-----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, I7iwAh2ZeVHQqJb/DjFG4K0mJ1vkRv11+4TcAUu9cxg428smcr7/SLlJpMQZMX92 X4QVLFrsHgGObrn2rPmGjw== 0000893220-05-001974.txt : 20050815 0000893220-05-001974.hdr.sgml : 20050815 20050815125059 ACCESSION NUMBER: 0000893220-05-001974 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050815 DATE AS OF CHANGE: 20050815 EFFECTIVENESS DATE: 20050815 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: 051024820 BUSINESS ADDRESS: STREET 1: 1200 RIVER RD STREET 2: STE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: 4845301300 13F-HR 1 w11846ae13fvhr.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 June 30, 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 8/10/2005 - --------------- ------------------------- --------------- (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 445 Form 13F Gartmore SA Capital Trust Information Table Value 2,660,845 (thousands)
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ ACADIA PHARMACEUTICALS IN COMMON 004225108 $919 109,430 X 109,430 ACE LTD COMMON G0070K103 $1,633 36,400 X 36,400 ACTUANT CORP COMMON 00508X203 $264 5,500 X 5,500 ADOBE SYS INC COMMON 00724F101 $3,587 125,320 X 125,320 ADOLOR CORP COMMON 00724X102 $575 62,201 X 62,201 ADVANCED MICRO DEVICES IN COMMON 007903107 $9,745 562,000 X 562,000 ADVANTA CORP COMMON 007942204 $375 13,328 X 13,328 AES CORP COMMON 00130H105 $3,406 207,909 X 207,909 AETNA INC COMMON 00817Y108 $16,668 201,252 X 201,252 AFC ENTERPRISES INC COMMON 00104Q107 $132 10,000 X 10,000 AFFILIATED COMPUTER SVCS COMMON 008190100 $13,516 264,502 X 264,502 AFFILIATED MANAGERS GROUP COMMON 008252108 $424 6,200 X 6,200 AGERE SYS INC COMMON 00845V308 $274 22,800 X 22,800 AIR PRODS + CHEMS INC COMMON 009158106 $4,466 74,055 X 74,055 AIRGAS INC COMMON 009363102 $3,213 130,250 X 130,250 AIRTRAN HOLDINGS INC COMMON 00949P108 $686 74,322 X 74,322 ALASKA AIR GROUP INC COMMON 011659109 $366 12,300 X 12,300 ALBEMARLE CORP COMMON 012653101 $2,805 76,900 X 76,900 ALBERTSONS INC COMMON 013104104 $23,954 1,158,327 X 1,158,327 ALLEGHENY TECHNOLOGIES IN COMMON 01741R102 $309 14,000 X 14,000 ALLIANCE GAMING CORP COMMON 01859P609 $248 17,700 X 17,700 ALLIED WASTE INDS INC COMMON 019589308 $750 94,588 X 94,588 ALLMERICA FINL CORP COMMON 019754100 $401 10,800 X 10,800 ALLSTATE CORP COMMON 020002101 $28,400 475,322 X 475,322 ALLTEL CORP COMMON 020039103 $11,346 182,171 X 182,171 ALNYLAM PHARMACEUTICALS I COMMON 02043Q107 $806 110,451 X 110,451 ALPHA NAT RES INC COMMON 02076X102 $658 27,551 X 27,551 ALTRIA GROUP INC COMMON 02209S103 $44,363 686,096 X 686,096 AMEDISYS INC COMMON 023436108 $257 7,000 X 7,000 AMERADA HESS CORP COMMON 023551104 $5,044 47,357 X 47,357 AMERICAN CAP STRATEGIES L COMMON 024937104 $339 9,400 X 9,400 AMERICAN INTL GROUP INC COMMON 026874107 $14,322 246,502 X 246,502 AMERICAN STD COS INC DEL COMMON 029712106 $11,115 265,156 X 265,156 AMETEK INC NEW COMMON 031100100 $381 9,105 X 9,105 AMGEN INC COMMON 031162100 $15,247 252,188 X 252,188 AMSOUTH BANCORPORATION COMMON 032165102 $666 25,600 X 25,600 AON CORP COMMON 037389103 $1,560 62,300 X 62,300 APACHE CORP COMMON 037411105 $24,233 375,125 X 375,125 APPLIED MATERIALS INC COMMON 038222105 $6,810 420,900 X 420,900 ARAMARK CORP COMMON 038521100 $1,116 42,275 X 42,275 ARCH COAL INC COMMON 039380100 $1,789 32,845 X 32,845
