-----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, QQU/C2DHWpc3QvBDfuqZAuyOSOgo9EJis/KH96bUqxzQHs/fDaca+jQNMO8CDkIv k/OAXF929KX2twUqyrvV+g== 0001015402-03-004646.txt : 20031114 0001015402-03-004646.hdr.sgml : 20031114 20031114163406 ACCESSION NUMBER: 0001015402-03-004646 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031114 EFFECTIVENESS DATE: 20031114 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: 031005192 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: September 30, 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 11/13/2003 - --------------- ---------------- ---------- [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: 339 ----------- Form 13F Information Table Value Total: $4,050,898 ----------- (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 188 31800 SH 0 31800 0 3M CO COMMON 88579Y101 82360 1192408 SH 0 1192408 0 A D C TELECOMMUNICATIONS COMMON 000886101 171 73400 SH 0 73400 0 ABBOTT LABS COMMON 002824100 75079 1764496 SH 0 1764496 0 ABERCROMBIE & FITCH CO COMMON 002896207 1107 39950 SH 0 39950 0 ACTIVISION INC NEW COMMON 004930202 1293 108000 SH 0 108000 0 ADVANCED DIGITAL INFORMA COMMON 007525108 257 18300 SH 0 18300 0 ADVANCED FIBRE COMMUNICA COMMON 00754A105 253 12100 SH 0 12100 0 ADVANCEPCS COMMON 00790K109 214 4700 SH 0 4700 0 AEROFLEX INC COMMON 007768104 224 25500 SH 0 25500 0 AFFILIATED COMPUTER SERV COMMON 008190100 7249 148880 SH 0 148880 0 AFFILIATED MANAGERS GROU COMMON 008252108 201 3200 SH 0 3200 0 AFTERMARKET TECHNOLOGY C COMMON 008318107 121 10600 SH 0 10600 0 AGERE SYS INC COMMON 00845V100 186 60600 SH 0 60600 0 AIR PRODS & CHEMS INC COMMON 009158106 4344 96310 SH 0 96310 0 ALBEMARLE CORP COMMON 012653101 3239 118000 SH 0 118000 0 ALBERTO CULVER CO COMMON 013068200 6418 111840 SH 0 111840 0 ALCATEL COMMON 013904305 182 15400 SH 0 15400 0 ALCOA INC COMMON 013817101 1498 57278 SH 0 57278 0 ALCON INC COMMON H01301102 225 4000 SH 0 4000 0 ALTIRIS INC COMMON 02148M100 213 8120 SH 0 8120 0 ALTRIA GROUP INC COMMON 02209S103 70391 1607102 SH 0 1607102 0 AMBAC FINL GROUP INC COMMON 023139108 18306 286026 SH 0 286026 0 AMERICAN FINL RLTY TR COMMON 02607P305 336 23800 SH 0 23800 0 AMERICAN INTL GROUP INC COMMON 026874107 236223 4093993 SH 0 4093993 0 AMERISOURCEBERGEN CORP COMMON 03073E105 2919 54000 SH 0 54000 0 AMGEN INC COMMON 031162100 5627 87206 SH 0 87206 0 AMIS HLDGS INC COMMON 031538101 239 12900 SH 0 12900 0 AMR CORP COMMON 001765106 1658 144760 SH 0 144760 0 ANADARKO PETE CORP COMMON 032511107 21366 511644 SH 0 511644 0 ANDREW CORP COMMON 034425108 867 71750 SH 0 71750 0 ANNTAYLOR STORES CORP COMMON 036115103 3831 119200 SH 0 119200 0 ANWORTH MORTGAGE ASSET C COMMON 037347101 193 13500 SH 0 13500 0 AOL TIME WARNER INC COMMON 00184A105 11596 767444 SH 0 767444 0 APACHE CORP COMMON 037411105 2393 34510 SH 0 34510 0 APPLE COMPUTER INC COMMON 037833100 1578 76140 SH 0 76140 0 APPLIED MATLS INC COMMON 