13F-HR 1 qwest2q04.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: June 30, 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 August 10, 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: 932 Form 13F Information Table Value Total: $1,750,344(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 298 105043 SH SOLE 105043 0 0 D AFLAC INC COM 001055102 2939 72015 SH SOLE 72015 0 0 D AGCO CORP COM 001084102 238 11695 SH SOLE 11695 0 0 D AGL RES INC COM 001204106 247 8500 SH SOLE 8500 0 0 D AES CORP COM 00130H105 823 82909 SH SOLE 82909 0 0 D AMB PROPERTY CORP COM 00163T109 375 10825 SH SOLE 10825 0 0 D AMR CORP COM 001765106 355 29300 SH SOLE 29300 0 0 D AT&T CORP COM NEW 001957505 1511 103296 SH SOLE 103296 0 0 D AT&T WIRELESS SVCS INC COM 00209A106 5069 354014 SH SOLE 354014 0 0 D ABBOTT LABS COM 002824100 10480 257104 SH SOLE 257104 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 476 12272 SH SOLE 12272 0 0 D ACCREDO HEALTH INC COM 00437V104 245 6300 SH SOLE 6300 0 0 D ACTIVISION INC NEW COM NEW 004930202 280 17600 SH SOLE 17600 0 0 D ACXIOM CORP COM 005125109 1023 41184 SH 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INDYMAC BANCORP INC COM 456607100 240 7585 SH SOLE 7585 0 0 D INGRAM MICRO INC CL A 457153104 580 40117 SH SOLE 40117 0 0 D INSTINET GROUP INC COM 457750107 86 16267 SH SOLE 16267 0 0 D INTEGRATED CIRCUIT SYS INC COM 45811K208 256 9441 SH SOLE 9441 0 0 D INTEL CORP COM 458140100 28043 1016056 SH SOLE 1016056 0 0 D INTERACTIVECORP COM 45840Q101 1331 44152 SH SOLE 44152 0 0 D INTERMUNE INC COM 45884X103 187 12158 SH SOLE 12158 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 23442 265934 SH SOLE 265934 0 0 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 410 10962 SH SOLE 10962 0 0 D INTERNATIONAL GAME TECHNOLOG COM 459902102 1753 45404 SH SOLE 45404 0 0 D INTL PAPER CO COM 460146103 2828 63260 SH SOLE 63260 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 359 8679 SH SOLE 8679 0 0 D INTERNATIONAL SPEEDWAY CORP CL A 460335201 215 4427 SH SOLE 4427 0 0 D INTERSIL CORP CL A 46069S109 454 20951 SH SOLE 20951 0 0 D INTERPUBLIC GROUP COS INC COM 460690100 748 54475 SH SOLE 54475 0 0 D INTUIT COM 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JUNIPER NETWORKS INC COM 48203R104 1889 76866 SH SOLE 76866 0 0 D KLA-TENCOR CORP COM 482480100 1525 30888 SH SOLE 30888 0 0 D KB HOME COM 48666K109 311 4532 SH SOLE 4532 0 0 D KELLOGG CO COM 487836108 1327 31703 SH SOLE 31703 0 0 D KERR MCGEE CORP COM 492386107 1105 20550 SH SOLE 20550 0 0 D KEYCORP NEW COM 493267108 3303 110495 SH SOLE 110495 0 0 D KEYSPAN CORP COM 49337W100 764 20813 SH SOLE 20813 0 0 D KIMBERLY CLARK CORP COM 494368103 4570 69369 SH SOLE 69369 0 0 D KIMCO REALTY CORP COM 49446R109 576 12654 SH SOLE 12654 0 0 D KINDER MORGAN INC KANS COM 49455P101 1507 25411 SH SOLE 25411 0 0 D KING PHARMACEUTICALS INC COM 495582108 360 31424 SH SOLE 31424 0 0 D KMART HLDG CORPORATION COM 498780105 445 6200 SH SOLE 6200 0 0 D KNIGHT RIDDER INC COM 499040103 735 10203 SH SOLE 10203 0 0 D KOHLS CORP COM 500255104 1969 46562 SH SOLE 46562 0 0 D KRAFT FOODS INC CL A 50075N104 1103 34812 SH SOLE 34812 0 0 D KROGER CO COM 501044101 1747 95969 SH SOLE 95969 0 0 D LSI LOGIC CORP COM 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19076 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 3244 360883 SH SOLE 360883 0 0 D LIBERTY MEDIA INTL INC COM