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 December 31, 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 2/12/07 ---------------- (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 468 Form 13F Gartmore SA Capital Trust Information Table Value 3,040,191 (thousands)
Fair Shares of Managers Market Principal Shared as Shared- see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- -------- ----- --------- ---- 3COM CORP COMMON 885535104 $ 136 33,200 X 33,200 3M COMPANY COMMON 88579Y101 $16,828 215,938 X 215,938 ABBOTT LABS COMMON 002824100 $ 9,273 190,370 X 190,370 ABERCROMBIE & FITCH CO. COMMON 002896207 $12,291 176,519 X 176,519 ACADIA PHARMACEUTICALS IN COMMON 004225108 $ 999 113,664 X 113,664 ADVANTA CORP COMMON 007942204 $ 294 6,728 X 6,728 AERCAP HOLDINGS N V COMMON N00985106 $ 1,311 56,560 X 56,560 AEROPOSTALE COMMON 007865108 $ 222 7,200 X 7,200 AETNA INC COMMON 00817Y108 $11,756 272,266 X 272,266 AFFILIATED COMPUTER SVCS COMMON 008190100 $ 4,797 98,211 X 98,211 AFFILIATED MANAGERS GROUP COMMON 008252108 $ 2,435 23,163 X 23,163 AFFYMETRIX INCORPORATED COMMON 00826T108 $ 328 14,220 X 14,220 AGILE SOFTWARE CORP DEL COMMON 00846X105 $ 1,139 185,243 X 185,243 AGILENT TECHNOLOGIES INC COMMON 00846U101 $17,908 513,863 X 513,863 AIR PRODS + CHEMS INC COMMON 009158106 $ 1,982 28,196 X 28,196 AIRGAS INC COMMON 009363102 $ 219 5,400 X 5,400 ALBERTO CULVER CO NEW COMMON 013078100 $12,385 577,400 X 577,400 ALCOA INC COMMON 013817101 $ 8,061 268,600 X 268,600 ALLETE INC COMMON 018522300 $ 377 8,100 X 8,100 ALNYLAM PHARMACEUTICALS I COMMON 02043Q107 $ 786 36,743 X 36,743 ALTRIA GROUP, INC. COMMON 02209S103 $30,067 350,352 X 350,352 AMCOL INTL CORP COMMON 02341W103 $ 211 7,600 X 7,600 AMERICAN FINL GROUP INC O COMMON 025932104 $ 9,389 261,450 X 261,450 AMERICAN INTL GROUP INC COMMON 026874107 $39,171 546,627 X 546,627 AMERISAFE INC COMMON 03071H100 $ 272 17,590 X 17,590 AMERISOURCEBERGEN CORP COMMON 03073E105 $ 508 11,300 X 11,300 AMETEK INC. NEW COMMON 031100100 $ 597 18,735 X 18,735 AMGEN INC COMMON 031162100 $12,961 189,735 X 189,735 AMR CORP DEL COMMON 001765106 $ 8,697 287,687 X 287,687 ANALOG DEVICES INC COMMON 032654105 $ 2,968 90,300 X 90,300 ANDERSONS INC COMMON 034164103 $ 280 6,600 X 6,600 ANDREW CORP COMMON 034425108 $ 1,896 185,338 X 185,338 ANNTAYLOR STORES CORP COMMON 036115103 $ 9,892 301,233 X 301,233 ANSYS INC COMMON 03662Q105 $ 381 8,760 X 8,760 APPLIED MATERIALS, INC. COMMON 038222105 $19,139 1,037,338 X 1,037,338 ARCH COAL, INC. COMMON 039380100 $ 1,339 44,592 X 44,592 ARRIS GROUP INC COMMON 04269Q100 $ 315 25,200 X 25,200 ARROW ELECTRS INC COMMON 042735100 $17,026 539,659 X 539,659 ASHLAND INC NEW COMMON 044209104 $ 3,376 48,800 X 48,800 ASPEN INSURANCE HOLDINGS COMMON G05384105 $ 4,870 184,740 X 184,740 ASSOCIATED BANC CORP COMMON 045487105 $ 363 10,400 X 10,400 ASSURANT INC COMMON 04621X108 $13,277 240,310 X 240,310 AT+T INC COMMON 00206R102 $21,304 595,903 X 595,903 AURORA OIL + GAS CORP COMMON 052036100 $ 364 113,327 X 113,327 AUTOLIV INC. COMMON 052800109 $10,828 179,575 X 179,575 AUTOMATIC DATA PROCESSING COMMON 053015103 $ 5,487 111,418 X 111,418 AVID TECHNOLOGY INC COMMON 05367P100 $ 235 6,300 X 6,300 AVNET INC COMMON 053807103 $ 5,093 199,496 X 199,496 BALDOR ELEC CO COMMON 057741100 $ 204 6,100 X 6,100 BANK AMER CORP COMMON 060505104 $62,931 1,178,702 X 1,178,702 BANK NEW YORK INC COMMON 064057102 $ 1,422 36,119 X 36,119 BANKUNITED FINL CORP COMMON 06652B103 $ 386 13,800 X 13,800 BARNES & NOBLE, INC. COMMON 067774109 $ 584 14,700 X 14,700 BARR PHARMACEUTICALS INC COMMON 068306109 $ 867 17,301 X 17,301 BAXTER INTERNATIONAL,INC. COMMON 071813109 $ 588 12,680 X 12,680 BEA SYS INC COMMON 073325102 $ 3,892 309,410 X 309,410 BEAR STEARNS COS INC COMMON 073902108 $39,993 245,685 X 245,685 BED BATH + BEYOND INC COMMON 075896100 $ 1,741 45,702 X 45,702 BERKLEY W R CORP COMMON 084423102 $ 312 9,050 X 9,050 BERKSHIRE HATHAWAY INC DE COMMON 084670207 $20,016 5,460 X 5,460 BEST BUY CO., INC. COMMON 086516101 $17,305 351,802 X 351,802 BIOMARIN PHARMACEUTICAL, INC. COMMON 09061G101 $ 301 18,390 X 18,390 BLACK + DECKER CORPORATIO COMMON 091797100 $ 476 5,950 X 5,950 BLUELINX HLDGS INC COMMON 09624H109 $ 279 26,800 X 26,800 BOSTON SCIENTIFIC CORP. COMMON 101137107 $ 454 26,400 X 26,400 BOWATER, INC. COMMON 102183100 $ 1,157 51,430 X 51,430 BOYD GAMING CORP COMMON 103304101 $ 1,520 33,554 X 33,554 BP PLC-SPONS ADR COMMON 55622104 $ 1,032 15,380 X 15,380 BRIGHTPOINT INC. COMMON 109473405 $ 231 17,160 X 17,160 BRISTOL MYERS SQUIBB CO COMMON 110122108 $12,001 455,959 X 455,959 BROOKDALE SR LIVING INC COMMON 112463104 $ 1,017 21,184 X 21,184 BRUNSWICK CORP COMMON 117043109 $ 1,520 47,660 X 47,660 BURLINGTON NORTHN SANTA F COMMON 12189T104 $16,927 229,326 X 229,326 CA INC. COMMON 12673P105 $ 839 37,020 X 37,020 CABOT OIL + GAS CORP COMMON 127097103 $ 780 12,863 X 12,863 CACI INTL INC COMMON 127190304 $ 1,665 29,470 X 29,470 CADENCE DESIGN SYS INC COMMON 127387108 $ 1,937 108,160 X 108,160 CAMERON INTL CORP COMMON 13342B105 $ 6,111 115,200 X 115,200 CAPITAL ONE FINL CORP COMMON 14040H105 $ 2,196 28,583 X 28,583 CAREMARK RX INC COMMON 141705103 $ 6,482 113,500 X 113,500 CATALINA MARKETING CORP COMMON 148867104 $ 987 35,890 X 35,890 CBRL GROUP INC COMMON 12489V106 $ 1,248 27,883 X 27,883 CBS CORP CLASS B COMMON 124857202 $ 1,504 48,243 X 48,243 CEC ENTMT INC COMMON 125137109 $ 233 5,800 X 5,800 CELANESE CORP. SERIES A COMMON 150870103 $ 488 18,840 X 18,840 CELESTICA INC COMMON 15101Q108 $ 560 71,678 X 71,678 CENTRAL GARDEN + PET CO COMMON 153527106 $ 1,077 22,250 X 22,250 CENTURYTEL INC COMMON 156700106 $ 3,109 71,200 X 71,200 CHECKFREE CORP. COMMON 162813109 $ 4,197 104,518 X 104,518 CHEESECAKE FACTORY COMMON 163072101 $ 1,112 45,200 X 45,200 CHEMED CORP NEW COMMON 16359R103 $ 296 8,000 X 8,000 CHEMTURA CORP COMMON 163893100 $ 1,029 106,807 X 106,807
Fair Shares of Managers Market Principal Shared as Shared- see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- -------- ----- ------- ---- CHENIERE ENERGY INC COMMON 16411R208 $ 277 9,588 X 9,588 CHEVRON CORP COMMON 166764100 $47,896 651,375 X 651,375 CHICO'S FAS, INC. COMMON 168615102 $ 230 11,100 X 11,100 CHUBB CORP COMMON 171232101 $11,478 216,942 X 216,942 CIENA CORP COMMON 171779309 $ 473 17,060 X 17,060 CINCINNATI FINL CORP COMMON 172062101 $11,544 254,775 X 254,775 CINTAS CORP COMMON 172908105 $ 5,512 138,804 X 138,804 CIRCUIT CITY STORES INC COMMON 172737108 $ 1,995 105,100 X 105,100 CIRRUS LOGIC INC COMMON 172755100 $ 177 25,700 X 25,700 CISCO SYTEMS COMMON 17275R102 $19,222 703,341 X 703,341 CITI TRENDS, INC. COMMON 17306X102 $ 225 5,680 X 5,680 CITIGROUP INC COMMON 172967101 $38,689 694,595 X 694,595 CITRIX SYS INC COMMON 177376100 $ 4,304 159,130 X 159,130 CLARCOR INC COMMON 179895107 $ 314 9,300 X 9,300 CLEAR CHANNEL COMMUNICATI COMMON 184502102 $ 3,010 84,700 X 84,700 CMS ENERGY CORP COMMON 125896100 $ 2,368 141,825 X 141,825 COCA COLA ENTERPRISES INC COMMON 191219104 $ 5,149 252,166 X 252,166 COLGATE PALMOLIVE CO COMMON 194162103 $ 1,201 18,410 X 18,410 COLONIAL BANCGROUPINC COMMON 195493309 $ 1,569 60,975 X 60,975 COMCAST CORPORATION COMMON 20030N101 $ 629 14,870 X 14,870 COMPANHIA VALE DO RIO DOCE (CVRD)-ADR COMMON 204412209 $ 347 11,670 X 11,670 COMPUWARE CORP COMMON 205638109 $ 2,433 292,052 X 292,052 CON WAY INC COMMON 205944101 $ 761 17,280 X 17,280 CONOCOPHILLIPS COMMON 20825C104 $15,841 220,173 X 220,173 CONSECO INC COMMON 208464883 $ 1,764 88,286 X 88,286 CONSTELLATION BRANDS INC COMMON 21036P108 $ 1,294 44,606 X 44,606 CONSTELLATION ENERGY GROU COMMON 210371100 $ 8,313 120,700 X 120,700 CONTINENTAL AIRLS INC COMMON 210795308 $ 3,531 85,600 X 85,600 COOPER TIRE + RUBR CO COMMON 216831107 $ 227 15,900 X 15,900 CORNING, INC. COMMON 219350105 $ 5,181 276,893 X 276,893 COVANCE INC COMMON 222816100 $ 2,525 42,858 X 42,858 COVENTRY HEALTH CARE INC COMMON 222862104 $ 571 11,415 X 11,415 CSX CORP COMMON 126408103 $11,946 346,976 X 346,976 CUMMINS INC COMMON 231021106 $10,662 90,215 X 90,215 CV THERAPEUTICS INC COMMON 126667104 $ 306 21,927 X 21,927 CVS CORP COMMON 126650100 $11,096 358,986 X 358,986 D R HORTON INC COMMON 23331A109 $ 1,059 39,977 X 39,977 DELEK US HLDGS INC COMMON 246647101 $ 255 15,580 X 15,580 DENBURY RES INC COMMON 247916208 $ 968 34,845 X 34,845 DIAMONDROCK HOSPITALITY C COMMON 252784301 $ 306 17,000 X 17,000 DIEBOLD INC COMMON 253651103 $ 261 5,600 X 5,600 DISNEY WALT CO COMMON 254687106 $24,568 716,885 X 716,885 DOBSON COMMUNICATIONS COR COMMON 256069105 $ 87 10,000 X 10,000 DOLLAR GEN CORP COMMON 256669102 $ 194 12,100 X 12,100 DONNELLEY R R + SONS CO COMMON 257867101 $ 2,480 69,770 X 69,770 DOVER CORP COMMON 260003108 $ 1,795 36,622 X 36,622 DOW CHEM CO COMMON 260543103 $19,901 498,273 X 498,273 DREAMWORKS ANIMATION SKG COMMON 26153C103 $ 2,332 79,093 X 79,093 E*TRADE FINANCIAL CORP. COMMON 269246104 $ 458 20,410 X 20,410 EATON CORP COMMON 278058102 $ 4,321 57,503 X 57,503 EBAY INC COMMON 278642103 $ 6,422 213,572 X 213,572 EDISON INTL COMMON 281020107 $ 9,177 201,780 X 201,780 EGL INC COMMON 268484102 $ 1,864 62,580 X 62,580 ELECTRONIC ARTS INC COMMON 285512109 $ 1,679 33,338 X 33,338 EMBARQ CORP COMMON 29078E105 $16,743 318,548 X 318,548 EMERSON ELECTRIC CO. COMMON 291011104 $ 484 10,980 X 10,980 ENDURANCE SPECIALTY HOLDI COMMON G30397106 $ 1,490 40,719 X 40,719 ENSCO INTL INC COMMON 26874Q100 $ 1,528 30,517 X 30,517 EOG RESOURCES, INC. COMMON 26875P101 $ 814 13,040 X 13,040 EQUITABLE RES INC COMMON 294549100 $ 309 7,400 X 7,400 ESCO TECHNOLOGIES INC COMMON 296315104 $ 314 6,900 X 6,900 ESSEX CORPORATION COMMON 296744105 $ 472 19,720 X 19,720 EVEREST REINSURANCE GROUP COMMON G3223R108 $ 1,219 12,426 X 12,426 EVERGREEN ENERGY INC NEW COMMON 30024B104 $ 603 60,949 X 60,949 EXXON MOBIL CORPORATION COMMON 30231G102 $46,551 607,483 X 607,483 FEDERATED DEPT STORES INC COMMON 31410H101 $28,303 742,272 X 742,272 FEDERATED INVS INC PA COMMON 314211103 $ 2,403 71,122 X 71,122 FEDEX CORP COMMON 31428X106 $ 6,948 63,970 X 63,970 FINISAR CORP COMMON 31787A101 $ 268 83,000 X 83,000 FINISH LINE INC COMMON 317923100 $ 224 15,700 X 15,700 FIRST DATA CORP COMMON 319963104 $ 1,158 45,381 X 45,381 FIRST MIDWEST BANCORP INC COMMON 320867104 $ 367 9,490 X 9,490 FIRST UNION CORP. COMMON 929903102 $15,448 271,254 X 271,254 FISERV INC COMMON 337738108 $ 4,994 95,271 X 95,271 FIVE STAR QUALITY CARE IN COMMON 33832D106 $ 1,083 97,092 X 97,092 FOOT LOCKER INC COMMON 344849104 $ 1,423 64,872 X 64,872 FORD MTR CO DEL COMMON 345370860 $ 662 88,110 X 88,110 FORTUNE BRANDS INC COMMON 349631101 $ 1,325 15,512 X 15,512 FOUNDATION COAL HLDGS INC COMMON 35039W100 $ 508 15,981 X 15,981 FOUNDRY NETWORKS INC COMMON 35063R100 $ 801 53,496 X 53,496 Franklin Resources, Inc. COMMON 354613101 $ 591 5,360 X 5,360 GENERAL DYNAMICS CORP COMMON 369550108 $ 9,133 122,834 X 122,834 GENERAL ELECTRIC CO. COMMON 369604103 $21,643 581,654 X 581,654 GENERAL MLS INC COMMON 370334104 $ 3,301 57,311 X 57,311 GENERALE CABLE CORP DEL N COMMON 369300108 $ 323 7,400 X 7,400 GENESIS LEASE LTD ADS COMMON 37183T107 $ 7,060 300,440 X 300,440 GENWORTH FINL INC COMMON 37247D106 $ 5,717 167,105 X 167,105 GENZYME CORPORATION-- GENERAL DIVISION COMMON 372917104 $ 518 8,410 X 8,410 GEOMETINC DEL COMMON 37250U201 $ 477 45,870 X 45,870 GILEAD SCIENCES INC. COMMON 375558103 $ 6,168 95,000 X 95,000 GLOBAL PMTS INC COMMON 37940X102 $ 1,337 28,880 X 28,880 GLOBALSTAR INC COMMON 378973408 $ 1,255 90,200 X 90,200
