13F-HR 1 export13f.txt METROPOLITAN LIFE INSURANCE COMPANY - 13F - 3/31/2002 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: March 31, 2002 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Metropolitan Life Insurance Company Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dorothy L. Murray Title: Assistant Vice-President Phone: 813-801-2063 Signature, Place, and Date of Signing: /s/ Dorothy L. Murray Tampa, Florida May 10, 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: 1996 Form 13F Information Table Value Total ($000): 7,390,712 Name of Issuer Class Cusip Value (x$1Shrs/ PrnInvt Discretion Othr MgrVoting Autho METROPOLITAN LIFE INSURANCE COMPANY ADC TELECOMMUNICATIONS INC COM 000886101 1,093 268,567 X 268,567 ADC TELECOMMUNICATIONS INC COM 000886101 1,109 272,520 X 272,520 AFLAC INC COM 001055102 5,345 181,197 X 181,197 AFLAC INC COM COM 001055102 5,398 182,969 X 182,969 AGCO CORP COM 001084102 286 12,545 X 12,545 AGCO CORP COM COM 001084102 101 4,412 X 4,412 AGL RES INC COM 001204106 248 10,559 X 10,559 AGL RES INC COM 001204106 89 3,776 X 3,776 AES CORP COM 00130H105 1,667 185,205 X 185,205 AES CORP COM COM 00130H105 1,650 183,358 X 183,358 AMR CORP DEL COM 001765106 1,401 53,034 X 53,034 AMR CORP COM COM 001765106 66 2,500 X 2,500 AMR CORP DEL COM COM 001765106 1,513 57,283 X 57,283 AOL TIME WARNER INC COM 00184A105 36,418 1,539,874 X 1,539,874 AOL TIME WARNER INC COM COM 00184A105 45 1,900 X 1,900 AOL TIME WARNER INC COM COM 00184A105 36,618 1,548,339 X 1,548,339 AT + T CORP COM 001957109 19,297 1,229,096 X 1,229,096 AT&T CORP COM COM 001957109 19,361 1,233,168 X 1,233,168 ATMI INC COM 00207R101 163 5,192 X 5,192 ATMI INC COM COM 00207R101 59 1,888 X 1,888 AT + T WIRELESS SVCS INC COM 00209A106 8,415 940,265 X 940,265 AT&T WIRELESS SVCS INC COM COM 00209A106 8,407 939,384 X 939,384 ABBOTT LABS COM 002824100 28,496 541,756 X 541,756 ABBOTT LABS COM COM 002824100 21,485 408,467 X 408,467 ACCLAIM ENTMT INC COM PAR 004325205 49 10,695 X 10,695 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 13 2,965 X 2,965 ACCREDO HEALTH INC COM 00437V104 281 4,910 X 4,910 ACCREDO HEALTH INC COM COM 00437V104 103 1,795 X 1,795 ACTIVISION INC NEW COM NEW 004930202 200 6,711 X 6,711 ACTIVISION INC COM NEW 004930202 69 2,314 X 2,314 ACTUATE CORP COM 00508B102 58 8,098 X 8,098 ACTUATE CORP COM COM 00508B102 19 2,609 X 2,609 ACUITY BRANDS INC COM 00508Y102 130 7,850 X 7,850 ACQUITY BRANDS INC COM 00508Y102 48 2,909 X 2,909 ADAPTEC INC COM 00651F108 268 20,071 X 20,071 ADAPTEC INC COM COM 00651F108 91 6,842 X 6,842 ADOBE SYS INC COM 00724F101 3,329 82,615 X 82,615 ADOBE SYS INC DEL COM COM 00724F101 2,573 63,859 X 63,859 ADVANCED DIGITAL INFORMATION COM 007525108 154 11,808 X 11,808 ADVANCED DIGITAL INFORMATION COM 007525108 53 4,110 X 4,110 ADVANCED TISSUE SCIENCES INC COM 00755F103 44 13,899 X 13,899 ADVANCED TISSUE SCIENCES INC COM 00755F103 15 4,889 X 4,889 ADVO INC COM 007585102 156 3,693 X 3,693 ADVO INC COM 007585102 57 1,352 X 1,352 AEROFLEX INC COM 007768104 140 10,853 X 10,853 AEROFLEX INC COM 007768104 51 3,991 X 3,991 ADVANCED MICRO DEVICES INC COM 007903107 1,732 117,752 X 117,752 ADVANCED MICRO DEVICES INC COM COM 007903107 1,733 117,794 X 117,794 AETNA INC COM 00817Y108 1,973 50,833 X 50,833 AETNA INC COM NEW COM 00817Y108 2,004 51,632 X 51,632 AFFILIATED MANAGERS GROUP INC COM 008252108 291 4,052 X 4,052 AFFILIATED MANAGERS GROUP INC COM 008252108 107 1,484 X 1,484 AGILENT TECHNOLOGIES INC COM 00846U101 5,663 161,978 X 161,978 AGILENT TECHNOLOGIES INC COM 00846U101 5,663 161,972 X 161,972 AIR PRODS + CHEMS INC COM 009158106 4,086 79,118 X 79,118 AIR PRODS & CHEMS INC COM COM 009158106 4,157 80,485 X 80,485 AIRBORNE INC COM 009269101 160 9,141 X 9,141 AIRBORNE INC COM COM 009269101 55 3,128 X 3,128 AIRGAS INC COM 009363102 218 10,828 X 10,828 AIRGAS INC COM 009363102 80 3,983 X 3,983 AIRTRAN HOLDINGS INC COM 00949P108 70 11,573 X 11,573 AIRTRAN HLDGS INC COM 00949P108 23 3,763 X 3,763 AKAMAI TECHNOLOGIES INC COM 00971T101 55 13,848 X 13,848 AKAMAI TECHNOLOGIES INC COM 00971T101 19 4,785 X 4,785 ALAMOSA HOLDINGS INC COM 011589108 60 11,832 X 11,832 ALAMOSA HLDGS INC COM COM 011589108 24 4,803 X 4,803 ALASKA AIR GROUP INC COM 011659109 175 5,268 X 5,268 ALASKA AIR GROUP INC COM 011659109 61 1,838 X 1,838 ALBERTO CULVER CO CL B CON013068101 1,069 19,805 X 19,805 ALBERTO CULVER CO CL B COM CL B CON013068101 951 17,610 X 17,610 ALBERTSONS INC COM 013104104 4,684 141,348 X 141,348 ALBERTSONS INC COM COM 013104104 4,762 143,700 X 143,700 ALCAN INC COM 013716105 4,436 111,933 X 111,933 ALCAN INC COM 013716105 4,460 112,553 X 112,553 ALCOA INC COM 013817101 11,115 294,516 X 294,516 ALCOA INC COM 013817101 60 1,600 X 1,600 ALCOA INC COM COM 013817101 11,311 299,718 X 299,718 ALEXANDER + BALDWIN INC COM 014482103 212 7,685 X 7,685 ALEXANDER & BALDWIN INC COM 014482103 79 2,850 X 2,850 ALFA CORP COM 015385107 208 7,451 X 7,451 ALFA CORP COM 015385107 80 2,857 X 2,857 ALLEGHENY ENERGY INC COM 017361106 1,800 43,520 X 43,520 ALLEGHENY ENERGY INC COM COM 017361106 1,783 43,108 X 43,108 ALLEGHENY TECHNOLOGIES INC COM 01741R102 462 27,955 X 27,955 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 372 22,506 X 22,506 ALLERGAN INC COM 018490102 2,954 45,692 X 45,692 ALLERGAN INC COM COM 018490102 2,242 34,685 X 34,685 ALLIANT TECHSYSTEMS INC COM 018804104 476 4,671 X 4,671 ALLIANT TECHSYSTEMS INC COM COM 018804104 168 1,643 X 1,643 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 844 64,911 X 64,911 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 882 67,818 X 67,818 ALLSTATE CORP COM 020002101 9,380 248,350 X 248,350 ALLSTATE CORP COM COM 020002101 9,472 250,782 X 250,782 ALLTEL CORP COM 020039103 6,006 108,118 X 108,118 ALLTEL CORP COM 020039103 6,112 110,022 X 110,022 ALPHA INDS INC COM 020753109 128 8,394 X 8,394 ALPHA INDS INC COM 020753109 46 3,015 X 3,015 ALTERA CORP COM 021441100 2,912 133,162 X 133,162 ALTERA CORP COM COM 021441100 2,264 103,524 X 103,524 AMBAC FINL GROUP INC COM 023139108 2,190 37,070 X 37,070 AMBAC FINANCIAL GROUP INC COM 023139108 2,222 37,616 X 37,616 AMERADA HESS CORP COM 023551104 2,478 31,223 X 31,223 AMERADA HESS CORP COM COM 023551104 2,520 31,758 X 31,758 AMEREN CORP COM 023608102 2,066 48,320 X 48,320 AMEREN CORP COM 023608102 2,060 48,183 X 48,183 AMERICAN CAP STRATEGIES LTD COM 024937104 186 6,011 X 6,011 AMERICAN CAP STRATEGIES LTD COM 024937104 65 2,114 X 2,114 AMERICAN ELEC PWR INC COM 025537101 5,173 112,236 X 112,236 AMERICAN ELEC PWR INC COM COM 025537101 5,208 113,006 X 113,006 AMERICAN EXPRESS CO COM 025816109 19,035 464,715 X 464,715 AMERICAN EXPRESS CO COM COM 025816109 19,163 467,843 X 467,843 AMERICAN GREETINGS CORP CL A 026375105 620 34,183 X 34,183 AMERICAN GREETINGS CORP CL A CL A 026375105 386 21,271 X 21,271 AMERICAN INTL GROUP INC COM 026874107 65,593 909,247 X 909,247 AMER INTL GROUP INC COM COM 026874107 65 900 X 900 AMER INTL GROUP INC COM COM 026874107 0 1 X 1 AMERICAN INTL GROUP INC COM COM 026874107 65,883 913,271 X 913,271 AMERICAN ITALIAN PASTA CO CL