-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, H/1bV9GdxWUDQxQYWziCiMl7T2ppVhyNT99knhwkwasDSPQ1jNXOPKQ8ICG41ja5 FEj8derRMjaZwMqzgMEJyg== 0000728618-03-000018.txt : 20031113 0000728618-03-000018.hdr.sgml : 20031113 20031113114949 ACCESSION NUMBER: 0000728618-03-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031113 EFFECTIVENESS DATE: 20031113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: METROPOLITAN LIFE INSURANCE CO/NY CENTRAL INDEX KEY: 0000728618 STANDARD INDUSTRIAL CLASSIFICATION: INSURANCE AGENTS BROKERS & SERVICES [6411] IRS NUMBER: 135581829 STATE OF INCORPORATION: NY FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00491 FILM NUMBER: 03996526 BUSINESS ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2125785914 MAIL ADDRESS: STREET 1: ONE MADISON AVENUE LAW DEPARTMENT CITY: NEW YORK STATE: NY ZIP: 10010-3690 13F-HR 1 metlife13f.txt METROPOLITAN LIFE INSURANCE COMPANY 13F - 9/30/03 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September 30, 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: James A. Granese Title: Assistant Vice-President Phone: 813-801-2533 Signature, Place, and Date of Signing: /s/James A. Granese Tampa, Florida November 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: 3,477 Form 13F Information Table Value Total ($000): 8,129,649 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority METROPOLITAN LIFE INSURANCE COMPANY AAR CORP COM 000361105 71 8,794 X 8,794 AAR CORP COM 000361105 55 6,853 X 6,853 ADC TELECOMMUNICATIONS INC COM 000886101 743 318,667 X 318,667 ADC TELECOMMUNICATIONS INC COM 000886101 801 343,666 X 343,666 ABM INDS INC COM 000957100 144 10,182 X 10,182 ABM INDS INC COM 000957100 132 9,348 X 9,348 AFLAC INC COM 001055102 6,589 204,001 X 204,001 AFLAC INC COM COM 001055102 7,162 221,726 X 221,726 AGCO CORP COM 001084102 285 16,638 X 16,638 AGL RES INC COM 001204106 395 14,013 X 14,013 AES CORP COM 00130H105 1,806 243,452 X 243,452 AES CORP COM COM 00130H105 1,600 215,638 X 215,638 AK STL HLDG CORP COM 001547108 101 50,675 X 50,675 AK STL HLDG CORP COM COM 001547108 45 22,717 X 22,717 AMB PPTY CORP COM 00163T109 552 17,910 X 17,910 AMC ENTMTINC COM 001669100 113 8,466 X 8,466 AMC ENTMT INC COM 001669100 95 7,093 X 7,093 AMR CORP DEL COM 001765106 486 42,480 X 42,480 AMR CORP DEL COM COM 001765106 426 37,191 X 37,191 AOL TIME WARNER INC COM 00184A105 27,002 1,787,046 X 1,787,046 AOL TIME WARNER INC COM COM 00184A105 29,378 1,944,252 X 1,944,252 APAC TELESERVICES INC COM 00185E106 15 5,835 X 5,835 APAC TELESERVICES INC COM COM 00185E106 16 6,530 X 6,530 AT+T CORP COM NEW 001957505 6,733 312,439 X 312,439 AT&T CORP COM NEW 001957505 7,265 337,102 X 337,102 ATMI INC COM 00207R101 185 7,286 X 7,286 ATMI INC COM COM 00207R101 169 6,661 X 6,661 AT + T WIRELESS SVCS INC COM 00209A106 8,815 1,077,635 X 1,077,635 AT&T WIRELESS SVCS INC COM COM 00209A106 9,526 1,164,501 X 1,164,501 AVI BIOPHARMA INC COM 002346104 30 5,813 X 5,813 AVI BIPHARMA INC COM 002346104 25 4,890 X 4,890 AARON RENTS INC COM 002535201 87 4,168 X 4,168 AARON RENTS INC COM COM 002535201 123 5,884 X 5,884 ABBOTT LABS COM 002824100 26,393 620,290 X 620,290 ABBOTT LABS COM COM 002824100 23,984 563,672 X 563,672 ABERCROMBIE AND FITCH CO CL A 002896207 599 21,630 X 21,630 ABGENIX INC COM 00339B107 347 23,926 X 23,926 ABGENIX INC COM COM 00339B107 297 20,529 X 20,529 ACCREDO HEALTH INC COM 00437V104 364 12,992 X 12,992 ACCREDO HEALTH INC COM COM 00437V104 323 11,545 X 11,545 ACLARA BIOSCIENCES INC COM 00461P106 27 6,852 X 6,852 ACLARA BIOSCIENCES INC COM COM 00461P106 23 5,741 X 5,741 ACTIVISION INC NEW COM NEW 004930202 556 46,438 X 46,438 ACTIVISION INC COM NEW 004930202 250 20,857 X 20,857 ACTION PERFORMANCE COS INC COM 004933107 104 4,245 X 4,245 ACTION PERFORMANCE COS INC COM 004933107 125 5,116 X 5,116 ACTEL CORP COM 004934105 144 6,014 X 6,014 ACTEL CORP COM COM 004934105 118 4,912 X 4,912 ACTIVCARDCORP COM 00506J107 79 9,628 X 9,628 ACTIVCARD CORP COM 00506J107 67 8,214 X 8,214 ACTUANT CORP CL A NEW00508X203 162 2,887 X 2,887 ACTUANT CORP CL A NEW CL A NEW00508X203 139 2,471 X 2,471 ACUITY BRANDS INC COM 00508Y102 199 11,013 X 11,013 ACQUITY BRANDS INC COM 00508Y102 181 10,025 X 10,025 ACXIOM CORP COM 005125109 299 18,982 X 18,982 ADAPTEC INC COM 00651F108 221 29,202 X 29,202 ADAPTEC INC COM COM 00651F108 189 25,044 X 25,044 ADOBE SYSINC COM 00724F101 3,629 92,132 X 92,132 ADOBE SYS INC DEL COM COM 00724F101 3,349 85,010 X 85,010 ADOLOR CORP COM 00724X102 162 8,849 X 8,849 ADOLOR CORP COM 00724X102 146 7,975 X 7,975 ADTRAN INC COM 00738A106 513 8,371 X 8,371 ADVANCED DIGITAL INFORMATION COM 007525108 240 17,114 X 17,114 ADVANCED DIGITAL INFORMATION COM 007525108 216 15,392 X 15,392 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 394 18,811 X 18,811 ADVANCED NEUROMODULATION SYS COM 00757T101 197 4,948 X 4,948 ADVANCED NEUROMODULATION SYS COM 00757T101 179 4,489 X 4,489 ADVO INC COM 007585102 226 5,431 X 5,431 ADVO INC COM 007585102 194 4,654 X 4,654 ADVISORY BRD CO COM 00762W107 121 2,670 X 2,670 ADVISORY BOARD CO COM 00762W107 103 2,276 X 2,276 ADVANCED MED OPTICS INC COM 00763M108 142 7,925 X 7,925 ADVANCED MED OPTICS INC COM 00763M108 122 6,782 X 6,782 AEROFLEX INC COM 007768104 119 13,567 X 13,567 AEROFLEX INC COM 007768104 123 14,007 X 14,007 AEROPOSTALE COM 007865108 142 5,237 X 5,237 AEROPOSTALE INC COM 007865108 121 4,466 X 4,466 ADVANCED MICRO DEVICES INC COM 007903107 1,527 137,415 X 137,415 ADVANCED MICRO DEVICES INC COM COM 007903107 1,656 149,088 X 149,088 ADVANCEPCS COM 00790K109 908 19,933 X 19,933 ADVENT SOFTWARE INC COM 007974108 254 15,800 X 15,800 ADVENT SOFTWARE INC COM 007974108 120 7,474 X 7,474 AETHER SYSTEMS INC COM 00808V105 37 8,166 X 8,166 AETHER SYSTEM INC COM COM 00808V105 39 8,431 X 8,431 AETNA INC COM 00817Y108 3,683 60,347 X 60,347 AETNA INC COM NEW COM 00817Y108 4,047 66,312 X 66,312 AFFILIATED COMPUTER SVCS INC CL A 008190100 1,431 29,391 X 29,391 AFFILIATED MANAGERS GROUP INC COM 008252108 359 5,712 X 5,712 AFFILIATED MANAGERS GROUP INC COM 008252108 314 4,998 X 4,998 AGILENT TECHNOLOGIES INC COM 00846U101 4,141 187,284 X 187,284 AGILENT TECHNOLOGIES INC COM 00846U101 4,489 203,016 X 203,016 AGILE SOFTWARE CORP DEL COM 00846X105 113 11,858 X 11,858 AGILE SOFTWARE CORP DEL COM COM 00846X105 94 9,874 X 9,874 AIR PRODS+ CHEMS INC COM 009158106 4,073 90,309 X 90,309 AIR PRODS & CHEMS INC COM COM 009158106 4,452 98,709 X 98,709 AIRGAS INC COM 009363102 284 15,928 X 15,928 AIRTRAN HOLDINGS INC COM 00949P108 301 17,998 X 17,998 AIRTRAN HLDGS INC COM 00949P108 267 15,955 X 15,955 AKAMAI TECHNOLOGIES INC COM 00971T101 121 28,104 X 28,104 AKAMAI TECHNOLOGIES INC COM 00971T101 98 22,944 X 22,944 AKSYS LTD COM 010196103 70 6,963 X 6,963 AKSYS LTD COM 010196103 61 6,093 X 6,093 ALABAMA NATL BANCORPORATION DE COM 010317105 129 2,719 X 2,719 ALABAMA NATL BANCORPORATION COM 010317105 108 2,273 X 2,273 ALASKA AIR GROUP INC COM 011659109 348 12,492 X 12,492 ALASKA AIR GROUP INC COM 011659109 156 5,621 X 5,621 ALBANY INTL CORP CL A 012348108 224 7,253 X 7,253 ALBANY INTL CORP CL A CL A 012348108 192 6,210 X 6,210 ALBANY MOLECULAR RESH INC COM 012423109 107 7,192 X 7,192 ALBANY MOLECULAR RESH INC COM COM 012423109 91 6,144 X 6,144 ALBEMARLECORP COM 012653101 489 17,805 X 17,805 ALBEMARLE CORP COM 012653101 205 7,450 X 7,450 ALBERTO CULVER CO CL B CON013068101 1,371 23,311 X 23,311 ALBERTO CULVER CO CL B COM CL B CON013068101 1,508 25,636 X 25,636 ALBERTSONS INC COM 013104104 2,998 145,757 X 145,757 ALBERTSONS INC COM COM 013104104 3,250 157,991 X 157,991 ALCOA INC COM 013817101 8,787 335,880 X 335,880 ALCOA INC COM COM 013817101 9,547 364,935 X 364,935 ALDERWOODS GROUP INC COM 014383103 70 9,022 X 9,022 ALDERWOODS GROUP INC COM 014383103 68 8,778 X 8,778 ALEXANDER+ BALDWIN INC COM 014482103 579 20,412 X 20,412 ALEXANDER & BALDWIN INC COM 014482103 279 9,854 X 9,854 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 248 5,173 X 5,173 ALEXANDRIA REAL ESTATE COM 015271109 213 4,438 X 4,438 ALFA CORP COM 015385107 122 9,662 X 9,662 ALFA CORP COM 015385107 103 8,130 X 8,130 ALIGN TECHNOLOGY INC COM 016255101 151 12,073 X 12,073 ALIGN TECHNOLOGY INC COM COM 016255101 129 10,334 X 10,334 ALKERMES INC COM 01642T108 175 12,764 X 12,764 ALKERMES INC COM COM 01642T108 217 15,817 X 15,817 ALLEGHENYENERGY INC COM 017361106 771 84,303 X 84,303 ALLEGHENY ENERGY INC COM COM 017361106 768 83,982 X 83,982 ALLEGHENYTECHNOLOGIES INC COM 01741R102 356 54,342 X 54,342 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 313 47,792 X 47,792 ALLERGAN INC COM 018490102 4,074 51,752 X 51,752 ALLERGAN INC COM COM 018490102 3,720 47,255 X 47,255 ALLETE INC COM 018522102 522 19,053 X 19,053 ALLIANCE GAMING CORP COM NEW 01859P609 273 13,451 X 13,451 ALLIANCE GAMING CORP COM NEW COM NEW 01859P609 234 11,531 X 11,531 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 31 5,691 X 5,691 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 27 5,001 X 5,001 