13F-HR 1 export13f.txt METROPOLITAN LIFE INSURANCE COMPANY - 13F - 12/31/2001 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: December 31, 2001 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Metropolitan Life Insurance Company Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dorothy L. Murray Title: Assistant Vice-President Phone: 813-801-2063 Signature, Place, and Date of Signing: /s/Dorothy L. Murray Tampa, Florida February 12, 2002 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 2,266 Form 13F Information Table Value Total ($000): 7,461,351 Name of Issuer Class Cusip Value (x$1Shrs/ PrnInvt Discretion Othr MgrVoting Autho METROPOLITAN LIFE INSURANCE COMPANY ADC TELECOMMUNICATIONS INC COM 000886101 1,235 268,567 X 268,567 ADC TELECOMMUNICATIONS INC COM 000886101 13 2,812 X 2,812 ADC TELECOMMUNICATIONS INC COM 000886101 1,255 272,762 X 272,762 AFLAC INC COM 001055102 4,450 181,197 X 181,197 AFLAC INC COM COM 001055102 61 2,502 X 2,502 AFLAC INC COM COM 001055102 4,496 183,042 X 183,042 AGCO CORP COM 001084102 177 11,195 X 11,195 AGCO CORP COM COM 001084102 61 3,880 X 3,880 AGL RES INC COM 001204106 214 9,302 X 9,302 AGL RES INC COM 001204106 87 3,776 X 3,776 AES CORP COM 00130H105 3,028 185,205 X 185,205 AES CORP COM COM 00130H105 32 1,940 X 1,940 AES CORP COM COM 00130H105 3,038 185,827 X 185,827 AMR CORP DEL COM 001765106 1,183 53,034 X 53,034 AMR CORP COM COM 001765106 56 2,500 X 2,500 AMR CORP COM COM 001765106 16 696 X 696 AMR CORP DEL COM COM 001765106 1,225 54,935 X 54,935 AOL TIME WARNER INC COM 00184A105 49,492 1,541,817 X 1,541,817 AOL TIME WARNER INC COM COM 00184A105 337 10,512 X 10,512 AOL TIME WARNER INC COM COM 00184A105 49,729 1,549,195 X 1,549,195 AT + T CORP COM 001957109 22,354 1,232,312 X 1,232,312 A T & T CORP COM COM 001957109 273 15,026 X 15,026 AT&T CORP COM COM 001957109 22,435 1,236,780 X 1,236,780 A T + T WIRELESS SVCS INC COM 00209A106 12,649 880,252 X 880,252 AT&T WIRELESS SERVICES INC COM 00209A106 69 4,834.99 X 4,835 AT&T WIRELESS SVCS INC COM COM 00209A106 12,734 886,136 X 886,136 ABBOTT LABS COM 002824100 30,146 540,735 X 540,735 ABBOTT LABS CORP DISC NTS COM 002824100 403 7,229 X 7,229 ABBOTT LABS COM COM 002824100 22,748 408,038 X 408,038 ACCLAIM ENTMT INC COM PAR 004325205 39 7,305 X 7,305 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 16 2,965 X 2,965 ACCREDO HEALTH INC COM 00437V104 195 4,910 X 4,910 ACCREDO HEALTH INC COM COM 00437V104 71 1,795 X 1,795 ACTIVISION INC NEW COM NEW 004930202 155 5,964 X 5,964 ACTIVISION INC COM NEW 004930202 47 1,798 X 1,798 ACUITY BRANDS INC COM 00508Y102 85 7,037 X 7,037 ACUITY BRANDS INC COM COM 00508Y102 2 191 X 191 ACQUITY BRANDS INC COM 00508Y102 35 2,909 X 2,909 ADAPTEC INC COM 00651F108 244 16,855 X 16,855 ADAPTEC INC COM 00651F108 7 480 X 480 ADAPTEC INC COM COM 00651F108 99 6,842 X 6,842 ADOBE SYS INC COM 00724F101 2,565 82,615 X 82,615 ADOBE SYSTEMS INC COM COM 00724F101 35 1,130 X 1,130 ADOBE SYS INC DEL COM COM 00724F101 1,984 63,898 X 63,898 ADVANCED DIGITAL INFORMATION COM 007525108 180 11,197 X 11,197 ADVANCED DIGITAL INFORMATION COM 007525108 59 3,665 X 3,665 ADVANCED TISSUE SCIENCES INC COM 00755F103 43 9,968 X 9,968 ADVANCED TISSUE SCIENCES INC COM 00755F103 14 3,126 X 3,126 ADVO INC COM 007585102 159 3,693 X 3,693 ADVO INC COM 007585102 58 1,352 X 1,352 AEROFLEX INC COM 007768104 205 10,853 X 10,853 AEROFLEX INC COM 007768104 69 3,658 X 3,658 ADVANCED MICRO DEVICES INC COM 007903107 1,868 117,752 X 117,752 ADVANCED MICRO DEVICES INC COM COM 007903107 22 1,384 X 1,384 ADVANCED MICRO DEVICES INC COM COM 007903107 1,869 117,859 X 117,859 AETNA INC COM 00817Y108 1,633 49,514 X 49,514 AETNA INC-NEW COM 00817Y108 23 703 X 703 AETNA INC COM NEW COM 00817Y108 1,682 50,972 X 50,972 AFFILIATED MANAGERS GROUP INC COM 008252108 286 4,052 X 4,052 AFFILIATED MANAGERS GROUP INC COM 008252108 112 1,587 X 1,587 AGILENT TECHNOLOGIES INC COM 00846U101 4,578 160,575 X 160,575 AGILENT TECHNOLOGIES INC COM COM 00846U101 52 1,827 X 1,827 AGILENT TECHNOLOGIES INC COM 00846U101 4,608 161,614 X 161,614 AIR PRODS + CHEMS INC COM 009158106 3,711 79,118 X 79,118 AIR PRODS & CHEMS INC COM COM 009158106 51 1,078 X 1,078 AIR PRODS & CHEMS INC COM COM 009158106 3,778 80,529 X 80,529 AIRBORNE INC COM 009269101 111 7,469 X 7,469 AIRBORNE INC COM COM 009269101 46 3,128 X 3,128 AIRGAS INC COM 009363102 144 9,537 X 9,537 AIRGAS INC COM 009363102 60 3,983 X 3,983 AIRTRAN HOLDINGS INC COM 00949P108 60 9,077 X 9,077 AIRTRAN HLDGS INC COM 00949P108 25 3,763 X 3,763 AKAMAI TECHNOLOGIES INC COM 00971T101 70 11,788 X 11,788 AKAMAI TECHNOLOGIES INC COM 00971T101 28 4,785 X 4,785 ALAMOSA HOLDINGS INC COM 011589108 141 11,832 X 11,832 ALAMOSA HLDGS INC COM COM 011589108 57 4,803 X 4,803 ALASKA AIR GROUP INC COM 011659109 153 5,268 X 5,268 ALASKA AIR GROUP INC COM 011659109 53 1,838 X 1,838 ALBERTO CULVER CO CL B CON013068101 886 19,805 X 19,805 ALBERTO CULVER COM CL B CON013068101 