13F-HR 1 data13f.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: September 30, 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: James A. Granese Title: Assistant Vice-President Phone: 813-801-2533 Signature, Place, and Date of Signing: /s/James A. Granese Tampa, Florida November 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: 4,298 Form 13F Information Table Value Total ($000): 10,742,568 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 132 10,578 X 10,578 AAR CORP COM 000361105 86 6,934 X 6,934 ADC TELECOMMUNICATIONS INC COM 000886101 622 343,817 X 343,817 ADC TELECOMMUNICATIONS INC COM 000886101 651 359,824 X 359,824 ADC TELECOMMUNICATIONS INC COM 000886101 165 91,190 X 91,190 ABM INDS INC COM 000957100 225 11,162 X 11,162 ABM INDUSTRIES INC COM 000957100 159 7,877 X 7,877 AFLAC INC COM 001055102 8,452 215,561 X 215,561 AFLAC INC COM 001055102 8,917 227,428 X 227,428 AFLAC INC COM 001055102 2,242 57,173 X 57,173 AGCO CORP COM 001084102 562 24,841 X 24,841 AGL RES INC COM 001204106 550 17,876 X 17,876 AES CORP COM 00130H105 2,745 274,754 X 274,754 AES CORPORATION COM 00130H105 2,419 242,093 X 242,093 AES CORP COM 00130H105 728 72,873 X 72,873 AK STL HLDG CORP COM 001547108 262 32,087 X 32,087 AK STEEL HOLDING CORP COM 001547108 171 20,978 X 20,978 AMB PPTY CORP COM 00163T109 842 22,755 X 22,755 AMC ENTMTINC COM 001669100 191 10,000 X 10,000 AMC ENTERTAINMENT INC COM 001669100 121 6,304 X 6,304 AMLI RESIDENTIAL PPTYS TR SH BEN I001735109 248 8,125 X 8,125 AMLI RESIDENTIAL PROPERTIES SH BEN I001735109 153 5,012 X 5,012 AT+T CORP COM NEW 001957505 4,837 337,788 X 337,788 AT&T CORP COM NEW 001957505 5,049 352,613 X 352,613 AT&T CORP COM NEW 001957505 1,283 89,591 X 89,591 ATMI INC COM 00207R101 195 9,517 X 9,517 ATMI INC COM 00207R101 123 5,987 X 5,987 AT + T WIRELESS SVCS INC COM 00209A106 17,147 1,160,179 X 1,160,179 AT&T WIRELESS SERVICES INC COM 00209A106 17,973 1,216,039 X 1,216,039 A T&T WIRELESS SERVICES COM 00209A106 4,548 307,714 X 307,714 AARON RENTS INC COM 002535201 279 12,801 X 12,801 AARON RENTS INC COM 002535201 164 7,558 X 7,558 ABBOTT LABS COM 002824100 28,108 663,559 X 663,559 ABBOTT LABORATORIES COM 002824100 24,882 587,385 X 587,385 ABBOTT LABORATORIES COM 002824100 7,455 175,996 X 175,996 ABERCROMBIE AND FITCH CO CL A 002896207 820 26,027 X 26,027 ABGENIX INC COM 00339B107 258 26,137 X 26,137 ABGENIX INC COM 00339B107 159 16,122 X 16,122 ACADIA RLTY TR COM SH B004239109 118 8,031 X 8,031 ACADIA REALTY TRUST COM SH B004239109 67 4,554 X 4,554 ACCELRYS INC COM 00430U103 62 9,511 X 9,511 PHARMACOPEIA INC COM 00430U103 33 5,027 X 5,027 ACCREDITED HOME LENDERS HLDG COM 00437P107 204 5,304 X 5,304 ACCREDITED HOME LENDERS HOLDIN COM 00437P107 126 3,272 X 3,272 ACTIVISION INC NEW COM NEW 004930202 528 38,092 X 38,092 ACTEL CORP COM 004934105 128 8,453 X 8,453 ACTEL CORP COM 004934105 87 5,718 X 5,718 ACTIVCARDCORP COM 00506J107 71 11,582 X 11,582 ACTIVCARD CORP COM 00506J107 45 7,348 X 7,348 ACTUATE CORP COM 00508B102 62 17,605 X 17,605 ACTUATE CORP COM 00508B102 38 10,859 X 10,859 ACTUANT CORP CL A NEW00508X203 309 7,507 X 7,507 ACTUANT CORP CL A NEW00508X203 187 4,536 X 4,536 ACUITY BRANDS INC COM 00508Y102 304 12,794 X 12,794 ACUITY BRANDS INC COM 00508Y102 206 8,687 X 8,687 ACXIOM CORP COM 005125109 562 23,677 X 23,677 ADAPTEC INC COM 00651F108 289 38,048 X 38,048 ADAPTEC INC COM 00651F108 168 22,059 X 22,059 ADESA INC COM 00686U104 429 26,097 X 26,097 ADMINISTAFF INC COM 007094105 83 7,106 X 7,106 ADMINISTAFF INC COM 007094105 47 4,012 X 4,012 ADOBE SYSINC COM 00724F101 5,042 101,917 X 101,917 ADOBE SYSTEMS INC COM 00724F101 4,490 90,762 X 90,762 ADOBE SYSTEMS INC COM COM 00724F101 1,337 27,031 X 27,031 ADOLOR CORP COM 00724X102 151 13,429 X 13,429 ADOLOR CORP COM 00724X102 96 8,563 X 8,563 ADTRAN INC COM 00738A106 497 21,924 X 21,924 ADVANCED DIGITAL INFORMATION COM 007525108 191 21,975 X 21,975 ADVANCED DIGITAL INFORMATION C COM 007525108 116 13,323 X 13,323 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 387 24,348 X 24,348 ADVANCED NEUROMODULATION SYS COM 00757T101 196 6,452 X 6,452 ADVANCED NEUROMODULATION SYSTE COM 00757T101 117 3,869 X 3,869 ADVO INC COM 007585102 284 9,180 X 9,180 ADVO INC COM 007585102 195 6,317 X 6,317 ADVISORY BRD CO COM 00762W107 192 5,719 X 5,719 ADVISORY BOARD CO/THE COM 00762W107 119 3,528 X 3,528 ADVANCED MED OPTICS INC COM 00763M108 443 11,207 X 11,207 ADVANCED MEDICAL OPTICS INC COM 00763M108 246 6,223 X 6,223 AEROFLEX INC COM 007768104 215 20,349 X 20,349 AEROFLEX INC COM 007768104 148 14,045 X 14,045 AEROPOSTALE COM 007865108 868 33,114 X 33,114 AEROPOSTALE INC COM 007865108 292 11,130 X 11,130 ADVANCED MICRO DEVICES INC COM 007903107 1,961 150,859 X 150,859 ADVANCED MICRO DEVICES INC COM 007903107 2,053 157,901 X 157,901 ADVANCED MICRO DEVICES COM 007903107 520 40,012 X 40,012 ADVANTA CORP CL B 007942204 175 7,251 X 7,251 ADVANTA CORP CL B 007942204 108 4,472 X 4,472 ADVENT SOFTWARE INC COM 007974108 283 16,816 X 16,816 ADVENT SOFTWARE INC COM 007974108 80 4,735 X 4,735 AETNA INC COM 00817Y108 6,523 65,272 X 65,272 AETNA INC COM 00817Y108 6,863 68,681 X 68,681 AETNA INC COM 00817Y108 1,730 17,312 X 17,312 AFFILIATED COMPUTER SVCS INC CL A 008190100 3,028 54,394 X 54,394 AFFILIATED COMPUTER SERVICES I CL A 008190100 3,211 57,675 X 57,675 AFFILIATED COMPUTER SVCS-A CL A 008190100 803 14,427 X 14,427 AFFILIATED MANAGERS GROUP INC COM 008252108 416 7,766 X 7,766 AFFILIATED MANAGERS GROUP COM 008252108 257 4,791 X 4,791 AFFORDABLE RESIDENTIAL CMNTYS COM 008273104 117 8,033 X 8,033 AFFORDABLE RESIDENTIAL COMMU COM 008273104 72 4,955 X 4,955 AGILENT TECHNOLOGIES INC COM 00846U101 4,452 206,403 X 206,403 AGILENT TECHNOLOGIES INC COM 00846U101 3,907 181,112 X 181,112 AGILENT TECHNOLOGIES INC COM 00846U101 1,181 54,744 X 54,744 AGILE SOFTWARE CORP DEL COM 00846X105 129 16,292 X 16,292 AGILE SOFTWARE CORP COM 00846X105 82 10,302 X 10,302 AGILYSYS INC COM 00847J105 172 9,974 X 9,974 AGILYSYS INC COM 00847J105 119 6,892 X 6,892 AIR PRODS+ CHEMS INC COM 009158106 5,254 96,609 X 96,609 AIR PRODUCTS & CHEMICALS INC COM 009158106 5,561 102,268 X 102,268 AIR PRODUCTS&CHEMICALS INC COM 009158106 1,393 25,624 X 25,624 AIRGAS INC COM 009363102 956 39,699 X 39,699 AIRGAS INC COM 009363102 291 12,098 X 12,098 AIRTRAN HOLDINGS INC COM 00949P108 503 50,515 X 50,515 AIRTRAN HOLDINGS INC COM 00949P108 173 17,404 X 17,404 AIRSPAN NETWORKS INC COM 00950H102 54 10,034 X 10,034 AIRSPAN NETWORKS INC COM 00950H102 26 4,815 X 4,815 ALABAMA NATL BANCORPORATION DE COM 010317105 253 4,234 X 4,234 ALABAMA NATIONAL BANCORP COM 010317105 151 2,529 X 2,529 ALAMOSA HOLDINGS INC COM 011589108 179 23,485 X 23,485 ALAMOSA HOLDINGS INC COM 011589108 96 12,516 X 12,516 ALASKA AIR GROUP INC COM 011659109 418 16,850 X 16,850 ALASKA AIR GROUP INC COM 011659109 128 5,162 X 5,162 ALBANY INTL CORP CL A 012348108 236 7,910 X 7,910 ALBANY INTERNATIONAL CORP CL A 012348108 170 5,694 X 5,694 ALBANY MOLECULAR RESH INC COM 012423109 83 8,652 X 8,652 ALBANY MOLECULAR RESEARCH INC COM 012423109 53 5,498 X 5,498 ALBEMARLECORP COM 012653101 744 21,192 X 21,192 ALBEMARLE CORP COM 012653101 240 6,837 X 6,837 ALBERTO CULVER CO COM 013068101 1,676 38,549 X 38,549 ALBERTO-CULVER CO COM 013068101 1,776 40,841 X 40,841 ALBERTO-CULVER CO COM 013068101 445 10,224 X 10,224 ALBERTSONS INC COM 013104104 3,741 156,330 X 156,330 ALBERTSONS INC COM 013104104 3,928 164,149 X 164,149 ALBERTSON'S INC COM 013104104 992 41,463 X 41,463 ALCOA INC COM 013817101 12,419 369,718 X 369,718 ALCOA INC COM 013817101 13,012 387,371 X 387,371 ALCOA INC COM 013817101 3,294 98,060 X 98,060 ALDERWOODS GROUP INC COM 014383103 132 13,386 X 13,386 ALDERWOODS GROUP INC COM 014383103 82 8,365 X 8,365 ALEXANDER+ BALDWIN INC COM 014482103 847 24,970 X 24,970 ALEXANDER & BALDWIN INC COM 014482103 281 8,273 X 8,273 ALEXANDERS INC COM 014752109 142 712 X 712 ALEXANDER'S INC COM 014752109 87 435 X 435 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 386 5,881 X 5,881 ALEXANDRIA REAL ESTATE EQUITY COM 015271109 264 4,018 X 4,018 ALEXION PHARMACEUTICALS INC COM 015351109 159 8,842 X 8,842 ALEXION PHARMACEUTICALS INC COM 015351109 82 4,569 X 4,569 ALFA CORP COM 015385107 162 11,623 X 11,623 ALFA CORP COM 015385107 102 7,287 X 7,287 ALIGN TECHNOLOGY INC COM 016255101 240 15,710 X 15,710 CABLE & WIRELESS PLC COM 016255101 163 10,644 X 10,644 ALKERMES INC COM 01642T108 331 28,720 X 28,720 ALKERMES INC COM 01642T108 204 17,715 X 17,715 ALLEGHENYENERGY INC COM 017361106 862 54,028 X 54,028 ALLEGHENY ENERGY INC COM 017361106 905 56,681 X 56,681 ALLEGHENY ENERGY INC COM 017361106 229 14,329 X 14,329 ALLEGHENYTECHNOLOGIES INC COM 01741R102 1,286 70,449 X 70,449 ALLEGHENY TECHNOLOGIES INC COM 01741R102 995 54,510 X 54,510 ALLEGHENY TECHNOLOGIES INC CUSIPCHGD COM 01741R102 196 10,741 X 10,741 ALLERGAN INC COM 018490102 4,062 55,988 X 55,988 ALLERGAN INC COM 018490102 3,595 49,555 X 49,555 ALLERGAN INC COM 018490102 1,077 14,850 X 14,850 ALLIANCE DATA SYSTEMS CORP COM 018581108 903 22,256 X 22,256 ALLIANCE GAMING CORP COM NEW 01859P609 265 17,576 X 17,576 ALLIANCE GAMING CORP COM NEW 01859P609 159 10,586 X 10,586 ALLIANT ENERGY CORP COM 018802108 775 31,164 X 31,164 ALLIANT TECHSYSTEMS INC COM 018804104 626 10,344 X 10,344 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 1,197 135,248 X 135,248 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 1,259 142,288 X 142,288 ALLIED WASTE INDUSTRIES COM PAR$019589308 317 35,872 X 35,872 ALLMERICAFINL CORP COM 019754100 394 14,649 X 14,649 ALLSCRIPTS HEATHCARE SOLUT COM 01988P108 78 8,713 X 8,713 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 44 4,882 X 4,882 ALLSTATE CORP COM 020002101 14,135 294,550 X 294,550 ALLSTATE CORP COM 020002101 14,878 310,022 X 310,022 ALLSTATE CORP COM 020002101 3,749 78,123 X 78,123 ALLTEL CORP COM 020039103 7,194 131,019 X 131,019 ALLTEL CORP COM 020039103 7,558 137,638 X 137,638 ALLTEL CORP COM 020039103 1,908 34,750 X 34,750 ALPHARMAINC CL A 020813101 252 13,761 X 13,761 ALPHARMA INC CL A 020813101 152 8,297 X 8,297 ALTERA CORP COM 021441100 3,092 158,006 X 158,006 ALTERA CORP COM 021441100 2,804 143,292 X 143,292 ALTERA CORPORATION COM 021441100 820 41,908 X 41,908 ALTIRIS INC COM 02148M100 213 6,720 X 6,720 ALTIRIS INC COM 02148M100 131 4,146 X 4,146 ALTRIA GROUP INC COM 02209S103 41,023 872,096 X 872,096 ALTRIA GROUP INC COM 02209S103 36,285 771,374 X 771,374 ALTRIA GROUP INC COM 02209S103 10,881 231,306 X 231,306 AMBAC FINL GROUP INC COM 023139108 3,686 46,099 X 46,099 AMBAC FINANCIAL GROUP INC COM 023139108 3,883 48,565 X 48,565 AMBAC FINANCIAL GROUP INC COM 023139108 978 12,227 X 12,227 AMCOL INTL CORP COM 02341W103 131 6,834 X 6,834 AMCOL INTERNATIONAL CORP COM 02341W103 80 4,158 X 4,158 AMERADA HESS CORP COM 023551104 3,448 38,740 X 38,740 AMERADA HESS CORP COM 023551104 3,653 41,046 X 41,046 AMERADA HESS CORP COM 023551104 914 10,275 X 10,275 AMEREN CORP COM 023608102 3,811 82,575 X 82,575 AMEREN CORP COM 023608102 3,967 85,961 X 85,961 AMEREN CORPORATION