-----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, PNH4tIMHgMI1FAVuuMqdezX4c2oT9fBhjLYh7PTZUNJvvaW1JBZTXsIQVehDKnTW a92nnQnsjgG+iBVD4Q5ilA== 0000021175-08-000008.txt : 20080515 0000021175-08-000008.hdr.sgml : 20080515 20080515125208 ACCESSION NUMBER: 0000021175-08-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080515 DATE AS OF CHANGE: 20080515 EFFECTIVENESS DATE: 20080515 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: 08835543 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 cnafmar08.txt FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31,2008 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: May 15,2008 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: 641 Form 13F Information Table Value Total: 1,183,388 (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 117 1,480 SH DEFINED 1,2 1,480 ABBOTT LABORATORIES COM 002824100 165 2,990 SH DEFINED 1,2 2,990 ABERCROMBIE & FITCH CO CL A 002896207 15 200 SH DEFINED 1,2 200 ACE LTD ORD G0070K103 37 670 SH DEFINED 1,2 670 ADC TELECOMMUNICATIONS I NOTE 000886AE1 895 1,000,000 PRN DEFINED 2,3 37,034 ADOBE SYSTEMS INC COM 00724F101 40 1,130 SH DEFINED 1,2 1,130 ADVANCED MICRO DEVICES COM 007903107 6 1,090 SH DEFINED 1,2 1,090 AES CORP COM 00130H105 21 1,240 SH DEFINED 1,2 1,240 AETNA INC COM 00817Y108 42 990 SH DEFINED 1,2 990 AFFILIATED COMPUTER SVCS CL A 008190100 2,599 51,870 SH DEFINED 1,2 51,870 AFLAC INC COM 001055102 59 910 SH DEFINED 1,2 910 AFTERMARKET TECHNOLOGY CORP COM 008318107 504 25,950 SH DEFINED 2 25,950 AGILENT TECHNOLOGIES INC COM 00846U101 23 780 SH DEFINED 1,2 780 AIR PRODUCTS & CHEMICALS INCCOM 009158106 48 520 SH DEFINED 1,2 520 AKAMAI TECHNOLOGIES COM 00971T101 8 300 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 2,813 488,350 SH DEFINED 2 488,350 ALCOA INC COM 013817101 9,074 251,640 SH DEFINED 1,2 251,640 ALCON INC COM SHS H01301102 199 1,400 SH DEFINED 2 1,400 ALLEGHENY ENERGY INC COM 017361106 681 13,490 SH DEFINED 1,2 13,490 ALLEGHENY TECHNOLOGIES INC COM 01741R102 18 250 SH DEFINED 1,2 250 ALLERGAN INC COM 018490102 36 640 SH DEFINED 1,2 640 ALLIANCE HOLDINGS GP LP UNIT LP 01861G100 23 1,000 SH DEFINED 2,4 1,000 ALLIANCE RESOURCE PARTNERS LTD PART01877R108 3,590 102,580 SH DEFINED 2,4 102,580 ALLIED WASTE INDUSTRIES INC COM 019589308 5 460 SH DEFINED 1,2 460 ALLSTATE CORP COM 020002101 2,087 43,425 SH DEFINED 1,2 43,425 ALTERA CORPORATION COM 021441100 11 610 SH DEFINED 1,2 610 ALTRIA GROUP INC COM 02209S103 502 22,600 SH DEFINED 1,2 22,600 AMAZON.COM INC COM 023135106 46 650 SH DEFINED 1,2 650 AMBAC FINANCIAL GROUP INC COM 023139108 1 250 SH DEFINED 1,2 250 AMDOCS LIMITED NOTE 02342TAD1 495 500,000 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 18 400 SH DEFINED 1,2 400 AMERICAN CAPITAL STRATEGIES COM 024937104 10 300 SH DEFINED 1,2 300 AMERICAN ELECTRIC POWER COM 025537101 4,781 114,840 SH DEFINED 1,2 114,840 AMERICAN EQUITY INVT LIFE HLCOM 025676206 1,215 130,975 SH DEFINED 2 130,975 AMERICAN EXPRESS COM 025816109 3,381 77,330 SH DEFINED 1,2 77,330 AMERICAN INTL GROUP INC COM 026874107 7,362 170,230 SH DEFINED 1,2 170,230 AMERICAN NATIONAL INSURANCE COM 028591105 576 5,400 SH DEFINED 2 5,400 AMERIPRISE FINANCIAL INC COM 03076C106 29 550 SH DEFINED 1,2 550 AMERISOURCE HEALTH CORP COM 03073E105 1,397 34,090 SH DEFINED 1,2 34,090 AMGEN INC COM 031162100 2,357 56,405 SH DEFINED 1,2 56,405 AMGEN INC NOTE 031162AE0 32 48,000 PRN DEFINED 2,3 425 AMGEN INC NOTE 031162AL4 33 50,000 PRN DEFINED 2,3 443 ANADARKO PETROLEUM CORP COM 032511107 18,963 300,860 SH DEFINED 1,2 300,860 ANALOG DEVICES COM 032654105 18 600 SH DEFINED 1,2 600 ANHEUSER BUSCH CO COM 035229103 1,388 29,250 SH DEFINED 1,2 29,250
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 ANSYS INC COM 03662Q105 167 4,824 SH DEFINED 2,4 4,824 AON CORP COM 037389103 22 550 SH DEFINED 1,2 550 APACHE CORP COM 037411105 7,934 65,670 SH DEFINED 1,2 65,670 APARTMENT INVT & MGMT CO CL A 03748R101 5 146 SH DEFINED 1,2 146 APOLLO GROUP INC CL A 037604105 13 300 SH DEFINED 1,2 300 APPLE INC COM 037833100 247 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 52 2,690 SH DEFINED 1,2 2,690 AQUILA INC COM 03840P102 2,526 786,960 SH DEFINED 2 786,960 ARCHER-DANIELS-MIDLAND CO COM 039483102 51 1,240 SH DEFINED 1,2 1,240 ARGO GROUP INTERNATIONAL COM G0464B107 779 21,925 SH DEFINED 2 21,925 ARVINMERITOR INC COM 043353101 555 44,350 SH DEFINED 2 44,350 ASHLAND INC COM 044209104 4 90 SH DEFINED 1,2 90 ASSURANT INC COM 04621X108 6 100 SH DEFINED 1,2 100 AT&T INC COM 00206R102 468 12,215 SH DEFINED 1,2 12,215 ATLAS PIPELINE HOLDINGS LP COM 04939R108 8,195 299,522 SH DEFINED 2,4 299,522
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 15,779 393,893 SH DEFINED 2,4 393,893 AUTODESK INC COM 052769106 14 430 SH DEFINED 1,2 430 AUTOMATIC DATA PROCESSING COM 053015103 42 1,000 SH DEFINED 1,2 1,000 AUTONATION INC COM 05329W102 3 210 SH DEFINED 1,2 210 AUTOZONE INC COM 053332102 20 180 SH DEFINED 1,2 180 AVALONBAY COMMUNITIES INC COM 053484101 19 200 SH DEFINED 1,2 200 AVERY DENNISON CORP COM 053611109 12 240 SH DEFINED 1,2 240 AVON PRODUCTS INC COM 054303102 33 840 SH DEFINED 1,2 840 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,614 47,500 SH DEFINED 2 47,500 BAKER HUGHES INC COM 057224107 46 670 SH DEFINED 1,2 670 BALL CORP COM 058498106 7 150 SH DEFINED 1,2 150 BANCO BILBAO VIZCAYA SPONSORE05946K101 7 326 SH DEFINED 1,2 326 BANK OF AMERICA CORP COM 060505104 7,853 207,141 SH DEFINED 1,2 207,141 BANK OF NEW YORK COM 064058100 7,801 186,937 SH DEFINED 1,2 186,937 BARD (C.R.) INC COM 067383109 24 250 SH DEFINED 1,2 250 BARR PHARMACEUTICALS INC COM 068306109 7 150 SH DEFINED 1,2 150
