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 March 31, 2007 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 5/14/07 ---------------- (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 298 Form 13F Gartmore SA Capital Trust Table Value 149,119 (thousands)
Fair Shares of Shared Managers Market Principal as in Shared- see Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------ --------- ---- ------- ------- -------- ----- ------ ---- 3M COMPANY COMMON 88579Y101 $ 838 10,970 X 10,970 ACTIVISION INC NEW COMMON 004930202 $ 608 32,100 X 32,100 ACTIVISION, INC. COMMON 4930202 $ 455 24,000 X 24,000 ADC TELECOMMUNICATIONS IN COMMON 000886309 $ 283 16,900 X 16,900 ADOBE SYS INC COMMON 00724F101 $ 419 10,040 X 10,040 ADOBE SYSTEMS, INC. COMMON 00724F101 $ 608 14,590 X 14,590 ADVANTA CORP COMMON 007942204 $ 269 6,128 X 6,128 AFFILIATED COMPUTER SVCS COMMON 008190100 $ 272 4,626 X 4,626 AGL RES INC COMMON 001204106 $ 363 8,500 X 8,500 AIRGAS INC COMMON 009363102 $ 257 6,100 X 6,100 ALBERTO CULVER CO NEW COMMON 013078100 $ 227 9,900 X 9,900 ALCAN INC COMMON 013716105 $ 523 10,010 X 10,010 ALCOA INC COMMON 013817101 $ 488 14,400 X 14,400 ALLEGHENY TECHNOLOGIES IN COMMON 01741R102 $ 248 2,320 X 2,320 ALLETE INC COMMON 018522300 $ 350 7,500 X 7,500 ALLIANCE DATA SYSEMS CORPORATION COMMON 18581108 $ 481 7,800 X 7,800 ALLSTATE CORP COMMON 020002101 $ 282 4,700 X 4,700 ALTRIA GROUP INC COMMON 02209S103 $ 902 10,270 X 10,270 ALTRIA GROUP, INC. COMMON 02209S103 $ 727 8,280 X 8,280 AMAZON.COM, INC. COMMON 23135106 $ 580 14,570 X 14,570 AMCOL INTL CORP COMMON 02341W103 $ 205 6,900 X 6,900 AMEREN CORP COMMON 023608102 $ 694 13,800 X 13,800 AMERICAN CAP STRATEGIES L COMMON 024937104 $ 275 6,200 X 6,200 AMERICAN INTERNATIONAL GROUP,INC. COMMON 26874107 $ 458 6,810 X 6,810 AMERICAN INTL GROUP INC COMMON 026874107 $ 222 3,300 X 3,300 AMERISAFE INC COMMON 03071H100 $ 373 19,790 X 19,790 AMETEK INC NEW COMMON 031100100 $ 341 9,860 X 9,860 AMETEK INC. NEW COMMON 31100100 $ 543 15,735 X 15,735 ANDERSONS INC COMMON 034164103 $ 275 6,200 X 6,200 ANNTAYLOR STORES CORP COMMON 036115103 $ 268 6,900 X 6,900 APPLIED MATERIALS INC COMMON 038222105 $ 220 12,000 X 12,000 ARMSTRONG WORLD INDS INC COMMON 04247X102 $ 285 5,600 X 5,600 ASSURANT INC COMMON 04621X108 $ 312 5,810 X 5,810 AT+T INC COMMON 00206R102 $ 607 15,400 X 15,400 AUTODESK INCORPORATED COMMON 052769106 $ 625 16,610 X 16,610 AUTODESK, INC. COMMON 52769106 $ 509 13,540 X 13,540 BALDOR ELEC CO COMMON 057741100 $ 355 9,400 X 9,400 BANK AMER CORP COMMON 060505104 $1,274 24,976 X 24,976 BAXTER