13F-HR 1 d13fhr.txt GARTMORE SA CAPITAL TRUST ================================================================================ UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended September 30, 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 11/6/06 ---------------- (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 470 Form 13F Gartmore SA Capital Trust Information Table Value 2,812,915 (thousands)
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- --------- ---- 3COM CORP COMMON 885535104 $ 191 43,300 X 43,300 3M COMPANY COMMON 88579Y101 $17,801 239,198 X 239,198 ABBOTT LABS COMMON 002824100 $19,357 398,630 X 398,630 ABERCROMBIE & FITCH CO. COMMON 002896207 $ 9,102 131,000 X 131,000 ACADIA PHARMACEUTICALS IN COMMON 004225108 $ 967 111,964 X 111,964 ADC TELECOMMUNICATIONS, INC. COMMON 000886309 $ 1,071 71,390 X 71,390 ADOLOR CORP COMMON 00724X102 $ 271 19,541 X 19,541 ADVANTA CORP COMMON 007942204 $ 352 9,528 X 9,528 AETNA INC COMMON 00817Y108 $10,839 274,056 X 274,056 AFFILIATED COMPUTER SVCS COMMON 008190100 $15,042 290,058 X 290,058 AFFILIATED MANAGERS GROUP COMMON 008252108 $ 3,128 31,250 X 31,250 AGERE SYSTEMS, INC. COMMON 00845V308 $ 423 28,350 X 28,350 AGILE SOFTWARE CORP DEL COMMON 00846X105 $ 1,335 204,443 X 204,443 AGILENT TECHNOLOGIES INC COMMON 00846U101 $19,932 609,720 X 609,720 AIR PRODS + CHEMS INC COMMON 009158106 $ 1,871 28,196 X 28,196 ALBERTO CULVER CO COMMON 013068101 $ 212 4,200 X 4,200 ALLIANCE DATA SYSTEMS COR COMMON 018581108 $ 2,003 36,286 X 36,286 ALNYLAM PHARMACEUTICALS I COMMON 02043Q107 $ 720 49,940 X 49,940 ALTRIA GROUP, INC. COMMON 02209S103 $59,649 779,216 X 779,216 AMERICAN COML LINES INC COMMON 025195207 $ 232 3,900 X 3,900 AMERICAN FINL GROUP INC O COMMON 025932104 $ 5,434 115,800 X 115,800 AMERICAN INTL GROUP INC COMMON 026874107 $21,341 322,087 X 322,087 Amgen Inc. COMMON 031162100 $25,019 349,763 X 349,763 AMN HEALTHCARE SVCS INC COMMON 001744101 $ 286 12,059 X 12,059 AMR CORP DEL COMMON 001765106 $ 3,270 141,320 X 141,320 ANADARKO PETROLEUM CORPORATION COMMON 032511107 $ 850 19,400 X 19,400 ANALOG DEVICES INC COMMON 032654105 $12,025 409,160 X 409,160 ANDREW CORP COMMON 034425108 $ 1,711 185,338 X 185,338 ANN TAYLOR STORES COMMON 036115103 $ 1,460 34,887 X 34,887 APACHE CORPORATION COMMON 037411105 $ 739 11,700 X 11,700 APPLEBEES INTL INC COMMON 037899101 $ 933 43,383 X 43,383 APPLIED MATERIALS INC COMMON 038222105 $ 6,457 364,212 X 364,212 ARBOR SOFTWARE CORP. COMMON 44914M104 $ 1,173 34,016 X 34,016 ARCH COAL INC COMMON 039380100 $ 898 31,078 X 31,078 ARCHER DANIELS MIDLAND CO COMMON 039483102 $ 5,695 150,331 X 150,331 ARROW ELECTRS INC COMMON 042735100 $ 9,066 330,508 X 330,508 ASPEN INSURANCE HOLDINGS COMMON G05384105 $ 4,682 181,270 X 181,270 ASSOCIATED BANC CORP COMMON 045487105 $ 338 10,400 X 10,400 ASSURANT, INC. COMMON 04621X108 $15,687 293,700 X 293,700 AT+T INC COMMON 00206R102 $19,586 601,538 X 601,538 ATMEL CORP COMMON 049513104 $ 210 34,800 X 34,800 AUTOLIV COMMON 052800109 $ 7,887 143,113 X 143,113 AUTOMATIC DATA PROCESSING COMMON 053015103 $ 5,823 123,000 X 123,000 AVNET INC COMMON 053807103 $ 6,657 339,296 X 339,296 BANK AMER CORP COMMON 060505104 $62,440 1,165,569 X 1,165,569 BANK NEW YORK INC COMMON 064057102 $ 1,301 36,900 X 36,900 BANKUNITED FINL CORP COMMON 06652B103 $ 295 11,300 X 11,300
