-----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, DIMNpG2qbzboharfZG514KL7BN2aNvGon5SU0RSvsbeFTDKdQNXuLp4TSnJCPV/U 3/MqvuHejHxG2f35VEybYQ== 0000021175-07-000015.txt : 20071116 0000021175-07-000015.hdr.sgml : 20071116 20071115175836 ACCESSION NUMBER: 0000021175-07-000015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071116 DATE AS OF CHANGE: 20071115 EFFECTIVENESS DATE: 20071116 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: 071250941 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 cnafsep07.txt FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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: November 15,2007 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: 636 Form 13F Information Table Value Total: 1,267,769 (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 138 1,480 SH DEFINED 1,2 1,480 ABBOTT LABORATORIES COM 002824100 160 2,990 SH DEFINED 1,2 2,990 ABERCROMBIE & FITCH CO CL A 002896207 16 200 SH DEFINED 1,2 200 ACE LTD ORD G0070K103 41 670 SH DEFINED 1,2 670 ADOBE SYSTEMS INC COM 00724F101 1,075 24,630 SH DEFINED 1,2 24,630 ADVANCED MICRO DEVICES COM 007903107 14 1,090 SH DEFINED 1,2 1,090 AES CORP COM 00130H105 25 1,240 SH DEFINED 1,2 1,240 AETNA INC COM 00817Y108 1,953 35,990 SH DEFINED 1,2 35,990 AFFILIATED COMPUTER SVCS CL A 008190100 2,774 55,220 SH DEFINED 1,2 55,220 AFLAC INC COM 001055102 52 910 SH DEFINED 1,2 910 AFTERMARKET TECHNOLOGY CORP COM 008318107 1,139 35,875 SH DEFINED 2 35,875 AGERE SYSTEMS NOTE 00845VAA8 1,515 1,500,000 PRN DEFINED 2,3 97,959 AGILENT TECHNOLOGIES INC COM 00846U101 29 780 SH DEFINED 1,2 780 AIR PRODUCTS & CHEMICALS INCCOM 009158106 51 520 SH DEFINED 1,2 520 AKAMAI TECHNOLOGIES COM 00971T101 9 300 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 ALCATEL-LUCENT SPONSORE013904305 4,707 462,375 SH DEFINED 2 462,375 ALCOA INC COM 013817101 5,932 151,640 SH DEFINED 1,2 151,640 ALCON INC COM SHS H01301102 201 1,400 SH DEFINED 2 1,400 ALLEGHENY ENERGY INC COM 017361106 13 240 SH DEFINED 1,2 240 ALLEGHENY TECHNOLOGIES INC COM 01741R102 27 250 SH DEFINED 1,2 250 ALLERGAN INC COM 018490102 41 640 SH DEFINED 1,2 640 ALLIED WASTE INDUSTRIES INC COM 019589308 6 460 SH DEFINED 1,2 460 ALLSTATE CORP COM 020002101 2,483 43,425 SH DEFINED 1,2 43,425 ALLTEL CORP COM 020039103 53 760 SH DEFINED 1,2 760 ALTERA CORPORATION COM 021441100 15 610 SH DEFINED 1,2 610 ALTRIA GROUP INC COM 02209S103 1,335 19,200 SH DEFINED 1,2 19,200 AMAZON.COM INC COM 023135106 61 650 SH DEFINED 1,2 650 AMAZON.COM INC NOTE 023135AF3 2,586 2,100,000 PRN DEFINED 2,3 26,914 AMBAC FINANCIAL GROUP INC COM 023139108 16 250 SH DEFINED 1,2 250 AMDOCS LIMITED NOTE 02342TAD1 526 500,000 PRN DEFINED 2,3 11,596
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 AMEREN CORPORATION COM 023608102 21 400 SH DEFINED 1,2 400 AMERICAN CAPITAL STRATEGIES COM 024937104 13 300 SH DEFINED 1,2 300 AMERICAN ELECT PWR INC COM 025537101 6,447 139,910 SH DEFINED 1,2 139,910 AMERICAN EQUITY INVT LIFE HLCOM 025676206 1,200 112,675 SH DEFINED 2 112,675 AMERICAN EXPRESS COM 025816109 1,035 17,440 SH DEFINED 1,2 17,440 AMERICAN INTERNATIONAL GROUPCOM 026874107 11,516 170,230 SH DEFINED 1,2 170,230 AMERICAN NATIONAL INSURANCE COM 028591105 710 5,400 SH DEFINED 2 5,400 AMERICAN STANDARD COS INC COM 029712106 9 250 SH DEFINED 1,2 250 AMERIPRISE FINANCIAL INC COM 03076C106 35 550 SH DEFINED 1,2 550 AMERISOURCE HEALTH CORP COM 03073E105 1,545 34,090 SH DEFINED 1,2 34,090 AMGEN INC COM 031162100 1,929 34,105 SH DEFINED 1,2 34,105 ANADARKO PETROLEUM CORP COM 032511107 16,171 300,860 SH DEFINED 1,2 300,860 ANALOG DEVICES COM 032654105 22 600 SH DEFINED 1,2 600 ANHEUSER BUSCH CO COM 035229103 1,462 29,250 SH DEFINED 1,2 29,250 ANSYS INC COM 03662Q105 165 4,824 SH DEFINED 2,4 4,824 AON CORP COM 037389103 25 550 SH DEFINED 1,2 550
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 APACHE CORP COM 037411105 5,914 65,670 SH DEFINED 1,2 65,670 APARTMENT INVT & MGMT CO CL A 03748R101 6 140 SH DEFINED 1,2 140 APOLLO GROUP INC CL A 037604105 18 300 SH DEFINED 1,2 300 APPLE INC COM 037833100 264 1,720 SH DEFINED 1,2 1,720 APPLIED BIOSYSTEMS GROUP GRP 038020103 12 360 SH DEFINED 1,2 360 APPLIED MATERIALS INC COM 038222105 56 2,690 SH DEFINED 1,2 2,690 ARCHER-DANIELS-MIDLAND CO COM 039483102 41 1,240 SH DEFINED 1,2 1,240 ARCHSTONE-SMITH TRUST COM 039583109 31 510 SH DEFINED 1,2 510 ARGO GROUP INTERNATIONAL COM G0464B107 772 17,750 SH DEFINED 2 17,750 ARIZONA STAR RESOURCE CORP COM 04059G106 62,445 4,550,100 SH DEFINED 2,4 4,550,100 ARVINMERITOR INC COM 043353101 746 44,350 SH DEFINED 2 44,350 ASHLAND INC COM 044209104 5 90 SH DEFINED 1,2 90 ASSURANT INC COM 04621X108 5 100 SH DEFINED 1,2 100 AT&T INC COM 00206R102 517 12,215 SH DEFINED 1,2 12,215 ATLAS PIPELINE HOLDINGS LP COM 04939R108 9,617 237,222 SH DEFINED 2,4 237,222
