13F-HR 1 cnafdec07.txt FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31,2007 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: February 14,2007 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: 631 Form 13F Information Table Value Total: 1,184,168 (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 125 1,480 SH DEFINED 1,2 1,480 ABBOTT LABORATORIES COM 002824100 168 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 48 1,130 SH DEFINED 1,2 1,130 ADVANCED MICRO DEVICES COM 007903107 8 1,090 SH DEFINED 1,2 1,090 AES CORP COM 00130H105 27 1,240 SH DEFINED 1,2 1,240 AETNA INC COM 00817Y108 57 990 SH DEFINED 1,2 990 AFFILIATED COMPUTER SVCS CL A 008190100 2,490 55,220 SH DEFINED 1,2 55,220 AFLAC INC COM 001055102 57 910 SH DEFINED 1,2 910 AFTERMARKET TECHNOLOGY CORP COM 008318107 707 25,950 SH DEFINED 2 25,950 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 10 300 SH DEFINED 1,2 300 ALCATEL-LUCENT SPONSORE013904305 3,385 462,375 SH DEFINED 2 462,375
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 ALCOA INC COM 013817101 5,542 151,640 SH DEFINED 1,2 151,640 ALCON INC COM SHS H01301102 200 1,400 SH DEFINED 2 1,400 ALLEGHENY ENERGY INC COM 017361106 15 240 SH DEFINED 1,2 240 ALLEGHENY TECHNOLOGIES INC COM 01741R102 22 250 SH DEFINED 1,2 250 ALLERGAN INC COM 018490102 41 640 SH DEFINED 1,2 640 ALLIANCE HOLDINGS GP LP UNIT LP 01861G100 24 1,000 SH DEFINED 2,4 1,000 ALLIANCE RESOURCE PART LTD PART01877R108 4,577 126,180 SH DEFINED 2,4 126,180 ALLIED WASTE INDUSTRIES INC COM 019589308 5 460 SH DEFINED 1,2 460 ALLSTATE CORP COM 020002101 2,268 43,425 SH DEFINED 1,2 43,425 ALTERA CORPORATION COM 021441100 12 610 SH DEFINED 1,2 610 ALTRIA GROUP INC COM 02209S103 317 4,200 SH DEFINED 1,2 4,200 AMAZON.COM INC COM 023135106 60 650 SH DEFINED 1,2 650 AMAZON.COM INC NOTE 023135AF3 2,488 2,050,000 PRN DEFINED 2,3 26,273 AMBAC FINANCIAL GROUP INC COM 023139108 6 250 SH DEFINED 1,2 250 AMDOCS LIMITED NOTE 02342TAD1 508 500,000 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 22 400 SH DEFINED 1,2 400 AMERICAN CAPITAL STRATEGIES COM 024937104 10 300 SH DEFINED 1,2 300 AMERICAN ELECT PWR INC COM 025537101 5,347 114,840 SH DEFINED 1,2 114,840 AMERICAN EQUITY INVT LIFE COM 025676206 934 112,675 SH DEFINED 2 112,675 AMERICAN EXPRESS CO COM 025816109 127 2,440 SH DEFINED 1,2 2,440 AMERICAN INTL GROUP INC COM 026874107 9,924 170,230 SH DEFINED 1,2 170,230 AMERICAN NATIONAL INSUR COM 028591105 655 5,400 SH DEFINED 2 5,400 AMERIPRISE FINANCIAL INC COM 03076C106 30 550 SH DEFINED 1,2 550 AMERISOURCE HEALTH CORP COM 03073E105 1,530 34,090 SH DEFINED 1,2 34,090 AMGEN INC COM 031162100 1,584 34,105 SH DEFINED 1,2 34,105 AMGEN INC NOTE 031162AE0 31 48,000 PRN DEFINED 2,3 425 AMGEN INC NOTE 031162AL4 33 50,000 PRN DEFINED 2,3 443 ANADARKO PETROLEUM CORP COM 032511107 19,763 300,860 SH DEFINED 1,2 300,860 ANALOG DEVICES COM 032654105 19 600 SH DEFINED 1,2 600
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ANHEUSER BUSCH CO COM 035229103 1,531 29,250 SH DEFINED 1,2 29,250 ANSYS INC COM 03662Q105 200 4,824 SH DEFINED 2,4 4,824 AON CORP COM 037389103 26 550 SH DEFINED 1,2 550 APACHE CORP COM 037411105 7,062 65,670 SH DEFINED 1,2 65,670 APARTMENT INVT & MGMT CO CL A 03748R101 5 140 SH DEFINED 1,2 140 APOLLO GROUP INC CL A 037604105 21 300 SH DEFINED 1,2 300 APPLE INC COM 037833100 341 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 48 2,690 SH DEFINED 1,2 2,690 AQUILA INC COM 03840P102 1,931 517,690 SH DEFINED 2 517,690 ARCHER-DANIELS-MIDLAND CO COM 039483102 58 1,240 SH DEFINED 1,2 1,240 ARGO GROUP INTERNATIONAL COM G0464B107 793 18,825 SH DEFINED 2 18,825 ARVINMERITOR INC COM 043353101 520 44,350 SH DEFINED 2 44,350 ASHLAND INC COM 044209104 4 90 SH DEFINED 1,2 90 ASSURANT INC COM 04621X108 7 100 SH DEFINED 1,2 100
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None AT&T INC COM 00206R102 508 12,215 SH DEFINED 1,2 12,215 ATLAS PIPELINE HOLDINGS LP COM 04939R108 8,064 297,222 SH DEFINED 2,4 297,222 ATLAS PIPELINE PARTNERS-UTS.INT 049392103 11,951 278,893 SH DEFINED 2,4 278,893 AUTODESK INC COM 052769106 21 430 SH DEFINED 1,2 430 AUTOMATIC DATA PROCESSING COM 053015103 45 1,000 SH DEFINED 1,2 1,000 AUTONATION INC COM 05329W102 3 210 SH DEFINED 1,2 210 AUTOZONE INC COM 053332102 22 180 SH DEFINED 1,2 180 AVALONBAY COMMUNITIES INC COM 053484101 19 200 SH DEFINED 1,2 200 AVERY DENNISON CORP COM 053611109 13 240 SH DEFINED 1,2 240 AVON PRODUCTS INC COM 054303102 33 840 SH DEFINED 1,2 840 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,851 47,500 SH DEFINED 2 47,500 BAKER HUGHES INC COM 057224107 54 670 SH DEFINED 1,2 670 BALL CORP COM 058498106 7 150 SH DEFINED 1,2 150 BANCO BILBAO VIZCAYA SPONSORE05946K101 8 326 SH DEFINED 1,2 326 BANK OF AMERICA CORP COM 060505104 7,703 186,691 SH DEFINED 1,2 186,691 BANK OF NEW YORK COM 064058100 14,371 296,289 SH DEFINED 1,2 296,289
