13F-HR 1 qwest.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 Check here if Amendment: Not an amendment. Amendment Number: Not an amendment. This Amendment is a restatement(Check only one.): Not an amendment. Or This Amendment adds new holdings entries: Not an amendment. Institutional Investment Manager Filing this Report: Name: Qwest Asset Management Company Address: 7800 East Orchard Road, Suite 290 Englewood, CO 80111-0000 Form 13F File Number: 028-03453 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: Paul Strong Title: Investment Manager Phone: 303-382-6038 Signature, Place, and Date of Signing: /s/ Paul Strong Englewood, CO May 5, 2004 Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 922 Form 13F Information Table Value Total: $1,929,627(x1000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D A D C TELECOMMUNICATIONS COM 000886101 301 103643 SH SOLE 103643 0 0 D AFLAC INC COM 001055102 3569 88915 SH SOLE 88915 0 0 D AGCO CORP COM 001084102 224 10795 SH SOLE 10795 0 0 D AGL RES INC COM 001204106 284 9800 SH SOLE 9800 0 0 D AES CORP COM 00130H105 544 63809 SH SOLE 63809 0 0 D AMB PROPERTY CORP COM 00163T109 428 11525 SH SOLE 11525 0 0 D AT&T CORP COM NEW 001957505 2337 119396 SH SOLE 119396 0 0 D AT&T WIRELESS SVCS INC COM 00209A106 5459 401114 SH SOLE 401114 0 0 D ABBOTT LABS COM 002824100 9720 236504 SH SOLE 236504 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 466 13772 SH SOLE 13772 0 0 D ACXIOM CORP COM 005125109 900 40984 SH SOLE 40984 0 0 D ADOBE SYS INC COM 00724F101 1575 39940 SH SOLE 39940 0 0 D ADTRAN INC COM 00738A106 207 6900 SH SOLE 6900 0 0 D ADVANCE AUTO PARTS INC COM 00751Y106 305 7496 SH SOLE 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FEDERATED INVS INC PA CL B 314211103 350 11123 SH SOLE 11123 0 0 D FEDEX CORP COM 31428X106 3396 45182 SH SOLE 45182 0 0 D FIDELITY NATL FINL INC COM 316326107 897 22658 SH SOLE 22658 0 0 D FIFTH THIRD BANCORP COM 316773100 4199 75831 SH SOLE 75831 0 0 D FIRST AMERN CORP CALIF COM 318522307 307 10090 SH SOLE 10090 0 0 D FIRST BANCORP P R COM 318672102 225 5400 SH SOLE 5400 0 0 D FIRST DATA CORP COM 319963104 6930 164363 SH SOLE 164363 0 0 D FIRST MIDWEST BANCORP DEL COM 320867104 238 6979 SH SOLE 6979 0 0 D FIRST HEALTH GROUP CORP COM 320960107 294 13467 SH SOLE 13467 0 0 D FIRST TENN NATL CORP COM 337162101 914 19164 SH SOLE 19164 0 0 D FISERV INC COM 337738108 1192 33313 SH SOLE 33313 0 0 D FIRSTMERIT CORP COM 337915102 303 11615 SH SOLE 11615 0 0 D FIRSTENERGY CORP COM 337932107 1782 45601 SH SOLE 45601 0 0 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 371 6732 SH SOLE 6732 0 0 D FLEETBOSTON FINL CORP COM 339030108 7304 162676 SH SOLE 162676 0 0 D FLUOR CORP NEW COM 343412102 490 12665 SH SOLE 12665 0 0 D FOOT LOCKER INC COM 344849104 975 37798 SH SOLE 37798 0 0 D FORD MTR CO DEL COM PAR $0.01 345370860 4193 308985 SH SOLE 308985 0 0 D FOREST CITY ENTERPRISES INC CL A 345550107 256 4745 SH SOLE 4745 0 0 D FOREST LABS INC COM 345838106 4092 57140 SH SOLE 57140 0 0 D FORTUNE BRANDS INC COM 349631101 1693 22093 SH SOLE 22093 0 0 D FOUNDRY NETWORKS INC COM 35063R100 282 16400 SH SOLE 16400 0 0 D FOX ENTMT GROUP INC CL A 35138T107 811 29937 SH SOLE 29937 0 0 D FRANKLIN RES INC COM 354613101 1387 24912 SH SOLE 24912 0 0 D FREEPORT-MCMORAN COPPER & GO CL B 35671D857 743 19011 SH SOLE 19011 0 0 D FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 275 10200 SH SOLE 10200 0 0 D FULTON FINL CORP PA COM 360271100 353 15852 SH SOLE 15852 0 0 D FURNITURE BRANDS INTL INC COM 360921100 228 7073 SH SOLE 7073 0 0 D GALLAGHER ARTHUR J & CO COM 363576109 448 13752 SH SOLE 13752 0 0 D GANNETT INC COM 364730101 3588 40704 SH SOLE 40704 0 0 D GAP INC DEL COM 364760108 2307 105229 SH SOLE 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HEWLETT PACKARD CO COM 428236103 12459 545480 SH SOLE 545480 0 0 D HIBERNIA CORP CL A 428656102 656 27921 SH SOLE 27921 0 0 D HILLENBRAND INDS INC COM 431573104 526 7744 SH SOLE 7744 0 0 D HILTON HOTELS CORP COM 432848109 831 51128 SH SOLE 51128 0 0 D HOME DEPOT INC COM 437076102 15312 409856 SH SOLE 409856 0 0 D HON INDS INC COM 438092108 329 8864 SH SOLE 8864 0 0 D HONEYWELL INTL