-----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, VwWBi7vzayn22Wl0qSVWG/LFAbqh35y3a7pc8NJtV63GiHF4bXaemZam76BU0QsY t5fTdb7hYErHCR2M5A5+uw== 0000909012-08-000911.txt : 20080821 0000909012-08-000911.hdr.sgml : 20080821 20080821153614 ACCESSION NUMBER: 0000909012-08-000911 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080821 DATE AS OF CHANGE: 20080821 EFFECTIVENESS DATE: 20080821 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laffer Investments CENTRAL INDEX KEY: 0001307878 IRS NUMBER: 200536838 STATE OF INCORPORATION: TN FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10975 FILM NUMBER: 081032273 BUSINESS ADDRESS: STREET 1: 2908 POSTON AVENUE STREET 2: SUITE 101 CITY: NASHVILLE STATE: TN ZIP: 37203 BUSINESS PHONE: 6153203989 MAIL ADDRESS: STREET 1: 2908 POSTON AVENUE STREET 2: SUITE 101 CITY: NASHVILLE STATE: TN ZIP: 37203 13F-HR 1 t304527.txt LAFFER 13F-HR FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 20, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laffer Investments, Inc. Address: 2909 Poston Avenue 2nd Floor Nashville, TN 37203 Form 13F File Number: 28-10975 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: Arthur B. Laffer, Jr. Title: Chief Executive Officer Phone: 615-320-3989 Signature City State and Date of Signing: Arthur B. Laffer Nashville TN 08/21/08 - ---------------------- ----------------------- --------------- Signature City State Date Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: ___ Form 13F Information Table Value Total: $293188710 List of Other Included Managers: NONE
13F HOLDINGS REPORT As of Date: 6/30/08 INVESTMENT ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AFLAC INC Common Stock 001055102 558,920.00 8,900.00 8,900.00 - ALL 8,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ACTEL CORP Common Stock 004934105 45,495.00 2,700.00 2,700.00 - ALL 2,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ADOBE SYS INC Common Stock 00724F101 2,694,276.00 68,400.00 68,400.00 - ALL 68,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AFFILIATED COMPUTER Common Stock 008190100 181,866.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AIR PRODS & CHEMS IN Common Stock 009158106 296,580.00 3,000.00 3,000.00 - ALL 3,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AKAMAI TECHNOLOGIES Common Stock 00971T101 208,740.00 6,000.00 6,000.00 - ALL 6,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ALABAMA PWR CO NON CUM PFD Preferred Stock 010392488 24,450.00 1,000.00 1,000.00 - ALL 1,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ALABAMA PWR CO Preferred Stock 010392561 34,022.50 1,550.00 1,550.00 - ALL 1,550.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ALABAMA PWR CO Preferred Stock 010392611 19,296.00 800.00 800.00 - ALL 800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ALLIED WASTE INDS IN Common Stock 019589308 411,412.00 32,600.00 32,600.00 - ALL 32,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AMERICAN CAPITAL STR Common Stock 024937104 135,489.00 5,700.00 5,700.00 - ALL 5,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AMERICAN EXPRESS CO Common Stock 025816109 5,025,178.00 133,400.00 133,400.00 - ALL 133,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AMERICAN INTL GROUP Common Stock 026874107 4,289,166.00 162,100.00 162,100.00 - ALL 162,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AMERICAN TOWER SYS C Common Stock 029912201 270,400.00 6,400.00 6,400.00 - ALL 6,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AMERIPRISE FINL INC Common Stock 03076C106 1,163,162.00 28,600.00 28,600.00 - ALL 28,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AMGEN Common Stock 031162100 514,044.00 10,900.00 10,900.00 - ALL 10,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ANALOG DEVICES INC Common Stock 032654105 1,068,583.95 33,635.00 33,635.00 - ALL 33,635.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ APACHE CORP Common Stock 037411105 556,000.00 4,000.00 4,000.00 - ALL 4,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ APOLLO GROUP INC Common Stock 037604105 424,896.00 9,600.00 9,600.00 - ALL 9,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ APPLIED MATERIALS IN Common Stock 038222105 2,714,598.00 142,200.00 142,200.00 - ALL 142,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ARCHER DANIELS MIDLA Common Stock 039483102 263,250.00 7,800.00 7,800.00 - ALL 7,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ARRIS GROUP INC Common Stock 04269Q100 38,084.15 4,507.00 4,507.00 - ALL 4,507.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ASHLAND INC NEW Common Stock 044209104 159,060.00 3,300.00 3,300.00 - ALL 3,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ASSURANT INC Common Stock 04621X108 204,476.00 3,100.00 3,100.00 - ALL 3,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AUDIOVOX CORP Common Stock 050757103 35,352.00 3,600.00 3,600.00 - ALL 3,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AUTODESK INC Common Stock 052769106 1,010,919.00 29,900.00 29,900.00 - ALL 29,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AVERY DENNISON CORP HIMEDS Convertible Preferred 053611307 967,940.05 21,505.00 21,505.00 - ALL 21,505.