13F-HR 1 doc1.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2003 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 ----------------------------------------------------- Address: 1200 RIVER RD STE 1000 CONSHOHOCKEN PA 19428 ----------------------------------------------------- Form 13F File Number: 28-10509 -------- 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Eric Miller ------------------------- Title: Senior Vice President - Chief Counsel ------------------------- Phone: 888-223-2116 ------------------------- Signature, Place, and Date of Signing: /s/ Eric Miller CONSHOHOCKEN, PA 2/12/2004 --------------- ---------------- ---------- [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).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] 13F File Number Name 28-____________ ________________________________________ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 431 ----------- Form 13F Information Table Value Total: $3,385,849 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- ------- --- ---- ------- -------- ---- ------- ---- 3COM CORP COMMON 885535104 1016 124400 SH 0 124400 0 3M CO COMMON 88579Y101 79365 933378 SH 0 933378 0 ABBOTT LABS COMMON 002824100 57232 1228152 SH 0 1228152 0 ACTIVISION INC NEW COMMON 004930202 577 31688 SH 0 31688 0 ADTRAN INC COMMON 00738A106 9774 314286 SH 0 314286 0 AEROFLEX INC COMMON 007768104 235 20100 SH 0 20100 0 AFFILIATED COMPUTER SERV COMMON 008190100 5734 105281 SH 0 105281 0 AFFILIATED MANAGERS GROU COMMON 008252108 459 6596 SH 0 6596 0 AFLAC INC COMMON 001055102 568 15706 SH 0 15706 0 AFTERMARKET TECHNOLOGY C COMMON 008318107 145 10600 SH 0 10600 0 AGERE SYS INC COMMON 00845V100 1786 585600 SH 0 585600 0 AGERE SYS INC COMMON 00845V209 2489 858400 SH 0 858400 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 1133 38745 SH 0 38745 0 ALBEMARLE CORP COMMON 012653101 929 31000 SH 0 31000 0 ALBERTO CULVER CO COMMON 013068101 6191 98140 SH 0 98140 0 ALCOA INC COMMON 013817101 6810 179222 SH 0 179222 0 ALTRIA GROUP INC COMMON 02209S103 43069 791422 SH 0 791422 0 AMAZON COM INC COMMON 023135106 389 7400 SH 0 7400 0 AMBAC FINL GROUP INC COMMON 023139108 14408 207645 SH 0 207645 0 AMDOCS LTD COMMON G02602103 364 16200 SH 0 16200 0 AMEREN CORP COMMON 023608102 3988 86700 SH 0 86700 0 AMERICAN CAPITAL STRATEG COMMON 024937104 226 7600 SH 0 7600 0 AMERICAN FINL RLTY TR COMMON 02607P305 406 23800 SH 0 23800 0 AMERICAN INTL GROUP INC COMMON 026874107 63328 955457 SH 0 955457 0 AMERISOURCEBERGEN CORP COMMON 03073E105 1819 32400 SH 0 32400 0 AMERISTAR CASINOS INC COMMON 03070Q101 247 10100 SH 0 10100 0 AMERSHAM PLC ORD GBP0.05 COMMON 0274753 277 20200 SH 0 20200 0 AMGEN INC COMMON 