13F-HR 1 edgarsept.txt QUARTERLY SUBMISSION 13F-HR 9/30/04 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: 9/30/04 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 10/2/04 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: 1382 FORM 13F INFORMATION TABLE VALUE TOTAL: $5,093,151 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 646 18667 SH SOLE 0 0 18667 AAR CORP COMMON STOCK 000361105 173 13856 SH SOLE 0 0 13856 AARON RENTS INC COMMON STOCK 002535201 468 21525 SH SOLE 0 0 21525 ABBOTT LABORATORIES COMMON STOCK 002824100 29138 687863 SH SOLE 0 0 687863 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 701 22245 SH SOLE 0 0 22245 ABM INDS INC COMMON STOCK 000957100 422 20967 SH SOLE 0 0 20967 ACCREDO HEALTH INC COMMON STOCK 00437V104 495 20996 SH SOLE 0 0 20996 ACE LTD COMMON STOCK G0070K103 5875 146645 SH SOLE 0 0 146645 ACTEL CORP COMMON STOCK 004934105 170 11197 SH SOLE 0 0 11197 ACTIVISION INC COMMON STOCK 004930202 451 32493 SH SOLE 0 0 32493 ACUITY BRANDS INC COMMON STOCK 00508Y102 438 18423 SH SOLE 0 0 18423 ACXIOM CORP COMMON STOCK 005125109 478 20142 SH SOLE 0 0 20142 ADAPTEC INC COMMON STOCK 00651F108 361 47552 SH SOLE 0 0 47552 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886101 615 339816 SH SOLE 0 0 339816 ADESA INC COMMON STOCK 00686U104 370 22500 SH SOLE 0 0 22500 ADMINISTAFF INC COMMON STOCK 007094105 132 11280 SH SOLE 0 0 11280 ADOBE SYS INC COMMON STOCK 00724F101 5166 104437 SH SOLE 0 0 104437 ADTRAN INC COMMON STOCK 00738A106 424 18700 SH SOLE 0 0 18700 ADVANCED ENERGY INDS INC COMMON STOCK 007973100 131 14093 SH SOLE 0 0 14093 ADVANCED FIBRE COMMUNICATIONS COMMON STOCK 00754A105 330 20771 SH SOLE 0 0 20771 ADVANCED MED OPTICS INC COMMON STOCK 00763M108 609 15397 SH SOLE 0 0 15397 ADVANCED MICRO DEVICES INC COMMON STOCK 007903107 1937 148985 SH SOLE 0 0 148985 ADVO INC COMMON STOCK 007585102 408 13197 SH SOLE 0 0 13197 AEROFLEX INC COMMON STOCK 007768104 339 32106 SH SOLE 0 0 32106 AEROPOSTALE COMMON STOCK 007865108 346 13200 SH SOLE 0 0 13200 AES CORP COMMON STOCK 00130H105 2713 271586 SH SOLE 0 0 271586 AETNA INC NEW COMMON STOCK 00817Y108 7397 74018 SH SOLE 0 0 74018 AFFILIATED COMPUTER SVCS INC COMMON STOCK 008190100 2995 53800 SH SOLE 0 0 53800 AFLAC, INC COMMON STOCK 001055102 8359 213176 SH SOLE 0 0 213176 AGCO CORP COMMON STOCK 001084102 478 21142 SH SOLE 0 0 21142 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 4540 210465 SH SOLE 0 0 210465 AGILYSYS INC COMMON STOCK 00847J105 241 13920 SH SOLE 0 0 13920 AGL RESOURCES COMMON STOCK 001204106 470 15282 SH SOLE 0 0 15282 AIR PRODUCTS & CHEMICAL INC. COMMON STOCK 009158106 5199 95610 SH SOLE 0 0 95610 AIRGAS INC COMMON STOCK 009363102 422 17547 SH SOLE 0 0 17547 AIRTRAN HLDGS INC COMMON STOCK 00949P108 200 20100 SH SOLE 0 0 20100 ALBANY INTL CORP NEW COMMON STOCK 012348108 428 14343 SH SOLE 0 0 14343 ALBEMARLE CORP COMMON STOCK 012653101 342 9734 SH SOLE 0 0 9734 ALBERTO CULVER CLB COMMON STOCK 013068101 1658 38122 SH SOLE 0 0 38122 ALBERTSON INC COMMON STOCK 013104104 3696 154462 SH SOLE 0 0 154462 ALCOA INC COMMON STOCK 013817101 12276 365478 SH SOLE 0 0 365478 ALEXANDER & BALDWIN COMMON STOCK 014482103 340 10012 SH SOLE 0 0 10012 ALLEGHENY ENERGY COMMON STOCK 017361106 851 53330 SH SOLE 0 0 53330 ALLEGHENY TECHNOLOGIES, INC. COMMON STOCK 01741R102 1225 67116 SH SOLE 0 