038222105 21579 1190264 SH 0 1190264 0 APRIA HEALTHCARE GROUP I COMMON 037933108 342 12500 SH 0 12500 0 ARRIS GROUP INC COMMON 04269Q100 214 37300 SH 0 37300 0 ASHFORD HOSPITALITY TR I COMMON 044103109 190 21200 SH 0 21200 0 ASML HLDG NV COMMON N07059111 185 14100 SH 0 14100 0 AT&T WIRELESS COMMON 00209A106 1434 175324 SH 0 175324 0 ATMEL CORP COMMON 049513104 166 41200 SH 0 41200 0 AUTOMATIC DATA PROCESSIN COMMON 053015103 24730 689820 SH 0 689820 0 AVERY DENNISON CORP COMMON 053611109 50822 1005971 SH 0 1005971 0 BANK HAWAII CORP COMMON 062540109 1270 37830 SH 0 37830 0 BANK OF AMERICA CORP COMMON 060505104 5742 73574 SH 0 73574 0 BANK ONE CORP COMMON 06423A103 53547 1385440 SH 0 1385440 0 BANKATLANTIC BANCORP COMMON 065908501 357 25060 SH 0 25060 0 BARR LABS INC COMMON 068306109 225 3300 SH 0 3300 0 BAXTER INTL INC COMMON 071813109 645 22190 SH 0 22190 0 BECKMAN COULTER INC COMMON 075811109 11119 244159 SH 0 244159 0 BELLSOUTH CORP COMMON 079860102 5557 234673 SH 0 234673 0 BELO CORP COMMON 080555105 7218 297663 SH 0 297663 0 BELO CORP COMMON 080555204 4077 185316 SH 0 185316 0 BERKSHIRE HATHAWAY INC D COMMON 084670108 19425 259 SH 0 259 0 BIG LOTS INC COMMON 089302103 166 10500 SH 0 10500 0 BIOTECH HOLDERS TR COMMON 09067D201 2703 20948 SH 0 20948 0 BJ SVCS CO COMMON 055482103 1352 39580 SH 0 39580 0 BLOCK H & R INC COMMON 093671105 9540 221100 SH 0 221100 0 BOK FINL CORP COMMON 05561Q201 320 8444 SH 0 8444 0 BORG WARNER INC COMMON 099724106 3908 57600 SH 0 57600 0 BOSTON SCIENTIFIC CORP COMMON 101137107 1258 19718 SH 0 19718 0 BOWATER INC COMMON 102183100 1367 32500 SH 0 32500 0 BP PLC COMMON 055622104 72092 1712389 SH 0 1712389 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 44131 1719819 SH 0 1719819 0 BRUNSWICK CORP COMMON 117043109 3052 118844 SH 0 118844 0 CALPINE CORP COMMON 131347106 953 194850 SH 0 194850 0 CAPITAL ONE FINL CORP COMMON 14040H105 1612 28260 SH 0 28260 0 CBL & ASSOC PPTYS INC COMMON 124830100 389 7800 SH 0 7800 0 CENDANT CORP COMMON 151313103 3010 161070 SH 0 161070 0 CENTEX CORP COMMON 152312104 3897 50033 SH 0 50033 0 CENTURYTEL INC COMMON 156700106 1424 42020 SH 0 42020 0 CHENIERE ENERGY INC COMMON 16411R208 82 13700 SH 0 13700 0 CHEVRONTEXACO CORP COMMON 166764100 5829 81584 SH 0 81584 0 CISCO SYS INC COMMON 17275R102 4558 232659 SH 0 232659 0 CITIGROUP INC COMMON 172967101 9066 199217 SH 0 199217 0 CITRIX SYS INC COMMON 177376100 1624 73374 SH 0 73374 0 CLECO CORP NEW COMMON 12561W105 1883 115250 SH 0 115250 0 CNET NETWORKS INC COMMON 12613R104 128 18200 SH 0 18200 0 COLGATE PALMOLIVE CO COMMON 194162103 1589 28425 SH 0 28425 0 COMMUNITY FIRST BANKSHAR COMMON 203902101 319 12000 SH 0 12000 0 COMPASS BANCSHARES INC COMMON 20449H109 3775 108800 SH 0 108800 0 COMPUWARE CORP COMMON 205638109 190 35400 SH 0 35400 0 CONVERGYS CORP COMMON 212485106 183 10000 SH 0 10000 0 COORS ADOLPH CO COMMON 217016104 1081 20100 SH 0 20100 0 CORNING INC