-----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, GDZyvBihkM0YDjfxLbnzljeZ1sdc+AYBi3yJZhnt75kblNPuz0XYSxJbr1+YLtu/ ZmcbENcwv+pgskPiRlC6Yg== 0000728618-03-000004.txt : 20030130 0000728618-03-000004.hdr.sgml : 20030130 20030130163425 ACCESSION NUMBER: 0000728618-03-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030130 EFFECTIVENESS DATE: 20030130 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: 03532345 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 4TH QUARTER 2002 - 13F Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: December 31, 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., 10th Floor 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 January 30, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 2,596 Form 13F Information Table Value Total ($000): 6,123,434 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority METROPOLITAN LIFE INSURANCE COMPANY ADC TELECOMMUNICATIONS INC COM 000886101 561 268,503 X 268,503 ADC TELECOMMUNICATIONS INC COM 000886101 618 295,658 X 295,658 ABM INDS INC COM 000957100 132 8,520 X 8,520 ABM INDS INC COM 000957100 94 6,078 X 6,078 AFLAC INC COM 001055102 5,315 176,475 X 176,475 AFLAC INC COM COM 001055102 5,832 193,615 X 193,615 AGL RES INC COM 001204106 323 13,289 X 13,289 AGL RES INC COM 001204106 219 9,016 X 9,016 AES CORP COM 00130H105 550 182,030 X 182,030 AES CORP COM COM 00130H105 1,558 515,828 X 515,828 AMC ENTMT INC COM 001669100 53 5,940 X 5,940 AMC ENTMT INC COM 001669100 40 4,470 X 4,470 AMR CORP DEL COM 001765106 349 52,840 X 52,840 AMR CORP DEL COM COM 001765106 384 58,234 X 58,234 AOL TIME WARNER INC COM 00184A105 20,007 1,527,266 X 1,527,266 AOL TIME WARNER INC COM COM 00184A105 25,343 1,934,552 X 1,934,552 APAC TELESERVICES INC COM 00185E106 14 5,835 X 5,835 APAC TELESERVICES INC COM COM 00185E106 10 4,417 X 4,417 AT+T CORP COM NEW 001957505 6,851 262,377 X 262,377 AT&T CORP COM NEW 001957505 7,688 294,437 X 294,437 ATMI INC COM 00207R101 113 6,122 X 6,122 ATMI INC COM COM 00207R101 81 4,367 X 4,367 AT + T WIRELESS SVCS INC COM 00209A106 5,208 921,858 X 921,858 AT&T WIRELESS SVCS INC COM COM 00209A106 5,711 1,010,768 X 1,010,768 ABBOTT LABS COM 002824100 21,354 533,857 X 533,857 ABBOTT LABS COM COM 002824100 19,604 490,091 X 490,091 ABGENIX INC COM 00339B107 130 17,659 X 17,659 ABGENIX INC COM COM 00339B107 93 12,598 X 12,598 ACCLAIM ENTMT INC COM PAR 004325205 10 15,741 X 15,741 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 8 11,545 X 11,545 ACTERNA CORP COM 00503U105 12 75,245 X 75,245 ACTIVE PWR INC COM 00504W100 26 14,631 X 14,631 ACTIVE POWER INC COM 00504W100 12 6,674 X 6,674 ACTUATE CORP COM 00508B102 18 9,965 X 9,965 ACTUATE CORP COM COM 00508B102 7 4,142 X 4,142 ACUITY BRANDS INC COM 00508Y102 127 9,350 X 9,350 ACQUITY BRANDS INC COM 00508Y102 90 6,670 X 6,670 ADOBE SYS INC COM 00724F101 2,026 81,679 X 81,679 ADOBE SYS INC DEL COM COM 00724F101 2,119 85,424 X 85,424 ADOLOR CORP COM 00724X102 98 7,053 X 7,053 ADOLOR CORP COM 00724X102 70 5,031 X 5,031 ADTRAN INC COM 00738A106 151 4,578 X 4,578 ADTRAN INC COM 00738A106 107 3,266 X 3,266 ADVANCED DIGITAL INFORMATION COM 007525108 94 14,079 X 14,079 ADVANCED DIGITAL INFORMATION COM 007525108 67 10,044 X 10,044 ADVO INC COM 007585102 140 4,266 X 4,266 ADVO INC COM 007585102 100 3,044 X 3,044 AEROFLEX INC COM 007768104 94 13,567 X 13,567 AEROFLEX INC COM 007768104 67 9,679 X 9,679 ADVANCED MICRO DEVICES INC COM 007903107 751 116,317 X 116,317 ADVANCED MICRO DEVICES INC COM COM 007903107 826 127,875 X 127,875 AETHER SYSTEMS INC COM 00808V105 31 8,166 X 8,166 AETHER SYSTEM INC COM COM 00808V105 24 6,286 X 6,286 AETNA INC COM 00817Y108 2,115 51,434 X 51,434 AETNA INC COM NEW COM 00817Y108 2,331 56,696 X 56,696 AGILENT TECHNOLOGIES INC COM 00846U101 2,840 158,142 X 158,142 AGILENT TECHNOLOGIES INC COM 00846U101 5,518 307,252 X 307,252 AGILE SOFTWARE CORP DEL COM 00846X105 66 8,528 X 8,528 AGILE SOFTWARE CORP DEL COM COM 00846X105 47 6,084 X 6,084 AIR PRODS + CHEMS INC COM 009158106 3,309 77,394 X 77,394 AIR PRODS & CHEMS INC COM COM 009158106 3,661 85,633 X 85,633 AIRBORNE INC COM 009269101 162 10,923 X 10,923 AIRBORNE INC COM COM 009269101 116 7,793 X 7,793 AIRGAS INC COM 009363102 236 13,701 X 13,701 AIRGAS INC COM 009363102 160 9,297 X 9,297 AIRTRAN HOLDINGS INC COM 00949P108 56 14,244 X 14,244 AIRTRAN HLDGS INC COM 00949P108 40 10,162 X 10,162 AKAMAI TECHNOLOGIES INC COM 00971T101 38 22,244 X 22,244 AKAMAI TECHNOLOGIES INC COM 00971T101 27 15,805 X 15,805 ALASKA AIR GROUP INC COM 011659109 118 5,445 X 5,445 ALASKA AIR GROUP INC COM 011659109 84 3,884 X 3,884 ALASKA COMMUNICATIONS SYS INC COM 01167P101 29 15,492 X 15,492 ALBERTO CULVER CO CL B CON013068101 992 19,683 X 19,683 ALBERTO CULVER CO CL B COM CL B CON013068101 1,113 22,086 X 22,086 ALBERTSONS INC COM 013104104 2,884 129,540 X 129,540 ALBERTSONS INC COM COM 013104104 3,146 141,313 X 141,313 ALCOA INC COM 013817101 6,570 288,395 X 288,395 ALCOA INC COM COM 013817101 7,262 318,779 X 318,779 ALDERWOODS GROUP INC COM 014383103 43 9,022 X 9,022 ALDERWOODS GROUP INC COM 014383103 31 6,436 X 6,436 ALEXANDER + BALDWIN INC COM 014482103 250 9,704 X 9,704 ALEXANDER & BALDWIN INC COM 014482103 170 6,584 X 6,584 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 180 4,229 X 4,229 ALEXANDRIA REAL ESTATE COM 015271109 122 2,870 X 2,870 ALFA CORP COM 015385107 94 7,796 X 7,796 ALFA CORP COM 015385107 67 5,617 X 5,617 ALIGN TECHNOLOGY INC COM 016255101 21 7,471 X 7,471 ALIGN TECHNOLOGY INC COM COM 016255101 16 5,711 X 5,711 ALKERMES INC COM 01642T108 77 12,329 X 12,329 ALKERMES INC COM COM 01642T108 55 8,795 X 8,795 ALLEGHENY ENERGY INC COM 017361106 323 42,751 X 42,751 ALLEGHENY ENERGY INC COM COM 017361106 345 45,655 X 45,655 ALLEGHENY TECHNOLOGIES INC COM 01741R102 171 27,438 X 27,438 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 151 24,217 X 24,217 ALLEGIANCE TELECOM INC COM 01747T102 17 26,043 X 26,043 ALLEGIANCE TELECOM INC COM COM 01747T102 14 21,553 X 21,553 ALLEN TELECOM INC COM 018091108 59 6,213 X 6,213 ALLEN TELECOM INC COM COM 018091108 42 4,432 X 4,432 ALLERGAN INC COM 018490102 2,537 44,027 X 44,027 ALLERGAN INC COM COM 018490102 3,927 68,162 X 68,162 ALLIANCE GAMING CORP COM NEW 01859P609 163 9,564 X 9,564 ALLIANCE GAMING CORP COM NEW COM NEW 01859P609 116 6,824 X 6,824 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 22 5,691 X 5,691 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 18 4,471 X 4,471 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 672 67,156 X 67,156 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 734 73,435 X 73,435 ALLOY INC COM 019855105 77 7,051 X 7,051 ALLOY INC COM COM 019855105 55 5,030 X 5,030 ALLSTATE CORP COM 020002101 8,884 240,172 X 240,172 ALLSTATE CORP COM COM 020002101 9,730 263,050 X 263,050 ALLTEL CORP COM 020039103 5,452 106,893 X 106,893 ALLTEL CORP COM 020039103 5,948 116,635 X 116,635 ALPHARMA INC CL A 020813101 79 6,669 X 6,669 ALPHARMA INC CL A COM CL A 020813101 57 4,757 X 4,757 ALTERA CORP COM 021441100 1,561 126,610 X 126,610 ALTERA CORP COM COM 021441100 2,217 179,818 X 179,818 AMAZON.COM INC COM COM 023135106 1,872 99,100 X 99,100 AMBAC FINL GROUP INC COM 023139108 2,030 36,102 X 36,102 AMBAC FINANCIAL GROUP INC COM 023139108 2,250 40,015 X 40,015 AMERADA HESS CORP COM 023551104 1,668 30,307 X 30,307 AMERADA HESS CORP COM COM 023551104 1,861 33,814 X 33,814 AMEREN CORP COM 023608102 2,182 52,484 X 52,484 AMEREN CORP COM 023608102 2,374 57,118 X 57,118 AMCORE FINL INC COM 023912108 121 5,580 X 5,580 AMCORE FINL INC COM 023912108 86 3,981 X 3,981 AMERICAN CAP STRATEGIES LTD COM 024937104 213 9,846 X 9,846 AMERICAN CAP STRATEGIES LTD COM 024937104 144 6,680 X 6,680 AMERICAN ELEC PWR INC COM 025537101 3,155 115,436 X 115,436 AMERICAN ELEC PWR INC COM COM 025537101 3,435 125,700 X 125,700 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 481 34,900 X 34,900 AMERICAN EXPRESS CO COM 025816109 15,874 449,049 X 449,049 AMERICAN EXPRESS CO COM COM 025816109 14,141 400,040 X 400,040 AMERICAN FINL HLDGS INC COM 026075101 158 5,272 X 5,272 AMERICAN FINL HLDGS INC COM COM 026075101 103 3,431 X 3,431 AMERICAN GREETINGS CORP CL A 026375105 344 21,762 X 21,762 AMERICAN GREETINGS CORP CL A CL A 026375105 320 20,231 X 20,231 AMERICAN INTL GROUP INC COM 026874107 51,559 891,251 X 891,251 AMERICAN INTL GROUP INC COM COM 026874107 59,984 1,036,886 X 1,036,886 AMERICAN ITALIAN PASTA CO CL A 027070101 135 3,749 X 3,749 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 96 2,673 X 2,673 AMERICAN MGMT SYS INC COM 027352103 106 8,851 X 8,851 AMERICAN MGMT SYS INC COM COM 027352103 76 6,314 X 6,314 AMERICAN PWR CONVERSION CORP COM 029066107 1,011 66,752 X 66,752 AMERICAN PWR CONVERSION CORP COM 029066107 1,112 73,421 X 73,421 AMERICAN STD COS INC DEL COM 029712106 1,759 24,720 X 24,720 AMERICAN STD COS INC DEL COM 029712106 1,514 21,282 X 21,282 AMERICAN TOWER CORP CL A 029912201 129 36,520 X 36,520 AMERICAN TOWER CORP CL A 029912201 94 26,570 X 26,570 AMERICREDIT CORP COM COM 03060R101 413 53,400 X 53,400 AMERIPATH INC COM 03071D109 137 6,365 X 6,365 AMERIPATH INC COM 03071D109 98 4,541 X 4,541 AMERISOURCEBERGEN CORP COM 03073E105 1,990 36,650 X 36,650 AMERISOURCEBERGEN CORP COM COM 03073E105 2,523 46,452 X 46,452 AMERITRADE HLDG CORP NEW COM 03074K100 237 41,844 X 41,844 AMERITRADE HOLDING CORP CL A COM 03074K100 84 14,832 X 14,832 AMETEK INC NEW COM 031100100 302 7,851 X 7,851 AMETEK INC COM 031100100 205 5,327 X 5,327 AMGEN INC COM 031162100 21,257 439,738 X 439,738 AMGEN INC COM 031162100 19,790 409,387 X 409,387 AMSOUTH BANCORPORATION COM 032165102 2,314 120,517 X 120,517 AMSOUTH BANCORPORATION COM COM 032165102 2,560 133,342 X 133,342 AMYLIN PHARMACEUTICALS INC COM 032346108 224 13,851 X 13,851 AMYLIN PHARMACEUTICALS INC COM COM 032346108 159 9,882 X 9,882 ANADARKO PETE CORP COM 032511107 4,101 85,625 X 85,625 ANADARKO PETE CORP COM COM 032511107 4,484 93,603 X 93,603 ANADIGICS INC COM 032515108 18 6,913 X 6,913 ANADIGICS INC COM 032515108 9 3,530 X 3,530 ANALOG DEVICES INC COM 032654105 2,968 124,330 X 124,330 ANALOG DEVICES INC COM COM 032654105 3,481 145,851 X 145,851 ANDREW CORP COM 034425108 343 33,410 X 33,410 ANDREW CORP COM COM 034425108 311 30,221 X 30,221 ANHEUSER BUSCH COS INC COM 035229103 14,154 292,428 X 292,428 ANHEUSER BUSCH COS INC COM COM 035229103 12,569 259,697 X 259,697 ANIXTER INTL INC COM 035290105 164 7,059 X 7,059 ANIXTER INTL INC COM COM 035290105 117 5,036 X 5,036 ANNTAYLOR STORES CORP COM 036115103 213 10,455 X 10,455 ANNTAYLOR STORES CORP COM COM 036115103 145 7,094 X 7,094 ANTHEM INC COM 03674B104 3,040 48,327 X 48,327 ANTHEM INC COM COM 03674B104 3,338 53,072 X 53,072 ANSWERTHINK INC COM 036916104 42 16,633 X 16,633 ANSWERTHINK INC COM 036916104 19 7,694 X 7,694 ANTHRACITE CAP INC COM 037023108 113 10,394 X 10,394 ANTHRACITE CAP INC COM COM 037023108 81 7,415 X 7,415 AON CORP COM 037389103 1,999 105,834 X 105,834 AON CORP COM COM 037389103 2,206 116,799 X 116,799 APACHE CORP COM 037411105 2,839 49,809 X 49,809 APACHE CORP COM COM 037411105 3,089 54,210 X 54,210 APEX MTG CAP INC COM 037564101 43 6,602 X 6,602 APEX MTG CAP INC COM COM 037564101 31 4,710 X 4,710 APOGEE ENTERPRISES INC COM 037598109 57 6,408 X 6,408 APOGEE ENTERPRISES INC COM 037598109 41 4,571 X 4,571 APOLLO GROUP INC CL A 037604105 2,638 59,951 X 59,951 APOLLO GROUP INC CL A CL A 037604105 2,954 67,126 X 67,126 APPLE COMPUTER COM 037833100 1,736 121,176 X 121,176 APPLE COMPUTER INC COM 037833100 1,904 132,880 X 132,880 APRIA HEALTHCARE GROUP INC COM 037933108 205 9,220 X 9,220 APRIA HEALTHCARE GROUP INC COM 037933108 146 6,578 X 6,578 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,269 72,346 X 72,346 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 5,257 299,711 X 299,711 APPLERA CORP CELERA GENOMICS COM CE G038020202 148 15,521 X 15,521 APPLERA CORP-CELERA GENOMICS COM CE G038020202 106 11,073 X 11,073 APPLIED MATERIALS INC COM 038222105 7,337 563,054 X 563,054 APPLIED MATLS INC COM COM 038222105 11,223 861,306 X 861,306 APPLIED MICRO CIRCUITS CORP COM 03822W109 376 101,975 X 101,975 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 1,301 352,454 X 352,454 APPLIED MOLECULAR EVOLUTION IN COM 03823E108 28 13,834 X 13,834 APPLIED MOLECULAR EVOLUTION COM 03823E108 7 3,494 X 3,494 ARBITRON INC COM 03875Q108 234 6,980 X 6,980 ARBITRON INC COM COM 03875Q108 159 4,736 X 4,736 ARCH COAL INC COM 039380100 233 10,771 X 10,771 ARCH COAL INC COM COM 039380100 158 7,309 X 7,309 ARCHER DANIELS MIDLAND CO COM 039483102 2,701 217,845 X 217,845 ARCHER DANIELS MIDLAND CO COM COM 039483102 2,999 241,866 X 241,866 ARIAD PHARMACEUTICALS INC COM 04033A100 15 6,549 X 6,549 ARIAD PHARMACEUTICALS INC DEL COM 04033A100 12 5,039 X 5,039 ARIBA INC COM 04033V104 148 59,738 X 59,738 ARIBA INC COM COM 04033V104 106 42,618 X 42,618 ARKANSAS BEST CORP COM 040790107 126 4,850 X 4,850 ARKANSAS BEST CORP DEL COM 040790107 90 3,460 X 3,460 ARRIS GROUP INC COM 04269Q100 53 14,791 X 14,791 ARRIS GROUP INC COM COM 04269Q100 38 10,552 X 10,552 ASCENTIAL SOFTWARE CORP COM 04362P108 138 57,599 X 57,599 ASCENTIAL SOFTWARE CORP COM COM 04362P108 15 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM COM 04362P108 99 41,093 X 41,093 ASHLAND INC COM 044204105 674 23,634 X 23,634 ASHLAND INC COM 044204105 732 25,653 X 25,653 ASIAINFO HLDGS INC COM 04518A104 41 6,539 X 6,539 ASIANFO HLDGS INC COM COM 04518A104 30 4,665 X 4,665 ASPECT COMMUNICATIONS INC COM 04523Q102 35 12,321 X 12,321 ASPECT COMMUNICTIONS INC COM COM 04523Q102 29 10,279 X 10,279 ASPEN TECHNOLOGY INC COM 045327103 23 8,025 X 8,025 ASPEN TECHNOLOGY INC COM COM 045327103 9 3,336 X 3,336 ASTRAZENECA PLC SPONSORED ADR SPONSORE046353108 3,800 108,300 X 108,300 AT RD INC COM 04648K105 27 6,653 X 6,653 AT RD INC COM COM 04648K105 14 3,381 X 3,381 ASYST TECHNOLOGIES INC COM 04648X107 59 8,068 X 8,068 ASYST TECHNOLOGIES INC COM 04648X107 45 6,163 X 6,163 ATLANTIC COAST AIRLINES HLDGS COM 048396105 110 9,182 X 9,182 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 79 6,550 X 6,550 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 20 13,448 X 13,448 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 3 2,128 X 2,128 ATMOS ENERGY CORP COM 049560105 229 9,818 X 9,818 ATMOS ENERGY CORP COM 049560105 155 6,661 X 6,661 AUTODESK INCORPORATED COM 052769106 551 38,514 X 38,514 AUTODESK INC COM COM 052769106 607 42,471 X 42,471 AUTOMATIC DATA PROCESSING INC COM 053015103 8,031 204,610 X 204,610 AUTOMATIC DATA PROCESSING INC COM 053015103 8,210 209,170 X 209,170 AUTOZONE INC COM 053332102 2,379 33,671 X 33,671 AUTOZONE INC COM COM 053332102 2,084 29,493 X 29,493 AVANIR PHARMACEUTICALS CL A CL A 05348P104 12 12,364 X 12,364 AVANEX CORP COM 05348W109 13 13,231 X 13,231 AVANEX CORP COM COM 05348W109 6 5,501 X 5,501 AVAYA INC COM 053499109 301 123,029 X 123,029 AVAYA INC COM COM 053499109 212 86,715 X 86,715 AVENUE A INC COM 053566105 23 7,844 X 7,844 AVENUE A INC COM COM 053566105 17 5,722 X 5,722 AVERY DENNISON CORP COM 053611109 2,285 37,418 X 37,418 AVERY DENNISON CORP COM COM 053611109 1,990 32,581 X 32,581 AVID TECHNOLOGY INC COM 05367P100 129 5,625 X 5,625 AVID TECHNOLOGY INC COM COM 05367P100 92 4,012 X 4,012 AVISTA CORP COM 05379B107 125 10,799 X 10,799 AVISTA CORP COM COM 05379B107 89 7,704 X 7,704 AVOCENT CORP COM 053893103 209 9,392 X 9,392 AVOCENT CORP COM COM 053893103 149 6,700 X 6,700 AVON PRODS INC COM 054303102 4,339 80,542 X 80,542 AVON PRODS INC COM COM 054303102 3,699 68,672 X 68,672 AXCELIS TECHNOLOGIES INC COM 054540109 129 22,968 X 22,968 AXCELIS TECHNOLOGIES INC COM COM 054540109 89 15,788 X 15,788 AZTAR CORP COM 054802103 110 7,736 X 7,736 AZTAR CORPORATION COM 054802103 79 5,519 X 5,519 BB+T CORP COM 054937107 6,039 163,261 X 163,261 BB&T CORP COM COM 054937107 6,611 178,722 X 178,722 BJ SVCS CO COM 055482103 1,724 53,359 X 53,359 BJ SVCS CO COM COM 055482103 1,870 57,881 X 57,881 BMC SOFTWARE INC COM 055921100 1,365 79,754 X 79,754 BMC SOFTWARE INC COM COM 055921100 1,515 88,557 X 88,557 BAKER HUGHES INC COM 057224107 3,699 114,910 X 114,910 BAKER HUGHES INC COM COM 057224107 5,059 157,161 X 157,161 BALDOR ELEC CO COM 057741100 136 6,877 X 6,877 BALDOR ELEC CO COM 057741100 97 4,906 X 4,906 BALL CORP COM 058498106 990 19,347 X 19,347 BALL CORP COM COM 058498106 846 16,521 X 16,521 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 49 6,978 X 6,978 BALLYS TOTAL FITNESS HLDG CORP COM 05873K108 35 4,979 X 4,979 BANK AMER CORP COM 060505104 35,575 511,361 X 511,361 BANK OF AMERICA CORP COM 060505104 40,836 586,983 X 586,983 BANK NEW YORK INC COM 064057102 5,941 247,955 X 247,955 BANK NEW YORK INC COM COM 064057102 7,153 298,546 X 298,546 BANK ONE CORP COM 06423A103 14,543 397,899 X 397,899 BANK ONE CORP COM COM 06423A103 15,912 435,359 X 435,359 BANKATLANTIC BANCORP INC CL A 065908501 89 9,413 X 9,413 BANKATLANTIC BANCORP INC CL A CL A 065908501 63 6,715 X 6,715 BANTA CORP COM 066821109 177 5,661 X 5,661 BANTA CORP COM 066821109 126 4,039 X 4,039 BARD C R INC COM 067383109 1,039 17,913 X 17,913 BARD C R INC COM 067383109 1,118 19,276 X 19,276 BAUSCH + LOMB INC COM 071707103 661 18,364 X 18,364 BAUSCH & LOMB INC COM COM 071707103 725 20,128 X 20,128 BAXTER INTL INC COM 071813109 5,676 202,702 X 202,702 BAXTER INTL INC COM COM 071813109 5,563 198,693 X 198,693 BAY VIEW CAP CORP DEL COM 07262L101 81 14,172 X 14,172 BAY VIEW CAP CORP DEL COM COM 07262L101 58 10,110 X 10,110 BE AEROSPACE INC COM 073302101 29 8,061 X 8,061 BE AEROSPACE INC COM 073302101 21 5,750 X 5,750 BEAR STEARNS COS INC COM 073902108 1,951 32,847 X 32,847 BEAR STEARNS COS INC COM COM 073902108 2,143 36,071 X 36,071 BEAZER HOMES USA INC COM 07556Q105 172 2,837 X 