FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2009
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:
November 16, 2009
Chicago, Illinois,60685
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934
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.
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 587
Form 13F Information Table Value Total: 763,421 (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
5 28-12384 Swank Energy Income Advisors, LP
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 164 2,226 SH DEFINED 1,2,4 2,226
ABBOTT LABORATORIES COM 002824100 1,064 21,505 SH DEFINED 1,2,4 21,505
ABERCROMBIE & FITCH CO-CL A CL A 002896207 616 18,720 SH DEFINED 1,2,4 18,720
ADAPTEC INC COM 00651F108 380 113,900 SH DEFINED 1,2,4 113,900
ADOBE SYSTEMS INC COM 00724F101 54 1,645 SH DEFINED 1,2,4 1,645
ADVANCED MICRO DEVICES COM 007903107 10 1,800 SH DEFINED 1,2,4 1,800
AES CORP COM 00130H105 31 2,111 SH DEFINED 1,2,4 2,111
AETNA INC COM 00817Y108 1,665 59,815 SH DEFINED 1,2,4 59,815
AFFILIATED COMPUTER SVCS-A CL A 008190100 808 14,915 SH DEFINED 1,2,4 14,915
AFLAC INC COM 001055102 66 1,548 SH DEFINED 1,2,4 1,548
AFTERMARKET TECHNOLOGY CORP COM 00211W104 513 25,950 SH DEFINED 1,2,4 25,950
AGILENT TECHNOLOGIES INC COM 00846U101 29 1,034 SH DEFINED 1,2,4 1,034
AIR PRODUCTS & CHEMICALS INCCOM 009158106 51 652 SH DEFINED 1,2,4 652
AK STEEL HOLDING CORP COM 001547108 5 275 SH DEFINED 1,2,4 275
AKAMAI TECHNOLOGIES COM 00971T101 10 530 SH DEFINED 1,2,4 530
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
ALCATEL-LUCENT-SPONSORED ADRSPONSORE013904305 2,053 457,225 SH DEFINED 1,2,4 457,225
ALCOA INC COM 013817101 41 3,145 SH DEFINED 1,2,4 3,145
ALCON INC COM SHS H01301102 194 1,400 SH DEFINED 1,2 1,400
ALLEGHENY ENERGY INC COM 017361106 14 540 SH DEFINED 1,2,4 540
ALLEGHENY TECHNOLOGIES INC COM 01741R102 9 250 SH DEFINED 1,2,4 250
ALLERGAN INC COM 018490102 54 960 SH DEFINED 1,2,4 960
ALLSTATE CORPORATION COM 020002101 1,894 61,845 SH DEFINED 1,2,4 61,845
ALTERA CORPORATION COM 021441100 19 935 SH DEFINED 1,2,4 935
ALTRIA GROUP INC COM 02209S103 118 6,627 SH DEFINED 1,2,4 6,627
AMAZON.COM INC COM 023135106 99 1,058 SH DEFINED 1,2,4 1,058
AMEREN CORPORATION COM 023608102 16 645 SH DEFINED 1,2,4 645
AMERICAN ELECTRIC POWER COM 025537101 924 29,805 SH DEFINED 1,2,4 29,805
AMERICAN EQUITY INVT LIFE HLCOM 025676206 946 134,725 SH DEFINED 1,2,4 134,725
AMERICAN EXPRESS CO COM 025816109 129 3,809 SH DEFINED 1,2,4 3,809
AMERICAN INTERNATIONAL GROUPCOM 026874784 20 443 SH DEFINED 1,2,4 443
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 NATIONAL INSURANCE COM 028591105 460 5,400 SH DEFINED 1,2,4 5,400
AMERICAN TOWER CORP-CL A CL A 029912201 47 1,285 SH DEFINED 1,2,4 1,285
AMERIPRISE FINANCIAL INC COM 03076C106 31 850 SH DEFINED 1,2,4 850
AMERISOURCEBERGEN CORP COM 03073E105 21 960 SH DEFINED 1,2,4 960
AMGEN INC COM 031162100 196 3,261 SH DEFINED 1,2,4 3,261
AMPHENOL CORP-CL A CL A 032095101 20 525 SH DEFINED 1,2,4 525
ANADARKO PETROLEUM CORP COM 032511107 14,914 237,744 SH DEFINED 1,2,4 237,744
ANALOG DEVICES INC COM 032654105 24 880 SH DEFINED 1,2,4 880
ANSYS INC COM 03662Q105 181 4,824 SH DEFINED 1,2,4 4,824
AON CORP COM 037389103 36 885 SH DEFINED 1,2,4 885
APACHE CORP COM 037411105 7,078 77,073 SH DEFINED 1,2,4 77,073
APARTMENT INVT & MGMT CO -A CL A 03748R101 5 356 SH DEFINED 1,2,4 356
APOLLO GROUP INC-CL A CL A 037604105 28 380 SH DEFINED 1,2,4 380
APPLE INC COM 037833100 547 2,950 SH DEFINED 1,2,4 2,950
APPLIED MATERIALS INC COM 038222105 58 4,307 SH DEFINED 1,2,4 4,307
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
ARCHER-DANIELS-MIDLAND CO COM 039483102 61 2,089 SH DEFINED 1,2,4 2,089
ARGO GROUP INTERNATIONAL COM G0464B107 1,013 30,075 SH DEFINED 1,2,4 30,075
ARMSTRONG WORLD INDUSTRIES COM 04247X102 683 19,825 SH DEFINED 1,2,4 19,825
ARTHUR J GALLAGHER & CO COM 363576109 248 10,175 SH DEFINED 1,2,4 10,175
ASSURANT INC COM 04621X108 1,616 50,390 SH DEFINED 1,2,4 50,390
AT&T INC COM 00206R102 514 19,031 SH DEFINED 1,2,4 19,031
AUTODESK INC COM 052769106 16 685 SH DEFINED 1,2,4 685
AUTOMATIC DATA PROCESSING COM 053015103 64 1,640 SH DEFINED 1,2,4 1,640
AUTONATION INC COM 05329W102 5 285 SH DEFINED 1,2,4 285
AUTOZONE INC COM 053332102 28 190 SH DEFINED 1,2,4 190
AVALONBAY COMMUNITIES INC COM 053484101 23 315 SH DEFINED 1,2,4 315
AVERY DENNISON CORP COM 053611109 14 385 SH DEFINED 1,2,4 385
AVNET INC COM 053807103 2,078 80,025 SH DEFINED 1,2,4 80,025
AVON PRODUCTS INC COM 054303102 1,175 34,588 SH DEFINED 1,2,4 34,588
BAKER HUGHES INC COM 057224107 41 970 SH DEFINED 1,2,4 970
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
BALL CORP COM 058498106 17 350 SH DEFINED 1,2,4 350
BANK OF AMERICA CORP COM 060505104 4,375 258,589 SH DEFINED 1,2,4 258,589
BANK OF NEW YORK MELLON CORPCOM 064058100 2,522 87,002 SH DEFINED 1,2,4 87,002
BARRICK GOLD CORP COM 067901108 4,784 126,231 SH DEFINED 1,2,4 126,231
BAXTER INTERNATIONAL INC COM 071813109 2,006 35,194 SH DEFINED 1,2,4 35,194
BB&T CORP COM 054937107 60 2,191 SH DEFINED 1,2,4 2,191
