-----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, AiYOmnBFj/3R0L5uo1zvFyxPMPJDG+JOdoW5Ug63Q5Hq1BTCm/TEeJAFSUCnYuNm EQqdhARiaVbDD8MTgjZxEQ== 0001015402-03-004418.txt : 20031112 0001015402-03-004418.hdr.sgml : 20031111 20031112135546 ACCESSION NUMBER: 0001015402-03-004418 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20031112 EFFECTIVENESS DATE: 20031112 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: 03992792 BUSINESS ADDRESS: STREET 1: 1200 RIVER RD STREET 2: STE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: 4845301300 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: March 31, 2003 Check here if Amendment [X]; Amendment Number: 1 ------- This Amendment (Check only one.): [X] 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 19428 10/30/2003 - --------------- ---------------------- ---------- [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: 332 ----------- Form 13F Information Table Value Total: $3,562,186 ----------- (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 270 54800 Sh 0 54800 0 3M CO COMMON 88579Y101 81144 624043 Sh 0 624043 0 ABBOTT LABS COMMON 002824100 67976 1807382 Sh 0 1807382 0 ACTIVCARD CORP COMMON 00506J107 122 12400 Sh 0 12400 0 ACTIVISION INC NEW COMMON 004930202 1051 72700 Sh 0 72700 0 ADVANCED DIGITAL INFORMA COMMON 007525108 141 20400 Sh 0 20400 0 ADVANCEPCS COMMON 00790K109 204 7200 Sh 0 7200 0 AEROFLEX INC COMMON 007768104 122 21600 Sh 0 21600 0 AFFILIATED COMPUTER SERV COMMON 008190100 6930 156580 Sh 0 156580 0 AFTERMARKET TECHNOLOGY C COMMON 008318107 131 11600 Sh 0 11600 0 AGERE SYS INC COMMON 00845V100 82 51500 Sh 0 51500 0 AIR PRODS & CHEMS INC COMMON 009158106 759 18315 Sh 0 18315 0 ALBEMARLE CORP COMMON 012653101 2873 118000 Sh 0 118000 0 ALBERTO CULVER CO COMMON 013068200 5363 111840 Sh 0 111840 0 ALCOA INC COMMON 013817101 1419 73198 Sh 0 73198 0 ALTRIA GROUP INC COMMON 02209S103 48678 1624755 Sh 0 1624755 0 AMAZON COM INC COMMON 023135106 226 8700 Sh 0 8700 0 AMBAC FINL GROUP INC COMMON 023139108 14655 290075 Sh 0 290075 0 AMDOCS LTD COMMON G02602103 377 28400 Sh 0 28400 0 AMERICAN EXPRESS CO COMMON 025816109 893 26876 Sh 0 26876 0 AMERICAN INTL GROUP INC COMMON 026874107 203724 4119802 Sh 0 4119802 0 AMERIGROUP CORP COMMON 03073T102 231 7900 Sh 0 7900 0 AMERISOURCEBERGEN CORP COMMON 03073E105 2835 54000 Sh 0 54000 0 AMGEN INC COMMON 031162100 4062 70574 Sh 0 70574 0 ANADARKO PETE CORP COMMON 032511107 23454 515468 Sh 0 515468 0 ANDREW CORP COMMON 034425108 395 71750 Sh 0 71750 0 ANHEUSER BUSCH COS INC COMMON 035229103 2456 52690 Sh 0 52690 0 ANNTAYLOR STORES CORP COMMON 036115103 2488 121200 Sh 0 121200 0 ANTHRACITE CAP INC COMMON 037023108 311 