-----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, UtSJ1jmNmfdfjfvdsyCaqoWV3j2wFMvcUXLiuwcWa13ibO20dg4PnJ0lRESl47a2 3GMtQYDKTbWg1rGLOMmVpQ== 0001042046-08-000028.txt : 20080814 0001042046-08-000028.hdr.sgml : 20080814 20080814113514 ACCESSION NUMBER: 0001042046-08-000028 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN FINANCIAL GROUP INC CENTRAL INDEX KEY: 0001042046 STANDARD INDUSTRIAL CLASSIFICATION: FIRE, MARINE & CASUALTY INSURANCE [6331] IRS NUMBER: 311544320 STATE OF INCORPORATION: OH FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04389 FILM NUMBER: 081016425 BUSINESS ADDRESS: STREET 1: ONE EAST FOURTH STREET STREET 2: SUITE 919 CITY: CINCINNATI STATE: OH ZIP: 45202 BUSINESS PHONE: 5135792121 MAIL ADDRESS: STREET 1: ONE EAST FOURTH STREET STREET 2: SUITE 919 CITY: CINCINNATI STATE: OH ZIP: 45202 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN FINANCIAL GROUP HOLDINGS INC DATE OF NAME CHANGE: 19970709 13F-HR 1 afg13f608.txt AFG FORM 13F-HR 6-30-08 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended June 30, 2008 AMERICAN FINANCIAL GROUP, INC. One East Fourth Street, Cincinnati, Ohio 45202 ------------------------------------------------------------------------- (Name and Address of Institutional Investment Manager Filing this Report) Form 13F File Number: 28-4389 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. Robert H. Ruffing Vice President and Controller (513) 579-2144 ----------------------------------------------- (Name, Title and Phone Number of Person Signing this Report on Behalf of Reporting Manager) Signature: /s/Robert H. Ruffing Cincinnati, Ohio August 13, 2008 - ------------------------------- Robert H. Ruffing Vice President and Controller Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE --------------------- Number of Other Included Managers: 2 ----------- Form 13F Information Table Entry Total: 211 ----------- Form 13F Information Table Value Total (thousands): $559,139 ----------- Name and 13F file numbers of all Institutional Investment Managers with respect to which this schedule is filed (other than American Financial Group, Inc.): Number 13F File Number Name of Subsidiary ------ --------------- ------------------------------------ 1. 28-498 Great American Insurance Company 2. Unassigned Great American Life Insurance Company
FORM 13F INFORMATION TABLE Column 4: Column 5: Column 8: Column 2: Market Shares or Column 6: Column 7: Voting Authority Column 1: Title of Column 3: Value Principal Investment Other --------------------------- Name of Issuer Class CUSIP (000's) Amount Discretion Managers Sole Shared None -------------- ---------------- ----------- --------- ------------ ---------- -------- ---------- ------ --------- HOLDINGS OF GREAT AMERICAN INSURANCE COMPANY - -------------------------------------------- COVIDIEN LTD COM G2552X 10 8 2,365 49,375SH Defined 1 49,375 GLOBAL CROSSING LTD SHS NEW