13F-HR 1 edgardec.txt QUARTERLY SUBMISSION 13F-HR 12/31/03 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: 12/31/03 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: 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 1/3/04 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: 1342 FORM 13F INFORMATION TABLE VALUE TOTAL: $5,239,261 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 992 27367 SH SOLE 0 0 27367 AAR CORP COMMON STOCK 000361105 188 12555 SH SOLE 0 0 12555 AARON RENTS INC COMMON STOCK 002535201 261 12962 SH SOLE 0 0 12962 ABBOTT LABORATORIES COMMON STOCK 002824100 34509 740535 SH SOLE 0 0 740535 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 503 20345 SH SOLE 0 0 20345 ABM INDS INC COMMON STOCK 000957100 340 19543 SH SOLE 0 0 19543 ACCREDO HEALTH INC COMMON STOCK 00437V104 601 19017 SH SOLE 0 0 19017 ACE LTD COMMON STOCK G0070K103 5419 130825 SH SOLE 0 0 130825 ACTEL CORP COMMON STOCK 004934105 242 10029 SH SOLE 0 0 10029 ACTIVISION INC COMMON STOCK 004930202 339 18629 SH SOLE 0 0 18629 ACUITY BRANDS INC COMMON STOCK 00508Y102 428 16590 SH SOLE 0 0 16590 ACXIOM CORP COMMON STOCK 005125109 332 17842 SH SOLE 0 0 17842 ADAPTEC INC COMMON STOCK 00651F108 382 43157 SH SOLE 0 0 43157 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 1096 369076 SH SOLE 0 0 369076 ADMINISTAFF INC COMMON STOCK 007094105 183 10528 SH SOLE 0 0 10528 ADOBE SYS INC COMMON STOCK 00724F101 4195 107337 SH SOLE 0 0 107337 ADTRAN INC COMMON STOCK 00738A106 516 16600 SH SOLE 0 0 16600 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 334 12810 SH SOLE 0 0 12810 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 368 18271 SH SOLE 0 0 18271 ADVANCED MED OPTICS INC COMMON STOCK 00763M108 229 11629 SH SOLE 0 0 11629 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 2381 159772 SH SOLE 0 0 159772 ADVANCEPCS COMMON STOCK 00790K109 1326 25123 SH SOLE 0 0 25123 ADVENT SOFTWARE INC COMMON STOCK 007974108 203 11640 SH SOLE 0 0 11640 ADVO INC COMMON STOCK 007585102 381 11999 SH SOLE 0 0 11999 AEROFLEX INC COMMON STOCK 007768104 308 26318 SH SOLE 0 0 26318 AES CORP COMMON STOCK 00130H105 2694 285421 SH SOLE 0 0 285421 AETNA INC NEW COMMON STOCK 00817Y108 4727 69953 SH SOLE 0 0 69953 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 1913 35132 SH SOLE 0 0 35132 AFLAC, INC COMMON STOCK 001055102 8506 235093 SH SOLE 0 0 235093 AGCO CORP COMMON STOCK 001084102 319 15842 SH SOLE 0 0 15842 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 6376 218060 SH SOLE 0 0 218060 AGILYSYS INC COMMON STOCK 00847J105 141 12649 SH SOLE 0 0 12649 AGL RESOURCES COMMON STOCK 001204106 392 13482 SH SOLE 0 0 13482 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 5506 104215 SH SOLE 0 0 104215 AIRGAS INC COMMON STOCK 009363102 334 15547 SH SOLE 0 0 15547 ALBANY INTL CORP NEW COMMON STOCK 012348108 449 13258 SH SOLE 0 0 13258 ALBEMARLE CORP COMMON STOCK 012653101 259 8634 SH SOLE 0 0 8634 ALBERTO CULVER CLB COMMON STOCK 013068101 1707 27058 SH SOLE 0 0 27058 ALBERTSON INC COMMON STOCK 013104104 4052 178907 SH SOLE 0 0 178907 ALCOA INC COMMON STOCK 013817101 15550 409208 SH SOLE 0 0 409208 ALEXANDER & BALDWIN COMMON STOCK 014482103 297 8812 SH SOLE 0 0 8812 ALLEGHENY ENERGY COMMON STOCK 017361106 742 58175 SH SOLE 0 0 58175 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 488 36881 SH SOLE 0 0 36881 ALLERGAN INC COMMON STOCK 018490102 4596 59839 