13F-HR 1 q102_13f.txt 1ST QUARTER 2002 FILING, FIRST TRUST ADVISORS
Sum Of Investment Other Voting Name of Issuer Title of Class CUSIP Value X 1000 Shares Discretion Managers Authority ABN Amro Hldg Common Stock 000937102 $ 114 6,004 Sole None Sole Aflac Common Stock 001055102 $ 796 26,972 Sole None Sole America Online Inc Common Stock 00184A105 $ 76 3,215 Sole None Sole AOL Time Warner Common Stock 00184A105 $ 820 34,653 Sole None Sole AT&T Wireless Common Stock 00209A106 $ 232 25,972 Sole None Sole Abbott Labs Common Stock 002824100 $ 1,160 22,061 Sole None Sole Abbey Natl Common Stock 002920106 $ 95 3,392 Sole None Sole Activision Inc Common Stock 004930202 $ 32 1,071 Sole None Sole Adobe Sys Common Stock 00724F101 $ 1,006 24,962 Sole None Sole Affiliated Comp Common Stock 008190100 $ 921 16,404 Sole None Sole Air Products Common Stock 009158106 $ 3,256 63,045 Sole None Sole Airgas Inc Common Stock 009363102 $ 26 1,280 Sole None Sole Albertsons Inc Common Stock 013104104 $ 49 1,475 Sole None Sole Alcoa Common Stock 013817101 $ 2,317 61,403 Sole None Sole Alcatel - Spon ADR Common Stock 013904305 $ 39 2,752 Sole None Sole Alliant Techsystems Common Stock 018804104 $ 45 444 Sole None Sole Allstate Corp Common Stock 020002101 $ 810 21,453 Sole None Sole Alltel Corp Common Stock 020039103 $ 2 40 Sole None Sole Alyn Corp Common Stock 022611107 $ - 10 Sole None Sole Ambac Financial Common Stock 023139108 $ 739 12,519 Sole None Sole American Intl Common Stock 026874107 $ 711 9,855 Sole None Sole American Ital Common Stock 027070101 $ 518 11,400 Sole None Sole American Med Common Stock 02744M108 $ 458 20,360 Sole None Sole American Power Conve Common Stock 029066107 $ 4 250 Sole None Sole American Woodmark Co Common Stock 030506109 $ 5 76 Sole None Sole Americsourcebergen C Common Stock 03073E105 $ 1,088 15,934 Sole None Sole Amgen Common Stock 031162100 $ 1,653 27,701 Sole None Sole Anadarko Common Stock 032511107 $ 482 8,548 Sole None Sole Andrx Group Common Stock 034553107 $ 1,059 27,925 Sole None Sole Anglo American plc Common Stock 03485P102 $ 106 6,410 Sole None Sole Anheuser Busch Common Stock 035229103 $ 419 8,025 Sole None Sole Apache Corp Common Stock 037411105 $ 502 8,823 Sole None Sole Apogee Enterprises Common Stock 037598109 $ 5 387 Sole None Sole Apollo Group Common Stock 037604105 $ 468 8,743 Sole None Sole Applebees Intl Common Stock 037899101 $ 65 1,778 Sole None Sole Applied Mat Common Stock 038222105 $ 1,241 22,869 Sole None Sole Archer Daniels Midla Common Stock 039483102 $ 27 1,952 Sole None Sole Argosy Gaming Common Stock 040228108 $ 710 19,362 Sole None Sole Ariel Corp Common Stock 04033M104 $ 0 59 Sole None Sole Arkansas Best Corp Common Stock 040790107 $ 17 609 Sole None Sole Armor Holdings Common Stock 042260109 $ 532 19,614 Sole None Sole Ascential Common Stock 04362P108 $ 645 167,548 Sole None Sole Astrazeneca Common Stock 046353108 $ 177 3,576 Sole None Sole AutoDesk Inc Common Stock 052769106 $ 25 546 Sole None Sole Autozone Common Stock 053332102 $ 363 5,278 Sole None Sole Aventis ADR Common Stock 053561106 $ 175 2,551 Sole None Sole Avon Products Common Stock 054303102 $ 414 7,619 Sole None Sole BEI Tech Common Stock 05538P104 $ 172 9,119 Sole None Sole BG Group