-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Hp2f7gRSSyly00P+BwfmURkIaDHZnS2G0I2qLHugt6wN41zGBhQTEh8Dehba64bl bfxtZmB7OxxlAzomxMx5mA== 0000926834-06-000001.txt : 20060105 0000926834-06-000001.hdr.sgml : 20060105 20060105155557 ACCESSION NUMBER: 0000926834-06-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060105 DATE AS OF CHANGE: 20060105 EFFECTIVENESS DATE: 20060105 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GILLESPIE ROBINSON & GRIMM INC CENTRAL INDEX KEY: 0000926834 IRS NUMBER: 132651907 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03587 FILM NUMBER: 06512671 BUSINESS ADDRESS: STREET 1: 80 FIELD POINT ROAD STREET 2: P O BOX 2220 CITY: GREENWICH STATE: CT ZIP: 06830 MAIL ADDRESS: STREET 1: 80 FIELD POINT ROAD STREET 2: PO BOX 2220 CITY: GREENWICH STATE: CT ZIP: 06836 13F-HR 1 edgar13f_1205.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: GILLESPIE, ROBINSON & GRIMM, INC. Address: 80 FIELD POINT ROAD P.O. BOX 2220 GREENWICH, CT 06836 Form 13F File Number: 28-4394 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: STEPHEN K. GRIMM Title: PRESIDENT Phone: (203)629-2800 Signature, Place, and Date of Signing: STEPHEN K. GRIMM GREENWICH, CT 1/03/06 - ------------------------------ -------------------- -------- Signature City, State Date Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 407 Form 13F Information Table Value Total: $201,782 List of Other Included Managers: NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------------------------------- -------- --------- -------- ---------------------- -------- ------------ -------------------------- TITLE CUSIP VALUE SHARES / SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS NUMBER (x$1000) PRINCIPAL AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------------------------- -------- --------- -------- ------------- --- ---- -------- ------------ -------- -------- -------- ALLEGHENY COUNTY PA CONVERT 01728RBH 218 200 PRN SOLE 200 ALLSTATE CORP CONVERT 020002AM 752 750 PRN SOLE 750 AMERICAN EXPRESS CONVERT 025816AN 1256 1250 PRN SOLE 1250 AMERITECH CAPITAL CONVERT 030955AL 509 500 PRN SOLE 500 ANHEUSER BUSCH CONVERT 035229CV 499 500 PRN SOLE 500 ANHEUSER BUSCH CONVERT 03522QAC 413 400 PRN SOLE 400 ARCHER DANIELS MIDLAND CONVERT 039483AK 225 200 PRN SOLE 200 ASSOCIATES CORP NORTH AMERICA CONVERT 046003JT 233 225 PRN SOLE 225 BALTIMORE GAS & ELECTRIC CONVERT 059165BX 207 200 PRN SOLE 200 BANK OF AMERICA CONVERT 060505AG 330 300 PRN SOLE 300 BANKAMERICA CORP CONVERT 066050CB 428 425 PRN SOLE 425 BANKAMERICA CORP CONVERT 066050CU 360 350 PRN SOLE 350 BANKBOSTON NA CONVERT 06606H8D 206 200 PRN SOLE 200 BANKERS TRUST CONVERT 066365DC 223 200 PRN SOLE 200 BEAR STEARNS CO CONVERT 073902BR 545 500 PRN SOLE 500 BELLSOUTH CAP FUND CONVERT 079857AG 438 400 PRN SOLE 400 BELLSOUTH TELEPHONE CONVERT 079867AH 304 300 PRN SOLE 300 BERKS COUNTY PENNSYLVANIA CONVERT 084509HH 208 200 PRN SOLE 200 BEVERLY HILLS CALIF UNI SCH DIST CONVERT 088023GP 219 225 PRN SOLE 225 BRIDGEPORT CONNECTICUT CONVERT 108151E2 223 200 PRN SOLE 200 BRIDGEPORT CONNECTICUT CONVERT 108151UV 223 200 PRN SOLE 200 BRISTOL CONNECTICUT CONVERT 109853UY 203 200 PRN SOLE 200 BRISTOL MYERS SQUIBB CO CONVERT 110122AG 258 250 PRN SOLE 250 BUCKS COUNTY PENNSYLVANIA CONVERT 118565PW 206 200 PRN SOLE 200 BURLINGAME, CALIF