13F-HR 1 qwest904.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: September 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: 1005 17th Street, Suite 250 Denver, CO 80202 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 Denver, CO November 1, 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: 869 Form 13F Information Table Value Total: $1,483,561(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 161 88943 SH SOLE 88943 0 0 D AFLAC INC COM 001055102 2203 56185 SH SOLE 56185 0 0 D AGCO CORP COM 001084102 226 9995 SH SOLE 9995 0 0 D AGL RES INC COM 001204106 209 6800 SH SOLE 6800 0 0 D AES CORP COM 00130H105 702 70309 SH SOLE 70309 0 0 D AMB PROPERTY CORP COM 00163T109 342 9225 SH SOLE 9225 0 0 D AMR CORP COM 001765106 132 18000 SH SOLE 18000 0 0 D AT&T CORP COM NEW 001957505 1256 87696 SH SOLE 87696 0 0 D AT&T WIRELESS SVCS INC COM 00209A106 4573 309414 SH SOLE 309414 0 0 D ABBOTT LABS COM 002824100 9578 226104 SH SOLE 226104 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 327 10372 SH SOLE 10372 0 0 D ACTIVISION INC NEW COM NEW 004930202 208 15000 SH SOLE 15000 0 0 D ACXIOM CORP COM 005125109 1018 42884 SH SOLE 42884 0 0 D ADOBE SYS INC COM 00724F101 1545 31240 SH SOLE 31240 0 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SOLE 4851 0 0 D GILEAD SCIENCES INC COM 375558103 2127 56890 SH SOLE 56890 0 0 D GILLETTE CO COM 375766102 5713 136860 SH SOLE 136860 0 0 D GOLDEN WEST FINL CORP DEL COM 381317106 1870 16852 SH SOLE 16852 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 6062 65016 SH SOLE 65016 0 0 D GOODRICH CORP COM 382388106 1043 33255 SH SOLE 33255 0 0 D GRACO INC COM 384109104 257 7680 SH SOLE 7680 0 0 D GRAINGER W W INC COM 384802104 488 8457 SH SOLE 8457 0 0 D GRANT PRIDECO INC COM 38821G101 276 13462 SH SOLE 13462 0 0 D GREAT PLAINS ENERGY INC COM 391164100 241 8279 SH SOLE 8279 0 0 D GREENPOINT FINL CORP COM 395384100 1967 42393 SH SOLE 42393 0 0 D GTECH HLDGS CORP COM 400518106 911 35988 SH SOLE 35988 0 0 D GUIDANT CORP COM 401698105 2292 34704 SH SOLE 34704 0 0 D HCA INC COM 404119109 2215 58068 SH SOLE 58068 0 0 D HCC INS HLDGS INC COM 404132102 210 6972 SH SOLE 6972 0 0 D HNI CORP COM 404251100 252 6364 SH SOLE 6364 0 0 D HRPT PPTYS TR COM SH BEN INT 40426W101 214 19500 SH SOLE 19500 0 0 D HALLIBURTON CO COM 406216101 1693 50246 SH SOLE 50246 0 0 D HARLEY DAVIDSON INC COM 412822108 2211 37199 SH SOLE 37199 0 0 D HARMAN INTL INDS INC COM 413086109 710 6592 SH SOLE 6592 0 0 D HARRAHS ENTMT INC COM 413619107 662 12491 SH SOLE 12491 0 0 D HARRIS CORP DEL COM 413875105 405 7369 SH SOLE 7369 0 0 D HARSCO CORP COM 415864107 854 19026 SH SOLE 19026 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 1991 32153 SH SOLE 32153 0 0 D HASBRO INC COM 418056107 321 17076 SH SOLE 17076 