-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, It/i1OrxjeH4Wtrj+3zw+UGXhMrqbQMuqt0l5qIWjQtdpEXrlOQ+sP3fcV/aKUjw bFGbS3H6FfiSoK2fIqeZ5A== 0001445546-08-000603.txt : 20081112 0001445546-08-000603.hdr.sgml : 20081111 20081112143134 ACCESSION NUMBER: 0001445546-08-000603 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST ADVISORS LP CENTRAL INDEX KEY: 0001125816 IRS NUMBER: 363788904 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06487 FILM NUMBER: 081180234 BUSINESS ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 13F-HR 1 cvrpg.txt 3RD QUARTER 2008 FILING, FIRST TRUST ADVISORS 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, 2008 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: First Trust Advisors L.P. Address: 120 East Liberty Drive Wheaton, Illinois 60187 13F File Number: 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Kathleen W. Brown Title: Chief Compliance Officer Phone: 630.517.7591 Signature, Place, and Date of Signing: /s/ Kathleen W. Brown ____________________________________________________________ Kathleen W. Brown Wheaton, Illinois November 12, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 1,111 ----------- Form 13F Information Table Value Total: $3,459,224 ----------- (thousands) List of Other Included Managers: --
Value X Sum Of Investment Other Voting Name of Issuer Title of Class CUSIP 1000 Shares Discretion Managers Authority - -------------- -------------- ----- ------- ------ ---------- -------- --------- 3M COMPANY Common Stock 88579Y101 1394 20410 Sole None Sole ABAXIS INC Common Stock 002567105 1483 75271 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 3594 62417 Sole None Sole ACCENTURE LTD BERMUDA Common Stock G1150G111 11882 312694 Sole None Sole ACE LIMITED Common Stock H0023R105 225 4148 Sole None Sole ACTIVISION INC Common Stock 00507V109 14360 930680 Sole None Sole ACTUANT CORPORATION Common Stock 00508X203 5433 215243 Sole None Sole ADOBE SYSTEMS INCORPORATED Common Stock 00724F101 10495 265905 Sole None Sole ADVANCED ANALOGIC TECH Common Stock 00752J108 146 31477 Sole None Sole ADVANCED AUTO PARTS Common Stock 00751Y106 2487 62696 Sole None Sole ADVANCED BATTERY TECHNOLOGIE Common Stock 00752H102 122 37656 Sole None Sole ADVANCED MICRO DEVICES, INC. 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Common Stock 872540109 3751 122918 Sole None Sole TORONTO-DOMINION BANK Common Stock 891160509 891 14607 Sole None Sole TOTAL FINA ELF (ADR) Common Stock 89151E109 12540 206658 Sole None Sole TOYOTA MOTOR CORPORATION (ADR) Common Stock 892331307 10567 123154 Sole None Sole TRADESTATION GROUP INC Common Stock 89267P105 131 14045 Sole None Sole TRANSCANADA CORPORATION Common Stock 89353D107 1040 28770 Sole None Sole TRANSOCEAN INC. Common Stock G90073100 10459 95220 Sole None Sole TRAVELERS COMPANIES Common Stock 89417E109 1331 29445 Sole None Sole TRIMBLE NAVIGATION LTD Common Stock 896239100 2599 100504 Sole None Sole TRINA SOLAR LIMITED SPON ADR Common Stock 89628E104 615 26799 Sole None Sole TRINITY INDUSTRIES INC Common Stock 896522109 522 20293 Sole None Sole TRIQUINT SEMICONDUCTOR Common Stock 89674K103 404 84321 Sole None Sole TRUSTMARK CORPORATION Common Stock 898402102 341 16458 Sole None Sole TTM TECHNOLOGIES INC Common Stock 87305R109 140 14127 Sole None Sole TUESDAY MORNING CORPORATION Common Stock 899035505 42 10091 Sole None Sole TUPPERWARE CORPORATION Common Stock 899896104 5985 216615 Sole None Sole TYCO