ELEM SCH DIST CONVERT 121457BQ 222 200 PRN SOLE 200 BURLINGTON CONN CONVERT 121619BG 255 250 PRN SOLE 250 CALIFORNIA INFRASTRUCTURE CONVERT 13033WHA 204 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130623DC 234 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130623JW 292 275 PRN SOLE 275 CALIFORNIA STATE CONVERT 130623KN 528 500 PRN SOLE 500 CALIFORNIA STATE CONVERT 130623LC 205 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130623NE 306 300 PRN SOLE 300 CALIFORNIA STATE CONVERT 130623NT 210 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130623NU 214 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130623QY 540 525 PRN SOLE 525 CALIFORNIA STATE CONVERT 130623RK 362 350 PRN SOLE 350 CALIFORNIA STATE CONVERT 130624GR 449 415 PRN SOLE 415 CALIFORNIA STATE CONVERT 130625DG 329 295 PRN SOLE 295 CALIFORNIA STATE CONVERT 1306286C 412 400 PRN SOLE 400 CALIFORNIA STATE CONVERT 1306286D 361 350 PRN SOLE 350 CALIFORNIA STATE CONVERT 130628H2 396 375 PRN SOLE 375 CALIFORNIA STATE CONVERT 130628H3 211 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130628V4 304 300 PRN SOLE 300 CALIFORNIA STATE CONVERT 130628V5 334 325 PRN SOLE 325 CALIFORNIA STATE CONVERT 130628V6 468 450 PRN SOLE 450 CALIFORNIA STATE CONVERT 130628V7 398 375 PRN SOLE 375 CALIFORNIA STATE CONVERT 130628V8 295 275 PRN SOLE 275 CALIFORNIA STATE CONVERT 130628V9 513 475 PRN SOLE 475 CALIFORNIA STATE CONVERT 130628VD 359 350 PRN SOLE 350 CALIFORNIA STATE CONVERT 130628VF 209 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 130628W5 559 550 PRN SOLE 550 CALIFORNIA STATE PREREFUNDED CONVERT 1306293B 485 465 PRN SOLE 465 CALIFORNIA STATE CONVERT 130629L9 303 300 PRN SOLE 300 CALIFORNIA STATE CONVERT 130629TP 242 225 PRN SOLE 225 CALIFORNIA STATE CONVERT 130629TS 272 250 PRN SOLE 250 CALIFORNIA STATE CONVERT 13062NG2 215 200 PRN SOLE 200 CALIFORNIA ST CONVERT 13062NJZ 217 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 13062NK8 204 200 PRN SOLE 200 CALIFORNIA ST CONVERT 13062NL2 211 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 13062NLR 327 315 PRN SOLE 315 CALIFORNIA STATE PREREFUNDED CONVERT 13062NME 203 185 PRN SOLE 185 CALIFORNIA STATE CONVERT 13062NXW 213 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 13062PAC 203 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 13062PGV 268 250 PRN SOLE 250 CALIFORNIA STATE CONVERT 13062PH7 242 225 PRN SOLE 225 CALIFORNIA STATE CONVERT 13062PKF 338 330 PRN SOLE 330 CALIFORNIA STATE CONVERT 13062RFQ 214 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 13062RSJ 218 200 PRN SOLE 200 CALIFORNIA STATE CONVERT 13062RYX 243 225 PRN SOLE 225 CALIFORNIA STATE DEPT WTR RES CONVERT 13066YDK 202 200 PRN SOLE 200 CALIFORNIA ST ECONOMIC RECOVERY CONVERT 13067JAW 215 200 PRN SOLE 200 CALIFORNIA ST ECONOMIC RECOVERY CONVERT 13067JAY 217 200 PRN SOLE 200 CALIFORNIA ST ECONOMIC RECOVERY CONVERT 13067JBD 427 415 PRN SOLE 415 CALIFORNIA STATE ECONOMIC RECOV. CONVERT 13067JBE 222 200 PRN SOLE 200 CALIFORNIA STATE PUB WKS BRD CONVERT 130684C5 202 200 PRN SOLE 200 CALIFORNIA ST PUB WKS BRD CONVERT 130684DW 201 200 PRN SOLE 200 CALIFORNIA ST PUB WKS BRD CONVERT 130684QA 202 200 PRN SOLE 200 CAMPBELL SOUP CO. CONVERT 134429AJ 1519 1500 PRN SOLE 1500 CAROLINA POWER & LIGHT CONVERT 144141CK 256 250 PRN SOLE 250 CHASE MANHATTAN CORP CONVERT 