0 0 D HAWAIIAN ELEC INDUSTRIES COM 419870100 240 9048 SH SOLE 9048 0 0 D HEALTH CARE PPTY INVS INC COM 421915109 377 14496 SH SOLE 14496 0 0 D HEALTH MGMT ASSOC INC NEW CL A 421933102 633 30997 SH SOLE 30997 0 0 D HEALTH NET INC COM 42222G108 308 12462 SH SOLE 12462 0 0 D HEARST-ARGYLE TELEVISION INC COM 422317107 1045 42732 SH SOLE 42732 0 0 D HEINZ H J CO COM 423074103 1395 38739 SH SOLE 38739 0 0 D HERCULES INC COM 427056106 312 21900 SH SOLE 21900 0 0 D HERSHEY FOODS CORP COM 427866108 895 19156 SH SOLE 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0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 19937 232534 SH SOLE 232534 0 0 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 354 9262 SH SOLE 9262 0 0 D INTERNATIONAL GAME TECHNOLOG COM 459902102 1388 38604 SH SOLE 38604 0 0 D INTL PAPER CO COM 460146103 3518 87060 SH SOLE 87060 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 250 7279 SH SOLE 7279 0 0 D INTERSIL CORP CL A 46069S109 324 20351 SH SOLE 20351 0 0 D INTERPUBLIC GROUP COS INC COM 460690100 490 46275 SH SOLE 46275 0 0 D INTUIT COM 461202103 883 19449 SH SOLE 19449 0 0 D INVITROGEN CORP COM 46185R100 318 5779 SH SOLE 5779 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 329 7298 SH SOLE 7298 0 0 D IRON MTN INC PA COM 462846106 413 12193 SH SOLE 12193 0 0 D IVAX CORP COM 465823102 396 20689 SH SOLE 20689 0 0 D JDS UNIPHASE CORP COM 46612J101 515 152687 SH SOLE 152687 0 0 D JPMORGAN & CHASE & CO COM 46625H100 19172 482565 SH SOLE 482565 0 0 D JABIL CIRCUIT INC COM 466313103 415 18049 SH SOLE 18049 0 0 D JACK IN THE BOX INC COM 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SOUTHERN CORP COM 655844108 2672 89847 SH SOLE 89847 0 0 D NORTH FORK BANCORPORATION NY COM 659424105 848 19071 SH SOLE 19071 0 0 D NORTHEAST UTILS COM 664397106 276 14209 SH SOLE 14209 0 0 D NORTHERN TR CORP COM 665859104 1080 26468 SH SOLE 26468 0 0 D NORTHROP GRUMMAN CORP COM 666807102 2116 39680 SH SOLE 39680 0 0 D NORTHWEST AIRLS CORP CL A 667280101 101 12245 SH SOLE 12245 0 0 D NOVELL INC COM 670006105 268 42500 SH SOLE 42500 0 0 D NOVELLUS SYS INC COM 670008101 432 16236 SH SOLE 16236 0 0 D NSTAR COM 67019E107 288 5872 SH SOLE 5872 0 0 D NUCOR CORP COM 670346105 795 8696 SH SOLE 8696 0 0 D NVIDIA CORP COM 67066G104 265 18253 SH SOLE 18253 0 0 D OGE ENERGY CORP COM 670837103 247 9786 SH SOLE 9786 0 0 D OSI PHARMACEUTICALS INC COM 671040103 446 7265 SH SOLE 7265 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 2413 43138 SH SOLE 43138 0 0 D OFFICE DEPOT INC COM 676220106 642 42728 SH SOLE 42728 0 0 D OHIO CAS CORP COM 677240103 211 10100 SH SOLE 10100 0 0 D OLD REP INTL CORP COM 680223104 500 19963 SH SOLE 19963 0 0 D OMNICARE INC COM 681904108 323 11403 SH SOLE 11403 0 0 D OMNICOM GROUP INC COM 681919106 