-----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, BaeNoxFd/9gOj5Tj5Cy/KbnukiCJ/VBevwj8DevIzT3P0k4hUYyrsFiuJQARkma9 sduTH/iSg3vb+zxxHaTFSg== 0000875626-04-001803.txt : 20040810 0000875626-04-001803.hdr.sgml : 20040810 20040810102210 ACCESSION NUMBER: 0000875626-04-001803 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040810 EFFECTIVENESS DATE: 20040810 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: 04963243 BUSINESS ADDRESS: STREET 1: 1001 WARRENVILLE RD STREET 2: SUITE 300 CITY: LISLE STATE: IL ZIP: 60532 13F-HR 1 q22004_13-fhr.txt 2ND QUARTER 2004 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: 6/30/2004 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: First Trust Advisors L.P. Address: 1001 Warrenville Road Lisle, Illinois 60532 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: Mitchell Mohr Title: Chief Compliance Officer Phone: 630.241.8612 Signature, Place, and Date of Signing: ____________________________________________________ Mitchell Mohr Lisle, Illinois August 9, 2004 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: 470 Form 13F Information Table Value Total: $1,123,390 List of Other Included Managers: --
Title of Sum of Investment Other Voting Name of Issuer Class CUSIP Value X 1000 Shares Discretion Managers Authority 3M COMPANY Common Stock 88579Y101 3,239 39,062 Sole None Sole AAR CORP. Common Stock 000361105 629 63,518 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 3,856 98,450 Sole None Sole ABM INDUSTRIES INC. Common Stock 000957100 854 47,623 Sole None Sole ABN AMRO HOLDING N.V. (ADR) Common Stock 000937102 670 31,898 Sole None Sole ACCREDO HEALTH, INC. Common Stock 00437V104 2,195 78,130 Sole None Sole ACTUANT CORPORATION Common Stock 00508X203 707 19,342 Sole None Sole ADAPTEC INC Common Stock 00651F108 439 62,322 Sole None Sole ADOBE SYSTEMS INCORPORATED Common Stock 00724F101 948 21,960 Sole None Sole ADVANCED MEDICAL OPTICS, INC. Common Stock 00763M108 396 10,121 Sole None Sole AETNA INC. Common Stock 00817Y108 5,869 67,773 Sole None Sole AGCO CORPORATION Common Stock 001084102 522 25,514 Sole None Sole AGILENT TECHNOLOGIES INC. Common Stock 00846U101 2,385 102,896 Sole None Sole AGILYSYS INC Common Stock 00847J105 3,115 214,702 Sole None Sole AGL RESOURCES INC. Common Stock 001204106 3,062 103,623 Sole None Sole ALBERTSON'S INC. Common Stock 013104104 3,546 146,896 Sole None Sole ALLETE, INC. Common Stock 018522102 3,070 111,623 Sole None Sole ALLIANT ENERGY CORP Common Stock 018802108 515 19,889 Sole None Sole ALLIED CAPITAL CORP. Common Stock 01903Q108 3,097 124,196 Sole None Sole ALLSTATE CORPORATION Common Stock 020002101 4,925 104,831 Sole None Sole ALLTEL CORPORATION Common Stock 020039103 3,210 61,788 Sole None Sole ALTRIA GROUP, INC. Common Stock 02209S103 2,136 44,960 Sole None Sole AMERADA HESS CORPORATION Common Stock 023551104 2,756 32,965 Sole None Sole AMEREN CORPORATION Common Stock 023608102 3,139 69,316 Sole None Sole AMERICAN EAGLE OUTFIT Common Stock 02553E106 5,008 156,488 Sole None Sole AMERICAN EXPRESS COMPANY Common Stock 025816109 2,956 59,229 Sole None Sole AMERICAN FINANCIAL GROUP Common Stock 025932104 4,467 149,884 Sole None Sole AMERICAN HEALTHWAYS, INC. Common Stock 02649V104 558 20,054 Sole None Sole AMERICAN INTERNATIONAL GROUP, INC Common Stock 026874107 4,238 59,523 Sole None Sole AMERISTAR CASINOS, INC. Common Stock 03070Q101 248 9,216 Sole None Sole AMGEN INC. Common Stock 031162100 248 4,394 Sole None Sole AMSOUTH BANCORPORATION Common Stock 032165102 3,723 153,139 Sole None Sole ANADARKO PETE CORP Common Stock 032511107 1,765 29,403 Sole None Sole ANHEUSER-BUSCH COMPANIES, INC. Common Stock 035229103 3,113 59,452 Sole None Sole APACHE CORPORATION Common Stock 037411105 571 12,185 Sole None Sole APOLLO GROUP, INC. Common Stock 037604105 4,341 56,358 Sole None Sole APPLE COMPUTER INC Common Stock 037833100 1,817 58,066 Sole None Sole APPLERA CORP COM CE GEN GRP Common Stock 038020202 464 41,657 Sole None Sole ARCHER DANIELS MIDLAND