-----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, QPikmpUkj++2xIDB//3pc8vGsu+Y0jeMut/EnKRsLQ6FcNoKTLy3WOiaHaLEv5Ao tM43xdaUcUevLopZevqioQ== 0000875626-04-002301.txt : 20041108 0000875626-04-002301.hdr.sgml : 20041108 20041108170554 ACCESSION NUMBER: 0000875626-04-002301 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041108 DATE AS OF CHANGE: 20041108 EFFECTIVENESS DATE: 20041108 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: 041126517 BUSINESS ADDRESS: STREET 1: 1001 WARRENVILLE RD STREET 2: SUITE 300 CITY: LISLE STATE: IL ZIP: 60532 13F-HR 1 q32004_13-fhr.txt 3RD 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: 9/30/2004 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 November 8, 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: 493 Form 13F Information Table Value Total: $1,192,175 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 5166 64,599 Sole None Sole AAR CORP. Common Stock 000361105 175 14,054 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 4197 99,084 Sole None Sole ABM INDUSTRIES INC. Common Stock 000957100 405 20,113 Sole None Sole ABN AMRO HOLDING N.V. (ADR) Common Stock 000937102 865 38,019 Sole None Sole ACTUANT CORPORATION Common Stock 00508X203 444 10,786 Sole None Sole ADOBE SYSTEMS INCORPORATED Common Stock 00724F101 4196 84,824 Sole None Sole ADVANCED MEDICAL OPTICS, INC. Common Stock 00763M108 506 12,782 Sole None Sole AETNA INC. Common Stock 00817Y108 4769 47,720 Sole None Sole AGCO CORPORATION Common Stock 001084102 4854 214,604 Sole None Sole AGILYSYS INC Common Stock 00847J105 2968 171,669 Sole None Sole AGL RESOURCES INC. Common Stock 001204106 3212 104,401 Sole None Sole ALLEGHENY ENERGY INC Common Stock 017361106 555 34,778 Sole None Sole ALLIED CAPITAL CORP. Common Stock 01903Q108 3089 126,644 Sole None Sole ALLSTATE CORPORATION Common Stock 020002101 5071 105,668 Sole None Sole ALLTEL CORPORATION Common Stock 020039103 3380 61,547 Sole None Sole ALTRIA GROUP, INC. Common Stock 02209S103 2282 48,511 Sole None Sole AMCOL INTL CORP COM Common Stock 02341W103 452 23,653 Sole None Sole AMERADA HESS CORPORATION Common Stock 023551104 1886 21,190 Sole None Sole AMEREN CORPORATION Common Stock 023608102 3173 68,745 Sole None Sole AMERICAN EAGLE OUTFIT Common Stock 02553E106 4366 118,483 Sole None Sole AMERICAN EXPRESS COMPANY Common Stock 025816109 3796 73,775 Sole None Sole AMERICAN FINANCIAL GROUP Common Stock 025932104 4335 145,022 Sole None Sole AMERICAN GREETINGS CP CL A Common Stock 026375105 528 21,033 Sole None Sole AMERICAN HEALTHWAYS, INC. Common Stock 02649V104 468 16,078 Sole None Sole AMERICAN INTERNATIONAL GROUP, INC Common Stock 026874107 4108 60,419 Sole None Sole AMERISTAR CASINOS, INC. Common Stock 03070Q101 352 11,649 Sole None Sole AMGEN INC. Common Stock 031162100 4183 73,806 Sole None Sole AMSOUTH BANCORPORATION Common Stock 032165102 4035 165,385 Sole None Sole ANHEUSER-BUSCH COMPANIES, INC. Common Stock 035229103 4842 96,939 Sole None Sole ANTEON INTL CORP Common Stock 03674E108 2957 80,674 Sole None Sole ANTHEM INC. Common Stock 03674B104 4034 46,232 Sole None Sole APACHE CORPORATION Common Stock 037411105 678 13,526 Sole None Sole APOLLO GROUP, INC. Common Stock 037604105 810 11,035 Sole None Sole ARCHSTONE-SMITH TRUST Common Stock 039583109 3283 103,750 Sole None Sole ARKANSAS BEST CORP Common Stock 040790107 3288 89,788 Sole None Sole ARMOR HOLDINGS, INC. Common Stock 042260109 4350 104,537 Sole None Sole ASHLAND INC. Common Stock 044204105 3790 67,581 Sole None Sole ASSOCIATED BANC-CORP Common Stock 045487105 3262 101,706 Sole None Sole AT&T CORPORATION Common Stock 001957505 4103 286,522 Sole None Sole AUTODESK, INC. Common Stock 052769106 5917 121,678 Sole None Sole AUTOMATIC DATA PROCESS Common Stock 053015103 286 6,931 Sole None Sole AVALONBAY COMMUNITIES Common Stock 053484101 3203 53,192 Sole None Sole AVERY DENNISON Common Stock 053611109 3785 57,544 Sole None Sole AVIALL INC NEW Common Stock 05366B102 536 26,293 Sole None Sole AVON PRODUCTS, INC. Common Stock 054303102 681 15,593 Sole None Sole BAKER HUGHES INCORPORATED Common Stock 057224107 2842 65,005 Sole None Sole BALL CORPORATION Common Stock 058498106 5674 151,601 Sole None Sole BANK OF AMERICA CORPORATION Common Stock 060505104 4247 98,005 Sole None Sole BANK OF MONTREAL Common Stock 063671101 3149 72,116 Sole None Sole BANK OF NOVA SCOTIA Common Stock 064149107 3178 108,633 Sole None Sole BANKUNITED FINANCIAL CORP Common Stock 06652B103 388 13,307 Sole None Sole