13F-HR 1 export13f.txt METROPOLITAN LIFE INSURANCE COMPANY 13F Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: March 31, 2004 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Metropolitan Life Insurance Company Address: MetLife 4100 Boy Scout Blvd., 10th Floor Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Richard Marx Title: Vice-President Phone: 813-870-8553 Signature, Place, and Date of Signing: /s/ Richard Marx Tampa, Florida May 12, 2004 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: 284,922,741 Form 13F Information Table Value Total ($000): 9,549,743 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 130 10,578 X 10,578 AAR CORP COM 000361105 84 6,853 X 6,853 ADC TELECOMMUNICATIONS INC COM 000886101 974 335,763 X 335,763 ADC TELECOMMUNICATIONS INC COM 000886101 1,013 349,407 X 349,407 ABM INDS INC COM 000957100 242 13,463 X 13,463 ABM INDS INC COM 000957100 174 9,720 X 9,720 AFLAC INC COM 001055102 8,592 214,062 X 214,062 AFLAC INC COM COM 001055102 8,985 223,844 X 223,844 AGCO CORP COM 001084102 448 21,633 X 21,633 AGCO CORP COM COM 001084102 18 870 X 870 AGL RES INC COM 001204106 535 18,439 X 18,439 AES CORP COM 00130H105 2,207 258,765 X 258,765 AES CORP COM COM 00130H105 1,946 228,155 X 228,155 AK STL HLDG CORP COM 001547108 188 32,087 X 32,087 AK STL HLDG CORP COM COM 001547108 133 22,717 X 22,717 AMB PPTY CORP COM 00163T109 872 23,455 X 23,455 AMC ENTMTINC COM 001669100 191 12,447 X 12,447 AMC ENTMT INC COM 001669100 109 7,093 X 7,093 AMLI RESIDENTIAL PPTYS TR SH BEN I001735109 172 6,072 X 6,072 AMLI RESIDENTIAL PPTYS TR SH SH BEN I001735109 90 3,194 X 3,194 AMN HEALTHCARE SVCS INC COM 001744101 111 6,049 X 6,049 AMN HEALTHCARE SVCS INC COM 001744101 78 4,256 X 4,256 AMR CORP DEL COM 001765106 706 55,463 X 55,463 AMR CORP DEL COM COM 001765106 481 37,768 X 37,768 AT+T CORP COM NEW 001957505 6,484 331,321 X 331,321 AT&T CORP COM NEW 001957505 6,714 343,093 X 343,093 ATMI INC COM 00207R101 250 9,517 X 9,517 ATMI INC COM COM 00207R101 182 6,926 X 6,926 AT + T WIRELESS SVCS INC COM 00209A106 15,481 1,137,509 X 1,137,509 AT&T WIRELESS SVCS INC COM COM 00209A106 16,141 1,185,972 X 1,185,972 AARON RENTS INC COM 002535201 212 8,534 X 8,534 AARON RENTS INC COM COM 002535201 152 6,119 X 6,119 ABBOTT LABS COM 002824100 26,828 652,755 X 652,755 ABBOTT LABS COM COM 002824100 23,506 571,919 X 571,919 ABERCROMBIE AND FITCH CO CL A 002896207 933 27,583 X 27,583 ABGENIX INC COM 00339B107 416 31,213 X 31,213 ABGENIX INC COM COM 00339B107 285 21,399 X 21,399 ACCREDITED HOME LENDERS HLDG COM 00437P107 127 3,211 X 3,211 ACCREDITED HOME LENDERS HLDG COM 00437P107 89 2,267 X 2,267 ACCREDO HEALTH INC COM 00437V104 646 16,952 X 16,952 ACCREDO HEALTH INC COM COM 00437V104 442 11,591 X 11,591 ACLARA BIOSCIENCES INC COM 00461P106 34 8,522 X 8,522 ACLARA BIOSCIENCES INC COM COM 00461P106 23 5,741 X 5,741 ACTIVISION INC NEW COM NEW 004930202 1,353 85,497.5 X 85,497 ACTIVISION INC COM NEW 004930202 516 32,591 X 32,591 ACTION PERFORMANCE COS INC COM 004933107 78 5,107 X 5,107 ACTION PERFORMANCE COS INC COM 004933107 104 6,812 X 6,812 ACTEL CORP COM 004934105 191 8,453 X 8,453 ACTEL CORP COM COM 004934105 116 5,129 X 5,129 ACTIVCARDCORP COM 00506J107 71 11,582 X 11,582 ACTIVCARD CORP COM 00506J107 51 8,214 X 8,214 ACTUANT CORP CL A NEW00508X203 294 7,507 X 7,507 ACTUANT CORP CL A NEW CL A NEW00508X203 202 5,151 X 5,151 ACUITY BRANDS INC COM 00508Y102 352 14,750 X 14,750 ACQUITY BRANDS INC COM 00508Y102 249 10,436 X 10,436 ACXIOM CORP COM 005125109 535 24,352 X 24,352 ADAPTEC INC COM 00651F108 333 38,048 X 38,048 ADAPTEC INC COM COM 00651F108 229 26,105 X 26,105 ADMINISTAFF INC COM 007094105 124 7,106 X 7,106 ADMINISTAFF INC COM COM 007094105 78 4,483 X 4,483 ADOBE SYSINC COM 00724F101 3,910 99,498 X 99,498 ADOBE SYS INC DEL COM COM 00724F101 3,452 87,843 X 87,843 ADOLOR CORP COM 00724X102 202 13,429 X 13,429 ADOLOR CORP COM 00724X102 115 7,610 X 7,610 ADTRAN INC COM 00738A106 682 22,702 X 22,702 ADVANCED DIGITAL INFORMATION COM 007525108 250 21,975 X 21,975 ADVANCED DIGITAL INFORMATION COM 007525108 172 15,090 X 15,090 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 551 24,940 X 24,940 ADVANCED NEUROMODULATION SYS COM 00757T101 233 6,452 X 6,452 ADVANCED NEUROMODULATION SYS COM 00757T101 158 4,376 X 4,376 ADVO INC COM 007585102 343 10,658 X 10,658 ADVO INC COM 007585102 234 7,276 X 7,276 ADVISORY BRD CO COM 00762W107 118 3,213 X 3,213 ADVISORY BOARD CO COM 00762W107 84 2,276 X 2,276 ADVANCED MED OPTICS INC COM 00763M108 252 10,325 X 10,325 ADVANCED MED OPTICS INC COM 00763M108 172 7,069 X 7,069 AEROFLEX INC COM 007768104 274 20,349 X 20,349 AEROFLEX INC COM 007768104 189 14,007 X 14,007 AEROPOSTALE COM 007865108 260 7,170 X 7,170 AEROPOSTALE INC COM 007865108 169 4,654 X 4,654 ADVANCED MICRO DEVICES INC COM 007903107 2,351 144,874 X 144,874 ADVANCED MICRO DEVICES INC COM COM 007903107 2,453 151,157 X 151,157 ADVANTA CORP CL B 007942204 120 7,251 X 7,251 ADVANTA CORP CL B CL B 007942204 80 4,868 X 4,868 ADVENT SOFTWARE INC COM 007974108 389 20,812 X 20,812 ADVENT SOFTWARE INC COM 007974108 146 7,790 X 7,790 AETHER SYSTEMS INC COM 00808V105 70 16,331 X 16,331 AETHER SYSTEM INC COM COM 00808V105 36 8,431 X 8,431 AETNA INC COM 00817Y108 5,744 64,018 X 64,018 AETNA INC COM NEW COM 00817Y108 6,006 66,938 X 66,938 AFFILIATED COMPUTER SVCS INC CL A 008190100 2,020 38,917 X 38,917 AFFILIATED MANAGERS GROUP INC COM 008252108 556 10,187.5 X 10,187 AFFILIATED MANAGERS GROUP INC COM 008252108 426 7,810 X 7,810 AGILENT TECHNOLOGIES INC COM 00846U101 6,283 198,654 X 198,654 AGILENT TECHNOLOGIES INC COM 00846U101 5,517 174,408 X 174,408 AGILE SOFTWARE CORP DEL COM 00846X105 143 16,292 X 16,292 AGILE SOFTWARE CORP DEL COM COM 00846X105 86 9,874 X 9,874 AGILYSYS INC COM 00847J105 118 9,974 X 9,974 AGILYSYS INC COM 00847J105 92 7,805 X 7,805 AIR PRODS+ CHEMS INC COM 009158106 4,756 94,894 X 94,894 AIR PRODS & CHEMS INC COM COM 009158106 4,999 99,732 X 99,732 AIRGAS INC COM 009363102 446 20,961 X 20,961 AIRTRAN HOLDINGS INC COM 00949P108 320 26,966 X 26,966 AIRTRAN HLDGS INC COM 00949P108 214 17,990 X 17,990 AKAMAI TECHNOLOGIES INC COM 00971T101 479 36,445 X 36,445 AKAMAI TECHNOLOGIES INC COM 00971T101 315 23,961 X 23,961 AKSYS LTD COM 010196103 69 10,667 X 10,667 AKSYS LTD COM 010196103 40 6,093 X 6,093 ALABAMA NATL BANCORPORATION DE COM 010317105 235 4,234 X 4,234 ALABAMA NATL BANCORPORATION COM 010317105 126 2,273 X 2,273 ALARIS MEDICAL SYSTEMS INC COM 011637105 118 6,331 X 6,331 ALARIS MEDICAL SYSTEMS INC COM 011637105 78 4,203 X 4,203 ALASKA AIR GROUP INC COM 011659109 385 15,610 X 15,610 ALASKA AIR GROUP INC COM 011659109 144 5,853 X 5,853 ALBANY INTL CORP CL A 012348108 254 9,445 X 9,445 ALBANY INTL CORP CL A CL A 012348108 174 6,472 X 6,472 ALBANY MOLECULAR RESH INC COM 012423109 129 8,652 X 8,652 ALBANY MOLECULAR RESH INC COM COM 012423109 92 6,144 X 6,144 ALBEMARLECORP COM 012653101 671 23,138 X 23,138 ALBEMARLE CORP COM 012653101 225 7,765 X 7,765 ALBERTO CULVER CO COM 013068101 1,649 37,591 X 37,591 ALBERTO CULVER COM COM 013068101 1,736 39,570 X 39,570 ALBERTSONS INC COM 013104104 3,393 153,205 X 153,205 ALBERTSONS INC COM COM 013104104 3,537 159,675 X 159,675 ALCOA INC COM 013817101 12,606 363,376 X 363,376 ALCOA INC COM COM 013817101 13,124 378,313 X 378,313 ALDERWOODS GROUP INC COM 014383103 139 13,386 X 13,386 ALDERWOODS GROUP INC COM 014383103 91 8,778 X 8,778 ALEXANDER+ BALDWIN INC COM 014482103 880 26,688 X 26,688 ALEXANDER & BALDWIN INC COM 014482103 338 10,263 X 10,263 ALEXANDERS INC COM 014752109 114 712 X 712 ALEXANDERS INC COM 014752109 89 557 X 557 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 426 6,755 X 6,755 ALEXANDRIA REAL ESTATE COM 015271109 291 4,626 X 4,626 ALEXION PHARMACEUTICALS INC COM 015351109 166 6,999 X 6,999 ALEXION PHARMACEUTICALS INC COM 015351109 104 4,369 X 4,369 ALFA CORP COM 015385107 158 11,623 X 11,623 ALFA CORP COM 015385107 111 8,130 X 8,130 ALIGN TECHNOLOGY INC COM 016255101 299 15,710 X 15,710 ALIGN TECHNOLOGY INC COM COM 016255101 205 10,771 X 10,771 ALKERMES INC COM 01642T108 365 22,849 X 22,849 ALKERMES INC COM COM 01642T108 247 15,474 X 15,474 ALLEGHENYENERGY INC COM 017361106 1,335 97,394 X 97,394 ALLEGHENY ENERGY INC COM COM 017361106 1,053 76,837 X 76,837 ALLEGHENYTECHNOLOGIES INC COM 01741R102 756 62,453 X 62,453 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 587 48,533 X 48,533 ALLEGIANTBANCORP INC COM 017476102 126 4,255 X 4,255 ALLEGIANT BANCORP INC COM 017476102 84 2,841 X 2,841 ALLERGAN INC COM 018490102 4,611 54,790 X 54,790 ALLERGAN INC COM COM 018490102 4,048 48,103 X 48,103 ALLETE INC COM 018522102 875 24,942 X 24,942 ALLIANCE GAMING CORP COM NEW 01859P609 565 17,576 X 17,576 ALLIANCE GAMING CORP COM NEW COM NEW 01859P609 386 12,019 X 12,019 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 47 6,236 X 6,236 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 38 5,001 X 5,001 ALLIANT ENERGY CORP COM 018802108 823 31,576 X 31,576 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 1,765 132,579 X 132,579 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 1,846 138,702 X 138,702 ALLMERICAFINL CORP COM 019754100 1,178 34,092 X 34,092 ALLMERICA FINL CORP COM COM 019754100 447 12,942 X 12,942 