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ ARCHER DANIELS MIDLAND CO COMMON 039483102 $9,783 457,598 X 457,598 ARLINGTON TANKERS LTD COMMON G04899103 $754 34,597 X 34,597 ARROW ELECTRS INC COMMON 042735100 $8,690 319,939 X 319,939 ASHFORD HOSPITALITY TR IN COMMON 044103109 $433 40,111 X 40,111 ASHLAND INC COMMON 044204105 $6,766 94,142 X 94,142 ASPEN INSURANCE HOLDINGS COMMON G05384105 $226 8,203 X 8,203 ASPEN TECHNOLOGY INC COMMON 045327103 $191 36,692 X 36,692 ASSURANT INC COMMON 04621X108 $10,192 282,326 X 282,326 ATI TECHNOLOGIES INC COMMON 001941103 $4,795 404,636 X 404,636 AUTOLIV COMMON 052800109 $8,594 196,200 X 196,200 AVAYA INC COMMON 053499109 $812 97,652 X 97,652 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 $946 33,434 X 33,434 AZTAR CORP COMMON 054802103 $765 22,338 X 22,338 B&G FOODS HOLDINGS CORP COMMON 05508R205 $836 57,114 X 57,114 BAKER HUGHES INC COMMON 057224107 $3,756 73,426 X 73,426 BALL CORP COMMON 058498106 $5,865 163,105 X 163,105 BANK AMER CORP COMMON 060505104 $52,651 1,154,385 X 1,154,385 BANKATLANTIC BANCORP INC COMMON 065908501 $393 20,760 X 20,760 BARR PHARMACEUTICALS INC COMMON 068306109 $843 17,301 X 17,301 BAUSCH + LOMB INC COMMON 071707103 $8,964 108,003 X 108,003 BEACON ROOFING SUPPLY INC COMMON 073685109 $318 12,100 X 12,100 BEAR STEARNS COS INC COMMON 073902108 $10,814 104,039 X 104,039 BECTON DICKINSON + CO COMMON 075887109 $4,507 85,900 X 85,900 BJ SVCS CO COMMON 055482103 $11,666 222,288 X 222,288 BLACK + DECKER CORPORATIO COMMON 091797100 $3,801 42,300 X 42,300 BOIS D ARC ENERGY LLC 1 COMMON 09738U103 $1,206 81,744 X 81,744 BORDERS GROUP INC COMMON 099709107 $1,294 51,142 X 51,142 BOYD GAMING CORP COMMON 103304101 $5,147 100,661 X 100,661 BRISTOL MYERS SQUIBB CO COMMON 110122108 $9,507 380,598 X 380,598 BUILDERS FIRSTSOURCE INC COMMON 12008R107 $3,131 193,282 X 193,282 BURLINGTON NORTHN SANTA F COMMON 12189T104 $34,443 731,576 X 731,576 CALPINE CORP COMMON 131347106 $572 168,133 X 168,133 CAMPBELL SOUP CO COMMON 134429109 $10,273 333,866 X 333,866 CAPITAL ONE FINL CORP COMMON 14040H105 $24,404 305,013 X 305,013 CARPENTER TECHNOLOGY CORP COMMON 144285103 $2,478 47,830 X 47,830 CB RICHARD ELLIS GROUP IN COMMON 12497T101 $317 7,227 X 7,227 CEDAR SHOPPING CTRS INC COMMON 150602209 $450 30,505 X 30,505 CELESTICA INC COMMON 15101Q108 $1,552 115,802 X 115,802 CENTENNIAL COMMUNICATIONS COMMON 15133V208 $240 17,300 X 17,300 CENTEX CORP COMMON 152312104 $696 9,844 X 9,844 CHESAPEAKE ENERGY CORP COMMON 165167107 $431 18,900 X 18,900 CHEVRON CORP COMMON 166764100 $73,022 1,305,833 X 1,305,833
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ CHUBB CORP COMMON 171232101 $12,949 151,250 X 151,250 CINCINNATI BELL INC NEW COMMON 171871106 $618 143,679 X 143,679 CINTAS CORP COMMON 172908105 $1,187 30,750 X 30,750 CISCO SYS INC COMMON 17275R102 $10,098 528,418 X 528,418 CIT GROUP INC NEW COMMON 125581108 $848 19,728 X 19,728 CITIGROUP INC COMMON 172967101 $11,696 252,992 X 252,992 CITY NATL CORP COMMON 178566105 $455 6,350 X 6,350 CLEAR CHANNEL COMMUNICATI COMMON 184502102 $945 30,566 X 30,566 CMS ENERGY CORP COMMON 125896100 $1,876 124,539 X 124,539 COACH INC COMMON 189754104 $1,320 39,312 X 39,312 COGNIZANT TECHNOLOGY SOLU COMMON 192446102 $8,537 181,145 X 181,145 COHERENT INC COMMON 192479103 $310 8,600 X 8,600 COLGATE PALMOLIVE CO COMMON 194162103 $6,205 124,314 X 124,314 COLONIAL BANCGROUPINC COMMON 195493309 $1,480 67,107 X 67,107 COMCAST CORP NEW COMMON 20030N101 $10,439 340,043 X 340,043 COMERICA INC COMMON 200340107 $1,815 31,400 X 31,400 COMPASS