-----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, S4C9uKP1zPbys2p+xCZGY11rXnyUUYKfkhb93RxErPKItnAGs6NFl620eJkdEUCe OxZxx450VbfQi7ZBhCh+qQ== 0000909012-09-000358.txt : 20090217 0000909012-09-000358.hdr.sgml : 20090216 20090217145918 ACCESSION NUMBER: 0000909012-09-000358 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090217 DATE AS OF CHANGE: 20090217 EFFECTIVENESS DATE: 20090217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laffer Investments CENTRAL INDEX KEY: 0001307878 IRS NUMBER: 200536838 STATE OF INCORPORATION: TN FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10975 FILM NUMBER: 09611118 BUSINESS ADDRESS: STREET 1: 2908 POSTON AVENUE STREET 2: SUITE 101 CITY: NASHVILLE STATE: TN ZIP: 37203 BUSINESS PHONE: 6153203989 MAIL ADDRESS: STREET 1: 2908 POSTON AVENUE STREET 2: SUITE 101 CITY: NASHVILLE STATE: TN ZIP: 37203 13F-HR 1 t305087.txt LAFFER 13F-HR FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laffer Investments, Inc. Address: 2909 Poston Avenue 2nd Floor Nashville, TN 37203 Form 13F File Number: 28- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete and that it is understood that all required items, statements schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Arthur B. Laffer, Jr. Title: Chief Executive Officer Phone: 615-320-3989 Signature City State and Date of Signing: Arthur B. Laffer Nashville TN 02/17/09 - -------------------- ----------------------- --------------- Signature City State Date Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: ___ Form 13F Information Table Value Total: $211507027 List of Other Included Managers: NONE
13F HOLDINGS REPORT As of Date: 12/31/08 INVESTMENT ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MGRS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AFLAC INC Common Stock 001055102 1,425,624.00 31,100 31,100 - ALL 31,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AT&T INC Common Stock 00206R102 1,601,700.00 56,200 56,200 - ALL 56,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ADOBE SYS INC Common Stock 00724F101 1,285,916.00 60,400 60,400 - ALL 60,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AFFILIATED COMPUTER Common Stock 008190100 179,205.00 3,900 3,900 - ALL 3,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ALABAMA PWR CO NON CUM PFD Preferred Stock 010392488 20,250.00 1,000 1,000 - ALL 1,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ALABAMA PWR CO Preferred Stock 010392561 33,712.50 1,550 1,550 - ALL 1,550 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ALABAMA PWR CO Preferred Stock 010392611 16,536.00 800 800 - ALL 800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ALLSTATE CORP Common Stock 020002101 1,480,752.00 45,200 45,200 - ALL 45,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AMERICAN INTL GROUP Common Stock 026874107 222,626.00 141,800 141,800 - ALL 141,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AMERIPRISE FINL INC Common Stock 03076C106 565,312.00 24,200 24,200 - ALL 24,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ANALOG DEVICES INC Common Stock 032654105 639,737.70 33,635 33,635 - ALL 33,635 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AON CORP Common Stock 037389103 228,400.00 5,000 5,000 - ALL 5,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- APACHE CORP Common Stock 037411105 663,317.00 8,900 8,900 - ALL 8,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- APOLLO GROUP INC Common Stock 037604105 589,974.00 7,700 7,700 - ALL 7,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- APPLE COMPUTER INC Common Stock 037833100 768,150.00 9,000 9,000 - ALL 9,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- APPLIED MATERIALS IN Common Stock 038222105 1,654,229.00 163,300 163,300 - ALL 163,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ARCHER DANIELS MIDLA Common Stock 039483102 357,492.00 12,400 12,400 - ALL 12,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- Archer Daniels Convertible Preferred 039483201 9,101.62 242 242 - ALL 242 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ASHLAND INC NEW Common Stock 044209104 61,987.98 5,898 5,898 - ALL 5,898 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ASSURANT INC Common Stock 04621X108 111,000.00 3,700 3,700 - ALL 3,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AUTODESK INC Common Stock 052769106 467,670.00 23,800 23,800 - ALL 23,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AUTOZONE INC Common Stock 053332102 237,099.00 1,700 1,700 - ALL 1,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AVERY DENNISON CORP HIMEDS Convertible Preferred 053611307 1,002,531.75 29,271 29,271 - ALL 29,271 0 0 UN - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- AVON PRODS INC Common