A 027070101 145 3,195 X 3,195 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 57 1,251 X 1,251 AMERICAN MGMT SYS INC COM 027352103 148 7,921 X 7,921 AMERICAN MGMT SYS INC COM COM 027352103 54 2,889 X 2,889 AMERICAN PWR CONVERSION CORP COM 029066107 955 64,609 X 64,609 AMERICAN PWR CONVERSION CORP COM 029066107 1,008 68,202 X 68,202 AMERUS GROUP CO COM 03072M108 300 7,802 X 7,802 AMERUS GROUP CO COM COM 03072M108 107 2,791 X 2,791 AMERISOURCEBERGEN CORP COM 03073E105 2,501 36,613 X 36,613 AMERISOURCEBERGEN CORP COM COM 03073E105 2,484 36,372 X 36,372 AMETEK AEROSPACE PRODS INC COM 031100100 233 6,259 X 6,259 AMETEK INC COM 031100100 85 2,289 X 2,289 AMGEN INC COM 031162100 21,754 364,514 X 364,514 AMGEN INC COM 031162100 16,450 275,643 X 275,643 AMPEX CORP CL A COM EXCHANGED FOR 03 CL A 032092108 3 16,572.3 X 16,572 AMSOUTH BANCORPORATION COM 032165102 2,790 126,929 X 126,929 AMSOUTH BANCORPORATION COM COM 032165102 2,861 130,182 X 130,182 AMYLIN PHARMACEUTICALS INC COM 032346108 108 10,815 X 10,815 AMYLIN PHARMACEUTICALS INC COM COM 032346108 37 3,689 X 3,689 ANADARKO PETE CORP COM 032511107 4,890 86,644 X 86,644 ANADARKO PETROLEUM CORP COM 032511107 56 1,000 X 1,000 ANADARKO PETE CORP COM COM 032511107 4,955 87,799 X 87,799 ANALOG DEVICES INC COM 032654105 5,720 126,992 X 126,992 ANALOG DEVICES INC COM COM 032654105 4,345 96,475 X 96,475 ANDREW CORP COM 034425108 734 43,869 X 43,869 ANDREW CORP COM COM 034425108 466 27,846 X 27,846 ANHEUSER BUSCH COS INC COM 035229103 16,077 307,993 X 307,993 ANHEUSER BUSCH COS INC COM COM 035229103 12,206 233,834 X 233,834 ANIXTER INTL INC COM 035290105 151 5,095 X 5,095 ANIXTER INTL INC COM COM 035290105 53 1,797 X 1,797 ANNALY MTG MGMT INC COM 035710409 258 15,169 X 15,169 ANNALY MTG MGMT INC COM COM 035710409 91 5,384 X 5,384 ANNTAYLOR STORES CORP COM 036115103 202 4,673 X 4,673 ANNTAYLOR STORES CORP COM COM 036115103 77 1,782 X 1,782 AON CORP COM 037389103 3,282 93,770 X 93,770 AON CORP COM COM 037389103 3,281 93,737 X 93,737 APACHE CORP COM 037411105 2,722 47,854 X 47,854 APACHE CORP COM COM 037411105 2,714 47,723 X 47,723 APPLE COMPUTER COM 037833100 2,892 122,189 X 122,189 APPLE COMPUTER INC COM 037833100 2,904 122,681 X 122,681 APPLEBEES INTL INC COM 037899101 227 6,252 X 6,252 APPLEBEES INTL INC COM COM 037899101 83 2,277 X 2,277 APRIA HEALTHCARE GROUP INC COM 037933108 185 7,559 X 7,559 APRIA HEALTHCARE GROUP INC COM 037933108 68 2,788 X 2,788 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,650 73,817 X 73,817 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 1,252 56,021 X 56,021 APPLIED MATERIALS INC COM 038222105 15,486 285,358 X 285,358 APPLIED MATLS INC COM COM 038222105 11,760 216,695 X 216,695 APPLIED MICRO CIRCUITS CORP COM 03822W109 823 102,888 X 102,888 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 812 101,514 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 191 5,644 X 5,644 ARBITRON INC COM COM 03875Q108 68 2,025 X 2,025 ARCHER DANIELS MIDLAND CO COM 039483102 3,128 224,565 X 224,565 ARCHER DANIELS MIDLAND CO COM COM 039483102 3,176 227,995 X 227,995 ARGOSY GAMING CORP COM 040228108 164 4,462 X 4,462 ARGOSY GAMING CO COM COM 040228108 55 1,509 X 1,509 ARRIS GROUP INC COM 04269Q100 86 9,224 X 9,224 ARRIS GROUP INC COM COM 04269Q100 31 3,385 X 3,385 ART TECHNOLOGY GROUP INC COM 04289L107 19 9,252 X 9,252 ART TECHNOLOGY GRP INC OC-COM COM 04289L107 8 3,756 X 3,756 ARVINMERITOR INC COM 043353101 361 12,635 X 12,635 ARVINMERITOR INC COM COM 043353101 124 4,358 X 4,358 ASCENTIAL SOFTWARE CORP COM 04362P108 190 49,362 X 49,362 ASCENTIAL SOFTWARE CORP COM COM 04362P108 67 17,334 X 17,334 ASHLAND INC COM 044204105 1,114 24,478 X 24,478 ASHLAND INC COM 044204105 1,105 24,275 X 24,275 ASPECT COMMUNICATIONS INC COM 04523Q102 35 8,826 X 8,826 ASPECT COMMUNICTIONS INC COM COM 04523Q102 14 3,583 X 3,583 AT + T LATIN AMER CORP COM 04649A106 11 7,398 X 7,398 AT&T LATIN AMER CORP COM COM 04649A106 5 3,003 X 3,003 ATLANTIC COAST AIRLINES HLDGS COM 048396105 182 7,593 X 7,593 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 65 2,720 X 2,720 ATMOS ENERGY CORP COM 049560105 184 7,794 X 7,794 ATMOS ENERGY CORP COM 049560105 66 2,809 X 2,809 AUSPEX SYS INC COM 052116100 10 7,725 X 7,725 AUSPEX SYS INC COM COM 052116100 4 3,136 X 3,136 AUTODESK INCORPORATED COM 052769106 882 18,888 X 18,888 AUTODESK INC COM COM 052769106 729 15,604 X 15,604 AUTOMATIC DATA PROCESSING INC COM 053015103 12,579 215,879 X 215,879 AUTOMATIC DATA PROCESSING INC COM 053015103 9,552 163,931 X 163,931 AUTOZONE INC COM 053332102 2,585 37,550 X 37,550 AUTOZONE INC COM COM 053332102 1,964 28,530 X 28,530 AVANT CORP COM 053487104 145 7,215 X 7,215 AVANT CORP COM 053487104 481 24,036 X 24,036 AVANT CORP COM COM 053487104 50 2,503 X 2,503 AVANIR PHARMACEUTICALS CL A 05348P104 28 9,841 X 9,841 AVANIR PHARMACEUTICALS CL A CL A 05348P104 11 3,995 X 3,995 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 14 7,956 X 7,956 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 6 3,203 X 3,203 AVAYA INC COM 053499109 737 99,924 X 99,924 AVAYA INC COM COM 053499109 549 74,388 X 74,388 AVERY DENNISON CORP COM 053611109 2,334 38,246 X 38,246 AVERY DENNISON CORP COM COM 053611109 1,804 29,554 X 29,554 AVICI SYS INC COM 05367L109 16 8,403 X 8,403 AVICI SYS INC COM COM 05367L109 6 3,411 X 3,411 AVISTA CORP COM 05379B107 140 9,036 X 9,036 AVISTA CORP COM COM 05379B107 52 3,362 X 3,362 AVOCENT CORP COM 053893103 227 8,476 X 8,476 AVOCENT CORP COM COM 053893103 83 3,081 X 3,081 AVON PRODS INC COM 054303102 4,470 82,282 X 82,282 AVON PRODS INC COM COM 054303102 3,451 63,533 X 63,533 BB+T CORP COM 054937107 6,115 160,452.99 X 160,453 BB&T CORP COM COM 054937107 6,081 159,572 X 159,572 BRE PPTYS INC CL A 05564E106 277 8,524 X 8,524 BRE PPTYS INC CL A CL A 05564E106 105 3,221 X 3,221 BMC SOFTWARE INC COM 055921100 1,622 83,383 X 83,383 BMC SOFTWARE INC COM COM 055921100 1,647 84,696 X 84,696 BAKER HUGHES INC COM 057224107 4,474 116,958 X 116,958 BAKER HUGHES INC COM COM 057224107 4,454 116,446 X 116,446 BALL CORP COM 058498106 1,366 28,927 X 28,927 BALL CORP COM COM 058498106 923 19,556 X 19,556 BANCO BRADESCO S A SP ADR P059460204 278 9,200 X 9,200 BANCO ITAU S A SP ADR 5059602201 710 17,700 X 17,700 BANCORPSOUTH INC COM 059692103 305 15,461 X 15,461 BANCORPSOUTH INC COM 059692103 107 5,438 X 5,438 BANK AMER CORP COM 060505104 37,275 547,994 X 547,994 BANK OF AMERICA CORP. OLD CUSIP WAS COM 060505104 61 900 X 900 BANK OF AMERICA CORP COM 060505104 37,424 550,188 X 550,188 BANK NEW YORK INC COM 064057102 10,787 256,710 X 256,710 BANK NEW YORK INC COM COM 064057102 8,156 194,099 X 194,099 BANK ONE CORP COM 06423A103 16,962 405,989 X 405,989 BANK ONE CORP COM COM 06423A103 17,041 407,868 X 407,868 BANTA CORP COM 066821109 168 4,691 X 4,691 BANTA CORP COM 066821109 60 1,670 X 1,670 BARD C R INC COM 067383109 1,058 17,918 X 17,918 BARD C R INC COM 067383109 809 13,696 X 13,696 BARRICK GOLD CORP COM 067901108 3,465 186,692 X 186,692 BARRICK GOLD CORP COM 067901108 3,450 185,875 X 185,875 BAUSCH + LOMB INC COM 071707103 