-----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, DyKNyCErLyEHLnwAh0MHjxJoMjx73Vxl7lT4xNkQyP6uCheY4GOTaihqfLp1nMDi 6DFcEG5xjeO25cfONVQhCg== 0000021175-06-000014.txt : 20061115 0000021175-06-000014.hdr.sgml : 20061115 20061115162917 ACCESSION NUMBER: 0000021175-06-000014 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061115 DATE AS OF CHANGE: 20061115 EFFECTIVENESS DATE: 20061115 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: 061220275 BUSINESS ADDRESS: STREET 1: CNA STREET 2: 333 S. WABASH CITY: CHICAGO STATE: IL ZIP: 60604 BUSINESS PHONE: 3128225000 MAIL ADDRESS: STREET 1: CNA STREET 2: 333 S. WABASH CITY: CHICAGO STATE: IL ZIP: 60604 13F-HR 1 cnafsep.txt FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30,2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: November 14,2006 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: 618 Form 13F Information Table Value Total: 1,350,735 (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 900 12,100 SH DEFINED 1,2 12,100 ABBOTT LABORATORIES COM 002824100 107 2,200 SH DEFINED 1,2 2,200 ACCO BRANDS CORP COM 00081T108 1 47 SH DEFINED 1,2 47 ACE LTD ORD G0070K103 22 400 SH DEFINED 1,2 400 ACTUANT CORPORATION SDCV 00508XAB0 1,024 750,000 PRN DEFINED 2,3 18,792 ADC TELECOMMUNICATIONS COM 000886309 2 157 SH DEFINED 1,2 157 ADOBE SYSTEMS INC COM 00724F101 217 5,785 SH DEFINED 1,2 5,785 ADVANCED MEDICAL OPTICS NOTE 00763MAG3 1,031 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 18 900 SH DEFINED 1,2 900 AETNA INC COM 00817Y108 32 800 SH DEFINED 1,2 800 AFFILIATED COMPUTER SVCS CL A 008190100 10 200 SH DEFINED 1,2 200 AFLAC INC COM 001055102 32 700 SH DEFINED 1,2 700 AFTERMARKET TECHNOLOGY COM 008318107 1,120 63,075 SH DEFINED 2 63,075 AGILENT TECHNOLOGIES INC COM 00846U101 20 600 SH DEFINED 1,2 600 AIR PRODUCTS & CHEMICALS COM 009158106 3,578 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 8 150 SH DEFINED 1,2 150 ALCOA INC COM 013817101 34 1,200 SH DEFINED 1,2 1,200 ALCON INC COM SHS H01301102 160 1,400 SH DEFINED 2 1,400 ALLEGHENY ENERGY INC COM 017361106 8 200 SH DEFINED 1,2 200 ALLEGHENY TECHNOLOGIES COM 01741R102 6 100 SH DEFINED 1,2 100 ALLERGAN INC COM 018490102 23 200 SH DEFINED 1,2 200 ALLSTATE CORP COM 020002101 3,991 63,625 SH DEFINED 1,2 63,625 ALLTEL CORP COM 020039103 28 500 SH DEFINED 1,2 500 ALPHA NATURAL RESOURCES COM 02076X102 788 50,000 SH DEFINED 2 50,000 ALTERA CORPORATION COM 021441100 9 500 SH DEFINED 1,2 500 ALTRIA GROUP INC COM 02209S103 1,378 18,000 SH DEFINED 1,2 18,000 AMAZON.COM INC COM 023135106 658 20,500 SH DEFINED 1,2 20,500 AMAZON.COM INC NOTE 023135AF3 1,166 1,200,000 PRN DEFINED 2,3 15,379 AMBAC FINANCIAL GROUP INC COM 023139108 17 200 SH DEFINED 1,2 200 AMDOCS LIMITED NOTE 02342TAD1 532 500,000 PRN DEFINED 2,3 11,596 AMEREN CORPORATION COM 023608102 16 300 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 AMERICAN ELECTRIC POWER COM 025537101 3,363 92,480 SH DEFINED 1,2 92,480 AMERICAN EQUITY INVT LIFE COM 025676206 833 67,875 SH DEFINED 2 67,875 AMERICAN EXPRESS CO COM 025816109 937 16,700 SH DEFINED 1,2 16,700 AMERICAN HOME MTGE INVES COM 02660R107 1,110 31,825 SH DEFINED 2 31,825 AMERICAN INTERNATIONAL COM 026874107 11,437 172,612 SH DEFINED 1,2 172,612 AMERICAN MEDICAL SYSTEMS NOTE 02744MAA6 304 260,000 PRN DEFINED 2,3 13,398 AMERICAN NATIONAL INS COM 028591105 626 5,400 SH DEFINED 2 5,400 AMERICAN POWER CONVER 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 16 340 SH DEFINED 1,2 340 AMERISOURCEBERGEN CORP COM 03073E105 1,546 34,200 SH DEFINED 1,2 34,200 AMGEN INC COM 031162100 1,431 20,008 SH DEFINED 1,2 20,008 AMSOUTH BANCORPORATION COM 032165102 15 500 SH DEFINED 1,2 500 ANADARKO PETROLEUM CORP COM 032511107 13,184 300,800 SH DEFINED 1,2 300,800 ANALOG DEVICES COM 032654105 15 500 SH DEFINED 1,2 500 ANDREW CORP COM 034425108 2 200 SH DEFINED 1,2 200 ANHEUSER-BUSCH COS INC. COM 035229103 2,689 56,600 SH DEFINED 1,2 56,600
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 ANSYS INC COM 03662Q105 107 2,412 SH DEFINED 2,4 2,412 AON CORP COM 037389103 1,368 40,375 SH DEFINED 1,2 40,375 APACHE CORP COM 037411105 30 480 SH DEFINED 1,2 480 APARTMENT INVT & MGMT CO CL A 03748R101 5 100 SH DEFINED 1,2 100 APOLLO GROUP INC-CL A CL A 037604105 15 300 SH DEFINED 1,2 300 APPLE COMPUTER INC COM 037833100 92 1,200 SH DEFINED 1,2 1,200 APPLIED BIOSYSTEMS GROUP GRP 038020103 7 200 SH DEFINED 1,2 200 AQUILA INC COM 03840P102 2,818 650,768 SH DEFINED 2 650,768 ARCHER-DANIELS-MIDLAND CO COM 039483102 34 900 SH DEFINED 1,2 900 ARCHSTONE-SMITH TRUST COM 039583109 16 300 SH DEFINED 1,2 300 ARIZONA STAR RESOURCE COM 04059G106 40,981 4,550,100 SH DEFINED 2,4 4,550,100 ARMOR HOLDINGS INC NOTE 042260AC3 1,234 1,000,000 PRN DEFINED 2,3 18,515 ARVINMERITOR INC COM 043353101 951 66,750 SH DEFINED 2 66,750 ASHLAND INC COM 044209104 6 100 SH DEFINED 1,2 100 AT&T INC COM 00206R102 180 5,541 SH DEFINED 1,2 5,541 ATLAS PIPELINE HOLDINGS LP COM 04939R108 2,691 130,000 SH DEFINED 2,4 130,000 ATLAS PIPELINE PARTNERS INT 049392103 2,604 60,050 SH DEFINED 2,4 60,050
