FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30,2006
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CNA Financial Corporation
Address: CNA Plaza
Chicago,IL 60685
13F File Number: 28-346
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: Lynne Gugenheim
Title: Senior Vice President and Deputy General Counsel
Phone: (312) 822 4921
Signature, Place, and Date of Signing:
August 11,2006
Chicago, Illinois,60685
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Assets reported herein are described as having shared
investment discretion among Loews Corporation, CNA
Financial Corporation,The Continental Corporation,
Continental Casualty Company and Continental Assurance
Company. Each of the foregoing entities specifically disclaims
ownership of any securities in this report which are not
beneficially owned by that entity and states that such
assets are solely under the control of its board of directors.
The characterization of shared investment discretion with parent
holding companies is made solely as a consequence of SEC
interpretations regarding control of the subsidiary through
share ownership. Loews Corporation owns approximately 90%
of the outstanding shares of CNA Financial Corporation;
CNA Financial Corporation owns 100% of the outstanding
shares of Continental Casualty Company and The Continental
Corporation; and Continental Casualty Company owns 100%
of the outstanding shares of Continental Assurance Company.
Loews Corporation will report separately on securities over which
it has investment discretion which are not part of this report.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 613
Form 13F Information Table Value Total: 1,184,723 (in thousands)
List of Other Included Managers:
No. 13F File Number Name
1 28-172 The Continental Corporation
2 28 -217 Loews Corporation
3 28-386 Continental Assurance Company
4 28-387 Continental Casualty Company
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
3M CO COM 88579Y101 977 12,100 SH DEFINED 1,2 12,100
ABBOTT LABORATORIES COM 002824100 96 2,200 SH DEFINED 1,2 2,200
ACCO BRANDS CORP COM 00081T108 1 47 SH DEFINED 1,2 47
ACE LTD ORD G0070K103 20 400 SH DEFINED 1,2 400
ACTUANT CORPORATION SDCV 00508XAB0 1,002 750,000 PRN DEFINED 2,3 18,792
ADC TELECOMM INC COM 000886309 3 157 SH DEFINED 1,2 157
ADOBE SYSTEMS INC COM 00724F101 347 11,415 SH DEFINED 1,2 11,415
ADVANCED MEDICAL OPTICS NOTE 00763MAG3 1,155 1,000,000 PRN DEFINED 2,3 19,905
ADVANCED MICRO DEVICES COM 007903107 12 500 SH DEFINED 1,2 500
AES CORP COM 00130H105 17 900 SH DEFINED 1,2 900
AETNA INC COM 00817Y108 32 800 SH DEFINED 1,2 800
AFFILIATED COMPUTER CL A 008190100 10 200 SH DEFINED 1,2 200
AFLAC INC COM 001055102 218 4,700 SH DEFINED 1,2 4,700
AFTERMARKET TECHNOLOGY CORP COM 008318107 963 38,750 SH DEFINED 2 38,750
AGILENT TECHNOLOGIES INC COM 00846U101 19 600 SH DEFINED 1,2 600
AIR PRODUCTS & CHEM INC COM 009158106 3,446 53,910 SH DEFINED 1,2 53,910
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
ALBERTO-CULVER CO COM 013068101 7 150 SH DEFINED 1,2 150
ALCOA INC COM 013817101 39 1,200 SH DEFINED 1,2 1,200
ALCON INC COM SHS H01301102 138 1,400 SH DEFINED 2 1,400
ALLEGHENY ENERGY INC COM 017361106 7 200 SH DEFINED 1,2 200
ALLEGHENY TECHNO INC COM 01741R102 7 100 SH DEFINED 1,2 100
ALLERGAN INC COM 018490102 21 200 SH DEFINED 1,2 200
ALLSTATE CORP COM 020002101 3,482 63,625 SH DEFINED 1,2 63,625
ALLTEL CORP COM 020039103 32 500 SH DEFINED 1,2 500
ALPHA NATURAL RESOUR INC COM 02076X102 981 50,000 SH DEFINED 2 50,000
ALTERA CORPORATION COM 021441100 9 500 SH DEFINED 1,2 500
ALTRIA GROUP INC COM 02209S103 1,322 18,000 SH DEFINED 1,2 18,000
AMAZON.COM INC COM 023135106 793 20,500 SH DEFINED 1,2 20,500
AMAZON.COM INC NOTE 023135AF3 1,151 1,200,000 PRN DEFINED 2,3 15,379
AMBAC FINANCIAL GROUP INC COM 023139108 16 200 SH DEFINED 1,2 200
AMDOCS LIMITED NOTE 02342TAD1 506 500,000 PRN DEFINED 2,3 11,596
AMEREN CORPORATION COM 023608102 15 300 SH DEFINED 1,2 300
AMERICAN ELECTRIC POWER COM 025537101 3,167 92,480 SH DEFINED 1,2 92,480
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
AMERICAN EQUITY INVT LIFE HLCOM 025676206 724 67,875 SH DEFINED 2 67,875
AMERICAN EXPRESS DBCV 025816AS8 2,355 2,300,000 PRN DEFINED 2,3 38,023
AMERICAN EXPRESS CO COM 025816109 889 16,700 SH DEFINED 1,2 16,700
AMERICAN GREET NOTE 026375AJ4 846 560,000 PRN DEFINED 2,3 40,290
AMERICAN HOME MTGE INVES COM 02660R107 1,617 43,875 SH DEFINED 2 43,875
AMERICAN INTERNATIONAL GROUPCOM 026874107 10,193 172,612 SH DEFINED 1,2 172,612
AMERICAN NATIONAL INSUR COM 028591105 700 5,400 SH DEFINED 2 5,400
AMERICAN POWER CONVERSION COM 029066107 4 200 SH DEFINED 1,2 200
AMERICAN STANDARD COS INC COM 029712106 13 300 SH DEFINED 1,2 300
AMERIPRISE FINANCIAL INC COM 03076C106 15 340 SH DEFINED 1,2 340
AMERISOURCEBERGEN CORP COM 03073E105 1,434 34,200 SH DEFINED 1,2 34,200
AMERUS GROUP CO COM 03072M108 165 2,825 SH DEFINED 2 2,825
AMGEN INC COM 031162100 1,305 20,008 SH DEFINED 1,2 20,008
AMSOUTH BANCORPORATION COM 032165102 13 500 SH DEFINED 1,2 500
ANADARKO PETROLEUM CORP COM 032511107 14,345 300,800 SH DEFINED 1,2 300,800
ANALOG DEVICES COM 032654105 16 500 SH DEFINED 1,2 500
ANDREW CORP COM 034425108 2 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
ANDREW CORP NOTE 034425AB4 968 1,000,000 PRN DEFINED 2,3 73,048