ALLIANT ENERGY CORP COM 018802108 525 23,843 X 23,843 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 897 83,072 X 83,072 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 963 89,182 X 89,182 ALLMERICAFINL CORP COM 019754100 625 26,229 X 26,229 ALLMERICA FINL CORP COM COM 019754100 296 12,416 X 12,416 ALLOY INC COM 019855105 53 9,500 X 9,500 ALLOY INC COM COM 019855105 44 7,943 X 7,943 ALLSCRIPTS HEATHCARE SOLUT COM 01988P108 21 5,230 X 5,230 ALLSCRIPTS HEALTHCARE COM 01988P108 22 5,478 X 5,478 ALLSTATE CORP COM 020002101 10,218 279,727 X 279,727 ALLSTATE CORP COM COM 020002101 11,065 302,913 X 302,913 ALLTEL CORP COM 020039103 5,732 123,692 X 123,692 ALLTEL CORP COM 020039103 6,210 134,017 X 134,017 ALPHARMAINC CL A 020813101 196 10,532 X 10,532 ALPHARMA INC CL A COM CL A 020813101 168 9,036 X 9,036 ALTERA CORP COM 021441100 2,880 152,153 X 152,153 ALTERA CORP COM COM 021441100 2,649 139,939 X 139,939 ALTEON INC COM 02144G107 18 9,354 X 9,354 ALTEON INC COM COM 02144G107 15 7,922 X 7,922 ALTRIA GROUP INC COM 02209S103 35,242 804,623 X 804,623 ALTRIA GROUP INC COM 02209S103 32,074 732,273 X 732,273 AMBAC FINL GROUP INC COM 023139108 2,703 42,228 X 42,228 AMBAC FINANCIAL GROUP INC COM 023139108 2,970 46,405 X 46,405 AMERADA HESS CORP COM 023551104 1,790 35,736 X 35,736 AMERADA HESS CORP COM COM 023551104 1,978 39,474 X 39,474 AMEREN CORP COM 023608102 2,749 64,064 X 64,064 AMEREN CORP COM 023608102 2,982 69,497 X 69,497 AMERICA WEST HLDG CORP CL B 023657208 80 8,267 X 8,267 AMERICA WEST HLDG CORP CL B CL B 023657208 68 7,002 X 7,002 AMCORE FINL INC COM 023912108 166 6,611 X 6,611 AMCORE FINL INC COM 023912108 153 6,065 X 6,065 AMERICAN ELEC PWR INC COM 025537101 4,709 156,960 X 156,960 AMERICAN ELEC PWR INC COM COM 025537101 5,068 168,941 X 168,941 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 447 29,950 X 29,950 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 182 12,200 X 12,200 AMERICAN EXPRESS CO COM 025816109 23,223 515,381 X 515,381 AMERICAN EXPRESS CO COM COM 025816109 20,932 464,537 X 464,537 AMERICAN FINL GROUP INC OHIO COM 025932104 335 15,393 X 15,393 AMERICAN GREETINGS CORP CL A 026375105 835 42,960 X 42,960 AMERICAN GREETINGS CORP CL A CL A 026375105 738 37,990 X 37,990 AMERICAN HEALTHWAYS INC COM 02649V104 150 3,583 X 3,583 AMERICAN HEALTHWAYS INC COM 02649V104 134 3,197 X 3,197 AMERICAN INTL GROUP INC COM 026874107 59,807 1,036,515 X 1,036,515 AMERICAN INTL GROUP INC COM COM 026874107 64,834 1,123,647 X 1,123,647 AMERICAN ITALIAN PASTA CO CL A 027070101 166 4,280 X 4,280 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 150 3,870 X 3,870 AMERICAN MGMT SYS INC COM 027352103 140 10,892 X 10,892 AMERICAN MGMT SYS INC COM COM 027352103 134 10,461 X 10,461 AMERICAN MED SYS HLDGS COM 02744M108 123 5,646 X 5,646 AMERICAN MED SYS HLDGS INC COM COM 02744M108 99 4,555 X 4,555 AMERICAN PWR CONVERSION CORP COM 029066107 1,351 78,121 X 78,121 AMERICAN PWR CONVERSION CORP COM 029066107 1,467 84,822 X 84,822 AMERICAN STD COS INC DEL COM 029712106 2,404 28,540 X 28,540 AMERICAN STD COS INC DEL COM 029712106 2,201 26,126 X 26,126 AMERICREDIT CORP COM 03060R101 356 34,573 X 34,573 AMERUS GROUP CO COM 03072M108 655 19,269 X 19,269 AMERUS GROUP CO COM COM 03072M108 316 9,291 X 9,291 AMERISOURCEBERGEN CORP COM 03073E105 2,371 43,866 X 43,866 AMERISOURCEBERGEN CORP COM COM 03073E105 2,577 47,678 X 47,678 AMERIGROUP CORP COM 03073T102 251 5,627 X 5,627 AMERIGROUP CORP COM 03073T102 215 4,826 X 4,826 AMETEK INC NEW COM 031100100 312 7,283 X 7,283 AMGEN INC COM 031162100 32,292 500,502 X 500,502 AMGEN INC COM 031162100 30,033 465,489 X 465,489 AMSOUTH BANCORPORATION COM 032165102 2,961 139,517 X 139,517 AMSOUTH BANCORPORATION COM COM 032165102 3,218 151,640 X 151,640 AMSURG CORP COM 03232P405 181 5,493 X 5,493 AMSURG CORP COM COM 03232P405 143 4,334 X 4,334 ANADARKO PETE CORP COM 032511107 4,140 99,132 X 99,132 ANADARKO PETE CORP COM COM 032511107 4,466 106,951 X 106,951 ANALOG DEVICES INC COM 032654105 5,519 145,167 X 145,167 ANALOG DEVICES INC COM COM 032654105 5,012 131,830 X 131,830 ANAREN INC COM 032744104 96 7,480 X 7,480 ANAREN INC COM 032744104 73 5,752 X 5,752 ANCHOR BANCORP WIS INC COM 032839102 135 5,747 X 5,747 ANCHOR BANCORP WIS INC COM 032839102 115 4,895 X 4,895 ANDREW CORP COM 034425108 1,220 100,990 X 100,990 ANDREW CORP COM COM 034425108 1,209 100,115 X 100,115 ANHEUSER BUSCH COS INC COM 035229103 16,359 331,551 X 331,551 ANHEUSER BUSCH COS INC COM COM 035229103 14,693 297,782 X 297,782 ANIXTER INTL INC COM 035290105 204 8,981 X 8,981 ANIXTER INTL INC COM COM 035290105 168 7,361 X 7,361 ANNTAYLORSTORES CORP COM 036115103 390 12,133 X 12,133 ANNTAYLOR STORES CORP COM COM 036115103 340 10,571 X 10,571 ANSYS INC COM 03662Q105 144 4,054 X 4,054 ANSYS INC COM COM 03662Q105 138 3,875 X 3,875 ANTHEM INC COM 03674B104 3,919 54,943 X 54,943 ANTHEM INC COM COM 03674B104 4,273 59,906 X 59,906 ANTEON INTERNATIONAL CORP COM 03674E108 156 5,089 X 5,089 ANTEON INTL CORP COM 03674E108 143 4,659 X 4,659 ANTHRACITE CAP INC COM 037023108 119 12,289 X 12,289 ANTHRACITE CAP INC COM COM 037023108 105 10,906 X 10,906 ANTIGENICS INC DEL COM 037032109 80 6,601 X 6,601 ANTIGENICS INC DEL COM COM 037032109 69 5,701 X 5,701 ANWORTH MTG ASSET CORP 1 COM 037347101 124 8,671 X 8,671 ANWORTH MTG ASSET CORP COM COM 037347101 124 8,705 X 8,705 AON CORP COM 037389103 2,586 124,051 X 124,051 AON CORP COM COM 037389103 2,810 134,771 X 134,771 APACHE CORP COM 037411105 4,453 64,217 X 64,217 APACHE CORP COM COM 037411105 4,831 69,676 X 69,676 APARTMENTINVT. + MGMT CO CL A 03748R101 1,468 37,286 X 37,286 APARTMENT INVT & MGMT CO CL A CL A 03748R101 1,588 40,345 X 40,345 APEX MTG CAP INC COM 037564101 36 6,602 X 6,602 APEX MTG CAP INC COM COM 037564101 38 7,107 X 7,107 APOGEE ENTERPRISES INC COM 037598109 66 6,408 X 6,408 APOGEE ENTERPRISES INC COM 037598109 70 6,741 X 6,741 APHTON CORP COM 03759P101 53 9,402 X 9,402 APHTON CORP COM 03759P101 28 5,069 X 5,069 APOLLO GROUP INC CL A 037604105 4,598 69,628 X 69,628 APOLLO GROUP INC CL A CL A 037604105 4,172 63,180 X 63,180 APOGENT TECHNOLOGIES INC COM 03760A101 458 21,956 X 21,956 APPLE COMPUTER COM 037833100 3,010 145,284 X 145,284 APPLE COMPUTER INC COM 037833100 3,231 155,931 X 155,931 APPLEBEESINTL INC COM 037899101 386 12,272 X 12,272 APRIA HEALTHCARE GROUP INC COM 037933108 333 12,177 X 12,177 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,853 83,038 X 83,038 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 2,017 90,402 X 90,402 APPLERA CORP CELERA GENOMICS COM CE G038020202 229 19,616 X 19,616 APPLERA CORP-CELERA GENOMICS COM CE G038020202 197 16,848 X 16,848 APPLICA INC COM 03815A106 33 5,397 X 5,397 APPLICA INC COM COM 03815A106 29 4,789 X 4,789 APPLIED MATERIALS INC COM 038222105 11,941 658,606 X 658,606 APPLIED MATLS INC COM COM 038222105 12,932 713,306 X 713,306 APPLIED MICRO CIRCUITS CORP COM 03822W109 587 120,835 X 120,835 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 628 129,268 X 129,268 AQUANTIVEINC COM 03839G105 99 10,789 X 10,789 AQUANTIVE INC COM 03839G105 85 9,195 X 9,195 AQUILA INC DEL NEW COM 03840P102 315 93,054 X 93,054 AQUILA INC COM 03840P102 145 42,942 X 42,942 ARBITRON INC COM 03875Q108 286 8,104 X 8,104 ARBITRON INC COM COM 03875Q108 250 7,093 X 7,093 ARCH CHEMICALS INC COM 03937R102 113 5,431 X 5,431 ARCH CHEMICAL INC COM COM 03937R102 97 4,681 X 4,681 ARCH COALINC COM 039380100 535 24,108 X 24,108 ARCH COAL INC COM COM 039380100 243 10,947 X 10,947 ARCHER DANIELS MIDLAND CO COM 039483102 3,357 256,081 X 256,081 ARCHER DANIELS MIDLAND CO COM COM 039483102 3,638 277,528 X 277,528 ARGOSY GAMING CORP COM 040228108 169 6,907 X 6,907 ARGOSY GAMING CO COM COM 040228108 142 5,812 X 5,812 ARIAD PHARMACEUTICALS INC COM 04033A100 59 9,766 X 9,766 ARIAD PHARMACEUTICALS INC DEL COM 04033A100 46 7,641 X 7,641 ARIBA INC COM 04033V104 222 73,089 X 73,089 ARIBA INC COM COM 04033V104 188 61,937 X 61,937 ARKANSAS BEST CORP COM 040790107 158 5,747 X 5,747 ARKANSAS BEST CORP DEL COM 040790107 147 5,368 X 5,368 ARMOR HLDGS INC COM 042260109 95 5,681 X 5,681 ARMOR HLDGS INC COM 042260109 94 5,603 X 5,603 ARRIS GROUP INC COM 04269Q100 85 14,791 X 14,791 ARRIS GROUP INC COM COM 04269Q100 79 13,679 X 13,679 ARROW ELECTRS INC COM 042735100 410 22,304 X 22,304 ARTESYN TECHNOLOGIES INC COM 043127109 83 10,992 X 10,992 ARTESYN TECHNOLOGIES INC COM COM 043127109 56 7,427 X 7,427 ARTHROCARE CORP COM 043136100 104 5,871 X 5,871 ARTHROCARE CORP COM COM 043136100 92 5,158 X 5,158 ARVINMERITOR INC COM 043353101 270 15,149 X 15,149 ASCENTIALSOFTWARE CORP COM NEW 04362P207 540 29,132 X 29,132 ASCENTIAL SOFTWARE CORP COM NEW COM NEW 04362P207 112 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM NE COM NEW 04362P207 261 14,075 X 14,075 ASHLAND INC COM 044204105 891 27,118 X 27,118 ASHLAND INC COM 044204105 958 29,172 X 29,172 ASK JEEVES INC COM 045174109 165 9,490 X 9,490 ASK JEEVES INC OC-COM COM 045174109 141 8,100 X 8,100 ASIAINFO HLDGS INC