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- ------- ---- BARR PHARMACEUTICALS INC COMMON 068306109 $ 899 17,301 X 17,301 BAXTER INTERNATIONAL,INC. COMMON 071813109 $ 620 13,640 X 13,640 BEAR STEARNS COS INC COMMON 073902108 $22,427 160,079 X 160,079 BED BATH + BEYOND INC COMMON 075896100 $ 2,381 62,244 X 62,244 BERKLEY W R CORP COMMON 084423102 $ 264 7,450 X 7,450 BERKSHIRE HATHAWAY INC DE COMMON 084670207 $17,505 5,515 X 5,515 BEST BUY CO., INC. COMMON 086516101 $13,540 252,800 X 252,800 BIOMARIN PHARMACEUTICAL, INC. COMMON 09061G101 $ 279 19,640 X 19,640 BIOMED RLTY TR INC COMMON 09063H107 $ 205 6,750 X 6,750 BJ SVCS CO COMMON 055482103 $ 665 22,067 X 22,067 BLACK + DECKER CORPORATIO COMMON 091797100 $ 472 5,950 X 5,950 BMC SOFTWARE INC COMMON 055921100 $ 3,193 117,300 X 117,300 BOEING COMPANY COMMON 097023105 $34,699 440,062 X 440,062 BOWATER, INC. COMMON 102183100 $ 536 26,060 X 26,060 BOYD GAMING CORPORATION COMMON 103304101 $ 2,404 62,537 X 62,537 BP PLC-SPONS ADR COMMON 055622104 $ 1,115 17,000 X 17,000 BRISTOL MYERS SQUIBB CO COMMON 110122108 $11,457 459,738 X 459,738 BROOKDALE SR LIVING INC COMMON 112463104 $ 983 21,184 X 21,184 BRUNSWICK CORP COMMON 117043109 $ 3,634 116,500 X 116,500 BURLINGTON NORTHN SANTA F COMMON 12189T104 $16,937 230,626 X 230,626 CA INC. COMMON 12673P105 $ 797 33,650 X 33,650 Campbell Soup Company COMMON 134429109 $ 677 18,560 X 18,560 Capital One Financial Corporation COMMON 14040H105 $ 2,113 26,867 X 26,867 Caremark Rx, Inc. COMMON 141705103 $ 413 7,280 X 7,280 CASEYS GEN STORES INC COMMON 147528103 $ 209 9,400 X 9,400 CBRL GROUP INC COMMON 12489V106 $ 1,852 45,797 X 45,797 CBS CORP CLASS B COMMON 124857202 $ 1,359 48,243 X 48,243 CELESTICA INC COMMON 15101Q108 $ 1,542 143,587 X 143,587 CENTEX CORP COMMON 152312104 $ 9,562 181,720 X 181,720 CENTRAL GARDEN + PET CO COMMON 153527106 $ 1,020 21,145 X 21,145 CENTURYTEL INC COMMON 156700106 $ 4,034 101,700 X 101,700 CHECK POINT SOFTWARE COMMON M22465104 $ 1,849 97,066 X 97,066 CHECKFREE CORP COMMON 162813109 $ 1,911 46,240 X 46,240 CHECKFREE CORP. COMMON 162813109 $ 671 16,240 X 16,240 CHEMTURA CORP COMMON 163893100 $ 1,389 160,228 X 160,228 CHESAPEAKE ENERGY CORP COMMON 165167107 $ 1,159 40,000 X 40,000 CHEVRON CORP COMMON 166764100 $46,499 716,907 X 716,907 CHICOS FAS INC COMMON 168615102 $ 596 27,700 X 27,700 CHUBB CORP COMMON 171232101 $12,227 235,310 X 235,310 CIENA CORP COMMON 171779309 $ 481 17,640 X 17,640 CINCINNATI FINL CORP COMMON 172062101 $12,337 256,700 X 256,700 CINTAS CORP COMMON 172908105 $ 1,909 46,761 X 46,761 CIRCUIT CITY STORES INC COMMON 172737108 $ 3,341 133,060 X 133,060 CIRRUS LOGIC INC COMMON 172755100 $ 187 25,700 X 25,700 CISCO SYTEMS COMMON 17275R102 $18,437 801,591 X 801,591 CIT GROUP INC NEW COMMON 125581108 $10,171 209,150 X 209,150 CITIGROUP INC COMMON 172967101 $29,988 603,752 X 603,752 CITIZENS COMMUNICATIONS C COMMON 17453B101 $ 284 20,200 X 20,200
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- ------- ---- CITRIX SYSTEMS, INCORPORATED COMMON 177376100 $ 851 23,500 X 23,500 CLARCOR INC COMMON 179895107 $ 284 9,300 X 9,300 CLEAR CHANNEL COMMUNICATI COMMON 184502102 $ 1,103 38,226 X 38,226 CMS ENERGY CORP COMMON 125896100 $ 1,754 121,477 X 121,477 CNX GAS CORP COMMON 12618H309 $ 432 18,658 X 18,658 COCA COLA ENTERPRISES INC COMMON 191219104 $11,210 538,151 X 538,151 COGENT COMMUNICATIONS GRP COMMON 19239V302 $ 279 24,100 X 24,100 COLGATE- PALMOLIVE CO. COMMON 194162103 $ 1,848 29,760 X 29,760 COLONIAL BANCGROUPINC COMMON 195493309 $ 1,494 60,975 X 60,975 COMCAST CORPORATION COMMON 20030N101 $ 451 12,230 X 12,230 COMMUNITY HEALTH SYS INC COMMON 203668108 $ 586 15,700 X 15,700 COMPUWARE CORP COMMON 205638109 $ 2,942 377,609 X 377,609 CONOCOPHILLIPS COMMON 20825C104 $16,649 279,680 X 279,680 CONSECO INC COMMON 208464883 $ 1,853 88,286 X 88,286 CONSTELLATION BRANDS INC COMMON 21036P108 $ 1,278 44,406 X 44,406 CONTINENTAL AIRLINES-CL B COMMON 210795308 $ 679 23,980 X 23,980 