0 67116 ALLERGAN INC COMMON STOCK 018490102 4019 55394 SH SOLE 0 0 55394 ALLETE INC COMMON STOCK 018522300 416 12800 SH SOLE 0 0 12800 ALLIANCE DATA SYS CORP COMMON STOCK 018581108 771 19000 SH SOLE 0 0 19000 ALLIANCE SEMICONDUCTOR CORP COMMON STOCK 01877H100 53 15190 SH SOLE 0 0 15190 ALLIANT ENERGY CORP COMMON STOCK 018802108 692 27830 SH SOLE 0 0 27830 ALLIANT TECHSYSTEM COMMON STOCK 018804104 611 10100 SH SOLE 0 0 10100 ALLIED WASTE INDS INC COMMON STOCK 019589308 1182 133604 SH SOLE 0 0 133604 ALLMERICA FINL CORP COMMON STOCK 019754100 336 12494 SH SOLE 0 0 12494 ALLSTATE CORP COMMON STOCK 020002101 15066 313933 SH SOLE 0 0 313933 ALLTEL CORP COMMON STOCK 020039103 8271 150633 SH SOLE 0 0 150633 ALPHARMA, INC. COMMON STOCK 020813101 415 22693 SH SOLE 0 0 22693 ALTERA CORP COMMON STOCK 021441100 3056 156177 SH SOLE 0 0 156177 ALTRIA GROUP INC COMMON STOCK 02209S103 42622 906075 SH SOLE 0 0 906075 AMB PROPERTY CORP COMMON STOCK 00163T109 719 19433 SH SOLE 0 0 19433 AMBAC INC COMMON STOCK 023139108 3647 45621 SH SOLE 0 0 45621 AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 241 12600 SH SOLE 0 0 12600 AMERADA HESS CORP. COMMON STOCK 023551104 3488 39192 SH SOLE 0 0 39192 AMEREN CORP COMMON STOCK 023608102 3769 81668 SH SOLE 0 0 81668 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK 02553E106 621 16845 SH SOLE 0 0 16845 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 5315 166311 SH SOLE 0 0 166311 AMERICAN EXPRESS CO. COMMON STOCK 025816109 29171 566864 SH SOLE 0 0 566864 AMERICAN FINANCIAL GROUP INC. COMMON STOCK 025932104 678 22678 SH SOLE 0 0 22678 AMERICAN GREETING CORP COMMON STOCK 026375105 402 16000 SH SOLE 0 0 16000 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 412 14142 SH SOLE 0 0 14142 AMERICAN INTERNATIONAL GROUP, COMMON STOCK 026874107 77685 1142596 SH SOLE 0 0 1142596 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 203 7767 SH SOLE 0 0 7767 AMERICAN MED SYS HLDGS INC COMMON STOCK 02744M108 529 14598 SH SOLE 0 0 14598 AMERICAN PWR CONVERSION CORP COMMON STOCK 029066107 1463 84149 SH SOLE 0 0 84149 AMERICAN STD COS INC DEL COMMON STOCK 029712106 3501 89965 SH SOLE 0 0 89965 AMERICREDIT CORP COMMON STOCK 03060R101 772 36973 SH SOLE 0 0 36973 AMERIGROUP CORP COMMON STOCK 03073T102 605 10763 SH SOLE 0 0 10763 AMERISOURCE-BERGEN CORP COMMON STOCK 03073E105 2542 47325 SH SOLE 0 0 47325 AMERUS GROUP COMPANY COMMON STOCK 03072M108 377 9200 SH SOLE 0 0 9200 AMETEK NEW COMMON STOCK 031100100 485 15996 SH SOLE 0 0 15996 AMGEN INC COMMON STOCK 031162100 33567 590857 SH SOLE 0 0 590857 AMSOUTH BANCORPORATION COMMON STOCK 032165102 3626 148613 SH SOLE 0 0 148613 AMSURG CORP COMMON STOCK 03232P405 278 13120 SH SOLE 0 0 13120 ANADARKO PETE CORP. COMMON STOCK 032511107 8490 127932 SH SOLE 0 0 127932 ANALOG DEVICES INC COMMON STOCK 032654105 6169 159072 SH SOLE 0 0 159072 ANALOGIC CORP COMMON STOCK 032657207 246 5891 SH SOLE 0 0 5891 ANCHOR BANCORP WISCONSIN INC COMMON STOCK 032839102 258 9949 SH SOLE 0 0 9949 ANDREW CORP COMMON STOCK 034425108 826 67500 SH SOLE 0 0 67500 ANHEUSER-BUSCH COS. INC. COMMON STOCK 035229103 17859 357529 SH SOLE 0 0 357529 ANIXTER INTERNATIONAL COMMON STOCK 035290105 563 16035 SH SOLE 0 0 16035 ANN TAYLOR STORES CORP COMMON STOCK 036115103 392 16750 SH SOLE 0 0 16750 ANSYS INC COMMON STOCK 03662Q105 333 6702 SH SOLE 0 0 6702 