12 262 X 262 ALBERTO CULVER CO CL B COM CL B CON013068101 739 16,522 X 16,522 ALBERTSONS INC COM 013104104 4,451 141,348 X 141,348 ALBERTSONS INC COM COM 013104104 63 1,991 X 1,991 ALBERTSONS INC COM COM 013104104 4,527 143,767 X 143,767 ALCAN INC COM 013716105 4,022 111,933 X 111,933 ALCAN INC COM COM 013716105 37 1,030 X 1,030 ALCAN INC COM 013716105 4,068 113,228 X 113,228 ALCOA INC COM 013817101 10,516 295,816 X 295,816 ALCOA INC COM 013817101 60 1,700 X 1,700 ALCOA INC COM 013817101 145 4,074 X 4,074 ALCOA INC COM COM 013817101 10,607 298,356 X 298,356 ALEXANDER + BALDWIN INC COM 014482103 205 7,685 X 7,685 ALEXANDER & BALDWIN INC COM 014482103 76 2,850 X 2,850 ALFA CORP COM 015385107 167 7,451 X 7,451 ALFA CORP COM 015385107 64 2,857 X 2,857 ALLEGHENY ENERGY INC COM 017361106 1,576 43,520 X 43,520 ALLEGHENY ENERGY INC COM COM 017361106 1,561 43,108 X 43,108 ALLEGHENY TECHNOLOGIES INC COM 01741R102 468 27,955 X 27,955 ALLEGHENY TECHNOLOGIES CUSIPCHGD FRM COM 01741R102 7 439 X 439 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 378 22,584 X 22,584 ALLERGAN INC COM 018490102 3,429 45,692 X 45,692 ALLERGAN INC COM COM 018490102 46 618 X 618 ALLERGAN INC COM COM 018490102 2,605 34,710 X 34,710 ALLIANT TECHSYSTEMS INC COM 018804104 298 3,865 X 3,865 ALLIANT TECHSYSTEMS INC COM COM 018804104 113 1,462 X 1,462 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 965 68,604 X 68,604 ALLIED WASTE INDUSTRIES COM PAR$019589308 12 888 X 888 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 955 67,913 X 67,913 ALLSTATE CORP COM 020002101 8,369 248,350 X 248,350 ALLSTATE CORP COM COM 020002101 128 3,787 X 3,787 ALLSTATE CORP COM COM 020002101 8,455 250,899 X 250,899 ALLTEL CORP COM 020039103 6,674 108,118 X 108,118 ALLTEL CORP COM COM 020039103 91 1,476 X 1,476 ALLTEL CORP COM 020039103 6,795 110,073 X 110,073 ALPHA INDS INC COM 020753109 162 7,426 X 7,426 ALPHA INDS INC COM 020753109 66 3,015 X 3,015 ALTERA CORP COM 021441100 2,826 133,162 X 133,162 ALTERA CORP COM COM 021441100 2,222 104,721 X 104,721 AMBAC FINL GROUP INC COM 023139108 2,145 37,070 X 37,070 AMBAC FINANCIAL GROUP INC COM 023139108 2,176 37,616 X 37,616 AMERADA HESS CORP COM 023551104 1,951 31,223 X 31,223 AMERADA HESS CORP COM COM 023551104 1,985 31,758 X 31,758 AMEREN CORP COM 023608102 2,044 48,320 X 48,320 AMEREN CORP COM COM 023608102 27 645 X 645 AMEREN CORP COM 023608102 2,038 48,183 X 48,183 AMERICAN CAP STRATEGIES LTD COM 024937104 154 5,443 X 5,443 AMERICAN CAP STRATEGIES LTD COM 024937104 51 1,794 X 1,794 AMERICAN ELEC PWR INC COM 025537101 4,886 112,236 X 112,236 AMER ELEC PWR CO INC COM COM 025537101 66 1,511 X 1,511 AMERICAN ELEC PWR INC COM COM 025537101 4,922 113,063 X 113,063 AMERICAN EXPRESS CO COM 025816109 16,586 464,715 X 464,715 AMER EXPRESS CO COM COM 025816109 225 6,315 X 6,315 AMERICAN EXPRESS CO COM COM 025816109 16,706 468,098 X 468,098 AMERICAN GREETINGS CORP CL A 026375105 463 33,631 X 33,631 AMER GREETINGS CORP CL A CL A 026375105 4 303 X 303 AMERICAN GREETINGS CORP CL A CL A 026375105 307 22,265 X 22,265 AMERICAN HOME PRODUCTS CORP COM 026609107 28,195 459,496 X 459,496 AMER HOME PRODS CORP COM COM 026609107 377 6,140 X 6,140 AMERICAN HOME PRODS CORP COM COM 026609107 21,281 346,827 X 346,827 AMERICAN INTL GROUP INC COM 026874107 72,249 909,939 X 909,939 AMER INTL GROUP INC COM COM 026874107 1,037 13,064 X 13,064 AMER INTL GROUP INC COM COM 026874107 0 1 X 1 AMERICAN INTL GROUP INC COM COM 026874107 72,526 913,421 X 913,421 AMERICAN MGMT SYS INC COM 027352103 129 7,115 X 7,115 AMERICAN MGMT SYS INC COM COM 027352103 52 2,889 X 2,889 AMERICAN PWR CONVERSION CORP COM 029066107 985 68,104 X 68,104 AMERICAN PWR CONVERSION CORP COM 029066107 987 68,286 X 68,286 AMERUS GROUP CO COM 03072M108 280 7,802 X 7,802 AMERUS GROUP CO COM COM 03072M108 75 2,085 X 2,085 AMERISOURCEBERGEN CORP COM 03073E105 2,281 35,895 X 35,895 AMERISOURCEBERGEN CORP COM COM 03073E105 2,273 35,761 X 35,761 AMETEK AEROSPACE PRODS INC COM 031100100 200 6,259 X 6,259 AMETEK INC COM 031100100 73 2,289 X 2,289 AMGEN INC COM 031162100 20,573 364,514 X 364,514 AMGEN INC COM COM 031162100 271 4,803 X 4,803 AMGEN INC COM 031162100 15,547 275,462 X 275,462 AMPEX CORP CL A COM EXCHANGED FOR 03 CL A 032092108 2 16,572.3 X 16,572 AMSOUTH BANCORPORATION COM 032165102 2,399 126,929 X 126,929 AMSOUTH BANCORPORATION COM 032165102 35 1,839 X 1,839 AMSOUTH BANCORPORATION COM COM 032165102 2,462 130,252 X 130,252 AMYLIN PHARMACEUTICALS INC COM 032346108 81 8,814 X 8,814 AMYLIN PHARMACEUTICALS INC COM COM 032346108 34 3,689 X 3,689 ANADARKO PETE CORP COM 032511107 4,926 86,644 X 86,644 ANADARKO PETROLEUM CORP COM 032511107 57 1,000 X 1,000 ANADARKO PETROLEUM CORP COM 032511107 34 599 X 599 ANADARKO PETE CORP COM COM 032511107 4,943 86,952 X 86,952 ANALOG DEVICES INC COM 032654105 5,587 125,857 X 125,857 ANALOG DEVICES COM 032654105 73 1,640 X 1,640 ANALOG DEVICES INC COM COM 032654105 4,260 95,961 X 95,961 