-----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, LYQmkQISUJUmLBmxzZj6TTq9R3pC7UN4KT+ACXJrQhuO6UX4IGWLatetCNkMSMOY uQcIAByqsieR7sa9GUX0Jw== 0000089014-08-000004.txt : 20080423 0000089014-08-000004.hdr.sgml : 20080423 20080423134034 ACCESSION NUMBER: 0000089014-08-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080423 DATE AS OF CHANGE: 20080423 EFFECTIVENESS DATE: 20080423 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SENTRY INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0000089014 IRS NUMBER: 391126714 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00870 FILM NUMBER: 08771342 BUSINESS ADDRESS: STREET 1: 1800 N POINT DR CITY: STEVENS POINT STATE: WI ZIP: 54481 BUSINESS PHONE: 7153466000 MAIL ADDRESS: STREET 1: STEVENS INVEST MANGT STREET 2: 1800 NORTH POINT DRIVE CITY: STEVENS POINT STATE: WI ZIP: 54481 13F-HR 1 simllc13f_1stq-08.txt 1ST QTR 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2008 Check here if Amendment ( ); Amendment Number: _______ This Amendment (Check only one.): ( ) is a restatement. ( ) adds new holdings entries. Institutional Investment Manager Filing this Report: Name: SENTRY INVESTMENT MANAGEMENT, INC. ---------------------------------- Address: 1800 North Point Drive Stevens Point, WI 54481 Form 13F File Number: 28-870 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: Keith E. Ringberg Title: Director - Equities Management Phone: 715-346-6825 Signature, Place, and Date of Signing: s/ Keith Ringberg Stevens Point, WI 3/31/2008 (Signature) (City, State) (Date) Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- ------ -------- -------- -------- -------- --------
VOTING TITLE OF VALUE SHRS OR SH/ INVESTMENT OTHER AUTHORITY NAME OF ISSUER CLASS CUSIP (X 1000) PRN AMT PRN DISCRETION MANAGERS SOLE SHARED NONE - -------------- ----- ----- -------- ------- --- ---------- -------- ---- ----- ---- 3M COMPANY Common 88579Y101 5,145 65,000.00 SHRS SOLE NONE X AAR CORP Common 000361105 2,678 98,200.00 SHRS SOLE NONE X ABBOTT LABORATORIES Common 002824100 7,721 140,000.00 SHRS SOLE NONE X ACE LTD Common G0070K103 6 100.00 SHRS SOLE NONE X ADC TELECOMMUNICATIONS INC Common 000886309 2,195 181,700.00 SHRS SOLE NONE X AEROPASTLE INC Common 007865108 2,760 101,800.00 SHRS SOLE NONE X AES CORP Common 00130H105 985 59,100.00 SHRS SOLE NONE X AFFIRMATIVE INS HOLDINGS INC Common 008272106 1 100.00 SHRS SOLE NONE X AIRGAS INC Common 009363102 2,810 61,800.00 SHRS SOLE NONE X ALCOA INC Common 013817101 2,777 77,000.00 SHRS SOLE NONE X ALLEGHENY TECHNOLOGIES INC Common 01741R102 428 6,000.00 SHRS SOLE NONE X ALLSTATE CORP Common 020002101 2,508 52,175.00 SHRS SOLE NONE X ALTRIA GROUP INC Common 02209S103 4,274 192,500.00 SHRS SOLE NONE X AMERICAN ELECTRIC POWER CO Common 025537101 1,374 33,000.00 SHRS SOLE NONE X AMERICAN EXPRESS CO Common 025816109 4,634 106,000.00 SHRS SOLE NONE X AMERICAN FINANCIAL GROUP INC Common 025932104 2,467 96,500.00 SHRS SOLE NONE X AMERICAN GREETINGS CORP Common 026375105 2,165 116,700.00 SHRS SOLE