13F-HR 1 edgarj.txt 13F-HR 6/29/01 0000919192 ps3k*gct NONE 1 Theodore G. Brunner (212)620-8843 13F-HR 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: 6/29/01 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 7/4/01 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: 1306 FORM 13F INFORMATION TABLE VALUE TOTAL: $4,118,765 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 2610 72238 SH SOLE 0 0 72238 A T & T CORPORATION COMMON STOCK 001957109 25838 1174454 SH SOLE 0 0 1174454 A.G. EDWARDS INC COMMON STOCK 281760108 441 9800 SH SOLE 0 0 9800 AAR CORP COMMON STOCK 000361105 327 19100 SH SOLE 0 0 19100 AARON RENTS INC COMMON STOCK 002535201 240 14100 SH SOLE 0 0 14100 ABBOTT LABORATORIES COMMON STOCK 002824100 24987 520566 SH SOLE 0 0 520566 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 628 14100 SH SOLE 0 0 14100 ABM INDS INC COMMON STOCK 000957100 630 16900 SH SOLE 0 0 16900 ACCREDO HEALTH INC COMMON STOCK 00437V104 681 18300 SH SOLE 0 0 18300 ACTEL CORP COMMON STOCK 004934105 410 16700 SH SOLE 0 0 16700 ACTION PERFORMANCE COS INC COMMON STOCK 004933107 285 11400 SH SOLE 0 0 11400 ACXIOM CORP COMMON STOCK 005125109 143 10900 SH SOLE 0 0 10900 ADAPTEC INC COMMON STOCK 00651F108 694 69800 SH SOLE 0 0 69800 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 1709 258952 SH SOLE 0 0 258952 ADMINISTAFF INC COMMON STOCK 007094105 504 19400 SH SOLE 0 0 19400 ADOBE SYS INC COMMON STOCK 00724F101 3982 84720 SH SOLE 0 0 84720 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 929 22500 SH SOLE 0 0 22500 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 206 9800 SH SOLE 0 0 9800 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 3633 125714 SH SOLE 0 0 125714 ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 227 45400 SH SOLE 0 0 45400 ADVANCEPCS COMMON STOCK 00790K109 1358 21200 SH SOLE 0 0 21200 ADVENT SOFTWARE INC COMMON STOCK 007974108 241 3800 SH SOLE 0 0 3800 ADVO INC COMMON STOCK 007585102 492 14400 SH SOLE 0 0 14400 AEROFLEX INC COMMON STOCK 007768104 443 42200 SH SOLE 0 0 42200 AES CORP COMMON STOCK 00130H105 7591 176338 SH SOLE 0 0 176338 AETNA INC NEW COMMON STOCK 00817Y108 1230 47491 SH SOLE 0 0 47491 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 439 6100 SH SOLE 0 0 6100 AFLAC, INC COMMON STOCK 001055102 5526 175500 SH SOLE 0 0 175500 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 5029 154751 SH SOLE 0 0 154751 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 3572 78086 SH SOLE 0 0 78086 AK STL HLDG CORP COMMON STOCK 001547108 164 13100 SH SOLE 0 0 13100 ALBERTO CULVER CLB COMMON STOCK 013068101 894 21272 SH SOLE 0 0 21272 ALBERTSON INC COMMON STOCK 013104104 4311 143748 SH SOLE 0 0 143748 ALCOA INC COMMON STOCK 013817101 11843 300574 SH SOLE 0 0 300574 ALLEGHENY ENERGY COMMON STOCK 017361106 1969 40800 SH SOLE 0 0 40800 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 480 26535 SH SOLE 0 0 26535 ALLEN TELECOM INC COMMON STOCK 018091108 299 19900 SH SOLE 0 0 19900 