16161ABP 1080 1050 PRN SOLE 1050 CHASE MANHATTAN CORP CONVERT 16161ABU 514 500 PRN SOLE 500 CITIGROUP INC CONVERT 172967AX 519 500 PRN SOLE 500 CITIGROUP CONVERT 172967BC 213 200 PRN SOLE 200 CITICORP CONVERT 173034GU 661 625 PRN SOLE 625 CITICORP CONVERT 17303MGW 309 300 PRN SOLE 300 COCA COLA CO CONVERT 191216AH 312 300 PRN SOLE 300 COCA COLA ENTERPRISES CONVERT 191219BH 753 750 PRN SOLE 750 COCA COLA ENTERPRISES CONVERT 191219BP 293 300 PRN SOLE 300 COLLEGE STATION TEXAS CONVERT 194468UG 213 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772E3K 215 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772E3L 216 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772E3M 216 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772E3N 325 300 PRN SOLE 300 CONNECTICUT STATE CONVERT 20772E3P 326 300 PRN SOLE 300 CONNECTICUT STATE CONVERT 20772E3Q 326 300 PRN SOLE 300 CONNECTICUT STATE CONVERT 20772EL8 204 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772EM2 207 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772EM4 208 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772EM9 232 225 PRN SOLE 225 CONNECTICUT STATE CONVERT 20772EV6 213 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772EVA 258 250 PRN SOLE 250 CONNECTICUT ST CONVERT 20772EVE 206 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772EVW 208 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772EZF 262 250 PRN SOLE 250 CONNECTICUT STATE CONVERT 20772F3C 216 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772F7A 365 375 PRN SOLE 375 CONNECTICUT STATE CONVERT 20772F7R 322 300 PRN SOLE 300 CONNECTICUT STATE UNREFUNDED CONVERT 20772FDX 574 550 PRN SOLE 550 CONNECTICUT STATE UNREFUNDED CONVERT 20772FEL 277 245 PRN SOLE 245 CONNECTICUT STATE* CONVERT 20772FEW 305 300 PRN SOLE 300 CONNECTICUT STATE SER B-2 CONVERT 20772FFH 210 200 PRN SOLE 200 CONNECTICUT STATE* CONVERT 20772FGP 289 275 PRN SOLE 275 CONNECTICUT ST REF- SER C CONVERT 20772FKJ 476 450 PRN SOLE 450 CONNECTICUT ST REF-SER E CONVERT 20772FSX 482 450 PRN SOLE 450 CONNECTICUT STATE CONVERT 20772FYA 207 200 PRN SOLE 200 CONNECTICUT STATE CONVERT 20772GDB 476 500 PRN SOLE 500 CONNECTICUT STATE CONVERT 20772GDY 323 300 PRN SOLE 300 CONNECTICUT STATE CONVERT 20772GMX 256 250 PRN SOLE 250 CONNECTICUT STATE CONVERT 20772GMZ 409 375 PRN SOLE 375 CONNECTICUT STATE CONVERT 20772GNB 377 375 PRN SOLE 375 CONNECTICUT STATE HLTH & EDL CONVERT 207742S6 546 500 PRN SOLE 500 CONNECTICUT ST HLTH & ED FAC CONVERT 207742T9 248 245 PRN SOLE 245 CONNECTICUT ST HSG FIN AUTH CONVERT 2077466H 354 350 PRN SOLE 350 CONNECTICUT ST HSG FIN AUTH CONVERT 2077466Y 204 200 PRN SOLE 200 CONNECTICUT STATE HLTH & ED FAC CONVERT 20774H3U 204 200 PRN SOLE 200 CONNECTICUT ST HLTH & ED FAC CONVERT 20774HLX 309 300 PRN SOLE 300 CONN HLTH & EDL GREENWICH HOSP CONVERT 20774HLY 258 250 PRN SOLE 250 CONN HLTH & EDL YALE - NEW HAVEN CONVERT 20774HRC 567 550 PRN SOLE 550 CONNECTICUT ST HLTH & ED FAC CONVERT 20774HSE 232 225 PRN SOLE 225 CONN HLTH & EDL CONN COLLEGE CONVERT 20774HUH 262 250 PRN SOLE 250 CONNECTICUT STATE HEALTH & ED CONVERT 20774LB2 320 300 PRN SOLE 300 CONN HLTH & EDL FAIRFIELD UNIV CONVERT 20774LDS 269 250 PRN SOLE 250 CONN HLTH & EDL DANBURY HOSP CONVERT 20774LGS 591 550 PRN SOLE 550 CONNECTICUT STATE HLTH & ED FAC CONVERT 20774LYY 203 195 