plc Common Stock 055434203 $ 60 2,683 Sole None Sole BJ Services Common Stock 055482103 $ 513 14,871 Sole None Sole Baldor Electric Common Stock 057741100 $ 528 23,371 Sole None Sole Bank Of America Corp Common Stock 060505104 $ 4,113 60,463 Sole None Sole Bank of NY Common Stock 064057102 $ 725 17,258 Sole None Sole Barr Labs Common Stock 068306109 $ 1,187 18,041 Sole None Sole Bausch & Lomb Common Stock 071707103 $ 571 12,814 Sole None Sole Bayer AG Common Stock 072730302 $ 105 3,098 Sole None Sole Bea Systems Common Stock 073325102 $ 24 1,759 Sole None Sole Beazer Homes USA Common Stock 07556Q105 $ 6 77 Sole None Sole Bed Bath Common Stock 075896100 $ 2,289 67,821 Sole None Sole Bell South Corp Common Stock 079860102 $ 553 15,010 Sole None Sole Best Buy Common Stock 086516101 $ 3,185 40,212 Sole None Sole BHP Billiton Ltd Common Stock 088606108 $ 57 4,635 Sole None Sole Bingo.com Common Stock 09051N108 $ 0 25 Sole None Sole Biogen Common Stock 090597105 $ 467 9,520 Sole None Sole Biomet Common Stock 090613100 $ 495 18,305 Sole None Sole Boeing Common Stock 097023105 $ 1,063 22,030 Sole None Sole Borland Software Cor Common Stock 099849101 $ 17 1,343 Sole None Sole Briggs & Stratt Common Stock 109043109 $ 518 11,262 Sole None Sole Bristol-Myers Common Stock 110122108 $ 1,412 34,865 Sole None Sole British American Tob Common Stock 110448107 $ 108 5,655 Sole None Sole Burlington N Santa F Common Stock 12189T104 $ 5 174 Sole None Sole Burlington Resources Common Stock 122014103 $ 17 435 Sole None Sole CBRL Group Inc. Common Stock 12489V106 $ 40 1,409 Sole None Sole CDW Computer Common Stock 125129106 $ 255 5,060 Sole None Sole Cable & Wireless Plc Common Stock 126830207 $ 77 7,808 Sole None Sole Canadian Nat. Common Stock 136385101 $ 509 15,448 Sole None Sole Capital One Common Stock 14040H105 $ 981 15,361 Sole None Sole Cardinal Health Common Stock 14149Y108 $ 1,183 16,689 Sole None Sole Carnival Corp Common Stock 143658102 $ 419 12,839 Sole None Sole Catapult Comm Common Stock 149016107 $ 199 7,900 Sole None Sole Caterpillar Common Stock 149123101 $ 6,792 119,474 Sole None Sole Celestica Inc Common Stock 15101Q108 $ 1,006 27,745 Sole None Sole CenturyTel Common Stock 156700106 $ 351 10,330 Sole None Sole Cephalon Common Stock 156708109 $ 170 2,694 Sole None Sole Charter One Common Stock 160903100 $ 764 24,468 Sole None Sole ChevronTexaco Common Stock 166764100 $ 618 6,848 Sole None Sole Chico's Fas Common Stock 168615102 $ 50 1,483 Sole None Sole Church & Dwight Co Common Stock 171340102 $ 39 1,319 Sole None Sole Ciena Corp Common Stock 171779101 $ 133 14,735 Sole None Sole Cima Labs Inc Common Stock 171796105 $ 21 774 Sole None Sole Cisco Systems Common Stock 17275R102 $ 2,539 149,974 Sole None Sole Cintas Common Stock 172908105 $ 558 11,186 Sole None Sole Citigroup Common Stock 172967101 $ 928 18,744 Sole None Sole Citrix Systems Common Stock 177376100 $ 2 110 Sole None Sole Colgate Palmol Common Stock 194162103 $ 376 6,577 Sole None Sole Columbia Common Stock 198516106 $ 381 11,349 Sole None Sole Comcast Corp Common Stock 200300200 $ 1,688 53,089 Sole None Sole Comerica Common Stock 200340107 $ 753 12,029 Sole None Sole Commerce Banc Common Stock 200525103 $ 781 17,673 Sole None Sole