INC COM 438516106 4908 145004 SH SOLE 145004 0 0 D HORMEL FOODS CORP COM 440452100 331 11270 SH SOLE 11270 0 0 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 439 9471 SH SOLE 9471 0 0 D HOST MARRIOTT CORP NEW COM 44107P104 542 42386 SH SOLE 42386 0 0 D HOVNANIAN ENTERPRISES INC CL A 442487203 224 5200 SH SOLE 5200 0 0 D HUBBELL INC CL B 443510201 301 7508 SH SOLE 7508 0 0 D HUDSON CITY BANCORP COM 443683107 409 10803 SH SOLE 10803 0 0 D HUDSON UNITED BANCORP COM 444165104 255 6691 SH SOLE 6691 0 0 D HUMANA INC COM 444859102 468 24605 SH SOLE 24605 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 338 26983 SH SOLE 26983 0 0 D HUNT J B TRANS SVCS INC COM 445658107 482 17100 SH SOLE 17100 0 0 D HUNTINGTON BANCSHARES INC COM 446150104 763 34397 SH SOLE 34397 0 0 D ICOS CORP COM 449295104 501 13509 SH SOLE 13509 0 0 D IMS HEALTH INC COM 449934108 943 40547 SH SOLE 40547 0 0 D ISTAR FINL INC COM 45031U101 636 15037 SH SOLE 15037 0 0 D ITT INDS INC IND COM 450911102 1067 13974 SH SOLE 13974 0 0 D IDEXX LABS INC COM 45168D104 273 4800 SH SOLE 4800 0 0 D IKON OFFICE SOLUTIONS INC COM 451713101 343 26798 SH SOLE 26798 0 0 D ILLINOIS TOOL WKS INC COM 452308109 3114 39298 SH SOLE 39298 0 0 D IMATION CORP COM 45245A107 203 5400 SH SOLE 5400 0 0 D IMCLONE SYS INC COM 45245W109 524 10300 SH SOLE 10300 0 0 D INDEPENDENCE CMNTY BK CORP COM 453414104 301 7388 SH SOLE 7388 0 0 D INDYMAC BANCORP INC COM 456607100 312 8585 SH SOLE 8585 0 0 D INGRAM MICRO INC CL A 457153104 851 47017 SH SOLE 47017 0 0 D INSTINET GROUP INC COM 457750107 134 18967 SH SOLE 18967 0 0 D INTEGRATED CIRCUIT SYS INC COM 45811K208 231 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SH SOLE 70233 0 0 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 675 11353 SH SOLE 11353 0 0 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 996 25366 SH SOLE 25366 0 0 D LAFARGE NORTH AMERICA INC COM 505862102 217 5332 SH SOLE 5332 0 0 D LAM RESEARCH CORP COM 512807108 511 20253 SH SOLE 20253 0 0 D LAMAR ADVERTISING CO CL A 512815101 500 12425 SH SOLE 12425 0 0 D LAUDER ESTEE COS INC CL A 518439104 688 15507 SH SOLE 15507 0 0 D LEAR CORP COM 521865105 1276 20598 SH SOLE 20598 0 0 D LEE ENTERPRISES INC COM 523768109 306 6780 SH SOLE 6780 0 0 D LEGGETT & PLATT INC COM 524660107 694 29276 SH SOLE 29276 0 0 D LEGG MASON INC COM 524901105 918 9898 SH SOLE 9898 0 0 D LEHMAN BROS HLDGS INC COM 524908100 4891 59020 SH SOLE 59020 0 0 D LENNAR CORP CL A 526057104 939 17372 SH SOLE 17372 0 0 D LEUCADIA NATL CORP COM 527288104 356 6684 SH SOLE 6684 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 314 78182 SH SOLE 78182 0 0 D LEXMARK INTL NEW CL A 529771107 1847 20076 SH SOLE 20076 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 4637 423483 SH SOLE 423483 0 0 D LIBERTY PPTY TR SH BEN INT 531172104 568 12613 SH SOLE 12613 0 0 D LILLY ELI & CO COM 532457108 12179 182044 SH SOLE 182044 0 0 D LIMITED BRANDS INC COM 532716107 2118 105913 SH SOLE 105913 0 0 D LINCARE HLDGS INC COM 532791100 459 14595 SH SOLE 14595 0 0 D LINCOLN NATL CORP IND COM 534187109 3077 65029 SH SOLE 65029 0 0 D LINEAR TECHNOLOGY CORP COM 535678106 2066 55821 SH SOLE 55821 0 0 D LIZ CLAIBORNE INC COM 539320101 599 16324 SH SOLE 16324 0 0 D LOCKHEED MARTIN CORP COM 539830109 2752 60309 SH SOLE 60309 0 0 D LOEWS CORP COM 540424108 1168 19770 SH SOLE 19770 0 0 D LOWES COS INC COM 548661107 7698 137147 SH SOLE 137147 0 0 D LUBRIZOL CORP COM 549271104 241 7663 SH SOLE 7663 0 0 D LUCENT TECHNOLOGIES INC COM 549463107 2981 725235 SH SOLE 725235 0 0 D LYONDELL CHEMICAL CO COM 552078107 309 20851 SH SOLE 20851 0 0 D M & T BK CORP COM 55261F104 906 10086 SH SOLE 10086 0 0 D MBIA INC COM 55262C100 1370 21843 SH SOLE 21843 0 0 D MBNA CORP COM 55262L100 5097 184478 SH SOLE 184478 0 0 D M D C HLDGS INC COM 552676108 210 2980 SH SOLE 2980 0 0 D MDU RES GROUP INC COM 552690109 407 17307 SH SOLE 17307 0 0 D MGIC INVT CORP WIS COM 552848103 705 10983 SH SOLE 10983 0 0 D MGM MIRAGE COM 552953101 445 9807 SH SOLE 9807 0 0 D MACERICH CO COM 554382101 464 8600 SH SOLE 8600 0 0 D MACK CALI RLTY CORP COM 554489104 402 8958 SH SOLE 8958 0 0 D MACROMEDIA INC COM 556100105 239 11887 SH SOLE 11887 