ANDREW CORP COM 034425108 945 43,170 X 43,170 ANDREW CORP COM COM 034425108 8 385 X 385 ANDREW CORP COM COM 034425108 640 29,227 X 29,227 ANHEUSER BUSCH COS INC COM 035229103 13,924 307,993 X 307,993 ANHEUSER BUSCH CO INC COM COM 035229103 198 4,376 X 4,376 ANHEUSER BUSCH COS INC COM COM 035229103 10,578 233,978 X 233,978 ANNALY MTG MGMT INC COM 035710409 122 7,630 X 7,630 ANNALY MTG MGMT INC COM COM 035710409 50 3,097 X 3,097 ANNTAYLOR STORES CORP COM 036115103 178 5,085 X 5,085 ANNTAYLOR STORES CORP COM COM 036115103 62 1,782 X 1,782 AON CORP COM 037389103 3,331 93,770 X 93,770 AON CORP COM COM 037389103 43 1,206 X 1,206 AON CORP COM COM 037389103 3,331 93,781 X 93,781 APACHE CORP COM 037411105 2,387 47,854.4 X 47,854 APACHE CORP COM COM 037411105 27 536 X 536 APACHE CORP COM COM 037411105 2,372 47,560 X 47,560 APPLE COMPUTER COM 037833100 2,676 122,189 X 122,189 APPLE COMPUTER INC COM 037833100 2,666 121,714 X 121,714 APPLEBEES INTL INC COM 037899101 214 6,252 X 6,252 APPLEBEES INTL INC COM COM 037899101 78 2,277 X 2,277 APRIA HEALTHCARE GROUP INC COM 037933108 189 7,559 X 7,559 APRIA HEALTHCARE GROUP INC COM 037933108 70 2,788 X 2,788 APPLERA CORP APPLIED BIOSYS COM AP B038020103 2,899 73,817 X 73,817 APPLERA CORP COM A COM AP B038020103 38 968 X 968 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 2,200 56,021 X 56,021 APPLIED MATERIALS INC COM 038222105 11,401 284,310 X 284,310 APPLIED MATERIALS INC COM COM 038222105 143 3,558 X 3,558 APPLIED MATLS INC COM COM 038222105 8,674 216,317 X 216,317 APPLIED MICRO CIRCUITS CORP COM 03822W109 1,165 102,888 X 102,888 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 1,149 101,514 X 101,514 APTARGROUP INC COM 038336103 212 6,062 X 6,062 APTARGROUP INC COM COM 038336103 79 2,246 X 2,246 ARBITRON INC COM 03875Q108 193 5,644 X 5,644 ARBITRON INC COM COM 03875Q108 69 2,025 X 2,025 ARCHER DANIELS MIDLAND CO COM 039483102 3,273 228,060 X 228,060 ARCHER DANIELS MIDLAND COM COM 039483102 45 3,153 X 3,153 ARCHER DANIELS MIDLAND CO COM COM 039483102 3,316 231,064 X 231,064 ARGOSY GAMING CORP COM 040228108 145 4,462 X 4,462 ARGOSY GAMING CO COM COM 040228108 57 1,747 X 1,747 ARRIS GROUP INC COM 04269Q100 90 9,224 X 9,224 ARRIS GROUP INC COM COM 04269Q100 17 1,786 X 1,786 ART TECHNOLOGY GROUP INC COM 04289L107 32 9,252 X 9,252 ART TECHNOLOGY GRP INC OC-COM COM 04289L107 13 3,756 X 3,756 ARVINMERITOR INC COM 043353101 221 11,264 X 11,264 ARVINMERITOR INC COM COM 043353101 86 4,358 X 4,358 ASCENTIAL SOFTWARE CORP COM 04362P108 200 49,362 X 49,362 ASCENTIAL SOFTWARE CORP COM COM 04362P108 81 20,039 X 20,039 ASHLAND INC COM 044204105 1,128 24,478 X 24,478 ASHLAND INC COM 044204105 16 339 X 339 ASHLAND INC COM 044204105 1,119 24,275 X 24,275 ASPECT COMMUNICATIONS INC COM 04523Q102 34 8,826 X 8,826 ASPECT COMMUNICTIONS INC COM COM 04523Q102 14 3,583 X 3,583 AT + LATIN AMER CORP COM 04649A106 9 7,398 X 7,398 AT&T LATIN AMER CORP COM COM 04649A106 4 3,003 X 3,003 ATLANTIC COAST AIRLINES HLDGS COM 048396105 156 6,701 X 6,701 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 63 2,720 X 2,720 ATMOS ENERGY CORP COM 049560105 147 6,920 X 6,920 ATMOS ENERGY CORP COM 049560105 60 2,809 X 2,809 AUSPEX SYS INC COM 052116100 14 7,725 X 7,725 AUSPEX SYS INC COM COM 052116100 6 3,136 X 3,136 AUTODESK INCORPORATED COM 052769106 704 18,888 X 18,888 AUTODESK INC COM COM 052769106 11 286 X 286 AUTODESK INC COM COM 052769106 582 15,604 X 15,604 AUTOMATIC DATA PROCESSING INC COM 053015103 12,650 214,765 X 214,765 AUTOMATIC DATA PROCESSING INC COM COM 053015103 173 2,939 X 2,939 AUTOMATIC DATA PROCESSING INC COM 053015103 9,615 163,241 X 163,241 AUTOZONE INC COM 053332102 2,696 37,550 X 37,550 AUTOZONE INC COM COM 053332102 49 678 X 678 AUTOZONE INC COM COM 053332102 2,050 28,552 X 28,552 AVANT CORP COM 053487104 119 5,812 X 5,812 AVANT CORP COM 053487104 492 24,036 X 24,036 AVANT CORP COM COM 053487104 51 2,503 X 2,503 AVANIR PHARMACEUTICALS CL A 05348P104 42 9,841 X 9,841 AVANIR PHARMACEUTICALS CL A CL A 05348P104 17 3,995 X 3,995 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 32 7,956 X 7,956 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 13 3,203 X 3,203 AVAYA INC COM 053499109 1,214 99,924 X 99,924 AVAYA INC COM COM 053499109 904 74,388 X 74,388 AVERY DENNISON CORP COM 053611109 2,162 38,246 X 38,246 AVERY DENNISON CORP COM FORMERLY AVE COM 053611109 30 529 X 529 AVERY DENNISON CORP COM COM 053611109 1,671 29,554 X 29,554 AVICI SYS INC COM 05367L109 24 8,403 X 8,403 AVICI SYS INC COM COM 05367L109 10 3,411 X 3,411 AVISTA CORP COM 05379B107 108 8,128 X 8,128 AVISTA CORP COM COM 05379B107 45 3,362 X 3,362 AVOCENT CORP COM 053893103 183 7,553.99 X 7,554 AVOCENT CORP COM COM 053893103 75 3,081 X 3,081 AVON PRODS INC COM 054303102 3,826 82,282 X 82,282 AVON PRODS INC COM COM 054303102 53 1,139 X 1,139 AVON PRODS INC COM COM 054303102 2,956 63,580 X 63,580 BB+T CORP COM 054937107 5,698 157,803 X 157,803 BB&T CORP COM