FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30,2008
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: 333 S. Wabash
Chicago,IL 60604
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 7,2008
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: 621
Form 13F Information Table Value Total: 1,037,110 (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 98 1,410 SH DEFINED 1,2 1,410
ABBOTT LABORATORIES COM 002824100 1,143 21,580 SH DEFINED 1,2 21,580
ABERCROMBIE & FITCH CO CL A 002896207 11 170 SH DEFINED 1,2 170
ACE LTD ORD G0070K103 36 660 SH DEFINED 1,2 660
ADOBE SYSTEMS INC COM 00724F101 42 1,060 SH DEFINED 1,2 1,060
ADVANCED MICRO DEVICES COM 007903107 7 1,200 SH DEFINED 1,2 1,200
AES CORP COM 00130H105 26 1,330 SH DEFINED 1,2 1,330
AETNA INC COM 00817Y108 40 990 SH DEFINED 1,2 990
AFFILIATED COMPUTER SVCS CL A 008190100 1,343 25,115 SH DEFINED 1,2 25,115
AFLAC INC COM 001055102 60 950 SH DEFINED 1,2 950
AGILENT TECHNOLOGIES INC COM 00846U101 26 730 SH DEFINED 1,2 730
AIR PRODUCTS & CHEMICALS INCCOM 009158106 43 430 SH DEFINED 1,2 430
AKAMAI TECHNOLOGIES COM 00971T101 11 330 SH DEFINED 1,2 330
ALCATEL-LUCENT SPONSORE013904305 3,282 543,425 SH DEFINED 2 543,425
ALCOA INC COM 013817101 8,963 251,620 SH DEFINED 1,2 251,620
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
ALCON INC COM SHS H01301102 228 1,400 SH DEFINED 2 1,400
ALLEGHENY ENERGY INC COM 017361106 896 17,887 SH DEFINED 1,2 17,887
ALLEGHENY TECHNOLOGIES INC COM 01741R102 12 200 SH DEFINED 1,2 200
ALLERGAN INC COM 018490102 32 610 SH DEFINED 1,2 610
ALLIANCE RESOURCE PARTNERS LTD PART01877R108 5,621 100,959 SH DEFINED 2,4 100,959
ALLIED WASTE INDUSTRIES INC COM 019589308 8 670 SH DEFINED 1,2 670
ALLSTATE CORP COM 020002101 1,972 43,245 SH DEFINED 1,2 43,245
ALTERA CORPORATION COM 021441100 13 610 SH DEFINED 1,2 610
ALTRIA GROUP INC COM 02209S103 86 4,200 SH DEFINED 1,2 4,200
AMAZON.COM INC COM 023135106 45 620 SH DEFINED 1,2 620
AMBAC FINANCIAL GROUP INC COM 023139108 1 570 SH DEFINED 1,2 570
AMEREN CORPORATION COM 023608102 18 420 SH DEFINED 1,2 420
AMERICAN CAPITAL STRATEGIES COM 024937104 9 390 SH DEFINED 1,2 390
AMERICAN ELECTRIC POWER COM 025537101 4,622 114,880 SH DEFINED 1,2 114,880
AMERICAN EQUITY INVT LIFE HLCOM 025676206 1,067 130,975 SH DEFINED 2 130,975
AMERICAN EXPRESS COM 025816109 2,908 77,200 SH DEFINED 1,2 77,200
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
AMERICAN INTL GROUP INC COM 026874107 4,508 170,370 SH DEFINED 1,2 170,370
AMERICAN NATIONAL INSURANCE COM 028591105 529 5,400 SH DEFINED 2 5,400
AMERICAN TOWER CORP CL A 029912201 34 810 SH DEFINED 1,2 810
AMERIPRISE FINANCIAL INC COM 03076C106 18 450 SH DEFINED 1,2 450
AMERISOURCE HEALTH CORP COM 03073E105 1,365 34,130 SH DEFINED 1,2 34,130
AMGEN INC COM 031162100 2,664 56,495 SH DEFINED 1,2 56,495
ANADARKO PETROLEUM CORP COM 032511107 22,522 300,940 SH DEFINED 1,2 300,940
ANALOG DEVICES COM 032654105 19 590 SH DEFINED 1,2 590
ANHEUSER BUSCH CO COM 035229103 951 15,310 SH DEFINED 1,2 15,310
ANSYS INC COM 03662Q105 227 4,824 SH DEFINED 2,4 4,824
AON CORP COM 037389103 28 610 SH DEFINED 1,2 610
APACHE CORP COM 037411105 9,128 65,670 SH DEFINED 1,2 65,670
APARTMENT INVT & MGMT CO CL A 03748R101 6 186 SH DEFINED 1,2 186
APOLLO GROUP INC CL A 037604105 12 280 SH DEFINED 1,2 280
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
APPLE INC COM 037833100 295 1,760 SH DEFINED 1,2 1,760
APPLIED BIOSYSTEMS INC GRP 038020103 11 330 SH DEFINED 1,2 330
APPLIED MATERIALS INC. COM 038222105 863 45,190 SH DEFINED 1,2 45,190
ARCHER-DANIELS-MIDLAND CO COM 039483102 43 1,280 SH DEFINED 1,2 1,280
ARGO GROUP INTERNATIONAL COM G0464B107 736 21,925 SH DEFINED 2 21,925
ARVINMERITOR INC COM 043353101 553 44,350 SH DEFINED 2 44,350
ASHLAND INC COM 044209104 5 110 SH DEFINED 1,2 110
ASSURANT INC COM 04621X108 13 190 SH DEFINED 1,2 190
AT&T INC COM 00206R102 405 12,035 SH DEFINED 1,2 12,035
ATLAS PIPELINE HOLDINGS LP COM 04939R108 10,516 313,924 SH DEFINED 2,4 313,924
ATLAS PIPELINE PARTNERS INT 049392103 15,874 406,393 SH DEFINED 2,4 406,393
AUTODESK INC COM 052769106 16 460 SH DEFINED 1,2 460
AUTOMATIC DATA PROCESSING COM 053015103 44 1,040 SH DEFINED 1,2 1,040
AUTONATION INC COM 05329W102 3 260 SH DEFINED 1,2 260
AUTOZONE INC COM 053332102 11 90 SH DEFINED 1,2 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
AVALONBAY COMMUNITIES INC COM 053484101 14 160 SH DEFINED 1,2 160
AVERY DENNISON CORP COM 053611109 9 210 SH DEFINED 1,2 210
AVON PRODUCTS INC COM 054303102 31 850 SH DEFINED 1,2 850
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,416 47,500 SH DEFINED 2 47,500
BAKER HUGHES INC COM 057224107 54 620 SH DEFINED 1,2 620
BALL CORP COM 058498106 10 200 SH DEFINED 1,2 200
BANK OF AMERICA CORP COM 060505104 4,946 207,201 SH DEFINED 1,2 207,201
BANK OF NEW YORK COM 064058100 3,205 84,717 SH DEFINED 1,2 84,717
BARD (C.R.) INC COM 067383109 18 200 SH DEFINED 1,2 200
BARR PHARMACEUTICALS INC COM 068306109 10 220 SH DEFINED 1,2 220
BARRICK GOLD CORP COM 067901108 4,524 99,431 SH DEFINED 2 99,431
BAXTER INTERNATIONAL INC COM 071813109 81 1,270 SH DEFINED 1,2 1,270