SER A 530719103 671 18078 SH SOLE 18078 0 0 D LIBERTY PPTY TR SH BEN INT 531172104 443 11013 SH SOLE 11013 0 0 D LILLY ELI & CO COM 532457108 11377 162744 SH SOLE 162744 0 0 D LIMITED BRANDS INC COM 532716107 1738 92954 SH SOLE 92954 0 0 D LINCARE HLDGS INC COM 532791100 447 13595 SH SOLE 13595 0 0 D LINCOLN NATL CORP IND COM 534187109 2869 60729 SH SOLE 60729 0 0 D LINEAR TECHNOLOGY CORP COM 535678106 1974 50021 SH SOLE 50021 0 0 D LIZ CLAIBORNE INC COM 539320101 519 14424 SH SOLE 14424 0 0 D LOCKHEED MARTIN CORP COM 539830109 2540 48777 SH SOLE 48777 0 0 D LOEWS CORP COM 540424108 1161 19370 SH SOLE 19370 0 0 D LOUISIANA PAC CORP COM 546347105 336 14200 SH SOLE 14200 0 0 D LOWES COS INC COM 548661107 6408 121947 SH SOLE 121947 0 0 D LUBRIZOL CORP COM 549271104 244 6663 SH SOLE 6663 0 0 D LUCENT TECHNOLOGIES INC COM 549463107 2479 655835 SH SOLE 655835 0 0 D LYONDELL CHEMICAL CO COM 552078107 302 17351 SH SOLE 17351 0 0 D M & T BK CORP COM 55261F104 863 9886 SH SOLE 9886 0 0 D MBIA INC COM 55262C100 1076 18843 SH SOLE 18843 0 0 D MBNA CORP COM 55262L100 4371 169478 SH SOLE 169478 0 0 D MDU RES GROUP INC COM 552690109 365 15207 SH SOLE 15207 0 0 D MGIC INVT CORP WIS COM 552848103 977 12883 SH SOLE 12883 0 0 D MGI PHARMA INC COM 552880106 265 9800 SH SOLE 9800 0 0 D MGM MIRAGE COM 552953101 362 7707 SH SOLE 7707 0 0 D MACERICH CO COM 554382101 364 7600 SH SOLE 7600 0 0 D MACK CALI RLTY CORP COM 554489104 329 7958 SH SOLE 7958 0 0 D MACROMEDIA INC COM 556100105 265 10787 SH SOLE 10787 0 0 D MANDALAY RESORT GROUP COM 562567107 601 8754 SH SOLE 8754 0 0 D MANOR CARE INC NEW COM 564055101 375 11488 SH SOLE 11488 0 0 D MANPOWER INC COM 56418H100 591 11642 SH SOLE 11642 0 0 D MARATHON OIL CORP COM 565849106 1701 44945 SH SOLE 44945 0 0 D MARKEL CORP COM 570535104 289 1041 SH SOLE 1041 0 0 D MARSH & MCLENNAN COS INC COM 571748102 3377 74408 SH SOLE 74408 0 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34226 0 0 D NII HLDGS INC CL B NEW 62913F201 249 7400 SH SOLE 7400 0 0 D NRG ENERGY INC COM NEW 629377508 255 10300 SH SOLE 10300 0 0 D NTL INC DEL COM 62940M104 516 8956 SH SOLE 8956 0 0 D NVR INC COM 62944T105 363 750 SH SOLE 750 0 0 D NATIONAL CITY CORP COM 635405103 5024 143488 SH SOLE 143488 0 0 D NATIONAL COMMERCE FINL CORP COM 63545P104 865 26615 SH SOLE 26615 0 0 D NATIONAL FUEL GAS CO N J COM 636180101 236 9445 SH SOLE 9445 0 0 D NATIONAL INSTRS CORP COM 636518102 215 7018 SH SOLE 7018 0 0 D NATIONAL-OILWELL INC COM 637071101 353 11196 SH SOLE 11196 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 1137 51706 SH SOLE 51706 0 0 D NATIONWIDE FINL SVCS INC CL A 638612101 797 21194 SH SOLE 21194 0 0 D NAVISTAR INTL CORP NEW COM 63934E108 666 17185 SH SOLE 17185 0 0 D NEIMAN MARCUS GROUP INC CL A 640204202 607 10914 SH SOLE 10914 0 0 D NEKTAR THERAPEUTICS COM 640268108 231 11565 SH SOLE 11565 0 0 D NETWORKS ASSOCS INC COM 640938106 391 21579 SH SOLE 21579 0 0 D NETWORK APPLIANCE INC COM 64120L104 868 40306 SH SOLE 40306 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 477 9208 SH SOLE 9208 0 0 D NEW PLAN EXCEL RLTY TR INC COM 648053106 304 13001 SH SOLE 13001 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 677 34489 SH SOLE 34489 0 0 D NEW YORK TIMES CO CL A 650111107 864 19329 SH SOLE 19329 0 0 D NEWALLIANCE BANCSHARES INC COM 650203102 163 11700 SH SOLE 11700 0 0 D NEWELL RUBBERMAID INC COM 651229106 839 35705 SH SOLE 35705 