INTERNATIONAL,INC. COMMON 71813109 $ 714 13,550 X 13,550 BAXTER INTL INC COMMON 071813109 $ 509 9,660 X 9,660 BEAR STEARNS COS INC COMMON 073902108 $ 457 3,040 X 3,040 BECTON DICKINSON + CO COMMON 075887109 $ 292 3,800 X 3,800 BEMIS CO INC COMMON 081437105 $ 264 7,900 X 7,900 BERKLEY W R CORP COMMON 084423102 $ 277 8,350 X 8,350 BEST BUY CO INC COMMON 086516101 $ 749 15,380 X 15,380 BEST BUY CO., INC. COMMON 86516101 $ 605 12,420 X 12,420 BOEING CO COMMON 097023105 $ 436 4,900 X 4,900 BRISTOL MYERS SQUIBB CO COMMON 110122108 $ 422 15,200 X 15,200 BROCADE COMMUNICATIONS SY COMMON 111621108 $ 561 58,960 X 58,960 BROCADE COMMUNICATIONS SYSTEMS INC. COMMON 111621108 $ 402 42,190 X 42,190 BURLINGTON NORTHN SANTA F COMMON 12189T104 $ 214 2,660 X 2,660 BUSINESS OBJECTS S.A. COMMON 12328X107 $ 410 11,320 X 11,320 CANADIAN NATURAL RESOURCES LTD. COMMON 136385101 $ 491 8,900 X 8,900 CARLISLE COS INC COMMON 142339100 $ 352 8,200 X 8,200 Caterpillar Inc. COMMON 149123101 $ 995 14,850 X 14,850 CBS CORP CLASS B COMMON 124857202 $ 251 8,213 X 8,213 CEC ENTMT INC COMMON 125137109 $ 266 6,400 X 6,400 CHECK POINT SOFTWARE TECHNOLOGIES LTD. COMMON M22465104 $ 465 20,860 X 20,860 CHESAPEAKE ENERGY CORP COMMON 165167107 $ 219 7,100 X 7,100 CHEVRON CORP COMMON 166764100 $ 791 10,693 X 10,693 CHICAGO MERCANTILE EXCHANGE HOLDINGS INC. COMMON 167760107 $ 338 635 X 635 CHICAGO MERCHANTILE EXCHA COMMON 167760107 $ 234 440 X 440 CHILDRENS PL RETAIL STORE COMMON 168905107 $ 206 3,700 X 3,700 CHUBB CORP COMMON 171232101 $ 264 5,100 X 5,100 CISCO SYS INC COMMON 17275R102 $2,249 88,089 X 88,089 CISCO SYTEMS COMMON 17275R102 $1,184 46,370 X 46,370 CITIGROUP INC COMMON 172967101 $ 791 15,406 X 15,406 CITIZENS COMMUNICATIONS C COMMON 17453B101 $ 171 11,430 X 11,430 CNH GLOBAL NV COMMON N20935206 $ 450 12,060 X 12,060 CNX GAS CORP COMMON 12618H309 $ 380 13,400 X 13,400 COBIZ INC COMMON 190897108 $ 299 15,000 X 15,000 COCA-COLA COMPANY COMMON 191216100 $ 990 20,630 X 20,630 COLONIAL BANCGROUPINC COMMON 195493309 $ 381 15,400 X 15,400 COMCAST CORP NEW COMMON 20030N101 $ 542 20,870 X 20,870 COMCAST CORPORATION COMMON 20030N101 $1,187 45,730 X 45,730 COMMERCE BANCORP, INC. COMMON 200519106 $ 485 14,540 X 14,540 COMMERCIAL METALS CO COMMON 201723103 $ 317 10,100 X 10,100 COMMSCOPE, INC. COMMON 203372107 $ 601 14,000 X 14,000 CONOCOPHILLIPS COMMON 20825C104 $ 925 13,540 X 13,540 CONSOL ENERGY INC. COMMON 20854P109 $ 291 7,440 X 7,440 CONSTELLATION BRANDS INC COMMON 21036P108 $ 651 30,742 X 30,742 CONTINENTAL AIRLINES-CL B COMMON 210795308 $ 420 11,540 X 11,540 COOPER TIRE + RUBR CO COMMON 