ANTHEM INC COMMON STOCK 03674B104 6440 73811 SH SOLE 0 0 73811 AON CORP COMMON STOCK 037389103 3813 132689 SH SOLE 0 0 132689 APACHE CORP COMMON STOCK 037411105 8259 164814 SH SOLE 0 0 164814 APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1382 39740 SH SOLE 0 0 39740 APOGEE ENTERPRISES INC COMMON STOCK 037598109 152 11747 SH SOLE 0 0 11747 APOLLO GROUP INCCL A COMMON STOCK 037604105 7405 100927 SH SOLE 0 0 100927 APPLE COMPUTER, INC COMMON STOCK 037833100 6317 163029 SH SOLE 0 0 163029 APPLEBEES INTL INC COMMON STOCK 037899101 488 19300 SH SOLE 0 0 19300 APPLERA CORP-APPLIED BIOSYSTEM COMMON STOCK 038020103 1880 99634 SH SOLE 0 0 99634 APPLICA INC COMMON STOCK 03815A106 42 10343 SH SOLE 0 0 10343 APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK 03820C105 303 8484 SH SOLE 0 0 8484 APPLIED MATLS INC COMMON STOCK 038222105 11765 713467 SH SOLE 0 0 713467 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 412 131528 SH SOLE 0 0 131528 APRIA HEALTHCARE GROUP INC COMMON STOCK 037933108 319 11699 SH SOLE 0 0 11699 APTARGROUP INC COMMON STOCK 038336103 692 15732 SH SOLE 0 0 15732 AQUA AMER INC COMMON STOCK 03836W103 510 23062 SH SOLE 0 0 23062 AQUILA INC COMMON STOCK 03840P102 173 55389 SH SOLE 0 0 55389 ARBITRON INC COMMON STOCK 03875Q108 495 13517 SH SOLE 0 0 13517 ARCH CHEMICAL INC. COMMON STOCK 03937R102 289 10153 SH SOLE 0 0 10153 ARCH COAL INC COMMON STOCK 039380100 459 12931 SH SOLE 0 0 12931 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 6013 354137 SH SOLE 0 0 354137 ARCTIC CAT INC COMMON STOCK 039670104 232 8948 SH SOLE 0 0 8948 ARGOSY GAMING CO COMMON STOCK 040228108 500 12755 SH SOLE 0 0 12755 ARKANSAS BEST CORP COMMON STOCK 040790107 396 10809 SH SOLE 0 0 10809 ARMOR HLDGS INC COMMON STOCK 042260109 589 14158 SH SOLE 0 0 14158 ARQULE INC COMMON STOCK 04269E107 57 12400 SH SOLE 0 0 12400 ARROW ELECTRS INC COMMON STOCK 042735100 613 27152 SH SOLE 0 0 27152 ARTESYN TECH COMMON STOCK 043127109 169 16891 SH SOLE 0 0 16891 ARTHROCARE CORP COMMON STOCK 043136100 275 9379 SH SOLE 0 0 9379 ARVINMERITOR INC COMMON STOCK 043353101 305 16268 SH SOLE 0 0 16268 ASCENTIAL SOFTWARE CORP COMMON STOCK 04362P207 185 13736 SH SOLE 0 0 13736 ASHLAND INC. COMMON STOCK 044204105 1677 29911 SH SOLE 0 0 29911 ASSOCIATED BANC CORP COMMON STOCK 045487105 830 25873 SH SOLE 0 0 25873 ASTORIA FINL CORP COMMON STOCK 046265104 763 21490 SH SOLE 0 0 21490 AT & T CORP COMMON STOCK 001957505 4782 333909 SH SOLE 0 0 333909 AT & T WIRELESS SERVICES COMMON STOCK 00209A106 16952 1146957 SH SOLE 0 0 1146957 ATMEL CORP COMMON STOCK 049513104 405 111788 SH SOLE 0 0 111788 ATMI INC COMMON STOCK 00207R101 278 13565 SH SOLE 0 0 13565 ATMOS ENERGY CORP COMMON STOCK 049560105 683 27131 SH SOLE 0 0 27131 ATWOOD OCEANICS INC COMMON STOCK 050095108 287 6033 SH SOLE 0 0 6033 AUTODESK INC COMMON STOCK 052769106 2320 47703 SH SOLE 0 0 47703 AUTOMATIC DATA PROCESSING INC. COMMON STOCK 053015103 10144 245508 SH SOLE 0 0 245508 AUTONATION INC COMMON STOCK 05329W102 1912 111958 SH SOLE 0 0 111958 AUTOZONE INC COMMON STOCK 053332102 3119 40378 SH SOLE 0 0 40378 AVAYA INC COMMON STOCK 053499109 2883 206809 SH SOLE 0 0 206809 AVERY DENNISON CORP COMMON STOCK 053611109 3057 46469 SH SOLE 0 0 46469 AVID TECHNOLOGY INC COMMON STOCK 05367P100 680 14517 SH SOLE 0 0 14517 AVISTA CORP COMMON STOCK 05379B107 379 20950 