13F-HR 1 edgarmar.txt QUARTERLY SUBMISSION 13F-HR 3/31/04 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: 3/31/04 CHECK HERE IF AMENDMENT ( ); AMENDMENT NUMBER: THIS AMENDMENT (CHECK ONLY ONE.): ( ) IS A RESTATEMENT. ( ) ADDS NEW HOLDINGS ENTRIES INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT: NAME: Amalagmated Bank of New York ADDRESS: 11-15 Union Square 4th floor New York, NY 10003 THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE PERSON BY WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON SIGNING THE REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL INFORMATION CONTAINED HEREIN IS TRUE, CORRECT AND COMPLETE, AND THAT IT IS UNDERSTOOD THAT ALL REQUIRED ITEMS, STATEMENTS SCHEDULES, LISTS, AND TABLES, ARE CONSIDERED INTEGRAL PARTS OF THIS FORM. PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER: NAME: Theodore G. Brunner TITLE: 1st Vice President PHONE: (212)620-8843 SIGNATURE,PLACE,AND DATE OF SIGNING: Theodore G. Brunner New York, NY 4/3/04 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: 1356 FORM 13F INFORMATION TABLE VALUE TOTAL: $5,187,382 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 1094 27967 SH SOLE 0 0 27967 AAR CORP COMMON STOCK 000361105 158 12856 SH SOLE 0 0 12856 AARON RENTS INC COMMON STOCK 002535201 329 13217 SH SOLE 0 0 13217 ABBOTT LABORATORIES COMMON STOCK 002824100 29525 718363 SH SOLE 0 0 718363 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 699 20645 SH SOLE 0 0 20645 ABM INDS INC COMMON STOCK 000957100 351 19567 SH SOLE 0 0 19567 ACCREDO HEALTH INC COMMON STOCK 00437V104 741 19446 SH SOLE 0 0 19446 ACE LTD COMMON STOCK G0070K103 5433 127345 SH SOLE 0 0 127345 ACTEL CORP COMMON STOCK 004934105 231 10197 SH SOLE 0 0 10197 ACTIVISION INC COMMON STOCK 004930202 456 28793 SH SOLE 0 0 28793 ACUITY BRANDS INC COMMON STOCK 00508Y102 404 16923 SH SOLE 0 0 16923 ACXIOM CORP COMMON STOCK 005125109 401 18242 SH SOLE 0 0 18242 ADAPTEC INC COMMON STOCK 00651F108 386 44052 SH SOLE 0 0 44052 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 1028 354416 SH SOLE 0 0 354416 ADMINISTAFF INC COMMON STOCK 007094105 186 10680 SH SOLE 0 0 10680 ADOBE SYS INC COMMON STOCK 00724F101 4116 104737 SH SOLE 0 0 104737 ADTRAN INC COMMON STOCK 00738A106 508 16900 SH SOLE 0 0 16900 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 269 13193 SH SOLE 0 0 13193 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 410 18571 SH SOLE 0 0 18571 ADVANCED MED OPTICS INC COMMON STOCK 00763M108 290 11897 SH SOLE 0 0 11897 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 2553 157285 SH SOLE 0 0 157285 ADVO INC COMMON STOCK 007585102 393 12197 SH SOLE 0 0 12197 AEROFLEX INC COMMON STOCK 007768104 403 29906 SH SOLE 0 0 29906 AES CORP COMMON STOCK 00130H105 2334 273586 SH SOLE 0 0 273586 AETNA INC NEW COMMON STOCK 00817Y108 6049 67418 SH SOLE 0 0 67418 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 2410 46432 SH SOLE 0 0 46432 AFLAC, INC COMMON STOCK 001055102 10102 251676 SH SOLE 0 0 251676 AGCO CORP COMMON STOCK 001084102 332 16042 SH SOLE 0 0 16042 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 6610 208965 SH SOLE 0 0 208965 AGILYSYS INC COMMON STOCK 00847J105 152 12920 SH SOLE 0 0 12920 AGL RESOURCES COMMON STOCK 001204106 400 13782 SH SOLE 0 0 13782 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 5007 99910 SH SOLE 0 0 99910 AIRGAS INC COMMON STOCK 009363102 333 15647 SH SOLE 0 0 15647 ALBANY INTL CORP NEW COMMON STOCK 012348108 361 13443 SH SOLE 0 0 13443 ALBEMARLE CORP COMMON STOCK 012653101 256 8834 SH SOLE 0 0 8834 ALBERTO CULVER CLB COMMON STOCK 013068101 1738 39622 SH SOLE 0 0 39622 ALBERTSON