BANCSHARES INC COMMON 20449H109 $1,177 26,150 X 26,150 COMPUTER SCIENCES CORP COMMON 205363104 $8,075 184,794 X 184,794 CONAGRA INC COMMON 205887102 $1,322 57,100 X 57,100 CONOCOPHILLIPS COMMON 20825C104 $29,141 506,888 X 506,888 CONSTELLATION BRANDS INC COMMON 21036P108 $7,586 257,150 X 257,150 CONSTELLATION ENERGY GROU COMMON 210371100 $10,782 186,894 X 186,894 CORINTHIAN COLLEGES INC COMMON 218868107 $831 65,079 X 65,079 CORNING INC COMMON 219350105 $2,340 140,815 X 140,815 COSTCO WHSL CORP NEW COMMON 22160K105 $10,093 225,182 X 225,182 COUNTRYWIDE FINL CORP COMMON 222372104 $18,671 483,584 X 483,584 COVANCE INC COMMON 222816100 $1,377 30,689 X 30,689 COVANSYS CORP COMMON 22281W103 $173 13,500 X 13,500 COVENTRY HEALTH CARE INC COMMON 222862104 $547 7,735 X 7,735 CSX CORP COMMON 126408103 $10,635 249,300 X 249,300 CULLEN FROST BANKERS INC COMMON 229899109 $1,148 24,102 X 24,102 CVS CORP COMMON 126650100 $14,605 502,406 X 502,406 CYPRESS SEMICONDUCTOR COR COMMON 232806109 $209 16,600 X 16,600 D R HORTON INC COMMON 23331A109 $1,774 47,158 X 47,158 DADE BEHRING HLDGS INC COMMON 23342J206 $306 4,700 X 4,700 DANAHER CORP COMMON 235851102 $7,895 150,849 X 150,849 DARDEN RESTAURANTS INC COMMON 237194105 $9,068 274,968 X 274,968 DEAN FOODS CO NEW COMMON 242370104 $1,125 31,938 X 31,938 DEERE & CO COMMON 244199105 $10,066 153,710 X 153,710 DELL INC COMMON 24702R101 $34,693 878,082 X 878,082 DEX MEDIA INC COMMON 25212E100 $1,486 60,892 X 60,892 DIEBOLD INC COMMON 253651103 $1,278 28,336 X 28,336
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ DISNEY WALT CO COMMON 254687106 $15,592 619,224 X 619,224 DOLLAR TREE STORES INC COMMON 256747106 $1,318 54,921 X 54,921 DOMINION RES INC VA NEW COMMON 25746U109 $5,504 75,000 X 75,000 DONNELLEY R R + SONS CO COMMON 257867101 $1,269 36,782 X 36,782 DOVER CORP COMMON 260003108 $518 14,247 X 14,247 DOW CHEM CO COMMON 260543103 $13,103 294,256 X 294,256 DREAMWORKS ANIMATION SKG COMMON 26153C103 $406 15,492 X 15,492 DRYSHIPS INC COMMON Y2109Q101 $772 46,782 X 46,782 DUKE ENERGY CO COMMON 264399106 $15,389 517,635 X 517,635 E PIPHANY INC COMMON 26881V100 $720 206,902 X 206,902 EAGLE BULK SHIPPING INC COMMON Y2187A101 $1,266 93,800 X 93,800 EAST WEST BANCORP INC COMMON 27579R104 $1,160 34,534 X 34,534 EASTMAN KODAK CO COMMON 277461109 $581 21,657 X 21,657 EBAY INC COMMON 278642103 $12,413 376,051 X 376,051 ECHOSTAR COMMUNICATIONS C COMMON 278762109 $6,600 218,895 X 218,895 EDWARDS A G INC COMMON 281760108 $591 13,100 X 13,100 EGL INC COMMON 268484102 $893 43,938 X 43,938 ELECTRONIC ARTS INC COMMON 285512109 $974 17,201 X 17,201 ELECTRONIC DATA SYS CORP COMMON 285661104 $9,728 505,350 X 505,350 ELIZABETH ARDEN INC COMMON 28660G106 $269 11,500 X 11,500 ELKCORP COMMON 287456107 $266 9,300 X 9,300 EMC CORP COMMON 268648102 $9,864 719,448 X 719,448 ENERGEN CORP COMMON 29265N108 $438 12,500 X 12,500 ENNIS INC COMMON 293389102 $218 12,018 X 12,018 ENSCO INTL INC COMMON 26874Q100 $5,405 151,177 X 151,177 EOG RESOURCES INC COMMON 26875P101 $858 15,108 X 15,108 EXXON MOBIL CORP COMMON 30231G102 $88,171 1,534,202 X 1,534,202 FEDERATED DEPT STORES INC COMMON 31410H101 $7,788 106,271 X 106,271 FEDEX CORP COMMON 31428X106 $8,577 105,871 X 105,871 FIRST AMERICAN CORP COMMON 318522307 $7,498 186,803 X 186,803 FIRSTMERIT CORP COMMON 337915102 $935 35,821 X 35,821 FISHER SCIENTIFIC INTL IN COMMON 338032204 $11,077 170,676 X 170,676 FLOWERS FOODS INC COMMON 343498101 $230 6,505 X 6,505 FLUOR CORP NEW COMMON 343412102 $734 12,752 X 12,752 FOOT LOCKER INC COMMON 344849104 $346 12,725 X 12,725 FRANKLIN BANK CORP COMMON 352451108 $358 19,100 X 19,100 FULLER H B CO COMMON 359694106 $303 8,900 X 8,900 G + K SERVICES COMMON 361268105 $215 5,700 X 5,700 GENERAL ELEC CO COMMON 369604103 $78,682 2,270,779 X 2,270,779 GENLYTE GROUP INC COMMON 372302109 $346 7,100 X 7,100 GENZYME CORP COMMON 372917104 $9,206 153,201 X 153,201 GEVITY HR INC COMMON 374393106 $252 12,600 X 12,600