ALLERGAN INC COMMON STOCK 018490102 3864 45984 SH SOLE 0 0 45984 ALLETE COMMON STOCK 018522102 225 10000 SH SOLE 0 0 10000 ALLIANCE PHARMACEUTICAL CP COMMON STOCK 018773101 79 35100 SH SOLE 0 0 35100 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 363 30200 SH SOLE 0 0 30200 ALLIANT ENERGY CORP COMMON STOCK 018802108 283 9700 SH SOLE 0 0 9700 ALLIANT TECHSYSTEM COMMON STOCK 018804104 899 10000 SH SOLE 0 0 10000 ALLIED WASTE INDS INC COMMON STOCK 019589308 1218 65200 SH SOLE 0 0 65200 ALLMERICA FINL CORP COMMON STOCK 019754100 374 6500 SH SOLE 0 0 6500 ALLSTATE CORP COMMON STOCK 020002101 11273 256271 SH SOLE 0 0 256271 ALLTEL CORP COMMON STOCK 020039103 6360 103821 SH SOLE 0 0 103821 ALPHA INDUTRIES INC COMMON STOCK 020753109 910 30800 SH SOLE 0 0 30800 ALPHARMA, INC. COMMON STOCK 020813101 777 28500 SH SOLE 0 0 28500 ALTERA CORP COMMON STOCK 021441100 3787 130600 SH SOLE 0 0 130600 AMBAC INC COMMON STOCK 023139108 2034 34950 SH SOLE 0 0 34950 AMER WATER WORKS CO COMMON STOCK 030411102 396 12000 SH SOLE 0 0 12000 AMERADA HESS CORP. COMMON STOCK 023551104 2380 29461 SH SOLE 0 0 29461 AMEREN CORP COMMON STOCK 023608102 1943 45498 SH SOLE 0 0 45498 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 874 24800 SH SOLE 0 0 24800 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 4936 106899 SH SOLE 0 0 106899 AMERICAN EXPRESS CO. COMMON STOCK 025816109 17528 451742 SH SOLE 0 0 451742 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 243 8100 SH SOLE 0 0 8100 AMERICAN GENERAL CORPORATION COMMON STOCK 026351106 7954 171230 SH SOLE 0 0 171230 AMERICAN GREETING CORP COMMON STOCK 026375105 507 46090 SH SOLE 0 0 46090 AMERICAN HOME PRODUCTS CORP. COMMON STOCK 026609107 25962 441904 SH SOLE 0 0 441904 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 68037 800340 SH SOLE 0 0 800340 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 575 12400 SH SOLE 0 0 12400 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 696 29500 SH SOLE 0 0 29500 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 1014 64400 SH SOLE 0 0 64400 AMERICAN STATES WATER CO COMMON STOCK 029899101 245 7200 SH SOLE 0 0 7200 AMERICAN STD COS INC DEL COMMON STOCK 029712106 511 8500 SH SOLE 0 0 8500 AMERICREDIT CORP COMMON STOCK 03060R101 665 12800 SH SOLE 0 0 12800 AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 360 6500 SH SOLE 0 0 6500 AMGEN INC COMMON STOCK 031162100 21308 351154 SH SOLE 0 0 351154 AMSOUTH BANCORPORATION COMMON STOCK 032165102 2293 124014 SH SOLE 0 0 124014 ANADARKO PETE CORP. COMMON STOCK 032511107 4650 86253 SH SOLE 0 0 86253 ANALOG DEVICES INC COMMON STOCK 032654105 5318 122948 SH SOLE 0 0 122948 ANALOGIC CORP COMMON STOCK 032657207 419 9200 SH SOLE 0 0 9200 ANALYSTS INTL CORP COMMON STOCK 032681108 76 17100 SH SOLE 0 0 17100 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 258 16200 SH SOLE 0 0 16200 ANCHOR GAMING COMMON STOCK 033037102 679 10500 SH SOLE 0 0 10500 ANDREW CORP COMMON STOCK 034425108 497 26945 SH SOLE 0 0 26945 