COMPANY Common Stock 039483102 5,453 340,602 Sole None Sole ARCHSTONE-SMITH TRUST Common Stock 039583109 3,144 104,792 Sole None Sole ARMOR HOLDINGS, INC. Common Stock 042260109 4,369 117,486 Sole None Sole ARROW ELECTRONICS INC. Common Stock 042735100 3,506 154,806 Sole None Sole ASHLAND INC. Common Stock 044204105 3,628 69,294 Sole None Sole ASSOCIATED BANC-CORP Common Stock 045487105 3,111 103,038 Sole None Sole AT&T CORPORATION Common Stock 001957505 3,781 250,385 Sole None Sole AUTODESK, INC. Common Stock 052769106 4,393 109,930 Sole None Sole AUTOLIV, INC. Common Stock 052800109 1,690 40,201 Sole None Sole AVALONBAY COMMUNITIES Common Stock 053484101 3,146 52,873 Sole None Sole AVERY DENNISON Common Stock 053611109 3,511 58,300 Sole None Sole AVON PRODUCTS, INC. Common Stock 054303102 5,924 135,401 Sole None Sole BANDAG INC Common Stock 059815100 534 12,150 Sole None Sole BANK OF AMERICA CORPORATION Common Stock 060505104 4,030 46,962 Sole None Sole BANK OF MONTREAL Common Stock 063671101 3,097 73,505 Sole None Sole BANK OF NOVA SCOTIA Common Stock 064149107 3,086 110,976 Sole None Sole BANKUNITED FINANCIAL CORP Common Stock 06652B103 296 10,758 Sole None Sole BARCLAYS PLC (ADR) Common Stock 06738E204 577 16,995 Sole None Sole BARNES GROUP INC. Common Stock 067806109 207 7,969 Sole None Sole BARR PHARMACEUTICALS, INC. Common Stock 068306109 221 6,318 Sole None Sole BAXTER INTERNATIONAL INC. Common Stock 071813109 3,110 102,480 Sole None Sole BB&T CORPORATION Common Stock 054937107 3,765 97,278 Sole None Sole BECTON, DICKINSON AND COMPANY Common Stock 075887109 1,423 29,598 Sole None Sole BELLSOUTH CORPORATION Common Stock 079860102 3,504 127,173 Sole None Sole BEMIS COMPANY, INC. Common Stock 081437105 3,080 117,342 Sole None Sole BERKSHIRE HATHAWAY INC CL B Common Stock 084670207 1,537 535 Sole None Sole BEST BUY CO., INC. Common Stock 086516101 205 4,354 Sole None Sole BEVERLY ENTERPRISE INC COM NEW Common Stock 087851309 403 53,024 Sole None Sole BIOGEN IDEC INC Common Stock 09062X103 3,823 66,097 Sole None Sole BIOMET, INC. Common Stock 090613100 224 5,139 Sole None Sole BIOSITE INCORPORATED Common Stock 090945106 3,645 81,010 Sole None Sole BLACK & DECKER CORP COM Common Stock 091797100 3,068 43,879 Sole None Sole BORDERS GROUP, INC. Common Stock 099709107 482 21,260 Sole None Sole BP PLC ADR Common Stock 055622104 3,152 55,540 Sole None Sole BRE PROPERTIES, INC. Common Stock 05564E106 3,157 88,461 Sole None Sole BRIGHT HORIZONS FAMILY Common Stock 109195107 442 8,954 Sole None Sole BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 216 9,343 Sole None Sole BRITISH AMERICAN TOBACCO (ADR) Common Stock 110448107 806 26,099 Sole None Sole BROWN & BROWN INC Common Stock 115236101 419 9,886 Sole None Sole BROWN-FORMAN CORPORATION Common Stock 115637209 3,092 67,418 Sole None Sole BRUSH ENGINEERED MATLS Common Stock 117421107 2,520 136,200 Sole None Sole BT GROUP PLC (ADR) Common Stock 05577E101 609 17,562 Sole None Sole BURLINGTON RESOURCES INC Common Stock 122014103 465 12,077 Sole None Sole C.R. BARD, INC. Common Stock 067383109 4,069 74,758 Sole None Sole CADBURY SCHWEPPES PLC (ADR) Common Stock 127209302 3,048 92,856 Sole None Sole CAMPBELL SOUP COMPANY Common Stock 134429109 4,574 179,227 Sole None Sole CANADIAN IMPERIAL BANK Common Stock 136069101 3,099 61,254 Sole None Sole CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 3,112 96,117 Sole None Sole CARPENTER TECHNOLOGY Common Stock 144285103 3,269 78,693 Sole None Sole CATERPILLAR INC. Common Stock 149123101 3,028 42,245 Sole None Sole CEC ENTERTAINMENT, INC. Common Stock 125137109 414 11,574 Sole None Sole CELGENE CORPORATION Common Stock 151020104 2,649 50,603 Sole None Sole CENDANT CORPORATION Common Stock 151313103 4,405 194,036 Sole None Sole CENTEX CORPORATION Common Stock 152312104 921 21,429 Sole None Sole CEPHALON, INC. Common Stock 156708109 2,840 57,055 Sole None Sole CHARTER ONE FINANCIAL Common Stock 160903100 3,635 81,834 Sole None Sole CHATTEM INC. Common Stock 