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 ATLAS PIPELINE PARTNERS INT 049392103 5,583 119,043 SH DEFINED 2,4 119,043 AUTODESK INC COM 052769106 21 430 SH DEFINED 1,2 430 AUTOMATIC DATA PROCESSING COM 053015103 46 1,000 SH DEFINED 1,2 1,000 AUTONATION INC COM 05329W102 4 210 SH DEFINED 1,2 210 AUTOZONE INC COM 053332102 21 180 SH DEFINED 1,2 180 AVALONBAY COMMUNITIES INC COM 053484101 24 200 SH DEFINED 1,2 200 AVAYA INC COM 053499109 14 850 SH DEFINED 1,2 850 AVERY DENNISON CORP COM 053611109 14 240 SH DEFINED 1,2 240 AVON PRODUCTS INC COM 054303102 32 840 SH DEFINED 1,2 840 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,848 47,500 SH DEFINED 2 47,500 BAKER HUGHES INC COM 057224107 61 670 SH DEFINED 1,2 670 BALL CORP COM 058498106 8 150 SH DEFINED 1,2 150 BANCO BILBAO VIZCAYA SPONSORE05946K101 8 327 SH DEFINED 1,2 327 BANK OF AMERICA CORP COM 060505104 7,480 148,791 SH DEFINED 1,2 148,791 BANK OF NEW YORK COM 064058100 13,911 315,157 SH DEFINED 1,2 315,157 BARD (C.R.) INC COM 067383109 22 250 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 BARR PHARMACEUTICALS INC COM 068306109 9 150 SH DEFINED 1,2 150 BARRICK GOLD CORP COM 067901108 1,321 32,801 SH DEFINED 2 32,801 BAUSCH & LOMB INC COM 071707103 12 180 SH DEFINED 1,2 180 BAXTER INTERNATIONAL INC COM 071813109 70 1,240 SH DEFINED 1,2 1,240 BB&T CORP COM 054937107 43 1,070 SH DEFINED 1,2 1,070 BEAR STEARNS COMPANIES INC COM 073902108 34 280 SH DEFINED 1,2 280 BEARINGPOINT INC COM 074002106 241 59,450 SH DEFINED 2 59,450 BECTON DICKINSON & CO COM 075887109 45 550 SH DEFINED 1,2 550 BED BATH & BEYOND INC COM 075896100 17 500 SH DEFINED 1,2 500 BEMIS COMPANY COM 081437105 4 150 SH DEFINED 1,2 150 BEST BUY CO INC COM 086516101 36 780 SH DEFINED 1,2 780 BIG LOTS INC COM 089302103 4 150 SH DEFINED 1,2 150 BIOGEN IDEC INC COM 09062X103 39 590 SH DEFINED 1,2 590 BJ SERVICES CO COM 055482103 14 530 SH DEFINED 1,2 530 BLACK & DECKER CORP COM 091797100 2,635 31,635 SH DEFINED 1,2 31,635 BLACKROCK FLORIDA INSD MUNI COM 09250G102 543 38,900 SH DEFINED 2,4 38,900
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None BLACKROCK MUNIYIELD INSURED COM 09254E103 1,564 116,400 SH DEFINED 2,4 116,400 BLACKROCK MUNIYIELD NY INSURCOM 09255E102 721 55,900 SH DEFINED 2,4 55,900 BLOUNT INTERNATIONAL INC COM 095180105 153 13,425 SH DEFINED 2 13,425 BMC SOFTWARE INC COM 055921100 12 390 SH DEFINED 1,2 390 BOEING CO COM 097023105 1,306 12,440 SH DEFINED 1,2 12,440 BOSTON PROPERTIES INC COM 101121101 28 270 SH DEFINED 1,2 270 BOSTON SCIENTIFIC CORP COM 101137107 32 2,289 SH DEFINED 1,2 2,289 BOWNE & CO INC COM 103043105 797 47,850 SH DEFINED 2 47,850 BRADY CORPORATION CL A 104674106 667 18,600 SH DEFINED 2 18,600 BRISTOL-MYERS SQUIBB CO COM 110122108 2,035 70,595 SH DEFINED 1,2 70,595 BROADCOM CORP CL A 111320107 32 870 SH DEFINED 1,2 870 BROOKFIELD HOMES CORP COM 112723101 464 25,000 SH DEFINED 2 25,000 BROWN-FORMAN CORP CL B 115637209 16 210 SH DEFINED 1,2 210 BRUNSWICK CORP COM 117043109 3 130 SH DEFINED 1,2 130 BUCKEYE GP HOLDINGS LP COM 118167105 4,543 150,870 SH DEFINED 2,4 150,870 BUCKEYE PARTNERS LP LTD PART118230101 2,951 60,300 SH DEFINED 2,4 60,300
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 BURLINGTON NORTHERN SANTA FECOM 12189T104 58 720 SH DEFINED 1,2 720 C.H. ROBINSON WORLDWIDE INC COM 12541W209 16 300 SH DEFINED 1,2 300 CA INC COM 12673P105 2,435 94,692 SH DEFINED 1,2 94,692 CABOT MICROELECTRONICS CORP COM 12709P103 398 9,300 SH DEFINED 2 9,300 CALUMET SPECIALTY PRODUCTS LTD PART131476103 4,368 88,851 SH DEFINED 2,4 88,851 CAMPBELL SOUP CO COM 134429109 16 430 SH DEFINED 1,2 430 CAPITAL ONE FINANCIAL CORP COM 14040H105 2,302 34,651 SH DEFINED 1,2 34,651 CAPITAL PRODUCT PARTNERS LP COM Y11082107 4,173 169,000 SH DEFINED 2,4 169,000 CARDINAL HEALTH INC COM 14149Y108 49 780 SH DEFINED 1,2 780 CARNIVAL CORP PAIRED C143658300 41 840 SH DEFINED 1,2 840 CARTER'S INC COM 146229109 407 20,400 SH DEFINED 2 20,400 CATERPILLAR INC COM 149123101 1,631 20,790 SH DEFINED 1,2 20,790 CB RICHARD ELLIS GROUP INC CL A 12497T101 8 300 SH DEFINED 1,2 300 CBS CORP CL B 124857202 3,195 101,420 SH DEFINED 1,2 101,420 CELGENE CORP COM 151020104 57 800 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 CENTERPOINT ENERGY INC COM 15189T107 9 540 SH DEFINED 1,2 540 CENTEX CORP COM 152312104 5 170 SH DEFINED 1,2 170 CENTURYTEL INC COM 156700106 8 170 SH DEFINED 1,2 170 CHEMICAL FINANCIAL CORP COM 163731102 911 37,575 SH DEFINED 2 37,575 CHESAPEAKE ENERGY CORP COM 165167107 26 740 SH DEFINED 1,2 740 CHESAPEAKE ENERGY CORP NOTE 165167CA3 2,553 2,500,000 PRN DEFINED 2,3 48,467 CHEVRON CORP COM 166764100 407 4,350 SH DEFINED 1,2 4,350 CHUBB CORP COM 171232101 42 790 SH DEFINED 1,2 790 CIBER INC COM 17163B102 1,473 188,575 SH DEFINED 2 188,575 CIENA CORP COM 171779309 5 120 SH DEFINED 1,2 120 CIGNA CORP COM 125509109 26 480 SH DEFINED 1,2 480 CINCINNATI FINANCIAL CORP COM 172062101 11 250 SH DEFINED 1,2 250 CINTAS CORP COM 172908105 7 200 SH DEFINED 1,2 200 CIRCUIT CITY STORES INC COM 172737108 2 200 SH DEFINED 1,2 200 CISCO SYSTEMS INC COM 17275R102 1,790 54,050 SH DEFINED 1,2 54,050
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 CIT GROUP INC COM 125581108 3,256 80,990 SH DEFINED 1,2 80,990 CITIGROUP INC COM 172967101 10,716 229,610 SH DEFINED 1,2 229,610 CITIZENS COMMUNICATIONS CO COM 17453B101 9 660 SH DEFINED 1,2 660 CITRIX SYSTEMS INC COM 177376100 10 260 SH DEFINED 1,2 260 CLEAR CHANNEL COMMUNICATIONSCOM 184502102 34 910 SH DEFINED 1,2 910 CLECO CORPORATION COM 12561W105 1,153 45,610 SH DEFINED 2 45,610 CLOROX CO COM 189054109 934 15,320 SH DEFINED 1,2 15,320 CME GROUP INC COM 12572Q105 94 160 SH DEFINED 1,2 160 CMS ENERGY CORP COM 125896100 7 410 SH DEFINED 1,2 410 CNA SURETY CORPORATION COM 12612L108 483,505 27,425,147 SH DEFINED 1,4 27,425,147 COACH INC COM 189754104 1,452 30,720 SH DEFINED 1,2 30,720 COCA COLA CO COM 191216100 702 12,220 SH DEFINED 1,2 12,220 COCA-COLA ENTERPRISES COM 191219104 12 490 SH DEFINED 1,2 490 COGNIZANT TECH SOLUTIONS CL A 192446102 24 300 SH DEFINED 1,2 300 COLGATE-PALMOLIVE CO COM 194162103 74 1,040 SH DEFINED 1,2 1,040