1883 25780 SH SOLE 25780 0 0 D ONEOK INC NEW COM 682680103 291 11200 SH SOLE 11200 0 0 D ORACLE CORP COM 68389X105 5963 528640 SH SOLE 528640 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 205 5355 SH SOLE 5355 0 0 D OSHKOSH TRUCK CORP COM 688239201 223 3900 SH SOLE 3900 0 0 D OUTBACK STEAKHOUSE INC COM 689899102 285 6872 SH SOLE 6872 0 0 D OWENS ILL INC COM NEW 690768403 197 12295 SH SOLE 12295 0 0 D PG&E CORP COM 69331C108 2543 83654 SH SOLE 83654 0 0 D PMC-SIERRA INC COM 69344F106 232 26279 SH SOLE 26279 0 0 D PMI GROUP INC COM 69344M101 429 10581 SH SOLE 10581 0 0 D PNC FINL SVCS GROUP INC COM 693475105 1685 31155 SH SOLE 31155 0 0 D PPG INDS INC COM 693506107 3571 58267 SH SOLE 58267 0 0 D PPL CORP COM 69351T106 1122 23771 SH SOLE 23771 0 0 D PACCAR INC COM 693718108 1338 19351 SH SOLE 19351 0 0 D PACIFICARE HEALTH SYS DEL COM 695112102 970 26442 SH SOLE 26442 0 0 D PACTIV CORP COM 695257105 393 16924 SH SOLE 16924 0 0 D PALL CORP COM 696429307 337 13782 SH SOLE 13782 0 0 D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 238 4400 SH SOLE 4400 0 0 D PARKER HANNIFIN CORP COM 701094104 777 13195 SH SOLE 13195 0 0 D PATINA OIL & GAS CORP COM 703224105 231 7800 SH SOLE 7800 0 0 D PATTERSON COMPANIES INC COM 703395103 523 6825 SH SOLE 6825 0 0 D PATTERSON UTI ENERGY INC COM 703481101 347 18214 SH SOLE 18214 0 0 D PAYCHEX INC COM 704326107 1099 36459 SH SOLE 36459 0 0 D PEABODY ENERGY CORP COM 704549104 423 7113 SH SOLE 7113 0 0 D PENNEY J C INC COM 708160106 953 27000 SH SOLE 27000 0 0 D PENTAIR INC COM 709631105 387 11094 SH SOLE 11094 0 0 D PEOPLESOFT INC COM 712713106 710 35780 SH SOLE 35780 0 0 D PEPCO HOLDINGS INC COM 713291102 377 18962 SH SOLE 18962 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 457 16815 SH SOLE 16815 0 0 D PEPSIAMERICAS INC COM 71343P200 511 26740 SH SOLE 26740 0 0 D PEPSICO INC COM 713448108 10799 221980 SH SOLE 221980 0 0 D PERKINELMER INC COM 714046109 243 14121 SH SOLE 14121 0 0 D PETSMART INC COM 716768106 453 15966 SH SOLE 15966 0 0 D PFIZER INC COM 717081103 30160 985619 SH SOLE 985619 0 0 D PHELPS DODGE CORP COM 717265102 952 10340 SH SOLE 10340 0 0 D PINNACLE WEST CAP CORP COM 723484101 2278 54889 SH SOLE 54889 0 0 D PIONEER NAT RES CO COM 723787107 461 13380 SH SOLE 13380 0 0 D PITNEY BOWES INC COM 724479100 1128 25578 SH SOLE 25578 0 0 D PIXAR COM 725811103 212 2681 SH SOLE 2681 0 0 D PLANTRONICS INC NEW COM 727493108 233 5400 SH SOLE 5400 0 0 D PLUM CREEK TIMBER CO INC COM 729251108 701 20015 SH SOLE 20015 0 0 D POGO PRODUCING CO COM 730448107 327 6901 SH SOLE 6901 0 0 D POLARIS INDS INC COM 731068102 266 4770 SH SOLE 4770 0 0 D POLO RALPH LAUREN CORP CL A 731572103 878 24153 SH SOLE 24153 0 0 D POLYCOM INC COM 73172K104 218 11020 SH SOLE 11020 0 0 D POPULAR INC COM 