-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VETxDjSMcbwu6slQiZiZAGPMQCy4/grjxI9OpfnIoMk8Poufreng42GHX2mqJkS3 MO5FeE3kRJ5MqJSYsI6XYQ== 0000021175-06-000009.txt : 20060811 0000021175-06-000009.hdr.sgml : 20060811 20060811165355 ACCESSION NUMBER: 0000021175-06-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060811 DATE AS OF CHANGE: 20060811 EFFECTIVENESS DATE: 20060811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CNA FINANCIAL CORP CENTRAL INDEX KEY: 0000021175 STANDARD INDUSTRIAL CLASSIFICATION: FIRE, MARINE & CASUALTY INSURANCE [6331] IRS NUMBER: 366169860 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00346 FILM NUMBER: 061025719 BUSINESS ADDRESS: STREET 1: CNA PLZ STREET 2: 235 CITY: CHICAGO STATE: IL ZIP: 60685 BUSINESS PHONE: 3128225000 MAIL ADDRESS: STREET 1: CNA PLAZA STREET 2: 235 CITY: CHICAGO STATE: IL ZIP: 60685 13F-HR 1 cnafjun.txt 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: CNA Financial Corporation Address: CNA Plaza Chicago,IL 60685 13F File Number: 28-346 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 is 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: Lynne Gugenheim Title: Senior Vice President and Deputy General Counsel Phone: (312) 822 4921 Signature, Place, and Date of Signing: August 11,2006 Chicago, Illinois,60685 I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Assets reported herein are described as having shared investment discretion among Loews Corporation, CNA Financial Corporation,The Continental Corporation, Continental Casualty Company and Continental Assurance Company. Each of the foregoing entities specifically disclaims ownership of any securities in this report which are not beneficially owned by that entity and states that such assets are solely under the control of its board of directors. The characterization of shared investment discretion with parent holding companies is made solely as a consequence of SEC interpretations regarding control of the subsidiary through share ownership. Loews Corporation owns approximately 90% of the outstanding shares of CNA Financial Corporation; CNA Financial Corporation owns 100% of the outstanding shares of Continental Casualty Company and The Continental Corporation; and Continental Casualty Company owns 100% of the outstanding shares of Continental Assurance Company. Loews Corporation will report separately on securities over which it has investment discretion which are not part of this report. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 613 Form 13F Information Table Value Total: 1,184,723 (in thousands) List of Other Included Managers: No. 13F File Number Name 1 28-172 The Continental Corporation 2 28 -217 Loews Corporation 3 28-386 Continental Assurance Company 4 28-387 Continental Casualty Company
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None 3M CO COM 88579Y101 977 12,100 SH DEFINED 1,2 12,100 ABBOTT LABORATORIES COM 002824100 96 2,200 SH DEFINED 1,2 2,200 ACCO BRANDS CORP COM 00081T108 1 47 SH DEFINED 1,2 47 ACE LTD ORD G0070K103 20 400 SH DEFINED 1,2 400 ACTUANT CORPORATION SDCV 00508XAB0 1,002 750,000 PRN DEFINED 2,3 18,792 ADC TELECOMM INC COM 000886309 3 157 SH DEFINED 1,2 157 ADOBE SYSTEMS INC COM 00724F101 347 11,415 SH DEFINED 1,2 11,415 ADVANCED MEDICAL OPTICS NOTE 00763MAG3 1,155 1,000,000 PRN DEFINED 2,3 19,905 ADVANCED MICRO DEVICES COM 007903107 12 500 SH DEFINED 1,2 500 AES CORP COM 00130H105 17 900 SH DEFINED 1,2 900 AETNA INC COM 00817Y108 32 800 SH DEFINED 1,2 800 AFFILIATED COMPUTER CL A 008190100 10 200 SH DEFINED 1,2 200 AFLAC INC COM 001055102 218 4,700 SH DEFINED 1,2 4,700 AFTERMARKET TECHNOLOGY CORP COM 008318107 963 38,750 SH DEFINED 2 38,750 AGILENT TECHNOLOGIES INC COM 00846U101 19 600 SH DEFINED 1,2 600 AIR PRODUCTS & CHEM INC COM 009158106 3,446 53,910 SH DEFINED 1,2 53,910
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ALBERTO-CULVER CO COM 013068101 7 150 SH DEFINED 1,2 150 ALCOA INC COM 013817101 39 1,200 SH DEFINED 1,2 1,200 ALCON INC COM SHS H01301102 138 1,400 SH DEFINED 2 1,400 ALLEGHENY ENERGY INC COM 017361106 7 200 SH DEFINED 1,2 200 ALLEGHENY TECHNO INC COM 01741R102 7 100 SH DEFINED 1,2 100 ALLERGAN INC COM 018490102 21 200 SH DEFINED 1,2 200 ALLSTATE CORP COM 020002101 3,482 63,625 SH DEFINED 1,2 63,625 ALLTEL CORP COM 020039103 32 500 SH DEFINED 1,2 500 ALPHA NATURAL RESOUR INC COM 02076X102 981 50,000 SH DEFINED 2 50,000 ALTERA CORPORATION COM 021441100 9 500 SH DEFINED 1,2 500 ALTRIA GROUP INC COM 02209S103 1,322 18,000 SH DEFINED 1,2 18,000 AMAZON.COM INC COM 023135106 793 20,500 SH DEFINED 1,2 20,500 AMAZON.COM INC NOTE 023135AF3 1,151 1,200,000 PRN DEFINED 2,3 15,379 AMBAC FINANCIAL GROUP INC COM 023139108 16 200 SH DEFINED 1,2 200 AMDOCS LIMITED NOTE 02342TAD1 506 500,000 PRN DEFINED 2,3 11,596 AMEREN CORPORATION COM 023608102 15 300 SH DEFINED 1,2 300 AMERICAN ELECTRIC POWER COM 025537101 3,167 92,480 SH DEFINED 1,2 92,480
