13F-HR 1 d13fhr.txt GARTMORE SA CAPITAL TRUST 13F-HR 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, 2005 Check here if Amendment [ ]; Amendment Number: ------------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Gartmore SA Capital Trust ------------------------------------------------------- Address: 1200 River Road Conshohocken, PA 19428 ------------------------------------------------------- Form 13F File Number: 28-04903 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Eric Miller ------------------------------------------ Title: Vice President - Associate General Counsel ------------------------------------------ Phone: 888-223-2116 ------------------------------------------ Signature, Place, and Date of Signing: /s/ Eric Miller Conshohocken, PA 2/14/2006 ----------------- ------------------------- --------------- (Signature) (City, State) (Date) Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) Form 13F Gartmore SA Capital Trust Summary Page Report Summary: Form 13F Gartmore SA Capital Trust Information Table Entry 489 Form 13F Gartmore SA Capital Trust Information Table Value 2,730,929 (thousands)
Title of Cusip Fair Market Shares of Sole Shared as Shared Managers see Sole 1 Shared None Name of Issuer Class Value Principal Amount in Instr V Other Instr V ---------------------------------------------------------------------------------------------------------------------------------- 3COM CORP COMMON 885535104 $ 201 55,900 X 55,900 3M CO COMMON 88579Y101 $ 9,923 128,039 X 128,039 ABBOTT LABS COMMON 002824100 $ 17,988 456,200 X 456,200 ABERCROMBIE & FITCH CO. COMMON 002896207 $ 629 9,650 X 9,650 ACADIA PHARMACEUTICALS IN COMMON 004225108 $ 1,264 128,328 X 128,328 ACTUANT CORP COMMON 00508X203 $ 357 6,400 X 6,400 ACXIOM CORP COMMON 005125109 $ 1,243 54,043 X 54,043 ADEZA BIOMEDICAL CORP COMMON 006864102 $ 227 10,800 X 10,800 ADOLOR CORP COMMON 00724X102 $ 908 62,201 X 62,201 ADTRAN INC COMMON 00738A106 $ 910 30,600 X 30,600 ADVANCED MICRO DEVICES IN COMMON 007903107 $ 24,462 799,400 X 799,400 ADVANTA CORP COMMON 007942204 $ 293 9,028 X 9,028 AES CORP COMMON 00130H105 $ 2,980 188,240 X 188,240 AETNA INC COMMON 00817Y108 $ 14,322 151,858 X 151,858 AFFILIATED COMPUTER SVCS COMMON 008190100 $ 10,500 177,418 X 177,418 AFFILIATED MANAGERS GROUP COMMON 008252108 $ 365 4,550 X 4,550 AFLAC INC COMMON 001055102 $ 5,898 127,067 X 127,067 AIR PRODS + CHEMS INC COMMON 009158106 $ 4,901 82,807 X 82,807 AIRGAS INC COMMON 009363102 $ 1,888 57,376 X 57,376 ALASKA AIR GROUP INC COMMON 011659109 $ 289 8,100 X 8,100 ALERIS INTL INC COMMON 014477103 $ 203 6,300 X 6,300 ALLIANCE DATA SYSTEMS COR COMMON 018581108 $ 1,089 30,577 X 30,577 ALLTEL CORP COMMON 020039103 $ 5,884 93,247 X 93,247 ALNYLAM PHARMACEUTICALS I COMMON 02043Q107 $ 549 41,068 X 41,068 ALPHA NAT RES INC COMMON 02076X102 $ 401 20,881 X 20,881 ALTERA CORP COMMON 021441100 $ 9,420 508,379 X 508,379 ALTRIA GROUP INC COMMON 02209S103 $ 49,405 661,206 X 661,206 AMAZON.COM INC. COMMON 023135106 $ 698 14,800 X 14,800 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 $ 2,748 119,600 X 119,600 AMERICAN EQUITY INVT LIFE COMMON 025676206 $ 200 15,300 X 15,300 AMERICAN INTL GROUP INC COMMON 026874107 $ 38,285 561,115 X 561,115 AMERISOURCEBERGEN CORP COMMON 03073E105 $ 7,061 170,544 X 170,544 AMERITRADE HLDG CORP NEW COMMON 03074K100 $ 1,344 56,000 X 56,000 AMGEN INC COMMON 031162100 $ 21,057 267,022 X 267,022 ANALOG DEVICES INC COMMON 032654105 $ 2,034 56,700 X 56,700 ANDREW CORP COMMON 034425108 $ 1,280 119,268 X 119,268 ANHEUSERBUSCH COMPANIES, INC. COMMON 035229103 $ 479 11,150 X 11,150 ANNTAYLOR STORES CORP COMMON 036115103 $ 258 7,487 X 7,487 APOLLO GROUP, INC. COMMON 037604105 $ 468 7,740 X 7,740 APPLIED MATERIALS INC COMMON 038222105 $ 4,962 276,574 X 276,574 ARAMARK CORP COMMON 038521100 $ 1,625 58,493 X 58,493 ARCH COAL INC COMMON 039380100 $ 1,145 14,398 X 14,398 ARCHER DANIELS MIDLAND CO COMMON 039483102 $ 7,856 318,572 X 318,572 ARROW ELECTRS INC COMMON 