INC COMMON STOCK 013104104 3570 161162 SH SOLE 0 0 161162 ALCOA INC COMMON STOCK 013817101 14042 404778 SH SOLE 0 0 404778 ALEXANDER & BALDWIN COMMON STOCK 014482103 294 8912 SH SOLE 0 0 8912 ALLEGHENY ENERGY COMMON STOCK 017361106 764 55730 SH SOLE 0 0 55730 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 427 35316 SH SOLE 0 0 35316 ALLERGAN INC COMMON STOCK 018490102 4864 57794 SH SOLE 0 0 57794 ALLETE COMMON STOCK 018522102 653 18599 SH SOLE 0 0 18599 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 108 14190 SH SOLE 0 0 14190 ALLIANT ENERGY CORP COMMON STOCK 018802108 616 23630 SH SOLE 0 0 23630 ALLIANT TECHSYSTEM COMMON STOCK 018804104 849 15609 SH SOLE 0 0 15609 ALLIED WASTE INDS INC COMMON STOCK 019589308 1871 140604 SH SOLE 0 0 140604 ALLMERICA FINL CORP COMMON STOCK 019754100 390 11294 SH SOLE 0 0 11294 ALLSTATE CORP COMMON STOCK 020002101 14717 323733 SH SOLE 0 0 323733 ALLTEL CORP COMMON STOCK 020039103 6976 139833 SH SOLE 0 0 139833 ALPHARMA, INC. COMMON STOCK 020813101 412 20993 SH SOLE 0 0 20993 ALTERA CORP COMMON STOCK 021441100 3575 174577 SH SOLE 0 0 174577 ALTRIA GROUP INC COMMON STOCK 02209S103 50169 921375 SH SOLE 0 0 921375 AMB PROPERTY CORP COMMON STOCK 00163T109 648 17433 SH SOLE 0 0 17433 AMBAC INC COMMON STOCK 023139108 3469 47021 SH SOLE 0 0 47021 AMERADA HESS CORP. COMMON STOCK 023551104 2585 39592 SH SOLE 0 0 39592 AMEREN CORP COMMON STOCK 023608102 3686 79968 SH SOLE 0 0 79968 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 408 15145 SH SOLE 0 0 15145 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 5715 173611 SH SOLE 0 0 173611 AMERICAN EXPRESS CO. COMMON STOCK 025816109 29744 573664 SH SOLE 0 0 573664 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 566 18978 SH SOLE 0 0 18978 AMERICAN GREETING CORP COMMON STOCK 026375105 668 29334 SH SOLE 0 0 29334 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 316 12942 SH SOLE 0 0 12942 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 83865 1175396 SH SOLE 0 0 1175396 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 290 7267 SH SOLE 0 0 7267 AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 327 17051 SH SOLE 0 0 17051 AMERICAN MED SYS HLDGS INC COMMON STOCK 02744M108 354 13332 SH SOLE 0 0 13332 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 2004 87149 SH SOLE 0 0 87149 AMERICAN STD COS INC DEL COMMON STOCK 029712106 3624 31855 SH SOLE 0 0 31855 AMERICREDIT CORP COMMON STOCK 03060R101 570 33473 SH SOLE 0 0 33473 AMERIGROUP CORP COMMON STOCK 03073T102 451 9863 SH SOLE 0 0 9863 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 2697 49325 SH SOLE 0 0 49325 AMERUS GROUP COMPANY COMMON STOCK 03072M108 339 8400 SH SOLE 0 0 8400 AMETEK NEW COMMON STOCK 031100100 364 14196 SH SOLE 0 0 14196 AMGEN INC COMMON STOCK 031162100 33829 581757 SH SOLE 0 0 581757 AMSOUTH BANCORPORATION COMMON STOCK 032165102 3626 154213 SH SOLE 0 0 154213 AMSURG CORP COMMON STOCK 03232P405 275 12120 SH SOLE 0 0 12120 ANADARKO PETE CORP. COMMON STOCK 032511107 5903 113832 SH SOLE 0 0 113832 ANALOG DEVICES INC COMMON STOCK 032654105 8559 178272 SH SOLE 0 0 178272 ANALOGIC CORP COMMON STOCK 032657207 250 5491 SH SOLE 0 0 5491 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 234 9249 SH SOLE 0 0 9249 ANDREW CORP COMMON STOCK 034425108 1220 69700 SH SOLE 0 0 69700 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 19784 387929 SH SOLE 0 0 387929 ANIXTER INTERNATIONAL COMMON STOCK 035290105 413 14635 SH SOLE 0 0 14635 ANN TAYLOR STORES CORP COMMON STOCK 036115103 441 10300 SH SOLE 0 0 10300 ANSYS INC COMMON STOCK 03662Q105 246 6202 SH SOLE 0 0 6202 ANTHEM INC COMMON STOCK 03674B104 