COM 054937107 56 1,556 X 1,556 BB&T CORP COM COM 054937107 5,684 157,401 X 157,401 BRE PPTYS INC CL A 05564E106 264 8,524 X 8,524 BRE PPTYS INC CL A CL A 05564E106 100 3,221 X 3,221 BMC SOFTWARE INC COM 055921100 1,365 83,383 X 83,383 BMC SOFTWARE INC COM COM 055921100 19 1,139 X 1,139 BMC SOFTWARE INC COM COM 055921100 1,410 86,139 X 86,139 BAKER HUGHES INC COM 057224107 4,265 116,958 X 116,958 BAKER HUGHES INC COM COM 057224107 56 1,548 X 1,548 BAKER HUGHES INC COM COM 057224107 4,249 116,504 X 116,504 BALL CORP COM 058498106 1,056 14,940 X 14,940 BALL CORP COM COM 058498106 10 142 X 142 BALL CORP COM COM 058498106 691 9,778 X 9,778 BANCORPSOUTH INC COM 059692103 237 14,287 X 14,287 BANCORPSOUTH INC COM 059692103 99 5,952 X 5,952 BANK AMER CORP COM 060505104 34,496 547,994 X 547,994 BANK OF AMERICA CORP. OLD CUSIP WAS COM 060505104 549 8,728 X 8,728 BANK OF AMERICA CORP COM 060505104 34,606 549,740 X 549,740 BANK NEW YORK INC COM COM 064057102 7,924 194,226 X 194,226 BANK NEW YORK INC COM 064057102 10,474 256,710 X 256,710 BANK OF NEW YORK INC COM COM 064057102 141 3,462 X 3,462 BANK ONE CORP COM 06423A103 15,854 405,989 X 405,989 BANK ONE CORP COM 06423A103 211 5,393 X 5,393 BANK ONE CORP COM COM 06423A103 15,935 408,073 X 408,073 BARD C R INC COM 067383109 1,156 17,918 X 17,918 BARD C R INC COM COM 067383109 15 240 X 240 BARD C R INC COM 067383109 883 13,696 X 13,696 BARRICK GOLD CORP COM 067901108 2,978 186,692.41 X 186,692 BARRICK GOLD CORP COM (PREVIOUSLY 02 COM 067901108 39 2,437 X 2,437 BARRICK GOLD CORP COM 067901108 2,966 185,965 X 185,965 BAUSCH + LOMB INC COM 071707103 706 18,743 X 18,743 BAUSCH & LOMB INC COM COM 071707103 10 271 X 271 BAUSCH & LOMB INC COM COM 071707103 584 15,497 X 15,497 BAXTER INTL INC COM 071813109 11,028 205,622 X 205,622 BAXTER INTL COM COM 071813109 147 2,736 X 2,736 BAXTER INTL INC COM COM 071813109 8,413 156,877 X 156,877 BAY VIEW CAP CORP DEL COM 07262L101 71 9,681 X 9,681 BAY VIEW CAP CORP DEL COM COM 07262L101 29 3,930 X 3,930 BEAR STEARNS COS INC COM 073902108 1,938 33,056 X 33,056 BEAR STEARNS COS INC COMMON STOCK COM 073902108 33 560 X 560 BEAR STEARNS COS INC COM COM 073902108 1,950 33,259 X 33,259 BECTON DICKINSON + CO COM 075887109 2,991 90,236 X 90,236 BECTON DICKINSON COM COM 075887109 39 1,177 X 1,177 BECTON DICKINSON & CO COM COM 075887109 3,009 90,763 X 90,763 BED BATH + BEYOND INC COM 075896100 3,428 101,118 X 101,118 BED BATH & BEYOND COM 075896100 45 1,314 X 1,314 BED BATH & BEYOND INC COM COM 075896100 2,608 76,946 X 76,946 BELLSOUTH CORP COM 079860102 24,935 653,599 X 653,599 BELLSOUTH CORP COM COM 079860102 403 10,551 X 10,551 BELLSOUTH CORP COM COM 079860102 25,132 658,769 X 658,769 BEMIS INC COM 081437105 918 18,672 X 18,672 BEMIS INC COM COM 081437105 12 245 X 245 BEMIS INC COM COM 081437105 913 18,564 X 18,564 BERKLEY W R CORP COM 084423102 198 3,695 X 3,695 BERKLEY W R CORP COM COM 084423102 76 1,416 X 1,416 BEST BUY CO INC COM 086516101 5,482 73,603 X 73,603 BEST BUY COMPANY INC COM 086516101 72 965 X 965 BEST BUY INC COM COM 086516101 4,089 54,905 X 54,905 BETHLEHEM STL CORP COM 087509105 9 20,151 X 20,151 BETHLEHEM STL CORP COM COM 087509105 0 616 X 616 BETHLEHEM STL CORP COM COM 087509105 3 6,735 X 6,735 BEVERLY ENTERPRISES INC COM NEW 087851309 139 16,107 X 16,107 BEVERLY ENTERPRISES INC COM COM NEW 087851309 58 6,752 X 6,752 BIG LOTS INC COM 089302103 412 39,648 X 39,648 BIG LOTS INC COM COM 089302103 5 520 X 520 BIG LOTS INC COM COM 089302103 334 32,082 X 32,082 BIO TECHNOLOGY GEN CORP COM 090578105 81 9,792 X 9,792 BIO TECHNOLOGY GEN CORP COM 090578105 34 4,174 X 4,174 BIOGEN INC COM 090597105 2,951 51,464 X 51,464 BIOGEN INC COM COM 090597105 2,283 39,813 X 39,813 BIOMET INC COM 090613100 2,915 94,328 X 94,328 BIOMET INC COM COM 090613100 37 1,192 X 1,192 BIOMET INC COM COM 090613100 2,243 72,578 X 72,578 BLACK + DECKER CORPORATION COM 091797100 1,036 27,468 X 27,468 BLACK & DECKER CORP COM COM 091797100 15 408 X 408 BLACK & DECKER CORP COM COM 091797100 1,067 28,272 X 28,272 BLACK BOX CORP COM 091826107 193 3,644 X 3,644 BLACK BOX CORP DEL COM COM 091826107 72 1,356 X 1,356 BLOCK H + R INC COM 093671105 2,871 64,231 X 64,231 BLOCK H & R INC COM COM 093671105 41 920 X 920 BLOCK H & R INC COM COM 093671105 2,151 48,120 X 48,120 BOB EVANS FARMS INC COM 096761101 153 6,227 X 6,227 BOB EVANS FARMS INC COM 096761101 57 2,330 X 2,330 BOEING CO COM 097023105 11,312 291,700 X 291,700 BOEING CO COM COM 097023105 35 900 X 900 BOEING CO COM COM 097023105 170 4,394 X 4,394 BOEING CO COM COM 097023105 11,297 291,312 X 291,312 BOISE CASCADE CORP COM 097383103 687 20,186 X 20,186 BOISE CASCADE CORP COM COM 097383103 568 16,689 X 16,689 BORG WARNER AUTOMOTIVE INC COM 099724106 256 4,898 X 4,898 BORG WARNER INC COM COM 099724106 95 1,827 X 1,827 BORLAND SOFTWARE CORP COM 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GATEWAY INC COM 367626108 891 110,850 X 110,850 GATEWAY INC FKA #367833100 