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 899 20,000 SH DEFINED 2 20,000 AUTODESK INC COM 052769106 10 300 SH DEFINED 1,2 300 AUTOMATIC DATA PROCESSING COM 053015103 38 800 SH DEFINED 1,2 800 AUTONATION INC COM 05329W102 6 300 SH DEFINED 1,2 300 AUTOZONE INC COM 053332102 1,735 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 AVIS BUDGET GROUP INC COM 053774105 3 150 SH DEFINED 1,2 150 AVON PRODUCTS INC COM 054303102 21 700 SH DEFINED 1,2 700 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,648 47,500 SH DEFINED 2 47,500 BAKER HUGHES INC COM 057224107 34 500 SH DEFINED 1,2 500 BALL CORP COM 058498106 8 200 SH DEFINED 1,2 200 BANK OF AMERICA CORP COM 060505104 7,363 137,440 SH DEFINED 1,2 137,440 BANK OF NEW YORK CO INC COM 064057102 4,640 131,600 SH DEFINED 1,2 131,600 BARD (C.R.) INC COM 067383109 15 200 SH DEFINED 1,2 200 BARRICK GOLD CORP COM 067901108 1,008 32,801 SH DEFINED 2 32,801 BAUSCH & LOMB INC COM 071707103 5 100 SH DEFINED 1,2 100
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 BAUSCH & LOMB INC FRNT 071707AM5 933 800,000 PRN DEFINED 2,3 13,021 BAXTER INTERNATIONAL INC COM 071813109 41 900 SH DEFINED 1,2 900 BB&T CORP COM 054937107 35 800 SH DEFINED 1,2 800 BEAR STEARNS COMPANIES INC COM 073902108 28 200 SH DEFINED 1,2 200 BEARINGPOINT INC COM 074002106 467 59,450 SH DEFINED 2 59,450 BECTON DICKINSON & CO COM 075887109 28 400 SH DEFINED 1,2 400 BED BATH & BEYOND INC COM 075896100 972 25,400 SH DEFINED 1,2 25,400 BELLSOUTH CORP COM 079860102 111 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 40 750 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 1,756 1,600,000 PRN DEFINED 2,3 114,172 BIOMARIN PHARMACEUTICAL NOTE 09061GAC5 890 800,000 PRN DEFINED 2,3 48,265 BIOMET INC COM 090613100 13 400 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 BJ SERVICES CO COM 055482103 18 600 SH DEFINED 1,2 600 BLACK & DECKER CORP COM 091797100 8 100 SH DEFINED 1,2 100 BMC SOFTWARE INC COM 055921100 8 300 SH DEFINED 1,2 300 BOEING CO COM 097023105 1,672 21,200 SH DEFINED 1,2 21,200 BOSTON SCIENTIFIC CORP COM 101137107 736 49,764 SH DEFINED 1,2 49,764 BOWNE & CO INC COM 103043105 842 58,950 SH DEFINED 2 58,950 BRISTOL-MYERS SQUIBB CO COM 110122108 3,360 134,825 SH DEFINED 1,2 134,825 BROADCOM CORP-CL A CL A 111320107 18 600 SH DEFINED 1,2 600 BROWN-FORMAN CORP -CL B CL B 115637209 15 200 SH DEFINED 1,2 200 BRUNSWICK CORP COM 117043109 3 100 SH DEFINED 1,2 100 BUCKEYE GP HOLDINGS LP COM 118167105 3,654 235,000 SH DEFINED 2,4 235,000 BURLINGTON NORTHERN SANTA FECOM 12189T104 44 600 SH DEFINED 1,2 600 CA INC COM 12673P105 2,241 94,602 SH DEFINED 1,2 94,602 CAL DIVE INTERNATIONAL NOTE 127914AB5 934 700,000 PRN DEFINED 2,3 21,784 CALUMET SPECIALTY PRODUCTS LTD PART131476103 6,678 209,000 SH DEFINED 2,4 209,000 CAMPBELL SOUP CO COM 134429109 18 500 SH DEFINED 1,2 500
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 CAPITAL ONE FINANCIAL CORP COM 14040H105 31 400 SH DEFINED 1,2 400 CARDINAL HEALTH INC COM 14149Y108 39 600 SH DEFINED 1,2 600 CAREMARK RX INC COM 141705103 40 700 SH DEFINED 1,2 700 CARNIVAL CORP PAIRED C143658300 38 800 SH DEFINED 1,2 800 CARNIVAL CORP DBCV 143658AV4 2,570 3,600,000 PRN DEFINED 2,3 43,848 CATERPILLAR INC COM 149123101 66 1,000 SH DEFINED 1,2 1,000 CBS CORP-CLASS B CL B 124857202 32 1,150 SH DEFINED 1,2 1,150 CENTERPOINT ENERGY INC COM 15189T107 6 400 SH DEFINED 1,2 400 CENTEX CORP COM 152312104 4,641 88,200 SH DEFINED 1,2 88,200 CENTURYTEL INC COM 156700106 8 200 SH DEFINED 1,2 200 CENTURYTEL INC DBCV 156700AH9 3,798 3,600,000 PRN DEFINED 2,3 88,988 CERADYNE INC NOTE 156710AA3 406 400,000 PRN DEFINED 2,3 6,841 CERNER CORP COM 156782104 208 4,580 SH DEFINED 1,2 4,580 CHESAPEAKE ENERGY CORP COM 165167107 1,458 50,300 SH DEFINED 2 50,300 CHESAPEAKE ENERGY CORP NOTE 165167BW6 102 100,000 PRN DEFINED 2,3 2,560 CHEVRON CORP COM 166764100 2,322 35,807 SH DEFINED 1,2 35,807 CHUBB CORP COM 171232101 31 600 SH DEFINED 1,2 600 CIBER INC COM 17163B102 1,250 188,575 SH DEFINED 2 188,575 CIGNA CORP COM 125509109 23 200 SH DEFINED 1,2 200 CINCINNATI FINANCIAL CORP COM 172062101 11 220 SH DEFINED 1,2 220 CINTAS CORP COM 172908105 8 200 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 CIRCUIT CITY STORES INC COM 172737108 5 200 SH DEFINED 1,2 200 CISCO SYSTEMS INC COM 17275R102 398 17,300 SH DEFINED 1,2 17,300 CIT GROUP INC COM 125581108 3,030 62,300 SH DEFINED 1,2 62,300 CITIGROUP INC COM 172967101 6,336 127,565 SH DEFINED 1,2 127,565 CITIZENS COMMUNICATIONS CO COM 17453B101 6 400 SH DEFINED 1,2 400 CITRIX SYSTEMS INC COM 177376100 7 200 SH DEFINED 1,2 200 CLOROX COMPANY COM 189054109 13 200 SH DEFINED 1,2 200 CMS ENERGY CORP COM 125896100 4 300 SH DEFINED 1,2 300 CNA SURETY CORPORATION COM 12612L108 553,988 27,425,147 SH DEFINED 1,2,4 27,425,147 COACH INC COM 189754104 1,049 30,500 SH DEFINED 1,2 30,500 COCA-COLA CO/THE COM 191216100 514 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 50 800 SH DEFINED 1,2 800 COMCAST CORP CL A SPL CL A 20030N200 7,546 205,000 SH DEFINED 2 205,000 COMCAST CORP-CL A CLA 20030N101 3,801 103,002 SH DEFINED 1,2 103,002 COMERICA INC COM 200340107 1,449 25,450 SH DEFINED 1,2 25,450 COMMERCE BANCORP INC/NJ COM 200519106 567 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 702 14,300 SH DEFINED 1,2 14,300 COMPUWARE CORP COM 205638109 4 500 SH DEFINED 1,2 500 COMVERSE TECHNOLOGY INC COM 205862402 6 300 SH DEFINED 1,2 300 CONAGRA FOODS INC COM 205887102 17 700 SH DEFINED 1,2 700 CONMED CORP COM 207410101 1,052 49,825 SH DEFINED 2 49,825