COMMON 219350105 2488 264158 SH 0 264158 0 COUNTRYWIDE FINANCIAL CO COMMON 222372104 1744 22274 SH 0 22274 0 COX COMMUNICATIONS INC N COMMON 224044107 36983 1169593 SH 0 1169593 0 CSG SYS INTL INC COMMON 126349109 167 11300 SH 0 11300 0 CUMULUS MEDIA INC COMMON 231082108 210 12248 SH 0 12248 0 CYPRESS SEMICONDUCTOR CO COMMON 232806109 3923 221900 SH 0 221900 0 CYTYC CORP COMMON 232946103 207 13824 SH 0 13824 0 DANAHER CORP DEL COMMON 235851102 42350 573388 SH 0 573388 0 DEAN FOODS CO NEW COMMON 242370104 3588 115646 SH 0 115646 0 DEERE & CO COMMON 244199105 3078 57736 SH 0 57736 0 DEL MONTE FOODS CO COMMON 24522P103 141 16200 SH 0 16200 0 DELL INC COMMON 24702R101 1496 44753 SH 0 44753 0 DENTSPLY INTL INC NEW COMMON 249030107 411 9160 SH 0 9160 0 DEVELOPERS DIVERSIFIED R COMMON 251591103 203 6800 SH 0 6800 0 DEVON ENERGY CORP NEW COMMON 25179M103 4555 94516 SH 0 94516 0 DIAL CORP NEW COMMON 25247D101 246 11400 SH 0 11400 0 DOLLAR TREE STORES INC COMMON 256747106 2080 62000 SH 0 62000 0 DOMINION RES INC VA NEW COMMON 25746U109 3486 56323 SH 0 56323 0 DOUBLECLICK INC COMMON 258609304 363 33700 SH 0 33700 0 DOVER CORP COMMON 260003108 45557 1288005 SH 0 1288005 0 DOW CHEM CO COMMON 260543103 30470 936401 SH 0 936401 0 DUN & BRADSTREET CORP DE COMMON 26483E100 5366 129165 SH 0 129165 0 DUQUESNE LT HLDGS INC COMMON 266233105 270 17500 SH 0 17500 0 EARTHLINK INC COMMON 270321102 258 31400 SH 0 31400 0 EAST WEST BANCORP INC COMMON 27579R104 267 6254 SH 0 6254 0 EATON CORP COMMON 278058102 411 4640 SH 0 4640 0 EMERSON ELEC CO COMMON 291011104 24014 456098 SH 0 456098 0 ENTERASYS NETWORKS INC COMMON 293637104 418 104400 SH 0 104400 0 ENTERGY CORP NEW COMMON 29364G103 1520 28074 SH 0 28074 0 EQUITABLE RES INC COMMON 294549100 7542 183500 SH 0 183500 0 ESS TECHNOLOGY INC COMMON 269151106 194 18000 SH 0 18000 0 EVEREST RE GROUP LTD COMMON G3223R108 7245 96400 SH 0 96400 0 EVERGREEN RES INC COMMON 299900308 5530 204800 SH 0 204800 0 EXPRESS SCRIPTS INC COMMON 302182100 6057 99110 SH 0 99110 0 EXXON MOBIL CORP COMMON 30231G102 185240 5061189 SH 0 5061189 0 FEDERAL HOME LN MTG CORP COMMON 313400301 69713 1331665 SH 0 1331665 0 FEDERAL NATL MTG ASSN COMMON 313586109 99130 1412106 SH 0 1412106 0 FEI CO COMMON 30241L109 236 10100 SH 0 10100 0 FIRST DATA CORP COMMON 319963104 25861 647184 SH 0 647184 0 FIRST HEALTH GROUP CORP COMMON 320960107 3235 123200 SH 0 123200 0 FIRST NIAGARA FINL GP IN COMMON 33582V108 195 12900 SH 0 12900 0 FISHER SCIENTIFIC INTL I COMMON 338032204 230 5800 SH 0 5800 0 FLEETWOOD ENTERPRISES IN COMMON 339099103 97 10500 SH 0 10500 0 FRIEDMAN BILLINGS RAMSEY COMMON 358434108 186 10755 SH 0 10755 0 GANNETT INC COMMON 364730101 116434 1501210 SH 0 1501210 0 GARTNER INC COMMON 366651107 163 14800 SH 0 14800 0 GENERAL ELEC CO COMMON 369604103 91289 3062350 SH 0 3062350 0 GENERAL MTRS CORP COMMON 370442832 11926 833403 SH 0 833403 0 GENESEE & WYO INC COMMON 371559105 326 