COM 023608102 1,011 21,901 X 21,901 AMERICA WEST HLDG CORP CL B 023657208 70 12,931 X 12,931 AMERICA WEST HOLDINGS CORP CL B 023657208 34 6,253 X 6,253 AMCORE FINL INC COM 023912108 204 7,205 X 7,205 AMCORE FINANCIAL INC COM 023912108 147 5,176 X 5,176 AMERICAN ELEC PWR INC COM 025537101 5,375 168,171 X 168,171 AMERICAN ELECTRIC POWER CO INC COM 025537101 5,677 177,641 X 177,641 AMERICAN ELECTRIC POWER COM 025537101 1,426 44,604 X 44,604 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 727 19,741 X 19,741 AMERICAN EQUITY INVT LIFE COM 025676206 64 6,766 X 6,766 AMERICAN EQUITY INVT LIFE HL COM 025676206 40 4,174 X 4,174 AMERICAN EXPRESS CO COM 025816109 27,730 538,870 X 538,870 AMERICAN EXPRESS COM 025816109 24,586 477,763 X 477,763 AMERICAN EXPRESS CO COM 025816109 7,355 142,925 X 142,925 AMERICAN FINL GROUP INC OHIO COM 025932104 606 20,266 X 20,266 AMERICAN FINL RLTY TR COM 02607P305 492 34,894 X 34,894 AMERICAN FINANCIAL REALTY TRUS COM 02607P305 304 21,523 X 21,523 AMERICAN GREETINGS CORP CL A 026375105 968 38,550 X 38,550 AMERICAN GREETINGS CL A 026375105 321 12,766 X 12,766 AMERICAN HEALTHWAYS INC COM 02649V104 271 9,313 X 9,313 AMERICAN HEALTHWAYS INC COM 02649V104 168 5,762 X 5,762 AMERICAN HOME MTG INVT CORP COM 02660R107 305 10,923 X 10,923 AMERICAN HOME MORTGAGE INV COM 02660R107 207 7,405 X 7,405 AMERICAN INTL GROUP INC COM 026874107 75,293 1,107,406 X 1,107,406 AMERICAN INTERNATIONAL GROUP COM 026874107 79,010 1,162,090 X 1,162,090 AMERICAN INTERNATIONAL GROUP COM 026874107 19,970 293,718 X 293,718 AMERICAN ITALIAN PASTA CO CL A 027070101 93 3,547 X 3,547 AMERICAN ITALIAN PASTA CO CL A 027070101 135 5,149 X 5,149 AMERICAN MED SYS HLDGS COM 02744M108 287 7,913 X 7,913 AMERICAN MED SYSTEMS HOLDINGS COM 02744M108 190 5,229 X 5,229 AMERICAN PWR CONVERSION CORP COM 029066107 1,481 85,173 X 85,173 AMERICAN POWER CONVERSION COM 029066107 1,555 89,397 X 89,397 AMERICAN POWER CONVERSION COM 029066107 393 22,590 X 22,590 AMERICAN STD COS INC DEL COM 029712106 3,538 90,923 X 90,923 AMERICAN STANDARD COS INC COM 029712106 3,138 80,658 X 80,658 AMERICAN STANDARD COS INC COM 029712106 938 24,116 X 24,116 AMERICAN STS WTR CO COM 029899101 124 4,979 X 4,979 AMERICAN STATES WATER CO COM 029899101 83 3,349 X 3,349 AMERICAN SUPERCONDUCTOR CORP COM 030111108 99 7,994 X 7,994 AMERICAN SUPERCONDUCTOR CORP COM 030111108 61 4,932 X 4,932 AMERICAN WOODMARK CORP COM 030506109 135 3,650 X 3,650 AMERICAN WOODMARK CORP COM 030506109 85 2,300 X 2,300 AMERICREDIT CORP COM 03060R101 906 43,370 X 43,370 AMERUS GROUP CO COM 03072M108 954 23,277 X 23,277 AMERUS GROUP CO COM 03072M108 323 7,883 X 7,883 AMERISOURCEBERGEN CORP COM 03073E105 2,567 47,791 X 47,791 AMERISOURCEBERGEN CORP COM 03073E105 2,665 49,625 X 49,625 AMERISOURCEBERGEN CORP COM 03073E105 681 12,676 X 12,676 AMERIGROUP CORP COM 03073T102 479 8,507 X 8,507 AMERIGROUP CORP COM 03073T102 279 4,959 X 4,959 AMETEK INC NEW COM 031100100 569 18,773 X 18,773 AMGEN INC COM 031162100 30,570 538,112 X 538,112 AMGEN INC COM 031162100 27,069 476,491 X 476,491 AMGEN INC COM 031162100 8,108 142,724 X 142,724 AMIS HLDGS INC COM 031538101 137 10,109 X 10,109 AMIS HOLDINGS INC COM 031538101 84 6,236 X 6,236 AMPHENOL CORP NEW CL A 032095101 835 24,359 X 24,359 AMSOUTH BANCORPORATION COM 032165102 3,669 150,352 X 150,352 AMSOUTH BANCORP COM 032165102 3,859 158,141 X 158,141 AMSOUTH BANCORPORATION COM 032165102 973 39,878 X 39,878 AMSURG CORP COM 03232P405 210 9,913 X 9,913 AMSURG CORP COM 03232P405 124 5,835 X 5,835 ANADARKO PETE CORP COM 032511107 7,057 106,351 X 106,351 ANADARKO PETROLEUM CORP COM 032511107 7,408 111,634 X 111,634 ANADARKO PETROLEUM CORP COM 032511107 1,872 28,208 X 28,208 ANALOG DEVICES INC COM 032654105 6,237 160,827 X 160,827 ANALOG DEVICES INC COM 032654105 5,490 141,555 X 141,555 ANALOG DEVICES COM 032654105 1,654 42,656 X 42,656 ANALOGIC CORP COM PAR 032657207 157 3,761 X 3,761 ANALOGIC CORP COM PAR 032657207 97 2,320 X 2,320 ANAREN INC COM 032744104 121 8,998 X 8,998 ANAREN INC COM 032744104 70 5,166 X 5,166 ANCHOR BANCORP WIS INC COM 032839102 179 6,914 X 6,914 ANCHOR BANCORP WISCONSIN INC COM 032839102 114 4,396 X 4,396 ANDREW CORP COM 034425108 837 68,346 X 68,346 ANDREW CORP COM 034425108 873 71,291 X 71,291 ANDREW CORP COM 034425108 222 18,127 X 18,127 ANHEUSER BUSCH COS INC COM 035229103 17,006 340,458 X 340,458 ANHEUSER-BUSCH COS INC COM 035229103 15,079 301,885 X 301,885 ANHEUSER-BUSCH COS INC. COM 035229103 4,510 90,300 X 90,300 ANIXTER INTL INC COM 035290105 326 9,303 X 9,303 ANIXTER INTERNATIONAL INC COM 035290105 208 5,935 X 5,935 ANNTAYLORSTORES CORP COM 036115103 460 19,645 X 19,645 ANSYS INC COM 03662Q105 231 4,650 X 4,650 ANSYS INC COM 03662Q105 165 3,324 X 3,324 ANTHEM INC COM 03674B104 5,178 59,341 X 59,341 ANTHEM INC COM 03674B104 5,442 62,370 X 62,370 ANTHEM INC COM 03674B104 1,373 15,739 X 15,739 ANTEON INTERNATIONAL CORP COM 03674E108 317 8,657 X 8,657 ANTEON INTERNATIONAL CORP COM 03674E108 204 5,571 X 5,571 ANSWERTHINK INC COM 036916104 80 14,886 X 14,886 ANSWERTHINK INC COM 036916104 49 9,182 X 9,182 ANTHRACITE CAP INC COM 037023108 190 17,065 X 17,065 ANTHRACITE CAPITAL INC COM 037023108 108 9,712 X 9,712 ANTIGENICS INC DEL COM 037032109 48 7,941 X 7,941 ANTIGENICS INC COM 037032109 30 5,035 X 5,035 ANWORTH MTG ASSET CORP 1 COM 037347101 159 13,991 X 13,991 ANWORTH MORTGAGE ASSET CORP COM 037347101 106 9,350 X 9,350 AON CORP COM 037389103 3,858 134,247 X 134,247 AON CORP COM 037389103 4,055 141,109 X 141,109 AON CORP COM 037389103 1,023 35,606 X 35,606 APACHE CORP COM 037411105 6,943 138,565 X 138,565 APACHE CORP COM 037411105 7,262 144,920 X 144,920 APACHE CORP COM 037411105 1,842 36,752 X 36,752 APARTMENTINVT. + MGMT CO CL A 03748R101 1,399 40,229 X 40,229 APARTMENT INVESTMENT CL A 03748R101 1,466 42,143 X 42,143 APARTMENT INVT&MGMT CO -A CL A 03748R101 371 10,670 X 10,670 APOGEE ENTERPRISES INC COM 037598109 100 7,709 X 7,709 APOGEE ENTERPRISES INC COM 037598109 78 5,997 X 5,997 APOLLO GROUP INC CL A 037604105 6,015 81,980 X 81,980 APOLLO GROUP INC CL A 037604105 5,312 72,394 X 72,394 APOLLO GROUP INC-CL A CL A 037604105 1,595 21,744 X 21,744 APOLLO INVT CORP COM 03761U106 281 19,866 X 19,866 APOLLO INVESTMENT CORP COM 03761U106 173 12,254 X 12,254 APPLE COMPUTER COM 037833100 6,389 164,885 X 164,885 APPLE COMPUTER INC COM 037833100 6,691 172,659 X 172,659 APPLE COMPUTER INC COM 037833100 1,695 43,732 X 43,732 APPLEBEESINTL INC COM 037899101 571 22,593 X 22,593 APRIA HEALTHCARE GROUP INC COM 037933108 809 29,687 X 29,687 APRIA HEALTHCARE GROUP INC COM 037933108 274 10,066 X 10,066 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,619 85,788 X 85,788 APPLERA CORP-APPLIED BIOSYST COM AP B038020103 1,718 91,038 X 91,038 APPLIED BIOSYSTEMS GROUP-APP O GRP COM AP B038020103 429 22,753 X 22,753 APPLERA CORP CELERA GENOMICS COM CE G038020202 299 25,586 X 25,586 APPLERA CORP-APPLIED BIOSYST COM CE G038020202 181 15,443 X 15,443 APPLIED INDL TECHNOLOGIES INC COM 03820C105 216 6,056 X 6,056 APPLIED INDUSTRIAL TECHNOLOGY COM 03820C105 113 3,155 X 3,155 APPLIED MATERIALS INC COM 038222105 11,903 721,822 X 721,822 APPLIED MATERIALS INC COM 038222105 10,520 637,990 X 637,990 APPLIED MATERIALS INC COM 038222105 3,157 191,448 X 191,448 APPLIED MICRO CIRCUITS CORP COM 03822W109 417 133,097 X 133,097 APPLIED MICRO CIRCUITS CORP COM 03822W109 387 123,532 X 123,532 APPLIED MICRO CIRCUITS CORP COM 03822W109 110 35,301 X 35,301 APTARGROUP INC COM 038336103 512 11,634 X 11,634 APTARGROUP INC SR NT COM 038336103 319 7,252 X 7,252 AQUA AMERINC COM 03836W103 566 25,601 X 25,601 AQUANTIVEINC COM 03839G105 149 15,421 X 15,421 AQUANTIVE INC COM 03839G105 83 8,578 X 8,578 AQUILA INC DEL NEW COM 03840P102 435 139,563 X 139,563 AQUILA INC COM 03840P102 102 32,634 X 32,634 ARBITRON INC COM 03875Q108 340 9,299 X 9,299 ARBITRON INC COM 03875Q108 234 6,403 X 6,403 ARCH CHEMICALS INC COM 03937R102 223 7,821 X 7,821 ARCH CHEMICALS INC COM 03937R102 124 4,336 X 4,336 ARCH COALINC COM 039380100 536 15,097 X 15,097 ARCH WIRELESS INC CL A 039392709 163 5,657 X 5,657 ARCH WIRELESS INC-CL A CL A 039392709 100 3,490 X 3,490 ARCHER DANIELS MIDLAND CO COM 039483102 4,698 276,675 X 276,675 ARCHER-DANIELS MIDLAND COM 039483102 4,952 291,625 X 291,625 ARCHER-DANIELS-MIDLAND CO COM 039483102 1,246 73,382 X 73,382 ARCTIC CAT INC COM 039670104 137 5,294 X 5,294 ARCTIC CAT INC COM 039670104 80 3,085 X 3,085 ARGONAUT GROUP INC COM 040157109 122 6,530 X 6,530 ARGONAUT GROUP INC COM 040157109 98 5,256 X 5,256 ARGOSY GAMING CORP COM 040228108 326 8,309 X 8,309 ARGOSY GAMING CO COM 040228108 208 5,307 X 5,307 ARIAD PHARMACEUTICALS INC COM 04033A100 98 14,575 X 14,575 ARIAD PHARMACEUTICALS INC COM 04033A100 65 9,709 X 9,709 ARIBA INC COM NEW 04033V203 181 19,408 X 19,408 ARIBA INC COM NEW 04033V203 103 11,047 X 11,047 ARKANSAS BEST CORP COM 040790107 283 7,727 X 7,727 ARKANSAS BEST CORP COM 040790107 165 4,515 X 4,515 ARMOR HLDGS INC COM 042260109 380 9,138 X 9,138 ARMOR HOLDINGS INC COM 042260109 235 5,638 X 5,638 ARRIS GROUP INC COM 04269Q100 147 28,170 X 28,170 ARRIS GROUP INC COM 04269Q100 91 17,375 X 17,375 ARRAY BIOPHARMA INC COM 04269X105 57 8,145 X 8,145 ARRAY BIOPHARMA INC COM 04269X105 35 5,025 X 5,025 ARROW ELECTRS INC COM 042735100 718 31,808 X 31,808 ARROW INTERNATIONAL INC COM 042764100 186 6,220 X 6,220 ARROW INTERNATIONAL INC COM 042764100 115 3,836 X 3,836 ARTISAN COMPONENTS INC COM 042923102 217 7,447 X 7,447 ARTISAN COMPONENTS INC COM 042923102 134 4,594 X 4,594 ARTESYN TECHNOLOGIES INC COM 043127109 111 11,132 X 11,132 ARTESYN TECHNOLOGIES INC COM 043127109 66 6,634 X 6,634 ARTHROCARE CORP COM 043136100 207 7,063 X 7,063 ARTHROCARE CORP COM 043136100 126 4,318 X 4,318 ARVINMERITOR INC COM 043353101 774 41,255 X 41,255 ARVINMERITOR INC COM 043353101 262 13,997 X 13,997 ASCENTIALSOFTWARE CORP COM NEW 04362P207 495 36,721 X 36,721 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 81 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 168 12,486 X 12,486 ASHFORD HOSPITALITY TR INC COM SHS 044103109 64 6,766 X 6,766 ASHFORD HOSPITALITY TRUST COM SHS 044103109 39 4,174 X 4,174 ASHLAND INC COM 044204105 1,694 30,207 X 30,207 ASHLAND INC COM 044204105 1,757 31,330 X 31,330 ASHLAND INC COM 044204105 449 8,012 X 8,012 ASIAINFO HLDGS INC COM 04518A104 48 9,910 X 9,910 ASIAINFO HOLDINGS INC COM 04518A104 32 6,467 X 6,467 ASPECT COMMUNICATIONS INC COM 04523Q102 131 13,177 X 13,177 ASPECT COMMUNICATIONS CORP COM 04523Q102 80 8,082 X 8,082 ASPEN TECHNOLOGY INC COM 045327103 88 12,519 X 12,519 ASPEN TECHNOLOGY INC COM 045327103 54 7,738 X 7,738 ASSOCIATED BANC CORP COM 045487105 972 30,304 X 30,304 ASTORIA FINL CORP COM 046265104 747 21,057 X 21,057 ASYST TECHNOLOGIES INC COM 04648X107 83 16,323 X 16,323 ASYST TECHNOLOGIES INC COM 04648X107 48 9,467 X 9,467 ATHEROGENICS INC COM 047439104 427 12,957 X 12,957 ATHEROGENICS INC COM 047439104 258 7,817 X 7,817 ATMEL CORP COM 049513104 474 130,912 X 130,912 ATMOS ENERGY CORP COM 049560105 492 19,537 X 19,537 ATMOS ENERGY CORP COM 049560105 