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ AVON PRODS INC Common Stock 054303102 2,251,250.00 62,500.00 62,500.00 - ALL 62,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BJ SVCS CO Common Stock 055482103 210,804.00 6,600.00 6,600.00 - ALL 6,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BMC SOFTWARE INC Common Stock 055921100 698,400.00 19,400.00 19,400.00 - ALL 19,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BALL CORP Common Stock 058498106 396,242.00 8,300.00 8,300.00 - ALL 8,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BANK AMER CORP Common Stock 060505104 637,329.00 26,700.00 26,700.00 - ALL 26,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BANK OF AMERICA CORPORA Preferred Stock 060505682 1,062,885.00 1,201.00 1,201.00 - ALL 1,201.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BANK OF AMERICA CORP D Preferred Stock 060505724 46,460.00 2,000.00 2,000.00 - ALL 2,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BANK OF AMERICA CORP Preferred Stock 060505831 30,000.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BANK OF NEW YORK MELLON Common Stock 064058100 424,641.75 11,225.00 11,225.00 - ALL 11,225.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BARD C R INC Common Stock 067383109 501,315.00 5,700.00 5,700.00 - ALL 5,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BEAR STEARNS COS PFD Unit 073902868 28,957.50 825.00 825.00 - ALL 825.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BEAR STEARNS COS PFD Unit 073902876 37,500.00 1,000.00 1,000.00 - ALL 1,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BECTON DICKINSON Common Stock 075887109 756,090.00 9,300.00 9,300.00 - ALL 9,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BIG LOTS INC Common Stock 089302103 240,548.00 7,700.00 7,700.00 - ALL 7,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BIOGEN IDEC INC Common Stock 09062X103 234,738.00 4,200.00 4,200.00 - ALL 4,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BLACK BOX CORP DEL Common Stock 091826107 29,909.00 1,100.00 1,100.00 - ALL 1,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ BLOCK H & R INC Common Stock 093671105 462,240.00 21,600.00 21,600.00 - ALL 21,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CBS CORP Common Stock 124857202 1,469,546.00 75,400.00 75,400.00 - ALL 75,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CIT GROUP INC Common Stock 125581108 86,487.00 12,700.00 12,700.00 - ALL 12,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CIT GROUP INC Preferred Stock 125581207 31,875.00 2,500.00 2,500.00 - ALL 2,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CIT Group Inc. 7.75% Convertible Preferred 125581405 540,914.70 60,505.00 60,505.00 - ALL 60,505.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CME GROUP INC Common Stock 12572Q105 268,233.00 700.00 700.00 - ALL 700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CA INC Common Stock 12673P105 1,189,943.15 51,535.00 51,535.00 - ALL 51,535.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CAPITAL ONE FINL COR Common Stock 14040H105 1,828,281.00 48,100.00 48,100.00 - ALL 48,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CARNIVAL CORP Common Stock 143658300 1,720,512.00 52,200.00 52,200.00 - ALL 52,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CELGENE CORP Common Stock 151020104 887,793.00 13,900.00 13,900.00 - ALL 13,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CHESAPEAKE ENERGY CO Common Stock 165167107 441,932.00 6,700.00 6,700.00 - ALL 6,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CIENA CORP Common Stock 171779309 39,389.00 1,700.00 1,700.00 - ALL 1,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CINCINNATI FINL CORP Common Stock 172062101 177,800.00 7,000.00 7,000.00 - ALL 7,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CISCO SYS INC Common Stock 17275R102 2,542,318.00 109,300.00 109,300.00 - ALL 109,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CITIGROUP INC Common Stock 172967101 2,448,636.00 146,100.00 146,100.00 - ALL 146,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CITIGROUP FDG INC Convertible Preferred 17308C858 674,998.00 37,020.00 37,020.00 - ALL 37,020.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CITRIX SYS INC Common Stock 177376100 170,578.00 5,800.00 5,800.00 - ALL 5,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CLEAR CHANNEL COMMUN Common Stock 184502102 102,080.00 2,900.00 2,900.00 - ALL 2,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CLOROX CO Common Stock 189054109 454,140.00 8,700.00 8,700.00 - ALL 8,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COCA COLA CO Common Stock 191216100 9,845,012.00 189,400.00 189,400.00 - ALL 189,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COCA COLA ENTERPRISE Common Stock 191219104 496,510.00 28,700.00 28,700.00 - ALL 28,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COGNIZANT TECHNOLOGY Common Stock 192446102 451,889.00 13,900.00 13,900.00 - ALL 13,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COLGATE PALMOLIVE CO Common Stock 194162103 621,900.00 9,000.00 9,000.00 - ALL 9,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COMERICA INC Common Stock 200340107 600,639.05 23,435.00 23,435.00 - ALL 23,435.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COMMSCOPE INC Common Stock 203372107 7,968.29 151.00 151.00 - ALL 151.