BECTON DICKINSON AND CO COM 075887109 55 790 SH DEFINED 1,2,4 790
BED BATH & BEYOND INC COM 075896100 31 825 SH DEFINED 1,2,4 825
BEMIS COMPANY COM 081437105 9 350 SH DEFINED 1,2,4 350
BEST BUY CO INC COM 086516101 39 1,050 SH DEFINED 1,2,4 1,050
BIG LOTS INC COM 089302103 5 210 SH DEFINED 1,2,4 210
BIOGEN IDEC INC COM 09062X103 47 925 SH DEFINED 1,2,4 925
BJ SERVICES CO COM 055482103 1,200 61,755 SH DEFINED 1,2,4 61,755
BLACK & DECKER MFG CO COM 091797100 1,463 31,595 SH DEFINED 1,2,4 31,595
BLACKROCK FLORIDA INSD MUNI COM 09250G102 534 38,900 SH DEFINED 1,2,4 38,900
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
BLACKROCK MUNIYIELD INSURED COM 09254E103 1,485 116,400 SH DEFINED 1,2,4 116,400
BLACKROCK MUNIYIELD NY INSURCOM 09255E102 690 55,900 SH DEFINED 1,2,4 55,900
BLOUNT INTERNATIONAL INC COM 095180105 505 53,325 SH DEFINED 1,2,4 53,325
BMC SOFTWARE INC COM 055921100 21 555 SH DEFINED 1,2,4 555
BOEING COMPANY COM 097023105 2,740 50,600 SH DEFINED 1,2,4 50,600
BOSTON PROPERTIES INC COM 101121101 30 465 SH DEFINED 1,2,4 465
BOSTON SCIENTIFIC CORP COM 101137107 51 4,795 SH DEFINED 1,2,4 4,795
BRADY CORPORATION - CL A CL A 104674106 645 22,450 SH DEFINED 1,2,4 22,450
BRISTOL-MYERS SQUIBB CO COM 110122108 143 6,359 SH DEFINED 1,2,4 6,359
BROADCOM CORP-CL A CL A 111320107 41 1,345 SH DEFINED 1,2,4 1,345
BROWN-FORMAN CORP-CLASS B CL B 115637209 17 362 SH DEFINED 1,2,4 362
BURLINGTON NORTHERN SANTA FECOM 12189T104 72 900 SH DEFINED 1,2,4 900
C.H. ROBINSON WORLDWIDE INC COM 12541W209 31 540 SH DEFINED 1,2,4 540
CABOT OIL & GAS CORP COM 127097103 13 375 SH DEFINED 1,2,4 375
CAMERON INTERNATIONAL CORP COM 13342B105 28 740 SH DEFINED 1,2,4 740
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
CAMPBELL SOUP CO COM 134429109 20 615 SH DEFINED 1,2,4 615
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,074 30,056 SH DEFINED 1,2,4 30,056
CARDINAL HEALTH INC COM 14149Y108 1,269 47,335 SH DEFINED 1,2,4 47,335
CAREFUSION CORP COM 14170T101 516 23,667 SH DEFINED 1,2,4 23,667
CARNIVAL CORP PAIRED C143658300 46 1,395 SH DEFINED 1,2,4 1,395
CATERPILLAR INC COM 149123101 103 1,999 SH DEFINED 1,2,4 1,999
CB RICHARD ELLIS GROUP INC-ACL A 12497T101 9 740 SH DEFINED 1,2,4 740
CBS CORP-CLASS B NON VOTING CL B 124857202 26 2,156 SH DEFINED 1,2,4 2,156
CELGENE CORP COM 151020104 85 1,517 SH DEFINED 1,2,4 1,517
CENTERPOINT ENERGY INC COM 15189T107 13 1,050 SH DEFINED 1,2,4 1,050
CENTURYTEL INC COM 156700106 31 929 SH DEFINED 1,2,4 929
CEPHALON INC COM 156708109 17 300 SH DEFINED 1,2,4 300
CF INDUSTRIES HOLDINGS INC COM 125269100 19 225 SH DEFINED 1,2,4 225
CHARLES RIVER LABORATORIES COM 159864107 930 25,150 SH DEFINED 1,2,4 25,150
CHEMICAL FINANCIAL CORP COM 163731102 608 27,925 SH DEFINED 1,2,4 27,925
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
CHESAPEAKE ENERGY CORP COM 165167107 51 1,785 SH DEFINED 1,2,4 1,785
CHEVRON CORP COM 166764100 461 6,552 SH DEFINED 1,2,4 6,552
CHUBB CORP COM 171232101 60 1,190 SH DEFINED 1,2,4 1,190
CIBER INC COM 17163B102 697 174,300 SH DEFINED 1,2,4 174,300
CIENA CORP COM 171779309 4 270 SH DEFINED 1,2,4 270
CIGNA CORP COM 125509109 24 861 SH DEFINED 1,2,4 861
CINCINNATI FINANCIAL CORP COM 172062101 13 505 SH DEFINED 1,2,4 505
CINTAS CORP COM 172908105 13 435 SH DEFINED 1,2,4 435
CISCO SYSTEMS INC COM 17275R102 1,427 60,638 SH DEFINED 1,2,4 60,638
CITIGROUP INC COM 172967101 2,079 429,549 SH DEFINED 1,2,4 429,549
CITRIX SYSTEMS INC COM 177376100 21 545 SH DEFINED 1,2,4 545
CLOROX COMPANY COM 189054109 27 455 SH DEFINED 1,2,4 455
CME GROUP INC COM 12572Q105 80 260 SH DEFINED 1,2,4 260
CMS ENERGY CORP COM 125896100 9 640 SH DEFINED 1,2,4 640
CNA SURETY CORPORATION COM 12612L108 396,568 27,425,147 SH DEFINED 1,2,4 27,425,147
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
COACH INC COM 189754104 33 1,000 SH DEFINED 1,2,4 1,000
COCA COLA CO COM 191216100 791 14,727 SH DEFINED 1,2,4 14,727
COCA-COLA ENTERPRISES COM 191219104 21 995 SH DEFINED 1,2,4 995
COGNIZANT TECH SOLUTIONS-A CL A 192446102 37 946 SH DEFINED 1,2,4 946
COLGATE-PALMOLIVE CO COM 194162103 125 1,637 SH DEFINED 1,2,4 1,637
COMCAST CORP CL A SPL CL A 20030N200 392 24,350 SH DEFINED 1,2,4 24,350
COMCAST CORP-CL A CLA 20030N101 2,759 163,467 SH DEFINED 1,2,4 163,467
COMERICA INC COM 200340107 1,371 46,225 SH DEFINED 1,2,4 46,225
COMPUTER ASSOCIATES INTL INCCOM 12673P105 1,431 65,067 SH DEFINED 1,2,4 65,067
COMPUTER SCIENCES CORP COM 205363104 25 475 SH DEFINED 1,2,4 475
COMPUWARE CORP COM 205638109 5 740 SH DEFINED 1,2,4 740
CONAGRA FOODS INC COM 205887102 31 1,420 SH DEFINED 1,2,4 1,420
CONMED CORP COM 207410101 346 18,075 SH DEFINED 1,2,4 18,075
CONOCOPHILLIPS COM 20825C104 216 4,791 SH DEFINED 1,2,4 4,791
CONSECO INC COM 208464883 312 59,250 SH DEFINED 1,2,4 59,250
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
CONSOL ENERGY INC COM 20854P109 25 545 SH DEFINED 1,2,4 545
CONSOLIDATED EDISON INC COM 209115104 36 890 SH DEFINED 1,2,4 890
CONSTELLATION BRANDS INC-A CL A 21036P108 9 580 SH DEFINED 1,2,4 580
CONSTELLATION ENERGY GROUP COM 210371100 20 610 SH DEFINED 1,2,4 610
