13F-HR 1 export13f.txt METROPOLITAN LIFE INSURANCE COMPANY 1ST QTR 2003 13F Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: March 31, 2003 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Metropolitan Life Insurance Company Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dorothy L. Murray Title: Assistant Vice-President Phone: 813-801-2063 Signature, Place, and Date of Signing: /s/ Dorothy L. Murray Tampa, Florida May 13, 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: 3,250 Form 13F Information Table Value Total ($000): 6,075,806 Title of Value Shrs Or Invt Discretion Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Sole or Shared Mgrs Authority Define Sole METROPOLITAN LIFE INSURANCE COMPANY AAR CORP COM 000361105 22 5,785 X 5,785 AAR CORP COM 000361105 22 5,940 X 5,940 ADC TELECOMMUNICATIONS INC COM 000886101 553 268,503 X 268,503 ADC TELECOMMUNICATIONS INC COM 000886101 641 311,210 X 311,210 ABM INDS INC COM 000957100 134 10,182 X 10,182 ABM INDS INC COM 000957100 116 8,796 X 8,796 AFLAC INC COM 001055102 5,656 176,475 X 176,475 AFLAC INC COM COM 001055102 6,607 206,160 X 206,160 AGCO CORP COM 001084102 251 15,589 X 15,589 AGL RES INC COM 001204106 681 28,835 X 28,835 AGL RES INC COM 001204106 343 14,514 X 14,514 AES CORP COM 00130H105 659 182,030 X 182,030 AES CORP COM COM 00130H105 766 211,700 X 211,700 AK STL HLDG CORP COM 001547108 73 22,420 X 22,420 AMB PPTY CORP COM 00163T109 485 17,173 X 17,173 AMC ENTMT INC COM 001669100 73 8,466 X 8,466 AMC ENTMT INC COM 001669100 58 6,681 X 6,681 AOL TIME WARNER INC COM 00184A105 16,586 1,527,266 X 1,527,266 AOL TIME WARNER INC COM COM 00184A105 19,300 1,777,188 X 1,777,188 APAC TELESERVICES INC COM 00185E106 14 5,835 X 5,835 APAC TELESERVICES INC COM COM 00185E106 12 5,341 X 5,341 AT+T CORP COM NEW 001957505 4,251 262,377 X 262,377 AT&T CORP COM NEW 001957505 4,963 306,357 X 306,357 ATMI INC COM 00207R101 140 7,286 X 7,286 ATMI INC COM COM 00207R101 122 6,320 X 6,320 AT + T WIRELESS SVCS INC COM 00209A106 6,084 921,858 X 921,858 AT&T WIRELESS SVCS INC COM COM 00209A106 7,117 1,078,276 X 1,078,276 ABBOTT LABS COM 002824100 20,078 533,857 X 533,857 ABBOTT LABS COM COM 002824100 18,783 499,407 X 499,407 ABERCROMBIE AND FITCH CO CL A 002896207 607 20,208 X 20,208 ABGENIX INC COM 00339B107 182 20,943 X 20,943 ABGENIX INC COM COM 00339B107 159 18,231 X 18,231 ACACIA RESH CORP COMBIMTR003881208 9 4,522 X 4,522 ACACIA RESH CORP AR COMBIMTR003881208 12 6,120 X 6,120 ACACIA RESH CORP ACACIA T003881307 10 8,103 X 8,103 ACACIA RESH CORP AR ACACIA ACACIA T003881307 4 2,950 X 2,950 ACCLAIM ENTMT INC COM PAR 004325205 24 61,575 X 61,575 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 6 14,332 X 14,332 ACTIVISION INC NEW COM NEW 004930202 199 13,749 X 13,749 ACTIVE PWR INC COM 00504W100 16 14,631 X 14,631 ACTIVE POWER INC COM 00504W100 4 3,969 X 3,969 ACTUATE CORP COM 00508B102 16 11,198 X 11,198 ACTUATE CORP COM COM 00508B102 10 6,977 X 6,977 ACUITY BRANDS INC COM 00508Y102 148 11,013 X 11,013 ACQUITY BRANDS INC COM 00508Y102 129 9,557 X 9,557 ACXIOM CORP COM 005125109 312 18,537 X 18,537 ADOBE SYS INC COM 00724F101 2,518 81,679 X 81,679 ADOBE SYS INC DEL COM COM 00724F101 2,355 76,386 X 76,386 ADOLOR CORP COM 00724X102 88 8,849 X 8,849 ADOLOR CORP COM 00724X102 72 7,282 X 7,282 ADTRAN INC COM 00738A106 467 13,014 X 13,014 ADTRAN INC COM 00738A106 170 4,726 X 4,726 ADVANCED DIGITAL INFORMATION COM 007525108 118 17,114 X 17,114 ADVANCED DIGITAL INFORMATION COM 007525108 100 14,535 X 14,535 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 264 17,464 X 17,464 ADVO INC COM 007585102 163 4,952 X 4,952 ADVO INC COM 007585102 145 4,404 X 4,404 AEROFLEX INC COM 007768104 77 13,567 X 13,567 AEROFLEX INC COM 007768104 79 14,007 X 14,007 ADVANCED MICRO DEVICES INC COM 007903107 719 116,317 X 116,317 ADVANCED MICRO DEVICES INC COM COM 007903107 833 134,784 X 134,784 ADVANCEPCS COM 00790K109 531 18,723 X 18,723 AETHER SYSTEMS INC COM 00808V105 26 8,166 X 8,166 AETHER SYSTEM INC COM COM 00808V105 27 8,431 X 8,431 AETNA INC COM 00817Y108 2,536 51,434 X 51,434 AETNA INC COM NEW COM 00817Y108 2,997 60,787 X 60,787 AFFILIATED COMPUTER SVCS INC CL A 008190100 1,219 27,540 X 27,540 AGILENT TECHNOLOGIES INC COM 00846U101 2,080 158,142 X 158,142 AGILENT TECHNOLOGIES INC COM 00846U101 2,437 185,361 X 185,361 AGILE SOFTWARE CORP DEL COM 00846X105 55 8,528 X 8,528 AGILE SOFTWARE CORP DEL COM COM 00846X105 63 9,874 X 9,874 AIR PRODS + CHEMS INC COM 009158106 3,206 77,394 X 77,394 AIR PRODS & CHEMS INC COM COM 009158106 3,781 91,267 X 91,267 AIRBORNE INC COM 009269101 443 22,598 X 22,598 AIRBORNE INC COM COM 009269101 223 11,389 X 11,389 AIRGAS INC COM 009363102 554 29,927 X 29,927 AIRGAS INC COM 009363102 249 13,453 X 13,453 AIRGATE PCS INC COM COM 009367103 6 25,969 X 25,969 AIRTRAN HOLDINGS INC COM 00949P108 96 14,244 X 14,244 AIRTRAN HLDGS INC COM 00949P108 96 14,233 X 14,233 AKAMAI TECHNOLOGIES INC COM 00971T101 31 22,244 X 22,244 AKAMAI TECHNOLOGIES INC COM 00971T101 37 26,263 X 26,263 AKSYS LTD COM 010196103 40 5,758 X 5,758 AKSYS LTD COM 010196103 43 6,093 X 6,093 ALABAMA NATL BANCORPORATION DE COM 010317105 111 2,719 X 2,719 ALABAMA NATL BANCORPORATION COM 010317105 93 2,273 X 2,273 ALASKA AIR GROUP INC COM 011659109 190 12,123 X 12,123 ALASKA AIR GROUP INC COM 011659109 88 5,621 X 5,621 ALBANY INTL CORP CL A 012348108 146 6,364 X 6,364 ALBANY INTL CORP CL A CL A 012348108 127 5,524 X 5,524 ALBEMARLE CORP COM 012653101 211 8,664 X 8,664 ALBERTO CULVER CO CL B CON013068101 970 19,683 X 19,683 ALBERTO CULVER CO CL B COM CL B CON013068101 1,166 23,664 X 23,664 ALBERTSONS INC COM 013104104 2,442 129,540 X 129,540 ALBERTSONS INC COM COM 013104104 2,837 150,518 X 150,518 ALCOA INC COM 013817101 5,589 288,395 X 288,395 ALCOA INC COM COM 013817101 6,539 337,394 X 337,394 ALDERWOODS GROUP INC COM 014383103 32 9,022 X 9,022 ALDERWOODS GROUP INC COM 014383103 31 8,778 X 8,778 ALEXANDER + BALDWIN INC COM 014482103 476 19,145 X 19,145 ALEXANDER & BALDWIN INC COM 014482103 237 9,528 X 9,528 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 200 4,759 X 4,759 ALEXANDRIA REAL ESTATE COM 015271109 175 4,153 X 4,153 ALFA CORP COM 015385107 112 9,662 X 9,662 ALFA CORP COM 015385107 94 8,130 X 8,130 ALIGN TECHNOLOGY INC COM 016255101 45 7,471 X 7,471 ALIGN TECHNOLOGY INC COM COM 016255101 45 7,500 X 7,500 ALKERMES INC COM 01642T108 137 15,143 X 15,143 ALKERMES INC COM COM 01642T108 115 12,728 X 12,728 ALLEGHENY ENERGY INC COM 017361106 265 42,751 X 42,751 ALLEGHENY ENERGY INC COM COM 017361106 292 46,956 X 46,956 ALLEGHENY TECHNOLOGIES INC COM 01741R102 80 27,438 X 27,438 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 62 21,420 X 21,420 ALLEGIANCE TELECOM INC COM 01747T102 8 26,043 X 26,043 ALLEGIANCE TELECOM INC COM COM 01747T102 8 27,383 X 27,383 ALLEN TELECOM INC COM 018091108 61 6,213 X 6,213 ALLEN TELECOM INC COM COM 018091108 62 6,318 X 6,318 ALLERGAN INC COM 018490102 3,003 44,027 X 44,027 ALLERGAN INC COM COM 018490102 2,840 41,641 X 41,641 ALLETE INC COM 018522102 370 17,811 X 17,811 ALLIANCE GAMING CORP COM NEW 01859P609 167 11,100 X 11,100 ALLIANCE GAMING CORP COM NEW COM NEW 01859P609 148 9,874 X 9,874 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 18 5,691 X 5,691 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 16 5,001 X 5,001 ALLIANT CORP COM 018802108 306 19,052 X 19,052 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 537 67,156 X 67,156 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 615 76,952 X 76,952 ALLMERICA FINL CORP COM 019754100 154 10,993 X 10,993 ALLOS THERAPEUTICS INC COM 019777101 21 5,192 X 5,192 