-----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, NK0KNbyppRtAJ/CAMvehVQ0Uz6g96MXjhIx+9L00jqXWqh/1FqXh7uKn3QjZiVXb sQe9UBf+Rvz4VA4v5eZZ6w== 0000909012-07-001223.txt : 20070830 0000909012-07-001223.hdr.sgml : 20070830 20070830162921 ACCESSION NUMBER: 0000909012-07-001223 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070830 DATE AS OF CHANGE: 20070830 EFFECTIVENESS DATE: 20070830 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: 071091551 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 t303683.txt 13F-HR FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 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: 28-10975 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Arthur B. Laffer, Jr. Title: Chief Executive Officer Phone: 615-320-3989 Signature City State and Date of Signing: Arthur B. Laffer Nashville TN 08/27/07 - --------------------- ----------------------- --------------- 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: $355015911 List of Other Included Managers: NONE
13F Holdings Report As of Date: 6/30/07 ISSUER TITLE OF CUSIP MKT SHARES/ INVESTMENT DISCRETION OTHER VOTING AUTHORITY NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- A D C TELECOMMUNICATIONS Common Stock 000886309 124,644 6,800 6,800 - ALL 6,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ABBOTT LABS Common Stock 002824100 733,635 13,700 13,700 - ALL 13,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ABERCROMBIE & FITCH Common Stock 002896207 58,384 800 800 - ALL 800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ACTEL CORP Common Stock 004934105 37,557 2,700 2,700 - ALL 2,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ADOBE SYS INC Common Stock 00724F101 1,397,220 34,800 34,800 - ALL 34,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ADVANCED MICRO DEVIC Common Stock 007903107 398,970 27,900 27,900 - ALL 27,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AFFILIATED COMPUTER Common Stock 008190100 340,320 6,000 6,000 - ALL 6,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ALABAMA PWR CO Preferred Stock 010392561 53,792 2,350 2,350 - ALL 2,350 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ALLERGAN INC Common Stock 018490102 161,392 2,800 2,800 - ALL 2,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ALTERA CORP Common Stock 021441100 404,979 18,300 18,300 - ALL 18,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ALTRIA GROUP INC Common Stock 02209S103 1,325,646 18,900 18,900 - ALL 18,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AMAZON COM INC Common Stock 023135106 1,128,765 16,500 16,500 - ALL 16,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AMERICAN EXPRESS CO Common Stock 025816109 654,626 10,700 10,700 - ALL 10,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AMERICAN INTL GROUP Common Stock 026874107 9,643,131 137,700 137,700 - ALL 137,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AMERIPRISE FINL INC Common Stock 03076C106 915,408 14,400 14,400 - ALL 14,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ANALOG DEVICES INC Common Stock 032654105 1,883,317 50,035 50,035 - ALL 50,035 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ANDREW CORP Common Stock 034425108 69,312 4,800 4,800 - ALL 4,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- APPLIED MATERIALS IN Common Stock 038222105 4,047,519 203,700 203,700 - ALL 203,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ARCHER DANIELS MIDLA Common Stock 039483102 191,922 5,800 5,800 - ALL 5,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AUDIOVOX CORP Common Stock 050757103 46,692 3,600 3,600 - ALL 3,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AUTODESK INC Common Stock 052769106 668,536 14,200 14,200 - ALL 14,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AUTOMATIC DATA PROCE Common Stock 053015103 242,350 5,000 5,000 - ALL 5,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AVAYA INC Common Stock 053499109 394,056 23,400 23,400 - ALL 23,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- AVON PRODS INC Common Stock 054303102 2,392,425 65,100 65,100 - ALL 65,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BMC SOFTWARE INC Common Stock 055921100 381,780 12,600 12,600 - ALL 12,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BANK AMER CORP Common Stock 060505104 1,955,600 40,000 40,000 - ALL 40,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BANK OF AMERICA CORP Preferred Stock 060505831 38,640 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BANK NEW YORK INC Common Stock 064057102 273,504 6,600 6,600 - ALL 