-----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, TLZJ8skbKT9Ltkn50Bex+wMBczuCbfB0vFx8S60aQWLSJfJ/gUs/D6SuKQSmwelM E70uyBaKGIkeDurogTELpg== 0001193125-06-013712.txt : 20060127 0001193125-06-013712.hdr.sgml : 20060127 20060127115109 ACCESSION NUMBER: 0001193125-06-013712 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20060127 DATE AS OF CHANGE: 20060127 EFFECTIVENESS DATE: 20060127 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10509 FILM NUMBER: 06555950 BUSINESS ADDRESS: STREET 1: 1200 RIVER RD STREET 2: STE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: 4845301300 13F-HR/A 1 d13fhra.txt 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 September 30, 2005 Check here if Amendment [X]; Amendment Number: ---------- This Amendment (Check only one.): [X] 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 Lables, are considered integral part 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 1/25/06 - --------------- (City, State) (Date) (Signature) Report Type (Check only one): [X] 13F HOLDING REPORT. (Check here if all holding of this reporting mangaer 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 537 Form 13F Gartmore SA Capital Trust Information Table Value 2,946,433 (thousands)
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - -------------- -------------- --------- ------- --------- ---- ---------- ------- ------------ ----- --------- ---- 3COM CORP COMMON 885535104 $ 184 45,000 X 45,000 3M CO COMMON 88579Y101 $13,355 182,044 X 182,044 ABERCROMBIE AND FITCH CO COMMON 002896207 $ 1,402 28,119 X 28,119 ABGENIX INCORPORATED COMMON 00339B107 $ 540 42,570 X 42,570 ACADIA PHARMACEUTICALS IN COMMON 004225108 $ 1,212 106,614 X 106,614 ACTUANT CORP COMMON 00508X203 $ 300 6,400 X 6,400 ACXIOM CORP COMMON 005125109 $ 606 32,378 X 32,378 ADOLOR CORP COMMON 00724X102 $ 664 62,201 X 62,201 ADVANCE AUTO PARTS, INC. COMMON 00751Y106 $ 546 14,115 X 14,115 ADVANCED ENERGY INDS INC COMMON 007973100 $ 768 71,336 X 71,336 ADVANCED MICRO DEVICES IN COMMON 007903107 $19,152 760,001 X 760,001 ADVANTA CORP COMMON 007942204 $ 323 11,428 X 11,428 AES CORP COMMON 00130H105 $ 3,416 207,909 X 207,909 AETNA INC COMMON 00817Y108 $16,929 196,531 X 196,531 AFFILIATED COMPUTER SVCS COMMON 008190100 $14,309 262,062 X 262,062 AFFILIATED MANAGERS GROUP COMMON 008252108 $ 380 5,250 X 5,250 AFLAC INC COMMON 001055102 $ 9,644 212,894 X 212,894 AIR PRODS + CHEMS INC COMMON 009158106 $ 6,121 111,010 X 111,010 AIRGAS INC COMMON 009363102 $ 3,060 103,279 X 103,279 AKAMAI TECHNOLOGIES INC COMMON 00971T101 $ 258 16,200 X 16,200 ALASKA AIR GROUP INC COMMON 011659109 $ 221 7,600 X 7,600 ALBEMARLE CORP COMMON 012653101 $ 637 16,900 X 16,900 ALBERTSONS INC COMMON 013104104 $10,819 421,790 X 421,790 ALERIS INTL INC COMMON 014477103 $ 264 9,600 X 9,600 ALEXION PHARMACEUTICALS INC., COMMON 015351109 $ 534 19,300 X 19,300 ALLEGHENY TECHNOLOGIES IN COMMON 01741R102 $ 282 9,100 X 9,100 ALLIANCE DATA SYSTEMS COR COMMON 018581108 $ 6,267 160,078 X 160,078 ALLIED WASTE INDS INC COMMON 019589308 $ 799 94,588 X 94,588 ALLMERICA FINL CORP COMMON 019754100 $ 465 11,300 X 11,300 ALLSTATE CORP COMMON 020002101 $13,630 246,524 X 246,524 ALLTEL CORP COMMON 020039103 $13,832 212,438 X 212,438 ALNYLAM PHARMACEUTICALS I COMMON 02043Q107 $ 957 84,664 X 84,664 ALPHA NAT RES INC COMMON 02076X102 $ 627 20,881 X 20,881 ALTERA CORP COMMON 021441100 $13,788 721,500 X 721,500 ALTIRIS, INC. COMMON 02148M100 $ 330 21,600 X 21,600 ALTRIA GROUP, INC. COMMON 02209S103 $43,551 590,842 X 590,842 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 $ 4,325 183,800 X 183,800 AMERICAN EXPRESS CO COMMON 025816109 $ 9,054 157,622 X 157,622 AMERICAN INTL GROUP INC COMMON 026874107 $11,718 189,130 X 189,130 AMERISOURCEBERGEN CORP COMMON 03073E105 $ 7,178 92,856 X 92,856 AMGEN INC. COMMON 031162100 $25,642 321,855 X 321,855 AMSOUTH BANCORPORATION COMMON 032165102 $ 1,096 43,400 X 43,400 Anadarko Petroleum Corporation COMMON 032511107 $ 1,028 10,740 X 10,740 ANADYS PHARMACEUTICALS INC. COMMON 03252Q408 $ 447 41,890 X 41,890 ANHEUSER-BUSCH COMPANIES, INC. COMMON 035229103 $ 918 21,320 X 21,320 AON CORP COMMON 037389103 $ 1,444 45,000 X 45,000 APACHE CORP COMMON 037411105 $23,492 312,313 X 312,313 Apollo Group, Inc. COMMON 037604105 $ 473 7,120 X 7,120 APPLEBEES INTL INC COMMON 