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 BARD (C.R.) INC COM 067383109 24 250 SH DEFINED 1,2 250 BARR PHARMACEUTICALS INC COM 068306109 8 150 SH DEFINED 1,2 150 BARRICK GOLD CORP COM 067901108 1,379 32,801 SH DEFINED 2 32,801 BAXTER INTERNATIONAL INC COM 071813109 72 1,240 SH DEFINED 1,2 1,240 BB&T CORP COM 054937107 33 1,070 SH DEFINED 1,2 1,070 BEAR STEARNS COMPANIES INC COM 073902108 25 280 SH DEFINED 1,2 280 BEARINGPOINT INC COM 074002106 168 59,450 SH DEFINED 2 59,450 BECTON DICKINSON & CO COM 075887109 46 550 SH DEFINED 1,2 550 BED BATH & BEYOND INC COM 075896100 15 500 SH DEFINED 1,2 500 BEMIS COMPANY COM 081437105 4 150 SH DEFINED 1,2 150 BEST BUY CO INC COM 086516101 41 780 SH DEFINED 1,2 780 BIG LOTS INC COM 089302103 2 150 SH DEFINED 1,2 150 BIOGEN IDEC INC COM 09062X103 34 590 SH DEFINED 1,2 590 BJ SERVICES CO COM 055482103 13 530 SH DEFINED 1,2 530 BLACK & DECKER MFG CO COM 091797100 2,203 31,635 SH DEFINED 1,2 31,635
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 FLORIDA INSD MUNI COM 09250G102 508 38,900 SH DEFINED 2,4 38,900 BLACKROCK MUNIYIELD INSURED COM 09254E103 1,478 116,400 SH DEFINED 2,4 116,400 BLACKROCK MUNIYIELD NY INSURCOM 09255E102 691 55,900 SH DEFINED 2,4 55,900 BLOUNT INTERNATIONAL INC COM 095180105 991 80,475 SH DEFINED 2 80,475 BMC SOFTWARE INC COM 055921100 14 390 SH DEFINED 1,2 390 BOEING CO COM 097023105 143 1,640 SH DEFINED 1,2 1,640 BOSTON PROPERTIES INC COM 101121101 25 270 SH DEFINED 1,2 270 BOSTON SCIENTIFIC CORP COM 101137107 27 2,289 SH DEFINED 1,2 2,289 BOWNE & CO INC COM 103043105 609 34,600 SH DEFINED 2 34,600 BRADY CORPORATION CL A 104674106 653 18,600 SH DEFINED 2 18,600 BRISTOL-MYERS SQUIBB CO COM 110122108 1,872 70,595 SH DEFINED 1,2 70,595 BROADCOM CORP CL A 111320107 23 870 SH DEFINED 1,2 870 BROOKFIELD HOMES CORP COM 112723101 395 25,000 SH DEFINED 2 25,000 BROWN-FORMAN CORP CL B 115637209 16 210 SH DEFINED 1,2 210
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None BRUNSWICK CORP COM 117043109 2 130 SH DEFINED 1,2 130 BUCKEYE GP HOLDINGS LP COM 118167105 2,838 100,666 SH DEFINED 2,4 100,666 BUCKEYE PARTNERS LP LTD PART118230101 5,277 106,800 SH DEFINED 2,4 106,800 BURLINGTON NORTHERN SANTA FECOM 12189T104 60 720 SH DEFINED 1,2 720 C.H. ROBINSON WORLDWIDE INC COM 12541W209 16 300 SH DEFINED 1,2 300 CABOT MICROELECTRONICS CORP COM 12709P103 172 4,800 SH DEFINED 2 4,800 CALUMET SPECIALTY PRODUCTS LTD PART131476103 9,030 243,851 SH DEFINED 2,4 243,851 CAMPBELL SOUP CO COM 134429109 15 430 SH DEFINED 1,2 430 CAPITAL ONE FINANCIAL CORP COM 14040H105 2,243 47,451 SH DEFINED 1,2 47,451 CARDINAL HEALTH INC COM 14149Y108 45 780 SH DEFINED 1,2 780 CARNIVAL CORP PAIRED C143658300 37 840 SH DEFINED 1,2 840 CARTER'S INC COM 146229109 600 31,000 SH DEFINED 2 31,000 CATERPILLAR INC COM 149123101 97 1,340 SH DEFINED 1,2 1,340 CB RICHARD ELLIS GROUP INC CL A 12497T101 6 300 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 CBS CORP-CLASS B CL B 124857202 2,764 101,420 SH DEFINED 1,2 101,420 CELGENE CORP COM 151020104 37 800 SH DEFINED 1,2 800 CENTERPOINT ENERGY INC COM 15189T107 9 540 SH DEFINED 1,2 540 CENTEX CORP COM 152312104 4 170 SH DEFINED 1,2 170 CENTURYTEL INC COM 156700106 7 170 SH DEFINED 1,2 170 CHEMICAL FINANCIAL CORP COM 163731102 894 37,575 SH DEFINED 2 37,575 CHESAPEAKE ENERGY CORP COM 165167107 29 740 SH DEFINED 1,2 740 CHESAPEAKE ENERGY CORP NOTE 165167CA3 2,778 2,500,000 PRN DEFINED 2,3 48,467 CHEVRON CORP COM 166764100 406 4,350 SH DEFINED 1,2 4,350 CHUBB CORP COM 171232101 43 790 SH DEFINED 1,2 790 CIBER INC COM 17163B102 1,152 188,575 SH DEFINED 2 188,575 CIENA CORP COM 171779309 4 120 SH DEFINED 1,2 120 CIGNA CORP COM 125509109 26 480 SH DEFINED 1,2 480 CINCINNATI FINANCIAL CORP COM 172062101 10 250 SH DEFINED 1,2 250 CINTAS CORP COM 172908105 7 200 SH DEFINED 1,2 200 CIRCUIT CITY STORES INC COM 172737108 1 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None CISCO SYSTEMS INC COM 17275R102 380 14,050 SH DEFINED 1,2 14,050 CIT GROUP INC COM 125581108 1,946 80,990 SH DEFINED 1,2 80,990 CITIGROUP INC COM 172967101 5,850 198,725 SH DEFINED 1,2 198,725 CITIZENS COMMUNICATIONS CO COM 17453B101 8 660 SH DEFINED 1,2 660 CITRIX SYSTEMS INC COM 177376100 10 260 SH DEFINED 1,2 260 CLEAR CHANNEL COMMUNICATIONSCOM 184502102 31 910 SH DEFINED 1,2 910 CLOROX COMPANY COM 189054109 21 320 SH DEFINED 1,2 320 CME GROUP INC COM 12572Q105 110 160 SH DEFINED 1,2 160 CMS ENERGY CORP COM 125896100 7 410 SH DEFINED 1,2 410 CNA SURETY CORPORATION COM 12612L108 542,744 27,425,147 SH DEFINED 1,2,4 27,425,147 COACH INC COM 189754104 22 720 SH DEFINED 1,2 720 COCA COLA CO COM 191216100 750 12,220 SH DEFINED 1,2 12,220 COCA-COLA ENTERPRISES COM 191219104 13 490 SH DEFINED 1,2 490 COGNIZANT TECH SOLUTIONS CL A 192446102 20 600 SH DEFINED 1,2 600 COLGATE-PALMOLIVE CO COM 194162103 81 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 CLA 20030N101 2,257 123,590 SH DEFINED 1,2 123,590 COMCAST CORP CL A 20030N200 2,114 116,640 SH DEFINED 2 116,640 COMERICA INC COM 200340107 1,109 25,480 SH DEFINED 1,2 25,480 COMMERCE BANCORP INC/NJ COM 200519106 14 370 SH DEFINED 1,2 370 COMPUTER ASSOCIATES INTL INCCOM 12673P105 1,582 63,392 SH DEFINED 1,2 63,392 COMPUTER SCIENCES CORP COM 205363104 12 250 