PRN SOLE 195 CONNECTICUT SPECIAL TAX CONVERT 2077572T 209 200 PRN SOLE 200 CONNECTICUT STATE SPEC TAX CONVERT 207757B6 222 200 PRN SOLE 200 CONNECTICUT STATE SPEC TAX OBLIG CONVERT 207757D8 256 250 PRN SOLE 250 CONNECTICUT SPEC TAX OBLIG CONVERT 207757E5 223 200 PRN SOLE 200 CONNECTICUT ST SPL TAX OBLIG REV CONVERT 207757E6 336 300 PRN SOLE 300 CONNECTICUT SPEC TAX OBLIG CONVERT 207757E7 318 300 PRN SOLE 300 CONNECTICUT STATE SPEC TAX OBLIG CONVERT 207757E8 318 300 PRN SOLE 300 CONNECTICUT SPEC TAX OBLIG CONVERT 207757H8 211 200 PRN SOLE 200 CONNECTICUT SPEC TAX OBLIG* CONVERT 207757J5 217 200 PRN SOLE 200 CONNECTICUT ST SPL TAX OBLIG REV CONVERT 207757J6 217 200 PRN SOLE 200 CONNECTICUT SPEC TAX OBLIG CONVERT 207757KF 422 375 PRN SOLE 375 CONNECTICUT SPEC TAX OBLIG CONVERT 207757KK 211 200 PRN SOLE 200 CONNECTICUT SPEC TAX OBLIG CONVERT 207757LY 224 200 PRN SOLE 200 CONNECTICUT SPEC TAX OBLIG CONVERT 207757NE 490 475 PRN SOLE 475 CONNECTICUT SPEC TAX OBLIG CONVERT 207757NF 524 500 PRN SOLE 500 CONNECTICUT SPEC TAX OBLIG CONVERT 207757R9 360 350 PRN SOLE 350 CONNECTICUT SPEC TAX OBLIG CONVERT 207757S2 515 500 PRN SOLE 500 CONNECTICUT SPEC TAX OBLIG CONVERT 207757T2 323 300 PRN SOLE 300 CONNECTICUT ST SPL TX OBLIG REV CONVERT 207757WM 229 225 PRN SOLE 225 CONTRA COSTA CALIF WTR AUTH CONVERT 21221RBS 203 200 PRN SOLE 200 COOPER TIRE & RUBBER CONVERT 216831AE 473 500 PRN SOLE 500 DARIEN CONNECTICUT CONVERT 237217MC 303 300 PRN SOLE 300 WALT DISNEY CO GLOBAL BOND CONVERT 254687AM 1758 1750 PRN SOLE 1750 DISNEY CO. CONVERT 25468PBX 264 250 PRN SOLE 250 DUPONT CONVERT 263534BF 309 300 PRN SOLE 300 DUPONT EI NEMOUR CONVERT 263534BJ 1064 1000 PRN SOLE 1000 EASTON PA AREA SCH DIST CONVERT 277695DP 215 200 PRN SOLE 200 EMERSON ELECTRIC CONVERT 291011AM 219 200 PRN SOLE 200 ERNEST N MORIAL-NEW ORLEANS LA CONVERT 295852GB 302 295 PRN SOLE 295 FPL GROUP CAPITAL CONVERT 302570AK 535 525 PRN SOLE 525 FPL GROUP CONVERT 302570AN 1014 1000 PRN SOLE 1000 FARMINGTON CT CONVERT 311153LR 296 275 PRN SOLE 275 FEDERAL FARM CREDIT CONVERT 31331RHG 741 700 PRN SOLE 700 FEDERAL FARM CREDIT BANKS CONVERT 31331RQJ 204 200 PRN SOLE 200 FEDERAL HOME LOAN BANK CONVERT 3133M3A3 308 300 PRN SOLE 300 FEDERAL HOME LOAN BANK CONVERT 3133M75C 203 200 PRN SOLE 200 FEDERAL HOME LOAN MTG CORP CONVERT 3134A1JH 203 200 PRN SOLE 200 FEDERAL HOME LOAN MTG CORP CONVERT 3134A2UJ 439 435 PRN SOLE 435 FEDERAL HOME LOAN MTG CORP CONVERT 3134A3EM 489 475 PRN SOLE 475 FEDERAL HOME LOAN MTG CORP CONVERT 3134A4QD 498 489 PRN SOLE 489 FEDERAL NATIONAL MTG ASSN CONVERT 31359MDJ 230 225 PRN SOLE 225 FEDERAL NATIONAL MTG ASSN CONVERT 31359MDU 360 350 PRN SOLE 350 FEDERAL NATIONAL MTG ASSN CONVERT 31359MEK 716 705 PRN SOLE 705 FEDERAL NATIONAL MTG ASSN CONVERT 31359MEY 532 500 PRN SOLE 500 FEDERAL NATIONAL MTG ASSN CONVERT 31359MFG 1689 1550 PRN SOLE 1550 FEDERAL NATIONAL MTG ASSN CONVERT 31359MFL 205 200 PRN SOLE 200 FEDERAL NATIONAL MTG ASSN CONVERT 31359MFS 503 460 PRN SOLE 460 FEDERAL NATIONAL MTG ASSN CONVERT 31359MGJ 432 400 PRN SOLE 400 FEDERAL NATL MTG ASSN CONVERT 31359MGT 792 750 PRN SOLE 750 FEDERAL NATIONAL MTG ASSN CONVERT 31359MJH 767 725 PRN SOLE 725 FEDERAL NATIONAL MTG ASSN CONVERT 31359MPF 230 235 PRN SOLE 235 FIRST DATA CORP CONVERT 319963AH 283 300 PRN SOLE 300 FIRST UNION CONVERT 337358BK 517 500 PRN