13F-HR 1 d13fhr.txt GARTMORE SA CAPTIAL TRUST FORM 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 June 30, 2006 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 8/14/06 ---------------- (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 450 Form 13F Gartmore SA Capital Trust Information Table Value 2,791,396 (thousands)
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- ------- ---- 3COM CORP........ COMMON 885535104 $ 239 46,600 X 46,600 3M CO............ COMMON 88579Y101 $33,678 416,967 X 416,967 ABBOTT LABS...... COMMON 002824100 $16,730 383,630 X 383,630 ABERCROMBIE & FITCH CO....... COMMON 002896207 $ 798 14,400 X 14,400 ACADIA PHARMACEUTICALS IN............. COMMON 004225108 $ 805 95,392 X 95,392 ADOLOR CORP...... COMMON 00724X102 $ 651 26,041 X 26,041 ADVANTA CORP..... COMMON 007942204 $ 206 5,728 X 5,728 AEROPOSTALE...... COMMON 007865108 $ 220 7,600 X 7,600 AETNA INC........ COMMON 00817Y108 $13,718 343,556 X 343,556 AFFILIATED COMPUTER SVCS........... COMMON 008190100 $17,631 341,611 X 341,611 AFFILIATED MANAGERS GROUP.......... COMMON 008252108 $ 2,825 32,510 X 32,510 AFFYMETRIX INC... COMMON 00826T108 $ 332 12,970 X 12,970 AGILE SOFTWARE CORP DEL....... COMMON 00846X105 $ 654 103,109 X 103,109 AIR PRODS + CHEMS INC............ COMMON 009158106 $ 1,802 28,196 X 28,196 ALASKA AIR GROUP INC............ COMMON 011659109 $ 296 7,500 X 7,500 ALBERTO CULVER CO............. COMMON 013068101 $ 1,951 40,049 X 40,049 ALCAN INC........ COMMON 013716105 $21,255 452,810 X 452,810 ALCOA INC........ COMMON 013817101 $25,899 800,330 X 800,330 ALLIANCE DATA SYSTEMS COR.... COMMON 018581108 $ 1,454 24,711 X 24,711 ALNYLAM PHARMACEUTICALS I.............. COMMON 02043Q107 $ 718 47,617 X 47,617 ALTRIA GROUP INC............ COMMON 02209S103 $55,572 756,796 X 756,796 AMERICAN CAP STRATEGIES L... COMMON 024937104 $ 1,114 33,285 X 33,285 AMERICAN EAGLE OUTFITTERS, INC............ COMMON 02553E106 $ 393 11,550 X 11,550 AMERICAN FINL GROUP INC O.... COMMON 025932104 $ 4,968 115,800 X 115,800 AMERICAN INTL GROUP INC...... COMMON 026874107 $21,669 366,961 X 366,961 AMERICAN MED SYS HLDGS.......... COMMON 02744M108 $ 206 12,400 X 12,400 AMERICAN RETIREMENT CORP........... COMMON 028913101 $ 1,270 38,748 X 38,748 AMERICREDIT CORPORATION.... COMMON 03060R101 $ 399 14,290 X 14,290 AMERISOURCE HEALTH CORP. CLASS A........ COMMON 03073E105 $ 464 11,070 X 11,070 AMGEN INC........ COMMON 031162100 $20,451 313,522 X 313,522 ANALOG DEVICES INC............ COMMON 032654105 $13,912 432,861 X 432,861 ANDREW CORP...... COMMON 034425108 $ 2,551 287,874 X 287,874 ANNTAYLOR STORES CORP.... COMMON 036115103 $ 208 4,787 X 4,787 APPLE COMPUTER... COMMON 037833100 $ 6,295 110,200 X 110,200 APPLEBEES INTL INC............ COMMON 037899101 $ 1,029 53,553 X 53,553 ARAMARK CORP..... COMMON 038521100 $ 1,100 33,218 X 33,218 ARBOR SOFTWARE CORP........... COMMON 44914M104 $ 2,685 97,285 X 97,285 ARCHER DANIELS MIDLAND CO..... COMMON 039483102 $ 6,834 165,563 X 165,563 ARROW ELECTRS INC............ COMMON 042735100 $ 8,136 252,678 X 252,678 ASPEN INSURANCE HOLDINGS....... COMMON G05384105 $ 5,302 227,670 X 227,670 ASSOCIATED BANC CORP........... COMMON 045487105 $ 347 11,000 X 11,000 ASSURANT INC..... COMMON 04621X108 $19,641 405,810 X 405,810 AT+T INC......... COMMON 00206R102 $16,139 578,661 X 578,661 ATI TECHNOLOGIES INC............ COMMON 001941103 $ 652 44,651 X 44,651 ATMEL CORP....... COMMON 049513104 $ 110 19,800 X 19,800 AUTOLIV.......... COMMON 052800109 $ 8,096 143,113 X 143,113
