-----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, Ae1ZiaD4ueBZTkwCHMGW/1rAApbabewHB0q05FVYVcJY8+XFM+yk3tzm9v+fOIPZ yfhbrNiWX+ZlgMfDnvXZFg== 0000909012-09-001222.txt : 20090819 0000909012-09-001222.hdr.sgml : 20090819 20090819150714 ACCESSION NUMBER: 0000909012-09-001222 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090819 DATE AS OF CHANGE: 20090819 EFFECTIVENESS DATE: 20090819 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: 091023888 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 t305607.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: June 30, 2009 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 - ------------------------ ----------------------- --------------- 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: $149,733,967 List of Other Included Managers: NONE 13F HOLDINGS REPORT As of Date: 6/30/09
INVESTMENT ISSUER TITLE OF CUSIP MKT SHARES DISCRETION OTHER VOTING AUTHORITY NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AFLAC INC Common Stock 001055102 602,096.00 31,100 31,100 - ALL 31,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AT&T INC Common Stock 00206R102 1,005,480.00 39,900 39,900 - ALL 39,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ADOBE SYS INC Common Stock 00724F101 1,291,956.00 60,400 60,400 - ALL 60,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AFFILIATED COMPUTER Common Stock 008190100 114,936.00 2,400 2,400 - ALL 2,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ALABAMA PWR CO NON CUM PFD Preferred Stock 010392488 20,500.00 1,000 1,000 - ALL 1,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ALABAMA PWR CO Preferred Stock 010392561 33,573.00 1,550 1,550 - ALL 1,550 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ALABAMA PWR CO Preferred Stock 010392611 18,320.00 800 800 - ALL 800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ALLSTATE CORP Common Stock 020002101 802,385.00 41,900 41,900 - ALL 41,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AMERICAN INTL GROUP Common Stock 026874107 141,800.00 141,800 141,800 - ALL 141,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AMERIPRISE FINL INC Common Stock 03076C106 495,858.00 24,200 24,200 - ALL 24,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ANALOG DEVICES INC Common Stock 032654105 648,146.45 33,635 33,635 - ALL 33,635 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AON CORP Common Stock 037389103 146,952.00 3,600 3,600 - ALL 3,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- APACHE CORP Common Stock 037411105 378,131.00 5,900 5,900 - ALL 5,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- APOLLO GROUP INC Common Stock 037604105 391,650.00 5,000 5,000 - ALL 5,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- APPLE COMPUTER INC Common Stock 037833100 672,768.00 6,400 6,400 - ALL 6,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- APPLIED MATERIALS IN Common Stock 038222105 1,689,900.00 157,200 157,200 - ALL 157,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ARCHER DANIELS MIDLA Common Stock 039483102 244,464.00 8,800 8,800 - ALL 8,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- Archer Daniels Convertible Preferred 039483201 10,798.62 294 294 - ALL 294 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ASHLAND INC NEW Common Stock 044209104 43,365.34 4,198 4,198 - ALL 4,198 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ASSURANT INC Common Stock 04621X108 56,628.00 2,600 2,600 - ALL 2,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AUTODESK INC Common Stock 052769106 400,078.00 23,800 23,800 - ALL 23,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AUTOZONE INC Common Stock 053332102 178,882.00 1,100 1,100 - ALL 1,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- AVON PRODS INC Common Stock 054303102 971,115.00 50,500 50,500 - ALL 50,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BJ SVCS CO Common Stock 055482103 131,340.00 13,200 13,200 - ALL 13,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BMC SOFTWARE INC Common Stock 055921100 125,400.00 3,800 3,800 - ALL 3,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BALL CORP Common Stock 058498106 807,240.00 18,600 18,600 - ALL 18,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BCO SANT CENT HISP American Depository Receipt (ADR) 05964H105 82,365.30 11,937 11,937 - ALL 11,937 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BANK AMER CORP Common Stock 060505104 105,328.08 15,444 15,444 - ALL 15,444 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORPORA Preferred Stock 060505617 16,300.00 2,000 2,000 - ALL 2,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORPORA Preferred Stock 060505682 42,450.00 100 100 - ALL 100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORPORATION D Preferred Stock 060505724 16,280.00 2,000 2,000 - ALL 