0 0 D NEWFIELD EXPL CO COM 651290108 408 7325 SH SOLE 7325 0 0 D NEWMONT MINING CORP COM 651639106 2032 52430 SH SOLE 52430 0 0 D NEXTEL COMMUNICATIONS INC CL A 65332V103 4196 157397 SH SOLE 157397 0 0 D NEXTEL PARTNERS INC CL A 65333F107 255 16000 SH SOLE 16000 0 0 D NIKE INC CL B 654106103 1611 21265 SH SOLE 21265 0 0 D NISOURCE INC COM 65473P105 735 35667 SH SOLE 35667 0 0 D NOBLE ENERGY INC COM 655044105 1973 38688 SH SOLE 38688 0 0 D NORDSTROM INC COM 655664100 599 14058 SH SOLE 14058 0 0 D NORFOLK SOUTHERN CORP COM 655844108 2587 97547 SH SOLE 97547 0 0 D NORTH FORK BANCORPORATION NY COM 659424105 847 22271 SH SOLE 22271 0 0 D NORTHEAST UTILS COM 664397106 325 16709 SH SOLE 16709 0 0 D NORTHERN TR CORP COM 665859104 1077 25468 SH SOLE 25468 0 0 D NORTHROP GRUMMAN CORP COM 666807102 2523 46980 SH SOLE 46980 0 0 D NORTHWEST AIRLS CORP CL A 667280101 136 12245 SH SOLE 12245 0 0 D NOVELL INC COM 670006105 419 50000 SH SOLE 50000 0 0 D NOVELLUS SYS INC COM 670008101 605 19236 SH SOLE 19236 0 0 D NSTAR COM 67019E107 334 6972 SH SOLE 6972 0 0 D NUCOR CORP COM 670346105 790 10296 SH SOLE 10296 0 0 D NVIDIA CORP COM 67066G104 444 21653 SH SOLE 21653 0 0 D OGE ENERGY CORP COM 670837103 293 11486 SH SOLE 11486 0 0 D OSI PHARMACEUTICALS INC COM 671040103 455 6465 SH SOLE 6465 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 2466 50938 SH SOLE 50938 0 0 D OFFICE DEPOT INC COM 676220106 1306 72928 SH SOLE 72928 0 0 D OHIO CAS CORP COM 677240103 435 21600 SH SOLE 21600 0 0 D OLD REP INTL CORP COM 680223104 561 23663 SH SOLE 23663 0 0 D OMNICARE INC COM 681904108 578 13503 SH SOLE 13503 0 0 D OMNICOM GROUP INC COM 681919106 2245 29580 SH SOLE 29580 0 0 D ONEOK INC NEW COM 682680103 292 13300 SH SOLE 13300 0 0 D ORACLE CORP COM 68389X105 7200 603540 SH SOLE 603540 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 283 6255 SH SOLE 6255 0 0 D OSHKOSH TRUCK CORP COM 688239201 264 4600 SH SOLE 4600 0 0 D OUTBACK STEAKHOUSE INC COM 689899102 338 8172 SH SOLE 8172 0 0 D OWENS ILL INC COM NEW 690768403 241 14395 SH SOLE 14395 0 0 D OXFORD HEALTH PLANS INC COM 691471106 585 10628 SH SOLE 10628 0 0 D PG&E CORP COM 69331C108 2471 88454 SH SOLE 88454 0 0 D PMC-SIERRA INC COM 69344F106 429 29879 SH SOLE 29879 0 0 D PMI GROUP INC COM 69344M101 543 12481 SH SOLE 12481 0 0 D PNC FINL SVCS GROUP INC COM 693475105 2959 55755 SH SOLE 55755 0 0 D PPG INDS INC COM 693506107 2404 38467 SH SOLE 38467 0 0 D PPL CORP COM 69351T106 1064 23171 SH SOLE 23171 0 0 D PACCAR INC COM 693718108 1319 22751 SH SOLE 22751 0 0 D PACIFIC SUNWEAR CALIF INC COM 694873100 196 10000 SH SOLE 10000 0 0 D PACIFICARE HEALTH SYS DEL COM 695112102 995 25742 SH SOLE 25742 0 0 D PACTIV CORP COM 695257105 1532 61424 SH SOLE 61424 0 0 D PALL CORP COM 696429307 429 16382 SH SOLE 16382 0 0 D PANAMSAT CORP NEW COM 697933109 709 30517 SH SOLE 30517 0 0 D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 268 5300 SH SOLE 5300 0 0 D PARKER HANNIFIN CORP COM 701094104 927 15595 SH SOLE 15595 0 0 D PATINA OIL & GAS CORP COM 703224105 275 9200 SH SOLE 9200 0 0 D PATTERSON DENTAL CO COM 703412106 606 7925 SH SOLE 7925 0 0 D PATTERSON UTI ENERGY INC COM 703481101 363 10857 SH SOLE 10857 0 0 D PAYCHEX INC COM 704326107 1455 42959 SH SOLE 42959 0 0 D PAYLESS SHOESOURCE INC COM 704379106 216 14500 SH SOLE 14500 0 0 D PEABODY ENERGY CORP COM 704549104 785 14013 SH SOLE 14013 0 0 D PENNEY J C INC COM 708160106 