Compuware Corp Common Stock 205638109 $ 18 1,383 Sole None Sole Comverse Tech Common Stock 205862402 $ 280 22,066 Sole None Sole Concord Common Stock 206197105 $ 2,841 85,455 Sole None Sole Conmed Corp Common Stock 207410101 $ 402 16,084 Sole None Sole Conoco Inc Common Stock 208251504 $ 492 16,849 Sole None Sole Cooper Cos Inc Common Stock 216648402 $ 24 500 Sole None Sole Cooper Tire Common Stock 216831107 $ 649 29,988 Sole None Sole Copart Inc Common Stock 217204106 $ 81 4,500 Sole None Sole Corning Common Stock 219350105 $ 386 50,607 Sole None Sole Costco Common Stock 22160K105 $ 1,107 27,809 Sole None Sole Cott Corp Common Stock 22163N106 $ 11 608 Sole None Sole Credit Suisse Group Common Stock 225401108 $ 43 1,140 Sole None Sole Cryolife Inc Common Stock 228903100 $ 16 779 Sole None Sole CYTYC Common Stock 232946103 $ 181 6,723 Sole None Sole Darden Restaurants I Common Stock 237194105 $ 19 457 Sole None Sole Dean Foods Common Stock 242370104 $ 450 5,941 Sole None Sole Dell Computer Common Stock 247025109 $ 1,439 55,106 Sole None Sole Deluxe Corp Common Stock 248019101 $ 31 666 Sole None Sole Devon Energy Common Stock 25179M103 $ 539 11,159 Sole None Sole Diagnostic Prods Cor Common Stock 252450101 $ 55 1,275 Sole None Sole Dianon Sys Common Stock 252826102 $ 463 7,135 Sole None Sole Disney Common Stock 254687106 $ 1,128 48,873 Sole None Sole Dominion Resources Common Stock 25746U109 $ 68 1,040 Sole None Sole Du Pont (E.I.) Common Stock 263534109 $ 7,392 156,766 Sole None Sole Dynegy Inc Cl A Common Stock 26816Q101 $ 57 1,970 Sole None Sole EMC Corp Common Stock 268648102 $ 807 67,712 Sole None Sole ENI SPA Common Stock 26874R108 $ 492 6,824 Sole None Sole Eastman Kodak Common Stock 277461109 $ 10,717 343,811 Sole None Sole Eaton Vance Common Stock 278265103 $ 867 21,691 Sole None Sole Efunds Corp Common Stock 28224R101 $ 534 33,257 Sole None Sole El Paso Corp Common Stock 28336L109 $ 529 12,012 Sole None Sole Elan Corp Common Stock 284131208 $ 430 30,911 Sole None Sole Elcor Corp Common Stock 284443108 $ 270 12,154 Sole None Sole Electronic Data Syst Common Stock 285661104 $ 37 646 Sole None Sole Emerson Elec Common Stock 291011104 $ 486 8,461 Sole None Sole Endesa SA-Spon ADR Common Stock 29258N107 $ 55 3,670 Sole None Sole Enel Societa Per Azi Common Stock 29265W108 $ 99 3,486 Sole None Sole Entegris Inc Common Stock 29362U104 $ 724 44,845 Sole None Sole Equifax Inc Common Stock 294429105 $ 12 413 Sole None Sole Expedia Inc Common Stock 302125109 $ 36 510 Sole None Sole Express Scripts Common Stock 302182100 $ 1,455 25,271 Sole None Sole Exxon Mobil Common Stock 30231G102 $ 11,742 267,897 Sole None Sole FEI Co Common Stock 30241L109 $ 746 20,977 Sole None Sole Fair Isaac and Co In Common Stock 303250104 $ 38 600 Sole None Sole Family Dollar Stores Common Stock 307000109 $ 19 564 Sole None Sole Freddie Mac Common Stock 313400301 $ 789 12,449 Sole None Sole Fannie Mae Common Stock 313586109 $ 755 9,452 Sole None Sole First Horizon Common Stock 32051K106 $ 368 16,479 Sole None Sole Fiserv Inc Common Stock 337738108 $ 493 10,711 Sole None Sole Fleet Boston Common Stock 339030108 $ 736 21,020 Sole None Sole Florida Rock Common Stock 341140101 $ 736 18,480 Sole None Sole Flowers