835 18,743 X 18,743 BAUSCH & LOMB INC COM COM 071707103 691 15,497 X 15,497 BAXTER INTL INC COM 071813109 12,239 205,622 X 205,622 BAXTER INTL INC COM COM 071813109 9,332 156,781 X 156,781 BAY VIEW CAP CORP DEL COM 07262L101 81 11,884 X 11,884 BAY VIEW CAP CORP DEL COM COM 07262L101 27 3,930 X 3,930 BEAR STEARNS COS INC COM 073902108 2,181 34,753 X 34,753 BEAR STEARNS COS INC COM COM 073902108 2,188 34,869 X 34,869 BECTON DICKINSON + CO COM 075887109 3,404 90,236 X 90,236 BECTON DICKINSON & CO COM COM 075887109 3,422 90,721 X 90,721 BED BATH + BEYOND INC COM 075896100 3,413 101,118 X 101,118 BED BATH & BEYOND INC COM COM 075896100 2,595 76,899 X 76,899 BELLSOUTH CORP COM 079860102 24,092 653,599 X 653,599 BELLSOUTH CORP COM COM 079860102 63 1,700 X 1,700 BELLSOUTH CORP COM COM 079860102 24,326 659,953 X 659,953 BEMIS INC COM 081437105 1,015 18,672 X 18,672 BEMIS INC COM COM 081437105 1,009 18,564 X 18,564 BERKLEY W R CORP COM 084423102 231 4,023 X 4,023 BERKLEY W R CORP COM COM 084423102 81 1,416 X 1,416 BEST BUY CO INC COM 086516101 5,829 73,603 X 73,603 BEST BUY INC COM COM 086516101 4,345 54,861 X 54,861 BETHLEHEM STL CORP COM 087509105 9 20,151 X 20,151 BETHLEHEM STL CORP COM COM 087509105 3 6,735 X 6,735 BEVERLY ENTERPRISES INC COM NEW 087851309 133 18,445 X 18,445 BEVERLY ENTERPRISES INC COM COM NEW 087851309 49 6,752 X 6,752 BIG LOTS INC COM 089302103 557 39,648 X 39,648 BIG LOTS INC COM COM 089302103 451 32,082 X 32,082 BIO TECHNOLOGY GEN CORP COM 090578105 54 11,067 X 11,067 BIO TECHNOLOGY GEN CORP COM 090578105 20 4,174 X 4,174 BIOGEN INC COM 090597105 2,525 51,464 X 51,464 BIOGEN INC COM COM 090597105 1,952 39,789 X 39,789 BIOMET INC COM 090613100 2,553 94,328 X 94,328 BIOMET INC COM COM 090613100 1,963 72,533 X 72,533 BLACK + DECKER CORPORATION COM 091797100 1,278 27,468 X 27,468 BLACK & DECKER CORP COM COM 091797100 1,316 28,272 X 28,272 BLACK BOX CORP COM 091826107 184 3,790 X 3,790 BLACK BOX CORP DEL COM COM 091826107 66 1,356 X 1,356 BLOCK H + R INC COM 093671105 2,855 64,231 X 64,231 BLOCK H & R INC COM COM 093671105 2,139 48,120 X 48,120 BLYTH INDS INC COM 09643P108 165 6,208 X 6,208 BLYTH INC COM COM 09643P108 58 2,184 X 2,184 BOB EVANS FARMS INC COM 096761101 186 6,589 X 6,589 BOB EVANS FARMS INC COM 096761101 66 2,330 X 2,330 BOEING CO COM 097023105 14,075 291,700 X 291,700 BOEING CO COM COM 097023105 39 800 X 800 BOEING CO COM COM 097023105 14,088 291,976 X 291,976 BOISE CASCADE CORP COM 097383103 732 20,186 X 20,186 BOISE CASCADE CORP COM COM 097383103 605 16,689 X 16,689 BORG WARNER AUTOMOTIVE INC COM 099724106 308 4,898 X 4,898 BORG WARNER INC COM COM 099724106 115 1,827 X 1,827 BORLAND SOFTWARE CORP COM 099849101 127 9,791 X 9,791 BORLAND SOFTWARE CORP COM COM 099849101 47 3,591 X 3,591 BOSTON SCIENTIFIC CORP COM 101137107 3,510 139,904 X 139,904 BOSTON SCIENTIFIC CORP COM COM 101137107 2,707 107,906 X 107,906 BOYDS COLLECTION LTD COM 103354106 60 9,184 X 9,184 BOYDS COLLECTION LTD COM COM 103354106 21 3,176 X 3,176 BRIGGS & STRATTON CORP COM 109043109 66 1,444 X 1,444 BRIGGS + STRATTON CORP COM 109043109 195 4,238 X 4,238 BRIGHTPOINT INC COM 109473108 7 8,073 X 8,073 BRIGHTPOINT INC COM COM 109473108 3 3,378 X 3,378 BRISTOL MYERS SQUIBB CO COM 110122108 27,287 673,920 X 673,920 BRISTOL MYERS SQUIBB CO COM COM 110122108 24 600 X 600 BRISTOL MYERS SQUIBB CO COM COM 110122108 20,642 509,802 X 509,802 BROADCOM CORP CL A 111320107 3,294 91,749 X 91,749 BROADCOM CORP CL A COM CL A 111320107 3,254 90,638 X 90,638 BROOKS AUTOMATION INC COM 11434A100 164 3,607 X 3,607 BROOKS AUTOMATION INC COM COM 11434A100 58 1,269 X 1,269 BROWN + BROWN INC COM 115236101 243 7,746 X 7,746 BROWN & BROWN INC COM COM 115236101 92 2,920 X 2,920 BROWN FORMAN CORP CL B 115637209 1,754 24,104 X 24,104 BROWN FORMAN CORP CL B CL B 115637209 1,739 23,894 X 23,894 BROWN TOM INC COM NEW 115660201 172 6,313 X 6,313 BROWN TOM INC NEW COM COM NEW 115660201 63 2,304 X 2,304 BRUKER DALTONICS INC COM 116795105 83 8,696 X 8,696 BRUKER DALTONICS INC COM COM 116795105 30 3,172 X 3,172 BRUNSWICK CORP COM 117043109 829 30,362 X 30,362 BRUNSWICK CORP COM COM 117043109 686 25,095 X 25,095 BURLINGTON NORTHN SANTA FE COM 12189T104 4,054 134,339 X 134,339 BURLINGTON NORTHERN SANTA FE COM COM 12189T104 63 2,100 X 2,100 BURLINGTON NORTH SANTA FE CORP COM 12189T104 4,162 137,911 X 137,911 BURLINGTON RES INC COM 122014103 2,803 69,928 X 69,928 BURLINGTON RES INC COM COM 122014103 2,889 72,070 X 72,070 CBRL GROUP INC COM 12489V106 300 10,524 X 10,524 CBRL GROUP INC COM COM 12489V106 105 3,692 X 3,692 CEC ENTMT INC COM 125137109 244 5,273 X 5,273 CEC ENTMT INC COM COM 125137109 90 1,941 X 1,941 CH ENERGY GROUP INC COM 12541M102 160 3,381 X 3,381 CH ENERGY GROUP INC COM COM 12541M102 53 1,127 X 1,127 CIGNA CORP COM 125509109 5,108 50,375 X 50,375 CIGNA CORP COM COM 125509109 5,196 51,248 X 51,248 CLECO CORP NEW COM 12561W105 189 7,901 X 7,901 CLECO CORP NEW COM COM 12561W105 68 2,861 X 2,861 CMS ENERGY CORP COM 125896100 1,042 46,029 X 46,029 CMS ENERGY CORP COM COM 125896100 1,049 46,343 X 46,343 CSX CORP COM 126408103 2,819 73,977 X 73,977 CSX CORP COM COM 126408103 2,882 75,625 X 75,625 CVS CORP COM 126650100 4,673 136,112 X 136,112 CVS CORP FROM MELVILLE CORP COM 126650100 65 1,899 X 1,899 CVS CORP COM 126650100 4,803 139,915 X 139,915 CV THERAPEUTICS INC COM 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268648102 9,181 770,205 X 770,205 EMC CORP MASS COM 268648102 6,925 580,932 X 580,932 EOG RESOURCES INC COM 26875P101 1,629 40,163 X 40,163 EOG RES INC COM COM 26875P101 1,651 40,705 X 40,705 E PIPHANY INC COM 26881V100 89 11,802 X 11,802 E PIPHANY INC COM COM 26881V100 32 4,287 X 4,287 E*TRADE GROUP INC COM 269246104 2,345 248,902 X 248,902 EASTMAN CHEM CO COM 277432100 1,322 27,087 X 27,087 EASTMAN CHEM CO COM COM 277432100 1,306 26,771 X 26,771 EASTMAN KODAK CO COM 277461109 3,155 101,229 X 101,229 EASTMAN KODAK CO COM COM 277461109 3,184 102,162 X 102,162 EATON CORP COM 278058102 1,952 24,106 X 24,106 EATON CORP COM 278058102 1,924 23,756 X 23,756 ECLIPSYS CORP COM 278856109 138 8,424 X 8,424 ECLIPSYS CORP COM COM 278856109 49 3,007 X 3,007 ECOLAB INC COM 278865100 2,041 44,639 X 44,639 ECOLAB INC COM COM 278865100 1,577 34,491 X 34,491 EDISON INTL COM 281020107 1,850 110,459 X 110,459 EDISON INTL COM COM 281020107 1,439 85,887 X 85,887 EDUCATION MGMT CORP COM 28139T101 176 4,177 X 4,177 EDUCATION MGMT CORP COM 28139T101 64 1,519 X 1,519 EDWARDS J D + CO COM 281667105 358 19,850 X 19,850 EDWARDS J D & CO COM COM 281667105 123 6,826 X 6,826 EDWARDS LIFESCIENCES CORP COM 28176E108 314 11,250 X 11,250 EDWARDS LIFE SCIENCES CORP COM COM 28176E108 115 4,115 X 4,115 EFUNDS CORP COM 28224R101 141 8,811 X 8,811 EFUNDS CORP COM COM 28224R101 51 3,171 X 3,171 EL PASO CORP COM 28336L109 7,824 177,706 X 177,706 EL PASO CORP COM COM 28336L109 7,877 178,911 X 178,911 EL PASO ELEC CO COM NEW 283677854 150 9,574 X 9,574 EL PASO ELEC CO COM NEW COM NEW 283677854 55 3,514 X 3,514 ELANTEC SEMICONDUCTOR INC COM 284155108 186 4,352 X 4,352 ELANTEC SEMICONDUCTOR INC