SOLE 500 FIRST UNION NATIONAL BANK CONVERT 33738MAD 556 500 PRN SOLE 500 FIRST UNION NATIONAL BANK CONVERT 33738XAA 254 250 PRN SOLE 250 FLORIDA STATE DEPT OF TRANS CONVERT 341150EQ 207 200 PRN SOLE 200 FLORIDA STATE DEPT OF TRANS CONVERT 341150EU 207 200 PRN SOLE 200 FLORIDA STATE DEPT OF TRANS CONVERT 341150HM 207 200 PRN SOLE 200 FLORIDA STATE BRD ED CAP OUTLAY CONVERT 341422LN 261 250 PRN SOLE 250 FLORIDA ST DEPT GEN SVCS CONVERT 341602VE 216 200 PRN SOLE 200 FLORIDA STATE CONVERT 34281MAK 229 210 PRN SOLE 210 FOREST HILLS MICH PUB SCHS CONVERT 345748TM 202 200 PRN SOLE 200 FORTUNE BRANDS CONVERT 349631AF 205 200 PRN SOLE 200 GTE CALIFORNIA CONVERT 362311AF 206 200 PRN SOLE 200 GTE CORP CONVERT 362320AV 690 650 PRN SOLE 650 GTE CORP CONVERT 362320AX 427 425 PRN SOLE 425 GENERAL ELECTRIC CONVERT 369604AY 536 536 PRN SOLE 536 G E CAPITAL CONVERT 369622DG 256 250 PRN SOLE 250 G E CAPITAL CONVERT 369622DN 581 500 PRN SOLE 500 G E CAPITAL CONVERT 369622FL 608 600 PRN SOLE 600 GENERAL ELECTRIC CAPITAL CORP CONVERT 36962GUL 545 500 PRN SOLE 500 GENERAL ELECTRIC CAP CORP CONVERT 36962GVS 2168 2000 PRN SOLE 2000 GENERAL ELECTRIC CAP CORP CONVERT 36962GWB 210 200 PRN SOLE 200 GENERAL ELECTRIC CAP CORP CONVERT 36962GXS 887 850 PRN SOLE 850 GENERAL ELECTRIC CONVERT 36962GZH 272 275 PRN SOLE 275 GENERAL MILLS CONVERT 370334AS 270 258 PRN SOLE 258 GENL MOTORS ACCEPT CORP CONVERT 370425RT 1799 1800 PRN SOLE 1800 GLASTONBURY CONNECTICUT CONVERT 377298LM 257 250 PRN SOLE 250 GOLDMAN SACHS CONVERT 38141GAZ 323 300 PRN SOLE 300 GREATER NEW ORLEANS EXPWY CONVERT 392254AN 210 200 PRN SOLE 200 HARTFORD CONNECTICUT CONVERT 416414P7 272 250 PRN SOLE 250 ILLINOIS STATE CONVERT 452151PD 215 200 PRN SOLE 200 IBM CORP CONVERT 459200AZ 441 450 PRN SOLE 450 INTERNATIONAL LEASE FIN CORP CONVERT 459745FN 488 500 PRN SOLE 500 J.P. MORGAN CHASE & CO. CONVERT 46625HAG 290 275 PRN SOLE 275 JACKSONVILLE BEACH FLORIDA UTILS CONVERT 469286ME 203 200 PRN SOLE 200 JACKSONVILLE FLA ELECTRIC CONVERT 469364HA 211 200 PRN SOLE 200 JEFFERSON PARISH SCHOOL BRD CONVERT 474750QT 212 200 PRN SOLE 200 KIMBERLY-CLARK CORP CONVERT 494368AQ 226 200 PRN SOLE 200 LEON COUNTY FLORIDA CONVERT 526430HY 215 200 PRN SOLE 200 LOS ANGELES CALIF UNI SCH DIST CONVERT 544644LW 262 250 PRN SOLE 250 LOS ANGELES CALIF WASTEWTR SYS CONVERT 544652U2 201 185 PRN SOLE 185 LOS ANGELES CNTY CALIF MET TRA CONVERT 544712WC 216 200 PRN SOLE 200 LOUISIANA LOC GOVT ENVIR FACS CONVERT 546279KK 211 200 PRN SOLE 200 LOUISIANA OFFICE BUILDING CONVERT 546405AP 212 200 PRN SOLE 200 LOUISIANA STAD & EXPO CONVERT 546408FM 308 300 PRN SOLE 300 MADISON CONNECTICUT CONVERT 556717GX 207 200 PRN SOLE 200 MASSACHUSETTS BAY TRANSN AUTH CONVERT 575566R7 208 200 PRN SOLE 200 MASSACHUSETTS STATE CONVERT 575826AT 208 200 PRN SOLE 200 MAYFIELD NY CENT SCH DIST CONVERT 578291CP 214 200 PRN SOLE 200 MELLON BANK NA CONVERT 585907AK 201 200 PRN SOLE 200 MERRILL LYNCH CONVERT 590188HQ 358 350 PRN SOLE 350 MERRILL LYNCH CONVERT 590188HX 206 200 PRN SOLE 200 MERRILL LYNCH CONVERT 59018YUW 492 500 PRN SOLE 500 METRO GOVT NASHVILLE & DAVIDSON CONVERT 592013VL 209 200 PRN SOLE 200 METROPOLITAN TRANSN AUTH NY CONVERT 59259RPZ 249 250 PRN SOLE 250 METRO WTR DIST SOUTHERN CALIF CONVERT 592659A3 208 200 PRN SOLE 200 MILFORD CONNECTICUT CONVERT 599377SF 207 200 PRN SOLE 200 