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None AMERICAN EQUITY INVT LIFE HLCOM 025676206 724 67,875 SH DEFINED 2 67,875 AMERICAN EXPRESS DBCV 025816AS8 2,355 2,300,000 PRN DEFINED 2,3 38,023 AMERICAN EXPRESS CO COM 025816109 889 16,700 SH DEFINED 1,2 16,700 AMERICAN GREET NOTE 026375AJ4 846 560,000 PRN DEFINED 2,3 40,290 AMERICAN HOME MTGE INVES COM 02660R107 1,617 43,875 SH DEFINED 2 43,875 AMERICAN INTERNATIONAL GROUPCOM 026874107 10,193 172,612 SH DEFINED 1,2 172,612 AMERICAN NATIONAL INSUR COM 028591105 700 5,400 SH DEFINED 2 5,400 AMERICAN POWER CONVERSION COM 029066107 4 200 SH DEFINED 1,2 200 AMERICAN STANDARD COS INC COM 029712106 13 300 SH DEFINED 1,2 300 AMERIPRISE FINANCIAL INC COM 03076C106 15 340 SH DEFINED 1,2 340 AMERISOURCEBERGEN CORP COM 03073E105 1,434 34,200 SH DEFINED 1,2 34,200 AMERUS GROUP CO COM 03072M108 165 2,825 SH DEFINED 2 2,825 AMGEN INC COM 031162100 1,305 20,008 SH DEFINED 1,2 20,008 AMSOUTH BANCORPORATION COM 032165102 13 500 SH DEFINED 1,2 500 ANADARKO PETROLEUM CORP COM 032511107 14,345 300,800 SH DEFINED 1,2 300,800 ANALOG DEVICES COM 032654105 16 500 SH DEFINED 1,2 500 ANDREW CORP COM 034425108 2 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ANDREW CORP NOTE 034425AB4 968 1,000,000 PRN DEFINED 2,3 73,048 ANHEUSER-BUSCH COS INC. COM 035229103 2,580 56,600 SH DEFINED 1,2 56,600 AON CORP COM 037389103 1,406 40,375 SH DEFINED 1,2 40,375 APACHE CORP COM 037411105 33 480 SH DEFINED 1,2 480 APARTMENT INVT & MGMT CO CL A 03748R101 4 100 SH DEFINED 1,2 100 APOLLO GROUP INC CL A 037604105 16 300 SH DEFINED 1,2 300 APPLE COMPUTER INC COM 037833100 69 1,200 SH DEFINED 1,2 1,200 APPLIED BIOSYSTEMS GROUP GRP 038020103 6 200 SH DEFINED 1,2 200 AQUILA INC COM 03840P102 2,740 650,768 SH DEFINED 2 650,768 ARCHER-DANIELS-MIDLAND CO COM 039483102 37 900 SH DEFINED 1,2 900 ARCHSTONE-SMITH TRUST COM 039583109 15 300 SH DEFINED 1,2 300 ARIZONA STAR RESOURCE CORP COM 04059G106 52,246 4,550,100 SH DEFINED 2,4 4,550,100 ARMOR HOLDINGS INC NOTE 042260AC3 1,188 1,000,000 PRN DEFINED 2,3 18,515 ARVINMERITOR INC COM 043353101 1,337 77,775 SH DEFINED 2 77,775 ASHLAND INC COM 044209104 7 100 SH DEFINED 1,2 100 AT&T INC COM 00206R102 155 5,541 SH DEFINED 1,2 5,541
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ATWOOD OCEANICS INC COM 050095108 992 20,000 SH DEFINED 2 20,000 AUTODESK INC COM 052769106 10 300 SH DEFINED 1,2 300 AUTOMATIC DATA PROCESS COM 053015103 36 800 SH DEFINED 1,2 800 AUTONATION INC COM 05329W102 6 300 SH DEFINED 1,2 300 AUTOZONE INC COM 053332102 1,482 16,800 SH DEFINED 1,2 16,800 AVAYA INC COM 053499109 7 600 SH DEFINED 1,2 600 AVERY DENNISON CORP COM 053611109 12 200 SH DEFINED 1,2 200 AVON PRODUCTS INC COM 054303102 22 700 SH DEFINED 1,2 700 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,359 47,500 SH DEFINED 2 47,500 BAKER HUGHES INC COM 057224107 41 500 SH DEFINED 1,2 500 BALL CORP COM 058498106 7 200 SH DEFINED 1,2 200 BANK OF AMERICA CORP COM 060505104 6,611 137,441 SH DEFINED 1,2 137,441 BANK OF NEW YORK CO INC COM 064057102 4,238 131,600 SH DEFINED 1,2 131,600 BARD (C.R.) INC COM 067383109 15 200 SH DEFINED 1,2 200 BARRICK GOLD CORP COM 067901108 971 32,801 SH DEFINED 2 32,801 BAUSCH & LOMB INC COM 071707103 5 100 SH DEFINED 1,2 100 BAUSCH & LOMB INC FRNT 071707AM5 937 800,000 PRN DEFINED 2,3 13,021
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None BAXTER INTERNATIONAL INC COM 071813109 33 900 SH DEFINED 1,2 900 BB&T CORP COM 054937107 33 800 SH DEFINED 1,2 800 BEAR STEARNS COMP INC COM 073902108 28 200 SH DEFINED 1,2 200 BEARINGPOINT INC COM 074002106 498 59,450 SH DEFINED 2 59,450 BECTON DICKINSON & CO COM 075887109 24 400 SH DEFINED 1,2 400 BED BATH & BEYOND INC COM 075896100 843 25,400 SH DEFINED 1,2 25,400 BELLSOUTH CORP COM 079860102 94 2,600 SH DEFINED 1,2 2,600 BEMIS COMPANY COM 081437105 3 100 SH DEFINED 1,2 100 BEST BUY CO INC COM 086516101 41 750 SH DEFINED 1,2 750 BIG LOTS INC COM 089302103 2 100 SH DEFINED 1,2 100 BIOGEN IDEC INC COM 09062X103 21 460 SH DEFINED 1,2 460 BIOMARIN PHARMACEUTICAL NOTE 09061GAB7 1,692 1,600,000 PRN DEFINED 2,3 114,172 BIOMARIN PHARMACEUTICAL NOTE 09061GAC5 882 800,000 PRN DEFINED 2,3 48,265 BIOMET INC COM 090613100 13 400 SH DEFINED 1,2 400 BJ SERVICES CO COM 055482103 22 600 SH DEFINED 1,2 600 BLACK & DECKER CORP COM 091797100 8 100 SH DEFINED 1,2 100 BMC SOFTWARE INC COM 055921100 7 300 SH DEFINED 1,2 300
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None BOEING CO COM 097023105 1,736 21,200 SH DEFINED 1,2 21,200 BOSTON SCIENTIFIC CORP COM 101137107 838 49,764 SH DEFINED 1,2 49,764 BOWNE & CO INC COM 103043105 843 58,950 SH DEFINED 2 58,950 BRISTOL-MYERS SQUIBB CO COM 110122108 2,593 100,275 SH DEFINED 1,2 100,275 BROADCOM CORP CL A 111320107 18 600 SH DEFINED 1,2 600 BROWN-FORMAN CORP CL B 115637209 14 200 SH DEFINED 1,2 200 BRUNSWICK CORP COM 117043109 3 100 SH DEFINED 1,2 100 BURLINGTON NORTHERN SANTA FECOM 12189T104 48 600 SH DEFINED 1,2 600 CA INC COM 12673P105 1,944 94,602 SH DEFINED 1,2 94,602 CAL DIVE INTERNATIONAL NOTE 127914AB5 1,042 700,000 PRN DEFINED 2,3 21,784 CALUMET SPECIALTY PROD LTD PART131476103 6,593 207,789 SH DEFINED 2,4 207,789 CAMPBELL SOUP CO COM 134429109 19 500 SH DEFINED 1,2 500 CAPITAL ONE FINANCIAL CORP COM 14040H105 34 400 SH DEFINED 1,2 400 CARDINAL HEALTH INC COM 14149Y108 39 600 SH DEFINED 1,2 600 CAREMARK RX INC COM 141705103 35 700 SH DEFINED 1,2 700 CARNIVAL CORP PAIRED C143658300 33 800 SH DEFINED 1,2 800