SH SOLE 0 0 59839 ALLETE COMMON STOCK 018522102 560 18299 SH SOLE 0 0 18299 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 99 13905 SH SOLE 0 0 13905 ALLIANT ENERGY CORP COMMON STOCK 018802108 578 23230 SH SOLE 0 0 23230 ALLIANT TECHSYSTEM COMMON STOCK 018804104 888 15369 SH SOLE 0 0 15369 ALLIED WASTE INDS INC COMMON STOCK 019589308 2037 146764 SH SOLE 0 0 146764 ALLMERICA FINL CORP COMMON STOCK 019754100 341 11094 SH SOLE 0 0 11094 ALLSTATE CORP COMMON STOCK 020002101 14508 337233 SH SOLE 0 0 337233 ALLTEL CORP COMMON STOCK 020039103 6721 144298 SH SOLE 0 0 144298 ALPHARMA, INC. COMMON STOCK 020813101 413 20552 SH SOLE 0 0 20552 ALTERA CORP COMMON STOCK 021441100 4582 202317 SH SOLE 0 0 202317 ALTRIA GROUP INC COMMON STOCK 02209S103 51347 943537 SH SOLE 0 0 943537 AMB PROPERTY CORP COMMON STOCK 00163T109 563 17133 SH SOLE 0 0 17133 AMBAC INC COMMON STOCK 023139108 3405 49076 SH SOLE 0 0 49076 AMERADA HESS CORP. COMMON STOCK 023551104 2247 42257 SH SOLE 0 0 42257 AMEREN CORP COMMON STOCK 023608102 3426 74488 SH SOLE 0 0 74488 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 245 14945 SH SOLE 0 0 14945 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 5527 181146 SH SOLE 0 0 181146 AMERICAN EXPRESS CO. COMMON STOCK 025816109 28934 599919 SH SOLE 0 0 599919 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 494 18678 SH SOLE 0 0 18678 AMERICAN GREETING CORP COMMON STOCK 026375105 665 30404 SH SOLE 0 0 30404 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 302 12650 SH SOLE 0 0 12650 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 81086 1223386 SH SOLE 0 0 1223386 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 298 7108 SH SOLE 0 0 7108 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 254 16822 SH SOLE 0 0 16822 AMERICAN MED SYS HLDGS INC COMMON STOCK 02744M108 287 13140 SH SOLE 0 0 13140 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 2229 90964 SH SOLE 0 0 90964 AMERICAN STD COS INC DEL COMMON STOCK 029712106 3366 33425 SH SOLE 0 0 33425 AMERICREDIT CORP COMMON STOCK 03060R101 524 32873 SH SOLE 0 0 32873 AMERIGROUP CORP COMMON STOCK 03073T102 413 9682 SH SOLE 0 0 9682 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 2885 51380 SH SOLE 0 0 51380 AMERUS GROUP COMPANY COMMON STOCK 03072M108 287 8200 SH SOLE 0 0 8200 AMETEK NEW COMMON STOCK 031100100 338 6998 SH SOLE 0 0 6998 AMGEN INC COMMON STOCK 031162100 38119 616907 SH SOLE 0 0 616907 AMSOUTH BANCORPORATION COMMON STOCK 032165102 3944 160963 SH SOLE 0 0 160963 AMSURG CORP COMMON STOCK 03232P405 301 7932 SH SOLE 0 0 7932 ANADARKO PETE CORP. COMMON STOCK 032511107 6240 122327 SH SOLE 0 0 122327 ANALOG DEVICES INC COMMON STOCK 032654105 7784 170512 SH SOLE 0 0 170512 ANALOGIC CORP COMMON STOCK 032657207 221 5377 SH SOLE 0 0 5377 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 229 9183 SH SOLE 0 0 9183 ANDREW CORP COMMON STOCK 034425108 815 70335 SH SOLE 0 0 70335 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 20860 395984 SH SOLE 0 0 395984 ANIXTER INTERNATIONAL COMMON STOCK 035290105 371 14331 SH SOLE 0 0 14331 ANN TAYLOR STORES CORP COMMON STOCK 036115103 700 17959 SH SOLE 0 0 17959 ANSYS INC COMMON STOCK 03662Q105 241 6080 SH SOLE 0 0 6080 ANTHEM INC COMMON STOCK 03674B104 5381 71751 SH SOLE 0 0 71751 AON CORP COMMON STOCK 037389103 3441 143754 SH SOLE 0 0 143754 APACHE CORP COMMON STOCK 037411105 6037 74437 SH SOLE 0 0 74437 