13F-HR 1 metlife13f.txt METROPOLITAN LIFE INSURANCE COMPANY 13F Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: June 30, 2003 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Metropolitan Life Insurance Company Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: James A. Granese Title: Assistant Vice-President Phone: 813-801-2533 Signature, Place, and Date of Signing: /s/James A. Granese Tampa, Florida August 12, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 3,309 Form 13F Information Table Value Total ($000): 7,783,267 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority METROPOLITAN LIFE INSURANCE COMPANY AAR CORP COM 000361105 62 8,794 X 8,794 AAR CORP COM 000361105 42 5,940 X 5,940 ADC TELECOMMUNICATIONS INC COM 000886101 727 316,041 X 316,041 ADC TELECOMMUNICATIONS INC COM 000886101 775 336,932 X 336,932 ABM INDS INC COM 000957100 157 10,182 X 10,182 ABM INDS INC COM 000957100 135 8,796 X 8,796 AFLAC INC COM 001055102 6,221 202,320 X 202,320 AFLAC INC COM COM 001055102 6,668 216,844 X 216,844 AGCO CORP COM 001084102 284 16,638 X 16,638 AGL RES INC COM 001204106 356 14,013 X 14,013 AGL RES INC COM 001204106 369 14,514 X 14,514 AES CORP COM 00130H105 1,533 241,446 X 241,446 AES CORP COM COM 00130H105 1,323 208,298 X 208,298 AK STL HLDG CORP COM 001547108 183 50,675 X 50,675 AMB PPTY CORP COM 00163T109 505 17,910 X 17,910 AMC ENTMT INC COM 001669100 97 8,466 X 8,466 AMC ENTMT INC COM 001669100 76 6,681 X 6,681 AMR CORP DEL COM 001765106 467 42,480 X 42,480 AOL TIME WARNER INC COM 00184A105 28,517 1,772,319 X 1,772,319 AOL TIME WARNER INC COM COM 00184A105 30,449 1,892,406 X 1,892,406 APAC TELESERVICES INC COM 00185E106 15 5,835 X 5,835 APAC TELESERVICES INC COM COM 00185E106 14 5,341 X 5,341 AT+T CORP COM NEW 001957505 5,965 309,864 X 309,864 AT&T CORP COM NEW 001957505 6,347 329,699 X 329,699 ATMI INC COM 00207R101 182 7,286 X 7,286 ATMI INC COM COM 00207R101 158 6,320 X 6,320 AT + T WIRELESS SVCS INC COM 00209A106 8,774 1,068,754 X 1,068,754 AT&T WIRELESS SVCS INC COM COM 00209A106 9,370 1,141,290 X 1,141,290 ABBOTT LABS COM 002824100 26,920 615,179 X 615,179 ABBOTT LABS COM COM 002824100 23,833 544,626 X 544,626 ABERCROMBIE AND FITCH CO CL A 002896207 615 21,630 X 21,630 ABGENIX INC COM 00339B107 250 23,926 X 23,926 ABGENIX INC COM COM 00339B107 191 18,231 X 18,231 ACCLAIM ENTMT INC PAR $0.02 COM PAR 004325205 11 14,332 X 14,332 ACCREDO HEALTH INC COM 00437V104 281 12,992 X 12,992 ACTIVISION INC NEW COM NEW 004930202 630 48,962 X 48,962 ACTEL CORP COM 004934105 124 6,014 X 6,014 ACTEL CORP COM COM 004934105 101 4,912 X 4,912 ACTUANT CORP CL A NEW00508X203 137 2,887 X 2,887 ACTUANT CORP CL A NEW CL A NEW00508X203 101 2,136 X 2,136 ACUITY BRANDS INC COM 00508Y102 200 11,013 X 11,013 ACQUITY BRANDS INC COM 00508Y102 174 9,557 X 9,557 ACXIOM CORP COM 005125109 289 18,982 X 18,982 ADAPTEC INC COM 00651F108 232 29,202 X 29,202 ADOBE SYS INC COM 00724F101 2,930 91,373 X 91,373 ADOBE SYS INC DEL COM COM 00724F101 2,634 82,129 X 82,129 ADOLOR CORP COM 00724X102 109 8,849 X 8,849 ADOLOR CORP COM 00724X102 89 7,282 X 7,282 ADTRAN INC COM 00738A106 432 8,371 X 8,371 ADTRAN INC COM 00738A106 244 4,726 X 4,726 ADVANCED DIGITAL INFORMATION COM 007525108 170 17,114 X 17,114 ADVANCED DIGITAL INFORMATION COM 007525108 144 14,535 X 14,535 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 308 18,811 X 18,811 ADVANCED NEUROMODULATION SYS COM 00757T101 170 3,299 X 3,299 ADVANCED NEUROMODULATION SYS COM 00757T101 107 2,076 X 2,076 ADVO INC COM 007585102 241 5,431 X 5,431 ADVO INC COM 007585102 196 4,404 X 4,404 AEROFLEX INC COM 007768104 104 13,567 X 13,567 AEROFLEX INC COM 007768104 108 14,007 X 14,007 ADVANCED MICRO DEVICES INC COM 007903107 874 136,283 X 136,283 ADVANCED MICRO DEVICES INC COM COM 007903107 935 145,811 X 145,811 ADVANCEPCS COM 00790K109 762 19,933 X 19,933 ADVENT SOFTWARE INC COM 007974108 270 15,800 X 15,800 AETHER SYSTEMS INC COM 00808V105 39 8,166 X 8,166 AETHER SYSTEM INC COM COM 00808V105 40 8,431 X 8,431 AETNA INC COM 00817Y108 3,603 59,849 X 59,849 AETNA INC COM NEW COM 00817Y108 3,867 64,229 X 64,229 AFFILIATED COMPUTER SVCS INC CL A 008190100 1,344 29,391 X 29,391 AFFILIATED MANAGERS GROUP INC COM 008252108 348 5,712 X 5,712 AGILENT TECHNOLOGIES INC COM 00846U101 3,631 185,741 X 185,741 AGILENT TECHNOLOGIES INC COM 00846U101 3,868 197,875 X 197,875 AGILE SOFTWARE CORP DEL COM 00846X105 114 11,858 X 11,858 AGILE SOFTWARE CORP DEL COM COM 00846X105 95 9,874 X 9,874 AIR PRODS + CHEMS INC COM 009158106 3,726 89,564 X 89,564 AIR PRODS & CHEMS INC COM COM 009158106 4,016 96,545 X 96,545 AIRBORNE INC COM 009269101 499 23,897 X 23,897 AIRBORNE INC COM COM 009269101 238 11,389 X 11,389 AIRGAS INC COM 009363102 267 15,928 X 15,928 AIRGAS INC COM 009363102 225 13,453 X 13,453 AIRTRAN HOLDINGS INC COM 00949P108 188 17,998 X 17,998 AIRTRAN HLDGS INC COM 00949P108 149 14,233 X 14,233 AKAMAI TECHNOLOGIES INC COM 00971T101 134 28,104 X 28,104 AKAMAI TECHNOLOGIES INC COM 00971T101 110 22,944 X 22,944 AKSYS LTD COM 010196103 90 6,963 X 6,963 AKSYS LTD COM 010196103 79 6,093 X 6,093 ALABAMA NATL BANCORPORATION DE COM 010317105 130 2,719 X 2,719 ALABAMA NATL BANCORPORATION COM 010317105 109 2,273 X 2,273 ALASKA AIR GROUP INC COM 011659109 268 12,492 X 12,492 ALASKA AIR GROUP INC COM 011659109 121 5,621 X 5,621 ALBANY INTL CORP CL A 012348108 199 7,253 X 7,253 ALBANY INTL CORP CL A CL A 012348108 151 5,524 X 5,524 ALBANY MOLECULAR RESH INC COM 012423109 108 7,192 X 7,192 ALBANY MOLECULAR RESH INC COM COM 012423109 73 4,861 X 4,861 ALBEMARLE CORP COM 012653101 498 17,805 X 17,805 ALBERTO CULVER CO CL B CON013068101 1,181 23,118 X 23,118 ALBERTO CULVER CO CL B COM CL B CON013068101 1,282 25,083 X 25,083 ALBERTSONS INC COM 013104104 2,775 144,556 X 144,556 ALBERTSONS INC COM COM 013104104 2,968 154,559 X 154,559 ALCOA INC COM 013817101 8,494 333,112 X 333,112 ALCOA INC COM COM 013817101 9,103 356,961 X 356,961 ALDERWOODS GROUP INC COM 014383103 48 9,022 X 9,022 ALDERWOODS GROUP INC COM 014383103 47 8,778 X 8,778 ALEXANDER + BALDWIN INC COM 014482103 533 20,412 X 20,412 ALEXANDER & BALDWIN INC COM 014482103 249 9,528 X 9,528 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 233 5,173 X 5,173 ALEXANDRIA REAL ESTATE COM 015271109 187 4,153 X 4,153 ALFA CORP COM 015385107 121 9,662 X 9,662 ALFA CORP COM 015385107 102 8,130 X 8,130 ALIGN TECHNOLOGY INC COM 016255101 152 12,073 X 12,073 ALIGN TECHNOLOGY INC COM COM 016255101 104 8,268 X 8,268 ALKERMES INC COM 01642T108 136 12,764 X 12,764 ALKERMES INC COM COM 01642T108 135 12,728 X 12,728 ALLEGHENY ENERGY INC COM 017361106 709 83,891 X 83,891 ALLEGHENY ENERGY INC COM COM 017361106 426 50,401 X 50,401 ALLEGHENY TECHNOLOGIES INC COM 01741R102 357 54,077 X 54,077 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 173 26,221 X 26,221 ALLEN TELECOM INC COM 018091108 126 7,605 X 7,605 ALLEN TELECOM INC COM COM 018091108 104 6,318 X 6,318 ALLERGAN INC COM 018490102 3,957 51,325 X 51,325 ALLERGAN INC COM COM 018490102 3,516 45,604 X 45,604 ALLETE INC COM 018522102 506 19,053 X 19,053 ALLIANCE GAMING CORP COM NEW 01859P609 254 13,451 X 13,451 ALLIANCE GAMING CORP COM NEW COM NEW 01859P609 187 9,874 X 9,874 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 28 5,691 X 5,691 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 24 5,001 X 5,001 ALLIANT CORP COM 018802108 391 20,525 X 20,525 ALLIED WASTE INDUSTRIES INC COM PAR$019589308 828 82,387 X 82,387 ALLIED WASTE INDS INC NEW COM COM PAR$019589308 873 86,909 X 86,909 ALLMERICA FINL CORP COM 019754100 472 26,229 X 26,229 ALLOY INC COM 019855105 61 9,500 X 9,500 ALLOY INC COM COM 019855105 46 7,204 X 7,204 ALLSCRIPTS HEATHCARE SOLUT COM 01988P108 19 5,230 X 5,230 ALLSCRIPTS HEALTHCARE COM 01988P108 20 5,478 X 5,478 ALLSTATE CORP COM 020002101 9,890 277,422 X 277,422 ALLSTATE CORP COM COM 020002101 10,567 296,411 X 296,411 ALLTEL CORP COM 020039103 5,915 122,673 X 122,673 ALLTEL CORP COM 020039103 6,314 130,942 X 130,942 ALPHARMA INC CL A 020813101 227 10,532 X 10,532 ALPHARMA INC CL A COM CL A 020813101 149 6,885 X 6,885 ALTERA CORP COM 021441100 2,479 150,899 X 150,899 ALTERA CORP COM COM 021441100 2,241 136,382 X 136,382 ALTRIA GROUP INC COM 02209S103 36,261 797,993 X 797,993 ALTRIA GROUP INC COM 02209S103 32,135 707,207 X 707,207 AMBAC FINL GROUP INC COM 023139108 2,774 41,879 X 41,879 AMBAC FINANCIAL GROUP INC COM 023139108 2,986 45,078 X 45,078 AMERADA HESS CORP COM 023551104 1,743 