ANHEUSER-BUSCH COS INC. COM 035229103 2,580 56,600 SH DEFINED 1,2 56,600
AON CORP COM 037389103 1,406 40,375 SH DEFINED 1,2 40,375
APACHE CORP COM 037411105 33 480 SH DEFINED 1,2 480
APARTMENT INVT & MGMT CO CL A 03748R101 4 100 SH DEFINED 1,2 100
APOLLO GROUP INC CL A 037604105 16 300 SH DEFINED 1,2 300
APPLE COMPUTER INC COM 037833100 69 1,200 SH DEFINED 1,2 1,200
APPLIED BIOSYSTEMS GROUP GRP 038020103 6 200 SH DEFINED 1,2 200
AQUILA INC COM 03840P102 2,740 650,768 SH DEFINED 2 650,768
ARCHER-DANIELS-MIDLAND CO COM 039483102 37 900 SH DEFINED 1,2 900
ARCHSTONE-SMITH TRUST COM 039583109 15 300 SH DEFINED 1,2 300
ARIZONA STAR RESOURCE CORP COM 04059G106 52,246 4,550,100 SH DEFINED 2,4 4,550,100
ARMOR HOLDINGS INC NOTE 042260AC3 1,188 1,000,000 PRN DEFINED 2,3 18,515
ARVINMERITOR INC COM 043353101 1,337 77,775 SH DEFINED 2 77,775
ASHLAND INC COM 044209104 7 100 SH DEFINED 1,2 100
AT&T INC COM 00206R102 155 5,541 SH DEFINED 1,2 5,541
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
ATWOOD OCEANICS INC COM 050095108 992 20,000 SH DEFINED 2 20,000
AUTODESK INC COM 052769106 10 300 SH DEFINED 1,2 300
AUTOMATIC DATA PROCESS COM 053015103 36 800 SH DEFINED 1,2 800
AUTONATION INC COM 05329W102 6 300 SH DEFINED 1,2 300
AUTOZONE INC COM 053332102 1,482 16,800 SH DEFINED 1,2 16,800
AVAYA INC COM 053499109 7 600 SH DEFINED 1,2 600
AVERY DENNISON CORP COM 053611109 12 200 SH DEFINED 1,2 200
AVON PRODUCTS INC COM 054303102 22 700 SH DEFINED 1,2 700
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,359 47,500 SH DEFINED 2 47,500
BAKER HUGHES INC COM 057224107 41 500 SH DEFINED 1,2 500
BALL CORP COM 058498106 7 200 SH DEFINED 1,2 200
BANK OF AMERICA CORP COM 060505104 6,611 137,441 SH DEFINED 1,2 137,441
BANK OF NEW YORK CO INC COM 064057102 4,238 131,600 SH DEFINED 1,2 131,600
BARD (C.R.) INC COM 067383109 15 200 SH DEFINED 1,2 200
BARRICK GOLD CORP COM 067901108 971 32,801 SH DEFINED 2 32,801
BAUSCH & LOMB INC COM 071707103 5 100 SH DEFINED 1,2 100
BAUSCH & LOMB INC FRNT 071707AM5 937 800,000 PRN DEFINED 2,3 13,021
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
BAXTER INTERNATIONAL INC COM 071813109 33 900 SH DEFINED 1,2 900
BB&T CORP COM 054937107 33 800 SH DEFINED 1,2 800
BEAR STEARNS COMP INC COM 073902108 28 200 SH DEFINED 1,2 200
BEARINGPOINT INC COM 074002106 498 59,450 SH DEFINED 2 59,450
BECTON DICKINSON & CO COM 075887109 24 400 SH DEFINED 1,2 400
BED BATH & BEYOND INC COM 075896100 843 25,400 SH DEFINED 1,2 25,400
BELLSOUTH CORP COM 079860102 94 2,600 SH DEFINED 1,2 2,600
BEMIS COMPANY COM 081437105 3 100 SH DEFINED 1,2 100
BEST BUY CO INC COM 086516101 41 750 SH DEFINED 1,2 750
BIG LOTS INC COM 089302103 2 100 SH DEFINED 1,2 100
BIOGEN IDEC INC COM 09062X103 21 460 SH DEFINED 1,2 460
BIOMARIN PHARMACEUTICAL NOTE 09061GAB7 1,692 1,600,000 PRN DEFINED 2,3 114,172
BIOMARIN PHARMACEUTICAL NOTE 09061GAC5 882 800,000 PRN DEFINED 2,3 48,265
BIOMET INC COM 090613100 13 400 SH DEFINED 1,2 400
BJ SERVICES CO COM 055482103 22 600 SH DEFINED 1,2 600
BLACK & DECKER CORP COM 091797100 8 100 SH DEFINED 1,2 100
BMC SOFTWARE INC COM 055921100 7 300 SH DEFINED 1,2 300
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
BOEING CO COM 097023105 1,736 21,200 SH DEFINED 1,2 21,200
BOSTON SCIENTIFIC CORP COM 101137107 838 49,764 SH DEFINED 1,2 49,764
BOWNE & CO INC COM 103043105 843 58,950 SH DEFINED 2 58,950
BRISTOL-MYERS SQUIBB CO COM 110122108 2,593 100,275 SH DEFINED 1,2 100,275
BROADCOM CORP CL A 111320107 18 600 SH DEFINED 1,2 600
BROWN-FORMAN CORP CL B 115637209 14 200 SH DEFINED 1,2 200
BRUNSWICK CORP COM 117043109 3 100 SH DEFINED 1,2 100
BURLINGTON NORTHERN SANTA FECOM 12189T104 48 600 SH DEFINED 1,2 600
CA INC COM 12673P105 1,944 94,602 SH DEFINED 1,2 94,602
CAL DIVE INTERNATIONAL NOTE 127914AB5 1,042 700,000 PRN DEFINED 2,3 21,784
CALUMET SPECIALTY PROD LTD PART131476103 6,593 207,789 SH DEFINED 2,4 207,789
CAMPBELL SOUP CO COM 134429109 19 500 SH DEFINED 1,2 500
CAPITAL ONE FINANCIAL CORP COM 14040H105 34 400 SH DEFINED 1,2 400
CARDINAL HEALTH INC COM 14149Y108 39 600 SH DEFINED 1,2 600
CAREMARK RX INC COM 141705103 35 700 SH DEFINED 1,2 700
CARNIVAL CORP PAIRED C143658300 33 800 SH DEFINED 1,2 800
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
CARNIVAL CORP DBCV 143658AV4 2,520 3,600,000 PRN DEFINED 2,3 43,848
CARNIVAL CORP DBCV 143658AV4 2,345 3,600,000 PRN DEFINED 2,3 43,848
CATERPILLAR INC COM 149123101 74 1,000 SH DEFINED 1,2 1,000
CBS CORP-CLASS B CL B 124857202 31 1,150 SH DEFINED 1,2 1,150
CENDANT CORP COM 151313103 839 51,500 SH DEFINED 1,2 51,500
CENTERPOINT ENERGY INC COM 15189T107 5 400 SH DEFINED 1,2 400
CENTEX CORP COM 152312104 4,436 88,200 SH DEFINED 1,2 88,200
CENTURYTEL INC COM 156700106 7 200 SH DEFINED 1,2 200
CENTURYTEL INC DBCV 156700AH9 1,241 1,200,000 PRN DEFINED 2,3 29,663
CERADYNE INC NOTE 156710AA3 442 400,000 PRN DEFINED 2,3 6,841
CHARTER COMMUN INC NOTE 16117MAE7 259 350,000 PRN DEFINED 2,3 144,628
CHESAPEAKE ENERGY CORP COM 165167107 1,522 50,300 SH DEFINED 2 50,300
CHEVRON CORP COM 166764100 2,222 35,807 SH DEFINED 1,2 35,807
CHUBB CORP COM 171232101 30 600 SH DEFINED 1,2 600
CIBER INC COM 17163B102 1,243 188,575 SH DEFINED 2 188,575
CIGNA CORP COM 125509109 20 200 SH DEFINED 1,2 200
CINCINNATI FINANCIAL CORP COM 172062101 10 220 SH DEFINED 1,2 220
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