6264 69111 SH SOLE 0 0 69111 AON CORP COMMON STOCK 037389103 3843 137689 SH SOLE 0 0 137689 APACHE CORP COMMON STOCK 037411105 6148 142414 SH SOLE 0 0 142414 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1276 41040 SH SOLE 0 0 41040 APOGEE ENTERPRISES INC COMMON STOCK 037598109 136 11047 SH SOLE 0 0 11047 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 765 24937 SH SOLE 0 0 24937 APOLLO GROUP INCCL A COMMON STOCK 037604105 8007 92927 SH SOLE 0 0 92927 APPLE COMPUTER, INC COMMON STOCK 037833100 4395 162529 SH SOLE 0 0 162529 APPLEBEES INTL INC COMMON STOCK 037899101 615 14900 SH SOLE 0 0 14900 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1791 90534 SH SOLE 0 0 90534 APPLIED MATLS INC COMMON STOCK 038222105 16415 769567 SH SOLE 0 0 769567 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 780 136528 SH SOLE 0 0 136528 APRIA HEALTHCARE GROUP INC COMMON STOCK 037933108 689 22999 SH SOLE 0 0 22999 APTARGROUP INC COMMON STOCK 038336103 566 14736 SH SOLE 0 0 14736 AQUA AMER INC COMMON STOCK 03836W103 426 19662 SH SOLE 0 0 19662 AQUILA INC COMMON STOCK 03840P102 196 41689 SH SOLE 0 0 41689 ARBITRON INC COMMON STOCK 03875Q108 501 12451 SH SOLE 0 0 12451 ARCH CHEMICAL INC. COMMON STOCK 03937R102 256 9053 SH SOLE 0 0 9053 ARCH COAL INC COMMON STOCK 039380100 353 11231 SH SOLE 0 0 11231 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 4972 294737 SH SOLE 0 0 294737 ARCTIC CAT INC COMMON STOCK 039670104 214 8448 SH SOLE 0 0 8448 ARGOSY GAMING CO COMMON STOCK 040228108 421 11855 SH SOLE 0 0 11855 ARKANSAS BEST CORP COMMON STOCK 040790107 269 10109 SH SOLE 0 0 10109 ARMOR HLDGS INC COMMON STOCK 042260109 376 11358 SH SOLE 0 0 11358 ARQULE INC COMMON STOCK 04269E107 67 11300 SH SOLE 0 0 11300 ARROW ELECTRS INC COMMON STOCK 042735100 691 27152 SH SOLE 0 0 27152 ARTESYN TECH COMMON STOCK 043127109 148 15591 SH SOLE 0 0 15591 ARVINMERITOR INC COMMON STOCK 043353101 293 14768 SH SOLE 0 0 14768 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 276 12636 SH SOLE 0 0 12636 ASHLAND INC. COMMON STOCK 044204105 1418 30511 SH SOLE 0 0 30511 ASSOCIATED BANC CORP COMMON STOCK 045487105 702 15682 SH SOLE 0 0 15682 ASTORIA FINL CORP COMMON STOCK 046265104 787 20690 SH SOLE 0 0 20690 AT & T CORP COMMON STOCK 001957505 6824 348709 SH SOLE 0 0 348709 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 16295 1197257 SH SOLE 0 0 1197257 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 131 18224 SH SOLE 0 0 18224 ATMEL CORP COMMON STOCK 049513104 654 100688 SH SOLE 0 0 100688 ATMI INC COMMON STOCK 00207R101 328 12465 SH SOLE 0 0 12465 ATMOS ENERGY CORP COMMON STOCK 049560105 535 20931 SH SOLE 0 0 20931 ATWOOD OCEANICS INC COMMON STOCK 050095108 200 5633 SH SOLE 0 0 5633 AUTODESK INC COMMON STOCK 052769106 1560 49503 SH SOLE 0 0 49503 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 11210 266908 SH SOLE 0 0 266908 AUTONATION INC COMMON STOCK 05329W102 2487 145858 SH SOLE 0 0 145858 AUTOZONE INC COMMON STOCK 053332102 3961 46078 SH SOLE 0 0 46078 AVAYA INC COMMON STOCK 053499109 2962 186509 SH SOLE 0 0 186509 AVERY DENNISON CORP COMMON STOCK 053611109 3021 48569 SH SOLE 0 0 48569 AVID TECHNOLOGY INC COMMON STOCK 05367P100 573 12417 SH SOLE 0 0 12417 AVISTA CORP COMMON STOCK 05379B107 368 19450 SH SOLE 0 0 19450 AVNET COMMON STOCK 053807103 629 25682 SH SOLE 0 0 25682 AVOCENT CORP COMMON STOCK 053893103 376 10215 SH SOLE 0 0 10215 AVON PRODUCTS, INC. COMMON STOCK 054303102 8777 115679 SH SOLE 0 0 115679 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 444 39947 SH SOLE 0 0 39947 AZTER CORP COMMON STOCK 054802103 340 13884 SH SOLE 0 0 13884 B B & T CORPORATION COMMON