BB&T CORP COM 054937107 25 1,090 SH DEFINED 1,2 1,090
BEARINGPOINT INC COM 074002106 48 59,450 SH DEFINED 2 59,450
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
BECTON DICKINSON & CO COM 075887109 40 490 SH DEFINED 1,2 490
BED BATH & BEYOND INC COM 075896100 15 520 SH DEFINED 1,2 520
BEMIS COMPANY COM 081437105 4 200 SH DEFINED 1,2 200
BEST BUY CO INC COM 086516101 28 700 SH DEFINED 1,2 700
BIG LOTS INC COM 089302103 5 160 SH DEFINED 1,2 160
BIOGEN IDEC INC COM 09062X103 34 600 SH DEFINED 1,2 600
BJ SERVICES CO COM 055482103 19 580 SH DEFINED 1,2 580
BLACK & DECKER MFG CO COM 091797100 1,814 31,545 SH DEFINED 1,2 31,545
BLACKROCK FLORIDA INSD MUNI COM 09250G102 498 38,900 SH DEFINED 2,4 38,900
BLACKROCK MUNIYIELD INSURED COM 09254E103 1,429 116,400 SH DEFINED 2,4 116,400
BLACKROCK MUNIYIELD NY INSURCOM 09255E102 667 55,900 SH DEFINED 2,4 55,900
BLOUNT INTERNATIONAL INC COM 095180105 934 80,475 SH DEFINED 2 80,475
BMC SOFTWARE INC COM 055921100 14 380 SH DEFINED 1,2 380
BOEING COMPANY COM 097023105 810 12,330 SH DEFINED 1,2 12,330
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
BOSTON PROPERTIES INC COM 101121101 22 240 SH DEFINED 1,2 240
BOSTON SCIENTIFIC CORP COM 101137107 33 2,669 SH DEFINED 1,2 2,669
BOWNE & CO INC COM 103043105 91 7,150 SH DEFINED 2 7,150
BRADY CORPORATION CL A 104674106 642 18,600 SH DEFINED 2 18,600
BRISTOL-MYERS SQUIBB CO COM 110122108 1,452 70,715 SH DEFINED 1,2 70,715
BROADCOM CORP CL A 111320107 25 930 SH DEFINED 1,2 930
BROOKFIELD HOMES CORP COM 112723101 307 25,000 SH DEFINED 2 25,000
BROWN-FORMAN CORP CL B 115637209 13 170 SH DEFINED 1,2 170
BRUNSWICK CORP COM 117043109 2 170 SH DEFINED 1,2 170
BURLINGTON NORTHERN SANTA FECOM 12189T104 59 590 SH DEFINED 1,2 590
C.H. ROBINSON WORLDWIDE INC COM 12541W209 19 340 SH DEFINED 1,2 340
CABOT MICROELECTRONICS CORP COM 12709P103 159 4,800 SH DEFINED 2 4,800
CADENCE DESIGN SYS INC NOTE 127387AD0 1,718 2,000,000 PRN DEFINED 2,3 94,563
CAMERON INTERNATIONAL CORP COM 13342B105 24 440 SH DEFINED 1,2 440
CAMPBELL SOUP CO COM 134429109 15 440 SH DEFINED 1,2 440
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,436 64,101 SH DEFINED 1,2 64,101
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
CARDINAL HEALTH INC COM 14149Y108 37 710 SH DEFINED 1,2 710
CARNIVAL CORP PAIRED C143658300 29 870 SH DEFINED 1,2 870
CARTER'S INC COM 146229109 852 61,650 SH DEFINED 2 61,650
CATERPILLAR INC COM 149123101 1,583 21,440 SH DEFINED 1,2 21,440
CB RICHARD ELLIS GROUP INC CL A 12497T101 7 340 SH DEFINED 1,2 340
CBS CORP-CLASS B CL B 124857202 1,975 101,350 SH DEFINED 1,2 101,350
CELGENE CORP COM 151020104 56 870 SH DEFINED 1,2 870
CENTERPOINT ENERGY INC COM 15189T107 10 650 SH DEFINED 1,2 650
CENTEX CORP COM 152312104 3 240 SH DEFINED 1,2 240
CENTURYTEL INC COM 156700106 7 210 SH DEFINED 1,2 210
CHEMICAL FINANCIAL CORP COM 163731102 767 37,575 SH DEFINED 2 37,575
CHESAPEAKE ENERGY CORP COM 165167107 63 960 SH DEFINED 1,2 960
CHEVRON CORP COM 166764100 410 4,140 SH DEFINED 1,2 4,140
CHUBB CORP COM 171232101 36 740 SH DEFINED 1,2 740
CIBER INC COM 17163B102 1,171 188,575 SH DEFINED 2 188,575
CIENA CORP COM 171779309 4 170 SH DEFINED 1,2 170
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
CIGNA CORP COM 125509109 20 560 SH DEFINED 1,2 560
CINCINNATI FINANCIAL CORP COM 172062101 8 330 SH DEFINED 1,2 330
CINTAS CORP COM 172908105 7 260 SH DEFINED 1,2 260
CISCO SYSTEMS INC COM 17275R102 1,253 53,880 SH DEFINED 1,2 53,880
CIT GROUP INC COM 125581108 2 290 SH DEFINED 1,2 290
CITIGROUP INC COM 172967101 4,594 274,090 SH DEFINED 1,2 274,090
CITIZENS COMMUNICATIONS CO COM 17453B101 7 650 SH DEFINED 1,2 650
CITRIX SYSTEMS INC COM 177376100 11 370 SH DEFINED 1,2 370
CLEAR CHANNEL COMMUNICATIONSCOM 184502102 35 990 SH DEFINED 1,2 990
CLOROX CO COM 189054109 798 15,280 SH DEFINED 1,2 15,280
CME GROUP INC COM 12572Q105 42 110 SH DEFINED 1,2 110
CMS ENERGY CORP COM 125896100 7 440 SH DEFINED 1,2 440
CNA SURETY CORPORATION COM 12612L108 346,654 27,425,147 SH DEFINED 1,2,4 27,425,147
COACH INC COM 189754104 627 21,700 SH DEFINED 1,2 21,700
COCA COLA CO COM 191216100 795 15,290 SH DEFINED 1,2 15,290
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
COCA-COLA ENTERPRISES COM 191219104 10 570 SH DEFINED 1,2 570
COGNIZANT TECH SOLUTIONS CL A 192446102 19 580 SH DEFINED 1,2 580
COLGATE-PALMOLIVE CO COM 194162103 70 1,020 SH DEFINED 1,2 1,020
COMCAST CORP CL A SPL CL A 20030N200 2,188 116,640 SH DEFINED 2 116,640
COMCAST CORP-CL A CLA 20030N101 2,343 123,490 SH DEFINED 1,2 123,490
COMERICA INC COM 200340107 652 25,450 SH DEFINED 1,2 25,450
COMPUTER ASSOCIATES INTL INCCOM 12673P105 1,463 63,382 SH DEFINED 1,2 63,382
COMPUTER SCIENCES CORP COM 205363104 14 300 SH DEFINED 1,2 300
COMPUWARE CORP COM 205638109 5 540 SH DEFINED 1,2 540
CONAGRA FOODS INC COM 205887102 19 970 SH DEFINED 1,2 970
CONOCOPHILLIPS COM 20825C104 294 3,120 SH DEFINED 1,2 3,120
CONSECO INC COM 208464883 588 59,250 SH DEFINED 2 59,250
CONSOL ENERGY INC COM 20854P109 42 370 SH DEFINED 1,2 370
CONSOLIDATED EDISON INC COM 209115104 21 540 SH DEFINED 1,2 540
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