2,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BANK OF AMERICA CORP Preferred Stock 060505831 14,985.00 1,500 1,500 - ALL 1,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BARD C R INC Common Stock 067383109 948,668.00 11,900 11,900 - ALL 11,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BECTON DICKINSON Common Stock 075887109 1,264,112.00 18,800 18,800 - ALL 18,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BIG LOTS INC Common Stock 089302103 85,198.00 4,100 4,100 - ALL 4,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BIOGEN IDEC INC Common Stock 09062X103 188,712.00 3,600 3,600 - ALL 3,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- BLOCK H & R INC Common Stock 093671105 838,559.00 46,100 46,100 - ALL 46,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CBS CORP Common Stock 124857202 289,536.00 75,400 75,400 - ALL 75,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CIT GROUP INC Preferred Stock 125581207 15,900.00 2,500 2,500 - ALL 2,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CME GROUP INC Common Stock 12572Q105 147,834.00 600 600 - ALL 600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CSX CORP Common Stock 126408103 108,570.00 4,200 4,200 - ALL 4,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CVS CORP Common Stock 126650100 305,139.00 11,100 11,100 - ALL 11,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CA INC Common Stock 12673P105 745,519.35 42,335 42,335 - ALL 42,335 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CAPITAL ONE FINL COR Common Stock 14040H105 521,424.00 42,600 42,600 - ALL 42,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CARNIVAL CORP Common Stock 143658300 982,800.00 45,500 45,500 - ALL 45,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CHESAPEAKE ENERGY CO Common Stock 165167107 73,358.00 4,300 4,300 - ALL 4,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CISCO SYS INC Common Stock 17275R102 682,539.00 40,700 40,700 - ALL 40,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CITIGROUP INC Common Stock 172967101 807,070.00 319,000 319,000 - ALL 319,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CITRIX SYS INC Common Stock 177376100 117,728.00 5,200 5,200 - ALL 5,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CLOROX CO Common Stock 189054109 1,122,264.00 21,800 21,800 - ALL 21,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- COCA COLA CO Common Stock 191216100 8,324,130.00 189,400 189,400 - ALL 189,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- COCA COLA ENTERPRISE Common Stock 191219104 378,553.00 28,700 28,700 - ALL 28,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- COGNIZANT TECHNOLOGY Common Stock 192446102 99,792.00 4,800 4,800 - ALL 4,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- COLGATE PALMOLIVE CO Common Stock 194162103 265,410.00 4,500 4,500 - ALL 4,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- COMERICA INC Common Stock 200340107 293,600.85 16,035 16,035 - ALL 16,035 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CONSOLIDATED EDISON Common Stock 209115104 1,271,481.00 32,100 32,100 - ALL 32,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CONSTELLATION BRANDS Common Stock 21036P108 69,020.00 5,800 5,800 - ALL 5,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CORNING INC Common Stock 219350105 238,860.00 18,000 18,000 - ALL 18,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- CUMMINS ENGINE INC Common Stock 231021106 91,620.00 3,600 3,600 - ALL 3,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DTE ENERGY CO Common Stock 233331107 501,370.00 18,100 18,100 - ALL 18,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DANAHER CORP Common Stock 235851102 162,660.00 3,000 3,000 - ALL 3,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DARDEN RESTAURANTS I Common Stock 237194105 147,318.00 4,300 4,300 - ALL 4,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DAVITA INC Common Stock 23918K108 101,085.00 2,300 2,300 - ALL 2,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DEAN FOODS CO NEW Common Stock 242370104 84,976.00 4,700 4,700 - ALL 4,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DEERE & CO Common Stock 244199105 151,202.00 4,600 4,600 - ALL 4,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DEVON ENERGY CORP Common Stock 25179M103 156,415.00 3,500 3,500 - ALL 3,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DOMINION RES INC VA Common Stock 25746U109 1,332,570.00 43,000 43,000 - ALL 43,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- DU PONT E I DE N PFD Preferred Stock 263534307 36,875.00 500 500 - ALL 500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ENSCO INTL INC Common Stock 26874Q100 52,800.00 2,000 2,000 - ALL 2,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- EOG RES INC Common Stock 26875P101 125,948.00 2,300 2,300 - ALL 