733174106 776 29490 SH SOLE 29490 0 0 D POTLATCH CORP COM 737628107 529 11300 SH SOLE 11300 0 0 D PRAXAIR INC COM 74005P104 1531 35832 SH SOLE 35832 0 0 D PRECISION CASTPARTS CORP COM 740189105 434 7221 SH SOLE 7221 0 0 D PRICE T ROWE GROUP INC COM 74144T108 612 12009 SH SOLE 12009 0 0 D PRIDE INTL INC DEL COM 74153Q102 247 12471 SH SOLE 12471 0 0 D PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1269 35277 SH SOLE 35277 0 0 D PROCTER & GAMBLE CO COM 742718109 19140 353664 SH SOLE 353664 0 0 D PROGRESS ENERGY INC COM 743263105 1152 27200 SH SOLE 27200 0 0 D PROGRESSIVE CORP OHIO COM 743315103 2033 23993 SH SOLE 23993 0 0 D PROLOGIS SH BEN INT 743410102 703 19952 SH SOLE 19952 0 0 D PROTECTIVE LIFE CORP COM 743674103 300 7636 SH SOLE 7636 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 223 11400 SH SOLE 11400 0 0 D PROVIDIAN FINL CORP COM 74406A102 614 39524 SH SOLE 39524 0 0 D PRUDENTIAL FINL INC COM 744320102 2745 58354 SH SOLE 58354 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 1111 26088 SH SOLE 26088 0 0 D PUBLIC STORAGE INC COM 74460D109 445 8974 SH SOLE 8974 0 0 D PUGET ENERGY INC NEW COM 745310102 250 11030 SH SOLE 11030 0 0 D PULTE HOMES INC COM 745867101 710 11564 SH SOLE 11564 0 0 D QLOGIC CORP COM 747277101 310 10465 SH SOLE 10465 0 0 D QUALCOMM INC COM 747525103 8941 229014 SH SOLE 229014 0 0 D QUEST DIAGNOSTICS INC COM 74834L100 803 9108 SH SOLE 9108 0 0 D QUESTAR CORP COM 748356102 425 9285 SH SOLE 9285 0 0 D QWEST COMMUNICATIONS INTL IN COM 749121109 7547 2266518 SH SOLE 2266518 0 0 D RPM INTL INC COM 749685103 221 12532 SH SOLE 12532 0 0 D RADIAN GROUP INC COM 750236101 476 10297 SH SOLE 10297 0 0 D RADIOSHACK CORP COM 750438103 1246 43512 SH SOLE 43512 0 0 D RAYONIER INC COM 754907103 1507 33318 SH SOLE 33318 0 0 D RAYTHEON CO COM NEW 755111507 1896 49932 SH SOLE 49932 0 0 D RECKSON ASSOCS RLTY CORP COM 75621K106 216 7500 SH SOLE 7500 0 0 D RED HAT INC COM 756577102 268 21900 SH SOLE 21900 0 0 D REEBOK INTL LTD COM 758110100 216 5877 SH SOLE 5877 0 0 D REGENCY CTRS CORP COM 758849103 305 6568 SH SOLE 6568 0 0 D REGIONS FINANCIAL CORP NEW COM 7591EP100 1682 50863 SH SOLE 50863 0 0 D RELIANT ENERGY INC COM 75952B105 310 33200 SH SOLE 33200 0 0 D RENAL CARE GROUP INC COM 759930100 237 7360 SH SOLE 7360 0 0 D REPUBLIC SVCS INC COM 760759100 505 16982 SH SOLE 16982 0 0 D RESPIRONICS INC COM 761230101 208 3900 SH SOLE 3900 0 0 D REYNOLDS AMERICAN INC COM 761713106 736 10815 SH SOLE 10815 0 0 D RITE AID CORP COM 767754104 166 47195 SH SOLE 47195 0 0 D ROBERT HALF INTL INC COM 770323103 421 16345 SH SOLE 16345 0 0 D ROCKWELL AUTOMATION INC COM 773903109 2187 56503 SH SOLE 56503 0 0 D ROCKWELL COLLINS INC COM 774341101 726 19548 SH SOLE 19548 0 0 D ROHM & HAAS CO COM 775371107 755 17564 SH SOLE 17564 0 