13F-HR 1 edgarmar.txt EDGARMAR 13F-HR 3/31/03 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: 3/31/03 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: 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 4/6/03 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: 1449 FORM 13F INFORMATION TABLE VALUE TOTAL: $3,448,751 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.G. EDWARDS INC COMMON STOCK 281760108 535 20639 SH SOLE 0 0 20639 AAR CORP COMMON STOCK 000361105 91 24126 SH SOLE 0 0 24126 AARON RENTS INC COMMON STOCK 002535201 336 16476 SH SOLE 0 0 16476 ABBOTT LABORATORIES COMMON STOCK 002824100 22775 605570 SH SOLE 0 0 605570 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 875 29122 SH SOLE 0 0 29122 ABM INDS INC COMMON STOCK 000957100 492 37414 SH SOLE 0 0 37414 ACCREDO HEALTH INC COMMON STOCK 00437V104 878 36074 SH SOLE 0 0 36074 ACE LTD COMMON STOCK G0070K103 2927 101100 SH SOLE 0 0 101100 ACTEL CORP COMMON STOCK 004934105 313 18332 SH SOLE 0 0 18332 ACTION PERFORMANCE COS INC COMMON STOCK 004933107 285 13472 SH SOLE 0 0 13472 ACTIVISION INC COMMON STOCK 004930202 249 17253 SH SOLE 0 0 17253 ACUITY BRANDS INC COMMON STOCK 00508Y102 423 31459 SH SOLE 0 0 31459 ACXIOM CORP COMMON STOCK 005125109 391 23242 SH SOLE 0 0 23242 ADAPTEC INC COMMON STOCK 00651F108 491 81451 SH SOLE 0 0 81451 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 615 298621 SH SOLE 0 0 298621 ADMINISTAFF INC COMMON STOCK 007094105 132 21103 SH SOLE 0 0 21103 ADOBE SYS INC COMMON STOCK 00724F101 2678 86857 SH SOLE 0 0 86857 ADTRAN INC COMMON STOCK 00738A106 385 10723 SH SOLE 0 0 10723 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 209 24381 SH SOLE 0 0 24381 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 331 21848 SH SOLE 0 0 21848 ADVANCED MARKETING SVCS INC COMMON STOCK 00753T105 161 14361 SH SOLE 0 0 14361 ADVANCED MED OPTICS INC COMMON STOCK 00763M108 293 21800 SH SOLE 0 0 21800 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 793 128268 SH SOLE 0 0 128268 ADVANCEPCS COMMON STOCK 00790K109 822 29000 SH SOLE 0 0 29000 ADVO INC COMMON STOCK 007585102 502 15206 SH SOLE 0 0 15206 AEROFLEX INC COMMON STOCK 007768104 258 45600 SH SOLE 0 0 45600 AES CORP COMMON STOCK 00130H105 735 203075 SH SOLE 0 0 203075 AETNA INC NEW COMMON STOCK 00817Y108 2776 56312 SH SOLE 0 0 56312 AFC ENTERPRISES INC COMMON STOCK 00104Q107 291 21600 SH SOLE 0 0 21600 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 1527 34504 SH SOLE 0 0 34504 AFLAC, INC COMMON STOCK 001055102 6365 198589 SH SOLE 0 0 198589 AGCO CORP COMMON STOCK 001084102 314 19519 SH SOLE 0 0 19519 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 2428 184663 SH SOLE 0 0 184663 AGL RESOURCES COMMON STOCK 001204106 386 16354 SH SOLE 0 0 16354 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 3618 87334 SH SOLE 0 0 87334 AIRBORNE INC. COMMON STOCK 009269101 248 12631 SH SOLE 0 0 12631 AIRGAS INC COMMON STOCK 009363102 345 18619 SH SOLE 0 0 18619 AK STL HLDG CORP COMMON STOCK 001547108 91 28071 SH SOLE 0 0 28071 ALBANY INTL CORP NEW COMMON STOCK 012348108 564 24600 SH SOLE 0 0 24600 ALBEMARLE CORP COMMON STOCK 012653101 278 11434 SH SOLE 0 0 11434 ALBERTO CULVER CLB COMMON STOCK 013068101 1072 21758 SH SOLE 0 0 21758 ALBERTSON INC COMMON STOCK 013104104 2779 147415 SH SOLE 0 0 147415 ALCOA INC COMMON STOCK 013817101 6246 322266 SH SOLE 0 0 322266 ALEXANDER & BALDWIN COMMON STOCK 014482103 268 10789 SH SOLE 0 0 10789 ALLEGHENY ENERGY COMMON STOCK 017361106 305 49034 SH SOLE 0 0 49034 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 87 29951 SH SOLE 0 0 29951 ALLEN TELECOM INC COMMON STOCK 018091108 226 23168 SH SOLE 0 0 23168 ALLERGAN INC COMMON STOCK 018490102 3563 52230 SH SOLE 0 0 52230 ALLETE COMMON STOCK 018522102 462 22271 SH SOLE 0 0 22271 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 87 27287 SH SOLE 0 0 27287 ALLIANT ENERGY CORP COMMON STOCK 018802108 535 33302 SH SOLE 0 0 33302 ALLIANT TECHSYSTEM COMMON STOCK 018804104 1570 29073 SH SOLE 0 0 29073 ALLIED WASTE INDS INC COMMON STOCK 019589308 606 75797 SH SOLE 0 0 75797 ALLMERICA FINL CORP COMMON STOCK 019754100 193 13766 SH SOLE 0 0 13766 ALLSTATE CORP COMMON STOCK 020002101 9049 272796 SH SOLE 0 0 272796 ALLTEL CORP COMMON STOCK 020039103 5288 118138 SH SOLE 0 0 118138 ALPHARMA, INC. COMMON STOCK 020813101 700 39017 SH SOLE 0 0 39017 ALTERA CORP COMMON STOCK 021441100 1934 142837 SH SOLE 0 0 142837 ALTRIA GROUP INC COMMON STOCK 02209S103 24000 801058 SH SOLE 0 0 801058 AMB PROPERTY CORP COMMON STOCK 00163T109 607 21500 SH SOLE 0 0 21500 AMBAC INC COMMON STOCK 023139108 2002 39625 SH SOLE 0 0 39625 AMERADA HESS CORP. COMMON STOCK 023551104 1889 42679 SH SOLE 0 0 42679 AMEREN CORP COMMON STOCK 023608102 2281 58411 SH SOLE 0 0 58411 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 269 18517 SH SOLE 0 0 18517 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 3336 145982 SH SOLE 0 0 145982 AMERICAN EXPRESS CO. COMMON STOCK 025816109 16677 501870 SH SOLE 0 0 501870 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 418 21050 SH SOLE 0 0 21050 AMERICAN GREETING CORP COMMON STOCK 026375105 321 24504 SH SOLE 0 0 24504 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 49431 999611 SH SOLE 0 0 999611 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 589 13619 SH SOLE 0 0 13619 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 387 32066 SH SOLE 0 0 32066 AMERICAN MED SYS HLDGS INC COMMON STOCK 02744M108 355 24600 SH SOLE 0 0 24600 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 1043 73224 SH SOLE 0 0 73224 AMERICAN