13750 SH 0 13750 0 GILEAD SCIENCES INC COMMON 375558103 4590 81900 SH 0 81900 0 GLOBALSANTAFE CORP COMMON G3930E101 3160 131932 SH 0 131932 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 3464 41287 SH 0 41287 0 GREAT PLAINS ENERGY INC COMMON 391164100 8050 265500 SH 0 265500 0 GUIDANT CORP COMMON 401698105 40311 860419 SH 0 860419 0 HEADWATERS INC COMMON 42210P102 189 11700 SH 0 11700 0 HEALTH MGMT ASSOC INC NE COMMON 421933102 4707 215800 SH 0 215800 0 HEALTH NET INC COMMON 42222G108 3968 125300 SH 0 125300 0 HEWLETT PACKARD CO COMMON 428236103 2771 143129 SH 0 143129 0 HOME DEPOT INC COMMON 437076102 62869 1973907 SH 0 1973907 0 HORMEL FOODS CORP COMMON 440452100 8165 355300 SH 0 355300 0 HUDSON UNITED BANCORP COMMON 444165104 211 6000 SH 0 6000 0 HUNT J B TRANS SVCS INC COMMON 445658107 2227 85040 SH 0 85040 0 I-FLOW CORP COMMON 449520303 196 18490 SH 0 18490 0 ICN PHARMACEUTICALS INC COMMON 448924100 284 16540 SH 0 16540 0 IDEC PHARMACEUTICALS COR COMMON 449370105 3140 94330 SH 0 94330 0 ILLINOIS TOOL WKS INC COMMON 452308109 1611 24320 SH 0 24320 0 INDEPENDENCE CMNTY BK CO COMMON 453414104 207 5900 SH 0 5900 0 INFOUSA INC NEW COMMON 456818301 101 13400 SH 0 13400 0 INGERSOLL-RAND COMPANY L COMMON G4776G101 32403 606337 SH 0 606337 0 INTEGRATED ALARM SVCS GR COMMON 45890M109 252 30200 SH 0 30200 0 INTEL CORP COMMON 458140100 7191 261285 SH 0 261285 0 INTERGRAPH CORP COMMON 458683109 322 13700 SH 0 13700 0 INTERNATIONAL BUSINESS M COMMON 459200101 54953 622136 SH 0 622136 0 INTERNATIONAL RECTIFIER COMMON 460254105 1075 28700 SH 0 28700 0 INTL PAPER CO COMMON 460146103 2022 51828 SH 0 51828 0 INVESTORS FINL SERVICES COMMON 461915100 3633 115200 SH 0 115200 0 IPC HLDGS LTD COMMON G4933P101 203 5800 SH 0 5800 0 IVAX CORP COMMON 465823102 2331 118905 SH 0 118905 0 J P MORGAN CHASE & CO COMMON 46625H100 2870 83593 SH 0 83593 0 JACUZZI BRANDS INC COMMON 469865109 159 25700 SH 0 25700 0 JOHNSON & JOHNSON COMMON 478160104 193140 3900236 SH 0 3900236 0 JONES APPAREL GROUP INC COMMON 480074103 2198 73425 SH 0 73425 0 JOY GLOBAL INC COMMON 481165108 177 11100 SH 0 11100 0 K V PHARMACEUTICAL CO COMMON 482740206 204 9075 SH 0 9075 0 KEY ENERGY SVCS INC COMMON 492914106 243 25200 SH 0 25200 0 KINDRED HEALTHCARE INC COMMON 494580103 651 17400 SH 0 17400 0 KROGER CO COMMON 501044101 80325 4494983 SH 0 4494983 0 L-3 COMMUNICATIONS HLDGS COMMON 502424104 9476 219100 SH 0 219100 0 LANCASTER COLONY CORP COMMON 513847103 1634 40951 SH 0 40951 0 LASERSCOPE COMMON 518081104 199 16900 SH 0 16900 0 LEAR CORP COMMON 521865105 2390 45400 SH 0 45400 0 LEGG MASON INC COMMON 524901105 310 4300 SH 0 4300 0 LEXAR MEDIA INC COMMON 52886P104 172 10100 SH 0 10100 0 LIBERTY PPTY TR COMMON 531172104 211 5700 SH 0 5700 0 LILLY ELI & CO COMMON 532457108 2426 40846 SH 0 40846 0 LINENS N THINGS INC COMMON 535679104 664 27930 SH 0 27930 0 LOCKHEED MARTIN CORP COMMON 539830109 2519 54580 SH 0 54580 0 