CONSTELLATION ENERGY PARTNERCOM 21038E101 719 180,260 SH DEFINED 1,2,4 180,260
CONVERGYS CORP COM 212485106 3 350 SH DEFINED 1,2,4 350
COOPER INDUSTRIES PLC-CL A CL A G24140108 20 525 SH DEFINED 1,2,4 525
CORNING INC. COM 219350105 611 39,931 SH DEFINED 1,2,4 39,931
COSTCO WHOLESALE CORP COM 22160K105 77 1,370 SH DEFINED 1,2,4 1,370
COVENTRY HEALTH CARE INC COM 222862104 10 485 SH DEFINED 1,2,4 485
COVIDIEN PLC SHS G2554F105 2,823 65,260 SH DEFINED 1,2,4 65,260
CR BARD INC COM 067383109 28 350 SH DEFINED 1,2,4 350
CSX CORP. COM 126408103 1,559 37,249 SH DEFINED 1,2,4 37,249
CUMMINS INC COM 231021106 29 638 SH DEFINED 1,2,4 638
CVS CAREMARK CORP COM 126650100 1,062 29,717 SH DEFINED 1,2,4 29,717
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
DANAHER CORP COM 235851102 56 835 SH DEFINED 1,2,4 835
DARDEN RESTAURANTS INC COM 237194105 15 440 SH DEFINED 1,2,4 440
DAVITA INC COM 23918K108 21 375 SH DEFINED 1,2,4 375
DEAN FOODS CO COM 242370104 10 550 SH DEFINED 1,2,4 550
DEERE & CO COM 244199105 6,282 146,362 SH DEFINED 1,2,4 146,362
DELL COMPUTER CORP COM 24702R101 1,549 101,523 SH DEFINED 1,2,4 101,523
DELPHI FINANCIAL GROUP-CL A CLA 247131105 782 34,538 SH DEFINED 1,2,4 34,538
DELTA AIR LINES INC COM 247361702 605 67,577 SH DEFINED 1,2,4 67,577
DENBURY RESOURCES INC COM 247916208 11 725 SH DEFINED 1,2,4 725
DENTSPLY INTERNATIONAL INC COM 249030107 16 475 SH DEFINED 1,2,4 475
DEVON ENERGY CORPORATION COM 25179M103 3,451 51,255 SH DEFINED 1,2,4 51,255
DEVRY INC COM 251893103 10 175 SH DEFINED 1,2,4 175
DIAMONDROCK HOSPITALITY CO COM 252784301 1,004 123,900 SH DEFINED 1,2,4 123,900
DIODES INC COM 254543101 277 15,325 SH DEFINED 1,2,4 15,325
DIRECTV GROUP INC/THE COM 25459L106 45 1,620 SH DEFINED 1,2,4 1,620
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
DISCOVER FINANCIAL SERVICES COM 254709108 27 1,650 SH DEFINED 1,2,4 1,650
DOMINION RESOURCES INC/VA COM 25746U109 65 1,870 SH DEFINED 1,2,4 1,870
DOVER CORP COM 260003108 22 580 SH DEFINED 1,2,4 580
DOW CHEMICAL COM 260543103 96 3,698 SH DEFINED 1,2,4 3,698
DR HORTON INC COM 23331A109 10 840 SH DEFINED 1,2,4 840
DR PEPPER SNAPPLE GROUP INC COM 26138E109 24 825 SH DEFINED 1,2,4 825
DRESS BARN INC COM 261570105 296 16,526 SH DEFINED 1,2,4 16,526
DREW INDUSTRIES INC COM 26168L205 436 20,100 SH DEFINED 1,2,4 20,100
DTE ENERGY COMPANY COM 233331107 18 510 SH DEFINED 1,2,4 510
DU PONT (E.I.) DE NEMOURS COM 263534109 689 21,442 SH DEFINED 1,2,4 21,442
DUKE ENERGY CORP COM 26441C105 64 4,068 SH DEFINED 1,2,4 4,068
DUN & BRADSTREET CORP COM 26483E100 11 150 SH DEFINED 1,2,4 150
DYNEGY INC-CL A CL A 26817G102 2,440 956,710 SH DEFINED 1,2,4 956,710
E*TRADE FINANCIAL CORP COM 269246104 6 3,520 SH DEFINED 1,2,4 3,520
EASTMAN CHEMICAL COMPANY COM 277432100 15 285 SH DEFINED 1,2,4 285
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
EASTMAN KODAK CO COM 277461109 4 770 SH DEFINED 1,2,4 770
EATON CORP COM 278058102 30 530 SH DEFINED 1,2,4 530
EBAY INC COM 278642103 82 3,481 SH DEFINED 1,2,4 3,481
ECOLAB INC COM 278865100 24 525 SH DEFINED 1,2,4 525
EDISON INTERNATIONAL COM 281020107 34 1,025 SH DEFINED 1,2,4 1,025
EL PASO CORP COM 28336L109 23 2,190 SH DEFINED 1,2,4 2,190
ELECTRONIC ARTS INC COM 285512109 19 1,005 SH DEFINED 1,2,4 1,005
ELI LILLY & CO COM 532457108 109 3,295 SH DEFINED 1,2,4 3,295
EMC CORPORATION COM 268648102 901 52,865 SH DEFINED 1,2,4 52,865
EMERSON ELECTRIC CO COM 291011104 98 2,449 SH DEFINED 1,2,4 2,449
ENCANA CORP COM 292505104 3,457 60,000 SH DEFINED 1,2,4 60,000
ENSCO INTERNATIONAL INC COM 26874Q100 3,657 85,965 SH DEFINED 1,2,4 85,965
ENTERGY CORP COM 29364G103 56 705 SH DEFINED 1,2,4 705
EOG RESOURCES INC COM 26875P101 1,321 15,815 SH DEFINED 1,2,4 15,815
EQT CORP COM 26884L109 18 425 SH DEFINED 1,2,4 425
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 13 435 SH DEFINED 1,2,4 435
EQUITY RESIDENTIAL INT 29476L107 27 890 SH DEFINED 1,2,4 890
ESTEE LAUDER COMPANIES-CL A CL A 518439104 15 405 SH DEFINED 1,2,4 405
EVERCORE PARTNERS INC-CL A CL A 29977A105 87 2,977 SH DEFINED 1,2,4 2,977
EVEREST RE GROUP LTD COM G3223R108 1,929 22,000 SH DEFINED 1,2,4 22,000
EXELON CORP COM 30161N101 899 18,120 SH DEFINED 1,2,4 18,120
EXPEDIA INC COM 30212P105 15 635 SH DEFINED 1,2,4 635
EXPEDITORS INTL WASH INC COM 302130109 22 630 SH DEFINED 1,2,4 630
EXPRESS SCRIPTS INC COM 302182100 74 948 SH DEFINED 1,2,4 948
EXXON MOBIL CORP COM 30231G102 2,185 31,851 SH DEFINED 1,2,4 31,851
FAMILY DOLLAR STORES COM 307000109 12 455 SH DEFINED 1,2,4 455
FASTENAL CO COM 311900104 16 425 SH DEFINED 1,2,4 425
FBL FINANCIAL GROUP INC-CL ACL A 30239F106 464 23,900 SH DEFINED 1,2,4 23,900
FEDERATED INVESTORS INC-CL BCL B 314211103 6 220 SH DEFINED 1,2,4 220
FEDEX CORP COM 31428X106 74 978 SH DEFINED 1,2,4 978
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
FIDELITY NATIONAL INFORMATIOCOM 31620M106 15 590 SH DEFINED 1,2,4 590
FIFTH THIRD BANCORP COM 316773100 26 2,560 SH DEFINED 1,2,4 2,560
FIRST HORIZON NATIONAL CORP COM 320517105 8 603 SH DEFINED 1,2,4 603
FIRSTENERGY CORP COM 337932107 690 15,100 SH DEFINED 1,2,4 15,100
