13F-HR 1 cnafjun07.txt FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30,2007 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CNA Financial Corporation Address: 333 S. Wabash Chicago,IL 60604 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 9,2007 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: 634 Form 13F Information Table Value Total: 1,337,155 (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 94 1,080 SH DEFINED 1,2 1,080 ABBOTT LABORATORIES COM 002824100 117 2,190 SH DEFINED 1,2 2,190 ACE LTD ORD G0070K103 29 470 SH DEFINED 1,2 470 ADC TELECOMMUNICATIONS INC COM 000886309 3 167 SH DEFINED 1,2 167 ADOBE SYSTEMS INC COM 00724F101 33 830 SH DEFINED 1,2 830 ADVANCED MICRO DEVICES COM 007903107 10 690 SH DEFINED 1,2 690 AES CORP COM 00130H105 21 940 SH DEFINED 1,2 940 AETNA INC COM 00817Y108 5,720 115,790 SH DEFINED 1,2 115,790 AFFILIATED COMPUTER SVCS CL A 008190100 2,568 45,270 SH DEFINED 1,2 45,270 AFLAC INC COM 001055102 36 710 SH DEFINED 1,2 710 AFTERMARKET TECHNOLOGY CORP COM 008318107 1,621 54,600 SH DEFINED 2 54,600 AGILENT TECHNOLOGIES INC COM 00846U101 22 580 SH DEFINED 1,2 580 AIR PRODUCTS & CHEMICALS INCCOM 009158106 26 320 SH DEFINED 1,2 320 ALBERTO-CULVER CO COM 013078100 3 110 SH DEFINED 1,2 110 ALCATEL-LUCENT SPONSORE013904305 3,985 284,678 SH DEFINED 1,2 284,678 ALCOA INC COM 013817101 50 1,240 SH DEFINED 1,2 1,240
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 ALCON INC COM SHS H01301102 189 1,400 SH DEFINED 2 1,400 ALLEGHENY ENERGY INC COM 017361106 12 240 SH DEFINED 1,2 240 ALLEGHENY TECHNOLOGIES INC COM 01741R102 278 2,650 SH DEFINED 1,2 2,650 ALLERGAN INC COM 018490102 25 440 SH DEFINED 1,2 440 ALLIED WASTE INDUSTRIES INC COM 019589308 5 360 SH DEFINED 1,2 360 ALLSTATE CORP COM 020002101 2,646 43,025 SH DEFINED 1,2 43,025 ALLTEL CORP COM 020039103 38 560 SH DEFINED 1,2 560 ALTERA CORPORATION COM 021441100 11 510 SH DEFINED 1,2 510 ALTRIA GROUP INC COM 02209S103 1,263 18,000 SH DEFINED 1,2 18,000 AMAZON.COM INC COM 023135106 1,592 23,265 SH DEFINED 1,2 23,265 AMAZON.COM INC NOTE 023135AF3 3,056 3,000,000 PRN DEFINED 2,3 38,448 AMBAC FINANCIAL GROUP INC COM 023139108 13 150 SH DEFINED 1,2 150 AMDOCS LIMITED NOTE 02342TAD1 516 500,000 PRN DEFINED 2,3 11,596 AMEREN CORPORATION COM 023608102 15 300 SH DEFINED 1,2 300 AMERICAN ELECTRIC POWER COM 025537101 7,294 161,950 SH DEFINED 1,2 161,950 AMERICAN EQUITY INVT LIFE HLCOM 025676206 1,361 112,675 SH DEFINED 2 112,675
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 EXPRESS CO COM 025816109 1,024 16,740 SH DEFINED 1,2 16,740 AMERICAN HOME MORTGAGE INVESCOM 02660R107 476 25,875 SH DEFINED 2 25,875 AMERICAN INTERNATIONAL GROUPCOM 026874107 12,090 172,642 SH DEFINED 1,2 172,642 AMERICAN NATIONAL INSURANCE COM 028591105 824 5,400 SH DEFINED 2 5,400 AMERICAN STANDARD COS INC COM 029712106 15 250 SH DEFINED 1,2 250 AMERIPRISE FINANCIAL INC COM 03076C106 22 350 SH DEFINED 1,2 350 AMERISOURCEBERGEN CORP COM 03073E105 1,686 34,090 SH DEFINED 1,2 34,090 AMGEN INC COM 031162100 1,864 33,705 SH DEFINED 1,2 33,705 ANADARKO PETROLEUM CORP COM 032511107 15,631 300,660 SH DEFINED 1,2 300,660 ANALOG DEVICES COM 032654105 19 500 SH DEFINED 1,2 500 ANHEUSER-BUSCH COS INC. COM 035229103 1,505 28,850 SH DEFINED 1,2 28,850 ANSYS INC COM 03662Q105 128 4,824 SH DEFINED 2,4 4,824 AON CORP COM 037389103 1,723 40,425 SH DEFINED 1,2 40,425 APACHE CORP COM 037411105 5,342 65,470 SH DEFINED 1,2 65,470 APARTMENT INVT & MGMT CO CL A 03748R101 7 140 SH DEFINED 1,2 140 APOLLO GROUP INC CL A 037604105 12 200 SH DEFINED 1,2 200 APPLE INC COM 037833100 149 1,220 SH DEFINED 1,2 1,220
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 APPLIED BIOSYSTEMS GROUP GRP 038020103 8 260 SH DEFINED 1,2 260 APPLIED MATERIALS INC COM 038222105 40 1,990 SH DEFINED 1,2 1,990 AQUILA INC COM 03840P102 1,323 323,458 SH DEFINED 2 323,458 ARCHER-DANIELS COM 039483102 31 940 SH DEFINED 1,2 940 ARCHSTONE-SMITH TRUST COM 039583109 18 310 SH DEFINED 1,2 310 ARIZONA STAR RESOURCE COM 04059G106 51,411 4,550,100 SH DEFINED 2,4 4,550,100 ARVINMERITOR INC COM 043353101 985 44,350 SH DEFINED 2 44,350 ASHLAND INC COM 044209104 6 90 SH DEFINED 1,2 90 AT&T INC COM 00206R102 374 9,015 SH DEFINED 1,2 9,015 ATLAS PIPELINE HOLDINGS LP COM 04939R108 5,421 129,542 SH DEFINED 2,4 129,542 ATLAS PIPELINE PARTNERS INT 049392103 6,189 114,043 SH DEFINED 2,4 114,043 ATWOOD OCEANICS INC COM 050095108 1,372 20,000 SH DEFINED 2 20,000 AUTODESK INC COM 052769106 797 16,930 SH DEFINED 1,2 16,930 AUTOMATIC DATA PROCESSING COM 053015103 39 800 SH DEFINED 1,2 800 AUTONATION INC COM 05329W102 5 210 SH DEFINED 1,2 210 AUTOZONE INC COM 053332102 11 80 SH DEFINED 1,2 80 AVAYA INC COM 053499109 11 650 SH DEFINED 1,2 650