ELECTRONICS LTD Common Stock G9144P105 506 18284 Sole None Sole TYSON FOODS, INC. Common Stock 902494103 278 23290 Sole None Sole U.S. BANCORP Common Stock 902973304 3259 90483 Sole None Sole UBS AG Common Stock H89231338 5986 341282 Sole None Sole UGI CORPORATION Common Stock 902681105 1060 41101 Sole None Sole ULTRA PETROLEUM CORPORATION Common Stock 903914109 2400 43373 Sole None Sole ULTRALIFE BATTERIES Common Stock 903899102 93 11975 Sole None Sole UMPQUA HLDGS CORP Common Stock 904214103 3537 240419 Sole None Sole UNIFIRST CORP MASS Common Stock 904708104 1203 27916 Sole None Sole UNILEVER PLC (ADR) Common Stock 904767704 966 35514 Sole None Sole UNION PAC CORPORATION Common Stock 907818108 1319 18542 Sole None Sole UNISOURCE ENERGY CORPORATION Common Stock 909205106 279 9555 Sole None Sole UNIT CORPORATION Common Stock 909218109 4959 99538 Sole None Sole UNITED ONLINE, INC. Common Stock 911268100 195 20724 Sole None Sole UNITED PARCEL SERVICE Common Stock 911312106 845 13435 Sole None Sole UNITED RENTALS INC Common Stock 911363109 261 17121 Sole None Sole UNITED STATES CELLULAR Common Stock 911684108 448 9558 Sole None Sole UNITED STATES STEEL CORP Common Stock 912909108 312 4020 Sole None Sole UNITEDHEALTH GROUP INC Common Stock 91324P102 338 13330 Sole None Sole UNITRIN INC Common Stock 913275103 340 13629 Sole None Sole UNIVERSAL CORPORATION Common Stock 913456109 18655 380013 Sole None Sole UNIVERSAL ELECTRS INC Common Stock 913483103 314 12563 Sole None Sole UNIVERSAL HLTH SVCS CL B Common Stock 913903100 245 4367 Sole None Sole UNUMPROVIDENT CORPORATION Common Stock 91529Y106 322 12826 Sole None Sole URBAN OUTFITTERS, INC. Common Stock 917047102 1330 41729 Sole None Sole UST INC. Common Stock 902911106 535 8044 Sole None Sole V.F. CORPORATION Common Stock 918204108 10220 132193 Sole None Sole VAALCO ENERGY INC COM NEW Common Stock 91851C201 91 13310 Sole None Sole VALASSIS COMMUNICATIONS Common Stock 918866104 156 18001 Sole None Sole VALENCE TECHNOLOGY INC Common Stock 918914102 278 80539 Sole None Sole VALERO ENERGY CORPORATION Common Stock 91913Y100 320 10557 Sole None Sole VALMONT INDS INC Common Stock 920253101 2806 33938 Sole None Sole VALUECLICK INC Common Stock 92046N102 248 24279 Sole None Sole VANGUARD INTL EQTY IDX PACIFIC ETF Common Stock 922042866 206 3990 Sole None Sole VARIAN MEDICAL SYSTEMS, INC. Common Stock 92220P105 6022 105405 Sole None Sole VECTREN CORPORATION Common Stock 92240G101 1120 40205 Sole None Sole VENTAS INC Common Stock 92276F100 7359 148904 Sole None Sole VEOLIA ENVIRONMENT - ADR Common Stock 92334N103 1621 39275 Sole None Sole VERASUN ENERGY CORP Common Stock 92336G106 338 108018 Sole None Sole VERISIGN INC. Common Stock 92343E102 1977 75822 Sole None Sole VERIZON COMMUNICATIONS Common Stock 92343V104 6364 198324 Sole None Sole VERTEX PHARMACEUTICALS Common Stock 92532F100 4256 128032 Sole None Sole VIACOM INC CL B Common Stock 92553P201 1996 80348 Sole None Sole VICOR CORP Common Stock 925815102 182 20543 Sole None Sole VIRGIN MEDIA INC Common Stock 92769L101 264 33436 Sole None Sole VISA INC COM CL A Common Stock 92826C839 1791 29171 Sole None Sole VISHAY INTERTECHNOLOGY Common Stock 928298108 404 61052 Sole None Sole VISIONCHINA MEDIA INC-ADR Common Stock 92833U103 452 30711 Sole None Sole VODAFONE GROUP PLC (ADR) Common Stock 92857W209 1472 66612 Sole None Sole VORNADO REALTY TRUST Common Stock 929042109 383 4210 Sole None Sole VULCAN MATERIALS CO Common Stock 929160109 284 3808 Sole None Sole W & T OFFSHORE INC Common Stock 92922P106 2500 91602 Sole None Sole W.W. GRAINGER, INC. 