COM 367626108 12 1,488 X 1,488 GATEWAY INC COM 367626108 733 91,185 X 91,185 GENERAL DYNAMICS CORP COM 369550108 5,620 70,569 X 70,569 GEN DYNAMICS CORP COM COM 369550108 75 945 X 945 GENERAL DYNAMICS CORP COM COM 369550108 5,692 71,469 X 71,469 GENERAL ELEC CO COM 369604103 138,587 3,457,753 X 3,457,753 GEN ELEC CO COM COM 369604103 1,855 46,287 X 46,287 GENERAL ELEC CO COM COM 369604103 104,624 2,610,388 X 2,610,388 GENERAL MLS INC COM 370334104 6,599 126,886 X 126,886 GEN MILLS INC COM COM 370334104 74 1,428 X 1,428 GENERAL MLS INC COM COM 370334104 5,001 96,160 X 96,160 GENERAL MTRS CORP COM 370442105 9,403 193,485 X 193,485 GEN MTRS CORP COM COM 370442105 156 3,209 X 3,209 GENERAL MTRS CORP COM COM 370442105 9,447 194,381 X 194,381 GENUINE PARTS CO COM 372460105 2,214 60,331 X 60,331 GENUINE PARTS CO COM COM 372460105 31 836 X 836 GENUINE PARTS CO COM COM 372460105 2,214 60,315 X 60,315 GENUITY INC CL A 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ASSOC CL A 421933102 1,573 85,513 X 85,513 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 1,578 85,784 X 85,784 HEALTHCARE RLTY TR COM 421946104 212 7,585 X 7,585 HEALTHCARE REALTY TRUST INC COM 421946104 79 2,823 X 2,823 HEINZ H J CO COM 423074103 5,034 122,433 X 122,433 H J HEINZ CO COM COM 423074103 69 1,685 X 1,685 HEINZ H J CO COM COM 423074103 3,829 93,115 X 93,115 HERCULES INC COM 427056106 378 37,791 X 37,791 HERCULES INC COM COM 427056106 5 499 X 499 HERCULES INC COM COM 427056106 308 30,838 X 30,838 HERSHEY FOODS CORP COM 427866108 3,198 47,236 X 47,236 HERSHEY FOODS CORP COM COM 427866108 44 650 X 650 HERSHEY FOODS CORP COM 427866108 2,383 35,195 X 35,195 HEWLETT PACKARD CO COM 428236103 13,868 675,151 X 675,151 HEWLETT PACKARD CO COM COM 428236103 197 9,582 X 9,582 HEWLETT PACKARD CO COM COM 428236103 13,947 679,002 X 679,002 HIGHWOODS PPTYS INC COM 431284108 257 9,887 X 9,887 HIGHWOODS PPTYS INC COM COM 431284108 98 3,763 X 3,763 HILB ROGAL + HAMILTON CO COM 431294107 157 2,809 X 2,809 HILB ROGAL & HAMILTON CO COM 431294107 116 2,074 X 2,074 HILTON HOTELS CORP COM 432848109 1,405 128,628 X 128,628 HILTON HOTELS CORP COM COM 432848109 19 1,734 X 1,734 HILTON HOTELS CORP COM COM 432848109 1,427 130,714 X 130,714 HOLLYWOOD ENTMT CORP COM 436141105 105 7,352 X 7,352 HOLLYWOOD ENTMT CORP COM COM 436141105 43 2,984 X 2,984 HOME DEPOT INC COM 437076102 41,634 816,195 X 816,195 HOME DEPOT INC COM COM 437076102 552 10,825 X 10,825 HOME DEPOT INC COM COM 437076102 31,372 615,009 X 615,009 HONEYWELL INTL INC COM 438516106 9,590 283,556 X 283,556 HONEYWELL INTL INC COM CHANGED FROM COM 438516106 68 2,000 X 2,000 HONEYWELL INTL INC COM CHANGED FROM COM 438516106 126 3,722 X 3,722 HONEYWELL INTL INC COM COM 438516106 9,678 286,151 X 286,151 HOOPER HOLMES INC COM 439104100 76 8,453 X 8,453 HOOPER HOLMES INC COM COM 439104100 31 3,480 X 3,480 HORACE MANN EDUCATORS CORP NEW COM 440327104 149 7,008 X 7,008 HORACE MANN EDUCATORS CORP NEW COM 440327104 62 2,906 X 2,906 HOUSEHOLD INTL INC COM 441815107 9,237 159,424 X 159,424 HOUSEHOLD INTL INC COM COM 441815107 128 2,210 X 2,210 HOUSEHOLD INTL INC COM COM 441815107 9,328 160,992 X 160,992 HUDSON UTD BANCORP COM 444165104 254 8,854 X 8,854 HUDSON UTD BANCORP COM COM 444165104 96 3,348 X 3,348 HUMANA INC COM 444859102 693 58,757 X 58,757 HUMANA INC COM 444859102 9 787 X 787 HUMANA INC COM COM 444859102 562 47,709 X 47,709 HUNTINGTON BANCSHARES INC COM 446150104 1,504 87,491 X 87,491 HUNTINGTON BANCSHARES COM 446150104 20 1,188 X 1,188 HUNTINGTON BANCSHARES INC COM 446150104 1,508 87,727 X 87,727 IMC GLOBAL INC COM 449669100 241 18,506 X 18,506 IMC GLOBAL INC COM COM 449669100 98 7,513 X 7,513 IMS HEALTH INC COM 449934108 1,981 101,555 X 101,555 IMS HEALTH INC COM COM 449934108 1,519 77,833 X 77,833 ITT EDL SVCS INC COM 45068B109 166 4,512 X 4,512 ITT EDL SVCS INC COM COM 45068B109 61 1,645 X 1,645 IXIA COM 45071R109 92 7,164 X 7,164 IXIA COM COM 45071R109 37 2,908 X 2,908 ITT INDS INC COM 450911102 1,561 30,909 X 30,909 ITT INDS INC IND COM COM 450911102 1,555 30,794 X 30,794 IDEX CORP COM 45167R104 200 5,806 X 5,806 IDEX CORP COM 45167R104 76 2,190 X 2,190 IDEXX LABS INC COM 45168D104 180 6,318 X 6,318 IDEXX LABS INC COM COM 45168D104 67 2,345 X 2,345 IKON OFFICE SOLUTIONS INC COM 451713101 283 24,180 X 24,180 IKON OFFICE SOLUTIONS INC COM COM 451713101 8 701 X 701 IKON OFFICE SOLUTIONS INC COM COM 451713101 108 9,226 X 9,226 ILLINOIS TOOL WKS INC COM 452308109 7,201 106,336 X 106,336 ILLINOIS TOOL WKS INC COM COM 452308109 96 1,413 X 1,413 ILLINOIS TOOL WKS INC COM COM 452308109 7,297 107,751 X 107,751 IMMUNEX CORP NEW COM 452528102 5,257 189,697 X 189,697 IMMUNEX CORP NEW COM 452528102 3,981 143,661 X 143,661 IMPATH INC COM 45255G101 144 3,233 X 3,233 IMPATH INC COM COM 45255G101 57 1,278 X 1,278 INCO LTD COM 453258402 1,073 63,346 X 63,346 INCO LTD COM COM 453258402 1,002 59,165 X 59,165 INCYTE GENOMICS INC COM 45337C102 219 11,245 X 11,245 