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 BARRICK GOLD CORP COM 067901108 4,320 99,431 SH DEFINED 2 99,431 BAXTER INTERNATIONAL INC COM 071813109 72 1,240 SH DEFINED 1,2 1,240 BB&T CORP COM 054937107 34 1,070 SH DEFINED 1,2 1,070 BEAR STEARNS COMPANIES INC COM 073902108 3 280 SH DEFINED 1,2 280 BEARINGPOINT INC COM 074002106 100 59,450 SH DEFINED 2 59,450 BECTON DICKINSON & CO COM 075887109 47 550 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 32 780 SH DEFINED 1,2 780 BIG LOTS INC COM 089302103 3 150 SH DEFINED 1,2 150 BIOGEN IDEC INC COM 09062X103 36 590 SH DEFINED 1,2 590 BJ SERVICES CO COM 055482103 15 530 SH DEFINED 1,2 530 BLACK & DECKER MFG CO COM 091797100 2,091 31,635 SH DEFINED 1,2 31,635 BLACKROCK FLORIDA INSD MUNI COM 09250G102 491 38,900 SH DEFINED 2,4 38,900 BLACKROCK MUNIYIELD INSURED COM 09254E103 1,445 116,400 SH DEFINED 2,4 116,400 BLACKROCK MUNIYIELD NY INSURCOM 09255E102 689 55,900 SH DEFINED 2,4 55,900 BLOUNT INTERNATIONAL INC COM 095180105 995 80,475 SH DEFINED 2 80,475
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 BMC SOFTWARE INC COM 055921100 13 390 SH DEFINED 1,2 390 BOEING COMPANY COM 097023105 925 12,440 SH DEFINED 1,2 12,440 BOSTON PROPERTIES INC COM 101121101 25 270 SH DEFINED 1,2 270 BOSTON SCIENTIFIC CORP COM 101137107 29 2,289 SH DEFINED 1,2 2,289 BOWNE & CO INC COM 103043105 428 28,037 SH DEFINED 2 28,037 BRADY CORPORATION CL A 104674106 622 18,600 SH DEFINED 2 18,600 BRISTOL-MYERS SQUIBB CO COM 110122108 1,504 70,595 SH DEFINED 1,2 70,595 BROADCOM CORP CL A 111320107 17 870 SH DEFINED 1,2 870 BROOKFIELD HOMES CORP COM 112723101 420 25,000 SH DEFINED 2 25,000 BROWN-FORMAN CORP CL B 115637209 14 210 SH DEFINED 1,2 210 BRUNSWICK CORP COM 117043109 2 130 SH DEFINED 1,2 130 BUCKEYE GP HOLDINGS LP COM 118167105 333 14,448 SH DEFINED 2,4 14,448 BURLINGTON NORTHERN SANTA FECOM 12189T104 66 720 SH DEFINED 1,2 720 C.H. ROBINSON WORLDWIDE INC COM 12541W209 16 300 SH DEFINED 1,2 300 CABOT MICROELECTRONICS CORP COM 12709P103 154 4,800 SH DEFINED 2 4,800 CADENCE DESIGN SYS INC NOTE 127387AD0 1,760 2,000,000 PRN DEFINED 2,3 94,563 CALUMET SPECIALTY PRODUCTS LTD PART131476103 5,728 243,851 SH DEFINED 2,4 243,851
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 CAMPBELL SOUP CO COM 134429109 15 430 SH DEFINED 1,2 430 CAPITAL ONE FINANCIAL CORP COM 14040H105 2,856 58,026 SH DEFINED 1,2 58,026 CARDINAL HEALTH INC COM 14149Y108 41 780 SH DEFINED 1,2 780 CARNIVAL CORP PAIRED C143658300 34 840 SH DEFINED 1,2 840 CARTER'S INC COM 146229109 1,154 71,475 SH DEFINED 2 71,475 CATERPILLAR INC COM 149123101 2,414 30,830 SH DEFINED 1,2 30,830 CB RICHARD ELLIS GROUP INC CL A 12497T101 6 300 SH DEFINED 1,2 300 CBS CORP CL B 124857202 2,239 101,420 SH DEFINED 1,2 101,420 CELGENE CORP COM 151020104 49 800 SH DEFINED 1,2 800 CENTERPOINT ENERGY INC COM 15189T107 8 540 SH DEFINED 1,2 540 CENTEX CORP COM 152312104 4 170 SH DEFINED 1,2 170 CENTURYTEL INC COM 156700106 6 170 SH DEFINED 1,2 170 CHEMICAL FINANCIAL CORP COM 163731102 896 37,575 SH DEFINED 2 37,575 CHESAPEAKE ENERGY CORP COM 165167107 34 740 SH DEFINED 1,2 740 CHEVRON CORP COM 166764100 371 4,350 SH DEFINED 1,2 4,350
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None CHUBB CORP COM 171232101 39 790 SH DEFINED 1,2 790 CIBER INC COM 17163B102 924 188,575 SH DEFINED 2 188,575 CIENA CORP COM 171779309 4 120 SH DEFINED 1,2 120 CIGNA CORP COM 125509109 19 480 SH DEFINED 1,2 480 CINCINNATI FINANCIAL CORP COM 172062101 10 250 SH DEFINED 1,2 250 CINTAS CORP COM 172908105 6 200 SH DEFINED 1,2 200 CIRCUIT CITY STORES INC COM 172737108 1 200 SH DEFINED 1,2 200 CISCO SYSTEMS INC COM 17275R102 1,302 54,050 SH DEFINED 1,2 54,050 CIT GROUP INC COM 125581108 3 290 SH DEFINED 1,2 290 CITIGROUP INC COM 172967101 5,338 249,200 SH DEFINED 1,2 249,200 CITIZENS COMMUNICATIONS CO COM 17453B101 7 660 SH DEFINED 1,2 660 CITRIX SYSTEMS INC COM 177376100 8 260 SH DEFINED 1,2 260 CLEAR CHANNEL COMMUNICATIONSCOM 184502102 27 910 SH DEFINED 1,2 910 CLOROX CO COM 189054109 868 15,320 SH DEFINED 1,2 15,320 CME GROUP INC COM 12572Q105 75 160 SH DEFINED 1,2 160 CMS ENERGY CORP COM 125896100 6 410 SH DEFINED 1,2 410 CNA SURETY CORPORATION COM 12612L108 421,799 27,425,147 SH DEFINED 1,2,4 27,425,147