162456107 2,944 103,216 Sole None Sole CHEVRONTEXACO CORPORATION Common Stock 166764100 3,444 34,911 Sole None Sole CHICO'S FAS, INC. Common Stock 168615102 768 18,880 Sole None Sole CHUBB CORPORATION Common Stock 171232101 3,012 44,740 Sole None Sole CIBER, INC. Common Stock 17163B102 147 21,045 Sole None Sole CINCINNATI FINANCIAL CORPORATION Common Stock 172062101 4,642 115,669 Sole None Sole CINERGY CORP. Common Stock 172474108 3,157 82,050 Sole None Sole CISCO SYSTEMS, INC. Common Stock 17275R102 6,557 316,161 Sole None Sole CITIGROUP INC. Common Stock 172967101 1,431 32,493 Sole None Sole CITY NATIONAL CORPORATION Common Stock 178566105 3,073 47,507 Sole None Sole CLAIRE'S STORES, INC. Common Stock 179584107 481 20,717 Sole None Sole CLOROX COMPANY Common Stock 189054109 4,572 90,651 Sole None Sole COACH, INC. Common Stock 189754104 5,772 143,900 Sole None Sole COCA-COLA COMPANY Common Stock 191216100 3,211 72,791 Sole None Sole COGNIZANT TECHNOLOGY SOLUTIONS Common Stock 192446102 781 29,531 Sole None Sole COLE KENNETH PRODTNS CL A Common Stock 193294105 370 11,811 Sole None Sole COLGATE-PALMOLIVE COMPANY Common Stock 194162103 4,464 84,271 Sole None Sole COMERICA, INC. Common Stock 200340107 3,394 58,252 Sole None Sole COMMERCE BANCSHARES, INC. Common Stock 200525103 3,104 66,418 Sole None Sole COMMERCIAL METALS COMPANY Common Stock 201723103 673 19,189 Sole None Sole CONAGRA FOODS Common Stock 205887102 3,496 133,178 Sole None Sole CONOCOPHILLIPS Common Stock 20825C104 4,999 63,258 Sole None Sole CONSOLIDATED EDISON, INC. Common Stock 209115104 3,110 75,293 Sole None Sole CONSTELLATION ENERGY GROUP Common Stock 210371100 3,074 79,698 Sole None Sole COPART, INC. Common Stock 217204106 2,585 116,239 Sole None Sole CORN PRODS INTL INC Common Stock 219023108 486 10,948 Sole None Sole CORRECTIONS CORPORATION OF AMERICA Common Stock 22025Y407 481 12,965 Sole None Sole COSTCO WHSL CORP Common Stock 22160K105 2,933 72,041 Sole None Sole COUNTRYWIDE FINANCIAL CORPORATION Common Stock 222372104 2,002 27,981 Sole None Sole COVANCE INC. Common Stock 222816100 3,306 89,605 Sole None Sole CREE INC Common Stock 225447101 2,922 131,610 Sole None Sole CSK AUTO CORPORATION Common Stock 125965103 204 15,058 Sole None Sole CURTISS-WRIGHT CORP. Common Stock 231561101 592 10,958 Sole None Sole CVS CORPORATION Common Stock 126650100 5,035 120,542 Sole None Sole CYTYC CORP Common Stock 232946103 490 20,657 Sole None Sole D.R. HORTON INC. Common Stock 23331A109 1,294 45,927 Sole None Sole DAIMLERCHRYSLER AG (ADR) Common Stock D1668R123 595 13,564 Sole None Sole DANA CORP Common Stock 235811106 465 24,500 Sole None Sole DARDEN RESTAURANTS, INC. Common Stock 237194105 363 17,127 Sole None Sole DAVITA INC. Common Stock 23918K108 388 14,110 Sole None Sole DELL COMPUTER CORPORATION Common Stock 24702R101 3,772 107,240 Sole None Sole DIONEX CORPORATION Common Stock 254546104 358 7,778 Sole None Sole DOMINION RESOURCES, INC. Common Stock 25746U109 3,099 48,830 Sole None Sole DOW JONES & CO. Common Stock 260561105 3,044 72,139 Sole None Sole DST SYSTEMS, INC. Common Stock 233326107 4,348 95,412 Sole None Sole DUKE REALTY CORP. Common Stock 264411505 3,149 99,710 Sole None Sole E. I. DU PONT DE NEMOURS AND COMPANY Common Stock 263534109 5,011 117,391 Sole None Sole EASTMAN CHEMICAL CO. Common Stock 277432100 4,029 89,817 Sole None Sole EASTMAN KODAK COMPANY Common Stock 277461109 884 32,357 Sole None Sole EBAY INC. Common Stock 278642103 2,667 34,596 Sole None Sole ECHOSTAR COMMNTNS NEW CL A Common Stock 278762109 867 30,404 Sole None Sole ELECTRONIC ARTS INC. Common Stock 285512109 1,663 33,940 Sole None Sole ELI LILLY & CO. Common Stock 532457108 3,182 50,335 Sole None Sole EMERSON ELECTRIC COMPANY Common Stock 291011104 3,177 50,670 Sole None Sole ENDESA S.A. (ADR) Common Stock 29258N107 712 39,032 Sole None Sole ENEL S.P.A. (ADR) Common Stock 29265W108 813 20,479 Sole None Sole ENERGY EAST CORPORATION Common Stock 29266M109 3,599 148,092 Sole None Sole ENGINEERED SUPPORT