-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, C1Dcedeqn1b5QX7Cr9RwKynMW0QNoaUfozn4LhVmYdBmK8tPA17Fle9KXH6mH25x UebI6c70vl+vPH5n6HHHIw== 0000919192-04-000015.txt : 20040823 0000919192-04-000015.hdr.sgml : 20040823 20040823145757 ACCESSION NUMBER: 0000919192-04-000015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040823 DATE AS OF CHANGE: 20040823 EFFECTIVENESS DATE: 20040823 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMALGAMATED BANK CENTRAL INDEX KEY: 0000919192 IRS NUMBER: 134920330 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04148 FILM NUMBER: 04991657 BUSINESS ADDRESS: STREET 1: 11-15 UNION SQUARE WEST CITY: NEWYORK STATE: NY ZIP: 10003 MAIL ADDRESS: STREET 1: 11 15 UNION SQUARE W CITY: NEW YORK STATE: NY ZIP: 10003 FORMER COMPANY: FORMER CONFORMED NAME: AMALGAMATED BANK OF NEW YORK DATE OF NAME CHANGE: 19990325 13F-HR 1 edgarjun.txt QUARTERLY SUBMISSION 13F-HR 6/30/04 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: 6/30/04 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 7/5/04 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: 1396 FORM 13F INFORMATION TABLE VALUE TOTAL: $5,384,812 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 822 24167 SH SOLE 0 0 24167 AAR CORP COMMON STOCK 000361105 160 14056 SH SOLE 0 0 14056 AARON RENTS INC COMMON STOCK 002535201 478 14417 SH SOLE 0 0 14417 ABBOTT LABORATORIES COMMON STOCK 002824100 28510 699463 SH SOLE 0 0 699463 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 835 21545 SH SOLE 0 0 21545 ABM INDS INC COMMON STOCK 000957100 414 21267 SH SOLE 0 0 21267 ACCREDO HEALTH INC COMMON STOCK 00437V104 826 21196 SH SOLE 0 0 21196 ACE LTD COMMON STOCK G0070K103 6065 143445 SH SOLE 0 0 143445 ACTEL CORP COMMON STOCK 004934105 207 11197 SH SOLE 0 0 11197 ACTIVISION INC COMMON STOCK 004930202 496 31193 SH SOLE 0 0 31193 ACUITY BRANDS INC COMMON STOCK 00508Y102 503 18623 SH SOLE 0 0 18623 ACXIOM CORP COMMON STOCK 005125109 485 19542 SH SOLE 0 0 19542 ADAPTEC INC COMMON STOCK 00651F108 405 47852 SH SOLE 0 0 47852 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 1020 359116 SH SOLE 0 0 359116 ADMINISTAFF INC COMMON STOCK 007094105 192 11580 SH SOLE 0 0 11580 ADOBE SYS INC COMMON STOCK 00724F101 4931 106037 SH SOLE 0 0 106037 ADTRAN INC COMMON STOCK 00738A106 601 18000 SH SOLE 0 0 18000 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 223 14193 SH SOLE 0 0 14193 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 401 19871 SH SOLE 0 0 19871 ADVANCED MED OPTICS INC COMMON STOCK 00763M108 549 12897 SH SOLE 0 0 12897 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 2494 156885 SH SOLE 0 0 156885 ADVO INC COMMON STOCK 007585102 434 13197 SH SOLE 0 0 13197 AEROFLEX INC COMMON STOCK 007768104 461 32306 SH SOLE 0 0 32306 AES CORP COMMON STOCK 00130H105 2817 283686 SH SOLE 0 0 283686 AETNA INC NEW COMMON STOCK 00817Y108 6997 82318 SH SOLE 0 0 82318 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 3203 60500 SH SOLE 0 0 60500 AFLAC, INC COMMON STOCK 001055102 9218 225876 SH SOLE 0 0 225876 AGCO CORP COMMON STOCK 001084102 416 20442 SH SOLE 0 0 20442 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 6277 214365 SH SOLE 0 0 214365 AGILYSYS