031162100 24102 390067 SH 0 390067 0 AMKOR TECHNOLOGY INC COMMON 031652100 1163 64120 SH 0 64120 0 AMR CORP COMMON 001765106 20666 1595805 SH 0 1595805 0 ANADARKO PETE CORP COMMON 032511107 7865 154188 SH 0 154188 0 ANALOG DEVICES INC COMMON 032654105 11317 247900 SH 0 247900 0 ANDREW CORP COMMON 034425108 230 19850 SH 0 19850 0 ANNTAYLOR STORES CORP COMMON 036115103 4649 119200 SH 0 119200 0 ANWORTH MORTGAGE ASSET C COMMON 037347101 188 13500 SH 0 13500 0 APACHE CORP COMMON 037411105 2791 34414 SH 0 34414 0 APPLIED MATLS INC COMMON 038222105 39966 1780996 SH 0 1780996 0 ARCHER DANIELS MIDLAND C COMMON 039483102 1117 73363 SH 0 73363 0 ARRIS GROUP INC COMMON 04269Q100 238 32900 SH 0 32900 0 ASAHI GLASS COMMON 6055208 468 57000 SH 0 57000 0 ASHFORD HOSPITALITY TR I COMMON 044103109 300 32000 SH 0 32000 0 ASPEN INSURANCE HOLDINGS COMMON G05384105 246 9900 SH 0 9900 0 ASPEN TECHNOLOGY INC COMMON 045327103 387 37696 SH 0 37696 0 ASTRAZENECA PLC COMMON 0989529 4572 95300 SH 0 95300 0 AT&T WIRELESS COMMON 00209A106 8016 1003242 SH 0 1003242 0 ATHEROGENICS INC COMMON 047439104 582 39170 SH 0 39170 0 ATMEL CORP COMMON 049513104 222 37000 SH 0 37000 0 AUTOMATIC DATA PROCESSIN COMMON 053015103 8252 208320 SH 0 208320 0 AVENTIS COMMON 053561106 3131 47250 SH 0 47250 0 AVERY DENNISON CORP COMMON 053611109 27350 488216 SH 0 488216 0 AXCELIS TECHNOLOGIES INC COMMON 054540109 537 52300 SH 0 52300 0 BANK HAWAII CORP COMMON 062540109 1596 37830 SH 0 37830 0 BANK MUTUAL CORP NEW COMMON 063750103 189 16600 SH 0 16600 0 BANK ONE CORP COMMON 06423A103 17619 386457 SH 0 386457 0 BANKATLANTIC BANCORP COMMON 065908501 588 30960 SH 0 30960 0 BAXTER INTL INC COMMON 071813109 1727 56600 SH 0 56600 0 BECKMAN COULTER INC COMMON 075811109 7459 146749 SH 0 146749 0 BECTON DICKINSON & CO COMMON 075887109 677 16460 SH 0 16460 0 BELLSOUTH CORP COMMON 079860102 10829 382656 SH 0 382656 0 BELO CORP COMMON 080555105 5921 208928 SH 0 208928 0 BELO CORP COMMON 080555204 4911 185316 SH 0 185316 0 BERKSHIRE HATHAWAY INC D COMMON 084670108 21821 259 SH 0 259 0 BEST BUY INC COMMON 086516101 21772 416778 SH 0 416778 0 BEVERLY ENTERPRISES INC COMMON 087851309 1280 148954 SH 0 148954 0 BIG LOTS INC COMMON 089302103 202 14200 SH 0 14200 0 BIOGEN IDEC INC COMMON 09062X103 2824 76950 SH 0 76950 0 BJ SVCS CO COMMON 055482103 1227 34180 SH 0 34180 0 BLOCK H & R INC COMMON 093671105 11572 209000 SH 0 209000 0 BOMBAY CO INC COMMON 097924104 157 19300 SH 0 19300 0 BORG WARNER INC COMMON 099724106 4900 57600 SH 0 57600 0 BOSTON SCIENTIFIC CORP COMMON 101137107 2072 56360 SH 0 56360 0 BOWATER INC COMMON 102183100 401 8661 SH 0 8661 0 BP PLC COMMON 055622104 46280 937782 SH 0 937782 