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Common Stock 94106L109 938 29778 Sole None Sole WATERS CORPORATION Common Stock 941848103 597 10261 Sole None Sole WATSON PHARMACEUTICALS Common Stock 942683103 538 18884 Sole None Sole WATTS WATER TECHNLGS CL A Common Stock 942749102 2157 78851 Sole None Sole WEATHERFORD INTERNATIONAL LTD Common Stock G95089101 862 34281 Sole None Sole WEBSENSE, INC. Common Stock 947684106 278 12454 Sole None Sole WEBSTER FINANCIAL CORPORATION Common Stock 947890109 547 21679 Sole None Sole WEINGARTEN REALTY INVESTORS Common Stock 948741103 1028 28826 Sole None Sole WEIS MARKETS, INC. Common Stock 948849104 869 24120 Sole None Sole WELLPOINT INC Common Stock 94973V107 643 13748 Sole None Sole WELLS FARGO & COMPANY Common Stock 949746101 4059 108157 Sole None Sole WESTAR ENERGY, INC. Common Stock 95709T100 1248 54159 Sole None Sole WESTERN ASSET HIGH INCOME OPP FD Common Stock 95766K109 4992 1150151 Sole None Sole WESTERN ASSET MANAGED HIGH INC Common Stock 95766L107 5024 1123920 Sole None Sole WESTERN ASSET MUNI HIGH INC Common Stock 95766N103 465 68027 Sole None Sole WESTERN DIGITAL CORPORATION Common Stock 958102105 8844 414830 Sole None Sole WESTERN UN CO Common Stock 959802109 1132 45905 Sole None Sole WET SEAL INC. Common Stock 961840105 69 18941 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 1142 35196 Sole None Sole WHIRLPOOL CORPORATION Common Stock 963320106 491 6195 Sole None Sole WHITNEY HLDG CORP Common Stock 966612103 338 13928 Sole None Sole WHOLE FOODS MARKET, INC. Common Stock 966837106 477 23829 Sole None Sole WILLIAM WRIGLEY JR. CO. Common Stock 982526105 740 9318 Sole None Sole WILMINGTON TRUST CORPORATION Common Stock 971807102 2771 96100 Sole None Sole WINDSTREAM CORP Common Stock 97381W104 334 30500 Sole None Sole WIPRO LTD SPON ADR 1 SH Common Stock 97651M109 2171 223323 Sole None Sole WISCONSIN ENERGY CORPORATION Common Stock 976657106 1012 22541 Sole None Sole WNS HOLDINGS LTD SPON ADR Common Stock 92932M101 277 28163 Sole None Sole WOODWARD GOVERNOR CO Common Stock 980745103 5797 164373 Sole None Sole WUXI PHARMATECH INC-ADR Common Stock 929352102 385 29242 Sole None Sole WYETH Common Stock 983024100 2466 66753 Sole None Sole WYNDHAM WORLDWIDE CORP Common Stock 98310W108 429 27297 Sole None Sole WYNN RESORTS LTD Common Stock 983134107 347 4256 Sole None Sole XCEL ENERGY INC Common Stock 98389B100 2012 100645 Sole None Sole XEROX CORPORATION Common Stock 984121103 136 11811 Sole None Sole XILINX INC. Common Stock 983919101 765 32606 Sole None Sole XTO ENERGY INC Common Stock 98385X106 2869 61676 Sole None Sole YAHOO! INC. Common Stock 984332106 3191 184471 Sole None Sole YANZHOU COAL MNG LTD SPON ADR H SHS Common Stock 984846105 310 29564 Sole None Sole YINGLI GREEN ENERGY HL ADR Common Stock 98584B103 756 68588 Sole None Sole YUM BRANDS INC Common Stock 988498101 261 7996 Sole None Sole ZENITH NATIONAL INSURANCE Common Stock 989390109 15047 410670 Sole None Sole ZIMMER HOLDINGS INC Common Stock 98956P102 431 6680 Sole None Sole ZIONS BANCORPORATION Common Stock 989701107 570 14733 Sole None Sole ZOLL MED CORP Common Stock 989922109 1259 38493 Sole None Sole ZOLTEK COS INC Common Stock 98975W104 783 45785 Sole None Sole -------- Grand Total: $3459224 ========
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