STATES WATER CO COMMON STOCK 029899101 275 11526 SH SOLE 0 0 11526 AMERICAN STD COS INC DEL COMMON STOCK 029712106 1867 27150 SH SOLE 0 0 27150 AMERICREDIT CORP COMMON STOCK 03060R101 132 40045 SH SOLE 0 0 40045 AMERIGROUP CORP COMMON STOCK 03073T102 454 15500 SH SOLE 0 0 15500 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 2135 40666 SH SOLE 0 0 40666 AMERUS GROUP COMPANY COMMON STOCK 03072M108 331 13500 SH SOLE 0 0 13500 AMETEK NEW COMMON STOCK 031100100 284 8598 SH SOLE 0 0 8598 AMGEN INC COMMON STOCK 031162100 28457 494474 SH SOLE 0 0 494474 AMSOUTH BANCORPORATION COMMON STOCK 032165102 2641 132824 SH SOLE 0 0 132824 AMSURG CORP COMMON STOCK 03232P405 393 15600 SH SOLE 0 0 15600 ANADARKO PETE CORP. COMMON STOCK 032511107 4787 105200 SH SOLE 0 0 105200 ANALOG DEVICES INC COMMON STOCK 032654105 3747 136257 SH SOLE 0 0 136257 ANALOGIC CORP COMMON STOCK 032657207 462 10141 SH SOLE 0 0 10141 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 409 18647 SH SOLE 0 0 18647 ANDREW CORP COMMON STOCK 034425108 209 37985 SH SOLE 0 0 37985 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 15819 339382 SH SOLE 0 0 339382 ANIXTER INTERNATIONAL COMMON STOCK 035290105 646 28481 SH SOLE 0 0 28481 ANN TAYLOR STORES CORP COMMON STOCK 036115103 700 34098 SH SOLE 0 0 34098 ANSYS INC COMMON STOCK 03662Q105 265 11080 SH SOLE 0 0 11080 ANTHEM INC COMMON STOCK 03674B104 3644 55000 SH SOLE 0 0 55000 AOL TIME WARNER INC. COMMON STOCK 00184A105 18824 1733363 SH SOLE 0 0 1733363 AON CORP COMMON STOCK 037389103 2393 115720 SH SOLE 0 0 115720 APACHE CORP COMMON STOCK 037411105 3688 56887 SH SOLE 0 0 56887 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1277 35000 SH SOLE 0 0 35000 APOGEE ENTERPRISES INC COMMON STOCK 037598109 173 21018 SH SOLE 0 0 21018 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 406 27837 SH SOLE 0 0 27837 APOLLO GROUP INCCL A COMMON STOCK 037604105 3483 69802 SH SOLE 0 0 69802 APPLE COMPUTER, INC COMMON STOCK 037833100 1901 134409 SH SOLE 0 0 134409 APPLEBEES INTL INC COMMON STOCK 037899101 404 14400 SH SOLE 0 0 14400 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1237 78124 SH SOLE 0 0 78124 APPLICA INC COMMON STOCK 03815A106 87 17825 SH SOLE 0 0 17825 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 243 14561 SH SOLE 0 0 14561 APPLIED MATLS INC COMMON STOCK 038222105 7752 616228 SH SOLE 0 0 616228 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 369 113149 SH SOLE 0 0 113149 APRIA HEALTHCARE GROUP INC COMMON STOCK 037933108 334 14299 SH SOLE 0 0 14299 APTARGROUP INC COMMON STOCK 038336103 883 27297 SH SOLE 0 0 27297 AQUILA INC COMMON STOCK 03840P102 98 47266 SH SOLE 0 0 47266 ARBITRON INC COMMON STOCK 03875Q108 712 22446 SH SOLE 0 0 22446 ARCH CHEMICAL INC. COMMON STOCK 03937R102 319 17068 SH SOLE 0 0 17068 ARCH COAL INC COMMON STOCK 039380100 259 13608 SH SOLE 0 0 13608 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 2607 241433 SH SOLE 0 0 241433 ARCTIC CAT INC COMMON STOCK 039670104 263 16827 SH SOLE 0 0 16827 ARGOSY GAMING CO COMMON STOCK 040228108 439 21969 SH SOLE 0 0 21969 ARKANSAS BEST CORP COMMON STOCK 040790107 479 18854 SH SOLE 0 0 18854 ARMOR HLDGS INC COMMON STOCK 042260109 224 22360 SH SOLE 0 0 22360 ARQULE INC COMMON STOCK 04269E107 39 16199 SH SOLE 0 0 16199 ARROW ELECTRS INC COMMON STOCK 042735100 383 26024 SH SOLE 0 0 26024 ARTESYN TECH COMMON STOCK 043127109 90 29102 SH SOLE 0 0 29102 ARTHROCARE CORP COMMON STOCK 043136100 198 15901 SH SOLE 0 0 15901 ARVINMERITOR INC COMMON STOCK 043353101 247 17668 SH SOLE 0 0 17668 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P108 176 62847 SH SOLE 0 0 62847 ASHLAND INC. COMMON STOCK 044204105 756 25481 SH SOLE 0 0 25481 ASSOCIATED BANC CORP COMMON STOCK 045487105 630 19482 SH SOLE 0 0 19482 ASTEC INDS INC COMMON STOCK 046224101 87 14954 SH SOLE 0 0 14954 ASTORIA FINL CORP COMMON STOCK 046265104 587 25290 SH SOLE 0 0 25290 ASTROPOWER INC COMMON STOCK 04644A101 69 16582 SH SOLE 0 0 16582 AT & T CORP COMMON STOCK 001957505 5280 325925 SH SOLE 0 0 325925 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 6949 1052805 SH SOLE 0 0 1052805 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 213 34309 SH SOLE 0 0 34309 ATMEL CORP COMMON STOCK 049513104 194 121423 SH SOLE 0 0 121423 ATMI INC COMMON STOCK 00207R101 448 23267 SH SOLE 0 0 23267 ATMOS ENERGY CORP COMMON STOCK 049560105 728 34245 SH SOLE 0 0 34245 ATWOOD OCEANICS INC COMMON STOCK 050095108 266 10555 SH SOLE 0 0 10555 AUDIOVOX CORP COMMON STOCK 050757103 128 17325 SH SOLE 0 0 17325 AUTODESK INC COMMON STOCK 052769106 643 42126 SH SOLE 0 0 42126 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 7358 238979 SH SOLE 0 0 238979 AUTONATION INC COMMON STOCK 05329W102 1381 108300 SH SOLE 0 0 108300 AUTOZONE INC COMMON STOCK 053332102 2701 39312 SH SOLE 0 0 39312 AVAYA INC COMMON STOCK 053499109 279 136570 SH SOLE 0 0 136570 AVERY DENNISON CORP COMMON STOCK 053611109 2407 41024 SH SOLE 0 0 41024 AVID TECHNOLOGY INC COMMON STOCK 05367P100 448 20175 SH SOLE 0 0 20175 AVISTA CORP COMMON STOCK 05379B107 385 36372 SH SOLE 0 0 36372 AVNET COMMON STOCK 053807103 325 31059 SH SOLE 0 0 31059 AVOCENT CORP COMMON STOCK 053893103 299 12815 SH SOLE 0 0 12815 AVON PRODUCTS, INC. COMMON STOCK 054303102 5118 89719 SH SOLE 0 0 89719 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 353 74688 SH SOLE 0 0 74688 AZTER CORP COMMON STOCK 054802103 377 28074 SH SOLE 0 0 28074 B B & T CORPORATION COMMON STOCK 054937107 5561 176942 SH SOLE 0 0 176942 BAKER HUGHES INC. COMMON STOCK 057224107 3760 125619 SH SOLE 0 0 125619 BALDOR ELECTRIC CO