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ GILEAD SCIENCES INC COMMON 375558103 $781 17,761 X 17,761 GLATFELTER COMMON 377316104 $265 21,400 X 21,400 GOLDMAN SACHS GROUP INC COMMON 38141G104 $22,480 220,350 X 220,350 GRANT PRIDECO INC COMMON 38821G101 $1,463 55,330 X 55,330 GREAT PLAINS ENERGY INC COMMON 391164100 $482 15,099 X 15,099 GREENHILL + CO INC COMMON 395259104 $1,321 32,600 X 32,600 GREY WOLF INC COMMON 397888108 $1,813 244,676 X 244,676 HALLIBURTON CO COMMON 406216101 $290 6,068 X 6,068 HARRIS CORP DEL COMMON 413875105 $10,888 348,850 X 348,850 HARTFORD FINANCIAL SVCS G COMMON 416515104 $12,297 164,449 X 164,449 HCA INC COMMON 404119109 $589 10,400 X 10,400 HEADWATERS INC COMMON 42210P102 $1,246 36,238 X 36,238 HEALTHTRONICS INC COMMON 42222L107 $284 21,900 X 21,900 HERSHEY CO / THE COMMON 427866108 $2,465 39,700 X 39,700 HEWLETT PACKARD CO COMMON 428236103 $14,806 629,776 X 629,776 HOME DEPOT INC COMMON 437076102 $8,590 220,814 X 220,814 HORMEL FOODS CORP COMMON 440452100 $8,412 286,800 X 286,800 HORNBECK OFFSHORE SVCS IN COMMON 440543106 $249 9,200 X 9,200 HUBBELL INC COMMON 443510201 $504 11,418 X 11,418 HUDSON CITY BANCORP INC COMMON 443683107 $15,321 1,342,775 X 1,342,775 HUGHES SUPPLY INC COMMON 444482103 $763 27,168 X 27,168 HUNT J B TRANS SVCS INC COMMON 445658107 $15,089 781,824 X 781,824 IAC / INTERACTIVECORP COMMON 44919P102 $1,212 50,396 X 50,396 IDACORP INC COMMON 451107106 $484 15,800 X 15,800 ILLINOIS TOOL WKS INC COMMON 452308109 $6,773 85,000 X 85,000 IMPAX LABORATORIES INC COMMON 45256B101 $246 15,700 X 15,700 IMS HEALTH INC COMMON 449934108 $1,563 63,107 X 63,107 INGERSOLL RAND COMPANY LI COMMON G4776G101 $19,003 266,331 X 266,331 INGRAM MICRO INC COMMON 457153104 $7,134 455,550 X 455,550 INTEGRATED CIRCUIT SYS IN COMMON 45811K208 $1,046 50,667 X 50,667 INTEGRATED DEVICE TECHNOL COMMON 458118106 $916 85,163 X 85,163 INTEL CORP COMMON 458140100 $45,710 1,754,036 X 1,754,036 INTERGRAPH CORP COMMON 458683109 $214 6,200 X 6,200 INTERNATIONAL BUSINESS MA COMMON 459200101 $11,126 149,942 X 149,942 INTERNATIONAL PAPER CO COMMON 460146103 $19,978 661,306 X 661,306 INTERVOICE BRITE INC COMMON 461142101 $106 12,226 X 12,226 INTERWOVEN INC COMMON 46114T508 $741 98,412 X 98,412 INTRALASE CORP COMMON 461169104 $248 12,620 X 12,620 INVESTORS FINL SERVICES C COMMON 461915100 $1,495 39,528 X 39,528 INVITROGEN CORP COMMON 46185R100 $1,195 14,345 X 14,345 ISTA PHARMACEUTICALS INC COMMON 45031X204 $191 22,900 X 22,900 IVAX CORP COMMON 465823102 $1,341 62,395 X 62,395
