-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VYi2AYREMCTQdDsKQJC+KdgnLdlL2PCmfvLEp0xqvTncgu+N4IoGNqqxqzdvI858 kNJoVNjtjjRyFoAMehm7Lw== 0000919192-01-000008.txt : 20010416 0000919192-01-000008.hdr.sgml : 20010416 ACCESSION NUMBER: 0000919192-01-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010330 FILED AS OF DATE: 20010413 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMALGAMATED BANK OF NEW YORK CENTRAL INDEX KEY: 0000919192 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 134920330 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-04148 FILM NUMBER: 1601973 BUSINESS ADDRESS: STREET 1: 11-15 UNION SQUARE WEST CITY: NEWYORK STATE: NY ZIP: 10003 MAIL ADDRESS: STREET 1: 11 15 UNION SQUARE W CITY: NEW YORK STATE: NY ZIP: 10003 13F-HR 1 0001.txt ELECTRONIC 13F REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 3/30/01 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: Amalagmated Bank of New York ADDRESS: 11-15 Union Square 4th floor New York, NY 10003 THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE PERSON BY WHOM IT IS SIGNED HEREBY REPRESENT 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: Theodore G. Brunner TITLE: 1st Vice President PHONE: (212)620-8843 SIGNATURE,PLACE,AND DATE OF SIGNING: Theodore G. Brunner New York, NY 4/4/01 REPORT TYPE (CHECK ONLY ONE.): ( X) 13F HOLDINGS REPORT ( ) 13F NOTICE ( ) 13F COMBINATION REPORT LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER: NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 0 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1266 FORM 13F INFORMATION TABLE VALUE TOTAL: $3,924,824 FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A M R CORP-DEL COMMON STOCK 001765106 2621 74638 SH SOLE 0 0 74638 A T & T CORPORATION COMMON STOCK 001957109 28143 1321254 SH SOLE 0 0 1321254 A.G. EDWARDS INC COMMON STOCK 281760108 352 9500 SH SOLE 0 0 9500 AAR CORP COMMON STOCK 000361105 241 18900 SH SOLE 0 0 18900 AARON RENTS INC COMMON STOCK 002535201 225 14000 SH SOLE 0 0 14000 ABBOTT LABORATORIES COMMON STOCK 002824100 25052 530866 SH SOLE 0 0 530866 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 383 11700 SH SOLE 0 0 11700 ABM INDS INC COMMON STOCK 000957100 503 16100 SH SOLE 0 0 16100 ACCREDO HEALTH INC COMMON STOCK 00437V104 588 18000 SH SOLE 0 0 18000 ACTEL CORP COMMON STOCK 004934105 347 17000 SH SOLE 0 0 17000 ACTION PERFORMANCE COS INC COMMON STOCK 004933107 129 11500 SH SOLE 0 0 11500 ACXIOM CORP COMMON STOCK 005125109 288 13800 SH SOLE 0 0 13800 ADAPTEC INC COMMON STOCK 00651F108 289 33300 SH SOLE 0 0 33300 ADAPTIVE BROADBAND CORP COMMON STOCK 00650M104 31 26500 SH SOLE 0 0 26500 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 2244 264052 SH SOLE 0 0 264052 ADMINISTAFF INC COMMON STOCK 007094105 350 19300 SH SOLE 0 0 19300 ADOBE SYS INC COMMON STOCK 00724F101 3022 86420 SH SOLE 0 0 86420 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 573 22200 SH SOLE 0 0 22200 