27161 Sh 0 27161 0 AOL TIME WARNER INC COMMON 00184A105 6860 631658 Sh 0 631658 0 APPLIED MATLS INC COMMON 038222105 13253 1053494 Sh 0 1053494 0 APRIA HEALTHCARE GROUP I COMMON 037933108 292 12500 Sh 0 12500 0 ARRIS GROUP INC COMMON 04269Q100 65 17600 Sh 0 17600 0 AT&T CORP COMMON 001957505 618 38127 Sh 0 38127 0 AT&T WIRELESS COMMON 00209A106 983 149015 Sh 0 149015 0 ATMEL CORP COMMON 049513104 172 107700 Sh 0 107700 0 AUTODESK INC COMMON 052769106 175 11500 Sh 0 11500 0 AUTOMATIC DATA PROCESSIN COMMON 053015103 22364 726331 Sh 0 726331 0 AVERY DENNISON CORP COMMON 053611109 61026 1040164 Sh 0 1040164 0 BANK HAWAII CORP COMMON 062540109 1165 37830 Sh 0 37830 0 BANK NEW YORK INC COMMON 064057102 1145 55831 Sh 0 55831 0 BANK OF AMERICA CORP COMMON 060505104 1894 28338 Sh 0 28338 0 BANK ONE CORP COMMON 06423A103 48512 1401270 Sh 0 1401270 0 BANKATLANTIC BANCORP COMMON 065908501 321 32800 Sh 0 32800 0 BARRICK GOLD CORP COMMON 067901108 476 30600 Sh 0 30600 0 BECKMAN COULTER INC COMMON 075811109 8393 246645 Sh 0 246645 0 BELLSOUTH CORP COMMON 079860102 2347 108325 Sh 0 108325 0 BELO CORP COMMON 080555105 6111 301632 Sh 0 301632 0 BELO CORP COMMON 080555204 3577 185316 Sh 0 185316 0 BERKSHIRE HATHAWAY INC D COMMON 084670108 16588 260 Sh 0 260 0 BISYS GROUP INC COMMON 055472104 175 10700 Sh 0 10700 0 BJ SVCS CO COMMON 055482103 1451 42180 Sh 0 42180 0 BLACK & DECKER CORP COMMON 091797100 1457 41788 Sh 0 41788 0 BLOCK H & R INC COMMON 093671105 9571 224192 Sh 0 224192 0 BMC SOFTWARE INC COMMON 055921100 559 37028 Sh 0 37028 0 BOEING CO COMMON 097023105 1567 62524 Sh 0 62524 0 BOK FINL CORP COMMON 05561Q201 336 10299 Sh 0 10299 0 BORG WARNER INC COMMON 099724106 2756 57600 Sh 0 57600 0 BOSTON SCIENTIFIC CORP COMMON 101137107 1120 27466 Sh 0 27466 0 BOWATER INC COMMON 102183100 1323 35600 Sh 0 35600 0 BP PLC COMMON 055622104 67032 1737036 Sh 0 1737036 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 36496 1727192 Sh 0 1727192 0 BROCADE COMMUNICATIONS S COMMON 111621108 73 14900 Sh 0 14900 0 BRUNSWICK CORP COMMON 117043109 2501 131640 Sh 0 131640 0 CBL & ASSOC PPTYS INC COMMON 124830100 317 7800 Sh 0 7800 0 CENTEX CORP COMMON 152312104 1754 32271 Sh 0 32271 0 CHEVRONTEXACO CORP COMMON 166764100 1858 28744 Sh 0 28744 0 CHICAGO BRIDGE & IRON CO COMMON 167250109 162 10000 Sh 0 10000 0 CHUBB CORP COMMON 171232101 1301 29344 Sh 0 29344 0 CINERGY CORP COMMON 172474108 518 15400 Sh 0 15400 0 CISCO SYS INC COMMON 17275R102 2271 174987 Sh 0 174987 0 CITIGROUP INC COMMON 172967101 4598 133466 Sh 0 133466 0 CLEAR CHANNEL COMMUNICAT COMMON 184502102 2053 60533 Sh 0 60533 0 CLECO CORP NEW COMMON 12561W105 1446 115250 Sh 0 115250 0 COCA COLA CO COMMON 