ALLOS THERAPEUTICS INC COM COM 019777101 21 5,305 X 5,305 ALLOY INC COM 019855105 35 7,051 X 7,051 ALLOY INC COM COM 019855105 36 7,204 X 7,204 ALLSCRIPTS HEATHCARE SOLUT COM 01988P108 14 5,230 X 5,230 ALLSCRIPTS HEALTHCARE COM 01988P108 15 5,478 X 5,478 ALLSTATE CORP COM 020002101 7,967 240,172 X 240,172 ALLSTATE CORP COM COM 020002101 9,286 279,958 X 279,958 ALLTEL CORP COM 020039103 4,785 106,893 X 106,893 ALLTEL CORP COM 020039103 5,538 123,730 X 123,730 ALPHARMA INC CL A 020813101 145 8,114 X 8,114 ALPHARMA INC CL A COM CL A 020813101 123 6,885 X 6,885 ALTERA CORP COM 021441100 1,714 126,610 X 126,610 ALTERA CORP COM COM 021441100 1,697 125,297 X 125,297 ALTRIA GROUP INC COM 02209S103 21,175 706,766 X 706,766 ALTRIA GROUP INC COM 02209S103 19,824 661,692 X 661,692 AMBAC FINL GROUP INC COM 023139108 1,824 36,102 X 36,102 AMBAC FINANCIAL GROUP INC COM 023139108 2,168 42,906 X 42,906 AMERADA HESS CORP COM 023551104 1,341 30,307 X 30,307 AMERADA HESS CORP COM COM 023551104 1,604 36,243 X 36,243 AMEREN CORP COM 023608102 2,050 52,484 X 52,484 AMEREN CORP COM 023608102 2,410 61,709 X 61,709 AMCORE FINL INC COM 023912108 144 6,611 X 6,611 AMCORE FINL INC COM 023912108 124 5,699 X 5,699 AMERICAN CAP STRATEGIES LTD COM 024937104 272 12,121 X 12,121 AMERICAN CAP STRATEGIES LTD COM 024937104 248 11,088 X 11,088 AMERICAN ELEC PWR INC COM 025537101 3,028 132,512 X 132,512 AMERICAN ELEC PWR INC COM COM 025537101 3,519 154,012 X 154,012 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 215 14,792 X 14,792 AMERICAN EXPRESS CO COM 025816109 14,922 449,049 X 449,049 AMERICAN EXPRESS CO COM COM 025816109 13,971 420,428 X 420,428 AMERICAN FINL GROUP INC OHIO COM 025932104 285 14,353 X 14,353 AMERICAN GREETINGS CORP CL A 026375105 285 21,762 X 21,762 AMERICAN GREETINGS CORP CL A CL A 026375105 277 21,152 X 21,152 AMERICAN INTL GROUP INC COM 026874107 44,072 891,251 X 891,251 AMERICAN INTL GROUP INC COM COM 026874107 51,325 1,037,923 X 1,037,923 AMERICAN ITALIAN PASTA CO CL A 027070101 185 4,280 X 4,280 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 167 3,870 X 3,870 AMERICAN MGMT SYS INC COM 027352103 132 10,892 X 10,892 AMERICAN MGMT SYS INC COM COM 027352103 110 9,138 X 9,138 AMERICAN PWR CONVERSION CORP COM 029066107 951 66,752 X 66,752 AMERICAN PWR CONVERSION CORP COM 029066107 1,108 77,844 X 77,844 AMERICAN STD COS INC DEL COM 029712106 1,700 24,720 X 24,720 AMERICAN STD COS INC DEL COM 029712106 1,602 23,300 X 23,300 AMERICAN TOWER CORP CL A 029912201 227 41,170 X 41,170 AMERICAN TOWER CORP CL A 029912201 208 37,703 X 37,703 AMERICREDIT CORP COM 03060R101 106 32,146 X 32,146 AMERISOURCEBERGEN CORP COM 03073E105 1,924 36,650 X 36,650 AMERISOURCEBERGEN CORP COM COM 03073E105 2,234 42,550 X 42,550 AMERITRADE HLDG CORP NEW COM 03074K100 235 47,400 X 47,400 AMERITRADE HOLDING CORP CL A COM 03074K100 211 42,639 X 42,639 AMETEK INC NEW COM 031100100 508 15,386 X 15,386 AMETEK INC COM 031100100 254 7,709 X 7,709 AMGEN INC COM 031162100 25,307 439,738 X 439,738 AMGEN INC COM 031162100 23,722 412,196 X 412,196 AMSOUTH BANCORPORATION COM 032165102 2,396 120,517 X 120,517 AMSOUTH BANCORPORATION COM COM 032165102 2,818 141,767 X 141,767 AMSURG CORP COM 03232P405 138 5,493 X 5,493 AMSURG CORP COM COM 03232P405 120 4,765 X 4,765 AMYLIN PHARMACEUTICALS INC COM 032346108 288 17,799 X 17,799 AMYLIN PHARMACEUTICALS INC COM COM 032346108 264 16,283 X 16,283 ANADARKO PETE CORP COM 032511107 3,896 85,625 X 85,625 ANADARKO PETE CORP COM COM 032511107 4,497 98,832 X 98,832 ANADIGICS INC COM 032515108 16 7,769 X 7,769 ANADIGICS INC COM 032515108 12 5,482 X 5,482 ANALOG DEVICES INC COM 032654105 3,419 124,330 X 124,330 ANALOG DEVICES INC COM COM 032654105 3,224 117,249 X 117,249 ANAREN INC COM 032744104 44 5,078 X 5,078 ANAREN INC COM 032744104 50 5,752 X 5,752 ANCHOR BANCORP WIS INC COM 032839102 126 5,747 X 5,747 ANCHOR BANCORP WIS INC COM 032839102 107 4,895 X 4,895 ANDREW CORP COM 034425108 184 33,410 X 33,410 ANDREW CORP COM COM 034425108 171 31,159 X 31,159 ANHEUSER BUSCH COS INC COM 035229103 13,630 292,428 X 292,428 ANHEUSER BUSCH COS INC COM COM 035229103 12,735 273,224 X 273,224 ANIXTER INTL INC COM 035290105 182 8,014 X 8,014 ANIXTER INTL INC COM COM 035290105 167 7,361 X 7,361 ANNTAYLOR STORES CORP COM 036115103 239 11,654 X 11,654 ANNTAYLOR STORES CORP COM COM 036115103 211 10,277 X 10,277 ANTHEM INC COM 03674B104 3,202 48,327 X 48,327 ANTHEM INC COM COM 03674B104 3,726 56,249 X 56,249 ANSWERTHINK INC COM 036916104 37 16,633 X 16,633 ANSWERTHINK INC COM 036916104 22 10,050 X 10,050 ANTHRACITE CAP INC COM 037023108 141 12,289 X 12,289 ANTHRACITE CAP INC COM COM 037023108 121 10,619 X 10,619 ANTIGENICS INC DEL COM 037032109 41 4,957 X 4,957 ANTIGENICS INC DEL COM COM 037032109 42 5,065 X 5,065 ANWORTH MTG ASSET CORP 1 COM 037347101 71 5,453 X 5,453 ANWORTH MTG ASSET CORP COM COM 037347101 75 5,763 X 5,763 AON CORP COM 037389103 2,189 105,834 X 105,834 AON CORP COM COM 037389103 2,578 124,666 X 124,666 APACHE CORP COM 037411105 3,372 54,612.45 X 54,612 APACHE CORP COM COM 037411105 3,770 61,070 X 61,070 APARTMENT INVT. + MGMT CO CL A 03748R101 1,166 31,971 X 31,971 APARTMENT INVT & MGMT CO CL A CL A 03748R101 1,359 37,248 X 37,248 APEX MTG CAP INC COM 037564101 40 6,602 X 6,602 APEX MTG CAP INC COM COM 037564101 43 7,107 X 7,107 APOGEE ENTERPRISES INC COM 037598109 53 6,408 X 6,408 APOGEE ENTERPRISES INC COM 037598109 55 6,741 X 6,741 APHTON CORP COM 03759P101 24 9,402 X 9,402 APHTON CORP COM 03759P101 8 3,265 X 3,265 APOLLO GROUP INC CL A 037604105 2,992 59,951 X 59,951 APOLLO GROUP INC CL A CL A 037604105 2,778 55,681 X 55,681 APOGENT TECHNOLOGIES INC COM 03760A101 319 21,860 X 21,860 APPLE COMPUTER COM 037833100 1,713 121,176 X 121,176 APPLE COMPUTER INC COM 037833100 2,004 141,738 X 141,738 APPLEBEES INTL INC COM 037899101 322 11,481 X 11,481 APRIA HEALTHCARE GROUP INC COM 037933108 509 21,798 X 21,798 APRIA HEALTHCARE GROUP INC COM 037933108 222 9,519 X 9,519 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,145 72,346 X 72,346 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 1,063 67,149 X 67,149 APPLERA CORP CELERA GENOMICS COM CE G038020202 156 18,119 X 18,119 APPLERA CORP-CELERA GENOMICS COM CE G038020202 138 16,024 X 16,024 APPLIED MATERIALS INC COM 038222105 7,083 563,054 X 563,054 APPLIED MATLS INC COM COM 038222105 6,658 529,271 X 529,271 APPLIED MICRO CIRCUITS CORP COM 03822W109 332 101,975 X 101,975 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 332 101,872 X 101,872 AQUILA INC DEL NEW COM 03840P102 78 37,739 X 37,739 ARBITRON INC COM 03875Q108 245 7,714 X 7,714 ARBITRON INC COM COM 03875Q108 217 6,854 X 6,854 ARCH COAL INC COM 039380100 434 22,804 X 22,804 ARCH COAL INC COM COM 039380100 201 10,577 X 10,577 ARCHER DANIELS MIDLAND CO COM 039483102 2,353 217,845 X 217,845 ARCHER DANIELS MIDLAND CO COM COM 039483102 2,803 259,547 X 259,547 ARGOSY GAMING CORP COM 040228108 138 6,907 X 6,907 ARGOSY GAMING CO COM COM 040228108 116 5,812 X 5,812 ARIAD PHARMACEUTICALS INC COM 04033A100 8 6,549 X 6,549 ARIAD PHARMACEUTICALS INC DEL COM 04033A100 8 6,476 X 6,476 ARIBA INC COM 04033V104 191 67,568 X 67,568 ARIBA INC COM COM 04033V104 175 61,937 X 61,937 ARKANSAS BEST CORP COM 040790107 146 5,747 X 5,747 ARKANSAS BEST CORP DEL COM 040790107 127 5,007 X 5,007 ARMOR HLDGS INC COM 042260109 57 5,681 X 5,681 ARMOR HLDGS INC COM 042260109 56 5,603 X 5,603 ARRIS GROUP INC COM 04269Q100 55 14,791 X 14,791 ARRIS GROUP INC COM COM 04269Q100 55 14,969 X 14,969 ARROW ELECTRS INC COM 042735100 305 20,759 X 20,759 ARTESYN TECHNOLOGIES INC COM 043127109 21 6,682 X 6,682 ARTESYN TECHNOLOGIES INC COM