037899101 $ 463 22,380 X 22,380 APPLIED BIOSYSTEMS GROUP COMMON 038020103 $ 386 16,600 X 16,600 APPLIED MATERIALS INC COMMON 038222105 $ 4,947 291,700 X 291,700 ARAMARK CORP COMMON 038521100 $ 1,129 42,275 X 42,275 ARCH COAL INC COMMON 039380100 $ 1,959 29,025 X 29,025 ARCHER DANIELS MIDLAND CO COMMON 039483102 $ 9,689 392,884 X 392,884 ARKANSAS BEST CORP COMMON 040790107 $ 599 17,170 X 17,170 ARLINGTON TANKERS LTD COMMON G04899103 $ 689 29,421 X 29,421 Array BioPharma Inc. COMMON 04269X105 $ 472 65,680 X 65,680 ARROW ELECTRS INC COMMON 042735100 $ 7,564 241,214 X 241,214 ARTHROCARE CORP COMMON 043136100 $ 808 20,100 X 20,100 ASHFORD HOSPITALITY TR IN COMMON 044103109 $ 390 36,221 X 36,221 ASHLAND INC NEW COMMON 044209104 $ 6,343 114,829 X 114,829 ASPEN INSURANCE HOLDINGS COMMON G05384105 $ 340 11,503 X 11,503 ASPEN TECHNOLOGY INC COMMON 045327103 $ 266 42,500 X 42,500 ASSURANT INC COMMON 04621X108 $10,698 281,082 X 281,082 ATI TECHNOLOGIES INC COMMON 001941103 $ 6,722 482,180 X 482,180 AUTODESK, INC. COMMON 052769106 $ 718 15,460 X 15,460 AUTOLIV COMMON 052800109 $ 7,132 163,951 X 163,951 AVAYA INC COMMON 053499109 $ 1,006 97,652 X 97,652 AVISTA CORP COMMON 05379B107 $ 277 14,300 X 14,300 AVNET INC COMMON 053807103 $ 7,301 298,600 X 298,600 B&G FOODS HOLDINGS CORP COMMON 05508R205 $ 426 33,653 X 33,653 BALL CORP COMMON 058498106 $ 7,848 213,600 X 213,600 BANK NEW YORK INC COMMON 064057102 $ 7,551 256,751 X 256,751 BANK OF AMERICA CORPORATION COMMON 060505104 $83,338 1,979,519 X 1,979,519 BANKATLANTIC BANCORP INC COMMON 065908501 $ 225 13,260 X 13,260 BARR PHARMACEUTICALS INC COMMON 068306109 $ 950 17,301 X 17,301 BAUSCH + LOMB INC COMMON 071707103 $ 7,213 89,404 X 89,404 BAXTER INTERNATIONAL,INC. COMMON 071813109 $ 1,528 38,320 X 38,320 BEACON ROOFING SUPPLY INC COMMON 073685109 $ 222 6,800 X 6,800 BEAR STEARNS COS INC COMMON 073902108 $20,198 184,035 X 184,035 BECKMAN INSTRUMENTS, INC. COMMON 075811109 $ 1,100 20,380 X 20,380 BECTON DICKINSON + CO COMMON 075887109 $ 4,504 85,900 X 85,900 BED, BATH & BEYOND INC. COMMON 075896100 $ 513 12,760 X 12,760 BELDEN CDT, INC. COMMON 077454106 $ 358 18,400 X 18,400 BERKLEY W R CORP COMMON 084423102 $ 343 8,700 X 8,700 BJ SVCS CO COMMON 055482103 $13,338 370,594 X 370,594 BMC SOFTWARE, INC. COMMON 055921100 $ 392 18,600 X 18,600 BORG WARNER INC COMMON 099724106 $ 203 3,600 X 3,600 BOWATER INC COMMON 102183100 $ 680 24,044 X 24,044 BOYD GAMING CORP COMMON 103304101 $ 6,483 150,337 X 150,337 BRINKER INTERNATIONAL INC. COMMON 109641100 $ 528 14,070 X 14,070 BRISTOL-MEYERS COMMON 110122108 $16,532 687,108 X 687,108 BROADCOM CORPORATION COMMON 111320107 $ 473 10,080 X 10,080 BURLINGTON NORTHN SANTA F COMMON 12189T104 $36,091 603,531 X 603,531 BURLINGTON RESOURCES, INC. COMMON 122014103 $ 623 7,660 X 7,660
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - -------------- -------------- --------- -------- --------- ---- ---------- ------- ------------ ----- --------- ---- BUSINESS OBJECTS S.A. COMMON 12328X107 $ 510 14,660 X 14,660 CALPINE CORP COMMON 131347106 $ 131 50,387 X 50,387 CAMPBELL SOUP CO COMMON 134429109 $ 10,975 368,898 X 368,898 CAPITAL ONE FINL CORP COMMON 14040H105 $ 1,001 12,592 X 12,592 CARDINAL HEALTH, INC. COMMON 14149Y108 $ 1,976 31,150 X 31,150 CARPENTER TECHNOLOGY CORP COMMON 144285103 $ 944 16,100 X 16,100 CDW CORP COMMON 12512N105 $ 815 13,824 X 13,824 CELESTICA INC COMMON 15101Q108 $ 2,006 177,361 X 177,361 CENTENE CORPORATION COMMON 15135B101 $ 360 14,400 X 14,400 CHECK POINT SOFTWARE COMMON M22465104 $ 1,489 61,217 X 61,217 CHEVRON CORP COMMON 166764100 $ 54,224 837,699 X 837,699 CHUBB CORP COMMON 171232101 $ 15,637 174,622 X 174,622 CIGNA CORP. COMMON 125509109 $ 1,701 14,435 X 14,435 CINCINNATI BELL INC NEW COMMON 171871106 $ 624 141,445 X 141,445 CINTAS CORP COMMON 172908105 $ 1,268 30,896 X 30,896 CIRRUS LOGIC INC COMMON 172755100 $ 249 32,800 X 32,800 CISCO SYS INC COMMON 17275R102 $ 9,470 528,145 X 528,145 CITIGROUP INC COMMON 172967101 $ 11,510 252,861 X 252,861 CITIZENS COMMUNICATIONS C COMMON 17453B101 $ 2,699 199,200 X 199,200 CITY NATL CORP COMMON 178566105 $ 378 5,400 X 5,400 CLEAR CHANNEL COMMUNICATI COMMON 184502102 $ 799 24,287 X 24,287 CMS ENERGY CORP COMMON 125896100 $ 1,387 84,295 X 84,295 COACH INC COMMON 189754104 $ 1,233 39,302 X 39,302 COCA COLA CO COMMON 