191216100 1173 28978 Sh 0 28978 0 COGNOS INC COMMON 19244C109 411 18100 Sh 0 18100 0 COLGATE PALMOLIVE CO COMMON 194162103 686 12600 Sh 0 12600 0 COLLINS & AIKMAN CORP NE COMMON 194830204 81 19800 Sh 0 19800 0 COMMUNITY FIRST BANKSHAR COMMON 203902101 281 11000 Sh 0 11000 0 COMMUNITY HEALTH SYS INC COMMON 203668108 248 12100 Sh 0 12100 0 COMPASS BANCSHARES INC COMMON 20449H109 3402 108800 Sh 0 108800 0 COMVERSE TECHNOLOGY INC COMMON 205862402 300 26500 Sh 0 26500 0 CONCEPTUS INC COMMON 206016107 134 14900 Sh 0 14900 0 CONOCOPHILLIPS COMMON 20825C104 1147 21400 Sh 0 21400 0 COOPER INDS LTD COMMON G24182100 1344 37640 Sh 0 37640 0 CORNING INC COMMON 219350105 733 125500 Sh 0 125500 0 COSTCO WHSL CORP NEW COMMON 22160K105 695 23131 Sh 0 23131 0 COX COMMUNICATIONS INC N COMMON 224044107 37048 1190876 Sh 0 1190876 0 CSX CORP COMMON 126408103 1110 38919 Sh 0 38919 0 CUMMINS INC COMMON 231021106 906 36833 Sh 0 36833 0 CUMULUS MEDIA INC COMMON 231082108 178 12248 Sh 0 12248 0 CYBERONICS INC COMMON 23251P102 323 15100 Sh 0 15100 0 CYPRESS SEMICONDUCTOR CO COMMON 232806109 1531 221900 Sh 0 221900 0 DANAHER CORP DEL COMMON 235851102 38277 582076 Sh 0 582076 0 DEAN FOODS CO NEW COMMON 242370104 1729 40300 Sh 0 40300 0 DELL COMPUTER CORP COMMON 247025109 4026 147403 Sh 0 147403 0 DIAL CORP NEW COMMON 25247D101 221 11400 Sh 0 11400 0 DISNEY WALT CO COMMON 254687106 410 24100 Sh 0 24100 0 DOLLAR TREE STORES INC COMMON 256747106 1234 62000 Sh 0 62000 0 DOMINION RES INC VA NEW COMMON 25746U109 3090 55810 Sh 0 55810 0 DOVER CORP COMMON 260003108 32624 1346995 Sh 0 1346995 0 DOW CHEM CO COMMON 260543103 25326 917279 Sh 0 917279 0 DOWNEY FINL CORP COMMON 261018105 280 7100 Sh 0 7100 0 DQE INC COMMON 23329J104 213 17500 Sh 0 17500 0 DU PONT E I DE NEMOURS & COMMON 263534109 1004 25847 Sh 0 25847 0 DUN & BRADSTREET CORP DE COMMON 26483E100 4941 129165 Sh 0 129165 0 EAST WEST BANCORP INC COMMON 27579R104 282 9154 Sh 0 9154 0 EASTMAN CHEM CO COMMON 277432100 1053 36326 Sh 0 36326 0 EATON CORP COMMON 278058102 2709 38727 Sh 0 38727 0 ECOLAB INC COMMON 278865100 749 15189 Sh 0 15189 0 EMERSON ELEC CO COMMON 291011104 21078 464779 Sh 0 464779 0 ENGELHARD CORP COMMON 292845104 201 9400 Sh 0 9400 0 ENTERGY CORP NEW COMMON 29364G103 1335 27717 Sh 0 27717 0 ENZON PHARMACEUTICALS IN COMMON 293904108 158 13900 Sh 0 13900 0 EQUITABLE RES INC COMMON 294549100 6883 183500 Sh 0 183500 0 EVEREST RE GROUP LTD COMMON G3223R108 5515 96400 Sh 0 96400 0 EVERGREEN RES INC COMMON 299900308 4640 102400 Sh 0 102400 0 EXPRESS SCRIPTS INC COMMON 302182100 5286 94900 Sh 0 94900 0 EXXON MOBIL CORP COMMON 30231G102 183406 5247663 Sh 0 5247663 0 FEDERAL HOME LN MTG CORP COMMON 313400301 