FISERV INC COM 337738108 24 505 SH DEFINED 1,2,4 505
FLIR SYSTEMS INC COM 302445101 13 475 SH DEFINED 1,2,4 475
FLOWSERVE CORP COM 34354P105 25 251 SH DEFINED 1,2,4 251
FLUOR CORP COM 343412102 28 560 SH DEFINED 1,2,4 560
FMC CORP COM 302491303 11 200 SH DEFINED 1,2,4 200
FMC TECHNOLOGIES INC COM 30249U101 22 425 SH DEFINED 1,2,4 425
FORD MOTOR CO COM 345370860 75 10,370 SH DEFINED 1,2,4 10,370
FOREST LABORATORIES INC COM 345838106 28 945 SH DEFINED 1,2,4 945
FORTUNE BRANDS INC COM 349631101 21 485 SH DEFINED 1,2,4 485
FPL GROUP INC COM 302571104 72 1,310 SH DEFINED 1,2,4 1,310
FRANKLIN RESOURCES INC COM 354613101 49 487 SH DEFINED 1,2,4 487
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
FREEPORT-MCMORAN COPPER CL B 35671D857 90 1,311 SH DEFINED 1,2,4 1,311
FRONTIER COMMUNICATIONS CORPCOM 35906A108 7 950 SH DEFINED 1,2,4 950
GAMESTOP CORP-CLASS A CL A 36467W109 14 520 SH DEFINED 1,2,4 520
GANNETT CO COM 364730101 8 660 SH DEFINED 1,2,4 660
GAP INC/THE COM 364760108 31 1,450 SH DEFINED 1,2,4 1,450
GENERAL DYNAMICS CORP COM 369550108 82 1,273 SH DEFINED 1,2,4 1,273
GENERAL ELECTRIC CO COM 369604103 1,186 72,209 SH DEFINED 1,2,4 72,209
GENERAL MILLS INC COM 370334104 72 1,122 SH DEFINED 1,2,4 1,122
GENUINE PARTS CO COM 372460105 19 505 SH DEFINED 1,2,4 505
GENWORTH FINANCIAL INC-CL A CL A 37247D106 16 1,360 SH DEFINED 1,2,4 1,360
GENZYME CORP COM 372917104 49 865 SH DEFINED 1,2,4 865
GILDAN ACTIVEWEAR INC COM 375916103 915 46,375 SH DEFINED 1,2,4 46,375
GILEAD SCIENCES INC COM 375558103 1,139 24,450 SH DEFINED 1,2,4 24,450
GOLDMAN SACHS GROUP INC COM 38141G104 299 1,620 SH DEFINED 1,2,4 1,620
GOODRICH CORP COM 382388106 23 425 SH DEFINED 1,2,4 425
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
GOODYEAR TIRE & RUBBER CO COM 382550101 12 705 SH DEFINED 1,2,4 705
GOOGLE INC-CL A CL A 38259P508 4,427 8,929 SH DEFINED 1,2,4 8,929
GRACO COM 384109104 746 26,750 SH DEFINED 1,2,4 26,750
GRIFFON CORPORATION COM 398433102 1,000 99,319 SH DEFINED 1,2,4 99,319
H&R BLOCK INC COM 093671105 19 1,050 SH DEFINED 1,2,4 1,050
HALLIBURTON COMPANY COM 406216101 892 32,892 SH DEFINED 1,2,4 32,892
HARLEY-DAVIDSON INC COM 412822108 16 680 SH DEFINED 1,2,4 680
HARMAN INTERNATIONAL COM 413086109 919 27,120 SH DEFINED 1,2,4 27,120
HARRIS CORP COM 413875105 17 450 SH DEFINED 1,2,4 450
HARTE-HANKS INC COM 416196103 1,431 103,475 SH DEFINED 1,2,4 103,475
HARTFORD FINANCIAL SVCS GRP COM 416515104 323 12,201 SH DEFINED 1,2,4 12,201
HASBRO INC COM 418056107 9 330 SH DEFINED 1,2,4 330
HCP INC COM 40414L109 25 870 SH DEFINED 1,2,4 870
HEALTH CARE REIT INC COM 42217K106 16 375 SH DEFINED 1,2,4 375
HEARTLAND PAYMENT SYSTEMS INCOM 42235N108 425 29,275 SH DEFINED 1,2,4 29,275
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
HERSHEY CO/THE COM 427866108 20 515 SH DEFINED 1,2,4 515
HESS CORP COM 42809H107 1,197 22,390 SH DEFINED 1,2,4 22,390
HEWLETT-PACKARD CO. COM 428236103 10,749 227,695 SH DEFINED 1,2,4 227,695
HJ HEINZ CO COM 423074103 39 980 SH DEFINED 1,2,4 980
HOME DEPOT INC COM 437076102 1,307 49,071 SH DEFINED 1,2,4 49,071
HONEYWELL INTERNATIONAL INC COM 438516106 91 2,442 SH DEFINED 1,2,4 2,442
HORIZON LINES INC-CL COM 44044K101 181 28,450 SH DEFINED 1,2,4 28,450
HORMEL FOODS CORP COM 440452100 77 2,175 SH DEFINED 1,2,4 2,175
HOSPIRA INC COM 441060100 22 495 SH DEFINED 1,2,4 495
HOST HOTELS & RESORTS INC COM 44107P104 23 1,940 SH DEFINED 1,2,4 1,940
HUDSON CITY BANCORP INC COM 443683107 21 1,605 SH DEFINED 1,2,4 1,605
HUMANA INC COM 444859102 20 540 SH DEFINED 1,2,4 540
HUNTINGTON BANCSHARES INC COM 446150104 8 1,730 SH DEFINED 1,2,4 1,730
ILLINOIS TOOL WORKS COM 452308109 52 1,221 SH DEFINED 1,2,4 1,221
IMS HEALTH INC COM 449934108 1,277 83,160 SH DEFINED 1,2,4 83,160
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
INGERSOLL RAND CO CL A G47791101 1,035 33,749 SH DEFINED 1,2,4 33,749
INSIGHT ENTERPRISES INC COM 45765U103 258 21,100 SH DEFINED 1,2,4 21,100
INTEGRYS ENERGY GROUP INC COM 45822P105 8 209 SH DEFINED 1,2,4 209
INTEL CORP COM 458140100 352 17,969 SH DEFINED 1,2,4 17,969
INTERCONTINENTALEXCHANGE INCCOM 45865V100 28 290 SH DEFINED 1,2,4 290
INTERNATIONAL BUSINESS MACHICOM 459200101 15,484 129,458 SH DEFINED 1,2,4 129,458
INTERNATIONAL PAPER CO COM 460146103 30 1,369 SH DEFINED 1,2,4 1,369
INTERPUBLIC GROUP OF COS INCCOM 460690100 12 1,534 SH DEFINED 1,2,4 1,534
INTL FLAVORS & FRAGRANCES COM 459506101 8 210 SH DEFINED 1,2,4 210
INTL GAME TECHNOLOGY COM 459902102 20 945 SH DEFINED 1,2,4 945
INTUIT INC COM 461202103 29 1,000 SH DEFINED 1,2,4 1,000
INTUITIVE SURGICAL INC COM 46120E602 40 152 SH DEFINED 1,2,4 152
INVESCO LTD SHS G491BT108 30 1,325 SH DEFINED 1,2,4 1,325
IRON MOUNTAIN INC COM 462846106 15 550 SH DEFINED 1,2,4 550
ITT CORP COM 450911102 29 560 SH DEFINED 1,2,4 560
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
J.C. PENNY CO INC (HLDG CO) COM 708160106 1,702 50,415 SH DEFINED 1,2,4 50,415
JABIL CIRCUIT INC COM 466313103 8 610 SH DEFINED 1,2,4 610
JACOBS ENGINEERING GROUP INCCOM 469814107 20 425 SH DEFINED 1,2,4 425
