-----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, DtUVR0NXSpPQ2E2H9J8b8oe14fQ7zIxWVIVyfAWdLZC9Wxf3+RtEn2Acy/kyPZYY jM8YtHHBIaDKkfeWdFUu9A== 0000909012-09-001224.txt : 20090820 0000909012-09-001224.hdr.sgml : 20090820 20090820135016 ACCESSION NUMBER: 0000909012-09-001224 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090820 DATE AS OF CHANGE: 20090820 EFFECTIVENESS DATE: 20090820 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10975 FILM NUMBER: 091026219 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/A 1 t305607a.txt LAFFER 13F-HR FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2009 Check here if Amendment [X]; Amendment Number: 1 This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laffer Investments, Inc. Address: 2909 Poston Avenue 2nd Floor Nashville, TN 37203 Form 13F File Number: 28- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Arthur B. Laffer, Jr. Title: Chief Executive Officer Phone: 615-320-3989 Signature City State and Date of Signing: Arthur B. Laffer Nashville TN 08/18/09 - ------------------------ ----------------------- --------------- 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: $151,625,334.78 List of Other Included Managers: NONE 13F HOLDINGS REPORT As of Date: 6/30/09
INVESTMENT ISSUER TITLE OF CUSIP MKT SHARES DISCRETION OTHER VOTING AUTHORITY NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED NONE AT&T INC Common Stock 00206R102 924,048.00 37,200.00 37,200.00 - ALL 37,200.00 0 0 ABERCROMBIE & FITCH Common Stock 002896207 995,288.00 39,200.00 39,200.00 - ALL 39,200.00 0 0 ADVANCED MICRO DEVIC Common Stock 007903107 85,914.00 22,200.00 22,200.00 - ALL 22,200.00 0 0 AKAMAI TECHNOLOGIES Common Stock 00971T101 93,982.00 4,900.00 4,900.00 - ALL 4,900.00 0 0 ALABAMA PWR CO NON CUM PFD Preferred Stock 010392488 21,750.00 1,000.00 1,000.00 - ALL 1,000.00 0 0 ALABAMA PWR CO Preferred Stock 010392561 32,116.00 1,550.00 1,550.00 - ALL 1,550.00 0 0 ALABAMA PWR CO Preferred Stock 010392611 18,520.00 800 800 - ALL 800 0 0 ALLERGAN INC Common Stock 018490102 2,202,954.00 46,300.00 46,300.00 - ALL 46,300.00 0 0 ALTERA CORP Common Stock 021441100 1,284,492.00 78,900.00 78,900.00 - ALL 78,900.00 0 0 AMAZON COM INC Common Stock 023135106 334,640.00 4,000.00 4,000.00 - ALL 4,000.00 0 0 AMERIPRISE FINL INC Common Stock 03076C106 684,414.00 28,200.00 28,200.00 - ALL 28,200.00 0 0 AMPHENOL CORP NEW Common Stock 032095101 1,294,076.00 40,900.00 40,900.00 - ALL 40,900.00 0 0 ANALOG DEVICES INC Common Stock 032654105 905,337.30 36,535.00 36,535.00 - ALL 36,535.00 0 0 AON CORP Common Stock 037389103 128,758.