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None CARNIVAL CORP DBCV 143658AV4 2,520 3,600,000 PRN DEFINED 2,3 43,848 CARNIVAL CORP DBCV 143658AV4 2,345 3,600,000 PRN DEFINED 2,3 43,848 CATERPILLAR INC COM 149123101 74 1,000 SH DEFINED 1,2 1,000 CBS CORP-CLASS B CL B 124857202 31 1,150 SH DEFINED 1,2 1,150 CENDANT CORP COM 151313103 839 51,500 SH DEFINED 1,2 51,500 CENTERPOINT ENERGY INC COM 15189T107 5 400 SH DEFINED 1,2 400 CENTEX CORP COM 152312104 4,436 88,200 SH DEFINED 1,2 88,200 CENTURYTEL INC COM 156700106 7 200 SH DEFINED 1,2 200 CENTURYTEL INC DBCV 156700AH9 1,241 1,200,000 PRN DEFINED 2,3 29,663 CERADYNE INC NOTE 156710AA3 442 400,000 PRN DEFINED 2,3 6,841 CHARTER COMMUN INC NOTE 16117MAE7 259 350,000 PRN DEFINED 2,3 144,628 CHESAPEAKE ENERGY CORP COM 165167107 1,522 50,300 SH DEFINED 2 50,300 CHEVRON CORP COM 166764100 2,222 35,807 SH DEFINED 1,2 35,807 CHUBB CORP COM 171232101 30 600 SH DEFINED 1,2 600 CIBER INC COM 17163B102 1,243 188,575 SH DEFINED 2 188,575 CIGNA CORP COM 125509109 20 200 SH DEFINED 1,2 200 CINCINNATI FINANCIAL CORP COM 172062101 10 220 SH DEFINED 1,2 220
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None CINTAS CORP COM 172908105 8 200 SH DEFINED 1,2 200 CIRCUIT CITY STORES INC COM 172737108 5 200 SH DEFINED 1,2 200 CISCO SYSTEMS INC COM 17275R102 338 17,300 SH DEFINED 1,2 17,300 CIT GROUP INC COM 125581108 16 300 SH DEFINED 1,2 300 CITIGROUP INC COM 172967101 6,155 127,565 SH DEFINED 1,2 127,565 CITIZENS COMMUNICA CO COM 17453B101 5 400 SH DEFINED 1,2 400 CITRIX SYSTEMS INC COM 177376100 8 200 SH DEFINED 1,2 200 CLOROX COMPANY COM 189054109 12 200 SH DEFINED 1,2 200 CMS ENERGY CORP COM 125896100 4 300 SH DEFINED 1,2 300 CNA SURETY CORPORATION COM 12612L108 473,907 27,425,147 SH DEFINED 1,2,4 27,425,147 COACH INC COM 189754104 912 30,500 SH DEFINED 1,2 30,500 COCA-COLA CO/THE COM 191216100 495 11,500 SH DEFINED 1,2 11,500 COCA-COLA ENTERPRISES COM 191219104 10 500 SH DEFINED 1,2 500 COLGATE-PALMOLIVE CO COM 194162103 48 800 SH DEFINED 1,2 800 COMCAST CORP CL A SPL CL A 20030N200 6,720 205,000 SH DEFINED 2 205,000 COMCAST CORP-CL A CLA 20030N101 3,372 103,002 SH DEFINED 1,2 103,002 COMERICA INC COM 200340107 1,323 25,450 SH DEFINED 1,2 25,450
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None COMMERCE BANCORP INC/NJ COM 200519106 551 15,440 SH DEFINED 1,2 15,440 COMPASS BANCSHARES INC COM 20449H109 11 200 SH DEFINED 1,2 200 COMPUTER SCIENCES CORP COM 205363104 694 14,300 SH DEFINED 1,2 14,300 COMPUWARE CORP COM 205638109 3 500 SH DEFINED 1,2 500 COMVERSE TECHNOLOGY INC COM 205862402 6 300 SH DEFINED 1,2 300 CONAGRA FOODS INC COM 205887102 15 700 SH DEFINED 1,2 700 CONMED CORP COM 207410101 1,031 49,825 SH DEFINED 2 49,825 CONOCOPHILLIPS COM 20825C104 4,093 62,454 SH DEFINED 1,2 62,454 CONSOLIDATED EDISON INC COM 209115104 18 400 SH DEFINED 1,2 400 CONSTELLATION BRANDS CL A 21036P108 8 300 SH DEFINED 1,2 300 CONSTELLATION ENERGY COM 210371100 16 300 SH DEFINED 1,2 300 COOPER INDUSTRIES LTD CL A G24182100 19 200 SH DEFINED 1,2 200 COOPER TIRE & RUBBER COM 216831107 1 100 SH DEFINED 1,2 100 COPANO ENERGY LLC COM 217202100 5,153 107,856 SH DEFINED 2,4 107,856 CORNING INC COM 219350105 48 2,000 SH DEFINED 1,2 2,000 COSTCO WHOLESALE CORP COM 22160K105 40 700 SH DEFINED 1,2 700
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None COUNTRYWIDE FINAN CORP COM 222372104 781 20,498 SH DEFINED 1,2 20,498 CROSSTEX ENERGY INC COM 22765Y104 1,902 20,000 SH DEFINED 2,4 20,000 CROSSTEX ENERGY LP COM 22765U102 4,086 111,100 SH DEFINED 2,4 111,100 CSX CORP COM 126408103 1,289 18,300 SH DEFINED 1,2 18,300 CUMMINS INC COM 231021106 12 100 SH DEFINED 1,2 100 CVS CORP COM 126650100 918 29,900 SH DEFINED 1,2 29,900 CYMER INC NOTE 232572AE7 2,517 2,400,000 PRN DEFINED 2,3 48,000 DANAHER CORP COM 235851102 798 12,400 SH DEFINED 1,2 12,400 DARDEN RESTAURANTS INC COM 237194105 8 200 SH DEFINED 1,2 200 DCP MIDSTREAM PARTNERS LP LTD PART23311P100 1,968 69,800 SH DEFINED 2,4 69,800 DEERE & CO COM 244199105 33 400 SH DEFINED 1,2 400 DEL MONTE FOODS CO COM 24522P103 739 65,825 SH DEFINED 2 65,825 DELL INC COM 24702R101 506 20,700 SH DEFINED 1,2 20,700 DELPHI FINANCIAL GROUP CLA 247131105 888 24,413 SH DEFINED 2 24,413 DEVON ENERGY CORPORATION COM 25179M103 42 700 SH DEFINED 1,2 700 DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2,391 35,400 SH DEFINED 2 35,400 DILLARDS INC-CL A CL A 254067101 3 100 SH DEFINED 1,2 100 DISNEY (WALT) CO NOTE 254687AU0 2,203 2,000,000 PRN DEFINED 2,3 67,889
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None DOLLAR GENERAL CORP COM 256669102 6 400 SH DEFINED 1,2 400 DOMINION RESOURCES INC/VA COM 25746U109 37 500 SH DEFINED 1,2 500 DOVER CORP COM 260003108 15 300 SH DEFINED 1,2 300 DOW CHEMICAL COM 260543103 1,912 49,000 SH DEFINED 1,2 49,000 DPL INC COM 233293109 3,988 148,790 SH DEFINED 2 148,790 DR HORTON INC COM 23331A109 10 400 SH DEFINED 1,2 400 DST SYSTEMS INC DBCV 233326AB3 661 500,000 PRN DEFINED 2,3 10,187 DTE ENERGY COMPANY COM 233331107 12 300 SH DEFINED 1,2 300 DU PONT (E.I.) DE NEMOURS COM 263534109 58 1,400 SH DEFINED 1,2 1,400 DUKE ENERGY CORP COM 26441C105 1,231 41,906 SH DEFINED 1,2 41,906 DYNEGY INC-CL A CL A 26816Q101 614 112,193 SH DEFINED 1,2 112,193 E*TRADE FINANCIAL CORP COM 269246104 11 500 SH DEFINED 1,2 500 EASTMAN CHEMICAL CO COM 277432100 5 100 SH DEFINED 1,2 100 EASTMAN KODAK CO COM 277461109 10 400 SH DEFINED 1,2 400 EATON CORP COM 278058102 15 200 SH DEFINED 1,2 200 EBAY INC COM 278642103 940 32,100 SH DEFINED 1,2 32,100