306 12,155 X 12,155 ATRIX LABS INC COM 04962L101 244 7,963 X 7,963 ATRIX LABS INC COM 04962L101 148 4,821 X 4,821 ATWOOD OCEANICS INC COM 050095108 165 3,480 X 3,480 ATWOOD OCEANICS INC COM 050095108 99 2,088 X 2,088 AUTHENTIDATE HLDG CORP COM 052666104 58 9,546 X 9,546 AUTHENTIDATE HOLDING CORP COM 052666104 36 5,889 X 5,889 AUTOBYTELINC COM 05275N106 107 11,911 X 11,911 AUTOBYTEL INC COM 05275N106 68 7,545 X 7,545 AUTODESK INCORPORATED COM 052769106 2,346 48,242 X 48,242 AUTODESK INC COM 052769106 2,059 42,335 X 42,335 AUTODESK INC COM 052769106 622 12,795 X 12,795 AUTOMATICDATA PROCESSING INC COM 053015103 10,259 248,291 X 248,291 AUTOMATIC DATA PROCESSING COM 053015103 9,127 220,892 X 220,892 AUTOMATIC DATA PROCESSING COM COM 053015103 2,721 65,854 X 65,854 AUTONATION INC DEL COM 05329W102 1,935 113,317 X 113,317 AUTONATION INC COM 05329W102 2,044 119,644 X 119,644 AUTONATION INC COM 05329W102 513 30,055 X 30,055 AUTOZONE INC COM 053332102 2,730 35,338 X 35,338 AUTOZONE INC COM 053332102 2,396 31,022 X 31,022 AUTOZONE INC COM COM 053332102 724 9,373 X 9,373 AVANEX CORP COM 05348W109 58 28,314 X 28,314 AVANEX CORP COM 05348W109 27 13,444 X 13,444 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 26 15,446 X 15,446 AVAYA INC COM 053499109 2,682 192,391 X 192,391 AVAYA INC COM 053499109 2,364 169,592 X 169,592 AVAYA INC COM 053499109 711 51,028 X 51,028 AVERY DENNISON CORP COM 053611109 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2,481 62,504 X 62,504 BISYS GROUP INC COM 055472104 1,044 71,482 X 71,482 BISYS GROUP INC COM 055472104 345 23,604 X 23,604 BJ SVCS CO COM 055482103 3,598 68,648 X 68,648 BJ SERVICES CO COM 055482103 3,165 60,393 X 60,393 BJ SERVICES CO COM 055482103 954 18,208 X 18,208 BJS WHSL CLUB INC COM 05548J106 524 19,169 X 19,169 BMC SOFTWARE INC COM 055921100 1,499 94,819 X 94,819 BMC SOFTWARE INC COM 055921100 1,605 101,491 X 101,491 BMC SOFTWARE INC COM 055921100 398 25,149 X 25,149 BAKER HUGHES INC COM 057224107 6,202 141,858 X 141,858 BAKER HUGHES INC COM 057224107 6,517 149,061 X 149,061 BAKER HUGHES INC COM 057224107 1,645 37,625 X 37,625 BALDOR ELEC CO COM 057741100 246 10,395 X 10,395 BALDOR ELECTRIC CO COM 057741100 154 6,517 X 6,517 BALL CORP COM 058498106 1,788 47,761 X 47,761 BALL CORP COM 058498106 1,587 42,397 X 42,397 BALL CORP COM 058498106 474 12,668 X 12,668 BANCORPSOUTH INC COM 059692103 564 24,546 X 24,546 BANCORPSOUTH INC COM 059692103 352 15,295 X 15,295 BANDAG INC COM 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INC COM 067383109 669 11,817 X 11,817 BARNES + NOBLE INC COM 067774109 714 19,293 X 19,293 BARR PHARMACEUTICALS INC COM 068306109 1,192 28,762 X 28,762 BAUSCH + LOMB INC COM 071707103 1,502 22,608 X 22,608 BAUSCH & LOMB INC COM 071707103 1,568 23,604 X 23,604 BAUSCH&LOMB INC COM 071707103 398 5,996 X 5,996 BAXTER INTL INC COM 071813109 8,404 261,312 X 261,312 BAXTER INTERNATIONAL INC COM 071813109 7,420 230,734 X 230,734 BAXTER INTERNATIONAL INC COM 071813109 2,229 69,308 X 69,308 BE AEROSPACE INC COM 073302101 112 12,255 X 12,255 BE AEROSPACE INC COM 073302101 69 7,559 X 7,559 BEAR STEARNS COS INC COM 073902108 4,213 43,809 X 43,809 BEAR STEARNS CO INC COM 073902108 4,393 45,676 X 45,676 BEAR STEARNS COMPANIES INC COMMON ST COM 073902108 1,117 11,620 X 11,620 BEAZER HOMES USA INC COM 07556Q105 449 4,199 X 4,199 BEAZER HOMES USA COM 07556Q105 289 2,706 X 2,706 BECKMAN COULTER INC COM 075811109 947 16,872 X 16,872 BECTON DICKINSON + CO COM 075887109 5,506 106,494 X 106,494 BECTON 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12,651 BENCHMARK ELECTRONICS INC COM 08160H101 248 8,322 X 8,322 BERKLEY WR CORP COM 084423102 976 23,141 X 23,141 BERRY PETE CO CL A 085789105 207 5,627 X 5,627 BERRY PETROLEUM CO CL A 085789105 131 3,563 X 3,563 BEST BUY CO INC COM 086516101 7,493 138,139 X 138,139 BEST BUY CO INC COM 086516101 6,622 122,094 X 122,094 BEST BUY CO INC COM 086516101 1,987 36,639 X 36,639 BEVERLY ENTERPRISES INC COM NEW 087851309 258 34,091 X 34,091 BEVERLY ENTERPRISES INC COM NEW 087851309 158 20,909 X 20,909 BIG 5 SPORTING GOODS CORP COM 08915P101 150 6,591 X 6,591 BIG 5 SPORTING GOODS CORP COM 08915P101 93 4,066 X 4,066 BIG LOTS INC COM 089302103 599 48,964 X 48,964 BIG LOTS INC COM 089302103 557 45,542 X 45,542 BIG LOTS INC COM 089302103 159 12,986 X 12,986 BIO RAD LABORATORIES INC CL A 090572207 285 5,585 X 5,585 BIO-RAD LABORATORIES INC CL A 090572207 176 3,445 X 3,445 BIOENVISION INC COM 09059N100 54 6,782 X 6,782 BIOENVISION INC COM 09059N100 33 4,184 X 4,184 BIOMET INC COM 090613100 5,061 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165,731 X 165,731 BURLINGTON NORTHERN SANTA FE COM COM 12189T104 1,608 41,981 X 41,981 BURLINGTON RES INC COM 122014103 6,846 167,789 X 167,789 BURLINGTON RESOURCES INC COM 122014103 7,204 176,570 X 176,570 BURLINGTON RESOURCES INC COM 122014103 1,816 44,503 X 44,503 C+D TECHNOLOGIES COM 124661109 134 7,062 X 7,062 C&D TECHNOLOGIES INC COM 124661109 97 5,092 X 5,092 CBRL GROUP INC COM 12489V106 1,054 29,213 X 29,213 CBRL GROUP INC COM 12489V106 359 9,948 X 9,948 C COR NETCORPORATION COM 125010108 118 13,999 X 13,999 C-COR INC COM 125010108 63 7,491 X 7,491 CDW CORP COM 12512N105 1,328 22,883 X 22,883 CEC ENTMTINC COM 125137109 459 12,499 X 12,499 CEC ENTERTAINMENT INC COM 125137109 269 7,322 X 7,322 CH ENERGYGROUP INC COM 12541M102 234 5,113 X 5,113 CH ENERGY GROUP INC COM 12541M102 139 3,038 X 3,038 C H ROBINSON WORLDWIDE COM 12541W100 1,090 23,506 X 23,506 CIGNA CORP COM 125509109 4,070 58,455 X 58,455 CIGNA CORP COM 125509109 4,285 61,533 X 61,533 CIGNA CORP COM 125509109 1,080 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155,021 CAMPBELL SOUP CO COM 134429109 1,217 46,276 X 46,276 CAPITAL AUTOMOTIVE REIT COM SH B139733109 325 10,404 X 10,404 CAPITAL AUTOMOTIVE REIT COM SH B139733109 200 6,390 X 6,390 CAPITAL LEASE FDG INC COM 140288101 83 7,524 X 7,524 CAPITAL LEASE FUNDING INC COM 140288101 51 4,641 X 4,641 CAPITAL ONE FINL CORP COM 14040H105 7,586 102,653 X 102,653 CAPITAL ONE FINANCIAL CORP COM 14040H105 7,959 107,697 X 107,697 CAPITAL ONE FINANCIAL CORP COM 14040H105 2,012 27,227 X 27,227 CAPSTONE TURBINE CORP COM 14067D102 20 13,099 X 13,099 CARBO CERAMICS INC COM 140781105 284 3,934 X 3,934 CARBO CERAMICS INC COM 140781105 182 2,521 X 2,521 CARAUSTARINDS INC COM 140909102 133 7,948 X 7,948 CARAUSTAR INDUSTRIES INC COM 140909102 95 5,637 X 5,637 CARDINAL HEALTH INC COM 14149Y108 8,007 182,936 X 182,936 CARDINAL HEALTH INC COM 14149Y108 7,098 162,176 X 162,176 CARDINAL HEALTH INC COM 14149Y108 2,124 48,520 X 48,520 CARDIODYNAMICS INTL CORP COM 141597104 55 11,952 X 11,952 CARDIODYNAMICS 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4,278 X 4,278 ETHAN ALLEN INTERIORS INC COM 297602104 366 10,531 X 10,531 ETHAN ALLEN INTERIORS INC COM 297602104 232 6,685 X 6,685 EURONET WORLDWIDE INC COM 298736109 136 7,283 X 7,283 EURONET WORLDWIDE INC COM 298736109 76 4,057 X 4,057 EXAR CORP COM 300645108 201 14,200 X 14,200 EXAR CORP COM 300645108 132 9,298 X 9,298 EXELON CORP COM 30161N101 10,295 280,592 X 280,592 EXELON CORP COM 30161N101 10,827 295,089 X 295,089 EXELON CORP COM 30161N101 2,731 74,421 X 74,421 EXELIXIS INC COM 30161Q104 165 20,509 X 20,509 EXELIXIS INC COM 30161Q104 102 12,651 X 12,651 EXIDE TECHNOLOGIES FORMERLY COM NEW 302051206 120 7,574 X 7,574 EXIDE TECHNOLOGIES COM NEW 302051206 74 4,672 X 4,672 EXPEDITORS INTL WA INC COM 302130109 1,508 29,159 X 29,159 EXPRESS SCRIPTS INC COM 302182100 2,155 32,978 X 32,978 EXPRESS SCRIPTS INC COM 302182100 1,912 29,255 X 29,255 EXPRESS SCRIPTS INC COM 302182100 572 8,747 X 8,747 EXPRESSJET HOLDINGS INC CL A 30218U108 123 12,264 X 12,264 EXPRESSJET HOLDINGS INC CL A 30218U108 73 7,330 X 7,330 EXTREME NETWORKS INC COM 30226D106 156 34,949 X 34,949 EXTREME NETWORKS COM 30226D106 98 22,048 X 22,048 EXULT INCDEL COM 302284104 68 12,858 X 12,858 EXULT INC COM 302284104 54 10,339 X 10,339 EXXON MOBIL CORP COM 30231G102 133,638 2,765,120 X 2,765,120 EXXON MOBIL CORP COM 30231G102 140,276 2,902,467 X 2,902,467 EXXON MOBIL CORP CHG FR 302290101 COM 30231G102 35,445 733,393 X 733,393 FEI CO COM 30241L109 146 7,395 X 7,395 FEI CO COM 30241L109 102 5,169 X 5,169 FMC CORP COM NEW 302491303 1,040 21,404 X 21,404 FMC CORP COM NEW 302491303 351 7,221 X 7,221 FMC TECHNOLOGIES INC COM 30249U101 620 18,574 X 18,574 F N B CORP PA COM 302520101 328 14,804 X 14,804 FNB CORP COM 302520101 202 9,132 X 9,132 FPL GROUPINC COM 302571104 5,380 78,743 X 78,743 FPL GROUP INC COM 302571104 5,642 82,577 X 82,577 FPL GROUP INC COM 302571104 1,427 20,885 X 20,885 FX ENERGYINC COM 302695101 79 8,709 X 8,709 FX ENERGY INC COM 302695101 49 5,372 X 5,372 FTI CONSULTING INC COM 302941109 279 14,750 X 14,750 FTI CONSULTING INC COM 302941109 163 8,599 X 8,599 FACTSET RESH SYS INC COM 303075105 314 6,508 X 6,508 FACTSET RESEARCH SYSTEMS INC COM 303075105 194 4,015 X 4,015 FAIR ISAAC CORPORATION COM 303250104 565 19,354 X 19,354 FAIRCHILDSEMICONDUCTOR INTL COM 303726103 466 32,858 X 32,858 FALCONSTOR SOFTWARE INC COM 306137100 100 13,487 X 13,487 FALCONSTOR SOFTWARE INC COM 306137100 59 7,966 X 7,966 FAMILY DLR STORES INC COM 307000109 1,938 71,526 X 71,526 FAMILY DOLLAR STORES COM 307000109 1,724 63,628 X 63,628 FAMILY DOLLAR STORES COM 307000109 514 18,971 X 18,971 FASTENAL CO COM 311900104 1,203 20,885 X 20,885 FEDERAL HOME LN MTG CORP COM 313400301 19,050 292,005 X 292,005 FREDDIE MAC COM 313400301 20,029 307,000 X 307,000 FEDERAL HOME LN MTG CP COM COM 313400301 5,053 77,449 X 77,449 FEDERAL NATL MTG ASSN COM 313586109 26,083 411,401 X 411,401 FANNIE MAE COM 313586109 23,101 364,376 X 364,376 FEDERAL NATL MTG ASSN COM COM 313586109 6,918 109,116 X 109,116 FEDERAL SIGNAL CORP COM 313855108 515 27,709 X 27,709 FEDERAL SIGNAL CORP COM 313855108 166 8,957 X 8,957 FEDERATEDDEPT STORES INC DEL COM 31410H101 3,472 76,425 X 76,425 FEDERATED DEPARTMENT STORES COM 31410H101 3,628 79,851 X 79,851 FEDERATED DEPARTMENT STORES (CHANGED COM 31410H101 921 20,270 X 20,270 FEDERATEDINVS INC PA CL B 314211103 1,310 46,077 X 46,077 FEDERATED INVESTORS INC CL B 314211103 1,163 40,904 X 40,904 FEDERATED INVS INC PA CL B CL B 314211103 348 12,221 X 12,221 FEDEX CORP COM 31428X106 10,941 127,684 X 127,684 FEDEX CORP COM 31428X106 11,465 133,797 X 133,797 FEDEX CORP CHG FR 31304N107 COM 31428X106 2,902 33,866 X 33,866 FELCOR LODGING TR INC COM 31430F101 169 14,930 X 14,930 FELCOR LODGING TRUST INC COM 31430F101 115 10,203 X 10,203 FERRO CORP COM 315405100 527 24,149 X 24,149 FERRO CORP COM 315405100 182 8,348 X 8,348 F5 NETWORKS INC COM 315616102 337 11,072 X 11,072 F5 NETWORKS INC COM 315616102 204 6,696 X 6,696 FIDELITY BANKSHARES INC NEW COM 31604Q107 139 3,744 X 3,744 FIDELITY BANKSHARES INC COM 31604Q107 106 2,844 X 2,844 FIDELITY NATL FINL INC COM 316326107 1,821 47,802 X 47,802 FIFTH THIRD BANCORP COM 316773100 11,923 242,249 X 242,249 FIFTH THIRD BANCORP COM 316773100 12,516 254,281 X 254,281 FIFTH THIRD BANCORP COM 316773100 3,162 64,252 X 64,252 FILENET CORP COM 316869106 211 12,065 