-----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, LWm8HouSHWulEibFQm1HKijwkanMHz7/+lF3AmiFUbnuano7LZWgDBMF/bL0CT6T T7uHOR9z4Y8YAspjj75aTw== 0000909012-07-001422.txt : 20071115 0000909012-07-001422.hdr.sgml : 20071115 20071115151812 ACCESSION NUMBER: 0000909012-07-001422 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071115 DATE AS OF CHANGE: 20071115 EFFECTIVENESS DATE: 20071115 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: 071249538 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 t303839.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: September 30, 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- 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 11/15/07 - ------------------------------ ----------------------- --------------- 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: $454657308 List of Other Included Managers: NONE
13F Holdings Report INVESTMENT As of Date: 03/31/07 ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER VOTING AUTHORITY NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED - --------------------------------------------------------------------------------------------------- - --------------------------------------------------------------------------------------------------- A D C TELECOMMUNICATIONS Common Stock 000886309 131,387 6,700 6,700 - ALL 6,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ABBOTT LABS Common Stock 002824100 729,232 13,600 13,600 - ALL 13,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ABERCROMBIE & FITCH Common Stock 002896207 64,560 800 800 - ALL 800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ACTEL CORP Common Stock 004934105 28,971 2,700 2,700 - ALL 2,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ADOBE SYS INC Common Stock 00724F101 4,147,700 95,000 95,000 - ALL 95,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ADVANCED MICRO DEVIC Common Stock 007903107 366,960 27,800 27,800 - ALL 27,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AFFILIATED COMPUTER Common Stock 008190100 301,440 6,000 6,000 - ALL 6,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ALABAMA PWR CO Preferred Stock 010392561 33,635 1,550 1,550 - ALL 1,550 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ALABAMA PWR CO Preferred Stock 010392611 18,032 800 800 - ALL 800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ALLERGAN INC Common Stock 018490102 180,516 2,800 2,800 - ALL 2,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ALTERA CORP Common Stock 021441100 440,664 18,300 18,300 - ALL 18,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ALTRIA GROUP INC Common Stock 02209S103 1,300,211 18,700 18,700 - ALL 18,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AMAZON COM INC Common Stock 023135106 1,536,975 16,500 16,500 - ALL 16,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AMERICAN EXPRESS CO Common Stock 025816109 7,890,273 132,900 132,900 - ALL 132,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AMERICAN INTL GROUP Common Stock 026874107 9,592,770 141,800 141,800 - ALL 141,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AMERIPRISE FINL INC Common Stock 03076C106 2,436,046 38,600 38,600 - ALL 38,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ANALOG DEVICES INC Common Stock 032654105 1,841,810 50,935 50,935 - ALL 50,935 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ANDREW CORP Common Stock 034425108 66,480 4,800 4,800 - ALL 4,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ANHEUSER BUSCH COS Common Stock 035229103 3,909,218 78,200 78,200 - ALL 78,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- APPLIED MATERIALS IN Common Stock 038222105 4,386,330 211,900 211,900 - ALL 211,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ARCHER DANIELS MIDLA Common Stock 039483102 188,556 5,700 5,700 - ALL 5,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AUDIOVOX CORP Common Stock 050757103 37,044 3,600 3,600 - ALL 3,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AUTODESK INC Common Stock 052769106 1,898,860 38,000 38,000 - ALL 38,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AUTOMATIC DATA PROCE Common Stock 053015103 229,650 5,000 5,000 - ALL 5,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AVAYA INC Common Stock 053499109 396,864 23,400 23,400 - ALL 23,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- AVON PRODS INC Common Stock 054303102 2,533,275 67,500 67,500 - ALL 67,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BMC SOFTWARE INC Common Stock 055921100 393,498 12,600 12,600 - ALL 12,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BANK AMER CORP Common Stock 060505104 1,990,692 39,600 39,600 - ALL 