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COMPUWARE CORP Common Stock 205638109 216,558.00 22,700.00 22,700.00 - ALL 22,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CONSOL ENERGY INC Common Stock 20854P109 370,821.00 3,300.00 3,300.00 - ALL 3,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CONSOLIDATED EDISON Common Stock 209115104 1,618,326.00 41,400.00 41,400.00 - ALL 41,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ CONSTELLATION BRANDS Common Stock 21036P108 421,032.00 21,200.00 21,200.00 - ALL 21,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COSTCO WHSL CORP NEW Common Stock 22160K105 371,742.00 5,300.00 5,300.00 - ALL 5,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ COUNTRYWIDE FIN CORP Common Stock 222372104 414,375.00 97,500.00 97,500.00 - ALL 97,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DTE ENERGY CO Common Stock 233331107 768,164.00 18,100.00 18,100.00 - ALL 18,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DEAN FOODS CO NEW Common Stock 242370104 341,388.00 17,400.00 17,400.00 - ALL 17,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DELL INC Common Stock 24702R101 555,752.00 25,400.00 25,400.00 - ALL 25,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DISCOVER FINL SVCS Common Stock 254709108 154,747.50 11,750.00 11,750.00 - ALL 11,750.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DITECH NETWORKS INC Common Stock 25500T108 15,480.00 7,200.00 7,200.00 - ALL 7,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DOMINION RES INC VA Common Stock 25746U109 949,800.00 20,000.00 20,000.00 - ALL 20,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DONNELLEY R R & SONS Common Stock 257867101 190,016.00 6,400.00 6,400.00 - ALL 6,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DOW CHEM CO Common Stock 260543103 356,082.00 10,200.00 10,200.00 - ALL 10,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DU PONT E I DE NEMOU Common Stock 263534109 390,299.00 9,100.00 9,100.00 - ALL 9,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ DU PONT E I DE N PFD Preferred Stock 263534307 40,050.00 500.00 500.00 - ALL 500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ E M C CORP MASS Common Stock 268648102 356,967.00 24,300.00 24,300.00 - ALL 24,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ENSCO INTL INC Common Stock 26874Q100 258,368.00 3,200.00 3,200.00 - ALL 3,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ EOG RES INC Common Stock 26875P101 446,080.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ E-TRADE FINL GRP Common Stock 269246104 121,518.00 38,700.00 38,700.00 - ALL 38,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ EASTMAN CHEM CO Common Stock 277432100 185,922.00 2,700.00 2,700.00 - ALL 2,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ EBAY INC Common Stock 278642103 1,279,044.00 46,800.00 46,800.00 - ALL 46,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ECOLAB INC Common Stock 278865100 640,551.00 14,900.00 14,900.00 - ALL 14,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ELECTRONIC ARTS Common Stock 285512109 804,183.00 18,100.00 18,100.00 - ALL 18,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ENTERGY CORP NEW Common Stock 29364G103 867,456.00 7,200.00 7,200.00 - ALL 7,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ENTERGY CORP NEW Convertible Preferred 29364G202 1,837,139.50 25,985.00 25,985.00 - ALL 25,985.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ EXELON CORP Common Stock 30161N101 962,572.00 10,700.00 10,700.00 - ALL 10,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ EXXON MOBIL CORP Common Stock 30231G102 17,626.00 200.00 200.00 - ALL 200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FAMILY DLR STORES IN Common Stock 307000109 849,444.00 42,600.00 42,600.00 - ALL 42,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FREDDIE MAC Common Stock 313400301 1,287,400.00 78,500.00 78,500.00 - ALL 78,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERAL HOME LN MTG Preferred Stock 313400830 24,050.00 650.00 650.00 - ALL 650.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERAL HOME LN MTG Preferred Stock 313400863 21,553.00 700.00 700.00 - ALL 700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FANNIE MAE Common Stock 313586109 2,200,728.00 112,800.00 112,800.00 - ALL 112,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERAL NATL MTG ASS Convertible Preferred 313586810 191,400.00 3.00 3.00 - ALL 3.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERAL NATL MTG ASS Unit 313586844 22,225.00 700.00 700.00 - ALL 700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERAL NATL MTG ASS Unit 313586877 22,477.50 675.00 675.00 - ALL 675.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERAL NATL MTG ASS Preferred Stock 313586885 23,692.50 675.00 675.00 - ALL 675.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FEDERATED INVS INC P Common Stock 314211103 172,100.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FIFTH THIRD BANCORP Common Stock 316773100 588,760.30 57,835.00 57,835.00 - ALL 57,835.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FIRST HORIZON NATL C Common Stock 320517105 212,015.05 28,535.00 28,535.00 - ALL 28,535.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FISERV INC Common Stock 337738108 431,015.00 9,500.00 9,500.00 - ALL 9,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FORD MTR CO DEL Common Stock 345370860 930,735.00 193,500.00 193,500.00 - ALL 193,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FORTUNE BRANDS INC Common Stock 349631101 686,510.00 11,000.00 11,000.00 - ALL 11,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ FRANKLIN RES INC Common Stock 354613101 238,290.00 2,600.00 2,600.00 - ALL 2,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GANNETT INC Common Stock 364730101 147,356.00 6,800.00 6,800.00 - ALL 6,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GAP INC Common Stock 364760108 1,349,186.45 80,935.00 80,935.00 - ALL 80,935.