STOCK 054937107 8612 243952 SH SOLE 0 0 243952 BAKER HUGHES INC. COMMON STOCK 057224107 5366 147084 SH SOLE 0 0 147084 BALDOR ELECTRIC CO COMMON STOCK 057741100 304 13240 SH SOLE 0 0 13240 BALL CORP COMMON STOCK 058498106 2289 33778 SH SOLE 0 0 33778 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 80 13667 SH SOLE 0 0 13667 BANDAG INC COMMON STOCK 059815100 208 4178 SH SOLE 0 0 4178 BANK HAWAII CORP COMMON STOCK 062540109 544 11735 SH SOLE 0 0 11735 BANK OF AMERICA CORP COMMON STOCK 060505104 54107 668153 SH SOLE 0 0 668153 BANK OF NEW YORK CO INC COMMON STOCK 064057102 10711 340025 SH SOLE 0 0 340025 BANK ONE COMMON STOCK 06423A103 27469 503830 SH SOLE 0 0 503830 BANKNORTH GROUP INC. COMMON STOCK 06646R107 1185 34807 SH SOLE 0 0 34807 BANKUNITED FINL CORP COMMON STOCK 06652B103 359 12089 SH SOLE 0 0 12089 BANTA CORP COMMON STOCK 066821109 252 5452 SH SOLE 0 0 5452 BARD (C.R.) INC COMMON STOCK 067383109 2413 24715 SH SOLE 0 0 24715 BARNES & NOBLE INC COMMON STOCK 067774109 474 14527 SH SOLE 0 0 14527 BARNES GROUP INC COMMON STOCK 067806109 258 9236 SH SOLE 0 0 9236 BARR LABS INC COMMON STOCK 068306109 1080 23539 SH SOLE 0 0 23539 BARRA INC COMMON STOCK 068313105 267 7644 SH SOLE 0 0 7644 BAUSCH & LOMB INC. 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INC COMMON STOCK 093671105 4001 78402 SH SOLE 0 0 78402 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 316 9660 SH SOLE 0 0 9660 BMC SOFTWARE INC COMMON STOCK 055921100 1932 98818 SH SOLE 0 0 98818 BOB EVANS FARMS INC COMMON STOCK 096761101 240 7436 SH SOLE 0 0 7436 BOEING CO. COMMON STOCK 097023105 15205 370225 SH SOLE 0 0 370225 BOISE CASCADE CORP. COMMON STOCK 097383103 1326 38270 SH SOLE 0 0 38270 BORDERS GROUP INC COMMON STOCK 099709107 396 16690 SH SOLE 0 0 16690 BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 501 5904 SH SOLE 0 0 5904 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 274 9779 SH SOLE 0 0 9779 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 16651 392906 SH SOLE 0 0 392906 BOWATER, INC. COMMON STOCK 102183100 515 11800 SH SOLE 0 0 11800 BOWNE & CO COMMON STOCK 103043105 233 13638 SH SOLE 0 0 13638 BOYD GAMING CORP COMMON STOCK 103304101 318 13900 SH SOLE 0 0 13900 BRADY W H CO COMMON STOCK 104674106 363 9530 SH SOLE 0 0 9530 BRIGGS & STRATTON COMMON STOCK 109043109 614 9094 SH SOLE 0 0 9094 BRINKER INTL INC COMMON STOCK 109641100 958 25269 SH SOLE 0 0 25269 BRINKS CO COMMON STOCK 109696104 320 11594 SH SOLE 0 0 11594 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 21731 896846 SH SOLE 0 0 896846 BROADCOM CORP COMMON STOCK 111320107 5191 133059 SH SOLE 0 0 133059 BROOKLINE BANCORP INC DEL COMMON STOCK 11373M107 379 23731 SH SOLE 0 0 23731 BROOKS AUTOMATION INC NEW COMMON STOCK 114340102 377 17918 SH SOLE 0 0 17918 BROWN & BROWN INC COMMON STOCK 115236101 567 14623 SH SOLE 0 0 14623 BROWN SHOE COMPANY INC COMMON STOCK 115736100 266 7303 SH SOLE 0 0 7303 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 2540 53289 SH SOLE 0 0 53289 BRUNSWICK CORP COMMON STOCK 117043109 1678 41086 SH SOLE 0 0 41086 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 155 14916 SH SOLE 0 0 14916 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 356 17987 SH SOLE 0 0 17987 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 5151 163523 SH SOLE 0 0 163523 BURLINGTON RES COMMON STOCK 122014103 6285 98772 SH SOLE 0 0 98772 C COR ELECTRS INC COMMON STOCK 125010108 238 16991 SH SOLE 0 0 16991 C D I CORP COMMON STOCK 125071100 256 7943 SH SOLE 0 0 7943 C D W CORP COMMON STOCK 12512N105 1205 17818 SH SOLE 0 0 17818 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 750 18073 SH