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 APACHE CORP Common Stock 037411105 216,450.00 3,000.00 3,000.00 - ALL 3,000.00 0 0 APOLLO GROUP INC Common Stock 037604105 149,352.00 2,100.00 2,100.00 - ALL 2,100.00 0 0 APPLE COMPUTER INC Common Stock 037833100 854,580.00 6,000.00 6,000.00 - ALL 6,000.00 0 0 APPLIED MATERIALS IN Common Stock 038222105 153,580.00 14,000.00 14,000.00 - ALL 14,000.00 0 0 ARCHER DANIELS MIDLA Common Stock 039483102 219,514.00 8,200.00 8,200.00 - ALL 8,200.00 0 0 ARCHER DANIELS Convertible Pre 039483201 917,687.01 25,149.00 25,149.00 - ALL 25,149.00 0 0 ASHLAND INC NEW Common Stock 044209104 109,338.90 3,898.00 3,898.00 - ALL 3,898.00 0 0 ASSURANT INC Common Stock 04621X108 57,816.00 2,400.00 2,400.00 - ALL 2,400.00 0 0 AUTODESK INC Common Stock 052769106 113,880.00 6,000.00 6,000.00 - ALL 6,000.00 0 0 BJ SVCS CO Common Stock 055482103 1,199,440.00 88,000.00 88,000.00 - ALL 88,000.00 0 0 BMC SOFTWARE INC Common Stock 055921100 64,201.00 1,900.00 1,900.00 - ALL 1,900.00 0 0 BAKER HUGHES INC Common Stock 057224107 2,007,844.00 55,100.00 55,100.00 - ALL 55,100.00 0 0 BCO SANT CENT HISP American Deposi 05964H105 24.2 2 2 - ALL 2 0 0 BANK AMER CORP Common Stock 060505104 189,340.80 14,344.00 14,344.00 - ALL 14,344.00 0 0 BANK OF AMERICA CORPORA Preferred Stock 060505617 32,620.00 2,000.00 2,000.00 - ALL 2,000.00 0 0 BANK OF AMERICA CORPORA Preferred Stock 060505682 86,947.12 104 104 - ALL 104 0 0 BANK OF AMERICA CORPORATION D Preferred Stock 060505724 36,800.00 2,000.00 2,000.00 - ALL 2,000.00 0 0 BANK OF AMERICA CORP Preferred Stock 060505831 27,630.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 BARD C R INC Common Stock 067383109 1,593,230.00 21,400.00 21,400.00 - ALL 21,400.00 0 0 BIG LOTS INC Common Stock 089302103 155,622.00 7,400.00 7,400.00 - ALL 7,400.00 0 0 BIOGEN IDEC INC Common Stock 09062X103 153,510.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 BROADCOM CORP Common Stock 111320107 116,513.00 4,700.00 4,700.00 - ALL 4,700.00 0 0 CF INDS HLDGS INC Common Stock 125269100 1,186,240.00 16,000.00 16,000.00 - ALL 16,000.00 0 0 CIGNA CORP Common Stock 125509109 1,296,042.00 53,800.00 53,800.00 - ALL 53,800.00 0 0 CIT GROUP INC Common Stock 125581108 633,390.00 294,600.00 294,600.00 - ALL 294,600.00 0 0 CIT GROUP INC Preferred Stock 125581207 17,875.00 2,500.00 2,500.00 - ALL 2,500.00 0 0 CME GROUP INC Common Stock 12572Q105 186,666.00 600 600 - ALL 600 0 0 CSX CORP Common Stock 126408103 135,057.00 3,900.00 3,900.00 - ALL 3,900.00 0 0 CVS CORP Common Stock 126650100 331,448.00 10,400.00 10,400.00 - ALL 10,400.00 0 0 CA INC Common Stock 12673P105 1,492,618.05 85,635.00 85,635.00 - ALL 85,635.00 0 0 CAMERON INTERNATIONA Common Stock 13342B105 149,990.00 5,300.00 5,300.00 - ALL 5,300.00 0 0 CAPITAL ONE FINL COR Common Stock 14040H105 98,460.00 4,500.00 4,500.00 - ALL 4,500.00 0 0 CENTURYTEL INC Common Stock 156700106 1,102,130.00 35,900.00 35,900.00 - ALL 35,900.00 0 0 CEPHALON INC Common Stock 156708109 113,300.00 2,000.00 2,000.00 - ALL 2,000.00 0 0 CIENA CORP Common Stock 171779309 71,415.00 6,900.00 6,900.00 - ALL 6,900.00 0 0 CITIGROUP INC Common Stock 172967101 146,718.00 49,400.00 49,400.00 - ALL 49,400.00 0 0 CITIGROUP INC Preferred Stock 172967598 3,020.40 90 90 - ALL 90 0 0 CITRIX SYS INC Common Stock 177376100 213,663.00 6,700.00 6,700.00 - ALL 6,700.00 0 0 CLOROX CO Common Stock 189054109 1,920,552.00 34,400.00 34,400.00 - ALL 34,400.00 0 0 COCA COLA CO Common Stock 191216100 9,598.00 200 200 - ALL 200 0 0 COCA COLA ENTERPRISE Common Stock 191219104 1,480,185.00 88,900.00 88,900.00 - ALL 88,900.00 0 0 COMERICA INC Common Stock 200340107 1,058,240.25 50,035.00 50,035.00 - ALL 50,035.00 0 0 COMPUWARE CORP Common Stock 205638109 87,122.00 12,700.00 12,700.00 - ALL 12,700.00 0 0 CONSTELLATION BRANDS Common Stock 21036P108 120,460.00 9,500.00 9,500.00 - ALL 9,500.00 0 0 CONVERGYS CORP Common Stock 212485106 78,880.00 8,500.00 8,500.00 - ALL 8,500.00 0 0 CORNING INC Common Stock 219350105 549,252.00 34,200.00 34,200.00 - ALL 34,200.00 0 0 COSTCO WHSL CORP NEW Common Stock 22160K105 3,427,500.00 75,000.00 75,000.00 - ALL 75,000.00 0 0 COVENTRY HEALTH CARE Common Stock 222862104 108,518.00 5,800.00 5,800.00 - ALL 5,800.00 0 0 CUMMINS ENGINE INC Common Stock 231021106 119,714.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 DANAHER CORP Common Stock 235851102 172,872.00 2,800.00 2,800.00 - ALL 2,800.00 0 0 DARDEN RESTAURANTS I Common Stock 237194105 1,292,816.00 39,200.00 39,200.00 - ALL 39,200.00 0 0 DAVITA INC Common Stock 23918K108 247,300.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 DEAN FOODS CO NEW Common Stock 242370104 205,333.00 10,700.00 10,700.00 - ALL 10,700.00 0 0 DEERE & CO Common Stock 244199105 171,785.00 4,300.00 4,300.00 - ALL 4,300.00 0 0 DENTSPLY INTL INC NE Common Stock 249030107 1,312,360.00 43,000.00 43,000.00 - ALL 43,000.00 0 0 DISCOVER FINL SVCS Common Stock 254709108 738,413.00 71,900.00 71,900.00 - ALL 71,900.00 0 0 DR PEPPER SNAPPLE GROUP Common Stock 2.61E+113 150,449.00 7,100.00 7,100.00 - ALL 7,100.00 0 0 DU PONT E I DE N PFD Preferred Stock 263534307 40,000.00 500 500 - ALL 500 0 0 E-TRADE FINL GRP Common Stock 269246104 66,048.00 51,600.00 51,600.00 - ALL 51,600.00 0 0 EASTMAN CHEM CO Common Stock 277432100 1,030,880.00 27,200.00 27,200.00 - ALL 27,200.00 0 0 EATON CORP Common Stock 278058102 1,271,385.00 28,500.00 28,500.00 - ALL 28,500.00 0 0 EBAY INC Common Stock 278642103 205,560.00 12,000.00 12,000.00 - ALL 12,000.00 0 0 EXPEDIA INC DEL Common Stock 30212P105 96,704.00 6,400.00 6,400.00 - ALL 6,400.00 0 0 EXXON MOBIL CORP Common Stock 30231G102 13,982.00 200 200 - ALL 200 0 0 FLIR SYS INC Common Stock 302445101 97,008.00 4,300.00 4,300.00 - ALL 4,300.00 0 0 FPL GROUP INC Convertible Pre 302571609 1,445,377.50 27,930.00 27,930.00 - ALL 27,930.00 0 0 FASTENAL CO Common Stock 311900104 96,193.00 2,900.00 2,900.00 - ALL 2,900.00 0 0 FEDERAL HOME LN MTG Preferred Stock 313400830 812.5 650 650 - ALL 650 0 0 FEDERAL HOME LN MTG Preferred Stock 313400863 980 700 700 - ALL 700 0 0 FEDERAL NATL MTG ASS Unit 313586844 1,029.00 700 700 - ALL 700 0 0 FEDERAL NATL MTG ASS Unit 313586877 1,161.00 675 675 - ALL 675 0 0 FEDERAL NATL MTG ASS Preferred Stock 313586885 1,032.75 675 675 - ALL 675 0 0 FEDERATED INVS INC P Common Stock 314211103 195,129.00 8,100.00 8,100.00 - ALL 8,100.00 0 0 FEDEX CORP Common Stock 31428X106 155,736.00 2,800.00 2,800.00 - ALL 2,800.00 0 0 FIDELITY NATL INFORM Common Stock 31620M106 1,125,744.00 56,400.00 56,400.00 - ALL 56,400.00 0 0 FIFTH THIRD BANCORP Preferred Stock 316773209 50,657.50 575 575 - ALL 575 0 0 FIRST HORIZON NATL C Common Stock 320517105 12.19 1.016 1.016 - ALL 1.016 0 0 FLOWSERVE CORP Common Stock 34354P105 1,137,903.00 16,300.00 16,300.00 - ALL 16,300.00 0 0 FOREST LABS INC Common Stock 345838106 125,550.