0 D ROPER INDS INC NEW COM 776696106 236 4100 SH SOLE 4100 0 0 D ROSS STORES INC COM 778296103 385 16444 SH SOLE 16444 0 0 D ROUSE CO COM 779273101 766 11451 SH SOLE 11451 0 0 D ROWAN COS INC COM 779382100 313 11839 SH SOLE 11839 0 0 D RUBY TUESDAY INC COM 781182100 203 7270 SH SOLE 7270 0 0 D RYDER SYS INC COM 783549108 1373 29190 SH SOLE 29190 0 0 D RYLAND GROUP INC COM 783764103 250 2701 SH SOLE 2701 0 0 D SBC COMMUNICATIONS INC COM 78387G103 13231 509873 SH SOLE 509873 0 0 D SEI INVESTMENTS CO COM 784117103 237 7047 SH SOLE 7047 0 0 D SL GREEN RLTY CORP COM 78440X101 218 4200 SH SOLE 4200 0 0 D SLM CORP COM 78442P106 2160 48421 SH SOLE 48421 0 0 D SPX CORP COM 784635104 293 8270 SH SOLE 8270 0 0 D SABRE HLDGS CORP CL A 785905100 377 15359 SH SOLE 15359 0 0 D SAFECO CORP COM 786429100 1012 22174 SH SOLE 22174 0 0 D SAFEWAY INC COM NEW 786514208 952 49280 SH SOLE 49280 0 0 D ST JOE CO COM 790148100 298 6230 SH SOLE 6230 0 0 D ST JUDE MED INC COM 790849103 1576 20938 SH SOLE 20938 0 0 D ST PAUL TRAVELERS INC COM 792860108 2429 73470 SH SOLE 73470 0 0 D SAKS INC COM 79377W108 169 14015 SH SOLE 14015 0 0 D SANDISK CORP COM 80004C101 521 17900 SH SOLE 17900 0 0 D SANMINA SCI CORP COM 800907107 460 65217 SH SOLE 65217 0 0 D SARA LEE CORP COM 803111103 4182 182928 SH SOLE 182928 0 0 D SCANA CORP NEW COM 80589M102 457 12237 SH SOLE 12237 0 0 D SCHEIN HENRY INC COM 806407102 304 4886 SH SOLE 4886 0 0 D SCHERING PLOUGH CORP COM 806605101 3272 171691 SH SOLE 171691 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 1009 109788 SH SOLE 109788 0 0 D SCIENTIFIC ATLANTA INC COM 808655104 535 20655 SH SOLE 20655 0 0 D SCRIPPS E W CO OHIO CL A 811054204 333 6976 SH SOLE 6976 0 0 D SEALED AIR CORP NEW COM 81211K100 431 9294 SH SOLE 9294 0 0 D SEARS ROEBUCK & CO COM 812387108 932 23394 SH SOLE 23394 0 0 D SEMPRA ENERGY COM 816851109 815 22526 SH SOLE 22526 0 0 D SEPRACOR INC COM 817315104 659 13500 SH SOLE 13500 0 0 D SERVICE CORP INTL COM 817565104 263 42400 SH SOLE 42400 0 0 D SERVICEMASTER CO COM 81760N109 416 32341 SH SOLE 32341 0 0 D SHERWIN WILLIAMS CO COM 824348106 579 13162 SH SOLE 13162 0 0 D SIEBEL SYS INC COM 826170102 357 47353 SH SOLE 47353 0 0 D SIGMA ALDRICH CORP COM 826552101 440 7591 SH SOLE 7591 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 925 17257 SH SOLE 17257 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 439 137200 SH SOLE 137200 0 0 D SKY FINL GROUP INC COM 83080P103 279 11140 SH SOLE 11140 0 0 D SMITH INTL INC COM 832110100 875 14400 SH SOLE 14400 0 0 D SMITHFIELD FOODS INC COM 832248108 234 9354 SH SOLE 9354 0 0 D SMUCKER J M CO COM NEW 832696405 280 6300 SH SOLE 6300 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 537 27699 SH SOLE 27699 0 0 D SOLECTRON CORP COM 834182107 563 113801 SH SOLE 