CONSTELLATION BRANDS INC CL A 21036P108 8 380 SH DEFINED 1,2 380
CONSTELLATION ENERGY GROUP COM 210371100 30 360 SH DEFINED 1,2 360
CONSTELLATION ENERGY PARTNERCOM 21038E101 4,809 231,960 SH DEFINED 2,4 231,960
CONVERGYS CORP COM 212485106 4 250 SH DEFINED 1,2 250
CON-WAY INC COM 205944101 408 8,625 SH DEFINED 2 8,625
COOPER INDUSTRIES LTD CL A G24182100 14 350 SH DEFINED 1,2 350
CORNING INC. COM 219350105 879 38,140 SH DEFINED 1,2 38,140
COSTCO WHOLESALE CORP COM 22160K105 61 870 SH DEFINED 1,2 870
COUNTRYWIDE FINANCIAL CORP COM 222372104 5 1,158 SH DEFINED 1,2 1,158
COVENTRY HEALTH CARE INC COM 222862104 9 310 SH DEFINED 1,2 310
COVIDIEN LTD COM G2552X108 48 992 SH DEFINED 1,2 992
CROSSTEX ENERGY LP COM 22765U102 3,350 116,800 SH DEFINED 2,4 116,800
CSX CORP. COM 126408103 2,312 36,810 SH DEFINED 1,2 36,810
CUMMINS INC COM 231021106 27 410 SH DEFINED 1,2 410
CVS CORP COM 126650100 1,102 27,858 SH DEFINED 1,2 27,858
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 ------------------
DANAHER CORP COM 235851102 39 510 SH DEFINED 1,2 510
DARDEN RESTAURANTS INC COM 237194105 9 290 SH DEFINED 1,2 290
DCP MIDSTREAM PARTNERS LP LTD PART23311P100 8,883 303,707 SH DEFINED 2,4 303,707
DEAN FOODS CO COM 242370104 6 300 SH DEFINED 1,2 300
DEERE & CO COM 244199105 63 870 SH DEFINED 1,2 870
DEL MONTE FOODS CO COM 24522P103 641 90,250 SH DEFINED 2 90,250
DELL INC COM 24702R101 89 4,070 SH DEFINED 1,2 4,070
DELPHI FINANCIAL GROUP CLA 247131105 450 19,438 SH DEFINED 2 19,438
DEVELOPERS DIVERSIFIED RLTY COM 251591103 8 240 SH DEFINED 1,2 240
DEVON ENERGY CORP COM 25179M103 4,313 35,890 SH DEFINED 1,2 35,890
DIAGEO PLC ADR 25243Q205 1,175 15,900 SH DEFINED 2 15,900
DIAMONDS TRUST SERIES I UNIT SER252787106 85,065 750,000 SH DEFINED 2 750,000
DILLARDS INC-CL A CL A 254067101 1 110 SH DEFINED 1,2 110
DIRECTV GROUP INC/THE COM 25459L106 37 1,420 SH DEFINED 1,2 1,420
DISCOVER FINANCIAL SERVICES COM 254709108 13 950 SH DEFINED 1,2 950
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
DOMINION RESOURCES INC/VA COM 25746U109 48 1,020 SH DEFINED 1,2 1,020
DOVER CORP COM 260003108 18 380 SH DEFINED 1,2 380
DOW CHEMICAL COM 260543103 65 1,870 SH DEFINED 1,2 1,870
DR HORTON INC COM 23331A109 6 540 SH DEFINED 1,2 540
DRESS BARN INC COM 261570105 19 1,426 SH DEFINED 2 1,426
DTE ENERGY COMPANY COM 233331107 11 260 SH DEFINED 1,2 260
DU PONT (E.I.) DE NEMOURS COM 263534109 77 1,790 SH DEFINED 1,2 1,790
DUKE ENERGY CORP COM 26441C105 44 2,518 SH DEFINED 1,2 2,518
DUNCAN ENERGY PARTNERS LP COM 265026104 257 14,241 SH DEFINED 2,4 14,241
DYNEGY INC-CL A CL A 26817G102 2,564 299,930 SH DEFINED 1,2 299,930
E*TRADE FINANCIAL CORP COM 269246104 3 920 SH DEFINED 1,2 920
EASTMAN CHEMICAL COMPANY COM 277432100 11 160 SH DEFINED 1,2 160
EASTMAN KODAK CO COM 277461109 8 570 SH DEFINED 1,2 570
EATON CORP COM 278058102 28 330 SH DEFINED 1,2 330
EBAY INC COM 278642103 61 2,220 SH DEFINED 1,2 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
ECOLAB INC COM 278865100 15 350 SH DEFINED 1,2 350
EDISON INTERNATIONAL COM 281020107 33 650 SH DEFINED 1,2 650
EL PASO CORP COM 28336L109 30 1,390 SH DEFINED 1,2 1,390
EL PASO PIPELINE PARTNERS LPCOM 283702108 3,547 171,600 SH DEFINED 2,4 171,600
ELECTRONIC ARTS INC COM 285512109 28 630 SH DEFINED 1,2 630
ELECTRONIC DATA SYSTEMS CORPCOM 285661104 25 1,010 SH DEFINED 1,2 1,010
ELI LILLY & CO COM 532457108 91 1,970 SH DEFINED 1,2 1,970
EMBARQ CORP COM 29078E105 14 306 SH DEFINED 1,2 306
EMC CORPORATION COM 268648102 2,828 192,530 SH DEFINED 1,2 192,530
EMERSON ELECTRIC CO COM 291011104 78 1,570 SH DEFINED 1,2 1,570
ENBRIDGE ENERGY PARTNERS LP COM 29250R106 10,945 217,558 SH DEFINED 2,4 217,558
ENCANA CORP COM 292505104 9,093 100,000 SH DEFINED 2 100,000
ENERGY TRANSFER EQUITY LP LTD PART29273V100 6,546 225,812 SH DEFINED 2,4 225,812
ENSCO INTERNATIONAL INC COM 26874Q100 6,927 85,790 SH DEFINED 1,2 85,790
ENTERGY CORP COM 29364G103 46 380 SH DEFINED 1,2 380
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
ENTERPRISE GP HOLDINGS LP UNIT LP 293716106 8 275 SH DEFINED 2,4 275
EOG RESOURCES INC COM 26875P101 66 500 SH DEFINED 1,2 500
EQUIFAX INC COM 294429105 9 260 SH DEFINED 1,2 260
EQUITY RESIDENTIAL INT 29476L107 21 540 SH DEFINED 1,2 540
ESMARK INC COM 296475106 3 134 SH DEFINED 1,2 134
ESTEE LAUDER COMPANIES CL A 518439104 11 230 SH DEFINED 1,2 230
EW SCRIPPS CO-CL A CL A 811054204 7 180 SH DEFINED 1,2 180
EXELON CORP COM 30161N101 4,510 50,130 SH DEFINED 1,2 50,130
EXPEDIA INC COM 30212P105 8 410 SH DEFINED 1,2 410
EXPEDITORS INTL WASH INC COM 302130109 18 430 SH DEFINED 1,2 430
EXPRESS SCRIPTS INC COM 302182100 32 510 SH DEFINED 1,2 510
EXPRESSJET HOLDINGS INC CL A 30218U108 45 81,600 SH DEFINED 2 81,600
EXXON MOBIL CORP COM 30231G102 2,350 26,670 SH DEFINED 1,2 26,670
FAMILY DOLLAR STORES COM 307000109 6 280 SH DEFINED 1,2 280
FBL FINANCIAL GROUP INC CL A 30239F106 475 23,900 SH DEFINED 2 23,900
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
FEDERAL HM LOAN MORTGAGE CORCOM 313400301 1,989 121,290 SH DEFINED 1,2 121,290
FEDERAL NATL MTGE ASSN. COM 313586109 1,503 77,035 SH DEFINED 1,2 77,035
FEDERATED INVESTORS INC CL B 314211103 6 170 SH DEFINED 1,2 170
