-----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, JG3PfYg8nMcUarvA+daldmA6yLhYmyVpD5jz2fMuwFAw8j96Woh218g1oixv+x8w 6VqSIO0TqwsLAKaQKFd0iQ== 0000893220-05-001207.txt : 20050516 0000893220-05-001207.hdr.sgml : 20050516 20050516131938 ACCESSION NUMBER: 0000893220-05-001207 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050516 DATE AS OF CHANGE: 20050516 EFFECTIVENESS DATE: 20050516 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GARTMORE SA CAPITAL TRUST CENTRAL INDEX KEY: 0001259952 IRS NUMBER: 526969856 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10509 FILM NUMBER: 05832800 BUSINESS ADDRESS: STREET 1: 1200 RIVER RD STREET 2: STE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: 4845301300 13F-HR 1 w09132be13fvhr.txt FORM 13F GARTMORE SA CAPITAL TRUST UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended March 31, 2005 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: Gartmore SA Capital Trust ------------------------------------------------------- Address: 1200 River Road Conshohocken, PA 19428 ------------------------------------------------------- Form 13F File Number: 28-04903 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 understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Eric Miller ------------------------------------------ Title: Vice President - Associate General Counsel ------------------------------------------ Phone: 888-223-2116 ------------------------------------------ Signature, Place, and Date of Signing: /s/ Eric Miller Conshohocken, PA 5/16/2005 - --------------- ------------------------- --------------- (Signature) (City, State) (Date) Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) Form 13F Gartmore SA Capital Trust Summary Page Report Summary: Form 13F Gartmore SA Capital Trust Information Table Entry 498 Form 13F Gartmore SA Capital Trust Information Table Value 3,018,477 (thousands)
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - ------------------------- -------------- --------- -------- --------- ---- ---------- ------- ------------ ----- --------- ---- 3COM CORP COMMON 885535104 $ 474 133,239 X 133,239 ABERCROMBIE & FITCH CO. COMMON 002896207 $ 434 7,590 X 7,590 ACADIA PHARMACEUTICALS IN COMMON 004225108 $ 1,365 197,850 X 197,850 ACCENTURE LTD. COMMON G1150G111 $ 487 20,150 X 20,150 ACTIVISION, INC. COMMON 004930202 $ 357 24,133 X 24,133 ADOLOR CORP COMMON 00724X102 $ 1,250 125,791 X 125,791 ADTRAN INC COMMON 00738A106 $ 1,648 93,418 X 93,418 ADVANCED ENERGY INDS INC COMMON 007973100 $ 1,266 130,972 X 130,972 AES CORP COMMON 00130H105 $ 4,074 248,708 X 248,708 AETNA INC COMMON 00817Y108 $14,723 196,442 X 196,442 AFC ENTERPRISES INC COMMON 00104Q107 $ 224 8,800 X 8,800 AFFILIATED COMPUTER SVCS COMMON 008190100 $17,066 320,554 X 320,554 AFFILIATED MANAGERS GROUP COMMON 008252108 $ 354 5,700 X 5,700 AIR PRODS + CHEMS INC COMMON 009158106 $ 3,550 56,096 X 56,096 AIRGAS INC COMMON 009363102 $ 4,746 198,676 X 198,676 ALAMO GROUP INC COMMON 011311107 $ 277 11,200 X 11,200 ALASKA AIR GROUP INC COMMON 011659109 $ 336 11,400 X 11,400 ALBEMARLE CORP COMMON 012653101 $ 204 5,600 X 5,600 ALBERTSONS INC COMMON 013104104 $29,078 1,408,146 X 1,408,146 ALCON INC COMMON H01301102 $ 2,205 24,700 X 24,700 ALLEGHENY TECHNOLOGIES IN COMMON 01741R102 $ 244 10,100 X 10,100 ALLIED WASTE INDS INC COMMON 019589308 $ 1,380 188,753 X 188,753 ALLMERICA FINL CORP COMMON 019754100 $ 331 9,200 X 9,200 ALLSTATE CORP COMMON 020002101 $31,222 577,537 X 577,537 ALNYLAM PHARMACEUTICALS I COMMON 02043Q107 $ 1,606 219,119 X 219,119 ALPHA NAT RES INC COMMON 02076X102 $ 1,123 39,179 X 39,179 ALTRIA GROUP INC COMMON 02209S103 $42,682 652,725 X 652,725 AMEDISYS INC COMMON 023436108 $ 321 10,600 X 10,600 AMEDISYS, INC. COMMON 023436108 $ 1,027 33,960 X 33,960 AMERADA HESS CORP COMMON 023551104 $ 7,950 82,630 X 82,630 AMERICAN CAP