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 3114 117314 SH SOLE 0 0 117314 ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 178 45200 SH SOLE 0 0 45200 ADVANCEPCS COMMON STOCK 00790K109 1134 20900 SH SOLE 0 0 20900 ADVO INC COMMON STOCK 007585102 528 14300 SH SOLE 0 0 14300 AEROFLEX INC COMMON STOCK 007768104 419 40600 SH SOLE 0 0 40600 AES CORP COMMON STOCK 00130H105 8300 166138 SH SOLE 0 0 166138 AETNA INC NEW COMMON STOCK 00817Y108 1929 53691 SH SOLE 0 0 53691 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 409 6300 SH SOLE 0 0 6300 AFLAC, INC COMMON STOCK 001055102 4952 179800 SH SOLE 0 0 179800 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 4749 154551 SH SOLE 0 0 154551 AGRIBRANDS INTL INC COMMON STOCK 00849R105 378 7000 SH SOLE 0 0 7000 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 3064 79786 SH SOLE 0 0 79786 AK STL HLDG CORP COMMON STOCK 001547108 127 12600 SH SOLE 0 0 12600 ALBERTO CULVER CLB COMMON STOCK 013068101 756 19072 SH SOLE 0 0 19072 ALBERTSON INC COMMON STOCK 013104104 4679 147048 SH SOLE 0 0 147048 ALCOA INC COMMON STOCK 013817101 11079 308174 SH SOLE 0 0 308174 ALLEGHENY ENERGY COMMON STOCK 017361106 1735 37500 SH SOLE 0 0 37500 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 471 27035 SH SOLE 0 0 27035 ALLEN TELECOM INC COMMON STOCK 018091108 254 19700 SH SOLE 0 0 19700 ALLERGAN INC COMMON STOCK 018490102 3476 46884 SH SOLE 0 0 46884 ALLETE COMMON STOCK 018522102 225 8700 SH SOLE 0 0 8700 ALLIANCE PHARMACEUTICAL CP COMMON STOCK 018773101 110 33900 SH SOLE 0 0 33900 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 337 29000 SH SOLE 0 0 29000 ALLIANT ENERGY CORP COMMON STOCK 018802108 296 9300 SH SOLE 0 0 9300 ALLIANT TECHSYSTEM COMMON STOCK 018804104 868 9800 SH SOLE 0 0 9800 ALLIED WASTE INDS INC COMMON STOCK 019589308 1043 66500 SH SOLE 0 0 66500 ALLMERICA FINL CORP COMMON STOCK 019754100 327 6300 SH SOLE 0 0 6300 ALLSTATE CORP COMMON STOCK 020002101 10769 256771 SH SOLE 0 0 256771 ALLTEL CORP COMMON STOCK 020039103 5562 106021 SH SOLE 0 0 106021 ALPHA INDUTRIES INC COMMON STOCK 020753109 477 30300 SH SOLE 0 0 30300 ALPHARMA, INC. COMMON STOCK 020813101 927 28300 SH SOLE 0 0 28300 ALTERA CORP COMMON STOCK 021441100 2877 134200 SH SOLE 0 0 134200 ALZA CORP COMMON STOCK 022615108 3248 80204 SH SOLE 0 0 80204 AMBAC INC COMMON STOCK 023139108 2268 35750 SH SOLE 0 0 35750 AMER WATER WORKS CO COMMON STOCK 030411102 374 11600 SH SOLE 0 0 11600 AMERADA HESS CORP. COMMON STOCK 023551104 2348 30061 SH SOLE 0 0 30061 AMEREN CORP COMMON STOCK 023608102 1900 46398 SH SOLE 0 0 46398 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 538 18700 SH SOLE 0 0 18700 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 5349 113799 SH SOLE 0 0 113799 AMERICAN EXPRESS CO. COMMON STOCK 025816109 19020 460542 SH SOLE 0 0 460542 AMERICAN GENERAL CORPORATION COMMON STOCK 026351106 6695 175030 SH SOLE 0 0 175030 AMERICAN GREETING CORP COMMON STOCK 026375105 493 46490 