68755 1294825 Sh 0 1294825 0 FEDERAL NATL MTG ASSN COMMON 313586109 95687 1464222 Sh 0 1464222 0 FIFTH THIRD BANCORP COMMON 316773100 352 7000 Sh 0 7000 0 FIRST DATA CORP COMMON 319963104 24821 670654 Sh 0 670654 0 FIRST HEALTH GROUP CORP COMMON 320960107 3134 123200 Sh 0 123200 0 FLEETBOSTON FINL CORP COMMON 339030108 1668 69848 Sh 0 69848 0 FORTUNE BRANDS INC COMMON 349631101 1222 28512 Sh 0 28512 0 FRIEDMAN BILLINGS RAMSEY COMMON 358434108 287 31755 Sh 0 31755 0 GANNETT INC COMMON 364730101 107971 1533032 Sh 0 1533032 0 GENERAL ELEC CO COMMON 369604103 73165 2869217 Sh 0 2869217 0 GENERAL MLS INC COMMON 370334104 700 15367 Sh 0 15367 0 GENERAL MTRS CORP COMMON 370442832 7301 651870 Sh 0 651870 0 GENESEE & WYO INC COMMON 371559105 165 10650 Sh 0 10650 0 GENUINE PARTS CO COMMON 372460105 693 22700 Sh 0 22700 0 GILEAD SCIENCES INC COMMON 375558103 3321 79100 Sh 0 79100 0 GILLETTE CO COMMON 375766102 730 23600 Sh 0 23600 0 GLOBALSANTAFE CORP COMMON G3930E101 2724 131932 Sh 0 131932 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 740 10866 Sh 0 10866 0 GREAT PLAINS ENERGY INC COMMON 391164100 6337 265500 Sh 0 265500 0 GUIDANT CORP COMMON 401698105 32172 888730 Sh 0 888730 0 HANCOCK JOHN FINL SVCS I COMMON 41014S106 619 22300 Sh 0 22300 0 HCA INC COMMON 404119109 1658 40080 Sh 0 40080 0 HEADWATERS INC COMMON 42210P102 143 10200 Sh 0 10200 0 HEALTH MGMT ASSOC INC NE COMMON 421933102 4100 215800 Sh 0 215800 0 HEALTH NET INC COMMON 42222G108 3354 125300 Sh 0 125300 0 HEWLETT PACKARD CO COMMON 428236103 4537 291772 Sh 0 291772 0 HISPANIC BROADCASTING CO COMMON 43357B104 950 46000 Sh 0 46000 0 HOME DEPOT INC COMMON 437076102 47250 1939645 Sh 0 1939645 0 HORMEL FOODS CORP COMMON 440452100 7672 362400 Sh 0 362400 0 HOST MARRIOTT CORP NEW COMMON 44107P104 90 13000 Sh 0 13000 0 HUNT J B TRANS SVCS INC COMMON 445658107 205 7600 Sh 0 7600 0 IDEC PHARMACEUTICALS COR COMMON 449370105 2874 84000 Sh 0 84000 0 ILLINOIS TOOL WKS INC COMMON 452308109 3453 59377 Sh 0 59377 0 IMC GLOBAL INC COMMON 449669100 191 19900 Sh 0 19900 0 INAMED CORP COMMON 453235103 304 8500 Sh 0 8500 0 INGERSOLL-RAND COMPANY L COMMON G4776G101 24655 638902 Sh 0 638902 0 INTEGRATED CIRCUIT SYS I COMMON 45811K208 336 15500 Sh 0 15500 0 INTEL CORP COMMON 458140100 4790 294233 Sh 0 294233 0 INTERGRAPH CORP COMMON 458683109 238 13700 Sh 0 13700 0 INTERNATIONAL BUSINESS M COMMON 459200101 48777 621916 Sh 0 621916 0 INTERNATIONAL RECTIFIER COMMON 460254105 565 28700 Sh 0 28700 0 INTL PAPER CO COMMON 460146103 1542 45632 Sh 0 45632 0 INVESTORS FINL SERVICES COMMON 461915100 2803 115200 Sh 0 115200 0 IPC HLDGS LTD COMMON G4933P101 301 10000 Sh 0 10000 0 IVAX CORP COMMON 465823102 