SOLE 0 0 18073 C S X CORP. COMMON STOCK 126408103 2850 94076 SH SOLE 0 0 94076 C&D TECHNILOGIES INC COMMON STOCK 124661109 171 10254 SH SOLE 0 0 10254 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 160 16922 SH SOLE 0 0 16922 CABOT CORP COMMON STOCK 127055101 432 13172 SH SOLE 0 0 13172 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 223 5290 SH SOLE 0 0 5290 CABOT OIL & GAS CORP COMMON STOCK 127097103 401 13116 SH SOLE 0 0 13116 CACI INTL INC COMMON STOCK 127190304 507 11789 SH SOLE 0 0 11789 CADENCE DESIGN SYS INC COMMON STOCK 127387108 827 56132 SH SOLE 0 0 56132 CAESARS ENTMT INC COMMON STOCK 127687101 843 64672 SH SOLE 0 0 64672 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 393 15241 SH SOLE 0 0 15241 CALLAWAY GOLF CO COMMON STOCK 131193104 306 16103 SH SOLE 0 0 16103 CALPINE CORPORATION COMMON STOCK 131347106 847 181407 SH SOLE 0 0 181407 CAMBREX CORP COMMON STOCK 132011107 280 10411 SH SOLE 0 0 10411 CAMPBELL SOUP CO. COMMON STOCK 134429109 4924 180567 SH SOLE 0 0 180567 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 503 14233 SH SOLE 0 0 14233 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 7659 101533 SH SOLE 0 0 101533 CAPTARIS INC COMMON STOCK 14071N104 71 12925 SH SOLE 0 0 12925 CARAUSTAR INDS INC COMMON STOCK 140909102 132 11340 SH SOLE 0 0 11340 CARBO CERAMICS COMMON STOCK 140781105 407 6467 SH SOLE 0 0 6467 CARDINAL HEALTH INC COMMON STOCK 14149Y108 14061 204081 SH SOLE 0 0 204081 CAREER ED CORP COMMON STOCK 141665109 1211 21423 SH SOLE 0 0 21423 CAREMARK RX INC COMMON STOCK 141705103 3534 106300 SH SOLE 0 0 106300 CARLISLE CORP COMMON STOCK 142339100 374 6602 SH SOLE 0 0 6602 CARMAX INC COMMON STOCK 143130102 646 22123 SH SOLE 0 0 22123 CARNIVAL CORP COMMON STOCK 143658300 12435 276890 SH SOLE 0 0 276890 CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 298 9049 SH SOLE 0 0 9049 CASEY'S GEN STORES INC COMMON STOCK 147528103 320 20115 SH SOLE 0 0 20115 CASH AMER INVTS INC COMMON STOCK 14754D100 264 11443 SH SOLE 0 0 11443 CATALINA MARKETING CORP COMMON STOCK 148867104 220 11359 SH SOLE 0 0 11359 CATERPILLAR TRACTOR CO. 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COMMON STOCK 152312104 2941 54394 SH SOLE 0 0 54394 CENTRAL PKG CORP COMMON STOCK 154785109 294 14636 SH SOLE 0 0 14636 CENTURY ALUM CO COMMON STOCK 156431108 242 8565 SH SOLE 0 0 8565 CENTURY TEL COMMON STOCK 156700106 2140 77852 SH SOLE 0 0 77852 CEPHALON INC COMMON STOCK 156708109 682 11900 SH SOLE 0 0 11900 CERIDIAN CORP NEW COMMON STOCK 156779100 629 31901 SH SOLE 0 0 31901 CERNER CORP COMMON STOCK 156782104 647 14350 SH SOLE 0 0 14350 CERTEGY INC COMMON STOCK 156880106 605 17283 SH SOLE 0 0 17283 CH ENERGY GROUP INC COMMON STOCK 12541M102 316 6428 SH SOLE 0 0 6428 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 298 28129 SH SOLE 0 0 28129 CHARLES RIV LABORATORIES INTL COMMON STOCK 159864107 420 9800 SH SOLE 0 0 9800 CHARTER ONE FINL INC COMMON STOCK 160903100 3462 97900 SH SOLE 0 0 97900 CHECKFREE CORP COMMON STOCK 162813109 502 17036 SH SOLE 0 0 17036 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 251 13278 SH SOLE 0 0 13278 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 509 11044 SH SOLE 0 0 11044 CHEVRONTEXACO CORP COMMON STOCK 166764100 42332 482254 SH SOLE 0 0 482254 CHICO'S FAS INC COMMON STOCK 168615102 864 18628 SH SOLE 0 0 18628 CHILDRENS PL RETAIL STORES INC COMMON STOCK 168905107 335 10805 SH SOLE 0 0 10805 CHIRON CORP COMMON STOCK 170040109 3625 82369 SH SOLE 0 0 82369 CHITTENDEN CORP COMMON STOCK 170228100 491 14877 SH SOLE 0 0 14877 CHOICEPOINT INC COMMON STOCK 170388102 711 18690 SH SOLE 0 0 18690 