13F-HR 1 edgarfourth.txt EDGARFOURTH 13F-HR 12/31/01 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: 12/31/01 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 1/5/02 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: 1335 FORM 13F INFORMATION TABLE VALUE TOTAL: $4,055,464 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 1218 54638 SH SOLE 0 0 54638 A T & T CORPORATION COMMON STOCK 001957109 22168 1222054 SH SOLE 0 0 1222054 A.G. EDWARDS INC COMMON STOCK 281760108 433 9800 SH SOLE 0 0 9800 AAR CORP COMMON STOCK 000361105 196 21800 SH SOLE 0 0 21800 AARON RENTS INC COMMON STOCK 002535201 262 16100 SH SOLE 0 0 16100 ABBOTT LABORATORIES COMMON STOCK 002824100 29953 537266 SH SOLE 0 0 537266 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 321 12100 SH SOLE 0 0 12100 ABM INDS INC COMMON STOCK 000957100 602 19200 SH SOLE 0 0 19200 ACCREDO HEALTH INC COMMON STOCK 00437V104 830 20900 SH SOLE 0 0 20900 ACTEL CORP COMMON STOCK 004934105 380 19100 SH SOLE 0 0 19100 ACTION PERFORMANCE COS INC COMMON STOCK 004933107 398 13000 SH SOLE 0 0 13000 ACUITY BRANDS INC COMMON STOCK 00508Y102 519 42900 SH SOLE 0 0 42900 ACXIOM CORP COMMON STOCK 005125109 346 19800 SH SOLE 0 0 19800 ADAPTEC INC COMMON STOCK 00651F108 1156 79700 SH SOLE 0 0 79700 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 1219 264952 SH SOLE 0 0 264952 ADMINISTAFF INC COMMON STOCK 007094105 606 22100 SH SOLE 0 0 22100 ADOBE SYS INC COMMON STOCK 00724F101 2525 81320 SH SOLE 0 0 81320 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 685 25700 SH SOLE 0 0 25700 ADVANCED MARKETING SVCS INC COMMON STOCK 00753T105 283 15500 SH SOLE 0 0 15500 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1848 116514 SH SOLE 0 0 116514 ADVANCED TISSUE SCIENCES INC COMMON STOCK 00755F103 226 51900 SH SOLE 0 0 51900 ADVANCEPCS COMMON STOCK 00790K109 1975 67300 SH SOLE 0 0 67300 ADVENT SOFTWARE INC COMMON STOCK 007974108 205 4100 SH SOLE 0 0 4100 ADVO INC COMMON STOCK 007585102 710 16500 SH SOLE 0 0 16500 AEROFLEX INC COMMON STOCK 007768104 912 48200 SH SOLE 0 0 48200 AES CORP COMMON STOCK 00130H105 2949 180338 SH SOLE 0 0 180338 AETNA INC NEW COMMON STOCK 00817Y108 1590 48191 SH SOLE 0 0 48191 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 754 7100 SH SOLE 0 0 7100 AFLAC, INC COMMON STOCK 001055102 4379 178300 SH SOLE 0 0 178300 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 4597 161251 SH SOLE 0 0 161251 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 3733 79586 SH SOLE 0 0 79586 AIRGAS INC COMMON STOCK 009363102 245 16200 SH SOLE 0 0 16200 AK STL HLDG CORP COMMON STOCK 001547108 149 13100 SH SOLE 0 0 13100 ALBERTO CULVER CLB COMMON STOCK 013068101 1184 26472 SH SOLE 0 0 26472 ALBERTSON INC COMMON STOCK 013104104 4590 145748 SH SOLE 0 0 145748 ALCOA INC COMMON STOCK 013817101 10902 306674 SH SOLE 0 0 306674 ALLEGHENY ENERGY COMMON STOCK 017361106 1594 44000 SH SOLE 0 0 44000 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 455 27135 SH SOLE 0 0 27135 ALLEN TELECOM INC COMMON STOCK 018091108 193 22700 SH SOLE 0 0 22700 ALLERGAN INC COMMON STOCK 018490102 3481 46384 SH SOLE 0 0 46384 ALLETE COMMON STOCK 018522102 252 10000 SH SOLE 0 0 10000 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 417 34500 SH SOLE 0 0 34500 ALLIANT ENERGY CORP COMMON STOCK 018802108 325 10700 SH SOLE 0 0 10700 ALLIANT TECHSYSTEM COMMON STOCK 018804104 1536 19900 SH SOLE 0 0 19900 ALLIED WASTE INDS INC COMMON STOCK 019589308 939 66800 SH SOLE 0 0 66800 ALLMERICA FINL CORP COMMON STOCK 019754100 285 6400 SH SOLE 0 0 6400 ALLSTATE CORP COMMON STOCK 020002101 8737 259271 SH SOLE 0 0 259271 ALLTEL CORP COMMON STOCK 020039103 6557 106221 SH SOLE 0 0 106221 ALPHA INDUTRIES INC COMMON STOCK 020753109 765 35100 SH SOLE 0 0 35100 ALPHARMA, INC. COMMON STOCK 020813101 862 32600 SH SOLE 0 0 32600 ALTERA CORP COMMON STOCK 021441100 2782 131100 SH SOLE 0 0 131100 AMBAC INC COMMON STOCK 023139108 2074 35850 SH SOLE 0 0 35850 AMER WATER WORKS CO COMMON STOCK 030411102 505 12100 SH SOLE 0 0 12100 AMERADA HESS CORP. COMMON STOCK 023551104 1891 30261 SH SOLE 0 0 30261 AMEREN CORP COMMON STOCK 023608102 1967 46498 SH SOLE 0 0 46498 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 222 8500 SH SOLE 0 0 8500 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 4975 114299 SH SOLE 0 0 114299 AMERICAN EXPRESS CO. COMMON STOCK 025816109 16158 452742 SH SOLE 0 0 452742 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 204 8300 SH SOLE 0 0 8300 AMERICAN FINANCIAL HLDGS INC COMMON STOCK 026075101 475 18700 SH SOLE 0 0 18700 AMERICAN GREETING CORP COMMON STOCK 026375105 590 42790 SH SOLE 0 0 42790 AMERICAN HOME PRODUCTS CORP. COMMON STOCK 026609107 27569 449304 SH SOLE 0 0 449304 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 72651 914997 SH SOLE 0 0 914997 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 597 14200 SH SOLE 0 0 14200 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 607 33600 SH SOLE 0 0 33600 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 956 66100 SH SOLE 0 0 66100 AMERICAN STATES WATER CO COMMON STOCK 029899101 287 8200 SH SOLE 0 0 8200 AMERICAN STD COS INC DEL COMMON STOCK 029712106 594 8700 SH SOLE 0 0 8700 AMERICREDIT CORP COMMON STOCK 03060R101 319 10100 SH SOLE 0 0 10100 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 2223 34985 SH SOLE 0 0 34985 AMGEN INC COMMON STOCK 031162100 20276 359254 SH SOLE 0 0 359254 AMSOUTH BANCORPORATION COMMON STOCK 032165102 2372 125514 SH SOLE 0 0 125514 ANADARKO PETE CORP. COMMON STOCK 032511107 4830 84953 SH SOLE 0 0 84953 ANALOG DEVICES INC COMMON STOCK 032654105 5413 121948 SH SOLE 0 0 121948 ANALOGIC CORP COMMON STOCK 032657207 404 10500 SH SOLE 0 0 10500 ANALYSTS INTL CORP COMMON STOCK 032681108 81 19500 SH SOLE 0 0 19500 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 355 20000 SH SOLE 0 0 20000 ANCHOR GAMING COMMON STOCK 033037102 844 12000 SH SOLE 0 0 12000 ANDREW CORP COMMON STOCK 034425108 780 35645 SH SOLE 0 0 35645 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 14342 317232 SH SOLE 0 0 317232 ANIXTER INTERNATIONAL COMMON STOCK 035290105 844 29100 SH SOLE 0 0 29100 ANN TAYLOR STORES CORP COMMON STOCK 036115103 819 23400 SH SOLE 0 0 23400 AOL TIME WARNER INC. COMMON STOCK 00184A105 49741 1549569 SH SOLE 0 0 1549569 AON CORP COMMON STOCK 037389103 3488 98206 SH SOLE 0 0 98206 APACHE CORP COMMON STOCK 037411105 2334 42533 SH SOLE 0 0 42533 APOGEE ENTERPRISES INC COMMON STOCK 037598109 361 22800 SH SOLE 0 0 22800 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 359 13900 SH SOLE 0 0 13900 APOLLO GROUP INCCL A COMMON STOCK 037604105 835 18550 SH SOLE 0 0 18550 APPLE COMPUTER, INC COMMON STOCK 037833100 2713 123900 SH SOLE 0 0 123900 APPLEBEES INTL INC COMMON STOCK 037899101 1023 29900 SH SOLE 0 0 29900 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 2810 71556 SH SOLE 0 0 71556 APPLICA INC COMMON STOCK 03815A106 168 18600 SH SOLE 0 0 18600 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 295 15800 SH SOLE 0 0 15800 APPLIED MATLS INC COMMON STOCK 038222105 11060 275802 SH SOLE 0 0 275802 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 1152 101800 SH SOLE 0 0 101800 APTARGROUP INC COMMON STOCK 038336103 1012 28900 SH SOLE 0 0 28900 APW LTD COMMON STOCK G04397108 55 33000 SH SOLE 0 0 33000 ARBITRON INC COMMON STOCK 03875Q108 806 23600 SH SOLE 0 0 23600 ARCH CHEMICAL INC. COMMON STOCK 03937R102 418 18000 SH SOLE 0 0 18000 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 3334 232344 SH SOLE 0 0 232344 ARCTIC CAT INC COMMON STOCK 039670104 328 19300 SH SOLE 0 0 19300 ARGOSY GAMING CO COMMON STOCK 040228108 758 23300 SH SOLE 0 0 23300 ARKANSAS BEST CORP COMMON STOCK 040790107 476 16500 SH SOLE 0 0 16500 ARMOR HLDGS INC COMMON STOCK 042260109 626 23200 SH SOLE 0 0 23200 ARQULE INC COMMON STOCK 04269E107 277 16300 SH SOLE 0 0 16300 ARROW ELECTRS INC COMMON STOCK 042735100 359 12000 SH SOLE 0 0 12000 ARTESYN TECH COMMON STOCK 043127109 287 30800 SH SOLE 0 0 30800 ARTHROCARE CORP COMMON STOCK 043136100 323 18000 SH SOLE 0 0 18000 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P108 142 35100 SH SOLE 0 0 35100 ASHLAND INC. COMMON STOCK 044204105 1093 23719 SH SOLE 0 0 23719 ASHWORTH INC COMMON STOCK 04516H101 84 10600 SH SOLE 0 0 10600 ASPECT COMMUNICATIONS CORP COMMON STOCK 04523Q102 162 41700 SH SOLE 0 0 41700 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 415 24700 SH SOLE 0 0 24700 ASSOCIATED BANC CORP COMMON STOCK 045487105 286 8100 SH SOLE 0 0 8100 ASTEC INDS INC COMMON STOCK 046224101 226 15600 SH SOLE 0 0 15600 ASTORIA FINL CORP COMMON STOCK 046265104 722 27300 SH SOLE 0 0 27300 ASTROPOWER INC COMMON STOCK 04644A101 461 11400 SH SOLE 0 0 11400 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 13030 906779 SH SOLE 0 0 906779 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 810 34800 SH SOLE 0 0 34800 ATMEL CORP COMMON STOCK 049513104 417 56600 SH SOLE 0 0 56600 ATMI INC COMMON STOCK 00207R101 584 24500 SH SOLE 0 0 24500 ATMOS ENERGY CORP COMMON STOCK 049560105 695 32700 SH SOLE 0 0 32700 ATWOOD OCEANICS INC COMMON STOCK 050095108 390 11200 SH SOLE 0 0 11200 AUDIOVOX CORP COMMON STOCK 050757103 136 18200 SH SOLE 0 0 18200 AUTODESK INC COMMON STOCK 052769106 681 18265 SH SOLE 0 0 18265 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 12717 215912 SH SOLE 0 0 215912 AUTOZONE INC COMMON STOCK 053332102 2947 41044 SH SOLE 0 0 41044 AVANT CORP COMMON STOCK 053487104 621 30300 SH SOLE 0 0 30300 AVAYA INC COMMON STOCK 053499109 1167 96083 SH SOLE 0 0 96083 AVERY DENNISON CORP COMMON STOCK 053611109 2112 37368 SH SOLE 0 0 37368 AVID TECHNOLOGY INC COMMON STOCK 05367P100 253 20800 SH SOLE 0 0 20800 AVISTA CORP COMMON STOCK 05379B107 507 38200 SH SOLE 0 0 38200 AVNET COMMON STOCK 053807103 364 14300 SH SOLE 0 0 14300 AVON PRODUCTS, INC. COMMON STOCK 054303102 3808 81903 SH SOLE 0 0 81903 AWARE INC MASS COMMON STOCK 05453N100 152 18300 SH SOLE 0 0 18300 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 1013 78600 SH SOLE 0 0 78600 AXT, INC COMMON STOCK 00246W103 258 17900 SH SOLE 0 0 17900 AZTER CORP COMMON STOCK 054802103 556 30400 SH SOLE 0 0 30400 B B & T CORPORATION COMMON STOCK 054937107 5397 149463 SH SOLE 0 0 149463 BAKER HUGHES INC. COMMON STOCK 057224107 4191 114906 SH SOLE 0 0 114906 BALDOR ELECTRIC CO COMMON STOCK 057741100 573 27400 SH SOLE 0 0 27400 BALL CORP COMMON STOCK 058498106 877 12405 SH SOLE 0 0 12405 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 505 23400 SH SOLE 0 0 23400 BANK OF AMERICA CORP COMMON STOCK 060505104 35354 561627 SH SOLE 0 0 561627 BANK OF NEW YORK CO INC COMMON STOCK 064057102 10178 249451 SH SOLE 0 0 249451 BANK ONE COMMON STOCK 06423A103 15633 400322 SH SOLE 0 0 400322 BANKNORTH GROUP INC. COMMON STOCK 06646R107 421 18700 SH SOLE 0 0 18700 BARD (C.R.) INC COMMON STOCK 067383109 1110 17209 SH SOLE 0 0 17209 BARNES & NOBLE INC COMMON STOCK 067774109 234 7900 SH SOLE 0 0 7900 BARNES GROUP INC COMMON STOCK 067806109 360 15000 SH SOLE 0 0 15000 BARR LABS INC COMMON STOCK 068306109 556 7000 SH SOLE 0 0 7000 BARRA INC COMMON STOCK 068313105 805 17100 SH SOLE 0 0 17100 BARRICK GOLD COMMON STOCK 067901108 2888 181052 SH SOLE 0 0 181052 BAUSCH & LOMB INC. COMMON STOCK 071707103 905 24026 SH SOLE 0 0 24026 BAXTER INTLINC COMMON STOCK 071813109 11153 207962 SH SOLE 0 0 207962 BE AEROSPACE INC COMMON STOCK 073302101 238 25900 SH SOLE 0 0 25900 BEAR STEARNS CO COMMON STOCK 073902108 1871 31915 SH SOLE 0 0 31915 BECKMAN COULTER INC COMMON STOCK 075811109 328 7400 SH SOLE 0 0 7400 BECTON DICKINSON & CO COMMON STOCK 075887109 2896 87373 SH SOLE 0 0 87373 BED BATH & BEYOND INC COMMON STOCK 075896100 3319 97900 SH SOLE 0 0 97900 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 202 11600 SH SOLE 0 0 11600 BEL FUSE INC COMMON STOCK 077347300 218 8700 SH SOLE 0 0 8700 BELDEN INC COMMON STOCK 077459105 469 19900 SH SOLE 0 0 19900 BELL MICROPRODUCTS INC COMMON STOCK 078137106 170 13500 SH SOLE 0 0 13500 BELLSOUTH CORP COMMON STOCK 079860102 25049 656581 SH SOLE 0 0 656581 BELO CORP CL-A COMMON STOCK 080555105 249 13300 SH SOLE 0 0 13300 BEMIS INC COMMON STOCK 081437105 885 18005 SH SOLE 0 0 18005 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 301 15900 SH SOLE 0 0 15900 BERKSHIRE HATHAWAY INC DEL COMMON STOCK 084670207 263 104 SH SOLE 0 0 104 BEST BUY INC COMMON STOCK 086516101 5411 72650 SH SOLE 0 0 72650 BIG LOTS, INC COMMON STOCK 089302103 399 38319 SH SOLE 0 0 38319 BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 381 46300 SH SOLE 0 0 46300 BIOGEN INC COMMON STOCK 090597105 2890 50400 SH SOLE 0 0 50400 BIOMET COMMON STOCK 090613100 2809 90907 SH SOLE 0 0 90907 BISYS GROUP INC COMMON STOCK 055472104 454 7100 SH SOLE 0 0 7100 BJ SVCS CO COMMON STOCK 055482103 652 20100 SH SOLE 0 0 20100 BJS WHSL CLUB INC COMMON STOCK 05548J106 392 8900 SH SOLE 0 0 8900 BLACK & DECKER CORP COMMON STOCK 091797100 1041 27586 SH SOLE 0 0 27586 BLACK BOX CORP DEL COMMON STOCK 091826107 820 15500 SH SOLE 0 0 15500 BLOCK H.R. INC COMMON STOCK 093671105 3139 70224 SH SOLE 0 0 70224 BMC INDS INC MINN COMMON STOCK 055607105 46 22200 SH SOLE 0 0 22200 BMC SOFTWARE INC COMMON STOCK 055921100 1351 82548 SH SOLE 0 0 82548 BOEING CO. COMMON STOCK 097023105 12069 311215 SH SOLE 0 0 311215 BOISE CASCADE CORP. COMMON STOCK 097383103 662 19465 SH SOLE 0 0 19465 BOSTON COMMUNICATIONS GROUP IN COMMON STOCK 100582105 155 13700 SH SOLE 0 0 13700 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 393 17800 SH SOLE 0 0 17800 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 3281 136045 SH SOLE 0 0 136045 BOWATER, INC. COMMON STOCK 102183100 324 6800 SH SOLE 0 0 6800 BOWNE & CO COMMON STOCK 103043105 342 26700 SH SOLE 0 0 26700 BRADY W H CO COMMON STOCK 104674106 677 18500 SH SOLE 0 0 18500 BRIGGS & STRATTON COMMON STOCK 109043109 747 17500 SH SOLE 0 0 17500 BRIGHTPOINT INC COMMON STOCK 109473108 142 45100 SH SOLE 0 0 45100 BRINKER INTL INC COMMON STOCK 109641100 363 12200 SH SOLE 0 0 12200 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 35020 686675 SH SOLE 0 0 686675 BROADCOM CORP COMMON STOCK 111320107 3605 88200 SH SOLE 0 0 88200 BROADWING INC COMMON STOCK 111620100 253 26600 SH SOLE 0 0 26600 BROOKS AUTOMATION INC COMMON STOCK 11434A100 573 14100 SH SOLE 0 0 14100 BROWN SHOE COMPANY INC COMMON STOCK 115736100 229 14100 SH SOLE 0 0 14100 BROWN TOM INC COMMON STOCK 115660201 854 31600 SH SOLE 0 0 31600 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 1456 23252 SH SOLE 0 0 23252 BRUNSWICK CORP COMMON STOCK 117043109 645 29641 SH SOLE 0 0 29641 BRUSH WELLMAN INC COMMON STOCK 117421107 191 13400 SH SOLE 0 0 13400 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 317 27600 SH SOLE 0 0 27600 BUILDING MATERIAL HOLDING CP COMMON STOCK 120113105 113 10400 SH SOLE 0 0 10400 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 601 35800 SH SOLE 0 0 35800 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 4028 141173 SH SOLE 0 0 141173 BURLINGTON RES COMMON STOCK 122014103 2847 75826 SH SOLE 0 0 75826 C COR ELECTRS INC COMMON STOCK 125010108 380 26100 SH SOLE 0 0 26100 C D I CORP COMMON STOCK 125071100 293 15400 SH SOLE 0 0 15400 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 298 10300 SH SOLE 0 0 10300 C S X CORP. COMMON STOCK 126408103 2537 72369 SH SOLE 0 0 72369 C&D TECHNILOGIES INC COMMON STOCK 124661109 482 21100 SH SOLE 0 0 21100 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 484 35400 SH SOLE 0 0 35400 CABOT CORP COMMON STOCK 127055101 286 8000 SH SOLE 0 0 8000 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 238 3000 SH SOLE 0 0 3000 CABOT OIL & GAS CORP COMMON STOCK 127097103 611 25400 SH SOLE 0 0 25400 CACI INTL INC COMMON STOCK 127190304 723 18300 SH SOLE 0 0 18300 CADENCE DESIGN SYS INC COMMON STOCK 127387108 835 38100 SH SOLE 0 0 38100 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 647 26200 SH SOLE 0 0 26200 CALPINE CORPORATION COMMON STOCK 131347106 2104 125300 SH SOLE 0 0 125300 CAMBREX CORP COMMON STOCK 132011107 903 20700 SH SOLE 0 0 20700 CAMPBELL SOUP CO. 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COMMON STOCK 149123101 6114 117019 SH SOLE 0 0 117019 CATO CORP (THE) COMMON STOCK 149205106 380 20100 SH SOLE 0 0 20100 CDW COMPUTER CTRS INC COMMON STOCK 125129106 575 10700 SH SOLE 0 0 10700 CEC ENTMT INC COMMON STOCK 125137109 972 22400 SH SOLE 0 0 22400 CENDANT CORP COMMON STOCK 151313103 6580 335545 SH SOLE 0 0 335545 CENTEX CORP. 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COMMON STOCK 162825103 331 24700 SH SOLE 0 0 24700 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 1332 38300 SH SOLE 0 0 38300 CHEMED CORP COMMON STOCK 163596109 271 8000 SH SOLE 0 0 8000 CHEMFIRST INC COMMON STOCK 16361A106 276 11500 SH SOLE 0 0 11500 CHESAPEAKE CORP COMMON STOCK 165159104 342 12300 SH SOLE 0 0 12300 CHEVRONTEXACO CORP COMMON STOCK 166764100 33975 379145 SH SOLE 0 0 379145 CHICO'S FAS INC COMMON STOCK 168615102 858 21600 SH SOLE 0 0 21600 CHIRON CORP COMMON STOCK 170040109 2823 64400 SH SOLE 0 0 64400 CHITTENDEN CORP COMMON STOCK 170228100 716 25950 SH SOLE 0 0 25950 CHOICEPOINT INC COMMON STOCK 170388102 385 7600 SH SOLE 0 0 7600 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 675 19700 SH SOLE 0 0 19700 CHUBB CORP COMMON STOCK 171232101 4468 64753 SH SOLE 0 0 64753 CIBER INC COMMON STOCK 17163B102 436 46100 SH SOLE 0 0 46100 CIENA CORP COMMON STOCK 171779101 1586 110800 SH SOLE 0 0 110800 CIGNA CORPORATION COMMON STOCK 125509109 5186 55969 SH SOLE 0 0 55969 CINCINNATI FINL CORP COMMON STOCK 172062101 2079 54492 SH SOLE 0 0 54492 CINERGY CORP. 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COMMON STOCK 269246104 462 45100 SH SOLE 0 0 45100 EAST WEST BANCORP INC COMMON STOCK 27579R104 482 18700 SH SOLE 0 0 18700 EASTMAN CHEM CO COMMON STOCK 277432100 1020 26148 SH SOLE 0 0 26148 EASTMAN KODAK CO. COMMON STOCK 277461109 2893 98288 SH SOLE 0 0 98288 EATON CORP COMMON STOCK 278058102 1739 23376 SH SOLE 0 0 23376 EATON VANCE CORP COMMON STOCK 278265103 302 8500 SH SOLE 0 0 8500 ECOLAB INC COMMON STOCK 278865100 1744 43318 SH SOLE 0 0 43318 EDISON INTERNATIONAL COMMON STOCK 281020107 1667 110381 SH SOLE 0 0 110381 EDUCATION MGMT CORP COMMON STOCK 28139T101 247 6800 SH SOLE 0 0 6800 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 271 9800 SH SOLE 0 0 9800 EL PASO CORP COMMON STOCK 28336L109 8195 183704 SH SOLE 0 0 183704 EL PASO ELEC CO COMMON STOCK 283677854 603 41600 SH SOLE 0 0 41600 ELANTEC SEMICONDUCTOR INC COMMON STOCK 284155108 699 18200 SH SOLE 0 0 18200 ELCOR CORP COMMON STOCK 284443108 434 15600 SH SOLE 0 0 15600 ELECTRO SCIENTIFIC INDUSTRIES COMMON STOCK 285229100 657 21900 SH SOLE 0 0 21900 ELECTROGLAS INC COMMON STOCK 285324109 251 17000 SH SOLE 0 0 17000 ELECTRONIC ARTS INC COMMON STOCK 285512109 983 16400 SH SOLE 0 0 16400 ELETRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 11605 169288 SH SOLE 0 0 169288 EMCOR GROUP INC COMMON STOCK 29084Q100 545 12000 SH SOLE 0 0 12000 EMERSON ELECTRIC CO. 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COMMON STOCK 313586109 28003 352242 SH SOLE 0 0 352242 FEDERATED DEPT STORES INC NEW COMMON STOCK 31410H101 2953 72199 SH SOLE 0 0 72199 FEDEX CORP COMMON STOCK 31428X106 5501 106040 SH SOLE 0 0 106040 FIDELITY NATL FINL INC COMMON STOCK 316326107 427 17200 SH SOLE 0 0 17200 FIFTH THIRD BANCORP COMMON STOCK 316773100 11968 195141 SH SOLE 0 0 195141 FILENET CORP COMMON STOCK 316869106 580 28600 SH SOLE 0 0 28600 FINANCIAL FED CORP COMMON STOCK 317492106 416 13300 SH SOLE 0 0 13300 FIRST AMERN FINL CORP CALIF COMMON STOCK 318522307 988 52700 SH SOLE 0 0 52700 FIRST BANCORP PUERTO RICO COMMON STOCK 318672102 613 21500 SH SOLE 0 0 21500 FIRST DATA CORP COMMON STOCK 319963104 10697 136353 SH SOLE 0 0 136353 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 294 11900 SH SOLE 0 0 11900 FIRST MIDWEST BANCORP COMMON STOCK 320867104 1198 41050 SH SOLE 0 0 41050 FIRST REP BK SAN FRANCISCO CAL COMMON STOCK 336158100 266 11000 SH SOLE 0 0 11000 FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 569 15700 SH SOLE 0 0 15700 FIRST VIRGINIA BANK INC. 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CL A COMMON STOCK 421933102 1527 83000 SH SOLE 0 0 83000 HEALTH NET, INC COMMON STOCK 42222G108 327 15000 SH SOLE 0 0 15000 HEALTHSOUTH CORP. COMMON STOCK 421924101 1957 132033 SH SOLE 0 0 132033 HEARTLAND EXPRESS INC COMMON STOCK 422347104 712 25625 SH SOLE 0 0 25625 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 283 15600 SH SOLE 0 0 15600 HELIX TECHNOLOGY CORP COMMON STOCK 423319102 410 18200 SH SOLE 0 0 18200 HELMERICH & PAYNE COMMON STOCK 423452101 207 6200 SH SOLE 0 0 6200 HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 236 10800 SH SOLE 0 0 10800 HERCULES, INC. COMMON STOCK 427056106 365 36459 SH SOLE 0 0 36459 HERSHEY FOODS CORP. COMMON STOCK 427866108 3139 46364 SH SOLE 0 0 46364 HEWLETT-PACKARD CO. 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COMMON STOCK 441815107 9564 165060 SH SOLE 0 0 165060 HUBBELL INC CL B COMMON STOCK 443510201 209 7100 SH SOLE 0 0 7100 HUDSON UNITED BANCORP COMMON STOCK 444165104 1091 38000 SH SOLE 0 0 38000 HUGHES SUPPLY INC COMMON STOCK 444482103 590 19100 SH SOLE 0 0 19100 HUMANA INC. 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