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 CONOCOPHILLIPS COM 20825C104 3,718 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 9 300 SH DEFINED 1,2 300 CONSTELLATION ENERGY GROUP COM 210371100 18 300 SH DEFINED 1,2 300 COOPER INDUSTRIES LTD-CL A CL A G24182100 17 200 SH DEFINED 1,2 200 COOPER TIRE & RUBBER COM 216831107 1 100 SH DEFINED 1,2 100 COPANO ENERGY LLC COM 217202100 7,101 132,019 SH DEFINED 2,4 132,019 CORNING INC COM 219350105 49 2,000 SH DEFINED 1,2 2,000 COSTCO WHOLESALE CORP COM 22160K105 35 700 SH DEFINED 1,2 700 COUNTRYWIDE FINANCIAL CORP COM 222372104 718 20,498 SH DEFINED 1,2 20,498 CSX CORP COM 126408103 1,202 36,600 SH DEFINED 1,2 36,600 CUMMINS INC COM 231021106 12 100 SH DEFINED 1,2 100 CVS CORP COM 126650100 960 29,900 SH DEFINED 1,2 29,900 CYMER INC NOTE 232572AE7 2,481 2,400,000 PRN DEFINED 2,3 48,000
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 DANAHER CORP COM 235851102 27 400 SH DEFINED 1,2 400 DARDEN RESTAURANTS INC COM 237194105 8 200 SH DEFINED 1,2 200 DCP MIDSTREAM PARTNERS LP LTD PART23311P100 2,825 100,900 SH DEFINED 2,4 100,900 DEERE & CO COM 244199105 34 400 SH DEFINED 1,2 400 DEL MONTE FOODS CO COM 24522P103 688 65,825 SH DEFINED 2 65,825 DELL INC COM 24702R101 327 14,300 SH DEFINED 1,2 14,300 DELPHI FINANCIAL GROUP CLA 247131105 775 19,438 SH DEFINED 2 19,438 DEVON ENERGY CORPORATION COM 25179M103 44 700 SH DEFINED 1,2 700 DIAGEO PLC ADR 25243Q205 2,515 35,400 SH DEFINED 2 35,400 DIAMONDS TRUST SERIES I SER 252787106 70,044 600,000 SH DEFINED 2 600,000 DILLARDS INC CL A 254067101 3 100 SH DEFINED 1,2 100 DISNEY (WALT) CO NOTE 254687AU0 2,250 2,000,000 PRN DEFINED 2,3 67,889 DOLLAR GENERAL CORP COM 256669102 5 400 SH DEFINED 1,2 400 DOMINION RESOURCES INC/VA COM 25746U109 38 500 SH DEFINED 1,2 500 DOVER CORP COM 260003108 14 300 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 DOW CHEMICAL COM 260543103 1,446 37,100 SH DEFINED 1,2 37,100 DPL INC COM 233293109 4,035 148,790 SH DEFINED 2 148,790 DR HORTON INC COM 23331A109 10 400 SH DEFINED 1,2 400 DST SYSTEMS INC DBCV 233326AB3 689 500,000 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 60 1,400 SH DEFINED 1,2 1,400 DUKE ENERGY CORP COM 26441C105 1,266 41,906 SH DEFINED 1,2 41,906 DYNEGY INC-CL A CL A 26816Q101 2 400 SH DEFINED 1,2 400 E*TRADE FINANCIAL CORP COM 269246104 12 500 SH DEFINED 1,2 500 EASTMAN CHEMICAL CO COM 277432100 5 100 SH DEFINED 1,2 100 EASTMAN KODAK CO COM 277461109 9 400 SH DEFINED 1,2 400 EATON CORP COM 278058102 14 200 SH DEFINED 1,2 200 EBAY INC COM 278642103 664 23,400 SH DEFINED 1,2 23,400 ECOLAB INC COM 278865100 13 300 SH DEFINED 1,2 300 EDISON INTERNATIONAL COM 281020107 21 500 SH DEFINED 1,2 500
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 EL PASO CORP COM 28336L109 12 900 SH DEFINED 1,2 900 ELECTRONIC ARTS INC COM 285512109 275 4,920 SH DEFINED 1,2 4,920 ELECTRONIC DATA SYSTEMS COM 285661104 17 700 SH DEFINED 1,2 700 ELI LILLY & CO COM 532457108 91 1,600 SH DEFINED 1,2 1,600 EMBARQ CORP COM 29078E105 10 206 SH DEFINED 1,2 206 EMC CORP/MASS COM 268648102 41 3,400 SH DEFINED 1,2 3,400 EMERSON ELECTRIC CO COM 291011104 50 600 SH DEFINED 1,2 600 ENCANA CORP COM 292505104 5,509 118,000 SH DEFINED 2 118,000 ENDURANCE SPECIALTY HOLD SHS G30397106 882 25,000 SH DEFINED 2 25,000 ENERGY TRANSFER EQUITY LTD PART29273V100 6,665 227,800 SH DEFINED 2,4 227,800 ENTERGY CORP COM 29364G103 5,366 68,590 SH DEFINED 1,2 68,590 ENTERPRISE PRODUCTS COM 293792107 6,482 242,300 SH DEFINED 2,4 242,300 EOG RESOURCES INC COM 26875P101 26 400 SH DEFINED 1,2 400 EQUIFAX INC COM 294429105 7 200 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 EQUITY OFFICE PROPERTIES COM 294741103 24 600 SH DEFINED 1,2 600 EQUITY RESIDENTIAL INT 29476L107 20 400 SH DEFINED 1,2 400 EXELON CORP COM 30161N101 4,635 76,562 SH DEFINED 1,2 76,562 EXPEDITORS INTERNATIONAL COM 302130109 410 9,200 SH DEFINED 1,2 9,200 EXPRESS SCRIPTS INC COM 302182100 15 200 SH DEFINED 1,2 200 EXPRESSJET HOLDINGS NOTE 30218UAB4 1,284 1,400,000 PRN DEFINED 2,3 76,923 EXXON MOBIL CORP COM 30231G102 1,953 29,100 SH DEFINED 1,2 29,100 FANNIE MAE COM 313586109 3,877 69,350 SH DEFINED 1,2 69,350 FEDERATED DEPARTMENT STORES COM 31410H101 37 848 SH DEFINED 1,2 848 FEDERATED INVESTORS INC CL B 314211103 3 100 SH DEFINED 1,2 100 FEDEX CORP COM 31428X106 54 500 SH DEFINED 1,2 500 FEI COMPANY NOTE 30241LAD1 779 800,000 PRN DEFINED 2,3 29,485 FIRST AMERICAN CORP COM 318522307 2,801 66,150 SH DEFINED 2 66,150 FIRST DATA CORP COM 319963104 2,486 59,199 SH DEFINED 1,2 59,199 FIRST HORIZON NATIONAL CORP COM 320517105 8 200 SH DEFINED 1,2 200 FIRSTENERGY CORP COM 337932107 28 500 SH DEFINED 1,2 500