35,441 X 35,441 AMERADA HESS CORP COM COM 023551104 1,885 38,333 X 38,333 AMEREN CORP COM 023608102 2,802 63,537 X 63,537 AMEREN CORP COM 023608102 2,975 67,460 X 67,460 AMCORE FINL INC COM 023912108 154 6,611 X 6,611 AMCORE FINL INC COM 023912108 132 5,699 X 5,699 AMERICAN CAP STRATEGIES LTD COM 024937104 319 12,762 X 12,762 AMERICAN ELEC PWR INC COM 025537101 4,644 155,667 X 155,667 AMERICAN ELEC PWR INC COM COM 025537101 4,929 165,250 X 165,250 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 551 29,950 X 29,950 AMERICAN EXPRESS CO COM 025816109 21,370 511,133 X 511,133 AMERICAN EXPRESS CO COM COM 025816109 18,981 453,988 X 453,988 AMERICAN FINL GROUP INC OHIO COM 025932104 351 15,393 X 15,393 AMERICAN GREETINGS CORP CL A 026375105 839 42,744 X 42,744 AMERICAN GREETINGS CORP CL A CL A 026375105 445 22,638 X 22,638 AMERICAN HEALTHWAYS INC COM 02649V104 129 3,583 X 3,583 AMERICAN HEALTHWAYS INC COM 02649V104 98 2,720 X 2,720 AMERICAN INTL GROUP INC COM 026874107 56,723 1,027,972 X 1,027,972 AMERICAN INTL GROUP INC COM COM 026874107 60,568 1,097,651 X 1,097,651 AMERICAN ITALIAN PASTA CO CL A 027070101 178 4,280 X 4,280 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 161 3,870 X 3,870 AMERICAN MGMT SYS INC COM 027352103 156 10,892 X 10,892 AMERICAN MGMT SYS INC COM COM 027352103 131 9,138 X 9,138 AMERICAN MED SYS HLDGS COM 02744M108 95 5,646 X 5,646 AMERICAN MED SYS HLDGS INC COM COM 02744M108 77 4,555 X 4,555 AMERICAN PWR CONVERSION CORP COM 029066107 1,209 77,477 X 77,477 AMERICAN PWR CONVERSION CORP COM 029066107 1,296 83,042 X 83,042 AMERICAN STD COS INC DEL COM 029712106 2,093 28,304 X 28,304 AMERICAN STD COS INC DEL COM 029712106 1,857 25,113 X 25,113 AMERICAN STS WTR CO COM 029899101 113 4,139 X 4,139 AMERICAN STS WTR CO COM COM 029899101 101 3,698 X 3,698 AMERICAN TOWER CORP CL A 029912201 334 37,703 X 37,703 AMERICREDIT CORP COM 03060R101 296 34,573 X 34,573 AMERUS GROUP CO COM 03072M108 543 19,269 X 19,269 AMERISOURCEBERGEN CORP COM 03073E105 3,017 43,504 X 43,504 AMERISOURCEBERGEN CORP COM COM 03073E105 3,196 46,087 X 46,087 AMERIGROUP CORP COM 03073T102 209 5,627 X 5,627 AMERIGROUP CORP COM 03073T102 84 2,267 X 2,267 AMERITRADE HOLDING CORP CL A COM 03074K100 316 42,639 X 42,639 AMETEK INC NEW COM 031100100 267 7,283 X 7,283 AMETEK INC COM 031100100 283 7,709 X 7,709 AMGEN INC COM 031162100 32,731 496,377 X 496,377 AMGEN INC COM 031162100 29,058 440,668 X 440,668 AMSOUTH BANCORPORATION COM 032165102 3,022 138,368 X 138,368 AMSOUTH BANCORPORATION COM COM 032165102 3,240 148,333 X 148,333 AMSURG CORP COM 03232P405 168 5,493 X 5,493 AMSURG CORP COM COM 03232P405 145 4,765 X 4,765 AMYLIN PHARMACEUTICALS INC COM COM 032346108 358 16,283 X 16,283 ANADARKO PETE CORP COM 032511107 4,372 98,315 X 98,315 ANADARKO PETE CORP COM COM 032511107 4,651 104,590 X 104,590 ANALOG DEVICES INC COM 032654105 5,013 143,971 X 143,971 ANALOG DEVICES INC COM COM 032654105 4,449 127,781 X 127,781 ANAREN INC COM 032744104 71 7,480 X 7,480 ANAREN INC COM 032744104 55 5,752 X 5,752 ANCHOR BANCORP WIS INC COM 032839102 137 5,747 X 5,747 ANCHOR BANCORP WIS INC COM 032839102 117 4,895 X 4,895 ANDREW CORP COM 034425108 612 65,495 X 65,495 ANDREW CORP COM COM 034425108 313 33,513 X 33,513 ANHEUSER BUSCH COS INC COM 035229103 16,786 328,819 X 328,819 ANHEUSER BUSCH COS INC COM COM 035229103 14,926 292,379 X 292,379 ANIXTER INTL INC COM 035290105 210 8,981 X 8,981 ANIXTER INTL INC COM COM 035290105 172 7,361 X 7,361 ANNTAYLOR STORES CORP COM 036115103 351 12,133 X 12,133 ANNTAYLOR STORES CORP COM COM 036115103 298 10,277 X 10,277 ANSYS INC COM 03662Q105 127 4,054 X 4,054 ANSYS INC COM COM 03662Q105 113 3,603 X 3,603 ANTHEM INC COM 03674B104 4,204 54,490 X 54,490 ANTHEM INC COM COM 03674B104 4,505 58,393 X 58,393 ANTEON INTERNATIONAL CORP COM 03674E108 142 5,089 X 5,089 ANTEON INTL CORP COM 03674E108 98 3,500 X 3,500 ANSWERTHINK INC COM 036916104 21 10,050 X 10,050 ANTHRACITE CAP INC COM 037023108 148 12,289 X 12,289 ANTHRACITE CAP INC COM COM 037023108 128 10,619 X 10,619 ANTIGENICS INC DEL COM 037032109 76 6,601 X 6,601 ANTIGENICS INC DEL COM COM 037032109 66 5,701 X 5,701 ANWORTH MTG ASSET CORP 1 COM 037347101 134 8,671 X 8,671 ANWORTH MTG ASSET CORP COM COM 037347101 89 5,763 X 5,763 AON CORP COM 037389103 2,963 123,029 X 123,029 AON CORP COM COM 037389103 3,176 131,897 X 131,897 APACHE CORP COM 037411105 4,144 63,688 X 63,688 APACHE CORP COM COM 037411105 4,416 67,878 X 67,878 APARTMENT INVT. + MGMT CO CL A 03748R101 1,279 36,979 X 36,979 APARTMENT INVT & MGMT CO CL A CL A 03748R101 1,366 39,482 X 39,482 APEX MTG CAP INC COM 037564101 36 6,602 X 6,602 APEX MTG CAP INC COM COM 037564101 39 7,107 X 7,107 APOGEE ENTERPRISES INC COM 037598109 57 6,408 X 6,408 APOGEE ENTERPRISES INC COM 037598109 60 6,741 X 6,741 APHTON CORP COM 03759P101 78 9,402 X 9,402 APHTON CORP COM 03759P101 27 3,265 X 3,265 APOLLO GROUP INC CL A 037604105 4,268 69,054 X 69,054 APOLLO GROUP INC CL A CL A 037604105 3,774 61,063 X 61,063 APOGENT TECHNOLOGIES INC COM 03760A101 439 21,956 X 21,956 APPLE COMPUTER COM 037833100 2,746 144,087 X 144,087 APPLE COMPUTER INC COM 037833100 2,910 152,650 X 152,650 APPLEBEES INTL INC COM 037899101 386 12,272 X 12,272 APRIA HEALTHCARE GROUP INC COM 037933108 303 12,177 X 12,177 APRIA HEALTHCARE GROUP INC COM 037933108 237 9,519 X 9,519 APPLERA CORP APPLIED BIOSYS COM AP B038020103 1,567 82,353 X 82,353 APPLERA CORP-APPLIED BIOSYSTEM COM AP B038020103 1,683 88,446 X 88,446 APPLERA CORP CELERA GENOMICS COM CE G038020202 202 19,616 X 19,616 APPLERA CORP-CELERA GENOMICS COM CE G038020202 165 16,024 X 16,024 APPLIED MATERIALS INC COM 038222105 10,346 653,179 X 653,179 APPLIED MATLS INC COM COM 038222105 11,065 698,576 X 698,576 APPLIED MICRO CIRCUITS CORP COM 03822W109 724 119,839 X 119,839 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 767 126,939 X 126,939 AQUANTIVE INC COM 03839G105 113 10,789 X 10,789 AQUANTIVE INC COM 03839G105 80 7,594 X 7,594 AQUILA INC DEL NEW COM 03840P102 240 93,054 X 93,054 ARBITRON INC COM 03875Q108 289 8,104 X 8,104 ARBITRON INC COM COM 03875Q108 245 6,854 X 6,854 ARCH CHEMICALS INC COM 03937R102 104 5,431 X 5,431 ARCH CHEMICAL INC COM COM 03937R102 89 4,681 X 4,681 ARCH COAL INC COM 039380100 554 24,108 X 24,108 ARCH COAL INC COM COM 039380100 243 10,577 X 10,577 ARCHER DANIELS MIDLAND CO COM 039483102 3,269 253,971 X 253,971 ARCHER DANIELS MIDLAND CO COM COM 039483102 3,514 273,005 X 273,005 ARGOSY GAMING CORP COM 040228108 144 6,907 X 6,907 ARGOSY GAMING CO COM COM 040228108 122 5,812 X 5,812 ARIAD PHARMACEUTICALS INC COM 04033A100 43 9,766 X 9,766 ARIAD PHARMACEUTICALS INC DEL COM 04033A100 28 6,476 X 6,476 ARIBA INC COM 04033V104 219 73,089 X 73,089 ARIBA INC COM COM 04033V104 186 61,937 X 61,937 ARKANSAS BEST CORP COM 040790107 136 5,747 X 5,747 ARKANSAS BEST CORP DEL COM 040790107 118 5,007 X 5,007 ARMOR HLDGS INC COM 042260109 76 5,681 X 5,681 ARMOR HLDGS INC COM 042260109 75 5,603 X 5,603 ARRIS GROUP INC COM 04269Q100 73 14,791 X 14,791 ARRIS GROUP INC COM COM 04269Q100 74 14,969 X 14,969 ARROW ELECTRS INC COM 042735100 340 22,304 X 22,304 ARROW INTERNATIONAL INC COM 042764100 140 3,152 X 3,152 ARROW INTL INC COM COM 042764100 97 2,175 X 2,175 ARTESYN TECHNOLOGIES INC COM 043127109 62 10,992 X 10,992 ARTESYN TECHNOLOGIES INC COM COM 043127109 26 4,567 X 4,567 ARTHROCARE CORP COM 043136100 96 5,871 X 5,871 ARTHROCARE CORP COM COM 043136100 84 5,158 X 5,158 ARVINMERITOR INC COM 043353101 306 15,149 X 15,149 ASCENTIAL SOFTWARE CORP COM 04362P108 479 29,132.5 X 29,133 ASCENTIAL SOFTWARE CORP COM COM 04362P108 99 6,048 X 6,048 ASCENTIAL SOFTWARE CORP COM NE COM 04362P108 231 14,076 X 14,076 ASHLAND INC COM 044204105 825 26,895 X 26,895 ASHLAND INC COM 044204105 876 28,562 X 28,562 ASIAINFO HLDGS INC COM 04518A104 67 8,238 X 8,238 ASIANFO HLDGS INC COM COM 04518A104 54 6,604 X 6,604 ASPECT COMMUNICATIONS INC COM 04523Q102 43 12,321 X 12,321 ASPECT COMMUNICTIONS INC COM COM 04523Q102 44 12,635 X 12,635 ASPEN TECHNOLOGY INC COM 045327103 38 8,025 X 8,025 ASPEN TECHNOLOGY INC COM COM 045327103 33 6,998 X 6,998 ASSOCIATED BANC CORP COM 045487105 599 16,364 X 16,364 ASTORIA FINL CORP COM 046265104 509 18,217 X 18,217 AT RD INC COM 04648K105 73 6,653 X 6,653 AT RD INC COM COM 04648K105 56 5,125 X 5,125 ASYST TECHNOLOGIES INC COM 04648X107 71 10,624 X 10,624 ASYST TECHNOLOGIES INC COM 04648X107 61 9,031 X 9,031 ATHEROGENICS INC COM 047439104 149 9,951 X 9,951 ATHEROGENICS INC COM