INCYTE GENOMICS INC COM COM 45337C102 89 4,565 X 4,565 INDEPENDENCE CMNTY BK CORP COM 453414104 248 10,911 X 10,911 INDEPENDENCE CMNTY BK CORP COM COM 453414104 92 4,051 X 4,051 INDYMAC BANCORP INC COM 456607100 258 11,051 X 11,051 INDYMAC BANCORP INC COM COM 456607100 100 4,261 X 4,261 INFOCUS CORP COM 45665B106 153 6,960 X 6,960 INFOCUS CORP COM COM 45665B106 54 2,454 X 2,454 INFOSPACE INC COM 45678T102 85 41,670 X 41,670 INFOSPACE INC COM COM 45678T102 35 16,916 X 16,916 INGERSOLL RAND CO COM 456866102 2,446 58,511 X 58,511 INGERSOLL RAND COM COM 456866102 32 769 X 769 INGERSOLL RAND CO COM 456866102 2,454 58,693 X 58,693 INGLES MKTS INC CL A 457030104 18 1,543 X 1,543 INGLES MKTS INC CL A CL A 457030104 8 644 X 644 INGLES MARKETS INC CLASS A CL A 457030104 1,077 90,090 X 90,090 INKTOMI CORP COM 457277101 130 19,340 X 19,340 INKTOMI CORP COM COM 457277101 53 7,851 X 7,851 INPUT/OUTPUT INC COM 457652105 64 7,753 X 7,753 INPUT/OUTPUT INC COM COM 457652105 26 3,147 X 3,147 INSIGHT ENTERPRISES INC COM 45765U103 165 6,699 X 6,699 INSIGHT ENTERPRISES INC COM COM 45765U103 67 2,720 X 2,720 INTEL CORP COM 458140100 73,524 2,337,821 X 2,337,821 INTEL CORP COM COM 458140100 1,061 33,722 X 33,722 INTEL CORP CALIF COM COM 458140100 55,519 1,765,302 X 1,765,302 INTERFACE INC CL A 458665106 40 7,075 X 7,075 INTERFACE INC CL A CL A 458665106 17 3,011 X 3,011 INTERDIGITAL COMM CORP COM 45866A105 81 8,390 X 8,390 INTERDIGITAL COMMUNICATIONS COM 45866A105 34 3,502 X 3,502 INTERGRAPH CORP COM 458683109 117 8,489 X 8,489 INTERGRAPH CORP COM 458683109 47 3,446 X 3,446 INTERMUNE INC COM 45884X103 254 5,148 X 5,148 INTERMUNE INC COM COM 45884X103 82 1,663 X 1,663 INTERNAP NETWORK SVCS CORP COM 45885A102 30 25,674 X 25,674 INTERNAP NETWORK SVCS CORP COM COM 45885A102 12 10,423 X 10,423 INTERNATIONAL BUSINESS MACHS COM 459200101 72,577 600,005 X 600,005 IBM CORP COM COM 459200101 1,025 8,476 X 8,476 IBM CORP COM COM 459200101 54,725 452,422 X 452,422 INTERNATIONAL FLAVOURS COM 459506101 989 33,289 X 33,289 INTL FLAVORS & FRAGRANCES INC COM COM 459506101 15 494 X 494 INTL FLAVORS & FRAGRANCES INC COM 459506101 746 25,117 X 25,117 INTERNATIONAL GAME TECHNOLOGY COM 459902102 2,087 30,557 X 30,557 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,329 19,459 X 19,459 INTERNATIONAL PAPER CO COM 460146103 6,774 167,869 X 167,869 INTL PAPER COM COM 460146103 61 1,500 X 1,500 INTL PAPER COM COM 460146103 91 2,266.7 X 2,267 INTERNATIONAL PAPER CO COM COM 460146103 6,844 169,613 X 169,613 INTERNET CAP GROUP INC COM 46059C106 39 32,288 X 32,288 INTERNET CAP GROUP INC COM COM 46059C106 16 13,107 X 13,107 INTERPUBLIC GROUP COS INC COM 460690100 3,885 131,533 X 131,533 INTERPUBLIC GROUP COS INC COM COM 460690100 39 1,319 X 1,319 INTERPUBLIC GROUP COS INC COM COM 460690100 2,880 97,505 X 97,505 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 13 10,830 X 10,830 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 5 4,204 X 4,204 INTUIT COM 461202103 3,160 73,863 X 73,863 INTUIT COM COM 461202103 2,374 55,489 X 55,489 IOMEGA CORP COM NEW 462030305 70 8,391 X 8,391 IOMEGA CORP COM NEW COM NEW 462030305 29 3,523 X 3,523 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 1,148 20,773 X 20,773 ISHARES TR MSCI EAF464287465 4,223 35,400 X 35,400 ISHARES TR RUSSELL 464287655 4,452 46,210 X 46,210 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 491 5,098 X 5,098 JDS UNIPHASE CORP COM 46612J101 4,014 462,442 X 462,442 JDS UNIPHASE CORP COM COM 46612J101 38 4,360 X 4,360 JDS UNIPHASE CORP COM COM 46612J101 3,998 460,612 X 460,612 J P MORGAN CHASE + CO COM 46625H100 24,980 687,203 X 687,203 J P MORGAN CHASE & CO COM COM 46625H100 389 10,708 X 10,708 J P MORGAN CHASE & CO COM COM 46625H100 25,127 691,240 X 691,240 JABIL CIRCUIT INC COM 466313103 1,540 67,795 X 67,795 JABIL CIRCUIT INC COM COM 466313103 1,554 68,418 X 68,418 JACK IN THE BOX INC COM 466367109 202 7,323 X 7,323 JACK IN THE BOX INC COM COM 466367109 75 2,709 X 2,709 JEFFRIES GROUP INC NEW COM 472319102 190 4,494 X 4,494 JEFFERIES GROUP INC NEW COM COM 472319102 65 1,542 X 1,542 JEFFERSON PILOT CORP COM 475070108 2,444 52,813 X 52,813 JEFFERSON PILOT CORP COM COM 475070108 34 738 X 738 JEFFERSON PILOT CORP COM COM 475070108 2,499 54,011 X 54,011 JOHNSON + JOHNSON COM 478160104 63,143 1,068,403 X 1,068,403 JOHNSON & JOHNSON COM COM 478160104 828 14,018 X 14,018 JOHNSON & JOHNSON COM COM 478160104 47,650 806,257 X 806,257 JOHNSON CTLS INC COM 478366107 2,483 30,752 X 30,752 JOHNSON CONTROLS INC COM COM 478366107 32 401 X 401 JOHNSON CTLS INC COM COM 478366107 2,460 30,463 X 30,463 JONES APPAREL GROUP INC COM 480074103 1,458 43,945 X 43,945 JONES APPAREL GROUP INC COM COM 480074103 1,454 43,822 X 43,822 KLA TENCOR CORP COM 482480100 3,219 64,949 X 64,949 KLA-TENCOR CORPORATION COM COM 482480100 42 844 X 844 KLA TENCOR CORP COM 482480100 2,434 49,114 X 49,114 K MART CORP COM 482584109 934 170,989 X 170,989 K MART CORP COM