-----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, WsPJfXAMiG3pWvcElZFY1YCo2gDhvnAogmFEfRGYU+xOOUTd4JZm9FhKYaHJXyzM Ms8WvHpXXPe1EfY5Ghyx1g== 0000909012-08-000413.txt : 20080304 0000909012-08-000413.hdr.sgml : 20080304 20080304085320 ACCESSION NUMBER: 0000909012-08-000413 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080304 DATE AS OF CHANGE: 20080304 EFFECTIVENESS DATE: 20080304 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: 08661918 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 t304179.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: December 31, 2007 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 02/27/08 - ------------------------------ ------------------- --------------- 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: $421787305 List of Other Included Managers: NONE
13F HOLDINGS REPORT INVESTMENT As of Date: 12/31/07 ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ A D C TELECOMMUNICATIONS Common Stock 000886309 99,520 6,400 6,400 0 ALL 6,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ABBOTT LABS Common Stock 002824100 909,630 16,200 16,200 0 ALL 16,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ABERCROMBIE & FITCH Common Stock 002896207 87,967 1,100 1,100 0 ALL 1,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ACTEL CORP Common Stock 004934105 36,882 2,700 2,700 0 ALL 2,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ADOBE SYS INC Common Stock 00724F101 4,050,804 94,800 94,800 0 ALL 94,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ADVANCED MICRO DEVIC Common Stock 007903107 200,250 26,700 26,700 0 ALL 26,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AFFILIATED COMPUTER Common Stock 008190100 225,500 5,000 5,000 0 ALL 5,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ALABAMA PWR CO NON CUM PFD Preferred Stock 010392488 23,500 1,000 1,000 0 ALL 1,000 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ALABAMA PWR CO Preferred Stock 010392561 32,705 1,550 1,550 0 ALL 1,550 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ALABAMA PWR CO Preferred Stock 010392611 17,720 800 800 0 ALL 800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ALLERGAN INC Common Stock 018490102 205,568 3,200 3,200 0 ALL 3,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ALTERA CORP Common Stock 021441100 340,032 17,600 17,600 0 ALL 17,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ALTRIA GROUP INC Common Stock 02209S103 1,670,318 22,100 22,100 0 ALL 22,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AMAZON COM INC Common Stock 023135106 1,482,240 16,000 16,000 0 ALL 16,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN CAPITAL STR Common Stock 024937104 65,920 2,000 2,000 0 ALL 2,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN EXPRESS CO Common Stock 025816109 7,007,094 134,700 134,700 0 ALL 134,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN INTL GROUP Common Stock 026874107 8,266,940 141,800 141,800 0 ALL 141,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AMERIPRISE FINL INC Common Stock 03076C106 2,138,268 38,800 38,800 0 ALL 38,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ANALOG DEVICES INC Common Stock 032654105 1,595,620 50,335 50,335 0 ALL 50,335 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ANHEUSER BUSCH COS Common Stock 035229103 4,092,988 78,200 78,200 0 ALL 78,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ APPLIED MATERIALS IN Common Stock 038222105 3,715,392 209,200 209,200 0 ALL 209,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ARCHER DANIELS MIDLA Common Stock 039483102 315,724 6,800 6,800 0 ALL 6,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AUDIOVOX CORP Common Stock 050757103 44,640 3,600 3,600 0 ALL 3,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AUTODESK INC Common Stock 052769106 1,880,928 37,800 37,800 0 ALL 37,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AVERY DENNISON CORP HIMEDS UN Convertible Preferred 053611307 868,027 16,680 16,680 0 ALL 16,680 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ AVON PRODS INC Common Stock 054303102 2,636,651 66,700 66,700 0 ALL 66,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BMC SOFTWARE INC Common Stock 055921100 449,064 12,600 12,600 0 ALL 12,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BANK AMER CORP Common Stock 060505104 1,629,770 39,500 39,500 0 ALL 39,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BANK OF AMERICA CORPORATION D Preferred Stock 060505724 51,300 2,000 2,000 0 ALL 2,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BANK OF AMERICA CORP Preferred Stock 060505831 32,550 1,500 1,500 0 ALL 1,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BANK OF NEW YORK MELLON Common Stock 064058100 581,463 11,925 11,925 0 ALL 11,925 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BARD C R INC Common Stock 067383109 104,280 1,100 1,100 0 ALL 1,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BARR PHARMACEUTICALS IN Common Stock 068306109 69,030 