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 COMCAST CORP CL A 20030N200 3,111 129,860 SH DEFINED 2 129,860 COMCAST CORP CLA 20030N101 1,580 65,350 SH DEFINED 1,2 65,350 COMERICA COM 200340107 1,307 25,480 SH DEFINED 1,2 25,480 COMMERCE BANCORP INC/NJ COM 200519106 14 370 SH DEFINED 1,2 370 COMPUTER SCIENCES CORP COM 205363104 14 250 SH DEFINED 1,2 250 COMPUWARE CORP COM 205638109 4 530 SH DEFINED 1,2 530 CONAGRA FOODS INC COM 205887102 24 930 SH DEFINED 1,2 930 CONMED CORP COM 207410101 667 23,825 SH DEFINED 2 23,825 CONOCOPHILLIPS COM 20825C104 5,552 63,260 SH DEFINED 1,2 63,260 CONSOL ENERGY INC COM 20854P109 17 360 SH DEFINED 1,2 360 CONSOLIDATED EDISON INC COM 209115104 21 450 SH DEFINED 1,2 450 CONSTELLATION BRANDS INC CL A 21036P108 7 300 SH DEFINED 1,2 300 CONSTELLATION ENERGY GROUP COM 210371100 31 360 SH DEFINED 1,2 360 CONVERGYS CORP COM 212485106 3 190 SH DEFINED 1,2 190 CON-WAY INC COM 205944101 397 8,625 SH DEFINED 2 8,625 COOPER INDUSTRIES LTD CL A G24182100 18 360 SH DEFINED 1,2 360
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 ------------------ COPANO ENERGY LLC COM 217202100 4,078 111,038 SH DEFINED 2,4 111,038 CORNING INC COM 219350105 937 38,030 SH DEFINED 1,2 38,030 COSTCO WHOLESALE CORP COM 22160K105 60 970 SH DEFINED 1,2 970 COUNTRYWIDE CREDIT IND INC COM 222372104 1,203 63,303 SH DEFINED 1,2 63,303 COVENTRY HEALTH CARE INC COM 222862104 14 230 SH DEFINED 1,2 230 COVIDIEN LTD COM G2552X108 38 922 SH DEFINED 1,2 922 CSX CORP COM 126408103 1,574 36,830 SH DEFINED 1,2 36,830 CUMMINS INC COM 231021106 33 260 SH DEFINED 1,2 260 CVS CAREMARK CORP COM 126650100 1,110 27,998 SH DEFINED 1,2 27,998 CYMER INC NOTE 232572AE7 3,421 3,400,000 PRN DEFINED 2,3 68,000 DANAHER CORP COM 235851102 45 540 SH DEFINED 1,2 540 DARDEN RESTAURANTS INC COM 237194105 9 210 SH DEFINED 1,2 210 DCP MIDSTREAM PARTNERS LP LTD PART23311P100 3,634 84,549 SH DEFINED 2,4 84,549 DEAN FOODS CO COM 242370104 5 190 SH DEFINED 1,2 190 DEERE & CO COM 244199105 79 530 SH DEFINED 1,2 530
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 DEL MONTE FOODS CO COM 24522P103 691 65,825 SH DEFINED 2 65,825 DELL INC COM 24702R101 123 4,450 SH DEFINED 1,2 4,450 DELPHI FINANCIAL GROUP CLA 247131105 786 19,438 SH DEFINED 2 19,438 DEVELOPERS DIVERSIFIED RLTY COM 251591103 11 200 SH DEFINED 1,2 200 DEVON ENERGY CORPORATION COM 25179M103 77 930 SH DEFINED 1,2 930 DIAGEO PLC ADR 25243Q205 1,395 15,900 SH DEFINED 2 15,900 DIAMONDS TRUST SERIES I UNIT 252787106 83,346 600,000 SH DEFINED 2 600,000 DILLARDS INC CL A 254067101 2 80 SH DEFINED 1,2 80 DIRECTV GROUP INC/THE COM 25459L106 36 1,500 SH DEFINED 1,2 1,500 DISCOVER FINANCIAL SERVICES COM 254709108 257 12,370 SH DEFINED 1,2 12,370 DOMINION RESOURCES INC/VA COM 25746U109 43 510 SH DEFINED 1,2 510 DOVER CORP COM 260003108 20 390 SH DEFINED 1,2 390 DOW CHEMICAL COM 260543103 81 1,880 SH DEFINED 1,2 1,880 DOW JONES & CO INC COM 260561105 11 190 SH DEFINED 1,2 190
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 DR HORTON INC COM 23331A109 6 490 SH DEFINED 1,2 490 DTE ENERGY COMPANY COM 233331107 13 260 SH DEFINED 1,2 260 DU PONT (E.I.) DE NEMOURS COM 263534109 90 1,820 SH DEFINED 1,2 1,820 DUKE ENERGY CORP COM 26441C105 47 2,498 SH DEFINED 1,2 2,498 DUNCAN ENERGY PARTNERS LP COM 265026104 4,036 177,076 SH DEFINED 2,4 177,076 DYNEGY INC CL A 26817G102 7 710 SH DEFINED 1,2 710 E*TRADE FINANCIAL CORP COM 269246104 11 810 SH DEFINED 1,2 810 EARTHLINK INC NOTE 270321AA0 1,096 1,000,000 PRN DEFINED 2,3 109,649 EASTMAN CHEMICAL COMPANY COM 277432100 15 220 SH DEFINED 1,2 220 EASTMAN KODAK CO COM 277461109 14 510 SH DEFINED 1,2 510 EATON CORP COM 278058102 32 320 SH DEFINED 1,2 320 EBAY INC COM 278642103 85 2,180 SH DEFINED 1,2 2,180 ECOLAB INC COM 278865100 12 260 SH DEFINED 1,2 260 EDISON INTERNATIONAL COM 281020107 32 570 SH DEFINED 1,2 570
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 24 1,390 SH DEFINED 1,2 1,390 ELECTRONIC ARTS INC COM 285512109 30 540 SH DEFINED 1,2 540 ELECTRONIC DATA SYSTEMS CORPCOM 285661104 21 940 SH DEFINED 1,2 940 ELI LILLY & CO COM 532457108 114 2,010 SH DEFINED 1,2 2,010 EMBARQ CORP COM 29078E105 18 316 SH DEFINED 1,2 316 EMC CORP/MASS COM 268648102 3,191 153,410 SH DEFINED 1,2 153,410 EMERSON ELECTRIC CO COM 291011104 79 1,480 SH DEFINED 1,2 1,480 ENBRIDGE ENERGY PARTNERS LP COM 29250R106 7,840 160,558 SH DEFINED 2,4 160,558 ENCANA CORP COM 292505104 6,185 100,000 SH DEFINED 2 100,000 ENERGY TRANSFER EQUITY LP LTD PART29273V100 172 5,000 SH DEFINED 2,4 5,000 ENERGY TRANSFER PARTNERS LP LTD PART29273R109 2,638 54,000 SH DEFINED 2,4 54,000 ENSCO INTERNATIONAL INC COM 26874Q100 3,405 60,700 SH DEFINED 1,2 60,700 ENTERGY CORP COM 29364G103 43 400 SH DEFINED 1,2 400 ENTERPRISE PRODUCTS PARTNERSCOM 293792107 6,059 200,300 SH DEFINED 2,4 200,300