Stock 054303102 1,290,411.00 53,700 53,700 - ALL 53,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BJ SVCS CO Common Stock 055482103 227,565.00 19,500 19,500 - ALL 19,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BMC SOFTWARE INC Common Stock 055921100 164,151.00 6,100 6,100 - ALL 6,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BALL CORP Common Stock 058498106 840,118.00 20,200 20,200 - ALL 20,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORPORA Preferred Stock 060505682 973,992.50 1,495 1,495 - ALL 1,495 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORPORATION D Preferred Stock 060505724 38,800.00 2,000 2,000 - ALL 2,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORP Preferred Stock 060505831 22,545.00 1,500 1,500 - ALL 1,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BARD C R INC Common Stock 067383109 1,086,954.00 12,900 12,900 - ALL 12,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BECTON DICKINSON Common Stock 075887109 1,395,156.00 20,400 20,400 - ALL 20,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BIG LOTS INC Common Stock 089302103 84,042.00 5,800 5,800 - ALL 5,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BIOGEN IDEC INC Common Stock 09062X103 238,150.00 5,000 5,000 - ALL 5,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- BLOCK H & R INC Common Stock 093671105 1,136,000.00 50,000 50,000 - ALL 50,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CBS CORP Common Stock 124857202 617,526.00 75,400 75,400 - ALL 75,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CIT GROUP INC Preferred Stock 125581207 32,250.00 2,500 2,500 - ALL 2,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CME GROUP INC Common Stock 12572Q105 166,488.00 800 800 - ALL 800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CSX CORP Common Stock 126408103 191,573.00 5,900 5,900 - ALL 5,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CVS CORP Common Stock 126650100 451,218.00 15,700 15,700 - ALL 15,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CA INC Common Stock 12673P105 784,467.55 42,335 42,335 - ALL 42,335 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CAPITAL ONE FINL COR Common Stock 14040H105 1,358,514.00 42,600 42,600 - ALL 42,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CARNIVAL CORP Common Stock 143658300 1,106,560.00 45,500 45,500 - ALL 45,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CHESAPEAKE ENERGY CO Common Stock 165167107 113,190.00 7,000 7,000 - ALL 7,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CISCO SYS INC Common Stock 17275R102 1,067,650.00 65,500 65,500 - ALL 65,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CITIGROUP INC Common Stock 172967101 2,429,020.00 362,000 362,000 - ALL 362,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CITIGROUP INC Preferred Stock 172967598 81,562.86 2,914 2,914 - ALL 2,914 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CITRIX SYS INC Common Stock 177376100 172,061.00 7,300 7,300 - ALL 7,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CLOROX CO Common Stock 189054109 1,350,108.00 24,300 24,300 - ALL 24,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- COCA COLA CO Common Stock 191216100 8,574,138.00 189,400 189,400 - ALL 189,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- COCA COLA ENTERPRISE Common Stock 191219104 345,261.00 28,700 28,700 - ALL 28,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- COGNIZANT TECHNOLOGY Common Stock 192446102 139,062.00 7,700 7,700 - ALL 7,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- COLGATE PALMOLIVE CO Common Stock 194162103 500,342.00 7,300 7,300 - ALL 7,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- COMERICA INC Common Stock 200340107 318,294.75 16,035 16,035 - ALL 16,035 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CONSOLIDATED EDISON Common Stock 209115104 1,346,978.00 34,600 34,600 - ALL 34,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CONSTELLATION BRANDS Common Stock 21036P108 146,661.00 9,300 9,300 - ALL 9,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CORNING INC Common Stock 219350105 242,062.00 25,400 25,400 - ALL 25,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- CUMMINS ENGINE INC Common Stock 231021106 133,650.00 5,000 5,000 - ALL 5,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DTE ENERGY CO Common Stock 233331107 645,627.00 18,100 18,100 - ALL 18,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DANAHER CORP Common Stock 235851102 243,423.00 4,300 4,300 - ALL 4,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DARDEN RESTAURANTS I Common Stock 237194105 171,898.00 6,100 6,100 - ALL 6,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DAVITA INC Common Stock 23918K108 