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ JACOBS ENGR GROUP INC COMMON 469814107 $591 10,511 X 10,511 JARDEN CORP COMMON 471109108 $210 3,900 X 3,900 JOHNSON + JOHNSON COMMON 478160104 $71,454 1,099,287 X 1,099,287 JPMORGAN CHASE + CO COMMON 46625H100 $10,419 294,976 X 294,976 JUPITERMEDIA CORP COMMON 48207D101 $312 18,200 X 18,200 K2 INC COMMON 482732104 $213 16,800 X 16,800 KANBAY INTL INC COMMON 48369P207 $825 35,705 X 35,705 KCS ENERGY INC COMMON 482434206 $370 21,305 X 21,305 KEMET CORP COMMON 488360108 $342 54,214 X 54,214 KENNAMETAL INC COMMON 489170100 $544 11,866 X 11,866 KERR MCGEE CORP COMMON 492386107 $7,562 99,100 X 99,100 KFX INC COMMON 48245L107 $602 42,114 X 42,114 KKR FINL CORP COMMON 482476306 $13,630 545,200 X 545,200 KLA TENCOR CORP COMMON 482480100 $6,804 155,706 X 155,706 KOHLS CORP COMMON 500255104 $19,649 351,445 X 351,445 KOMAG INC COMMON 500453204 $394 13,900 X 13,900 KOS PHARMACEUTICALSINC COMMON 500648100 $301 4,600 X 4,600 KROGER CO COMMON 501044101 $5,415 284,568 X 284,568 LAIDLAW INTERNATIONAL W I COMMON 50730R102 $330 13,700 X 13,700 LAUDER ESTEE COS INC COMMON 518439104 $9,887 252,683 X 252,683 LEGG MASON INC COMMON 524901105 $984 9,451 X 9,451 LEHMAN BROTHERS HLDGS INC COMMON 524908100 $36,575 368,404 X 368,404 LENNAR CORP COMMON 526057104 $5,915 93,221 X 93,221 LEXMARK INTL INC COMMON 529771107 $834 12,869 X 12,869 LIBERTY MEDIA CORP COMMON 530718105 $8,711 854,850 X 854,850 LIFEPOINT HOSPS INC COMMON 53219L109 $811 16,056 X 16,056 LIGHTBRIDGE INC COMMON 532226107 $1,242 198,745 X 198,745 LINENS N THINGS INC COMMON 535679104 $1,209 51,099 X 51,099 LIONS GATE ENTERTAINMENT COMMON 535919203 $247 24,100 X 24,100 LOCKHEED MARTIN CORP COMMON 539830109 $711 10,955 X 10,955 LOEWS CORP COMMON 540424108 $8,215 106,000 X 106,000 LOEWS CORP COMMON 540424207 $901 27,028 X 27,028 LTX CORP COMMON 502392103 $399 80,402 X 80,402 LUBRIZOL CORP COMMON 549271104 $8,228 195,866 X 195,866 LYONDELL CHEMICAL CO COMMON 552078107 $1,020 38,606 X 38,606 MANPOWER INC WIS COMMON 56418H100 $724 18,210 X 18,210 MARSHALL + ILSLEY CORP COMMON 571834100 $1,300 29,256 X 29,256 MASCO CORP COMMON 574599106 $2,678 84,308 X 84,308 MASSEY ENERGY CORP COMMON 576206106 $4,741 125,700 X 125,700 MATTEL INC COMMON 577081102 $875 47,800 X 47,800 MAVERICK TUBE CORP COMMON 577914104 $229 7,700 X 7,700 MAXIM INTEGRATED PRODS IN COMMON 57772K101 $12,854 336,408 X 336,408
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ MAXTOR CORP COMMON 577729205 $298 57,400 X 57,400 MCDONALDS CORP COMMON 580135101 $15,685 565,232 X 565,232 MDU RES GROUP INC COMMON 552690109 $397 14,100 X 14,100 MEADWESTVACO CORP COMMON 583334107 $9,541 340,281 X 340,281 MEDCO HEALTH SOLUTIONS IN COMMON 58405U102 $8,423 157,850 X 157,850 MELLON FINL CORP COMMON 58551A108 $777 27,070 X 27,070 MERIDIAN RESOURCE CORP COMMON 58977Q109 $287 60,000 X 60,000 MERRILL LYNCH + CO INC COMMON 590188108 $25,860 470,092 X 470,092 METLIFE INC COMMON 59156R108 $14,845 330,326 X 330,326 MICROCHIP TECHNOLOGY INC COMMON 595017104 $17,863 603,069 X 603,069 MICRON TECHNOLOGY INC COMMON 595112103 $9,493 929,732 X 929,732 MICROSOFT COMMON 594918104 $47,929 1,929,504 X 1,929,504 MILLENNIUM PHARMACEUTICAL COMMON 599902103 $245 26,453 X 26,453 MOLSON COORS BREWING CO COMMON 60871R209 $966 15,585 X 15,585 MONSTER WORLDWIDE INC COMMON 611742107 $4,902 170,926 X 170,926 MORGAN STANLEY COMMON 617446448 $14,745 281,024 X 281,024 MOTOROLA INC COMMON 620076109 $15,322 839,080 X 839,080 MSC INDL DIRECT INC COMMON 553530106 $590 17,469 X 17,469 MURPHY OIL CORP COMMON 626717102 $409 7,836 X 7,836 NABORS INDUSTRIES LTD COMMON G6359F103 $25,605 422,391 X 422,391 NATIONAL CITY CORP COMMON 635405103 $850 24,900 X 24,900 NATIONAL FINL PARTNERS CO COMMON 63607P208 $360 9,200 X 9,200 NATIONAL OILWELL VARCO INC COMMON 637071101 $9,874 207,706 X 207,706 NCI BLDG SYS INC COMMON 628852105 $233 7,105 X 