191216100 $ 9,126 211,300 X 211,300 COGNIZANT TECHNOLOGY SOLUTIONS, INC. COMMON 192446102 $ 7,802 167,462 X 167,462 COHERENT INC COMMON 192479103 $ 231 7,900 X 7,900 COLGATE PALMOLIVE CO COMMON 194162103 $ 12,104 229,288 X 229,288 COLONIAL BANCGROUPINC COMMON 195493309 $ 1,755 78,364 X 78,364 COMCAST CORP NEW COMMON 20030N101 $ 5,788 196,994 X 196,994 COMERICA INC COMMON 200340107 $ 1,066 18,100 X 18,100 COMMERCIAL CAP BANCORP IN COMMON 20162L105 $ 272 16,000 X 16,000 Community Health Systems Inc. COMMON 203668108 $ 992 25,550 X 25,550 COMPASS BANCSHARES INC COMMON 20449H109 $ 1,184 25,834 X 25,834 COMPUTER ASSOCIATES INTERNATIONAL, INC. COMMON 204912109 $ 1,010 36,330 X 36,330 COMPUTER SCIENCES CORP COMMON 205363104 $ 7,480 158,107 X 158,107 COMVERSE TECNOLOGY INC. COMMON 205862402 $ 637 24,250 X 24,250 CONOCOPHILLIPS COMMON 20825C104 $ 31,684 453,211 X 453,211 CONSOLIDATED COMMUNICATIO COMMON 209034107 $ 2,695 198,133 X 198,133 CONSTELLATION BRANDS INC COMMON 21036P108 $ 6,682 257,017 X 257,017 CONSTELLATION ENERGY GROU COMMON 210371100 $ 8,048 130,657 X 130,657 COOPER TIRE + RUBR CO COMMON 216831107 $ 1,585 103,809 X 103,809 CORINTHIAN COLLEGES INC COMMON 218868107 $ 641 48,267 X 48,267 CORNING, INC. COMMON 219350105 $ 7,065 365,474 X 365,474 COSTCO WHSL CORP NEW COMMON 22160K105 $ 11,167 259,152 X 259,152 COVANCE INC COMMON 222816100 $ 1,473 30,689 X 30,689 COVANSYS CORP COMMON 22281W103 $ 223 14,000 X 14,000 COVENTRY HEALTH CARE, INC. COMMON 222862104 $ 2,035 23,660 X 23,660 CSX CORP COMMON 126408103 $ 7,875 169,429 X 169,429 CULLEN FROST BANKERS INC COMMON 229899109 $ 759 15,386 X 15,386 CURTISS WRIGHT CORPORATION COMMON 231561101 $ 315 5,100 X 5,100 CUTERA INC COMMON 232109108 $ 696 26,830 X 26,830 CVS CORPORATION COMMON 126650100 $ 15,800 544,645 X 544,645 CYPRESS SEMICONDUCTOR CORP. COMMON 232806109 $ 552 36,680 X 36,680 DANAHER CORP. COMMON 235851102 $ 8,578 159,353 X 159,353 DEERE & CO COMMON 244199105 $ 6,920 113,070 X 113,070 DELL INC COMMON 24702R101 $ 38,281 1,119,328 X 1,119,328 DEX MEDIA INC COMMON 25212E100 $ 1,524 54,856 X 54,856 DICK'S SPORTING GOODS INC COMMON 253393102 $ 766 25,430 X 25,430 DIEBOLD INC COMMON 253651103 $ 976 28,331 X 28,331 DISNEY WALT CO COMMON 254687106 $ 16,949 702,400 X 702,400 DOBSON COMMUNICATIONS COR COMMON 256069105 $ 199 25,900 X 25,900 DOLLAR TREE STORES INC COMMON 256747106 $ 756 34,921 X 34,921 DONNELLEY R R + SONS CO COMMON 257867101 $ 1,364 36,782 X 36,782 DOVER CORP COMMON 260003108 $ 861 21,098 X 21,098 DOW CHEM CO COMMON 260543103 $ 12,262 294,256 X 294,256 DRESSER RAND GROUP INC COMMON 261608103 $ 694 28,189 X 28,189 DUKE ENERGY CO COMMON 264399106 $ 17,316 593,636 X 593,636 EAGLE BULK SHIPPING INC COMMON Y2187A101 $ 898 52,382 X 52,382 EAST WEST BANCORP INC COMMON 27579R104 $ 1,274 37,434 X 37,434 EBAY INC COMMON 278642103 $ 9,565 232,170 X 232,170 ECHOSTAR COMMUNICATIONS C COMMON 278762109 $ 5,816 196,700 X 196,700 EGL INC COMMON 268484102 $ 934 34,408 X 34,408 EL PASO ELEC CO COMMON 283677854 $ 294 14,100 X 14,100 ELECTRONIC ARTS INC COMMON 285512109 $ 979 17,201 X 17,201 ELIZABETH ARDEN INC COMMON 28660G106 $ 205 9,500 X 9,500 ELKCORP COMMON 287456107 $ 236 6,600 X 6,600 EMC CORP COMMON 268648102 $ 15,057 1,163,584 X 1,163,584 ENCYSICE PHARMACEUTICALS INC. COMMON 29256X107 $ 697 59,140 X 59,140 ENDURANCE SPECIALTY HOLDINGS LIMITED COMMON G30397106 $ 1,147 33,615 X 33,615 ENERGEN CORP COMMON 29265N108 $ 342 7,900 X 7,900 ENGINEERED SUPPORT SYS IN COMMON 292866100 $ 812 19,780 X 19,780 ENNIS INC COMMON 293389102 $ 204 12,149 X 12,149 ENSCO INTL INC COMMON 26874Q100 $ 6,182 132,684 X 132,684 EOG RESOURCES INC COMMON 26875P101 $ 987 13,181 X 13,181 EXELON CORP COMMON 30161N101 $ 4,959 92,800 X 92,800 EXPRESS SCRIPTS INC COMMON 302182100 $ 513 8,240 X 8,240 EXTREME NETWORKS INC COMMON 30226D106 $ 1,581 355,279 X 355,279 EXXON MOBIL CORP COMMON 30231G102 $120,140 1,890,776 X 1,890,776 FACTSET RESH SYS INC COMMON 303075105 $ 483 13,700 X 13,700 FEDERATED DEPT STORES INC COMMON 31410H101 $ 8,888 132,916 X 132,916 FEDERATED INVS INC PA COMMON 314211103 $ 864 26,010 X 26,010 FEDEX CORP COMMON 31428X106 $ 7,725 88,666 X 88,666 FIFTH THIRD BANCORP COMMON 316773100 $ 347 9,460 X 9,460 FINANCIAL SELECT SECTOR SPDR COMMON 81369Y605 $ 943 31,950 X 31,950 FIRST AMERICAN CORP COMMON 318522307 $ 8,740 191,370 X 191,370 FIRSTMERIT CORP COMMON 337915102 $ 241 9,000 X 9,000