COMMON STOCK 057741100 555 25923 SH SOLE 0 0 25923 BALL CORP COMMON STOCK 058498106 1459 26202 SH SOLE 0 0 26202 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 127 25132 SH SOLE 0 0 25132 BANK HAWAII CORP COMMON STOCK 062540109 521 16907 SH SOLE 0 0 16907 BANK OF AMERICA CORP COMMON STOCK 060505104 39254 587282 SH SOLE 0 0 587282 BANK OF NEW YORK CO INC COMMON STOCK 064057102 6081 296618 SH SOLE 0 0 296618 BANK ONE COMMON STOCK 06423A103 15843 457623 SH SOLE 0 0 457623 BANKNORTH GROUP INC. COMMON STOCK 06646R107 1037 47554 SH SOLE 0 0 47554 BANKUNITED FINL CORP COMMON STOCK 06652B103 337 19100 SH SOLE 0 0 19100 BARD (C.R.) INC COMMON STOCK 067383109 1623 25745 SH SOLE 0 0 25745 BARNES & NOBLE INC COMMON STOCK 067774109 320 16827 SH SOLE 0 0 16827 BARNES GROUP INC COMMON STOCK 067806109 303 14340 SH SOLE 0 0 14340 BARR LABS INC COMMON STOCK 068306109 981 17218 SH SOLE 0 0 17218 BARRA INC COMMON STOCK 068313105 445 14997 SH SOLE 0 0 14997 BAUSCH & LOMB INC. COMMON STOCK 071707103 784 23850 SH SOLE 0 0 23850 BAXTER INTL INC COMMON STOCK 071813109 4133 221734 SH SOLE 0 0 221734 BE AEROSPACE INC COMMON STOCK 073302101 51 26945 SH SOLE 0 0 26945 BEAR STEARNS CO COMMON STOCK 073902108 2380 36280 SH SOLE 0 0 36280 BECKMAN COULTER INC COMMON STOCK 075811109 543 15964 SH SOLE 0 0 15964 BECTON DICKINSON & CO COMMON STOCK 075887109 3588 104193 SH SOLE 0 0 104193 BED BATH & BEYOND INC COMMON STOCK 075896100 3779 109395 SH SOLE 0 0 109395 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 106 10942 SH SOLE 0 0 10942 BELDEN INC COMMON STOCK 077459105 203 18911 SH SOLE 0 0 18911 BELL MICROPRODUCTS INC COMMON STOCK 078137106 76 14905 SH SOLE 0 0 14905 BELLSOUTH CORP COMMON STOCK 079860102 16230 748974 SH SOLE 0 0 748974 BELO CORP CL-A COMMON STOCK 080555105 596 29415 SH SOLE 0 0 29415 BEMIS INC COMMON STOCK 081437105 831 19768 SH SOLE 0 0 19768 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 523 18461 SH SOLE 0 0 18461 BEST BUY INC COMMON STOCK 086516101 3240 120151 SH SOLE 0 0 120151 BIG LOTS, INC COMMON STOCK 089302103 487 43297 SH SOLE 0 0 43297 BIO-TECHNOLOGY GENERAL CORP COMMON STOCK 090578105 120 44578 SH SOLE 0 0 44578 BIOGEN INC COMMON STOCK 090597105 1669 55705 SH SOLE 0 0 55705 BIOMET COMMON STOCK 090613100 2970 96885 SH SOLE 0 0 96885 BIOSITE INC COMMON STOCK 090945106 434 11300 SH SOLE 0 0 11300 BISYS GROUP INC COMMON STOCK 055472104 508 31154 SH SOLE 0 0 31154 BJ SVCS CO COMMON STOCK 055482103 2024 58850 SH SOLE 0 0 58850 BJS WHSL CLUB INC COMMON STOCK 05548J106 318 28134 SH SOLE 0 0 28134 BLACK & DECKER CORP COMMON STOCK 091797100 1031 29589 SH SOLE 0 0 29589 BLACK BOX CORP DEL COMMON STOCK 091826107 437 14759 SH SOLE 0 0 14759 BLOCK H.R. INC COMMON STOCK 093671105 3500 81976 SH SOLE 0 0 81976 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 304 11960 SH SOLE 0 0 11960 BMC SOFTWARE INC COMMON STOCK 055921100 1317 87306 SH SOLE 0 0 87306 BOB EVANS FARMS INC COMMON STOCK 096761101 222 9236 SH SOLE 0 0 9236 BOEING CO. COMMON STOCK 097023105 8362 333666 SH SOLE 0 0 333666 BOISE CASCADE CORP. COMMON STOCK 097383103 474 21672 SH SOLE 0 0 21672 BORDERS GROUP INC COMMON STOCK 099709107 303 20590 SH SOLE 0 0 20590 BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 334 6981 SH SOLE 0 0 6981 BOSTON COMMUNICATIONS GROUP IN COMMON STOCK 100582105 207 13212 SH SOLE 0 0 13212 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 256 17104 SH SOLE 0 0 17104 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 6665 163514 SH SOLE 0 0 163514 BOWATER, INC. COMMON STOCK 102183100 535 14400 SH SOLE 0 0 14400 BOWNE & CO COMMON STOCK 103043105 254 25417 SH SOLE 0 0 25417 BRADY W H CO COMMON STOCK 104674106 498 17618 SH SOLE 0 0 17618 BRIGGS & STRATTON COMMON STOCK 109043109 641 16508 SH SOLE 0 0 16508 BRINKER INTL INC COMMON STOCK 109641100 862 28246 SH SOLE 0 0 28246 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 15720 743968 SH SOLE 0 0 743968 BROADCOM CORP COMMON STOCK 111320107 1272 102996 SH SOLE 0 0 102996 BROADWING INC COMMON STOCK 111620100 228 57006 SH SOLE 0 0 57006 BROOKS AUTOMATION INC NEW COMMON STOCK 114340102 267 27633 SH SOLE 0 0 27633 BROWN & BROWN INC COMMON STOCK 115236101 629 20100 SH SOLE 0 0 20100 BROWN SHOE COMPANY INC COMMON STOCK 115736100 363 13421 SH SOLE 0 0 13421 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 1592 20696 SH SOLE 0 0 20696 BRUNSWICK CORP COMMON STOCK 117043109 639 33646 SH SOLE 0 0 33646 BRUSH WELLMAN INC COMMON STOCK 117421107 64 12605 SH SOLE 0 0 12605 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 133 28038 SH SOLE 0 0 28038 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 551 33816 SH SOLE 0 0 33816 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 3710 148986 SH SOLE 0 0 148986 BURLINGTON RES COMMON STOCK 122014103 3590 75239 SH SOLE 0 0 75239 C COR ELECTRS INC COMMON STOCK 125010108 91 27596 SH SOLE 0 0 27596 C D I CORP COMMON STOCK 125071100 341 14647 SH SOLE 0 0 14647 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 793 24245 SH SOLE 0 0 24245 C S X CORP. 