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 22888 800264 SH 0 800264 0 BROADCOM CORP COMMON 111320107 600 17647 SH 0 17647 0 BRUNSWICK CORP COMMON 117043109 11241 353143 SH 0 353143 0 CABOT CORP COMMON 127055101 217 6800 SH 0 6800 0 CADENCE DESIGN SYSTEM IN COMMON 127387108 966 53700 SH 0 53700 0 CALLIDUS SOFTWARE INC COMMON 13123E500 547 30900 SH 0 30900 0 CANON INC COMMON 6172323 2375 51000 SH 0 51000 0 CAPITAL ONE FINL CORP COMMON 14040H105 5825 95034 SH 0 95034 0 CARDINAL HEALTH INC COMMON 14149Y108 775 12670 SH 0 12670 0 CAREER EDUCATION CORP COMMON 141665109 1417 35200 SH 0 35200 0 CAREMARK RX INC COMMON 141705103 1800 71077 SH 0 71077 0 CBL & ASSOC PPTYS INC COMMON 124830100 456 8065 SH 0 8065 0 CENDANT CORP COMMON 151313103 3299 148128 SH 0 148128 0 CENTEX CORP COMMON 152312104 17069 158561 SH 0 158561 0 CENTURY BUSINESS SVCS IN COMMON 156490104 59 13100 SH 0 13100 0 CENTURYTEL INC COMMON 156700106 6699 205353 SH 0 205353 0 CHENIERE ENERGY INC COMMON 16411R208 160 13700 SH 0 13700 0 CHEVRONTEXACO CORP COMMON 166764100 9901 114603 SH 0 114603 0 CHICAGO BRIDGE & IRON CO COMMON 167250109 309 10700 SH 0 10700 0 CHIPPAC INC COMMON 169657103 225 29700 SH 0 29700 0 CIGNA CORP COMMON 125509109 624 10852 SH 0 10852 0 CISCO SYS INC COMMON 17275R102 36816 1519451 SH 0 1519451 0 CIT GROUP INC COMMON 125581108 18076 502820 SH 0 502820 0 CITIGROUP INC COMMON 172967101 22294 459294 SH 0 459294 0 CITRIX SYS INC COMMON 177376100 17406 822567 SH 0 822567 0 CLECO CORP NEW COMMON 12561W105 2072 115250 SH 0 115250 0 CNET NETWORKS INC COMMON 12613R104 265 38800 SH 0 38800 0 COGNIZANT TECHNOLOGY SOL COMMON 192446102 844 18500 SH 0 18500 0 COLGATE PALMOLIVE CO COMMON 194162103 1419 28345 SH 0 28345 0 COMCAST CORP NEW COMMON 20030N101 5208 158840 SH 0 158840 0 COMMUNITY FIRST BANKSHAR COMMON 203902101 347 12000 SH 0 12000 0 COMPASS BANCSHARES INC COMMON 20449H109 4291 109054 SH 0 109054 0 COMPUWARE CORP COMMON 205638109 226 37487 SH 0 37487 0 COOPER TIRE & RUBR CO COMMON 216831107 340 15900 SH 0 15900 0 COORS ADOLPH CO COMMON 217016104 2181 38878 SH 0 38878 0 CORNING INC COMMON 219350105 16213 1554412 SH 0 1554412 0 COSTCO WHSL CORP NEW COMMON 22160K105 16226 436423 SH 0 436423 0 COUNTRYWIDE FINANCIAL CO COMMON 222372104 16850 222154 SH 0 222154 0 COX COMMUNICATIONS INC N COMMON 224044107 36562 1061315 SH 0 1061315 0 CUMULUS MEDIA INC COMMON 231082108 269 12248 SH 0 12248 0 CYPRESS SEMICONDUCTOR CO COMMON 232806109 6094 285300 SH 0 285300 0 DANA CORP COMMON 235811106 297 16200 SH 0 16200 0 DANAHER CORP DEL COMMON 235851102 34001 370588 SH 0 370588 0 DEAN FOODS CO NEW COMMON 242370104 4664 141905 SH 0 141905 0 DEL MONTE FOODS CO COMMON 24522P103 168 16200 SH 0 16200 0 