6,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BARD C R INC Common Stock 067383109 74,367 900 900 - ALL 900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BARR PHARMACEUTICALS IN Common Stock 068306109 50,230 1,000 1,000 - ALL 1,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BAUSCH & LOMB INC Common Stock 071707103 34,720 500 500 - ALL 500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BAXTER INTL INC Common Stock 071813109 326,772 5,800 5,800 - ALL 5,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BEAR STEARNS COS INC Common Stock 073902108 154,000 1,100 1,100 - ALL 1,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BEAR STEARNS COS PFD Unit 073902868 40,631 825 825 - ALL 825 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BEAR STEARNS COS PFD Unit 073902876 49,750 1,000 1,000 - ALL 1,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BECTON DICKINSON Common Stock 075887109 171,350 2,300 2,300 - ALL 2,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BIG LOTS INC Common Stock 089302103 29,420 1,000 1,000 - ALL 1,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BIOMET INC Common Stock 090613100 105,156 2,300 2,300 - ALL 2,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BLACK BOX CORP DEL Common Stock 091826107 45,518 1,100 1,100 - ALL 1,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BOSTON SCIENTIFIC CO Common Stock 101137107 1,067,664 69,600 69,600 - ALL 69,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- BRISTOL MYERS SQUIBB Common Stock 110122108 558,612 17,700 17,700 - ALL 17,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- VIACOM INC Common Stock 124857202 1,239,504 37,200 37,200 - ALL 37,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- C COR ELECTRS INC Common Stock 125010108 61,864 4,400 4,400 - ALL 4,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CIT GROUP INC Common Stock 125581108 93,211 1,700 1,700 - ALL 1,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CIT GROUP INC Preferred Stock 125581207 47,842 1,900 1,900 - ALL 1,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CVS CORP Common Stock 126650100 506,655 13,900 13,900 - ALL 13,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CA INC Common Stock 12673P105 1,674,688 64,835 64,835 - ALL 64,835 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CAPITAL ONE FINL COR Common Stock 14040H105 1,937,468 24,700 24,700 - ALL 24,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CARNIVAL CORP Common Stock 143658300 3,194,435 65,500 65,500 - ALL 65,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CHICAGO MERCANTILE H Common Stock 167760107 160,308 300 300 - ALL 300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CIENA CORP Common Stock 171779309 249,297 6,900 6,900 - ALL 6,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CISCO SYS INC Common Stock 17275R102 6,068,515 217,900 217,900 - ALL 217,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CITIGROUP INC Common Stock 172967101 6,267,638 122,200 122,200 - ALL 122,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CITIGROUP INC Unit 172967812 72,471 1,450 1,450 - ALL 1,450 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CITIGROUP FDG INC Convertible Preferred 17308C858 1,026,001 32,525 32,525 - ALL 32,525 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CITRIX SYS INC Common Stock 177376100 53,872 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CLEAR CHANNEL COMMUN Common Stock 184502102 2,775,988 73,400 73,400 - ALL 73,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CLOROX CO Common Stock 189054109 86,940 1,400 1,400 - ALL 1,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COCA COLA CO Common Stock 191216100 6,198,735 118,500 118,500 - ALL 118,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COCA COLA ENTERPRISE Common Stock 191219104 400,800 16,700 16,700 - ALL 16,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COGNIZANT TECHNOLOGY Common Stock 192446102 97,617 1,300 1,300 - ALL 1,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COLGATE PALMOLIVE CO Common Stock 194162103 298,310 4,600 4,600 - ALL 4,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COMCAST CORP NEW Common Stock 20030N101 4,347,352 154,600 154,600 - ALL 154,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COMERICA INC Common Stock 200340107 1,423,414 23,935 23,935 - ALL 23,935 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COMPUTER SCIENCES CO Common Stock 205363104 94,640 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COMPUWARE CORP Common Stock 205638109 233,642 19,700 19,700 - ALL 