STRATEGIES L COMMON 024937104 $ 396 12,600 X 12,600 AMERICAN INTL GROUP INC COMMON 026874107 $18,689 337,281 X 337,281 AMERICAN STANDARD COMPANIES, INC. COMMON 029712106 $ 335 7,210 X 7,210 AMERICAN STD COS INC DEL COMMON 029712106 $ 4,578 98,500 X 98,500 AMETEK INC NEW COMMON 031100100 $ 379 9,405 X 9,405 AMGEN INC COMMON 031162100 $15,444 265,316 X 265,316 AMR CORP DEL COMMON 001765106 $ 2,254 210,695 X 210,695 AMSOUTH BANCORPORATION COMMON 032165102 $ 1,809 69,700 X 69,700 ANADARKO PETE CORP COMMON 032511107 $ 3,993 52,475 X 52,475 APACHE CORP COMMON 037411105 $28,330 462,686 X 462,686 APPLE COMPUTER COMMON 037833100 $ 8,876 213,000 X 213,000 APPLIED MATERIALS INC COMMON 038222105 $ 5,185 319,100 X 319,100 ARAMARK CORP COMMON 038521100 $ 1,377 52,388 X 52,388 ARCH COAL INC COMMON 039380100 $ 3,589 83,443 X 83,443 ARCHER DANIELS MIDLAND CO COMMON 039483102 $14,832 603,427 X 603,427 ARLINGTON TANKERS LTD COMMON G04899103 $ 1,623 69,061 X 69,061 ARROW ELECTRS INC COMMON 042735100 $12,324 486,168 X 486,168 ASHFORD HOSPITALITY TR IN COMMON 044103109 $ 389 38,111 X 38,111 ASHLAND INC COMMON 044204105 $ 6,897 102,218 X 102,218 ASPEN INSURANCE HOLDINGS COMMON G05384105 $ 277 11,003 X 11,003 ASSURANT INC COMMON 04621X108 $ 280 8,310 X 8,310 AstraZeneca PLC COMMON 046353108 $ 1,284 32,480 X 32,480 ASTRAZENECA PLC-SPNS ADR COMMON 046353108 $ 1,270 32,140 X 32,140
AUTODESK INCORPORATED COMMON 052769106 $ 6,279 210,987 X 210,987 AUTODESK, INC. COMMON 052769106 $ 429 14,420 X 14,420 AVAYA INC COMMON 053499109 $ 1,322 113,197 X 113,197 AVNET INC COMMON 053807103 $ 1,046 56,789 X 56,789 B&G Foods Holdings Corp COMMON 05508R205 $ 1,797 120,600 X 120,600 BAKER HUGHES INC COMMON 057224107 $ 6,500 146,100 X 146,100 BANK AMER CORP COMMON 060505104 $58,040 1,316,094 X 1,316,094 BANK NEW YORK INC COMMON 064057102 $17,375 598,090 X 598,090 BANK OF AMERICA CORPORATION COMMON 060505104 $ 899 20,380 X 20,380 BANKATLANTIC BANCORP INC COMMON 065908501 $ 354 20,360 X 20,360 BANTA CORP COMMON 066821109 $ 325 7,600 X 7,600 BARR PHARMACEUTICALS INC COMMON 068306109 $ 1,693 34,681 X 34,681 BARRETT BILL CORP COMMON 06846N104 $ 355 12,291 X 12,291 BAUSCH + LOMB INC COMMON 071707103 $ 8,579 117,038 X 117,038 BEA SYS INC COMMON 073325102 $ 222 27,800 X 27,800 BEACON ROOFING SUPPLY INC COMMON 073685109 $ 271 12,400 X 12,400 BEAR STEARNS COS INC COMMON 073902108 $11,559 115,710 X 115,710 BEARINGPOINT INC COMMON 074002106 $ 1,617 184,327 X 184,327 BECTON DICKINSON + CO COMMON 075887109 $10,966 187,715 X 187,715 BED, BATH & BEYOND INC. COMMON 075896100 $ 751 20,550 X 20,550 BEST BUY CO INC COMMON 086516101 $ 2,009 37,200 X 37,200 BEST BUY CO., INC. COMMON 086516101 $ 251 4,650 X 4,650 BJ SVCS CO COMMON 055482103 $10,489 202,170 X 202,170 BORDERS GROUP INC COMMON 099709107 $ 1,990 74,758 X 74,758 BORLAND SOFTWARE CORP COMMON 099849101 $ 1,676 206,382 X 206,382 BRINKER INTL INC COMMON 109641100 $ 1,196 33,025 X 33,025 BRISTOL MYERS SQUIBB CO COMMON 110122108 $10,090 396,290 X 396,290 BUCYRUS INTL INC NEW COMMON 118759109 $ 2,651 67,863 X 67,863 BURLINGTON NORTHN SANTA F COMMON 12189T104 $19,001 352,327 X 352,327 C.H. Robinson Worldwide, Inc. COMMON 12541W100 $ 488 9,470 X 9,470 CABLEVISION SYSTEMS CORP. COMMON 12686C109 $ 374 13,330 X 13,330 CACI INTL INC COMMON 127190304 $ 1,812 32,813 X 32,813 CADENCE DESIGN SYS INC COMMON 127387108 $ 1,498 100,224 X 100,224 CAESARS ENTMT INC COMMON 127687101 $ 8,766 442,967 X 442,967 CALPINE CORP COMMON 131347106 $ 1,992 711,344 X 711,344 CAMPBELL SOUP CO COMMON 134429109 $19,976 688,358 X 688,358 Canadian National Railway Company COMMON 136375102 $ 513 8,110 X 8,110 Capital One Financial Corporation COMMON 14040H105 $ 490 6,560 X 6,560 CAPITAL ONE FINL CORP COMMON 14040H105 $24,415 326,530 X 326,530 CAREER ED CORP COMMON 141665109 $ 737 21,525 X 21,525 CAREMARK RX INC COMMON 141705103 $ 531 13,341 