SH SOLE 0 0 20950 AVNET COMMON STOCK 053807103 484 28282 SH SOLE 0 0 28282 AVOCENT CORP COMMON STOCK 053893103 300 11515 SH SOLE 0 0 11515 AVON PRODUCTS, INC. COMMON STOCK 054303102 8682 198758 SH SOLE 0 0 198758 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 358 43247 SH SOLE 0 0 43247 AZTAR CORPORATION COMMON STOCK 054802103 397 14984 SH SOLE 0 0 14984 B B & T CORPORATION COMMON STOCK 054937107 10369 261252 SH SOLE 0 0 261252 BAKER HUGHES INC. COMMON STOCK 057224107 6330 144784 SH SOLE 0 0 144784 BALDOR ELECTRIC CO COMMON STOCK 057741100 337 14240 SH SOLE 0 0 14240 BALL CORP COMMON STOCK 058498106 1922 51356 SH SOLE 0 0 51356 BALLY TOTAL FITNESS HLDG CORP COMMON STOCK 05873K108 53 14667 SH SOLE 0 0 14667 BANDAG INC COMMON STOCK 059815100 201 4578 SH SOLE 0 0 4578 BANK HAWAII CORP COMMON STOCK 062540109 583 12335 SH SOLE 0 0 12335 BANK OF AMERICA CORP COMMON STOCK 060505104 78046 1801206 SH SOLE 0 0 1801206 BANK OF NEW YORK CO INC COMMON STOCK 064057102 9533 326825 SH SOLE 0 0 326825 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 474 25900 SH SOLE 0 0 25900 BANKNORTH GROUP INC. COMMON STOCK 06646R107 1421 40607 SH SOLE 0 0 40607 BANKUNITED FINL CORP COMMON STOCK 06652B103 379 12989 SH SOLE 0 0 12989 BANTA CORP COMMON STOCK 066821109 543 13652 SH SOLE 0 0 13652 BARD (C.R.) INC COMMON STOCK 067383109 2499 44130 SH SOLE 0 0 44130 BARNES & NOBLE INC COMMON STOCK 067774109 608 16427 SH SOLE 0 0 16427 BARNES GROUP INC COMMON STOCK 067806109 276 10036 SH SOLE 0 0 10036 BARR LABS INC COMMON STOCK 068306109 1016 24527 SH SOLE 0 0 24527 BAUSCH & LOMB INC. COMMON STOCK 071707103 1493 22475 SH SOLE 0 0 22475 BAXTER INTL INC COMMON STOCK 071813109 8309 258363 SH SOLE 0 0 258363 BEAR STEARNS CO COMMON STOCK 073902108 4172 43385 SH SOLE 0 0 43385 BECKMAN COULTER INC COMMON STOCK 075811109 812 14464 SH SOLE 0 0 14464 BECTON DICKINSON & CO COMMON STOCK 075887109 7243 140103 SH SOLE 0 0 140103 BED BATH & BEYOND INC COMMON STOCK 075896100 4686 126279 SH SOLE 0 0 126279 BELDEN CDT INC COMMON STOCK 077454106 442 20283 SH SOLE 0 0 20283 BELL MICROPRODUCTS INC COMMON STOCK 078137106 94 12081 SH SOLE 0 0 12081 BELLSOUTH CORP COMMON STOCK 079860102 22385 825403 SH SOLE 0 0 825403 BELO CORP CL-A COMMON STOCK 080555105 610 27043 SH SOLE 0 0 27043 BEMIS INC COMMON STOCK 081437105 1193 44881 SH SOLE 0 0 44881 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 529 17740 SH SOLE 0 0 17740 BERKLEY W R CORP COMMON STOCK 084423102 832 19728 SH SOLE 0 0 19728 BEST BUY INC COMMON STOCK 086516101 7782 143478 SH SOLE 0 0 143478 BIG LOTS, INC COMMON STOCK 089302103 591 48305 SH SOLE 0 0 48305 BIOGEN IDEC INC COMMON STOCK 09062X103 8704 142290 SH SOLE 0 0 142290 BIOLASE TECHNOLOGY INC COMMON STOCK 090911108 86 10500 SH SOLE 0 0 10500 BIOMET COMMON STOCK 090613100 5009 106838 SH SOLE 0 0 106838 BIOSITE INC COMMON STOCK 090945106 338 6906 SH SOLE 0 0 6906 BISYS GROUP INC COMMON STOCK 055472104 414 28354 SH SOLE 0 0 28354 BJ SVCS CO COMMON STOCK 055482103 3556 67845 SH SOLE 0 0 67845 BJS WHSL CLUB INC COMMON STOCK 05548J106 564 20634 SH SOLE 0 0 20634 BLACK & DECKER CORP COMMON STOCK 091797100 2612 33724 SH SOLE 0 0 33724 BLACK BOX CORP DEL COMMON STOCK 091826107 280 7586 SH SOLE 0 0 7586 BLACK HILLS CORP COMMON STOCK 092113109 212 7637 SH SOLE 0 0 7637 BLOCK H.R. INC COMMON STOCK 093671105 3425 69302 