19,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- CONVERGYS CORP Common Stock 212485106 29,088 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- COUNTRYWIDE FIN CORP Common Stock 222372104 192,655 5,300 5,300 - ALL 5,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DTE ENERGY CO Common Stock 233331107 1,292,296 26,800 26,800 - ALL 26,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DARDEN RESTAURANTS I Common Stock 237194105 57,187 1,300 1,300 - ALL 1,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DELL INC Common Stock 24702R101 3,234,715 113,300 113,300 - ALL 113,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DITECH NETWORKS INC Common Stock 25500T108 58,968 7,200 7,200 - ALL 7,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DOLLAR GEN CORP Common Stock 256669102 61,376 2,800 2,800 - ALL 2,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DOW JONES & CO INC Common Stock 260561105 34,470 600 600 - ALL 600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DU PONT E I DE N PFD Preferred Stock 263534307 40,875 500 500 - ALL 500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- DYNEGY INC DEL Common Stock 26817G102 191,632 20,300 20,300 - ALL 20,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- E M C CORP MASS Common Stock 268648102 1,900,500 105,000 105,000 - ALL 105,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- E-TRADE FINL GRP Common Stock 269246104 86,151 3,900 3,900 - ALL 3,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- EBAY INC Common Stock 278642103 2,165,714 67,300 67,300 - ALL 67,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ECOLAB INC Common Stock 278865100 68,320 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ELECTRONIC ARTS Common Stock 285512109 127,764 2,700 2,700 - ALL 2,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ELECTRONIC DATA SYS Common Stock 285661104 1,509,483 54,435 54,435 - ALL 54,435 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ENTERGY CORP NEW Convertible Preferred 29364G202 1,488,828 22,630 22,630 - ALL 22,630 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- EXXON MOBIL CORP Common Stock 30231G102 16,776 200 200 - ALL 200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FAMILY DLR STORES IN Common Stock 307000109 319,176 9,300 9,300 - ALL 9,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FREDDIE MAC Common Stock 313400301 6,525,250 107,500 107,500 - ALL 107,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERAL HOME LN MTG Preferred Stock 313400830 31,525 650 650 - ALL 650 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERAL HOME LN MTG Preferred Stock 313400863 30,170 700 700 - ALL 700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FANNIE MAE Common Stock 313586109 3,841,404 58,800 58,800 - ALL 58,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERAL NATL MTG ASS Convertible Preferred 313586810 198,955 2 2 - ALL 2 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERAL NATL MTG ASS Unit 313586844 31,150 700 700 - ALL 700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERAL NATL MTG ASS Unit 313586877 30,915 675 675 - ALL 675 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERAL NATL MTG ASS Preferred Stock 313586885 32,805 675 675 - ALL 675 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FEDERATED INVS INC P Common Stock 314211103 30,664 800 800 - ALL 800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FIDELITY NATL INFORM Common Stock 31620M106 81,420 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FIFTH THIRD BANCORP Common Stock 316773100 3,330,141 83,735 83,735 - ALL 83,735 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FIRST DATA CORP Common Stock 319963104 222,156 6,800 6,800 - ALL 6,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FIRST HORIZON NATL C Common Stock 320517105 761,865 19,535 19,535 - ALL 19,535 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FISERV INC Common Stock 337738108 85,200 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FORD MTR CO DEL Common Stock 345370860 891,132 94,600 94,600 - ALL 94,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FOREST LABS INC Common Stock 345838106 127,820 2,800 2,800 - ALL 2,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FORTUNE BRANDS INC Common Stock 349631101 115,318 1,400 1,400 - ALL 1,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- FRANKLIN RES INC Common Stock 354613101 198,705 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GANNETT INC Common Stock 364730101 120,890 2,200 2,200 - ALL 2,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GAP