INC COMMON STOCK 00847J105 193 14020 SH SOLE 0 0 14020 AGL RESOURCES COMMON STOCK 001204106 427 14682 SH SOLE 0 0 14682 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 5298 101010 SH SOLE 0 0 101010 AIRGAS INC COMMON STOCK 009363102 400 16747 SH SOLE 0 0 16747 ALBANY INTL CORP NEW COMMON STOCK 012348108 485 14443 SH SOLE 0 0 14443 ALBEMARLE CORP COMMON STOCK 012653101 299 9434 SH SOLE 0 0 9434 ALBERTO CULVER CLB COMMON STOCK 013068101 2012 40122 SH SOLE 0 0 40122 ALBERTSON INC COMMON STOCK 013104104 4333 163262 SH SOLE 0 0 163262 ALCOA INC COMMON STOCK 013817101 12752 386078 SH SOLE 0 0 386078 ALEXANDER & BALDWIN COMMON STOCK 014482103 322 9612 SH SOLE 0 0 9612 ALLEGHENY ENERGY COMMON STOCK 017361106 867 56230 SH SOLE 0 0 56230 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 650 36016 SH SOLE 0 0 36016 ALLERGAN INC COMMON STOCK 018490102 5227 58394 SH SOLE 0 0 58394 ALLETE COMMON STOCK 018522102 666 19999 SH SOLE 0 0 19999 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 91 15290 SH SOLE 0 0 15290 ALLIANT ENERGY CORP COMMON STOCK 018802108 658 25230 SH SOLE 0 0 25230 ALLIANT TECHSYSTEM COMMON STOCK 018804104 538 8500 SH SOLE 0 0 8500 ALLIED WASTE INDS INC COMMON STOCK 019589308 1856 140804 SH SOLE 0 0 140804 ALLMERICA FINL CORP COMMON STOCK 019754100 409 12094 SH SOLE 0 0 12094 ALLSTATE CORP COMMON STOCK 020002101 15731 337933 SH SOLE 0 0 337933 ALLTEL CORP COMMON STOCK 020039103 6932 136933 SH SOLE 0 0 136933 ALPHARMA, INC. COMMON STOCK 020813101 467 22793 SH SOLE 0 0 22793 ALTERA CORP COMMON STOCK 021441100 3682 166177 SH SOLE 0 0 166177 ALTRIA GROUP INC COMMON STOCK 02209S103 46811 935275 SH SOLE 0 0 935275 AMB PROPERTY CORP COMMON STOCK 00163T109 649 18733 SH SOLE 0 0 18733 AMBAC INC COMMON STOCK 023139108 3534 48121 SH SOLE 0 0 48121 AMERADA HESS CORP. COMMON STOCK 023551104 3175 40092 SH SOLE 0 0 40092 AMEREN CORP COMMON STOCK 023608102 3483 81068 SH SOLE 0 0 81068 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 470 16245 SH SOLE 0 0 16245 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 6052 189111 SH SOLE 0 0 189111 AMERICAN EXPRESS CO. COMMON STOCK 025816109 29449 573164 SH SOLE 0 0 573164 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 598 19578 SH SOLE 0 0 19578 AMERICAN GREETING CORP COMMON STOCK 026375105 357 15400 SH SOLE 0 0 15400 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 376 14142 SH SOLE 0 0 14142 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 84937 1191596 SH SOLE 0 0 1191596 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 240 7867 SH SOLE 0 0 7867 AMERICAN MED SYS HLDGS INC COMMON STOCK 02744M108 489 14498 SH SOLE 0 0 14498 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 1746 88849 SH SOLE 0 0 88849 AMERICAN STD COS INC DEL COMMON STOCK 029712106 3848 95465 SH SOLE 0 0 95465 AMERICREDIT CORP COMMON STOCK 03060R101 697 35673 SH SOLE 0 0 35673 AMERIGROUP CORP COMMON STOCK 03073T102 534 10863 SH SOLE 0 0 10863 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 2985 49925 SH SOLE 0 0 49925 AMERUS GROUP COMPANY COMMON STOCK 03072M108 368 8900 SH SOLE 0 0 8900 AMETEK NEW COMMON STOCK 031100100 473 15296 SH SOLE 0 0 15296 AMGEN INC COMMON STOCK 031162100 33334 610857 