Fair Shares of Managers Market Principal Shared as Shared- see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- -------- ----- --------- ---- Goldman Sachs Group, Inc. COMMON 38141G104 $55,102 276,406 X 276,406 GOOGLE INC COMMON 38259P508 $33,086 71,852 X 71,852 GRANT PRIDECO INC COMMON 38821G101 $ 854 21,483 X 21,483 GREAT PLAINS ENERGY INC COMMON 391164100 $ 499 15,699 X 15,699 GREAT WOLF RESORTS INC COMMON 391523107 $ 1,847 132,317 X 132,317 GREENBRIER COS INC COMMON 393657101 $ 784 26,143 X 26,143 GUITAR CTR INC COMMON 402040109 $ 1,970 43,330 X 43,330 HANOVER COMPRESSOR CO COMMON 410768105 $ 317 16,800 X 16,800 HARLEY-DAVIDSON, INC. COMMON 412822108 $ 538 7,630 X 7,630 HARMAN INTL INDS INC NEW COMMON 413086109 $ 1,865 18,669 X 18,669 HARRIS CORP DEL COMMON 413875105 $18,597 405,517 X 405,517 HARTFORD FINANCIAL SVCS G COMMON 416515104 $ 7,423 79,552 X 79,552 HELMERICH AND PAYNE INC COMMON 423452101 $ 3,960 161,811 X 161,811 HERCULES INC COMMON 427056106 $ 253 13,100 X 13,100 HEWLETT PACKARD CO. COMMON 428236103 $45,370 1,101,474 X 1,101,474 HOME DEPOT INC COMMON 437076102 $22,851 568,995 X 568,995 HORMEL FOODS CORP COMMON 440452100 $ 3,260 87,300 X 87,300 HUBBELL INC COMMON 443510201 $ 2,597 57,450 X 57,450 HUDSON CITY BANCORP INC COMMON 443683107 $ 976 70,346 X 70,346 HUNTSMAN CORP COMMON 447011107 $ 921 48,573 X 48,573 HYPERION SOLUTIONS CORP COMMON 44914M104 $ 462 12,850 X 12,850 HYTHIAM INC COMMON 44919F104 $ 1,688 182,693 X 182,693 IDACORP INC COMMON 451107106 $ 216 5,600 X 5,600 IDEARC INC COMMON 451663108 $ 1,557 54,336 X 54,336 ILLINOIS TOOL WKS INC COMMON 452308109 $12,511 270,852 X 270,852 IMMUCOR CORP COMMON 452526106 $ 1,790 61,251 X 61,251 IMS HEALTH INC COMMON 449934108 $12,548 456,608 X 456,608 INFORMATICA CORPORATION COMMON 45666Q102 $ 348 28,480 X 28,480 INSITUFORM TECHNOLOGIES I COMMON 457667103 $ 315 12,200 X 12,200 INTEL CORP COMMON 458140100 $13,896 686,217 X 686,217 INTERCONTINENTALEXCHANGE, INC. COMMON 45865V100 $ 440 4,080 X 4,080 INTERLINE BRANDS INC COMMON 458743101 $ 204 9,100 X 9,100 INTERNATIONAL BUSINESS MA COMMON 459200101 $42,838 440,947 X 440,947 INTERNATIONAL PAPER CO COMMON 460146103 $ 1,269 37,200 X 37,200 INTRALASE CORP COMMON 461169104 $ 262 11,700 X 11,700 INVENTIV HEALTH INC COMMON 46122E105 $ 435 12,300 X 12,300 INVESTMENT TECHNOLOGY GRO COMMON 46145F105 $ 1,595 37,190 X 37,190 INVITROGEN CORP COMMON 46185R100 $ 294 5,200 X 5,200 ISHARES NASDAQ BIOTECH INDX COMMON 464287556 $ 582 7,490 X 7,490 ISHARES RUSSELL 1000 INDEX FUND COMMON 464287622 $ 1,634 21,280 X 21,280 ISHARES RUSSELL 2000 GROWTH INDEX FUND COMMON 464287648 $ 1,650 20,980 X 20,980 ISLE OF CAPRI CASINOS, INC. COMMON 464592104 $ 234 8,800 X 8,800 ITC HLDGS CORP COMMON 465685105 $ 825 20,680 X 20,680 IVANHOE ENERGY INC COMMON 465790103 $ 160 118,364 X 118,364 JABIL CIRCUIT INC COMMON 466313103 $ 1,519 61,880 X 61,880 Janus Capital Group Inc. COMMON 47102X105 $ 488 22,600 X 22,600 JEFFRIES GROUP INC NEW COMMON 472319102 $ 850 31,710 X 31,710 JOHNSON + JOHNSON COMMON 478160104 $59,584 902,516 X 902,516 JPMORGAN CHASE + CO COMMON 46625H100 $53,177 1,100,977 X 1,100,977 