CINTAS CORP COM 172908105 8 200 SH DEFINED 1,2 200
CIRCUIT CITY STORES INC COM 172737108 5 200 SH DEFINED 1,2 200
CISCO SYSTEMS INC COM 17275R102 338 17,300 SH DEFINED 1,2 17,300
CIT GROUP INC COM 125581108 16 300 SH DEFINED 1,2 300
CITIGROUP INC COM 172967101 6,155 127,565 SH DEFINED 1,2 127,565
CITIZENS COMMUNICA CO COM 17453B101 5 400 SH DEFINED 1,2 400
CITRIX SYSTEMS INC COM 177376100 8 200 SH DEFINED 1,2 200
CLOROX COMPANY COM 189054109 12 200 SH DEFINED 1,2 200
CMS ENERGY CORP COM 125896100 4 300 SH DEFINED 1,2 300
CNA SURETY CORPORATION COM 12612L108 473,907 27,425,147 SH DEFINED 1,2,4 27,425,147
COACH INC COM 189754104 912 30,500 SH DEFINED 1,2 30,500
COCA-COLA CO/THE COM 191216100 495 11,500 SH DEFINED 1,2 11,500
COCA-COLA ENTERPRISES COM 191219104 10 500 SH DEFINED 1,2 500
COLGATE-PALMOLIVE CO COM 194162103 48 800 SH DEFINED 1,2 800
COMCAST CORP CL A SPL CL A 20030N200 6,720 205,000 SH DEFINED 2 205,000
COMCAST CORP-CL A CLA 20030N101 3,372 103,002 SH DEFINED 1,2 103,002
COMERICA INC COM 200340107 1,323 25,450 SH DEFINED 1,2 25,450
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
COMMERCE BANCORP INC/NJ COM 200519106 551 15,440 SH DEFINED 1,2 15,440
COMPASS BANCSHARES INC COM 20449H109 11 200 SH DEFINED 1,2 200
COMPUTER SCIENCES CORP COM 205363104 694 14,300 SH DEFINED 1,2 14,300
COMPUWARE CORP COM 205638109 3 500 SH DEFINED 1,2 500
COMVERSE TECHNOLOGY INC COM 205862402 6 300 SH DEFINED 1,2 300
CONAGRA FOODS INC COM 205887102 15 700 SH DEFINED 1,2 700
CONMED CORP COM 207410101 1,031 49,825 SH DEFINED 2 49,825
CONOCOPHILLIPS COM 20825C104 4,093 62,454 SH DEFINED 1,2 62,454
CONSOLIDATED EDISON INC COM 209115104 18 400 SH DEFINED 1,2 400
CONSTELLATION BRANDS CL A 21036P108 8 300 SH DEFINED 1,2 300
CONSTELLATION ENERGY COM 210371100 16 300 SH DEFINED 1,2 300
COOPER INDUSTRIES LTD CL A G24182100 19 200 SH DEFINED 1,2 200
COOPER TIRE & RUBBER COM 216831107 1 100 SH DEFINED 1,2 100
COPANO ENERGY LLC COM 217202100 5,153 107,856 SH DEFINED 2,4 107,856
CORNING INC COM 219350105 48 2,000 SH DEFINED 1,2 2,000
COSTCO WHOLESALE CORP COM 22160K105 40 700 SH DEFINED 1,2 700
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
COUNTRYWIDE FINAN CORP COM 222372104 781 20,498 SH DEFINED 1,2 20,498
CROSSTEX ENERGY INC COM 22765Y104 1,902 20,000 SH DEFINED 2,4 20,000
CROSSTEX ENERGY LP COM 22765U102 4,086 111,100 SH DEFINED 2,4 111,100
CSX CORP COM 126408103 1,289 18,300 SH DEFINED 1,2 18,300
CUMMINS INC COM 231021106 12 100 SH DEFINED 1,2 100
CVS CORP COM 126650100 918 29,900 SH DEFINED 1,2 29,900
CYMER INC NOTE 232572AE7 2,517 2,400,000 PRN DEFINED 2,3 48,000
DANAHER CORP COM 235851102 798 12,400 SH DEFINED 1,2 12,400
DARDEN RESTAURANTS INC COM 237194105 8 200 SH DEFINED 1,2 200
DCP MIDSTREAM PARTNERS LP LTD PART23311P100 1,968 69,800 SH DEFINED 2,4 69,800
DEERE & CO COM 244199105 33 400 SH DEFINED 1,2 400
DEL MONTE FOODS CO COM 24522P103 739 65,825 SH DEFINED 2 65,825
DELL INC COM 24702R101 506 20,700 SH DEFINED 1,2 20,700
DELPHI FINANCIAL GROUP CLA 247131105 888 24,413 SH DEFINED 2 24,413
DEVON ENERGY CORPORATION COM 25179M103 42 700 SH DEFINED 1,2 700
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2,391 35,400 SH DEFINED 2 35,400
DILLARDS INC-CL A CL A 254067101 3 100 SH DEFINED 1,2 100
DISNEY (WALT) CO NOTE 254687AU0 2,203 2,000,000 PRN DEFINED 2,3 67,889
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
DOLLAR GENERAL CORP COM 256669102 6 400 SH DEFINED 1,2 400
DOMINION RESOURCES INC/VA COM 25746U109 37 500 SH DEFINED 1,2 500
DOVER CORP COM 260003108 15 300 SH DEFINED 1,2 300
DOW CHEMICAL COM 260543103 1,912 49,000 SH DEFINED 1,2 49,000
DPL INC COM 233293109 3,988 148,790 SH DEFINED 2 148,790
DR HORTON INC COM 23331A109 10 400 SH DEFINED 1,2 400
DST SYSTEMS INC DBCV 233326AB3 661 500,000 PRN DEFINED 2,3 10,187
DTE ENERGY COMPANY COM 233331107 12 300 SH DEFINED 1,2 300
DU PONT (E.I.) DE NEMOURS COM 263534109 58 1,400 SH DEFINED 1,2 1,400
DUKE ENERGY CORP COM 26441C105 1,231 41,906 SH DEFINED 1,2 41,906
DYNEGY INC-CL A CL A 26816Q101 614 112,193 SH DEFINED 1,2 112,193
E*TRADE FINANCIAL CORP COM 269246104 11 500 SH DEFINED 1,2 500
EASTMAN CHEMICAL CO COM 277432100 5 100 SH DEFINED 1,2 100
EASTMAN KODAK CO COM 277461109 10 400 SH DEFINED 1,2 400
EATON CORP COM 278058102 15 200 SH DEFINED 1,2 200
EBAY INC COM 278642103 940 32,100 SH DEFINED 1,2 32,100
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
ECOLAB INC COM 278865100 12 300 SH DEFINED 1,2 300
EDISON INTERNATIONAL COM 281020107 20 500 SH DEFINED 1,2 500
EL PASO CORP COM 28336L109 14 900 SH DEFINED 1,2 900
ELECTRONIC ARTS INC COM 285512109 250 5,800 SH DEFINED 1,2 5,800
ELECTRONIC DATA SYSTEMS COM 285661104 17 700 SH DEFINED 1,2 700
ELI LILLY & CO COM 532457108 88 1,600 SH DEFINED 1,2 1,600
EMBARQ CORP COM 29078E105 8 206 SH DEFINED 1,2 206
EMC CORP/MASS COM 268648102 37 3,400 SH DEFINED 1,2 3,400
EMERSON ELECTRIC CO COM 291011104 50 600 SH DEFINED 1,2 600
ENCANA CORP COM 292505104 6,212 118,000 SH DEFINED 2 118,000
ENDURANCE SPECIALTY HOLDINGSSHS G30397106 800 25,000 SH DEFINED 2 25,000
ENERGY TRANSFER EQUITY LP LTD PART29273V100 2,053 77,500 SH DEFINED 2,4 77,500
ENERGY TRANSFER PARTNERS LP LTD PART29273R109 5,934 132,900 SH DEFINED 2,4 132,900
ENTERGY CORP COM 29364G103 3,778 53,400 SH DEFINED 1,2 53,400