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 321 15215 SH SOLE 0 0 15215 CHUBB CORP COMMON STOCK 171232101 5740 82536 SH SOLE 0 0 82536 CHURCH & DWIGHT INC COMMON STOCK 171340102 377 8716 SH SOLE 0 0 8716 CIBER INC COMMON STOCK 17163B102 289 26270 SH SOLE 0 0 26270 CIENA CORP COMMON STOCK 171779101 1037 208634 SH SOLE 0 0 208634 CIGNA CORPORATION COMMON STOCK 125509109 3662 62051 SH SOLE 0 0 62051 CIMAREX ENERGY CO COMMON STOCK 171798101 486 16813 SH SOLE 0 0 16813 CINCINNATI BELL INC NEW COMMON STOCK 171871106 212 52134 SH SOLE 0 0 52134 CINCINNATI FINL CORP COMMON STOCK 172062101 3064 70523 SH SOLE 0 0 70523 CINERGY CORP. COMMON STOCK 172474108 3203 78328 SH SOLE 0 0 78328 CINTAS COMMON STOCK 172908105 3266 75088 SH SOLE 0 0 75088 CIRCUIT CITY STORES COMMON STOCK 172737108 1044 92353 SH SOLE 0 0 92353 CISCO SYS INC COMMON STOCK 17275R102 73644 3124475 SH SOLE 0 0 3124475 CITIGROUP INC COMMON STOCK 172967101 121463 2349390 SH SOLE 0 0 2349390 CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 1616 124904 SH SOLE 0 0 124904 CITRIX SYS INC COMMON STOCK 177376100 1559 72097 SH SOLE 0 0 72097 CITY NATL CORP COMMON STOCK 178566105 629 10502 SH SOLE 0 0 10502 CLAIR'S STORE, INC. COMMON STOCK 179584107 937 44984 SH SOLE 0 0 44984 CLARCOR INC COMMON STOCK 179895107 450 10194 SH SOLE 0 0 10194 CLEAR CHANNEL COMMUNICATIONS I COMMON STOCK 184502102 11460 270598 SH SOLE 0 0 270598 CLECO CORP HOLDING CO COMMON STOCK 12561W105 362 19041 SH SOLE 0 0 19041 CLEVELAND CLIFFS INC COMMON STOCK 185896107 281 4299 SH SOLE 0 0 4299 CLOROX COMPANY COMMON STOCK 189054109 5176 105821 SH SOLE 0 0 105821 CMS ENERGY CORP COMMON STOCK 125896100 742 82883 SH SOLE 0 0 82883 CNF TRANSPORTATION COMMON STOCK 12612W104 411 12221 SH SOLE 0 0 12221 COACH INC COMMON STOCK 189754104 2084 50840 SH SOLE 0 0 50840 COCA-COLA COMPANY COMMON STOCK 191216100 55804 1109424 SH SOLE 0 0 1109424 COCA-COLA ENTERPRISES COMMON STOCK 191219104 4993 206565 SH SOLE 0 0 206565 COGNEX CORP COMMON STOCK 192422103 588 17676 SH SOLE 0 0 17676 COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK 192446102 620 13700 SH SOLE 0 0 13700 COHERENT INC COMMON STOCK 192479103 319 12117 SH SOLE 0 0 12117 COLGATE PALMOLIVE CO. COMMON STOCK 194162103 12902 234151 SH SOLE 0 0 234151 COLONIAL BANCGROUP INC COMMON STOCK 195493309 502 27140 SH SOLE 0 0 27140 COLONIAL PPTYS TR COMMON STOCK 195872106 434 10648 SH SOLE 0 0 10648 COMCAST CORP NEW COMMON STOCK 20030N101 30047 1044754 SH SOLE 0 0 1044754 COMERICA INC COMMON STOCK 200340107 4185 77045 SH SOLE 0 0 77045 COMMERCE BANCORP INC N J COMMON STOCK 200519106 1070 16236 SH SOLE 0 0 16236 COMMERCIAL FED CORP COMMON STOCK 201647104 469 16997 SH SOLE 0 0 16997 COMMERCIAL METALS CO COMMON STOCK 201723103 366 11509 SH SOLE 0 0 11509 COMMERCIAL NET LEASE RLTY COMMON STOCK 202218103 399 20222 SH SOLE 0 0 20222 COMMOMWEALTH TELEPHONE ENTRP COMMON STOCK 203349105 399 9729 SH SOLE 0 0 9729 COMMSCOPE INC COMMON STOCK 203372107 294 17641 SH SOLE 0 0 17641 COMMUNITY FIRST BANKSHARES INC COMMON STOCK 203902101 488 15177 SH SOLE 0 0 15177 COMMUNITY HEALTH SYS INC NEW COMMON STOCK 203668108 585 21033 SH SOLE 0 0 21033 COMPASS BANCSHARES INC. 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COMMON STOCK COMMON STOCK 247126105 2452 246135 SH SOLE 0 0 246135 DELPHI FINL GROUP INC COMMON STOCK 247131105 528 12564 SH SOLE 0 0 12564 DELTA & PINE LD CO COMMON STOCK 247357106 384 15374 SH SOLE 0 0 15374 DELTA AIR LINES, INC. COMMON STOCK 247361108 429 54134 SH SOLE 0 0 54134 DELUXE CHECK PRINTER COMMON STOCK 248019101 947 23626 SH SOLE 0 0 23626 DENDRITE INTL INC COMMON STOCK 248239105 262 16395 SH SOLE 0 0 16395 DENTSPLY INTL INC NEW COMMON STOCK 249030107 749 16898 SH SOLE 0 0 16898 DEVON ENERGY CORPORATIOIN NEW COMMON STOCK 25179M103 6376 109640 SH SOLE 0 0 109640 DEVRY INC DEL COMMON STOCK 251893103 452 14977 SH SOLE 0 0 14977 DIAGNOSTIC PRODS CORP COMMON STOCK 252450101 505 11656 SH SOLE 0 0 11656 DIEBOLD, INC. COMMON STOCK 253651103 749 15557 SH SOLE 0 0 15557 DILLARDS INC. 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GROUP INC. COMMON STOCK 302571104 5635 84287 SH SOLE 0 0 84287 FACTSET RESEARCH SYSTEMS INC. COMMON STOCK 303075105 582 13672 SH SOLE 0 0 13672 FAIR ISAAC CORPORATION COMMON STOCK 303250104 575 15950 SH SOLE 0 0 15950 FAIRCHILD SEMICONDUCTOR INTL I COMMON STOCK 303726103 605 25159 SH SOLE 0 0 25159 FAMILY DOLLAR STORES COMMON STOCK 307000109 2722 75707 SH SOLE 0 0 75707 FASTENAL CO COMMON STOCK 311900104 870 16213 SH SOLE 0 0 16213 FED HM LN MTG CORP COMMON STOCK 313400301 18405 311640 SH SOLE 0 0 311640 FEDDERS CORP COMMON STOCK 313135501 70 12259 SH SOLE 0 0 12259 FEDERAL NATL MTGE ASSN. 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COMMON STOCK 384802104 1924 40078 SH SOLE 0 0 40078 GRANITE CONSTR INC COMMON STOCK 387328107 210 8835 SH SOLE 0 0 8835 GRANT PRIDECO INC COMMON STOCK 38821G101 402 25927 SH SOLE 0 0 25927 GREAT ATLANTIC PACIFIC TEA COMMON STOCK 390064103 120 15537 SH SOLE 0 0 15537 GREAT LAKES CHEM COMMON STOCK 390568103 528 22149 SH SOLE 0 0 22149 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 501 14831 SH SOLE 0 0 14831 GREATER BAY BANCORP COMMON STOCK 391648102 329 11234 SH SOLE 0 0 11234 GREENPOINT FINL CORP COMMON STOCK 395384100 1247 28525 SH SOLE 0 0 28525 GRIFFON CORP COMMON STOCK 398433102 257 11890 SH SOLE 0 0 11890 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 333 9198 SH SOLE 0 0 9198 GTECH HLDGS CORP COMMON STOCK 400518106 748 12648 SH SOLE 0 0 12648 GUIDANT CORP COMMON STOCK 401698105 8676 136909 SH SOLE 0 0 136909 GUITAR CTR INC COMMON STOCK 402040109 358 9628 SH SOLE 0 0 9628 GYMBOREE CORP COMMON STOCK 403777105 202 12073 SH SOLE 0 0 12073 H J HEINZ CO COMMON STOCK 423074103 5770 154721 SH SOLE 0 0 154721 HAEMONETICS CORP MASS COMMON STOCK 405024100 316 10047 SH SOLE 0 0 10047 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 316 14284 SH SOLE 0 0 14284 HALLIBURTON CO. 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COMMON STOCK 532457108 33354 498570 SH SOLE 0 0 498570 LIMITED INC COMMON STOCK 532716107 4540 226998 SH SOLE 0 0 226998 LINCARE HLDGS INC COMMON STOCK 532791100 658 20971 SH SOLE 0 0 20971 LINCOLN NATIONAL CORP. COMMON STOCK 534187109 3701 78221 SH SOLE 0 0 78221 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 6039 162832 SH SOLE 0 0 162832 LINENS N THINGS INC COMMON STOCK 535679104 641 18112 SH SOLE 0 0 18112 LIZ CLAIBORNE COMMON STOCK 539320101 2191 59707 SH SOLE 0 0 59707 LOCKHEED MARTIN CORP COMMON STOCK 539830109 9910 217134 SH SOLE 0 0 217134 LOEWS CORP COMMON STOCK 540424108 4816 81538 SH SOLE 0 0 81538 LONE STAR STEAKHOUSE SALOON COMMON STOCK 542307103 249 8537 SH SOLE 0 0 8537 LONE STAR TECHNOLOGIES INC COMMON STOCK 542312103 203 11511 SH SOLE 0 0 11511 LONGVIEW FIBRE CO COMMON STOCK 543213102 121 10861 SH SOLE 0 0 10861 LOUISIANA PACIFIC CORP. 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COMMON STOCK 549271104 393 12485 SH SOLE 0 0 12485 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 7695 1872179 SH SOLE 0 0 1872179 LYONDELL PETROCST COMMON STOCK 552078107 561 37774 SH SOLE 0 0 37774 M & T BANK COMMON STOCK 55261F104 4713 52450 SH SOLE 0 0 52450 M B N A CORP COMMON STOCK 55262L100 16181 585636 SH SOLE 0 0 585636 MAC DERMID INC COMMON STOCK 554273102 430 12222 SH SOLE 0 0 12222 MACK-CALI REALTY COMMON STOCK 554489104 575 12800 SH SOLE 0 0 12800 MACROMEDIA INC COMMON STOCK 556100105 288 14364 SH SOLE 0 0 14364 MACROVISION CORP COMMON STOCK 555904101 197 10428 SH SOLE 0 0 10428 MAF BANCORP INC COMMON STOCK 55261R108 580 13351 SH SOLE 0 0 13351 MAGNETEK INC COMMON STOCK 559424106 87 11455 SH SOLE 0 0 11455 MANADLAY RESORT COMMON STOCK 562567107 797 13920 SH SOLE 0 0 13920 MANHATTAN ASSOCS INC COMMON STOCK 562750109 336 12060 SH SOLE 0 0 12060 MANITOWOC INC COMMON STOCK 563571108 319 10777 SH SOLE 0 0 10777 MANOR CARE INC COMMON STOCK 564055101 1448 41041 SH SOLE 0 0 41041 MANPOWER INC WIS COMMON STOCK 56418H100 880 18920 SH SOLE 0 0 18920 MANTECH INTL CORP COMMON STOCK 564563104 264 12904 SH SOLE 0 0 12904 MARATHON OIL CORP COMMON STOCK 565849106 5191 154159 SH SOLE 0 0 154159 MARCUS CORP COMMON STOCK 566330106 207 11951 SH SOLE 0 0 11951 MARRIOTT INTL INC NEW COMMON STOCK 571903202 4302 101106 SH SOLE 0 0 101106 MARSH & MC LENNAN CO COMMON STOCK 571748102 10790 233039 SH SOLE 0 0 233039 MARSHALL & ILSLEY CORP COMMON STOCK 571834100 3764 99538 SH SOLE 0 0 99538 MARTIN MARIETTA MATLS INC COMMON STOCK 573284106 482 10439 SH SOLE 0 0 10439 MASCO CORP. COMMON STOCK 574599106 7265 238680 SH SOLE 0 0 238680 MASSEY ENERGY CORP COMMON STOCK 576206106 671 30386 SH SOLE 0 0 30386 MATTEL INC COMMON STOCK 577081102 3603 195371 SH SOLE 0 0 195371 MAVERICK TUBE CORP COMMON STOCK 577914104 400 16987 SH SOLE 0 0 16987 MAXIM INTEGRATED PRODS INC COMMON STOCK 57772K101 7158 152397 SH SOLE 0 0 152397 MAXIMUS INC COMMON STOCK 577933104 311 8879 SH SOLE 0 0 8879 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 4386 126825 SH SOLE 0 0 126825 MAYTAG CORP COMMON STOCK 578592107 1089 34492 SH SOLE 0 0 34492 MBIA INC COMMON STOCK 55262C100 3975 63391 SH SOLE 0 0 63391 MCCORMICK & CO INC COMMON STOCK 579780206 2022 60308 SH SOLE 0 0 60308 MCDATA CORP CL A COMMON STOCK 580031201 175 24906 SH SOLE 0 0 24906 MCDONALD'S CORP. COMMON STOCK 580135101 16748 586223 SH SOLE 0 0 586223 MCGRAW HILL COMPANIES INC. COMMON STOCK 580645109 6406 84138 SH SOLE 0 0 84138 MCKESSON CORPORATION COMMON STOCK 58155Q103 3848 127888 SH SOLE 0 0 127888 MDC HOLDINGS INC COMMON STOCK 552676108 929 13196 SH SOLE 0 0 13196 MDU RES GROUP INC COMMON STOCK 552690109 585 24921 SH SOLE 0 0 24921 MEADWESTVACO CORP COMMON STOCK 583334107 2499 88318 SH SOLE 0 0 88318 MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 4039 118797 SH SOLE 0 0 118797 MEDIA GENERAL INC -CL A COMMON STOCK 584404107 340 5054 SH SOLE 0 0 5054 MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 898 22455 SH SOLE 0 0 22455 MEDIMMUNE INC COMMON STOCK 584699102 2510 108735 SH SOLE 0 0 108735 MEDTRONIC, INC. COMMON STOCK 585055106 26163 547919 SH SOLE 0 0 547919 MELLON FINANCIAL CORP COMMON STOCK 58551A108 5917 189103 SH SOLE 0 0 189103 MENS WEARHOUSE INC COMMON STOCK 587118100 398 14994 SH SOLE 0 0 14994 MENTOR CORP MINN COMMON STOCK 587188103 531 17651 SH SOLE 0 0 17651 MENTOR GRAPHICS CORP COMMON STOCK 587200106 259 14555 SH SOLE 0 0 14555 MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 731 17021 SH SOLE 0 0 17021 MERCK & CO., INC. COMMON STOCK 589331107 45655 1033150 SH SOLE 0 0 1033150 MERCURY COMPUTER SYS INC COMMON STOCK 589378108 218 8569 SH SOLE 0 0 8569 MERCURY INTERACTIVE CORP COMMON STOCK 589405109 1771 39533 SH SOLE 0 0 39533 MEREDITH CORP COMMON STOCK 589433101 1114 22037 SH SOLE 0 0 22037 MERIT MED SYS INC COMMON STOCK 589889104 226 10422 SH SOLE 0 0 10422 MERITAGE CORP COMMON STOCK 59001A102 396 5339 SH SOLE 0 0 5339 MERRILL LYNCH & CO., INC. 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