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1490 43200 SH SOLE 0 0 43200 APOGEE ENTERPRISES INC COMMON STOCK 037598109 124 10887 SH SOLE 0 0 10887 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 489 21237 SH SOLE 0 0 21237 APOLLO GROUP INCCL A COMMON STOCK 037604105 6269 92452 SH SOLE 0 0 92452 APPLE COMPUTER, INC COMMON STOCK 037833100 3551 166174 SH SOLE 0 0 166174 APPLEBEES INTL INC COMMON STOCK 037899101 456 11600 SH SOLE 0 0 11600 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1975 95344 SH SOLE 0 0 95344 APPLIED MATLS INC COMMON STOCK 038222105 17115 762689 SH SOLE 0 0 762689 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 840 140698 SH SOLE 0 0 140698 APRIA HEALTHCARE GROUP INC COMMON STOCK 037933108 438 15399 SH SOLE 0 0 15399 APTARGROUP INC COMMON STOCK 038336103 563 14447 SH SOLE 0 0 14447 AQUILA INC COMMON STOCK 03840P102 139 40989 SH SOLE 0 0 40989 ARBITRON INC COMMON STOCK 03875Q108 504 12071 SH SOLE 0 0 12071 ARCH CHEMICAL INC. COMMON STOCK 03937R102 228 8897 SH SOLE 0 0 8897 ARCH COAL INC COMMON STOCK 039380100 344 11031 SH SOLE 0 0 11031 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 4651 305562 SH SOLE 0 0 305562 ARCTIC CAT INC COMMON STOCK 039670104 203 8307 SH SOLE 0 0 8307 ARGOSY GAMING CO COMMON STOCK 040228108 301 11594 SH SOLE 0 0 11594 ARKANSAS BEST CORP COMMON STOCK 040790107 311 9879 SH SOLE 0 0 9879 ARMOR HLDGS INC COMMON STOCK 042260109 294 11185 SH SOLE 0 0 11185 ARQULE INC COMMON STOCK 04269E107 54 11128 SH SOLE 0 0 11128 ARROW ELECTRS INC COMMON STOCK 042735100 489 21152 SH SOLE 0 0 21152 ARTESYN TECH COMMON STOCK 043127109 131 15358 SH SOLE 0 0 15358 ARTHROCARE CORP COMMON STOCK 043136100 202 8226 SH SOLE 0 0 8226 ARVINMERITOR INC COMMON STOCK 043353101 347 14368 SH SOLE 0 0 14368 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 323 12436 SH SOLE 0 0 12436 ASHLAND INC. COMMON STOCK 044204105 1387 31481 SH SOLE 0 0 31481 ASSOCIATED BANC CORP COMMON STOCK 045487105 658 15382 SH SOLE 0 0 15382 ASTORIA FINL CORP COMMON STOCK 046265104 621 16690 SH SOLE 0 0 16690 AT & T CORP COMMON STOCK 001957505 8022 395176 SH SOLE 0 0 395176 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 10502 1314376 SH SOLE 0 0 1314376 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 177 17960 SH SOLE 0 0 17960 ATMEL CORP COMMON STOCK 049513104 596 99088 SH SOLE 0 0 99088 ATMI INC COMMON STOCK 00207R101 285 12292 SH SOLE 0 0 12292 ATMOS ENERGY CORP COMMON STOCK 049560105 486 19995 SH SOLE 0 0 19995 AUTODESK INC COMMON STOCK 052769106 1255 51053 SH SOLE 0 0 51053 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 11011 277995 SH SOLE 0 0 277995 AUTONATION INC COMMON STOCK 05329W102 2813 153143 SH SOLE 0 0 153143 AUTOZONE INC COMMON STOCK 053332102 3472 40743 SH SOLE 0 0 40743 AVAYA INC COMMON STOCK 053499109 2472 191024 SH SOLE 0 0 191024 AVERY DENNISON CORP COMMON STOCK 053611109 2842 50724 SH SOLE 0 0 50724 AVID TECHNOLOGY INC COMMON STOCK 05367P100 588 12244 SH SOLE 0 0 12244 AVISTA CORP COMMON STOCK 05379B107 346 19109 SH SOLE 0 0 19109 AVNET COMMON STOCK 053807103 545 25182 SH SOLE 0 0 25182 AVOCENT CORP COMMON STOCK 053893103 358 9815 SH SOLE 0 0 9815 AVON PRODUCTS, INC. COMMON STOCK 054303102 7875 116679 SH SOLE 0 0 116679 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 402 39172 SH SOLE 0 0 39172 AZTER CORP COMMON STOCK 054802103 306 13588 SH SOLE 0 0 13588 B B & T CORPORATION