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 EOG RESOURCES INC COM 26875P101 40 550 SH DEFINED 1,2 550 EPIX PHARMACEUTICALS INC COM 26881Q309 366 844 SH DEFINED 2,4 844 EQUIFAX INC COM 294429105 11 280 SH DEFINED 1,2 280 EQUITY RESIDENTIAL INT 29476L107 22 520 SH DEFINED 1,2 520 ESTEE LAUDER COMPANIES CL A 518439104 8 190 SH DEFINED 1,2 190 EW SCRIPPS CO CL A 811054204 5 120 SH DEFINED 1,2 120 EXELON CORP COM 30161N101 3,969 52,670 SH DEFINED 1,2 52,670 EXPRESS SCRIPTS INC COM 302182100 28 500 SH DEFINED 1,2 500 EXPRESSJET HOLDINGS INC CL A 30218U108 252 81,600 SH DEFINED 2 81,600 EXXON MOBIL CORP COM 30231G102 2,520 27,230 SH DEFINED 1,2 27,230 FAMILY DOLLAR STORES COM 307000109 6 220 SH DEFINED 1,2 220 FANNIE MAE COM 313586109 3,131 51,490 SH DEFINED 1,2 51,490 FBL FINANCIAL GROUP INC CL A 30239F106 944 23,900 SH DEFINED 2 23,900 FEDERAL HM LOAN MORTGAGE CORCOM 313400301 4,254 72,090 SH DEFINED 1,2 72,090
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 FEDERATED INVESTORS INC CL B 314211103 5 130 SH DEFINED 1,2 130 FEDEX CORP COM 31428X106 67 640 SH DEFINED 1,2 640 FEI COMPANY NOTE 30241LAD1 1,581 1,300,000 PRN DEFINED 2,3 47,914 FIDELITY NATIONAL INFORMATIOCOM 31620M106 13 300 SH DEFINED 1,2 300 FIFTH THIRD BANCORP COM 316773100 34 1,000 SH DEFINED 1,2 1,000 FIRST AMERICAN CORPORATION COM 318522307 1,943 53,050 SH DEFINED 2 53,050 FIRST HORIZON NATIONAL CORP COM 320517105 5 180 SH DEFINED 1,2 180 FIRSTENERGY CORP COM 337932107 42 670 SH DEFINED 1,2 670 FISERV INC COM 337738108 13 250 SH DEFINED 1,2 250 FLEXTRONICS INTL LTD NOTE 33938EAL1 3,334 3,500,000 PRN DEFINED 2,3 225,443 FLUOR CORP COM 343412102 1,041 7,230 SH DEFINED 1,2 7,230 FORD MOTOR CO COM 345370860 22 2,600 SH DEFINED 1,2 2,600 FORDING CANADIAN COAL TRUST UNIT 345425102 5,390 139,000 SH DEFINED 2,4 139,000 FOREST LABORATORIES INC COM 345838106 21 560 SH DEFINED 1,2 560 FORTUNE BRANDS INC COM 349631101 26 320 SH DEFINED 1,2 320 FPL GROUP INC COM 302571104 54 880 SH DEFINED 1,2 880 FRANKLIN RESOURCES INC COM 354613101 43 340 SH DEFINED 1,2 340
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 FREEPORT-MCMORAN COPPER CL B 35671D857 82 781 SH DEFINED 1,2 781 GANNETT CO COM 364730101 19 440 SH DEFINED 1,2 440 GAP INC/THE COM 364760108 18 970 SH DEFINED 1,2 970 GATEWAY INC NOTE 367626AB4 486 500,000 PRN DEFINED 2,3 57,937 GENENTECH INC COM 368710406 94 1,200 SH DEFINED 2 1,200 GENERAL DYNAMICS CORP COM 369550108 74 880 SH DEFINED 1,2 880 GENERAL ELECTRIC CO COM 369604103 9,717 234,711 SH DEFINED 1,2 234,711 GENERAL GROWTH PROPERTIES COM 370021107 21 400 SH DEFINED 1,2 400 GENERAL MILLS INC COM 370334104 41 710 SH DEFINED 1,2 710 GENERAL MOTORS CORP COM 370442105 29 800 SH DEFINED 1,2 800 GENESIS ENERGY L.P. COM 371927104 3,735 134,120 SH DEFINED 2,4 134,120 GENUINE PARTS CO COM 372460105 13 250 SH DEFINED 1,2 250 GENWORTH FINANCIAL INC CL A 37247D106 26 850 SH DEFINED 1,2 850 GENZYME CORP COM 372917104 36 580 SH DEFINED 1,2 580 GILEAD SCIENCES INC COM 375558103 953 23,320 SH DEFINED 1,2 23,320 GOLDMAN SACHS GROUP INC COM 38141G104 178 820 SH DEFINED 1,2 820 GOODRICH CORP COM 382388106 19 280 SH DEFINED 1,2 280
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 GOODYEAR TIRE & RUBBER CO COM 382550101 11 350 SH DEFINED 1,2 350 GOOGLE INC CL A 38259P508 3,126 5,510 SH DEFINED 1,2 5,510 GRIFFON CORPORATION COM 398433102 1,062 70,350 SH DEFINED 2 70,350 H&R BLOCK INC COM 093671105 12 560 SH DEFINED 1,2 560 HALLIBURTON CO COM 406216101 1,220 31,780 SH DEFINED 1,2 31,780 HANGER ORTHOPEDIC GROUP INC COM 41043F208 624 55,075 SH DEFINED 2 55,075 HARLEY-DAVIDSON INC COM 412822108 27 580 SH DEFINED 1,2 580 HARMAN INTERNATIONAL COM 413086109 17 200 SH DEFINED 1,2 200 HARRAHS ENTERTAINMENT INC COM 413619107 41 470 SH DEFINED 1,2 470 HARTFORD FINANCIAL SVCS GRP COM 416515104 9,777 105,640 SH DEFINED 1,2 105,640 HASBRO INC COM 418056107 6 230 SH DEFINED 1,2 230 HERCULES INC COM 427056106 3 160 SH DEFINED 1,2 160 HERSHEY CO/THE COM 427866108 12 250 SH DEFINED 1,2 250 HESS CORP LTD PART42809H107 37 550 SH DEFINED 1,2 550 HEWLETT-PACKARD CO COM 428236103 1,749 35,130 SH DEFINED 1,2 35,130 HILAND HOLDINGS GP LP INT 43129M107 4,252 150,179 SH DEFINED 2,4 150,179
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 PARTNERS LP LTD PART431291103 5,658 114,498 SH DEFINED 2,4 114,498 HILTON HOTELS CORP COM 432848109 35 750 SH DEFINED 1,2 750 HJ HEINZ CO COM 423074103 27 580 SH DEFINED 1,2 580 HOLLY ENERGY PARTNERS LP LTD PTNR435763107 3,854 83,700 SH DEFINED 2,4 83,700 HOME DEPOT COM 437076102 3,695 113,910 SH DEFINED 1,2 113,910 HONEYWELL INTERNATIONAL INC COM 438516106 87 1,470 SH DEFINED 1,2 1,470 HORACE MANN EDUCATORS COM 440327104 1,003 50,900 SH DEFINED 2 50,900 HORMEL FOODS CORP COM 440452100 182 5,100 SH DEFINED 2 5,100 HOSPIRA INC COM 441060100 9 220 SH DEFINED 1,2 220 HOST HOTELS & RESORTS INC COM 44107P104 22 1,000 SH DEFINED 1,2 1,000 HUDSON CITY BANCORP INC COM 443683107 14 900 SH DEFINED 1,2 900 HUMANA INC COM 444859102 24 340 SH DEFINED 1,2 340 HUNTINGTON BANCSHARES INC COM 446150104 11 640 SH DEFINED 1,2 640 IAC/INTERACTIVECORP COM 44919P300 12 400 SH DEFINED 1,2 400 IDACORP INC COM 451107106 749 22,875 SH DEFINED 2 22,875 ILLINOIS TOOL WORKS COM 452308109 48 800 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 2,046 66,790 SH DEFINED 1,2 66,790 INDYMAC BANCORP INC COM 456607100 349 14,775 SH DEFINED 2 14,775 