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COMMON STOCK 134429109 3217 153172 SH SOLE 0 0 153172 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 531 21300 SH SOLE 0 0 21300 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 2487 82878 SH SOLE 0 0 82878 CAPTARIS INC COMMON STOCK 14071N104 70 24196 SH SOLE 0 0 24196 CARAUSTAR INDS INC COMMON STOCK 140909102 144 21210 SH SOLE 0 0 21210 CARBO CERAMICS COMMON STOCK 140781105 385 11726 SH SOLE 0 0 11726 CARDINAL HEALTH INC COMMON STOCK 14149Y108 10336 181421 SH SOLE 0 0 181421 CAREER ED CORP COMMON STOCK 141665109 587 12000 SH SOLE 0 0 12000 CARLISLE CORP COMMON STOCK 142339100 324 8002 SH SOLE 0 0 8002 CARMAX INC COMMON STOCK 143130102 390 26800 SH SOLE 0 0 26800 CARNIVAL CORPORATION COMMON STOCK 143658102 5382 223231 SH SOLE 0 0 223231 CARREKER CORPORATION COMMON STOCK 144433109 37 17841 SH SOLE 0 0 17841 CASEY'S GEN STORES INC COMMON STOCK 147528103 449 37715 SH SOLE 0 0 37715 CASH AMER INVTS INC COMMON STOCK 14754D100 176 18554 SH SOLE 0 0 18554 CASTLE (A M) & CO COMMON STOCK 148411101 56 11759 SH SOLE 0 0 11759 CATALINA MARKETING CORP COMMON STOCK 148867104 267 13859 SH SOLE 0 0 13859 CATERPILLAR TRACTOR CO. 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COMMON STOCK 162825103 242 24631 SH SOLE 0 0 24631 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 423 13100 SH SOLE 0 0 13100 CHEMED CORP COMMON STOCK 163596109 237 7491 SH SOLE 0 0 7491 CHESAPEAKE CORP COMMON STOCK 165159104 194 11476 SH SOLE 0 0 11476 CHEVRONTEXACO CORP COMMON STOCK 166764100 26842 415185 SH SOLE 0 0 415185 CHICO'S FAS INC COMMON STOCK 168615102 442 22100 SH SOLE 0 0 22100 CHILDRENS PL RETAIL STORES INC COMMON STOCK 168905107 185 20100 SH SOLE 0 0 20100 CHIRON CORP COMMON STOCK 170040109 2627 70057 SH SOLE 0 0 70057 CHITTENDEN CORP COMMON STOCK 170228100 668 25551 SH SOLE 0 0 25551 CHOICEPOINT INC COMMON STOCK 170388102 748 22067 SH SOLE 0 0 22067 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 346 19561 SH SOLE 0 0 19561 CHUBB CORP COMMON STOCK 171232101 2835 63957 SH SOLE 0 0 63957 CHURCH & DWIGHT INC COMMON STOCK 171340102 316 10416 SH SOLE 0 0 10416 CIBER INC COMMON STOCK 17163B102 233 48944 SH SOLE 0 0 48944 CIENA CORP COMMON STOCK 171779101 706 161574 SH SOLE 0 0 161574 CIGNA CORPORATION COMMON STOCK 125509109 2890 63207 SH SOLE 0 0 63207 CIMA LABS INC COMMON STOCK 171796105 234 10800 SH SOLE 0 0 10800 CIMAREX ENERGY CO COMMON STOCK 171798101 602 30955 SH SOLE 0 0 30955 CINCINNATI FINL CORP COMMON STOCK 172062101 2118 60393 SH SOLE 0 0 60393 CINERGY CORP. 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COMMON STOCK 209115104 3074 79901 SH SOLE 0 0 79901 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 170 10141 SH SOLE 0 0 10141 CONSTELLATION BRANDS INC COMMON STOCK 21036P108 536 23600 SH SOLE 0 0 23600 CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1708 61592 SH SOLE 0 0 61592 CONVERGYS CORP COMMON STOCK 212485106 1031 78094 SH SOLE 0 0 78094 COOPER CAMERON CORP COMMON STOCK 216640102 940 18987 SH SOLE 0 0 18987 COOPER COMPANIES INC (THE) COMMON STOCK 216648402 701 23438 SH SOLE 0 0 23438 COOPER INDS LTD COMMON STOCK G24182100 1242 34793 SH SOLE 0 0 34793 COOPER TIRE & RUBBER COMMON STOCK 216831107 334 27394 SH SOLE 0 0 27394 COORS ADOLPH CO COMMON STOCK 217016104 658 13573 SH SOLE 0 0 13573 COPART INC COMMON STOCK 217204106 184 24000 SH SOLE 0 0 24000 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 450 11400 SH SOLE 0 0 11400 CORN PRODS INTL INC COMMON STOCK 219023108 791 27110 SH SOLE 0 0 27110 CORNING INC COMMON STOCK 219350105 2567 439614 SH SOLE 0 0 439614 COST PLUS INC CALIF COMMON STOCK 221485105 434 16490 SH SOLE 0 0 16490 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 5309 176787 SH SOLE 0 0 176787 COUNTRYWIDE FINANCIAL CORPORAT COMMON STOCK 222372104 3177 55257 SH SOLE 0 0 55257 COVANCE INC COMMON STOCK 222816100 360 15589 SH SOLE 0 0 15589 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 513 15600 SH SOLE 0 0 15600 CRACKER BARREL GROUP CORP COMMON STOCK 12489V106 357 13006 SH SOLE 0 0 13006 CRANE CO COMMON STOCK 224399105 386 22156 SH SOLE 0 0 22156 CREDENCE SYS CORP COMMON STOCK 225302108 107 15800 SH SOLE 0 0 15800 CREE RESH INC COMMON STOCK 225447101 351 18974 SH SOLE 0 0 18974 CROMPTON CORPRATION COMMON STOCK 227116100 120 29669 SH SOLE 0 0 29669 CROSS A T CO CL A COMMON STOCK 227478104 57 11912 SH SOLE 0 0 11912 CRYOLIFE INC COMMON STOCK 228903100 101 14797 SH SOLE 0 0 14797 CSG SYS INTL INC COMMON STOCK 126349109 213 24570 SH SOLE 0 0 24570 CTS CORP COMMON STOCK 126501105 157 25732 SH SOLE 0 0 25732 CUBIC CORP COMMON STOCK 229669106 331 20300 SH SOLE 0 0 20300 CULLEN FROST BANKERS INC COMMON STOCK 229899109 1180 38846 SH SOLE 0 0 38846 CUMMINS ENGINE INC. 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COMMON STOCK 260543103 9533 345278 SH SOLE 0 0 345278 DOW JONES & CO COMMON STOCK 260561105 1084 30578 SH SOLE 0 0 30578 DOWNEY FINL CORP COMMON STOCK 261018105 840 21316 SH SOLE 0 0 21316 DPL INC. COMMON STOCK 233293109 410 32916 SH SOLE 0 0 32916 DQE INC COMMON STOCK 23329J104 236 19321 SH SOLE 0 0 19321 DRESS BARN COMMON STOCK 261570105 297 22066 SH SOLE 0 0 22066 DREYER'S GRAND ICE CREAM INC COMMON STOCK 261878102 636 9180 SH SOLE 0 0 9180 DRIL-QUIP INC COMMON STOCK 262037104 180 13149 SH SOLE 0 0 13149 DRS TECHNOLOGIES INC COMMON STOCK 23330X100 418 16698 SH SOLE 0 0 16698 DSP GROUP INC COMMON STOCK 23332B106 373 20600 SH SOLE 0 0 20600 DST SYSTEMS INC COMMON STOCK 233326107 849 31205 SH SOLE 0 0 31205 DU PONT (E.I.) DE NEMOURS & CO COMMON STOCK 263534109 14553 374487 SH SOLE 0 0 374487 DUANE READE INC COMMON STOCK 263578106 231 18200 SH SOLE 0 0 18200 DUKE POWER CO. 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GROUP INC. COMMON STOCK 302571104 4022 68254 SH SOLE 0 0 68254 FACTSET RESEARCH SYSTEMS INC. COMMON STOCK 303075105 835 25717 SH SOLE 0 0 25717 FAIR ISAAC & CO INC COMMON STOCK 303250104 1948 38329 SH SOLE 0 0 38329 FAIRCHILD SEMICONDUCTOR INTL I COMMON STOCK 303726103 318 30426 SH SOLE 0 0 30426 FAMILY DOLLAR STORES COMMON STOCK 307000109 1986 64303 SH SOLE 0 0 64303 FASTENAL CO COMMON STOCK 311900104 558 19790 SH SOLE 0 0 19790 FED HM LN MTG CORP COMMON STOCK 313400301 14949 281526 SH SOLE 0 0 281526 FEDDERS CORP COMMON STOCK 313135501 75 22853 SH SOLE 0 0 22853 FEDERAL NATL MTGE ASSN. COMMON STOCK 313586109 25596 391679 SH SOLE 0 0 391679 FEDERAL SIGNAL CORP COMMON STOCK 313855108 176 12376 SH SOLE 0 0 12376 FEDERATED DEPT STORES INC NEW COMMON STOCK 31410H101 2189 78117 SH SOLE 0 0 78117 FEDEX CORP COMMON STOCK 31428X106 6313 114635 SH SOLE 0 0 114635 FEI CO COMMON STOCK 30241L109 396 24800 SH SOLE 0 0 24800 FERRO CORP. COMMON STOCK 315405100 225 10527 SH SOLE 0 0 10527 FIDELITY NATL FINL INC COMMON STOCK 316326107 867 25392 SH SOLE 0 0 25392 FIFTH THIRD BANCORP COMMON STOCK 316773100 10850 216005 SH SOLE 0 0 216005 FILENET CORP COMMON STOCK 316869106 286 27260 SH SOLE 0 0 27260 FINANCIAL FED CORP COMMON STOCK 317492106 269 14105 SH SOLE 0 0 14105 FIRST AMERN FINL CORP CALIF COMMON STOCK 318522307 459 18800 SH SOLE 0 0 18800 FIRST BANCORP PUERTO RICO COMMON STOCK 318672102 821 30428 SH SOLE 0 0 30428 FIRST DATA CORP COMMON STOCK 319963104 10443 282156 SH SOLE 0 0 282156 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 672 26422 SH SOLE 0 0 26422 FIRST MIDWEST BANCORP COMMON STOCK 320867104 896 34730 SH SOLE 0 0 34730 FIRST REP BK SAN FRANCISCO CAL COMMON STOCK 336158100 241 11148 SH SOLE 0 0 11148 FIRST TENNESSEE NATIONAL CORP COMMON STOCK 337162101 1862 46900 SH SOLE 0 0 46900 FIRST VIRGINIA BANK INC. 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COMMON STOCK 364730101 7567 107444 SH SOLE 0 0 107444 GAP INC COMMON STOCK 364760108 4785 330257 SH SOLE 0 0 330257 GARDNER DENVER MACHY INC COMMON STOCK 365558105 223 12133 SH SOLE 0 0 12133 GARTNER GROUP INC. NEW CL B COMMON STOCK 366651206 162 21575 SH SOLE 0 0 21575 GATEWAY COMMON STOCK 367626108 286 120994 SH SOLE 0 0 120994 GATX CORP COMMON STOCK 361448103 184 12739 SH SOLE 0 0 12739 GBC BANCORP/CALIFORNIA COMMON STOCK 361475106 213 8812 SH SOLE 0 0 8812 GENCORP INC. COMMON STOCK 368682100 205 32787 SH SOLE 0 0 32787 GENERAL COMMUNITIES INC CL A COMMON STOCK 369385109 253 42307 SH SOLE 0 0 42307 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 4185 76003 SH SOLE 0 0 76003 GENERAL ELECTRIC CO. COMMON STOCK 369604103 97255 3813909 SH SOLE 0 0 3813909 GENERAL MILLS COMMON STOCK 370334104 6622 145379 SH SOLE 0 0 145379 GENERAL MOTORS CORP. COMMON STOCK 370442105 7324 217856 SH SOLE 0 0 217856 GENESCO INC COMMON STOCK 371532102 236 16604 SH SOLE 0 0 16604 GENTEX CORP COMMON STOCK 371901109 592 23275 SH SOLE 0 0 23275 GENUINE PARTS CO. COMMON STOCK 372460105 1990 65232 SH SOLE 0 0 65232 GENZYME CORP COMMON STOCK 372917104 2921 80128 SH SOLE 0 0 80128 GEORGIA GULF CORP COMMON STOCK 373200203 493 24481 SH SOLE 0 0 24481 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 1299 93420 SH SOLE 0 0 93420 GERBER SCIENTIFIC INC COMMON STOCK 373730100 111 16804 SH SOLE 0 0 16804 GILEAD SCIENCES INC COMMON STOCK 375558103 2153 51266 SH SOLE 0 0 51266 GILLETTE CO. COMMON STOCK 375766102 12369 399789 SH SOLE 0 0 399789 GLATFELETER (PH) CO COMMON STOCK 377316104 121 11333 SH SOLE 0 0 11333 GLENBOROUGH REALTY TRUST INC COMMON STOCK 37803P105 326 21100 SH SOLE 0 0 21100 GLOBAL IMAGING SYS INC COMMON STOCK 37934A100 298 16100 SH SOLE 0 0 16100 GLOBAL PMTS INC COMMON STOCK 37940X102 857 28075 SH SOLE 0 0 28075 GOLDEN WEST FINANCIAL COMMON STOCK 381317106 4327 60158 SH SOLE 0 0 60158 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 12057 177100 SH SOLE 0 0 177100 GOODRICH B.F. COMMON STOCK 382388106 611 43450 SH SOLE 0 0 43450 GOODYEAR TIRE & RUBBER CO. COMMON STOCK 382550101 338 65463 SH SOLE 0 0 65463 GOODYS FAMILY CLOTHING INC COMMON STOCK 382588101 100 24696 SH SOLE 0 0 24696 GRACO INC COMMON STOCK 384109104 1005 35750 SH SOLE 0 0 35750 GRAINGER W.W. 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COMMON STOCK 406216101 3378 162962 SH SOLE 0 0 162962 HANCOCK FABRICS INC COMMON STOCK 409900107 199 14329 SH SOLE 0 0 14329 HANCOCK JOHN FINL SVCS INC COMMON STOCK 41014S106 3264 117502 SH SOLE 0 0 117502 HANOVER COMPRESSOR CO COMMON STOCK 410768105 113 17358 SH SOLE 0 0 17358 HARLAND JOHN H. COMPANY COMMON STOCK 412693103 544 22382 SH SOLE 0 0 22382 HARLEY DAVIDSON INC. COMMON STOCK 412822108 4494 113183 SH SOLE 0 0 113183 HARMAN INTERNATIONAL COMMON STOCK 413086109 1440 24588 SH SOLE 0 0 24588 HARMONIC LIGHTWAVES INC COMMON STOCK 413160102 152 45592 SH SOLE 0 0 45592 HARRAHS ENTMT INC COMMON STOCK 413619107 1517 42506 SH SOLE 0 0 42506 HARRIS CORP COMMON STOCK 413875105 481 17309 SH SOLE 0 0 17309 HARSCO CORP COMMON STOCK 415864107 321 10529 SH SOLE 0 0 10529 HARTE-HANKS COMMUNICATIONS INC COMMON STOCK 416196103 525 27479 SH SOLE 0 0 27479 HARTFORD FINANCIAL SERVICE GOU COMMON STOCK 416515104 3363 95294 SH SOLE 0 0 95294 HASBRO BRADLEY INC COMMON STOCK 418056107 897 64594 SH SOLE 0 0 64594 HAVERTY FURNITURE COS INC COMMON STOCK 419596101 177 16500 SH SOLE 0 0 16500 HAWIIAN ELECTRIC INDS COMMON STOCK 419870100 390 9570 SH SOLE 0 0 9570 HCA, INC COMMON STOCK 404119109 7934 191833 SH SOLE 0 0 191833 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 414 16211 SH SOLE 0 0 16211 HEALTH MGMT ASSOC. 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COMMON STOCK 440452100 763 36042 SH SOLE 0 0 36042 HOSPITALITY PPTYS TR COMMON STOCK 44106M102 499 16345 SH SOLE 0 0 16345 HOT TOPIC INC COMMON STOCK 441339108 550 23604 SH SOLE 0 0 23604 HOUSEHOLD INTERNATIONAL CORP. COMMON STOCK 441815107 5282 200823 SH SOLE 0 0 200823 HUBBELL INC CL B COMMON STOCK 443510201 484 15473 SH SOLE 0 0 15473 HUDSON UNITED BANCORP COMMON STOCK 444165104 1055 34249 SH SOLE 0 0 34249 HUFFY CORP COMMON STOCK 444356109 56 11398 SH SOLE 0 0 11398 HUGHES SUPPLY INC COMMON STOCK 444482103 422 18132 SH SOLE 0 0 18132 HUMANA INC. COMMON STOCK 444859102 581 60509 SH SOLE 0 0 60509 HUNT J B TRANS SVCS INC COMMON STOCK 445658107 479 17806 SH SOLE 0 0 17806 HUNTINGTON BASHARES COMMON STOCK 446150104 1636 87998 SH SOLE 0 0 87998 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 477 19311 SH SOLE 0 0 19311 HYDRIL CO COMMON STOCK 448774109 427 17100 SH SOLE 0 0 17100 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 636 26224 SH SOLE 0 0 26224 I T T INDUSTRIES INC COMMON STOCK 450911102 1835 34359 SH SOLE 0 0 34359 ICN PHARMACEUTICALS INC NEW COMMON STOCK 448924100 194 21794 SH SOLE 0 0 21794 ICU MED INC COMMON STOCK 44930G107 297 10800 SH SOLE 0 0 10800 IDACORP INC COMMON STOCK 451107106 225 9886 SH SOLE 0 0 9886 IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 1365 39891 SH SOLE 0 0 39891 IDEX CORP COMMON STOCK 45167R104 715 24667 SH SOLE 0 0 24667 IDEXX LABS INC COMMON STOCK 45168D104 914 26147 SH SOLE 0 0 26147 IHOP CORP COMMON STOCK 449623107 360 15983 SH SOLE 0 0 15983 ILLINOIS TOOL WORKS COMMON STOCK 452308109 6910 118831 SH SOLE 0 0 118831 IMAGISTICS INTL INC COMMON STOCK 45247T104 257 13811 SH SOLE 0 0 13811 IMATION CORP COMMON STOCK 45245A107 344 9238 SH SOLE 0 0 9238 IMC GLOBAL INC COMMON STOCK 449669100 288 29904 SH SOLE 0 0 29904 IMCO RECYCLING INC COMMON STOCK 449681105 73 11469 SH SOLE 0 0 11469 IMPATH INC COMMON STOCK 45255G101 167 12390 SH SOLE 0 0 12390 IMS HEALTH INC COMMON STOCK 449934108 1424 91239 SH SOLE 0 0 91239 INAMED CORP COMMON STOCK 453235103 597 16676 SH SOLE 0 0 16676 INDEPENDENCE COMMUNITY BANK COMMON STOCK 453414104 393 14877 SH SOLE 0 0 14877 INDYMAC BANCORP, INC COMMON STOCK 456607100 280 14415 SH SOLE 0 0 14415 INFOCUS CORP COMMON STOCK 45665B106 50 10165 SH SOLE 0 0 10165 INFORMATION HLDGS INC COMMON STOCK 456727106 267 16597 SH SOLE 0 0 16597 INGERSOLL-RAND COMPANY LTD COMMON STOCK G4776G101 2440 63219 SH SOLE 0 0 63219 INPUT/OUTPUT INC COMMON STOCK 457652105 140 38843 SH SOLE 0 0 38843 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 246 34962 SH SOLE 0 0 34962 INSITUFORM TECHNOLOGIES INC COMMON STOCK 457667103 270 20089 SH SOLE 0 0 20089 INTEGRA LIFESCIENCES HLDGS COR COMMON STOCK 457985208 474 20600 SH SOLE 0 0 20600 INTEGRATED DEVICE TECHNOLOGY I COMMON STOCK 458118106 214 26909 SH SOLE 0 0 26909 INTEL CORP COMMON STOCK 458140100 41566 2553172 SH SOLE 0 0 2553172 INTER TEL INC COMMON STOCK 458372109 281 18747 SH SOLE 0 0 18747 INTERFACE INC COMMON STOCK 458665106 128 38836 SH SOLE 0 0 38836 INTERMAGNETICS GENERAL CORP COMMON STOCK 458771102 223 12508 SH SOLE 0 0 12508 INTERN'L BUSINESS MACHINES COR COMMON STOCK 459200101 51234 653244 SH SOLE 0 0 653244 INTERN'L FLAVORS & FRAGRANCES COMMON STOCK 459506101 1098 35302 SH SOLE 0 0 35302 INTERN'L PAPER CO. 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JILL GROUP INC COMMON STOCK 466189107 172 14800 SH SOLE 0 0 14800 J&J SNACK FOODS CORP COMMON STOCK 466032109 205 6763 SH SOLE 0 0 6763 JABIL CIRCUIT INC COMMON STOCK 466313103 1293 73901 SH SOLE 0 0 73901 JACK IN THE BOX COMMON STOCK 466367109 505 27866 SH SOLE 0 0 27866 JACOBS ENGR GROUP INC COMMON STOCK 469814107 598 14230 SH SOLE 0 0 14230 JAKKS PAC INC COMMON STOCK 47012E106 192 18533 SH SOLE 0 0 18533 JANUS CAP GROUP INC COMMON STOCK 47102X105 946 83081 SH SOLE 0 0 83081 JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 218 21600 SH SOLE 0 0 21600 JDS UNIPHASE COMMON STOCK 46612J101 1507 528651 SH SOLE 0 0 528651 JEFFERIES GROUP ONC COMMON STOCK 472319102 736 20461 SH SOLE 0 0 20461 JEFFERSON PILOT COMMON STOCK 475070108 2064 53651 SH SOLE 0 0 53651 JLG INDUSTRIES INC COMMON STOCK 466210101 154 32609 SH SOLE 0 0 32609 JO-ANN STORES INC CL A COMMON STOCK 47758P109 294 14683 SH SOLE 0 0 14683 JOHNSON & JOHNSON COMMON STOCK 478160104 66346 1146470 SH SOLE 0 0 1146470 JOHNSON CONTROLS, INC. 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COMMON STOCK 494368103 9544 209933 SH SOLE 0 0 209933 KINDER MORGAM COMMON STOCK 49455P101 2250 49992 SH SOLE 0 0 49992 KING PHARMACEUTICALS INC COMMON STOCK 495582108 1072 89857 SH SOLE 0 0 89857 KIRBY CORP COMMON STOCK 497266106 450 18290 SH SOLE 0 0 18290 KLA INSTRS CORP COMMON STOCK 482480100 2544 70778 SH SOLE 0 0 70778 KNIGHT TRANSN INC COMMON STOCK 499064103 555 28200 SH SOLE 0 0 28200 KNIGHT-RIDDER INC COMMON STOCK 499040103 1792 30632 SH SOLE 0 0 30632 KOHLS CORP COMMON STOCK 500255104 7132 126058 SH SOLE 0 0 126058 KOPIN CORP COMMON STOCK 500600101 266 52729 SH SOLE 0 0 52729 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 494 14600 SH SOLE 0 0 14600 KROGER CO COMMON STOCK 501044101 4158 316221 SH SOLE 0 0 316221 KROLL INC COMMON STOCK 501049100 634 29611 SH SOLE 0 0 29611 KRONOS INC COMMON STOCK 501052104 527 15045 SH SOLE 0 0 15045 KULICKE & SOFFA INDS INC COMMON STOCK 501242101 178 37501 SH SOLE 0 0 37501 K2 INC COMMON STOCK 482732104 105 13576 SH SOLE 0 0 13576 L S I LOGIC CORP COMMON STOCK 502161102 628 138853 SH SOLE 0 0 138853 L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 992 24688 SH SOLE 0 0 24688 LA Z BOY CHAIR CO COMMON STOCK 505336107 745 43121 SH SOLE 0 0 43121 LABOR READY INC COMMON STOCK 505401208 178 31148 SH SOLE 0 0 31148 LABRANCHE & COMPANY COMMON STOCK 505447102 285 15523 SH SOLE 0 0 15523 LACLEDE GROUP INC COMMON STOCK 505597104 333 14347 SH SOLE 0 0 14347 LAM RESH CORP COMMON STOCK 512807108 373 32749 SH SOLE 0 0 32749 LANCASTER COLONY CORP COMMON STOCK 513847103 364 9479 SH SOLE 0 0 9479 LANCE INC COMMON STOCK 514606102 178 22132 SH SOLE 0 0 22132 LANDAMERICA FINL GROUP INC COMMON STOCK 514936103 553 13913 SH SOLE 0 0 13913 LANDRY'S RESTURANTS,INC. COMMON STOCK 51508L103 354 21097 SH SOLE 0 0 21097 LANDSTAR SYS INC COMMON STOCK 515098101 696 12098 SH SOLE 0 0 12098 LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 220 29201 SH SOLE 0 0 29201 LEAR CORP COMMON STOCK 521865105 665 18825 SH SOLE 0 0 18825 LEE ENTERPRISES INC COMMON STOCK 523768109 366 11607 SH SOLE 0 0 11607 LEG & PLATT COMMON STOCK 524660107 1328 72641 SH SOLE 0 0 72641 LEGATO SYS INC COMMON STOCK 524651106 155 30239 SH SOLE 0 0 30239 LEGG MASON INC COMMON STOCK 524901105 825 16922 SH SOLE 0 0 16922 LEHMAN BROS HLDGS INC COMMON STOCK 524908100 5423 93910 SH SOLE 0 0 93910 LENNAR CORP COMMON STOCK 526057104 909 16970 SH SOLE 0 0 16970 LENNOX INTL INC COMMON STOCK 526107107 632 43884 SH SOLE 0 0 43884 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 529 14813 SH SOLE 0 0 14813 LEXMARK INTL GROUP INC COMMON STOCK 529771107 3580 53473 SH SOLE 0 0 53473 LIBBEY INC COMMON STOCK 529898108 236 9585 SH SOLE 0 0 9585 LIBERTY PPTY TR COMMON STOCK 531172104 623 19900 SH SOLE 0 0 19900 LIFEPOINT HOSPS INC COMMON STOCK 53219L109 258 10269 SH SOLE 0 0 10269 LILLY (ELI) & CO. COMMON STOCK 532457108 24267 424612 SH SOLE 0 0 424612 LIMITED INC COMMON STOCK 532716107 2513 195252 SH SOLE 0 0 195252 LINCARE HLDGS INC COMMON STOCK 532791100 846 27571 SH SOLE 0 0 27571 LINCOLN NATIONAL CORP. COMMON STOCK 534187109 1981 70741 SH SOLE 0 0 70741 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 3773 122217 SH SOLE 0 0 122217 LINENS N THINGS INC COMMON STOCK 535679104 682 33545 SH SOLE 0 0 33545 LIZ CLAIBORNE COMMON STOCK 539320101 1287 41637 SH SOLE 0 0 41637 LOCKHEED MARTIN CORP COMMON STOCK 539830109 8213 172718 SH SOLE 0 0 172718 LOEWS CORP COMMON STOCK 540424108 2777 69712 SH SOLE 0 0 69712 LONE STAR STEAKHOUSE SALOON COMMON STOCK 542307103 338 15940 SH SOLE 0 0 15940 LONE STAR TECHNOLOGIES INC COMMON STOCK 542312103 458 21698 SH SOLE 0 0 21698 LONGVIEW FIBRE CO COMMON STOCK 543213102 93 13933 SH SOLE 0 0 13933 LOUISIANA PACIFIC CORP. COMMON STOCK 546347105 370 46652 SH SOLE 0 0 46652 LOWES COMPANIES COMMON STOCK 548661107 12856 314934 SH SOLE 0 0 314934 LTX CORP COMMON STOCK 502392103 64 12839 SH SOLE 0 0 12839 LUBRIZOL CORP. COMMON STOCK 549271104 417 13885 SH SOLE 0 0 13885 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 2116 1439785 SH SOLE 0 0 1439785 LYDALL INC COMMON STOCK 550819106 106 12090 SH SOLE 0 0 12090 LYONDELL PETROCST COMMON STOCK 552078107 581 41651 SH SOLE 0 0 41651 M & T BANK COMMON STOCK 55261F104 1888 24028 SH SOLE 0 0 24028 M B N A CORP COMMON STOCK 55262L100 7628 506828 SH SOLE 0 0 506828 MAC DERMID INC COMMON STOCK 554273102 501 24489 SH SOLE 0 0 24489 MACK-CALI REALTY COMMON STOCK 554489104 465 15000 SH SOLE 0 0 15000 MACROMEDIA INC COMMON STOCK 556100105 192 15864 SH SOLE 0 0 15864 MACROVISION CORP COMMON STOCK 555904101 150 12528 SH SOLE 0 0 12528 MAF BANCORP INC COMMON STOCK 55261R108 596 17725 SH SOLE 0 0 17725 MAGNETEK INC COMMON STOCK 559424106 43 17848 SH SOLE 0 0 17848 MANADLAY RESORT COMMON STOCK 562567107 736 26697 SH SOLE 0 0 26697 MANHATTAN ASSOCS INC COMMON STOCK 562750109 384 21910 SH SOLE 0 0 21910 MANITOWOC INC COMMON STOCK 563571108 337 20057 SH SOLE 0 0 20057 MANOR CARE INC COMMON STOCK 564055101 689 35831 SH SOLE 0 0 35831 MANPOWER INC WIS COMMON STOCK 56418H100 600 20092 SH SOLE 0 0 20092 MAPINFO CORP COMMON STOCK 565105103 44 11469 SH SOLE 0 0 11469 MARATHON OIL CORP COMMON STOCK 565849106 2972 123978 SH SOLE 0 0 123978 MARCUS CORP COMMON STOCK 566330106 304 22347 SH SOLE 0 0 22347 MARRIOTT INTL INC NEW COMMON STOCK 571903202 2790 87711 SH SOLE 0 0 87711 MARSH & MC LENNAN CO COMMON STOCK 571748102 8558 200754 SH SOLE 0 0 200754 MARSHALL & ILSLEY CORP COMMON STOCK 571834100 2086 81600 SH SOLE 0 0 81600 MARTIN MARIETTA MATLS INC COMMON STOCK 573284106 352 12739 SH SOLE 0 0 12739 MASCO CORP. COMMON STOCK 574599106 3423 183815 SH SOLE 0 0 183815 MASSEY ENERGY CORP COMMON STOCK 576206106 538 57206 SH SOLE 0 0 57206 MATERIAL SCIENCES CORP COMMON STOCK 576674105 107 10669 SH SOLE 0 0 10669 MATTEL INC COMMON STOCK 577081102 3677 163418 SH SOLE 0 0 163418 MAVERICK TUBE CORP COMMON STOCK 577914104 582 31300 SH SOLE 0 0 31300 MAXIM INTEGRATED PRODS INC COMMON STOCK 57772K101 4343 120250 SH SOLE 0 0 120250 MAXIMUS INC COMMON STOCK 577933104 344 16195 SH SOLE 0 0 16195 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 2141 107658 SH SOLE 0 0 107658 MAYTAG CORP COMMON STOCK 578592107 553 29057 SH SOLE 0 0 29057 MBIA INC COMMON STOCK 55262C100 2097 54277 SH SOLE 0 0 54277 MCCORMICK & CO INC COMMON STOCK 579780206 1237 51230 SH SOLE 0 0 51230 MCDATA CORP CL A COMMON STOCK 580031201 253 29506 SH SOLE 0 0 29506 MCDERMOTT INTL INC COMMON STOCK 580037109 69 23692 SH SOLE 0 0 23692 MCDONALD'S CORP. COMMON STOCK 580135101 7423 513340 SH SOLE 0 0 513340 MCGRAW HILL COMPANIES INC. COMMON STOCK 580645109 4236 76206 SH SOLE 0 0 76206 MCKESSON CORPORATION COMMON STOCK 58155Q103 2711 108725 SH SOLE 0 0 108725 MDC HOLDINGS INC COMMON STOCK 552676108 777 20247 SH SOLE 0 0 20247 MDU RES GROUP INC COMMON STOCK 552690109 522 18714 SH SOLE 0 0 18714 MEAD INSTRUMENTS CORP COMMON STOCK 583062104 40 14955 SH SOLE 0 0 14955 MEADWESTVACO CORP COMMON STOCK 583334107 1701 74676 SH SOLE 0 0 74676 MEDIA GENERAL INC -CL A COMMON STOCK 584404107 292 5921 SH SOLE 0 0 5921 MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 1137 20453 SH SOLE 0 0 20453 MEDIMMUNE INC COMMON STOCK 584699102 3080 93814 SH SOLE 0 0 93814 MEDTRONIC, INC. COMMON STOCK 585055106 20817 461369 SH SOLE 0 0 461369 MELLON FINANCIAL CORP COMMON STOCK 58551A108 3423 161028 SH SOLE 0 0 161028 MEMBERWORKS INC COMMON STOCK 586002107 200 9680 SH SOLE 0 0 9680 MENS WEARHOUSE INC COMMON STOCK 587118100 460 30755 SH SOLE 0 0 30755 MENTOR CORP MINN COMMON STOCK 587188103 602 35184 SH SOLE 0 0 35184 MENTOR GRAPHICS CORP COMMON STOCK 587200106 189 21132 SH SOLE 0 0 21132 MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 610 17977 SH SOLE 0 0 17977 MERCK & CO., INC. COMMON STOCK 589331107 47960 875498 SH SOLE 0 0 875498 MERCURY COMPUTER SYS INC COMMON STOCK 589378108 438 16097 SH SOLE 0 0 16097 MERCURY INTERACTIVE CORP COMMON STOCK 589405109 937 31563 SH SOLE 0 0 31563 MEREDITH CORP COMMON STOCK 589433101 1082 28350 SH SOLE 0 0 28350 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 11605 327826 SH SOLE 0 0 327826 MESA AIR FROUP COMMON STOCK 590479101 121 24309 SH SOLE 0 0 24309 METHODE ELECTRS INC COMMON STOCK 591520200 220 27167 SH SOLE 0 0 27167 METLIFE INC COMMON STOCK 59156R108 7659 290339 SH SOLE 0 0 290339 METRO ONE TELECOMMUNICATIONS I COMMON STOCK 59163F105 93 18691 SH SOLE 0 0 18691 MGI PHARMA INC COMMON STOCK 552880106 240 19047 SH SOLE 0 0 19047 MGIC INVT CORP WIS COMMON STOCK 552848103 1534 39053 SH SOLE 0 0 39053 MICHAELS STORES INC COMMON STOCK 594087108 438 17500 SH SOLE 0 0 17500 MICREL INC COMMON STOCK 594793101 220 23901 SH SOLE 0 0 23901 MICROCHIP TECH INC COMMON STOCK 595017104 1054 52958 SH SOLE 0 0 52958 MICRON TECHNOLOGY COMMON STOCK 595112103 1844 226568 SH SOLE 0 0 226568 MICROS SYS INC COMMON STOCK 594901100 312 13269 SH SOLE 0 0 13269 MICROSEMI CORP COMMON STOCK 595137100 240 21955 SH SOLE 0 0 21955 MICROSOFT CORP COMMON STOCK 594918104 100161 4137180 SH SOLE 0 0 4137180 MID ATLANTIC MED SVCS INC COMMON STOCK 59523C107 1478 36444 SH SOLE 0 0 36444 MIDAS INC COMMON STOCK 595626102 83 11326 SH SOLE 0 0 11326 MIDWAY GAMES INC COMMON STOCK 598148104 117 35310 SH SOLE 0 0 35310 MILACRON INC. 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COMMON STOCK 808194104 325 22400 SH SOLE 0 0 22400 SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 256 11369 SH SOLE 0 0 11369 SCIENTIFIC ATLANTA INC COMMON STOCK 808655104 784 57095 SH SOLE 0 0 57095 SCM MICROSYSTEMS INC COMMON STOCK 784018103 30 11933 SH SOLE 0 0 11933 SCOTTS CO COMMON STOCK 810186106 1193 23025 SH SOLE 0 0 23025 SCP POOL CORP COMMON STOCK 784028102 526 17707 SH SOLE 0 0 17707 SEACOAST FINL SVCS CORP COMMON STOCK 81170Q106 331 18150 SH SOLE 0 0 18150 SEACOR HLDGS INC COMMON STOCK 811904101 531 15165 SH SOLE 0 0 15165 SEALED AIR CORP NEW COMMON STOCK 81211K100 1260 31408 SH SOLE 0 0 31408 SEARS, ROEBUCK & CO. COMMON STOCK 812387108 3199 132446 SH SOLE 0 0 132446 SEI INVTS CO COMMON STOCK 784117103 725 27679 SH SOLE 0 0 27679 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 494 20125 SH SOLE 0 0 20125 SEMPRA ENGERY COMMON STOCK 816851109 2001 80179 SH SOLE 0 0 80179 SEMTECH CORP COMMON STOCK 816850101 288 18985 SH SOLE 0 0 18985 SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T100 247 12315 SH SOLE 0 0 12315 SEPRACOR INC COMMON STOCK 817315104 297 21926 SH SOLE 0 0 21926 SERENA SOFTWARE INC COMMON STOCK 817492101 492 30800 SH SOLE 0 0 30800 SHAW GROUP INC COMMON STOCK 820280105 288 28659 SH SOLE 0 0 28659 SHERWIN-WILLIAMS CO. COMMON STOCK 824348106 1482 56064 SH SOLE 0 0 56064 SHOPKO STORES INC COMMON STOCK 824911101 256 21939 SH SOLE 0 0 21939 SHUFFLE MASTER INC COMMON STOCK 825549108 262 13000 SH SOLE 0 0 13000 SHURGARD STORAGE CTRS INC COMMON STOCK 82567D104 848 27299 SH SOLE 0 0 27299 SICOR INC COMMON STOCK 825846108 509 30500 SH SOLE 0 0 30500 SIEBEL SYS INC COMMON STOCK 826170102 1450 181044 SH SOLE 0 0 181044 SIERRA HEALTH SVCS INC COMMON STOCK 826322109 290 22468 SH SOLE 0 0 22468 SIERRA PAC RES NEW COMMON STOCK 826428104 84 26568 SH SOLE 0 0 26568 SIGMA ALDRICH CORP COMMON STOCK 826552101 1194 26841 SH SOLE 0 0 26841 SILICON VY BANCSHARES COMMON STOCK 827064106 201 11047 SH SOLE 0 0 11047 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 2483 69300 SH SOLE 0 0 69300 SIMPSON MANUFACTURING CO INC COMMON STOCK 829073105 630 18640 SH SOLE 0 0 18640 SIX FLAGS, INC COMMON STOCK 83001P109 135 24090 SH SOLE 0 0 24090 SKYWEST INC COMMON STOCK 830879102 451 43650 SH SOLE 0 0 43650 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 652 104616 SH SOLE 0 0 104616 SLM CORP COMMON STOCK 78442P106 6854 61796 SH SOLE 0 0 61796 SMITH (A O) CORP CL B COMMON STOCK 831865209 591 22043 SH SOLE 0 0 22043 SMITH INTL INC COMMON STOCK 832110100 934 26506 SH SOLE 0 0 26506 SMITHFIELD FOODS INC COMMON STOCK 832248108 506 28543 SH SOLE 0 0 28543 SMUCKER J M CO COMMON STOCK 832696405 453 12952 SH SOLE 0 0 12952 SNAP-ON,INC COMMON STOCK 833034101 540 21813 SH SOLE 0 0 21813 SOLA INTL INC COMMON STOCK 834092108 230 18647 SH SOLE 0 0 18647 SOLECTRON CORP COMMON STOCK 834182107 932 308642 SH SOLE 0 0 308642 SOLUTIA INC COMMON STOCK 834376105 42 27210 SH SOLE 0 0 27210 SONIC CORP COMMON STOCK 835451105 754 29629 SH SOLE 0 0 29629 SONOCO PRODUCTS COMMON STOCK 835495102 527 25202 SH SOLE 0 0 25202 SOTHEBYS HLDGS INC COMMON STOCK 835898107 147 15974 SH SOLE 0 0 15974 SOURCECORP INC COMMON STOCK 836167106 186 13256 SH SOLE 0 0 13256 SOUTH FINANCIAL GROUP INC COMMON STOCK 837841105 779 35966 SH SOLE 0 0 35966 SOUTHERN CO. 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COMMON STOCK 806857108 8323 218972 SH SOLE 0 0 218972 XL CAPITAL LTD COMMON STOCK G98255105 3841 54273 SH SOLE 0 0 54273