MONTGOMERY COUNTY PENNSYLVANIA CONVERT 613579QE 210 200 PRN SOLE 200 JP MORGAN CONVERT 616880BF 305 300 PRN SOLE 300 JP MORGAN & CO CONVERT 61688AAX 334 325 PRN SOLE 325 MORGAN STANLEY DEAN WITTER CONVERT 617446GL 1254 1250 PRN SOLE 1250 MORGAN ST DEAN WITTER CONVERT 617446GM 269 250 PRN SOLE 250 NEW HAVEN CONNECTICUT CONVERT 645019W9 256 250 PRN SOLE 250 NEW HAVEN CONNECTICUT CONVERT 645019Y2 204 200 PRN SOLE 200 NEW HAVEN CONNECTICUT CONVERT 645020KP 304 280 PRN SOLE 280 NEW JERSEY STATE CONVERT 646038XA 285 250 PRN SOLE 250 NEW ORLEANS LA CONVERT 6476342A 206 200 PRN SOLE 200 NEW ORLEANS LA CONVERT 6476345B 223 200 PRN SOLE 200 NEW ORLEANS PUBLIC IMPROVEMENT CONVERT 647634W8 204 200 PRN SOLE 200 NEW ORLEANS LOUISIANA CONVERT 64763FCR 213 200 PRN SOLE 200 NEW ORLEANS LA SEWER SERVICE CONVERT 647719FK 205 200 PRN SOLE 200 NEW YORK STATE CONVERT 649787F9 417 400 PRN SOLE 400 NEW YORK STATE CONVERT 649787ND 250 250 PRN SOLE 250 NEW YORK STATE CONVERT 649787TA 468 450 PRN SOLE 450 NEW YORK STATE DORM AUTH CONVERT 649838FT 300 250 PRN SOLE 250 NEW YORK STATE MUN BD BK AGY SCH CONVERT 64988TFB 202 200 PRN SOLE 200 NEW YORK STATE POWER AUTH CONVERT 64989KCQ 331 325 PRN SOLE 325 NEW YORK STATE DORM AUTH CONVERT 649901UA 216 200 PRN SOLE 200 NEW YORK STATE DORM AUTH CONVERT 649901ZA 229 225 PRN SOLE 225 NEW YORK ST URBAN DEV CORP REV CONVERT 650034T9 271 250 PRN SOLE 250 NORFOLK SOUTHERN CORP CONVERT 655844AH 826 800 PRN SOLE 800 NORTH BRANFORD CT UNREFUNDED CONVERT 657798NE 224 210 PRN SOLE 210 OPPENHEIMER LTD TERM GVT CL A COMMON 68380F10 135 13515 SH SOLE 13515 OSCEOLA COUNTY FLORIDA GAS TAX CONVERT 688024CJ 204 200 PRN SOLE 200 PACIFIC BELL CONVERT 694032BC 260 250 PRN SOLE 250 PACIFIC BELL CONVERT 694032BE 356 350 PRN SOLE 350 PALM BAY FLORIDA UTIL SYS CONVERT 696472AP 209 200 PRN SOLE 200 PENNSYLVANIA STATE CONVERT 709141CG 204 200 PRN SOLE 200 PENNSYLVANIA STATE CONVERT 709141HR 210 200 PRN SOLE 200 PENNSYLVANIA STATE CONVERT 709141HV 210 200 PRN SOLE 200 PENNSYLVANIA STATE CONVERT 709141KP 212 200 PRN SOLE 200 PENNSYLVANIA STATE CONVERT 709141Q5 216 200 PRN SOLE 200 PENNSYLVANIA ST HIGHER ED CONVERT 7091743Y 207 200 PRN SOLE 200 PENN STATE HIGHER ED CONVERT 7091747B 201 200 PRN SOLE 200 PENNSYLVANIA STATE UNIVERSITY CONVERT 709235NH 210 200 PRN SOLE 200 PFIZER INC CONVERT 717081AR 294 300 PRN SOLE 300 PLEASANTON CALIF UNI SCH DIST CONVERT 728835UW 206 200 PRN SOLE 200 PROCTOR & GAMBLE CONVERT 742718BM 1069 1000 PRN SOLE 1000 REGIONAL SCH DIST NO 004 CONN CONVERT 759027DA 262 250 PRN SOLE 250 ROCKWELL CORP CONVERT 773903AA 816 800 PRN SOLE 800 ST AUGUSTINE FLA WTR & SWR REV CONVERT 787409ET 215 200 PRN SOLE 200 ST JOHN BAPTIST PARISH LA CONVERT 790229LG 246 250 PRN SOLE 250 ST TAMMANY PARISH LA SALES TAX CONVERT 79356EAR 209 200 PRN SOLE 200 SAN DIEGO CNTY CA WATER REV CONVERT 797415FK 205 200 PRN SOLE 200 SAN FRANCSICO CALIF CITY & CNTY CONVERT 797645U7 205 200 PRN SOLE 200 SHELTON CONN CONVERT 823007MQ 208 200 PRN SOLE 200 SHREVEPORT LA CONVERT 825434J8 209 200 PRN SOLE 200 SOUTH CAROLINA STATE CONVERT 8371074G 205 200 PRN SOLE 200 SOUTH CAROLINA ST ST HWY-SER A CONVERT 837107UX 210 200 PRN SOLE 200 SOUTH CAROLINA STATE CONVERT 83710DNA 204 200 PRN SOLE 200 SOUTH CAROLINA STATE CONVERT 83710DNS 205 200 PRN SOLE 200 SOUTH CAROLINA STATE CONVERT 83710DNT 205 200 PRN SOLE 