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ECOLAB INC COM 278865100 12 300 SH DEFINED 1,2 300 EDISON INTERNATIONAL COM 281020107 20 500 SH DEFINED 1,2 500 EL PASO CORP COM 28336L109 14 900 SH DEFINED 1,2 900 ELECTRONIC ARTS INC COM 285512109 250 5,800 SH DEFINED 1,2 5,800 ELECTRONIC DATA SYSTEMS COM 285661104 17 700 SH DEFINED 1,2 700 ELI LILLY & CO COM 532457108 88 1,600 SH DEFINED 1,2 1,600 EMBARQ CORP COM 29078E105 8 206 SH DEFINED 1,2 206 EMC CORP/MASS COM 268648102 37 3,400 SH DEFINED 1,2 3,400 EMERSON ELECTRIC CO COM 291011104 50 600 SH DEFINED 1,2 600 ENCANA CORP COM 292505104 6,212 118,000 SH DEFINED 2 118,000 ENDURANCE SPECIALTY HOLDINGSSHS G30397106 800 25,000 SH DEFINED 2 25,000 ENERGY TRANSFER EQUITY LP LTD PART29273V100 2,053 77,500 SH DEFINED 2,4 77,500 ENERGY TRANSFER PARTNERS LP LTD PART29273R109 5,934 132,900 SH DEFINED 2,4 132,900 ENTERGY CORP COM 29364G103 3,778 53,400 SH DEFINED 1,2 53,400 ENTERPRISE PRODUCTS PARTNERSCOM 293792107 6,033 242,300 SH DEFINED 2,4 242,300 EOG RESOURCES INC COM 26875P101 28 400 SH DEFINED 1,2 400
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None EQUIFAX INC COM 294429105 7 200 SH DEFINED 1,2 200 EQUITY OFFICE PROPERTIES TR COM 294741103 22 600 SH DEFINED 1,2 600 EQUITY RESIDENTIAL INT 29476L107 18 400 SH DEFINED 1,2 400 EXELON CORP COM 30161N101 5,727 100,782 SH DEFINED 1,2 100,782 EXPEDITORS INTERNATIONAL WASCOM 302130109 528 9,425 SH DEFINED 1,2 9,425 EXPRESS SCRIPTS INC COM 302182100 14 200 SH DEFINED 1,2 200 EXPRESSJET HOLDINGS NOTE 30218UAB4 360 400,000 PRN DEFINED 2,3 21,978 EXXON MOBIL CORP COM 30231G102 1,785 29,100 SH DEFINED 1,2 29,100 FANNIE MAE COM 313586109 3,336 69,350 SH DEFINED 1,2 69,350 FEDERATED DEPARTMENT STORES COM 31410H101 31 848 SH DEFINED 1,2 848 FEDERATED INVESTORS INC CL B 314211103 3 100 SH DEFINED 1,2 100 FEDEX CORP COM 31428X106 58 500 SH DEFINED 1,2 500 FEI COMPANY NOTE 30241LAD1 780 800,000 PRN DEFINED 2,3 29,485 FIRST AMERICAN CORP COM 318522307 2,796 66,150 SH DEFINED 2 66,150 FIRST DATA CORP COM 319963104 50 1,119 SH DEFINED 1,2 1,119 FIRST HORIZON NATIONAL CORP COM 320517105 8 200 SH DEFINED 1,2 200 FIRSTENERGY CORP COM 337932107 27 500 SH DEFINED 1,2 500 FISERV INC COM 337738108 14 300 SH DEFINED 1,2 300 FISHER SCIENTIFIC INTL NOTE 338032AW5 1,133 700,000 PRN DEFINED 2,3 14,748 200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None FISHER SCIENTIFIC INTL INC COM 338032204 15 200 SH DEFINED 1,2 200 FLIR SYSTEMS INC NOTE 302445AB7 1,013 870,000 PRN DEFINED 2,3 19,602 FLUOR CORP COM 343412102 9 100 SH DEFINED 1,2 100 FMC CORP (NEW) COM 302491303 779 12,100 SH DEFINED 2 12,100 FORD MOTOR CO COM 345370860 18 2,600 SH DEFINED 1,2 2,600 FOREST LABORATORIES INC COM 345838106 19 500 SH DEFINED 1,2 500 FORTUNE BRANDS INC COM 349631101 14 200 SH DEFINED 1,2 200 FPL GROUP INC COM 302571104 25 600 SH DEFINED 1,2 600 FRANKLIN RESOURCES INC COM 354613101 26 300 SH DEFINED 1,2 300 FREDDIE MAC COM 313400301 2,507 43,975 SH DEFINED 1,2 43,975 FREEPORT-MCMORAN COPPER CL B 35671D857 17 300 SH DEFINED 1,2 300 FREESCALE SEMICONDUCTOR CL B 35687M206 17 564 SH DEFINED 1,2 564 GANNETT CO COM 364730101 3,459 61,840 SH DEFINED 1,2 61,840 GAP INC/THE COM 364760108 17 1,000 SH DEFINED 1,2 1,000 GENENTECH INC COM 368710406 1,076 13,160 SH DEFINED 1,2 13,160 GENERAL DYNAMICS CORP COM 369550108 39 600 SH DEFINED 1,2 600 GENERAL ELECTRIC CO COM 369604103 5,088 154,370 SH DEFINED 1,2 154,370
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None GENERAL MILLS INC COM 370334104 26 500 SH DEFINED 1,2 500 GENERAL MOTORS CORP COM 370442105 24 800 SH DEFINED 1,2 800 GENESIS ENERGY L.P. COM 371927104 3,857 275,900 SH DEFINED 2,4 275,900 GENUINE PARTS CO COM 372460105 12 300 SH DEFINED 1,2 300 GENZYME CORP COM 372917104 501 8,200 SH DEFINED 1,2 8,200 GENZYME CORP NOTE 372917AN4 885 850,000 PRN DEFINED 2,3 11,931 GETTY IMAGES INC COM 374276103 248 3,900 SH DEFINED 1,2 3,900 GILEAD SCIENCES INC COM 375558103 248 4,200 SH DEFINED 1,2 4,200 GLOBAL IMAGING SYS INC COM 37934A100 980 23,750 SH DEFINED 2 23,750 GOLDEN WEST FIN CORP COM 381317106 30 400 SH DEFINED 1,2 400 GOLDMAN SACHS GROUP INC COM 38141G104 105 700 SH DEFINED 1,2 700 GOODRICH CORP COM 382388106 8 200 SH DEFINED 1,2 200 GOODYEAR TIRE & RUBBER CO COM 382550101 2 200 SH DEFINED 1,2 200 GOOGLE INC-CL A CL A 38259P508 3,103 7,400 SH DEFINED 1,2 7,400 H&R BLOCK INC COM 093671105 1,225 51,361 SH DEFINED 1,2 51,361 HALLIBURTON CO COM 406216101 1,165 15,700 SH DEFINED 1,2 15,700 HANGER ORTHOPEDIC GROUP INC COM 41043F208 460 55,075 SH DEFINED 2 55,075
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None HARLEY-DAVIDSON INC COM 412822108 22 400 SH DEFINED 1,2 400 HARRAHS ENTERTAINMENT INC COM 413619107 21 300 SH DEFINED 1,2 300 HARTFORD FINANCIAL GRP COM 416515104 42 500 SH DEFINED 1,2 500 HASBRO INC COM 418056107 703 38,825 SH DEFINED 1,2 38,825 HCA INC COM 404119109 1,573 36,450 SH DEFINED 1,2 36,450 HEALTH MGMT ASSOC INC CL A 421933102 6 300 SH DEFINED 1,2 300 HENRY SCHEIN INC NOTE 806407AB8 1,059 900,000 PRN DEFINED 2,3 19,422 HERCULES INC COM 427056106 2 100 SH DEFINED 1,2 100 HERSHEY CO/THE COM 427866108 17 300 SH DEFINED 1,2 300 HESS CORP LTD PART42809H107 32 600 SH DEFINED 1,2 600 HEWLETT-PACKARD CO COM 428236103 2,812 88,760 SH DEFINED 1,2 88,760 HILAND PARTNERS LP LTD PART431291103 2,470 55,000 SH DEFINED 2,4 55,000 HILTON HOTELS CORP COM 432848109 14 500 SH DEFINED 1,2 500 HJ HEINZ CO COM 423074103 21 500 SH DEFINED 1,2 500 HOME DEPOT INC COM 437076102 3,762 105,100 SH DEFINED 1,2 105,100 HONEYWELL INTER INC COM 438516106 48 1,200 SH DEFINED 1,2 1,200 HORACE MANN EDUCATORS COM 440327104 863 50,900 SH DEFINED 2 50,90