DELL INC COMMON 24702R101 3200 94180 SH 0 94180 0 DELTA AIR LINES INC DEL COMMON 247361108 769 65100 SH 0 65100 0 DEUTSCHE TELEKOM AG COMMON 251566105 9329 514544 SH 0 514544 0 DEVELOPERS DIVERSIFIED R COMMON 251591103 228 6800 SH 0 6800 0 DEVON ENERGY CORP NEW COMMON 25179M103 2686 46915 SH 0 46915 0 DOLLAR TREE STORES INC COMMON 256747106 495 16467 SH 0 16467 0 DOVER CORP COMMON 260003108 15485 389559 SH 0 389559 0 DOW CHEM CO COMMON 260543103 26959 648520 SH 0 648520 0 DUN & BRADSTREET CORP DE COMMON 26483E100 6550 129165 SH 0 129165 0 DUQUESNE LT HLDGS INC COMMON 266233105 321 17500 SH 0 17500 0 E M C CORP MASS COMMON 268648102 2119 164000 SH 0 164000 0 E PIPHANY INC COMMON 26881V100 173 24000 SH 0 24000 0 ECOLAB INC COMMON 278865100 4250 155291 SH 0 155291 0 ELAN PLC COMMON 284131208 1478 214470 SH 0 214470 0 EMERSON ELEC CO COMMON 291011104 19022 293778 SH 0 293778 0 EMMIS COMMUNICATIONS COR COMMON 291525103 259 9582 SH 0 9582 0 ENCYSIVE PHARMACEUTICALS COMMON 29256X107 696 77800 SH 0 77800 0 ENGELHARD CORP COMMON 292845104 804 26833 SH 0 26833 0 ENTERASYS NETWORKS INC COMMON 293637104 907 241800 SH 0 241800 0 ENTERGY CORP NEW COMMON 29364G103 1609 28161 SH 0 28161 0 EQUITABLE RES INC COMMON 294549100 6096 142033 SH 0 142033 0 EVEREST RE GROUP LTD COMMON G3223R108 6651 78613 SH 0 78613 0 EVERGREEN RES INC COMMON 299900308 5387 165700 SH 0 165700 0 EXPRESS SCRIPTS INC COMMON 302182100 3594 54100 SH 0 54100 0 EXXON MOBIL CORP COMMON 30231G102 76529 1866573 SH 0 1866573 0 FAIRCHILD SEMICONDUCTOR COMMON 303726103 8670 347200 SH 0 347200 0 FEDERAL HOME LN MTG CORP COMMON 313400301 36828 631485 SH 0 631485 0 FEDERAL NATL MTG ASSN COMMON 313586109 45004 599568 SH 0 599568 0 FEDERATED INVS INC PA COMMON 314211103 1283 43700 SH 0 43700 0 FIRST DATA CORP COMMON 319963104 14681 357284 SH 0 357284 0 FIRST HEALTH GROUP CORP COMMON 320960107 1995 102200 SH 0 102200 0 FISHER SCIENTIFIC INTL I COMMON 338032204 311 7523 SH 0 7523 0 FLEETWOOD ENTERPRISES IN COMMON 339099103 191 18600 SH 0 18600 0 FLEXTRONICS INTL LTD COMMON Y2573F102 518 35000 SH 0 35000 0 FLIR SYS INC COMMON 302445101 219 6000 SH 0 6000 0 FRANKLIN RES INC COMMON 354613101 2348 45096 SH 0 45096 0 FRIEDMAN BILLINGS RAMSEY COMMON 358434108 249 10779 SH 0 10779 0 FSI INTL INC COMMON 302633102 375 50800 SH 0 50800 0 FUNAI ELECTRIC CO LTD COMMON 6141550 928 6800 SH 0 6800 0 GANNETT INC COMMON 364730101 39463 442613 SH 0 442613 0 GEN-PROBE INC NEW COMMON 36866T103 346 9500 SH 0 9500 0 GENENTECH INC COMMON 368710406 1971 21060 SH 0 21060 0 GENERAL ELEC CO COMMON 369604103 56609 1827264 SH 0 1827264 0 GENESEE & WYO INC COMMON 371559105 291 9250 SH 0 9250 0 GENUS INC COMMON 372461103 155 25800 SH 