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GENERAL DYNAMICS COR Common Stock 369550108 1,060,920.00 12,600.00 12,600.00 - ALL 12,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GENERAL ELEC CO Common Stock 369604103 8,007.00 300.00 300.00 - ALL 300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GENERAL MTRS CORP Common Stock 370442105 669,300.00 58,200.00 58,200.00 - ALL 58,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GENUINE PARTS CO Common Stock 372460105 880,896.00 22,200.00 22,200.00 - ALL 22,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GENWORTH FINL INC Common Stock 37247D106 165,633.00 9,300.00 9,300.00 - ALL 9,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GENZYME CORP Common Stock 372917104 1,008,280.00 14,000.00 14,000.00 - ALL 14,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GEORGIA PWR CO Preferred Stock 373334523 31,998.75 1,325.00 1,325.00 - ALL 1,325.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GILEAD SCIENCES INC Common Stock 375558103 1,895,610.00 35,800.00 35,800.00 - ALL 35,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GOLDMAN SACHS GROUP Common Stock 38141G104 7,975,440.00 45,600.00 45,600.00 - ALL 45,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GOLDMAN SACHS GROUP Preferred Stock 38143Y665 26,820.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GOLDMAN SACHS GROUP Preferred Stock 38144X500 32,220.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GOODYEAR TIRE & RUBR Common Stock 382550101 130,159.00 7,300.00 7,300.00 - ALL 7,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ GOOGLE INC Common Stock 38259P508 947,556.00 1,800.00 1,800.00 - ALL 1,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HRPT PROPERTIES Convertible Preferred 40426W507 968,760.00 56,160.00 56,160.00 - ALL 56,160.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HSBC USA INC NEW Preferred Stock 40428H805 20,004.00 1,200.00 1,200.00 - ALL 1,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HSBC USA INC NEW Preferred Stock 40428H862 28,770.00 1,400.00 1,400.00 - ALL 1,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HARMAN INTL INDS INC Common Stock 413086109 277,313.00 6,700.00 6,700.00 - ALL 6,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HARMONIC LIGHTWAVES Common Stock 413160102 62,766.00 6,600.00 6,600.00 - ALL 6,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HARTFORD FINL SVCS G Common Stock 416515104 264,737.00 4,100.00 4,100.00 - ALL 4,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HASBRO BRADLEY INC Common Stock 418056107 464,360.00 13,000.00 13,000.00 - ALL 13,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HERCULES INC Common Stock 427056106 143,905.00 8,500.00 8,500.00 - ALL 8,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HERSHEY FOODS CORP Common Stock 427866108 409,750.00 12,500.00 12,500.00 - ALL 12,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HOME DEPOT INC Common Stock 437076102 5,153,219.70 220,035.00 220,035.00 - ALL 220,035.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HUDSON CITY BANCORP Common Stock 443683107 675,540.00 40,500.00 40,500.00 - ALL 40,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ HUNTINGTON BANCSHARE Common Stock 446150104 137,326.00 23,800.00 23,800.00 - ALL 23,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ IAC INTERACTIVECORP Common Stock 44919P300 25,064.00 1,300.00 1,300.00 - ALL 1,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ITT INDS INC IND Common Stock 450911102 601,635.00 9,500.00 9,500.00 - ALL 9,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTEL CORP Common Stock 458140100 8,864,796.00 412,700.00 412,700.00 - ALL 412,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTEGRYS ENERGY GROU Common Stock 45822P105 808,197.00 15,900.00 15,900.00 - ALL 15,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTERCONTINENTALEXCH Common Stock 45865V100 171,000.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTERNATIONAL FLAV&F Common Stock 459506101 148,428.00 3,800.00 3,800.00 - ALL 3,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTERNATIONAL GAME Common Stock 459902102 392,186.00 15,700.00 15,700.00 - ALL 15,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTERNATIONAL PAPER Common Stock 460146103 1,046,170.00 44,900.00 44,900.00 - ALL 44,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTERPUBLIC GROUP CO Common Stock 460690100 188,340.00 21,900.00 21,900.00 - ALL 21,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTERSTATE PWR & LT Preferred Stock 461070872 32,484.00 1,200.00 1,200.00 - ALL 1,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ INTUIT Common Stock 461202103 410,793.00 14,900.00 14,900.00 - ALL 14,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares MSCI Austria Investment Fund 464286202 4,157,691.93 119,371.00 119,371.00 - ALL 119,371.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares MSCI Singapore Investment Fund 464286673 4,250,362.95 342,495.00 342,495.00 - ALL 342,495.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares MSCI Switzerld Investment Fund 464286749 4,135,653.60 173,840.00 173,840.00 - ALL 173,840.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares MSCI Spain Investment Fund 464286764 4,068,471.00 75,175.00 75,175.00 - ALL 75,175.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares MSCI Netherland Investment Fund 464286814 3,866,263.26 155,334.00 155,334.00 - ALL 155,334.