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None HORMEL FOODS CORP COM 440452100 189 5,100 SH DEFINED 2 5,100 HOSPIRA INC COM 441060100 9 220 SH DEFINED 1,2 220 HOST HOTELS & RESORTS INC COM 44107P104 4 183 SH DEFINED 1,2 183 HUB INTERNATIONAL LIMITED COM 44332P101 565 21,550 SH DEFINED 2 21,550 HUGOTON ROYALTY TRUST INT 444717102 1 29 SH DEFINED 1,2 29 HUMANA INC COM 444859102 11 200 SH DEFINED 1,2 200 HUNTINGTON BANCSHARES INC COM 446150104 7 300 SH DEFINED 1,2 300 HUTCHINSON TECH NOTE 448407AE6 919 1,000,000 PRN DEFINED 2,3 33,512 IDACORP INC COM 451107106 784 22,875 SH DEFINED 2 22,875 ILLINOIS TOOL WORKS COM 452308109 38 800 SH DEFINED 1,2 800 IMS HEALTH INC COM 449934108 8 300 SH DEFINED 1,2 300 INCO LTD DBCV 453258AT2 2,546 1,210,000 PRN DEFINED 2 38,642 INGERSOLL-RAND CO LTD CL A G4776G101 26 600 SH DEFINED 1,2 600 INTEGRA LIFESCIENCES HLD NOTE 457985AB5 763 635,000 PRN DEFINED 2,3 18,596 INTEL CORP COM 458140100 1,115 58,800 SH DEFINED 1,2 58,800 INTERPUBLIC GROUP COS NOTE 460690AT7 917 930,000 PRN DEFINED 2,3 74,879 INTERPUBLIC GROUP OF COS COM 460690100 5 614 SH DEFINED 1,2 614
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None INTL BUSINESS MACHINES CORP COM 459200101 7,859 102,300 SH DEFINED 1,2 102,300 INTL FLAVORS & FRAGRANCES COM 459506101 4 100 SH DEFINED 1,2 100 INTL GAME TECHNOLOGY COM 459902102 19 500 SH DEFINED 1,2 500 INTUIT INC COM 461202103 18 300 SH DEFINED 1,2 300 INVITROGEN INC NOTE 46185RAJ9 974 900,000 PRN DEFINED 2,3 13,189 IPC HOLDINGS LTD ORD G4933P101 2,409 97,700 SH DEFINED 2 97,700 ISHARES MSCI JAPAN INDEX MSCI JAP464286848 10,230 750,000 SH DEFINED 2 750,000 ITT CORP COM 450911102 20 400 SH DEFINED 1,2 400 J.C. PENNEY CO INC COM 708160106 27 400 SH DEFINED 1,2 400 JABIL CIRCUIT INC COM 466313103 8 300 SH DEFINED 1,2 300 JANUS CAPITAL GROUP INC COM 47102X105 5 300 SH DEFINED 1,2 300 JER INVESTORS TRUST INC COM 46614H301 700 45,000 SH DEFINED 2,4 45,000 JOHNSON & JOHNSON COM 478160104 3,764 62,810 SH DEFINED 1,2 62,810 JOHNSON CONTROLS INC COM 478366107 1,982 24,100 SH DEFINED 1,2 24,100 JONES APPAREL GROUP INC COM 480074103 6 200 SH DEFINED 1,2 200 JPMORGAN CHASE & CO COM 46625H100 1,876 44,662 SH DEFINED 1,2 44,662 KB HOME COM 48666K109 5 100 SH DEFINED 1,2 100 KELLOGG CO COM 487836108 24 500 SH DEFINED 1,2 500 KELLY SERVICES INC -CL A CL A 488152208 1,320 48,571 SH DEFINED 2 48,571
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None KENNAMETAL INC COM 489170100 764 12,275 SH DEFINED 2 12,275 KERR-MCGEE CORP COM 492386107 28 400 SH DEFINED 1,2 400 KEYCORP COM 493267108 21 600 SH DEFINED 1,2 600 KEYSPAN CORP COM 49337W100 12 300 SH DEFINED 1,2 300 KIMBERLY-CLARK CORP COM 494368103 43 700 SH DEFINED 1,2 700 KINDER MORGAN INC COM 49455P101 20 200 SH DEFINED 1,2 200 KINDER MORGAN MANAGEMENT LLCSHS 49455U100 4,982 115,800 SH DEFINED 2,4 115,800 KOHLS CORP COM 500255104 30 500 SH DEFINED 1,2 500 KROGER CO COM 501044101 22 1,000 SH DEFINED 1,2 1,000 K-SEA TRANSPORTATION PARTNERCOM 48268Y101 2,205 68,600 SH DEFINED 2,4 68,600 L-3 COMMUNICATIONS HOLDINGS COM 502424104 166 2,200 SH DEFINED 1,2 2,200 LABORATORY CRP OF AMER HLDGSCOM 50540R409 12 200 SH DEFINED 1,2 200 LEAR SEATING CORP COM 521865105 3,042 136,950 SH DEFINED 2 136,950 LEGGETT & PLATT INC COM 524660107 7 300 SH DEFINED 1,2 300 LEHMAN BROTHERS HOLDINGS INCCOM 524908100 1,941 29,800 SH DEFINED 1,2 29,800 LEVEL 3 COMMUNICATIONS NOTE 52729NAS9 332 400,000 PRN DEFINED 2,3 2,966
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None LEVEL 3 COMMUNICATIONS NOTE 52729NBA7 226 250,000 PRN DEFINED 2,3 34,819 LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 3,493 3,450,000 PRN DEFINED 2,3 631,868 LEXMARK INTERNATIONAL INC CL A 529771107 11 200 SH DEFINED 1,2 200 LIBERTY MEDIA DEB 530718AF2 1,910 1,800,000 PRN DEFINED 2,3 103,334 LIMITED BRANDS INC COM 532716107 13 500 SH DEFINED 1,2 500 LINCARE HOLDINGS DBCV 532791AB6 930 950,000 PRN DEFINED 2,3 17,814 LINCOLN NATIONAL CORP COM 534187109 5,671 100,479 SH DEFINED 1,2 100,479 LINEAR TECHNOLOGY CORP COM 535678106 13 400 SH DEFINED 1,2 400 LIZ CLAIBORNE INC COM 539320101 7 200 SH DEFINED 1,2 200 LOCKHEED MARTIN CORP COM 539830109 43 600 SH DEFINED 1,2 600 LORAL SPACE AND COMM-W/I COM 543881106 593 20,900 SH DEFINED 2 20,900 LOUISIANA-PACIFIC CORP COM 546347105 2 100 SH DEFINED 1,2 100 LOWES COS INC COM 548661107 67 1,100 SH DEFINED 1,2 1,100 LSI LOGIC CORP COM 502161102 4 500 SH DEFINED 1,2 500 LUCENT TECHNOLOGIES INC COM 549463107 1,957 808,700 SH DEFINED 1,2 808,700 M & T BANK CORP COM 55261F104 24 200 SH DEFINED 1,2 200 MACQUARIE INFRASTRUCTURE CO INT 55607X108 2,969 107,600 SH DEFINED 2,4 107,600
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None MAGELLAN MIDSTREAM PARTNERS COM 559080106 3,867 113,800 SH DEFINED 2,4 113,800 MAGNA INTERNATIONAL INC CL A 559222401 1,623 22,550 SH DEFINED 2 22,550 MANOR CARE INC COM 564055101 5 100 SH DEFINED 1,2 100 MARATHON OIL CORP COM 565849106 44 523 SH DEFINED 1,2 523 MARKWEST ENERGY PARTNERS LP LTD PART570759100 6,191 150,000 SH DEFINED 2,4 150,000 MARKWEST HYDROCARBON INC COM 570762104 1,658 67,000 SH DEFINED 2,4 67,000 MARRIOTT INTERNATIONAL CLA 571903202 1,586 41,600 SH DEFINED 1,2 41,600 MARSHALL & ILSLEY CORP COM 571834100 14 300 SH DEFINED 1,2 300 MARTIN MIDSTREAM PARTNERS LPINT 573331105 3,549 115,305 SH DEFINED 2,4 115,305 MASCO CORP COM 574599106 18 600 SH DEFINED 1,2 600 MASTERCARD INC-CLASS A COM 57636Q104 970 20,200 SH DEFINED 2 20,200 MATTEL INC COM 577081102 8 500 SH DEFINED 1,2 500 MAVERICK TUBE CORP NOTE 577914AB0 1,410 650,000 PRN DEFINED 2,3 