0 25800 0 GILEAD SCIENCES INC COMMON 375558103 5856 100486 SH 0 100486 0 GLAXOSMITHKLINE PLC COMMON 0925288 6379 278400 SH 0 278400 0 GLOBALSANTAFE CORP COMMON G3930E101 861 34658 SH 0 34658 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 18960 192034 SH 0 192034 0 GREAT PLAINS ENERGY INC COMMON 391164100 4719 148300 SH 0 148300 0 GUIDANT CORP COMMON 401698105 36607 608082 SH 0 608082 0 HARMAN INTL INDS INC COMMON 413086109 223 3008 SH 0 3008 0 HARRIS CORP DEL COMMON 413875105 219 5763 SH 0 5763 0 HCA INC COMMON 404119109 1602 37280 SH 0 37280 0 HEADWATERS INC COMMON 42210P102 307 15751 SH 0 15751 0 HEALTH MGMT ASSOC INC NE COMMON 421933102 4159 173308 SH 0 173308 0 HEALTH NET INC COMMON 42222G108 3407 104200 SH 0 104200 0 HEWLETT PACKARD CO COMMON 428236103 17970 782342 SH 0 782342 0 HIBERNIA CORP COMMON 428656102 343 14600 SH 0 14600 0 HITACHI COMMON 6429104 1007 167000 SH 0 167000 0 HITACHI INFORMATION SYS COMMON 6640950 416 14700 SH 0 14700 0 HOME DEPOT INC COMMON 437076102 60407 1702088 SH 0 1702088 0 HOMESTORE INC COMMON 437852106 228 48294 SH 0 48294 0 HORMEL FOODS CORP COMMON 440452100 4579 177400 SH 0 177400 0 HUGHES ELECTRONICS CORP COMMON 444418107 12558 758786 SH 0 758786 0 HUNT J B TRANS SVCS INC COMMON 445658107 11421 422834 SH 0 422834 0 ILLINOIS TOOL WKS INC COMMON 452308109 1880 22401 SH 0 22401 0 INDEPENDENCE CMNTY BK CO COMMON 453414104 259 7200 SH 0 7200 0 INFOUSA INC NEW COMMON 456818301 157 21200 SH 0 21200 0 INGERSOLL-RAND COMPANY L COMMON G4776G101 35326 520422 SH 0 520422 0 INTEGRATED ALARM SVCS GR COMMON 45890M109 270 31800 SH 0 31800 0 INTEGRATED DEVICE TECHNO COMMON 458118106 2085 121429 SH 0 121429 0 INTEGRATED SILICON SOLUT COMMON 45812P107 251 16014 SH 0 16014 0 INTEL CORP COMMON 458140100 54247 1692584 SH 0 1692584 0 INTERGRAPH CORP COMMON 458683109 332 13866 SH 0 13866 0 INTERNATIONAL BUSINESS M COMMON 459200101 46914 506188 SH 0 506188 0 INTERNATIONAL RECTIFIER COMMON 460254105 1418 28700 SH 0 28700 0 INTERPUBLIC GROUP COS IN COMMON 460690100 20124 1290003 SH 0 1290003 0 INTERSIL CORP COMMON 46069S109 2328 93702 SH 0 93702 0 INTL PAPER CO COMMON 460146103 6334 146919 SH 0 146919 0 INTUIT COMMON 461202103 576 10900 SH 0 10900 0 INVESTORS FINL SERVICES COMMON 461915100 2492 64869 SH 0 64869 0 INVISION TECHNOLOGIES IN COMMON 461851107 201 6000 SH 0 6000 0 IVAX CORP COMMON 465823102 686 28715 SH 0 28715 0 J P MORGAN CHASE & CO COMMON 46625H100 3091 84168 SH 0 84168 0 JABIL CIRCUIT INC COMMON 466313103 1710 60430 SH 0 60430 0 JACUZZI BRANDS INC COMMON 469865109 254 35793 SH 0 35793 0 JDS UNIPHASE CORP COMMON 46612J101 840 230800 SH 0 230800 0 JOHNSON & JOHNSON COMMON 478160104 76915 1488861 SH 0 1488861 0 