X 12,065 FILENET CORP COM 316869106 142 8,115 X 8,115 FINANCIALFED CORP COM 317492106 195 5,194 X 5,194 FINANCIAL FEDERAL CORP COM 317492106 118 3,159 X 3,159 FINDWHAT COM COM 317794105 155 8,290 X 8,290 FINDWHAT.COM COM 317794105 73 3,918 X 3,918 FINISAR CORP COM 31787A101 74 56,999 X 56,999 FINISAR CORP COM 31787A101 37 28,165 X 28,165 FINISH LINE INC CL A 317923100 210 6,806 X 6,806 FINISH LINE CL A 317923100 114 3,691 X 3,691 FIRST AMERICAN CORP COM 318522307 752 24,383 X 24,383 FIRST BANCORP P R COM 318672102 529 10,948 X 10,948 FIRST BANCORP-W/I COM 318672102 334 6,916 X 6,916 FIRST CHARTER CORP COM 319439105 210 8,702 X 8,702 FIRST CHARTER CORP COM 319439105 158 6,550 X 6,550 FIRST CTZNS BANCSHARES INC N C CL A 31946M103 209 1,771 X 1,771 FIRST CITIZENS BANCSHARES INC CL A 31946M103 150 1,269 X 1,269 FIRST COMWLTH FINL CORP PA COM 319829107 291 21,349 X 21,349 FIRST COMMONWEALTH FINANCIAL COM 319829107 177 12,973 X 12,973 FIRST CMNTY BANCORP CALIF COM 31983B101 149 3,632 X 3,632 FIRST COMMUNITY BANCORP/CA COM 31983B101 106 2,588 X 2,588 FIRST FEDCAP CORP COM 319960100 209 6,905 X 6,905 FIRST FEDERAL CAPITAL CORP COM 319960100 126 4,168 X 4,168 FIRST DATA CORP COM 319963104 15,854 364,459 X 364,459 FIRST DATA CORP COM 319963104 14,126 324,735 X 324,735 FIRST DATA CORP COM 319963104 4,205 96,664.9 X 96,665 FIRST FINL BANCORP COM 320209109 196 11,494 X 11,494 FIRST FINANCIAL BANCORP COM 320209109 109 6,354 X 6,354 FIRST FINL BANKSHARES INC COM 32020R109 155 3,871 X 3,871 FIRST FINANCIAL BANKSHARES INC COM 32020R109 103 2,562 X 2,562 FIRST FINL CORP IND COM 320218100 141 4,482 X 4,482 FIRST FINANCIAL CORP/INDIANA COM 320218100 90 2,860 X 2,860 FIRST FINL HLDGS INC COM 320239106 131 4,175 X 4,175 FIRST FINANCIAL HOLDINGS INC COM 320239106 88 2,813 X 2,813 FIRST HORIZON NATL CORP COM 320517105 2,276 52,490 X 52,490 FIRST HORIZON NATIONAL COM 320517105 2,397 55,274 X 55,274 FIRST HORIZON NATIONAL COM 320517105 604 13,922 X 13,922 FIRST HORIZON PHARMACEUTICAL COM 32051K106 172 8,584 X 8,584 FIRST HORIZON PHARMACEUTICAL COM 32051K106 97 4,865 X 4,865 FIRST INDL RLTY TR INC COM 32054K103 467 12,667 X 12,667 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 305 8,265 X 8,265 FIRST MERCHANTS CORP COM 320817109 133 5,398 X 5,398 FIRST MERCHANTS CORP COM 320817109 95 3,851 X 3,851 FIRST MIDWEST BANCORP INC DEL COM 320867104 512 14,807 X 14,807 FIRST MIDWEST BANCORP INC COM 320867104 322 9,324 X 9,324 FIRST HEALTH GROUP CORP COM 320960107 876 54,472 X 54,472 FIRST HEALTH GROUP CORP COM 320960107 290 18,036 X 18,036 FIRST NATL BANKSHARES FL INC COM 321100109 376 15,301 X 15,301 FIRST NATIONAL BANKSHARES COM 321100109 232 9,437 X 9,437 FIRST NIAGARA FINL GROUP INC COM 33582V108 355 26,558 X 26,558 FIRST NIAGARA FINANCIAL GROUP COM 33582V108 212 15,871 X 15,871 FIRST REPBK SAN FRANCISCO CA COM 336158100 193 4,202 X 4,202 FIRST REPUBLIC BANK COM 336158100 119 2,593 X 2,593 FISERV INC COM 337738108 2,893 83,003 X 83,003 FISERV INC COM 337738108 3,021 86,653 X 86,653 FISERV INC COM 337738108 767 22,015 X 22,015 FIRSTFED FINL CORP DEL COM 337907109 248 5,072 X 5,072 FIRSTFED FINANCIAL CORP COM 337907109 180 3,679 X 3,679 FIRSTMERIT CORP COM 337915102 614 23,346 X 23,346 FLAGSTAR BANCORP INC COM 337930101 222 10,415 X 10,415 FLAGSTAR BANCORP INC COM 337930101 137 6,460 X 6,460 FIRSTENERGY CORP COM 337932107 5,759 140,194 X 140,194 FIRSTENERGY CORP COM 337932107 6,048 147,214 X 147,214 FIRSTENERGY CORP COM 337932107 1,528 37,184 X 37,184 FISHER SCIENTIFIC INTL INC COM NEW 338032204 2,849 48,850 X 48,850 FISHER SCIENTIFIC INTL COM NEW 338032204 2,986 51,199 X 51,199 FISHER SCIENTIFIC INTL COM NEW COM NEW 338032204 756 12,957 X 12,957 FLEETWOODENTERPRISES INC COM 339099103 286 18,814 X 18,814 FLEETWOOD ENTERPRISES INC COM 339099103 176 11,614 X 11,614 FLORIDA EAST COAST IND INC COM 340632108 260 6,933 X 6,933 FLORIDA EAST COAST INDUSTRIES COM 340632108 161 4,277 X 4,277 FLUOR CORP NEW COM 343412102 1,579 35,462 X 35,462 FLUOR CORP COM 343412102 1,655 37,171 X 37,171 FLUOR CORP COM 343412102 419 9,406 X 9,406 FLOWERS FOODS INC COM 343498101 291 11,274 X 11,274 FLOWERS FOODS INC COM 343498101 182 7,048 X 7,048 FLOWSERVECORP COM 34354P105 771 31,898 X 31,898 FLOWSERVE CORP COM 34354P105 261 10,777 X 10,777 FLYI INC COM 34407T104 53 13,669 X 13,669 FLYI INC COM 34407T104 34 8,590 X 8,590 FOOT LOCKER INC COM 344849104 1,015 42,846 X 42,846 FORD MTR CO DEL COM PAR 345370860 10,927 777,738 X 777,738 FORD MOTOR CO COM PAR 345370860 11,496 818,204 X 818,204 FORD MOTOR CO COM PAR 345370860 2,898 206,279 X 206,279 FOREST LABS INC COM 345838106 7,076 157,383 X 157,383 FOREST LABORATORIES INC COM 345838106 6,248 138,958 X 138,958 FOREST LABORATORIES INC COM 345838106 1,877 41,743 X 41,743 FOREST OIL CORP COM PAR 346091705 965 32,026 X 32,026 FOREST OIL CORP COM PAR 346091705 267 8,866 X 8,866 FORMFACTOR INC COM 346375108 174 8,975 X 8,975 FORMFACTOR INC COM 346375108 107 5,536 X 5,536 FORTUNE BRANDS INC COM 349631101 4,536 61,222 X 61,222 FORTUNE BRANDS INC COM 349631101 4,055 54,726 X 54,726 FORTUNE BRANDS INC CHG FROM 02470310 COM 349631101 1,203 16,238 X 16,238 FORWARD AIR CORP COM 349853101 277 6,933 X 6,933 FORWARD AIR CORP COM 349853101 171 4,276 X 4,276 FRANKLIN ELEC INC COM 353514102 205 5,182 X 5,182 FRANKLIN ELECTRIC CO INC COM 353514102 129 3,250 X 3,250 FRANKLIN RES INC COM 354613101 5,911 105,999 X 105,999 FRANKLIN RESOURCES INC COM 354613101 6,204 111,260 X 111,260 FRANKLIN RESOURCES INC COM 354613101 1,568 28,114 X 28,114 FREDS INC CL A 356108100 247 13,765 X 13,765 FRED'S INC CL A 356108100 150 8,350 X 8,350 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 3,048 75,254 X 75,254 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 2,673 66,003 X 66,003 FREEPORT-MCMORAN COPPER-B CL B 35671D857 808 19,960 X 19,960 FRONTIER AIRLS INC NEW COM 359065109 95 12,420 X 12,420 FRONTIER AIRLINES INC COM 359065109 46 6,016 X 6,016 FRONTIER FINL CORP WA COM 35907K105 192 5,439 X 5,439 FRONTIER FINANCIAL CORP COM 35907K105 119 3,374 X 3,374 FRONTIER OIL CORP COM 35914P105 203 8,619 X 8,619 FRONTIER OIL CORP COM 35914P105 128 5,409 X 5,409 FUELCELL ENERGY INC COM 35952H106 150 14,608 X 14,608 FUELCELL ENERGY INC COM 35952H106 89 8,662 X 8,662 FULLER H B CO COM 359694106 229 8,375 X 8,375 HB FULLER CO COM 359694106 162 5,926 X 5,926 FURNITUREBRANDS INTL INC COM 360921100 795 31,686 X 31,686 FURNITURE BRANDS INTERNATIONAL COM 360921100 257 10,254 X 10,254 G + K SERVICES CL A 361268105 207 5,202 X 5,202 G&K SERVICES INC CL A 361268105 142 3,564 X 3,564 GATX COM 361448103 758 28,415 X 28,415 GATX CORP COM 361448103 261 9,784 X 9,784 GABLES RESIDENTIAL TR SH BEN I362418105 335 9,807 X 9,807 GABLES RESIDENTIAL TRUST SH BEN I362418105 201 5,879 X 5,879 GALLAGHERARTHUR J + CO COM 363576109 838 25,289 X 25,289 GANNETT INC COM 364730101 9,474 113,112 X 113,112 GANNETT CO INC COM 364730101 9,948 118,772 X 118,772 GANNETT CO COM 364730101 2,513 30,001 X 30,001 GAP INC COM 364760108 7,164 384,136 X 384,136 THE GAP INC COM 364760108 6,328 339,295 X 339,295 GAP INC/THE COM 364760108 1,900 101,884 X 101,884 GARDNER DENVER INC COM 365558105 187 6,773 X 6,773 GARDNER DENVER INC COM 365558105 116 4,200 X 4,200 GARTNER INC COM 366651107 605 51,720 X 51,720 GARTNER INC COM 366651107 158 13,554 X 13,554 GATEWAY INC COM 367626108 1,137 229,758 X 229,758 GATEWAY INC COM 367626108 1,042 210,568 X 210,568 GATEWAY INC FKA #367833100 COM 367626108 208 42,015 X 42,015 GAYLORD ENTMT CO NEW COM 367905106 303 9,776 X 9,776 GAYLORD ENTERTAINMENT CO COM 367905106 194 6,243 X 6,243 GENAERA CORP COM 36867G100 70 17,970 X 17,970 GENAERA CORPORATION COM 36867G100 43 11,084 X 11,084 GENCORP INC COM 368682100 154 11,376 X 11,376 GENCORP INC COM 368682100 102 7,539 X 7,539 GENELABS TECHNOLOGIES INC COM 368706107 78 29,783 X 29,783 GENELABS TECHNOLOGIES COM 368706107 48 18,371 X 18,371 GENERALE CABLE CORP DEL NEW COM 369300108 146 13,691 X 13,691 GENERAL CABLE CORP COM 369300108 81 7,649 X 7,649 GENERAL COMMUNICATION INC CL A 369385109 131 14,465 X 14,465 GENERAL COMMUNICATION CL A 369385109 85 9,429 X 9,429 GENERAL DYNAMICS CORP COM 369550108 8,676 84,975 X 84,975 GENERAL DYNAMICS CORP COM 369550108 9,115 89,276 X 89,276 GENERAL DYNAMICS CORP COM 369550108 2,301 22,538 X 22,538 GENERAL ELEC CO COM 369604103 150,697 4,487,709 X 4,487,709 GENERAL ELECTRIC CO COM 369604103 133,383 3,972,100 X 3,972,100 GENERAL ELEC CO COM COM 369604103 39,969 1,190,275 X 1,190,275 GENERAL MLS INC COM 370334104 7,256 161,596 X 161,596 GENERAL MILLS INC COM 370334104 7,572 168,643 X 168,643 GENERAL MILLS INC COM 370334104 1,924 42,860 X 42,860 GENERAL MTRS CORP COM 370442105 10,197 240,042 X 240,042 GENERAL MOTORS COM 370442105 10,681 251,437 X 251,437 GENERAL MOTORS CORP COM 370442105 2,705 63,666 X 63,666 GENESCO INC COM 371532102 170 7,205 X 7,205 GENESCO INC COM 371532102 109 4,633 X 4,633 GENESEE +WYO INC CL A 371559105 154 6,063 X 6,063 GENESEE & WYOMING INC CL A 371559105 73 2,899 X 2,899 GENESIS MICROCHIP INC DEL COM 37184C103 163 12,064 X 12,064 GENESIS MICROCHIP INC COM 37184C103 91 6,723 X 6,723 GENESIS HEALTHCARE CORP COM 37184D101 197 6,463 X 6,463 GENESIS HEALTHCARE CORP COM 37184D101 121 3,987 X 3,987 GENTEX CORP COM 371901109 749 21,319 X 21,319 GENLYTE GROUP INC COM 372302109 275 4,276 X 4,276 GENLYTE GROUP INC COM 372302109 163 2,530 X 2,530 GENTA INC COM NEW 37245M207 59 21,804 X 21,804 GENTA INC COM NEW 37245M207 0 2 X 2 GENUINE PARTS CO COM 372460105 2,855 74,379 X 74,379 GENUINE PARTS CO COM 372460105 2,991 77,939 X 77,939 GENUINE PARTS CO COM 372460105 757 19,728 X 19,728 GENTIVA HEALTH SVCS INC COM 37247A102 136 8,301 X 8,301 GENTIVA HEALTH SERVICES INC COM 37247A102 79 4,809 X 4,809 GENZYME CORP COM GENL372917104 5,273 96,906 X 96,906 GENZYME CORP-GENL DIVISION COM GENL372917104 5,515 101,368 X 101,368 GENZYME CORP DIV COM GENL372917104 1,398 25,702 X 25,702 GEORGIA GULF CORP COM PAR 373200203 394 8,839 X 8,839 GEORGIA GULF CORP COM PAR 373200203 253 5,674 X 5,674 GEORGIA PAC CORP COM 373298108 3,945 109,735 X 109,735 GEORGIA-PACIFIC CORP COM 373298108 4,130 114,893 X 114,893 GEORGIA-PACIFIC CORP COM 373298108 1,046 29,105 X 29,105 GERON CORP COM 374163103 94 15,720 X 15,720 GERON CORP COM 374163103 52 8,726 X 8,726 GETTY RLTY CORP NEW COM 374297109 168 6,406 X 6,406 GETTY REALTY CORP COM 374297109 103 3,923 X 3,923 GEVITY HRINC COM 374393106 118 7,661 X 7,661 GEVITY HR INC COM 374393106 73 4,725 X 4,725 GIBRALTARSTEEL CORP COM 37476F103 184 5,080 X 5,080 GIBRALTAR STEEL CORP COM 37476F103 113 3,135 X 3,135 GILEAD SCIENCES INC COM 375558103 6,841 183,009 X 183,009 GILEAD SCIENCES INC COM 375558103 6,045 161,729 X 161,729 GILEAD SCIENCES INC COM 375558103 1,814 48,539 X 48,539 GILLETTE CO COM 375766102 17,774 425,827 X 425,827 GILLETTE COMPANY COM 375766102 15,738 377,050 X 377,050 GILLETTE COMPANY COM 375766102 4,714 112,942 X 112,942 GLACIER BANCORP INC COM 37637Q105 206 7,071 X 7,071 GLACIER BANCORP INC COM 37637Q105 157 5,367 X 5,367 GLATFELTER COM 377316104 266 21,463 X 