042735100 $ 7,094 221,479 X 221,479 ART TECHNOLOGY GROUP INC COMMON 04289L107 $ 239 122,000 X 122,000 ASHFORD HOSPITALITY TR IN COMMON 044103109 $ 360 34,311 X 34,311 ASHLAND INC NEW COMMON 044209104 $ 7,397 127,762 X 127,762 ASPEN INSURANCE HOLDINGS COMMON G05384105 $ 7,370 311,365 X 311,365 ASSURANT INC COMMON 04621X108 $ 296 6,810 X 6,810 AT+T INC COMMON 00206R102 $ 12,363 504,811 X 504,811 ATI TECHNOLOGIES INC COMMON 001941103 $ 4,757 280,000 X 280,000 ATMOS ENERGY CORP COMMON 049560105 $ 9,016 344,640 X 344,640 AUTOLIV COMMON 052800109 $ 6,833 150,449 X 150,449 AUTOMATIC DATA PROCESSING COMMON 053015103 $ 1,090 23,747 X 23,747 AUTONATION INC DEL COMMON 05329W102 $ 7,436 342,200 X 342,200 AVISTA CORP COMMON 05379B107 $ 402 22,700 X 22,700 AVNET INC COMMON 053807103 $ 9,718 405,912 X 405,912 BAKER HUGHES INC COMMON 057224107 $ 5,483 90,215 X 90,215 BALL CORP COMMON 058498106 $ 7,459 187,800 X 187,800 BANK AMER CORP COMMON 060505104 $ 69,218 1,499,839 X 1,499,839 BANK NEW YORK INC COMMON 064057102 $ 9,910 311,132 X 311,132 BARR PHARMACEUTICALS INC COMMON 068306109 $ 1,579 25,351 X 25,351 BARRICK GOLD CORP COMMON 067901108 $ 10,671 382,900 X 382,900 BASIC ENERGY SVCS INC NEW COMMON 06985P100 $ 389 19,500 X 19,500 BEACON ROOFING SUPPLY INC COMMON 073685109 $ 319 11,100 X 11,100 BEAR STEARNS COS INC COMMON 073902108 $ 15,438 133,629 X 133,629 BERKLEY W R CORP COMMON 084423102 $ 414 8,700 X 8,700 BERKSHIRE HATHAWAY INC DE COMMON 084670207 $ 18,699 6,370 X 6,370 BIG LOTS INC COMMON 089302103 $ 142 11,800 X 11,800 BIOMED RLTY TR INC COMMON 09063H107 $ 281 11,500 X 11,500 BJ SVCS CO COMMON 055482103 $ 1,024 27,924 X 27,924 BMC SOFTWARE, INC. COMMON 055921100 $ 768 37,480 X 37,480 BOEING CO COMMON 097023105 $ 6,496 92,484 X 92,484 BORG WARNER INC COMMON 099724106 $ 218 3,600 X 3,600 BOYD GAMING CORP COMMON 103304101 $ 3,805 79,839 X 79,839 BRINKER INTL INC COMMON 109641100 $ 664 17,178 X 17,178 BRISTOL MYERS SQUIBB CO COMMON 110122108 $ 12,388 539,056 X 539,056 BROADCOM CORPORATION COMMON 111320107 $ 483 10,240 X 10,240 BROOKDALE SR LIVING INC COMMON 112463104 $ 1,366 45,812 X 45,812 BURLINGTON NORTHN SANTA F COMMON 12189T104 $ 28,050 396,075 X 396,075 BUSINESS OBJECTS S.A. COMMON 12328X107 $ 483 11,950 X 11,950 CAMPBELL SOUP CO COMMON 134429109 $ 9,023 303,107 X 303,107 CAPITAL ONE FINL CORP COMMON 14040H105 $ 1,088 12,592 X 12,592 CDW CORP COMMON 12512N105 $ 796 13,824 X 13,824 CELESTICA INC COMMON 15101Q108 $ 1,942 183,876 X 183,876 CHAMPION ENTERPRISES INC COMMON 158496109 $ 286 21,000 X 21,000 CHECK POINT SOFTWARE COMMON M22465104 $ 1,478 73,509 X 73,509 CHESAPEAKE ENERGY CORP COMMON 165167107 $ 6,883 216,920 X 216,920 CHEVRON CORP COMMON 166764100 $ 40,521 713,782 X 713,782 CHICO'S FAS, INC. COMMON 168615102 $ 360 8,200 X 8,200 CHUBB CORP COMMON 171232101 $ 15,673 160,505 X 160,505 CINTAS CORP COMMON 172908105 $ 1,610 39,100 X 39,100 CIRRUS LOGIC INC COMMON 172755100 $ 233 34,900 X 34,900 CISCO SYS INC COMMON 17275R102 $ 11,295 659,768 X 659,768 CITIGROUP INC COMMON 172967101 $ 18,230 375,652 X 375,652
Title of Cusip Fair Market Shares of Sole Shared as Shared Managers see Sole 1 Shared None Name of Issuer Class Value Principal Amount in Instr V Other Instr V ---------------------------------------------------------------------------------------------------------------------------------- CITIZENS COMMUNICATIONS C COMMON 17453B101 $ 1,877 153,513 X 153,513 CITY NATL CORP COMMON 178566105 $ 319 4,400 X 4,400 CLAIRE'S STORES, INC. COMMON 179584107 $ 486 16,640 X 16,640 CLEAR CHANNEL COMMUNICATI COMMON 184502102 $ 1,035 32,915 X 32,915 CMS ENERGY CORP COMMON 125896100 $ 1,683 115,996 X 115,996 COACH INC COMMON 189754104 $ 12,028 360,754 X 360,754 COCA COLA CO COMMON 191216100 $ 7,465 185,196 X 185,196 COCA COLA ENTERPRISES INC COMMON 191219104 $ 9,503 495,715 X 495,715 COEUR D ALENE MINES CORP COMMON 192108108 $ 258 64,500 X 64,500 COGNIZANT TECHNOLOGY SOLU COMMON 192446102 $ 13,214 262,443 X 262,443 COGNOS, INC. COMMON 19244C109 $ 500 