2,837 BEAZER HOMES USA INC COM 07556Q105 117 1,925 X 1,925 BECTON DICKINSON + CO COM 075887109 2,701 87,993 X 87,993 BECTON DICKINSON & CO COM COM 075887109 2,960 96,449 X 96,449 BED BATH + BEYOND INC COM 075896100 3,485 100,926 X 100,926 BED BATH & BEYOND INC COM COM 075896100 2,966 85,898 X 85,898 BELLSOUTH CORP COM 079860102 16,427 634,996 X 634,996 BELLSOUTH CORP COM COM 079860102 18,071 698,550 X 698,550 BEMIS INC COM 081437105 895 18,034 X 18,034 BEMIS INC COM COM 081437105 980 19,755 X 19,755 BENCHMARK ELECTRS INC COM 08160H101 147 5,144 X 5,144 BENCHMARK ELECTRS INC COM 08160H101 105 3,669 X 3,669 BEST BUY CO INC COM 086516101 2,637 109,201 X 109,201 BEST BUY INC COM COM 086516101 2,591 107,304 X 107,304 BEVERLY ENTERPRISES INC COM NEW 087851309 63 22,150 X 22,150 BEVERLY ENTERPRISES INC COM COM NEW 087851309 45 15,802 X 15,802 BIG LOTS INC COM 089302103 523 39,497 X 39,497 BIG LOTS INC COM COM 089302103 570 43,112 X 43,112 BIO RAD LABORATORIES INC CL A 090572207 148 3,819 X 3,819 BIO RAD LABS INC CL A CL A 090572207 105 2,725 X 2,725 BIO TECHNOLOGY GEN CORP COM 090578105 42 13,214 X 13,214 BIO TECHNOLOGY GEN CORP COM 090578105 30 9,428 X 9,428 BIOGEN INC COM 090597105 2,027 50,592 X 50,592 BIOGEN INC COM COM 090597105 1,761 43,971 X 43,971 BIOMET INC COM 090613100 2,544 88,758 X 88,758 BIOMET INC COM COM 090613100 2,657 92,704 X 92,704 BIOMARIN PHARMACEUTICAL INC COM 09061G101 58 8,192 X 8,192 BIOMARIN PHARMACEUTICAL COM COM 09061G101 41 5,845 X 5,845 BLACK + DECKER CORPORATION COM 091797100 1,175 27,400 X 27,400 BLACK & DECKER CORP COM COM 091797100 1,287 30,006 X 30,006 BLACK BOX CORP COM 091826107 205 4,581 X 4,581 BLACK BOX CORP DEL COM COM 091826107 146 3,267 X 3,267 BLACK HILLS CORP COM 092113109 169 6,373 X 6,373 BLACK HILLS CORP COM 092113109 115 4,324 X 4,324 BLOCK H + R INC COM 093671105 2,513 62,500 X 62,500 BLOCK H & R INC COM COM 093671105 2,127 52,903 X 52,903 BLYTH INC COM 09643P108 206 7,681 X 7,681 BLYTH INC COM COM 09643P108 139 5,211 X 5,211 BOB EVANS FARMS INC COM 096761101 194 8,314 X 8,314 BOB EVANS FARMS INC COM 096761101 132 5,641 X 5,641 BOCA RESORTS INC CL A 09688T106 69 6,449 X 6,449 BOCA RESORTS INC CL A CL A 09688T106 49 4,601 X 4,601 BOEING CO COM 097023105 9,478 287,299 X 287,299 BOEING CO COM COM 097023105 10,396 315,125 X 315,125 BOISE CASCADE CORP COM 097383103 500 19,827 X 19,827 BOISE CASCADE CORP COM COM 097383103 479 19,002 X 19,002 BOMBAY COMPANY INC COM 097924104 37 7,481 X 7,481 BOMBAY CO COM 097924104 32 6,473 X 6,473 BORLAND SOFTWARE CORP COM 099849101 169 13,706 X 13,706 BORLAND SOFTWARE CORP COM COM 099849101 120 9,778 X 9,778 BOSTON SCIENTIFIC CORP COM 101137107 5,929 139,440 X 139,440 BOSTON SCIENTIFIC CORP COM COM 101137107 5,061 119,016 X 119,016 BOWNE + CO INC COM 103043105 90 7,572 X 7,572 BOWNE & CO INC COM COM 103043105 65 5,401 X 5,401 BOYD GAMING CORP COM 103304101 99 7,019 X 7,019 BOYD GAMING CORP COM 103304101 70 5,007 X 5,007 BRADY CORP CL A 104674106 139 4,155 X 4,155 BRADY CORPORATION CL A COM CL A 104674106 99 2,963 X 2,963 BRANDYWINE RLTY TR SH BEN I105368203 131 6,026 X 6,026 BRANDYWINE RLTY TR SH BEN INT SH BEN I105368203 94 4,299 X 4,299 BRIGGS + STRATTON CORP COM 109043109 208 4,893 X 4,893 BRIGGS & STRATTON CORP COM 109043109 148 3,490 X 3,490 BRISTOL MYERS SQUIBB CO COM 110122108 15,335 662,404 X 662,404 BRISTOL MYERS SQUIBB CO COM COM 110122108 13,418 579,630 X 579,630 BROADCOM CORP CL A 111320107 1,427 94,762 X 94,762 BROADCOM CORP CL A COM CL A 111320107 2,361 156,763 X 156,763 BROADWING INC COM 111620100 152 43,297 X 43,297 BROADWING INC COM COM 111620100 109 30,890 X 30,890 BROOKLINE BANCORP INC DEL COM 11373M107 154 12,957 X 12,957 BROOKLINE BANCORP INC DEL COM 11373M107 113 9,457 X 9,457 BROOKS PRI AUTOMATION INC COM 11442E102 88 7,643 X 7,643 BROOKS PRI AUTOMATION INC COM 11442E102 62 5,452 X 5,452 BROWN FORMAN CORP CL B 115637209 1,521 23,270 X 23,270 BROWN FORMAN CORP CL B CL B 115637209 1,282 19,622 X 19,622 BROWN TOM INC COM NEW 115660201 199 7,942 X 7,942 BROWN TOM INC NEW COM COM NEW 115660201 135 5,389 X 5,389 BRUNSWICK CORP COM 117043109 609 30,671 X 30,671 BRUNSWICK CORP COM COM 117043109 667 33,596 X 33,596 BURLINGTON NORTHN SANTA FE COM 12189T104 3,343 128,541 X 128,541 BURLINGTON NORTH SANTA FE CORP COM 12189T104 3,775 145,140 X 145,140 BURLINGTON RES INC COM 122014103 2,922 68,521 X 68,521 BURLINGTON RES INC COM COM 122014103 3,202 75,071 X 75,071 C+D TECHNOLOGIES COM 124661109 104 5,870 X 5,870 C & D TECHNOLOGIES INC COM COM 124661109 74 4,187 X 4,187 CBL + ASSOC PPTYS INC COM 124830100 193 4,811 X 4,811 CBL & ASSOC PPTYS INC COM COM 124830100 131 3,264 X 3,264 C COR NET CORPORATION COM 125010108 24 7,114 X 7,114 C COR ELECTRS INC COM 125010108 17 5,075 X 5,075 CH ENERGY GROUP INC COM 12541M102 181 3,890 X 3,890 CH ENERGY GROUP INC COM COM 12541M102 123 2,638 X 2,638 CIGNA CORP COM 125509109 1,973 47,985 X 47,985 CIGNA CORP COM COM 125509109 2,149 52,270 X 52,270 CKE RESTAURANTS INC COM 12561E105 49 11,491 X 11,491 CKE RESTAURANTS INC COM COM 12561E105 35 8,198 X 8,198 CLECO CORP NEW COM 12561W105 128 9,174 X 9,174 CLECO CORP NEW COM COM 12561W105 92 6,545 X 6,545 CMS ENERGY CORP COM 125896100 430 45,602 X 45,602 CMS ENERGY CORP COM COM 125896100 495 52,404 X 52,404 CSK AUTO CORP COM 125965103 67 6,117 X 6,117 CSK AUTO CORP COM COM 125965103 51 4,597 X 4,597 CNET NETWORKS INC COM 12613R104 76 28,053 X 28,053 CNET NETWORKS INC COM COM 12613R104 54 20,014 X 20,014 CSX CORP COM 126408103 2,048 72,341 X 72,341 CSX CORP COM COM 126408103 2,278 80,449 X 80,449 CTS CORP COM 126501105 52 6,740 X 6,740 CTS CORP COM 126501105 37 4,809 X 4,809 CVB FINL CORP COM 126600105 151 5,957 X 5,957 CVB FINL CORP COM 126600105 108 4,250 X 4,250 CVS CORP COM 126650100 3,334 133,511 X 133,511 CVS CORP COM 126650100 3,723 149,084 X 149,084 CABLEVISION NY GRP CL A COM CL A NY 12686C109 3,492 208,617 X 208,617 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 59 10,023 X 10,023 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 42 7,150 X 7,150 CABOT OIL + GAS CORP COM 127097103 155 6,267 X 6,267 CABOT OIL & GAS CORP COM COM 127097103 111 4,471 X 4,471 CABOT MICROELECTRONICS CORP COM 12709P103 254 5,383 X 5,383 CABOT MICROELECTRONICS CORP COM 12709P103 172 3,652 X 3,652 CACI INTL INC CL A 127190304 229 6,424 X 6,424 CACI INTL INC CL A CL A 127190304 163 4,582 X 4,582 CADENCE DESIGN SYS INC COM COM 127387108 676 57,300 X 57,300 CAL DIVE INTL INC COM 127914109 205 8,732 X 8,732 CAL DIVE INTL INC COM COM 127914109 139 5,925 X 5,925 CALGON CARBON CORP COM 129603106 37 7,568 X 7,568 CALGON CARBON CORP COM COM 129603106 27 5,399 X 5,399 CALPINE CORP COM 131347106 371 113,793 X 113,793 CALPINE CORP COM COM 131347106 448 137,557 X 137,557 CAMBREX CORP COM 132011107 161 5,340 X 5,340 CAMBREX CORP COM COM 132011107 109 3,624 X 3,624 CAMPBELL SOUP CO COM 134429109 3,279 139,731 X 139,731 CAMPBELL SOUP CO COM COM 134429109 2,816 119,995 X 119,995 CAPITAL ONE FINL CORP COM 14040H105 2,274 76,516 X 76,516 CAPITAL ONE FINL CORP COM 14040H105 2,454 82,578 X 82,578 CAPSTONE TURBINE CORP COM 14067D102 17 18,438 X 18,438 CAPSTONE TURBINE CORP COM COM 14067D102 8 8,920 X 8,920 CARAUSTAR INDS INC COM 140909102 56 5,958 X 5,958 CARAUSTAR INDS INC COM 140909102 40 4,251 X 4,251 CARDIA SCIENCE INC COM NEW 141410209 27 12,397 X 12,397 CARDIAC SCIENCE INC COM NEW COM NEW 141410209 21 9,579 X 9,579 CARDINAL HEALTH INC COM 14149Y108 8,949 151,185 X 151,185 CARDINAL HEALTH INC COM COM 14149Y108 8,751 147,845 X 147,845 CARDIODYNAMICS INTL CORP COM 141597104 22 7,224 X 7,224 CARDIODYNAMICS INTL CORP COM 141597104 16 5,236 X 5,236 CARLISLE COS INC COM 142339100 299 7,218 X 7,218 CARLISLE COS INC COM COM 142339100 203 4,897 X 4,897 CARNIVAL CORP COM 143658102 4,985 199,783 X 199,783 CARNIVAL CORP COM COM 143658102 7,261 291,032 X 291,032 CASEYS GEN STORES INC COM 147528103 107 8,795 X 8,795 CASEYS GEN STORES INC COM 147528103 77 6,275 X 6,275 CATERPILLAR INC COM 149123101 5,406 118,250 X 118,250 CATERPILLAR INC COM 149123101 5,923 129,547 X 129,547 CATHAY BANCORP INC COM 149150104 132 3,487 X 3,487 CATHAY BANCORP INC COM COM 149150104 94 2,487 X 2,487 CELL GENESYS INC COM 150921104 83 7,430 X 7,430 CELL GENESYS INC COM COM 150921104 40 3,543 X 3,543 CELL GENESYS INC COM COM 150921104 59 5,301 X 5,301 CELL THERAPEUTICS INC COM 150934107 58 7,937 X 7,937 CELL THERAPEUTICS INC CDT COM COM 150934107 39 5,352 X 5,352 CEMEX S A SPON ADR151290889 1,352 62,872 X 62,872 CENDANT CORP COM 151313103 3,676 350,722 X 350,722 CENDANT CORP COM COM 151313103 4,074 388,759 X 388,759 CENTERPOINT ENERGY INC COM 15189T107 845 99,460 X 99,460 CENTERPOINT ENERGY INC COM 15189T107 962 113,119 X 113,119 CENTEX CORP COM 152312104 1,047 20,851 X 20,851 CENTEX CORP COM COM 152312104 1,151 22,924 X 22,924 CENTURYBUSINESS SVCS INC COM 156490104 47 17,801 X 17,801 CENTURY BUSINESS INC COM COM 156490104 34 12,732 X 12,732 CENTURYTEL INC COM 156700106 1,415 48,152 X 48,152 CENTURYTEL INC COM COM 156700106 1,570 53,423 X 53,423 CEPHEID COM 15670R107 39 7,727 X 7,727 CEPHEID COM COM 15670R107 22 4,235 X 4,235 CERES GROUP INC COM 156772105 37 19,153 X 19,153 CHAMPION ENTERPRISES INC COM 158496109 31 11,017 X 11,017 CHAMPION ENTERPRISES INC COM COM 158496109 22 7,860 X 7,860 CHARTER ONE FINL INC COM 160903100 2,218 77,212 X 77,212 CHARTER ONE FINL INC COM 160903100 2,409 83,839 X 83,839 CHARTER MUN MTG ACCEP CO SH BEN I160908109 170 9,784 X 9,784 CHARTER MUN MTG ACCEP CO SH BEN I160908109 115 6,639 X 6,639 CHARMING SHOPPES INC COM 161133103 107 25,551 X 25,551 CHARMING SHOPPES INC PA COM COM 161133103 80 19,155 X 19,155 CHECKFREE CORP NEW COM COM 162813109 736 46,000 X 46,000 CHECKPOINT SYS INC COM 162825103 75 7,269 X 7,269 CHECKPOINT SYS INC COM COM 162825103 54 5,186 X 5,186 CHELSEA PPTY GROUP INC COM 163421100 238 7,131 X 7,131 CHELSEA PPTY GROUP INC COM COM 163421100 163 4,882 X 4,882 CHEMICAL FINL CORP COM 163731102 164 5,096 X 5,096 CHEMICAL FINL CORP COM COM 163731102 117 3,635 X 3,635 CHESAPEAKE ENERGY CORP COM 165167107 261 33,697 X 33,697 CHESAPEAKE ENERGY CORP COM COM 165167107 177 22,865 X 22,865 CHEVRONTEXACO CORP COM 166764100 24,262 364,946 X 364,946 CHEVRONTEXACO CORP COM COM 166764100 26,571 399,682 X 399,682 CHIPPAC INC CL A 169657103 41 11,533 X 11,533 CHIPPAC INC CL A CL A 169657103 28 7,780 X 7,780 CHIQUITA BRANDS INTL INC COM 170032809 108 8,118 X 8,118 CHIQUITA BRANDS INTL INC COM 170032809 77 5,791 X 5,791 CHIRON CORP COM 170040109 2,434 64,721 X 64,721 CHIRON CORP COM COM 170040109 2,063 54,877 X 54,877 CHITTENDEN CORP COM 170228100 180 7,058 X 7,058 CHITTENDEN CORP COM 170228100 122 4,789 X 4,789 CHUBB CORP COM 171232101 3,048 58,399 X 58,399 CHUBB CORP COM COM 171232101 3,327 63,743 X 63,743 CIBER INC COM 17163B102 61 11,830 X 11,830 CIBER INC COM COM 17163B102 46 8,976 X 8,976 CIENA CORP COM 171779101 758 147,473 X 147,473 CIENA CORP COM COM 171779101 834 162,256 X 162,256 CINCINNATI FINL CORP COM 172062101 2,075 55,272 X 55,272 CINCINNATI FINL CORP COM COM 172062101 2,268 60,395 X 60,395 CINERGY CORP COM 172474108 1,969 58,403 X 58,403 CINERGY CORP COM COM 172474108 2,160 64,049 X 64,049 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 36 10,534 X 10,534 CIPHERGEN BIOSYSTEMS INC COM COM 17252Y104 9 2,542 X 2,542 CIRCUIT CITY STORES INC COM 172737108 530 71,482 X 71,482 CIRCUIT CITY GROUP COM COM 172737108 585 78,899 X 78,899 CIRRUS LOGIC INC COM 172755100 47 16,408 X 16,408 CIRRUS LOGIC INC COM COM 172755100 34 11,705 X 11,705 CISCO SYS INC COM 17275R102 32,338 2,468,533 X 2,468,533 CISCO SYS INC COM COM 17275R102 33,737 2,575,313 X 2,575,313 CINTAS CORP COM 172908105 2,647 57,861 X 57,861 CINTAS CORP COM 172908105 2,271 49,639 X 49,639 CITIGROUP INC COM 172967101 61,753 1,754,853 X 1,754,853 CITIGROUP INC COM COM 172967101 73,557 2,090,279 X 2,090,279 CITIZENS COMMUNICATIONS CO COM 17453B101 1,013 95,996 X 95,996 CITIZENS COMMUNICATIONS CO COM 17453B101 1,099 104,145 X 104,145 CITRIX SYS INC COM 177376100 701 56,898 X 56,898 CITRIX SYS INC COM COM 177376100 615 49,902 X 49,902 CLAIRE S STORES INC COM 179584107 211 9,564 X 9,564 CLAIRES STORES INC COM COM 179584107 151 6,823 X 6,823 CLARCOR INC COM 179895107 181 5,613 X 5,613 CLARCOR INC COM 179895107 129 4,004 X 4,004 CLARK / BARDES INC COM 180668105 62 3,203 X 3,203 CLARK/BARDES INC COM COM 180668105 44 2,285 X 2,285 CLARK / BARDES INC COM COM 180668105 7,671 398,500 X 398,500 CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,832 210,025 X 210,025 CLEAR CHANNEL COMMUNICATIONS COM 184502102 10,608 284,460 X 284,460 CLOROX CO COM 189054109 3,101 75,173 X 75,173 CLOROX CO COM COM 189054109 2,659 64,457 X 64,457 COCA COLA CO COM 191216100 37,141 847,188 X 847,188 COCA COLA CO COM COM 191216100 33,679 768,215 X 768,215 COCA COLA ENTERPRISES INC COM 191219104 3,357 154,545 X 154,545 COCA COLA ENTERPRISES INC COM COM 191219104 3,648 167,945 X 167,945 COGNEX CORP COM 192422103 140 7,593 X 7,593 COGNEX CORP COM COM 192422103 100 5,416 X 5,416 COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 133 1,843 X 1,843 COGNIZANT TECH SOLUTIONS CL A CL A 192446102 95 1,315 X 1,315 COHERENT INC COM 192479103 130 6,530 X 6,530 COHERENT INC COM COM 192479103 93 4,659 X 4,659 COLGATE PALMOLIVE CO COM 194162103 9,642 183,903 X 183,903 COLGATE PALMOLIVE CO COM 194162103 9,338 178,112 X 178,112 COLUMBIA LABS INC COM 197779101 20 5,914 X 5,914 COLUMBIA LABS INC COM 197779101 15 4,394 X 4,394 COLUMBUS MCKINNON CORP NY COM 199333105 34 9,026 X 9,026 COLUMBUS MCKINNON CORP N Y COM COM 199333105 6 1,517 X 1,517 COMFORT SYS USA INC COM 199908104 29 8,557 X 8,557 COMFORT SYSTEMS USA INC COM 199908104 20 6,105 X 6,105 COMCAST CORP NEW CL A 20030N101 18,586 788,552 X 788,552 COMCAST CORP NEW CL A CL A 20030N101 20,325 862,346 X 862,346 COMCAST CORP NEW CL A SPL CL A SPL20030N200 881 39,000 X 39,000 COMERICA INC COM 200340107 2,595 60,022 X 60,022 COMERICA INC COM COM 200340107 2,826 65,357 X 65,357 COMMERCE GROUP INC MASS COM 200641108 218 5,828 X 5,828 COMMERCE GROUP INC MASS COM 200641108 148 3,955 X 3,955 COMMERCIAL FED CORP COM 201647104 252 10,771 X 10,771 COMMERCIAL FED CORP COM COM 201647104 171 7,309 X 7,309 COMMERCIAL NET LEASE RLTY INC COM 202218103 127 8,276 X 8,276 COMMERCIAL NET LEASE RLTY INC COM 202218103 91 5,904 X 5,904 COMMSCOPE INC COM 203372107 92 11,661 X 11,661 COMMSCOPE INC COM COM 203372107 66 8,319 X 8,319 COMMUNITY FIRST BANKSHARES INC COM 203902101 251 9,479 X 9,479 COMMUNITY FIRST BANKSHARES INC COM 203902101 170 6,431 X 6,431 COMPANHIA VALE DO RIO DOCE SPONSORE204412209 876 30,300 X 30,300 COMPUTER ASSOC INTL INC COM 204912109 2,609 193,252 X 193,252 COMPUTER ASSOC INTL INC COM COM 204912109 2,901 214,854 X 214,854 COMPUTER NETWORK TECHNOLOGY COM 204925101 46 6,494 X 6,494 COMPUTER NETWORK TECHNOLOGY CO COM 204925101 30 4,181 X 4,181 COMPUTER SCIENCES CORP COM 205363104 2,005 58,211 X 58,211 COMPUTER SCIENCES CORP COM COM 205363104 2,217 64,356 X 64,356 COMPUWARE CORP COM 205638109 611 127,198 X 127,198 COMPUWARE CORP COM 205638109 672 139,989 X 139,989 COMVERSE TECHNOLOGY INC COM PAR 205862402 638 63,644 X 63,644 COMVERSE TECHNOLOGY INC COM PAR 205862402 684 68,257 X 68,257 CONAGRA INC COM 205887102 4,577 182,998 X 182,998 CONAGRA FOODS INC COM COM 205887102 4,990 199,507 X 199,507 COMPUTER HORIZONS CORP COM 205908106 23 7,095 X 7,095 COMPUTER HORIZONS CORP COM COM 205908106 17 5,061 X 5,061 CONCORD EFS INC COM 206197105 2,737 173,913 X 173,913 CONCORD EFS INC COM COM 206197105 4,349 276,319 X 276,319 CONCURRENT COMPUTER CORP COM 206710204 40 13,987 X 13,987 CONCURRENT COMPUTER CORP NEW COM 206710204 29 10,010 X 10,010 CONMED CORP COM 207410101 119 6,094 X 6,094 CONMED CORP COM COM 207410101 85 4,347 X 4,347 CONNETICS CORP COM 208192104 83 6,924 X 6,924 CONNETICS CORP COM COM 208192104 59 4,939 X 4,939 CONOCOPHILLIPS COM 20825C104 11,191 231,269 X 231,269 CONOCOPHILLIPS COM 20825C104 12,247 253,098 X 253,098 CONSOLIDATED EDISON COM 209115104 3,152 73,601 X 73,601 CONSOLIDATED EDISON COM 209115104 3,438 80,298 X 80,298 CONSTELLATION ENERGY GROUP INC COM 210371100 1,554 55,876 X 55,876 CONSTELLATION ENGY GRP INC COM COM 210371100 1,687 60,638 X 60,638 CONVERGYS CORP COM 212485106 892 58,898 X 58,898 CONVERGYS CORP COM COM 212485106 966 63,769 X 63,769 COOPER COS INC COM NEW 216648402 172 6,886 X 6,886 COOPER COS INC COM NEW COM NEW 216648402 123 4,912 X 4,912 COOPER TIRE + RUBR CO COM 216831107 382 24,912 X 24,912 COOPER TIRE & RUBR CO COM 216831107 347 22,613 X 22,613 COORS ADOLPH CO CL B 217016104 753 12,289 X 12,289 COORS ADOLPH CO CL B CL B 217016104 828 13,512 X 13,512 CORINTHIAN COLLEGES INC COM 218868107 341 8,995 X 8,995 CORINTHIAN COLLEGES INC COM COM 218868107 231 6,103 X 6,103 CORIXA CORP COM 21887F100 57 8,843 X 8,843 CORIXA CORP COM COM 21887F100 47 7,423 X 7,423 CORN PRODUCTS INTL INC COM 219023108 242 8,016 X 8,016 CORN PRODS INTL INC COM COM 219023108 164 5,439 X 5,439 CORNERSTONE RLTY INCOME TR INC COM 21922V102 86 10,849 X 10,849 CORNERSTONE RLTY INCOME TR INC COM 21922V102 62 7,740 X 7,740 CORNING INC COM 219350105 1,298 392,224 X 392,224 CORNING INC COM COM 219350105 1,823 550,710 X 550,710 CORPORATE EXECUTIVE BRD CO COM 21988R102 281 8,790 X 8,790 CORPORATE EXECUTIVE BD CO COM COM 21988R102 190 5,964 X 5,964 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 109 6,335 X 6,335 CORRECTIONS CORP AMER NEW COM COM NEW 22025Y407 78 4,519 X 4,519 COST PLUS INC CALIF COM 221485105 125 4,366 X 4,366 COST PLUS INC CALIF COM 221485105 89 3,114 X 3,114 COSTCO WHSL CORP NEW COM 22160K105 4,391 156,488 X 156,488 COSTCO WHSL CORP NEW COM COM 22160K105 4,798 170,975 X 170,975 COUNTRYWIDE FINL CORP COM 222372104 2,230 43,179 X 43,179 COUNTRYWIDE