,100 KOPIN CORP COM 500600101 55 15,677 X 15,677 KOPIN CORP COM 500600101 59 16,828 X 16,828 KOPIN CORP COM 500600101 22 6,182 X 6,182 KOREA ELEC PWR CORP SPONSORE500631106 2,242 240,350 X 240,350 KORN / FERRY INTL COM NEW 500643200 67 8,540 X 8,540 KORN FERRY INTL COM NEW 500643200 75 9,614 X 9,614 KORN FERRY INTL COM NEW COM NEW 500643200 29 3,695 X 3,695 KRISPY KREME DOUGHNUTS INC COM COM 501014104 428 13,698 X 13,698 KROGER CO COM 501044101 3,814 270,490 X 270,490 KROGER CO COM COM 501044101 74,322 5,271,099 X 5,271,099 KROGER CO COM COM 501044101 2,889 204,878 X 204,878 KROLL INC COM 501049100 97 4,871 X 4,871 KROLL INC COM COM 501049100 153 7,702 X 7,702 KROLL INC COM COM 501049100 38 1,938 X 1,938 KRONOS INC COM 501052104 110 4,450 X 4,450 KRONOS INC COM COM 501052104 114 4,642 X 4,642 KRONOS INC COM 501052104 42 1,712 X 1,712 KULICKE + SOFFA INDS INC COM 501242101 33 11,140 X 11,140 KULICKE & SOFFA INDUSTRIES COM 501242101 37 12,416 X 12,416 KULICKE & SOFFA INDS INC COM 501242101 11 3,705 X 3,705 LNR PPTY CORP COM 501940100 169 5,070 X 5,070 LNR PPTY CORP COM COM 501940100 62 1,860 X 1,860 LSI LOGIC CORP COM 502161102 800 126,023 X 126,023 LSI LOGIC CORP COM COM 502161102 803 126,463 X 126,463 LTX CORP COM 502392103 47 10,298 X 10,298 LTX CORP COM 502392103 59 12,868 X 12,868 LTX CORP COM 502392103 16 3,425 X 3,425 L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 1,256 23,830 X 23,830 LA JOLLA PHARMACEUTICAL CO COM 503459109 41 9,572 X 9,572 LA JOLLA PHARMACEUTICAL CO COM 503459109 14 3,184 X 3,184 LA QUINTA CORP PAIRED C50419U202 131 27,348 X 27,348 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 55 11,400 X 11,400 LA Z BOY CHAIR CO COM COM 505336107 331 14,264 X 14,264 LABOR READY INC COM NEW 505401208 58 9,249 X 9,249 LABOR READY INC COM NEW 505401208 60 9,568 X 9,568 LABOR READY INC COM NEW 505401208 19 3,076 X 3,076 LABRANCHE & CO INC COM COM 505447102 301 14,870 X 14,870 LACLEDE GROUP INC COM 505597104 99 4,269 X 4,269 LACLEDE GROUP INC COM COM 505597104 107 4,594 X 4,594 LACLEDE GROUP INC COM COM 505597104 39 1,669 X 1,669 LAM RESEARCH CORP COM 512807108 291 32,700 X 32,700 LAM RESH CORP COM COM 512807108 797 89,600 X 89,600 LANCASTER COLONY CORP COM COM 513847103 387 9,184 X 9,184 LANCE INC COM 514606102 70 5,483 X 5,483 LANCE INC COM 514606102 83 6,474 X 6,474 LANCE INC COM 514606102 23 1,824 X 1,824 LANDAMERICA FINL GROUP INC COM 514936103 138 4,198 X 4,198 LANDAMERICA FINL GROUP INC COM 514936103 149 4,534 X 4,534 LANDAMERICA FINL GROUP INC COM 514936103 51 1,562 X 1,562 LANDRYS RESTAURANTS INC COM 51508L103 112 4,954 X 4,954 LANDRYS RESTAURANTS INC COM COM 51508L103 141 6,250 X 6,250 LANDRYS RESTAURANTS INC COM 51508L103 43 1,924 X 1,924 LANDSTAR SYS INC COM 515098101 169 3,448 X 3,448 LANDSTAR SYS COM 515098101 228 4,656 X 4,656 LANDSTAR SYS INC COM COM 515098101 62 1,264 X 1,264 LATTICE SEMICONDUCTOR CORP COM 518415104 120 19,288 X 19,288 LATTICE SEMICONDUCTOR CORP COM COM 518415104 