JUNIPER NETWORKS INC COMMON 48203R104 $ 7,269 383,800 X 383,800 K V PHARMACEUTICAL COMPAN COMMON 482740206 $ 262 11,000 X 11,000 K2 INC COMMON 482732104 $ 168 12,700 X 12,700 KEMET CORP COMMON 488360108 $ 132 18,100 X 18,100 KINDRED HEALTHCARE INC COMMON 494580103 $ 351 13,900 X 13,900 KKR FINL CORP COMMON 482476306 $13,345 498,131 X 498,131 KNOLL INC COMMON 498904200 $ 5,535 251,600 X 251,600 KODIAK OIL + GAS CORP COMMON 50015Q100 $ 328 83,648 X 83,648 KOHLS CORPORATION COMMON 500255104 $15,543 227,140 X 227,140 KOMAG INC COMMON 500453204 $ 284 7,500 X 7,500 KRAFT FOODS, INC. COMMON 50075N104 $ 935 26,190 X 26,190 KROGER CO COMMON 501044101 $14,512 629,062 X 629,062 L 3 COMMUNICATIONS HLDG C COMMON 502424104 $ 2,511 30,707 X 30,707 LAM RESH CORP COMMON 512807108 $ 5,876 116,077 X 116,077 LAMAR ADVERTISING CO COMMON 512815101 $ 327 5,000 X 5,000 LAS VEGAS SANDS CORPORATION COMMON 517834107 $ 465 5,200 X 5,200 LEGG MASON INC COMMON 524901105 $ 3,173 33,381 X 33,381 LEHMAN BROTHERS HLDGS INC COMMON 524908100 $40,958 524,292 X 524,292 LHC GROUP INC COMMON 50187A107 $ 816 28,620 X 28,620 LIBERTY MEDIA HLDG CORP COMMON 53071M302 $ 2,541 25,935 X 25,935 LIMITED BRANDS, INC. COMMON 532716107 $ 2,770 95,720 X 95,720 LINCOLN NATL CORP IN COMMON 534187109 $ 4,244 63,909 X 63,909 LOWES COS INC COMMON 548661107 $ 6,902 221,574 X 221,574 MANOR CARE INC NEW COMMON 564055101 $ 540 11,500 X 11,500 MANULIFE FINL CORP COMMON 56501R106 $ 9,018 266,893 X 266,893 MARATHON OIL CORP COMMON 565849106 $ 6,446 69,691 X 69,691 MARSHALL + ILSLEY CORP COMMON 571834100 $ 1,868 38,829 X 38,829 MARVELL TECHNOLOGY GROUP COMMON G5876H105 $ 7,996 416,691 X 416,691 MASTEC INC COMMON 576323109 $ 173 15,000 X 15,000 MAXIM INTEGRATED PRODS IN COMMON 57772K101 $16,739 546,685 X 546,685 MCDONALDS CORP. COMMON 580135101 $33,618 758,358 X 758,358 MDU RES GROUP INC COMMON 552690109 $ 297 11,600 X 11,600 MELLON FINL CORP COMMON 58551A108 $ 4,000 94,900 X 94,900 MEMC ELECTRONIC MATERIALS, INC. COMMON 552715104 $13,508 345,130 X 345,130 MERCK + CO INC COMMON 589331107 $ 9,987 229,070 X 229,070 MERRILL LYNCH + CO INC COMMON 590188108 $38,369 412,131 X 412,131 METLIFE INC COMMON 59156R108 $37,317 632,387 X 632,387 MGIC INVT CORP WIS COMMON 552848103 $ 4,792 76,620 X 76,620 MICROSEMI CORP COMMON 595137100 $ 212 10,800 X 10,800 MICROSOFT COMMON 594918104 $75,408 2,525,397 X 2,525,397 MICROSTRATEGY, INC., CLASS A COMMON 594972408 $ 547 4,800 X 4,800 MILLIPORE CORP COMMON 601073109 $ 433 6,500 X 6,500 MIRANT CORP NEW COMMON 60467R100 $ 316 10,000 X 10,000
Fair Shares of Managers Market Principal Shared as Shared- see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- -------- ----- --------- ---- MOMENTA PHARMACEUTICALS I COMMON 60877T100 $ 462 29,354 X 29,354 MONSANTO COMPANY COMMON 61166W101 $ 599 11,400 X 11,400 MORGAN STANLEY COMMON 617446448 $42,876 526,542 X 526,542 MOTOROLA INC COMMON 620076109 $ 7,384 359,142 X 359,142 MPS GROUP INC COMMON 553409103 $ 1,130 79,700 X 79,700 MSC INDL DIRECT INC COMMON 553530106 $ 751 19,180 X 19,180 MYLAN LABORATORIES, INC. COMMON 628530107 $ 462 23,130 X 23,130 NABORS INDUSTRIES LTD COMMON G6359F103 $16,266 546,212 X 546,212 NASDAQ STK MKT INC COMMON 631103108 $ 1,533 49,793 X 49,793 NATIONAL OILWELL VARCO INC. COMMON 637071101 $ 1,159 18,942 X 18,942 NATIONAL SEMICONDUCTOR CO COMMON 637640103 $ 4,589 202,141 X 202,141 NEUROMETRIX INC COMMON 641255104 $ 366 24,554 X 24,554 NEW YORK + CO INC COMMON 649295102 $ 174 13,300 X 13,300 NEW YORK CMNTY BANCORP IN COMMON 649445103 $ 2,117 131,471 X 131,471 NEWFIELD EXPL CO COMMON 651290108 $ 1,459 31,754 X 31,754 NEWS CORP COMMON 65248E104 $ 5,959 277,421 