1,300 1,300 0 ALL 1,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BAXTER INTL INC Common Stock 071813109 388,935 6,700 6,700 0 ALL 6,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BEAR STEARNS COS INC Common Stock 073902108 105,900 1,200 1,200 0 ALL 1,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BEAR STEARNS COS PFD Preferred Stock 073902868 29,535 825 825 0 ALL 825 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BEAR STEARNS COS PFD Preferred Stock 073902876 36,300 1,000 1,000 0 ALL 1,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BECTON DICKINSON Common Stock 075887109 217,308 2,600 2,600 0 ALL 2,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BIG LOTS INC Common Stock 089302103 17,589 1,100 1,100 0 ALL 1,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BLACK BOX CORP DEL Common Stock 091826107 39,787 1,100 1,100 0 ALL 1,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BOSTON SCIENTIFIC CO Common Stock 101137107 817,589 70,300 70,300 0 ALL 70,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ BRISTOL MYERS SQUIBB Common Stock 110122108 546,312 20,600 20,600 0 ALL 20,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CBS CORP Common Stock 124857202 3,027,475 111,100 111,100 0 ALL 111,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ C COR ELECTRS INC Common Stock 125010108 48,400 4,400 4,400 0 ALL 4,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CIT GROUP INC Common Stock 125581108 48,060 2,000 2,000 0 ALL 2,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CIT GROUP INC Preferred Stock 125581207 45,175 2,500 2,500 0 ALL 2,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CIT Group Inc. 7.75% Convertible Preferred 125581405 1,038,620 55,070 55,070 0 ALL 55,070 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CME GROUP INC Common Stock 12572Q105 480,200 700 700 0 ALL 700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CVS CORP Common Stock 126650100 616,125 15,500 15,500 0 ALL 15,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CA INC Common Stock 12673P105 1,665,038 66,735 66,735 0 ALL 66,735 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CAPITAL ONE FINL COR Common Stock 14040H105 3,171,146 67,100 67,100 0 ALL 67,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CARNIVAL CORP Common Stock 143658300 2,985,279 67,100 67,100 0 ALL 67,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CIENA CORP Common Stock 171779309 231,948 6,800 6,800 0 ALL 6,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CISCO SYS INC Common Stock 17275R102 5,638,681 208,300 208,300 0 ALL 208,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CITIGROUP INC Common Stock 172967101 1,251,200 42,500 42,500 0 ALL 42,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CITIGROUP FDG INC Convertible Preferred 17308C858 927,819 37,655 37,655 0 ALL 37,655 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CITRIX SYS INC Common Stock 177376100 72,219 1,900 1,900 0 ALL 1,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CLEAR CHANNEL COMMUN Common Stock 184502102 2,599,356 75,300 75,300 0 ALL 75,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CLOROX CO Common Stock 189054109 97,755 1,500 1,500 0 ALL 1,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COCA COLA CO Common Stock 191216100 17,514,998 285,400 285,400 0 ALL 285,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COCA COLA ENTERPRISE Common Stock 191219104 1,106,275 42,500 42,500 0 ALL 42,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COGNIZANT TECHNOLOGY Common Stock 192446102 108,608 3,200 3,200 0 ALL 3,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COLGATE PALMOLIVE CO Common Stock 194162103 420,984 5,400 5,400 0 ALL 5,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COMCAST CORP NEW Common Stock 20030N101 2,698,828 147,800 147,800 0 ALL 147,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COMERICA INC Common Stock 200340107 1,037,538 23,835 23,835 0 ALL 23,835 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COMMSCOPE INC Common Stock 203372107 7,431 151 151 0 ALL 151 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COMPUWARE CORP Common Stock 205638109 174,048 19,600 19,600 0 ALL 19,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ CONSOLIDATED EDISON Common Stock 209115104 1,362,915 27,900 27,900 0 ALL 27,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COUNTRYWIDE FIN CORP Common Stock 222372104 54,534 6,100 6,100 0 ALL 6,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DTE ENERGY CO Common Stock 233331107 1,178,128 26,800 26,800 0 ALL 26,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DARDEN RESTAURANTS I Common Stock 237194105 41,565 1,500 1,500 0 ALL 1,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DELL INC Common Stock 24702R101 2,659,335 108,500 108,500 0 ALL 108,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DISCOVER FINL SVCS Common Stock 254709108 462,956 30,700 30,700 0 ALL 30,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DITECH