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- --------- ---- AUTOMATIC DATA PROCESSING......... COMMON 053015103 $ 1,668 36,773 X 36,773 AVISTA CORP.......... COMMON 05379B107 $ 290 12,700 X 12,700 AVNET INC............ COMMON 053807103 $ 3,661 182,886 X 182,886 BANK AMER CORP....... COMMON 060505104 $36,906 767,269 X 767,269 BARR PHARMACEUTICALS INC................ COMMON 068306109 $ 825 17,301 X 17,301 BAXTER INTERNATIONAL,INC.. COMMON 071813109 $ 5,985 162,810 X 162,810 BEA SYSTEMS, INC................ COMMON 073325102 $ 592 45,260 X 45,260 BEACON ROOFING SUPPLY INC......... COMMON 073685109 $ 210 9,550 X 9,550 BEAR STEARNS COS INC................ COMMON 073902108 $10,943 78,119 X 78,119 BED BATH + BEYOND INC................ COMMON 075896100 $ 2,065 62,244 X 62,244 BERKLEY W R CORP............... COMMON 084423102 $ 254 7,450 X 7,450 BERKSHIRE HATHAWAY INC DE................. COMMON 084670207 $15,748 5,175 X 5,175 BEST BUY CO INC...... COMMON 086516101 $ 8,626 157,300 X 157,300 BIOMED RLTY TR INC................ COMMON 09063H107 $ 316 10,550 X 10,550 BIOTECH HOLDERS TRUST.............. COMMON 09067D201 $ 459 2,600 X 2,600 BJ SVCS CO........... COMMON 055482103 $ 1,040 27,924 X 27,924 BLACK + DECKER CORPORATIO......... COMMON 091797100 $ 7,355 87,080 X 87,080 BOEING CO............ COMMON 097023105 $33,360 407,272 X 407,272 BOWATER INC.......... COMMON 102183100 $ 774 34,019 X 34,019 BOYD GAMING CORP............... COMMON 103304101 $ 1,285 31,847 X 31,847 BRISTOL MYERS SQUIBB CO.......... COMMON 110122108 $ 5,114 197,738 X 197,738 BROOKDALE SR LIVING INC......... COMMON 112463104 $ 1,111 24,831 X 24,831 BURLINGTON NORTHN SANTA F.................. COMMON 12189T104 $27,747 350,114 X 350,114 C.H. ROBINSON WORLDWIDE INC................ COMMON 12541W209 $ 703 13,190 X 13,190 CA INC............... COMMON 12673P105 $ 1,373 66,830 X 66,830 Capital One Financial Corporation........ COMMON 14040H105 $ 1,635 19,132 X 19,132 CARNIVAL CORP........ COMMON 143658300 $ 1,137 27,251 X 27,251 CASEYS GEN STORES INC................ COMMON 147528103 $ 228 9,100 X 9,100 CATERPILLAR INC...... COMMON 149123101 $23,184 311,280 X 311,280 CBRL GROUP INC....... COMMON 12489V106 $ 1,055 31,097 X 31,097 CBS CORP CLASS B..... COMMON 124857202 $ 2,306 85,243 X 85,243 CELESTICA INC........ COMMON 15101Q108 $ 1,512 158,493 X 158,493 CENTRAL GARDEN + PET CO............. COMMON 153527106 $ 910 21,145 X 21,145 CHAMPION ENTERPRISES INC................ COMMON 158496109 $ 206 18,700 X 18,700 CHECK POINT SOFTWARE........... COMMON M22465104 $ 1,030 58,566 X 58,566 CHEMTURA CORP........ COMMON 163893100 $ 1,653 177,028 X 177,028 CHESAPEAKE ENERGY CORP........ COMMON 165167107 $ 3,526 116,550 X 116,550 CHEVRON CORP......... COMMON 166764100 $43,194 696,007 X 696,007 CHUBB CORP........... COMMON 171232101 $16,018 321,010 X 321,010 CINTAS CORP.......... COMMON 172908105 $ 1,555 39,100 X 39,100 CIRRUS LOGIC INC..... COMMON 172755100 $ 209 25,700 X 25,700 CISCO SYS INC........ COMMON 17275R102 $28,668 1,467,898 X 1,467,898 CIT GROUP INC NEW................ COMMON 125581108 $10,398 198,850 X 198,850 CITIGROUP INC........ COMMON 172967101 $27,456 569,152 X 569,152 CITIZENS COMMUNICATIONS C.................. COMMON 17453B101 $ 292 22,400 X 22,400 CITRIX SYSTEMS, INCORPORATED....... COMMON 177376100 $ 628 15,650 X 15,650 CITY NATL CORP....... COMMON 178566105 $ 241 3,700 X 3,700
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- ------- ---- CLEVELAND CLIFFS INC........... COMMON 185896107 $ 9,509 119,923 X 119,923 CLOROX CO....... COMMON 189054109 $ 537 8,810 X 8,810 CMS ENERGY CORP.......... COMMON 125896100 $ 1,559 120,446 X 120,446 CNX GAS CORP.... COMMON 12618H309 $ 467 15,558 X 15,558 COACH INC....... COMMON 189754104 $10,306 344,667 X 344,667 COCA COLA ENTERPRISES INC........... COMMON 191219104 $15,779 774,631 X 774,631 COGENT COMMUNICATIONS GRP........... COMMON 19239V302 $ 175 18,700 X 18,700 COGNOS, INC..... COMMON 19244C109 $ 434 15,250 X 15,250 COLGATE- PALMOLIVE CO.. COMMON 194162103 $ 807 13,470 X 13,470 COLONIAL BANCGROUPINC.. COMMON 195493309 $ 1,268 49,372 X 49,372 COMPUTER SCIENCES CORP. COMMON 205363104 $ 2,826 58,350 X 58,350 COMPUWARE CORP.......... COMMON 205638109 $ 2,530 377,609 X 377,609 COMVERSE TECNOLOGY INC........... COMMON 205862402 $ 442 22,350 X 22,350 CONOCOPHILLIPS.. COMMON 20825C104 $13,059 199,280 X 199,280 CONSECO