Industries I Common Stock 343498101 $ 5 189 Sole None Sole Forest Labs Common Stock 345838106 $ 187 2,287 Sole None Sole Fortune Brands Common Stock 349631101 $ 600 12,151 Sole None Sole Fossil Inc Common Stock 349882100 $ 520 19,552 Sole None Sole Freds Inc Common Stock 356108100 $ 24 663 Sole None Sole G S T Telecomm Inc Common Stock 361942105 $ 0 300 Sole None Sole Genentech Common Stock 368710406 $ 1,229 24,370 Sole None Sole General Dynamics Common Stock 369550108 $ 82 875 Sole None Sole General Mills Inc Common Stock 370334104 $ 24 497 Sole None Sole General Motors Common Stock 370442105 $ 8,246 136,415 Sole None Sole Genuine Parts Co. Common Stock 372460105 $ 64 1,739 Sole None Sole Gentiva Health Common Stock 37247A102 $ 401 16,201 Sole None Sole Genzyme Common Stock 372917104 $ 1,164 26,645 Sole None Sole GlaxoSmithKline Common Stock 37733W105 $ 187 3,972 Sole None Sole Goldman Sachs Common Stock 38141G104 $ 757 8,385 Sole None Sole Granite Construction Common Stock 387328107 $ 29 1,175 Sole None Sole Great Atlantic & Pac Common Stock 390064103 $ 21 762 Sole None Sole Group One Automotive Common Stock 398905109 $ 23 600 Sole None Sole Guidant Common Stock 401698105 $ 1,047 24,168 Sole None Sole HSBC Holdings Common Stock 404280406 $ 98 1,679 Sole None Sole Haemonetics Corp Common Stock 405024100 $ 25 799 Sole None Sole Hancock John Financi Common Stock 41014S106 $ 26 668 Sole None Sole Handleman Company Common Stock 410252100 $ 4 348 Sole None Sole Hanover Compres Common Stock 410768105 $ 285 15,858 Sole None Sole Harley Davidson Common Stock 412822108 $ 2,008 36,431 Sole None Sole Harsco Corp Common Stock 415864107 $ 548 13,989 Sole None Sole Health Mgmt Common Stock 421933102 $ 1,093 52,704 Sole None Sole Heartland Exp Common Stock 422347104 $ 635 31,791 Sole None Sole HJ Heinz Common Stock 423074103 $ 367 8,855 Sole None Sole Hershey Foods Common Stock 427866108 $ 375 5,464 Sole None Sole Hewlett Packard Common Stock 428236103 $ 608 33,880 Sole None Sole Home Depot Inc Common Stock 437076102 $ 121 2,497 Sole None Sole Honeywell Intl Common Stock 438516106 $ 444 11,595 Sole None Sole Hot Topic Common Stock 441339108 $ 19 931 Sole None Sole Household Intl Common Stock 441815107 $ 748 13,161 Sole None Sole Hunt (JB) Common Stock 445658107 $ 665 23,402 Sole None Sole ICU Medical Common Stock 44930G107 $ 288 7,919 Sole None Sole IDEC Pharm Common Stock 449370105 $ 1,229 19,118 Sole None Sole ITT Educational Common Stock 45068B109 $ 722 16,045 Sole None Sole Ikon Office Solution Common Stock 451713101 $ 32 2,688 Sole None Sole In Focus Sys Common Stock 45665B106 $ 461 25,333 Sole None Sole Insight Enterpr Common Stock 45765U103 $ 621 27,411 Sole None Sole Intel Corp Common Stock 458140100 $ 1,062 34,908 Sole None Sole Intermagnetics Common Stock 458771102 $ 251 9,212 Sole None Sole IBM Common Stock 459200101 $ 1,535 14,755 Sole None Sole Intl Paper Common Stock 460146103 $ 10,715 249,136 Sole None Sole Intuit Inc Common Stock 461202103 $ 25 660 Sole None Sole Investment Tech Common Stock 46145F105 $ 1,056 20,020 Sole None Sole JDA Software Common Stock 46612K108 $ 536 16,827 Sole None Sole J.P. Morgan Co. Common Stock 46625H100 $ 10,570 296,498 Sole None Sole Jefferson Pilot Corp Common