13F-HR 1 con13f.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: December 31, 2004 ----------------- 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: Conning Asset Management Company --------------------------------------------- Address: CityPlace II, 185 Asylum St. --------------------------------------------- Hartford, Connecticut 06103-4105 --------------------------------------------- Form 13F File Number: 28-4332 ------- 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. All information contained herein is true, correct and complete, and 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: Gary Hutchins ------------------------------------------------------ Title: Senior Vice President ------------------------------------------------------ Phone: (860) 520-1275 ------------------------------------------------------ Signature, Place and Date of Signing: Gary Hutchins Hartford, Connecticut 2/10/05 -------------------- ------------------------ ------- [Signature] [City, State] [Date] 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).) UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 501 Form 13F Information Table Value Total: $ 1,027,797
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 --------------------- --------------------- (B) (A) SHARED INVEST- AS DE- MENT FINED FAIR MKT DIS- IN (C) TITLE VALUE PAR/ CRE- INSTR. SHARED OTHER (A) (B) (C) NAME OF ISSUER OF CLASS CUSIP (000'S) SHARES TION V OTHER MANAGER SOLE SHARED NONE 3M CO Common Stock 88579101 6,436 78,420 X 78,420 ABBOTT LABORATORIES Common Stock 002824100 7,547 161,775 X 161,775 ADC TELECOMMUNICATIONS I Common Stock 000886101 343 128,014 X 128,014 ADOBE SSTEMS INC Common Stock 00724F101 992 15,809 X 15,809 ADVANCED MICRO DEVICES Common Stock 007903107 539 24,497 X 24,497 AES CORP Common Stock 00130H105 555 40,602 X 40,602 AETNA INC Common Stock 00817108 1,258 10,084 X 10,084 AFFILIATED COMPUTER SVCS-A Common Stock 008190100 1,184 19,670 X 19,670 AFLAC INC Common Stock 001055102 2,415 60,630 X 60,630 AGILENT TECHNOLOGIES INC Common Stock 00846U101 797 33,071 X 33,071 AIR PRODUCTS & CHEMICALS I Common Stock 009158106 1,830 31,563 X 31,563 ALBERTO-CULVER CO Common Stock 013068101 291 6,001 X 6,001 ALBERTSONS INC Common Stock 013104104 564 23,602 X 23,602 ALCOA INC Common Stock 013817101 1,962 62,434 X 62,434 ALLERGAN INC Common Stock 018490102 703 8,670 X 8,670 ALLIED WASTE INDUSTRIES INC Common Stock 019589308 167 17,959 X 17,959 ALLSTATE CORP Common Stock 020002101 5,246 101,422 X 101,422 ALLTEL CORP Common Stock 020039103 1,150 19,563 X 19,563 ALTERA CORPORATION Common Stock 021441100 492 23,768 X 23,768 ALTRIA GROUP INC Common Stock 02209S103 9,439 154,491 X 154,491 AMBAC FINANCIAL GROUP INC Common Stock 023139108 1,292 15,727 X 15,727 AMERADA HESS CORP Common Stock 023551104 491 5,958 X 5,958 AMEREN CORPORATION Common Stock 023608102 625 12,475 X 12,475 AMERICAN ELECTRIC POWER Common Stock 025537101 869 25,294 X 25,294 AMERICAN EXPRESS CO Common Stock 025816109 8,335 147,865 X 147,865 AMERICAN INTERNATIONAL G Common Stock 026874107 15,239 232,048 X 232,048 AMERICAN POWER CONVERSIO Common Stock 029066107 670 31,286 X 31,286 AMERICAN STANDARD COS INC Common Stock 029712106 557 13,478 X 13,478 AMERICAN TOWER CORP-CL A Common Stock 029912201 184 10,000 X 10,000 AMERISOURCEBERGEN CORP Common Stock 03073E105 419 7,137 X 7,137 AMGEN INC Common Stock 031162100 5,519 86,035 X 86,035 AMSOUTH BANCORPORATION Common Stock 032165102 1,019 39,328 X 39,328 ANADARKO PETROLEUM CORP Common Stock 032511107 2,240 34,565 X 34,565 ANALOG DEVICES Common Stock 032654105 883 23,929 X 23,929 ANHEUSER-BUSCH COS INC. Common Stock 035229103 2,479 48,862 X 48,862 AON CORP Common Stock 037389103 454 19,034 X 19,034 APACHE CORP Common Stock 037411105 3,009 59,503 X 59,503 APARTMENT INVT & MGMT CO Common Stock 03748R101 304 7,875 X 7,875 APOLLO GROUP INC-CL A Common Stock 037604105 2,622 32,491 X 32,491 APPLE COMPUTER INC Common Stock 037833100 4,495 69,803 X 69,803 APPLIED BIOSSTEMS GROUP-AP Common Stock 038020103 267 12,777 X 12,777 