LUBRIZOL CORP COMMON 549271104 211 6500 SH 0 6500 0 LUCENT TECHNOLOGIES INC COMMON 549463107 33 15200 SH 0 15200 0 LYONDELL CHEMICAL CO COMMON 552078107 1484 116096 SH 0 116096 0 M & T BK CORP COMMON 55261F104 2322 26600 SH 0 26600 0 MANDALAY RESORT GROUP COMMON 562567107 2802 70750 SH 0 70750 0 MARTEK BIOSCIENCES CORP COMMON 572901106 326 6190 SH 0 6190 0 MARTIN MARIETTA MATLS IN COMMON 573284106 1068 29300 SH 0 29300 0 MASSEY ENERGY CORP COMMON 576206106 1148 86300 SH 0 86300 0 MAVERICK TUBE CORP COMMON 577914104 294 18919 SH 0 18919 0 MAXTOR CORP COMMON 577729205 151 12400 SH 0 12400 0 MBNA CORP COMMON 55262L100 95752 4199644 SH 0 4199644 0 MCDATA CORP COMMON 580031201 373 31300 SH 0 31300 0 MCDONALDS CORP COMMON 580135101 2977 126469 SH 0 126469 0 MDU RES GROUP INC COMMON 552690109 2959 87600 SH 0 87600 0 MEDCO HEALTH SOLUTIONS I COMMON 58405U102 8909 343581 SH 0 343581 0 MEDSOURCE TECHNOLOGIES I COMMON 58505Y103 197 39440 SH 0 39440 0 MELLON FINL CORP COMMON 58551A108 26642 883935 SH 0 883935 0 MEMC ELECTR MATLS INC COMMON 552715104 425 39000 SH 0 39000 0 MERCANTILE BANKSHARES CO COMMON 587405101 5624 140600 SH 0 140600 0 MERCK & CO INC COMMON 589331107 147903 2921830 SH 0 2921830 0 MERRILL LYNCH & CO INC COMMON 590188108 2193 40970 SH 0 40970 0 MGI PHARMA INC COMMON 552880106 208 5380 SH 0 5380 0 MGIC INVT CORP WIS COMMON 552848103 53954 1036176 SH 0 1036176 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 1503 62750 SH 0 62750 0 MICROSOFT CORP COMMON 594918104 115174 4142961 SH 0 4142961 0 MILLENNIUM PHARMACEUTICA COMMON 599902103 3870 250480 SH 0 250480 0 MILLIPORE CORP COMMON 601073109 36114 784062 SH 0 784062 0 MOLEX INC COMMON 608554101 25746 900824 SH 0 900824 0 MOLEX INC COMMON 608554200 62691 2561968 SH 0 2561968 0 MORGAN STANLEY COMMON 617446448 45952 910665 SH 0 910665 0 MPS GROUP INC COMMON 553409103 117 12997 SH 0 12997 0 MURPHY OIL CORP COMMON 626717102 4889 83220 SH 0 83220 0 MYLAN LABS INC COMMON 628530107 1628 42118 SH 0 42118 0 NABORS INDUSTRIES LTD COMMON G6359F103 1704 45730 SH 0 45730 0 NATIONAL COMMERCE FINL C COMMON 63545P104 2155 86600 SH 0 86600 0 NATIONAL FUEL GAS CO N J COMMON 636180101 6461 282760 SH 0 282760 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 1980 61310 SH 0 61310 0 NEW YORK TIMES CO COMMON 650111107 4380 100775 SH 0 100775 0 NEWFIELD EXPL CO COMMON 651290108 386 10000 SH 0 10000 0 NEXTEL COMMUNICATIONS IN COMMON 65332V103 990 50250 SH 0 50250 0 NEXTEL PARTNERS INC COMMON 65333F107 123 15700 SH 0 15700 0 NII HLDGS INC COMMON 62913F201 351 5910 SH 0 5910 0 NORFOLK SOUTHERN CORP COMMON 655844108 1118 60416 SH 0 60416 0 NORTEL NETWORKS CORP NEW COMMON 656568102 60 14700 SH 0 14700 0 NORTH FORK BANCORPORATIO COMMON 659424105 25000 719415 SH 0 719415 0 NOVELL INC COMMON 670006105 499 94200 SH 0 94200 0 NSTAR COMMON 67019E107 238 5000 SH 0 5000 0 OCCIDENTAL PETE CORP DEL COMMON 674599105 7554 214429 SH 0 214429 0 OFFICE DEPOT