39,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BANK OF AMERICA CORP Preferred Stock 060505831 36,900 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BANK OF NEW YORK MELLON Common Stock 064058100 433,676 9,825 9,825 - ALL 9,825 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BARD C R INC Common Stock 067383109 79,371 900 900 - ALL 900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BARR PHARMACEUTICALS IN Common Stock 068306109 56,910 1,000 1,000 - ALL 1,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BAUSCH & LOMB INC Common Stock 071707103 32,000 500 500 - ALL 500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BAXTER INTL INC Common Stock 071813109 326,424 5,800 5,800 - ALL 5,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BEAR STEARNS COS INC Common Stock 073902108 135,091 1,100 1,100 - ALL 1,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BEAR STEARNS COS PFD Unit 073902868 34,444 825 825 - ALL 825 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BEAR STEARNS COS PFD Unit 073902876 45,180 1,000 1,000 - ALL 1,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BECTON DICKINSON Common Stock 075887109 188,715 2,300 2,300 - ALL 2,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BIG LOTS INC Common Stock 089302103 29,840 1,000 1,000 - ALL 1,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BLACK BOX CORP DEL Common Stock 091826107 47,036 1,100 1,100 - ALL 1,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BOSTON SCIENTIFIC CO Common Stock 101137107 966,735 69,300 69,300 - ALL 69,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- BRISTOL MYERS SQUIBB Common Stock 110122108 504,350 17,500 17,500 - ALL 17,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CBS CORP Common Stock 124857202 3,540,600 112,400 112,400 - ALL 112,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- C COR ELECTRS INC Common Stock 125010108 50,556 4,400 4,400 - ALL 4,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CIT GROUP INC Common Stock 125581108 68,340 1,700 1,700 - ALL 1,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CIT GROUP INC Preferred Stock 125581207 57,375 2,500 2,500 - ALL 2,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CME GROUP INC Common Stock 12572Q105 176,205 300 300 - ALL 300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CVS CORP Common Stock 126650100 546,894 13,800 13,800 - ALL 13,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CA INC Common Stock 12673P105 1,724,140 67,035 67,035 - ALL 67,035 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CAPITAL ONE FINL COR Common Stock 14040H105 4,470,739 67,300 67,300 - ALL 67,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CARNIVAL CORP Common Stock 143658300 3,288,397 67,900 67,900 - ALL 67,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CIENA CORP Common Stock 171779309 262,752 6,900 6,900 - ALL 6,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CISCO SYS INC Common Stock 17275R102 7,184,870 217,000 217,000 - ALL 217,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CITIGROUP INC Common Stock 172967101 1,768,793 37,900 37,900 - ALL 37,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CITIGROUP INC Unit 172967812 52,815 1,050 1,050 - ALL 1,050 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CITIGROUP FDG INC Convertible Preferred 17308C858 1,022,090 35,440 35,440 - ALL 35,440 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CITRIX SYS INC Common Stock 177376100 64,512 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CLEAR CHANNEL COMMUN Common Stock 184502102 2,852,928 76,200 76,200 - ALL 76,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CLOROX CO Common Stock 189054109 85,386 1,400 1,400 - ALL 1,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COCA COLA CO Common Stock 191216100 7,649,037 307,100 307,100 - ALL 307,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COCA COLA ENTERPRISE Common Stock 191219104 1,099,588 45,400 45,400 - ALL 45,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COGNIZANT TECHNOLOGY Common Stock 192446102 103,701 1,300 1,300 - ALL 1,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COLGATE PALMOLIVE CO Common Stock 194162103 328,072 4,600 4,600 - ALL 4,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COMCAST CORP NEW Common Stock 20030N101 3,723,720 154,000 154,000 - ALL 154,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COMERICA INC Common Stock 200340107 1,237,643 24,135 24,135 - ALL 24,135 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COMPUTER SCIENCES CO Common Stock 205363104 89,440 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COMPUWARE CORP Common Stock 205638109 157,994 19,700 19,700 - ALL 