CORNING, INC. COMMON 219350105 $ 4,594 188,213 X 188,213 COVAD COMMUNICATIONS GROU COMMON 222814204 $ 191 128,000 X 128,000 COVANCE INC COMMON 222816100 $ 2,193 33,030 X 33,030 COVANTA HLDG CORP COMMON 22282E102 $ 269 12,500 X 12,500 COVENTRY HEALTH CARE INC COMMON 222862104 $ 588 11,415 X 11,415 CSX CORP COMMON 126408103 $12,374 376,906 X 376,906 CUMMINS INC COMMON 231021106 $ 9,206 77,209 X 77,209 CUTERA INC COMMON 232109108 $ 330 12,423 X 12,423 CV THERAPEUTICS INC COMMON 126667104 $ 244 21,927 X 21,927 CVS CORP COMMON 126650100 $ 1,301 40,500 X 40,500 CVS CORPORATION COMMON 126650100 $ 488 15,180 X 15,180 D R HORTON INC COMMON 23331A109 $ 9,793 408,900 X 408,900 DEERE & CO COMMON 244199105 $ 9,941 118,470 X 118,470 DELEK US HLDGS INC COMMON 246647101 $ 288 15,580 X 15,580 DELL INC. COMMON 24702R101 $ 508 22,240 X 22,240 DENBURY RESOURCES INC. COMMON 247916208 $ 1,743 60,295 X 60,295 DIEBOLD INC COMMON 253651103 $ 300 6,900 X 6,900 DILLARDS INC COMMON 254067101 $ 3,100 94,700 X 94,700 DISNEY WALT CO COMMON 254687106 $ 5,322 172,185 X 172,185 DOBSON COMMUNICATIONS COR COMMON 256069105 $ 314 44,700 X 44,700 DONNELLEY R R + SONS CO COMMON 257867101 $ 1,825 55,380 X 55,380 DOVER CORP COMMON 260003108 $ 1,737 36,622 X 36,622 DOW CHEM CO COMMON 260543103 $11,526 295,687 X 295,687 DREAMWORKS ANIMATION SKG COMMON 26153C103 $ 1,676 67,302 X 67,302 E*TRADE FINANCIAL CORP. COMMON 269246104 $ 529 22,110 X 22,110 EATON CORP COMMON 278058102 $ 4,035 58,600 X 58,600 EATON VANCE CORP COMMON 278265103 $ 1,227 42,523 X 42,523 EBAY INC COMMON 278642103 $ 9,767 344,401 X 344,401 EDISON INTL COMMON 281020107 $ 8,957 215,100 X 215,100 ELECTRONIC ARTS INC COMMON 285512109 $ 1,433 25,728 X 25,728 EMBARQ CORP COMMON 29078E105 $16,899 349,367 X 349,367 EMC Corporation COMMON 268648102 $ 431 36,000 X 36,000
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- ------- ---- EMERSON ELECTRIC CO. COMMON 291011104 $ 821 9,790 X 9,790 EMULEX CORP COMMON 292475209 $ 1,435 79,002 X 79,002 ENDURANCE SPECIALTY HOLDI COMMON G30397106 $ 2,609 73,983 X 73,983 ENSCO INTL INC COMMON 26874Q100 $ 5,499 125,452 X 125,452 EOG RESOURCES, INC. COMMON 26875P101 $ 748 11,505 X 11,505 EQUITABLE RES INC COMMON 294549100 $ 280 8,000 X 8,000 ESCO TECHNOLOGIES INC COMMON 296315104 $ 318 6,900 X 6,900 EVEREST REINSURANCE GROUP COMMON G3223R108 $ 1,689 17,314 X 17,314 EVERGREEN ENERGY INC NEW COMMON 30024B104 $ 437 41,536 X 41,536 EXELON CORP COMMON 30161N101 $ 5,922 97,816 X 97,816 EXXON MOBIL CORP COMMON 30231G102 $49,543 738,352 X 738,352 F5 NETWORKS INC COMMON 315616102 $ 616 11,460 X 11,460 FAMILY DLR STORES INC COMMON 307000109 $ 257 8,800 X 8,800 FEDERATED DEPT STORES INC COMMON 31410H101 $21,106 488,452 X 488,452 FEDERATED INVS INC PA COMMON 314211103 $ 4,725 139,753 X 139,753 FIFTH THIRD BANCORP COMMON 316773100 $ 417 10,950 X 10,950 FINISAR CORP COMMON 31787A101 $ 301 83,000 X 83,000 FIRST DATA CORP COMMON 319963104 $ 1,209 28,791 X 28,791 FIRST MIDWEST BANCORP INC COMMON 320867104 $ 295 7,790 X 7,790 FIRST POTOMAC RLTY TR COMMON 33610F109 $ 215 7,100 X 7,100 FIRST UNION CORP. COMMON 929903102 $14,409 258,219 X 258,219 FISERV INC COMMON 337738108 $ 1,206 25,620 X 25,620 FISHER SCIENTIFIC INTL IN COMMON 338032204 $ 2,320 29,650 X 29,650 FIVE STAR QUALITY CARE IN COMMON 33832D106 $ 399 37,102 X 37,102 FOOT LOCKER INC COMMON 344849104 $ 1,158 45,862 X 45,862 FORD MOTOR COMPANY COMMON 345370860 $ 1,188 146,810 X 146,810 FORTUNE BRANDS INC. COMMON 349631101 $ 705 9,390 X 9,390 FORTUNE BRANDS, INC. COMMON 349631101 $ 1,619 21,552 X 21,552 FOUNDATION COAL HLDGS INC COMMON 35039W100 $ 456 14,081 X 14,081 FREESCALE SEMICONDUCTOR I COMMON 35687M206 $11,331 298,103 X 298,103 GAP,INC. COMMON 364760108 $ 400 21,100 X 21,100 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 $ 234 70,400 X 70,400 GENENTECH INC COMMON 368710406 $ 9,601 116,100 X 116,100 GENERAL DYNAMICS CORP COMMON 369550108 $ 3,704 51,684 X 51,684 GENERAL ELEC CO COMMON 369604103 $20,027 567,325 X 567,325 GENERAL MLS INC COMMON 370334104 $ 3,342 59,050 X 59,050 GENWORTH FINL INC COMMON 37247D106 $14,982 427,936 X 427,936 GEOMETINC DEL COMMON 37250U201 $ 303 32,254 X 32,254 GILEAD SCIENCES INC. COMMON 375558103 $10,402 151,410 X 151,410 GOLDEN WEST FINL CORP DEL COMMON 381317106 $ 1,553 20,100 X 20,100 Goldman Sachs Group, Inc. COMMON 38141G104 $45,689 270,079 X 270,079 GOOGLE INC COMMON 38259P508 $18,950 47,150 X 47,150 GRANT PRIDECO INC COMMON 38821G101 $ 895 23,533 X 23,533 GREAT PLAINS ENERGY INC COMMON 391164100 $ 462 14,899 X 14,899 GREAT WOLF RESORTS INC COMMON 391523107 $ 1,583 132,317 X 132,317 GREATBATCHS, INC. COMMON 39153L106 $ 475 21,000 X 21,000 GREENBRIER COS INC COMMON 393657101 $ 1,017 35,061 X 35,061 HALLIBURTON CO COMMON 406216101 $ 2,555 89,820 X 89,820
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- --------- ---- HANESBRANDS INC COMMON 410345102 $ 373 16,563 X 16,563 HANOVER COMPRESSOR CO COMMON 410768105 $ 306 16,800 X 16,800 HANOVER INS GROUP INC COMMON 410867105 $ 330 7,400 X 7,400 HARMAN INTL INDS INC NEW COMMON 413086109 $ 2,019 24,203 X 24,203 HARRIS CORP DEL COMMON 413875105 $ 6,417 144,230 X 144,230 HARTFORD FINANCIAL SVCS G COMMON 416515104 $ 6,952 80,141 X 80,141 HASBRO INC COMMON 418056107 $ 1,081 47,525 X 47,525 HEADWATERS INC COMMON 42210P102 $ 433 18,545 X 18,545 HESS CORPORATION COMMON 42809H107 $ 467 11,270 X 11,270 HEWLETT PACKARD CO COMMON 428236103 $23,572 642,470 X 642,470 HOME DEPOT,INC. COMMON 437076102 $35,573 980,795 X 980,795 HORMEL FOODS CORP COMMON 440452100 $ 3,625 100,750 X 100,750 HUBBELL INC COMMON 443510201 $ 2,752 57,450 X 57,450 HUDSON CITY BANCORP INC COMMON 443683107 $ 9,256 698,546 X 698,546 HUMAN GENOME SCIENCES, INC. COMMON 444903108 $ 205 17,760 X 17,760 HUNTSMAN CORP COMMON 447011107 $ 884 48,573 X 48,573 HYPERION SOLUTIONS CORP COMMON 44914M104 $ 507 14,690 X 14,690 HYTHIAM INC COMMON 44919F104 $ 1,282 177,520 X 177,520 IDACORP INC COMMON 451107106 $ 212 5,600 X 5,600 ILLINOIS TOOL WKS INC COMMON 452308109 $14,144 315,013 X 315,013 IMMUCOR CORP COMMON 452526106 $ 1,373 61,251 X 61,251 IMS HEALTH INC COMMON 449934108 $12,918 484,907 X 484,907 Integrated Device Technology, Inc. COMMON 458118106 $ 734 45,720 X 45,720 INTEL CORP COMMON 458140100 $27,832 1,353,053 X 1,353,053 INTERLINE BRANDS INC COMMON 458743101 $ 205 8,300 X 8,300 INTERNAP NETWORK SERVICES CORPORATION COMMON 45885A300 $ 382 25,090 X 25,090 INTERNATIONAL BUSINESS MA COMMON 459200101 $29,053 354,563 X 354,563 INTERNATIONAL FLAVOURS COMMON 459506101 $ 214 5,400 X 5,400 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 $ 499 12,020 X 12,020 International Paper Company COMMON 460146103 $ 588 16,980 X 16,980 INTERNET CAP GROUP INC COMMON 46059C205 $ 227 23,990 X 23,990 INTRALASE CORP COMMON 461169104 $ 359 18,200 X 18,200 INVENTIV HEALTH INC COMMON 46122E105 $ 340 10,600 X 10,600 ISHARES RUSSELL 1000 INDEX FUND COMMON 464287622 $ 1,767 24,480 X 24,480 ISHARES RUSSELL 2000 GROWTH INDEX FUND COMMON 464287648 $ 1,860 25,700 X 25,700 IVANHOE ENERGY INC COMMON 465790103 $ 174 118,364 X 118,364 JABIL CIRCUIT INC COMMON 466313103 $ 1,575 55,140 X 55,140 JOHNSON + JOHNSON COMMON 478160104 $59,178 911,268 X 911,268 JOS A BANK CLOTHIERS INC COMMON 480838101 $ 216 7,200 X 7,200 JOY GLOBAL INC COMMON 481165108 $ 1,204 32,000 X 32,000 JPMORGAN CHASE & CO. COMMON 46625H100 $49,757 1,059,561 X 1,059,561 JUNIPER NETWORKS, INC. COMMON 48203R104 $10,914 631,570 X 631,570 KB HOME COMMON 48666K109 $ 576 13,155 X 13,155 KEMET CORP COMMON 488360108 $ 203 25,100 X 25,100 KINETIC CONCEPTS, INC. COMMON 49460W208 $ 247 7,850 X 7,850 KING PHARMACEUTICALS, INC. COMMON 495582108 $ 239 14,020 X 14,020 KKR FINL CORP COMMON 482476306 $12,378 504,394 X 504,394 KLA TENCOR CORP COMMON 482480100 $11,811 265,586 X 265,586