COM 482584109 13 2,321 X 2,321 K MART CORP COM COM 482584109 768 140,722 X 140,722 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 141 9,976 X 9,976 KANSAS CITY SOUTHERN INDS COM COM NEW 485170302 4 259 X 259 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 57 4,050 X 4,050 KEANE INC COM 486665102 164 9,111 X 9,111 KEANE INC COM COM 486665102 67 3,699 X 3,699 KB HOME COM 48666K109 966 24,102 X 24,102 K B HOME COM COM 48666K109 9 224 X 224 KB HOME COM COM 48666K109 683 17,020 X 17,020 KELLOGG CO COM 487836108 4,261 141,570 X 141,570 KELLOGG CO COM COM 487836108 57 1,906 X 1,906 KELLOGG CO COM COM 487836108 3,281 108,989 X 108,989 KENNAMETAL INC COM 489170100 232 5,769 X 5,769 KENNAMETAL INC COM COM 489170100 86 2,126 X 2,126 KERR MCGEE CORP COM 492386107 1,912 34,895 X 34,895 KERR MCGEE CORP COM COM 492386107 22 406 X 406 KERR MCGEE CORP COM 492386107 1,901 34,683 X 34,683 KEY ENERGY SVCS INC COM 492914106 141 15,289 X 15,289 KEY ENERGY SERVICES INC COM COM 492914106 59 6,379 X 6,379 KEYCORP NEW COM 493267108 3,600 147,897 X 147,897 KEYCORP COM COM 493267108 51 2,103 X 2,103 KEYCORP NEW COM COM 493267108 3,637 149,412 X 149,412 KEYSPAN CORP COM 49337W100 1,679 48,444 X 48,444 KEYSPAN CORP COM 49337W100 1,691 48,813 X 48,813 KIMBERLY CLARK CORP COM 494368103 10,938 182,913 X 182,913 KIMBERLY CLARK CORP COM COM 494368103 66 1,100 X 1,100 KIMBERLY CLARK CORP COM COM 494368103 153 2,559 X 2,559 KIMBERLY CLARK CORP COM COM 494368103 8,336 139,395 X 139,395 KINDER MORGAN INC KANS COM 49455P101 2,165 38,881 X 38,881 KINDER MORGAN INC KANS COM COM 49455P101 2,189 39,309 X 39,309 KING PHARMACEUTICALS INC COM 495582108 3,604 85,555 X 85,555 KING PHARMACEUTICALS INC COM COM 495582108 2,666 63,278 X 63,278 KNIGHT RIDDER INC COM 499040103 1,902 29,289 X 29,289 KNIGHT RIDDER INC COM COM 499040103 26 394 X 394 KNIGHT RIDDER INC COM 499040103 1,969 30,321 X 30,321 KOHLS CORP COM 500255104 8,225 116,765 X 116,765 KOHLS CORP COM COM 500255104 108 1,532 X 1,532 KOHLS CORP COM COM 500255104 6,250 88,728 X 88,728 KOPIN CORP COM 500600101 155 11,103 X 11,103 KOPIN CORP COM 500600101 63 4,507 X 4,507 KOREA ELEC PWR CORP SPONSORE500631106 1,969 215,200 X 215,200 KOREA TELECOM SPONSORE50063P103 2,733 134,450 X 134,450 KROGER CO COM 501044101 5,839 279,791 X 279,791 KROGER CO COM COM 501044101 240,005 11,500,000 X 11,500,000 KROGER CO COM COM 501044101 4,449 213,179 X 213,179 KRONOS INC COM 501052104 172 3,553 X 3,553 KRONOS INC COM 501052104 68 1,396 X 1,396 KULICKE + SOFFA INDS INC COM 501242101 146 8,527 X 8,527 KULICKE & SOFFA INDS INC COM 501242101 54 3,176 X 3,176 LSI LOGIC CORP COM 502161102 2,016 127,778 X 127,778 LSI LOGIC CORP COM COM 502161102 22 1,398 X 1,398 LSI LOGIC CORP COM COM 502161102 1,995 126,414 X 126,414 LTX CORP COM 502392103 171 8,184 X 8,184 LTX CORP COM 502392103 72 3,415 X 3,415 LA QUINTA PPTYS INC PAIRED C50419Q409 134 23,413 X 23,413 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419Q409 45 7,892 X 7,892 LA Z BOY INC COM 505336107 179 8,192 X 8,192 LA Z BOY INC COM 505336107 73 3,326 X 3,326 LANCASTER COLONY CORP COM 513847103 188 5,304 X 5,304 LANCASTER COLONY CORP COM COM 513847103 68 1,919 X 1,919 LEE ENTERPRISES INC COM 523768109 292 8,035 X 8,035 LEE ENTERPRISES INC COM COM 523768109 111 3,042 X 3,042 LEGATO SYSTEMS INC COM 524651106 197 15,194 X 15,194 LEGATO SYS INC COM COM 524651106 80 6,194 X 6,194 LEGGETT + PLATT INC COM 524660107 1,574 68,436 X 68,436 LEGGETT & PLATT COM 524660107 21 923 X 923 LEGGETT & PLATT INC COM COM 524660107 1,564 67,994 X 67,994 LEHMAN BROTHERS HLDGS INC COM 524908100 5,545 83,003 X 83,003 LEHMAN BROS HLDGS INC COM COM 524908100 5,650 84,586 X 84,586 LENNOX INTL INC COM 526107107 74 7,624 X 7,624 LENNOX INTL INC COM COM 526107107 29 2,978 X 2,978 LEXMARK INTL INC CL A 529771107 2,675 45,332 X 45,332 LEXMARK INTERNATIONAL INC COM CL A 529771107 2,060 34,914 X 34,914 LIBERATE TECHNOLOGIES COM 530129105 205 17,848 X 17,848 LIBERATE TECHNOLOGIES COM COM 530129105 83 7,245 X 7,245 LIFEPOINT HOSPS INC COM 53219L109 238 7,004 X 7,004 LIFEPOINT HOSPS INC COM COM 53219L109 91 2,670 X 2,670 LILLY ELI + CO COM 532457108 30,754 391,567 X 391,567 ELI LILLY COM COM 532457108 403 5,128 X 5,128 LILLY ELI & CO COM COM 532457108 23,262 296,185 X 296,185 LIMITED INC COM 532716107 2,197 149,283 X 149,283 LIMITED INC COM COM 532716107 30 2,018 X 2,018 LIMITED INC COM COM 532716107 2,220 150,843 X 150,843 LINCOLN NATL CORP IN COM 534187109 3,220 66,302 X 66,302 LINCOLN NATL CORP IND COM COM 534187109 45 919 X 919 LINCOLN NATL CORP IND COM COM 534187109 3,263 67,191 X 67,191 LINEAR TECHNOLOGY CORP COM 535678106 4,305 110,265 X 110,265 LINEAR TECHNOLOGY CORP COM COM 535678106 3,283 84,102 X 84,102 LINENS N THINGS INC COM 535679104 160 6,285 X 6,285 LINENS N THINGS INC COM COM 535679104 68 2,655 X 2,655 LIZ CLAIBORNE INC COM 539320101 907 18,237 X 18,237 LIZ CLAIBORNE INC COM COM 539320101 14 278 X 278 LIZ CLAIBORNE INC