ENTERPRISE PRODUCTS PARTNERSCOM 293792107 6,033 242,300 SH DEFINED 2,4 242,300
EOG RESOURCES INC COM 26875P101 28 400 SH DEFINED 1,2 400
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
EQUIFAX INC COM 294429105 7 200 SH DEFINED 1,2 200
EQUITY OFFICE PROPERTIES TR COM 294741103 22 600 SH DEFINED 1,2 600
EQUITY RESIDENTIAL INT 29476L107 18 400 SH DEFINED 1,2 400
EXELON CORP COM 30161N101 5,727 100,782 SH DEFINED 1,2 100,782
EXPEDITORS INTERNATIONAL WASCOM 302130109 528 9,425 SH DEFINED 1,2 9,425
EXPRESS SCRIPTS INC COM 302182100 14 200 SH DEFINED 1,2 200
EXPRESSJET HOLDINGS NOTE 30218UAB4 360 400,000 PRN DEFINED 2,3 21,978
EXXON MOBIL CORP COM 30231G102 1,785 29,100 SH DEFINED 1,2 29,100
FANNIE MAE COM 313586109 3,336 69,350 SH DEFINED 1,2 69,350
FEDERATED DEPARTMENT STORES COM 31410H101 31 848 SH DEFINED 1,2 848
FEDERATED INVESTORS INC CL B 314211103 3 100 SH DEFINED 1,2 100
FEDEX CORP COM 31428X106 58 500 SH DEFINED 1,2 500
FEI COMPANY NOTE 30241LAD1 780 800,000 PRN DEFINED 2,3 29,485
FIRST AMERICAN CORP COM 318522307 2,796 66,150 SH DEFINED 2 66,150
FIRST DATA CORP COM 319963104 50 1,119 SH DEFINED 1,2 1,119
FIRST HORIZON NATIONAL CORP COM 320517105 8 200 SH DEFINED 1,2 200
FIRSTENERGY CORP COM 337932107 27 500 SH DEFINED 1,2 500
FISERV INC COM 337738108 14 300 SH DEFINED 1,2 300
FISHER SCIENTIFIC INTL NOTE 338032AW5 1,133 700,000 PRN DEFINED 2,3 14,748 200
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
FISHER SCIENTIFIC INTL INC COM 338032204 15 200 SH DEFINED 1,2 200
FLIR SYSTEMS INC NOTE 302445AB7 1,013 870,000 PRN DEFINED 2,3 19,602
FLUOR CORP COM 343412102 9 100 SH DEFINED 1,2 100
FMC CORP (NEW) COM 302491303 779 12,100 SH DEFINED 2 12,100
FORD MOTOR CO COM 345370860 18 2,600 SH DEFINED 1,2 2,600
FOREST LABORATORIES INC COM 345838106 19 500 SH DEFINED 1,2 500
FORTUNE BRANDS INC COM 349631101 14 200 SH DEFINED 1,2 200
FPL GROUP INC COM 302571104 25 600 SH DEFINED 1,2 600
FRANKLIN RESOURCES INC COM 354613101 26 300 SH DEFINED 1,2 300
FREDDIE MAC COM 313400301 2,507 43,975 SH DEFINED 1,2 43,975
FREEPORT-MCMORAN COPPER CL B 35671D857 17 300 SH DEFINED 1,2 300
FREESCALE SEMICONDUCTOR CL B 35687M206 17 564 SH DEFINED 1,2 564
GANNETT CO COM 364730101 3,459 61,840 SH DEFINED 1,2 61,840
GAP INC/THE COM 364760108 17 1,000 SH DEFINED 1,2 1,000
GENENTECH INC COM 368710406 1,076 13,160 SH DEFINED 1,2 13,160
GENERAL DYNAMICS CORP COM 369550108 39 600 SH DEFINED 1,2 600
GENERAL ELECTRIC CO COM 369604103 5,088 154,370 SH DEFINED 1,2 154,370
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
GENERAL MILLS INC COM 370334104 26 500 SH DEFINED 1,2 500
GENERAL MOTORS CORP COM 370442105 24 800 SH DEFINED 1,2 800
GENESIS ENERGY L.P. COM 371927104 3,857 275,900 SH DEFINED 2,4 275,900
GENUINE PARTS CO COM 372460105 12 300 SH DEFINED 1,2 300
GENZYME CORP COM 372917104 501 8,200 SH DEFINED 1,2 8,200
GENZYME CORP NOTE 372917AN4 885 850,000 PRN DEFINED 2,3 11,931
GETTY IMAGES INC COM 374276103 248 3,900 SH DEFINED 1,2 3,900
GILEAD SCIENCES INC COM 375558103 248 4,200 SH DEFINED 1,2 4,200
GLOBAL IMAGING SYS INC COM 37934A100 980 23,750 SH DEFINED 2 23,750
GOLDEN WEST FIN CORP COM 381317106 30 400 SH DEFINED 1,2 400
GOLDMAN SACHS GROUP INC COM 38141G104 105 700 SH DEFINED 1,2 700
GOODRICH CORP COM 382388106 8 200 SH DEFINED 1,2 200
GOODYEAR TIRE & RUBBER CO COM 382550101 2 200 SH DEFINED 1,2 200
GOOGLE INC-CL A CL A 38259P508 3,103 7,400 SH DEFINED 1,2 7,400
H&R BLOCK INC COM 093671105 1,225 51,361 SH DEFINED 1,2 51,361
HALLIBURTON CO COM 406216101 1,165 15,700 SH DEFINED 1,2 15,700
HANGER ORTHOPEDIC GROUP INC COM 41043F208 460 55,075 SH DEFINED 2 55,075
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
HARLEY-DAVIDSON INC COM 412822108 22 400 SH DEFINED 1,2 400
HARRAHS ENTERTAINMENT INC COM 413619107 21 300 SH DEFINED 1,2 300
HARTFORD FINANCIAL GRP COM 416515104 42 500 SH DEFINED 1,2 500
HASBRO INC COM 418056107 703 38,825 SH DEFINED 1,2 38,825
HCA INC COM 404119109 1,573 36,450 SH DEFINED 1,2 36,450
HEALTH MGMT ASSOC INC CL A 421933102 6 300 SH DEFINED 1,2 300
HENRY SCHEIN INC NOTE 806407AB8 1,059 900,000 PRN DEFINED 2,3 19,422
HERCULES INC COM 427056106 2 100 SH DEFINED 1,2 100
HERSHEY CO/THE COM 427866108 17 300 SH DEFINED 1,2 300
HESS CORP LTD PART42809H107 32 600 SH DEFINED 1,2 600
HEWLETT-PACKARD CO COM 428236103 2,812 88,760 SH DEFINED 1,2 88,760
HILAND PARTNERS LP LTD PART431291103 2,470 55,000 SH DEFINED 2,4 55,000
HILTON HOTELS CORP COM 432848109 14 500 SH DEFINED 1,2 500
HJ HEINZ CO COM 423074103 21 500 SH DEFINED 1,2 500
HOME DEPOT INC COM 437076102 3,762 105,100 SH DEFINED 1,2 105,100
HONEYWELL INTER INC COM 438516106 48 1,200 SH DEFINED 1,2 1,200
HORACE MANN EDUCATORS COM 440327104 863 50,900 SH DEFINED 2 50,90
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
HORMEL FOODS CORP COM 440452100 189 5,100 SH DEFINED 2 5,100
HOSPIRA INC COM 441060100 9 220 SH DEFINED 1,2 220
HOST HOTELS & RESORTS INC COM 44107P104 4 183 SH DEFINED 1,2 183
HUB INTERNATIONAL LIMITED COM 44332P101 565 21,550 SH DEFINED 2 21,550
HUGOTON ROYALTY TRUST INT 444717102 1 29 SH DEFINED 1,2 29
HUMANA INC COM 444859102 11 200 SH DEFINED 1,2 200
HUNTINGTON BANCSHARES INC COM 446150104 7 300 SH DEFINED 1,2 300
HUTCHINSON TECH NOTE 448407AE6 919 1,000,000 PRN DEFINED 2,3 33,512
IDACORP INC COM 451107106 784 22,875 SH DEFINED 2 22,875
ILLINOIS TOOL WORKS COM 452308109 38 800 SH DEFINED 1,2 800