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 AVERY DENNISON CORP COM 053611109 9 140 SH DEFINED 1,2 140 AVON PRODUCTS INC COM 054303102 24 640 SH DEFINED 1,2 640 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,931 47,500 SH DEFINED 2 47,500 BAKER HUGHES INC COM 057224107 40 470 SH DEFINED 1,2 470 BALL CORP COM 058498106 8 150 SH DEFINED 1,2 150 BANK OF AMERICA CORP COM 060505104 7,162 146,491 SH DEFINED 1,2 146,491 BANK OF NEW YORK CO INC COM 064057102 3,919 94,570 SH DEFINED 1,2 94,570 BARD (C.R.) INC COM 067383109 12 150 SH DEFINED 1,2 150 BARR PHARMACEUTICALS INC COM 068306109 8 150 SH DEFINED 1,2 150 BARRICK GOLD CORP COM 067901108 954 32,801 SH DEFINED 2 32,801 BAUSCH & LOMB INC COM 071707103 6 80 SH DEFINED 1,2 80 BAXTER INTERNATIONAL INC COM 071813109 53 940 SH DEFINED 1,2 940 BB&T CORP COM 054937107 31 770 SH DEFINED 1,2 770 BEAR STEARNS COMPANIES INC COM 073902108 25 180 SH DEFINED 1,2 180 BEARINGPOINT INC COM 074002106 435 59,450 SH DEFINED 2 59,450 BECTON DICKINSON & CO COM 075887109 26 350 SH DEFINED 1,2 350
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 BED BATH & BEYOND INC COM 075896100 14 400 SH DEFINED 1,2 400 BEMIS COMPANY COM 081437105 5 150 SH DEFINED 1,2 150 BEST BUY CO INC COM 086516101 27 580 SH DEFINED 1,2 580 BIG LOTS INC COM 089302103 4 150 SH DEFINED 1,2 150 BIOGEN IDEC INC COM 09062X103 26 490 SH DEFINED 1,2 490 BIOMARIN PHARMACEUTICAL NOTE 09061GAC5 1,026 800,000 PRN DEFINED 2,3 48,265 BIOMET INC COM 090613100 16 350 SH DEFINED 1,2 350 BJ SERVICES CO COM 055482103 12 430 SH DEFINED 1,2 430 BLACK & DECKER CORP COM 091797100 977 11,060 SH DEFINED 1,2 11,060 BLACKROCK FLORIDA INSD MUNI COM 09250G102 289 20,900 SH DEFINED 2,4 20,900 BLACKROCK MUNIYIELD NY INSURCOM 09255E102 251 18,400 SH DEFINED 2,4 18,400 BLOUNT INTERNATIONAL INC COM 095180105 176 13,425 SH DEFINED 2 13,425 BMC SOFTWARE INC COM 055921100 9 290 SH DEFINED 1,2 290 BOEING CO COM 097023105 1,148 11,940 SH DEFINED 1,2 11,940 BOSTON PROPERTIES INC COM 101121101 17 170 SH DEFINED 1,2 170 BOSTON SCIENTIFIC CORP COM 101137107 760 49,514 SH DEFINED 1,2 49,514 BOWNE & CO INC COM 103043105 934 47,850 SH DEFINED 2 47,850
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 BRISTOL-MYERS SQUIBB CO COM 110122108 2,196 69,595 SH DEFINED 1,2 69,595 BROADCOM CORP CL A 111320107 20 670 SH DEFINED 1,2 670 BROADRIDGE FINANCIAL SOLUTIOCOM 11133T103 4 200 SH DEFINED 1,2 200 BROOKFIELD HOMES CORP COM 112723101 727 25,000 SH DEFINED 2 25,000 BROWN-FORMAN CORP CL B 115637209 8 110 SH DEFINED 1,2 110 BRUNSWICK CORP COM 117043109 4 130 SH DEFINED 1,2 130 BUCKEYE GP HOLDINGS LP COM 118167105 8,515 255,870 SH DEFINED 2,4 255,870 BURLINGTON NORTHERN SANTA FECOM 12189T104 44 520 SH DEFINED 1,2 520 C.H. ROBINSON WORLDWIDE INC COM 12541W209 540 10,285 SH DEFINED 1,2 10,285 CA INC COM 12673P105 2,441 94,492 SH DEFINED 1,2 94,492 CABOT MICROELECTRONICS CORP COM 12709P103 963 27,125 SH DEFINED 2 27,125 CALUMET SPECIALTY PRODUCTS LTD PART131476103 2,623 53,973 SH DEFINED 2,4 53,973 CAMPBELL SOUP CO COM 134429109 13 330 SH DEFINED 1,2 330 CAPITAL ONE FINANCIAL CORP COM 14040H105 2,065 26,326 SH DEFINED 1,2 26,326 CAPITAL PRODUCT PARTNERS LP COM Y11082107 5,961 209,000 SH DEFINED 2,4 209,000 CARDINAL HEALTH INC COM 14149Y108 41 580 SH DEFINED 1,2 580
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 PAIRED C143658300 31 640 SH DEFINED 1,2 640 CARNIVAL CORP DBCV 143658AV4 1,439 2,100,000 PRN DEFINED 2,3 25,578 CATERPILLAR INC COM 149123101 1,597 20,390 SH DEFINED 1,2 20,390 CBS CORP CL B 124857202 1,703 51,120 SH DEFINED 1,2 51,120 CENTERPOINT ENERGY INC COM 15189T107 8 440 SH DEFINED 1,2 440 CENTEX CORP COM 152312104 7 170 SH DEFINED 1,2 170 CENTURYTEL INC COM 156700106 8 170 SH DEFINED 1,2 170 CENTURYTEL INC DBCV 156700AH9 4,473 3,600,000 PRN DEFINED 2,3 88,988 CEPHALON INC COM 156708109 281 3,500 SH DEFINED 1,2 3,500 CERNER CORP COM 156782104 324 5,845 SH DEFINED 1,2 5,845 CHEMICAL FINANCIAL CORP COM 163731102 756 29,225 SH DEFINED 2 29,225 CHESAPEAKE ENERGY CORP COM 165167107 19 540 SH DEFINED 1,2 540 CHEVRON CORP COM 166764100 265 3,150 SH DEFINED 1,2 3,150 CHICAGO MERCANTILE EXCHANG CL A 167760107 32 60 SH DEFINED 1,2 60 CHUBB CORP COM 171232101 32 590 SH DEFINED 1,2 590 CIBER INC COM 17163B102 1,543 188,575 SH DEFINED 2 188,575 CIENA CORP COM 171779309 4 120 SH DEFINED 1,2 120
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 CIGNA CORP COM 125509109 25 480 SH DEFINED 1,2 480 CINCINNATI FINANCIAL CORP COM 172062101 11 250 SH DEFINED 1,2 250 CINTAS CORP COM 172908105 8 200 SH DEFINED 1,2 200 CIRCUIT CITY STORES INC COM 172737108 3 200 SH DEFINED 1,2 200 CISCO SYSTEMS INC COM 17275R102 1,358 48,750 SH DEFINED 1,2 48,750 CIT GROUP INC COM 125581108 4,167 75,990 SH DEFINED 1,2 75,990 CITADEL BROADCASTING CORP COM 17285T106 1 230 SH DEFINED 1,2 230 CITIGROUP INC COM 172967101 11,395 222,160 SH DEFINED 1,2 222,160 CITIZENS COMMUNICATIONS CO COM 17453B101 7 460 SH DEFINED 1,2 460 CITRIX SYSTEMS INC COM 177376100 9 260 SH DEFINED 1,2 260 CLEAR CHANNEL COMMUNICATIONSCOM 184502102 27 710 SH DEFINED 1,2 710 CLOROX COMPANY COM 189054109 945 15,220 SH DEFINED 1,2 15,220 CMS ENERGY CORP COM 125896100 5 310 SH DEFINED 1,2 310 CNA SURETY CORPORATION COM 12612L108 518,610 27,425,147 SH DEFINED 1,2,4 27,425,147 COACH INC COM 189754104 1,446 30,520 SH DEFINED 1,2 30,520 COCA-COLA CO/THE COM 191216100 587 11,220 SH DEFINED 1,2 11,220 COCA-COLA ENTERPRISES COM 191219104 9 390 SH DEFINED 1,2 390