G3921A 17 5 117 6,521SH Defined " 6,521 TYCO INTL LTD BERMUDA SHS G9143X 20 8 1,977 49,375SH Defined " 49,375 TYCO ELECTRONICS LTD COM NEW G9144P 10 5 1,769 49,375SH Defined " 49,375 AFC ENTERPRISES INC COM 00104Q 10 7 40 4,957SH Defined " 4,957 AMR CORP COM 001765 10 6 435 85,000SH Defined " 85,000 ALASKA AIR GROUP INC COM 011659 10 9 1,416 92,300SH Defined " 92,300 ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 724 13,000SH Defined " 13,000 AMERICAN COMMERCIAL LINES COM NEW 025195 20 7 3,071 281,000SH Defined " 281,000 AMERICAN INTL GROUP INC COM 026874 10 7 1,720 65,000SH Defined " 65,000 AMERICAN RAILCAR INDS INC COM 02916P 10 3 1,552 92,500SH Defined " 92,500 AMGEN INC COM 031162 10 0 1,651 35,000SH Defined " 35,000 ANWORTH MORTGAGE ASSET CP COM 037347 10 1 814 125,000SH Defined " 125,000 BANK OF AMERICA CORPORATION COM 060505 10 4 883 37,000SH Defined " 37,000 BLACK BOX CORP DEL COM 091826 10 7 3,028 111,350SH Defined " 111,350 BORDERS GROUP INC COM 099709 10 7 66 11,000SH Defined " 11,000 BOSTON SCIENTIFIC CORP COM 101137 10 7 3,457 281,250SH Defined " 281,250 BURLINGTON NORTHN SANTA FE C COM 12189T 10 4 8,341 83,500SH Defined " 83,500 CBS CORP NEW CL B 124857 20 2 838 43,000SH Defined " 43,000 CV THERAPEUTICS INC COM 126667 10 4 650 79,000SH Defined " 79,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C 10 9 1,851 81,900SH Defined " 81,900 CALAMP CORP COM 128126 10 9 284 139,750SH Defined " 139,750 CITADEL BROADCASTING CORP COM 17285T 10 6 334 274,053SH Defined " 274,053 CINTAS CORP COM 172908 10 5 3,645 137,500SH Defined " 137,500 CITIGROUP INC COM 172967 10 1 419 25,000SH Defined " 25,000 CLEARWIRE CORP CL A 185385 30 9 518 40,000SH Defined " 40,000 COLONIAL BANCGROUP INC COM 195493 30 9 227 51,254SH Defined " 51,254 COMCAST CORP NEW CL A 20030N 10 1 7,209 380,000SH Defined " 380,000 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q 10 4 2,743 240,000SH Defined " 240,000 COMPUCREDIT CORP COM 20478N 10 0 133 22,136SH Defined " 22,136 DELTA AIR LINES INC DEL COM NEW 247361 70 2 1,648 289,149SH Defined " 289,149 DISNEY WALT CO COM DISNEY 254687 10 6 5,710 183,000SH Defined " 183,000 DISH NETWORK CORP CL A 25470M 10 9 1,103 37,675SH Defined " 37,675 ECHOSTAR CORP CL A 278768 10 6 774 24,786SH Defined " 24,786 EMBARQ CORP COM 29078E 10 5 526 11,130SH Defined " 11,130 ENERGY EAST CORP COM 29266M 10 9 502 20,300SH Defined " 20,300 FAMOUS DAVES AMER INC COM 307068 10 6 69 8,923SH Defined " 8,923 FEDERAL NATL MTG ASSN COM 313586 10 9 761 39,000SH Defined " 39,000 FIFTH THIRD BANCORP COM 316773 10 0 1,081 106,151SH Defined " 106,151 FIRST HORIZON NATL CORP COM 320517 10 5 2,006 270,000SH Defined " 270,000 FLAGSTAR BANCORP INC COM 337930 10 1 497 165,000SH Defined " 165,000 FLEETWOOD ENTERPRISES INC COM 339099 10 3 44 16,700SH Defined " 16,700 FULL HOUSE RESORTS INC COM 359678 10 9 158 75,171SH Defined " 75,171 GLOBALSTAR INC COM 378973 40 8 43 4,134SH Defined " 