158,624.00 3,200 3,200 - ALL 3,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DEAN FOODS CO NEW Common Stock 242370104 120,399.00 6,700 6,700 - ALL 6,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DEERE & CO Common Stock 244199105 249,080.00 6,500 6,500 - ALL 6,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DEVON ENERGY CORP Common Stock 25179M103 374,547.00 5,700 5,700 - ALL 5,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DOMINION RES INC VA Common Stock 25746U109 1,662,976.00 46,400 46,400 - ALL 46,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DONNELLEY R R & SONS Common Stock 257867101 529.62 39 39 - ALL 39 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- DU PONT E I DE N PFD Preferred Stock 263534307 35,150.00 500 500 - ALL 500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ENSCO INTL INC Common Stock 26874Q100 93,687.00 3,300 3,300 - ALL 3,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- EOG RES INC Common Stock 26875P101 246,346.00 3,700 3,700 - ALL 3,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- EBAY INC Common Stock 278642103 230,340.00 16,500 16,500 - ALL 16,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ECOLAB INC Common Stock 278865100 885,780.00 25,200 25,200 - ALL 25,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ELECTRONIC ARTS Common Stock 285512109 104,260.00 6,500 6,500 - ALL 6,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ENTERGY CORP NEW Common Stock 29364G103 1,379,958.00 16,600 16,600 - ALL 16,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ENTERGY CORP NEW Convertible Preferred 29364G202 1,228,198.36 24,628 24,628 - ALL 24,628 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- EXXON MOBIL CORP Common Stock 30231G102 15,966.00 200 200 - ALL 200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FAMILY DLR STORES IN Common Stock 307000109 633,501.00 24,300 24,300 - ALL 24,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FASTENAL CO Common Stock 311900104 153,340.00 4,400 4,400 - ALL 4,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FREDDIE MAC Common Stock 313400301 49,713.00 68,100 68,100 - ALL 68,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDERAL HOME LN MTG Preferred Stock 313400830 481.00 650 650 - ALL 650 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDERAL HOME LN MTG Preferred Stock 313400863 378.00 700 700 - ALL 700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FANNIE MAE Common Stock 313586109 76,152.00 100,200 100,200 - ALL 100,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDERAL NATL MTG ASS Preferred Stock 313586844 700.00 700 700 - ALL 700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDERAL NATL MTG ASS Preferred Stock 313586877 776.25 675 675 - ALL 675 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDERAL NATL MTG ASS Preferred Stock 313586885 823.50 675 675 - ALL 675 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDERATED INVS INC P Common Stock 314211103 100,064.00 5,900 5,900 - ALL 5,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FEDEX CORP Common Stock 31428X106 269,430.00 4,200 4,200 - ALL 4,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FIFTH THIRD BANCORP Common Stock 316773100 467,805.10 56,635 56,635 - ALL 56,635 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FIFTH THIRD BANCORP Preferred Stock 316773209 48,530.00 575 575 - ALL 575 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FIRST HORIZON NATL C Common Stock 320517105 143,497.16 13,576 13,576 - ALL 13,576 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FISERV INC Common Stock 337738108 181,850.00 5,000 5,000 - ALL 5,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FORD MTR CO DEL Common Stock 345370860 443,115.00 193,500 193,500 - ALL 193,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- FORTUNE BRANDS INC Common Stock 349631101 177,504.00 4,300 4,300 - ALL 4,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GAP INC Common Stock 364760108 909,649.65 67,935 67,935 - ALL 67,935 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GENERAL DYNAMICS COR Common Stock 369550108 1,681,628.00 29,200 29,200 - ALL 29,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GENERAL ELEC CO Common Stock 369604103 4,860.00 300 300 - ALL 300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GENERAL MTRS CORP Common Stock 370442105 186,240.00 58,200 58,200 - ALL 58,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GENUINE PARTS CO Common Stock 372460105 662,550.00 17,500 17,500 - ALL 17,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GENZYME CORP Common Stock 372917104 318,576.00 4,800 4,800 - ALL 4,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GEORGIA PWR CO Preferred Stock 373334523 32,436.00 1,325 