2,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- EBAY INC Common Stock 278642103 128,112.00 10,200 10,200 - ALL 10,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ECOLAB INC Common Stock 278865100 805,736.00 23,200 23,200 - ALL 23,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ELECTRONIC ARTS Common Stock 285512109 72,760.00 4,000 4,000 - ALL 4,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ENTERGY CORP NEW Common Stock 29364G103 1,048,586.00 15,400 15,400 - ALL 15,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- EXXON MOBIL CORP Common Stock 30231G102 13,620.00 200 200 - ALL 200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FAMILY DLR STORES IN Common Stock 307000109 697,433.00 20,900 20,900 - ALL 20,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FASTENAL CO Common Stock 311900104 99,680.50 3,100 3,100 - ALL 3,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FREDDIE MAC Common Stock 313400301 51,756.00 68,100 68,100 - ALL 68,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDERAL HOME LN MTG Preferred Stock 313400830 500.50 650 650 - ALL 650 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDERAL HOME LN MTG CORP PFD Preferred Stock 313400863 630.00 700 700 - ALL 700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FANNIE MAE Common Stock 313586109 70,140.00 100,200 100,200 - ALL 100,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDERAL NATL MTG ASS Unit 313586844 483.00 700 700 - ALL 700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDERAL NATL MTG ASS Unit 313586877 965.25 675 675 - ALL 675 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDERAL NATL MTG ASS Preferred Stock 313586885 776.25 675 675 - ALL 675 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDERATED INVS INC P Common Stock 314211103 93,492.00 4,200 4,200 - ALL 4,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FEDEX CORP Common Stock 31428X106 133,470.00 3,000 3,000 - ALL 3,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FIFTH THIRD BANCORP Common Stock 316773100 165,374.20 56,635 56,635 - ALL 56,635 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FIFTH THIRD BANCORP Preferred Stock 316773209 23,393.88 575 575 - ALL 575 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FIRST HORIZON NATL C Common Stock 320517105 149,683.87 13,937 13,937 - ALL 13,937 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FISERV INC Common Stock 337738108 113,026.00 3,100 3,100 - ALL 3,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FORD MTR CO DEL Common Stock 345370860 508,905.00 193,500 193,500 - ALL 193,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- FORTUNE BRANDS INC Common Stock 349631101 66,285.00 2,700 2,700 - ALL 2,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GAP INC Common Stock 364760108 816,226.65 62,835 62,835 - ALL 62,835 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GENERAL DYNAMICS COR Common Stock 369550108 1,122,930.00 27,000 27,000 - ALL 27,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GENERAL ELEC CO Common Stock 369604103 3,033.00 300 300 - ALL 300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GENERAL MTRS CORP Common Stock 370442105 112,908.00 58,200 58,200 - ALL 58,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GENUINE PARTS CO Common Stock 372460105 522,550.00 17,500 17,500 - ALL 17,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GENZYME CORP Common Stock 372917104 178,170.00 3,000 3,000 - ALL 3,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GEORGIA PWR CO Preferred Stock 373334523 32,409.50 1,325 1,325 - ALL 1,325 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GILEAD SCIENCES INC Common Stock 375558103 347,400.00 7,500 7,500 - ALL 7,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GOLDMAN SACHS GROUP Common Stock 38141G104 381,672.00 3,600 3,600 - ALL 3,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GOLDMAN SACHS GROUP Preferred Stock 38143Y665 17,400.00 1,500 1,500 - ALL 1,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GOLDMAN SACHS GROUP Preferred Stock 38144X500 28,125.00 1,500 1,500 - ALL 1,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GOODRICH B F CO Common Stock 382388106 121,248.00 3,200 3,200 - ALL 3,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- GOODYEAR TIRE & RUBR Common Stock 382550101 46,324.00 7,400 7,400 - ALL 7,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HSBC USA INC NEW Preferred Stock 40428H805 9,300.00 1,200 1,200 - ALL 1,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HSBC USA INC NEW Preferred Stock 40428H862 18,256.00 1,400 1,400 - ALL 1,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HARMAN INTL INDS INC Common Stock 413086109 90,651.00 6,700 6,700 - ALL 6,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HARTFORD FINL SVCS G Common Stock 416515104 41,605.00 5,300 