COMMON STOCK 054937107 9684 250617 SH SOLE 0 0 250617 BAKER HUGHES INC. COMMON STOCK 057224107 5034 156539 SH SOLE 0 0 156539 BALDOR ELECTRIC CO COMMON STOCK 057741100 296 12973 SH SOLE 0 0 12973 BALL CORP COMMON STOCK 058498106 1731 29053 SH SOLE 0 0 29053 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 94 13466 SH SOLE 0 0 13466 BANK HAWAII CORP COMMON STOCK 062540109 495 11735 SH SOLE 0 0 11735 BANK OF AMERICA CORP COMMON STOCK 060505104 56644 704270 SH SOLE 0 0 704270 BANK OF NEW YORK CO INC COMMON STOCK 064057102 11747 354695 SH SOLE 0 0 354695 BANK ONE COMMON STOCK 06423A103 24452 536355 SH SOLE 0 0 536355 BANKNORTH GROUP INC. COMMON STOCK 06646R107 1106 34007 SH SOLE 0 0 34007 BANKUNITED FINL CORP COMMON STOCK 06652B103 302 11725 SH SOLE 0 0 11725 BANTA CORP COMMON STOCK 066821109 217 5352 SH SOLE 0 0 5352 BARD (C.R.) INC COMMON STOCK 067383109 2210 27195 SH SOLE 0 0 27195 BARNES & NOBLE INC COMMON STOCK 067774109 461 14027 SH SOLE 0 0 14027 BARNES GROUP INC COMMON STOCK 067806109 293 9076 SH SOLE 0 0 9076 BARR LABS INC COMMON STOCK 068306109 1086 14118 SH SOLE 0 0 14118 BARRA INC COMMON STOCK 068313105 274 7690 SH SOLE 0 0 7690 BAUSCH & LOMB INC. COMMON STOCK 071707103 1248 24050 SH SOLE 0 0 24050 BAXTER INTL INC COMMON STOCK 071813109 9315 305203 SH SOLE 0 0 305203 BEAR STEARNS CO COMMON STOCK 073902108 4065 50840 SH SOLE 0 0 50840 BECKMAN COULTER INC COMMON STOCK 075811109 659 12964 SH SOLE 0 0 12964 BECTON DICKINSON & CO COMMON STOCK 075887109 4793 116493 SH SOLE 0 0 116493 BED BATH & BEYOND INC COMMON STOCK 075896100 5985 138054 SH SOLE 0 0 138054 BELDEN INC COMMON STOCK 077459105 212 10045 SH SOLE 0 0 10045 BELL MICROPRODUCTS INC COMMON STOCK 078137106 95 10530 SH SOLE 0 0 10530 BELLSOUTH CORP COMMON STOCK 079860102 25154 888823 SH SOLE 0 0 888823 BELO CORP CL-A COMMON STOCK 080555105 681 24043 SH SOLE 0 0 24043 BEMIS INC COMMON STOCK 081437105 1218 24368 SH SOLE 0 0 24368 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 562 16147 SH SOLE 0 0 16147 BERKLEY W R CORP COMMON STOCK 084423102 613 17528 SH SOLE 0 0 17528 BEST BUY INC COMMON STOCK 086516101 8408 160943 SH SOLE 0 0 160943 BIG LOTS, INC COMMON STOCK 089302103 760 53497 SH SOLE 0 0 53497 BIOGEN IDEC INC COMMON STOCK 09062X103 5657 154150 SH SOLE 0 0 154150 BIOMET COMMON STOCK 090613100 4246 117228 SH SOLE 0 0 117228 BISYS GROUP INC COMMON STOCK 055472104 368 24754 SH SOLE 0 0 24754 BJ SVCS CO COMMON STOCK 055482103 2605 72575 SH SOLE 0 0 72575 BJS WHSL CLUB INC COMMON STOCK 05548J106 336 14634 SH SOLE 0 0 14634 BLACK & DECKER CORP COMMON STOCK 091797100 1760 35689 SH SOLE 0 0 35689 BLACK BOX CORP DEL COMMON STOCK 091826107 328 7131 SH SOLE 0 0 7131 BLACK HILLS CORP COMMON STOCK 092113109 201 6737 SH SOLE 0 0 6737 BLOCK H.R. INC COMMON STOCK 093671105 4880 88127 SH SOLE 0 0 88127 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 308 9560 SH SOLE 0 0 9560 BMC SOFTWARE INC COMMON STOCK 055921100 1934 103723 SH SOLE 0 0 103723 BOB EVANS FARMS INC COMMON STOCK 096761101 238 7336 SH SOLE 0 0 7336 BOEING CO. COMMON STOCK 097023105 16258 385802 SH SOLE 0 0 385802 BOISE CASCADE CORP. COMMON STOCK 097383103 1302 39635 SH SOLE 0 0 39635 BORDERS GROUP INC COMMON STOCK 099709107 357 16290 SH SOLE 0 0 16290 BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 494 5804 SH SOLE 0 0 5804 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 239 9629 SH SOLE 0 0 9629 