1,325 - ALL 1,325 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GILEAD SCIENCES INC Common Stock 375558103 618,794.00 12,100 12,100 - ALL 12,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GOLDMAN SACHS GROUP Common Stock 38141G104 430,389.00 5,100 5,100 - ALL 5,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GOLDMAN SACHS GROUP Preferred Stock 38143Y665 19,500.00 1,500 1,500 - ALL 1,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GOLDMAN SACHS GROUP Preferred Stock 38144X500 30,900.00 1,500 1,500 - ALL 1,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GOODRICH B F CO Common Stock 382388106 166,590.00 4,500 4,500 - ALL 4,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- GOODYEAR TIRE & RUBR Common Stock 382550101 62,088.00 10,400 10,400 - ALL 10,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HSBC USA INC NEW Preferred Stock 40428H805 15,000.00 1,200 1,200 - ALL 1,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HSBC USA INC NEW Preferred Stock 40428H862 32,200.00 1,400 1,400 - ALL 1,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HARMAN INTL INDS INC Common Stock 413086109 112,091.00 6,700 6,700 - ALL 6,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HARTFORD FINL SVCS G Common Stock 416515104 123,150.00 7,500 7,500 - ALL 7,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HASBRO BRADLEY INC Common Stock 418056107 306,285.00 10,500 10,500 - ALL 10,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HERSHEY FOODS CORP Common Stock 427866108 222,336.00 6,400 6,400 - ALL 6,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HOME DEPOT INC Common Stock 437076102 4,678,469.70 203,235 203,235 - ALL 203,235 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HUDSON CITY BANCORP Common Stock 443683107 1,270,416.00 79,600 79,600 - ALL 79,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HUMANA INC Common Stock 444859102 178,944.00 4,800 4,800 - ALL 4,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HUNTINGTON BANCSHARE Common Stock 446150104 605,140.00 79,000 79,000 - ALL 79,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- HUNTINGTON BANCSHARES I Preferred Stock 446150401 57,931.13 75 75 - ALL 75 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- IMS HEALTH INC Common Stock 449934108 137,956.00 9,100 9,100 - ALL 9,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ITT INDS INC IND Common Stock 450911102 193,158.00 4,200 4,200 - ALL 4,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ILLINOIS TOOL WKS IN Common Stock 452308109 248,855.00 7,100 7,100 - ALL 7,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INTEL CORP Common Stock 458140100 6,050,182.00 412,700 412,700 - ALL 412,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INTEGRYS ENERGY GROU Common Stock 45822P105 498,568.00 11,600 11,600 - ALL 11,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INTERNATIONAL GAME Common Stock 459902102 676,541.00 56,900 56,900 - ALL 56,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INTERNATIONAL PAPER Common Stock 460146103 529,820.00 44,900 44,900 - ALL 44,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INTERSTATE PWR & LT Preferred Stock 461070872 30,900.00 1,200 1,200 - ALL 1,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INTUIT Common Stock 461202103 383,019.00 16,100 16,100 - ALL 16,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares MSCI Singapore Investment Fund 464286673 2,521,171.65 357,613 357,613 - ALL 357,613 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares MSCI Switzerland Investment Fund 464286749 3,364,750.44 181,486 181,486 - ALL 181,486 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares MSCI Spain Investment Fund 464286764 3,160,923.48 83,556 83,556 - ALL 83,556 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares MSCI Netherlands Investment Fund 464286814 2,579,459.12 172,886 172,886 - ALL 172,886 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares MSCI Hong Kong Investment Fund 464286871 2,701,302.04 260,492 260,492 - ALL 260,492 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares Lehman TIPS Investment Fund 464287176 1,449,400.20 14,605 14,605 - ALL 14,605 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares GS$ InvesTop Investment Fund 464287242 5,536,875.50 54,470 54,470 - ALL 54,470 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares Lehman 20+ Tr Investment Fund 464287432 26,257.00 220 220 - ALL 220 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- iShares Lehman 1-3 Tr Investment Fund 464287457 1,129,761.01 13,345 13,345 - ALL 13,345 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- J P MORGAN CHASE & C Common Stock 46625H100 6,044,048.76 191,692 191,692 - ALL 191,692 