0 0 D MANDALAY RESORT GROUP COM 562567107 421 7354 SH SOLE 7354 0 0 D MANOR CARE INC NEW COM 564055101 483 13688 SH SOLE 13688 0 0 D MANPOWER INC COM 56418H100 588 12642 SH SOLE 12642 0 0 D MARATHON OIL CORP COM 565849106 1581 46945 SH SOLE 46945 0 0 D MARKEL CORP COM 570535104 386 1341 SH SOLE 1341 0 0 D MARSH & MCLENNAN COS INC COM 571748102 3755 81108 SH SOLE 81108 0 0 D MARSHALL & ILSLEY CORP COM 571834100 1301 34412 SH SOLE 34412 0 0 D MARRIOTT INTL INC NEW CL A 571903202 1320 31027 SH SOLE 31027 0 0 D MARTIN MARIETTA MATLS INC COM 573284106 356 7714 SH SOLE 7714 0 0 D MASCO CORP COM 574599106 2215 72754 SH SOLE 72754 0 0 D MATTEL INC COM 577081102 1221 66235 SH SOLE 66235 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 2316 49172 SH SOLE 49172 0 0 D MAXTOR CORP COM NEW 577729205 252 30912 SH SOLE 30912 0 0 D MAY DEPT STORES CO COM 577778103 2722 78714 SH SOLE 78714 0 0 D MAYTAG CORP COM 578592107 620 19646 SH SOLE 19646 0 0 D MCCLATCHY CO CL A 579489105 1882 26496 SH SOLE 26496 0 0 D MCCORMICK & CO INC COM NON VTG 579780206 712 21253 SH SOLE 21253 0 0 D MCDATA CORP CL A 580031201 111 15700 SH SOLE 15700 0 0 D MCDONALDS CORP COM 580135101 6329 221534 SH SOLE 221534 0 0 D MCGRAW HILL COS INC COM 580645109 2204 28951 SH SOLE 28951 0 0 D MCKESSON CORP COM 58155Q103 1246 41412 SH SOLE 41412 0 0 D MEADWESTVACO CORP COM 583334107 864 30535 SH SOLE 30535 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 1394 41003 SH SOLE 41003 0 0 D MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 314 7848 SH SOLE 7848 0 0 D MEDIMMUNE INC COM 584699102 881 38163 SH SOLE 38163 0 0 D MEDTRONIC INC COM 585055106 8830 184923 SH SOLE 184923 0 0 D MELLON FINL CORP COM 58551A108 2046 65388 SH SOLE 65388 0 0 D MERCANTILE BANKSHARES CORP COM 587405101 508 11818 SH SOLE 11818 0 0 D MERCK & CO INC COM 589331107 18271 413455 SH SOLE 413455 0 0 D MERCURY INTERACTIVE CORP COM 589405109 528 11779 SH SOLE 11779 0 0 D MEREDITH CORP COM 589433101 252 4979 SH SOLE 4979 0 0 D MERRILL LYNCH & CO INC COM 590188108 11451 192258 SH SOLE 192258 0 0 D METLIFE INC COM 59156R108 1940 54365 SH SOLE 54365 0 0 D METRO GOLDWYN MAYER INC COM 591610100 212 12161 SH SOLE 12161 0 0 D METTLER TOLEDO INTERNATIONAL COM 592688105 233 5244 SH SOLE 5244 0 0 D MICHAELS STORES INC COM 594087108 497 10212 SH SOLE 10212 0 0 D MICROSOFT CORP COM 594918104 39672 1588786 SH SOLE 1588786 0 0 D MICROCHIP TECHNOLOGY INC COM 595017104 816 30733 SH SOLE 30733 0 0 D MICRON TECHNOLOGY INC COM 595112103 1398 83659 SH SOLE 83659 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 921 54527 SH SOLE 54527 0 0 D MILLER HERMAN INC COM 600544100 295 11086 SH SOLE 11086 0 0 D MILLIPORE CORP COM 601073109 356 6937 SH SOLE 6937 0 0 D MILLS CORP COM 601148109 293 5500 SH SOLE 5500 0 0 D MOHAWK INDS INC COM 608190104 632 7671 SH SOLE 7671 0 0 D MOLEX INC COM 608554101 594 19530 SH SOLE 19530 0 0 D MONSANTO CO NEW COM 61166W101 1459 39782 SH SOLE 39782 0 0 D MONSTER WORLDWIDE INC COM 611742107 400 15269 SH SOLE 15269 0 0 D MONY GROUP INC COM 615337102 221 7030 SH SOLE 7030 0 0 D MOODYS CORP COM 615369105 1335 18860 SH SOLE 18860 0 0 D MORGAN STANLEY COM NEW 617446448 9204 160635 SH SOLE 160635 0 0 D MOTOROLA INC COM 620076109 7522 427370 SH SOLE 427370 0 0 D MURPHY OIL CORP COM 626717102 728 11566 SH SOLE 11566 0 0 D MYLAN LABS INC COM 628530107 1039 45723 SH SOLE 45723 0 0 D NCR CORP NEW COM 62886E108 1649 37426 SH SOLE 37426 0 0 D NTL INC DEL COM 62940M104 895 15058 SH SOLE 15058 0 0 D NVR INC COM 62944T105 345 750 SH SOLE 750 0 0 D NATIONAL CITY CORP COM 635405103 5550 155988 SH SOLE 155988 0 0 D NATIONAL COMMERCE FINL CORP COM 63545P104 887 31015 SH SOLE 31015 0 0 D NATIONAL FUEL GAS CO N J COM 636180101 247 10045 SH SOLE 10045 0 0 D NATIONAL INSTRS CORP COM 636518102 224 7118 SH SOLE 7118 0 0 D NATIONAL-OILWELL INC COM 637071101 342 12096 SH SOLE 12096 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 1344 30253 SH SOLE 30253 0 0 D NATIONWIDE FINL SVCS INC CL A 638612101 306 8494 SH SOLE 8494 0 0 D NAVISTAR INTL CORP NEW COM 63934E108 380 8285 SH SOLE 8285 0 0 D NEIMAN MARCUS GROUP INC CL A 640204202 292 5414 SH SOLE 5414 0 0 D NETWORKS ASSOCS INC COM 640938106 