175 28,114 X 28,114 LATTICE SEMICONDUCTOR CORP COM COM 518415104 44 7,112 X 7,112 ESTEE LAUDER COS INC CL A CL A 518439104 460 16,000 X 16,000 LEAR CORP COM COM 521865105 671 16,104 X 16,104 LEE ENTERPRISES INC COM 523768109 351 10,674 X 10,674 LEGATO SYSTEMS INC COM 524651106 54 19,685 X 19,685 LEGATO SYS INC COM COM 524651106 80 28,918 X 28,918 LEGATO SYS INC COM COM 524651106 24 8,661 X 8,661 LEGGETT + PLATT INC COM 524660107 1,321 66,773 X 66,773 LEGGETT & PLATT INC COM COM 524660107 1,335 67,482 X 67,482 LEGG MASON INC COM COM 524901105 664 15,610 X 15,610 LEGG MASON INC COM 524901105 455 10,700 X 10,700 LEHMAN BROTHERS HLDGS INC COM 524908100 4,077 83,129 X 83,129 LEHMAN BROS HLDGS INC COM COM 524908100 4,162 84,849 X 84,849 LENNAR CORP COM 526057104 888 15,924 X 15,924 LENNOX INTL INC COM 526107107 128 9,652 X 9,652 LENNOX INTL INC COM COM 526107107 180 13,574 X 13,574 LENNOX INTL INC COM COM 526107107 47 3,543 X 3,543 LEUCADIA NATL CORP COM 527288104 471 13,858 X 13,858 LEXICON GENETICS INC COM 528872104 30 7,566 X 7,566 LEXICON GENETICS INC COM COM 528872104 10 2,516 X 2,516 LEXMARK INTL INC CL A 529771107 2,077 44,184 X 44,184 LEXMARK INTERNATIONAL INC COM CL A 529771107 2,580 54,894 X 54,894 LIBBEY INC COM 529898108 111 3,474 X 3,474 LIBBEY INC COM 529898108 126 3,942 X 3,942 LIBBEY INC COM COM 529898108 43 1,354 X 1,354 LIBERATE TECHNOLOGIES COM 530129105 38 24,156 X 24,156 LIBERATE TECHNOLOGIES COM COM 530129105 17 11,210 X 11,210 LIBERTY MEDIA CORP COM SER 530718105 39 5,400 X 5,400 LIBERTY MEDIA CORP NEW COM SER COM SER 530718105 368 51,200 X 51,200 LIFEPOINT HOSPITALS INC COM 53219L109 310 9,932 X 9,932 LIGAND PHARMACEUTICALS INC CL B 53220K207 79 11,671 X 11,671 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 32 4,696 X 4,696 LILLY ELI + CO COM 532457108 21,193 382,953 X 382,953 LILLY ELI & CO COM COM 532457108 18,350 331,595 X 331,595 LIMITED BRANDS INC COM 532716107 2,535 176,757 X 176,757 LIMITED BRANDS INC COM 532716107 1,940 135,298 X 135,298 LINCARE HOLDINGS INC COM 532791100 857 27,602 X 27,602 LINCOLN NATL CORP IN COM 534187109 1,946 63,695 X 63,695 LINCOLN NATL CORP IND COM COM 534187109 1,987 65,049 X 65,049 LINEAR TECHNOLOGY CORP COM 535678106 2,240 108,119 X 108,119 LINEAR TECHNOLOGY CORP COM COM 535678106 2,645 127,652 X 127,652 LINENS N THINGS INC COM 535679104 139 7,559 X 7,559 LINENS N THINGS INC COM COM 535679104 186 10,136 X 10,136 LINENS N THINGS INC COM COM 535679104 55 3,006 X 3,006 LIZ CLAIBORNE INC COM 539320101 906 36,330 X 36,330 LIZ CLAIBORNE INC COM COM 539320101 906 36,311 X 36,311 LOCKHEED MARTIN CORP COM 539830109 9,930 153,542 X 153,542 LOCKHEED MARTIN CORP COM COM 539830109 10,074 155,768 X 155,768 LOEWS CORP COM 540424108 2,761 64,383 X 64,383 LOEWS CORP COM COM 540424108 2,817 65,675 X 65,675 LONE STAR STEAKHOUSE + SALOON COM 542307103 91 4,316 X 4,316 LONE STAR STEAKHOUSE SALOON COM 542307103 104 4,940 X 4,940 LONE STAR STEAKHOUSE SALOON COM 542307103 