INC..... COMMON 208464883 $ 2,039 88,286 X 88,286 CONSTELLATION BRANDS INC.... COMMON 21036P108 $ 1,332 53,290 X 53,290 CORNING INC..... COMMON 219350105 $19,577 809,294 X 809,294 COSTCO WHSL CORP NEW........... COMMON 22160K105 $12,323 215,709 X 215,709 COUNTRYWIDE FINL CORP.......... COMMON 222372104 $ 2,330 61,200 X 61,200 COVAD COMMUNICATIONS GROU.......... COMMON 222814204 $ 189 93,800 X 93,800 COVANCE INC..... COMMON 222816100 $ 2,022 33,030 X 33,030 COVANSYS CORP... COMMON 22281W103 $ 158 12,600 X 12,600 COVENTRY HEALTH CARE INC...... COMMON 222862104 $ 627 11,415 X 11,415 CSX CORP........ COMMON 126408103 $17,182 243,923 X 243,923 CUMMINS INC..... COMMON 231021106 $11,907 97,400 X 97,400 CUTERA INC...... COMMON 232109108 $ 284 14,423 X 14,423 CVS CORP........ COMMON 126650100 $ 8,628 281,030 X 281,030 CYMER, INC...... COMMON 232572107 $ 459 9,890 X 9,890 CYPRESS SEMICONDUCTOR COR........... COMMON 232806109 $ 883 60,713 X 60,713 DANAHER CORP.... COMMON 235851102 $ 6,734 104,696 X 104,696 DEERE & CO...... COMMON 244199105 $10,478 125,500 X 125,500 DELEK US HLDGS INC........... COMMON 246647101 $ 389 25,580 X 25,580 DENBURY RES INC........... COMMON 247916208 $ 1,742 55,018 X 55,018 DEVON ENERGY CORPORATION... COMMON 25179M103 $ 3,313 54,840 X 54,840 DIEBOLD INC..... COMMON 253651103 $ 280 6,900 X 6,900 DISNEY WALT CO.. COMMON 254687106 $14,967 498,901 X 498,901 DOBSON COMMUNICATIONS COR........... COMMON 256069105 $ 268 34,700 X 34,700 DONNELLEY R R + SONS CO....... COMMON 257867101 $ 1,769 55,380 X 55,380 DOVER CORP...... COMMON 260003108 $ 2,311 46,760 X 46,760 DOW CHEM CO..... COMMON 260543103 $ 8,051 206,287 X 206,287 DST SYS INC DEL. COMMON 233326107 $ 881 14,810 X 14,810 DU PONT E I DE NEMOURS +..... COMMON 263534109 $ 7,525 180,880 X 180,880 DUKE ENERGY HLDG CORP.......... COMMON 26441C105 $10,320 351,372 X 351,372 E*TRADE FIANCIAL CORP.......... COMMON 269246104 $ 370 16,210 X 16,210 EASTMAN CHEMICAL COMPANY....... COMMON 277432100 $ 462 8,560 X 8,560 EATON VANCE CORP.......... COMMON 278265103 $ 1,412 56,573 X 56,573 EBAY INC........ COMMON 278642103 $ 8,265 282,171 X 282,171
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- ------- ---- EDISON INTL...... COMMON 281020107 $ 9,608 246,350 X 246,350 ELECTRONIC ARTS INC............ COMMON 285512109 $ 951 22,101 X 22,101 EMBARQ CORP...... COMMON 29078E105 $15,145 369,470 X 369,470 EMC CORP......... COMMON 268648102 $ 5,779 526,815 X 526,815 EMERSON ELECTRIC CO............. COMMON 291011104 $ 902 10,760 X 10,760 EMULEX CORP...... COMMON 292475209 $ 1,689 103,784 X 103,784 ENDURANCE SPECIALTY HOLDI.......... COMMON G30397106 $ 3,960 123,758 X 123,758 ENERGEN CORP..... COMMON 29265N108 $ 323 8,400 X 8,400 ENSCO INTL INC... COMMON 26874Q100 $12,789 277,892 X 277,892 EQUITABLE RES INC............ COMMON 294549100 $ 345 10,300 X 10,300 ESCO TECHNOLOGIES INC............ COMMON 296315104 $ 305 5,700 X 5,700 EVEREST REINSURANCE GROUP.......... COMMON G3223R108 $ 854 9,865 X 9,865 EXELON CORP...... COMMON 30161N101 $ 5,559 97,816 X 97,816 EXXON MOBIL CORP........... COMMON 30231G102 $43,985 716,952 X 716,952 F5 NETWORKS INC............ COMMON 315616102 $ 640 11,970 X 11,970 FEDERATED DEPT STORES INC..... COMMON 31410H101 $20,659 564,452 X 564,452 FEDERATED INVS INC PA......... COMMON 314211103 $ 4,722 149,896 X 149,896 FEDEX CORP....... COMMON 31428X106 $ 7,502 64,200 X 64,200 FIRST AMERICAN CORP........... COMMON 318522307 $ 1,466 34,688 X 34,688 FIRST MIDWEST BANCORP INC.... COMMON 320867104 $ 363 9,790 X 9,790 FIRST POTOMAC RLTY TR........ COMMON 33610F109 $ 289 9,700 X 9,700 FIRST UNION CORP........... COMMON 929903102 $17,870 330,429 X 330,429 FISERV INC....... COMMON 337738108 $ 1,277 28,150 X 28,150 FISHER SCIENTIFIC INTL IN........ COMMON 338032204 $ 2,166 29,650 X 29,650 FMC TECHNOLOGIES INC.*.......... COMMON 30249U101 $ 400 5,930 X 5,930 FOOT LOCKER INC.. COMMON 344849104 $ 1,123 45,862 X 45,862 FORTUNE BRANDS INC............ COMMON 349631101 $ 2,912 41,008 X 41,008 FOUNDATION COAL HLDGS INC...... COMMON 35039W100 $ 403 8,581 X 8,581 FREESCALE SEMICONDUCTOR I.............. COMMON 35687M206 $ 8,832 300,423 X 300,423 GEMSTAR TV GUIDE INTL INC....... COMMON 36866W106 $ 248 70,400 X 70,400 Genentech, Inc... COMMON 368710406 $ 470 5,750 X 5,750 GENERAL DYNAMICS CORP........... COMMON 369550108 $ 3,396 51,874 X 51,874 GENERAL ELEC CO............. COMMON 369604103 $25,890 785,488 X 785,488 GENWORTH FINL INC............ COMMON 37247D106 $18,382 527,605 X 527,605 GILEAD SCIENCES INC............ COMMON 375558103 $ 9,015 152,380 X 152,380 GLOBAL SIGNAL INC............ COMMON 37944Q103 $ 866 18,689 X 18,689 GOLDEN WEST FINL CORP DEL....... COMMON 381317106 $ 1,491 20,100 X 20,100 GOLDMAN SACHS GROUP INC...... COMMON 38141G104 $33,340 221,629 X 221,629 GOOGLE INC....... COMMON 38259P508 $23,860 56,900 X 56,900 GRANT PRIDECO INC............ COMMON 38821G101 $ 976 21,805 X 21,805 GREAT PLAINS ENERGY INC..... COMMON 391164100 $ 415 14,899 X 14,899 GREAT WOLF RESORTS INC.... COMMON 391523107 $ 1,409 117,297 X 117,297 GREENBRIER COS INC............ COMMON 393657101 $ 1,077 32,900 X 32,900 HALLIBURTON CO... COMMON 406216101 $16,014 215,790 X 215,790 HANOVER COMPRESSOR CO............. COMMON 410768105 $ 300 16,000 X 16,000 HANOVER INS GROUP INC...... COMMON 410867105 $ 275 5,800 X 5,800 HARMAN INTERNATIONAL.. COMMON 413086109 $ 2,657 31,123 X 31,123
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- --------- ---- HARTFORD FINANCIAL SVCS G............. COMMON 416515104 $ 9,826 116,151 X 116,151 HCA, Inc........ COMMON 404119109 $ 788 18,260 X 18,260 HEADWATERS INC........... COMMON 42210P102 $ 474 18,545 X 18,545 HEWLETT PACKARD CO.... COMMON 428236103 $26,786 845,520 X 845,520 HOME DEPOT INC........... COMMON 437076102 $29,881 834,897 X 834,897 HORMEL FOODS CORP.......... COMMON 440452100 $ 1,794 48,300 X 48,300 HORNBECK OFFSHORE SVCS IN............ COMMON 440543106 $ 284 8,000 X 8,000 HOVNANIAN ENTERPRISES INC........... COMMON 442487203 $ 834 27,733 X 27,733 HUBBELL INC..... COMMON 443510201 $ 2,763 57,980 X 57,980 HUDSON CITY BANCORP INC... COMMON 443683107 $ 9,512 713,566 X 713,566 HUNT (J.B.) TRANSPORT SERVICES, INC........... COMMON 445658107 $ 570 22,890 X 22,890 HUNTSMAN CORP.......... COMMON 447011107 $ 841 48,573 X 48,573 HUTCHINSON TECHNOLOGY, INC........... COMMON 448407106 $ 345 15,960 X 15,960 HYTHIAM INC..... COMMON 44919F104 $ 1,091 156,589 X 156,589 IDACORP INC..... COMMON 451107106 $ 271 7,900 X 7,900 ILLINOIS TOOL WKS INC....... COMMON 452308109 $13,735 289,149 X 289,149 IMMUCOR CORP.... COMMON 452526106 $ 1,178 61,251 X 61,251 IMS HEALTH INC.. COMMON 449934108 $ 1,748 65,107 X 65,107 INGRAM MICRO INC........... COMMON 457153104 $ 6,120 337,549 X 337,549 INTEL CORP...... COMMON 458140100 $32,635 1,722,153 X 1,722,153 INTERNATIONAL BUSINESS MA... COMMON 459200101 $14,193 184,757 X 184,757 INTERNATIONAL FLAVOURS...... COMMON 459506101 $ 278 7,900 X 7,900 INTERNET CAP GROUP INC..... COMMON 46059C205 $ 182 20,200 X 20,200 INTERNET SECURITY SYSTEMS....... COMMON 46060X107 $ 393 20,850 X 20,850 INTRALASE CORP.......... COMMON 461169104 $ 283 16,900 X 16,900 INVENTIV HEALTH INC........... COMMON 46122E105 $ 276 9,600 X 9,600 ISHARES RUSSELL 1000 INDEX FUND.......... COMMON 464287622 $ 1,367 19,780 X 19,780 ISHARES RUSSELL 2000 GROWTH INDEX FUND.... COMMON 464287648 $ 1,875 25,500 X 25,500 IVANHOE ENERGY INC........... COMMON 465790103 $ 234 95,488 X 95,488 JOHNSON & JOHNSON....... COMMON 478160104 $54,923 916,612 X 916,612 JOY GLOBAL INC........... COMMON 481165108 $ 6,147 118,000 X 118,000 JPMORGAN CHASE & CO.... COMMON 46625H100 $38,750 922,619 X 922,619 KANBAY INTL INC........... COMMON 48369P207 $ 949 65,242 X 65,242 KEMET CORP...... COMMON 488360108 $ 231 25,100 X 25,100 KFX INC......... COMMON 48245L107 $ 914 59,796 X 59,796 KINDRED HEALTHCARE INC........... COMMON 494580103 $ 406 15,600 X 15,600 KKR FINL CORP... COMMON 482476306 $11,405 548,071 X 548,071 KLA TENCOR CORP.......... COMMON 482480100 $11,157 268,386 X 268,386 KRAFT FOODS, INC........... COMMON 50075N104 $ 746 24,150 X 24,150 KROGER CO....... COMMON 501044101 $12,646 578,512 X 578,512 L 3 COMMUNICATIONS HLDG C........ COMMON 502424104 $ 9,434 125,087 X 125,087 LAM RESH CORP... COMMON 512807108 $ 210 4,500 X 4,500 LEGG MASON INC........... COMMON 524901105 $ 4,353 43,739 X 43,739 LEHMAN BROTHERS HLDGS INC..... COMMON 524908100 $10,462 160,588 X 160,588 LHC GROUP INC... COMMON 50187A107 $ 351 17,603 X 17,603 LINCOLN NATL CORP IN....... COMMON 534187109 $11,364 201,350 X 201,350 LINEAR TECHNOLOGY CORP.......... COMMON 535678106 $ 1,083 32,350 X 32,350
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- --------- ---- LIONS GATE ENTERTAINMENT.. COMMON 535919203 $ 174 20,300 X 20,300 LODGIAN INC...... COMMON 54021P403 $ 235 16,500 X 16,500 LOEWS CORP....... COMMON 540424207 $ 1,704 33,165 X 33,165 LONE STAR STEAKHOUSE + SA............. COMMON 542307103 $ 1,826 69,603 X 69,603 LOUISIANA PAC CORP........... COMMON 546347105 $ 7,273 332,100 X 332,100 LOWES COS INC.... COMMON 548661107 $16,361 269,672 X 269,672 M.D.C HOLDINGS, INC............ COMMON 552676108 $ 667 12,850 X 12,850 MANULIFE FINL CORP........... COMMON 56501R106 $ 7,671 241,464 X 241,464 MARATHON OIL CORP........... COMMON 565849106 $ 5,863 70,390 X 70,390 MARSH + MCLENNAN COS INC............ COMMON 571748102 $ 1,092 40,628 X 40,628 MARSHALL + ILSLEY CORP.... COMMON 571834100 $ 3,156 69,002 X 69,002 MARTIN MARIETTA MATLS INC...... COMMON 573284106 $ 2,024 22,210 X 22,210 MARVELL TECHNOLOGY GROUP.......... COMMON G5876H105 $15,191 342,684 X 342,684 MASCO CORP....... COMMON 574599106 $ 777 26,220 X 26,220 MATERIALS SELECT SECTOR SPDR TRUST.......... COMMON 81369Y100 $ 480 14,950 X 14,950 MAXIM INTEGRATED PRODS IN....... COMMON 57772K101 $13,802 429,844 X 429,844 MBIA INC......... COMMON 55262C100 $ 652 11,136 X 11,136 MCDONALDS CORP........... COMMON 580135101 $14,888 443,100 X 443,100 MCKESSON CORP.... COMMON 58155Q103 $ 3,408 72,080 X 72,080 MDU RES GROUP INC............ COMMON 552690109 $ 381 10,400 X 10,400 MELLON FINL CORP........... COMMON 58551A108 $ 5,905 171,500 X 171,500 MERRILL LYNCH + CO INC......... COMMON 590188108 $27,891 400,968 X 400,968 METLIFE INC...... COMMON 59156R108 $29,147 569,159 X 569,159 METTLER-TOLEDO INTERNATIONAL, INC............ COMMON 592688105 $ 511 8,440 X 8,440 MGIC INVT CORP WIS............ COMMON 552848103 $ 3,965 61,000 X 61,000 MGM MIRAGE....... COMMON 552953101 $ 589 14,430 X 14,430 MICROSOFT........ COMMON 594918104 $57,842 2,482,483 X 2,482,483 MICROSTRATEGY, INC., CLASS A.. COMMON 594972408 $ 542 5,560 X 5,560 MINERALS TECHNOLOGIES INC............ COMMON 603158106 $ 234 4,500 X 4,500 MIRANT CORP NEW............ COMMON 60467R100 $ 268 10,000 X 10,000 MOHAWK INDS INC............ COMMON 608190104 $ 1,302 18,509 X 18,509 MOMENTA PHARMACEUTICALS I.............. COMMON 60877T100 $ 373 29,354 X 29,354 MOODYS CORP...... COMMON 615369105 $ 7,951 146,000 X 146,000 MORGAN STANLEY........ COMMON 617446448 $14,472 228,950 X 228,950 MOTOROLA INC..... COMMON 620076109 $12,496 620,139 X 620,139 NABORS INDUSTRIES LTD............ COMMON G6359F103 $22,865 676,680 X 676,680 NASDAQ STK MKT INC............ COMMON 631103108 $ 1,421 47,523 X 47,523 NATIONAL OILWELL VARCO INC............ COMMON 637071101 $14,380 227,108 X 227,108 NATIONAL SEMICONDUCTOR CO............. COMMON 637640103 $12,236 513,040 X 513,040 NAVTEQ CORP...... COMMON 63936L100 $ 523 11,700 X 11,700 NCI BLDG SYS INC............ COMMON 628852105 $ 255 4,800 X 4,800 NCR CORP NEW..... COMMON 62886E108 $ 3,356 91,600 X 91,600 NEUROMETRIX INC............ COMMON 641255104 $ 285 9,363 X 9,363 NEW YORK + CO INC............ COMMON 649295102 $ 423 43,322 X 43,322 NEW YORK CMNTY BANCORP IN..... COMMON 649445103 $12,030 728,631 X 728,631 NEWFIELD EXPL CO............. COMMON 651290108 $ 1,616 33,010 X 33,010 NEWS CORP........ COMMON 65248E104 $11,521 600,699 X 600,699