NONE X AMERICAN INTERNATIONAL GROUP Common 026874107 9,991 231,000.00 SHRS SOLE NONE X AMERICAN REPROGRAPHICS CO Common 029263100 407 27,400.00 SHRS SOLE NONE X AMERISOURCEBERGEN CORPORATION Common 03073E105 840 20,500.00 SHRS SOLE NONE X AMGEN INC Common 031162100 4,191 100,300.00 SHRS SOLE NONE X ANADIGICS INC Common 032515108 1,172 178,600.00 SHRS SOLE NONE X ANHEUSER-BUSCH COS INC Common 035229103 3,155 66,500.00 SHRS SOLE NONE X APACHE CORP Common 037411105 4,609 38,146.00 SHRS SOLE NONE X APPLE COMPUTER INC Common 037833100 11,480 80,000.00 SHRS SOLE NONE X APPLIED INDUSTRIAL TECH INC Common 03820C105 2,726 91,200.00 SHRS SOLE NONE X ARGO GROUP INTERNATIONAL Common G0464B107 2 64.00 SHRS SOLE NONE X ASSOCIATED BANC-CORP Common 045487105 3,062 115,000.00 SHRS SOLE NONE X AT&T INC Common 00206R102 21,432 559,588.00 SHRS SOLE NONE X AVNET INC Common 053807103 2,465 75,300.00 SHRS SOLE NONE X AVON PRODUCTS INC Common 054303102 1,542 39,000.00 SHRS SOLE NONE X BAKER HUGHES INC Common 057224107 1,781 26,000.00 SHRS SOLE NONE X BALDWIN & LYONS INC - CL B Common 057755209 3 100.00 SHRS SOLE NONE X BANK OF AMERICA CORP Common 060505104 16,188 427,000.00 SHRS SOLE NONE X BANK OF NEW YORK MELLON CORP Common 064058100 4,382 105,000.00 SHRS SOLE NONE X BARNES GROUP INC Common 067806109 5,226 227,700.00 SHRS SOLE NONE X BAXTER INTL INC Common 071813109 3,354 58,000.00 SHRS SOLE NONE X BERKLEY (WR) CORPORATION Common 084423102 1,733 62,600.00 SHRS SOLE NONE X BLUEPHOENIX SOLUTIONS LTD Common M20157109 2,347 281,100.00 SHRS SOLE NONE X BOB EVANS FARMS INC Common 096761101 2,505 90,800.00 SHRS SOLE NONE X BOEING CO (THE) Common 097023105 5,132 69,000.00 SHRS SOLE NONE X BRISTOL-MYERS SQUIBB CO Common 110122108 3,834 180,000.00 SHRS SOLE NONE X BURLINGTON NORTHERN SANTE FE Common 12189T104 2,693 29,200.00 SHRS SOLE NONE X CAMPBELL SOUP CO Common 134429109 849 25,000.00 SHRS SOLE NONE X CAPITAL ONE FINANCIAL CORP Common 14040H105 1,870 38,000.00 SHRS SOLE NONE X CARDINAL HEALTH INC Common 14149Y108 735 14,000.00 SHRS SOLE NONE X CARPENTER TECHNOLOGY CORP Common 144285103 6,448 115,200.00 SHRS SOLE NONE X CATERPILLAR INC Common 149123101 4,619 59,000.00 SHRS SOLE NONE X CBS CORPORATION Common 124857202 1,512 68,500.00 SHRS SOLE NONE X CHARLES RIVER LAB INTL INC Common 159864107 8,929 151,500.00 SHRS SOLE NONE X CHEVRON CORP Common 166764100 16,389 192,000.00 SHRS SOLE NONE X CHUBB CORP Common 171232101 10 200.00 SHRS SOLE NONE X CIGNA CORP Common 125509109 1,217 30,000.00 SHRS SOLE NONE X CINCINNATI FINANCIAL CORP Common 172062101 4 100.00 SHRS SOLE NONE X CISCO SYSTEMS INC Common 17275R102 13,352 554,271.00 SHRS SOLE NONE X CITIGROUP INC Common 172967101 10,346 483,000.00 SHRS SOLE NONE X CLEAR CHANNEL COMMUNICATIONS Common 184502102 1,318 45,100.00 SHRS SOLE NONE X CNA FINANCIAL CORP Common 126117100 3 100.00 SHRS SOLE NONE X COCA-COLA CO Common 191216100 11,060 181,700.00 SHRS SOLE NONE X COGENT INC Common 19239Y108 1,886 200,000.00 SHRS SOLE NONE X COLGATE-PALMOLIVE CO Common 