INERGY HOLDINGS LP COM 45661Q107 4,627 97,000 SH DEFINED 2,4 97,000 INERGY LP LTD PTNR456615103 5,451 172,400 SH DEFINED 2,4 172,400 INFORMATICA CORP NOTE 45666QAB8 3,153 3,050,000 PRN DEFINED 2,3 152,500 INGERSOLL-RAND CO LTD CL A G4776G101 31 560 SH DEFINED 1,2 560 INTEGRYS ENERGY GROUP INC COM 45822P105 8 149 SH DEFINED 1,2 149 INTEL CORP COM 458140100 1,590 61,470 SH DEFINED 1,2 61,470 INTERNATIONAL BUSINESS MACHICOM 459200101 16,651 141,350 SH DEFINED 1,2 141,350 INTERNATIONAL PAPER CO COM 460146103 30 850 SH DEFINED 1,2 850 INTERPUBLIC GROUP OF COS INCCOM 460690100 10 924 SH DEFINED 1,2 924 INTL FLAVORS & FRAGRANCES COM 459506101 6 110 SH DEFINED 1,2 110 INTL GAME TECHNOLOGY COM 459902102 25 590 SH DEFINED 1,2 590 INTUIT INC COM 461202103 18 590 SH DEFINED 1,2 590 IPC HOLDINGS LTD ORD G4933P101 2,037 70,600 SH DEFINED 2 70,600 ITT CORP COM 450911102 25 370 SH DEFINED 1,2 370 IVAX CORP NOTE 465823AG7 1,280 1,240,000 PRN DEFINED 2,3 46,901
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 J.C. PENNEY CO INC COM 708160106 33 520 SH DEFINED 1,2 520 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 6 401 SH DEFINED 1,2 401 JETBLUE AIRWAYS CORP NOTE 477143AB7 2,664 2,750,000 PRN DEFINED 2,3 97,059 JOHNSON & JOHNSON COM 478160104 6,674 101,585 SH DEFINED 1,2 101,585 JOHNSON CONTROLS INC COM 478366107 57 480 SH DEFINED 1,2 480 JONES APPAREL GROUP INC COM 480074103 416 19,685 SH DEFINED 1,2 19,685 JPMORGAN CHASE & CO COM 46625H100 3,080 67,230 SH DEFINED 1,2 67,230 JUNIPER NETWORKS INC COM 48203R104 37 1,010 SH DEFINED 1,2 1,010 KB HOME COM 48666K109 3 110 SH DEFINED 1,2 110 KELLOGG CO COM 487836108 26 460 SH DEFINED 1,2 460 KELLY SERVICES INC CL A 488152208 1,083 54,646 SH DEFINED 2 54,646 KEYCORP COM 493267108 22 680 SH DEFINED 1,2 680 KIMBERLY-CLARK CORP COM 494368103 60 860 SH DEFINED 1,2 860 KIMCO REALTY CORP COM 49446R109 19 410 SH DEFINED 1,2 410
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 KING PHARMACEUTICALS INC COM 495582108 5 440 SH DEFINED 1,2 440 KLA-TENCOR CORPORATION COM 482480100 22 390 SH DEFINED 1,2 390 KOHLS CORP COM 500255104 38 670 SH DEFINED 1,2 670 KRAFT FOODS INC CL A 50075N104 110 3,176 SH DEFINED 1,2 3,176 KROGER CO COM 501044101 38 1,330 SH DEFINED 1,2 1,330 L-3 COMMUNICATIONS CORP COM 502424104 1,050 10,280 SH DEFINED 1,2 10,280 LABORATORY CRP OF AMER HLDGSCOM 50540R409 22 280 SH DEFINED 1,2 280 LEAR SEATING CORP COM 521865105 3,990 124,300 SH DEFINED 2 124,300 LEGG MASON INC COM 524901105 24 290 SH DEFINED 1,2 290 LEGGETT & PLATT INC COM 524660107 5 260 SH DEFINED 1,2 260 LEHMAN BROTHERS HOLDINGS INCCOM 524908100 3,173 51,395 SH DEFINED 1,2 51,395 LENNAR CORP CL A 526057104 5 200 SH DEFINED 1,2 200 LEVEL 3 COMMUNICATIONS NOTE 52729NBA7 672 700,000 PRN DEFINED 2,3 97,493 LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 2,923 2,700,000 PRN DEFINED 2,3 494,506 LEXMARK INTERNATIONAL INC CL A 529771107 6 150 SH DEFINED 1,2 150 LIBERTY MEDIA DEB 530718AF2 1,987 1,800,000 PRN DEFINED 2,3 103,334
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 LIMITED BRANDS INC COM 532716107 13 580 SH DEFINED 1,2 580 LINCOLN NATIONAL CORP COM 534187109 6,638 100,619 SH DEFINED 1,2 100,619 LINEAR TECHNOLOGY CORP COM 535678106 15 430 SH DEFINED 1,2 430 LIZ CLAIBORNE INC COM 539320101 5 150 SH DEFINED 1,2 150 LOCKHEED MARTIN CORP COM 539830109 77 710 SH DEFINED 1,2 710 LOWES COS INC COM 548661107 84 2,990 SH DEFINED 1,2 2,990 LSI CORP COM 502161102 10 1,370 SH DEFINED 1,2 1,370 M & T BANK CORP COM 55261F104 22 210 SH DEFINED 1,2 210 MACYS INC COM 55616P104 28 878 SH DEFINED 1,2 878 MAGELLAN MIDSTREAM HOLDINGS COM 55907R108 4,270 161,752 SH DEFINED 2,4 161,752 MAGNA INTERNATIONAL INC CL A 559222401 2,172 22,550 SH DEFINED 2 22,550 MANOR CARE INC COM 564055101 14 210 SH DEFINED 1,2 210 MANOR CARE INC NOTE 564055AM3 731 500,000 PRN DEFINED 2,3 11,174 MARATHON OIL CORP COM 565849106 76 1,326 SH DEFINED 1,2 1,326 MARKWEST ENERGY PARTNERS LP LTD PART570759100 6,805 221,875 SH DEFINED 2,4 221,875 MARKWEST HYDROCARBON INC COM 570762104 4,636 79,749 SH DEFINED 2,4 79,749 MARRIOTT INTERNATIONAL CLA 571903202 1,417 32,590 SH DEFINED 1,2 32,590
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 MARSH & MCLENNAN COS COM 571748102 28 1,090 SH DEFINED 1,2 1,090 MARSHALL & ILSLEY CORP COM 571834100 21 470 SH DEFINED 1,2 470 MASCO CORP COM 574599106 16 670 SH DEFINED 1,2 670 MASTERCARD INC COM 57636Q104 1,480 10,000 SH DEFINED 2 10,000 MATTEL INC COM 577081102 17 740 SH DEFINED 1,2 740 MAXIM INTEGRATED PRODUCTS COM 57772K101 16 560 SH DEFINED 1,2 560 MBIA INC COM 55262C100 18 290 SH DEFINED 1,2 290 MCCORMICK & CO COM 579780206 7 190 SH DEFINED 1,2 190 MCDATA CORP NOTE 580031AD4 1,203 1,250,000 PRN DEFINED 2,3 87,561 MCDONALDS CORP COM 580135101 1,749 32,117 SH DEFINED 1,2 32,117 MCGRAW-HILL COMPANIES INC COM 580645109 31 610 SH DEFINED 1,2 610 MCKESSON CORP COM 58155Q103 37 630 SH DEFINED 1,2 630 MEADWESTVACO CORP COM 583334107 11 360 SH DEFINED 1,2 360 MEDCO HEALTH SOLUTIONS INC COM 58405U102 56 621 SH DEFINED 1,2 621 MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,763 250,000 SH DEFINED 2 250,000 MEDTRONIC INC COM 585055106 296 5,250 SH DEFINED 1,2 5,250