1197 31700 SH SOLE 31700 0 0 D PENTAIR INC COM 709631105 440 13094 SH SOLE 13094 0 0 D PEOPLESOFT INC COM 712713106 777 41980 SH SOLE 41980 0 0 D PEPCO HOLDINGS INC COM 713291102 411 22462 SH SOLE 22462 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 605 19815 SH SOLE 19815 0 0 D PEPSICO INC COM 713448108 14476 268680 SH SOLE 268680 0 0 D PERKINELMER INC COM 714046109 333 16621 SH SOLE 16621 0 0 D PETSMART INC COM 716768106 609 18766 SH SOLE 18766 0 0 D PFIZER INC COM 717081103 38415 1120619 SH SOLE 1120619 0 0 D PHELPS DODGE CORP COM 717265102 941 12140 SH SOLE 12140 0 0 D PIER 1 IMPORTS INC COM 720279108 202 11429 SH SOLE 11429 0 0 D PINNACLE WEST CAP CORP COM 723484101 2282 56489 SH SOLE 56489 0 0 D PIONEER NAT RES CO COM 723787107 550 15680 SH SOLE 15680 0 0 D PITNEY BOWES INC COM 724479100 1331 30078 SH SOLE 30078 0 0 D PIXAR COM 725811103 221 3181 SH SOLE 3181 0 0 D PLANTRONICS INC NEW COM 727493108 261 6200 SH SOLE 6200 0 0 D PLUM CREEK TIMBER CO INC COM 729251108 779 23915 SH SOLE 23915 0 0 D POGO PRODUCING CO COM 730448107 410 8301 SH SOLE 8301 0 0 D POLARIS INDS INC COM 731068102 272 5670 SH SOLE 5670 0 0 D POLYCOM INC COM 73172K104 290 12920 SH SOLE 12920 0 0 D POPULAR INC COM 733174106 887 20745 SH SOLE 20745 0 0 D POTLATCH CORP COM 737628107 471 11300 SH SOLE 11300 0 0 D PRAXAIR INC COM 74005P104 1685 42232 SH SOLE 42232 0 0 D PRECISION CASTPARTS CORP COM 740189105 461 8421 SH SOLE 8421 0 0 D PRICE T ROWE GROUP INC COM 74144T108 716 14209 SH SOLE 14209 0 0 D PRIDE INTL INC DEL COM 74153Q102 251 14671 SH SOLE 14671 0 0 D PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1443 41477 SH SOLE 41477 0 0 D PROCTER & GAMBLE CO COM 742718109 21926 402764 SH SOLE 402764 0 0 D PROGRESS ENERGY INC COM 743263105 1414 32100 SH SOLE 32100 0 0 D PROGRESSIVE CORP OHIO COM 743315103 3000 35175 SH SOLE 35175 0 0 D PROLOGIS SH BEN INT 743410102 779 23652 SH SOLE 23652 0 0 D PROTECTIVE LIFE CORP COM 743674103 349 9036 SH SOLE 9036 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 235 12300 SH SOLE 12300 0 0 D PROVIDENT FINL GROUP INC COM 743866105 219 5550 SH SOLE 5550 0 0 D PROVIDIAN FINL CORP COM 74406A102 892 60824 SH SOLE 60824 0 0 D PRUDENTIAL FINL INC COM 744320102 3195 68754 SH SOLE 68754 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 1232 30788 SH SOLE 30788 0 0 D PUBLIC STORAGE INC COM 74460D109 491 10674 SH SOLE 10674 0 0 D PUGET ENERGY INC NEW COM 745310102 283 12930 SH SOLE 12930 0 0 D PULTE HOMES INC COM 745867101 711 13664 SH SOLE 13664 0 0 D QLOGIC CORP COM 747277101 329 12365 SH SOLE 12365 0 0 D QUALCOMM INC COM 747525103 9367 128357 SH SOLE 128357 0 0 D QUEST DIAGNOSTICS INC COM 74834L100 952 11208 SH SOLE 11208 0 0 D QUESTAR CORP COM 748356102 424 10985 SH SOLE 10985 0 0 D QWEST COMMUNICATIONS INTL IN COM 749121109 8198 2283518 SH SOLE 2283518 0 0 D RPM INTL INC COM 749685103 230 15132 SH SOLE 15132 0 0 D RADIAN GROUP INC COM 750236101 589 12297 SH SOLE 12297 0 0 D RADIO ONE INC CL D NON VTG 75040P405 169 10574 SH SOLE 10574 0 0 D RADIOSHACK CORP COM 750438103 1363 47612 SH SOLE 47612 0 0 D RAMBUS INC DEL COM 750917106 201 11300 SH SOLE 11300 0 0 D RAYMOND JAMES FINANCIAL INC COM 754730109 213 8038 SH SOLE 8038 0 0 D RAYONIER INC COM 754907103 1521 34218 SH SOLE 34218 0 0 D RAYTHEON CO COM NEW 755111507 1961 54832 SH SOLE 54832 0 0 D READERS DIGEST ASSN INC COM 755267101 574 35900 SH SOLE 35900 0 0 D RECKSON