194162103 3,740 48,000.00 SHRS SOLE NONE X COMCAST CORP CLASS A Common 20030N101 5,425 280,500.00 SHRS SOLE NONE X COMMERCE GROUP INC Common 200641108 7 200.00 SHRS SOLE NONE X CONOCO PHILLIPS Common 20825C104 11,127 146,000.00 SHRS SOLE NONE X CONSOLIDATED GRAPHICS INC Common 209341106 6,362 113,500.00 SHRS SOLE NONE X CORN PRODUCTS INTL INC Common 219023108 2,154 58,000.00 SHRS SOLE NONE X COVIDIEN LTD Common G2552X108 1,970 44,525.00 SHRS SOLE NONE X CVS CORP Common 126650100 5,469 135,000.00 SHRS SOLE NONE X DAKTRONICS INC Common 234264109 2,507 140,000.00 SHRS SOLE NONE X DELL COMPUTER CORP Common 24702R101 4,096 205,600.00 SHRS SOLE NONE X DENTSPLY INTL INC Common 249030107 2,046 53,000.00 SHRS SOLE NONE X DEVRY INC Common 251893103 2,489 59,500.00 SHRS SOLE NONE X DIAMOND FOODS INC Common 252603105 3,918 216,000.00 SHRS SOLE NONE X DIAMOND OFFSHORE DRILLING INC Common 25271C102 2,328 20,000.00 SHRS SOLE NONE X DICK'S SPORTING GOODS INC Common 253393102 8,355 312,000.00 SHRS SOLE NONE X DIODES INC Common 254543101 6,643 302,500.00 SHRS SOLE NONE X DISNEY (WALT) CO (THE) Common 254687106 5,397 172,000.00 SHRS SOLE NONE X DOW CHEMICAL CO Common 260543103 3,206 87,000.00 SHRS SOLE NONE X DRESS BARN INC Common 261570105 3,235 250,000.00 SHRS SOLE NONE X DU PONT (EI) DE NEMOURS Common 263534109 3,881 83,000.00 SHRS SOLE NONE X EL PASO CORP Common 28336L109 1,065 64,000.00 SHRS SOLE NONE X EMC CORP Common 268648102 2,788 194,400.00 SHRS SOLE NONE X ENERGEN CORP Common 29265N108 2,349 37,700.00 SHRS SOLE NONE X ENSCO INTERNATIONAL INC Common 26874Q100 2,567 41,000.00 SHRS SOLE NONE X ENTERGY CORP Common 29364G103 1,909 17,500.00 SHRS SOLE NONE X ERIE INDEMNITY COMPANY - CL A Common 29530P102 5 100.00 SHRS SOLE NONE X EVEREST RE GROUP LTD Common G3223R108 2,507 28,000.00 SHRS SOLE NONE X EXELON CORP Common 30161N101 4,957 61,000.00 SHRS SOLE NONE X EXPONENT INC Common 30214U102 2,463 75,000.00 SHRS SOLE NONE X EXXON MOBIL CORP Common 30231G102 42,036 497,000.00 SHRS SOLE NONE X FEDEX CORP Common 31428X106 2,595 28,000.00 SHRS SOLE NONE X FIRSTMERIT CORP Common 337915102 4,153 201,000.00 SHRS SOLE NONE X FMC TECHNOLOGIES INC Common 30249U101 2,748 48,300.00 SHRS SOLE NONE X FORD MOTOR CO Common 345370860 715 125,002.31 SHRS SOLE NONE X FOUNDRY NETWORK Common 35063R100 463 40,000.00 SHRS SOLE NONE X GAMESTOP CORP Common 36467W109 5,311 102,700.00 SHRS SOLE NONE X GENERAL DYNAMICS CORP Common 369550108 2,918 35,000.00 SHRS SOLE NONE X GENERAL ELECTRIC CO Common 369604103 34,308 927,000.00 SHRS SOLE NONE X GENERAL MTRS CORP Common 370442105 972 51,000.00 SHRS SOLE NONE X GOLDMAN SACHS GROUP INC Common 38141G104 6,252 37,800.00 SHRS SOLE NONE X GOOGLE INC Common 38259P508 8,809 20,000.00 SHRS SOLE NONE X HALLIBURTON CO Common 406216101 3,146 80,000.00 SHRS SOLE NONE X HANOVER INSURANCE GROUP (THE) Common 410867105 2,575 62,600.00 SHRS SOLE NONE X HARLEYSVILLE GROUP INC Common 412824104 4 100.00 SHRS SOLE NONE X HARRIS CORP Common 413875105 7,799 160,700.00 SHRS SOLE NONE X HARSCO CORP