5,300 - ALL 5,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HASBRO BRADLEY INC Common Stock 418056107 172,983.00 6,900 6,900 - ALL 6,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HERSHEY FOODS CORP Common Stock 427866108 139,000.00 4,000 4,000 - ALL 4,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HOME DEPOT INC Common Stock 437076102 4,788,216.60 203,235 203,235 - ALL 203,235 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HUDSON CITY BANCORP Common Stock 443683107 826,483.00 70,700 70,700 - ALL 70,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HUMANA INC Common Stock 444859102 88,672.00 3,400 3,400 - ALL 3,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HUNTINGTON BANCSHARE Common Stock 446150104 131,140.00 79,000 79,000 - ALL 79,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- HUNTINGTON BANCSHARES I Preferred Stock 446150401 25,125.00 75 75 - ALL 75 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- IMS HEALTH INC Common Stock 449934108 81,055.00 6,500 6,500 - ALL 6,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ITT INDS INC IND Common Stock 450911102 100,022.00 2,600 2,600 - ALL 2,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ILLINOIS TOOL WKS IN Common Stock 452308109 135,740.00 4,400 4,400 - ALL 4,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INTEL CORP Common Stock 458140100 6,211,135.00 412,700 412,700 - ALL 412,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INTEGRYS ENERGY GROU Common Stock 45822P105 265,608.00 10,200 10,200 - ALL 10,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INTERNATIONAL GAME Common Stock 459902102 462,844.00 50,200 50,200 - ALL 50,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INTERNATIONAL PAPER Common Stock 460146103 316,096.00 44,900 44,900 - ALL 44,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INTERSTATE PWR & LT Preferred Stock 461070872 30,912.00 1,200 1,200 - ALL 1,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INTUIT Common Stock 461202103 288,900.00 10,700 10,700 - ALL 10,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares MSCI Singapore Investment Fund 464286673 2,177,954.40 345,707 345,707 - ALL 345,707 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares MSCI Switzerland Investment Fund 464286749 2,644,721.97 173,652 173,652 - ALL 173,652 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares MSCI Spain Investment Fund 464286764 2,411,419.51 80,300 80,300 - ALL 80,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares MSCI Netherlands Investment Fund 464286814 2,077,073.86 166,699 166,699 - ALL 166,699 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares MSCI Hong Kong Investment Fund 464286871 2,545,432.67 250,288 250,288 - ALL 250,288 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares Lehman TIPS Investment Fund 464287176 1,559,745.00 15,180 15,180 - ALL 15,180 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares GS$ InvesTop Investment Fund 464287242 4,928,123.20 52,360 52,360 - ALL 52,360 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- iShares Lehman 1-3 Tr Investment Fund 464287457 1,044,303.20 12,385 12,385 - ALL 12,385 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- J P MORGAN CHASE & C Common Stock 46625H100 4,704,447.36 176,992 176,992 - ALL 176,992 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JPMORGAN & CHASE & CO Unit 46625H696 29,493.75 825 825 - ALL 825 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JPMORGAN & CHASE & CO Unit 46625H712 36,730.00 1,000 1,000 - ALL 1,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JABIL CIRCUIT INC Common Stock 466313103 38,920.00 7,000 7,000 - ALL 7,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JACOBS ENGR GROUP IN Common Stock 469814107 73,454.00 1,900 1,900 - ALL 1,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JANUS CAP GROUP INC Common Stock 47102X105 127,015.00 19,100 19,100 - ALL 19,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JOHNSON & JOHNSON Common Stock 478160104 6,922,160.00 131,600 131,600 - ALL 131,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JOHNSON CTLS INC Common Stock 478366107 612,000.00 51,000 51,000 - ALL 51,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- JONES APPAREL GROUP Common Stock 480074103 47,411.70 11,235 11,235 - ALL 11,235 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- KLA-TENCOR CORP Common Stock 482480100 394,700.00 19,735 19,735 - ALL 19,735 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- KELLOGG CO Common Stock 487836108 128,205.00 3,500 3,500 - ALL 3,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- KEYCORP Common Stock 493267108 554,835.00 70,500 70,500 - ALL 70,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- KEYCORP NEW Preferred Stock 493267405 44,706.25 625 625 - ALL 625 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LEGGETT & PLATT INC Common Stock 524660107 89,631.00 6,900 6,900 - ALL 6,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LEGG MASON INC Convertible Preferred 524901303 551,139.84 30,216 30,216 - ALL 30,216 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LEHMAN BROS HLDGS IN Common Stock 524908100 479.70 11,700 11,700 - ALL 11,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LEXMARK INTL INC. Common Stock 529771107 59,045.00 3,500 3,500 - ALL 3,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LIFE TECHNOLOGIES CORP Common Stock 53217V109 55,410.88 1,706 1,706 - ALL 1,706 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LINEAR TECHNOLOGY CO Common Stock 535678106 599,778.00 26,100 26,100 - ALL 26,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LIZ CLAIBORNE Common Stock 539320101 61,009.00 24,700 24,700 - ALL 24,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LOCKHEED MARTIN CORP Common Stock 539830109 193,284.00 2,800 2,800 - ALL 2,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LOEWS CORP Common Stock 540424108 128,180.00 5,800 5,800 - ALL 5,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LORILLARD INC Common Stock 544147101 142,002.00 2,300 2,300 - ALL 2,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- LOWES COS INC Common Stock 548661107 3,081,238.75 168,835 168,835 - ALL 168,835 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MGIC INVT CORP WIS Common Stock 552848103 12,119.70 8,535 8,535 - ALL 8,535 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MARSH & MCLENNAN COS Common Stock 571748102 1,156,275.00 57,100 57,100 - ALL 57,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MARSHALL & ILSLEY CO Common Stock 571837103 351,312.00 62,400 62,400 - ALL 62,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MASCO CORP Common Stock 574599106 57,934.00 8,300 8,300 - ALL 8,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MAXIM INTEGRATED PRO Common Stock 57772K101 436,392.35 33,035 33,035 - ALL 33,035 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MCCORMICK & CO INC Common Stock 579780206 709,680.00 24,000 24,000 - ALL 24,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MCKESSON HBOC INC Common Stock 58155Q103 854,976.00 24,400 24,400 - ALL 24,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MEDTRONIC INC Common Stock 585055106 1,877,239.00 63,700 63,700 - ALL 63,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MEREDITH CORP Common Stock 589433101 559,104.00 33,600 33,600 - ALL 33,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- METLIFE INC Preferred Stock 59156R504 13,836.00 1,200 1,200 - ALL 1,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- METLIFE INC Preferred Stock 59156R603 22,005.00 1,500 1,500 - ALL 1,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MICROSOFT CORP Common Stock 594918104 6,174,157.00 336,100 336,100 - ALL 336,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MILLIPORE CORP Common Stock 601073109 103,338.00 1,800 1,800 - ALL 1,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MISSISSIPPI POWER CO Preferred Stock 605417773 43,650.00 1,800 1,800 - ALL 1,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MOLEX INC Common Stock 608554101 276,654.90 20,135 20,135 - ALL 20,135 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MOLSON COORS BREWING Common Stock 60871R209 95,984.00 2,800 2,800 - ALL 2,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MONSANTO CO NEW Common Stock 61166W101 349,020.00 4,200 4,200 - ALL 4,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MONSTER WORLDWIDE IN Common Stock 611742107 52,975.00 6,500 6,500 - ALL 6,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MORGAN STANLEY Common Stock 617446448 2,470,545.00 108,500 108,500 - ALL 108,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MORGAN STANLEY Preferred Stock 61747S504 21,450.00 2,200 2,200 - ALL 2,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MOTOROLA INC Common Stock 620076109 1,007,586.00 238,200 238,200 - ALL 238,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- MYLAN LABS INC Common Stock 628530107 922,608.00 68,800 68,800 - ALL 68,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- NEW YORK TIMES CO Common Stock 650111107 67,054.20 14,835 14,835 - ALL 14,835 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- NEWELL FINL TR I Convertible Preferred 651195307 647,824.18 34,958 34,958 - ALL 34,958 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- NISOURCE INC Common Stock 65473P105 355,740.00 36,300 36,300 - ALL 36,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- OMNICOM GROUP Common Stock 681919106 98,280.00 4,200 4,200 - ALL 4,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PNC FINANCIAL CORP Common Stock 693475105 99,586.00 3,400 3,400 - ALL 3,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PPL