Stock 475070108 $ 26 526 Sole None Sole Johnson & John Common Stock 478160104 $ 1,855 28,562 Sole None Sole Jones Apparel Common Stock 480074103 $ 372 10,635 Sole None Sole Juniper Net Common Stock 48203R104 $ 710 56,245 Sole None Sole KLA-Tencor Corp Common Stock 482480100 $ 868 13,050 Sole None Sole Kimberly-Clark Common Stock 494368103 $ 375 5,797 Sole None Sole King Pharm Common Stock 495582108 $ 1,109 31,688 Sole None Sole Kraft Foods Common Stock 50075N104 $ 370 9,562 Sole None Sole LNR PPTY Corp Common Stock 501940100 $ 548 15,639 Sole None Sole Lands End Inc. Common Stock 515086106 $ 61 1,359 Sole None Sole Landry's Restaurant Common Stock 51508L103 $ 16 677 Sole None Sole Landstar System Inc Common Stock 515098101 $ 24 257 Sole None Sole Leap Wireless Int'l Common Stock 521863100 $ 0 16 Sole None Sole Legg Mason Common Stock 524901105 $ 748 14,098 Sole None Sole Lehman Bros Common Stock 524908100 $ 893 13,817 Sole None Sole Liberty Media Common Stock 530718105 $ 1,105 87,384 Sole None Sole Lilly (Eli) Common Stock 532457108 $ 1,157 15,178 Sole None Sole Linear Tech Common Stock 535678106 $ 970 21,942 Sole None Sole Liz Claiborne Common Stock 539320101 $ 374 13,177 Sole None Sole Lloyd TSB Group Common Stock 539439109 $ 97 2,343 Sole None Sole Lockheed Martin Corp Common Stock 539830109 $ 66 1,151 Sole None Sole Loews Corp Common Stock 540424108 $ 37 630 Sole None Sole Longs Drug Common Stock 543162101 $ 580 20,826 Sole None Sole Lowe's Co Common Stock 548661107 $ 2,828 65,022 Sole None Sole Lubrizol Common Stock 549271104 $ 478 13,738 Sole None Sole Lucent Technologies Common Stock 549463107 $ 0 2 Sole None Sole MBNA Corp Common Stock 55262L100 $ 861 22,316 Sole None Sole MKS Instruments Common Stock 55306N104 $ 813 23,748 Sole None Sole MPTV Inc (New) Common Stock 553424409 $ 1 20,000 Sole None Sole Marathon Oil Common Stock 565849106 $ 480 16,668 Sole None Sole Mattel Incorporated Common Stock 577081102 $ 70 3,343 Sole None Sole Maxim Integrat Common Stock 57772K101 $ 1,079 19,365 Sole None Sole May Department Common Stock 577778103 $ 502 14,408 Sole None Sole Maximus Inc Common Stock 577933104 $ 7 222 Sole None Sole McData Corp Common Stock 580031201 $ 0 7 Sole None Sole McDonalds Corp Common Stock 580135101 $ 68 2,459 Sole None Sole McKesson Corporation Common Stock 58155Q103 $ 37 995 Sole None Sole Medimmune Common Stock 584699102 $ 1,086 27,618 Sole None Sole Medquist Inc Common Stock 584949101 $ 37 1,224 Sole None Sole Medtronic Common Stock 585055106 $ 1,005 22,225 Sole None Sole Mentor Corp Common Stock 587188103 $ 563 15,613 Sole None Sole Merck Common Stock 589331107 $ 7,160 124,357 Sole None Sole Mercury Computers Common Stock 589378108 $ 22 676 Sole None Sole Merrill Lynch Common Stock 590188108 $ 766 13,831 Sole None Sole MetLife Inc Common Stock 59156R108 $ 728 23,098 Sole None Sole Michaels Stores Inc Common Stock 594087108 $ 91 2,418 Sole None Sole Microsoft Common Stock 594918104 $ 1,344 22,291 Sole None Sole Microchip Common Stock 595017104 $ 346 8,264 Sole None Sole Hang Lung Prop Common Stock 6030506 $ 6,019 824,514 Sole None Sole Mirant Corp Common Stock 604675108 $ 596 41,237 Sole None Sole Mobile Mini Inc Common Stock 60740F105 $ 14 442 Sole None Sole