14,400 X 14,400 COLGATE PALMOLIVE CO COMMON 194162103 $ 7,587 138,321 X 138,321 COLONIAL BANCGROUPINC COMMON 195493309 $ 1,031 43,297 X 43,297 COMCAST CORP NEW COMMON 20030N101 $ 9,302 358,307 X 358,307 COMERICA INC COMMON 200340107 $ 1,107 19,500 X 19,500 COMMERCE BANCORP, INC. COMMON 200519106 $ 786 22,830 X 22,830 COMMERCIAL CAP BANCORP IN COMMON 20162L105 $ 324 18,900 X 18,900 COMPUTER ASSOCIATES INTERNATIONAL, INC. COMMON 204912109 $ 1,222 43,340 X 43,340 COMPUWARE CORP COMMON 205638109 $ 1,195 133,268 X 133,268 COMVERSE TECNOLOGY INC. COMMON 205862402 $ 530 19,940 X 19,940 CONOCOPHILLIPS COMMON 20825C104 $ 20,970 360,430 X 360,430 CONSECO INC COMMON 208464883 $ 1,618 69,853 X 69,853 CONSOLIDATED COMMUNICATIO COMMON 209034107 $ 2,249 173,113 X 173,113 CONSOLIDATED EDISON INC COMMON 209115104 $ 1,184 25,552 X 25,552 CONSTELLATION BRANDS INC COMMON 21036P108 $ 6,184 235,762 X 235,762 CONSTELLATION ENERGY GROU COMMON 210371100 $ 8,710 151,223 X 151,223 CORNING INC COMMON 219350105 $ 5,879 299,053 X 299,053 COTT CORPORATION COMMON 22163N106 $ 504 34,300 X 34,300 COVANCE INC COMMON 222816100 $ 1,521 31,330 X 31,330 COVANSYS CORP COMMON 22281W103 $ 197 14,500 X 14,500 COVENTRY HEALTH CARE INC COMMON 222862104 $ 1,135 19,925 X 19,925 CRM HOLDINGS LTD COMMON G2554P103 $ 225 17,300 X 17,300 CSX CORP COMMON 126408103 $ 10,571 208,205 X 208,205 CUMMINS INC COMMON 231021106 $ 9,013 100,450 X 100,450 CUTERA INC COMMON 232109108 $ 340 12,911 X 12,911 CVS CORP COMMON 126650100 $ 11,692 442,540 X 442,540 CYMER, INC. COMMON 232572107 $ 613 17,260 X 17,260 DANAHER CORP COMMON 235851102 $ 7,399 132,651 X 132,651 DELL INC COMMON 24702R101 $ 11,716 390,648 X 390,648 DENBURY RES INC COMMON 247916208 $ 4,431 194,524 X 194,524 DEVON ENERGY CORPORATION COMMON 25179M103 $ 8,130 129,990 X 129,990 DIEBOLD INC COMMON 253651103 $ 827 21,762 X 21,762 DIRECTED ELECTRONICS INCORPORATED COMMON 254575103 $ 296 20,600 X 20,600 DISNEY WALT CO COMMON 254687106 $ 12,928 539,345 X 539,345 DOBSON COMMUNICATIONS COR COMMON 256069105 $ 260 34,600 X 34,600 DOLLAR TREE STORES INC COMMON 256747106 $ 1,297 54,191 X 54,191 DOMINION RES INC VA NEW COMMON 25746U109 $ 2,257 29,238 X 29,238 DONNELLEY R R + SONS CO COMMON 257867101 $ 1,258 36,782 X 36,782 DOT HILL SYSTEMS CORP COMMON 25848T109 $ 191 27,500 X 27,500 DOVER CORP COMMON 260003108 $ 1,580 39,016 X 39,016 DOW CHEM CO COMMON 260543103 $ 9,872 225,276 X 225,276 DUKE ENERGY CO COMMON 264399106 $ 12,781 465,622 X 465,622 E TRADE FINL CORP COMMON 269246104 $ 647 31,010 X 31,010 EAGLE BULK SHIPPING INC COMMON Y2187A101 $ 204 12,843 X 12,843 EAST WEST BANCORP INC COMMON 27579R104 $ 277 7,600 X 7,600 EATON VANCE CORP COMMON 278265103 $ 855 31,235 X 31,235 EBAY INC COMMON 278642103 $ 2,855 66,000 X 66,000 ECHOSTAR COMMUNICATIONS C COMMON 278762109 $ 2,053 75,573 X 75,573 EDO CORPORATION COMMON 281347104 $ 494 18,270 X 18,270 EL PASO ELEC CO COMMON 283677854 $ 349 16,600 X 16,600 ELECTRONIC ARTS INC COMMON 285512109 $ 900 17,201 X 17,201 EMC CORP COMMON 268648102 $ 13,382 982,522 X 982,522 EMERGENCY MED SVCS CORP COMMON 29100P102 $ 3,508 261,804 X 261,804 ENDURANCE SPECIALTY HOLDI COMMON G30397106 $ 1,646 45,916 X 45,916 ENERGEN CORP COMMON 29265N108 $ 345 9,500 X 9,500 ENERGY SELECT SECTOR SPDR FUND COMMON 81369Y506 $ 724 14,400 X 14,400 ENSCO INTL INC COMMON 26874Q100 $ 8,906 200,820 X 200,820 EOG RESOURCES INC COMMON 26875P101 $ 1,117 15,225 X 15,225 ESCO TECHNOLOGIES INC COMMON 296315104 $ 245 5,500 X 5,500 EXELON CORP COMMON 30161N101 $ 6,984 131,426 X 131,426 EXTREME NETWORKS INC COMMON 30226D106 $ 1,657 348,879 X 348,879 EXXON MOBIL CORP COMMON 30231G102 $ 53,821 958,172 X 958,172 F5 NETWORKS INC. COMMON 315616102 $ 662 11,570 X 11,570 FAIR ISAAC CORPORATION COMMON 303250104 $ 1,714 38,800 X 38,800 FEDERATED DEPT STORES INC COMMON 31410H101 $ 7,989 120,436 X 120,436 FIELDSTONE INVT CORP COMMON 31659U300 $ 267 22,500 X 22,500 FIRST AMERICAN CORP COMMON 318522307 $ 6,181 136,438 X 136,438 FIRST POTOMAC RLTY TR COMMON 