- A.C. Moore Arts & Crafts Incorporated
- A.G. Edwards Inc.
- A.O. Smith Corporation
- AAR Corporation
- ABB Limited
- Abbott Laboratories
- Abercrombie & Fitch Company
- ABM Industries Incorporated
- Acambis Plc
- Accenture Limited
- Access Integrated Technologies Incorporated
- Aceto Corp.
- Action Products International Incorporated
- Activision Inc.
- Acxiom Corporation
- Adams Express Company
- Adams Respiratory Therapeutics Incorporated
- Adaptec Incorporated
- Adecco SA
- Adelphia Communications Corporation
- Administaff Incorporated
- Adobe Systems Inc.
- Advance Auto Parts Incorporated
- Advanced Micro Devices Inc.
- Advanced Technologies Incorporated
- Advo Incorporated
- AEG AG
- Aegon NV
- Aeroflex Inc.
- Aeropostale Incorporated
- AES Corp.
- Aether Systems Incorporated
- Aetna Incorporated
- Affiliated Computer Services Incorporated
- Affymetrix Incorporated
- AFLAC Incorporated
- Agere Systems Incorporated
- Agilent Technologies Incorporated
- Agilysys Incorporated
- AGL Resources Inc.
- Air France-KLM
- Air Products and Chemicals, Inc.
- AirTran
- Akamai Technologies Incorporated
- Alaska Air Group Incorporated
- Alaska Communications Systems Group Incorporated
- Albany International Corporation
- Albertson's Incorporated
- Alcatel SA
- Alcoa Incorporated
- Alcon Incorporated
- Alexander's Incorporated
- Alexion Pharmaceuticals Incorporated
- Algoma Central Corporation
- Alico Incorporated
- Alleghany Corporation
- Allegheny Energy Incorporated
- Allegheny Technologies Incorporated
- Allergan Incorporated
- Alliance Atlantis Communications Incorporated
- Alliance Bank Corporation
- Alliance Data Systems Corporation
- AllianceBernstein Holding LP
- Alliant Energy Corporation
- Alliant Techsystems Incorporated
- Allianz AG Holding
- Allied Capital Corporation
- Allied Irish Banks Plc
- Allied Waste Industries Incorporated
- Allon Therapeutics Incorporated
- Allstate Corporation
- Allstate Floridian Insurance Co.
- Alltel Corp.
- Alpha Natural Resources Incorporated
- Alpharma Incorporated
- Altair Corporation
- Altera Corporation
- Alto Palermo SA
- Altria Group
- Aluminum Corporation of China Limited
- Amazon.com Inc.
- Ambac Financial Group Incorporated
- Ambassadors International Incorporated
- Amcore Financial Incorporated
- Amerada Hess Corporation
- Amerco
- Ameren Corporation
- America's Car-Mart Incorporated
- American Airlines, Inc.
- American Apparel
- American Axle & Manufacturing Holdings Incorporated
- American Bank Incorporated
- American Commercial Lines Incorporated
- American Eagle Outfitters Incorporated
- American Electric Power Company Incorporated
- American Express Company
- American Greetings Corporation
- American Home Mortgage
- American Home Mortgage Investment Corporation
- American Independence Corporation
- American International Group
- American Medical Alert Corporation
- American Petroleum
- American Power Conversion Corporation
- American Science and Engineering Incorporated
- American Skiing Company
- American Technical Ceramics Corporation
- American Tower Corporation
- AmeriCredit Corporation
- Amerigroup Corp.
- Ameriprise Financial Incorporated
- Ameritrade Holding Corporation
- Amgen Inc.
- AMR Corp.
- Amylin Pharmaceuticals Incorporated
- Anadarko Petroleum Corporation
- Analogic Corporation
- Andersons Incorporated
- AngloGold Limited
- Anheuser-Busch
- Anheuser-Busch Companies Inc.
- Anixter International Incorporated
- Ann Taylor Stores Corporation
- Ansell Limited
- Anthem Incorporated
- Aon Corporation
- Apache Corporation
- Apogee Enterprises Incorporated
- Apollo Group Incorporated
- Appalachian Power Company
- Apple Inc.
- Applebee's International Incorporated
- Applera Corporation
- Applied Materials Incorporated
- aQuantive Incorporated
- Aquila Incorporated
- Aramark Corp.
- Arbitron Incorporated
- Arbor Realty Trust
- Archer Daniels Midland Incorporated
- Archstone-Smith Trust
- Arctic Cat Incorporated
- Ariba Incorporated
- Armor Holdings Incorporated
- Armstrong World Industries Incorporated
- Arrow Electronics
- Arthur J. Gallagher & Company
- Asbury Automotive Group Incorporated
- Astoria Financial Corporation
- AstraZeneca Plc
- AT&T Corp.
- ATC Healthcare
- ATI Technologies Incorporated
- Atlantis Plastics Incorporated
- Atmel Corporation
- Atwood Oceanics Incorporated
- Audiovox Corp.
- Autobytel Incorporated
- Autodesk Incorporated
- Automatic Data Processing Incorporated
- AutoNation
- AutoZone Incorporated
- Auxilio Incorporated
- Avalon Pharmaceuticals Incorporated
- AvalonBay Communities Incorporated
- Avatar Holdings Incorporated
- Avery Dennison Corporation
- AVI BioPharma Incorporated
- Avista Corporation
- Avnet Incorporated
- Avon Products Incorporated
- Axa SA
- Aztar Corporation