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 March 31, 2006 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 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 5/22/06 ---------------- (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 502 Form 13F Gartmore SA Capital Trust Information Table Value 2,787,450 (thousands)
Fair Shares of Shared Managers Title of Market Principal as in see Name of Issuer Class Cusip Value Amount Sole Instr V Shared-Other Instr V Sole1 Shared None -------------- -------- --------- ------- --------- ---- ------- ------------ -------- ----- ------- ---- 3COM CORP.......... COMMON 885535104 $ 286 55,900 X 55,900 3M CO.............. COMMON 88579Y101 $10,634 140,497 X 140,497 ABBOTT LABS........ COMMON 002824100 $14,117 332,400 X 332,400 ABERCROMBIE AND FITCH CO......... COMMON 002896207 $ 3,216 55,160 X 55,160 ACADIA PHARMACEUTICALS IN............... COMMON 004225108 $ 969 60,630 X 60,630 ADEZA BIOMEDICAL CORP............. COMMON 006864102 $ 273 12,900 X 12,900 ADOLOR CORP........ COMMON 00724X102 $ 948 39,841 X 39,841 ADVANCED MICRO DEVICES IN....... COMMON 007903107 $18,784 566,476 X 566,476 ADVANTA CORP....... COMMON 007942204 $ 381 10,328 X 10,328 AES CORP........... COMMON 00130H105 $ 3,084 180,782 X 180,782 AETNA INC.......... COMMON 00817Y108 $15,869 322,926 X 322,926 AFFILIATED COMPUTER SVCS.... COMMON 008190100 $12,020 201,478 X 201,478 AFFILIATED MANAGERS GROUP............ COMMON 008252108 $ 229 2,150 X 2,150 AGILENT TECHNOLOGIES INC.............. COMMON 00846U101 $ 599 15,959 X 15,959 AGL RES INC........ COMMON 001204106 $ 9,095 252,300 X 252,300 AIR PRODS + CHEMS INC.............. COMMON 009158106 $ 2,331 34,697 X 34,697 ALASKA AIR GROUP INC.............. COMMON 011659109 $ 223 6,300 X 6,300 ALBERTO CULVER CO............... COMMON 013068101 $ 1,317 29,784 X 29,784 ALCAN INC.......... COMMON 013716105 $ 6,792 148,520 X 148,520 ALCOA INC.......... COMMON 013817101 $ 3,366 110,150 X 110,150 ALERIS INTL INC.... COMMON 014477103 $ 303 6,300 X 6,300 ALLEGHENY TECHNOLOGIES IN............... COMMON 01741R102 $ 257 4,200 X 4,200 ALLIANCE DATA SYSTEMS COR...... COMMON 018581108 $ 2,274 48,627 X 48,627 ALLTEL CORP........ COMMON 020039103 $ 4,960 76,600 X 76,600 ALNYLAM PHARMACEUTICALS I................ COMMON 02043Q107 $ 1,038 59,022 X 59,022 ALTRIA GROUP INC... COMMON 02209S103 $43,401 612,496 X 612,496 AMERICAN CAP STRATEGIES L..... COMMON 024937104 $ 1,170 33,285 X 33,285 AMERICAN EAGLE OUTFITTERS....... COMMON 02553E106 $ 2,087 69,900 X 69,900 AMERICAN EQUITY INVT LIFE........ COMMON 025676206 $ 219 15,300 X 15,300 AMERICAN INTL GROUP INC........ COMMON 026874107 $23,007 348,111 X 348,111 AMERICAN RETIREMENT CORP............. COMMON 028913101 $ 993 38,748 X 38,748 AMERICREDIT CORPORATION...... COMMON 03060R101 $ 662 21,550 X 21,550 AMERISOURCEBERGEN CORP............. COMMON 03073E105 $ 7,395 153,194 X 153,194 AMGEN INC.......... COMMON 031162100 $19,746 271,422 X 271,422 ANALOG DEVICES INC.............. COMMON 032654105 $15,366 401,301 X 401,301 ANDREW CORP........ COMMON 034425108 $ 2,177 177,276 X 177,276 ANNTAYLOR STORES CORP............. COMMON 036115103 $ 202 5,487 X 5,487 ANSWERTHINK, INC... COMMON 036916104 $ 464 72,200 X 72,200 Apollo Group, Inc.. COMMON 037604105 $ 593 11,290 X 11,290 APPLE COMPUTER..... COMMON 037833100 $ 6,410 102,200 X 102,200 APPLEBEES INTL INC.............. COMMON 037899101 $ 1,396 56,853 X 56,853 APPLIED MATERIALS INC.............. COMMON 038222105 $ 1,138 65,000 X 65,000 ARAMARK CORP....... COMMON 038521100 $ 1,189 40,247 X 40,247 ARCH COAL INC...... COMMON 039380100 $ 726 9,557 X 9,557 ARCHER DANIELS MIDLAND CO....... COMMON 039483102 $13,229 393,143 X 393,143 ARROW ELECTRS INC.............. COMMON 042735100 $ 7,357 227,978 X 227,978 ART TECHNOLOGY GROUP INC........ COMMON 04289L107 $ 248 77,200 X 77,200 ASHFORD HOSPITALITY TR IN............... COMMON 044103109 $ 274 22,111 X 22,111 ASHLAND INC NEW.... COMMON 044209104 $ 6,817 95,904 X 95,904 ASPEN INSURANCE HOLDINGS......... COMMON G05384105 $ 6,586 267,070 X 267,070 ASSURANT INC....... COMMON 04621X108 $ 340 6,910 X 6,910 AT+T INC........... COMMON 00206R102 $15,650 578,761 X 578,761 ATI TECHNOLOGIES INC.............. COMMON 001941103 $ 1,089 63,406 X 63,406 ATMEL CORP......... COMMON 049513104 $ 211 44,700 X 44,700 AUDIOCODES, LTD.... COMMON M15342104 $ 403 29,150 X 29,150 AUTOLIV............ COMMON 052800109 $ 8,038 142,063 X 142,063 AUTOMATIC DATA PROCESSING....... COMMON 053015103 $ 2,766 60,547 X 60,547 AUTONATION INC DEL.............. COMMON 05329W102 $ 7,374 342,200 X 342,200 AUTOZONE INC....... COMMON 053332102 $ 1,166 11,695 X 11,695 AVAYA INC.......... COMMON 053499109 $ 1,540 136,287 X 136,287 AVISTA CORP........ COMMON 05379B107 $ 254 12,300 X 12,300 AVNET INC.......... COMMON 053807103 $ 5,318 209,521 X 209,521 Avon Products, Inc. COMMON 054303102 $ 460 14,750 X 14,750 AXCELIS TECHNOLOGIES INC.............. COMMON 054540109 $ 247 42,200 X 42,200 BANK AMER CORP..... COMMON 060505104 $33,933 745,119 X 745,119 BARR PHARMACEUTICALS INC.............. COMMON 068306109 $ 1,544 24,521 X 24,521 BARRICK GOLD CORP............. COMMON 067901108 $10,561 387,700 X 387,700 BEA SYSTEMS, INC... COMMON 073325102 $ 397 30,200 X 30,200 BEACON ROOFING SUPPLY INC....... COMMON 073685109 $ 386 9,500 X 9,500 BEAR STEARNS COS INC.............. COMMON 073902108 $18,859 135,969 X 135,969 BED BATH + BEYOND INC.............. COMMON 075896100 $ 1,713 44,602 X 44,602 BERKLEY W R CORP... COMMON 084423102 $ 331 5,700 X 5,700 BERKSHIRE HATHAWAY INC DE............... COMMON 084670207 $19,186 6,370 X 6,370 BEST BUY CO., INC.. COMMON 086516101 $ 369 6,600 X 6,600 BIOMARIN PHARMACEUTICAL, INC.............. COMMON 09061G101 $ 240 17,900 X 17,900 BIOMED RLTY TR INC.............. COMMON 09063H107 $ 246 8,300 X 8,300 BJ SVCS CO......... COMMON 055482103 $ 966 27,924 X 27,924 BOEING CO.......... COMMON 097023105 $ 8,430 108,174 X 108,174 BORG WARNER INC.... COMMON 099724106 $ 216 3,600 X 3,600 BOSTON SCIENTIFIC CORP............. COMMON 101137107 $ 3,279 142,260 X 142,260 BOWATER INC........ COMMON 102183100 $ 1,006 34,019 X 34,019 BOYD GAMING CORP............. COMMON 103304101 $ 1,180 23,634 X 23,634 BRISTOL MYERS SQUIBB CO........ COMMON 110122108 $12,346 501,656 X 501,656 BRONCO DRILLING CO INC.............. COMMON 112211107 $ 584 22,190 X 22,190 BROOKDALE SR LIVING INC....... COMMON 112463104 $ 1,729 45,812 X 45,812 BURLINGTON NORTHN SANTA F.......... COMMON 12189T104 $28,109 337,325 X 337,325 BUSINESS OBJECTS S.A.............. COMMON 12328X107 $ 944 25,880 X 25,880 CA INC............. COMMON 12673P105 $ 1,275 46,850 X 46,850 CAMPBELL SOUP CO... COMMON 134429109 $ 9,821 303,107 X 303,107 CAPITAL ONE FINL CORP............. COMMON 14040H105 $ 1,014 12,592 X 12,592 CAREER EDUCATION CORP............. COMMON 141665109 $ 485 12,850 X 12,850 CARNIVAL CORP...... COMMON 143658300 $ 5,419 114,390 X 114,390 CATERPILLAR INC.... COMMON 149123101 $ 8,025 111,760 X 111,760 CBS CORP CLASS B... COMMON 124857202 $ 3,480 145,115 X 145,115 CELESTICA INC...... COMMON 15101Q108 $ 1,815 158,493 X 158,493
Fair Shares of Shared Managers Title of Market Principal as in see Name of Issuer Class Cusip Value Amount Sole Instr V Shared-Other Instr V Sole1 Shared None -------------- -------- --------- ------- --------- ---- ------- ------------ -------- ----- ------- ---- CENTEX CORPORATION.... COMMON 152312104 $ 459 7,400 X 7,400 CERADYNE INC CALIF.......... COMMON 156710105 $ 253 5,070 X 5,070 CHAMPION ENTERPRISES INC............ COMMON 158496109 $ 375 25,100 X 25,100 CHATTEM INC...... COMMON 162456107 $ 222 5,900 X 5,900 CHECK POINT SOFTWARE....... COMMON M22465104 $ 1,472 73,509 X 73,509 CHECKFREE CORP NEW............ COMMON 162813109 $ 3,459 68,500 X 68,500 CHEMTURA CORP........... COMMON 163893100 $ 942 79,959 X 79,959 CHESAPEAKE ENERGY CORP.... COMMON 165167107 $ 2,262 72,000 X 72,000 CHEVRON CORP..... COMMON 166764100 $45,805 790,147 X 790,147 CHUBB CORP....... COMMON 171232101 $15,319 160,505 X 160,505 CINTAS CORP...... COMMON 172908105 $ 1,666 39,100 X 39,100 CIRCUIT CITY STORES INC..... COMMON 172737108 $ 359 14,650 X 14,650 CIRRUS LOGIC INC............ COMMON 172755100 $ 296 34,900 X 34,900 CISCO SYS INC.... COMMON 17275R102 $11,584 534,558 X 534,558 CIT GROUP INC NEW............ COMMON 125581108 $ 3,184 59,490 X 59,490 CITIGROUP INC.... COMMON 172967101 $18,576 393,302 X 393,302 CITIZENS COMMUNICATIONS C.............. COMMON 17453B101 $ 208 15,700 X 15,700 CITY NATL CORP........... COMMON 178566105 $ 330 4,300 X 4,300 CMS ENERGY CORP........... COMMON 125896100 $ 1,238 95,596 X 95,596 CNX GAS CORP..... COMMON 12618H309 $ 252 9,700 X 9,700 COACH INC........ COMMON 189754104 $ 6,839 197,786 X 197,786 COCA COLA ENTERPRISES INC............ COMMON 191219104 $14,963 735,641 X 735,641 COEUR D ALENE MINES CORP..... COMMON 192108108 $ 1,591 242,560 X 242,560 COGENT COMMUNICATIONS GRP............ COMMON 19239V302 $ 116 11,900 X 11,900 COGNIZANT TECHNOLOGY SOLU........... COMMON 192446102 $15,705 263,987 X 263,987 COGNOS, INC...... COMMON 19244C109 $ 494 12,700 X 12,700 COLONIAL BANCGROUPINC... COMMON 195493309 $ 1,687 67,464 X 67,464 COMCAST CORP NEW............ COMMON 20030N101 $ 7,355 281,157 X 281,157 COMMERCE BANCORP, INC............ COMMON 200519106 $ 647 17,650 X 17,650 COMMUNITY HEALTH SYS INC............ COMMON 203668108 $ 6,691 185,100 X 185,100 COMPUTER SCIENCES CORP........... COMMON 205363104 $ 7,651 137,730 X 137,730 COMPUWARE CORP........... COMMON 205638109 $ 2,851 364,095 X 364,095 COMVERSE TECHNOLOGY INC............ COMMON 205862402 $ 5,570 236,709 X 236,709 CONOCOPHILLIPS... COMMON 20825C104 $12,936 204,850 X 204,850 CONSECO INC...... COMMON 208464883 $ 2,026 81,615 X 81,615 CONSOLIDATED COMMUNICATIO... COMMON 209034107 $ 1,404 86,312 X 86,312 CONSTELLATION ENERGY GROU........... COMMON 210371100 $ 7,885 144,123 X 144,123 CORNING INC...... COMMON 219350105 $10,461 388,743 X 388,743 COVANCE INC...... COMMON 222816100 $ 2,331 39,680 X 39,680 COVANSYS CORP........... COMMON 22281W103 $ 249 14,500 X 14,500 COVENTRY HEALTH CARE INC............ COMMON 222862104 $ 616 11,415 X 11,415 CRM HOLDINGS LTD............ COMMON G2554P103 $ 198 17,300 X 17,300 CROCS, INC....... COMMON 227046109 $ 332 13,220 X 13,220 CSX CORP......... COMMON 126408103 $15,425 257,941 X 257,941 CUMMINS INC...... COMMON 231021106 $12,018 114,350 X 114,350 CUTERA INC....... COMMON 232109108 $ 350 12,911 X 12,911 CVS CORP......... COMMON 126650100 $11,044 369,740 X 369,740 CYMER, INC....... COMMON 232572107 $ 591 13,000 X 13,000 DANAHER CORP..... COMMON 235851102 $ 8,429 132,634 X 132,634 DEERE & CO....... COMMON 244199105 $ 5,473 69,230 X 69,230 DELL INC......... COMMON 24702R101 $11,033 370,748 X 370,748 DENBURY RES INC............ COMMON 247916208 $ 1,279 40,384 X 40,384 DEVON ENERGY CORPORATION.... COMMON 25179M103 $ 7,753 126,740 X 126,740 DIEBOLD INC...... COMMON 253651103 $ 1,219 29,662 X 29,662 DISNEY WALT CO............. COMMON 254687106 $15,042 539,345 X 539,345 DOBSON COMMUNICATIONS COR............ COMMON 256069105 $ 326 40,600 X 40,600 DONNELLEY R R + SONS CO........ COMMON 257867101 $ 1,583 48,370 X 48,370 DOT HILL SYSTEMS CORP........... COMMON 25848T109 $ 195 27,500 X 27,500 DOVER CORP....... COMMON 260003108 $ 2,280 46,960 X 46,960 DOW CHEM CO...... COMMON 260543103 $16,066 395,726 X 395,726 DUKE ENERGY CO............. COMMON 264399106 $13,394 459,472 X 459,472 E*TRADE FIANCIAL CORP........... COMMON 269246104 $ 523 19,390 X 19,390 EAST WEST BANCORP INC.... COMMON 27579R104 $ 224 5,800 X 5,800 EATON VANCE CORP........... COMMON 278265103 $ 1,726 63,035 X 63,035 EBAY INC......... COMMON 278642103 $ 5,242 134,201 X 134,201 ECHOSTAR COMMUNICATIONS C.............. COMMON 278762109 $ 2,257 75,573 X 75,573 EDISON INTL...... COMMON 281020107 $ 9,764 237,100 X 237,100 ELECTRONIC ARTS INC............ COMMON 285512109 $ 941 17,201 X 17,201 EMC CORP......... COMMON 268648102 $ 8,217 602,852 X 602,852 EMERGENCY MED SVCS CORP...... COMMON 29100P102 $ 3,040 233,868 X 233,868 EMERSON ELECTRIC CO.... COMMON 291011104 $ 460 5,500 X 5,500 EMULEX CORP...... COMMON 292475209 $ 1,538 90,005 X 90,005 ENDURANCE SPECIALTY HOLDI.......... COMMON G30397106 $ 3,734 114,703 X 114,703 ENERGEN CORP..... COMMON 29265N108 $ 336 9,600 X 9,600 ENERGY CONVERSION DEVICES........ COMMON 292659109 $ 494 10,046 X 10,046 ENSCO INTL INC... COMMON 26874Q100 $13,283 258,180 X 258,180 EOG RESOURCES INC............ COMMON 26875P101 $ 212 2,951 X 2,951 ESCO TECHNOLOGIES INC............ COMMON 296315104 $ 334 6,600 X 6,600 EXELON CORP...... COMMON 30161N101 $ 6,952 131,426 X 131,426 EXPRESS SCRIPTS INC............ COMMON 302182100 $ 352 4,000 X 4,000 EXXON MOBIL CORP........... COMMON 30231G102 $50,553 830,652 X 830,652 F5 NETWORKS INC............ COMMON 315616102 $ 533 7,350 X 7,350 FEDERAL SIGNAL CORP........... COMMON 313855108 $ 185 10,000 X 10,000 FEDERATED DEPT STORES INC..... COMMON 31410H101 $21,566 295,426 X 295,426 FEDEX CORP....... COMMON 31428X106 $10,306 91,250 X 91,250 FIELDSTONE INVT CORP........... COMMON 31659U300 $ 266 22,500 X 22,500 FIRST AMERICAN CORP........... COMMON 318522307 $ 5,343 136,438 X 136,438 FIRST MIDWEST BANCORP INC.... COMMON 320867104 $ 281 7,690 X 7,690 FIRST POTOMAC RLTY TR........ COMMON 33610F109 $ 232 8,200 X 8,200 FIRST ST BANCORPORATION. COMMON 336453105 $ 311 11,700 X 11,700 FISERV INC....... COMMON 337738108 $ 6,938 163,050 X 163,050 FISHER SCIENTIFIC INTL IN........ COMMON 338032204 $ 7,908 116,214 X 116,214 FOOT LOCKER INC............ COMMON 344849104 $ 1,097 45,933 X 45,933 FORTUNE BRANDS INC............ COMMON 349631101 $ 1,882 23,346 X 23,346 FOUNDATION COAL HLDGS INC............ COMMON 35039W100 $ 357 8,681 X 8,681 FREESCALE SEMICONDUCTOR I.............. COMMON 35687M206 $ 9,511 342,503 X 342,503