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JPMORGAN & CHASE & CO Preferred Stock 46625H696 34,650.00 825 825 - ALL 825 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JPMORGAN & CHASE & CO Preferred Stock 46625H712 41,500.00 1,000 1,000 - ALL 1,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JABIL CIRCUIT INC Common Stock 466313103 76,275.00 11,300 11,300 - ALL 11,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JACOBS ENGR GROUP IN Common Stock 469814107 149,110.00 3,100 3,100 - ALL 3,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JANUS CAP GROUP INC Common Stock 47102X105 153,373.00 19,100 19,100 - ALL 19,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JOHNSON & JOHNSON Common Stock 478160104 8,549,707.00 142,900 142,900 - ALL 142,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JOHNSON CTLS INC Common Stock 478366107 1,002,432.00 55,200 55,200 - ALL 55,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- JONES APPAREL GROUP Common Stock 480074103 65,837.10 11,235 11,235 - ALL 11,235 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- KLA-TENCOR CORP Common Stock 482480100 430,025.65 19,735 19,735 - ALL 19,735 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- KELLOGG CO Common Stock 487836108 249,945.00 5,700 5,700 - ALL 5,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- KEYCORP Common Stock 493267108 600,660.00 70,500 70,500 - ALL 70,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- KEYCORP NEW Preferred Stock 493267405 44,712.50 625 625 - ALL 625 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- KING PHARMACEUTICALS Common Stock 495582108 1,561.14 147 147 - ALL 147 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LEGGETT & PLATT INC Common Stock 524660107 167,090.00 11,000 11,000 - ALL 11,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LEGG MASON INC Convertible Preferred 524901303 715,709.38 31,798 31,798 - ALL 31,798 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LEHMAN BROS HLDGS IN Common Stock 524908100 467.40 16,400 16,400 - ALL 16,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LEXMARK INTL INC. Common Stock 529771107 150,640.00 5,600 5,600 - ALL 5,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LIFE TECHNOLOGIES CORP Common Stock 53217V109 56,083.86 2,406 2,406 - ALL 2,406 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LINEAR TECHNOLOGY CO Common Stock 535678106 577,332.00 26,100 26,100 - ALL 26,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LIZ CLAIBORNE Common Stock 539320101 82,940.00 31,900 31,900 - ALL 31,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LOCKHEED MARTIN CORP Common Stock 539830109 327,912.00 3,900 3,900 - ALL 3,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LOEWS CORP Common Stock 540424108 231,650.00 8,200 8,200 - ALL 8,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LORILLARD INC Common Stock 544147101 180,320.00 3,200 3,200 - ALL 3,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- LOWES COS INC Common Stock 548661107 3,753,841.20 174,435 174,435 - ALL 174,435 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- M & T BK CORP Common Stock 55261F104 516.69 9 9 - ALL 9 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MGIC INVT CORP WIS Common Stock 552848103 29,701.80 8,535 8,535 - ALL 8,535 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MACYS INC. Common Stock 55616P104 414.00 40 40 - ALL 40 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MARSH & MCLENNAN COS Common Stock 571748102 1,385,817.00 57,100 57,100 - ALL 57,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MARSHALL & ILSLEY CO Common Stock 571837103 915,244.00 67,100 67,100 - ALL 67,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MASCO CORP Common Stock 574599106 148,029.00 13,300 13,300 - ALL 13,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MAXIM INTEGRATED PRO Common Stock 57772K101 377,259.70 33,035 33,035 - ALL 33,035 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MCCORMICK & CO INC Common Stock 579780206 831,546.00 26,100 26,100 - ALL 26,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MCKESSON HBOC INC Common Stock 58155Q103 1,026,345.00 26,500 26,500 - ALL 26,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MEADWESTVACO CORP Common Stock 583334107 279.75 25 25 - ALL 25 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MEDTRONIC INC Common Stock 585055106 2,171,122.00 69,100 69,100 - ALL 69,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MEREDITH CORP Common Stock 589433101 643,712.00 37,600 37,600 - ALL 37,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MERRILL LYNCH & CO Common Stock 590188108 294,492.00 25,300 25,300 - ALL 25,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MERRILL LYNCH & CO I Preferred