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 FISERV INC COM 337738108 14 300 SH DEFINED 1,2 300 FISHER SCIENTIFIC INTL NOTE 338032AW5 1,208 700,000 PRN DEFINED 2,3 14,748 FISHER SCIENTIFIC INTL INC COM 338032204 16 200 SH DEFINED 1,2 200 FLIR SYSTEMS INC NOTE 302445AB7 1,183 870,000 PRN DEFINED 2,3 19,602 FLUOR CORP COM 343412102 8 100 SH DEFINED 1,2 100 FMC CORP (NEW) COM 302491303 775 12,100 SH DEFINED 2 12,100 FORD MOTOR CO COM 345370860 21 2,600 SH DEFINED 1,2 2,600 FOREST LABORATORIES INC COM 345838106 25 500 SH DEFINED 1,2 500 FORTUNE BRANDS INC COM 349631101 15 200 SH DEFINED 1,2 200 FPL GROUP INC COM 302571104 27 600 SH DEFINED 1,2 600 FRANKLIN RESOURCES INC COM 354613101 32 300 SH DEFINED 1,2 300 FREDDIE MAC COM 313400301 2,917 43,975 SH DEFINED 1,2 43,975 FREEPORT-MCMORAN COPPER CL B 35671D857 16 300 SH DEFINED 1,2 300 FREESCALE SEMICONDUCTOR CL B 35687M206 21 564 SH DEFINED 1,2 564 GANNETT CO COM 364730101 3,514 61,840 SH DEFINED 1,2 61,840 GAP INC/THE COM 364760108 19 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 GENENTECH INC COM 368710406 1,088 13,160 SH DEFINED 1,2 13,160 GENERAL DYNAMICS CORP COM 369550108 43 600 SH DEFINED 1,2 600 GENERAL ELECTRIC CO COM 369604103 5,614 159,035 SH DEFINED 1,2 159,035 GENERAL MILLS INC COM 370334104 28 500 SH DEFINED 1,2 500 GENERAL MOTORS CORP COM 370442105 27 800 SH DEFINED 1,2 800 GENESIS ENERGY L.P. COM 371927104 4,312 275,900 SH DEFINED 2,4 275,900 GENUINE PARTS CO COM 372460105 13 300 SH DEFINED 1,2 300 GENZYME CORP COM 372917104 553 8,200 SH DEFINED 1,2 8,200 GENZYME CORP NOTE 372917AN4 932 850,000 PRN DEFINED 2,3 11,931 GILEAD SCIENCES INC COM 375558103 289 4,200 SH DEFINED 1,2 4,200 GLOBAL IMAGING SYSTEMS INC COM 37934A100 1,048 47,500 SH DEFINED 2 47,500 GOLDEN WEST FINANCIAL CORP COM 381317106 31 400 SH DEFINED 1,2 400 GOLDMAN SACHS GROUP INC COM 38141G104 118 700 SH DEFINED 1,2 700 GOODRICH CORP COM 382388106 8 200 SH DEFINED 1,2 200 GOODYEAR TIRE & RUBBER CO COM 382550101 3 200 SH DEFINED 1,2 200 GOOGLE INC CL A 38259P508 3,135 7,800 SH DEFINED 1,2 7,800
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 H&R BLOCK INC COM 093671105 13 600 SH DEFINED 1,2 600 HALLIBURTON CO COM 406216101 893 31,400 SH DEFINED 1,2 31,400 HANESBRANDS INC COM 410345102 244 10,830 SH DEFINED 1,2 10,830 HANGER ORTHOPEDIC GROUP INC COM 41043F208 362 55,075 SH DEFINED 2 55,075 HARLEY-DAVIDSON INC COM 412822108 25 400 SH DEFINED 1,2 400 HARRAHS ENTERTAINMENT INC COM 413619107 20 300 SH DEFINED 1,2 300 HARTFORD FINANCIAL SVCS GRP COM 416515104 43 500 SH DEFINED 1,2 500 HASBRO INC COM 418056107 883 38,825 SH DEFINED 1,2 38,825 HCA INC COM 404119109 1,818 36,450 SH DEFINED 1,2 36,450 HEALTH MGMT ASSOCIATES INC-ACL A 421933102 6 300 SH DEFINED 1,2 300 HENRY SCHEIN INC NOTE 806407AB8 1,112 900,000 PRN DEFINED 2,3 19,422 HERCULES INC COM 427056106 2 100 SH DEFINED 1,2 100 HERSHEY CO/THE COM 427866108 16 300 SH DEFINED 1,2 300 HESS CORP LTD PART42809H107 25 600 SH DEFINED 1,2 600 HEWLETT-PACKARD CO COM 428236103 1,251 34,085 SH DEFINED 1,2 34,085 HILAND PARTNERS LP LTD PART431291103 5,011 107,600 SH DEFINED 2,4 107,600 HILTON HOTELS CORP COM 432848109 981 35,210 SH DEFINED 1,2 35,210
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 HJ HEINZ CO COM 423074103 21 500 SH DEFINED 1,2 500 HOME DEPOT INC COM 437076102 3,812 105,100 SH DEFINED 1,2 105,100 HONEYWELL INTERNATIONAL INC COM 438516106 49 1,200 SH DEFINED 1,2 1,200 HORACE MANN EDUCATORS COM 440327104 979 50,900 SH DEFINED 2 50,900 HORMEL FOODS CORP COM 440452100 183 5,100 SH DEFINED 2 5,100 HOSPIRA INC COM 441060100 8 220 SH DEFINED 1,2 220 HOST HOTELS & RESORTS INC COM 44107P104 4 183 SH DEFINED 1,2 183 HUB INTERNATIONAL LIMITED COM 44332P101 623 21,550 SH DEFINED 2 21,550 HUGOTON ROYALTY TRUST INT 444717102 1 29 SH DEFINED 1,2 29 HUMANA INC COM 444859102 13 200 SH DEFINED 1,2 200 HUNTINGTON BANCSHARES INC COM 446150104 7 300 SH DEFINED 1,2 300 HUTCHINSON TECH NOTE 448407AE6 934 1,000,000 PRN DEFINED 2,3 33,512 IDACORP INC COM 451107106 865 22,875 SH DEFINED 2 22,875 ILLINOIS TOOL WORKS COM 452308109 36 800 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 IMS HEALTH INC COM 449934108 8 300 SH DEFINED 1,2 300 INCO LTD COM 453258402 1,131 14,831 SH DEFINED 2 14,831 INGERSOLL-RAND CO LTD CL A G4776G101 23 600 SH DEFINED 1,2 600 INTEGRA LIFESCIENCES HLD NOTE 457985AB5 745 635,000 PRN DEFINED 2,3 18,596 INTEL CORP COM 458140100 1,210 58,800 SH DEFINED 1,2 58,800 INTERPUBLIC GROUP COS NOTE 460690AT7 981 930,000 PRN DEFINED 2,3 74,879 INTERPUBLIC GROUP OF COS COM 460690100 6 614 SH DEFINED 1,2 614 INTL BUSINESS MACHINES COM 459200101 8,382 102,300 SH DEFINED 1,2 102,300 INTL FLAVORS & FRAGRANCES COM 459506101 4 100 SH DEFINED 1,2 100 INTL GAME TECHNOLOGY COM 459902102 21 500 SH DEFINED 1,2 500 INTUIT INC COM 461202103 19 600 SH DEFINED 1,2 600 INVITROGEN INC NOTE 46185RAJ9 966 900,000 PRN DEFINED 2,3 13,189 IPC HOLDINGS LTD ORD G4933P101 2,772 91,125 SH DEFINED 2 91,125