BARCLAYS PLC (ADR) Common Stock 06738E204 819 21,160 Sole None Sole BARNES & NOBLE, INC. Common Stock 067774109 538 14,533 Sole None Sole BARNES GROUP INC. Common Stock 067806109 277 10,074 Sole None Sole BARR PHARMACEUTICALS, INC. Common Stock 068306109 316 7,638 Sole None Sole BAXTER INTERNATIONAL INC. Common Stock 071813109 3195 99,349 Sole None Sole BB&T CORPORATION Common Stock 054937107 4141 104,323 Sole None Sole BEAR STEARNS COMPANIES INC Common Stock 073902108 257 2,668 Sole None Sole BELLSOUTH CORPORATION Common Stock 079860102 3576 131,873 Sole None Sole BEMIS COMPANY, INC. Common Stock 081437105 3285 123,600 Sole None Sole BEST BUY CO., INC. Common Stock 086516101 208 3,835 Sole None Sole BIOGEN IDEC INC Common Stock 09062X103 4007 65,505 Sole None Sole BIOMET, INC. Common Stock 090613100 4705 100,372 Sole None Sole BIOSITE INCORPORATED Common Stock 090945106 4084 83,410 Sole None Sole BJ SERVICES COMPANY Common Stock 055482103 1886 35,976 Sole None Sole BLACK & DECKER CORPORATION Common Stock 091797100 5256 67,867 Sole None Sole BLACK HILLS CORP COM Common Stock 092113109 495 17,809 Sole None Sole BOWNE & CO INC COM Common Stock 103043105 470 36,200 Sole None Sole BP PLC (ADR) Common Stock 055622104 3203 55,681 Sole None Sole BRE PROPERTIES, INC. Common Stock 05564E106 3220 83,970 Sole None Sole BRIGHT HORIZONS FAMILY Common Stock 109195107 472 8,695 Sole None Sole BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 221 9,343 Sole None Sole BRITISH AMERICAN TOBACCO (ADR) Common Stock 110448107 905 31,015 Sole None Sole BROWN-FORMAN CORPORATION Common Stock 115637209 3220 70,308 Sole None Sole BRUSH ENGINEERED MATLS Common Stock 117421107 2806 135,485 Sole None Sole BT GROUP PLC (ADR) Common Stock 05577E101 740 22,446 Sole None Sole BUILDING MATLS HLDG CP COM Common Stock 120113105 2851 103,583 Sole None Sole BURLINGTON RESOURCES INC Common Stock 122014103 563 13,804 Sole None Sole C.R. BARD, INC. Common Stock 067383109 4094 72,301 Sole None Sole CADBURY SCHWEPPES PLC (ADR) Common Stock 127209302 3149 101,878 Sole None Sole CAL DIVE INTL INC. Common Stock 127914109 4254 119,428 Sole None Sole CAMPBELL SOUP COMPANY Common Stock 134429109 3190 121,344 Sole None Sole CANADIAN IMPERIAL BANK Common Stock 136069101 3155 59,108 Sole None Sole CAPITAL ONE FINANCIAL CORPORATION Common Stock 14040H105 244 3,305 Sole None Sole CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 3180 98,822 Sole None Sole CARPENTER TECHNOLOGY Common Stock 144285103 2969 62,191 Sole None Sole CATERPILLAR INC. Common Stock 149123101 3501 43,517 Sole None Sole CELGENE CORPORATION Common Stock 151020104 2793 47,962 Sole None Sole CENDANT CORPORATION Common Stock 151313103 4645 215,068 Sole None Sole CENTEX CORPORATION Common Stock 152312104 1206 23,910 Sole None Sole CHARMING SHOPPES, INC. Common Stock 161133103 475 66,703 Sole None Sole CHATTEM INC. Common Stock 162456107 2807 87,039 Sole None Sole CHEVRONTEXACO CORPORATION Common Stock 166764100 3499 65,237 Sole None Sole CHICO'S FAS, INC. Common Stock 168615102 717 20,952 Sole None Sole CHRISTOPHER & BANKS CORPORATION Common Stock 171046105 404 25,218 Sole None Sole CHUBB CORPORATION Common Stock 171232101 3179 45,227 Sole None Sole CIBER, INC. Common Stock 17163B102 202 26,854 Sole None Sole CINCINNATI FINANCIAL CORPORATION Common Stock 172062101 3179 77,129 Sole None Sole CINERGY CORP. Common Stock 172474108 3193 80,628 Sole None Sole CISCO SYSTEMS, INC. Common Stock 17275R102 6641 366,898 Sole None Sole CITIGROUP INC. Common Stock 172967101 1531 34,709 Sole None Sole CITY NATIONAL CORPORATION Common Stock 178566105 3182 48,997 Sole None Sole CLAIRE'S STORES, INC. Common Stock 179584107 435 17,358 Sole None Sole CLEVELAND CLIFFS INC Common Stock 185896107 486 6,006 Sole None Sole CLOROX COMPANY Common Stock 189054109 4800 90,054 Sole None Sole CMS ENERGY CORP COM Common Stock 125896100 513 53,890 Sole None Sole COACH, INC. Common Stock 189754104 1997 47,066 Sole None Sole COCA-COLA COMPANY Common Stock 191216100 3309 82,634 Sole None Sole COGNIZANT TECHNOLOGY SOLUTIONS Common Stock 192446102 995 32,611 Sole None Sole COLGATE-PALMOLIVE COMPANY Common Stock 194162103 3343 73,989 Sole None Sole COMERICA, INC. Common Stock 200340107 3730 62,855 Sole None Sole COMMERCE BANCSHARES, INC. Common Stock 200525103 3210 66,743 Sole None Sole COMMERCIAL METALS COMPANY Common Stock 201723103 3690 92,905 Sole None Sole COMMONWEALTH TEL ENTPR Common Stock 203349105 398 9,128 Sole None Sole COMMUNITY HEALTH SYSTEM