21,463 GLATFELTER COM 377316104 74 5,964 X 5,964 GLENBOROUGH RLTY TR INC COM 37803P105 187 8,997 X 8,997 GLENBOROUGH REALTY TRUST INC COM 37803P105 115 5,550 X 5,550 GLIMCHER RLTY TR SH BEN I379302102 266 10,960 X 10,960 GLIMCHER REALTY TRUST SH BEN I379302102 176 7,232 X 7,232 GLOBAL INDUSTRIES INC COM 379336100 144 23,312 X 23,312 GLOBAL INDUSTRIES LTD COM 379336100 104 16,815 X 16,815 GLOBAL IMAGING SYS INC COM 37934A100 219 7,056 X 7,056 GLOBAL IMAGING SYSTEMS INC COM 37934A100 135 4,352 X 4,352 GLOBAL PWR EQUIP GROUP INC COM 37941P108 65 8,744 X 8,744 GLOBAL POWER EQUIPMENT GROUP COM 37941P108 41 5,518 X 5,518 GOLD BANCCORP INC COM 379907108 170 12,586 X 12,586 GOLD BANC CORP INC COM 379907108 105 7,762 X 7,762 GOLDEN TELECOM INC COM 38122G107 142 4,979 X 4,979 GOLDEN TELECOM INC COM 38122G107 79 2,770 X 2,770 GOLDEN WEST FINL CORP DEL COM 381317106 7,205 64,938 X 64,938 GOLDEN WEST FINANCIAL CORP COM 381317106 7,561 68,152 X 68,152 GOLDEN WEST FINANCIAL CORP COM 381317106 1,911 17,224 X 17,224 GOLDMAN SACHS GROUP INC COM 38141G104 19,259 206,550 X 206,550 GOLDMAN SACHS GROUP INC COM 38141G104 20,191 216,548 X 216,548 GOLDMAN SACHS GROUP INC COM 38141G104 5,108 54,784 X 54,784 GOODRICH CORP COM 382388106 1,583 50,467 X 50,467 GOODRICH CORP COM 382388106 1,634 52,113 X 52,113 GOODRICH CORP COM 382388106 420 13,385 X 13,385 GOODYEAR TIRE AND RUBBER COM 382550101 1,322 123,106 X 123,106 GOODYEAR TIRE & RUBBER COM 382550101 1,153 107,340 X 107,340 GOODYEAR TIRE&RUBBER CO COM 382550101 212 19,766 X 19,766 GOODYS FAMILY CLOTHING INC COM 382588101 64 7,543 X 7,543 GOODY'S FAMILY CLOTHING INC COM 382588101 40 4,705 X 4,705 GOVERNMENT PPTYS TR INC COM 38374W107 62 6,482 X 6,482 GOVERNMENT PROPERTIES TRUST COM 38374W107 38 3,999 X 3,999 GRACE W R+ CO DEL NEW COM 38388F108 207 21,867 X 21,867 WR GRACE & CO COM 38388F108 133 14,105 X 14,105 GRACO INC COM 384109104 639 19,070 X 19,070 GRAFTECH INTL LTD COM 384313102 416 29,803 X 29,803 GRAFTECH INTERNATIONAL LTD COM 384313102 273 19,573 X 19,573 GRAINGER W W INC COM 384802104 2,230 38,685 X 38,685 WW GRAINGER INC COM 384802104 2,349 40,739 X 40,739 WW GRAINGER INC COM 384802104 591 10,260 X 10,260 GRANITE CONSTR INC COM 387328107 552 23,102 X 23,102 GRANITE CONSTRUCTION INC COM 387328107 165 6,884 X 6,884 GRANT PRIDECO INC COM 38821G101 692 33,780 X 33,780 GRAPHIC PACKAGING CORP DEL COM 388688103 139 21,515 X 21,515 GRAPHIC PACKAGING CORP COM 388688103 86 13,271 X 13,271 GRAY TELEVISION INC COM 389375106 170 14,290 X 14,290 GRAY TELEVISION INC COM 389375106 103 8,658 X 8,658 GREAT LAKES CHEMICAL CORP COM 390568103 967 37,769 X 37,769 GREAT LAKES CHEMICAL CORP COM 390568103 809 31,615 X 31,615 GREAT LAKES CHEMICAL CORP COM 390568103 147 5,725 X 5,725 GREAT PLAINS ENERGY INC COM 391164100 596 20,441 X 20,441 GREATER BAY BANCORP COM 391648102 876 30,455 X 30,455 GREATER BAY BANCORP COM 391648102 297 10,332 X 10,332 GREIF INC CL A 397624107 181 4,285 X 4,285 GREIF INC CL A 397624107 115 2,735 X 2,735 GREY GLOBAL GROUP INC COM 39787M108 258 259 X 259 GREY GLOBAL GROUP INC COM 39787M108 170 171 X 171 GREY WOLFINC COM 397888108 292 59,731 X 59,731 GREY WOLF INC COM 397888108 175 35,870 X 35,870 GRIFFON CORP COM 398433102 189 8,946 X 8,946 GRIFFON CORP COM 398433102 93 4,402 X 4,402 GROUP 1 AUTOMOTIVE INC COM 398905109 160 5,854 X 5,854 GROUP 1 AUTOMOTIVE INC COM 398905109 98 3,600 X 3,600 GTECH HLDGS CORP COM 400518106 822 32,484 X 32,484 GUIDANT CORP COM 401698105 8,830 133,709 X 133,709 GUIDANT CORP COM 401698105 7,771 117,677 X 117,677 GUIDANT CORP COM 401698105 2,342 35,464 X 35,464 GUILFORD PHARMACEUTICALS INC COM 401829106 76 15,206 X 15,206 GUILFORD PHARMACEUTICALS INC COM 401829106 28 5,547 X 5,547 GUITAR CTR INC COM 402040109 337 7,791 X 7,791 GUITAR CENTER INC COM 402040109 215 4,959 X 4,959 GYMBOREE CORP COM 403777105 140 9,692 X 9,692 GYMBOREE CORP COM 403777105 89 6,158 X 6,158 HCA INC COM 404119109 7,827 205,152 X 205,152 HCA INC COM 404119109 8,235 215,850 X 215,850 HCA INC COM 404119109 2,076 54,412 X 54,412 HCC INS HLDGS INC COM 404132102 537 17,809 X 17,809 HNI CORP COM 404251100 626 15,824 X 15,824 HAEMONETICS CORP MASS COM 405024100 187 5,699 X 5,699 HAEMONETICS CORPORATION COM 405024100 127 3,879 X 3,879 HAIN CELESTIAL GROUP INC COM 405217100 159 9,007 X 9,007 HAIN CELESTIAL GROUP INC COM 405217100 89 5,056 X 5,056 HALLIBURTON CO COM 406216101 6,323 187,669 X 187,669 HALLIBURTON CO COM 406216101 5,573 165,429 X 165,429 HALLIBURTON CO COM 406216101 1,677 49,775 X 49,775 HANCOCK HLDG CO COM 410120109 303 9,534 X 9,534 HANCOCK HOLDING CO COM 410120109 178 5,613 X 5,613 HANDLEMANCO DEL COM 410252100 159 7,777 X 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1,419 39,395 X 39,395 HELIX TECHNOLOGY CORP COM 423319102 126 9,273 X 9,273 HELIX TECHNOLOGY CORP COM 423319102 74 5,423 X 5,423 HELMERICHAND PAYNE INC COM 423452101 857 29,873 X 29,873 HELMERICH & PAYNE INC COM 423452101 290 10,107 X 10,107 HENRY JACK + ASSOC INC COM 426281101 466 24,846 X 24,846 HERCULES INC COM 427056106 1,177 82,588 X 82,588 HERCULES INC COM 427056106 908 63,690 X 63,690 HERCULES INC COM 427056106 180 12,599 X 12,599 HERITAGE PPTY INVT TR INC COM 42725M107 254 8,714 X 8,714 HERITAGE PROPERTY INVESTMENT COM 42725M107 157 5,375 X 5,375 HERSHEY FOODS CORP COM 427866108 4,889 104,669 X 104,669 HERSHEY FOODS CORP COM 427866108 4,416 94,533 X 94,533 HERSHEY FOODS CORP COM 427866108 1,297 27,761 X 27,761 HEWLETT PACKARD CO COM 428236103 24,067 1,283,587 X 1,283,587 HEWLETT-PACKARD CO COM 428236103 25,292 1,348,930 X 1,348,930 HEWLETT-PACKARD CO COM 428236103 6,383 340,445 X 340,445 HEXCEL CORP NEW COM 428291108 99 7,183 X 7,183 HEXCEL CORP COM 428291108 67 4,817 X 4,817 HIBBETT SPORTING GOODS INC COM 428565105 155 7,557 X 7,557 HIBBETT SPORTING GOODS INC COM 428565105 96 4,662 X 4,662 HIBERNIA CORP CL A 428656102 1,129 42,762 X 42,762 HIGHLAND HOSPITALITY CORP COM 430141101 129 11,307 X 11,307 HIGHLAND HOSPITALITY CORP COM 430141101 80 6,975 X 6,975 HIGHWOODSPPTYS INC COM 431284108 779 31,649 X 31,649 HIGHWOODS PROPERTIES INC COM 431284108 260 10,550 X 10,550 HILB ROGAL + HOBBS CO COM 431294107 356 9,829 X 9,829 HILB ROGAL & HAMILTON CO COM 431294107 226 6,250 X 6,250 HILLENBRAND INDS INC COM 431573104 861 17,033 X 17,033 HILTON HOTELS CORP COM 432848109 3,083 163,616 X 163,616 HILTON HOTELS CORP COM 432848109 3,218 170,793 X 170,793 HILTON HOTELS CORP COM 432848109 818 43,396 X 43,396 HOLLINGERINTERNATIONAL INC CL A 435569108 318 18,396 X 18,396 HOLLINGER INTERNATIONAL INC CL A 435569108 196 11,347 X 11,347 HOLLY CORP COM PAR 435758305 164 6,432 X 6,432 HOLLY CORP COM PAR 435758305 112 4,402 X 4,402 HOLLYWOODENTMT CORP COM 436141105 188 19,040 X 19,040 HOLLYWOOD ENTERTAINMENT CORP COM 436141105 112 11,346 X 11,346 HOLOGIC INC COM 436440101 126 6,535 X 6,535 HOLOGIC INC COM 436440101 83 4,299 X 4,299 HOME DEPOT INC COM 437076102 36,580 933,159 X 933,159 HOME DEPOT INC COM 437076102 32,448 827,756 X 827,756 HOME DEPOT INC COM 437076102 9,702 247,502 X 247,502 HOME PROPERTIES INC COM 437306103 386 9,766 X 9,766 HOME PROPERTIES OF NY INC COM 437306103 254 6,410 X 6,410 HOMEBANC CORP GA COM 43738R109 101 11,206 X 11,206 HOMESTOREINC COM 437852106 85 36,939 X 36,939 HOMESTORE INC COM 437852106 43 18,797 X 18,797 HONEYWELLINTL INC COM 438516106 13,102 365,355 X 365,355 HONEYWELL INTERNATIONAL COM 438516106 13,755 383,581 X 383,581 HONEYWELL INTERNATIONAL INC CHANGED COM 438516106 3,475 96,903 X 96,903 HOOPER HOLMES INC COM 439104100 84 18,694 X 18,694 HOOPER HOLMES INC COM 439104100 51 11,321 X 11,321 HORACE MANN EDUCATORS CORP NEW COM 440327104 452 25,724 X 25,724 HORACE MANN EDUCATORS CORP COM 440327104 147 8,390 X 8,390 HORMEL FOODS CORP COM 440452100 1,023 38,201 X 38,201 HOSPIRA INC COM 441060100 2,030 66,329 X 66,329 HOSPIRA INC COM 441060100 2,130 69,623 X 69,623 HOSPIRA INC COM 441060100 538 17,592 X 17,592 HOSPITALITY PPTYS TR COM SH B44106M102 786 18,494 X 18,494 HOT TOPICINC COM 441339108 286 16,778 X 16,778 HOT TOPIC INC COM 441339108 173 10,156 X 10,156 HOUSTON EXPL CO COM 442120101 238 4,008 X 4,008 HOUSTON EXPLORATION CO COM 442120101 177 2,974 X 2,974 HOVNANIANENTERPRISES INC CL A 442487203 675 16,826 X 16,826 HUBBELL INC CL B 443510201 751 16,753 X 16,753 HUDSON RIV BANCORP INC COM 444128102 205 10,820 X 10,820 HUDSON RIVER BANCORP COM 444128102 121 6,373 X 6,373 HUMANA INC COM 444859102 1,354 67,746 X 67,746 HUMANA INC COM 444859102 1,422 71,161 X 71,161 HUMANA INC COM 444859102 359 17,968 X 17,968 HUMAN GENOME SCIENCES INC COM 444903108 452 41,437 X 41,437 HUMAN GENOME SCIENCES INC COM 444903108 279 25,559 X 25,559 HUNT J B TRANS SVCS INC COM 445658107 826 22,229 X 22,229 HUNTINGTON 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INTERNATIONAL SPEEDWAY CORP CL A 460335201 731 14,659 X 14,659 INTERNET CAP GROUP INC COM NEW 46059C205 82 12,665 X 12,665 INTERNET CAPITAL GROUP COM NEW 46059C205 50 7,813 X 7,813 INTERNET SEC SYS INC COM 46060X107 216 12,710 X 12,710 INTERNET SECURITY SYSTEMS COM 46060X107 139 8,153 X 8,153 INTERPUBLIC GROUP COS INC COM 460690100 1,900 179,423 X 179,423 INTERPUBLIC GROUP OF COS INC COM 460690100 1,982 187,147 X 187,147 INTERPUBLIC GROUP OF COS INC COM COM 460690100 504 47,588 X 47,588 INTERSIL CORP CL A 46069S109 660 41,431 X 41,431 INTERVOICE BRITE INC COM 461142101 124 11,469 X 11,469 INTERVOICE INC COM 461142101 77 7,176 X 7,176 INTERWOVEN INC COM NEW 46114T508 107 14,801 X 14,801 INTERWOVEN INC COM NEW 46114T508 62 8,629 X 8,629 INTUIT COM 461202103 3,696 81,418 X 81,418 INTUIT INC COM 461202103 3,320 73,137 X 73,137 INTUIT INC COM 461202103 980 21,594 X 21,594 INVACARE CORP COM 461203101 376 8,171 X 8,171 INVACARE CORP COM 461203101 234 5,091 X 5,091 INTUITIVESURGICAL INC COM 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IPAYMENT INC COM 46262E105 84 2,104 X 2,104 IRWIN FINL CORP COM 464119106 161 6,221 X 6,221 IRWIN FINANCIAL CORP COM 464119106 90 3,468 X 3,468 ISHARES S&P500/B464287408 6,348 110,293 X 110,293 ISHARES TR MSCI EAF464287465 2,828 20,000 X 20,000 ISHARES MSCI EAF464287465 4,822 34,100 X 34,100 ISHARES TR RUSSELL 464287655 2,789 24,500 X 24,500 ISHARES RUSSELL 464287655 1,548 13,600 X 13,600 ISIS PHARMACEUTICALS COM 464330109 78 15,866 X 15,866 ISIS PHARMACEUTICALS INC COM 464330109 49 9,970 X 9,970 ISOLAGEN INC COM 46488N103 70 7,360 X 7,360 ISOLAGEN INC COM 46488N103 43 4,540 X 4,540 ITRON INC COM 465741106 122 6,972 X 6,972 ITRON INC COM 465741106 76 4,367 X 4,367 IVAX CORP COM 465823102 1,319 68,852 X 68,852 IVILLAGE INC COM 46588H105 55 9,136 X 9,136 IVILLAGE INC COM 46588H105 26 4,385 X 4,385 JDS UNIPHASE CORP COM 46612J101 2,063 612,129 X 612,129 JDS UNIPHASE CORP COM 46612J101 2,142 635,492 X 635,492 JDS UNIPHASE CORP COM 46612J101 547 162,355 X 162,355 JDA SOFTWARE GROUP INC COM 46612K108 102 9,424 X 9,424 JDA SOFTWARE GROUP INC COM 46612K108 69 6,354 X 6,354 J JILL GROUP INC COM 466189107 131 6,618 X 6,618 THE J JILL GROUP INC COM 466189107 74 3,746 X 3,746 JLG INDS INC COM 466210101 214 12,744 X 12,744 JLG INDUSTRIES