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 FRONTIER COMMUNICATIONS Common Stock 35906A108 916,776.00 128,400.00 128,400.00 - ALL 128,400.00 0 0 GAMESTOP CORP NEW Common Stock 36467W109 77,035.00 3,500.00 3,500.00 - ALL 3,500.00 0 0 GENERAL ELEC CO Common Stock 369604103 3,516.00 300 300 - ALL 300 0 0 GOLDMAN SACHS GROUP Common Stock 38141G104 501,296.00 3,400.00 3,400.00 - ALL 3,400.00 0 0 GOLDMAN SACHS GROUP Preferred Stock 38143Y665 24,270.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 GOLDMAN SACHS GROUP Preferred Stock 38144X500 34,125.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 GOODRICH B F CO Common Stock 382388106 149,910.00 3,000.00 3,000.00 - ALL 3,000.00 0 0 GOODYEAR TIRE & RUBR Common Stock 382550101 77,694.00 6,900.00 6,900.00 - ALL 6,900.00 0 0 GREAT PLAINS ENERGY INC Convertible Pre 391164803 1,079,188.75 18,768.50 18,768.50 - ALL 18,768.50 0 0 HSBC USA INC NEW Preferred Stock 40428H805 16,476.00 1,200.00 1,200.00 - ALL 1,200.00 0 0 HSBC USA INC NEW Preferred Stock 40428H862 28,840.00 1,400.00 1,400.00 - ALL 1,400.00 0 0 HALLIBURTON CO Common Stock 406216101 2,664,090.00 128,700.00 128,700.00 - ALL 128,700.00 0 0 HARMAN INTL INDS INC Common Stock 413086109 808,400.00 43,000.00 43,000.00 - ALL 43,000.00 0 0 HARRIS CORP DEL Common Stock 413875105 1,168,432.00 41,200.00 41,200.00 - ALL 41,200.00 0 0 HARRIS STRATEX NTWRK Common Stock 41457P106 66,316.32 10,234.00 10,234.00 - ALL 10,234.00 0 0 HARTFORD FINL SVCS G Common Stock 416515104 59,350.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 HASBRO BRADLEY INC Common Stock 418056107 77,568.00 3,200.00 3,200.00 - ALL 3,200.00 0 0 HUDSON CITY BANCORP Common Stock 443683107 1,301,091.00 97,900.00 97,900.00 - ALL 97,900.00 0 0 HUMANA INC Common Stock 444859102 103,232.00 3,200.00 3,200.00 - ALL 3,200.00 0 0 HUNTINGTON BANCSHARE Common Stock 446150104 747,384.00 178,800.00 178,800.00 - ALL 178,800.00 0 0 HUNTINGTON BANCSHARES I Preferred Stock 446150401 54,450.00 75 75 - ALL 75 0 0 IMS HEALTH INC Common Stock 449934108 1,049,020.00 82,600.00 82,600.00 - ALL 82,600.00 0 0 ITT INDS INC IND Common Stock 450911102 1,183,700.00 26,600.00 26,600.00 - ALL 26,600.00 0 0 INTEGRYS ENERGY GROU Common Stock 45822P105 1,010,663.00 33,700.00 33,700.00 - ALL 33,700.00 0 0 INTERNATIONAL GAME Common Stock 459902102 112,890.00 7,100.00 7,100.00 - ALL 7,100.00 0 0 INTERSTATE PWR & LT Preferred Stock 461070872 31,620.00 1,200.00 1,200.00 - ALL 1,200.00 0 0 INTUIT Common Stock 461202103 140,800.