Common Stock 203668108 3817 143,072 Sole None Sole CONAGRA FOODS Common Stock 205887102 3115 121,161 Sole None Sole CONOCOPHILLIPS Common Stock 20825C104 5241 63,260 Sole None Sole CONSOLIDATED EDISON, INC. Common Stock 209115104 3208 76,310 Sole None Sole CONSTELLATION ENERGY GROUP Common Stock 210371100 3181 79,851 Sole None Sole COPART, INC. Common Stock 217204106 385 20,323 Sole None Sole CORRECTIONS CORPORATION OF AMERICA Common Stock 22025Y407 569 16,085 Sole None Sole COUNTRYWIDE FINANCIAL CORPORATION Common Stock 222372104 268 6,792 Sole None Sole CREDENCE SYS CORP COM Common Stock 225302108 467 64,906 Sole None Sole CREE INC Common Stock 225447101 3031 99,280 Sole None Sole CROMPTON CORP COM Common Stock 227116100 527 55,480 Sole None Sole CSK AUTO CORPORATION Common Stock 125965103 257 19,288 Sole None Sole CUNO INC COM Common Stock 126583103 409 7,088 Sole None Sole CVS CORPORATION Common Stock 126650100 908 21,562 Sole None Sole CYTYC CORP Common Stock 232946103 3895 161,272 Sole None Sole D.R. HORTON INC. Common Stock 23331A109 1673 50,543 Sole None Sole DAIMLERCHRYSLER AG (ADR) Common Stock D1668R123 663 16,003 Sole None Sole DELL COMPUTER CORPORATION Common Stock 24702R101 4081 114,631 Sole None Sole DEUTSCHE TELEKOM AG SPONSORED ADR Common Stock 251566105 1746 93,587 Sole None Sole DEVON ENERGY CORPORATION Common Stock 25179M103 1931 27,195 Sole None Sole DIONEX CORPORATION Common Stock 254546104 522 9,548 Sole None Sole DOMINION RESOURCES, INC. Common Stock 25746U109 3194 48,944 Sole None Sole DOW JONES & CO. Common Stock 260561105 3099 76,310 Sole None Sole DST SYSTEMS, INC. Common Stock 233326107 3961 89,062 Sole None Sole DTE ENERGY CO COM Common Stock 233331107 1733 41,084 Sole None Sole DUKE REALTY CORP. Common Stock 264411505 3188 96,012 Sole None Sole E. I. DU PONT DE NEMOURS AND CO Common Stock 263534109 5435 126,994 Sole None Sole EASTMAN CHEMICAL CO. Common Stock 277432100 4114 86,515 Sole None Sole EASTMAN KODAK COMPANY Common Stock 277461109 1296 40,214 Sole None Sole EATON CORPORATION Common Stock 278058102 3309 52,178 Sole None Sole EBAY INC. Common Stock 278642103 3038 33,041 Sole None Sole ECHOSTAR COMMNTNS NEW CL A Common Stock 278762109 935 30,045 Sole None Sole ELECTRONIC ARTS INC. Common Stock 285512109 1804 39,221 Sole None Sole ELI LILLY & CO. Common Stock 532457108 3125 52,040 Sole None Sole EMERSON ELECTRIC COMPANY Common Stock 291011104 3163 51,106 Sole None Sole ENDESA S.A. (ADR) Common Stock 29258N107 887 46,416 Sole None Sole ENEL S.P.A. (ADR) Common Stock 29265W108 997 24,614 Sole None Sole ENERGY EAST CORPORATION Common Stock 29266M109 3727 148,032 Sole None Sole ENGINEERED SUPPORT SYSTEMS, INC. Common Stock 292866100 287 6,285 Sole None Sole ENI S.P.A. (ADR) Common Stock 26874R108 1150 10,240 Sole None Sole ENTERGY CORPORATION Common Stock 29364G103 3202 52,828 Sole None Sole EOG RESOURCES, INC. Common Stock 26875P101 1769 26,861 Sole None Sole EQUIFAX INC Common Stock 294429105 420 15,951 Sole None Sole EQUITABLE RESOURCES, INC. Common Stock 294549100 3668 67,541 Sole None Sole EQUITY OFFICE PROPERTIES Common Stock 294741103 3237 118,806 Sole None Sole EQUITY RESIDENTIAL Common Stock 29476L107 3233 104,297 Sole None Sole ERESEARCH TECHNOLOGY, INC Common Stock 29481V108 185 13,882 Sole None Sole ESCO TECHNOLOGIES, INC. Common Stock 296315104 2863 42,248 Sole None Sole EXELON CORPORATION Common Stock 30161N101 3221 87,793 Sole None Sole EXXON MOBIL CORPORATION Common Stock 30231G102 8459 175,032 Sole None Sole FACTSET RESEARCH SYSTEMS Common Stock 303075105 433 8,977 Sole None Sole FASTENAL CO. Common Stock 311900104 2889 50,151 Sole None Sole FEDERAL REALTY INV. TRUST Common Stock 313747206 3188 72,463 Sole None Sole FEDERATED INVESTORS, INC. Common Stock 314211103 614 21,593 Sole None Sole FEDEX CORP COM Common Stock 31428X106 2842 33,161 Sole None Sole FIFTH THIRD BANCORP Common Stock 316773100 3925 79,742 Sole None Sole FIRST HEALTH GROUP CORP. Common Stock 320960107 430 26,746 Sole None Sole FIRST HORIZON NATIONAL CORP. Common Stock 320517105 4131 95,277 Sole None Sole FIRST MIDWEST BANCORP INC. Common Stock 320867104 3188 92,249 Sole None Sole FISHER SCIENTIFIC Common Stock 338032204 3139 53,823 Sole None Sole FLIR SYSTEMS, INC. Common Stock 302445101 2646 45,234 Sole None Sole FLORIDA ROCK INDS INC COM Common Stock 341140101 420 8,574 Sole None Sole FLOWSERVE CORP COM Common Stock 34354P105 526 21,739 Sole None Sole FOOT LOCKER, INC. Common Stock 344849104 850 35,872 Sole None