FINANCIAL CORP COM COM 222372104 2,452 47,480 X 47,480 COVANCE INC COM 222816100 346 14,071 X 14,071 COVANCE INC COM COM 222816100 247 10,038 X 10,038 COX COMMUNICATIONS INC CL A CL A 224044107 1,309 46,100 X 46,100 CRANE CO COM 224399105 406 20,357 X 20,357 CRANE CO COM 224399105 368 18,466 X 18,466 CRAWFORD + CO CL B 224633107 30 6,004 X 6,004 CRAWFORD & CO CL B CL B 224633107 21 4,284 X 4,284 CRAY INC COM 225223106 71 9,257 X 9,257 CRAY INC COM COM 225223106 58 7,620 X 7,620 CREDENCE SYSTEMS CORP COM 225302108 132 14,197 X 14,197 CREDENCE SYS CORP COM 225302108 91 9,759 X 9,759 CREE INC COM 225447101 269 16,461 X 16,461 CREE INC COM COM 225447101 192 11,743 X 11,743 CROMPTON CORP COM 227116100 161 26,987 X 26,987 CROMPTON CORP COM COM 227116100 109 18,311 X 18,311 CROSS CNTRY INC COM 22748P105 92 6,605 X 6,605 CROSS CTRY INC COM COM 22748P105 73 5,201 X 5,201 CROWN CASTLE INTL CORP COM 228227104 182 48,624 X 48,624 CROWN CASTLE INTL CORP COM COM 228227104 124 32,993 X 32,993 CROWN CORK + SEAL INC COM 228255105 301 37,873 X 37,873 CROWN CORK & SEAL INC COM COM 228255105 204 25,699 X 25,699 CUBIST PHARMACEUTICALS INC COM 229678107 50 6,112 X 6,112 CUBIST PHARMACEUTICALS INC COM 229678107 36 4,360 X 4,360 CUMMINS INC COM 231021106 397 14,102 X 14,102 CUMMINS INC COM COM 231021106 360 12,806 X 12,806 CURAGEN CORP COM 23126R101 45 9,682 X 9,682 CURAGEN CORP COM COM 23126R101 32 6,970 X 6,970 CURTISS WRIGHT CORP COM 231561101 150 2,348 X 2,348 CURTISS WRIGHT CORP COM 231561101 107 1,675 X 1,675 CYTEC INDS INC COM 232820100 257 9,423 X 9,423 CYTEC INDS INC COM COM 232820100 174 6,394 X 6,394 DQE COM 23329J104 244 16,005 X 16,005 DQE INC COM COM 23329J104 176 11,533 X 11,533 DRS TECHNOLOGIES INC COM 23330X100 154 4,925 X 4,925 DRS TECHNOLOGIES INC COM COM 23330X100 83 2,663 X 2,663 DSP GROUP INC COM 23332B106 97 6,111 X 6,111 DSP GROUP INC COM COM 23332B106 69 4,359 X 4,359 DTE ENERGY CO COM 233331107 2,685 57,864 X 57,864 DTE ENERGY CO COM COM 233331107 2,905 62,604 X 62,604 DANA CORP COM 235811106 595 50,609 X 50,609 DANA CORP COM 235811106 651 55,336 X 55,336 DANAHER CORP COM 235851102 3,431 52,229 X 52,229 DANAHER CORP COM COM 235851102 6,427 97,825 X 97,825 DARDEN RESTAURANTS INC COM 237194105 1,206 58,987 X 58,987 DARDEN RESTAURANTS INC COM 237194105 1,313 64,200 X 64,200 DECODE GENETICS INC COM 243586104 16 8,629 X 8,629 DECODE GENETICS INC COM 243586104 13 6,823 X 6,823 DEERE + CO COM 244199105 3,762 82,057 X 82,057 DEERE & CO COM COM 244199105 4,112 89,693 X 89,693 DEL MONTE FOODS CO COM 24522P103 328 42,549.7 X 42,550 DEL MONTE FOODS CO COM COM 24522P103 67 8,737 X 8,737 DELL COMPUTER CORP COM 247025109 23,644 884,205 X 884,205 DELL COMPUTER CORP COM COM 247025109 21,602 807,870 X 807,870 DELPHI CORP COM 247126105 1,487 184,777 X 184,777 DELPHI CORPORATION COM 247126105 1,716 213,130 X 213,130 DELTA + PINE LD CO COM 247357106 169 8,301 X 8,301 DELTA & PINE LAND CO COM 247357106 121 5,922 X 5,922 DELTA AIR LINES INC COM 247361108 508 41,978 X 41,978 DELTA AIR LINES INC DEL COM COM 247361108 568 46,902 X 46,902 DELUXE CORP COM 248019101 909 21,599 X 21,599 DELUXE CORP COM COM 248019101 778 18,478 X 18,478 DENDRITE INTL INC COM 248239105 52 6,998 X 6,998 DENDRITE INTERNATIONAL INC COM 248239105 37 4,992 X 4,992 DEVON ENERGY CORPORATION NEW COM 25179M103 2,494 54,328 X 54,328 DEVON ENERGY CORP NEW COM COM 25179M103 2,686 58,526 X 58,526 DIGITAL INSIGHT CORP COM 25385P106 55 6,383 X 6,383 DIGITAL INSIGHT CORP COM COM 25385P106 40 4,554 X 4,554 DIGITAL RIV INC COM 25388B104 72 6,055 X 6,055 DIGITAL RIV INC COM COM 25388B104 52 4,320 X 4,320 DIGITAS INC COM 25388K104 37 10,677 X 10,677 DILLARDS INC CL A 254067101 455 28,667 X 28,667 DILLARDS INC CL A COM CL A 254067101 433 27,326 X 27,326 DIMON INC COM 254394109 56 9,317 X 9,317 DIMON INC COM COM 254394109 40 6,646 X 6,646 DIONEX CORP COM 254546104 117 3,951 X 3,951 DIONEX CORP COM 254546104 84 2,818 X 2,818 DISCOVERY PARTNERS INTL INC COM 254675101 31 11,089 X 11,089 DISCOVERY PARTNERS INTL INC COM 254675101 11 3,784 X 3,784 DISNEY WALT CO COM DISN254687106 11,387 698,190 X 698,190 DISNEY WALT CO COM COM DISN254687106 13,689 839,284 X 839,284 DOCUMENTUM INC COM 256159104 140 8,941 X 8,941 DOCUMENTUM INC COM COM 256159104 100 6,379 X 6,379 DOLLAR GEN CORP COM 256669102 1,355 113,386 X 113,386 DOLLAR GEN CORP COM COM 256669102 1,173 98,124 X 98,124 DOLLAR TREE STORES INC COM 256747106 496 20,200 X 20,200 DOMINION RES INC VA NEW COM 25746U109 5,763 104,966 X 104,966 DOMINION RES INC VA NEW COM COM 25746U109 6,342 115,512 X 115,512 DONNELLEY R R + SONS CO COM 257867101 840 38,584 X 38,584 DONNELLEY R R & SONS CO COM COM 257867101 926 42,554 X 42,554 DOUBLECLICK INC COM 258609304 152 26,810 X 26,810 DOUBLECLICK INC COM COM 258609304 108 19,127 X 19,127 DOVER CORP COM 260003108 2,014 69,071 X 69,071 DOVER CORP COM COM 260003108 2,228 76,411 X 76,411 DOVER MOTORSPORTS INC COM 260174107 37 7,901 X 7,901 DOVER MOTORSPORTS INC COM 260174107 14 3,028 X 3,028 DOW CHEM CO COM 260543103 9,245 311,289 X 311,289 DOW CHEM CO COM COM 260543103 10,118 340,664 X 340,664 DOW JONES + CO INC COM 260561105 1,240 28,690 X 28,690 DOW JONES & CO INC COM COM 260561105 1,086 25,118 X 25,118 DU PONT E I DE NEMOURS + CO COM 263534109 14,395 339,500 X 339,500 DU PONT E I DE NEMOURS & CO COM 263534109 15,749 371,427 X 371,427 DUKE ENERGY CO COM 264399106 5,961 305,090 X 305,090 DUKE ENERGY CORP COM COM 264399106 6,517 333,528 X 333,528 DURECT CORP INC COM 266605104 11 5,578 X 5,578 DURECT CORP COM COM 266605104 9 4,447 X 4,447 DYCOM INDS INC COM 267475101 143 10,808 X 10,808 DYCOM INDS INC COM 267475101 102 7,710 X 7,710 DYNEGY INC NEW CL A 26816Q101 137 116,315 X 116,315 DYNEGY INC NEW CL A CL A 26816Q101 151 128,070 X 128,070 EGL INC COM 268484102 111 7,797 X 7,797 EGL INC COM COM 268484102 79 5,562 X 5,562 EMC CORP COM 268648102 4,597 748,649 X 748,649 EMC CORP MASS COM 268648102 5,052 822,772 X 822,772 EOG RESOURCES INC COM 26875P101 1,578 39,528 X 39,528 EOG RES INC COM COM 26875P101 1,734 43,436 X 43,436 E PIPHANY INC COM 26881V100 59 14,166 X 14,166 E PIPHANY INC COM COM 26881V100 42 10,107 X 10,107 ESS TECHNOLOGY INC COM 269151106 45 7,230 X 7,230 ESS TECHNOLOGY INC COM COM 269151106 32 5,157 X 5,157 EARTHLINK INC COM 270321102 154 28,261 X 28,261 EARTHLINK INC COM COM 270321102 110 20,162 X 20,162 EARTHSHELL CORP COM 27032B100 25 43,590 X 43,590 EARTHSHELL CORP COM COM 27032B100 6 10,653 X 10,653 EAST WEST BANCORP INC COM 27579R104 202 5,611 X 5,611 EAST WEST BANCORP INC COM COM 27579R104 137 3,806 X 3,806 EASTMAN CHEM CO COM 277432100 968 26,328 X 26,328 EASTMAN CHEM CO COM COM 277432100 1,047 28,475 X 28,475 EASTMAN KODAK CO COM 277461109 3,479 99,288 X 99,288 EASTMAN KODAK CO COM COM 277461109 3,832 109,362 X 109,362 EATON CORP COM 278058102 1,919 24,570 X 24,570 EATON CORP COM 278058102 2,059 26,360 X 26,360 EBAY INC COM 278642103 7,154 105,481 X 105,481 EBAY INC COM COM 278642103 9,884 145,743 X 145,743 ECLIPSYS CORP COM 278856109 42 7,812 X 7,812 ECLIPSYS CORP COM COM 278856109 30 5,572 X 5,572 ECOLAB INC COM 278865100 2,227 44,996 X 44,996 ECOLAB INC COM COM 278865100 1,906 38,506 X 38,506 EDISON INTL COM 281020107 1,315 110,984 X 110,984 EDISON INTL COM COM 281020107 1,471 124,160 X 124,160 EFUNDS CORP COM 28224R101 96 10,532 X 10,532 EFUNDS CORP COM COM 28224R101 68 7,514 X 7,514 EL PASO CORP COM 28336L109 1,389 199,541 X 199,541 EL PASO CORP COM COM 28336L109 1,512 217,297 X 217,297 EL PASO ELEC CO COM NEW 283677854 116 10,583 X 10,583 EL PASO ELEC CO COM NEW COM NEW 283677854 83 7,550 X 7,550 ELECTRO SCIENTIFIC INDS INC COM 285229100 124 6,216 X 6,216 ELECTRO SCIENTIFIC INDS INC COM 285229100 89 4,434 X 4,434 ELECTRONIC ARTS INC COM 285512109 2,403 48,274 X 48,274 ELECTRONIC ARTS COM 285512109 2,042 41,034 X 41,034 ELECTRONIC DATA SYS CORP NEW COM 285661104 3,007 163,178 X 163,178 ELECTRONIC DATA SYS CORP NEW COM 285661104 3,285 178,262 X 178,262 ELETRONICS FOR IMAGING INC COM 286082102 199 12,258 X 12,258 ELECTRONICS FOR IMAGING INC COM 286082102 142 8,744 X 8,744 EMCOR GROUP INC COM 29084Q100 187 3,533 X 3,533 EMCOR GROUP INC COM COM 29084Q100 127 2,397 X 2,397 EMERSON ELEC CO COM 291011104 7,343 144,414 X 144,414 EMERSON ELEC CO COM COM 291011104 6,303 123,946 X 123,946 ENERGEN CORP COM 29265N108 238 8,175 X 8,175 ENERGEN CORP COM 29265N108 161 5,546 X 5,546 ENGELHARD CORP COM 292845104 986 44,136 X 44,136 ENGELHARD CORP COM 292845104 1,072 47,973 X 47,973 ENTEGRIS INC COM 29362U104 107 10,371 X 10,371 ENTEGRIS INC COM COM 29362U104 76 7,399 X 7,399 ENTERASYS NETWORKS INC COM 293637104 57 36,515 X 36,515 ENTERASYS NETWORKS INC COM COM 293637104 41 26,050 X 26,050 ENTERCOM COMMUNICATIONS CORP CL A 293639100 995 21,200 X 21,200 ENTERGY CORP COM 29364G103 3,483 76,397 X 76,397 ENTERGY CORP NEW COM COM 29364G103 3,833 84,069 X 84,069 ENTRUST INC COM 293848107 36 10,831 X 10,831 ENTRUST INC COM COM 293848107 29 8,634 X 8,634 ENZON PHARMACEUTICALS INC COM 293904108 162 9,716 X 9,716 ENZON PHARMACEUTICALS INC COM 293904108 116 6,931 X 6,931 EQUIFAX INC COM 294429105 1,141 49,316 X 49,316 EQUIFAX INC COM COM 294429105 1,013 43,768 X 43,768 EQUITY INNS INC COM 294703103 55 9,150 X 9,150 EQUITY INNS INC COM COM 294703103 39 6,528 X 6,528 EQUITY OFFICE PPTYS TR COM 294741103 3,497 139,988 X 139,988 EQUITY OFFICE PPTYS TR COM COM 294741103 3,830 153,316 X 153,316 EQUITY RESIDENTIAL SH BEN I29476L107 2,299 93,538 X 93,538 EQUITY RESIDENTIAL SH SH BEN I29476L107 2,473 100,617 X 100,617 ESPERION THERAPEUTICS COM 29664R106 47 6,611 X 6,611 ESPERION THERAPEUTICS INC COM COM 29664R106 34 4,716 X 4,716 ESSEX PROPERTY TRUST COM 297178105 174 3,424 X 3,424 ESSEX PPTY TR COM 297178105 118 2,322 X 2,322 EVERGREEN RESOURCES COM NO P299900308 191 4,253 X 4,253 EVERGREEN RES INC NO PAR COM NO P299900308 137 3,057 X 3,057 EXAR CORP COM 300645108 109 8,828 X 8,828 EXAR CORP COM COM 300645108 78 6,298 X 6,298 EXELON CORP COM 30161N101 5,840 110,663 X 110,663 EXELON CORP COM COM 30161N101 6,405 121,375 X 121,375 EXELIXIS INC COM 30161Q104 82 10,195 X 10,195 EXELIXIS INC COM COM 30161Q104 58 7,274 X 7,274 EXPRESSJET HOLDINGS INC CL A 30218U108 70 6,787 X 6,787 EXPRESSJET HOLDINGS INC CL A CL A 30218U108 50 4,842 X 4,842 EXTREME NETWORKS INC COM 30226D106 76 23,278 X 23,278 EXTREME NETWORKS INC COM COM 30226D106 54 16,607 X 16,607 EXULT INC DEL COM 302284104 34 10,689 X 10,689 EXULT INC DEL COM COM 302284104 24 7,625 X 7,625 EXXON MOBIL CORP COM 30231G102 80,327 2,298,990 X 2,298,990 EXXON MOBIL CORP COM 30231G102 89,814 2,570,525 X 2,570,525 FBR ASSET INVT CORP COM 30241E303 187 5,523 X 5,523 FBR ASSET INVT CORP COM 30241E303 112 3,294 X 3,294 FLIR SYS INC COM 302445101 165 3,380 X 3,380 FLIR SYS INC COM 302445101 118 2,411 X 2,411 FMC CORP COM NEW 302491303 194 7,110 X 7,110 FMC CORP NEW COM COM NEW 302491303 132 4,824 X 4,824 FPL GROUP INC COM 302571104 3,750 62,358 X 62,358 FPL GROUP INC COM COM 302571104 4,129 68,668 X 68,668 FSI INTL INC COM 302633102 31 6,899 X 6,899 FSI INTL INC COM 302633102 19 4,166 X 4,166 FTI CONSULTING INC COM 302941109 200 4,980 X 4,980 FTI CONSULTING INC COM COM 302941109 141 3,522 X 3,522 FACTSET RESH SYS INC COM 303075105 133 4,706 X 4,706 FACTSET RESH SYS INC COM 303075105 95 3,357 X 3,357 FALCONSTOR SOFTWARE INC COM 306137100 30 7,693 X 7,693 FALCONSTOR SOFTWARE INC COM COM 306137100 21 5,489 X 5,489 FAMILY DLR STORES INC COM 307000109 1,840 58,961 X 58,961 FAMILY DLR STORES INC COM 307000109 1,572 50,354 X 50,354 FEDERAL HOME LN MTG CORP COM 313400301 14,036 237,695 X 237,695 FREDDIE MAC CORP COM COM 313400301 20,728 351,019 X 351,019 FEDERAL NATL MTG ASSN COM 313586109 21,899 340,422 X 340,422 FANNIE MAE COM 313586109 21,765 338,327 X 338,327 FEDERAL RLTY INVT TR SH BEN I313747206 258 9,159 X 9,159 FEDERAL RLTY INVT TR SHS BEN SH BEN I313747206 175 6,215 X 6,215 FEDERAL SIGNAL CORP COM 313855108 209 10,760 X 10,760 FEDERAL SIGNAL CORP COM 313855108 142 7,301 X 7,301 FEDERATED DEPT STORES INC DEL COM 31410H101 1,919 66,741 X 66,741 FEDERATED DEPT STORES INC COM (CHANG COM 31410H101 29 1,004 X 1,004 FEDERATED DEPT STORES INC COM (CHANG COM 31410H101 721 25,069 X 25,069 FEDERATED DEPT STORES INC DEL COM 31410H101 2,155 74,938 X 74,938 FEDEX CORP COM 31428X106 5,562 102,578 X 102,578 FEDEX CORP COM COM 31428X106 6,060 111,763 X 111,763 FELCOR LODGING TR INC COM 31430F101 132 11,557 X 11,557 FELCOR LODGING TR INC COM COM 31430F101 82 7,170 X 7,170 FERRO CORP COM 315405100 188 7,703 X 7,703 FERRO CORP COM COM 315405100 128 5,226 X 5,226 FIFTH THIRD BANCORP COM 316773100 11,594 198,025 X 198,025 FIFTH THIRD BANCORP COM 316773100 10,797 184,400 X 184,400 FILENET CORP COM 316869106 92 7,527 X 7,527 FILENET CORP COM 316869106 66 5,370 X 5,370 FINISAR CORP COM 31787A101 30 31,676 X 31,676 FINISAR CORP COM COM 31787A101 24 25,263 X 25,263 FIRST BANCORP P R COM 318672102 179 7,913 X 7,913 FIRST BANCORP PR COM COM 318672102 121 5,369 X 5,369 FIRST CHARTER CORP COM 319439105 125 6,967 X 6,967 FIRST CHARTER CORP COM 319439105 90 4,970 X 4,970 FIRST CTZNS BANCSHARES INC N C CL A 31946M103 133 1,373 X 1,373 FIRST CITIZENS BANCSHARES INC CL A 31946M103 94 978 X 978 FIRST COMWLTH FINL CORP PA COM 319829107 161 13,957 X 13,957 FIRST COMWLTH FINL CORP PA COM 319829107 109 9,470 X 9,470 FIRST DATA CORP COM 319963104 9,100 256,976 X 256,976 FIRST DATA CORP COM COM 319963104 10,136 286,256 X 286,256 FIRST FINL BANCORP COM 320209109 134 8,146 X 8,146 FIRST FINL BANCORP COM 320209109 95 5,811 X 5,811 FIRST TENN NATL CORP COM 337162101 1,552 43,188 X 43,188 FIRST TENN NATL CORP COM 337162101 1,694 47,125 X 47,125 FISERV INC COM 337738108 2,212 65,147 X 65,147 FISERV INC COM COM 337738108 2,250 66,273 X 66,273 FIRSTENERGY CORP COM 337932107 3,343 101,387 X 101,387 FIRSTENERGY CORP COM COM 337932107 3,676 111,503 X 111,503 FLEETBOSTON FINL CORP COM 339030108 8,716 358,692 X 358,692 FLEET BOSTON FINL CORP COM COM 339030108 9,567 393,689 X 393,689 FLEETWOOD ENTERPRISES INC COM 339099103 62 7,907 X 7,907 FLEETWOOD ENTERPRISES INC COM COM 339099103 44 5,641 X 5,641 FLEMING COS INC COM 339130106 68 10,359 X 10,359 FLEMING COS INC COM COM 339130106 49 7,464 X 7,464 FLORIDA EAST COAST IND INC CL A 340632108 119 5,146 X 5,146 FLORIDA EAST COAST INDS INC CL A 340632108 85 3,671 X 3,671 FLORIDA ROCK INDS INC COM 341140101 170 4,457 X 4,457 FLORIDA ROCK INDS INC COM 341140101 121 3,179 X 3,179 FLUOR CORP NEW COM 343412102 768 27,441 X 27,441 FLUOR CORP NEW COM COM 343412102 854 30,488 X 30,488 FOAMEX INTL INC COM 344123104 47 14,937 X 14,937 FOAMEX INTL INC COM COM 344123104 13 4,016 X 4,016 FOMENTO ECONOMICO MEXICANO SPON ADR344419106 1,176 32,300 X 32,300 FORD MTR CO DEL COM PAR 345370860 5,831 626,981 X 626,981 FORD MTR CO DEL COM PAR $0.01 COM PAR 345370860 6,392 687,330 X 687,330 FOREST LABS INC COM 345838106 6,073 61,832 X 61,832 FOREST LABS INC CL A COM COM 345838106 11,176 113,783 X 113,783 FORTUNE BRANDS INC COM 349631101 2,379 51,153 X 51,153 FORTUNE BRANDS INC COM COM 349631101 2,606 56,033 X 56,033 FOUNDRY NETWORKS INC COM 35063R100 137 19,449 X 19,449 FOUNDRY NETWORKS INC COM COM 35063R100 98 13,876 X 13,876 FRANKLIN RES INC COM 354613101 3,040 89,206 X 89,206 FRANKLIN RES INC COM COM 354613101 3,572 104,823 X 104,823 FREDS INC CL A 356108100 126 4,892 X 4,892 FREDS INC CL A CL A 356108100 90 3,489 X 3,489 FREEMARKETS INC COM 356602102 57 8,869 X 8,869 FREEMARKETS INC COM COM 356602102 41 6,328 X 6,328 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 825 49,158 X 49,158 FREEPORT MCMORAN COPPER B CL B 35671D857 705 42,036 X 42,036 FREMONT GEN CORP COM 357288109 59 13,192 X 13,192 FREMONT GEN CORP COM COM 357288109 42 9,412 X 9,412 FRONTIER AIRLS INC NEW COM 359065109 45 6,673 X 6,673 FRONTIER AIRLINES INC COM 359065109 32 4,761 X 4,761 FRONTIER OIL CORP COM 35914P105 102 5,899 X 5,899 FRONTIER OIL CORP COM COM 35914P105 72 4,209 X 4,209 FUELCELL ENERGY INC COM 35952H106 51 7,720 X 7,720 FUEL CELL ENERGY INC COM COM 35952H106 36 5,507 X 5,507 FULLER H B CO COM 359694106 174 6,732 X 6,732 FULLER H B CO COM COM 359694106 118 4,567 X 4,567 G + K SERVICES CL A 361268105 156 4,411 X 4,411 G & K SVCS INC CL A CL A 361268105 111 3,146 X 3,146 GABLES RESIDENTIAL TR SH BEN I362418105 166 6,648 X 6,648 GABLES RESIDENTIAL TR SHS BEN SH BEN I362418105 100 4,000 X 4,000 GANNETT INC COM 364730101 6,571 91,524 X 91,524 GANNETT INC COM COM 364730101 7,182 100,033 X 100,033 GAP INC COM 364760108 4,687 301,992 X 301,992 GAP INC COM COM 364760108 3,999 257,654 X 257,654 GARTNER INC COM 366651107 172 18,695 X 18,695 GARTNER INC COM 366651107 123 13,337 X 13,337 GATEWAY INC COM 367626108 345 109,800 X 109,800 GATEWAY INC COM 367626108 313 99,751 X 99,751 GENCORP INC COM 368682100 56 7,029 X 7,029 GENCORP INC COM 368682100 40 5,014 X 5,014 GENE LOGIC COM 368689105 38 6,085 X 6,085 GENE LOGIC INC COM 368689105 27 4,341 X 4,341 GENENTECH INC COM NEW 368710406 2,056 62,000 X 62,000 GENERALE CABLE CORP DEL NEW COM 369300108 28 7,483 X 7,483 GENERAL CABLE CORP DEL COM NEW COM 369300108 21 5,440 X 5,440 GENERAL COMMUNICATION INC CL A 369385109 63 9,347 X 9,347 GENERAL COMMUNICATION INC CL A CL A 369385109 45 6,668 X 6,668 GENERAL DYNAMICS CORP COM 369550108 5,453 68,708 X 68,708 GENERAL DYNAMICS CORP COM COM 369550108 5,977 75,301 X 75,301 GENERAL ELEC CO COM 369604103 82,787 3,399,871 X 3,399,871 GENERAL ELEC CO COM COM 369604103 76,172 3,128,223 X 3,128,223 GENERAL MLS INC COM 370334104 5,910 125,877 X 125,877 GENERAL MLS INC COM COM 370334104 5,695 121,297 X 121,297 GENERAL MTRS CORP COM 370442105 7,042 191,053 X 191,053 GENERAL MTRS CORP COM COM 370442105 7,720 209,449 X 209,449 GENERAL MOTORS CORP CL H NEW CL H NEW370442832 505 47,200 X 47,200 GENESIS