IMS HEALTH INC COM 449934108 8 300 SH DEFINED 1,2 300
INCO LTD DBCV 453258AT2 2,546 1,210,000 PRN DEFINED 2 38,642
INGERSOLL-RAND CO LTD CL A G4776G101 26 600 SH DEFINED 1,2 600
INTEGRA LIFESCIENCES HLD NOTE 457985AB5 763 635,000 PRN DEFINED 2,3 18,596
INTEL CORP COM 458140100 1,115 58,800 SH DEFINED 1,2 58,800
INTERPUBLIC GROUP COS NOTE 460690AT7 917 930,000 PRN DEFINED 2,3 74,879
INTERPUBLIC GROUP OF COS COM 460690100 5 614 SH DEFINED 1,2 614
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
INTL BUSINESS MACHINES CORP COM 459200101 7,859 102,300 SH DEFINED 1,2 102,300
INTL FLAVORS & FRAGRANCES COM 459506101 4 100 SH DEFINED 1,2 100
INTL GAME TECHNOLOGY COM 459902102 19 500 SH DEFINED 1,2 500
INTUIT INC COM 461202103 18 300 SH DEFINED 1,2 300
INVITROGEN INC NOTE 46185RAJ9 974 900,000 PRN DEFINED 2,3 13,189
IPC HOLDINGS LTD ORD G4933P101 2,409 97,700 SH DEFINED 2 97,700
ISHARES MSCI JAPAN INDEX MSCI JAP464286848 10,230 750,000 SH DEFINED 2 750,000
ITT CORP COM 450911102 20 400 SH DEFINED 1,2 400
J.C. PENNEY CO INC COM 708160106 27 400 SH DEFINED 1,2 400
JABIL CIRCUIT INC COM 466313103 8 300 SH DEFINED 1,2 300
JANUS CAPITAL GROUP INC COM 47102X105 5 300 SH DEFINED 1,2 300
JER INVESTORS TRUST INC COM 46614H301 700 45,000 SH DEFINED 2,4 45,000
JOHNSON & JOHNSON COM 478160104 3,764 62,810 SH DEFINED 1,2 62,810
JOHNSON CONTROLS INC COM 478366107 1,982 24,100 SH DEFINED 1,2 24,100
JONES APPAREL GROUP INC COM 480074103 6 200 SH DEFINED 1,2 200
JPMORGAN CHASE & CO COM 46625H100 1,876 44,662 SH DEFINED 1,2 44,662
KB HOME COM 48666K109 5 100 SH DEFINED 1,2 100
KELLOGG CO COM 487836108 24 500 SH DEFINED 1,2 500
KELLY SERVICES INC -CL A CL A 488152208 1,320 48,571 SH DEFINED 2 48,571
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
KENNAMETAL INC COM 489170100 764 12,275 SH DEFINED 2 12,275
KERR-MCGEE CORP COM 492386107 28 400 SH DEFINED 1,2 400
KEYCORP COM 493267108 21 600 SH DEFINED 1,2 600
KEYSPAN CORP COM 49337W100 12 300 SH DEFINED 1,2 300
KIMBERLY-CLARK CORP COM 494368103 43 700 SH DEFINED 1,2 700
KINDER MORGAN INC COM 49455P101 20 200 SH DEFINED 1,2 200
KINDER MORGAN MANAGEMENT LLCSHS 49455U100 4,982 115,800 SH DEFINED 2,4 115,800
KOHLS CORP COM 500255104 30 500 SH DEFINED 1,2 500
KROGER CO COM 501044101 22 1,000 SH DEFINED 1,2 1,000
K-SEA TRANSPORTATION PARTNERCOM 48268Y101 2,205 68,600 SH DEFINED 2,4 68,600
L-3 COMMUNICATIONS HOLDINGS COM 502424104 166 2,200 SH DEFINED 1,2 2,200
LABORATORY CRP OF AMER HLDGSCOM 50540R409 12 200 SH DEFINED 1,2 200
LEAR SEATING CORP COM 521865105 3,042 136,950 SH DEFINED 2 136,950
LEGGETT & PLATT INC COM 524660107 7 300 SH DEFINED 1,2 300
LEHMAN BROTHERS HOLDINGS INCCOM 524908100 1,941 29,800 SH DEFINED 1,2 29,800
LEVEL 3 COMMUNICATIONS NOTE 52729NAS9 332 400,000 PRN DEFINED 2,3 2,966
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
LEVEL 3 COMMUNICATIONS NOTE 52729NBA7 226 250,000 PRN DEFINED 2,3 34,819
LEVEL 3 COMMUNICATIONS NOTE 52729NBK5 3,493 3,450,000 PRN DEFINED 2,3 631,868
LEXMARK INTERNATIONAL INC CL A 529771107 11 200 SH DEFINED 1,2 200
LIBERTY MEDIA DEB 530718AF2 1,910 1,800,000 PRN DEFINED 2,3 103,334
LIMITED BRANDS INC COM 532716107 13 500 SH DEFINED 1,2 500
LINCARE HOLDINGS DBCV 532791AB6 930 950,000 PRN DEFINED 2,3 17,814
LINCOLN NATIONAL CORP COM 534187109 5,671 100,479 SH DEFINED 1,2 100,479
LINEAR TECHNOLOGY CORP COM 535678106 13 400 SH DEFINED 1,2 400
LIZ CLAIBORNE INC COM 539320101 7 200 SH DEFINED 1,2 200
LOCKHEED MARTIN CORP COM 539830109 43 600 SH DEFINED 1,2 600
LORAL SPACE AND COMM-W/I COM 543881106 593 20,900 SH DEFINED 2 20,900
LOUISIANA-PACIFIC CORP COM 546347105 2 100 SH DEFINED 1,2 100
LOWES COS INC COM 548661107 67 1,100 SH DEFINED 1,2 1,100
LSI LOGIC CORP COM 502161102 4 500 SH DEFINED 1,2 500
LUCENT TECHNOLOGIES INC COM 549463107 1,957 808,700 SH DEFINED 1,2 808,700
M & T BANK CORP COM 55261F104 24 200 SH DEFINED 1,2 200
MACQUARIE INFRASTRUCTURE CO INT 55607X108 2,969 107,600 SH DEFINED 2,4 107,600
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
MAGELLAN MIDSTREAM PARTNERS COM 559080106 3,867 113,800 SH DEFINED 2,4 113,800
MAGNA INTERNATIONAL INC CL A 559222401 1,623 22,550 SH DEFINED 2 22,550
MANOR CARE INC COM 564055101 5 100 SH DEFINED 1,2 100
MARATHON OIL CORP COM 565849106 44 523 SH DEFINED 1,2 523
MARKWEST ENERGY PARTNERS LP LTD PART570759100 6,191 150,000 SH DEFINED 2,4 150,000
MARKWEST HYDROCARBON INC COM 570762104 1,658 67,000 SH DEFINED 2,4 67,000
MARRIOTT INTERNATIONAL CLA 571903202 1,586 41,600 SH DEFINED 1,2 41,600
MARSHALL & ILSLEY CORP COM 571834100 14 300 SH DEFINED 1,2 300
MARTIN MIDSTREAM PARTNERS LPINT 573331105 3,549 115,305 SH DEFINED 2,4 115,305
MASCO CORP COM 574599106 18 600 SH DEFINED 1,2 600
MASTERCARD INC-CLASS A COM 57636Q104 970 20,200 SH DEFINED 2 20,200
MATTEL INC COM 577081102 8 500 SH DEFINED 1,2 500
MAVERICK TUBE CORP NOTE 577914AB0 1,410 650,000 PRN DEFINED 2,3 22,268
MAXIM INTEGRATED PRODUCTS COM 57772K101 171 5,330 SH DEFINED 1,2 5,330
MBIA INC COM 55262C100 3,817 65,200 SH DEFINED 1,2 65,200
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
MCCLATCHY CO-CLASS A CLA 579489105 2 51 SH DEFINED 1,2 51
MCCORMICK & CO COM 579780206 7 200 SH DEFINED 1,2 200
MCDATA CORP NOTE 580031AD4 675 800,000 PRN DEFINED 2,3 74,719
MCDONALDS CORP COM 580135101 2,211 65,800 SH DEFINED 1,2 65,800