30 1,436 X 1,436 LONE STAR TECHNOLOGIES INC COM 542312103 76 6,451 X 6,451 LONE STAR TECHNOLOGIES INC COM 542312103 76 6,380 X 6,380 LONE STAR TECHNOLOGIES INC COM 542312103 30 2,542 X 2,542 LONGS DRUG STORES CORP COM 543162101 161 6,968 X 6,968 LONGS DRUG STORES CORP COM COM 543162101 224 9,702 X 9,702 LONGS DRUG STORES CORP COM COM 543162101 59 2,565 X 2,565 LONGVIEW FIBRE CO WASHINGTON COM 543213102 80 11,549 X 11,549 LONGVIEW FIBRE CO COM 543213102 92 13,322 X 13,322 LONGVIEW FIBRE CO COM 543213102 27 3,841 X 3,841 LOOKSMART LTD COM 543442107 15 15,457 X 15,457 LOOKSMART LTD COM COM 543442107 6 5,826 X 5,826 LOUISIANA PAC CORP COM 546347105 366 56,645 X 56,645 LOUISIANA PAC CORP COM COM 546347105 246 38,072 X 38,072 LOWES COS INC COM 548661107 10,955 264,607 X 264,607 LOWES COS INC COM COM 548661107 10,909 263,497 X 263,497 LUBRIZOL CORP COM COM 549271104 378 13,378 X 13,378 LUBYS CAFETERIAS INC COM 549282101 25 5,072 X 5,072 LUBY'S INC COM 549282101 26 5,248 X 5,248 LUBYS INC COM COM 549282101 9 1,904 X 1,904 LUCENT TECHNOLOGIES INC COM 549463107 887 1,167,248 X 1,167,248 LUCENT TECHNOLOGIES INC COM COM 549463107 886 1,166,434 X 1,166,434 LYONDELL CHEMICAL CO COM 552078107 377 31,582 X 31,582 M & T BANK CORP COM 55261F104 1,868 23,702 X 23,702 MAF BANCORP INC COM 55261R108 133 4,294 X 4,294 MAF BANCORP INC COM 55261R108 163 5,280 X 5,280 MAF BANCORP INC COM 55261R108 49 1,574 X 1,574 MBIA INC COM 55262C100 2,010 50,313 X 50,313 MBIA INC COM COM 55262C100 2,038 51,023 X 51,023 MBNA CORP COM 55262L100 8,000 435,232 X 435,232 MBNA CORP COM COM 55262L100 39 2,100 X 2,100 MBNA CORP COM COM 55262L100 6,101 331,912 X 331,912 M.D.C. HOLDINGS INC COM 552676108 138 3,906 X 3,906 M D C CORP HLDGS INC COM COM 552676108 212 6,002 X 6,002 M D C HLDGS INC COM 552676108 57 1,606 X 1,606 MDU RES GROUP INC COM 552690109 418 18,302 X 18,302 MFA MTG INVTS INC COM 55272X102 76 9,332 X 9,332 MFA MTG INVTS INC COM 55272X102 31 3,820 X 3,820 MGIC INVT CORP WIS COM 552848103 1,470 35,994 X 35,994 MGIC INVT CORP WIS COM COM 552848103 1,489 36,464 X 36,464 MGI PHARMA INC COM 552880106 40 5,666 X 5,666 MGI PHARMA INC COM COM 552880106 40 5,736 X 5,736 MGI PHARMA INC COM 552880106 13 1,884 X 1,884 MPS GROUP INC COM 553409103 123 21,216 X 21,216 MPS GROUP INC COM COM 553409103 145 24,942 X 24,942 MPS GROUP INC COM 553409103 47 8,179 X 8,179 MRV COMMUNICATIONS INC COM 553477100 17 20,484 X 20,484 MRV COMMUNICATIONS INC CALIF COM 553477100 7 8,485 X 8,485 MRO SOFTWARE INC COM 55347W105 35 3,977 X 3,977 MRO SOFTWARE INC COM COM 55347W105 47 5,376 X 5,376 MRO SOFTWARE INC COM COM 55347W105 12 1,322 X 1,322 MACDERMID INC COM 554273102 117 5,856 X 5,856 MACDERMID INC COM 554273102 163 8,168 X 8,168 MACDERMID INC COM 554273102 45 2,239 X 2,239 MACERICH CO COM 554382101 207 6,685 X 6,685 MACERICH CO COM COM 554382101 84 2,702 X 2,702 MACROVISION CORP COM 555904101 118 9,665 X 9,665 MACROVISION CORP COM 555904101 163 13,332 X 13,332 MACROVISION CORP COM COM 555904101 45 3,649 X 3,649 MACROMEDIA INC COM COM 556100105 115 14,846 X 14,846 MAGNA ENTMT CORP CL A 559211107 54 10,002 X 10,002 MAGNA ENTMT CORP SUB VTG CL A 559211107 18 3,327 X 3,327 MAGNETEK INC COM 559424106 14 4,442 X 4,442 MAGNETEK INC COM COM 559424106 17 5,268 X 5,268 MAGNETEK INC COM COM 559424106 6 1,797 X 1,797 MAGNUM HUNTER RESOURCES INC COM PAR 55972F203 57 10,940 X 10,940 MAGNUM HUNTER RES INC COM PAR 55972F203 25 4,698 X 4,698 MANDALAY RESORT GROUP COM 562567107 597 17,806 X 17,806 MANHATTAN ASSOCS INC COM 562750109 59 4,384 X 4,384 MANHATTAN ASSOCS INC COM 562750109 87 6,400 X 6,400 MANHATTAN ASSOCS INC COM COM 562750109 23 1,728 X 1,728 MANITOWOC INC COM 563571108 132 4,830 X 4,830 MANITOWOC INC COM COM 563571108 152 5,554 X 5,554 MANITOWAC INC COM COM 563571108 55 1,998 X 1,998 MANOR CARE INC NEW COM 564055101 768 34,162 X 34,162 MANOR CARE INC NEW COM COM 564055101 772 34,363 X 34,363 MANPOWER INC COM COM 56418H100 564 19,226 X 19,226 MANUGISTICS GROUP INC COM 565011103 37 13,421 X 13,421 MANUGISTICS GROUP INC COM 565011103 17 5,964 X 5,964 MARATHON OIL CORP COM 565849106 2,393 105,498 X 105,498 MARATHON OIL CORP COM 565849106 2,395 105,613 X 105,613 MARCUS CORP COM 566330106 58 4,454 X 4,454 MARCUS CORP COM COM 566330106 85 6,524 X 6,524 MARCUS CORP COM 566330106 19 1,481 X 1,481 MARSH + MCLENNAN COS INC COM 571748102 7,611 182,781 X 182,781 MARSH & MCLENNAN COS INC COM COM 571748102 17 400 X 400 MARSH & MCLENNAN COS INC COM COM 571748102 7,622 183,035 X 183,035 MARSHALL + ILSLEY CORP COM 571834100 2,016 72,281 X 72,281 MARSHALL & ILSLEY CORP COM 571834100 2,035 72,950 X 72,950 MARRIOTT INTL INC NEW CL A 571903202 2,398 82,722 X 82,722 MARRIOTT INTL INC NEW CL A CL A 571903202 2,422 83,536 X 83,536 MARTIN MARIETTA MATLS INC COM COM 573284106 409 12,568 X 12,568 MASCO CORP COM 574599106 3,223 164,875 X 164,875 MASCO CORP COM COM 574599106 3,268 167,160 X 167,160 MASSEY ENERGY CORP COM 576206106 91 14,185 X 14,185 MASSEY ENERGY CORP COM 576206106 118 18,252 X 18,252 MASSEY ENERGY CORP COM COM 576206106 34 5,197 X 5,197 MATRIXONE INC COM 57685P304 46 10,617 X 10,617 MATRIXONE INC COM COM 57685P304 21 4,781 X 4,781 MATTEL INC COM 577081102 2,676 148,609 X 148,609 MATTEL INC COM COM 577081102 2,023 112,307 X 112,307 MAXTOR CORP COM NEW 577729205 118 45,039 X 45,039 MAXTOR CORP COM NEW COM NEW 577729205 43 16,575 X 16,575 MAXIM INTEGRATED PRODS INC COM 57772K101 2,724 109,999 X 109,999 MAXIM INTEGRATED PRODS INC COM COM 57772K101 4,112 166,087 X 166,087 MAY DEPT STORES CO COM 577778103 2,220 97,514 X 97,514 MAY DEPT STORES CO COM COM 577778103 2 89 X 89 MAY DEPT STORES CO COM COM 577778103 2,265 99,489 X 99,489 MAVERICK TUBE CORP COM 577914104 75 8,504 X 8,504 MAVERICK TUBE CORP COM 577914104 85 9,610 X 9,610 MAVERICK TUBE CORP COM COM 577914104 30 3,357 X 3,357 MAXIMUS INC COM 577933104 87 3,880 X 3,880 MAXIMUS INC COM 577933104 117 5,216 X 5,216 MAXIMUS INC COM COM 577933104 35 1,570 X 1,570 MAYTAG CORP COM 578592107 612 26,415 X 26,415 MAYTAG CORP COM COM 578592107 462 19,922 X 19,922 MCCORMICK & CO INC TG COM NON 579780206 782 34,316 X 34,316 MCDATA CORPORATION CL A 580031201 78 14,301 X 14,301 MCDATA CORP CL A 580031201 157 28,840 X 28,840 MCDATA CORP CL A CL A 580031201 29 5,384 X 5,384 MCDERMOTT INTL INC COM 580037109 131 21,355 X 21,355 MCDERMOTT INTL INC COM COM 580037109 109 17,757 X 17,757 MCDONALDS CORP COM 580135101 7,652 433,300 X 433,300 MCDONALDS CORP COM COM 580135101 46 2,629 X 2,629 MCDONALDS CORP COM COM 580135101 5,838 330,600 X 330,600 MCGRAW HILL COS INC COM 580645109 4,046 66,084 X 66,084 MCGRAW HILL COS INC COM COM 580645109 3,113 50,845 X 50,845 MCKESSON CORP COM 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2,558 MENTOR CORP MINN COM 587188103 142 4,455 X 4,455 MENTOR CORP MINN COM COM 587188103 173 5,430 X 5,430 MENTOR CORP MINN COM COM 587188103 52 1,636 X 1,636 MENTOR GRAPHICS CORP COM 587200106 72 14,789 X 14,789 MENTOR GRAPHICS CORP COM 587200106 79 16,134 X 16,134 MENTOR GRAPHICS CORP COM COM 587200106 27 5,520 X 5,520 MERCANTILE BANKSHARES CORP COM COM 587405101 692 18,118 X 18,118 MERCK + CO INC COM 589331107 35,083 767,514 X 767,514 MERCK & CO INC COM COM 589331107 26,620 582,365 X 582,365 MERCURY COMPUTER SYS INC COM 589378108 115 4,892 X 4,892 MERCURY COMPUTER SYS COM 589378108 120 5,104 X 5,104 MERCURY COMPUTER SYS INC COM COM 589378108 44 1,868 X 1,868 MERCURY INTERACTIVE CORP COM 589405109 489 28,508 X 28,508 MERCURY INTERACTIVE CORP COM 589405109 369 21,531 X 21,531 MEREDITH CORP COM 589433101 727 16,897 X 16,897 MEREDITH CORP COM COM 589433101 550 12,775 X 12,775 MERISTAR HOSPITALITY CORP COM 58984Y103 79 9,221 X 9,221 MERISTAR HOSPITALITY CORP COM COM 58984Y103 31 3,601 X 3,601 MERRILL LYNCH + CO INC COM 590188108 9,683 293,870 X 293,870 MERRILL LYNCH & CO INC COM 590188108 10,146 307,914 X 307,914 MESA AIR GROUP INC COM 590479101 25 6,970 X 6,970 MESA AIR GROUP INC COM 590479101 30 8,300 X 8,300 MESA AIR GROUP INC COM 590479101 8 2,318 X 2,318 METHODE ELECTRS INC CL A 591520200 71 7,719 X 7,719 METHODE ELECTRONICS CL A 591520200 81 8,864 X 8,864 METHODE ELECTRS INC CL A COM CL A 591520200 24 2,567 X 2,567 METLIFE INC COM 59156R108 5,746 252,442 X 252,442 METLIFE INC COM COM 59156R108 5,603 246,197 X 246,197 METRIS COS INC COM 591598107 36 15,516 X 15,516 METRIS COS INC COM 591598107 6 2,449 X 2,449 METRO ONE TELECOMM INC COM 59163F105 36 4,186 X 4,186 METRO ONE TELECOMMUNICATIONS COM COM 59163F105 47 5,536 X 5,536 METRO ONE TELECOMMUNICATIONS COM 59163F105 16 1,885 X 1,885 MICHAELS STORES INC COM 594087108 775 16,962 X 16,962 MICREL INC COM 594793101 146 23,736 X 23,736 MICROS SYS INC COM 594901100 87 3,749 X 3,749 MICROS SYS INC COM 594901100 101 4,344 X 4,344 MICROS SYS INC COM COM 594901100 35 1,493 X 1,493 MICROSOFT CORP COM 594918104 80,817 1,847,659 X 1,847,659 MICROSOFT CORP COM COM 594918104 66,530 1,521,034 X 1,521,034 MICROCHIP