COM 043127109 14 4,567 X 4,567 ARTHROCARE CORP COM 043136100 62 4,938 X 4,938 ARTHROCARE CORP COM COM 043136100 64 5,158 X 5,158 ARVINMERITOR INC COM 043353101 199 14,230 X 14,230 ASCENTIAL SOFTWARE CORP COM 04362P108 323 115,326 X 115,326 ASCENTIAL SOFTWARE CORP COM COM 04362P108 17 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM COM 04362P108 158 56,303 X 56,303 ASHLAND INC COM 044204105 701 23,634 X 23,634 ASHLAND INC COM 044204105 811 27,326 X 27,326 ASIAINFO HLDGS INC COM 04518A104 26 6,539 X 6,539 ASIANFO HLDGS INC COM COM 04518A104 27 6,604 X 6,604 ASPECT COMMUNICATIONS INC COM 04523Q102 38 12,321 X 12,321 ASPECT COMMUNICTIONS INC COM COM 04523Q102 39 12,635 X 12,635 ASPEN TECHNOLOGY INC COM 045327103 19 8,025 X 8,025 ASPEN TECHNOLOGY INC COM COM 045327103 17 6,998 X 6,998 ASSOCIATED BANC CORP COM 045487105 501 15,495 X 15,495 ASTORIA FINL CORP COM 046265104 420 18,091 X 18,091 AT RD INC COM 04648K105 45 6,653 X 6,653 AT RD INC COM COM 04648K105 35 5,125 X 5,125 ASYST TECHNOLOGIES INC COM 04648X107 44 8,068 X 8,068 ASYST TECHNOLOGIES INC COM 04648X107 49 9,031 X 9,031 ATHEROGENICS INC COM 047439104 75 8,045 X 8,045 ATHEROGENICS INC COM COM 047439104 64 6,802 X 6,802 ATLANTIC COAST AIRLINES HLDGS COM 048396105 57 9,182 X 9,182 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 60 9,655 X 9,655 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 11 13,448 X 13,448 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 8 9,919 X 9,919 ATMEL CORP COM 049513104 155 96,749 X 96,749 ATMOS ENERGY CORP COM 049560105 245 11,545 X 11,545 ATMOS ENERGY CORP COM 049560105 212 9,972 X 9,972 AURORA FOODS INC COM CLASS ACTION 05 COM 05164B106 50 130,852 X 130,852 AURORA FOODS INC COM CLASS ACTION 05 COM 05164B106 22 59,102 X 59,102 AURORA FOODS INC COM COM 05164B106 5 12,465 X 12,465 AURORA FOODS INC COM CLASS ACTION 05 COM 05164B106 8 21,108 X 21,108 AUTODESK INCORPORATED COM 052769106 588 38,514 X 38,514 AUTODESK INC COM COM 052769106 672 44,021 X 44,021 AUTOMATIC DATA PROCESSING INC COM 053015103 6,300 204,610 X 204,610 AUTOMATIC DATA PROCESSING INC COM 053015103 5,913 192,041 X 192,041 AUTONATION INC DEL COM 05329W102 1,362 106,837 X 106,837 AUTONATION INC COM COM 05329W102 1,558 122,178 X 122,178 AUTOZONE INC COM 053332102 2,314 33,671 X 33,671 AUTOZONE INC COM COM 053332102 2,187 31,834 X 31,834 AVANIR PHARMACEUTICALS CL A 05348P104 20 19,131 X 19,131 AVANIR PHARMACEUTICALS CL A CL A 05348P104 13 12,005 X 12,005 AVANEX CORP COM 05348W109 10 13,231 X 13,231 AVANEX CORP COM COM 05348W109 13 16,397 X 16,397 AVAYA INC COM 053499109 251 123,029 X 123,029 AVAYA INC COM COM 053499109 187 91,503 X 91,503 AVERY DENNISON CORP COM 053611109 2,195 37,418 X 37,418 AVERY DENNISON CORP COM COM 053611109 2,112 36,001 X 36,001 AVID TECHNOLOGY INC COM 05367P100 149 6,729 X 6,729 AVID TECHNOLOGY INC COM COM 05367P100 129 5,807 X 5,807 AVISTA CORP COM 05379B107 137 12,915 X 12,915 AVISTA CORP COM COM 05379B107 118 11,148 X 11,148 AVNET INC COM 053807103 260 24,815 X 24,815 AVOCENT CORP COM 053893103 466 19,955 X 19,955 AVOCENT CORP COM COM 053893103 226 9,697 X 9,697 AVON PRODS INC COM 054303102 4,595 80,542 X 80,542 AVON PRODS INC COM COM 054303102 4,296 75,294 X 75,294 AXCELIS TECHNOLOGIES INC COM 054540109 109 22,968 X 22,968 AXCELIS TECHNOLOGIES INC COM COM 054540109 108 22,848 X 22,848 AZTAR CORP COM 054802103 127 9,445 X 9,445 AZTAR CORPORATION COM 054802103 107 7,987 X 7,987 BB+T CORP COM 054937107 5,131 163,261 X 163,261 BB&T CORP COM COM 054937107 5,969 189,901 X 189,901 BISYS GROUP INC COM 055472104 406 24,876 X 24,876 BJ SVCS CO COM 055482103 1,835 53,359 X 53,359 BJ SVCS CO COM COM 055482103 1,736 50,477 X 50,477 BJS WHSL CLUB INC COM 05548J106 163 14,425 X 14,425 BMC SOFTWARE INC COM 055921100 1,203 79,754 X 79,754 BMC SOFTWARE INC COM COM 055921100 1,430 94,792 X 94,792 BAKER HUGHES INC COM 057224107 3,439 114,910 X 114,910 BAKER HUGHES INC COM COM 057224107 4,004 133,786 X 133,786 BALDOR ELEC CO COM 057741100 168 7,871 X 7,871 BALDOR ELEC CO COM 057741100 152 7,100 X 7,100 BALL CORP COM 058498106 1,078 19,347 X 19,347 BALL CORP COM COM 058498106 1,019 18,295 X 18,295 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 35 6,978 X 6,978 BALLYS TOTAL FITNESS HLDG CORP COM 05873K108 34 6,789 X 6,789 BANDAG INC COM 059815100 208 6,527 X 6,527 BANDAG INC COM 059815100 77 2,418 X 2,418 BANK AMER CORP COM 060505104 34,304 513,231 X 513,231 BANK OF AMERICA CORP COM 060505104 39,944 597,599 X 597,599 BANK HAWAII CORP COM 062540109 389 12,625 X 12,625 BANK NEW YORK INC COM 064057102 5,363 261,619 X 261,619 BANK NEW YORK INC COM COM 064057102 6,279 306,290 X 306,290 BANK ONE CORP COM 06423A103 13,775 397,899 X 397,899 BANK ONE CORP COM COM 06423A103 16,051 463,637 X 463,637 BANKATLANTIC BANCORP INC CL A 065908501 116 11,805 X 11,805 BANKATLANTIC BANCORP INC CL A CL A 065908501 95 9,719 X 9,719 BANKNORTH GROUP INC NEW COM 06646R107 731 33,510.48 X 33,510 BANTA CORP COM 066821109 345 11,715 X 11,715 BANTA CORP COM 066821109 172 5,844 X 5,844 BARD C R INC COM 067383109 1,130 17,913 X 17,913 BARD C R INC COM 067383109 1,302 20,646 X 20,646 BARNES + NOBLE INC COM 067774109 255 13,424 X 13,424 BARR LABS INC COM 068306109 781 13,707 X 13,707 BARRA INC COM 068313105 107 3,619 X 3,619 BARRA INC COM 068313105 103 3,486 X 3,486 BAUSCH + LOMB INC COM 071707103 604 18,364 X 18,364 BAUSCH & LOMB INC COM COM 071707103 710 21,573 X 21,573 BAXTER INTL INC COM 071813109 3,778 202,702 X 202,702 BAXTER INTL INC COM COM 071813109 3,564 191,227 X 191,227 BAY VIEW CAP CORP DEL COM 07262L101 77 14,172 X 14,172 BAY VIEW CAP CORP DEL COM COM 07262L101 80 14,631 X 14,631 BE AEROSPACE INC COM 073302101 15 8,061 X 8,061 BE AEROSPACE INC COM 073302101 16 8,234 X 8,234 BEAR STEARNS COS INC COM 073902108 2,155 32,847 X 32,847 BEAR STEARNS COS INC COM COM 073902108 2,552 38,900 X 38,900 BEAZER HOMES USA INC COM 07556Q105 190 3,232 X 3,232 BEAZER HOMES USA INC COM 07556Q105 166 2,816 X 2,816 BECKMAN COULTER INC COM 075811109 434 12,739 X 12,739 BECTON DICKINSON + CO COM 075887109 3,030 87,993 X 87,993 BECTON DICKINSON & CO COM COM 075887109 3,538 102,738 X 102,738 BED BATH + BEYOND INC COM 075896100 3,486 100,926 X 100,926 BED BATH & BEYOND INC COM COM 075896100 3,255 94,231 X 94,231 BELDEN INC COM 077459105 55 5,121 X 5,121 BELDEN INC COM COM 077459105 56 5,244 X 5,244 BELLSOUTH CORP COM 079860102 13,760 634,996 X 634,996 BELLSOUTH CORP COM COM 079860102 16,074 741,780 X 741,780 BELO CORP COM SER 080555105 475 23,458 X 23,458 BEMIS INC COM 081437105 759 18,034 X 18,034 BEMIS INC COM COM 081437105 891 21,175 X 21,175 BENCHMARK ELECTRS INC COM 08160H101 165 5,829 X 5,829 BENCHMARK ELECTRS INC COM 08160H101 152 5,355 X 5,355 BEST BUY CO INC COM 086516101 2,945 109,201 X 109,201 BEST BUY INC COM COM 086516101 2,738 101,524 X 101,524 BEVERLY ENTERPRISES INC COM NEW 087851309 45 22,150 X 22,150 BEVERLY ENTERPRISES INC COM COM NEW 087851309 48 23,643 X 23,643 BIG LOTS INC COM 089302103 444 39,497 X 39,497 BIG LOTS INC COM COM 089302103 507 45,042 X 45,042 BIO RAD LABORATORIES INC CL A 090572207 159 4,444 X 4,444 BIO RAD LABS INC CL A CL A 090572207 141 3,943 X 3,943 BIO TECHNOLOGY GEN CORP COM 090578105 36 13,214 X 13,214 BIO TECHNOLOGY GEN CORP COM 090578105 35 12,855 X 12,855 BIOGEN INC COM 090597105 1,516 50,592 X 50,592 BIOGEN INC COM COM 090597105 1,460 48,737 X 48,737 BIOMET INC COM 090613100 2,720 88,758 X 88,758 BIOMET INC COM COM 090613100 2,563 83,622 X 83,622 BIOMARIN PHARMACEUTICAL INC COM 09061G101 119 10,521 X 10,521 BIOMARIN PHARMACEUTICAL COM COM 09061G101 101 8,877 X 8,877 BIOSITE INC COM 090945106 124 3,224 X 3,224 BIOSITE