Sole FOREST LABORATORIES, INC. Common Stock 345838106 230 5,115 Sole None Sole FORTIS N.V. Common Stock 34956J309 894 37,412 Sole None Sole FORTUNE BRANDS, INC. Common Stock 349631101 4124 55,657 Sole None Sole FORWARD AIR CORPORATION Common Stock 349853101 2974 74,307 Sole None Sole FOSSIL, INC. Common Stock 349882100 3470 112,139 Sole None Sole FOUNDRY NETWORKS, INC. Common Stock 35063R100 316 33,318 Sole None Sole FPL GROUP, INC. Common Stock 302571104 3191 46,710 Sole None Sole FRANKLIN RESOURCES Common Stock 354613101 2851 51,124 Sole None Sole FRONTIER OIL CORP Common Stock 35914P105 470 19,890 Sole None Sole GALLAGHER (ARTHUR J.) Common Stock 363576109 3908 117,953 Sole None Sole GARDNER DENVER INC Common Stock 365558105 507 18,390 Sole None Sole GARMIN LTD. Common Stock G37260109 439 10,156 Sole None Sole GATX CORP Common Stock 361448103 510 19,121 Sole None Sole GENERAL ELECTRIC COMPANY Common Stock 369604103 6374 189,814 Sole None Sole GENERAL MILLS, INC. Common Stock 370334104 3174 70,689 Sole None Sole GENERAL MOTORS CORPORATION Common Stock 370442105 4074 95,908 Sole None Sole GENESCO INC. Common Stock 371532102 431 18,300 Sole None Sole GENESEE & WYOMING INC. Common Stock 371559105 214 8,461 Sole None Sole GENUINE PARTS COMPANY Common Stock 372460105 3221 83,925 Sole None Sole GEORGIA GULF CORPORATION Common Stock 373200203 488 10,934 Sole None Sole GEORGIA-PACIFIC CORPORATION Common Stock 373298108 5785 160,927 Sole None Sole GLAXOSMITHKLINE PLC (ADR) Common Stock 37733W105 3428 78,399 Sole None Sole GOLDMAN SACHS GROUP Common Stock 38141G104 235 2,516 Sole None Sole GRACO INCORPORATED Common Stock 384109104 889 26,544 Sole None Sole GREAT PLAINS ENERGY INCORPORATED Common Stock 391164100 3139 107,671 Sole None Sole GRIFFON CORPORATION Common Stock 398433102 323 15,293 Sole None Sole GUITAR CENTER, INC. Common Stock 402040109 3975 91,803 Sole None Sole HAEMONETICS CORP Common Stock 405024100 426 12,960 Sole None Sole HARLEY-DAVIDSON, INC. Common Stock 412822108 5560 93,541 Sole None Sole HARMAN INTERNATIONAL IND. Common Stock 413086109 4244 39,389 Sole None Sole HARSCO CORPORATION Common Stock 415864107 3253 72,440 Sole None Sole HAWAIIAN ELECTRIC INDUSTRIES, INC. Common Stock 419870100 3227 121,580 Sole None Sole HBOS PLC S/AR Common Stock 42205M106 754 18,653 Sole None Sole HEADWATERS INCORPORATED Common Stock 42210P102 3514 113,876 Sole None Sole HEALTH CARE PROPERTY INVESTORS INC. Common Stock 421915109 3210 123,479 Sole None Sole HEALTHCARE REALTY TRUST Common Stock 421946104 3224 82,580 Sole None Sole HEARTLAND EXPRESS, INC. Common Stock 422347104 417 22,581 Sole None Sole HEINZ (HJ) COMPANY Common Stock 423074103 3150 87,453 Sole None Sole HELEN OF TROY LTD. Common Stock G4388N106 414 15,218 Sole None Sole HERCULES INC COM Common Stock 427056106 452 31,750 Sole None Sole HERSHEY FOODS CORPORATION Common Stock 427866108 4724 101,130 Sole None Sole HIBERNIA CORPORATION Common Stock 428656102 3402 128,807 Sole None Sole HILLENBRAND INDUSTRIES Common Stock 431573104 3190 63,132 Sole None Sole HOME DEPOT INC. Common Stock 437076102 7838 199,961 Sole None Sole HONDA MOTOR LTD AMERN SHS Common Stock 438128308 1667 68,427 Sole None Sole HONEYWELL INTERNATIONAL INC. Common Stock 438516106 537 14,980 Sole None Sole HOT TOPIC, INC. Common Stock 441339108 192 11,258 Sole None Sole HOVNANIAN ENTERPRISES, INC. Common Stock 442487203 374 9,316 Sole None Sole HUBBELL INCORPORATED Common Stock 443510201 3229 72,018 Sole None Sole HUMANA INC. Common Stock 444859102 531 26,600 Sole None Sole IHOP CORP. Common Stock 449623107 374 9,790 Sole None Sole II VI INC COM Common Stock 902104108 2766 79,017 Sole None Sole ILLINOIS TOOL WORKS INC Common Stock 452308109 927 9,954 Sole None Sole IMPERIAL TOBACCO GROUP PLC (ADR) Common Stock 453142101 693 15,808 Sole None Sole INCO LIMITED (ADR) Common Stock 453258402 1853 47,447 Sole None Sole INFORMATICA CORPORATION Common Stock 45666Q102 213 36,438 Sole None Sole ING GROEP N.V. (ADR) Common Stock 456837103 946 37,428 Sole None Sole INPUT/OUTPUT INC Common Stock 457652105 2772 268,899 Sole None Sole INTEGRA LIFESCIENCES HLDGS. CORP. Common Stock 457985208 353 10,990 Sole None Sole INTEL CORPORATION Common Stock 458140100 3267 162,844 Sole None Sole INTERGRAPH CORP COM Common Stock 458683109 510 18,775 Sole None Sole INTERMAGNETICS GEN CP Common Stock 458771102 2858 123,447 Sole None Sole INTERNATIONAL FLAVORS & FRAGRANCES INC. Common Stock 459506101 3209 84,014 Sole None Sole INTERNATIONAL