X 13,341 Caremark Rx, Inc. COMMON 141705103 $ 1,211 30,440 X 30,440 CARLISLE COS INC COMMON 142339100 $ 363 5,200 X 5,200 CARRIZO OIL + GAS INC COMMON 144577103 $ 352 20,696 X 20,696 CB RICHARD ELLIS GROUP IN COMMON 12497T101 $ 1,062 30,345 X 30,345 CCC INFORMATION SVCS GROU COMMON 12487Q109 $ 274 11,990 X 11,990 CEDAR SHOPPING CTRS INC COMMON 150602209 $ 330 23,205 X 23,205 CELANESE CORP DE COMMON 150870103 $ 6,306 350,519 X 350,519 CELESTICA INC COMMON 15101Q108 $ 2,640 195,422 X 195,422 CENTENNIAL COMMUNICATIONS COMMON 15133V208 $ 221 20,400 X 20,400 CHARMING SHOPPES INC COMMON 161133103 $ 235 28,900 X 28,900 Chemed Corporation COMMON 16359R103 $ 759 9,930 X 9,930 CHESAPEAKE ENERGY CORP COMMON 165167107 $ 261 11,900 X 11,900 CHEVRONTEXACO CORP COMMON 166764100 $84,207 1,444,133 X 1,444,133
CINCINNATI BELL INC NEW COMMON 171871106 $ 782 184,110 X 184,110 CINTAS CORP COMMON 172908105 $ 2,565 62,089 X 62,089 CISCO SYS INC COMMON 17275R102 $15,243 852,033 X 852,033 CISCO SYTEMS COMMON 17275R102 $ 719 40,200 X 40,200 CIT GROUP INC NEW COMMON 125581108 $13,072 343,996 X 343,996 CITIGROUP INC COMMON 172967101 $25,423 565,717 X 565,717 CITY NATL CORP COMMON 178566105 $ 457 6,550 X 6,550 CLEAR CHANNEL COMMUNICATI COMMON 184502102 $ 1,463 42,457 X 42,457 CMS ENERGY CORP COMMON 125896100 $ 2,971 227,806 X 227,806 COACH INC COMMON 189754104 $ 6,340 111,950 X 111,950 COHERENT INC COMMON 192479103 $ 263 7,800 X 7,800 COLONIAL BANCGROUPINC COMMON 195493309 $ 3,093 150,712 X 150,712 COMCAST CORP NEW COMMON 20030N101 $17,006 503,433 X 503,433 COMERICA INC COMMON 200340107 $ 4,549 82,585 X 82,585 COMMERCIAL METALS CO COMMON 201723103 $ 238 7,010 X 7,010 Community Health Systems Inc. COMMON 203668108 $ 1,642 47,040 X 47,040 COMPUTER SCIENCES CORP COMMON 205363104 $ 9,374 204,443 X 204,443 COMPUWARE CORP COMMON 205638109 $ 3,445 478,448 X 478,448 COMSTOCK RES INC COMMON 205768203 $ 240 8,340 X 8,340 COMTECH TELECOMMUNICATION COMMON 205826209 $ 297 5,705 X 5,705 CONAGRA INC COMMON 205887102 $ 3,332 123,321 X 123,321 CONOCOPHILLIPS COMMON 20825C104 $28,687 266,018 X 266,018 CONSTELLATION ENERGY GROU COMMON 210371100 $10,009 193,594 X 193,594 CORINTHIAN COLLEGES INC COMMON 218868107 $ 2,034 129,386 X 129,386 COSTCO WHSL CORP NEW COMMON 22160K105 $12,843 290,697 X 290,697 COUNTRYWIDE FINL CORP COMMON 222372104 $ 8,936 275,278 X 275,278 COVANCE INC COMMON 222816100 $ 3,125 65,631 X 65,631 COVANSYS CORP COMMON 22281W103 $ 209 14,000 X 14,000 COVENTRY HEALTH CARE INC COMMON 222862104 $ 1,047 15,363 X 15,363 CVS CORP COMMON 126650100 $14,834 281,900 X 281,900 D R HORTON INC COMMON 23331A109 $ 1,754 59,991 X 59,991 DADE BEHRING HLDGS INC COMMON 23342J206 $ 301 5,100 X 5,100 DANAHER CORP COMMON 235851102 $15,709 294,123 X 294,123 DARDEN RESTAURANTS INC COMMON 237194105 $ 8,443 275,193 X 275,193 DEAN FOODS CO NEW COMMON 242370104 $ 3,228 94,115 X 94,115 DEERE & CO. COMMON 244199105 $ 745 11,100 X 11,100 DELL INC COMMON 24702R101 $36,836 958,765 X 958,765 DENTSPLY INTL INC NEW COMMON 249030107 $ 305 5,600 X 5,600 DEX MEDIA INC COMMON 25212E100 $ 1,691 81,898 X 81,898 DIANA SHIPPING INC COMMON Y2066G104 $ 2,872 173,666 X 173,666 DIEBOLD INC COMMON 253651103 $ 1,430 26,065 X 26,065 DISNEY WALT CO COMMON 254687106 $19,073 663,856 X 663,856 DOLLAR GEN CORP COMMON 256669102 $11,514 525,535 X 525,535 DOLLAR TREE STORES INC COMMON 256747106 $ 2,839 98,817 X 98,817 DOMINOS PIZZA INC COMMON 25754A201 $ 1,992 106,589 X 106,589 DONNELLEY R R + SONS CO COMMON 257867101 $ 2,339 73,981 X 73,981 DOVER CORP COMMON 260003108 $ 1,069 28,281 X 28,281 DOW CHEM CO COMMON 260543103 $38,863 779,606 X 779,606 DOW CHEMICAL COMMON 260543103 $ 437 8,760 X 8,760 DREAMWORKS ANIMATION SKG COMMON 26153C103 $ 1,168 28,690 X 28,690 DRYSHIPS INC COMMON Y2109Q101 $ 3,048 156,371 X 156,371 DUKE ENERGY CO COMMON 264399106 $15,614 557,450 X 557,450 E PIPHANY INC COMMON 26881V100 $ 982 276,493 X 276,493 EASTMAN KODAK CO COMMON 277461109 $ 1,407 43,211 X 43,211