22,268 MAXIM INTEGRATED PRODUCTS COM 57772K101 171 5,330 SH DEFINED 1,2 5,330 MBIA INC COM 55262C100 3,817 65,200 SH DEFINED 1,2 65,200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None MCCLATCHY CO-CLASS A CLA 579489105 2 51 SH DEFINED 1,2 51 MCCORMICK & CO COM 579780206 7 200 SH DEFINED 1,2 200 MCDATA CORP NOTE 580031AD4 675 800,000 PRN DEFINED 2,3 74,719 MCDONALDS CORP COM 580135101 2,211 65,800 SH DEFINED 1,2 65,800 MCGRAW-HILL COMPANIES INC COM 580645109 25 500 SH DEFINED 1,2 500 MCKESSON CORP COM 58155Q103 19 400 SH DEFINED 1,2 400 MEADWESTVACO CORP COM 583334107 8 300 SH DEFINED 1,2 300 MEDCO HEALTH SOLUTIONS INC COM 58405U102 24 411 SH DEFINED 1,2 411 MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,246 200,000 SH DEFINED 2 200,000 MEDICIS PHARMACE NOTE 58470KAA2 911 900,000 PRN DEFINED 2,3 15,491 MEDTRONIC INC COM 585055106 221 4,700 SH DEFINED 1,2 4,700 MELLON FINANCIAL CORP COM 58551A108 21 600 SH DEFINED 1,2 600 MEREDITH CORP COM 589433101 5 100 SH DEFINED 1,2 100 MERRILL LYNCH & CO INC COM 590188108 97 1,400 SH DEFINED 1,2 1,400 METLIFE INC COM 59156R108 2,427 47,400 SH DEFINED 1,2 47,400 MGIC INVESTMENT CORP COM 552848103 13 200 SH DEFINED 1,2 200 MI DEVELOPMENTS INC-CLASS A CL A 55304X104 1,072 31,625 SH DEFINED 2 31,625
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None MICRON TECHNOLOGY INC COM 595112103 12 800 SH DEFINED 1,2 800 MICROSOFT CORP COM 594918104 8,905 382,205 SH DEFINED 1,2 382,205 MILACRON INC COM 598709103 91 91,150 SH DEFINED 2 91,150 MILLIPORE CORP COM 601073109 6 100 SH DEFINED 1,2 100 MOLEX INC COM 608554101 7 200 SH DEFINED 1,2 200 MOLSON COORS BREWING CO -B CL B 60871R209 7 100 SH DEFINED 1,2 100 MONSANTO CO COM 61166W101 36 426 SH DEFINED 1,2 426 MONSTER WORLDWIDE INC COM 611742107 9 200 SH DEFINED 1,2 200 MOODYS CORP COM 615369105 22 400 SH DEFINED 1,2 400 MORGAN STANLEY COM 617446448 3,421 54,125 SH DEFINED 1,2 54,125 MOTOROLA INC COM 620076109 937 46,500 SH DEFINED 1,2 46,500 MYLAN LABORATORIES INC COM 628530107 6 300 SH DEFINED 1,2 300 NABORS INDUSTRIES LTD SHS G6359F103 14 400 SH DEFINED 1,2 400 NATIONAL CITY CORP COM 635405103 29 800 SH DEFINED 1,2 800 NATIONAL OILWELL VARCO INC COM 637071101 19 300 SH DEFINED 1,2 300
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None NATIONAL SEMICONDUCTOR CORP COM 637640103 12 500 SH DEFINED 1,2 500 NBTY INC COM 628782104 1,164 48,675 SH DEFINED 2 48,675 NCI BUILDING SYSTEMS INC COM 628852105 391 7,350 SH DEFINED 2 7,350 NCO GROUP INC COM 628858102 563 21,300 SH DEFINED 2 21,300 NCR CORPORATION COM 62886E108 11 300 SH DEFINED 1,2 300 NETWORK APPLIANCE INC COM 64120L104 974 27,605 SH DEFINED 1,2 27,605 NEWELL RUBBERMAID INC COM 651229106 10 400 SH DEFINED 1,2 400 NEWMONT MINING CORP COM 651639106 32 600 SH DEFINED 1,2 600 NEWS CORP-CL A CL A 65248E104 6,600 344,106 SH DEFINED 1,2 344,106 NICOR INC COM 654086107 4 100 SH DEFINED 1,2 100 NIKE INC -CL B CL B 654106103 32 400 SH DEFINED 1,2 400 NISOURCE INC COM 65473P105 2,870 131,400 SH DEFINED 1,2 131,400 NOBLE CORP SHS G65422100 15 200 SH DEFINED 1,2 200 NORDSTROM INC COM 655664100 15 400 SH DEFINED 1,2 400 NORFOLK SOUTHERN CORP COM 655844108 32 600 SH DEFINED 1,2 600
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None NORTEL NETWORKS NOTE 656568AB8 9,614 10,200,000 PRN DEFINED 2,3,4 1,020,000 NORTH FORK BANCORPOR COM 659424105 21 700 SH DEFINED 1,2 700 NORTHERN TRUST CORP COM 665859104 1,183 21,400 SH DEFINED 1,2 21,400 NORTHROP GRUMMAN CORP COM 666807102 35 548 SH DEFINED 1,2 548 NOVELL INC COM 670006105 3 500 SH DEFINED 1,2 500 NOVELL INC DBCV 670006AC9 2,304 2,600,000 PRN DEFINED 2,3 225,655 NOVELLUS SYSTEMS INC COM 670008101 5 200 SH DEFINED 1,2 200 NUCOR CORP COM 670346105 22 400 SH DEFINED 1,2 400 NVIDIA CORP COM 67066G104 9 400 SH DEFINED 1,2 400 OCCIDENTAL PETROLEUM CORP COM 674599105 62 600 SH DEFINED 1,2 600 OFFICE DEPOT INC COM 676220106 15 400 SH DEFINED 1,2 400 OFFICEMAX INC COM 67622P101 4 100 SH DEFINED 1,2 100 OLD REPUBLIC INTL CORP COM 680223104 1,451 67,922 SH DEFINED 2 67,922 OMNICOM GROUP COM 681919106 27 300 SH DEFINED 1,2 300 ORACLE CORP COM 68389X105 4,445 306,752 SH DEFINED 1,2 306,752 P G & E CORP COM 69331C108 3,688 93,900 SH DEFINED 1,2 93,900
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None PACCAR INC COM 693718108 25 300 SH DEFINED 1,2 300 PACIFIC ENERGY PARTNERS COM 69422R105 3,994 122,600 SH DEFINED 2,4 122,600 PACTIV CORPORATION COM 695257105 5 200 SH DEFINED 1,2 200 PALL CORP COM 696429307 6 200 SH DEFINED 1,2 200 PANTRY INC NOTE 698657AL7 913 660,000 PRN DEFINED 2,3 13,175 PARAMETRIC TECHNOLOGY CORP COM 699173209 2 120 SH DEFINED 1,2 120 PARKER HANNIFIN CORP COM 701094104 16 200 SH DEFINED 1,2 200 PAYCHEX INC COM 704326107 19 500 SH DEFINED 1,2 500 PEOPLES ENERGY CORP COM 711030106 4 100 SH DEFINED 1,2 100 PEPSI BOTTLING GROUP INC COM 713409100 10 300 SH DEFINED 1,2 300 PEPSICO INC COM 713448108 1,465 24,400 SH DEFINED 1,2 24,400 PERKINELMER INC COM 714046109 4 200 SH DEFINED 1,2 200 PETRO-CANADA COM 71644E102 2,845 60,000 SH DEFINED 2 60,000 PFIZER INC COM 717081103 3,797 161,800 SH DEFINED 1,2 161,800 PHARMACEUTICAL HOLDRS TRUST DEPOSIT71712A206 70,290 1,000,000 SH DEFINED 2 1,000,000 PHELPS DODGE CORP COM 717265102 33 400 SH DEFINED 1,2 400 PHH CORP COM 693320202 832 30,225 SH DEFINED 2 30,225 PIKE ELECTRIC CORP COM 721283109 813 42,225 SH DEFINED 2 42,225