4,134 HOME DEPOT INC COM 437076 10 2 3,782 161,500SH Defined " 161,500 INFINERA CORPORATION COM 45667G 10 3 1,271 144,159SH Defined " 144,159 INSTEEL INDUSTRIES INC COM 45774W 10 8 586 32,000SH Defined " 32,000 INTERSTATE HOTELS & RESRTS I COM 46088S 10 6 184 70,987SH Defined " 70,987 JOHNSON & JOHNSON COM 478160 10 4 11,742 182,500SH Defined " 182,500 K12 INC COM 48273U 10 2 2,221 103,275SH Defined " 103,275 KOHLS CORP COM 500255 10 4 7,908 197,500SH Defined " 197,500 LODGENET INTERACTIVE CORP COM 540211 10 9 29 5,949SH Defined " 5,949 LOWES COS INC COM 548661 10 7 1,951 94,000SH Defined " 94,000 MTR GAMING GROUP INC COM 553769 10 0 359 75,250SH Defined " 75,250 MACYS INC COM 55616P 10 4 3,805 195,949SH Defined " 195,949 MICROSOFT CORP COM 594918 10 4 2,063 75,000SH Defined " 75,000 NATIONAL CITY CORP COM 635405 10 3 11,951 2,505,392SH Defined " 2,505,392 NATIONAL INTERSTATE CORP COM 63654U 10 0 187,476 10,200,000SH Defined " 10,200,000 NEWS CORP CL A 65248E 10 4 1,880 125,000SH Defined " 125,000 NEWS CORP CL B 65248E 20 3 706 46,000SH Defined " 46,000 NEWSTAR FINANCIAL INC COM 65251F 10 5 289 48,977SH Defined " 48,977 NOVA BIOSOURCE FUELS INC COM 65488W 10 3 199 297,250SH Defined " 297,250 NORTHWEST AIRLS CORP COM 667280 40 8 466 70,000SH Defined " 70,000 O CHARLEYS INC COM 670823 10 3 850 84,500SH Defined " 84,500 PANERA BREAD CO CL A 69840W 10 8 2,498 54,000SH Defined " 54,000 PATTERSON UTI ENERGY INC COM 703481 10 1 1,445 40,000SH Defined " 40,000 PEPCO HOLDINGS INC COM 713291 10 2 1,039 40,500SH Defined " 40,500 PFIZER INC COM 717081 10 3 7,250 415,000SH Defined " 415,000 PRUDENTIAL FINL INC COM 744320 10 2 3,286 55,000SH Defined " 55,000 PULTE HOMES INC COM 745867 10 1 169 17,500SH Defined " 17,500 REDDY ICE HLDGS INC COM 75734R 10 5 703 51,400SH Defined " 51,400 SPDR TR UNIT SER 1 78462F 10 3 5,119 40,000SH Defined " 40,000 SARA LEE CORP COM 803111 10 3 613 50,000SH Defined " 50,000 SELECT COMFORT CORP COM 81616X 10 3 55 33,709SH Defined " 33,709 STAAR SURGICAL CO COM PAR $0.01 852312 30 5 141 45,606SH Defined " 45,606 TIME WARNER INC COM 887317 10 5 387 26,149SH Defined " 26,149 TORTOISE ENERGY CAP CORP COM 89147U 10 0 651 25,800SH Defined " 25,800 TRINITY INDS INC COM 896522 10 9 2,949 85,000SH Defined " 85,000 UAL CORP COM NEW 902549 80 7 120 23,051SH Defined " 23,051 VIRGIN MEDIA INC COM 92769L 10 1 10,042 737,807SH Defined " 737,807 WACHOVIA CORP NEW COM 929903 10 2 512 33,000SH Defined " 33,000 WATTS WATER TECHNOLOGIES INC CL A 942749 10 2 747 30,000SH Defined " 30,000 ZENITH NATL INS CORP COM 989390 10 9 1,303 37,050SH Defined " 37,050 HOLDINGS OF GREAT AMERICAN LIFE INSURANCE COMPANY - ---------------------------- COVIDIEN LTD COM G2552X 10 8 3,741 78,125SH Defined 2 78,125 TYCO INTL LTD BERMUDA SHS G9143X 20 8 3,128 78,125SH Defined " 78,125 TYCO ELECTRONICS LTD COM NEW G9144P 10 5 2,798 78,125SH Defined " 78,125 AFC ENTERPRISES INC COM 00104Q 10 7 59 7,436SH