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 MEMC ELECTRONIC MATERIALS COM 552715104 24 400 SH DEFINED 1,2 400 MERCK & CO. INC. COM 589331107 218 4,220 SH DEFINED 1,2 4,220 MEREDITH CORP COM 589433101 3 60 SH DEFINED 1,2 60 MERRILL LYNCH & CO INC COM 590188108 126 1,770 SH DEFINED 1,2 1,770 METLIFE INC COM 59156R108 1,188 17,040 SH DEFINED 1,2 17,040 MGIC INVESTMENT CORP COM 552848103 4 120 SH DEFINED 1,2 120 MI DEVELOPMENTS INC CL A 55304X104 1,347 40,675 SH DEFINED 2 40,675 MICRON TECHNOLOGY INC COM 595112103 16 1,440 SH DEFINED 1,2 1,440 MICROSOFT CORP COM 594918104 5,872 199,310 SH DEFINED 1,2 199,310 MILACRON INC COM 598709301 65 9,115 SH DEFINED 2 9,115 MILLIPORE CORP COM 601073109 14 180 SH DEFINED 1,2 180 MOLEX INC COM 608554101 5 200 SH DEFINED 1,2 200 MOLSON COORS BREWING CO CL B 60871R209 17 170 SH DEFINED 1,2 170 MONSANTO CO COM 61166W101 93 1,082 SH DEFINED 1,2 1,082 MONSTER WORLDWIDE INC COM 611742107 6 180 SH DEFINED 1,2 180 MOODYS CORP COM 615369105 22 440 SH DEFINED 1,2 440 MORGAN ST DEAN WITTER DISCOVCOM 617446448 1,571 24,940 SH DEFINED 1,2 24,940 MORGAN STANLEY QUAL MUNI SECSECS 61745P585 327 23,400 SH DEFINED 2,4 23,400
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 MOTOROLA INC COM 620076109 84 4,510 SH DEFINED 1,2 4,510 MURPHY OIL CORP COM 626717102 33 470 SH DEFINED 1,2 470 MYLAN INC COM 628530107 6 400 SH DEFINED 1,2 400 NABORS INDUSTRIES INC SHS G6359F103 2,479 80,550 SH DEFINED 1,2 80,550 NATIONAL CITY CORP COM 635405103 27 1,070 SH DEFINED 1,2 1,070 NATIONAL OILWELL VARCO INC COM 637071101 65 450 SH DEFINED 1,2 450 NATIONAL SEMICONDUCTOR CORP COM 637640103 11 420 SH DEFINED 1,2 420 NATURAL RESOURCE PARTNERS LPCOM 63900P103 4,795 153,800 SH DEFINED 2,4 153,800 NATURAL RESOURCE PARTNERS LPLTD PART63900P509 1,096 35,598 SH DEFINED 2,4 35,598 NCI BUILDING SYSTEMS INC COM 628852105 318 7,350 SH DEFINED 2 7,350 NCR CORPORATION COM 62886E108 13 260 SH DEFINED 1,2 260 NETWORK APPLIANCE INC COM 64120L104 20 730 SH DEFINED 1,2 730 NEW YORK TIMES CO CL A 650111107 4 200 SH DEFINED 1,2 200 NEWELL RUBBERMAID INC COM 651229106 14 490 SH DEFINED 1,2 490 NEWMONT MINING CORP COM 651639106 38 840 SH DEFINED 1,2 840 NEWS CORP LTD CL A 65248E104 8,896 404,550 SH DEFINED 1,2 404,550 NICOR INC COM 654086107 3 60 SH DEFINED 1,2 60 NIKE INC CL B 654106103 39 660 SH DEFINED 1,2 660
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 NISOURCE INC COM 65473P105 9 490 SH DEFINED 1,2 490 NOBLE CORP SHS G65422100 29 600 SH DEFINED 1,2 600 NORDSTROM INC COM 655664100 20 430 SH DEFINED 1,2 430 NORFOLK SOUTHERN CORP COM 655844108 36 690 SH DEFINED 1,2 690 NORTEL NETWORKS NOTE 656568AB8 3,312 3,375,000 PRN DEFINED 2,4 337,500 NORTHERN TRUST CORP COM 665859104 1,429 21,570 SH DEFINED 1,2 21,570 NORTHROP GRUMMAN CORP COM 666807102 54 698 SH DEFINED 1,2 698 NORTHWESTERN CORP COM 668074305 1,548 56,987 SH DEFINED 2 56,987 NOVELL INC COM 670006105 5 680 SH DEFINED 1,2 680 NOVELL INC DBCV 670006AC9 1,524 1,600,000 PRN DEFINED 2,3 138,865 NOVELLUS SYSTEMS INC COM 670008101 5 170 SH DEFINED 1,2 170 NRG ENERGY INC COM 629377508 1,201 28,400 SH DEFINED 2 28,400 NUCOR CORP COM 670346105 32 540 SH DEFINED 1,2 540 NVIDIA CORP COM 67066G104 38 1,050 SH DEFINED 1,2 1,050 OCCIDENTAL PETROLEUM COM 674599105 5,872 91,640 SH DEFINED 1,2 91,640 OFFICE DEPOT INC COM 676220106 11 510 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 ------------------ OFFICEMAX INC COM 67622P101 4 110 SH DEFINED 1,2 110 OLD REPUBLIC INTL CORP COM 680223104 1,273 67,922 SH DEFINED 2 67,922 OMNICOM GROUP COM 681919106 29 600 SH DEFINED 1,2 600 ONEOK PARTNERS LP LTD PART68268N103 458 7,700 SH DEFINED 2,4 7,700 ORACLE CORP COM 68389X105 1,108 51,180 SH DEFINED 1,2 51,180 P G & E CORP COM 69331C108 29 600 SH DEFINED 1,2 600 PACCAR INC COM 693718108 48 560 SH DEFINED 1,2 560 PACTIV CORPORATION COM 695257105 6 200 SH DEFINED 1,2 200 PALL CORP COM 696429307 7 180 SH DEFINED 1,2 180 PARKER HANNIFIN CORP COM 701094104 30 270 SH DEFINED 1,2 270 PATTERSON COS INC COM 703395103 8 200 SH DEFINED 1,2 200 PAYCHEX INC COM 704326107 24 590 SH DEFINED 1,2 590 PEABODY ENERGY CORP COM 704549104 24 500 SH DEFINED 1,2 500 PEDIATRIX MEDICAL GROUP INC COM 705324101 532 8,125 SH DEFINED 2 8,125 PEPSI BOTTLING GROUP INC COM 713409100 7 190 SH DEFINED 1,2 190 PEPSICO INC COM 713448108 1,917 26,170 SH DEFINED 1,2 26,170 PERKINELMER INC COM 714046109 5 180 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 PETRO-CANADA COM 71644E102 3,443 60,000 SH DEFINED 2 60,000 PFIZER INC COM 717081103 3,490 142,850 SH DEFINED 1,2 142,850 PHARMERICA CORP-W/I COM 71714F104 42 2,818 SH DEFINED 2 2,818 PHH CORP COM 693320202 1,207 45,925 SH DEFINED 2 45,925 PIKE ELECTRIC CORP COM 721283109 1,239 66,050 SH DEFINED 2 66,050 PINNACLE WEST CAPITAL COM 723484101 6 140 SH DEFINED 1,2 140 PITNEY BOWES INC COM 724479100 19 420 SH DEFINED 1,2 420 PLANTRONICS INC COM 727493108 1,113 39,000 SH DEFINED 2 39,000 PLUM CREEK TIMBER CO COM 729251108 12 260 SH DEFINED 1,2 260 PMI GROUP INC COM 69344M101 491 15,000 SH DEFINED 2 15,000 PNC FINANCIAL SERVICES GROUPCOM 693475105 49 720 SH DEFINED 1,2 720 POLO RALPH LAUREN CORP CL A 731572103 16 200 SH DEFINED 1,2 200 PPG INDUSTRIES INC COM 693506107 26 340 SH DEFINED 1,2 340 PPL CORPORATION COM 69351T106 35 750 SH DEFINED 1,2 750 PRAXAIR INC COM 74005P104 1,730 20,660 SH DEFINED 1,2 20,660 PRECISION CASTPARTS CORP COM 740189105 44 300 SH DEFINED 1,2 300 PRINCIPAL FINANCIAL GROUP COM 74251V102 37 590 SH DEFINED 1,2 590
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 PROCTER & GAMBLE CO COM 742718109 1,431 20,350 SH DEFINED 1,2 20,350 PROGRESS ENERGY INC COM 743263105 22 460 SH DEFINED 1,2 460 PROGRESSIVE CORP COM 743315103 859 44,250 SH DEFINED 1,2 44,250 PROLOGIS INT 743410102 36 550 SH DEFINED 1,2 550 PRUDENTIAL FINANCIAL INC COM 744320102 98 1,000 SH DEFINED 1,2 1,000 PUBLIC SERVICE ENTERPRISE GPCOM 744573106 49 560 SH DEFINED 1,2 560 PUBLIC STORAGE COM 74460D109 22 280 SH DEFINED 1,2 280 PULTE HOMES INC COM 745867101 5 400 SH DEFINED 1,2 400 QLOGIC CORP COM 747277101 3 220 SH DEFINED 1,2 220 QUALCOMM INC COM 747525103 138 3,270 SH DEFINED 1,2 3,270 QUEST DIAGNOSTICS COM 74834L100 13 230 SH DEFINED 1,2 230 QUESTAR CORP COM 748356102 16 300 SH DEFINED 1,2 300 QWEST COMMUNICATIONS INTL COM 749121109 27 2,990 SH DEFINED 1,2 2,990 RADIO ONE INC CL D 75040P405 394 105,700 SH DEFINED 2 105,700 RADIOSHACK CORP COM 750438103 4 190 SH DEFINED 1,2 190 RAIT FINANCIAL TRUST COM 749227104 743 90,281 SH DEFINED 2,4 90,281
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 RAYTHEON COMPANY COM 755111507 60 940 SH DEFINED 1,2 940 RED HAT INC DBCV 756577AB8 4,277 4,250,000 PRN DEFINED 2,3 166,070 REGENCY ENERGY PARTNERS LP COM 75885Y107 5,314 180,754 SH DEFINED 2,4 180,754 REGIONS FINANCIAL CORP COM 7591EP100 40 1,340 SH DEFINED 1,2 1,340 REGIS CORP COM 758932107 1,063 33,325 SH DEFINED 2 33,325 RENAISSANCERE HOLDINGS LTD COM G7496G103 3,342 51,100 SH DEFINED 2 51,100 RENT-A-CENTER INC COM 76009N100 2,526 139,300 SH DEFINED 2 139,300 REYNOLDS AMERICAN INC COM 761713106 22 350 SH DEFINED 1,2 350 ROBERT HALF INTL INC COM 770323103 7 240 SH DEFINED 1,2 240 ROCKWELL AUTOMATION INC COM 773903109 8,539 122,850 SH DEFINED 1,2 122,850 ROCKWELL COLLINS INC. COM 774341101 26 350 SH DEFINED 1,2 350 ROHM AND HAAS CO COM 775371107 17 310 SH DEFINED 1,2 310 ROWAN COMPANIES INC COM 779382100 6 160 SH DEFINED 1,2 160 RR DONNELLEY & SONS CO COM 257867101 15 410 SH DEFINED 1,2 410 RYDER SYSTEM INC COM 783549108 4 90 SH DEFINED 1,2 90 SAFECO CORP COM 786429100 17 270 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 SAFEWAY INC COM 786514208 28 840 SH DEFINED 1,2 840 SANDISK CORP COM 80004C101 21 380 SH DEFINED 1,2 380 SANGAMO BIOSCIENCES INC COM 800677106 1,717 121,665 SH DEFINED 2 121,665 SARA LEE CORP COM 803111103 772 46,236 SH DEFINED 1,2 46,236 SCANA CORP COM 80589M102 1,313 33,902 SH DEFINED 2 33,902 SCHERING-PLOUGH CORP COM 806605101 92 2,920 SH DEFINED 1,2 2,920 SCHLUMBERGER LIMITED COM 806857108 2,667 25,400 SH DEFINED 1,2 25,400 SCHWAB (CHARLES) CORP COM 808513105 38 1,780 SH DEFINED 1,2 1,780 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,418 60,850 SH DEFINED 2 60,850 SEALED AIR CORP COM 81211K100 6 240 SH DEFINED 1,2 240 SEALY CORP COM 812139301 1,204 85,775 SH DEFINED 2 85,775 SEARS HOLDINGS CORP COM 812350106 1,635 12,850 SH DEFINED 1,4 12,850 SEMGROUP ENERGY PARTNERS LP UNIT LP 81662W108 1,276 44,000 SH DEFINED 2,4 44,000 SEMPRA ENERGY COM 816851109 1,987 34,180 SH DEFINED 1,2 34,180 SHERWIN-WILLIAMS CO/THE COM 824348106 17 260 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 SIGMA-ALDRICH COM 826552101 10 200 SH DEFINED 1,2 200 SIMON PROPERTY GROUP INC COM 828806109 52 520 SH DEFINED 1,2 520 SLM CORP COM 78442P106 39 790 SH DEFINED 1,2 790 SMITH INTERNATIONAL INC COM 832110100 35 490 SH DEFINED 1,2 490 SNAP-ON INC COM 833034101 4 80 SH DEFINED 1,2 80 SOLECTRON CORP COM 834182107 7 1,710 SH DEFINED 1,2 1,710 SOUTHERN CO COM 842587107 53 1,460 SH DEFINED 1,2 1,460 SOUTHWEST AIRLINES CO COM 844741108 22 1,520 SH DEFINED 1,2 1,520 SOVEREIGN BANCORP INC COM 845905108 12 715 SH DEFINED 1,2 715 SPECTRA ENERGY CORP COM 847560109 29 1,199 SH DEFINED 1,2 1,199 SPHERION CORPORATION COM 848420105 141 17,125 SH DEFINED 2 17,125 SPRINT CORP COM 852061100 4,098 215,678 SH DEFINED 1,2 215,678 ST JUDE MEDICAL INC COM 790849103 908 20,610 SH DEFINED 1,2 20,610 STANLEY WORKS/THE COM 854616109 12 220 SH DEFINED 1,2 220 STAPLES INC COM 855030102 126 5,840 SH DEFINED 1,2 5,840 STARBUCKS CORP COM 855244109 875 33,380 SH DEFINED 1,2 33,380
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 STARWOOD HOTELS & RESORTS COM 85590A401 31 510 SH DEFINED 1,2 510 STATE STREET CORP COM 857477103 60 880 SH DEFINED 1,2 880 STEWART INFORMATION SERVICESCOM 860372101 835 24,375 SH DEFINED 2 24,375 STONE CONTAINER CORP COM 832727101 1,168 100,000 SH DEFINED 2 100,000 STRYKER CORP COM 863667101 43 630 SH DEFINED 1,2 630 SUN MICROSYSTEMS INC COM 866810104 40 7,030 SH DEFINED 1,2 7,030 SUNOCO INC COM 86764P109 21 290 SH DEFINED 1,2 290 SUNTRUST BANKS INC COM 867914103 55 730 SH DEFINED 1,2 730 SUPERVALU INC COM 868536103 16 401 SH DEFINED 1,2 401 SYMANTEC CORP COM 871503108 33 1,714 SH DEFINED 1,2 1,714 SYNOVUS FINANCIAL CORP COM 87161C105 16 560 SH DEFINED 1,2 560 SYSCO CORP COM 871829107 42 1,190 SH DEFINED 1,2 1,190 T ROWE PRICE GROUP INC COM 74144T108 27 480 SH DEFINED 1,2 480 TARGET CORP COM 87612E106 1,064 16,730 SH DEFINED 1,2 16,730 TC PIPELINES LP LTD PART87233Q108 696 19,515 SH DEFINED 2,4 19,515 TECH DATA CORP COM 878237106 886 22,075 SH DEFINED 2 22,075 TECO ENERGY INC COM 872375100 6 390 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 