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- --------- ---- KNOLL INC COMMON 498904200 $ 7,327 362,710 X 362,710 KRAFT FOODS, INC. COMMON 50075N104 $ 934 26,190 X 26,190 KROGER CO COMMON 501044101 $12,999 561,738 X 561,738 L 3 COMMUNICATIONS HLDG C COMMON 502424104 $ 2,405 30,707 X 30,707 Lam Research Corporation COMMON 512807108 $12,133 267,660 X 267,660 LAMAR ADVERTISING CO COMMON 512815101 $ 214 4,000 X 4,000 LEGG MASON INC COMMON 524901105 $ 7,490 74,264 X 74,264 LEHMAN BROTHERS HLDGS INC COMMON 524908100 $17,110 231,648 X 231,648 LHC GROUP INC COMMON 50187A107 $ 639 28,620 X 28,620 LIFEPOINT HOSPITALS INC. COMMON 53219L109 $ 472 13,350 X 13,350 LIMITED BRANDS INC COMMON 532716107 $ 2,138 80,700 X 80,700 LINCOLN NATL CORP IN COMMON 534187109 $ 4,290 69,100 X 69,100 LIONS GATE ENTERTAINMENT COMMON 535919203 $ 203 20,300 X 20,300 LODGIAN INC COMMON 54021P403 $ 219 16,500 X 16,500 LONE STAR STEAKHOUSE + SA COMMON 542307103 $ 2,411 86,823 X 86,823 LOUISIANA PAC CORP COMMON 546347105 $ 9,042 481,700 X 481,700 LOWES COS INC COMMON 548661107 $14,281 508,944 X 508,944 LYONDELL CHEMICAL COMPANY COMMON 552078107 $ 472 18,600 X 18,600 MANHATTAN ASSOCIATES INC COMMON 562750109 $ 340 14,070 X 14,070 MANULIFE FINL CORP COMMON 56501R106 $ 7,242 224,494 X 224,494 MARATHON OIL CORP COMMON 565849106 $ 5,413 70,390 X 70,390 MARSH + MCLENNAN COS INC COMMON 571748102 $ 1,187 42,153 X 42,153 MARSHALL + ILSLEY CORP COMMON 571834100 $ 1,871 38,829 X 38,829 MARTIN MARIETTA MATLS INC COMMON 573284106 $ 1,793 21,193 X 21,193 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 $16,177 835,139 X 835,139 MASCO CORP. COMMON 574599106 $ 588 21,460 X 21,460 MATERIALS SELECT SECTOR SPDR TRUST COMMON 81369Y100 $ 579 18,290 X 18,290 MAXIM INTEGRATED PRODS IN COMMON 57772K101 $20,318 723,844 X 723,844 MCDONALDS CORP COMMON 580135101 $29,378 750,960 X 750,960 MDU RES GROUP INC COMMON 552690109 $ 259 11,600 X 11,600 MEDTRONIC, INC. COMMON 585055106 $ 458 9,870 X 9,870 MELLON FINL CORP COMMON 58551A108 $ 6,530 167,000 X 167,000 MERCK + CO INC COMMON 589331107 $12,759 304,500 X 304,500 MERRILL LYNCH + CO INC COMMON 590188108 $16,870 215,668 X 215,668 METLIFE INC COMMON 59156R108 $21,979 387,777 X 387,777 MGI PHARMA INC COMMON 552880106 $ 255 14,800 X 14,800 MGM MIRAGE COMMON 552953101 $ 513 12,980 X 12,980 MICRON TECHNOLOGY INC COMMON 595112103 $ 5,280 303,420 X 303,420 MICROSOFT COMMON 594918104 $67,875 2,483,533 X 2,483,533 MICROSTRATEGY, INC., CLASS A COMMON 594972408 $ 511 5,020 X 5,020 MILLIPORE CORP COMMON 601073109 $ 398 6,500 X 6,500 MINERALS TECHNOLOGIES INC COMMON 603158106 $ 240 4,500 X 4,500 MIRANT CORP NEW COMMON 60467R100 $ 273 10,000 X 10,000 MOLSON COORS BREWING CO COMMON 60871R209 $ 3,686 53,500 X 53,500 MOMENTA PHARMACEUTICALS I COMMON 60877T100 $ 397 29,354 X 29,354 MORGAN STANLEY COMMON 617446448 $31,716 435,000 X 435,000 MOTOROLA INC. COMMON 620076109 $ 583 23,330 X 23,330