HEALTH VENTURES INC COM 37183F107 98 6,322 X 6,322 GENESIS HEALTH VENTURES INC COM 37183F107 70 4,510 X 4,510 GENESIS MICROCHIP INC DEL COM 37184C103 90 6,904 X 6,904 GENESIS MICROCHIP INC COM 37184C103 64 4,925 X 4,925 GENTA INC COM NEW 37245M207 67 8,749 X 8,749 GENTA INC COM NEW COM NEW 37245M207 53 6,880 X 6,880 GENUINE PARTS CO COM 372460105 1,828 59,357 X 59,357 GENUINE PARTS CO COM COM 372460105 2,002 64,999 X 64,999 GENZYME CORP COM GENL372917104 2,154 72,846 X 72,846 GENZYME CORP COM COM GENL372917104 2,358 79,749 X 79,749 GENZYME CORP COM BIOS372917708 41 16,207 X 16,207 GENZYME CORP COM BIOSURGERY COM BIOS372917708 18 7,161 X 7,161 GEORGIA GULF CORP COM PAR 373200203 144 6,213 X 6,213 GEORGIA GULF CORP COM PAR COM PAR 373200203 103 4,432 X 4,432 GEORGIA PAC CORP COM 373298108 1,381 85,436 X 85,436 GEORGIA PAC CORP COM COM 373298108 1,506 93,186 X 93,186 GILLETTE CO COM 375766102 10,929 359,992 X 359,992 GILLETTE CO COM COM 375766102 9,373 308,731 X 308,731 GLIMCHER RLTY TR SH BEN I379302102 125 7,030 X 7,030 GLIMCHER RLTY TR SHS BEN INT SH BEN I379302102 85 4,770 X 4,770 GLOBAL INDUSTRIES INC COM 379336100 63 15,055 X 15,055 GLOBAL INDS LTD COM COM 379336100 45 10,740 X 10,740 GLOBESPAN VIRATA INC COM 37957V106 119 26,996 X 26,996 GLOBESPANVIRATA INC COM COM 37957V106 85 19,260 X 19,260 GOLD BANC CORP INC COM 379907108 66 6,689 X 6,689 GOLD BANC CORP INC COM COM 379907108 47 4,772 X 4,772 GOLDEN WEST FINL CORP DEL COM 381317106 3,788 52,744 X 52,744 GOLDEN WEST FINL CORP DEL COM COM 381317106 4,164 57,983 X 57,983 GOLDMAN SACHS GROUP INC COM 38141G104 11,109 163,129 X 163,129 GOLDMAN SACHS GROUP INC COM COM 38141G104 13,233 194,315 X 194,315 GOODRICH CORP COM 382388106 720 39,327 X 39,327 GOODRICH CORP COM 382388106 771 42,076 X 42,076 GOODYEAR TIRE AND RUBBER COM 382550101 379 55,622 X 55,622 GOODYEAR TIRE & RUBR CO COM COM 382550101 428 62,825 X 62,825 GRACE W R + CO DEL NEW COM 38388F108 29 14,806 X 14,806 GRACE WR & CO DEL NEW COM COM 38388F108 23 11,839 X 11,839 GRAFTECH INTL LTD COM 384313102 77 12,842 X 12,842 GRAFTECH INTERNATIONAL LTD COM 384313102 55 9,162 X 9,162 GRAINGER W W INC COM 384802104 1,644 31,894 X 31,894 GRAINGER W W INC COM COM 384802104 1,784 34,613 X 34,613 GRANITE CONSTR INC COM 387328107 112 7,254 X 7,254 GRANITE CONSTR INC COM COM 387328107 80 5,175 X 5,175 GREAT LAKES CHEMICAL CORP COM 390568103 620 25,984 X 25,984 GREAT LAKES CHEM CORP COM COM 390568103 514 21,540 X 21,540 GREY WOLF INC COM 397888108 151 37,807 X 37,807 GREY WOLF INC COM COM 397888108 108 26,972 X 26,972 GRIFFON CORP COM 398433102 81 5,981 X 5,981 GRIFFON CORP COM COM 398433102 58 4,266 X 4,266 GUCCI GROUP N V COM NY R401566104 2,571 28,067 X 28,067 GUIDANT CORP COM 401698105 3,215 104,224 X 104,224 GUIDANT CORP COM COM 401698105 2,742 88,888 X 88,888 HCA INC COM 404119109 7,267 175,114 X 175,114 HCA INC COM 404119109 7,070 170,357 X 170,357 HRPT PPTYS TR COM SH B40426W101 252 30,624 X 30,624 HRPT PPTYS TR COM SBI COM SH B40426W101 171 20,780 X 20,780 HALLIBURTON CO COM 406216101 2,777 148,398 X 148,398 HALLIBURTON CO COM COM 406216101 3,070 164,094 X 164,094 HANCOCK HLDG CO COM 410120109 134 3,009 X 3,009 HANCOCK HLDG CO COM 410120109 96 2,146 X 2,146 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 2,746 98,437 X 98,437 HANCOCK JOHN FINL SVCS INC COM COM 41014S106 3,018 108,172 X 108,172 HANDSPRING INC COM 410293104 10 10,083 X 10,083 HANOVER COMPRESSOR CO COM 410768105 100 10,912 X 10,912 HANOVER COMPRESSOR CO COM COM 410768105 71 7,785 X 7,785 HARLAND JOHN H CO COM 412693103 154 6,939 X 6,939 HARLAND JOHN H CO COM COM 412693103 104 4,709 X 4,709 HARLEY DAVIDSON INC COM 412822108 4,814 104,194 X 104,194 HARLEY DAVIDSON INC COM COM 412822108 4,097 88,689 X 88,689 HARLEYSVILLE GROUP INC COM 412824104 177 6,694 X 6,694 HARLEYSVILLE GROUP INC COM 412824104 126 4,775 X 4,775 HARMONIC INC COM 413160102 31 13,465 X 13,465 HARMONIC INC COM COM 413160102 25 10,897 X 10,897 HARRAHS ENTMT INC COM 413619107 1,546 39,050 X 39,050 HARRAHS ENTMT INC COM COM 413619107 1,659 41,883 X 41,883 HARRIS INTERACTIVE INC COM 414549105 25 8,363 X 8,363 HARRIS INTERACTIVE INC COM 414549105 21 6,971 X 6,971 HARTFORD FINANCIAL SVCS GRP COM 416515104 3,960 87,176 X 87,176 HARTFORD FINL SVCS GROUP INC COM 416515104 5,060 111,371 X 111,371 HARVARD BIOSCIENCE INC COM 416906105 35 10,749 X 10,749 HARVARD BIOSCIENCE INC COM 416906105 12 3,771 X 3,771 HARVEST NAT RES INC COM 41754V103 51 7,839 X 7,839 HARVEST NATURAL RESOURCES INC COM 41754V103 36 5,592 X 5,592 HASBRO INC COM 418056107 681 58,968 X 58,968 HASBRO INC COM COM 418056107 745 64,491 X 64,491 HEALTHSOUTH CORP COM 421924101 563 134,053 X 134,053 HEALTHSOUTH CORP COM COM 421924101 592 140,925 X 140,925 HEALTH MGMT ASSOC CL A 421933102 1,471 82,185 X 82,185 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 1,603 89,537 X 89,537 HEALTHCARE RLTY TR COM 421946104 291 9,963 X 9,963 HEALTHCARE REALTY TRUST INC COM 421946104 198 6,760 X 6,760 HEALTH CARE REIT INC COM 42217K106 251 9,269 X 9,269 HEALTH CARE REIT INC COM COM 42217K106 170 6,289 X 6,289 HEALTHEXTRAS INC COM 422211102 32 7,903 X 7,903 HEALTHEXTRAS INC COM COM 422211102 10 2,458 X 2,458 HEARTLAND EXPRESS INC COM 422347104 154 6,739 X 6,739 HEARTLAND EXPRESS INC COM COM 422347104 110 4,807 X 4,807 HECLA MNG CO COM 422704106 86 16,905 X 16,905 HECLA MNG CO COM COM 422704106 70 13,868 X 13,868 HEINZ H J CO COM 423074103 3,970 120,792 X 120,792 HEINZ H J CO COM COM 423074103 3,390 103,124 X 103,124 HELIX TECHNOLOGY CORP COM 423319102 66 5,900 X 5,900 HELIX TECHNOLOGY CORP COM 423319102 47 4,209 X 4,209 HERCULES INC COM 427056106 327 37,142 X 37,142 HERCULES INC COM COM 427056106 299 33,935 X 33,935 HERSHEY FOODS CORP COM 427866108 3,136 46,495 X 46,495 HERSHEY FOODS CORP COM 427866108 2,688 39,854 X 39,854 HEWLETT PACKARD CO COM 428236103 18,074 1,041,106 X 1,041,106 HEWLETT PACKARD CO COM COM 428236103 19,832 1,142,422 X 1,142,422 HEXCEL CORP NEW COM 428291108 46 15,416 X 15,416 HEXCEL CORP NEW COM 428291108 8 2,591 X 2,591 HILB ROGAL + HAMILTON CO COM 431294107 320 7,830 X 7,830 HILB ROGAL & HAMILTON CO COM 431294107 219 5,360 X 5,360 HILTON HOTELS CORP COM 432848109 1,604 126,235 X 126,235 HILTON HOTELS CORP COM COM 432848109 1,775 139,617 X 139,617 HOLLINGER INTERNATIONAL INC CL A 435569108 119 11,717 X 11,717 HOLLINGER INTL INC CL A CL A 435569108 85 8,359 X 8,359 HOLLYWOOD ENTMT CORP COM 436141105 180 11,930 X 11,930 HOLLYWOOD ENTMT CORP COM COM 436141105 129 8,511 X 8,511 HOME DEPOT INC COM 437076102 19,087 794,616 X 794,616 HOME DEPOT INC COM COM 437076102 22,524 937,703 X 937,703 HOME PPTYS N Y INC COM 437306103 213 6,173 X 6,173 HOME PPTYS N Y INC COM COM 437306103 144 4,187 X 4,187 HOMESTORE INC COM 437852106 16 18,420 X 18,420 HOMESTORE INC COM COM 437852106 11 12,426 X 12,426 HONEYWELL INTL INC COM 438516106 6,735 280,609 X 280,609 HONEYWELL INTL INC COM COM 438516106 7,431 309,618 X 309,618 HOOPER HOLMES INC COM 439104100 74 12,099 X 12,099 HOOPER HOLMES INC COM COM 439104100 53 8,631 X 8,631 HORACE MANN EDUCATORS CORP NEW COM 440327104 123 8,027 X 8,027 HORACE MANN EDUCATORS CORP NEW COM 440327104 88 5,726 X 5,726 HOT TOPIC INC COM 441339108 163 7,139 X 7,139 HOT TOPIC INC COM 441339108 117 5,092 X 5,092 HOUSEHOLD INTL INC COM 441815107 4,499 161,786 X 161,786 HOUSEHOLD INTL INC COM COM 441815107 4,916 176,753 X 176,753 HUGHES SUPPLY INC COM 444482103 155 5,670 X 5,670 HUGHES SUPPLY INC COM COM 444482103 105 3,847 X 3,847 HUMANA INC COM 444859102 527 52,714 X 52,714 HUMANA INC COM COM 444859102 592 59,199 X 59,199 HUNT J B TRANS SVCS INC COM 445658107 140 4,770 X 4,770 HUNT J B TRANS SVCS INC COM 445658107 105 3,590 X 3,590 HUNTINGTON BANCSHARES INC COM 446150104 1,506 80,476 X 80,476 HUNTINGTON BANCSHARES INC COM 446150104 1,630 87,139 X 87,139 HUTCHINSON TECHNOLOGY INC COM 448407106 119 5,727 X 5,727 HUTCHINSON TECHNOLOGY INC COM COM 448407106 85 4,086 X 4,086 HYPERCOM CORP COM 44913M105 28 7,638 X 7,638 HYPERCOM CORP COM COM 44913M105 20 5,449 X 5,449 HYPERION SOLUTIONS CORP COM 44914M104 193 7,530 X 7,530 HYPERION SOLUTIONS CORP COM 44914M104 138 5,371 X 5,371 IDEC PHARMACEUTICALS CORP COM COM 449370105 375 11,300 X 11,300 IGEN INTL COM 449536101 146 3,411 X 3,411 IGEN INTERNATIONAL INC COM 449536101 110 2,572 X 2,572 I MANY INC COM 44973Q103 13 9,117 X 9,117 I MANY INC COM COM 44973Q103 12 8,288 X 8,288 IMS HEALTH INC COM 449934108 1,521 95,070 X 95,070 IMS HEALTH INC COM COM 449934108 1,331 83,196 X 83,196 IRT PPTY CO COM 450058102 90 7,589 X 7,589 IRT PPTY CO COM 450058102 64 5,414 X 5,414 ITT EDL SVCS INC COM 45068B109 226 9,599 X 9,599 ITT EDL SVCS INC COM COM 45068B109 161 6,848 X 6,848 ITXC CORP COM 45069F109 37 15,802 X 15,802 ITXC CORP COM COM 45069F109 3 1,427 X 1,427 ITT INDS INC COM 450911102 1,926 31,736 X 31,736 ITT INDS INC IND COM COM 450911102 2,067 34,060 X 34,060 IDEX CORP COM 45167R104 215 6,580 X 6,580 IDEX CORP COM 45167R104 146 4,465 X 4,465 IDEXX LABS INC COM 45168D104 237 7,201 X 7,201 IDEXX LABS INC COM COM 45168D104 169 5,137 X 5,137 IDENTIX INC COM 451906101 97 18,773 X 18,773 IDENTIX INC COM 451906101 70 13,528 X 13,528 ILEX ONCOLOGY INC COM 451923106 52 7,337 X 7,337 ILEX ONCOLOGY INC COM COM 451923106 37 5,235 X 5,235 ILLINOIS TOOL WKS INC COM 452308109 6,814 105,063 X 105,063 ILLINOIS TOOL WKS INC COM COM 452308109 7,941 122,431 X 122,431 IMATION CORP COM 45245A107 278 7,927 X 7,927 IMATION CORP COM COM 45245A107 198 5,655 X 5,655 IMCLONE SYS INC COM 45245W109 123 11,562 X 11,562 IMCLONE SYSTEMS INC COM 45245W109 88 8,249 X 8,249 IMMUNOGEN INC COM 45253H101 28 9,079 X 9,079 IMMUNOGEN INC COM 45253H101 22 7,078 X 7,078 IMPAC MORT HOLDINGS INC COM 45254P102 103 8,914 X 8,914 IMPAC MTG HLDGS INC COM COM 45254P102 79 6,856 X 6,856 IMPAX LABORATORIES INC COM 45256B101 24 5,893 X 5,893 IMPAX LABORATORIES INC COM COM 45256B101 17 4,205 X 4,205 IMMUNOMEDICS INC COM 452907108 43 9,245 X 9,245 IMMUNOMEDICS INC COM 452907108 30 6,595 X 6,595 INCYTE GENOMICS INC COM 45337C102 69 15,196 X 15,196 INCYTE GENOMICS INC COM COM 45337C102 49 10,842 X 10,842 INDEVUS PHARMACEUTICALS INC COM 454072109 45 20,929 X 20,929 INDEVUS PHARMACEUTICALS INC COM 454072109 10 4,717 X 4,717 INFOCUS CORP COM 45665B106 51 8,278 X 8,278 INFOCUS CORP COM COM 45665B106 36 5,905 X 5,905 INFORMATICA CORP COM 45666Q102 75 12,941 X 12,941 INFORMATICA CORP COM COM 45666Q102 53 9,232 X 9,232 INFONET SVCS CORP CL B 45666T106 28 14,184 X 14,184 INFONET SVCS CORP CL B CL B 45666T106 20 10,119 X 10,119 INFOUSA INC NEW COM 456818301 29 5,790 X 5,790 INFOUSA INC COM NEW COM 456818301 21 4,220 X 4,220 INFORMATION RES INC COM 456905108 10 6,201 X 6,201 INFORMATION RES INC COM 456905108 7 4,424 X 4,424 INHALE THERAPEUTIC SYS COM 457191104 101 12,482 X 12,482 INHALE THERAPEUTIC SYS COM COM 457191104 72 8,904 X 8,904 INKTOMI CORP COM 457277101 53 32,858 X 32,858 INKTOMI CORP COM COM 457277101 37 23,346 X 23,346 INPUT/OUTPUT INC COM 457652105 43 10,125 X 10,125 INPUT/OUTPUT INC COM COM 457652105 31 7,224 X 7,224 INSIGHT ENTERPRISES INC COM 45765U103 77 9,267 X 9,267 INSIGHT ENTERPRISES INC COM COM 45765U103 55 6,610 X 6,610 INSIGHT COMMUNICATIONS INC CL A 45768V108 116 9,336 X 9,336 INSIGHT COMMN INC CL A COM CL A 45768V108 82 6,660 X 6,660 INTERGRATED ELECTRICAL SVCS COM 45811E103 26 6,877 X 6,877 INTEGRATED ELECTRICAL SVCS INC COM 45811E103 23 6,022 X 6,022 INTEGRATED SILICON SOLUTION COM 45812P107 26 6,046 X 6,046 INTEGRATED SILICON SOLUTION IN COM 45812P107 22 4,936 X 4,936 INTEL CORP COM 458140100 35,243 2,263,492 X 2,263,492 INTEL CORP COM 458140100 32,468 2,085,262 X 2,085,262 INTERFACE INC CL A 458665106 30 9,861 X 9,861 INTERFACE INC CL A CL A 458665106 23 7,640 X 7,640 INTERDIGITAL COMM CORP COM 45866A105 179 12,294 X 12,294 INTERDIGITAL COMMUNICATIONS COM 45866A105 128 8,770 X 8,770 INTERGRAPH CORP COM 458683109 201 11,326 X 11,326 INTERGRAPH CORP COM 458683109 134 7,539 X 7,539 INTERLAND INC COM 458727104 36 27,677 X 27,677 INTERLAND INC MINN COM COM 458727104 26 19,745 X 19,745 INTERMUNE INC COM 45884X103 144 5,633 X 5,633 INTERMUNE INC COM COM 45884X103 102 4,017 X 4,017 INTERNATIONAL BANCSHARES CORP COM 459044103 213 5,393 X 5,393 INTERNATIONAL BANCSHARES CORP COM 459044103 144 3,659 X 3,659 INTERNATIONAL BUSINESS MACHS COM 459200101 44,751 577,434 X 577,434 IBM CORP COM COM 459200101 40,026 516,465 X 516,465 INTERNATIONAL FLAVOURS COM 459506101 1,127 32,105 X 32,105 INTL FLAVORS & FRAGRANCES INC COM 459506101 967 27,553 X 27,553 INTERNATIONAL GAME TECHNOLOGY COM 459902102 2,248 29,606 X 29,606 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,919 25,282 X 25,282 INTERNATIONAL PAPER CO COM 460146103 5,752 164,494 X 164,494 INTERNATIONAL PAPER CO COM COM 460146103 6,337 181,215 X 181,215 INTERNET SEC SYS INC COM 46060X107 158 8,599 X 8,599 INTERNET SEC SYS INC COM COM 46060X107 112 6,135 X 6,135 INTERPUBLIC GROUP COS INC COM 460690100 1,832 130,139 X 130,139 INTERPUBLIC GROUP COS INC COM COM 460690100 2,011 142,828 X 142,828 INTERSTATE BAKERIES CORP COM 46072H108 158 10,358 X 10,358 INTERSTATE BAKERIES CORP DEL COM 46072H108 107 7,028 X 7,028 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 70 16,562 X 16,562 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 50 11,815 X 11,815 INTERWOVEN INC COM 46114T102 62 23,970 X 23,970 INTERWOVEN INC COM 46114T102 44 17,101 X 17,101 INTUIT COM 461202103 3,290 70,122 X 70,122 INTUIT COM COM 461202103 2,812 59,927 X 59,927 INVACARE CORP COM 461203101 198 5,950 X 5,950 INVACARE CORP COM 461203101 141 4,244 X 4,244 INTUITIVE SURGICAL INC COM 46120E107 42 6,803 X 6,803 INTUITIVE SURGICAL INC COM COM 46120E107 30 4,852 X 4,852 INVESTORS REAL ESTATE TR SH BEN I461730103 92 9,263 X 9,263 INVESTORS REAL ESTATE TR SBI SH BEN I461730103 51 5,127 X 5,127 IOMEGA CORP COM NEW 462030305 91 11,570 X 11,570 IOMEGA CORP COM NEW COM NEW 462030305 69 8,810 X 8,810 ISHARES INC MSCI JAP464286848 591 85,000 X 85,000 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 5,405 125,618 X 125,618 ISHARES TR MSCI EAF464287465 6,230 62,923 X 62,923 ISHARES TR MSCI EAFE INDEX FD MSCI EAF464287465 530 5,353 X 5,353 ISHARES TR RUSSELL 464287655 5,007 66,050 X 66,050 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 705 9,300 X 9,300 ISIS PHARMACEUTICALS COM 464330109 69 10,545 X 10,545 ISIS PHARMACEUTICALS COM 464330109 50 7,523 X 7,523 JDN RLTY CORP COM 465917102 86 7,872 X 7,872 JDN RLTY CORP COM COM 465917102 61 5,616 X 5,616 JDS UNIPHASE CORP COM 46612J101 1,194 483,325 X 483,325 JDS UNIPHASE CORP COM COM 46612J101 1,620 655,957 X 655,957 JDA SOFTWARE GROUP INC COM 46612K108 61 6,325 X 6,325 JDA SOFTWARE GROUP INC COM 46612K108 44 4,512 X 4,512 JLG INDS INC COM 466210101 72 9,529 X 9,529 JLG INDS INC COM COM 466210101 51 6,798 X 6,798 J P MORGAN CHASE + CO COM 46625H100 16,371 682,126 X 682,126 J P MORGAN CHASE & CO COM COM 46625H100 18,785 782,713 X 782,713 JABIL CIRCUIT INC COM 466313103 1,206 67,293 X 67,293 JABIL CIRCUIT INC COM COM 466313103 1,317 73,475 X 73,475 JACK IN THE BOX INC COM 466367109 152 8,770 X 8,770 JACK IN THE BOX INC COM COM 466367109 103 5,950 X 5,950 JEFFRIES GROUP INC NEW COM 472319102 193 4,595 X 4,595 JEFFERIES GROUP INC NEW COM COM 472319102 131 3,117 X 3,117 JEFFERSON PILOT CORP COM 475070108 1,868 49,025 X 49,025 JEFFERSON PILOT CORP COM COM 475070108 2,041 53,557 X 53,557 JOHNSON + JOHNSON COM 478160104 54,523 1,015,133 X 1,015,133 JOHNSON & JOHNSON COM COM 478160104 49,798 927,158 X 927,158 JOHNSON CTLS INC COM 478366107 2,472 30,830 X 30,830 JOHNSON CTLS INC COM COM 478366107 2,653 33,090 X 33,090 JONES APPAREL GROUP INC COM 480074103 1,555 43,871 X 43,871 JONES APPAREL GROUP INC COM COM 480074103 1,690 47,682 X 47,682 JONES LANG LASALLE INC COM 48020Q107 105 6,844 X 6,844 JONES LANG LASALLE INC COM COM 48020Q107 75 4,882 X 4,882 JOURNAL REGISTER CO COM 481138105 109 6,156 X 6,156 JOURNAL REGISTER CO COM COM 481138105 78 4,391 X 4,391 JOY GLOBAL INC COM 481165108 110 9,756 X 9,756 JOY GLOBAL INC COM 481165108 84 7,478 X 7,478 JUNIPER NETWORKS INC COM COM 48203R104 363 53,400 X 53,400 KLA TENCOR CORP COM 482480100 2,279 64,421 X 64,421 KLA TENCOR CORP COM 482480100 4,186 118,355 X 118,355 KT CORP SPONSORE48268K101 4,146 192,377 X 192,377 K V PHARMACEUTICAL COMPANY CL A 482740206 124 5,342 X 5,342 K V PHARMACEUTICAL CO CL A CL A 482740206 85 3,672 X 3,672 KANSAS CITY SOUTHERN COM NEW 485170302 171 14,284 X 14,284 KANSAS CITY SOUTHERN COM NEW COM NEW 485170302 116 9,692 X 9,692 KAYDON CORP COM 486587108 132 6,214 X 6,214 KAYDON CORP COM 486587108 94 4,432 X 4,432 KEANE INC COM 486665102 119 13,278 X 13,278 KEANE INC COM COM 486665102 85 9,473 X 9,473 KB HOME COM 48666K109 701 16,348 X 16,348 KB HOME COM COM 48666K109 782 18,258 X 18,258 KELLOGG CO COM 487836108 4,776 139,361 X 139,361 KELLOGG CO COM COM 487836108 4,093 119,438 X 119,438 KELLWOOD CO COM 488044108 156 6,014 X 6,014 KELLWOOD CO COM 488044108 106 4,080 X 4,080 KENNAMETAL INC COM 489170100 282 8,189 X 8,189 KENNAMETAL INC COM COM 489170100 192 5,556 X 5,556 KERR MCGEE CORP COM 492386107 1,513 34,153 X 34,153 KERR MCGEE CORP COM 492386107 1,642 37,074 X 37,074 KEY ENERGY SVCS INC COM 492914106 239 26,700 X 26,700 KEY ENERGY SERVICES INC COM COM 492914106 162 18,111 X 18,111 KEYCORP NEW COM 493267108 3,648 145,101 X 145,101 KEYCORP NEW COM COM 493267108 3,999 159,060 X 159,060 KEYSPAN CORP COM 49337W100 1,739 49,346 X 49,346 KEYSPAN CORP COM 49337W100 1,861 52,800 X 52,800 KIMBALL INTL INC CL B 494274103 109 7,653 X 7,653 KIMBALL INTL INC CL B CL B 494274103 78 5,459 X 5,459 KILROY RLTY CORP COM 49427F108 127 5,493 X 5,493 KILROY RLTY CORP COM COM 49427F108 90 3,919 X 3,919 KIMBERLY CLARK CORP COM 494368103 8,339 175,666 X 175,666 KIMBERLY