33610F109 $ 319 12,000 X 12,000 FIRSTMERIT CORP COMMON 337915102 $ 233 9,000 X 9,000 FISHER SCIENTIFIC INTL IN COMMON 338032204 $ 7,189 116,214 X 116,214 FOOT LOCKER INC COMMON 344849104 $ 1,084 45,933 X 45,933 FORWARD AIR CORP. COMMON 349853101 $ 767 20,940 X 20,940 FOUNDRY NETWORKS, INC. COMMON 35063R100 $ 598 43,300 X 43,300 FRANKLIN BANK CORP COMMON 352451108 $ 311 17,300 X 17,300 FRANKLIN ELECTRIC CO., INC. COMMON 353514102 $ 295 7,470 X 7,470 FRANKLIN RES INC COMMON 354613101 $ 1,974 21,000 X 21,000 FREESCALE SEMICONDUCTOR I COMMON 35687M206 $ 6,283 249,603 X 249,603 GANNETT INC COMMON 364730101 $ 1,379 22,770 X 22,770 GEHL CO COMMON 368483103 $ 320 12,200 X 12,200 GENCO SHIPPING + TRADING COMMON Y2685T107 $ 901 51,640 X 51,640 GENERAL DYNAMICS CORP COMMON 369550108 $ 7,904 69,307 X 69,307 GENERAL ELEC CO COMMON 369604103 $ 62,220 1,775,174 X 1,775,174 GENERAL MLS INC COMMON 370334104 $ 2,192 44,440 X 44,440 GENLYTE GROUP INC COMMON 372302109 $ 203 3,790 X 3,790 GENWORTH FINL INC COMMON 37247D106 $ 19,305 558,281 X 558,281 GENZYME CORP COMMON 372917104 $ 5,358 75,703 X 75,703
Title of Cusip Fair Market Shares of Sole Shared as Shared Managers see Sole 1 Shared None Name of Issuer Class Value Principal Amount in Instr V Other Instr V ---------------------------------------------------------------------------------------------------------------------------------- GLAMIS GOLD LTD COMMON 376775102 $ 242 8,800 X 8,800 GLOBAL SIGNAL INC COMMON 37944Q103 $ 1,067 24,726 X 24,726 GOLDCORP INC COMMON 380956409 $ 5,140 230,680 X 230,680 GOLDEN WEST FINL CORP DEL COMMON 381317106 $ 1,375 20,839 X 20,839 GOLDMAN SACHS GROUP INC COMMON 38141G104 $ 23,980 187,772 X 187,772 GOOGLE INC. COMMON 38259P508 $ 514 1,240 X 1,240 GRANT PRIDECO INC COMMON 38821G101 $ 1,856 42,064 X 42,064 GREAT PLAINS ENERGY INC COMMON 391164100 $ 417 14,899 X 14,899 HALLIBURTON CO COMMON 406216101 $ 6,066 97,900 X 97,900 HANOVER COMPRESSOR CO COMMON 410768105 $ 5,541 392,693 X 392,693 HANOVER INS GROUP INC COMMON 410867105 $ 472 11,300 X 11,300 HARTFORD FINANCIAL SVCS G COMMON 416515104 $ 13,811 160,801 X 160,801 HCA, INC. COMMON 404119109 $ 708 14,010 X 14,010 HEADWATERS INC COMMON 42210P102 $ 657 18,545 X 18,545 HERSHEY CO / THE COMMON 427866108 $ 4,187 75,779 X 75,779 HEWLETT PACKARD CO COMMON 428236103 $ 37,802 1,320,350 X 1,320,350 HILTON HOTELS CORP COMMON 432848109 $ 988 40,984 X 40,984 HOME DEPOT INC COMMON 437076102 $ 8,477 209,412 X 209,412 HORNBECK OFFSHORE SVCS IN COMMON 440543106 $ 249 7,600 X 7,600 HOT TOPIC INC COMMON 441339108 $ 204 14,300 X 14,300 HUBBELL INC COMMON 443510201 $ 2,136 47,337 X 47,337 HUDSON CITY BANCORP INC COMMON 443683107 $ 17,950 1,481,017 X 1,481,017 HUGHES SUPPLY INC COMMON 444482103 $ 741 20,658 X 20,658 HUNT (J.B.) TRANSPORT SERVICES, INC. COMMON 445658107 $ 661 29,200 X 29,200 HUNTSMAN CORP COMMON 447011107 $ 1,706 99,043 X 99,043 HYPERION SOLUTIONS CORP COMMON 44914M104 $ 6,780 189,269 X 189,269 HYTHIAM INC COMMON 44919F104 $ 585 95,118 X 95,118 IAC / INTERACTIVECORP COMMON 44919P300 $ 1,164 41,115 X 41,115 ILLINOIS TOOL WKS INC COMMON 452308109 $ 12,244 139,149 X 139,149 IMMUCOR CORP COMMON 452526106 $ 908 38,870 X 38,870 IMS HEALTH INC COMMON 449934108 $ 2,141 85,907 X 85,907 INGERSOLL RAND COMPANY LI COMMON G4776G101 $ 16,177 400,716 X 400,716 INGRAM MICRO INC COMMON 457153104 $ 5,988 300,449 X 300,449 INTEGRATED DEVICE TECHNOL COMMON 458118106 $ 3,371 255,773 X 255,773 INTEL CORP COMMON 458140100 $ 46,332 1,856,233 X 1,856,233 INTERLINE BRANDS INC COMMON 458743101 $ 1,354 59,515 X 59,515 INTERNATIONAL BUSINESS MA COMMON 459200101 $ 8,234 100,174 X 100,174 INTERNATIONAL PAPER CO COMMON 460146103 $ 20,244 602,316 X 602,316 INTERWOVEN INC COMMON 46114T508 $ 571 67,457 X 67,457 INTRALASE CORP COMMON 461169104 $ 346 19,400 X 19,400 INVESTORS FINL SERVICES C COMMON 461915100 $ 879 23,868 X 23,868 INVITROGEN CORP COMMON 46185R100 $ 864 12,965 X 12,965 ISHARES NASDAQ BIOTECH INDX COMMON 464287556 $ 834 10,800 X 10,800 ISHARES RUSSELL 