ECHOSTAR COMMUNICATIONS C COMMON 278762109 $ 6,818 233,088 X 233,088 EDWARDS A G INC COMMON 281760108 $ 739 16,500 X 16,500 EGL INC COMMON 268484102 $ 2,755 120,851 X 120,851 ELAN CORP. COMMON 284131208 $ 331 102,100 X 102,100 ELIZABETH ARDEN INC COMMON 28660G106 $ 268 11,300 X 11,300 EMC CORP COMMON 268648102 $13,727 1,114,202 X 1,114,202 ENERGEN CORP COMMON 29265N108 $ 256 3,850 X 3,850 ENSCO INTERNATIONAL, INC. COMMON 26874Q100 $ 867 23,010 X 23,010 ENSCO INTL INC COMMON 26874Q100 $ 640 17,000 X 17,000 ENTERCOM COMMUNICATIONS C COMMON 293639100 $ 1,491 41,963 X 41,963 EOG RESOURCES INC COMMON 26875P101 $ 1,684 34,544 X 34,544 EOG Resources, Inc. COMMON 26875P101 $ 536 11,000 X 11,000 EQUIFAX INC COMMON 294429105 $ 503 16,400 X 16,400 EXCEL MARITIME CARRIERS L COMMON V3267N107 $ 317 17,200 X 17,200 EXXON MOBIL CORP COMMON 30231G102 $93,962 1,576,547 X 1,576,547 Eyetech Pharmaceuticals Inc. COMMON 302297106 $ 290 10,550 X 10,550 FEDERAL HOME LN MTG CORP COMMON 313400301 $11,853 187,554 X 187,554 FEDERATED DEPT STORES INC COMMON 31410H101 $ 9,998 157,100 X 157,100 FEDEX CORP COMMON 31428X106 $11,065 117,775 X 117,775 FIRST AMERICAN CORP COMMON 318522307 $ 6,972 211,650 X 211,650 FIRSTMERIT CORP COMMON 337915102 $ 415 15,500 X 15,500 FISERV INC COMMON 337738108 $ 1,901 47,769 X 47,769 FISHER SCIENTIFIC INTL IN COMMON 338032204 $12,039 211,507 X 211,507 FOOT LOCKER INC COMMON 344849104 $ 1,966 67,097 X 67,097 FRANKLIN BANK CORP COMMON 352451108 $ 336 19,500 X 19,500 Franklin Resources, Inc. COMMON 354613101 $ 625 9,110 X 9,110 FRONTIER AIRLS INC NEW COMMON 359065109 $ 495 47,235 X 47,235 G + K SERVICES COMMON 361268105 $ 351 8,700 X 8,700 GENERAL ELEC CO COMMON 369604103 $96,489 2,675,797 X 2,675,797 GENESCO INC COMMON 371532102 $ 207 7,300 X 7,300 GENLYTE GROUP INC COMMON 372302109 $ 333 3,700 X 3,700 GENZYME CORP COMMON 372917104 $12,928 225,862 X 225,862 GEORGIA PAC CORP COMMON 373298108 $14,013 394,855 X 394,855 GILEAD SCIENCES INC COMMON 375558103 $ 1,275 35,610 X 35,610 Gilead Sciences, Inc. COMMON 375558103 $ 1,566 43,740 X 43,740 GLATFELTER COMMON 377316104 $ 494 33,511 X 33,511 GOLDMAN SACHS GROUP INC COMMON 38141G104 $23,584 214,420 X 214,420 Goldman Sachs Group, Inc. COMMON 38141G104 $ 499 4,540 X 4,540 GRANT PRIDECO INC COMMON 38821G101 $ 2,293 94,890 X 94,890 GREAT PLAINS ENERGY INC COMMON 391164100 $ 909 29,725 X 29,725 GREY WOLF INC COMMON 397888108 $ 2,738 416,155 X 416,155 HALLIBURTON CO COMMON 406216101 $ 2,538 58,674 X 58,674 HARRIS CORP DEL COMMON 413875105 $ 3,464 106,110 X 106,110 HARSCO CORP COMMON 415864107 $ 248 4,160 X 4,160 HARTFORD FINANCIAL SVCS G COMMON 416515104 $12,283 179,150 X 179,150 HEADWATERS INC COMMON 42210P102 $ 2,042 62,225 X 62,225 HEALTH NET INC COMMON 42222G108 $ 240 7,326 X 7,326 HEALTHTRONICS INC COMMON 42222L107 $ 217 20,200 X 20,200 HEWITT ASSOCS INC COMMON 42822Q100 $ 1,056 39,685 X 39,685 HEWLETT PACKARD CO COMMON 428236103 $15,970 727,900 X 727,900 HOME DEPOT INC COMMON 437076102 $10,679 279,264 X 279,264 HORNBECK OFFSHORE SVCS IN COMMON 440543106 $ 238 9,500 X 9,500 HOSPIRA INC COMMON 441060100 $ 1,039 32,210 X 32,210 HUBBELL INC COMMON 443510201 $ 1,661 32,503 X 32,503