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 14335 389956 SH SOLE 0 0 389956 BOWATER, INC. COMMON STOCK 102183100 542 11700 SH SOLE 0 0 11700 BOWNE & CO COMMON STOCK 103043105 182 13446 SH SOLE 0 0 13446 BOYD GAMING CORP COMMON STOCK 103304101 218 13500 SH SOLE 0 0 13500 BRADY W H CO COMMON STOCK 104674106 378 9276 SH SOLE 0 0 9276 BRIGGS & STRATTON COMMON STOCK 109043109 595 8833 SH SOLE 0 0 8833 BRINKER INTL INC COMMON STOCK 109641100 675 20369 SH SOLE 0 0 20369 BRINKS CO COMMON STOCK 109696104 258 11394 SH SOLE 0 0 11394 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 26681 932916 SH SOLE 0 0 932916 BROADCOM CORP COMMON STOCK 111320107 4726 138929 SH SOLE 0 0 138929 BROOKLINE BANCORP INC DEL COMMON STOCK 11373M107 357 23284 SH SOLE 0 0 23284 BROOKS AUTOMATION INC NEW COMMON STOCK 114340102 408 17202 SH SOLE 0 0 17202 BROWN & BROWN INC COMMON STOCK 115236101 470 14423 SH SOLE 0 0 14423 BROWN SHOE COMPANY INC COMMON STOCK 115736100 272 7161 SH SOLE 0 0 7161 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 2599 27817 SH SOLE 0 0 27817 BRUNSWICK CORP COMMON STOCK 117043109 1335 41946 SH SOLE 0 0 41946 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 147 14607 SH SOLE 0 0 14607 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 374 17676 SH SOLE 0 0 17676 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 5508 170268 SH SOLE 0 0 170268 BURLINGTON RES COMMON STOCK 122014103 5199 93887 SH SOLE 0 0 93887 C COR ELECTRS INC COMMON STOCK 125010108 161 14490 SH SOLE 0 0 14490 C D I CORP COMMON STOCK 125071100 255 7783 SH SOLE 0 0 7783 C D W CORP COMMON STOCK 12512N105 1324 22918 SH SOLE 0 0 22918 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 674 17773 SH SOLE 0 0 17773 C S X CORP. COMMON STOCK 126408103 3529 98186 SH SOLE 0 0 98186 C&D TECHNILOGIES INC COMMON STOCK 124661109 194 10111 SH SOLE 0 0 10111 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 149 16528 SH SOLE 0 0 16528 CABOT CORP COMMON STOCK 127055101 413 12972 SH SOLE 0 0 12972 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 254 5190 SH SOLE 0 0 5190 CABOT OIL & GAS CORP COMMON STOCK 127097103 377 12847 SH SOLE 0 0 12847 CACI INTL INC COMMON STOCK 127190304 558 11483 SH SOLE 0 0 11483 CADENCE DESIGN SYS INC COMMON STOCK 127387108 993 55232 SH SOLE 0 0 55232 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 361 14975 SH SOLE 0 0 14975 CALLAWAY GOLF CO COMMON STOCK 131193104 266 15803 SH SOLE 0 0 15803 CALPINE CORPORATION COMMON STOCK 131347106 911 189427 SH SOLE 0 0 189427 CAMBREX CORP COMMON STOCK 132011107 259 10243 SH SOLE 0 0 10243 CAMPBELL SOUP CO. COMMON STOCK 134429109 5041 188092 SH SOLE 0 0 188092 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 414 12929 SH SOLE 0 0 12929 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 6493 105938 SH SOLE 0 0 105938 CAPTARIS INC COMMON STOCK 14071N104 71 12682 SH SOLE 0 0 12682 CARAUSTAR INDS INC COMMON STOCK 140909102 153 11068 SH SOLE 0 0 11068 CARBO CERAMICS COMMON STOCK 140781105 319 6234 SH SOLE 0 0 6234 CARDINAL HEALTH INC COMMON STOCK 14149Y108 12250 200296 SH SOLE 0 0 200296 CAREER ED CORP COMMON STOCK 141665109 846 21023 SH SOLE 0 0 21023 CARLISLE CORP COMMON STOCK 142339100 396 6502 SH SOLE 0 0 6502 CARMAX INC COMMON STOCK 143130102 675 21823 SH SOLE 0 0 21823 CARNIVAL CORP COMMON STOCK 143658300 11479 288925 SH SOLE 0 0 288925 CASEY'S GEN STORES INC COMMON STOCK 147528103 349 19748 SH SOLE 0 0 19748 CASH AMER INVTS INC COMMON STOCK 14754D100 235 11079 SH SOLE 0 0 11079 CATALINA MARKETING CORP COMMON STOCK 148867104 225 11159 SH SOLE 0 0 11159 CATERPILLAR TRACTOR CO. 