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- --------- ---- NOBLE ENERGY INC............. COMMON 655044105 $ 1,777 37,930 X 37,930 NORDSTROM INC..... COMMON 655664100 $ 5,675 155,482 X 155,482 NORFOLK SOUTHN CORP............ COMMON 655844108 $23,241 436,705 X 436,705 NORTEL NETWORKS CORP............ COMMON 656568102 $ 859 383,442 X 383,442 NORTH FORK BANCORPORATION.. COMMON 659424105 $ 1,848 61,244 X 61,244 NORTHERN TRUST CORP............ COMMON 665859104 $ 6,733 121,750 X 121,750 NORTHROP GRUMMAN CORP............ COMMON 666807102 $10,890 169,994 X 169,994 NRG ENERGY INC.... COMMON 629377508 $ 1,160 24,084 X 24,084 NUCOR CORP........ COMMON 670346105 $ 3,031 55,880 X 55,880 NUVELO INC........ COMMON 67072M301 $ 549 32,958 X 32,958 NVIDIA CORP....... COMMON 67066G104 $ 464 21,780 X 21,780 OCCIDENTAL PETE CORP............ COMMON 674599105 $32,912 320,941 X 320,941 OIL SERVICE HOLDRS TRUST.... COMMON 678002106 $ 911 6,100 X 6,100 OLD DOMINION FGHT LINES I.... COMMON 679580100 $ 241 6,400 X 6,400 OMEGA NAVIGATION ENTERPRI........ COMMON Y6476R105 $ 4,966 344,386 X 344,386 OMNICELL INC...... COMMON 68213N109 $ 704 50,916 X 50,916 OSI PHARMACEUTICALS, INC............. COMMON 671040103 $ 467 14,180 X 14,180 OWENS + MINOR INC NEW............. COMMON 690732102 $ 433 15,144 X 15,144 OWENS ILL INC..... COMMON 690768403 $ 1,416 84,478 X 84,478 PACIFIC SUNWEAR OF CALIF........ COMMON 694873100 $ 527 29,368 X 29,368 PALL CORP......... COMMON 696429307 $ 1,738 62,071 X 62,071 PARAMETRIC TECHNOLOGY COR............. COMMON 699173209 $ 148 11,660 X 11,660 PARKER HANNIFIN CORP............ COMMON 701094104 $14,136 182,169 X 182,169 PARTNERRE LTD..... COMMON G6852T105 $ 1,109 17,320 X 17,320 PDL BIOPHARMA INC............. COMMON 69329Y104 $ 346 18,800 X 18,800 PEABODY ENERGY CORP............ COMMON 704549104 $ 9,313 167,041 X 167,041 PENN NATIONAL GAMING INC...... COMMON 707569109 $ 914 23,570 X 23,570 PENNEY J C INC.... COMMON 708160106 $16,886 250,130 X 250,130 PENTAIR INC....... COMMON 709631105 $ 932 27,256 X 27,256 PEOPLES BK BRIDGEPORT CON............. COMMON 710198102 $ 230 7,000 X 7,000 PEPSI BOTTLING GROUP INC....... COMMON 713409100 $10,796 335,800 X 335,800 PEPSICO INC....... COMMON 713448108 $ 3,799 63,270 X 63,270 PER SE TECHNOLOGIES INC............. COMMON 713569309 $ 239 9,500 X 9,500 PETSMART INC...... COMMON 716768106 $ 1,642 64,155 X 64,155 PFIZER INC........ COMMON 717081103 $24,154 1,029,128 X 1,029,128 PG+E CORP......... COMMON 69331C108 $ 240 6,106 X 6,106 PHARMACEUTICAL PRODUCT DEVELOPMENT, INC. (PPD)...... COMMON 717124101 $ 434 12,360 X 12,360 PHELPS DODGE CORP............ COMMON 717265102 $39,569 481,609 X 481,609 PHOTRONICS INC.... COMMON 719405102 $ 1,143 77,203 X 77,203 PITNEY BOWES INC............. COMMON 724479100 $ 2,383 57,688 X 57,688 PLACER SIERRA BANCSHARES...... COMMON 726079106 $ 283 12,200 X 12,200 PLANTRONICS INC NEW............. COMMON 727493108 $ 810 36,483 X 36,483 PMI GROUP INC..... COMMON 69344M101 $ 3,359 75,340 X 75,340 PNC FINL SVCS GROUP INC....... COMMON 693475105 $15,715 223,950 X 223,950 POTLATCH CORP NEW............. COMMON 737630103 $ 1,002 26,540 X 26,540 POWER ONE INC..... COMMON 739308104 $ 230 34,800 X 34,800 PPL CORP.......... COMMON 69351T106 $ 2,053 63,568 X 63,568
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- --------- ---- PRAXAIR INC..... COMMON 74005P104 $ 3,437 63,650 X 63,650 PRICE (T. ROWE) GROUP, INC.... COMMON 74144T108 $ 377 9,980 X 9,980 PRICELINE COM INC........... COMMON 741503403 $ 206 6,900 X 6,900 PRIDE INTERNATIONAL INC........... COMMON 74153Q102 $ 2,904 93,000 X 93,000 PRINCIPAL FINANCIAL GROUP......... COMMON 74251V102 $10,427 187,370 X 187,370 PROCTER AND GAMBLE CO..... COMMON 742718109 $60,982 1,096,800 X 1,096,800 PROGRESS ENERGY INC.... COMMON 743263105 $ 1,526 35,600 X 35,600 PROGRESSIVE CORP.......... COMMON 743315103 $ 494 