SH SOLE 0 0 46490 AMERICAN HOME PRODUCTS CORP. COMMON STOCK 026609107 27372 465904 SH SOLE 0 0 465904 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 65570 814540 SH SOLE 0 0 814540 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 429 13400 SH SOLE 0 0 13400 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 535 29200 SH SOLE 0 0 29200 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 849 65900 SH SOLE 0 0 65900 AMERICAN STATES WATER CO COMMON STOCK 029899101 235 7100 SH SOLE 0 0 7100 AMERICAN STD COS INC DEL COMMON STOCK 029712106 484 8200 SH SOLE 0 0 8200 AMERICREDIT CORP COMMON STOCK 03060R101 396 12200 SH SOLE 0 0 12200 AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 299 6100 SH SOLE 0 0 6100 AMGEN INC COMMON STOCK 031162100 21568 358354 SH SOLE 0 0 358354 AMSOUTH BANCORPORATION COMMON STOCK 032165102 2135 127014 SH SOLE 0 0 127014 ANADARKO PETE CORP. COMMON STOCK 032511107 5415 86253 SH SOLE 0 0 86253 ANALOG DEVICES INC COMMON STOCK 032654105 4506 124348 SH SOLE 0 0 124348 ANALOGIC CORP COMMON STOCK 032657207 409 9100 SH SOLE 0 0 9100 ANALYSTS INTL CORP COMMON STOCK 032681108 82 15900 SH SOLE 0 0 15900 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 225 16200 SH SOLE 0 0 16200 ANCHOR GAMING COMMON STOCK 033037102 619 10100 SH SOLE 0 0 10100 ANDREW CORP COMMON STOCK 034425108 396 27545 SH SOLE 0 0 27545 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 15062 327932 SH SOLE 0 0 327932 ANIXTER INTERNATIONAL COMMON STOCK 035290105 636 26400 SH SOLE 0 0 26400 ANN TAYLOR STORES CORP COMMON STOCK 036115103 539 20300 SH SOLE 0 0 20300 AOL TIME WARNER INC. COMMON STOCK 00184A105 60714 1512170 SH SOLE 0 0 1512170 AON CORP COMMON STOCK 037389103 3508 98806 SH SOLE 0 0 98806 APACHE CORP COMMON STOCK 037411105 2543 44133 SH SOLE 0 0 44133 APOGEE ENTERPRISES INC COMMON STOCK 037598109 139 19500 SH SOLE 0 0 19500 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 249 12300 SH SOLE 0 0 12300 APOLLO GROUP INCCL A COMMON STOCK 037604105 441 13450 SH SOLE 0 0 13450 APPLE COMPUTER, INC COMMON STOCK 037833100 2668 120900 SH SOLE 0 0 120900 APPLEBEES INTL INC COMMON STOCK 037899101 635 17800 SH SOLE 0 0 17800 APPLERA CORP-CELERA GROUP COMMON STOCK 038020103 2077 74856 SH SOLE 0 0 74856 APPLICA INC COMMON STOCK 03815A106 100 16200 SH SOLE 0 0 16200 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 230 14000 SH SOLE 0 0 14000 APPLIED MATLS INC COMMON STOCK 038222105 11923 274102 SH SOLE 0 0 274102 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 1921 116400 SH SOLE 0 0 116400 APTARGROUP INC COMMON STOCK 038336103 765 25100 SH SOLE 0 0 25100 APW LTD COMMON STOCK G04397108 237 27600 SH SOLE 0 0 27600 ARCH CHEMICAL INC. COMMON STOCK 03937R102 332 15600 SH SOLE 0 0 15600 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 2995 227743 SH SOLE 0 0 227743 ARCTIC CAT INC COMMON STOCK 039670104 230 16800 SH SOLE 0 0 16800 ARKANSAS BEST CORP COMMON STOCK 040790107 221 14000 SH SOLE 