SYSTEMS, INC. Common Stock 292866100 310 5,763 Sole None Sole ENI S.P.A. (ADR) Common Stock 26874R108 902 8,761 Sole None Sole ENTERGY CORPORATION Common Stock 29364G103 3,156 53,907 Sole None Sole ENZON PHARMACEUTICALS Common Stock 293904108 381 32,546 Sole None Sole EQUITABLE RESOURCES, INC. Common Stock 294549100 3,098 60,115 Sole None Sole EQUITY OFFICE PROPERTIES Common Stock 294741103 3,155 119,112 Sole None Sole EQUITY RESIDENTIAL Common Stock 29476L107 3,088 103,553 Sole None Sole ERESEARCH TECHNOLOGY, INC Common Stock 29481V108 2,814 120,209 Sole None Sole EXELON CORPORATION Common Stock 30161N101 3,141 88,538 Sole None Sole EXXON MOBIL CORPORATION Common Stock 30231G102 8,083 172,391 Sole None Sole FEDERAL REALTY INV. TRUST Common Stock 313747206 3,172 73,347 Sole None Sole FEDERATED INVESTORS, INC. Common Stock 314211103 550 19,437 Sole None Sole FIFTH THIRD BANCORP Common Stock 316773100 3,049 62,475 Sole None Sole FIRST HORIZON NATIONAL CORP. Common Stock 320517105 3,453 79,643 Sole None Sole FIRST MIDWEST BANCORP INC. Common Stock 320867104 3,056 91,662 Sole None Sole FISHER SCIENTIFIC Common Stock 338032204 3,302 55,607 Sole None Sole FLIR SYSTEMS, INC. Common Stock 302445101 3,632 57,569 Sole None Sole FOOT LOCKER, INC. Common Stock 344849104 696 32,324 Sole None Sole FORTIS N.V. Common Stock 34956J309 664 30,271 Sole None Sole FORTUNE BRANDS, INC. Common Stock 349631101 3,789 52,256 Sole None Sole FORWARD AIR CORPORATION Common Stock 349853101 506 12,403 Sole None Sole FOUNDRY NETWORKS, INC. Common Stock 35063R100 296 30,220 Sole None Sole FPL GROUP, INC. Common Stock 302571104 3,072 45,423 Sole None Sole FRANKLIN RESOURCES Common Stock 354613101 2,243 46,238 Sole None Sole FRONTIER OIL CORP Common Stock 35914P105 453 21,400 Sole None Sole GALLAGHER (ARTHUR J.) Common Stock 363576109 3,755 121,026 Sole None Sole GAP INC. Common Stock 364760108 1,477 66,429 Sole None Sole GARMIN LTD. Common Stock G37260109 321 8,596 Sole None Sole GATX CORP Common Stock 361448103 533 20,765 Sole None Sole GENERAL ELECTRIC COMPANY Common Stock 369604103 6,051 184,090 Sole None Sole GENERAL MILLS, INC. Common Stock 370334104 3,076 68,487 Sole None Sole GENERAL MOTORS CORPORATION Common Stock 370442105 3,516 81,623 Sole None Sole GENUINE PARTS COMPANY Common Stock 372460105 3,079 81,455 Sole None Sole GEORGIA-PACIFIC CORPORATION Common Stock 373298108 5,477 163,341 Sole None Sole GETTY IMAGES Common Stock 374276103 2,787 52,192 Sole None Sole GILLETTE COMPANY Common Stock 375766102 1,474 37,230 Sole None Sole GLAXOSMITHKLINE PLC (ADR) Common Stock 37733W105 3,253 79,511 Sole None Sole GLOBAL IMAGING SYSTEMS, INC. Common Stock 37934A100 390 12,992 Sole None Sole GRACO INCORPORATED Common Stock 384109104 385 12,128 Sole None Sole GREAT PLAINS ENERGY INCORPORATED Common Stock 391164100 3,132 107,324 Sole None Sole GRIFFON CORPORATION Common Stock 398433102 271 12,895 Sole None Sole GUITAR CENTER, INC. Common Stock 402040109 4,536 101,435 Sole None Sole HAEMONETICS CORP Common Stock 405024100 449 14,827 Sole None Sole HANDLEMAN COMPANY Common Stock 410252100 470 22,075 Sole None Sole HARLEY-DAVIDSON, INC. Common Stock 412822108 5,399 91,527 Sole None Sole HARMAN INTERNATIONAL IND. Common Stock 413086109 3,929 45,904 Sole None Sole HARSCO CORPORATION Common Stock 415864107 3,116 69,369 Sole None Sole HAWAIIAN ELECTRIC INDUSTRIES, INC. Common Stock 419870100 3,069 120,109 Sole None Sole HBOS PLC S/AR Common Stock 42205M106 557 14,469 Sole None Sole HEADWATERS INCORPORATED Common Stock 42210P102 2,668 95,382 Sole None Sole HEALTH CARE PROPERTY INVESTORS INC. Common Stock 421915109 3,018 123,149 Sole None Sole HEALTHCARE REALTY TRUST Common Stock 421946104 3,052 84,077 Sole None Sole HEINZ (HJ) COMPANY Common Stock 423074103 3,090 83,361 Sole None Sole HERSHEY FOODS CORPORATION Common Stock 427866108 4,641 97,329 Sole None Sole HIBERNIA CORPORATION Common Stock 428656102 3,277 128,814 Sole None Sole HILLENBRAND INDUSTRIES Common Stock 431573104 3,056 53,964 Sole