COM 047439104 102 6,802 X 6,802 ATLANTIC COAST AIRLINES HLDGS COM 048396105 151 11,363 X 11,363 ATLANTIC COAST AIRLS HLDGS INC COM 048396105 129 9,655 X 9,655 ATMEL CORP COM 049513104 263 103,702 X 103,702 ATMOS ENERGY CORP COM 049560105 307 12,396 X 12,396 ATMOS ENERGY CORP COM 049560105 262 10,548 X 10,548 ATRIX LABS INC COM 04962L101 123 5,617 X 5,617 ATRIX LABS INC COM 04962L101 107 4,851 X 4,851 AURORA FOODS INC COM CLASS ACTION 05 COM 05164B106 46 130,852 X 130,852 AURORA FOODS INC COM CLASS ACTION 05 COM 05164B106 21 59,102 X 59,102 AURORA FOODS INC COM COM 05164B106 4 12,465 X 12,465 AURORA FOODS INC COM CLASS ACTION 05 COM 05164B106 7 21,108 X 21,108 AUTODESK INCORPORATED COM 052769106 712 44,060 X 44,060 AUTODESK INC COM COM 052769106 757 46,823 X 46,823 AUTOMATIC DATA PROCESSING INC COM 053015103 7,980 235,684 X 235,684 AUTOMATIC DATA PROCESSING INC COM 053015103 7,078 209,027 X 209,027 AUTONATION INC DEL COM 05329W102 1,743 110,876 X 110,876 AUTONATION INC COM COM 05329W102 1,891 120,270 X 120,270 AUTOZONE INC COM 053332102 2,679 35,266 X 35,266 AUTOZONE INC COM COM 053332102 2,420 31,856 X 31,856 AVANIR PHARMACEUTICALS CL A CL A 05348P104 21 12,005 X 12,005 AVANEX CORP COM 05348W109 52 13,231 X 13,231 AVANEX CORP COM COM 05348W109 65 16,397 X 16,397 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 49 16,814 X 16,814 AVAYA INC COM 053499109 971 150,280 X 150,280 AVAYA INC COM COM 053499109 860 133,183 X 133,183 AVERY DENNISON CORP COM 053611109 2,186 43,536 X 43,536 AVERY DENNISON CORP COM COM 053611109 1,960 39,041 X 39,041 AVID TECHNOLOGY INC COM 05367P100 272 7,701 X 7,701 AVID TECHNOLOGY INC COM COM 05367P100 205 5,807 X 5,807 AVISTA CORP COM 05379B107 183 12,915 X 12,915 AVISTA CORP COM COM 05379B107 158 11,148 X 11,148 AVNET INC COM 053807103 335 26,436 X 26,436 AVOCENT CORP COM 053893103 303 10,149 X 10,149 AVOCENT CORP COM COM 053893103 290 9,697 X 9,697 AVON PRODS INC COM 054303102 5,756 92,544 X 92,544 AVON PRODS INC COM COM 054303102 5,105 82,078 X 82,078 AXCELIS TECHNOLOGIES INC COM 054540109 164 26,837 X 26,837 AXCELIS TECHNOLOGIES INC COM COM 054540109 140 22,848 X 22,848 AZTAR CORP COM 054802103 125 7,742 X 7,742 AZTAR CORPORATION COM 054802103 129 7,987 X 7,987 BB+T CORP COM 054937107 6,371 185,735 X 185,735 BB&T CORP COM COM 054937107 6,814 198,662 X 198,662 BISYS GROUP INC COM 055472104 487 26,508 X 26,508 BJ SVCS CO COM 055482103 2,327 62,292 X 62,292 BJ SVCS CO COM COM 055482103 2,059 55,102 X 55,102 BJS WHSL CLUB INC COM 05548J106 515 34,191 X 34,191 BMC SOFTWARE INC COM 055921100 1,501 91,941 X 91,941 BMC SOFTWARE INC COM COM 055921100 1,624 99,436 X 99,436 BAKER HUGHES INC COM 057224107 4,454 132,672 X 132,672 BAKER HUGHES INC COM COM 057224107 4,756 141,679 X 141,679 BALDOR ELEC CO COM 057741100 162 7,871 X 7,871 BALDOR ELEC CO COM 057741100 146 7,100 X 7,100 BALL CORP COM 058498106 1,023 22,470 X 22,470 BALL CORP COM COM 058498106 906 19,918 X 19,918 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 87 9,603 X 9,603 BALLYS TOTAL FITNESS HLDG CORP COM 05873K108 61 6,789 X 6,789 BANCO BRADESCO S A SP ADR P059460204 196 10,500 X 10,500 BANCO ITAU S A SP ADR 5059602201 366 10,800 X 10,800 BANDAG INC COM 059815100 275 7,376 X 7,376 BANDAG INC COM 059815100 90 2,418 X 2,418 BANK AMER CORP COM 060505104 46,658 590,379 X 590,379 BANK OF AMERICA CORP COM 060505104 49,830 630,524 X 630,524 BANK HAWAII CORP COM 062540109 443 13,354 X 13,354 BANK NEW YORK INC COM 064057102 8,736 303,870 X 303,870 BANK NEW YORK INC COM COM 064057102 9,350 325,226 X 325,226 BANK ONE CORP COM 06423A103 16,739 450,204 X 450,204 BANK ONE CORP COM COM 06423A103 17,853 480,181 X 480,181 BANKATLANTIC BANCORP INC CL A 065908501 140 11,805 X 11,805 BANKATLANTIC BANCORP INC CL A CL A 065908501 116 9,719 X 9,719 BANKNORTH GROUP INC NEW COM 06646R107 918 35,974 X 35,974 BANKUNITED FINL CORP CL A 06652B103 156 7,779 X 7,779 BANKUNITED FIN CORP CL A CL A 06652B103 100 4,977 X 4,977 BANTA CORP COM 066821109 390 12,039 X 12,039 BANTA CORP COM 066821109 189 5,844 X 5,844 BARD C R INC COM 067383109 1,463 20,512 X 20,512 BARD C R INC COM 067383109 1,292 18,114 X 18,114 BARNES + NOBLE INC COM 067774109 331 14,369 X 14,369 BARR LABS INC COM 068306109 960 14,664 X 14,664 BARRA INC COM 068313105 145 4,061 X 4,061 BARRA INC COM 068313105 125 3,486 X 3,486 BAUSCH + LOMB INC COM 071707103 786 20,973 X 20,973 BAUSCH & LOMB INC COM COM 071707103 835 22,279 X 22,279 BAXTER INTL INC COM 071813109 6,122 235,477 X 235,477 BAXTER INTL INC COM COM 071813109 5,446 209,443 X 209,443 BAY VIEW CAP CORP DEL COM 07262L101 101 17,434 X 17,434 BAY VIEW CAP CORP DEL COM COM 07262L101 85 14,631 X 14,631 BEAR STEARNS COS INC COM 073902108 2,827 39,041 X 39,041 BEAR STEARNS COS INC COM COM 073902108 3,019 41,693 X 41,693 BEAZER HOMES USA INC COM 07556Q105 297 3,556 X 3,556 BEAZER HOMES USA INC COM 07556Q105 235 2,816 X 2,816 BECKMAN COULTER INC COM 075811109 548 13,490 X 13,490 BECTON DICKINSON + CO COM 075887109 3,900 100,383 X 100,383 BECTON DICKINSON & CO COM COM 075887109 3,477 89,500 X 89,500 BED BATH + BEYOND INC COM 075896100 4,517 116,369 X 116,369 BED BATH & BEYOND INC COM COM 075896100 4,026 103,708 X 103,708 BELDEN INC COM 077459105 98 6,156 X 6,156 BELDEN INC COM COM 077459105 83 5,244 X 5,244 BELLSOUTH CORP COM 079860102 19,382 727,843 X 727,843 BELLSOUTH CORP COM COM 079860102 20,776 780,188 X 780,188 BELO CORP COM SER 080555105 559 25,012 X 25,012 BEMIS INC COM 081437105 979 20,927 X 20,927 BEMIS INC COM COM 081437105 1,049 22,425 X 22,425 BENCHMARK ELECTRS INC COM 08160H101 207 6,714 X 6,714 BENCHMARK ELECTRS INC COM 08160H101 165 5,355 X 5,355 BERKLEY W R CORP COM 084423102 645 12,239 X 12,239 BEST BUY CO INC COM 086516101 5,578 126,996 X 126,996 BEST BUY INC COM COM 086516101 4,945 112,600 X 112,600 BEVERLY ENTERPRISES INC COM NEW 087851309 99 28,340 X 28,340 BEVERLY ENTERPRISES INC COM COM NEW 087851309 83 23,643 X 23,643 BIG LOTS INC COM 089302103 692 46,005 X 46,005 BIG LOTS INC COM COM 089302103 647 43,022 X 43,022 BIO RAD LABS INC CL A CL A 090572207 218 3,943 X 3,943 SAVIENT PHARMACEUTICALS INC COM 090578105 62 13,214 X 13,214 SAVIENT PHARMACEUTICALS INC COM 090578105 60 12,855 X 12,855 BIOGEN INC COM 090597105 2,222 58,507 X 58,507 BIOGEN INC COM COM 090597105 1,991 52,428 X 52,428 BIOMET INC COM 090613100 2,918 101,678 X 101,678 BIOMET INC COM COM 090613100 2,599 90,574 X 90,574 BIOMARIN PHARMACEUTICAL INC COM 09061G101 169 17,287 X 17,287 BIOMARIN PHARMACEUTICAL COM COM 09061G101 87 8,877 X 8,877 BIOPURE CORP CL A 09065H105 40 6,698 X 6,698 BIOPURE CORP CL A COM CL A 09065H105 26 4,258 X 4,258 BIOSITE INC COM 090945106 155 3,224 X 3,224 BIOSITE INCORPORATED COM COM 090945106 129 2,677 X 2,677 BLACK + DECKER CORPORATION COM 091797100 1,329 30,580 X 30,580 BLACK & DECKER CORP COM COM 091797100 1,184 27,261 X 27,261 BLACK BOX CORP COM 091826107 168 4,641 X 4,641 BLACK BOX CORP DEL COM COM 091826107 173 4,785 X 4,785 BLACK HILLS CORP COM 092113109 485 15,797 X 15,797 BLACK HILLS CORP COM 092113109 192 6,258 X 6,258 BLOCK H + R INC COM 093671105 3,053 70,588 X 70,588 BLOCK H & R INC COM COM 093671105 2,716 62,801 X 62,801 BLYTH INC COM 09643P108 277 10,196 X 10,196 BLYTH INC COM COM 09643P108 205 7,555 X 7,555 BOB EVANS FARMS INC COM 096761101 475 16,985 X 16,985 BOB EVANS FARMS INC COM 096761101 229 8,172 X 8,172 BOCA RESORTS INC CL A 09688T106 84 6,449 X 6,449 BOCA RESORTS INC CL A CL A 09688T106 87 6,658 X 6,658 BOEING CO COM 097023105 11,372 331,351 X 331,351 BOEING CO COM COM 097023105 12,139 353,699 X 353,699 BOISE CASCADE CORP COM 097383103 549 22,973 X 22,973 BOISE CASCADE CORP COM COM 097383103 587 24,579 X 24,579 BOMBAY COMPANY INC COM 097924104 99 9,274 X 9,274 BOMBAY CO COM 097924104 82 7,724 X 7,724 BORDERS GROUP INC COM 099709107 301 17,103 X 17,103 BORG WARNER INC COM 099724106 381 5,911 X 5,911 BORLAND SOFTWARE CORP COM 099849101 189 19,291 X 19,291 BORLAND SOFTWARE CORP COM COM 099849101 145 14,839 X 14,839 BOSTON PRIVATE FINL HLDGS INC COM 101119105 116 5,490 X 5,490 BOSTON PRIVATE FINL HLDGS INC COM 101119105 95 4,509 X 4,509 BOSTON SCIENTIFIC CORP COM 101137107 9,877 161,647 X 161,647 BOSTON SCIENTIFIC CORP COM COM 101137107 8,733 142,935 X 142,935 BOWATER INC COM 102183100 459 12,251 X 12,251 BOWNE + CO INC COM 103043105 120 9,228 X 9,228 BOWNE & CO INC COM COM 103043105 102 7,817 X 7,817 BOYD GAMING CORP COM 103304101 151 8,745 X 8,745 BOYD GAMING CORP COM 103304101 125 7,247 X 7,247 