CORP Common Stock 69351T106 852,687.00 29,700 29,700 - ALL 29,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PACTIV CORP Common Stock 695257105 77,327.00 5,300 5,300 - ALL 5,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PALL CORP Common Stock 696429307 322,794.00 15,800 15,800 - ALL 15,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PATTERSON COMPANIES Common Stock 703395103 75,440.00 4,000 4,000 - ALL 4,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PAYCHEX INC Common Stock 704326107 128,350.00 5,000 5,000 - ALL 5,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PEABODY ENERGY CORP Common Stock 704549104 67,608.00 2,700 2,700 - ALL 2,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PEPSICO INC Common Stock 713448108 540,540.00 10,500 10,500 - ALL 10,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PERKINELMER INC Common Stock 714046109 211,982.00 16,600 16,600 - ALL 16,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PFIZER INC Common Stock 717081103 606,090.00 44,500 44,500 - ALL 44,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PINNACLE WEST CAP CO Common Stock 723484101 714,464.00 26,900 26,900 - ALL 26,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PITNEY BOWES INC Common Stock 724479100 845,270.00 36,200 36,200 - ALL 36,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PRINCIPAL FINANCIAL Preferred Stock 74251V300 18,417.00 2,100 2,100 - ALL 2,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PROCTER & GAMBLE CO Common Stock 742718109 908,837.00 19,300 19,300 - ALL 19,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PROGRESS ENERGY INC Common Stock 743263105 1,018,906.00 28,100 28,100 - ALL 28,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- PROGRESSIVE CORP OHI Common Stock 743315103 892,416.00 66,400 66,400 - ALL 66,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- QUALCOMM INC Common Stock 747525103 505,830.00 13,000 13,000 - ALL 13,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- RADIOSHACK CORP Common Stock 750438103 119,980.00 14,000 14,000 - ALL 14,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- RANGE RES CORP Common Stock 75281A109 98,784.00 2,400 2,400 - ALL 2,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- REPUBLIC SVCS INC Common Stock 760759100 74,088.00 4,320 4,320 - ALL 4,320 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ROWAN COS INC Common Stock 779382100 32,319.00 2,700 2,700 - ALL 2,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SLM CORP Preferred Stock 78442P205 15,587.50 725 725 - ALL 725 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SPDR S&P 500 Unit 78462F103 2,472,831.26 31,097 31,097 - ALL 31,097 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SARA LEE CORP Common Stock 803111103 611,130.80 75,635 75,635 - ALL 75,635 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SCHERING PLOUGH CORP Convertible Preferred 806605705 1,541,491.50 7,323 7,323 - ALL 7,323 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SCHWAB CHARLES CP NE Common Stock 808513105 1,615,100.00 104,200 104,200 - ALL 104,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SCRIPPS E W CO OHIO Common Stock 811054402 3,869.10 2,866 2,866 - ALL 2,866 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SCRIPPS NETWORKS INTERA Common Stock 811065101 193,586.00 8,600 8,600 - ALL 8,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SEARS HLDGS CORP Common Stock 812350106 68,565.00 1,500 1,500 - ALL 1,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SEMPRA ENERGY Common Stock 816851109 175,712.00 3,800 3,800 - ALL 3,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SHERWIN WILLIAMS CO Common Stock 824348106 114,334.00 2,200 2,200 - ALL 2,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SIGMA ALDRICH CORP Common Stock 826552101 797,369.00 21,100 21,100 - ALL 21,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SIMON PPTY GROUP INC Convertible Preferred 828806802 572,569.28 18,028 18,028 - ALL 18,028 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SOUTHERN CALIF EDISO Preferred Stock 842400202 27,600.00 1,600 1,600 - ALL 1,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SOUTHERN CO Common Stock 842587107 1,592,240.00 52,000 52,000 - ALL 52,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SOUTHWEST AIRLS CO Common Stock 844741108 582,993.00 92,100 92,100 - ALL 92,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- STANLEY WKS Preferred Stock 854616208 726,010.33 1,405 1,405 - ALL 1,405 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- STAPLES INC Common Stock 855030102 1,148,174.00 63,400 63,400 - ALL 63,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- STATE STR CORP Common Stock 857477103 803,358.00 26,100 26,100 - ALL 26,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- STRYKER CORP Common Stock 