Common 415864107 11,176 201,800.00 SHRS SOLE NONE X HARTFORD FINANCIAL SVCS GROUP Common 416515104 2,122 28,000.00 SHRS SOLE NONE X HEINZ (H J) CO Common 423074103 1,315 28,000.00 SHRS SOLE NONE X HELMERICH & PAYNE INC Common 423452101 3,281 70,000.00 SHRS SOLE NONE X HEWLETT-PACKARD CO Common 428236103 10,456 229,000.00 SHRS SOLE NONE X HOLOGIC INC Common 436440101 8,157 146,700.00 SHRS SOLE NONE X HOME DEPOT INC Common 437076102 4,296 153,600.00 SHRS SOLE NONE X HONEYWELL INTL INC Common 438516106 3,853 68,300.00 SHRS SOLE NONE X HUBBELL INC - CL B Common 443510201 2,141 49,000.00 SHRS SOLE NONE X HURON CONSULTING GROUP INC Common 447462102 5,784 139,200.00 SHRS SOLE NONE X IBM CORP Common 459200101 14,623 127,000.00 SHRS SOLE NONE X INDEPENDENT BANK CORP-MICH Common 453838104 5,984 576,500.00 SHRS SOLE NONE X INFINITY PROP & CASUALTY CORP Common 45665Q103 4 100.00 SHRS SOLE NONE X INTEL CORP Common 458140100 11,374 537,000.00 SHRS SOLE NONE X INTERNATIONAL PAPER CO Common 460146103 1,129 41,500.00 SHRS SOLE NONE X INTERVOICE INC Common 461142101 2,969 373,000.00 SHRS SOLE NONE X INTUITIVE SURGICAL INC Common 46120E602 2,368 7,300.00 SHRS SOLE NONE X INVITROGEN CORP Common 46185R100 2,197 25,700.00 SHRS SOLE NONE X ISHARES COHEN & STEERS REALTY FUND Common 464287564 9,403 116,962.00 SHRS SOLE NONE X ISHARES DJ US REAL ESTATE FUND Common 464287739 10,335 158,757.00 SHRS SOLE NONE X ISHARES IBOXX INVT GRADE GRP BOND Common 464287242 54,815 521,057.00 SHRS SOLE NONE X ISHARES LEHMAN AGG BOND FUND Common 464287226 1,701 16,563.00 SHRS SOLE NONE X ISHARES LEHMAN TIPS BOND FUND Common 464287176 219 1,995.00 SHRS SOLE NONE X ISHARES MSCI EAFE INDEX FUND Common 464287465 17,386 241,812.00 SHRS SOLE NONE X ISHARES S&P 400 MIDCAP INDEX FUND Common 464287507 30,985 398,727.00 SHRS SOLE NONE X ISHARES S&P 500 INDEX FUND Common 464287200 43,352 328,226.00 SHRS SOLE NONE X ISHARES S&P 600 SMALLCAP INDEX FUND Common 464287804 146,628 2,446,656.00 SHRS SOLE NONE X JARDEN CORP Common 471109108 7,711 354,700.00 SHRS SOLE NONE X JOHNSON & JOHNSON Common 478160104 16,933 261,027.00 SHRS SOLE NONE X JOY GLOBAL INC Common 481165108 5,369 82,400.00 SHRS SOLE NONE X KBW REGIONAL BANKING Common 78464A698 8,416 239,490.00 SHRS SOLE NONE X KENNAMETAL INC Common 489170100 6,410 217,800.00 SHRS SOLE NONE X KINETIC CONCEPTS INC Common 49460W208 2,053 44,400.00 SHRS SOLE NONE X KIRBY CORP Common 497266106 4,321 75,800.00 SHRS SOLE NONE X KRAFT FOODS INC Common 50075N104 4,347 140,171.00 SHRS SOLE NONE X LANCE INC Common 514606102 1,264 64,500.00 SHRS SOLE NONE X LASERCARD CORP Common 51807U101 3,498 413,000.00 SHRS SOLE NONE X LEAR CORP Common 521865105 2,171 83,800.00 SHRS SOLE NONE X LEHMAN BROS HLDG INC Common 524908100 1,844 49,000.00 SHRS SOLE NONE X LEUCADIA NATIONAL CORP Common 527288104 9 200.00 SHRS SOLE NONE X LIFE TIME FITNESS INC Common 53217R207 1,532 49,100.00 SHRS SOLE NONE X LONGS DRUG STORES CORP Common 543162101 7,180 169,100.00 SHRS SOLE NONE X MANITOWOC COMPANY INC Common 563571108 