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 COACH INC COM 189754104 655 21,720 SH DEFINED 1,2 21,720 COCA COLA CO COM 191216100 926 15,220 SH DEFINED 1,2 15,220 COCA-COLA ENTERPRISES COM 191219104 12 490 SH DEFINED 1,2 490 COGNIZANT TECH SOLUTIONS CL A 192446102 17 600 SH DEFINED 1,2 600 COLGATE-PALMOLIVE CO COM 194162103 81 1,040 SH DEFINED 1,2 1,040 COMCAST CORP CLA 20030N101 2,390 123,590 SH DEFINED 1,2 123,590 COMCAST CORP CL A 20030N200 2,213 116,640 SH DEFINED 2 116,640 COMERICA INC COM 200340107 894 25,480 SH DEFINED 1,2 25,480 COMPUTER ASSOCIATES INTL INCCOM 12673P105 1,426 63,392 SH DEFINED 1,2 63,392 COMPUTER SCIENCES CORP COM 205363104 10 250 SH DEFINED 1,2 250 COMPUWARE CORP COM 205638109 4 530 SH DEFINED 1,2 530 CONAGRA FOODS INC COM 205887102 22 930 SH DEFINED 1,2 930 CONMED CORP COM 207410101 321 12,500 SH DEFINED 2 12,500 CONOCOPHILLIPS COM 20825C104 248 3,260 SH DEFINED 1,2 3,260 CONSECO INC COM 208464883 604 59,250 SH DEFINED 2 59,250 CONSOL ENERGY INC COM 20854P109 25 360 SH DEFINED 1,2 360 CONSOLIDATED EDISON INC COM 209115104 18 450 SH DEFINED 1,2 450
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None CONSTELLATION BRANDS INC CL A 21036P108 5 300 SH DEFINED 1,2 300 CONSTELLATION ENERGY GROUP COM 210371100 32 360 SH DEFINED 1,2 360 CONSTELLATION ENERGY PARTNERCOM 21038E101 3,791 207,500 SH DEFINED 2,4 207,500 CONVERGYS CORP COM 212485106 3 190 SH DEFINED 1,2 190 CON-WAY INC COM 205944101 427 8,625 SH DEFINED 2 8,625 COOPER INDUSTRIES LTD CL A G24182100 14 360 SH DEFINED 1,2 360 CORNING INC. COM 219350105 914 38,030 SH DEFINED 1,2 38,030 COSTCO WHOLESALE CORP COM 22160K105 63 970 SH DEFINED 1,2 970 COUNTRYWIDE CREDIT IND INC COM 222372104 348 63,303 SH DEFINED 1,2 63,303 COVENTRY HEALTH CARE INC COM 222862104 9 230 SH DEFINED 1,2 230 COVIDIEN LTD COM G2552X108 41 922 SH DEFINED 1,2 922 CSG SYSTEMS INTL INC NOTE 126349AB5 1,610 2,000,000 PRN DEFINED 2,3 74,710 CSX CORP. COM 126408103 2,065 36,830 SH DEFINED 1,2 36,830 CUMMINS INC COM 231021106 24 520 SH DEFINED 1,2 520 CVS CORP COM 126650100 1,134 27,998 SH DEFINED 1,2 27,998 DANAHER CORP COM 235851102 41 540 SH DEFINED 1,2 540 DARDEN RESTAURANTS INC COM 237194105 7 210 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 ------------------ DCP MIDSTREAM PARTNERS LP LTD PART23311P100 2,213 76,307 SH DEFINED 2,4 76,307 DEAN FOODS CO COM 242370104 4 190 SH DEFINED 1,2 190 DEERE & CO COM 244199105 85 1,060 SH DEFINED 1,2 1,060 DEL MONTE FOODS CO COM 24522P103 860 90,250 SH DEFINED 2 90,250 DELL INC COM 24702R101 89 4,450 SH DEFINED 1,2 4,450 DELPHI FINANCIAL GROUP CLA 247131105 568 19,438 SH DEFINED 2 19,438 DEVELOPERS DIVERSIFIED RLTY COM 251591103 8 200 SH DEFINED 1,2 200 DEVON ENERGY CORP COM 25179M103 3,749 35,930 SH DEFINED 1,2 35,930 DIAGEO PLC ADR 25243Q205 1,293 15,900 SH DEFINED 2 15,900 DIAMONDS TRUST SERIES I UNIT SER252787106 91,800 750,000 SH DEFINED 2 750,000 DILLARDS INC-CL A CL A 254067101 1 80 SH DEFINED 1,2 80 DIRECTV GROUP INC/THE COM 25459L106 37 1,500 SH DEFINED 1,2 1,500 DISCOVER FINANCIAL-W/I COM 254709108 202 12,370 SH DEFINED 1,2 12,370 DOMINION RESOURCES INC/VA COM 25746U109 42 1,020 SH DEFINED 1,2 1,020 DOVER CORP COM 260003108 16 390 SH DEFINED 1,2 390 DOW CHEMICAL COM 260543103 69 1,880 SH DEFINED 1,2 1,880 DR HORTON INC COM 23331A109 8 490 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 DRESS BARN INC COM 261570105 18 1,426 SH DEFINED 2 1,426 DTE ENERGY COMPANY COM 233331107 10 260 SH DEFINED 1,2 260 DU PONT (E.I.) DE NEMOURS COM 263534109 85 1,820 SH DEFINED 1,2 1,820 DUKE ENERGY CORP COM 26441C105 45 2,498 SH DEFINED 1,2 2,498 DUNCAN ENERGY PARTNERS LP COM 265026104 3,272 177,076 SH DEFINED 2,4 177,076 DYNEGY INC-CL A CL A 26817G102 4,740 600,770 SH DEFINED 1,2 600,770 E*TRADE FINANCIAL CORP COM 269246104 3 810 SH DEFINED 1,2 810 EARTHLINK INC NOTE 270321AA0 2,130 2,000,000 PRN DEFINED 2,3 219,298 EASTMAN CHEMICAL COMPANY COM 277432100 14 220 SH DEFINED 1,2 220 EASTMAN KODAK CO COM 277461109 9 510 SH DEFINED 1,2 510 EATON CORP COM 278058102 25 320 SH DEFINED 1,2 320 EBAY INC COM 278642103 65 2,180 SH DEFINED 1,2 2,180 ECOLAB INC COM 278865100 11 260 SH DEFINED 1,2 260 EDISON INTERNATIONAL COM 281020107 28 570 SH DEFINED 1,2 570 EL PASO CORP COM 28336L109 23 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 EL PASO PIPELINE PARTNERS LPCOM 283702108 1,240 54,700 SH DEFINED 2,4 54,700 ELECTRONCIS FOR IMAGING DBCV 286082AA0 986 1,000,000 PRN DEFINED 2,3 37,851 ELECTRONIC ARTS INC COM 285512109 27 540 SH DEFINED 1,2 540 ELECTRONIC DATA SYSTEMS CORPCOM 285661104 16 940 SH DEFINED 1,2 940 ELI LILLY & CO COM 532457108 104 2,010 SH DEFINED 1,2 2,010 EMBARQ CORP COM 29078E105 13 316 SH DEFINED 1,2 316 EMC CORPORATION COM 268648102 2,033 141,760 SH DEFINED 1,2 141,760 EMERSON ELECTRIC CO COM 291011104 76 1,480 SH DEFINED 1,2 1,480 ENBRIDGE ENERGY PARTNERS LP COM 29250R106 10,345 217,558 SH DEFINED 2,4 217,558 ENCANA CORP COM 292505104 7,575 100,000 SH DEFINED 2 100,000 ENERGY TRANSFER EQUITY LP LTD PART29273V100 5,264 168,500 SH DEFINED 2,4 168,500 ENERGY TRANSFER PARTNERS LP LTD PART29273R109 2,046 44,800 SH DEFINED 2,4 44,800 ENSCO INTERNATIONAL INC COM 26874Q100 5,367 85,700 SH DEFINED 1,2 85,700 ENTERGY CORP COM 29364G103 44 400 SH DEFINED 1,2 400 ENTERPRISE GP HOLDINGS LP UNIT LP 293716106 905 30,275 SH DEFINED 2,4 30,275 EOG RESOURCES INC COM 26875P101 66 550 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 22 520 SH DEFINED 1,2 520 ESMARK INC COM 296475106 2 134 SH DEFINED 1,2 134 ESTEE LAUDER COMPANIES CL A 518439104 9 190 SH DEFINED 1,2 190 EW SCRIPPS CO CL A 811054204 5 120 SH DEFINED 1,2 120 EXELON CORP COM 30161N101 4,159 51,170 SH DEFINED 1,2 51,170 EXPRESS SCRIPTS INC COM 302182100 32 500 SH DEFINED 1,2 500 EXPRESSJET HOLDINGS INC CL A 30218U108 215 81,600 SH DEFINED 2 81,600 EXXON MOBIL CORP COM 30231G102 2,303 27,230 SH DEFINED 1,2 27,230 FAMILY DOLLAR STORES COM 307000109 4 220 SH DEFINED 1,2 220 FBL FINANCIAL GROUP INC CL A 30239F106 681 23,900 SH DEFINED 2 23,900 FEDERAL HM LOAN MORTGAGE CORCOM 313400301 3,074 121,390 SH DEFINED 1,2 121,390 FEDERAL NATL MTGE ASSN. COM 313586109 2,024 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 59 640 SH DEFINED 1,2 640