JONES APPAREL GROUP INC COMMON 480074103 2599 73780 SH 0 73780 0 K V PHARMACEUTICAL CO COMMON 482740206 260 10200 SH 0 10200 0 KCS ENERGY INC COMMON 482434206 192 18200 SH 0 18200 0 KEY ENERGY SVCS INC COMMON 492914106 260 25200 SH 0 25200 0 KINDRED HEALTHCARE INC COMMON 494580103 3508 67497 SH 0 67497 0 KINTERA INC COMMON 49720P506 456 36800 SH 0 36800 0 KOHLS CORP COMMON 500255104 6214 138273 SH 0 138273 0 KROGER CO COMMON 501044101 23634 1276801 SH 0 1276801 0 KYOCERA CORP COMMON 6499260 893 13400 SH 0 13400 0 L-3 COMMUNICATIONS HLDGS COMMON 502424104 5506 107200 SH 0 107200 0 LANCASTER COLONY CORP COMMON 513847103 1477 32700 SH 0 32700 0 LATTICE SEMICONDUCTOR CO COMMON 518415104 300 31000 SH 0 31000 0 LEAPFROG ENTERPRISES INC COMMON 52186N106 1199 45200 SH 0 45200 0 LEAR CORP COMMON 521865105 2784 45400 SH 0 45400 0 LEVEL 3 COMMUNICATIONS I COMMON 52729N100 730 128000 SH 0 128000 0 LIBERTY PPTY TR COMMON 531172104 222 5700 SH 0 5700 0 LIGAND PHARMACEUTICALS I COMMON 53220K207 613 41730 SH 0 41730 0 LILLY ELI & CO COMMON 532457108 3498 49730 SH 0 49730 0 LINENS N THINGS INC COMMON 535679104 279 9267 SH 0 9267 0 LOCKHEED MARTIN CORP COMMON 539830109 4257 82824 SH 0 82824 0 LTX CORP COMMON 502392103 185 12324 SH 0 12324 0 LUCENT TECHNOLOGIES INC COMMON 549463107 1730 609061 SH 0 609061 0 LYONDELL CHEMICAL CO COMMON 552078107 1288 75996 SH 0 75996 0 M & T BK CORP COMMON 55261F104 2615 26600 SH 0 26600 0 MANDALAY RESORT GROUP COMMON 562567107 38294 856296 SH 0 856296 0 MARINER HEALTH CARE INC COMMON 56845X108 1859 83360 SH 0 83360 0 MARTIN MARIETTA MATLS IN COMMON 573284106 1376 29300 SH 0 29300 0 MASSEY ENERGY CORP COMMON 576206106 473 22718 SH 0 22718 0 MAVERICK TUBE CORP COMMON 577914104 295 15341 SH 0 15341 0 MAXTOR CORP COMMON 577729205 672 60500 SH 0 60500 0 MBNA CORP COMMON 55262L100 72395 2913287 SH 0 2913287 0 MCDONALDS CORP COMMON 580135101 3371 135745 SH 0 135745 0 MDU RES GROUP INC COMMON 552690109 2450 102900 SH 0 102900 0 MEDCO HEALTH SOLUTIONS I COMMON 58405U102 4238 124698 SH 0 124698 0 MEDTRONIC INC COMMON 585055106 2395 49260 SH 0 49260 0 MELLON FINL CORP COMMON 58551A108 22391 697320 SH 0 697320 0 MEMC ELECTR MATLS INC COMMON 552715104 222 23100 SH 0 23100 0 MERCANTILE BANKSHARES CO COMMON 587405101 3218 70600 SH 0 70600 0 MERCK & CO INC COMMON 589331107 51390 1112348 SH 0 1112348 0 MERCURY INTERACTIVE CORP COMMON 589405109 1426 29314 SH 0 29314 0 MERRILL LYNCH & CO INC COMMON 590188108 23470 400164 SH 0 400164 0 MGI PHARMA INC COMMON 552880106 889 21613 SH 0 21613 0 MGIC INVT CORP WIS COMMON 552848103 19194 337091 SH 0 337091 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 2094 62750 SH 0 62750 0 MICROSOFT CORP COMMON 