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 iShares MSCI Singapore Investment Fund 464286673 3,147,795.69 348,979.57 348,979.57 - ALL 348,979.57 0 0 iShares MSCI Switzerland Investment Fund 464286749 3,112,166.77 175,729.35 175,729.35 - ALL 175,729.35 0 0 iShares MSCI Spain Investment Fund 464286764 3,268,048.33 81,234.11 81,234.11 - ALL 81,234.11 0 0 iShares MSCI Netherlands Investment Fund 464286814 2,577,629.57 168,556.25 168,556.25 - ALL 168,556.25 0 0 iShares MSCI Hong Kong Investment Fund 464286871 3,470,633.92 252,593.44 252,593.44 - ALL 252,593.44 0 0 iShares Lehman TIPS Investment Fund 464287176 2,414,458.20 23,755.00 23,755.00 - ALL 23,755.00 0 0 iShares GS$ InvesTop Investment Fund 464287242 5,371,999.60 53,570.00 53,570.00 - ALL 53,570.00 0 0 iShares Lehman 1-3 Tr Investment Fund 464287457 29,298.50 350 350 - ALL 350 0 0 JDS UNIPHASE CORP Common Stock 46612J507 94,952.00 16,600.00 16,600.00 - ALL 16,600.00 0 0 J P MORGAN CHASE & C Common Stock 46625H100 68.22 2 2 - ALL 2 0 0 JPMORGAN & CHASE & CO Unit 46625H696 33,825.00 825 825 - ALL 825 0 0 JPMORGAN & CHASE & CO Unit 46625H712 41,210.00 1,000.00 1,000.00 - ALL 1,000.00 0 0 JABIL CIRCUIT INC Common Stock 466313103 79,394.00 10,700.00 10,700.00 - ALL 10,700.00 0 0 JANUS CAP GROUP INC Common Stock 47102X105 995,220.00 87,300.00 87,300.00 - ALL 87,300.00 0 0 JUNIPER NETWORKS Common Stock 48203R104 118,000.00 5,000.00 5,000.00 - ALL 5,000.00 0 0 KLA-TENCOR CORP Common Stock 482480100 1,127,033.75 44,635.00 44,635.00 - ALL 44,635.00 0 0 KEYCORP NEW Preferred Stock 493267405 43,437.50 625 625 - ALL 625 0 0 KING PHARMACEUTICALS Common Stock 495582108 105,930.00 11,000.00 11,000.00 - ALL 11,000.00 0 0 LSI LOGIC CORP Common Stock 502161102 105,336.00 23,100.00 23,100.00 - ALL 23,100.00 0 0 LABORATORY CORP AMER Common Stock 50540R409 101,685.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 LEGG MASON INC Common Stock 524901105 131,652.00 5,400.00 5,400.00 - ALL 5,400.00 0 0 LEGG MASON INC Convertible Pre 524901303 777,420.00 30,850.00 30,850.00 - ALL 30,850.00 0 0 LEHMAN BROS HLDGS IN Common Stock 524908100 490.5 10,900.00 10,900.00 - ALL 10,900.00 0 0 LEXMARK INTL INC. Common Stock 529771107 71,325.00 4,500.00 4,500.00 - ALL 4,500.00 0 0 LIFE TECHNOLOGIES CORP Common Stock 53217V109 225,538.32 5,406.00 5,406.00 - ALL 5,406.00 0 0 LIMITED BRANDS INC Common Stock 532716107 1,102,437.00 92,100.00 92,100.00 - ALL 92,100.00 0 0 LINEAR TECHNOLOGY CO Common Stock 535678106 1,386,990.00 59,400.00 59,400.00 - ALL 59,400.00 0 0 LIZ CLAIBORNE Common Stock 539320101 17,568.00 6,100.00 6,100.00 - ALL 6,100.00 0 0 LOCKHEED MARTIN CORP Common Stock 539830109 209,690.00 2,600.00 2,600.00 - ALL 2,600.00 0 0 LOEWS CORP Common Stock 540424108 147,960.00 5,400.00 5,400.00 - ALL 5,400.00 0 0 LORILLARD INC Common Stock 544147101 149,094.00 2,200.00 2,200.00 - ALL 2,200.00 0 0 LOWES COS INC Common Stock 548661107 4,247,587.35 218,835.00 218,835.00 - ALL 218,835.00 0 0 MANITOWOC INC Common Stock 563571108 595,432.00 113,200.00 113,200.00 - ALL 113,200.00 0 0 MARSHALL & ILSLEY CO Common Stock 571837103 520,800.00 108,500.00 108,500.00 - ALL 108,500.00 0 0 MARRIOTT INTL INC NE Common Stock 571903202 1,430,982.91 64,838.37 64,838.37 - ALL 64,838.37 0 0 MCAFEE INC Common Stock 579064106 63,285.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 MCCORMICK & CO INC Common Stock 579780206 1,636,259.00 50,300.00 50,300.00 - ALL 50,300.00 0 0 MEREDITH CORP Common Stock 589433101 99,645.00 3,900.00 3,900.00 - ALL 3,900.00 0 0 METLIFE INC Preferred Stock 59156R504 19,380.00 1,200.00 1,200.00 - ALL 1,200.00 0 0 METLIFE INC Preferred Stock 59156R603 30,825.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 MICROCHIP TECHNOLOGY Common Stock 595017104 1,233,485.00 54,700.00 54,700.00 - ALL 54,700.00 0 0 MICRON TECHNOLOGY IN Common Stock 595112103 61,226.00 12,100.00 12,100.00 - ALL 12,100.00 0 0 MILLIPORE CORP Common Stock 601073109 245,735.00 3,500.00 3,500.00 - ALL 3,500.00 0 0 MISSISSIPPI POWER CO Preferred Stock 605417773 39,168.00 1,800.00 1,800.00 - ALL 1,800.00 0 0 MOLEX INC Common Stock 608554101 950,649.25 61,135.00 61,135.00 - ALL 61,135.00 0 0 MOLSON COORS BREWING Common Stock 60871R209 110,058.00 2,600.00 2,600.00 - ALL 2,600.00 0 0 MONSANTO CO NEW Common Stock 61166W101 289,926.00 3,900.00 3,900.00 - ALL 3,900.00 0 0 MONSTER WORLDWIDE IN Common Stock 611742107 72,041.00 6,100.00 6,100.00 - ALL 6,100.00 0 0 MORGAN STANLEY Common Stock 617446448 313,610.00 11,000.00 11,000.00 - ALL 11,000.00 0 0 MORGAN STANLEY Preferred Stock 61747S504 31,680.00 2,200.00 2,200.00 - ALL 2,200.00 0 0 MOTOROLA INC Common Stock 620076109 890,409.00 134,300.00 134,300.00 - ALL 134,300.00 0 0 MYLAN LABS INC Common Stock 628530107 1,244,970.00 95,400.00 95,400.00 - ALL 95,400.00 0 0 NASDAQ STOCK MARTKET Common Stock 631103108 104,419.00 4,900.00 4,900.00 - ALL 4,900.00 0 0 NATIONAL-OILWELL INC Common Stock 637071101 212,290.00 6,500.00 6,500.00 - ALL 6,500.00 0 0 NATIONAL SEMICONDUCT Common Stock 637640103 1,036,630.00 82,600.00 82,600.00 - ALL 82,600.00 0 0 NEWELL FINL TR I Convertible Pre 651195307 1,059,531.70 39,886.00 39,886.00 - ALL 39,886.00 0 0 NISOURCE INC Common Stock 65473P105 853,512.00 73,200.00 73,200.00 - ALL 73,200.00 0 0 NOVELL INC Common Stock 670006105 101,925.00 22,500.00 22,500.00 - ALL 22,500.00 0 0 NVIDIA CORP Common Stock 67066G104 64,353.00 5,700.00 5,700.00 - ALL 5,700.00 0 0 OFFICE DEPOT INC Common Stock 676220106 132,696.00 29,100.00 29,100.00 - ALL 29,100.00 0 0 PNC FINANCIAL CORP Common Stock 693475105 124,192.00 3,200.00 3,200.00 - ALL 3,200.00 0 0 PALL CORP Common Stock 696429307 1,104,896.00 41,600.00 41,600.00 - ALL 41,600.00 0 0 PARKER HANNIFIN CORP Common Stock 701094104 979,488.00 22,800.00 22,800.00 - ALL 22,800.00 0 0 PEPSI-COLA BOTTLING Common Stock 713409100 1,620,936.00 47,900.00 47,900.00 - ALL 47,900.00 0 0 PEPSICO INC Common Stock 713448108 538,608.00 9,800.00 9,800.00 - ALL 9,800.00 0 0 PERKINELMER INC Common Stock 714046109 1,035,300.00 59,500.00 59,500.00 - ALL 59,500.00 0 0 PFIZER INC Common Stock 717081103 622,500.00 41,500.00 41,500.00 - ALL 41,500.00 0 0 PITNEY BOWES INC Common Stock 724479100 89,913.00 4,100.00 4,100.00 - ALL 4,100.00 0 0 T.ROWE PRICE GROUP I Common Stock 74144T108 1,358,442.00 32,600.00 32,600.00 - ALL 32,600.00 0 0 PRINCIPAL FINANCIAL Preferred Stock 74251V300 34,650.00 2,100.00 2,100.00 - ALL 2,100.00 0 0 QLOGIC CORP Common Stock 747277101 86,224.00 6,800.00 6,800.00 - ALL 6,800.00 0 0 QUEST DIAGNOSTICS IN Common Stock 74834L100 124,146.00 2,200.00 2,200.00 - ALL 2,200.00 0 0 RADIOSHACK CORP Common Stock 750438103 979,992.00 70,200.00 70,200.00 - ALL 70,200.00 0 0 REINSURANCE GROUP AM Convertible Pre 759351307 24,887.63 525 525 - ALL 525 0 0 ROCKWELL AUTOMATION Common Stock 773903109 713,064.00 22,200.00 22,200.00 - ALL 22,200.00 0 0 ROCKWELL COLLINS INC Common Stock 774341101 1,135,056.00 27,200.00 27,200.00 - ALL 27,200.00 0 0 ROWAN COS INC Common Stock 779382100 1,049,076.00 54,300.00 54,300.00 - ALL 54,300.00 0 0 SLM CORP Common Stock 78442P106 171,509.00 16,700.00 16,700.00 - ALL 16,700.00 0 0 SLM CORP Preferred Stock 78442P205 25,592.50 725 725 - ALL 725 0 0 SPDR S&P 500 Unit 78462F103 2,889,371.84 31,423.29 31,423.29 - ALL 31,423.29 0 0 SALESFORCE COM INC Common Stock 79466L302 106,876.00 2,800.00 2,800.00 - ALL 2,800.00 0 0 SANDISK CORP Common Stock 80004C101 99,892.00 6,800.00 6,800.00 - ALL 6,800.00 0 0 SCANA CORP NEW Common Stock 80589M102 795,515.00 24,500.00 24,500.00 - ALL 24,500.00 0 0 SCHERING PLOUGH CORP Convertible Pre 806605705 1,674,632.90 7,387.00 7,387.00 - ALL 7,387.00 0 0 SCHWAB CHARLES CP NE Common Stock 808513105 419,206.00 23,900.00 23,900.00 - ALL 23,900.00 0 0 SCRIPPS NETWORKS INTERA Common Stock 811065101 91,839.00 3,300.00 3,300.00 - ALL 3,300.00 0 0 SEARS HLDGS CORP Common Stock 812350106 93,128.00 1,400.00 1,400.00 - ALL 1,400.00 0 0 SEMPRA ENERGY Common Stock 816851109 178,668.00 3,600.00 3,600.00 - ALL 3,600.00 0 0 SHERWIN WILLIAMS CO Common Stock 824348106 1,445,875.00 26,900.00 26,900.00 - ALL 26,900.00 0 0 SIGMA ALDRICH CORP Common Stock 826552101 118,944.00 2,400.00 2,400.00 - ALL 2,400.00 0 0 SIMON PPTY GROUP INC Convertible Pre 828806802 905,356.20 19,222.00 19,222.00 - ALL 19,222.00 0 0 SMITH INTL INC Common Stock 832110100 1,230,850.00 47,800.00 47,800.00 - ALL 47,800.00 0 0 SMUCKER J M CO Common Stock 832696405 160,578.00 3,300.00 3,300.00 - ALL 3,300.00 0 0 SOUTHERN CALIF EDISO Preferred Stock 842400202 27,360.00 1,600.00 1,600.00 - ALL 1,600.00 0 0 SOUTHWEST AIRLS CO Common Stock 844741108 73,357.00 10,900.00 10,900.00 - ALL 10,900.00 0 0 STANLEY WKS Preferred Stock 854616208 1,158,391.56 1,887.00 1,887.00 - ALL 1,887.00 0 0 STARWOOD HOTELS&RESO Common Stock 85590A401 1,240,980.00 55,900.00 55,900.00 - ALL 55,900.00 0 0 SUN MICROSYSTEMS INC Common Stock 866810203 82,980.00 9,000.00 9,000.00 - ALL 9,000.00 0 0 SUNTRUST BKS INC Preferred Stock 867914509 12,480.00 800 800 - ALL 800 0 0 SYMANTEC CORP Common Stock 871503108 143,152.00 9,200.00 9,200.00 - ALL 9,200.00 0 0 TECO ENERGY INC Common Stock 872375100 1,028,783.55 86,235.00 86,235.00 - ALL 86,235.00 0 0 TELLABS INC Common Stock 879664100 106,578.00 18,600.00 18,600.00 - ALL 18,600.00 0 0 TERADATA CORP DEL Common Stock 88076W103 133,551.00 5,700.00 5,700.00 - ALL 5,700.00 0 0 TERADYNE INC Common Stock 880770102 83,006.00 12,100.00 12,100.00 - ALL 12,100.00 0 0 TEXTRON INC Common Stock 883203101 901,278.00 93,300.00 93,300.00 - ALL 93,300.00 0 0 TIME WARNER CABLE INC Common Stock 88732J207 155,183.00 4,900.00 4,900.00 - ALL 4,900.00 0 0 TITANIUM METALS CORP Common Stock 888339207 88,224.00 9,600.00 9,600.00 - ALL 9,600.00 0 0 TOTAL SYS SVCS INC Common Stock 891906109 953,368.00 71,200.00 71,200.00 - ALL 71,200.00 0 0 US BANCORP DEL Convertible Pre 902973155 23,680.00 1,600.00 1,600.00 - ALL 1,600.00 0 0 US BANCORP DEL Common Stock 902973304 3,924,480.00 219,000.00 219,000.00 - ALL 219,000.00 0 0 VALE CAP LTD Convertible Pre 91912C208 835,016.00 22,568.00 22,568.00 - ALL 22,568.00 0 0 VALERO ENERGY CORP N Common Stock 91913Y100 111,474.00 6,600.00 6,600.00 - ALL 6,600.00 0 0 VARIAN MED SYS INC Common Stock 92220P105 207,326.00 5,900.00 5,900.00 - ALL 5,900.00 0 0 VERISIGN INC Common Stock 9.23E+106 123,816.00 6,700.00 6,700.00 - ALL 6,700.00 0 0 VIACOM INC NEW -B Common Stock 92553P201 188,410.00 8,300.00 8,300.00 - ALL 8,300.00 0 0 VULCAN MATLS CO Common Stock 929160109 86,200.00 2,000.00 2,000.00 - ALL 2,000.00 0 0 WAL MART STORES INC Common Stock 931142103 668,472.00 13,800.00 13,800.00 - ALL 13,800.00 0 0 WALGREEN CO Common Stock 931422109 244,020.00 8,300.00 8,300.00 - ALL 8,300.00 0 0 WATERS CORP Common Stock 941848103 138,969.00 2,700.00 2,700.00 - ALL 2,700.00 0 0 WATSON PHARMACEUTICA Common Stock 942683103 124,653.00 3,700.00 3,700.00 - ALL 3,700.00 0 0 WELLS FARGO & CO NEW Common Stock 949746101 139,713.34 5,759.00 5,759.00 - ALL 5,759.00 0 0 WELLS FARGO & CO NEW Preferred Stock 949746804 90,271.55 115 115 - ALL 115 0 0 WINDSTREAM CORP Common Stock 97381W104 1,011,560.00 121,000.00 121,000.00 - ALL 121,000.00 0 0 WISCONSIN ENERGY COR Common Stock 976657106 907,833.00 22,300.00 22,300.00 - ALL 22,300.00 0 0 WYETH Common Stock 983024100 440,283.00 9,700.00 9,700.00 - ALL 9,700.00 0 0 WYNDHAM WORLDWIDE CO Common Stock 98310W108 967,176.00 79,800.00 79,800.00 - ALL 79,800.00 0 0 XILINX INC Common Stock 983919101 1,447,238.10 70,735.00 70,735.00 - ALL 70,735.00 0 0 YAHOO INC Common Stock 984332106 228,636.00 14,600.00 14,600.00 - ALL 14,600.00 0 0 ZIMMER HLDGS INC Common Stock 98956P102 106,500.00 2,500.00 2,500.00 - ALL 2,500.00 0 0 ZIONS BANCORP Common Stock 989701107 632,332.00 54,700.00 54,700.00 - ALL 54,700.00 0 0 BUNGE LIMITED Preferred Stock G16962113 2,260.00 4 4 - ALL 4 0 0 BUNGE LIMITED Preferred Stock G16962204 2,025.00 25 25 - ALL 25 0 0 COOPER INDS LTD Common Stock G24182100 819,720.00 26,400.00 26,400.00 - ALL 26,400.00 0 0 INGERSOLL-RAND COMPA Common Stock G4776G101 1,331,330.00 63,700.00 63,700.00 - ALL 63,700.00 0 0 NABORS INDUSTRIES LT Common Stock G6359F103 107,502.00 6,900.00 6,900.00 - ALL 6,900.00 0 0 XL CAPITAL LTD Common Stock - G982556006 29,535.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 NOBLE CORPORATION BAAR Common Stock H5833N103 136,125.00 4,500.00 4,500.00 - ALL 4,500.00 0 0 TYCO ELECTRONICS LTD SW Common Stock - H8912P106 1,641,497.00 88,300.00 88,300.00 - ALL 88,300.00 0 0
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