GAME TECHNOLOGY Common Stock 459902102 1030 28,648 Sole None Sole INTERNET SECURITY SYSTEMS INC. Common Stock 46060X107 605 35,563 Sole None Sole INTERWOVEN INC COM NEW Common Stock 46114T508 477 65,850 Sole None Sole ISLE OF CAPRI CASINOS Common Stock 464592104 274 14,120 Sole None Sole ITT EDUCATIONAL SERVICES, INC. Common Stock 45068B109 401 11,119 Sole None Sole J.B. HUNT TRANSPORT SERVICES, INC. Common Stock 445658107 4622 124,456 Sole None Sole J.M. SMUCKER CO. (NEW) Common Stock 832696405 3243 73,015 Sole None Sole J.P. MORGAN CHASE & CO. Common Stock 46625H100 6714 168,983 Sole None Sole JDA SOFTWARE GROUP, INC. Common Stock 46612K108 143 13,218 Sole None Sole JEFFERSON-PILOT CORPORATION Common Stock 475070108 3388 68,231 Sole None Sole JOHNSON & JOHNSON Common Stock 478160104 5872 104,247 Sole None Sole JOY GLOBAL INC COM Common Stock 481165108 2967 86,308 Sole None Sole JUNIPER NETWORKS, INC. Common Stock 48203R104 2762 117,029 Sole None Sole KAYDON CORP COM Common Stock 486587108 408 14,177 Sole None Sole KELLOGG COMPANY Common Stock 487836108 3271 76,684 Sole None Sole KERR-MCGEE CORPORATION Common Stock 492386107 1788 31,228 Sole None Sole KEYSPAN CORPORATION Common Stock 49337W100 5868 149,692 Sole None Sole KIMBERLY-CLARK CORPORATION Common Stock 494368103 3212 49,734 Sole None Sole KIMCO REALTY CORP. Common Stock 49446R109 3238 63,119 Sole None Sole KNIGHT-RIDDER, INC. Common Stock 499040103 3098 47,340 Sole None Sole KORN/FERRY INTERNATIONAL Common Stock 500643200 2869 157,371 Sole None Sole KRAFT FOODS INC. Common Stock 50075N104 3212 101,256 Sole None Sole L-3 COMMUNICATIONS HLDGS. Common Stock 502424104 4172 62,266 Sole None Sole LABORATORY CORP. OF AMERICA Common Stock 50540R409 1706 39,029 Sole None Sole LANCASTER COLONY CORP. Common Stock 513847103 3245 76,941 Sole None Sole LANDRY'S RESTAURANTS, INC Common Stock 51508L103 525 19,230 Sole None Sole LEGGETT & PLATT Common Stock 524660107 3758 133,743 Sole None Sole LEHMAN BROTHERS HOLDINGS INC. Common Stock 524908100 240 3,013 Sole None Sole LENNAR CORPORATION Common Stock 526057104 1146 24,084 Sole None Sole LIBERTY PROPERTY TRUST Common Stock 531172104 3106 77,950 Sole None Sole LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 3686 117,524 Sole None Sole LINCOLN NATIONAL CORPORATION Common Stock 534187109 3179 67,643 Sole None Sole LLOYDS TSB GROUP PLC (ADR) Common Stock 539439109 838 26,618 Sole None Sole LM ERICSSON TELEPHONE CO Common Stock 294821608 2911 93,194 Sole None Sole LONE STAR TECHNOLOGIES Common Stock 542312103 4216 111,532 Sole None Sole LONGVIEW FIBRE CO COM Common Stock 543213102 600 39,312 Sole None Sole M.D.C. HOLDINGS, INC. Common Stock 552676108 988 13,514 Sole None Sole MACK-CALI REALTY CORP. Common Stock 554489104 3757 84,811 Sole None Sole MACROMEDIA INC Common Stock 556100105 2952 147,017 Sole None Sole MAGNA INTERNATIONAL (CLASS A) Common Stock 559222401 4065 54,875 Sole None Sole MAGNUM HUNTER RESOURCES Common Stock 55972F203 349 30,211 Sole None Sole MARATHON OIL CORPORATION Common Stock 565849106 4151 100,569 Sole None Sole MARSH & MCLENNAN COMPANIES, INC. Common Stock 571748102 5613 122,669 Sole None Sole MARSHALL & ILSLEY CORPORATION Common Stock 571834100 3210 79,655 Sole None Sole MARTIN MARIETTA MATLS Common Stock 573284106 3263 72,073 Sole None Sole MARVELL TECHNOLOGY GROUP Common Stock G5876H105 2862 109,544 Sole None Sole MATTHEWS INTL CORP CL A Common Stock 577128101 387 11,437 Sole None Sole MBNA CORPORATION Common Stock 55262L100 1182 46,924 Sole None Sole MCDONALD'S CORPORATION Common Stock 580135101 3229 115,212 Sole None Sole MDU RESOURCES GROUP, INC. Common Stock 552690109 3260 123,814 Sole None Sole MEDTRONIC, INC. Common Stock 585055106 4213 81,182 Sole None Sole MERCANTILE BANKSHARES Common Stock 587405101 3219 67,111 Sole None Sole MERCK & CO., INC. Common Stock 589331107 4697 142,326 Sole None Sole MERCURY GENERAL CORPORATION Common Stock 589400100 3301 62,416 Sole None Sole MERRILL LYNCH & CO., INC. Common Stock 590188108 215 4,322 Sole None Sole MICHAELS STORES, INC. Common Stock 594087108 432 7,296 Sole None Sole MOODY'S CORPORATION Common Stock 615369105 2141 29,226 Sole None Sole MOOG INC. Common Stock 615394202 882 24,286 Sole None Sole MORGAN STANLEY Common Stock 617446448 212 4,292 Sole None Sole MOTOROLA, INC. Common Stock 620076109 3071 170,225 Sole None Sole MURPHY OIL CORP Common Stock 626717102 1869 21,543 Sole None Sole NASH FINCH CO COM Common Stock 631158102 562 17,869 Sole None Sole NATIONAL