COM 04518A104 55 8,238 X 8,238 ASIANFO HLDGS INC COM COM 04518A104 48 7,191 X 7,191 ASPECT COMMUNICATIONS INC COM 04523Q102 103 12,321 X 12,321 ASPECT COMMUNICTIONS INC COM COM 04523Q102 60 7,254 X 7,254 ASPEN TECHNOLOGY INC COM 045327103 33 8,025 X 8,025 ASPEN TECHNOLOGY INC COM COM 045327103 36 8,936 X 8,936 ASSOCIATED BANC CORP COM 045487105 620 16,364 X 16,364 ASTORIA FINL CORP COM 046265104 563 18,217 X 18,217 ASTORIA FINL CORP COM COM 046265104 50 1,610 X 1,610 AT RD INC COM 04648K105 89 6,653 X 6,653 AT RD INC COM COM 04648K105 74 5,575 X 5,575 ASYST TECHNOLOGIES INC COM 04648X107 149 10,624 X 10,624 ASYST TECHNOLOGIES INC COM 04648X107 127 9,031 X 9,031 ATHEROGENICS INC COM 047439104 166 9,951 X 9,951 ATHEROGENICS INC COM COM 047439104 142 8,518 X 8,518 ATLANTIC COAST AIRLINES HLDGS COM 048396105 97 11,363 X 11,363 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 82 9,655 X 9,655 ATMEL CORP COM 049513104 417 103,702 X 103,702 ATMOS ENERGY CORP COM 049560105 297 12,396 X 12,396 ATMOS ENERGY CORP COM 049560105 267 11,154 X 11,154 ATRIX LABS INC COM 04962L101 116 5,617 X 5,617 ATRIX LABS INC COM 04962L101 100 4,851 X 4,851 AUTOBYTELINC COM 05275N106 75 7,831 X 7,831 AUTOBYTEL INC COM 05275N106 63 6,591 X 6,591 AUTODESK INCORPORATED COM 052769106 756 44,426 X 44,426 AUTODESK INC COM COM 052769106 811 47,658 X 47,658 AUTOMATICDATA PROCESSING INC COM 053015103 8,519 237,642 X 237,642 AUTOMATIC DATA PROCESSING INC COM 053015103 7,730 215,627 X 215,627 AUTONATION INC DEL COM 05329W102 1,961 111,797 X 111,797 AUTONATION INC COM COM 05329W102 2,114 120,538 X 120,538 AUTOZONE INC COM 053332102 3,184 35,559 X 35,559 AUTOZONE INC COM COM 053332102 2,968 33,154 X 33,154 AVANEX CORP COM 05348W109 64 13,231 X 13,231 AVANEX CORP COM COM 05348W109 66 13,580 X 13,580 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 41 16,814 X 16,814 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 34 14,230 X 14,230 AVAYA INC COM 053499109 1,652 151,528 X 151,528 AVAYA INC COM COM 053499109 1,605 147,256 X 147,256 AVERY DENNISON CORP COM 053611109 2,218 43,899 X 43,899 AVERY DENNISON CORP COM COM 053611109 2,035 40,272 X 40,272 AVIALL INC COM 05366B102 68 5,460 X 5,460 AVIALL INC NEW COM COM 05366B102 92 7,445 X 7,445 AVID TECHNOLOGY INC COM 05367P100 408 7,701 X 7,701 AVID TECHNOLOGY INC COM COM 05367P100 363 6,849 X 6,849 AVISTA CORP COM 05379B107 201 12,915 X 12,915 AVISTA CORP COM COM 05379B107 174 11,148 X 11,148 AVNET INC COM 053807103 437 26,436 X 26,436 AVOCENT CORP COM 053893103 307 10,149 X 10,149 AVON PRODS INC COM 054303102 6,024 93,313 X 93,313 AVON PRODS INC COM COM 054303102 5,487 84,993 X 84,993 AXCELIS TECHNOLOGIES INC COM 054540109 223 26,837 X 26,837 AXCELIS TECHNOLOGIES INC COM COM 054540109 190 22,848 X 22,848 AZTAR CORP COM 054802103 137 7,742 X 7,742 AZTAR CORPORATION COM 054802103 117 6,606 X 6,606 BB+T CORP COM 054937107 7,958 221,620 X 221,620 BB&T CORP COM COM 054937107 8,358 232,750 X 232,750 BISYS GROUP INC COM 055472104 349 26,508 X 26,508 BJ SVCS CO COM 055482103 2,146 62,809 X 62,809 BJ SVCS CO COM COM 055482103 1,941 56,792 X 56,792 BJS WHSL CLUB INC COM 05548J106 662 34,191 X 34,191 BJS WHSL CLUB INC COM COM 05548J106 319 16,482 X 16,482 BMC SOFTWARE INC COM 055921100 1,291 92,705 X 92,705 BMC SOFTWARE INC COM COM 055921100 1,386 99,523 X 99,523 BAKER HUGHES INC COM 057224107 3,958 133,774 X 133,774 BAKER HUGHES INC COM COM 057224107 4,263 144,074 X 144,074 BALDOR ELEC CO COM 057741100 166 7,871 X 7,871 BALDOR ELEC CO COM 057741100 150 7,100 X 7,100 BALL CORP COM 058498106 1,223 22,657 X 22,657 BALL CORP COM COM 058498106 1,110 20,547 X 20,547 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 83 9,603 X 9,603 BALLYS TOTAL FITNESS HLDG CORP COM 05873K108 67 7,731 X 7,731 BANDAG INC COM 059815100 249 7,376 X 7,376 BANDAG INC COM 059815100 89 2,647 X 2,647 BANK AMERCORP COM 060505104 46,456 595,285 X 595,285 BANK OF AMERICA CORP COM 060505104 50,222 643,540 X 643,540 BANK HAWAII CORP COM 062540109 448 13,354 X 13,354 BANK MUT CORP COM 063748107 107 2,510 X 2,510 BANK MUT CORP COM COM 063748107 111 2,616 X 2,616 BANK NEW YORK INC COM 064057102 8,919 306,394 X 306,394 BANK NEW YORK INC COM COM 064057102 9,668 332,120 X 332,120 BANK ONE CORP COM 06423A103 17,545 453,945 X 453,945 BANK ONE CORP COM COM 06423A103 18,765 485,521 X 485,521 BANKATLANTIC BANCORP INC CL A 065908501 168 11,805 X 11,805 BANKATLANTIC BANCORP INC CL A CL A 065908501 138 9,719 X 9,719 BANKNORTHGROUP INC NEW COM 06646R107 1,015 35,974 X 35,974 BANKUNITED FINL CORP CL A 06652B103 165 7,779 X 7,779 BANKUNITED FIN CORP CL A CL A 06652B103 141 6,662 X 6,662 BANTA CORP COM 066821109 433 12,039 X 12,039 BANTA CORP COM 066821109 210 5,844 X 5,844 BARD C R INC COM 067383109 1,468 20,682 X 20,682 BARD C R INC COM 067383109 1,328 18,705 X 18,705 BARNES + NOBLE INC COM 067774109 365 14,369 X 14,369 BARR LABSINC COM 068306109 1,000 14,664 X 14,664 BARRA INC COM 068313105 152 4,061 X 4,061 BARRA INC COM 068313105 140 3,725 X 3,725 BAUSCH + LOMB INC COM 071707103 934 21,147 X 21,147 BAUSCH & LOMB INC COM COM 071707103 1,007 22,798 X 22,798 BAXTER INTL INC COM 071813109 6,900 237,434 X 237,434 BAXTER INTL INC COM COM 071813109 6,430 221,278 X 221,278 BAY VIEW CAP CORP DEL COM 07262L101 106 17,434 X 17,434 BAY VIEW CAP CORP DEL COM COM 07262L101 89 14,631 X 14,631 BEAR STEARNS COS INC COM 073902108 2,945 39,366 X 39,366 BEAR STEARNS COS INC COM COM 073902108 3,214 42,970 X 42,970 BEAZER HOMES USA INC COM 07556Q105 300 3,556 X 3,556 BEAZER HOMES USA INC COM 07556Q105 266 3,155 X 3,155 BECKMAN COULTER INC COM 075811109 614 13,490 X 13,490 BECTON DICKINSON + CO COM 075887109 3,656 101,216 X 101,216 BECTON DICKINSON & CO COM COM 075887109 3,321 91,954 X 91,954 BED BATH + BEYOND INC COM 075896100 4,490 117,336 X 117,336 BED BATH & BEYOND INC COM COM 075896100 4,092 106,930 X 106,930 BELDEN INC COM 077459105 108 6,156 X 6,156 BELDEN INC COM COM 077459105 92 5,244 X 5,244 BELLSOUTHCORP COM 079860102 17,379 733,891 X 733,891 BELLSOUTH CORP COM COM 079860102 18,922 799,069 X 799,069 BELO CORP COM SER 080555105 607 25,012 X 25,012 BEMIS INC COM 081437105 935 21,102 X 21,102 BEMIS INC COM COM 081437105 1,016 22,944 X 22,944 BENCHMARKELECTRS INC COM 08160H101 284 6,714 X 6,714 BENCHMARK ELECTRS INC COM 08160H101 243 5,756 X 5,756 BERKLEY WR CORP COM 084423102 419 12,239 X 12,239 BEST BUY CO INC COM 086516101 6,085 128,051 X 128,051 BEST BUY INC COM COM 086516101 5,547 116,725 X 116,725 BEVERLY ENTERPRISES INC COM NEW 087851309 168 28,340 X 28,340 BEVERLY ENTERPRISES INC COM COM NEW 087851309 140 23,643 X 23,643 BIG LOTS INC COM 089302103 733 46,387 X 46,387 BIG LOTS INC COM COM 089302103 810 51,214 X 51,214 BIOGEN INC COM 090597105 2,249 58,993 X 58,993 BIOGEN INC COM COM 090597105 2,072 54,364 X 54,364 BIOMET INC COM 090613100 3,435 102,523 X 102,523 BIOMET INC COM COM 090613100 3,111 92,860 X 92,860 BIOMARIN PHARMACEUTICAL INC COM 09061G101 132 17,287 X 17,287 BIOMARIN PHARMACEUTICAL COM COM 09061G101 120 15,684 X 15,684 BIOPURE CORP CL A 09065H105 43 6,698 X 6,698 BIOPURE CORP CL A COM CL A 09065H105 37 5,670 X 5,670 BLACK + DECKER CORPORATION COM 091797100 1,250 30,834 X 30,834 BLACK & DECKER CORP COM COM 091797100 1,141 28,144 X 28,144 BLACK BOXCORP COM 091826107 185 4,641 X 4,641 BLACK BOX CORP DEL COM COM 091826107 168 4,211 X 4,211 BLACK HILLS CORP COM 092113109 487 15,797 X 15,797 BLACK HILLS CORP COM 092113109 239 7,757 X 7,757 BLOCK H +R INC COM 093671105 3,071 71,175 X 71,175 BLOCK H & R INC COM COM 093671105 2,799 64,856 X 64,856 BLYTH INC COM 09643P108 275 10,196 X 10,196 BOB EVANSFARMS INC COM 096761101 454 16,985 X 16,985 BOB EVANS FARMS INC COM 096761101 226 8,476 X 8,476 BOCA RESORTS INC CL A 09688T106 84 6,449 X 6,449 BOCA RESORTS INC CL A CL A 09688T106 86 6,658 X 6,658 BOEING CO COM 097023105 11,470 334,104 X 334,104 BOEING CO COM COM 097023105 12,415 361,647 X 361,647 BOISE CASCADE CORP COM 097383103 639 23,163 X 23,163 BOISE CASCADE CORP COM COM 097383103 696 25,217 X 25,217 BOMBAY COMPANY INC COM 097924104 91 9,274 X 9,274 BOMBAY CO COM 097924104 76 7,724 X 7,724 BORDERS GROUP INC COM 099709107 324 17,103 X 17,103 BORG WARNER INC COM 099724106 401 5,911 X 5,911 BORLAND SOFTWARE CORP COM 099849101 178 19,291 X 19,291 BORLAND SOFTWARE CORP COM COM 099849101 159 17,217 X 17,217 BOSTON PRIVATE FINL HLDGS INC COM 101119105 129 5,490 X 5,490 BOSTON PRIVATE FINL HLDGS INC COM 101119105 116 4,912 X 4,912 BOSTON SCIENTIFIC CORP COM 101137107 10,399 162,991 X 162,991 BOSTON SCIENTIFIC CORP COM COM 101137107 9,453 148,172 X 148,172 BOWATER INC COM 102183100 515 12,251 X 12,251 BOWNE + CO INC COM 103043105 138 9,228 X 9,228 BOWNE & CO INC COM COM 103043105 117 7,817 X 7,817 BOYD GAMING CORP COM 103304101 133 8,745 X 8,745 BOYD GAMING CORP COM 103304101 111 7,247 X 7,247 BRADY CORP CL A 104674106 158 4,960 X 4,960 BRADY CORPORATION CL A COM CL A 104674106 136 4,290 X 4,290 BRANDYWINE RLTY TR SH BEN I105368203 182 7,088 X 7,088 