1000 INDEX FUND COMMON 464287622 $ 1,488 21,980 X 21,980 ISHARES RUSSELL 2000 GROWTH INDEX FUND COMMON 464287648 $ 1,087 15,600 X 15,600 IVAX CORP COMMON 465823102 $ 1,955 62,393 X 62,393 JARDEN CORP COMMON 471109108 $ 219 7,250 X 7,250 JEFFRIES GROUP INC NEW COMMON 472319102 $ 380 8,450 X 8,450 JER INVS TR INC COMMON 46614H301 $ 310 18,300 X 18,300 JOHNSON + JOHNSON COMMON 478160104 $ 111,150 1,849,421 X 1,849,421 JPMORGAN CHASE + CO COMMON 46625H100 $ 12,740 320,998 X 320,998 KANBAY INTL INC COMMON 48369P207 $ 1,037 65,242 X 65,242 KCS ENERGY INC COMMON 482434206 $ 201 8,300 X 8,300 KELLOGG CO COMMON 487836108 $ 2,848 65,904 X 65,904 KERR MCGEE CORP COMMON 492386107 $ 7,178 79,000 X 79,000 KIMBERLY CLARK CORP COMMON 494368103 $ 5,633 94,433 X 94,433 KKR FINL CORP COMMON 482476306 $ 13,508 563,071 X 563,071 KLA TENCOR CORP COMMON 482480100 $ 5,840 118,396 X 118,396 KNIGHT CAPITAL GROUP, INC. COMMON 499005106 $ 357 36,100 X 36,100 KOHLS CORP COMMON 500255104 $ 21,458 441,513 X 441,513 KOS PHARMACEUTICALSINC COMMON 500648100 $ 207 4,000 X 4,000 KROGER CO COMMON 501044101 $ 11,577 613,203 X 613,203 L 3 COMMUNICATIONS HLDG C COMMON 502424104 $ 1,911 25,700 X 25,700 LAFARGE NORTH AMERICA INC COMMON 505862102 $ 11,696 212,576 X 212,576 LAIDLAW INTERNATIONAL W I COMMON 50730R102 $ 295 12,700 X 12,700 LAUDER ESTEE COS INC COMMON 518439104 $ 1,459 43,570 X 43,570 LAWSON SOFTWARE INC COMMON 520780107 $ 222 30,200 X 30,200 LEAR CORP. COMMON 521865105 $ 374 13,130 X 13,130 LEGG MASON INC COMMON 524901105 $ 1,703 14,225 X 14,225 LEHMAN BROTHERS HLDGS INC COMMON 524908100 $ 24,723 192,890 X 192,890 LHC GROUP INC COMMON 50187A107 $ 411 23,603 X 23,603 LIBERTY MEDIA CORP COMMON 530718105 $ 6,634 843,000 X 843,000 LINCARE HOLDINGS, INC. COMMON 532791100 $ 409 9,750 X 9,750 LINENS N THINGS INC COMMON 535679104 $ 1,537 57,794 X 57,794 LOCKHEED MARTIN CORP COMMON 539830109 $ 1,061 16,674 X 16,674 LOEWS CORP COMMON 540424108 $ 11,508 121,332 X 121,332 LOEWS CORP COMMON 540424207 $ 930 21,136 X 21,136 LOWES COS INC COMMON 548661107 $ 14,697 220,482 X 220,482 LUBRIZOL CORP COMMON 549271104 $ 10,103 232,629 X 232,629 MAIDENFORM BRANDS INC COMMON 560305104 $ 147 11,600 X 11,600 MANULIFE FINL CORP COMMON 56501R106 $ 5,807 98,767 X 98,767 MARATHON OIL CORP COMMON 565849106 $ 5,990 98,240 X 98,240 MARSH + MCLENNAN COS INC COMMON 571748102 $ 3,387 106,646 X 106,646 MARSHALL + ILSLEY CORP COMMON 571834100 $ 2,966 68,902 X 68,902 MASCO CORP COMMON 574599106 $ 1,001 33,143 X 33,143 MATRIXONE INC COMMON 57685P304 $ 729 146,128 X 146,128 MATTSON TECHNOLOGY INC COMMON 577223100 $ 187 18,600 X 18,600 MAXIM INTEGRATED PRODS IN COMMON 57772K101 $ 12,426 342,876 X 342,876 MCAFEE INC. COMMON 579064106 $ 548 20,185 X 20,185 MCG CAP CORP COMMON 58047P107 $ 877 60,105 X 60,105 MCKESSON CORP COMMON 58155Q103 $ 7,853 152,217 X 152,217 MDU RES GROUP INC COMMON 552690109 $ 390 11,900 X 11,900 MEDCO HEALTH SOLUTIONS IN COMMON 58405U102 $ 7,551 135,315 X 135,315 MEDTRONIC INC COMMON 585055106 $ 12,605 218,955 X 218,955 MELLON FINL CORP COMMON 58551A108 $ 3,885 113,443 X 113,443 MENTOR GRAPHICS CORP COMMON 587200106 $ 1,619 156,562 X 156,562
Title of Cusip Fair Market Shares of Sole Shared as Shared Managers see Sole 1 Shared None Name of Issuer Class Value Principal Amount in Instr V Other Instr V ---------------------------------------------------------------------------------------------------------------------------------- MERRILL LYNCH + CO INC COMMON 590188108 $ 22,376 330,373 X 330,373 METLIFE INC COMMON 59156R108 $ 16,455 335,823 X 335,823 MICROCHIP TECHNOLOGY INC COMMON 595017104 $ 15,407 479,235 X 479,235 MICRON TECHNOLOGY INC COMMON 595112103 $ 11,039 829,379 X 829,379 MICROSOFT COMMON 594918104 $ 61,095 2,336,329 X 2,336,329 MIKOHN GAMING CORPORATION COMMON 59862K108 $ 309 31,350 X 31,350 MILLER HERMAN INC COMMON 600544100 $ 839 29,767 X 29,767 MOLSON COORS BREWING CO. COMMON 60871R209 $ 854 12,750 X 12,750 MOMENTA PHARMACEUTICALS I COMMON 60877T100 $ 425 19,263 