BK CANADA Common Stock 633067103 3221 92,600 Sole None Sole NATIONAL CITY CORPORATION Common Stock 635405103 3224 83,482 Sole None Sole NATIONAL FUEL GAS COMPANY Common Stock 636180101 3846 135,755 Sole None Sole NATIONAL GRID TRANSCO PLC (ADR) Common Stock 636274102 976 22,786 Sole None Sole NAVIGANT CONSULTING, INC. Common Stock 63935N107 2874 130,869 Sole None Sole NEW JERSEY RESOURCES CORPORATION Common Stock 646025106 3211 77,564 Sole None Sole NEW PLAN EXCEL REALTY TR. Common Stock 648053106 3622 144,880 Sole None Sole NEWFIELD EXPLORATION CO. Common Stock 651290108 559 9,133 Sole None Sole NEXTEL COMMUNICATIONS (CLASS A) Common Stock 65332V103 7552 316,762 Sole None Sole NICOR INC. Common Stock 654086107 3201 87,212 Sole None Sole NIKE, INC. Common Stock 654106103 1072 13,599 Sole None Sole NOKIA CORPORATION (ADR) Common Stock 654902204 155 11,332 Sole None Sole NORDSTROM, INC. Common Stock 655664100 1289 33,709 Sole None Sole NORFOLK SOUTHERN CORP. Common Stock 655844108 6225 209,324 Sole None Sole NORTH FORK BANCORPORATION, INC. Common Stock 659424105 4298 96,697 Sole None Sole NORTHWEST NAT GAS CO Common Stock 667655104 530 16,627 Sole None Sole NSTAR Common Stock 67019E107 3199 65,162 Sole None Sole NU SKIN ENTERPRISES, INC. Common Stock 67018T105 4121 175,295 Sole None Sole NUCOR CORPORATION Common Stock 670346105 6060 66,322 Sole None Sole OCCIDENTAL PETROLEUM CORPORATION Common Stock 674599105 3966 70,916 Sole None Sole OHIO CAS CORP Common Stock 677240103 3457 165,182 Sole None Sole OLD NATIONAL BANCORP Common Stock 680033107 3200 128,810 Sole None Sole OM GROUP, INC. Common Stock 670872100 560 15,328 Sole None Sole OMI CORPORATION Common Stock Y6476W104 578 36,070 Sole None Sole ORACLE CORPORATION Common Stock 68389X105 151 13,365 Sole None Sole PACER INTERNATIONAL, INC. Common Stock 69373H106 284 17,344 Sole None Sole PACIFICARE HEALTH SYSTEMS, INC. Common Stock 695112102 780 21,240 Sole None Sole PARK OHIO HLDGS CORP COM Common Stock 700666100 2826 157,905 Sole None Sole PATINA OIL & GAS CORPORATION Common Stock 703224105 1110 37,544 Sole None Sole PENNEY J C INC Common Stock 708160106 2685 76,112 Sole None Sole PENNSYLVANIA R.E.I.T. Common Stock 709102107 3737 96,652 Sole None Sole PEOPLES ENERGY CORP. Common Stock 711030106 3155 75,689 Sole None Sole PEPSICO, INC. Common Stock 713448108 5497 112,988 Sole None Sole PER-SE TECHNOLOGIES Common Stock 713569309 173 12,615 Sole None Sole PETSMART, INC. Common Stock 716768106 258 9,085 Sole None Sole PFIZER INC. Common Stock 717081103 8326 272,103 Sole None Sole PHELPS DODGE CORPORATION Common Stock 717265102 7302 79,340 Sole None Sole PIEDMONT NATURAL GAS CO. Common Stock 720186105 3180 72,364 Sole None Sole PINNACLE WEST CAPITAL Common Stock 723484101 4118 99,236 Sole None Sole PITNEY BOWES INC. Common Stock 724479100 3675 83,333 Sole None Sole PIXAR ANIMATION STUDIOS Common Stock 725811103 1646 20,866 Sole None Sole PLUM CREEK TIMBER CO. INC. Common Stock 729251108 3235 92,357 Sole None Sole PNC FINANCIAL SERVICES Common Stock 693475105 3231 59,722 Sole None Sole PNM RESOURCES, INC. Common Stock 69349H107 3739 166,113 Sole None Sole POLARIS INDUSTRIES INC. Common Stock 731068102 1505 26,961 Sole None Sole POLYMEDICA CORPORATION Common Stock 731738100 375 12,160 Sole None Sole POPE & TALBOT INC COM Common Stock 732827100 340 19,300 Sole None Sole POTLATCH CORPORATION Common Stock 737628107 4802 102,580 Sole None Sole PPG INDUSTRIES, INC. Common Stock 693506107 3268 53,327 Sole None Sole PRIORITY HEALTHCARE CL B Common Stock 74264T102 349 17,331 Sole None Sole PROCTER & GAMBLE CO. Common Stock 742718109 3561 65,802 Sole None Sole PROGRESS ENERGY, INC. Common Stock 743263105 3245 76,637 Sole None Sole PROGRESS SOFTWARE Common Stock 743312100 324 16,273 Sole None Sole PROGRESSIVE CORPORATION Common Stock 743315103 886 10,449 Sole None Sole PROLOGIS Common Stock 743410102 3252 92,270 Sole None Sole PROVIDIAN FINL CORP Common Stock 74406A102 1758 113,135 Sole None Sole PROVINCE HEALTHCARE Common Stock 743977100 430 20,535 Sole None Sole PRUDENTIAL PLC (ADR) Common Stock 74435K204 729 44,531 Sole None Sole PULTE HOMES, INC. Common Stock 745867101 3114 50,736 Sole None Sole QUALCOMM, INC. Common Stock 747525103 3521 90,198 Sole None Sole QUEST DIAGNOSTICS INCORPORATED Common Stock 74834L100 1655 18,764 Sole None Sole QUESTAR CORPORATION Common Stock 748356102 3727 81,334 Sole None Sole RADIOSHACK CORPORATION Common Stock 750438103 424 14,792 Sole None Sole RARE HOSPITALITY