BRADY CORP CL A 104674106 165 4,960 X 4,960 BRADY CORPORATION CL A COM CL A 104674106 143 4,290 X 4,290 BRANDYWINE RLTY TR SH BEN I105368203 175 7,088 X 7,088 BRANDYWINE RLTY TR SH BEN INT SH BEN I105368203 151 6,142 X 6,142 BRIGGS + STRATTON CORP COM 109043109 297 5,879 X 5,879 BRIGGS & STRATTON CORP COM 109043109 255 5,052 X 5,052 BRINKER INTL INC COM 109641100 774 21,481 X 21,481 BRINKS CO COM 109696104 391 26,802 X 26,802 BRISTOL MYERS SQUIBB CO COM 110122108 20,740 763,897 X 763,897 BRISTOL MYERS SQUIBB CO COM COM 110122108 18,380 676,980 X 676,980 BROADCOM CORP CL A 111320107 2,750 110,385 X 110,385 BROADCOM CORP CL A COM CL A 111320107 2,430 97,550 X 97,550 BROOKLINE BANCORP INC DEL COM 11373M107 232 16,550 X 16,550 BROOKLINE BANCORP INC DEL COM 11373M107 192 13,684 X 13,684 BROOKS AUTOMATION INC NEW COM 114340102 114 10,012 X 10,012 BROOKS AUTOMATION INC COM 114340102 94 8,289 X 8,289 BROWN + BROWN INC COM 115236101 490 15,062 X 15,062 BROWN FORMAN CORP CL B 115637209 1,867 23,748 X 23,748 BROWN FORMAN CORP CL B CL B 115637209 1,664 21,162 X 21,162 BROWN TOM INC COM NEW 115660201 247 8,899 X 8,899 BROWN TOM INC NEW COM COM NEW 115660201 217 7,799 X 7,799 BROWN SHOE INC NEW COM 115736100 143 4,790 X 4,790 BROWN SHOE INC NEW COM COM 115736100 122 4,097 X 4,097 BRUNSWICK CORP COM 117043109 890 35,578 X 35,578 BRUNSWICK CORP COM COM 117043109 952 38,051 X 38,051 BUCKEYE TECHNOLOGIES INC COM 118255108 51 7,448 X 7,448 BUCKEYE TECHNOLOGIES INC COM 118255108 40 5,877 X 5,877 BURLINGTON NORTHN SANTA FE COM 12189T104 4,177 146,862 X 146,862 BURLINGTON NORTH SANTA FE CORP COM 12189T104 4,517 158,812 X 158,812 BURLINGTON RES INC COM 122014103 4,279 79,129 X 79,129 BURLINGTON RES INC COM COM 122014103 4,569 84,509 X 84,509 C+D TECHNOLOGIES COM 124661109 84 5,870 X 5,870 C & D TECHNOLOGIES INC COM COM 124661109 87 6,060 X 6,060 CBL & ASSOC PPTYS INC COM COM 124830100 203 4,724 X 4,724 CBRL GROUP INC COM 12489V106 425 10,933 X 10,933 C COR NET CORPORATION COM 125010108 35 7,114 X 7,114 C COR ELECTRS INC COM 125010108 35 7,118 X 7,118 CDW CORP COM 125129106 849 18,529 X 18,529 CEC ENTMT INC COM 125137109 235 6,376 X 6,376 CH ENERGY GROUP INC COM 12541M102 176 3,908 X 3,908 CH ENERGY GROUP INC COM COM 12541M102 172 3,820 X 3,820 C H ROBINSON WORLDWIDE COM 12541W100 662 18,666 X 18,666 CIGNA CORP COM 125509109 2,594 55,252 X 55,252 CIGNA CORP COM COM 125509109 2,770 59,006 X 59,006 CKE RESTAURANTS INC COM 12561E105 64 11,491 X 11,491 CKE RESTAURANTS INC COM COM 12561E105 66 11,863 X 11,863 CLECO CORP NEW COM 12561W105 208 12,004 X 12,004 CLECO CORP NEW COM COM 12561W105 164 9,472 X 9,472 CMG INFORMATION SVCS INC COM 125750109 153 101,214 X 101,214 CMS ENERGY CORP COM 125896100 758 93,587 X 93,587 CMS ENERGY CORP COM COM 125896100 468 57,759 X 57,759 CSK AUTO CORP COM 125965103 132 9,112 X 9,112 CSK AUTO CORP COM COM 125965103 97 6,747 X 6,747 CNF INC COM 12612W104 278 10,972 X 10,972 CNET NETWORKS INC COM 12613R104 187 31,386 X 31,386 CNET NETWORKS INC 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MICROELECTRONICS CORP COM 12709P103 267 5,285 X 5,285 CACI INTL INC CL A 127190304 268 7,818 X 7,818 CACI INTL INC CL A CL A 127190304 227 6,632 X 6,632 CADENCE DESIGN SYS INC COM 127387108 713 59,090 X 59,090 CAL DIVE INTL INC COM 127914109 217 9,948 X 9,948 CAL DIVE INTL INC COM COM 127914109 187 8,574 X 8,574 CALGON CARBON CORP COM 129603106 55 9,487 X 9,487 CALGON CARBON CORP COM COM 129603106 42 7,362 X 7,362 CALLAWAY GOLF CO COM 131193104 458 34,641 X 34,641 CALPINE CORP COM 131347106 991 150,218 X 150,218 CALPINE CORP COM COM 131347106 1,049 159,013 X 159,013 CAMBREX CORP COM 132011107 123 5,340 X 5,340 CAMBREX CORP COM COM 132011107 121 5,243 X 5,243 CAMPBELL SOUP CO COM 134429109 3,964 161,787 X 161,787 CAMPBELL SOUP CO COM COM 134429109 3,528 144,000 X 144,000 CAPITAL AUTOMOTIVE REIT COM SH B139733109 188 6,721 X 6,721 CAPITAL AUTOMOTIVE REIT COM SH COM SH B139733109 157 5,609 X 5,609 CAPITAL ONE FINL CORP COM 14040H105 4,389 89,242 X 89,242 CAPITAL ONE FINL CORP COM 14040H105 4,664 94,844 X 94,844 CAPSTONE TURBINE CORP COM COM 14067D102 17 15,360 X 15,360 CARAUSTAR INDS INC COM 140909102 71 8,924 X 8,924 CARAUSTAR INDS INC COM 140909102 51 6,383 X 6,383 CARDIA SCIENCE INC COM NEW 141410209 33 12,397 X 12,397 CARDIAC SCIENCE INC COM NEW COM NEW 141410209 32 11,966 X 11,966 CARDINAL HEALTH INC COM 14149Y108 11,313 175,946 X 175,946 CARDINAL HEALTH INC COM COM 14149Y108 12,096 188,115 X 188,115 CARDIODYNAMICS INTL CORP COM 141597104 25 7,224 X 7,224 CARDIODYNAMICS INTL CORP COM 141597104 24 7,015 X 7,015 CAREER ED CORP COM 141665109 704 10,306 X 10,306 CARLISLE COS INC COM 142339100 286 6,780 X 6,780 CARLISLE COS INC COM COM 142339100 299 7,088 X 7,088 CARMAX INC COM 143130102 689 22,843 X 22,843 CARNIVAL CORP PAIRED C143658300 8,054 247,728 X 247,728 CARNIVAL CORP PAIRED CTF 1 COM PAIRED C143658300 8,606 264,727 X 264,727 CARPENTER TECHNOLOGY CORP COM 144285103 163 10,448 X 10,448 CARPENTER TECHNOLOGY CORP COM COM 144285103 72 4,639 X 4,639 CASEYS GEN STORES INC COM 147528103 173 12,268 X 12,268 CASEYS GEN STORES INC COM 147528103 128 9,081 X 9,081 CASH AMER INTL INC COM 14754D100 88 6,653 X 6,653 CASH AMERICA INTERNATIONAL INC COM 14754D100 70 5,305 X 5,305 CATALINA MARKETING CORP COM 148867104 393 22,293 X 22,293 CATERPILLAR INC COM 149123101 7,556 135,749 X 135,749 CATERPILLAR INC COM 149123101 8,093 145,401 X 145,401 CATHAY BANCORP INC COM 149150104 181 4,067 X 4,067 CATHAY BANCORP INC COM COM 149150104 158 3,543 X 3,543 CELL GENESYS INC COM 150921104 83 9,437 X 9,437 CELL GENESYS INC COM COM 150921104 69 7,801 X 7,801 CELL THERAPEUTICS INC COM 150934107 77 7,937 X 7,937 CELL THERAPEUTICS INC CDT COM COM 150934107 77 7,878 X 7,878 CENDANT CORP COM 151313103 7,354 401,399 X 401,399 CENDANT CORP COM COM 151313103 7,874 429,786 X 429,786 CENTERPOINT ENERGY INC COM 15189T107 981 120,389 X 120,389 CENTERPOINT ENERGY INC COM 15189T107 1,046 128,347 X 128,347 CENTEX CORP COM 152312104 1,908 24,534 X 24,534 CENTEX CORP COM COM 152312104 2,033 26,130 X 26,130 CENTILLIUM COMMUNICATIONS INC COM 152319109 79 8,063 X 8,063 CENTILLIUM COMMUNICATIONS INC COM 152319109 53 5,405 X 5,405 CENTURYBUSINESS SVCS INC COM 156490104 72 22,462 X 22,462 CENTURY BUSINESS INC COM COM 156490104 64 20,030 X 20,030 CENTURYTEL INC COM 156700106 1,966 56,404 X 56,404 CENTURYTEL INC COM COM 156700106 2,108 60,480 X 60,480 CEPHEID COM 15670R107 38 7,727 X 7,727 CEPHEID COM COM 15670R107 32 6,552 X 6,552 CERIDIAN CORP NEW COM 156779100 556 32,763 X 32,763 CERTEGY INC COM 156880106 405 14,588 X 14,588 CHAMPION ENTERPRISES INC COM 158496109 74 14,274 X 14,274 CHAMPION ENTERPRISES INC COM COM 158496109 58 11,150 X 11,150 CHARLES RIV LABORATORIES INTL COM 159864107 323 10,024 X 10,024 CHARTER ONE FINL INC COM 160903100 2,765 88,675 X 88,675 CHARTER ONE FINL INC COM 160903100 2,931 93,989 X 93,989 CHARTER MUN MTG ACCEP CO SH BEN I160908109 210 11,021 X 11,021 CHARTER MUN MTG ACCEP CO SH BEN I160908109 183 9,607 X 9,607 CHARMING SHOPPES INC 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169905106 138 5,051 X 5,051 CHOICE HOTELS INTL INC COM COM 169905106 131 4,785 X 4,785 CHIQUITA BRANDS INTL INC COM 170032809 147 10,109 X 10,109 CHIQUITA BRANDS INTL INC COM 170032809 122 8,381 X 8,381 CHIRON CORP COM 170040109 3,222 73,470 X 73,470 CHIRON CORP COM COM 170040109 2,856 65,126 X 65,126 CHITTENDEN CORP COM 170228100 249 9,109 X 9,109 CHITTENDEN CORP COM 170228100 216 7,889 X 7,889 CHOICEPOINT INC COM 170388102 663 19,212 X 19,212 CHRISTOPHER + BANKS CORP COM 171046105 246 6,645 X 6,645 CHRISTOPHER & BANKS CORP COM COM 171046105 203 5,478 X 5,478 CHUBB CORP COM 171232101 4,377 72,954 X 72,954 CHUBB CORP COM COM 171232101 4,654 77,571 X 77,571 CHURCH + DWIGHT INC COM 171340102 290 8,870 X 8,870 CIBER INC COM 17163B102 99 14,078 X 14,078 CIBER INC COM COM 17163B102 92 13,151 X 13,151 CIENA CORP COM 171779101 960 185,656 X 185,656 CIENA CORP COM COM 171779101 1,001 193,597 X 193,597 CIMAREX ENERGY CO COM 171798101 268 11,267 X 11,267 CINCINNATI BELL INC NEW COM 171871106 652 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1,284,356 X 1,284,356 HEWLETT PACKARD CO COM 428236103 25,623 1,202,981 X 1,202,981 HIBERNIA CORP CL A 428656102 631 34,729 X 34,729 HIGHWOODS PPTYS INC COM 431284108 324 14,534 X 14,534 HILB ROGAL + HAMILTON CO COM 431294107 291 8,563 X 8,563 HILB ROGAL & HAMILTON CO COM 431294107 265 7,789 X 7,789 HILLENBRAND INDS INC