INC COM 466210101 158 9,381 X 9,381 JPMORGAN CHASE + CO COM 46625H100 60,152 1,514,011 X 1,514,011 JP MORGAN CHASE & CO COM 46625H100 63,121 1,588,740 X 1,588,740 JP MORGAN CHASE&CO COM 46625H100 15,954 401,560 X 401,560 J2 GLOBALCOMMUNICATIONS COM NEW 46626E205 173 5,477 X 5,477 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 120 3,812 X 3,812 JABIL CIRCUIT INC COM 466313103 1,965 85,414 X 85,414 JABIL CIRCUIT INC COM 466313103 2,052 89,219 X 89,219 JABIL CIRCUIT INC COM 466313103 521 22,654 X 22,654 JACK IN THE BOX INC COM 466367109 386 12,159 X 12,159 JACK IN THE BOX INC COM 466367109 233 7,340 X 7,340 JACKSON HEWITT TAX SVC INC COM 468202106 243 12,008 X 12,008 JACOBS ENGR GROUP INC COM 469814107 594 15,505 X 15,505 JACUZZI BRANDS INC COM 469865109 222 23,923 X 23,923 JACUZZI BRANDS INC COM 469865109 144 15,450 X 15,450 JAKKS PACINC COM 47012E106 188 8,157 X 8,157 JAKKS PACIFIC INC COM 47012E106 119 5,157 X 5,157 JANUS CAPGROUP INC COM 47102X105 1,385 101,740 X 101,740 JANUS CAPITAL GROUP INC COM 47102X105 1,450 106,538 X 106,538 JANUS CAPITAL GROUP INC COM 47102X105 367 26,984 X 26,984 JARDEN CORP COM 471109108 340 9,322 X 9,322 JARDEN CORP COM 471109108 193 5,290 X 5,290 JEFFRIES GROUP INC NEW COM 472319102 537 15,588 X 15,588 JEFFERSONPILOT CORP COM 475070108 2,881 58,006 X 58,006 JEFFERSON-PILOT CORP COM 475070108 3,048 61,372 X 61,372 JEFFERSON-PILOT CORP COM 475070108 764 15,385 X 15,385 JETBLUE AWYS CORP COM 477143101 595 28,449 X 28,449 JO ANN STORES INC COM 47758P307 183 6,543 X 6,543 JO-ANN STORES INC COM 47758P307 103 3,677 X 3,677 JOHNSON +JOHNSON COM 478160104 71,064 1,261,573 X 1,261,573 JOHNSON & JOHNSON COM 478160104 62,875 1,116,183 X 1,116,183 JOHNSON&JOHNSON COM 478160104 18,848 334,607 X 334,607 JOHNSON CTLS INC COM 478366107 4,594 80,865 X 80,865 JOHNSON CONTROLS INC COM 478366107 4,802 84,522 X 84,522 JOHNSON CONTROLS INC COM 478366107 1,218 21,448 X 21,448 JONES APPAREL GROUP INC COM 480074103 1,898 53,007 X 53,007 JONES APPAREL GROUP INC COM 480074103 1,993 55,672 X 55,672 JONES APPAREL GROUP INC COM 480074103 503 14,059 X 14,059 JONES LANG LASALLE INC COM 48020Q107 317 9,594 X 9,594 JONES LANG LASALLE INC COM 48020Q107 214 6,497 X 6,497 JOURNAL COMMUNICATIONS INC CL A 481130102 116 6,619 X 6,619 JOURNAL COMMUNICATIONS INC CL A 481130102 72 4,084 X 4,084 JOURNAL REGISTER CO COM 481138105 255 13,471 X 13,471 JOURNAL REGISTER CO COM 481138105 157 8,308 X 8,308 JOY GLOBAL INC COM 481165108 536 15,603 X 15,603 JOY GLOBAL INC COM 481165108 347 10,096 X 10,096 KCS ENERGY INC COM 482434206 208 14,934 X 14,934 KCS ENERGY INC COM 482434206 127 9,156 X 9,156 KFX INC COM 48245L107 93 12,077 X 12,077 KFX INC COM 48245L107 64 8,355 X 8,355 KLA TENCOR CORP COM 482480100 3,462 83,464 X 83,464 KLA-TENCOR CORP COM 482480100 3,048 73,482 X 73,482 KLA-TENCOR CORPORATION COM COM 482480100 918 22,137 X 22,137 K SWISS INC CL A 482686102 180 9,373 X 9,373 K-SWISS INC CL A 482686102 100 5,194 X 5,194 K2 INC COM 482732104 191 13,370 X 13,370 K2 INC COM 482732104 97 6,748 X 6,748 K V PHARMACEUTICAL COMPANY CL A 482740206 200 11,199 X 11,199 KV PHARMACEUTICAL CO CL A 482740206 129 7,226 X 7,226 KNBT BANCORP INC COM 482921103 166 9,880 X 9,880 KNBT BANCORP INC COM 482921103 103 6,094 X 6,094 KAMAN CORP CL A 483548103 95 7,959 X 7,959 KAMAN CORP CL A 483548103 60 5,025 X 5,025 KANSAS CITY SOUTHERN COM NEW 485170302 286 18,824 X 18,824 KANSAS CITY SOUTHERN COM NEW 485170302 201 13,255 X 13,255 KAYDON CORP COM 486587108 260 9,027 X 9,027 KAYDON CORP COM 486587108 169 5,886 X 5,886 KEANE INC COM 486665102 539 35,077 X 35,077 KEANE INC COM 486665102 148 9,624 X 9,624 KB HOME COM 48666K109 1,663 19,682 X 19,682 KB HOME COM 48666K109 1,764 20,883 X 20,883 KB HOME COM 48666K109 441 5,220 X 5,220 KELLOGG CO COM 487836108 7,496 175,718 X 175,718 KELLOGG CO COM 487836108 6,617 155,111 X 155,111 KELLOGG CO COM 487836108 1,988 46,606 X 46,606 KELLWOOD CO COM 488044108 330 9,059 X 9,059 KELLWOOD CO COM 488044108 212 5,810 X 5,810 KELLY SVCS INC CL A 488152208 436 16,318 X 16,318 KELLY SERVICES INC CL A 488152208 95 3,539 X 3,539 KEMET CORP COM 488360108 440 54,388 X 54,388 KEMET CORP COM 488360108 150 18,503 X 18,503 KENNAMETAL INC COM 489170100 986 21,838 X 21,838 KENNAMETAL INC COM 489170100 332 7,347 X 7,347 KERR MCGEE CORP COM 492386107 3,674 64,180 X 64,180 KERR-MCGEE CORP COM 492386107 3,848 67,214 X 67,214 KERR MCGEE CORP COM COM 492386107 975 17,023 X 17,023 KERYX BIOPHARMACEUTICALS INC COM 492515101 82 7,295 X 7,295 KERYX BIOPHARMACEUTICALS COM 492515101 50 4,500 X 4,500 KEY ENERGY SVCS INC COM 492914106 458 41,450 X 41,450 KEY ENERGY SERVICES INC COM 492914106 283 25,566 X 25,566 KEYCORP NEW COM 493267108 5,464 172,910 X 172,910 KEYCORP COM 493267108 5,781 182,954 X 182,954 KEYCORP COM 493267108 1,449 45,861 X 45,861 KEYNOTE SYS INC COM 493308100 93 6,539 X 6,539 KEYNOTE SYSTEMS INC COM 493308100 58 4,103 X 4,103 KEYSPAN CORP COM 49337W100 2,669 68,082 X 68,082 KEYSPAN CORP COM 49337W100 2,803 71,507 X 71,507 KEYSPAN CORP COM 49337W100 708 18,057 X 18,057 KFORCE INC COM 493732101 72 8,561 X 8,561 KFORCE INC COM 493732101 44 5,282 X 5,282 KIMBALL INTL INC CL B 494274103 101 7,262 X 7,262 KIMBALL INTERNATIONAL CL B 494274103 64 4,611 X 4,611 KILROY RLTY CORP COM 49427F108 349 9,173 X 9,173 KILROY REALTY CORP COM 49427F108 217 5,712 X 5,712 KIMBERLY CLARK CORP COM 494368103 13,576 210,189 X 210,189 KIMBERLY-CLARK CORP COM 494368103 12,018 186,059 X 186,059 KIMBERLY CLARK CORP COM COM 494368103 3,601 55,748 X 55,748 KINDER MORGAN INC KANS COM 49455P101 3,299 52,509 X 52,509 KINDER MORGAN INC COM 49455P101 3,438 54,725 X 54,725 KINDER MORGAN INC COM 49455P101 875 13,927 X 13,927 KINDRED HEALTHCARE INC COM 494580103 219 8,968 X 8,968 KINDRED HEALTHCARE INC COM 494580103 131 5,368 X 5,368 KING PHARMACEUTICALS INC COM 495582108 1,226 102,673 X 102,673 KING PHARMACEUTICALS INC COM 495582108 1,276 106,883 X 106,883 KING PHARMACEUTICALS INC COM 495582108 325 27,231 X 27,231 KIRBY CORP COM 497266106 280 6,984 X 6,984 KIRBY CORP COM 497266106 163 4,068 X 4,068 KNIGHT RIDDER INC COM 499040103 2,154 32,910 X 32,910 KNIGHT-RIDDER INC COM 499040103 1,932 29,524 X 29,524 KNIGHT-RIDDER INC COM 499040103 571 8,729 X 8,729 KNIGHT TRADING GROUP INC COM 499063105 342 37,025 X 37,025 KNIGHT TRADING GROUP INC COM 499063105 211 22,837 X 22,837 KNIGHT TRANSN INC COM 499064103 232 10,814 X 10,814 KNIGHT TRANSPORTATION INC COM 499064103 165 7,698 X 7,698 KOHLS CORP COM 500255104 6,999 145,230 X 145,230 KOHL'S CORP COM 500255104 6,200 128,660 X 128,660 KOHLS CORP COM 500255104 1,856 38,519 X 38,519 KOMAG INC COM NEW 500453204 133 9,542 X 9,542 KOMAG INC COM NEW 500453204 86 6,166 X 6,166 KOPIN CORP COM 500600101 93 22,880 X 22,880 KOPIN CORP COM 500600101 61 14,872 X 14,872 KORN / FERRY INTL COM NEW 500643200 379 20,775 X 20,775 KORN/FERRY INTERNATIONAL COM NEW 500643200 119 6,515 X 6,515 KOS PHARMACEUTICALSINC COM 500648100 141 3,946 X 3,946 KOS PHARMACEUTICALS INC COM 500648100 87 2,435 X 2,435 KRAMONT RLTY TR COM SH B50075Q107 158 8,485 X 8,485 KRAMONT REALTY TRUST COM SH B50075Q107 90 4,865 X 4,865 KRISPY KREME DOUGHNUTS INC COM 501014104 437 34,548 X 34,548 KRISPY KREME DOUGHNUTS COM 501014104 142 11,202 X 11,202 KROGER CO COM 501044101 4,876 314,151 X 314,151 KROGER CO COM 501044101 5,096 328,365 X 328,365 KROGER CO COM 501044101 1,293 83,322 X 83,322 KRONOS INC COM 501052104 414 9,350 X 9,350 KRONOS INC COM 501052104 271 6,121 X 6,121 KULICKE +SOFFA INDS INC COM 501242101 100 17,667 X 17,667 KULICKE & SOFFA INDUSTRIES INC COM 501242101 59 10,445 X 10,445 KYPHON INC COM 501577100 187 7,552 X 7,552 KYPHON INC COM 501577100 115 4,621 X 4,621 LNR PPTY CORP COM 501940100 340 5,486 X 5,486 LNR PROPERTY CORP COM 501940100 210 3,385 X 3,385 LSI LOGICCORP COM 502161102 705 163,599 X 163,599 LSI LOGIC CORP COM 502161102 733 170,144 X 170,144 LSI LOGIC CORP COM 502161102 187 43,391 X 43,391 LSI INDS INC COM 50216C108 67 6,410 X 6,410 LSI INDUSTRIES INC COM 50216C108 38 3,611 X 3,611 LTX CORP COM 502392103 176 32,514 X 32,514 LTX CORP COM 502392103 68 12,542 X 12,542 L 3 COMMUNICATIONS HLDG CORP COM 502424104 1,972 29,430 X 29,430 LA QUINTACORP PAIRED C50419U202 445 57,099 X 57,099 LA QUINTA CORP PAIRED C50419U202 279 35,795 X 35,795 LA Z BOY INC COM 505336107 256 16,845 X 16,845 HOME FURNISHINGS COM 505336107 158 10,390 X 10,390 LABOR READY INC COM NEW 505401208 174 12,441 X 12,441 LABOR READY INC COM NEW 505401208 121 8,663 X 8,663 LABONE INC NEW COM 50540L105 162 5,557 X 5,557 LABONE INC COM 50540L105 100 3,428 X 3,428 LABRANCHE+ CO INC COM 505447102 284 33,595 X 33,595 LABRANCHE & COMPANY COM 505447102 89 10,566 X 10,566 LACLEDE GROUP INC COM 505597104 216 7,405 X 7,405 LACLEDE GROUP INC COM 505597104 118 4,050 X 4,050 LAIDLAW INTERNATIONAL W I COM 50730R102 545 33,125 X 33,125 LAIDLAW INTERNATIONAL COM 50730R102 336 20,432 X 20,432 LAM RESH CORP COM 512807108 807 36,886 X 36,886 LANCASTERCOLONY CORP COM 513847103 775 18,373 X 18,373 LANCASTER COLONY CORP COM 513847103 230 5,447 X 5,447 LANCE INC COM 514606102 138 8,560 X 8,560 LANCE INC COM 514606102 80 4,976 X 4,976 LANDAUER INC COM 51476K103 124 2,636 X 2,636 LANDAUER INC COM 51476K103 87 1,855 X 1,855 LANDAMERICA FINL GROUP INC COM 514936103 290 6,365 X 6,365 LANDAMERICA FINANCIAL GROUP COM 514936103 181 3,981 X 3,981 LANDRYS RESTAURANTS INC COM 51508L103 211 7,740 X 7,740 LANDRY'S RESTAURANTS INC COM 51508L103 125 4,584 X 4,584 LANDSTAR SYS INC COM 515098101 548 9,347 X 9,347 LANDSTAR SYSTEM INC COM 515098101 360 6,133 X 6,133 LASALLE HOTEL PPTYS COM SH B517942108 246 8,909 X 8,909 LASALLE HOTEL PROPERTIES COM SH B517942108 152 5,496 X 5,496 LATTICE SEMICONDUCTOR CORP COM 518415104 329 67,101 X 67,101 LATTICE SEMICONDUCTOR CORP COM 518415104 106 21,687 X 21,687 LAUREATE ED INC COM 518613104 468 12,570 X 12,570 LAWSON SOFTWARE INC COM 520780107 102 18,216 X 18,216 LAWSON SOFTWARE INC COM 520780107 63 11,236 X 11,236 LEAR CORP COM 521865105 1,028 18,886 X 18,886 LEAPFROG ENTERPRISES INC CL A 52186N106 181 8,915 X 8,915 LEAPFROG ENTERPRISES INC CL A 52186N106 111 5,499 X 5,499 LEE ENTERPRISES INC COM 523768109 576 12,433 X 12,433 LEGGETT +PLATT INC COM 524660107 2,289 81,472 X 81,472 LEGGETT & PLATT INC COM 524660107 2,412 85,846 X 85,846 LEGGETT&PLATT COM 524660107 607 21,608 X 21,608 LEGG MASON INC COM 524901105 1,477 27,729 X 27,729 LEHMAN BROTHERS HLDGS INC COM 524908100 9,194 115,329 X 115,329 LEHMAN BROTHERS HOLDINGS INC COM 524908100 9,677 121,390 X 121,390 LEHMAN BROTHERS HOLDINGS INC COM 524908100 2,439 30,589 X 30,589 LENNAR CORP CL A 526057104 2,045 42,954 X 42,954 LENNOX INTL INC COM 526107107 233 15,589 X 15,589 LENNOX INTERNATIONAL INC COM 526107107 134 8,993 X 8,993 LEUCADIA NATL CORP COM 527288104 1,106 19,516 X 19,516 LEXAR MEDIA INC COM 52886P104 180 21,410 X 21,410 LEXAR MEDIA INC COM 52886P104 109 12,968 X 12,968 LEXICON GENETICS INC COM 528872104 136 20,699 X 20,699 LEXICON GENETICS INC COM 528872104 84 12,768 X 12,768 LEXINGTONCORPORATE PPTY TR COM 529043101 327 15,085 X 