7,105 NETIQ COMMON 64115P102 $1,013 89,236 X 89,236 NEW YORK CMNTY BANCORP IN COMMON 649445103 $1,043 57,552 X 57,552 NEWFIELD EXPL CO COMMON 651290108 $1,444 36,196 X 36,196 NEWPORT CORP COMMON 651824104 $273 19,700 X 19,700 NEWS CORP COMMON 65248E104 $2,856 176,506 X 176,506 NII HLDGS INC COMMON 62913F201 $307 4,800 X 4,800 NITROMED INC COMMON 654798503 $345 17,745 X 17,745 NOBLE ENERGY INC COMMON 655044105 $1,306 17,262 X 17,262 NORFOLK SOUTHN CORP COMMON 655844108 $24,219 782,275 X 782,275 NORTH FORK BANCORPORATION COMMON 659424105 $691 24,585 X 24,585 NORTHERN TRUST CORP COMMON 665859104 $1,902 41,715 X 41,715 NORTHROP GRUMMAN CORP COMMON 666807102 $21,883 396,066 X 396,066 NOVELLUS SYS INC COMMON 670008101 $1,666 67,426 X 67,426 NRG ENERGY INC COMMON 629377508 $1,300 34,583 X 34,583 NUCOR CORP COMMON 670346105 $3,013 66,050 X 66,050 NUVELO INC COMMON 67072M301 $2,220 287,139 X 287,139 OCCIDENTAL PETE CORP COMMON 674599105 $1,619 21,050 X 21,050 OFFICE DEPOT INC COMMON 676220106 $9,410 411,988 X 411,988
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ OLD REP INTL CORP COMMON 680223104 $1,484 58,663 X 58,663 OLIN CORP COMMON 680665205 $789 43,278 X 43,278 OMNICELL INC COMMON 68213N109 $462 52,461 X 52,461 OMNOVA SOLUTIONS INC COMMON 682129101 $183 39,200 X 39,200 ON SEMICONDUCTOR CORP COMMON 682189105 $322 70,000 X 70,000 ORACLE CORP COMMON 68389X105 $14,921 1,130,400 X 1,130,400 OSHKOSH TRUCK CORP COMMON 688239201 $377 4,810 X 4,810 OSI PHARMACEUTICALS INC COMMON 671040103 $355 8,685 X 8,685 OWENS + MINOR INC NEW COMMON 690732102 $826 25,544 X 25,544 OWENS ILL INC COMMON 690768403 $200 8,000 X 8,000 PACCAR INC COMMON 693718108 $6,290 92,500 X 92,500 PACIFIC SUNWEAR OF CALIF COMMON 694873100 $1,020 44,349 X 44,349 PACKAGING CORP AMER COMMON 695156109 $888 42,202 X 42,202 PARALLEL PETE CORP DEL COMMON 699157103 $811 91,693 X 91,693 PARKER HANNIFIN CORP COMMON 701094104 $840 13,542 X 13,542 PATTERSON COS INC COMMON 703395103 $216 4,787 X 4,787 PATTERSON UTI ENERGY INC COMMON 703481101 $597 21,456 X 21,456 PAYCHEX INC COMMON 704326107 $907 27,866 X 27,866 PEABODY ENERGY CORP COMMON 704549104 $16,691 320,731 X 320,731 PEPSICO INC COMMON 713448108 $4,897 90,805 X 90,805 PETCO ANIMAL SUPPLIES INC COMMON 716016209 $1,278 43,595 X 43,595 PETSMART INC COMMON 716768106 $10,970 361,436 X 361,436 PFIZER INC COMMON 717081103 $26,542 962,366 X 962,366 PG+E CORP COMMON 69331C108 $237 6,324 X 6,324 PHELPS DODGE CORP COMMON 717265102 $25,565 276,373 X 276,373 PIONEER DRILLING CO COMMON 723655106 $256 16,800 X 16,800 PITNEY BOWES INC COMMON 724479100 $3,353 77,000 X 77,000 PLATINUM UNDERWRITERS HOL COMMON G7127P100 $2,140 67,247 X 67,247 PMI GROUP INC COMMON 69344M101 $1,335 34,242 X 34,242 PNC FINL SVCS GROUP INC COMMON 693475105 $5,286 97,055 X 97,055 PNM RES INC COMMON 69349H107 $347 12,037 X 12,037 POLYCOM INC COMMON 73172K104 $1,006 67,460 X 67,460 PPG INDS INC COMMON 693506107 $2,730 43,500 X 43,500 PPL CORP COMMON 69351T106 $1,878 31,634 X 31,634 PRAXAIR INC COMMON 74005P104 $5,224 112,105 X 112,105 PREMCOR INC COMMON 74045Q104 $525 7,072 X 7,072 PRESTIGE BRANDS HLDGS INC COMMON 74112D101 $1,383 70,924 X 70,924 PRICE T ROWE GROUP INC COMMON 74144T108 $315 5,025 X 5,025 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 $6,522 155,653 X 155,653 PROASSURANCE CORP COMMON 74267C106 $317 7,600 X 7,600 PROCTER AND GAMBLE CO COMMON 742718109 $211 4,006 X 4,006 PROGRESS ENERGY INC COMMON 743263105 $4,728 104,500 X 104,500