0 0 14000 ARNOLD INDS INC COMMON STOCK 042595108 330 17300 SH SOLE 0 0 17300 ARROW ELECTRS INC COMMON STOCK 042735100 298 13200 SH SOLE 0 0 13200 ARTESYN TECH COMMON STOCK 043127109 290 26800 SH SOLE 0 0 26800 ARTHROCARE CORP COMMON STOCK 043136100 217 15500 SH SOLE 0 0 15500 ASHLAND INC. COMMON STOCK 044204105 903 23519 SH SOLE 0 0 23519 ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 160 36100 SH SOLE 0 0 36100 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 499 20900 SH SOLE 0 0 20900 ASSOCIATED BANC CORP COMMON STOCK 045487105 259 7800 SH SOLE 0 0 7800 ASTEC INDS INC COMMON STOCK 046224101 176 13500 SH SOLE 0 0 13500 ASTORIA FINL CORP COMMON STOCK 046265104 892 16700 SH SOLE 0 0 16700 ASTROPOWER INC COMMON STOCK 04644A101 288 9600 SH SOLE 0 0 9600 AT & T CORP LIBERTY MEDIA GR C COMMON STOCK 001957208 245 17500 SH SOLE 0 0 17500 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 630 30000 SH SOLE 0 0 30000 ATMEL CORP COMMON STOCK 049513104 539 54900 SH SOLE 0 0 54900 ATMOS ENERGY CORP COMMON STOCK 049560105 635 26700 SH SOLE 0 0 26700 ATWOOD OCEANICS INC COMMON STOCK 050095108 401 9800 SH SOLE 0 0 9800 AUDIOVOX CORP COMMON STOCK 050757103 121 15800 SH SOLE 0 0 15800 AUSPEX SYSTEMS INC COMMON STOCK 052116100 130 31600 SH SOLE 0 0 31600 AUTODESK INC COMMON STOCK 052769106 586 19165 SH SOLE 0 0 19165 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 11872 218312 SH SOLE 0 0 218312 AUTOZONE INC COMMON STOCK 053332102 1080 38544 SH SOLE 0 0 38544 AVANT CORP COMMON STOCK 053487104 466 27000 SH SOLE 0 0 27000 AVAYA INC COMMON STOCK 053499109 1258 96741 SH SOLE 0 0 96741 AVERY DENNISON CORP COMMON STOCK 053611109 1949 37468 SH SOLE 0 0 37468 AVID TECHNOLOGY INC COMMON STOCK 05367P100 239 17900 SH SOLE 0 0 17900 AVISTA CORP COMMON STOCK 05379B107 585 33200 SH SOLE 0 0 33200 AVNET COMMON STOCK 053807103 223 10900 SH SOLE 0 0 10900 AVON PRODUCTS, INC. COMMON STOCK 054303102 3223 80603 SH SOLE 0 0 80603 AVT CORP COMMON STOCK 002420107 61 21600 SH SOLE 0 0 21600 AWARE INC MASS COMMON STOCK 05453N100 153 15900 SH SOLE 0 0 15900 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 790 68300 SH SOLE 0 0 68300 AXT, INC COMMON STOCK 00246W103 233 15500 SH SOLE 0 0 15500 AZTER CORP COMMON STOCK 054802103 295 27800 SH SOLE 0 0 27800 B B & T CORPORATION COMMON STOCK 054937107 4884 138863 SH SOLE 0 0 138863 BAKER HUGHES INC. COMMON STOCK 057224107 4441 122306 SH SOLE 0 0 122306 BALDOR ELECTRIC CO COMMON STOCK 057741100 499 23700 SH SOLE 0 0 23700 BALL CORP COMMON STOCK 058498106 578 12605 SH SOLE 0 0 12605 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 504 17100 SH SOLE 0 0 17100 BANK OF AMERICA CORP COMMON STOCK 060505104 30618 559227 SH SOLE 0 0 559227 BANK OF NEW YORK CO INC COMMON STOCK 064057102 12352 250851 SH SOLE 0 0 250851 BANK ONE COMMON STOCK 06423A103 14169 391622 SH SOLE 0 0 391622 BANKNORTH GROUP INC. COMMON STOCK 06646R107 336 16900 SH SOLE 0 0 16900 BARD (C.R.) INC COMMON STOCK 