X 19,263 MONSTER WORLDWIDE INC COMMON 611742107 $ 3,374 82,646 X 82,646 MOTOROLA INC COMMON 620076109 $ 16,577 733,813 X 733,813 MYOGEN INC. COMMON 62856E104 $ 276 9,150 X 9,150 NABORS INDUSTRIES LTD COMMON G6359F103 $ 23,956 316,251 X 316,251 NATIONAL FINL PARTNERS CO COMMON 63607P208 $ 315 6,000 X 6,000 NATIONAL OILWELL VARCO INC COMMON 637071101 $ 10,545 168,175 X 168,175 NATIONAL SEMICONDUCTOR CO COMMON 637640103 $ 782 30,100 X 30,100 NCR CORP NEW COMMON 62886E108 $ 6,903 203,394 X 203,394 NETWORK APPLIANCE INC COMMON 64120L104 $ 1,670 61,850 X 61,850 NEUROMETRIX INC COMMON 641255104 $ 415 15,214 X 15,214 NEUSTAR INC COMMON 64126X201 $ 5,300 173,840 X 173,840 NEW YORK CMNTY BANCORP IN COMMON 649445103 $ 1,336 80,879 X 80,879 NEWFIELD EXPL CO COMMON 651290108 $ 1,403 28,012 X 28,012 NEWMONT MNG CORP COMMON 651639106 $ 11,582 216,900 X 216,900 NEWS CORP COMMON 65248E104 $ 10,228 657,726 X 657,726 NII HLDGS INC COMMON 62913F201 $ 236 5,400 X 5,400 NOBLE CORPORATION COMMON G65422100 $ 515 7,300 X 7,300 NOBLE ENERGY INC COMMON 655044105 $ 1,474 36,578 X 36,578 NORDSTROM INC COMMON 655664100 $ 1,825 48,800 X 48,800 NORFOLK SOUTHN CORP COMMON 655844108 $ 14,442 322,155 X 322,155 NORTH FORK BANCORPORATION COMMON 659424105 $ 5,949 217,444 X 217,444 NORTHROP GRUMMAN CORP COMMON 666807102 $ 13,551 225,444 X 225,444 NOVELLUS SYS INC COMMON 670008101 $ 1,845 76,510 X 76,510 NRG ENERGY INC COMMON 629377508 $ 904 19,188 X 19,188 NUANCE COMMUNICATIONS INC COMMON 67020Y100 $ 156 20,500 X 20,500 NUCOR CORP COMMON 670346105 $ 3,740 56,050 X 56,050 NUVELO INC COMMON 67072M301 $ 1,668 205,641 X 205,641 NVR, INC. COMMON 62944T105 $ 407 580 X 580 OFFICE DEPOT INC COMMON 676220106 $ 9,274 295,342 X 295,342 OLD REP INTL CORP COMMON 680223104 $ 1,630 62,054 X 62,054 OLIN CORP COMMON 680665205 $ 325 16,500 X 16,500 OMNICELL INC COMMON 68213N109 $ 627 52,461 X 52,461 ON ASSIGNMENT INC COMMON 682159108 $ 137 12,600 X 12,600 ON SEMICONDUCTOR CORP COMMON 682189105 $ 193 34,900 X 34,900 ORACLE CORP COMMON 68389X105 $ 18,143 1,485,879 X 1,485,879 OWENS + MINOR INC NEW COMMON 690732102 $ 700 25,444 X 25,444 OWENS ILL INC COMMON 690768403 $ 1,562 74,217 X 74,217 PACCAR INC COMMON 693718108 $ 3,981 57,500 X 57,500 PACIFIC SUNWEAR OF CALIFORNIA, INC. COMMON 694873100 $ 242 9,700 X 9,700 PANACOS PHARMACEUTICALS I COMMON 69811Q106 $ 495 71,413 X 71,413 PANERA BREAD COMPANY COMMON 69840W108 $ 625 9,510 X 9,510 PARALLEL PETE CORP DEL COMMON 699157103 $ 818 48,085 X 48,085 PARAMETRIC TECHNOLOGY COR COMMON 699173100 $ 204 33,400 X 33,400 PARKER HANNIFIN CORP COMMON 701094104 $ 1,389 21,051 X 21,051 PARTNERRE LTD COMMON G6852T105 $ 12,118 184,531 X 184,531 PEABODY ENERGY CORP COMMON 704549104 $ 16,277 197,490 X 197,490 PENTAIR INC COMMON 709631105 $ 2,016 58,387 X 58,387 PEPSICO INC COMMON 713448108 $ 12,292 208,056 X 208,056 PETCO ANIMAL SUPPLIES INC COMMON 716016209 $ 1,672 76,167 X 76,167 PFIZER INC COMMON 717081103 $ 16,358 701,478 X 701,478 PG+E CORP COMMON 69331C108 $ 227 6,106 X 6,106 PHELPS DODGE CORP COMMON 717265102 $ 21,124 146,830 X 146,830 PITNEY BOWES INC COMMON 724479100 $ 3,243 76,750 X 76,750 PLACER SIERRA BANCSHARES COMMON 726079106 $ 335 12,100 X 12,100 PLANTRONICS INC NEW COMMON 727493108 $ 616 21,781 X 21,781 PLATINUM UNDERWRITERS HOL COMMON G7127P100 $ 2,878 92,631 X 92,631 PMI GROUP INC COMMON 69344M101 $ 3,240 78,888 X 78,888 PNC FINL SVCS GROUP INC COMMON 693475105 $ 9,274 149,997 X 149,997 POLYCOM INC COMMON 73172K104 $ 1,906 124,565 X 124,565 POTLATCH CORP COMMON 737628107 $ 1,107 21,719 X 21,719 PPG INDS INC COMMON 693506107 $ 1,010 17,444 X 17,444 PPL CORP COMMON 69351T106 $ 5,838 198,568 X 198,568 PRAXAIR INC COMMON 74005P104 $ 13,638 257,516 X 257,516 PRICE (T. ROWE) GROUP, INC. COMMON 74144T108 $ 481 6,680 X 6,680 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 $ 6,749 142,300 X 142,300 PROCTER AND GAMBLE CO COMMON 742718109 $ 7,163 123,750 X 123,750 PROGRESS ENERGY INC COMMON 743263105 $ 4,316 98,278 X 98,278 PRUDENTIAL FINL INC