CLARK CORP COM COM 494368103 7,459 157,136 X 157,136 KINDER MORGAN INC KANS COM 49455P101 1,759 41,604 X 41,604 KINDER MORGAN INC KANS COM COM 49455P101 2,397 56,702 X 56,702 KING PHARMACEUTICALS INC COM 495582108 1,400 81,449 X 81,449 KING PHARMACEUTICALS INC COM COM 495582108 1,532 89,107 X 89,107 KNIGHT RIDDER INC COM 499040103 1,795 28,376 X 28,376 KNIGHT RIDDER INC COM 499040103 1,958 30,958 X 30,958 KNIGHT TRADING GROUP INC COM 499063105 88 18,407 X 18,407 KNIGHT TRADING GROUP INC COM COM 499063105 63 13,132 X 13,132 KOHLS CORP COM 500255104 6,455 115,379 X 115,379 KOHLS CORP COM COM 500255104 6,326 113,073 X 113,073 KOOKMIN BK NEW SPONSORE50049M109 375 10,600 X 10,600 KOPIN CORP COM 500600101 61 15,677 X 15,677 KOPIN CORP COM 500600101 44 11,184 X 11,184 KOREA ELEC PWR CORP SPONSORE500631106 2,259 265,750 X 265,750 KORN / FERRY INTL COM NEW 500643200 64 8,540 X 8,540 KORN FERRY INTL COM NEW COM NEW 500643200 46 6,093 X 6,093 KROGER CO COM 501044101 4,082 264,182 X 264,182 KROGER CO COM COM 501044101 75,9264,914,297.1 X 4,914,297 KROGER CO COM COM 501044101 4,533 293,420 X 293,420 KROLL INC COM 501049100 114 5,978 X 5,978 KROLL INC COM COM 501049100 81 4,224 X 4,224 KRONOS INC COM 501052104 165 4,450 X 4,450 KRONOS INC COM 501052104 117 3,175 X 3,175 KULICKE + SOFFA INDS INC COM 501242101 64 11,140 X 11,140 KULICKE & SOFFA INDS INC COM 501242101 45 7,948 X 7,948 LNR PPTY CORP COM 501940100 179 5,070 X 5,070 LNR PPTY CORP COM COM 501940100 128 3,616 X 3,616 LSI LOGIC CORP COM 502161102 727 126,023 X 126,023 LSI LOGIC CORP COM COM 502161102 793 137,427 X 137,427 LTX CORP COM 502392103 62 10,298 X 10,298 LTX CORP COM 502392103 44 7,346 X 7,346 LA JOLLA PHARMACEUTICAL CO COM 503459109 62 9,572 X 9,572 LA JOLLA PHARMACEUTICAL CO COM 503459109 44 6,829 X 6,829 LA QUINTA CORP PAIRED C50419U202 144 32,688 X 32,688 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 98 22,180 X 22,180 LABOR READY INC COM NEW 505401208 59 9,249 X 9,249 LABOR READY INC COM NEW 505401208 42 6,599 X 6,599 LAM RESH CORP COM COM 512807108 968 89,600 X 89,600 LANDAMERICA FINL GROUP INC COM 514936103 149 4,198 X 4,198 LANDAMERICA FINL GROUP INC COM 514936103 106 2,995 X 2,995 LANDSTAR SYS INC COM 515098101 201 3,448 X 3,448 LANDSTAR SYS INC COM COM 515098101 143 2,458 X 2,458 LATTICE SEMICONDUCTOR CORP COM 518415104 169 19,288 X 19,288 LATTICE SEMICONDUCTOR CORP COM COM 518415104 121 13,761 X 13,761 ESTEE LAUDER COS INC CL A CL A 518439104 422 16,000 X 16,000 LEGATO SYSTEMS INC COM 524651106 99 19,685 X 19,685 LEGATO SYS INC COM COM 524651106 71 14,043 X 14,043 LEGGETT + PLATT INC COM 524660107 1,498 66,773 X 66,773 LEGGETT & PLATT INC COM COM 524660107 1,638 72,973 X 72,973 LEGG MASON INC COM 524901105 621 12,800 X 12,800 LEHMAN BROTHERS HLDGS INC COM 524908100 4,323 81,125 X 81,125 LEHMAN BROS HLDGS INC COM COM 524908100 4,704 88,265 X 88,265 LENNOX INTL INC COM 526107107 121 9,652 X 9,652 LENNOX INTL INC COM COM 526107107 86 6,886 X 6,886 LEXAR MEDIA INC COM 52886P104 46 7,353 X 7,353 LEXAR MEDIA INC COM COM 52886P104 37 5,939 X 5,939 LEXICON GENETICS INC COM 528872104 36 7,566 X 7,566 LEXICON GENETICS INC COM COM 528872104 26 5,397 X 5,397 LEXINGTON CORPORATE PPTY TR COM 529043101 116 7,306 X 7,306 LEXINGTON CORPORATE PPTYS TR COM 529043101 66 4,146 X 4,146 LEXMARK INTL INC CL A 529771107 2,603 43,025 X 43,025 LEXMARK INTERNATIONAL INC COM CL A 529771107 3,290 54,385 X 54,385 LIBERATE TECHNOLOGIES COM 530129105 35 24,156 X 24,156 LIBERATE TECHNOLOGIES COM COM 530129105 26 18,046 X 18,046 LIBERTY CORP S C COM 530370105 148 3,809 X 3,809 LIBERTY CORP COM COM 530370105 105 2,717 X 2,717 LIBERTY MEDIA CORP NEW COM SER COM SER 530718105 311 34,840 X 34,840 LIGAND PHARMACEUTICALS INC CL B 53220K207 63 11,671 X 11,671 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 45 8,326 X 8,326 LIGHTBRIDGE INC COM 532226107 39 6,389 X 6,389 LIGHTBRIDGE INC COM 532226107 28 4,557 X 4,557 LILLY ELI + CO COM 532457108 24,372 383,811 X 383,811 LILLY ELI & CO COM COM 532457108 23,164 364,780 X 364,780 LIMITED BRANDS INC COM 532716107 2,462 176,757 X 176,757 LIMITED BRANDS INC COM 532716107 2,730 195,952 X 195,952 LINCOLN ELEC HLDGS INC COM 533900106 175 7,551 X 7,551 LINCOLN ELEC HLDGS INC COM COM 533900106 119 5,124 X 5,124 LINCOLN NATL CORP IN COM 534187109 1,910 60,491 X 60,491 LINCOLN NATL CORP IND COM COM 534187109 2,116 67,010 X 67,010 LINEAR TECHNOLOGY CORP COM 535678106 2,733 106,267 X 106,267 LINEAR TECHNOLOGY CORP COM COM 535678106 3,521 136,898 X 136,898 LINENS N THINGS INC COM 535679104 194 8,601 X 8,601 LINENS N THINGS INC COM COM 535679104 132 5,836 X 5,836 LIZ CLAIBORNE INC COM 539320101 1,077 36,330 X 36,330 LIZ CLAIBORNE INC COM COM 539320101 1,170 39,455 X 39,455 LOCKHEED MARTIN CORP COM 539830109 8,999 155,824 X 155,824 LOCKHEED MARTIN CORP COM COM 539830109 9,827 170,173 X 170,173 LOEWS CORP COM 540424108 2,810 63,198 X 63,198 LOEWS CORP COM COM 540424108 3,117 70,104 X 70,104 LONE STAR TECHNOLOGIES INC COM 542312103 96 6,451 X 6,451 LONE STAR TECHNOLOGIES INC COM 542312103 69 4,602 X 4,602 LONGS DRUG STORES CORP COM 543162101 145 6,968 X 6,968 LONGS DRUG STORES CORP COM COM 543162101 103 4,970 X 4,970 LONGVIEW FIBRE CO WASHINGTON COM 543213102 83 11,549 X 11,549 LONGVIEW FIBRE CO COM 543213102 60 8,239 X 8,239 LOOKSMART LTD COM 543442107 38 15,457 X 15,457 LOOKSMART LTD COM COM 543442107 27 10,983 X 10,983 LOUISIANA PAC CORP COM 546347105 487 60,479 X 60,479 LOUISIANA PAC CORP COM COM 546347105 394 48,827 X 48,827 LOWES COS INC COM 548661107 9,999 266,631 X 266,631 LOWES COS INC COM COM 548661107 10,897 290,594 X 290,594 LUCENT TECHNOLOGIES INC COM 549463107 1,471 1,167,248 X 1,167,248 LUCENT TECHNOLOGIES INC COM COM 549463107 1,255 996,395 X 996,395 MAF BANCORP INC COM 55261R108 146 4,294 X 4,294 MAF BANCORP INC COM 55261R108 104 3,062 X 3,062 MBIA INC COM 55262C100 2,207 50,313 X 50,313 MBIA INC COM COM 55262C100 2,409 54,924 X 54,924 MBNA CORP COM 55262L100 8,278 435,232 X 435,232 MBNA CORP COM COM 55262L100 9,111 479,028 X 479,028 M.D.C. HOLDINGS INC COM 552676108 176 4,602 X 4,602 M D C HLDGS INC COM 552676108 119 3,122 X 3,122 MEMC ELECTR MATLS INC COM 552715104 102 13,435 X 13,435 MEMC ELECTRONICS MATERIALS COM 552715104 69 9,115 X 9,115 MFA MTG INVTS INC COM 55272X102 78 9,332 X 9,332 MFA MTG INVTS INC COM 55272X102 59 7,014 X 7,014 MGIC INVT CORP WIS COM 552848103 1,418 34,329 X 34,329 MGIC INVT CORP WIS COM COM 552848103 1,581 38,273 X 38,273 MPS GROUP INC COM 553409103 118 21,216 X 21,216 MPS GROUP INC COM 553409103 84 15,136 X 15,136 MRV COMMUNICATIONS INC COM 553477100 22 20,484 X 20,484 MRV COMMUNICATIONS INC CALIF COM 553477100 11 10,607 X 10,607 MACDERMID INC COM 554273102 134 5,856 X 5,856 MACDERMID INC COM 554273102 95 4,177 X 4,177 MACERICH CO COM 554382101 238 7,752 X 7,752 MACERICH CO COM COM 554382101 162 5,260 X 5,260 MACROVISION CORP COM 555904101 155 9,665 X 9,665 MACROVISION CORP COM COM 555904101 111 6,895 X 6,895 MAGNA ENTMT CORP CL A 559211107 62 10,002 X 10,002 MAGNA ENTMT CORP SUB VTG CL A 559211107 44 7,135 X 7,135 MAGNUM HUNTER RESOURCES INC COM PAR 55972F203 65 10,940 X 10,940 MAGNUM HUNTER RES INC COM PAR 55972F203 46 7,805 X 7,805 MANITOWOC INC COM 563571108 146 5,724 X 5,724 MANITOWAC INC COM COM 563571108 99 3,884 X 3,884 MANOR CARE INC NEW COM 564055101 586 31,481 X 31,481 MANOR CARE INC NEW COM COM 564055101 672 36,096 X 36,096 MANUGISTICS GROUP INC COM 565011103 32 13,421 X 13,421 MANUGISTICS GROUP INC COM 565011103 25 10,490 X 10,490 MARATHON OIL CORP COM 565849106 2,246 105,498 X 105,498 MARATHON OIL CORP COM 565849106 2,445 114,829 X 114,829 MARSH + MCLENNAN COS INC COM 571748102 8,496 183,858 X 183,858 MARSH & MCLENNAN COS INC COM COM 571748102 9,050 195,844 X 195,844 MARSHALL + ILSLEY CORP COM 571834100 2,043 74,600 X 74,600 MARSHALL & ILSLEY CORP COM 571834100 2,221 81,125 X 81,125 MARRIOTT INTL INC NEW CL A 571903202 2,669 81,192 X 81,192 MARRIOTT INTL INC NEW CL A CL A 571903202 2,921 88,874 X 88,874 MASCO CORP COM 574599106 3,538 168,096 X 168,096 MASCO CORP COM COM 574599106 3,857 183,241 X 183,241 MASSEY ENERGY CORP COM 576206106 138 14,185 X 14,185 MASSEY ENERGY CORP COM COM 576206106 98 10,119 X 10,119 MATRIXONE INC COM 57685P304 46 10,617 X 10,617 MATRIXONE INC COM COM 57685P304 32 7,544 X 7,544 MATTEL INC COM 577081102 2,846 148,609 X 148,609 MATTEL INC COM COM 577081102 2,431 126,936 X 126,936 MATHEWS INTL CORP CL A 577128101 138 6,192 X 6,192 MATTHEWS INTL CORP PA CL A CL A 577128101 99 4,416 X 4,416 MAXTOR CORP COM NEW 577729205 228 45,039 X 45,039 MAXTOR CORP COM NEW COM NEW 577729205 163 32,132 X 32,132 MAXIM INTEGRATED PRODS INC COM 57772K101 3,634 109,999 X 109,999 MAXIM INTEGRATED PRODS INC COM COM 57772K101 6,002 181,667 X 181,667 MAXYGEN INC COM 577776107 49 6,466 X 6,466 MAXYGEN INC COM COM 577776107 35 4,612 X 4,612 MAY DEPT STORES CO COM 577778103 2,241 97,514 X 97,514 MAY DEPT STORES CO COM COM 577778103 2,488 108,254 X 108,254 MAVERICK TUBE CORP COM 577914104 111 8,504 X 8,504 MAVERICK TUBE CORP COM COM 577914104 79 6,066 X 6,066 MAYTAG CORP COM 578592107 753 26,415 X 26,415 MAYTAG CORP COM COM 578592107 644 22,600 X 22,600 MCDATA CORPORATION CL A 580031201 102 14,301 X 14,301 MCDATA CORP CL A CL A 580031201 72 10,203 X 10,203 MCDERMOTT INTL INC COM 580037109 94 21,355 X 21,355 MCDERMOTT INTL INC COM COM 580037109 79 18,121 X 18,121 MCDONALDS CORP COM 580135101 6,967 433,300 X 433,300 MCDONALDS CORP COM COM 580135101 7,686 477,991 X 477,991 MCGRAW HILL COS INC COM 580645109 3,994 66,084 X 66,084 MCGRAW HILL COS INC COM COM 580645109 3,463 57,289 X 57,289 MCKESSON CORP COM 58155Q103 2,699 99,845 X 99,845 MCKESSON CORP COM COM 58155Q103 2,941 108,814 X 108,814 MEADWESTVACO CORP COM 583334107 1,682 68,068 X 68,068 MEADWESTVACO CORP COM 583334107 1,843 74,565 X 74,565 MEDAREX INC COM 583916101 62 15,742 X 15,742 MEDAREX INC COM 583916101 44 11,230 X 11,230 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 107 12,123 X 12,123 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 76 8,649 X 8,649 MEDIMMUNE INC COM 584699102 2,315 85,191 X 85,191 MEDIMMUNE INC COM COM 584699102 2,886 106,226 X 106,226 MEDTRONIC INC COM 585055106 19,009 416,865 X 416,865 MEDTRONIC INC COM COM 585055106 17,371 380,937 X 380,937 MELLON FINL CORP COM 58551A108 3,844 147,235 X 147,235 MELLON FINL CORP COM COM 58551A108 4,612 176,630 X 176,630 MENS WEARHOUSE INC COM 587118100 119 6,954 X 6,954 MENS WEARHOUSE INC COM COM 587118100 85 4,961 X 4,961 MENTOR CORP MINN COM 587188103 172 4,455 X 4,455 MENTOR CORP MINN COM COM 587188103 122 3,177 X 3,177 MENTOR GRAPHICS CORP COM 587200106 116 14,789 X 14,789 MENTOR GRAPHICS CORP COM COM 587200106 83 10,550 X 10,550 MERCK + CO INC COM 589331107 43,449 767,514 X 767,514 MERCK & CO INC COM COM 589331107 37,120 655,710 X 655,710 MERCURY COMPUTER SYS INC COM 589378108 149 4,892 X 4,892 MERCURY COMPUTER SYS INC COM COM 589378108 107 3,490 X 3,490 MERCURY INTERACTIVE CORP COM 589405109 845 28,508 X 28,508 MERCURY INTERACTIVE CORP COM 589405109 724 24,419 X 24,419 MEREDITH CORP COM 589433101 695 16,897 X 16,897 MEREDITH CORP COM COM 589433101 594 14,441 X 14,441 MERIDIAN RESOURCE CORP COM 58977Q109 21 23,105 X 23,105 MERIDAN RESOURCE CORP COM 58977Q109 5 5,243 X 5,243 MERISTAR HOSPITALITY CORP COM 58984Y103 61 9,221 X 9,221 MERISTAR HOSPITALITY CORP COM COM 58984Y103 43 6,578 X 6,578 MERRILL LYNCH + CO INC COM 590188108 11,208 295,348 X 295,348 MERRILL LYNCH & CO INC COM 590188108 12,760 336,238 X 336,238 MESA AIR GROUP INC COM 590479101 28 6,970 X 6,970 MESA AIR GROUP INC COM 590479101 20 4,972 X 4,972 METHODE ELECTRS INC CL A 591520200 85 7,719 X 7,719 METHODE ELECTRS INC CL A COM CL A 591520200 60 5,507 X 5,507 METLIFE INC COM 59156R108 6,469 239,253 X 239,253 METLIFE INC COM COM 59156R108 6,785 250,925 X 250,925 METRIS COS INC COM 591598107 18 7,112 X 7,112 METRIS COS INC COM 591598107 12 4,869 X 4,869 MICROSOFT CORP COM 594918104 94,439 1,826,664 X 1,826,664 MICROSOFT CORP COM COM 594918104 87,512 1,692,692 X 1,692,692 MICROMUSE INC COM 595094103 65 16,892 X 16,892 MICROMUSE INC COM 595094103 52 13,648 X 13,648 MICRON TECHNOLOGY INC COM 595112103 1,996 204,914 X 204,914 MICRON TECHNOLOGY INC COM COM 595112103 2,176 223,383 X 223,383 MICROSEMI CORP COM 595137100 40 6,528 X 6,528 MICROSEMI CORP COM 595137100 28 4,657 X 4,657 MICROTUNE INC DEL COM 59514P109 31 9,855 X 9,855 MICROTUNE INC DEL CL COM COM 59514P109 24 7,775 X 7,775 MIDWAY GAMES INC COM 598148104 26 6,216 X 6,216 MIDWAY GAMES INC COM 598148104 20 4,715 X 4,715 MILLENNIUM PHARMACEUTICALS INC COM 599902103 430 54,200 X 54,200 MILLENNIUM CHEMICALS INC COM 599903101 135 14,226 X 14,226 MILLENIUM CHEMICALS INC COM 599903101 97 10,149 X 10,149 MILLIPORE CORP COM 601073109 560 16,462 X 16,462 MILLIPORE CORP COM COM 601073109 518 15,223 X 15,223 MILLS CORP COM 601148109 164 5,574 X 5,574 MILLS CORP COM COM 601148109 103 3,525 X 3,525 MINERALS TECHNOLOGIES INC COM 603158106 210 4,857 X 4,857 MINERALS TECHNOLOGIES INC COM COM 603158106 142 3,295 X 3,295 MIPS TECHNOLOGIES INC CL A 604567107 24 8,051 X 8,051 MIPS TECHNOLOGIES INC COM CL A 604567107 23 7,485 X 7,485 MIRANT CORP COM 604675108 251 134,462 X 134,462 MIRANT CORP COM COM 604675108 268 143,297 X 143,297 MODINE MFG CO COM 607828100 113 6,404 X 6,404 MODINE MFG CO COM 607828100 81 4,569 X 4,569 MOLEX INC COM 608554101 1,519 65,922 X 65,922 MOLEX INC COM COM 608554101 1,682 73,008 X 73,008 MONSANTO CO NEW COM 61166W101 1,711 88,896 X 88,896 MONSANTO CO NEW COM COM 61166W101 1,875 97,403 X 97,403 MOODYS CORP COM 615369105 2,119 51,319 X 51,319 MOODYS CORP COM COM 615369105 1,838 44,512 X 44,512 MORGAN STANLEY COM NEW 617446448 14,807 370,913 X 370,913 MORGAN STANLEY COM NEW 617446448 17,212 431,161 X 431,161 MOTOROLA INC COM 620076109 6,800 786,147 X 786,147 MOTOROLA INC COM COM 620076109 7,462 862,642 X 862,642 MUELLER INDS INC COM 624756102 182 6,682 X 6,682 MUELLER INDS INC COM COM 624756102 124 4,534 X 4,534 MYKROLIS CORP COM 62852P103 65 8,966 X 8,966 MYKROLIS CORP COM COM 62852P103 47 6,396 X 6,396 NBT BANCORP INC COM 628778102 115 6,759 X 6,759 NBT BANCORP INC COM 628778102 82 4,822 X 4,822 NBTY INC COM 628782104 163 9,250 X 9,250 NBTY INC COM 628782104 116 6,599 X 6,599 NCR CORP NEW COM 62886E108 796 33,545 X 33,545 NCR CORP NEW COM 62886E108 900 37,909 X 37,909 NIC INC COM 62914B100 26 18,700 X 18,700 NIC INC COM 62914B100 5 3,881 X 3,881 NPS PHARMACEUTICALS INC COM 62936P103 173 6,889 X 6,889 NPS PHARMACEUTICALS INC COM 62936P103 119 4,716 X 4,716 NABI BIOPHARMACEUTIC COM 629519109 54 8,733 X 8,733 NABI BIOPHARMACEUTICALS COM 629519109 39 6,230 X 6,230 NATIONAL CITY CORP COM 635405103 5,717 209,278 X 209,278 NATIONAL CITY CORP COM COM 635405103 6,316 231,184 X 231,184 NATIONAL SEMICONDUCTOR CORP COM 637640103 916 61,055 X 61,055 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,013 67,467 X 67,467 NATIONWIDE HEALTH PPTYS INC COM 638620104 174 11,678 X 11,678 NATIONWIDE HEALTH PPTYS INC COM 638620104 118 7,924 X 7,924 NAUTILUS GROUP INC COM 63910B102 90 6,762 X 6,762 NAUTILUS GROUP INC COM 63910B102 64 4,824 X 4,824 NAVISTAR INTL CORP INC COM 63934E108 498 20,500 X 20,500 NAVISTAR INTL CORP NEW COM COM 63934E108 455 18,730 X 18,730 NAVIGANT CONSULTING CO COM 63935N107 52 8,818 X 8,818 NAVIGANT CONSULTING INC COM COM 63935N107 38 6,366 X 6,366 NDCHEALTH CORP COM 639480102 152 7,655 X 7,655 NDCHEALTH CORP COM COM 639480102 103 5,194 X 5,194 NETBANK INC COM 640933107 107 11,054 X 11,054 NETBANK INC COM COM 640933107 76 7,885 X 7,885 NETRO CORP COM 64114R109 24 8,696 X 8,696 NETRO CORP COM COM 64114R109 11 3,897 X 3,897 NETIQ COM 64115P102 110 8,934 X 8,934 NETIQ CORP COM COM 64115P102 79 6,374 X 6,374 NETSCOUT SYS INC COM 64115T104 37 8,518 X 8,518 NETSCOUT SYS INC COM COM 64115T104 15 3,377 X 3,377 NETWORK APPLIANCE INC COM 64120L104 1,137 113,734 X 113,734 NETWORK APPLIANCE INC COM COM 64120L104 965 96,537 X 96,537 NEUROCRINE BIOSCIENCES INC COM 64125C109 291 6,363 X 6,363 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 207 4,539 X 4,539 NEW FOCUS INC COM 644383101 58 15,049 X 15,049 NEW FOCUS INC COM COM 644383101 41 10,735 X 10,735 NEW JERSEY RES CORP COM 646025106 202 6,407 X 6,407 NEW JERSEY RES CORP COM 646025106 137 4,347 X 4,347 NEW YORK TIMES CO CL A 650111107 2,360 51,612 X 51,612 NEW YORK TIMES CO CL A CL A 650111107 2,015 44,060 X 44,060 NEWELL RUBBERMAID INC COM 651229106 2,758 90,934 X 90,934 NEWELL RUBBERMAID INC COM 651229106 2,362 77,881 X 77,881 NEWMONT MNG CORP COM 651639106 3,984 137,246 X 137,246 NEWMONT MINING CORP HOLDING CO COM 651639106 4,332 149,217 X 149,217 NEWPARK RES INC COM PAR 651718504 71 16,243 X 16,243 NEWPARK RES INC PAR $0.01 NEW COM PAR 651718504 50 11,588 X 11,588 NEWPORT CORP COM 651824104 108 8,569 X 8,569 NEWPORT CORP COM COM 651824104 77 6,113 X 6,113 NEWS CORP LTD ADR NEW 652487703 4,133 157,435 X 157,435 NEXTEL COMMUNICATIONS INC CL A 65332V103 3,801 329,057 X 329,057 NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 3,243 280,761 X 280,761 NEXTEL PARTNERS INC CL A 65333F107 93 15,287 X 15,287 NEXTEL PARTNERS CL A 65333F107 66 10,905 X 10,905 NICOR INC COM 654086107 511 15,028 X 15,028 NICOR INC COM COM 654086107 560 16,465 X 16,465 NIKE INC CL B 654106103 4,066 91,435 X 91,435 NIKE INC CL B COM CL B 654106103 4,439 99,811 X 99,811 NISOURCE INC COM 65473P105 1,659 82,971 X 82,971 NISOURCE INC COM COM 65473P105 1,814 90,686 X 90,686 NOKIA CORP SPON ADR COM SPONSORE654902204 1,666 107,500 X 107,500 NORDSON CORP COM 655663102 125 5,033 X 5,033 NORDSON CORP COM 655663102 89 3,591 X 3,591 NORDSTROM INC COM 655664100 870 45,855 X 45,855 NORDSTROM INC WASH COM COM 655664100 955 50,333 X 50,333 NORFOLK SOUTHN CORP COM 