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 12584 305432 SH SOLE 0 0 305432 ANIXTER INTERNATIONAL COMMON STOCK 035290105 780 25400 SH SOLE 0 0 25400 ANN TAYLOR STORES CORP COMMON STOCK 036115103 734 20500 SH SOLE 0 0 20500 AOL TIME WARNER INC. COMMON STOCK 00184A105 78841 1487569 SH SOLE 0 0 1487569 AON CORP COMMON STOCK 037389103 3318 94806 SH SOLE 0 0 94806 APACHE CORP COMMON STOCK 037411105 2088 41133 SH SOLE 0 0 41133 APOGEE ENTERPRISES INC COMMON STOCK 037598109 249 19900 SH SOLE 0 0 19900 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 317 12900 SH SOLE 0 0 12900 APOLLO GROUP INCCL A COMMON STOCK 037604105 681 16050 SH SOLE 0 0 16050 APPLE COMPUTER, INC COMMON STOCK 037833100 2804 120600 SH SOLE 0 0 120600 APPLEBEES INTL INC COMMON STOCK 037899101 838 26200 SH SOLE 0 0 26200 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1962 73356 SH SOLE 0 0 73356 APPLICA INC COMMON STOCK 03815A106 130 16300 SH SOLE 0 0 16300 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 263 13900 SH SOLE 0 0 13900 APPLIED MATLS INC COMMON STOCK 038222105 13193 268702 SH SOLE 0 0 268702 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 1703 99000 SH SOLE 0 0 99000 APTARGROUP INC COMMON STOCK 038336103 824 25400 SH SOLE 0 0 25400 APW LTD COMMON STOCK G04397108 282 27800 SH SOLE 0 0 27800 ARBITRON INC COMMON STOCK 03875Q108 631 26200 SH SOLE 0 0 26200 ARCH CHEMICAL INC. COMMON STOCK 03937R102 343 15700 SH SOLE 0 0 15700 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 2913 223243 SH SOLE 0 0 223243 ARCTIC CAT INC COMMON STOCK 039670104 245 16900 SH SOLE 0 0 16900 ARKANSAS BEST CORP COMMON STOCK 040790107 332 14400 SH SOLE 0 0 14400 ARMOR HLDGS INC COMMON STOCK 042260109 245 16300 SH SOLE 0 0 16300 ARNOLD INDS INC COMMON STOCK 042595108 339 17500 SH SOLE 0 0 17500 ARQULE INC COMMON STOCK 04269E107 310 14300 SH SOLE 0 0 14300 ARROW ELECTRS INC COMMON STOCK 042735100 330 13600 SH SOLE 0 0 13600 ARTESYN TECH COMMON STOCK 043127109 348 27000 SH SOLE 0 0 27000 ARTHROCARE CORP COMMON STOCK 043136100 413 15800 SH SOLE 0 0 15800 ASHLAND INC. COMMON STOCK 044204105 927 23119 SH SOLE 0 0 23119 ASM LITHOGRAPHY HLDG N V COMMON STOCK N07059111 554 24892 SH SOLE 0 0 24892 ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 255 36500 SH SOLE 0 0 36500 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 525 21700 SH SOLE 0 0 21700 ASSOCIATED BANC CORP COMMON STOCK 045487105 295 8200 SH SOLE 0 0 8200 ASTEC INDS INC COMMON STOCK 046224101 236 13700 SH SOLE 0 0 13700 ASTORIA FINL CORP COMMON STOCK 046265104 930 16900 SH SOLE 0 0 16900 ASTROPOWER INC COMMON STOCK 04644A101 521 10000 SH SOLE 0 0 10000 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 915 30500 SH SOLE 0 0 30500 ATMEL CORP COMMON STOCK 049513104 769 57000 SH SOLE 0 0 57000 ATMI INC COMMON STOCK 00207R101 642 21400 SH SOLE 0 0 21400 ATMOS ENERGY CORP COMMON STOCK 049560105 702 28700 SH SOLE 0 0 28700 ATWOOD OCEANICS INC COMMON STOCK 050095108 344 9800 SH SOLE 0 0 9800 