JANUS CAPITAL GROUP INC COM 47102X105 7 490 SH DEFINED 1,2,4 490
JDS UNIPHASE CORP COM 46612J507 5 641 SH DEFINED 1,2,4 641
JM SMUCKER CO/THE COM 832696405 21 400 SH DEFINED 1,2,4 400
JOHNSON & JOHNSON COM 478160104 7,631 125,330 SH DEFINED 1,2,4 125,330
JOHNSON CONTROLS INC COM 478366107 49 1,900 SH DEFINED 1,2,4 1,900
JONES APPAREL GROUP INC COM 480074103 953 53,175 SH DEFINED 1,2,4 53,175
JPMORGAN CHASE & COMPANY COM 46625H100 2,624 59,873 SH DEFINED 1,2,4 59,873
JUNIPER NETWORKS INC COM 48203R104 45 1,647 SH DEFINED 1,2,4 1,647
KAPSTONE PAPER AND PACKAGINGCOM 48562P103 308 37,851 SH DEFINED 1,2,4 37,851
KB HOME COM 48666K109 3 200 SH DEFINED 1,2,4 200
KELLOGG CO COM 487836108 42 845 SH DEFINED 1,2,4 845
KELLY SERVICES INC -CL A CL A 488152208 645 52,471 SH DEFINED 1,2,4 52,471
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
KEYCORP COM 493267108 18 2,790 SH DEFINED 1,2,4 2,790
KIMBERLY-CLARK CORP COM 494368103 82 1,385 SH DEFINED 1,2,4 1,385
KIMCO REALTY CORP COM 49446R109 13 1,000 SH DEFINED 1,2,4 1,000
KINDER MORGAN MANAGEMENT LLCSHS 49455U100 7,546 159,363 SH DEFINED 1,2,4 159,363
KING PHARMACEUTICALS INC COM 495582108 9 790 SH DEFINED 1,2,4 790
KLA-TENCOR CORPORATION COM 482480100 19 540 SH DEFINED 1,2,4 540
KOHLS CORP COM 500255104 55 971 SH DEFINED 1,2,4 971
KRAFT FOODS INC-CLASS A CL A 50075N104 909 34,588 SH DEFINED 1,2,4 34,588
KROGER CO COM 501044101 44 2,115 SH DEFINED 1,2,4 2,115
L-3 COMMUNICATIONS CORP COM 502424104 2,458 30,600 SH DEFINED 1,2,4 30,600
LABORATORY CRP OF AMER HLDGSCOM 50540R409 24 370 SH DEFINED 1,2,4 370
LAM RESEARCH CORP COM 512807108 652 19,075 SH DEFINED 1,2,4 19,075
LEGG MASON INC COM 524901105 15 470 SH DEFINED 1,2,4 470
LEGGETT & PLATT INC COM 524660107 10 505 SH DEFINED 1,2,4 505
LENNAR CORP-CL A CL A 526057104 7 470 SH DEFINED 1,2,4 470
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
LEUCADIA NATIONAL CORP COM 527288104 14 565 SH DEFINED 1,2,4 565
LEXMARK INTERNATIONAL INC-A CL A 529771107 5 215 SH DEFINED 1,2,4 215
LIFE TECHNOLOGIES CORP COM 53217V109 25 546 SH DEFINED 1,2,4 546
LIMITED BRANDS INC COM 532716107 14 820 SH DEFINED 1,2,4 820
LINCOLN NATIONAL CORP INDIANCOM 534187109 5,077 195,929 SH DEFINED 1,2,4 195,929
LINEAR TECHNOLOGY CORP COM 535678106 18 665 SH DEFINED 1,2,4 665
LOCKHEED MARTIN CORP COM 539830109 1,345 17,225 SH DEFINED 1,2,4 17,225
LORILLARD INC COM 544147101 40 544 SH DEFINED 1,2,4 544
LOWES COS INC COM 548661107 99 4,714 SH DEFINED 1,2,4 4,714
LSI CORP COM 502161102 11 2,010 SH DEFINED 1,2,4 2,010
M & T BANK CORP COM 55261F104 19 310 SH DEFINED 1,2,4 310
MACYS INC COM 55616P104 25 1,358 SH DEFINED 1,2,4 1,358
MAGNA INTERNATIONAL INC-CL ACL A 559222401 1,451 34,125 SH DEFINED 1,2,4 34,125
MANITOWOC COMPANY INC COM 563571108 3 360 SH DEFINED 1,2,4 360
MARRIOTT INTERNATIONAL-CL A CLA 571903202 916 33,192 SH DEFINED 1,2,4 33,192
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
MARSH & MCLENNAN COS COM 571748102 42 1,690 SH DEFINED 1,2,4 1,690
MARSHALL & ILSLEY CORP COM 571837103 9 1,120 SH DEFINED 1,2,4 1,120
MASCO CORP COM 574599106 14 1,120 SH DEFINED 1,2,4 1,120
MASSEY ENERGY CO COM 576206106 6 225 SH DEFINED 1,2,4 225
MASTERCARD INC-CLASS A CL A 57636Q104 2,076 10,268 SH DEFINED 1,2,4 10,268
MATTEL INC COM 577081102 933 50,548 SH DEFINED 1,2,4 50,548
MBIA INC COM 55262C100 4 510 SH DEFINED 1,2,4 510
MCAFEE INC COM 579064106 22 500 SH DEFINED 1,2,4 500
MCCORMICK & CO-NON VTG SHRS COM 579780206 15 435 SH DEFINED 1,2,4 435
MCDONALD'S CORP COM 580135101 1,904 33,371 SH DEFINED 1,2,4 33,371
MCGRAW-HILL COMPANIES INC COM 580645109 25 990 SH DEFINED 1,2,4 990
MCKESSON CORP COM 58155Q103 53 896 SH DEFINED 1,2,4 896
MEADWESTVACO CORP COM 583334107 12 525 SH DEFINED 1,2,4 525
MEDCO HEALTH SOLUTIONS INC COM 58405U102 89 1,603 SH DEFINED 1,2,4 1,603
MEDIACOM COMMUNICATIONS CORPCL A 58446K105 1,440 250,000 SH DEFINED 1,2,4 250,000
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 206 5,585 SH DEFINED 1,2,4 5,585
MEMC ELECTRONIC MATERIALS COM 552715104 11 660 SH DEFINED 1,2,4 660
MERCK & CO. INC. COM 589331107 216 6,831 SH DEFINED 1,2,4 6,831
MEREDITH CORP COM 589433101 3 105 SH DEFINED 1,2,4 105
METLIFE INC COM 59156R108 359 9,436 SH DEFINED 1,2,4 9,436
METROPCS COMMUNICATIONS INC COM 591708102 7 800 SH DEFINED 1,2,4 800
MI DEVELOPMENTS INC-CLASS A CL A 55304X104 623 46,300 SH DEFINED 1,2,4 46,300
MICROCHIP TECHNOLOGY INC COM 595017104 15 555 SH DEFINED 1,2,4 555
MICRON TECHNOLOGY INC COM 595112103 22 2,710 SH DEFINED 1,2,4 2,710
MICROSOFT CORP COM 594918104 3,938 153,121 SH DEFINED 1,2,4 153,121
MILLIPORE CORP COM 601073109 11 160 SH DEFINED 1,2,4 160
MOLEX INC COM 608554101 7 355 SH DEFINED 1,2,4 355
MOLSON COORS BREWING CO -B CL B 60871R209 827 16,980 SH DEFINED 1,2,4 16,980
MONSANTO CO COM 61166W101 141 1,820 SH DEFINED 1,2,4 1,820
MONSTER WORLDWIDE INC COM 611742107 6 350 SH DEFINED 1,2,4 350
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
MOODYS CORP COM 615369105 12 585 SH DEFINED 1,2,4 585
MORGAN ST DEAN WITTER DISCOVCOM 617446448 1,326 42,940 SH DEFINED 1,2,4 42,940