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - -------------- -------------- --------- ------- --------- ---- ---------- ------- ------------ ----- --------- ---- FISHER SCIENTIFIC INTL IN COMMON 338032204 $ 9,111 146,830 X 146,830 FLEETWOOD ENTERPRISES INC COMMON 339099103 $ 708 57,600 X 57,600 FLUOR CORP NEW COMMON 343412102 $ 2,195 34,094 X 34,094 FORWARD AIR CORP. COMMON 349853101 $ 663 18,003 X 18,003 FOUR SEASONS HOTELS, INC. COMMON 35100E104 $ 451 7,850 X 7,850 FOXHOLLOW TECHNOLOGIES, INC. COMMON 35166A103 $ 469 9,850 X 9,850 FRANKLIN BANK CORP COMMON 352451108 $ 241 14,900 X 14,900 FRANKLIN RES INC COMMON 354613101 $ 453 5,400 X 5,400 FREESCALE SEMICONDUCTOR I COMMON 35687M206 $ 6,406 271,675 X 271,675 GEHL CO COMMON 368483103 $ 298 10,700 X 10,700 GEN-PROBE INC COMMON 36866T103 $ 816 16,500 X 16,500 GENCO SHIPPING + TRADING COMMON Y2685T107 $ 985 51,640 X 51,640 GENERAL DYNAMICS CORP COMMON 369550108 $ 9,520 79,633 X 79,633 GENERAL ELEC CO COMMON 369604103 $70,312 2,088,268 X 2,088,268 GENLYTE GROUP INC COMMON 372302109 $ 284 5,900 X 5,900 GENWORTH FINANCIAL INC. COMMON 37247D106 $14,192 440,212 X 440,212 GENZYME CORP. COMMON 372917104 $ 7,043 98,313 X 98,313 Gilead Sciences, Inc. COMMON 375558103 $ 2,451 50,271 X 50,271 GLOBAL CASH ACCESS, INC. COMMON 378967103 $ 1,467 104,024 X 104,024 GOLDEN WEST FINL CORP DEL COMMON 381317106 $ 1,425 24,000 X 24,000 Goldman Sachs Group, Inc. COMMON 38141G104 $21,475 176,633 X 176,633 Google Inc. COMMON 38259P508 $ 782 2,470 X 2,470 GRAINGER W W INC COMMON 384802104 $ 875 13,900 X 13,900 GRANT PRIDECO INC COMMON 38821G101 $ 2,085 51,300 X 51,300 GREAT PLAINS ENERGY INC COMMON 391164100 $ 446 14,899 X 14,899 GREY WOLF INC COMMON 397888108 $ 886 105,106 X 105,106 GTECH HLDGS CORP COMMON 400518106 $ 607 18,923 X 18,923 GUIDANT COMMON 401698105 $ 1,004 14,570 X 14,570 HAEMONETICS CORPORATION COMMON 405024100 $ 822 17,300 X 17,300 HALLIBURTON CO. COMMON 406216101 $ 1,210 17,660 X 17,660 HANOVER COMPRESSOR CO COMMON 410768105 $ 5,984 431,723 X 431,723 HARRIS CORP DEL COMMON 413875105 $ 209 5,000 X 5,000 HARTFORD FINANCIAL SVCS G COMMON 416515104 $12,685 164,371 X 164,371 HCA, Inc. COMMON 404119109 $ 789 16,460 X 16,460 HEADWATERS INC COMMON 42210P102 $ 724 19,345 X 19,345 Health Management Associates, Inc. COMMON 421933102 $ 1,164 49,580 X 49,580 HEALTH NET INC. COMMON 42222G108 $ 1,612 34,073 X 34,073 HEALTHTRONICS INC COMMON 42222L107 $ 283 28,373 X 28,373 HERSHEY CO / THE COMMON 427866108 $ 6,128 108,833 X 108,833 HEWLETT PACKARD CO COMMON 428236103 $13,836 473,849 X 473,849 HOME DEPOT,INC. COMMON 437076102 $12,748 334,242 X 334,242 HOMESTORE INC COMMON 437852106 $ 223 51,200 X 51,200 HORMEL FOODS CORP COMMON 440452100 $ 6,540 198,245 X 198,245 HORNBECK OFFSHORE SVCS IN COMMON 440543106 $ 289 7,900 X 7,900 HOT TOPIC INC COMMON 441339108 $ 237 15,400 X 15,400 HUBBELL INC COMMON 443510201 $ 536 11,418 X 11,418 HUDSON CITY BANCORP INC COMMON 443683107 $20,285 1,704,588 X 1,704,588 HUGHES SUPPLY INC COMMON 444482103 $ 673 20,658 X 20,658 HUNT J B TRANS SVCS INC COMMON 445658107 $ 8,056 423,752 X 423,752 HUNTSMAN CORP COMMON 447011107 $ 1,271 65,017 X 65,017 HYPERION SOLUTIONS CORP COMMON 44914M104 $ 675 13,870 X 13,870 IAC / INTERACTIVECORP COMMON 44919P300 $ 1,042 41,115 X 41,115 ICON PLC--ADR COMMON 45103T107 $ 446 8,929 X 8,929 IDX SYS CORP COMMON 449491109 $ 237 5,500 X 5,500 ILLINOIS TOOL WKS INC COMMON 452308109 $ 9,957 120,946 X 120,946 IMPAX LABORATORIES INC COMMON 45256B101 $ 194 16,000 X 16,000 IMS HEALTH INC COMMON 449934108 $ 1,588 63,107 X 63,107 INFORMATION RESOURCE ENGR INC COMMON 78645R107 $ 672 18,500 X 18,500 INGERSOLL RAND COMPANY LI COMMON G4776G101 $19,884 520,128 X 520,128 INGRAM MICRO INC COMMON 457153104 $ 7,153 385,800 X 385,800 INSPIRE PHAMACEUTICAL INC COMMON 457733103 $ 146 19,200 X 19,200 INTEGRA LIFESCIENCES CORP COMMON 457985208 $ 230 6,021 X 6,021 INTEGRATED DEVICE TECHNOL COMMON 458118106 $ 2,195 204,393 X 204,393 INTEL CORP COMMON 458140100 $55,751 2,261,712 X 2,261,712 INTERLINE BRANDS INC COMMON 458743101 $ 975 46,391 X 46,391 INTERNATIONAL BUSINESS MACHINES COMMON 459200101 $ 8,466 105,537 X 105,537 INTERNATIONAL GAME TECHNO COMMON 459902102 $ 1,008 37,347 X 37,347 INTERNATIONAL