594918104 97738 3570987 SH 0 3570987 0 MILLENNIUM PHARMACEUTICA COMMON 599902103 2820 151200 SH 0 151200 0 MILLIPORE CORP COMMON 601073109 14806 343922 SH 0 343922 0 MINDSPEED TECHNOLOGIES I COMMON 602682106 1196 174600 SH 0 174600 0 MODEM MEDIA INC COMMON 607533106 279 34166 SH 0 34166 0 MOLEX INC COMMON 608554101 1000 28668 SH 0 28668 0 MOLEX INC COMMON 608554200 19860 677589 SH 0 677589 0 MOTOROLA INC COMMON 620076109 1840 131400 SH 0 131400 0 MURATA MANUFACTURING COMMON 6610403 576 10700 SH 0 10700 0 MURPHY OIL CORP COMMON 626717102 5435 83220 SH 0 83220 0 NABI BIOPHARMACEUTICALS COMMON 629519109 1737 136700 SH 0 136700 0 NABORS INDUSTRIES LTD COMMON G6359F103 4869 117330 SH 0 117330 0 NATIONAL COMMERCE FINL C COMMON 63545P104 627 22983 SH 0 22983 0 NATIONAL FUEL GAS CO N J COMMON 636180101 1816 74300 SH 0 74300 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 8936 226738 SH 0 226738 0 NBTY INC COMMON 628782104 215 8000 SH 0 8000 0 NETWORK APPLIANCE INC COMMON 64120L104 1711 83700 SH 0 83700 0 NEW CENTURY FINANCIAL CO COMMON 64352D101 309 7800 SH 0 7800 0 NEW YORK CMNTY BANCORP I COMMON 649445103 6341 166652 SH 0 166652 0 NEW YORK TIMES CO COMMON 650111107 3975 83175 SH 0 83175 0 NEWFIELD EXPL CO COMMON 651290108 370 8300 SH 0 8300 0 NEWS CORP LTD COMMON 652487802 2558 84549 SH 0 84549 0 NEXTEL COMMUNICATIONS IN COMMON 65332V103 10320 367768 SH 0 367768 0 NEXTEL PARTNERS INC COMMON 65333F107 159 11800 SH 0 11800 0 NISOURCE INC COMMON 65473P105 919 41884 SH 0 41884 0 NOKIA CORP COMMON 654902204 1102 64800 SH 0 64800 0 NORTEL NETWORKS CORP NEW COMMON 656568102 1074 253800 SH 0 253800 0 NORTH FORK BANCORPORATIO COMMON 659424105 14210 351115 SH 0 351115 0 NOVARTIS AG REG SHS COMMON 7103065 4800 105720 SH 0 105720 0 NOVELL INC COMMON 670006105 384 36485 SH 0 36485 0 NPTEST HLDG CORP COMMON 67019A105 294 26600 SH 0 26600 0 NSTAR COMMON 67019E107 243 5000 SH 0 5000 0 OCCIDENTAL PETE CORP DEL COMMON 674599105 8652 204829 SH 0 204829 0 OFFICE DEPOT INC COMMON 676220106 5470 327373 SH 0 327373 0 OLD REP INTL CORP COMMON 680223104 6341 250050 SH 0 250050 0 OLIN CORP COMMON 680665205 2136 106500 SH 0 106500 0 OMNI ENERGY SERVICES COMMON 68210T208 77 11900 SH 0 11900 0 OMNICARE INC COMMON 681904108 428 10600 SH 0 10600 0 ORACLE CORP COMMON 68389X105 17620 1331824 SH 0 1331824 0 ORBITZ INC COMMON 68556Y100 637 27300 SH 0 27300 0 PACCAR INC COMMON 693718108 3653 42914 SH 0 42914 0 PACIFICARE HEALTH SYS DE COMMON 695112102 788 11650 SH 0 11650 0 PALMSOURCE INC COMMON 697154102 650 29852 SH 0 29852 0 PARAMETRIC TECHNOLOGY CO COMMON 699173100 227 57700 SH 0 57700 0 PARKER HANNIFIN CORP COMMON 701094104 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