TEEKAY OFFSHORE PARTNERS LP LP PARTNY8565J101 3,701 130,100 SH DEFINED 2,4 130,100 TEKTRONIX INC COM 879131100 3 120 SH DEFINED 1,2 120 TELLABS INC COM 879664100 8 840 SH DEFINED 1,2 840 TEMPLE-INLAND INC COM 879868107 8 160 SH DEFINED 1,2 160 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 206 5,750 SH DEFINED 2 5,750 TENET HEALTHCARE CORP CL A 88033G100 3 870 SH DEFINED 1,2 870 TERADYNE INC COM 880770102 4 280 SH DEFINED 1,2 280 TEREX CORP COM 880779103 27 300 SH DEFINED 1,2 300 TEXAS INSTRUMENTS INC COM 882508104 102 2,800 SH DEFINED 1,2 2,800 TEXTRON INC COM 883203101 1,167 18,760 SH DEFINED 1,2 18,760 TFS FINANCIAL CORP COM 87240R107 1,332 102,950 SH DEFINED 2 102,950 THE WALT DISNEY CO COM 254687106 134 3,900 SH DEFINED 1,2 3,900 THERMO FISHER SCIENTIFIC INCCOM 883556102 46 790 SH DEFINED 1,2 790 TIFFANY & CO COM 886547108 10 200 SH DEFINED 1,2 200 TIME WARNER INC COM 887317105 136 7,430 SH DEFINED 1,2 7,430 TJX COMPANIES INC COM 872540109 1,767 60,790 SH DEFINED 1,2 60,790
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 TORCHMARK CORP COM 891027104 1,877 30,115 SH DEFINED 1,2 30,115 TRANSMONTAIGNE PARTNERS LP COM 89376V100 5,145 155,900 SH DEFINED 2,4 155,900 TRANSOCEAN INC ORD G90078109 73 650 SH DEFINED 1,2 650 TRAVELERS COS INC/THE COM 89417E109 65 1,297 SH DEFINED 1,2 1,297 TREX COMPANY INC COM 89531P105 616 55,425 SH DEFINED 2 55,425 TRIBUNE CO COM 896047107 7 270 SH DEFINED 1,2 270 TXU CORP COM 873168108 66 960 SH DEFINED 1,2 960 TYCO ELECTRONICS COM G9144P105 449 12,666 SH DEFINED 1,2 12,666 TYCO INTERNATIONAL LTD SHS G9143X208 41 922 SH DEFINED 1,2 922 TYSON FOODS INC CL A 902494103 8 460 SH DEFINED 1,2 460 UNILEVER NV SHS 904784709 2,019 65,450 SH DEFINED 2 65,450 UNION PACIFIC CORP COM 907818108 67 590 SH DEFINED 1,2 590 UNISYS CORP COM 909214108 5 690 SH DEFINED 1,2 690 UNITED NATIONAL GROUP LTD COM 90933T109 1,424 66,200 SH DEFINED 2 66,200 UNITED PARCEL SERVICE CL B 911312106 1,548 20,611 SH DEFINED 1,2 20,611 UNITED STATES STEEL CORP COM 912909108 30 280 SH DEFINED 1,2 280
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None UNITED STATIONERS INC COM 913004107 779 14,025 SH DEFINED 2 14,025 UNITED TECHNOLOGIES CORP COM 913017109 1,453 18,050 SH DEFINED 1,2 18,050 UNITEDHEALTH GROUP INC COM 91324P102 1,387 28,630 SH DEFINED 1,2 28,630 UNIVERSAL CORP-VA COM 913456109 1,175 24,000 SH DEFINED 2 24,000 UNUM GROUP COM 91529Y106 17 690 SH DEFINED 1,2 690 US BANCORP COM 902973304 2,427 74,600 SH DEFINED 1,2 74,600 UST INC COM 902911106 11 230 SH DEFINED 1,2 230 VALERO ENERGY CORP COM 91913Y100 14,859 221,180 SH DEFINED 1,2 221,180 VARIAN MEDICAL SYSTEMS INC COM 92220P105 8 200 SH DEFINED 1,2 200 VERISIGN INC COM 92343E102 15 450 SH DEFINED 1,2 450 VERIZON COMMUNICATIONS INC COM 92343V104 255 5,760 SH DEFINED 1,2 5,760 VF CORP COM 918204108 19 230 SH DEFINED 1,2 230 VIACOM INC CL B 92553P201 51 1,320 SH DEFINED 1,2 1,320 VIAD CORP COM 92552R406 769 21,369 SH DEFINED 2 21,369 VORNADO REALTY TRUST INT 929042109 31 280 SH DEFINED 1,2 280 VULCAN MATERIALS CO COM 929160109 21 240 SH DEFINED 1,2 240
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 WACHOVIA CORP COM 929903102 188 3,750 SH DEFINED 1,2 3,750 WAL MART STORES INC COM 931142103 5,300 121,430 SH DEFINED 1,2 121,430 WALGREEN CO COM 931422109 92 1,950 SH DEFINED 1,2 1,950 WASHINGTON MUTUAL INC COM 939322103 664 18,805 SH DEFINED 1,2 18,805 WASTE MANAGEMENT INC COM 94106L109 37 970 SH DEFINED 1,2 970 WATERS CORP COM 941848103 17 250 SH DEFINED 1,2 250 WATSON PHARMACEUTICALS INC COM 942683103 5 140 SH DEFINED 1,2 140 WEATHERFORD INTL LTD COM G95089101 1,518 22,600 SH DEFINED 1,2 22,600 WELLPOINT INC COM 94973V107 102 1,290 SH DEFINED 1,2 1,290 WELLS FARGO & COMPANY COM 949746101 236 6,630 SH DEFINED 1,2 6,630 WENDYS INTERNATIONAL INC COM 950590109 6 170 SH DEFINED 1,2 170 WESTERN UNION CO COM 959802109 31 1,489 SH DEFINED 1,2 1,489 WEYERHAEUSER CO COM 962166104 33 450 SH DEFINED 1,2 450 WHIRLPOOL CORP COM 963320106 2,991 33,568 SH DEFINED 1,2 33,568 WHOLE FOODS MARKET INC COM 966837106 10 200 SH DEFINED 1,2 200 WILLIAMS COS INC COM 969457100 2,836 83,270 SH DEFINED 1,2 83,270 WINDSTREAM CORP COM 97381W104 12 876 SH DEFINED 1,2 876
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 WISCONSIN ENERGY CORP COM 976657106 2,577 57,225 SH DEFINED 2 57,225 WRIGLEY WM JR CO COM 982526105 31 485 SH DEFINED 1,2 485 WW GRAINGER INC COM 384802104 19 210 SH DEFINED 1,2 210 WYETH COM 983024100 3,888 87,270 SH DEFINED 1,2 87,270 WYETH DBCV 983024AD2 9,714 9,218,000 PRN DEFINED 2 152,641 WYNDHAM WORLDWIDE CORP COM 98310W108 10 290 SH DEFINED 1,2 290 XCEL ENERGY INC COM 98389B100 17 780 SH DEFINED 1,2 780 XEROX CORP COM 984121103 8,701 501,800 SH DEFINED 1,2 501,800 XILINX INC COM 983919101 15 580 SH DEFINED 1,2 580 XL CAPITAL LTD CL A G98255105 3,763 47,510 SH DEFINED 1,2 47,510 XM SATELLITE RADIO HLDGS NOTE 983759AC5 1,755 2,000,000 PRN DEFINED 2,3 40,000 XTO ENERGY INC COM 98385X106 51 820 SH DEFINED 1,2 820 YAHOO! INC COM 984332106 64 2,380 SH DEFINED 1,2 2,380 YUM! BRANDS INC COM 988498101 33 980 SH DEFINED 1,2 980 ZIMMER HOLDINGS INC COM 98956P102 45 550 SH DEFINED 1,2 550 ZIONS BANCORPORATION COM 989701107 18 260 SH DEFINED 1,2 260
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