216831107 $ 294 16,100 X 16,100 CORNING INC COMMON 219350105 $ 740 32,540 X 32,540 CORNING, INC. COMMON 219350105 $ 675 29,680 X 29,680 COSTCO WHSL CORP NEW COMMON 22160K105 $ 565 10,500 X 10,500 COUNTRYWIDE FINANCIAL CORP. COMMON 222372104 $ 352 10,470 X 10,470 COVANCE INC COMMON 222816100 $ 312 5,258 X 5,258 COVANCE INC. COMMON 222816100 $ 457 7,700 X 7,700 CROCS INC COMMON 227046109 $ 213 4,500 X 4,500 CROCS, INC. COMMON 227046109 $ 436 9,220 X 9,220 CSK AUTO CORPORATION COMMON 125965103 $ 410 23,820 X 23,820 CVS/CAREMARK CORPORATION COMMON 126650100 $ 389 11,380 X 11,380 DEERE & CO COMMON 244199105 $1,130 10,400 X 10,400 DIAMONDROCK HOSPITALITY C COMMON 252784301 $ 291 15,300 X 15,300 DIEBOLD INC COMMON 253651103 $ 320 6,700 X 6,700 DIGITAL RIV INC COMMON 25388B104 $ 227 4,100 X 4,100 DISNEY WALT CO COMMON 254687106 $ 396 11,500 X 11,500 DOBSON COMMUNICATIONS COR COMMON 256069105 $ 137 15,900 X 15,900 DREAMWORKS ANIMATION SKG COMMON 26153C103 $ 327 10,693 X 10,693 EATON CORP COMMON 278058102 $ 260 3,110 X 3,110 EMERSON ELEC CO COMMON 291011104 $ 335 7,770 X 7,770
Fair Shares of Shared Managers Market Principal as in Shared- see Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------ --------- ---- ------- ------- -------- ----- ------ ---- EMERSON ELECTRIC CO. COMMON 291011104 $ 480 11,130 X 11,130 EQUITABLE RES INC COMMON 294549100 $ 440 9,100 X 9,100 ESCO TECHNOLOGIES INC COMMON 296315104 $ 296 6,600 X 6,600 ESTERLINE TECHNOLOGIES CO COMMON 297425100 $ 259 6,300 X 6,300 EXPRESSJET HOLDINGS, INC. COMMON 30218U108 $ 191 32,700 X 32,700 EXXON MOBIL CORP COMMON 30231G102 $2,184 28,950 X 28,950 FEDERATED DEPT STORES INC COMMON 31410H101 $ 495 10,980 X 10,980 FEDEX CORP COMMON 31428X106 $ 338 3,150 X 3,150 FEDEX CORP. COMMON 31428X106 $ 590 5,490 X 5,490 FIFTH THIRD BANCORP COMMON 316773100 $ 466 12,050 X 12,050 FIRST MIDWEST BANCORP INC COMMON 320867104 $ 272 7,390 X 7,390 FOREST LABORATORIES, INC. COMMON 345838106 $ 599 11,640 X 11,640 FOREST LABS INC COMMON 345838106 $ 211 4,100 X 4,100 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 $ 632 18,410 X 18,410 FOUNDRY NETWORKS, INC. COMMON 35063R100 $ 246 18,100 X 18,100 FRANKLIN RES INC COMMON 354613101 $ 804 6,650 X 6,650 Franklin Resources, Inc. COMMON 354613101 $ 669 5,540 X 5,540 FREEPORT MCMORAN COPPER + COMMON 35671D857 $ 345 5,207 X 5,207 GENERAL ELEC CO COMMON 369604103 $ 277 7,825 X 7,825 GENERAL MLS INC COMMON 370334104 $ 224 3,850 X 3,850 GENESIS LEASE LIMITED ADS COMMON 37183T107 $ 382 14,590 X 14,590 GENZYME CORPORATION-- GENERAL DIVISION COMMON 372917104 $ 477 7,940 