15,085 LEXINGTON CORPORATE PROPERTIES COM 529043101 211 9,700 X 9,700 LEXMARK INTL INC CL A 529771107 4,625 55,052 X 55,052 LEXMARK INTERNATIONAL INC CL A 529771107 4,126 49,117 X 49,117 LEXMARK INTL NEW CL A CL A 529771107 1,227 14,602 X 14,602 LIBERTY CORP S C COM 530370105 189 4,757 X 4,757 LIBERTY CORP COM 530370105 118 2,965 X 2,965 LIBERTY PROPERTY SH BEN I531172104 934 23,438 X 23,438 LIFECELL CORP COM 531927101 95 9,504 X 9,504 LIFECELL CORPORATION COM 531927101 59 5,862 X 5,862 LIFEPOINTHOSPS INC COM 53219L109 678 22,608 X 22,608 LIFEPOINT HOSPITALS INC COM 53219L109 231 7,711 X 7,711 LIGAND PHARMACEUTICALS INC CL B 53220K207 237 23,637 X 23,637 LIGAND PHARMACEUTICALS INC CL B 53220K207 146 14,579 X 14,579 LILLY ELI+ CO COM 532457108 28,857 480,542 X 480,542 ELI LILLY & CO COM 532457108 25,529 425,129 X 425,129 LILLY ELI & CO COM COM 532457108 7,654 127,454 X 127,454 LIMITED BRANDS INC COM 532716107 4,477 200,865 X 200,865 LTD BRANDS COM 532716107 4,723 211,886 X 211,886 LIMITED BRANDS COM 532716107 1,187 53,275 X 53,275 LIN TV CORP CL A 532774106 186 9,565 X 9,565 LIN TV CORP CL A 532774106 109 5,592 X 5,592 LINCARE HLDGS INC COM 532791100 817 27,508 X 27,508 LINCOLN ELEC HLDGS INC COM 533900106 358 11,429 X 11,429 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 204 6,509 X 6,509 LINCOLN NATL CORP IN COM 534187109 3,516 74,802 X 74,802 LINCOLN NATIONAL CORP COM 534187109 3,695 78,627 X 78,627 LINCOLN NATIONAL CORP COM 534187109 932 19,840 X 19,840 LINEAR TECHNOLOGY CORP COM 535678106 4,737 130,702 X 130,702 LINEAR TECHNOLOGY CORP COM 535678106 4,230 116,712 X 116,712 LINEAR TECHNOLOGY CORP COM 535678106 1,256 34,666 X 34,666 LINENS N THINGS INC COM 535679104 323 13,942 X 13,942 LINENS 'N THINGS INC COM 535679104 208 8,981 X 8,981 LIONBRIDGE TECHNOLOGIES INC COM 536252109 132 15,341 X 15,341 LIONBRIDGE TECHNOLOGIES COM 536252109 81 9,463 X 9,463 LITTELFUSE INC COM 537008104 254 7,349 X 7,349 LITTELFUSE INC COM 537008104 142 4,119 X 4,119 LIZ CLAIBORNE INC COM 539320101 1,727 45,786 X 45,786 LIZ CLAIBORNE INC COM 539320101 1,808 47,939 X 47,939 LIZ CLAIBORNE INC COM 539320101 458 12,144 X 12,144 LOCKHEED MARTIN CORP COM 539830109 10,548 189,096 X 189,096 LOCKHEED MARTIN CORP COM 539830109 11,097 198,949 X 198,949 LOCKHEED MARTIN CORP COM 539830109 2,798 50,154 X 50,154 LOEWS CORP COM 540424108 4,612 78,841 X 78,841 LOEWS CORP COM 540424108 4,804 82,121 X 82,121 LOEWS CORP COM 540424108 1,223 20,911 X 20,911 LONE STARSTEAKHOUSE + SALOON COM 542307103 134 5,193 X 5,193 LONE STAR STEAKHOUSE & SALOON COM 542307103 91 3,541 X 3,541 LONE STARTECHNOLOGIES INC COM 542312103 353 9,327 X 9,327 LONE STAR TECHNOLOGIES COM 542312103 233 6,167 X 6,167 LONGS DRUG STORES CORP COM 543162101 249 10,271 X 10,271 LONGS DRUG STORES CORP COM 543162101 160 6,604 X 6,604 LONGVIEW FIBRE CO WASHINGTON COM 543213102 444 29,146 X 29,146 LONGVIEW FIBRE CO COM 543213102 163 10,687 X 10,687 LOOKSMART COM 543442107 22 14,745 X 14,745 LOUISIANAPAC CORP COM 546347105 1,205 46,447 X 46,447 LOUISIANA-PACIFIC CORP COM 546347105 1,256 48,397 X 48,397 LOUISIANA-PACIFIC CORP COM 546347105 320 12,319 X 12,319 LOWES COSINC COM 548661107 18,010 331,378 X 331,378 LOWE'S COS INC COM 548661107 15,963 293,707 X 293,707 LOWE'S COS INC COM 548661107 4,777 87,892 X 87,892 LUBRIZOL CORP COM 549271104 620 17,925 X 17,925 LUCENT TECHNOLOGIES INC COM 549463107 5,807 1,831,714 X 1,831,714 LUCENT TECHNOLOGIES INC COM 549463107 5,101 1,609,186 X 1,609,186 LUCENT TECHNOLOGIES INC COM 549463107 1,540 485,825 X 485,825 LUMINENT MTG CAP INC COM 550278303 150 11,837 X 11,837 LUMINENT MORTGAGE CAPITAL INC COM 550278303 93 7,301 X 7,301 LUMINEX CORP DEL COM 55027E102 54 7,549 X 7,549 LUMINEX CORP COM 55027E102 33 4,642 X 4,642 LYON WILLIAM HOMES COM 552074106 120 1,351 X 1,351 WILLIAM LYON HOMES INC COM 552074106 80 900 X 900 LYONDELL CHEMICAL CO COM 552078107 1,103 49,129 X 49,129 M + T BK CORP COM 55261F104 4,762 49,764 X 49,764 M&T BANK CORP COM 55261F104 5,018 52,436 X 52,436 M&T BANK CORP COM 55261F104 1,263 13,199 X 13,199 MAF BANCORP INC COM 55261R108 367 8,506 X 8,506 MAF BANCORP INC COM 55261R108 242 5,617 X 5,617 MBIA INC COM 55262C100 3,544 60,887 X 60,887 MBIA INC COM 55262C100 3,742 64,281 X 64,281 MBIA INC COM 55262C100 940 16,149 X 16,149 MBNA CORP COM 55262L100 13,685 543,065 X 543,065 MBNA CORP COM 55262L100 14,354 569,602 X 569,602 MBNA CORP COM 55262L100 3,630 144,037 X 144,037 MB FINL INC COM 55264U108 242 6,116 X 6,116 MB FINANCIAL CORP COM 55264U108 144 3,624 X 3,624 MDU RES GROUP INC COM 552690109 852 32,340 X 32,340 MFA MTG INVTS INC COM 55272X102 223 24,162 X 24,162 MFA MORTGAGE INVESTMENTS INC COM 55272X102 126 13,633 X 13,633 MGE ENERGY INC COM 55277P104 200 6,282 X 6,282 MGE ENERGY INC COM 55277P104 121 3,807 X 3,807 MGIC INVTCORP WIS COM 552848103 2,787 41,875 X 41,875 MGIC INVESTMENT CORP COM 552848103 2,949 44,320 X 44,320 MGIC INVT CORP WIS COM MGIC INVT COR COM 552848103 739 11,107 X 11,107 M/I HOMESINC COM 55305B101 172 4,052 X 4,052 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 106 2,501 X 2,501 MKS INSTRS INC COM 55306N104 160 10,424 X 10,424 MKS INSTRUMENTS INC COM 55306N104 100 6,500 X 6,500 MPS GROUPINC COM 553409103 526 62,603 X 62,603 MPS GROUP INC COM 553409103 169 20,128 X 20,128 MRV COMMUNICATIONS INC COM 553477100 93 37,106 X 37,106 MRV COMMUNICATIONS INC COM 553477100 52 20,862 X 20,862 MRO SOFTWARE INC COM 55347W105 64 6,430 X 6,430 MRO SOFTWARE INC COM 55347W105 40 4,024 X 4,024 MSC SOFTWARE CORP COM 553531104 82 10,246 X 10,246 MSC.SOFTWARE CORP COM 553531104 47 5,886 X 5,886 MTR GAMING GROUP INC COM 553769100 71 7,644 X 7,644 MTR GAMING GROUP INC COM 553769100 42 4,503 X 4,503 MTS SYS CORP COM 553777103 128 6,035 X 6,035 MTS SYSTEMS CORP COM 553777103 100 4,696 X 4,696 MACDERMIDINC COM 554273102 258 8,894 X 8,894 MACDERMID INC COM 554273102 160 5,518 X 5,518 MACK CA RLTY CORP COM 554489104 739 16,687 X 16,687 MACROVISION CORP COM 555904101 707 29,350 X 29,350 MACROVISION CORP COM 555904101 229 9,517 X 9,517 MACROMEDIA INC COM 556100105 384 19,102 X 19,102 MAGELLAN HEALTH SVCS INC COM NEW 559079207 316 8,656 X 8,656 MAGELLAN HEALTH SERVICES INC COM NEW 559079207 203 5,548 X 5,548 MAGMA DESIGN AUTOMATION INC COM 559181102 119 7,910 X 7,910 MAGMA DESIGN AUTOMATION INC COM 559181102 75 4,965 X 4,965 MAGNA ENTMT CORP CL A 559211107 70 12,790 X 12,790 MAGNA ENTERTAINMENT CL A 559211107 51 9,375 X 9,375 MAGNETEK INC COM 559424106 59 7,963 X 7,963 MAGNETEK INC COM 559424106 37 4,912 X 4,912 MAGNUM HUNTER RESOURCES INC COM PAR 55972F203 298 25,812 X 25,812 MAGNUM HUNTER RESOURCES INC COM PAR 55972F203 166 14,408 X 14,408 MAGUIRE PPTYS INC COM 559775101 264 10,875 X 10,875 MAGUIRE PROPERTIES INC COM 559775101 163 6,707 X 6,707 MAIN STR BKS INC NEW COM 56034R102 135 4,406 X 4,406 MAIN STREET BANKS INC COM 56034R102 86 2,798 X 2,798 MANDALAY RESORT GROUP COM 562567107 1,276 18,581 X 18,581 MANHATTANASSOCS INC COM 562750109 236 9,679 X 9,679 MANHATTAN ASSOCIATES INC COM 562750109 148 6,045 X 6,045 MANITOWOCINC COM 563571108 285 8,051 X 8,051 MANITOWOC CO COM 563571108 189 5,322 X 5,322 MANOR CARE INC NEW COM 564055101 1,114 37,170 X 37,170 MANOR CARE INC COM 564055101 1,206 40,243 X 40,243 MANOR CARE INC CUSIP CHG FRM40413410 COM 564055101 295 9,859 X 9,859 MANPOWER INC WIS COM 56418H100 1,104 24,804 X 24,804 MANUFACTURED HOME CMNTYS INC COM 564682102 184 5,539 X 5,539 MANUFACTURED HOME COMMUNITIES COM 564682102 123 3,705 X 3,705 MAPICS INC COM 564910107 62 6,849 X 6,849 MAPICS INC COM 564910107 44 4,888 X 4,888 MANUGISTICS GROUP INC COM 565011103 30 12,585 X 12,585 MAPINFO CORP COM 565105103 73 6,753 X 6,753 MAPINFO CORP COM 565105103 45 4,166 X 4,166 MARATHON OIL CORP COM 565849106 6,072 147,091 X 147,091 MARATHON OIL CORP COM 565849106 6,356 153,976 X 153,976 MARATHON OIL CORP COM 565849106 1,610 39,013 X 39,013 MARCUS CORP COM 566330106 125 6,399 X 6,399 MARCUS CORP COM 566330106 81 4,142 X 4,142 MARSH + MCLENNAN COS INC COM 571748102 10,126 221,288 X 221,288 MARSH & MCLENNAN COS INC COM 571748102 8,951 195,603 X 195,603 MARSH&MCLENNAN COS COM 571748102 2,686 58,692 X 58,692 MARSHALL + ILSLEY CORP COM 571834100 3,817 94,716 X 94,716 MARSHALL & ILSLEY CORP COM 571834100 3,977 98,680 X 98,680 MARSHALL&ILSLEY CORP COM 571834100 1,012 25,121 X 25,121 MARRIOTT INTL INC NEW CL A 571903202 5,055 97,289 X 97,289 MARRIOTT INTERNATIONAL INC CL A 571903202 5,334 102,656 X 102,656 MARRIOTT INTERNATIONAL-CL A CL A 571903202 1,341 25,804 X 25,804 MARTIN MARIETTA MATLS INC COM 573284106 601 13,274 X 13,274 MASCO CORP COM 574599106 6,359 184,162 X 184,162 MASCO CORP COM 574599106 6,669 193,136 X 193,136 MASCO CORP COM 574599106 1,687 48,845 X 48,845 MATRIXONEINC COM 57685P304 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4,091,005 MICROSOFT CORP COM 594918104 33,891 1,225,725 X 1,225,725 MICROSTRATEGY INC CL A NEW594972408 156 3,790 X 3,790 MICROSTRATEGY INC-CL A CL A NEW594972408 19 467 X 467 MICROSTRATEGY INC CL A NEW594972408 102 2,474 X 2,474 MICROCHIPTECHNOLOGY INC COM 595017104 1,521 56,664 X 56,664 MICROMUSEINC COM 595094103 94 25,452 X 25,452 MICROMUSE INC COM 595094103 58 15,700 X 15,700 MICRON TECHNOLOGY INC COM 595112103 3,127 259,905 X 259,905 MICRON TECHNOLOGY INC COM 595112103 3,259 270,926 X 270,926 MICRON TECHNOLOGY INC COM 595112103 829 68,934 X 68,934 MICROSEMICORP COM 595137100 290 20,544 X 20,544 MICROSEMI CORP COM 595137100 184 13,055 X 13,055 MICROTUNEINC DEL COM 59514P109 85 16,160 X 16,160 MICROTUNE INC COM 59514P109 54 10,305 X 10,305 MID AMER APT CMNTYS INC COM 59522J103 223 5,736 X 5,736 MID-AMERICA APARTMENT COMM COM 59522J103 139 3,567 X 3,567 MID STATEBANCSHARES COM 595440108 209 8,118 X 8,118 MID-STATE BANCSHARES COM 595440108 133 5,162 X 5,162 MIDCAP SPDR TR UNIT 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PENNEY CO INC (HLDG CO) COM 708160106 1,146 32,489 X 32,489 PENNSYLVANIA REAL ESTATE INVT SH BEN I709102107 398 10,295 X 10,295 PENNSYLVANIA REAL ESTATE INVES SH BEN I709102107 227 5,867 X 5,867 PENTAIR INC COM 709631105 964 27,625 X 27,625 PEOPLES ENERGY CORP COM 711030106 1,162 27,884 X 27,884 PEOPLES ENERGY CORP COM 711030106 1,002 24,038 X 24,038 PEOPLES ENERGY CORP COM 711030106 177 4,242 X 4,242 PEOPLESOFT INC COM 712713106 3,095 155,940 X 155,940 PEOPLESOFT INC COM 712713106 3,258 164,146 X 164,146 PEOPLESOFT INC COM 712713106 821 41,360 X 41,360 PEP BOYS MANNY MOE + JACK COM 713278109 258 18,411 X 18,411 PEP BOYS-MANNY MOE & JACK COM 713278109 156 11,151 X 11,151 PEPCO HLDGS INC COM 713291102 1,017 51,089 X 51,089 PEPSI BOTTLING GROUP INC COM 713409100 2,935 108,108 X 108,108 PEPSI BOTTLING GROUP INC COM 713409100 2,597 95,651 X 95,651 PEPSI BOTTLING GROUP INC COM 713409100 778 28,673 X 28,673 PEPSIAMERICAS INC COM 71343P200 727 38,050 X 38,050 PEPSICO INC COM 713448108 35,030 720,034 X 720,034 PEPSICO INC COM 713448108 31,007 637,348 X 637,348 PEPSICO INC COM 713448108 9,291 190,975 X 190,975 PER SE TECHNOLOGIES INC COM NEW 713569309 131 9,583 X 9,583 PER-SE TECHNOLOGIES INC COM NEW 