113801 0 0 D SONOCO PRODS CO COM 835495102 283 10693 SH SOLE 10693 0 0 D SOUTH FINL GROUP INC COM 837841105 212 7500 SH SOLE 7500 0 0 D SOUTHERN CO COM 842587107 2442 81449 SH SOLE 81449 0 0 D SOUTHTRUST CORP COM 844730101 1522 36527 SH SOLE 36527 0 0 D SOUTHWEST AIRLS CO COM 844741108 1462 107335 SH SOLE 107335 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 714 17000 SH SOLE 17000 0 0 D SOVEREIGN BANCORP INC COM 845905108 825 37818 SH SOLE 37818 0 0 D SPRINT CORP COM FON 852061100 4550 226038 SH SOLE 226038 0 0 D STANCORP FINL GROUP INC COM 852891100 231 3248 SH SOLE 3248 0 0 D STANDARD PAC CORP NEW COM 85375C101 209 3700 SH SOLE 3700 0 0 D STANLEY WKS COM 854616109 329 7740 SH SOLE 7740 0 0 D STAPLES INC COM 855030102 1864 62511 SH SOLE 62511 0 0 D STARBUCKS CORP COM 855244109 2106 46329 SH SOLE 46329 0 0 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1063 22900 SH SOLE 22900 0 0 D STATE STR CORP COM 857477103 1938 45383 SH SOLE 45383 0 0 D STATION CASINOS INC COM 857689103 230 4700 SH SOLE 4700 0 0 D STERICYCLE INC COM 858912108 220 4800 SH SOLE 4800 0 0 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 371 14699 SH SOLE 14699 0 0 D STRYKER CORP COM 863667101 1725 35884 SH SOLE 35884 0 0 D SUN MICROSYSTEMS INC COM 866810104 1796 444533 SH SOLE 444533 0 0 D SUNGARD DATA SYS INC COM 867363103 956 40207 SH SOLE 40207 0 0 D SUNOCO INC COM 86764P109 617 8346 SH SOLE 8346 0 0 D SUNTRUST BKS INC COM 867914103 2063 29304 SH SOLE 29304 0 0 D SUPERVALU INC COM 868536103 1252 45446 SH SOLE 45446 0 0 D SYBASE INC COM 871130100 146 10600 SH SOLE 10600 0 0 D SYMANTEC CORP COM 871503108 2152 39210 SH SOLE 39210 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 328 25923 SH SOLE 25923 0 0 D SYNOPSYS INC COM 871607107 269 16992 SH SOLE 16992 0 0 D SYNOVUS FINL CORP COM 87161C105 880 33652 SH SOLE 33652 0 0 D SYSCO CORP COM 871829107 2109 70489 SH SOLE 70489 0 0 D TCF FINL CORP COM 872275102 482 15924 SH SOLE 15924 0 0 D TECO ENERGY INC COM 872375100 283 20918 SH SOLE 20918 0 0 D TJX COS INC NEW COM 872540109 1203 54568 SH SOLE 54568 0 0 D TXU CORP COM 873168108 1625 33906 SH SOLE 33906 0 0 D TARGET CORP COM 87612E106 5196 114826 SH SOLE 114826 0 0 D TECH DATA CORP COM 878237106 247 6414 SH SOLE 6414 0 0 D TEKTRONIX INC COM 879131100 311 9348 SH SOLE 9348 0 0 D TELEPHONE & DATA SYS INC COM 879433100 456 5415 SH SOLE 5415 0 0 D TELLABS INC COM 879664100 423 45994 SH SOLE 45994 0 0 D TEMPLE INLAND INC COM 879868107 1858 27665 SH SOLE 27665 0 0 D TENET HEALTHCARE CORP COM 88033G100 592 54852 SH SOLE 54852 0 0 D TERADYNE INC COM 880770102 334 24896 SH SOLE 24896 0 0 D TEXAS INSTRS INC COM 882508104 5081 238789 SH SOLE 238789 0 0 D TEXTRON INC COM 883203101 845 13149 SH SOLE 13149 0 0 D THERMO ELECTRON CORP COM 883556102 496 