APPLIED MATERIALS INC Common Stock 038222105 2,531 147,986 X 147,986 APPLIED MICRO CIRCUITS CORP Common Stock 03822W109 77 18,241 X 18,241 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 3,202 143,537 X 143,537 ASHLAND INC Common Stock 044204105 250 4,284 X 4,284 AT&T CORP Common Stock 001957505 1,169 61,319 X 61,319 AUTODESK INC Common Stock 052769106 516 13,586 X 13,586 AUTOMATIC DATA PROCESSI Common Stock 053015103 1,665 37,545 X 37,545 AUTONATION INC Common Stock 05329W102 310 16,150 X 16,150 AUTOZONE INC Common Stock 053332102 502 5,495 X 5,495 AVAA INC Common Stock 053499109 731 42,495 X 42,495 AVER DENNISON CORP Common Stock 053611109 418 6,974 X 6,974 AVON PRODUCTS INC Common Stock 054303102 2,452 63,358 X 63,358 BAKER HUGHES INC Common Stock 057224107 998 23,399 X 23,399 BALL CORP Common Stock 058498106 335 7,612 X 7,612 BANK OF AMERICA CORP Common Stock 060505104 18,773 399,503 X 399,503 BANK OF NEW ORK CO INC Common Stock 064057102 2,217 66,332 X 66,332 BARD (C.R.) INC Common Stock 067383109 636 9,938 X 9,938 BAUSCH & LOMB INC Common Stock 071707103 993 15,411 X 15,411 BAXTER INTERNATIONAL INC. Common Stock 071813109 1,562 45,229 X 45,229 BB&T CORPORATION Common Stock 054937107 1,479 35,165 X 35,165 BEA SSTEMS INC Common Stock 073325102 310 35,000 X 35,000 BEAR STEARNS COMPANIES INC Common Stock 073902108 747 7,303 X 7,303 BECTON DICKINSON & CO Common Stock 075887109 912 16,058 X 16,058 BED BATH & BEOND INC Common Stock 075896100 1,575 39,531 X 39,531 BELLSOUTH CORP Common Stock 079860102 3,503 126,049 X 126,049 BEST BU CO INC Common Stock 086516101 2,108 35,484 X 35,484 BIOGEN IDEC INC Common Stock 09062X103 1,436 21,555 X 21,555 BIOMET INC Common Stock 090613100 2,148 49,504 X 49,504 BJ SERVICES CO Common Stock 055482103 453 9,730 X 9,730 BLACK & DECKER CORP Common Stock 091797100 454 5,137 X 5,137 BMC SOFTWARE INC Common Stock 055921100 270 14,519 X 14,519 BOEING CO Common Stock 097023105 2,881 55,655 X 55,655 BOSTON SCIENTIFIC CORP Common Stock 101137107 5,264 148,086 X 148,086 BRISTOL-MERS SQUIBB CO Common Stock 110122108 3,236 126,312 X 126,312 BROADCOM CORP-CL A Common Stock 111320107 648 20,061 X 20,061 BROWN-FORMAN CORP -CL B Common Stock 115637209 375 7,712 X 7,712 BRUNSWICK CORP Common Stock 117043109 278 5,611 X 5,611 BURLINGTON NORTHERN SANT Common Stock 12189T104 1,464 30,951 X 30,951 BURLINGTON RESOURCES INC Common Stock 122014103 2,912 66,940 X 66,940 CALPINE CORP Common Stock 131347106 157 39,723 X 39,723 CAMPBELL SOUP CO Common Stock 134429109 779 26,047 X 26,047 CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 3,857 45,798 X 45,798 CARDINAL HEALTH INC Common Stock 14149108 1,621 27,874 X 27,874 CAREMARK RX INC Common Stock 141705103 2,617 66,380 X 66,380 CARNIVAL CORP Common Stock 143658300 2,372 41,159 X 41,159 CATERPILLAR INC Common Stock 149123101 2,185 22,410 X 22,410 CENDANT CORP Common Stock 151313103 5,966 255,195 X 255,195 CENTERPOINT ENERG INC Common Stock 15189T107 203 17,974 X 17,974 CENTEX CORP Common Stock 152312104 508 8,530 X 8,530 CENTURTEL INC Common Stock 156700106 293 8,272 X 8,272 CHEVRONTEXACO CORP Common Stock 166764100 9,973 189,922 X 189,922 CHIRON CORP Common Stock 170040109 398 11,936 X 11,936 CHUBB CORP Common Stock 171232101 3,911 50,856 X 50,856 CIENA CORP Common Stock 171779101 129 38,704 X 38,704 CIGNA CORP Common Stock 125509109 721 8,833 X 8,833 CINCINNATI FINANCIAL CORP Common Stock 172062101 451 10,187 X 10,187 CINERG CORP Common Stock 172474108 882 21,177 X 21,177 CINTAS CORP Common Stock 172908105 500 11,411 X 11,411 CIRCUIT CIT STORES INC Common Stock 172737108 192 12,260 X 12,260 CISCO SSTEMS INC Common Stock 17275R102 13,341 690,528 X 690,528 CIT GROUP INC Common Stock 125581108 506 11,050 X 11,050 CITIGROUP INC Common Stock 172967101 18,657 387,233 X 387,233 CITIZENS COMMUNICATIONS C Common Stock 17453B101 267 19,380 X 19,380 CITRIX SSTEMS INC Common Stock 177376100 666 27,225 X 27,225 CLEAR CHANNEL COMMUNICAT Common Stock 184502102 1,591 47,516 X 47,516 CLOROX COMPAN Common Stock 189054109 749 12,712 X 12,712 CMS ENERG