INCORPORATED COM COM 090945106 103 2,677 X 2,677 BLACK + DECKER CORPORATION COM 091797100 955 27,400 X 27,400 BLACK & DECKER CORP COM COM 091797100 1,122 32,186 X 32,186 BLACK BOX CORP COM 091826107 160 5,411 X 5,411 BLACK BOX CORP DEL COM COM 091826107 142 4,785 X 4,785 BLACK HILLS CORP COM 092113109 354 12,885 X 12,885 BLACK HILLS CORP COM 092113109 172 6,258 X 6,258 BLOCK H + R INC COM 093671105 2,668 62,500 X 62,500 BLOCK H & R INC COM COM 093671105 2,475 57,985 X 57,985 BLYTH INC COM 09643P108 461 18,110 X 18,110 BLYTH INC COM COM 09643P108 192 7,555 X 7,555 BOB EVANS FARMS INC COM 096761101 398 16,515 X 16,515 BOB EVANS FARMS INC COM 096761101 197 8,172 X 8,172 BOCA RESORTS INC CL A 09688T106 71 6,449 X 6,449 BOCA RESORTS INC CL A CL A 09688T106 73 6,658 X 6,658 BOEING CO COM 097023105 7,200 287,299 X 287,299 BOEING CO COM COM 097023105 8,368 333,911 X 333,911 BOISE CASCADE CORP COM 097383103 433 19,827 X 19,827 BOISE CASCADE CORP COM COM 097383103 512 23,454 X 23,454 BOMBAY COMPANY INC COM 097924104 41 7,481 X 7,481 BOMBAY CO COM 097924104 42 7,724 X 7,724 BORDERS GROUP INC COM 099709107 242 16,450 X 16,450 BORG WARNER INC COM 099724106 267 5,587 X 5,587 BORLAND SOFTWARE CORP COM 099849101 148 16,124 X 16,124 BORLAND SOFTWARE CORP COM COM 099849101 130 14,151 X 14,151 BOSTON SCIENTIFIC CORP COM 101137107 5,684 139,440 X 139,440 BOSTON SCIENTIFIC CORP COM COM 101137107 5,311 130,298 X 130,298 BOWATER INC COM 102183100 427 11,487 X 11,487 BOWNE + CO INC COM 103043105 76 7,572 X 7,572 BOWNE & CO INC COM COM 103043105 78 7,817 X 7,817 BOYD GAMING CORP COM 103304101 111 8,745 X 8,745 BOYD GAMING CORP COM 103304101 92 7,247 X 7,247 BRADY CORP CL A 104674106 140 4,960 X 4,960 BRADY CORPORATION CL A COM CL A 104674106 121 4,290 X 4,290 BRANDYWINE RLTY TR SH BEN I105368203 156 7,088 X 7,088 BRANDYWINE RLTY TR SH BEN INT SH BEN I105368203 135 6,142 X 6,142 BRIGGS + STRATTON CORP COM 109043109 214 5,516 X 5,516 BRIGGS & STRATTON CORP COM 109043109 196 5,052 X 5,052 BRINKER INTL INC COM 109641100 614 20,147 X 20,147 BRISTOL MYERS SQUIBB CO COM 110122108 13,997 662,404 X 662,404 BRISTOL MYERS SQUIBB CO COM COM 110122108 13,101 620,019 X 620,019 BROADCOM CORP CL A 111320107 1,170 94,762 X 94,762 BROADCOM CORP CL A COM CL A 111320107 1,344 108,812 X 108,812 BROADWING INC COM 111620100 377 94,307 X 94,307 BROADWING INC COM COM 111620100 179 44,699 X 44,699 BROOKLINE BANCORP INC DEL COM 11373M107 187 14,943 X 14,943 BROOKLINE BANCORP INC DEL COM 11373M107 171 13,684 X 13,684 BROOKS AUTOMATION INC NEW COM 114340102 97 10,012 X 10,012 BROOKS AUTOMATION INC COM 114340102 80 8,289 X 8,289 BROWN + BROWN INC COM 115236101 450 14,376 X 14,376 BROWN FORMAN CORP CL B 115637209 1,586 20,620 X 20,620 BROWN FORMAN CORP CL B CL B 115637209 1,501 19,522 X 19,522 BROWN TOM INC COM NEW 115660201 215 8,899 X 8,899 BROWN TOM INC NEW COM COM NEW 115660201 189 7,799 X 7,799 BROWN SHOE INC NEW COM 115736100 130 4,790 X 4,790 BROWN SHOE INC NEW COM COM 115736100 111 4,097 X 4,097 BRUKER DALTONICS INC COM 116795105 22 7,316 X 7,316 BRUKER DALTONICS INC COM COM 116795105 11 3,695 X 3,695 BRUNSWICK CORP COM 117043109 583 30,671 X 30,671 BRUNSWICK CORP COM COM 117043109 670 35,260 X 35,260 BUCKEYE TECHNOLOGIES INC COM 118255108 26 5,453 X 5,453 BUCKEYE TECHNOLOGIES INC COM 118255108 28 5,877 X 5,877 BURLINGTON NORTHN SANTA FE COM 12189T104 3,201 128,541 X 128,541 BURLINGTON NORTH SANTA FE CORP COM 12189T104 3,794 152,366 X 152,366 BURLINGTON RES INC COM 122014103 3,269 68,521 X 68,521 BURLINGTON RES INC COM COM 122014103 3,821 80,079 X 80,079 C+D TECHNOLOGIES COM 124661109 70 5,870 X 5,870 C & D TECHNOLOGIES INC COM COM 124661109 73 6,060 X 6,060 CBL + ASSOC PPTYS INC COM 124830100 218 5,371 X 5,371 CBL & ASSOC PPTYS INC COM COM 124830100 192 4,724 X 4,724 CBRL GROUP INC COM 12489V106 284 10,341 X 10,341 C COR NET CORPORATION COM 125010108 23 7,114 X 7,114 C COR ELECTRS INC COM 125010108 23 7,118 X 7,118 CDW COMPUTER CTRS INC COM 125129106 712 17,439 X 17,439 CH ENERGY GROUP INC COM 12541M102 184 4,424 X 4,424 CH ENERGY GROUP INC COM COM 12541M102 159 3,820 X 3,820 C H ROBINSON WORLDWIDE COM 12541W100 574 17,556 X 17,556 CIGNA CORP COM 125509109 2,194 47,985 X 47,985 CIGNA CORP COM COM 125509109 2,554 55,865 X 55,865 CKE RESTAURANTS INC COM 12561E105 51 11,491 X 11,491 CKE RESTAURANTS INC COM COM 12561E105 52 11,863 X 11,863 CLECO CORP NEW COM 12561W105 139 11,088 X 11,088 CLECO CORP NEW COM COM 12561W105 119 9,472 X 9,472 CMS ENERGY CORP COM 125896100 201 45,602 X 45,602 CMS ENERGY CORP COM COM 125896100 236 53,513 X 53,513 CSK AUTO CORP COM 125965103 56 6,117 X 6,117 CSK AUTO CORP COM COM 125965103 61 6,747 X 6,747 CNF INC COM 12612W104 312 10,239 X 10,239 CNET NETWORKS INC COM 12613R104 70 28,053 X 28,053 CNET NETWORKS INC COM COM 12613R104 75 29,856 X 29,856 CSG SYS INTL INC COM 126349109 93 10,721 X 10,721 CSX CORP COM 126408103 2,063 72,341 X 72,341 CSX CORP COM COM 126408103 2,461 86,288 X 86,288 CTS CORP COM 126501105 41 6,740 X 6,740 CTS CORP COM 126501105 42 6,887 X 6,887 CUNO INC COM 126583103 141 4,193 X 4,193 CUNO INC COM COM 126583103 122 3,638 X 3,638 CVB FINL CORP COM 126600105 166 8,553 X 8,553 CVB FINL CORP COM 126600105 149 7,687 X 7,687 CVS CORP COM 126650100 3,184 133,511 X 133,511 CVS CORP COM 126650100 3,764 157,828 X 157,828 CV THERAPEUTICS INC COM 126667104 128 7,118 X 7,118 CV THERAPEUTICS INC COM COM 126667104 116 6,427 X 6,427 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 67 10,023 X 10,023 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 68 10,255 X 10,255 CABOT CORP COM 127055101 306 12,805 X 12,805 CABOT OIL + GAS CORP 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SOUP CO COM COM 134429109 2,767 131,762 X 131,762 CAPITAL AUTOMOTIVE REIT COM SH B139733109 143 5,730 X 5,730 CAPITAL AUTOMOTIVE REIT COM SH COM SH B139733109 123 4,933 X 4,933 CAPITAL ONE FINL CORP COM 14040H105 2,296 76,516 X 76,516 CAPITAL ONE FINL CORP COM 14040H105 2,656 88,488 X 88,488 CAPSTONE TURBINE CORP COM 14067D102 13 18,438 X 18,438 CAPSTONE TURBINE CORP COM COM 14067D102 11 15,360 X 15,360 CARAUSTAR INDS INC COM 140909102 40 5,958 X 5,958 CARAUSTAR INDS INC COM 140909102 43 6,383 X 6,383 CARDIA SCIENCE INC COM NEW 141410209 28 12,397 X 12,397 CARDIAC SCIENCE INC COM NEW COM NEW 141410209 27 11,966 X 11,966 CARDINAL HEALTH INC COM 14149Y108 8,800 154,464 X 154,464 CARDINAL HEALTH INC COM COM 14149Y108 8,227 144,413 X 144,413 CARDIODYNAMICS INTL CORP COM 141597104 22 7,224 X 7,224 CARDIODYNAMICS INTL CORP COM 141597104 21 7,015 X 7,015 CAREER ED CORP COM 141665109 468 9,565 X 9,565 CARLISLE COS INC COM 142339100 572 14,119 X 14,119 CARLISLE COS INC COM COM 142339100 287 7,088 X 7,088 CARMAX INC COM 143130102 312 21,426 X 21,426 CARNIVAL CORP COM 143658102 4,817 199,783 X 199,783 CARNIVAL CORP COM COM 143658102 5,635 233,714 X 233,714 CARPENTER TECHNOLOGY CORP COM 144285103 91 8,983 X 8,983 CARPENTER TECHNOLOGY CORP COM COM 144285103 47 4,639 X 4,639 CARREKER CORPRATION COM 144433109 30 14,552 X 14,552 CARREKER CORP COM 144433109 10 4,955 X 4,955 CASEYS GEN STORES INC COM 147528103 128 10,765 X 10,765 CASEYS GEN STORES INC COM 147528103 108 9,081 X 9,081 CASH AMER INTL INC COM 14754D100 47 4,958 X 4,958 CASH AMERICA INTERNATIONAL INC COM 14754D100 50 5,305 X 5,305 CATALINA MARKETING CORP COM 148867104 213 11,101 X 11,101 CATERPILLAR INC COM 149123101 5,818 118,250 X 118,250 CATERPILLAR INC COM 149123101 6,760 137,395 X 137,395 CATHAY BANCORP INC COM 149150104 159 4,067 X 4,067 CATHAY BANCORP INC COM COM 149150104 138 3,543 X 3,543 CELL GENESYS INC COM 150921104 55 7,430 X 7,430 CELL GENESYS INC COM COM 