FEDEX CORP COM 31428X106 49 620 SH DEFINED 1,2 620
FIDELITY NATIONAL INFORMATIOCOM 31620M106 13 340 SH DEFINED 1,2 340
FIFTH THIRD BANCORP COM 316773100 11 1,060 SH DEFINED 1,2 1,060
FINANCIAL SELECT SECTOR SBI INT-81369Y605 9,117 450,000 SH DEFINED 2 450,000
FIRST AMERICAN CORP COM 318522307 486 18,400 SH DEFINED 2 18,400
FIRST HORIZON NATIONAL CORP COM 320517105 3 370 SH DEFINED 1,2 370
FIRSTENERGY CORP COM 337932107 50 610 SH DEFINED 1,2 610
FISERV INC COM 337738108 15 330 SH DEFINED 1,2 330
FLUOR CORP (NEW) COM 343412102 1,336 7,180 SH DEFINED 1,2 7,180
FORD MOTOR CO COM 345370860 21 4,327 SH DEFINED 1,2 4,327
FOREST LABORATORIES INC COM 345838106 22 620 SH DEFINED 1,2 620
FORTUNE BRANDS INC COM 349631101 19 310 SH DEFINED 1,2 310
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
FPL GROUP INC COM 302571104 53 810 SH DEFINED 1,2 810
FRANKLIN RESOURCES INC COM 354613101 29 320 SH DEFINED 1,2 320
FREEPORT-MCMORAN COPPER CL B 35671D857 90 771 SH DEFINED 1,2 771
GAMESTOP CORP CL A 36467W109 13 320 SH DEFINED 1,2 320
GANNETT CO COM 364730101 10 460 SH DEFINED 1,2 460
GAP INC/THE COM 364760108 15 900 SH DEFINED 1,2 900
GENERAL DYNAMICS CORP COM 369550108 67 800 SH DEFINED 1,2 800
GENERAL ELECTRIC CO COM 369604103 3,833 143,620 SH DEFINED 1,2 143,620
GENERAL GROWTH PROPERTIES COM 370021107 19 530 SH DEFINED 1,2 530
GENERAL MILLS INC COM 370334104 41 670 SH DEFINED 1,2 670
GENERAL MOTORS CORP COM 370442105 13 1,120 SH DEFINED 1,2 1,120
GENESIS ENERGY L.P. COM 371927104 7,103 384,985 SH DEFINED 2,4 384,985
GENUINE PARTS CO COM 372460105 13 330 SH DEFINED 1,2 330
GENWORTH FINANCIAL INC CL A 37247D106 15 860 SH DEFINED 1,2 860
GENZYME CORP COM 372917104 39 540 SH DEFINED 1,2 540
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
GILEAD SCIENCES INC COM 375558103 1,236 23,350 SH DEFINED 1,2 23,350
GOLDMAN SACHS GROUP INC COM 38141G104 138 790 SH DEFINED 1,2 790
GOODRICH CORP COM 382388106 12 250 SH DEFINED 1,2 250
GOODYEAR TIRE & RUBBER CO COM 382550101 9 480 SH DEFINED 1,2 480
GOOGLE INC CL A 38259P508 3,959 7,520 SH DEFINED 1,2 7,520
GRIFFON CORPORATION COM 398433102 971 110,850 SH DEFINED 2 110,850
H&R BLOCK INC COM 093671105 14 650 SH DEFINED 1,2 650
HALLIBURTON COMPANY COM 406216101 1,686 31,760 SH DEFINED 1,2 31,760
HANGER ORTHOPEDIC GROUP INC COM 41043F208 653 39,625 SH DEFINED 2 39,625
HARLEY-DAVIDSON INC COM 412822108 17 480 SH DEFINED 1,2 480
HARMAN INTERNATIONAL COM 413086109 5 120 SH DEFINED 1,2 120
HARTE-HANKS INC COM 416196103 940 82,075 SH DEFINED 2 82,075
HARTFORD FINANCIAL SVCS GRP COM 416515104 6,821 105,630 SH DEFINED 1,2 105,630
HASBRO INC COM 418056107 10 280 SH DEFINED 1,2 280
HCP INC COM 40414L109 15 470 SH DEFINED 1,2 470
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
HERCULES INC COM 427056106 4 220 SH DEFINED 1,2 220
HERSHEY CO/THE COM 427866108 11 340 SH DEFINED 1,2 340
HESS CORP LTD PART42809H107 71 560 SH DEFINED 1,2 560
HEWLETT-PACKARD CO. COM 428236103 1,544 34,920 SH DEFINED 1,2 34,920
HILAND HOLDINGS GP LP INT 43129M107 6,905 256,030 SH DEFINED 2,4 256,030
HILAND PARTNERS LP LTD PART431291103 11,932 239,737 SH DEFINED 2,4 239,737
HJ HEINZ CO COM 423074103 30 630 SH DEFINED 1,2 630
HOLLY ENERGY PARTNERS LP LTD PTNR435763107 3,620 92,825 SH DEFINED 2,4 92,825
HOME DEPOT COM 437076102 1,943 82,960 SH DEFINED 1,2 82,960
HONEYWELL INTERNATIONAL INC COM 438516106 75 1,490 SH DEFINED 1,2 1,490
HORMEL FOODS CORP COM 440452100 280 8,100 SH DEFINED 2 8,100
HOSPIRA INC COM 441060100 13 320 SH DEFINED 1,2 320
HOST HOTELS & RESORTS INC COM 44107P104 14 1,040 SH DEFINED 1,2 1,040
HUDSON CITY BANCORP INC COM 443683107 17 1,030 SH DEFINED 1,2 1,030
HUMANA INC COM 444859102 14 340 SH DEFINED 1,2 340
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
HUNTINGTON BANCSHARES INC COM 446150104 4 730 SH DEFINED 1,2 730
IAC/INTERACTIVECORP COM 44919P300 7 360 SH DEFINED 1,2 360
IDACORP INC COM 451107106 150 5,175 SH DEFINED 2 5,175
ILLINOIS TOOL WORKS COM 452308109 38 800 SH DEFINED 1,2 800
IMS HEALTH INC COM 449934108 1,933 82,960 SH DEFINED 1,2 82,960
INDYMAC BANCORP INC COM 456607100 17 27,800 SH DEFINED 2 27,800
INERGY HOLDINGS LP COM 45661Q107 4,521 125,900 SH DEFINED 2,4 125,900
INERGY LP LTD PTNR456615103 5,693 218,800 SH DEFINED 2,4 218,800
INGERSOLL RAND CO CL A G4776G101 3,146 84,039 SH DEFINED 1,2 84,039
INTEGRYS ENERGY GROUP INC COM 45822P105 8 159 SH DEFINED 1,2 159
INTEL CORP COM 458140100 1,322 61,540 SH DEFINED 1,2 61,540
INTERCONTINENTALEXCHANGE INCCOM 45865V100 16 140 SH DEFINED 1,2 140
INTERNATIONAL BUSINESS MACHICOM 459200101 16,361 138,030 SH DEFINED 1,2 138,030
INTERNATIONAL PAPER CO COM 460146103 20 850 SH DEFINED 1,2 850
INTERPUBLIC GROUP OF COS INCCOM 460690100 8 934 SH DEFINED 1,2 934
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 FLAVORS & FRAGRANCES COM 459506101 6 160 SH DEFINED 1,2 160
INTL GAME TECHNOLOGY COM 459902102 15 620 SH DEFINED 1,2 620
INTUIT INC COM 461202103 18 650 SH DEFINED 1,2 650
INTUITIVE SURGICAL INC COM 46120E602 22 80 SH DEFINED 1,2 80
IPC HOLDINGS LTD ORD G4933P101 994 37,425 SH DEFINED 2 37,425
ISHARES MSCI JAP464286848 24,940 2,000,000 SH DEFINED 2 2,000,000