NETWORKS INC Common Stock 25500T108 24,984 7,200 7,200 0 ALL 7,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DU PONT E I DE N PFD Preferred Stock 263534307 37,625 500 500 0 ALL 500 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ DYNEGY INC DEL Common Stock 26817G102 139,230 19,500 19,500 0 ALL 19,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ E M C CORP MASS Common Stock 268648102 1,864,118 100,600 100,600 0 ALL 100,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ E-TRADE FINL GRP Common Stock 269246104 15,620 4,400 4,400 0 ALL 4,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ EBAY INC Common Stock 278642103 1,812,174 54,600 54,600 0 ALL 54,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ECOLAB INC Common Stock 278865100 92,178 1,800 1,800 0 ALL 1,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ELECTRONIC ARTS Common Stock 285512109 186,912 3,200 3,200 0 ALL 3,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ENTERGY CORP NEW Convertible Preferred 29364G202 1,720,565 23,980 23,980 0 ALL 23,980 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ EXPEDIA INC DEL Common Stock 30212P105 129,642 4,100 4,100 0 ALL 4,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ EXXON MOBIL CORP Common Stock 30231G102 18,738 200 200 0 ALL 200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FAMILY DLR STORES IN Common Stock 307000109 473,058 24,600 24,600 0 ALL 24,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FREDDIE MAC Common Stock 313400301 3,682,967 108,100 108,100 0 ALL 108,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL HOME LN MTG Preferred Stock 313400830 26,098 650 650 0 ALL 650 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL HOME LN MTG CORP PFD Preferred Stock 313400863 24,080 700 700 0 ALL 700 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FANNIE MAE Common Stock 313586109 6,328,834 158,300 158,300 0 ALL 158,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL NATL MTG ASS Convertible Preferred 313586810 250,124 3 3 0 ALL 3 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL NATL MTG ASS Preferred Stock 313586844 25,200 700 700 0 ALL 700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL NATL MTG ASS Preferred Stock 313586877 24,638 675 675 0 ALL 675 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERAL NATL MTG ASS Preferred Stock 313586885 26,366 675 675 0 ALL 675 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FEDERATED INVS INC P Common Stock 314211103 37,044 900 900 0 ALL 900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FIFTH THIRD BANCORP Common Stock 316773100 2,144,469 85,335 85,335 0 ALL 85,335 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FIRST HORIZON NATL C Common Stock 320517105 349,115 19,235 19,235 0 ALL 19,235 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FORD MTR CO DEL Common Stock 345370860 1,911,320 284,000 284,000 0 ALL 284,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FOREST LABS INC Common Stock 345838106 120,285 3,300 3,300 0 ALL 3,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FORTUNE BRANDS INC Common Stock 349631101 115,776 1,600 1,600 0 ALL 1,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ FRANKLIN RES INC Common Stock 354613101 194,531 1,700 1,700 0 ALL 1,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GANNETT INC Common Stock 364730101 97,500 2,500 2,500 0 ALL 2,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GAP INC Common Stock 364760108 1,807,417 84,935 84,935 0 ALL 84,935 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GENERAL ELEC CO Common Stock 369604103 11,121 300 300 0 ALL 300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GENERAL MLS INC Common Stock 370334104 5,244 92 92 0 ALL 92 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GENERAL MTRS CORP Common Stock 370442105 2,125,606 85,400 85,400 0 ALL 85,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GENUINE PARTS CO Common Stock 372460105 1,231,580 26,600 26,600 0 ALL 26,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GEORGIA PWR CO Preferred Stock 373334523 31,456 1,325 1,325 0 ALL 1,325 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GOLDMAN SACHS GROUP Common Stock 38141G104 14,257,815 66,300 66,300 0 ALL 66,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GOLDMAN SACHS GROUP Preferred Stock 38143Y665 31,710 1,500 1,500 0 ALL 1,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ GOLDMAN SACHS GROUP Preferred Stock 38144X500 34,335 1,500 1,500 0 ALL 1,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HRPT PROPERTIES Convertible Preferred 40426W507 914,945 48,155 48,155 0 ALL 48,155 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HSBC USA INC NEW Preferred Stock 40428H805 24,000 1,200 1,200 0 ALL 1,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HSBC USA INC NEW Preferred Stock 40428H862 30,814 1,400 1,400 0 ALL 1,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HARMAN INTL INDS INC Common Stock 413086109 766,584 10,400 10,400 0 ALL 10,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HARMONIC LIGHTWAVES Common Stock 413160102 69,168 6,600 6,600 0 ALL 6,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HOME DEPOT INC Common Stock 437076102 8,575,945 318,335 318,335 0 ALL 318,335 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HOSPIRA INC Common Stock 441060100 68,224 1,600 1,600 0 ALL 1,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ HUDSON CITY BANCORP Common Stock 443683107 84,112 5,600 5,600 0 ALL 5,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IAC INTERACTIVECORP Common Stock 44919P300 344,576 12,800 12,800 0 ALL 12,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTEL CORP Common Stock 458140100 18,110,138 679,300 679,300 0 ALL 679,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTEGRYS ENERGY GROU Common Stock 45822P105 403,182 7,800 7,800 0 ALL 7,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTERCONTINENTALEXCH Common Stock 45865V100 154,000 800 800 0 ALL 800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTL BUSINESS MCHN Common Stock 459200101 16,355,530 151,300 151,300 0 ALL 151,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL FLAV&F Common Stock 459506101 48,130 1,000 1,000 0 ALL 1,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL PAPER Common Stock 460146103 2,159,746 66,700 66,700 0 ALL 66,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTERPUBLIC GROUP CO Common Stock 460690100 224,647 27,700 27,700 0 ALL 27,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTERSTATE PWR & LT Preferred Stock 461070864 33,724 1,275 1,275 0 ALL 1,275 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTERSTATE PWR & LT Preferred Stock 461070872 35,940 1,200 1,200 0 ALL 1,200 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ INTUIT Common Stock 461202103 651,166 20,600 20,600 0 ALL 20,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI AUSTRIA Exchange Traded Fund 464286202 4,085,198 110,770 110,770 0 ALL 110,770 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI SINGAPORE Exchange Traded Fund 464286673 4,203,192 304,800 304,800 0 ALL 304,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI FRANCE Exchange Traded Fund 464286707 4,250,993 111,780 111,780 0 ALL 111,780 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI SPAIN Exchange Traded Fund 464286764 3,883,923 61,020 61,020 0 ALL 61,020 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI SAFRICA Exchange Traded Fund 464286780 3,835,643 29,480 29,480 0 ALL 29,480 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI GERMAN Exchange Traded Fund 464286806 4,322,617 21,970 121,970 0 ALL 121,970 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS MSCI NETHERLND Exchange Traded Fund 464286814 3,959,514 32,160 132,160 0 ALL 132,160 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES LEHMN TRES Exchange Traded Fund 464287176 945,852 8,940 8,940 0 ALL 8,940 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS GS INVESTOP Exchange Traded Fund 464287242 4,846,229 46,225 46,225 0 ALL 46,225 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS LEHMAN 20 Exchange Traded Fund 464287432 525,704 5,650 5,650 0 ALL 5,650 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS LEHMAN 7 Exchange Traded Fund 464287440 1,567,050 18,010 18,010 0 ALL 18,010 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS LEHMAN 1 Exchange Traded Fund 464287457 2,058,038 25,040 25,040 0 ALL 25,040 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IS LEHMAN INT CREDIT Exchange Traded Fund 464288638 2,570,696 25,460 25,460 0 ALL 25,460 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ J P MORGAN CHASE & C Common Stock 46625H100 1,549,575 35,500 35,500 0 ALL 35,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ JABIL CIRCUIT INC Common Stock 466313103 140,484 9,200 9,200 0 ALL 9,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ JANUS CAP GROUP INC Common Stock 47102X105 679,995 20,700 20,700 0 ALL 20,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ JOHNSON & JOHNSON Common Stock 478160104 2,041,020 30,600 30,600 0 ALL 30,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ JONES APPAREL GROUP Common Stock 480074103 269,192 16,835 16,835 0 ALL 16,835 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ JUNIPER NETWORKS Common Stock 48203R104 926,280 27,900 27,900 0 ALL 27,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ KLA-TENCOR CORP Common Stock 482480100 1,442,633 29,955 29,955 0 ALL 29,955 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ KIMBERLY CLARK CORP Common Stock 494368103 305,096 4,400 4,400 0 ALL 4,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ KING PHARMACEUTICALS Common Stock 495582108 26,624 2,600 2,600 0 ALL 2,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ KOHLS CORP Common Stock 500255104 732,800 16,000 16,000 0 ALL 16,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LSI LOGIC CORP Common Stock 502161102 198,063 37,300 37,300 0 ALL 37,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LABRANCHE & CO INC Common Stock 505447102 25,704 5,100 5,100 0 ALL 5,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LATTICE SEMICONDUCTO Common Stock 518415104 24,700 7,600 7,600 0 ALL 7,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LEGG MASON INC Common Stock 524901105 102,410 1,400 1,400 0 ALL 1,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LEHMAN BROS HLDGS IN Common Stock 524908100 366,464 5,600 5,600 0 ALL 5,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LEHMAN BROS HLDGS IN Preferred Stock 524908720 49,208 2,275 2,275 0 ALL 2,275 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LEHMAN BROS HLDG PFD Preferred Stock 524908886 23,439 650 650 0 ALL 650 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LEUCADIA NATL CO Common Stock 527288104 80,070 1,700 1,700 0 ALL 1,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LEXMARK INTL INC. Common Stock 529771107 181,272 5,200 5,200 0 ALL 5,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ELI LILLY & CO Common Stock 532457108 555,256 10,400 10,400 0 ALL 10,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LIMITED BRANDS INC Common Stock 532716107 62,469 3,300 3,300 0 ALL 3,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LINEAR TECHNOLOGY CO Common Stock 535678106 1,308,977 41,124 41,124 0 ALL 41,124 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LIZ CLAIBORNE Common Stock 539320101 219,780 10,800 10,800 0 ALL 10,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ LOWES COS INC Common Stock 548661107 5,497,452 243,035 243,035 0 ALL 243,035 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MGIC INVT CORP WIS Common Stock 552848103 310,319 13,835 13,835 0 ALL 13,835 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MANHATTAN ASSOCS INC Common Stock 562750109 42,176 1,600 1,600 0 ALL 1,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MARSH & MCLENNAN COS Common Stock 571748102 2,215,539 83,700 83,700 0 ALL 83,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MAXIM INTEGRATED PRO Common Stock 57772K101 1,311,846 49,541 49,541 0 ALL 49,541 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MCDONALDS CORP Common Stock 580135101 736,375 12,500 12,500 0 ALL 12,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MCGRAW HILL INC Common Stock 580645109 153,335 3,500 3,500 0 ALL 3,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MEDTRONIC INC Common Stock 585055106 603,240 12,000 12,000 0 ALL 12,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MERCK & CO INC Common Stock 589331107 1,324,908 22,800 22,800 0 ALL 22,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MEREDITH CORP Common Stock 589433101 27,490 500 500 0 ALL 500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MERRILL LYNCH & CO Common Stock 590188108 488,488 9,100 9,100 0 ALL 9,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MERRILL LYNCH & CO I Preferred Stock 59021V839 40,080 2,000 2,000 0 ALL 2,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ METLIFE INC Preferred Stock 59156R504 25,320 1,200 1,200 0 ALL 1,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ METLIFE INC Preferred Stock 59156R603 32,760 1,500 1,500 0 ALL 1,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ METLIFE INC COM EQ UT6.375 Convertible Preferred 59156R702 1,356,039 44,315 44,315 0 ALL 44,315 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MICROSOFT CORP Common Stock 594918104 21,249,640 596,900 596,900 0 ALL 596,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MICRON TECHNOLOGY IN Common Stock 595112103 262,450 36,200 36,200 0 ALL 36,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MISSISSIPPI POWER CO Preferred Stock 605417773 42,120 1,800 1,800 0 ALL 1,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MOLEX INC Common Stock 608554101 595,331 21,807 21,807 0 ALL 21,807 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MOODYS CORP Common Stock 615369105 85,680 2,400 2,400 0 ALL 2,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MORGAN STANLEY Common Stock 617446448 9,055,255 170,500 170,500 0 ALL 170,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MORGAN STANLEY Preferred Stock 61747S504 46,530 2,200 2,200 0 ALL 2,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MOTOROLA INC Common Stock 620076109 5,644,476 351,900 351,900 0 ALL 351,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ MYLAN LABS INC Common Stock 628530107 36,556 2,600 2,600 0 ALL 2,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NYSE EURONEXT Common Stock 629491101 526,620 6,000 6,000 0 ALL 6,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NEW YORK TIMES CO Common Stock 650111107 415,514 23,703 23,703 0 ALL 23,703 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NEWELL FINL TR I Convertible Preferred 651195307 1,287,472 27,987 27,987 0 ALL 27,987 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NEWELL RUBBERMAID IN Common Stock 651229106 77,640 3,000 3,000 0 ALL 3,000 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NIKE INC Common Stock 654106103 263,384 4,100 4,100 0 ALL 4,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NISOURCE INC Common Stock 65473P105 532,698 28,200 28,200 0 ALL 28,200 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NORTHERN TR CORP Common Stock 665859104 145,502 1,900 1,900 0 ALL 1,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NOVELL INC Common Stock 670006105 139,461 20,300 20,300 0 ALL 20,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NOVELLUS SYS INC Common Stock 670008101 178,929 6,490 6,490 0 ALL 6,490 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ NVIDIA CORP Common Stock 67066G104 879,417 25,850 25,850 0 ALL 25,850 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ OMNICOM GROUP Common Stock 681919106 156,849 3,300 3,300 0 ALL 3,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ORACLE SYSTEMS CORP Common Stock 68389X105 5,231,786 231,700 231,700 0 ALL 231,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PC-TEL INC Common Stock 69325Q105 39,102 5,700 5,700 0 ALL 5,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PMC-SIERRA INC Common Stock 69344F106 72,594 11,100 11,100 0 ALL 11,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PUBLIC SERVICE NM Convertible Preferred 69349H206 980,791 24,277 24,277 0 ALL 24,277 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PALL CORP Common Stock 696429307 508,032 12,600 12,600 0 ALL 12,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PERKINELMER INC Common Stock 714046109 476,166 18,300 18,300 0 ALL 18,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PFIZER INC Common Stock 717081103 1,654,744 72,800 72,800 0 ALL 72,800 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PHOTON DYNAMICS INC Common Stock 719364101 35,690 4,300 4,300 0 ALL 4,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ PLANAR SYS INC Common Stock 726900103 32,000 5,000 5,000 0 ALL 5,000 0 0 - 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------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ SIMON PPTY GROUP INC Convertible Preferred 828806802 1,232,777 17,232 17,232 0 ALL 17,232 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ SOUTHERN CALIF EDISO Preferred Stock 842400202 29,600 1,600 1,600 0 ALL 1,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ SOUTHERN UN CO NEW Convertible Preferred 844030809 1,199,526 22,714 22,714 0 ALL 22,714 0 0 - 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------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ STRYKER CORP Common Stock 863667101 186,800 2,500 2,500 0 ALL 2,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ SUN MICROSYSTEMS INC Common Stock 866810203 775,058 42,750 42,750 0 ALL 42,750 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ SUNTRUST BKS INC Preferred Stock 867914509 16,448 800 800 0 ALL 800 0 0 - 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------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ TJX COS INC NEW Common Stock 872540109 135,031 4,700 4,700 0 ALL 4,700 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ TARGET CORP Common Stock 87612E106 445,000 8,900 8,900 0 ALL 8,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ TELLABS INC Common Stock 879664100 139,302 21,300 21,300 0 ALL 21,300 0 0 - 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------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP Common Stock 885535104 56,500 12,500 12,500 0 ALL 12,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ TIME WARNER INC Common Stock 887317105 6,432,296 389,600 389,600 0 ALL 389,600 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ TOLLGRADE COMMUNICAT Common Stock 889542106 41,704 5,200 5,200 0 ALL 5,200 0 0 - 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------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ VERISIGN INC Common Stock 92343E102 462,603 12,300 12,300 0 ALL 12,300 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ VIACOM INC NEW -B Common Stock 92553P201 1,453,752 33,100 33,100 0 ALL 33,100 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ WACHOVIA CORP 2ND NE Common Stock 929903102 0 0 0 0 ALL 0 0 0 - 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------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ YAHOO INC Common Stock 984332106 1,358,384 58,400 58,400 0 ALL 58,400 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ YUM BRANDS INC Common Stock 988498101 210,485 5,500 5,500 0 ALL 5,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ZIMMER HLDGS INC Common Stock 98956P102 165,375 2,500 2,500 0 ALL 2,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ COVIDIEN LTD Common Stock G2552X108 217,021 4,900 4,900 0 ALL 4,900 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ IPC HLDGS LTD Convertible Preferred G4933P119 199,475 7,500 7,500 0 ALL 7,500 0 0 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ XL CAP LTD Common Stock G98255121 888,902 46,515 46,515 0 ALL 46,515 0 0 - 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