150921104 58 7,801 X 7,801 CELL THERAPEUTICS INC 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ENTERPRISES INC COM 158496109 20 11,017 X 11,017 CHAMPION ENTERPRISES INC COM COM 158496109 21 11,150 X 11,150 CHARLES RIV LABORATORIES INTL COM 159864107 239 9,379 X 9,379 CHARTER ONE FINL INC COM 160903100 2,136 77,212 X 77,212 CHARTER ONE FINL INC COM 160903100 2,472 89,371 X 89,371 CHARTER MUN MTG ACCEP CO SH BEN I160908109 194 11,021 X 11,021 CHARTER MUN MTG ACCEP CO SH BEN I160908109 169 9,607 X 9,607 CHARMING SHOPPES INC COM 161133103 89 25,551 X 25,551 CHARMING SHOPPES INC PA COM COM 161133103 88 25,025 X 25,025 CHATEAU CMNTYS INC COM 161726104 116 6,178 X 6,178 CHATEAU CMNTYS INC COM COM 161726104 98 5,222 X 5,222 CHECKFREE CORP NEW COM 162813109 368 16,391 X 16,391 CHECKPOINT SYS INC COM 162825103 72 7,269 X 7,269 CHECKPOINT SYS INC COM COM 162825103 74 7,519 X 7,519 CHEESECAKE FACTORY COM 163072101 336 10,420 X 10,420 CHELSEA PPTY GROUP INC COM 163421100 289 7,747 X 7,747 CHELSEA PPTY GROUP INC COM COM 163421100 264 7,094 X 7,094 CHEMICAL FINL CORP COM 163731102 163 6,140 X 6,140 CHEMICAL FINL CORP COM COM 163731102 147 5,523 X 5,523 CHESAPEAKE ENERGY CORP COM 165167107 360 45,794 X 45,794 CHESAPEAKE ENERGY CORP COM COM 165167107 260 33,088 X 33,088 CHEVRONTEXACO CORP COM 166764100 23,594 364,946 X 364,946 CHEVRONTEXACO CORP COM COM 166764100 27,471 424,918 X 424,918 CHICOS FAS INC COM 168615102 353 17,641 X 17,641 CHIPPAC INC CL A 169657103 44 12,305 X 12,305 CHIPPAC INC CL A CL A 169657103 44 12,189 X 12,189 CHOICE HOTELS INC COM 169905106 123 5,051 X 5,051 CHOICE HOTELS INTL INC COM COM 169905106 117 4,785 X 4,785 CHIQUITA BRANDS INTL INC COM 170032809 111 10,109 X 10,109 CHIQUITA BRANDS INTL INC COM 170032809 92 8,381 X 8,381 CHIRON CORP COM 170040109 2,427 64,721 X 64,721 CHIRON CORP COM COM 170040109 2,253 60,085 X 60,085 CHITTENDEN CORP COM 170228100 225 8,621.4 X 8,621 CHITTENDEN CORP COM 170228100 239 9,149 X 9,149 CHOICEPOINT INC COM 170388102 597 17,620 X 17,620 CHRISTOPHER + BANKS CORP COM 171046105 118 6,645 X 6,645 CHRISTOPHER & BANKS CORP COM COM 171046105 97 5,478 X 5,478 CHUBB CORP COM 171232101 2,588 58,399 X 58,399 CHUBB CORP COM COM 171232101 3,007 67,856 X 67,856 CHURCH + DWIGHT INC COM 171340102 252 8,287 X 8,287 CIBER INC COM 17163B102 56 11,830 X 11,830 CIBER INC COM COM 17163B102 63 13,151 X 13,151 CIENA CORP COM 171779101 644 147,473 X 147,473 CIENA CORP COM COM 171779101 748 171,226 X 171,226 CINCINNATI FINL CORP COM 172062101 1,938 55,272 X 55,272 CINCINNATI FINL CORP COM COM 172062101 2,268 64,661 X 64,661 CINERGY CORP COM 172474108 1,965 58,403 X 58,403 CINERGY CORP COM COM 172474108 2,307 68,544 X 68,544 CIRCUIT CITY STORES INC COM 172737108 372 71,482 X 71,482 CIRCUIT CITY GROUP COM COM 172737108 423 81,293 X 81,293 CIRRUS LOGIC INC COM 172755100 33 16,408 X 16,408 CIRRUS LOGIC INC COM COM 172755100 32 15,962 X 15,962 CISCO SYS INC COM 17275R102 31,535 2,429,515 X 2,429,515 CISCO SYS INC COM COM 17275R102 29,541 2,275,869 X 2,275,869 CINTAS CORP COM 172908105 1,904 57,861 X 57,861 CINTAS CORP COM 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50,321 X 50,321 FIRST VA BKS INC COM 337477103 584 14,897 X 14,897 FISERV INC COM 337738108 2,051 65,147 X 65,147 FISERV INC COM COM 337738108 1,933 61,409 X 61,409 FIRSTFED FINL CORP DEL COM 337907109 140 4,634 X 4,634 FIRSTFED FINL CORP DEL COM COM 337907109 120 3,987 X 3,987 FIRSTMERIT CORP COM 337915102 324 17,565 X 17,565 FIRSTENERGY CORP COM 337932107 3,194 101,387 X 101,387 FIRSTENERGY CORP COM COM 337932107 3,745 118,880 X 118,880 FLEETBOSTON FINL CORP COM 339030108 8,566 358,692 X 358,692 FLEET BOSTON FINL CORP COM COM 339030108 9,968 417,415 X 417,415 FLEETWOOD ENTERPRISES INC COM 339099103 32 7,907 X 7,907 FLEETWOOD ENTERPRISES INC COM COM 339099103 30 7,459 X 7,459 FLEMING COS INC COM 339130106 5 10,359 X 10,359 FLEMING COS INC COM COM 339130106 5 9,896 X 9,896 FLORIDA EAST COAST IND INC CL A 340632108 149 6,078 X 6,078 FLORIDA EAST COAST INDS INC CL A 340632108 130 5,313 X 5,313 FLORIDA ROCK INDS INC COM 341140101 173 5,124 X 5,124 FLORIDA ROCK INDS INC COM 341140101 157 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89,206 X 89,206 FRANKLIN RES INC COM COM 354613101 3,385 102,871 X 102,871 FREDS INC CL A 356108100 159 5,710 X 5,710 FREDS INC CL A CL A 356108100 141 5,049 X 5,049 FREEMARKETS INC COM 356602102 49 8,869 X 8,869 FREEMARKETS INC COM COM 356602102 56 10,239 X 10,239 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 838 49,158 X 49,158 FREEPORT MCMORAN COPPER B CL B 35671D857 780 45,750 X 45,750 FREMONT GEN CORP COM 357288109 92 13,192 X 13,192 FREMONT GEN CORP COM COM 357288109 95 13,620 X 13,620 FRONTIER AIRLS INC NEW COM 359065109 33 6,673 X 6,673 FRONTIER AIRLINES INC COM 359065109 34 6,819 X 6,819 FRONTIER FINL CORP WA COM 35907K105 111 4,521 X 4,521 FRONTIER FINL WASH CDT COM COM 35907K105 93 3,764 X 3,764 FRONTIER OIL CORP COM 35914P105 123 7,165 X 7,165 FRONTIER OIL CORP COM COM 35914P105 103 6,045 X 6,045 FUELCELL ENERGY INC COM 35952H106 39 7,720 X 7,720 FUEL CELL ENERGY INC COM COM 35952H106 44 8,684 X 8,684 FULLER H B CO COM 359694106 156 6,732 X 6,732 FULLER H B CO COM COM 359694106 151 6,522 X 6,522 FURNITURE BRANDS INTL INC COM 360921100 229 11,694 X 11,694 G + K SERVICES CL A 361268105 128 5,328 X 5,328 G & K SVCS INC CL A CL A 361268105 109 4,554 X 4,554 GATX COM 361448103 147 10,176 X 10,176 GSI COMM INC COM 36238G102 27 15,987 X 15,987 GSI COMMERCE INC COM 36238G102 7 4,377 X 4,377 GABLES RESIDENTIAL TR SH BEN I362418105 178 6,648 X 6,648 GABLES RESIDENTIAL TR SHS BEN SH BEN I362418105 155 5,788 X 5,788 GALLAGHER ARTHUR J + CO COM 363576109 449 18,280 X 18,280 GANNETT INC COM 364730101 6,446 91,524 X 91,524 GANNETT INC COM COM 364730101 7,488 106,315 X 106,315 GAP INC COM 364760108 4,376 301,992 X 301,992 GAP INC COM COM 364760108 4,086 281,984 X 281,984 GARTNER INC COM 366651107 152 21,807 X 21,807 GARTNER INC COM 366651107 134 19,301 X 19,301 GARTNER GROUP INC NEW CL B 366651206 128 17,026 X 17,026 GATEWAY INC COM 367626108 259 109,800 X 109,800 GATEWAY INC COM 367626108 243 102,859 X 102,859 GAYLORD ENTMT CO NEW COM 367905106 112 6,245 X 6,245 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WEST FINL CORP DEL COM COM 381317106 4,427 61,551 X 61,551 GOLDMAN SACHS GROUP INC COM 38141G104 10,976 161,224 X 161,224 GOLDMAN SACHS GROUP INC COM COM 38141G104 12,784 187,778 X 187,778 GOODRICH CORP COM 382388106 553 39,327 X 39,327 GOODRICH CORP COM 382388106 620 44,132 X 44,132 GOODYEAR TIRE AND RUBBER COM 382550101 288 55,622 X 55,622 GOODYEAR TIRE & RUBR CO COM COM 382550101 336 64,920 X 64,920 GRACE W R + CO DEL NEW COM 38388F108 22 14,806 X 14,806 GRACE WR & CO DEL NEW COM COM 38388F108 24 16,044 X 16,044 GRAFTECH INTL LTD COM 384313102 37 12,842 X 12,842 GRAFTECH INTERNATIONAL LTD COM 384313102 36 12,493 X 12,493 GRAINGER W W INC COM 384802104 1,368 31,894 X 31,894 GRAINGER W W INC COM COM 384802104 1,575 36,718 X 36,718 GRANITE CONSTR INC COM 387328107 271 17,245 X 17,245 GRANITE CONSTR INC COM COM 387328107 118 7,488 X 7,488 GRANT PRIDECO INC COM 38821G101 303 25,140 X 25,140 GRAPHIC PACKAGING INTL CORP COM 388690109 28 5,117 X 5,117 GRAPHIC PACKAGING INTL CORP COM 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HANOVER COMPRESSOR CO COM 410768105 161 24,735 X 24,735 HANOVER COMPRESSOR CO COM COM 410768105 73 11,261 X 11,261 HARBOR FL BANCSHARES INC COM 411901101 134 5,727 X 5,727 HARBOR FLA BANCSHARES INC COM 411901101 115 4,922 X 4,922 HARLAND JOHN H CO COM 412693103 192 7,890 X 7,890 HARLAND JOHN H CO COM COM 412693103 166 6,814 X 6,814 