BRANDYWINE RLTY TR SH BEN INT SH BEN I105368203 158 6,142 X 6,142 BRIGGS + STRATTON CORP COM 109043109 345 5,879 X 5,879 BRIGGS & STRATTON CORP COM 109043109 307 5,221 X 5,221 BRIGHT HORIZONS FAMILY SOLUT COM 109195107 130 3,254 X 3,254 BRIGHT HORIZONS FAMILY COM 109195107 111 2,774 X 2,774 BRINKER INTL INC COM 109641100 717 21,481 X 21,481 BRINKS CO COM 109696104 465 26,802 X 26,802 BRINKS CO COM 109696104 220 12,679 X 12,679 BRISTOL MYERS SQUIBB CO COM 110122108 19,764 770,244 X 770,244 BRISTOL MYERS SQUIBB CO COM COM 110122108 17,978 700,637 X 700,637 BROADCOM CORP CL A 111320107 2,967 111,302 X 111,302 BROADCOM CORP CL A COM CL A 111320107 2,806 105,265 X 105,265 BROADVISION INC COM NEW 111412607 35 7,176 X 7,176 BROADVISION INC COM NEW 111412607 30 6,051 X 6,051 BROOKLINEBANCORP INC DEL COM 11373M107 244 16,550 X 16,550 BROOKLINE BANCORP INC DEL COM 11373M107 202 13,684 X 13,684 BROOKS AUTOMATION INC NEW COM 114340102 209 10,012 X 10,012 BROOKS AUTOMATION INC COM 114340102 173 8,289 X 8,289 BROWN + BROWN INC COM 115236101 464 15,062 X 15,062 BROWN FORMAN CORP CL B 115637209 1,895 23,946 X 23,946 BROWN FORMAN CORP CL B CL B 115637209 1,740 21,986 X 21,986 BROWN TOMINC COM NEW 115660201 229 8,899 X 8,899 BROWN TOM INC NEW COM COM NEW 115660201 200 7,799 X 7,799 BROWN SHOE INC NEW COM 115736100 152 4,790 X 4,790 BROWN SHOE INC NEW COM COM 115736100 139 4,383 X 4,383 BRUNSWICKCORP COM 117043109 921 35,874 X 35,874 BRUNSWICK CORP COM COM 117043109 999 38,893 X 38,893 BUCKEYE TECHNOLOGIES INC COM 118255108 68 7,448 X 7,448 BUCKEYE TECHNOLOGIES INC COM 118255108 53 5,877 X 5,877 BURLINGTON NORTHN SANTA FE COM 12189T104 4,275 148,082 X 148,082 BURLINGTON NORTH SANTA FE CORP COM 12189T104 4,630 160,372 X 160,372 BURLINGTON RES INC COM 122014103 3,846 79,786 X 79,786 BURLINGTON RES INC COM COM 122014103 4,165 86,415 X 86,415 C+D TECHNOLOGIES COM 124661109 111 5,870 X 5,870 C & D TECHNOLOGIES INC COM COM 124661109 87 4,605 X 4,605 CBRL GROUP INC COM 12489V106 389 10,933 X 10,933 C COR NETCORPORATION COM 125010108 47 7,114 X 7,114 C COR ELECTRS INC COM 125010108 47 7,118 X 7,118 CDW CORP COM 12512N105 1,067 18,529 X 18,529 C D W CORP COM COM 12512N105 21 370 X 370 CEC ENTMTINC COM 125137109 250 6,376 X 6,376 CEC ENTMT INC COM COM 125137109 214 5,464 X 5,464 CH ENERGYGROUP INC COM 12541M102 172 3,908 X 3,908 CH ENERGY GROUP INC COM COM 12541M102 156 3,544 X 3,544 C H ROBINSON WORLDWIDE COM 12541W100 695 18,666 X 18,666 CIGNA CORP COM 125509109 2,487 55,711 X 55,711 CIGNA CORP COM COM 125509109 2,695 60,348 X 60,348 CKE RESTAURANTS INC COM 12561E105 74 11,491 X 11,491 CKE RESTAURANTS INC COM COM 12561E105 77 11,863 X 11,863 CLECO CORP NEW COM 12561W105 196 12,004 X 12,004 CLECO CORP NEW COM COM 12561W105 168 10,312 X 10,312 CMG INFORMATION SVCS INC COM 125750109 157 101,214 X 101,214 CMGI INC COM 125750109 134 86,419 X 86,419 CMS ENERGY CORP COM 125896100 693 94,059 X 94,059 CMS ENERGY CORP COM COM 125896100 660 89,526 X 89,526 CSK AUTO CORP COM 125965103 141 9,112 X 9,112 CSK AUTO CORP COM COM 125965103 120 7,780 X 7,780 CNF INC COM 12612W104 352 10,972 X 10,972 CNET NETWORKS INC COM 12613R104 221 31,386 X 31,386 CNET NETWORKS INC COM COM 12613R104 167 23,653 X 23,653 CSG SYS INTL INC COM 126349109 382 25,818 X 25,818 CSG SYS INTL INC COM 126349109 181 12,216 X 12,216 CSX CORP COM 126408103 2,484 84,926 X 84,926 CSX CORP COM COM 126408103 2,718 92,916 X 92,916 CTS CORP COM 126501105 115 9,361 X 9,361 CTS CORP COM 126501105 95 7,680 X 7,680 CUNO INC COM 126583103 164 4,193 X 4,193 CUNO INC COM COM 126583103 153 3,913 X 3,913 CVB FINL CORP COM 126600105 163 8,553 X 8,553 CVB FINL CORP COM 126600105 154 8,127 X 8,127 CVS CORP COM 126650100 4,863 156,567 X 156,567 CVS CORP COM 126650100 5,301 170,661 X 170,661 CV THERAPEUTICS INC COM 126667104 169 7,697 X 7,697 CV THERAPEUTICS INC COM COM 126667104 148 6,713 X 6,713 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 93 11,659 X 11,659 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 82 10,255 X 10,255 CABOT CORP COM 127055101 389 13,656 X 13,656 CABOT OIL+ GAS CORP COM 127097103 187 7,189 X 7,189 CABOT OIL & GAS CORP COM COM 127097103 156 6,016 X 6,016 CABOT MICROELECTRONICS CORP COM 12709P103 579 10,406 X 10,406 CABOT MICROELECTRONICS CORP COM 12709P103 239 4,299 X 4,299 CACI INTLINC CL A 127190304 335 7,818 X 7,818 CACI INTL INC CL A CL A 127190304 295 6,880 X 6,880 CADENCE DESIGN SYS INC COM 127387108 792 59,090 X 59,090 CAL DIVE INTL INC COM 127914109 194 9,948 X 9,948 CAL DIVE INTL INC COM COM 127914109 167 8,574 X 8,574 CALGON CARBON CORP COM 129603106 53 9,487 X 9,487 CALGON CARBON CORP COM COM 129603106 45 7,938 X 7,938 CALLAWAY GOLF CO COM 131193104 494 34,641 X 34,641 CALLAWAY GOLF CO COM COM 131193104 219 15,371 X 15,371 CALPINE CORP COM 131347106 741 151,466 X 151,466 CALPINE CORP COM COM 131347106 805 164,653 X 164,653 CAMBREX CORP COM 132011107 121 5,340 X 5,340 CAMBREX CORP COM COM 132011107 119 5,243 X 5,243 CAMPBELL SOUP CO COM 134429109 4,323 163,131 X 163,131 CAMPBELL SOUP CO COM COM 134429109 3,935 148,490 X 148,490 CAPITAL AUTOMOTIVE REIT COM SH B139733109 204 6,721 X 6,721 CAPITAL AUTOMOTIVE REIT COM SH COM SH B139733109 179 5,913 X 5,913 CAPITAL ONE FINL CORP COM 14040H105 5,133 89,983 X 89,983 CAPITAL ONE FINL CORP COM 14040H105 5,553 97,350 X 97,350 CARAUSTARINDS INC COM 140909102 77 8,924 X 8,924 CARAUSTAR INDS INC COM 140909102 55 6,383 X 6,383 CARDIA SCIENCE INC COM NEW 141410209 51 12,397 X 12,397 CARDIAC SCIENCE INC COM NEW COM NEW 141410209 50 11,966 X 11,966 CARDINAL HEALTH INC COM 14149Y108 10,359 177,408 X 177,408 CARDINAL HEALTH INC COM COM 14149Y108 11,230 192,320 X 192,320 CARDIODYNAMICS INTL CORP COM 141597104 32 7,224 X 7,224 CARDIODYNAMICS INTL CORP COM 141597104 31 7,015 X 7,015 CAREER EDCORP COM 141665109 467 10,306.03 X 10,306 CARLISLE COS INC COM 142339100 296 6,780 X 6,780 CARMAX INC COM 143130102 746 22,843 X 22,843 CARNIVAL CORP PAIRED C143658300 8,215 249,786 X 249,786 CARNIVAL CORP PAIRED CTF 1 COM PAIRED C143658300 8,925 271,362 X 271,362 CARPENTERTECHNOLOGY CORP COM 144285103 224 10,448 X 10,448 CARPENTER TECHNOLOGY CORP COM COM 144285103 99 4,639 X 4,639 CASEYS GEN STORES INC COM 147528103 172 12,268 X 12,268 CASEYS GEN STORES INC COM 147528103 146 10,408 X 10,408 CASH AMERINTL INC COM 14754D100 109 6,653 X 6,653 CASH AMERICA INTERNATIONAL INC COM 14754D100 87 5,305 X 5,305 CASUAL MALE RETAIL GROUP INC COM 148711104 63 8,479 X 8,479 CASUAL MALE RETAIL GROUP INC COM 148711104 53 7,132 X 7,132 CATALINA MARKETING CORP COM 148867104 339 22,293 X 22,293 CATALINA MKTG CORP COM COM 148867104 144 9,450 X 9,450 CATERPILLAR INC COM 149123101 9,423 136,878 X 136,878 CATERPILLAR INC COM 149123101 10,253 148,939 X 148,939 CATHAY BANCORP INC COM 149150104 180 4,067 X 4,067 CATHAY BANCORP INC COM COM 149150104 165 3,734 X 3,734 CELL GENESYS INC COM 150921104 119 9,437 X 9,437 CELL GENESYS INC COM COM 150921104 98 7,801 X 7,801 CELL THERAPEUTICS INC COM 150934107 90 7,937 X 7,937 CELL THERAPEUTICS INC CDT COM COM 150934107 89 7,878 X 7,878 CENDANT CORP COM 151313103 7,564 404,734 X 404,734 CENDANT CORP COM COM 151313103 8,198 438,647 X 438,647 CENTENE CORP DEL COM 15135B101 122 4,011 X 4,011 CENTENE CORP DEL COM 15135B101 125 4,097 X 4,097 CENTERPOINT ENERGY INC COM 15189T107 1,113 121,390 X 121,390 CENTERPOINT ENERGY INC COM 15189T107 1,197 130,569 X 130,569 CENTEX CORP COM 152312104 1,927 24,738 X 24,738 CENTEX CORP COM COM 152312104 2,074 26,627 X 26,627 CENTILLIUM COMMUNICATIONS INC COM 152319109 57 8,063 X 8,063 CENTILLIUM COMMUNICATIONS INC COM 152319109 51 7,193 X 7,193 CENTRAL GARDEN + PET CO COM 153527106 113 4,345 X 4,345 CENTRAL GARDEN & PET CO COM COM 153527106 96 3,693 X 3,693 CENTURYBUSINESS SVCS INC COM 156490104 95 22,462 X 22,462 CENTURY BUSINESS INC COM COM 156490104 85 20,030 X 20,030 CENTURYTEL INC COM 156700106 1,927 56,872 X 56,872 CENTURYTEL INC COM COM 156700106 2,109 62,233 X 62,233 CEPHEID COM 15670R107 36 7,727 X 7,727 CEPHEID COM COM 15670R107 31 6,552 X 6,552 CERIDIAN CORP NEW COM 156779100 610 32,763 X 32,763 CERNER CORP COM 156782104 238 7,711 X 7,711 CERNER CORP COM 156782104 216 6,983 X 6,983 CERTEGY INC COM 156880106 468 14,588 X 14,588 CHAMPION ENTERPRISES INC COM 158496109 91 14,274 X 14,274 CHAMPION ENTERPRISES INC COM COM 158496109 78 12,296 X 12,296 CHARLES RIV LABORATORIES INTL COM 159864107 308 10,024 X 10,024 CHARTER ONE FINL INC COM 160903100 2,736 89,411 X 89,411 CHARTER ONE FINL INC COM 160903100 3,009 98,343 X 98,343 CHARTER MUN MTG ACCEP CO SH BEN I160908109 203 11,021 X 11,021 CHARTER MUN MTG ACCEP CO SH BEN I160908109 177 9,607 X 9,607 CHARMING SHOPPES INC COM 161133103 174 30,421 X 30,421 CHARMING SHOPPES INC PA COM COM 161133103 143 25,025 X 25,025 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 291 70,650 X 70,650 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 250 60,563 X 60,563 CHATEAU CMNTYS INC COM 161726104 184 6,178 X 6,178 CHATEAU CMNTYS INC COM