426 23679 SH SOLE 23679 0 0 D NETSCREEN TECHNOLOGIES INC COM 64117V107 324 8900 SH SOLE 8900 0 0 D NETWORK APPLIANCE INC COM 64120L104 1025 47806 SH SOLE 47806 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 544 9208 SH SOLE 9208 0 0 D NEW PLAN EXCEL RLTY TR INC COM 648053106 410 15001 SH SOLE 15001 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 1350 39389 SH SOLE 39389 0 0 D NEW YORK TIMES CO CL A 650111107 952 21529 SH SOLE 21529 0 0 D NEWELL RUBBERMAID INC COM 651229106 961 41405 SH SOLE 41405 0 0 D NEWFIELD EXPL CO COM 651290108 322 6725 SH SOLE 6725 0 0 D NEWMONT MINING CORP COM 651639106 2748 58930 SH SOLE 58930 0 0 D NEXTEL COMMUNICATIONS INC CL A 65332V103 3848 155597 SH SOLE 155597 0 0 D NEXTEL PARTNERS INC CL A 65333F107 149 11800 SH SOLE 11800 0 0 D NICOR INC COM 654086107 239 6796 SH SOLE 6796 0 0 D NIKE INC CL B 654106103 1944 24965 SH SOLE 24965 0 0 D NISOURCE INC COM 65473P105 875 41167 SH SOLE 41167 0 0 D NOBLE ENERGY INC COM 655044105 414 8788 SH SOLE 8788 0 0 D NORDSTROM INC COM 655664100 577 14458 SH SOLE 14458 0 0 D NORFOLK SOUTHERN CORP COM 655844108 1302 58947 SH SOLE 58947 0 0 D NORTH FORK BANCORPORATION NY COM 659424105 1006 23771 SH SOLE 23771 0 0 D NORTHEAST UTILS COM 664397106 360 19309 SH SOLE 19309 0 0 D NORTHERN TR CORP COM 665859104 1373 29468 SH SOLE 29468 0 0 D NORTHROP GRUMMAN CORP COM 666807102 2661 27040 SH SOLE 27040 0 0 D NORTHWEST AIRLS CORP CL A 667280101 124 12245 SH SOLE 12245 0 0 D NOVELL INC COM 670006105 636 55900 SH SOLE 55900 0 0 D NOVELLUS SYS INC COM 670008101 723 22736 SH SOLE 22736 0 0 D NSTAR COM 67019E107 409 8072 SH SOLE 8072 0 0 D NUCOR CORP COM 670346105 731 11896 SH SOLE 11896 0 0 D NVIDIA CORP COM 67066G104 605 22853 SH SOLE 22853 0 0 D OGE ENERGY CORP COM 670837103 349 13186 SH SOLE 13186 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 2645 57438 SH SOLE 57438 0 0 D OFFICE DEPOT INC COM 676220106 1525 81028 SH SOLE 81028 0 0 D OHIO CAS CORP COM 677240103 352 17600 SH SOLE 17600 0 0 D OLD NATL BANCORP IND COM 680033107 224 9898 SH SOLE 9898 0 0 D OLD REP INTL CORP COM 680223104 672 27363 SH SOLE 27363 0 0 D OMNICARE INC COM 681904108 585 13203 SH SOLE 13203 0 0 D OMNICOM GROUP INC COM 681919106 2751 34280 SH SOLE 34280 0 0 D ONEOK INC NEW COM 682680103 275 12200 SH SOLE 12200 0 0 D ORACLE CORP COM 68389X105 8392 698740 SH SOLE 698740 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 250 6255 SH SOLE 6255 0 0 D OUTBACK STEAKHOUSE INC COM 689899102 461 9472 SH SOLE 9472 0 0 D OWENS ILL INC COM NEW 690768403 230 16395 SH SOLE 16395 0 0 D OXFORD HEALTH PLANS INC COM 691471106 617 12628 SH SOLE 12628 0 0 D PG&E CORP COM 69331C108 2542 87754 SH SOLE 87754 0 0 D PMC-SIERRA INC COM 69344F106 553 32579 SH SOLE 32579 0 0 D PMI GROUP INC COM 69344M101 504 13481 SH SOLE 13481 0 0 D PNC FINL SVCS GROUP INC COM 693475105 4747 85655 SH SOLE 85655 0 0 D PPG INDS INC COM 693506107 1496 25667 SH SOLE 25667 0 0 D PPL CORP COM 69351T106 1262 27671 SH SOLE 27671 0 0 D PACCAR INC COM 693718108 1409 25051 SH SOLE 25051 0 0 D PACIFICARE HEALTH SYS DEL COM 695112102 1200 30342 SH SOLE 30342 0 0 D PACKAGING CORP AMER COM 695156109 206 9130 SH SOLE 9130 0 0 D PACTIV CORP COM 695257105 532 23924 SH SOLE 23924 0 0 D PALL CORP COM 696429307 397 17482 SH SOLE 17482 0 0 D PANAMSAT CORP NEW COM 697933109 720 29417 SH SOLE 29417 0 0 D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 318 6100 SH SOLE 6100 0 0 D PARKER HANNIFIN CORP COM 701094104 1017 17995 SH SOLE 17995 0 0 D PATTERSON DENTAL CO COM 703412106 640 9325 SH SOLE 9325 0 0 D PATTERSON UTI ENERGY INC COM 703481101 430 12157 SH SOLE 12157 0 0 D PAYCHEX INC COM 704326107 1779 49959 SH SOLE 49959 0 0 D PEABODY ENERGY CORP COM 704549104 224 4813 SH SOLE 4813 0 0 D PENNEY J C INC COM 708160106 1962 56400 SH SOLE 56400 0 0 D PENTAIR INC COM 709631105 442 7497 SH SOLE 7497 0 0 D PEOPLES ENERGY CORP COM 711030106 251 5614 SH SOLE 5614 0 0 D PEOPLESOFT INC COM 712713106 965 52174 SH SOLE 52174 0 0 D PEPCO HOLDINGS INC COM 713291102 486 23762 SH SOLE 23762 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 765 25715 SH SOLE 25715 0 0 D PEPSICO INC COM 713448108 16644 309080 SH SOLE 309080 0 