19,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CONSOLIDATED EDISON Common Stock 209115104 1,291,770 27,900 27,900 - ALL 27,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- CONVERGYS CORP Common Stock 212485106 20,832 1,200 1,200 - ALL 1,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- COUNTRYWIDE FIN CORP Common Stock 222372104 100,753 5,300 5,300 - ALL 5,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DTE ENERGY CO Common Stock 233331107 1,317,568 27,200 27,200 - ALL 27,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DARDEN RESTAURANTS I Common Stock 237194105 54,418 1,300 1,300 - ALL 1,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DELL INC Common Stock 24702R101 3,116,040 112,900 112,900 - ALL 112,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DISCOVER FINL SVCS Common Stock 254709108 653,120 31,400 31,400 - ALL 31,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DITECH NETWORKS INC Common Stock 25500T108 37,944 7,200 7,200 - ALL 7,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DOW JONES & CO INC Common Stock 260561105 35,820 600 600 - ALL 600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DU PONT E I DE N PFD Preferred Stock 263534307 39,500 500 500 - ALL 500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- DYNEGY INC DEL Common Stock 26817G102 187,572 20,300 20,300 - ALL 20,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- E M C CORP MASS Common Stock 268648102 2,175,680 104,600 104,600 - ALL 104,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- E-TRADE FINL GRP Common Stock 269246104 50,934 3,900 3,900 - ALL 3,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- EBAY INC Common Stock 278642103 2,614,340 67,000 67,000 - ALL 67,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ECOLAB INC Common Stock 278865100 75,520 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ELECTRONIC ARTS Common Stock 285512109 151,173 2,700 2,700 - ALL 2,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ELECTRONIC DATA SYS Common Stock 285661104 100,464 4,600 4,600 - ALL 4,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ENTERGY CORP NEW Convertible Preferred 29364G202 1,539,890 23,035 23,035 - ALL 23,035 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- EXXON MOBIL CORP Common Stock 30231G102 18,512 200 200 - ALL 200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FAMILY DLR STORES IN Common Stock 307000109 658,688 24,800 24,800 - ALL 24,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FREDDIE MAC Common Stock 313400301 6,402,585 108,500 108,500 - ALL 108,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERAL HOME LN MTG Preferred Stock 313400830 30,518 650 650 - ALL 650 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERAL HOME LN MTG CORP PFD Preferred Stock 313400863 28,700 700 700 - ALL 700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FANNIE MAE Common Stock 313586109 9,650,547 158,700 158,700 - ALL 158,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERAL NATL MTG ASS Convertible Preferred 313586810 295,333 3 3 - ALL 3 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERAL NATL MTG ASS Unit 313586844 29,295 700 700 - ALL 700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERAL NATL MTG ASS Unit 313586877 29,396 675 675 - ALL 675 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERAL NATL MTG ASS Preferred Stock 313586885 31,253 675 675 - ALL 675 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FEDERATED INVS INC P Common Stock 314211103 31,760 800 800 - ALL 800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FIDELITY NATL INFORM Common Stock 31620M106 66,555 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FIFTH THIRD BANCORP Common Stock 316773100 2,928,418 86,435 86,435 - ALL 86,435 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FIRST HORIZON NATL C Common Stock 320517105 520,803 19,535 19,535 - ALL 19,535 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FISERV INC Common Stock 337738108 76,290 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FORD MTR CO DEL Common Stock 345370860 2,442,573 287,700 287,700 - ALL 287,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FOREST LABS INC Common Stock 345838106 104,412 2,800 2,800 - ALL 2,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FORTUNE BRANDS INC Common Stock 349631101 114,086 1,400 1,400 - ALL 1,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- FRANKLIN RES INC Common Stock 354613101 191,250 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GANNETT INC Common Stock 364730101 96,140 2,200 2,200 - ALL 2,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GAP INC Common Stock 364760108 1,577,265 85,535 85,535 - ALL 85,535 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GENERAL ELEC CO Common Stock 369604103 12,420 300 300 - ALL 300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GENERAL MTRS CORP Common Stock 370442105 3,174,550 86,500 86,500 - ALL 86,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GENUINE PARTS CO Common Stock 372460105 1,350,000 27,000 27,000 - ALL 27,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GEORGIA PWR CO Preferred Stock 373334523 31,654 1,325 1,325 - ALL 1,325 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GOLDMAN SACHS GROUP Common Stock 38141G104 4,413,210 66,500 66,500 - ALL 66,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GOLDMAN SACHS GROUP Preferred Stock 38143Y665 36,120 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GOLDMAN SACHS GROUP Preferred Stock 38144X500 36,240 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GOOGLE INC Common Stock 38259P508 1,077,813 1,900 1,900 - ALL 1,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- GRAINGER W W INC Common Stock 384802104 63,833 700 700 - ALL 700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HRPT PROPERTIES Convertible Preferred 40426W507 1,029,630 44,825 44,825 - ALL 44,825 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HSBC USA INC NEW Preferred Stock 40428H805 30,432 1,200 1,200 - ALL 1,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HSBC USA INC NEW Preferred Stock 40428H862 35,308 1,400 1,400 - ALL 1,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HARMAN INTL INDS INC Common Stock 413086109 908,460 10,500 10,500 - ALL 10,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HARMONIC LIGHTWAVES Common Stock 413160102 70,026 6,600 6,600 - ALL 6,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HOME DEPOT INC Common Stock 437076102 0,450,059 322,135 322,135 - ALL 322,135 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HOSPIRA INC Common Stock 441060100 58,030 1,400 1,400 - ALL 1,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- HUDSON CITY BANCORP Common Stock 443683107 66,134 4,300 4,300 - ALL 4,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IAC INTERACTIVECORP Common Stock 44919P300 391,644 13,200 13,200 - ALL 13,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTEL CORP Common Stock 458140100 7,851,158 690,300 690,300 - ALL 690,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTEGRYS ENERGY GROU Common Stock 45822P105 399,594 7,800 7,800 - ALL 7,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTL BUSINESS MCHN Common Stock 459200101 8,094,080 153,600 153,600 - ALL 153,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTERNATIONAL FLAV&F Common Stock 459506101 37,002 700 700 - ALL 700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTERNATIONAL PAPER Common Stock 460146103 2,421,225 67,500 67,500 - ALL 67,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTERPUBLIC GROUP CO Common Stock 460690100 247,044 23,800 23,800 - ALL 23,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTERSTATE PWR & LT Preferred Stock 461070864 32,513 1,275 1,275 - ALL 1,275 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTERSTATE PWR & LT Preferred Stock 461070872 36,600 1,200 1,200 - ALL 1,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- INTUIT Common Stock 461202103 633,270 20,900 20,900 - ALL 20,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI AUSTRALIA Investment Fund 464286103 4,295,824 135,150 135,150 - ALL 135,150 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI SINGAPORE Investment Fund 464286673 4,094,766 276,300 276,300 - ALL 276,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI FRANCE Investment Fund 464286707 3,828,693 99,550 99,550 - ALL 99,550 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI SPAIN Investment Fund 464286764 3,979,360 65,450 65,450 - ALL 65,450 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI NETHERLND Investment Fund 464286814 4,053,060 126,500 126,500 - ALL 126,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI MEXICO Investment Fund 464286822 3,559,735 60,550 60,550 - ALL 60,550 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS MSCI HONG KONG Investment Fund 464286871 4,733,853 225,100 225,100 - ALL 225,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ISHARES LEHMN TRES Investment Fund 464287176 822,577 8,055 8,055 - ALL 8,055 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS S&P500 Investment Fund 464287200 9,285,279 60,700 60,700 - ALL 60,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS GS INVESTOP Investment Fund 464287242 4,306,629 40,825 40,825 - ALL 40,825 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS LEHMAN 20 Investment Fund 464287432 403,676 4,550 4,550 - ALL 4,550 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS LEHMAN 7 Investment Fund 464287440 1,343,338 16,015 16,015 - ALL 16,015 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IS LEHMAN 1 Investment Fund 464287457 1,806,004 22,225 22,225 - ALL 22,225 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ISHARES TR Equity Option - Puts 464288638 2,161,300 21,665 21,665 - ALL 21,665 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- JDS UNIPHASE CORP Common Stock 46612J507 215,424 14,400 14,400 - ALL 14,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- J P MORGAN CHASE & C Common Stock 46625H100 1,392,928 30,400 30,400 - ALL 30,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- JABIL CIRCUIT INC Common Stock 466313103 219,264 9,600 9,600 - ALL 9,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- JANUS CAP GROUP INC Common Stock 47102X105 585,396 20,700 20,700 - ALL 20,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- JOHNSON & JOHNSON Common Stock 478160104 1,708,200 26,000 26,000 - ALL 26,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- JONES APPAREL GROUP Common Stock 480074103 359,950 17,035 17,035 - ALL 17,035 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- JUNIPER NETWORKS Common Stock 48203R104 1,061,690 29,000 29,000 - ALL 29,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- KLA-TENCOR CORP Common Stock 482480100 1,693,202 30,355 30,355 - ALL 30,355 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- KIMBERLY CLARK CORP Common Stock 494368103 288,066 4,100 4,100 - ALL 4,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- KING PHARMACEUTICALS Common Stock 495582108 26,956 2,300 2,300 - ALL 2,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- KOHLS CORP Common Stock 500255104 951,678 16,600 16,600 - ALL 16,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LSI LOGIC CORP Common Stock 502161102 287,896 38,800 38,800 - ALL 38,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LABRANCHE & CO INC Common Stock 505447102 23,868 5,100 5,100 - ALL 5,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LATTICE SEMICONDUCTO Common Stock 518415104 34,124 7,600 7,600 - ALL 7,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LEGG MASON INC Common Stock 524901105 92,719 1,100 1,100 - ALL 1,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LEHMAN BROS HLDGS IN Common Stock 524908100 302,477 4,900 4,900 - ALL 4,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LEHMAN BROS HLDGS IN Convertible Preferred 524908563 1,089,320 41,029 41,029 - ALL 41,029 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LEHMAN BROS HLDGS IN Unit 524908720 56,420 2,275 2,275 - ALL 2,275 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LEHMAN BROS HLDG PFD Unit 524908886 29,673 650 650 - ALL 650 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LEXMARK INTL INC. Common Stock 529771107 220,109 5,300 5,300 - ALL 5,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ELI LILLY & CO Common Stock 532457108 500,984 8,800 8,800 - ALL 8,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LIMITED BRANDS INC Common Stock 532716107 70,959 3,100 3,100 - ALL 3,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LINEAR TECHNOLOGY CO Common Stock 535678106 1,456,424 41,624 41,624 - ALL 41,624 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LIZ CLAIBORNE Common Stock 539320101 370,764 10,800 10,800 - ALL 10,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- LOWES COS INC Common Stock 548661107 6,837,861 244,035 244,035 - ALL 244,035 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MGIC INVT CORP WIS Common Stock 552848103 447,009 13,835 13,835 - ALL 13,835 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MANHATTAN ASSOCS INC Common Stock 562750109 43,856 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MARSH & MCLENNAN COS Common Stock 571748102 2,159,850 84,700 84,700 - ALL 84,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MAXIM INTEGRATED PRO Common Stock 57772K101 1,468,703 50,041 50,041 - ALL 50,041 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MCDONALDS CORP Common Stock 580135101 577,382 10,600 10,600 - ALL 10,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MCGRAW HILL INC Common Stock 580645109 157,821 3,100 3,100 - ALL 3,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MEDTRONIC INC Common Stock 585055106 581,023 10,300 10,300 - ALL 10,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MERCK & CO INC Common Stock 589331107 997,617 19,300 19,300 - ALL 19,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MEREDITH CORP Common Stock 589433101 17,190 300 300 - ALL 300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MERRILL LYNCH & CO Common Stock 590188108 555,984 7,800 7,800 - ALL 7,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MERRILL LYNCH & CO INC MAND E Convertible Preferred 59021S471 1,268,564 24,365 24,365 - ALL 24,365 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MERRILL LYNCH & CO I Preferred Stock 59021V839 47,960 2,000 2,000 - ALL 2,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- METLIFE INC Preferred Stock 59156R504 30,300 1,200 1,200 - ALL 1,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- METLIFE INC Preferred Stock 59156R603 37,035 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- METLIFE INC COM EQ UT6.375 Convertible Preferred 59156R702 1,439,972 41,945 41,945 - ALL 41,945 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MICROSOFT CORP Common Stock 594918104 7,782,056 603,600 603,600 - ALL 603,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MICRON TECHNOLOGY IN Common Stock 595112103 417,360 37,600 37,600 - ALL 37,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MISSISSIPPI POWER CO Preferred Stock 605417773 43,470 1,800 1,800 - ALL 1,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MOLEX INC Common Stock 608554101 595,342 22,107 22,107 - ALL 22,107 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MOODYS CORP Common Stock 615369105 110,880 2,200 2,200 - ALL 2,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MORGAN STANLEY Common Stock 617446448 0,773,000 171,000 171,000 - ALL 171,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MORGAN STANLEY Preferred Stock 61747S504 56,100 2,200 2,200 - ALL 2,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MOTOROLA INC Common Stock 620076109 6,607,798 356,600 356,600 - ALL 356,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- MYLAN LABS INC Common Stock 628530107 36,708 2,300 2,300 - ALL 2,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NEW YORK TIMES CO Common Stock 650111107 470,347 23,803 23,803 - ALL 23,803 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NEWELL FINL TR I Convertible Preferred 651195307 1,199,666 25,449 25,449 - ALL 25,449 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NEWELL RUBBERMAID IN Common Stock 651229106 72,050 2,500 2,500 - ALL 2,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NIKE INC Common Stock 654106103 199,444 3,400 3,400 - ALL 3,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NISOURCE INC Common Stock 65473P105 539,748 28,200 28,200 - ALL 28,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NORTHERN TR CORP Common Stock 665859104 106,032 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NOVELL INC Common Stock 670006105 156,620 20,500 20,500 - ALL 20,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NOVELLUS SYS INC Common Stock 670008101 185,095 6,790 6,790 - ALL 6,790 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- NVIDIA CORP Common Stock 67066G104 973,044 26,850 26,850 - ALL 26,850 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ORACLE SYSTEMS CORP Common Stock 68389X105 5,048,780 233,200 233,200 - ALL 233,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PC-TEL INC Common Stock 69325Q105 43,263 5,700 5,700 - ALL 5,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PMC-SIERRA INC Common Stock 69344F106 96,485 11,500 11,500 - ALL 11,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PUBLIC SERVICE NM Convertible Preferred 69349H206 1,034,440 23,272 23,272 - ALL 23,272 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PALL CORP Common Stock 696429307 490,140 12,600 12,600 - ALL 12,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PAYCHEX INC Common Stock 704326107 127,100 3,100 3,100 - ALL 3,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PEPSI-COLA BOTTLING Common Stock 713409100 44,604 1,200 1,200 - ALL 1,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PEPSICO INC Common Stock 713448108 1,069,596 14,600 14,600 - ALL 14,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PERKINELMER INC Common Stock 714046109 543,306 18,600 18,600 - ALL 18,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PFIZER INC Common Stock 717081103 1,526,875 62,500 62,500 - ALL 62,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PHOTON DYNAMICS INC Common Stock 719364101 38,915 4,300 4,300 - ALL 4,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PLANAR SYS INC Common Stock 726900103 33,550 5,000 5,000 - ALL 5,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- T.ROWE PRICE GROUP I Common Stock 74144T108 133,656 2,400 2,400 - ALL 2,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PRINCIPAL FINANCIAL Preferred Stock 74251V300 56,343 2,100 2,100 - ALL 2,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- PROCTER & GAMBLE CO Common Stock 742718109 1,969,520 28,000 28,000 - ALL 28,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- QLOGIC CORP Common Stock 747277101 112,334 8,352 8,352 - ALL 8,352 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- QUALCOMM INC Common Stock 747525103 0,725,588 253,800 253,800 - ALL 253,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- RADIOSHACK CORP Common Stock 750438103 443,694 21,476 21,476 - ALL 21,476 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- REWARDS NETWORK INC Common Stock 761557107 42,195 8,700 8,700 - ALL 8,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- REYNOLDS AMERICAN IN Common Stock 761713106 95,385 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ROHM & HAAS CO Common Stock 775371107 66,804 1,200 1,200 - ALL 1,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SLM CORP Common Stock 78442P106 183,779 3,700 3,700 - ALL 3,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SLM CORP Preferred Stock 78442P205 34,075 725 725 - ALL 725 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- S&P500 SPDR Unit 78462F103 9,859,906 195,700 195,700 - ALL 195,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ST JUDE MED INC Common Stock 790849103 132,210 3,000 3,000 - ALL 3,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SANMINA SCI CORP Common Stock 800907107 57,028 26,900 26,900 - ALL 26,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SARA LEE CORP Common Stock 803111103 1,869,864 112,035 112,035 - ALL 112,035 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SCHERING PLOUGH CORP Common Stock 806605101 420,679 13,300 13,300 - ALL 13,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SCHERING PLOUGH CORP Convertible Preferred 806605705 1,684,160 6,080 6,080 - ALL 6,080 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SCHWAB CHARLES CP NE Common Stock 808513105 3,546,720 164,200 164,200 - ALL 164,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SCRIPPS (Ew) Co Common Stock 811054204 361,200 8,600 8,600 - ALL 8,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SHERWIN WILLIAMS CO Common Stock 824348106 65,710 1,000 1,000 - ALL 1,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SIGMA ALDRICH CORP Common Stock 826552101 53,614 1,100 1,100 - ALL 1,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SIMON PPTY GROUP INC Convertible Preferred 828806802 1,317,604 16,382 16,382 - ALL 16,382 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SOLECTRON CORP Common Stock 834182107 177,450 45,500 45,500 - ALL 45,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SOUTHERN CALIF EDISO Preferred Stock 842400202 31,600 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SOUTHERN UN CO NEW Convertible Preferred 844030809 1,265,028 22,112 22,112 - ALL 22,112 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SOUTHWEST AIRLS CO Common Stock 844741108 1,771,560 119,700 119,700 - ALL 119,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SOVEREIGN BANCORP IN Common Stock 845905108 995,732 58,435 58,435 - ALL 58,435 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SPRINT NEXTEL CORP Common Stock 852061100 8,379,000 441,000 441,000 - ALL 441,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- STANLEY WKS Preferred Stock 854616208 338,176 329 329 - ALL 329 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- STARBUCKS CORP Common Stock 855244109 172,920 6,600 6,600 - ALL 6,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- STATE STR CORP Common Stock 857477103 204,480 3,000 3,000 - ALL 3,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- STRYKER CORP Common Stock 863667101 185,652 2,700 2,700 - ALL 2,700 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SUN MICROSYSTEMS INC Common Stock 866810104 999,702 178,200 178,200 - ALL 178,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SUNTRUST BKS INC Preferred Stock 867914509 19,760 800 800 - ALL 800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SYMANTEC CORP Common Stock 871503108 1,056,191 54,499 54,499 - ALL 54,499 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- SYNOPSYS INC Common Stock 871607107 48,744 1,800 1,800 - ALL 1,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TECO ENERGY INC Common Stock 872375100 529,752 32,243 32,243 - ALL 32,243 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TJX COS INC NEW Common Stock 872540109 119,187 4,100 4,100 - ALL 4,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TARGET CORP Common Stock 87612E106 483,132 7,600 7,600 - ALL 7,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TEKTRONIX INC Common Stock 879131100 350,495 12,635 12,635 - ALL 12,635 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TELLABS INC Common Stock 879664100 210,392 22,100 22,100 - ALL 22,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TENET HEALTHCARE COR Common Stock 88033G100 79,968 23,800 23,800 - ALL 23,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TERADYNE INC Common Stock 880770102 135,516 9,820 9,820 - ALL 9,820 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TEXAS INSTRS INC Common Stock 882508104 8,013,210 219,000 219,000 - ALL 219,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- 3COM CORP Common Stock 885535104 61,750 12,500 12,500 - ALL 12,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TIME WARNER INC Common Stock 887317105 7,153,056 389,600 389,600 - ALL 389,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TOLLGRADE COMMUNICAT Common Stock 889542106 52,624 5,200 5,200 - ALL 5,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- TRIBUNE CO NEW Common Stock 896047107 508,152 18,600 18,600 - ALL 18,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- UST INC Common Stock 902911106 74,400 1,500 1,500 - ALL 1,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- US BANCORP DEL American Depository Receipt (ADR) 902973155 40,400 1,600 1,600 - ALL 1,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- UNISYS CORP Common Stock 909214108 139,020 21,000 21,000 - ALL 21,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- UTSTARCOM INC Common Stock 918076100 20,130 5,500 5,500 - ALL 5,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- VALE CAP LTD Convertible Preferred 91912C208 1,323,418 19,940 19,940 - ALL 19,940 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- VARIAN MED SYS INC Common Stock 92220P105 46,079 1,100 1,100 - ALL 1,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- VERISIGN INC Common Stock 92343E102 506,100 15,000 15,000 - ALL 15,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- VIACOM INC NEW -B Common Stock 92553P201 1,340,568 34,400 34,400 - ALL 34,400 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- VULCAN MATLS CO Common Stock 929160109 80,235 900 900 - ALL 900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WACHOVIA CORP 2ND NE Common Stock 929903102 1 0 0 - ALL 0 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WAL MART STORES INC Common Stock 931142103 4,317,200 328,000 328,000 - ALL 328,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WALGREEN CO Common Stock 931422109 420,436 8,900 8,900 - ALL 8,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WASHINGTON MUT INC Common Stock 939322103 278,949 7,900 7,900 - ALL 7,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WASHINGTON MUT INC Preferred Stock 939322830 19,520 800 800 - ALL 800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WASHINGTON MUT INC Convertible Preferred 939322848 1,106,935 22,633 22,633 - ALL 22,633 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WATERS CORP Common Stock 941848103 354,676 5,300 5,300 - ALL 5,300 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WATSON PHARMACEUTICA Common Stock 942683103 29,160 900 900 - ALL 900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WENDYS INTL INC Common Stock 950590109 27,928 800 800 - ALL 800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WESTERN UN CO Common Stock 959802109 144,693 6,900 6,900 - ALL 6,900 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WESTWOOD ONE INC Common Stock 961815107 19,525 7,100 7,100 - ALL 7,100 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WINDSTREAM CORP Common Stock 97381W104 5 0 0 - ALL 0 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- WYETH Common Stock 983024100 534,600 12,000 12,000 - ALL 12,000 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- XILINX INC Common Stock 983919101 1,258,249 48,135 48,135 - ALL 48,135 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- YAHOO INC Common Stock 984332106 1,921,744 71,600 71,600 - ALL 71,600 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- YUM BRANDS INC Common Stock 988498101 162,384 4,800 4,800 1 ALL 4,800 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- ZIMMER HLDGS INC Common Stock 98956P102 178,178 2,200 2,200 2 ALL 2,200 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- IPC HLDGS LTD Convertible Preferred G4933P119 202,163 7,500 7,500 3 ALL 7,500 0 - --------------------------------------------------------------------------------------------- ---------- - --------------------------------------------------------------------------------------------- ---------- XL CAP LTD Common Stock - Foreign G98255121 1,262,120 45,400 45,400 4 ALL 45,400 0 - ------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------
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