067383109 781 17209 SH SOLE 0 0 17209 BARNES GROUP INC COMMON STOCK 067806109 249 13100 SH SOLE 0 0 13100 BARR LABS INC COMMON STOCK 068306109 240 4200 SH SOLE 0 0 4200 BARRA INC COMMON STOCK 068313105 799 14800 SH SOLE 0 0 14800 BARRETT RES CORP COMMON STOCK 068480201 1399 23300 SH SOLE 0 0 23300 BAUSCH & LOMB INC. COMMON STOCK 071707103 1060 23226 SH SOLE 0 0 23226 BAXTER INTL COMMON STOCK 071813109 9389 99731 SH SOLE 0 0 99731 BE AEROSPACE INC COMMON STOCK 073302101 329 17900 SH SOLE 0 0 17900 BEAR STEARNS CO COMMON STOCK 073902108 1798 39315 SH SOLE 0 0 39315 BECKMAN COULTER INC COMMON STOCK 075811109 274 7000 SH SOLE 0 0 7000 BECTON DICKINSON & CO COMMON STOCK 075887109 3065 86773 SH SOLE 0 0 86773 BED BATH & BEYOND INC COMMON STOCK 075896100 2375 96700 SH SOLE 0 0 96700 BELDEN INC COMMON STOCK 077459105 345 17200 SH SOLE 0 0 17200 BELL MICROPRODUCTS INC COMMON STOCK 078137106 124 11000 SH SOLE 0 0 11000 BELLSOUTH CORP COMMON STOCK 079860102 27060 661281 SH SOLE 0 0 661281 BELO CORP CL-A COMMON STOCK 080555105 221 13400 SH SOLE 0 0 13400 BEMIS INC COMMON STOCK 081437105 596 18005 SH SOLE 0 0 18005 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 269 13800 SH SOLE 0 0 13800 BERGEN BRUNSWIG COMMON STOCK 083739102 262 15800 SH SOLE 0 0 15800 BERKSHIRE HATHAWAY INC DEL COMMON STOCK 084670207 324 149 SH SOLE 0 0 149 BEST BUY INC COMMON STOCK 086516101 2533 70450 SH SOLE 0 0 70450 BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 241 38600 SH SOLE 0 0 38600 BIOGEN INC COMMON STOCK 090597105 3178 50200 SH SOLE 0 0 50200 BIOMET COMMON STOCK 090613100 2385 60538 SH SOLE 0 0 60538 BISYS GROUP INC COMMON STOCK 055472104 358 6700 SH SOLE 0 0 6700 BJ SVCS CO COMMON STOCK 055482103 904 12700 SH SOLE 0 0 12700 BJS WHSL CLUB INC COMMON STOCK 05548J106 412 8600 SH SOLE 0 0 8600 BLACK & DECKER CORP COMMON STOCK 091797100 1006 27386 SH SOLE 0 0 27386 BLACK BOX CORP DEL COMMON STOCK 091826107 593 13300 SH SOLE 0 0 13300 BLOCK H.R. INC COMMON STOCK 093671105 1547 30912 SH SOLE 0 0 30912 BMC INDS INC MINN COMMON STOCK 055607105 107 19200 SH SOLE 0 0 19200 BMC SOFTWARE INC COMMON STOCK 055921100 2097 97548 SH SOLE 0 0 97548 BOEING CO. COMMON STOCK 097023105 16597 297915 SH SOLE 0 0 297915 BOISE CASCADE CORP. COMMON STOCK 097383103 611 19465 SH SOLE 0 0 19465 BOSTON COMMUNICATIONS GROUP IN COMMON STOCK 100582105 87 11800 SH SOLE 0 0 11800 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 2768 137145 SH SOLE 0 0 137145 BOWATER, INC. COMMON STOCK 102183100 398 8400 SH SOLE 0 0 8400 BOWNE & CO COMMON STOCK 103043105 259 23400 SH SOLE 0 0 23400 BRADY W H CO COMMON STOCK 104674106 539 16000 SH SOLE 0 0 16000 BRIGGS & STRATTON COMMON STOCK 109043109 279 7282 SH SOLE 0 0 7282 BRIGHTPOINT INC COMMON STOCK 109473108 94 39100 SH SOLE 0 0 39100 BRINKER INTL INC COMMON STOCK 109641100 324 11600 SH SOLE 0 0 11600 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 40925 688975 SH SOLE 0 0 688975 BROADCOM CORP COMMON