None Sole HOME DEPOT INC. Common Stock 437076102 4,566 136,222 Sole None Sole HONEYWELL INTERNATIONAL INC. Common Stock 438516106 557 15,064 Sole None Sole HOT TOPIC, INC. Common Stock 441339108 162 10,027 Sole None Sole HOVNANIAN ENTERPRISES, INC. Common Stock 442487203 267 8,526 Sole None Sole HUBBELL INCORPORATED Common Stock 443510201 3,023 67,366 Sole None Sole IDEXX LABORATORIES, INC. Common Stock 45168D104 2,357 48,470 Sole None Sole IDX SYSTEMS Common Stock 449491109 2,781 94,426 Sole None Sole IHOP CORP. Common Stock 449623107 286 7,887 Sole None Sole ILLINOIS TOOL WKS INC Common Stock 452308109 887 9,824 Sole None Sole IMCLONE SYSTEMS INC. Common Stock 45245W109 2,232 38,755 Sole None Sole IMPERIAL TOBACCO GROUP PLC (ADR) Common Stock 453142101 538 12,299 Sole None Sole INFORMATICA CORPORATION Common Stock 45666Q102 173 28,963 Sole None Sole ING GROEP N.V. (ADR) Common Stock 456837103 721 31,363 Sole None Sole INPUT/OUTPUT INC Common Stock 457652105 535 57,060 Sole None Sole INSIGHT ENTERPRISES Common Stock 45765U103 426 27,382 Sole None Sole INTEGRA LIFESCIENCES HLDGS. CORP. Common Stock 457985208 283 8,828 Sole None Sole INTEL CORPORATION Common Stock 458140100 3,412 141,168 Sole None Sole INTERMAGNETICS GEN CP Common Stock 458771102 2,639 74,971 Sole None Sole INTERNATIONAL FLAVORS & FRAGRANCES INC. Common Stock 459506101 3,102 83,588 Sole None Sole INTERNATIONAL GAME TECHNOLOGY Common Stock 459902102 814 25,635 Sole None Sole ISLE OF CAPRI CASINOS Common Stock 464592104 190 11,476 Sole None Sole ITT EDUCATIONAL SERVICES, INC. Common Stock 45068B109 329 9,970 Sole None Sole J.B. HUNT TRANSPORT SERVICES, INC. Common Stock 445658107 3,576 93,897 Sole None Sole J.M. SMUCKER CO. (NEW) Common Stock 832696405 3,209 74,615 Sole None Sole J.P. MORGAN CHASE & CO. Common Stock 46625H100 5,429 146,453 Sole None Sole JDA SOFTWARE GROUP, INC. Common Stock 46612K108 111 10,581 Sole None Sole JEFFERSON-PILOT CORPORATION Common Stock 475070108 3,130 64,027 Sole None Sole JOHNSON & JOHNSON Common Stock 478160104 4,058 73,210 Sole None Sole JUNIPER NETWORKS, INC. Common Stock 48203R104 2,735 122,100 Sole None Sole KELLOGG COMPANY Common Stock 487836108 3,047 73,805 Sole None Sole KERR-MCGEE CORPORATION Common Stock 492386107 1,524 28,620 Sole None Sole KEYSPAN CORPORATION Common Stock 49337W100 3,847 104,337 Sole None Sole KIMBERLY-CLARK CORPORATION Common Stock 494368103 4,701 72,264 Sole None Sole KIMCO REALTY CORP. Common Stock 49446R109 3,081 63,945 Sole None Sole KNIGHT-RIDDER, INC. Common Stock 499040103 3,046 46,682 Sole None Sole KORN/FERRY INTERNATIONAL Common Stock 500643200 2,703 151,342 Sole None Sole KRAFT FOODS INC. Common Stock 50075N104 3,072 101,880 Sole None Sole L-3 COMMUNICATIONS HLDGS. Common Stock 502424104 3,830 63,504 Sole None Sole LABORATORY CORP. OF AMERICA Common Stock 50540R409 3,971 101,075 Sole None Sole LANCASTER COLONY CORP. Common Stock 513847103 3,062 76,191 Sole None Sole LAUDER ESTEE COS INC CL A Common Stock 518439104 1,447 32,881 Sole None Sole LEGGETT & PLATT Common Stock 524660107 3,606 133,298 Sole None Sole LENNAR CORPORATION Common Stock 526057104 897 21,230 Sole None Sole LEXMARK INTERNATIONAL, INC. Common Stock 529771107 3,679 42,288 Sole None Sole LIBERTY CORP S C COM Common Stock 530370105 489 11,164 Sole None Sole LIBERTY PROPERTY TRUST Common Stock 531172104 3,147 79,508 Sole None Sole LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 3,996 120,068 Sole None Sole LINCOLN NATIONAL CORPORATION Common Stock 534187109 4,689 106,812 Sole None Sole LLOYDS TSB GROUP PLC (ADR) Common Stock 539439109 680 22,235 Sole None Sole LM ERICSSON TELEPHONE CO Common Stock 294821608 2,634 101,033 Sole None Sole LONE STAR STEAKHOUSE Common Stock 542307103 382 16,130 Sole None Sole LONE STAR TECHNOLOGIES COM Common Stock 542312103 3,581 110,468 Sole None Sole M.D.C. HOLDINGS, INC. Common Stock 552676108 381 5,665 Sole None Sole MACK-CALI REALTY CORP. Common Stock 554489104 3,185 75,949 Sole None Sole MACROMEDIA INC Common