X 277,421 NIKE INC COMMON 654106103 $ 7,561 76,350 X 76,350 NOBLE CORPORATION COMMON G65422100 $ 8,153 107,060 X 107,060 NOBLE ENERGY INC COMMON 655044105 $ 1,535 31,290 X 31,290 NORDSTROM INC COMMON 655664100 $ 3,459 70,100 X 70,100 NORFOLK SOUTHN CORP COMMON 655844108 $12,440 247,360 X 247,360 NORTEL NETWORKS CORP. COMMON 656568508 $ 356 13,300 X 13,300 NORTHERN TRUST CORP COMMON 665859104 $ 9,733 160,365 X 160,365 NORTHROP GRUMMAN CORP COMMON 666807102 $14,974 221,181 X 221,181 NOVELLUS SYS INC COMMON 670008101 $ 8,895 258,415 X 258,415 NRG ENERGY INC COMMON 629377508 $ 913 16,301 X 16,301 NSTAR COMMON 67019E107 $ 227 6,600 X 6,600 NUCOR CORP COMMON 670346105 $11,118 203,405 X 203,405 NUVEEN INVTS INC COMMON 67090F106 $ 4,425 85,300 X 85,300 NVIDIA Corporation COMMON 67066G104 $ 591 15,970 X 15,970 OCCIDENTAL PETE CORP COMMON 674599105 $13,649 279,517 X 279,517 OMEGA NAVIGATION ENTERPRI COMMON Y6476R105 $ 5,401 344,913 X 344,913 OMNICELL INC COMMON 68213N109 $ 332 17,818 X 17,818 ONEBEACON INSURANCE GROUP COMMON G67742109 $ 1,932 69,010 X 69,010 ONEOK INC NEW COMMON 682680103 $12,568 291,461 X 291,461 ORACLE CORP COMMON 68389X105 $20,037 1,169,010 X 1,169,010 OWENS + MINOR INC NEW COMMON 690732102 $ 461 14,744 X 14,744 OWENS ILL INC COMMON 690768403 $ 2,443 132,439 X 132,439 PANERA BREAD CO COMMON 69840W108 $ 1,267 22,660 X 22,660 PARALLEL PETE CORP DEL COMMON 699157103 $ 396 22,559 X 22,559 PARKER HANNIFIN CORP COMMON 701094104 $16,978 220,840 X 220,840 PAYLESS SHOESOURCE INC COMMON 704379106 $ 207 6,300 X 6,300 PEABODY ENERGY CORP COMMON 704549104 $ 6,974 172,582 X 172,582 PENN NATIONAL GAMING INCORPORATED COMMON 707569109 $ 703 16,900 X 16,900 PENNEY J C INC COMMON 708160106 $16,908 218,564 X 218,564 PENTAIR INC COMMON 709631105 $ 273 8,700 X 8,700 PEOPLES BK BRIDGEPORT CON COMMON 710198102 $ 272 6,100 X 6,100 PepsiCo, Inc. COMMON 713448108 $20,619 329,645 X 329,645 PERKINELMER INC COMMON 714046109 $ 3,917 176,200 X 176,200 PERRIGO CO COMMON 714290103 $ 270 15,600 X 15,600 PFIZER INC COMMON 717081103 $36,284 1,400,921 X 1,400,921 PG+E CORP COMMON 69331C108 $ 303 6,406 X 6,406 PHARMION CORP. COMMON 71715B409 $ 393 15,280 X 15,280 PHELPS DODGE CORP COMMON 717265102 $18,962 158,388 X 158,388 PHOTRONICS INC COMMON 719405102 $ 1,261 77,203 X 77,203 PITNEY BOWES INC COMMON 724479100 $ 1,281 27,730 X 27,730 PLX TECHNOLOGY, INC. COMMON 693417107 $ 238 18,260 X 18,260 PMI GROUP INC COMMON 69344M101 $ 2,854 60,502 X 60,502 POTLATCH CORP NEW COMMON 737630103 $ 1,163 26,540 X 26,540 PPL CORP COMMON 69351T106 $ 2,278 63,568 X 63,568 Praxair, Inc. COMMON 74005P104 $ 384 6,470 X 6,470 PRECISION CASTPARTS CORP. COMMON 740189105 $ 468 5,980 X 5,980 PRICE T ROWE GROUP INC COMMON 74144T108 $13,052 298,205 X 298,205 PRICELINE COM INC COMMON 741503403 $ 6,062 139,000 X 139,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 $12,699 216,344 X 216,344 PROCTER AND GAMBLE CO COMMON 742718109 $53,373 830,448 X 830,448 PROGRESS ENERGY INC COMMON 743263105 $ 1,117 22,762 X 22,762 PRUDENTIAL FINANCIAL, INC. COMMON 744320102 $18,345 213,663 X 213,663 PSS WORLD MED INC COMMON 69366A100 $ 431 22,059 X 22,059 QIMONDA AG COMMON 746904101 $ 357 20,400 X 20,400 QLogic Corporation COMMON 747277101 $ 500 22,800 X 22,800 QUALCOMM INC COMMON 747525103 $17,087 452,167 X 452,167 QUEST DIAGNOSTICS INC COMMON 74834L100 $ 9,802 184,942 X 184,942 QUESTAR CORP COMMON 748356102 $ 1,106 13,320 X 13,320 QUIKSILVER INC COMMON 74838C106 $ 186 11,800 X 11,800 QWEST COMMUNICATIONS INTL COMMON 749121109 $ 7,979 953,334 X 953,334 RADIOSHACK CORPORATION COMMON 750438103 $ 473 28,160 X 28,160 RARE HOSPITALITY INTERNATIONAL, INC. COMMON 