HARLEY DAVIDSON INC COM 412822108 4,138 104,194 X 104,194 HARLEY DAVIDSON INC COM COM 412822108 3,843 96,779 X 96,779 HARLEYSVILLE GROUP INC COM 412824104 190 7,627 X 7,627 HARLEYSVILLE GROUP INC COM 412824104 172 6,910 X 6,910 HARLEYSVILLE NATL CORP PA COM 412850109 127 5,200 X 5,200 HARLEYSVILLE NATL CORP PA COM 412850109 108 4,439 X 4,439 HARMONIC INC COM 413160102 45 13,465 X 13,465 HARMONIC INC COM COM 413160102 48 14,430 X 14,430 HARRAHS ENTMT INC COM 413619107 1,394 39,050 X 39,050 HARRAHS ENTMT INC COM COM 413619107 1,599 44,781 X 44,781 HARRIS CORP DEL COM 413875105 383 13,788 X 13,788 HARRIS INTERACTIVE INC COM 414549105 46 8,363 X 8,363 HARRIS INTERACTIVE INC COM 414549105 47 8,635 X 8,635 HARSCO CORP COM 415864107 257 8,420 X 8,420 HARTE HANKS INC COM 416196103 361 18,915 X 18,915 HARTFORD FINANCIAL SVCS GRP COM 416515104 3,076 87,176 X 87,176 HARTFORD FINL SVCS GROUP INC COM 416515104 3,570 101,167 X 101,167 HARVARD BIOSCIENCE INC COM 416906105 40 10,749 X 10,749 HARVARD BIOSCIENCE INC COM 416906105 22 5,835 X 5,835 HARVEST NAT RES INC COM 41754V103 38 7,839 X 7,839 HARVEST NATURAL RESOURCES INC COM 41754V103 43 8,813 X 8,813 HASBRO INC COM 418056107 819 58,968 X 58,968 HASBRO INC COM COM 418056107 945 68,000 X 68,000 HAWAIIAN ELEC INDS INC COM 419870100 310 7,608 X 7,608 HEALTH MGMT ASSOC CL A 421933102 1,562 82,185 X 82,185 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 1,805 94,993 X 94,993 HEALTHCARE RLTY TR COM 421946104 262 10,733 X 10,733 HEALTHCARE REALTY TRUST INC COM 421946104 239 9,783 X 9,783 HEADWATERS INC COM 42210P102 100 7,146 X 7,146 HEADWATERS INC COM COM 42210P102 88 6,265 X 6,265 HEALTH CARE REIT INC COM 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164,494 INTERNATIONAL PAPER CO COM COM 460146103 6,470 191,424 X 191,424 INTERNATIONAL RECTIFIER CORP COM 460254105 262 13,318 X 13,318 INTERNATIONAL SPEEDWAY CORP CL A 460335201 443 11,052 X 11,052 INTERNET SEC SYS INC COM 46060X107 207 20,851 X 20,851 INTERNET SEC SYS INC COM COM 46060X107 88 8,878 X 8,878 INTERPUBLIC GROUP COS INC COM 460690100 1,210 130,139 X 130,139 INTERPUBLIC GROUP COS INC COM COM 460690100 1,415 152,100 X 152,100 INTERSIL CORP CL A 46069S109 442 28,432 X 28,432 INTERSTATE BAKERIES CORP COM 46072H108 206 19,658 X 19,658 INTERSTATE BAKERIES CORP DEL COM 46072H108 107 10,171 X 10,171 INTERWOVEN INC COM 46114T102 44 23,970 X 23,970 INTERWOVEN INC COM 46114T102 46 25,380 X 25,380 INTUIT COM 461202103 2,609 70,122 X 70,122 INTUIT COM COM 461202103 2,445 65,729 X 65,729 INVACARE CORP COM 461203101 211 6,707 X 6,707 INVACARE CORP COM 461203101 193 6,143 X 6,143 INTUITIVE SURGICAL INC COM 46120E107 44 6,803 X 6,803 INTUITIVE SURGICAL INC COM COM 46120E107 43 6,619 X 6,619 INVESTORS REAL ESTATE TR SH BEN I461730103 86 9,263 X 9,263 INVESTORS REAL ESTATE TR SBI SH BEN I461730103 70 7,523 X 7,523 INVESTORS FINL SERVICES CORP COM 461915100 328 13,478 X 13,478 IOMEGA CORP COM NEW 462030305 152 13,690 X 13,690 IOMEGA CORP COM NEW COM NEW 462030305 133 11,955 X 11,955 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 7,549 187,518 X 187,518 ISHARES TR MSCI EAF464287465 1,488 16,423 X 16,423 ISHARES TR MSCI EAFE INDEX FD MSCI EAF464287465 1,967 21,710 X 21,710 ISHARES TR RUSSELL 464287655 1,969 27,350 X 27,350 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 2,652 36,831 X 36,831 ISIS PHARMACEUTICALS COM 464330109 38 10,545 X 10,545 ISIS PHARMACEUTICALS COM 464330109 40 11,285 X 11,285 ITRON INC COM 465741106 97 5,796 X 5,796 ITRON INC COM 465741106 82 4,881 X 4,881 IVAX CORP COM 465823102 495 40,437 X 40,437 JDS UNIPHASE CORP COM 46612J101 1,377 483,325 X 483,325 JDS UNIPHASE CORP COM COM 46612J101 1,579 553,948 X 553,948 JDA SOFTWARE GROUP INC COM 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20,323 X 20,323 LEGGETT + PLATT INC COM 524660107 1,221 66,773 X 66,773 LEGGETT & PLATT INC COM COM 524660107 1,411 77,177 X 77,177 LEGG MASON INC COM 524901105 656 13,461 X 13,461 LEHMAN BROTHERS HLDGS INC COM 524908100 4,685 81,125 X 81,125 LEHMAN BROS HLDGS INC COM COM 524908100 5,453 94,427 X 94,427 LENNAR CORP COM 526057104 723 13,493 X 13,493 LENNOX INTL INC COM 526107107 161 11,214 X 11,214 LENNOX INTL INC COM COM 526107107 142 9,855 X 9,855 LEUCADIA NATL CORP COM 527288104 433 12,107 X 12,107 LEXAR MEDIA INC COM 52886P104 24 7,353 X 7,353 LEXAR MEDIA INC COM COM 52886P104 25 7,562 X 7,562 LEXICON GENETICS INC COM 528872104 30 7,566 X 7,566 LEXICON GENETICS INC COM COM 528872104 29 7,360 X 7,360 LEXINGTON CORPORATE PPTY TR COM 529043101 125 7,306 X 7,306 LEXINGTON CORPORATE PPTYS TR COM 529043101 102 6,000 X 6,000 LEXMARK INTL INC CL A 529771107 2,881 43,025 X 43,025 LEXMARK INTERNATIONAL INC COM CL A 529771107 2,750 41,073 X 41,073 LIBERTY CORP S C COM 530370105 189 4,342 X 4,342 LIBERTY CORP COM COM 530370105 171 3,932 X 3,932 LIBERTY PROPERTY SH BEN I531172104 497 15,865 X 15,865 LIFEPOINT HOSPS INC COM 53219L109 206 8,209 X 8,209 LIGAND PHARMACEUTICALS INC CL B 53220K207 76 11,671 X 11,671 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 79 12,163 X 12,163 LIGHTBRIDGE INC COM 532226107 41 6,389 X 6,389 LIGHTBRIDGE INC COM 532226107 46 7,264 X 7,264 LILLY ELI + CO COM 532457108 21,935 383,811 X 383,811 LILLY ELI & CO COM COM 532457108 20,565 359,841 X 359,841 LIMITED BRANDS INC COM 532716107 2,275 176,757 X 176,757 LIMITED BRANDS INC COM 532716107 2,694 209,296 X 209,296 LINCARE HLDGS INC COM 532791100 674 21,965 X 21,965 LINCOLN ELEC HLDGS INC COM 533900106 136 7,551 X 7,551 LINCOLN ELEC HLDGS INC COM COM 533900106 132 7,310 X 7,310 LINCOLN NATL CORP IN COM 534187109 1,694 60,491 X 60,491 LINCOLN NATL CORP IND COM COM 534187109 2,008 71,720 X 71,720 LINEAR TECHNOLOGY CORP COM 535678106 3,280 106,267 X 106,267 LINEAR TECHNOLOGY CORP COM COM 535678106 3,108 100,677 X 100,677 LINENS N THINGS INC COM 535679104 195 9,615 X 9,615 LINENS N THINGS INC COM COM 535679104 172 8,476 X 8,476 LIZ CLAIBORNE INC COM 539320101 1,123 36,330 X 36,330 LIZ CLAIBORNE INC COM COM 539320101 1,310 42,375 X 42,375 LOCKHEED MARTIN CORP COM 539830109 7,409 155,824 X 155,824 LOCKHEED MARTIN CORP COM COM 539830109 8,611 181,094 X 181,094 LOEWS CORP COM 540424108 2,518 63,198 X 63,198 LOEWS CORP COM COM 540424108 2,973 74,612 X 74,612 LONE STAR TECHNOLOGIES INC COM 542312103 164 7,753 X 7,753 LONE STAR TECHNOLOGIES INC COM 542312103 141 6,660 X 6,660 LONGS DRUG STORES CORP COM 543162101 248 16,528 X 16,528 LONGS DRUG STORES CORP COM COM 543162101 108 7,193 X 7,193 LONGVIEW FIBRE CO WASHINGTON COM 543213102 147 22,163 X 22,163 LONGVIEW FIBRE CO COM 543213102 79 11,924 X 11,924 LOOKSMART LTD COM 543442107 43 15,457 X 15,457 LOOKSMART LTD COM COM 543442107 41 14,906 X 14,906 LOUISIANA PAC CORP COM 546347105 501 63,240 X 63,240 LOUISIANA PAC CORP COM COM 546347105 460 57,969 X 57,969 LOWES COS INC COM 548661107 10,884 266,631 X 266,631 LOWES COS INC COM COM 548661107 10,180 249,398 X 249,398 LUBRIZOL CORP COM 549271104 321 10,691 X 10,691 LUCENT TECHNOLOGIES INC COM 549463107 1,964 1,336,105 X 1,336,105 LUCENT TECHNOLOGIES INC COM COM 549463107 1,770 1,204,150 X 1,204,150 LYONDELL CHEMICAL CO COM 552078107 463 33,214 X 33,214 M + T BK CORP COM 55261F104 1,501 19,096 X 19,096 MAF BANCORP INC COM 55261R108 167 4,961 X 4,961 MAF BANCORP INC COM 55261R108 149 4,432 X 4,432 MBIA INC COM 55262C100 1,944 50,313 X 50,313 MBIA INC COM COM 55262C100 2,257 58,415 X 58,415 MBNA CORP COM 55262L100 6,550 435,232 X 435,232 MBNA CORP COM COM 55262L100 7,648 508,195 X 508,195 MB FINL INC COM 55264U108 114 3,181 X 3,181 MB FINL INC NEW COM COM 55264U108 94 2,636 X 2,636 M.D.C. HOLDINGS INC COM 552676108 199 5,180 X 5,180 M