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- ------- ---- MOTOROLA,INC. COMMON 620076109 $13,892 555,689 X 555,689 MYLAN LABORATORIES, INC. COMMON 628530107 $ 602 29,930 X 29,930 NABORS INDUSTRIES LTD COMMON G6359F103 $19,360 650,750 X 650,750 NASDAQ STK MKT INC COMMON 631103108 $ 1,788 59,123 X 59,123 NATIONAL CITY CORP. COMMON 635405103 $ 467 12,770 X 12,770 NATIONAL FINL PARTNERS CO COMMON 63607P208 $ 332 8,100 X 8,100 NATIONAL OILWELL VARCO INC COMMON 637071101 $ 9,054 154,639 X 154,639 NATIONAL SEMICONDUCTOR CO COMMON 637640103 $10,641 452,210 X 452,210 NCR CORP NEW COMMON 62886E108 $ 6,135 155,400 X 155,400 NETGEAR, INC. COMMON 64111Q104 $ 454 22,070 X 22,070 NEUROMETRIX INC COMMON 641255104 $ 298 15,695 X 15,695 NEW YORK + CO INC COMMON 649295102 $ 1,357 103,766 X 103,766 NEW YORK CMNTY BANCORP IN COMMON 649445103 $11,912 727,231 X 727,231 NEWFIELD EXPL CO COMMON 651290108 $ 1,126 29,206 X 29,206 NEWS CORP COMMON 65248E104 $ 5,451 277,421 X 277,421 NIKE INC COMMON 654106103 $ 4,552 51,950 X 51,950 NOBLE ENERGY INC COMMON 655044105 $ 1,427 31,290 X 31,290 NORFOLK SOUTHN CORP COMMON 655844108 $11,039 250,605 X 250,605 NORTEL NETWORKS CORP COMMON 656568102 $ 882 383,442 X 383,442 NORTH FORK BANCORPORATION COMMON 659424105 $ 1,246 43,509 X 43,509 NORTHERN TRUST CORP COMMON 665859104 $ 6,749 115,500 X 115,500 NORTHROP GRUMMAN CORP COMMON 666807102 $11,704 171,944 X 171,944 NOVELLUS SYS INC COMMON 670008101 $ 1,776 64,200 X 64,200 NRG ENERGY INC COMMON 629377508 $ 1,091 24,084 X 24,084 NSTAR COMMON 67019E107 $ 220 6,600 X 6,600 NUCOR CORP COMMON 670346105 $ 3,796 76,700 X 76,700 NUVELO INC COMMON 67072M301 $ 601 32,958 X 32,958 NVIDIA Corporation COMMON 67066G104 $ 395 13,350 X 13,350 OCCIDENTAL PETE CORP COMMON 674599105 $ 7,284 151,410 X 151,410 OIL SERVICE HOLDRS TRUST COMMON 678002106 $ 727 5,600 X 5,600 OMEGA NAVIGATION ENTERPRI COMMON Y6476R105 $ 5,280 343,554 X 343,554 OMNICELL INC COMMON 68213N109 $ 319 17,818 X 17,818 ONEOK INC NEW COMMON 682680103 $11,114 294,100 X 294,100 ORACLE CORP COMMON 68389X105 $14,673 827,100 X 827,100 OSHKOSH TRUCK CORP COMMON 688239201 $ 267 5,300 X 5,300 OWENS + MINOR INC NEW COMMON 690732102 $ 485 14,744 X 14,744 OWENS ILL INC COMMON 690768403 $ 1,869 121,228 X 121,228 P.F. CHANG'S CHINA BISTRO, INC. COMMON 69333Y108 $ 463 13,330 X 13,330 PACCAR INC COMMON 693718108 $ 3,669 64,350 X 64,350 Pacific Sunwear Of California, Inc. COMMON 694873100 $ 1,854 122,918 X 122,918 PALL CORP COMMON 696429307 $ 1,319 42,826 X 42,826 Panera Bread Company COMMON 69840W108 $ 707 12,140 X 12,140 PARKER HANNIFIN CORP COMMON 701094104 $18,909 243,269 X 243,269 PEABODY ENERGY CORP COMMON 704549104 $ 6,290 171,025 X 171,025 PENN NATIONAL GAMING INCORPORATED COMMON 707569109 $ 472 12,920 X 12,920 PENNEY J C INC COMMON 708160106 $11,849 173,260 X 173,260 PENTAIR INC COMMON 709631105 $ 714 27,256 X 27,256 PEOPLES BK BRIDGEPORT CON COMMON 710198102 $ 345 8,700 X 8,700
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- --------- ---- PEPSICO INC COMMON 713448108 $ 3,339 51,170 X 51,170 PER SE TECHNOLOGIES INC COMMON 713569309 $ 305 13,400 X 13,400 PERRIGO CO COMMON 714290103 $ 305 18,000 X 18,000 PETSMART INC COMMON 716768106 $ 700 25,215 X 25,215 PFIZER INC COMMON 717081103 $26,401 930,928 X 930,928 PG+E CORP COMMON 69331C108 $ 267 6,406 X 6,406 PHARMION CORP. COMMON 71715B409 $ 282 13,080 X 13,080 PHELPS DODGE CORP COMMON 717265102 $40,999 484,049 X 484,049 PHILLIPS VAN HEUSEN CORP COMMON 718592108 $ 217 5,200 X 5,200 PHOTRONICS INC COMMON 719405102 $ 1,091 77,203 X 77,203 PITNEY BOWES INC COMMON 724479100 $ 2,560 57,688 X 57,688 PLANTRONICS INC NEW COMMON 727493108 $ 640 36,483 X 36,483 PMI GROUP INC COMMON 69344M101 $ 3,301 75,340 X 75,340 PNC FINL SVCS GROUP INC COMMON 693475105 $16,223 223,950 X 223,950 POTLATCH CORP NEW COMMON 737630103 $ 985 26,540 X 26,540 POWER ONE INC COMMON 739308104 $ 168 23,200 X 23,200 PPL CORP COMMON 