COM 431573104 690 13,667 X 13,667 HILTON HOTELS CORP COM 432848109 1,899 148,494 X 148,494 HILTON HOTELS CORP COM COM 432848109 2,024 158,287 X 158,287 HISPANIC BROADCASTING CORP CL A 43357B104 613 24,086 X 24,086 HOLLINGER INTERNATIONAL INC CL A 435569108 122 11,321 X 11,321 HOLLINGER INTL INC CL A CL A 435569108 120 11,152 X 11,152 HOLLYWOOD ENTMT CORP COM 436141105 252 14,483 X 14,483 HOLLYWOOD ENTMT CORP COM COM 436141105 215 12,368 X 12,368 HOME DEPOT INC COM 437076102 29,990 905,491 X 905,491 HOME DEPOT INC COM COM 437076102 26,682 805,629 X 805,629 HOME PPTYS N Y INC COM 437306103 267 7,574 X 7,574 HOME PPTYS N Y INC COM COM 437306103 214 6,061 X 6,061 HOMESTORE INC COM 437852106 34 19,653 X 19,653 HOMESTORE INC COM COM 437852106 40 23,124 X 23,124 HON INDS INC COM 438092108 392 12,867 X 12,867 HONEYWELL INTL INC COM 438516106 9,078 338,100 X 338,100 HONEYWELL INTL INC COM COM 438516106 9,664 359,911 X 359,911 HOOPER HOLMES INC COM 439104100 100 15,540 X 15,540 HOOPER HOLMES INC COM COM 439104100 82 12,725 X 12,725 HORACE MANN EDUCATORS CORP NEW COM 440327104 324 20,108 X 20,108 HORACE MANN EDUCATORS CORP NEW COM 440327104 133 8,241 X 8,241 HORIZON OFFSHORE INC COM 44043J105 36 7,283 X 7,283 HORIZON OFFSHORE COM COM 44043J105 18 3,668 X 3,668 HORMEL FOODS CORP COM 440452100 726 30,622 X 30,622 HOSPITALITY PPTYS TR COM SH B44106M102 433 13,843 X 13,843 HOT TOPIC INC COM 441339108 231 8,568 X 8,568 HOT TOPIC INC COM 441339108 199 7,370 X 7,370 HOUSTON EXPL CO COM 442120101 129 3,708 X 3,708 HOUSTON EXPL CO COM 442120101 81 2,323 X 2,323 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 206 3,500 X 3,500 HUBBELL INC CL B 443510201 434 13,118 X 13,118 HUDSON RIV BANCORP INC COM 444128102 116 4,150 X 4,150 HUDSON RIVER BANCORP INC COM 444128102 99 3,555 X 3,555 HUGHES SUPPLY INC COM 444482103 222 6,390 X 6,390 HUGHES SUPPLY INC COM COM 444482103 193 5,568 X 5,568 HUMANA INC COM 444859102 961 63,661 X 63,661 HUMANA INC COM COM 444859102 1,025 67,903 X 67,903 HUNT J B TRANS SVCS INC COM 445658107 332 8,707 X 8,707 HUNT J B TRANS SVCS INC COM 445658107 198 5,195 X 5,195 HUNTINGTON BANCSHARES INC COM 446150104 1,758 90,102 X 90,102 HUNTINGTON BANCSHARES INC COM 446150104 1,882 96,488 X 96,488 HUTCHINSON TECHNOLOGY INC COM 448407106 221 6,684 X 6,684 HUTCHINSON TECHNOLOGY INC COM COM 448407106 196 5,913 X 5,913 ICN PHARMACEUTICALS INC COM 448924100 311 18,559 X 18,559 HYPERCOM CORP COM 44913M105 32 7,638 X 7,638 HYPERCOM CORP COM COM 44913M105 35 8,350 X 8,350 HYPERION SOLUTIONS CORP COM 44914M104 334 9,912 X 9,912 HYPERION SOLUTIONS CORP COM 44914M104 263 7,793 X 7,793 IDEC PHARMACEUTICALS CORP COM 449370105 1,165 34,307 X 34,307 IGEN INTL COM 449536101 153 4,898 X 4,898 IGEN INTERNATIONAL INC COM 449536101 117 3,724 X 3,724 IHOP CORP NEW COM 449623107 172 5,441 X 5,441 IHOP CORP COM NEW COM 449623107 146 4,611 X 4,611 IMC GLOBAL INC COM 449669100 369 55,059 X 55,059 IMS HEALTH INC COM 449934108 1,723 95,787 X 95,787 IMS HEALTH INC COM COM 449934108 1,548 86,062 X 86,062 ITT EDL SVCS INC COM COM 45068B109 290 9,910 X 9,910 ITT INDS INC COM 450911102 2,370 36,209 X 36,209 ITT INDS INC IND COM COM 450911102 2,090 31,933 X 31,933 IDACORP INC COM 451107106 494 18,818 X 18,818 IDEX CORP COM 45167R104 267 7,362 X 7,362 IDEX CORP COM 45167R104 234 6,461 X 6,461 IDINE REWARDS NETWORK INC COM 45168A100 83 6,061 X 6,061 IDINE REWARDS NETWORK INC COM 45168A100 59 4,274 X 4,274 IDEXX LABS INC COM COM 45168D104 248 7,434 X 7,434 IDENTIX INC COM 451906101 148 23,342 X 23,342 IDENTIX INC COM 451906101 124 19,577 X 19,577 ILEX ONCOLOGY INC COM 451923106 173 8,922 X 8,922 ILEX ONCOLOGY INC COM COM 451923106 149 7,713 X 7,713 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30,138 IMPERIAL SUGAR CO NEW COM N COM NEW 453096208 255 33,644 X 33,644 INAMED CORP COM 453235103 258 4,837 X 4,837 INAMED CORP COM 453235103 160 3,000 X 3,000 INCYTE CORP COM 45337C102 88 18,132 X 18,132 INCYTE CORPORATION COM 45337C102 78 16,122 X 16,122 INDEPENDENCE CMNTY BK CORP COM 453414104 342 12,159 X 12,159 INDEPENDENT BK CORP MI COM 453838104 120 4,673 X 4,673 INDEPENDENT BK CORP MICH COM 453838104 111 4,313 X 4,313 INDEVUS PHARMACEUTICALS INC COM 454072109 55 8,769 X 8,769 INDEVUS PHARMACEUTICALS INC COM 454072109 48 7,629 X 7,629 INDYMAC BANCORP INC COM 456607100 311 12,216 X 12,216 INFOCUS CORP COM 45665B106 80 16,985 X 16,985 INFOCUS CORP COM COM 45665B106 45 9,629 X 9,629 INFORMATICA CORP COM 45666Q102 133 19,266 X 19,266 INFORMATICA CORP COM COM 45666Q102 92 13,360 X 13,360 INFONET SVCS CORP CL B 45666T106 23 14,184 X 14,184 INFONET SVCS CORP CL B CL B 45666T106 22 13,796 X 13,796 INFOUSA INC NEW COM 456818301 67 8,242 X 8,242 INFOUSA INC COM NEW COM 456818301 48 5,978 X 5,978 INPUT/OUTPUT INC COM 457652105 54 10,125 X 10,125 INPUT/OUTPUT INC COM COM 457652105 56 10,345 X 10,345 INSIGHT ENTERPRISES INC COM 45765U103 127 12,660 X 12,660 INSIGHT ENTERPRISES INC COM COM 45765U103 96 9,614 X 9,614 INSITUFORM TECHNOLOGIES INC CL A 457667103 109 6,194 X 6,194 INSITUFORM TECHNOLOGIES INC CL A 457667103 94 5,312 X 5,312 INSIGHT COMMUNICATIONS INC CL A 45768V108 162 12,143 X 12,143 INSIGHT COMMN INC CL A COM CL A 45768V108 129 9,640 X 9,640 INNKEEPERS USA TR COM 4576J0104 51 7,440 X 7,440 INNKEEPERS USA TR COM COM 4576J0104 39 5,751 X 5,751 INTEGRA LIFESCIENCES CORP COM NEW 457985208 123 4,680 X 4,680 INTEGRA LIFESCIENCES HLDG CORP COM NEW 457985208 114 4,319 X 4,319 INTEGRATED DEVICE TECHNOLOGY COM 458118106 253 22,915 X 22,915 INTERGRATED ELECTRICAL SVCS COM 45811E103 64 8,794 X 8,794 INTEGRATED ELECTRICAL SVCS INC COM 45811E103 58 7,939 X 7,939 INTEGRATED CIRCUIT SYS INC COM 45811K208 484 15,408 X 15,408 INTEGRATED SILICON SOLUTION COM 45812P107 47 6,746 X 6,746 INTEGRATED SILICON SOLUTION IN COM 45812P107 40 5,727 X 5,727 INTEL CORP COM 458140100 53,587 2,575,055 X 2,575,055 INTEL CORP COM 458140100 47,621 2,288,395 X 2,288,395 INTELIDATA TECHNOLOGIES CORP COM 45814T107 41 13,644 X 13,644 INTER TEL INC COM 458372109 109 5,102 X 5,102 INTER TEL INC COM COM 458372109 91 4,254 X 4,254 INTERFACE INC CL A 458665106 45 9,861 X 9,861 INTERFACE INC CL A CL A 458665106 44 9,593 X 9,593 INTERDIGITAL COMMUNICATIONS COM 45866A105 297 12,692 X 12,692 INTERGRAPH CORP COM 458683109 265 12,542 X 12,542 INTERGRAPH CORP COM 458683109 231 10,910 X 10,910 INTERLAND INC COM 458727104 27 27,677 X 27,677 INTERLAND INC MINN COM COM 458727104 26 26,924 X 26,924 INTERMUNE INC COM 45884X103 111 6,826 X 6,826 INTERMUNE INC COM COM 45884X103 94 5,815 X 5,815 INTERNATIONAL BANCSHARES CORP COM 459044103 0 0.25 X 0 INTERNATIONAL BANCSHARES CORP COM 459044103 235 6,620 X 6,620 INTERNATIONAL BUSINESS MACHS COM 459200101 56,183 681,007 X 681,007 IBM CORP COM COM 459200101 49,806 603,711 X 603,711 INTERNATIONAL FLAVOURS COM 459506101 1,181 36,985 X 36,985 INTL FLAVORS & FRAGRANCES INC COM 459506101 1,053 32,970 X 32,970 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,444 33,660 X 33,660 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,063 29,937 X 29,937 INTERNATIONAL PAPER CO COM 460146103 6,744 188,749 X 188,749 INTERNATIONAL PAPER CO COM COM 460146103 7,226 202,229 X 202,229 INTERNATIONAL RECTIFIER CORP COM 460254105 381 14,195 X 14,195 INTERNATIONAL SPEEDWAY CORP CL A 460335201 465 11,766 X 11,766 INTERNET SEC SYS INC COM 46060X107 307 21,550 X 21,550 INTERNET SEC SYS INC COM COM 46060X107 127 8,878 X 8,878 INTERPUBLIC GROUP COS INC COM 460690100 2,055 153,557 X 153,557 INTERPUBLIC GROUP COS INC COM COM 460690100 2,189 163,604 X 163,604 INTERSIL CORP CL A 46069S109 806 30,280 X 30,280 INTERSTATE BAKERIES CORP COM 46072H108 284 22,348 X 22,348 INTERSTATE BAKERIES CORP DEL COM 46072H108 129 10,171 X 10,171 INTERWOVEN INC COM 46114T102 75 34,032 X 34,032 INTERWOVEN INC COM 46114T102 56 25,380 X 25,380 INTUIT COM 461202103 3,607 80,880 X 80,880 INTUIT COM COM 461202103 3,201 71,765 X 71,765 INVACARE CORP COM 461203101 236 7,140 X 7,140 INVACARE CORP COM 461203101 203 6,143 X 6,143 INTUITIVE SURGICAL INC COM 46120E107 67 8,791 X 8,791 INTUITIVE SURGICAL INC COM COM 46120E107 50 6,619 X 6,619 INVESTMENT TECHNOLOGY GROUP COM 46145F105 433 23,294 X 23,294 INVESTORS REAL ESTATE TR SH BEN I461730103 98 9,263 X 9,263 INVESTORS REAL ESTATE TR SBI SH BEN I461730103 80 7,523 X 7,523 INVESTORS FINL SERVICES CORP COM 461915100 418 14,386 X 14,386 IOMEGA CORP COM NEW 462030305 145 13,690 X 13,690 IOMEGA CORP COM NEW COM NEW 462030305 127 11,955 X 11,955 IRWIN FINL