ASSOCS RLTY CORP COM 75621K106 239 8700 SH SOLE 8700 0 0 D RED HAT INC COM 756577102 482 21000 SH SOLE 21000 0 0 D REEBOK INTL LTD COM 758110100 247 6877 SH SOLE 6877 0 0 D REGENCY CTRS CORP COM 758849103 338 7868 SH SOLE 7868 0 0 D REGIS CORP MINN COM 758932107 259 5800 SH SOLE 5800 0 0 D REGIONS FINL CORP COM 758940100 1047 28641 SH SOLE 28641 0 0 D RELIANT ENERGY INC COM 75952B105 418 38600 SH SOLE 38600 0 0 D RENAL CARE GROUP INC COM 759930100 287 8660 SH SOLE 8660 0 0 D RENT A CTR INC NEW COM 76009N100 267 8925 SH SOLE 8925 0 0 D REPUBLIC SVCS INC COM 760759100 581 20082 SH SOLE 20082 0 0 D RESMED INC COM 761152107 224 4400 SH SOLE 4400 0 0 D RESPIRONICS INC COM 761230101 264 4500 SH SOLE 4500 0 0 D REYNOLDS R J TOB HLDGS INC COM 76182K105 744 11015 SH SOLE 11015 0 0 D RITE AID CORP COM 767754104 293 56095 SH SOLE 56095 0 0 D ROBERT HALF INTL INC COM 770323103 573 19245 SH SOLE 19245 0 0 D ROCKWELL AUTOMATION INC COM 773903109 2254 60103 SH SOLE 60103 0 0 D ROCKWELL COLLINS INC COM 774341101 768 23048 SH SOLE 23048 0 0 D ROHM & HAAS CO COM 775371107 868 20864 SH SOLE 20864 0 0 D ROPER INDS INC NEW COM 776696106 273 4800 SH SOLE 4800 0 0 D ROSS STORES INC COM 778296103 526 19644 SH SOLE 19644 0 0 D ROUSE CO COM 779273101 634 13351 SH SOLE 13351 0 0 D ROWAN COS INC COM 779382100 334 13739 SH SOLE 13739 0 0 D RUBY TUESDAY INC COM 781182100 238 8670 SH SOLE 8670 0 0 D RYDER SYS INC COM 783549108 1218 30390 SH SOLE 30390 0 0 D RYLAND GROUP INC COM 783764103 250 3201 SH SOLE 3201 0 0 D SBC COMMUNICATIONS INC COM 78387G103 13043 537873 SH SOLE 537873 0 0 D SEI INVESTMENTS CO COM 784117103 242 8347 SH SOLE 8347 0 0 D SL GREEN RLTY CORP COM 78440X101 234 5000 SH SOLE 5000 0 0 D SLM CORP COM 78442P106 2311 57121 SH SOLE 57121 0 0 D SPX CORP COM 784635104 458 9870 SH SOLE 9870 0 0 D SABRE HLDGS CORP CL A 785905100 503 18159 SH SOLE 18159 0 0 D SAFECO CORP COM 786429100 800 18174 SH SOLE 18174 0 0 D SAFEWAY INC COM NEW 786514208 1482 58480 SH SOLE 58480 0 0 D ST JOE CO COM 790148100 287 7230 SH SOLE 7230 0 0 D ST JUDE MED INC COM 790849103 1849 24438 SH SOLE 24438 0 0 D ST PAUL TRAVELERS INC COM 792860108 3522 86870 SH SOLE 86870 0 0 D SAKS INC COM 79377W108 248 16515 SH SOLE 16515 0 0 D SANDISK CORP COM 80004C101 455 21000 SH SOLE 21000 0 0 D SANMINA SCI CORP COM 800907107 687 75517 SH SOLE 75517 0 0 D SARA LEE CORP COM 803111103 4541 197528 SH SOLE 197528 0 0 D SCANA CORP NEW COM 80589M102 525 14437 SH SOLE 14437 0 0 D SCHEIN HENRY INC COM 806407102 359 5686 SH SOLE 5686 0 0 D SCHERING PLOUGH CORP COM 806605101 3541 191591 SH SOLE 191591 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 1246 129688 SH SOLE 129688 0 0 D SCIENTIFIC ATLANTA INC COM 808655104 816 23655 SH SOLE 23655 0 0 D SCRIPPS E W CO OHIO CL A 811054204 429 4088 SH SOLE 4088 0 0 D SEALED AIR CORP NEW COM 81211K100 586 10994 SH SOLE 10994 0 0 D SEARS ROEBUCK & CO COM 812387108 1046 27694 SH SOLE 27694 0 0 D SEMTECH CORP COM 816850101 228 9700 SH SOLE 9700 0 0 D SEMPRA ENERGY COM 816851109 920 26726 SH SOLE 26726 0 0 D SEPRACOR INC COM 817315104 804 15200 SH SOLE 15200 0 0 D SERVICE CORP INTL COM 817565104 292 39600 SH SOLE 39600 0 0 D SERVICEMASTER CO COM 81760N109 465 37741 SH SOLE 37741 0 0 D SHERWIN WILLIAMS CO COM 824348106 647 15562 SH SOLE 15562 0 0 D SHURGARD STORAGE CTRS INC COM 82567D104 224 6000 SH SOLE 6000 0 0 D SIEBEL SYS INC COM 826170102 597 55853 SH SOLE 55853 