HUGHES SUPPLY INC COMMON 444482103 $ 8,647 290,650 X 290,650 HUNT J B TRANS SVCS INC COMMON 445658107 $20,740 473,834 X 473,834 IAC / INTERACTIVECORP COMMON 44919P102 $ 2,237 100,431 X 100,431 IDACORP INC COMMON 451107106 $ 462 16,300 X 16,300 IMPAX LABORATORIES INC COMMON 45256B101 $ 261 16,300 X 16,300 IMS HEALTH INC COMMON 449934108 $ 3,087 126,581 X 126,581 INDYMAC BANCORP INC COMMON 456607100 $ 1,174 34,523 X 34,523 INGERSOLL RAND COMPANY LI COMMON G4776G101 $37,369 469,167 X 469,167 INSITUFORM TECHNOLOGIES I COMMON 457667103 $ 237 16,300 X 16,300 INTEGRATED CIRCUIT SYS IN COMMON 45811K208 $ 4,209 220,138 X 220,138 INTEL CORP COMMON 458140100 $46,548 2,003,773 X 2,003,773 INTERGRAPH CORP COMMON 458683109 $ 311 10,800 X 10,800 INTERNATIONAL BUSINESS MA COMMON 459200101 $13,910 152,218 X 152,218 INTERNATIONAL GAME TECHNO COMMON 459902102 $ 1,042 39,073 X 39,073 INTERNATIONAL PAPER CO COMMON 460146103 $25,488 692,808 X 692,808 INTERNATIONAL SPEEDWAY CO COMMON 460335201 $ 1,111 20,483 X 20,483 INTERSIL CORP COMMON 46069S109 $ 1,789 103,309 X 103,309 INTERVOICE BRITE INC COMMON 461142101 $ 219 19,526 X 19,526 Investors Financial Services Corp. COMMON 461915100 $ 611 12,490 X 12,490 INVESTORS FINL SERVICES C COMMON 461915100 $ 3,950 80,761 X 80,761 INVITROGEN CORP COMMON 46185R100 $ 6,231 90,045 X 90,045 INVITROGEN CORP. COMMON 46185R100 $ 688 9,940 X 9,940 iShares Nasdaq Biotechno- logy Index Fund COMMON 464287556 $ 754 11,870 X 11,870 ITT INDS INC COMMON 450911102 $ 2,897 32,100 X 32,100 IVAX CORP COMMON 465823102 $ 2,463 124,566 X 124,566 JACK IN THE BOX INC COMMON 466367109 $ 226 6,100 X 6,100 JACOBS ENGR GROUP INC COMMON 469814107 $ 1,057 20,365 X 20,365 JARDEN CORP COMMON 471109108 $ 344 7,500 X 7,500 JOHNSON & JOHNSON COMMON 478160104 $ 2,070 30,820 X 30,820 JOHNSON + JOHNSON COMMON 478160104 $59,139 880,567 X 880,567 JONES APPAREL GROUP INC COMMON 480074103 $ 1,858 55,494 X 55,494 JPMORGAN CHASE + CO COMMON 46625H100 $20,046 579,366 X 579,366 JUNIPER NETWORKS, INC. COMMON 48203R104 $ 382 17,300 X 17,300 JUPITERMEDIA CORP COMMON 48207D101 $ 186 12,000 X 12,000 KANBAY INTL INC COMMON 48369P207 $ 1,637 80,034 X 80,034 KAYDON CORP COMMON 486587108 $ 302 9,605 X 9,605 KCS ENERGY INC COMMON 482434206 $ 309 20,105 X 20,105 KEMET CORP COMMON 488360108 $ 837 107,989 X 107,989 KENNAMETAL INC COMMON 489170100 $ 1,430 30,109 X 30,109 KLA TENCOR CORP COMMON 482480100 $ 7,369 160,170 X 160,170 KOHLS CORP COMMON 500255104 $24,087 466,536 X 466,536 KOMAG INC COMMON 500453204 $ 322 14,400 X 14,400 KROGER CO COMMON 501044101 $ 5,190 323,757 X 323,757 LAIDLAW INTERNATIONAL W I COMMON 50730R102 $ 320 15,400 X 15,400 LANCASTER COLONY CORP COMMON 513847103 $ 1,755 41,250 X 41,250 LAUDER ESTEE COS INC COMMON 518439104 $24,741 550,053 X 550,053 LAWSON SOFTWARE INC COMMON 520780107 $ 973 164,932 X 164,932 LEGG MASON INC COMMON 524901105 $ 2,113 27,036 X 27,036 LEGGETT + PLATT INC COMMON 524660107 $13,754 476,230 X 476,230 LENNAR CORP COMMON 526057104 $ 3,128 55,182 X 55,182 LIFEPOINT HOSPITALS INC. COMMON 53219L109 $ 2,087 47,610 X 47,610 LIFEPOINT HOSPS INC COMMON 53219L109 $ 1,372 31,300 X 31,300 LIGHTBRIDGE INC COMMON 532226107 $ 1,207 199,561 X 199,561 LIGHTBRIDGE, INC. COMMON 532226107 $ 124 20,425 X 20,425
LILLY ELI + CO COMMON 532457108 $13,725 263,428 X 263,428 LINCOLN NATL CORP IN COMMON 534187109 $ 9,618 213,071 X 213,071 LINENS N THINGS INC COMMON 535679104 $ 2,521 101,526 X 101,526 LOCKHEED MARTIN CORP COMMON 539830109 $ 1,776 29,087 X 29,087 LOEWS CORP COMMON 540424207 $ 1,792 54,127 X 54,127 LONGS DRUG STORES CORP COMMON 543162101 $ 216 6,300 X 6,300 LTX CORP COMMON 502392103 $ 1,605 361,494 X 361,494 LUBRIZOL CORP COMMON 549271104 $ 207 5,100 X 5,100 MANPOWER INC WIS COMMON 56418H100 $ 2,835 65,139 X 65,139 MARSHALL + ILSLEY CORP COMMON 571834100 $ 3,336 79,903 X 79,903 MARVEL ENTERPRISES INC COMMON 57383M108 $ 364 18,200 X 18,200 MASCO CORP COMMON 574599106 $ 2,493 71,893 X 71,893 MATTEL INC COMMON 577081102 $ 1,582 74,100 X 74,100 MAVERICK TUBE CORP COMMON 577914104 $ 309 9,500 X 9,500 MAXIM INTEGRATED PRODS IN COMMON 57772K101 $15,241 372,902 X 372,902 MAXIM INTEGRATED PRODUCTS, INC. COMMON 57772K101 $ 1,183 28,950 X 28,950 MAY DEPT STORES CO COMMON 577778103 $ 1,471 39,732 X 39,732 MBNA CORP COMMON 55262L100 $10,396 423,457 X 423,457 MCDATA CORPORATION COMMON 580031201 $ 896 237,570 X 237,570 MCDONALDS CORP COMMON 580135101 $34,930 1,121,721 X 