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 ISHARES MSCI JAPAN INDEX MSCI JAP464286848 23,695 1,750,000 SH DEFINED 2 1,750,000 ITT CORP COM 450911102 21 400 SH DEFINED 1,2 400 J.C. PENNEY CO INC COM 708160106 27 400 SH DEFINED 1,2 400 JABIL CIRCUIT INC COM 466313103 9 300 SH DEFINED 1,2 300 JANUS CAPITAL GROUP INC COM 47102X105 6 300 SH DEFINED 1,2 300 JER INVESTORS TRUST INC COM 46614H301 618 36,000 SH DEFINED 2,4 36,000 JOHNSON & JOHNSON COM 478160104 2,780 42,810 SH DEFINED 1,2 42,810 JOHNSON CONTROLS INC COM 478366107 1,729 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 2,097 44,662 SH DEFINED 1,2 44,662 KB HOME COM 48666K109 4 100 SH DEFINED 1,2 100 KELLOGG CO COM 487836108 25 500 SH DEFINED 1,2 500 KELLY SERVICES INC CL A 488152208 1,331 48,571 SH DEFINED 2 48,571 KENNAMETAL INC COM 489170100 695 12,275 SH DEFINED 2 12,275
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 KEYCORP COM 493267108 22 600 SH DEFINED 1,2 600 KEYSPAN CORP COM 49337W100 12 300 SH DEFINED 1,2 300 KIMBERLY-CLARK CORP COM 494368103 46 700 SH DEFINED 1,2 700 KINDER MORGAN INC COM 49455P101 21 200 SH DEFINED 1,2 200 KINDER MORGAN MANAGE SHS 49455U100 2,126 50,349 SH DEFINED 2,4 50,349 KOHLS CORP COM 500255104 32 500 SH DEFINED 1,2 500 KROGER CO COM 501044101 23 1,000 SH DEFINED 1,2 1,000 L-3 COMMUNICATIONS HOLDINGS COM 502424104 799 10,200 SH DEFINED 1,2 10,200 LABORATORY CRP OF AMER COM 50540R409 13 200 SH DEFINED 1,2 200 LEAR SEATING CORP COM 521865105 2,835 136,950 SH DEFINED 2 136,950 LEGGETT & PLATT INC COM 524660107 8 300 SH DEFINED 1,2 300 LEHMAN BROTHERS HOLDINGS INCCOM 524908100 2,053 27,800 SH DEFINED 1,2 27,800 LEVEL 3 COMMUNICATIONS NOTE 52729NAS9 1,011 1,150,000 PRN DEFINED 2,3 8,528 LEVEL 3 COMMUNICATIONS NOTE 52729NBA7 706 700,000 PRN DEFINED 2,3 97,493 LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 3,173 2,700,000 PRN DEFINED 2,3 494,506
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 LEXMARK INTERNATIONAL INC CL A 529771107 12 200 SH DEFINED 1,2 200 LIBERTY MEDIA DEB 530718AF2 3,084 2,800,000 PRN DEFINED 2,3 160,742 LIMITED BRANDS INC COM 532716107 13 500 SH DEFINED 1,2 500 LINCARE HOLDINGS DBCV 532791AB6 920 950,000 PRN DEFINED 2,3 17,814 LINCOLN NATIONAL CORP COM 534187109 6,238 100,479 SH DEFINED 1,2 100,479 LINEAR TECHNOLOGY CORP COM 535678106 12 400 SH DEFINED 1,2 400 LIZ CLAIBORNE INC COM 539320101 8 200 SH DEFINED 1,2 200 LOCKHEED MARTIN CORP COM 539830109 52 600 SH DEFINED 1,2 600 LORAL SPACE AND COMM COM 543881106 550 20,900 SH DEFINED 2 20,900 LOUISIANA-PACIFIC CORP COM 546347105 2 100 SH DEFINED 1,2 100 LOWES COS INC COM 548661107 62 2,200 SH DEFINED 1,2 2,200 LSI LOGIC CORP COM 502161102 4 500 SH DEFINED 1,2 500 LUCENT TECHNOLOGIES INC COM 549463107 3,412 1,458,275 SH DEFINED 1,2 1,458,275 M & T BANK CORP COM 55261F104 24 200 SH DEFINED 1,2 200 MAGELLAN MIDSTREAM HOLD COM 55907R108 3,713 165,000 SH DEFINED 2,4 165,000 MAGELLAN MIDSTREAM PART COM 559080106 4,199 113,800 SH DEFINED 2,4 113,800
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 MAGNA INTERNATIONAL INC CL A 559222401 1,647 22,550 SH DEFINED 2 22,550 MANOR CARE INC COM 564055101 5 100 SH DEFINED 1,2 100 MARATHON OIL CORP COM 565849106 40 523 SH DEFINED 1,2 523 MARKWEST ENERGY PARTNER LTD PART570759100 7,350 150,000 SH DEFINED 2,4 150,000 MARKWEST HYDROCARBON INC COM 570762104 4,528 161,700 SH DEFINED 2,4 161,700 MARRIOTT INTERNATIONAL CLA 571903202 1,607 41,600 SH DEFINED 1,2 41,600 MARSHALL & ILSLEY CORP COM 571834100 14 300 SH DEFINED 1,2 300 MARTIN MIDSTREAM PARTNER INT 573331105 4,482 135,805 SH DEFINED 2,4 135,805 MASCO CORP COM 574599106 16 600 SH DEFINED 1,2 600 MASTERCARD INC-CLASS A COM 57636Q104 1,421 20,200 SH DEFINED 2 20,200 MATTEL INC COM 577081102 10 500 SH DEFINED 1,2 500 MAVERICK TUBE CORP NOTE 577914AB0 1,437 650,000 PRN DEFINED 2,3 22,268 MAXIM INTEGRATED PRODUCTS COM 57772K101 14 500 SH DEFINED 1,2 500 MBIA INC COM 55262C100 4,006 65,200 SH DEFINED 1,2 65,200 MCCLATCHY CO-CLASS A CLA 579489105 2 51 SH DEFINED 1,2 51