Stock 556100105 2,448 123,526 Sole None Sole MAGNA INTERNATIONAL (CLASS A) Common Stock 559222401 3,456 42,989 Sole None Sole MAGNUM HUNTER RESOURCES Common Stock 55972F203 259 23,914 Sole None Sole MANDALAY RESORT GROUP Common Stock 562567107 531 7,904 Sole None Sole MARATHON OIL CORPORATION Common Stock 565849106 5,524 146,649 Sole None Sole MARSH & MCLENNAN COMPANIES, INC. Common Stock 571748102 3,707 84,432 Sole None Sole MARSHALL & ILSLEY CORPORATION Common Stock 571834100 3,100 80,261 Sole None Sole MARVELL TECHNOLOGY GROUP Common Stock G5876H105 2,517 112,872 Sole None Sole MATTHEWS INTL CORP CL A Common Stock 577128101 433 12,778 Sole None Sole MBNA CORPORATION Common Stock 55262L100 1,101 44,602 Sole None Sole MDU RESOURCES GROUP, INC. Common Stock 552690109 3,167 128,014 Sole None Sole MEDTRONIC, INC. Common Stock 585055106 3,948 78,981 Sole None Sole MERCANTILE BANKSHARES Common Stock 587405101 3,050 67,160 Sole None Sole MERCK & CO., INC. Common Stock 589331107 5,716 127,385 Sole None Sole MERCURY GENERAL CORPORATION Common Stock 589400100 3,239 65,764 Sole None Sole METLIFE, INC. Common Stock 59156R108 1,840 51,334 Sole None Sole MICHAELS STORES, INC. Common Stock 594087108 448 8,287 Sole None Sole MINERALS TECHNOLOGIES Common Stock 603158106 476 8,487 Sole None Sole MODINE MANUFACTURING CO. Common Stock 607828100 3,530 113,895 Sole None Sole MOODY'S CORPORATION Common Stock 615369105 1,767 25,374 Sole None Sole MOOG INC. Common Stock 615394202 856 24,256 Sole None Sole MOTOROLA, INC. Common Stock 620076109 2,768 177,333 Sole None Sole MTS SYS CORP Common Stock 553777103 349 16,583 Sole None Sole MURPHY OIL CORP Common Stock 626717102 1,747 22,277 Sole None Sole NATIONAL BK CANADA Common Stock 633067103 3,225 94,604 Sole None Sole NATIONAL CITY CORPORATION Common Stock 635405103 3,036 83,611 Sole None Sole NATIONAL COMMERCE FINANCIAL CORP. Common Stock 63545P104 3,723 114,018 Sole None Sole NATIONAL FUEL GAS COMPANY Common Stock 636180101 3,669 141,643 Sole None Sole NATIONAL GRID TRANSCO PLC (ADR) Common Stock 636274102 781 19,013 Sole None Sole NAVIGANT CONSULTING, INC. Common Stock 63935N107 3,102 150,573 Sole None Sole NEW JERSEY RESOURCES CORPORATION Common Stock 646025106 3,067 75,889 Sole None Sole NEW PLAN EXCEL REALTY TR. Common Stock 648053106 3,702 150,288 Sole None Sole NEWFIELD EXPLORATION CO. Common Stock 651290108 586 9,807 Sole None Sole NEXTEL COMMUNICATIONS (CLASS A) Common Stock 65332V103 9,187 415,334 Sole None Sole NICOR INC. Common Stock 654086107 3,122 92,743 Sole None Sole NIKE, INC. Common Stock 654106103 862 11,860 Sole None Sole NORDSTROM, INC. Common Stock 655664100 1,317 30,281 Sole None Sole NORFOLK SOUTHERN CORP. Common Stock 655844108 4,432 165,824 Sole None Sole NORTH FORK BANCORPORATION, INC. Common Stock 659424105 3,561 90,706 Sole None Sole NORTHWEST NAT GAS CO Common Stock 667655104 502 16,891 Sole None Sole NSTAR Common Stock 67019E107 3,088 65,551 Sole None Sole NU SKIN ENTERPRISES, INC. Common Stock 67018T105 5,266 195,040 Sole None Sole OCCIDENTAL PETROLEUM CORPORATION Common Stock 674599105 3,684 73,721 Sole None Sole OCULAR SCIENCES INC Common Stock 675744106 558 12,576 Sole None Sole OHIO CAS CORP Common Stock 677240103 475 25,449 Sole None Sole OLD NATIONAL BANCORP Common Stock 680033107 3,095 128,843 Sole None Sole OMI CORPORATION Common Stock Y6476W104 695 47,980 Sole None Sole ORACLE CORPORATION Common Stock 68389X105 107 10,168 Sole None Sole OXFORD INDS INC Common Stock 691497309 400 10,393 Sole None Sole PACER INTERNATIONAL, INC. Common Stock 69373H106 209 13,975 Sole None Sole PACIFICARE HEALTH SYSTEMS, INC. Common Stock 695112102 983 33,081 Sole None Sole PATINA OIL & GAS CORPORATION Common Stock 703224105 5,198 175,307 Sole None Sole PAYLESS SHOESOURCE INC Common Stock 704379106 464 36,191 Sole None Sole PENNEY J C INC Common Stock 708160106 3,029 76,315 Sole None Sole PENNSYLVANIA R.E.I.T. Common Stock 709102107 3,133 88,717 Sole None Sole PEOPLES ENERGY CORP. Common Stock 711030106 