69351T106 $ 2,091 63,568 X 63,568 Praxair, Inc. COMMON 74005P104 $ 3,366 56,900 X 56,900 PRICE T ROWE GROUP INC COMMON 74144T108 $ 349 7,300 X 7,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 $ 5,970 109,990 X 109,990 PROCTER AND GAMBLE CO COMMON 742718109 $51,945 838,092 X 838,092 PROGRESS ENERGY INC COMMON 743263105 $ 1,053 23,200 X 23,200 PRUDENTIAL FINL INC COMMON 744320102 $15,893 208,439 X 208,439 PSS WORLD MED INC COMMON 69366A100 $ 441 22,059 X 22,059 QUALCOMM INC COMMON 747525103 $13,397 368,548 X 368,548 QUESTAR CORP COMMON 748356102 $ 1,089 13,320 X 13,320 QWEST COMMUNICATIONS INTL COMMON 749121109 $ 9,552 1,095,400 X 1,095,400 RADIAN GROUP INC COMMON 750236101 $ 4,176 69,600 X 69,600 RARE HOSPITALITY INTL INC COMMON 753820109 $ 214 7,000 X 7,000 RAYTHEON CO COMMON 755111507 $ 5,927 123,451 X 123,451 RED HAT, INC. COMMON 756577102 $ 1,224 58,060 X 58,060 RELIANCE STL + ALUM CO COMMON 759509102 $ 1,607 50,000 X 50,000 REPUBLIC SERVICES INC. COMMON 760759100 $ 487 12,100 X 12,100 REYNOLDS AMERN INC COMMON 761713106 $21,712 350,358 X 350,358 RH DONNELLEY CORP COMMON 74955W307 $ 1,802 34,055 X 34,055 RITE AID CORP COMMON 767754104 $ 76 16,800 X 16,800 ROBBINS + MYERS INC COMMON 770196103 $ 343 11,100 X 11,100 ROCKWELL COLLINS, INC. COMMON 774341101 $ 589 10,740 X 10,740 ROHM + HAAS CO COMMON 775371107 $11,284 238,311 X 238,311 ROSS STORES INC COMMON 778296103 $ 912 35,910 X 35,910 RPM INTL INC COMMON 749685103 $ 2,118 111,546 X 111,546 SAFECO CORP. COMMON 786429100 $ 855 14,510 X 14,510 SAFECO CORPORATION COMMON 786429100 $11,064 187,750 X 187,750 SAFEWAY INC COMMON 786514208 $ 7,898 260,222 X 260,222 SAP AG-SPONSORED ADR COMMON 803054204 $ 616 12,440 X 12,440 SARA LEE CORP COMMON 803111103 $ 1,701 105,833 X 105,833 SCHEIN HENRY INC COMMON 806407102 $ 261 5,200 X 5,200 SCHLUMBERGER LTD, CURACAO COMMON 806857108 $ 5,743 92,592 X 92,592
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- --------- ---- SCHLUMBERGER LTD. COMMON 806857108 $ 610 9,830 X 9,830 SEABRIGHT INS HLDGS INC COMMON 811656107 $ 276 19,740 X 19,740 SEMPRA ENERGY COMMON 816851109 $20,237 402,735 X 402,735 SHAW GROUP INC COMMON 820280105 $ 1,194 50,501 X 50,501 SHERWIN WILLIAMS CO COMMON 824348106 $ 9,515 170,580 X 170,580 SIERRA PAC RES NEW COMMON 826428104 $ 711 49,560 X 49,560 SILGAN HLDGS INC COMMON 827048109 $ 214 5,710 X 5,710 SILICON LABORATORIES INC COMMON 826919102 $ 1,587 51,164 X 51,164 SMURFIT STONE CONTAINER C COMMON 832727101 $ 2,159 192,742 X 192,742 SONIC AUTOMOTIVE INC COMMON 83545G102 $ 210 9,100 X 9,100 SOUTH JERSEY INDS INC COMMON 838518108 $ 230 7,700 X 7,700 SOUTHERN COPPER CORP DEL COMMON 84265V105 $18,307 197,909 X 197,909 SOUTHWEST AIRLS CO COMMON 844741108 $ 1,604 96,260 X 96,260 SPECTRANETICS CORP COMMON 84760C107 $ 256 21,918 X 21,918 SPRINT NEXTEL CORP COMMON 852061100 $ 6,940 404,685 X 404,685 STANDARD PAC CORP NEW COMMON 85375C101 $ 516 21,964 X 21,964 STARWOOD HOTELS & RESORTS WORLDWIDE, INC. COMMON 85590A401 $ 949 16,600 X 16,600 STATE STREET CORP COMMON 857477103 $10,036 160,841 X 160,841 STATION CASINOS, INC. COMMON 857689103 $ 706 12,210 X 12,210 STEALTHGAS INC COMMON Y81669106 $ 436 34,894 X 34,894 STERLING FINL CORP WASH COMMON 859319105 $ 328 10,100 X 10,100 STILLWATER MNG CO COMMON 86074Q102 $ 119 14,200 X 14,200 SUN MICROSYSTEMS INC. COMMON 866810104 $13,483 2,712,920 X 2,712,920 SUNTRUST BKS INC COMMON 867914103 $ 1,454 18,810 X 18,810 SUPERVALU INC COMMON 868536103 $ 1,247 42,050 X 42,050 SVB FINL GROUP COMMON 78486Q101 $ 1,440 32,250 X 32,250 SWIFT ENERGY CO COMMON 870738101 $ 1,811 43,304 X 43,304 SYMANTEC CORP COMMON 871503108 $ 1,703 80,040 X 80,040 TARGET CORP