753820109 $ 699 21,240 X 21,240 RAYMOND JAMES FINANCIAL I COMMON 754730109 $ 1,064 35,100 X 35,100 RAYTHEON CO COMMON 755111507 $20,883 395,516 X 395,516 REGAL ENTMT GROUP COMMON 758766109 $ 3,284 154,020 X 154,020 REYNOLDS AMERN INC COMMON 761713106 $22,772 347,831 X 347,831 RH DONNELLEY CORP COMMON 74955W307 $25,281 403,005 X 403,005 ROBBINS + MYERS INC COMMON 770196103 $ 317 6,900 X 6,900 ROCKWELL AUTOMATION INC COMMON 773903109 $ 1,111 18,190 X 18,190 ROCKWELL COLLINS, INC. COMMON 774341101 $ 504 7,960 X 7,960 ROHM + HAAS CO COMMON 775371107 $10,965 214,505 X 214,505 ROYAL CARIBBEAN CRUISES L COMMON V7780T103 $ 3,166 76,500 X 76,500 ROYAL GOLD INC COMMON 780287108 $ 219 6,100 X 6,100 RPM INTL INC COMMON 749685103 $ 1,643 78,653 X 78,653 SAFECO CORPORATION COMMON 786429100 $11,491 183,712 X 183,712 SAFEWAY, INC. COMMON 786514208 $ 5,243 151,721 X 151,721
Fair Shares of Managers Market Principal Shared as Shared- see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None -------------- -------------- ----------- ------- --------- ---- ---------- ------- -------- ----- --------- ---- SARA LEE CORP COMMON 803111103 $ 769 45,130 X 45,130 SCHERING PLOUGH CORP COMMON 806605101 $10,650 450,500 X 450,500 SCIENTIFIC GAMES CORP COMMON 80874P109 $ 1,298 42,940 X 42,940 SEABRIGHT INS HLDGS INC COMMON 811656107 $ 264 14,640 X 14,640 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 $ 605 22,820 X 22,820 SEI INVESTMENTS CO COMMON 784117103 $ 1,983 33,300 X 33,300 SEMPRA ENERGY COMMON 816851109 $12,805 228,497 X 228,497 SEPRACOR INC COMMON 817315104 $ 231 3,754 X 3,754 SHAW GROUP INC COMMON 820280105 $ 805 24,032 X 24,032 SHERWIN WILLIAMS CO COMMON 824348106 $ 4,681 73,630 X 73,630 SHIRE PHARMACEUTICALS GROUP PLC COMMON 82481R106 $ 426 6,890 X 6,890 SIERRA PAC RES NEW COMMON 826428104 $ 834 49,560 X 49,560 SILICON LABORATORIES INC COMMON 826919102 $ 1,402 40,448 X 40,448 SMITHFIELD FOODS INC COMMON 832248108 $ 2,411 93,960 X 93,960 SMURFIT STONE CONTAINER C COMMON 832727101 $ 1,811 171,542 X 171,542 SONIC AUTOMOTIVE INC COMMON 83545G102 $ 264 9,100 X 9,100 SOUTH JERSEY INDS INC COMMON 838518108 $ 207 6,200 X 6,200 SOUTHERN COPPER CORP DEL COMMON 84265V105 $20,053 372,105 X 372,105 SOUTHWEST AIRLS CO COMMON 844741108 $ 3,644 237,850 X 237,850 SPANSION INC COMMON 84649R101 $ 1,939 130,487 X 130,487 SPECTRANETICS CORP COMMON 84760C107 $ 247 21,918 X 21,918 SPIRIT AEROSYSTEMS HLDGS COMMON 848574109 $ 1,096 32,758 X 32,758 SPRINT NEXTEL CORP COMMON 852061100 $ 8,569 453,619 X 453,619 STANDARD PAC CORP NEW COMMON 85375C101 $ 1,824 68,070 X 68,070 STARWOOD HOTELS & RESORTS WORLDWIDE, INC. COMMON 85590A401 $ 590 9,440 X 9,440 STATE STREET CORPORATION COMMON 857477103 $ 9,974 147,897 X 147,897 STEALTHGAS INC COMMON Y81669106 $ 408 34,894 X 34,894 STERLING BANCSHARES INC COMMON 858907108 $ 201 15,400 X 15,400 STERLING FINL CORP WASH COMMON 859319105 $ 341 10,100 X 10,100 STILLWATER MNG CO COMMON 86074Q102 $ 177 14,200 X 14,200 SUN MICROSYSTEMS INC. COMMON 866810104 $14,694 2,711,158 X 2,711,158 SUNTRUST BKS INC COMMON 867914103 $ 1,507 17,840 X 17,840 SUPERIOR WELL SVCS INC COMMON 86837X105 $ 633 24,767 X 24,767 SUPERVALU INC COMMON 868536103 $ 1,781 49,830 X 49,830 SVB FINL GROUP COMMON 78486Q101 $ 1,541 33,050 X 33,050 SWIFT ENERGY CO COMMON 870738101 $ 1,429 31,898 X 31,898 SYMANTEC CORP COMMON 871503108 $ 1,669 80,040 X 80,040 T HQ INC COMMON 872443403 $ 211 6,500 X 6,500 TARGET CORP COMMON 8.7612E+110 $ 456 8,000 X 8,000 TARGET CORPORATION COMMON 87612E106 $22,057 386,630 X 386,630 TD AMERITRADE HLDG CORP COMMON 87236Y108 $ 1,686 104,193 X 104,193 TECK COMINCO LTD FORMERLY COMMON 878742204 $ 416 5,527 X 5,527 TEMPLE INLAND INC COMMON 879868107 $ 3,112 67,600 X 67,600 TETRA TECH INC NEW COMMON 88162G103 $ 282 15,600 X 15,600 TEXAS INSTRS INC COMMON 882508104 $16,712 580,294 X 580,294 TEXTRON INC COMMON 883203101 $ 1,751 18,673 X 18,673 THE BOEING COMPANY COMMON 097023105 $40,480 455,648 X 455,648 THE CHARLES SCHWAB CORPORATION COMMON 808513105 $ 4,661 240,980 X 240,980 THE PEPSI BOTTLING GROUP, INC. COMMON 713409100 $ 815 26,360 X 26,360 THE ST PAUL TRAVELERS COS COMMON 792860108 $ 4,242 79,000 X 79,000 THE TJX COMPANIES, INC. COMMON 872540109 $24,060 843,616 X 843,616 THERMO FISHER SCIENTIFIC INC COMMON 883556102 $ 2,649 58,490 X 58,490 TIDEWATER, INC. COMMON 886423102 $12,233 252,956 X 252,956 TIME WARNER INC NEW COMMON 887317105 $29,943 1,374,807 X 1,374,807 TIMKEN CO COMMON 887389104 $ 5,464 187,244 X 187,244 TOLL BROS INC COMMON 889478103 $ 941 29,198 X 29,198 TTM TECHNOLOGIES, INC. COMMON 87305R109 $ 227 20,040 X 20,040 TUPPERWARE BRANDS CORP COMMON 899896104 $ 276 12,200 X 12,200 TXU CORP COMMON 873168108 $ 9,599 177,062 X 177,062 U S I HLDGS CORP COMMON 90333H101 $ 1,114 72,554 X 72,554 U.S. BANCORP COMMON 902973304 $ 8,898 245,856 X 245,856 UAL CORP COMMON 902549807 $14,739 334,966 X 334,966 UBS AG COMMON H89231338 $ 5,006 82,982 X 82,982 UCBH HLDGS INC COMMON 90262T308 $ 894 50,889 X 50,889 UNIT CORP COMMON 909218109 $ 276 5,700 X 5,700 UNITED INDL CORP COMMON 910671106 $ 264 5,200 X 5,200 UNITED PARCEL SVC INC COMMON 911312106 $17,420 232,334 X 232,334 UNITED TECHNOLOGIES CORP COMMON 913017109 $ 7,221 115,504 X 115,504 UNITEDHEALTH GROUP INC COMMON 91324P102 $53,510 995,897 X 995,897 US AWYS GROUP INC COMMON 90341W108 $ 2,278 42,303 X 42,303 V F CORP COMMON 918204108 $12,982 158,168 X 158,168 VARIAN INC COMMON 922206107 $ 291 6,500 X 6,500 VERIZON COMMUNICATIONS COMMON 92343V104 $39,835 1,069,671 X 1,069,671 VIROPHARMA INC COMMON 928241108 $ 164 11,200 X 11,200 W+T OFFSHORE INC COMMON 92922P106 $ 809 26,323 X 26,323 W.W. GRAINGER,INC. COMMON 384802104 $ 460 6,580 X 6,580 WAL MART STORES INC COMMON 931142103 $ 3,347 72,470 X 72,470 WALGREEN CO COMMON 931422109 $ 9,792 213,375 X 213,375 WARNACO GROUP INC COMMON 934390402 $ 221 8,700 X 8,700 WARREN RES INC COMMON 93564A100 $ 159 13,600 X 13,600 WASTE CONNECTIONS INC COMMON 941053100 $ 299 7,200 X 7,200 WASTE MGMT INC DEL COMMON 94106L109 $ 4,523 123,000 X 123,000 WEBMETHODS INC COMMON 94768C108 $ 1,290 175,220 X 175,220 Wellpoint Inc. COMMON 94973V107 $21,979 279,316 X 279,316 WESTERN DIGITAL CORP COMMON 958102105 $ 6,043 295,340 X 295,340 WGL HLDGS INC COMMON 92924F106 $ 303 9,300 X 9,300 WILLIAMS COS INC COMMON 969457100 $ 1,786 68,362 X 68,362 WILLIAMS SCOTSMAN INTL IN COMMON 96950G102 $ 2,554 130,191 X 130,191 WILLIAMS-SONOMA, INC. COMMON 969904101 $ 230 7,320 X 7,320 WILMINGTON TR CORP COMMON 971807102 $ 1,389 32,930 X 32,930 WINDSTREAM CORP COMMON 97381W104 $ 8,687 610,895 X 610,895 WINTRUST FINL CORP COMMON 97650W108 $ 1,667 34,706 X 34,706
Fair Shares of Managers Market Principal Shared as Shared- see Name of Issuer Title of Class Cusip Value Amount Sole in Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------- --------- ---- ---------- ------- -------- ----- ------- ---- WMS INDUSTRIES, INC. COMMON 929297109 $ 467 13,400 X 13,400 WYETH COMMON 983024100 $31,429 617,214 X 617,214 WYNN RESORTS LIMITED COMMON 983134107 $ 473 5,040 X 5,040 XILINX INC COMMON 983919101 $ 3,699 155,362 X 155,362 XL CAPITAL LTD COMMON G98255105 $ 1,927 26,750 X 26,750 XTO ENERGY, INC. COMMON 98385X106 $ 462 9,820 X 9,820 YAHOO INC COMMON 984332106 $ 1,192 46,690 X 46,690 YUMI BRANDS INC COMMON 988498101 $ 454 7,720 X 7,720