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares MSCI Japan Investment Fund 464286848 4,182,188.60 335,380.00 335,380.00 - ALL 335,380.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares Lehman TIPS Investment Fund 464287176 1,639,859.25 15,205.00 15,205.00 - ALL 15,205.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares GS$ InvesTop Investment Fund 464287242 6,181,344.00 60,960.00 60,960.00 - ALL 60,960.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares Lehman 20+ Tr Investment Fund 464287432 20,314.80 220.00 220.00 - ALL 220.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares Lehman 7-10 Tr Investment Fund 464287440 513,832.00 5,839.00 5,839.00 - ALL 5,839.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ iShares Lehman 1-3 Tr Investment Fund 464287457 2,433,235.95 29,355.00 29,355.00 - ALL 29,355.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JDS UNIPHASE CORP Common Stock 46612J507 31,808.00 2,800.00 2,800.00 - ALL 2,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ J P MORGAN CHASE & C Common Stock 46625H100 3,071,561.20 89,523.79 89,523.79 - ALL 89,523.79 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JABIL CIRCUIT INC Common Stock 466313103 549,735.00 33,500.00 33,500.00 - ALL 33,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JACOBS ENGR GROUP IN Common Stock 469814107 516,480.00 6,400.00 6,400.00 - ALL 6,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JANUS CAP GROUP INC Common Stock 47102X105 688,220.00 26,000.00 26,000.00 - ALL 26,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JOHNSON & JOHNSON Common Stock 478160104 2,721,582.00 42,300.00 42,300.00 - ALL 42,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JOHNSON CTLS INC Common Stock 478366107 633,828.00 22,100.00 22,100.00 - ALL 22,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ JONES APPAREL GROUP Common Stock 480074103 154,481.25 11,235.00 11,235.00 - ALL 11,235.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ KLA-TENCOR CORP Common Stock 482480100 803,411.85 19,735.00 19,735.00 - ALL 19,735.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ KELLOGG CO Common Stock 487836108 557,032.00 11,600.00 11,600.00 - ALL 11,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ KEYCORP Common Stock 493267108 139,446.00 12,700.00 12,700.00 - ALL 12,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LABRANCHE & CO INC Common Stock 505447102 36,108.00 5,100.00 5,100.00 - ALL 5,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LATTICE SEMICONDUCTO Common Stock 518415104 23,788.00 7,600.00 7,600.00 - ALL 7,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEGGETT & PLATT INC Common Stock 524660107 370,617.00 22,100.00 22,100.00 - ALL 22,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEGG MASON INC Common Stock 524901105 152,495.00 3,500.00 3,500.00 - ALL 3,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEGG MASON INC Convertible Preferred 524901303 1,007,698.80 23,970.00 23,970.00 - ALL 23,970.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEHMAN BROS HLDGS IN Common Stock 524908100 142,632.00 7,200.00 7,200.00 - ALL 7,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEHMAN BROS HLDGS IN Unit 524908720 38,879.75 2,275.00 2,275.00 - ALL 2,275.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEHMAN BROS HLDG PFD Unit 524908886 19,545.50 650.00 650.00 - ALL 650.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEUCADIA NATL CO Common Stock 527288104 187,760.00 4,000.00 4,000.00 - ALL 4,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LEXMARK INTL INC. Common Stock 529771107 334,300.00 10,000.00 10,000.00 - ALL 10,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LINEAR TECHNOLOGY CO Common Stock 535678106 850,077.00 26,100.00 26,100.00 - ALL 26,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LIZ CLAIBORNE Common Stock 539320101 444,310.00 31,400.00 31,400.00 - ALL 31,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LOEWS CORP Common Stock 540424108 304,850.00 6,500.00 6,500.00 - ALL 6,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ LOWES COS INC Common Stock 548661107 3,555,201.25 171,335.00 171,335.00 - ALL 171,335.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ M & T BK CORP Common Stock 55261F104 373,862.00 5,300.00 5,300.00 - ALL 5,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MGIC INVT CORP WIS Common Stock 552848103 140,743.85 23,035.00 23,035.00 - ALL 23,035.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MANHATTAN ASSOCS INC Common Stock 562750109 37,968.00 1,600.00 1,600.00 - ALL 1,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MARATHON OIL CORP Common Stock 565849106 477,204.00 9,200.00 9,200.00 - ALL 9,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MARSH & MCLENNAN COS Common Stock 571748102 1,516,005.00 57,100.00 57,100.00 - ALL 57,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MARSHALL & ILSLEY CO Common Stock 571837103 298,935.00 19,500.00 19,500.00 - ALL 19,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MARRIOTT INTL INC NE Common Stock 571903202 167,936.00 6,400.00 6,400.00 - ALL 6,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MASCO CORP Common Stock 574599106 368,082.00 23,400.00 23,400.00 - ALL 23,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MAXIM INTEGRATED PRO Common Stock 57772K101 698,690.25 33,035.00 33,035.00 - ALL 33,035.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MCCORMICK & CO INC Common Stock 579780206 388,694.00 10,900.00 10,900.00 - ALL 10,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MCGRAW HILL INC Common Stock 580645109 248,744.00 6,200.00 6,200.00 - ALL 6,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MCKESSON HBOC INC Common Stock 58155Q103 682,102.00 12,200.00 12,200.00 - ALL 12,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MEDTRONIC INC Common Stock 585055106 1,609,425.00 31,100.00 31,100.00 - ALL 31,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MEREDITH CORP Common Stock 589433101 381,915.00 13,500.00 13,500.00 - ALL 13,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MERRILL LYNCH & CO Common Stock 590188108 837,144.00 26,400.00 26,400.00 - ALL 26,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MERRILL LYNCH & CO I Preferred Stock 59021V839 33,720.00 2,000.00 2,000.00 - ALL 2,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ METLIFE INC Preferred Stock 59156R504 22,140.00 1,200.00 1,200.00 - ALL 1,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ METLIFE INC Preferred Stock 59156R603 32,100.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ METLIFE INC COM EQ UT6.375 Convertible Preferred 59156R702 1,297,526.05 49,505.00 49,505.00 - ALL 49,505.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MICROSOFT CORP Common Stock 594918104 10,208,961.00 371,100.00 371,100.00 - ALL 371,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MISSISSIPPI POWER CO Preferred Stock 605417773 41,670.00 1,800.00 1,800.00 - ALL 1,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MOLEX INC Common Stock 608554101 357,240.35 14,635.00 14,635.00 - ALL 14,635.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MONSTER WORLDWIDE IN Common Stock 611742107 150,453.00 7,300.00 7,300.00 - ALL 7,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MOODYS CORP Common Stock 615369105 444,276.00 12,900.00 12,900.00 - ALL 12,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MORGAN STANLEY Common Stock 617446448 4,303,151.00 119,300.00 119,300.00 - ALL 119,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MORGAN STANLEY Preferred Stock 61747S504 38,500.00 2,200.00 2,200.00 - ALL 2,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MOTOROLA INC Common Stock 620076109 1,748,388.00 238,200.00 238,200.00 - ALL 238,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ MYLAN LABS INC Common Stock 628530107 380,205.00 31,500.00 31,500.00 - ALL 31,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NYSE EURONEXT Common Stock 629491101 207,706.00 4,100.00 4,100.00 - ALL 4,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NETAPP INC Common Stock 64110D104 205,770.00 9,500.00 9,500.00 - ALL 9,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NEW YORK TIMES CO Common Stock 650111107 362,203.65 23,535.00 23,535.00 - ALL 23,535.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NEWELL FINL TR I Convertible Preferred 651195307 1,431,976.00 31,472.00 31,472.00 - ALL 31,472.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NEWELL RUBBERMAID IN Common Stock 651229106 141,036.00 8,400.00 8,400.00 - ALL 8,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NIKE INC Common Stock 654106103 292,089.00 4,900.00 4,900.00 - ALL 4,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NISOURCE INC Common Stock 65473P105 505,344.00 28,200.00 28,200.00 - ALL 28,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NORTHERN TR CORP Common Stock 665859104 253,709.00 3,700.00 3,700.00 - ALL 3,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NOVELL INC Common Stock 670006105 159,619.00 27,100.00 27,100.00 - ALL 27,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ OMNICOM GROUP Common Stock 681919106 246,840.00 5,500.00 5,500.00 - ALL 5,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ORACLE SYSTEMS CORP Common Stock 68389X105 718,200.00 34,200.00 34,200.00 - ALL 34,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PC-TEL INC Common Stock 69325Q105 54,663.00 5,700.00 5,700.00 - ALL 5,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PNC FINANCIAL CORP Common Stock 693475105 416,830.00 7,300.00 7,300.00 - ALL 7,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PPG INDS INC Common Stock 693506107 195,058.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PPL CORP Common Stock 69351T106 773,596.00 14,800.00 14,800.00 - ALL 14,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PACTIV CORP Common Stock 695257105 314,204.00 14,800.00 14,800.00 - ALL 14,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PALL CORP Common Stock 696429307 932,480.00 23,500.00 23,500.00 - ALL 23,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PAYCHEX INC Common Stock 704326107 491,096.00 15,700.00 15,700.00 - ALL 15,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PEABODY ENERGY CORP Common Stock 704549104 387,420.00 4,400.00 4,400.00 - ALL 4,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PERKINELMER INC Common Stock 714046109 342,555.00 12,300.00 12,300.00 - ALL 12,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PHOTON DYNAMICS INC Common Stock 719364101 64,844.00 4,300.00 4,300.00 - ALL 4,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PINNACLE WEST CAP CO Common Stock 723484101 332,316.00 10,800.00 10,800.00 - ALL 10,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PITNEY BOWES INC Common Stock 724479100 456,940.00 13,400.00 13,400.00 - ALL 13,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PLANAR SYS INC Common Stock 726900103 13,000.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PRAXAIR INC Common Stock 74005P104 367,536.00 3,900.00 3,900.00 - ALL 3,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ T.ROWE PRICE GROUP I Common Stock 74144T108 643,758.00 11,400.00 11,400.00 - ALL 11,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PRINCIPAL FINANCIAL Preferred Stock 74251V300 50,505.00 2,100.00 2,100.00 - ALL 2,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PROCTER & GAMBLE CO Common Stock 742718109 2,602,668.00 42,800.00 42,800.00 - ALL 42,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PROGRESS ENERGY INC Common Stock 743263105 547,973.00 13,100.00 13,100.00 - ALL 13,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ PROGRESSIVE CORP OHI Common Stock 743315103 604,656.00 32,300.00 32,300.00 - ALL 32,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ QLOGIC CORP Common Stock 747277101 153,195.00 10,500.00 10,500.00 - ALL 10,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ QUALCOMM INC Common Stock 747525103 7,609,455.00 171,500.00 171,500.00 - ALL 171,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ RADIOSHACK CORP Common Stock 750438103 171,780.00 14,000.00 14,000.00 - ALL 14,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ RANGE RES CORP Common Stock 75281A109 209,728.00 3,200.00 3,200.00 - ALL 3,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ REGIONS FINL CORP Common Stock 7591EP100 192,016.00 17,600.00 17,600.00 - ALL 17,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ REWARDS NETWORK INC Common Stock 761557107 35,757.00 8,700.00 8,700.00 - ALL 8,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ROBERT HALF INTL INC Common Stock 770323103 172,584.00 7,200.00 7,200.00 - ALL 7,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ROHM & HAAS CO Common Stock 775371107 157,896.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ROWAN COS INC Common Stock 779382100 191,675.00 4,100.00 4,100.00 - ALL 4,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SLM CORP Common Stock 78442P106 772,065.00 39,900.00 39,900.00 - ALL 39,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SLM CORP Preferred Stock 78442P205 25,918.75 725.00 725.00 - ALL 725.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SPDR S&P 500 Unit 78462F103 34,286,609.88 267,906.00 267,906.00 - ALL 267,906.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SAFECO CORP Common Stock 786429100 342,516.00 5,100.00 5,100.00 - ALL 5,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SANDISK CORP Common Stock 80004C101 258,060.00 13,800.00 13,800.00 - ALL 13,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SARA LEE CORP Common Stock 803111103 926,528.75 75,635.00 75,635.00 - ALL 75,635.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SCHERING PLOUGH CORP Convertible Preferred 806605705 1,431,920.27 7,477.00 7,477.00 - ALL 7,477.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SCHWAB CHARLES CP NE Common Stock 808513105 3,152,890.00 153,500.00 153,500.00 - ALL 153,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SCRIPPS (Ew) Co Common Stock 811054204 357,244.00 8,600.00 8,600.00 - ALL 8,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SHERWIN WILLIAMS CO Common Stock 824348106 156,162.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SIGMA ALDRICH CORP Common Stock 826552101 608,618.00 11,300.00 11,300.00 - ALL 11,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SIMON PPTY GROUP INC Convertible Preferred 828806802 1,347,447.70 18,565.00 18,565.00 - ALL 18,565.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SOUTHERN CALIF EDISO Preferred Stock 842400202 28,880.00 1,600.00 1,600.00 - ALL 1,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SOUTHERN CO Common Stock 842587107 883,476.00 25,300.00 25,300.00 - ALL 25,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SOUTHWEST AIRLS CO Common Stock 844741108 1,267,488.00 97,200.00 97,200.00 - ALL 97,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SOVEREIGN BANCORP IN Common Stock 845905108 413,889.60 56,235.00 56,235.00 - ALL 56,235.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SPRINT NEXTEL CORP Common Stock 852061100 398,050.00 41,900.00 41,900.00 - ALL 41,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ STANLEY WKS Preferred Stock 854616208 1,142,506.10 1,379.00 1,379.00 - ALL 1,379.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ STAPLES INC Common Stock 855030102 695,875.00 29,300.00 29,300.00 - ALL 29,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ STARWOOD HOTELS&RESO Common Stock 85590A401 172,301.00 4,300.00 4,300.00 - ALL 4,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ STATE STR CORP Common Stock 857477103 1,139,022.00 17,800.00 17,800.00 - ALL 17,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ STRYKER CORP Common Stock 863667101 377,280.00 6,000.00 6,000.00 - ALL 6,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SUNTRUST BKS INC Common Stock 867914103 286,138.00 7,900.00 7,900.00 - ALL 7,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SUNTRUST BKS INC Preferred Stock 867914509 13,200.00 800.00 800.00 - ALL 800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SUPERVALU INC Common Stock 868536103 463,350.00 15,000.00 15,000.00 - ALL 15,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SYMANTEC CORP Common Stock 871503108 561,150.00 29,000.00 29,000.00 - ALL 29,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SYNOPSYS INC Common Stock 871607107 43,038.00 1,800.00 1,800.00 - ALL 1,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ SYSCO CORP Common Stock 871829107 665,742.00 24,200.00 24,200.00 - ALL 24,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ TECO ENERGY INC Common Stock 872375100 462,787.15 21,535.00 21,535.00 - ALL 21,535.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ TJX COS INC NEW Common Stock 872540109 616,812.00 19,600.00 19,600.00 - ALL 19,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ TARGET CORP Common Stock 87612E106 390,516.00 8,400.00 8,400.00 - ALL 8,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ 3COM CORP Common Stock 885535104 26,500.00 12,500.00 12,500.00 - ALL 12,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ TOLLGRADE COMMUNICAT Common Stock 889542106 23,348.00 5,200.00 5,200.00 - ALL 5,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ TORCHMARK CORP Common Stock 891027104 404,685.00 6,900.00 6,900.00 - ALL 6,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ UST INC Common Stock 902911106 513,334.00 9,400.00 9,400.00 - ALL 9,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ US BANCORP DEL Convertible Preferred 902973155 28,624.00 1,600.00 1,600.00 - ALL 1,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ US BANCORP DEL Common Stock 902973304 1,335,931.00 47,900.00 47,900.00 - ALL 47,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ UNION PAC CORP Common Stock 907818108 1,223,100.00 16,200.00 16,200.00 - ALL 16,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ UNISYS CORP Common Stock 909214108 142,200.00 36,000.00 36,000.00 - ALL 36,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ UNITED PARCEL SERVIC Common Stock 911312106 1,684,278.00 27,400.00 27,400.00 - ALL 27,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ UTSTARCOM INC Common Stock 918076100 30,085.00 5,500.00 5,500.00 - ALL 5,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ VALE CAP LTD Convertible Preferred 91912C208 1,543,434.75 22,815.00 22,815.00 - ALL 22,815.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ VERISIGN INC Common Stock 92343E102 219,240.00 5,800.00 5,800.00 - ALL 5,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WACHOVIA CORP 2ND NE Common Stock 929903102 916,270.00 59,000.00 59,000.00 - ALL 59,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WAL MART STORES INC Common Stock 931142103 1,050,940.00 18,700.00 18,700.00 - ALL 18,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WASHINGTON MUT INC Common Stock 939322103 93,670.00 19,000.00 19,000.00 - ALL 19,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WASHINGTON MUT INC Preferred Stock 939322830 8,720.00 800.00 800.00 - ALL 800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WASHINGTON POST CO Common Stock 939640108 586,900.00 1,000.00 1,000.00 - ALL 1,000.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WASTE MGMT INC DEL Common Stock 94106L109 746,658.00 19,800.00 19,800.00 - ALL 19,800.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WATSON PHARMACEUTICA Common Stock 942683103 203,775.00 7,500.00 7,500.00 - ALL 7,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WELLS FARGO & CO NEW Common Stock 949746101 1,168,500.00 49,200.00 49,200.00 - ALL 49,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WESTWOOD ONE INC Common Stock 961815107 8,804.00 7,100.00 7,100.00 - ALL 7,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WINDSTREAM CORP Common Stock 97381W104 180,164.00 14,600.00 14,600.00 - ALL 14,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WRIGLEY WM JR CO Common Stock 982526105 770,022.00 9,900.00 9,900.00 - ALL 9,900.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ WYNDHAM WORLDWIDE CO Common Stock 98310W108 155,817.00 8,700.00 8,700.00 - ALL 8,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ XTO ENERGY CORP Common Stock 98385X106 452,166.00 6,600.00 6,600.00 - ALL 6,600.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ XILINX INC Common Stock 983919101 773,533.75 30,635.00 30,635.00 - ALL 30,635.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ XEROX CORP Common Stock 984121103 231,876.00 17,100.00 17,100.00 - ALL 17,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ YAHOO INC Common Stock 984332106 297,504.00 14,400.00 14,400.00 - ALL 14,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ZIMMER HLDGS INC Common Stock 98956P102 639,670.00 9,400.00 9,400.00 - ALL 9,400.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ZIONS BANCORP Common Stock 989701107 289,708.00 9,200.00 9,200.00 - ALL 9,200.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ ACE LTD Common Stock - Foreign G0070K103 699,643.00 12,700.00 12,700.00 - ALL 12,700.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ IPC HLDGS LTD Convertible Preferred G4933P119 187,112.50 7,500.00 7,500.00 - ALL 7,500.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ NABORS INDUSTRIES LT Common Stock G6359F103 300,303.00 6,100.00 6,100.00 - ALL 6,100.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ XL CAP LTD Common Stock - Foreign G98255105 170,648.00 8,300.00 8,300.00 - ALL 8,300.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------ XL CAP LTD Common Stock - Foreign G98255121 368,823.75 41,675.00 41,675.00 - ALL 41,675.00 0 0 - -------------------------------------------------------------------------------------------------------- ------------ - -------------------------------------------------------------------------------------------------------- ------------
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