655844108 2,643 132,200 X 132,200 NORFOLK SOUTHN CORP COM COM 655844108 2,899 145,023 X 145,023 NORTH FORK BANCORPORATION INC COM 659424105 1,883 55,819 X 55,819 NORTHFORK BANCORPORATION INC COM 659424105 1,604 47,533 X 47,533 NORTHERN TRUST CORP COM 665859104 2,647 75,525 X 75,525 NORTHERN TR CORP COM COM 665859104 3,255 92,873 X 92,873 NORTHROP GRUMMAN CORP COM 666807102 6,034 62,207.99 X 62,208 NORTHROP GRUMMAN CORP COM COM 666807102 6,633 68,383 X 68,383 NORTHWEST NAT GAS CO COM 667655104 156 5,748 X 5,748 NORTHWEST NAT GAS CO COM COM 667655104 111 4,100 X 4,100 NORTHWESTERN CORP COM 668074107 45 8,776 X 8,776 NORTHWESTERN CORP COM COM 668074107 31 6,009 X 6,009 NOVARTIS AG SPON ADR SPONSORE66987V109 1,504 40,936 X 40,936 NOVELL INC COM 670006105 663 198,466 X 198,466 NOVELL INC COM 670006105 569 170,480 X 170,480 NOVELLUS SYS INC COM 670008101 1,438 51,194 X 51,194 NOVELLUS SYS INC COM 670008101 1,546 55,068 X 55,068 NU SKIN ENTERPRISES INC CL A 67018T105 120 9,996 X 9,996 NU SKIN ENTERPRISES INC CL A CL A 67018T105 85 7,131 X 7,131 NUCOR CORP COM 670346105 1,098 26,581 X 26,581 NUCOR CORP COM 670346105 1,224 29,627 X 29,627 NUMERICAL TECHNOLOGIES INC COM 67053T101 34 9,876 X 9,876 NUMERICAL TECH INC COM COM 67053T101 16 4,557 X 4,557 NVIDIA CORP COM 67066G104 586 50,954 X 50,954 NVIDIA CORP COM COM 67066G104 645 56,062 X 56,062 OSI PHARMACEUTICALS INC COM 671040103 135 8,204 X 8,204 OSI PHARMACEUTICALS INC COM 671040103 96 5,852 X 5,852 OAK TECHNOLOGY COM 671802106 33 12,631 X 12,631 OAK TECHNOLOGIES INC COM COM 671802106 18 6,968 X 6,968 OCCIDENTAL PETE CORP COM 674599105 3,683 129,470 X 129,470 OCCIDENTAL PETE CORP COM COM 674599105 4,026 141,522 X 141,522 OCEANEERING INTL INC COM 675232102 129 5,206 X 5,206 OCEANEERING INTL INC COM COM 675232102 92 3,714 X 3,714 OCWEN FINL CORP COM 675746101 24 8,433 X 8,433 OCWEN FINL CORP COM 675746101 17 6,016 X 6,016 OFFICE DEPOT INC COM 676220106 1,550 105,037 X 105,037 OFFICE DEPOT INC COM COM 676220106 1,699 115,104 X 115,104 OFFICE MAX INC COM 67622M108 130 26,034 X 26,034 OFFICEMAX INC COM 67622M108 93 18,574 X 18,574 OHIO CAS CORP COM 677240103 157 12,085 X 12,085 OHIO CAS CORP COM 677240103 106 8,200 X 8,200 OLIN CORP COM PAR 680665205 188 12,074 X 12,074 OLIN CORP COM PAR $1.00 COM PAR 680665205 127 8,193 X 8,193 OMNICOM GROUP COM 681919106 4,167 64,506 X 64,506 OMNICOM GROUP INC USD0.15 COM COM 681919106 4,190 64,865 X 64,865 OMEGA HEALTHCARE INVESTORS COM 681936100 40 10,674 X 10,674 OMEGA HEALTHCARE INVS INC COM 681936100 12 3,240 X 3,240 OMNOVA SOLUTIONS INC COM 682129101 36 8,953 X 8,953 OMNOVA SOLUTIONS INC COM COM 682129101 26 6,486 X 6,486 ONEOK INC NEW COM 682680103 245 12,740 X 12,740 ONEOK INC NEW COM COM 682680103 166 8,644 X 8,644 ONYX SOFTWARE CORP COM 683402101 15 9,924 X 9,924 ONYX SOFTWARE COM COM 683402101 12 7,804 X 7,804 OPENWAVE SYS INC COM 683718100 79 39,341 X 39,341 OPENWAVE SYS INC COM 683718100 56 28,067 X 28,067 OPLINK COMMUNICATIONS INC COM 68375Q106 40 50,973 X 50,973 OPLINK COMMUNICATIONS INC OC COM 68375Q106 17 21,216 X 21,216 ORACLE CORP COM 68389X105 19,763 1,829,904 X 1,829,904 ORACLE CORPORATION COM COM 68389X105 17,692 1,638,182 X 1,638,182 ORASURE TECHNOLOGIES INC COM 68554V108 32 5,923 X 5,923 ORASURE TECHNOLOGIES INC COM COM 68554V108 24 4,480 X 4,480 ORBITAL SCIENCES CORP COM 685564106 41 9,736 X 9,736 ORBITAL SCIENCES CORP COM COM 685564106 29 6,945 X 6,945 ORTHOLOGIC CORP COM 68750J107 26 7,217 X 7,217 ORTHOLOGIC CORP COM COM 68750J107 19 5,149 X 5,149 OSHKOSH TRUCK CORP COM 688239201 219 3,563 X 3,563 OSHKOSH TRUCK CORP CL B COM 688239201 149 2,417 X 2,417 OTTER TAIL CORP COM 689648103 151 5,608 X 5,608 OTTER TAIL CORP COM 689648103 108 4,000 X 4,000 OVERSEAS SHIPHOLDING GROUP INC COM 690368105 110 6,153 X 6,153 OVERSEAS SHIPHOLDING GRP INC COM 690368105 79 4,389 X 4,389 OVERTURE SVCS INC COM 69039R100 331 12,126 X 12,126 OVERTURE SVCS INC COM COM 69039R100 225 8,228 X 8,228 OWENS + MINOR INC NEW COM 690732102 126 7,703 X 7,703 OWENS & MINOR INC NEW COM 690732102 90 5,495 X 5,495 PG+E CORP COM 69331C108 1,922 138,267 X 138,267 PG&E CORP COM COM 69331C108 2,085 150,020 X 150,020 P F CHANGS CHINA BISTRO INC COM 69333Y108 132 3,648 X 3,648 PF CHANGS CHINA BISTRO INC COM COM 69333Y108 94 2,602 X 2,602 PMA CAP CORP CL A 693419202 85 5,966 X 5,966 PMA CAPITAL CORP CL A COM CL A 693419202 61 4,256 X 4,256 PMC SIERRA INC COM 69344F106 315 56,660 X 56,660 PMC SIERRA INC COM 69344F106 1,334 239,906 X 239,906 PNC FINL SVCS GROUP INC COM 693475105 4,053 96,742 X 96,742 PNC FINANCIAL SERVICES GROUP COM 693475105 4,488 107,106 X 107,106 POSCO SPONSORE693483109 1,157 46,782 X 46,782 PNM RES INC COM 69349H107 195 8,200 X 8,200 PNM RES INC COM 69349H107 139 5,850 X 5,850 PPG INDS INC COM 693506107 2,935 58,515 X 58,515 PPG INDS INC COM COM 693506107 3,189 63,585 X 63,585 PPL CORP COM 69351T106 1,967 56,715 X 56,715 PPL CORP COM COM 69351T106 2,135 61,559 X 61,559 PRG SHULTZ INTL INC COM 69357C107 72 8,058 X 8,058 PRG SCHULTZ INTL INC COM 69357C107 51 5,749 X 5,749 PSS WORLD MED INC COM 69366A100 110 16,104 X 16,104 PSS WORLD MED INC COM 69366A100 79 11,488 X 11,488 PTEK HLDGS INC COM 69366M104 47 10,672 X 10,672 PTEK HLDGS INC COM COM 69366M104 34 7,614 X 7,614 PACCAR INC COM 693718108 1,820 39,454 X 39,454 PACCAR INC COM 693718108 1,992 43,173 X 43,173 PACIFIC CAP BANCORP NEW COM 69404P101 212 8,312 X 8,312 PACIFIC CAP BANCORP NEW COM COM 69404P101 144 5,639 X 5,639 PACIFIC SUNWEAR OF CALIF COM 694873100 181 10,216.5 X 10,217 PACIFIC SUNWEAR CALIF INC COM COM 694873100 129 7,289 X 7,289 PACIFICARE HEALTH SYSTEMS COM 695112102 221 7,878 X 7,878 PACIFICARE HEALTH SYS INC DEL COM 695112102 158 5,620 X 5,620 PACKETEER INC COM 695210104 60 8,779 X 8,779 PACKETEER INC COM COM 695210104 28 4,154 X 4,154 PACTIV CORP COM 695257105 1,178 53,870 X 53,870 PACTIV CORP COM COM 695257105 1,032 47,227 X 47,227 PAIN THERAPEUTICS INC COM 69562K100 26 10,957 X 10,957 PAIN THERAPEUTICS INC COM COM 69562K100 8 3,226 X 3,226 PALL CORP COM 696429307 697 41,807 X 41,807 PALL CORP COM COM 696429307 762 45,695 X 45,695 PALM INC COM NEW 696642206 103 6,549 X 6,549 PALM INC COM NEW COM NEW 696642206 73 4,671 X 4,671 PAN PAC RETAIL PPTYS INC COM 69806L104 289 7,917 X 7,917 PAN PAC RETAIL PPTYS INC COM COM 69806L104 196 5,372 X 5,372 PANERA BREAD CO CL A 69840W108 190 5,454 X 5,454 PANERA BREAD CO CL A COM CL A 69840W108 129 3,701 X 3,701 PARAMETRIC TECHNOLOGY CORP COM 699173100 368 145,900 X 145,900 PARAMETRIC TECHNOLOGY CORP COM COM 699173100 305 121,098 X 121,098 PARKER DRILLING CO COM 701081101 39 17,556 X 17,556 PARKER DRILLING CO COM COM 701081101 28 12,524 X 12,524 PARKER HANNIFIN CORP COM 701094104 1,850 40,096 X 40,096 PARKER HANNIFIN CORP COM COM 701094104 2,055 44,552 X 44,552 PATINA OIL + GAS CORP COM 703224105 171 5,413 X 5,413 PATINA OIL & GAS CORP COM 703224105 122 3,861 X 3,861 PATHMARK STORES INC NEW COM 70322A101 34 6,799 X 6,799 PATHMARK STORES INC NEW COM COM 70322A101 25 4,850 X 4,850 PAXAR CORP COM 704227107 106 7,185 X 7,185 PAXAR CORP COM 704227107 76 5,126 X 5,126 PAXSON COMMUNICATIONS CORP COM 704231109 26 12,692 X 12,692 PAXSON COMMUNICATIONS CORP COM 704231109 12 5,984 X 5,984 PAYCHEX INC COM 704326107 3,565 127,777 X 127,777 PAYCHEX INC COM COM 704326107 3,620 129,746 X 129,746 PAYLESS SHOESOURCE INC COM 704379106 275 5,346 X 5,346 PAYLESS SHOESOURCE INC COM COM 704379106 187 3,627 X 3,627 PEDIATRIX MED GROUP COM 705324101 215 5,356 X 5,356 PEDIATRIX MED GROUP COM COM 705324101 144 3,596 X 3,596 PENN NATL GAMING INC COM 707569109 109 6,864 X 6,864 PENN NATL GAMING INC COM COM 707569109 78 4,896 X 4,896 PENNEY J C INC COM 708160106 2,095 91,060 X 91,060 JC PENNEY CO INC COM COM 708160106 2,279 99,026 X 99,026 PEOPLES ENERGY CORP COM 711030106 467 12,079 X 12,079 PEOPLES ENERGY CORP ILL COM COM 711030106 424 10,980 X 10,980 PEOPLESOFT INC COM 712713106 1,936 105,787 X 105,787 PEOPLESOFT INC COM COM 712713106 2,104 114,950 X 114,950 PEP BOYS MANNY MOE + JACK COM 713278109 126 10,857 X 10,857 PEP BOYS MANNY MOE & JACK COM COM 713278109 90 7,745 X 7,745 PEPSI BOTTLING GROUP INC COM 713409100 2,474 96,269 X 96,269 PEPSI BOTTLING GROUP INC COM COM 713409100 2,116 82,354 X 82,354 PEPSICO INC COM 713448108 24,912 590,061 X 590,061 PEPSICO INC COM COM 713448108 24,777 586,861 X 586,861 PER SE TECHNOLOGIES INC COM NEW 713569309 61 6,793 X 6,793 PER SE TECHNOLOGIES INC COM COM NEW 713569309 43 4,846 X 4,846 PEREGRINE PHARMACEUTICALS INC COM 713661106 19 24,114 X 24,114 PEREGRINE PHARMACEUTICALS INC COM 713661106 7 8,974 X 8,974 PERKINELMER INC COM 714046109 353 42,823 X 42,823 PERKINELMER INC COM COM 714046109 318 38,568 X 38,568 PERRIGO CO COM 714290103 168 13,847 X 13,847 PERRIGO CO COM COM 714290103 120 9,879 X 9,879 PETROLEO BRASILEIRO SA SPONSORE71654V408 1,868 125,064 X 125,064 PETROQUEST ENERGY INC COM 716748108 25 6,114 X 6,114 PETROQUEST ENERGY INC COM COM 716748108 18 4,362 X 4,362 PFIZER INC COM 717081103 64,361 2,105,360 X 2,105,360 PFIZER INC COM STK USD0.05 COM 717081103 61,962 2,026,889 X 2,026,889 PHARMACEUTICAL RES INC COM 717125108 121 4,076 X 4,076 PHARMACEUTICAL RES INC COM 717125108 87 2,907 X 2,907 PHARMACIA CORP COM 71713U102 18,465 441,737 X 441,737 PHARMACIA CORP COM COM 71713U102 15,779 377,489 X 377,489 PHELPS DODGE CORP COM 717265102 956 30,221 X 30,221 PHELPS DODGE CORP COM COM 717265102 1,030 32,554 X 32,554 PHILADELPHIA CONS HLDG CORP COM 717528103 135 3,808 X 3,808 PHILADELPHIA CONS HLDG CORP CO COM 717528103 96 2,716 X 2,716 PHILIP MORRIS COS INC COM 718154107 28,645 706,766 X 706,766 PHILIP MORRIS COS INC COM COM 718154107 25,919 639,511 X 639,511 PHOENIX TECHNOLOGIES LTD COM 719153108 34 5,857 X 5,857 PHOENIX TECHNOLOGY LTD COM COM 719153108 25 4,395 X 4,395 PHOTRONICS INC COM 719405102 82 5,966 X 5,966 PHOTRONICS INC COM COM 719405102 61 4,477 X 4,477 PIEDMONT NAT GAS INC COM 720186105 259 7,316 X 7,316 PIEDMONT NAT GAS INC COM 720186105 175 4,964 X 4,964 PINNACLE SYS INC COM 723481107 181 13,277 X 13,277 PINNACLE SYS INC COM COM 723481107 129 9,472 X 9,472 PINNACLE WEST CAP CORP COM 723484101 1,054 30,905 X 30,905 PINNACLE WEST CAP CORP COM COM 723484101 1,138 33,371 X 33,371 PIONEER STD ELECTRS INC COM 723877106 62 6,785 X 6,785 PIONEER STANDARD ELECTRS INC COM 723877106 44 4,840 X 4,840 PITNEY BOWES INC COM 724479100 2,627 80,436 X 80,436 PITNEY BOWES INC COM COM 724479100 2,280 69,795 X 69,795 PIXELWORKS INC COM 72581M107 43 7,487 X 7,487 PIXELWORKS INC COM COM 72581M107 31 5,341 X 5,341 PLANTRONICS INC NEW COM 727493108 129 8,536 X 8,536 PLANTRONICS INC COM 727493108 92 6,089 X 6,089 PLAYTEX PRODS INC COM 72813P100 62 6,301 X 6,301 PLAYTEX PRODS INC COM 72813P100 44 4,495 X 4,495 PLEXUS CORP COM 729132100 83 9,476 X 9,476 PLEXUS CORP COM 729132100 59 6,760 X 6,760 PLUM CREEK TIMBER CO INC COM 729251108 1,485 62,907 X 62,907 PLUM CREEK TIMBER CO INC COM COM 729251108 1,628 68,983 X 68,983 POLYONE CORP COM 73179P106 73 18,707 X 18,707 POLYONE CORP COM COM 73179P106 50 12,693 X 12,693 PORTAL SOFTWARE INC COM 736126103 23 28,422 X 28,422 PORTAL SOFTWARE INC COM COM 736126103 15 19,174 X 19,174 POST PPTYS INC COM 737464107 190 7,949 X 7,949 POST PPTYS INC COM COM 737464107 129 5,394 X 5,394 POTLATCH CORP COM 737628107 161 6,747 X 6,747 POTLATCH CORP COM COM 737628107 109 4,577 X 4,577 POWER ONE INC COM 739308104 213 37,636 X 37,636 POWER-ONE INC COM COM 739308104 185 32,567 X 32,567 POWERWAVE TECHNOLOGIES INC COM 739363109 80 14,791 X 14,791 POWERWAVE TECHNOLOGIES INC COM COM 739363109 57 10,552 X 10,552 PRAECIS PHARMACEUTICALS INC COM 739421105 38 11,695 X 11,695 PRAECIS PHARMACEUTICALS INC COM 739421105 27 8,344 X 8,344 PRAXAIR INC COM 74005P104 3,214 55,640 X 55,640 PRAXAIR INC COM COM 74005P104 2,748 47,575 X 47,575 PRENTISS PPTYS TR SH BEN I740706106 207 7,310 X 7,310 PRENTISS PPTYS TR SH BEN INT SH BEN I740706106 140 4,960 X 4,960 PRESSTEK INC COM 741113104 32 6,921 X 6,921 PRESSTEK INC COM COM 741113104 25 5,469 X 5,469 PRICE COMMUNICATIONS CORP COM NEW 741437305 151 10,894 X 10,894 PRICE COMMUNICATIONS CORP NEW COM NEW 741437305 107 7,771 X 7,771 PRICE LEGACY CORP COM 74144P106 29 10,534 X 10,534 PRICE LEGACY CORP COM COM 74144P106 1 263 X 263 PRICE T ROWE GROUP INC COM 74144T108 1,150 42,142 X 42,142 PRICE T ROWE GROUP INC COM COM 74144T108 1,268 46,468 X 46,468 PRICELINE COM INC COM 741503106 46 28,607 X 28,607 PRICELINE COM INC COM COM 741503106 33 20,409 X 20,409 PRIMEDIA INC COM 74157K101 61 29,527 X 29,527 PRIMEDIA INC COM 74157K101 47 22,923 X 22,923 PRIME HOSPITALITY CORP COM 741917108 83 10,193 X 10,193 PRIME HOSPITALITY CORP COM COM 741917108 59 7,271 X 7,271 PRINCIPAL FINANCIAL GROUP COM 74251V102 3,468 115,102 X 115,102 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 3,802 126,175 X 126,175 PRIORITY HEALTHCARE CORP CL B 74264T102 126 5,438 X 5,438 PRIORITY HEALTHCARE CORP B CL B 74264T102 90 3,879 X 3,879 PROCTER + GAMBLE CO COM 742718109 38,150 443,918 X 443,918 PROCTER & GAMBLE CO COM COM 742718109 33,912 394,596 X 394,596 PROGRESS ENERGY INC COM 743263105 3,508 80,927 X 80,927 PROGRESS ENERGY INC COM COM 743263105 3,862 89,078 X 89,078 PROGRESS SOFTWARE CORP COM 743312100 92 7,088 X 7,088 PROGRESS SOFTWARE CORP COM 743312100 65 5,056 X 5,056 PROGRESSIVE CORP OHIO COM 743315103 3,718 74,921 X 74,921 PROGRESSIVE CORP OHIO COM COM 743315103 3,152 63,516 X 63,516 PROTECTION ONE INC COM 743663304 24 11,792 X 11,792 PROTEIN DESIGN LABS INC COM 74369L103 179 21,102 X 21,102 PROTEIN DESIGN LABS INC COM 74369L103 508 59,818 X 59,818 PROTON ENERGY SYS INC COM 74371K101 42 13,867 X 13,867 PROTON ENERGY SYS INC COM COM 74371K101 15 5,015 X 5,015 PROVIDENT BANKSHARES CORP COM 743859100 125 5,397 X 5,397 PROVIDENT BANKSHARES CORP COM 743859100 89 3,850 X 3,850 PROVINCE HEALTHCARE CO COM 743977100 105 10,807 X 10,807 PROVINCE HEALTHCARE CO COM COM 743977100 75 7,710 X 7,710 PROVIDIAN FINL CORP COM 74406A102 631 97,255 X 97,255 PROVIDIAN FINL CORP COM COM 74406A102 698 107,611 X 107,611 PROXIM CORP CL A 744283102 25 28,375 X 28,375 PROXIM CORP CL A CL A 744283102 21 23,703 X 23,703 PRUDENTIAL FINL INC COM 744320102 6,139 193,423 X 193,423 PRUDENTIAL FINL INC COM 744320102 6,748 212,591 X 212,591 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,439 75,992 X 75,992 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,645 82,409 X 82,409 PULTE HOMES INC COM 745867101 993 20,737 X 20,737 PULTE HOMES INC COM COM 745867101 1,091 22,790 X 22,790 QLOGIC CORP COM 747277101 1,092 31,657 X 31,657 QLOGIC CORP COM COM 747277101 933 27,025 X 27,025 QUALCOMM INC COM 747525103 9,761 268,230 X 268,230 QUALCOMM INC COM 747525103 11,830 325,089 X 325,089 QUANEX CORP COM 747620102 130 3,888 X 3,888 QUANEX CORP COM 747620102 88 2,638 X 2,638 QUANTA SERVICES INC COM 74762E102 26 7,514 X 7,514 QUANTA SVCS INC COM COM 74762E102 24 6,734 X 6,734 QUANTUM CORP COM DSSG747906204 78 29,324 X 29,324 QUANTUM CORP DSSG COM COM DSSG747906204 56 20,920 X 20,920 QUEST DIAGNOSTICS INC COM 74834L100 1,939 34,069 X 34,069 QUEST DIAGNOSTICS INC COM COM 74834L100 2,101 36,927 X 36,927 QUEST SOFTWARE INC COM 74834T103 86 8,389 X 8,389 QUEST SOFTWARE INC COM COM 74834T103 62 5,985 X 5,985 QUIKSILVER INC COM 74838C106 117 4,398 X 4,398 QUIKSILVER INC COM COM 74838C106 84 3,137 X 3,137 QUIDEL CORP COM 74838J101 20 5,800 X 5,800 QUIDEL CORP COM 74838J101 18 5,190 X 5,190 QUINTILES TRANSNATIONAL CORP COM 748767100 439 36,299 X 36,299 QUINTILES TRANSNATIONAL CORP COM 748767100 443 36,604 X 36,604 QWEST COMMUNICATIONS INTL INC COM 749121109 2,856 571,224 X 571,224 QWEST COMMUNICATIONS INTL INC COM 749121109 3,139 627,729 X 627,729 RCN CORP COM 749361101 8 15,011 X 15,011 RCN CORP COM COM 749361101 6 11,575 X 11,575 RFS HOTEL INVS INC COM 74955J108 65 5,983 X 5,983 RFS HOTEL INVS INC COM COM 74955J108 50 4,591 X 4,591 RH DONNELLEY CORP COM NEW 74955W307 181 6,189 X 6,189 R H DONNELLEY CORP COM NEW COM NEW 74955W307 129 4,415 X 4,415 RSA SEC INC COM 749719100 61 10,203 X 10,203 RSA SEC INC COM COM 749719100 44 7,279 X 7,279 RADIOSHACK CORP COM 750438103 1,061 56,643 X 56,643 RADIO SHACK CORP COM COM 750438103 964 51,432 X 51,432 RAILAMERICA INC COM 750753105 46 6,449 X 6,449 RAILAMERICA INC COM 750753105 33 4,601 X 4,601 RAINDANCE COMMUNICATIONS INC COM 75086X106 32 9,780 X 9,780 RAINDANCE COMMUNICATIONS INC COM 75086X106 23 6,976 X 6,976 RAMBUS INC DEL COM 750917106 127 18,873 X 18,873 RAMBUS INC DEL COM COM 750917106 90 13,464 X 13,464 RALCORP HLDGS INC NEW COM 751028101 170 6,773 X 6,773 RALCORP HLDGS INC NEW COM COM 751028101 121 4,832 X 4,832 RANGE RES CORP COM 75281A109 63 11,584 X 11,584 RANGE RES CORP COM COM 75281A109 45 8,264 X 8,264 RARE HOSPITALITY INTL INC COM 753820109 123 4,457 X 4,457 RARE HOSPITALITY INTL INC COM COM 753820109 88 3,180 X 3,180 RATIONAL SOFTWARE CORP COM NEW 75409P202 688 66,214 X 66,214 RATIONAL SOFTWARE CORP NEW COM COM NEW 75409P202 751 72,257 X 72,257 RAYOVAC CORP COM 755081106 97 7,243 X 7,243 RAYOVAC CORP COM COM 755081106 69 5,166 X 5,166 RAYTECH CORP COM 755103108 54 9,398 X 9,398 RAYTECH CORP COM 755103108 38 6,704 X 6,704 RAYTHEON CO COM NEW 755111507 4,264 138,675 X 138,675 RAYTHEON CO COM NEW COM NEW 755111507 4,688 152,465 X 152,465 READ RITE CORP COM 755246105 10 27,367 X 27,367 READ RITE CORP COM COM 755246105 5 13,212 X 13,212 REALTY INCOME CORP COM 756109104 277 7,921 X 7,921 REALTY INCOME CORP MD COM COM 756109104 188 5,375 X 5,375 RED HAT INC COM 756577102 151 25,592 X 25,592 RED HAT INC COM COM 756577102 108 18,257 X 18,257 REDBACK NETWORKS INC COM 757209101 26 30,414 X 30,414 REDBACK NETWORKS INC COM COM 757209101 20 24,235 X 24,235 REEBOK INTL LTD COM 758110100 596 20,267 X 20,267 REEBOK INTL LTD COM COM 758110100 654 22,242 X 