SH SOLE 0 0 610857 AMSOUTH BANCORPORATION COMMON STOCK 032165102 3981 156313 SH SOLE 0 0 156313 AMSURG CORP COMMON STOCK 03232P405 332 13220 SH SOLE 0 0 13220 ANADARKO PETE CORP. COMMON STOCK 032511107 7063 120532 SH SOLE 0 0 120532 ANALOG DEVICES INC COMMON STOCK 032654105 8125 172572 SH SOLE 0 0 172572 ANALOGIC CORP COMMON STOCK 032657207 254 5991 SH SOLE 0 0 5991 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 266 10049 SH SOLE 0 0 10049 ANDREW CORP COMMON STOCK 034425108 1425 71200 SH SOLE 0 0 71200 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 20424 378229 SH SOLE 0 0 378229 ANIXTER INTERNATIONAL COMMON STOCK 035290105 546 16035 SH SOLE 0 0 16035 ANN TAYLOR STORES CORP COMMON STOCK 036115103 656 22650 SH SOLE 0 0 22650 ANSYS INC COMMON STOCK 03662Q105 315 6702 SH SOLE 0 0 6702 ANTHEM INC COMMON STOCK 03674B104 6825 76211 SH SOLE 0 0 76211 AON CORP COMMON STOCK 037389103 3983 139889 SH SOLE 0 0 139889 APACHE CORP COMMON STOCK 037411105 6446 148014 SH SOLE 0 0 148014 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1299 41740 SH SOLE 0 0 41740 APOGEE ENTERPRISES INC COMMON STOCK 037598109 124 11947 SH SOLE 0 0 11947 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 840 26237 SH SOLE 0 0 26237 APOLLO GROUP INCCL A COMMON STOCK 037604105 8063 91327 SH SOLE 0 0 91327 APPLE COMPUTER, INC COMMON STOCK 037833100 5494 168829 SH SOLE 0 0 168829 APPLEBEES INTL INC COMMON STOCK 037899101 428 18600 SH SOLE 0 0 18600 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1952 89734 SH SOLE 0 0 89734 APPLICA INC COMMON STOCK 03815A106 93 10443 SH SOLE 0 0 10443 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 256 8484 SH SOLE 0 0 8484 APPLIED MATLS INC COMMON STOCK 038222105 15627 796467 SH SOLE 0 0 796467 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 738 138728 SH SOLE 0 0 138728 APRIA HEALTHCARE GROUP INC COMMON STOCK 037933108 672 23399 SH SOLE 0 0 23399 APTARGROUP INC COMMON STOCK 038336103 696 15932 SH SOLE 0 0 15932 AQUA AMER INC COMMON STOCK 03836W103 420 20962 SH SOLE 0 0 20962 AQUILA INC COMMON STOCK 03840P102 158 44289 SH SOLE 0 0 44289 ARBITRON INC COMMON STOCK 03875Q108 494 13517 SH SOLE 0 0 13517 ARCH CHEMICAL INC. COMMON STOCK 03937R102 293 10153 SH SOLE 0 0 10153 ARCH COAL INC COMMON STOCK 039380100 451 12331 SH SOLE 0 0 12331 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 5498 327637 SH SOLE 0 0 327637 ARCTIC CAT INC COMMON STOCK 039670104 249 9048 SH SOLE 0 0 9048 ARGOSY GAMING CO COMMON STOCK 040228108 483 12855 SH SOLE 0 0 12855 ARKANSAS BEST CORP COMMON STOCK 040790107 359 10909 SH SOLE 0 0 10909 ARMOR HLDGS INC COMMON STOCK 042260109 485 14258 SH SOLE 0 0 14258 ARQULE INC COMMON STOCK 04269E107 66 12500 SH SOLE 0 0 12500 ARROW ELECTRS INC COMMON STOCK 042735100 1442 53752 SH SOLE 0 0 53752 ARTESYN TECH COMMON STOCK 043127109 152 16891 SH SOLE 0 0 16891 ARTHROCARE CORP COMMON STOCK 043136100 269 9279 SH SOLE 0 0 9279 ARVINMERITOR INC COMMON STOCK 043353101 307 15668 SH SOLE 0 0 15668 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 215 13436 SH SOLE 0 0 13436 ASHLAND INC. COMMON STOCK 044204105 1648 31211 SH SOLE 0 0 31211 ASSOCIATED BANC CORP COMMON STOCK 045487105 740 24973 SH SOLE 0 0 24973 ASTORIA FINL CORP COMMON STOCK 046265104 647 17690 SH SOLE 0 0 17690 AT & T CORP COMMON STOCK 001957505 5157 352509 SH SOLE 0 0 352509 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 17347 1211357 SH SOLE 0 0 1211357 ATLANTIC COAST AIRLINES HLDGS COMMON STOCK 048396105 113 19724 SH SOLE 0 0 19724 ATMEL CORP COMMON STOCK 049513104 638 107688 SH SOLE 0 0 107688 ATMI INC COMMON STOCK 00207R101 370 13565 SH SOLE 0 0 13565 ATMOS ENERGY CORP COMMON STOCK 049560105 584 22831 SH SOLE 0 0 22831 ATWOOD OCEANICS INC COMMON STOCK 050095108 252 6033 SH SOLE 0 0 6033 AUDIOVOX CORP COMMON STOCK 050757103 169 10020 SH SOLE 0 0 10020 AUTODESK INC COMMON STOCK 052769106 2158 50403 SH SOLE 0 0 50403 AUTOMATIC DATA PROCESSING INC. 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COMMON STOCK 057224107 5643 149884 SH SOLE 0 0 149884 BALDOR ELECTRIC CO COMMON STOCK 057741100 335 14340 SH SOLE 0 0 14340 BALL CORP COMMON STOCK 058498106 2470 34278 SH SOLE 0 0 34278 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 74 14867 SH SOLE 0 0 14867 BANK HAWAII CORP COMMON STOCK 062540109 549 12135 SH SOLE 0 0 12135 BANK OF AMERICA CORP COMMON STOCK 060505104 80381 949903 SH SOLE 0 0 949903 BANK OF NEW YORK CO INC COMMON STOCK 064057102 10177 345225 SH SOLE 0 0 345225 BANK ONE COMMON STOCK 06423A103 25609 502130 SH SOLE 0 0 502130 BANKNORTH GROUP INC. COMMON STOCK 06646R107 1267 39007 SH SOLE 0 0 39007 BANKUNITED FINL CORP COMMON STOCK 06652B103 338 13089 SH SOLE 0 0 13089 BANTA CORP COMMON STOCK 066821109 469 10552 SH SOLE 0 0 10552 BARD (C.R.) INC COMMON STOCK 067383109 2630 46430 SH SOLE 0 0 46430 BARNES & NOBLE INC COMMON STOCK 067774109 531 15627 SH SOLE 0 0 15627 BARNES GROUP INC COMMON STOCK 067806109 291 10036 SH SOLE 0 0 10036 BARR LABS INC COMMON STOCK 068306109 796 23627 SH SOLE 0 0 23627 BAUSCH & LOMB INC. 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INC COMMON STOCK 093671105 3710 77802 SH SOLE 0 0 77802 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 357 10360 SH SOLE 0 0 10360 BMC SOFTWARE INC COMMON STOCK 055921100 1828 98818 SH SOLE 0 0 98818 BOB EVANS FARMS INC COMMON STOCK 096761101 217 7936 SH SOLE 0 0 7936 BOEING CO. COMMON STOCK 097023105 19165 375125 SH SOLE 0 0 375125 BOISE CASCADE CORP. COMMON STOCK 097383103 1467 38970 SH SOLE 0 0 38970 BORDERS GROUP INC COMMON STOCK 099709107 412 17590 SH SOLE 0 0 17590 BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 552 12608 SH SOLE 0 0 12608 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 275 11879 SH SOLE 0 0 11879 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 15875 370906 SH SOLE 0 0 370906 BOWATER, INC. COMMON STOCK 102183100 524 12600 SH SOLE 0 0 12600 BOWNE & CO COMMON STOCK 103043105 242 15238 SH SOLE 0 0 15238 BOYD GAMING CORP COMMON STOCK 103304101 401 15100 SH SOLE 0 0 15100 BRADY W H CO COMMON STOCK 104674106 481 10430 SH SOLE 0 0 10430 BRIGGS & STRATTON COMMON STOCK 109043109 865 9794 SH SOLE 0 0 9794 BRINKER INTL INC COMMON STOCK 109641100 746 21869 SH SOLE 0 0 21869 BRINKS CO COMMON STOCK 109696104 442 12894 SH SOLE 0 0 12894 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 22597 922346 SH SOLE 0 0 922346 BROADCOM CORP COMMON STOCK 111320107 6503 139559 SH SOLE 0 0 139559 BROOKLINE BANCORP INC DEL COMMON STOCK 11373M107 377 25731 SH SOLE 0 0 25731 BROOKS AUTOMATION INC NEW COMMON STOCK 114340102 391 19398 SH SOLE 0 0 19398 BROWN & BROWN INC COMMON STOCK 115236101 673 15623 SH SOLE 0 0 15623 BROWN SHOE COMPANY INC COMMON STOCK 115736100 323 7903 SH SOLE 0 0 7903 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 2606 53989 SH SOLE 0 0 53989 BRUNSWICK CORP COMMON STOCK 117043109 1844 45186 SH SOLE 0 0 45186 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 186 16216 SH SOLE 0 0 16216 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 376 19487 SH SOLE 0 0 19487 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 5794 165223 SH SOLE 0 0 165223 BURLINGTON RES COMMON STOCK 122014103 6908 190944 SH SOLE 0 0 190944 C COR ELECTRS INC COMMON STOCK 125010108 192 18691 SH SOLE 0 0 18691 C D I CORP COMMON STOCK 125071100 296 8543 SH SOLE 0 0 8543 C D W CORP COMMON STOCK 12512N105 1206 18918 SH SOLE 0 0 18918 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 888 19373 SH SOLE 0 0 19373 C S X CORP. COMMON STOCK 126408103 3122 95276 SH SOLE 0 0 95276 C&D TECHNILOGIES INC COMMON STOCK 124661109 195 10954 SH SOLE 0 0 10954 CABLE DESIGN TECHNOLOGIES CORP COMMON STOCK 126924109 194 18292 SH SOLE 0 0 18292 CABOT CORP COMMON STOCK 127055101 573 14072 SH SOLE 0 0 14072 CABOT OIL & GAS CORP COMMON STOCK 127097103 606 14316 SH SOLE 0 0 14316 CACI INTL INC COMMON STOCK 127190304 513 12689 SH SOLE 0 0 12689 CADENCE DESIGN SYS INC COMMON STOCK 127387108 906 61932 SH SOLE 0 0 61932 CAESARS ENTMT INC COMMON STOCK 127687101 1044 69572 SH SOLE 0 0 69572 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 505 16641 SH SOLE 0 0 16641 CALLAWAY GOLF CO COMMON STOCK 131193104 193 17003 SH SOLE 0 0 17003 CALPINE CORPORATION COMMON STOCK 131347106 798 184607 SH SOLE 0 0 184607 CAMBREX CORP COMMON STOCK 132011107 288 11411 SH SOLE 0 0 11411 CAMPBELL SOUP CO. COMMON STOCK 134429109 4905 182467 SH SOLE 0 0 182467 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 464 15833 SH SOLE 0 0 15833 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 7278 106433 SH SOLE 0 0 106433 CAPTARIS INC COMMON STOCK 14071N104 90 13925 SH SOLE 0 0 13925 CARAUSTAR INDS INC COMMON STOCK 140909102 174 12340 SH SOLE 0 0 12340 CARBO CERAMICS COMMON STOCK 140781105 475 6967 SH SOLE 0 0 6967 CARDINAL HEALTH INC COMMON STOCK 14149Y108 13392 191181 SH SOLE 0 0 191181 CAREER ED CORP COMMON STOCK 141665109 1049 23023 SH SOLE 0 0 23023 CAREMARK RX INC COMMON STOCK 141705103 6690 203100 SH SOLE 0 0 203100 CARLISLE CORP COMMON STOCK 142339100 442 7102 SH SOLE 0 0 7102 CARMAX INC COMMON STOCK 143130102 512 23423 SH SOLE 0 0 23423 CARNIVAL CORP COMMON STOCK 143658300 13207 280990 SH SOLE 0 0 280990 CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 339 9949 SH SOLE 0 0 9949 CARREKER CORPORATION COMMON STOCK 144433109 107 10636 SH SOLE 0 0 10636 CASEY'S GEN STORES INC COMMON STOCK 147528103 399 21815 SH SOLE 0 0 21815 CASH AMER INVTS INC COMMON STOCK 14754D100 284 12343 SH SOLE 0 0 12343 CATALINA MARKETING CORP COMMON STOCK 148867104 215 11759 SH SOLE 0 0 11759 CATERPILLAR TRACTOR CO. 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