CORP COM 464119106 111 4,267 X 4,267 IRWIN FINL CORP COM 464119106 93 3,610 X 3,610 ISHARES TR S&P 500/BARRA VALUE S&P500/B464287408 2,042 42,818 X 42,818 ISHARES TR MSCI EAF464287465 4,192 38,700 X 38,700 ISHARES TR MSCI EAFE INDEX FD MSCI EAF464287465 79 729 X 729 ISHARES TR RUSSELL 464287655 3,525 39,650 X 39,650 ISHARES TR RUSSELL 2000 INDEX RUSSELL 464287655 3,297 37,081 X 37,081 ISIS PHARMACEUTICALS COM 464330109 56 10,545 X 10,545 ISIS PHARMACEUTICALS COM 464330109 60 11,285 X 11,285 ITRON INC COM 465741106 125 5,796 X 5,796 ITRON INC COM 465741106 105 4,881 X 4,881 IVAX CORP COM 465823102 770 43,129 X 43,129 JDS UNIPHASE CORP COM 46612J101 1,971 563,634 X 563,634 JDS UNIPHASE CORP COM COM 46612J101 2,084 595,826 X 595,826 JDA SOFTWARE GROUP INC COM 46612K108 87 7,834 X 7,834 JDA SOFTWARE GROUP INC COM 46612K108 76 6,861 X 6,861 J JILL GROUP INC COM 466189107 92 5,501 X 5,501 J JILL GROUP INC COM COM 466189107 78 4,658 X 4,658 JLG INDS INC COM 466210101 80 11,805 X 11,805 JLG INDS INC COM COM 466210101 68 10,032 X 10,032 J P MORGAN CHASE + CO COM 46625H100 27,362 800,514 X 800,514 J P MORGAN CHASE & CO COM COM 46625H100 29,229 855,143 X 855,143 JABIL CIRCUIT INC COM 466313103 1,730 78,281 X 78,281 JABIL CIRCUIT INC COM COM 466313103 1,842 83,364 X 83,364 JACK IN THE BOX INC COM 466367109 207 9,292 X 9,292 JACK IN THE BOX INC COM COM 466367109 180 8,063 X 8,063 JACOBS ENGR GROUP INC COM 469814107 516 12,241 X 12,241 JACUZZI BRANDS INC COM 469865109 109 20,572 X 20,572 JACUZZI BRANDS INC COM 469865109 83 15,666 X 15,666 JAKKS PAC INC COM 47012E106 90 6,780 X 6,780 JAKKS PAC INC COM 47012E106 76 5,742 X 5,742 JANUS CAP GROUP INC COM 47102X105 1,547 94,304 X 94,304 JANUS CAP GROUP INC COM 47102X105 1,642 100,144 X 100,144 JEFFERIES GROUP INC NEW COM COM 472319102 225 4,512 X 4,512 JEFFERSON PILOT CORP COM 475070108 2,322 56,004 X 56,004 JEFFERSON PILOT CORP COM COM 475070108 2,484 59,902 X 59,902 JOHNSON + JOHNSON COM 478160104 60,490 1,170,015 X 1,170,015 JOHNSON & JOHNSON COM COM 478160104 53,594 1,036,630 X 1,036,630 JOHNSON CTLS INC COM 478366107 3,008 35,140 X 35,140 JOHNSON CTLS INC COM COM 478366107 3,203 37,420 X 37,420 JONES APPAREL GROUP INC COM 480074103 1,475 50,412 X 50,412 JONES APPAREL GROUP INC COM COM 480074103 1,570 53,655 X 53,655 JONES LANG LASALLE INC COM 48020Q107 134 8,499 X 8,499 JONES LANG LASALLE INC COM COM 48020Q107 112 7,066 X 7,066 JOURNAL REGISTER CO COM 481138105 154 8,489 X 8,489 JOURNAL REGISTER CO COM COM 481138105 115 6,356 X 6,356 JOY GLOBAL INC COM 481165108 193 13,038 X 13,038 JOY GLOBAL INC COM 481165108 160 10,822 X 10,822 KLA TENCOR CORP COM 482480100 3,485 75,002 X 75,002 KLA TENCOR CORP COM 482480100 3,091 66,536 X 66,536 K SWISS INC CL A 482686102 114 3,310 X 3,310 K SWISS INC CL A CL A 482686102 95 2,754 X 2,754 KT CORP SPONSORE48268K101 3,443 174,677 X 174,677 K2 INC COM 482732104 82 6,734 X 6,734 K2 INC COM COM 482732104 76 6,212 X 6,212 K V PHARMACEUTICAL COMPANY CL A 482740206 173 6,206 X 6,206 K V PHARMACEUTICAL CO CL A CL A 482740206 148 5,315 X 5,315 KAMAN CORP CL A 483548103 58 5,065 X 5,065 KAMAN CORP CL A CL A 483548103 64 5,600 X 5,600 KANSAS CITY SOUTHERN COM NEW 485170302 196 16,254 X 16,254 KANSAS CITY SOUTHERN COM NEW COM NEW 485170302 169 14,026 X 14,026 KAYDON CORP COM 486587108 156 7,503 X 7,503 KAYDON CORP COM 486587108 133 6,415 X 6,415 KEANE INC COM 486665102 406 29,783 X 29,783 KEANE INC COM COM 486665102 177 12,970 X 12,970 KB HOME COM 48666K109 1,162 18,743 X 18,743 KB HOME COM COM 48666K109 1,249 20,154 X 20,154 KELLOGG CO COM 487836108 5,507 160,217 X 160,217 KELLOGG CO COM COM 487836108 4,884 142,105 X 142,105 KELLWOOD CO COM 488044108 238 7,530 X 7,530 KELLWOOD CO COM 488044108 187 5,905 X 5,905 KELLY SVCS INC CL A 488152208 296 12,469 X 12,469 KELLY SVCS INC CL A CL A 488152208 94 3,948 X 3,948 KEMET CORP COM 488360108 430 42,576 X 42,576 KENNAMETAL INC COM 489170100 566 16,738 X 16,738 KENNAMETAL INC COM COM 489170100 272 8,041 X 8,041 KERR MCGEE CORP COM 492386107 1,781 39,746 X 39,746 KERR MCGEE CORP COM 492386107 1,876 41,885 X 41,885 KEY ENERGY SERVICES INC COM COM 492914106 281 26,209 X 26,209 KEYCORP NEW COM 493267108 4,211 166,626 X 166,626 KEYCORP NEW COM COM 493267108 4,505 178,292 X 178,292 KEYNOTE SYS INC COM 493308100 57 5,436 X 5,436 KEYNOTE SYS INC COM COM 493308100 48 4,600 X 4,600 KEYSPAN CORP COM 49337W100 2,198 62,000 X 62,000 KEYSPAN CORP COM 49337W100 2,314 65,283 X 65,283 KIMBALL INTL INC CL B 494274103 94 6,036 X 6,036 KIMBALL INTL INC CL B CL B 494274103 123 7,901 X 7,901 KILROY RLTY CORP COM 49427F108 179 6,526 X 6,526 KILROY RLTY CORP COM COM 49427F108 154 5,613 X 5,613 KIMBERLY CLARK CORP COM 494368103 10,453 200,489 X 200,489 KIMBERLY CLARK CORP COM COM 494368103 9,293 178,238 X 178,238 KINDER MORGAN INC KANS COM 49455P101 2,629 48,110 X 48,110 KINDER MORGAN INC KANS COM COM 49455P101 2,793 51,112 X 51,112 KING PHARMACEUTICALS INC COM 495582108 1,400 94,880 X 94,880 KING PHARMACEUTICALS INC COM COM 495582108 1,484 100,531 X 100,531 KIRBY CORP COM 497266106 145 5,158 X 5,158 KIRBY CORP COM COM 497266106 123 4,349 X 4,349 KMART HLDG CORPORATION COM COM 498780105 1,644 60,913 X 60,913 KMART HLDG CORPORATION COM COM 498780105 1,425 52,780 X 52,780 KNIGHT RIDDER INC COM 499040103 2,219 32,199 X 32,199 KNIGHT RIDDER INC COM 499040103 1,973 28,623 X 28,623 KNIGHT TRADING GROUP INC COM 499063105 116 18,407 X 18,407 KNIGHT TRADING GROUP INC COM COM 499063105 120 19,004 X 19,004 KNIGHT TRANSN INC COM 499064103 161 6,483 X 6,483 KNIGHT TRANSN INC COM COM 499064103 139 5,584 X 5,584 KOHLS CORP COM 500255104 6,861 133,533 X 133,533 KOHLS CORP COM COM 500255104 6,098 118,692 X 118,692 KOPIN CORP COM 500600101 117 19,021 X 19,021 KOPIN CORP COM 500600101 99 16,185 X 16,185 KOREA ELEC PWR CORP SPONSORE500631106 2,279 255,833 X 255,833 KORN / FERRY INTL COM NEW 500643200 136 16,844 X 16,844 KORN FERRY INTL COM NEW COM NEW 500643200 73 8,954 X 8,954 KRISPY KREME DOUGHNUTS INC COM 501014104 529 12,841 X 12,841 KROGER CO COM 501044101 4,960 297,350 X 297,350 KROGER CO COM COM 501044101 82,084 4,921,099 X 4,921,099 KROGER CO COM COM 501044101 5,331 319,589 X 319,589 KROLL INC COM 501049100 265 9,826 X 9,826 KROLL INC COM COM 501049100 165 6,113 X 6,113 KRONOS INC COM 501052104 274 5,386 X 5,386 KRONOS INC COM 501052104 234 4,594 X 4,594 KULICKE + SOFFA INDS INC COM 501242101 87 13,667 X 13,667 KULICKE & SOFFA INDS INC COM 501242101 74 11,508 X 11,508 LNR PPTY CORP COM 501940100 214 5,734 X 5,734 LNR PPTY CORP COM COM 501940100 185 4,948 X 4,948 LSI LOGIC CORP COM 502161102 1,047 147,880 X 147,880 LSI LOGIC CORP COM COM 502161102 1,112 157,110 X 157,110 LTX CORP COM 502392103 212 24,511 X 24,511 LTX CORP COM 502392103 92 10,671 X 10,671 L 3 COMMUNICATIONS HLDG CORP COM 502424104 919 21,133 X 21,133 LA JOLLA PHARMACEUTICAL CO COM 503459109 31 9,572 X 9,572 LA JOLLA PHARMACEUTICAL CO COM 503459109 30 9,313 X 9,313 LA QUINTA CORP PAIRED C50419U202 163 37,709 X 37,709 LA QUINTA PPTYS INC PAIRED CTF PAIRED C50419U202 138 32,097 X 32,097 LABOR READY INC COM NEW 505401208 79 11,066 X 11,066 LABOR READY INC COM NEW 505401208 70 9,744 X 9,744 LABRANCHE + CO INC COM 505447102 273 13,174 X 13,174 LACLEDE GROUP INC COM 505597104 141 5,247 X 5,247 LACLEDE GROUP INC COM COM 505597104 118 4,407 X 4,407 LAM RESH CORP COM 512807108 511 28,055 X 28,055 LANCASTER COLONY CORP COM 513847103 307 7,930 X 7,930 LANCE INC COM 514606102 65 7,116 X 7,116 LANCE INC COM 514606102 52 5,646 X 5,646 LANDAMERICA FINL GROUP INC COM 514936103 251 5,291 X 5,291 LANDAMERICA FINL GROUP INC COM 514936103 206 4,333 X 4,333 LANDRYS RESTAURANTS INC COM 51508L103 140 5,919 X 5,919 LANDRYS RESTAURANTS INC COM 51508L103 121 5,114 X 5,114 LANDSTAR SYS INC COM 515098101 243 3,887 X 3,887 LANDSTAR SYS INC COM COM 515098101 223 3,559 X 3,559 LATTICE SEMICONDUCTOR CORP COM 518415104 435 52,429 X 52,429 LATTICE SEMICONDUCTOR CORP COM COM 518415104 165 19,913 X 19,913 LAWSON SOFTWARE INC COM 520780107 90 11,665 X 11,665 LAWSON SOFTWARE COM 520780107 25 3,264 X 3,264 LEAR CORP COM 521865105 671 14,586 X 14,586 LEE ENTERPRISES INC COM 523768109 369 9,828 X 9,828 LEGATO SYSTEMS INC COM 524651106 418 49,645 X 49,645 LEGATO SYS INC COM COM 524651106 171 20,323 X 20,323 LEGGETT + PLATT INC COM 524660107 1,558 76,015 X 76,015 LEGGETT & PLATT INC COM COM 524660107 1,670 81,449 X 81,449 LEGG MASON INC COM 524901105 931 14,331 X 14,331 LEHMAN BROTHERS HLDGS INC COM 524908100 6,355 