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 MCCORMICK & CO COM 579780206 8 200 SH DEFINED 1,2 200 MCDONALDS CORP COM 580135101 2,574 65,800 SH DEFINED 1,2 65,800 MCGRAW-HILL COMPANIES INC COM 580645109 29 500 SH DEFINED 1,2 500 MCKESSON CORP COM 58155Q103 21 400 SH DEFINED 1,2 400 MEADWESTVACO CORP COM 583334107 8 300 SH DEFINED 1,2 300 MEDCO HEALTH SOLUTIONS COM 58405U102 25 411 SH DEFINED 1,2 411 MEDIACOM COMMUNICATIONS CL A 58446K105 1,424 200,000 SH DEFINED 2 200,000 MEDTRONIC INC COM 585055106 2,505 53,950 SH DEFINED 1,2 53,950 MEDTRONIC INC NOTE 585055AM8 973 1,000,000 PRN DEFINED 2,3 17,811 MELLON FINANCIAL CORP COM 58551A108 23 600 SH DEFINED 1,2 600 MENS WEARHOUSE NOTE 587118AC4 684 500,000 PRN DEFINED 2,3 17,565 MEREDITH CORP COM 589433101 5 100 SH DEFINED 1,2 100 MERRILL LYNCH & CO INC COM 590188108 110 1,400 SH DEFINED 1,2 1,400 METLIFE INC COM 59156R108 2,687 47,400 SH DEFINED 1,2 47,400 MGIC INVESTMENT CORP COM 552848103 12 200 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 MI DEVELOPMENTS INC CL A 55304X104 1,153 31,625 SH DEFINED 2 31,625 MICRON TECHNOLOGY INC COM 595112103 14 800 SH DEFINED 1,2 800 MICROSOFT CORP COM 594918104 10,446 382,205 SH DEFINED 1,2 382,205 MILACRON INC COM 598709103 81 91,150 SH DEFINED 2 91,150 MILLIPORE CORP COM 601073109 6 100 SH DEFINED 1,2 100 MOLEX INC COM 608554101 8 200 SH DEFINED 1,2 200 MOLSON COORS BREWING CO CL B 60871R209 7 100 SH DEFINED 1,2 100 MONSANTO CO COM 61166W101 40 852 SH DEFINED 1,2 852 MONSTER WORLDWIDE INC COM 611742107 7 200 SH DEFINED 1,2 200 MOODYS CORP COM 615369105 26 400 SH DEFINED 1,2 400 MORGAN STANLEY COM 617446448 3,946 54,125 SH DEFINED 1,2 54,125 MOTOROLA INC COM 620076109 1,163 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 12 400 SH DEFINED 1,2 400 NATIONAL CITY CORP COM 635405103 29 800 SH DEFINED 1,2 800 NATIONAL OILWELL VARCO INC COM 637071101 18 300 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 COM 637640103 12 500 SH DEFINED 1,2 500 NBTY INC COM 628782104 754 25,775 SH DEFINED 2 25,775 NCI BUILDING SYSTEMS INC COM 628852105 428 7,350 SH DEFINED 2 7,350 NCO GROUP INC COM 628858102 558 21,300 SH DEFINED 2 21,300 NCR CORPORATION COM 62886E108 12 300 SH DEFINED 1,2 300 NETWORK APPLIANCE INC COM 64120L104 1,022 27,605 SH DEFINED 1,2 27,605 NEWELL RUBBERMAID INC COM 651229106 11 400 SH DEFINED 1,2 400 NEWMONT MINING CORP COM 651639106 26 600 SH DEFINED 1,2 600 NEWS CORP-CL A CL A 65248E104 6,762 344,106 SH DEFINED 1,2 344,106 NICOR INC COM 654086107 4 100 SH DEFINED 1,2 100 NII HOLDINGS INC NOTE 62913FAF9 920 650,000 PRN DEFINED 2,3 12,979 NIKE INC -CL B CL B 654106103 35 400 SH DEFINED 1,2 400 NISOURCE INC COM 65473P105 2,857 131,400 SH DEFINED 1,2 131,400 NOBLE CORP SHS G65422100 13 200 SH DEFINED 1,2 200 NORDSTROM INC COM 655664100 17 400 SH DEFINED 1,2 400 NORFOLK SOUTHERN CORP COM 655844108 26 600 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 9,741 10,200,000 PRN DEFINED 2,3,4 1,020,000 NORTH FORK BANCORP COM 659424105 20 700 SH DEFINED 1,2 700 NORTHERN TRUST CORP COM 665859104 1,250 21,400 SH DEFINED 1,2 21,400 NORTHROP GRUMMAN CORP COM 666807102 37 548 SH DEFINED 1,2 548 NOVELL INC COM 670006105 3 500 SH DEFINED 1,2 500 NOVELL INC DBCV 670006AC9 2,434 2,600,000 PRN DEFINED 2,3 225,655 NOVELLUS SYSTEMS INC COM 670008101 6 200 SH DEFINED 1,2 200 NUCOR CORP COM 670346105 20 400 SH DEFINED 1,2 400 NVIDIA CORP COM 67066G104 12 400 SH DEFINED 1,2 400 OCCIDENTAL PETROLEUM CORP COM 674599105 58 1,200 SH DEFINED 1,2 1,200 OFFICE DEPOT INC COM 676220106 16 400 SH DEFINED 1,2 400 OFFICEMAX INC COM 67622P101 4 100 SH DEFINED 1,2 100 OLD REPUBLIC INTL CORP COM 680223104 1,504 67,922 SH DEFINED 2 67,922 OMNICOM GROUP COM 681919106 28 300 SH DEFINED 1,2 300 ONEOK PARTNERS LP LTD PART68268N103 2,531 45,000 SH DEFINED 2,4 45,000 ORACLE CORP COM 68389X105 5,442 306,752 SH DEFINED 1,2 306,752 P G & E CORP COM 69331C108 3,911 93,900 SH DEFINED 1,2 93,900 PACCAR INC COM 693718108 26 450 SH DEFINED 1,2 450
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 PACIFIC ENERGY PARTNERS COM 69422R105 4,316 122,600 SH DEFINED 2,4 122,600 PACTIV CORPORATION COM 695257105 6 200 SH DEFINED 1,2 200 PALL CORP COM 696429307 6 200 SH DEFINED 1,2 200 PANTRY INC NOTE 698657AL7 891 660,000 PRN DEFINED 2,3 13,175 PARAMETRIC TECHNOLOGY 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 18 500 SH DEFINED 1,2 500 PEOPLES ENERGY CORP COM 711030106 4 100 SH DEFINED 1,2 100 PEPSI BOTTLING GROUP INC COM 713409100 11 300 SH DEFINED 1,2 300 PEPSICO INC COM 713448108 1,592 24,400 SH DEFINED 1,2 24,400 PERKINELMER INC COM 714046109 4 200 SH DEFINED 1,2 200 PETRO-CANADA COM 71644E102 2,420 60,000 SH DEFINED 2 60,000 PFIZER INC COM 717081103 3,273 115,400 SH DEFINED 1,2 115,400 PHARMACEUTICAL HOLDRS DEPOSIT71712A206 46,800 600,000 SH DEFINED 2 600,000 PHARMANET DEVELOPMENT COM 784121105 1,025 52,825 SH DEFINED 2 52,825 PHELPS DODGE CORP COM 717265102 34 400 SH DEFINED 1,2 400 PHH CORP COM 693320202 828 30,225 SH DEFINED 2 30,225 PIKE ELECTRIC CORP COM 721283109 907 60,875 SH DEFINED 2 60,875 PINNACLE WEST CAPITAL COM 723484101 9 200 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 PITNEY BOWES INC COM 724479100 13 300 SH DEFINED 1,2 300 PLUM CREEK TIMBER CO COM 729251108 10 300 SH DEFINED 1,2 300 PMI GROUP INC COM 69344M101 657 15,000 SH DEFINED 2 15,000 PNC FINANCIAL SERVICES COM 693475105 29 400 SH DEFINED 1,2 400 PPG INDUSTRIES INC COM 693506107 20 300 SH DEFINED 1,2 300 PPL CORPORATION COM 69351T106 20 600 SH DEFINED 1,2 600 PRAXAIR INC COM 74005P104 1,390 23,500 SH DEFINED 1,2 23,500 PRIDE INTERNATIONAL INC NOTE 74153QAD4 966 800,000 PRN DEFINED 2,3 31,124 PRINCIPAL FINANCIAL GROUP COM 74251V102 22 400 SH DEFINED 1,2 400 PROCTER & GAMBLE CO COM 742718109 1,169 18,865 SH DEFINED 1,2 18,865 PROGRESS ENERGY INC COM 743263105 18 400 SH DEFINED 1,2 400 PROGRESSIVE CORP COM 743315103 1,101 44,880 SH DEFINED 1,2 44,880 PROLOGIS INT 743410102 17 300 SH DEFINED 1,2 300 PRUDENTIAL FINANCIAL INC COM 744320102 61 800 SH DEFINED 1,2 800 PUBLIC SERVICE ENTERPRISE COM 744573106 24 400 SH DEFINED 1,2 400 PULTE HOMES INC COM 745867101 9,256 290,515 SH DEFINED 1,2 290,515