Fair Shares of Shared Managers Title of Market Principal as in see Name of Issuer Class Cusip Value Amount Sole Instr V Shared-Other Instr V Sole1 Shared None -------------- -------- --------- ------- --------- ---- ------- ------------ -------- ----- --------- ---- FURNITURE BRANDS INTERNATIONAL, INC............ COMMON 360921100 $ 667 27,200 X 27,200 GALLAGHER ARTHUR J + CO............. COMMON 363576109 $ 309 11,100 X 11,100 GANNETT INC...... COMMON 364730101 $ 5,324 88,850 X 88,850 GEMSTAR TV GUIDE INTL INC............ COMMON 36866W106 $ 189 61,100 X 61,100 GENCO SHIPPING + TRADING........ COMMON Y2685T107 $ 879 51,640 X 51,640 GENERAL DYNAMICS CORP........... COMMON 369550108 $ 9,681 151,318 X 151,318 GENERAL ELEC CO............. COMMON 369604103 $56,492 1,624,255 X 1,624,255 GENERALE CABLE CORP DEL N..... COMMON 369300108 $ 276 9,100 X 9,100 GENWORTH FINL INC............ COMMON 37247D106 $17,638 527,605 X 527,605 GENZYME CORP..... COMMON 372917104 $ 6,229 92,664 X 92,664 GILEAD SCIENCES INC............ COMMON 375558103 $ 988 15,880 X 15,880 GLOBAL SIGNAL INC............ COMMON 37944Q103 $ 1,217 24,726 X 24,726 GOLDEN WEST FINL CORP DEL............ COMMON 381317106 $ 1,415 20,839 X 20,839 GOLDMAN SACHS GROUP INC...... COMMON 38141G104 $38,537 245,524 X 245,524 GOODYEAR TIRE & RUBBER COMPANY........ COMMON 382550101 $ 521 35,950 X 35,950 GRANT PRIDECO INC............ COMMON 38821G101 $ 1,409 32,884 X 32,884 GREAT PLAINS ENERGY INC..... COMMON 391164100 $ 419 14,899 X 14,899 GREAT WOLF RESORTS INC.... COMMON 391523107 $ 1,311 113,083 X 113,083 HALLIBURTON CO............. COMMON 406216101 $ 7,014 96,050 X 96,050 HANOVER COMPRESSOR CO............. COMMON 410768105 $ 3,998 214,693 X 214,693 HANOVER INS GROUP INC...... COMMON 410867105 $ 451 8,600 X 8,600 HARRAHS ENTMT INC............ COMMON 413619107 $ 4,381 56,200 X 56,200 HARRIS INTERACTIVE INC............ COMMON 414549105 $ 173 30,800 X 30,800 HARTFORD FINANCIAL SVCS G.............. COMMON 416515104 $12,590 156,301 X 156,301 HCA, Inc......... COMMON 404119109 $ 759 16,580 X 16,580 HEADWATERS INC............ COMMON 42210P102 $ 738 18,545 X 18,545 HEWLETT PACKARD CO..... COMMON 428236103 $32,267 980,750 X 980,750 HEXCEL CORP...... COMMON 428291108 $ 1,162 52,892 X 52,892 HILTON HOTELS CORP........... COMMON 432848109 $ 1,236 48,540 X 48,540 HOME DEPOT INC............ COMMON 437076102 $11,787 278,660 X 278,660 HONEYWELL INTL INC............ COMMON 438516106 $ 4,854 113,500 X 113,500 HORNBECK OFFSHORE SVCS IN............. COMMON 440543106 $ 332 9,200 X 9,200 HOT TOPIC INC.... COMMON 441339108 $ 145 10,000 X 10,000 HUBBELL INC...... COMMON 443510201 $ 1,685 32,872 X 32,872 HUDSON CITY BANCORP INC.... COMMON 443683107 $19,624 1,476,617 X 1,476,617 HUNTSMAN CORP........... COMMON 447011107 $ 1,804 93,481 X 93,481 HYTHIAM INC...... COMMON 44919F104 $ 1,183 128,758 X 128,758 IAC / INTERACTIVECORP COMMON 44919P300 $ 3,622 122,902 X 122,902 ILLINOIS TOOL WKS INC........ COMMON 452308109 $15,834 164,410 X 164,410 IMMUCOR CORP..... COMMON 452526106 $ 1,115 38,870 X 38,870 IMS HEALTH INC... COMMON 449934108 $ 1,678 65,107 X 65,107 INGERSOLL RAND COMPANY LI..... COMMON G4776G101 $ 4,902 117,303 X 117,303 INGRAM MICRO INC............ COMMON 457153104 $ 7,329 366,449 X 366,449 INTEGRATED DEVICE TECHNOL........ COMMON 458118106 $ 698 46,972 X 46,972 INTEL CORP....... COMMON 458140100 $36,843 1,904,033 X 1,904,033 INTERLINE BRANDS INC..... COMMON 458743101 $ 1,323 52,429 X 52,429 INTERMAGNETICS GENERAL CORPORATION.... COMMON 458771102 $ 468 18,700 X 18,700 INTERNATIONAL BUSINESS MA.... COMMON 459200101 $ 2,986 36,207 X 36,207 INTERNATIONAL FLAVOURS....... COMMON 459506101 $ 312 9,100 X 9,100 INTERNATIONAL PAPER CO....... COMMON 460146103 $ 8,585 248,349 X 248,349 INTERNET CAP GROUP INC...... COMMON 46059C205 $ 219 23,200 X 23,200 INTERSIL HOLDING CORP........... COMMON 46069S109 $ 630 21,800 X 21,800 INTERWOVEN INC............ COMMON 46114T508 $ 916 101,852 X 101,852 INTRALASE CORP........... COMMON 461169104 $ 422 18,200 X 18,200 INVITROGEN CORP........... COMMON 46185R100 $ 827 11,795 X 11,795 ISHARES RUSSELL 1000 INDEX FUND........... COMMON 464287622 $ 2,056 29,080 X 29,080 ISHARES RUSSELL 2000 GROWTH INDEX FUND..... COMMON 464287648 $ 1,976 24,790 X 24,790 JER INVS TR INC.. COMMON 46614H301 $ 280 16,856 X 16,856 JOHNSON + JOHNSON........ COMMON 478160104 $50,995 861,105 X 861,105 JPMORGAN CHASE + CO........... COMMON 46625H100 $25,998 624,359 X 624,359 JUNIPER NETWORKS INC............ COMMON 48203R104 $ 1,252 65,480 X 65,480 KANBAY INTL INC............ COMMON 48369P207 $ 996 65,242 X 65,242 KCS ENERGY INC............ COMMON 482434206 $ 216 8,300 X 8,300 KELLOGG CO....... COMMON 487836108 $ 2,902 65,904 X 65,904 KEYCORP NEW...... COMMON 493267108 $ 700 19,034 X 19,034 KFX INC.......... COMMON 48245L107 $ 309 16,980 X 16,980 KKR FINL CORP.... COMMON 482476306 $12,603 561,871 X 561,871 KOHLS CORP....... COMMON 500255104 $18,011 339,758 X 339,758 KROGER CO........ COMMON 501044101 $12,874 632,341 X 632,341 L 3 COMMUNICATIONS HLDG C......... COMMON 502424104 $ 1,645 19,178 X 19,178 LAWSON SOFTWARE INC............ COMMON 520780107 $ 232 30,200 X 30,200 LEGG MASON INC............ COMMON 524901105 $ 5,496 43,856 X 43,856 LEHMAN BROTHERS HLDGS INC...... COMMON 524908100 $23,608 163,344 X 163,344 LENNAR CORP...... COMMON 526057104 $ 481 7,970 X 7,970 LHC GROUP INC.... COMMON 50187A107 $ 378 23,603 X 23,603 LOEWS CORP....... COMMON 540424207 $ 990 20,936 X 20,936 LONE STAR STEAKHOUSE + SA............. COMMON 542307103 $ 1,667 58,673 X 58,673 LOUISIANA PAC CORP........... COMMON 546347105 $ 5,456 200,600 X 200,600 LOWES COS INC.... COMMON 548661107 $14,794 229,572 X 229,572 LYONDELL CHEMICAL CO.... COMMON 552078107 $ 918 46,140 X 46,140 MANULIFE FINL CORP........... COMMON 56501R106 $ 6,200 98,767 X 98,767 MARATHON OIL CORP........... COMMON 565849106 $ 7,483 98,240 X 98,240 MARSH + MCLENNAN COS INC............ COMMON 571748102 $ 1,328 45,215 X 45,215 MARSHALL + ILSLEY CORP.... COMMON 571834100 $ 3,016 69,202 X 69,202 MARVELL TECHNOLOGY GROUP LTD...... COMMON G5876H105 $ 558 10,320 X 10,320 MASCO CORP....... COMMON 574599106 $ 1,667 51,297 X 51,297 MAXIM INTEGRATED PRODS IN....... COMMON 57772K101 $13,684 368,344 X 368,344 MCG CAP CORP..... COMMON 58047P107 $ 1,145 81,174 X 81,174 MCKESSON CORP........... COMMON 58155Q103 $ 7,940 152,317 X 152,317 MDU RES GROUP INC............ COMMON 552690109 $ 398 11,900 X 11,900 MEDCO HEALTH SOLUTIONS IN... COMMON 58405U102 $ 2,815 49,196 X 49,196 MEDTRONIC INC.... COMMON 585055106 $ 5,577 109,884 X 109,884 MELLON FINL CORP........... COMMON 58551A108 $ 6,355 178,500 X 178,500 MERCK & CO., INC............ COMMON 589331107 $ 463 13,150 X 13,150 MERRILL LYNCH + CO INC......... COMMON 590188108 $21,216 269,373 X 269,373 METLIFE INC...... COMMON 59156R108 $27,740 573,496 X 573,496
Fair Shares of Shared Managers Title of Market Principal as in see Name of Issuer Class Cusip Value Amount Sole Instr V Shared-Other Instr V Sole1 Shared None -------------- -------- --------- ------- --------- ---- ------- ------------ -------- ----- --------- ---- MGIC INVT CORP WIS............ COMMON 552848103 $ 4,078 61,200 X 61,200 MGM GRAND INC.... COMMON 552953101 $ 934 21,665 X 21,665 MICREL, INC...... COMMON 594793101 $ 243 16,370 X 16,370 MICROCHIP TECHNOLOGY INC............ COMMON 595017104 $ 3,000 82,652 X 82,652 MICRON TECHNOLOGY INC............ COMMON 595112103 $11,827 803,446 X 803,446 MICROSOFT........ COMMON 594918104 $80,827 2,970,483 X 2,970,483 MIKOHN GAMING CORPORATION.... COMMON 59862K108 $ 435 45,450 X 45,450 MIRANT CORP NEW............ COMMON 60467R100 $ 250 10,000 X 10,000 MOHAWK INDS INC............ COMMON 608190104 $ 1,494 18,509 X 18,509 MOLSON COORS BREWING CO..... COMMON 60871R209 $ 5,037 73,400 X 73,400 MOMENTA PHARMACEUTICALS I.............. COMMON 60877T100 $ 449 22,848 X 22,848 MONSANTO CO NEW............ COMMON 61166W101 $ 6,951 82,020 X 82,020 MONSTER WORLDWIDE INC............ COMMON 611742107 $ 4,121 82,646 X 82,646 MOODYS CORP...... COMMON 615369105 $10,440 146,100 X 146,100 MORGAN STANLEY........ COMMON 617446448 $15,312 243,740 X 243,740 MOTOROLA INC..... COMMON 620076109 $14,812 646,539 X 646,539 NABORS INDUSTRIES LTD............ COMMON G6359F103 $22,157 309,540 X 309,540 NATIONAL FINL PARTNERS CO.... COMMON 63607P208 $ 237 4,200 X 4,200 NATIONAL OILWELL VARCO INC............ COMMON 637071101 $14,473 225,722 X 225,722 NATIONAL SEMICONDUCTOR CO............. COMMON 637640103 $13,565 487,240 X 487,240 NCI BLDG SYS INC............ COMMON 628852105 $ 329 5,500 X 5,500 NEUSTAR INC...... COMMON 64126X201 $ 9,657 311,526 X 311,526 NEW YORK + CO INC............ COMMON 649295102 $ 1,198 80,181 X 80,181 NEW YORK CMNTY BANCORP IN..... COMMON 649445103 $ 1,165 66,471 X 66,471 NEWFIELD EXPL CO............. COMMON 651290108 $ 2,410 57,518 X 57,518 NEWMONT MNG CORP........... COMMON 651639106 $13,637 262,810 X 262,810 NEWS CORP........ COMMON 65248E104 $10,924 657,701 X 657,701 NOBLE ENERGY INC............ COMMON 655044105 $ 1,598 36,378 X 36,378 NORFOLK SOUTHN CORP........... COMMON 655844108 $10,098 186,755 X 186,755 NORTH FORK BANCORPORATION. COMMON 659424105 $ 1,766 61,244 X 61,244 NORTHROP GRUMMAN CORP........... COMMON 666807102 $15,396 225,444 X 225,444 NOVA CHEMICALS CORP........... COMMON 66977W109 $ 574 20,127 X 20,127 NOVELLUS SYS INC............ COMMON 670008101 $ 1,414 58,920 X 58,920 NRG ENERGY INC... COMMON 629377508 $25,182 556,884 X 556,884 NUANCE COMMUNICATIONS, INC............ COMMON 67020Y100 $ 338 28,600 X 28,600 NUCOR CORP....... COMMON 670346105 $ 1,624 15,500 X 15,500 NUVELO INC....... COMMON 67072M301 $ 685 38,446 X 38,446 OCCIDENTAL PETE CORP........... COMMON 674599105 $17,900 193,200 X 193,200 OIL SERVICE HOLDRS TRUST... COMMON 678002106 $ 960 6,540 X 6,540 OLD REP INTL CORP........... COMMON 680223104 $ 345 15,795 X 15,795 OMNICELL INC..... COMMON 68213N109 $ 598 52,461 X 52,461 OMNIVISION TECHNOLOGIES, INC............ COMMON 682128103 $ 396 13,100 X 13,100 OWENS + MINOR INC NEW........ COMMON 690732102 $ 483 14,744 X 14,744 OWENS ILL INC.... COMMON 690768403 $ 1,467 84,478 X 84,478 PACCAR INC....... COMMON 693718108 $ 2,890 41,000 X 41,000 PACIFIC SUNWEAR OF CALIF....... COMMON 694873100 $ 1,048 47,279 X 47,279 PALL CORP........ COMMON 696429307 $ 1,250 40,090 X 40,090 PALM HARBOR HOMES INC...... COMMON 696639103 $ 231 10,800 X 10,800 PANACOS PHARMACEUTICALS I.............. COMMON 69811Q106 $ 310 41,043 X 41,043 PARAMETRIC TECHNOLOGY COR............ COMMON 699173209 $ 218 13,360 X 13,360 PARKER HANNIFIN CORP........... COMMON 701094104 $ 2,894 35,904 X 35,904 PARTNERRE LTD.... COMMON G6852T105 $ 9,508 153,138 X 153,138 PEABODY ENERGY CORP........... COMMON 704549104 $18,517 367,330 X 367,330 PENN NATIONAL GAMING INC..... COMMON 707569109 $ 371 8,800 X 8,800 PENNEY J C INC... COMMON 708160106 $ 3,395 56,200 X 56,200 PEOPLESUPPORT INC............ COMMON 712714302 $ 287 29,300 X 29,300 PepsiCo, Inc..... COMMON 713448108 $ 565 9,780 X 9,780 PER SE TECHNOLOGIES INC............ COMMON 713569309 $ 275 10,300 X 10,300 PETSMART INC..... COMMON 716768106 $ 744 26,428 X 26,428 PFIZER INC....... COMMON 717081103 $22,827 916,028 X 916,028 PG+E CORP........ COMMON 69331C108 $ 238 6,106 X 6,106 PHELPS DODGE CORP........... COMMON 717265102 $27,700 343,976 X 343,976 PHOTRONICS INC... COMMON 719405102 $ 1,973 105,153 X 105,153 PIER 1 IMPORTS INC............ COMMON 720279108 $ 134 11,500 X 11,500 PITNEY BOWES INC............ COMMON 724479100 $ 1,491 34,730 X 34,730 PLACER SIERRA BANCSHARES..... COMMON 726079106 $ 485 17,000 X 17,000 PLANTRONICS INC NEW............ COMMON 727493108 $ 777 21,925 X 21,925 PMI GROUP INC.... COMMON 69344M101 $ 3,460 75,340 X 75,340 PNC FINL SVCS GROUP INC...... COMMON 693475105 $ 6,316 93,830 X 93,830 POLYCOM INC...... COMMON 73172K104 $ 1,174 54,166 X 54,166 POTLATCH CORP NEW............ COMMON 737630103 $ 1,137 26,540 X 26,540 POWER-ONE, INC... COMMON 739308104 $ 274 38,000 X 38,000 PPG INDS INC..... COMMON 693506107 $ 1,105 17,444 X 17,444 PPL CORP......... COMMON 69351T106 $ 4,694 159,668 X 159,668 PRAXAIR INC...... COMMON 74005P104 $10,040 182,040 X 182,040 PRICE (T. ROWE) GROUP, INC..... COMMON 74144T108 $ 576 7,370 X 7,370 PRICELINE COM INC............ COMMON 741503403 $ 278 11,200 X 11,200 PRINCIPAL FINANCIAL GROUP.......... COMMON 74251V102 $ 8,613 176,490 X 176,490 PROCTER AND GAMBLE CO...... COMMON 742718109 $39,082 678,270 X 678,270 PROGRESS ENERGY INC............ COMMON 743263105 $ 4,327 98,378 X 98,378 PRUDENTIAL FINL INC............ COMMON 744320102 $ 8,765 115,619 X 115,619 PSS WORLD MED INC............ COMMON 69366A100 $ 452 23,416 X 23,416 PULTE HOMES INC............ COMMON 745867101 $ 8,329 216,799 X 216,799 QUALCOMM INC..... COMMON 747525103 $ 8,347 164,924 X 164,924 QUESTAR CORP..... COMMON 748356102 $ 671 9,575 X 9,575 QWEST COMMUNICATIONS INTL........... COMMON 749121109 $ 6,804 1,000,600 X 1,000,600 RAYTHEON CO...... COMMON 755111507 $10,265 223,929 X 223,929 READERS DIGEST ASSN INC....... COMMON 755267101 $ 1,082 73,328 X 73,328 RED HAT, INC..... COMMON 756577102 $ 463 16,550 X 16,550 REGAL BELOIT CORP........... COMMON 758750103 $ 304 7,200 X 7,200 RENAISSANCERE HOLDINGS LIMITED........ COMMON G7496G103 $ 587 13,450 X 13,450 REPUBLIC SVCS INC............ COMMON 760759100 $ 4,259 100,188 X 100,188 REYNOLDS AMERN INC............ COMMON 761713106 $17,869 169,379 X 169,379 RH DONNELLEY CORP........... COMMON 74955W307 $ 1,623 27,873 X 27,873 ROBERT HALF INTL INC............ COMMON 770323103 $ 888 23,000 X 23,000 ROCKWELL COLLINS........ COMMON 774341101 $ 671 11,900 X 11,900