1,121,721 MEADWESTVACO CORP COMMON 583334107 $15,466 486,053 X 486,053 MELLON FINL CORP COMMON 58551A108 $ 2,383 83,511 X 83,511 MEMC ELECTR MATLS INC COMMON 552715104 $ 198 14,700 X 14,700 MEMC ELECTRONIC MATERIALS, INC. COMMON 552715104 $ 330 24,500 X 24,500 MERIDIAN RESOURCE CORP COMMON 58977Q109 $ 253 49,000 X 49,000 MERITAGE HOME CORP COMMON 59001A102 $ 280 4,750 X 4,750 MERRILL LYNCH + CO INC COMMON 590188108 $19,574 345,828 X 345,828 METLIFE INC COMMON 59156R108 $33,115 846,926 X 846,926 MICROCHIP TECHNOLOGY INC COMMON 595017104 $20,923 804,436 X 804,436 MICRON TECHNOLOGY INC COMMON 595112103 $ 8,242 797,092 X 797,092 MICROSOFT COMMON 594918104 $24,670 1,020,705 X 1,020,705 MICROSOFT CORP COMMON 594918104 $ 986 40,800 X 40,800 MILLENNIUM PHARMACEUTICAL COMMON 599902103 $ 447 53,050 X 53,050 MOLSON COORS BREWING CO COMMON 60871R209 $ 2,809 36,403 X 36,403 MONSTER WORLDWIDE INC COMMON 611742107 $ 4,812 171,568 X 171,568 MORGAN STANLEY COMMON 617446448 $16,631 290,505 X 290,505 MOSAIC CO COMMON 61945A107 $ 338 19,800 X 19,800 MOTOROLA INC COMMON 620076109 $15,517 1,036,534 X 1,036,534 MSC INDL DIRECT INC COMMON 553530106 $ 1,430 46,779 X 46,779 MURPHY OIL CORP COMMON 626717102 $ 494 5,000 X 5,000 NABORS INDUSTRIES LTD COMMON G6359F103 $32,964 557,393 X 557,393 NATIONAL FINL PARTNERS CO COMMON 63607P208 $ 267 6,700 X 6,700 NATIONAL OILWELL VARCO INC COMMON 637071101 $ 2,134 45,703 X 45,703 NATIONAL SEMICONDUCTOR CORP. COMMON 637640103 $ 420 20,400 X 20,400 NCI BLDG SYS INC COMMON 628852105 $ 274 7,105 X 7,105 NCR CORP NEW COMMON 62886E108 $ 237 7,028 X 7,028 NETIQ COMMON 64115P102 $ 1,440 125,947 X 125,947 NEW YORK CMNTY BANCORP IN COMMON 649445103 $ 2,089 115,050 X 115,050 NEWFIELD EXPL CO COMMON 651290108 $ 2,874 38,700 X 38,700 NEWPORT CORP COMMON 651824104 $ 187 12,900 X 12,900 NEWS CORP COMMON 65248E104 $ 3,123 184,569 X 184,569 NEWS CORP. (CLASS "A" STOCK) COMMON 65248E104 $ 715 42,250 X 42,250 NII HLDGS INC COMMON 62913F201 $ 299 5,200 X 5,200 NITROMED INC COMMON 654798503 $ 561 32,437 X 32,437
NOBLE CORPORATION COMMON G65422100 $ 589 10,473 X 10,473 NOBLE ENERGY INC COMMON 655044105 $ 2,616 38,456 X 38,456 Nordstrom, Inc. COMMON 655664100 $ 481 8,690 X 8,690 NORFOLK SOUTHN CORP COMMON 655844108 $18,935 511,067 X 511,067 NORTH FORK BANCORPORATION COMMON 659424105 $ 1,343 48,406 X 48,406 NORTHROP GRUMMAN CORP COMMON 666807102 $20,572 381,096 X 381,096 NOVELLUS SYS INC COMMON 670008101 $ 2,138 79,990 X 79,990 NRG ENERGY INC COMMON 629377508 $ 2,258 66,121 X 66,121 NUVELO INC COMMON 67072M301 $ 3,537 544,103 X 544,103 NVIDIA CORP COMMON 67066G104 $ 1,929 81,200 X 81,200 NVIDIA Corporation COMMON 67066G104 $ 459 19,330 X 19,330 OFFICE DEPOT INC COMMON 676220106 $ 8,529 384,551 X 384,551 OLD REP INTL CORP COMMON 680223104 $ 4,290 184,209 X 184,209 OLIN CORP COMMON 680665205 $ 2,326 104,302 X 104,302 OMNICARE, INC. COMMON 681904108 $ 1,042 29,400 X 29,400 OMNICELL INC COMMON 68213N109 $ 747 103,642 X 103,642 ON SEMICONDUCTOR CORP COMMON 682189105 $ 209 53,000 X 53,000 OSHKOSH TRUCK CORP COMMON 688239201 $ 362 4,410 X 4,410 OSI PHARMACEUTICALS INC COMMON 671040103 $ 723 17,490 X 17,490 OWENS + MINOR INC NEW COMMON 690732102 $ 1,417 52,192 X 52,192 PACCAR INC COMMON 693718108 $ 5,333 73,675 X 73,675 PACIFIC SUNWEAR OF CALIF COMMON 694873100 $ 1,474 52,690 X 52,690 Pacific Sunwear Of California, Inc. COMMON 694873100 $ 333 11,900 X 11,900 PACKAGING CORP AMER COMMON 695156109 $ 2,586 106,454 X 106,454 PANTRY INC COMMON 698657103 $ 207 6,700 X 6,700 PARALLEL PETE CORP DEL COMMON 699157103 $ 954 129,857 X 129,857 PARKER HANNIFIN CORP COMMON 701094104 $ 1,659 27,230 X 27,230 PATTERSON COS INC COMMON 703395103 $ 420 8,400 X 8,400 PATTERSON UTI ENERGY INC COMMON 703481101 $ 1,731 69,166 X 69,166 PAYCHEX INC COMMON 704326107 $ 1,026 31,266 X 31,266 PEABODY ENERGY CORP COMMON 704549104 $ 7,879 