0 D PERFORMANCE FOOD GROUP CO COM 713755106 238 6927 SH SOLE 6927 0 0 D PERKINELMER INC COM 714046109 354 17121 SH SOLE 17121 0 0 D PETSMART INC COM 716768106 588 21566 SH SOLE 21566 0 0 D PFIZER INC COM 717081103 49596 1415019 SH SOLE 1415019 0 0 D PHARMACEUTICAL PROD DEV INC COM 717124101 215 7219 SH SOLE 7219 0 0 D PHARMACEUTICAL RES INC COM 717125108 290 5100 SH SOLE 5100 0 0 D PHELPS DODGE CORP COM 717265102 1040 12740 SH SOLE 12740 0 0 D PIEDMONT NAT GAS INC COM 720186105 220 5200 SH SOLE 5200 0 0 D PIER 1 IMPORTS INC COM 720279108 323 13629 SH SOLE 13629 0 0 D PINNACLE WEST CAP CORP COM 723484101 499 12689 SH SOLE 12689 0 0 D PIONEER NAT RES CO COM 723787107 578 17880 SH SOLE 17880 0 0 D PITNEY BOWES INC COM 724479100 1512 35478 SH SOLE 35478 0 0 D PIXAR COM 725811103 218 3381 SH SOLE 3381 0 0 D PLUM CREEK TIMBER CO INC COM 729251108 903 27815 SH SOLE 27815 0 0 D POGO PRODUCING CO COM 730448107 431 9401 SH SOLE 9401 0 0 D POLARIS INDS INC COM 731068102 303 6670 SH SOLE 6670 0 0 D POLO RALPH LAUREN CORP CL A 731572103 427 12453 SH SOLE 12453 0 0 D POLYCOM INC COM 73172K104 321 15120 SH SOLE 15120 0 0 D POPULAR INC COM 733174106 864 20045 SH SOLE 20045 0 0 D POTLATCH CORP COM 737628107 460 11300 SH SOLE 11300 0 0 D PRAXAIR INC COM 74005P104 1827 49232 SH SOLE 49232 0 0 D PRECISION CASTPARTS CORP COM 740189105 380 8621 SH SOLE 8621 0 0 D PRICE T ROWE GROUP INC COM 74144T108 851 15809 SH SOLE 15809 0 0 D PRIDE INTL INC DEL COM 74153Q102 283 16571 SH SOLE 16571 0 0 D PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1563 43877 SH SOLE 43877 0 0 D PROCTER & GAMBLE CO COM 742718109 24729 235782 SH SOLE 235782 0 0 D PROGRESS ENERGY INC COM 743263105 1530 32500 SH SOLE 32500 0 0 D PROGRESSIVE CORP OHIO COM 743315103 3230 36875 SH SOLE 36875 0 0 D PROLOGIS SH BEN INT 743410102 1862 51921 SH SOLE 51921 0 0 D PROTECTIVE LIFE CORP COM 743674103 357 9536 SH SOLE 9536 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 341 14300 SH SOLE 14300 0 0 D PROVIDENT FINL GROUP INC COM 743866105 255 6350 SH SOLE 6350 0 0 D PROVIDIAN FINL CORP COM 74406A102 813 62024 SH SOLE 62024 0 0 D PRUDENTIAL FINL INC COM 744320102 3750 83754 SH SOLE 83754 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 1611 34288 SH SOLE 34288 0 0 D PUBLIC STORAGE INC COM 74460D109 738 15174 SH SOLE 15174 0 0 D PUGET ENERGY INC NEW COM 745310102 316 14130 SH SOLE 14130 0 0 D PULTE HOMES INC COM 745867101 826 14864 SH SOLE 14864 0 0 D QLOGIC CORP COM 747277101 471 14265 SH SOLE 14265 0 0 D QUALCOMM INC COM 747525103 9542 143657 SH SOLE 143657 0 0 D QUEST DIAGNOSTICS INC COM 74834L100 1019 12308 SH SOLE 12308 0 0 D QUESTAR CORP COM 748356102 459 12585 SH SOLE 12585 0 0 D QWEST COMMUNICATIONS INTL IN COM 749121109 9911 2299618 SH SOLE 2299618 0 0 D RPM INTL INC COM 749685103 292 17632 SH SOLE 17632 0 0 D RADIAN GROUP INC COM 750236101 601 14097 SH SOLE 14097 0 0 D RADIO ONE INC CL D NON VTG 75040P405 229 12374 SH SOLE 12374 0 0 D RADIOSHACK CORP COM 750438103 849 25612 SH SOLE 25612 0 0 D RAMBUS INC DEL COM 750917106 353 12600 SH SOLE 12600 0 0 D RAYMOND JAMES FINANCIAL INC COM 754730109 217 8739 SH SOLE 8739 0 0 D RAYONIER INC COM 754907103 1548 35418 SH SOLE 35418 0 0 D RAYTHEON CO COM NEW 755111507 1953 62332 SH SOLE 62332 0 0 D READERS DIGEST ASSN INC COM 755267101 167 11891 SH SOLE 11891 0 0 D REALNETWORKS INC COM 75605L104 110 18389 SH SOLE 18389 0 0 D REALTY INCOME CORP COM 756109104 255 5700 SH SOLE 5700 0 0 D RED HAT INC COM 756577102 439 19200 SH SOLE 19200 0 0 D REEBOK INTL LTD COM 758110100 313 7577 SH SOLE 7577 0 0 D REGIS CORP MINN COM 758932107 298 6700 SH SOLE 6700 0 0 D REGIONS FINL CORP COM 758940100 1221 33441 SH SOLE 33441 0 0 D RELIANT RES INC COM 75952B105 338 41200 SH SOLE 41200 0 0 D RENAL CARE GROUP INC COM 759930100 336 7340 SH SOLE 7340 0 0 D RENT A CTR INC NEW COM 76009N100 351 10625 SH SOLE 10625 0 0 D REPUBLIC SVCS INC COM 760759100 625 23082 SH SOLE 23082 0 0 D RESMED INC COM 761152107 235 5200 SH SOLE 5200 0 0 D RESPIRONICS INC COM 761230101 281 5200 SH SOLE 5200 0 0 D REYNOLDS & REYNOLDS CO CL A 761695105 282 9911 SH SOLE 9911 0 0 D REYNOLDS R J TOB HLDGS INC COM 76182K105 781 12915 SH SOLE 12915 0 0 D