Fair Shares of Shared Managers Title of Market Principal as in see Name of Issuer Class Cusip Value Amount Sole Instr V Shared-Other Instr V Sole1 Shared None -------------- -------- --------- ------- --------- ---- ------- ------------ -------- ----- --------- ---- ROWAN COS INC....... COMMON 779382100 $ 1,131 25,739 X 25,739 ROYAL CARIBBEAN CRUISES L......... COMMON V7780T103 $ 735 17,500 X 17,500 RTI INTL METALS INC............... COMMON 74973W107 $ 219 4,000 X 4,000 RUBY TUESDAY INC............... COMMON 781182100 $ 978 30,479 X 30,479 SAFECO CORP......... COMMON 786429100 $13,266 264,206 X 264,206 SAFENET INC......... COMMON 78645R107 $ 238 9,000 X 9,000 SAFEWAY INC......... COMMON 786514208 $ 6,524 259,722 X 259,722 SALEM COMMUNICATIONS CORP.............. COMMON 794093104 $ 164 10,900 X 10,900 SCHLUMBERGER LTD............... COMMON 806857108 $16,750 132,339 X 132,339 SCHWAB CHARLES CORP.............. COMMON 808513105 $ 5,294 307,630 X 307,630 SCOTTISH RE GROUP LTD......... COMMON G7885T104 $ 325 13,100 X 13,100 SEABRIGHT INS HLDGS INC......... COMMON 811656107 $ 271 15,540 X 15,540 SEASPAN CORP........ COMMON Y75638109 $ 308 14,530 X 14,530 SEI INVESTMENTS CO................ COMMON 784117103 $ 1,173 28,947 X 28,947 SEMICONDUCTOR HOLDRS TRUST............. COMMON 816636203 $ 2,385 65,670 X 65,670 SEMPRA ENERGY............ COMMON 816851109 $ 9,206 198,158 X 198,158 SEROLOGICALS CORP.............. COMMON 817523103 $ 350 14,300 X 14,300 SHERWIN WILLIAMS CO....... COMMON 824348106 $ 6,493 131,340 X 131,340 SHUFFLE MASTER............ COMMON 825549108 $ 254 7,100 X 7,100 SIERRA PAC RES NEW............... COMMON 826428104 $ 326 23,600 X 23,600 SILGAN HLDGS INC............... COMMON 827048109 $ 262 6,510 X 6,510 SIRF TECHNOLOGY HOLDINGS, INC............... COMMON 82967H101 $ 521 14,720 X 14,720 SLM CORP............ COMMON 78442P106 $ 482 9,280 X 9,280 SMITHFIELD FOODS INC......... COMMON 832248108 $ 5,973 203,587 X 203,587 SMURFIT STONE CONTAINER C....... COMMON 832727101 $ 2,838 209,154 X 209,154 SNAP-ON INCORPORATED...... COMMON 833034101 $ 703 18,430 X 18,430 SOUTH JERSEY INDS INC.......... COMMON 838518108 $ 281 10,300 X 10,300 SOUTHERN COPPER CORP DEL............... COMMON 84265V105 $22,776 269,598 X 269,598 SOUTHWEST AIRLS CO................ COMMON 844741108 $ 1,732 96,260 X 96,260 SOUTHWESTERN ENERGY CO......... COMMON 845467109 $ 286 8,900 X 8,900 SPECTRUM BRANDS INC........ COMMON 84762L105 $ 643 29,627 X 29,627 SPRINT NEXTEL CORP.............. COMMON 852061100 $10,873 420,765 X 420,765 SSA GLOBAL TECHNOLOGIES I................. COMMON 78465P108 $ 921 57,446 X 57,446 St. Jude Medical, Inc............... COMMON 790849103 $ 788 19,230 X 19,230 STANDARD PACIFIC CORP...... COMMON 85375C101 $ 454 13,500 X 13,500 STAPLES INC......... COMMON 855030102 $ 6,405 250,977 X 250,977 Starwood Hotels & Resorts Worldwide, Inc............... COMMON 85590A203 $ 715 10,560 X 10,560 STATION CASINOS, INC............... COMMON 857689103 $ 611 7,700 X 7,700 STEALTHGAS INC............... COMMON Y81669106 $ 485 34,884 X 34,884 STERLING CONSTR INC............... COMMON 859241101 $ 501 23,100 X 23,100 STILLWATER MNG CO................ COMMON 86074Q102 $ 311 18,900 X 18,900 SUNTERRA CORP.............. COMMON 86787D208 $ 238 16,700 X 16,700 SUNTRUST BKS INC............... COMMON 867914103 $ 4,900 67,339 X 67,339 SUPERTEX INC........ COMMON 868532102 $ 312 8,300 X 8,300 SWIFT ENERGY CO................ COMMON 870738101 $ 923 24,630 X 24,630 SYMANTEC CORP.............. COMMON 871503108 $ 8,273 491,572 X 491,572 SYMBOL TECHNOLOGIES INC............... COMMON 871508107 $ 1,517 143,338 X 143,338 TALBOTS INC......... COMMON 874161102 $ 851 31,657 X 31,657 TARGET CORP......... COMMON 87612E106 $ 6,312 121,360 X 121,360 TD AMERITRADE HLDG CORP......... COMMON 87236Y108 $ 3,679 176,264 X 176,264 TELEDYNE TECHNOLOGIES INC............... COMMON 879360105 $ 235 6,600 X 6,600 TELLABS, INC........ COMMON 879664100 $ 421 26,500 X 26,500 TETRA TECH INC NEW............... COMMON 88162G103 $ 319 16,700 X 16,700 TEXAS INDS INC...... COMMON 882491103 $ 290 4,800 X 4,800 TEXAS INSTRS INC............... COMMON 882508104 $41,839 1,288,548 X 1,288,548 TEXTRON INC......... COMMON 883203101 $ 4,511 48,304 X 48,304 THE ESTEE LAUDER COMPANIES INC. -CLASS A.......... COMMON 518439104 $ 924 24,850 X 24,850 THE ST PAUL TRAVELERS COS............... COMMON 792860108 $10,603 253,712 X 253,712 THERMO ELECTRON CORP.............. COMMON 883556102 $ 1,394 37,583 X 37,583 TIBCO SOFTWARE INC............... COMMON 88632Q103 $ 2,862 342,399 X 342,399 TIME WARNER INC NEW............... COMMON 887317105 $13,269 790,283 X 790,283 TIMKEN CO........... COMMON 887389104 $ 9,462 293,227 X 293,227 TJX COS INC NEW............... COMMON 872540109 $10,228 412,078 X 412,078 TOLL BROS INC....... COMMON 889478103 $ 1,011 29,198 X 29,198 TRAMMELL CROW CO................ COMMON 89288R106 $ 235 6,602 X 6,602 TRIAD HOSPS INC............... COMMON 89579K109 $ 7,577 180,835 X 180,835 TRINITY INDS INC............... COMMON 896522109 $ 218 4,000 X 4,000 TTM TECHNOLOGIES...... COMMON 87305R109 $ 316 21,800 X 21,800 TYCO INTL LTD....... COMMON 902124106 $11,483 427,200 X 427,200 U S I HLDGS CORP.............. COMMON 90333H101 $ 1,793 111,160 X 111,160 UAP HLDG CORP....... COMMON 903441103 $ 258 12,000 X 12,000 UBS AG.............. COMMON H8920M855 $ 1,364 12,400 X 12,400 UCBH HLDGS INC............... COMMON 90262T308 $ 1,094 57,848 X 57,848 UNION PAC CORP.............. COMMON 907818108 $ 7,302 78,226 X 78,226 UNITED INDL CORP.............. COMMON 910671106 $ 225 3,700 X 3,700 UNITED PANAM FINL CORP......... COMMON 911301109 $ 286 9,250 X 9,250 UNITED PARCEL SVC INC........... COMMON 911312106 $22,013 277,309 X 277,309 UNITED STS STL CORP NEW.......... COMMON 912909108 $ 3,130 51,578 X 51,578 UNITEDHEALTH GROUP INC......... COMMON 91324P102 $38,884 696,091 X 696,091 UNUMPROVIDENT CORPORATION....... COMMON 91529Y106 $ 571 27,900 X 27,900 URBAN OUTFITTERS INC............... COMMON 917047102 $ 1,367 55,714 X 55,714 URS CORP NEW........ COMMON 903236107 $ 1,563 38,832 X 38,832 US BANCORP DEL............... COMMON 902973304 $ 8,012 262,674 X 262,674 UST INC............. COMMON 902911106 $13,843 332,769 X 332,769 UTILITIES HOLDRS TRUST............. COMMON 918019100 $ 684 6,200 X 6,200 VAIL RESORTS INC............... COMMON 91879Q109 $ 218 5,700 X 5,700 VALOR COMMUNICATIONS GROU.............. COMMON 920255106 $ 2,505 190,350 X 190,350 VENTIV HEALTH INC............... COMMON 922793104 $ 365 11,000 X 11,000 VERISIGN INC........ COMMON 92343E102 $ 9,291 387,267 X 387,267 VERIZON COMMUNICATIONS.... COMMON 92343V104 $21,703 637,196 X 637,196 VIACOM INC NEW............... COMMON 92553P201 $11,438 294,797 X 294,797 VULCAN MATERIALS CO................ COMMON 929160109 $ 727 8,390 X 8,390 WACHOVIA CORP 2ND NEW........... COMMON 929903102 $25,971 463,357 X 463,357 WAL MART STORES INC........ COMMON 931142103 $ 5,648 119,557 X 119,557 WARREN RES INC............... COMMON 93564A100 $ 2,549 171,063 X 171,063 WASTE MGMT INC DEL............... COMMON 94106L109 $ 6,412 181,643 X 181,643
Fair Shares of Shared Managers Title of Market Principal as in see Name of Issuer Class Cusip Value Amount Sole Instr V Shared-Other Instr V Sole1 Shared None -------------- -------- --------- ------- --------- ---- ------- ------------ -------- ----- ------- ---- WATTS WATER TECHNOLOGIES.... COMMON 942749102 $ 211 5,800 X 5,800 WEBMETHODS INC............. COMMON 94768C108 $ 3,409 404,818 X 404,818 WEBSENSE, INC............. COMMON 947684106 $ 366 13,280 X 13,280 WEIS MKTS INC..... COMMON 948849104 $ 259 5,800 X 5,800 WELLPOINT INC............. COMMON 94973V107 $18,650 240,864 X 240,864 WELLS FARGO + CO NEW.......... COMMON 949746101 $ 8,718 136,500 X 136,500 WERNER ENTERPRISES, INC............. COMMON 950755108 $ 466 25,380 X 25,380 WESCO INTL INC............. COMMON 95082P105 $ 292 4,300 X 4,300 WESTERN REFNG INC............. COMMON 959319104 $ 531 24,540 X 24,540 WEYERHAEUSER CO.............. COMMON 962166104 $ 9,927 137,050 X 137,050 WILLIAMS COS INC............. COMMON 969457100 $ 2,361 110,381 X 110,381 WILLIAMS SCOTSMAN INTL IN......... COMMON 96950G102 $ 2,692 107,474 X 107,474 WIND RIV SYS INC............. COMMON 973149107 $ 1,155 92,803 X 92,803 WMS INDUSTRIES, INC............. COMMON 929297109 $ 604 20,050 X 20,050 WPS RES CORP...... COMMON 92931B106 $ 226 4,600 X 4,600 WYETH............. COMMON 983024100 $ 9,256 190,775 X 190,775 XEROX CORP........ COMMON 984121103 $ 7,385 485,850 X 485,850 XILINX INC........ COMMON 983919101 $ 5,509 216,382 X 216,382 XM Satellite Radio Holdings Inc.... COMMON 983759101 $ 345 15,500 X 15,500 YAHOO INC......... COMMON 984332106 $ 9,992 309,718 X 309,718 YRC WORLDWIDE INC............. COMMON 984249102 $ 5,899 155,000 X 155,000 YUM BRANDS INC............. COMMON 988498101 $ 1,175 24,040 X 24,040 ZIONS BANCORP......... COMMON 989701107 $ 7,255 87,697 X 87,697