ITT CORP COM 450911102 23 360 SH DEFINED 1,2 360
J.C. PENNY CO INC (HLDG CO) COM 708160106 653 17,990 SH DEFINED 1,2 17,990
JABIL CIRCUIT INC COM 466313103 7 410 SH DEFINED 1,2 410
JACOBS ENGINEERING GROUP INCCOM 469814107 20 250 SH DEFINED 1,2 250
JANUS CAPITAL GROUP INC COM 47102X105 8 290 SH DEFINED 1,2 290
JDS UNIPHASE CORP COM 46612J507 5 441 SH DEFINED 1,2 441
JOHNSON & JOHNSON COM 478160104 4,664 72,485 SH DEFINED 1,2 72,485
JOHNSON CONTROLS INC COM 478366107 34 1,180 SH DEFINED 1,2 1,180
JONES APPAREL GROUP INC COM 480074103 827 60,120 SH DEFINED 1,2 60,120
JPMORGAN CHASE & COMPANY COM 46625H100 2,507 73,070 SH DEFINED 1,2 73,070
JUNIPER NETWORKS INC COM 48203R104 23 1,040 SH DEFINED 1,2 1,040
K12 INC COM 48273U102 6,255 290,818 SH DEFINED 2,4 290,818
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
KB HOME COM 48666K109 3 150 SH DEFINED 1,2 150
KELLOGG CO COM 487836108 25 520 SH DEFINED 1,2 520
KELLY SERVICES INC CL A 488152208 1,207 62,446 SH DEFINED 2 62,446
KEYCORP COM 493267108 9 790 SH DEFINED 1,2 790
KIMBERLY-CLARK CORP COM 494368103 50 840 SH DEFINED 1,2 840
KIMCO REALTY CORP COM 49446R109 17 500 SH DEFINED 1,2 500
KINDER MORGAN MANAGEMENT LLCSHS 49455U100 3,453 64,116 SH DEFINED 2,4 64,116
KING PHARMACEUTICALS INC COM 495582108 5 490 SH DEFINED 1,2 490
KLA-TENCOR CORPORATION COM 482480100 14 340 SH DEFINED 1,2 340
KOHLS CORP COM 500255104 676 16,880 SH DEFINED 1,2 16,880
KRAFT FOODS INC CL A 50075N104 87 3,056 SH DEFINED 1,2 3,056
KROGER CO COM 501044101 39 1,340 SH DEFINED 1,2 1,340
L-3 COMMUNICATIONS CORP COM 502424104 931 10,250 SH DEFINED 1,2 10,250
LABORATORY CRP OF AMER HLDGSCOM 50540R409 15 220 SH DEFINED 1,2 220
LEAR SEATING CORP COM 521865105 1,763 124,300 SH DEFINED 2 124,300
LEGG MASON INC COM 524901105 12 270 SH DEFINED 1,2 270
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
LEGGETT & PLATT INC COM 524660107 6 330 SH DEFINED 1,2 330
LEHMAN_BROTHERS_HOLDING INC COM 524908100 968 48,860 SH DEFINED 1,2 48,860
LENNAR CORP CL A 526057104 3 270 SH DEFINED 1,2 270
LEUCADIA NATIONAL CORP COM 527288104 16 340 SH DEFINED 1,2 340
LEVEL 3 COMMUNICATIONS NOTE 52729NBE9 1,298 1,200,000 PRN DEFINED 2,3 333,336
LEXMARK INTERNATIONAL INC CL A 529771107 6 190 SH DEFINED 1,2 190
LIMITED BRANDS INC COM 532716107 10 620 SH DEFINED 1,2 620
LINCOLN NATIONAL CORP COM 534187109 4,556 100,529 SH DEFINED 1,2 100,529
LINEAR TECHNOLOGY CORP COM 535678106 14 440 SH DEFINED 1,2 440
LIZ CLAIBORNE INC COM 539320101 3 190 SH DEFINED 1,2 190
LOCKHEED MARTIN CORP COM 539830109 68 690 SH DEFINED 1,2 690
LOWES COS INC COM 548661107 60 2,910 SH DEFINED 1,2 2,910
LSI CORP COM 502161102 8 1,310 SH DEFINED 1,2 1,310
M & T BANK CORP COM 55261F104 11 160 SH DEFINED 1,2 160
MACYS INC COM 55616P104 17 858 SH DEFINED 1,2 858
MAGELLAN MIDSTREAM HOLDINGS COM 55907R108 6,654 295,752 SH DEFINED 2,4 295,752
MAGNA INTERNATIONAL INC CL A 559222401 1,336 22,550 SH DEFINED 2 22,550
MANITOWOC COMPANY INC COM 563571108 8 260 SH DEFINED 1,2 260
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
MARATHON OIL CORP COM 565849106 73 1,416 SH DEFINED 1,2 1,416
MARKWEST ENERGY PARTNERS LP LTD PART570759100 14,554 408,352 SH DEFINED 2,4 408,352
MARRIOTT INTERNATIONAL CLA 571903202 855 32,600 SH DEFINED 1,2 32,600
MARSH & MCLENNAN COS COM 571748102 28 1,040 SH DEFINED 1,2 1,040
MARSHALL & ILSLEY CORP COM 571837103 8 520 SH DEFINED 1,2 520
MASCO CORP COM 574599106 11 720 SH DEFINED 1,2 720
MASTERCARD INC CL A 57636Q104 2,655 10,000 SH DEFINED 2 10,000
MATTEL INC COM 577081102 12 720 SH DEFINED 1,2 720
MBIA INC COM 55262C100 2 410 SH DEFINED 1,2 410
MCCORMICK & CO COM 579780206 9 260 SH DEFINED 1,2 260
MCDONALDS CORP COM 580135101 129 2,300 SH DEFINED 1,2 2,300
MCGRAW-HILL COMPANIES INC COM 580645109 26 640 SH DEFINED 1,2 640
MCKESSON CORP COM 58155Q103 32 580 SH DEFINED 1,2 580
MEADWESTVACO CORP COM 583334107 8 350 SH DEFINED 1,2 350
MEDCO HEALTH SOLUTIONS INC COM 58405U102 49 1,042 SH DEFINED 1,2 1,042
MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,335 250,000 SH DEFINED 2 250,000
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
MEDTRONIC INC COM 585055106 271 5,240 SH DEFINED 1,2 5,240
MEMC ELECTRONIC MATERIALS COM 552715104 28 460 SH DEFINED 1,2 460
MERCK & CO. INC. COM 589331107 163 4,320 SH DEFINED 1,2 4,320
MEREDITH CORP COM 589433101 2 80 SH DEFINED 1,2 80
MERRILL LYNCH & CO INC COM 590188108 62 1,940 SH DEFINED 1,2 1,940
METLIFE INC COM 59156R108 75 1,420 SH DEFINED 1,2 1,420
MGIC INVESTMENT CORP COM 552848103 1 240 SH DEFINED 1,2 240
MI DEVELOPMENTS INC CL A 55304X104 915 40,675 SH DEFINED 2 40,675
MICROCHIP TECHNOLOGY INC COM 595017104 12 380 SH DEFINED 1,2 380
MICRON TECHNOLOGY INC COM 595112103 9 1,510 SH DEFINED 1,2 1,510
MICROSOFT CORP COM 594918104 3,874 140,815 SH DEFINED 1,2 140,815
MILLIPORE CORP COM 601073109 7 110 SH DEFINED 1,2 110
MOLEX INC COM 608554101 7 280 SH DEFINED 1,2 280
MOLSON COORS BREWING CO CL B 60871R209 15 280 SH DEFINED 1,2 280
MONSANTO CO COM 61166W101 138 1,092 SH DEFINED 1,2 1,092
MONSTER WORLDWIDE INC COM 611742107 5 250 SH DEFINED 1,2 250
MOODYS CORP COM 615369105 14 410 SH DEFINED 1,2 410