X 7,940 GILEAD SCIENCES INC COMMON 375558103 $ 976 12,760 X 12,760 GILEAD SCIENCES INC. COMMON 375558103 $ 730 9,540 X 9,540 GOLDMAN SACHS GROUP INC COMMON 38141G104 $ 906 4,383 X 4,383 Goldman Sachs Group, Inc. COMMON 38141G104 $ 496 2,400 X 2,400 GOOGLE INC COMMON 38259P508 $ 696 1,520 X 1,520 HALLIBURTON CO COMMON 406216101 $1,006 31,700 X 31,700 HANOVER INS GROUP INC COMMON 410867105 $ 323 7,000 X 7,000 HARRIS CORP DEL COMMON 413875105 $ 219 4,295 X 4,295 HARSCO CORP COMMON 415864107 $ 332 7,400 X 7,400 HARTFORD FINANCIAL SVCS G COMMON 416515104 $ 205 2,150 X 2,150 HAYNES INTL INC COMMON 420877201 $ 244 3,340 X 3,340 HEALTHEXTRAS, INC. COMMON 422211102 $ 309 10,740 X 10,740 HELMERICH AND PAYNE INC COMMON 423452101 $ 267 8,800 X 8,800 HEWLETT PACKARD CO COMMON 428236103 $ 861 21,450 X 21,450 HEWLETT PACKARD CO. COMMON 428236103 $ 385 9,590 X 9,590 HOME DEPOT INC COMMON 437076102 $ 356 9,700 X 9,700 ILLINOIS TOOL WKS INC COMMON 452308109 $ 302 5,844 X 5,844 IMCLONE SYS INC COMMON 45245W109 $ 257 6,300 X 6,300 IMERGENT INC COMMON 45247Q100 $ 257 13,200 X 13,200 INTEL CORP COMMON 458140100 $ 633 33,083 X 33,083 INTERNATIONAL BUSINESS MA COMMON 459200101 $ 556 5,900 X 5,900 INTERNATIONAL FLAVOURS COMMON 459506101 $ 246 5,200 X 5,200 INTERNATIONAL SECURITIES EXCHANGE - A COMMON 46031W204 $ 499 10,220 X 10,220 INTERSIL CORP COMMON 46069S109 $ 278 10,510 X 10,510 INTERSIL CORPORATION COMMON 46069S109 $ 366 13,810 X 13,810 INTL GAME TECHNOLOGY COMMON 459902102 $ 607 15,030 X 15,030 INVENTIV HEALTH INC COMMON 46122E105 $ 417 10,900 X 10,900 INVITROGEN CORP COMMON 46185R100 $ 331 5,200 X 5,200 INVITROGEN CORPORATION COMMON 46185R100 $ 496 7,790 X 7,790 ISHARES GOLDMAN SOFTWARE INDEX COMMON 464287515 $ 838 18,600 X 18,600 ISHARES NASDAQ BIOTECH INDX COMMON 464287556 $ 667 8,800 X 8,800 ISHARES RUSSELL 1000 INDEX FUND COMMON 464287622 $1,832 23,670 X 23,670 ISHARES RUSSELL 2000 GROWTH INDEX FUND COMMON 464287648 $1,729 21,460 X 21,460 ISLE OF CAPRI CASINOS, INC. COMMON 464592104 $ 363 14,170 X 14,170 Janus Capital Group Inc. COMMON 47102X105 $ 320 15,300 X 15,300 JOHNSON + JOHNSON COMMON 478160104 $ 941 15,614 X 15,614 JPMORGAN CHASE + CO COMMON 46625H100 $ 948 19,596 X 19,596 K V PHARMACEUTICAL COMPAN COMMON 482740206 $ 294 11,900 X 11,900 KEMET CORP COMMON 488360108 $ 194 25,400 X 25,400 KLA-TENCOR CORPORATION COMMON 482480100 $ 967 18,140 X 18,140 KOHLS CORP COMMON 500255104 $ 283 3,700 X 3,700 KRAFT FOODS, INC. COMMON 50075N104 $ 765 24,150 X 24,150 LEHMAN BROTHERS HLDGS INC COMMON 524908100 $ 692 9,882 X 9,882 LEXMARK INTERNATIONAL, INC. COMMON 