COM COM 284155108 63 1,482 X 1,482 ELECTRO SCIENTIFIC INDS INC COM 285229100 190 5,188 X 5,188 ELECTRO SCIENTIFIC INDS INC COM 285229100 72 1,968 X 1,968 ELECTRONIC DATA SYS CORP NEW COM 285661104 9,704 167,334 X 167,334 ELECTRONIC DATA SYS CORP NEW COM 285661104 7,295 125,793 X 125,793 ELETRONICS FOR IMAGING INC COM 286082102 187 10,217 X 10,217 ELECTRONICS FOR IMAGING INC COM 286082102 68 3,702 X 3,702 EMERSON ELEC CO COM 291011104 8,403 146,422 X 146,422 EMERSON ELEC CO COM COM 291011104 8,485 147,856 X 147,856 ENCOMPASS SVCS CORP COM 29255U104 18 9,922 X 9,922 ENCOMPASS SVCS CORP COM COM 29255U104 7 4,137 X 4,137 ENGELHARD CORP COM 292845104 1,420 45,765 X 45,765 ENGELHARD CORP COM 292845104 1,409 45,393 X 45,393 ENTERGY CORP COM 29364G103 3,366 77,534 X 77,534 ENTERGY CORP NEW COM COM 29364G103 3,392 78,131 X 78,131 ENTRUST INC COM 293848107 46 9,027 X 9,027 ENTRUST INC COM COM 293848107 17 3,257 X 3,257 EQUIFAX INC COM 294429105 1,486 49,695 X 49,695 EQUIFAX INC COM COM 294429105 1,188 39,717 X 39,717 EQUITY OFFICE PPTYS TR COM 294741103 4,328 144,314 X 144,314 EQUITY OFFICE PPTYS TR COM COM 294741103 4,331 144,413 X 144,413 EQUITY RESIDENTIAL PPTYS TR SH BEN I29476L107 2,711 94,321 X 94,321 EQUITY RESIDENTIAL PPTYS TR SH SH BEN I29476L107 2,714 94,448 X 94,448 EXAR CORP COM 300645108 149 7,248 X 7,248 EXAR CORP COM COM 300645108 51 2,507 X 2,507 EXELON CORP COM 30161N101 5,939 112,112 X 112,112 EXELON CORP COM 30161N101 69 1,300 X 1,300 EXELON CORP COM COM 30161N101 6,036 113,952 X 113,952 EXXON MOBIL CORP COM 30231G102 104,349 2,380,776 X 2,380,776 EXXON MOBIL CORP CHG FR 302290101 COM 30231G102 66 1,500 X 1,500 EXXON MOBIL CORP COM 30231G102 104,804 2,391,150 X 2,391,150 F N B CORP PA COM 302520101 224 7,634 X 7,634 F N B CORP PA COM COM 302520101 82 2,785 X 2,785 FPL GROUP INC COM 302571104 3,648 61,256 X 61,256 FPL GROUP INC COM COM 302571104 3,693 62,018 X 62,018 FACTSET RESH SYS INC COM 303075105 147 3,646 X 3,646 FACTSET RESH SYS INC COM 303075105 56 1,380 X 1,380 FAIR ISSAC + CO INC COM 303250104 220 3,466 X 3,466 FAIR ISSAC & CO INC COM 303250104 80 1,259 X 1,259 FALCONSTOR SOFTWARE INC COM 306137100 50 7,905 X 7,905 FALCONSTOR SOFTWARE INC COM COM 306137100 19 2,991 X 2,991 FAMILY DLR STORES INC COM 307000109 2,008 59,922 X 59,922 FAMILY DLR STORES INC COM 307000109 1,513 45,158 X 45,158 FEDERAL HOME LN MTG CORP COM 313400301 15,352 242,267 X 242,267 FREDDIE MAC CORP COM COM 313400301 15,448 243,776 X 243,776 FEDERAL MOGUL CORP COM 313549107 11 13,266 X 13,266 FEDERAL MOGUL CORP COM COM 313549107 3 3,683 X 3,683 FEDERAL NATL MTG ASSN COM 313586109 27,795 347,957 X 347,957 FANNIE MAE COM 313586109 20,970 262,513 X 262,513 FEDERAL RLTY INVT TR SH BEN I313747206 175 6,836 X 6,836 FEDERAL RLTY INVT TR SHS BEN SH BEN I313747206 64 2,483 X 2,483 FEDERAL SIGNAL CORP COM 313855108 204 8,620 X 8,620 FEDERAL SIGNAL CORP COM 313855108 76 3,184 X 3,184 FEDERATED DEPT STORES INC DEL COM 31410H101 2,741 67,110 X 67,110 FEDERATED DEPT STORES INC COM (CHANG COM 31410H101 85 2,093 X 2,093 FEDERATED DEPT STORES INC COM (CHANG COM 31410H101 1,024 25,069 X 25,069 FEDERATED DEPT STORES INC DEL COM 31410H101 2,808 68,747 X 68,747 FEDEX CORP COM 31428X106 6,033 103,837 X 103,837 FEDEX CORP COM CHG FR 31304N107 COM 31428X106 12 200 X 200 FEDEX CORP COM COM 31428X106 6,125 105,414 X 105,414 FERRO CORP COM 315405100 154 5,331 X 5,331 FERRO CORP COM COM 315405100 55 1,899 X 1,899 FIFTH THIRD BANCORP COM 316773100 13,694 202,932 X 202,932 FIFTH THIRD BANCORP COM 316773100 10,308 152,753 X 152,753 FIRST AMERICAN CORP COM 318522307 264 12,407 X 12,407 FIRST AMERICAN CORP COM COM 318522307 100 4,681 X 4,681 FIRST COMWLTH FINL CORP PA COM 319829107 135 10,173 X 10,173 FIRST COMWLTH FINL CORP PA COM 319829107 50 3,789 X 3,789 FIRST DATA CORP COM 319963104 11,594 132,880 X 132,880 FIRST DATA CORP COM COM 319963104 8,813 101,007 X 101,007 FIRST INDL RLTY TR INC COM 32054K103 252 7,346 X 7,346 FIRST INDL RLTY TR INC COM 32054K103 95 2,781 X 2,781 FIRST MIDWEST BANCORP INC DEL COM 320867104 270 9,285 X 9,285 FIRST MIDWEST BANCORP INC DEL COM 320867104 95 3,259 X 3,259 FISERV INC COM 337738108 3,050 66,317 X 66,317 FISERV INC COM COM 337738108 2,300 50,012 X 50,012 FIRSTENERGY CORP COM 337932107 3,585 103,675 X 103,675 FIRSTENERGY CORP COM COM 337932107 3,615 104,538 X 104,538 FISHER SCIENTIFIC INTL INC COM NEW 338032204 288 10,265 X 10,265 FISHER SCIENTIFIC INTL INC COM COM NEW 338032204 105 3,740 X 3,740 FLEETBOSTON FINL CORP COM 339030108 12,740 363,986 X 363,986 FLEET BOSTON FINANCIAL CORP. FORMERL COM 339030108 63 1,800 X 1,800 FLEET BOSTON FINL CORP COM COM 339030108 12,812 366,070 X 366,070 FLEMING COS INC COM 339130106 171 7,640 X 7,640 FLEMING COS INC COM COM 339130106 64 2,857 X 2,857 FLUOR CORP NEW COM 343412102 1,128 27,664 X 27,664 FLUOR CORP NEW COM COM 343412102 1,160 28,437 X 28,437 FLOWSERVE CORP COM 34354P105 270 8,424 X 8,424 FLOWSERVE CORP COM COM 34354P105 95 2,963 X 2,963 FOMENTO ECONOMICO MEXICANO SPON ADR344419106 1,127 23,900 X 23,900 FORD MTR CO DEL COM PAR 345370860 10,352 627,779 X 627,779 FORD MTR CO DEL COM PAR $0.01 COM PAR 345370860 10,456 634,092 X 634,092 FOREST CITY ENTERPRISES INC CL A 345550107 186 4,887 X 4,887 FOREST CITY ENTERPRISES INC CL A 345550107 67 1,761 X 1,761 FOREST LABS INC COM 345838106 5,077 62,143 X 62,143 FOREST LABS INC CL A COM COM 345838106 3,850 47,127 X 47,127 FORTUNE BRANDS INC COM 349631101 2,555 51,754 X 51,754 FORTUNE BRANDS INC COM COM 349631101 2,592 52,499 X 52,499 FRANKLIN RES INC COM 354613101 3,808 90,837 X 90,837 FRANKLIN RES INC COM COM 354613101 3,794 90,494 X 90,494 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 850 48,259 X 48,259 FREEPORT MCMORAN COPPER B CL B 35671D857 701 39,777 X 39,777 FREMONT GEN CORP COM 357288109 56 9,106 X 9,106 FREMONT GEN CORP COM COM 357288109 19 3,036 X 3,036 FULLER H B CO COM 359694106 167 5,562 X 5,562 FULLER H B CO COM COM 359694106 60 2,004 X 2,004 FURNITURE BRANDS INTL INC COM 360921100 350 9,614 X 9,614 FURNITURE BRANDS INTL INC COM COM 360921100 127 3,490 X 3,490 GANNETT INC COM 364730101 7,020 92,249 X 92,249 GANNETT INC COM COM 364730101 7,054 92,699 X 92,699 GAP INC COM 364760108 4,512 299,968 X 299,968 GAP INC COM COM 364760108 35 2,300 X 2,300 GAP INC COM COM 364760108 4,569 303,767 X 303,767 GARTNER GROUP INC NEW COM 366651107 190 14,763 X 14,763 GARTNER INC COM 366651107 67 5,211 X 5,211 GATEWAY INC COM 367626108 701 110,850 X 110,850 GATEWAY INC COM 367626108 557 88,120 X 88,120 GENERAL DYNAMICS CORP COM 369550108 6,630 70,569 X 70,569 GENERAL DYNAMICS CORP COM COM 369550108 6,712 71,438 X 71,438 GENERAL ELEC CO COM 369604103 129,493 3,457,753 X 3,457,753 GENERAL ELEC CO COM COM 369604103 97,677 2,608,207 X 2,608,207 GENERAL MLS INC COM 370334104 6,198 126,886 X 126,886 GEN MILLS INC COM COM 370334104 15 300 X 300 GENERAL MLS INC COM COM 370334104 4,709 96,398 X 96,398 GENERAL MTRS CORP COM 370442105 11,696 193,485 X 193,485 GENERAL MTRS CORP COM COM 370442105 11,745 194,290 X 194,290 GENUINE PARTS CO COM 372460105 2,218 60,331 X 