Stock 59021V839 29,860.00 2,000 2,000 - ALL 2,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- METLIFE INC Preferred Stock 59156R504 17,940.00 1,200 1,200 - ALL 1,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- METLIFE INC Preferred Stock 59156R603 25,605.00 1,500 1,500 - ALL 1,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- METLIFE INC COM EQ UT6.375 Convertible Preferred 59156R702 72,676.80 7,056 7,056 - ALL 7,056 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MICROSOFT CORP Common Stock 594918104 6,533,784.00 336,100 336,100 - ALL 336,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MILLIPORE CORP Common Stock 601073109 128,800.00 2,500 2,500 - ALL 2,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MISSISSIPPI POWER CO Preferred Stock 605417773 37,350.00 1,800 1,800 - ALL 1,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MOLEX INC Common Stock 608554101 323,634.15 22,335 22,335 - ALL 22,335 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MOLSON COORS BREWING Common Stock 60871R209 196,756.24 4,022 4,022 - ALL 4,022 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MONSANTO CO NEW Common Stock 61166W101 415,065.00 5,900 5,900 - ALL 5,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MONSTER WORLDWIDE IN Common Stock 611742107 111,228.00 9,200 9,200 - ALL 9,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MORGAN STANLEY Common Stock 617446448 1,740,340.00 108,500 108,500 - ALL 108,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MORGAN STANLEY Preferred Stock 61747S504 24,640.00 2,200 2,200 - ALL 2,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MOTOROLA INC Common Stock 620076109 1,055,226.00 238,200 238,200 - ALL 238,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MYLAN LABS INC Common Stock 628530107 740,998.36 74,924 74,924 - ALL 74,924 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- NEW YORK TIMES CO Common Stock 650111107 108,740.55 14,835 14,835 - ALL 14,835 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- NEWELL FINL TR I Convertible Preferred 651195307 938,253.25 35,914 35,914 - ALL 35,914 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- NISOURCE INC Common Stock 65473P105 435,311.54 39,682 39,682 - ALL 39,682 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- OFFICEMAX INC DEL Common Stock 67622P101 427.84 56 56 - ALL 56 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- OMNICOM GROUP Common Stock 681919106 180,364.00 6,700 6,700 - ALL 6,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- OWENS CORNING NEW Common Stock 690742101 605.50 35 35 - ALL 35 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PNC FINANCIAL CORP Common Stock 693475105 235,200.00 4,800 4,800 - ALL 4,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PPL CORP Common Stock 69351T106 988,218.00 32,200 32,200 - ALL 32,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PACTIV CORP Common Stock 695257105 213,968.00 8,600 8,600 - ALL 8,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PALL CORP Common Stock 696429307 503,211.00 17,700 17,700 - ALL 17,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PATTERSON COMPANIES Common Stock 703395103 121,875.00 6,500 6,500 - ALL 6,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PAYCHEX INC Common Stock 704326107 210,240.00 8,000 8,000 - ALL 8,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PEABODY ENERGY CORP Common Stock 704549104 100,100.00 4,400 4,400 - ALL 4,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PENTAIR INDS INC Common Stock 709631105 426.06 18 18 - ALL 18 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PEPSICO INC Common Stock 713448108 810,596.00 14,800 14,800 - ALL 14,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PERKINELMER INC Common Stock 714046109 255,944.00 18,400 18,400 - ALL 18,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PFIZER INC Common Stock 717081103 1,108,646.00 62,600 62,600 - ALL 62,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PINNACLE WEST CAP CO Common Stock 723484101 934,983.00 29,100 29,100 - ALL 29,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PITNEY BOWES INC Common Stock 724479100 1,031,940.00 40,500 40,500 - ALL 40,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PRINCIPAL FINANCIAL Preferred Stock 74251V300 29,400.00 2,100 2,100 - ALL 2,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PROCTER & GAMBLE CO Common Stock 742718109 1,922,602.00 31,100 31,100 - ALL 31,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PROGRESS ENERGY INC Common Stock 743263105 1,215,425.00 30,500 30,500 - ALL 30,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PROGRESSIVE CORP OHI Common Stock 743315103 1,066,320.00 72,000 72,000 - ALL 