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ PROTEIN DESIGN LABS INC COMMON 74369L103 $271 13,416 X 13,416 PRUDENTIAL FINL INC COMMON 744320102 $16,517 251,554 X 251,554 PSS WORLD MED INC COMMON 69366A100 $267 21,481 X 21,481 PULTE HOMES INC COMMON 745867101 $7,154 84,911 X 84,911 PXRE GROUP LIMITED BERMUD COMMON G73018106 $606 24,028 X 24,028 QUESTAR CORP COMMON 748356102 $257 3,895 X 3,895 QWEST COMMUNICATIONS INTL COMMON 749121109 $4,183 1,127,509 X 1,127,509 RADIAN GROUP INC COMMON 750236101 $1,310 27,738 X 27,738 RADIOSHACK CORP COMMON 750438103 $9,869 425,933 X 425,933 RAYTHEON CO COMMON 755111507 $14,373 367,410 X 367,410 READERS DIGEST ASSN INC COMMON 755267101 $524 31,744 X 31,744 REGAL BELOIT CORP COMMON 758750103 $248 8,500 X 8,500 REYNOLDS AMERN INC COMMON 761713106 $9,076 115,184 X 115,184 ROBERT HALF INTL INC COMMON 770323103 $574 23,000 X 23,000 ROWAN COS INC COMMON 779382100 $1,129 38,000 X 38,000 ROYAL CARIBBEAN CRUISES L COMMON V7780T103 $17,040 352,364 X 352,364 ROYAL GOLD INC COMMON 780287108 $201 10,000 X 10,000 RPM INTL INC COMMON 749685103 $237 13,000 X 13,000 RTI INTL METALS INC COMMON 74973W107 $217 6,900 X 6,900 RUBY TUESDAY INC COMMON 781182100 $3,409 131,628 X 131,628 RUSSELL CORP COMMON 782352108 $245 12,000 X 12,000 SAFEWAY INC COMMON 786514208 $6,975 308,751 X 308,751 SANMINA SCI CORP COMMON 800907107 $740 135,363 X 135,363 SBC COMMUNICATIONS INC COMMON 78387G103 $19,222 809,329 X 809,329 SCHOLASTIC CORP COMMON 807066105 $274 7,100 X 7,100 SCOTTISH RE GROUP LTD COMMON G7885T104 $322 13,300 X 13,300 SEAGATE TECHNOLOGY COMMON G7945J104 $8,354 476,000 X 476,000 SEMPRA ENERGY COMMON 816851109 $27,648 669,270 X 669,270 SEPRACOR INC COMMON 817315104 $225 3,754 X 3,754 SHERWIN WILLIAMS CO COMMON 824348106 $1,017 21,600 X 21,600 SIEBEL SYS INC COMMON 826170102 $850 95,521 X 95,521 SIGMA ALDRICH COMMON 826552101 $1,513 27,005 X 27,005 SIGNATURE BK NEW YORK NY COMMON 82669G104 $798 32,717 X 32,717 SMITH INTL INC COMMON 832110100 $1,465 23,000 X 23,000 SMITHFIELD FOODS INC COMMON 832248108 $2,921 107,111 X 107,111 SMURFIT STONE CONTAINER C COMMON 832727101 $716 70,451 X 70,451 SNAP ON INC COMMON 833034101 $274 8,000 X 8,000 SOUTHERN CO COMMON 842587107 $4,155 119,850 X 119,850 SOUTHERN PERU COPPER CORP COMMON 843611104 $7,681 179,286 X 179,286 SOUTHWEST AIRLS CO COMMON 844741108 $2,413 173,211 X 173,211 SOUTHWESTERN ENERGY CO COMMON 845467109 $373 7,940 X 7,940 SPECTRUM BRANDS INC COMMON 84762L105 $738 22,371 X 22,371
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ SPRINT CORP COMMON 852061100 $10,828 431,566 X 431,566 SSA GLOBAL TECHNOLOGIES I COMMON 78465P108 $2,043 170,251 X 170,251 STAPLES INC COMMON 855030102 $18,308 858,730 X 858,730 STATE STREET CORPORATION COMMON 857477103 $1,588 32,905 X 32,905 STEEL DYNAMICS INC COMMON 858119100 $516 19,656 X 19,656 STEELCASE INC COMMON 858155203 $233 16,800 X 16,800 STERIS CORP COMMON 859152100 $608 23,581 X 23,581 STEWART + STEVENSON SVCS COMMON 860342104 $249 11,000 X 11,000 SUNTERRA CORP COMMON 86787D208 $204 12,600 X 12,600 SUNTRUST BKS INC COMMON 867914103 $6,928 95,900 X 95,900 SYNOPSYS INC COMMON 871607107 $251 15,043 X 15,043 TECHNICAL OLYMPIC USA INC COMMON 878483106 $1,024 42,180 X 42,180 TEXAS INSTRS INC COMMON 882508104 $17,400 619,880 X 619,880 THERMO ELECTRON CORP COMMON 883556102 $7,891 293,675 X 293,675 THOMAS + BETTS CORP COMMON 884315102 $282 10,000 X 10,000 TIBCO SOFTWARE INC