CORP Common Stock 125896100 111 10,603 X 10,603 COACH INC-WHEN ISSUED Common Stock 189754104 605 10,730 X 10,730 COCA-COLA CO/THE Common Stock 191216100 6,792 163,101 X 163,101 COCA-COLA ENTERPRISES Common Stock 191219104 589 28,244 X 28,244 COLGATE-PALMOLIVE CO Common Stock 194162103 1,748 34,168 X 34,168 COMCAST CORP-CL A Common Stock 20030N101 4,887 146,853 X 146,853 COMERICA INC Common Stock 200340107 688 11,279 X 11,279 COMPUTER ASSOCIATES INTL I Common Stock 204912109 1,143 36,797 X 36,797 COMPUTER SCIENCES CORP Common Stock 205363104 812 14,404 X 14,404 COMPUWARE CORP Common Stock 205638109 145 22,591 X 22,591 COMVERSE TECHNOLOG INC Common Stock 205862402 312 12,741 X 12,741 CONAGRA FOODS INC Common Stock 205887102 1,179 40,043 X 40,043 CONEXANT SSTEMS INC Common Stock 207142100 68 34,000 X 34,000 CONOCOPHILLIPS Common Stock 20825C104 5,995 69,048 X 69,048 CONSOLIDATED EDISON INC Common Stock 209115104 681 15,567 X 15,567 CONSTELLATION ENERG GROU Common Stock 210371100 460 10,519 X 10,519 CORNING INC Common Stock 219350105 1,272 108,067 X 108,067 COSTCO WHOLESALE CORP Common Stock 22160K105 2,088 43,124 X 43,124 COUNTRWIDE FINANCIAL COR Common Stock 222372104 3,652 98,668 X 98,668 CSX CORP Common Stock 126408103 525 13,108 X 13,108 CUMMINS INC Common Stock 231021106 237 2,824 X 2,824 CVS CORP Common Stock 126650100 3,553 78,836 X 78,836 DANAHER CORP Common Stock 235851102 4,801 83,628 X 83,628 DARDEN RESTAURANTS INC Common Stock 237194105 272 9,816 X 9,816 DEERE & CO Common Stock 244199105 3,100 41,663 X 41,663 DELL INC Common Stock 24702R101 7,546 179,078 X 179,078 DELPHI CORP Common Stock 247126105 333 36,935 X 36,935 DEUTSCHE TELEKOM AG-SPON A Common Stock 251566105 454 20,000 X 20,000 DEVON ENERG CORPORATION Common Stock 25179M103 1,191 30,594 X 30,594 DIAMONDS TRUST SERIES I Common Stock 252787106 323 3,000 X 3,000 DOLLAR GENERAL CORP Common Stock 256669102 415 19,970 X 19,970 DOMINION RESOURCES INC/VA Common Stock 25746U109 1,682 24,835 X 24,835 DOUBLECLICK INC Common Stock 258609304 156 20,000 X 20,000 DOVER CORP Common Stock 260003108 551 13,140 X 13,140 DOW CHEMICAL Common Stock 260543103 3,990 80,599 X 80,599 DOW JONES & CO INC Common Stock 260561105 643 14,931 X 14,931 DTE ENERG COMPAN Common Stock 233331107 537 12,461 X 12,461 DU PONT (E.I.) DE NEMOURS Common Stock 263534109 5,412 110,338 X 110,338 DUKE ENERG CORP Common Stock 264399106 2,020 79,749 X 79,749 DNEG INC-CL A Common Stock 26816Q101 106 22,902 X 22,902 E*TRADE FINANCIAL CORP Common Stock 269246104 310 20,740 X 20,740 EASTMAN CHEMICAL COMPAN Common Stock 277432100 268 4,645 X 4,645 EASTMAN KODAK CO Common Stock 277461109 594 18,414 X 18,414 EATON CORP Common Stock 278058102 718 9,916 X 9,916 EBA INC Common Stock 278642103 7,938 68,234 X 68,234 ECOLAB INC Common Stock 278865100 546 15,550 X 15,550 EDISON INTERNATIONAL Common Stock 281020107 661 20,629 X 20,629 EL PASO CORP Common Stock 28336L109 418 40,161 X 40,161 ELECTRONIC ARTS INC Common Stock 285512109 1,186 19,224 X 19,224 ELECTRONIC DATA SSTEMS CO Common Stock 285661104 741 32,089 X 32,089 ELI LILL & CO Common Stock 532457108 4,682 82,504 X 82,504 EMC CORP/MASS Common Stock 268648102 4,432 298,020 X 298,020 EMERSON ELECTRIC CO Common Stock 291011104 5,374 76,664 X 76,664 ENGELHARD CORP Common Stock 292845104 252 8,226 X 8,226 ENTERG CORP Common Stock 29364G103 1,417 20,969 X 20,969 EOG RESOURCES INC Common Stock 26875P101 556 7,792 X 7,792 EQUIFAX INC Common Stock 294429105 236 8,387 X 8,387 EQUIT OFFICE PROPERTIES TR Common Stock 294741103 815 27,974 X 27,974 EQUIT RESIDENTIAL Common Stock 29476L107 714 19,743 X 19,743 EXELON CORP Common Stock 30161N101 4,186 94,984 X 94,984 EXPRESS SCRIPTS INC Common Stock 302182100 388 5,070 X 5,070 EXXON MOBIL CORP Common Stock 30231G102 28,856 562,939 X 562,939 FAMIL DOLLAR STORES Common Stock 307000109 316 10,103 X 10,103 FANNIE MAE Common Stock 313586109 7,195 101,044 X 101,044 FEDERAL REALT INVS TRUST Common Stock 313747206 211 4,078 X 4,078 FEDERATED DEPARTMENT STO Common Stock 31410H101 677 11,721 X 11,721 FEDERATED INVESTORS