169,959 X 169,959 Peabody Energy Corporation COMMON 704549104 $ 411 8,860 X 8,860 PEPSICO INC COMMON 713448108 $ 8,080 152,376 X 152,376 PepsiCo, Inc. COMMON 713448108 $ 1,484 27,990 X 27,990 PETSMART INC COMMON 716768106 $13,453 467,929 X 467,929 PFIZER INC COMMON 717081103 $37,208 1,416,383 X 1,416,383 PFIZER, INC. COMMON 717081103 $ 514 19,580 X 19,580 PG+E CORP COMMON 69331C108 $ 423 12,400 X 12,400 PHELPS DODGE CORP COMMON 717265102 $28,662 281,745 X 281,745 PIER 1 IMPORTS INC COMMON 720279108 $ 528 28,949 X 28,949 PIONEER DRILLING CO COMMON 723655106 $ 747 54,253 X 54,253 PLATINUM UNDERWRITERS HOL COMMON G7127P100 $ 4,122 138,801 X 138,801 PMI GROUP INC COMMON 69344M101 $ 2,885 75,890 X 75,890 PNM RES INC COMMON 69349H107 $ 350 13,137 X 13,137 PPG INDS INC COMMON 693506107 $ 3,540 49,500 X 49,500 PPL CORP COMMON 69351T106 $ 3,431 63,540 X 63,540 Praxair, Inc. COMMON 74005P104 $ 488 10,190 X 10,190 PREMCOR INC COMMON 74045Q104 $ 1,735 29,069 X 29,069 PRESTIGE BRANDS HLDGS INC COMMON 74112D101 $ 1,352 76,626 X 76,626 PROASSURANCE CORP COMMON 74267C106 $ 300 7,600 X 7,600 PROCTER AND GAMBLE CO COMMON 742718109 $14,285 269,523 X 269,523 PROTEIN DESIGN LABS INC COMMON 74369L103 $ 430 26,869 X 26,869 PRUDENTIAL FINL INC COMMON 744320102 $23,988 417,909 X 417,909 PSS WORLD MED INC COMMON 69366A100 $ 423 37,235 X 37,235
PULTE HOMES INC COMMON 745867101 $ 6,418 87,169 X 87,169 QLOGIC CORP COMMON 747277101 $10,575 261,100 X 261,100 QLogic Corporation COMMON 747277101 $ 631 15,570 X 15,570 QUALCOMM INC COMMON 747525103 $ 8,845 241,346 X 241,346 Quest Software, Inc. COMMON 74834T103 $ 465 33,600 X 33,600 QUESTAR CORP COMMON 748356102 $ 1,585 26,755 X 26,755 QWEST COMMUNICATIONS INTL COMMON 749121109 $ 4,563 1,233,223 X 1,233,223 RADIAN GROUP INC COMMON 750236101 $ 3,244 67,958 X 67,958 RADIOSHACK CORP COMMON 750438103 $11,059 451,385 X 451,385 RALCORP HLDGS INC NEW COMMON 751028101 $ 284 6,005 X 6,005 RANGE RES CORP COMMON 75281A109 $ 935 40,040 X 40,040 INTERNATIONAL, INC. COMMON 753820109 $ 639 20,690 X 20,690 RAYTHEON CO COMMON 755111507 $14,810 382,685 X 382,685 READERS DIGEST ASSN INC COMMON 755267101 $ 2,167 125,199 X 125,199 REGAL ENTMT GROUP COMMON 758766109 $ 309 14,700 X 14,700 RESEARCH IN MOTION LTD COMMON 760975102 $ 2,071 27,100 X 27,100 REYNOLDS AMERN INC COMMON 761713106 $10,487 130,122 X 130,122 ROBERT HALF INTL INC COMMON 770323103 $ 1,219 45,200 X 45,200 ROYAL CARIBBEAN CRUISES L COMMON V7780T103 $16,438 367,825 X 367,825 ROYAL GOLD INC COMMON 780287108 $ 189 10,300 X 10,300 RUBY TUESDAY INC COMMON 781182100 $ 6,386 262,898 X 262,898 RYDER SYS INC COMMON 783549108 $ 9,595 230,100 X 230,100 SAFEWAY INC COMMON 786514208 $ 1,765 95,233 X 95,233 SANMINA SCI CORP COMMON 800907107 $ 2,412 462,005 X 462,005 SBC COMMUNICATIONS INC COMMON 78387G103 $11,343 478,823 X 478,823 SCHLUMBERGER LTD COMMON 806857108 $27,068 384,054 X 384,054 SCHOLASTIC CORP COMMON 807066105 $ 273 7,400 X 7,400 SCHULMAN A INC COMMON 808194104 $ 373 21,417 X 21,417 SEAGATE TECHNOLOGY COMMON G7945J104 $ 9,185 469,829 X 469,829 SEMPRA ENERGY COMMON 816851109 $23,488 589,565 X 589,565 SEPRACOR INC COMMON 817315104 $ 431 7,500 X 7,500 SEROLOGICALS CORP. COMMON 817523103 $ 323 13,200 X 13,200 SHAMIR OPTICAL INDUSTRY LTD. COMMON HM8368310 $ 501 32,410 X 32,410 SIEBEL SYS INC COMMON 826170102 $ 1,516 165,994 X 165,994 SIGNATURE BK NEW YORK NY COMMON 82669G104 $ 1,700 64,120 X 64,120 SMITH INTL INC COMMON 832110100 $ 1,336 21,300 X 21,300 SMITHFIELD FOODS INC COMMON 832248108 $ 319 10,100 X 10,100 SMURFIT STONE CONTAINER C COMMON 832727101 $ 2,176 140,665 X 140,665 CORPORATION COMMON 832727101 $ 384 24,800 X 24,800 SOUTHERN CO COMMON 842587107 $ 4,488 141,005 X 141,005 SOUTHWEST AIRLS CO COMMON 844741108 $ 5,662 397,584 X 397,584 SPRINT CORP COMMON 852061100 $11,631 511,242 X 511,242 ST JUDE MED INC COMMON 790849103 $10,980 