-----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, JhoMHC5RHs2A1oebulOpb9kMfIAALL9fgGFV3ST19woPTCL0bIG5eCPtsViFuZtB WnO6tY5bhDz12moDR1DZVA== 0000909012-06-000231.txt : 20060214 0000909012-06-000231.hdr.sgml : 20060214 20060214164258 ACCESSION NUMBER: 0000909012-06-000231 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060214 DATE AS OF CHANGE: 20060214 EFFECTIVENESS DATE: 20060214 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: 06616155 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 t302365.txt HOLDINGS REPORT 13F-HR FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2005 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: 2908 Poston Avenue Suite 101 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 02/02/2005 - -------------------- ----------------- -------------------- 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: $341111021.00 List of Other Included Managers: NONE 13F HOLDINGS REPORT As of Date: 03/31/04
ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER VOTING AUTHORITY NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED NONE A D C TELECOMMUNICAT Common Stock 000886309 294,262.50 13,172 13,172 - ALL 13,172 0 0 ABBOTT LABS Common Stock 002824100 90,689.00 2,300 2,300 - ALL 2,300 0 0 ACE CASH EXPRESS INC Common Stock 004403101 42,030.00 1,800 1,800 - ALL 1,800 0 0 ADOBE SYS INC Common Stock 00724F101 4,494,336.00 121,600 121,600 - ALL 121,600 0 0 ADVANCED MICRO DEVIC Common Stock 007903107 948,600.00 31,000 31,000 - ALL 31,000 0 0 AFFILIATED COMPUTER Common Stock 008190100 970,552.00 16,400 16,400 - ALL 16,400 0 0 ALLERGAN INC Common Stock 018490102 21,592.00 200 200 - ALL 200 0 0 ALTERA CORP Common Stock 021441100 750,465.00 40,500 40,500 - ALL 40,500 0 0 ALTRIA GROUP INC Common Stock 02209S103 1,038,608.00 13,900 13,900 - ALL 13,900 0 0 AMERICAN EXPRESS CO Common Stock 025816109 2,331,138.00 45,300 45,300 - ALL 45,300 0 0 AMERIPRISE FINL INC Common Stock 03076C106 783,100.00 19,100 19,100 - ALL 19,100 0 0 AMSOUTH BANCORPORATI Common Stock 032165102 2,400,836.00 91,600 91,600 - ALL 91,600 0 0 ANALOG DEVICES INC Common Stock 032654105 1,294,907.00 36,100 36,100 - ALL 36,100 0 0 ANDREW CORP Common Stock 034425108 691,012.00 64,400 64,400 - ALL 64,400 0 0 APPLIED MICRO CIRCUI Common Stock 03822W109 655,607.00 255,100 255,100 - ALL 255,100 0 0 ARCHER DANIELS MIDLA Common Stock 039483102 1,092,438.00 44,300 44,300 - ALL 44,300 0 0 AUTODESK INC Common Stock 052769106 3,715,175.00 86,500 86,500 - ALL 86,500 0 0 AUTOMATIC DATA PROCE Common Stock 053015103 275,340.00 6,000 6,000 - ALL 6,000 0 0 AUTONATION INC Common Stock 05329W102 1,379,855.00 63,500 63,500 - ALL 63,500 0 0 AUTOZONE INC Common Stock 053332102 1,532,225.00 16,700 16,700 - ALL 16,700 0 0 AVAYA INC Common Stock 053499109 707,719.76 66,328 66,328 - ALL 66,328 0 0 AVERY DENNISON CORP Common Stock 053611109 4,239,209.00 76,700 76,700 - ALL 76,700 0 0 BB&T CORP Common Stock 054937107 2,447,544.00 58,400 58,400 - ALL 58,400 0 0 BMC SOFTWARE INC Common Stock 055921100 795,012.00 38,800 38,800 - ALL 38,800 0 0 BANK GRANITE FALLS N Common Stock 062401104 46,325.00 2,500 2,500 - ALL 2,500 0 0 BARD C R INC Common Stock 067383109 32,960.00 500 500 - ALL 500 0 0 BAUSCH & LOMB INC Common Stock 071707103 3,557,960.00 52,400 52,400 - ALL 52,400 0 0 BAXTER INTL INC Common Stock 071813109 112,950.00 3,000 3,000 - ALL 3,000 0 0 BEAR STEARNS COS INC Common Stock 073902108 3,893,361.00 33,700 33,700 - ALL 33,700 0 0 BECTON DICKINSON Common Stock 075887109 72,096.00 1,200 1,200 - ALL 1,200 0 0 BED BATH & BEYOND IN Common Stock 075896100 1,717,125.00 47,500 47,500 - ALL 47,500 0 0 BIG LOTS INC Common Stock 089302103 28,824.00 2,400 2,400 - ALL 2,400 0 0 BIOMET INC Common Stock 090613100 43,884.00 1,200 1,200 - ALL 1,200 0 0 BOSTON SCIENTIFIC CO Common Stock 101137107 63,674.00 2,600 2,600 - ALL 2,600 0 0 BRIGGS & STRATTON CO Common Stock 109043109 46,548.00 1,200 1,200 - ALL 1,200 0 0 BRISTOL MYERS SQUIBB Common Stock 110122108 68,940.00 3,000 3,000 - ALL 3,000 0 0 BROADCOM CORP Common Stock 111320107 754,400.00 16,000 16,000 - ALL 16,000 0 0 BROWN FORMAN DST 'B' Common Stock 115637209 4,221,588.00 60,900 60,900 - ALL 60,900 0 0 CVS CORP Common Stock 126650100 361,954.00 13,700 13,700 - ALL 13,700 0 0 CAPITAL ONE FINL COR Common Stock 14040H105 3,983,040.00 46,100 46,100 - ALL 46,100 0 0 CAREMARK RX INC Common Stock 141705103 787,208.00 15,200 15,200 - ALL 15,200 0 0 CIENA CORP Common Stock 171779101 826,848.00 278,400 278,400 - ALL 278,400 0 0 CITRIX SYS INC Common Stock 177376100 1,030,324.00 35,800 35,800 - ALL 35,800 0 0 CLOROX CO Common Stock 189054109 2,958,280.00 52,000 52,000 - ALL 52,000 0 0 COCA COLA CO Common Stock 191216100 491,782.00 12,200 12,200 - ALL 12,200 0 0 COCA COLA ENTERPRISE Common Stock 191219104 3,442,932.00 179,600 179,600 - ALL 179,600 0 0 COLGATE PALMOLIVE CO Common Stock 194162103 131,640.00 2,400 2,400 - ALL 2,400 0 0 COMMSCOPE INC Common Stock 203372107 64,416.00 3,200 3,200 - ALL 3,200 0 0 COMPASS BANCSHARES I Common Stock 20449H109 3,805,252.00 78,800 78,800 - ALL 78,800 0 0 COMPUTER ASSOC INTL Common Stock 204912109 3,737,994.00 132,600 132,600 - ALL 132,600 0 0 COMPUTER SCIENCES CO Common Stock 205363104 91,152.00 1,800 1,800 - ALL 1,800 0 0 COMPUWARE CORP Common Stock 205638109 910,455.00 101,500 101,500 - ALL 101,500 0 0 COMVERSE TECHNOLOGY Common Stock 205862402 781,746.00 29,400 29,400 - ALL 29,400 0 0 CONSTELLATION BRANDS Common Stock 21036P108 831,491.00 31,700 31,700 - ALL 31,700 0 0 CONVERGYS CORP Common Stock 212485106 20,605.00 1,300 1,300 - ALL 1,300 0 0 COUNTRYWIDE FIN CORP Common Stock 222372104 3,825,861.00 111,900 111,900 - ALL 111,900 0 0 CREE INC Common Stock 225447101 50,480.00 2,000 2,000 - ALL 2,000 0 0 DANAHER CORP Common Stock 235851102 3,848,820.00 69,000 69,000 - ALL 69,000 0 0 DARDEN RESTAURANTS I Common Stock 237194105 4,622,832.00 118,900 118,900 - ALL 118,900 0 0 DOLLAR GEN CORP Common Stock 256669102 133,490.00 7,000 7,000 - ALL 7,000 0 0 DOVER CORP Common Stock 260003108 3,648,149.00 90,100 90,100 - ALL 90,100 0 0 DRUGSTORE COM INC Common Stock 262241102 55,290.00 19,400 19,400 - ALL 19,400 0 0 E-TRADE FINL GRP Common Stock 269246104 934,528.00 44,800 44,800 - ALL 44,800 0 0 EATON CORP Common Stock 278058102 3,951,601.00 58,900 58,900 - ALL 58,900 0 0 EBAY INC Common Stock 278642103 2,002,475.00 46,300 46,300 - ALL 46,300 0 0 ELECTRONIC ARTS Common Stock 285512109 1,825,619.00 34,900 34,900 - ALL 34,900 0 0 ELECTRONIC DATA SYS Common Stock 285661104 132,220.00 5,500 5,500 - ALL 5,500 0 0 ELLIS PERRY INTL INC Common Stock 288853104 41,800.00 2,200 2,200 - ALL 2,200 0 0 EXPRESS SCRIPTS INC Common Stock 302182100 1,005,600.00 12,000 12,000 - ALL 12,000 0 0 EXXON MOBIL CORP Common Stock 30231G102 22,468.00 400 400 - ALL 400 0 0 FAMILY DLR STORES IN Common Stock 307000109 81,807.00 3,300 3,300 - ALL 3,300 0 0 FARO TECHNOLOGIES IN Common Stock 311642102 34,000.00 1,700 1,700 - ALL 1,700 0 0 FIRST BANCORP N C Common Stock 318910106 38,304.00 1,900 1,900 - ALL 1,900 0 0 FIRST CASH FINL SVCS Common Stock 31942D107 52,488.00 1,800 1,800 - ALL 1,800 0 0 FIRST CHARTER CORP Common Stock 319439105 47,320.00 2,000 2,000 - ALL 2,000 0 0 FIRST DATA CORP Common Stock 319963104 2,791,349.00 64,900 64,900 - ALL 64,900 0 0 FIRST HORIZON NATL C Common Stock 320517105 3,759,432.00 97,800 97,800 - ALL 97,800 0 0 FISERV INC Common Stock 337738108 77,886.00 1,800 1,800 - ALL 1,800 0 0 FISHER SCIENTIFIC IN Common Stock 338032204 810,366.00 13,100 13,100 - ALL 13,100 0 0 FOREST LABS INC Common Stock 345838106 16,272.00 400 400 - ALL 400 0 0 FRANKLIN RES INC Common Stock 354613101 4,033,029.00 42,900 42,900 - ALL 42,900 0 0 FREEPORT-MCMORAN COP Common Stock 35671D857 1,425,700.00 26,500 26,500 - ALL 26,500 0 0 G B & T BANCSHARES I Common Stock 361462104 42,820.00 2,000 2,000 - ALL 2,000 0 0 GAP INC Common Stock 364760108 2,813,580.00 159,500 159,500 - ALL 159,500 0 0 GENERAL ELEC CO Common Stock 369604103 210,300.00 6,000 6,000 - ALL 6,000 0 0 GENUINE PARTS CO Common Stock 372460105 3,645,360.00 83,000 83,000 - ALL 83,000 0 0 GOLDEN WEST FINL DEL Common Stock 381317106 3,960,000.00 60,000 60,000 - ALL 60,000 0 0 GOLDMAN SACHS GROUP Common Stock 38141G104 4,099,491.00 32,100 32,100 - ALL 32,100 0 0 GRAINGER W W INC Common Stock 384802104 1,244,250.00 17,500 17,500 - ALL 17,500 0 0 GUIDANT CORP Common Stock 401698105 123,025.00 1,900 1,900 - ALL 1,900 0 0 HCA INC. Common Stock 404119109 757,500.00 15,000 15,000 - ALL 15,000 0 0 HANDLEMAN CO DEL Common Stock 410252100 32,292.00 2,600 2,600 - ALL 2,600 0 0 HEALTH MGMT ASSOC IN Common Stock 421933102 234,972.00 10,700 10,700 - ALL 10,700 0 0 HILTON HOTELS CORP Common Stock 432848109 3,510,416.00 145,600 145,600 - ALL 145,600 0 0 HOME DEPOT INC Common Stock 437076102 4,784,736.00 118,200 118,200 - ALL 118,200 0 0 HOSPIRA INC Common Stock 441060100 47,058.00 1,100 1,100 - ALL 1,100 0 0 HUNTINGTON BANCSHARE Common Stock 446150104 3,458,000.00 145,600 145,600 - ALL 145,600 0 0 ITT INDS INC IND Common Stock 450911102 3,393,060.00 33,000 33,000 - ALL 33,000 0 0 ILLINOIS TOOL WKS IN Common Stock 452308109 457,548.00 5,200 5,200 - ALL 5,200 0 0 INTUIT Common Stock 461202103 1,359,150.00 25,500 25,500 - ALL 25,500 0 0 IS MSCI AUSTRIA Investment Fund 464286202 2,507,931.00 90,900 90,900 - ALL 90,900 0 0 IS MSCI BELGIUM Investment Fund 464286301 2,322,489.00 120,900 120,900 - ALL 120,900 0 0 IS MSCI FRANCE Investment Fund 464286707 2,395,356.00 92,200 92,200 - ALL 92,200 0 0 IS MSCI GERMAN Investment Fund 464286806 2,532,972.00 124,900 124,900 - ALL 124,900 0 0 IS MSCI MEXICO Investment Fund 464286822 2,803,235.00 78,500 78,500 - ALL 78,500 0 0 IS MSCI JAPAN Investment Fund 464286848 3,434,080.00 254,000 254,000 - ALL 254,000 0 0 IS MSCI ITALY Investment Fund 464286855 2,280,594.00 89,400 89,400 - ALL 89,400 0 0 ISHARES FTSE/XINHUA Investment Fund 464287184 2,433,990.00 39,500 39,500 - ALL 39,500 0 0 IS S&P500 Investment Fund 464287200 7,567,469.00 60,700 60,700 - ALL 60,700 0 0 JDS UNIPHASE CORP Common Stock 46612J101 819,392.00 347,200 347,200 - ALL 347,200 0 0 JABIL CIRCUIT INC Common Stock 466313103 411,699.00 11,100 11,100 - ALL 11,100 0 0 JOHNSON & JOHNSON Common Stock 478160104 360,600.00 6,000 6,000 - ALL 6,000 0 0 KIMBERLY CLARK CORP Common Stock 494368103 125,265.00 2,100 2,100 - ALL 2,100 0 0 KING PHARMACEUTICALS Common Stock 495582108 20,304.00 1,200 1,200 - ALL 1,200 0 0 KITE RLTY GROUP TR Common Stock 49803T102 47,957.00 3,100 3,100 - ALL 3,100 0 0 LEHMAN BROS HLDGS IN Common Stock 524908100 4,280,878.00 33,400 33,400 - ALL 33,400 0 0 ELI LILLY & CO Common Stock 532457108 96,203.00 1,700 1,700 - ALL 1,700 0 0 LIMITED BRANDS INC Common Stock 532716107 4,262,145.00 190,700 190,700 - ALL 190,700 0 0 LINEAR TECHNOLOGY CO Common Stock 535678106 3,477,148.00 96,400 96,400 - ALL 96,400 0 0 LIZ CLAIBORNE Common Stock 539320101 3,248,874.00 90,700 90,700 - ALL 90,700 0 0 LOWES COS INC Common Stock 548661107 4,152,918.00 62,300 62,300 - ALL 62,300 0 0 MBNA CORP Common Stock 55262L100 2,476,080.00 91,200 91,200 - ALL 91,200 0 0 MANOR CARE INC NEW Common Stock 564055101 99,425.00 2,500 2,500 - ALL 2,500 0 0 MARSHALL & ILSLEY CO Common Stock 571834100 3,654,096.00 84,900 84,900 - ALL 84,900 0 0 MAXIM INTEGRATED PRO Common Stock 57772K101 1,079,952.00 29,800 29,800 - ALL 29,800 0 0 MCCORMICK & CO INC Common Stock 579780206 2,186,044.00 70,700 70,700 - ALL 70,700 0 0 MCDONALDS CORP Common Stock 580135101 576,612.00 17,100 17,100 - ALL 17,100 0 0 MEDTRONIC INC Common Stock 585055106 339,663.00 5,900 5,900 - ALL 5,900 0 0 MERCK & CO INC Common Stock 589331107 104,973.00 3,300 3,300 - ALL 3,300 0 0 MERCURY INTERACTIVE Common Stock 589405109 728,098.00 26,200 26,200 - ALL 26,200 0 0 MERGE TECHNOLOGIES I Common Stock 589981109 60,096.00 2,400 2,400 - ALL 2,400 0 0 MERRILL LYNCH & CO Common Stock 590188108 4,145,076.00 61,200 61,200 - ALL 61,200 0 0 MICROSOFT CORP Common Stock 594918104 808,035.00 30,900 30,900 - ALL 30,900 0 0 MILLIPORE CORP Common Stock 601073109 515,112.00 7,800 7,800 - ALL 7,800 0 0 MOODYS CORP Common Stock 615369105 4,219,554.00 68,700 68,700 - ALL 68,700 0 0 MORGAN STANLEY Common Stock 617446448 1,611,416.00 28,400 28,400 - ALL 28,400 0 0 MOTOROLA INC Common Stock 620076109 2,882,484.00 127,600 127,600 - ALL 127,600 0 0 MYLAN LABS INC Common Stock 628530107 2,728,532.00 136,700 136,700 - ALL 136,700 0 0 NATIONAL SEMICONDUCT Common Stock 637640103 1,309,392.00 50,400 50,400 - ALL 50,400 0 0 NEWMONT MNG CORP HLD Common Stock 651639106 2,531,160.00 47,400 47,400 - ALL 47,400 0 0 NIKE INC Common Stock 654106103 1,102,233.00 12,700 12,700 - ALL 12,700 0 0 NOVELL INC Common Stock 670006105 891,830.00 101,000 101,000 - ALL 101,000 0 0 OFFICE DEPOT INC Common Stock 676220106 342,260.00 10,900 10,900 - ALL 10,900 0 0 OFFICEMAX INC DEL Common Stock 67622P101 60,864.00 2,400 2,400 - ALL 2,400 0 0 ORACLE SYSTEMS CORP Common Stock 68389X105 913,308.00 74,800 74,800 - ALL 74,800 0 0 OXFORD INDS INC Common Stock 691497309 71,110.00 1,300 1,300 - ALL 1,300 0 0 PMC-SIERRA INC Common Stock 69344F106 686,190.00 89,000 89,000 - ALL 89,000 0 0 PALL CORP Common Stock 696429307 3,561,636.00 132,600 132,600 - ALL 132,600 0 0 PARAMETRIC TECHNOLOG Common Stock 699173100 722,240.00 118,400 118,400 - ALL 118,400 0 0 PARKER HANNIFIN CORP Common Stock 701094104 3,852,064.00 58,400 58,400 - ALL 58,400 0 0 PAYCHEX INC Common Stock 704326107 125,796.00 3,300 3,300 - ALL 3,300 0 0 PEPSI-COLA BOTTLING Common Stock 713409100 3,633,470.00 127,000 127,000 - ALL 127,000 0 0 PEPSICO INC Common Stock 713448108 567,168.00 9,600 9,600 - ALL 9,600 0 0 PERKINELMER INC Common Stock 714046109 11,780.00 500 500 - ALL 500 0 0 PFIZER INC Common Stock 717081103 263,516.00 11,300 11,300 - ALL 11,300 0 0 PITNEY BOWES INC Common Stock 724479100 4,284,150.00 101,400 101,400 - ALL 101,400 0 0 T.ROWE PRICE GROUP I Common Stock 74144T108 3,997,665.00 55,500 55,500 - ALL 55,500 0 0 PRINCIPAL FINANCIAL Common Stock 74251V102 1,294,839.00 27,300 27,300 - ALL 27,300 0 0 PROCTER & GAMBLE CO Common Stock 742718109 943,444.00 16,300 16,300 - ALL 16,300 0 0 QLOGIC CORP Common Stock 747277101 721,722.00 22,200 22,200 - ALL 22,200 0 0 QUALCOMM INC Common Stock 747525103 1,219,164.00 28,300 28,300 - ALL 28,300 0 0 RF MICRODEVICES INC Common Stock 749941100 45,985.00 8,500 8,500 - ALL 8,500 0 0 REEBOK INTL LTD Common Stock 758110100 1,467,396.00 25,200 25,200 - ALL 25,200 0 0 REYNOLDS AMERICAN IN Common Stock 761713106 4,232,652.00 44,400 44,400 - ALL 44,400 0 0 ROCKWELL AUTOMATION Common Stock 773903109 3,999,216.00 67,600 67,600 - ALL 67,600 0 0 RYDER SYS INC Common Stock 783549108 2,797,564.00 68,200 68,200 - ALL 68,200 0 0 SLM CORP Common Stock 78442P106 3,718,575.00 67,500 67,500 - ALL 67,500 0 0 SABRE GROUP HLDGS IN Common Stock 785905100 31,343.00 1,300 1,300 - ALL 1,300 0 0 ST JUDE MED INC Common Stock 790849103 85,340.00 1,700 1,700 - ALL 1,700 0 0 SCHERING PLOUGH CORP Common Stock 806605101 43,785.00 2,100 2,100 - ALL 2,100 0 0 SCHWAB CHARLES CP NE Common Stock 808513105 3,739,383.00 254,900 254,900 - ALL 254,900 0 0 SCIENTIFIC ATLANTA Common Stock 808655104 4,199,325.00 97,500 97,500 - ALL 97,500 0 0 SHERWIN WILLIAMS CO Common Stock 824348106 3,697,188.00 81,400 81,400 - ALL 81,400 0 0 SIEBEL SYS INC Common Stock 826170102 922,576.00 87,200 87,200 - ALL 87,200 0 0 SPRINT -FON Common Stock 852061100 735,956.74 31,505 31,505 - ALL 31,505 0 0 STAPLES INC Common Stock 855030102 1,880,388.00 82,800 82,800 - ALL 82,800 0 0 STARBUCKS CORP Common Stock 855244109 1,176,392.00 39,200 39,200 - ALL 39,200 0 0 STRYKER CORP Common Stock 863667101 62,202.00 1,400 1,400 - ALL 1,400 0 0 SYMANTEC CORP Common Stock 871503108 663,162.50 37,895 37,895 - ALL 37,895 0 0 TJX COS INC NEW Common Stock 872540109 4,297,550.00 185,000 185,000 - ALL 185,000 0 0 TALX CORP Common Stock 874918105 89,134.50 1,950 1,950 - ALL 1,950 0 0 TARGET CORP Common Stock 87612E106 1,066,418.00 19,400 19,400 - ALL 19,400 0 0 TEKTRONIX INC Common Stock 879131100 1,410,500.00 50,000 50,000 - ALL 50,000 0 0 TENET HEALTHCARE COR Common Stock 88033G100 115,666.00 15,100 15,100 - ALL 15,100 0 0 TEXAS INSTRS INC Common Stock 882508104 2,360,352.00 73,600 73,600 - ALL 73,600 0 0 TEXTRON INC Common Stock 883203101 3,856,698.00 50,100 50,100 - ALL 50,100 0 0 THERMO ELECTRON CORP Common Stock 883556102 756,263.00 25,100 25,100 - ALL 25,100 0 0 3M CO Common Stock 88579Y101 1,480,250.00 19,100 19,100 - ALL 19,100 0 0 TIFFANY & CO NEW Common Stock 886547108 2,373,980.00 62,000 62,000 - ALL 62,000 0 0 TRADESTATION GROUP I Common Stock 89267P105 95,326.00 7,700 7,700 - ALL 7,700 0 0 TYCO INTL LTD NEW Common Stock 902124106 135,642.00 4,700 4,700 - ALL 4,700 0 0 UST INC Common Stock 902911106 3,629,787.00 88,900 88,900 - ALL 88,900 0 0 US BANCORP DEL Common Stock 902973304 2,418,101.00 80,900 80,900 - ALL 80,900 0 0 UNISYS CORP Common Stock 909214108 1,604,416.00 275,200 275,200 - ALL 275,200 0 0 VULCAN MATLS CO Common Stock 929160109 2,242,525.00 33,100 33,100 - ALL 33,100 0 0 WSFS FINL CORP Common Stock 929328102 49,000.00 800 800 - ALL 800 0 0 WACHOVIA CORP 2ND NE Common Stock 929903102 3,916,926.00 74,100 74,100 - ALL 74,100 0 0 WALGREEN CO Common Stock 931422109 743,568.00 16,800 16,800 - ALL 16,800 0 0 WATERS CORP Common Stock 941848103 15,120.00 400 400 - ALL 400 0 0 WATSON PHARMACEUTICA Common Stock 942683103 3,251.00 100 100 - ALL 100 0 0 WELLS FARGO & CO NEW Common Stock 949746101 2,418,955.00 38,500 38,500 - ALL 38,500 0 0 WENDYS INTL INC Common Stock 950590109 4,326,858.00 78,300 78,300 - ALL 78,300 0 0 WITNESS SYS INC Common Stock 977424100 49,175.00 2,500 2,500 - ALL 2,500 0 0 WORLD ACCEP CORP DEL Common Stock 981419104 45,600.00 1,600 1,600 - ALL 1,600 0 0 WYETH Common Stock 983024100 87,533.00 1,900 1,900 - ALL 1,900 0 0 XILINX INC Common Stock 983919101 1,159,660.00 46,000 46,000 - ALL 46,000 0 0 YAHOO INC Common Stock 984332106 2,174,490.00 55,500 55,500 - ALL 55,500 0 0 YUM BRANDS INC Common Stock 988498101 1,336,080.00 28,500 28,500 - ALL 28,500 0 0 ZIMMER HLDGS INC Common Stock 98956P102 80,928.00 1,200 1,200 - ALL 1,200 0 0 COOPER INDS LTD Common Stock G24182100 3,007,600.00 41,200 41,200 - ALL 41,200 0 0 INGERSOLL-RAND COMPA Common Stock G4776G101 4,008,741.00 99,300 99,300 - ALL 99,300 0 0
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