INTL COM Common Stock 753820109 388 14,549 Sole None Sole RAYOVAC CORPORATION Common Stock 755081106 382 14,488 Sole None Sole REGIONS FINANCIAL CORP. Common Stock 7591EP100 3595 108,731 Sole None Sole RELIANCE STEEL & ALUMINUM Common Stock 759509102 543 13,677 Sole None Sole RESEARCH IN MOTION LTD. Common Stock 760975102 2935 38,449 Sole None Sole RLI CORP Common Stock 749607107 504 13,429 Sole None Sole ROCKWELL AUTOMATION Common Stock 773903109 4444 114,839 Sole None Sole ROYAL BANK OF CANADA Common Stock 780087102 3180 67,269 Sole None Sole ROYAL DUTCH PETROLEUM COMPANY (ADR) Common Stock 780257804 4373 84,754 Sole None Sole RUSSELL CORP Common Stock 782352108 461 27,380 Sole None Sole RYERSON TULL INC Common Stock 78375P107 532 30,993 Sole None Sole RYLAND GROUP, INC. Common Stock 783764103 463 4,997 Sole None Sole SAFECO CORP Common Stock 786429100 5418 118,684 Sole None Sole SANDISK CORPORATION Common Stock 80004C101 582 19,987 Sole None Sole SANOFI-AVENTIS (ADR) Common Stock 80105N105 207 5,665 Sole None Sole SAPIENT CORP Common Stock 803062108 2623 343,758 Sole None Sole SARA LEE CORPORATION Common Stock 803111103 3723 162,857 Sole None Sole SAXON CAPITAL, INC. Common Stock 80556T106 266 12,368 Sole None Sole SBC COMMUNICATIONS INC. Common Stock 78387G103 10390 400,379 Sole None Sole SCANA CORPORATION Common Stock 80589M102 3195 85,560 Sole None Sole SCHLUMBERGER LIMITED Common Stock 806857108 2833 42,096 Sole None Sole SCHOOL SPECIALTY, INC. Common Stock 807863105 328 8,313 Sole None Sole SEMPRA ENERGY Common Stock 816851109 4829 133,425 Sole None Sole SHELL TRANSPORT & TRADING (ADR) Common Stock 822703609 4177 93,841 Sole None Sole SHERWIN-WILLIAMS COMPANY Common Stock 824348106 1710 38,895 Sole None Sole SHOPKO STORES, INC. Common Stock 824911101 520 29,867 Sole None Sole SIMON PROPERTY GROUP, INC Common Stock 828806109 3170 59,116 Sole None Sole SMART & FINAL INC. Common Stock 831683107 2805 167,385 Sole None Sole SNAP-ON INCORPORATED Common Stock 833034101 2725 98,883 Sole None Sole SONOCO PRODUCTS COMPANY Common Stock 835495102 3161 119,557 Sole None Sole SOTHEBYS HLDGS INC CL A Common Stock 835898107 3313 210,757 Sole None Sole SOUTHERN COMPANY Common Stock 842587107 3176 105,939 Sole None Sole SOUTHTRUST CORPORATION Common Stock 844730101 3349 80,379 Sole None Sole SOUTHWESTERN ENERGY CO. Common Stock 845467109 5133 122,245 Sole None Sole SRA INTERNATIONAL, INC. Common Stock 78464R105 405 7,852 Sole None Sole ST JOE CO. Common Stock 790148100 285 5,969 Sole None Sole ST. JUDE MEDICAL Common Stock 790849103 637 8,464 Sole None Sole STANDARD PACIFIC CORPORATION Common Stock 85375C101 363 6,434 Sole None Sole STAPLES, INC. Common Stock 855030102 1455 48,789 Sole None Sole STARBUCKS CORPORATION Common Stock 855244109 3092 68,005 Sole None Sole STATION CASINOS INC. Common Stock 857689103 2854 58,199 Sole None Sole STEELCASE INC CL A Common Stock 858155203 522 37,300 Sole None Sole STEWART ENTERPRISES CL A Common Stock 860370105 533 76,741 Sole None Sole SUEZ SA (ADR) Common Stock 864686100 912 42,212 Sole None Sole SUNRISE SENIOR LIVING, INC. Common Stock 86768K106 299 8,516 Sole None Sole SUNTRUST BANKS, INC. Common Stock 867914103 3445 48,924 Sole None Sole SURMODICS INC COM Common Stock 868873100 399 16,812 Sole None Sole SYMANTEC CORPORATION Common Stock 871503108 5035 91,742 Sole None Sole SYMYX TECHNOLOGIES, INC. Common Stock 87155S108 332 14,116 Sole None Sole SYNOVUS FINANCIAL CORP. Common Stock 87161C105 3551 135,786 Sole None Sole SYSCO CORPORATION Common Stock 871829107 748 24,994 Sole None Sole TCF FINANCIAL CORPORATION Common Stock 872275102 219 7,236 Sole None Sole TECUMSEH PRODS CO CL A Common Stock 878895200 524 12,522 Sole None Sole TELECOM CORPORATION OF NEW ZEALAND (ADR)Common Stock 879278208 3211 100,935 Sole None Sole TELEFLEX INC. Common Stock 879369106 3860 90,835 Sole None Sole TELETECH HLDGS INC Common Stock 879939106 470 49,822 Sole None Sole TELLABS, INC. Common Stock 879664100 3272 356,012 Sole None Sole TENNECO AUTOMOTIVE INC Common Stock 880349105 2888 220,468 Sole None Sole TEREX CORP NEW COM Common Stock 880779103 572 13,170 Sole None Sole TESORO PETE CORP Common Stock 881609101 627 21,230 Sole None Sole TETRA TECHNOLOGIES, INC. Common Stock 88162F105 294 9,472 Sole None Sole TEVA PHARMACEUTICAL IND LTD (ADR) Common Stock 881624209 831 32,019 Sole None Sole TEXAS INDUSTRIES INC Common Stock 882491103 603 11,730 Sole None Sole THOMAS & BETTS CORP Common Stock 884315102 2955 110,191 Sole None