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 FEI COMPANY NOTE 30241LAD1 2,288 2,291,000 PRN DEFINED 2,3 84,439 FIDELITY NATIONAL INFORMATIOCOM 31620M106 11 300 SH DEFINED 1,2 300 FIFTH THIRD BANCORP COM 316773100 21 1,000 SH DEFINED 1,2 1,000 FINANCIAL SELECT SECTOR SPDRSBI INT-81369Y605 7,461 300,000 SH DEFINED 2 300,000 FIRST AMERICAN CORPORATION COM 318522307 624 18,400 SH DEFINED 2 18,400 FIRST HORIZON NATIONAL CORP COM 320517105 3 180 SH DEFINED 1,2 180 FIRSTENERGY CORP COM 337932107 46 670 SH DEFINED 1,2 670 FISERV INC COM 337738108 12 250 SH DEFINED 1,2 250 FLEXTRONICS INTL LTD NOTE 33938EAL1 3,343 3,500,000 PRN DEFINED 2,3 225,443 FLUOR CORP (NEW) COM 343412102 1,021 7,230 SH DEFINED 1,2 7,230 FOMENTO ECONOMICO MEX SPON ADR344419106 1,962 46,960 SH DEFINED 2 46,960 FORD MOTOR CO COM 345370860 15 2,600 SH DEFINED 1,2 2,600 FOREST LABORATORIES INC COM 345838106 22 560 SH DEFINED 1,2 560 FORESTAR REAL ESTATE GROUP COM 346233109 1 53 SH DEFINED 1,2 53 FORTUNE BRANDS INC COM 349631101 22 320 SH DEFINED 1,2 320
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None FPL GROUP INC COM 302571104 55 880 SH DEFINED 1,2 880 FRANKLIN RESOURCES INC COM 354613101 33 340 SH DEFINED 1,2 340 FREEPORT-MCMORAN COPPER CL B 35671D857 75 781 SH DEFINED 1,2 781 GANNETT CO COM 364730101 13 440 SH DEFINED 1,2 440 GAP INC/THE COM 364760108 19 970 SH DEFINED 1,2 970 GENERAL DYNAMICS CORP COM 369550108 73 880 SH DEFINED 1,2 880 GENERAL ELECTRIC CO COM 369604103 8,687 234,711 SH DEFINED 1,2 234,711 GENERAL GROWTH PROPERTIES COM 370021107 15 400 SH DEFINED 1,2 400 GENERAL MILLS INC COM 370334104 43 710 SH DEFINED 1,2 710 GENERAL MOTORS CORP COM 370442105 15 800 SH DEFINED 1,2 800 GENESIS ENERGY L.P. COM 371927104 4,124 218,920 SH DEFINED 2,4 218,920 GENUINE PARTS CO COM 372460105 10 250 SH DEFINED 1,2 250 GENWORTH FINANCIAL INC CL A 37247D106 19 850 SH DEFINED 1,2 850 GENZYME CORP COM 372917104 43 580 SH DEFINED 1,2 580 GILEAD SCIENCES INC COM 375558103 1,202 23,320 SH DEFINED 1,2 23,320
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None GOLDMAN SACHS GROUP INC COM 38141G104 136 820 SH DEFINED 1,2 820 GOODRICH CORP COM 382388106 16 280 SH DEFINED 1,2 280 GOODYEAR TIRE & RUBBER CO COM 382550101 9 350 SH DEFINED 1,2 350 GOOGLE INC-CL A CL A 38259P508 3,330 7,560 SH DEFINED 1,2 7,560 GRIFFON CORPORATION COM 398433102 953 110,850 SH DEFINED 2 110,850 GUARANTY FINANCIAL GROUP COM 40108N106 1 53 SH DEFINED 1,2 53 H&R BLOCK INC COM 093671105 12 560 SH DEFINED 1,2 560 HALLIBURTON COMPANY COM 406216101 1,250 31,780 SH DEFINED 1,2 31,780 HANGER ORTHOPEDIC GROUP INC COM 41043F208 594 55,075 SH DEFINED 2 55,075 HARLEY-DAVIDSON INC COM 412822108 22 580 SH DEFINED 1,2 580 HARMAN INTERNATIONAL COM 413086109 9 200 SH DEFINED 1,2 200 HARTE-HANKS INC COM 416196103 274 20,025 SH DEFINED 2 20,025 HARTFORD FINANCIAL SVCS GRP COM 416515104 8,004 105,640 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 9 250 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 HESS CORP LTD PART42809H107 48 550 SH DEFINED 1,2 550 HEWLETT-PACKARD CO. COM 428236103 1,604 35,130 SH DEFINED 1,2 35,130 HILAND HOLDINGS GP LP INT 43129M107 5,889 256,030 SH DEFINED 2,4 256,030 HILAND PARTNERS LP LTD PART431291103 8,037 176,685 SH DEFINED 2,4 176,685 HJ HEINZ CO COM 423074103 27 580 SH DEFINED 1,2 580 HOLLY ENERGY PARTNERS LP LTD PTNR435763107 4,365 113,700 SH DEFINED 2,4 113,700 HOME DEPOT COM 437076102 3,186 113,910 SH DEFINED 1,2 113,910 HONEYWELL INTERNATIONAL INC COM 438516106 83 1,470 SH DEFINED 1,2 1,470 HORACE MANN EDUCATORS COM 440327104 331 18,950 SH DEFINED 2 18,950 HORMEL FOODS CORP COM 440452100 629 15,100 SH DEFINED 2 15,100 HOSPIRA INC COM 441060100 9 220 SH DEFINED 1,2 220 HOST HOTELS & RESORTS INC COM 44107P104 16 1,000 SH DEFINED 1,2 1,000 HUDSON CITY BANCORP INC COM 443683107 16 900 SH DEFINED 1,2 900 HUMANA INC COM 444859102 15 340 SH DEFINED 1,2 340 HUNTINGTON BANCSHARES INC COM 446150104 7 640 SH DEFINED 1,2 640