AUDIOVOX CORP COMMON STOCK 050757103 176 15900 SH SOLE 0 0 15900 AUSPEX SYSTEMS INC COMMON STOCK 052116100 228 32000 SH SOLE 0 0 32000 AUTODESK INC COMMON STOCK 052769106 692 18565 SH SOLE 0 0 18565 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 10592 213112 SH SOLE 0 0 213112 AUTOZONE INC COMMON STOCK 053332102 1408 37544 SH SOLE 0 0 37544 AVANT CORP COMMON STOCK 053487104 352 26500 SH SOLE 0 0 26500 AVAYA INC COMMON STOCK 053499109 1285 93783 SH SOLE 0 0 93783 AVERY DENNISON CORP COMMON STOCK 053611109 1867 36568 SH SOLE 0 0 36568 AVID TECHNOLOGY INC COMMON STOCK 05367P100 286 18200 SH SOLE 0 0 18200 AVISTA CORP COMMON STOCK 05379B107 669 33500 SH SOLE 0 0 33500 AVNET COMMON STOCK 053807103 600 26748 SH SOLE 0 0 26748 AVON PRODUCTS, INC. COMMON STOCK 054303102 3652 78903 SH SOLE 0 0 78903 AWARE INC MASS COMMON STOCK 05453N100 144 16000 SH SOLE 0 0 16000 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 1018 68800 SH SOLE 0 0 68800 AXT, INC COMMON STOCK 00246W103 419 15700 SH SOLE 0 0 15700 AZTER CORP COMMON STOCK 054802103 322 26600 SH SOLE 0 0 26600 B B & T CORPORATION COMMON STOCK 054937107 4931 134363 SH SOLE 0 0 134363 BAKER HUGHES INC. COMMON STOCK 057224107 3732 111406 SH SOLE 0 0 111406 BALDOR ELECTRIC CO COMMON STOCK 057741100 513 24000 SH SOLE 0 0 24000 BALL CORP COMMON STOCK 058498106 585 12305 SH SOLE 0 0 12305 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 607 20500 SH SOLE 0 0 20500 BANK OF AMERICA CORP COMMON STOCK 060505104 33084 551127 SH SOLE 0 0 551127 BANK OF NEW YORK CO INC COMMON STOCK 064057102 11767 245151 SH SOLE 0 0 245151 BANK ONE COMMON STOCK 06423A103 13999 391022 SH SOLE 0 0 391022 BANKNORTH GROUP INC. COMMON STOCK 06646R107 401 17700 SH SOLE 0 0 17700 BARD (C.R.) INC COMMON STOCK 067383109 963 16909 SH SOLE 0 0 16909 BARNES & NOBLE INC COMMON STOCK 067774109 311 7900 SH SOLE 0 0 7900 BARNES GROUP INC COMMON STOCK 067806109 324 13100 SH SOLE 0 0 13100 BARR LABS INC COMMON STOCK 068306109 298 4300 SH SOLE 0 0 4300 BARRA INC COMMON STOCK 068313105 587 15000 SH SOLE 0 0 15000 BARRETT RES CORP COMMON STOCK 068480201 1398 23700 SH SOLE 0 0 23700 BAUSCH & LOMB INC. COMMON STOCK 071707103 853 23526 SH SOLE 0 0 23526 BAXTER INTL COMMON STOCK 071813109 10002 198062 SH SOLE 0 0 198062 BE AEROSPACE INC COMMON STOCK 073302101 387 20300 SH SOLE 0 0 20300 BEAR STEARNS CO COMMON STOCK 073902108 2083 35315 SH SOLE 0 0 35315 BECKMAN COULTER INC COMMON STOCK 075811109 298 7300 SH SOLE 0 0 7300 BECTON DICKINSON & CO COMMON STOCK 075887109 3048 85173 SH SOLE 0 0 85173 BED BATH & BEYOND INC COMMON STOCK 075896100 2961 94900 SH SOLE 0 0 94900 BEL FUSE INC COMMON STOCK 077347300 253 7600 SH SOLE 0 0 7600 BELDEN INC COMMON STOCK 077459105 465 17400 SH SOLE 0 0 17400 BELL MICROPRODUCTS INC COMMON STOCK 078137106 134 11200 SH SOLE 0 0 11200 BELLSOUTH CORP COMMON STOCK 079860102 25724 638781 SH SOLE 0 0 638781 BELO CORP CL-A COMMON STOCK 080555105 262 13900 SH SOLE 0 0 13900 BEMIS INC COMMON STOCK 081437105 707 17605 