MORGAN STANLEY QUAL MUNI SECSECS 61745P585 381 28,600 SH DEFINED 1,2,4 28,600
MOTOROLA INC COM 620076109 2,502 291,313 SH DEFINED 1,2,4 291,313
MTS SYSTEMS CORP COM 553777103 77 2,650 SH DEFINED 1,2,4 2,650
MURPHY OIL CORP COM 626717102 39 680 SH DEFINED 1,2,4 680
MYLAN INC COM 628530107 14 900 SH DEFINED 1,2,4 900
NABORS INDUSTRIES LTD SHS G6359F103 19 910 SH DEFINED 1,2,4 910
NARA BANCORP INC COM 63080P105 542 78,000 SH DEFINED 1,2,4 78,000
NASDAQ OMX GROUP/THE COM 631103108 7 350 SH DEFINED 1,2,4 350
NATIONAL OILWELL VARCO INC COM 637071101 59 1,365 SH DEFINED 1,2,4 1,365
NATIONAL SEMICONDUCTOR CORP COM 637640103 9 600 SH DEFINED 1,2,4 600
NETAPP INC COM 64110D104 27 1,030 SH DEFINED 1,2,4 1,030
NEW YORK TIMES CO -CL A CL A 650111107 2 300 SH DEFINED 1,2,4 300
NEWELL RUBBERMAID INC COM 651229106 13 850 SH DEFINED 1,2,4 850
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
NEWMONT MINING CORP COM 651639106 71 1,610 SH DEFINED 1,2,4 1,610
NEWS CORP-CL A CL A 65248E104 88 7,388 SH DEFINED 1,2,4 7,388
NICOR INC COM 654086107 4 115 SH DEFINED 1,2,4 115
NIKE INC -CL B CL B 654106103 82 1,270 SH DEFINED 1,2,4 1,270
NISOURCE INC COM 65473P105 12 840 SH DEFINED 1,2,4 840
NOBLE ENERGY INC COM 655044105 36 550 SH DEFINED 1,2,4 550
NORDSTROM INC COM 655664100 16 510 SH DEFINED 1,2,4 510
NORFOLK SOUTHERN CORP COM 655844108 53 1,229 SH DEFINED 1,2,4 1,229
NORTHEAST UTILITIES COM 664397106 13 550 SH DEFINED 1,2,4 550
NORTHERN TRUST CORP COM 665859104 47 815 SH DEFINED 1,2,4 815
NORTHROP GRUMMAN CORP COM 666807102 2,152 41,578 SH DEFINED 1,2,4 41,578
NOVELL INC COM 670006105 5 1,100 SH DEFINED 1,2,4 1,100
NOVELLUS SYSTEMS INC COM 670008101 5 250 SH DEFINED 1,2,4 250
NUCOR CORP COM 670346105 46 980 SH DEFINED 1,2,4 980
NVIDIA CORP COM 67066G104 26 1,748 SH DEFINED 1,2,4 1,748
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 25 855 SH DEFINED 1,2,4 855
OCCIDENTAL PETROLEUM CORP COM 674599105 7,265 92,663 SH DEFINED 1,2,4 92,663
OFFICE DEPOT INC COM 676220106 6 840 SH DEFINED 1,2,4 840
OMNICOM GROUP COM 681919106 1,609 43,565 SH DEFINED 1,2,4 43,565
ORACLE CORP COM 68389X105 5,464 262,194 SH DEFINED 1,2,4 262,194
OREILLY AUTOMOTIVE INC COM 686091109 16 450 SH DEFINED 1,2,4 450
OWENS-ILLINOIS INC COM 690768403 19 525 SH DEFINED 1,2,4 525
P G & E CORP COM 69331C108 49 1,210 SH DEFINED 1,2,4 1,210
PACCAR INC COM 693718108 45 1,205 SH DEFINED 1,2,4 1,205
PACTIV CORPORATION COM 695257105 11 435 SH DEFINED 1,2,4 435
PALL CORP COM 696429307 13 400 SH DEFINED 1,2,4 400
PARKER HANNIFIN CORP COM 701094104 26 510 SH DEFINED 1,2,4 510
PATTERSON COS INC COM 703395103 7 260 SH DEFINED 1,2,4 260
PAYCHEX INC COM 704326107 29 1,000 SH DEFINED 1,2,4 1,000
PEABODY ENERGY CORP COM 704549104 32 865 SH DEFINED 1,2,4 865
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
PEDIATRIX MEDICAL GROUP INC COM 58502B106 427 7,775 SH DEFINED 1,2,4 7,775
PEOPLES UNITED FINANCIAL COM 712704105 17 1,075 SH DEFINED 1,2,4 1,075
PEPCO HOLDINGS INC COM 713291102 10 650 SH DEFINED 1,2,4 650
PEPSI BOTTLING GROUP INC COM 713409100 16 445 SH DEFINED 1,2,4 445
PEPSICO INCORPORATED COM 713448108 1,642 27,984 SH DEFINED 1,2,4 27,984
PERKINELMER INC COM 714046109 6 305 SH DEFINED 1,2,4 305
PFIZER INC COM 717081103 5,366 324,205 SH DEFINED 1,2,4 324,205
PHARMACEUTICAL HOLDRS TRUST DEPOSITR71712A206 816 12,500 SH DEFINED 1,2 12,500
PHH CORP COM 693320202 1,132 57,050 SH DEFINED 1,2,4 57,050
PHILIP MORRIS INTERNATIONAL COM 718172109 1,041 21,352 SH DEFINED 1,2,4 21,352
PIKE ELECTRIC CORP COM 721283109 562 46,925 SH DEFINED 1,2,4 46,925
PINNACLE WEST CAPITAL COM 723484101 11 350 SH DEFINED 1,2,4 350
PIONEER NATURAL RESOURCES COCOM 723787107 15 400 SH DEFINED 1,2,4 400
PITNEY BOWES INC COM 724479100 1,822 73,309 SH DEFINED 1,2,4 73,309
PLANTRONICS INC COM 727493108 869 32,400 SH DEFINED 1,2,4 32,400
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
PLUM CREEK TIMBER CO COM 729251108 16 515 SH DEFINED 1,2,4 515
PNC FINANCIAL SERVICES GROUPCOM 693475105 1,167 24,015 SH DEFINED 1,2,4 24,015
POLO RALPH LAUREN CORP CL A 731572103 19 245 SH DEFINED 1,2,4 245
POPULAR INC COM 733174106 669 236,250 SH DEFINED 1,2,4 236,250
PORTLAND GENERAL ELECTRIC COM 736508847 807 40,900 SH DEFINED 1,2,4 40,900
PPG INDUSTRIES INC COM 693506107 29 505 SH DEFINED 1,2,4 505
PPL CORPORATION COM 69351T106 37 1,225 SH DEFINED 1,2,4 1,225
PRAXAIR INC COM 74005P104 1,719 21,040 SH DEFINED 1,2,4 21,040
PRECISION CASTPARTS CORP COM 740189105 48 469 SH DEFINED 1,2,4 469
PRIDE INTERNATIONAL INC COM 74153Q102 2,740 90,000 SH DEFINED 1,2,4 90,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 28 1,025 SH DEFINED 1,2,4 1,025
PROCTER & GAMBLE CO/THE COM 742718109 1,356 23,412 SH DEFINED 1,2,4 23,412
PROGRESS ENERGY INC COM 743263105 35 895 SH DEFINED 1,2,4 895
PROGRESSIVE CORP COM 743315103 36 2,175 SH DEFINED 1,2,4 2,175
PROLOGIS INT 743410102 17 1,420 SH DEFINED 1,2,4 1,420
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
PRUDENTIAL FINANCIAL INC COM 744320102 74 1,486 SH DEFINED 1,2,4 1,486
PUBLIC SERVICE CO OF N MEX COM 69349H107 718 61,475 SH DEFINED 1,2,4 61,475