60,331 GENUINE PARTS CO COM COM 372460105 2,218 60,315 X 60,315 GENUITY INC CL A 37248E103 29 33,424 X 33,424 GENUITY INC CL A CL A 37248E103 9 10,499 X 10,499 GENZYME CORP COM GENL372917104 3,245 74,300 X 74,300 GENZYME CORP COM COM GENL372917104 2,445 55,986 X 55,986 GEORGIA PAC CORP COM 373298108 2,413 80,568 X 80,568 GEORGIA PAC CORP COM COM 373298108 0 0.36 X 0 GEORGIA PAC CORP COM COM 373298108 2,437 81,372 X 81,372 GETTY IMAGES INC COM 374276103 194 6,483 X 6,483 GETTY IMAGES INC COM COM 374276103 70 2,348 X 2,348 GILLETTE CO COM 375766102 12,501 367,576 X 367,576 GILLETTE CO COM COM 375766102 9,482 278,805 X 278,805 GLOBAL PMTS INC COM 37940X102 245 6,680 X 6,680 GLOBAL PMTS INC COM COM 37940X102 89 2,417 X 2,417 GLOBESPAN VIRATA INC COM 37957V106 298 19,997 X 19,997 GLOBESPANVIRATA INC COM COM 37957V106 108 7,259 X 7,259 GOLDEN WEST FINL CORP DEL COM 381317106 3,486 54,900 X 54,900 GOLDEN WEST FINL CORP DEL COM COM 381317106 3,529 55,571 X 55,571 GOODRICH CORP COM 382388106 1,101 34,792 X 34,792 GOODRICH CORP COM 382388106 959 30,319 X 30,319 GOODYEAR TIRE AND RUBBER COM 382550101 1,446 56,532 X 56,532 GOODYEAR TIRE & RUBR CO COM COM 382550101 1,457 56,992 X 56,992 GRACO INC COM 384109104 239 5,841 X 5,841 GRACO INC COM COM 384109104 87 2,136 X 2,136 GRAINGER W W INC COM 384802104 1,861 33,092 X 33,092 GRAINGER W W INC COM COM 384802104 1,844 32,790 X 32,790 GREAT LAKES CHEMICAL CORP COM 390568103 499 17,708 X 17,708 GREAT LAKES CHEM CORP COM COM 390568103 410 14,548 X 14,548 GREATER BAY BANCORP COM 391648102 323 9,452 X 9,452 GREATER BAY BANCORP COM COM 391648102 113 3,298 X 3,298 GREY WOLF INC COM 397888108 97 24,381 X 24,381 GREY WOLF INC COM COM 397888108 39 9,897 X 9,897 GRUPO TELEVISION SA DE CV SP ADR R40049J206 2,304 47,496 X 47,496 GTECH HLDGS CORP COM 400518106 249 5,111 X 5,111 GTECH HLDGS CORP COM COM 400518106 94 1,918 X 1,918 GUCCI GROUP N V COM NY R401566104 2,792 30,178 X 30,178 GUIDANT CORP COM 401698105 4,598 106,138 X 106,138 GUIDANT CORP COM COM 401698105 3,527 81,420 X 81,420 HCA INC COM 404119109 7,907 179,385 X 179,385 HCA INC COM 404119109 7,908 179,412 X 179,412 HRPT PPTYS TR COM SH B40426W101 221 24,501 X 24,501 HRPT PPTYS TR COM SBI COM SH B40426W101 77 8,591 X 8,591 HALLIBURTON CO COM 406216101 2,508 146,934 X 146,934 HALLIBURTON CO COM COM 406216101 2,544 149,019 X 149,019 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 3,973 104,030 X 104,030 HANCOCK JOHN FINL SVCS INC COM COM 41014S106 4,017 105,184 X 105,184 HARLAND JOHN H CO COM 412693103 150 5,157 X 5,157 HARLAND JOHN H CO COM COM 412693103 59 2,031 X 2,031 HARLEY DAVIDSON INC COM 412822108 5,832 105,785 X 105,785 HARLEY DAVIDSON INC COM COM 412822108 4,458 80,861 X 80,861 HARLEYSVILLE GROUP INC COM 412824104 150 5,678 X 5,678 HARLEYSVILLE GROUP INC COM 412824104 54 2,026 X 2,026 HARMAN INTL INDS INC NEW COM 413086109 296 5,994 X 5,994 HARMAN INTL INDS INC NEW COM COM 413086109 106 2,139 X 2,139 HARMONIC INC COM 413160102 123 10,572 X 10,572 HARMONIC INC COM COM 413160102 44 3,811 X 3,811 HARRAHS ENTMT INC COM 413619107 1,730 39,085 X 39,085 HARRAHS ENTMT INC COM COM 413619107 1,830 41,340 X 41,340 HARSCO CORP COM 415864107 288 7,356 X 7,356 HARSCO CORP COM 415864107 109 2,795 X 2,795 HARTFORD FINANCIAL SVCS GRP COM 416515104 5,817 85,395 X 85,395 HARTFORD FINL SVCS GRP CHGED FR 4506 COM 416515104 68 1,000 X 1,000 HARTFORD FINL SVCS GROUP INC COM 416515104 5,897 86,574 X 86,574 HASBRO INC COM 418056107 949 59,967 X 59,967 HASBRO INC COM COM 418056107 955 60,374 X 60,374 HAWAIIAN ELEC INDS INC COM 419870100 296 6,726 X 6,726 HAWAIIAN ELEC INDS INC COM COM 419870100 103 2,349 X 2,349 HEALTHSOUTH CORP COM 421924101 1,909 133,028 X 133,028 HEALTHSOUTH CORP COM COM 421924101 1,961 136,674 X 136,674 HEALTH MGMT ASSOC CL A 421933102 1,721 82,996 X 82,996 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 1,732 83,573 X 83,573 HEALTHCARE RLTY TR COM 421946104 230 7,585 X 7,585 HEALTHCARE REALTY TRUST INC COM 421946104 86 2,823 X 2,823 HEALTH CARE REIT INC COM 42217K106 165 5,898 X 5,898 HEALTH CARE REIT INC COM COM 42217K106 61 2,193 X 2,193 HEINZ H J CO COM 423074103 5,081 122,433 X 122,433 HEINZ H J CO COM COM 423074103 3,862 93,060 X 93,060 HERCULES INC COM 427056106 452 33,944 X 33,944 HERCULES INC COM COM 427056106 393 29,559 X 29,559 HERSHEY FOODS CORP COM 427866108 3,238 47,236 X 47,236 HERSHEY FOODS CORP COM 427866108 2,411 35,173 X 35,173 HEWLETT PACKARD CO COM 428236103 12,112 675,151 X 675,151 HEWLETT PACKARD CO COM COM 428236103 12,162 677,914 X 677,914 HIGHWOODS PPTYS INC COM 431284108 278 9,887 X 9,887 HIGHWOODS PPTYS INC COM COM 431284108 99 3,533 X 3,533 HILB ROGAL + HAMILTON CO COM 431294107 175 5,618 X 5,618 HILB ROGAL & HAMILTON CO COM 431294107 65 2,074 X 2,074 HILTON HOTELS CORP COM 432848109 1,787 124,970 X 124,970 HILTON HOTELS CORP COM COM 432848109 1,867 130,531 X 130,531 HOLLYWOOD ENTMT CORP COM 436141105 138 8,195 X 8,195 HOLLYWOOD ENTMT CORP COM COM 436141105 50 2,984 X 2,984 HOME DEPOT INC COM 437076102 39,675 816,195 X 816,195 HOME DEPOT INC COM COM 437076102 29,870 614,486 X 614,486 HONEYWELL INTL INC COM 438516106 10,852 283,556 X 283,556 HONEYWELL INTL INC COM CHANGED FROM COM 438516106 73 1,900 X 1,900 HONEYWELL INTL INC COM COM 438516106 11,007 287,626 X 287,626 HOOPER HOLMES INC COM 439104100 113 10,792 X 10,792 HOOPER HOLMES INC COM COM 439104100 37 3,480 X 3,480 HORACE MANN EDUCATORS CORP NEW COM 440327104 174 7,739 X 7,739 HORACE MANN EDUCATORS CORP NEW COM 440327104 65 2,906 X 2,906 HOUSEHOLD INTL INC COM 441815107 9,055 159,424 X 159,424 HOUSEHOLD INTL INC COM COM 441815107 9,140 160,918 X 160,918 HUDSON UTD BANCORP COM 444165104 279 8,777 X 8,777 HUDSON UTD BANCORP COM COM 444165104 98 3,087 X 3,087 HUGHES SUPPLY INC COM 444482103 169 4,348 X 4,348 HUGHES SUPPLY INC COM COM 444482103 66 1,682 X 1,682 HUMANA INC COM 444859102 743 54,951 X 54,951 HUMANA INC COM COM 444859102 618 45,693 X 45,693 HUNTINGTON BANCSHARES INC COM 446150104 1,724 87,491 X 87,491 HUNTINGTON BANCSHARES INC COM 446150104 1,728 87,727 X 87,727 HYPERION SOLUTIONS CORP COM 44914M104 161 5,979 X 5,979 HYPERION SOLUTIONS CORP COM 44914M104 58 2,161 X 2,161 IMC GLOBAL INC COM 449669100 304 20,589 X 20,589 IMC GLOBAL INC COM COM 449669100 111 7,513 X 7,513 IMS HEALTH INC COM 449934108 2,280 101,555 X 101,555 IMS HEALTH INC COM COM 449934108 1,746 77,765 X 77,765 ITT EDL SVCS INC COM 45068B109 203 4,512 X 4,512 ITT EDL SVCS INC COM COM 45068B109 74 1,645 X 1,645 IXIA COM 45071R109 69 8,095 X 8,095 IXIA COM COM 45071R109 25 2,908 X 2,908 ITT INDS INC COM 450911102 1,949 30,909 X 30,909 ITT INDS INC IND COM COM 450911102 1,941 30,794 X 30,794 IDEX CORP COM 45167R104 215 5,806 X 5,806 IDEX CORP COM 45167R104 81 2,190 X 2,190 IDEXX LABS INC COM 45168D104 170 6,318 X 6,318 IDEXX LABS INC COM COM 45168D104 63 2,345 X 2,345 IKON OFFICE SOLUTIONS INC COM 451713101 316 27,005 X 27,005 IKON OFFICE SOLUTIONS INC COM COM 451713101 108 9,226 X 9,226 ILLINOIS TOOL WKS INC COM 452308109 7,693 106,336 X 106,336 ILLINOIS TOOL WKS INC COM COM 452308109 