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 QUALCOMM INC COM 747525103 1,101 30,300 SH DEFINED 1,2 30,300 QUANTA SERVICES INC SDCV 74762EAC6 1,139 700,000 PRN DEFINED 2,3 62,859 QUEST DIAGNOSTICS COM 74834L100 18 300 SH DEFINED 1,2 300 QWEST COMMUNICATIONS INTL COM 749121109 20 2,300 SH DEFINED 1,2 2,300 R.H. DONNELLEY CORP COM 74955W307 474 8,966 SH DEFINED 2 8,966 RADIO ONE INC -CL D CL D 75040P405 661 105,700 SH DEFINED 2 105,700 RADIOSHACK CORP COM 750438103 1,642 85,075 SH DEFINED 1,2 85,075 RAYTHEON COMPANY COM 755111507 34 700 SH DEFINED 1,2 700 REALOGY CORP COM 75605E100 9 375 SH DEFINED 1,2 375 RED HAT INC DBCV 756577AB8 2,877 2,750,000 PRN DEFINED 2,3 107,457 REGENCY ENERGY PARTNERS LP COM 75885Y107 5,351 221,300 SH DEFINED 2,4 221,300 REGIONS FINANCIAL CORP COM 7591EP100 23 620 SH DEFINED 1,2 620 RENAISSANCERE HOLDINGS COM G7496G103 3,814 68,600 SH DEFINED 2 68,600 RENT-A-CENTER INC COM 76009N100 4,080 139,300 SH DEFINED 2 139,300 REYNOLDS AMERICAN INC COM 761713106 25 400 SH DEFINED 1,2 400 ROBERT HALF INTL INC COM 770323103 7 200 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 ROCKWELL AUTOMATION INC COM 773903109 17 300 SH DEFINED 1,2 300 ROCKWELL COLLINS INC. COM 774341101 16 300 SH DEFINED 1,2 300 ROHM AND HAAS CO COM 775371107 14 300 SH DEFINED 1,2 300 ROWAN COMPANIES INC COM 779382100 6 200 SH DEFINED 1,2 200 RR DONNELLEY & SONS CO COM 257867101 10 300 SH DEFINED 1,2 300 RYDER SYSTEM INC COM 783549108 5 100 SH DEFINED 1,2 100 SAFECO CORP COM 786429100 12 200 SH DEFINED 1,2 200 SAFEWAY INC COM 786514208 18 600 SH DEFINED 1,2 600 SALESFORCE.COM INC COM 79466L302 466 13,000 SH DEFINED 1,2 13,000 SANDISK CORP NOTE 80004CAC5 762 800,000 PRN DEFINED 2,3 9,714 SARA LEE CORP COM 803111103 1,392 86,650 SH DEFINED 1,2 86,650 SCANA CORP COM 80589M102 1,365 33,902 SH DEFINED 2 33,902 SCHERING-PLOUGH CORP COM 806605101 46 2,100 SH DEFINED 1,2 2,100 SCHLUMBERGER LTD COM 806857108 2,384 38,440 SH DEFINED 1,2 38,440 SCHWAB (CHARLES) CORP COM 808513105 29 1,600 SH DEFINED 1,2 1,600 SCHWEITZER-MAUDUIT INTL INC COM 808541106 744 39,225 SH DEFINED 2 39,225
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 SCI SYSTEMS INC NOTE 783890AF3 490 500,000 PRN DEFINED 2,3 12,092 SEALED AIR CORP COM 81211K100 5 100 SH DEFINED 1,2 100 SEALY CORP COM 812139301 864 66,175 SH DEFINED 2 66,175 SEARS HOLDINGS CORP COM 812350106 36 225 SH DEFINED 1,2 225 SEMPRA ENERGY COM 816851109 1,714 34,100 SH DEFINED 1,2 34,100 SENOMYX INC COM 81724Q107 275 17,900 SH DEFINED 2 17,900 SHERWIN-WILLIAMS CO/THE COM 824348106 11 200 SH DEFINED 1,2 200 SIGMA-ALDRICH COM 826552101 8 100 SH DEFINED 1,2 100 SIMON PROPERTY GROUP INC COM 828806109 27 300 SH DEFINED 1,2 300 SLM CORP COM 78442P106 743 14,300 SH DEFINED 1,2 14,300 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 1,293 1,660,000 PRN DEFINED 2,3 171,722 SOUTHERN CO COM 842587107 38 1,100 SH DEFINED 1,2 1,100 SOUTHWEST AIRLINES CO COM 844741108 17 1,000 SH DEFINED 1,2 1,000 SOVEREIGN BANCORP INC COM 845905108 11 525 SH DEFINED 1,2 525 SPRINT NEXTEL CORP COM 852061100 3,672 214,128 SH DEFINED 1,2 214,128
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 ST JUDE MEDICAL INC COM 790849103 723 20,500 SH DEFINED 1,2 20,500 ST PAUL TRAVELERS COS INC COM 792860108 47 1,007 SH DEFINED 1,2 1,007 STANLEY WORKS/THE COM 854616109 5 100 SH DEFINED 1,2 100 STAPLES INC COM 855030102 245 10,050 SH DEFINED 1,2 10,050 STARBUCKS CORP COM 855244109 1,213 35,630 SH DEFINED 1,2 35,630 STARWOOD HOTELS & RESORTS COM 85590A401 17 300 SH DEFINED 1,2 300 STATE STREET CORP COM 857477103 31 500 SH DEFINED 1,2 500 STEWART INFORMATION SERV COM 860372101 193 5,550 SH DEFINED 2 5,550 STREETTRACKS GOLD TRUST SHS 863307104 5,947 100,000 SH DEFINED 2 100,000 STRYKER CORP COM 863667101 25 500 SH DEFINED 1,2 500 SUN MICROSYSTEMS INC COM 866810104 24 4,800 SH DEFINED 1,2 4,800 SUNOCO INC COM 86764P109 12 200 SH DEFINED 1,2 200 SUNTRUST BANKS INC COM 867914103 39 500 SH DEFINED 1,2 500 SUPERVALU INC COM 868536103 9 291 SH DEFINED 1,2 291 SYMANTEC CORP COM 871503108 36 1,674 SH DEFINED 1,2 1,674 SYMBOL TECHNOLOGIES INC COM 871508107 4 301 SH DEFINED 1,2 3011