INC-CL B Common Stock 314211103 213 7,020 X 7,020 FEDEX CORP Common Stock 31428X106 1,891 19,204 X 19,204 FIFTH THIRD BANCORP Common Stock 316773100 1,719 36,332 X 36,332 FIRST DATA CORP Common Stock 319963104 2,379 55,925 X 55,925 FIRST HORIZON NATIONAL COR Common Stock 320517105 360 8,340 X 8,340 FIRSTENERG CORP Common Stock 337932107 2,754 69,714 X 69,714 FISERV INC Common Stock 337738108 476 11,847 X 11,847 FISHER SCIENTIFIC INTL Common Stock 338032204 391 6,270 X 6,270 FLUOR CORP Common Stock 343412102 408 7,492 X 7,492 FORD MOTOR CO Common Stock 345370860 1,831 125,055 X 125,055 FOREST LABORATORIES INC Common Stock 345838106 1,022 22,788 X 22,788 FORTUNE BRANDS INC Common Stock 349631101 1,915 24,817 X 24,817 FPL GROUP INC Common Stock 302571104 909 12,163 X 12,163 FRANKLIN RESOURCES INC Common Stock 354613101 1,124 16,131 X 16,131 FREDDIE MAC Common Stock 313400301 3,583 48,621 X 48,621 FREEPORT-MCMORAN COPPER- Common Stock 35671D857 416 10,871 X 10,871 FREESCALE SEMICONDUCTOR-B Common Stock 35687M206 472 25,689 X 25,689 GANNETT CO Common Stock 364730101 2,744 33,582 X 33,582 GAP INC/THE Common Stock 364760108 1,198 56,731 X 56,731 GATEWA INC Common Stock 367626108 211 35,094 X 35,094 GEMSTAR-TV GUIDE INTL INC Common Stock 36866W106 212 35,782 X 35,782 GENERAL DNAMICS CORP Common Stock 369550108 1,835 17,539 X 17,539 GENERAL ELECTRIC CO Common Stock 369604103 34,279 939,149 X 939,149 GENERAL MILLS INC Common Stock 370334104 1,207 24,284 X 24,284 GENERAL MOTORS CORP Common Stock 370442105 1,458 36,403 X 36,403 GENUINE PARTS CO Common Stock 372460105 468 10,633 X 10,633 GENZME CORP Common Stock 372917104 842 14,506 X 14,506 GEORGIA-PACIFIC CORP Common Stock 373298108 636 16,960 X 16,960 GILEAD SCIENCES INC Common Stock 375558103 849 24,270 X 24,270 GILLETTE COMPAN Common Stock 375766102 4,379 97,800 X 97,800 GOLDEN WEST FINANCIAL COR Common Stock 381317106 3,615 58,858 X 58,858 GOLDMAN SACHS GROUP INC Common Stock 38141G104 6,233 59,911 X 59,911 GOODRICH CORP Common Stock 382388106 247 7,576 X 7,576 GUIDANT CORP Common Stock 401698105 1,667 23,120 X 23,120 H&R BLOCK INC Common Stock 093671105 538 10,982 X 10,982 HALLIBURTON CO Common Stock 406216101 1,104 28,126 X 28,126 HARLE-DAVIDSON INC Common Stock 412822108 1,137 18,713 X 18,713 HARRAHS ENTERTAINMENT IN Common Stock 413619107 470 7,025 X 7,025 HARTFORD FINANCIAL SVCS GR Common Stock 416515104 1,858 26,801 X 26,801 HASBRO INC Common Stock 418056107 217 11,218 X 11,218 HCA INC Common Stock 404119109 2,161 54,080 X 54,080 HEALTH MGMT ASSOCIATES IN Common Stock 421933102 1,510 66,451 X 66,451 HEALTHCARE REALT TRUST I Common Stock 421946104 957 23,517 X 23,517 HERSHE FOODS CORP Common Stock 427866108 1,013 18,234 X 18,234 HEWLETT-PACKARD CO Common Stock 428236103 4,433 211,418 X 211,418 HILTON HOTELS CORP Common Stock 432848109 557 24,485 X 24,485 HJ HEINZ CO Common Stock 423074103 1,651 42,345 X 42,345 HOME DEPOT INC Common Stock 437076102 6,911 161,690 X 161,690 HONEWELL INTERNATIONAL I Common Stock 438516106 3,471 98,012 X 98,012 HOSPIRA INC Common Stock 441060100 580 17,300 X 17,300 HUMANA INC Common Stock 444859102 308 10,372 X 10,372 HUNTINGTON BANCSHARES IN Common Stock 446150104 352 14,238 X 14,238 ILLINOIS TOOL WORKS Common Stock 452308109 1,915 20,658 X 20,658 IMS HEALTH INC Common Stock 449934108 334 14,373 X 14,373 INTEL CORP Common Stock 458140100 16,312 697,403 X 697,403 INTERNATIONAL PAPER CO Common Stock 460146103 2,083 49,597 X 49,597 INTERPUBLIC GROUP OF COS IN Common Stock 460690100 341 25,416 X 25,416 INTL BUSINESS MACHINES CORP Common Stock 459200101 11,974 121,464 X 121,464 INTL FLAVORS & FRAGRANCES Common Stock 459506101 271 6,334 X 6,334 INTL GAME TECHNOLOG Common Stock 459902102 3,516 102,256 X 102,256 INTUIT INC Common Stock 461202103 542 12,321 X 12,321 ISHARES MSCI EAFE INDEX FUN Common Stock 464287465 2,372 14,800 X 14,800 ISHARES S&P SMALLCAP 600 Common Stock 464287804 437 2,685 X 2,685 ITT INDUSTRIES INC Common Stock 450911102 527 6,235 X 6,235 J.C. PENNE CO INC (HLDG CO) Common Stock 708160106 722 17,433 X 17,433 JABIL CIRCUIT INC Common Stock 466313103 314 12,278 X 12,278 JANUS CAPITAL GROUP INC Common Stock 47102X105 481 28,615 X 28,615 JDS UNIPHASE CORP Common Stock 46612J101 682 215,048 X 215,048 JEFFERSON-PILOT CORP Common Stock 475070108 441 8,481 X 8,481 JOHNSON & JOHNSON Common Stock 478160104 15,623 246,335 X 246,335 JOHNSON CONTROLS INC Common Stock 478366107 1,769 27,878 X 27,878 JONES APPAREL GROUP INC Common Stock 480074103 466 12,748 X 12,748 JPMORGAN CHASE & CO Common Stock 46625H100 12,631 323,784 X 323,784 JUNIPER NETWORKS INC Common Stock 48203R104 381 14,000 X 14,000 KB HOME Common Stock 48666K109 346 3,315 X 3,315 KELLOGG CO Common Stock 487836108 2,288 51,231 X 51,231 KERR-MCGEE CORP Common Stock 492386107 2,581 44,663 X 44,663 KECORP Common Stock 493267108 892 26,309 X 26,309 KESPAN CORP Common Stock 49337W100 603 15,293 X 15,293 KIMBERL-CLARK CORP Common Stock 494368103 4,046 61,487 X 61,487 KINDER MORGAN INC Common Stock 49455P101 625 8,541 X 8,541 KING PHARMACEUTICALS INC Common Stock 495582108 196 15,768 X 15,768 KLA-TENCOR CORPORATION Common Stock 482480100 584 12,534 X 12,534 KNIGHT-RIDDER INC Common Stock 499040103 339 5,065 X 5,065 KOHLS CORP Common Stock 500255104 1,597 32,469 X 32,469 KROGER CO Common Stock 501044101 819 46,716 X 46,716 LABORATOR CRP OF AMER HL Common Stock 50540R409 357 7,160 X 7,160 LEGGETT & PLATT INC Common Stock 524660107 332 11,689 X 11,689 LEHMAN BROTHERS HOLDINGS I Common Stock 524908100 1,617 18,482 X 18,482 LEXMARK INTERNATIONAL IN Common Stock 529771107 722 8,497 X 8,497 LIMITED BRANDS, INC. Common Stock 532716107 690 29,982 X 29,982 LINCOLN NATIONAL CORP Common Stock 534187109 543 11,642 X 11,642 LINEAR TECHNOLOG CORP Common Stock 535678106 984 25,377 X 25,377 LIZ CLAIBORNE INC Common Stock 539320101 262 6,207 X 6,207 LOCKHEED MARTIN CORP Common Stock 539830109 2,678 48,211 X 48,211 LOEWS CORP Common Stock 540424108 851 12,101 X 12,101 LOWES COS INC Common Stock 548661107 4,944 85,842 X 85,842 LSI LOGIC CORP Common Stock 502161102 137 25,022 X 25,022 LUCENT TECHNOLOGIES INC Common Stock 549463107 1,083 287,986 X 287,986 M & T BANK CORP Common Stock 55261F104 729 6,760 X 6,760 MANOR CARE INC Common Stock 564055101 208 5,858 X 5,858 MARATHON OIL CORP Common Stock 565849106 813 21,610 X 21,610 MARRIOTT INTERNATIONAL-C Common Stock 571903202 926 14,707 X 14,707 MARSH & MCLENNAN COS Common Stock 571748102 1,109 33,711 X 33,711 MARSHALL & ILSLE CORP Common Stock 571834100 594 13,448 X 13,448 MASCO CORP Common Stock 574599106 1,040 28,471 X 28,471 MATTEL INC Common Stock 577081102 495 25,374 X 25,374 MAXIM INTEGRATED PRODUCT Common Stock 57772K101 945 22,289 X 22,289 MA DEPARTMENT STORES CO Common Stock 577778103 1,067 36,287 X 36,287 MBIA INC Common Stock 55262C100 666 10,519 X 10,519 MBNA CORP Common Stock 55262L100 5,834 206,942 X 206,942 MCCORMICK & CO-NON VTG S Common Stock 579780206 346 8,968 X 8,968 MCDONALDS CORP Common Stock 580135101 3,047 95,032 X 95,032 MCGRAW-HILL COMPANIES INC Common Stock 580645109 1,279 13,976 X 13,976 MCKESSON CORP Common Stock 58155Q103 590 18,768 X 18,768 MEADWESTVACO CORP Common Stock 583334107 416 12,284 X 12,284 MEDCO HEALTH SOLUTIONS I Common Stock 58405U102 750 18,034 X 18,034 MEDIMMUNE INC Common Stock 584699102 406 14,966 X 14,966 MEDTRONIC INC Common Stock 585055106 3,932 79,161 X 79,161 MELLON FINANCIAL CORP Common Stock 58551A108 1,937 62,261 X 62,261 MERCK & CO. INC. Common Stock 589331107 4,586 142,677 X 142,677 MERCUR INTERACTIVE CORP Common Stock 589405109 269 5,909 X 5,909 MERRILL LNCH & CO INC Common Stock 590188108 5,122 85,690 X 85,690 METLIFE INC Common Stock 59156R108 3,035 74,909 X 74,909 MFA MORTGAGE INVESTMEN Common Stock 55272X102 557 63,137 X 63,137 MGIC INVESTMENT CORP Common Stock 552848103 1,609 23,352 X 23,352 MICRON TECHNOLOG INC Common Stock 595112103 581 47,054 X 47,054 MICROSOFT CORP Common Stock 594918104 24,845 929,844 X 929,844 MIDCAP SPDR TRUST SERIES 1 Common Stock 595635103 6,670 55,128 X 55,128 MOLEX INC Common Stock 608554101 369 12,288 X 12,288 MONSANTO CO Common Stock 61166W101 2,326 41,869 X 41,869 MONSTER WORLDWIDE INC Common Stock 611742107 231 6,852 X 6,852 MOODS CORP Common Stock 615369105 849 9,781 X 9,781 MORGAN STANLE Common Stock 617446448 5,237 94,335 X 94,335 MOTOROLA INC Common Stock 620076109 3,659 212,757 X 212,757 MLAN LABORATORIES Common Stock 628530107 605 34,200 X 34,200 NASDAQ-100 INDEX TRCKNG S Common Stock 631100104 1,597 40,000 X 40,000 NATIONAL CIT CORP Common Stock 635405103 1,663 44,296 X 44,296 NATIONAL SEMICONDUCTOR C Common Stock 637640103 414 23,078 X 23,078 NAVISTAR INTERNATIONAL Common Stock 63934E108 206 4,685 X 4,685 NCR CORPORATION Common Stock 62886E108 434 6,273 X 6,273 NETWORK APPLIANCE INC Common Stock 64120L104 727 21,877 X 21,877 NEW ORK TIMES CO -CL A Common Stock 650111107 677 16,599 X 16,599 NEWELL RUBBERMAID INC Common Stock 651229106 436 18,032 X 18,032 NEWMONT MINING CORP Common Stock 651639106 1,262 28,413 X 28,413 NEXTEL COMMUNICATIONS IN Common Stock 65332V103 4,130 137,618 X 137,618 NEXTEL PARTNERS INC -CL A Common Stock 65333F107 195 10,000 X 10,000 NIKE INC -CL B Common Stock 654106103 2,625 28,948 X 28,948 NISOURCE INC Common Stock 65473P105 357 15,651 X 15,651 NOKIA CORP-SPON ADR Common Stock 654902204 579 36,970 X 36,970 NORDSTROM INC Common Stock 655664100 417 8,932 X 8,932 NORFOLK SOUTHERN CORP Common Stock 655844108 924 25,538 X 25,538 NORTH FORK BANCORPORATIO Common Stock 659424105 785 27,202 X 27,202 NORTHERN TRUST CORP Common Stock 665859104 672 13,835 X 13,835 NORTHROP GRUMMAN CORP Common Stock 666807102 2,645 48,652 X 48,652 NOVARTIS AG-ADR Common Stock 66987V109 243 4,800 X 4,800 NOVELL INC Common Stock 670006105 183 27,110 X 27,110 NOVELLUS SSTEMS INC Common Stock 670008101 374 13,401 X 13,401 NUCOR CORP Common Stock 670346105 558 10,670 X 10,670 NVIDIA CORP Common Stock 67066G104 235 9,985 X 9,985 OCCIDENTAL PETROLEUM COR Common Stock 674599105 1,965 33,666 X 33,666 OFFICE DEPOT INC Common Stock 676220106 2,150 123,847 X 123,847 OMNICOM GROUP Common Stock 681919106 1,060 12,574 X 12,574 OPNET TECHNOLOGIES INC Common Stock 683757108 135 16,000 X 16,000 ORACLE CORP Common Stock 68389X105 6,100 444,603 X 444,603 P G & E CORP Common Stock 69331C108 872 26,203 X 26,203 PACCAR INC Common Stock 693718108 908 11,288 X 11,288 PACTIV CORPORATION Common Stock 695257105 246 9,708 X 9,708 PAC-WEST TELECOMM INC Common Stock 69371101 40 30,000 X 30,000 PALL CORP Common Stock 696429307 236 8,148 X 8,148 PARAMETRIC TECHNOLOG CO Common Stock 699173100 98 16,647 X 16,647 PARKER HANNIFIN CORP Common Stock 701094104 1,732 22,864 X 22,864 PACHEX INC Common Stock 704326107 827 24,258 X 24,258 PEOPLES ENERG CORP Common Stock 711030106 324 7,376 X 7,376 PEOPLESOFT INC Common Stock 712713106 1,262 47,622 X 47,622 PEPSI BOTTLING GROUP INC Common Stock 713409100 423 15,655 X 15,655 PEPSICO INC Common Stock 713448108 5,874 112,520 X 112,520 PFIZER INC Common Stock 717081103 17,801 661,988 X 661,988 PHELPS DODGE CORP Common Stock 717265102 611 6,180 X 6,180 PINNACLE WEST CAPITAL Common Stock 723484101 246 5,550 X 5,550 PITNE BOWES INC Common Stock 724479100 2,624 56,700 X 56,700 PLUM CREEK TIMBER CO Common Stock 729251108 539 14,033 X 14,033 PMC - SIERRA INC Common Stock 69344F106 149 13,231 X 13,231 PNC FINANCIAL SERVICES GROU Common Stock 693475105 1,662 28,931 X 28,931 PPG INDUSTRIES INC Common Stock 693506107 1,852 27,174 X 27,174 PPL CORPORATION Common Stock 69351T106 974 18,282 X 18,282 PRAXAIR INC Common Stock 74005P104 1,369 31,018 X 31,018 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 817 19,951 X 19,951 PROCTER & GAMBLE CO Common Stock 742718109 9,520 172,838 X 172,838 PROGRESS ENERG INC Common Stock 743263105 725 16,036 X 16,036 PROGRESSIVE CORP Common Stock 743315103 1,114 13,130 X 13,130 PROLOGIS Common Stock 743410102 651 15,015 X 15,015 PROVIDIAN FINANCIAL CORP Common Stock 74406A102 314 19,075 X 19,075 PRUDENTIAL FINANCIAL INC Common Stock 744320102 1,921 34,958 X 34,958 PUBLIC SERVICE ENTERPRISE GP Common Stock 744573106 822 15,879 X 15,879 PULTE HOMES INC Common Stock 745867101 513 8,042 X 8,042 QLOGIC CORP Common Stock 747277101 212 5,764 X 5,764 QUALCOMM INC Common Stock 747525103 6,752 159,240 X 159,240 QUEST DIAGNOSTICS Common Stock 74834L100 1,819 19,040 X 19,040 QWEST COMMUNICATIONS IN Common Stock 749121109 490 110,294 X 110,294 RADIOSHACK CORP Common Stock 750438103 333 10,114 X 10,114 RATHEON COMPAN Common Stock 755111507 1,095 28,196 X 28,196 REGENC CENTERS CORP Common Stock 758849103 249 4,500 X 4,500 REGIONS FINANCIAL CORP Common Stock 7591EP100 1,278 35,897 X 35,897 REVLON INC-CL A Common Stock 761525500 35 15,000 X 15,000 RENOLDS AMERICAN INC Common Stock 761713106 783 9,961 X 9,961 RF MICRO DEVICES INC Common Stock 749941100 137 20,000 X 20,000 ROBERT HALF INTL INC Common Stock 770323103 328 11,152 X 11,152 ROCKWELL AUTOMATION INC Common Stock 773903109 591 11,936 X 11,936 ROCKWELL COLLINS INC. Common Stock 774341101 429 10,868 X 10,868 ROHM AND HAAS CO Common Stock 775371107 633 14,317 X 14,317 ROAL BK OF SCOT GRP PLC Preferred Stock 780097606 342 13,000 X 13,000 RR DONNELLE & SONS CO Common Stock 257867101 504 14,269 X 14,269 SAFECO CORP Common Stock 786429100 409 7,834 X 7,834 SAFEWA INC Common Stock 786514208 568 28,792 X 28,792 SANMINA-SCI CORP Common Stock 800907107 274 32,350 X 32,350 SARA LEE CORP Common Stock 803111103 1,564 64,804 X 64,804 SBC COMMUNICATIONS INC Common Stock 78387G103 6,551 254,219 X 254,219 SCHERING-PLOUGH CORP Common Stock 806605101 2,085 99,860 X 99,860 SCHLUMBERGER LTD Common Stock 806857108 3,475 51,898 X 51,898 SCHWAB (CHARLES) CORP Common Stock 808513105 1,328 110,995 X 110,995 SCIENTIFIC-ATLANTA INC Common Stock 808655104 324 9,825 X 9,825 SEALED AIR CORP Common Stock 81211K100 284 5,323 X 5,323 SEARS ROEBUCK & CO Common Stock 812387108 912 17,875 X 17,875 SEMPRA ENERG Common Stock 816851109 511 13,930 X 13,930 SHERWIN-WILLIAMS CO/THE Common Stock 824348106 376 8,426 X 8,426 SIEBEL SSTEMS INC Common Stock 826170102 1,012 96,507 X 96,507 SIGMA-ALDRICH Common Stock 826552101 399 6,598 X 6,598 SIMON PROPERT GROUP INC Common Stock 828806109 1,021 15,793 X 15,793 SKWORKS SOLUTIONS INC Common Stock 83088M102 156 16,521 X 16,521 SLM CORP Common Stock 78442P106 1,479 27,700 X 27,700 SOLECTRON CORP Common Stock 834182107 332 62,316 X 62,316 SOUTHERN CO Common Stock 842587107 1,613 48,115 X 48,115 SOUTHWEST AIRLINES CO Common Stock 844741108 1,793 110,149 X 110,149 SOVEREIGN BANCORP INC Common Stock 845905108 414 18,380 X 18,380 SPDR TRUST SERIES 1 Common Stock 78462F103 18,506 153,110 X 153,110 SPRINT CORP Common Stock 852061100 4,015 161,556 X 161,556 ST JUDE MEDICAL INC Common Stock 790849103 831 22,836 X 22,836 ST PAUL TRAVELERS COS INC/T Common Stock 792860108 2,311 62,332 X 62,332 STANLE WORKS/THE Common Stock 854616109 242 4,943 X 4,943 STAPLES INC Common Stock 855030102 3,720 110,355 X 110,355 STARBUCKS CORP Common Stock 855244109 2,659 42,633 X 42,633 STARWOOD HOTELS & RESORTS Common Stock 85590A203 776 13,283 X 13,283 STATE STREET CORP Common Stock 857477103 2,004 40,807 X 40,807 STRKER CORP Common Stock 863667101 2,760 57,204 X 57,204 SUN MICROSSTEMS INC Common Stock 866810104 1,955 362,645 X 362,645 SUNGARD DATA SSTEMS Common Stock 867363103 993 35,038 X 35,038 SUNOCO INC Common Stock 86764P109 382 4,670 X 4,670 SUNTRUST BANKS INC Common Stock 867914103 2,966 40,145 X 40,145 SUPERVALU INC Common Stock 868536103 303 8,782 X 8,782 SCAMORE NETWORKS INC Common Stock 871206108 313 77,000 X 77,000 SMANTEC CORP Common Stock 871503108 2,673 103,750 X 103,750 SMBOL TECHNOLOGIES INC Common Stock 871508107 265 15,296 X 15,296 SNOVUS FINANCIAL CORP Common Stock 87161C105 566 19,815 X 19,815 SSCO CORP Common Stock 871829107 2,274 59,577 X 59,577 T ROWE PRICE GROUP INC Common Stock 74144T108 508 8,174 X 8,174 TARGET CORP Common Stock 87612E106 3,041 58,557 X 58,557 TECO ENERG INC Common Stock 872375100 180 11,721 X 11,721 TELLABS INC Common Stock 879664100 548 63,776 X 63,776 TEMPLE-INLAND INC Common Stock 879868107 261 3,809 X 3,809 TENET HEALTHCARE CORP Common Stock 88033G100 306 27,913 X 27,913 TERADNE INC Common Stock 880770102 288 16,850 X 16,850 TERAON COMMUNICATION S Common Stock 880775101 54 20,000 X 20,000 TEXAS INSTRUMENTS INC Common Stock 882508104 2,719 110,458 X 110,458 TEXTRON INC Common Stock 883203101 670 9,078 X 9,078 THE WALT DISNE CO. Common Stock 254687106 5,094 183,232 X 183,232 THERMO ELECTRON CORP Common Stock 883556102 308 10,210 X 10,210 TIBCO SOFTWARE INC Common Stock 88632Q103 133 10,000 X 10,000 TIFFAN & CO Common Stock 886547108 286 8,947 X 8,947 TIME WARNER INC Common Stock 887317105 10,812 555,874 X 555,874 TIME WARNER TELECOM -CL A Common Stock 887319101 44 10,000 X 10,000 TJX COMPANIES INC Common Stock 872540109 912 36,308 X 36,308 TORCHMARK CORP Common Stock 891027104 396 6,926 X 6,926 TOS R US INC Common Stock 892335100 274 13,390 X 13,390 TRANSWITCH CORP Common Stock 894065101 22 14,000 X 14,000 TRIBUNE CO Common Stock 896047107 1,568 37,205 X 37,205 TXU CORP Common Stock 873168108 2,527 39,143 X 39,143 TCO INTERNATIONAL LTD Common Stock 902124106 5,209 145,738 X 145,738 UNION PACIFIC CORP Common Stock 907818108 2,168 32,244 X 32,244 UNISS CORP Common Stock 909214108 213 20,886 X 20,886 UNITED PARCEL SERVICE-CL B Common Stock 911312106 7,320 85,652 X 85,652 UNITED STATES STEEL CORP Common Stock 912909108 346 6,748 X 6,748 UNITED TECHNOLOGIES CORP Common Stock 913017109 3,436 33,246 X 33,246 UNITED THERAPEUTICS CORP Common Stock 91307C102 226 5,000 X 5,000 UNITEDHEALTH GROUP INC Common Stock 91324P102 5,780 65,658 X 65,658 UNIVISION COMMUNICATIONS- Common Stock 914906102 591 20,205 X 20,205 UNOCAL CORP Common Stock 915289102 1,775 41,042 X 41,042 UNUMPROVIDENT CORP Common Stock 91529106 336 18,744 X 18,744 US BANCORP Common Stock 902973304 3,748 119,675 X 119,675 UST INC Common Stock 902911106 465 9,661 X 9,661 VALERO ENERG CORP Common Stock 91913100 663 14,600 X 14,600 VERISIGN INC Common Stock 92343E102 1,109 33,000 X 33,000 VERITAS SOFTWARE CORP Common Stock 923436109 1,147 40,188 X 40,188 VERIZON COMMUNICATIONS I Common Stock 92343V104 9,793 241,735 X 241,735 VF CORP Common Stock 918204108 425 7,682 X 7,682 VIACOM INC-CL B Common Stock 925524308 5,469 150,278 X 150,278 VIVENDI UNIVERSAL-SP ADR Common Stock 92851S204 257 8,000 X 8,000 VULCAN MATERIALS CO Common Stock 929160109 334 6,110 X 6,110 WACHOVIA CORP Common Stock 929903102 5,891 111,987 X 111,987 WALGREEN CO Common Stock 931422109 3,334 86,901 X 86,901 WAL-MART STORES INC Common Stock 931142103 15,989 302,699 X 302,699 WASHINGTON MUTUAL INC Common Stock 939322103 3,667 86,735 X 86,735 WASTE MANAGEMENT INC Common Stock 94106L109 1,107 36,982 X 36,982 WATERS CORP Common Stock 941848103 504 10,778 X 10,778 WATSON PHARMACEUTICALS I Common Stock 942683103 222 6,760 X 6,760 WELLPOINT INC Common Stock 94973V107 5,167 44,934 X 44,934 WELLS FARGO & COMPAN Common Stock 949746101 6,759 108,760 X 108,760 WENDS INTERNATIONAL INC Common Stock 950590109 1,016 25,881 X 25,881 WEERHAEUSER CO Common Stock 962166104 1,022 15,200 X 15,200 WHIRLPOOL CORP Common Stock 963320106 974 14,073 X 14,073 WILLIAMS COS INC Common Stock 969457100 659 40,459 X 40,459 WRIGLE WM JR CO Common Stock 982526105 994 14,367 X 14,367 WW GRAINGER INC Common Stock 384802104 382 5,729 X 5,729 WETH Common Stock 983024100 3,978 93,394 X 93,394 XCEL ENERG INC Common Stock 98389B100 447 24,541 X 24,541 XEROX CORP Common Stock 984121103 1,612 94,740 X 94,740 XILINX INC Common Stock 983919101 1,182 39,845 X 39,845 AHOO! INC Common Stock 984332106 3,279 87,026 X 87,026 UM! BRANDS INC Common Stock 988498101 3,031 64,234 X 64,234 ZIMMER HOLDINGS INC Common Stock 98956P102 2,789 34,805 X 34,805 ZIONS BANCORPORATION Common Stock 989701107 954 14,029 X 14,029 XL CAPITAL LTD -CLASS A Common Stock G98255105 711 9,159 X 9,159 TRANSOCEAN INC Common Stock G90078109 1,280 30,195 X 30,195 NOBLE CORP Common Stock G65422100 1,133 22,772 X 22,772 NABORS INDUSTRIES LTD Common Stock G6359F103 470 9,157 X 9,157 INGERSOLL-RAND CO-CL A Common Stock G4776G101 900 11,209 X 11,209 COOPER INDUSTRIES LTD-CL A Common Stock G24182100 589 8,680 X 8,680 ACE LTD Common Stock G0070K103 764 17,870 X 17,870 GRAND TOTALS: 1,027,797 27,364,415 27,364,415