10,641 260,800.00 SHRS SOLE NONE X MANPOWER INC Common 56418H100 4,360 77,500.00 SHRS SOLE NONE X MARSHALL & ILSLEY CORP Common 571837103 7,911 340,998.00 SHRS SOLE NONE X MC DONALDS CORPORATION Common 580135101 5,889 105,600.00 SHRS SOLE NONE X MEDTRONIC INC Common 585055106 5,030 104,000.00 SHRS SOLE NONE X MEMC ELECTRONIC MATERIALS Common 552715104 7,196 101,500.00 SHRS SOLE NONE X MEN'S WEARHOUSE INC (THE) Common 587118100 840 36,100.00 SHRS SOLE NONE X MERCK & CO INC Common 589331107 7,590 200,000.00 SHRS SOLE NONE X MERCURY GENERAL CORP Common 589400100 4 100.00 SHRS SOLE NONE X MERRILL LYNCH & CO INC Common 590188108 3,667 90,000.00 SHRS SOLE NONE X METAVANTE TECHNOLOGIES Common 591407101 2,272 113,666.00 SHRS SOLE NONE X MICROSOFT CORP Common 594918104 21,115 744,000.00 SHRS SOLE NONE X MIDAS INC Common 595626102 6,343 369,000.00 SHRS SOLE NONE X MORGAN JP CHASE & CO Common 46625H100 13,684 318,600.00 SHRS SOLE NONE X MORGAN STANLEY Common 617446448 4,661 102,000.00 SHRS SOLE NONE X NATIONWIDE FINANCIAL SERV- A Common 638612101 5 100.00 SHRS SOLE NONE X NORFOLK SOUTHERN CORP Common 655844108 1,684 31,000.00 SHRS SOLE NONE X NORTHEAST UTILITIES Common 664397106 1,867 76,100.00 SHRS SOLE NONE X NOVATEL WIRELESS INC Common 66987M604 1,936 200,000.00 SHRS SOLE NONE X NYSE EURONEXT Common 629491101 1,419 23,000.00 SHRS SOLE NONE X OLD REPUBLIC INTL CORP Common 680223104 2 125.00 SHRS SOLE NONE X OMNICELL INC Common 68213N109 6,018 299,400.00 SHRS SOLE NONE X ONEOK INC Common 682680103 1,718 38,500.00 SHRS SOLE NONE X ORACLE CORP Common 68389X105 7,139 365,000.00 SHRS SOLE NONE X OSHKOSH CORPORATION Common 688239201 9,295 256,200.00 SHRS SOLE NONE X PEPSICO INC Common 713448108 10,541 146,000.00 SHRS SOLE NONE X PFIZER INC Common 717081103 13,129 627,270.00 SHRS SOLE NONE X PHILLIPS-VAN HEUSEN CORP Common 718592108 5,457 143,900.00 SHRS SOLE NONE X PLAINS EXPLORATION AND PRODUCT Common 726505100 2,689 50,600.00 SHRS SOLE NONE X PMA CAPITAL CORP - CL A Common 693419202 1 100.00 SHRS SOLE NONE X POLYCOM INC Common 73172K104 2,308 102,400.00 SHRS SOLE NONE X PRINCIPAL FINANCIAL GROUP Common 74251V102 6 100.00 SHRS SOLE NONE X PROCTER & GAMBLE CO Common 742718109 20,362 290,600.00 SHRS SOLE NONE X PROGRESSIVE CORP Common 743315103 6 400.00 SHRS SOLE NONE X QUESTAR CORP Common 748356102 3,507 62,000.00 SHRS SOLE NONE X RAYTHEON CO Common 755111507 2,520 39,000.00 SHRS SOLE NONE X REGIONS FINANCIAL CORP Common 7591EP100 1,225 62,000.00 SHRS SOLE NONE X RF MICRO DEVICES INC Common 749941100 1,275 479,400.00 SHRS SOLE NONE X ROCKWELL AUTOMATION INC Common 773903109 632 11,000.00 SHRS SOLE NONE X SAFECO CORP Common 786429100 4 100.00 SHRS SOLE NONE X SARA LEE CORP Common 803111103 909 65,000.00 SHRS SOLE NONE X SCHLUMBERGER LTD Common 806857108 9,570 110,000.00 SHRS SOLE NONE X SCIENTIFIC GAMES CORP - A Common 80874P109 8,081 382,800.00 SHRS SOLE NONE X SEASPAN CORP Common Y75638109 2,279 80,000.00 SHRS SOLE NONE X SMUCKER JM CO (THE) Common 832696405 2,136 42,200.00 SHRS SOLE