COMMON 88632Q103 $942 144,030 X 144,030 TIFFANY + CO NEW COMMON 886547108 $571 17,415 X 17,415 TIME WARNER INC NEW COMMON 887317105 $16,222 970,820 X 970,820 TIMKEN CO COMMON 887389104 $8,741 378,408 X 378,408 TOWER GROUP INC COMMON 891777104 $430 27,490 X 27,490 TRANSOCEAN INC COMMON G90078109 $5,212 96,574 X 96,574 TRIAD HOSPS INC COMMON 89579K109 $13,214 241,833 X 241,833 TXU CORP COMMON 873168108 $666 8,018 X 8,018 TYCO INTL LTD COMMON 902124106 $10,415 356,692 X 356,692 TYSON FOODS INC COMMON 902494103 $365 20,532 X 20,532 U S I HLDGS CORP COMMON 90333H101 $1,976 153,385 X 153,385 UAP HLDG CORP COMMON 903441103 $1,367 82,379 X 82,379 ULTRA PETE CORP COMMON 903914109 $1,263 41,595 X 41,595 ULTRATECH INC COMMON 904034105 $240 13,100 X 13,100 UNION PAC CORP COMMON 907818108 $2,987 46,100 X 46,100 UNIT CORP COMMON 909218109 $2,408 54,705 X 54,705 UNITED STS STL CORP NEW COMMON 912909108 $2,167 63,055 X 63,055 UNITEDHEALTH GROUP INC COMMON 91324P102 $50,867 975,582 X 975,582 UNIVERSAL CORP VA COMMON 913456109 $629 14,378 X 14,378 UNIVISION COMMUNICATIONS COMMON 914906102 $764 27,720 X 27,720 UNUMPROVIDENT CORP COMMON 91529Y106 $1,283 70,032 X 70,032 URS CORP NEW COMMON 903236107 $1,163 31,134 X 31,134 V F CORP COMMON 918204108 $1,596 27,900 X 27,900 VALMONT INDS INC COMMON 920253101 $323 12,500 X 12,500 VALOR COMMUNICATIONS GROU COMMON 920255106 $2,261 163,821 X 163,821 VALUECLICK INC COMMON 92046N102 $349 28,300 X 28,300 VERIFONE HLDGS INC COMMON 92342Y109 $1,343 82,645 X 82,645
- ------------------------------------------------------------------------------------------------------------------------------------ Shares of Shared Title of Fair Market Principal as in Shared- Managers see Name of Issuer Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None - ------------------------------------------------------------------------------------------------------------------------------------ VERISIGN INC COMMON 92343E102 $21,607 751,287 X 751,287 VERIZON COMMUNICATIONS COMMON 92343V104 $1,423 41,181 X 41,181 VIACOM INC COMMON 925524308 $11,536 360,266 X 360,266 VNUS MED TECHNOLOGIES INC COMMON 928566108 $525 43,624 X 43,624 WABASH NATL CORP COMMON 929566107 $1,088 44,891 X 44,891 WABTEC COMMON 929740108 $258 12,000 X 12,000 WACHOVIA CORP 2ND NEW COMMON 929903102 $42,302 852,862 X 852,862 WADDELL + REED FINL INC COMMON 930059100 $1,295 70,005 X 70,005 WAL MART STORES INC COMMON 931142103 $13,510 280,283 X 280,283 WASHINGTON GROUP INTL INC COMMON 938862208 $337 6,600 X 6,600 WEATHERFORD INTL LTD COMMON G95089101 $7,472 128,865 X 128,865 WEBMETHODS INC COMMON 94768C108 $1,327 237,038 X 237,038 WEIS MKTS INC COMMON 948849104 $334 8,600 X 8,600 WELLPOINT INC COMMON 94973V107 $18,904 271,448 X 271,448 WELLS FARGO + CO NEW COMMON 949746101 $1,601 26,000 X 26,000 WESTCORP INC COMMON 957907108 $356 6,800 X 6,800 WESTERN DIGITAL CORP COMMON 958102105 $169 12,590 X 12,590 WESTSTAR ENERGY INC COMMON 95709T100 $334 13,900 X 13,900 WESTWOOD ONE INC COMMON 961815107 $2,173 106,350 X 106,350 WEYERHAEUSER CO COMMON 962166104 $13,567 213,150 X 213,150 WILLIAMS COS INC COMMON 969457100 $6,016 316,651 X 316,651 WPS RES CORP COMMON 92931B106 $450 8,000 X 8,000 XEROX CORP COMMON 984121103 $7,189 521,292 X 521,292 XILINX INC COMMON 983919101 $3,996 156,691 X 156,691 YAHOO INC COMMON 984332106 $8,924 257,557 X 257,557 ZIONS BANCORP COMMON 989701107 $10,331 140,500 X 140,500
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