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 SYNOVUS FINANCIAL CORP COM 87161C105 12 400 SH DEFINED 1,2 400 SYSCO CORP COM 871829107 30 900 SH DEFINED 1,2 900 T ROWE PRICE GROUP INC COM 74144T108 19 400 SH DEFINED 1,2 400 TARGET CORP COM 87612E106 1,177 21,300 SH DEFINED 1,2 21,300 TECO ENERGY INC COM 872375100 5 300 SH DEFINED 1,2 300 TEEKAY LNG PARTNERS LP LTD PARTY8564M105 5,058 166,100 SH DEFINED 2,4 166,100 TEKTRONIX INC COM 879131100 3 100 SH DEFINED 1,2 100 TELLABS INC COM 879664100 7 600 SH DEFINED 1,2 600 TEMPLE-INLAND INC COM 879868107 8 200 SH DEFINED 1,2 200 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 825 48,050 SH DEFINED 2 48,050 TEPPCO PARTNERS LP LTD PART872384102 3,151 84,800 SH DEFINED 2,4 84,800 TESORO PETROLEUM CORP COM 881609101 4,638 80,000 SH DEFINED 2 80,000 TEXAS INSTRUMENTS INC COM 882508104 80 2,400 SH DEFINED 1,2 2,400 TEXTRON INC COM 883203101 1,610 18,400 SH DEFINED 1,2 18,400 THE WALT DISNEY CO. COM 254687106 297 9,610 SH DEFINED 1,2 9,610
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 8 200 SH DEFINED 1,2 200 THERMO ELECTRON CORP SDCV 883556AJ1 4,211 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 120 6,600 SH DEFINED 1,2 6,600 TIME WARNER TELECOM INC DBCV 887319AC5 495 400,000 PRN DEFINED 2,3 21,459 TJX COMPANIES INC COM 872540109 3,431 122,400 SH DEFINED 1,2 122,400 TORCHMARK CORP COM 891027104 2,460 38,975 SH DEFINED 1,2 38,975 TRANSMONTAIGNE PARTNERS COM 89376V100 2,938 95,900 SH DEFINED 2,4 95,900 TRANSOCEAN INC ORD G90078109 37 500 SH DEFINED 1,2 500 TREDEGAR CORP COM 894650100 387 23,125 SH DEFINED 2 23,125 TREX COMPANY INC COM 89531P105 926 38,325 SH DEFINED 2 38,325 TRIBUNE CO COM 896047107 13 400 SH DEFINED 1,2 400 TRONOX INC CL B 897051207 1 40 SH DEFINED 1,2 40 TXU CORP COM 873168108 50 800 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 TYCO INTERNATIONAL LTD COM 902124106 5,951 212,615 SH DEFINED 1,2 212,615 UNION PACIFIC CORP COM 907818108 1,582 17,975 SH DEFINED 1,2 17,975 UNITED NATIONAL GROUP LTD COM 90933T109 656 29,200 SH DEFINED 2 29,200 UNITED PARCEL SERVICE CL B 911312106 1,668 23,181 SH DEFINED 1,2 23,181 UNITED STATES STEEL CORP COM 912909108 12 200 SH DEFINED 1,2 200 UNITED STATIONERS INC COM 913004107 891 19,150 SH DEFINED 2 19,150 UNITED TECHNOLOGIES CORP COM 913017109 1,109 17,500 SH DEFINED 1,2 17,500 UNITEDHEALTH GROUP INC COM 91324P102 1,368 27,800 SH DEFINED 1,2 27,800 UNIVERSAL CORP-VA COM 913456109 1,192 32,625 SH DEFINED 2 32,625 UNUMPROVIDENT CORP COM 91529Y106 8 400 SH DEFINED 1,2 400 US BANCORP COM 902973304 4,807 144,710 SH DEFINED 1,2 144,710 USI HOLDINGS CORP COM 90333H101 948 69,950 SH DEFINED 2 69,950 UST INC COM 902911106 11 200 SH DEFINED 1,2 200 VALASSIS COMMUNICATIONS COM 918866104 650 36,850 SH DEFINED 2 36,850 VALERO ENERGY CORP COM 91913Y100 11,365 220,800 SH DEFINED 1,2 220,800
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 VARIAN MEDICAL SYSTEMS INC COM 92220P105 534 10,000 SH DEFINED 1,2 10,000 VERIZON COMMUNICATIONS INC COM 92343V104 145 3,900 SH DEFINED 1,2 3,900 VF CORP COM 918204108 15 200 SH DEFINED 1,2 200 VIACOM INC-CLASS B CL B 92553P201 43 1,150 SH DEFINED 1,2 1,150 VIAD CORP COM 92552R406 1,754 49,525 SH DEFINED 2 49,525 VISHAY INTERTECHNOLOGY NOTE 928298AF5 403 400,000 PRN DEFINED 2,3 18,797 VISTEON CORP COM 92839U107 1 100 SH DEFINED 1,2 100 VULCAN MATERIALS CO COM 929160109 16 200 SH DEFINED 1,2 200 WACHOVIA CORP COM 929903102 125 2,245 SH DEFINED 1,2 2,245 WALGREEN CO COM 931422109 344 7,750 SH DEFINED 1,2 7,750 WAL-MART STORES INC COM 931142103 5,507 111,650 SH DEFINED 1,2 111,650 WASHINGTON MUTUAL INC COM 939322103 808 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 PHARMACEUTICALS COM 942683103 5 200 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 WCI COMMUNITIES INC COM 92923C104 1,657 95,000 SH DEFINED 2 95,000 WELLPOINT INC COM 94973V107 462 6,000 SH DEFINED 1,2 6,000 WELLS FARGO & COMPANY COM 949746101 174 4,800 SH DEFINED 1,2 4,800 WENDYS INTERNATIONAL INC COM 950590109 13 200 SH DEFINED 1,2 200 WESCO INTERNATIONAL INC DBCV 95082PAE5 310 200,000 PRN DEFINED 2,3 4,777 WEYERHAEUSER CO COM 962166104 972 15,800 SH DEFINED 1,2 15,800 WHIRLPOOL CORP COM 963320106 3,075 36,558 SH DEFINED 1,2 36,558 WILLIAMS COS INC COM 969457100 6,228 260,910 SH DEFINED 1,2 260,910 WILLIAMS PARTNERS LP COM 96950F104 4,565 126,500 SH DEFINED 2,4 126,500 WINDSTREAM CORP COM 97381W104 7 516 SH DEFINED 1,2 516 WISCONSIN ENERGY CORP COM 976657106 1,731 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 7 100 SH DEFINED 1,2 100 WYETH COM 983024100 2,525 49,660 SH DEFINED 1,2 49,660 WYNDHAM WORLDWIDE CORP COM 98310W108 8 300 SH DEFINED 1,2 300 XCEL ENERGY INC COM 98389B100 10 500 SH DEFINED 1,2 500
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 XEROX CORP COM 984121103 4,688 301,300 SH DEFINED 1,2 301,300 XILINX INC COM 983919101 11 500 SH DEFINED 1,2 500 XL CAPITAL LTD CL A G98255105 2,164 31,500 SH DEFINED 1,2 31,500 XTO ENERGY INC COM 98385X106 21 500 SH DEFINED 1,2 500 YAHOO! INC COM 984332106 268 10,600 SH DEFINED 1,2 10,600 YELLOW ROADWAY CORP NOTE 985577AA3 836 670,000 PRN DEFINED 2,3 17,074 YUM! BRANDS INC COM 988498101 21 400 SH DEFINED 1,2 400 ZIMMER HOLDINGS INC COM 98956P102 446 6,600 SH DEFINED 1,2 6,600 ZIONS BANCORPORATION COM 989701107 16 200 SH DEFINED 1,2 200
-----END PRIVACY-ENHANCED MESSAGE-----