529771107 $ 726 12,420 X 12,420 LINCOLN NATL CORP IN COMMON 534187109 $ 363 5,350 X 5,350 LKQ CORP COMMON 501889208 $ 326 14,900 X 14,900 MARATHON OIL CORP COMMON 565849106 $ 335 3,386 X 3,386 MARSHALL + ILSLEY CORP COMMON 571834100 $ 285 6,145 X 6,145 MCDONALDS CORP COMMON 580135101 $ 482 10,710 X 10,710 MCKESSON CORP COMMON 58155Q103 $ 558 9,530 X 9,530 McKesson Corporation COMMON 58155Q103 $ 605 10,330 X 10,330 MDU RES GROUP INC COMMON 552690109 $ 374 13,000 X 13,000 MEDICIS PHARMACEUTICAL CO COMMON 584690309 $ 296 9,600 X 9,600 MEMC ELECTR MATLS INC COMMON 552715104 $ 571 9,420 X 9,420 MEMC ELECTRONIC MATERIALS, INC. COMMON 552715104 $ 517 8,540 X 8,540 MERCK + CO INC COMMON 589331107 $ 221 5,000 X 5,000 MERRILL LYNCH + CO INC COMMON 590188108 $ 949 11,623 X 11,623 METLIFE INC COMMON 59156R108 $ 582 9,217 X 9,217 MICROCHIP TECHNOLOGY INC COMMON 595017104 $ 280 7,870 X 7,870 MICROCHIP TECHNOLOGY INCORPORATED COMMON 595017104 $ 490 13,790 X 13,790 MICROSEMI CORP COMMON 595137100 $ 202 9,700 X 9,700 MICROSOFT COMMON 594918104 $1,576 56,562 X 56,562 MICROSOFT CORP COMMON 594918104 $ 729 26,160 X 26,160 MONSANTO CO NEW COMMON 61166W101 $ 677 12,320 X 12,320 MONSANTO COMPANY COMMON 61166W101 $ 869 15,820 X 15,820 MOODYS CORP COMMON 615369105 $ 590 9,500 X 9,500 MORGAN STANLEY COMMON 617446448 $ 805 10,220 X 10,220 MOTOROLA,INC. COMMON 620076109 $ 451 25,530 X 25,530 NEW YORK + CO INC COMMON 649295102 $ 289 18,300 X 18,300 NOBLE CORPORATION COMMON G65422100 $1,105 14,040 X 14,040 NOKIA CORP-SPON ADR COMMON 654902204 $ 456 19,890 X 19,890 NORDSTROM INC COMMON 655664100 $ 283 5,340 X 5,340 NORDSTROM,INC. COMMON 655664100 $ 505 9,540 X 9,540 NORFOLK SOUTHN CORP COMMON 655844108 $ 402 7,940 X 7,940 NORTHEAST UTILS COMMON 664397106 $ 456 13,900 X 13,900 NOVARTIS AG - ADR COMMON 66987V109 $ 393 7,200 X 7,200 NOVELLUS SYSTEMS, INCORPORATED COMMON 670008101 $ 989 30,890 X 30,890 NSTAR COMMON 67019E107 $ 372 10,600 X 10,600 NTELOS HLDGS CORP COMMON 67020Q107 $ 276 14,380 X 14,380 OCCIDENTAL PETE CORP COMMON 674599105 $ 775 15,720 X 15,720
Fair Shares of Shared Managers Market Principal as in Shared- see Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V Sole1 Shared None -------------- -------------- --------- ------ --------- ---- ------- ------- -------- ----- ------ ---- ON SEMICONDUCTOR CORPORATION COMMON 682189105 $ 351 39,400 X 39,400 P.F. CHANG'S CHINA BISTRO, INC. COMMON 69333Y108 $ 731 17,460 X 17,460 PACTIV CORPORATION COMMON 695257105 $ 374 11,080 X 11,080 PARKER HANNIFIN CORP COMMON 701094104 $ 362 4,189 X 4,189 PENN NATIONAL