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None PINNACLE WEST CAPITAL COM 723484101 8 200 SH DEFINED 1,2 200 PIONEER NATURAL RESOUR CO COM 723787107 3,249 70,000 SH DEFINED 2 70,000 PITNEY BOWES INC COM 724479100 12 300 SH DEFINED 1,2 300 PLAIMS ALL AMER PIPELINE LP LTD PART726503105 3,275 75,000 SH DEFINED 2,4 75,000 PLUM CREEK TIMBER CO COM 729251108 11 300 SH DEFINED 1,2 300 PMI GROUP INC COM 69344M101 669 15,000 SH DEFINED 2 15,000 PNC FINANCIAL SERVICES GROUPCOM 693475105 28 400 SH DEFINED 1,2 400 PPG INDUSTRIES INC COM 693506107 20 300 SH DEFINED 1,2 300 PPL CORPORATION COM 69351T106 19 600 SH DEFINED 1,2 600 PRAXAIR INC COM 74005P104 1,269 23,500 SH DEFINED 1,2 23,500 PRIDE INTERNATIONAL INC NOTE 74153QAD4 1,064 800,000 PRN DEFINED 2,3 31,124 PRINCIPAL FINANCIAL GROUP COM 74251V102 22 400 SH DEFINED 1,2 400 PROCTER & GAMBLE CO COM 742718109 1,049 18,865 SH DEFINED 1,2 18,865 PROGRESS ENERGY INC COM 743263105 17 400 SH DEFINED 1,2 400 PROGRESSIVE CORP COM 743315103 1,375 53,480 SH DEFINED 1,2 53,480 PROLOGIS INT 743410102 16 300 SH DEFINED 1,2 300 PRUDENTIAL FINANCIAL INC COM 744320102 62 800 SH DEFINED 1,2 800
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None PUBLIC SERVICE ENTERPRISE COM 744573106 26 400 SH DEFINED 1,2 400 PULTE HOMES INC COM 745867101 8,073 280,400 SH DEFINED 1,2 280,400 QUALCOMM INC COM 747525103 817 20,400 SH DEFINED 1,2 20,400 QUANTA SERVICES INC SDCV 74762EAC6 1,163 700,000 PRN DEFINED 2,3 62,859 QUEST DIAGNOSTICS COM 74834L100 18 300 SH DEFINED 1,2 300 QWEST COMMUNICATIONS INTL COM 749121109 19 2,300 SH DEFINED 1,2 2,300 R.H. DONNELLEY CORP COM 74955W307 485 8,966 SH DEFINED 2 8,966 RADIO ONE INC -CL D CL D 75040P405 718 96,975 SH DEFINED 2 96,975 RADIOSHACK CORP COM 750438103 1,191 85,075 SH DEFINED 1,2 85,075 RAYTHEON COMPANY COM 755111507 31 700 SH DEFINED 1,2 700 RED HAT INC DBCV 756577AB8 1,626 1,500,000 PRN DEFINED 2,3 58,613 REGENCY ENERGY PARTNERS LP COM 75885Y107 4,869 221,300 SH DEFINED 2,4 221,300 REGIONS FINANCIAL CORP COM 7591EP100 21 620 SH DEFINED 1,2 620 RENAISSANCERE HOLD LTD COM G7496G103 3,324 68,600 SH DEFINED 2 68,600 RENT-A-CENTER INC COM 76009N100 3,463 139,300 SH DEFINED 2 139,300 REYNOLDS AMERICAN INC COM 761713106 23 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ROBERT HALF INTL INC COM 770323103 8 200 SH DEFINED 1,2 200 ROCKWELL AUTOMATION INC COM 773903109 22 300 SH DEFINED 1,2 300 ROCKWELL COLLINS INC. COM 774341101 17 300 SH DEFINED 1,2 300 ROHM AND HAAS CO COM 775371107 15 300 SH DEFINED 1,2 300 ROWAN COMPANIES INC COM 779382100 7 200 SH DEFINED 1,2 200 RR DONNELLEY & SONS CO COM 257867101 10 300 SH DEFINED 1,2 300 RYDER SYSTEM INC COM 783549108 6 100 SH DEFINED 1,2 100 SAFECO CORP COM 786429100 11 200 SH DEFINED 1,2 200 SAFEWAY INC COM 786514208 16 600 SH DEFINED 1,2 600 SALESFORCE.COM INC COM 79466L302 315 11,800 SH DEFINED 1,2 11,800 SANDISK CORP NOTE 80004CAC5 706 800,000 PRN DEFINED 2,3 9,714 SARA LEE CORP COM 803111103 1,388 86,650 SH DEFINED 1,2 86,650 SCANA CORP COM 80589M102 1,308 33,902 SH DEFINED 2 33,902 SCHERING-PLOUGH CORP COM 806605101 40 2,100 SH DEFINED 1,2 2,100 SCHLUMBERGER LTD COM 806857108 2,503 38,440 SH DEFINED 1,2 38,440
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None SCHWAB (CHARLES) CORP COM 808513105 26 1,600 SH DEFINED 1,2 1,600 SCHWEITZER-MAUDUIT INTL INC COM 808541106 849 39,225 SH DEFINED 2 39,225 SEALED AIR CORP COM 81211K100 5 100 SH DEFINED 1,2 100 SEALY CORP COM 812139301 878 66,175 SH DEFINED 2 66,175 SEARS HOLDINGS CORP COM 812350106 35 225 SH DEFINED 1,2 225 SEMPRA ENERGY COM 816851109 1,551 34,100 SH DEFINED 1,2 34,100 SENOMYX INC COM 81724Q107 258 17,900 SH DEFINED 2 17,900 SFBC INTERNATIONAL INC COM 784121105 522 34,400 SH DEFINED 2 34,400 SHERWIN-WILLIAMS CO/THE COM 824348106 9 200 SH DEFINED 1,2 200 SIGMA-ALDRICH COM 826552101 7 100 SH DEFINED 1,2 100 SIMON PROPERTY GROUP INC COM 828806109 25 300 SH DEFINED 1,2 300 SLM CORP COM 78442P106 721 13,630 SH DEFINED 1,2 13,630 SNAP-ON INC COM 833034101 4 100 SH DEFINED 1,2 100 SOLECTRON CORP COM 834182107 4 1,300 SH DEFINED 1,2 1,300 SOLECTRON CORP NOTE 834182AT4 1,241 1,660,000 PRN DEFINED 2,3 171,722 SOUTHERN CO COM 842587107 35 1,100 SH DEFINED 1,2 1,100 SOUTHWEST AIRLINES CO COM 844741108 16 1,000 SH DEFINED 1,2 1,000
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None SOVEREIGN BANCORP INC COM 845905108 10 500 SH DEFINED 1,2 500 SPRINT NEXTEL CORP COM 852061100 4,280 214,128 SH DEFINED 1,2 214,128 ST JUDE MEDICAL INC COM 790849103 665 20,500 SH DEFINED 1,2 20,500 ST PAUL TRAVELERS COS INC COM 792860108 45 1,007 SH DEFINED 1,2 1,007 STANLEY WORKS/THE COM 854616109 5 100 SH DEFINED 1,2 100 STAPLES INC COM 855030102 244 10,050 SH DEFINED 1,2 10,050 STARBUCKS CORP COM 855244109 1,621 42,930 SH DEFINED 1,2 42,930 STARWOOD HOTELS & RESORTS COM 85590A401 18 300 SH DEFINED 1,2 300 STATE STREET CORP COM 857477103 29 500 SH DEFINED 1,2 500 STRYKER CORP COM 863667101 21 500 SH DEFINED 1,2 500 SUN MICROSYSTEMS INC COM 866810104 20 4,800 SH DEFINED 1,2 4,800 SUNOCO INC COM 86764P109 14 200 SH DEFINED 1,2 200 SUNOCO LOGISTICS PARTNERS COM 86764L108 2,275 55,700 SH DEFINED 2,4 55,700 SUNTRUST BANKS INC COM 867914103 38 500 SH DEFINED 1,2 500 SUPERVALU INC COM 868536103 9 291 SH DEFINED 1,2 291