RITE AID CORP COM 767754104 361 66395 SH SOLE 66395 0 0 D ROBERT HALF INTL INC COM 770323103 528 22345 SH SOLE 22345 0 0 D ROCKWELL AUTOMATION INC COM 773903109 2278 65703 SH SOLE 65703 0 0 D ROCKWELL COLLINS INC COM 774341101 895 28313 SH SOLE 28313 0 0 D ROHM & HAAS CO COM 775371107 955 23964 SH SOLE 23964 0 0 D ROSS STORES INC COM 778296103 715 23344 SH SOLE 23344 0 0 D ROUSE CO COM 779273101 673 12551 SH SOLE 12551 0 0 D ROWAN COS INC COM 779382100 286 13539 SH SOLE 13539 0 0 D RUBY TUESDAY INC COM 781182100 295 9170 SH SOLE 9170 0 0 D RYDER SYS INC COM 783549108 1216 31390 SH SOLE 31390 0 0 D RYLAND GROUP INC COM 783764103 347 3901 SH SOLE 3901 0 0 D SBC COMMUNICATIONS INC COM 78387G103 12358 503573 SH SOLE 503573 0 0 D SEI INVESTMENTS CO COM 784117103 365 11047 SH SOLE 11047 0 0 D SLM CORP COM 78442P106 2616 62521 SH SOLE 62521 0 0 D SPX CORP COM 784635104 535 11770 SH SOLE 11770 0 0 D SABRE HLDGS CORP CL A 785905100 498 20059 SH SOLE 20059 0 0 D SAFECO CORP COM 786429100 845 19574 SH SOLE 19574 0 0 D SAFEWAY INC COM NEW 786514208 1767 85880 SH SOLE 85880 0 0 D ST JOE CO COM 790148100 217 5330 SH SOLE 5330 0 0 D ST JUDE MED INC COM 790849103 1978 27438 SH SOLE 27438 0 0 D ST PAUL COS INC COM 792860108 1277 31926 SH SOLE 31926 0 0 D SAKS INC COM 79377W108 338 19215 SH SOLE 19215 0 0 D SANDISK CORP COM 80004C101 562 19800 SH SOLE 19800 0 0 D SANMINA SCI CORP COM 800907107 940 85417 SH SOLE 85417 0 0 D SARA LEE CORP COM 803111103 2901 132728 SH SOLE 132728 0 0 D SCANA CORP NEW COM 80589M102 588 16637 SH SOLE 16637 0 0 D SCHEIN HENRY INC COM 806407102 449 6286 SH SOLE 6286 0 0 D SCHERING PLOUGH CORP COM 806605101 3606 222291 SH SOLE 222291 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 2354 202727 SH SOLE 202727 0 0 D SCIENTIFIC ATLANTA INC COM 808655104 810 25055 SH SOLE 25055 0 0 D SCOTTS CO CL A 810186106 202 3156 SH SOLE 3156 0 0 D SCRIPPS E W CO OHIO CL A 811054204 484 4788 SH SOLE 4788 0 0 D SEALED AIR CORP NEW COM 81211K100 636 12794 SH SOLE 12794 0 0 D SEARS ROEBUCK & CO COM 812387108 2259 52594 SH SOLE 52594 0 0 D SEMPRA ENERGY COM 816851109 1216 38228 SH SOLE 38228 0 0 D SEPRACOR INC COM 817315104 606 12600 SH SOLE 12600 0 0 D SERVICE CORP INTL COM 817565104 341 45700 SH SOLE 45700 0 0 D SERVICEMASTER CO COM 81760N109 545 45341 SH SOLE 45341 0 0 D SHERWIN WILLIAMS CO COM 824348106 3058 79562 SH SOLE 79562 0 0 D SHURGARD STORAGE CTRS INC COM 82567D104 259 6500 SH SOLE 6500 0 0 D SIEBEL SYS INC COM 826170102 722 62753 SH SOLE 62753 0 0 D SIGMA ALDRICH CORP COM 826552101 592 10691 SH SOLE 10691 0 0 D SILICON LABORATORIES INC COM 826919102 238 4500 SH SOLE 4500 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 1236 21157 SH SOLE 21157 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 491 144300 SH SOLE 144300 0 0 D SKY FINL GROUP INC COM 83080P103 362 13940 SH SOLE 13940 0 0 D SMITH INTL INC COM 832110100 690 12900 SH SOLE 12900 0 0 D SMITHFIELD FOODS INC COM 832248108 343 12654 SH SOLE 12654 0 0 D SMUCKER J M CO COM NEW 832696405 406 7700 SH SOLE 7700 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 660 37499 SH SOLE 37499 0 0 D SNAP ON INC COM 833034101 289 8940 SH SOLE 8940 0 0 D SOLECTRON CORP COM 834182107 719 130001 SH SOLE 130001 0 0 D SONOCO PRODS CO COM 835495102 337 13893 SH SOLE 13893 0 0 D SOUTHERN CO COM 842587107 4302 141059 SH SOLE 141059 0 0 D SOUTHTRUST CORP COM 844730101 1705 51427 SH SOLE 51427 0 0 D SOUTHWEST AIRLS CO COM 844741108 1907 134235 SH SOLE 134235 0 0 D SOVEREIGN BANCORP INC COM 845905108 981 45818 SH SOLE 45818 0 0 D SPRINT CORP COM FON GROUP 852061100 4591 249105 SH SOLE 249105 0 0 D SPRINT CORP PCS COM SER 1 852061506 1092 118666 SH SOLE 118666 0 0 D STANCORP FINL GROUP INC COM 852891100 284 4348 SH SOLE 4348 0 0 D STANLEY WKS COM 854616109 411 9640 SH SOLE 9640 0 0 D STAPLES INC COM 855030102 2024 79711 SH SOLE 79711 0 0 D STARBUCKS CORP COM 855244109 2389 63277 SH SOLE 63277 0 0 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1174 29000 SH SOLE 29000 0 0 D STATE STR CORP COM 857477103 2626 50383 SH SOLE 50383 0 0 D STATION CASINOS INC COM 857689103 243 5500 SH SOLE 5500 0 0 D STERICYCLE INC COM 858912108 249 5200 SH SOLE 5200 0 0 