95,593 X 95,593 LEHMAN BROS HLDGS INC COM COM 524908100 6,751 101,547 X 101,547 LENNAR CORP CL A 526057104 1,116 15,613 X 15,613 LENNOX INTL INC COM 526107107 144 11,214 X 11,214 LENNOX INTL INC COM COM 526107107 127 9,855 X 9,855 LEUCADIA NATL CORP COM 527288104 490 13,191 X 13,191 LEXAR MEDIA INC COM 52886P104 138 14,597 X 14,597 LEXAR MEDIA INC COM COM 52886P104 72 7,562 X 7,562 LEXICON GENETICS INC COM 528872104 50 7,566 X 7,566 LEXICON GENETICS INC COM COM 528872104 49 7,360 X 7,360 LEXINGTON CORPORATE PPTY TR COM 529043101 151 8,536 X 8,536 LEXINGTON CORPORATE PPTYS TR COM 529043101 106 6,000 X 6,000 LEXMARK INTL INC CL A 529771107 3,556 50,246 X 50,246 LEXMARK INTERNATIONAL INC COM CL A 529771107 3,190 45,078 X 45,078 LIBERTY CORP S C COM 530370105 185 4,342 X 4,342 LIBERTY CORP COM COM 530370105 167 3,932 X 3,932 LIBERTY PROPERTY SH BEN I531172104 600 17,341 X 17,341 LIFEPOINT HOSPS INC COM 53219L109 400 18,959 X 18,959 LIGAND PHARMACEUTICALS INC CL B 53220K207 211 15,526 X 15,526 LIGAND PHARMACEUTICAL INC CL B CL B 53220K207 165 12,163 X 12,163 LIGHTBRIDGE INC COM 532226107 55 6,389 X 6,389 LIGHTBRIDGE INC COM 532226107 62 7,264 X 7,264 LILLY ELI + CO COM 532457108 30,539 442,781 X 442,781 LILLY ELI & CO COM COM 532457108 27,092 392,805 X 392,805 LIMITED BRANDS INC COM 532716107 3,189 205,728 X 205,728 LIMITED BRANDS INC COM 532716107 3,424 220,903 X 220,903 LINCARE HLDGS INC COM 532791100 732 23,169 X 23,169 LINCOLN ELEC HLDGS INC COM 533900106 179 8,767 X 8,767 LINCOLN ELEC HLDGS INC COM COM 533900106 149 7,310 X 7,310 LINCOLN NATL CORP IN COM 534187109 2,492 69,950 X 69,950 LINCOLN NATL CORP IND COM COM 534187109 2,691 75,517 X 75,517 LINEAR TECHNOLOGY CORP COM 535678106 3,994 123,349 X 123,349 LINEAR TECHNOLOGY CORP COM COM 535678106 3,561 109,963 X 109,963 LINENS N THINGS INC COM 535679104 284 12,011 X 12,011 LINENS N THINGS INC COM COM 535679104 200 8,476 X 8,476 LITTELFUSE INC COM 537008104 115 5,256 X 5,256 LITTELFUSE INC COM COM 537008104 99 4,498 X 4,498 LIZ CLAIBORNE INC COM 539320101 1,491 42,309 X 42,309 LIZ CLAIBORNE INC COM COM 539320101 1,590 45,105 X 45,105 LOCKHEED MARTIN CORP COM 539830109 8,438 177,384 X 177,384 LOCKHEED MARTIN CORP COM COM 539830109 9,018 189,582 X 189,582 LOEWS CORP COM 540424108 3,456 73,085 X 73,085 LOEWS CORP COM COM 540424108 3,721 78,686 X 78,686 LONE STAR TECHNOLOGIES INC COM 542312103 164 7,753 X 7,753 LONE STAR TECHNOLOGIES INC COM 542312103 141 6,660 X 6,660 LONGS DRUG STORES CORP COM 543162101 279 16,791 X 16,791 LONGS DRUG STORES CORP COM COM 543162101 119 7,193 X 7,193 LONGVIEW FIBRE CO WASHINGTON COM 543213102 208 25,318 X 25,318 LONGVIEW FIBRE CO COM 543213102 98 11,924 X 11,924 LOOKSMART LTD COM 543442107 59 21,255 X 21,255 LOOKSMART LTD COM COM 543442107 42 14,906 X 14,906 LOUISIANA PAC CORP COM 546347105 746 68,839 X 68,839 LOUISIANA PAC CORP COM COM 546347105 653 60,243 X 60,243 LOWES COS INC COM 548661107 13,199 307,319 X 307,319 LOWES COS INC COM COM 548661107 11,688 272,129 X 272,129 LUBRIZOL CORP COM 549271104 353 11,391 X 11,391 LUCENT TECHNOLOGIES INC COM 549463107 3,310 1,630,412 X 1,630,412 LUCENT TECHNOLOGIES INC COM COM 549463107 2,935 1,445,790 X 1,445,790 LYONDELL CHEMICAL CO COM 552078107 483 35,685 X 35,685 M + T BK CORP COM 55261F104 2,222 26,379 X 26,379 MAF BANCORP INC COM 55261R108 184 4,961 X 4,961 MAF BANCORP INC COM 55261R108 164 4,432 X 4,432 MBIA INC COM 55262C100 2,764 56,699 X 56,699 MBIA INC COM COM 55262C100 2,969 60,896 X 60,896 MBNA CORP COM 55262L100 10,494 503,531 X 503,531 MBNA CORP COM COM 55262L100 11,201 537,491 X 537,491 MB FINL INC COM 55264U108 128 3,181 X 3,181 MB FINL INC NEW COM COM 55264U108 106 2,636 X 2,636 M D C HLDGS INC COM 552676108 240 4,969 X 4,969 MDU RES GROUP INC COM 552690109 550 16,422 X 16,422 MEMC ELECTRONICS MATERIALS COM 552715104 129 13,192 X 13,192 MFA MTG INVTS INC COM 55272X102 119 11,850 X 11,850 MFA MTG INVTS INC COM 55272X102 102 10,151 X 10,151 MGE ENERGY INC COM 55277P104 164 5,222 X 5,222 MGE ENERGY INC COM 55277P104 119 3,786 X 3,786 MGIC INVT CORP WIS COM 552848103 1,814 38,897 X 38,897 MGIC INVT CORP WIS COM COM 552848103 1,955 41,908 X 41,908 MGI PHARMA INC COM 552880106 177 6,922 X 6,922 MGI PHARMA INC COM 552880106 150 5,883 X 5,883 MIM CORP COM 553044108 34 5,182 X 5,182 MIM CORP COM COM 553044108 33 5,042 X 5,042 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 116 2,728 X 2,728 M/I SCHOTTENSTEIN HOMES INC COM 55305B101 119 2,778 X 2,778 MPS GROUP INC COM 553409103 330 47,956 X 47,956 MPS GROUP INC COM 553409103 151 21,904 X 21,904 MRV COMMUNICATIONS INC COM 553477100 53 27,568 X 27,568 MRV COMMUNICATIONS INC CALIF COM 553477100 33 16,792 X 16,792 MSC SOFTWARE CORP COM 553531104 39 5,754 X 5,754 MSC SOFTWARE CORP COM COM 553531104 45 6,695 X 6,695 MTR GAMING GROUP INC COM 553769100 49 6,354 X 6,354 MTR GAMING GROUP INC COM COM 553769100 36 4,622 X 4,622 MTS SYS CORP COM 553777103 85 5,752 X 5,752 MTS SYS CORP COM 553777103 77 5,213 X 5,213 MACDERMID INC COM 554273102 194 7,393 X 7,393 MACDERMID INC COM 554273102 157 5,985 X 5,985 MACERICH CO COM COM 554382101 379 10,783 X 10,783 MACK CA RLTY CORP COM 554489104 464 12,759 X 12,759 MACROVISION CORP COM 555904101 436 21,901 X 21,901 MACROVISION CORP COM COM 555904101 188 9,439 X 9,439 MACROMEDIA INC COM 556100105 287 13,672 X 13,672 MAGMA DESIGN AUTOMATION INC COM 559181102 98 5,732 X 5,732 MAGMA DESIGN AUTOMATION INC COM 559181102 73 4,276 X 4,276 MAGNA ENTMT CORP CL A 559211107 50 10,002 X 10,002 MAGNA ENTMT CORP SUB VTG CL A 559211107 53 10,551 X 10,551 MAGNUM HUNTER RESOURCES INC COM PAR 55972F203 146 18,277 X 18,277 MAGNUM HUNTER RES INC COM PAR 55972F203 88 11,029 X 11,029 MANDALAY RESORT GROUP COM 562567107 418 13,128 X 13,128 MANHATTAN ASSOCS INC COM 562750109 155 5,954 X 5,954 MANHATTAN ASSOCS INC COM COM 562750109 118 4,525 X 4,525 MANITOWOC INC COM 563571108 155 6,954 X 6,954 MANITOWAC INC COM COM 563571108 136 6,084 X 6,084 MANOR CARE INC NEW COM 564055101 887 35,472 X 35,472 MANOR CARE INC NEW COM COM 564055101 974 38,937 X 38,937 MANPOWER INC WIS COM 56418H100 635 17,115 X 17,115 MANUFACTURED HOME CMNTYS INC COM 564682102 134 3,823 X 3,823 MANUFACTURED HOME CMNTYS INC COM 564682102 105 2,997 X 2,997 MANUGISTICS GROUP INC COM 565011103 68 16,660 X 16,660 MANUGISTICS GROUP INC COM 565011103 54 13,056 X 13,056 MARATHON OIL CORP COM 565849106 3,218 122,120 X 122,120 MARATHON OIL CORP COM 565849106 3,409 129,379 X 129,379 MARSH + MCLENNAN COS INC COM 571748102 10,776 211,007 X 211,007 MARSH & MCLENNAN COS INC COM COM 571748102 9,578 187,546 X 187,546 MARSHALL + ILSLEY CORP COM 571834100 2,732 89,334 X 89,334 MARSHALL & ILSLEY CORP COM 571834100 2,887 94,415 X 94,415 MARRIOTT INTL INC NEW CL A 571903202 3,511 91,381 X 91,381 MARRIOTT INTL INC NEW CL A CL A 571903202 3,763 97,939 X 97,939 MARTEK BIOSCIENCES CORP COM 572901106 265 6,169 X 6,169 MARTEK BIOSCIENCES CORP COM 572901106 228 5,307 X 5,307 MARTIN MARIETTA MATLS INC COM 573284106 364 10,818 X 10,818 MASCO CORP COM 574599106 4,480 187,826 X 187,826 MASCO CORP COM COM 574599106 4,793 200,973 X 200,973 MASSEY ENERGY CORP COM 576206106 220 16,714 X 16,714 MASSEY ENERGY CORP COM COM 576206106 190 14,476 X 14,476 MATRIXONE INC COM 57685P304 62 10,617 X 10,617 MATRIXONE INC COM COM 57685P304 63 10,816 X 10,816 MATTEL INC COM 577081102 3,279 173,285 X 173,285 MATTEL INC COM COM 577081102 2,902 153,361 X 153,361 MATHEWS INTL CORP CL A 577128101 193 7,778 X 7,778 MATTHEWS INTL CORP PA CL A CL A 577128101 158 6,392 X 6,392 MATTSON TECHNOLOGY INC COM 577223100 39 12,377 X 12,377 MATTSON TECHNOLOGY INC COM COM 577223100 6 1,967 X 1,967 MAXTOR CORP COM NEW COM NEW 577729205 349 46,498 X 46,498 MAXIM INTEGRATED PRODS INC COM 57772K101 4,363 127,953 X 127,953 MAXIM INTEGRATED PRODS INC COM COM 57772K101 3,862 113,260 X 113,260 MAXYGEN INC COM 577776107 71 6,466 X 6,466 MAXYGEN INC COM COM 577776107 75 6,881 X 6,881 MAY DEPT STORES CO COM 577778103 2,531 113,684 X 113,684 MAY DEPT STORES CO COM COM 577778103 2,718 122,115 X 122,115 MAVERICK TUBE CORP COM 577914104 219 11,426 X 11,426 MAVERICK TUBE CORP COM COM 577914104 166 8,646 X 8,646 MAXIMUS INC COM 577933104 130 4,695 X 4,695 MAXIMUS INC COM COM 577933104 105 3,804 X 3,804 MAYTAG CORP COM 578592107 754 30,871 X 30,871 MAYTAG CORP COM COM 578592107 667 27,331 X 27,331 MCCORMICK + CO INC COM NON 579780206 1,492 54,852 X 54,852 MCCORMICK & CO NON VOTING COM NON 579780206 1,324 48,684 X 48,684 MCDATA