SH SOLE 0 0 17605 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 339 13900 SH SOLE 0 0 13900 BERGEN BRUNSWIG COMMON STOCK 083739102 317 16500 SH SOLE 0 0 16500 BERKSHIRE HATHAWAY INC DEL COMMON STOCK 084670207 239 104 SH SOLE 0 0 104 BEST BUY INC COMMON STOCK 086516101 4386 69050 SH SOLE 0 0 69050 BIG LOTS, INC COMMON STOCK 089302103 506 37019 SH SOLE 0 0 37019 BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 531 40500 SH SOLE 0 0 40500 BIOGEN INC COMMON STOCK 090597105 2669 49100 SH SOLE 0 0 49100 BIOMET COMMON STOCK 090613100 2847 59238 SH SOLE 0 0 59238 BISYS GROUP INC COMMON STOCK 055472104 413 7000 SH SOLE 0 0 7000 BJ SVCS CO COMMON STOCK 055482103 751 25900 SH SOLE 0 0 25900 BJS WHSL CLUB INC COMMON STOCK 05548J106 474 8900 SH SOLE 0 0 8900 BLACK & DECKER CORP COMMON STOCK 091797100 1057 26786 SH SOLE 0 0 26786 BLACK BOX CORP DEL COMMON STOCK 091826107 916 13600 SH SOLE 0 0 13600 BLOCK H.R. INC COMMON STOCK 093671105 1957 30312 SH SOLE 0 0 30312 BMC INDS INC MINN COMMON STOCK 055607105 116 19400 SH SOLE 0 0 19400 BMC SOFTWARE INC COMMON STOCK 055921100 1820 80748 SH SOLE 0 0 80748 BOEING CO. COMMON STOCK 097023105 16336 293815 SH SOLE 0 0 293815 BOISE CASCADE CORP. COMMON STOCK 097383103 671 19065 SH SOLE 0 0 19065 BORDERS GROUP INC COMMON STOCK 099709107 215 9600 SH SOLE 0 0 9600 BOSTON COMMUNICATIONS GROUP IN COMMON STOCK 100582105 173 12000 SH SOLE 0 0 12000 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 2277 133945 SH SOLE 0 0 133945 BOWATER, INC. 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CLB COMMON STOCK 115637209 1455 22752 SH SOLE 0 0 22752 BRUNSWICK CORP COMMON STOCK 117043109 695 28941 SH SOLE 0 0 28941 BRUSH WELLMAN INC COMMON STOCK 117421107 187 11700 SH SOLE 0 0 11700 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 348 24200 SH SOLE 0 0 24200 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 626 31300 SH SOLE 0 0 31300 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 4138 136573 SH SOLE 0 0 136573 BURLINGTON RES COMMON STOCK 122014103 2879 72426 SH SOLE 0 0 72426 C COR ELECTRS INC COMMON STOCK 125010108 274 22800 SH SOLE 0 0 22800 C D I CORP COMMON STOCK 125071100 229 13500 SH SOLE 0 0 13500 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 287 10300 SH SOLE 0 0 10300 C S X CORP. COMMON STOCK 126408103 2557 70569 SH SOLE 0 0 70569 C&D TECHNILOGIES INC COMMON STOCK 124661109 574 18500 SH SOLE 0 0 18500 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 501 31000 SH SOLE 0 0 31000 CABLETRON SYS INC COMMON STOCK 126920107 1462 63995 SH SOLE 0 0 63995 CABOT CORP COMMON STOCK 127055101 292 8100 SH SOLE 0 0 8100 CABOT OIL & GAS CORP COMMON STOCK 127097103 508 20800 SH SOLE 0 0 20800 CACI INTL INC COMMON STOCK 127190304 376 8000 SH SOLE 0 0 8000 CADENCE DESIGN SYS INC COMMON STOCK 127387108 714 38300 SH SOLE 0 0 38300 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 566 23000 SH SOLE 0 0 23000 CALPINE CORPORATION COMMON STOCK 131347106 4339 114800 SH SOLE 0 0 114800 CAMBREX CORP COMMON STOCK 132011107 915 18100 SH SOLE 0 0 18100 CAMPBELL SOUP CO. COMMON STOCK 134429109 3584 139184 SH SOLE 0 0 139184 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 4256 70750 SH SOLE 0 0 70750 CAPTARIS INC COMMON STOCK 14071N104 48 22900 SH SOLE 0 0 22900 CARAUSTAR INDS INC COMMON STOCK 140909102 181 19700 SH SOLE 0 0 19700 CARDINAL HEALTH INC COMMON STOCK 14149Y108 9701 140597 SH SOLE 0 0 140597 CARNIVAL CORPORATION COMMON STOCK 143658102 6265 204076 SH SOLE 0 0 204076 CARREKER CORPORATION COMMON STOCK 144433109 333 15500 SH SOLE 0 0 15500 CASEYS GEN STORES INC COMMON STOCK 147528103 455 35000 SH SOLE 0 0 35000 CASH AMER INVTS INC COMMON STOCK 14754D100 149 17500 SH SOLE 0 0 17500 CASTLE (A M) & CO COMMON STOCK 148411101 135 10000 SH SOLE 0 0 10000 CATALINA MARKETING CORP COMMON STOCK 148867104 207 6800 SH SOLE 0 0 6800 CATERPILLAR TRACTOR CO. 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COMMON STOCK 194162103 11806 200133 SH SOLE 0 0 200133 COMCAST CORP COMMON STOCK 200300200 13921 320750 SH SOLE 0 0 320750 COMERICA INC COMMON STOCK 200340107 3407 59150 SH SOLE 0 0 59150 COMMERCE BANCORP INC N J COMMON STOCK 200519106 1598 22800 SH SOLE 0 0 22800 COMMERCIAL FED CORP COMMON STOCK 201647104 841 36400 SH SOLE 0 0 36400 COMMERCIAL METALS CO COMMON STOCK 201723103 295 9200 SH SOLE 0 0 9200 COMMONWEALTH INDUSTRIES INC COMMON STOCK 203004106 52 11600 SH SOLE 0 0 11600 COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 672 29200 SH SOLE 0 0 29200 COMPAQ COMPUTER COMMON STOCK 204493100 9180 599196 SH SOLE 0 0 599196 COMPASS BANCSHARES INC. 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COMMON STOCK 444859102 611 62075 SH SOLE 0 0 62075 HUNTINGTON BASHARES COMMON STOCK 446150104 1359 83109 SH SOLE 0 0 83109 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 337 17700 SH SOLE 0 0 17700 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 344 22900 SH SOLE 0 0 22900 I T T INDUSTRIES INC COMMON STOCK 450911102 1292 29189 SH SOLE 0 0 29189 IBP INC COMMON STOCK 449223106 462 18300 SH SOLE 0 0 18300 ICN PHARMACEUTICALS INC NEW COMMON STOCK 448924100 308 9700 SH SOLE 0 0 9700 IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 1191 17600 SH SOLE 0 0 17600 IDEX CORP COMMON STOCK 45167R104 731 21500 SH SOLE 0 0 21500 IDEXX LABS INC COMMON STOCK 45168D104 728 23300 SH SOLE 0 0 23300 IHOP CORP COMMON STOCK 449623107 384 14300 SH SOLE 0 0 14300 ILLINOIS TOOL WORKS COMMON STOCK 452308109 6351 100335 SH SOLE 0 0 100335 IMC GLOBAL INC COMMON STOCK 449669100 143 14000 SH SOLE 0 0 14000 IMCO RECYCLING INC COMMON STOCK 449681105 80 11200 SH SOLE 0 0 11200 IMPATH INC COMMON STOCK 45255G101 501 11300 SH SOLE 0 0 11300 IMS HEALTH INC COMMON STOCK 449934108 2777 97438 SH SOLE 0 0 97438 INAMED CORP COMMON STOCK 453235103 410 14500 SH SOLE 0 0 14500 INDYMAC BANCORP, INC COMMON STOCK 456607100 206 7700 SH SOLE 0 0 7700 INFORMATION HLDGS INC COMMON STOCK 456727106 494 15300 SH SOLE 0 0 15300 INFORMATION RES INC COMMON STOCK 456905108 212 20500 SH SOLE 0 0 20500 INFORMIX CORP COMMON STOCK 456779107 200 34200 SH SOLE 0 0 34200 INGERSOLL RAND CO. COMMON STOCK 456866102 2405 58368 SH SOLE 0 0 58368 INNOVEX INC COMMON STOCK 457647105 39 10600 SH SOLE 0 0 10600 INPUT/OUTPUT INC COMMON STOCK 457652105 460 36200 SH SOLE 0 0 36200 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 718 29300 SH SOLE 0 0 29300 INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 694 19000 SH SOLE 0 0 19000 INTEGRATED DEVICE TECHNOLOGY I COMMON STOCK 458118106 415 13100 SH SOLE 0 0 13100 INTEL CORP COMMON STOCK 458140100 66931 2288234 SH SOLE 0 0 2288234 INTER TEL INC COMMON STOCK 458372109 207 17400 SH SOLE 0 0 17400 INTERFACE INC COMMON STOCK 458665106 270 36000 SH SOLE 0 0 36000 INTERMAGNETICS GENERAL CORP COMMON STOCK 458771102 353 10900 SH SOLE 0 0 10900 INTERN'L BUSINESS MACHINES COR COMMON STOCK 459200101 68023 601974 SH SOLE 0 0 601974 INTERN'L FLAVORS & FRAGRANCES COMMON STOCK 459506101 810 32220 SH SOLE 0 0 32220 INTERN'L PAPER CO. 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COMMON STOCK 494368103 10226 182937 SH SOLE 0 0 182937 KINDER MORGAM COMMON STOCK 49455P101 1930 38400 SH SOLE 0 0 38400 KING PHARMACEUTICALS INC COMMON STOCK 495582108 3752 69800 SH SOLE 0 0 69800 KIRBY CORP COMMON STOCK 497266106 419 17000 SH SOLE 0 0 17000 KLA INSTRS CORP COMMON STOCK 482480100 3581 61246 SH SOLE 0 0 61246 KNIGHT-RIDDER INC COMMON STOCK 499040103 1443 24342 SH SOLE 0 0 24342 KOHLS CORP COMMON STOCK 500255104 7566 120618 SH SOLE 0 0 120618 KOPIN CORP COMMON STOCK 500600101 558 46000 SH SOLE 0 0 46000 KRAFT FOODS INC COMMON STOCK 50075N104 254 8200 SH SOLE 0 0 8200 KROGGER CO COMMON STOCK 501044101 6769 270744 SH SOLE 0 0 270744 KROLL O'GARA CO COMMON STOCK 501050108 149 15800 SH SOLE 0 0 15800 KRONOS INC COMMON STOCK 501052104 364 8900 SH SOLE 0 0 8900 KULICKE & SOFFA INDS INC COMMON STOCK 501242101 594 34600 SH SOLE 0 0 34600 K2 INC COMMON STOCK 482732104 145 12700 SH SOLE 0 0 12700 L S I LOGIC CORP COMMON STOCK 502161102 2602 138419 SH SOLE 0 0 138419 L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 824 10800 SH SOLE 0 0 10800 LA Z BOY CHAIR CO COMMON STOCK 505336107 790 42700 SH SOLE 0 0 42700 LABOR READY INC COMMON STOCK 505401208 150 28700 SH SOLE 0 0 28700 LABRANCHE & COMPANY COMMON STOCK 505447102 200 6900 SH SOLE 0 0 6900 LACLEDE GAS CO COMMON STOCK 505588103 340 13400 SH SOLE 0 0 13400 LAM RESH CORP COMMON STOCK 512807108 445 15000 SH SOLE 0 0 15000 LANDAMERICA FINL GROUP INC COMMON STOCK 514936103 319 10000 SH SOLE 0 0 10000 LANDRYS SEAFOOD RESTAURANTS IN COMMON STOCK 51508L103 260 15300 SH SOLE 0 0 15300 LANDSTAR SYS INC COMMON STOCK 515098101 415 6100 SH SOLE 0 0 6100 LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 320 13100 SH SOLE 0 0 13100 LAWSON PRODS INC COMMON STOCK 520776105 202 6900 SH SOLE 0 0 6900 LEAR CORP COMMON STOCK 521865105 272 7800 SH SOLE 0 0 7800 LEG & PLATT COMMON STOCK 524660107 1432 65000 SH SOLE 0 0 65000 LEGATO SYS INC COMMON STOCK 524651106 169 10600 SH SOLE 0 0 10600 LEGG MASON INC COMMON STOCK 524901105 378 7600 SH SOLE 0 0 7600 LEHMAN BROS HLDGS INC COMMON STOCK 524908100 7397 95766 SH SOLE 0 0 95766 LENNAR CORP COMMON STOCK 526057104 321 7700 SH SOLE 0 0 7700 LENNOX INTL INC COMMON STOCK 526107107 435 39700 SH SOLE 0 0 39700 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 221 6800 SH SOLE 0 0 6800 LEXMARK INTL GROUP INC COMMON STOCK 529771107 3026 45000 SH SOLE 0 0 45000 LIBBEY INC COMMON STOCK 529898108 429 10800 SH SOLE 0 0 10800 LILLY (ELI) & CO. 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COMMON STOCK 69331C108 1437 128346 SH SOLE 0 0 128346 PHARMACEUTICAL PROD DEV INC COMMON STOCK 717124101 1117 36600 SH SOLE 0 0 36600 PHARMACIA CORP COMMON STOCK 71713U102 19852 432043 SH SOLE 0 0 432043 PHELPS DODGE COMMON STOCK 717265102 1085 26149 SH SOLE 0 0 26149 PHILADEPHIA SUBN CORP COMMON STOCK 718009608 977 38300 SH SOLE 0 0 38300 PHILIP MORRIS COS INC COMMON STOCK 718154107 38447 757573 SH SOLE 0 0 757573 PHILLIPS PETE COMMON STOCK 718507106 5565 97627 SH SOLE 0 0 97627 PHILLIPS VAN HEUSEN CORP COMMON STOCK 718592108 279 19400 SH SOLE 0 0 19400 PHOENIX TECHNOLOGIES INC COMMON STOCK 719153108 258 17700 SH SOLE 0 0 17700 PHOTON DYNAMICS INC COMMON STOCK 719364101 243 9000 SH SOLE 0 0 9000 PHOTRONICS INC COMMON STOCK 719405102 541 21100 SH SOLE 0 0 21100 PIEDMONT NATURAL GAS INC COMMON STOCK 720186105 810 22800 SH SOLE 0 0 22800 PIER 1 IMPORTS INC COMMON STOCK 720279108 784 68200 SH SOLE 0 0 68200 PINNACLE ENTERTAINMENT INC COMMON STOCK 723456109 135 18400 SH SOLE 0 0 18400 PINNACLE SYSTEMS INC COMMON STOCK 723481107 219 36200 SH SOLE 0 0 36200 PINNACLE WEST CAP CORP COMMON STOCK 723484101 1332 28100 SH SOLE 0 0 28100 PIONEER NAT RES CO COMMON STOCK 723787107 205 12000 SH SOLE 0 0 12000 PIONEER STANDARD ELECTRONICS I COMMON STOCK 723877106 250 19500 SH SOLE 0 0 19500 PITNEY BOWES INC. 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COMMON STOCK 783549108 388 19804 SH SOLE 0 0 19804 RYLAND GROUP INC COMMON STOCK 783764103 481 9500 SH SOLE 0 0 9500 S B C COMMINICATIONS INC COMMON STOCK 78387G103 46354 1157123 SH SOLE 0 0 1157123 SABRE GROUP HLDGS INC COMMON STOCK 785905100 2190 43798 SH SOLE 0 0 43798 SAFECO CORP COMMON STOCK 786429100 1247 42283 SH SOLE 0 0 42283 SAFEWAY INC COMMON STOCK 786514208 8070 168134 SH SOLE 0 0 168134 SAINT JUDE MEDICAL INC COMMON STOCK 790849103 1699 28317 SH SOLE 0 0 28317 SAINT PAUL COMPANIES COMMON STOCK 792860108 3805 75053 SH SOLE 0 0 75053 SAKS INC. COMMON STOCK 79377W108 166 17300 SH SOLE 0 0 17300 SANDISK CORP COMMON STOCK 80004C101 229 8200 SH SOLE 0 0 8200 SANMINA CORP COMMON STOCK 800907107 2390 102100 SH SOLE 0 0 102100 SAPIENT CORP COMMON STOCK 803062108 391 40100 SH SOLE 0 0 40100 SARA LEE CORP COMMON STOCK 803111103 5229 276077 SH SOLE 0 0 276077 SCANA CORP COMMON STOCK 80589M102 364 12800 SH SOLE 0 0 12800 SCHERING-PLOUGH CORP. 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