Mohawk Industries Common Stock 608190104 $ 63 1,054 Sole None Sole Moodys Corp Common Stock 615369105 $ 64 1,548 Sole None Sole Morgan Stanley Common Stock 617446448 $ 864 15,080 Sole None Sole Mylan Labs Inc Common Stock 628530107 $ 87 2,937 Sole None Sole NTT DoCoMo Common Stock 62942M201 $ 502 7,334 Sole None Sole NVR Inc Common Stock 62944T105 $ 77 244 Sole None Sole Nabors Indus Common Stock 629568106 $ 537 12,705 Sole None Sole Nanometrics Common Stock 630077105 $ 169 9,170 Sole None Sole Nash-Finch Company Common Stock 631158102 $ 6 212 Sole None Sole 99 Cents Only Stores Common Stock 65440K106 $ 36 936 Sole None Sole Nokia Common Stock 654902204 $ 1,281 61,781 Sole None Sole Novartis AG Common Stock 66987V109 $ 174 4,386 Sole None Sole Novellus Sys Common Stock 670008101 $ 1,398 25,814 Sole None Sole Nvidia Common Stock 67066G104 $ 524 11,810 Sole None Sole Ocular Sciences Inc Common Stock 675744106 $ 21 741 Sole None Sole Ohio Cas Corp Common Stock 677240103 $ 728 38,461 Sole None Sole Oracle Corp Common Stock 68389X105 $ 1,005 78,483 Sole None Sole Outback Steak Common Stock 689899102 $ 422 11,807 Sole None Sole P F Changs China Bis Common Stock 69333Y108 $ 519 7,788 Sole None Sole Paccar Common Stock 693718108 $ 381 5,201 Sole None Sole Pall Corp Common Stock 696429307 $ 409 19,971 Sole None Sole Paychex Inc Common Stock 704326107 $ 53 1,340 Sole None Sole Peabody Energy Common Stock 704549104 $ 506 17,462 Sole None Sole Pediatrix Med Group Common Stock 705324101 $ 12 285 Sole None Sole Pep Boys Common Stock 713278109 $ 22 1,320 Sole None Sole Pepsico Common Stock 713448108 $ 375 7,279 Sole None Sole Performance Food Gro Common Stock 713755106 $ 35 1,072 Sole None Sole Pfizer Common Stock 717081103 $ 1,585 39,873 Sole None Sole Pharmaceutical Prod Common Stock 717124101 $ 18 526 Sole None Sole Pharmacia Common Stock 71713U102 $ 175 3,886 Sole None Sole Philadelphia Consoli Common Stock 717528103 $ 21 529 Sole None Sole Philip Morris Common Stock 718154107 $ 7,951 150,950 Sole None Sole Phillips Petrol Common Stock 718507106 $ 504 8,032 Sole None Sole Phoenix Cos Inc. Common Stock 71902E109 $ 2 118 Sole None Sole Plum Creek Timber Common Stock 729251108 $ 30 1,011 Sole None Sole Polyone Corp Common Stock 73179P106 $ 566 46,388 Sole None Sole Power Integrations Common Stock 739276103 $ 16 850 Sole None Sole Praxair Common Stock 74005P104 $ 3,293 55,074 Sole None Sole Precision Drill Common Stock 74022D100 $ 506 15,826 Sole None Sole Principal Fncl Common Stock 74251V102 $ 715 28,272 Sole None Sole Procter & Gambl Common Stock 742718109 $ 1,061 11,778 Sole None Sole Progressive Common Stock 743315103 $ 3,449 20,701 Sole None Sole Prudential Common Stock 74435K204 $ 41 1,992 Sole None Sole QUALCOMM Common Stock 747525103 $ 1,357 36,048 Sole None Sole Qwest Comm Common Stock 749121109 $ 133 16,201 Sole None Sole RPM Inc. Ohio Common Stock 749685103 $ 32 2,041 Sole None Sole Radian Group Common Stock 750236101 $ 801 16,316 Sole None Sole Raymond James Common Stock 754730109 $ 737 21,541 Sole None Sole Rayonier Common Stock 754907103 $ 514 9,641 Sole None Sole Raytheon Co Common Stock 755111507 $ 623 15,181 Sole None Sole Regis Corp Common Stock 758932107 $ 24 862 Sole None Sole Reliant