7,792 107,701 X 107,701 IMATION CORP COM 45245A107 163 6,126 X 6,126 IMATION CORP COM COM 45245A107 61 2,295 X 2,295 IMMUNEX CORP NEW COM 452528102 5,740 189,697 X 189,697 IMMUNEX CORP NEW COM 452528102 4,344 143,571 X 143,571 IMMUNOGEN INC COM 45253H101 83 7,540 X 7,540 IMMUNOGEN INC COM 45253H101 31 2,830 X 2,830 INCO LTD COM 453258402 1,240 63,346 X 63,346 INCO LTD COM COM 453258402 1,156 59,090 X 59,090 INCYTE GENOMICS INC COM 45337C102 150 12,618 X 12,618 INCYTE GENOMICS INC COM COM 45337C102 54 4,565 X 4,565 INDEPENDENCE CMNTY BK CORP COM 453414104 307 10,911 X 10,911 INDEPENDENCE CMNTY BK CORP COM COM 453414104 114 4,051 X 4,051 INDYMAC BANCORP INC COM 456607100 273 11,051 X 11,051 INDYMAC BANCORP INC COM COM 456607100 105 4,261 X 4,261 INFOSPACE INC COM 45678T102 70 46,354 X 46,354 INFOSPACE INC COM COM 45678T102 26 16,916 X 16,916 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 820 70,090 X 70,090 INKTOMI CORP COM 457277101 83 24,096 X 24,096 INKTOMI CORP COM COM 457277101 27 7,851 X 7,851 INPUT/OUTPUT INC COM 457652105 71 7,753 X 7,753 INPUT/OUTPUT INC COM COM 457652105 29 3,147 X 3,147 INSIGHT ENTERPRISES INC COM 45765U103 170 7,488 X 7,488 INSIGHT ENTERPRISES INC COM COM 45765U103 62 2,720 X 2,720 INTEL CORP COM 458140100 71,039 2,336,043 X 2,336,043 INTEL CORP COM COM 458140100 64 2,100 X 2,100 INTEL CORP CALIF COM COM 458140100 53,660 1,764,535 X 1,764,535 INTERFACE INC CL A 458665106 45 7,075 X 7,075 INTERFACE INC CL A CL A 458665106 19 3,011 X 3,011 INTERDIGITAL COMM CORP COM 45866A105 101 10,577 X 10,577 INTERDIGITAL COMMUNICATIONS COM 45866A105 34 3,502 X 3,502 INTERGRAPH CORP COM 458683109 166 9,444 X 9,444 INTERGRAPH CORP COM 458683109 61 3,446 X 3,446 INTERLAND INC COM 458727104 24 9,562 X 9,562 INTERLAND INC MINN COM COM 458727104 9 3,618 X 3,618 INTERMUNE INC COM 45884X103 162 5,389 X 5,389 INTERMUNE INC COM COM 45884X103 57 1,895 X 1,895 INTERNAP NETWORK SVCS CORP COM 45885A102 20 25,674 X 25,674 INTERNAP NETWORK SVCS CORP COM COM 45885A102 8 10,423 X 10,423 INTERNATIONAL BUSINESS MACHS COM 459200101 62,352 599,535 X 599,535 IBM CORP COM COM 459200101 47,013 452,044 X 452,044 INTERNATIONAL FLAVOURS COM 459506101 1,164 33,289 X 33,289 INTL FLAVORS & FRAGRANCES INC COM 459506101 877 25,072 X 25,072 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,954 31,361 X 31,361 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,477 23,699 X 23,699 INTERNATIONAL PAPER CO COM 460146103 7,220 167,869 X 167,869 INTL PAPER COM COM 460146103 65 1,500 X 1,500 INTL PAPER COM COM 460146103 0 0.7 X 1 INTERNATIONAL PAPER CO COM COM 460146103 7,351 170,922 X 170,922 INTERNET CAP GROUP INC COM 46059C106 21 32,288 X 32,288 INTERNET CAP GROUP INC COM COM 46059C106 8 13,107 X 13,107 INTERPUBLIC GROUP COS INC COM 460690100 4,509 131,533 X 131,533 INTERPUBLIC GROUP COS INC COM COM 460690100 3,314 96,672 X 96,672 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 14 10,830 X 10,830 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 5 4,204 X 4,204 INTUIT COM 461202103 2,833 73,863 X 73,863 INTUIT COM COM 461202103 2,127 55,455 X 55,455 IOMEGA CORP COM NEW 462030305 88 9,903 X 9,903 IOMEGA CORP COM NEW COM NEW 462030305 31 3,523 X 3,523 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 1,835 32,803 X 32,803 ISHARES TR MSCI EAF464287465 1,489 12,400 X 12,400 ISHARES TR MSCI EAFE INDEX FD MSCI EAF464287465 865 7,204 X 7,204 ISHARES TR RUSSELL 464287655 4,355 43,510 X 43,510 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 1,001 9,998 X 9,998 ISIS PHARMACEUTICALS COM 464330109 126 7,859 X 7,859 ISIS PHARMACEUTICALS COM 464330109 44 2,764 X 2,764 JDS UNIPHASE CORP COM 46612J101 2,782 472,398 X 472,398 JDS UNIPHASE CORP COM COM 46612J101 26 4,360 X 4,360 JDS UNIPHASE CORP COM COM 46612J101 2,749 466,668 X 466,668 J P MORGAN CHASE + CO COM 46625H100 24,499 687,203 X 687,203 J P MORGAN CHASE & CO COM COM 46625H100 74 2,080 X 2,080 J P MORGAN CHASE & CO COM COM 46625H100 24,697 692,751 X 692,751 JABIL CIRCUIT INC COM 466313103 1,595 67,795 X 67,795 JABIL CIRCUIT INC COM COM 466313103 1,609 68,366 X 68,366 JACK IN THE BOX INC COM 466367109 209 7,055 X 7,055 JACK IN THE BOX INC COM COM 466367109 74 2,481 X 2,481 JEFFRIES GROUP INC NEW COM 472319102 217 4,494 X 4,494 JEFFERIES GROUP INC NEW COM COM 472319102 74 1,542 X 1,542 JEFFERSON PILOT CORP COM 475070108 2,645 52,813 X 52,813 JEFFERSON PILOT CORP COM COM 475070108 2,703 53,982 X 53,982 JOHNSON + JOHNSON COM 478160104 69,340 1,067,591 X 1,067,591 JOHNSON & JOHNSON COM COM 478160104 52,297 805,194 X 805,194 JOHNSON CTLS INC COM 478366107 2,716 30,752 X 30,752 JOHNSON CTLS INC COM COM 478366107 2,744 31,074 X 31,074 JONES APPAREL GROUP INC COM 480074103 1,536 43,945 X 43,945 JONES APPAREL GROUP INC COM COM 480074103 1,530 43,784 X 43,784 KLA TENCOR CORP COM 482480100 4,319 64,949 X 64,949 KLA TENCOR CORP COM 482480100 3,306 49,719 X 49,719 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 179 11,199 X 11,199 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 65 4,050 X 4,050 KEANE INC COM 486665102 173 10,169 X 10,169 KEANE INC COM COM 486665102 63 3,699 X 3,699 KB HOME COM 48666K109 1,104 25,439 X 25,439 KB HOME COM COM 48666K109 753 17,353 X 17,353 KELLOGG CO COM 487836108 4,753 141,570 X 141,570 KELLOGG CO COM COM 487836108 3,656 108,919 X 108,919 KENNAMETAL INC COM 489170100 233 5,769 X 5,769 KENNAMETAL INC COM COM 489170100 86 2,126 X 2,126 KERR MCGEE CORP COM 492386107 2,193 34,895 X 34,895 KERR MCGEE CORP COM 492386107 2,180 34,683 X 34,683 KEY ENERGY SVCS INC COM 492914106 203 18,975 X 18,975 KEY ENERGY SERVICES INC COM COM 492914106 68 6,379 X 6,379 KEYCORP NEW COM 493267108 3,941 147,897 X 147,897 KEYCORP NEW COM COM 493267108 3,980 149,330 X 149,330 KEYSPAN CORP COM 49337W100 1,763 48,444 X 48,444 KEYSPAN CORP COM 49337W100 1,776 48,813 X 48,813 KIMBERLY CLARK CORP COM 494368103 11,825 182,913 X 182,913 KIMBERLY CLARK CORP COM COM 494368103 71 1,100 X 1,100 KIMBERLY CLARK CORP COM COM 494368103 9,071 140,310 X 140,310 KINDER MORGAN INC KANS COM 49455P101 2,083 43,016 X 43,016 KINDER MORGAN INC KANS COM COM 49455P101 2,070 42,737 X 42,737 KING PHARMACEUTICALS INC COM 495582108 2,995 85,555 X 85,555 KING PHARMACEUTICALS INC COM COM 495582108 2,214 63,240 X 63,240 KNIGHT RIDDER INC COM 499040103 2,012 29,289 X 29,289 KNIGHT RIDDER INC COM 499040103 2,083 30,321 X 30,321 KOHLS CORP COM 500255104 8,308 116,765 X 116,765 KOHLS CORP COM COM 500255104 6,308 88,663 X 88,663 KOPIN CORP COM 500600101 113 12,432 X 12,432 KOPIN CORP COM 500600101 41 4,507 X 4,507 KOREA ELEC PWR CORP SPONSORE500631106 2,660 252,350 X 252,350 KOREA TELECOM SPONSORE50063P103 3,668 152,950 X 152,950 KROGER CO COM 501044101 6,150 277,542 X 277,542 KROGER CO COM COM 501044101 169,557 7,651,499 X 7,651,499 KROGER CO COM COM 501044101 4,696 211,923 X 211,923 KRONOS INC COM 501052104 167 3,553 X 3,553 KRONOS INC COM 501052104 66 1,396 X 1,396 KULICKE + SOFFA INDS INC COM 501242101 194 9,332 X 9,332 KULICKE & SOFFA INDS INC COM 501242101 66 3,176 X 3,176 LNR PPTY CORP COM 501940100 160 4,557 