0 0 D SIGMA ALDRICH CORP COM 826552101 536 8991 SH SOLE 8991 0 0 D SILICON LABORATORIES INC COM 826919102 222 4800 SH SOLE 4800 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 1047 20357 SH SOLE 20357 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 496 160900 SH SOLE 160900 0 0 D SKY FINL GROUP INC COM 83080P103 298 12040 SH SOLE 12040 0 0 D SMITH INTL INC COM 832110100 859 15400 SH SOLE 15400 0 0 D SMITHFIELD FOODS INC COM 832248108 325 11054 SH SOLE 11054 0 0 D SMUCKER J M CO COM NEW 832696405 340 7400 SH SOLE 7400 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 656 32899 SH SOLE 32899 0 0 D SNAP ON INC COM 833034101 256 7640 SH SOLE 7640 0 0 D SOLECTRON CORP COM 834182107 776 119901 SH SOLE 119901 0 0 D SONOCO PRODS CO COM 835495102 324 12693 SH SOLE 12693 0 0 D SOUTH FINL GROUP INC COM 837841105 218 7700 SH SOLE 7700 0 0 D SOUTHERN CO COM 842587107 3103 106459 SH SOLE 106459 0 0 D SOUTHTRUST CORP COM 844730101 1666 42927 SH SOLE 42927 0 0 D SOUTHWEST AIRLS CO COM 844741108 2057 122635 SH SOLE 122635 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 413 14400 SH SOLE 14400 0 0 D SOVEREIGN BANCORP INC COM 845905108 882 39918 SH SOLE 39918 0 0 D SPECTRASITE INC COM 84761M104 220 5100 SH SOLE 5100 0 0 D SPRINT CORP COM FON GROUP 852061100 4475 254238 SH SOLE 254238 0 0 D STANCORP FINL GROUP INC COM 852891100 251 3748 SH SOLE 3748 0 0 D STANDARD PAC CORP NEW COM 85375C101 217 4400 SH SOLE 4400 0 0 D STANLEY WKS COM 854616109 417 9140 SH SOLE 9140 0 0 D STAPLES INC COM 855030102 2122 72411 SH SOLE 72411 0 0 D STARBUCKS CORP COM 855244109 2245 51629 SH SOLE 51629 0 0 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1211 27000 SH SOLE 27000 0 0 D STATE STR CORP COM 857477103 2142 43683 SH SOLE 43683 0 0 D STATION CASINOS INC COM 857689103 266 5500 SH SOLE 5500 0 0 D STERICYCLE INC COM 858912108 290 5600 SH SOLE 5600 0 0 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 560 19299 SH SOLE 19299 0 0 D STRYKER CORP COM 863667101 2051 37284 SH SOLE 37284 0 0 D STUDENT LN CORP COM 863902102 917 6720 SH SOLE 6720 0 0 D SUN MICROSYSTEMS INC COM 866810104 2213 509933 SH SOLE 509933 0 0 D SUNGARD DATA SYS INC COM 867363103 1194 45907 SH SOLE 45907 0 0 D SUNOCO INC COM 86764P109 626 9846 SH SOLE 9846 0 0 D SUNTRUST BKS INC COM 867914103 4855 74704 SH SOLE 74704 0 0 D SUPERVALU INC COM 868536103 1474 48146 SH SOLE 48146 0 0 D SYBASE INC COM 871130100 227 12600 SH SOLE 12600 0 0 D SYMANTEC CORP COM 871503108 1962 44810 SH SOLE 44810 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 450 30523 SH SOLE 30523 0 0 D SYNOPSYS INC COM 871607107 571 20092 SH SOLE 20092 0 0 D SYNOVUS FINL CORP COM 87161C105 1004 39652 SH SOLE 39652 0 0 D SYSCO CORP COM 871829107 3441 95927 SH SOLE 95927 0 0 D TCF FINL CORP COM 872275102 535 9212 SH SOLE 9212 0 0 D TECO ENERGY INC COM 872375100 294 24518 SH SOLE 24518 0 0 D TJX COS INC NEW COM 872540109 1561 64668 SH SOLE 64668 0 0 D TXU CORP COM 873168108 1750 43206 SH SOLE 43206 0 0 D TARGET CORP COM 87612E106 5637 132726 SH SOLE 132726 0 0 D TECH DATA CORP COM 878237106 689 17614 SH SOLE 17614 0 0 D TEKTRONIX INC COM 879131100 372 10948 SH SOLE 10948 0 0 D TELEFLEX INC COM 879369106 233 4653 SH SOLE 4653 0 0 D TELEPHONE & DATA SYS INC COM 879433100 464 6515 SH SOLE 6515 0 0 D TELLABS INC COM 879664100 473 54094 SH SOLE 54094 0 0 D TEMPLE INLAND INC COM 879868107 2227 32165 SH SOLE 32165 0 0 D TENET