22,242 REGENT COMMUNICATIONS INC DEL COM 758865109 36 6,028 X 6,028 REGENT COMMNS INC DEL COM COM 758865109 25 4,300 X 4,300 REGENERON PHARMACEUTICALS INC COM 75886F107 140 7,553 X 7,553 REGENERON PHARMACEUTICALS INC COM 75886F107 100 5,387 X 5,387 REGIS CORP MINNESOTA COM 758932107 267 10,288 X 10,288 REGIS CORP MINN COM 758932107 181 6,980 X 6,980 REGIONS FINL CORP COM 758940100 2,520 75,553 X 75,553 REGIONS FINL CORP COM COM 758940100 2,761 82,764 X 82,764 REGISTER COM INC COM 75914G101 30 6,675 X 6,675 REGISTER.COM INC COM COM 75914G101 22 4,872 X 4,872 REINSURANCE GRP OF AMERICA COM 759351109 129,569 4,784,689 X 4,784,689 REMEC INC COM 759543101 39 10,174 X 10,174 REMEC INC COM COM 759543101 28 7,259 X 7,259 RENT WAY INC COM 76009U104 20 5,775 X 5,775 RENT WAY INC COM COM 76009U104 18 5,120 X 5,120 REPUBLIC BANCORP INC COM 760282103 139 11,831 X 11,831 REPUBLIC BANCORP INC COM COM 760282103 99 8,440 X 8,440 RESTORATION HARDWARE INC DEL COM 760981100 37 7,333 X 7,333 RESTORATION HARDWARE INC COM 760981100 16 3,130 X 3,130 RESMED INC COM 761152107 210 6,875 X 6,875 RESMED INC COM 761152107 150 4,904 X 4,904 RESPIRONICS INC COM 761230101 238 7,828 X 7,828 RESPIRONICS INC COM COM 761230101 163 5,360 X 5,360 RETEK INC COM 76128Q109 32 11,808 X 11,808 RETEK INC COM COM 76128Q109 27 9,985 X 9,985 REYNOLDS R J TOB HLDGS INC COM 76182K105 1,269 30,134 X 30,134 REYNOLDS RJ TOB HLDGS INC COM COM 76182K105 1,405 33,356 X 33,356 RIGEL PHARMACEUTICALS INC COM 766559108 23 20,588 X 20,588 RIVERSTONE NETWORKS INC COM 769320102 58 27,409 X 27,409 RIVERSTONE NETWORKS INC COM COM 769320102 41 19,475 X 19,475 ROBERT HALF INTL INC COM 770323103 967 60,005 X 60,005 ROBERT HALF INTL INC COM COM 770323103 1,633 101,378 X 101,378 ROCKWELL AUTOMATION INC COM 773903109 1,308 63,147 X 63,147 ROCKWELL AUTOMATION INC COM 773903109 1,455 70,279 X 70,279 ROCKWELL COLLINS INC COM 774341101 1,448 62,273 X 62,273 ROCKWELL COLLINS INC COM COM 774341101 1,265 54,373 X 54,373 ROHM + HAAS CO COM 775371107 2,444 75,255 X 75,255 ROHM & HAAS CO COM COM 775371107 2,741 84,404 X 84,404 ROPER INDS COM 776696106 253 6,921 X 6,921 ROPER INDS INC NEW COM COM 776696106 172 4,695 X 4,695 ROWAN COS INC COM 779382100 726 31,990 X 31,990 ROWAN COS INC COM COM 779382100 794 34,957 X 34,957 RUDDICK CORP COM 781258108 97 7,085 X 7,085 RUDDICK CORP COM COM 781258108 69 5,055 X 5,055 RYANS FAMILY STEAK HOUSES INC COM 783519101 114 10,017 X 10,017 RYANS FAMILY STEAK HOUSES INC COM 783519101 81 7,146 X 7,146 RYDER SYS INC COM 783549108 473 21,080 X 21,080 RYDER SYS INC COM COM 783549108 432 19,270 X 19,270 S + T BANCORP INC COM 783859101 158 6,313 X 6,313 S & T BANCORP INC COM 783859101 107 4,284 X 4,284 SBC COMMUNICATIONS INC COM 78387G103 30,753 1,134,378 X 1,134,378 SBC COMMUNICATIONS INC COM COM 78387G103 33,720 1,243,834 X 1,243,834 SK TELECOM LTD SPONSORE78440P108 1,228 57,500 X 57,500 SL GREEN RLTY CORP COM 78440X101 198 6,264 X 6,264 SL GREEN REALTY CORP COM 78440X101 134 4,250 X 4,250 SLM CORP COM 78442P106 5,445 52,430 X 52,430 SLM CORP COM 78442P106 6,972 67,133 X 67,133 SPDR TRUST UNIT SER78462F103 4,412 50,000 X 50,000 SPDR TR UNIT SER 1 STANDARD & UNIT SER78462F103 6,493 73,589 X 73,589 SPDR TR UNIT UNIT SER78462F103 4,776 54,129 X 54,129 S1 CORP COM 78463B101 71 16,015 X 16,015 S1 CORP COM COM 78463B101 51 11,425 X 11,425 SABRE HLDGS CORP CL A 785905100 891 49,217 X 49,217 SABRE GROUP HLDGS INC CL A CL A 785905100 1,276 70,468 X 70,468 SAFECO CORP COM 786429100 1,637 47,220 X 47,220 SAFECO CORP COM COM 786429100 1,795 51,768 X 51,768 SAFEGUARD SCIENTIFICS INC COM 786449108 37 27,010 X 27,010 SAFEGUARD SCIENTIFICS INC COM 786449108 26 19,270 X 19,270 SAFEWAY INC COM NEW 786514208 3,520 150,706 X 150,706 SAFEWAY INC NEW COM COM NEW 786514208 3,840 164,365 X 164,365 ST JUDE MED INC COM 790849103 2,441 61,448 X 61,448 ST JUDE MED INC COM COM 790849103 2,042 51,407 X 51,407 ST MARY LD + EXPL CO COM 792228108 157 6,291 X 6,291 ST MARY LD & EXPL CO COM 792228108 112 4,487 X 4,487 ST PAUL COS INC COM 792860108 2,629 77,216 X 77,216 ST PAUL COS INC COM 792860108 2,857 83,895 X 83,895 SANDISK CORP COM 80004C101 278 13,681 X 13,681 SANDISK CORP COM 80004C101 198 9,760 X 9,760 SANMINA SCI CORP COM 800907107 802 178,526 X 178,526 SANMINA-SCI CORP COM 800907107 875 194,783 X 194,783 SANGSTAT MED CORP COM 801003104 67 5,962 X 5,962 SANGSTAT MED CORP COM COM 801003104 48 4,254 X 4,254 SAPIENT CORP COM 803062108 61 29,814 X 29,814 SAPIENT CORP COM 803062108 28 13,537 X 13,537 SARA LEE CORP COM 803111103 6,015 267,232 X 267,232 SARA LEE CORP COM 803111103 5,145 228,550 X 228,550 SAXON CAPITAL INC COM 80556P302 79 6,351 X 6,351 SAXON CAPITAL INC COM 80556P302 57 4,531 X 4,531 SCANSOFT INC COM 80603P107 61 11,767 X 11,767 SCANSOFT INC COM COM 80603P107 44 8,395 X 8,395 SCHERING PLOUGH CORP COM 806605101 11,138 501,720 X 501,720 SCHERING PLOUGH CORP COM COM 806605101 10,317 464,729 X 464,729 SCHLUMBERGER LTD COM 806857108 8,350 198,388 X 198,388 SCHLUMBERGER LTD COM COM 806857108 11,253 267,367 X 267,367 SCHULMAN A INC COM 808194104 117 6,310 X 6,310 SCHULMAN A INC COM COM 808194104 88 4,742 X 4,742 SCHWAB CHARLES CORP COM 808513105 4,981 459,069 X 459,069 SCHWAB CHARLES CORP NEW COM COM 808513105 4,560 420,265 X 420,265 SCIENTIFIC ATLANTA INC COM 808655104 583 49,124 X 49,124 SCIENTIFIC ATLANTA INC COM 808655104 665 56,069 X 56,069 SCIENTIFIC GAMES CORP CL A 80874P109 75 10,329 X 10,329 SCIENTIFIC GAMES CORP CL A CL A 80874P109 51 7,009 X 7,009 SCIOS INC COM 808905103 341 10,461 X 10,461 SCIOS INC COM 808905103 243 7,463 X 7,463 SEACOR SMIT INC COM 811904101 184 4,125 X 4,125 SEACOR SMIT INC COM COM 811904101 125 2,798 X 2,798 SEALED AIR CORP NEW COM 81211K100 1,066 28,589 X 28,589 SEALED AIR CORP NEW COM COM 81211K100 1,168 31,324 X 31,324 SEARS ROEBUCK + CO COM 812387108 2,572 107,409 X 107,409 SEARS ROEBUCK & CO COM COM 812387108 2,822 117,809 X 117,809 SEATTLE GENETICS INC COM 812578102 37 11,971 X 11,971 SEATTLE GENETICS INC COM COM 812578102 7 2,388 X 2,388 SECURE COMPUTING CORP COM 813705100 42 6,628 X 6,628 SECURE COMPUTING CORP COM 813705100 32 4,964 X 4,964 SEEBEYOND TECHNOLOGY CORP COM 815704101 30 12,431 X 12,431 SEEBEYOND TECHNOLOGY CORP COM COM 815704101 25 10,390 X 10,390 SELECTIVE INS GROUP INC COM 816300107 147 5,844 X 5,844 SELECTIVE INS GROUP INC COM COM 816300107 105 4,169 X 4,169 SEMPRA ENERGY COM 816851109 1,654 69,941 X 69,941 SEMPRA ENERGY COM COM 816851109 1,829 77,316 X 77,316 SENIOR HSG PPTSY TR SH BEN I81721M109 109 10,278 X 10,278 SENIOR HSG PPTYS TR SH BEN INT SH BEN I81721M109 78 7,333 X 7,333 SENSIENT TECHNOLOGIES CORP COM 81725T100 233 10,349 X 10,349 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 158 7,023 X 7,023 SEPRACOR INC COM 817315104 151 15,638 X 15,638 SEPRACOR INC COM 817315104 108 11,157 X 11,157 SEQUENOM INC COM 817337108 15 8,480 X 8,480 SEQUENOM INC COM COM 817337108 15 8,298 X 8,298 SERVICE CORP INTL COM 817565104 221 66,434 X 66,434 SERVICE CORP INTL COM COM 817565104 157 47,396 X 47,396 SHERWIN WILLIAMS CO COM 824348106 1,469 51,984 X 51,984 SHERWIN WILLIAMS CO COM COM 824348106 1,591 56,320 X 56,320 SHOPKO STORES INC COM 824911101 81 6,499 X 6,499 SHOPKO STORES INC COM COM 824911101 58 4,636 X 4,636 SHURGARD STORAGE CTRS COM 82567D104 251 8,018 X 8,018 SHURGARD STORAGE CTRS INC CL A COM 82567D104 170 5,440 X 5,440 SIEBEL SYS INC COM 826170102 1,194 161,332 X 161,332 SIEBEL SYS INC COM 826170102 1,298 175,392 X 175,392 SIERRA PAC RES NEW COM 826428104 150 23,090 X 23,090 SIERRA PAC RES NEW COM COM 826428104 107 16,472 X 16,472 SIGMA ALDRICH COM 826552101 1,214 24,931 X 24,931 SIGMA ALDRICH CORP COM 826552101 1,036 21,283 X 21,283 SILICON LABORATORIES INC COM 826919102 113 5,942 X 5,942 SILICON LABORATORIES INC COM 826919102 81 4,239 X 4,239 SILICON GRAPHICS INC COM 827056102 48 42,843 X 42,843 SILICON GRAPHICS INC COM COM 827056102 39 34,254 X 34,254 SILICON STORAGE TECHNOLOGY INC COM 827057100 71 17,493 X 17,493 SILICON STORAGE TECHNOLOGY INC COM 827057100 50 12,479 X 12,479 SILICON IMAGE INC COM 82705T102 79 13,111 X 13,111 SILICON IMAGE INC COM COM 82705T102 57 9,487 X 9,487 SIMON PPTY GROUP INC NEW COM 828806109 2,195 64,416 X 64,416 SIMON PPTY GROUP INC NEW COM COM 828806109 2,380 69,847 X 69,847 SINCLAIR BROADCAST GROUP INC CL A 829226109 81 6,954 X 6,954 SINCLAIR BROADCAST GRP INC CLA CL A 829226109 58 4,961 X 4,961 SIRIUS SATELLITE RADIO INC COM 82966U103 10 15,595 X 15,595 SIRIUS SATELLITE RADIO INC COM COM 82966U103 8 12,673 X 12,673 SITEL CORP COM 82980K107 15 12,795 X 12,795 SITEL CORP COM 82980K107 12 10,244 X 10,244 SKYWORKS SOLUTIONS INC COM 83088M102 273 31,679 X 31,679 SKYWORKS SOLUTIONS INC COM 83088M102 188 21,776 X 21,776 SMITH INTL INC COM COM 832110100 587 18,000 X 18,000 SMUCKER J M CO COM NEW 832696405 421 10,565 X 10,565 JM SMUCKER COMPANY COM NEW 832696405 285 7,169 X 7,169 SNAP ON INC COM 833034101 557 19,817 X 19,817 SNAP ON INC COM COM 833034101 611 21,724 X 21,724 SOLECTRON CORP COM 834182107 995 280,320 X 280,320 SOLECTRON CORP COM 834182107 1,080 304,122 X 304,122 SOLUTIA INC COM 834376105 86 23,693 X 23,693 SOLUTIA INC COM COM 834376105 61 16,903 X 16,903 SOMERA COMMUNICATIONS INC COM 834458101 20 7,363 X 7,363 SOMERA COMMUNICATIONS INC COM COM 834458101 10 3,594 X 3,594 SONIC CORP COM 835451105 177 8,641 X 8,641 SONIC CORP COM 835451105 120 5,862 X 5,862 SONICWALL INC COM 835470105 42 11,550 X 11,550 SONICWALL INC COM COM 835470105 35 9,737 X 9,737 SOTHEBYS HLDGS INC CL A 835898107 91 10,147 X 10,147 SOTHEBYS HLDGS INC CL A LTD CL A 835898107 65 7,239 X 7,239 SONUS NETWORKS INC COM 835916107 41 40,882 X 40,882 SONUS NETWORKS INC COM COM 835916107 29 29,048 X 29,048 SOUNDVIEW TECHNOLOGY GROUP INC COM 83611Q109 40 26,782 X 26,782 SOUNDVIEW TECHNOLOGY GROUP NEW COM 83611Q109 20 13,066 X 13,066 SOUTH FINL GROUP INC COM 837841105 220 10,639 X 10,639 SOUTH FINL GROUP INC COM COM 837841105 149 7,216 X 7,216 SOUTHERN CO COM 842587107 6,921 243,766 X 243,766 SOUTHERN CO COM COM 842587107 7,572 266,699 X 266,699 SOUTHERN UN CO NEW COM 844030106 150 9,075 X 9,075 SOUTHERN UN CO NEW COM 844030106 108 6,538 X 6,538 SOUTHTRUST CORP COM 844730101 2,935 118,103 X 118,103 SOUTHTRUST CORP COM COM 844730101 3,246 130,632 X 130,632 SOUTHWEST AIRLS CO COM 844741108 3,654 262,871 X 262,871 SOUTHWEST AIRLS CO COM COM 844741108 4,042 290,785 X 290,785 SOUTHWEST BANCORPORATION TEX COM 84476R109 194 6,718 X 6,718 SOUTHWEST BANCORP TEX INC COM COM 84476R109 131 4,559 X 4,559 SOUTHWEST GAS CORP COM 844895102 174 7,431 X 7,431 SOUTHWEST GAS CORP COM COM 844895102 124 5,301 X 5,301 SPANISH BROADCASTING SYS INC CL A 846425882 59 8,160 X 8,160 SPANISH BROADCASTING SYS INC CL A 846425882 42 5,821 X 5,821 SPHERION CORP COM 848420105 89 13,302 X 13,302 SPHERION CORP COM COM 848420105 64 9,490 X 9,490 SPINNAKER EXPL CO COM 84855W109 122 5,542 X 5,542 SPINNAKER EXPL CO COM COM 84855W109 83 3,760 X 3,760 SPORTS AUTH INC COM 849176102 52 7,398 X 7,398 SPORTS AUTH INC COM 849176102 37 5,277 X 5,277 SPORTS RESORTS INTL INC COM 84918U108 32 5,511 X 5,511 SPORTS RESORTS INTL INC COM COM 84918U108 27 4,626 X 4,626 SPRINT CORP COM FON 852061100 4,395 303,545 X 303,545 SPRINT CORP (FON GROUP) COM COM FON 852061100 4,846 334,647 X 334,647 SPRINT CORP PCS COM 852061506 1,481 338,105 X 338,105 SPRINT CORP PCS COM SER 1 PCS COM 852061506 2,910 664,460 X 664,460 STAMPS COM INC COM 852857101 37 7,924 X 7,924 STAMPS COM INC COM COM 852857101 26 5,652 X 5,652 STANDARD PAC CORP NEW COM 85375C101 189 7,639 X 7,639 STANDARD PAC CORP NEW COM COM 85375C101 128 5,182 X 5,182 STANLEY WORKS COM 854616109 1,054 30,488 X 30,488 STANLEY WKS COM 854616109 1,145 33,115 X 33,115 STAPLES INC COM 855030102 2,914 159,260 X 159,260 STAPLES INC COM COM 855030102 2,497 136,432 X 136,432 STARBUCKS CORP COM 855244109 2,680 131,517 X 131,517 STARBUCKS CORP COM COM 855244109 2,298 112,754 X 112,754 STARWOOD HOTELS + RESORTS PAIRED C85590A203 1,612 67,912 X 67,912 STARWOOD HOTELS & RESORTS PAIRED C85590A203 1,764 74,288 X 74,288 STATE STREET CORPORATION COM 857477103 4,321 110,789 X 110,789 STATE STREET CORP COM 857477103 6,132 157,236 X 157,236 STATEN IS BANCORP INC COM 857550107 264 13,107 X 13,107 STATEN IS BANCORP INC COM COM 857550107 179 8,894 X 8,894 STATION CASINOS INC COM 857689103 138 7,791 X 7,791 STATION CASINOS INC COM 857689103 98 5,557 X 5,557 STEEL DYNAMICS INC COM 858119100 87 7,211 X 7,211 STEEL DYNAMICS INC COM COM 858119100 62 5,144 X 5,144 STERLING BANCSHARES INC COM 858907108 105 8,617 X 8,617 STERLING BANCSHARES INC COM 858907108 75 6,148 X 6,148 STERICYCLE INC COM 858912108 246 7,587 X 7,587 STERICYCLE INC COM COM 858912108 175 5,412 X 5,412 STEWART + STEVENSON SVCS INC COM 860342104 91 6,437 X 6,437 STEWART & STEVENSON SVCS INC COM 860342104 65 4,592 X 4,592 STEWART ENTERPRISES INC CL A 860370105 121 21,791 X 21,791 STEWART ENTERPRISES INC CL A CL A 860370105 87 15,546 X 15,546 STILLWATER MNG CO COM 86074Q102 52 9,748 X 9,748 STILLWATER MNG CO COM COM 86074Q102 37 6,954 X 6,954 STILWELL FINL INC COM COM 860831106 1,094 83,685 X 83,685 STONE ENERGY CORP COM 861642106 169 5,070 X 5,070 STONE ENERGY CORP COM COM 861642106 115 3,440 X 3,440 STORAGENETWORKS INC COM 86211E103 17 14,926 X 14,926 STORAGE NETWORKS INC OC COM COM 86211E103 14 12,020 X 12,020 STRATEX NETWORKS INC COM 86279T109 41 18,636 X 18,636 STRATEX NETWORKS INC COM COM 86279T109 31 13,818 X 13,818 STRAYER ED INC COM 863236105 123 2,138 X 2,138 STRAYER ED INC COM 863236105 84 1,463 X 1,463 STRIDE RITE CORP COM 863314100 64 8,983 X 8,983 STRIDE RITE CORP COM COM 863314100 46 6,409 X 6,409 STRYKER CORP COM 863667101 4,564 67,991 X 67,991 STRYKER CORP COM 863667101 3,896 58,052 X 58,052 SUMMIT AMER TELEVISION INC COM 86600T109 38 14,046 X 14,046 SUMMIT AMER TELEVISION INC COM 86600T109 18 6,561 X 6,561 SUN CMNTYS INC COM 866674104 123 3,358 X 3,358 SUN CMNTYS INC COM COM 866674104 88 2,395 X 2,395 SUN MICROSYSTEMS INC COM 866810104 3,310 1,064,149 X 1,064,149 SUN MICROSYSTEMS INC COM COM 866810104 3,643 1,171,315 X 1,171,315 SUNGARD DATA SYS INC COM 867363103 2,264 96,085 X 96,085 SUNGARD DATA SYS INC COM COM 867363103 2,482 105,342 X 105,342 SUNOCO INC COM 86764P109 862 25,982 X 25,982 SUNOCO INC COM COM 86764P109 951 28,652 X 28,652 SUNTRUST BKS INC COM 867914103 5,550 97,498 X 97,498 SUNTRUST BKS INC COM 867914103 6,057 106,404 X 106,404 SUPERIOR ENERGY SVCS INC COM 868157108 90 10,988 X 10,988 SUPERIOR ENERGY SERVICES INC COM 868157108 64 7,839 X 7,839 SUPERIOR INDS INTL INC COM 868168105 209 5,059 X 5,059 SUPERIOR INDS INTL INC COM COM 868168105 142 3,432 X 3,432 SUPERVALU INC COM 868536103 749 45,361 X 45,361 SUPERVALU INC COM COM 868536103 822 49,803 X 49,803 SUREBEAM CORP CL A 86866R102 79 19,508 X 19,508 SUREBEAM CORP CL A CL A 86866R102 42 10,509 X 10,509 SUSQUEHANNA BANCSHARES INC PA COM 869099101 195 9,360 X 9,360 SUSQUEHANNA BANCSHARES INC PA COM 869099101 132 6,351 X 6,351 SYBRON DENTAL SPECIALTIES COM 871142105 127 8,580 X 8,580 SYBRON DENTAL SPECIALTIES INC COM 871142105 91 6,120 X 6,120 SYCAMORE NETWORKS INC COM 871206108 104 35,956 X 35,956 SYCAMORE NETWORKS INC COM COM 871206108 74 25,652 X 25,652 SYLVAN LEARNING SYS INC COM 871399101 117 7,157 X 7,157 SYLVAN LEARNING SYS INC COM COM 871399101 84 5,105 X 5,105 SYMBOL TECHNOLOGIES INC COM 871508107 637 77,468 X 77,468 SYMBOL TECHNOLOGIES INC COM COM 871508107 700 85,119 X 85,119 SYNOVUS FINL CORP COM 87161C105 2,002 103,176 X 103,176 SYNOVUS FINL CORP COM 87161C105 2,150 110,824 X 110,824 SYSCO CORP COM 871829107 6,681 224,256 X 224,256 SYSCO CORP COM COM 871829107 5,732 192,399 X 192,399 SYSTEMS + COMPUTER TECHNOLOGY COM 871873105 60 7,003 X 7,003 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 43 4,996 X 4,996 TECO ENERGY INC COM 872375100 928 60,011 X 60,011 TECO ENERGY INC COM COM 872375100 999 64,602 X 64,602 T HQ INC COM NEW 872443403 118 8,900 X 8,900 THQ INC COM NEW 872443403 84 6,349 X 6,349 TJX COS INC NEW COM 872540109 3,523 180,468 X 180,468 TJX COS INC NEW COM COM 872540109 3,048 156,128 X 156,128 TMP WORLDWIDE INC COM 872941109 429 37,945 X 37,945 TMP WORLDWIDE INC COM COM 872941109 1,628 143,908 X 143,908 TXU CORP COM 873168108 2,056 110,061 X 110,061 TXU CORP COM 873168108 2,266 121,303 X 121,303 TAKE TWO INTERACTIVE SOFTWARE COM 874054109 218 9,275 X 9,275 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 143 6,089 X 6,089 TARGET CORP COM 87612E106 9,317 310,579 X 310,579 TARGET CORP COM COM 87612E106 9,279 309,312 X 309,312 TAUBMAN CENTERS INC COM 876664103 105 6,490 X 6,490 TAUBMAN CENTERS INC COM 876664103 75 4,630 X 4,630 TECHNE CORP COM 878377100 269 9,401 X 9,401 TECHNE CORP COM COM 878377100 192 6,706 X 6,706 TECHNITROL INC COM 878555101 154 9,524 X 9,524 TECHNITROL INC COM 878555101 104 6,463 X 6,463 TECUMSEH PRODS CO CL A 878895200 151 3,419 X 3,419 TECUMSEH PRODS CO CL A CL A 878895200 108 2,438 X 2,438 TEKELEC INC COM 879101103 110 10,493 X 10,493 TEKELEC COM COM 879101103 78 7,486 X 7,486 TEKTRONIX INC COM 879131100 511 28,092 X 28,092 TEKTRONIX INC COM COM 879131100 494 27,170 X 27,170 TELEDYNE TECHNOLOGIES INC COM 879360105 107 6,854 X 6,854 TELEDYNE TECHNOLOGIES INC COM COM 879360105 77 4,890 X 4,890 TELEFONOS DE MEXICO S A SPON ADR879403780 2,950 92,234 X 92,234 TELIK INC COM 87959M109 87 7,493 X 7,493 TELIK INC COM COM 87959M109 60 5,130 X 5,130 TELLABS INC COM 879664100 1,018 139,962 X 139,962 TELLABS INC COM COM 879664100 1,120 153,989 X 153,989 TELLIUM INC COM 87967E107 11 17,635 X 17,635 TEMPLE INLAND INC COM 879868107 860 19,182 X 19,182 TEMPLE INLAND INC COM COM 879868107 901 20,098 X 20,098 TELETECH HLDGS INC COM 879939106 64 8,806 X 8,806 TELETECH HLDGS INC COM 879939106 46 6,283 X 6,283 TENET