Sole THOR INDUSTRIES, INC. Common Stock 885160101 376 14,214 Sole None Sole TIMBERLAND CO CL A Common Stock 887100105 397 6,986 Sole None Sole TIME WARNER INC. Common Stock 887317105 1601 99,211 Sole None Sole TIMKEN CO Common Stock 887389104 2925 118,792 Sole None Sole TORO COMPANY Common Stock 891092108 449 6,567 Sole None Sole TORONTO-DOMINION BANK Common Stock 891160509 3136 86,425 Sole None Sole TOTAL FINA ELF (ADR) Common Stock 89151E109 5843 57,187 Sole None Sole TOYOTA MOTOR CORPORATION (ADR) Common Stock 892331307 5607 73,411 Sole None Sole TRANS WORLD ENTMT CORP COM Common Stock 89336Q100 487 49,800 Sole None Sole TRANSCANADA CORPORATION Common Stock 89353D107 3122 142,896 Sole None Sole TREX CO INC Common Stock 89531P105 2787 62,942 Sole None Sole TYCO INTERNATIONAL LTD. Common Stock 902124106 838 27,346 Sole None Sole UGI CORP NEW COM Common Stock 902681105 3335 89,504 Sole None Sole UNILEVER N.V. (ADR) Common Stock 904784709 3638 62,944 Sole None Sole UNILEVER PLC (ADR) Common Stock 904767704 3341 101,175 Sole None Sole UNITED DOMINION REALTY Common Stock 910197102 3228 162,790 Sole None Sole UNITED INDL CORP COM Common Stock 910671106 2768 84,167 Sole None Sole UNITED ONLINE, INC. Common Stock 911268100 663 68,960 Sole None Sole UNITED PARCEL SERVICE Common Stock 911312106 1626 21,415 Sole None Sole UNITED TECHNOLOGIES CORPORATION Common Stock 913017109 1543 16,527 Sole None Sole UNITEDHEALTH GROUP INCORPORATED Common Stock 91324P102 3425 46,441 Sole None Sole UNITRIN, INC. Common Stock 913275103 3678 88,474 Sole None Sole UNIVERSAL CORPORATION Common Stock 913456109 3260 73,036 Sole None Sole UNIVISION COMMUNICATIONS INC. Common Stock 914906102 2717 85,939 Sole None Sole URBAN OUTFITTERS, INC. Common Stock 917047102 4075 118,468 Sole None Sole UST INC Common Stock 902911106 1601 39,776 Sole None Sole VALERO ENERGY CORPORATION Common Stock 91913Y100 6352 79,196 Sole None Sole VECTREN CORPORATION Common Stock 92240G101 3213 127,615 Sole None Sole VENTANA MEDICAL SYSTEMS, INC. Common Stock 92276H106 351 6,954 Sole None Sole VERIZON COMMUNICATIONS Common Stock 92343V104 3858 97,960 Sole None Sole VULCAN MATERIALS Common Stock 929160109 3659 71,819 Sole None Sole WALGREEN CO Common Stock 931422109 2797 78,053 Sole None Sole WAL-MART STORES INC Common Stock 931142103 251 4,710 Sole None Sole WASHINGTON FEDERAL INC. Common Stock 938824109 3185 126,644 Sole None Sole WASHINGTON MUTUAL INC. Common Stock 939322103 4091 104,686 Sole None Sole WASHINGTON REAL ESTATE INVESTMENT TRUST Common Stock 939653101 3238 106,870 Sole None Sole WATERS CORPORATION Common Stock 941848103 4384 99,412 Sole None Sole WATTS WATER TECHNLGS CL A Common Stock 942749102 524 19,531 Sole None Sole WAUSAU-MOSINEE PAPER COM Common Stock 943315101 420 25,235 Sole None Sole WD-40 CO Common Stock 929236107 401 14,032 Sole None Sole WEATHERFORD INTERNATIONAL LTD Common Stock G95089101 2007 39,346 Sole None Sole WEBEX COMMUNICATIONS, INC Common Stock 94767L109 458 20,985 Sole None Sole WEBSENSE, INC. Common Stock 947684106 432 10,366 Sole None Sole WEINGARTEN REALTY INVESTORS Common Stock 948741103 3214 97,361 Sole None Sole WELLS FARGO & COMPANY Common Stock 949746101 4339 72,771 Sole None Sole WESTERN WIRELESS CORP CL A Common Stock 95988E204 3025 117,658 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 3183 112,617 Sole None Sole WILLIAMS COMPANIES, INC. Common Stock 969457100 1677 138,584 Sole None Sole WILMINGTON TRUST CORP. Common Stock 971807102 3175 87,671 Sole None Sole WINNEBAGO INDUSTRIES Common Stock 974637100 471 13,610 Sole None Sole WISCONSIN ENERGY CORPORATION Common Stock 976657106 3190 100,009 Sole None Sole WOLVERINE WORLD WIDE COM Common Stock 978097103 413 16,595 Sole None Sole WPS RESOURCES CORP Common Stock 92931B106 3123 69,409 Sole None Sole WRIGHT MEDICAL GROUP, INC. Common Stock 98235T107 369 14,674 Sole None Sole WYETH Common Stock 983024100 3372 90,171 Sole None Sole XCEL ENERGY INC Common Stock 98389B100 4792 276,686 Sole None Sole XTO ENERGY INC. Common Stock 98385X106 3095 95,302 Sole None Sole YAHOO! INC. Common Stock 984332106 2923 86,203 Sole None Sole YANKEE CANDLE COMPANY, INC. Common Stock 984757104 392 13,523 Sole None Sole YELLOW ROADWAY CORP. Common Stock 985577105 2960 63,125 Sole None Sole YUM! BRANDS, INC. Common Stock 988498101 1640 40,333 Sole None Sole ZIMMER HOLDINGS, INC. Common Stock 98956P102 1037 13,117 Sole None Sole ---------- $1,192,175 ==========
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