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COMMON STOCK 152312104 3081 28622 SH SOLE 0 0 28622 CENTRAL PKG CORP COMMON STOCK 154785109 213 14247 SH SOLE 0 0 14247 CENTURY TEL COMMON STOCK 156700106 2322 71192 SH SOLE 0 0 71192 CEPHALON INC COMMON STOCK 156708109 1070 22094 SH SOLE 0 0 22094 CERIDIAN CORP NEW COMMON STOCK 156779100 658 31401 SH SOLE 0 0 31401 CERNER CORP COMMON STOCK 156782104 532 14067 SH SOLE 0 0 14067 CERTEGY INC COMMON STOCK 156880106 446 13583 SH SOLE 0 0 13583 CH ENERGY GROUP INC COMMON STOCK 12541M102 295 6294 SH SOLE 0 0 6294 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 163 23240 SH SOLE 0 0 23240 CHARLES RIV LABORATORIES INTL COMMON STOCK 159864107 330 9600 SH SOLE 0 0 9600 CHARTER ONE FINL INC COMMON STOCK 160903100 3528 102105 SH SOLE 0 0 102105 CHECKFREE CORP COMMON STOCK 162813109 463 16736 SH SOLE 0 0 16736 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 246 12989 SH SOLE 0 0 12989 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 478 10844 SH SOLE 0 0 10844 CHEVRONTEXACO CORP COMMON STOCK 166764100 43342 501699 SH SOLE 0 0 501699 CHICO'S FAS INC COMMON STOCK 168615102 677 18328 SH SOLE 0 0 18328 CHILDRENS PL RETAIL STORES INC COMMON STOCK 168905107 284 10622 SH SOLE 0 0 10622 CHIRON CORP COMMON STOCK 170040109 4905 86089 SH SOLE 0 0 86089 CHITTENDEN CORP COMMON STOCK 170228100 487 14476 SH SOLE 0 0 14476 CHOICEPOINT INC COMMON STOCK 170388102 700 18390 SH SOLE 0 0 18390 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 292 14927 SH SOLE 0 0 14927 CHUBB CORP COMMON STOCK 171232101 5867 86156 SH SOLE 0 0 86156 CHURCH & DWIGHT INC COMMON STOCK 171340102 337 8516 SH SOLE 0 0 8516 CIBER INC COMMON STOCK 17163B102 219 25280 SH SOLE 0 0 25280 CIENA CORP COMMON STOCK 171779101 1425 217229 SH SOLE 0 0 217229 CIGNA CORPORATION COMMON STOCK 125509109 3702 64391 SH SOLE 0 0 64391 CIMAREX ENERGY CO COMMON STOCK 171798101 441 16516 SH SOLE 0 0 16516 CINCINNATI BELL INC NEW COMMON STOCK 171871106 259 51334 SH SOLE 0 0 51334 CINCINNATI FINL CORP COMMON STOCK 172062101 3075 73653 SH SOLE 0 0 73653 CINERGY CORP. 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CL A COMMON STOCK 421933102 2638 109919 SH SOLE 0 0 109919 HEALTH NET, INC COMMON STOCK 42222G108 814 24891 SH SOLE 0 0 24891 HEARTLAND EXPRESS INC COMMON STOCK 422347104 481 19874 SH SOLE 0 0 19874 HELIX TECHNOLOGY CORP COMMON STOCK 423319102 213 10334 SH SOLE 0 0 10334 HELMERICH & PAYNE COMMON STOCK 423452101 350 12523 SH SOLE 0 0 12523 HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 386 18749 SH SOLE 0 0 18749 HERCULES, INC. COMMON STOCK 427056106 619 50738 SH SOLE 0 0 50738 HERSHEY FOODS CORP. COMMON STOCK 427866108 4594 59675 SH SOLE 0 0 59675 HEWLETT-PACKARD CO. 