MORGAN ST DEAN WITTER DISCOVCOM 617446448 1,384 38,375 SH DEFINED 1,2 38,375
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
MORGAN STANLEY QUAL MUNI SECSECS 61745P585 367 28,600 SH DEFINED 2,4 28,600
MOTOROLA INC COM 620076109 2,118 288,490 SH DEFINED 1,2 288,490
MURPHY OIL CORP COM 626717102 37 380 SH DEFINED 1,2 380
MYLAN INC COM 628530107 7 600 SH DEFINED 1,2 600
NABORS INDUSTRIES LTD SHS G6359F103 28 560 SH DEFINED 1,2 560
NARA BANCORP INC COM 63080P105 201 18,700 SH DEFINED 2 18,700
NATIONAL CITY CORP COM 635405103 7 1,510 SH DEFINED 1,2 1,510
NATIONAL OILWELL VARCO INC COM 637071101 74 830 SH DEFINED 1,2 830
NATIONAL SEMICONDUCTOR CORP COM 637640103 9 450 SH DEFINED 1,2 450
NAVIOS MARITIME PARTNERS LP UNIT LP Y62267102 438 30,000 SH DEFINED 2,4 30,000
NCI BUILDING SYSTEMS INC COM 628852105 464 12,625 SH DEFINED 2 12,625
NETAPP INC COM 64110D104 15 680 SH DEFINED 1,2 680
NEW YORK TIMES CO CL A 650111107 3 200 SH DEFINED 1,2 200
NEWELL RUBBERMAID INC COM 651229106 9 550 SH DEFINED 1,2 550
NEWMONT MINING CORP COM 651639106 47 910 SH DEFINED 1,2 910
NEWS CORP CL A 65248E104 6,085 404,580 SH DEFINED 1,2 404,580
NICOR INC COM 654086107 4 90 SH DEFINED 1,2 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
NII HOLDINGS INC NOTE 62913FAF9 3,262 2,800,000 PRN DEFINED 2,3 55,908
NIKE INC CL B 654106103 46 770 SH DEFINED 1,2 770
NISOURCE INC COM 65473P105 10 540 SH DEFINED 1,2 540
NOBLE CORP SHS G65422100 35 540 SH DEFINED 1,2 540
NOBLE ENERGY INC COM 655044105 35 350 SH DEFINED 1,2 350
NORDSTROM INC COM 655664100 917 30,260 SH DEFINED 1,2 30,260
NORFOLK SOUTHERN CORP COM 655844108 47 750 SH DEFINED 1,2 750
NORTHERN TRUST CORP COM 665859104 1,474 21,490 SH DEFINED 1,2 21,490
NORTHROP GRUMMAN CORP COM 666807102 45 678 SH DEFINED 1,2 678
NORTHWEST AIRLINES CORP COM 667280408 812 121,860 SH DEFINED 2 121,860
NOVELL INC COM 670006105 4 700 SH DEFINED 1,2 700
NOVELLUS SYSTEMS INC COM 670008101 4 200 SH DEFINED 1,2 200
NRG ENERGY INC COM 629377508 3,054 71,180 SH DEFINED 2 71,180
NUCOR CORP COM 670346105 47 630 SH DEFINED 1,2 630
NVIDIA CORP COM 67066G104 21 1,110 SH DEFINED 1,2 1,110
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
NYSE EURONEXT COM 629491101 27 530 SH DEFINED 1,2 530
OCCIDENTAL PETROLEUM COM 674599105 8,235 91,640 SH DEFINED 1,2 91,640
OFFICE DEPOT INC COM 676220106 6 540 SH DEFINED 1,2 540
OFFICEMAX INC COM 67622P101 2 150 SH DEFINED 1,2 150
OLD REPUBLIC INTL CORP COM 680223104 804 67,922 SH DEFINED 2 67,922
OMNICOM GROUP COM 681919106 29 640 SH DEFINED 1,2 640
OPNEXT INC COM 68375V105 1,256 233,426 SH DEFINED 2,4 233,426
ORACLE CORP COM 68389X105 2,790 132,880 SH DEFINED 1,2 132,880
OSG AMERICA LP COM 671028108 2,420 177,261 SH DEFINED 2,4 177,261
P G & E CORP COM 69331C108 28 710 SH DEFINED 1,2 710
PACCAR INC COM 693718108 31 730 SH DEFINED 1,2 730
PACTIV CORPORATION COM 695257105 6 260 SH DEFINED 1,2 260
PALL CORP COM 696429307 10 250 SH DEFINED 1,2 250
PARKER HANNIFIN CORP COM 701094104 24 335 SH DEFINED 1,2 335
PATTERSON COS INC COM 703395103 8 260 SH DEFINED 1,2 260
PAYCHEX INC COM 704326107 20 650 SH DEFINED 1,2 650
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 ------------------
PEABODY ENERGY CORP COM 704549104 48 540 SH DEFINED 1,2 540
PENN VIRGINIA GP HOLDINGS LPCOM 70788P105 2,278 69,515 SH DEFINED 2,4 69,515
PENN VIRGINIA RESOURCE PARTNCOM 707884102 4,608 170,148 SH DEFINED 2,4 170,148
PEPCO HOLDINGS INC COM 713291102 10 400 SH DEFINED 1,2 400
PEPSI BOTTLING GROUP INC COM 713409100 8 270 SH DEFINED 1,2 270
PEPSICO INCORPORATED COM 713448108 1,660 26,100 SH DEFINED 1,2 26,100
PERKINELMER INC COM 714046109 6 230 SH DEFINED 1,2 230
PETRO-CANADA COM 71644E102 3,345 60,000 SH DEFINED 2 60,000
PFIZER INC COM 717081103 2,489 142,470 SH DEFINED 1,2 142,470
PHARMACEUTICAL HOLDRS TRUST DEPOSITR71712A206 843 12,500 SH DEFINED 2 12,500
PHARMANET DEVELOPMENT GROUP COM 717148100 330 20,950 SH DEFINED 2 20,950
PHH CORP COM 693320202 705 45,925 SH DEFINED 2 45,925
PHILIP MORRIS INTERNATIONAL COM 718172109 948 19,200 SH DEFINED 1,2 19,200
PIKE ELECTRIC CORP COM 721283109 1,097 66,050 SH DEFINED 2 66,050
PINNACLE WEST CAPITAL COM 723484101 6 200 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
PIONEER NATURAL RESOURCES COCOM 723787107 1,957 25,000 SH DEFINED 2 25,000
PITNEY BOWES INC COM 724479100 14 420 SH DEFINED 1,2 420
PLANTRONICS INC COM 727493108 870 39,000 SH DEFINED 2 39,000
PLUM CREEK TIMBER CO COM 729251108 15 340 SH DEFINED 1,2 340
PNC FINANCIAL SERVICES GROUPCOM 693475105 39 680 SH DEFINED 1,2 680
POLO RALPH LAUREN CORP CL A 731572103 8 120 SH DEFINED 1,2 120
POPULAR INC COM 733174106 1,557 236,250 SH DEFINED 2 236,250
PPG INDUSTRIES INC COM 693506107 19 330 SH DEFINED 1,2 330
PPL CORPORATION COM 69351T106 39 750 SH DEFINED 1,2 750
PRAXAIR INC COM 74005P104 1,944 20,630 SH DEFINED 1,2 20,630
PRECISION CASTPARTS CORP COM 740189105 27 280 SH DEFINED 1,2 280
PRINCIPAL FINANCIAL GROUP COM 74251V102 22 520 SH DEFINED 1,2 520
PROCTER & GAMBLE CO COM 742718109 1,225 20,140 SH DEFINED 1,2 20,140
PROGRESS ENERGY INC COM 743263105 22 520 SH DEFINED 1,2 520
PROGRESSIVE CORP COM 743315103 25 1,350 SH DEFINED 1,2 1,350