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 IAC/INTERACTIVECORP COM 44919P300 8 400 SH DEFINED 1,2 400 IDACORP INC COM 451107106 166 5,175 SH DEFINED 2 5,175 ILLINOIS TOOL WORKS COM 452308109 39 800 SH DEFINED 1,2 800 IMS HEALTH INC COM 449934108 1,742 82,890 SH DEFINED 1,2 82,890 INDYMAC BANCORP INC COM 456607100 138 27,800 SH DEFINED 2 27,800 INERGY HOLDINGS LP COM 45661Q107 4,904 125,900 SH DEFINED 2,4 125,900 INERGY LP LTD PTNR456615103 6,107 218,800 SH DEFINED 2,4 218,800 INFORMATICA CORP NOTE 45666QAB8 1,547 1,400,000 PRN DEFINED 2,3 70,000 INGERSOLL RAND CO CL A G4776G101 4,063 91,150 SH DEFINED 1,2 91,150 INTEGRYS ENERGY GROUP INC COM 45822P105 7 149 SH DEFINED 1,2 149 INTEL CORP COM 458140100 1,302 61,470 SH DEFINED 1,2 61,470 INTERNATIONAL BUSINESS MACHICOM 459200101 15,895 138,050 SH DEFINED 1,2 138,050 INTERNATIONAL PAPER CO COM 460146103 23 850 SH DEFINED 1,2 850 INTERPUBLIC GROUP OF COS INCCOM 460690100 8 924 SH DEFINED 1,2 924 INTL FLAVORS & FRAGRANCES COM 459506101 5 110 SH DEFINED 1,2 110 INTL GAME TECHNOLOGY COM 459902102 24 590 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 INTUIT INC COM 461202103 16 590 SH DEFINED 1,2 590 IPC HOLDINGS LTD ORD G4933P101 1,134 40,500 SH DEFINED 2 40,500 ISHARES MSCI JAPAN MSCI JAP464286848 18,555 1,500,000 SH DEFINED 2 1,500,000 ITT CORP COM 450911102 19 370 SH DEFINED 1,2 370 IVAX CORP NOTE 465823AG7 3,989 3,840,000 PRN DEFINED 2,3 145,240 J.C. PENNY CO INC (HLDG CO) COM 708160106 681 18,070 SH DEFINED 1,2 18,070 JABIL CIRCUIT INC COM 466313103 2 260 SH DEFINED 1,2 260 JANUS CAPITAL GROUP INC COM 47102X105 7 290 SH DEFINED 1,2 290 JDS UNIPHASE CORP COM 46612J507 5 401 SH DEFINED 1,2 401 JETBLUE AIRWAYS CORP NOTE 477143AB7 2,243 2,300,000 PRN DEFINED 2,3 81,177 JOHNSON & JOHNSON COM 478160104 4,712 72,635 SH DEFINED 1,2 72,635 JOHNSON CONTROLS INC COM 478366107 49 1,440 SH DEFINED 1,2 1,440 JONES APPAREL GROUP INC COM 480074103 807 60,110 SH DEFINED 1,2 60,110 JPMORGAN CHASE & COMP COM 46625H100 3,137 73,030 SH DEFINED 1,2 73,030 JUNIPER NETWORKS INC COM 48203R104 25 1,010 SH DEFINED 1,2 1,010 K12 INC COM 48273U102 7,188 365,818 SH DEFINED 2,4 365,818
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 KB HOME COM 48666K109 3 110 SH DEFINED 1,2 110 KELLOGG CO COM 487836108 24 460 SH DEFINED 1,2 460 KELLY SERVICES INC CL A 488152208 1,284 62,446 SH DEFINED 2 62,446 KEYCORP COM 493267108 15 680 SH DEFINED 1,2 680 KIMBERLY-CLARK CORP COM 494368103 56 860 SH DEFINED 1,2 860 KIMCO REALTY CORP COM 49446R109 16 410 SH DEFINED 1,2 410 KINDER MORGAN MANAGEMENT LLCSHS 49455U100 3,211 63,000 SH DEFINED 2,4 63,000 KING PHARMACEUTICALS INC COM 495582108 4 440 SH DEFINED 1,2 440 KINROSS GOLD CORP NOTE 496902AB3 219 200,000 PRN DEFINED 2,3 7,023 KLA-TENCOR CORPORATION COM 482480100 14 390 SH DEFINED 1,2 390 KOHLS CORP COM 500255104 726 16,920 SH DEFINED 1,2 16,920 KRAFT FOODS INC CL A 50075N104 98 3,176 SH DEFINED 1,2 3,176 KROGER CO COM 501044101 34 1,330 SH DEFINED 1,2 1,330 L-3 COMMUNICATIONS CORP COM 502424104 1,124 10,280 SH DEFINED 1,2 10,280 LABORATORY CRP OF AMER HLDGSCOM 50540R409 21 280 SH DEFINED 1,2 280 LEAR SEATING CORP COM 521865105 3,221 124,300 SH DEFINED 2 124,300 LEGG MASON INC COM 524901105 16 290 SH DEFINED 1,2 290 LEGGETT & PLATT INC COM 524660107 4 260 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 LEHMAN_BROTHERS_HOLDING INC COM 524908100 1,182 31,395 SH DEFINED 1,2 31,395 LENNAR CORP CL A 526057104 4 200 SH DEFINED 1,2 200 LEVEL 3 COMMUNICATIONS NOTE 52729NBE9 1,121 1,200,000 PRN DEFINED 2,3 333,336 LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 1,850 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 1,782 1,800,000 PRN DEFINED 2,3 103,334 LIMITED BRANDS INC COM 532716107 10 580 SH DEFINED 1,2 580 LINCOLN NATIONAL CORP COM 534187109 5,232 100,619 SH DEFINED 1,2 100,619 LINEAR TECHNOLOGY CORP COM 535678106 13 430 SH DEFINED 1,2 430 LIZ CLAIBORNE INC COM 539320101 3 150 SH DEFINED 1,2 150 LOCKHEED MARTIN CORP COM 539830109 71 710 SH DEFINED 1,2 710 LOWES COS INC COM 548661107 69 2,990 SH DEFINED 1,2 2,990 LSI CORP COM 502161102 7 1,370 SH DEFINED 1,2 1,370 M & T BANK CORP COM 55261F104 17 210 SH DEFINED 1,2 210 MACYS INC COM 55616P104 20 878 SH DEFINED 1,2 878 MAGELLAN MIDSTREAM HOLDINGS COM 55907R108 6,776 295,752 SH DEFINED 2,4 295,752 MAGNA INTERNATIONAL INC CL A 559222401 1,627 22,550 SH DEFINED 2 22,550
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None MARATHON OIL CORP COM 565849106 60 1,326 SH DEFINED 1,2 1,326 MARKWEST ENERGY PARTNERS LP LTD PART570759100 12,594 408,352 SH DEFINED 2,4 408,352 MARRIOTT INTERNATIONAL CLA 571903202 1,120 32,590 SH DEFINED 1,2 32,590 MARSH & MCLENNAN COS COM 571748102 27 1,090 SH DEFINED 1,2 1,090 MARSHALL & ILSLEY CORP COM 571837103 11 470 SH DEFINED 1,2 470 MASCO CORP COM 574599106 13 670 SH DEFINED 1,2 670 MASTERCARD INC-CLASS A CL A 57636Q104 2,230 10,000 SH DEFINED 2 10,000 MATTEL INC COM 577081102 15 740 SH DEFINED 1,2 740 MBIA INC COM 55262C100 4 290 SH DEFINED 1,2 290 MCCORMICK & CO-NON VTG SHRS COM 579780206 7 190 SH DEFINED 1,2 190 MCDONALDS CORP COM 580135101 132 2,360 SH DEFINED 1,2 2,360 MCGRAW-HILL COMPANIES INC COM 580645109 23 610 SH DEFINED 1,2 610 MCKESSON CORP COM 58155Q103 33 630 SH DEFINED 1,2 630 MEADWESTVACO CORP COM 583334107 10 360 SH DEFINED 1,2 360 MEDCO HEALTH SOLUTIONS INC COM 58405U102 54 1,242 SH DEFINED 1,2 1,242 MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,083 250,000 SH DEFINED 2 250,000 MEDTRONIC INC COM 585055106 254 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 28 400 SH DEFINED 1,2 400 MERCK & CO. INC. COM 589331107 160 4,220 SH DEFINED 1,2 4,220 MEREDITH CORP COM 589433101 2 60 SH DEFINED 1,2 60 MERRILL LYNCH & CO INC COM 590188108 72 1,770 SH DEFINED 1,2 1,770 METAVANTE TECHNOLOGIES INC COM 591407101 3 156 SH DEFINED 1,2 156 METLIFE INC COM 59156R108 90 1,490 SH DEFINED 1,2 1,490 METROPCS COMMUNICATIONS INC COM 591708102 1,436 84,484 SH DEFINED 2,4 84,484 MGIC INVESTMENT CORP COM 552848103 1 120 SH DEFINED 1,2 120 MI DEVELOPMENTS INC CL A 55304X104 1,168 40,675 SH DEFINED 2 40,675 MICRON TECHNOLOGY INC COM 595112103 9 1,440 SH DEFINED 1,2 1,440 MICROSOFT CORP COM 594918104 4,017 141,535 SH DEFINED 1,2 141,535 MILACRON INC COM 598709301 23 9,115 SH DEFINED 2 9,115 MILLIPORE CORP COM 601073109 12 180 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 4 180 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 MOODYS CORP COM 615369105 15 440 SH DEFINED 1,2 440 MORGAN ST DEAN WITTER DISCOVCOM 617446448 1,751 38,315 SH DEFINED 1,2 38,315 MORGAN STANLEY QUAL MUNI SECSECS 61745P585 377 28,600 SH DEFINED 2,4 28,600 MOTOROLA INC COM 620076109 2,683 288,490 SH DEFINED 1,2 288,490 MURPHY OIL CORP COM 626717102 39 470 SH DEFINED 1,2 470 MYLAN INC COM 628530107 5 400 SH DEFINED 1,2 400 NABORS INDUSTRIES LTD SHS G6359F103 19 550 SH DEFINED 1,2 550 NATIONAL CITY CORP COM 635405103 11 1,070 SH DEFINED 1,2 1,070 NATIONAL OILWELL VARCO INC COM 637071101 53 900 SH DEFINED 1,2 900 NATIONAL SEMICONDUCTOR CORP COM 637640103 8 420 SH DEFINED 1,2 420 NATURAL RESOURCE PARTNERS LPCOM 63900P103 5,304 187,098 SH DEFINED 2,4 187,098 NCI BUILDING SYSTEMS INC COM 628852105 306 12,625 SH DEFINED 2 12,625 NCR CORPORATION COM 62886E108 6 260 SH DEFINED 1,2 260 NEW YORK TIMES CO CL A 650111107 4 200 SH DEFINED 1,2 200 NEWELL RUBBERMAID INC COM 651229106 11 490 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 NEWMONT MINING CORP COM 651639106 38 840 SH DEFINED 1,2 840 NEWS CORP CL A 65248E104 7,585 404,550 SH DEFINED 1,2 404,550 NICOR INC COM 654086107 2 60 SH DEFINED 1,2 60 NII HOLDINGS NOTE 62913FAJ1 992 1,250,000 PRN DEFINED 2,3 10,565 NII HOLDINGS INC NOTE 62913FAF9 2,772 2,800,000 PRN DEFINED 2,3 55,908 NIKE INC CL B 654106103 45 660 SH DEFINED 1,2 660 NISOURCE INC COM 65473P105 8 490 SH DEFINED 1,2 490 NOBLE CORP SHS G65422100 30 600 SH DEFINED 1,2 600 NORDSTROM INC COM 655664100 247 7,580 SH DEFINED 1,2 7,580 NORFOLK SOUTHERN CORP COM 655844108 37 690 SH DEFINED 1,2 690 NORTEL NETWORKS NOTE 656568AB8 3,333 3,375,000 PRN DEFINED 2,4 337,500 NORTHERN TRUST CORP COM 665859104 1,434 21,570 SH DEFINED 1,2 21,570 NORTHROP GRUMMAN CORP COM 666807102 54 698 SH DEFINED 1,2 698 NORTHWEST AIRLINES CORP COM 667280408 548 60,930 SH DEFINED 2 60,930 NOVELL INC COM 670006105 4 680 SH DEFINED 1,2 680 NOVELL INC DBCV 670006AC9 2,350 2,500,000 PRN DEFINED 2,3 216,976 NOVELLUS SYSTEMS INC COM 670008101 4 170 SH DEFINED 1,2 170
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 NRG ENERGY INC COM 629377508 1,107 28,400 SH DEFINED 2 28,400 NUCOR CORP COM 670346105 37 540 SH DEFINED 1,2 540 NVIDIA CORP COM 67066G104 21 1,050 SH DEFINED 1,2 1,050 OCCIDENTAL PETROLEUM COM 674599105 6,705 91,640 SH DEFINED 1,2 91,640 OFFICE DEPOT INC COM 676220106 6 510 SH DEFINED 1,2 510 OFFICEMAX INC COM 67622P101 2 110 SH DEFINED 1,2 110 OLD REPUBLIC INTL CORP COM 680223104 877 67,922 SH DEFINED 2 67,922 OMNICOM GROUP COM 681919106 27 600 SH DEFINED 1,2 600 OPNEXT INC COM 68375V105 1,272 233,426 SH DEFINED 2,4 233,426 ORACLE CORP COM 68389X105 152 7,780 SH DEFINED 1,2 7,780 OSG AMERICA LP COM 671028108 2,437 177,261 SH DEFINED 2,4 177,261 P G & E CORP COM 69331C108 22 600 SH DEFINED 1,2 600 PACCAR INC COM 693718108 38 840 SH DEFINED 1,2 840 PACTIV CORPORATION COM 695257105 5 200 SH DEFINED 1,2 200 PALL CORP COM 696429307 6 180 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 ------------------ PARKER HANNIFIN CORP COM 701094104 28 405 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 20 590 SH DEFINED 1,2 590 PEABODY ENERGY CORP COM 704549104 26 500 SH DEFINED 1,2 500 PENN VIRGINIA GP HOLDINGS LPCOM 70788P105 948 35,000 SH DEFINED 2,4 35,000 PENN VIRGINIA RESOURCE PARTNCOM 707884102 2,706 108,448 SH DEFINED 2,4 108,448 PEPSI BOTTLING GROUP INC COM 713409100 6 190 SH DEFINED 1,2 190 PEPSICO INCORPORATED COM 713448108 1,889 26,170 SH DEFINED 1,2 26,170 PERKINELMER INC COM 714046109 4 180 SH DEFINED 1,2 180 PETRO-CANADA COM 71644E102 2,605 60,000 SH DEFINED 2 60,000 PFIZER INC COM 717081103 2,990 142,850 SH DEFINED 1,2 142,850 PHARMACEUTICAL HOLDRS TRUST DEPOSITR71712A206 21,794 312,500 SH DEFINED 2 312,500 PHH CORP COM 693320202 800 45,925 SH DEFINED 2 45,925 PIKE ELECTRIC CORP COM 721283109 920 66,050 SH DEFINED 2 66,050 PINNACLE WEST CAPITAL COM 723484101 5 140 SH DEFINED 1,2 140 PITNEY BOWES INC COM 724479100 15 420 SH DEFINED 1,2 420 PLANTRONICS INC COM 727493108 753 39,000 SH DEFINED 2 39,000
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 PLUM CREEK TIMBER CO COM 729251108 11 260 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 1,115 95,650 SH DEFINED 2 95,650 PPG INDUSTRIES INC COM 693506107 21 340 SH DEFINED 1,2 340 PPL CORPORATION COM 69351T106 34 750 SH DEFINED 1,2 750 PRAXAIR INC COM 74005P104 1,740 20,660 SH DEFINED 1,2 20,660 PRECISION CASTPARTS CORP COM 740189105 31 300 SH DEFINED 1,2 300 PRINCIPAL FINANCIAL GROUP COM 74251V102 33 590 SH DEFINED 1,2 590 PROCTER & GAMBLE CO COM 742718109 1,426 20,350 SH DEFINED 1,2 20,350 PROGRESS ENERGY INC COM 743263105 19 460 SH DEFINED 1,2 460 PROGRESSIVE CORP COM 743315103 22 1,400 SH DEFINED 1,2 1,400 PROLOGIS INT 743410102 32 550 SH DEFINED 1,2 550 PRUDENTIAL FINANCIAL INC COM 744320102 78 1,000 SH DEFINED 1,2 1,000 PUBLIC SERVICE ENTERPRISE GPCOM 744573106 45 1,120 SH DEFINED 1,2 1,120 PUBLIC STORAGE COM 74460D109 25 280 SH DEFINED 1,2 280 PULTE HOMES INC COM 745867101 6 400 SH DEFINED 1,2 400 QLOGIC CORP COM 747277101 3 220 SH DEFINED 1,2 220