STOCK 111320107 2442 84500 SH SOLE 0 0 84500 BROADVISION INC COMMON STOCK 111412102 487 91100 SH SOLE 0 0 91100 BROADWING INC COMMON STOCK 111620100 488 25500 SH SOLE 0 0 25500 BROOKS AUTOMATION INC COMMON STOCK 11434A100 485 12200 SH SOLE 0 0 12200 BROWN SHOE COMPANY INC COMMON STOCK 115736100 239 12700 SH SOLE 0 0 12700 BROWN TOM INC COMMON STOCK 115660201 881 26700 SH SOLE 0 0 26700 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 1440 23252 SH SOLE 0 0 23252 BRUNSWICK CORP COMMON STOCK 117043109 580 29541 SH SOLE 0 0 29541 BRUSH WELLMAN INC COMMON STOCK 117421107 218 11700 SH SOLE 0 0 11700 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 282 24500 SH SOLE 0 0 24500 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 615 31200 SH SOLE 0 0 31200 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 4183 137673 SH SOLE 0 0 137673 BURLINGTON RES COMMON STOCK 122014103 3478 77726 SH SOLE 0 0 77726 C COR ELECTRS INC COMMON STOCK 125010108 157 23500 SH SOLE 0 0 23500 C D I CORP COMMON STOCK 125071100 174 13400 SH SOLE 0 0 13400 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 274 10000 SH SOLE 0 0 10000 C S X CORP. COMMON STOCK 126408103 2432 72169 SH SOLE 0 0 72169 C&D TECHNILOGIES INC COMMON STOCK 124661109 511 18500 SH SOLE 0 0 18500 C-CUBE MICROSYSTEMS INC. COMMON STOCK 12501N108 428 34800 SH SOLE 0 0 34800 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 410 30600 SH SOLE 0 0 30600 CABLETRON SYS INC COMMON STOCK 126920107 841 65195 SH SOLE 0 0 65195 CABOT CORP COMMON STOCK 127055101 246 7800 SH SOLE 0 0 7800 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 358 8100 SH SOLE 0 0 8100 CABOT OIL & GAS CORP COMMON STOCK 127097103 551 20400 SH SOLE 0 0 20400 CACI INTL INC COMMON STOCK 127190304 213 7900 SH SOLE 0 0 7900 CADENCE DESIGN SYS INC COMMON STOCK 127387108 588 31800 SH SOLE 0 0 31800 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 576 22700 SH SOLE 0 0 22700 CALPINE CORPORATION COMMON STOCK 131347106 6206 112700 SH SOLE 0 0 112700 CAMBREX CORP COMMON STOCK 132011107 740 17800 SH SOLE 0 0 17800 CAMPBELL SOUP CO. COMMON STOCK 134429109 4277 143184 SH SOLE 0 0 143184 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 4293 77350 SH SOLE 0 0 77350 CARAUSTAR INDS INC COMMON STOCK 140909102 148 18400 SH SOLE 0 0 18400 CARDINAL HEALTH INC COMMON STOCK 14149Y108 9211 95199 SH SOLE 0 0 95199 CARNIVAL CORPORATION COMMON STOCK 143658102 5757 208076 SH SOLE 0 0 208076 CARREKER CORPORATION COMMON STOCK 144433109 283 14900 SH SOLE 0 0 14900 CASEYS GEN STORES INC COMMON STOCK 147528103 415 34800 SH SOLE 0 0 34800 CASH AMER INVTS INC COMMON STOCK 14754D100 109 17800 SH SOLE 0 0 17800 CATALINA MARKETING CORP COMMON STOCK 148867104 212 6500 SH SOLE 0 0 6500 CATERPILLAR TRACTOR CO. COMMON STOCK 149123101 5193 117019 SH SOLE 0 0 117019 CATO CORP (THE) COMMON STOCK 149205106 264 17500 SH SOLE 0 0 17500 CDW COMPUTER CTRS INC COMMON STOCK 125129106 319 10300 SH SOLE 0 0 10300 CEC ENTMT