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
PROLOGIS INT 743410102 28 520 SH DEFINED 1,2 520
PRUDENTIAL FINANCIAL INC COM 744320102 53 890 SH DEFINED 1,2 890
PUBLIC SERVICE ENTERPRISE GPCOM 744573106 47 1,020 SH DEFINED 1,2 1,020
PUBLIC STORAGE COM 74460D109 20 250 SH DEFINED 1,2 250
PULTE HOMES INC COM 745867101 4 420 SH DEFINED 1,2 420
QLOGIC CORP COM 747277101 4 260 SH DEFINED 1,2 260
QUALCOMM INC COM 747525103 420 9,470 SH DEFINED 1,2 9,470
QUEST DIAGNOSTICS COM 74834L100 16 320 SH DEFINED 1,2 320
QUESTAR CORP COM 748356102 25 350 SH DEFINED 1,2 350
QUICKSILVER GAS SERVICES LP COM 74839G106 3,611 153,667 SH DEFINED 2,4 153,667
QWEST COMMUNICATIONS INTL COM 749121109 12 3,060 SH DEFINED 1,2 3,060
RADIO ONE INC -CL D CL D 75040P405 136 105,700 SH DEFINED 2 105,700
RADIOSHACK CORP COM 750438103 3 260 SH DEFINED 1,2 260
RAIT FINANCIAL TRUST COM 749227104 377 50,781 SH DEFINED 2,4 50,781
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
RANGE RESOURCES CORP COM 75281A109 20 300 SH DEFINED 1,2 300
RAYTHEON COMPANY COM 755111507 48 850 SH DEFINED 1,2 850
REGENCY ENERGY PARTNERS LP COM 75885Y107 4,394 180,754 SH DEFINED 2,4 180,754
REGIONS FINANCIAL CORP COM 7591EP100 15 1,380 SH DEFINED 1,2 1,380
REGIS CORP COM 758932107 878 33,325 SH DEFINED 2 33,325
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,012 45,050 SH DEFINED 2 45,050
RENT-A-CENTER INC COM 76009N100 2,865 139,300 SH DEFINED 2 139,300
REYNOLDS AMERICAN INC COM 761713106 16 340 SH DEFINED 1,2 340
ROBERT HALF INTL INC COM 770323103 8 320 SH DEFINED 1,2 320
ROCKWELL COLLINS INC. COM 774341101 16 330 SH DEFINED 1,2 330
ROCKWELL INTL CORP COM 773903109 5,370 122,800 SH DEFINED 1,2 122,800
ROHM AND HAAS CO COM 775371107 12 250 SH DEFINED 1,2 250
ROWAN COS INC COM 779382100 4,218 90,220 SH DEFINED 1,2 90,220
RR DONNELLEY & SONS CO COM 257867101 13 430 SH DEFINED 1,2 430
RYDER SYSTEM INC COM 783549108 8 120 SH DEFINED 1,2 120
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
SAFECO CORP COM 786429100 12 180 SH DEFINED 1,2 180
SAFEWAY INC COM 786514208 25 880 SH DEFINED 1,2 880
SANDISK CORP COM 80004C101 9 460 SH DEFINED 1,2 460
SANGAMO BIOSCIENCES INC COM 800677106 316 31,775 SH DEFINED 2 31,775
SARA LEE CORP COM 803111103 2,708 221,046 SH DEFINED 1,2 221,046
SCHERING-PLOUGH CORP COM 806605101 64 3,230 SH DEFINED 1,2 3,230
SCHLUMBERGER LIMITED COM 806857108 2,717 25,290 SH DEFINED 1,2 25,290
SCHWAB (CHARLES) CORP COM 808513105 38 1,870 SH DEFINED 1,2 1,870
SCHWEITZER-MAUDUIT INTL INC COM 808541106 854 50,700 SH DEFINED 2 50,700
SEALED AIR CORP COM 81211K100 6 320 SH DEFINED 1,2 320
SEALY CORP COM 812139301 492 85,775 SH DEFINED 2 85,775
SEARS HOLDINGS CORP COM 812350106 941 12,770 SH DEFINED 1,2,4 12,770
SEMGROUP ENERGY PARTNERS LP UNIT LP 81662W108 14,709 580,460 SH DEFINED 2,4 580,460
SEMPRA ENERGY COM 816851109 2,128 37,695 SH DEFINED 1,2 37,695
SEPRACOR INC NOTE 817315AT1 1,552 1,600,000 PRN DEFINED 2,3 50,168
SHERWIN-WILLIAMS CO/THE COM 824348106 9 200 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
SIGMA-ALDRICH COM 826552101 14 260 SH DEFINED 1,2 260
SIMON PROPERTY GROUP INC COM 828806109 40 450 SH DEFINED 1,2 450
SLM CORP COM 78442P106 18 930 SH DEFINED 1,2 930
SMITH INTERNATIONAL INC COM 832110100 33 400 SH DEFINED 1,2 400
SNAP-ON INC COM 833034101 6 120 SH DEFINED 1,2 120
SOUTHERN CO COM 842587107 53 1,520 SH DEFINED 1,2 1,520
SOUTHWEST AIRLINES CO COM 844741108 19 1,460 SH DEFINED 1,2 1,460
SOUTHWESTERN ENERGY CO COM 845467109 32 680 SH DEFINED 1,2 680
SOVEREIGN BANCORP INC COM 845905108 7 945 SH DEFINED 1,2 945
SPECTRA ENERGY CORP COM 847560109 36 1,259 SH DEFINED 1,2 1,259
SPECTRA ENERGY PARTNERS LP COM 84756N109 3,469 150,500 SH DEFINED 2,4 150,500
SPHERION CORPORATION COM 848420105 79 17,125 SH DEFINED 2 17,125
SPRINT NEXTEL CORP COM 852061100 54 5,678 SH DEFINED 1,2 5,678
ST JUDE MEDICAL INC COM 790849103 846 20,690 SH DEFINED 1,2 20,690
STANLEY WORKS/THE COM 854616109 7 160 SH DEFINED 1,2 160
STAPLES INC COM 855030102 140 5,900 SH DEFINED 1,2 5,900
STARBUCKS CORP COM 855244109 54 3,450 SH DEFINED 1,2 3,450
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
STARWOOD HOTELS & RESORTS COM 85590A401 15 380 SH DEFINED 1,2 380
STATE STREET CORP COM 857477103 54 850 SH DEFINED 1,2 850
STEWART INFORMATION SERVICESCOM 860372101 471 24,375 SH DEFINED 2 24,375
STONE CONTAINER CORP COM 832727101 814 200,000 SH DEFINED 2 200,000
STRYKER CORP COM 863667101 30 480 SH DEFINED 1,2 480
SUN MICROSYSTEMS INC COM 866810203 17 1,577 SH DEFINED 1,2 1,577
SUNOCO INC COM 86764P109 10 240 SH DEFINED 1,2 240
SUNTRUST BANKS INC COM 867914103 25 700 SH DEFINED 1,2 700
SUPERVALU INC COM 868536103 13 421 SH DEFINED 1,2 421
SYMANTEC CORP COM 871503108 33 1,684 SH DEFINED 1,2 1,684
SYSCO CORP COM 871829107 33 1,200 SH DEFINED 1,2 1,200
T ROWE PRICE GROUP INC COM 74144T108 30 530 SH DEFINED 1,2 530
TALISMAN ENERGY INC COM 87425E103 6,639 300,000 SH DEFINED 2 300,000
TARGET CORP COM 87612E106 76 1,630 SH DEFINED 1,2 1,630
TECH DATA CORP COM 878237106 748 22,075 SH DEFINED 2 22,075
TECO ENERGY INC COM 872375100 9 420 SH DEFINED 1,2 420