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 COLGATE-PALMOLIVE CO COM 194162103 48 740 SH DEFINED 1,2 740 COMCAST CORP CLA 20030N101 1,124 39,960 SH DEFINED 1,2 39,960 COMERICA INC COM 200340107 1,509 25,380 SH DEFINED 1,2 25,380 COMMERCE BANCORP INC/NJ COM 200519106 719 19,450 SH DEFINED 1,2 19,450 COMPASS BANCSHARES INC COM 20449H109 13 190 SH DEFINED 1,2 190 COMPUTER SCIENCES CORP COM 205363104 843 14,250 SH DEFINED 1,2 14,250 COMPUWARE CORP COM 205638109 6 530 SH DEFINED 1,2 530 CONAGRA FOODS INC COM 205887102 20 730 SH DEFINED 1,2 730 CONMED CORP COM 207410101 698 23,825 SH DEFINED 2 23,825 CONOCOPHILLIPS COM 20825C104 4,895 62,360 SH DEFINED 1,2 62,360 CONSOL ENERGY INC COM 20854P109 12 260 SH DEFINED 1,2 260 CONSOLIDATED EDISON INC COM 209115104 16 350 SH DEFINED 1,2 350 CONSTELLATION BRANDS CL A 21036P108 7 300 SH DEFINED 1,2 300 CONSTELLATION ENERGY GROUP COM 210371100 23 260 SH DEFINED 1,2 260 CONVERGYS CORP COM 212485106 5 190 SH DEFINED 1,2 190 CON-WAY INC COM 205944101 139 2,775 SH DEFINED 2 2,775 COOPER INDUSTRIES LTD CL A G24182100 15 260 SH DEFINED 1,2 260
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 COPANO ENERGY LLC COM 217202100 8,194 192,038 SH DEFINED 2,4 192,038 CORNING INC COM 219350105 951 37,230 SH DEFINED 1,2 37,230 COSTCO WHOLESALE CORP COM 22160K105 39 670 SH DEFINED 1,2 670 COUNTRYWIDE FINANCIAL CORP COM 222372104 2,740 75,378 SH DEFINED 1,2 75,378 COVENTRY HEALTH CARE INC COM 222862104 13 230 SH DEFINED 1,2 230 CSX CORP COM 126408103 1,651 36,630 SH DEFINED 1,2 36,630 CUMMINS INC COM 231021106 16 160 SH DEFINED 1,2 160 CVS CAREMARK CORP COM 126650100 991 27,198 SH DEFINED 1,2 27,198 CYMER INC NOTE 232572AE7 3,464 3,400,000 PRN DEFINED 2,3 68,000 DANAHER CORP COM 235851102 26 340 SH DEFINED 1,2 340 DARDEN RESTAURANTS INC COM 237194105 9 210 SH DEFINED 1,2 210 DCP MIDSTREAM PARTNERS LP LTD PART23311P100 4,238 90,900 SH DEFINED 2,4 90,900 DEAN FOODS CO COM 242370104 6 190 SH DEFINED 1,2 190 DEERE & CO COM 244199105 40 330 SH DEFINED 1,2 330 DEL MONTE FOODS CO COM 24522P103 800 65,825 SH DEFINED 2 65,825
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 DELL INC COM 24702R101 401 14,050 SH DEFINED 1,2 14,050 DELPHI FINANCIAL GROUP CLA 247131105 813 19,438 SH DEFINED 2 19,438 DEVON ENERGY CORPORATION COM 25179M103 49 630 SH DEFINED 1,2 630 DIAGEO PLC ADR 25243Q205 2,394 28,740 SH DEFINED 2 28,740 DILLARDS INC CL A 254067101 3 80 SH DEFINED 1,2 80 DOLLAR GENERAL CORP COM 256669102 10 440 SH DEFINED 1,2 440 DOMINION RESOURCES INC/VA COM 25746U109 44 510 SH DEFINED 1,2 510 DOVER CORP COM 260003108 15 290 SH DEFINED 1,2 290 DOW CHEMICAL COM 260543103 61 1,380 SH DEFINED 1,2 1,380 DOW JONES & CO INC COM 260561105 5 90 SH DEFINED 1,2 90 DR HORTON INC COM 23331A109 8 390 SH DEFINED 1,2 390 DTE ENERGY COMPANY COM 233331107 13 260 SH DEFINED 1,2 260 DU PONT (E.I.) DE NEMOURS COM 263534109 67 1,320 SH DEFINED 1,2 1,320 DUKE ENERGY CORP COM 26441C105 33 1,798 SH DEFINED 1,2 1,798 DYNEGY INC CL A 26817G102 6 610 SH DEFINED 1,2 610 E*TRADE FINANCIAL CORP COM 269246104 13 610 SH DEFINED 1,2 610
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 EASTMAN CHEMICAL COMPANY COM 277432100 8 120 SH DEFINED 1,2 120 EASTMAN KODAK CO COM 277461109 11 410 SH DEFINED 1,2 410 EATON CORP COM 278058102 20 220 SH DEFINED 1,2 220 EBAY INC COM 278642103 752 23,380 SH DEFINED 1,2 23,380 ECOLAB INC COM 278865100 11 260 SH DEFINED 1,2 260 EDISON INTERNATIONAL COM 281020107 26 470 SH DEFINED 1,2 470 EL PASO CORP COM 28336L109 17 990 SH DEFINED 1,2 990 ELECTRONIC ARTS INC COM 285512109 21 440 SH DEFINED 1,2 440 ELECTRONIC DATA SYSTEMS CORPCOM 285661104 21 740 SH DEFINED 1,2 740 ELI LILLY & CO COM 532457108 79 1,410 SH DEFINED 1,2 1,410 EMBARQ CORP COM 29078E105 14 216 SH DEFINED 1,2 216 EMC CORP/MASS COM 268648102 60 3,290 SH DEFINED 1,2 3,290 EMERSON ELECTRIC CO COM 291011104 55 1,180 SH DEFINED 1,2 1,180 EMPLOYERS HOLDINGS INC COM 292218104 273 12,875 SH DEFINED 2 12,875 ENBRIDGE ENERGY PARTNERS LP COM 29250R106 5,767 103,808 SH DEFINED 2,4 103,808 ENCANA CORP COM 292505104 6,145 100,000 SH DEFINED 2 100,000 ENERGY TRANSFER EQUITY LP LTD PART29273V100 4,249 100,000 SH DEFINED 2,4 100,000
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 ENSCO INTERNATIONAL INC COM 26874Q100 1,830 30,000 SH DEFINED 2 30,000 ENTERGY CORP COM 29364G103 32 300 SH DEFINED 1,2 300 ENTERPRISE PRODUCTS PARTNERSCOM 293792107 5,863 184,300 SH DEFINED 2,4 184,300 EOG RESOURCES INC COM 26875P101 26 350 SH DEFINED 1,2 350 EQUIFAX INC COM 294429105 8 180 SH DEFINED 1,2 180 EQUITY RESIDENTIAL INT 29476L107 19 420 SH DEFINED 1,2 420 ESTEE LAUDER COMPANIES CL A 518439104 9 190 SH DEFINED 1,2 190 EW SCRIPPS CO CL A 811054204 5 120 SH DEFINED 1,2 120 EXELON CORP COM 30161N101 2,860 39,400 SH DEFINED 1,2 39,400 EXPEDITORS INTERNATIONAL WASCOM 302130109 380 9,200 SH DEFINED 1,2 9,200 EXPRESS SCRIPTS INC COM 302182100 20 400 SH DEFINED 1,2 400 EXPRESSJET HOLDINGS NOTE 30218UAB4 1,455 1,500,000 PRN DEFINED 2,3 82,418 EXPRESSJET HOLDINGS INC CL A 30218U108 226 37,825 SH DEFINED 2 37,825 EXXON MOBIL CORP COM 30231G102 2,058 24,530 SH DEFINED 1,2 24,530 FAMILY DOLLAR STORES COM 307000109 8 220 SH DEFINED 1,2 220 FANNIE MAE COM 313586109 3,908 59,815 SH DEFINED 1,2 59,815