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None QUALCOMM INC COM 747525103 390 9,520 SH DEFINED 1,2 9,520 QUEST DIAGNOSTICS COM 74834L100 10 230 SH DEFINED 1,2 230 QUESTAR CORP COM 748356102 17 300 SH DEFINED 1,2 300 QUICKSILVER GAS SERVICES LP COM 74839G106 383 15,659 SH DEFINED 2,4 15,659 QWEST COMMUNICATIONS INTL COM 749121109 14 2,990 SH DEFINED 1,2 2,990 RADIO ONE INC -CL D CL D 75040P405 161 105,700 SH DEFINED 2 105,700 RADIOSHACK CORP COM 750438103 3 190 SH DEFINED 1,2 190 RAIT FINANCIAL TRUST COM 749227104 352 50,781 SH DEFINED 2,4 50,781 RAYTHEON COMPANY COM 755111507 61 940 SH DEFINED 1,2 940 RED HAT INC DBCV 756577AB8 4,192 4,250,000 PRN DEFINED 2,3 166,070 REGENCY ENERGY PARTNERS LP COM 75885Y107 4,833 180,754 SH DEFINED 2,4 180,754 REGIONS FINANCIAL CORP COM 7591EP100 26 1,340 SH DEFINED 1,2 1,340 REGIS CORP COM 758932107 916 33,325 SH DEFINED 2 33,325 RENAISSANCERE HOLDINGS LTD COM G7496G103 2,339 45,050 SH DEFINED 2 45,050 RENT-A-CENTER INC COM 76009N100 2,556 139,300 SH DEFINED 2 139,300 REYNOLDS AMERICAN INC COM 761713106 21 350 SH DEFINED 1,2 350 RF MICRO DEVICES INC NOTE 749941AG5 699 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 20 350 SH DEFINED 1,2 350 ROCKWELL INTL CORP COM 773903109 7,054 122,850 SH DEFINED 1,2 122,850 ROHM AND HAAS CO COM 775371107 17 310 SH DEFINED 1,2 310 ROWAN COS INC COM 779382100 1,860 45,160 SH DEFINED 1,2 45,160 RR DONNELLEY & SONS CO COM 257867101 12 410 SH DEFINED 1,2 410 RYDER SYSTEM INC COM 783549108 5 90 SH DEFINED 1,2 90 SAFECO CORP COM 786429100 12 270 SH DEFINED 1,2 270 SAFEWAY INC COM 786514208 25 840 SH DEFINED 1,2 840 SANDISK CORP COM 80004C101 9 380 SH DEFINED 1,2 380 SANGAMO BIOSCIENCES INC COM 800677106 856 84,275 SH DEFINED 2 84,275 SARA LEE CORP COM 803111103 646 46,236 SH DEFINED 1,2 46,236 SCANA CORP COM 80589M102 1,240 33,902 SH DEFINED 2 33,902 SCHERING-PLOUGH CORP COM 806605101 42 2,920 SH DEFINED 1,2 2,920 SCHLUMBERGER LIMITED COM 806857108 2,201 25,300 SH DEFINED 1,2 25,300 SCHWAB (CHARLES) CORP COM 808513105 34 1,780 SH DEFINED 1,2 1,780 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,173 50,700 SH DEFINED 2 50,700
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None SEALED AIR CORP COM 81211K100 6 240 SH DEFINED 1,2 240 SEALY CORP COM 812139301 652 85,775 SH DEFINED 2 85,775 SEARS HOLDINGS CORP COM 812350106 1,312 12,850 SH DEFINED 1,2,4 12,850 SEMGROUP ENERGY PARTNERS LP UNIT LP 81662W108 14,657 580,460 SH DEFINED 2,4 580,460 SEMPRA ENERGY COM 816851109 1,821 34,180 SH DEFINED 1,2 34,180 SEPRACOR INC NOTE 817315AT1 2,499 2,600,000 PRN DEFINED 2,3 81,523 SHERWIN-WILLIAMS CO/THE COM 824348106 13 260 SH DEFINED 1,2 260 SIGMA-ALDRICH COM 826552101 12 200 SH DEFINED 1,2 200 SIMON PROPERTY GROUP INC COM 828806109 48 520 SH DEFINED 1,2 520 SLM CORP COM 78442P106 12 790 SH DEFINED 1,2 790 SMITH INTERNATIONAL INC COM 832110100 31 490 SH DEFINED 1,2 490 SNAP-ON INC COM 833034101 4 80 SH DEFINED 1,2 80 SOUTHERN CO COM 842587107 52 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 7 715 SH DEFINED 1,2 715 SPECTRA ENERGY CORP COM 847560109 27 1,199 SH DEFINED 1,2 1,199 SPECTRA ENERGY PARTNERS LP COM 84756N109 3,648 150,500 SH DEFINED 2,4 150,500 SPHERION CORPORATION COM 848420105 105 17,125 SH DEFINED 2 17,125 SPRINT NEXTEL CORP COM 852061100 38 5,678 SH DEFINED 1,2 5,678 ST JUDE MEDICAL INC COM 790849103 890 20,610 SH DEFINED 1,2 20,610
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None ST JUDE MEDICAL INC DBCV 790849AD5 1,521 1,500,000 PRN DEFINED 2,3 28,815 STANLEY WORKS/THE COM 854616109 10 220 SH DEFINED 1,2 220 STAPLES INC COM 855030102 129 5,840 SH DEFINED 1,2 5,840 STARBUCKS CORP COM 855244109 59 3,380 SH DEFINED 1,2 3,380 STARWOOD HOTELS & RESORTS COM 85590A401 26 510 SH DEFINED 1,2 510 STATE STREET CORP COM 857477103 70 880 SH DEFINED 1,2 880 STEWART INFORMATION SERVICESCOM 860372101 682 24,375 SH DEFINED 2 24,375 STONE CONTAINER CORP COM 832727101 1,540 200,000 SH DEFINED 2 200,000 STRYKER CORP COM 863667101 41 630 SH DEFINED 1,2 630 SUN MICROSYSTEMS INC COM 866810203 27 1,757 SH DEFINED 1,2 1,757 SUNOCO INC COM 86764P109 15 290 SH DEFINED 1,2 290 SUNTRUST BANKS INC COM 867914103 40 730 SH DEFINED 1,2 730 SUPERVALU INC COM 868536103 12 401 SH DEFINED 1,2 401 SYMANTEC CORP COM 871503108 28 1,714 SH DEFINED 1,2 1,714 SYNOVUS FINANCIAL CORP COM 87161C105 6 560 SH DEFINED 1,2 560 SYSCO CORP COM 871829107 35 1,190 SH DEFINED 1,2 1,190
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 T ROWE PRICE GROUP INC COM 74144T108 24 480 SH DEFINED 1,2 480 TALISMAN ENERGY INC COM 87425E103 5,310 300,000 SH DEFINED 2 300,000 TARGET CORP COM 87612E106 88 1,730 SH DEFINED 1,2 1,730 TECH DATA CORP COM 878237106 724 22,075 SH DEFINED 2 22,075 TECO ENERGY INC COM 872375100 6 390 SH DEFINED 1,2 390 TELLABS INC COM 879664100 5 840 SH DEFINED 1,2 840 TEMPLE-INLAND INC COM 879868107 2 160 SH DEFINED 1,2 160 TENET HEALTHCARE CORP CL A 88033G100 5 870 SH DEFINED 1,2 870 TERADATA CORP COM 88076W103 6 260 SH DEFINED 1,2 260 TERADYNE INC COM 880770102 3 280 SH DEFINED 1,2 280 TEREX CORP COM 880779103 19 300 SH DEFINED 1,2 300 TEXAS INSTRUMENTS INC COM 882508104 79 2,800 SH DEFINED 1,2 2,800 TEXTRON INC COM 883203101 1,040 18,760 SH DEFINED 1,2 18,760 THE WALT DISNEY CO COM 254687106 122 3,900 SH DEFINED 1,2 3,900 THERMO FISHER SCIENTIFIC INCCOM 883556102 45 790 SH DEFINED 1,2 790 TIFFANY & CO COM 886547108 8 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None TIME WARNER INC COM 887317105 104 7,430 SH DEFINED 1,2 7,430 TJX COS. INC. NEW COM 872540109 1,704 51,540 SH DEFINED 1,2 51,540 TORCHMARK CORP COM 891027104 1,191 19,815 SH DEFINED 1,2 19,815 TORONTO-DOMINION BANK COM 891160509 9 153 SH DEFINED 1,2 153 TOTAL SYSTEM SERVICES INC COM 891906109 6 270 SH DEFINED 1,2 270 TRANE INC COM 892893108 11 250 SH DEFINED 1,2 250 TRANSMONTAIGNE PARTNERS LP COM 89376V100 7,087 249,900 SH DEFINED 2,4 249,900 TRANSOCEAN INC NOTE 893830AU3 2,188 2,000,000 PRN DEFINED 2,3 11,862 TRANSOCEAN INC SHS G90073100 61 454 SH DEFINED 1,2 454 TRAVELERS COS INC/THE COM 89417E109 62 1,297 SH DEFINED 1,2 1,297 TREX COMPANY INC COM 89531P105 437 55,425 SH DEFINED 2 55,425 TYCO ELECTRONICS LTD COM G9144P105 32 922 SH DEFINED 1,2 922 TYCO INTERNATIONAL LTD SHS G9143X208 41 922 SH DEFINED 1,2 922 TYSON FOODS INC CL A 902494103 7 460 SH DEFINED 1,2 460 UNILEVER NV SHS 904784709 2,208 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 1,275 66,200 SH DEFINED 2 66,200
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 UNITED PARCEL SERVICE CL B 911312106 157 2,150 SH DEFINED 1,2 2,150 UNITED STATES STEEL CORP COM 912909108 36 280 SH DEFINED 1,2 280 UNITED STATIONERS INC COM 913004107 669 14,025 SH DEFINED 2 14,025 UNITED TECHNOLOGIES CORP. COM 913017109 1,242 18,050 SH DEFINED 1,2 18,050 UNITEDHEALTH GROUP INC COM 91324P102 984 28,630 SH DEFINED 1,2 28,630 UNIVERSAL CORP-VA COM 913456109 798 12,175 SH DEFINED 2 12,175 UNUM GROUP COM 91529Y106 15 690 SH DEFINED 1,2 690 US BANCORP COM 902973304 112 3,450 SH DEFINED 1,2 3,450 UST INC COM 902911106 13 230 SH DEFINED 1,2 230 VALERO ENERGY CORP COM 91913Y100 7,424 151,180 SH DEFINED 1,2 151,180 VARIAN MEDICAL SYSTEMS INC COM 92220P105 9 200 SH DEFINED 1,2 200 VERISIGN INC COM 92343E102 15 450 SH DEFINED 1,2 450 VERIZON COMMUNICATIONS INC COM 92343V104 210 5,760 SH DEFINED 1,2 5,760 VF CORP COM 918204108 18 230 SH DEFINED 1,2 230 VIACOM INC-CLASS B CL B 92553P201 52 1,320 SH DEFINED 1,2 1,320 VIAD CORP COM 92552R406 769 21,369 SH DEFINED 2 21,369
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 VORNADO REALTY TRUST INT 929042109 24 280 SH DEFINED 1,2 280 VULCAN MATERIALS CO COM 929160109 16 240 SH DEFINED 1,2 240 WACHOVIA CORP COM 929903102 101 3,750 SH DEFINED 1,2 3,750 WAL MART STORES INC COM 931142103 2,117 40,180 SH DEFINED 1,2 40,180 WALGREEN CO COM 931422109 74 1,950 SH DEFINED 1,2 1,950 WASHINGTON MUTUAL INC COM 939322103 194 18,805 SH DEFINED 1,2 18,805 WASTE MANAGEMENT INC COM 94106L109 33 970 SH DEFINED 1,2 970 WATERS CORP COM 941848103 14 250 SH DEFINED 1,2 250 WATSON PHARMACEUTICALS INC COM 942683103 4 140 SH DEFINED 1,2 140 WEATHERFORD INTL LTD COM G95089101 1,638 22,600 SH DEFINED 1,2 22,600 WELLPOINT INC COM 94973V107 57 1,290 SH DEFINED 1,2 1,290 WELLS FARGO & COMPANY COM 949746101 193 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 32 1,489 SH DEFINED 1,2 1,489 WEYERHAEUSER CO COM 962166104 29 450 SH DEFINED 1,2 450
Column Column Column Column Column Column Column Column 1: 2: 3: 4: 5: 6: 7: 8: Name Title Shares or Voting Authority of of CUSIP Value Principal SH/ Put/ Investment Other ------------------ Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None WHIRLPOOL CORPORATION COM 963320106 2,913 33,568 SH DEFINED 1,2 33,568 WHOLE FOODS MARKET INC COM 966837106 7 200 SH DEFINED 1,2 200 WILLIAMS COS INC COM 969457100 2,746 83,270 SH DEFINED 1,2 83,270 WILLIAMS PIPELINE PARTNERS LCOM 96950K103 1,910 109,455 SH DEFINED 2,4 109,455 WINDSTREAM CORP COM 97381W104 10 876 SH DEFINED 1,2 876 WISCONSIN ENERGY CORP COM 976657106 1,552 35,275 SH DEFINED 2 35,275 WRIGLEY WM JR CO COM 982526105 30 485 SH DEFINED 1,2 485 WW GRAINGER INC COM 384802104 16 210 SH DEFINED 1,2 210 WYETH COM 983024100 3,644 87,270 SH DEFINED 1,2 87,270 WYETH DBCV 983024AD2 6,201 6,183,000 PRN DEFINED 2 102,384 WYNDHAM WORLDWIDE CORP COM 98310W108 6 290 SH DEFINED 1,2 290 XCEL ENERGY INC COM 98389B100 16 780 SH DEFINED 1,2 780 XEROX CORP COM 984121103 7,512 501,800 SH DEFINED 1,2 501,800 XILINX INC COM 983919101 14 580 SH DEFINED 1,2 580 XL CAPITAL LTD CL A G98255105 1,404 47,510 SH DEFINED 1,2 47,510
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 XM SATELLITE RADIO HLDGS NOTE 983759AC5 1,750 2,000,000 PRN DEFINED 2,3 40,000 XTO ENERGY INC COM 98385X106 63 1,025 SH DEFINED 1,2 1,025 YAHOO! INC COM 984332106 69 2,380 SH DEFINED 1,2 2,380 YUM! BRANDS INC COM 988498101 36 980 SH DEFINED 1,2 980 ZIMMER HOLDINGS INC COM 98956P102 43 550 SH DEFINED 1,2 550 ZIONS BANCORPORATION COM 989701107 12 260 SH DEFINED 1,2 260
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