PUBLIC SERVICE ENTERPRISE GPCOM 744573106 52 1,645 SH DEFINED 1,2,4 1,645
PUBLIC STORAGE COM 74460D109 32 425 SH DEFINED 1,2,4 425
PULTE HOMES INC COM 745867101 10 951 SH DEFINED 1,2,4 951
QLOGIC CORP COM 747277101 5 310 SH DEFINED 1,2,4 310
QUALCOMM INC COM 747525103 915 20,344 SH DEFINED 1,2,4 20,344
QUANTA SERVICES INC COM 74762E102 13 600 SH DEFINED 1,2,4 600
QUEST DIAGNOSTICS COM 74834L100 25 470 SH DEFINED 1,2,4 470
QUESTAR CORP COM 748356102 21 550 SH DEFINED 1,2,4 550
QWEST COMMUNICATIONS INTL COM 749121109 486 127,510 SH DEFINED 1,2,4 127,510
RADIOSHACK CORP COM 750438103 5 310 SH DEFINED 1,2,4 310
RANGE RESOURCES CORP COM 75281A109 25 500 SH DEFINED 1,2,4 500
RAYTHEON COMPANY COM 755111507 61 1,275 SH DEFINED 1,2,4 1,275
RED HAT INC COM 756577102 17 600 SH DEFINED 1,2,4 600
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
REGIONS FINANCIAL CORP COM 7591EP100 23 3,726 SH DEFINED 1,2,4 3,726
REGIS CORP COM 758932107 517 33,325 SH DEFINED 1,2,4 33,325
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,719 31,400 SH DEFINED 1,2,4 31,400
RENT-A-CENTER INC COM 76009N100 554 29,350 SH DEFINED 1,2,4 29,350
REPUBLIC SERVICES INC COM 760759100 27 1,001 SH DEFINED 1,2,4 1,001
REYNOLDS AMERICAN INC COM 761713106 24 540 SH DEFINED 1,2,4 540
RITE AID CORP COM 767754104 669 407,860 SH DEFINED 1,2,4 407,860
ROBERT HALF INTL INC COM 770323103 12 495 SH DEFINED 1,2,4 495
ROCKWELL AUTOMATION INC COM 773903109 19 450 SH DEFINED 1,2,4 450
ROCKWELL COLLINS INC. COM 774341101 26 505 SH DEFINED 1,2,4 505
ROWAN COMPANIES INC COM 779382100 7 295 SH DEFINED 1,2,4 295
RR DONNELLEY & SONS CO COM 257867101 13 630 SH DEFINED 1,2,4 630
RYDER SYSTEM INC COM 783549108 6 145 SH DEFINED 1,2,4 145
SAFEWAY INC COM 786514208 27 1,355 SH DEFINED 1,2,4 1,355
SALESFORCE.COM INC COM 79466L302 22 393 SH DEFINED 1,2,4 393
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
SANDISK CORP COM 80004C101 675 31,085 SH DEFINED 1,2,4 31,085
SARA LEE CORP COM 803111103 25 2,210 SH DEFINED 1,2,4 2,210
SCANA CORP COM 80589M102 14 400 SH DEFINED 1,2,4 400
SCHERING-PLOUGH CORP COM 806605101 149 5,271 SH DEFINED 1,2,4 5,271
SCHLUMBERGER LIMITED COM 806857108 913 15,312 SH DEFINED 1,2,4 15,312
SCHWAB (CHARLES) CORP COM 808513105 58 3,020 SH DEFINED 1,2,4 3,020
SCRIPPS NETWORKS INTER-CL A COM 811065101 12 330 SH DEFINED 1,2,4 330
SEALED AIR CORP COM 81211K100 10 495 SH DEFINED 1,2,4 495
SEALY CORP COM 812139301 274 85,775 SH DEFINED 1,2,4 85,775
SEARS HOLDINGS CORP COM 812350106 1,150 17,610 SH DEFINED 1,2,4 17,610
SEMPRA ENERGY COM 816851109 1,511 30,345 SH DEFINED 1,2,4 30,345
SHERWIN-WILLIAMS CO/THE COM 824348106 21 350 SH DEFINED 1,2,4 350
SIGMA-ALDRICH COM 826552101 22 410 SH DEFINED 1,2,4 410
SIMON PROPERTY GROUP INC COM 828806109 61 881 SH DEFINED 1,2,4 881
SKECHERS USA INC-CL A CL A 830566105 1,516 88,450 SH DEFINED 1,2,4 88,450
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
SLM CORP COM 78442P106 12 1,430 SH DEFINED 1,2,4 1,430
SMITH INTERNATIONAL INC COM 832110100 19 650 SH DEFINED 1,2,4 650
SNAP-ON INC COM 833034101 5 145 SH DEFINED 1,2,4 145
SOUTHERN CO COM 842587107 81 2,545 SH DEFINED 1,2,4 2,545
SOUTHWEST AIRLINES CO COM 844741108 23 2,360 SH DEFINED 1,2,4 2,360
SOUTHWESTERN ENERGY CO COM 845467109 49 1,155 SH DEFINED 1,2,4 1,155
SPDR GOLD TRUST SHS 78463V107 34,598 350,000 SH DEFINED 1,2,4 350,000
SPECTRA ENERGY CORP COM 847560109 38 2,015 SH DEFINED 1,2,4 2,015
SPHERION CORPORATION COM 848420105 220 35,450 SH DEFINED 1,2,4 35,450
SPRINT NEXTEL CORP COM 852061100 37 9,278 SH DEFINED 1,2,4 9,278
ST JUDE MEDICAL INC COM 790849103 826 21,165 SH DEFINED 1,2,4 21,165
STANLEY WORKS/THE COM 854616109 9 210 SH DEFINED 1,2,4 210
STAPLES INC COM 855030102 157 6,775 SH DEFINED 1,2,4 6,775
STARBUCKS CORP COM 855244109 89 4,289 SH DEFINED 1,2,4 4,289
STARWOOD HOTELS & RESORTS COM 85590A401 19 580 SH DEFINED 1,2,4 580
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
STATE STREET CORP COM 857477103 645 12,263 SH DEFINED 1,2,4 12,263
STERICYCLE INC COM 858912108 16 325 SH DEFINED 1,2,4 325
STRYKER CORP COM 863667101 37 805 SH DEFINED 1,2,4 805
SUN MICROSYSTEMS INC COM 866810203 22 2,377 SH DEFINED 1,2,4 2,377
SUNOCO INC COM 86764P109 11 390 SH DEFINED 1,2,4 390
SUNTRUST BANKS INC COM 867914103 36 1,579 SH DEFINED 1,2,4 1,579
SUPERVALU INC COM 868536103 9 621 SH DEFINED 1,2,4 621
SYMANTEC CORP COM 871503108 43 2,634 SH DEFINED 1,2,4 2,634
SYSCO CORP COM 871829107 46 1,850 SH DEFINED 1,2,4 1,850
T ROWE PRICE GROUP INC COM 74144T108 37 813 SH DEFINED 1,2,4 813
TALISMAN ENERGY INC COM 87425E103 2,861 165,000 SH DEFINED 1,2,4 165,000
TARGET CORP COM 87612E106 116 2,478 SH DEFINED 1,2,4 2,478
TECH DATA CORP COM 878237106 894 21,487 SH DEFINED 1,2,4 21,487
TECO ENERGY INC COM 872375100 9 620 SH DEFINED 1,2,4 620
TELLABS INC COM 879664100 8 1,220 SH DEFINED 1,2,4 1,220
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
TENET HEALTHCARE CORP CL A 88033G100 8 1,340 SH DEFINED 1,2,4 1,340
TERADATA CORP COM 88076W103 15 535 SH DEFINED 1,2,4 535
TERADYNE INC COM 880770102 5 540 SH DEFINED 1,2,4 540