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 FBL FINANCIAL GROUP INC CL A 30239F106 457 11,625 SH DEFINED 2 11,625 FEDERATED INVESTORS INC CL B 314211103 5 130 SH DEFINED 1,2 130 FEDEX CORP COM 31428X106 49 440 SH DEFINED 1,2 440 FEI COMPANY COM 30241L109 33 1,000 SH DEFINED 2,3 1,000 FEI COMPANY NOTE 30241LAD1 1,632 1,300,000 PRN DEFINED 2,3 47,914 FIFTH THIRD BANCORP COM 316773100 32 800 SH DEFINED 1,2 800 FIRST AMERICAN CORPORATION COM 318522307 2,626 53,050 SH DEFINED 2 53,050 FIRST DATA CORP COM 319963104 36 1,089 SH DEFINED 1,2 1,089 FIRST HORIZON NATIONAL CORP COM 320517105 7 180 SH DEFINED 1,2 180 FIRSTENERGY CORP COM 337932107 30 470 SH DEFINED 1,2 470 FISERV INC COM 337738108 14 250 SH DEFINED 1,2 250 FLEXTRONICS INTL LTD NOTE 33938EAL1 2,325 2,500,000 PRN DEFINED 2,3 161,031 FLUOR CORP COM 343412102 794 7,130 SH DEFINED 1,2 7,130 FMC CORP (NEW) COM 302491303 320 3,578 SH DEFINED 2 3,578 FORD MOTOR CO COM 345370860 24 2,600 SH DEFINED 1,2 2,600 FOREST LABORATORIES INC COM 345838106 21 460 SH DEFINED 1,2 460 FORTUNE BRANDS INC COM 349631101 18 220 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 FPL GROUP INC COM 302571104 33 580 SH DEFINED 1,2 580 FRANKLIN RESOURCES INC COM 354613101 32 240 SH DEFINED 1,2 240 FREDDIE MAC COM 313400301 4,352 71,690 SH DEFINED 1,2 71,690 FREEPORT-MCMORAN COPPER CL B 35671D857 40 481 SH DEFINED 1,2 481 GANNETT CO COM 364730101 19 340 SH DEFINED 1,2 340 GAP INC/THE COM 364760108 15 770 SH DEFINED 1,2 770 GENENTECH INC COM 368710406 776 10,260 SH DEFINED 1,2 10,260 GENERAL DYNAMICS CORP COM 369550108 45 580 SH DEFINED 1,2 580 GENERAL ELECTRIC CO COM 369604103 9,295 242,811 SH DEFINED 1,2 242,811 GENERAL MILLS INC COM 370334104 30 510 SH DEFINED 1,2 510 GENERAL MOTORS CORP COM 370442105 30 800 SH DEFINED 1,2 800 GENESIS ENERGY L.P. COM 371927104 8,375 240,120 SH DEFINED 2,4 240,120 GENUINE PARTS CO COM 372460105 12 250 SH DEFINED 1,2 250 GENWORTH FINANCIAL INC CL A 37247D106 22 650 SH DEFINED 1,2 650 GENZYME CORP COM 372917104 527 8,180 SH DEFINED 1,2 8,180 GILEAD SCIENCES INC COM 375558103 1,020 26,320 SH DEFINED 1,2 26,320 GOLDMAN SACHS GROUP INC COM 38141G104 134 620 SH DEFINED 1,2 620
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 GOODRICH CORP COM 382388106 11 180 SH DEFINED 1,2 180 GOODYEAR TIRE & RUBBER CO COM 382550101 9 250 SH DEFINED 1,2 250 GOOGLE INC CL A 38259P508 4,031 7,705 SH DEFINED 1,2 7,705 GRIFFON CORPORATION COM 398433102 923 42,375 SH DEFINED 2 42,375 H&R BLOCK INC COM 093671105 11 460 SH DEFINED 1,2 460 HALLIBURTON CO COM 406216101 1,086 31,480 SH DEFINED 1,2 31,480 HANGER ORTHOPEDIC GROUP INC COM 41043F208 595 55,075 SH DEFINED 2 55,075 HARLEY-DAVIDSON INC COM 412822108 23 380 SH DEFINED 1,2 380 HARMAN INTERNATIONAL COM 413086109 12 100 SH DEFINED 1,2 100 HARRAHS ENTERTAINMENT INC COM 413619107 23 270 SH DEFINED 1,2 270 HARTFORD FINANCIAL SVCS COM 416515104 8,909 90,440 SH DEFINED 1,2 90,440 HASBRO INC COM 418056107 7 230 SH DEFINED 1,2 230 HEALTH MGMT ASSOCIATES INC CL A 421933102 4 340 SH DEFINED 1,2 340 HERCULES INC COM 427056106 3 160 SH DEFINED 1,2 160 HERSHEY CO/THE COM 427866108 13 250 SH DEFINED 1,2 250 HESS CORP LTD PART42809H107 21 350 SH DEFINED 1,2 350 HEWLETT-PACKARD CO COM 428236103 1,514 33,930 SH DEFINED 1,2 33,930
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 HILAND HOLDINGS GP LP INT 43129M107 1,548 43,179 SH DEFINED 2,4 43,179 HILAND PARTNERS LP LTD PART431291103 6,841 125,498 SH DEFINED 2,4 125,498 HILTON HOTELS CORP COM 432848109 18 550 SH DEFINED 1,2 550 HJ HEINZ CO COM 423074103 23 480 SH DEFINED 1,2 480 HOLLY ENERGY PARTNERS LP LTD PTNR435763107 4,260 83,700 SH DEFINED 2,4 83,700 HOME DEPOT INC COM 437076102 3,146 79,960 SH DEFINED 1,2 79,960 HONEYWELL INTERNATIONAL INC COM 438516106 66 1,170 SH DEFINED 1,2 1,170 HORACE MANN EDUCATORS COM 440327104 1,081 50,900 SH DEFINED 2 50,900 HORMEL FOODS CORP COM 440452100 190 5,100 SH DEFINED 2 5,100 HOSPIRA INC COM 441060100 9 220 SH DEFINED 1,2 220 HUMANA INC COM 444859102 15 240 SH DEFINED 1,2 240 HUNTINGTON BANCSHARES INC COM 446150104 8 340 SH DEFINED 1,2 340 IDACORP INC COM 451107106 733 22,875 SH DEFINED 2 22,875 IDEARC INC COM 451663108 7 208 SH DEFINED 1,2 208 ILLINOIS TOOL WORKS COM 452308109 33 600 SH DEFINED 1,2 600 IMS HEALTH INC COM 449934108 2,146 66,790 SH DEFINED 1,2 66,790 INDYMAC BANCORP INC COM 456607100 431 14,775 SH DEFINED 2 14,775 INERGY HOLDINGS LP COM 45661Q107 4,936 97,000 SH DEFINED 2,4 97,000
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 INERGY LP LTD PTNR456615103 7,797 215,400 SH DEFINED 2,4 215,400 INFORMATICA CORP NOTE 45666QAB8 3,073 3,050,000 PRN DEFINED 2,3 152,500 INGERSOLL-RAND CO LTD CL A G4776G101 5,242 95,630 SH DEFINED 1,2 95,630 INTEGRYS ENERGY GROUP INC COM 45822P105 2 49 SH DEFINED 1,2 49 INTEL CORP COM 458140100 1,384 58,270 SH DEFINED 1,2 58,270 INTEL CORP SDCV 458140AD2 1,867 1,958,000 PRN DEFINED 2 62,100 INTERNATIONAL PAPER CO COM 460146103 25 650 SH DEFINED 1,2 650 INTERPUBLIC GROUP OF COS INCCOM 460690100 7 624 SH DEFINED 1,2 624 INTL BUSINESS MACHINES CORP COM 459200101 14,077 133,750 SH DEFINED 1,2 133,750 INTL FLAVORS & FRAGRANCES COM 459506101 6 110 SH DEFINED 1,2 110 INTL GAME TECHNOLOGY COM 459902102 19 490 SH DEFINED 1,2 490 INTUIT INC COM 461202103 15 490 SH DEFINED 1,2 490 IPC HOLDINGS LTD ORD G4933P101 2,280 70,600 SH DEFINED 2 70,600 ISHARES MSCI JAPAN INDEX FD MSCI JAP464286848 73,276 5,050,000 SH DEFINED 2 5,050,000 ITT CORP COM 450911102 18 270 SH DEFINED 1,2 270 J.C. PENNEY CO INC COM 708160106 23 320 SH DEFINED 1,2 320
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 JABIL CIRCUIT INC COM 466313103 6 260 SH DEFINED 1,2 260 JANUS CAPITAL GROUP INC COM 47102X105 8 290 SH DEFINED 1,2 290 JDS UNIPHASE CORP COM 46612J507 4 301 SH DEFINED 1,2 301 JETBLUE AIRWAYS CORP NOTE 477143AB7 728 750,000 PRN DEFINED 2,3 26,471 JOHNSON & JOHNSON COM 478160104 4,667 75,735 SH DEFINED 1,2 75,735 JOHNSON CONTROLS INC COM 478366107 32 280 SH DEFINED 1,2 280 JONES APPAREL GROUP INC COM 480074103 5 160 SH DEFINED 1,2 160 JPMORGAN CHASE & CO COM 46625H100 2,162 44,630 SH DEFINED 1,2 44,630 JUNIPER NETWORKS INC COM 48203R104 20 810 SH DEFINED 1,2 810 KB HOME COM 48666K109 4 110 SH DEFINED 1,2 110 KELLOGG CO COM 487836108 19 360 SH DEFINED 1,2 360 KELLY SERVICES INC CL A 488152208 1,197 43,596 SH DEFINED 2 43,596 KENNAMETAL INC COM 489170100 1,007 12,275 SH DEFINED 2 12,275 KEYCORP COM 493267108 20 580 SH DEFINED 1,2 580 KEYSPAN CORP COM 49337W100 10 250 SH DEFINED 1,2 250
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 KIMBERLY-CLARK CORP COM 494368103 44 660 SH DEFINED 1,2 660 KIMCO REALTY CORP COM 49446R109 12 310 SH DEFINED 1,2 310 KING PHARMACEUTICALS INC COM 495582108 7 340 SH DEFINED 1,2 340 KLA-TENCOR CORPORATION COM 482480100 16 290 SH DEFINED 1,2 290 KOHLS CORP COM 500255104 33 470 SH DEFINED 1,2 470 KRAFT FOODS INC CL A 50075N104 73 2,076 SH DEFINED 1,2 2,076 KROGER CO COM 501044101 29 1,030 SH DEFINED 1,2 1,030 L-3 COMMUNICATIONS HOLDINGS COM 502424104 991 10,180 SH DEFINED 1,2 10,180 LABORATORY CRP OF AMER HLDGSCOM 50540R409 14 180 SH DEFINED 1,2 180 LEAR SEATING CORP COM 521865105 4,211 118,250 SH DEFINED 2 118,250 LEGG MASON INC COM 524901105 19 190 SH DEFINED 1,2 190 LEGGETT & PLATT INC COM 524660107 6 260 SH DEFINED 1,2 260 LEHMAN BROTHERS HOLDINGS INCCOM 524908100 1,549 20,770 SH DEFINED 1,2 20,770 LENNAR CORP CL A 526057104 7 200 SH DEFINED 1,2 200 LEVEL 3 COMMUNICATIONS NOTE 52729NAS9 1,481 1,545,000 PRN DEFINED 2,3 11,458
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 762 700,000 PRN DEFINED 2,3 97,493 LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 3,405 2,700,000 PRN DEFINED 2,3 494,506 LEXMARK INTERNATIONAL INC CL A 529771107 7 150 SH DEFINED 1,2 150 LIBERTY MEDIA DEB 530718AF2 2,201 1,800,000 PRN DEFINED 2,3 103,334 LIMITED BRANDS INC COM 532716107 13 480 SH DEFINED 1,2 480 LINCOLN NATIONAL CORP COM 534187109 7,125 100,419 SH DEFINED 1,2 100,419 LINEAR TECHNOLOGY CORP COM 535678106 16 430 SH DEFINED 1,2 430 LIZ CLAIBORNE INC COM 539320101 6 150 SH DEFINED 1,2 150 LOCKHEED MARTIN CORP COM 539830109 48 510 SH DEFINED 1,2 510 LOUISIANA-PACIFIC CORP COM 546347105 3 150 SH DEFINED 1,2 150 LOWES COS INC COM 548661107 67 2,190 SH DEFINED 1,2 2,190 LSI CORP COM 502161102 4 570 SH DEFINED 1,2 570 M & T BANK CORP COM 55261F104 12 110 SH DEFINED 1,2 110 MACYS INC COM 55616P104 31 778 SH DEFINED 1,2 778 MAGELLAN MIDSTREAM HOLDINGS COM 55907R108 4,853 161,752 SH DEFINED 2,4 161,752 MAGNA INTERNATIONAL INC CL A 559222401 2,052 22,550 SH DEFINED 2 22,550
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 MANOR CARE INC COM 564055101 7 110 SH DEFINED 1,2 110 MARATHON OIL CORP COM 565849106 62 1,026 SH DEFINED 1,2 1,026 MARKWEST ENERGY PARTNERS LP LTD PART570759100 6,125 176,000 SH DEFINED 2,4 176,000 MARKWEST HYDROCARBON INC COM 570762104 4,126 71,849 SH DEFINED 2,4 71,849 MARRIOTT INTERNATIONAL CLA 571903202 1,664 38,490 SH DEFINED 1,2 38,490 MARSH & MCLENNAN COS COM 571748102 24 790 SH DEFINED 1,2 790 MARSHALL & ILSLEY CORP COM 571834100 18 370 SH DEFINED 1,2 370 MARTIN MIDSTREAM PARTNERS LPINT 573331105 4,512 108,723 SH DEFINED 2,4 108,723 MASCO CORP COM 574599106 16 570 SH DEFINED 1,2 570 MASTERCARD INC COM 57636Q104 3,351 20,200 SH DEFINED 2 20,200 MATTEL INC COM 577081102 14 540 SH DEFINED 1,2 540 MAXIM INTEGRATED PRODUCTS COM 57772K101 15 460 SH DEFINED 1,2 460 MBIA INC COM 55262C100 12 190 SH DEFINED 1,2 190 MCCORMICK & CO COM 579780206 7 190 SH DEFINED 1,2 190 MCDONALDS CORP COM 580135101 1,600 31,517 SH DEFINED 1,2 31,517 MCGRAW-HILL COMPANIES INC COM 580645109 35 510 SH DEFINED 1,2 510
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 MCKESSON CORP COM 58155Q103 26 430 SH DEFINED 1,2 430 MEADWESTVACO CORP COM 583334107 9 260 SH DEFINED 1,2 260 MEDCO HEALTH SOLUTIONS INC COM 58405U102 33 421 SH DEFINED 1,2 421 MEDIACOM COMMUNICATIONS CORPCL A 58446K105 2,423 250,000 SH DEFINED 2 250,000 MEDTRONIC INC COM 585055106 241 4,650 SH DEFINED 1,2 4,650 MELLON FINANCIAL CORP COM 58551A108 12,078 274,510 SH DEFINED 1,2 274,510 MERCK & CO. INC. COM 589331107 155 3,120 SH DEFINED 1,2 3,120 MEREDITH CORP COM 589433101 4 60 SH DEFINED 1,2 60 MERRILL LYNCH & CO INC COM 590188108 106 1,270 SH DEFINED 1,2 1,270 METLIFE INC COM 59156R108 2,461 38,165 SH DEFINED 1,2 38,165 MGIC INVESTMENT CORP COM 552848103 7 120 SH DEFINED 1,2 120 MI DEVELOPMENTS INC CL A 55304X104 1,152 31,625 SH DEFINED 2 31,625 MICRON TECHNOLOGY INC COM 595112103 13 1,040 SH DEFINED 1,2 1,040 MICROSOFT CORP COM 594918104 6,349 215,435 SH DEFINED 1,2 215,435 MILACRON INC COM 598709301 80 9,115 SH DEFINED 2 9,115 MILLIPORE CORP COM 601073109 6 80 SH DEFINED 1,2 80