SH SOLE 0 0 69302 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 295 9560 SH SOLE 0 0 9560 BMC SOFTWARE INC COMMON STOCK 055921100 1480 93618 SH SOLE 0 0 93618 BOB EVANS FARMS INC COMMON STOCK 096761101 224 8236 SH SOLE 0 0 8236 BOEING CO. COMMON STOCK 097023105 18569 359725 SH SOLE 0 0 359725 BOISE CASCADE CORP. COMMON STOCK 097383103 1230 36970 SH SOLE 0 0 36970 BORDERS GROUP INC COMMON STOCK 099709107 444 17890 SH SOLE 0 0 17890 BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 567 13108 SH SOLE 0 0 13108 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 297 11879 SH SOLE 0 0 11879 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 14061 353906 SH SOLE 0 0 353906 BOWATER, INC. COMMON STOCK 102183100 500 13100 SH SOLE 0 0 13100 BOWNE & CO COMMON STOCK 103043105 198 15238 SH SOLE 0 0 15238 BOYD GAMING CORP COMMON STOCK 103304101 574 20400 SH SOLE 0 0 20400 BRADY W H CO COMMON STOCK 104674106 504 10330 SH SOLE 0 0 10330 BRIGGS & STRATTON COMMON STOCK 109043109 901 11094 SH SOLE 0 0 11094 BRINKER INTL INC COMMON STOCK 109641100 659 21169 SH SOLE 0 0 21169 BRINKS CO COMMON STOCK 109696104 401 13294 SH SOLE 0 0 13294 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 20914 883546 SH SOLE 0 0 883546 BROADCOM CORP COMMON STOCK 111320107 3691 135259 SH SOLE 0 0 135259 BROOKLINE BANCORP INC DEL COMMON STOCK 11373M107 400 25531 SH SOLE 0 0 25531 BROOKS AUTOMATION INC NEW COMMON STOCK 114340102 272 19198 SH SOLE 0 0 19198 BROWN & BROWN INC COMMON STOCK 115236101 741 16223 SH SOLE 0 0 16223 BROWN-FORMAN, INC. CLB COMMON STOCK 115637209 2340 51089 SH SOLE 0 0 51089 BRUNSWICK CORP COMMON STOCK 117043109 2466 53886 SH SOLE 0 0 53886 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 177 15916 SH SOLE 0 0 15916 BURLINGTON COAT FACTORY WHSE C COMMON STOCK 121579106 409 19287 SH SOLE 0 0 19287 BURLINGTON NORTHN SANTA FE COR COMMON STOCK 12189T104 5996 156523 SH SOLE 0 0 156523 BURLINGTON RES COMMON STOCK 122014103 6771 165944 SH SOLE 0 0 165944 C COR ELECTRS INC COMMON STOCK 125010108 157 18591 SH SOLE 0 0 18591 C D W CORP COMMON STOCK 12512N105 1133 19518 SH SOLE 0 0 19518 C H ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 931 20073 SH SOLE 0 0 20073 C S X CORP. COMMON STOCK 126408103 2994 90176 SH SOLE 0 0 90176 C&D TECHNILOGIES INC COMMON STOCK 124661109 208 10954 SH SOLE 0 0 10954 CABOT CORP COMMON STOCK 127055101 558 14472 SH SOLE 0 0 14472 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 656 18090 SH SOLE 0 0 18090 CABOT OIL & GAS CORP COMMON STOCK 127097103 643 14316 SH SOLE 0 0 14316 CACI INTL INC COMMON STOCK 127190304 664 12589 SH SOLE 0 0 12589 CADENCE DESIGN SYS INC COMMON STOCK 127387108 825 63232 SH SOLE 0 0 63232 CAESARS ENTMT INC COMMON STOCK 127687101 1215 72772 SH SOLE 0 0 72772 CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 589 16541 SH SOLE 0 0 16541 CALLAWAY GOLF CO COMMON STOCK 131193104 186 17603 SH SOLE 0 0 17603 CALPINE CORPORATION COMMON STOCK 131347106 541 186407 SH SOLE 0 0 186407 CAMBREX CORP COMMON STOCK 132011107 248 11311 SH SOLE 0 0 11311 CAMPBELL SOUP CO. COMMON STOCK 134429109 4532 172367 SH SOLE 0 0 172367 CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 517 16533 SH SOLE 0 0 16533 CAPITAL ONE FINL CORP COMMON STOCK 14040H105 7548 102133 SH SOLE 0 0 102133 CAPTARIS INC COMMON STOCK 14071N104 58 13625 SH SOLE 0 0 