PAPER CO COMMON 460146103 $19,697 660,965 X 660,965 INTERWOVEN INC COMMON 46114T508 $ 2,197 268,903 X 268,903 INTRALASE CORP COMMON 461169104 $ 219 14,900 X 14,900 INVESTORS FINL SERVICES C COMMON 461915100 $ 1,299 39,478 X 39,478 Invitrogen Corporation COMMON 46185R100 $ 1,063 14,130 X 14,130 iShares Dow Jones U.S. Healthcare Sector Index Fund COMMON 464287762 $ 5,304 85,300 X 85,300 ISHARES NASDAQ BIOTECH INDX COMMON 464287556 $ 9,704 126,020 X 126,020 ISHARES RUSSELL 1000 INDEX FUND COMMON 464287622 $ 1,274 19,040 X 19,040 ISHARES RUSSELL 2000 GROWTH INDEX FUND COMMON 464287648 $ 3,730 54,220 X 54,220 ISLE OF CAPRI CASINOS COMMON 464592104 $ 383 17,920 X 17,920 IVAX CORP COMMON 465823102 $ 1,645 62,393 X 62,393 JACUZZI BRANDS INC COMMON 469865109 $ 272 33,700 X 33,700 JARDEN CORP COMMON 471109108 $ 248 6,050 X 6,050 JDS UNIPHASE CORP COMMON 46612J101 $ 178 80,000 X 80,000 JER INVS TR INC COMMON 46614H301 $ 237 13,100 X 13,100 JOHNSON + JOHNSON COMMON 478160104 $72,147 1,140,127 X 1,140,127 JOHNSON CONTROLS,INC. COMMON 478366107 $ 7,662 123,483 X 123,483 JPMORGAN CHASE + CO COMMON 46625H100 $10,003 294,822 X 294,822 JUPITERMEDIA CORP COMMON 48207D101 $ 211 11,900 X 11,900 K2 INC COMMON 482732104 $ 164 14,400 X 14,400 KANBAY INTL INC COMMON 48369P207 $ 1,054 56,080 X 56,080 KCS ENERGY INC COMMON 482434206 $ 407 14,800 X 14,800 KELLOGG COMPANY COMMON 487836108 $ 3,953 85,703 X 85,703 KERR MCGEE CORP COMMON 492386107 $ 4,885 50,300 X 50,300 KERYX BIOPHARMACEUTICALC, INC COMMON 492515101 $ 1,088 69,030 X 69,030 KEYCORP NEW COMMON 493267108 $ 658 20,400 X 20,400 KFX INC COMMON 48245L107 $ 534 31,193 X 31,193 KIMBERLY CLARK CORP COMMON 494368103 $ 7,117 119,545 X 119,545 KKR FINL CORP COMMON 482476306 $13,299 597,996 X 597,996
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - -------------- -------------- --------- ------- --------- ---- ---------- ------- ------------ ----- --------- ---- KLA TENCOR CORP COMMON 482480100 $ 6,114 125,381 X 125,381 KNIGHT-RIDDER,INC. COMMON 499040103 $ 511 8,700 X 8,700 KOHLS CORP. COMMON 500255104 $22,898 456,322 X 456,322 KROGER CO COMMON 501044101 $14,150 687,215 X 687,215 LAFARGE NORTH AMERICA INC COMMON 505862102 $ 8,083 119,550 X 119,550 LAIDLAW INTERNATIONAL W I COMMON 50730R102 $ 283 11,700 X 11,700 LAUDER ESTEE COS INC COMMON 518439104 $ 1,846 53,002 X 53,002 LEAR CORP. COMMON 521865105 $ 519 15,280 X 15,280 LEGG MASON INC COMMON 524901105 $ 1,251 11,408 X 11,408 LEHMAN BROTHERS HLDGS INC COMMON 524908100 $35,030 300,739 X 300,739 LENNAR CORP COMMON 526057104 $ 3,458 57,872 X 57,872 LEXMARK INTERNATIONAL INC COMMON 529771107 $ 1,286 21,069 X 21,069 LHC GROUP INC COMMON 50187A107 $ 284 18,369 X 18,369 LIBERTY MEDIA CORP COMMON 530718105 $11,924 1,481,290 X 1,481,290 LIFEPOINT HOSPS INC COMMON 53219L109 $ 881 20,156 X 20,156 LIGHTBRIDGE INC COMMON 532226107 $ 1,598 197,834 X 197,834 LIMITED BRANDS, INC. COMMON 532716107 $ 899 44,000 X 44,000 LINENS N THINGS INC COMMON 535679104 $ 1,415 52,998 X 52,998 LIONS GATE ENTERTAINMENT COMMON 535919203 $ 268 28,100 X 28,100 LOCKHEED MARTIN CORP COMMON 539830109 $ 1,966 32,216 X 32,216 LOEWS CORP COMMON 540424108 $12,207 132,095 X 132,095 LTX CORP COMMON 502392103 $ 707 167,630 X 167,630 LUBRIZOL CORP COMMON 549271104 $ 7,622 175,900 X 175,900 MANULIFE FINL CORP COMMON 56501R106 $ 6,573 123,278 X 123,278 MARATHON OIL CORP COMMON 565849106 $ 7,771 112,741 X 112,741 MARSH + MCLENNAN COS INC COMMON 571748102 $ 808 26,601 X 26,601 MARSHALL + ILSLEY CORP COMMON 571834100 $ 1,583 36,388 X 36,388 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 $ 527 11,420 X 11,420 MASCO CORP COMMON 574599106 $ 3,240 105,592 X 105,592 MATTSON TECHNOLOGY INC COMMON 577223100 $ 194 25,800 X 25,800 MAXIM INTEGRATED PRODS IN COMMON 57772K101 $13,080 306,675 X 306,675 McAfee Inc. COMMON 579064106 $ 660 21,020 X 21,020 MCDONALDS CORP COMMON 580135101 $ 8,601 256,831 X 256,831 MCKESSON CORP. COMMON 58155Q103 $ 9,037 190,451 X 190,451 MDU RES GROUP INC COMMON 552690109 $ 357 10,000 X 10,000 MEDCO HEALTH SOLUTIONS, INC. COMMON 58405U102 $ 9,892 180,410 X 180,410 MEDICIS PHARMACEUTICAL-CL A + COMMON 584690309 $ 762 23,390 X 23,390 MEDIMMUNE INC COMMON 584699102 $ 883 26,250 X 26,250 MEDTRONIC INC COMMON 585055106 $12,782 238,372 X 238,372 MELLON FINL CORP COMMON 58551A108 $11,170 