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 MOLEX INC COM 608554101 6 200 SH DEFINED 1,2 200 MOLSON COORS BREWING CO CL B 60871R209 6 70 SH DEFINED 1,2 70 MONSANTO CO COM 61166W101 53 782 SH DEFINED 1,2 782 MONSTER WORLDWIDE INC COM 611742107 7 180 SH DEFINED 1,2 180 MOODYS CORP COM 615369105 21 340 SH DEFINED 1,2 340 MORGAN STANLEY COM 617446448 2,042 24,340 SH DEFINED 1,2 24,340 MORGAN STANLEY QUAL MUNI SECSECS 61745P585 156 11,000 SH DEFINED 2,4 11,000 MOTOROLA INC COM 620076109 62 3,510 SH DEFINED 1,2 3,510 MURPHY OIL CORP COM 626717102 16 270 SH DEFINED 1,2 270 MYLAN LABORATORIES INC COM 628530107 5 300 SH DEFINED 1,2 300 NABORS INDUSTRIES LTD SHS G6359F103 1,684 50,450 SH DEFINED 1,2 50,450 NATIONAL CITY CORP COM 635405103 29 870 SH DEFINED 1,2 870 NATIONAL OILWELL VARCO INC COM 637071101 26 250 SH DEFINED 1,2 250 NATIONAL SEMICONDUCTOR CORP COM 637640103 12 420 SH DEFINED 1,2 420 NATURAL RESOURCE PARTNERS LPCOM 63900P103 5,851 153,800 SH DEFINED 2,4 153,800
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 NATURAL RESOURCE PARTNERS LPLTD PART63900P509 1,347 35,598 SH DEFINED 2,4 35,598 NCI BUILDING SYSTEMS INC COM 628852105 363 7,350 SH DEFINED 2 7,350 NCR CORPORATION COM 62886E108 14 260 SH DEFINED 1,2 260 NETWORK APPLIANCE INC COM 64120L104 856 29,335 SH DEFINED 1,2 29,335 NEW YORK TIMES CO CL A 650111107 5 200 SH DEFINED 1,2 200 NEWELL RUBBERMAID INC COM 651229106 11 390 SH DEFINED 1,2 390 NEWMONT MINING CORP COM 651639106 25 640 SH DEFINED 1,2 640 NEWS CORP CL A 65248E104 8,555 403,350 SH DEFINED 1,2 403,350 NICOR INC COM 654086107 3 60 SH DEFINED 1,2 60 NIKE INC CL B 654106103 33 560 SH DEFINED 1,2 560 NISOURCE INC COM 65473P105 8 390 SH DEFINED 1,2 390 NOBLE CORP SHS G65422100 20 200 SH DEFINED 1,2 200 NORDSTROM INC COM 655664100 17 330 SH DEFINED 1,2 330 NORFOLK SOUTHERN CORP COM 655844108 31 590 SH DEFINED 1,2 590 NORTEL NETWORKS NOTE 656568AB8 8,876 9,000,000 PRN DEFINED 2,4 900,000 NORTHERN TRUST CORP COM 665859104 1,373 21,370 SH DEFINED 1,2 21,370 NORTHROP GRUMMAN CORP COM 666807102 39 498 SH DEFINED 1,2 498
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 NOVELL INC COM 670006105 4 480 SH DEFINED 1,2 480 NOVELL INC DBCV 670006AC9 2,522 2,600,000 PRN DEFINED 2,3 225,655 NOVELLUS SYSTEMS INC COM 670008101 5 170 SH DEFINED 1,2 170 NRG ENERGY INC COM 629377508 1,428 34,350 SH DEFINED 2 34,350 NUCOR CORP COM 670346105 26 440 SH DEFINED 1,2 440 NVIDIA CORP COM 67066G104 21 500 SH DEFINED 1,2 500 OCCIDENTAL PETROLEUM CORP COM 674599105 5,281 91,240 SH DEFINED 1,2 91,240 OFFICE DEPOT INC COM 676220106 12 410 SH DEFINED 1,2 410 OFFICEMAX INC COM 67622P101 4 110 SH DEFINED 1,2 110 OLD REPUBLIC INTL CORP COM 680223104 1,444 67,922 SH DEFINED 2 67,922 OMNICOM GROUP COM 681919106 26 500 SH DEFINED 1,2 500 ORACLE CORP COM 68389X105 2,169 110,055 SH DEFINED 1,2 110,055 P G & E CORP COM 69331C108 23 500 SH DEFINED 1,2 500 PACCAR INC COM 693718108 31 360 SH DEFINED 1,2 360 PACTIV CORPORATION COM 695257105 6 200 SH DEFINED 1,2 200 PALL CORP COM 696429307 8 180 SH DEFINED 1,2 180
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 PARAMETRIC TECHNOLOGY CORP COM 699173209 3 160 SH DEFINED 1,2 160 PARKER HANNIFIN CORP COM 701094104 17 170 SH DEFINED 1,2 170 PATTERSON COS INC COM 703395103 7 200 SH DEFINED 1,2 200 PAYCHEX INC COM 704326107 19 490 SH DEFINED 1,2 490 PEABODY ENERGY CORP SDCV 704549AG9 317 300,000 PRN DEFINED 2,3 4,843 PEDIATRIX MEDICAL GROUP INC COM 705324101 448 8,125 SH DEFINED 2 8,125 PEPSI BOTTLING GROUP INC COM 713409100 6 190 SH DEFINED 1,2 190 PEPSICO INC COM 713448108 1,639 25,270 SH DEFINED 1,2 25,270 PERKINELMER INC COM 714046109 5 180 SH DEFINED 1,2 180 PETRO-CANADA COM 71644E102 3,190 60,000 SH DEFINED 2 60,000 PFIZER INC COM 717081103 3,566 139,450 SH DEFINED 1,2 139,450 PHARMANET DEVELOPMENT GROUP COM 717148100 297 9,325 SH DEFINED 2 9,325 PHH CORP COM 693320202 1,433 45,925 SH DEFINED 2 45,925 PIKE ELECTRIC CORP COM 721283109 1,478 66,050 SH DEFINED 2 66,050 PINNACLE WEST CAPITAL COM 723484101 6 140 SH DEFINED 1,2 140 PITNEY BOWES INC COM 724479100 15 320 SH DEFINED 1,2 320
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 PLANTRONICS INC COM 727493108 1,023 39,000 SH DEFINED 2 39,000 PLUM CREEK TIMBER CO COM 729251108 11 260 SH DEFINED 1,2 260 PMC - SIERRA INC COM 69344F106 2 290 SH DEFINED 1,2 290 PMI GROUP INC COM 69344M101 670 15,000 SH DEFINED 2 15,000 PNC FINANCIAL SERVICES GROUPCOM 693475105 30 420 SH DEFINED 1,2 420 PPG INDUSTRIES INC COM 693506107 18 240 SH DEFINED 1,2 240 PPL CORPORATION COM 69351T106 26 550 SH DEFINED 1,2 550 PRAXAIR INC COM 74005P104 1,473 20,460 SH DEFINED 1,2 20,460 PRINCIPAL FINANCIAL GROUP COM 74251V102 23 390 SH DEFINED 1,2 390 PROCTER & GAMBLE CO COM 742718109 1,135 18,550 SH DEFINED 1,2 18,550 PROGRESS ENERGY INC COM 743263105 16 360 SH DEFINED 1,2 360 PROGRESSIVE CORP COM 743315103 2,097 87,630 SH DEFINED 1,2 87,630 PROLOGIS INT 743410102 20 350 SH DEFINED 1,2 350 PRUDENTIAL FINANCIAL INC COM 744320102 68 700 SH DEFINED 1,2 700 PUBLIC SERVICE ENTERPRISE GPCOM 744573106 32 360 SH DEFINED 1,2 360 PUBLIC STORAGE COM 74460D109 14 180 SH DEFINED 1,2 180
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 PULTE HOMES INC COM 745867101 335 14,930 SH DEFINED 1,2 14,930 QLOGIC CORP COM 747277101 4 220 SH DEFINED 1,2 220 QUALCOMM INC COM 747525103 1,704 39,270 SH DEFINED 1,2 39,270 QUEST DIAGNOSTICS COM 74834L100 12 230 SH DEFINED 1,2 230 QWEST COMMUNICATIONS INTL COM 749121109 22 2,290 SH DEFINED 1,2 2,290 RADIO ONE INC CL D 75040P405 746 105,700 SH DEFINED 2 105,700 RADIOSHACK CORP COM 750438103 6 190 SH DEFINED 1,2 190 RAIT FINANCIAL TRUST COM 749227104 6,825 262,281 SH DEFINED 2,4 262,281 RAYTHEON COMPANY COM 755111507 34 640 SH DEFINED 1,2 640 RED HAT INC DBCV 756577AB8 3,905 3,750,000 PRN DEFINED 2,3 146,532 REGENCY ENERGY PARTNERS LP COM 75885Y107 2,138 64,435 SH DEFINED 2,4 64,435 REGIONS FINANCIAL CORP COM 7591EP100 34 1,040 SH DEFINED 1,2 1,040 REGIS CORP COM 758932107 1,275 33,325 SH DEFINED 2 33,325 RENAISSANCERE HOLDINGS LTD COM G7496G103 3,168 51,100 SH DEFINED 2 51,100 RENT-A-CENTER INC COM 76009N100 3,654 139,300 SH DEFINED 2 139,300 REYNOLDS AMERICAN INC COM 761713106 16 250 SH DEFINED 1,2 250
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 9 240 SH DEFINED 1,2 240 ROCKWELL AUTOMATION INC COM 773903109 8,524 122,750 SH DEFINED 1,2 122,750 ROCKWELL COLLINS INC. COM 774341101 18 250 SH DEFINED 1,2 250 ROHM AND HAAS CO COM 775371107 11 210 SH DEFINED 1,2 210 ROWAN COMPANIES INC COM 779382100 7 160 SH DEFINED 1,2 160 RR DONNELLEY & SONS CO COM 257867101 13 310 SH DEFINED 1,2 310 RYDER SYSTEM INC COM 783549108 5 90 SH DEFINED 1,2 90 SAFECO CORP COM 786429100 11 170 SH DEFINED 1,2 170 SAFEWAY INC COM 786514208 22 640 SH DEFINED 1,2 640 SALESFORCE.COM INC COM 79466L302 986 23,000 SH DEFINED 1,2 23,000 SALLY BEAUTY HOLDINGS INC COM 79546E104 1 110 SH DEFINED 1,2 110 SANDISK CORP COM 80004C101 14 280 SH DEFINED 1,2 280 SANGAMO BIOSCIENCES INC COM 800677106 766 94,321 SH DEFINED 2 94,321 SANMINA-SCI CORP COM 800907107 2 760 SH DEFINED 1,2 760 SARA LEE CORP COM 803111103 799 45,936 SH DEFINED 1,2 45,936 SCANA CORP COM 80589M102 1,298 33,902 SH DEFINED 2 33,902
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 SCHERING-PLOUGH CORP COM 806605101 65 2,120 SH DEFINED 1,2 2,120 SCHLUMBERGER LTD COM 806857108 3,872 45,585 SH DEFINED 1,2 45,585 SCHWAB (CHARLES) CORP COM 808513105 30 1,480 SH DEFINED 1,2 1,480 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,886 60,850 SH DEFINED 2 60,850 SEALED AIR CORP COM 81211K100 7 240 SH DEFINED 1,2 240 SEALY CORP COM 812139301 1,417 85,775 SH DEFINED 2 85,775 SEARS HOLDINGS CORP COM 812350106 1,793 10,579 SH DEFINED 1,2,4 10,579 SEMPRA ENERGY COM 816851109 2,019 34,080 SH DEFINED 1,2 34,080 SHERWIN-WILLIAMS CO/THE COM 824348106 11 160 SH DEFINED 1,2 160 SIGMA-ALDRICH COM 826552101 9 200 SH DEFINED 1,2 200 SIMON PROPERTY GROUP INC COM 828806109 30 320 SH DEFINED 1,2 320 SIRIUS SATELLITE RADIO INC COM 82966U103 151 50,000 SH DEFINED 2,4 50,000 SLM CORP COM 78442P106 247 4,290 SH DEFINED 1,2 4,290 SMITH INTERNATIONAL INC COM 832110100 17 290 SH DEFINED 1,2 290 SNAP-ON INC COM 833034101 4 80 SH DEFINED 1,2 80 SOLECTRON CORP COM 834182107 5 1,310 SH DEFINED 1,2 1,310 SOLECTRON CORP NOTE 834182AT4 1,335 1,400,000 PRN DEFINED 2,3 144,826
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 SOUTHERN CO COM 842587107 36 1,060 SH DEFINED 1,2 1,060 SOUTHWEST AIRLINES CO COM 844741108 17 1,120 SH DEFINED 1,2 1,120 SOVEREIGN BANCORP INC COM 845905108 11 515 SH DEFINED 1,2 515 SPECTRA ENERGY CORP COM 847560109 23 899 SH DEFINED 1,2 899 SPHERION CORPORATION COM 848420105 161 17,125 SH DEFINED 2 17,125 SPRINT NEXTEL CORP COM 852061100 4,438 214,278 SH DEFINED 1,2 214,278 ST JUDE MEDICAL INC COM 790849103 851 20,510 SH DEFINED 1,2 20,510 STANLEY WORKS/THE COM 854616109 7 120 SH DEFINED 1,2 120 STAPLES INC COM 855030102 131 5,540 SH DEFINED 1,2 5,540 STARBUCKS CORP COM 855244109 816 31,080 SH DEFINED 1,2 31,080 STARWOOD HOTELS & RESORTS COM 85590A401 21 310 SH DEFINED 1,2 310 STATE STREET CORP COM 857477103 33 480 SH DEFINED 1,2 480 STEWART INFORMATION SERVICESCOM 860372101 930 23,350 SH DEFINED 2 23,350 STONE CONTAINER CORP COM 832727101 1,331 100,000 SH DEFINED 2 100,000 STRYKER CORP COM 863667101 27 430 SH DEFINED 1,2 430 SUN MICROSYSTEMS INC COM 866810104 26 5,030 SH DEFINED 1,2 5,030
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 SUNOCO INC COM 86764P109 15 190 SH DEFINED 1,2 190 SUNTRUST BANKS INC COM 867914103 45 530 SH DEFINED 1,2 530 SUPERVALU INC COM 868536103 14 301 SH DEFINED 1,2 301 SYMANTEC CORP COM 871503108 29 1,414 SH DEFINED 1,2 1,414 SYNOVUS FINANCIAL CORP COM 87161C105 14 460 SH DEFINED 1,2 460 SYSCO CORP COM 871829107 29 890 SH DEFINED 1,2 890 T ROWE PRICE GROUP INC COM 74144T108 20 380 SH DEFINED 1,2 380 TARGET CORP COM 87612E106 1,032 16,230 SH DEFINED 1,2 16,230 TC PIPELINES LP LTD PART87233Q108 4,968 126,000 SH DEFINED 2,4 126,000 TECH DATA CORP COM 878237106 497 12,925 SH DEFINED 2 12,925 TECO ENERGY INC COM 872375100 5 290 SH DEFINED 1,2 290 TEEKAY OFFSHORE PARTNERS LP PARTNY8565J101 4,334 127,100 SH DEFINED 2,4 127,100 TEKTRONIX INC COM 879131100 4 120 SH DEFINED 1,2 120 TELLABS INC COM 879664100 7 640 SH DEFINED 1,2 640 TEMPLE-INLAND INC COM 879868107 10 160 SH DEFINED 1,2 160 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 896 34,600 SH DEFINED 2 34,600
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 TENET HEALTHCARE CORP CL A 88033G100 4 670 SH DEFINED 1,2 670 TEPPCO PARTNERS LP LTD PART872384102 3,105 70,000 SH DEFINED 2,4 70,000 TERADYNE INC COM 880770102 5 280 SH DEFINED 1,2 280 TEXAS INSTRUMENTS INC COM 882508104 83 2,200 SH DEFINED 1,2 2,200 TEXTRON INC COM 883203101 2,024 18,380 SH DEFINED 1,2 18,380 TFS FINANCIAL CORP COM 87240R107 1,188 102,950 SH DEFINED 2 102,950 THE WALT DISNEY CO COM 254687106 102 3,000 SH DEFINED 1,2 3,000 THERMO FISHER SCIENTIFIC INCCOM 883556102 31 590 SH DEFINED 1,2 590 TIFFANY & CO COM 886547108 11 200 SH DEFINED 1,2 200 TIME WARNER INC COM 887317105 123 5,830 SH DEFINED 1,2 5,830 TJX COMPANIES INC COM 872540109 2,970 107,990 SH DEFINED 1,2 107,990 TORCHMARK CORP COM 891027104 2,607 38,915 SH DEFINED 1,2 38,915 TRANSMONTAIGNE PARTNERS LP COM 89376V100 5,012 141,900 SH DEFINED 2,4 141,900 TRANSOCEAN INC ORD G90078109 48 450 SH DEFINED 1,2 450 TRAVELERS COS INC/THE COM 89417E109 53 997 SH DEFINED 1,2 997 TREX COMPANY INC COM 89531P105 1,088 55,425 SH DEFINED 2 55,425 TRIBUNE CO COM 896047107 8 270 SH DEFINED 1,2 270
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 TXU CORP COM 873168108 44 660 SH DEFINED 1,2 660 TYCO INTERNATIONAL LTD COM 902124106 1,871 55,365 SH DEFINED 1,2 55,365 TYSON FOODS INC CL A 902494103 8 360 SH DEFINED 1,2 360 UNILEVER NV SHS 904784709 2,634 84,920 SH DEFINED 2 84,920 UNION PACIFIC CORP COM 907818108 1,027 8,915 SH DEFINED 1,2 8,915 UNISYS CORP COM 909214108 4 490 SH DEFINED 1,2 490 UNITED NATIONAL GROUP LTD COM 90933T109 1,358 54,600 SH DEFINED 2 54,600 UNITED PARCEL SERVICE CL B 911312106 1,461 20,011 SH DEFINED 1,2 20,011 UNITED STATES STEEL CORP COM 912909108 20 180 SH DEFINED 1,2 180 UNITED STATIONERS INC COM 913004107 1,276 19,150 SH DEFINED 2 19,150 UNITED TECHNOLOGIES CORP COM 913017109 1,238 17,450 SH DEFINED 1,2 17,450 UNITEDHEALTH GROUP INC COM 91324P102 1,428 27,930 SH DEFINED 1,2 27,930 UNIVERSAL COMPRESSION PARTNEINT 913430104 4,353 118,964 SH DEFINED 2,4 118,964 UNIVERSAL CORP COM 913456109 1,255 20,600 SH DEFINED 2 20,600 UNUM GROUP COM 91529Y106 13 490 SH DEFINED 1,2 490 US BANCORP COM 902973304 2,914 88,440 SH DEFINED 1,2 88,440
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 TRIBUNE CO COM 896047107 9 270 SH DEFINED 1,2 270 US BANCORP INC DBCV 902973AQ9 4,915 4,942,000 PRN DEFINED 2 129,101 UST INC COM 902911106 12 230 SH DEFINED 1,2 230 VALERO ENERGY CORP COM 91913Y100 16,314 220,880 SH DEFINED 1,2 220,880 VARIAN MEDICAL SYSTEMS INC COM 92220P105 425 10,000 SH DEFINED 1,2 10,000 VERIGY LTD SHS Y93691106 2 71 SH DEFINED 1,2 71 VERISIGN INC COM 92343E102 442 13,940 SH DEFINED 1,2 13,940 VERIZON COMMUNICATIONS INC COM 92343V104 171 4,160 SH DEFINED 1,2 4,160 VF CORP COM 918204108 12 130 SH DEFINED 1,2 130 VIACOM INC CL B 92553P201 42 1,020 SH DEFINED 1,2 1,020 VIAD CORP COM 92552R406 901 21,369 SH DEFINED 2 21,369 VISHAY INTERTECHNOLOGY NOTE 928298AF5 3,561 3,500,000 PRN DEFINED 2,3 164,474 VORNADO REALTY TRUST INT 929042109 20 180 SH DEFINED 1,2 180 VULCAN MATERIALS CO COM 929160109 16 140 SH DEFINED 1,2 140 WACHOVIA CORP COM 929903102 141 2,750 SH DEFINED 1,2 2,750 WALGREEN CO COM 931422109 216 4,950 SH DEFINED 1,2 4,950 WAL-MART STORES INC COM 931142103 5,784 120,230 SH DEFINED 1,2 120,230
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 WASHINGTON MUTUAL INC COM 939322103 789 18,505 SH DEFINED 1,2 18,505 WASTE MANAGEMENT INC COM 94106L109 30 770 SH DEFINED 1,2 770 WATERS CORP COM 941848103 9 150 SH DEFINED 1,2 150 WATSON PHARMACEUTICALS INC COM 942683103 5 140 SH DEFINED 1,2 140 WEATHERFORD INTL LTD COM G95089101 1,243 22,500 SH DEFINED 1,2 22,500 WELLPOINT INC COM 94973V107 478 5,990 SH DEFINED 1,2 5,990 WELLS FARGO & COMPANY COM 949746101 170 4,830 SH DEFINED 1,2 4,830 WENDYS INTERNATIONAL INC COM 950590109 6 170 SH DEFINED 1,2 170 WESTERN UNION CO COM 959802109 23 1,089 SH DEFINED 1,2 1,089 WEYERHAEUSER CO COM 962166104 974 12,334 SH DEFINED 1,2 12,334 WHIRLPOOL CORP COM 963320106 2,852 25,643 SH DEFINED 1,2 25,643 WHOLE FOODS MARKET INC COM 966837106 8 200 SH DEFINED 1,2 200 WILLIAMS COS INC COM 969457100 6,476 204,810 SH DEFINED 1,2 204,810 WILLIAMS PARTNERS LP COM 96950F104 4,804 99,500 SH DEFINED 2,4 99,500 WINDSTREAM CORP COM 97381W104 10 676 SH DEFINED 1,2 676 WISCONSIN ENERGY CORP COM 976657106 1,775 40,125 SH DEFINED 2 40,125
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 WRIGLEY WM JR CO COM 982526105 21 385 SH DEFINED 1,2 385 WW GRAINGER INC COM 384802104 10 110 SH DEFINED 1,2 110 WYETH COM 983024100 5,326 92,880 SH DEFINED 1,2 92,880 WYETH DBCV 983024AD2 5,631 4,978,000 PRN DEFINED 2 82,431 WYNDHAM WORLDWIDE CORP COM 98310W108 1,280 35,290 SH DEFINED 1,2 35,290 XCEL ENERGY INC COM 98389B100 12 580 SH DEFINED 1,2 580 XEROX CORP COM 984121103 8,342 451,400 SH DEFINED 1,2 451,400 XILINX INC COM 983919101 13 480 SH DEFINED 1,2 480 XL CAPITAL LTD CL A G98255105 3,988 47,310 SH DEFINED 1,2 47,310 XM SATELLITE RADIO HLDGS NOTE 983759AC5 1,713 2,000,000 PRN DEFINED 2,3 40,000 XTO ENERGY INC COM 98385X106 31 520 SH DEFINED 1,2 520 YAHOO! INC COM 984332106 48 1,780 SH DEFINED 1,2 1,780 YUM! BRANDS INC COM 988498101 26 780 SH DEFINED 1,2 780 ZIMMER HOLDINGS INC COM 98956P102 30 350 SH DEFINED 1,2 350 ZIONS BANCORPORATION COM 989701107 12 160 SH DEFINED 1,2 160