NONE X SONOCO PRODUCTS CO Common 835495102 2,004 70,000.00 SHRS SOLE NONE X SOTHEBY'S Common 835898107 2,212 76,500.00 SHRS SOLE NONE X SOUTHERN CO Common 842587107 2,421 68,000.00 SHRS SOLE NONE X SPDR TRUST SERIES 1 Common 78462F103 6,994 53,000.00 SHRS SOLE NONE X SPRINT NEXTEL CORP Common 852061100 1,783 266,583.00 SHRS SOLE NONE X SRS LABS INC Common 78464M106 2,239 420,836.00 SHRS SOLE NONE X STANLEY INC Common 854532108 4,944 167,820.00 SHRS SOLE NONE X STATE AUTO FINANCIAL CORP Common 855707105 3 100.00 SHRS SOLE NONE X SYNAPTICS INC Common 87157D109 1,784 74,700.00 SHRS SOLE NONE X TARGET CORP Common 87612E106 3,801 75,000.00 SHRS SOLE NONE X TCF FINANCIAL CORP Common 872275102 2,593 144,700.00 SHRS SOLE NONE X TECH DATA CORP Common 878237106 2,434 74,200.00 SHRS SOLE NONE X TELEPHONE AND DATA SYSTEMS Common 879433100 821 20,900.00 SHRS SOLE NONE X TEXAS INSTRUMENTS INC Common 882508104 3,469 122,700.00 SHRS SOLE NONE X TEXAS ROADHOUSE INC - CLASS A Common 882681109 1,833 187,000.00 SHRS SOLE NONE X THERMO FISHER SCIENTIFIC INC Common 883556102 9,066 159,500.00 SHRS SOLE NONE X TIDEWATER INC Common 886423102 3,202 58,100.00 SHRS SOLE NONE X TIME WARNER INC Common 887317105 4,643 331,200.00 SHRS SOLE NONE X TOWER GROUP INC Common 891777104 3 100.00 SHRS SOLE NONE X TRANSATLANTIC HOLDINGS INC Common 893521104 7 100.00 SHRS SOLE NONE X TRAVELERS COMPANIES INC (THE) Common 89417E109 5 100.00 SHRS SOLE NONE X TYCO INTERNATIONAL Common G9143X208 1,961 44,525.00 SHRS SOLE NONE X UNITED FIRE & CASUALTY CO Common 910331107 4 100.00 SHRS SOLE NONE X UNITED PARCEL SERVICE INC Common 911312106 6,791 93,000.00 SHRS SOLE NONE X UNITED TECHNOLOGIES CORP Common 913017109 6,249 90,800.00 SHRS SOLE NONE X UNITEDHEALTH GROUP INC Common 91324P102 4,054 118,000.00 SHRS SOLE NONE X US BANCORP Common 902973304 5,501 170,000.00 SHRS SOLE NONE X VARIAN INC Common 922206107 1,633 28,200.00 SHRS SOLE NONE X VECTREN CORP Common 92240G101 2,230 83,100.00 SHRS SOLE NONE X VERIZON COMMUNICATIONS Common 92343V104 9,643 264,560.00 SHRS SOLE NONE X WACHOVIA CORPORATION Common 929903102 4,941 183,000.00 SHRS SOLE NONE X WAL-MART STORES INC Common 931142103 11,537 219,000.00 SHRS SOLE NONE X WELLS FARGO CO Common 949746101 8,893 305,600.00 SHRS SOLE NONE X WEYERHAEUSER CO Common 962166104 1,236 19,000.00 SHRS SOLE NONE X WHIRLPOOL CORP Common 963320106 6,621 76,300.00 SHRS SOLE NONE X WILLIAMS COS INC Common 969457100 1,781 54,000.00 SHRS SOLE NONE X XEROX CORP Common 984121103 1,198 80,000.00 SHRS SOLE NONE X XL CAPITAL LTD - CLASS A Common G98255105 3 100.00 SHRS SOLE NONE X YRC WORLDWIDE INC Common 984249102 1,986 151,400.00 SHRS SOLE NONE X ZENITH NATIONAL INSURANCE CORP Common 989390109 4 100.00 SHRS SOLE NONE X 1,304,050 32,962,697.31
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ---------- Form 13F Information Table Entry Total: 232 ---------- Form 13F Information Table Value Total: 1,304,050 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE -----END PRIVACY-ENHANCED MESSAGE-----