COM COM 539320101 908 18,251 X 18,251 LOCKHEED MARTIN CORP COM 539830109 7,161 153,435 X 153,435 LOCKHEED MARTIN CORP COM COM 539830109 7,166 153,543 X 153,543 LOEWS CORP COM 540424108 3,694 66,698 X 66,698 LOEWS CORP COM COM 540424108 55 996 X 996 LOEWS CORP COM COM 540424108 3,736 67,463 X 67,463 LONGVIEW FIBRE CO WASHINGTON COM 543213102 108 9,151 X 9,151 LONGVIEW FIBRE CO COM 543213102 40 3,345 X 3,345 LOUISIANA PAC CORP COM 546347105 458 54,230 X 54,230 LOUISIANA PAC CORP COM COM 546347105 305 36,097 X 36,097 LOWES COS INC COM 548661107 12,511 269,577 X 269,577 LOWES COS INC COM COM 548661107 167 3,594 X 3,594 LOWES COS INC COM COM 548661107 9,457 203,761 X 203,761 LUCENT TECHNOLOGIES INC COM 549463107 7,492 1,189,170 X 1,189,170 LUCENT TECHNOLOGIES INC COM COM 549463107 7,514 1,192,620 X 1,192,620 MBIA INC COM 55262C100 2,786 51,956 X 51,956 MBIA INC COM 55262C100 38 702 X 702 MBIA INC COM COM 55262C100 2,789 52,013 X 52,013 MBNA CORP COM 55262L100 10,443 296,679 X 296,679 MBNA CORP COM COM 55262L100 67 1,900 X 1,900 MBNA CORP COM COM 55262L100 133 3,770 X 3,770 MBNA CORP COM COM 55262L100 10,488 297,962 X 297,962 MGIC INVT CORP WIS COM 552848103 2,321 37,602 X 37,602 MGIC INVT CORP WIS COM M COM 552848103 31 497 X 497 MGIC INVT CORP WIS COM COM 552848103 2,378 38,524 X 38,524 MRV COMMUNICATIONS INC COM 553477100 55 13,035 X 13,035 MRV COMMUNICATIONS INC CALIF COM 553477100 22 5,292 X 5,292 MACERICH CO COM 554382101 146 5,481 X 5,481 MACERICH CO COM COM 554382101 61 2,289 X 2,289 MACROMEDIA INC COM 556100105 179 10,059 X 10,059 MACROMEDIA INC COM COM 556100105 73 4,084 X 4,084 MANITOWOC INC COM 563571108 158 5,067 X 5,067 MANITOWAC INC COM COM 563571108 57 1,821 X 1,821 MANOR CARE INC NEW COM 564055101 835 35,199 X 35,199 MANOR CARE INC CUSIP CHG FRM40413410 COM 564055101 11 484 X 484 MANOR CARE INC NEW COM COM 564055101 705 29,723 X 29,723 MARSH + MCLENNAN COS INC COM 571748102 10,279 95,660 X 95,660 MARSH & MCLENNAN COS INC COM COM 571748102 64 600 X 600 MARSH & MCLENNAN COS INC COM COM 571748102 135 1,254 X 1,254 MARSH & MCLENNAN COS INC COM COM 571748102 7,840 72,964 X 72,964 MARRIOTT INTL INC NEW CL A 571903202 3,398 83,584 X 83,584 MARRIOTT INTL INC NEW CL A CL A 571903202 3,432 84,433 X 84,433 MASCO CORP COM 574599106 3,895 158,999 X 158,999 MASCO CORP COM COM 574599106 51 2,102 X 2,102 MASCO CORP COM COM 574599106 3,964 161,812 X 161,812 MATTEL INC COM 577081102 2,586 150,338 X 150,338 MATTEL INC COM COM 577081102 34 1,978 X 1,978 MATTEL INC COM COM 577081102 1,992 115,821 X 115,821 MAXIM INTEGRATED PRODS INC COM 57772K101 5,907 112,487 X 112,487 MAXIM INTEGRATED PRODS INC COM COM 57772K101 4,550 86,643 X 86,643 MAY DEPT STORES CO COM 577778103 3,839 103,802 X 103,802 MAY DEPT STORES CO COM COM 577778103 58 1,571 X 1,571 MAY DEPT STORES CO COM COM 577778103 3,875 104,798 X 104,798 MAYTAG CORP COM 578592107 841 27,111 X 27,111 MAYTAG CORP COM COM 578592107 12 397 X 397 MAYTAG CORP COM COM 578592107 474 15,274 X 15,274 MCDERMOTT INTL INC COM 580037109 257 20,948 X 20,948 MCDERMOTT INTL INC COM COM 580037109 210 17,148 X 17,148 MCDONALDS CORP COM 580135101 11,851 447,725 X 447,725 MCDONALDS CORP COM COM 580135101 64 2,400 X 2,400 MCDONALDS CORP COM COM 580135101 169 6,367 X 6,367 MCDONALDS CORP COM COM 580135101 11,965 452,035 X 452,035 MCGRAW HILL COS INC COM 580645109 4,106 67,328 X 67,328 MCGRAW-HILL INC COM COM 580645109 56 922 X 922 MCGRAW HILL COS INC COM COM 580645109 3,156 51,761 X 51,761 MCKESSON CORP COM 58155Q103 3,713 99,275 X 99,275 MCKESSON CORP COM COM 58155Q103 3,755 100,411 X 100,411 MEAD CORP COM 582834107 1,060 34,312 X 34,312 MEAD CORP COM COM 582834107 15 482 X 482 MEAD CORP COM COM 582834107 1,068 34,571 X 34,571 MEDIMMUNE INC COM 584699102 3,459 74,621 X 74,621 MEDIMMUNE INC COM COM 584699102 2,624 56,606 X 56,606 MEDTRONIC INC COM 585055106 21,593 421,651 X 421,651 MEDTRONIC INC COM COM 585055106 288 5,620 X 5,620 MEDTRONIC INC COM COM 585055106 16,365 319,568 X 319,568 MELLON FINL CORP COM 58551A108 6,130 162,949 X 162,949 MELLON FINANCIAL CORP CUSIP CHGD FRM COM 58551A108 90 2,391 X 2,391 MELLON FINL CORP COM COM 58551A108 4,666 124,022 X 124,022 MERCK + CO INC COM 589331107 46,587 792,292 X 792,292 MERCK & CO INC COM COM 589331107 646 10,991 X 10,991 MERCK & CO INC COM COM 589331107 35,231 599,174 X 599,174 MERCURY INTERACTIVE CORP COM 589405109 968 28,491 X 28,491 MERCURY INTERACTIVE CORP COM 589405109 739 21,756 X 21,756 MEREDITH CORP COM 589433101 624 17,513 X 17,513 MEREDITH CORP COM COM 589433101 9 242 X 242 MEREDITH CORP COM COM 589433101 515 14,432 X 14,432 MERRILL LYNCH + CO INC COM 590188108 15,364 294,778 X 294,778 MERRILL LYNCH & CO INC COM COM 590188108 182 3,486 X 3,486 MERRILL LYNCH & CO INC COM 590188108 15,428 296,014 X 296,014 METLIFE INC COM 59156R108 7,997 252,442 X 252,442 METLIFE INC COM COM 59156R108 8,308 262,239 X 262,239 METROMEDIA INTER. 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