INC COMMON STOCK 125137109 847 19100 SH SOLE 0 0 19100 CENDANT CORP COMMON STOCK 151313103 3814 261445 SH SOLE 0 0 261445 CENTEX CORP. COMMON STOCK 152312104 965 23162 SH SOLE 0 0 23162 CENTRAL PKG CORP COMMON STOCK 154785109 468 25700 SH SOLE 0 0 25700 CENTURA BKS INC COMMON STOCK 15640T100 1380 27900 SH SOLE 0 0 27900 CENTURY TEL COMMON STOCK 156700106 1367 47565 SH SOLE 0 0 47565 CEPHALON INC COMMON STOCK 156708109 1403 29200 SH SOLE 0 0 29200 CERIDIAN CORP COMMON STOCK 15677T106 911 49263 SH SOLE 0 0 49263 CERNER CORP COMMON STOCK 156782104 836 24400 SH SOLE 0 0 24400 CH ENERGY GROUP INC COMMON STOCK 12541M102 518 11700 SH SOLE 0 0 11700 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 171 33200 SH SOLE 0 0 33200 CHARTER ONE FINL INC COMMON STOCK 160903100 1992 70390 SH SOLE 0 0 70390 CHECKFREE CORP COMMON STOCK 162813109 265 9000 SH SOLE 0 0 9000 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 201 21300 SH SOLE 0 0 21300 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 810 22000 SH SOLE 0 0 22000 CHEMED CORP COMMON STOCK 163596109 247 7100 SH SOLE 0 0 7100 CHEMFIRST INC COMMON STOCK 16361A106 277 10400 SH SOLE 0 0 10400 CHESAPEAKE CORP COMMON STOCK 165159104 245 10600 SH SOLE 0 0 10600 CHEVRON CORP COMMON STOCK 166751107 19967 227416 SH SOLE 0 0 227416 CHICO'S FAS INC COMMON STOCK 168615102 404 12300 SH SOLE 0 0 12300 CHIRON CORP COMMON STOCK 170040109 2847 64900 SH SOLE 0 0 64900 CHITTENDEN CORP COMMON STOCK 170228100 580 18600 SH SOLE 0 0 18600 CHOICEPOINT INC COMMON STOCK 170388102 243 7200 SH SOLE 0 0 7200 CHRIS CRAFT INDS INC COMMON STOCK 170520100 266 4200 SH SOLE 0 0 4200 CHUBB CORP COMMON STOCK 171232101 4495 62053 SH SOLE 0 0 62053 CIBER INC COMMON STOCK 17163B102 204 41900 SH SOLE 0 0 41900 CIGNA CORPORATION COMMON STOCK 125509109 5590 52069 SH SOLE 0 0 52069 CINCINNATI FINL CORP COMMON STOCK 172062101 2067 54492 SH SOLE 0 0 54492 CINERGY CORP. COMMON STOCK 172474108 2137 63698 SH SOLE 0 0 63698 CINTAS COMMON STOCK 172908105 2251 57100 SH SOLE 0 0 57100 CIRCUIT CITY STORES COMMON STOCK 172737108 738 69576 SH SOLE 0 0 69576 CISCO SYS INC COMMON STOCK 17275R102 39811 2517693 SH SOLE 0 0 2517693 CIT GROUP INC COMMON STOCK 125577106 2559 88600 SH SOLE 0 0 88600 CITIGROUP INC COMMON STOCK 172967101 79247 1761818 SH SOLE 0 0 1761818 CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 1135 89700 SH SOLE 0 0 89700 CITRIX SYS INC COMMON STOCK 177376100 1628 77080 SH SOLE 0 0 77080 CITY NATL CORP COMMON STOCK 178566105 215 5600 SH SOLE 0 0 5600 CLARCOR INC COMMON STOCK 179895107 395 17100 SH SOLE 0 0 17100 CLAYTON HOMES INC COMMON STOCK 184190106 194 16100 SH SOLE 0 0 16100 CLEAR CHANNEL COMMUNICATIONS I COMMON STOCK 184502102 10788 198124 SH SOLE 0 0 198124 CLOROX COMPANY COMMON STOCK 189054109 2517 80034 SH SOLE 0 0 80034 CMS ENERGY CORP COMMON STOCK 125896100 1311 44300 SH SOLE 0 0 44300 COACHMEN INDS INC COMMON STOCK 189873102 98 10900 SH SOLE 0 0 10900 COCA-COLA BOTTLING CO CONSOLID COMMON STOCK 191098102 247 6100 SH SOLE 0 0 6100 COCA-COLA COMPANY COMMON STOCK 191216100 38561 853878 SH SOLE 0 0 853878 COCA-COLA ENTERPRISES COMMON STOCK 191219104 2515 141436 SH SOLE 0 0 141436 COGNEX CORP COMMON STOCK 192422103 755 30500 SH SOLE 0 0 30500 COHERENT INC COMMON STOCK 192479103 675 19000 SH SOLE 0 0 19000 COHU INC COMMON STOCK 192576106 221 14200 SH SOLE 0 0 14200 COLGATE PALMOLIVE CO. 