X 4,557 LNR PPTY CORP COM COM 501940100 55 1,562 X 1,562 LSI LOGIC CORP COM 502161102 2,172 127,778 X 127,778 LSI LOGIC CORP COM COM 502161102 2,148 126,338 X 126,338 LTX CORP COM 502392103 251 9,225 X 9,225 LTX CORP COM 502392103 93 3,415 X 3,415 LA QUINTA CORP PAIRED C50419U202 167 23,413 X 23,413 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 56 7,892 X 7,892 LA Z BOY INC COM 505336107 252 9,179 X 9,179 LA Z BOY INC COM 505336107 91 3,326 X 3,326 LABOR READY INC COM NEW 505401208 60 7,699 X 7,699 LABOR READY INC COM NEW 505401208 21 2,708 X 2,708 LANCASTER COLONY CORP COM 513847103 196 5,304 X 5,304 LANCASTER COLONY CORP COM COM 513847103 71 1,919 X 1,919 LEE ENTERPRISES INC COM 523768109 309 8,386 X 8,386 LEE ENTERPRISES INC COM COM 523768109 112 3,042 X 3,042 LEGATO SYSTEMS INC COM 524651106 153 16,997 X 16,997 LEGATO SYS INC COM COM 524651106 56 6,194 X 6,194 LEGGETT + PLATT INC COM 524660107 1,697 68,436 X 68,436 LEGGETT & PLATT INC COM COM 524660107 1,685 67,937 X 67,937 LEHMAN BROTHERS HLDGS INC COM 524908100 5,495 85,007 X 85,007 LEHMAN BROS HLDGS INC COM COM 524908100 5,573 86,212 X 86,212 LENNOX INTL INC COM 526107107 101 7,624 X 7,624 LENNOX INTL INC COM COM 526107107 39 2,978 X 2,978 LEXMARK INTL INC CL A 529771107 2,592 45,332 X 45,332 LEXMARK INTERNATIONAL INC COM CL A 529771107 1,996 34,914 X 34,914 LIBERATE TECHNOLOGIES COM 530129105 120 20,249 X 20,249 LIBERATE TECHNOLOGIES COM COM 530129105 43 7,245 X 7,245 LIFEPOINT HOSPS INC COM 53219L109 276 7,463 X 7,463 LIFEPOINT HOSPS INC COM COM 53219L109 99 2,670 X 2,670 LIGAND PHARMACEUTICALS INC CL B 53220K207 151 7,632 X 7,632 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 55 2,764 X 2,764 LILLY ELI + CO COM 532457108 29,837 391,567 X 391,567 LILLY ELI & CO COM COM 532457108 22,536 295,749 X 295,749 LIMITED INC COM 532716107 3,219 179,848 X 179,848 LIMITED INC COM COM 532716107 3,249 181,485 X 181,485 LINCOLN ELEC HLDGS INC COM 533900106 171 5,980 X 5,980 LINCOLN ELEC HLDGS INC COM COM 533900106 66 2,297 X 2,297 LINCOLN NATL CORP IN COM 534187109 3,364 66,302 X 66,302 LINCOLN NATL CORP IND COM COM 534187109 3,407 67,161 X 67,161 LINEAR TECHNOLOGY CORP COM 535678106 4,876 110,265 X 110,265 LINEAR TECHNOLOGY CORP COM COM 535678106 3,716 84,039 X 84,039 LINENS N THINGS INC COM 535679104 209 6,838 X 6,838 LINENS N THINGS INC COM COM 535679104 73 2,405 X 2,405 LIZ CLAIBORNE INC COM 539320101 1,034 36,474 X 36,474 LIZ CLAIBORNE INC COM COM 539320101 1,035 36,502 X 36,502 LOCKHEED MARTIN CORP COM 539830109 8,886 154,316 X 154,316 LOCKHEED MARTIN CORP COM COM 539830109 8,895 154,476 X 154,476 LOEWS CORP COM 540424108 3,907 66,698 X 66,698 LOEWS CORP COM COM 540424108 3,950 67,432 X 67,432 LONGS DRUG STORES CORP COM 543162101 165 5,913 X 5,913 LONGS DRUG STORES CORP COM COM 543162101 61 2,196 X 2,196 LONGVIEW FIBRE CO WASHINGTON COM 543213102 94 9,151 X 9,151 LONGVIEW FIBRE CO COM 543213102 34 3,345 X 3,345 LOUISIANA PAC CORP COM 546347105 555 51,677 X 51,677 LOUISIANA PAC CORP COM COM 546347105 386 35,956 X 35,956 LOWES COS INC COM 548661107 11,724 269,577 X 269,577 LOWES COS INC COM COM 548661107 8,856 203,627 X 203,627 LUCENT TECHNOLOGIES INC COM 549463107 5,625 1,189,170 X 1,189,170 LUCENT TECHNOLOGIES INC COM COM 549463107 5,639 1,192,216 X 1,192,216 MBIA INC COM 55262C100 2,841 51,956 X 51,956 MBIA INC COM COM 55262C100 2,845 52,013 X 52,013 MBNA CORP COM 55262L100 11,443 296,679 X 296,679 MBNA CORP COM COM 55262L100 73 1,900 X 1,900 MBNA CORP COM COM 55262L100 11,556 299,610 X 299,610 MGIC INVT CORP WIS COM 552848103 2,573 37,602 X 37,602 MGIC INVT CORP WIS COM COM 552848103 2,636 38,524 X 38,524 MPS GROUP INC COM 553409103 153 17,443 X 17,443 MPS GROUP INC COM 553409103 52 5,927 X 5,927 MRV COMMUNICATIONS INC COM 553477100 44 15,729 X 15,729 MRV COMMUNICATIONS INC CALIF COM 553477100 15 5,292 X 5,292 MSC INDL DIRECT INC CL A 553530106 173 7,552 X 7,552 MSC INDL DIRECT INC CL A CL A 553530106 63 2,733 X 2,733 MACERICH CO COM 554382101 165 5,481 X 5,481 MACERICH CO COM COM 554382101 69 2,289 X 2,289 MACROMEDIA INC COM 556100105 235 11,518 X 11,518 MACROMEDIA INC COM COM 556100105 83 4,084 X 4,084 MANITOWOC INC COM 563571108 182 4,612 X 4,612 MANITOWAC INC COM COM 563571108 64 1,622 X 1,622 MANOR CARE INC NEW COM 564055101 820 35,199 X 35,199 MANOR CARE INC NEW COM COM 564055101 691 29,665 X 29,665 MARATHON OIL CORP COM 565849106 3,116 108,189 X 108,189 MARATHON OIL CORP COM 565849106 3,084 107,081 X 107,081 MARSH + MCLENNAN COS INC COM 571748102 10,785 95,660 X 95,660 MARSH & MCLENNAN COS INC COM COM 571748102 56 500 X 500 MARSH & MCLENNAN COS INC COM COM 571748102 8,276 73,411 X 73,411 MARSHALL + ILSLEY CORP COM 571834100 2,338 37,569 X 37,569 MARSHALL & ILSLEY CORP COM 571834100 2,348 37,730 X 37,730 MARRIOTT INTL INC NEW CL A 571903202 3,757 83,584 X 83,584 MARRIOTT INTL INC NEW CL A CL A 571903202 3,794 84,394 X 84,394 MASCO CORP COM 574599106 4,365 158,999 X 158,999 MASCO CORP COM COM 574599106 4,439 161,725 X 161,725 MATTEL INC COM 577081102 3,133 150,338 X 150,338 MATTEL INC COM COM 577081102 2,412 115,747 X 115,747 MAXIM INTEGRATED PRODS INC COM 57772K101 6,319 113,419 X 113,419 MAXIM INTEGRATED PRODS INC COM COM 57772K101 4,866 87,337 X 87,337 MAY DEPT STORES CO COM 577778103 3,553 101,959 X 101,959 MAY DEPT STORES CO COM COM 577778103 3,585 102,857 X 102,857 MAYTAG CORP COM 578592107 1,200 27,111 X 27,111 MAYTAG CORP COM COM 578592107 886 20,032 X 20,032 MCDERMOTT INTL INC COM 580037109 326 20,948 X 20,948 MCDERMOTT INTL INC COM COM 580037109 250 16,095 X 16,095 MCDONALDS CORP COM 580135101 12,424 447,725 X 447,725 MCDONALDS CORP COM COM 580135101 70 2,529 X 2,529 MCDONALDS CORP COM COM 580135101 12,605 454,225 X 454,225 MCGRAW HILL COS INC COM 580645109 4,595 67,328 X 67,328 MCGRAW HILL COS INC COM COM 580645109 3,530 51,717 X 51,717 MCKESSON CORP COM 58155Q103 3,767 100,654 X 100,654 MCKESSON CORP COM COM 58155Q103 3,783 101,056 X 101,056 MEADWESTVACO CORP COM 583334107 2,283 68,873 X 68,873 MEADWESTVACO CORP COM 583334107 2,253 67,978 X 67,978 MEDIA GEN INC CL A 584404107 158 2,493 X 2,493 MEDIA GEN INC CL A CL A 584404107 54 854 X 854 MEDIMMUNE INC COM 584699102 3,394 86,287 X 86,287 MEDIMMUNE INC COM COM 584699102 2,571 65,368 X 65,368 MEDTRONIC INC COM 585055106 19,063 421,651 X 421,651 MEDTRONIC INC COM COM 585055106 14,435 319,293 X 319,293 MELLON FINL CORP COM 58551A108 6,288 162,949 X 162,949 MELLON FINL CORP COM COM 58551A108 4,783 123,946 X 123,946 MERCK + CO INC COM 589331107 45,575 791,503 X 791,503 MERCK & CO INC COM COM 589331107 34,472 598,674 X 598,674 MERCURY INTERACTIVE CORP COM 589405109 1,073 28,491 X 28,491 MERCURY INTERACTIVE CORP COM 589405109 819 21,756 X 21,756 MEREDITH CORP COM 589433101 744 17,513 X 17,513 MEREDITH CORP COM COM 589433101 614 14,432 X 14,432 MERRILL LYNCH + CO INC COM 590188108 16,232 293,094 X 293,094 MERRILL LYNCH & CO INC COM 590188108 16,307 294,456 X 294,456 METLIFE INC COM 59156R108 7,952 252,442 X 252,442 METLIFE INC COM COM 59156R108 8,261 262,239 X 262,239 METROMEDIA INTER. GRP INC COM 591695101 