200 SOUTH CAROLINA TRANS CONVERT 837152AQ 205 200 PRN SOLE 200 SOUTHWESTERN BELL CONVERT 845335BV 819 800 PRN SOLE 800 STAMFORD CONNECTICUT CONVERT 8526312H 202 200 PRN SOLE 200 STAMFORD CONNECTICUT CONVERT 852631K3 215 200 PRN SOLE 200 STAMFORD CONNECTICUT CONVERT 852631X6 537 525 PRN SOLE 525 SUFFOLK COUNTY NEW YORK CONVERT 864766S7 256 250 PRN SOLE 250 TAMPA-HILLSBOROUGH CNTY FLA EXPY CONVERT 875301AM 208 200 PRN SOLE 200 TARGET CORP CONVERT 87612EAC 320 300 PRN SOLE 300 TENNESSEE VALLEY AUTHORITY CONVERT 880591CW 1329 1250 PRN SOLE 1250 TRUMBULL CONNECTICUT CONVERT 898116TF 249 250 PRN SOLE 250 UNION OIL CO CAL CONVERT 907770BE 640 500 PRN SOLE 500 U S TREASURY BILLS CONVERT 912795WK 1997 2000 PRN SOLE 2000 U S TREASURY BILLS CONVERT 912795WL 249 250 PRN SOLE 250 U S TREASURY BILLS CONVERT 912795WT 248 250 PRN SOLE 250 U S TREASURY BILLS CONVERT 912795WW 1485 1500 PRN SOLE 1500 U S TREASURY BILLS CONVERT 912795WY 988 1000 PRN SOLE 1000 U S TREASURY BILLS CONVERT 912795WZ 247 250 PRN SOLE 250 U.S. TREASURY BILLS CONVERT 912795XJ 294 300 PRN SOLE 300 U S TREASURY BONDS CONVERT 912810DT 214 150 PRN SOLE 150 U S TREASURY BONDS CONVERT 912810DU 292 290 PRN SOLE 290 U S TREASURY BONDS CONVERT 912810DW 2345 1910 PRN SOLE 1910 U S TREASURY BONDS CONVERT 912810DX 628 500 PRN SOLE 500 U S TREASURY NOTES CONVERT 9128272J 1350 1325 PRN SOLE 1325 U S TREASURY NOTES CONVERT 9128272U 3443 3346 PRN SOLE 3346 U S TREASURY NOTES CONVERT 9128273E 1950 1900 PRN SOLE 1900 U S TREASURY NOTES CONVERT 9128273X 1687 1650 PRN SOLE 1650 U S TREASURY NOTES CONVERT 9128274F 1998 1945 PRN SOLE 1945 U S TREASURY NOTES CONVERT 9128274V 2181 2160 PRN SOLE 2160 U S TREASURY NOTES CONVERT 9128275G 1898 1835 PRN SOLE 1835 U S TREASURY NOTES CONVERT 9128275N 4268 4050 PRN SOLE 4050 U S TREASURY NOTES CONVERT 9128275Z 3775 3500 PRN SOLE 3500 U S TREASURY NOTES CONVERT 9128276J 2687 2540 PRN SOLE 2540 U S TREASURY NOTES CONVERT 9128276T 2693 2615 PRN SOLE 2615 U S TREASURY NOTES CONVERT 9128276X 549 548 PRN SOLE 548 U S TREASURY NOTES CONVERT 9128277B 4908 4755 PRN SOLE 4755 U S TREASURY NOTES CONVERT 9128277F 1622 1635 PRN SOLE 1635 U S TREASURY NOTES CONVERT 9128277L 3203 3120 PRN SOLE 3120 U S TREASURY NOTES CONVERT 912827W8 1292 1290 PRN SOLE 1290 U S TREASURY NOTES CONVERT 912827X8 873 865 PRN SOLE 865 U S TREASURY NOTES CONVERT 912827Y5 1251 1235 PRN SOLE 1235 U S TREASURY NOTES CONVERT 912827Z6 1640 1615 PRN SOLE 1615 U S TREASURY NOTES CONVERT 912828AC 679 680 PRN SOLE 680 U.S. TREASURY NOTE CONVERT 912828AH 545 555 PRN SOLE 555 U S TREASURY NOTE CONVERT 912828AJ 1890 1890 PRN SOLE 1890 U S TREASURY NOTES CONVERT 912828AN 414 425 PRN SOLE 425 U S TREASURY NOTES CONVERT 912828AP 900 920 PRN SOLE 920 U S TREASURY NOTES CONVERT 912828AT 209 215 PRN SOLE 215 U.S. TREASURY NOTES CONVERT 912828AU 237 245 PRN SOLE 245 U S TREASURY NOTES CONVERT 912828BG 374 385 PRN SOLE 385 U S TREASURY NOTES CONVERT 912828BH 1923 1940 PRN SOLE 1940 U S TREASURY NOTES CONVERT 912828BQ 350 360 PRN SOLE 360 U S TREASURY NOTES CONVERT 912828BR 2971 3000 PRN SOLE 3000 U S TREASURY NOTES CONVERT 912828BT 515 530 PRN SOLE 530 U S TREASURY NOTES CONVERT 912828CA 900 925 PRN SOLE 925 U S TREASURY NOTE CONVERT 912828CH 246 250 PRN SOLE 250 U S TREASURY NOTES CONVERT 912828CJ 3544 3460 PRN SOLE 3460 U S TREASURY NOTES CONVERT 