1325 108125 Sh 0 108125 0 J D EDWARDS & CO COMMON 281667105 159 14400 Sh 0 14400 0 J P MORGAN CHASE & CO COMMON 46625H100 1459 61533 Sh 0 61533 0 JDS UNIPHASE CORP COMMON 46612J101 44 15500 Sh 0 15500 0 JOHNSON & JOHNSON COMMON 478160104 229067 3958306 Sh 0 3958306 0 JOHNSON CTLS INC COMMON 478366107 391 5400 Sh 0 5400 0 JONES APPAREL GROUP INC COMMON 480074103 2014 73425 Sh 0 73425 0 KEY ENERGY SVCS INC COMMON 492914106 254 25200 Sh 0 25200 0 KOHLS CORP COMMON 500255104 458 8100 Sh 0 8100 0 KRAFT FOODS INC COMMON 50075N104 472 16721 Sh 0 16721 0 KROGER CO COMMON 501044101 59960 4559660 Sh 0 4559660 0 L-3 COMMUNICATIONS HLDGS COMMON 502424104 8801 219100 Sh 0 219100 0 LANCASTER COLONY CORP COMMON 513847103 1570 40951 Sh 0 40951 0 LEAR CORP COMMON 521865105 1485 42000 Sh 0 42000 0 LEE ENTERPRISES INC COMMON 523768109 246 7800 Sh 0 7800 0 LEGG MASON INC COMMON 524901105 278 5700 Sh 0 5700 0 LIBERTY PPTY TR COMMON 531172104 238 7600 Sh 0 7600 0 LUCENT TECHNOLOGIES INC COMMON 549463107 451 306833 Sh 0 306833 0 M & T BK CORP COMMON 55261F104 2090 26600 Sh 0 26600 0 MANOR CARE INC NEW COMMON 564055101 1790 93080 Sh 0 93080 0 MARTIN MARIETTA MATLS IN COMMON 573284106 809 29300 Sh 0 29300 0 MASCO CORP COMMON 574599106 1842 98921 Sh 0 98921 0 MASSEY ENERGY CORP COMMON 576206106 811 86300 Sh 0 86300 0 MATTEL INC COMMON 577081102 221 9800 Sh 0 9800 0 MAVERICK TUBE CORP COMMON 577914104 211 11319 Sh 0 11319 0 MAYTAG CORP COMMON 578592107 1200 63070 Sh 0 63070 0 MBNA CORP COMMON 55262L100 63254 4202927 Sh 0 4202927 0 MCDONALDS CORP COMMON 580135101 667 46121 Sh 0 46121 0 MDU RES GROUP INC COMMON 552690109 2446 87600 Sh 0 87600 0 MEDICIS PHARMACEUTICAL C COMMON 584690309 361 6500 Sh 0 6500 0 MEDTRONIC INC COMMON 585055106 1855 41120 Sh 0 41120 0 MELLON FINL CORP COMMON 58551A108 18782 883457 Sh 0 883457 0 MERCANTILE BANKSHARES CO COMMON 587405101 4772 140600 Sh 0 140600 0 MERCK & CO INC COMMON 589331107 160623 2932143 Sh 0 2932143 0 METLIFE INC COMMON 59156R108 1243 47120 Sh 0 47120 0 METRO GOLDWYN MAYER INC COMMON 591610100 189 18000 Sh 0 18000 0 MGIC INVT CORP WIS COMMON 552848103 41270 1050939 Sh 0 1050939 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 1249 62750 Sh 0 62750 0 MICROSOFT CORP COMMON 594918104 99695 4117922 Sh 0 4117922 0 MILLENNIUM PHARMACEUTICA COMMON 599902103 1802 229200 Sh 0 229200 0 MILLIPORE CORP COMMON 601073109 26007 795311 Sh 0 795311 0 MOLEX INC COMMON 608554101 19539 909658 Sh 0 909658 0 MOLEX INC COMMON 608554200 47528 2583066 Sh 0 2583066 0 MORGAN STANLEY COMMON 617446448 34997 912565 Sh 0 912565 0 MPS GROUP INC COMMON 553409103 159 30507 Sh 0 30507 0 MURPHY OIL CORP COMMON 626717102 3676 83220 Sh 0 83220 0 NABORS