3 10,950 X 10,950 METROMEDIA INTL GROUP INC COM COM 591695101 1 4,592 X 4,592 MICHAELS STORES INC COM 594087108 472 12,474 X 12,474 MICHAELS STORES INC COM COM 594087108 170 4,502 X 4,502 MICROSOFT CORP COM 594918104 113,667 1,884,713 X 1,884,713 MICROSOFT CORP COM COM 594918104 85,581 1,419,013 X 1,419,013 MICRON TECHNOLOGY INC COM 595112103 6,879 209,101 X 209,101 MICRON TECHNOLOGY INC COM COM 595112103 6,846 208,084 X 208,084 MID ATLANTIC MED SVCS INC COM 59523C107 263 9,212 X 9,212 MID ATLANTIC MED SVCS INC COM COM 59523C107 94 3,308 X 3,308 MILLENNIUM CHEMICALS INC COM 599903101 177 12,030 X 12,030 MILLENIUM CHEMICALS INC COM 599903101 62 4,179 X 4,179 MILLIPORE CORP COM 601073109 750 16,954 X 16,954 MILLIPORE CORP COM COM 601073109 611 13,803 X 13,803 MINERALS TECHNOLOGIES INC COM 603158106 204 3,879 X 3,879 MINERALS TECHNOLOGIES INC COM COM 603158106 69 1,308 X 1,308 MINNESOTA MNG + MFG CO COM 604059105 15,706 136,565 X 136,565 MINNESOTA MNG & MFG CO COM COM 604059105 11,826 102,822 X 102,822 MIPS TECHNOLOGIES INC CL A 604567107 55 7,419 X 7,419 MIPS TECHNOLOGIES INC COM CL A 604567107 19 2,601 X 2,601 MIRANT CORP COM 604675108 1,958 135,486 X 135,486 MIRANT CORP COM COM 604675108 1,925 133,219 X 133,219 MOLEX INC COM 608554101 2,343 67,593 X 67,593 MOLEX INC COM COM 608554101 2,397 69,140 X 69,140 MOODYS CORP COM 615369105 2,221 54,044 X 54,044 MOODYS CORP COM COM 615369105 1,703 41,438 X 41,438 MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 21,973 383,407 X 383,407 MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 80 1,400 X 1,400 MORGAN STANLEY DEAN WTTER & CO COM NEW 617446448 22,106 385,721 X 385,721 MOTOROLA INC COM 620076109 10,957 771,646 X 771,646 MOTOROLA INC COM COM 620076109 61 4,300 X 4,300 MOTOROLA INC COM COM 620076109 11,059 778,823 X 778,823 MUELLER INDS INC COM 624756102 195 5,579 X 5,579 MUELLER INDS INC COM COM 624756102 69 1,962 X 1,962 NBTY INC COM 628782104 139 8,177 X 8,177 NBTY INC COM 628782104 48 2,796 X 2,796 NCR CORP NEW COM 62886E108 1,509 33,718 X 33,718 NCR CORP NEW COM 62886E108 1,583 35,385 X 35,385 NPS PHARMACEUTICALS INC COM 62936P103 169 5,180 X 5,180 NPS PHARMACEUTICALS INC COM 62936P103 62 1,899 X 1,899 NVR INC COM 62944T105 367 1,163 X 1,163 NVR INC COM 62944T105 129 409 X 409 NABORS INDUSTRIES INC COM 629568106 2,073 49,066 X 49,066 NABORS INDS INC COM COM 629568106 2,114 50,047 X 50,047 NATIONAL CITY CORP COM 635405103 6,493 211,074 X 211,074 NATIONAL CITY CORP COM COM 635405103 6,546 212,797 X 212,797 NATIONAL SEMICONDUCTOR CORP COM 637640103 2,068 61,395 X 61,395 NATIONAL SEMICONDUCTOR CORP COM 637640103 2,091 62,069 X 62,069 NATIONWIDE HEALTH PPTYS INC COM 638620104 181 8,977 X 8,977 NATIONWIDE HEALTH PPTYS INC COM 638620104 69 3,400 X 3,400 NAVISTAR INTL CORP INC COM 63934E108 909 20,528 X 20,528 NAVISTAR INTL CORP NEW COM COM 63934E108 760 17,149 X 17,149 NDCHEALTH CORP COM 639480102 223 6,123 X 6,123 NDCHEALTH CORP COM COM 639480102 80 2,194 X 2,194 NETIQ COM 64115P102 168 7,691 X 7,691 NETIQ CORP COM COM 64115P102 60 2,759 X 2,759 NETWORK APPLIANCE INC COM 64120L104 2,351 115,334 X 115,334 NETWORK APPLIANCE INC COM COM 64120L104 1,750 85,893 X 85,893 NEUROCRINE BIOSCIENCES INC COM 64125C109 210 5,180 X 5,180 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 69 1,711 X 1,711 NEW FOCUS INC COM 644383101 27 8,953 X 8,953 NEW FOCUS INC COM COM 644383101 11 3,634 X 3,634 NEW JERSEY RES CORP COM 646025106 157 5,193 X 5,193 NEW JERSEY RES CORP COM 646025106 54 1,788 X 1,788 NEW YORK CMNTY BANCORP INC COM 649445103 414 14,969 X 14,969 NEW YORK CMNTY BANCORP INC COM 649445103 150 5,414 X 5,414 NEW YORK TIMES CO CL A 650111107 2,527 52,802 X 52,802 NEW YORK TIMES CO CL A CL A 650111107 1,997 41,731 X 41,731 NEWELL RUBBERMAID INC COM 651229106 2,959 92,569 X 92,569 NEWELL RUBBERMAID INC COM 651229106 2,986 93,439 X 93,439 NEWMONT MNG CORP COM 651639106 3,776 136,383 X 136,383 NEWMONT MINING CORP HOLDING CO COM 651639106 3,899 140,815 X 140,815 NEWPARK RES INC COM PAR 651718504 97 12,496 X 12,496 NEWPARK RES INC PAR $0.01 NEW COM PAR 651718504 35 4,535 X 4,535 NEWPORT CORP COM 651824104 156 6,532 X 6,532 NEWPORT CORP COM COM 651824104 57 2,367 X 2,367 NEWPOWER HLDGS INC COM 652463100 3 7,607 X 7,607 NEWPOWER HLDGS INC COM COM 652463100 1 3,088 X 3,088 NEWS CORP LTD ADR NEW 652487703 4,436 156,316 X 156,316 NEXTEL COMMUNICATIONS INC CL A 65332V103 1,452 269,937 X 269,937 NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 1,082 201,181 X 201,181 NICOR INC COM 654086107 729 16,013 X 16,013 NICOR INC COM COM 654086107 589 12,939 X 12,939 NIKE INC CL B 654106103 5,615 93,563 X 93,563 NIKE INC CL B COM CL B 654106103 5,643 94,042 X 94,042 99 CENTS ONLY STORES COM 65440K106 194 5,052 X 5,052 99 CENTS ONLY STORES COM 65440K106 71 1,862 X 1,862 NISOURCE INC COM 65473P105 1,647 71,745 X 71,745 NISOURCE INC COM COM 65473P105 1,654 72,053 X 72,053 NOBLE DRILLING CORP COM 655042109 1,907 46,063 X 46,063 NOBLE DRILLING CORP COM COM 655042109 1,938 46,827 X 46,827 NORDSTROM INC COM 655664100 1,147 46,815 X 46,815 NORDSTROM INC WASH COM COM 655664100 1,142 46,629 X 46,629 NORFOLK SOUTHN CORP COM 655844108 3,215 134,281 X 134,281 NORFOLK SOUTHN CORP COM COM 655844108 3,231 134,949 X 134,949 NORTEL NETWORKS CORP COM 656568102 5,006 1,114,851 X 1,114,851 NORTEL NETWORKS CORP NEW COM COM 656568102 4,994 1,112,299 X 1,112,299 NORTHERN TRUST CORP COM 665859104 4,650 77,364 X 77,364 NORTHERN TR CORP COM COM 665859104 3,528 58,697 X 58,697 NORTHROP GRUMMAN CORP COM 666807102 4,348 38,464 X 38,464 NORTHROP GRUMMAN CORP COM COM 666807102 4,311 38,133 X 38,133 NOVELL INC COM 670006105 754 193,738 X 193,738 NOVELL INC COM 670006105 488 125,425 X 125,425 NOVELLUS SYS INC COM 670008101 2,737 50,551 X 50,551 NOVELLUS SYS INC COM 670008101 2,684 49,567 X 49,567 NU SKIN ENTERPRISES INC CL A 67018T105 87 8,151 X 8,151 NU SKIN ENTERPRISES INC CL A CL A 67018T105 25 2,363 X 2,363 NUCOR CORP COM 670346105 1,761 27,407 X 27,407 NUCOR CORP COM 670346105 1,757 27,357 X 27,357 NVIDIA CORP COM 67066G104 2,234 50,356 X 50,356 NVIDIA CORP COM COM 67066G104 1,673 37,704 X 37,704 OAK TECHNOLOGY COM 671802106 135 9,075 X 9,075 OAK TECHNOLOGIES INC COM COM 671802106 43 2,876 X 2,876 OCCIDENTAL PETE CORP COM 674599105 3,793 130,124 X 130,124 OCCIDENTAL PETE CORP COM COM 674599105 3,817 130,956 X 130,956 OFFICE DEPOT INC COM 676220106 2,122 106,921 X 106,921 OFFICE DEPOT INC COM COM 676220106 2,122 106,894 X 106,894 OFFICE MAX INC COM 67622M108 113 20,310 X 20,310 OFFICEMAX INC COM 67622M108 41 7,359 X 7,359 OHIO CAS CORP COM 677240103 201 10,628 X 10,628 OHIO CAS CORP COM 677240103 74 3,912 X 3,912 OMNICOM GROUP COM 681919106 6,141 65,057 X 65,057 OMNICOM GROUP INC COM COM 681919106 4,602 48,746 X 48,746 ONEOK INC NEW COM 682680103 211 10,120 X 10,120 ONEOK INC NEW COM COM 682680103 81 3,884 X 3,884 OPLINK COMMUNICATIONS INC COM 68375Q106 31 19,760 X 19,760 OPLINK COMMUNICATIONS INC OC COM 68375Q106 12 8,022 X 8,022 ORACLE CORP COM 68389X105 24,489 1,913,235 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