COMMON 744320102 $ 8,462 115,619 X 115,619 PSS WORLD MED INC COMMON 69366A100 $ 407 27,412 X 27,412 PULTE HOMES INC COMMON 745867101 $ 6,073 154,299 X 154,299 QLOGIC CORPORATION COMMON 747277101 $ 556 17,100 X 17,100 QUEST SOFTWARE INC. COMMON 74834T103 $ 482 33,050 X 33,050 QUESTAR CORP COMMON 748356102 $ 5,817 76,846 X 76,846 RADIAN GROUP INC COMMON 750236101 $ 641 10,945 X 10,945 RADIOSHACK CORP COMMON 750438103 $ 6,224 295,956 X 295,956 RAYTHEON CO COMMON 755111507 $ 11,853 295,229 X 295,229 READERS DIGEST ASSN INC COMMON 755267101 $ 2,152 141,412 X 141,412 REGAL BELOIT CORP COMMON 758750103 $ 255 7,200 X 7,200 REPUBLIC SVCS INC COMMON 760759100 $ 3,124 83,198 X 83,198 RESEARCH IN MOTION LIMITED (RIM) COMMON 760975102 $ 386 5,850 X 5,850 REYNOLDS AMERN INC COMMON 761713106 $ 16,080 168,679 X 168,679 ROBERT HALF INTL INC COMMON 770323103 $ 871 23,000 X 23,000 ROWAN COS INC COMMON 779382100 $ 1,483 41,597 X 41,597 RUBY TUESDAY INC COMMON 781182100 $ 2,629 101,562 X 101,562 SAFECO CORP COMMON 786429100 $ 15,617 276,400 X 276,400 SAFENET INC COMMON 78645R107 $ 219 6,800 X 6,800 SAFEWAY INC COMMON 786514208 $ 6,145 259,722 X 259,722
Title of Cusip Fair Market Shares of Sole Shared as Shared Managers see Sole 1 Shared None Name of Issuer Class Value Principal Amount in Instr V Other Instr V ---------------------------------------------------------------------------------------------------------------------------------- SALEM COMMUNICATIONS CORP COMMON 794093104 $ 191 10,900 X 10,900 SATYAM COMPUTER SERVICES LIMITED-ADR COMMON 804098101 $ 603 16,490 X 16,490 SCHERING PLOUGH CORP. COMMON 806605101 $ 513 24,600 X 24,600 SCHOLASTIC CORP COMMON 807066105 $ 208 7,296 X 7,296 SCOTTISH RE GROUP LTD COMMON G7885T104 $ 322 13,100 X 13,100 SEASPAN CORP COMMON Y75638109 $ 287 14,530 X 14,530 SEI INVESTMENTS CO COMMON 784117103 $ 2,085 56,347 X 56,347 SEMICONDUCTOR HOLDRS TRUST COMMON 816636203 $ 1,168 31,870 X 31,870 SEMITOOL INC COMMON 816909105 $ 182 16,730 X 16,730 SEMPRA ENERGY COMMON 816851109 $ 12,699 283,218 X 283,218 SEROLOGICALS CORP COMMON 817523103 $ 239 12,100 X 12,100 SERVICE MASTER COMPANY COMMON 81760N109 $ 1,768 147,944 X 147,944 SILGAN HLDGS INC COMMON 827048109 $ 235 6,510 X 6,510 SILICON STORAGE TECHNOLOG COMMON 827057100 $ 228 45,200 X 45,200 SIRF TECHNOLOGY HOLDINGS, INC. COMMON 82967H101 $ 319 10,720 X 10,720 SIRIUS SATELLITE RADIO INC COMMON 82966U103 $ 364 54,300 X 54,300 SLM CORP. COMMON 78442P106 $ 413 7,500 X 7,500 SMITHFIELD FOODS INC COMMON 832248108 $ 2,566 83,851 X 83,851 SMURFIT STONE CONTAINER C COMMON 832727101 $ 2,615 184,528 X 184,528 SNAP ON INC COMMON 833034101 $ 672 17,900 X 17,900 SOUTH JERSEY INDS INC COMMON 838518108 $ 353 12,100 X 12,100 SOUTHERN CO COMMON 842587107 $ 1,554 45,000 X 45,000 SOUTHERN COPPER CORP DEL COMMON 84265V105 $ 18,972 283,246 X 283,246 SOUTHWEST AIRLS CO COMMON 844741108 $ 1,582 96,260 X 96,260 SOUTHWESTERN ENERGY CO COMMON 845467109 $ 216 6,000 X 6,000 SPANSION INC COMMON 84649R101 $ 1,756 126,135 X 126,135 SPECTRUM BRANDS INC COMMON 84762L105 $ 602 29,627 X 29,627 SPRINT NEXTEL CORP COMMON 852061100 $ 9,949 425,915 X 425,915 SPX CORP COMMON 784635104 $ 6,822 149,059 X 149,059 SSA GLOBAL TECHNOLOGIES I COMMON 78465P108 $ 1,041 57,218 X 57,218 ST JUDE MED INC COMMON 790849103 $ 662 13,190 X 13,190 STAPLES INC COMMON 855030102 $ 3,686 162,310 X 162,310 STARWOOD HOTELS & RESORTS WORLDWIDE, INC. COMMON 85590A203 $ 714 11,180 X 11,180 STEALTHGAS INC COMMON Y81669106 $ 380 30,144 X 30,144 STEEL DYNAMICS INC COMMON 858119100 $ 341 9,595 X 9,595 STILLWATER MNG CO COMMON 86074Q102 $ 154 13,300 X 13,300 SUNTERRA CORP COMMON 86787D208 $ 237 16,700 X 16,700 SUNTRUST BKS INC COMMON 867914103 $ 3,185 43,779 X 43,779 SUPERVALU INC COMMON 868536103 $ 7,166 220,637 X 220,637 SYNOPSYS INC COMMON 871607107 $ 628 31,329 X 31,329 TARGET CORP COMMON 87612E106 $ 4,942 89,900 X 89,900 TEKELEC INC COMMON 879101103 $ 747 53,758 X 53,758 TEXAS INDS INC COMMON 882491103 $ 204 4,100 X 4,100 TEXAS INSTRS INC