3,093 78,554 Sole None Sole PEPSIAMERICAS, INC. Common Stock 71343P200 3,152 167,228 Sole None Sole PEPSICO, INC. Common Stock 713448108 6,707 130,991 Sole None Sole PERRIGO CO Common Stock 714290103 344 19,737 Sole None Sole PETSMART, INC. Common Stock 716768106 4,565 150,264 Sole None Sole PFIZER INC. Common Stock 717081103 7,810 240,668 Sole None Sole PHELPS DODGE CORPORATION Common Stock 717265102 960 12,450 Sole None Sole PIEDMONT NATURAL GAS CO. Common Stock 720186105 3,102 74,452 Sole None Sole PILGRIMS PRIDE CORP Common Stock 721467108 563 19,458 Sole None Sole PINNACLE WEST CAPITAL Common Stock 723484101 3,513 86,099 Sole None Sole PITNEY BOWES INC. Common Stock 724479100 3,604 84,781 Sole None Sole PLUM CREEK TIMBER CO. INC. Common Stock 729251108 3,089 97,122 Sole None Sole PNC FINANCIAL SERVICES Common Stock 693475105 3,052 60,829 Sole None Sole PNM RESOURCES, INC. Common Stock 69349H107 3,022 144,925 Sole None Sole POLARIS INDUSTRIES INC. Common Stock 731068102 4,091 86,589 Sole None Sole POLYMEDICA CORPORATION Common Stock 731738100 293 9,899 Sole None Sole POTLATCH CORPORATION Common Stock 737628107 3,984 100,035 Sole None Sole PPG INDUSTRIES, INC. Common Stock 693506107 3,066 51,820 Sole None Sole PRICELINE.COM INC Common Stock 741503403 2,614 128,847 Sole None Sole PROCTER & GAMBLE CO. Common Stock 742718109 3,310 61,683 Sole None Sole PROGRESS ENERGY, INC. Common Stock 743263105 3,166 74,521 Sole None Sole PROGRESS SOFTWARE Common Stock 743312100 251 13,054 Sole None Sole PROGRESSIVE CORPORATION Common Stock 743315103 814 10,575 Sole None Sole PROLOGIS Common Stock 743410102 3,182 91,219 Sole None Sole PROTECTIVE LIFE CORP Common Stock 743674103 502 13,352 Sole None Sole PROVINCE HEALTHCARE Common Stock 743977100 235 16,098 Sole None Sole PRUDENTIAL FINL INC Common Stock 744320102 1,731 37,826 Sole None Sole PRUDENTIAL PLC (ADR) Common Stock 74435K204 610 37,547 Sole None Sole PULTE HOMES, INC. Common Stock 745867101 3,027 54,689 Sole None Sole QUALCOMM, INC. Common Stock 747525103 3,498 49,288 Sole None Sole QUESTAR CORPORATION Common Stock 748356102 3,021 74,038 Sole None Sole QUIKSILVER, INC. 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Common Stock 760975102 2,955 48,888 Sole None Sole RESMED INC Common Stock 761152107 2,950 58,991 Sole None Sole RIVIANA FOODS Common Stock 769536103 396 15,435 Sole None Sole RLI CORP Common Stock 749607107 493 13,510 Sole None Sole ROGERS CORPORATION Common Stock 775133101 2,025 42,574 Sole None Sole ROYAL BANK OF CANADA Common Stock 780087102 3,099 66,188 Sole None Sole ROYAL DUTCH PETROLEUM COMPANY (ADR) Common Stock 780257804 3,935 77,528 Sole None Sole RUBY TUESDAY INC Common Stock 781182100 373 13,235 Sole None Sole RYAN'S RESTAURANT GROUP INC Common Stock 783520109 446 30,358 Sole None Sole RYLAND GROUP, INC. Common Stock 783764103 362 4,597 Sole None Sole SANDISK CORPORATION Common Stock 80004C101 425 18,401 Sole None Sole SAPIENT CORP Common Stock 803062108 3,387 488,797 Sole None Sole SARA LEE CORPORATION Common Stock 803111103 3,279 151,468 Sole None Sole SAXON CAPITAL, INC. Common Stock 80556P302 227 9,699 Sole None Sole SBC COMMUNICATIONS INC. 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Common Stock 87161C105 3,193 126,544 Sole None Sole SYSCO CORPORATION Common Stock 871829107 640 18,657 Sole None Sole TBC CORP Common Stock 872180104 344 14,423 Sole None Sole TCF FINANCIAL CORPORATION Common Stock 872275102 226 3,775 Sole None Sole TECUMSEH PRODS CO CL A Common Stock 878895200 509 12,654 Sole None Sole TELECOM CORPORATION OF NEW ZEALAND (ADR)Common Stock 879278208 3,140 98,622 Sole None Sole TELEFLEX INC. Common Stock 879369106 3,617 82,253 Sole None Sole TELEFONOS DE MEXICO SA SPON ADR ORD L Common Stock 879403780 1,401 45,015 Sole None Sole TENNECO AUTOMOTIVE INC Common Stock 880349105 2,911 217,867 Sole None Sole TESORO PETE CORP Common Stock 881609101 649 23,125 Sole None Sole TETRA TECHNOLOGIES, INC. Common Stock 88162F105 212 7,725 Sole None Sole TEVA