MCGRAW-HILL COMPANIES INC COM 580645109 25 500 SH DEFINED 1,2 500
MCKESSON CORP COM 58155Q103 19 400 SH DEFINED 1,2 400
MEADWESTVACO CORP COM 583334107 8 300 SH DEFINED 1,2 300
MEDCO HEALTH SOLUTIONS INC COM 58405U102 24 411 SH DEFINED 1,2 411
MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,246 200,000 SH DEFINED 2 200,000
MEDICIS PHARMACE NOTE 58470KAA2 911 900,000 PRN DEFINED 2,3 15,491
MEDTRONIC INC COM 585055106 221 4,700 SH DEFINED 1,2 4,700
MELLON FINANCIAL CORP COM 58551A108 21 600 SH DEFINED 1,2 600
MEREDITH CORP COM 589433101 5 100 SH DEFINED 1,2 100
MERRILL LYNCH & CO INC COM 590188108 97 1,400 SH DEFINED 1,2 1,400
METLIFE INC COM 59156R108 2,427 47,400 SH DEFINED 1,2 47,400
MGIC INVESTMENT CORP COM 552848103 13 200 SH DEFINED 1,2 200
MI DEVELOPMENTS INC-CLASS A CL A 55304X104 1,072 31,625 SH DEFINED 2 31,625
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
MICRON TECHNOLOGY INC COM 595112103 12 800 SH DEFINED 1,2 800
MICROSOFT CORP COM 594918104 8,905 382,205 SH DEFINED 1,2 382,205
MILACRON INC COM 598709103 91 91,150 SH DEFINED 2 91,150
MILLIPORE CORP COM 601073109 6 100 SH DEFINED 1,2 100
MOLEX INC COM 608554101 7 200 SH DEFINED 1,2 200
MOLSON COORS BREWING CO -B CL B 60871R209 7 100 SH DEFINED 1,2 100
MONSANTO CO COM 61166W101 36 426 SH DEFINED 1,2 426
MONSTER WORLDWIDE INC COM 611742107 9 200 SH DEFINED 1,2 200
MOODYS CORP COM 615369105 22 400 SH DEFINED 1,2 400
MORGAN STANLEY COM 617446448 3,421 54,125 SH DEFINED 1,2 54,125
MOTOROLA INC COM 620076109 937 46,500 SH DEFINED 1,2 46,500
MYLAN LABORATORIES INC COM 628530107 6 300 SH DEFINED 1,2 300
NABORS INDUSTRIES LTD SHS G6359F103 14 400 SH DEFINED 1,2 400
NATIONAL CITY CORP COM 635405103 29 800 SH DEFINED 1,2 800
NATIONAL OILWELL VARCO INC COM 637071101 19 300 SH DEFINED 1,2 300
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
NATIONAL SEMICONDUCTOR CORP COM 637640103 12 500 SH DEFINED 1,2 500
NBTY INC COM 628782104 1,164 48,675 SH DEFINED 2 48,675
NCI BUILDING SYSTEMS INC COM 628852105 391 7,350 SH DEFINED 2 7,350
NCO GROUP INC COM 628858102 563 21,300 SH DEFINED 2 21,300
NCR CORPORATION COM 62886E108 11 300 SH DEFINED 1,2 300
NETWORK APPLIANCE INC COM 64120L104 974 27,605 SH DEFINED 1,2 27,605
NEWELL RUBBERMAID INC COM 651229106 10 400 SH DEFINED 1,2 400
NEWMONT MINING CORP COM 651639106 32 600 SH DEFINED 1,2 600
NEWS CORP-CL A CL A 65248E104 6,600 344,106 SH DEFINED 1,2 344,106
NICOR INC COM 654086107 4 100 SH DEFINED 1,2 100
NIKE INC -CL B CL B 654106103 32 400 SH DEFINED 1,2 400
NISOURCE INC COM 65473P105 2,870 131,400 SH DEFINED 1,2 131,400
NOBLE CORP SHS G65422100 15 200 SH DEFINED 1,2 200
NORDSTROM INC COM 655664100 15 400 SH DEFINED 1,2 400
NORFOLK SOUTHERN CORP COM 655844108 32 600 SH DEFINED 1,2 600
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
NORTEL NETWORKS NOTE 656568AB8 9,614 10,200,000 PRN DEFINED 2,3,4 1,020,000
NORTH FORK BANCORPOR COM 659424105 21 700 SH DEFINED 1,2 700
NORTHERN TRUST CORP COM 665859104 1,183 21,400 SH DEFINED 1,2 21,400
NORTHROP GRUMMAN CORP COM 666807102 35 548 SH DEFINED 1,2 548
NOVELL INC COM 670006105 3 500 SH DEFINED 1,2 500
NOVELL INC DBCV 670006AC9 2,304 2,600,000 PRN DEFINED 2,3 225,655
NOVELLUS SYSTEMS INC COM 670008101 5 200 SH DEFINED 1,2 200
NUCOR CORP COM 670346105 22 400 SH DEFINED 1,2 400
NVIDIA CORP COM 67066G104 9 400 SH DEFINED 1,2 400
OCCIDENTAL PETROLEUM CORP COM 674599105 62 600 SH DEFINED 1,2 600
OFFICE DEPOT INC COM 676220106 15 400 SH DEFINED 1,2 400
OFFICEMAX INC COM 67622P101 4 100 SH DEFINED 1,2 100
OLD REPUBLIC INTL CORP COM 680223104 1,451 67,922 SH DEFINED 2 67,922
OMNICOM GROUP COM 681919106 27 300 SH DEFINED 1,2 300
ORACLE CORP COM 68389X105 4,445 306,752 SH DEFINED 1,2 306,752
P G & E CORP COM 69331C108 3,688 93,900 SH DEFINED 1,2 93,900
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
PACCAR INC COM 693718108 25 300 SH DEFINED 1,2 300
PACIFIC ENERGY PARTNERS COM 69422R105 3,994 122,600 SH DEFINED 2,4 122,600
PACTIV CORPORATION COM 695257105 5 200 SH DEFINED 1,2 200
PALL CORP COM 696429307 6 200 SH DEFINED 1,2 200
PANTRY INC NOTE 698657AL7 913 660,000 PRN DEFINED 2,3 13,175
PARAMETRIC TECHNOLOGY CORP COM 699173209 2 120 SH DEFINED 1,2 120
PARKER HANNIFIN CORP COM 701094104 16 200 SH DEFINED 1,2 200
PAYCHEX INC COM 704326107 19 500 SH DEFINED 1,2 500
PEOPLES ENERGY CORP COM 711030106 4 100 SH DEFINED 1,2 100
PEPSI BOTTLING GROUP INC COM 713409100 10 300 SH DEFINED 1,2 300
PEPSICO INC COM 713448108 1,465 24,400 SH DEFINED 1,2 24,400
PERKINELMER INC COM 714046109 4 200 SH DEFINED 1,2 200
PETRO-CANADA COM 71644E102 2,845 60,000 SH DEFINED 2 60,000
PFIZER INC COM 717081103 3,797 161,800 SH DEFINED 1,2 161,800
PHARMACEUTICAL HOLDRS TRUST DEPOSIT71712A206 70,290 1,000,000 SH DEFINED 2 1,000,000
PHELPS DODGE CORP COM 717265102 33 400 SH DEFINED 1,2 400
PHH CORP COM 693320202 832 30,225 SH DEFINED 2 30,225
PIKE ELECTRIC CORP COM 721283109 813 42,225 SH DEFINED 2 42,225
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
PINNACLE WEST CAPITAL COM 723484101 8 200 SH DEFINED 1,2 200
PIONEER NATURAL RESOUR CO COM 723787107 3,249 70,000 SH DEFINED 2 70,000
PITNEY BOWES INC COM 724479100 12 300 SH DEFINED 1,2 300
PLAIMS ALL AMER PIPELINE LP LTD PART726503105 3,275 75,000 SH DEFINED 2,4 75,000
PLUM CREEK TIMBER CO COM 729251108 11 300 SH DEFINED 1,2 300
PMI GROUP INC COM 69344M101 669 15,000 SH DEFINED 2 15,000