TESORO CORP COM 881609101 6 370 SH DEFINED 1,2,4 370
TEXAS INSTRUMENTS INC COM 882508104 97 4,097 SH DEFINED 1,2,4 4,097
TEXTRON INC COM 883203101 15 800 SH DEFINED 1,2,4 800
THERMO FISHER SCIENTIFIC INCCOM 883556102 2,119 48,515 SH DEFINED 1,2,4 48,515
THOMPSON CREEK METALS CO INCCOM 884768102 72 6,000 SH DEFINED 1,2 6,000
TIFFANY & CO COM 886547108 16 425 SH DEFINED 1,2,4 425
TIME WARNER CABLE CL A 88732J207 50 1,170 SH DEFINED 1,2,4 1,170
TIME WARNER INC COM 887317303 112 3,882 SH DEFINED 1,2,4 3,882
TITANIUM METALS CORP COM 888339207 2 190 SH DEFINED 1,2,4 190
TJX COMPANIES INC COM 872540109 48 1,305 SH DEFINED 1,2,4 1,305
TORCHMARK CORP COM 891027104 1,154 26,580 SH DEFINED 1,2,4 26,580
TOTAL SYSTEM SERVICES INC COM 891906109 10 590 SH DEFINED 1,2,4 590
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 4,769 96,869 SH DEFINED 1,2,4 96,869
TREX COMPANY INC COM 89531P105 1,009 55,425 SH DEFINED 1,2,4 55,425
TYCO ELECTRONICS LTD SHS H8912P106 2,094 93,975 SH DEFINED 1,2,4 93,975
TYSON FOODS INC-CL A CL A 902494103 12 940 SH DEFINED 1,2,4 940
UNILEVER NV SHS 904784709 1,551 53,750 SH DEFINED 1,2,4 53,750
UNION PACIFIC CORP COM 907818108 96 1,652 SH DEFINED 1,2,4 1,652
UNITED NATIONAL GROUP LTD-A COM 90933T109 930 125,866 SH DEFINED 1,2,4 125,866
UNITED PARCEL SERVICE-CL B CL B 911312106 181 3,199 SH DEFINED 1,2,4 3,199
UNITED STATES STEEL CORP COM 912909108 21 465 SH DEFINED 1,2,4 465
UNITED STATIONERS INC COM 913004107 668 14,025 SH DEFINED 1,2,4 14,025
UNITED TECHNOLOGIES CORP. COM 913017109 2,756 45,226 SH DEFINED 1,2,4 45,226
UNITEDHEALTH GROUP INC COM 91324P102 95 3,795 SH DEFINED 1,2,4 3,795
UNIVERSAL CORP-VA COM 913456109 509 12,175 SH DEFINED 1,2,4 12,175
UNUM GROUP COM 91529Y106 976 45,512 SH DEFINED 1,2,4 45,512
US BANCORP COM 902973304 133 6,088 SH DEFINED 1,2,4 6,088
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
USX - MARATHON GROUP INC COM 565849106 454 14,241 SH DEFINED 1,2,4 14,241
VALERO ENERGY CORP COM 91913Y100 553 28,520 SH DEFINED 1,2,4 28,520
VALIDUS HOLDINGS LTD COM SHS G9319H102 4,087 158,405 SH DEFINED 1,2,4 158,405
VARIAN MEDICAL SYSTEMS INC COM 92220P105 18 425 SH DEFINED 1,2,4 425
VENTAS INC COM 92276F100 21 536 SH DEFINED 1,2,4 536
VERISIGN INC COM 92343E102 14 590 SH DEFINED 1,2,4 590
VERIZON COMMUNICATIONS INC COM 92343V104 278 9,173 SH DEFINED 1,2,4 9,173
VF CORP COM 918204108 24 330 SH DEFINED 1,2,4 330
VIACOM INC-CLASS B CL B 92553P201 54 1,942 SH DEFINED 1,2,4 1,942
VIAD CORP COM 92552R406 247 12,419 SH DEFINED 1,2,4 12,419
VISA INC-CLASS A SHARES CL A 92826C839 1,037 15,000 SH DEFINED 1,2 15,000
VORNADO REALTY TRUST INT 929042109 32 503 SH DEFINED 1,2,4 503
VULCAN MATERIALS CO COM 929160109 23 420 SH DEFINED 1,2,4 420
WALGREEN CO COM 931422109 118 3,154 SH DEFINED 1,2,4 3,154
WAL-MART STORES INC COM 931142103 353 7,185 SH DEFINED 1,2,4 7,185
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
WALT DISNEY CO/THE COM 254687106 165 5,999 SH DEFINED 1,2,4 5,999
WASHINGTON POST -CL B CL B 939640108 9 20 SH DEFINED 1,2,4 20
WASTE MANAGEMENT INC COM 94106L109 48 1,615 SH DEFINED 1,2,4 1,615
WATERS CORP COM 941848103 20 350 SH DEFINED 1,2,4 350
WATSON PHARMACEUTICALS INC COM 942683103 13 360 SH DEFINED 1,2,4 360
WEATHERFORD INTL LTD REG H27013103 456 22,000 SH DEFINED 1,2,4 22,000
WEBSTER FINANCIAL CORP COM 947890109 711 57,000 SH DEFINED 1,2,4 57,000
WELLPOINT INC COM 94973V107 75 1,591 SH DEFINED 1,2,4 1,591
WELLS FARGO & CO COM 949746101 423 15,010 SH DEFINED 1,2,4 15,010
WESTERN DIGITAL CORP COM 958102105 25 687 SH DEFINED 1,2,4 687
WESTERN UNION CO COM 959802109 42 2,210 SH DEFINED 1,2,4 2,210
WEYERHAEUSER CO COM 962166104 26 720 SH DEFINED 1,2,4 720
WHIRLPOOL CORPORATION COM 963320106 1,518 21,700 SH DEFINED 1,2,4 21,700
WHOLE FOODS MARKET INC COM 966837106 14 455 SH DEFINED 1,2,4 455
WILLIAMS COS INC COM 969457100 2,650 148,315 SH DEFINED 1,2,4 148,315
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
WILLIS GROUP HOLDINGS LTD SHS G96655108 7,055 250,000 SH DEFINED 1,2,4 250,000
WINDSTREAM CORP COM 97381W104 14 1,396 SH DEFINED 1,2,4 1,396
WISCONSIN ENERGY CORP COM 976657106 18 400 SH DEFINED 1,2,4 400
WW GRAINGER INC COM 384802104 24 265 SH DEFINED 1,2,4 265
WYETH COM 983024100 212 4,358 SH DEFINED 1,2,4 4,358
WYNDHAM WORLDWIDE CORP COM 98310W108 9 550 SH DEFINED 1,2,4 550
WYNN RESORTS LTD COM 983134107 18 259 SH DEFINED 1,2,4 259
XCEL ENERGY INC COM 98389B100 27 1,425 SH DEFINED 1,2,4 1,425
XEROX CORP COM 984121103 4,665 602,720 SH DEFINED 1,2,4 602,720
XILINX INC COM 983919101 21 895 SH DEFINED 1,2,4 895
XL CAPITAL LTD -CLASS A CL A G98255105 18 1,050 SH DEFINED 1,2,4 1,050
XTO ENERGY INC COM 98385X106 76 1,834 SH DEFINED 1,2,4 1,834
YAHOO! INC COM 984332106 79 4,435 SH DEFINED 1,2,4 4,435
YUM! BRANDS INC COM 988498101 49 1,450 SH DEFINED 1,2,4 1,450
ZIMMER HOLDINGS INC COM 98956P102 1,196 22,370 SH DEFINED 1,2,4 22,370
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
ZIONS BANCORPORATION COM 989701107 6 310 SH DEFINED 1,2,4 310
ZORAN CORP COM 98975F101 665 57,694 SH DEFINED 1,2,4 57,694