72,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- QUALCOMM INC Common Stock 747525103 465,790.00 13,000 13,000 - ALL 13,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- QWEST COMMUNICATIONS Common Stock 749121109 1,270.36 349 349 - ALL 349 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- RADIOSHACK CORP Common Stock 750438103 167,160.00 14,000 14,000 - ALL 14,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- RANGE RES CORP Common Stock 75281A109 131,438.58 3,822 3,822 - ALL 3,822 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- REPUBLIC SVCS INC Common Stock 760759100 174,025.80 7,020 7,020 - ALL 7,020 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ROWAN COS INC Common Stock 779382100 69,960.00 4,400 4,400 - ALL 4,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SLM CORP Preferred Stock 78442P205 16,508.25 725 725 - ALL 725 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SPDR S&P 500 Investment Fund 78462F103 22,431,705.61 248,578 248,578 - ALL 248,578 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SAFEWAY INC Common Stock 786514208 808.18 34 34 - ALL 34 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SARA LEE CORP Common Stock 803111103 740,466.65 75,635 75,635 - ALL 75,635 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SCHERING PLOUGH CORP Convertible Preferred 806605705 1,351,284.00 7,766 7,766 - ALL 7,766 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SCHWAB CHARLES CP NE Common Stock 808513105 1,684,914.00 104,200 104,200 - ALL 104,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SCRIPPS E W CO OHIO Common Stock 811054402 6,333.86 2,866 2,866 - ALL 2,866 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SCRIPPS NETWORKS INTERA Common Stock 811065101 189,200.00 8,600 8,600 - ALL 8,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SEARS HLDGS CORP Common Stock 812350106 81,627.00 2,100 2,100 - ALL 2,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SEMPRA ENERGY Common Stock 816851109 225,939.00 5,300 5,300 - ALL 5,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SHERWIN WILLIAMS CO Common Stock 824348106 185,225.00 3,100 3,100 - ALL 3,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SIGMA ALDRICH CORP Common Stock 826552101 1,005,312.00 23,800 23,800 - ALL 23,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SIMON PPTY GROUP INC Convertible Preferred 828806802 824,604.45 19,235 19,235 - ALL 19,235 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SMITHFIELD FOODS INC Common Stock 832248108 647.22 46 46 - ALL 46 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SNAP ON TOOLS CORP Common Stock 833034101 630.08 16 16 - ALL 16 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SOUTHERN CALIF EDISO Preferred Stock 842400202 27,696.00 1,600 1,600 - ALL 1,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SOUTHERN CO Common Stock 842587107 2,090,500.00 56,500 56,500 - ALL 56,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SOUTHWEST AIRLS CO Common Stock 844741108 835,278.00 96,900 96,900 - ALL 96,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SOVEREIGN BANCORP IN Common Stock 845905108 110,960.30 37,235 37,235 - ALL 37,235 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- STANLEY WKS Preferred Stock 854616208 870,770.00 1,425 1,425 - ALL 1,425 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- STAPLES INC Common Stock 855030102 1,225,728.00 68,400 68,400 - ALL 68,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- STATE STR CORP Common Stock 857477103 1,026,513.00 26,100 26,100 - ALL 26,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- STRYKER CORP Common Stock 863667101 918,850.00 23,000 23,000 - ALL 23,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SUNTRUST BKS INC Common Stock 867914103 1,181,600.00 40,000 40,000 - ALL 40,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SUNTRUST BKS INC Preferred Stock 867914509 9,880.00 800 800 - ALL 800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SUPERVALU INC Common Stock 868536103 100,740.00 6,900 6,900 - ALL 6,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SYMANTEC CORP Common Stock 871503108 219,024.00 16,200 16,200 - ALL 16,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- SYSCO CORP Common Stock 871829107 1,273,170.00 55,500 55,500 - ALL 55,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- TECO ENERGY INC Common Stock 872375100 265,957.25 21,535 21,535 - ALL 21,535 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- TJX COS INC NEW Common Stock 872540109 892,738.00 43,400 43,400 - ALL 43,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- TELLABS INC Common Stock 879664100 585.04 142 142 - ALL 142 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- TIMKEN CO Common Stock 