13625 CARAUSTAR INDS INC COMMON STOCK 140909102 205 12240 SH SOLE 0 0 12240 CARBO CERAMICS COMMON STOCK 140781105 503 6967 SH SOLE 0 0 6967 CARDINAL HEALTH INC COMMON STOCK 14149Y108 8298 189581 SH SOLE 0 0 189581 CAREER ED CORP COMMON STOCK 141665109 683 24023 SH SOLE 0 0 24023 CAREMARK RX INC COMMON STOCK 141705103 6279 195800 SH SOLE 0 0 195800 CARLISLE CORP COMMON STOCK 142339100 467 7302 SH SOLE 0 0 7302 CARMAX INC COMMON STOCK 143130102 526 24423 SH SOLE 0 0 24423 CARNIVAL CORP COMMON STOCK 143658300 12579 265990 SH SOLE 0 0 265990 CARPENTER TECHNOLOGY CORP COMMON STOCK 144285103 494 10349 SH SOLE 0 0 10349 CARREKER CORPORATION COMMON STOCK 144433109 80 10536 SH SOLE 0 0 10536 CASEY'S GEN STORES INC COMMON STOCK 147528103 402 21615 SH SOLE 0 0 21615 CASH AMER INVTS INC COMMON STOCK 14754D100 299 12243 SH SOLE 0 0 12243 CATALINA MARKETING CORP COMMON STOCK 148867104 283 12259 SH SOLE 0 0 12259 CATERPILLAR TRACTOR CO. COMMON STOCK 149123101 13471 167448 SH SOLE 0 0 167448 CEC ENTMT INC COMMON STOCK 125137109 585 15905 SH SOLE 0 0 15905 CENDANT CORP COMMON STOCK 151313103 9582 443595 SH SOLE 0 0 443595 CENTENE CORP DEL COMMON STOCK 15135B101 377 8858 SH SOLE 0 0 8858 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 1338 129119 SH SOLE 0 0 129119 CENTEX CORP. 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COMMON STOCK 162825103 252 16178 SH SOLE 0 0 16178 CHEESECAKE FACTORY INC (THE) COMMON STOCK 163072101 527 12144 SH SOLE 0 0 12144 CHEMED CORP NEW COMMON STOCK 16359R103 299 5365 SH SOLE 0 0 5365 CHESAPEAKE CORP COMMON STOCK 165159104 202 8421 SH SOLE 0 0 8421 CHEVRONTEXACO CORP COMMON STOCK 166764100 50486 941208 SH SOLE 0 0 941208 CHICO'S FAS INC COMMON STOCK 168615102 719 21028 SH SOLE 0 0 21028 CHILDRENS PL RETAIL STORES INC COMMON STOCK 168905107 277 11605 SH SOLE 0 0 11605 CHIRON CORP COMMON STOCK 170040109 3486 78869 SH SOLE 0 0 78869 CHITTENDEN CORP COMMON STOCK 170228100 544 19971 SH SOLE 0 0 19971 CHOICEPOINT INC COMMON STOCK 170388102 891 20890 SH SOLE 0 0 20890 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 252 15715 SH SOLE 0 0 15715 CHUBB CORP COMMON STOCK 171232101 6117 87036 SH SOLE 0 0 87036 CHURCH & DWIGHT INC COMMON STOCK 171340102 406 14474 SH SOLE 0 0 14474 CIBER INC COMMON STOCK 17163B102 196 26070 SH SOLE 0 0 26070 CIENA CORP COMMON STOCK 171779101 473 239034 SH SOLE 0 0 239034 CIGNA CORPORATION COMMON STOCK 125509109 4028 57851 SH SOLE 0 0 57851 CIMAREX ENERGY CO COMMON STOCK 171798101 628 17968 SH SOLE 0 0 17968 CINCINNATI BELL INC NEW COMMON STOCK 171871106 201 57634 SH SOLE 0 0 57634 CINCINNATI FINL CORP COMMON STOCK 172062101 2914 70703 SH SOLE 0 0 70703 CINERGY CORP. COMMON STOCK 172474108 3007 75928 SH SOLE 0 0 75928 CINTAS COMMON STOCK 172908105 3026 71988 SH SOLE 0 0 71988 CIRCUIT CITY STORES COMMON STOCK 172737108 1280 83453 SH SOLE 0 0 83453 CISCO SYS INC COMMON STOCK 17275R102 55148 3046875 SH SOLE 0 0 3046875 CITIGROUP INC COMMON STOCK 172967101 102993 2334390 SH SOLE 0 0 2334390 CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 1864 139204 SH SOLE 0 0 139204 CITRIX SYS INC COMMON STOCK 177376100 1557 88897 SH SOLE 0 0 88897 CITY NATL CORP COMMON STOCK 178566105 754 11602 SH SOLE 0 0 11602 CLAIR'S STORE, INC. 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COMMON STOCK COMMON STOCK 247126105 2190 235735 SH SOLE 0 0 235735 DELPHI FINL GROUP INC COMMON STOCK 247131105 549 13664 SH SOLE 0 0 13664 DELTA & PINE LD CO COMMON STOCK 247357106 446 16674 SH SOLE 0 0 16674 DELTA AIR LINES, INC. COMMON STOCK 247361108 173 52634 SH SOLE 0 0 52634 DELTIC TIMBER CORP COMMON STOCK 247850100 209 5254 SH SOLE 0 0 5254 DELUXE CHECK PRINTER COMMON STOCK 248019101 862 21026 SH SOLE 0 0 21026 DENDRITE INTL INC COMMON STOCK 248239105 290 17995 SH SOLE 0 0 17995 DENTSPLY INTL INC NEW COMMON STOCK 249030107 982 18898 SH SOLE 0 0 18898 DEVON ENERGY CORPORATIOIN NEW COMMON STOCK 25179M103 9099 128140 SH SOLE 0 0 128140 DEVRY INC DEL COMMON STOCK 251893103 341 16477 SH SOLE 0 0 16477 DIAGNOSTIC PRODS CORP COMMON STOCK 252450101 517 12656 SH SOLE 0 0 12656 DIEBOLD, INC. COMMON STOCK 253651103 787 16857 SH SOLE 0 0 16857 DIGITAL INSIGHT CORP COMMON STOCK 25385P106 209 15300 SH SOLE 0 0 15300 DILLARDS INC. 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COMMON STOCK 269246104 1791 156800 SH SOLE 0 0 156800 EAST WEST BANCORP INC COMMON STOCK 27579R104 730 21736 SH SOLE 0 0 21736 EASTMAN CHEM CO COMMON STOCK 277432100 1561 32834 SH SOLE 0 0 32834 EASTMAN KODAK CO. 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GROUP INC. COMMON STOCK 302571104 5786 84687 SH SOLE 0 0 84687 FACTSET RESEARCH SYSTEMS INC. COMMON STOCK 303075105 649 13472 SH SOLE 0 0 13472 FAIR ISAAC CORPORATION COMMON STOCK 303250104 483 16550 SH SOLE 0 0 16550 FAIRCHILD SEMICONDUCTOR INTL I COMMON STOCK 303726103 398 28059 SH SOLE 0 0 28059 FAMILY DOLLAR STORES COMMON STOCK 307000109 1916 70707 SH SOLE 0 0 70707 FASTENAL CO COMMON STOCK 311900104 1781 30913 SH SOLE 0 0 30913 FED HM LN MTG CORP COMMON STOCK 313400301 19385 297140 SH SOLE 0 0 297140 FEDDERS CORP COMMON STOCK 313135501 54 13159 SH SOLE 0 0 13159 FEDERAL NATL MTGE ASSN. 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COMMON STOCK 364730101 10206 121853 SH SOLE 0 0 121853 GAP INC COMMON STOCK 364760108 7080 379612 SH SOLE 0 0 379612 GARDNER DENVER MACHY INC COMMON STOCK 365558105 235 8527 SH SOLE 0 0 8527 GARTNER GROUP INC NEW COMMON STOCK 366651107 297 25400 SH SOLE 0 0 25400 GATEWAY COMMON STOCK 367626108 775 156529 SH SOLE 0 0 156529 GATX CORP COMMON STOCK 361448103 308 11539 SH SOLE 0 0 11539 GENCORP INC. COMMON STOCK 368682100 262 19304 SH SOLE 0 0 19304 GENERAL COMMUNITIES INC CL A COMMON STOCK 369385109 224 24773 SH SOLE 0 0 24773 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 10525 103088 SH SOLE 0 0 103088 GENERAL ELECTRIC CO. COMMON STOCK 369604103 156478 4659860 SH SOLE 0 0 4659860 GENERAL MILLS COMMON STOCK 370334104 7174 159782 SH SOLE 0 0 159782 GENERAL MOTORS CORP. COMMON STOCK 370442105 11675 274843 SH SOLE 0 0 274843 GENESCO INC COMMON STOCK 371532102 222 9443 SH SOLE 0 0 9443 GENTEX CORP COMMON STOCK 371901109 638 18175 SH SOLE 0 0 18175 GENUINE PARTS CO. 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COMMON STOCK 382388106 1564 49863 SH SOLE 0 0 49863 GOODYEAR TIRE & RUBBER CO. COMMON STOCK 382550101 790 73565 SH SOLE 0 0 73565 GOODYS FAMILY CLOTHING INC COMMON STOCK 382588101 120 14199 SH SOLE 0 0 14199 GRACO INC COMMON STOCK 384109104 544 16250 SH SOLE 0 0 16250 GRAINGER W.W. COMMON STOCK 384802104 2212 38378 SH SOLE 0 0 38378 GRANITE CONSTR INC COMMON STOCK 387328107 233 9735 SH SOLE 0 0 9735 GRANT PRIDECO INC COMMON STOCK 38821G101 996 48627 SH SOLE 0 0 48627 GREAT ATLANTIC PACIFIC TEA COMMON STOCK 390064103 101 16637 SH SOLE 0 0 16637 GREAT LAKES CHEM COMMON STOCK 390568103 544 21249 SH SOLE 0 0 21249 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 508 17431 SH SOLE 0 0 17431 GREATER BAY BANCORP COMMON STOCK 391648102 346 12034 SH SOLE 0 0 12034 GREENPOINT FINL CORP COMMON STOCK 395384100 1440 31125 SH SOLE 0 0 31125 GRIFFON CORP COMMON STOCK 398433102 268 12690 SH SOLE 0 0 12690 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 270 9898 SH SOLE 0 0 9898 GTECH HLDGS CORP COMMON STOCK 400518106 701 27696 SH SOLE 0 0 27696 GUIDANT CORP COMMON STOCK 401698105 8731 132209 SH SOLE 0 0 132209 GUITAR CTR INC COMMON STOCK 402040109 473 10928 SH SOLE 0 0 10928 GYMBOREE CORP COMMON STOCK 403777105 190 13173 SH SOLE 0 0 13173 H J HEINZ CO COMMON STOCK 423074103 5288 146821 SH SOLE 0 0 146821 HAEMONETICS CORP MASS COMMON STOCK 405024100 359 10947 SH SOLE 0 0 10947 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 279 15784 SH SOLE 0 0 15784 HALLIBURTON CO. 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COMMON STOCK 412822108 7852 132098 SH SOLE 0 0 132098 HARMAN INTERNATIONAL COMMON STOCK 413086109 1983 18400 SH SOLE 0 0 18400 HARMONIC LIGHTWAVES INC COMMON STOCK 413160102 208 31239 SH SOLE 0 0 31239 HARRAHS ENTMT INC COMMON STOCK 413619107 2492 47031 SH SOLE 0 0 47031 HARRIS CORP COMMON STOCK 413875105 858 15609 SH SOLE 0 0 15609 HARSCO CORP COMMON STOCK 415864107 434 9657 SH SOLE 0 0 9657 HARTE-HANKS COMMUNICATIONS INC COMMON STOCK 416196103 505 20202 SH SOLE 0 0 20202 HARTFORD FINANCIAL SERVICE GRO COMMON STOCK 416515104 7935 128131 SH SOLE 0 0 128131 HASBRO BRADLEY INC COMMON STOCK 418056107 1562 83068 SH SOLE 0 0 83068 HAWIIAN ELECTRIC INDS COMMON STOCK 419870100 502 18896 SH SOLE 0 0 18896 HCA, INC COMMON STOCK 404119109 8372 219443 SH SOLE 0 0 219443 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 459 15211 SH SOLE 0 0 15211 HEADWATERS INC COMMON STOCK 42210P102 447 14500 SH SOLE 0 0 14500 HEALTH MGMT ASSOC. CL A COMMON STOCK 421933102 2088 102224 SH SOLE 0 0 102224 HEALTH NET, INC COMMON STOCK 42222G108 650 26291 SH SOLE 0 0 26291 HEARTLAND EXPRESS INC COMMON STOCK 422347104 598 32423 SH SOLE 0 0 32423 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 238 8259 SH SOLE 0 0 8259 HELIX TECHNOLOGY CORP COMMON STOCK 423319102 154 11297 SH SOLE 0 0 11297 HELMERICH & PAYNE COMMON STOCK 423452101 339 11823 SH SOLE 0 0 11823 HENRY (JACK) & ASSOCIATES INC COMMON STOCK 426281101 397 21149 SH SOLE 0 0 21149 HERCULES, INC. COMMON STOCK 427056106 668 46888 SH SOLE 0 0 46888 HERSHEY FOODS CORP. COMMON STOCK 427866108 4833 103460 SH SOLE 0 0 103460 HEWLETT-PACKARD CO. 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COMMON STOCK 440452100 872 32570 SH SOLE 0 0 32570 HOSPIRA INC COMMON STOCK 441060100 2187 71465 SH SOLE 0 0 71465 HOSPITALITY PPTYS TR COMMON STOCK 44106M102 673 15845 SH SOLE 0 0 15845 HOT TOPIC INC COMMON STOCK 441339108 345 20223 SH SOLE 0 0 20223 HOVNANIAN ENTERPRISES INC COMMON STOCK 442487203 578 14402 SH SOLE 0 0 14402 HUBBELL INC CL B COMMON STOCK 443510201 686 15296 SH SOLE 0 0 15296 HUDSON UNITED BANCORP COMMON STOCK 444165104 715 19415 SH SOLE 0 0 19415 HUGHES SUPPLY INC COMMON STOCK 444482103 803 26704 SH SOLE 0 0 26704 HUMANA INC. 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