349,389 X 349,389 MEMC ELECTR MATLS INC COMMON 552715104 $ 330 14,500 X 14,500 MERCURY INTERACTIVE CORP COMMON 589405109 $ 2,092 52,817 X 52,817 MERRILL LYNCH + CO INC COMMON 590188108 $16,300 265,692 X 265,692 METLIFE INC COMMON 59156R108 $21,133 424,106 X 424,106 MICROCHIP TECHNOLOGY INC COMMON 595017104 $18,158 602,867 X 602,867 MICRON TECHNOLOGY INC COMMON 595112103 $12,185 916,153 X 916,153 MICROSOFT COMMON 594918104 $65,426 2,542,801 X 2,542,801 MILLENNIUM PHARMACEUTICAL COMMON 599902103 $ 247 26,453 X 26,453 MOLSON COORS BREWING CO COMMON 60871R209 $ 998 15,585 X 15,585 MOMENTA PHARMACEUTICALS I COMMON 60877T100 $ 253 9,282 X 9,282 MONSTER WORLDWIDE INC COMMON 611742107 $ 5,921 192,808 X 192,808 MOSAIC CO COMMON 61945A107 $ 888 55,400 X 55,400 MOTOROLA INC. COMMON 620076109 $19,260 871,892 X 871,892 MURPHY OIL CORP COMMON 626717102 $ 5,537 111,022 X 111,022 MWI VETERINARY SUPPLY, INC. COMMON H55402Z10 $ 414 20,730 X 20,730 MYOGEN INC. COMMON 62856E104 $ 1,195 50,830 X 50,830 NABORS INDUSTRIES LTD COMMON G6359F103 $26,505 368,999 X 368,999 NATIONAL CITY CORP. COMMON 635405103 $ 1,157 34,590 X 34,590 NATIONAL FINL PARTNERS CO COMMON 63607P208 $ 357 7,900 X 7,900 NATIONAL OILWELL VARCO INC COMMON 637071101 $ 8,972 136,356 X 136,356 NATIONAL SEMICONDUCTOR CORP. COMMON 637640103 $ 550 20,930 X 20,930 NCR CORP NEW COMMON 62886E108 $ 7,114 222,939 X 222,939 NETIQ COMMON 64115P102 $ 823 67,227 X 67,227 NEW YORK CMNTY BANCORP IN COMMON 649445103 $ 954 58,152 X 58,152 NEWFIELD EXPL CO COMMON 651290108 $ 999 20,341 X 20,341 NEWS CORP COMMON 65248E104 $ 9,457 606,593 X 606,593 NII HLDGS INC COMMON 62913F201 $ 228 2,700 X 2,700 NITROMED INC COMMON 654798503 $ 319 17,745 X 17,745 NOBLE ENERGY INC COMMON 655044105 $ 1,442 30,740 X 30,740 NORDSTROM INC COMMON 655664100 $ 1,675 48,800 X 48,800 NORFOLK SOUTHN CORP COMMON 655844108 $22,278 549,269 X 549,269 NORTH FORK BANCORPORATION COMMON 659424105 $ 948 37,177 X 37,177 NORTHERN TRUST CORP COMMON 665859104 $ 2,112 41,790 X 41,790 NORTHROP GRUMMAN CORP COMMON 666807102 $20,261 372,794 X 372,794 NOVELLUS SYS INC COMMON 670008101 $ 1,122 44,722 X 44,722 NRG ENERGY INC COMMON 629377508 $ 1,473 34,583 X 34,583 NUCOR CORPORATION COMMON 670346105 $ 2,849 48,290 X 48,290 NUVASIVE, INC. COMMON 670704105 $ 415 22,130 X 22,130 NUVELO INC COMMON 67072M301 $ 1,921 200,097 X 200,097 OCCIDENTAL PETE CORP COMMON 674599105 $ 2,952 34,550 X 34,550 OFFICE DEPOT INC COMMON 676220106 $ 9,826 330,854 X 330,854 OLD REP INTL CORP COMMON 680223104 $ 1,768 66,300 X 66,300 OLIN CORP COMMON 680665205 $ 1,050 55,278 X 55,278 OMNICELL INC COMMON 68213N109 $ 510 52,461 X 52,461 OMNOVA SOLUTIONS INC COMMON 682129101 $ 160 36,600 X 36,600 ON ASSIGNMENT INC COMMON 682159108 $ 240 28,100 X 28,100 ON SEMICONDUCTOR CORP COMMON 682189105 $ 238 46,100 X 46,100 ORACLE CORP COMMON 68389X105 $36,517 2,947,306 X 2,947,306 OWENS + MINOR INC NEW COMMON 690732102 $ 750 25,544 X 25,544 PACCAR INC COMMON 693718108 $ 3,910 57,600 X 57,600 PACIFIC SUNWEAR OF CALIF COMMON 694873100 $ 617 28,782 X 28,782 PACIFICARE HEALTH SYSTEMS, INC. COMMON 695112102 $ 2,303 28,870 X 28,870 PACKAGING CORP AMER COMMON 695156109 $ 819 42,202 X 42,202 PANACOS PHARMACEUTICALS, INC. COMMON 69811Q106 $ 2,283 234,380 X 234,380 PANTRY INC COMMON 698657103 $ 1,075 28,755 X 28,755 PARALLEL PETE CORP DEL COMMON 699157103 $ 757 54,087 X 54,087
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - -------------- -------------- --------- ------- --------- ---- ---------- ------- ------------ ----- ------- ---- PARAMETRIC TECHNOLOGY COR COMMON 699173100 $ 261 37,500 X 37,500 PARKER HANNIFIN CORP COMMON 701094104 $ 1,199 18,637 X 18,637 PEABODY ENERGY CORP COMMON 704549104 $17,612 208,792 X 208,792 PEPCO HLDGS INC COMMON 713291102 $ 8,395 360,754 X 360,754 PepsiCo, Inc. COMMON 713448108 $16,912 298,221 X 298,221 PETCO ANIMAL SUPPLIES INC COMMON 716016209 $ 922 43,595 X 43,595 PFIZER INC COMMON 717081103 $17,560 703,236 X 703,236 PG+E CORP COMMON 69331C108 $ 248 6,324 X 6,324 PHELPS DODGE CORP COMMON 717265102 $23,631 181,872 X 181,872 PITNEY BOWES INC COMMON 724479100 $ 4,193 100,462 X 100,462 PLATINUM UNDERWRITERS HOL COMMON G7127P100 $ 1,977 66,127 X 66,127 PMI GROUP INC COMMON 69344M101 $ 2,018 50,612 X 50,612 PNC FINL SVCS GROUP INC COMMON 693475105 $ 7,438 128,200 X 128,200 PNM