COM 161726104 155 5,222 X 5,222 CHECKFREECORP NEW COM 162813109 352 17,528 X 17,528 CHECKPOINT SYS INC COM 162825103 141 8,952 X 8,952 CHECKPOINT SYS INC COM COM 162825103 128 8,120 X 8,120 CHEESECAKE FACTORY COM 163072101 411 11,334 X 11,334 CHEMICAL FINL CORP COM 163731102 190 6,140 X 6,140 CHEMICAL FINL CORP COM COM 163731102 171 5,523 X 5,523 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3,171 108,300 X 108,300 EQUITY RESIDENTIAL SH SH BEN I29476L107 3,434 117,286 X 117,286 ERESEARCHTECHNOLOGY INC COM 29481V108 170 4,900 X 4,900 ERESEARCH TECHNOLOGY INC COM 29481V108 151 4,359 X 4,359 ESCO TECHNOLOGIES INC COM 296315104 160 3,541 X 3,541 ESCO TECHNOLOGIES INC COM COM 296315104 135 2,974 X 2,974 ESPEED INC CL A 296643109 146 6,437 X 6,437 ESPEED INC CL A 296643109 131 5,777 X 5,777 ESPERION THERAPEUTICS COM 29664R106 157 8,057 X 8,057 ESPERION THERAPEUTICS INC COM COM 29664R106 143 7,321 X 7,321 ESSEX PROPERTY TRUST COM 297178105 283 4,516 X 4,516 ESSEX PPTY TR COM 297178105 247 3,932 X 3,932 ESTERLINETECHNOLOGIES CORP COM 297425100 110 5,703 X 5,703 ESTERLINE TECHNOLOGIES CORP COM 297425100 92 4,785 X 4,785 EVERGREENRESOURCES COM NO P299900308 142 5,248 X 5,248 EVERGREEN RES INC NO PAR COM NO P299900308 247 9,162 X 9,162 EXAR CORP COM 300645108 148 10,509 X 10,509 EXAR CORP COM COM 300645108 128 9,115 X 9,115 EXELON CORP COM 30161N101 8,182 128,844 X 128,844 EXELON CORP COM COM 30161N101 8,932 140,664 X 140,664 EXELIXIS INC COM 30161Q104 86 11,996 X 11,996 EXELIXIS INC COM COM 30161Q104 76 10,693 X 10,693 EXPEDITORS INTL WA INC COM 302130109 795 23,110 X 23,110 EXPRESS SCRIPTS INC COM 302182100 1,055 17,272 X 17,272 EXPRESS SCRIPTS INC COM STK COM 302182100 1,724 28,212 X 28,212 EXPRESSJET HOLDINGS INC CL A 30218U108 114 8,231 X 8,231 EXPRESSJET HOLDINGS INC CL A CL A 30218U108 98 7,121 X 7,121 EXTENDED STAY AMER INC COM 30224P101 600 40,221 X 40,221 EXTENDED STAY AMERICA INC COM 30224P101 249 16,650 X 16,650 EXTREME NETWORKS INC COM 30226D106 184 29,053 X 29,053 EXTREME NETWORKS INC COM COM 30226D106 152 24,032 X 24,032 EXULT INCDEL COM 302284104 86 10,689 X 10,689 EXULT INC DEL COM COM 302284104 63 7,829 X 7,829 EXXON MOBIL CORP COM 30231G102 97,145 2,654,227 X 2,654,227 EXXON MOBIL CORP COM 30231G102 104,584 2,857,485 X 2,857,485 FEI CO COM 30241L109 156 6,680 X 6,680 FEI COMPANY COM 30241L109 131 5,624 X 5,624 FLIR SYS INC COM 302445101 228 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32,393 X 32,393 FLUOR CORP NEW COM COM 343412102 1,314 35,200 X 35,200 FLOWERS FOODS INC COM 343498101 201 8,805 X 8,805 FLOWERS FOOD INC COM COM 343498101 175 7,688 X 7,688 FLOWSERVECORP COM 34354P105 508 25,006 X 25,006 FLOWSERVE CORP COM COM 34354P105 223 10,974 X 10,974 FORD MTR CO DEL COM PAR 345370860 7,833 727,331 X 727,331 FORD MTR CO DEL COM PAR $0.01 COM PAR 345370860 8,499 789,142 X 789,142 FOREST LABS INC COM 345838106 7,422 144,249 X 144,249 FOREST LABS INC CL A COM COM 345838106 6,738 130,967 X 130,967 FOREST OIL CORP COM PAR 346091705 517 21,600 X 21,600 FOREST OIL CORP COM PAR 346091705 233 9,746 X 9,746 FORTUNE BRANDS INC COM 349631101 3,277 57,747 X 57,747 FORTUNE BRANDS INC COM COM 349631101 3,599 63,423 X 63,423 FOSSIL INC COM 349882100 160 6,603 X 6,603 FOSSIL INC COM COM 349882100 146 6,007 X 6,007 FRANKLIN RES INC COM 354613101 4,453 100,722 X 100,722 FRANKLIN RES INC COM COM 354613101 4,769 107,876 X 107,876 FREDS INC CL A 356108100 347 10,524 X 10,524 FREDS INC 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5,328 X 5,328 G & K SVCS INC CL A CL A 361268105 145 4,166 X 4,166 GATX COM 361448103 470 22,218 X 22,218 GATX CORP COM COM 361448103 217 10,263 X 10,263 GABLES RESIDENTIAL TR SH BEN I362418105 215 6,648 X 6,648 GABLES RESIDENTIAL TR SHS BEN SH BEN I362418105 196 6,070 X 6,070 GALLAGHERARTHUR J + CO COM 363576109 563 19,925 X 19,925 GAMESTOP CORP CL A 36466R101 93 5,825 X 5,825 GAME STOP CORP CL A 36466R101 79 4,948 X 4,948 GANNETT INC COM 364730101 8,279 106,738 X 106,738 GANNETT INC COM COM 364730101 9,018 116,273 X 116,273 GAP INC COM 364760108 6,059 353,903 X 353,903 GAP INC COM COM 364760108 5,472 319,641 X 319,641 GARTNER INC COM 366651107 240 21,807 X 21,807 GARTNER INC COM 366651107 213 19,301 X 19,301 GARTNER GROUP INC NEW CL B 366651206 192 17,645 X 17,645 GATEWAY INC COM 367626108 1,063 187,867 X 187,867 GATEWAY INC COM 367626108 1,063 187,769 X 187,769 GEN PROBEINC NEW COM 36866T103 351 6,475 X 6,475 GEN PROBE INC NEW COM 36866T103 301 5,558 X 5,558 GENCORP INC COM 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37957V106 186 25,827 X 25,827 GOLD BANCCORP INC COM 379907108 111 9,137 X 9,137 GOLD BANC CORP INC COM COM 379907108 93 7,662 X 7,662 GOLDEN WEST FINL CORP DEL COM 381317106 5,429 60,655 X 60,655 GOLDEN WEST FINL CORP DEL COM COM 381317106 5,856 65,422 X 65,422 GOLDMAN SACHS GROUP INC COM 38141G104 15,656 186,603 X 186,603 GOLDMAN SACHS GROUP INC COM COM 38141G104 17,190 204,889 X 204,889 GOODRICH CORP COM 382388106 1,132 46,708 X 46,708 GOODRICH CORP COM 382388106 1,208 49,822 X 49,822 GOODYEAR TIRE AND RUBBER COM 382550101 727 110,690 X 110,690 GOODYEAR TIRE & RUBR CO COM COM 382550101 626 95,326 X 95,326 GOODYS FAMILY CLOTHING INC COM 382588101 62 6,270 X 6,270 GOODYS FAMILY CLOTHING INC COM COM 382588101 39 3,966 X 3,966 GRACE W R+ CO DEL NEW COM 38388F108 56 18,179 X 18,179 GRACE WR & CO DEL NEW COM COM 38388F108 50 16,044 X 16,044 GRACO INC COM 384109104 380 10,128 X 10,128 GRACO INC COM COM 384109104 8 200 X 200 GRAFTECH INTL LTD COM 384313102 137 17,096 X 17,096 GRAFTECH 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398433102 134 7,436 X 7,436 GRIFFON CORP COM COM 398433102 120 6,707 X 6,707 GROUP 1 AUTOMOTIVE INC COM 398905109 155 4,478 X 4,478 GROUP 1 AUTOMOTIVE INC COM COM 398905109 159 4,603 X 4,603 GTECH HLDGS CORP COM 400518106 537 12,543 X 12,543 GUIDANT CORP COM 401698105 5,758 122,910 X 122,910 GUIDANT CORP COM COM 401698105 5,237 111,786 X 111,786 GUILFORD PHARMACEUTICALS INC COM 401829106 34 5,462 X 5,462 GUILFORD PHARMACEUTICALS INC COM 401829106 32 5,249 X 5,249 GUITAR CTR INC COM 402040109 119 3,711 X 3,711 GUITAR CTR INC COM COM 402040109 103 3,211 X 3,211 GYMBOREE CORP COM 403777105 114 8,056 X 8,056 GYMBOREE CORP COM COM 403777105 97 6,881 X 6,881 HCA INC COM 404119109 7,493 203,296 X 203,296 HCA INC COM 404119109 7,977 216,406 X 216,406 HCC INS HLDGS INC COM 404132102 404 13,893 X 13,893 HAIN CELESTIAL GROUP INC COM 405217100 114 6,277 X 6,277 HAIN CELESTIAL GROUP INC COM COM 405217100 126 6,975 X 6,975 HALLIBURTON CO COM 406216101 4,213 173,713 X 173,713 HALLIBURTON CO COM COM 406216101 4,566 188,293 X 188,293 HANCOCK HLDG CO COM 410120109 173 3,503 X 3,503 HANCOCK HLDG CO COM 410120109 160 3,240 X 3,240 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 3,881 114,835 X 114,835 HANCOCK JOHN FINL SVCS INC COM COM 41014S106 4,201 124,279 X 124,279 HANDLEMANCO DEL COM 410252100 111 6,556 X 6,556 HANDLEMAN CO DEL COM 410252100 98 5,791 X 5,791 HANGER ORTHOPEDIC GROUP COM NEW 41043F208 88 5,714 X 5,714 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 74 4,820 X 4,820 HANOVER COMPRESSOR CO COM 410768105 285 28,836 X 28,836 HANOVER COMPRESSOR CO COM COM 410768105 119 12,014 X 12,014 HARBOR FLBANCSHARES INC COM 411901101 153 5,727 X 5,727 HARBOR FLA BANCSHARES INC COM 411901101 141 5,277 X 5,277 HARLAND JOHN H CO COM 412693103 209 7,890 X 7,890 HARLAND JOHN H CO COM COM 412693103 180 6,814 X 6,814 HARLEY DAVIDSON INC COM 412822108 5,791 120,144 X 120,144 HARLEY DAVIDSON INC COM COM 412822108 5,253 108,993 X 108,993 HARLEYSVILLE GROUP INC COM 412824104 191 8,212 X 8,212 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HERCULES INC COM COM 427056106 596 52,603 X 52,603 HERITAGE PPTY INVT TR INC COM 42725M107 143 4,966 X 4,966 HERITAGE PPTY INVT TR INC COM 42725M107 121 4,201 X 4,201 HERSHEY FOODS CORP COM 427866108 3,788 52,125 X 52,125 HERSHEY FOODS CORP COM 427866108 3,451 47,477 X 47,477 HEWLETT PACKARD CO COM 428236103 23,483 1,212,977 X 1,212,977 HEWLETT PACKARD CO COM COM 428236103 25,459 1,315,027 X 1,315,027 HIBERNIA CORP CL A 428656102 704 34,729 X 34,729 HIGHWOODSPPTYS INC COM 431284108 347 14,534 X 14,534 HIGHWOODS PPTYS INC COM COM 431284108 303 12,715 X 12,715 HILB ROGAL + HAMILTON CO COM 431294107 266 8,563 X 8,563 HILB ROGAL & HAMILTON CO COM 431294107 225 7,261 X 7,261 HILLENBRAND INDS INC COM 431573104 771 13,667 X 13,667 HILTON HOTELS CORP COM 432848109 2,429 149,728 X 149,728 HILTON HOTELS CORP COM COM 432848109 2,625 161,849 X 161,849 HISPANIC BROADCASTING CORP CL A 43357B104 0 24,086 X 24,086 HOLLINGERINTERNATIONAL INC CL A 435569108 140 11,321 X 11,321 HOLLINGER INTL INC CL A CL A 435569108 127 10,247 X 10,247 HOLLYWOODENTMT CORP COM 436141105 246 14,483 X 14,483 HOLLYWOOD ENTMT CORP COM COM 436141105 210 12,368 X 12,368 HOLOGIC INC COM 436440101 74 5,432 X 5,432 HOLOGIC INC COM COM 436440101 65 4,773 X 4,773 HOME DEPOT INC COM 437076102 29,080 913,015 X 913,015 HOME DEPOT INC COM