Energy Inc Common Stock 75952J108 $ 83 3,210 Sole None Sole Remington Oil Common Stock 759594302 $ 269 13,364 Sole None Sole Republic Banc Common Stock 760282103 $ 501 35,783 Sole None Sole Roadway Corp Common Stock 769742107 $ 459 12,402 Sole None Sole Robert Half Intl Inc Common Stock 770323103 $ 21 718 Sole None Sole Roche Holdings Common Stock 771195104 $ 186 2,399 Sole None Sole Royal Dutch Common Stock 780257804 $ 499 9,190 Sole None Sole Ryan's Family Steak Common Stock 783519101 $ 21 865 Sole None Sole Ryder System Common Stock 783549108 $ 649 21,962 Sole None Sole Ryland Group Common Stock 783764103 $ 52 578 Sole None Sole S B C Communications Common Stock 78387G103 $ 10,038 268,115 Sole None Sole Safeway Inc Common Stock 786514208 $ 125 2,775 Sole None Sole San Paolo-IMI S P A Common Stock 799175104 $ 112 4,739 Sole None Sole Sanmina Corp Common Stock 800907107 $ 0 20 Sole None Sole Sara Lee Common Stock 803111103 $ 456 21,981 Sole None Sole Schering-Plough Common Stock 806605101 $ 1,112 35,540 Sole None Sole School Specialty Common Stock 807863105 $ 20 745 Sole None Sole Scientific-Atl Common Stock 808655104 $ 445 19,265 Sole None Sole Scotts Company Common Stock 810186106 $ 399 8,720 Sole None Sole Sears Common Stock 812387108 $ 3,162 61,674 Sole None Sole Sensient Tech Common Stock 81725T100 $ 530 23,009 Sole None Sole Serologicals Common Stock 817523103 $ 248 15,821 Sole None Sole ServiceMaster Common Stock 81760N109 $ 481 34,966 Sole None Sole Shuffle Master Common Stock 825549108 $ 233 11,257 Sole None Sole Sicor Inc Common Stock 825846108 $ 66 3,857 Sole None Sole Siebel Systems Common Stock 826170102 $ 1,249 38,305 Sole None Sole Smurfit-Stone Contai Common Stock 832727101 $ 24 1,395 Sole None Sole Snap-On Inc Common Stock 833034101 $ 489 14,357 Sole None Sole Societe Generale Fra Common Stock 83364L109 $ 109 8,732 Sole None Sole Sonic Corp Common Stock 835451105 $ 674 26,232 Sole None Sole Sonic Automotive Common Stock 83545G102 $ 20 666 Sole None Sole Sprint Corp Common Stock 852061506 $ 273 26,529 Sole None Sole Stanley Works Common Stock 854616109 $ 18 381 Sole None Sole Staples Inc Common Stock 855030102 $ 3,119 156,168 Sole None Sole Starbucks Corp Common Stock 855244109 $ 20 853 Sole None Sole Starwood Hotels Common Stock 85590A203 $ 608 16,169 Sole None Sole Staten Island Common Stock 857550107 $ 801 40,687 Sole None Sole Statoil ASA Common Stock 85771P102 $ 118 15,036 Sole None Sole Stericycle Common Stock 858912108 $ 23 371 Sole None Sole Stillwell Financial Common Stock 860831106 $ 24 973 Sole None Sole Stone Energy Common Stock 861642106 $ 491 12,667 Sole None Sole Storage Technology C Common Stock 862111200 $ 44 2,029 Sole None Sole Stryker Corp Common Stock 863667101 $ 1,102 18,272 Sole None Sole Sun Microsys Common Stock 866810104 $ 750 85,022 Sole None Sole SunGard Data Common Stock 867363103 $ 917 27,818 Sole None Sole Sunoco Inc Common Stock 86764P109 $ 517 12,919 Sole None Sole Suntrust Banks Common Stock 867914103 $ 748 11,215 Sole None Sole Supervalu Common Stock 868536103 $ 562 21,773 Sole None Sole Surmodics Common Stock 868873100 $ 28 645 Sole None Sole Symantec Common Stock 871503108 $ 2,399 58,202 Sole None Sole THQ Inc Common Stock 872443403 $ 