D STERIS CORP COM 859152100 275 10670 SH SOLE 10670 0 0 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 584 20999 SH SOLE 20999 0 0 D STRYKER CORP COM 863667101 1872 21142 SH SOLE 21142 0 0 D STUDENT LN CORP COM 863902102 1972 12720 SH SOLE 12720 0 0 D SUN MICROSYSTEMS INC COM 866810104 2358 566833 SH SOLE 566833 0 0 D SUNGARD DATA SYS INC COM 867363103 1403 51207 SH SOLE 51207 0 0 D SUNOCO INC COM 86764P109 726 11646 SH SOLE 11646 0 0 D SUNTRUST BKS INC COM 867914103 5326 76404 SH SOLE 76404 0 0 D SUPERVALU INC COM 868536103 1553 50846 SH SOLE 50846 0 0 D SYMANTEC CORP COM 871503108 2385 51510 SH SOLE 51510 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 486 35223 SH SOLE 35223 0 0 D SYNOPSYS INC COM 871607107 602 20792 SH SOLE 20792 0 0 D SYNOVUS FINL CORP COM 87161C105 1124 45952 SH SOLE 45952 0 0 D SYSCO CORP COM 871829107 4640 118827 SH SOLE 118827 0 0 D TCF FINL CORP COM 872275102 557 10912 SH SOLE 10912 0 0 D TECO ENERGY INC COM 872375100 417 28518 SH SOLE 28518 0 0 D TJX COS INC NEW COM 872540109 1905 77568 SH SOLE 77568 0 0 D TXU CORP COM 873168108 1662 58006 SH SOLE 58006 0 0 D TARGET CORP COM 87612E106 6838 151826 SH SOLE 151826 0 0 D TECH DATA CORP COM 878237106 336 8214 SH SOLE 8214 0 0 D TEKTRONIX INC COM 879131100 388 11848 SH SOLE 11848 0 0 D TELEFLEX INC COM 879369106 264 5353 SH SOLE 5353 0 0 D TELEPHONE & DATA SYS INC COM 879433100 547 7715 SH SOLE 7715 0 0 D TELLABS INC COM 879664100 540 62594 SH SOLE 62594 0 0 D TEMPLE INLAND INC COM 879868107 2069 32665 SH SOLE 32665 0 0 D TENET HEALTHCARE CORP COM 88033G100 823 73752 SH SOLE 73752 0 0 D TERADYNE INC COM 880770102 755 31696 SH SOLE 31696 0 0 D TEXAS INSTRS INC COM 882508104 9052 309789 SH SOLE 309789 0 0 D TEXTRON INC COM 883203101 2033 38249 SH SOLE 38249 0 0 D THERMO ELECTRON CORP COM 883556102 700 24756 SH SOLE 24756 0 0 D THORNBURG MTG INC COM 885218107 336 10800 SH SOLE 10800 0 0 D 3COM CORP COM 885535104 432 61121 SH SOLE 61121 0 0 D 3M CO COM 88579Y101 11729 143260 SH SOLE 143260 0 0 D TIDEWATER INC COM 886423102 1650 58670 SH SOLE 58670 0 0 D TIFFANY & CO NEW COM 886547108 639 16744 SH SOLE 16744 0 0 D TIME WARNER INC COM 887317105 13502 800846 SH SOLE 800846 0 0 D TOLL BROTHERS INC COM 889478103 329 7235 SH SOLE 7235 0 0 D TORCHMARK CORP COM 891027104 943 17527 SH SOLE 17527 0 0 D TOYS R US INC COM 892335100 744 44258 SH SOLE 44258 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 271 3109 SH SOLE 3109 0 0 D TRAVELERS PPTY CAS CORP NEW CL B 89420G406 2197 127239 SH SOLE 127239 0 0 D TRIAD HOSPITALS INC COM 89579K109 352 11406 SH SOLE 11406 0 0 D TRIBUNE CO NEW COM 896047107 1563 30993 SH SOLE 30993 0 0 D TRIZEC PROPERTIES INC COM 89687P107 223 13020 SH SOLE 13020 0 0 D TRUSTMARK CORP COM 898402102 209 7171 SH SOLE 7171 0 0 D TUPPERWARE CORP COM 899896104 283 15900 SH SOLE 15900 0 0 D TYSON FOODS INC CL A 902494103 571 31652 SH SOLE 31652 0 0 D UGI CORP NEW COM 902681105 214 6500 SH SOLE 6500 0 0 D UST INC COM 902911106 914 25307 SH SOLE 25307 0 0 D US BANCORP DEL COM NEW 902973304 9163 331375 SH SOLE 331375 0 0 D UNION PAC CORP COM 907818108 2303 38502 SH SOLE 38502 0 0 D UNION PLANTERS CORP COM 908068109 848 28404 SH SOLE 28404 0 0 D UNIONBANCAL CORP COM 908906100 2064 39397 SH SOLE 39397 0 0 D UNISYS CORP COM 909214108 1162 81345 SH SOLE 81345 0 0 D UNITED DOMINION REALTY TR IN COM 910197102 363 18522 SH SOLE 18522 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 7803 111730 SH SOLE 111730 0 0 D UNITED STATES STL CORP NEW COM 912909108 590 15834 SH SOLE 15834 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 7436 86168 SH SOLE 86168 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 7101 110200 SH SOLE 110200 0 0 D UNITEDGLOBALCOM CL A 913247508 353 41607 SH SOLE 41607 0 0 D UNITRIN INC COM 913275103 297 6915 SH SOLE 6915 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 342 7429 SH SOLE 7429 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 821 24863 SH SOLE 24863 0 0 D UNOCAL CORP COM 915289102 3744 100440 SH SOLE 100440 0 0 D UNUMPROVIDENT CORP COM 91529Y106 636 43479 SH SOLE 43479 0 0 D UTSTARCOM INC COM 918076100 353 12289 SH SOLE 12289 0 0 D V F CORP COM 918204108 951 20356 