COM 437076102 26,432 829,879 X 829,879 HOME PPTYS N Y INC COM 437306103 297 7,574 X 7,574 HOME PPTYS N Y INC COM COM 437306103 255 6,502 X 6,502 HOMESTOREINC COM 437852106 54 19,653 X 19,653 HOMESTORE INC COM COM 437852106 52 18,850 X 18,850 HON INDS INC COM 438092108 476 12,867 X 12,867 HONEYWELLINTL INC COM 438516106 8,983 340,909 X 340,909 HONEYWELL INTL INC COM COM 438516106 9,750 370,014 X 370,014 HOOPER HOLMES INC COM 439104100 103 15,540 X 15,540 HOOPER HOLMES INC COM COM 439104100 85 12,725 X 12,725 HORACE MANN EDUCATORS CORP NEW COM 440327104 292 20,108 X 20,108 HORACE MANN EDUCATORS CORP NEW COM 440327104 133 9,139 X 9,139 HORIZON OFFSHORE INC COM 44043J105 30 7,283 X 7,283 HORIZON OFFSHORE COM COM 44043J105 25 6,197 X 6,197 HORMEL FOODS CORP COM 440452100 704 30,622 X 30,622 HOSPITALITY PPTYS TR COM SH B44106M102 486 13,843 X 13,843 HOT TOPICINC COM 441339108 193 8,568 X 8,568 HOT TOPIC INC COM 441339108 249 11,055 X 11,055 HOUSTON EXPL CO COM 442120101 130 3,708 X 3,708 HOUSTON EXPL CO COM 442120101 120 3,427 X 3,427 HUBBELL INC CL B 443510201 479 13,118 X 13,118 HUDSON RIV BANCORP INC COM 444128102 133 4,150 X 4,150 HUDSON RIVER BANCORP INC COM 444128102 114 3,555 X 3,555 HUGHES SUPPLY INC COM 444482103 207 6,390 X 6,390 HUGHES SUPPLY INC COM COM 444482103 189 5,813 X 5,813 HUMANA INC COM 444859102 1,159 64,190 X 64,190 HUMANA INC COM COM 444859102 1,252 69,374 X 69,374 HUNT J B TRANS SVCS INC COM 445658107 228 8,707 X 8,707 HUNTINGTON BANCSHARES INC COM 446150104 1,803 90,851 X 90,851 HUNTINGTON BANCSHARES INC COM 446150104 1,956 98,560 X 98,560 HUTCHINSON TECHNOLOGY INC COM 448407106 220 6,684 X 6,684 HUTCHINSON TECHNOLOGY INC COM COM 448407106 187 5,691 X 5,691 ICN PHARMACEUTICALS INC COM 448924100 318 18,559 X 18,559 HYPERCOM CORP COM 44913M105 41 7,638 X 7,638 HYPERCOM CORP COM COM 44913M105 45 8,350 X 8,350 HYPERION SOLUTIONS CORP COM 44914M104 288 9,912 X 9,912 HYPERION SOLUTIONS CORP COM 44914M104 254 8,762 X 8,762 IDEC PHARMACEUTICALS CORP COM 449370105 1,142 34,307 X 34,307 IDX SYS CORP COM 449491109 110 4,750 X 4,750 IDX SYS CORP COM COM 449491109 93 4,005 X 4,005 IGEN INTL COM 449536101 282 4,898 X 4,898 IGEN INTERNATIONAL INC COM 449536101 257 4,468 X 4,468 IHOP CORPNEW COM 449623107 179 5,441 X 5,441 IHOP CORP COM NEW COM 449623107 160 4,881 X 4,881 IMC GLOBAL INC COM 449669100 353 55,059 X 55,059 IMC GLOBAL INC COM COM 449669100 162 25,331 X 25,331 IMS HEALTH INC COM 449934108 2,038 96,583 X 96,583 IMS HEALTH INC COM COM 449934108 1,846 87,493 X 87,493 IXIA COM 45071R109 59 5,422 X 5,422 IXIA COM COM 45071R109 56 5,199 X 5,199 ITT INDS INC COM 450911102 2,185 36,510 X 36,510 ITT INDS INC IND COM COM 450911102 1,983 33,139 X 33,139 IDACORP INC COM 451107106 480 18,818 X 18,818 IDACORP INC COM COM 451107106 235 9,235 X 9,235 IDEX CORP COM 45167R104 268 7,362 X 7,362 IDEX CORP COM 45167R104 235 6,461 X 6,461 IDINE REWARDS NETWORK INC COM 45168A100 98 6,061 X 6,061 IDINE REWARDS NETWORK INC COM 45168A100 83 5,086 X 5,086 IDENTIX INC COM 451906101 123 23,342 X 23,342 IDENTIX INC COM 451906101 103 19,577 X 19,577 ILEX ONCOLOGY INC COM 451923106 150 8,922 X 8,922 ILEX ONCOLOGY INC COM COM 451923106 152 9,047 X 9,047 ILLINOIS TOOL WKS INC COM 452308109 8,098 122,218 X 122,218 ILLINOIS TOOL WKS INC COM COM 452308109 8,823 133,164 X 133,164 IMATION CORP COM 45245A107 257 7,885 X 7,885 IMAGISTICS INTL INC COM 45247T104 117 4,053 X 4,053 IMAGISTICS INTERNATIONAL INC COM 45247T104 115 3,969 X 3,969 IMMUNOGENINC COM 45253H101 40 9,079 X 9,079 IMMUNOGEN INC COM 45253H101 42 9,434 X 9,434 IMPAC MORT HOLDINGS INC COM 45254P102 211 13,031 X 13,031 IMPAC MTG HLDGS INC COM COM 45254P102 193 11,944 X 11,944 IMPAX 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CORP CL B CL B 45666T106 29 13,796 X 13,796 INFOSPACEINC COM NEW 45678T201 143 6,984 X 6,984 INFOSPACE INC NEW COM COM NEW 45678T201 121 5,947 X 5,947 INFOUSA INC NEW COM 456818301 62 8,242 X 8,242 INFOUSA INC COM NEW COM 456818301 45 5,978 X 5,978 INPUT/OUTPUT INC COM 457652105 40 10,125 X 10,125 INPUT/OUTPUT INC COM COM 457652105 40 10,345 X 10,345 INSIGHT ENTERPRISES INC COM 45765U103 193 12,660 X 12,660 INSIGHT ENTERPRISES INC COM COM 45765U103 164 10,805 X 10,805 INSITUFORM TECHNOLOGIES INC CL A 457667103 110 6,194 X 6,194 INSITUFORM TECHNOLOGIES INC CL A 457667103 94 5,312 X 5,312 INSIGHT COMMUNICATIONS INC CL A 45768V108 116 12,143 X 12,143 INSIGHT COMMN INC CL A COM CL A 45768V108 99 10,389 X 10,389 INNKEEPERS USA TR COM 4576J0104 65 7,440 X 7,440 INNKEEPERS USA TR COM COM 4576J0104 50 5,751 X 5,751 INSPIRE PHAMACEUTICAL INC COM 457733103 133 7,701 X 7,701 INSPIRE PHARMACEUTICALS INC COM 457733103 114 6,568 X 6,568 INTEGRA LIFESCIENCES CORP COM NEW 457985208 132 4,680 X 4,680 INTEGRA LIFESCIENCES HLDG CORP COM NEW 457985208 122 4,319 X 4,319 INTEGRATED DEVICE TECHNOLOGY COM 458118106 285 22,915 X 22,915 INTERGRATED ELECTRICAL SVCS COM 45811E103 61 8,794 X 8,794 INTEGRATED ELECTRICAL SVCS INC COM 45811E103 55 7,939 X 7,939 INTEGRATED CIRCUIT SYS INC COM 45811K208 463 15,408 X 15,408 INTEGRATED SILICON SOLUTION COM 45812P107 67 6,746 X 6,746 INTEGRATED SILICON SOLUTION IN COM 45812P107 64 6,395 X 6,395 INTEL CORP COM 458140100 71,454 2,596,453 X 2,596,453 INTEL CORP COM 458140100 64,622 2,348,200 X 2,348,200 INTELIDATA TECHNOLOGIES CORP COM 45814T107 32 13,644 X 13,644 INTELIDATA TECHNOLOGIES CORP COM 45814T107 27 11,532 X 11,532 INTER TELINC COM 458372109 125 5,102 X 5,102 INTER TEL INC COM COM 458372109 114 4,652 X 4,652 INTERCEPTINC COM 45845L107 68 4,994 X 4,994 INTERCEPT INC COM COM 45845L107 81 5,909 X 5,909 INTERFACEINC CL A 458665106 53 9,861 X 9,861 INTERFACE INC CL A CL A 458665106 52 9,593 X 9,593 INTERGRAPH CORP COM 458683109 294 12,542 X 12,542 INTERGRAPH CORP COM 458683109 256 10,910 X 10,910 INTERLANDINC COM NEW 458727203 213 27,677 X 27,677 INTERLANA INC MINN COM NEW 458727203 21 2,692 X 2,692 INTERMUNEINC COM 45884X103 131 6,826 X 6,826 INTERMUNE INC COM COM 45884X103 121 6,341 X 6,341 INTERNATIONAL BUSINESS MACHS COM 459200101 60,653 686,666 X 686,666 IBM CORP COM COM 459200101 55,040 623,119 X 623,119 INTERNATIONAL FLAVOURS COM 459506101 1,234 37,292 X 37,292 INTL FLAVORS & FRAGRANCES INC COM 459506101 1,124 33,976 X 33,976 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,822 135,757 X 135,757 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,502 124,388 X 124,388 INTERNATIONAL MULTIFOODS CORP COM 460043102 115 4,927 X 4,927 INTERNATIONAL MULTIFOODS CORP COM 460043102 97 4,146 X 4,146 INTERNATIONAL PAPER CO COM 460146103 7,426 190,317 X 190,317 INTERNATIONAL PAPER CO COM COM 460146103 8,083 207,139 X 207,139 INTERNATIONAL RECTIFIER CORP COM 460254105 531 14,195 X 14,195 INTERNATIONAL SPEEDWAY CORP CL A 460335201 516 11,766 X 11,766 INTERNET SEC SYS INC COM 46060X107 269 21,550 X 21,550 INTERNET SEC SYS INC COM COM 46060X107 111 8,878 X 8,878 INTERPUBLIC GROUP COS INC COM 460690100 2,186 154,833 X 154,833 INTERPUBLIC GROUP COS INC COM COM 460690100 2,361 167,244 X 167,244 INTERSIL CORP CL A 46069S109 721 30,280 X 30,280 INTERSTATE BAKERIES CORP COM 46072H108 335 22,348 X 22,348 INTERSTATE BAKERIES CORP DEL COM 46072H108 163 10,841 X 10,841 INTERVOICE BRITE INC COM 461142101 85 9,534 X 9,534 INTERVOICE INC COM 461142101 72 8,043 X 8,043 INTERWOVEN INC COM 46114T102 92 34,032 X 34,032 INTERWOVEN INC COM 46114T102 68 25,380 X 25,380 INTUIT COM 461202103 3,934 81,551 X 81,551 INTUIT COM COM 461202103 3,570 74,010 X 74,010 INVACARE CORP COM 461203101 268 7,140 X 7,140 INVACARE CORP COM 461203101 231 6,143 X 6,143 INVERESK RESH GROUP INC COM 461238107 161 8,089 X 8,089 INVERESK RESH GROUP INC COM 461238107 137 6,926 X 6,926 INVESTMENT TECHNOLOGY GROUP COM 46145F105 447 23,294 X 23,294 INVESTMENT TECH GRP COM NEW COM 46145F105 211 11,026 X 11,026 INVESTORSREAL ESTATE TR SH BEN I461730103 91 9,263 X 9,263 INVESTORS REAL ESTATE TR SBI SH BEN I461730103 82 8,337 X 8,337 INVISION TECHNOLOGIES INC COM 461851107 114 4,701 X 4,701 INVISION TECHNOLOGIES INC COM COM 461851107 98 4,017 X 4,017 INVESTORSFINL SERVICES CORP COM 461915100 454 14,386 X 14,386 INVESTORS FINANCIAL SVCS CP COM 461915100 49 1,550 X 1,550 IOMEGA CORP COM NEW 462030305 153 13,690 X 13,690 IOMEGA CORP COM NEW COM NEW 462030305 142 12,757 X 12,757 IONICS INC COM 462218108 117 4,803 X 4,803 IONICS INC COM 462218108 100 4,078 X 4,078 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 3,188 65,518 X 65,518 ISHARES TR MSCI EAF464287465 1,954 16,700 X 16,700 ISHARES TR MSCI EAFE INDEX FD MSCI EAF464287465 2,765 23,629 X 23,629 ISHARES TR RUSSELL 464287655 6,692 68,950 X 68,950 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 1,980 20,400 X 20,400 ISIS PHARMACEUTICALS COM 464330109 69 10,545 X 10,545 ISIS PHARMACEUTICALS COM 464330109 74 11,285 X 11,285 ITRON INC COM 465741106 116 5,796 X 5,796 ITRON INC COM 465741106 98 4,881 X 4,881 IVAX CORP COM 465823102 845 43,129 X 43,129 JDS UNIPHASE CORP COM 46612J101 2,046 568,318 X 568,318 JDS UNIPHASE