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None UST INC COM 902911106 8 200 SH DEFINED 1,2 200 SYMANTEC CORP COM 871503108 26 1,674 SH DEFINED 1,2 1,674 SYMBOL TECHNOLOGIES INC COM 871508107 3 301 SH DEFINED 1,2 301 SYNOVUS FINANCIAL CORP COM 87161C105 11 400 SH DEFINED 1,2 400 SYSCO CORP COM 871829107 28 900 SH DEFINED 1,2 900 T ROWE PRICE GROUP INC COM 74144T108 15 400 SH DEFINED 1,2 400 TARGET CORP COM 87612E106 1,041 21,300 SH DEFINED 1,2 21,300 TECO ENERGY INC COM 872375100 4 300 SH DEFINED 1,2 300 TEEKAY LNG PARTNERS LP LTD PARTY8564M105 5,049 166,100 SH DEFINED 2,4 166,100 TEKTRONIX INC COM 879131100 3 100 SH DEFINED 1,2 100 TELLABS INC COM 879664100 8 600 SH DEFINED 1,2 600 TEMPLE-INLAND INC COM 879868107 9 200 SH DEFINED 1,2 200 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 649 48,050 SH DEFINED 2 48,050 TESORO PETROLEUM CORP COM 881609101 2,751 37,000 SH DEFINED 2 37,000 TEXAS INSTRUMENTS INC COM 882508104 73 2,400 SH DEFINED 1,2 2,400 TEXTRON INC COM 883203101 1,696 18,400 SH DEFINED 1,2 18,400 THE WALT DISNEY CO. COM 254687106 412 13,740 SH DEFINED 1,2 13,740
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None THERMO ELECTRON CORP COM 883556102 7 200 SH DEFINED 1,2 200 THERMO ELECTRON CORP SDCV 883556AJ1 4,058 4,200,000 PRN DEFINED 2,3 100,383 TIFFANY & CO COM 886547108 7 200 SH DEFINED 1,2 200 TIME WARNER INC COM 887317105 2,244 129,710 SH DEFINED 1,2 129,710 TIME WARNER TELECOM INC DBCV 887319AC5 414 400,000 PRN DEFINED 2,3 21,459 TJX COMPANIES INC COM 872540109 2,798 122,400 SH DEFINED 1,2 122,400 TORCHMARK CORP COM 891027104 2,367 38,975 SH DEFINED 1,2 38,975 TRANSMONTAIGNE PARTNERS COM 89376V100 2,359 78,200 SH DEFINED 2,4 78,200 TRANSOCEAN INC ORD G90078109 40 500 SH DEFINED 1,2 500 TREDEGAR CORP COM 894650100 366 23,125 SH DEFINED 2 23,125 TREX COMPANY INC COM 89531P105 569 21,975 SH DEFINED 2 21,975 TRIBUNE CO COM 896047107 13 400 SH DEFINED 1,2 400 TRONOX INC-CLASS B CL B 897051207 1 40 SH DEFINED 1,2 40 TXU CORP COM 873168108 48 800 SH DEFINED 1,2 800 TYCO INTERNATIONAL LTD COM 902124106 5,847 212,615 SH DEFINED 1,2 212,615 UNION PACIFIC CORP COM 907818108 1,671 17,975 SH DEFINED 1,2 17,975
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None UNITED NATIONAL GROUP COM 90933T109 609 29,200 SH DEFINED 2 29,200 UNITED PARCEL SERVICE CL B 911312106 1,277 15,510 SH DEFINED 1,2 15,510 UNITED STATES STEEL CORP COM 912909108 14 200 SH DEFINED 1,2 200 UNITED STATIONERS INC COM 913004107 944 19,150 SH DEFINED 2 19,150 UNITED TECHNOLOGIES CORP COM 913017109 1,110 17,500 SH DEFINED 1,2 17,500 UNITEDHEALTH GROUP INC COM 91324P102 81 1,800 SH DEFINED 1,2 1,800 UNIVERSAL CORP-VA COM 913456109 1,214 32,625 SH DEFINED 2 32,625 UNUMPROVIDENT CORP COM 91529Y106 7 400 SH DEFINED 1,2 400 US BANCORP COM 902973304 4,469 144,710 SH DEFINED 1,2 144,710 USI HOLDINGS CORP COM 90333H101 938 69,950 SH DEFINED 2 69,950 UST INC COM 902911106 9 200 SH DEFINED 1,2 200 VALASSIS COMM INC COM 918866104 869 36,850 SH DEFINED 2 36,850 VALERO ENERGY CORP COM 91913Y100 14,688 220,800 SH DEFINED 1,2 220,800 VARIAN MEDICAL SYSTEMS INC COM 92220P105 474 10,000 SH DEFINED 1,2 10,000 VERIZON COMMUNIC INC COM 92343V104 131 3,900 SH DEFINED 1,2 3,900
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None VF CORP COM 918204108 14 200 SH DEFINED 1,2 200 VIACOM INC-CLASS B CL B 92553P201 41 1,150 SH DEFINED 1,2 1,150 VIAD CORP COM 92552R406 1,756 56,100 SH DEFINED 2 56,100 VISTEON CORP COM 92839U107 1 100 SH DEFINED 1,2 100 VORNADO REALTY L.P. DEB 929043AC1 338 300,000 PRN DEFINED 2,3 3,288 VULCAN MATERIALS CO COM 929160109 16 200 SH DEFINED 1,2 200 WACHOVIA CORP COM 929903102 121 2,245 SH DEFINED 1,2 2,245 WALGREEN CO COM 931422109 381 8,500 SH DEFINED 1,2 8,500 WAL-MART STORES INC COM 931142103 5,378 111,650 SH DEFINED 1,2 111,650 WASHINGTON MUTUAL INC COM 939322103 847 18,585 SH DEFINED 1,2 18,585 WASTE MANAGEMENT INC COM 94106L109 29 800 SH DEFINED 1,2 800 WATERS CORP COM 941848103 9 200 SH DEFINED 1,2 200 WATSON PHARMA INC COM 942683103 5 200 SH DEFINED 1,2 200 WCI COMMUNITIES INC COM 92923C104 1,913 95,000 SH DEFINED 2 95,000 WELLPOINT INC COM 94973V107 65 900 SH DEFINED 1,2 900 WELLS FARGO & COMPANY COM 949746101 161 2,400 SH DEFINED 1,2 2,400
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None WENDYS INTERNATIONAL INC COM 950590109 12 200 SH DEFINED 1,2 200 WESTERN GAS RESOUR COM 958259103 2,261 37,780 SH DEFINED 2 37,780 WEYERHAEUSER CO COM 962166104 984 15,800 SH DEFINED 1,2 15,800 WHIRLPOOL CORP COM 963320106 3,022 36,558 SH DEFINED 1,2 36,558 WILLIAMS COS INC COM 969457100 6,095 260,910 SH DEFINED 1,2 260,910 WILLIAMS PARTNERS LP COM 96950F104 1,998 63,500 SH DEFINED 2,4 63,500 WISCONSIN ENERGY CORP COM 976657106 1,617 40,125 SH DEFINED 2 40,125 WRIGLEY WM JR CO COM 982526105 14 300 SH DEFINED 1,2 300 WW GRAINGER INC COM 384802104 8 100 SH DEFINED 1,2 100 WYETH COM 983024100 1,166 26,250 SH DEFINED 1,2 26,250 XCEL ENERGY INC COM 98389B100 1,682 87,700 SH DEFINED 1,2 87,700 XEROX CORP COM 984121103 3,982 286,300 SH DEFINED 1,2 286,300 XILINX INC COM 983919101 11 500 SH DEFINED 1,2 500 XL CAPITAL LTD -CLASS A CL A G98255105 1,931 31,500 SH DEFINED 1,2 31,500 XTO ENERGY INC COM 98385X106 22 500 SH DEFINED 1,2 500 YAHOO! INC COM 984332106 574 17,400 SH DEFINED 1,2 17,400
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None YELLOW ROADWAY CORP NOTE 985577AA3 896 670,000 PRN DEFINED 2,3 17,074 YUM! BRANDS INC COM 988498101 20 400 SH DEFINED 1,2 400 ZIMMER HOLDINGS INC COM 98956P102 23 400 SH DEFINED 1,2 400 ZIONS BANCORPORATION COM 989701107 16 200 SH DEFINED 1,2 200
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