TELLABS INC COM 879664100 4 820 SH DEFINED 1,2 820
TENET HEALTHCARE CORP CL A 88033G100 5 940 SH DEFINED 1,2 940
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
TERADATA CORP COM 88076W103 8 360 SH DEFINED 1,2 360
TERADYNE INC COM 880770102 4 340 SH DEFINED 1,2 340
TEREX CORP COM 880779103 11 210 SH DEFINED 1,2 210
TESORO CORP COM 881609101 5 270 SH DEFINED 1,2 270
TEXAS INSTRUMENTS INC COM 882508104 74 2,640 SH DEFINED 1,2 2,640
TEXTRON INC COM 883203101 896 18,700 SH DEFINED 1,2 18,700
THE WALT DISNEY CO COM 254687106 117 3,750 SH DEFINED 1,2 3,750
THERMO FISHER SCIENTIFIC INCCOM 883556102 47 840 SH DEFINED 1,2 840
TIFFANY & CO COM 886547108 10 250 SH DEFINED 1,2 250
TIME WARNER INC COM 887317105 105 7,120 SH DEFINED 1,2 7,120
TITANIUM METALS CORP COM 888339207 3 190 SH DEFINED 1,2 190
TJX COS. INC. COM 872540109 1,415 44,970 SH DEFINED 1,2 44,970
TORCHMARK CORP COM 891027104 1,159 19,755 SH DEFINED 1,2 19,755
TOTAL SYSTEM SERVICES INC COM 891906109 9 390 SH DEFINED 1,2 390
TRANSMONTAIGNE PARTNERS LP COM 89376V100 7,766 287,400 SH DEFINED 2,4 287,400
TRANSOCEAN INC SHS G90073100 97 634 SH DEFINED 1,2 634
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
TRAVELERS COS INC/THE COM 89417E109 54 1,237 SH DEFINED 1,2 1,237
TREX COMPANY INC COM 89531P105 650 55,425 SH DEFINED 2 55,425
TYCO ELECTRONICS LTD COM G9144P105 35 972 SH DEFINED 1,2 972
TYCO INTERNATIONAL LTD SHS G9143X208 39 972 SH DEFINED 1,2 972
TYSON FOODS INC CL A 902494103 8 540 SH DEFINED 1,2 540
UNILEVER NV SHS 904784709 1,859 65,450 SH DEFINED 2 65,450
UNION PACIFIC CORP COM 907818108 79 1,040 SH DEFINED 1,2 1,040
UNISYS CORP COM 909214108 3 700 SH DEFINED 1,2 700
UNITED NATIONAL GROUP LTD COM 90933T109 885 66,200 SH DEFINED 2 66,200
UNITED PARCEL SERVICE CL B 911312106 127 2,060 SH DEFINED 1,2 2,060
UNITED STATES STEEL CORP COM 912909108 44 240 SH DEFINED 1,2 240
UNITED STATIONERS INC COM 913004107 518 14,025 SH DEFINED 2 14,025
UNITED TECHNOLOGIES CORP. COM 913017109 1,108 17,960 SH DEFINED 1,2 17,960
UNITEDHEALTH GROUP INC COM 91324P102 65 2,490 SH DEFINED 1,2 2,490
UNIVERSAL CORP-VA COM 913456109 551 12,175 SH DEFINED 2 12,175
UNUM GROUP COM 91529Y106 14 690 SH DEFINED 1,2 690
US BANCORP COM 902973304 96 3,450 SH DEFINED 1,2 3,450
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
UST INC COM 902911106 16 300 SH DEFINED 1,2 300
VALERO ENERGY CORP COM 91913Y100 44 1,070 SH DEFINED 1,2 1,070
VARIAN MEDICAL SYSTEMS INC COM 92220P105 13 250 SH DEFINED 1,2 250
VERISIGN INC COM 92343E102 15 390 SH DEFINED 1,2 390
VERIZON COMMUNICATIONS INC COM 92343V104 202 5,720 SH DEFINED 1,2 5,720
VF CORP COM 918204108 13 180 SH DEFINED 1,2 180
VIACOM INC-CLASS B CL B 92553P201 39 1,280 SH DEFINED 1,2 1,280
VIAD CORP COM 92552R406 551 21,369 SH DEFINED 2 21,369
VISA INC-CLASS A SHARES CL A 92826C839 1,525 18,750 SH DEFINED 2 18,750
VORNADO REALTY TRUST INT 929042109 24 270 SH DEFINED 1,2 270
VULCAN MATERIALS CO COM 929160109 13 220 SH DEFINED 1,2 220
WACHOVIA CORP COM 929903102 1,589 102,340 SH DEFINED 1,2 102,340
WAL MART STORES INC COM 931142103 1,595 28,385 SH DEFINED 1,2 28,385
WALGREEN CO COM 931422109 64 1,980 SH DEFINED 1,2 1,980
WASHINGTON MUTUAL INC COM 939322103 95 19,235 SH DEFINED 1,2 19,235
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
WASHINGTON POST CL B 939640108 12 20 SH DEFINED 1,2 20
WASTE MANAGEMENT INC COM 94106L109 37 990 SH DEFINED 1,2 990
WATERS CORP COM 941848103 13 200 SH DEFINED 1,2 200
WATSON PHARMACEUTICALS INC COM 942683103 6 210 SH DEFINED 1,2 210
WEATHERFORD INTL LTD COM G95089101 2,398 48,350 SH DEFINED 1,2 48,350
WELLPOINT INC COM 94973V107 51 1,080 SH DEFINED 1,2 1,080
WELLS FARGO & CO COM 949746101 156 6,570 SH DEFINED 1,2 6,570
WENDYS INTERNATIONAL INC COM 950590109 5 170 SH DEFINED 1,2 170
WESTERN UNION CO COM 959802109 37 1,489 SH DEFINED 1,2 1,489
WEYERHAEUSER CO COM 962166104 21 420 SH DEFINED 1,2 420
WHIRLPOOL CORPORATION COM 963320106 2,068 33,508 SH DEFINED 1,2 33,508
WHOLE FOODS MARKET INC COM 966837106 7 280 SH DEFINED 1,2 280
WILLIAMS COS INC COM 969457100 3,357 83,290 SH DEFINED 1,2 83,290
WILLIAMS PIPELINE PARTNERS LCOM 96950K103 3,220 186,555 SH DEFINED 2,4 186,555
WINDSTREAM CORP COM 97381W104 11 896 SH DEFINED 1,2 896
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
WISCONSIN ENERGY CORP COM 976657106 1,595 35,275 SH DEFINED 2 35,275
WRIGLEY WM JR CO COM 982526105 34 435 SH DEFINED 1,2 435
WW GRAINGER INC COM 384802104 11 140 SH DEFINED 1,2 140
WYETH COM 983024100 1,191 24,830 SH DEFINED 1,2 24,830
WYETH DBCV 983024AD2 5,313 5,203,000 PRN DEFINED 2 86,156
WYNDHAM WORLDWIDE CORP COM 98310W108 6 350 SH DEFINED 1,2 350
XCEL ENERGY INC COM 98389B100 17 850 SH DEFINED 1,2 850
XEROX CORP COM 984121103 6,805 501,820 SH DEFINED 1,2 501,820
XILINX INC COM 983919101 14 570 SH DEFINED 1,2 570
XL CAPITAL LTD CL A G98255105 515 25,025 SH DEFINED 1,2 25,025
XTO ENERGY INC COM 98385X106 70 1,015 SH DEFINED 1,2 1,015
YAHOO! INC COM 984332106 55 2,660 SH DEFINED 1,2 2,660
YUM! BRANDS INC COM 988498101 33 950 SH DEFINED 1,2 950
ZIMMER HOLDINGS INC COM 98956P102 32 470 SH DEFINED 1,2 470
ZIONS BANCORPORATION COM 989701107 7 210 SH DEFINED 1,2 210