D C HLDGS INC COM 552676108 173 4,518 X 4,518 MDU RES GROUP INC COM 552690109 416 14,893 X 14,893 MCSI INC COM 55270M108 17 48,970 X 48,970 MCSI INC COM COM 55270M108 1 3,546 X 3,546 MEMC ELECTR MATLS INC COM 552715104 151 13,435 X 13,435 MEMC ELECTRONICS MATERIALS COM 552715104 148 13,192 X 13,192 MFA MTG INVTS INC COM 55272X102 103 11,850 X 11,850 MFA MTG INVTS INC COM 55272X102 88 10,151 X 10,151 MGE ENERGY INC COM 55277P104 119 4,487 X 4,487 MGE ENERGY INC COM 55277P104 100 3,786 X 3,786 MGIC INVT CORP WIS COM 552848103 1,348 34,329 X 34,329 MGIC INVT CORP WIS COM COM 552848103 1,595 40,621 X 40,621 MGI PHARMA INC COM 552880106 71 5,666 X 5,666 MGI PHARMA INC COM 552880106 74 5,883 X 5,883 MIM CORP COM 553044108 38 5,182 X 5,182 MIM CORP COM COM 553044108 37 5,042 X 5,042 MPS GROUP INC COM 553409103 244 46,818 X 46,818 MPS GROUP INC COM 553409103 114 21,904 X 21,904 MRV COMMUNICATIONS INC COM 553477100 23 20,484 X 20,484 MRV COMMUNICATIONS INC CALIF COM 553477100 19 16,792 X 16,792 MSC SOFTWARE CORP COM 553531104 45 5,754 X 5,754 MSC SOFTWARE CORP COM COM 553531104 52 6,695 X 6,695 MACDERMID INC COM 554273102 141 6,909 X 6,909 MACDERMID INC COM 554273102 122 5,985 X 5,985 MACERICH CO COM 554382101 374 11,803 X 11,803 MACERICH CO COM COM 554382101 342 10,783 X 10,783 MACK CA RLTY CORP COM 554489104 370 11,939 X 11,939 MACROVISION CORP COM 555904101 236 19,715 X 19,715 MACROVISION CORP COM COM 555904101 113 9,439 X 9,439 MACROMEDIA INC COM 556100105 156 12,925 X 12,925 MAGNA ENTMT CORP CL A 559211107 43 10,002 X 10,002 MAGNA ENTMT CORP SUB VTG CL A 559211107 45 10,551 X 10,551 MAGNUM HUNTER RESOURCES INC COM PAR 55972F203 61 10,940 X 10,940 MAGNUM HUNTER RES INC COM PAR 55972F203 61 11,029 X 11,029 MAIL WELL HLDGS INC COM 560321200 21 10,186 X 10,186 MAIL-WELL INC DEL COM 560321200 14 7,094 X 7,094 MANDALAY RESORT GROUP COM 562567107 378 13,706 X 13,706 MANHATTAN ASSOCS INC COM 562750109 96 5,482 X 5,482 MANHATTAN ASSOCS INC COM COM 562750109 79 4,525 X 4,525 MANITOWOC INC COM 563571108 117 6,954 X 6,954 MANITOWAC INC COM COM 563571108 102 6,084 X 6,084 MANOR CARE INC NEW COM 564055101 605 31,481 X 31,481 MANOR CARE INC NEW COM COM 564055101 727 37,795 X 37,795 MANPOWER INC WIS COM 56418H100 480 16,050 X 16,050 MANUGISTICS GROUP INC COM 565011103 31 13,421 X 13,421 MANUGISTICS GROUP INC COM 565011103 30 13,056 X 13,056 MARATHON OIL CORP COM 565849106 2,529 105,498 X 105,498 MARATHON OIL CORP COM 565849106 2,950 123,055 X 123,055 MARSH + MCLENNAN COS INC COM 571748102 7,838 183,858 X 183,858 MARSH & MCLENNAN COS INC COM COM 571748102 7,349 172,390 X 172,390 MARSHALL + ILSLEY CORP COM 571834100 1,907 74,600 X 74,600 MARSHALL & ILSLEY CORP COM 571834100 2,222 86,938 X 86,938 MARRIOTT INTL INC NEW CL A 571903202 2,583 81,192 X 81,192 MARRIOTT INTL INC NEW CL A CL A 571903202 3,018 94,867 X 94,867 MARTEK BIOSCIENCES CORP COM 572901106 153 5,376 X 5,376 MARTEK BIOSCIENCES CORP COM 572901106 133 4,653 X 4,653 MARTIN MARIETTA MATLS INC COM 573284106 280 10,145 X 10,145 MARVEL ENTERPRISES INC COM 57383M108 95 6,883 X 6,883 MARVEL ENTERPRISES INC COM COM 57383M108 96 6,919 X 6,919 MASCO CORP COM 574599106 3,130 168,096 X 168,096 MASCO CORP COM COM 574599106 3,626 194,735 X 194,735 MASSEY ENERGY CORP COM 576206106 157 16,714 X 16,714 MASSEY ENERGY CORP COM COM 576206106 136 14,476 X 14,476 MATRIXONE INC COM 57685P304 36 10,617 X 10,617 MATRIXONE INC COM COM 57685P304 37 10,816 X 10,816 MATTEL INC COM 577081102 3,344 148,609 X 148,609 MATTEL INC COM COM 577081102 3,143 139,680 X 139,680 MATHEWS INTL CORP CL A 577128101 166 7,177 X 7,177 MATTHEWS INTL CORP PA CL A CL A 577128101 148 6,392 X 6,392 MAXTOR CORP COM NEW 577729205 286 50,774 X 50,774 MAXTOR CORP COM NEW COM NEW 577729205 262 46,498 X 46,498 MAXIM INTEGRATED PRODS INC COM 57772K101 3,973 109,999 X 109,999 MAXIM INTEGRATED PRODS INC COM COM 57772K101 3,706 102,597 X 102,597 MAXYGEN INC COM 577776107 47 6,466 X 6,466 MAXYGEN INC COM COM 577776107 50 6,881 X 6,881 MAY DEPT STORES CO COM 577778103 1,940 97,514 X 97,514 MAY DEPT STORES CO COM COM 577778103 2,295 115,393 X 115,393 MAVERICK TUBE CORP COM 577914104 183 9,851 X 9,851 MAVERICK TUBE CORP COM COM 577914104 161 8,646 X 8,646 MAYTAG CORP COM 578592107 503 26,415 X 26,415 MAYTAG CORP COM COM 578592107 477 25,050 X 25,050 MCCORMICK + CO INC COM NON 579780206 1,154 47,786 X 47,786 MCCORMICK & CO NON VOTING COM NON 579780206 1,081 44,760 X 44,760 MCDATA CORPORATION CL A 580031201 348 40,568 X 40,568 MCDATA CORP CL A CL A 580031201 127 14,765 X 14,765 MCDERMOTT INTL INC COM 580037109 62 21,355 X 21,355 MCDERMOTT INTL INC COM COM 580037109 48 16,534 X 16,534 MCDONALDS CORP COM 580135101 6,266 433,300 X 433,300 MCDONALDS CORP COM COM 580135101 7,310 505,506 X 505,506 MCGRAW HILL COS INC COM 580645109 3,674 66,084 X 66,084 MCGRAW HILL COS INC COM COM 580645109 3,494 62,849 X 62,849 MCKESSON CORP COM 58155Q103 2,489 99,845 X 99,845 MCKESSON CORP COM COM 58155Q103 2,894 116,076 X 116,076 MEADWESTVACO CORP COM 583334107 1,551 68,068 X 68,068 MEADWESTVACO CORP COM 583334107 1,823 80,010 X 80,010 MEDAREX INC COM 583916101 51 15,742 X 15,742 MEDAREX INC COM 583916101 54 16,779 X 16,779 MEDIA GEN INC CL A 584404107 232 4,705 X 4,705 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 130 14,733 X 14,733 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 110 12,516 X 12,516 MEDICINES CO COM 584688105 113 6,049 X 6,049 MEDICINES CO COM COM 584688105 104 5,577 X 5,577 MEDIMMUNE INC COM 584699102 2,797 85,191 X 85,191 MEDIMMUNE INC COM COM 584699102 2,635 80,276 X 80,276 MEDTRONIC INC COM 585055106 18,809 416,865 X 416,865 MEDTRONIC INC COM COM 585055106 17,626 390,644 X 390,644 MELLON FINL CORP COM 58551A108 3,130 147,235 X 147,235 MELLON FINL CORP COM COM 58551A108 2,933 137,971 X 137,971 MENS WEARHOUSE INC COM 587118100 104 6,954 X 6,954 MENS WEARHOUSE INC COM COM 587118100 101 6,749 X 6,749 MENTOR CORP MINN COM 587188103 176 10,284 X 10,284 MENTOR CORP MINN COM COM 587188103 157 9,197 X 9,197 MENTOR GRAPHICS CORP COM 587200106 279 31,237 X 31,237 MENTOR GRAPHICS CORP COM COM 587200106 136 15,268 X 15,268 MERCANTILE BANKSHARES CORP COM 587405101 486 14,305 X 14,305 MERCK + CO INC COM 589331107 42,044 767,514 X 767,514 MERCK & CO INC COM COM 589331107 39,333 718,012 X 718,012 MERCURY COMPUTER SYS INC COM 589378108 155 5,699 X 5,699 MERCURY COMPUTER SYS INC COM COM 589378108 137 5,051 X 5,051 MERCURY INTERACTIVE CORP COM 589405109 846 28,508 X 28,508 MERCURY INTERACTIVE CORP COM 589405109 805 27,129 X 27,129 MEREDITH CORP COM 589433101 645 16,897 X 16,897 MEREDITH CORP COM COM 589433101 610 15,972 X 15,972 MERIDIAN RESOURCE CORP COM 58977Q109 27 23,105 X 23,105 MERIDAN RESOURCE CORP COM 58977Q109 6 5,243 X 5,243 MERISTAR HOSPITALITY CORP COM 58984Y103 31 9,221 X 9,221 MERISTAR HOSPITALITY CORP COM COM 58984Y103 31 8,971 X 8,971 MERRILL LYNCH + CO INC COM 590188108 10,455 295,348 X 295,348 MERRILL LYNCH & CO INC COM 590188108 12,202 344,697 X 344,697 MESA AIR GROUP INC COM 590479101 35 6,970 X 6,970 MESA AIR GROUP INC COM 590479101 35 7,121 X 7,121 METHODE ELECTRS INC CL A 591520200 63 7,719 X 7,719 METHODE ELECTRS INC CL A COM CL A 591520200 65 7,988 X 7,988 METLIFE INC COM 59156R108 6,311 239,253 X 239,253 METLIFE INC COM COM 59156R108 7,468 283,085 X 283,085 METRIS COS INC COM 591598107 18 7,701 X 7,701 METRIS COS INC COM 591598107 25 10,559 X 10,559 MICHAELS STORES INC COM 594087108 351 14,015 X 14,015 MICREL INC COM 594793101 175 19,047 X 19,047 MICROSOFT CORP COM 594918104 88,447 3,653,328 X 3,653,328 MICROSOFT CORP COM COM 594918104 82,810 3,420,483 X 3,420,483 MICROCHIP TECHNOLOGY INC COM 595017104 