INC COMMON 676220106 1276 90847 SH 0 90847 0 OLD REP INTL CORP COMMON 680223104 8097 244700 SH 0 244700 0 OLIN CORP COMMON 680665205 1685 106500 SH 0 106500 0 OMNICARE INC COMMON 681904108 436 12100 SH 0 12100 0 ORACLE CORP COMMON 68389X105 1924 171030 SH 0 171030 0 ORBITAL SCIENCES CORP COMMON 685564106 152 16400 SH 0 16400 0 PACCAR INC COMMON 693718108 1521 20442 SH 0 20442 0 PARAMETRIC TECHNOLOGY CO COMMON 699173100 338 107300 SH 0 107300 0 PARKER HANNIFIN CORP COMMON 701094104 52612 1176997 SH 0 1176997 0 PEABODY ENERGY CORP COMMON 704549104 311 9900 SH 0 9900 0 PEPSICO INC COMMON 713448108 68540 1495534 SH 0 1495534 0 PFIZER INC COMMON 717081103 71302 2347012 SH 0 2347012 0 PHARMACEUTICAL RES INC COMMON 717125108 745 10920 SH 0 10920 0 PIXELWORKS INC COMMON 72581M107 245 28200 SH 0 28200 0 POLYCOM INC COMMON 73172K104 272 16400 SH 0 16400 0 PRAXAIR INC COMMON 74005P104 4315 69645 SH 0 69645 0 PROASSURANCE CORP COMMON 74267C106 232 9000 SH 0 9000 0 PROCTER & GAMBLE CO COMMON 742718109 1634 17606 SH 0 17606 0 PROGRESS ENERGY INC CVO COMMON 743263AA3 0 150000 SH 0 150000 0 PROVIDENT FINL GROUP INC COMMON 743866105 376 13460 SH 0 13460 0 QUALCOMM INC COMMON 747525103 275 6600 SH 0 6600 0 QUANTUM CORP COMMON 747906204 252 81900 SH 0 81900 0 QUEST DIAGNOSTICS INC COMMON 74834L100 2262 37300 SH 0 37300 0 QUESTAR CORP COMMON 748356102 10374 336700 SH 0 336700 0 RADIAN GROUP INC COMMON 750236101 50755 1143132 SH 0 1143132 0 REINSURANCE GROUP AMER I COMMON 759351109 245 6000 SH 0 6000 0 RENAISSANCE RE HLDGS LTD COMMON G7496G103 2815 61700 SH 0 61700 0 REPUBLIC SVCS INC COMMON 760759100 5701 251800 SH 0 251800 0 ROWAN COS INC COMMON 779382100 359 14600 SH 0 14600 0 RPM INTL INC COMMON 749685103 202 15500 SH 0 15500 0 SABRE HLDGS CORP COMMON 785905100 2538 118095 SH 0 118095 0 SAFEWAY INC COMMON 786514208 34923 1522352 SH 0 1522352 0 SANDISK CORP COMMON 80004C101 274 4300 SH 0 4300 0 SAPIENT CORP COMMON 803062108 113 31400 SH 0 31400 0 SCHERING PLOUGH CORP COMMON 806605101 67220 4410778 SH 0 4410778 0 SCIENTIFIC GAMES CORP COMMON 80874P109 210 18400 SH 0 18400 0 SCOTTS CO COMMON 810186106 230 4200 SH 0 4200 0 SCRIPPS E W CO OHIO COMMON 811054204 53149 624552 SH 0 624552 0 SEROLOGICALS CORP COMMON 817523103 179 13600 SH 0 13600 0 SIGMA DESIGNS INC COMMON 826565103 87 10100 SH 0 10100 0 SILICON STORAGE TECHNOLO COMMON 827057100 535 61150 SH 0 61150 0 SINCLAIR BROADCAST GROUP COMMON 829226109 141 13800 SH 0 13800 0 SKY FINL GROUP INC COMMON 83080P103 216 9600 SH 0 9600 0 SKYWEST INC COMMON 830879102 294 16964 SH 0 16964 0 SL GREEN RLTY CORP COMMON 78440X101 282 7800 SH 0 7800 0 SMUCKER J M CO COMMON 832696405 2428 57600 SH 0 57600 0 SOUTHWEST AIRLS CO COMMON 844741108 1817 102630 SH 0 102630 0 SPDR TR COMMON 78462F103 300 3000 SH 0 3000 0 SPX CORP COMMON 784635104 59866 1322132 SH 0 1322132 0 ST JUDE MED INC COMMON 790849103 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