18356 SH SOLE 18356 0 0 D THORNBURG MTG INC COM 885218107 249 8600 SH SOLE 8600 0 0 D 3COM CORP COM 885535104 197 46621 SH SOLE 46621 0 0 D 3M CO COM 88579Y101 7794 97460 SH SOLE 97460 0 0 D TIBCO SOFTWARE INC COM 88632Q103 197 23200 SH SOLE 23200 0 0 D TIDEWATER INC COM 886423102 221 6790 SH SOLE 6790 0 0 D TIFFANY & CO NEW COM 886547108 499 16244 SH SOLE 16244 0 0 D TIME WARNER INC COM 887317105 10022 620946 SH SOLE 620946 0 0 D TOLL BROTHERS INC COM 889478103 252 5435 SH SOLE 5435 0 0 D TORCHMARK CORP COM 891027104 650 12227 SH SOLE 12227 0 0 D TOYS R US INC COM 892335100 631 35558 SH SOLE 35558 0 0 D TRIAD HOSPITALS INC COM 89579K109 286 8306 SH SOLE 8306 0 0 D TRIBUNE CO NEW COM 896047107 1128 27413 SH SOLE 27413 0 0 D TRIMERIS INC COM 896263100 272 18100 SH SOLE 18100 0 0 D TYSON FOODS INC CL A 902494103 385 24052 SH SOLE 24052 0 0 D UGI CORP NEW COM 902681105 201 5400 SH SOLE 5400 0 0 D UST INC COM 902911106 830 20607 SH SOLE 20607 0 0 D US BANCORP DEL COM NEW 902973304 6791 234975 SH SOLE 234975 0 0 D UNION PAC CORP COM 907818108 1670 28502 SH SOLE 28502 0 0 D UNIONBANCAL CORP COM 908906100 2475 41797 SH SOLE 41797 0 0 D UNISYS CORP COM 909214108 379 36745 SH SOLE 36745 0 0 D UNITED DEFENSE INDS INC COM 91018B104 204 5100 SH SOLE 5100 0 0 D UNITED DOMINION REALTY TR IN COM 910197102 284 14322 SH SOLE 14322 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 8331 109730 SH SOLE 109730 0 0 D UNITED STATES STL CORP NEW COM 912909108 475 12634 SH SOLE 12634 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 5749 61568 SH SOLE 61568 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 6899 93556 SH SOLE 93556 0 0 D UNITEDGLOBALCOM CL A 913247508 286 38230 SH SOLE 38230 0 0 D UNITRIN INC COM 913275103 213 5115 SH SOLE 5115 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 232 5329 SH SOLE 5329 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 805 25463 SH SOLE 25463 0 0 D UNOCAL CORP COM 915289102 3906 90840 SH SOLE 90840 0 0 D UNUMPROVIDENT CORP COM 91529Y106 521 33179 SH SOLE 33179 0 0 D UTSTARCOM INC COM 918076100 262 16287 SH SOLE 16287 0 0 D V F CORP COM 918204108 1640 33156 SH SOLE 33156 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 1139 14206 SH SOLE 14206 0 0 D VALLEY NATL BANCORP COM 919794107 275 10759 SH SOLE 10759 0 0 D VALSPAR CORP COM 920355104 258 5522 SH SOLE 5522 0 0 D VARCO INTL INC DEL COM 922122106 288 10734 SH SOLE 10734 0 0 D VARIAN MED SYS INC COM 92220P105 524 15162 SH SOLE 15162 0 0 D VECTREN CORP COM 92240G101 205 8155 SH SOLE 8155 0 0 D VENTAS INC COM 92276F100 244 9400 SH SOLE 9400 0 0 D VERISIGN INC COM 92343E102 665 33456 SH SOLE 33456 0 0 D VERIZON COMMUNICATIONS COM 92343V104 16741 425122 SH SOLE 425122 0 0 D VERITAS SOFTWARE CO COM 923436109 840 47185 SH SOLE 47185 0 0 D