CORPORATION CL A 580031201 371 25,326 X 25,326 MCDATA CORP CL A CL A 580031201 216 14,765 X 14,765 MCDERMOTT INTL INC COM 580037109 163 25,780 X 25,780 MCDERMOTT INTL INC COM COM 580037109 114 18,058 X 18,058 MCDONALDS CORP COM 580135101 11,061 501,420 X 501,420 MCDONALDS CORP COM COM 580135101 11,807 535,242 X 535,242 MCG CAP CORP COM 58047P107 82 5,651 X 5,651 MCG CAPITAL CORP COM 58047P107 73 5,057 X 5,057 MCGRAW HILL COS INC COM 580645109 4,660 75,155 X 75,155 MCGRAW HILL COS INC COM COM 580645109 4,186 67,514 X 67,514 MCKESSON CORP COM 58155Q103 4,078 114,103 X 114,103 MCKESSON CORP COM COM 58155Q103 4,372 122,332 X 122,332 MEADWESTVACO CORP COM 583334107 1,951 78,972 X 78,972 MEADWESTVACO CORP COM 583334107 2,086 84,459 X 84,459 MEDAREX INC COM 583916101 121 18,496 X 18,496 MEDAREX INC COM 583916101 109 16,779 X 16,779 MEDIA GEN INC CL A 584404107 296 5,171 X 5,171 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 143 14,733 X 14,733 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 122 12,516 X 12,516 MEDICINES CO COM 584688105 221 11,348 X 11,348 MEDICINES CO COM COM 584688105 126 6,471 X 6,471 MEDIMMUNE INC COM 584699102 3,613 99,344 X 99,344 MEDIMMUNE INC COM COM 584699102 3,199 87,946 X 87,946 MEDTRONIC INC COM 585055106 23,055 480,616 X 480,616 MEDTRONIC INC COM COM 585055106 20,448 426,267 X 426,267 MELLON FINL CORP COM 58551A108 4,719 170,045 X 170,045 MELLON FINL CORP COM COM 58551A108 5,037 181,529 X 181,529 MENS WEARHOUSE INC COM 587118100 207 9,475 X 9,475 MENS WEARHOUSE INC COM COM 587118100 147 6,749 X 6,749 MENTOR CORP MINN COM 587188103 215 11,073 X 11,073 MENTOR CORP MINN COM COM 587188103 178 9,197 X 9,197 MENTOR GRAPHICS CORP COM 587200106 483 33,256 X 33,256 MENTOR GRAPHICS CORP COM COM 587200106 222 15,268 X 15,268 MERCANTILE BANKSHARES CORP COM 587405101 600 15,248 X 15,248 MERCK + CO INC COM 589331107 53,508 883,704 X 883,704 MERCK & CO INC COM COM 589331107 47,395 782,745 X 782,745 MERCURY COMPUTER SYS INC COM 589378108 104 5,699 X 5,699 MERCURY COMPUTER SYS INC COM COM 589378108 92 5,051 X 5,051 MERCURY INTERACTIVE CORP COM 589405109 1,304 33,644 X 33,644 MERCURY INTERACTIVE CORP COM 589405109 1,152 29,716 X 29,716 MEREDITH CORP COM 589433101 862 19,601 X 19,601 MEREDITH CORP COM COM 589433101 765 17,397 X 17,397 MERIDIAN RESOURCE CORP COM 58977Q109 46 9,668 X 9,668 MERIDAN RESOURCE CORP COM 58977Q109 25 5,243 X 5,243 MERISTAR HOSPITALITY CORP COM 58984Y103 60 11,607 X 11,607 MERISTAR HOSPITALITY CORP COM COM 58984Y103 46 8,971 X 8,971 MERITAGE CORP COM 59001A102 119 2,407 X 2,407 MERITAGE CORP COM COM 59001A102 108 2,197 X 2,197 MERRILL LYNCH + CO INC COM 590188108 17,115 366,641 X 366,641 MERRILL LYNCH & CO INC COM 590188108 18,289 391,787 X 391,787 MESA AIR GROUP INC COM 590479101 55 6,970 X 6,970 MESA AIR GROUP INC COM 590479101 57 7,121 X 7,121 METHODE ELECTRS INC CL A 591520200 98 9,148 X 9,148 METHODE ELECTRS INC CL A COM CL A 591520200 86 7,988 X 7,988 METLIFE INC COM 59156R108 8,324 293,918 X 293,918 METLIFE INC COM COM 59156R108 8,898 314,205 X 314,205 METRIS COS INC COM 591598107 43 7,701 X 7,701 METRIS COS INC COM 591598107 39 7,004 X 7,004 MICHAELS STORES INC COM 594087108 562 14,754 X 14,754 MICREL INC COM 594793101 371 35,670 X 35,670 MICROS SYS INC COM 594901100 138 4,195 X 4,195 MICROS SYS INC COM COM 594901100 134 4,054 X 4,054 MICROSOFT CORP COM 594918104 108,487 4,231,171 X 4,231,171 MICROSOFT CORP COM COM 594918104 96,174 3,750,920 X 3,750,920 MICROCHIP TECHNOLOGY INC COM 595017104 1,116 45,086 X 45,086 MICROMUSE INC COM 595094103 119 14,978 X 14,978 MICROMUSE INC COM 595094103 139 17,439 X 17,439 MICRON TECHNOLOGY INC COM 595112103 2,790 239,866 X 239,866 MICRON TECHNOLOGY INC COM COM 595112103 2,961 254,572 X 254,572 MICROSEMI CORP COM 595137100 126 7,923 X 7,923 MICROSEMI CORP COM 595137100 120 7,524 X 7,524 MICROTUNE INC DEL COM 59514P109 31 9,855 X 9,855 MICROTUNE INC DEL CL COM COM 59514P109 29 8,984 X 8,984 MID AMER APT CMNTYS INC COM 59522J103 113 4,187 X 4,187 MID AMER APT CMNTYS INC COM COM 59522J103 89 3,286 X 3,286 MID STATE BANCSHARES COM 595440108 130 6,748 X 6,748 MID-STATE BANCSHARES COM COM 595440108 108 5,621 X 5,621 MIDCAP SPDR TR UNIT SER595635103 518 5,909 X 5,909 MIDWAY GAMES INC COM 598148104 23 6,216 X 6,216 MIDWAY GAMES INC COM 598148104 23 6,351 X 6,351 MILACRON INC COM 598709103 46 9,378 X 9,378 MILACRON INC COM COM 598709103 19 3,944 X 3,944 MILLENNIUM PHARMACEUTICALS COM 599902103 1,034 65,732 X 65,732 MILLENNIUM CHEMICALS INC COM 599903101 177 18,572 X 18,572 MILLENIUM CHEMICALS INC COM 599903101 141 14,838 X 14,838 MILLER HERMAN INC COM 600544100 323 16,097 X 16,097 MILLIPORE CORP COM 601073109 848 19,106 X 19,106 MILLIPORE CORP COM COM 601073109 805 18,142 X 18,142 MINERALS TECHNOLOGIES INC COM 603158106 447 9,182 X 9,182 MINERALS TECHNOLOGIES INC COM COM 603158106 232 4,769 X 4,769 MIRANT CORP COM 604675108 462 159,236 X 159,236 MIRANT CORP COM COM 604675108 556 191,730 X 191,730 MODINE MFG CO COM 607828100 262 13,815 X 13,815 MODINE MFG CO COM 607828100 126 6,611 X 6,611 MOHAWK INDS INC COM 608190104 810 14,593 X 14,593 MOLEX INC COM 608554101 2,032 75,320 X 75,320 MOLEX INC COM COM 608554101 2,195 81,342 X 81,342 MONACO COACH CORP COM 60886R103 107 6,970 X 6,970 MONACO COACH CORP COM COM 60886R103 86 5,633 X 5,633 MONOLITHIC SYS TECHNOLOGY INC COM 609842109 57 6,246 X 6,246 MONOLITHIC SYS TECHNOLOGY INC COM 609842109 38 4,137 X 4,137 MONSANTO CO NEW COM 61166W101 2,229 103,026 X 103,026 MONSANTO CO NEW COM COM 61166W101 2,384 110,166 X 110,166 MONSTER WORLDWIDE INC COM 611742107 869 44,063 X 44,063 MONSTER WORLDWIDE INC COM COM 611742107 768 38,938 X 38,938 MONY GROUP INC COM 615337102 280 10,389 X 10,389 MOODYS CORP COM 615369105 3,081 58,445 X 58,445 MOODYS CORP COM COM 615369105 2,756 52,295 X 52,295 MOOG INC CL A 615394202 143 4,128 X 4,128 MOOG INC CL A CL A 615394202 122 3,521 X 3,521 MORGAN STANLEY COM NEW 617446448 18,319 428,503 X 428,503 MORGAN STANLEY COM NEW 617446448 19,541 457,105 X 457,105 MOTOROLA INC COM 620076109 8,606 912,625 X 912,625 MOTOROLA INC COM COM 620076109 9,203 975,886 X 975,886 MOVIE GALLERY INC COM 624581104 124 6,640 X 6,640 MOVIE GALLERY INC COM COM 624581104 76 4,054 X 4,054 MUELLER INDS INC COM 624756102 253 9,334 X 9,334 MUELLER INDS INC COM COM 624756102 178 6,562 X 6,562 MURPHY OIL CORP COM 626717102 1,068 20,306 X 20,306 MYERS IND INC COM 628464109 62 6,574 X 6,574 MYERS INDS INC COM 628464109 39 4,064 X 4,064 MYKROLIS CORP COM 62852P103 91 8,966 X 8,966 MYKROLIS CORP COM COM 62852P103 93 9,132 X 9,132 MYLAN LABS INC COM 628530107 1,414 40,659 X 40,659 MYRIAD GENETICS INC COM 62855J104 105 7,754 X 7,754 MYRIAD GENETICS INC COM 62855J104 77 5,663 X 5,663 NBT BANCORP INC COM 628778102 171 8,837 X 8,837 NBT BANCORP INC COM 628778102 134 6,905 X 6,905 NBTY INC COM 628782104 297 14,130 X 14,130 NBTY INC COM 628782104 201 9,550 X 9,550 NCR CORP NEW COM 62886E108 963 37,597 X 37,597 NCR CORP NEW COM 62886E108 1,062 41,437 X 41,437 NIC INC COM 62914B100 18 6,071 X 6,071 NIC INC COM 62914B100 17 5,930 X 5,930 NPS PHARMACEUTICALS INC COM 62936P103 195 8,011 X 8,011 NPS PHARMACEUTICALS INC COM 62936P103 167 6,853 X 6,853 NABI BIOPHARMACEUTIC COM 629519109 75 10,767 X 10,767 NABI BIOPHARMACEUTICALS COM 629519109 64 9,239 X 9,239 NATIONAL CITY CORP COM 635405103 7,885 241,064 X 241,064 NATIONAL CITY 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14,352 X 14,352 SOUTHERN UN CO NEW COM 844030106 160 9,461 X 9,461 SOUTHTRUST CORP COM 844730101 3,620 134,082 X 134,082 SOUTHTRUST CORP COM COM 844730101 3,901 144,499 X 144,499 SOUTHWEST AIRLS CO COM 844741108 5,280 306,964 X 306,964 SOUTHWEST AIRLS CO COM COM 844741108 5,657 328,923 X 328,923 SOUTHWEST BANCORPORATION TEX COM 84476R109 243 7,467 X 7,467 SOUTHWEST BANCORP TEX INC COM COM 84476R109 214 6,597 X 6,597 SOUTHWEST GAS CORP COM 844895102 181 8,534 X 8,534 SOUTHWEST GAS CORP COM COM 844895102 162 7,672 X 7,672 SOUTHWESTERN ENERGY CO COM 845467109 145 9,663 X 9,663 SOUTHWESTERN ENERGY CO COM COM 845467109 118 7,845 X 7,845 SOVEREIGN BANCORP INC COM 845905108 904 57,775 X 57,775 SOVRAN SELF STORAGE INC COM 84610H108 112 3,559 X 3,559 SOVRAN SELF STORAGE INC COM COM 84610H108 92 2,922 X 2,922 SPANISH BROADCASTING SYS INC CL A 846425882 66 8,160 X 8,160 SPANISH BROADCASTING SYS INC CL A 846425882 68 8,425 X 8,425 SPARTECH CORP COM NEW 847220209 134 6,314 X 6,314 SPARTECH CORP NEW 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