CORP COM COM 46612J101 2,175 604,171 X 604,171 JDA SOFTWARE GROUP INC COM 46612K108 116 7,834 X 7,834 JDA SOFTWARE GROUP INC COM 46612K108 102 6,861 X 6,861 JLG INDS INC COM 466210101 136 11,805 X 11,805 JLG INDS INC COM COM 466210101 116 10,032 X 10,032 JNI CORP COM 46622G105 45 6,481 X 6,481 JNI CORP COM COM 46622G105 38 5,435 X 5,435 J P MORGAN CHASE + CO COM 46625H100 27,710 807,165 X 807,165 J P MORGAN CHASE & CO COM COM 46625H100 30,087 876,392 X 876,392 J2 GLOBALCOMMUNICATIONS COM NEW 46626E205 86 2,276 X 2,276 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 147 3,886 X 3,886 JABIL CIRCUIT INC COM 466313103 2,056 78,931 X 78,931 JABIL CIRCUIT INC COM COM 466313103 2,236 85,847 X 85,847 JACK IN THE BOX INC COM 466367109 165 9,292 X 9,292 JACK IN THE BOX INC COM COM 466367109 150 8,445 X 8,445 JACOBS ENGR GROUP INC COM 469814107 552 12,241 X 12,241 JACUZZI BRANDS INC COM 469865109 128 20,572 X 20,572 JACUZZI BRANDS INC COM 469865109 115 18,574 X 18,574 JAKKS PACINC COM 47012E106 83 6,780 X 6,780 JAKKS PAC INC COM 47012E106 97 7,882 X 7,882 JANUS CAPGROUP INC COM 47102X105 1,328 95,087 X 95,087 JANUS CAP GROUP INC COM 47102X105 1,427 102,145 X 102,145 JARDEN CORP COM 471109108 149 3,936 X 3,936 JARDEN CORP COM 471109108 127 3,356 X 3,356 JEFFERSONPILOT CORP COM 475070108 2,506 56,469 X 56,469 JEFFERSON PILOT CORP COM COM 475070108 2,719 61,256 X 61,256 JO ANN STORES INC CL A 47758P109 107 3,819 X 3,819 JO-ANN STORES INC CL A CL A 47758P109 104 3,724 X 3,724 JOHNSON +JOHNSON COM 478160104 58,421 1,179,738 X 1,179,738 JOHNSON & JOHNSON COM COM 478160104 52,965 1,069,562 X 1,069,562 JOHNSON CTLS INC COM 478366107 3,352 35,432 X 35,432 JOHNSON CTLS INC COM COM 478366107 3,653 38,616 X 38,616 JONES APPAREL GROUP INC COM 480074103 1,521 50,831 X 50,831 JONES APPAREL GROUP INC COM COM 480074103 1,628 54,392 X 54,392 JONES LANG LASALLE INC COM 48020Q107 157 8,499 X 8,499 JONES LANG LASALLE INC COM COM 48020Q107 131 7,066 X 7,066 JOURNAL REGISTER CO COM 481138105 159 8,489 X 8,489 JOURNAL REGISTER CO COM COM 481138105 136 7,257 X 7,257 JOY GLOBAL INC COM 481165108 208 13,038 X 13,038 JOY GLOBAL INC COM 481165108 182 11,398 X 11,398 KCS ENERGY INC COM 482434206 63 9,211 X 9,211 KCS ENERGY INC NEW COM COM 482434206 54 7,930 X 7,930 KFX INC COM 48245L107 36 7,179 X 7,179 KFX INC COM 48245L107 30 5,969 X 5,969 KLA TENCOR CORP COM 482480100 3,902 75,626 X 75,626 KLA TENCOR CORP COM 482480100 3,543 68,668 X 68,668 K SWISS INC CL A 482686102 119 3,310 X 3,310 K SWISS INC CL A CL A 482686102 108 3,001 X 3,001 K2 INC COM 482732104 100 6,734 X 6,734 K2 INC COM COM 482732104 92 6,212 X 6,212 K V PHARMACEUTICAL COMPANY CL A 482740206 140 6,206 X 6,206 K V PHARMACEUTICAL CO CL A CL A 482740206 190 8,432 X 8,432 KAMAN CORP CL A 483548103 66 5,065 X 5,065 KAMAN CORP CL A CL A 483548103 73 5,600 X 5,600 KANA SOFTWARE INC COM NEW 483600300 26 6,535 X 6,535 KANA SOFTWARE INC COM NEW 483600300 21 5,464 X 5,464 KANSAS CITY SOUTHERN COM NEW 485170302 180 16,254 X 16,254 KANSAS CITY SOUTHERN COM NEW COM NEW 485170302 163 14,733 X 14,733 KAYDON CORP COM 486587108 178 7,503 X 7,503 KAYDON CORP COM 486587108 152 6,415 X 6,415 KEANE INC COM 486665102 381 29,783 X 29,783 KEANE INC COM COM 486665102 166 12,970 X 12,970 KB HOME COM 48666K109 1,128 18,899 X 18,899 KB HOME COM COM 48666K109 1,231 20,640 X 20,640 KELLOGG CO COM 487836108 5,388 161,547 X 161,547 KELLOGG CO COM COM 487836108 4,901 146,966 X 146,966 KELLWOOD CO COM 488044108 252 7,530 X 7,530 KELLWOOD CO COM 488044108 207 6,174 X 6,174 KELLY SVCS INC CL A 488152208 311 12,469 X 12,469 KELLY SVCS INC CL A CL A 488152208 98 3,948 X 3,948 KEMET CORP COM 488360108 542 42,576 X 42,576 KEMET CORP COM COM 488360108 257 20,135 X 20,135 KENNAMETAL INC COM 489170100 626 16,738 X 16,738 KENNAMETAL INC COM COM 489170100 301 8,041 X 8,041 KERR MCGEE CORP COM 492386107 1,789 40,076 X 40,076 KERR MCGEE CORP COM 492386107 1,928 43,191 X 43,191 KEYCORP NEW COM 493267108 4,296 168,010 X 168,010 KEYCORP NEW COM COM 493267108 4,637 181,339 X 181,339 KEYNOTE SYS INC COM 493308100 61 5,436 X 5,436 KEYNOTE SYS INC COM COM 493308100 51 4,600 X 4,600 KEYSPAN CORP COM 49337W100 2,193 62,515 X 62,515 KEYSPAN CORP COM 49337W100 2,398 68,356 X 68,356 KIMBALL INTL INC CL B 494274103 89 6,036 X 6,036 KIMBALL INTL INC CL B CL B 494274103 76 5,153 X 5,153 KILROY RLTY CORP COM 49427F108 186 6,526 X 6,526 KILROY RLTY CORP COM COM 49427F108 169 5,923 X 5,923 KIMBERLY CLARK CORP COM 494368103 10,375 202,155 X 202,155 KIMBERLY CLARK CORP COM COM 494368103 9,399 183,154 X 183,154 KINDER MORGAN INC KANS COM 49455P101 2,620 48,510 X 48,510 KINDER MORGAN INC KANS COM COM 49455P101 2,846 52,696 X 52,696 KINDRED HEALTHCARE INC COM 494580103 122 3,256 X 3,256 KINDRED HEALTHCARE INC COM COM 494580103 107 2,866 X 2,866 KING PHARMACEUTICALS INC COM 495582108 1,449 95,668 X 95,668 KING PHARMACEUTICALS INC COM COM 495582108 1,557 102,742 X 102,742 KIRBY CORP COM 497266106 148 5,158 X 5,158 KIRBY CORP COM COM 497266106 133 4,651 X 4,651 KNIGHT RIDDER INC COM 499040103 2,165 32,466 X 32,466 KNIGHT RIDDER INC COM 499040103 1,945 29,158 X 29,158 KNIGHT TRADING GROUP INC COM 499063105 210 18,407 X 18,407 KNIGHT TRADING GROUP INC COM COM 499063105 201 17,623 X 17,623 KNIGHT TRANSN INC COM 499064103 163 6,483 X 6,483 KNIGHT TRANSN INC COM COM 499064103 141 5,584 X 5,584 KOHLS CORP COM 500255104 7,203 134,643 X 134,643 KOHLS CORP COM COM 500255104 6,563 122,674 X 122,674 KOMAG INC COM NEW 500453204 114 6,482 X 6,482 KOMAG INC COM NEW 500453204 97 5,517 X 5,517 KOPIN CORP COM 500600101 131 19,021 X 19,021 KOPIN CORP COM 500600101 112 16,185 X 16,185 KORN / FERRY INTL COM NEW 500643200 139 16,844 X 16,844 KORN FERRY INTL COM NEW COM NEW 500643200 74 8,954 X 8,954 KRAMONT RLTY TR COM SH B50075Q107 95 5,633 X 5,633 KRAMONT RLTY TR COM COM SH B50075Q107 84 4,981 X 4,981 KRISPY KREME DOUGHNUTS INC COM 501014104 494 12,841 X 12,841 KROGER CO COM 501044101 5,358 299,821 X 299,821 KROGER CO COM COM 501044101 87,940 4,921,099 X 4,921,099 KROGER CO COM COM 501044101 5,812 325,263 X 325,263 KROLL INC COM 501049100 183 9,826 X 9,826 KROLL INC COM COM 501049100 157 8,426 X 8,426 KRONOS INC COM 501052104 285 5,386 X 5,386 KRONOS INC COM 501052104 252 4,762 X 4,762 KULICKE +SOFFA INDS INC COM 501242101 148 13,667 X 13,667 KULICKE & SOFFA INDS INC COM 501242101 125 11,508 X 11,508 LSI LOGICCORP COM 502161102 1,340 149,109 X 149,109 LSI LOGIC CORP COM COM 502161102 1,444 160,664 X 160,664 LTX CORP COM 502392103 277 24,511 X 24,511 LTX CORP COM 502392103 120 10,671 X 10,671 L 3 COMMUNICATIONS HLDG CORP COM 502424104 914 21,133 X 21,133 LA JOLLA PHARMACEUTICAL CO COM 503459109 38 9,572 X 9,572 LA JOLLA PHARMACEUTICAL CO COM 503459109 37 9,313 X 9,313 LA QUINTACORP PAIRED C50419U202 235 37,709 X 37,709 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 200 32,097 X 32,097 LABOR READY INC COM NEW 505401208 111 11,066 X 11,066 LABOR READY INC COM NEW 505401208 98 9,744 X 9,744 LABRANCHE+ CO INC COM 505447102 192 13,174 X 13,174 LACLEDE GROUP INC COM 505597104 142 5,247 X 5,247 LACLEDE GROUP INC COM COM 505597104 119 4,407 X 4,407 LAM RESH CORP COM 512807108 624 28,055 X 28,055 LANCASTERCOLONY CORP COM 513847103 316 7,930 X 7,930 LANCE INC COM 514606102 71 7,116 X 7,116 LANCE INC COM 514606102 56 5,646 X 5,646 LANDAMERICA FINL GROUP INC COM 514936103 243 5,291 X 5,291 LANDAMERICA FINL GROUP INC COM 514936103 199 4,333 X 4,333 LANDRYS RESTAURANTS INC COM 51508L103 122 5,919 X 5,919 LANDRYS RESTAURANTS INC COM 51508L103 105 5,114 X 5,114 LANDSTAR SYS INC COM 515098101 239 3,887 X 3,887 LANDSTAR SYS INC COM COM 515098101 219 3,559 X 3,559 LATTICE SEMICONDUCTOR CORP COM 518415104 376 52,429 X 52,429 LATTICE SEMICONDUCTOR CORP COM COM 518415104 170 23,621 X 23,621 LAWSON SOFTWARE INC COM 520780107 83 11,665 X 11,665 LAWSON SOFTWARE COM 520780107 70 9,931 X 9,931 LEAR CORP COM 521865105 768 14,586 X 14,586 LEE ENTERPRISES INC COM 523768109 380 9,828 X 9,828 LEGATO SYSTEMS INC COM 524651106 561 49,645 X 49,645 LEGATO SYS INC COM COM 524651106 241 21,333 X 21,333 LEGGETT +PLATT INC COM 524660107 1,658 76,647 X 76,647 LEGGETT & PLATT INC COM COM 524660107 1,800 83,207 X 83,207 LEGG MASON INC COM 524901105 1,035 14,331 X 14,331 LEHMAN BROTHERS HLDGS INC COM 524908100 6,658 96,388 X 96,388 LEHMAN BROS HLDGS INC COM COM 524908100 7,202 104,262 X 104,262 LENNAR CORP CL A 526057104 1,215 15,613 X 15,613 LENNOX INTL INC COM 526107107 164 11,214 X 11,214 LENNOX INTL INC COM COM 526107107 154 10,516 X 10,516 LEUCADIA NATL CORP COM 527288104 499 13,191 X 13,191 LEXAR MEDIA INC COM 52886P104 249 14,597 X 14,597 LEXAR MEDIA INC COM COM 52886P104 213 12,478 X 12,478 LEXICON GENETICS INC COM 528872104 39 7,566 X 7,566 LEXICON GENETICS INC COM COM 528872104 38 7,360 X 7,360 LEXINGTONCORPORATE PPTY TR COM 529043101 164 8,536 X 8,536 LEXINGTON CORPORATE PPTYS TR COM 529043101 140 7,311 X 7,311 LEXMARK INTL INC CL A 529771107 3,192 50,664 X 50,664 LEXMARK INTERNATIONAL