COMMON 87612E106 $23,052 417,227 X 417,227 TD AMERITRADE HLDG CORP COMMON 87236Y108 $ 1,916 101,663 X 101,663 TETRA TECH INC NEW COMMON 88162G103 $ 199 11,400 X 11,400 TEXAS INSTRS INC COMMON 882508104 $42,781 1,286,648 X 1,286,648 TEXTRON INC. COMMON 883203101 $ 1,613 18,433 X 18,433 THE BOEING COMPANY COMMON 097023105 $ 839 10,640 X 10,640 THE CHEESECAKE FACTORY INCORPORATED COMMON 163072101 $ 1,712 62,980 X 62,980 THE ESTEE LAUDER COMPANIES INC. -CLASS A COMMON 518439104 $ 472 11,700 X 11,700 THE PEPSI BOTTLING GROUP, INC. COMMON 713409100 $ 9,221 259,750 X 259,750 TIBCO SOFTWARE INC COMMON 88632Q103 $ 993 110,624 X 110,624 TIME WARNER INC NEW COMMON 887317105 $25,295 1,387,533 X 1,387,533 TIMKEN CO COMMON 887389104 $ 6,233 209,296 X 209,296 TJX COS INC NEW COMMON 872540109 $17,761 633,638 X 633,638 TOLL BROS INC COMMON 889478103 $ 820 29,198 X 29,198 TRAMMELL CROW CO COMMON 89288R106 $ 307 8,402 X 8,402 TRIAD HOSPS INC COMMON 89579K109 $ 1,779 40,415 X 40,415 TRINITY INDS INC COMMON 896522109 $ 273 8,500 X 8,500 TTM TECHNOLOGIES COMMON 87305R109 $ 186 15,900 X 15,900 TUPPERWARE BRANDS CORP COMMON 899896104 $ 216 11,100 X 11,100 TXU CORP COMMON 873168108 $ 211 3,371 X 3,371
Fair Shares of Market Principal Shared as Shared- Managers Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other see Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- ----------- ----- --------- ---- U S I HLDGS CORP COMMON 90333H101 $ 983 72,554 X 72,554 UAL CORPORATION COMMON 902549807 $ 6,728 253,210 X 253,210 UBS AG COMMON H89231338 $ 3,837 64,700 X 64,700 UCBH HLDGS INC COMMON 90262T308 $ 889 50,889 X 50,889 UNITED PARCEL SVC INC COMMON 911312106 $16,859 234,342 X 234,342 UNITED STS STL CORP NEW COMMON 912909108 $ 890 15,427 X 15,427 UNITED TECHNOLOGIES CORP COMMON 913017109 $ 7,286 115,010 X 115,010 UNITEDHEALTH GROUP INC COMMON 91324P102 $54,840 1,114,641 X 1,114,641 URBAN OUTFITTERS INC COMMON 917047102 $ 1,506 85,148 X 85,148 US AWYS GROUP INC COMMON 90341W108 $ 1,995 45,000 X 45,000 US BANCORP DEL COMMON 902973304 $ 8,726 262,674 X 262,674 V F CORP COMMON 918204108 $11,650 159,700 X 159,700 VAIL RESORTS INC COMMON 91879Q109 $ 200 5,000 X 5,000 VALERO ENERGY CORP COMMON 91913Y100 $ 3,261 63,350 X 63,350 VALUECLICK INC COMMON 92046N102 $ 213 11,500 X 11,500 VARIAN INC COMMON 922206107 $ 298 6,500 X 6,500 VERIZON COMMUNICATIONS COMMON 92343V104 $22,048 593,796 X 593,796 W+T OFFSHORE INC COMMON 92922P106 $ 756 25,897 X 25,897 WAL MART STORES INC COMMON 931142103 $ 6,222 126,150 X 126,150 WALGREEN CO COMMON 931422109 $19,332 435,500 X 435,500 WARREN RES INC COMMON 93564A100 $ 1,695 139,132 X 139,132 WASTE CONNECTIONS INC COMMON 941053100 $ 273 7,200 X 7,200 WEBMETHODS, INC. COMMON 94768C108 $ 1,274 166,490 X 166,490 WEIS MKTS INC COMMON 948849104 $ 263 6,600 X 6,600 Wellpoint Inc. COMMON 94973V107 $21,846 283,534 X 283,534 WELLS FARGO & COMPANY COMMON 949746101 $ 473 13,080 X 13,080 WESTERN DIGITAL CORP COMMON 958102105 $ 496 27,400 X 27,400 WEYERHAEUSER CO COMMON 962166104 $ 3,367 54,727 X 54,727 WGL HLDGS INC COMMON 92924F106 $ 273 8,700 X 8,700 WILLIAMS COS INC COMMON 969457100 $ 1,960 82,110 X 82,110 WILLIAMS SCOTSMAN INTL IN COMMON 96950G102 $ 2,781 130,191 X 130,191 WINDSTREAM CORP COMMON 97381W104 $ 8,078 612,465 X 612,465 WINTRUST FINL CORP COMMON 97650W108 $ 1,741 34,706 X 34,706 WYETH COMMON 983024100 $26,235 516,025 X 516,025 XEROX CORP COMMON 984121103 $ 7,812 502,050 X 502,050 XILINX, INC. COMMON 983919101 $ 4,390 200,021 X 200,021 YAHOO INC COMMON 984332106 $ 2,597 102,718 X 102,718 YUM BRANDS INC COMMON 988498101 $ 6,402 123,000 X 123,000 ZIONS BANCORP COMMON 989701107 $ 3,452 43,247 X 43,247