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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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