HEALTHCARE CORP COM 88033G100 855 63752 SH SOLE 63752 0 0 D TERADYNE INC COM 880770102 656 28896 SH SOLE 28896 0 0 D TEXAS INSTRS INC COM 882508104 6603 273089 SH SOLE 273089 0 0 D TEXTRON INC COM 883203101 917 15449 SH SOLE 15449 0 0 D THERMO ELECTRON CORP COM 883556102 663 21556 SH SOLE 21556 0 0 D THOMAS & BETTS CORP COM 884315102 392 14400 SH SOLE 14400 0 0 D THORNBURG MTG INC COM 885218107 286 10600 SH SOLE 10600 0 0 D 3COM CORP COM 885535104 334 53521 SH SOLE 53521 0 0 D 3M CO COM 88579Y101 11149 123860 SH SOLE 123860 0 0 D TIBCO SOFTWARE INC COM 88632Q103 218 25800 SH SOLE 25800 0 0 D TIDEWATER INC COM 886423102 235 7890 SH SOLE 7890 0 0 D TIFFANY & CO NEW COM 886547108 705 19144 SH SOLE 19144 0 0 D TIME WARNER INC COM 887317105 12446 707946 SH SOLE 707946 0 0 D TIMKEN CO COM 887389104 236 8896 SH SOLE 8896 0 0 D TOLL BROTHERS INC COM 889478103 268 6335 SH SOLE 6335 0 0 D TORCHMARK CORP COM 891027104 782 14527 SH SOLE 14527 0 0 D TOYS R US INC COM 892335100 633 39758 SH SOLE 39758 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 227 2809 SH SOLE 2809 0 0 D TRIAD HOSPITALS INC COM 89579K109 369 9906 SH SOLE 9906 0 0 D TRIBUNE CO NEW COM 896047107 1472 32313 SH SOLE 32313 0 0 D TRIMERIS INC COM 896263100 261 18100 SH SOLE 18100 0 0 D TRIZEC PROPERTIES INC COM 89687P107 187 11520 SH SOLE 11520 0 0 D TUPPERWARE CORP COM 899896104 344 17700 SH SOLE 17700 0 0 D TYSON FOODS INC CL A 902494103 596 28452 SH SOLE 28452 0 0 D UCBH HOLDINGS INC COM 90262T308 233 5900 SH SOLE 5900 0 0 D UGI CORP NEW COM 902681105 212 6600 SH SOLE 6600 0 0 D UST INC COM 902911106 774 21507 SH SOLE 21507 0 0 D US BANCORP DEL COM NEW 902973304 7915 287175 SH SOLE 287175 0 0 D UNION PAC CORP COM 907818108 2004 33702 SH SOLE 33702 0 0 D UNION PLANTERS CORP COM 908068109 736 24704 SH SOLE 24704 0 0 D UNIONBANCAL CORP COM 908906100 2414 42797 SH SOLE 42797 0 0 D UNISYS CORP COM 909214108 602 43345 SH SOLE 43345 0 0 D UNITED DEFENSE INDS INC COM 91018B104 214 6100 SH SOLE 6100 0 0 D UNITED DOMINION REALTY TR IN COM 910197102 329 16622 SH SOLE 16622 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 9113 121230 SH SOLE 121230 0 0 D UNITED STATES STL CORP NEW COM 912909108 521 14834 SH SOLE 14834 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 7050 77068 SH SOLE 77068 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 6250 100400 SH SOLE 100400 0 0 D UNITEDGLOBALCOM CL A 913247508 500 68907 SH SOLE 68907 0 0 D UNITRIN INC COM 913275103 256 6015 SH SOLE 6015 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 290 6329 SH SOLE 6329 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 960 30063 SH SOLE 30063 0 0 D UNOCAL CORP COM 915289102 3650 96040 SH SOLE 96040 0 0 D UNUMPROVIDENT CORP COM 91529Y106 613 38579 SH SOLE 38579 0 0 D UTSTARCOM INC COM 918076100 357 11787 SH SOLE 11787 0 0 D V F CORP COM 918204108 1697 34856 SH SOLE 34856 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 1240 16806 SH SOLE 16806 0 0 D VALLEY NATL BANCORP COM 919794107 325 12859 SH SOLE 12859 0 0 D VALSPAR CORP COM 920355104 339 6722 SH SOLE 6722 0 0 D VARCO INTL INC DEL COM 922122106 277 12634 SH SOLE 12634 0 0 D VARIAN MED SYS INC COM 92220P105 709 8931 SH SOLE 8931 0 0 D VECTREN CORP COM 92240G101 247 9855 SH SOLE 9855 0 0 D VENTAS INC COM 92276F100 255 10900 SH SOLE 10900 0 0 D VERISIGN INC COM 92343E102 763 38356 SH SOLE 38356 0 0 D VERIZON COMMUNICATIONS COM 92343V104 