ALLOY INC COM 019855105 52 11,427 X 11,427 ALLOY INC COM COM 019855105 36 7,943 X 7,943 ALLSCRIPTS HEATHCARE SOLUT COM 01988P108 85 8,713 X 8,713 ALLSCRIPTS HEALTHCARE COM 01988P108 53 5,478 X 5,478 ALLSTATE CORP COM 020002101 13,358 293,837 X 293,837 ALLSTATE CORP COM COM 020002101 13,919 306,184 X 306,184 ALLTEL CORP COM 020039103 6,501 130,299 X 130,299 ALLTEL CORP COM 020039103 6,768 135,654 X 135,654 ALPHARMAINC CL A 020813101 270 13,761 X 13,761 ALPHARMA INC CL A COM CL A 020813101 185 9,419 X 9,419 ALTERA CORP COM 021441100 3,241 158,231 X 158,231 ALTERA CORP COM COM 021441100 2,897 141,434 X 141,434 ALTRIA GROUP INC COM 02209S103 46,530 854,554 X 854,554 ALTRIA GROUP INC COM 02209S103 40,900 751,156 X 751,156 AMBAC FINL GROUP INC COM 023139108 3,292 44,616 X 44,616 AMBAC FINANCIAL GROUP INC COM 023139108 3,457 46,849 X 46,849 AMCOL INTL CORP COM 02341W103 119 6,834 X 6,834 AMCOL INTERNATIONAL CORP COM 02341W103 81 4,646 X 4,646 AMERADA HESS CORP COM 023551104 2,452 37,555 X 37,555 AMERADA HESS CORP COM COM 023551104 2,583 39,564 X 39,564 AMEREN CORP COM 023608102 3,501 75,962 X 75,962 AMEREN CORP COM 023608102 3,619 78,519 X 78,519 AMERICA WEST HLDG CORP CL B 023657208 123 12,931 X 12,931 AMERICA WEST HLDG CORP CL B CL B 023657208 67 7,002 X 7,002 AMCORE FINL INC COM 023912108 263 8,854 X 8,854 AMCORE FINL INC COM 023912108 187 6,311 X 6,311 AMERICAN ELEC PWR INC COM 025537101 5,430 164,933 X 164,933 AMERICAN ELEC PWR INC COM COM 025537101 5,693 172,939 X 172,939 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 1,052 39,039 X 39,039 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 343 12,717 X 12,717 AMERICAN EXPRESS CO COM 025816109 27,847 537,065 X 537,065 AMERICAN EXPRESS CO COM COM 025816109 24,374 470,094 X 470,094 AMERICAN FINL GROUP INC OHIO COM 025932104 625 20,945 X 20,945 AMERICAN GREETINGS CORP CL A 026375105 1,142 50,136 X 50,136 AMERICAN GREETINGS CORP CL A CL A 026375105 896 39,330 X 39,330 AMERICAN HEALTHWAYS INC COM 02649V104 227 9,313 X 9,313 AMERICAN HEALTHWAYS INC COM 02649V104 162 6,652 X 6,652 AMERICAN HOME MTG INVT CORP COM 02660R107 315 10,923 X 10,923 AMERICAN HOME MTG INVT CORP COM 02660R107 121 4,186 X 4,186 AMERICAN INTL GROUP INC COM 026874107 77,723 1,089,320 X 1,089,320 AMERICAN INTL GROUP INC COM COM 026874107 80,908 1,133,958 X 1,133,958 AMERICAN ITALIAN PASTA CO CL A 027070101 206 5,149 X 5,149 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 160 4,017 X 4,017 AMERICAN MGMT SYS INC COM 027352103 288 14,995 X 14,995 AMERICAN MGMT SYS INC COM COM 027352103 209 10,878 X 10,878 AMERICAN MED SYS HLDGS COM 02744M108 210 7,913 X 7,913 AMERICAN MED SYS HLDGS INC COM COM 02744M108 121 4,555 X 4,555 AMERICAN PWR CONVERSION CORP COM 029066107 1,897 82,527 X 82,527 AMERICAN PWR CONVERSION CORP COM 029066107 1,987 86,450 X 86,450 AMERICAN STD COS INC DEL COM 029712106 3,430 30,157 X 30,157 AMERICAN STD COS INC DEL COM 029712106 3,012 26,476 X 26,476 AMERICAN STS WTR CO COM 029899101 121 4,979 X 4,979 AMERICAN STS WTR CO COM COM 029899101 90 3,698 X 3,698 AMERICAN WOODMARK CORP COM 030506109 121 1,825 X 1,825 AMERICAN WOODMARK CORP COM 030506109 86 1,287 X 1,287 AMERICREDIT CORP COM 03060R101 765 44,901 X 44,901 AMERISTARCASINOS INC COM 03070Q101 120 3,587 X 3,587 AMERISTAR CASINOS INC COM 03070Q101 87 2,585 X 2,585 AMERUS GROUP CO COM 03072M108 1,014 25,122 X 25,122 AMERUS GROUP CO COM COM 03072M108 390 9,677 X 9,677 AMERISOURCEBERGEN CORP COM 03073E105 2,570 46,998 X 46,998 AMERISOURCEBERGEN CORP COM COM 03073E105 2,644 48,350 X 48,350 AMERIGROUP CORP COM 03073T102 389 8,507 X 8,507 AMERIGROUP CORP COM 03073T102 264 5,773 X 5,773 AMETEK INC NEW COM 031100100 491 19,156 X 19,156 AMGEN INC COM 031162100 31,319 538,596 X 538,596 AMGEN INC COM 031162100 27,516 473,185 X 473,185 AMSOUTH BANCORPORATION COM 032165102 3,443 146,437 X 146,437 AMSOUTH BANCORPORATION COM COM 032165102 3,601 153,174 X 153,174 AMSURG CORP COM 03232P405 225 9,913.5 X 9,914 AMSURG CORP COM COM 03232P405 154 6,762 X 6,762 ANADARKO PETE CORP COM 032511107 5,451 105,104 X 105,104 ANADARKO PETE CORP COM COM 032511107 5,648 108,905 X 108,905 ANALOG DEVICES INC COM 032654105 7,493 156,064 X 156,064 ANALOG DEVICES INC COM COM 032654105 6,545 136,333 X 136,333 ANALOGIC CORP COM PAR 032657207 118 2,602 X 2,602 ANALOGIC CORP COM PAR $0.05 COM PAR 032657207 84 1,846 X 1,846 ANAREN INC COM 032744104 143 8,998 X 8,998 ANAREN INC COM 032744104 91 5,752 X 5,752 ANCHOR BANCORP WIS INC COM 032839102 175 6,914 X 6,914 ANCHOR BANCORP WIS INC COM 032839102 124 4,895 X 4,895 ANDREW CORP COM 034425108 2,076 118,655 X 118,655 ANDREW CORP COM COM 034425108 1,826 104,350 X 104,350 ANHEUSER BUSCH COS INC COM 035229103 17,360 340,384 X 340,384 ANHEUSER BUSCH COS INC COM COM 035229103 15,222 298,464 X 298,464 ANIXTER INTL INC COM 035290105 305 10,804 X 10,804 ANIXTER INTL INC COM COM 035290105 217 7,669 X 7,669 ANNTAYLORSTORES CORP COM 036115103 1,234 28,835 X 28,835 ANNTAYLOR STORES CORP COM COM 036115103 457 10,675 X 10,675 ANSYS INC COM 03662Q105 226 5,691 X 5,691 ANSYS INC COM COM 03662Q105 160 4,021 X 4,021 ANTHEM INC COM 03674B104 5,231 57,714 X 57,714 ANTHEM INC COM COM 03674B104 5,473 60,384 X 60,384 ANTEON INTERNATIONAL CORP COM 03674E108 209 7,225 X 7,225 ANTEON INTL CORP COM 03674E108 130 4,504 X 4,504 ANTHRACITE CAP INC COM 037023108 217 17,065 X 17,065 ANTHRACITE CAP INC COM COM 037023108 139 10,906 X 10,906 ANTIGENICS INC DEL COM 037032109 85 7,941 X 7,941 ANTIGENICS INC DEL COM COM 037032109 61 5,701 X 5,701 ANWORTH MTG ASSET CORP 1 COM 037347101 195 13,991 X 13,991 ANWORTH MTG ASSET CORP COM COM 037347101 127 9,072 X 9,072 AON CORP COM 037389103 3,646 130,630 X 130,630 AON CORP COM COM 037389103 3,818 136,814 X 136,814 APACHE CORP COM 037411105 5,839 135,260 X 135,260 APACHE CORP COM COM 037411105 6,068 140,560 X 140,560 APARTMENTINVT. + MGMT CO CL A 03748R101 1,221 39,288 X 39,288 APARTMENT INVT & MGMT CO CL A CL A 03748R101 1,267 40,759 X 40,759 APOGEE ENTERPRISES INC COM 037598109 95 7,709 X 7,709 APOGEE ENTERPRISES INC COM 037598109 83 6,741 X 6,741 APHTON CORP COM 03759P101 53 11,310 X 11,310 APHTON CORP COM 03759P101 24 5,069 X 5,069 APOLLO GROUP INC CL A 037604105 6,348 73,681 X 73,681 APOLLO GROUP INC CL A CL A 037604105 5,537 64,267 X 64,267 APOGENT TECHNOLOGIES INC COM 03760A101 777 25,331 X 25,331 APPLE COMPUTER COM 037833100 4,174 154,374 X 154,374 APPLE COMPUTER INC COM 037833100 4,303 159,142 X 159,142 APPLEBEESINTL INC COM 037899101 656 15,900 X 15,900 APRIA HEALTHCARE GROUP INC COM 037933108 438 14,643 X 14,643 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,704 86,154 X 86,154 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 1,783 90,130 X 90,130 APPLERA CORP CELERA GENOMICS COM CE G038020202 371 25,586 X 25,586 APPLERA CORP-CELERA GENOMICS COM CE G038020202 255 17,561 X 17,561 APPLICA INC COM 03815A106 75 6,638 X 6,638 APPLICA INC COM COM 03815A106 54 4,789 X 4,789 APPLIED FILMS CORP COM 038197109 146 5,226 X 5,226 APPLIED FILMS CORP COM COM 038197109 85 3,017 X 3,017 APPLIED INDL TECHNOLOGIES INC COM 03820C105 138 6,056 X 6,056 APPLIED INDL TECH INC COM COM 03820C105 100 4,411 X 4,411 APPLIED MATERIALS INC COM 038222105 14,975 702,068 X 702,068 APPLIED MATLS INC COM COM 038222105 13,101 614,219 X 614,219 APPLIED MICRO CIRCUITS CORP COM 03822W109 726 127,203 X 127,203 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 759 132,909 X 132,909 AQUA AMERINC COM 03836W103 570 26,285 X 26,285 AQUANTIVEINC COM 03839G105 125 12,979 X 12,979 AQUANTIVE INC COM 03839G105 88 9,195 X 9,195 AQUILA INC DEL NEW COM 03840P102 566 120,164 X 120,164 AQUILA INC COM 03840P102 211 44,762 X 44,762 ARBITRON INC COM 03875Q108 427 10,598 X 10,598 ARBITRON INC COM COM 03875Q108 297 7,387 X 7,387 ARCH CHEMICALS INC COM 03937R102 221 7,821 X 7,821 ARCH CHEMICAL INC COM COM 03937R102 132 4,681 X 4,681 ARCH COALINC COM 039380100 987 31,448 X 31,448 ARCH COAL INC COM COM 039380100 358 11,403 X 11,403 ARCHER DANIELS MIDLAND CO COM 039483102 4,564 270,558 X 270,558 ARCHER DANIELS MIDLAND CO COM COM 039483102 4,775 283,048 X 283,048 ARCTIC CAT INC COM 039670104 134 5,294 X 5,294 ARCTIC CAT INC COM 039670104 86 3,383 X 3,383 ARGONAUT GROUP INC COM 040157109 172 8,995 X 8,995 ARGONAUT GROUP INC COM COM 040157109 97 5,055 X 5,055 ARGOSY GAMING CORP COM 040228108 295 8,309 X 8,309 ARGOSY GAMING CO COM COM 040228108 207 5,812 X 5,812 ARIAD PHARMACEUTICALS INC COM 04033A100 139 14,575 X 14,575 ARIAD PHARMACEUTICALS INC DEL COM 04033A100 73 7,641 X 7,641 ARIBA INC COM 04033V104 270 95,279 X 95,279 ARIBA INC COM COM 04033V104 183 64,594 X 64,594 ARKANSAS BEST CORP COM 040790107 206 7,727 X 7,727 ARKANSAS BEST CORP DEL COM 040790107 149 5,582 X 5,582 ARMOR HLDGS INC COM 042260109 226 6,834 X 6,834 ARMOR HLDGS INC COM 042260109 185 5,603 X 5,603 ARRIS GROUP INC COM 04269Q100 198 21,626 X 21,626 ARRIS GROUP INC COM COM 04269Q100 125 13,679 X 13,679 ARROW ELECTRS INC COM 042735100 819 32,175 X 32,175 ARROW INTERNATIONAL INC COM 042764100 246 8,217 X 8,217 ARROW INTL INC COM COM 042764100 168 5,626 X 5,626 ARTISAN COMPONENTS INC COM 042923102 125 5,605 X 5,605 ARTISAN COMPONENTS INC COM 042923102 86 3,870 X 3,870 ARTESYN TECHNOLOGIES INC COM 043127109 126 13,223 X 13,223 ARTESYN TECHNOLOGIES INC COM COM 043127109 71 7,427 X 7,427 ARTHROCARE CORP COM 043136100 164 7,063 X 7,063 ARTHROCARE CORP COM COM 043136100 120 5,158 X 5,158 ARVINMERITOR INC COM 043353101 394 19,886 X 19,886 ASCENTIALSOFTWARE CORP COM NEW 04362P207 821 37,612 X 37,612 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 132 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM NE COM NEW 04362P207 320 14,649 X 14,649 ASHLAND INC COM 044204105 1,346 28,960 X 28,960 ASHLAND INC COM 044204105 1,391 29,913 X 29,913 ASK JEEVES INC COM 045174109 473 13,241 X 13,241 ASK JEEVES INC OC-COM COM 045174109 302 8,442 X 8,442 ASIAINFO HLDGS INC COM 04518A104 65 9,910 X 9,910 ASIANFO HLDGS INC COM COM 04518A104 47 7,191 X 7,191 ASPECT COMMUNICATIONS INC COM 04523Q102 171 10,910 X 10,910 ASPECT COMMUNICTIONS INC COM COM 04523Q102 114 7,254 X 7,254 ASPEN TECHNOLOGY INC COM 045327103 102 12,519 X 12,519 ASPEN TECHNOLOGY INC COM COM 045327103 73 8,936 X 8,936 ASSOCIATED BANC CORP COM 045487105 942 21,029 X 21,029 ASSOCIATED ESTATES RLTY CORP COM 045604105 77 8,431 X 8,431 ASSOCIATED ESTATES RLTY CORP COM 045604105 35 3,808 X 3,808 ASTEC INDS INC COM 046224101 108 6,706 X 6,706 ASTEC INDS INC COM 046224101 57 3,509 X 3,509 ASTORIA FINL CORP COM 046265104 866 22,780 X 22,780 AT RD INC COM 04648K105 125 10,163 X 10,163 AT RD INC COM COM 04648K105 68 5,575 X 5,575 ASYST TECHNOLOGIES INC COM 04648X107 134 16,323 X 16,323 ASYST TECHNOLOGIES INC COM 04648X107 87 10,553 X 10,553 ATHEROGENICS INC COM 047439104 296 12,957 X 12,957 ATHEROGENICS INC COM COM 047439104 203 8,878 X 8,878 ATLANTIC COAST AIRLINES HLDGS COM 048396105 98 13,669 X 13,669 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 69 9,655 X 9,655 ATMEL CORP COM 049513104 874 134,467 X 134,467 ATMOS ENERGY CORP COM 049560105 453 17,714 X 17,714 ATMOS ENERGY CORP COM 049560105 314 12,296 X 12,296 ATRIX LABS INC COM 04962L101 203 7,963 X 7,963 ATRIX LABS INC COM 04962L101 124 4,851 X 4,851 AUTOBYTELINC COM 05275N106 157 11,911 X 11,911 AUTOBYTEL INC COM 05275N106 87 6,591 X 6,591 AUTODESK INCORPORATED COM 052769106 1,488 47,210 X 47,210 AUTODESK INC COM COM 052769106 1,288 40,878 X 40,878 AUTOMATICDATA PROCESSING INC COM 053015103 10,345 246,307 X 246,307 AUTOMATIC DATA PROCESSING INC COM 053015103 9,113 216,982 X 216,982 AUTONATION INC DEL COM 05329W102 1,958 114,847 X 114,847 AUTONATION INC COM COM 05329W102 2,075 121,674 X 121,674 AUTOZONE INC COM 053332102 3,132 36,436 X 36,436 AUTOZONE INC COM COM 053332102 2,838 33,016 X 33,016 AVANEX CORP COM 05348W109 89 20,573 X 20,573 AVANEX CORP COM COM 05348W109 59 13,580 X 13,580 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 48 18,423 X 18,423 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 37 14,230 X 14,230 AVAYA INC COM 053499109 2,815 177,280 X 177,280 AVAYA INC COM COM 053499109 2,415 152,084 X 152,084 AVERY DENNISON CORP COM 053611109 2,870 46,127 X 46,127 AVERY DENNISON CORP COM COM 053611109 2,544 40,894 X 40,894 AVIALL INC COM 05366B102 190 12,530 X 12,530 AVIALL INC NEW COM COM 05366B102 113 7,445 X 7,445 AVID TECHNOLOGY INC COM 05367P100 488 10,579 X 10,579 AVID TECHNOLOGY INC COM COM 05367P100 330 7,144 X 7,144 AVISTA CORP COM 05379B107 324 17,130 X 17,130 AVISTA CORP COM COM 05379B107 220 11,625 X 11,625 AVNET INC COM 053807103 842 34,380 X 34,380 AVOCENT CORP COM 053893103 503 13,661 X 13,661 AVON PRODS INC COM 054303102 7,457 98,286 X 98,286 AVON PRODS INC COM COM 054303102 6,535 86,131 X 86,131 AXCELIS TECHNOLOGIES INC COM 054540109 388 34,912 X 34,912 AXCELIS TECHNOLOGIES INC COM COM 054540109 265 23,822 X 23,822 AZTAR CORP COM 054802103 247 10,096 X 10,096 AZTAR CORPORATION COM 054802103 169 6,885 X 6,885 BB+T CORP COM 054937107 8,061 228,357 X 228,357 BB&T CORP COM COM 054937107 8,398 237,905 X 237,905 BISYS GROUP INC COM 055472104 577 34,433 X 34,433 BJ SVCS CO COM 055482103 2,876 66,472 X 66,472 BJ SVCS CO COM COM 055482103 2,987 69,025 X 69,025 BJS WHSL CLUB INC COM 05548J106 1,136 44,655 X 44,655 BJS WHSL CLUB INC COM COM 05548J106 437 17,168 X 17,168 BMC SOFTWARE INC COM 055921100 1,837 93,943 X 93,943 BMC SOFTWARE INC COM COM 055921100 1,941 99,278 X 99,278 BAKER HUGHES INC COM 057224107 5,098 139,752 X 139,752 BAKER HUGHES INC COM COM 057224107 5,314 145,656 X 145,656 BALDOR ELEC CO COM 057741100 239 10,395 X 10,395 BALDOR ELEC CO COM 057741100 170 7,389 X 7,389 BALL CORP COM 058498106 1,599 23,598 X 23,598 BALL CORP COM COM 058498106 1,403 20,702 X 20,702 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 68 11,552 X 11,552 BALLYS TOTAL FITNESS HLDG CORP COM 05873K108 45 7,731 X 7,731 BANDAG INC COM 059815100 499 10,023 X 10,023 BANDAG INC COM 059815100 132 2,647 X 2,647 BANK AMERCORP COM 060505104 48,993 605,001 X 605,001 BANK OF AMERICA CORP COM 060505104 51,019 630,020 X 630,020 BANK HAWAII CORP COM 062540109 725 15,649 X 15,649 BANK MUTUAL CORP COM 063750103 150 13,406 X 13,406 BANK MAT CORP NEW COM 063750103 107 9,596 X 9,596 BANK NEW YORK INC COM 064057102 10,180 323,181 X 323,181 BANK NEW YORK INC COM COM 064057102 10,613 336,925 X 336,925 BANK ONE CORP COM 06423A103 25,486 467,461 X 467,461 BANK ONE CORP COM COM 06423A103 26,542 486,835 X 486,835 BANKATLANTIC BANCORP INC CL A 065908501 241 14,201 X 14,201 BANKATLANTIC BANCORP INC CL A CL A 065908501 184 10,855 X 10,855 BANKNORTHGROUP INC NEW COM 06646R107 1,586 46,583 X 46,583 BANKUNITED FINL CORP CL A 06652B103 301 10,151 X 10,151 BANKUNITED FIN CORP CL A CL A 06652B103 206 6,944 X 6,944 BANTA CORP COM 066821109 728 15,723 X 15,723 BANTA CORP COM 066821109 281 6,077 X 6,077 BARD C R INC COM 067383109 2,113 21,640 X 21,640 BARD C R INC COM 067383109 1,849 18,941 X 18,941 BARNES + NOBLE INC COM 067774109 635 19,491 X 19,491 BARR PHARMACEUTICALS INC COM 068306109 1,328 28,926 X 28,926 BARRA INC COM 068313105 205 5,871 X 5,871 BARRA INC COM 068313105 135 3,872 X 3,872 BAUSCH + LOMB INC COM 071707103 1,310 21,837 X 21,837 BAUSCH & LOMB INC COM COM 071707103 1,364 22,747 X 22,747 BAXTER INTL INC COM 071813109 7,876 254,967 X 254,967 BAXTER INTL INC COM COM 071813109 6,977 225,857 X 225,857 BAY VIEW CAP CORP DEL COM 07262L101 47 20,972 X 20,972 BAY VIEW CAP CORP DEL COM COM 07262L101 33 14,631 X 14,631 BEAR STEARNS COS INC COM 073902108 3,797 43,301 X 43,301 BEAR STEARNS COS INC COM COM 073902108 4,000 45,620 X 45,620 BEAZER HOMES USA INC COM 07556Q105 492 4,642 X 4,642 BEAZER HOMES USA INC COM 07556Q105 335 3,165 X 3,165 BECKMAN COULTER INC COM 075811109 965 17,693 X 17,693 BECTON DICKINSON + CO COM 075887109 5,115 105,513 X 105,513 BECTON DICKINSON & CO COM COM 075887109 5,361 110,586 X 110,586 BED BATH + BEYOND INC COM 075896100 5,220 124,585 X 124,585 BED BATH & BEYOND INC COM COM 075896100 4,588 109,489 X 109,489 BEDFORD PPTY INVS INC COM PAR 076446301 144 4,713 X 4,713 BEDFORD PPTY INVS COM PAR$0.02 COM PAR 076446301 103 3,382 X 3,382 BEL FUSE INC CL B 077347300 127 3,876 X 3,876 BEL FUSE INC CL B CL B 077347300 81 2,463 X 2,463 BELDEN INC COM 077459105 140 7,406 X 7,406 BELDEN INC COM COM 077459105 99 5,244 X 5,244 BELLSOUTHCORP COM 079860102 21,175 764,720 X 764,720 BELLSOUTH CORP COM COM 079860102 22,065 796,875 X 796,875 BELO CORP COM SER 080555105 919 33,103 X 33,103 BEMIS INC COM 081437105 1,153 44,356 X 44,356 BEMIS INC COM COM 081437105 1,202 46,218 X 46,218 BENCHMARKELECTRS INC COM 08160H101 454 14,423 X 14,423 BENCHMARK ELECTRS INC COM 08160H101 310 9,863 X 9,863 BERKLEY WR CORP COM 084423102 954 23,924 X 23,924 BERRY PETE CO CL A 085789105 154 5,627 X 5,627 BERRY PETE CO CL A CL A 085789105 103 3,784 X 3,784 BEST BUY CO INC COM 086516101 7,011 135,561 X 135,561 BEST BUY INC COM COM 086516101 6,168 119,262 X 119,262 BEVERLY ENTERPRISES INC COM NEW 087851309 218 34,091 X 34,091 BEVERLY ENTERPRISES INC COM COM NEW 087851309 151 23,643 X 23,643 BIG LOTS INC COM 089302103 707 48,743 X 48,743 BIG LOTS INC COM COM 089302103 729 50,299 X 50,299 BIOMET INC COM 090613100 4,092 106,673 X 106,673 BIOMET INC COM COM 090613100 3,615 94,241 X 94,241 BIOMARIN PHARMACEUTICAL INC COM 09061G101 188 24,964 X 24,964 BIOMARIN PHARMACEUTICAL COM COM 09061G101 118 15,684 X 15,684 BIOGEN IDEC INC COM 09062X103 7,605 136,781 X 136,781 BIOGEN IDEC INC COM COM 09062X103 6,691 120,336 X 120,336 BIOVERIS CORP COM 090676107 79 6,705 X 6,705 BIOVERIS CORP COM 090676107 52 4,356 X 4,356 BIOLASE TECHNOLOGY INC COM 090911108 110 6,258 X 6,258 BIOLASE TECHNOLOGY INC COM 090911108 77 4,422 X 4,422 BIOSITE INC COM 090945106 124 3,879 X 3,879 BIOSITE INCORPORATED COM COM 090945106 86 2,677 X 2,677 BLACK + DECKER CORPORATION COM 091797100 1,865 32,757 X 32,757 BLACK & DECKER CORP COM COM 091797100 1,675 29,424 X 29,424 BLACK BOXCORP COM 091826107 298 5,584 X 5,584 BLACK BOX CORP DEL COM COM 091826107 216 4,036 X 4,036 BLACK HILLS CORP COM 092113109 657 20,618 X 20,618 BLACK HILLS CORP COM 092113109 257 8,074 X 8,074 BLOCK H +R INC COM 093671105 3,801 74,480 X 74,480 BLOCK H & R INC COM COM 093671105 3,344 65,526 X 65,526 BLYTH INC COM 09643P108 427 13,061 X 13,061 BOB EVANSFARMS INC COM 096761101 723 22,370 X 22,370 BOB EVANS FARMS INC COM 096761101 285 8,823 X 8,823 BOCA RESORTS INC CL A 09688T106 156 8,960 X 8,960 BOCA RESORTS INC CL A CL A 09688T106 116 6,658 X 6,658 BOEING CO COM 097023105 14,442 351,641 X 351,641 BOEING CO COM COM 097023105 12,640 307,775 X 307,775 BOISE CASCADE CORP COM 097383103 1,256 36,238 X 36,238 BOISE CASCADE CORP COM COM 097383103 1,311 37,845 X 37,845 BOMBAY COMPANY INC COM 097924104 88 11,157 X 11,157 BOMBAY CO COM 097924104 61 7,724 X 7,724 BOOKHAM TECHNOLOGY PLC SPONSORE09856Q108 47 21,749.55 X 21,750 BROOKHAM TECH PLC SPONS ADR SPONSORE09856Q108 38 17,555 X 17,555 BORDERS GROUP INC COM 099709107 532 22,421 X 22,421 BORG WARNER INC COM 099724106 668 7,870 X 7,870 BORLAND SOFTWARE CORP COM 099849101 227 25,131 X 25,131 BORLAND SOFTWARE CORP COM COM 099849101 162 17,917 X 17,917 BOSTON PRIVATE FINL HLDGS INC COM 101119105 215 7,693 X 7,693 BOSTON PRIVATE FINL HLDGS INC COM 101119105 138 4,912 X 4,912 BOSTON SCIENTIFIC CORP COM 101137107 14,503 342,220 X 342,220 BOSTON SCIENTIFIC CORP COM COM 101137107 12,719 300,114 X 300,114 BOWATER INC COM 102183100 693 15,895 X 15,895 BOWNE + CO INC COM 103043105 226 13,220 X 13,220 BOWNE & CO INC COM COM 103043105 134 7,817 X 7,817 BOYD GAMING CORP COM 103304101 691 30,183 X 30,183 BOYD GAMING CORP COM 103304101 166 7,247 X 7,247 BOYKIN LODGING CO COM 103430104 58 6,298 X 6,298 BOYKIN LODGING CO COM COM 103430104 35 3,792 X 3,792 BRADY CORP CL A 104674106 261 6,842 X 6,842 BRADY CORPORATION CL A COM CL A 104674106 170 4,465 X 4,465 BRANDYWINE RLTY TR SH BEN I105368203 342 11,182 X 11,182 BRANDYWINE RLTY TR SH BEN INT SH BEN I105368203 195 6,399 X 6,399 BRIGGS + STRATTON CORP COM 109043109 517 7,670 X 7,670 BRIGGS & STRATTON CORP COM 109043109 353 5,238 X 5,238 BRIGHT HORIZONS FAMILY SOLUT COM 109195107 219 4,650 X 4,650 BRIGHT HORIZONS FAMILY COM 109195107 131 2,774 X 2,774 BRINKER INTL INC COM 109641100 1,039 27,394 X 27,394 BRINKS CO COM 109696104 962 34,876 X 34,876 BRINKS CO COM 109696104 364 13,216 X 13,216 BRISTOL MYERS SQUIBB CO COM 110122108 19,631 810,194 X 810,194 BRISTOL MYERS SQUIBB CO COM COM 110122108 17,274 712,931 X 712,931 BROADCOM CORP CL A 111320107 4,935 126,515 X 126,515 BROADCOM CORP CL A COM CL A 111320107 4,324 110,851 X 110,851 BROADVISION INC COM NEW 111412607 48 7,863 X 7,863 BROADVISION INC COM NEW 111412607 37 6,051 X 6,051 BROOKFIELD HOMES CORP COM 112723101 183 5,206 X 5,206 BROOKFIELD HOMES CORP COM COM 112723101 129 3,687 X 3,687 BROOKLINEBANCORP INC DEL COM 11373M107 318 19,909 X 19,909 BROOKLINE BANCORP INC DEL COM 11373M107 227 14,254 X 14,254 BROOKS AUTOMATION INC NEW COM 114340102 323 15,356 X 15,356 BROOKS AUTOMATION INC COM 114340102 214 10,161 X 10,161 BROOKSTONE INC COM 114537103 119 4,359 X 4,359 BROOKSTONE INC COM 114537103 81 2,980 X 2,980 BROWN + BROWN INC COM 115236101 763 19,696 X 19,696 BROWN FORMAN CORP CL B 115637209 2,415 50,671 X 50,671 BROWN FORMAN CORP CL B CL B 115637209 2,122 44,526 X 44,526 BROWN TOMINC COM NEW 115660201 487 12,944 X 12,944 BROWN TOM INC NEW COM COM NEW 115660201 322 8,559 X 8,559 BROWN SHOE INC NEW COM 115736100 232 6,358 X 6,358 BROWN SHOE INC NEW COM COM 115736100 166 4,558 X 4,558 BRUKER BIOSCIENCES CORP COM 116794108 37 7,391 X 7,391 BRUKER BIOSCIENCES CORP COM 116794108 20 3,999 X 3,999 BRUNSWICKCORP COM 117043109 1,596 39,100 X 39,100 BRUNSWICK CORP COM COM 117043109 1,654 40,499 X 40,499 BUCKEYE TECHNOLOGIES INC COM 118255108 93 8,960 X 8,960 BUCKEYE TECHNOLOGIES INC COM 118255108 61 5,877 X 5,877 BURLINGTON COAT FACTORY WHSE COM 121579106 120 6,057 X 6,057 BURLINGTON COAT FACTORY WHSE COM 121579106 83 4,185 X 4,185 BURLINGTON NORTHN SANTA FE COM 12189T104 4,894 155,350 X 155,350 BURLINGTON NORTH SANTA FE CORP COM 12189T104 5,078 161,195 X 161,195 BURLINGTON RES INC COM 122014103 5,256 82,601 X 82,601 BURLINGTON RES INC COM COM 122014103 5,488 86,248 X 86,248 C+D TECHNOLOGIES COM 124661109 118 7,062 X 7,062 C & D TECHNOLOGIES INC COM COM 124661109 77 4,605 X 4,605 CBRL GROUP INC COM 12489V106 563 14,198 X 14,198 C COR NETCORPORATION COM 125010108 157 11,211 X 11,211 C COR ELECTRS INC COM 125010108 111 7,950 X 7,950 C D I CORP COM 125071100 131 4,048 X 4,048 CDI CORP COM COM 125071100 90 2,794 X 2,794 CDW CORP COM 12512N105 1,610 23,807 X 23,807 C D W CORP COM COM 12512N105 26 390 X 390 CEC ENTMTINC COM 125137109 434 12,499.5 X 12,500 CEC ENTMT INC COM COM 125137109 296 8,543 X 8,543 CH ENERGYGROUP INC COM 12541M102 251 5,113 X 5,113 CH ENERGY GROUP INC COM COM 12541M102 181 3,686 X 3,686 C H ROBINSON WORLDWIDE COM 12541W100 1,006 24,229 X 24,229 CIGNA CORP COM 125509109 3,477 58,916 X 58,916 CIGNA CORP COM COM 125509109 3,617 61,280 X 61,280 CKE RESTAURANTS INC COM 12561E105 168 16,960 X 16,960 CKE RESTAURANTS INC COM COM 12561E105 117 11,863 X 11,863 CLECO CORP NEW COM 12561W105 299 15,704 X 15,704 CLECO CORP NEW COM COM 12561W105 205 10,749 X 10,749 CMG INFORMATION SVCS INC COM 125750109 322 131,627 X 131,627 CMGI INC COM 125750109 221 90,073 X 90,073 CMS ENERGY CORP COM 125896100 1,069 119,431 X 119,431 CMS ENERGY CORP COM COM 125896100 818 91,441 X 91,441 CSK AUTO CORP COM 125965103 215 11,894 X 11,894 CSK AUTO CORP COM COM 125965103 147 8,109 X 8,109 CNF INC COM 12612W104 479 14,267 X 14,267 CNET NETWORKS INC COM 12613R104 372 36,014 X 36,014 CNET NETWORKS INC COM COM 12613R104 255 24,653 X 24,653 CSG SYS INTL INC COM 126349109 571 33,232 X 33,232 CSG SYS INTL INC COM 126349109 210 12,216 X 12,216 CSX CORP COM 126408103 2,706 89,341 X 89,341 CSX CORP COM COM 126408103 2,847 93,980 X 93,980 CT COMMUNICATIONS INC COM NEW 126426402 80 5,790 X 5,790 CT COMMUNICATIONS INC COM NEW COM NEW 126426402 62 4,499 X 4,499 CTS CORP COM 126501105 149 11,406 X 11,406 CTS CORP COM 126501105 100 7,680 X 7,680 CUNO INC COM 126583103 226 5,045 X 5,045 CUNO INC COM COM 126583103 169 3,784 X 3,784 CVB FINL CORP COM 126600105 268 12,916 X 12,916 CVB FINL CORP COM 126600105 193 9,297 X 9,297 CVS CORP COM 126650100 5,842 165,509 X 165,509 CVS CORP COM 126650100 6,113 173,186 X 173,186 CV THERAPEUTICS INC COM 126667104 171 11,321 X 11,321 CV THERAPEUTICS INC COM COM 126667104 102 6,713 X 6,713 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 133 14,025 X 14,025 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 97 10,255 X 10,255 CABOT CORP COM 127055101 581 17,706 X 17,706 CABOT OIL+ GAS CORP COM 127097103 264 8,649 X 8,649 CABOT OIL & GAS CORP COM COM 127097103 191 6,264 X 6,264 CABOT MICROELECTRONICS CORP COM 12709P103 575 13,643 X 13,643 CABOT MICROELECTRONICS CORP COM 12709P103 189 4,481 X 4,481 CACI INTLINC CL A 127190304 438 10,189 X 10,189 CACI INTL INC CL A CL A 127190304 297 6,907 X 6,907 CADENCE DESIGN SYS INC COM 127387108 1,107 75,128 X 75,128 CAESARS ENTMT INC COM 127687101 1,129 86,575 X 86,575 CAL DIVE INTL INC COM 127914109 309 11,968 X 11,968 CAL DIVE INTL INC COM COM 127914109 230 8,921 X 8,921 CALGON 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X 14,608 FUEL CELL ENERGY INC COM COM 35952H106 118 8,684 X 8,684 FULLER H B CO COM 359694106 287 10,095 X 10,095 FULLER H B CO COM COM 359694106 204 7,190 X 7,190 FURNITUREBRANDS INTL INC COM 360921100 516 16,010 X 16,010 G + K SERVICES CL A 361268105 239 6,410 X 6,410 G & K SVCS INC CL A CL A 361268105 161 4,334 X 4,334 GATX COM 361448103 642 28,943 X 28,943 GATX CORP COM COM 361448103 224 10,121 X 10,121 GSI COMM INC COM 36238G102 58 5,680 X 5,680 GSI COMMERCE INC COM 36238G102 44 4,377 X 4,377 GTC BIOTHERAPEUTICS INC COM 36238T104 21 9,612 X 9,612 GTC BIOTHERAPEUTICS INC COM 36238T104 6 2,553 X 2,553 GABLES RESIDENTIAL TR SH BEN I362418105 356 9,807 X 9,807 GABLES RESIDENTIAL TR SHS BEN SH BEN I362418105 230 6,342 X 6,342 GALLAGHERARTHUR J + CO COM 363576109 837 25,688 X 25,688 GAMESTOP CORP CL A 36466R101 126 7,007 X 7,007 GAME STOP CORP CL A 36466R101 89 4,948 X 4,948 GANNETT INC COM 364730101 9,981 113,242 X 113,242 GANNETT INC COM COM 364730101 10,362 117,564 X 117,564 GAP INC 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369385109 87 9,585 X 9,585 GENERAL DYNAMICS CORP COM 369550108 7,395 82,782 X 82,782 GENERAL DYNAMICS CORP COM COM 369550108 7,746 86,708 X 86,708 GENERAL ELEC CO COM 369604103 129,955 4,258,016 X 4,258,016 GENERAL ELEC CO COM COM 369604103 114,092 3,738,274 X 3,738,274 GENERAL MLS INC COM 370334104 7,306 156,505 X 156,505 GENERAL MLS INC COM COM 370334104 7,583 162,440 X 162,440 GENERAL MTRS CORP COM 370442105 11,061 234,847 X 234,847 GENERAL MTRS CORP COM COM 370442105 11,499 244,137 X 244,137 GENESCO INC COM 371532102 167 7,205 X 7,205 GENESCO INC COM COM 371532102 110 4,754 X 4,754 GENESEE +WYO INC CL A 371559105 150 6,063 X 6,063 GENESSE & WYO INC CL A CL A 371559105 108 4,353 X 4,353 GENESIS MICROCHIP INC DEL COM 37184C103 202 12,064 X 12,064 GENESIS MICROCHIP INC COM 37184C103 130 7,756 X 7,756 GENTEX CORP COM 371901109 955 22,011 X 22,011 GENLYTE GROUP INC COM 372302109 240 4,276 X 4,276 GENLYTE GROUP INC COM COM 372302109 164 2,919 X 2,919 GENTA INC COM NEW 37245M207 176 16,716 X 16,716 GENTA INC COM NEW COM NEW 37245M207 122 11,613 X 11,613 GENUINE PARTS CO COM 372460105 2,376 72,627 X 72,627 GENUINE PARTS CO COM COM 372460105 2,474 75,609 X 75,609 GENTIVA HEALTH SVCS INC COM 37247A102 129 8,301 X 8,301 GENTIVA HEALTH SVCS INC COM 37247A102 84 5,412 X 5,412 GENZYME CORP COM GENL372917104 4,381 93,641 X 93,641 GENZYME CORP COM COM GENL372917104 4,520 96,615 X 96,615 GEORGIA GULF CORP COM PAR 373200203 299 9,910 X 9,910 GEORGIA GULF CORP COM PAR COM PAR 373200203 202 6,690 X 6,690 GEORGIA PAC CORP COM 373298108 3,569 105,936 X 105,936 GEORGIA PAC CORP COM COM 373298108 3,718 110,345 X 110,345 GERBER SCIENTIFIC INC COM 373730100 43 6,366 X 6,366 GERBER SCIENTIFIC INC COM COM 373730100 33 4,914 X 4,914 GERON CORP COM 374163103 148 15,720 X 15,720 GERON CORP COM 374163103 74 7,821 X 7,821 GETTY RLTY CORP NEW COM 374297109 170 6,406 X 6,406 GETTY RLTY CORP NEW COM 374297109 96 3,606 X 3,606 GEVITY HRINC COM 374393106 135 4,624 X 4,624 GEVITY HR INC COM 374393106 94 3,236 X 3,236 GILEAD SCIENCES INC COM 375558103 3,212 57,934 X 57,934 GILLETTE CO COM 375766102 16,440 420,452 X 420,452 GILLETTE CO COM COM 375766102 14,396 368,194 X 368,194 GLACIER BANCORP INC COM 37637Q105 224 6,948 X 6,948 GLACIER BANCORP INC NEW COM COM 37637Q105 142 4,415 X 4,415 GLATFELTER COM 377316104 242 21,506 X 21,506 GLATFELTER COM 377316104 75 6,666 X 6,666 GLENBOROUGH RLTY TR INC COM 37803P105 128 5,712 X 5,712 GLENBOROUGH RLTY TR INC COM 37803P105 83 3,717 X 3,717 GLIMCHER RLTY TR SH BEN I379302102 297 10,960 X 10,960 GLIMCHER RLTY TR SHS BEN INT SH BEN I379302102 209 7,699 X 7,699 GLOBAL INDUSTRIES INC COM 379336100 138 23,312 X 23,312 GLOBAL INDS LTD COM COM 379336100 96 16,230 X 16,230 GLOBAL IMAGING SYS INC COM 37934A100 199 5,989 X 5,989 GLOBAL IMAGING SYS INC COM COM 37934A100 115 3,474 X 3,474 GLOBAL PWR EQUIP GROUP INC COM 37941P108 74 8,744 X 8,744 GLOBAL PWR EQUIP GROUP INC COM COM 37941P108 43 5,144 X 5,144 GOLD BANCCORP INC COM 379907108 205 12,586 X 12,586 GOLD BANC CORP INC COM COM 379907108 125 7,662 X 7,662 GOLDEN TELECOM INC COM 38122G107 169 4,979 X 4,979 GOLDEN TELECOM INC COM 38122G107 108 3,173 X 3,173 GOLDEN WEST FINL CORP DEL COM 381317106 7,102 63,435 X 63,435 GOLDEN WEST FINL CORP DEL COM COM 381317106 7,361 65,751 X 65,751 GOLDMAN SACHS GROUP INC COM 38141G104 21,058 201,799 X 201,799 GOLDMAN SACHS GROUP INC COM COM 38141G104 21,920 210,062 X 210,062 GOODRICH CORP COM 382388106 1,378 49,098 X 49,098 GOODRICH CORP COM 382388106 1,414 50,365 X 50,365 GOODYEAR TIRE AND RUBBER COM 382550101 1,082 126,720 X 126,720 GOODYEAR TIRE & RUBR CO COM COM 382550101 851 99,605 X 99,605 GOODYS FAMILY CLOTHING INC COM 382588101 108 7,543 X 7,543 GOODYS FAMILY CLOTHING INC COM COM 382588101 57 3,966 X 3,966 GRACE W R+ CO DEL NEW COM 38388F108 68 21,867 X 21,867 GRACE WR & CO DEL NEW COM COM 38388F108 50 16,044 X 16,044 GRACO INC COM 384109104 569 19,533 X 19,533 GRAFTECH INTL LTD COM 384313102 446 29,803 X 29,803 GRAFTECH INTERNATIONAL LTD COM 384313102 303 20,240 X 20,240 GRAINGER W W INC COM 384802104 1,830 38,129 X 38,129 GRAINGER W W INC COM COM 384802104 1,910 39,782 X 39,782 GRANITE CONSTR INC COM 387328107 560 23,565 X 23,565 GRANITE CONSTR INC COM COM 387328107 186 7,812 X 7,812 GRANT PRIDECO INC COM 38821G101 535 34,512 X 34,512 GRAY TELEVISION INC COM 389375106 209 14,290 X 14,290 GRAY TELEVISION INC COM 389375106 137 9,338 X 9,338 GREAT LAKES CHEMICAL CORP COM 390568103 810 33,982 X 33,982 GREAT LAKES CHEM CORP COM COM 390568103 650 27,251 X 27,251 GREAT PLAINS ENERGY INC COM 391164100 671 19,871 X 19,871 GREATER BAY BANCORP COM 391648102 984 33,643 X 33,643 GREATER BAY BANCORP COM COM 391648102 368 12,598 X 12,598 GREENPOINT FINL CORP COM 395384100 1,667 38,144 X 38,144 GREIF INC CL A 397624107 150 4,285 X 4,285 GREIF INC CL A COM CL A 397624107 107 3,076 X 3,076 GREY GLOBAL GROUP INC COM 39787M108 218 316 X 316 GREY GLOBAL GROUP INC COM COM 39787M108 155 225 X 225 GREY WOLFINC COM 397888108 247 59,731 X 59,731 GREY WOLF INC COM COM 397888108 168 40,699 X 40,699 GRIFFON CORP COM 398433102 193 8,946 X 8,946 GRIFFON CORP COM COM 398433102 145 6,707 X 6,707 GROUP 1 AUTOMOTIVE INC COM 398905109 212 5,854 X 5,854 GROUP 1 AUTOMOTIVE INC COM COM 398905109 151 4,164 X 4,164 GTECH HLDGS CORP COM 400518106 1,000 16,914 X 16,914 GUIDANT CORP COM 401698105 8,248 130,159 X 130,159 GUIDANT CORP COM COM 401698105 7,286 114,972 X 114,972 GUILFORD PHARMACEUTICALS INC COM 401829106 59 8,155 X 8,155 GUILFORD PHARMACEUTICALS INC COM 401829106 38 5,249 X 5,249 GUITAR CTR INC COM 402040109 202 5,452 X 5,452 GUITAR CTR INC COM COM 402040109 119 3,211 X 3,211 GYMBOREE CORP COM 403777105 163 9,692 X 9,692 GYMBOREE CORP COM COM 403777105 115 6,881 X 6,881 HCA INC COM 404119109 8,409 207,008 X 207,008 HCA INC COM 404119109 8,738 215,106 X 215,106 HCC INS HLDGS INC COM 404132102 592 18,305 X 18,305 HAEMONETICS CORP MASS COM 405024100 179 5,699 X 5,699 HAEMONETICS CORP MASS COM COM 405024100 131 4,158 X 4,158 HAIN CELESTIAL GROUP INC COM 405217100 199 9,007 X 9,007 HAIN CELESTIAL GROUP INC COM COM 405217100 164 7,425 X 7,425 HALLIBURTON CO COM 406216101 5,557 182,856 X 182,856 HALLIBURTON CO COM COM 406216101 5,776 190,066 X 190,066 HANCOCK HLDG CO COM 410120109 295 9,534 X 9,534 HANCOCK HLDG CO COM 410120109 209 6,744 X 6,744 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 5,275 120,741 X 120,741 HANCOCK JOHN FINL SVCS INC COM COM 41014S106 5,495 125,782 X 125,782 HANDLEMANCO DEL COM 410252100 186 7,777 X 7,777 HANDLEMAN CO DEL COM 410252100 139 5,791 X 5,791 HANGER ORTHOPEDIC GROUP COM NEW 41043F208 124 6,874 X 6,874 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 87 4,820 X 4,820 HANOVER COMPRESSOR CO COM 410768105 472 39,058 X 39,058 HANOVER COMPRESSOR CO COM COM 410768105 145 12,014 X 12,014 HARBOR FLBANCSHARES INC COM 411901101 217 7,474 X 7,474 HARBOR FLA BANCSHARES INC COM 411901101 159 5,484 X 5,484 HARLAND JOHN H CO COM 412693103 295 9,491 X 9,491 HARLAND JOHN H CO COM COM 412693103 221 7,089 X 7,089 HARLEY DAVIDSON INC COM 412822108 6,748 126,500 X 126,500 HARLEY DAVIDSON INC COM COM 412822108 5,944 111,430 X 111,430 HARLEYSVILLE GROUP INC COM 412824104 201 10,753 X 10,753 HARLEYSVILLE GROUP INC COM 412824104 135 7,208 X 7,208 HARLEYSVILLE NATL CORP PA COM 412850109 236 8,474 X 8,474 HARLEYSVILLE NATL CORP PA COM 412850109 161 5,779 X 5,779 HARMAN INTL INDS INC NEW COM 413086109 1,502 18,867 X 18,867 HARMONIC INC COM 413160102 241 24,790 X 24,790 HARMONIC INC COM COM 413160102 140 14,430 X 14,430 HARRAHS ENTMT INC COM 413619107 2,560 46,647 X 46,647 HARRAHS ENTMT INC COM COM 413619107 2,668 48,605 X 48,605 HARRIS CORP DEL COM 413875105 925 19,107 X 19,107 HARRIS INTERACTIVE INC COM 414549105 118 14,126 X 14,126 HARRIS INTERACTIVE INC COM 414549105 83 9,951 X 9,951 HARSCO CORP COM 415864107 533 11,721 X 11,721 HARTE HANKS INC COM 416196103 587 25,076 X 25,076 HARTFORD FINANCIAL SVCS GRP COM 416515104 7,749 121,646 X 121,646 HARTFORD FINL SVCS GROUP INC 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26,535 X 26,535 HEIDRICK + STRUGGLES INTL INC COM 422819102 141 5,879 X 5,879 HEIDRICK & STRUGGLES INTL INC COM 422819102 104 4,345 X 4,345 HEINZ H JCO COM 423074103 5,491 147,238 X 147,238 HEINZ H J CO COM COM 423074103 4,827 129,445 X 129,445 HELIX TECHNOLOGY CORP COM 423319102 225 9,273 X 9,273 HELIX TECHNOLOGY CORP COM 423319102 148 6,123 X 6,123 HELMERICHAND PAYNE INC COM 423452101 412 14,372 X 14,372 HENRY JACK + ASSOC INC COM 426281101 489 25,588 X 25,588 HERCULES INC COM 427056106 900 78,435 X 78,435 HERCULES INC COM COM 427056106 625 54,402 X 54,402 HERITAGE PPTY INVT TR INC COM 42725M107 224 7,211 X 7,211 HERITAGE PPTY INVT TR INC COM 42725M107 131 4,201 X 4,201 HERSHEY FOODS CORP COM 427866108 4,501 54,328 X 54,328 HERSHEY FOODS CORP COM 427866108 3,984 48,089 X 48,089 HEWLETT PACKARD CO COM 428236103 29,095 1,273,844 X 1,273,844 HEWLETT PACKARD CO COM COM 428236103 30,282 1,325,830 X 1,325,830 HEXCEL CORP NEW COM 428291108 52 7,183 X 7,183 HEXCEL CORP NEW COM 428291108 33 4,523 X 4,523 HIBBETT SPORTING GOODS INC COM 428565105 139 3,650 X 3,650 HIBBETT SPORTING GOODS INV COM 428565105 100 2,622 X 2,622 HIBERNIA CORP CL A 428656102 1,041 44,317 X 44,317 HIGHWOODSPPTYS INC COM 431284108 897 34,242 X 34,242 HIGHWOODS PPTYS INC COM COM 431284108 347 13,244 X 13,244 HILB ROGAL + HAMILTON CO COM 431294107 428 11,243 X 11,243 HILB ROGAL & HAMILTON CO COM 431294107 288 7,558 X 7,558 HILLENBRAND INDS INC COM 431573104 1,204 17,731 X 17,731 HILTON HOTELS CORP COM 432848109 2,566 157,927 X 157,927 HILTON HOTELS CORP COM 432848109 0 13 X 13 HILTON HOTELS CORP COM COM 432848109 2,665 163,989 X 163,989 HOLLINGERINTERNATIONAL INC CL A 435569108 297 14,999 X 14,999 HOLLINGER INTL INC CL A CL A 435569108 203 10,247 X 10,247 HOLLYWOODENTMT CORP COM 436141105 258 19,040 X 19,040 HOLLYWOOD ENTMT CORP COM COM 436141105 175 12,894 X 12,894 HOLOGIC INC COM 436440101 132 6,535 X 6,535 HOLOGIC INC COM COM 436440101 97 4,773 X 4,773 HOME DEPOT INC COM 437076102 35,491 949,976 X 949,976 HOME DEPOT INC COM COM 437076102 37,083 992,593 X 992,593 HOME PROPERTIES INC COM 437306103 447 10,960 X 10,960 HOME PROPERITIES INC COM 437306103 276 6,777 X 6,777 HOMESTOREINC COM 437852106 132 31,106 X 31,106 HOMESTORE INC COM COM 437852106 80 18,850 X 18,850 HON INDS INC COM 438092108 621 16,705 X 16,705 HONEYWELLINTL INC COM 438516106 12,138 358,575 X 358,575 HONEYWELL INTL INC COM COM 438516106 12,678 374,520 X 374,520 HOOPER HOLMES INC COM 439104100 117 18,694 X 18,694 HOOPER HOLMES INC COM COM 439104100 79 12,725 X 12,725 HORACE MANN EDUCATORS CORP NEW COM 440327104 407 25,890 X 25,890 HORACE MANN EDUCATORS CORP NEW COM 440327104 150 9,526 X 9,526 HORMEL FOODS CORP COM 440452100 1,166 39,749 X 39,749 HOSPITALITY PPTYS TR COM SH B44106M102 886 19,101 X 19,101 HOT TOPICINC COM 441339108 444 16,778 X 16,778 HOT TOPIC INC COM 441339108 305 11,521 X 11,521 HOUSTON EXPL CO COM 442120101 219 4,890 X 4,890 HOUSTON EXPL CO COM 442120101 153 3,427 X 3,427 HOVNANIANENTERPRISES INC 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ILEX ONCOLOGY INC COM 451923106 326 13,631 X 13,631 ILEX ONCOLOGY INC COM COM 451923106 225 9,426 X 9,426 ILLINOIS TOOL WKS INC COM 452308109 10,204 128,787 X 128,787 ILLINOIS TOOL WKS INC COM COM 452308109 10,612 133,935 X 133,935 IMATION CORP COM 45245A107 379 10,077 X 10,077 IMAGISTICS INTL INC COM 45247T104 242 5,500 X 5,500 IMAGISTICS INTERNATIONAL INC COM 45247T104 175 3,969 X 3,969 IMMUCOR CORP COM 452526106 115 6,336 X 6,336 IMMUCOR INC COM 452526106 81 4,487 X 4,487 IMMUNOGENINC COM 45253H101 98 14,554 X 14,554 IMMUNOGEN INC COM 45253H101 63 9,434 X 9,434 IMPAC MORT HOLDINGS INC COM 45254P102 587 21,563 X 21,563 IMPAC MTG HLDGS INC COM COM 45254P102 399 14,668 X 14,668 IMPAX LABORATORIES INC COM 45256B101 240 10,722 X 10,722 IMPAX LABORATORIES INC COM COM 45256B101 139 6,229 X 6,229 IMMUNOMEDICS INC COM 452907108 56 13,826 X 13,826 IMMUNOMEDICS INC COM 452907108 39 9,668 X 9,668 INAMED CORP COM 453235103 505 9,469 X 9,469 INAMED CORP COM 453235103 346 6,490 X 6,490 INCYTE CORP 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352 9,052 X 9,052 INFOSPACE INC NEW COM COM NEW 45678T201 241 6,198 X 6,198 INFOUSA INC NEW COM 456818301 104 9,915 X 9,915 INFOUSA INC COM NEW COM 456818301 63 5,978 X 5,978 INPUT/OUTPUT INC COM 457652105 122 15,720 X 15,720 INPUT/OUTPUT INC COM COM 457652105 80 10,345 X 10,345 INSIGHT ENTERPRISES INC COM 45765U103 317 16,452 X 16,452 INSIGHT ENTERPRISES INC COM COM 45765U103 217 11,261 X 11,261 INSITUFORM TECHNOLOGIES INC CL A 457667103 116 7,451 X 7,451 INSITUFORM TECHNOLOGIES INC CL A 457667103 83 5,312 X 5,312 INSIGHT COMMUNICATIONS INC CL A 45768V108 151 15,080 X 15,080 INSIGHT COMMN INC CL A COM CL A 45768V108 104 10,389 X 10,389 INNKEEPERS USA TR COM 4576J0104 82 8,950 X 8,950 INNKEEPERS USA TR COM COM 4576J0104 53 5,751 X 5,751 INSPIRE PHAMACEUTICAL INC COM 457733103 119 9,264 X 9,264 INSPIRE PHARMACEUTICALS INC COM 457733103 88 6,845 X 6,845 INTEGRA LIFESCIENCES CORP COM NEW 457985208 193 6,341 X 6,341 INTEGRA LIFESCIENCES HLDG CORP COM NEW 457985208 132 4,319 X 4,319 INTEGRATED DEVICE TECHNOLOGY COM 458118106 451 30,077 X 30,077 INTERGRATED ELECTRICAL SVCS COM 45811E103 119 10,578 X 10,578 INTEGRATED ELECTRICAL SVCS INC COM 45811E103 89 7,939 X 7,939 INTEGRATED CIRCUIT SYS INC COM 45811K208 518 20,698 X 20,698 INTEGRATED SILICON SOLUTION COM 45812P107 214 12,062 X 12,062 INTEGRATED SILICON SOLUTION IN COM 45812P107 127 7,148 X 7,148 INTEL CORP COM 458140100 73,638 2,707,279 X 2,707,279 INTEL CORP COM 458140100 64,627 2,375,975 X 2,375,975 INTEGRA BK CORP COM 45814P105 122 5,066 X 5,066 INTEGRA BK CORP COM COM 45814P105 88 3,643 X 3,643 INTELIDATA TECHNOLOGIES CORP COM 45814T107 14 11,532 X 11,532 INTELLISYNC CORP COM 458176104 38 11,441 X 11,441 INTELLISYNC CORP COM 458176104 29 8,765 X 8,765 INTER TELINC COM 458372109 220 7,313 X 7,313 INTER TEL INC COM COM 458372109 140 4,652 X 4,652 INTERFACEINC CL A 458665106 124 15,557 X 15,557 INTERFACE INC CL A CL A 458665106 76 9,593 X 9,593 INTERGRAPH CORP COM 458683109 310 12,772 X 12,772 INTERGRAPH CORP COM 458683109 210 8,641 X 8,641 INTERMAGNETICS GEN CORP COM 458771102 144 5,441 X 5,441 INTERMAGNETICS GEN CORP COM 458771102 93 3,508 X 3,508 INTERMUNEINC COM 45884X103 196 10,030 X 10,030 INTERMUNE INC COM COM 45884X103 124 6,341 X 6,341 INTERNATIONAL BUSINESS MACHS COM 459200101 65,166 709,561 X 709,561 IBM CORP COM COM 459200101 57,095 621,676 X 621,676 INTERNATIONAL FLAVOURS COM 459506101 1,396 39,332 X 39,332 INTL FLAVORS & FRAGRANCES INC COM 459506101 1,225 34,501 X 34,501 INTERNATIONAL GAME TECHNOLOGY COM 459902102 6,519 144,999 X 144,999 INTERNATIONAL GAME TECHNOLOGY COM 459902102 5,705 126,893 X 126,893 INTERNATIONAL MULTIFOODS CORP COM 460043102 147 5,927 X 5,927 INTERNATIONAL MULTIFOODS CORP COM 460043102 102 4,146 X 4,146 INTERNATIONAL PAPER CO COM 460146103 8,483 200,726 X 200,726 INTERNATIONAL PAPER CO COM COM 460146103 8,851 209,447 X 209,447 INTERNATIONAL RECTIFIER CORP COM 460254105 865 18,812 X 18,812 INTERNATIONAL SPEEDWAY CORP CL A 460335201 718 15,269 X 15,269 INTERNET SEC SYS INC COM 46060X107 476 26,994 X 26,994 INTERNET SEC SYS INC COM COM 46060X107 163 9,245 X 9,245 INTERPOREINTL COM 46062W107 99 6,903 X 6,903 INTERPORE INTL COM 46062W107 61 4,230 X 4,230 INTERPUBLIC GROUP COS INC COM 460690100 2,657 172,780 X 172,780 INTERPUBLIC GROUP COS INC COM COM 460690100 2,759 179,419 X 179,419 INTERSIL CORP CL A 46069S109 884 39,635 X 39,635 INTERSTATE BAKERIES CORP COM 46072H108 329 28,975 X 28,975 INTERSTATE BAKERIES CORP DEL COM 46072H108 128 11,284 X 11,284 INTERTAN INC COM 461120107 89 6,366 X 6,366 INTERTAN INC COM 461120107 66 4,691 X 4,691 INTERVOICE BRITE INC COM 461142101 192 11,469 X 11,469 INTERVOICE INC COM 461142101 135 8,043 X 8,043 INTERWOVEN INC COM NEW 46114T508 148 14,801 X 14,801 INTERWOVEN INC COM NEW 46114T508 97 9,746 X 9,746 INTUIT COM 461202103 3,701 82,925 X 82,925 INTUIT COM COM 461202103 3,268 73,230 X 73,230 INVACARE CORP COM 461203101 421 9,318 X 9,318 INVACARE CORP COM 461203101 289 6,402 X 6,402 INTUITIVESURGICAL INC COM NEW 46120E602 167 9,865 X 9,865 INTUITIVE SURGICAL INC COM NEW 46120E602 91 5,342 X 5,342 INVERESK RESH GROUP INC COM 461238107 299 10,535 X 10,535 INVERESK RESH GROUP INC COM 461238107 205 7,219 X 7,219 INVESTMENT TECHNOLOGY GROUP COM 46145F105 257 16,823 X 16,823 INVESTMENT TECH GRP COM NEW COM 46145F105 176 11,493 X 11,493 INVESTORSREAL ESTATE TR SH BEN I461730103 125 12,856 X 12,856 INVESTORS REAL ESTATE TR SBI SH BEN I461730103 81 8,337 X 8,337 INVISION TECHNOLOGIES INC COM 461851107 303 6,097 X 6,097 INVISION TECHNOLOGIES INC COM COM 461851107 200 4,017 X 4,017 INVESTORSFINL SERVICES CORP COM 461915100 779 18,861 X 18,861 INVESTORS FINANCIAL SVCS CP COM 461915100 35 840 X 840 IOMEGA CORP COM NEW 462030305 92 16,468 X 16,468 IOMEGA CORP COM NEW COM NEW 462030305 71 12,757 X 12,757 IONICS INC COM 462218108 198 6,979 X 6,979 IONICS INC COM 462218108 116 4,078 X 4,078 IRWIN FINL CORP COM 464119106 168 6,221 X 6,221 IRWIN FINL CORP COM 464119106 97 3,610 X 3,610 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 4,590 80,418 X 80,418 ISHARES TR MSCI EAF464287465 4,503 31,800 X 31,800 ISHARES TR RUSSELL 464287655 5,033 42,800 X 42,800 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 7,526 64,000 X 64,000 ISIS PHARMACEUTICALS COM 464330109 123 15,866 X 15,866 ISIS PHARMACEUTICALS COM 464330109 88 11,285 X 11,285 ISLE CAPRI CASINOS INC COM 464592104 137 5,448 X 5,448 ISLE OF CAPRIS CASINOS INC COM 464592104 89 3,541 X 3,541 ITRON INC COM 465741106 130 6,972 X 6,972 ITRON INC COM 465741106 91 4,881 X 4,881 IVAX CORP COM 465823102 1,278 56,145 X 56,145 JDS UNIPHASE CORP COM 46612J101 2,430 597,168 X 597,168 JDS UNIPHASE CORP COM COM 46612J101 2,509 616,364 X 616,364 JDA SOFTWARE GROUP INC COM 46612K108 137 9,424 X 9,424 JDA SOFTWARE GROUP INC COM 46612K108 104 7,143 X 7,143 J JILL GROUP INC COM 466189107 136 6,618 X 6,618 J JILL GROUP INC COM COM 466189107 85 4,163 X 4,163 JLG INDS INC COM 466210101 234 16,382 X 16,382 JLG INDS INC COM COM 466210101 143 10,032 X 10,032 J P MORGAN CHASE + CO COM 46625H100 36,050 859,351 X 859,351 J P MORGAN CHASE & CO COM COM 46625H100 37,528 894,594 X 894,594 J2 GLOBALCOMMUNICATIONS COM NEW 46626E205 124 5,477 X 5,477 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 91 4,050 X 4,050 JABIL CIRCUIT INC COM 466313103 2,464 83,719 X 83,719 JABIL CIRCUIT INC COM COM 466313103 2,547 86,546 X 86,546 JACK IN THE BOX INC COM 466367109 304 12,159 X 12,159 JACK IN THE BOX INC COM COM 466367109 219 8,782 X 8,782 JACOBS ENGR GROUP INC COM 469814107 715 16,025 X 16,025 JACUZZI BRANDS INC COM 469865109 252 26,862 X 26,862 JACUZZI BRANDS INC COM 469865109 174 18,574 X 18,574 JAKKS PACINC COM 47012E106 122 8,157 X 8,157 JAKKS PAC INC COM 47012E106 154 10,252 X 10,252 JANUS CAPGROUP INC COM 47102X105 1,636 99,907 X 99,907 JANUS CAP GROUP INC COM 47102X105 1,859 113,476 X 113,476 JARDEN CORP COM 471109108 331 9,322 X 9,322 JARDEN CORP COM 471109108 222 6,264 X 6,264 JEFFRIES GROUP INC NEW COM 472319102 557 15,774 X 15,774 JEFFERSONPILOT CORP COM 475070108 3,240 58,895 X 58,895 JEFFERSON PILOT CORP COM COM 475070108 3,385 61,531 X 61,531 JETBLUE AWYS CORP COM 477143101 735 29,103 X 29,103 JO ANN STORES INC COM 47758P307 184 6,543 X 6,543 JO ANN STORES INC COM 47758P307 120 4,281 X 4,281 JOHNSON +JOHNSON COM 478160104 62,851 1,239,169 X 1,239,169 JOHNSON & JOHNSON COM COM 478160104 55,054 1,085,450 X 1,085,450 JOHNSON CTLS INC COM 478366107 4,657 78,726 X 78,726 JOHNSON CTLS INC COM COM 478366107 4,894 82,742 X 82,742 JONES APPAREL GROUP INC COM 480074103 1,910 52,846 X 52,846 JONES APPAREL GROUP INC COM COM 480074103 1,983 54,848 X 54,848 JONES LANG LASALLE INC COM 48020Q107 284 11,036 X 11,036 JONES LANG LASALLE INC COM COM 48020Q107 190 7,373 X 7,373 JOURNAL REGISTER CO COM 481138105 232 11,102 X 11,102 JOURNAL REGISTER