VIAD CORP COM NEW 92552R406 518 21849 SH SOLE 21849 0 0 D VIACOM INC CL B 925524308 5672 169002 SH SOLE 169002 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 207 16024 SH SOLE 16024 0 0 D VORNADO RLTY TR SH BEN INT 929042109 653 10424 SH SOLE 10424 0 0 D VULCAN MATLS CO COM 929160109 1244 24415 SH SOLE 24415 0 0 D WACHOVIA CORP 2ND NEW COM 929903102 10529 224259 SH SOLE 224259 0 0 D WAL MART STORES INC COM 931142103 18763 352693 SH SOLE 352693 0 0 D WALGREEN CO COM 931422109 4048 112984 SH SOLE 112984 0 0 D WASHINGTON FED INC COM 938824109 218 8650 SH SOLE 8650 0 0 D WASHINGTON MUT INC COM 939322103 3755 96096 SH SOLE 96096 0 0 D WASHINGTON POST CO CL B 939640108 615 668 SH SOLE 668 0 0 D WASTE MGMT INC DEL COM 94106L109 3033 110925 SH SOLE 110925 0 0 D WATERS CORP COM 941848103 704 15953 SH SOLE 15953 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 418 14187 SH SOLE 14187 0 0 D WEBMD CORP COM 94769M105 238 34217 SH SOLE 34217 0 0 D WEBSTER FINL CORP CONN COM 947890109 287 5810 SH SOLE 5810 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 268 8125 SH SOLE 8125 0 0 D WELLPOINT HEALTH NETWORK NEW COM 94973H108 2095 19936 SH SOLE 19936 0 0 D WELLS FARGO & CO NEW COM 949746101 11944 200310 SH SOLE 200310 0 0 D WENDYS INTL INC COM 950590109 425 12637 SH SOLE 12637 0 0 D WESTERN DIGITAL CORP COM 958102105 300 34100 SH SOLE 34100 0 0 D WESTERN WIRELESS CORP CL A 95988E204 213 8300 SH SOLE 8300 0 0 D WEYERHAEUSER CO COM 962166104 1750 26317 SH SOLE 26317 0 0 D WHIRLPOOL CORP COM 963320106 689 11461 SH SOLE 11461 0 0 D WHOLE FOODS MKT INC COM 966837106 592 6899 SH SOLE 6899 0 0 D WILLIAMS COS INC DEL COM 969457100 696 57499 SH SOLE 57499 0 0 D WILLIAMS SONOMA INC COM 969904101 384 10234 SH SOLE 10234 0 0 D WILMINGTON TRUST CORP COM 971807102 268 7415 SH SOLE 7415 0 0 D WISCONSIN ENERGY CORP COM 976657106 416 13055 SH SOLE 13055 0 0 D WRIGLEY WM JR CO COM 982526105 1096 17308 SH SOLE 17308 0 0 D WYETH COM 983024100 7010 187435 SH SOLE 187435 0 0 D XM SATELLITE RADIO HLDGS INC CL A 983759101 946 30500 SH SOLE 30500 0 0 D XTO ENERGY INC COM 98385X106 917 28223 SH SOLE 28223 0 0 D XCEL ENERGY INC COM 98389B100 2203 127199 SH SOLE 127199 0 0 D XILINX INC COM 983919101 1175 43533 SH SOLE 43533 0 0 D XEROX CORP COM 984121103 2148 152558 SH SOLE 152558 0 0 D YAHOO INC COM 984332106 5508 162416 SH SOLE 162416 0 0 D YELLOW ROADWAY CORP COM 985577105 249 5300 SH SOLE 5300 0 0 D YUM BRANDS INC COM 988498101 1297 31903 SH SOLE 31903 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 388 6355 SH SOLE 6355 0 0 D ZIMMER HLDGS INC COM 98956P102 2838 35912 SH SOLE 35912 0 0 D ZIONS BANCORPORATION COM 989701107 2044 33483 SH SOLE 33483 0 0 S REPORT SUMMARY 869 DATA RECORDS 1483561 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED