-----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, M/BfnyicPI4cxdp4r50wF0BeUQ2CCTjip1EzYNBvmCgpv6t6raKu9Av7JTRFRb1P hxkOG/n+vlcsK7xdsks9/A== 0000909012-05-000380.txt : 20050510 0000909012-05-000380.hdr.sgml : 20050510 20050510105732 ACCESSION NUMBER: 0000909012-05-000380 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050510 DATE AS OF CHANGE: 20050510 EFFECTIVENESS DATE: 20050510 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: 05814441 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 t301808.txt FORM 13F HOLDINGS REPORT Arthur B. Laffer Jr. (615)320-3889 ablafferjr@lafferinvestments.com 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: March 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 05/09/05 - ----------------------- ----------------- -------------- 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: $325,461,785.52 List of Other Included Managers: NONE 13F HOLDINGS REPORT As of Date: 12/31/04
INVESTMENT ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER VOTING AUTHORITY NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED NONE 3M CO Common Stock 88579Y101 2,459,303.00 28,700.00 28,700.00 - ALL 28,700.00 - - ACE CASH EXPRESS INC Common Stock 4403101 40,950.00 1,800.00 1,800.00 - ALL 1,800.00 - - ADC TELECOMMUNICATIO Common Stock 886101 115,527.46 58,054.00 58,054.00 - ALL 58,054.00 - - ADOBE SYS INC Common Stock 00724F101 3,209,919.96 47,788.00 47,788.00 - ALL 47,788.00 - - ADVANCED MICRO DEVIC Common Stock 7903107 210,285.40 13,045.00 13,045.00 - ALL 13,045.00 - - AFFILIATED COMPUTER Common Stock 8190100 228,932.00 4,300.00 4,300.00 - ALL 4,300.00 - - AGILENT TECHNOLOGIES Common Stock 00846U101 336,729.60 15,168.00 15,168.00 - ALL 15,168.00 - - ALTERA CORP Common Stock 21441100 245,450.02 12,409.00 12,409.00 - ALL 12,409.00 - - ALTRIA GROUP INC Common Stock 02209S103 1,458,197.00 22,300.00 22,300.00 - ALL 22,300.00 - - AMERICAN EXPRESS CO Common Stock 25816109 6,852,552.52 133,396.00 133,396.00 - ALL 133,396.00 - - AMERICAN INTL GROUP Common Stock 26874107 3,695,847.00 66,700.00 66,700.00 - ALL 66,700.00 - - AMSOUTH BANCORPORATI Common Stock 32165102 515,522.70 19,866.00 19,866.00 - ALL 19,866.00 - - ANALOG DEVICES INC Common Stock 32654105 401,081.72 11,098.00 11,098.00 - ALL 11,098.00 - - APPLE COMPUTER INC Common Stock 37833100 558,378.00 13,400.00 13,400.00 - ALL 13,400.00 - - APPLIED MATERIALS IN Common Stock 38222105 1,456,000.00 89,600.00 89,600.00 - ALL 89,600.00 - - APPLIED MICRO CIRCUI Common Stock 03822W109 101,104.99 30,731.00 30,731.00 - ALL 30,731.00 - - ARCHER DANIELS MIDLA Common Stock 39483102 1,777,134.00 72,300.00 72,300.00 - ALL 72,300.00 - - AUTODESK INC Common Stock 52769106 1,737,626.88 58,388.00 58,388.00 - ALL 58,388.00 - - AUTOMATIC DATA PROCE Common Stock 53015103 341,620.00 7,600.00 7,600.00 - ALL 7,600.00 - - AUTONATION INC Common Stock 05329W102 132,580.00 7,000.00 7,000.00 - ALL 7,000.00 - - AUTOZONE INC Common Stock 53332102 188,540.00 2,200.00 2,200.00 - ALL 2,200.00 - - AVERY DENNISON CORP Common Stock 53611109 631,686.00 10,200.00 10,200.00 - ALL 10,200.00 - - AVON PRODS INC Common Stock 54303102 1,696,130.00 39,500.00 39,500.00 - ALL 39,500.00 - - BANK AMER CORP Common Stock 60505104 4,538,727.90 102,919.00 102,919.00 - ALL 102,919.00 - - BANK GRANITE FALLS N Common Stock 62401104 46,225.00 2,500.00 2,500.00 - ALL 2,500.00 - - BAUSCH & LOMB INC Common Stock 71707103 1,070,180.00 14,600.00 14,600.00 - ALL 14,600.00 - - BB&T CORP Common Stock 54937107 240,889.12 6,164.00 6,164.00 - ALL 6,164.00 - - BEAR STEARNS COS INC Common Stock 73902108 1,928,070.00 19,300.00 19,300.00 - ALL 19,300.00 - - BED BATH & BEYOND IN Common Stock 75896100 295,974.00 8,100.00 8,100.00 - ALL 8,100.00 - - BMC SOFTWARE INC Common Stock 55921100 163,665.00 10,911.00 10,911.00 - ALL 10,911.00 - - BRIGGS & STRATTON CO Common Stock 109043109 43,692.00 1,200.00 1,200.00 - ALL 1,200.00 - - BROADCOM CORP Common Stock 111320107 285,406.88 9,539.00 9,539.00 - ALL 9,539.00 - - BROWN FORMAN DST 'B' Common Stock 115637209 405,478.50 7,406.00 7,406.00 - ALL 7,406.00 - - BRUNSWICK CORP Common Stock 117043109 1,330,540.00 28,400.00 28,400.00 - ALL 28,400.00 - - CAPITAL ONE FINL COR Common Stock 14040H105 2,795,949.38 37,394.00 37,394.00 - ALL 37,394.00 - - CAREMARK RX INC Common Stock 141705103 477,360.00 12,000.00 12,000.00 - ALL 12,000.00 - - CARNIVAL CORP Common Stock 143658300 4,327,482.06 83,526.00 83,526.00 - ALL 83,526.00 - - CENTEX CORP Common Stock 152312104 183,264.00 3,200.00 3,200.00 - ALL 3,200.00 - - CIENA CORP Common Stock 171779101 76,257.92 44,336.00 44,336.00 - ALL 44,336.00 - - CIRCUIT CITY STORE I Common Stock 172737108 79,303.05 4,941.00 4,941.00 - ALL 4,941.00 - - CISCO SYS INC Common Stock 17275R102 2,830,072.77 158,193.00 158,193.00 - ALL 158,193.00 - - CITIGROUP INC Common Stock 172967101 4,795,098.00 106,700.00 106,700.00 - ALL 106,700.00 - - CITRIX SYS INC Common Stock 177376100 397,293.78 16,679.00 16,679.00 - ALL 16,679.00 - - COCA COLA CO Common Stock 191216100 975,578.04 23,412.00 23,412.00 - ALL 23,412.00 - - COCA COLA ENTERPRISE Common Stock 191219104 1,745,513.28 85,064.00 85,064.00 - ALL 85,064.00 - - COMERICA INC Common Stock 200340107 203,796.00 3,700.00 3,700.00 - ALL 3,700.00 - - COMMSCOPE INC Common Stock 203372107 47,872.00 3,200.00 3,200.00 - ALL 3,200.00 - - COMPASS BANCSHARES I Common Stock 20449H109 140,740.00 3,100.00 3,100.00 - ALL 3,100.00 - - COMPUTER ASSOC INTL Common Stock 204912109 1,970,413.90 72,709.00 72,709.00 - ALL 72,709.00 - - COMPUTER SCIENCES CO Common Stock 205363104 396,281.55 8,643.00 8,643.00 - ALL 8,643.00 - - COMPUWARE CORP Common Stock 205638109 300,168.00 41,690.00 41,690.00 - ALL 41,690.00 - - COMVERSE TECHNOLOGY Common Stock 205862402 90,489.36 3,588.00 3,588.00 - ALL 3,588.00 - - CONVERGYS CORP Common Stock 212485106 25,381.00 1,700.00 1,700.00 - ALL 1,700.00 - - COOPER INDS LTD Common Stock G24182100 2,008,853.76 28,088.00 28,088.00 - ALL 28,088.00 - - COUNTRYWIDE FIN CORP Common Stock 222372104 1,911,050.04 58,874.00 58,874.00 - ALL 58,874.00 - - CREE INC Common Stock 225447101 43,500.00 2,000.00 2,000.00 - ALL 2,000.00 - - DANAHER CORP Common Stock 235851102 2,168,446.00 40,600.00 40,600.00 - ALL 40,600.00 - - DARDEN RESTAURANTS I Common Stock 237194105 88,972.00 2,900.00 2,900.00 - ALL 2,900.00 - - DELL INC Common Stock 24702R101 2,464,681.42 64,151.00 64,151.00 - ALL 64,151.00 - - DISNEY WALT PRODTNS Common Stock 254687106 1,037,153.00 36,100.00 36,100.00 - ALL 36,100.00 - - DOLLAR GEN CORP Common Stock 256669102 348,369.00 15,900.00 15,900.00 - ALL 15,900.00 - - DOVER CORP Common Stock 260003108 1,420,904.00 37,600.00 37,600.00 - ALL 37,600.00 - - DRUGSTORE COM INC Common Stock 262241102 50,052.00 19,400.00 19,400.00 - ALL 19,400.00 - - EATON CORP Common Stock 278058102 1,929,300.00 29,500.00 29,500.00 - ALL 29,500.00 - - EBAY INC Common Stock 278642103 2,331,507.24 62,574.00 62,574.00 - ALL 62,574.00 - - ELECTRONIC ARTS Common Stock 285512109 1,631,070.00 31,500.00 31,500.00 - ALL 31,500.00 - - ELECTRONIC DATA SYS Common Stock 285661104 140,556.00 6,800.00 6,800.00 - ALL 6,800.00 - - ELLIS PERRY INTL INC Common Stock 288853104 49,368.00 2,200.00 2,200.00 - ALL 2,200.00 - - EQUITY RESIDENTIAL P Common Stock 29476L107 1,420,461.00 44,100.00 44,100.00 - ALL 44,100.00 - - E-TRADE FINL GRP Common Stock 269246104 216,396.00 18,033.00 18,033.00 - ALL 18,033.00 - - EXPRESS SCRIPTS INC Common Stock 302182100 183,099.00 2,100.00 2,100.00 - ALL 2,100.00 - - FANNIE MAE Common Stock 313586109 2,880,405.00 52,900.00 52,900.00 - ALL 52,900.00 - - FARO TECHNOLOGIES IN Common Stock 311642102 40,018.00 1,700.00 1,700.00 - ALL 1,700.00 - - FEDEX CORP Common Stock 31428X106 526,120.00 5,600.00 5,600.00 - ALL 5,600.00 - - FIRST BANCORP N C Common Stock 318910106 43,016.00 1,900.00 1,900.00 - ALL 1,900.00 - - FIRST CASH FINL SVCS Common Stock 31942D107 38,106.00 1,800.00 1,800.00 - ALL 1,800.00 - - FIRST CHARTER CORP Common Stock 319439105 45,180.00 2,000.00 2,000.00 - ALL 2,000.00 - - FIRST DATA CORP Common Stock 319963104 1,568,469.00 39,900.00 39,900.00 - ALL 39,900.00 - - FIRST HORIZON NATL C Common Stock 320517105 1,134,410.69 27,811.00 27,811.00 - ALL 27,811.00 - - FISERV INC Common Stock 337738108 99,500.00 2,500.00 2,500.00 - ALL 2,500.00 - - FRANKLIN RES INC Common Stock 354613101 2,847,876.60 41,484.00 41,484.00 - ALL 41,484.00 - - FREDDIE MAC Common Stock 313400301 3,867,840.00 61,200.00 61,200.00 - ALL 61,200.00 - - FREEPORT-MCMORAN COP Common Stock 35671D857 422,361.43 10,663.00 10,663.00 - ALL 10,663.00 - - FREESCALE SEMICONDUC Common Stock 35687M206 146,625.00 8,500.00 8,500.00 - ALL 8,500.00 - - G B & T BANCSHARES I Common Stock 361462104 43,320.00 2,000.00 2,000.00 - ALL 2,000.00 - - GAP INC Common Stock 364760108 1,745,583.84 79,926.00 79,926.00 - ALL 79,926.00 - - GENERAL ELEC CO Common Stock 369604103 187,512.00 5,200.00 5,200.00 - ALL 5,200.00 - - GENUINE PARTS CO Common Stock 372460105 1,993,799.05 45,845.00 45,845.00 - ALL 45,845.00 - - GILEAD SCIENCES INC Common Stock 375558103 272,080.00 7,600.00 7,600.00 - ALL 7,600.00 - - GOLDEN WEST FINL DEL Common Stock 381317106 879,307.00 14,534.00 14,534.00 - ALL 14,534.00 - - GOLDMAN SACHS GROUP Common Stock 38141G104 439,960.00 4,000.00 4,000.00 - ALL 4,000.00 - - GUIDANT CORP Common Stock 401698105 413,840.00 5,600.00 5,600.00 - ALL 5,600.00 - - HALLIBURTON CO Common Stock 406216101 2,313,875.00 53,500.00 53,500.00 - ALL 53,500.00 - - HANDLEMAN CO DEL Common Stock 410252100 49,296.00 2,600.00 2,600.00 - ALL 2,600.00 - - HARLEY DAVIDSON INC Common Stock 412822108 1,842,544.00 31,900.00 31,900.00 - ALL 31,900.00 - - HARTFORD FINL SVCS G Common Stock 416515104 1,809,984.00 26,400.00 26,400.00 - ALL 26,400.00 - - HCA INC. Common Stock 404119109 1,178,540.00 22,000.00 22,000.00 - ALL 22,000.00 - - HEALTH MGMT ASSOC IN Common Stock 421933102 322,014.00 12,300.00 12,300.00 - ALL 12,300.00 - - HILTON HOTELS CORP Common Stock 432848109 402,679.95 18,017.00 18,017.00 - ALL 18,017.00 - - HOME DEPOT INC Common Stock 437076102 9,441,914.88 246,912.00 246,912.00 - ALL 246,912.00 - - HUNTINGTON BANCSHARE Common Stock 446150104 1,259,530.00 52,700.00 52,700.00 - ALL 52,700.00 - - ILLINOIS TOOL WKS IN Common Stock 452308109 1,360,856.00 15,200.00 15,200.00 - ALL 15,200.00 - - IMS HEALTH INC Common Stock 449934108 160,974.00 6,600.00 6,600.00 - ALL 6,600.00 - - INGERSOLL-RAND COMPA Common Stock G4776G101 2,846,770.65 35,741.00 35,741.00 - ALL 35,741.00 - - INTEL CORP Common Stock 458140100 9,417,999.52 405,424.00 405,424.00 - ALL 405,424.00 - - INTL BUSINESS MCHN Common Stock 459200101 4,815,726.00 52,700.00 52,700.00 - ALL 52,700.00 - - INTUIT Common Stock 461202103 672,044.58 15,354.00 15,354.00 - ALL 15,354.00 - - IS MSCI EMU Common Stock 464286608 8,748,000.00 121,500.00 121,500.00 - ALL 121,500.00 - - IS MSCI JAPAN Common Stock 464286848 9,237,494.00 880,600.00 880,600.00 - ALL 880,600.00 - - IS S&P500 Common Stock 464287200 7,151,674.00 60,700.00 60,700.00 - ALL 60,700.00 - - ITT INDS INC IND Common Stock 450911102 135,360.00 1,500.00 1,500.00 - ALL 1,500.00 - - J P MORGAN CHASE & C Common Stock 46625H100 6,249,175.20 180,612.00 180,612.00 - ALL 180,612.00 - - JABIL CIRCUIT INC Common Stock 466313103 220,915.92 7,746.00 7,746.00 - ALL 7,746.00 - - JANUS CAP GROUP INC Common Stock 47102X105 155,082.15 11,117.00 11,117.00 - ALL 11,117.00 - - JDS UNIPHASE CORP Common Stock 46612J101 90,736.11 54,333.00 54,333.00 - ALL 54,333.00 - - KEYCORP Common Stock 493267108 1,538,130.00 47,400.00 47,400.00 - ALL 47,400.00 - - KITE RLTY GROUP TR Common Stock 49803T102 44,640.00 3,100.00 3,100.00 - ALL 3,100.00 - - KLA-TENCOR CORP Common Stock 482480100 506,110.00 11,000.00 11,000.00 - ALL 11,000.00 - - LABORATORY CORP AMER Common Stock 50540R409 183,160.00 3,800.00 3,800.00 - ALL 3,800.00 - - LEHMAN BROS HLDGS IN Common Stock 524908100 3,135,528.00 33,300.00 33,300.00 - ALL 33,300.00 - - LEXMARK INTL INC. Common Stock 529771107 344,510.76 4,308.00 4,308.00 - ALL 4,308.00 - - LIMITED BRANDS INC Common Stock 532716107 386,370.00 15,900.00 15,900.00 - ALL 15,900.00 - - LINEAR TECHNOLOGY CO Common Stock 535678106 2,250,329.40 58,740.00 58,740.00 - ALL 58,740.00 - - LIZ CLAIBORNE Common Stock 539320101 1,240,017.00 30,900.00 30,900.00 - ALL 30,900.00 - - LOWES COS INC Common Stock 548661107 5,636,381.52 98,728.00 98,728.00 - ALL 98,728.00 - - LSI LOGIC CORP Common Stock 502161102 137,955.61 24,679.00 24,679.00 - ALL 24,679.00 - - LUCENT TECHNOLOGIES Common Stock 549463107 328,825.75 119,573.00 119,573.00 - ALL 119,573.00 - - MANOR CARE INC NEW Common Stock 564055101 163,620.00 4,500.00 4,500.00 - ALL 4,500.00 - - MAPICS INC Common Stock 564910107 47,101.00 3,700.00 3,700.00 - ALL 3,700.00 - - MARRIOTT INTL INC NE Common Stock 571903202 2,119,462.00 31,700.00 31,700.00 - ALL 31,700.00 - - MARSHALL & ILSLEY CO Common Stock 571834100 2,061,448.00 49,376.00 49,376.00 - ALL 49,376.00 - - MAXIM INTEGRATED PRO Common Stock 57772K101 691,969.97 16,931.00 16,931.00 - ALL 16,931.00 - - MBNA CORP Common Stock 55262L100 2,145,670.00 87,400.00 87,400.00 - ALL 87,400.00 - - MCDONALDS CORP Common Stock 580135101 697,536.00 22,400.00 22,400.00 - ALL 22,400.00 - - MEDCO HEALTH SOLUTIO Common Stock 58405U102 371,775.00 7,500.00 7,500.00 - ALL 7,500.00 - - MELLON FINL CORP Common Stock 58551A108 1,361,358.00 47,700.00 47,700.00 - ALL 47,700.00 - - MERCURY INTERACTIVE Common Stock 589405109 374,396.76 7,902.00 7,902.00 - ALL 7,902.00 - - MERGE TECHNOLOGIES I Common Stock 589981109 42,120.00 2,400.00 2,400.00 - ALL 2,400.00 - - MERRILL LYNCH & CO Common Stock 590188108 4,001,620.00 70,700.00 70,700.00 - ALL 70,700.00 - - MGIC INVT CORP WIS Common Stock 552848103 154,175.00 2,500.00 2,500.00 - ALL 2,500.00 - - MICROSOFT CORP Common Stock 594918104 5,002,078.18 206,954.00 206,954.00 - ALL 206,954.00 - - MILLIPORE CORP Common Stock 601073109 585,900.00 13,500.00 13,500.00 - ALL 13,500.00 - - MOLEX INC Common Stock 608554101 1,117,664.00 42,400.00 42,400.00 - ALL 42,400.00 - - MOLSON COORS BREWING Common Stock 60871R209 88,591.16 1,148.00 1,148.00 - ALL 1,148.00 - - MOODYS CORP Common Stock 615369105 1,609,114.00 19,900.00 19,900.00 - ALL 19,900.00 - - MORGAN STANLEY Common Stock 617446448 4,574,275.00 79,900.00 79,900.00 - ALL 79,900.00 - - MOTOROLA INC Common Stock 620076109 3,998,007.96 267,068.00 267,068.00 - ALL 267,068.00 - - NATIONAL SEMICONDUCT Common Stock 637640103 274,751.91 13,331.00 13,331.00 - ALL 13,331.00 - - NETWORK APPLIANCE IN Common Stock 64120L104 193,620.00 7,000.00 7,000.00 - ALL 7,000.00 - - NEXTEL COMMUNICATION Common Stock 65332V103 855,953.56 30,118.00 30,118.00 - ALL 30,118.00 - - NIKE INC Common Stock 654106103 2,957,505.00 35,500.00 35,500.00 - ALL 35,500.00 - - NORDSTROM INC Common Stock 655664100 227,058.00 4,100.00 4,100.00 - ALL 4,100.00 - - NORTHERN TR CORP Common Stock 665859104 1,324,920.00 30,500.00 30,500.00 - ALL 30,500.00 - - NOVELL INC Common Stock 670006105 123,383.92 20,702.00 20,702.00 - ALL 20,702.00 - - NOVELLUS SYS INC Common Stock 670008101 138,996.00 5,200.00 5,200.00 - ALL 5,200.00 - - NVIDIA CORP Common Stock 67066G104 225,862.56 9,506.00 9,506.00 - ALL 9,506.00 - - OFFICE DEPOT INC Common Stock 676220106 190,748.00 8,600.00 8,600.00 - ALL 8,600.00 - - OFFICEMAX INC DEL Common Stock 67622P101 87,100.00 2,600.00 2,600.00 - ALL 2,600.00 - - ORACLE SYSTEMS CORP Common Stock 68389X105 1,832,500.80 146,835.00 146,835.00 - ALL 146,835.00 - - OXFORD INDS INC Common Stock 691497309 47,567.00 1,300.00 1,300.00 - ALL 1,300.00 - - PALL CORP Common Stock 696429307 1,337,016.00 49,300.00 49,300.00 - ALL 49,300.00 - - PALMSOURCE INC Common Stock 697154102 43,392.00 4,800.00 4,800.00 - ALL 4,800.00 - - PARAMETRIC TECHNOLOG Common Stock 699173100 217,540.44 38,916.00 38,916.00 - ALL 38,916.00 - - PARKER HANNIFIN CORP Common Stock 701094104 121,840.00 2,000.00 2,000.00 - ALL 2,000.00 - - PAYCHEX INC Common Stock 704326107 164,100.00 5,000.00 5,000.00 - ALL 5,000.00 - - PERKINELMER INC Common Stock 714046109 1,167,658.00 56,600.00 56,600.00 - ALL 56,600.00 - - PHELPS DODGE CORP Common Stock 717265102 333,572.67 3,279.00 3,279.00 - ALL 3,279.00 - - PITNEY BOWES INC Common Stock 724479100 983,616.00 21,800.00 21,800.00 - ALL 21,800.00 - - PMC-SIERRA INC Common Stock 69344F106 105,248.00 11,960.00 11,960.00 - ALL 11,960.00 - - PPG INDS INC Common Stock 693506107 160,347.84 2,242.00 2,242.00 - ALL 2,242.00 - - PRINCIPAL FINANCIAL Common Stock 74251V102 624,769.68 16,232.00 16,232.00 - ALL 16,232.00 - - PROLOGIS TR Common Stock 743410102 417,300.80 11,248.00 11,248.00 - ALL 11,248.00 - - PROVIDIAN FINL CORP Common Stock 74406A102 228,228.00 13,300.00 13,300.00 - ALL 13,300.00 - - QLOGIC CORP Common Stock 747277101 223,560.00 5,520.00 5,520.00 - ALL 5,520.00 - - QUALCOMM INC Common Stock 747525103 2,545,452.45 69,453.00 69,453.00 - ALL 69,453.00 - - QUEST DIAGNOSTICS IN Common Stock 74834L100 294,364.00 2,800.00 2,800.00 - ALL 2,800.00 - - RADIOSHACK CORP Common Stock 750438103 1,100,050.00 44,900.00 44,900.00 - ALL 44,900.00 - - RAYTHEON CO Common Stock 755111507 201,433.50 5,205.00 5,205.00 - ALL 5,205.00 - - REGIONS FINL CORP Common Stock 7591EP100 736,905.61 22,744.00 22,744.00 - ALL 22,744.00 - - REYNOLDS AMERICAN IN Common Stock 761713106 1,870,896.85 23,215.00 23,215.00 - ALL 23,215.00 - - RF MICRODEVICES INC Common Stock 749941100 44,370.00 8,500.00 8,500.00 - ALL 8,500.00 - - ROCKWELL AUTOMATION Common Stock 773903109 609,106.56 10,754.00 10,754.00 - ALL 10,754.00 - - ROCKWELL COLLINS INC Common Stock 774341101 394,997.00 8,300.00 8,300.00 - ALL 8,300.00 - - RYDER SYS INC Common Stock 783549108 240,609.00 5,770.00 5,770.00 - ALL 5,770.00 - - S&P500 SPRD Common Stock 78462F103 22,435,992.00 190,200.00 190,200.00 - ALL 190,200.00 - - SABRE GROUP HLDGS IN Common Stock 785905100 146,596.00 6,700.00 6,700.00 - ALL 6,700.00 - - SANMINA SCI CORP Common Stock 800907107 113,451.48 21,734.00 21,734.00 - ALL 21,734.00 - - SCHWAB CHARLES CP NE Common Stock 808513105 2,523,514.06 240,106.00 240,106.00 - ALL 240,106.00 - - SCIENTIFIC ATLANTA Common Stock 808655104 1,401,602.74 49,667.00 49,667.00 - ALL 49,667.00 - - SEMPRA ENERGY Common Stock 816851109 175,296.00 4,400.00 4,400.00 - ALL 4,400.00 - - SHERWIN WILLIAMS CO Common Stock 824348106 1,482,463.00 33,700.00 33,700.00 - ALL 33,700.00 - - SIEBEL SYS INC Common Stock 826170102 338,723.00 37,100.00 37,100.00 - ALL 37,100.00 - - SIMON PPTY GROUP INC Common Stock 828806109 2,499,833.70 41,265.00 41,265.00 - ALL 41,265.00 - - SLM CORP Common Stock 78442P106 1,031,189.60 20,690.00 20,690.00 - ALL 20,690.00 - - SOLECTRON CORP Common Stock 834182107 123,226.64 35,512.00 35,512.00 - ALL 35,512.00 - - SOUTHWEST AIRLS CO Common Stock 844741108 1,512,288.00 106,200.00 106,200.00 - ALL 106,200.00 - - STAPLES INC Common Stock 855030102 427,448.00 13,600.00 13,600.00 - ALL 13,600.00 - - STARBUCKS CORP Common Stock 855244109 361,620.00 7,000.00 7,000.00 - ALL 7,000.00 - - STARWOOD HOTELS&RESO Common Stock 85590A203 2,053,026.00 34,200.00 34,200.00 - ALL 34,200.00 - - STATE STR CORP Common Stock 857477103 1,582,664.00 36,200.00 36,200.00 - ALL 36,200.00 - - SUNGARD DATA SYS INC Common Stock 867363103 127,650.00 3,700.00 3,700.00 - ALL 3,700.00 - - SUNTRUST BKS INC Common Stock 867914103 1,000,836.09 13,887.00 13,887.00 - ALL 13,887.00 - - SYMANTEC CORP Common Stock 871503108 455,651.46 21,362.00 21,362.00 - ALL 21,362.00 - - SYMBOL TECHNOLOGIES Common Stock 871508107 1,262,079.00 87,100.00 87,100.00 - ALL 87,100.00 - - T.ROWE PRICE GROUP I Common Stock 74144T108 1,971,653.52 33,204.00 33,204.00 - ALL 33,204.00 - - TALX CORP Common Stock 874918105 35,412.00 1,950.00 1,950.00 - ALL 1,950.00 - - TANGER FACTORY OUTLE Common Stock 875465106 44,000.00 2,000.00 2,000.00 - ALL 2,000.00 - - TEKTRONIX INC Common Stock 879131100 147,180.00 6,000.00 6,000.00 - ALL 6,000.00 - - TELLABS INC Common Stock 879664100 141,298.80 19,356.00 19,356.00 - ALL 19,356.00 - - TEMPLE INLAND INC Common Stock 879868107 1,327,665.00 18,300.00 18,300.00 - ALL 18,300.00 - - TENET HEALTHCARE COR Common Stock 88033G100 282,485.00 24,500.00 24,500.00 - ALL 24,500.00 - - TERADYNE INC Common Stock 880770102 103,660.00 7,100.00 7,100.00 - ALL 7,100.00 - - TEXAS INSTRS INC Common Stock 882508104 5,062,976.74 198,626.00 198,626.00 - ALL 198,626.00 - - TEXTRON INC Common Stock 883203101 1,820,728.00 24,400.00 24,400.00 - ALL 24,400.00 - - TIFFANY & CO NEW Common Stock 886547108 138,080.00 4,000.00 4,000.00 - ALL 4,000.00 - - TJX COS INC NEW Common Stock 872540109 741,363.00 30,100.00 30,100.00 - ALL 30,100.00 - - TOYS R US Common Stock 892335100 146,832.00 5,700.00 5,700.00 - ALL 5,700.00 - - TRADESTATION GROUP I Common Stock 89267P105 46,508.00 7,700.00 7,700.00 - ALL 7,700.00 - - TYCO INTL LTD NEW Common Stock 902124106 4,654,260.00 137,700.00 137,700.00 - ALL 137,700.00 - - UNISYS CORP Common Stock 909214108 1,170,018.50 165,725.00 165,725.00 - ALL 165,725.00 - - US BANCORP DEL Common Stock 902973304 2,325,197.60 80,680.00 80,680.00 - ALL 80,680.00 - - UST INC Common Stock 902911106 93,060.00 1,800.00 1,800.00 - ALL 1,800.00 - - V F CORP Common Stock 918204108 1,833,753.98 31,007.00 31,007.00 - ALL 31,007.00 - - VERITAS SOFTWARE CO Common Stock 923436109 372,588.12 16,046.00 16,046.00 - ALL 16,046.00 - - VULCAN MATLS CO Common Stock 929160109 1,682,168.00 29,600.00 29,600.00 - ALL 29,600.00 - - WACHOVIA CORP 2ND NE Common Stock 929903102 6,142,291.50 120,650.00 120,650.00 - ALL 120,650.00 - - WASHINGTON MUT INC Common Stock 939322103 1,558,907.00 39,466.00 39,466.00 - ALL 39,466.00 - - WATERS CORP Common Stock 941848103 71,866.32 2,008.00 2,008.00 - ALL 2,008.00 - - WELLS FARGO & CO NEW Common Stock 949746101 9,349,969.20 156,354.00 156,354.00 - ALL 156,354.00 - - WENDYS INTL INC Common Stock 950590109 81,984.00 2,100.00 2,100.00 - ALL 2,100.00 - - WITNESS SYS INC Common Stock 977424100 43,875.00 2,500.00 2,500.00 - ALL 2,500.00 - - WORLD ACCEP CORP DEL Common Stock 981419104 40,832.00 1,600.00 1,600.00 - ALL 1,600.00 - - WSFS FINL CORP Common Stock 929328102 42,048.00 800.00 800.00 - ALL 800.00 - - XILINX INC Common Stock 983919101 317,963.94 10,878.00 10,878.00 - ALL 10,878.00 - - YAHOO INC Common Stock 984332106 2,663,929.80 78,582.00 78,582.00 - ALL 78,582.00 - - YUM BRANDS INC Common Stock 988498101 544,005.00 10,500.00 10,500.00 - ALL 10,500.00 - - ZIONS BANCORP Common Stock 989701107 261,378.74 3,787.00 3,787.00 - ALL 3,787.00 - - 325,461,785.52
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