GAMING, INC. COMMON 707569109 $ 385 9,070 X 9,070 PENNEY J C INC COMMON 708160106 $ 398 4,840 X 4,840 PENTAIR INC COMMON 709631105 $ 256 8,200 X 8,200 PEOPLES BK BRIDGEPORT CON COMMON 710198102 $ 342 7,700 X 7,700 PEPSICO INC COMMON 713448108 $ 732 11,510 X 11,510 PepsiCo, Inc. COMMON 713448108 $ 732 11,520 X 11,520 PERRIGO CO COMMON 714290103 $ 238 13,500 X 13,500 PETSMART INC COMMON 716768106 $ 293 8,900 X 8,900 PFIZER INC COMMON 717081103 $1,149 45,500 X 45,500 PHARMACEUTICAL PROD DEV I COMMON 717124101 $ 296 8,800 X 8,800 PHARMION CORP. COMMON 71715B409 $ 317 12,050 X 12,050 PILGRIMS PRIDE CORP COMMON 721467108 $ 229 6,900 X 6,900 PLAINS EXPLORATION & PRODUCTION COMPANY COMMON 726505100 $ 390 8,630 X 8,630 PMI GROUP INC COMMON 69344M101 $ 315 6,959 X 6,959 POTASH CORP SASK INC COMMON 73755L107 $ 400 2,500 X 2,500 PRECISION CASTPARTS CORP COMMON 740189105 $ 499 4,800 X 4,800 PRECISION CASTPARTS CORP. COMMON 740189105 $ 534 5,130 X 5,130 PRICE T ROWE GROUP INC COMMON 74144T108 $ 359 7,600 X 7,600 PRICELINE COM INC COMMON 741503403 $ 224 4,200 X 4,200 Procter & Gamble Company COMMON 742718109 $ 964 15,270 X 15,270 PROCTER AND GAMBLE CO COMMON 742718109 $1,491 23,600 X 23,600 PRUDENTIAL FINL INC COMMON 744320102 $ 275 3,050 X 3,050 QUALCOMM INC COMMON 747525103 $ 789 18,500 X 18,500 QUALCOMM Inc. COMMON 747525103 $ 653 15,300 X 15,300 QUESTAR CORP COMMON 748356102 $ 632 7,079 X 7,079 QUIKSILVER INC COMMON 74838C106 $ 247 21,300 X 21,300 RANGE RESOURCES CORP. COMMON 75281A109 $ 291 8,710 X 8,710 REPUBLIC AWYS HLDGS INC COMMON 760276105 $ 312 13,600 X 13,600 REYNOLDS AMERN INC COMMON 761713106 $ 235 3,772 X 3,772 ROBBINS + MYERS INC COMMON 770196103 $ 235 6,300 X 6,300 RPM INTL INC COMMON 749685103 $ 261 11,300 X 11,300 SAFECO CORPORATION COMMON 786429100 $ 492 7,410 X 7,410 SAFEWAY INC COMMON 786514208 $ 282 7,700 X 7,700 SAP AG-SPONSORED ADR COMMON 803054204 $ 477 10,680 X 10,680 SCHERING PLOUGH CORP COMMON 806605101 $ 222 8,700 X 8,700 SEAGATE TECHNOLOGY COMMON G7945J104 $ 286 12,280 X 12,280 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 $ 487 20,880 X 20,880 SEMPRA ENERGY COMMON 816851109 $ 539 8,830 X 8,830 SIERRA PAC RES NEW COMMON 826428104 $ 418 24,050 X 24,050 SIGMA ALDRICH COMMON 826552101 $ 328 7,900 X 7,900 SOUTH JERSEY INDS INC COMMON 838518108 $ 236 6,200 X 6,200 STANDARD PACIFIC CORP COMMON 85375C101 $ 322 15,430 X 15,430 STAPLES INC COMMON 855030102 $ 207 8,000 X 8,000 STARWOOD HOTELS & RESORTS WORLDWIDE, INC. COMMON 85590A401 $ 560 8,630 X 8,630 STARWOOD HOTELS + RESORTS COMMON 85590A401 $ 558 8,600 X 8,600 STERLING FINL