863667101 721,648.00 21,200 21,200 - ALL 21,200 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SUNTRUST BKS INC Common Stock 867914103 435,554.00 37,100 37,100 - ALL 37,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SUNTRUST BKS INC Preferred Stock 867914509 7,160.00 800 800 - ALL 800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SUPERVALU INC Common Stock 868536103 61,404.00 4,300 4,300 - ALL 4,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SYMANTEC CORP Common Stock 871503108 150,894.00 10,100 10,100 - ALL 10,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- SYSCO CORP Common Stock 871829107 1,165,080.00 51,100 51,100 - ALL 51,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- TECO ENERGY INC Common Stock 872375100 240,115.25 21,535 21,535 - ALL 21,535 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- TJX COS INC NEW Common Stock 872540109 1,025,600.00 40,000 40,000 - ALL 40,000 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- TORCHMARK CORP Common Stock 891027104 414,434.00 15,800 15,800 - ALL 15,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- US BANCORP DEL Convertible Preferred 902973155 19,200.00 1,600 1,600 - ALL 1,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- US BANCORP DEL Common Stock 902973304 1,707,909.00 116,900 116,900 - ALL 116,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- UNION PAC CORP Common Stock 907818108 184,995.00 4,500 4,500 - ALL 4,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- UNITED PARCEL SERVIC Common Stock 911312106 2,825,228.00 57,400 57,400 - ALL 57,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- UNITED TECHNOLOGIES Common Stock 913017109 330,946.00 7,700 7,700 - ALL 7,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- VALE CAP LTD Convertible Preferred 91912C208 614,986.68 21,018 21,018 - ALL 21,018 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- VALERO ENERGY CORP N Common Stock 91913Y100 127,090.00 7,100 7,100 - ALL 7,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- VARIAN MED SYS INC Common Stock 92220P105 73,056.00 2,400 2,400 - ALL 2,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- VERISIGN INC Common Stock 92343E102 86,802.00 4,600 4,600 - ALL 4,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- VERIZON COMMUNICATIO Common Stock 92343V104 613,060.00 20,300 20,300 - ALL 20,300 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- VULCAN MATLS CO Common Stock 929160109 93,009.00 2,100 2,100 - ALL 2,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- WAL MART STORES INC Common Stock 931142103 771,080.00 14,800 14,800 - ALL 14,800 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- WALGREEN CO Common Stock 931422109 231,044.00 8,900 8,900 - ALL 8,900 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- WASTE MGMT INC DEL Common Stock 94106L109 143,360.00 5,600 5,600 - ALL 5,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- WELLS FARGO & CO NEW Common Stock 949746101 488,004.80 34,270 34,270 - ALL 34,270 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- WELLS FARGO & CO NEW Preferred Stock 949746804 55,083.85 115 115 - ALL 115 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- WYETH Common Stock 983024100 447,616.00 10,400 10,400 - ALL 10,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- XTO ENERGY CORP Common Stock 98385X106 137,790.00 4,500 4,500 - ALL 4,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- XILINX INC Common Stock 983919101 586,966.60 30,635 30,635 - ALL 30,635 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- XEROX CORP Common Stock 984121103 57,785.00 12,700 12,700 - ALL 12,700 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ZIMMER HLDGS INC Common Stock 98956P102 200,750.00 5,500 5,500 - ALL 5,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- ZIONS BANCORP Common Stock 989701107 335,203.00 34,100 34,100 - ALL 34,100 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- INGERSOLL-RAND COMPA Common Stock G4776G101 75,900.00 5,500 5,500 - ALL 5,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- NABORS INDUSTRIES LT Common Stock G6359F103 35,964.00 3,600 3,600 - ALL 3,600 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- XL CAP LTD Common Stock - Foreign G98255105 34,944.00 6,400 6,400 - ALL 6,400 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- XL CAPITAL LTD Common Stock - Foreign G982556006 18,840.00 1,500 1,500 - ALL 1,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- --------- NOBLE CORPORATION BAAR Common Stock H5833N103 108,405.00 4,500 4,500 - ALL 4,500 0 0 - ----------------------------------------------------------------------------------------------------- --------- - ----------------------------------------------------------------------------------------------------- ---------
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