305,000 X 305,000 St. Jude Medical, Inc. COMMON 790849103 $ 337 9,350 X 9,350 STAPLES INC COMMON 855030102 $17,868 568,513 X 568,513 Worldwide, Inc. COMMON 85590A203 $ 748 12,460 X 12,460 STEEL DYNAMICS INC COMMON 858119100 $ 1,520 44,131 X 44,131 STEELCASE INC COMMON 858155203 $ 199 14,400 X 14,400 STERIS CORP COMMON 859152100 $ 1,709 67,696 X 67,696 SUNGARD DATA SYS INC COMMON 867363103 $ 2,460 71,299 X 71,299 SUNTRUST BKS INC COMMON 867914103 $ 3,287 45,602 X 45,602 SWIFT TRANSN INC COMMON 870756103 $ 1,056 47,719 X 47,719 SYMANTEC CORP. COMMON 871503108 $ 738 34,600 X 34,600 SYNERON MEDICAL LTD COMMON M87245102 $ 952 29,880 X 29,880
SYNOPSYS INC COMMON 871607107 $ 1,023 56,523 X 56,523 TARGET CORP COMMON 87612E106 $12,516 250,219 X 250,219 TECH DATA CORP COMMON 878237106 $ 8,471 228,573 X 228,573 TETRA TECH INC NEW COMMON 88162G103 $ 990 78,458 X 78,458 TEXAS INSTRS INC COMMON 882508104 $12,633 495,587 X 495,587 Textron Inc. COMMON 883203101 $ 487 6,520 X 6,520 The Hartford Financial Services Group, Inc. COMMON 416515104 $ 413 6,020 X 6,020 THERMO ELECTRON CORP COMMON 883556102 $ 8,207 324,533 X 324,533 THERMOGENESIS CORP COMMON 883623209 $ 173 34,600 X 34,600 THOMAS + BETTS CORP COMMON 884315102 $ 336 10,400 X 10,400 TIFFANY + CO NEW COMMON 886547108 $ 1,203 34,850 X 34,850 TIME WARNER INC NEW COMMON 887317105 $18,062 1,029,150 X 1,029,150 TIMKEN CO COMMON 887389104 $11,148 407,760 X 407,760 TMP Worldwide, Inc. COMMON 611742107 $ 395 14,080 X 14,080 TOWER GROUP INC COMMON 891777104 $ 313 23,490 X 23,490 TRANSOCEAN INC COMMON G90078109 $11,292 219,431 X 219,431 TRIAD GTY INC COMMON 895925105 $ 305 5,800 X 5,800 TRIAD HOSPITALS INC. COMMON 89579K109 $ 803 16,030 X 16,030 TRIAD HOSPITALS, INC. COMMON 89579K109 $ 526 10,490 X 10,490 TRIAD HOSPS INC COMMON 89579K109 $15,032 300,049 X 300,049 TUPPERWARE CORP COMMON 899896104 $ 1,672 82,121 X 82,121 TXU CORP COMMON 873168108 $12,883 161,788 X 161,788 TYCO INTL LTD COMMON 902124106 $12,381 366,307 X 366,307 TYSON FOODS INC COMMON 902494103 $ 2,324 139,342 X 139,342 U S I HLDGS CORP COMMON 90333H101 $ 3,605 305,997 X 305,997 UAP HLDG CORP COMMON 903441103 $ 1,960 121,768 X 121,768 ULTRA PETE CORP COMMON 903914109 $ 1,557 30,650 X 30,650 UNITED HEALTHCARE CORP. COMMON 91324P102 $ 3,221 33,770 X 33,770 UNITED TECHNOLOGIES CORP. COMMON 913017109 $ 490 4,820 X 4,820 UNITEDHEALTH GROUP INC COMMON 91324P102 $56,505 592,420 X 592,420 UNITEDHEALTH GROUP, INC. COMMON 91324P102 $ 522 5,470 X 5,470 UNIVERSAL CORP VA COMMON 913456109 $ 1,315 28,729 X 28,729 URS CORP NEW COMMON 903236107 $ 2,592 90,167 X 90,167 V F CORP COMMON 918204108 $ 1,945 32,885 X 32,885 VERISIGN INC COMMON 92343E102 $ 7,055 245,814 X 245,814 VERISIGN, INC COMMON 92343E102 $ 459 16,000 X 16,000 VERIZON COMMUNICATIONS COMMON 92343V104 $15,223 428,829 X 428,829 VIACOM INC COMMON 925524308 $ 9,560 274,476 X 274,476 VNUS MED TECHNOLOGIES INC COMMON 928566108 $ 985 85,038 X 85,038 W+T OFFSHORE INC COMMON 92922P106 $ 221 10,642 X 10,642 WABASH NATL CORP COMMON 929566107 $ 2,453 100,518 X 100,518 WABTEC COMMON 929740108 $ 332 16,200 X 16,200 WACHOVIA CORP 2ND NEW COMMON 929903102 $50,795 997,749 X 997,749 WADDELL + REED FINL INC COMMON 930059100 $ 2,756 139,620 X 139,620 WAL MART STORES INC COMMON 931142103 $24,371 486,350 X 486,350 WASHINGTON GROUP INTL INC COMMON 938862208 $ 238 5,300 X 5,300 WASTE CONNECTIONS INC COMMON 941053100 $ 252 7,255 X 7,255 WEATHERFORD INTL LTD COMMON G95089101 $ 3,836 66,205 X 66,205 WEBMETHODS INC COMMON 94768C108 $ 1,286 234,694 X 234,694 WEIS MKTS INC COMMON 948849104 $ 210 5,700 X 5,700 WELLCHOICE INC COMMON 949475107 $ 584 10,950 X 10,950 WELLMAN INC COMMON 949702104 $ 377 26,100 X 26,100 WELLPOINT INC COMMON 94973V107 $24,623 196,432 X 196,432 WELLPOINT INC. COMMON 94973V107 $ 3,666 29,250 X 29,250
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