28 561 Sole None Sole TJX Companies Common Stock 872540109 $ 3,056 76,369 Sole None Sole TMP Worldwide Common Stock 872941109 $ 27 773 Sole None Sole Take Two Common Stock 874054109 $ 440 21,875 Sole None Sole Telecom Italia Common Stock 87927W106 $ 42 512 Sole None Sole Telefonica S.A. Common Stock 879382208 $ 426 12,853 Sole None Sole Telefonas Mex Common Stock 879403780 $ 791 19,579 Sole None Sole Telephone Common Stock 879433100 $ 346 3,916 Sole None Sole Tellabs Common Stock 879664100 $ 1,059 101,171 Sole None Sole Tenet Health Common Stock 88033G100 $ 3,646 54,401 Sole None Sole 3M Co Common Stock 88579Y101 $ 610 5,304 Sole None Sole Tidewater Common Stock 886423102 $ 528 12,473 Sole None Sole Torchmark Corp Common Stock 891027104 $ 4 100 Sole None Sole Toro Company Common Stock 891092108 $ 25 415 Sole None Sole Total SA Common Stock 89151E109 $ 487 6,356 Sole None Sole Trinity Ind Common Stock 896522109 $ 425 17,502 Sole None Sole UST Inc Common Stock 902911106 $ 12 311 Sole None Sole USA Networks Inc Common Stock 902984103 $ 10 325 Sole None Sole USEC Inc Common Stock 90333E108 $ 17 2,691 Sole None Sole UnitedHealth Group I Common Stock 910581107 $ 172 2,250 Sole None Sole United Natural Common Stock 911163103 $ 294 11,821 Sole None Sole UTD Natural Foods Common Stock 911163103 $ 15 602 Sole None Sole United Technologies Common Stock 913017109 $ 124 1,670 Sole None Sole USFreightways Corp Common Stock 916906100 $ 27 758 Sole None Sole V F Corp Common Stock 918204108 $ 545 12,599 Sole None Sole Valero Energy Common Stock 91913Y100 $ 515 10,403 Sole None Sole Veritas Softwr Common Stock 923436109 $ 876 19,996 Sole None Sole VeriSign Common Stock 92343E102 $ 25 913 Sole None Sole Verizon Comm Common Stock 92343V104 $ 535 11,711 Sole None Sole Vodafone Common Stock 92857W100 $ 353 19,170 Sole None Sole Washington Mut Common Stock 939322103 $ 2,138 64,544 Sole None Sole Waste Management Inc Common Stock 94106L109 $ 1,342 49,265 Sole None Sole Watson Pharm Common Stock 942683103 $ 152 5,627 Sole None Sole Weatherford Common Stock 947074100 $ 515 10,805 Sole None Sole Wellpoint Common Stock 94973H108 $ 1,082 16,996 Sole None Sole Wells Fargo Common Stock 949746101 $ 777 15,738 Sole None Sole Wendy's Common Stock 950590109 $ 392 11,220 Sole None Sole Werner Enterprises Common Stock 950755108 $ 34 1,616 Sole None Sole Whirlpool Common Stock 963320106 $ 377 4,996 Sole None Sole Williams Co Common Stock 969457100 $ 347 14,745 Sole None Sole Wolverine World Wide Common Stock 978097103 $ 25 1,385 Sole None Sole WorldCom Common Stock 98157D106 $ 261 38,716 Sole None Sole Wrigley WM Jr Co Common Stock 982526105 $ 23 424 Sole None Sole Wyeth Common Stock 983024100 $ 185 2,820 Sole None Sole XTO Energy Common Stock 98385X106 $ 500 24,948 Sole None Sole Yahoo Common Stock 984332106 $ 26 1,392 Sole None Sole Zimmer Holdings Common Stock 98956P102 $ 1,038 30,471 Sole None Sole Zurich Financial Ser Common Stock 98982M107 $ 99 4,275 Sole None Sole Amdocs Common Stock G02602103 $ 1,150 43,166 Sole None Sole GlobalSantaFe Common Stock G3930E101 $ 506 15,478 Sole None Sole Noble Corp Common Stock G65422100 $ 549 13,276 Sole None Sole Check Point Common Stock M22465104 $ 973 32,013 Sole None Sole $ 305,160