RES INC COMMON 69349H107 $ 6,618 230,850 X 230,850 POLYCOM INC COMMON 73172K104 $ 1,724 106,642 X 106,642 PPG INDS INC COMMON 693506107 $ 6,129 103,556 X 103,556 PPL CORP COMMON 69351T106 $ 2,052 63,468 X 63,468 PRA INTERNATIONAL COMMON 69353C101 $ 1,028 33,920 X 33,920 Praxair, Inc. COMMON 74005P104 $13,624 284,257 X 284,257 PRIORITY HEALTHCARE CORP-B COMMON 74264T102 $ 1,159 41,610 X 41,610 PROGRESS ENERGY INC COMMON 743263105 $ 4,680 104,578 X 104,578 PROTEIN DESIGN LABS INC COMMON 74369L103 $ 409 14,616 X 14,616 PRUDENTIAL FINL INC COMMON 744320102 $19,093 282,610 X 282,610 PSS WORLD MED INC COMMON 69366A100 $ 366 27,412 X 27,412 PSYCHIATRIC COMMON 74439H108 $ 665 12,270 X 12,270 PULTE HOMES INC COMMON 745867101 $ 7,280 169,626 X 169,626 PXRE GROUP LIMITED BERMUD COMMON G73018106 $ 535 39,781 X 39,781 QUALCOMM Inc. COMMON 747525103 $ 1,145 25,580 X 25,580 Questar Corporation COMMON 748356102 $ 630 7,150 X 7,150 RADIAN GROUP INC COMMON 750236101 $ 1,473 27,738 X 27,738 RADIOSHACK CORP COMMON 750438103 $10,888 439,047 X 439,047 RAYTHEON CO COMMON 755111507 $18,030 474,236 X 474,236 READERS DIGEST ASSN INC COMMON 755267101 $ 1,706 106,804 X 106,804 REGAL BELOIT CORP COMMON 758750103 $ 347 10,700 X 10,700 REGIONS FINANCIAL CORPORATION COMMON 7591EP100 $ 509 16,360 X 16,360 RESOURCES CONNECTION INC COMMON 76122Q105 $ 541 18,270 X 18,270 REYNOLDS AMERN INC COMMON 761713106 $ 7,788 93,806 X 93,806 ROBERT HALF INTL INC COMMON 770323103 $ 819 23,000 X 23,000 Ross Stores, Inc. COMMON 778296103 $ 528 22,280 X 22,280 RPM INTL INC COMMON 749685103 $ 204 11,100 X 11,100 RTI INTL METALS INC COMMON 74973W107 $ 236 6,000 X 6,000 RUBY TUESDAY INC COMMON 781182100 $ 2,864 131,628 X 131,628 SAFEWAY INC COMMON 786514208 $ 7,272 284,056 X 284,056 SBC COMMUNICATIONS INC COMMON 78387G103 $19,447 811,310 X 811,310 SCHLUMBERGER LIMITED COMMON 806857108 $ 1,357 16,080 X 16,080 SCHOLASTIC CORP COMMON 807066105 $ 270 7,296 X 7,296 SCOTTISH RE GROUP LTD COMMON G7885T104 $ 272 11,400 X 11,400 SEAGATE TECHNOLOGY COMMON G7945J104 $ 3,736 235,681 X 235,681 SEALED AIR CORP NEW COMMON 81211K100 $ 1,614 34,000 X 34,000 SEASPAN CORP COMMON Y75638109 $ 281 14,530 X 14,530 SEMICONDUCTOR HOLDRS TRUST COMMON 816636203 $ 1,020 27,610 X 27,610 SEMPRA ENERGY COMMON 816851109 $12,059 256,237 X 256,237 SEPERACOR INC. COMMON 817315104 $ 1,608 27,254 X 27,254 SEROLOGICALS CORP COMMON 817523103 $ 210 9,300 X 9,300 SERVICE MASTER COMPANY COMMON 81760N109 $ 2,003 147,944 X 147,944 SHIRE PHARMACEUTICALS GROUP COMMON 82481R106 $ 2,821 76,270 X 76,270 SIEBEL SYS INC COMMON 826170102 $ 1,521 147,275 X 147,275 SILICON STORAGE TECHNOLOG COMMON 827057100 $ 243 45,200 X 45,200 SMITHFIELD FOODS INC COMMON 832248108 $ 3,421 115,257 X 115,257 SMURFIT STONE CONTAINER C COMMON 832727101 $ 730 70,451 X 70,451 SONOCO PRODS CO COMMON 835495102 $ 236 8,645 X 8,645 SOUTHERN CO COMMON 842587107 $ 4,039 112,945 X 112,945 SOUTHERN PERU COPPER CORP COMMON 843611104 $14,413 257,557 X 257,557 SOUTHWEST AIRLS CO COMMON 844741108 $ 1,665 112,152 X 112,152 SOUTHWESTERN ENERGY CO COMMON 845467109 $ 316 4,300 X 4,300 SPECTRUM BRANDS INC COMMON 84762L105 $ 526 22,319 X 22,319 SPRINT NEXTEL CORP. COMMON 852061100 $11,782 495,476 X 495,476 SSA GLOBAL TECHNOLOGIES I COMMON 78465P108 $ 2,415 137,240 X 137,240 St. Jude Medical, Inc. COMMON 790849103 $ 579 12,380 X 12,380 STANDARD PAC CORP NEW COMMON 85375C101 $ 854 20,585 X 20,585 STAPLES, INC. COMMON 855030102 $13,670 641,180 X 641,180 Starwood Hotels & Resorts Worldwide, Inc. COMMON 85590A203 $ 528 9,230 X 9,230 STATE STREET CORPORATION COMMON 857477103 $ 1,629 33,300 X 33,300 STEELCASE INC COMMON 858155203 $ 208 14,400 X 14,400 STERIS CORP COMMON 859152100 $ 561 23,581 X 23,581 STEWART + STEVENSON SVCS COMMON 860342104 $ 260 10,900 X 10,900 STRYKER CORPORATION COMMON 863667101 $ 640 12,950 X 12,950 SUNTERRA CORP COMMON 86787D208 $ 177 13,500 X 13,500 SUNTRUST BKS INC COMMON 867914103 $ 4,221 60,773 X 60,773 SUPERVALU INC COMMON 868536103 $ 9,592 308,239 X 308,239 SYMMETRY MEDICAL INC. COMMON 871546206 $ 760 32,060 X 32,060 SYNOPSYS INC COMMON 871607107 $ 284 15,043 X 15,043 TALBOTS INC COMMON 874161102 $ 503 16,800 X 16,800 TELLABS, INC. COMMON 879664100 $ 837 79,600 X 79,600 TENET HEALTHCARE CORP. COMMON 88033G100 $ 689 61,340 X 61,340 Teva Pharmaceutical Industries