SH DEFINED 1,2 250 COMPUWARE CORP COM 205638109 5 530 SH DEFINED 1,2 530 CONAGRA FOODS INC COM 205887102 22 930 SH DEFINED 1,2 930 CONMED CORP COM 207410101 551 23,825 SH DEFINED 2 23,825 CONSECO INC COM 208464883 543 43,250 SH DEFINED 2 43,250 CONSOL ENERGY INC COM 20854P109 26 360 SH DEFINED 1,2 360 CONSOLIDATED EDISON INC COM 209115104 22 450 SH DEFINED 1,2 450 CONSTELLATION BRANDS INC CL A 21036P108 7 300 SH DEFINED 1,2 300 CONSTELLATION ENERGY GROUP COM 210371100 37 360 SH DEFINED 1,2 360 CONVERGYS CORP COM 212485106 3 190 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 ------------------ CON-WAY INC COM 205944101 358 8,625 SH DEFINED 2 8,625 COOPER INDUSTRIES LTD CL A G24182100 19 360 SH DEFINED 1,2 360 CORNING INC COM 219350105 73 3,030 SH DEFINED 1,2 3,030 COSTCO WHOLESALE CORP COM 22160K105 68 970 SH DEFINED 1,2 970 COUNTRYWIDE CREDIT IND INC COM 222372104 566 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 41 922 SH DEFINED 1,2 922 CSX CORP COM 126408103 37 830 SH DEFINED 1,2 830 CUMMINS INC COM 231021106 33 260 SH DEFINED 1,2 260 CVS CAREMARK CORP COM 126650100 119 2,998 SH DEFINED 1,2 2,998 CYMER INC NOTE 232572AE7 3,438 3,400,000 PRN DEFINED 2,3 68,000 DANAHER CORP COM 235851102 47 540 SH DEFINED 1,2 540 DARDEN RESTAURANTS INC COM 237194105 6 210 SH DEFINED 1,2 210 DCP MIDSTREAM PARTNERS LP LTD PART23311P100 2,137 46,507 SH DEFINED 2,4 46,507
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 DEAN FOODS CO COM 242370104 5 190 SH DEFINED 1,2 190 DEERE & CO COM 244199105 99 1,060 SH DEFINED 1,2 1,060 DEL MONTE FOODS CO COM 24522P103 623 65,825 SH DEFINED 2 65,825 DELL INC COM 24702R101 109 4,450 SH DEFINED 1,2 4,450 DELPHI FINANCIAL GROUP CLA 247131105 686 19,438 SH DEFINED 2 19,438 DEVELOPERS DIVERSIFIED RLTY COM 251591103 8 200 SH DEFINED 1,2 200 DEVON ENERGY CORP COM 25179M103 3,195 35,930 SH DEFINED 1,2 35,930 DIAGEO PLC ADR 25243Q205 1,365 15,900 SH DEFINED 2 15,900 DILLARDS INC CL A 254067101 2 80 SH DEFINED 1,2 80 DIRECTV GROUP INC/THE COM 25459L106 35 1,500 SH DEFINED 1,2 1,500 DISCOVER FINANCIAL-W/I COM 254709108 187 12,370 SH DEFINED 1,2 12,370 DOMINION RESOURCES INC/VA COM 25746U109 48 1,020 SH DEFINED 1,2 1,020 DOVER CORP COM 260003108 18 390 SH DEFINED 1,2 390 DOW CHEMICAL COM 260543103 74 1,880 SH DEFINED 1,2 1,880
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 DPL INC COM 233293109 752 25,353 SH DEFINED 2 25,353 DR HORTON INC COM 23331A109 6 490 SH DEFINED 1,2 490 DTE ENERGY COMPANY COM 233331107 11 260 SH DEFINED 1,2 260 DU PONT (E.I.) DE NEMOURS COM 263534109 80 1,820 SH DEFINED 1,2 1,820 DUKE ENERGY CORP COM 26441C105 50 2,498 SH DEFINED 1,2 2,498 DUNCAN ENERGY PARTNERS LP COM 265026104 3,866 177,076 SH DEFINED 2,4 177,076 DYNEGY INC CL A 26817G102 2,795 391,480 SH DEFINED 1,2 391,480 E*TRADE FINANCIAL CORP COM 269246104 3 810 SH DEFINED 1,2 810 EARTHLINK INC NOTE 270321AA0 1,033 1,000,000 PRN DEFINED 2,3 109,649 EASTMAN CHEMICAL COMPANY COM 277432100 13 220 SH DEFINED 1,2 220 EASTMAN KODAK CO COM 277461109 11 510 SH DEFINED 1,2 510 EATON CORP COM 278058102 31 320 SH DEFINED 1,2 320 EBAY INC COM 278642103 72 2,180 SH DEFINED 1,2 2,180 ECOLAB INC COM 278865100 13 260 SH DEFINED 1,2 260 EDISON INTERNATIONAL COM 281020107 30 570 SH DEFINED 1,2 570 EL PASO CORP COM 28336L109 24 1,390 SH DEFINED 1,2 1,390
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 ELECTRONIC ARTS INC COM 285512109 32 540 SH DEFINED 1,2 540 ELECTRONIC DATA SYSTEMS CORPCOM 285661104 19 940 SH DEFINED 1,2 940 ELI LILLY & CO COM 532457108 107 2,010 SH DEFINED 1,2 2,010 EMBARQ CORP COM 29078E105 16 316 SH DEFINED 1,2 316 EMC CORPORATION COM 268648102 1,911 103,610 SH DEFINED 1,2 103,610 EMERSON ELECTRIC CO COM 291011104 84 1,480 SH DEFINED 1,2 1,480 ENBRIDGE ENERGY PARTNERS LP COM 29250R106 9,732 192,558 SH DEFINED 2,4 192,558 ENCANA CORP COM 292505104 6,796 100,000 SH DEFINED 2 100,000 ENERGY TRANSFER EQUITY LP LTD PART29273V100 2,713 77,000 SH DEFINED 2,4 77,000 ENERGY TRANSFER PARTNERS LP LTD PART29273R109 5,447 101,100 SH DEFINED 2,4 101,100 ENSCO INTERNATIONAL INC COM 26874Q100 3,619 60,700 SH DEFINED 1,2 60,700 ENTERGY CORP COM 29364G103 48 400 SH DEFINED 1,2 400 ENTERPRISE GP HOLDINGS LP UNIT LP 293716106 1,121 30,275 SH DEFINED 2,4 30,275 ENTERPRISE PRODUCTS PARTNERSCOM 293792107 3,791 118,900 SH DEFINED 2,4 118,900 EOG RESOURCES INC COM 26875P101 49 550 SH DEFINED 1,2 550 EQUIFAX INC COM 294429105 10 280 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 EQUITY RESIDENTIAL INT 29476L107 19 520 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 2,991 36,170 SH DEFINED 1,2 36,170 EXPRESS SCRIPTS INC COM 302182100 37 500 SH DEFINED 1,2 500 EXPRESSJET HOLDINGS INC CL A 30218U108 202 81,600 SH DEFINED 2 81,600 EXXON MOBIL CORP COM 30231G102 1,052 11,230 SH DEFINED 1,2 11,230 FAMILY DOLLAR STORES COM 307000109 4 220 SH DEFINED 1,2 220 FBL FINANCIAL GROUP INC CL A 30239F106 825 23,900 SH DEFINED 2 23,900 FEDERAL HM LOAN MORTGAGE CORCOM 313400301 2,971 87,215 SH DEFINED 1,2 87,215 FEDERAL NATL MTGE ASSN. COM 313586109 3,075 76,915 SH DEFINED 1,2 76,915 FEDERATED INVESTORS INC CL B 314211103 5 130 SH DEFINED 1,2 130 FEDEX CORP COM 31428X106 57 640 SH DEFINED 1,2 640 FEI COMPANY NOTE 30241LAD1 1,341 1,300,000 PRN DEFINED 2,3 47,914 FIDELITY NATIONAL INFORMATIOCOM 31620M106 12 300 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 FIFTH THIRD BANCORP COM 316773100 25 1,000 SH DEFINED 1,2 1,000 FIRST AMERICAN CORPORATION COM 318522307 1,810 53,050 SH DEFINED 2 53,050 FIRST HORIZON NATIONAL CORP COM 320517105 3 180 SH DEFINED 1,2 180 FIRSTENERGY CORP COM 337932107 48 670 SH DEFINED 1,2 670 FISERV INC COM 337738108 14 250 SH DEFINED 1,2 250 FLEXTRONICS INTL LTD NOTE 33938EAL1 3,601 3,500,000 PRN DEFINED 2,3 225,443 FLUOR CORP COM 343412102 34 230 SH DEFINED 1,2 230 FORD MOTOR CO COM 345370860 17 2,600 SH DEFINED 1,2 2,600 FOREST LABORATORIES INC COM 345838106 20 560 SH DEFINED 1,2 560 FORESTAR REAL ESTATE GROUP COM 346233109 1 53 SH DEFINED 1,2 53 FORTUNE BRANDS INC COM 349631101 23 320 SH DEFINED 1,2 320 FPL GROUP INC COM 302571104 60 880 SH DEFINED 1,2 880 FRANKLIN RESOURCES INC COM 354613101 39 340 SH DEFINED 1,2 340 FREEPORT-MCMORAN COPPER CL B 35671D857 80 781 SH DEFINED 1,2 781
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 GANNETT CO COM 364730101 17 440 SH DEFINED 1,2 440 GAP INC/THE COM 364760108 21 970 SH DEFINED 1,2 970 GENERAL DYNAMICS CORP COM 369550108 78 880 SH DEFINED 1,2 880 GENERAL ELECTRIC CO COM 369604103 7,638 204,711 SH DEFINED 1,2 204,711 GENERAL GROWTH PROPERTIES COM 370021107 16 400 SH DEFINED 1,2 400 GENERAL MILLS INC COM 370334104 40 710 SH DEFINED 1,2 710 GENERAL MOTORS CORP COM 370442105 20 800 SH DEFINED 1,2 800 GENESIS ENERGY L.P. COM 371927104 4,322 183,920 SH DEFINED 2,4 183,920 GENUINE PARTS CO COM 372460105 12 250 SH DEFINED 1,2 250 GENWORTH FINANCIAL INC CL A 37247D106 22 850 SH DEFINED 1,2 850 GENZYME CORP COM 372917104 43 580 SH DEFINED 1,2 580 GILEAD SCIENCES INC COM 375558103 153 3,320 SH DEFINED 1,2 3,320 GOLDMAN SACHS GROUP INC COM 38141G104 176 820 SH DEFINED 1,2 820 GOODRICH CORP COM 382388106 20 280 SH DEFINED 1,2 280 GOODYEAR TIRE & RUBBER CO COM 382550101 10 350 SH DEFINED 1,2 350 GOOGLE INC CL A 38259P508 353 510 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 GRIFFON CORPORATION COM 398433102 1,173 94,200 SH DEFINED 2 94,200 GUARANTY FINANCIAL GROUP COM 40108N106 1 53 SH DEFINED 1,2 53 H&R BLOCK INC COM 093671105 10 560 SH DEFINED 1,2 560 HALLIBURTON CO COM 406216101 67 1,780 SH DEFINED 1,2 1,780 HANGER ORTHOPEDIC GROUP INC COM 41043F208 606 55,075 SH DEFINED 2 55,075 HANOVER COMPRESS NOTE 410768AC9 988 1,000,000 PRN DEFINED 2,3 7,397 HARLEY-DAVIDSON INC COM 412822108 27 580 SH DEFINED 1,2 580 HARMAN INTERNATIONAL COM 413086109 15 200 SH DEFINED 1,2 200 HARRAHS ENTERTAINMENT INC COM 413619107 42 470 SH DEFINED 1,2 470 HARTFORD FINANCIAL SVCS GRP COM 416515104 9,211 105,640 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 10 250 SH DEFINED 1,2 250 HESS CORP LTD PART42809H107 55 550 SH DEFINED 1,2 550 HEWLETT-PACKARD CO COM 428236103 259 5,130 SH DEFINED 1,2 5,130 HILAND HOLDINGS GP LP INT 43129M107 5,147 188,179 SH DEFINED 2,4 188,179 HILAND PARTNERS LP LTD PART431291103 7,720 152,714 SH DEFINED 2,4 152,714
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None HJ HEINZ CO COM 423074103 27 580 SH DEFINED 1,2 580 HOLLY ENERGY PARTNERS LP LTD PTNR435763107 3,662 83,700 SH DEFINED 2,4 83,700 HOME DEPOT COM 437076102 3,069 113,910 SH DEFINED 1,2 113,910 HONEYWELL INTERNATIONAL INC COM 438516106 91 1,470 SH DEFINED 1,2 1,470 HORACE MANN EDUCATORS COM 440327104 771 40,725 SH DEFINED 2 40,725 HORMEL FOODS CORP COM 440452100 206 5,100 SH DEFINED 2 5,100 HOSPIRA INC COM 441060100 9 220 SH DEFINED 1,2 220 HOST HOTELS & RESORTS INC COM 44107P104 17 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 26 340 SH DEFINED 1,2 340 HUNTINGTON BANCSHARES INC COM 446150104 9 640 SH DEFINED 1,2 640 IAC/INTERACTIVECORP COM 44919P300 11 400 SH DEFINED 1,2 400 IDACORP INC COM 451107106 251 7,125 SH DEFINED 2 7,125 ILLINOIS TOOL WORKS COM 452308109 43 800 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 1,910 82,890 SH DEFINED 1,2 82,890 INDYMAC BANCORP INC COM 456607100 165 27,800 SH DEFINED 2 27,800 INERGY HOLDINGS LP COM 45661Q107 5,444 125,900 SH DEFINED 2,4 125,900 INERGY LP LTD PTNR456615103 6,217 199,900 SH DEFINED 2,4 199,900 INFORMATICA CORP NOTE 45666QAB8 3,454 3,050,000 PRN DEFINED 2,3 152,500 INGERSOLL-RAND CO LTD CL A G4776G101 26 560 SH DEFINED 1,2 560 INTEGRYS ENERGY GROUP INC COM 45822P105 8 149 SH DEFINED 1,2 149 INTEL CORP COM 458140100 306 11,470 SH DEFINED 1,2 11,470 INTERNATIONAL BUSINESS MACHICOM 459200101 14,923 138,050 SH DEFINED 1,2 138,050 INTERNATIONAL PAPER CO COM 460146103 28 850 SH DEFINED 1,2 850 INTERPUBLIC GROUP OF COS INCCOM 460690100 7 924 SH DEFINED 1,2 924 INTL FLAVORS & FRAGRANCES COM 459506101 5 110 SH DEFINED 1,2 110 INTL GAME TECHNOLOGY COM 459902102 26 590 SH DEFINED 1,2 590 INTUIT INC COM 461202103 19 590 SH DEFINED 1,2 590 IPC HOLDINGS LTD ORD G4933P101 2,038 70,600 SH DEFINED 2 70,600