PHARMACEUTICAL IND LTD (ADR) Common Stock 881624209 968 33,363 Sole None Sole THOMAS & BETTS CORP Common Stock 884315102 3,215 129,098 Sole None Sole THOR INDUSTRIES, INC. Common Stock 885160101 369 12,806 Sole None Sole TIMBERLAND CO CL A Common Stock 887100105 345 5,992 Sole None Sole TIME WARNER INC. Common Stock 887317105 1,610 95,228 Sole None Sole TIMKEN CO Common Stock 887389104 2,298 95,000 Sole None Sole TJX COMPANIES, INC. Common Stock 872540109 1,560 66,944 Sole None Sole TORO COMPANY Common Stock 891092108 3,224 50,853 Sole None Sole TORONTO-DOMINION BANK Common Stock 891160509 3,098 91,854 Sole None Sole TOTAL FINA ELF ADR Common Stock 89151E109 3,952 40,322 Sole None Sole TOYOTA MOTOR CORPORATION (ADR) Common Stock 892331307 3,871 48,756 Sole None Sole TRANSCANADA CORPORATION Common Stock 89353D107 3,111 152,953 Sole None Sole TRANSOCEAN INC ORD Common Stock G90078109 1,719 60,902 Sole None Sole TREX CO INC Common Stock 89531P105 469 10,655 Sole None Sole TXU CORP Common Stock 873168108 1,746 43,586 Sole None Sole TYCO INTERNATIONAL LTD. Common Stock 902124106 869 27,671 Sole None Sole TYSON FOODS, INC. Common Stock 902494103 5,319 277,768 Sole None Sole UNILEVER N.V. (ADR) Common Stock 904784709 3,092 51,022 Sole None Sole UNILEVER PLC (ADR) Common Stock 904767704 3,216 90,898 Sole None Sole UNITED DOMINION REALTY Common Stock 910197102 3,158 159,351 Sole None Sole UNITED ONLINE, INC. Common Stock 911268100 328 21,785 Sole None Sole UNITEDHEALTH GROUP INCORPORATED Common Stock 91324P102 3,784 60,723 Sole None Sole UNITRIN, INC. Common Stock 913275103 3,165 72,566 Sole None Sole UNIVERSAL CORPORATION Common Stock 913456109 3,085 65,387 Sole None Sole UNIVERSITY OF PHOENIX ONLINE Common Stock 037604204 641 8,074 Sole None Sole URBAN OUTFITTERS, INC. Common Stock 917047102 3,447 117,333 Sole None Sole VALERO ENERGY CORPORATION Common Stock 91913Y100 5,957 79,218 Sole None Sole VECTREN CORPORATION Common Stock 92240G101 3,095 124,550 Sole None Sole VENTANA MEDICAL SYSTEMS, INC. Common Stock 92276H106 261 5,502 Sole None Sole VERIZON COMMUNICATIONS Common Stock 92343V104 3,861 98,904 Sole None Sole VULCAN MATERIALS Common Stock 929160109 3,372 70,326 Sole None Sole WALGREEN CO Common Stock 931422109 2,444 67,050 Sole None Sole WASHINGTON FEDERAL INC. Common Stock 938824109 3,046 121,827 Sole None Sole WASHINGTON MUTUAL INC. Common Stock 939322103 3,828 100,045 Sole None Sole WASHINGTON REAL ESTATE INVESTMENT TRUST Common Stock 939653101 3,093 109,431 Sole None Sole WATERS CORPORATION Common Stock 941848103 5,614 132,150 Sole None Sole WD-40 CO Common Stock 929236107 338 12,489 Sole None Sole WEINGARTEN REALTY INVESTORS Common Stock 948741103 3,159 99,648 Sole None Sole WELLS FARGO & COMPANY Common Stock 949746101 3,699 64,360 Sole None Sole WESTERN GAS RES INC Common Stock 958259103 487 14,338 Sole None Sole WESTERN WIRELESS CORP CL A Common Stock 95988E204 2,868 109,708 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 3,658 128,941 Sole None Sole WHOLE FOODS MARKET, INC Common Stock 966837106 2,584 32,841 Sole None Sole WILLIAMS COMPANIES, INC. Common Stock 969457100 1,755 146,711 Sole None Sole WILMINGTON TRUST CORP. Common Stock 971807102 3,056 87,601 Sole None Sole WIND RIVER SYSTEMS INC COM Common Stock 973149107 382 41,308 Sole None Sole WINNEBAGO INDUSTRIES Common Stock 974637100 517 14,998 Sole None Sole WISCONSIN ENERGY CORPORATION Common Stock 976657106 3,096 95,997 Sole None Sole WPS RESOURCES CORP Common Stock 92931B106 3,051 66,360 Sole None Sole WRIGHT MEDICAL GROUP, INC. Common Stock 98235T107 309 11,605 Sole None Sole WYETH Common Stock 983024100 3,275 92,578 Sole None Sole XCEL ENERGY INC Common Stock 98389B100 3,094 179,565 Sole None Sole XTO ENERGY INC. Common Stock 98385X106 4,327 143,083 Sole None Sole YAHOO! INC. Common Stock 984332106 2,484 85,198 Sole None Sole ZIMMER HOLDINGS, INC. Common Stock 98956P102 3,412 44,647 Sole None Sole ---------- $1,123,390 ==========
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