18577 513322 SH SOLE 513322 0 0 D VERITAS SOFTWARE CO COM 923436109 1581 57085 SH SOLE 57085 0 0 D VIAD CORP COM 92552R109 1507 55799 SH SOLE 55799 0 0 D VIACOM INC CL B 925524308 7123 199402 SH SOLE 199402 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 353 19024 SH SOLE 19024 0 0 D VORNADO RLTY TR SH BEN INT 929042109 710 12424 SH SOLE 12424 0 0 D VULCAN MATLS CO COM 929160109 1646 34615 SH SOLE 34615 0 0 D WPS RESOURCES CORP COM 92931B106 222 4800 SH SOLE 4800 0 0 D WACHOVIA CORP 2ND NEW COM 929903102 8106 182159 SH SOLE 182159 0 0 D WADDELL & REED FINL INC CL A 930059100 239 10815 SH SOLE 10815 0 0 D WAL MART STORES INC COM 931142103 21294 403593 SH SOLE 403593 0 0 D WALGREEN CO COM 931422109 4826 133284 SH SOLE 133284 0 0 D WASHINGTON FED INC COM 938824109 246 10250 SH SOLE 10250 0 0 D WASHINGTON GROUP INTL INC COM NEW 938862208 617 17200 SH SOLE 17200 0 0 D WASHINGTON MUT INC COM 939322103 5467 141496 SH SOLE 141496 0 0 D WASHINGTON POST CO CL B 939640108 714 768 SH SOLE 768 0 0 D WASTE MGMT INC DEL COM 94106L109 3752 122425 SH SOLE 122425 0 0 D WATERS CORP COM 941848103 877 18353 SH SOLE 18353 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 441 16387 SH SOLE 16387 0 0 D WEBMD CORP COM 94769M105 379 40617 SH SOLE 40617 0 0 D WEBSTER FINL CORP CONN COM 947890109 320 6810 SH SOLE 6810 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 209 5349 SH SOLE 5349 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 310 9925 SH SOLE 9925 0 0 D WELLPOINT HEALTH NETWORK NEW COM 94973H108 2580 23036 SH SOLE 23036 0 0 D WELLS FARGO & CO NEW COM 949746101 13799 241110 SH SOLE 241110 0 0 D WENDYS INTL INC COM 950590109 517 14837 SH SOLE 14837 0 0 D WESTAR ENERGY INC COM 95709T100 665 33400 SH SOLE 33400 0 0 D WESTERN DIGITAL CORP COM 958102105 331 38200 SH SOLE 38200 0 0 D WESTERN GAS RES INC COM 958259103 250 7700 SH SOLE 7700 0 0 D WESTERN WIRELESS CORP CL A 95988E204 283 9800 SH SOLE 9800 0 0 D WESTWOOD ONE INC COM 961815107 233 9802 SH SOLE 9802 0 0 D WEYERHAEUSER CO COM 962166104 1832 29017 SH SOLE 29017 0 0 D WHIRLPOOL CORP COM 963320106 896 13061 SH SOLE 13061 0 0 D WHITNEY HLDG CORP COM 966612103 238 5338 SH SOLE 5338 0 0 D WHOLE FOODS MKT INC COM 966837106 773 8099 SH SOLE 8099 0 0 D WILLIAMS COS INC DEL COM 969457100 806 67699 SH SOLE 67699 0 0 D WILLIAMS SONOMA INC COM 969904101 400 12134 SH SOLE 12134 0 0 D WILMINGTON TRUST CORP COM 971807102 321 8615 SH SOLE 8615 0 0 D WISCONSIN ENERGY CORP COM 976657106 504 15455 SH SOLE 15455 0 0 D WRIGLEY WM JR CO COM 982526105 1287 20408 SH SOLE 20408 0 0 D WYETH COM 983024100 7815 216135 SH SOLE 216135 0 0 D XM SATELLITE RADIO HLDGS INC CL A 983759101 682 25000 SH SOLE 25000 0 0 D XTO ENERGY INC COM 98385X106 993 33323 SH SOLE 33323 0 0 D XCEL ENERGY INC COM 98389B100 2258 135099 SH SOLE 135099 0 0 D XILINX INC COM 983919101 1677 50333 SH SOLE 50333 0 0 D XEROX CORP COM 984121103 2150 148258 SH SOLE 148258 0 0 D YAHOO INC COM 984332106 6671 183616 SH SOLE 183616 0 0 D YELLOW ROADWAY CORP COM 985577105 247 6200 SH SOLE 6200 0 0 D YUM BRANDS INC COM 988498101 1400 37603 SH SOLE 37603 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 438 5037 SH SOLE 5037 0 0 D ZIMMER HLDGS INC COM 98956P102 3767 42712 SH SOLE 42712 0 0 D ZIONS BANCORPORATION COM 989701107 712 11583 SH SOLE 11583 0 0 S REPORT SUMMARY 932 DATA RECORDS 1750344 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED