-----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, CSbxUAYLdhebjcDLzkJuuG4s7alFdiZMpp0b1ydg/yZnFl7txzf8st2kyHL+YBVv l4vDC8CyvjTxljTqqe1rhA== 0000875626-04-000811.txt : 20040512 0000875626-04-000811.hdr.sgml : 20040512 20040512131754 ACCESSION NUMBER: 0000875626-04-000811 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040512 EFFECTIVENESS DATE: 20040512 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: 04798596 BUSINESS ADDRESS: STREET 1: 1001 WARRENVILLE RD STREET 2: SUITE 300 CITY: LISLE STATE: IL ZIP: 60532 13F-HR 1 q12004_13-fhr.txt 1ST 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: 3/31/2004 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: 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 May 12, 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: 785 Form 13F Information Table Value Total: $988,152 List of Other Included Managers: --
Title of Sum of Investment Other Voting Name of Issuer Class CUSIP Value X 1000 Shares Discretion Managers Authority AAR CORP. Common Stock 000361105 71 5816 Sole None Sole ABN AMRO HOLDING N.V Common Stock 000937102 466 20759 Sole None Sole ABM INDUSTRIES INC. Common Stock 000957100 401 22315 Sole None Sole AFLAC INCORPORATED Common Stock 001055102 182 4537 Sole None Sole AGL RESOURCES INC. Common Stock 001204106 3,020 104081 Sole None Sole AMN HEALTHCARE SERVI Common Stock 001744101 3 174 Sole None Sole AMR CORPORATION Common Stock 001765106 3 198 Sole None Sole AT&T CORPORATION Common Stock 001957505 3,577 182766 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 3,623 88141 Sole None Sole ABERCROMBIE & FITCH Common Stock 002896207 7 211 Sole None Sole ABBEY NATL PLC SPONS Common Stock 002920106 21 1216 Sole None Sole ADVANCED DIGITAL INF Common Stock 007525108 13 1115 Sole None Sole AEROFLEX INCORPORATE Common Stock 007768104 41 3030 Sole None Sole AEROPOSTALE, INC. Common Stock 007865108 29 799 Sole None Sole ADVANCED MICRO DEVIC Common Stock 007903107 3 157 Sole None Sole AEGON N.V. (ADR) Common Stock 007924103 42 3290 Sole None Sole AFFILIATED COMPUTER Common Stock 008190100 75 1453 Sole None Sole ALBERTSON'S INC. Common Stock 013104104 3,327 150216 Sole None Sole ALCOA INC. Common Stock 013817101 285 8227 Sole None Sole ALEXANDRIA RE EQUITI Common Stock 015271109 4 67 Sole None Sole ALLETE, INC. Common Stock 018522102 3,046 86801 Sole None Sole THE ALLSTATE CORPORA Common Stock 020002101 3,139 69058 Sole None Sole ALLTEL CORPORATION Common Stock 020039103 2,983 59799 Sole None Sole ALTERA CORP. Common Stock 021441100 13 637 Sole None Sole AMBAC FINANCIAL GROU Common Stock 023139108 151 2048 Sole None Sole AMERADA HESS CORPORA Common Stock 023551104 3,599 55128 Sole None Sole AMEREN CORPORATION Common Stock 023608102 2,924 63441 Sole None Sole AMERICAN EXPRESS COM Common Stock 025816109 1,835 35382 Sole None Sole AMERICAN FINANCIAL G Common Stock 025932104 3,960 132737 Sole None Sole AMERICAN INTERNATION Common Stock 026874107 4,100 57459 Sole None Sole AMERICAN POWER CONVE Common Stock 029066107 110 4788 Sole None Sole AMERICAN STANDARD CO Common Stock 029712106 13 110 Sole None Sole AMGEN INC. Common Stock 031162100 965 16594 Sole None Sole AMSOUTH BANCORPORATI Common Stock 032165102 3,362 143007 Sole None Sole ANHEUSER-BUSCH COMPA Common Stock 035229103 2,984 58507 Sole None Sole APACHE CORPORATION Common Stock 037411105 334 7748 Sole None Sole APOLLO GROUP, INC. Common Stock 037604105 3,316 38488 Sole None Sole APOLLO GROUP INC CL Common Stock 037604204 3,479 39985 Sole None Sole APPLEBEE'S INTERNATI Common Stock 037899101 18 437 Sole None Sole APPLIED FILMS CORPOR Common Stock 038197109 63 2236 Sole None Sole APPLIED MATERIALS, I Common Stock 038222105 93 4361 Sole None Sole ARCHER DANIELS MIDLA Common Stock 039483102 3,927 232798 Sole None Sole ARCHSTONE-SMITH TRUS Common Stock 039583109 2,961 100336 Sole None Sole ARMOR HOLDINGS, INC. Common Stock 042260109 4,421 133559 Sole None Sole ARTISAN COMPONENTS, Common Stock 042923102 6 267 Sole None Sole ASHLAND INC. Common Stock 044204105 2,982 64138 Sole None Sole ASSOCIATED BANC-CORP Common Stock 045487105 2,984 66632 Sole None Sole ASTRAZENECA PLC (ADR Common Stock 046353108 219 4681 Sole None Sole AUTOLIV INC. Common Stock 052800109 3,524 85945 Sole None Sole AUTOZONE, INC. Common Stock 053332102 64 739 Sole None Sole AVALONBAY COMMUNITIE Common Stock 053484101 2,932 54713 Sole None Sole AVAYA INC. Common Stock 053499109 2,974 187274 Sole None Sole AVENTIS (ADR) Common Stock 053561106 254 3300 Sole None Sole AVERY DENNISON Common Stock 053611109 3,412 54851 Sole None Sole AVON PRODUCTS, INC. Common Stock 054303102 214 2816 Sole None Sole BB&T CORPORATION Common Stock 054937107 3,357 95095 Sole None Sole BJ SERVICES COMPANY Common Stock 055482103 120 2777 Sole None Sole BP PLC ADR Common Stock 055622104 3,197 62447 Sole None Sole BMC SOFTWARE, INC. Common Stock 055921100 3,929 200973 Sole None Sole BALL CORPORATION Common Stock 058498106 5 69 Sole None Sole BANK OF AMERICA CORP Common Stock 060505104 3,250 40135 Sole None Sole BANK OF MONTREAL Common Stock 063671101 2,943 71011 Sole None Sole THE BANK OF NOVA SCO Common Stock 064149107 2,929 54269 Sole None Sole BANKATLANTIC BANCORP Common Stock 065908501 21 1261 Sole None Sole C.R. BARD, INC. Common Stock 067383109 14 141 Sole None Sole BARNES & NOBLE, INC. Common Stock 067774109 3,965 121630 Sole None Sole BARNES GROUP INC. Common Stock 067806109 112 4030 Sole None Sole BARR PHARMACEUTICALS Common Stock 068306109 208 4525 Sole None Sole BAXTER INTERNATIONAL Common Stock 071813109 2,974 96277 Sole None Sole BAYER AG (ADR) Common Stock 072730302 145 5923 Sole None Sole THE BEAR STEARNS COM Common Stock 073902108 167 1910 Sole None Sole BEBE STORES, INC. Common Stock 075571109 21 628 Sole None Sole BECTON, DICKINSON AN Common Stock 075887109 40 816 Sole None Sole BED BATH & BEYOND IN Common Stock 075896100 37 873 Sole None Sole BEDFORD PROPERTY INV Common Stock 076446301 4 134 Sole None Sole BELLSOUTH CORPORATIO Common Stock 079860102 3,242 117076 Sole None Sole BEMIS COMPANY, INC. Common Stock 081437105 3,025 116335 Sole None Sole BENTLEY PHARMACEUTIC Common Stock 082657107 29 2438 Sole None Sole BERKLEY (W.R.) Common Stock 084423102 2 62 Sole None Sole BEST BUY CO., INC. Common Stock 086516101 262 5060 Sole None Sole BIO-RAD LABORATORIES Common Stock 090572207 24 424 Sole None Sole BIOMET, INC. Common Stock 090613100 140 3638 Sole None Sole BIOSITE INCORPORATED Common Stock 090945106 4 115 Sole None Sole H&R BLOCK, INC. Common Stock 093671105 19 370 Sole None Sole BLUE RHINO CORP COM Common Stock 095811105 0 10 Sole None Sole THE BOEING COMPANY Common Stock 097023105 10 240 Sole None Sole BOMBAY COMPANY, INC. Common Stock 097924104 2 236 Sole None Sole BORDERS GROUP, INC. Common Stock 099709107 3 106 Sole None Sole BRIGGS & STRATTON CO Common Stock 109043109 12 177 Sole None Sole BRIGHT HORIZONS FAMI Common Stock 109195107 22 462 Sole None Sole BRISTOL-MYERS SQUIBB Common Stock 110122108 216 8900 Sole None Sole BRITISH AMERICAN TOB Common Stock 110448107 513 17019 Sole None Sole BROADCOM CORPORATION Common Stock 111320107 103 2632 Sole None Sole BROWN-FORMAN CORPORA Common Stock 115637209 3,046 63909 Sole None Sole BROWN SHOE COMPANY, Common Stock 115736100 23 629 Sole None Sole BURLINGTON RESOURCES Common Stock 122014103 1,215 19089 Sole None Sole CSK AUTO CORPORATION Common Stock 125965103 129 7130 Sole None Sole CVS CORPORATION Common Stock 126650100 3,987 112943 Sole None Sole CADBURY SCHWEPPES PL Common Stock 127209302 3,056 95058 Sole None Sole CAMDEN PROPERTY TRUS Common Stock 133131102 4 90 Sole None Sole CAMPBELL SOUP COMPAN Common Stock 134429109 2,971 108940 Sole None Sole CANADIAN IMPERIAL BA Common Stock 136069101 2,919 56163 Sole None Sole CANADIAN NATURAL RES Common Stock 136385101 139 2507 Sole None Sole CARBO CERAMICS INC. Common Stock 140781105 22 346 Sole None Sole CAREER EDUCATION COR Common Stock 141665109 157 2769 Sole None Sole CAREMARK RX Common Stock 141705103 8 230 Sole None Sole CARRAMERICA REALTY C Common Stock 144418100 4 130 Sole None Sole CATERPILLAR INC. Common Stock 149123101 308 3897 Sole None Sole CAVCO INDUSTRIES, IN Common Stock 149568107 0 7 Sole None Sole CENDANT CORPORATION Common Stock 151313103 75 3093 Sole None Sole CENTEX CORPORATION Common Stock 152312104 647 11967 Sole None Sole CENTURYTEL, INC. Common Stock 156700106 0 18 Sole None Sole CEPHALON, INC. Common Stock 156708109 2,956 51566 Sole None Sole CERNER CORPORATION Common Stock 156782104 3,913 86753 Sole None Sole CHARLES RIVER LABORA Common Stock 159864107 2,922 68183 Sole None Sole CHARTER ONE FINANCIA Common Stock 160903100 3,540 100101 Sole None Sole CHARMING SHOPPES, IN Common Stock 161133103 22 2790 Sole None Sole CHECKFREE CORPORATIO Common Stock 162813109 21 717 Sole None Sole CHEVRONTEXACO CORPOR Common Stock 166764100 3,261 37150 Sole None Sole CHICO'S FAS, INC. Common Stock 168615102 3,453 74416 Sole None Sole CHILDREN'S PLACE RET Common Stock 168905107 16 532 Sole None Sole CHOICE HOTELS INT'L Common Stock 169905106 25 568 Sole None Sole CHRISTOPHER & BANKS Common Stock 171046105 13 632 Sole None Sole CHUBB CORPORATION Common Stock 171232101 2,986 42942 Sole None Sole CINCINNATI FINANCIAL Common Stock 172062101 2,994 68905 Sole None Sole CINERGY CORP. Common Stock 172474108 2,938 71848 Sole None Sole CINTAS CORPORATION Common Stock 172908105 2 55 Sole None Sole CITIGROUP INC. Common Stock 172967101 805 15566 Sole None Sole CITRIX SYSTEMS, INC. Common Stock 177376100 101 4650 Sole None Sole CITY NATIONAL CORPOR Common Stock 178566105 2,968 49548 Sole None Sole CLAIRE'S STORES, INC Common Stock 179584107 27 1278 Sole None Sole CLOROX COMPANY Common Stock 189054109 2,917 59641 Sole None Sole COACH, INC. Common Stock 189754104 1,019 24854 Sole None Sole THE COCA-COLA COMPAN Common Stock 191216100 3,017 59971 Sole None Sole COGNIZANT TECHNOLOGY Common Stock 192446102 3,272 72304 Sole None Sole COLGATE-PALMOLIVE CO Common Stock 194162103 2,949 53523 Sole None Sole COLONIAL PROPERTIES Common Stock 195872106 4 98 Sole None Sole COLUMBUS MCKINNON CO Common Stock 199333105 2,713 354168 Sole None Sole COMERICA, INC. Common Stock 200340107 3,099 57058 Sole None Sole COMMERCE BANCORP, IN Common Stock 200519106 2,985 45313 Sole None Sole COMMERCE BANCSHARES, Common Stock 200525103 2,951 61859 Sole None Sole COMMERCIAL METALS CO Common Stock 201723103 23 707 Sole None Sole COMPUWARE CORPORATIO Common Stock 205638109 3 410 Sole None Sole CONAGRA FOODS Common Stock 205887102 3,424 127092 Sole None Sole CONMED CORPORATION Common Stock 207410101 22 760 Sole None Sole CONSOLIDATED EDISON, Common Stock 209115104 2,923 66270 Sole None Sole CONSTELLATION ENERGY Common Stock 210371100 2,923 73158 Sole None Sole COOPER COMPANIES, IN Common Stock 216648402 40 735 Sole None Sole COPART, INC. Common Stock 217204106 3,070 141262 Sole None Sole COST PLUS, INC Common Stock 221485105 42 1000 Sole None Sole COUNTRYWIDE FINANCIA Common Stock 222372104 255 2653.94 Sole None Sole CRAY INC. Common Stock 225223106 12 1842 Sole None Sole CUBIC CORPORATION Common Stock 229669106 21 790 Sole None Sole CUMMINS INC. Common Stock 231021106 9 159 Sole None Sole CURTISS-WRIGHT CORP. Common Stock 231561101 11 229 Sole None Sole DST SYSTEMS, INC. Common Stock 233326107 3,878 85517 Sole None Sole DANAHER CORPORATION Common Stock 235851102 2 25 Sole None Sole DANSKE BK A/S BEARER Common Stock 236363107 8 336 Sole None Sole DARDEN RESTAURANTS, Common Stock 237194105 2 99 Sole None Sole DENBURY RESOURCES IN Common Stock 247916208 11 682 Sole None Sole DENDRITE INTERNATION Common Stock 248239105 11 699 Sole None Sole DEVELOPERS DIVERS. R Common Stock 251591103 5 118 Sole None Sole DIONEX CORPORATION Common Stock 254546104 255 4832 Sole None Sole DOLLAR GENERAL CORPO Common Stock 256669102 71 3681 Sole None Sole DOLLAR TREE STORES, Common Stock 256747106 39 1265 Sole None Sole R.R. DONNELLEY & SON Common Stock 257867101 3,087 102049 Sole None Sole DOW JONES & CO. Common Stock 260561105 2,990 62413 Sole None Sole E. I. DU PONT DE NEM Common Stock 263534109 4,421 104718 Sole None Sole DUKE REALTY CORP. Common Stock 264411505 3,017 86902 Sole None Sole E*TRADE FINANCIAL CO Common Stock 269246104 2,921 218769 Sole None Sole EASTMAN KODAK COMPAN Common Stock 277461109 1,454 55552 Sole None Sole EATON CORPORATION Common Stock 278058102 3,030 53919 Sole None Sole EBAY INC. Common Stock 278642103 358 5166 Sole None Sole ELECTRONIC ARTS INC. Common Stock 285512109 1,203 22389 Sole None Sole ELECTRONIC DATA SYST Common Stock 285661104 18 906 Sole None Sole ELECTRONICS BOUTIQUE Common Stock 286045109 2 64 Sole None Sole ELKCORP Common Stock 287456107 19 714 Sole None Sole EMERSON ELECTRIC COM Common Stock 291011104 2,936 48997 Sole None Sole EMULEX CORPORATION Common Stock 292475209 3,499 164355 Sole None Sole ENGINEERED SUPPORT S Common Stock 292866100 3,124 63994 Sole None Sole ENZO BIOCHEM, INC. Common Stock 294100102 14 819 Sole None Sole EQUITABLE RESOURCES, Common Stock 294549100 3,044 68534 Sole None Sole EQUITY OFFICE PROPER Common Stock 294741103 2,891 100082 Sole None Sole LM ERICSSON TELEPHON Common Stock 294821608 3,056 110091 Sole None Sole ESCO TECHNOLOGIES, I Common Stock 296315104 13 290 Sole None Sole ESPEED, INC. Common Stock 296643109 4 203 Sole None Sole ESTERLINE TECHNOLOGI Common Stock 297425100 9 348 Sole None Sole EVERGREEN RESOURCES, Common Stock 299900308 99 2893 Sole None Sole EXPEDITORS INTERNATI Common Stock 302130109 6 152 Sole None Sole EXPRESS SCRIPTS, INC Common Stock 302182100 11 146 Sole None Sole FLIR SYSTEMS, INC. Common Stock 302445101 36 945 Sole None Sole FPL GROUP, INC. Common Stock 302571104 2,939 43961 Sole None Sole FTI CONSULTING, INC. Common Stock 302941109 10 597 Sole None Sole FACTSET RESEARCH SYS Common Stock 303075105 15 353 Sole None Sole FAIRCHILD SEMICONDUC Common Stock 303726103 2,934 122102 Sole None Sole FANNIE MAE Common Stock 313586109 149 2001 Sole None Sole FEDERAL REALTY INV. Common Stock 313747206 2,991 64746 Sole None Sole FEDERATED INVESTORS, Common Stock 314211103 392 12471 Sole None Sole FERRO CORPORATION Common Stock 315405100 3,058 116925 Sole None Sole F5 NETWORKS INC. Common Stock 315616102 5 143 Sole None Sole FIFTH THIRD BANCORP Common Stock 316773100 2,907 52507 Sole None Sole FIRST MIDWEST BANCOR Common Stock 320867104 2,957 86417 Sole None Sole FIRST TENNESSEE NATI Common Stock 337162101 3,154 66128 Sole None Sole FISERV INC COM Common Stock 337738108 2 68 Sole None Sole FIRSTFED FINANCIAL C Common Stock 337907109 3 55 Sole None Sole FLAGSTAR BANCORP, IN Common Stock 337930101 11 426 Sole None Sole FISHER SCIENTIFIC Common Stock 338032204 3,004 54585 Sole None Sole FOOT LOCKER, INC. Common Stock 344849104 3,526 136654 Sole None Sole FORD MOTOR COMPANY Common Stock 345370860 7 500 Sole None Sole FOREST LABORATORIES, Common Stock 345838106 277 3864 Sole None Sole FORTUNE BRANDS, INC. Common Stock 349631101 72 945 Sole None Sole FORWARD AIR CORPORAT Common Stock 349853101 11 328 Sole None Sole FRANKLIN RESOURCES Common Stock 354613101 1,539 27642 Sole None Sole FRED'S, INC. Common Stock 356108100 7 270 Sole None Sole GALLAGHER (ARTHUR J. Common Stock 363576109 3,479 106821 Sole None Sole GENENTECH, INC. Common Stock 368710406 2,947 27853 Sole None Sole GENERAL DYNAMICS COR Common Stock 369550108 37 413 Sole None Sole GENERAL ELECTRIC COM Common Stock 369604103 4,409 144477 Sole None Sole GENERAL GROWTH PROPE Common Stock 370021107 5 143 Sole None Sole GENERAL MILLS, INC. Common Stock 370334104 2,972 63671 Sole None Sole GENERAL MOTORS CORPO Common Stock 370442105 2,597 55141 Sole None Sole GENESCO INC. Common Stock 371532102 1 56 Sole None Sole GENESEE & WYOMING IN Common Stock 371559105 66 2681 Sole None Sole GENTEX CORPORATION Common Stock 371901109 81 1877 Sole None Sole GENUINE PARTS COMPAN Common Stock 372460105 2,922 89316 Sole None Sole GENZYME GENERAL DIVI Common Stock 372917104 39 831 Sole None Sole GEORGIA-PACIFIC CORP Common Stock 373298108 28 824 Sole None Sole THE GILLETTE COMPANY Common Stock 375766102 31 788 Sole None Sole GOLDEN WEST FINANCIA Common Stock 381317106 189 1687 Sole None Sole GRACO INCORPORATED Common Stock 384109104 217 7440 Sole None Sole GREAT PLAINS ENERGY Common Stock 391164100 2,943 87111 Sole None Sole GRIFFON CORPORATION Common Stock 398433102 170 7891 Sole None Sole GROUP 1 AUTOMOTIVE, Common Stock 398905109 16 430 Sole None Sole GTECH HOLDINGS CORPO Common Stock 400518106 49 826 Sole None Sole GUESS?, INC. Common Stock 401617105 2,964 164384 Sole None Sole GUIDANT CORPORATION Common Stock 401698105 95 1500 Sole None Sole GUITAR CENTER, INC. Common Stock 402040109 46 1247 Sole None Sole HSBC HOLDINGS PLC (A Common Stock 404280406 208 2776 Sole None Sole THE HAIN CELESTIAL G Common Stock 405217100 18 813 Sole None Sole HANCOCK HOLDINGS COM Common Stock 410120109 7 240 Sole None Sole HANDLEMAN COMPANY Common Stock 410252100 2 80 Sole None Sole HARLEY-DAVIDSON, INC Common Stock 412822108 5 100 Sole None Sole HARMAN INTERNATIONAL Common Stock 413086109 4,108 51612 Sole None Sole HARRAH'S ENTERTAINME Common Stock 413619107 1,152 20987 Sole None Sole HARSCO CORPORATION Common Stock 415864107 23 504 Sole None Sole HAWAIIAN ELECTRIC IN Common Stock 419870100 2,952 56939 Sole None Sole HEALTH CARE PROPERTY Common Stock 421915109 2,964 104751 Sole None Sole HEALTHCARE REALTY TR Common Stock 421946104 2,984 69892 Sole None Sole HEARTLAND EXPRESS, I Common Stock 422347104 5 231 Sole None Sole HEILIG MEYERS CO Common Stock 422893107 0 300 Sole None Sole HEINZ (HJ) COMPANY Common Stock 423074103 2,987 80104 Sole None Sole HERSHEY FOODS CORPOR Common Stock 427866108 2,949 35591 Sole None Sole HEWLETT-PACKARD COMP Common Stock 428236103 1,008 44115 Sole None Sole HIBERNIA CORPORATION Common Stock 428656102 3,033 129102 Sole None Sole THE HOME DEPOT, INC. Common Stock 437076102 4,447 119028 Sole None Sole HONEYWELL INTERNATIO Common Stock 438516106 1,316 38867 Sole None Sole HOT TOPIC, INC. Common Stock 441339108 133 5037 Sole None Sole HOVNANIAN ENTERPRISE Common Stock 442487203 220 5106 Sole None Sole HUBBELL INCORPORATED Common Stock 443510201 2,967 73934 Sole None Sole HUMANA INC. Common Stock 444859102 3,751 197188 Sole None Sole J.B. HUNT TRANSPORT Common Stock 445658107 36 1271 Sole None Sole IDX SYSTEMS Common Stock 449491109 4,005 115747 Sole None Sole IHOP CORP. Common Stock 449623107 149 4331 Sole None Sole IMPERIAL TOBACCO GRO Common Stock 453142101 249 5684 Sole None Sole INAMED CORPORATION Common Stock 453235103 64 1194 Sole None Sole INCO LIMITED (ADR) Common Stock 453258402 3,083 89031 Sole None Sole ING GROEP N.V. (ADR) Common Stock 456837103 443 20088 Sole None Sole INGRAM MICRO INC. Common Stock 457153104 3,847 212569 Sole None Sole INTEGRA LIFESCIENCES Common Stock 457985208 147 4811 Sole None Sole INTEGRATED DEVICE TE Common Stock 458118106 3 168 Sole None Sole INTEL CORPORATION Common Stock 458140100 2,717 99898 Sole None Sole INTERNATIONAL BUSINE Common Stock 459200101 3 33 Sole None Sole INTERNATIONAL FLAVOR Common Stock 459506101 3,028 85309 Sole None Sole INTERNATIONAL GAME T Common Stock 459902102 4,055 90195 Sole None Sole INTERNATIONAL PAPER Common Stock 460146103 774 18304 Sole None Sole INTUIT INC. Common Stock 461202103 60 1349 Sole None Sole INVERESK RESEARCH GR Common Stock 461238107 7 238 Sole None Sole INVISION TECHNOLOGIE Common Stock 461851107 14 277 Sole None Sole ISHARES MSCI-SOUTH K Common Stock 464286772 10 350 Sole None Sole ISHARES LEHMAN 1-3 Y Common Stock 464287457 7 85 Sole None Sole ISLE OF CAPRI CASINO Common Stock 464592104 163 6467 Sole None Sole JARDEN CORPORATION Common Stock 471109108 23 650 Sole None Sole JEFFERSON-PILOT CORP Common Stock 475070108 2,963 53859 Sole None Sole JETBLUE AIRWAYS CORP Common Stock 477143101 821 32517 Sole None Sole JOHNSON & JOHNSON Common Stock 478160104 3,679 72536 Sole None Sole JOHNSON CONTROLS, IN Common Stock 478366107 3 57 Sole None Sole JOS. A. BANK CLOTHIE Common Stock 480838101 49 1362 Sole None Sole KLA-TENCOR CORPORATI Common Stock 482480100 5 100 Sole None Sole K-SWISS INC. Common Stock 482686102 10 428 Sole None Sole K-V PHARMACEUTICAL C Common Stock 482740206 4 172 Sole None Sole KAFUS INDUSTRIES LTD Common Stock 482910106 0 1000 Sole None Sole KELLOGG COMPANY Common Stock 487836108 2,983 76032 Sole None Sole KERR-MCGEE CORPORATI Common Stock 492386107 3 49 Sole None Sole KIMBERLY-CLARK CORPO Common Stock 494368103 3,052 48375 Sole None Sole KING PHARMACEUTICALS Common Stock 495582108 2 148 Sole None Sole KNIGHT-RIDDER, INC. Common Stock 499040103 2,930 40003 Sole None Sole KNIGHT TRANSPORTATIO Common Stock 499064103 26 1074 Sole None Sole KORN/FERRY INTERNATI Common Stock 500643200 3,014 188349 Sole None Sole KRONOS, INC. Common Stock 501052104 13 391 Sole None Sole L-3 COMMUNICATIONS H Common Stock 502424104 3,032 50973 Sole None Sole LANCASTER COLONY COR Common Stock 513847103 2,979 73748 Sole None Sole LANDAMERICA FINANCIA Common Stock 514936103 21 470 Sole None Sole LANDSTAR SYSTEM, INC Common Stock 515098101 30 736 Sole None Sole LEGGETT & PLATT Common Stock 524660107 3,449 145470 Sole None Sole LEHMAN BROTHERS HOLD Common Stock 524908100 170 2052 Sole None Sole LENNAR CORPORATION Common Stock 526057104 587 10864 Sole None Sole LENNAR CORP CL B Common Stock 526057302 2 46 Sole None Sole LEXINGTON CORP. PROP Common Stock 529043101 4 191 Sole None Sole LEXMARK INTERNATIONA Common Stock 529771107 109 1180 Sole None Sole LIBERTY PROPERTY TRU Common Stock 531172104 2,923 64947 Sole None Sole ELI LILLY & CO. Common Stock 532457108 3,198 47808 Sole None Sole LIMITED BRANDS, INC. Common Stock 532716107 19 951 Sole None Sole LINCARE HOLDINGS INC Common Stock 532791100 3 98 Sole None Sole LINCOLN ELECTRIC HOL Common Stock 533900106 3,441 122225 Sole None Sole LINCOLN NATIONAL COR Common Stock 534187109 2,973 62828 Sole None Sole LINEAR TECHNOLOGY CO Common Stock 535678106 5 136 Sole None Sole LLOYDS TSB GROUP PLC Common Stock 539439109 436 14038 Sole None Sole LOWE'S COMPANIES, IN Common Stock 548661107 8 148 Sole None Sole LUCENT TECHNOLOGIES Common Stock 549463107 2 595 Sole None Sole M.D.C. HOLDINGS, INC Common Stock 552676108 222 3153 Sole None Sole MDU RESOURCES GROUP, Common Stock 552690109 2,989 127240 Sole None Sole MGIC INVESTMENT CORP Common Stock 552848103 64 995 Sole None Sole THE MACERICH COMPANY Common Stock 554382101 5 91 Sole None Sole MACK-CALI REALTY COR Common Stock 554489104 2,993 66653 Sole None Sole MACROVISION CORPORAT Common Stock 555904101 25 1337 Sole None Sole MAGMA DESIGN AUTOMAT Common Stock 559181102 4 188 Sole None Sole MAGNA INTERNATIONAL Common Stock 559222401 3,088 38993 Sole None Sole MANDALAY RESORT GROU Common Stock 562567107 29 512 Sole None Sole MANITOWOC COMPANY, I Common Stock 563571108 4 129 Sole None Sole MARATHON OIL CORPORA Common Stock 565849106 3,730 110791 Sole None Sole MARSH & MCLENNAN COM Common Stock 571748102 3,343 72194 Sole None Sole MARSHALL & ILSLEY CO Common Stock 571834100 2,929 77455 Sole None Sole MASCO CORPORATION Common Stock 574599106 24 802 Sole None Sole MATTEL, INC. 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Common Stock 36466R101 45 2472 Sole None Sole GENESIS HEALTHCARE C Common Stock 37184D101 3 112 Sole None Sole GLAXOSMITHKLINE PLC Common Stock 37733W105 3,147 78785 Sole None Sole GLOBAL IMAGING SYSTE Common Stock 37934A100 18 551 Sole None Sole THE GOLDMAN SACHS GR Common Stock 38141G104 7 71 Sole None Sole HBOS PLC S/AR Common Stock 42205M106 244 6000 Sole None Sole HEADWATERS INCORPORA Common Stock 42210P102 4,212 164416 Sole None Sole HEALTH CARE REIT, IN Common Stock 42217K106 55 1365 Sole None Sole HOSPITALITY PROPERTI Common Stock 44106M102 4 94 Sole None Sole HYPERION SOLUTIONS C Common Stock 44914M104 22 538 Sole None Sole ISTAR FINANCIAL INC. Common Stock 45031U101 53 1251 Sole None Sole ITT EDUCATIONAL SERV Common Stock 45068B109 163 5230 Sole None Sole IDEXX LABORATORIES, Common Stock 45168D104 2,982 52430 Sole None Sole INACOM CORP Common Stock 45323G109 0 320 Sole None Sole INFORMATICA CORPORAT Common Stock 45666Q102 127 14823 Sole None Sole INTERACTIVECORP Common Stock 45840Q101 5 152 Sole None Sole INTERDIGITAL COMMUNI Common Stock 45866A105 24 1349 Sole None Sole INVITROGEN CORPORATI Common Stock 46185R100 3,879 54103 Sole None Sole JDA SOFTWARE GROUP, Common Stock 46612K108 80 5529 Sole None Sole J.P. MORGAN CHASE & Common Stock 46625H100 4,187 99798 Sole None Sole JUNIPER NETWORKS, IN Common Stock 48203R104 2,947 113274 Sole None Sole KB HOME Common Stock 48666K109 4 55 Sole None Sole KEYSPAN CORPORATION Common Stock 49337W100 3,459 90506 Sole None Sole KIMCO REALTY CORP. Common Stock 49446R109 2,991 58678 Sole None Sole KINDER MORGAN, INC. Common Stock 49455P101 4 57 Sole None Sole KRAFT FOODS INC. Common Stock 50075N104 2,999 93686 Sole None Sole LABORATORY CORP. OF Common Stock 50540R409 3,898 99309 Sole None Sole LANDRY'S RESTAURANTS Common Stock 51508L103 3,946 132267 Sole None Sole LEVITT CORPORATION Common Stock 52742P108 7 306 Sole None Sole M&T BANK CORPORATION Common Stock 55261F104 2,933 32643 Sole None Sole MBIA INC. Common Stock 55262C100 177 2829 Sole None Sole MBNA CORPORATION Common Stock 55262L100 187 6772 Sole None Sole MAGNUM HUNTER RESOUR Common Stock 55972F203 122 12027 Sole None Sole MAXIM INTEGRATED PRO Common Stock 57772K101 90 1920 Sole None Sole MCG CAPITAL CORP. Common Stock 58047P107 17 862 Sole None Sole MCKESSON CORPORATION Common Stock 58155Q103 2 70 Sole None Sole MEDCO HEALTH SOLUTIO Common Stock 58405U102 15 434 Sole None Sole METLIFE, INC. Common Stock 59156R108 176 4940 Sole None Sole MONACO COACH CORPORA Common Stock 60886R103 13 467 Sole None Sole NVR INC. Common Stock 62944T105 29 64 Sole None Sole NATIONAL COMMERCE FI Common Stock 63545P104 3,409 119167 Sole None Sole NAVIGANT CONSULTING, Common Stock 63935N107 3,267 161512 Sole None Sole NEIGHBORCARE, INC. Common Stock 64015Y104 5 224 Sole None Sole NETWORK APPLIANCE, I Common Stock 64120L104 49 2262 Sole None Sole NEW CENTURY FINANCIA Common Stock 64352D101 67 1370 Sole None Sole NEXTEL COMMUNICATION Common Stock 65332V103 8,491 344316 Sole None Sole NISOURCE INC. Common Stock 65473P105 45 2100 Sole None Sole NOVARTIS AG (ADR) Common Stock 66987V109 3,142 73754 Sole None Sole NU SKIN ENTERPRISES, Common Stock 67018T105 4,078 202380 Sole None Sole NVIDIA CORPORATION Common Stock 67066G104 4 152 Sole None Sole ODYSSEY HEALTHCARE, Common Stock 67611V101 14 763 Sole None Sole 1-800-FLOWERS.COM Common Stock 68243Q106 2,924 306161 Sole None Sole ORACLE CORPORATION Common Stock 68389X105 252 20995 Sole None Sole PG&E CORPORATION Common Stock 69331C108 3 88 Sole None Sole P.F. CHANG'S CHINA B Common Stock 69333Y108 28 555 Sole None Sole PNM RESOURCES, INC. Common Stock 69349H107 3,474 115617 Sole None Sole PACER INTERNATIONAL, Common Stock 69373H106 163 7415 Sole None Sole PACIFIC CAPITAL BANC Common Stock 69404P101 11 270 Sole None Sole PAN PACIFIC RETAIL P Common Stock 69806L104 4 84 Sole None Sole PARKWAY PROPERTIES, Common Stock 70159Q104 4 91 Sole None Sole PEPSIAMERICAS, INC. Common Stock 71343P200 3,035 148619 Sole None Sole PIXELWORKS, INC. Common Stock 72581M107 3,310 193246 Sole None Sole PRECISION DRILLING C Common Stock 74022D100 121 2593 Sole None Sole T. ROWE PRICE GROUP, Common Stock 74144T108 12 216 Sole None Sole PROASSURANCE CORPORA Common Stock 74267C106 24 672 Sole None Sole PROQUEST COMPANY Common Stock 74346P102 4 132 Sole None Sole PRUDENTIAL PLC (ADR) Common Stock 74435K204 438 26125 Sole None Sole QUEST DIAGNOSTICS IN Common Stock 74834L100 4,010 48415 Sole None Sole QUICKSILVER RESOURCE Common Stock 74837R104 5 121 Sole None Sole QUIKSILVER, INC. Common Stock 74838C106 27 1218 Sole None Sole RADIO ONC INC CL A Common Stock 75040P108 2,899 156180 Sole None Sole RENAISSANCE LEARNING Common Stock 75968L105 41 1560 Sole None Sole RESOURCES CONNECTION Common Stock 76122Q105 20 447 Sole None Sole SBC COMMUNICATIONS I Common Stock 78387G103 7,238 294953 Sole None Sole SLM CORPORATION Common Stock 78442P106 18 420 Sole None Sole STAND&POORS DEP RCPT Common Stock 78462F103 26 230 Sole None Sole SRA INTERNATIONAL, I Common Stock 78464R105 121 3284 Sole None Sole SAKS INCORPORATED Common Stock 79377W108 2 140 Sole None Sole SANDISK CORPORATION Common Stock 80004C101 405 14295 Sole None Sole SANOFI-SYNTHELABO (A Common Stock 80105N105 206 6309 Sole None Sole SAXON CAPITAL, INC. Common Stock 80556P302 128 4504 Sole None Sole SCANA CORPORATION Common Stock 80589M102 2,949 83437 Sole None Sole SCIENTIFIC GAMES COR Common Stock 80874P109 45 2387 Sole None Sole SCOTTISH POWER UK PL Common Stock 81013T705 37 1302 Sole None Sole SONIC AUTOMOTIVE, IN Common Stock 83545G102 3 136 Sole None Sole SPINNAKER EXPLORATIO Common Stock 84855W109 22 622 Sole None Sole THE SPORTS AUTHORITY Common Stock 84917U109 31 778 Sole None Sole STANDARD PACIFIC COR Common Stock 85375C101 181 3022 Sole None Sole STARWOOD HOTELS & RE Common Stock 85590A203 27 669 Sole None Sole STATOIL ASA (ADR) Common Stock 85771P102 141 11447 Sole None Sole SUNOCO, INC. Common Stock 86764P109 3,032 48602 Sole None Sole SUNRISE SENIOR LIVIN Common Stock 86768K106 111 3089 Sole None Sole SYMYX TECHNOLOGIES, Common Stock 87155S108 158 5519 Sole None Sole SYNOVUS FINANCIAL CO Common Stock 87161C105 3,068 125484 Sole None Sole TETRA TECHNOLOGIES, Common Stock 88162F105 104 3996 Sole None Sole 3M COMPANY Common Stock 88579Y101 4,049 49453 Sole None Sole TIERONE CORPORATION Common Stock 88650R108 13 540 Sole None Sole TRANSCANADA CORPORAT Common Stock 89353D107 2,858 132920 Sole None Sole TREX CO INC Common Stock 89531P105 10 279 Sole None Sole UCBH HOLDINGS, INC. Common Stock 90262T308 4 101 Sole None Sole US ONCOLOGY, INC. Common Stock 90338W103 4,029 272383 Sole None Sole UNITEDHEALTH GROUP I Common Stock 91324P102 1,099 17047 Sole None Sole VALERO ENERGY CORP. Common Stock 91913Y100 164 2743 Sole None Sole VARIAN MEDICAL SYSTE Common Stock 92220P105 2,999 34744 Sole None Sole VECTREN CORPORATION Common Stock 92240G101 2,970 120386 Sole None Sole VENTAS, INC. Common Stock 92276F100 5 177 Sole None Sole VENTANA MEDICAL SYST Common Stock 92276H106 108 2633 Sole None Sole VERIZON COMMUNICATIO Common Stock 92343V104 3,113 85194 Sole None Sole VERINT SYSTEMS INC. Common Stock 92343X100 22 699 Sole None Sole VIASYS HEALTHCARE, I Common Stock 92553Q209 9 382 Sole None Sole VISTEON CORPORATION Common Stock 92839U107 19 2020 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 2,978 98945 Sole None Sole WPS RESOURCES CORP Common Stock 92931B106 2,955 61820 Sole None Sole WEBEX COMMUNICATIONS Common Stock 94767L109 3,385 113873 Sole None Sole WEBMETHODS, INC. Common Stock 94768C108 1 73 Sole None Sole WELLPOINT HEALTH NET Common Stock 94973H108 7 61 Sole None Sole WINTRUST FINANCIAL C Common Stock 97650W108 5 101 Sole None Sole WRIGHT MEDICAL GROUP Common Stock 98235T107 170 5530 Sole None Sole XTO ENERGY INC. Common Stock 98385X106 150 5955 Sole None Sole ZIMMER HOLDINGS, INC Common Stock 98956P102 3,410 46222 Sole None Sole ZORAN CORPORATION Common Stock 98975F101 5 288 Sole None Sole DAIMLERCHRYSLER AG ( Common Stock D1668R123 398 9532 Sole None Sole AMDOCS LIMITED Common Stock G02602103 17 612 Sole None Sole ACCENTURE LTD BERMUD Common Stock G1150G111 3 105 Sole None Sole COOPER INDUSTRIES, L Common Stock G24182100 8 135 Sole None Sole EVEREST RE GROUP, LT Common Stock G3223R108 156 1821 Sole None Sole FRESH DEL MONTE PROD Common Stock G36738105 3 130 Sole None Sole GARMIN LTD. Common Stock G37260109 239 5593 Sole None Sole HELEN OF TROY LTD. Common Stock G4388N106 4,185 134960 Sole None Sole MARVELL TECHNOLOGY G Common Stock G5876H105 3,051 67853 Sole None Sole NABORS INDUSTRIES LT Common Stock G6359F103 111 2430 Sole None Sole NOBLE CORPORATION Common Stock G65422100 107 2784 Sole None Sole SEAGATE TECHNOLOGY Common Stock G7945J104 57 3515 Sole None Sole WEATHERFORD INTERNAT Common Stock G95089101 111 2643 Sole None Sole CHECK POINT SOFTWARE Common Stock M22465104 105 4619 Sole None Sole OMI CORPORATION Common Stock Y6476W104 12 1052 Sole None Sole -------- $988,152 ========
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