912828CL 820 830 PRN SOLE 830 U S TREASURY NOTES CONVERT 912828CM 208 210 PRN SOLE 210 U S TREASURY NOTES CONVERT 912828CQ 322 325 PRN SOLE 325 U S TREASURY NOTES CONVERT 912828CU 987 1000 PRN SOLE 1000 U S TREASURY NOTES CONVERT 912828CW 246 250 PRN SOLE 250 U S TREASURY NOTES CONVERT 912828DC 1458 1475 PRN SOLE 1475 U S TREASURY NOTES CONVERT 912828DD 394 400 PRN SOLE 400 U S TREASURY NOTES CONVERT 912828DE 242 250 PRN SOLE 250 U S TREASURY NOTES CONVERT 912828DL 532 550 PRN SOLE 550 U S TREASURY NOTES CONVERT 912828DM 606 625 PRN SOLE 625 U S TREASURY NOTES CONVERT 912828DN 296 300 PRN SOLE 300 U S TREASURY NOTES CONVERT 912828DP 296 300 PRN SOLE 300 U S TREASURY NOTES CONVERT 912828DR 409 415 PRN SOLE 415 U S TREASURY NOTES CONVERT 912828DS 1187 1200 PRN SOLE 1200 U S TREASURY NOTES CONVERT 912828DT 320 325 PRN SOLE 325 U S TREASURY NOTES CONVERT 912828DU 417 425 PRN SOLE 425 U S TREASURY NOTES CONVERT 912828DV 636 650 PRN SOLE 650 U S TRESURY NOTES CONVERT 912828EC 353 355 PRN SOLE 355 U S TREASURY NOTES CONVERT 912828ED 495 500 PRN SOLE 500 U S TREASURY NOTES CONVERT 912828EE 2927 2965 PRN SOLE 2965 U S TREASURY NOTES CONVERT 912828EN 247 245 PRN SOLE 245 U S TREAS STRIP INT PAYMENT CONVERT 912833CP 387 389 PRN SOLE 389 U S TREAS STRIP INT PAYMENT CONVERT 912833CR 481 505 PRN SOLE 505 U S TREAS STRIP INT PAYMENT CONVERT 912833CT 456 500 PRN SOLE 500 U S TREAS STRIP INT PAYMENT CONVERT 912833CV 437 500 PRN SOLE 500 U S TREAS STRIP INT PAYMENT CONVERT 912833CX 440 525 PRN SOLE 525 U S TREAS STRIP INT PAYMENT CONVERT 912833CZ 325 405 PRN SOLE 405 U S TREAS STRIP INT PAYMENT CONVERT 912833DB 399 520 PRN SOLE 520 U S TREAS STRIP INT PAYMENT CONVERT 912833DD 516 705 PRN SOLE 705 U S TREAS STRIP INT PAYMENT CONVERT 912833DF 206 295 PRN SOLE 295 U S TREAS STRIP INT PAYMENT CONVERT 912833FZ 328 340 PRN SOLE 340 U S TREAS STRIP INT PAYMENT CONVERT 912833GB 272 295 PRN SOLE 295 U S TREAS STRIP INT PAYMENT CONVERT 912833GC 257 285 PRN SOLE 285 U S TREAS STRIP INT PAYMENT CONVERT 912833GD 344 390 PRN SOLE 390 U S TREAS STRIP INT PAYMENT CONVERT 912833GF 313 370 PRN SOLE 370 U S TREAS STRIP INT PAYMENT CONVERT 912833JU 299 360 PRN SOLE 360 U S TREAS STRIP INT PAYMENT CONVERT 912833JV 249 305 PRN SOLE 305 U S TREAS STRIP INT PAYMENT CONVERT 912833JX 293 375 PRN SOLE 375 U S TREAS STRIP INT PAYMENT CONVERT 912833JZ 252 340 PRN SOLE 340 U S TREAS STRIP INT PAYMENT CONVERT 912833KB 219 310 PRN SOLE 310 UNIVERSITY OF CONNECTICUT REV CONVERT 914225AR 259 250 PRN SOLE 250 UNIVERSITY OF CONNECTICUT CONVERT 914233KM 218 200 PRN SOLE 200 VANGUARD TAX EXEMPT MM FUND COMMON 92290750 41 41370 SH SOLE 41370 VIRGINIA ELECTRIC & POWER CONVERT 927804ES 201 200 PRN SOLE 200 WACHOVIA CORP CONVERT 929771AH 1031 1000 PRN SOLE 1000 WAL-MART STORES CONVERT 931142BE 958 900 PRN SOLE 900 WAL-MART STORES CONVERT 931142BT 536 550 PRN SOLE 550 WARWICK SCH DIST PA LANCASTER CONVERT 936685CQ 219 200 PRN SOLE 200 WASHINGTON STATE CONVERT 939741QC 215 200 PRN SOLE 200 WELLS FARGO & CO. CONVERT 949746CL 302 300 PRN SOLE 300 WELLS FARGO & CO CONVERT 949746CR 347 350 PRN SOLE 350 WEST HAVEN CONNECTICUT CONVERT 953140WC 217 200 PRN SOLE 200 WESTON CONNECTICUT CONVERT 961114HC 200 200 PRN SOLE 200 WESTPORT CONNECTICUT CONVERT 961301SJ 206 200 PRN SOLE 200
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