SH SOLE 20356 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911X104 257 10775 SH SOLE 10775 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 1098 18306 SH SOLE 18306 0 0 D VALLEY NATL BANCORP COM 919794107 393 14057 SH SOLE 14057 0 0 D VALSPAR CORP COM 920355104 375 7622 SH SOLE 7622 0 0 D VARCO INTL INC DEL COM 922122106 244 13534 SH SOLE 13534 0 0 D VARIAN MED SYS INC COM 92220P105 909 10531 SH SOLE 10531 0 0 D VECTREN CORP COM 92240G101 280 11355 SH SOLE 11355 0 0 D VERISIGN INC COM 92343E102 616 37156 SH SOLE 37156 0 0 D VERIZON COMMUNICATIONS COM 92343V104 20993 574522 SH SOLE 574522 0 0 D VERITAS SOFTWARE CO COM 923436109 1905 70785 SH SOLE 70785 0 0 D VIAD CORP COM 92552R109 1653 68399 SH SOLE 68399 0 0 D VIACOM INC CL B 925524308 9203 234702 SH SOLE 234702 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 517 24224 SH SOLE 24224 0 0 D VORNADO RLTY TR SH BEN INT 929042109 745 12324 SH SOLE 12324 0 0 D VULCAN MATLS CO COM 929160109 3013 63515 SH SOLE 63515 0 0 D WGL HLDGS INC COM 92924F106 223 7400 SH SOLE 7400 0 0 D WPS RESOURCES CORP COM 92931B106 253 5300 SH SOLE 5300 0 0 D WACHOVIA CORP 2ND NEW COM 929903102 10277 218659 SH SOLE 218659 0 0 D WADDELL & REED FINL INC CL A 930059100 275 11215 SH SOLE 11215 0 0 D WAL MART STORES INC COM 931142103 28191 472293 SH SOLE 472293 0 0 D WALGREEN CO COM 931422109 5117 155284 SH SOLE 155284 0 0 D WASHINGTON FED INC COM 938824109 290 11350 SH SOLE 11350 0 0 D WASHINGTON GROUP INTL INC COM NEW 938862208 648 17700 SH SOLE 17700 0 0 D WASHINGTON MUT INC COM 939322103 6607 154696 SH SOLE 154696 0 0 D WASHINGTON POST CO CL B 939640108 679 768 SH SOLE 768 0 0 D WASTE MGMT INC DEL COM 94106L109 4123 136625 SH SOLE 136625 0 0 D WATERS CORP COM 941848103 888 21753 SH SOLE 21753 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 744 17387 SH SOLE 17387 0 0 D WEBMD CORP COM 94769M105 408 45917 SH SOLE 45917 0 0 D WEBSTER FINL CORP CONN COM 947890109 345 6810 SH SOLE 6810 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 264 6249 SH SOLE 6249 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 364 10526 SH SOLE 10526 0 0 D WELLPOINT HEALTH NETWORK NEW COM 94973H108 2608 22936 SH SOLE 22936 0 0 D WELLS FARGO & CO NEW COM 949746101 15698 277010 SH SOLE 277010 0 0 D WENDYS INTL INC COM 950590109 697 17137 SH SOLE 17137 0 0 D WESTAR ENERGY INC COM 95709T100 465 22200 SH SOLE 22200 0 0 D WESTAMERICA BANCORPORATION COM 957090103 248 4911 SH SOLE 4911 0 0 D WESTERN DIGITAL CORP COM 958102105 463 41200 SH SOLE 41200 0 0 D WESTWOOD ONE INC COM 961815107 386 13102 SH SOLE 13102 0 0 D WEYERHAEUSER CO COM 962166104 2182 33317 SH SOLE 33317 0 0 D WHIRLPOOL CORP COM 963320106 2057 29861 SH SOLE 29861 0 0 D WHITNEY HLDG CORP COM 966612103 252 6038 SH SOLE 6038 0 0 D WHOLE FOODS MKT INC COM 966837106 577 7699 SH SOLE 7699 0 0 D WILEY JOHN & SONS INC CL A 968223206 216 7219 SH SOLE 7219 0 0 D WILLIAMS COS INC DEL COM 969457100 756 78999 SH SOLE 78999 0 0 D WILLIAMS SONOMA INC COM 969904101 435 12734 SH SOLE 12734 0 0 D WILMINGTON TRUST CORP COM 971807102 371 9915 SH SOLE 9915 0 0 D WINN DIXIE STORES INC COM 974280109 94 12334 SH SOLE 12334 0 0 D WISCONSIN ENERGY CORP COM 976657106 571 17755 SH SOLE 17755 0 0 D WORTHINGTON INDS INC COM 981811102 199 10400 SH SOLE 10400 0 0 D WRIGLEY WM JR CO COM 982526105 1478 25008 SH SOLE 25008 0 0 D WYETH COM 983024100 8949 238335 SH SOLE 238335 0 0 D XM SATELLITE RADIO HLDGS INC CL A 983759101 605 21600 SH SOLE 21600 0 0 D XTO ENERGY INC COM 98385X106 818 32424 SH SOLE 32424 0 0 D XCEL ENERGY INC COM 98389B100 2679 150399 SH SOLE 150399 0 0 D XILINX INC COM 983919101 2152 56633 SH SOLE 56633 0 0 D XEROX CORP COM 984121103 2258 154958 SH SOLE 154958 0 0 D YAHOO INC COM 984332106 4745 97658 SH SOLE 97658 0 0 D YORK INTL CORP NEW COM 986670107 295 7500 SH SOLE 7500 0 0 D YUM BRANDS INC COM 988498101 3879 102103 SH SOLE 102103 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 391 5637 SH SOLE 5637 0 0 D ZIMMER HLDGS INC COM 98956P102 3181 43112 SH SOLE 43112 0 0 D ZIONS BANCORPORATION COM 989701107 777 13583 SH SOLE 13583 0 0 S REPORT SUMMARY 922 DATA RECORDS 1929627 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED