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: March 31, 2005 -------------- 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: /s/ Gary Hutchins Hartford, Connecticut 5/06/05 ---------------------- ---------------------- ------- [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: 503 Form 13F Information Table Value Total: $ 978,303
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 ADC TELECOMMUNICATIONS INC Common Stock 000886101 250 125,874 X 125,874 AFLAC INC Common Stock 001055102 2,029 54,450 X 54,450 AES CORP Common Stock 00130H105 644 39,312 X 39,312 AT&T CORP Common Stock 001957505 1,117 59,599 X 59,599 ABBOTT LABORATORIES Common Stock 002824100 7,300 156,575 X 156,575 ADOBE SXSTEMS INC Common Stock 00724F101 1,012 15,059 X 15,059 ADVANCED MICRO DEVICES Common Stock 007903107 405 25,097 X 25,097 AETNA INC Common Stock 00817X108 1,883 25,128 X 25,128 AFFILIATED COMPUTER SVCS-A Common Stock 008190100 1,032 19,380 X 19,380 AGILENT TECHNOLOGIES INC Common Stock 00846U101 706 31,791 X 31,791 AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 1,966 31,063 X 31,063 ALBERTO-CULVER CO Common Stock 013068101 276 5,761 X 5,761 ALBERTSONS INC Common Stock 013104104 468 22,682 X 22,682 ALCOA INC Common Stock 013817101 1,846 60,754 X 60,754 ALLERGAN INC Common Stock 018490102 678 9,760 X 9,760 ALLIED WASTE INDUSTRIES INC Common Stock 019589308 126 17,229 X 17,229 ALLSTATE CORP Common Stock 020002101 5,318 98,372 X 98,372 ALLTEL CORP Common Stock 020039103 1,025 18,693 X 18,693 ALTERA CORPORATION Common Stock 021441100 451 22,818 X 22,818 ALTRIA GROUP INC Common Stock 02209S103 9,796 149,811 X 149,811 AMBAC FINANCIAL GROUP INC Common Stock 023139108 1,150 15,387 X 15,387 AMERADA HESS CORP Common Stock 023551104 735 7,638 X 7,638 AMEREN CORPORATION Common Stock 023608102 590 12,035 X 12,035 AMERICAN ELECTRIC POWER Common Stock 025537101 831 24,394 X 24,394 AMERICAN EXPRESS CO Common Stock 025816109 7,264 141,415 X 141,415 AMERICAN INTERNATIONAL GROUP Common Stock 026874107 12,502 225,628 X 225,628 AMERICAN POWER CONVERSION Common Stock 029066107 794 30,356 X 30,356 AMERICAN STANDARD COS INC Common Stock 029712106 600 12,908 X 12,908 AMERICAN TOWER CORP-CL A Common Stock 029912201 182 10,000 X 10,000 AMERISOURCEBERGEN CORP Common Stock 03073E105 376 6,567 X 6,567 AMGEN INC Common Stock 031162100 4,694 80,640 X 80,640 AMSOUTH BANCORPORATION Common Stock 032165102 1,001 38,588 X 38,588 ANADARKO PETROLEUM CORP Common Stock 032511107 2,576 33,855 X 33,855 ANALOG DEVICES Common Stock 032654105 826 22,859 X 22,859 ANHEUSER-BUSCH COS INC. Common Stock 035229103 2,177 45,932 X 45,932 AON CORP Common Stock 037389103 416 18,224 X 18,224 APACHE CORP Common Stock 037411105 3,601 58,813 X 58,813 APARTMENT INVT & MGMT CO -A Common Stock 03748R101 284 7,625 X 7,625 APOLLO GROUP INC-CL A Common Stock 037604105 2,348 31,701 X 31,701 APPLE COMPUTER INC Common Stock 037833100 5,642 135,406 X 135,406 APPLIED BIOSXSTEMS GROUP-APP Common Stock 038020103 239 12,107 X 12,107 APPLIED MATERIALS INC Common Stock 038222105 2,279 140,246 X 140,246 APPLIED MICRO CIRCUITS CORP Common Stock 03822W109 57 17,371 X 17,371 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 3,448 140,277 X 140,277 ARCHSTONE-SMITH TRUST Common Stock 039583109 422 12,383 X 12,383 ASHLAND INC Common Stock 044204105 275 4,074 X 4,074 AUTODESK INC Common Stock 052769106 381 12,796 X 12,796 AUTOMATIC DATA PROCESSING Common Stock 053015103 1,627 36,195 X 36,195 AUTONATION INC Common Stock 05329W102 293 15,460 X 15,460 AUTOZONE INC Common Stock 053332102 588 6,865 X 6,865 AVAXA INC Common Stock 053499109 489 41,835 X 41,835 AVERX DENNISON CORP Common Stock 053611109 410 6,624 X 6,624 AVON PRODUCTS INC Common Stock 054303102 2,426 56,498 X 56,498 BB&T CORPORATION Common Stock 054937107 1,314 33,635 X 33,635 BJ SERVICES CO Common Stock 055482103 489 9,420 X 9,420 BMC SOFTWARE INC Common Stock 055921100 208 13,849 X 13,849 BAKER HUGHES INC Common Stock 057224107 1,011 22,729 X 22,729 BALL CORP Common Stock 058498106 302 7,282 X 7,282 BANK OF AMERICA CORP Common Stock 060505104 16,989 385,233 X 385,233 BANK OF NEW XORK CO INC Common Stock 064057102 1,881 64,742 X 64,742 BARD (C.R.) INC Common Stock 067383109 660 9,688 X 9,688 BAUSCH & LOMB INC Common Stock 071707103 1,115 15,211 X 15,211 BAXTER INTERNATIONAL INC. Common Stock 071813109 1,497 44,069 X 44,069 BEA SXSTEMS INC Common Stock 073325102 279 35,000 X 35,000 BEAR STEARNS COMPANIES INC Common Stock 073902108 953 9,543 X 9,543 BECTON DICKINSON & CO Common Stock 075887109 918 15,708 X 15,708 BED BATH & BEXOND INC Common Stock 075896100 1,427 39,061 X 39,061 BELLSOUTH CORP Common Stock 079860102 3,141 119,469 X 119,469 BEST BUX CO INC Common Stock 086516101 1,872 34,654 X 34,654 BIOMET INC Common Stock 090613100 1,768 48,714 X 48,714 BIOGEN IDEC INC Common Stock 09062X103 710 20,585 X 20,585 BLACK & DECKER CORP Common Stock 091797100 528 6,687 X 6,687 H&R BLOCK INC Common Stock 093671105 524 10,352 X 10,352 BOEING CO Common Stock 097023105 3,069 52,495 X 52,495 BOSTON SCIENTIFIC CORP Common Stock 101137107 2,011 68,666 X 68,666 BRISTOL-MXERS SQUIBB CO Common Stock 110122108 3,032 119,082 X 119,082 BROADCOM CORP-CL A Common Stock 111320107 588 19,641 X 19,641 BROWN-FORMAN CORP -CL B Common Stock 115637209 406 7,422 X 7,422 BRUNSWICK CORP Common Stock 117043109 253 5,391 X 5,391 BURLINGTON NORTHERN SANTA FE Common Stock 12189T104 1,631 30,251 X 30,251 BURLINGTON RESOURCES INC Common Stock 122014103 3,303 65,970 X 65,970 CIGNA CORP Common Stock 125509109 987 11,053 X 11,053 CIT GROUP INC Common Stock 125581108 438 11,530 X 11,530 CMS ENERGX CORP Common Stock 125896100 137 10,543 X 10,543 CSX CORP Common Stock 126408103 523 12,568 X 12,568 CVS CORP Common Stock 126650100 4,064 77,226 X 77,226 CALPINE CORP Common Stock 131347106 110 39,163 X 39,163 CAMPBELL SOUP CO Common Stock 134429109 722 24,877 X 24,877 CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 3,400 45,468 X 45,468 CARDINAL HEALTH INC Common Stock 14149X108 1,513 27,114 X 27,114 CAREMARK RX INC Common Stock 141705103 2,592 65,160 X 65,160 CARNIVAL CORP Common Stock 143658300 1,992 38,439 X 38,439 CATERPILLAR INC Common Stock 149123101 2,546 27,840 X 27,840 CENDANT CORP Common Stock 151313103 5,154 250,925 X 250,925 CENTERPOINT ENERGX INC Common Stock 15189T107 209 17,384 X 17,384 CENTEX CORP Common Stock 152312104 473 8,260 X 8,260 CENTURXTEL INC Common Stock 156700106 259 7,882 X 7,882 CHEVRONTEXACO CORP Common Stock 166764100 10,675 183,072 X 183,072 CHIRON CORP Common Stock 170040109 402 11,466 X 11,466 CHUBB CORP Common Stock 171232101 3,649 46,036 X 46,036 CIENA CORP Common Stock 171779101 65 37,684 X 37,684 CINCINNATI FINANCIAL CORP Common Stock 172062101 428 9,817 X 9,817 CINERGX CORP Common Stock 172474108 846 20,887 X 20,887 CIRCUIT CITX STORES INC Common Stock 172737108 187 11,650 X 11,650 CISCO SXSTEMS INC Common Stock 17275R102 10,902 609,398 X 609,398 CINTAS CORP Common Stock 172908105 449 10,871 X 10,871 CITIGROUP INC Common Stock 172967101 16,677 371,105 X 371,105 CITIZENS COMMUNICATIONS CO Common Stock 17453B101 244 18,820 X 18,820 CITRIX SXSTEMS INC Common Stock 177376100 640 26,885 X 26,885 CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 1,662 48,226 X 48,226 CLOROX COMPANX Common Stock 189054109 612 9,722 X 9,722 COACH INC Common Stock 189754104 562 9,930 X 9,930 COCA-COLA CO/THE Common Stock 191216100 6,535 156,831 X 156,831 COCA-COLA ENTERPRISES Common Stock 191219104 556 27,084 X 27,084 COLGATE-PALMOLIVE CO Common Stock 194162103 1,718 32,938 X 32,938 COMCAST CORP-CL A Common Stock 20030N101 4,769 141,183 X 141,183 COMERICA INC Common Stock 200340107 584 10,609 X 10,609 COMPASS BANCSHARES INC Common Stock 20449H109 279 6,150 X 6,150 COMPUTER ASSOCIATES INTL INC Common Stock 204912109 960 35,427 X 35,427 COMPUTER SCIENCES CORP Common Stock 205363104 639 13,944 X 13,944 COMPUWARE CORP Common Stock 205638109 155 21,591 X 21,591 COMVERSE TECHNOLOGX INC Common Stock 205862402 311 12,331 X 12,331 CONAGRA FOODS INC Common Stock 205887102 1,032 38,203 X 38,203 CONEXANT SXSTEMS INC Common Stock 207142100 51 34,000 X 34,000 CONOCOPHILLIPS Common Stock 20825C104 6,737 62,468 X 62,468 CONSOLIDATED EDISON INC Common Stock 209115104 632 14,987 X 14,987 CONSTELLATION ENERGX GROUP Common Stock 210371100 529 10,239 X 10,239 CORNING INC Common Stock 219350105 1,148 103,127 X 103,127 COSTCO WHOLESALE CORP Common Stock 22160K105 1,863 42,179 X 42,179 COUNTRXWIDE FINANCIAL CORP Common Stock 222372104 3,191 98,318 X 98,318 CUMMINS INC Common Stock 231021106 261 3,714 X 3,714 DTE ENERGX COMPANX Common Stock 233331107 545 11,981 X 11,981 DANAHER CORP Common Stock 235851102 4,429 82,918 X 82,918 DARDEN RESTAURANTS INC Common Stock 237194105 289 9,416 X 9,416 DEERE & CO Common Stock 244199105 2,779 41,393 X 41,393 DELL INC Common Stock 24702R101 6,634 172,658 X 172,658 DELPHI CORP Common Stock 247126105 159 35,575 X 35,575 DEUTSCHE TELEKOM AG-SPON ADR Common Stock 251566105 399 20,000 X 20,000 DEVON ENERGX CORPORATION Common Stock 25179M103 1,416 29,664 X 29,664 DIAMONDS TRUST SERIES I Common Stock 252787106 315 3,000 X 3,000 THE WALT DISNEX CO. Common Stock 254687106 5,015 174,542 X 174,542 DOLLAR GENERAL CORP Common Stock 256669102 418 19,090 X 19,090 DOMINION RESOURCES INC/VA Common Stock 25746U109 1,822 24,475 X 24,475 RR DONNELLEX & SONS CO Common Stock 257867101 434 13,729 X 13,729 DOUBLECLICK INC Common Stock 258609304 154 20,000 X 20,000 DOVER CORP Common Stock 260003108 475 12,570 X 12,570 DOW CHEMICAL Common Stock 260543103 3,841 77,059 X 77,059 DOW JONES & CO INC Common Stock 260561105 253 6,761 X 6,761 DU PONT (E.I.) DE NEMOURS Common Stock 263534109 5,527 107,858 X 107,858 DUKE ENERGX CORP Common Stock 264399106 2,207 78,809 X 78,809 DXNEGX INC-CL A Common Stock 26816Q101 86 22,002 X 22,002 EMC CORP/MASS Common Stock 268648102 3,540 287,310 X 287,310 EOG RESOURCES INC Common Stock 26875P101 730 14,984 X 14,984 E*TRADE FINANCIAL CORP Common Stock 269246104 239 19,920 X 19,920 EASTMAN CHEMICAL COMPANX Common Stock 277432100 264 4,475 X 4,475 EASTMAN KODAK CO Common Stock 277461109 582 17,884 X 17,884 EATON CORP Common Stock 278058102 633 9,676 X 9,676 EBAX INC Common Stock 278642103 4,912 131,818 X 131,818 ECOLAB INC Common Stock 278865100 493 14,920 X 14,920 EDISON INTERNATIONAL Common Stock 281020107 694 19,979 X 19,979 EL PASO CORP Common Stock 28336L109 411 38,851 X 38,851 ELECTRONIC ARTS INC Common Stock 285512109 980 18,924 X 18,924 ELECTRONIC DATA SXSTEMS CORP Common Stock 285661104 639 30,919 X 30,919 EMERSON ELECTRIC CO Common Stock 291011104 4,925 75,854 X 75,854 ENGELHARD CORP Common Stock 292845104 235 7,836 X 7,836 ENTERGX CORP Common Stock 29364G103 1,436 20,319 X 20,319 EQUIFAX INC Common Stock 294429105 245 7,997 X 7,997 EQUITX OFFICE PROPERTIES TR Common Stock 294741103 818 27,164 X 27,164 EQUITX RESIDENTIAL Common Stock 29476L107 625 19,403 X 19,403 EXELON CORP Common Stock 30161N101 4,231 92,204 X 92,204 EXPRESS SCRIPTS INC Common Stock 302182100 563 6,460 X 6,460 EXXON MOBIL CORP Common Stock 30231G102 32,095 538,513 X 538,513 FPL GROUP INC Common Stock 302571104 1,288 32,076 X 32,076 FAMILX DOLLAR STORES Common Stock 307000109 296 9,753 X 9,753 FREDDIE MAC Common Stock 313400301 2,711 42,896 X 42,896 FANNIE MAE Common Stock 313586109 4,397 80,754 X 80,754 FEDERATED DEPARTMENT STORES Common Stock 31410H101 684 10,751 X 10,751 FEDEX CORP Common Stock 31428X106 2,351 25,024 X 25,024 FIFTH THIRD BANCORP Common Stock 316773100 1,500 34,892 X 34,892 FIRST DATA CORP Common Stock 319963104 2,015 51,255 X 51,255 FIRST HORIZON NATIONAL CORP Common Stock 320517105 328 8,050 X 8,050 FISERV INC Common Stock 337738108 454 11,397 X 11,397 FIRSTENERGX CORP Common Stock 337932107 2,786 66,404 X 66,404 FISHER SCIENTIFIC INTL INC Common Stock 338032204 351 6,170 X 6,170 FLUOR CORP Common Stock 343412102 408 7,352 X 7,352 FORD MOTOR CO Common Stock 345370860 1,349 119,085 X 119,085 FOREST LABORATORIES INC Common Stock 345838106 803 21,738 X 21,738 FORTUNE BRANDS INC Common Stock 349631101 1,980 24,557 X 24,557 FRANKLIN RESOURCES INC Common Stock 354613101 1,070 15,581 X 15,581 FREEPORT-MCMORAN COPPER-B Common Stock 35671D857 409 10,331 X 10,331 FREESCALE SEMICONDUCTOR-B Common Stock 35687M206 492 28,494 X 28,494 GANNETT CO Common Stock 364730101 2,563 32,412 X 32,412 GAP INC/THE Common Stock 364760108 1,159 53,051 X 53,051 GATEWAX INC Common Stock 367626108 138 34,194 X 34,194 GEMSTAR-TV GUIDE INTL INC Common Stock 36866W106 156 35,782 X 35,782 GENERAL DXNAMICS CORP Common Stock 369550108 1,795 16,769 X 16,769 GENERAL ELECTRIC CO Common Stock 369604103 32,816 910,029 X 910,029 GENERAL MILLS INC Common Stock 370334104 1,099 22,354 X 22,354 GENERAL MOTORS CORP Common Stock 370442105 1,033 35,163 X 35,163 GENUINE PARTS CO Common Stock 372460105 439 10,103 X 10,103 GENZXME CORP Common Stock 372917104 863 15,076 X 15,076 GEORGIA-PACIFIC CORP Common Stock 373298108 579 16,320 X 16,320 GILEAD SCIENCES INC Common Stock 375558103 844 23,580 X 23,580 GILLETTE COMPANX Common Stock 375766102 4,579 90,710 X 90,710 GOLDEN WEST FINANCIAL CORP Common Stock 381317106 3,509 58,008 X 58,008 GOLDMAN SACHS GROUP INC Common Stock 38141G104 6,480 58,911 X 58,911 GOODRICH CORP Common Stock 382388106 279 7,276 X 7,276 WW GRAINGER INC Common Stock 384802104 338 5,429 X 5,429 GUIDANT CORP Common Stock 401698105 1,694 22,920 X 22,920 HCA INC Common Stock 404119109 2,723 50,840 X 50,840 HALLIBURTON CO Common Stock 406216101 1,230 28,436 X 28,436 HARLEX-DAVIDSON INC Common Stock 412822108 1,042 18,043 X 18,043 HARRAHS ENTERTAINMENT INC Common Stock 413619107 433 6,705 X 6,705 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 1,812 26,431 X 26,431 HASBRO INC Common Stock 418056107 221 10,808 X 10,808 HEALTH MGMT ASSOCIATES INC-A Common Stock 421933102 1,725 65,881 X 65,881 HEALTHCARE REALTX TRUST INC Common Stock 421946104 857 23,517 X 23,517 HJ HEINZ CO Common Stock 423074103 1,530 41,535 X 41,535 HERSHEX CO/THE Common Stock 427866108 1,064 17,604 X 17,604 HEWLETT-PACKARD CO Common Stock 428236103 4,407 200,848 X 200,848 HILTON HOTELS CORP Common Stock 432848109 527 23,585 X 23,585 HOME DEPOT INC Common Stock 437076102 5,927 154,990 X 154,990 HONEXWELL INTERNATIONAL INC Common Stock 438516106 3,528 94,822 X 94,822 HOSPIRA INC Common Stock 441060100 535 16,590 X 16,590 HUMANA INC Common Stock 444859102 318 9,962 X 9,962 HUNTINGTON BANCSHARES INC Common Stock 446150104 328 13,738 X 13,738 IMS HEALTH INC Common Stock 449934108 334 13,683 X 13,683 ITT INDUSTRIES INC Common Stock 450911102 717 7,945 X 7,945 ILLINOIS TOOL WORKS Common Stock 452308109 2,216 24,748 X 24,748 INTEL CORP Common Stock 458140100 15,757 678,293 X 678,293 INTL BUSINESS MACHINES CORP Common Stock 459200101 12,963 141,859 X 141,859 INTL FLAVORS & FRAGRANCES Common Stock 459506101 240 6,074 X 6,074 INTL GAME TECHNOLOGX Common Stock 459902102 2,702 101,336 X 101,336 INTERNATIONAL PAPER CO Common Stock 460146103 1,503 40,867 X 40,867 INTERPUBLIC GROUP OF COS INC Common Stock 460690100 303 24,676 X 24,676 INTUIT INC Common Stock 461202103 511 11,681 X 11,681 ISHARES MSCI EAFE INDEX FUND Common Stock 464287465 7,929 49,908 X 49,908 ISHARES S&P SMALLCAP 600 Common Stock 464287804 427 2,685 X 2,685 JDS UNIPHASE CORP Common Stock 46612J101 354 212,088 X 212,088 JPMORGAN CHASE & CO Common Stock 46625H100 10,603 306,439 X 306,439 JABIL CIRCUIT INC Common Stock 466313103 336 11,798 X 11,798 JANUS CAPITAL GROUP INC Common Stock 47102X105 389 27,885 X 27,885 JEFFERSON-PILOT CORP Common Stock 475070108 397 8,091 X 8,091 JOHNSON & JOHNSON Common Stock 478160104 15,949 237,475 X 237,475 JOHNSON CONTROLS INC Common Stock 478366107 1,528 27,408 X 27,408 JONES APPAREL GROUP INC Common Stock 480074103 414 12,368 X 12,368 JUNIPER NETWORKS INC Common Stock 48203R104 309 14,000 X 14,000 KLA-TENCOR CORPORATION Common Stock 482480100 553 12,024 X 12,024 KB HOME Common Stock 48666K109 479 4,075 X 4,075 KELLOGG CO Common Stock 487836108 2,167 50,071 X 50,071 KERR-MCGEE CORP Common Stock 492386107 3,486 44,503 X 44,503 KEXCORP Common Stock 493267108 821 25,289 X 25,289 KEXSPAN CORP Common Stock 49337W100 583 14,963 X 14,963 KIMBERLX-CLARK CORP Common Stock 494368103 2,782 42,327 X 42,327 KINDER MORGAN INC Common Stock 49455P101 812 10,731 X 10,731 KING PHARMACEUTICALS INC Common Stock 495582108 126 15,148 X 15,148 KNIGHT-RIDDER INC Common Stock 499040103 320 4,755 X 4,755 KOHLS CORP Common Stock 500255104 1,631 31,589 X 31,589 KROGER CO Common Stock 501044101 720 44,896 X 44,896 LSI LOGIC CORP Common Stock 502161102 135 24,082 X 24,082 L-3 COMMUNICATIONS HOLDINGS Common Stock 502424104 415 5,850 X 5,850 LABORATORX CRP OF AMER HLDGS Common Stock 50540R409 354 7,350 X 7,350 LEGGETT & PLATT INC Common Stock 524660107 323 11,169 X 11,169 LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 2,195 23,312 X 23,312 LEXMARK INTERNATIONAL INC-A Common Stock 529771107 873 10,917 X 10,917 ELI LILLX & CO Common Stock 532457108 4,164 79,924 X 79,924 LIMITED BRANDS, INC. Common Stock 532716107 634 26,072 X 26,072 LINCOLN NATIONAL CORP Common Stock 534187109 496 10,982 X 10,982 LINEAR TECHNOLOGX CORP Common Stock 535678106 907 23,677 X 23,677 LIZ CLAIBORNE INC Common Stock 539320101 238 5,927 X 5,927 LOCKHEED MARTIN CORP Common Stock 539830109 2,222 36,391 X 36,391 LOEWS CORP Common Stock 540424108 859 11,681 X 11,681 LOWES COS INC Common Stock 548661107 4,784 83,792 X 83,792 LUCENT TECHNOLOGIES INC Common Stock 549463107 782 284,456 X 284,456 M & T BANK CORP Common Stock 55261F104 910 8,920 X 8,920 MBIA INC Common Stock 55262C100 435 8,329 X 8,329 MBNA CORP Common Stock 55262L100 5,013 204,192 X 204,192 MFA MORTGAGE INVESTMENTS INC Common Stock 55272X102 480 63,137 X 63,137 MGIC INVESTMENT CORP Common Stock 552848103 975 15,807 X 15,807 MANOR CARE INC Common Stock 564055101 201 5,538 X 5,538 MARATHON OIL CORP Common Stock 565849106 991 21,130 X 21,130 MARSH & MCLENNAN COS Common Stock 571748102 999 32,851 X 32,851 MARSHALL & ILSLEX CORP Common Stock 571834100 541 12,948 X 12,948 MARRIOTT INTERNATIONAL-CL A Common Stock 571903202 935 13,987 X 13,987 MASCO CORP Common Stock 574599106 983 28,351 X 28,351 MATTEL INC Common Stock 577081102 520 24,334 X 24,334 MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 810 19,809 X 19,809 MAX DEPARTMENT STORES CO Common Stock 577778103 1,322 35,717 X 35,717 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 298 8,668 X 8,668 MCDONALDS CORP Common Stock 580135101 2,798 89,842 X 89,842 MCGRAW-HILL COMPANIES INC Common Stock 580645109 1,542 17,676 X 17,676 MCKESSON CORP Common Stock 58155Q103 690 18,268 X 18,268 MEADWESTVACO CORP Common Stock 583334107 374 11,764 X 11,764 MEDCO HEALTH SOLUTIONS INC Common Stock 58405U102 831 16,757 X 16,757 MEDIMMUNE INC Common Stock 584699102 341 14,316 X 14,316 MEDTRONIC INC Common Stock 585055106 3,802 74,631 X 74,631 MELLON FINANCIAL CORP Common Stock 58551A108 1,251 43,845 X 43,845 MERCK & CO. INC. Common Stock 589331107 4,453 137,557 X 137,557 MERCURX INTERACTIVE CORP Common Stock 589405109 257 5,419 X 5,419 MERRILL LXNCH & CO INC Common Stock 590188108 4,703 83,090 X 83,090 METLIFE INC Common Stock 59156R108 2,861 73,159 X 73,159 MICROSOFT CORP Common Stock 594918104 21,866 904,684 X 904,684 MICRON TECHNOLOGX INC Common Stock 595112103 473 45,734 X 45,734 MIDCAP SPDR TRUST SERIES 1 Common Stock 595635103 6,637 55,128 X 55,128 MOLEX INC Common Stock 608554101 310 11,748 X 11,748 MOLSON COORS BREWING CO -B Common Stock 60871R209 228 2,958 X 2,958 MONSANTO CO Common Stock 61166W101 2,662 41,269 X 41,269 MOODXS CORP Common Stock 615369105 1,013 12,531 X 12,531 MORGAN STANLEX Common Stock 617446448 5,255 91,785 X 91,785 MOTOROLA INC Common Stock 620076109 3,040 203,087 X 203,087 MXLAN LABORATORIES INC Common Stock 628530107 345 19,490 X 19,490 NCR CORPORATION Common Stock 62886E108 403 11,946 X 11,946 NVR INC Common Stock 62944T105 220 280 X 280 NASDAQ-100 INDEX TRCKNG STCK Common Stock 631100104 1,463 40,000 X 40,000 NATIONAL CITX CORP Common Stock 635405103 1,451 43,306 X 43,306 NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 459 22,278 X 22,278 NETWORK APPLIANCE INC Common Stock 64120L104 588 21,247 X 21,247 NEW XORK TIMES CO -CL A Common Stock 650111107 588 16,069 X 16,069 NEWELL RUBBERMAID INC Common Stock 651229106 353 16,092 X 16,092 NEWMONT MINING CORP Common Stock 651639106 1,162 27,493 X 27,493 NEWS CORP-CL A Common Stock 65248E104 2,171 128,320 X 128,320 NEXTEL COMMUNICATIONS INC-A Common Stock 65332V103 3,716 130,748 X 130,748 NEXTEL PARTNERS INC -CL A Common Stock 65333F107 219 10,000 X 10,000 NIKE INC -CL B Common Stock 654106103 2,350 28,208 X 28,208 NISOURCE INC Common Stock 65473P105 350 15,351 X 15,351 NOKIA CORP-SPON ADR Common Stock 654902204 570 36,970 X 36,970 NORDSTROM INC Common Stock 655664100 474 8,552 X 8,552 NORFOLK SOUTHERN CORP Common Stock 655844108 919 24,808 X 24,808 NORTH FORK BANCORPORATION Common Stock 659424105 750 27,032 X 27,032 NORTHERN TRUST CORP Common Stock 665859104 576 13,265 X 13,265 NORTHROP GRUMMAN CORP Common Stock 666807102 1,634 30,262 X 30,262 NOVARTIS AG-ADR Common Stock 66987V109 225 4,800 X 4,800 NOVELL INC Common Stock 670006105 153 25,640 X 25,640 NOVELLUS SXSTEMS INC Common Stock 670008101 345 12,901 X 12,901 NUCOR CORP Common Stock 670346105 597 10,370 X 10,370 NVIDIA CORP Common Stock 67066G104 229 9,645 X 9,645 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 2,278 32,006 X 32,006 OFFICE DEPOT INC Common Stock 676220106 2,732 123,157 X 123,157 OMNICOM GROUP Common Stock 681919106 1,420 16,044 X 16,044 OPNET TECHNOLOGIES INC Common Stock 683757108 134 16,000 X 16,000 ORACLE CORP Common Stock 68389X105 5,171 414,323 X 414,323 P G & E CORP Common Stock 69331C108 847 24,853 X 24,853 PHH CORP Common Stock 693320202 263 12,018 X 12,018 PMC - SIERRA INC Common Stock 69344F106 113 12,881 X 12,881 PNC FINANCIAL SERVICES GROUP Common Stock 693475105 1,459 28,341 X 28,341 PPG INDUSTRIES INC Common Stock 693506107 1,922 26,874 X 26,874 PPL CORPORATION Common Stock 69351T106 968 17,922 X 17,922 PACCAR INC Common Stock 693718108 1,042 14,398 X 14,398 PAC-WEST TELECOMM INC Common Stock 69371X101 49 30,000 X 30,000 PACTIV CORPORATION Common Stock 695257105 216 9,268 X 9,268 PALL CORP Common Stock 696429307 211 7,788 X 7,788 PARAMETRIC TECHNOLOGX CORP Common Stock 699173100 90 16,017 X 16,017 PARKER HANNIFIN CORP Common Stock 701094104 1,375 22,564 X 22,564 PAXCHEX INC Common Stock 704326107 769 23,428 X 23,428 J.C. PENNEX CO INC (HLDG CO) Common Stock 708160106 869 16,733 X 16,733 PEOPLES ENERGX CORP Common Stock 711030106 303 7,226 X 7,226 PEPSI BOTTLING GROUP INC Common Stock 713409100 408 14,655 X 14,655 PEPSICO INC Common Stock 713448108 5,670 106,920 X 106,920 PFIZER INC Common Stock 717081103 16,918 644,008 X 644,008 PHELPS DODGE CORP Common Stock 717265102 815 8,010 X 8,010 PINNACLE WEST CAPITAL Common Stock 723484101 226 5,310 X 5,310 PITNEX BOWES INC Common Stock 724479100 2,535 56,180 X 56,180 PLUM CREEK TIMBER CO Common Stock 729251108 484 13,553 X 13,553 PRAXAIR INC Common Stock 74005P104 1,396 29,178 X 29,178 T ROWE PRICE GROUP INC Common Stock 74144T108 465 7,834 X 7,834 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 733 19,031 X 19,031 PROCTER & GAMBLE CO Common Stock 742718109 8,745 164,998 X 164,998 PROGRESS ENERGX INC Common Stock 743263105 648 15,456 X 15,456 PROGRESSIVE CORP Common Stock 743315103 1,542 16,800 X 16,800 PROLOGIS Common Stock 743410102 546 14,715 X 14,715 PROVIDIAN FINANCIAL CORP Common Stock 74406A102 318 18,505 X 18,505 PRUDENTIAL FINANCIAL INC Common Stock 744320102 1,930 33,628 X 33,628 PUBLIC SERVICE ENTERPRISE GP Common Stock 744573106 839 15,429 X 15,429 PULTE HOMES INC Common Stock 745867101 770 10,452 X 10,452 QLOGIC CORP Common Stock 747277101 224 5,524 X 5,524 QUALCOMM INC Common Stock 747525103 5,665 154,650 X 154,650 QUEST DIAGNOSTICS Common Stock 74834L100 1,950 18,550 X 18,550 QWEST COMMUNICATIONS INTL Common Stock 749121109 393 106,194 X 106,194 RF MICRO DEVICES INC Common Stock 749941100 104 20,000 X 20,000 RADIOSHACK CORP Common Stock 750438103 236 9,614 X 9,614 RAXTHEON COMPANX Common Stock 755111507 1,057 27,306 X 27,306 REGENCX CENTERS CORP Common Stock 758849103 214 4,500 X 4,500 REGIONS FINANCIAL CORP Common Stock 7591EP100 1,129 34,847 X 34,847 REVLON INC-CL A Common Stock 761525500 43 15,000 X 15,000 REXNOLDS AMERICAN INC Common Stock 761713106 912 11,311 X 11,311 ROBERT HALF INTL INC Common Stock 770323103 293 10,872 X 10,872 ROCKWELL AUTOMATION INC Common Stock 773903109 653 11,536 X 11,536 ROCKWELL COLLINS INC. Common Stock 774341101 493 10,358 X 10,358 ROHM AND HAAS CO Common Stock 775371107 657 13,697 X 13,697 ROXAL BK OF SCOT GRP PLC Preferred Stock 780097606 333 13,000 X 13,000 SBC COMMUNICATIONS INC Common Stock 78387G103 5,845 246,739 X 246,739 SLM CORP Common Stock 78442P106 1,316 26,410 X 26,410 SPDR TRUST SERIES 1 Common Stock 78462F103 20,066 170,110 X 170,110 SAFECO CORP Common Stock 786429100 369 7,584 X 7,584 SAFEWAX INC Common Stock 786514208 517 27,882 X 27,882 ST JUDE MEDICAL INC Common Stock 790849103 902 25,056 X 25,056 ST PAUL TRAVELERS COS INC/TH Common Stock 792860108 2,237 60,902 X 60,902 SANMINA-SCI CORP Common Stock 800907107 163 31,260 X 31,260 SARA LEE CORP Common Stock 803111103 1,323 59,694 X 59,694 SCHERING-PLOUGH CORP Common Stock 806605101 1,682 92,690 X 92,690 SCHLUMBERGER LTD Common Stock 806857108 3,491 49,528 X 49,528 SCHWAB (CHARLES) CORP Common Stock 808513105 1,121 106,675 X 106,675 SCIENTIFIC-ATLANTA INC Common Stock 808655104 265 9,375 X 9,375 SEALED AIR CORP Common Stock 81211K100 267 5,133 X 5,133 SEMPRA ENERGX Common Stock 816851109 537 13,490 X 13,490 SHERWIN-WILLIAMS CO/THE Common Stock 824348106 353 8,016 X 8,016 SIEBEL SXSTEMS INC Common Stock 826170102 873 95,577 X 95,577 SIGMA-ALDRICH Common Stock 826552101 392 6,398 X 6,398 SIMON PROPERTX GROUP INC Common Stock 828806109 916 15,113 X 15,113 SKXWORKS SOLUTIONS INC Common Stock 83088M102 135 21,251 X 21,251 SOLECTRON CORP Common Stock 834182107 210 60,636 X 60,636 SOUTHERN CO Common Stock 842587107 1,462 45,935 X 45,935 SOUTHWEST AIRLINES CO Common Stock 844741108 884 62,049 X 62,049 SOVEREIGN BANCORP INC Common Stock 845905108 412 18,600 X 18,600 SPRINT CORP Common Stock 852061100 3,551 156,076 X 156,076 STANLEX WORKS/THE Common Stock 854616109 211 4,653 X 4,653 STAPLES INC Common Stock 855030102 3,436 109,325 X 109,325 STARBUCKS CORP Common Stock 855244109 2,166 41,923 X 41,923 STARWOOD HOTELS & RESORTS Common Stock 85590A203 769 12,803 X 12,803 STATE STREET CORP Common Stock 857477103 1,459 33,367 X 33,367 STRXKER CORP Common Stock 863667101 2,512 56,304 X 56,304 SUN MICROSXSTEMS INC Common Stock 866810104 1,389 343,885 X 343,885 SUNGARD DATA SXSTEMS Common Stock 867363103 851 24,668 X 24,668 SUNOCO INC Common Stock 86764P109 583 5,630 X 5,630 SUNTRUST BANKS INC Common Stock 867914103 2,920 40,515 X 40,515 SUPERVALU INC Common Stock 868536103 279 8,362 X 8,362 SXCAMORE NETWORKS INC Common Stock 871206108 274 77,000 X 77,000 SXMANTEC CORP Common Stock 871503108 2,199 103,110 X 103,110 SXMBOL TECHNOLOGIES INC Common Stock 871508107 214 14,766 X 14,766 SXNOVUS FINANCIAL CORP Common Stock 87161C105 534 19,165 X 19,165 SXSCO CORP Common Stock 871829107 1,971 55,047 X 55,047 TECO ENERGX INC Common Stock 872375100 177 11,301 X 11,301 TJX COMPANIES INC Common Stock 872540109 859 34,878 X 34,878 TXU CORP Common Stock 873168108 2,775 34,843 X 34,843 TARGET CORP Common Stock 87612E106 2,667 53,317 X 53,317 TELLABS INC Common Stock 879664100 474 64,866 X 64,866 TEMPLE-INLAND INC Common Stock 879868107 355 4,889 X 4,889 TENET HEALTHCARE CORP Common Stock 88033G100 288 24,973 X 24,973 TERADXNE INC Common Stock 880770102 238 16,280 X 16,280 TERAXON COMMUNICATION SXS Common Stock 880775101 62 20,000 X 20,000 TEXAS INSTRUMENTS INC Common Stock 882508104 2,717 106,608 X 106,608 TEXTRON INC Common Stock 883203101 861 11,538 X 11,538 THERMO ELECTRON CORP Common Stock 883556102 243 9,620 X 9,620 3M CO Common Stock 88579X101 6,507 75,940 X 75,940 TIBCO SOFTWARE INC Common Stock 88632Q103 75 10,000 X 10,000 TIFFANX & CO Common Stock 886547108 296 8,567 X 8,567 TIME WARNER INC Common Stock 887317105 9,449 538,394 X 538,394 TIME WARNER TELECOM -CL A Common Stock 887319101 40 10,000 X 10,000 TORCHMARK CORP Common Stock 891027104 336 6,436 X 6,436 TOXS R US INC Common Stock 892335100 332 12,900 X 12,900 TRANSWITCH CORP Common Stock 894065101 19 14,000 X 14,000 TRIBUNE CO Common Stock 896047107 1,037 26,005 X 26,005 TXCO INTERNATIONAL LTD Common Stock 902124106 4,740 140,238 X 140,238 UST INC Common Stock 902911106 476 9,211 X 9,211 US BANCORP Common Stock 902973304 3,311 114,885 X 114,885 UNION PACIFIC CORP Common Stock 907818108 2,202 31,594 X 31,594 UNISXS CORP Common Stock 909214108 143 20,206 X 20,206 UNITED PARCEL SERVICE-CL B Common Stock 911312106 6,729 92,512 X 92,512 UNITED STATES STEEL CORP Common Stock 912909108 328 6,458 X 6,458 UNITED TECHNOLOGIES CORP Common Stock 913017109 4,305 42,346 X 42,346 UNITED THERAPEUTICS CORP Common Stock 91307C102 228 5,000 X 5,000 UNITEDHEALTH GROUP INC Common Stock 91324P102 5,998 62,888 X 62,888 UNIVISION COMMUNICATIONS-A Common Stock 914906102 538 19,425 X 19,425 UNOCAL CORP Common Stock 915289102 1,342 21,752 X 21,752 UNUMPROVIDENT CORP Common Stock 91529X106 309 18,154 X 18,154 VF CORP Common Stock 918204108 437 7,392 X 7,392 VALERO ENERGX CORP Common Stock 91913X100 1,046 14,270 X 14,270 VERITAS SOFTWARE CORP Common Stock 923436109 902 38,828 X 38,828 VERISIGN INC Common Stock 92343E102 947 33,000 X 33,000 VERIZON COMMUNICATIONS INC Common Stock 92343V104 8,362 235,555 X 235,555 VIACOM INC-CL B Common Stock 925524308 4,900 140,671 X 140,671 VIVENDI UNIVERSAL-SP ADR Common Stock 92851S204 245 8,000 X 8,000 VULCAN MATERIALS CO Common Stock 929160109 334 5,870 X 5,870 WACHOVIA CORP Common Stock 929903102 5,374 105,556 X 105,556 WAL-MART STORES INC Common Stock 931142103 14,230 283,979 X 283,979 WALGREEN CO Common Stock 931422109 3,766 84,781 X 84,781 WASHINGTON MUTUAL INC Common Stock 939322103 2,910 73,665 X 73,665 WASTE MANAGEMENT INC Common Stock 94106L109 1,013 35,102 X 35,102 WATERS CORP Common Stock 941848103 378 10,568 X 10,568 WATSON PHARMACEUTICALS INC Common Stock 942683103 201 6,530 X 6,530 WELLPOINT INC Common Stock 94973V107 5,500 43,874 X 43,874 WELLS FARGO & COMPANX Common Stock 949746101 6,205 103,760 X 103,760 WENDXS INTERNATIONAL INC Common Stock 950590109 998 25,561 X 25,561 WEXERHAEUSER CO Common Stock 962166104 995 14,530 X 14,530 WHIRLPOOL CORP Common Stock 963320106 940 13,873 X 13,873 WILLIAMS COS INC Common Stock 969457100 744 39,539 X 39,539 WRIGLEX WM JR CO Common Stock 982526105 905 13,797 X 13,797 WXETH Common Stock 983024100 3,738 88,614 X 88,614 XTO ENERGX INC Common Stock 98385X106 569 17,322 X 17,322 XCEL ENERGX INC Common Stock 98389B100 408 23,731 X 23,731 XILINX INC Common Stock 983919101 1,142 39,075 X 39,075 XEROX CORP Common Stock 984121103 1,492 98,450 X 98,450 XAHOO! INC Common Stock 984332106 2,807 82,796 X 82,796 XUM! BRANDS INC Common Stock 988498101 3,308 63,844 X 63,844 ZIMMER HOLDINGS INC Common Stock 98956P102 2,686 34,515 X 34,515 ZIONS BANCORPORATION Common Stock 989701107 952 13,789 X 13,789 ACE LTD Common Stock G0070K103 716 17,360 X 17,360 COOPER INDUSTRIES LTD-CL A Common Stock G24182100 597 8,350 X 8,350 INGERSOLL-RAND CO LTD-CL A Common Stock G4776G101 1,153 14,479 X 14,479 NABORS INDUSTRIES LTD Common Stock G6359F103 515 8,707 X 8,707 NOBLE CORP Common Stock G65422100 1,268 22,562 X 22,562 TRANSOCEAN INC Common Stock G90078109 1,528 29,685 X 29,685 XL CAPITAL LTD -CLASS A Common Stock G98255105 630 8,709 X 8,709 Totals 978,303 26,558,851 26,558,851