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COMMON STOCK 494368103 14544 246138 SH SOLE 0 0 246138 KINDER MORGAM COMMON STOCK 49455P101 3665 62012 SH SOLE 0 0 62012 KING PHARMACEUTICALS INC COMMON STOCK 495582108 1686 110489 SH SOLE 0 0 110489 KIRBY CORP COMMON STOCK 497266106 335 9615 SH SOLE 0 0 9615 KLA INSTRS CORP COMMON STOCK 482480100 5232 89378 SH SOLE 0 0 89378 KNIGHT TRANSN INC COMMON STOCK 499064103 381 14854 SH SOLE 0 0 14854 KNIGHT-RIDDER INC COMMON STOCK 499040103 2839 36688 SH SOLE 0 0 36688 KOHLS CORP COMMON STOCK 500255104 7005 155873 SH SOLE 0 0 155873 KOPIN CORP COMMON STOCK 500600101 185 27609 SH SOLE 0 0 27609 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 465 12700 SH SOLE 0 0 12700 KROGER CO COMMON STOCK 501044101 6513 351869 SH SOLE 0 0 351869 KROLL INC COMMON STOCK 501049100 431 16559 SH SOLE 0 0 16559 KRONOS INC COMMON STOCK 501052104 477 12031 SH SOLE 0 0 12031 KULICKE & SOFFA INDS INC COMMON STOCK 501242101 284 19770 SH SOLE 0 0 19770 K2 INC COMMON STOCK 482732104 199 13079 SH SOLE 0 0 13079 L S I LOGIC CORP COMMON STOCK 502161102 1542 173796 SH SOLE 0 0 173796 L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 1047 20388 SH SOLE 0 0 20388 LA Z BOY CHAIR CO COMMON STOCK 505336107 444 21171 SH SOLE 0 0 21171 LABOR READY INC COMMON STOCK 505401208 209 15986 SH SOLE 0 0 15986 LABRANCHE & COMPANY COMMON STOCK 505447102 146 12523 SH SOLE 0 0 12523 LACLEDE GROUP INC COMMON STOCK 505597104 216 7572 SH SOLE 0 0 7572 LAM RESH CORP COMMON STOCK 512807108 887 27472 SH SOLE 0 0 27472 LANCASTER COLONY CORP COMMON STOCK 513847103 338 7479 SH SOLE 0 0 7479 LANCE INC COMMON STOCK 514606102 173 11495 SH SOLE 0 0 11495 LANDAMERICA FINL GROUP INC COMMON STOCK 514936103 387 7413 SH SOLE 0 0 7413 LANDRY'S RESTURANTS,INC. 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COMMON STOCK 574599106 6584 240190 SH SOLE 0 0 240190 MASSEY ENERGY CORP COMMON STOCK 576206106 621 29867 SH SOLE 0 0 29867 MATTEL INC COMMON STOCK 577081102 3827 198586 SH SOLE 0 0 198586 MAVERICK TUBE CORP COMMON STOCK 577914104 321 16650 SH SOLE 0 0 16650 MAXIM INTEGRATED PRODS INC COMMON STOCK 57772K101 7475 150757 SH SOLE 0 0 150757 MAXIMUS INC COMMON STOCK 577933104 326 8324 SH SOLE 0 0 8324 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 3913 134600 SH SOLE 0 0 134600 MAYTAG CORP COMMON STOCK 578592107 1001 35957 SH SOLE 0 0 35957 MBIA INC COMMON STOCK 55262C100 3917 66131 SH SOLE 0 0 66131 MCCORMICK & CO INC COMMON STOCK 579780206 1913 63548 SH SOLE 0 0 63548 MCDATA CORP CL A COMMON STOCK 580031201 231 24206 SH SOLE 0 0 24206 MCDONALD'S CORP. COMMON STOCK 580135101 14695 591825 SH SOLE 0 0 591825 MCGRAW HILL COMPANIES INC. 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NEW COMMON STOCK 755111507 5829 194042 SH SOLE 0 0 194042 READERS DIGEST ASSN INC COMMON STOCK 755267101 304 20753 SH SOLE 0 0 20753 REEBOK INT'L COMMON STOCK 758110100 1066 27123 SH SOLE 0 0 27123 REGAL BELOIT CORP COMMON STOCK 758750103 218 9922 SH SOLE 0 0 9922 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 322 21910 SH SOLE 0 0 21910 REGIONS FINL CORP COMMON STOCK 758940100 3816 102590 SH SOLE 0 0 102590 REGIS CORP MINN COMMON STOCK 758932107 686 17355 SH SOLE 0 0 17355 RELIANCE STL & ALUM CO COMMON STOCK 759509102 422 12703 SH SOLE 0 0 12703 REMINTON OIL & GAS CORP COMMON STOCK 759594302 209 10622 SH SOLE 0 0 10622 RENAL CARE GROUP INC COMMON STOCK 759930100 796 19316 SH SOLE 0 0 19316 RENT A CTR INC NEW COMMON STOCK 76009N100 510 17000 SH SOLE 0 0 17000 REPUBLIC BANCORP INC COMMON STOCK 760282103 339 25137 SH SOLE 0 0 25137 REPUBLIC SVCS INC COMMON STOCK 760759100 854 33318 SH SOLE 0 0 33318 RESMED INC COMMON STOCK 761152107 561 13500 SH SOLE 0 0 13500 RESPIRONICS INC COMMON STOCK 761230101 633 13994 SH SOLE 0 0 13994 RETEK INC COMMON STOCK 76128Q109 106 11432 SH SOLE 0 0 11432 REYNOLDS & REYNOLDS CO COMMON STOCK 761695105 410 14112 SH SOLE 0 0 14112 REYNOLDS R J TOB HLDGS INC COMMON STOCK 76182K105 2365 40675 SH SOLE 0 0 40675 RF MICRO DEVICES INC COMMON STOCK 749941100 528 52496 SH SOLE 0 0 52496 RIGGS NATL CORP WASH D C COMMON STOCK 766570105 187 11283 SH SOLE 0 0 11283 RLI CORP COMMON STOCK 749607107 375 10016 SH SOLE 0 0 10016 ROBERT HALF INTL INC COMMON STOCK 770323103 1830 78406 SH SOLE 0 0 78406 ROCK-TENN CO COMMON STOCK 772739207 239 13825 SH SOLE 0 0 13825 ROCKWELL AUTOMATION, INC. 