841 42,275 X 42,275 MICROMUSE INC COM 595094103 108 20,712 X 20,712 MICROMUSE INC COM 595094103 91 17,439 X 17,439 MICRON TECHNOLOGY INC COM 595112103 1,668 204,914 X 204,914 MICRON TECHNOLOGY INC COM COM 595112103 1,940 238,320 X 238,320 MICROSEMI CORP COM 595137100 71 6,528 X 6,528 MICROSEMI CORP COM 595137100 82 7,524 X 7,524 MICROTUNE INC DEL COM 59514P109 21 9,855 X 9,855 MICROTUNE INC DEL CL COM COM 59514P109 19 8,984 X 8,984 MID STATE BANCSHARES COM 595440108 113 6,748 X 6,748 MID-STATE BANCSHARES COM COM 595440108 94 5,621 X 5,621 MIDWAY GAMES INC COM 598148104 21 6,216 X 6,216 MIDWAY GAMES INC COM 598148104 21 6,351 X 6,351 MILLENNIUM PHARMACEUTICALS COM 599902103 470 59,799 X 59,799 MILLENNIUM CHEMICALS INC COM 599903101 190 16,236 X 16,236 MILLENIUM CHEMICALS INC COM 599903101 173 14,838 X 14,838 MILLER HERMAN INC COM 600544100 246 15,267 X 15,267 MILLIPORE CORP COM 601073109 538 16,462 X 16,462 MILLIPORE CORP COM COM 601073109 548 16,760 X 16,760 MILLS CORP COM 601148109 197 6,315 X 6,315 MILLS CORP COM COM 601148109 179 5,737 X 5,737 MINERALS TECHNOLOGIES INC COM 603158106 368 9,665 X 9,665 MINERALS TECHNOLOGIES INC COM COM 603158106 182 4,769 X 4,769 MIPS TECHNOLOGIES INC CL A 604567107 15 8,051 X 8,051 MIPS TECHNOLOGIES INC COM CL A 604567107 15 8,312 X 8,312 MIRANT CORP COM 604675108 215 134,462 X 134,462 MIRANT CORP COM COM 604675108 233 145,595 X 145,595 MODINE MFG CO COM 607828100 225 15,003 X 15,003 MODINE MFG CO COM 607828100 99 6,611 X 6,611 MOHAWK INDS INC COM 608190104 661 13,798 X 13,798 MOLEX INC COM 608554101 1,416 65,922 X 65,922 MOLEX INC COM COM 608554101 1,674 77,942 X 77,942 MONACO COACH CORP COM 60886R103 56 5,400 X 5,400 MONACO COACH CORP COM COM 60886R103 58 5,633 X 5,633 MONSANTO CO NEW COM 61166W101 1,458 88,896 X 88,896 MONSANTO CO NEW COM COM 61166W101 1,699 103,577 X 103,577 MONY GROUP INC COM 615337102 204 9,747 X 9,747 MOODYS CORP COM 615369105 2,372 51,319 X 51,319 MOODYS CORP COM COM 615369105 2,250 48,667 X 48,667 MOOG INC CL A 615394202 126 4,128 X 4,128 MOOG INC CL A CL A 615394202 108 3,521 X 3,521 MORGAN STANLEY COM NEW 617446448 14,225 370,913 X 370,913 MORGAN STANLEY COM NEW 617446448 16,549 431,527 X 431,527 MOTOROLA INC COM 620076109 6,494 786,147 X 786,147 MOTOROLA INC COM COM 620076109 7,575 917,074 X 917,074 MUELLER 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64115T104 11 3,816 X 3,816 NETWORK APPLIANCE INC COM 64120L104 1,273 113,734 X 113,734 NETWORK APPLIANCE INC COM COM 64120L104 1,184 105,849 X 105,849 NEUBERGER BERMAN INC COM 641234109 409 14,497 X 14,497 NEUROCRINE BIOSCIENCES INC COM 64125C109 299 7,173 X 7,173 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 274 6,569 X 6,569 NEW CENTY FINL CORP COM 64352D101 136 4,348 X 4,348 NEW CENTY FINL CORP COM COM 64352D101 114 3,671 X 3,671 NEW FOCUS INC COM 644383101 47 15,049 X 15,049 NEW FOCUS INC COM COM 644383101 52 16,780 X 16,780 NEW JERSEY RES CORP COM 646025106 231 7,090 X 7,090 NEW JERSEY RES CORP COM 646025106 205 6,292 X 6,292 NEW PLAN EXCEL RLTY TR INC COM 648053106 395 20,141 X 20,141 NEW YORK CMNTY BANCORP INC COM 649445103 664 22,271 X 22,271 NEW YORK TIMES CO CL A 650111107 2,227 51,612 X 51,612 NEW YORK TIMES CO CL A CL A 650111107 2,089 48,419 X 48,419 NEWELL RUBBERMAID INC COM 651229106 2,578 90,934 X 90,934 NEWELL RUBBERMAID INC COM 651229106 2,428 85,647 X 85,647 NEWMONT 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5,826 X 5,826 SOVEREIGN BANCORP INC COM 845905108 752 54,275 X 54,275 SPANISH BROADCASTING SYS INC CL A 846425882 50 8,160 X 8,160 SPANISH BROADCASTING SYS INC CL A 846425882 52 8,425 X 8,425 SPEECHWORKS INTL INC COM 84764M101 21 9,129 X 9,129 SPEECHWORKS INTL INC COM COM 84764M101 12 5,229 X 5,229 SPHERION CORP COM 848420105 53 13,302 X 13,302 SPHERION CORP COM COM 848420105 55 13,793 X 13,793 SPINNAKER EXPL CO COM 84855W109 108 5,542 X 5,542 SPINNAKER EXPL CO COM COM 84855W109 106 5,442 X 5,442 SPORTS AUTH INC COM 849176102 52 7,398 X 7,398 SPORTS AUTH INC COM 849176102 58 8,360 X 8,360 SPORTS RESORTS INTL INC COM 84918U108 28 5,511 X 5,511 SPORTS RESORTS INTL INC COM COM 84918U108 30 5,965 X 5,965 SPRINT CORP COM FON 852061100 3,567 303,545 X 303,545 SPRINT CORP (FON GROUP) COM COM FON 852061100 4,198 357,265 X 357,265 SPRINT CORP PCS COM 852061506 1,474 338,105 X 338,105 SPRINT CORP PCS COM SER 1 PCS COM 852061506 1,374 315,081 X 315,081 STAMPS COM INC COM 852857101 33 7,924 X 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8,043 THE STEAK AND SHAKE COMPANY COM 857873103 47 5,126 X 5,126 STEAK N SHAKE CO COM 857873103 50 5,433 X 5,433 STEEL DYNAMICS INC COM 858119100 84 7,211 X 7,211 STEEL DYNAMICS INC COM COM 858119100 87 7,445 X 7,445 STEIN MART INC COM 858375108 25 4,939 X 4,939 STEIN MART INC COM COM 858375108 26 5,120 X 5,120 STERLING BANCSHARES INC COM 858907108 124 10,421 X 10,421 STERLING BANCSHARES INC COM 858907108 105 8,851 X 8,851 STERICYCLE INC COM 858912108 347 9,227 X 9,227 STERICYCLE INC COM COM 858912108 294 7,833 X 7,833 STERIS CORP COM 859152100 378 14,446 X 14,446 STEWART + STEVENSON SVCS INC COM 860342104 70 6,437 X 6,437 STEWART & STEVENSON SVCS INC COM 860342104 73 6,684 X 6,684 STEWART ENTERPRISES INC CL A 860370105 59 21,791 X 21,791 STEWART ENTERPRISES INC CL A CL A 860370105 61 22,709 X 22,709 STEWART INFORMATION SVCS CORP COM 860372101 111 4,802 X 4,802 STEWART INFORMATION SVCS CORP COM 860372101 92 3,952 X 3,952 STILLWATER MNG CO COM 86074Q102 24 9,748 X 9,748 STILLWATER MNG 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88033G100 2,781 166,505 X 166,505 TENET HEALTHCARE CORP COM COM 88033G100 3,220 192,832 X 192,832 TENNECO AUTOMOTIVE INC COM 880349105 19 8,539 X 8,539 TENNECO AUTO INC COM COM 880349105 20 8,723 X 8,723 TERADYNE INC COM 880770102 725 62,297 X 62,297 TERADYNE INC COM COM 880770102 836 71,779 X 71,779 TERAYON COMMUNICATION SYS COM 880775101 25 14,703 X 14,703 TERAYON COMMUNICATION SYS COM COM 880775101 26 15,021 X 15,021 TEREX CORP NEW COM 880779103 135 10,905 X 10,905 TEREX CORP NEW COM 880779103 123 9,962 X 9,962 TERRA INDS INC COM 880915103 23 16,721 X 16,721 TERRA INDS INC COM 880915103 13 9,315 X 9,315 TESORO PETE CORP COM 881609101 134 18,093 X 18,093 TESORO PETE CORP COM 881609101 108 14,608 X 14,608 TETRA TECH INC NEW COM 88162G103 183 12,956 X 12,956 TETRA TECH INC NEW COM 88162G103 165 11,683 X 11,683 TEXAS BIOTECHNOLOGY CORP COM 88221T104 12 9,892 X 9,892 TEXAS BIOTECHNOLOGY CORP COM 88221T104 8 6,572 X 6,572 TEXAS INSTRS INC COM 882508104 9,671 590,806 X 590,806 TEXAS INSTRS 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133,315 X 133,315 3M CO COM 88579Y101 16,227 124,796 X 124,796 TIBCO SOFTWARE INC COM 88632Q103 76 18,130 X 18,130 TIBCO SOFTWARE INC COM COM 88632Q103 79 18,717 X 18,717 TIDEWATER INC COM 886423102 362 12,588 X 12,588 TIFFANY + CO NEW COM 886547108 1,241 49,629 X 49,629 TIFFANY & CO NEW COM COM 886547108 1,178 47,107 X 47,107 TIMBERLAND CO CL A 887100105 320 7,657 X 7,657 TIME WARNER TELECOM INC CL A 887319101 32 9,991 X 9,991 TIME WARNER TELECOM INC CL A CL A 887319101 31 9,433 X 9,433 TITAN CORP COM 888266103 121 16,212 X 16,212 TOLL BROS INC COM 889478103 283 14,648 X 14,648 TOO INC COM 890333107 150 9,020 X 9,020 TOO INC COM COM 890333107 131 7,909 X 7,909 TOOTSIE ROLL INDS INC COM 890516107 315 11,041.17 X 11,041 TOPPS INC COM 890786106 71 8,387 X 8,387 TOPPS INC COM 890786106 74 8,677 X 8,677 TORCHMARK INC COM 891027104 1,480 41,353 X 41,353 TORCHMARK CORP COM 891027104 1,673 46,726 X 46,726 TORO CO COM 891092108 220 3,146 X 3,146 TORO CO COM 891092108 202 2,882 X 2,882 TOWER 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