Ltd. COMMON 881624209 $ 772 23,100 X 23,100 TEXAS INDS INC COMMON 882491103 $ 218 4,000 X 4,000 TEXAS INSTRUMENTS, INC. COMMON 882508104 $13,934 411,019 X 411,019 Textron Inc. COMMON 883203101 $ 1,890 26,348 X 26,348 THE BOEING COMPANY COMMON 097023105 $ 641 9,430 X 9,430 THE CHARLES SCHWAB CORPORATION COMMON 808513105 $ 635 44,010 X 44,010 THERMO ELECTRON CORP. COMMON 883556102 $ 9,618 311,249 X 311,249 THOMAS + BETTS CORP COMMON 884315102 $ 272 7,900 X 7,900 TIBCO SOFTWARE INC COMMON 88632Q103 $ 1,843 220,460 X 220,460 TIFFANY + CO NEW COMMON 886547108 $ 7,181 180,556 X 180,556 TIME WARNER INC NEW COMMON 887317105 $15,948 880,603 X 880,603
Fair Shares of Market Principal Shared as Shared- Managers see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None - -------------- -------------- --------- ------- --------- ---- ---------- ------- ------------ ----- ------- ---- TIMKEN CO COMMON 887389104 $ 7,032 237,331 X 237,331 TJX COS INC NEW COMMON 872540109 $ 7,821 381,893 X 381,893 TOLL BROS INC COMMON 889478103 $ 268 6,000 X 6,000 TOO INC COMMON 890333107 $ 206 7,500 X 7,500 TRIAD HOSPS INC COMMON 89579K109 $ 9,852 217,633 X 217,633 TRIBUNE COMPANY COMMON 896047107 $ 476 14,050 X 14,050 TUPPERWARE CORP COMMON 899896104 $ 1,476 64,800 X 64,800 TXU CORP COMMON 873168108 $ 679 6,018 X 6,018 TYCO INTERNATIONAL LTD. COMMON 902124106 $ 7,404 265,858 X 265,858 U S I HLDGS CORP COMMON 90333H101 $ 2,500 192,466 X 192,466 UAP HLDG CORP COMMON 903441103 $ 1,309 72,315 X 72,315 ULTRA PETE CORP COMMON 903914109 $ 1,371 24,107 X 24,107 ULTRATECH INC COMMON 904034105 $ 175 11,200 X 11,200 UNION PAC CORP COMMON 907818108 $ 7,069 98,589 X 98,589 UNISYS CORPORATION COMMON 909214108 $ 258 38,900 X 38,900 UNITED ONLINE INC COMMON 911268100 $ 298 21,500 X 21,500 UNITED PARCEL SVC INC COMMON 911312106 $13,141 190,089 X 190,089 UNITED STATES STEEL CORP. COMMON 912909108 $ 895 21,140 X 21,140 UNITED TECHNOLOGIES CORP COMMON 913017109 $ 2,385 46,000 X 46,000 UNITEDHEALTH GROUP INC COMMON 91307C102 $ 524 7,500 X 7,500 UNITEDHEALTH GROUP INC COMMON 91324P102 $41,644 740,997 X 740,997 UNITRIN INC COMMON 913275103 $ 6,955 146,550 X 146,550 UNIVERSAL CORP VA COMMON 913456109 $ 558 14,378 X 14,378 UNIVISION COMMUNICATIONS COMMON 914906102 $ 735 27,720 X 27,720 URS CORP NEW COMMON 903236107 $ 1,610 39,870 X 39,870 US BANCORP DEL COMMON 902973304 $ 8,977 319,689 X 319,689 UST, INC. COMMON 902911106 $ 1,282 30,630 X 30,630 VALERO ENERGY CORP COMMON 91913Y100 $ 383 3,385 X 3,385 VALMONT INDS INC COMMON 920253101 $ 314 10,700 X 10,700 VALOR COMMUNICATIONS GROU COMMON 920255106 $ 2,232 163,721 X 163,721 VERIFONE HLDGS INC COMMON 92342Y109 $ 682 33,923 X 33,923 VERISIGN INC COMMON 92343E102 $ 9,692 453,542 X 453,542 VERIZON COMMUNICATIONS COMMON 92343V104 $30,156 922,493 X 922,493 VIACOM INC COMMON 925524308 $14,192 429,943 X 429,943 VNUS MED TECHNOLOGIES INC COMMON 928566108 $ 455 43,624 X 43,624 WABASH NATL CORP COMMON 929566107 $ 883 44,891 X 44,891 WABTEC COMMON 929740108 $ 300 11,000 X 11,000 WACHOVIA CORP 2ND NEW COMMON 929903102 $15,297 321,426 X 321,426 WADDELL & REED FINANCIAL, INC. COMMON 930059100 $ 1,201 62,052 X 62,052 WAL MART STORES INC COMMON 931142103 $ 7,110 162,263 X 162,263 WASHINGTON GROUP INTL INC COMMON 938862208 $ 237 4,400 X 4,400 WASHINGTON MUT INC COMMON 939322103 $ 8,341 212,675 X 212,675 WATERS CORPORATION COMMON 941848103 $ 516 12,400 X 12,400 WEATHERFORD INTL LTD COMMON G95089101 $ 1,414 20,600 X 20,600 WEBMD HEALTH CORPORATION COMMON H94770V10 $ 577 23,400 X 23,400 WEBMETHODS INC COMMON 94768C108 $ 1,933 273,401 X 273,401 WEIS MKTS INC COMMON 948849104 $ 300 7,500 X 7,500 WELLPOINT INC. COMMON 94973V107 $19,344 255,135 X 255,135 WELLS FARGO + CO NEW COMMON 949746101 $ 9,760 166,635 X 166,635 WESTERN DIGITAL CORPORATION COMMON 958102105 $ 391 30,250 X 30,250 WESTSTAR ENERGY INC COMMON 95709T100 $ 369 15,300 X 15,300 WESTWOOD ONE INC COMMON 961815107 $ 983 49,407 X 49,407 WEYERHAEUSER CO COMMON 962166104 $ 5,357 77,922 X 77,922 WILLIAMS COS INC COMMON 969457100 $ 3,267 130,433 X 130,433 WPS RES CORP COMMON 92931B106 $ 393 6,800 X 6,800 WYETH COMMON 983024100 $14,924 322,531 X 322,531 XILINX INC COMMON 983919101 $ 4,520 162,306 X 162,306 YAHOO INC COMMON 984332106 $ 8,813 260,446 X 260,446
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