INC Common Stock 364760108 1,570,689 82,235 82,235 - ALL 82,235 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GENERAL ELEC CO Common Stock 369604103 11,484 300 300 - ALL 300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GENERAL MTRS CORP Common Stock 370442105 1,077,300 28,500 28,500 - ALL 28,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GENUINE PARTS CO Common Stock 372460105 471,200 9,500 9,500 - ALL 9,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GEORGIA PWR CO Preferred Stock 373334523 30,899 1,325 1,325 - ALL 1,325 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GOLDMAN SACHS GROUP Common Stock 38141G104 5,288,700 24,400 24,400 - ALL 24,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GOLDMAN SACHS GROUP Preferred Stock 38143Y665 30,708 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GOLDMAN SACHS GROUP Preferred Stock 38144X500 38,175 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GOOGLE INC Common Stock 38259P508 994,422 1,900 1,900 - ALL 1,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- GRAINGER W W INC Common Stock 384802104 65,135 700 700 - ALL 700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HRPT PROPERTIES Convertible Preferred 40426W507 1,091,169 43,485 43,485 - ALL 43,485 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HSBC USA INC NEW Preferred Stock 40428H805 30,864 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HSBC USA INC NEW Preferred Stock 40428H862 36,512 1,400 1,400 - ALL 1,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HARMAN INTL INDS INC Common Stock 413086109 1,284,800 11,000 11,000 - ALL 11,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HARMONIC LIGHTWAVES Common Stock 413160102 58,542 6,600 6,600 - ALL 6,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HOME DEPOT INC Common Stock 437076102 12,380,887 314,635 314,635 - ALL 314,635 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HOSPIRA INC Common Stock 441060100 54,656 1,400 1,400 - ALL 1,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- HUDSON CITY BANCORP Common Stock 443683107 52,546 4,300 4,300 - ALL 4,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IAC INTERACTIVECORP Common Stock 44919P300 456,852 13,200 13,200 - ALL 13,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTEL CORP Common Stock 458140100 6,626,664 278,900 278,900 - ALL 278,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTEGRYS ENERGY GROU Common Stock 45822P105 410,913 8,100 8,100 - ALL 8,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTER TEL INC Common Stock 458372109 52,646 2,200 2,200 - ALL 2,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTL BUSINESS MCHN Common Stock 459200101 16,387,425 155,700 155,700 - ALL 155,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTERNATIONAL FLAV&F Common Stock 459506101 36,498 700 700 - ALL 700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTERNATIONAL PAPER Common Stock 460146103 2,596,825 66,500 66,500 - ALL 66,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTERPUBLIC GROUP CO Common Stock 460690100 271,320 23,800 23,800 - ALL 23,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTERSTATE PWR & LT Preferred Stock 461070864 32,576 1,275 1,275 - ALL 1,275 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTERSTATE PWR & LT Preferred Stock 461070872 36,000 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- INTUIT Common Stock 461202103 628,672 20,900 20,900 - ALL 20,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI AUSTRALIA Investment Fund 464286103 3,836,333 134,750 134,750 - ALL 134,750 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI SINGAPORE Investment Fund 464286673 3,756,456 275,400 275,400 - ALL 275,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI FRANCE Investment Fund 464286707 3,806,369 99,150 99,150 - ALL 99,150 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI SPAIN Investment Fund 464286764 3,793,635 65,250 65,250 - ALL 65,250 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI NETHERLND Investment Fund 464286814 3,830,170 126,200 126,200 - ALL 126,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI MEXICO Investment Fund 464286822 3,720,578 60,350 60,350 - ALL 60,350 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS MSCI HONG KONG Investment Fund 464286871 3,822,692 224,600 224,600 - ALL 224,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ISHARES LEHMN TRES Investment Fund 464287176 788,871 7,970 7,970 - ALL 7,970 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS S&P500 Investment Fund 464287200 9,135,957 60,700 60,700 - ALL 60,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS GS INVESTOP Investment Fund 464287242 4,130,921 39,485 39,485 - ALL 39,485 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS LEHMAN 20 Investment Fund 464287432 363,676 4,270 4,270 - ALL 4,270 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS LEHMAN 7 Investment Fund 464287440 1,244,732 15,350 15,350 - ALL 15,350 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IS LEHMAN 1 Investment Fund 464287457 1,715,023 21,395 21,395 - ALL 21,395 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ISHARES TR Equity Option - Puts 464288638 2,032,813 20,490 20,490 - ALL 20,490 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- JDS UNIPHASE CORP Common Stock 46612J507 193,392 14,400 14,400 - ALL 14,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- J P MORGAN CHASE & C Common Stock 46625H100 1,487,415 30,700 30,700 - ALL 30,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- JABIL CIRCUIT INC Common Stock 466313103 211,872 9,600 9,600 - ALL 9,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- JANUS CAP GROUP INC Common Stock 47102X105 44,544 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- JOHNSON & JOHNSON Common Stock 478160104 1,614,444 26,200 26,200 - ALL 26,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- JONES APPAREL GROUP Common Stock 480074103 481,239 17,035 17,035 - ALL 17,035 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- JUNIPER NETWORKS Common Stock 48203R104 732,447 29,100 29,100 - ALL 29,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- KLA-TENCOR CORP Common Stock 482480100 1,678,997 30,555 30,555 - ALL 30,555 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- KIMBERLY CLARK CORP Common Stock 494368103 274,249 4,100 4,100 - ALL 4,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- KING PHARMACEUTICALS Common Stock 495582108 47,058 2,300 2,300 - ALL 2,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- KOHLS CORP Common Stock 500255104 1,179,098 16,600 16,600 - ALL 16,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LSI LOGIC CORP Common Stock 502161102 292,139 38,900 38,900 - ALL 38,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LABRANCHE & CO INC Common Stock 505447102 37,638 5,100 5,100 - ALL 5,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LATTICE SEMICONDUCTO Common Stock 518415104 43,472 7,600 7,600 - ALL 7,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LEGG MASON INC Common Stock 524901105 108,218 1,100 1,100 - ALL 1,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LEHMAN BROS HLDGS IN Common Stock 524908100 365,148 4,900 4,900 - ALL 4,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LEHMAN BROS HLDGS IN Convertible Preferred 524908563 1,107,133 40,914 40,914 - ALL 40,914 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LEHMAN BROS HLDGS IN Unit 524908720 57,785 2,275 2,275 - ALL 2,275 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LEHMAN BROS HLDG PFD Unit 524908886 30,225 650 650 - ALL 650 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LEXMARK INTL INC. Common Stock 529771107 261,343 5,300 5,300 - ALL 5,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ELI LILLY & CO Common Stock 532457108 497,332 8,900 8,900 - ALL 8,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LIMITED BRANDS INC Common Stock 532716107 85,095 3,100 3,100 - ALL 3,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LINEAR TECHNOLOGY CO Common Stock 535678106 561,658 15,524 15,524 - ALL 15,524 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LIZ CLAIBORNE Common Stock 539320101 399,110 10,700 10,700 - ALL 10,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- LOWES COS INC Common Stock 548661107 7,213,224 235,035 235,035 - ALL 235,035 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MGIC INVT CORP WIS Common Stock 552848103 798,030 14,035 14,035 - ALL 14,035 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MANHATTAN ASSOCS INC Common Stock 562750109 44,656 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MARSH & MCLENNAN COS Common Stock 571748102 2,504,368 81,100 81,100 - ALL 81,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MARSHALL & ILSLEY CO Convertible Preferred 571834209 1,130,543 42,775 42,775 - ALL 42,775 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MAXIM INTEGRATED PRO Common Stock 57772K101 1,621,755 48,541 48,541 - ALL 48,541 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MCDONALDS CORP Common Stock 580135101 543,132 10,700 10,700 - ALL 10,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MCGRAW HILL INC Common Stock 580645109 211,048 3,100 3,100 - ALL 3,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MEDTRONIC INC Common Stock 585055106 539,344 10,400 10,400 - ALL 10,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MELLON FINL CORP Common Stock 58551A108 162,800 3,700 3,700 - ALL 3,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MERCK & CO INC Common Stock 589331107 971,100 19,500 19,500 - ALL 19,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MEREDITH CORP Common Stock 589433101 18,480 300 300 - ALL 300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MERRILL LYNCH & CO Common Stock 590188108 660,282 7,900 7,900 - ALL 7,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MERRILL LYNCH & CO INC MAND E Convertible Preferred 59021S471 1,408,849 27,135 27,135 - ALL 27,135 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MERRILL LYNCH & CO I Preferred Stock 59021V839 38,175 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- METLIFE INC Preferred Stock 59156R504 31,260 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- METLIFE INC Preferred Stock 59156R603 38,385 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- METLIFE INC COM EQ UT6.375 Convertible Preferred 59156R702 1,236,094 38,210 38,210 - ALL 38,210 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MICROSOFT CORP Common Stock 594918104 17,363,724 589,200 589,200 - ALL 589,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MICRON TECHNOLOGY IN Common Stock 595112103 474,887 37,900 37,900 - ALL 37,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MISSISSIPPI POWER CO Preferred Stock 605417773 29,292 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MOLEX INC Common Stock 608554101 654,428 21,807 21,807 - ALL 21,807 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MOODYS CORP Common Stock 615369105 136,840 2,200 2,200 - ALL 2,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MORGAN STANLEY Common Stock 617446448 5,267,664 62,800 62,800 - ALL 62,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MORGAN STANLEY Preferred Stock 61747S504 41,104 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MOTOROLA INC Common Stock 620076109 6,143,670 347,100 347,100 - ALL 347,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- MYLAN LABS INC Common Stock 628530107 41,837 2,300 2,300 - ALL 2,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NEW YORK TIMES CO Common Stock 650111107 602,056 23,703 23,703 - ALL 23,703 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NEWELL FINL TR I Convertible Preferred 651195307 1,107,647 22,504 22,504 - ALL 22,504 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NEWELL RUBBERMAID IN Common Stock 651229106 73,575 2,500 2,500 - ALL 2,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NIKE INC Common Stock 654106103 198,186 3,400 3,400 - ALL 3,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NISOURCE INC Common Stock 65473P105 557,099 26,900 26,900 - ALL 26,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NORTHERN TR CORP Common Stock 665859104 102,784 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NOVELL INC Common Stock 670006105 159,695 20,500 20,500 - ALL 20,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NOVELLUS SYS INC Common Stock 670008101 192,632 6,790 6,790 - ALL 6,790 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- NVIDIA CORP Common Stock 67066G104 739,449 17,900 17,900 - ALL 17,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ORACLE SYSTEMS CORP Common Stock 68389X105 4,618,053 234,300 234,300 - ALL 234,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PC-TEL INC Common Stock 69325Q105 49,875 5,700 5,700 - ALL 5,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PMC-SIERRA INC Common Stock 69344F106 89,668 11,600 11,600 - ALL 11,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PUBLIC SERVICE NM Convertible Preferred 69349H206 1,144,850 22,897 22,897 - ALL 22,897 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PAYCHEX INC Common Stock 704326107 121,272 3,100 3,100 - ALL 3,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PEPSI-COLA BOTTLING Common Stock 713409100 40,416 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PEPSICO INC Common Stock 713448108 953,295 14,700 14,700 - ALL 14,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PERKINELMER INC Common Stock 714046109 489,928 18,800 18,800 - ALL 18,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PFIZER INC Common Stock 717081103 1,613,467 63,100 63,100 - ALL 63,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PHOTON DYNAMICS INC Common Stock 719364101 46,870 4,300 4,300 - ALL 4,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PLANAR SYS INC Common Stock 726900103 37,450 5,000 5,000 - ALL 5,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- T.ROWE PRICE GROUP I Common Stock 74144T108 124,536 2,400 2,400 - ALL 2,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PRINCIPAL FINANCIAL Preferred Stock 74251V300 56,910 2,100 2,100 - ALL 2,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- PROCTER & GAMBLE CO Common Stock 742718109 1,731,677 28,300 28,300 - ALL 28,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- QLOGIC CORP Common Stock 747277101 139,061 8,352 8,352 - ALL 8,352 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- QUALCOMM INC Common Stock 747525103 10,465,668 241,200 241,200 - ALL 241,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- RADIOSHACK CORP Common Stock 750438103 247,755 7,476 7,476 - ALL 7,476 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- REWARDS NETWORK INC Common Stock 761557107 35,409 8,700 8,700 - ALL 8,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- REYNOLDS AMERICAN IN Common Stock 761713106 97,800 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ROHM & HAAS CO Common Stock 775371107 65,616 1,200 1,200 - ALL 1,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SLM CORP Common Stock 78442P106 213,046 3,700 3,700 - ALL 3,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SLM CORP Preferred Stock 78442P205 34,836 725 725 - ALL 725 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- S&P500 SPDR Unit 78462F103 29,439,151 195,700 195,700 - ALL 195,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ST JUDE MED INC Common Stock 790849103 124,470 3,000 3,000 - ALL 3,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SANMINA SCI CORP Common Stock 800907107 84,823 27,100 27,100 - ALL 27,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SARA LEE CORP Common Stock 803111103 1,865,889 107,235 107,235 - ALL 107,235 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SCHERING PLOUGH CORP Common Stock 806605101 407,896 13,400 13,400 - ALL 13,400 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SCHERING PLOUGH CORP Convertible Preferred 806605606 1,460,349 21,226 21,226 - ALL 21,226 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SCHWAB CHARLES CP NE Common Stock 808513105 1,237,356 60,300 60,300 - ALL 60,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SCRIPPS (Ew) Co Common Stock 811054204 402,072 8,800 8,800 - ALL 8,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SHERWIN WILLIAMS CO Common Stock 824348106 66,470 1,000 1,000 - ALL 1,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SIGMA ALDRICH CORP Common Stock 826552101 46,937 1,100 1,100 - ALL 1,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SIMON PPTY GROUP INC Convertible Preferred 828806802 1,240,461 16,324 16,324 - ALL 16,324 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SOLECTRON CORP Common Stock 834182107 167,808 45,600 45,600 - ALL 45,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SOUTHERN CALIF EDISO Preferred Stock 842400202 29,760 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SOUTHERN UN CO NEW Convertible Preferred 844030809 1,325,062 22,077 22,077 - ALL 22,077 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SOUTHWEST AIRLS CO Common Stock 844741108 1,719,123 115,300 115,300 - ALL 115,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SOVEREIGN BANCORP IN Common Stock 845905108 1,193,036 56,435 56,435 - ALL 56,435 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SPRINT NEXTEL CORP Common Stock 852061100 2,992,595 144,500 144,500 - ALL 144,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- STARBUCKS CORP Common Stock 855244109 175,808 6,700 6,700 - ALL 6,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- STATE STR CORP Common Stock 857477103 205,200 3,000 3,000 - ALL 3,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- STRYKER CORP Common Stock 863667101 170,343 2,700 2,700 - ALL 2,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SUN MICROSYSTEMS INC Common Stock 866810104 941,014 178,900 178,900 - ALL 178,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SYMANTEC CORP Common Stock 871503108 1,106,940 54,799 54,799 - ALL 54,799 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- SYNOPSYS INC Common Stock 871607107 47,574 1,800 1,800 - ALL 1,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TECO ENERGY INC Common Stock 872375100 541,909 31,543 31,543 - ALL 31,543 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TJX COS INC NEW Common Stock 872540109 112,750 4,100 4,100 - ALL 4,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TARGET CORP Common Stock 87612E106 489,720 7,700 7,700 - ALL 7,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TEKTRONIX INC Common Stock 879131100 436,427 12,935 12,935 - ALL 12,935 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TELLABS INC Common Stock 879664100 238,872 22,200 22,200 - ALL 22,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TENET HEALTHCARE COR Common Stock 88033G100 154,938 23,800 23,800 - ALL 23,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TERADYNE INC Common Stock 880770102 172,636 9,820 9,820 - ALL 9,820 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TEXAS INSTRS INC Common Stock 882508104 2,705,597 71,900 71,900 - ALL 71,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- 3COM CORP Common Stock 885535104 51,625 12,500 12,500 - ALL 12,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TOLLGRADE COMMUNICAT Common Stock 889542106 54,860 5,200 5,200 - ALL 5,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- TRIBUNE CO NEW Common Stock 896047107 814,380 27,700 27,700 - ALL 27,700 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- UST INC Common Stock 902911106 80,565 1,500 1,500 - ALL 1,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- US BANCORP DEL Common Stock 902973155 41,840 1,600 1,600 - ALL 1,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- UNISYS CORP Common Stock 909214108 191,940 21,000 21,000 - ALL 21,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- UTSTARCOM INC Common Stock 918076100 30,855 5,500 5,500 - ALL 5,500 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- VARIAN MED SYS INC Common Stock 92220P105 46,761 1,100 1,100 - ALL 1,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- VERISIGN INC Common Stock 92343E102 475,950 15,000 15,000 - ALL 15,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- VIACOM INC NEW -B Common Stock 92553P201 1,440,398 34,600 34,600 - ALL 34,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- VULCAN MATLS CO Common Stock 929160109 103,086 900 900 - ALL 900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WACHOVIA CORP 2ND NE Common Stock 929903102 1 0 0 - ALL 0 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WAL MART STORES INC Common Stock 931142103 5,898,286 122,600 122,600 - ALL 122,600 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WALGREEN CO Common Stock 931422109 391,860 9,000 9,000 - ALL 9,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WASHINGTON MUT INC Common Stock 939322103 341,120 8,000 8,000 - ALL 8,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WASHINGTON MUT INC Convertible Preferred 939322848 1,222,492 22,213 22,213 - ALL 22,213 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WATERS CORP Common Stock 941848103 314,608 5,300 5,300 - ALL 5,300 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WATSON PHARMACEUTICA Common Stock 942683103 29,277 900 900 - ALL 900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WENDYS INTL INC Common Stock 950590109 29,400 800 800 - ALL 800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WESTERN UN CO Common Stock 959802109 145,810 7,000 7,000 - ALL 7,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WESTWOOD ONE INC Common Stock 961815107 51,049 7,100 7,100 - ALL 7,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WINDSTREAM CORP Common Stock 97381W104 6 0 0 - ALL 0 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- WYETH Common Stock 983024100 693,814 12,100 12,100 - ALL 12,100 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- XILINX INC Common Stock 983919101 1,339,437 50,035 50,035 - ALL 50,035 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- YAHOO INC Common Stock 984332106 1,950,647 71,900 71,900 - ALL 71,900 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- YUM BRANDS INC Common Stock 988498101 157,056 4,800 4,800 - ALL 4,800 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- ZIMMER HLDGS INC Common Stock 98956P102 186,758 2,200 2,200 - ALL 2,200 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- IPC HLDGS LTD Convertible Preferred G4933P119 175,140 6,000 6,000 - ALL 6,000 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ --------- XL CAP LTD Common Stock G98255121 1,257,023 42,785 42,785 - ALL 42,785 0 0 - ------------------------------------------------------------------------------------------ --------- - ------------------------------------------------------------------------------------------ ---------
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