INC COM CL A 529771107 2,945 46,734 X 46,734 LIBERTY CORP S C COM 530370105 182 4,342 X 4,342 LIBERTY CORP COM COM 530370105 165 3,932 X 3,932 LIBERTY PROPERTY SH BEN I531172104 641 17,341 X 17,341 LIFEPOINTHOSPS INC COM 53219L109 459 18,959 X 18,959 LIFEPOINT HOSPS INC COM COM 53219L109 212 8,748 X 8,748 LIGAND PHARMACEUTICALS INC CL B 53220K207 200 15,526 X 15,526 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 172 13,315 X 13,315 LIGHTBRIDGE INC COM 532226107 60 6,389 X 6,389 LIGHTBRIDGE INC COM 532226107 68 7,264 X 7,264 LILLY ELI+ CO COM 532457108 26,520 446,460 X 446,460 LILLY ELI & CO COM COM 532457108 24,056 404,987 X 404,987 LIMITED BRANDS INC COM 532716107 3,128 207,438 X 207,438 LIMITED BRANDS INC COM 532716107 3,388 224,667 X 224,667 LIN TV CORP CL A 532774106 155 7,300 X 7,300 LIN TV CORP CL A CL A 532774106 140 6,608 X 6,608 LINCARE HLDGS INC COM 532791100 848 23,169 X 23,169 LINCOLN ELEC HLDGS INC COM 533900106 195 8,767 X 8,767 LINCOLN ELEC HLDGS INC COM COM 533900106 172 7,727 X 7,727 LINCOLN NATL CORP IN COM 534187109 2,495 70,531 X 70,531 LINCOLN NATL CORP IND COM COM 534187109 2,731 77,182 X 77,182 LINEAR TECHNOLOGY CORP COM 535678106 4,469 124,374 X 124,374 LINEAR TECHNOLOGY CORP COM COM 535678106 4,075 113,419 X 113,419 LINENS N THINGS INC COM 535679104 286 12,011 X 12,011 LINENS N THINGS INC COM COM 535679104 254 10,663 X 10,663 LIONBRIDGE TECHNOLOGIES INC COM 536252109 48 6,416 X 6,416 LIONBRIDGE TECHNOLOGIES INC COM 536252109 40 5,353 X 5,353 LITTELFUSE INC COM 537008104 121 5,256 X 5,256 LITTELFUSE INC COM COM 537008104 103 4,498 X 4,498 LIZ CLAIBORNE INC COM 539320101 1,453 42,661 X 42,661 LIZ CLAIBORNE INC COM COM 539320101 1,591 46,733 X 46,733 LOCKHEED MARTIN CORP COM 539830109 8,254 178,859 X 178,859 LOCKHEED MARTIN CORP COM COM 539830109 8,960 194,159 X 194,159 LOEWS CORP COM 540424108 2,975 73,693 X 73,693 LOEWS CORP COM COM 540424108 3,246 80,399 X 80,399 LONE STARTECHNOLOGIES INC COM 542312103 105 7,753 X 7,753 LONE STAR TECHNOLOGIES INC COM 542312103 90 6,660 X 6,660 LONGS DRUG STORES CORP COM 543162101 338 16,791 X 16,791 LONGS DRUG STORES CORP COM COM 543162101 145 7,193 X 7,193 LONGVIEW FIBRE CO WASHINGTON COM 543213102 247 25,318 X 25,318 LONGVIEW FIBRE CO COM 543213102 116 11,924 X 11,924 LOOKSMARTLTD COM 543442107 67 21,255 X 21,255 LOOKSMART LTD COM COM 543442107 53 16,790 X 16,790 LOUISIANAPAC CORP COM 546347105 953 69,182 X 69,182 LOUISIANA PAC CORP COM COM 546347105 958 69,539 X 69,539 LOWES COSINC COM 548661107 16,082 309,873 X 309,873 LOWES COS INC COM COM 548661107 14,650 282,269 X 282,269 LUBRIZOL CORP COM 549271104 370 11,391 X 11,391 LUCENT TECHNOLOGIES INC COM 549463107 3,551 1,643,960 X 1,643,960 LUCENT TECHNOLOGIES INC COM COM 549463107 3,221 1,491,201 X 1,491,201 LYONDELL CHEMICAL CO COM 552078107 456 35,685 X 35,685 M + T BK CORP COM 55261F104 2,303 26,379 X 26,379 M & T BK CORP COM COM 55261F104 49 560 X 560 MAF BANCORP INC COM 55261R108 190 4,961 X 4,961 MAF BANCORP INC COM 55261R108 169 4,432 X 4,432 MBIA INC COM 55262C100 3,143 57,171 X 57,171 MBIA INC COM COM 55262C100 3,444 62,656 X 62,656 MBNA CORP COM 55262L100 11,576 507,715 X 507,715 MBNA CORP COM COM 55262L100 12,546 550,269 X 550,269 MB FINL INC COM 55264U108 141 3,181 X 3,181 MB FINL INC NEW COM COM 55264U108 126 2,848 X 2,848 MDU RES GROUP INC COM 552690109 555 16,422 X 16,422 MFA MTG INVTS INC COM 55272X102 113 11,850 X 11,850 MFA MTG INVTS INC COM 55272X102 134 14,025 X 14,025 MGE ENERGY INC COM 55277P104 158 5,222 X 5,222 MGE ENERGY INC COM 55277P104 125 4,146 X 4,146 MGIC INVTCORP WIS COM 552848103 2,042 39,221 X 39,221 MGIC INVT CORP WIS COM COM 552848103 2,234 42,900 X 42,900 MGI PHARMA INC COM 552880106 267 6,922 X 6,922 MGI PHARMA INC COM 552880106 283 7,318 X 7,318 MIM CORP COM 553044108 39 5,182 X 5,182 MIM CORP COM COM 553044108 38 5,042 X 5,042 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 108 2,728 X 2,728 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 112 2,812 X 2,812 MKS INSTRS INC COM 55306N104 155 7,147 X 7,147 MKS INSTRS INC COM 55306N104 132 6,117 X 6,117 MPS GROUPINC COM 553409103 432 47,956 X 47,956 MPS GROUP INC COM 553409103 197 21,904 X 21,904 MRV COMMUNICATIONS INC COM 553477100 76 27,568 X 27,568 MRV COMMUNICATIONS INC CALIF COM 553477100 64 23,359 X 23,359 MSC SOFTWARE CORP COM 553531104 41 5,754 X 5,754 MSC SOFTWARE CORP COM COM 553531104 48 6,695 X 6,695 MTR GAMING GROUP INC COM 553769100 55 6,354 X 6,354 MTR GAMING GROUP INC COM COM 553769100 44 5,105 X 5,105 MTS SYS CORP COM 553777103 88 5,752 X 5,752 MTS SYS CORP COM 553777103 79 5,213 X 5,213 MACDERMIDINC COM 554273102 196 7,393 X 7,393 MACDERMID INC COM 554273102 171 6,483 X 6,483 MACK CA RLTY CORP COM 554489104 500 12,759 X 12,759 MACROVISION CORP COM 555904101 405 21,901 X 21,901 MACROVISION CORP COM 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GRAPHICS CORP COM 587200106 585 33,256 X 33,256 MENTOR GRAPHICS CORP COM COM 587200106 279 15,853 X 15,853 MERCANTILE BANKSHARES CORP COM 587405101 610 15,248 X 15,248 MERCK + CO INC COM 589331107 45,105 891,047 X 891,047 MERCK & CO INC COM COM 589331107 40,902 808,026 X 808,026 MERCURY COMPUTER SYS INC COM 589378108 122 5,699 X 5,699 MERCURY COMPUTER SYS INC COM COM 589378108 108 5,051 X 5,051 MERCURY INTERACTIVE CORP COM 589405109 1,547 33,923 X 33,923 MERCURY INTERACTIVE CORP COM 589405109 1,432 31,411 X 31,411 MEREDITH CORP COM 589433101 913 19,764 X 19,764 MEREDITH CORP COM COM 589433101 830 17,971 X 17,971 MERIDIAN RESOURCE CORP COM 58977Q109 42 9,668 X 9,668 MERIDAN RESOURCE CORP COM 58977Q109 35 8,208 X 8,208 MERISTAR HOSPITALITY CORP COM 58984Y103 82 11,607 X 11,607 MERISTAR HOSPITALITY CORP COM COM 58984Y103 69 9,687 X 9,687 MERITAGE CORP COM 59001A102 114 2,407 X 2,407 MERITAGE CORP COM COM 59001A102 104 2,197 X 2,197 MERRILL LYNCH + CO INC COM 590188108 19,789 369,688 X 369,688 MERRILL LYNCH & CO INC COM 590188108 21,564 402,836 X 402,836 MESA AIR GROUP INC COM 590479101 78 6,970 X 6,970 MESA AIR GROUP INC COM 590479101 79 7,121 X 7,121 METHODE ELECTRS INC CL A 591520200 108 9,148 X 9,148 METHODE ELECTRS INC CL A COM CL A 591520200 94 7,988 X 7,988 METLIFE INC COM 59156R108 8,244 293,918 X 293,918 METLIFE INC COM COM 59156R108 9,321 332,301 X 332,301 METRIS COS INC COM 591598107 32 7,701 X 7,701 METRIS COS INC COM 591598107 29 7,004 X 7,004 MICHAELS STORES INC COM 594087108 601 14,754 X 14,754 MICREL INC COM 594793101 435 35,670 X 35,670 MICREL INC COM 594793101 170 13,911 X 13,911 MICROS SYS INC COM 594901100 142 4,195 X 4,195 MICROS SYS INC COM COM 594901100 146 4,312 X 4,312 MICROSOFTCORP COM 594918104 118,604 4,266,329 X 4,266,329 MICROSOFT CORP COM COM 594918104 108,382 3,898,617 X 3,898,617 MICROSTRATEGY INC CL A NEW594972408 120 2,609 X 2,609 MICROSTRATEGY INC CL A NEW CL A NEW594972408 21 467 X 467 MICROSTRATEGY INC CL A CL A NEW594972408 102 2,225 X 2,225 MICROCHIPTECHNOLOGY INC COM 595017104 1,080 45,086 X 45,086 MICROCHIP TECHNOLOGY INC COM COM 595017104 21 863 X 863 MICROMUSEINC COM 595094103 123 14,978 X 14,978 MICROMUSE INC COM 595094103 105 12,802 X 12,802 MICRON TECHNOLOGY INC COM 595112103 3,246 241,859 X 241,859 MICRON TECHNOLOGY INC COM COM 595112103 3,494 260,325 X 260,325 MICROSEMICORP COM 595137100 120 7,923 X 7,923 MICROSEMI CORP COM 595137100 115 7,595 X 7,595 MID AMER APT CMNTYS INC COM 59522J103 126 4,187 X 4,187 MID AMER APT CMNTYS INC COM COM 59522J103 109 3,601 X 3,601 MID STATEBANCSHARES COM 595440108 152 6,748 X 6,748 MID-STATE BANCSHARES COM COM 595440108 126 5,621 X 5,621 MIDCAP SPDR TR UNIT SER595635103 4,230 45,309 X 45,309 MIDWAY GAMES INC COM 598148104 18 6,216 X 6,216 MIDWAY GAMES INC COM 598148104 19 6,351 X 6,351 MILACRON INC COM 598709103 22 9,378 X 9,378 MILACRON INC COM COM 598709103 18 7,952 X 7,952 MILLENNIUM PHARMACEUTICALS COM 599902103 1,016 65,732 X 65,732 MILLENNIUM CHEMICALS INC 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5,636 X 5,636 SEACOR SMIT INC COM 811904101 168 4,633 X 4,633 SEACOR SMIT INC COM COM 811904101 148 4,101 X 4,101 SEALED AIR CORP NEW COM 81211K100 1,584 33,540 X 33,540 SEALED AIR CORP NEW COM COM 81211K100 1,449 30,680 X 30,680 SEARS ROEBUCK + CO COM 812387108 5,337 122,051 X 122,051 SEARS ROEBUCK & CO COM COM 812387108 5,354 122,442 X 122,442 SEATTLE GENETICS INC COM 812578102 36 5,957 X 5,957 SEATTLE GENETICS INC COM COM 812578102 33 5,462 X 5,462 SECURE COMPUTING CORP COM 813705100 103 8,811 X 8,811 SECURE COMPUTING CORP COM 813705100 83 7,107 X 7,107 SEEBEYONDTECHNOLOGY CORP COM 815704101 55 21,754 X 21,754 SEEBEYOND TECHNOLOGY CORP COM COM 815704101 29 11,303 X 11,303 SELECT COMFORT CORP COM 81616X103 144 5,410 X 5,410 SELECT COMFORT CORP OC-CAP STK COM 81616X103 122 4,603 X 4,603 SELECT MED CORP COM 816196109 181 6,299 X 6,299 SELECT MED CORP OC COM COM 816196109 165 5,737 X 5,737 SELECTIVEINS GROUP INC COM 816300107 218 7,327 X 7,327 SELECTIVE INS GROUP INC COM COM 816300107 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