713569309 64 4,689 X 4,689 PEREGRINEPHARMACEUTICALS INC COM 713661106 71 43,874 X 43,874 PEREGRINE PHARMACEUTICALS INC COM 713661106 35 21,869 X 21,869 PERFORMANCE FOOD GROUP CO COM 713755106 354 14,936 X 14,936 PERFORMANCE FOOD GROUP COM 713755106 224 9,468 X 9,468 PERICOM SEMICONDUCTOR CORP COM 713831105 67 6,962 X 6,962 PERICOM SEMICONDUCTOR CORP COM 713831105 43 4,427 X 4,427 PERKINELMER INC COM 714046109 938 54,460 X 54,460 PERKINELMER INC COM 714046109 976 56,684 X 56,684 PERKINELMER INC CUSIP CHGD FRM 26845 COM 714046109 249 14,444 X 14,444 PEROT SYSCORP CL A 714265105 417 25,993 X 25,993 PEROT SYSTEMS CORP CL A 714265105 252 15,709 X 15,709 PERRIGO CO COM 714290103 846 41,157 X 41,157 PERRIGO CO COM 714290103 270 13,135 X 13,135 PETROLEUMDEV CORP COM 716578109 229 5,229 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4,999 X 4,999 SEACOR HLDGS INC COM 811904101 283 6,048 X 6,048 SEACOR SMIT INC COM 811904101 175 3,747 X 3,747 SEALED AIR CORP NEW COM 81211K100 1,654 35,693 X 35,693 SEALED AIR CORP COM 81211K100 1,465 31,610 X 31,610 SEALED AIR CORP COM 81211K100 439 9,467 X 9,467 SEARS ROEBUCK + CO COM 812387108 3,591 90,118 X 90,118 SEARS ROEBUCK AND CO COM 812387108 3,807 95,524 X 95,524 SEARS ROEBUCK&CO COM 812387108 952 23,902 X 23,902 SEATTLE GENETICS INC COM 812578102 88 13,423 X 13,423 SEATTLE GENETICS INC COM 812578102 51 7,802 X 7,802 SECURE COMPUTING CORP COM 813705100 92 12,086 X 12,086 SECURE COMPUTING CORP COM 813705100 55 7,247 X 7,247 SEEBEYONDTECHNOLOGY CORP COM 815704101 55 17,792 X 17,792 SEEBEYOND TECHNOLOGY CORP COM 815704101 32 10,453 X 10,453 SELECT COMFORT CORP COM 81616X103 212 11,658 X 11,658 SELECT COMFORT CORP COM 81616X103 131 7,192 X 7,192 SELECT MED CORP COM 816196109 396 29,451 X 29,451 SELECT MEDICAL CORP COM 816196109 244 18,166 X 18,166 SELECTIVEINS GROUP INC COM 816300107 310 8,330 X 8,330 SELECTIVE INSURANCE GROUP COM 816300107 193 5,183 X 5,183 SEMTECH CORP COM 816850101 392 20,462 X 20,462 SEMPRA ENERGY COM 816851109 3,566 98,523 X 98,523 SEMPRA ENERGY COM 816851109 3,755 103,750 X 103,750 SEMPRA ENERGY COM 816851109 946 26,131 X 26,131 SENIOR HSG PPTSY TR SH BEN I81721M109 313 17,568 X 17,568 SENIOR HOUSING PROPERTIES SH BEN I81721M109 194 10,906 X 10,906 SENSIENT TECHNOLOGIES CORP COM 81725T100 609 28,153 X 28,153 SENSIENT TECHNOLOGIES CORP COM 81725T100 205 9,451 X 9,451 SEPRACOR INC COM 817315104 1,176 24,113 X 24,113 SEQUA CORP CL A 817320104 236 4,514 X 4,514 SEQUA CORP CL A 817320104 65 1,243 X 1,243 SERENA SOFTWARE INC COM 817492101 150 8,957 X 8,957 SERENA SOFTWARE INC COM 817492101 83 4,983 X 4,983 SEROLOGICALS CORP COM 817523103 175 7,495 X 7,495 SEROLOGICALS CORP COM 817523103 121 5,184 X 5,184 SHAW GROUP INC COM 820280105 260 21,629 X 21,629 SHAW GROUP INC COM 820280105 158 13,146 X 13,146 SHERWIN WILLIAMS CO COM 824348106 2,660 60,510 X 60,510 SHERWIN-WILLIAMS CO COM 824348106 2,386 54,274 X 54,274 SHERWIN-WILLIAMS CO/THE COM 824348106 706 16,049 X 16,049 SHOPKO STORES INC COM 824911101 158 9,069 X 9,069 SHOPKO STORES INC COM 824911101 105 6,020 X 6,020 SHUFFLE MASTER INC COM 825549108 279 7,458 X 7,458 SHUFFLE MASTER INC COM 825549108 174 4,650 X 4,650 SIEBEL SYS INC COM 826170102 1,620 214,856 X 214,856 SIEBEL SYSTEMS INC COM 826170102 1,694 224,727 X 224,727 SIEBEL SYSTEMS INC COM 826170102 430 56,986 X 56,986 SIERRA HEALTH SVCS INC COM 826322109 354 7,381 X 7,381 SIERRA HEALTH SERVICES COM 826322109 224 4,669 X 4,669 SIERRA PAC RES NEW COM 826428104 602 67,221 X 67,221 SIERRA PACIFIC RESOURCES COM 826428104 192 21,426 X 21,426 SIGMA ALDRICH COM 826552101 1,704 29,372 X 29,372 SIGMA-ALDRICH CORP COM 826552101 1,527 26,321 X 26,321 SIGMA-ALDRICH COM 826552101 452 7,790 X 7,790 SIGMATEL INC COM 82661W107 168 7,937 X 7,937 SIGMATEL INC COM 82661W107 104 4,896 X 4,896 SILICON LABORATORIES INC COM 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INC CL A 830566105 69 4,743 X 4,743 SKYWEST INC COM 830879102 265 17,608 X 17,608 SKYWEST INC COM 830879102 181 12,053 X 12,053 SKYWORKS SOLUTIONS INC COM 83088M102 450 47,458 X 47,458 SKYWORKS SOLUTIONS INC COM 83088M102 275 29,001 X 29,001 SMITH A OCORP COM 831865209 136 5,573 X 5,573 AO SMITH CORP COM 831865209 85 3,482 X 3,482 SMITH INTL INC COM 832110100 1,752 28,844 X 28,844 SMITHFIELD FOODS INC COM 832248108 761 30,425 X 30,425 SMUCKER JM CO COM NEW 832696405 713 16,064 X 16,064 SNAP ON INC COM 833034101 677 24,571 X 24,571 SNAP-ON INC COM 833034101 712 25,824 X 25,824 SNAP-ON INC COM 833034101 180 6,517 X 6,517 SOHU COM INC COM 83408W103 111 6,699 X 6,699 SOHU.COM INC COM 83408W103 74 4,429 X 4,429 SOLA INTLINC COM 834092108 196 10,301 X 10,301 SOLA INTERNATIONAL INC COM 834092108 118 6,172 X 6,172 SOLECTRONCORP COM 834182107 2,023 408,750 X 408,750 SOLECTRON CORP COM 834182107 1,775 358,667 X 358,667 SOLECTRON CORP COM 834182107 537 108,412 X 108,412 SONIC CORP COM 835451105 476 18,561 X 18,561 SONIC CORP COM 835451105 307 11,967 X 11,967 SONIC AUTOMOTIVE INC CL A 83545G102 195 9,745 X 9,745 SONIC AUTOMOTIVE INC CL A 83545G102 115 5,714 X 5,714 SONICWALLINC COM 835470105 116 17,115 X 17,115 SONICWALL INC COM 835470105 74 10,942 X 10,942 SONOCO PRODS CO COM 835495102 713 26,972 X 26,972 SONOSITE INC COM 83568G104 123 4,710 X 4,710 SONOSITE INC COM 83568G104 83 3,174 X 3,174 SOTHEBYS HLDGS INC CL A 835898107 514 32,690 X 32,690 SOTHEBY'S HOLDINGS CL A 835898107 148 9,390 X 9,390 SOURCE INTERLINK COS INC COM NEW 836151209 64 6,632 X 6,632 SOURCE INTERLINK COS INC COM NEW 836151209 40 4,090 X 4,090 SOUTH JERSEY INDS INC COM 838518108 232 4,856 X 4,856 SOUTH JERSEY INDUSTRIES INC COM 838518108 141 2,953 X 2,953 SOUTHERN CO COM 842587107 9,406 313,758 X 313,758 SOUTHERN CO/THE COM 842587107 9,861 328,907 X 328,907 SOUTHERN CO COM 842587107 2,495 83,218 X 83,218 SOUTHERN UN CO NEW COM 844030106 404 19,708 X 19,708 SOUTHERN UNION CO COM 844030106 245 11,934 X 11,934 SOUTHTRUST CORP COM 844730101 5,894 141,477 X 141,477 SOUTHTRUST CORP COM 844730101 6,166 148,004 X 148,004 SOUTHTRUST CORP COM 844730101 1,563 37,524 X 37,524 SOUTHWESTAIRLS CO COM 844741108 4,574 335,861 X 335,861 SOUTHWEST AIRLINES CO COM 844741108 4,804 352,705 X 352,705 SOUTHWEST AIRLINES COM 844741108 1,213 89,080 X 89,080 SOUTHWESTBANCORPORATION TEX COM 84476R109 440 21,850 X 21,850 SOUTHWEST BANCORP OF TEXAS INC COM 84476R109 269 13,339 X 13,339 SOUTHWESTGAS CORP COM 844895102 256 10,673 X 10,673 SOUTHWEST GAS CORP COM 844895102 169 7,036 X 7,036 SOUTHWESTERN ENERGY CO COM 845467109 460 10,964 X 10,964 SOUTHWESTERN ENERGY CO COM 845467109 291 6,929 X 6,929 SOVEREIGNBANCORP INC COM 845905108 3,184 145,899 X 145,899 SOVEREIGN BANCORP COM 845905108 3,338 152,992 X 152,992 SOVEREIGN BANCORP INC COM 845905108 844 38,697 X 38,697 SOVRAN SELF STORAGE INC COM 84610H108 194 4,943 X 4,943 SOVRAN SELF STORAGE INC COM 84610H108 126 3,212 X 3,212 SPANISH BROADCASTING SYS INC CL A 846425882 112 11,410 X 11,410 SPANISH BROADCASTING SYSTEM CL A 846425882 74 7,552 X 7,552 SPARTECH CORP COM NEW 847220209 226 9,017 X 9,017 SPARTECH CORP COM NEW 847220209 134 5,341 X 5,341 SPEEDWAY MOTORSPORTSINC COM 847788106 144 4,311 X 4,311 SPEEDWAY MOTORSPORTS INC COM 847788106 101 3,028 X 3,028 SPHERION CORP COM 848420105 136 17,412 X 17,412 SPHERION CORP COM 848420105 97 12,342 X 12,342 SPINNAKEREXPL CO COM 84855W109 263 7,514 X 7,514 SPINNAKER EXPLORATION CO COM 84855W109 170 4,841 X 4,841 SPORTS AUTH INC NEW COM 84917U109 167 7,197 X 7,197 THE SPORTS AUTHORITY INC COM 84917U109 108 4,643 X 4,643 SPRINT CORP COM FON 852061100 12,429 617,414 X 617,414 SPRINT CORP FON GROUP COM FON 852061100 13,018 646,679 X 646,679 SPRINT CORP-FON GROUP COM FON 852061100 3,296 163,756 X 163,756 STAGE STORES INC COM NEW 85254C305 206 6,031 X 6,031 STAGE STORES INC COM NEW 85254C305 127 3,720 X 3,720 STANCORP FINL GROUP INC COM 852891100 557 7,817 X 7,817 STANLEY WORKS COM 854616109 1,481 34,813 X 34,813 STANLEY WORKS COM 854616109 1,570 36,908 X 36,908 STANLEY WORKS/THE COM 854616109 393 9,233 X 9,233 STAPLES INC COM 855030102 6,307 211,490 X 211,490 STAPLES INC COM 855030102 5,580 187,136 X 187,136 STAPLES INC COM 855030102 1,673 56,093 X 56,093 STAR SCIENTIFIC INC COM 85517P101 61 10,310 X 10,310 STARBUCKSCORP COM 855244109 7,680 168,938 X 168,938 STARBUCKS CORP COM 855244109 6,762 148,756 X 148,756 STARBUCKS CORP COM 855244109 2,037 44,807 X 44,807 STATE AUTO FINL CORP COM 855707105 123 4,247 X 4,247 STATE AUTO FINANCIAL CORP COM 855707105 78 2,688 X 2,688 STARWOOD HOTELS + RESORTS PAIRED C85590A203 4,107 88,480 X 88,480 STARWOOD HOTELS RESORTS PAIRED C85590A203 4,279 92,174 X 92,174 STARWOOD HOTELS&RESORTS F PAIRED C85590A203 1,089 23,468 X 23,468 STATE STREET CORPORATION COM 857477103 6,104 142,925 X 142,925 STATE STREET CORP COM 857477103 6,398 149,801 X 149,801 STATE STREET CORP COM 857477103 1,619 37,908 X 37,908 THE STEAKAND SHAKE COMPANY COM 857873103 153 8,968 X 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TRANSPORTATION CO INC COM 870756103 166 9,842 X 9,842 SYBASE INC COM 871130100 361 26,159 X 26,159 SYBRON DENTAL SPECIALTIES COM 871142105 367 12,354 X 12,354 SYBRON DENTAL SPECIALTIES INC COM 871142105 226 7,621 X 7,621 SYCAMORE NETWORKS INC COM 871206108 213 56,314 X 56,314 SYCAMORE NETWORKS INC COM 871206108 127 33,709 X 33,709 SYMANTEC CORP COM 871503108 7,351 133,952 X 133,952 SYMANTEC CORP COM 871503108 6,508 118,580 X 118,580 SYMANTEC CORP COM 871503108 1,950 35,528 X 35,528 SYMBOL TECHNOLOGIES INC COM 871508107 1,286 101,732 X 101,732 SYMBOL TECHNOLOGIES INC COM 871508107 1,126 89,097 X 89,097 SYMBOL TECHNOLOGIES INC COM 871508107 341 26,982 X 26,982 SYMMETRICOM INC COM 871543104 118 12,518 X 12,518 SYMMETRICOM INC COM 871543104 75 7,894 X 7,894 SYMYX TECHNOLOGIES INC COM 87155S108 209 8,862 X 8,862 SYMYX TECHNOLOGIES COM 87155S108 133 5,633 X 5,633 SYNAPTICSINC COM 87157D109 145 7,184 X 7,184 SYNAPTICS INC COM 87157D109 89 4,432 X 4,432 SYNOPSYS INC COM 871607107 677 42,934 X 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CORP COM 878377100 500 13,105 X 13,105 TECHNE CORP COM 878377100 312 8,167 X 8,167 TECHNITROL INC COM 878555101 278 14,270 X 14,270 TECHNITROL INC COM 878555101 163 8,383 X 8,383 TECUMSEH PRODS CO CL A 878895200 453 10,825 X 10,825 TECUMSEH PRODUCTS CO CL A 878895200 145 3,462 X 3,462 TEKELEC INC COM 879101103 301 18,063 X 18,063 TEKELEC COM 879101103 182 10,894 X 10,894 TEKTRONIXINC COM 879131100 1,295 38,950 X 38,950 TEKTRONIX INC COM 879131100 1,254 37,724 X 37,724 TEKTRONIX INC COM 879131100 343 10,330 X 10,330 TELEDYNE TECHNOLOGIES INC COM 879360105 286 11,430 X 11,430 TELEDYNE TECHNOLOGIES INC COM 879360105 178 7,121 X 7,121 TELEFLEX INC COM 879369106 471 11,074 X 11,074 TELEPHONE+ DATA SYS INC COM 879433100 1,326 15,751 X 15,751 TELIK INC COM 87959M109 301 13,513 X 13,513 TELIK INC COM 87959M109 201 8,992 X 8,992 TELLABS INC COM 879664100 1,626 176,908 X 176,908 TELLABS INC COM 879664100 1,708 185,893 X 185,893 TELLABS INC COM 879664100 431 46,921 X 46,921 TEMPLE INLAND INC COM 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