TECHNOLOGY INC COM 595017104 1,048 51,244 X 51,244 MICROMUSE INC COM 595094103 43 16,892 X 16,892 MICROMUSE INC COM 595094103 19 7,606 X 7,606 MICRON TECHNOLOGY INC COM 595112103 2,535 204,914 X 204,914 MICRON TECHNOLOGY INC COM COM 595112103 2,540 205,336 X 205,336 MICROSEMI CORP COM 595137100 37 6,528 X 6,528 MICROSEMI CORP COM COM 595137100 36 6,442 X 6,442 MICROSEMI CORP COM 595137100 12 2,171 X 2,171 MICROTUNE INC DEL COM 59514P109 24 9,855 X 9,855 MICROTUNE INC DEL CL COM COM 59514P109 8 3,278 X 3,278 MID ATLANTIC MED SVCS INC COM 59523C107 395 10,924 X 10,924 MIDWAY GAMES INC COM 598148104 34 6,216 X 6,216 MIDWAY GAMES INC COM 598148104 61 11,122 X 11,122 MIDWAY GAMES INC COM 598148104 11 2,067 X 2,067 MILACRON INC COM 598709103 17 3,864 X 3,864 MILACRON INC COM 598709103 38 8,438 X 8,438 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1,800 X 1,800 SBC COMMUNICATIONS INC COM COM 78387G103 23,130 1,150,766 X 1,150,766 SCP POOL CORP COM 784028102 105 3,845 X 3,845 SCP POOL CORP COM 784028102 164 6,000 X 6,000 SCP POOL CORP COM 784028102 42 1,524 X 1,524 SEI INVESTMENTS COMPANY COM 784117103 672 28,128 X 28,128 SK TELECOM LTD SPONSORE78440P108 1,221 57,500 X 57,500 SL GREEN RLTY CORP COM 78440X101 165 5,352 X 5,352 SL GREEN REALTY CORP COM 78440X101 67 2,184 X 2,184 SLM CORP COM 78442P106 4,928 52,911 X 52,911 SLM CORP COM 78442P106 6,140 65,919 X 65,919 SPDR TR UNIT SER 1 STANDARD & UNIT SER78462F103 6,571 80,339 X 80,339 SPDR TR UNIT UNIT SER78462F103 4,427 54,129 X 54,129 SPX CORP COM 784635104 1,039 10,302 X 10,302 S1 CORP COM 78463B101 86 16,015 X 16,015 S1 CORP COM COM 78463B101 29 5,327 X 5,327 SABRE HLDGS CORP CL A 785905100 952 49,217 X 49,217 SABRE GROUP HLDGS INC CL A CL A 785905100 1,044 53,967 X 53,967 SAFECO CORP COM 786429100 1,384 43,535 X 43,535 SAFECO CORP COM COM 786429100 1,369 43,062 X 43,062 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SEEBEYOND TECHNOLOGY CORP COM COM 815704101 5 3,926 X 3,926 SELECTIVE INS GROUP INC COM 816300107 127 5,844 X 5,844 SELECTIVE INS GROUP INC COM COM 816300107 128 5,882 X 5,882 SELECTIVE INS GROUP INC COM COM 816300107 47 2,143 X 2,143 SEMTECH CORP COM 816850101 182 18,732 X 18,732 SEMPRA ENERGY COM 816851109 1,374 69,941 X 69,941 SEMPRA ENERGY COM COM 816851109 1,405 71,524 X 71,524 SENIOR HSG PPTSY TR SH BEN I81721M109 115 10,278 X 10,278 SENIOR HSG PPTYS TR SH BEN INT SH BEN I81721M109 44 3,908 X 3,908 SENSIENT TECHNOLOGIES CORP COM 81725T100 187 8,854 X 8,854 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 268 12,666 X 12,666 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 76 3,620 X 3,620 SEPRACOR INC COM 817315104 82 15,638 X 15,638 SEPRACOR INC COM COM 817315104 109 20,868 X 20,868 SEPRACOR INC COM 817315104 30 5,816 X 5,816 SEQUA CORP CL A 817320104 71 1,361 X 1,361 SEQUA CORPORATION CL A 817320104 158 3,040 X 3,040 SEQUA CORP CL A CL A 817320104 24 453 X 453 SEQUENOM INC COM 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