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COMMON STOCK 783549108 1003 29362 SH SOLE 0 0 29362 RYLAND GROUP INC COMMON STOCK 783764103 874 9857 SH SOLE 0 0 9857 S B C COMMUNICATIONS INC COMMON STOCK 78387G103 39996 1534173 SH SOLE 0 0 1534173 SABRE GROUP HLDGS INC COMMON STOCK 785905100 1417 65625 SH SOLE 0 0 65625 SAFECO CORP COMMON STOCK 786429100 2570 66010 SH SOLE 0 0 66010 SAFEWAY INC COMMON STOCK 786514208 4482 204563 SH SOLE 0 0 204563 SAINT JUDE MEDICAL INC COMMON STOCK 790849103 4856 79151 SH SOLE 0 0 79151 SAINT PAUL COMPANIES COMMON STOCK 792860108 4290 108206 SH SOLE 0 0 108206 SAKS INC. 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COM COMMON STOCK G95089101 984 27325 SH SOLE 0 0 27325 WEBEX INC COMMON STOCK 94767L109 341 16927 SH SOLE 0 0 16927 WEBSENSE INC COMMON STOCK 947684106 259 8862 SH SOLE 0 0 8862 WEBSTER FINL CORP WATERBURY CO COMMON STOCK 947890109 440 9602 SH SOLE 0 0 9602 WELLMAN INC COMMON STOCK 949702104 128 12584 SH SOLE 0 0 12584 WELLPOINT HEALTH NETWORK INC COMMON STOCK 94973H108 7363 75916 SH SOLE 0 0 75916 WELLS FARGO & CO COMMON STOCK 949746101 46724 793405 SH SOLE 0 0 793405 WENDYS INTL INC COMMON STOCK 950590109 2051 52261 SH SOLE 0 0 52261 WERNER ENTERPRISES INC COMMON STOCK 950755108 326 16750 SH SOLE 0 0 16750 WESTAMERICA BANCORPORATION COMMON STOCK 957090103 340 6834 SH SOLE 0 0 6834 WESTAR ENERGY INC COMMON STOCK 95709T100 308 15209 SH SOLE 0 0 15209 WESTERN GAS RESOURCES INC COMMON STOCK 958259103 332 7036 SH SOLE 0 0 7036 WESTWOOD ONE INC COMMON STOCK 961815107 718 20985 SH SOLE 0 0 20985 WET SEAL INC COMMON STOCK 961840105 117 11830 SH SOLE 0 0 11830 WEYERHAEUSER CO. 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COMMON STOCK 984121103 5011 363138 SH SOLE 0 0 363138 XILINX INC COMMON STOCK 983919101 6065 156996 SH SOLE 0 0 156996 XTO ENERGY, INC COMMON STOCK 98385X106 1096 38728 SH SOLE 0 0 38728 YAHOO INC COMMON STOCK 984332106 13802 306517 SH SOLE 0 0 306517 YELLOW ROADWAY CORP COMMON STOCK 985577105 675 18674 SH SOLE 0 0 18674 YORK INTL CORP NEW COMMON STOCK 986670107 309 8389 SH SOLE 0 0 8389 YUM BRANDS INC COMMON STOCK 988498101 4857 141190 SH SOLE 0 0 141190 ZALE CORP COMMON STOCK 988858106 550 10333 SH SOLE 0 0 10333 ZEBRA TECHNOLOGIES CORP COMMON STOCK 989207105 664 10000 SH SOLE 0 0 10000 ZENITH NATIONAL INSURANCE CORP COMMON STOCK 989390109 242 7444 SH SOLE 0 0 7444 ZIMMER HLDGS INC COMMON STOCK 98956P102 7810 110941 SH SOLE 0 0 110941 ZIONS BANCORPORATION COMMON STOCK 989701107 2618 42675 SH SOLE 0 0 42675 ZIXIT CORP COMMON STOCK 98974P100 95 10987 SH SOLE 0 0 10987 3COM CORP COMMON STOCK 885535104 640 78358 SH SOLE 0 0 78358 3M CO COMMON STOCK 88579Y101 31623 371908 SH SOLE 0 0 371908 99 CENTS ONLY STORES COMMON STOCK 65440K106 411 15111 SH SOLE 0 0 15111 CONCORD CAMERA CORP COMMON STOCK 206156101 104 11282 SH SOLE 0 0 11282 SCHLUMBERGER, LTD. 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