COMMON 882508104 $ 33,563 1,046,549 X 1,046,549 TEXTRON INC COMMON 883203101 $ 1,341 17,415 X 17,415 THE CHEESECAKE FACTORY INCORPORATED COMMON 163072101 $ 382 10,230 X 10,230 THE FIRST MARBLEHEAD CORPORATION COMMON 320771108 $ 752 22,890 X 22,890 THE ST PAUL TRAVELERS COS COMMON 792860108 $ 12,155 272,112 X 272,112 THERMO ELECTRON CORP COMMON 883556102 $ 10,513 348,936 X 348,936 THOMAS + BETTS CORP COMMON 884315102 $ 331 7,900 X 7,900 TIBCO SOFTWARE INC COMMON 88632Q103 $ 2,464 329,815 X 329,815 TIDEWATER INC COMMON 886423102 $ 3,148 70,800 X 70,800 TIME WARNER INC NEW COMMON 887317105 $ 14,082 807,433 X 807,433 TIMKEN CO COMMON 887389104 $ 8,339 260,446 X 260,446 TJX COS INC NEW COMMON 872540109 $ 11,064 476,265 X 476,265 TOLL BROS INC COMMON 889478103 $ 1,333 38,486 X 38,486 TRAMMELL CROW CO COMMON 89288R106 $ 339 13,202 X 13,202 TRIAD HOSPS INC COMMON 89579K109 $ 7,094 180,835 X 180,835 TRINITY INDS INC COMMON 896522109 $ 225 5,100 X 5,100 TUPPERWARE BRANDS CORP COMMON 899896104 $ 966 43,106 X 43,106 TXU CORP COMMON 873168108 $ 403 8,036 X 8,036 TYSON FOODS INC COMMON 902494103 $ 7,403 432,900 X 432,900 U S I HLDGS CORP COMMON 90333H101 $ 1,934 140,444 X 140,444 UAP HLDG CORP COMMON 903441103 $ 245 12,000 X 12,000 UCBH HLDGS INC COMMON 90262T308 $ 1,034 57,848 X 57,848 ULTRA PETE CORP COMMON 903914109 $ 482 8,645 X 8,645 UNION PAC CORP COMMON 907818108 $ 7,151 88,826 X 88,826 UNITED INDL CORP COMMON 910671106 $ 223 5,400 X 5,400 UNITED ONLINE INC COMMON 911268100 $ 243 17,100 X 17,100 UNITED PANAM FINL CORP COMMON 911301109 $ 239 9,250 X 9,250 UNITED PARCEL SVC INC COMMON 911312106 $ 15,776 209,931 X 209,931 UNITED STATIONERS, INC. COMMON 913004107 $ 483 9,960 X 9,960 UNITED TECHNOLOGIES CORP COMMON 913017109 $ 3,802 68,000 X 68,000 UNITEDHEALTH GROUP INC COMMON 91324P102 $ 34,437 554,181 X 554,181 URS CORP NEW COMMON 903236107 $ 1,484 39,456 X 39,456 US BANCORP DEL COMMON 902973304 $ 7,783 260,374 X 260,374 UST INC COMMON 902911106 $ 523 12,800 X 12,800 V F CORP COMMON 918204108 $ 6,486 117,200 X 117,200 VALERO ENERGY CORP COMMON 91913Y100 $ 708 13,720 X 13,720 VALOR COMMUNICATIONS GROU COMMON 920255106 $ 1,646 144,412 X 144,412 VERISIGN INC COMMON 92343E102 $ 8,489 387,267 X 387,267 VERIZON COMMUNICATIONS COMMON 92343V104 $ 21,878 726,355 X 726,355 VIACOM INC COMMON 925524308 $ 20,980 643,548 X 643,548 WABASH NATL CORP COMMON 929566107 $ 855 44,891 X 44,891 WACHOVIA CORP 2ND NEW COMMON 929903102 $ 22,907 433,357 X 433,357 WAL MART STORES INC COMMON 931142103 $ 13,111 280,157 X 280,157 WARREN RES INC COMMON 93564A100 $ 2,350 148,573 X 148,573 WASTE MGMT INC DEL COMMON 94106L109 $ 3,452 113,733 X 113,733 WATTS WATER TECHNOLOGIES COMMON 942749102 $ 236 7,800 X 7,800 WEBMETHODS INC COMMON 94768C108 $ 2,313 299,965 X 299,965 WELLPOINT INC COMMON 94973V107 $ 18,953 237,542 X 237,542 WELLS FARGO + CO NEW COMMON 949746101 $ 9,607 152,900 X 152,900 WESTWOOD ONE INC COMMON 961815107 $ 805 49,407 X 49,407 WEYERHAEUSER CO COMMON 962166104 $ 7,069 106,550 X 106,550 WILLIAMS COS INC COMMON 969457100 $ 3,390 146,311 X 146,311 WILLIAMS SCOTSMAN INTL IN COMMON 96950G102 $ 1,762 101,802 X 101,802
Title of Cusip Fair Market Shares of Sole Shared as Shared Managers see Sole 1 Shared None Name of Issuer Class Value Principal Amount in Instr V Other Instr V ---------------------------------------------------------------------------------------------------------------------------------- WIND RIV SYS INC COMMON 973149107 $ 223 15,100 X 15,100 WPS RES CORP COMMON 92931B106 $ 238 4,300 X 4,300 WYETH COMMON 983024100 $ 9,383 203,675 X 203,675 WYNN RESORTS LIMITED COMMON 983134107 $ 362 6,600 X 6,600 XILINX INC COMMON 983919101 $ 2,190 86,882 X 86,882 XM SATELLITE RADIO HOLDINGS INC. COMMON 983759101 $ 714 26,160 X 26,160 YAHOO INC COMMON 984332106 $ 7,602 194,018 X 194,018 ZEBRA TECHNOLOGIES CORPORATION COMMON 989207105 $ 425 9,920 X 9,920 ZIMMER HOLDINGS, INC. COMMON 98956P102 $ 468 6,940 X 6,940 ZIONS BANCORP COMMON 989701107 $ 6,939 91,837 X 91,837