INDUSTRIES LTD COMMON G6359F103 476 11950 Sh 0 11950 0 NATIONAL COMMERCE FINL C COMMON 63545P104 2052 86600 Sh 0 86600 0 NATIONAL FUEL GAS CO N J COMMON 636180101 6184 282760 Sh 0 282760 0 NETBANK INC COMMON 640933107 98 10500 Sh 0 10500 0 NEW JERSEY RES COMMON 646025106 304 9300 Sh 0 9300 0 NEW YORK TIMES CO COMMON 650111107 4348 100775 Sh 0 100775 0 NEWFIELD EXPL CO COMMON 651290108 339 10000 Sh 0 10000 0 NOBLE CORPORATION COMMON G65422100 566 18000 Sh 0 18000 0 NORFOLK SOUTHERN CORP COMMON 655844108 3341 179998 Sh 0 179998 0 NORTEL NETWORKS CORP NEW COMMON 656568102 513 246705 Sh 0 246705 0 NORTH FORK BANCORPORATIO COMMON 659424105 17751 602755 Sh 0 602755 0 NOVELL INC COMMON 670006105 123 57300 Sh 0 57300 0 NOVEN PHARMACEUTICALS IN COMMON 670009109 250 17700 Sh 0 17700 0 NSTAR COMMON 67019E107 292 7300 Sh 0 7300 0 NUCOR CORP COMMON 670346105 1099 28783 Sh 0 28783 0 OCCIDENTAL PETE CORP DEL COMMON 674599105 6649 221929 Sh 0 221929 0 OCEAN ENERGY INC DEL COMMON 67481E106 4566 228300 Sh 0 228300 0 OLD REP INTL CORP COMMON 680223104 6546 244700 Sh 0 244700 0 OLIN CORP COMMON 680665205 1935 106500 Sh 0 106500 0 ORACLE CORP COMMON 68389X105 1458 134400 Sh 0 134400 0 ORBITAL SCIENCES CORP COMMON 685564106 153 29500 Sh 0 29500 0 OWENS & MINOR INC NEW COMMON 690732102 225 12800 Sh 0 12800 0 OXFORD HEALTH PLANS INC COMMON 691471106 264 8700 Sh 0 8700 0 PACCAR INC COMMON 693718108 2636 52431 Sh 0 52431 0 PALL CORP COMMON 696429307 2026 101294 Sh 0 101294 0 PARAMETRIC TECHNOLOGY CO COMMON 699173100 96 44400 Sh 0 44400 0 PARKER HANNIFIN CORP COMMON 701094104 45899 1184789 Sh 0 1184789 0 PEPSICO INC COMMON 713448108 59366 1484149 Sh 0 1484149 0 PERKINELMER INC COMMON 714046109 1629 183281 Sh 0 183281 0 PFIZER INC COMMON 717081103 71529 2295545 Sh 0 2295545 0 PHARMACIA CORP COMMON 71713U102 664 15344 Sh 0 15344 0 PHELPS DODGE CORP COMMON 717265102 770 23699 Sh 0 23699 0 PRAXAIR INC COMMON 74005P104 2547 45200 Sh 0 45200 0 PRIORITY HEALTHCARE CORP COMMON 74264T102 365 13700 Sh 0 13700 0 PROCTER & GAMBLE CO COMMON 742718109 4277 48026 Sh 0 48026 0 PROGRESS ENERGY INC CVO COMMON 743263AA3 0 150000 Sh 0 150000 0 PROVIDENT FINL GROUP INC COMMON 743866105 245 11560 Sh 0 11560 0 QUEST DIAGNOSTICS INC COMMON 74834L100 2226 37300 Sh 0 37300 0 QUESTAR CORP COMMON 748356102 9956 336700 Sh 0 336700 0 QUINTILES TRANSNATIONAL COMMON 748767100 191 15700 Sh 0 15700 0 R H DONNELLEY CORP COMMON 74955W307 217 7300 Sh 0 7300 0 RADIAN GROUP INC COMMON 750236101 38729 1160242 Sh 0 1160242 0 REINSURANCE GROUP AMER I COMMON 759351109 302 11500 Sh 0 11500 0 REPUBLIC SVCS INC COMMON 760759100 4996 251800 Sh 0 251800 0 ROHM & HAAS CO COMMON 775371107 516 17340 Sh 0 17340 