CO COM COM 481138105 158 7,564 X 7,564 JOY GLOBAL INC COM 481165108 476 16,978 X 16,978 JOY GLOBAL INC COM 481165108 318 11,342 X 11,342 KCS ENERGY INC COM 482434206 160 14,934 X 14,934 KCS ENERGY INC NEW COM COM 482434206 85 7,930 X 7,930 KFX INC COM 48245L107 125 12,077 X 12,077 KFX INC COM 48245L107 62 5,969 X 5,969 KLA TENCOR CORP COM 482480100 4,121 81,964 X 81,964 KLA TENCOR CORP COM 482480100 3,594 71,472 X 71,472 K SWISS INC CL A 482686102 229 9,373 X 9,373 K SWISS INC CL A CL A 482686102 147 6,002 X 6,002 K2 INC COM 482732104 168 10,495 X 10,495 K2 INC COM COM 482732104 100 6,212 X 6,212 K V PHARMACEUTICAL COMPANY CL A 482740206 275 11,199 X 11,199 K V PHARMACEUTICAL CO CL A CL A 482740206 200 8,125 X 8,125 KAMAN CORP CL A 483548103 118 7,959 X 7,959 KAMAN CORP CL A CL A 483548103 83 5,600 X 5,600 KANA SOFTWARE INC COM NEW 483600300 45 9,943 X 9,943 KANA SOFTWARE INC COM NEW 483600300 25 5,464 X 5,464 KANSAS CITY SOUTHERN COM NEW 485170302 304 21,906 X 21,906 KANSAS CITY SOUTHERN COM NEW COM NEW 485170302 213 15,343 X 15,343 KAYDON CORP COM 486587108 249 9,027 X 9,027 KAYDON CORP COM 486587108 184 6,670 X 6,670 KEANE INC COM 486665102 569 36,121 X 36,121 KEANE INC COM COM 486665102 212 13,481 X 13,481 KB HOME COM 48666K109 1,578 19,534 X 19,534 KB HOME COM COM 48666K109 1,664 20,593 X 20,593 KELLOGG CO COM 487836108 6,756 172,182 X 172,182 KELLOGG CO COM COM 487836108 5,907 150,540 X 150,540 KELLWOOD CO COM 488044108 356 9,059 X 9,059 KELLWOOD CO COM 488044108 252 6,433 X 6,433 KELLY SVCS INC CL A 488152208 491 16,577 X 16,577 KELLY SVCS INC CL A CL A 488152208 117 3,948 X 3,948 KEMET CORP COM 488360108 789 55,016 X 55,016 KEMET CORP COM COM 488360108 301 20,988 X 20,988 KENNAMETAL INC COM 489170100 914 22,143 X 22,143 KENNAMETAL INC COM COM 489170100 345 8,370 X 8,370 KERR MCGEE CORP COM 492386107 2,169 42,111 X 42,111 KERR MCGEE CORP COM 492386107 2,227 43,244 X 43,244 KEYCORP NEW COM 493267108 5,301 175,012 X 175,012 KEYCORP NEW COM COM 493267108 5,538 182,845 X 182,845 KEYNOTE SYS INC COM 493308100 84 6,539 X 6,539 KEYNOTE SYS INC COM COM 493308100 59 4,600 X 4,600 KEYSPAN CORP COM 49337W100 2,535 66,332 X 66,332 KEYSPAN CORP COM 49337W100 2,649 69,319 X 69,319 KEYSTONE PPTY TR CORP COM 493596100 191 7,840 X 7,840 KEYSTONE PPTY TR CORP COM COM 493596100 103 4,244 X 4,244 KIMBALL INTL INC CL B 494274103 114 7,262 X 7,262 KIMBALL INTL INC CL B CL B 494274103 81 5,153 X 5,153 KILROY RLTY CORP COM 49427F108 326 9,173 X 9,173 KILROY RLTY CORP COM COM 49427F108 219 6,162 X 6,162 KIMBERLY CLARK CORP COM 494368103 13,214 209,412 X 209,412 KIMBERLY CLARK CORP COM COM 494368103 11,528 182,701 X 182,701 KINDER MORGAN INC KANS COM 49455P101 3,244 51,481 X 51,481 KINDER MORGAN INC KANS COM COM 49455P101 3,355 53,241 X 53,241 KINDRED HEALTHCARE INC COM 494580103 226 4,484 X 4,484 KINDRED HEALTHCARE INC COM COM 494580103 144 2,866 X 2,866 KING PHARMACEUTICALS INC COM 495582108 1,695 100,657 X 100,657 KING PHARMACEUTICALS INC COM COM 495582108 1,747 103,751 X 103,751 KIRBY CORP COM 497266106 210 6,205 X 6,205 KIRBY CORP COM COM 497266106 163 4,833 X 4,833 KNIGHT RIDDER INC COM 499040103 2,444 33,359 X 33,359 KNIGHT RIDDER INC COM 499040103 2,159 29,472 X 29,472 KNIGHT TRADING GROUP INC COM 499063105 326 25,800 X 25,800 KNIGHT TRADING GROUP INC COM COM 499063105 232 18,341 X 18,341 KNIGHT TRANSN INC COM 499064103 206 8,638 X 8,638 KNIGHT TRANSN INC COM COM 499064103 139 5,824 X 5,824 KOGER EQUITY INC COM 500228101 196 8,360 X 8,360 KOGER EQUITY INC COM COM 500228101 105 4,462 X 4,462 KOHLS CORP COM 500255104 6,857 141,884 X 141,884 KOHLS CORP COM COM 500255104 6,028 124,725 X 124,725 KOMAG INC COM NEW 500453204 176 9,542 X 9,542 KOMAG INC COM NEW 500453204 102 5,517 X 5,517 KOPIN CORP COM 500600101 132 22,880 X 22,880 KOPIN CORP COM 500600101 98 16,872 X 16,872 KORN / FERRY INTL COM NEW 500643200 372 23,223 X 23,223 KORN FERRY INTL COM NEW COM NEW 500643200 143 8,954 X 8,954 KOS PHARMACEUTICALSINC COM 500648100 263 6,453 X 6,453 KOS PHARMECEUTICALS INC COM COM 500648100 131 3,226 X 3,226 KOSAN BIOSCIENCES INC COM 50064W107 76 7,117 X 7,117 KOSAN BIOSCIENCES INC COM COM 50064W107 43 4,021 X 4,021 KRAMONT RLTY TR COM SH B50075Q107 160 8,485 X 8,485 KRAMONT RLTY TR COM COM SH B50075Q107 94 4,981 X 4,981 KRISPY KREME DOUGHNUTS INC COM 501014104 599 17,455 X 17,455 KROGER CO COM 501044101 5,165 310,382 X 310,382 KROGER CO COM 501044101 81,887 4,921,099 X 4,921,099 KROGER CO COM COM 501044101 5,429 326,275 X 326,275 KROLL INC COM 501049100 346 12,873 X 12,873 KROLL INC COM COM 501049100 236 8,783 X 8,783 KRONOS INC COM 501052104 343 10,558 X 10,558 KRONOS INC COM 501052104 242 7,436 X 7,436 KULICKE +SOFFA INDS INC COM 501242101 207 17,667 X 17,667 KULICKE & SOFFA INDS INC COM 501242101 140 12,000 X 12,000 KYPHON INC COM 501577100 142 5,958 X 5,958 KYPHON INC COM 501577100 101 4,212 X 4,212 LSI LOGICCORP COM 502161102 1,477 158,147 X 158,147 LSI LOGIC CORP COM COM 502161102 1,525 163,253 X 163,253 LSI INDS INC COM 50216C108 78 6,410 X 6,410 LSI INDS INC OHIO COM COM 50216C108 48 3,931 X 3,931 LTX CORP COM 502392103 567 37,602 X 37,602 LTX CORP COM 502392103 214 14,220 X 14,220 L 3 COMMUNICATIONS HLDG CORP COM 502424104 1,792 30,136 X 30,136 LA JOLLA PHARMACEUTICAL CO COM 503459109 51 18,301 X 18,301 LA JOLLA PHARMACEUTICAL CO COM 503459109 26 9,313 X 9,313 LA QUINTACORP PAIRED C50419U202 431 57,099 X 57,099 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 290 38,485 X 38,485 LABOR READY INC COM NEW 505401208 213 15,773 X 15,773 LABOR READY INC COM NEW 505401208 132 9,744 X 9,744 LABRANCHE+ CO INC COM 505447102 187 16,722 X 16,722 LACLEDE GROUP INC COM 505597104 224 7,405 X 7,405 LACLEDE GROUP INC COM COM 505597104 139 4,595 X 4,595 LAM RESH CORP COM 512807108 957 38,102 X 38,102 LANCASTERCOLONY CORP COM 513847103 415 10,260 X 10,260 LANCE INC COM 514606102 140 8,560 X 8,560 LANCE INC COM 514606102 92 5,646 X 5,646 LANDAMERICA FINL GROUP INC COM 514936103 288 6,365 X 6,365 LANDAMERICA FINL GROUP INC COM 514936103 204 4,516 X 4,516 LANDRYS RESTAURANTS INC COM 51508L103 231 7,740 X 7,740 LANDRYS RESTAURANTS INC COM 51508L103 153 5,114 X 5,114 LANDSTAR SYS INC COM 515098101 422 10,298 X 10,298 LANDSTAR SYS INC COM COM 515098101 303 7,408 X 7,408 LASALLE HOTEL PPTYS COM SH B517942108 182 7,729 X 7,729 LASALLE HOTEL PPTYS CUM SH BEN COM SH B517942108 95 4,030 X 4,030 LATTICE SEMICONDUCTOR CORP COM 518415104 591 67,691 X 67,691 LATTICE SEMICONDUCTOR CORP COM COM 518415104 215 24,622 X 24,622 LAWSON SOFTWARE INC COM 520780107 116 14,032 X 14,032 LAWSON SOFTWARE COM 520780107 82 9,931 X 9,931 LEAR CORP COM 521865105 1,213 19,579 X 19,579 LEE ENTERPRISES INC COM 523768109 583 12,903 X 12,903 LEGGETT +PLATT INC COM 524660107 1,905 80,337 X 80,337 LEGGETT & PLATT INC COM COM 524660107 1,986 83,747 X 83,747 LEGG MASON INC COM 524901105 1,762 18,994 X 18,994 LEHMAN BROTHERS HLDGS INC COM 524908100 9,593 115,764 X 115,764 LEHMAN BROS HLDGS INC COM COM 524908100 9,980 120,427 X 120,427 LENNAR CORP CL A 526057104 2,404 44,490 X 44,490 LENNOX INTL INC COM 526107107 289 15,589 X 15,589 LENNOX INTL INC COM COM 526107107 203 10,950 X 10,950 LEUCADIA NATL CORP COM 527288104 1,065 19,982 X 19,982 LEXAR MEDIA INC COM 52886P104 355 21,410 X 21,410 LEXAR MEDIA INC COM COM 52886P104 246 14,825 X 14,825 LEXICON GENETICS INC COM 528872104 84 13,405 X 13,405 LEXICON GENETICS INC COM COM 528872104 46 7,360 X 7,360 LEXINGTONCORPORATE PPTY TR COM 529043101 281 12,908 X 12,908 LEXINGTON CORPORATE PPTYS TR COM 529043101 166 7,620 X 7,620 LEXMARK INTL INC CL A 529771107 4,944 53,743 X 53,743 LEXMARK INTERNATIONAL INC COM CL A 529771107 4,375 47,554 X 47,554 LIBBEY INC COM 529898108 134 5,181 X 5,181 LIBBEY INC COM COM 529898108 81 3,120 X 3,120 LIBERTY CORP S C COM 530370105 269 5,803 X 5,803 LIBERTY CORP COM COM 530370105 189 4,092 X 4,092 LIBERTY PROPERTY SH BEN I531172104 1,076 23,920 X 23,920 LIFEPOINTHOSPS INC COM 53219L109 780 24,117 X 24,117 LIFEPOINT HOSPS INC COM COM 53219L109 295 9,118 X 9,118 LIGAND PHARMACEUTICALS INC CL B 53220K207 430 21,379 X 21,379 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 279 13,879 X 13,879 LIGHTBRIDGE INC COM 532226107 59 9,926 X 9,926 LIGHTBRIDGE INC COM 532226107 43 7,264 X 7,264 LILLY ELI+ CO COM 532457108 31,398 469,333 X 469,333 LILLY ELI & CO COM COM 532457108 27,524 411,426 X 411,426 LIMITED BRANDS INC COM 532716107 3,895 194,736 X 194,736 LIMITED BRANDS INC COM 532716107 4,515 225,771 X 225,771 LIN TV CORP CL A 532774106 228 9,565 X 9,565 LIN TV CORP CL A CL A 532774106 164 6,872 X 6,872 LINCARE HLDGS INC COM 532791100 886 28,220 X 28,220 LINCOLN ELEC HLDGS INC COM 533900106 322 11,429 X 11,429 LINCOLN ELEC HLDGS INC COM COM 533900106 226 8,045 X 8,045 LINCOLN NATL CORP IN COM 534187109 3,517 74,315 X 74,315 LINCOLN NATL CORP IND COM COM 534187109 3,624 76,593 X 76,593 LINEAR TECHNOLOGY CORP COM 535678106 4,832 130,287 X 130,287 LINEAR TECHNOLOGY CORP COM COM 535678106 4,267 115,045 X 115,045 LINENS N THINGS INC COM 535679104 556 15,699 X 15,699 LINENS N THINGS INC COM COM 535679104 378 10,670 X 10,670 LIONBRIDGE TECHNOLOGIES INC COM 536252109 109 11,216 X 11,216 LIONBRIDGE TECHNOLOGIES INC COM 536252109 52 5,353 X 5,353 LITTELFUSE INC COM 537008104 273 