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COMMON STOCK 444859102 662 63175 SH SOLE 0 0 63175 HUNTINGTON BASHARES COMMON STOCK 446150104 1210 84909 SH SOLE 0 0 84909 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 261 17500 SH SOLE 0 0 17500 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 376 23300 SH SOLE 0 0 23300 I T T INDUSTRIES INC COMMON STOCK 450911102 1154 29789 SH SOLE 0 0 29789 IBP INC COMMON STOCK 449223106 302 18400 SH SOLE 0 0 18400 ICN PHARMACEUTICALS INC NEW COMMON STOCK 448924100 239 9400 SH SOLE 0 0 9400 IDACORP INC COMMON STOCK 451107106 245 6400 SH SOLE 0 0 6400 IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 676 16900 SH SOLE 0 0 16900 IDEX CORP COMMON STOCK 45167R104 614 21200 SH SOLE 0 0 21200 IDEXX LABS INC COMMON STOCK 45168D104 513 23400 SH SOLE 0 0 23400 IHOP CORP COMMON STOCK 449623107 282 14100 SH SOLE 0 0 14100 ILLINOIS TOOL WORKS COMMON STOCK 452308109 5817 102335 SH SOLE 0 0 102335 IMC GLOBAL INC COMMON STOCK 449669100 165 13400 SH SOLE 0 0 13400 IMCO RECYCLING INC COMMON STOCK 449681105 48 10700 SH SOLE 0 0 10700 IMMUNE RESPONSE CORP/DEL COMMON STOCK 45252T106 54 21200 SH SOLE 0 0 21200 IMPATH INC COMMON STOCK 45255G101 515 11100 SH SOLE 0 0 11100 IMS HEALTH INC COMMON STOCK 449934108 2474 99338 SH SOLE 0 0 99338 INDYMAC BANCORP, INC COMMON STOCK 456607100 213 7400 SH SOLE 0 0 7400 INFORMATION HLDGS INC COMMON STOCK 456727106 325 15200 SH SOLE 0 0 15200 INFORMATION RES INC COMMON STOCK 456905108 133 20400 SH SOLE 0 0 20400 INFORMIX CORP COMMON STOCK 456779107 178 32900 SH SOLE 0 0 32900 INGERSOLL RAND CO. COMMON STOCK 456866102 2365 59568 SH SOLE 0 0 59568 INNOVEX INC COMMON STOCK 457647105 51 10400 SH SOLE 0 0 10400 INPUT/OUTPUT INC COMMON STOCK 457652105 335 35800 SH SOLE 0 0 35800 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 617 29200 SH SOLE 0 0 29200 INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 610 18700 SH SOLE 0 0 18700 INTEGRATED DEVICE TECHNOLOGY I COMMON STOCK 458118106 370 12500 SH SOLE 0 0 12500 INTEL CORP COMMON STOCK 458140100 61393 2333234 SH SOLE 0 0 2333234 INTER TEL INC COMMON STOCK 458372109 189 18600 SH SOLE 0 0 18600 INTERFACE INC COMMON STOCK 458665106 247 35900 SH SOLE 0 0 35900 INTERMAGNETICS GENERAL CORP COMMON STOCK 458771102 259 10700 SH SOLE 0 0 10700 INTERN'L BUSINESS MACHINES COR COMMON STOCK 459200101 58773 611074 SH SOLE 0 0 611074 INTERN'L FLAVORS & FRAGRANCES COMMON STOCK 459506101 728 33020 SH SOLE 0 0 33020 INTERN'L PAPER CO. 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