19,210 X 19,210 PRUDENTIAL FINL INC........... COMMON 744320102 $18,280 235,269 X 235,269 PSS WORLD MED INC........... COMMON 69366A100 $ 389 22,059 X 22,059 PW EAGLE INC.... COMMON 69366Y108 $ 221 7,300 X 7,300 QUALCOMM INC.... COMMON 747525103 $17,701 441,764 X 441,764 QUESTAR CORP.... COMMON 748356102 $ 1,196 14,865 X 14,865 QWEST COMMUNICATIONS INTL.......... COMMON 749121109 $ 6,463 798,900 X 798,900 RAYTHEON CO..... COMMON 755111507 $ 5,997 134,551 X 134,551 RED HAT, INC.... COMMON 756577102 $ 567 24,240 X 24,240 RELIANCE STL + ALUM CO....... COMMON 759509102 $ 3,851 46,430 X 46,430 REPUBLIC SERVICES INC.. COMMON 760759100 $ 815 20,200 X 20,200 REYNOLDS AMERN INC........... COMMON 761713106 $20,921 181,449 X 181,449 RH DONNELLEY CORP.......... COMMON 74955W307 $ 1,841 34,055 X 34,055 RITE AID CORP... COMMON 767754104 $ 187 44,000 X 44,000 ROBBINS + MYERS INC........... COMMON 770196103 $ 274 10,500 X 10,500 ROBERT HALF INTL INC...... COMMON 770323103 $ 966 23,000 X 23,000 ROCKWELL AUTOMATION INC........... COMMON 773903109 $ 1,837 25,513 X 25,513 ROCKWELL COLLINS....... COMMON 774341101 $ 938 16,790 X 16,790 ROHM + HAAS CO............ COMMON 775371107 $10,605 211,600 X 211,600 RPM INTL INC.... COMMON 749685103 $ 2,008 111,546 X 111,546 RUBY TUESDAY, INC........... COMMON 781182100 $ 363 14,890 X 14,890 SAFECO CORP..... COMMON 786429100 $15,018 266,516 X 266,516 SAFEWAY INC..... COMMON 786514208 $ 6,763 260,122 X 260,122 SARA LEE CORP... COMMON 803111103 $ 2,123 132,517 X 132,517 SATYAM COMPUTER SERVICES LIMITED.-ADR.. COMMON 804098101 $ 461 13,900 X 13,900 SCHERING PLOUGH CORP.......... COMMON 806605101 $ 822 43,200 X 43,200 SCHLUMBERGER LTD........... COMMON 806857108 $13,293 204,158 X 204,158 SCOTTISH RE GROUP LIMITED....... COMMON G73537410 $ 275 16,500 X 16,500 SEABRIGHT INS HLDGS INC..... COMMON 811656107 $ 318 19,740 X 19,740 SEMPRA ENERGY........ COMMON 816851109 $25,612 563,158 X 563,158 SEPRACOR INC.... COMMON 817315104 $ 215 3,754 X 3,754 SEROLOGICALS CORP.......... COMMON 817523103 $ 409 13,000 X 13,000 SHERWIN WILLIAMS CO... COMMON 824348106 $ 8,301 174,840 X 174,840 SHUFFLE MASTER........ COMMON 825549108 $ 484 14,760 X 14,760 SIERRA PAC RES NEW........... COMMON 826428104 $ 361 25,800 X 25,800 SILGAN HLDGS INC........... COMMON 827048109 $ 211 5,710 X 5,710 SILICON LABORATORIES INC........... COMMON 826919102 $ 1,579 44,914 X 44,914 SIRENZA MICRODEVICES, INC........... COMMON 82966T106 $ 349 28,740 X 28,740 SIRF TECHNOLOGY HOLDINGS, INC........... COMMON 82967H101 $ 482 14,950 X 14,950 SLM CORP........ COMMON 78442P106 $ 491 9,270 X 9,270
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- --------- ---- SMURFIT STONE CONTAINER C............. COMMON 832727101 $ 1,612 147,354 X 147,354 SOUTH JERSEY INDS INC...... COMMON 838518108 $ 340 12,400 X 12,400 SOUTHERN COPPER CORP DEL........... COMMON 84265V105 $17,898 200,809 X 200,809 SOUTHWEST AIRLS CO...... COMMON 844741108 $ 1,576 96,260 X 96,260 SPECTRANETICS CORP.......... COMMON 84760C107 $ 283 26,401 X 26,401 SPRINT NEXTEL CORP.......... COMMON 852061100 $ 7,235 361,915 X 361,915 STANDARD PAC CORP NEW...... COMMON 85375C101 $ 564 21,964 X 21,964 STARWOOD HOTELS & RESORTS WORLDWIDE, INC........... COMMON 85590A401 $ 592 9,810 X 9,810 STATE STREET CORPORATION... COMMON 857477103 $ 8,185 140,900 X 140,900 STATION CASINOS, INC........... COMMON 857689103 $ 450 6,610 X 6,610 STEALTHGAS INC........... COMMON Y81669106 $ 487 34,884 X 34,884 STEETTRACKS KBW REGIONAL BANKING ETF........... COMMON 86330E554 $ 226 4,700 X 4,700 SUNTRUST BKS INC........... COMMON 867914103 $ 5,135 67,339 X 67,339 SUPERTEX INC.... COMMON 868532102 $ 200 5,011 X 5,011 SWIFT ENERGY CO............ COMMON 870738101 $ 1,842 42,902 X 42,902 SYMANTEC CORP.......... COMMON 871503108 $ 4,823 310,372 X 310,372 SYMBOL TECHNOLOGIES INC........... COMMON 871508107 $ 644 59,723 X 59,723 TALBOTS INC..... COMMON 874161102 $ 584 31,657 X 31,657 TARGET CORP..... COMMON 87612E106 $20,477 419,015 X 419,015 TD AMERITRADE HLDG CORP..... COMMON 87236Y108 $ 2,408 162,623 X 162,623 TECH DATA CORPORATION... COMMON 878237106 $ 734 19,150 X 19,150 TESORO CORPORATION... COMMON 881609101 $ 504 6,780 X 6,780 TETRA TECH INC NEW........... COMMON 88162G103 $ 257 14,500 X 14,500 TEXAS INSTRS INC........... COMMON 882508104 $32,869 1,085,148 X 1,085,148 TEXTRON INC..... COMMON 883203101 $14,434 156,583 X 156,583 THE E.W. SCRIPPS COMPANY....... COMMON 811054204 $ 427 9,900 X 9,900 THE SOUTH FINANCIAL GROUP, INC.... COMMON 837841105 $ 269 10,190 X 10,190 TIBCO SOFTWARE INC........... COMMON 88632Q103 $ 1,630 231,139 X 231,139 TIME WARNER INC NEW....... COMMON 887317105 $14,671 848,033 X 848,033 TIMKEN CO....... COMMON 887389104 $ 8,569 255,716 X 255,716 TJX COS INC NEW........... COMMON 872540109 $13,767 602,238 X 602,238 TOLL BROS INC........... COMMON 889478103 $ 747 29,198 X 29,198 TRIAD HOSPS INC........... COMMON 89579K109 $ 5,400 136,435 X 136,435 TRINITY INDS INC........... COMMON 896522109 $ 319 7,900 X 7,900 TTM TECHNOLOGIES.. COMMON 87305R109 $ 174 12,000 X 12,000 TXU CORP........ COMMON 873168108 $ 202 3,371 X 3,371 U S I HLDGS CORP.......... COMMON 90333H101 $ 973 72,554 X 72,554 UBS AG.......... COMMON H8920M855 $ 3,774 34,400 X 34,400 UCBH HLDGS INC........... COMMON 90262T308 $ 1,512 91,434 X 91,434 UNION PAC CORP.......... COMMON 907818108 $ 7,290 78,426 X 78,426 UNITED PANAM FINL CORP..... COMMON 911301109 $ 275 9,030 X 9,030 UNITED PARCEL SVC INC....... COMMON 911312106 $16,474 200,092 X 200,092 UNITED STS STL CORP NEW...... COMMON 912909108 $ 2,666 38,027 X 38,027 UNITED TECHNOLOGIES CORP.......... COMMON 913017109 $ 9,522 150,140 X 150,140 UNITEDHEALTH GROUP INC..... COMMON 91324P102 $61,706 1,377,991 X 1,377,991 URBAN OUTFITTERS INC........... COMMON 917047102 $ 1,489 85,148 X 85,148 US BANCORP DEL........... COMMON 902973304 $ 8,111 262,674 X 262,674
Shared Fair Shares of as in Managers Market Principal Instr Shared- see Instr Name of Issuer Title of Class Cusip Value Amount Sole V Other V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ------ ------- --------- ----- ------- ---- VALERO ENERGY CORP.......... COMMON 91913Y100 $ 3,669 55,150 X 55,150 VALOR COMMUNICATIONS GROU.......... COMMON 920255106 $ 1,032 90,109 X 90,109 VALUECLICK INC.. COMMON 92046N102 $ 301 19,600 X 19,600 VARIAN INC...... COMMON 922206107 $ 208 5,000 X 5,000 VERISIGN INC.... COMMON 92343E102 $ 8,155 351,967 X 351,967 VERIZON COMMUNICATIONS COMMON 92343V104 $19,886 593,796 X 593,796 VULCAN MATERIALS CO.. COMMON 929160109 $ 572 7,330 X 7,330 WAL MART STORES INC........... COMMON 931142103 $ 3,779 78,460 X 78,460 WARREN RES INC.. COMMON 93564A100 $ 2,581 179,765 X 179,765 WASHINGTON MUT INC........... COMMON 939322103 $ 4,071 89,313 X 89,313 WEATHERFORD INTERNATIONAL LTD........... COMMON G95089101 $ 551 11,110 X 11,110 WEBSENSE, INC... COMMON 947684106 $ 391 19,050 X 19,050 WEIS MKTS INC... COMMON 948849104 $ 235 5,700 X 5,700 WELLPOINT INC... COMMON 94973V107 $15,395 211,554 X 211,554 WEYERHAEUSER CO............ COMMON 962166104 $ 6,350 102,000 X 102,000 WILLIAMS COS INC........... COMMON 969457100 $ 1,918 82,110 X 82,110 WILLIAMS SCOTSMAN INTL IN............ COMMON 96950G102 $ 2,843 130,191 X 130,191 WIND RIV SYS INC COMMON 973149107 $ 826 92,803 X 92,803 WINTRUST FINL CORP.......... COMMON 97650W108 $ 1,765 34,706 X 34,706 WMS INDUSTRIES, INC........... COMMON 929297109 $ 496 18,100 X 18,100 WPS RES CORP.... COMMON 92931B106 $ 357 7,200 X 7,200 WYETH........... COMMON 983024100 $ 8,472 190,775 X 190,775 XEROX CORP...... COMMON 984121103 $ 7,548 542,650 X 542,650 XILINX INC...... COMMON 983919101 $ 1,077 47,571 X 47,571 XTO ENERGY INC.. COMMON 98385X106 $ 4,206 95,000 X 95,000 YAHOO INC....... COMMON 984332106 $ 9,363 283,718 X 283,718 ZEBRA TECHNOLOGIES CORPORATION... COMMON 989207105 $ 511 14,950 X 14,950 ZIONS BANCORP... COMMON 989701107 $ 7,719 99,037 X 99,037