7,349 X 7,349 LITTELFUSE INC COM COM 537008104 167 4,498 X 4,498 LIZ CLAIBORNE INC COM 539320101 1,668 45,460 X 45,460 LIZ CLAIBORNE INC COM COM 539320101 1,732 47,201 X 47,201 LOCAL FINL CORP COM 539553107 135 6,195 X 6,195 LOCAL FINL CORP COM COM 539553107 98 4,482 X 4,482 LOCKHEED MARTIN CORP COM 539830109 8,592 188,255 X 188,255 LOCKHEED MARTIN CORP COM COM 539830109 8,961 196,332 X 196,332 LOEWS CORP COM 540424108 4,573 77,433 X 77,433 LOEWS CORP COM COM 540424108 4,730 80,090 X 80,090 LONE STARSTEAKHOUSE + SALOON COM 542307103 152 5,193 X 5,193 LONE STAR STEAKHOUSE SALOON COM 542307103 115 3,951 X 3,951 LONE STARTECHNOLOGIES INC COM 542312103 165 9,327 X 9,327 LONE STAR TECHNOLOGIES INC COM 542312103 118 6,660 X 6,660 LONGS DRUG STORES CORP COM 543162101 396 21,018 X 21,018 LONGS DRUG STORES CORP COM COM 543162101 141 7,487 X 7,487 LONGVIEW FIBRE CO WASHINGTON COM 543213102 361 32,383 X 32,383 LONGVIEW FIBRE CO COM 543213102 133 11,924 X 11,924 LOOKSMARTLTD COM 543442107 50 25,568 X 25,568 LOOKSMART LTD COM COM 543442107 33 16,790 X 16,790 LOUISIANAPAC CORP COM 546347105 2,100 81,397 X 81,397 LOUISIANA PAC CORP COM COM 546347105 1,856 71,925 X 71,925 LOWES COSINC COM 548661107 18,440 328,517 X 328,517 LOWES COS INC COM COM 548661107 16,149 287,702 X 287,702 LUBRIZOL CORP COM 549271104 466 14,793 X 14,793 LUCENT TECHNOLOGIES INC COM 549463107 7,310 1,778,657 X 1,778,657 LUCENT TECHNOLOGIES INC COM COM 549463107 6,370 1,549,906 X 1,549,906 LUMINEX CORP DEL COM 55027E102 68 7,549 X 7,549 LUMINEX CORP DEL COM COM 55027E102 43 4,723 X 4,723 LYON WILLIAM HOMES COM 552074106 126 1,351 X 1,351 LYON WILLIAMS HOMES COM COM 552074106 114 1,218 X 1,218 LYONDELL CHEMICAL CO COM 552078107 748 50,420 X 50,420 M + T BK CORP COM 55261F104 4,473 49,787 X 49,787 M & T BK CORP COM COM 55261F104 4,662 51,891 X 51,891 MAF BANCORP INC COM 55261R108 419 9,649 X 9,649 MAF BANCORP INC COM 55261R108 290 6,683 X 6,683 MBIA 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564682102 196 5,539 X 5,539 MANUFACTURED HOME CMNTYS INC COM 564682102 114 3,239 X 3,239 MAPICS INC COM 564910107 55 6,849 X 6,849 MAPICS INC COM COM 564910107 38 4,733 X 4,733 MANUGISTICS GROUP INC COM 565011103 159 23,247 X 23,247 MANUGISTICS GROUP INC COM 565011103 96 14,028 X 14,028 MARATHON OIL CORP COM 565849106 4,782 142,013 X 142,013 MARATHON OIL CORP COM 565849106 5,004 148,605 X 148,605 MARCUS CORP COM 566330106 111 6,399 X 6,399 MARCUS CORP COM 566330106 80 4,637 X 4,637 MARSH + MCLENNAN COS INC COM 571748102 10,256 221,520 X 221,520 MARSH & MCLENNAN COS INC COM COM 571748102 8,962 193,557 X 193,557 MARSHALL + ILSLEY CORP COM 571834100 3,574 94,522 X 94,522 MARSHALL & ILSLEY CORP COM 571834100 3,686 97,488 X 97,488 MARRIOTT INTL INC NEW CL A 571903202 4,087 96,055 X 96,055 MARRIOTT INTL INC NEW CL A CL A 571903202 4,277 100,509 X 100,509 MARTEK BIOSCIENCES CORP COM 572901106 507 8,903 X 8,903 MARTEK BIOSCIENCES CORP COM 572901106 315 5,531 X 5,531 MARTIN MARIETTA MATLS INC 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195 8,118 X 8,118 MID-STATE BANCSHARES COM COM 595440108 140 5,853 X 5,853 MIDCAP SPDR TR UNIT SER595635103 7,591 68,700 X 68,700 MIDWAY GAMES INC COM 598148104 84 11,545 X 11,545 MIDWAY GAMES INC COM 598148104 46 6,351 X 6,351 MILACRON INC COM 598709103 33 9,378 X 9,378 MILACRON INC COM COM 598709103 28 7,952 X 7,952 MILLENNIUM PHARMACEUTICALS COM 599902103 1,456 86,168 X 86,168 MILLENNIUM CHEMICALS INC COM 599903101 334 22,342 X 22,342 MILLENIUM CHEMICALS INC COM 599903101 231 15,466 X 15,466 MILLER HERMAN INC COM 600544100 552 20,746 X 20,746 MILLIPORECORP COM 601073109 1,044 20,320 X 20,320 MILLIPORE CORP COM COM 601073109 906 17,637 X 17,637 MINDSPEEDTECHNOLOGIES INC COM 602682106 220 33,697 X 33,697 MINDSPEED TECH INC COM 602682106 144 22,062 X 22,062 MINE SAFETY APPLIANCES CO COM 602720104 182 6,402 X 6,402 MINE SAFETY APPLIANCES CO COM 602720104 124 4,359 X 4,359 MINERALS TECHNOLOGIES INC COM 603158106 686 12,022 X 12,022 MINERALS TECHNOLOGIES INC COM COM 603158106 242 4,231 X 4,231 MODINE MFG CO COM 607828100 471 18,065 X 18,065 MODINE MFG CO COM 607828100 147 5,655 X 5,655 MOHAWK INDS INC COM 608190104 1,571 19,076 X 19,076 MOLEX INC COM 608554101 2,410 79,313 X 79,313 MOLEX INC COM COM 608554101 2,540 83,575 X 83,575 MONACO COACH CORP COM 60886R103 243 9,051 X 9,051 MONACO COACH CORP COM COM 60886R103 158 5,898 X 5,898 MONDAVI ROBERT CORP CL A 609200100 123 3,249 X 3,249 MONDAVI ROBERT CORP CL A CL A 609200100 88 2,316 X 2,316 MONOLITHIC SYS TECHNOLOGY INC COM 609842109 101 7,513 X 7,513 MONOLITHIC SYS TECHNOLOGY INC COM 609842109 64 4,803 X 4,803 MONSANTO CO NEW COM 61166W101 4,066 110,869 X 110,869 MONSANTO CO NEW COM COM 61166W101 4,226 115,234 X 115,234 MONSTER WORLDWIDE INC COM 611742107 1,228 46,889 X 46,889 MONSTER WORLDWIDE INC COM COM 611742107 1,074 40,984 X 40,984 MONY GROUP INC COM 615337102 426 13,538 X 13,538 MOODYS CORP COM 615369105 4,395 62,080 X 62,080 MOODYS CORP COM COM 615369105 3,889 54,930 X 54,930 MOOG INC CL A 615394202 313 9,186 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817826209 79 5,223 X 5,223 SHAW GROUP INC COM 820280105 234 21,629 X 21,629 SHAW GROUP INC COM COM 820280105 151 13,946 X 13,946 SHERWIN WILLIAMS CO COM 824348106 2,342 60,949 X 60,949 SHERWIN WILLIAMS CO COM COM 824348106 2,455 63,880 X 63,880 SHOPKO STORES INC COM 824911101 133 9,069 X 9,069 SHOPKO STORES INC COM COM 824911101 98 6,720 X 6,720 SHUFFLE MASTER INC COM 825549108 277 5,961 X 5,961 SHUFFLE MASTER INC COM 825549108 192 4,121 X 4,121 SIEBEL SYS INC COM 826170102 2,379 206,294 X 206,294 SIEBEL SYS INC COM 826170102 2,504 217,137 X 217,137 SIERRA HEALTH SVCS INC COM 826322109 321 8,810 X 8,810 SIERRA HEALTH SVCS INC COM COM 826322109 220 6,037 X 6,037 SIERRA PAC RES NEW COM 826428104 552 74,640 X 74,640 SIERRA PAC RES NEW COM COM 826428104 211 28,498 X 28,498 SIGMA ALDRICH COM 826552101 1,604 28,968 X 28,968 SIGMA ALDRICH CORP COM 826552101 1,420 25,645 X 25,645 SILICON LABORATORIES INC COM 826919102 775 14,660 X 14,660 SILGAN HLDGS INC COM 827048109 164 3,588 X 3,588 SILGAN HLDGS INC COM COM 827048109 112 2,452 X 2,452 SILICON GRAPHICS INC COM 827056102 184 72,557 X 72,557 SILICON GRAPHICS INC COM COM 827056102 119 46,714 X 46,714 SILICON STORAGE TECHNOLOGY INC COM 827057100 365 28,215 X 28,215 SILICON STORAGE TECHNOLOGY INC COM 827057100 253 19,559 X 19,559 SILICON IMAGE INC COM 82705T102 255 24,644 X 24,644 SILICON IMAGE INC COM COM 82705T102 168 16,254 X 16,254 SILICON VY BANCSHARES COM 827064106 664 20,455 X 20,455 SILICON VALLEY BANCSHARES COM COM 827064106 231 7,119 X 7,119 SIMMONS 1ST NATL CORP CL A $1 828730200 129 4,677 X 4,677 SIMMONS 1ST NATL CORP CLA $5 CL A $1 828730200 92 3,354 X 3,354 SIMON PPTY GROUP INC NEW COM 828806109 4,668 79,878 X 79,878 SIMON PPTY GROUP INC NEW COM COM 828806109 4,854 83,059 X 83,059 SIMPSON MFG INC COM 829073105 259 5,284 X 5,284 SIMPSON MFG INC COM 829073105 174 3,557 X 3,557 SINCLAIR BROADCAST GROUP INC CL A 829226109 187 14,985 X 14,985 SINCLAIR BROADCAST GRP INC CLA CL A 829226109 111 8,900 X 8,900 SIPEX CORP 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CORP COM 857477103 7,593 145,653 X 145,653 STATEN ISBANCORP INC COM 857550107 469 18,845 X 18,845 STATEN IS BANCORP INC COM COM 857550107 333 13,395 X 13,395 THE STEAKAND SHAKE COMPANY COM 857873103 173 8,968 X 8,968 STEAK N SHAKE CO COM 857873103 105 5,433 X 5,433 STEEL DYNAMICS INC COM 858119100 331 13,342 X 13,342 STEEL DYNAMICS INC COM COM 858119100 227 9,156 X 9,156 STEIN MART INC COM 858375108 102 7,397 X 7,397 STEIN MART INC COM COM 858375108 71 5,120 X 5,120 STELLENT INC COM 85856W105 46 6,155 X 6,155 STELLENT INC COM 85856W105 31 4,171 X 4,171 STERLING BANCSHARES INC COM 858907108 189 14,150 X 14,150 STERLING BANCSHARES INC COM 858907108 127 9,506 X 9,506 STERICYCLE INC COM 858912108 579 12,072 X 12,072 STERIS CORP COM 859152100 514 19,919 X 19,919 STERLING BANCORP COM 859158107 125 4,287 X 4,287 STERLING BANCORP COM COM 859158107 90 3,079 X 3,079 STERLING FINL CORP COM 859317109 215 8,360 X 8,360 STERLING FINL CORP COM 859317109 127 4,925 X 4,925 STERLING FINL CORP WASH COM 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180,432 X 180,432 TEMPLE INLAND INC COM 879868107 1,447 22,852 X 22,852 TEMPLE INLAND INC COM COM 879868107 1,508 23,815 X 23,815 TELETECH HLDGS INC COM 879939106 78 12,520 X 12,520 TELETECH HLDGS INC COM 879939106 62 9,967 X 9,967 TENET HEALTHCARE CORP COM 88033G100 2,161 193,672 X 193,672 TENET HEALTHCARE CORP COM COM 88033G100 2,262 202,686 X 202,686 TENNANT CO COM 880345103 128 3,222 X 3,222 TENNANT CO COM 880345103 88 2,213 X 2,213 TENNECO AUTOMOTIVE INC COM 880349105 178 14,015 X 14,015 TENNECO AUTO INC COM COM 880349105 123 9,664 X 9,664 TERADYNE INC COM 880770102 1,905 79,936 X 79,936 TERADYNE INC COM COM 880770102 1,653 69,365 X 69,365 TERAYON COMMUNICATION SYS COM 880775101 80 23,321 X 23,321 TERAYON COMMUNICATION SYS COM COM 880775101 51 15,021 X 15,021 TEREX CORP NEW COM 880779103 573 15,505 X 15,505 TEREX CORP NEW COM 880779103 384 10,396 X 10,396 TESORO PETE CORP COM 881609101 409 21,765 X 21,765 TESORO PETE CORP COM 881609101 285 15,180 X 15,180 TETRA TECHNOLOGIES INC 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