HEALTHCARE CORP COM 88033G100 2,731 166,505 X 166,505 TENET HEALTHCARE CORP COM COM 88033G100 2,986 182,046 X 182,046 TENNECO AUTOMOTIVE INC COM 880349105 34 8,539 X 8,539 TENNECO AUTO INC COM COM 880349105 25 6,091 X 6,091 TERADYNE INC COM 880770102 810 62,297 X 62,297 TERADYNE INC COM COM 880770102 1,556 119,637 X 119,637 TERAYON COMMUNICATION SYS COM 880775101 30 14,703 X 14,703 TERAYON COMMUNICATION SYS COM COM 880775101 22 10,489 X 10,489 TEREX CORP NEW COM 880779103 100 8,985 X 8,985 TEREX CORP NEW COM 880779103 71 6,410 X 6,410 TERRA INDS INC COM 880915103 26 16,721 X 16,721 TERRA INDS INC COM 880915103 11 6,968 X 6,968 TESORO PETE CORP COM 881609101 66 14,606 X 14,606 TESORO PETE CORP COM 881609101 47 10,420 X 10,420 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 996 25,800 X 25,800 TETRA TECH INC NEW COM 88162G103 138 11,316 X 11,316 TETRA TECH INC NEW COM 88162G103 98 8,073 X 8,073 TEXAS BIOTECHNOLOGY CORP COM 88221T104 14 9,892 X 9,892 TEXAS BIOTECHNOLOGY CORP COM 88221T104 10 7,319 X 7,319 TEXAS INSTRS INC COM 882508104 8,868 590,806 X 590,806 TEXAS INSTRS INC COM COM 882508104 10,440 695,514 X 695,514 TEXAS REGL BANCSHARES INC CL A VTG882673106 187 5,253 X 5,253 TEXAS REGL BANCSHARES INC COM CL A VTG882673106 127 3,564 X 3,564 TEXTRON INC COM 883203101 2,048 47,649 X 47,649 TEXTRON INC COM COM 883203101 2,231 51,898 X 51,898 THERAGENICS CORP COM 883375107 27 6,727 X 6,727 THERAGENICS CORP COM 883375107 19 4,800 X 4,800 THERMO ELECTRON CORP COM 883556102 1,124 55,868 X 55,868 THERMO ELECTRON CORP COM COM 883556102 1,260 62,633 X 62,633 THOMAS + BETTS CORP COM 884315102 501 29,651 X 29,651 THOMAS & BETTS CORP COM COM 884315102 421 24,923 X 24,923 THOR INDS INC COM 885160101 119 3,460 X 3,460 THOR INDS INC COM COM 885160101 85 2,468 X 2,468 THORATEC CORP COM NEW 885175307 85 11,108 X 11,108 THORATEC CORP COM NEW COM NEW 885175307 60 7,925 X 7,925 THORNBURG MTG INC COM 885218107 247 12,292 X 12,292 THORNBURG MORTGAGE INC COM COM 885218107 161 7,994 X 7,994 3M CO COM 88579Y101 16,438 133,315 X 133,315 3M CO COM 88579Y101 14,631 118,664 X 118,664 TIBCO SOFTWARE INC COM 88632Q103 112 18,130 X 18,130 TIBCO SOFTWARE INC COM COM 88632Q103 80 12,934 X 12,934 TIFFANY + CO NEW COM 886547108 1,187 49,629 X 49,629 TIFFANY & CO NEW COM COM 886547108 1,019 42,637 X 42,637 TIME WARNER TELECOM INC CL A 887319101 21 9,991 X 9,991 TIME WARNER TELECOM INC CL A CL A 887319101 17 8,224 X 8,224 TOO INC COM 890333107 180 7,661 X 7,661 TOO INC COM COM 890333107 129 5,465 X 5,465 TOPPS INC COM 890786106 73 8,387 X 8,387 TOPPS INC COM 890786106 52 5,984 X 5,984 TORCHMARK INC COM 891027104 1,511 41,353 X 41,353 TORCHMARK CORP COM 891027104 1,600 43,788 X 43,788 TORO CO COM 891092108 178 2,791 X 2,791 TORO CO COM 891092108 127 1,991 X 1,991 TOUCH AMER HLDGS INC COM 891539108 34 86,663 X 86,663 TOUCH AMERICA HLDGS INC COM 891539108 4 9,113 X 9,113 TOWER AUTOMOTIVE INC COM 891707101 63 13,914 X 13,914 TOWER AUTOMOTIVE INC COM 891707101 45 9,927 X 9,927 TOYS R US INC COM 892335100 717 71,688 X 71,688 TOYS R US INC COM COM 892335100 792 79,201 X 79,201 TRAMMELL CROW CO COM 89288R106 60 6,654 X 6,654 TRAMMELL CROW CO COM COM 89288R106 43 4,747 X 4,747 TRANSACTION SYS ARCHITECTS INC CL A 893416107 47 7,180 X 7,180 TRANSACTION SYS ARCHITECTS INC CL A 893416107 33 5,122 X 5,122 TRANSKARYOTIC THERAPIES INC COM 893735100 63 6,315 X 6,315 TRANSKARYOTIC THERAPIES INC COM 893735100 45 4,505 X 4,505 TRANSMETA CORP DEL COM 89376R109 29 24,563 X 24,563 TRANSMETA CORP DEL COM COM 89376R109 21 17,523 X 17,523 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 634 43,252 X 43,252 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 4,990 340,629 X 340,629 TRAVELERS PROPERTY CASUALTY CL B 89420G406 5,468 373,234 X 373,234 TREDEGAR INDS INC COM 894650100 88 5,856 X 5,856 TREDEGAR CORP COM COM 894650100 63 4,177 X 4,177 TRIANGLE PHARMACEUTICALS INC COM 89589H104 81 13,622 X 13,622 TRIANGLE PHARMACEUTICALS INC COM 89589H104 36 6,078 X 6,078 TRIBUNE CO NEW COM 896047107 4,734 104,135 X 104,135 TRIBUNE CO NEW COM COM 896047107 5,213 114,683 X 114,683 TRIMERIS INC COM 896263100 152 3,510 X 3,510 TRIMERIS INC COM COM 896263100 104 2,402 X 2,402 TRINITY INDS INC COM 896522109 159 8,391 X 8,391 TRINITY INDS INC COM 896522109 109 5,767 X 5,767 TRIQUINT SEMICONDUCTOR INC COM 89674K103 126 29,713 X 29,713 TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 90 21,197 X 21,197 TRIZETTO GROUP INC COM 896882107 42 6,831 X 6,831 TRIZETTO GROUP INC COM 896882107 33 5,316 X 5,316 THE TRUST COMPANY OF N J COM 898304100 117 4,204 X 4,204 TRUST CO N J JERSEY CITY NEW COM 898304100 83 2,998 X 2,998 TRUSTCO BK CORP N Y COM 898349105 185 17,178 X 17,178 TRUSTCO BK CORP N Y COM 898349105 126 11,657 X 11,657 TULARIK INC COM 899165104 65 8,647 X 8,647 TULARIK INC COM 899165104 46 6,169 X 6,169 TUPPERWARE CORP COM 899896104 485 32,184 X 32,184 TUPPERWARE CORP COM COM 899896104 327 21,699 X 21,699 TURNSTONE SYS INC COM 900423104 21 7,942 X 7,942 TURNSTONE SYS INC COM COM 900423104 18 6,625 X 6,625 TYCO INTL LTD COM 902124106 11,618 680,213 X 680,213 TYCO INTL LTD NEW COM COM 902124106 14,668 858,787 X 858,787 TYLER TECHNOLOGIES INC COM 902252105 30 7,279 X 7,279 TYLER TECHNOLOGIES INC COM 902252105 22 5,192 X 5,192 UAL CORP COM PAR 902549500 18 12,617 X 12,617 UAL CORP COM PAR $0.01 COM PAR 902549500 13 9,001 X 9,001 UCBH HLDGS INC COM 90262T308 183 4,309 X 4,309 UCBH HLDGS INC COM COM 90262T308 124 2,923 X 2,923 UGI CORP NEW COM 902681105 245 6,544 X 6,544 UGI CORP NEW COM COM 902681105 166 4,440 X 4,440 UICI COM 902737105 143 9,171 X 9,171 UICI COM 902737105 97 6,223 X 6,223 UMB FINL CORP COM 902788108 150 3,913 X 3,913 UMB FINL CORP COM 902788108 102 2,655 X 2,655 UST INC COM 902911106 1,923 57,537 X 57,537 UST INC COM COM 902911106 1,641 49,074 X 49,074 US BANCORP DEL COM NEW 902973304 13,888 654,470 X 654,470 US BANCORP DEL COM NEW COM NEW 902973304 16,152 761,192 X 761,192 USA INTERACTIVE COM 902984103 2,527 110,250 X 110,250 USG CORP COM NEW 903293405 70 8,313 X 8,313 USG CORP NEW COM COM NEW 903293405 50 5,930 X 5,930 USEC INC COM 90333E108 111 18,364 X 18,364 USEC INC COM COM 90333E108 79 13,102 X 13,102 US UNWIRED INC COM 90338R104 10 21,192 X 21,192 US UNWIRED INC CL A COM 90338R104 5 9,707 X 9,707 US ONCOLOGY INC COM 90338W103 144 16,560 X 16,560 US ONCOLOGY INC COM COM 90338W103 102 11,814 X 11,814 UMPQUA HLDGS CORP COM 904214103 129 7,092 X 7,092 UMPQUA HLDGS CORP COM COM 904214103 84 4,614 X 4,614 UNIFI INC COM 904677101 59 11,319 X 11,319 UNIFI INC COM 904677101 42 8,075 X 8,075 UNION PAC CORP COM 907818108 5,186 86,628 X 86,628 UNION PAC CORP COM COM 907818108 5,678 94,847 X 94,847 UNION PLANTERS CORP COM 908068109 1,892 67,236 X 67,236 UNION PLANTERS CORP TENN COM COM 908068109 2,105 74,796 X 74,796 UNISOURCE ENERGY CORP COM 909205106 111 6,446 X 6,446 UNISOURCE ENERGY CORP COM COM 909205106 80 4,599 X 4,599 UNISYS CORP COM 909214108 1,085 109,637 X 109,637 UNISYS CORP COM 909214108 1,208 122,038 X 122,038 UNIT CORP COM 909218109 189 10,170 X 10,170 UNIT CORP COM COM 909218109 129 6,963 X 6,963 UTD COMMUNITY FINL COM 909839102 61 7,069 X 7,069 UNITED CMNTY FINL CORP OH COM COM 909839102 44 5,044 X 5,044 UNITED BANKSHARES INC W VA COM 909907107 253 8,697 X 8,697 UNITED BANKSHARES INC W VA COM 909907107 171 5,901 X 5,901 UNITED PARCEL SVC INC CL B 911312106 24,065 381,492 X 381,492 UNITED PARCEL SVC INC CL B CL B 911312106 21,413 339,461 X 339,461 U S INDS INC NEW COM 912080108 39 14,961 X 14,961 U S INDS INC NEW COM COM 912080108 28 10,673 X 10,673 UNITED STS STL CORP NEW COM 912909108 452 34,484 X 34,484 UNITED STATES STEEL CORP COM 912909108 413 31,483 X 31,483 UNITED STATIONERS INC COM 913004107 195 6,785 X 6,785 UNITED STATIONERS INC COM COM 913004107 139 4,840 X 4,840 UNITED TECHNOLOGIES CORP COM 913017109 10,027 161,887 X 161,887 UNITED TECHNOLOGIES CORP COM COM 913017109 11,915 192,368 X 192,368 UNITEDHEALTH GROUP INC COM 91324P102 8,695 104,133 X 104,133 UNITED HEALTH GROUP INC COM COM 91324P102 10,970 131,382 X 131,382 UNIVERSAL CORP VA COM 913456109 230 6,229 X 6,229 UNIVERSAL CORP VA COM 913456109 156 4,226 X 4,226 UNIVISION COMMUNICATIONS INC CL A 914906102 1,911 77,982 X 77,982 UNIVISION COMMUNICATIONS INC CL A 914906102 1,631 66,564 X 66,564 UNOCAL CORP COM 915289102 2,694 88,113 X 88,113 UNOCAL CORP COM COM 915289102 4,588 150,020 X 150,020 UNOVA INC COM 91529B106 56 9,342 X 9,342 UNOVA INC COM COM 91529B106 40 6,664 X 6,664 UNUMPROVIDENT CORP COM 91529Y106 1,451 82,745 X 82,745 UNUMPROVIDENT CORP COM 91529Y106 1,596 91,003 X 91,003 US FREIGHTWAYS CORP COM 916906100 184 6,389 X 6,389 U S FREIGHTWAYS CORP COM COM 916906100 125 4,335 X 4,335 V F CORP COM 918204108 1,352 37,507 X 37,507 V F CORP COM COM 918204108 1,484 41,165 X 41,165 VALUECLICK INC COM 92046N102 43 15,534 X 15,534 VALUECLICK INC COM COM 92046N102 29 10,332 X 10,332 VARIAN INC COM 922206107 191 6,666 X 6,666 VARIAN INC COM COM 922206107 136 4,755 X 4,755 VARIAN SEMICONDUCTOR EQUIP INC COM 922207105 171 7,194 X 7,194 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 117 4,945 X 4,945 VASTERA INC COM 92239N109 41 7,236 X 7,236 VASTERA INC OC COM COM 92239N109 30 5,341 X 5,341 VENTAS INC COM 92276F100 165 14,433 X 14,433 VENTAS INC COM 92276F100 112 9,793 X 9,793 VERITAS SOFTWARE CORP COM 923436109 2,177 139,395 X 139,395 VERITAS SOFTWARE CO COM COM 923436109 3,460 221,487 X 221,487 VERISIGN INC COM COM 92343E102 2,911 363,000 X 363,000 VERITAS DGC INC COM 92343P107 55 7,018 X 7,018 VERITAS DGC INC COM COM 92343P107 40 5,006 X 5,006 VERIZON COMMUNICATIONS COM 92343V104 36,220 934,699 X 934,699 VERIZON COMMUNICATIONS COM COM 92343V104 30,917 797,848 X 797,848 VESTA INS GROUP INC COM 925391104 22 8,037 X 8,037 VESTA INS GROUP INC COM COM 925391104 18 6,596 X 6,596 VIACOM INC CL B 925524308 24,541 602,088 X 602,088 VIACOM INC CL B COM CL B 925524308 29,915 733,933 X 733,933 VIASYS HEALTHCARE INC COM NEW 92553Q209 88 5,891 X 5,891 VIASYS HEALTHCARE INC COM COM NEW 92553Q209 63 4,202 X 4,202 VIEWPOINT CORP COM 92672P108 16 8,379 X 8,379 VIEWPOINT CORP COM COM 92672P108 12 6,548 X 6,548 VIGNETTE CORP COM 926734104 65 53,127 X 53,127 VIGNETTE CORP COM COM 926734104 48 39,024 X 39,024 VINTAGE PETE INC COM 927460105 116 10,978 X 10,978 VINTAGE PETE INC COM COM 927460105 83 7,833 X 7,833 VISTEON CORP COM 92839U107 260 37,428 X 37,428 VISTEON CORP COM COM 92839U107 248 35,595 X 35,595 VISX INC COM 92844S105 104 10,861 X 10,861 VISX INC DEL COM 92844S105 74 7,749 X 7,749 VITALWORKS INC COM 928483106 31 8,070 X 8,070 VITALWORKS INC COM COM 928483106 24 6,106 X 6,106 VITESSE SEMICONDUCTOR CORP COM 928497106 99 45,410 X 45,410 VITESSE SEMICONDUCTOR CORP COM COM 928497106 71 32,396 X 32,396 VITRIA TECHNOLOGY INC COM 92849Q104 33 43,893 X 43,893 VITRIA TECHNOLOGY INC COM COM 92849Q104 12 15,656 X 15,656 VIVUS COM 928551100 28 7,431 X 7,431 VIVUS INC COM COM 928551100 20 5,301 X 5,301 VODAFONE GRP PLC NEW SPONS ADR SPONSORE92857W100 1,433 79,100 X 79,100 VULCAN MATLS CO COM 929160109 1,296 34,548 X 34,548 VULCAN MATLS CO COM COM 929160109 1,446 38,555 X 38,555 WGL HLDGS INC COM 92924F106 276 11,546 X 11,546 WGL HLDGS INC COM COM 92924F106 187 7,834 X 7,834 W HLDG CO INC COM 929251106 169 10,310 X 10,310 W HLDG CO INC COM COM 929251106 115 6,995 X 6,995 WPS RES CORP COM 92931B106 290 7,459 X 7,459 WPS RES CORP COM COM 92931B106 196 5,061 X 5,061 WABTEC COM 929740108 109 7,747 X 7,747 WABTEC COM COM 929740108 78 5,526 X 5,526 WACHOVIA CORP 2ND NEW COM 929903102 16,936 464,762 X 464,762 WACHOVIA CORP 2ND NEW COM COM 929903102 18,522 508,291 X 508,291 WAL MART STORES INC COM 931142103 76,173 1,508,071 X 1,508,071 WAL MART STORES INC COM COM 931142103 68,362 1,353,426 X 1,353,426 WALGREEN CO COM 931422109 10,227 350,343 X 350,343 WALGREEN CO COM 931422109 9,199 315,150 X 315,150 WALLACE COMPUTER SER INC COM 932270101 181 8,420 X 8,420 WALLACE COMPUTER SVCS INC COM 932270101 129 6,007 X 6,007 WALTER INDS INC COM 93317Q105 66 6,068 X 6,068 WALTER INDS INC COM COM 93317Q105 47 4,329 X 4,329 WASHINGTON MUT INC COM 939322103 11,168 323,441 X 323,441 WASHINGTON MUTUAL INC COM COM 939322103 12,206 353,493 X 353,493 WASHINGTON REAL ESTATE INVT TR SH BEN I939653101 223 8,750 X 8,750 WASHINGTON REAL ESTATE INVT TR SH BEN I939653101 151 5,936 X 5,936 WASTE CONNECTIONS INC COM 941053100 242 6,256 X 6,256 WASTE CONNECTIONS INC COM COM 941053100 172 4,462 X 4,462 WASTE MGMT INC DEL COM 94106L109 4,766 207,961 X 207,961 WASTE MGMT INC DEL COM COM 94106L109 5,285 230,573 X 230,573 WATCHGUARD TECHNOLOGIES INC COM 941105108 38 5,943 X 5,943 WATCHGUARD TECHNOLOGIES INC COM 941105108 27 4,240 X 4,240 WATERS CORP COM 941848103 975 44,749 X 44,749 WATERS CORP COM COM 941848103 830 38,088 X 38,088 WATSON PHARMACEUTICALS INC COM 942683103 1,026 36,278 X 36,278 WATSON PHARMACEUTICALS INC COM COM 942683103 1,146 40,545 X 40,545 WAUSAU MOSINEE PAPER CORP COM 943315101 92 8,192 X 8,192 WAUSU-MOSINEE PAPER CORP COM COM 943315101 66 5,845 X 5,845 WAYPOINT FINL CORP COM 946756103 153 8,572 X 8,572 WAYPOINT FINL CORP COM COM 946756103 109 6,115 X 6,115 WEBMETHODS INC COM 94768C108 84 10,188 X 10,188 WEBMETHODS INC COM COM 94768C108 60 7,269 X 7,269 WELLMAN INC COM 949702104 97 7,204 X 7,204 WELLMAN INC COM COM 949702104 69 5,139 X 5,139 WELLPOINT HEALTH NETWORKS INC COM 94973H108 3,617 50,825 X 50,825 WELLPOINT HEALTH NETWORK INC COM 94973H108 4,920 69,139 X 69,139 WELLS FARGO + CO NEW COM 949746101 27,093 578,050 X 578,050 WELLS FARGO & CO NEW COM COM 949746101 31,463 671,288 X 671,288 WENDYS INTL INC COM 950590109 1,057 39,039 X 39,039 WENDYS INTL INC COM COM 950590109 1,148 42,419 X 42,419 WERNER ENTERPRISES INC COM 950755108 187 8,697 X 8,697 WERNER ENTERPRISES INC COM COM 950755108 134 6,204 X 6,204 WESTSTAR ENERGY INC COM 95709T100 125 12,651 X 12,651 WESTAR ENERGY INC COM 95709T100 89 9,025 X 9,025 WESTERN DIGITAL CORP COM 958102105 278 43,436 X 43,436 WESTERN DIGITAL CORP DEL COM COM 958102105 198 30,988 X 30,988 WESTERN GAS RES INC COM 958259103 157 4,260 X 4,260 WESTERN GAS RES INC COM 958259103 112 3,039 X 3,039 WESTERN WIRELESS CORP CL A 95988E204 64 12,053 X 12,053 WESTERN WIRELESS CORP CL A CL A 95988E204 46 8,599 X 8,599 WEYERHAEUSER CO COM 962166104 3,712 75,435 X 75,435 WEYERHAEUSER CO COM COM 962166104 4,034 81,967 X 81,967 WHIRLPOOL CORP COM 963320106 1,209 23,146 X 23,146 WHIRLPOOL CORP COM COM 963320106 1,030 19,718 X 19,718 WILLIAMS COS INC COM 969457100 469 173,772 X 173,772 WILLIAMS COS INC COM COM 969457100 518 192,029 X 192,029 WILLIAMS SONOMA INC COM COM 969904101 1,719 63,300 X 63,300 WILSON GREAT BATCH TECH COM 972232102 138 4,734 X 4,734 WILSON GREATBATCH TECHNOLOGIES COM 972232102 99 3,376 X 3,376 WIND RIV SYS INC COM 973149107 63 15,421 X 15,421 WIND RIV SYS INC COM 973149107 45 11,002 X 11,002 WINN DIXIE STORES INC COM 974280109 731 47,823 X 47,823 WINN DIXIE STORES INC COM 974280109 800 52,380 X 52,380 WOLVERINE WORLD WIDE INC COM 978097103 142 9,397 X 9,397 WOLVERINE WORLD WIDE INC COM COM 978097103 101 6,704 X 6,704 WORTHINGTON INDS IN COM 981811102 687 45,089 X 45,089 WORTHINGTON INDS INC COM COM 981811102 569 37,343 X 37,343 WRIGLEY WM JR CO COM 982526105 4,263 77,684 X 77,684 WRIGLEY WM JR CO COM COM 982526105 3,587 65,353 X 65,353 WYETH COM 983024100 16,946 453,103 X 453,103 WYETH COM 983024100 16,762 448,181 X 448,181 WYNDHAM INTL INC CL A 983101106 8 33,863 X 33,863 WYNDHAM INTL INC CL A CL A 983101106 0 0.01 X 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 33 12,255 X 12,255 XM SATELLITE RADIO HLDGS INC CL A 983759101 24 8,743 X 8,743 XCEL ENERGY INC COM 98389B100 1,477 134,287 X 134,287 XCEL ENERGY INC COM COM 98389B100 1,602 145,593 X 145,593 XILINX INC COM 983919101 2,355 114,297 X 114,297 XILINX INC COM COM 983919101 4,106 199,299 X 199,299 XEROX CORP COM 984121103 1,975 245,290 X 245,290 XEROX CORP COM COM 984121103 2,184 271,265 X 271,265 YAHOO INC COM 984332106 3,281 200,681 X 200,681 YAHOO INC COM 984332106 3,655 223,553 X 223,553 YANKEE CANDLE INC COM 984757104 98 6,120 X 6,120 YANKEE CANDLE INC COM COM 984757104 70 4,365 X 4,365 YELLOW CORP COM 985509108 165 6,557 X 6,557 YELLOW CORP COM COM 985509108 118 4,677 X 4,677 YUM BRANDS INC COM 988498101 2,446 100,986 X 100,986 YUM BRANDS INC COM 988498101 2,085 86,105 X 86,105 ZIMMER HOLDINGS INC COM 98956P102 2,799 67,414 X 67,414 ZIMMER HLDGS INC COM COM 98956P102 2,362 56,900 X 56,900 ZIONS BANCORP COM 989701107 1,230 31,259 X 31,259 ZIONS BANCORP COM 989701107 1,346 34,201 X 34,201 ZORAN CORP COM 98975F101 86 6,102 X 6,102 ZORAN CORP COM 98975F101 61 4,354 X 4,354 ZOMAX OPTICAL MEDIA INC COM 989929104 28 6,643 X 6,643 ZOMAX INC COM 989929104 20 4,740 X 4,740 ACE LTD ORD G0070K103 3,824 130,318 X 130,318 ACE LTD CAYMAN IS ORD SHS ADR ORD G0070K103 2,867 97,711 X 97,711 AMDOCS LTD COM ORD G02602103 1,224 124,600 X 124,600 COOPER INDUSTRIES LTD CL A G24182100 1,155 31,700 X 31,700 COOPER INDUSTRIES LTD CL A G24182100 1,268 34,777 X 34,777 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 2,478 57,559 X 57,559 INGERSOLL-RAND COMPANY LTD COM CL A G4776G101 2,710 62,928 X 62,928 NABORS INDUSTRIES LTD SHS G6359F103 1,732 49,096 X 49,096 NABORS INDUSTRIES LTD SHS SHS G6359F103 1,922 54,481 X 54,481 NOBLE CORPORATION SHS G65422100 1,610 45,799 X 45,799 NOBLE CORP SHS G65422100 1,763 50,154 X 50,154 SEAGATE TECHNOLOGY SHS G7945J104 768 71,600 X 71,600 TRANSOCEAN INC ORD G90078109 2,522 108,728 X 108,728 TRANSOCEAN INC ORD G90078109 2,763 119,083 X 119,083 WEATHERFORD INTERNATIONAL LTD COM G95089101 1,453 36,400 X 36,400 XL CAPITAL LTD CL A G98255105 5,863 75,898 X 75,898 XL CAP LTD CL A COM CL A G98255105 4,014 51,967 X 51,967
-----END PRIVACY-ENHANCED MESSAGE-----