CORP WASH COMMON 859319105 $ 290 9,300 X 9,300 STRYKER CORPORATION COMMON 863667101 $ 511 7,700 X 7,700 SUPERIOR WELL SVCS INC COMMON 86837X105 $ 353 15,435 X 15,435 SUPERVALU, INC. COMMON 868536103 $ 479 12,250 X 12,250 SVB FINL GROUP COMMON 78486Q101 $ 246 5,060 X 5,060 TARGET CORP COMMON 87612E106 $ 545 9,200 X 9,200 TESORO CORP COMMON 881609101 $ 422 4,200 X 4,200 TEXAS INSTRS INC COMMON 882508104 $ 572 19,000 X 19,000 THE BOEING COMPANY COMMON 97023105 $1,070 12,040 X 12,040 THERMO ELECTRON CORP. COMMON 883556102 $ 494 10,570 X 10,570 THERMO FISHER SCIENTIFIC INC COMMON 883556102 $ 793 16,970 X 16,970 TIDEWATER INC COMMON 886423102 $ 287 4,900 X 4,900 TIDEWATER, INC. COMMON 886423102 $ 523 8,920 X 8,920 TIME WARNER INC NEW COMMON 887317105 $ 356 18,061 X 18,061 TJX COS INC NEW COMMON 872540109 $ 643 23,850 X 23,850 TRANSOCEAN INC COMMON G90078109 $ 498 6,100 X 6,100 TRAVELERS COS INC COMMON 89417E109 $ 212 4,100 X 4,100 TRIDENT MICROSYSTEMS INC COMMON 895919108 $ 227 11,300 X 11,300 TTM TECHNOLOGIES, INC. COMMON 87305R109 $ 293 30,700 X 30,700 TUESDAY MORNING CORP. COMMON 899035505 $ 382 25,750 X 25,750 TUPPERWARE BRANDS CORP COMMON 899896104 $ 282 11,300 X 11,300 TWEEN BRANDS INC COMMON 901166108 $ 289 8,100 X 8,100 ULTRASHORT RUSSELL 2000 PROSHARES COMMON 74347R834 $ 903 13,390 X 13,390 UNISYS CORPORATION COMMON 909214108 $ 484 57,400 X 57,400 UNIT CORP COMMON 909218109 $ 344 6,800 X 6,800 UNITED TECHNOLOGIES CORP COMMON 913017109 $ 325 5,000 X 5,000 UNITEDHEALTH GROUP INC COMMON 91324P102 $ 866 16,351 X 16,351 URBAN OUTFITTERS, INC. COMMON 917047102 $ 427 16,100 X 16,100 UST, INC. COMMON 902911106 $ 705 12,160 X 12,160 VALERO ENERGY CORP COMMON 91913Y100 $ 838 13,000 X 13,000 VARIAN SEMI EQUIP ASSOC I COMMON 922207105 $ 283 5,300 X 5,300 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIATES, INC. COMMON 922207105 $ 386 7,230 X 7,230 VERIZON COMMUNICATIONS COMMON 92343V104 $ 629 16,600 X 16,600 W.W. GRAINGER,INC. COMMON 384802104 $ 665 8,610 X 8,610 WARNACO GROUP INC COMMON 934390402 $ 273 9,600 X 9,600 WATERS CORP COMMON 941848103 $ 335 5,770 X 5,770 WATSCO INC COMMON 942622200 $ 296 5,800 X 5,800 WEATHERFORD INTL LTD COMMON G95089101 $ 479 10,630 X 10,630 WELLPOINT INC COMMON 94973V107 $ 855 10,544 X 10,544 WESTERN DIGITAL CORP COMMON 958102105 $ 275 16,370 X 16,370 WYETH COMMON 983024100 $1,283 25,640 X 25,640 WYNN RESORTS LIMITED COMMON 983134107 $ 480 5,060 X 5,060 XTO ENERGY INC COMMON 98385X106 $ 532 9,700 X 9,700 XTO ENERGY, INC. COMMON 98385X106 $1,220 22,260 X 22,260 YUMI BRANDS INC COMMON 988498101 $ 570 9,860 X 9,860