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 ITT CORP COM 450911102 24 370 SH DEFINED 1,2 370 IVAX CORP NOTE 465823AG7 5,046 4,840,000 PRN DEFINED 2,3 183,063 J.C. PENNEY CO INC COM 708160106 23 520 SH DEFINED 1,2 520 JABIL CIRCUIT INC COM 466313103 4 260 SH DEFINED 1,2 260 JANUS CAPITAL GROUP INC COM 47102X105 10 290 SH DEFINED 1,2 290 JDS UNIPHASE CORP COM 46612J507 5 401 SH DEFINED 1,2 401 JETBLUE AIRWAYS CORP NOTE 477143AB7 2,688 2,750,000 PRN DEFINED 2,3 97,059 JOHNSON & JOHNSON COM 478160104 5,419 80,485 SH DEFINED 1,2 80,485 JOHNSON CONTROLS INC COM 478366107 52 1,440 SH DEFINED 1,2 1,440 JONES APPAREL GROUP INC COM 480074103 801 50,110 SH DEFINED 1,2 50,110 JPMORGAN CHASE & COMPANY COM 46625H100 2,089 48,230 SH DEFINED 1,2 48,230 JUNIPER NETWORKS INC COM 48203R104 34 1,010 SH DEFINED 1,2 1,010 K12 INC COM 48273U102 9,464 365,818 SH DEFINED 2,4 365,818 KB HOME COM 48666K109 2 110 SH DEFINED 1,2 110 KELLOGG CO COM 487836108 24 460 SH DEFINED 1,2 460 KELLY SERVICES INC CL A 488152208 1,165 62,446 SH DEFINED 2 62,446
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None KEYCORP COM 493267108 16 680 SH DEFINED 1,2 680 KIMBERLY-CLARK CORP COM 494368103 60 860 SH DEFINED 1,2 860 KIMCO REALTY CORP COM 49446R109 15 410 SH DEFINED 1,2 410 KINDER MORGAN MANAGEMENT LLCSHS 49455U100 8,259 156,016 SH DEFINED 2,4 156,016 KING PHARMACEUTICALS INC COM 495582108 5 440 SH DEFINED 1,2 440 KLA-TENCOR CORPORATION COM 482480100 19 390 SH DEFINED 1,2 390 KOHLS CORP COM 500255104 31 670 SH DEFINED 1,2 670 KRAFT FOODS INC CL A 50075N104 104 3,176 SH DEFINED 1,2 3,176 KROGER CO COM 501044101 36 1,330 SH DEFINED 1,2 1,330 L-3 COMMUNICATIONS HOLDINGS COM 502424104 30 280 SH DEFINED 1,2 280 LABORATORY CRP OF AMER HLDGSCOM 50540R409 21 280 SH DEFINED 1,2 280 LEAR SEATING CORP COM 521865105 3,438 124,300 SH DEFINED 2 124,300 LEGG MASON INC COM 524901105 21 290 SH DEFINED 1,2 290 LEGGETT & PLATT INC COM 524660107 5 260 SH DEFINED 1,2 260 LEHMAN_BROTHERS_HOLDING INC COM 524908100 2,031 31,395 SH DEFINED 1,2 31,395 LENNAR CORP CL A 526057104 4 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None LEVEL 3 COMMUNICATIONS NOTE 52729NBA7 611 700,000 PRN DEFINED 2,3 97,493 LEVEL 3 COMMUNICATIONS NOTE 52729NBE9 1,361 1,200,000 PRN DEFINED 2,3 333,336 LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 2,366 2,700,000 PRN DEFINED 2,3 494,506 LEXMARK INTERNATIONAL INC CL A 529771107 5 150 SH DEFINED 1,2 150 LIBERTY MEDIA DEB 530718AF2 1,874 1,800,000 PRN DEFINED 2,3 103,334 LIMITED BRANDS INC COM 532716107 11 580 SH DEFINED 1,2 580 LINCOLN NATIONAL CORP COM 534187109 5,858 100,619 SH DEFINED 1,2 100,619 LINEAR TECHNOLOGY CORP COM 535678106 14 430 SH DEFINED 1,2 430 LIZ CLAIBORNE INC COM 539320101 3 150 SH DEFINED 1,2 150 LOCKHEED MARTIN CORP COM 539830109 75 710 SH DEFINED 1,2 710 LOWES COS INC COM 548661107 68 2,990 SH DEFINED 1,2 2,990 LSI CORP COM 502161102 7 1,370 SH DEFINED 1,2 1,370 LSI CORP NOTE 502161AJ1 3,456 3,600,000 PRN DEFINED 2,3 268,256 M & T BANK CORP COM 55261F104 17 210 SH DEFINED 1,2 210 MACYS INC COM 55616P104 23 878 SH DEFINED 1,2 878 MAGELLAN MIDSTREAM HOLDINGS COM 55907R108 7,926 295,752 SH DEFINED 2,4 295,752
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None MAGNA INTERNATIONAL INC CL A 559222401 1,814 22,550 SH DEFINED 2 22,550 MARATHON OIL CORP COM 565849106 81 1,326 SH DEFINED 1,2 1,326 MARKWEST ENERGY PARTNERS LP LTD PART570759100 9,349 276,775 SH DEFINED 2,4 276,775 MARKWEST HYDROCARBON INC COM 570762104 4,996 79,749 SH DEFINED 2,4 79,749 MARRIOTT INTERNATIONAL CLA 571903202 54 1,590 SH DEFINED 1,2 1,590 MARSH & MCLENNAN COS COM 571748102 29 1,090 SH DEFINED 1,2 1,090 MARSHALL & ILSLEY CORP COM 571837103 12 470 SH DEFINED 1,2 470 MASCO CORP COM 574599106 14 670 SH DEFINED 1,2 670 MATTEL INC COM 577081102 14 740 SH DEFINED 1,2 740 MBIA INC COM 55262C100 5 290 SH DEFINED 1,2 290 MCCORMICK & CO COM 579780206 7 190 SH DEFINED 1,2 190 MCDATA CORP NOTE 580031AD4 3,100 3,250,000 PRN DEFINED 2,3 227,659 MCDONALD'S CORP COM 580135101 1,892 32,117 SH DEFINED 1,2 32,117 MCGRAW-HILL COMPANIES INC COM 580645109 27 610 SH DEFINED 1,2 610 MCKESSON CORP COM 58155Q103 41 630 SH DEFINED 1,2 630
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 MEADWESTVACO CORP COM 583334107 11 360 SH DEFINED 1,2 360 MEDCO HEALTH SOLUTIONS INC COM 58405U102 63 621 SH DEFINED 1,2 621 MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,148 250,000 SH DEFINED 2 250,000 MEDTRONIC INC COM 585055106 264 5,250 SH DEFINED 1,2 5,250 MEMC ELECTRONIC MATERIALS COM 552715104 35 400 SH DEFINED 1,2 400 MERCK & CO. INC. COM 589331107 245 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 95 1,770 SH DEFINED 1,2 1,770 METAVANTE TECHNOLOGIES INC COM 591407101 4 156 SH DEFINED 1,2 156 METLIFE INC COM 59156R108 92 1,490 SH DEFINED 1,2 1,490 METROPCS COMMUNICATIONS INC COM 591708102 1,643 84,484 SH DEFINED 2,4 84,484 MGIC INVESTMENT CORP COM 552848103 3 120 SH DEFINED 1,2 120 MI DEVELOPMENTS INC CL A 55304X104 1,134 40,675 SH DEFINED 2 40,675 MICRON TECHNOLOGY INC COM 595112103 10 1,440 SH DEFINED 1,2 1,440 MICROSOFT CORP COM 594918104 5,039 141,535 SH DEFINED 1,2 141,535
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 MILACRON INC COM 598709301 28 9,115 SH DEFINED 2 9,115 MILLIPORE CORP COM 601073109 13 180 SH DEFINED 1,2 180 MOLEX INC COM 608554101 5 200 SH DEFINED 1,2 200 MOLSON COORS BREWING CO CL B 60871R209 18 340 SH DEFINED 1,2 340 MONSANTO CO COM 61166W101 121 1,082 SH DEFINED 1,2 1,082 MONSTER WORLDWIDE INC COM 611742107 6 180 SH DEFINED 1,2 180 MOODYS CORP COM 615369105 16 440 SH DEFINED 1,2 440 MORGAN ST DEAN WITTER DISCOVCOM 617446448 1,325 24,940 SH DEFINED 1,2 24,940 MORGAN STANLEY QUAL MUNI SECSECS 61745P585 386 28,600 SH DEFINED 2,4 28,600 MOTOROLA INC COM 620076109 72 4,510 SH DEFINED 1,2 4,510 MURPHY OIL CORP COM 626717102 40 470 SH DEFINED 1,2 470 MYLAN INC COM 628530107 6 400 SH DEFINED 1,2 400 NABORS INDUSTRIES INC SHS G6359F103 2,206 80,550 SH DEFINED 1,2 80,550 NATIONAL CITY CORP COM 635405103 18 1,070 SH DEFINED 1,2 1,070 NATIONAL OILWELL VARCO INC COM 637071101 66 900 SH DEFINED 1,2 900
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 NATIONAL SEMICONDUCTOR CORP COM 637640103 10 420 SH DEFINED 1,2 420 NATURAL RESOURCE PARTNERS LPCOM 63900P103 6,576 202,598 SH DEFINED 2,4 202,598 NCI BUILDING SYSTEMS INC COM 628852105 212 7,350 SH DEFINED 2 7,350 NCR CORPORATION COM 62886E108 7 260 SH DEFINED 1,2 260 NETWORK APPLIANCE INC COM 64120L104 18 730 SH DEFINED 1,2 730 NEW YORK TIMES CO CL A 650111107 4 200 SH DEFINED 1,2 200 NEWELL RUBBERMAID INC COM 651229106 13 490 SH DEFINED 1,2 490 NEWMONT MINING CORP COM 651639106 41 840 SH DEFINED 1,2 840 NEWS CORP CL A 65248E104 8,289 404,550 SH DEFINED 1,2 404,550 NICOR INC COM 654086107 3 60 SH DEFINED 1,2 60 NIKE INC CL B 654106103 42 660 SH DEFINED 1,2 660 NISOURCE INC COM 65473P105 9 490 SH DEFINED 1,2 490 NOBLE CORP SHS G65422100 34 600 SH DEFINED 1,2 600 NORDSTROM INC COM 655664100 16 430 SH DEFINED 1,2 430 NORFOLK SOUTHERN CORP COM 655844108 35 690 SH DEFINED 1,2 690 NORTEL NETWORKS NOTE 656568AB8 3,312 3,375,000 PRN DEFINED 2,4 337,500
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ NORTHERN TRUST CORP COM 665859104 1,652 21,570 SH DEFINED 1,2 21,570 NORTHROP GRUMMAN CORP COM 666807102 55 698 SH DEFINED 1,2 698 NORTHWESTERN CORP COM 668074305 1,681 56,987 SH DEFINED 2 56,987 NOVELL INC COM 670006105 5 680 SH DEFINED 1,2 680 NOVELL INC DBCV 670006AC9 1,506 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 1,231 28,400 SH DEFINED 2 28,400 NUCOR CORP COM 670346105 32 540 SH DEFINED 1,2 540 NVIDIA CORP COM 67066G104 36 1,050 SH DEFINED 1,2 1,050 OCCIDENTAL PETROLEUM COM 674599105 7,055 91,640 SH DEFINED 1,2 91,640 OFFICE DEPOT INC COM 676220106 7 510 SH DEFINED 1,2 510 OFFICEMAX INC COM 67622P101 2 110 SH DEFINED 1,2 110 OLD REPUBLIC INTL CORP COM 680223104 1,047 67,922 SH DEFINED 2 67,922 OMNICOM GROUP COM 681919106 29 600 SH DEFINED 1,2 600 OPNEXT INC COM 68375V105 2,066 233,426 SH DEFINED 2,4 233,426
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 ORACLE CORP COM 68389X105 1,156 51,180 SH DEFINED 1,2 51,180 OSG AMERICA LP COM 671028108 1,737 93,663 SH DEFINED 2,4 93,663 P G & E CORP COM 69331C108 26 600 SH DEFINED 1,2 600 PACCAR INC COM 693718108 46 840 SH DEFINED 1,2 840 PACTIV CORPORATION COM 695257105 5 200 SH DEFINED 1,2 200 PALL CORP COM 696429307 7 180 SH DEFINED 1,2 180 PARKER HANNIFIN CORP COM 701094104 31 405 SH DEFINED 1,2 405 PATRIOT COAL CORP COM 70336T104 2 50 SH DEFINED 1,2 50 PATTERSON COS INC COM 703395103 7 200 SH DEFINED 1,2 200 PAYCHEX INC COM 704326107 21 590 SH DEFINED 1,2 590 PEABODY ENERGY CORP COM 704549104 31 500 SH DEFINED 1,2 500 PEDIATRIX MEDICAL GROUP INC COM 705324101 554 8,125 SH DEFINED 2 8,125 PENN VIRGINIA GP HOLDINGS LPCOM 70788P105 1,002 35,000 SH DEFINED 2,4 35,000 PEPSI BOTTLING GROUP INC COM 713409100 7 190 SH DEFINED 1,2 190 PEPSICO INCORPORATED COM 713448108 317 4,170 SH DEFINED 1,2 4,170
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 PERKINELMER INC COM 714046109 5 180 SH DEFINED 1,2 180 PETRO-CANADA COM 71644E102 3,217 60,000 SH DEFINED 2 60,000 PFIZER INC COM 717081103 3,247 142,850 SH DEFINED 1,2 142,850 PHH CORP COM 693320202 810 45,925 SH DEFINED 2 45,925 PHILLIPS PETROLEUM COMPANY COM 20825C104 1,966 22,260 SH DEFINED 1,2 22,260 PIKE ELECTRIC CORP COM 721283109 1,107 66,050 SH DEFINED 2 66,050 PINNACLE WEST CAPITAL COM 723484101 6 140 SH DEFINED 1,2 140 PITNEY-BOWES INC COM 724479100 2,021 53,140 SH DEFINED 1,2 53,140 PLANTRONICS INC COM 727493108 1,014 39,000 SH DEFINED 2 39,000 PLUM CREEK TIMBER CO COM 729251108 12 260 SH DEFINED 1,2 260 PNC FINANCIAL SERVICES GROUPCOM 693475105 47 720 SH DEFINED 1,2 720 POLO RALPH LAUREN CORP CL A 731572103 12 200 SH DEFINED 1,2 200 POPULAR INC COM 733174106 884 83,375 SH DEFINED 2 83,375 PPG INDUSTRIES INC COM 693506107 24 340 SH DEFINED 1,2 340 PPL CORPORATION COM 69351T106 39 750 SH DEFINED 1,2 750
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 PRAXAIR INC COM 74005P104 59 660 SH DEFINED 1,2 660 PRECISION CASTPARTS CORP COM 740189105 42 300 SH DEFINED 1,2 300 PRINCIPAL FINANCIAL GROUP COM 74251V102 41 590 SH DEFINED 1,2 590 PROCTER & GAMBLE CO COM 742718109 466 6,350 SH DEFINED 1,2 6,350 PROGRESS ENERGY INC COM 743263105 22 460 SH DEFINED 1,2 460 PROGRESSIVE CORP COM 743315103 27 1,400 SH DEFINED 1,2 1,400 PROLOGIS INT 743410102 35 550 SH DEFINED 1,2 550 PRUDENTIAL FINANCIAL INC COM 744320102 93 1,000 SH DEFINED 1,2 1,000 PUBLIC SERVICE ENTERPRISE GPCOM 744573106 55 560 SH DEFINED 1,2 560 PUBLIC STORAGE COM 74460D109 21 280 SH DEFINED 1,2 280 PULTE HOMES INC COM 745867101 4 400 SH DEFINED 1,2 400 QLOGIC CORP COM 747277101 3 220 SH DEFINED 1,2 220 QUALCOMM INC COM 747525103 129 3,270 SH DEFINED 1,2 3,270 QUEST DIAGNOSTICS COM 74834L100 12 230 SH DEFINED 1,2 230
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 QUESTAR CORP COM 748356102 16 300 SH DEFINED 1,2 300 QWEST COMMUNICATIONS INTL COM 749121109 21 2,990 SH DEFINED 1,2 2,990 RADIO ONE INC CL D 75040P405 251 105,700 SH DEFINED 2 105,700 RADIOSHACK CORP COM 750438103 3 190 SH DEFINED 1,2 190 RAIT FINANCIAL TRUST COM 749227104 438 50,781 SH DEFINED 2,4 50,781 RAYTHEON COMPANY COM 755111507 57 940 SH DEFINED 1,2 940 RED HAT INC DBCV 756577AB8 4,303 4,250,000 PRN DEFINED 2,3 166,070 REGENCY ENERGY PARTNERS LP COM 75885Y107 6,032 180,754 SH DEFINED 2,4 180,754 REGIONS FINANCIAL CORP COM 7591EP100 32 1,340 SH DEFINED 1,2 1,340 REGIS CORP COM 758932107 932 33,325 SH DEFINED 2 33,325 RENAISSANCERE HOLDINGS LTD COM G7496G103 3,078 51,100 SH DEFINED 2 51,100 RENT-A-CENTER INC COM 76009N100 2,023 139,300 SH DEFINED 2 139,300 REYNOLDS AMERICAN INC COM 761713106 23 350 SH DEFINED 1,2 350 RF MICRO DEVICES INC NOTE 749941AG5 944 1,000,000 PRN DEFINED 2,3 124,297
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 6 240 SH DEFINED 1,2 240 ROCKWELL COLLINS INC. COM 774341101 25 350 SH DEFINED 1,2 350 ROCKWELL INTL CORP COM 773903109 8,472 122,850 SH DEFINED 1,2 122,850 ROHM AND HAAS CO COM 775371107 16 310 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 15 270 SH DEFINED 1,2 270 SAFEWAY INC COM 786514208 29 840 SH DEFINED 1,2 840 SANDISK CORP COM 80004C101 13 380 SH DEFINED 1,2 380 SANGAMO BIOSCIENCES INC COM 800677106 1,097 84,275 SH DEFINED 2 84,275 SARA LEE CORP COM 803111103 743 46,236 SH DEFINED 1,2 46,236 SCANA CORP COM 80589M102 1,429 33,902 SH DEFINED 2 33,902 SCHERING-PLOUGH CORP COM 806605101 78 2,920 SH DEFINED 1,2 2,920
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 SCHLUMBERGER LIMITED COM 806857108 531 5,400 SH DEFINED 1,2 5,400 SCHWAB (CHARLES) CORP COM 808513105 45 1,780 SH DEFINED 1,2 1,780 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,314 50,700 SH DEFINED 2 50,700 SEALED AIR CORP COM 81211K100 6 240 SH DEFINED 1,2 240 SEALY CORP COM 812139301 960 85,775 SH DEFINED 2 85,775 SEARS HOLDINGS CORP COM 812350106 1,311 12,850 SH DEFINED 1,2,4 12,850 SEMGROUP ENERGY PARTNERS LP UNIT LP 81662W108 5,564 193,000 SH DEFINED 2,4 193,000 SEMPRA ENERGY COM 816851109 2,115 34,180 SH DEFINED 1,2 34,180 SEPRACOR INC NOTE 817315AT1 2,023 2,000,000 PRN DEFINED 2,3 62,710 SHERWIN-WILLIAMS CO/THE COM 824348106 15 260 SH DEFINED 1,2 260 SIGMA-ALDRICH COM 826552101 11 200 SH DEFINED 1,2 200 SIMON PROPERTY GROUP INC COM 828806109 45 520 SH DEFINED 1,2 520 SLM CORP COM 78442P106 16 790 SH DEFINED 1,2 790 SMITH INTERNATIONAL INC COM 832110100 36 490 SH DEFINED 1,2 490
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 SNAP-ON INC COM 833034101 4 80 SH DEFINED 1,2 80 SOUTHERN CO COM 842587107 57 1,460 SH DEFINED 1,2 1,460 SOUTHWEST AIRLINES CO COM 844741108 19 1,520 SH DEFINED 1,2 1,520 SOVEREIGN BANCORP INC COM 845905108 8 715 SH DEFINED 1,2 715 SPECTRA ENERGY CORP COM 847560109 31 1,199 SH DEFINED 1,2 1,199 SPHERION CORPORATION COM 848420105 125 17,125 SH DEFINED 2 17,125 SPRINT CORP COM 852061100 2,832 215,678 SH DEFINED 1,2 215,678 ST JUDE MEDICAL INC COM 790849103 25 610 SH DEFINED 1,2 610 STANLEY WORKS/THE COM 854616109 11 220 SH DEFINED 1,2 220 STAPLES INC COM 855030102 135 5,840 SH DEFINED 1,2 5,840 STARBUCKS CORP COM 855244109 69 3,380 SH DEFINED 1,2 3,380 STARWOOD HOTELS & RESORTS COM 85590A401 22 510 SH DEFINED 1,2 510 STATE STREET CORP COM 857477103 71 880 SH DEFINED 1,2 880 STEWART INFORMATION SERVICESCOM 860372101 636 24,375 SH DEFINED 2 24,375 STONE CONTAINER CORP COM 832727101 2,112 200,000 SH DEFINED 2 200,000
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 STREETTRACKS GOLD TRUST SHS 863307104 20,615 250,000 SH DEFINED 2 250,000 STRYKER CORP COM 863667101 47 630 SH DEFINED 1,2 630 SUN MICROSYSTEMS INC COM 866810203 32 1,757 SH DEFINED 1,2 1,757 SUNOCO INC COM 86764P109 21 290 SH DEFINED 1,2 290 SUNTRUST BANKS INC COM 867914103 46 730 SH DEFINED 1,2 730 SUPERVALU INC COM 868536103 15 401 SH DEFINED 1,2 401 SYMANTEC CORP COM 871503108 28 1,714 SH DEFINED 1,2 1,714 SYNOVUS FINANCIAL CORP COM 87161C105 13 560 SH DEFINED 1,2 560 SYSCO CORP COM 871829107 37 1,190 SH DEFINED 1,2 1,190 T ROWE PRICE GROUP INC COM 74144T108 29 480 SH DEFINED 1,2 480 TARGET CORP COM 87612E106 87 1,730 SH DEFINED 1,2 1,730 TECH DATA CORP COM 878237106 833 22,075 SH DEFINED 2 22,075 TECO ENERGY INC COM 872375100 7 390 SH DEFINED 1,2 390 TELLABS INC COM 879664100 5 840 SH DEFINED 1,2 840 TEMPLE-INLAND INC COM 879868107 3 160 SH DEFINED 1,2 160
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 4 870 SH DEFINED 1,2 870 TERADATA CORP COM 88076W103 7 260 SH DEFINED 1,2 260 TERADYNE INC COM 880770102 3 280 SH DEFINED 1,2 280 TEREX CORP COM 880779103 20 300 SH DEFINED 1,2 300 TEXAS INSTRUMENTS INC COM 882508104 94 2,800 SH DEFINED 1,2 2,800 TEXTRON INC COM 883203101 1,338 18,760 SH DEFINED 1,2 18,760 THE WALT DISNEY CO COM 254687106 126 3,900 SH DEFINED 1,2 3,900 THERMO FISHER SCIENTIFIC INCCOM 883556102 46 790 SH DEFINED 1,2 790 TIFFANY & CO COM 886547108 9 200 SH DEFINED 1,2 200 TIME WARNER INC COM 887317105 123 7,430 SH DEFINED 1,2 7,430 TJX COS. INC. NEW COM 872540109 1,746 60,790 SH DEFINED 1,2 60,790 TORCHMARK CORP COM 891027104 1,199 19,815 SH DEFINED 1,2 19,815 TRANE INC COM 892893108 12 250 SH DEFINED 1,2 250 TRANSMONTAIGNE PARTNERS LP COM 89376V100 6,129 215,900 SH DEFINED 2,4 215,900
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 TRANSOCEAN INC NOTE 893830AU3 2,168 2,000,000 PRN DEFINED 2,3 11,862 TRANSOCEAN INC SHS G90073100 65 454 SH DEFINED 1,2 454 TRAVELERS COS INC/THE COM 89417E109 70 1,297 SH DEFINED 1,2 1,297 TREX COMPANY INC COM 89531P105 472 55,425 SH DEFINED 2 55,425 TYCO ELECTRONICS COM G9144P105 470 12,666 SH DEFINED 1,2 12,666 TYCO INTERNATIONAL LTD SHS G9143X208 37 922 SH DEFINED 1,2 922 TYSON FOODS INC CL A 902494103 7 460 SH DEFINED 1,2 460 UNILEVER NV SHS 904784709 2,386 65,450 SH DEFINED 2 65,450 UNION PACIFIC CORP COM 907818108 74 590 SH DEFINED 1,2 590 UNISYS CORP COM 909214108 3 690 SH DEFINED 1,2 690 UNITED NATIONAL GROUP LTD COM 90933T109 1,319 66,200 SH DEFINED 2 66,200 UNITED PARCEL SERVICE CL B 911312106 152 2,150 SH DEFINED 1,2 2,150 UNITED STATES STEEL CORP COM 912909108 34 280 SH DEFINED 1,2 280 UNITED STATIONERS INC COM 913004107 648 14,025 SH DEFINED 2 14,025 UNITED TECHNOLOGIES CORP COM 913017109 157 2,050 SH DEFINED 1,2 2,050
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 UNITEDHEALTH GROUP INC COM 91324P102 153 2,630 SH DEFINED 1,2 2,630 UNIVERSAL CORP-VA COM 913456109 1,229 24,000 SH DEFINED 2 24,000 UNUM GROUP COM 91529Y106 16 690 SH DEFINED 1,2 690 US BANCORP COM 902973304 110 3,450 SH DEFINED 1,2 3,450 UST INC COM 902911106 13 230 SH DEFINED 1,2 230 VALERO ENERGY CORP COM 91913Y100 15,489 221,180 SH DEFINED 1,2 221,180 VARIAN MEDICAL SYSTEMS INC COM 92220P105 10 200 SH DEFINED 1,2 200 VERISIGN INC COM 92343E102 17 450 SH DEFINED 1,2 450 VERIZON COMMUNICATIONS INC COM 92343V104 252 5,760 SH DEFINED 1,2 5,760 VF CORP COM 918204108 16 230 SH DEFINED 1,2 230 VIACOM INC CL B 92553P201 58 1,320 SH DEFINED 1,2 1,320 VIAD CORP COM 92552R406 675 21,369 SH DEFINED 2 21,369 VORNADO REALTY TRUST INT 929042109 25 280 SH DEFINED 1,2 280 VULCAN MATERIALS CO COM 929160109 19 240 SH DEFINED 1,2 240 WACHOVIA CORP COM 929903102 143 3,750 SH DEFINED 1,2 3,750
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 WAL MART STORES INC COM 931142103 5,772 121,430 SH DEFINED 1,2 121,430 WALGREEN CO COM 931422109 74 1,950 SH DEFINED 1,2 1,950 WASHINGTON MUTUAL INC COM 939322103 256 18,805 SH DEFINED 1,2 18,805 WASTE MANAGEMENT INC COM 94106L109 32 970 SH DEFINED 1,2 970 WATERS CORP COM 941848103 20 250 SH DEFINED 1,2 250 WATSON PHARMACEUTICALS INC COM 942683103 4 140 SH DEFINED 1,2 140 WEATHERFORD INTL LTD COM G95089101 41 600 SH DEFINED 1,2 600 WELLPOINT INC COM 94973V107 113 1,290 SH DEFINED 1,2 1,290 WELLS FARGO & COMPANY COM 949746101 200 6,630 SH DEFINED 1,2 6,630 WENDYS INTERNATIONAL INC COM 950590109 4 170 SH DEFINED 1,2 170 WESTERN UNION CO COM 959802109 36 1,489 SH DEFINED 1,2 1,489 WEYERHAEUSER CO COM 962166104 33 450 SH DEFINED 1,2 450 WHIRLPOOL CORPORATION COM 963320106 2,740 33,568 SH DEFINED 1,2 33,568 WHOLE FOODS MARKET INC COM 966837106 8 200 SH DEFINED 1,2 200 WILLIAMS COS INC COM 969457100 2,979 83,270 SH DEFINED 1,2 83,270
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 WINDSTREAM CORP COM 97381W104 11 876 SH DEFINED 1,2 876 WISCONSIN ENERGY CORP COM 976657106 1,718 35,275 SH DEFINED 2 35,275 WRIGLEY WM JR CO COM 982526105 28 485 SH DEFINED 1,2 485 WW GRAINGER INC COM 384802104 18 210 SH DEFINED 1,2 210 WYETH COM 983024100 3,856 87,270 SH DEFINED 1,2 87,270 WYETH DBCV 983024AD2 10,849 10,283,000 PRN DEFINED 2 170,276 WYNDHAM WORLDWIDE CORP COM 98310W108 7 290 SH DEFINED 1,2 290 XCEL ENERGY INC COM 98389B100 18 780 SH DEFINED 1,2 780 XEROX CORP COM 984121103 8,124 501,800 SH DEFINED 1,2 501,800 XILINX INC COM 983919101 13 580 SH DEFINED 1,2 580 XL CAPITAL LTD CL A G98255105 2,390 47,510 SH DEFINED 1,2 47,510 XM SATELLITE RADIO HLDGS NOTE 983759AC5 1,760 2,000,000 PRN DEFINED 2,3 40,000 XTO ENERGY INC COM 98385X106 53 1,025 SH DEFINED 1,2 1,025
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 YAHOO! INC COM 984332106 55 2,380 SH DEFINED 1,2 2,380 YUM! BRANDS INC COM 988498101 38 980 SH DEFINED 1,2 980 ZIMMER HOLDINGS INC COM 98956P102 36 550 SH DEFINED 1,2 550 ZIONS BANCORPORATION COM 989701107 12 260 SH DEFINED 1,2 260