0 ROWAN COS INC COMMON 779382100 234 11900 Sh 0 11900 0 ROYAL DUTCH PETE CO COMMON 780257804 873 21419 Sh 0 21419 0 RPM INTL INC COMMON 749685103 125 11900 Sh 0 11900 0 SAFEWAY INC COMMON 786514208 29294 1547480 Sh 0 1547480 0 SAP AKTIENGESELLSCHAFT COMMON 803054204 732 38600 Sh 0 38600 0 SBC COMMUNICATIONS INC COMMON 78387G103 241 12000 Sh 0 12000 0 SCHEIN HENRY INC COMMON 806407102 226 5000 Sh 0 5000 0 SCHERING PLOUGH CORP COMMON 806605101 79115 4437209 Sh 0 4437209 0 SCIENTIFIC ATLANTA INC COMMON 808655104 239 17400 Sh 0 17400 0 SCIENTIFIC GAMES CORP COMMON 80874P109 174 32300 Sh 0 32300 0 SCRIPPS E W CO OHIO COMMON 811054204 47994 633666 Sh 0 633666 0 SELECT MEDICAL CORP COMMON 816196109 167 11700 Sh 0 11700 0 SELECT SECTOR SPDR TR COMMON 81369Y209 224 8400 Sh 0 8400 0 SELECT SECTOR SPDR TR COMMON 81369Y308 390 21000 Sh 0 21000 0 SELECT SECTOR SPDR TR COMMON 81369Y605 218 10500 Sh 0 10500 0 SEROLOGICALS CORP COMMON 817523103 92 10800 Sh 0 10800 0 SHERWIN WILLIAMS CO COMMON 824348106 238 9000 Sh 0 9000 0 SIGMA DESIGNS INC COMMON 826565103 369 67300 Sh 0 67300 0 SINCLAIR BROADCAST GROUP COMMON 829226109 108 13800 Sh 0 13800 0 SMUCKER J M CO COMMON 832696405 2014 57600 Sh 0 57600 0 SONUS NETWORKS INC COMMON 835916107 218 96800 Sh 0 96800 0 SOUTHERN CO COMMON 842587107 1263 44414 Sh 0 44414 0 SPX CORP COMMON 784635104 45845 1342062 Sh 0 1342062 0 ST JUDE MED INC COMMON 790849103 5182 106304 Sh 0 106304 0 ST PAUL COS INC COMMON 792860108 6862 215800 Sh 0 215800 0 STANCORP FINL GROUP INC COMMON 852891100 284 5500 Sh 0 5500 0 STAPLES INC COMMON 855030102 306 16700 Sh 0 16700 0 STERIS CORP COMMON 859152100 5645 215800 Sh 0 215800 0 STMICROELECTRONICS N V COMMON 861012102 591 31270 Sh 0 31270 0 SUN MICROSYSTEMS INC COMMON 866810104 1994 611745 Sh 0 611745 0 SUNOCO INC COMMON 86764P109 1477 40376 Sh 0 40376 0 SYBASE INC COMMON 871130100 1861 143700 Sh 0 143700 0 SYCAMORE NETWORKS INC COMMON 871206108 34 11100 Sh 0 11100 0 SYMANTEC CORP COMMON 871503108 3300 84220 Sh 0 84220 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 102 11900 Sh 0 11900 0 SYSCO CORP COMMON 871829107 1232 48414 Sh 0 48414 0 TAIWAN SEMICONDUCTOR MFG COMMON 874039100 1074 156963 Sh 0 156963 0 TARGET CORP COMMON 87612E106 1745 59646 Sh 0 59646 0 TELEFLEX INC COMMON 879369106 5614 157244 Sh 0 157244 0 TELEPHONE & DATA SYS INC COMMON 879433100 1023 25000 Sh 0 25000 0 TEMPLE INLAND INC COMMON 879868107 1694 45300 Sh 0 45300 0 TERADYNE INC COMMON 880770102 8890 763751 Sh 0 763751 0 TEXAS INSTRS INC COMMON 882508104 15273 932979 Sh 0 932979 0 TIDEWATER INC COMMON 886423102 250 8700 Sh 0 8700 0 TIFFANY & CO NEW COMMON 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