887389104 726.31 37 37 - ALL 37 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- TORCHMARK CORP Common Stock 891027104 764,370.00 17,100 17,100 - ALL 17,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- UST INC Common Stock 902911106 506,474.00 7,300 7,300 - ALL 7,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- US BANCORP DEL Convertible Preferred 902973155 25,984.00 1,600 1,600 - ALL 1,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- US BANCORP DEL Common Stock 902973304 3,278,811.00 131,100 131,100 - ALL 131,100 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- UNION PAC CORP Common Stock 907818108 344,160.00 7,200 7,200 - ALL 7,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- UNITED PARCEL SERVIC Common Stock 911312106 3,430,952.00 62,200 62,200 - ALL 62,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- UNITED TECHNOLOGIES Common Stock 913017109 659,280.00 12,300 12,300 - ALL 12,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VALE CAP LTD Convertible Preferred 91912C208 623,232.50 22,663 22,663 - ALL 22,663 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VALERO ENERGY CORP N Common Stock 91913Y100 216,400.00 10,000 10,000 - ALL 10,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VALSPAR CORP Common Stock 920355104 759.78 42 42 - ALL 42 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VARIAN MED SYS INC Common Stock 92220P105 119,136.00 3,400 3,400 - ALL 3,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VERISIGN INC Common Stock 92343E102 124,020.00 6,500 6,500 - ALL 6,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VERIZON COMMUNICATIO Common Stock 92343V104 1,108,530.00 32,700 32,700 - ALL 32,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- VULCAN MATLS CO Common Stock 929160109 201,782.00 2,900 2,900 - ALL 2,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WACHOVIA CORP 2ND NE Common Stock 929903102 411,068.00 74,200 74,200 - ALL 74,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WACHOVIA CORP NEW Preferred Stock 929903219 86,250.00 115 115 - ALL 115 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WAL MART STORES INC Common Stock 931142103 1,171,654.00 20,900 20,900 - ALL 20,900 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WALGREEN CO Common Stock 931422109 310,842.00 12,600 12,600 - ALL 12,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WASTE MGMT INC DEL Common Stock 94106L109 298,260.00 9,000 9,000 - ALL 9,000 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WELLS FARGO & CO NEW Common Stock 949746101 1,155,616.00 39,200 39,200 - ALL 39,200 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WINDSTREAM CORP Common Stock 97381W104 1,113.20 121 121 - ALL 121 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- WYETH Common Stock 983024100 547,646.00 14,600 14,600 - ALL 14,600 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- XTO ENERGY CORP Common Stock 98385X106 257,471.00 7,300 7,300 - ALL 7,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- XILINX INC Common Stock 983919101 545,915.70 30,635 30,635 - ALL 30,635 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- XEROX CORP Common Stock 984121103 163,385.00 20,500 20,500 - ALL 20,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ZIMMER HLDGS INC Common Stock 98956P102 335,486.00 8,300 8,300 - ALL 8,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- ZIONS BANCORP Common Stock 989701107 924,639.75 37,725 37,725 - ALL 37,725 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- INGERSOLL-RAND COMPA Common Stock G4776G101 133,595.00 7,700 7,700 - ALL 7,700 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- MARVELL TECHNOLOGY G Common Stock G5876H105 286.81 43 43 - ALL 43 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- NABORS INDUSTRIES LT Common Stock G6359F103 69,426.00 5,800 5,800 - ALL 5,800 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- NOBLE CORPORATION Common Stock G65422100 139,167.00 6,300 6,300 - ALL 6,300 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- PARTNERRE LTD Common Stock G6852T105 641.43 9 9 - ALL 9 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- XL CAP LTD Common Stock G98255105 23,680.00 6,400 6,400 - ALL 6,400 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- XL CAPITAL LTD Common Stock G98255606 13,785.00 1,500 1,500 - ALL 1,500 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- --------- TRANSOCEAN LTD ZUG Common Stock H8817H100 283.50 6 6 - ALL 6 0 0 - --------------------------------------------------------------------------------------------------- --------- - --------------------------------------------------------------------------------------------------- ---------
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