PNC FINANCIAL SERVICES GROUPCOM 693475105 28 400 SH DEFINED 1,2 400
PPG INDUSTRIES INC COM 693506107 20 300 SH DEFINED 1,2 300
PPL CORPORATION COM 69351T106 19 600 SH DEFINED 1,2 600
PRAXAIR INC COM 74005P104 1,269 23,500 SH DEFINED 1,2 23,500
PRIDE INTERNATIONAL INC NOTE 74153QAD4 1,064 800,000 PRN DEFINED 2,3 31,124
PRINCIPAL FINANCIAL GROUP COM 74251V102 22 400 SH DEFINED 1,2 400
PROCTER & GAMBLE CO COM 742718109 1,049 18,865 SH DEFINED 1,2 18,865
PROGRESS ENERGY INC COM 743263105 17 400 SH DEFINED 1,2 400
PROGRESSIVE CORP COM 743315103 1,375 53,480 SH DEFINED 1,2 53,480
PROLOGIS INT 743410102 16 300 SH DEFINED 1,2 300
PRUDENTIAL FINANCIAL INC COM 744320102 62 800 SH DEFINED 1,2 800
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
PUBLIC SERVICE ENTERPRISE COM 744573106 26 400 SH DEFINED 1,2 400
PULTE HOMES INC COM 745867101 8,073 280,400 SH DEFINED 1,2 280,400
QUALCOMM INC COM 747525103 817 20,400 SH DEFINED 1,2 20,400
QUANTA SERVICES INC SDCV 74762EAC6 1,163 700,000 PRN DEFINED 2,3 62,859
QUEST DIAGNOSTICS COM 74834L100 18 300 SH DEFINED 1,2 300
QWEST COMMUNICATIONS INTL COM 749121109 19 2,300 SH DEFINED 1,2 2,300
R.H. DONNELLEY CORP COM 74955W307 485 8,966 SH DEFINED 2 8,966
RADIO ONE INC -CL D CL D 75040P405 718 96,975 SH DEFINED 2 96,975
RADIOSHACK CORP COM 750438103 1,191 85,075 SH DEFINED 1,2 85,075
RAYTHEON COMPANY COM 755111507 31 700 SH DEFINED 1,2 700
RED HAT INC DBCV 756577AB8 1,626 1,500,000 PRN DEFINED 2,3 58,613
REGENCY ENERGY PARTNERS LP COM 75885Y107 4,869 221,300 SH DEFINED 2,4 221,300
REGIONS FINANCIAL CORP COM 7591EP100 21 620 SH DEFINED 1,2 620
RENAISSANCERE HOLD LTD COM G7496G103 3,324 68,600 SH DEFINED 2 68,600
RENT-A-CENTER INC COM 76009N100 3,463 139,300 SH DEFINED 2 139,300
REYNOLDS AMERICAN INC COM 761713106 23 200 SH DEFINED 1,2 200
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
ROBERT HALF INTL INC COM 770323103 8 200 SH DEFINED 1,2 200
ROCKWELL AUTOMATION INC COM 773903109 22 300 SH DEFINED 1,2 300
ROCKWELL COLLINS INC. COM 774341101 17 300 SH DEFINED 1,2 300
ROHM AND HAAS CO COM 775371107 15 300 SH DEFINED 1,2 300
ROWAN COMPANIES INC COM 779382100 7 200 SH DEFINED 1,2 200
RR DONNELLEY & SONS CO COM 257867101 10 300 SH DEFINED 1,2 300
RYDER SYSTEM INC COM 783549108 6 100 SH DEFINED 1,2 100
SAFECO CORP COM 786429100 11 200 SH DEFINED 1,2 200
SAFEWAY INC COM 786514208 16 600 SH DEFINED 1,2 600
SALESFORCE.COM INC COM 79466L302 315 11,800 SH DEFINED 1,2 11,800
SANDISK CORP NOTE 80004CAC5 706 800,000 PRN DEFINED 2,3 9,714
SARA LEE CORP COM 803111103 1,388 86,650 SH DEFINED 1,2 86,650
SCANA CORP COM 80589M102 1,308 33,902 SH DEFINED 2 33,902
SCHERING-PLOUGH CORP COM 806605101 40 2,100 SH DEFINED 1,2 2,100
SCHLUMBERGER LTD COM 806857108 2,503 38,440 SH DEFINED 1,2 38,440
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
SCHWAB (CHARLES) CORP COM 808513105 26 1,600 SH DEFINED 1,2 1,600
SCHWEITZER-MAUDUIT INTL INC COM 808541106 849 39,225 SH DEFINED 2 39,225
SEALED AIR CORP COM 81211K100 5 100 SH DEFINED 1,2 100
SEALY CORP COM 812139301 878 66,175 SH DEFINED 2 66,175
SEARS HOLDINGS CORP COM 812350106 35 225 SH DEFINED 1,2 225
SEMPRA ENERGY COM 816851109 1,551 34,100 SH DEFINED 1,2 34,100
SENOMYX INC COM 81724Q107 258 17,900 SH DEFINED 2 17,900
SFBC INTERNATIONAL INC COM 784121105 522 34,400 SH DEFINED 2 34,400
SHERWIN-WILLIAMS CO/THE COM 824348106 9 200 SH DEFINED 1,2 200
SIGMA-ALDRICH COM 826552101 7 100 SH DEFINED 1,2 100
SIMON PROPERTY GROUP INC COM 828806109 25 300 SH DEFINED 1,2 300
SLM CORP COM 78442P106 721 13,630 SH DEFINED 1,2 13,630
SNAP-ON INC COM 833034101 4 100 SH DEFINED 1,2 100
SOLECTRON CORP COM 834182107 4 1,300 SH DEFINED 1,2 1,300
SOLECTRON CORP NOTE 834182AT4 1,241 1,660,000 PRN DEFINED 2,3 171,722
SOUTHERN CO COM 842587107 35 1,100 SH DEFINED 1,2 1,100
SOUTHWEST AIRLINES CO COM 844741108 16 1,000 SH DEFINED 1,2 1,000
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
SOVEREIGN BANCORP INC COM 845905108 10 500 SH DEFINED 1,2 500
SPRINT NEXTEL CORP COM 852061100 4,280 214,128 SH DEFINED 1,2 214,128
ST JUDE MEDICAL INC COM 790849103 665 20,500 SH DEFINED 1,2 20,500
ST PAUL TRAVELERS COS INC COM 792860108 45 1,007 SH DEFINED 1,2 1,007
STANLEY WORKS/THE COM 854616109 5 100 SH DEFINED 1,2 100
STAPLES INC COM 855030102 244 10,050 SH DEFINED 1,2 10,050
STARBUCKS CORP COM 855244109 1,621 42,930 SH DEFINED 1,2 42,930
STARWOOD HOTELS & RESORTS COM 85590A401 18 300 SH DEFINED 1,2 300
STATE STREET CORP COM 857477103 29 500 SH DEFINED 1,2 500
STRYKER CORP COM 863667101 21 500 SH DEFINED 1,2 500
SUN MICROSYSTEMS INC COM 866810104 20 4,800 SH DEFINED 1,2 4,800
SUNOCO INC COM 86764P109 14 200 SH DEFINED 1,2 200
SUNOCO LOGISTICS PARTNERS COM 86764L108 2,275 55,700 SH DEFINED 2,4 55,700
SUNTRUST BANKS INC COM 867914103 38 500 SH DEFINED 1,2 500
SUPERVALU INC COM 868536103 9 291 SH DEFINED 1,2 291
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
UST INC COM 902911106 8 200 SH DEFINED 1,2 200
SYMANTEC CORP COM 871503108 26 1,674 SH DEFINED 1,2 1,674
SYMBOL TECHNOLOGIES INC COM 871508107 3 301 SH DEFINED 1,2 301
SYNOVUS FINANCIAL CORP COM 87161C105 11 400 SH DEFINED 1,2 400
SYSCO CORP COM 871829107 28 900 SH DEFINED 1,2 900
T ROWE PRICE GROUP INC COM 74144T108 15 400 SH DEFINED 1,2 400
TARGET CORP COM 87612E106 1,041 21,300 SH DEFINED 1,2 21,300
TECO ENERGY INC COM 872375100 4 300 SH DEFINED 1,2 300
TEEKAY LNG PARTNERS LP LTD PARTY8564M105 5,049 166,100 SH DEFINED 2,4 166,100
TEKTRONIX INC COM 879131100 3 100 SH DEFINED 1,2 100
TELLABS INC COM 879664100 8 600 SH DEFINED 1,2 600
TEMPLE-INLAND INC COM 879868107 9 200 SH DEFINED 1,2 200
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 649 48,050 SH DEFINED 2 48,050
TESORO PETROLEUM CORP COM 881609101 2,751 37,000 SH DEFINED 2 37,000
TEXAS INSTRUMENTS INC COM 882508104 73 2,400 SH DEFINED 1,2 2,400
TEXTRON INC COM 883203101 1,696 18,400 SH DEFINED 1,2 18,400
THE WALT DISNEY CO. COM 254687106 412 13,740 SH DEFINED 1,2 13,740
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
THERMO ELECTRON CORP COM 883556102 7 200 SH DEFINED 1,2 200
THERMO ELECTRON CORP SDCV 883556AJ1 4,058 4,200,000 PRN DEFINED 2,3 100,383
TIFFANY & CO COM 886547108 7 200 SH DEFINED 1,2 200
TIME WARNER INC COM 887317105 2,244 129,710 SH DEFINED 1,2 129,710
TIME WARNER TELECOM INC DBCV 887319AC5 414 400,000 PRN DEFINED 2,3 21,459
TJX COMPANIES INC COM 872540109 2,798 122,400 SH DEFINED 1,2 122,400
TORCHMARK CORP COM 891027104 2,367 38,975 SH DEFINED 1,2 38,975
TRANSMONTAIGNE PARTNERS COM 89376V100 2,359 78,200 SH DEFINED 2,4 78,200
TRANSOCEAN INC ORD G90078109 40 500 SH DEFINED 1,2 500
TREDEGAR CORP COM 894650100 366 23,125 SH DEFINED 2 23,125
TREX COMPANY INC COM 89531P105 569 21,975 SH DEFINED 2 21,975
TRIBUNE CO COM 896047107 13 400 SH DEFINED 1,2 400
TRONOX INC-CLASS B CL B 897051207 1 40 SH DEFINED 1,2 40
TXU CORP COM 873168108 48 800 SH DEFINED 1,2 800
TYCO INTERNATIONAL LTD COM 902124106 5,847 212,615 SH DEFINED 1,2 212,615
UNION PACIFIC CORP COM 907818108 1,671 17,975 SH DEFINED 1,2 17,975
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
UNITED NATIONAL GROUP COM 90933T109 609 29,200 SH DEFINED 2 29,200
UNITED PARCEL SERVICE CL B 911312106 1,277 15,510 SH DEFINED 1,2 15,510
UNITED STATES STEEL CORP COM 912909108 14 200 SH DEFINED 1,2 200
UNITED STATIONERS INC COM 913004107 944 19,150 SH DEFINED 2 19,150
UNITED TECHNOLOGIES CORP COM 913017109 1,110 17,500 SH DEFINED 1,2 17,500
UNITEDHEALTH GROUP INC COM 91324P102 81 1,800 SH DEFINED 1,2 1,800
UNIVERSAL CORP-VA COM 913456109 1,214 32,625 SH DEFINED 2 32,625
UNUMPROVIDENT CORP COM 91529Y106 7 400 SH DEFINED 1,2 400
US BANCORP COM 902973304 4,469 144,710 SH DEFINED 1,2 144,710
USI HOLDINGS CORP COM 90333H101 938 69,950 SH DEFINED 2 69,950
UST INC COM 902911106 9 200 SH DEFINED 1,2 200
VALASSIS COMM INC COM 918866104 869 36,850 SH DEFINED 2 36,850
VALERO ENERGY CORP COM 91913Y100 14,688 220,800 SH DEFINED 1,2 220,800
VARIAN MEDICAL SYSTEMS INC COM 92220P105 474 10,000 SH DEFINED 1,2 10,000
VERIZON COMMUNIC INC COM 92343V104 131 3,900 SH DEFINED 1,2 3,900
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
VF CORP COM 918204108 14 200 SH DEFINED 1,2 200
VIACOM INC-CLASS B CL B 92553P201 41 1,150 SH DEFINED 1,2 1,150
VIAD CORP COM 92552R406 1,756 56,100 SH DEFINED 2 56,100
VISTEON CORP COM 92839U107 1 100 SH DEFINED 1,2 100
VORNADO REALTY L.P. DEB 929043AC1 338 300,000 PRN DEFINED 2,3 3,288
VULCAN MATERIALS CO COM 929160109 16 200 SH DEFINED 1,2 200
WACHOVIA CORP COM 929903102 121 2,245 SH DEFINED 1,2 2,245
WALGREEN CO COM 931422109 381 8,500 SH DEFINED 1,2 8,500
WAL-MART STORES INC COM 931142103 5,378 111,650 SH DEFINED 1,2 111,650
WASHINGTON MUTUAL INC COM 939322103 847 18,585 SH DEFINED 1,2 18,585
WASTE MANAGEMENT INC COM 94106L109 29 800 SH DEFINED 1,2 800
WATERS CORP COM 941848103 9 200 SH DEFINED 1,2 200
WATSON PHARMA INC COM 942683103 5 200 SH DEFINED 1,2 200
WCI COMMUNITIES INC COM 92923C104 1,913 95,000 SH DEFINED 2 95,000
WELLPOINT INC COM 94973V107 65 900 SH DEFINED 1,2 900
WELLS FARGO & COMPANY COM 949746101 161 2,400 SH DEFINED 1,2 2,400
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
WENDYS INTERNATIONAL INC COM 950590109 12 200 SH DEFINED 1,2 200
WESTERN GAS RESOUR COM 958259103 2,261 37,780 SH DEFINED 2 37,780
WEYERHAEUSER CO COM 962166104 984 15,800 SH DEFINED 1,2 15,800
WHIRLPOOL CORP COM 963320106 3,022 36,558 SH DEFINED 1,2 36,558
WILLIAMS COS INC COM 969457100 6,095 260,910 SH DEFINED 1,2 260,910
WILLIAMS PARTNERS LP COM 96950F104 1,998 63,500 SH DEFINED 2,4 63,500
WISCONSIN ENERGY CORP COM 976657106 1,617 40,125 SH DEFINED 2 40,125
WRIGLEY WM JR CO COM 982526105 14 300 SH DEFINED 1,2 300
WW GRAINGER INC COM 384802104 8 100 SH DEFINED 1,2 100
WYETH COM 983024100 1,166 26,250 SH DEFINED 1,2 26,250
XCEL ENERGY INC COM 98389B100 1,682 87,700 SH DEFINED 1,2 87,700
XEROX CORP COM 984121103 3,982 286,300 SH DEFINED 1,2 286,300
XILINX INC COM 983919101 11 500 SH DEFINED 1,2 500
XL CAPITAL LTD -CLASS A CL A G98255105 1,931 31,500 SH DEFINED 1,2 31,500
XTO ENERGY INC COM 98385X106 22 500 SH DEFINED 1,2 500
YAHOO! INC COM 984332106 574 17,400 SH DEFINED 1,2 17,400
Column Column Column Column Column Column Column Column
1: 2: 3: 4: 5: 6: 7: 8:
Name Title Shares or Voting Authority
of of CUSIP Value Principal SH/ Put/ Investment Other ------------------
Issuer Class Number (x$1000) Amount PRN Call Discretion Mgrs Sole Shared None
YELLOW ROADWAY CORP NOTE 985577AA3 896 670,000 PRN DEFINED 2,3 17,074
YUM! BRANDS INC COM 988498101 20 400 SH DEFINED 1,2 400
ZIMMER HOLDINGS INC COM 98956P102 23 400 SH DEFINED 1,2 400
ZIONS BANCORPORATION COM 989701107 16 200 SH DEFINED 1,2 200