Defined " 7,436 ALASKA AIR GROUP INC COM 011659 10 9 2,017 131,500SH Defined " 131,500 ALLIANCE RES PARTNER L P UT LTD PART 01877R 10 8 2,847 51,124SH Defined " 51,124 AMERICAN COMMERCIAL LINES COM NEW 025195 20 7 3,290 301,000SH Defined " 301,000 AMERICAN INTL GROUP INC COM 026874 10 7 1,720 65,000SH Defined " 65,000 AMERICAN RAILCAR INDS INC COM 02916P 10 3 706 42,081SH Defined " 42,081 AMGEN INC COM 031162 10 0 1,651 35,000SH Defined " 35,000 ANWORTH MORTGAGE ASSET CP COM 037347 10 1 814 125,000SH Defined " 125,000 BANK OF AMERICA CORPORATION COM 060505 10 4 263 11,000SH Defined " 11,000 BLACK BOX CORP DEL COM 091826 10 7 3,028 111,350SH Defined " 111,350 BORDERS GROUP INC COM 099709 10 7 66 11,000SH Defined " 11,000 BOSTON SCIENTIFIC CORP COM 101137 10 7 3,801 309,250SH Defined " 309,250 BURLINGTON NORTHN SANTA FE C COM 12189T 10 4 40 400SH Defined " 400 CBS CORP NEW CL B 124857 20 2 1,861 95,500SH Defined " 95,500 CV THERAPEUTICS INC COM 126667 10 4 798 97,000SH Defined " 97,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C 10 9 2,841 125,700SH Defined " 125,700 CALAMP CORP COM 128126 10 9 286 140,750SH Defined " 140,750 CITADEL BROADCASTING CORP COM 17285T 10 6 333 273,323SH Defined " 273,323 CINTAS CORP COM 172908 10 5 3,645 137,500SH Defined " 137,500 CITIGROUP INC COM 172967 10 1 419 25,000SH Defined " 25,000 CLEARWIRE CORP CL A 185385 30 9 518 40,000SH Defined " 40,000 COLONIAL BANCGROUP INC COM 195493 30 9 117 26,500SH Defined " 26,500 COMCAST CORP NEW CL A 20030N 10 1 9,770 515,000SH Defined " 515,000 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q 10 4 2,765 241,900SH Defined " 241,900 COMPUCREDIT CORP COM 20478N 10 0 52 8,672SH Defined " 8,672 DELTA AIR LINES INC DEL COM NEW 247361 70 2 1,425 249,945SH Defined " 249,945 DISNEY WALT CO COM DISNEY 254687 10 6 5,710 183,000SH Defined " 183,000 DISH NETWORK CORP CL A 25470M 10 9 1,655 56,512SH Defined " 56,512 ECHOSTAR CORP CL A 278768 10 6 1,161 37,179SH Defined " 37,179 FAMOUS DAVES AMER INC COM 307068 10 6 103 13,384SH Defined " 13,384 FEDERAL HOME LN MTG CORP COM 313400 30 1 541 33,000SH Defined " 33,000 FEDERAL NATL MTG ASSN COM 313586 10 9 761 39,000SH Defined " 39,000 FIFTH THIRD BANCORP COM 316773 10 0 520 51,100SH Defined " 51,100 FIRST HORIZON NATL CORP COM 320517 10 5 334 45,000SH Defined " 45,000 FLAGSTAR BANCORP INC COM 337930 10 1 497 165,000SH Defined " 165,000 FLEETWOOD ENTERPRISES INC COM 339099 10 3 66 25,000SH Defined " 25,000 FULL HOUSE RESORTS INC COM 359678 10 9 237 112,757SH Defined " 112,757 GLOBALSTAR INC COM 378973 40 8 128 12,402SH Defined " 12,402 HOME DEPOT INC COM 437076 10 2 4,017 171,500SH Defined " 171,500 INFINERA CORPORATION COM 45667G 10 3 1,900 215,388SH Defined " 215,388 INSTEEL INDUSTRIES INC COM 45774W 10 8 590 32,216SH Defined " 32,216 INTERSTATE HOTELS & RESRTS I COM 46088S 10 6 276 106,481SH Defined " 106,481 K12 INC COM 48273U 10 2 2,221 103,275SH Defined " 103,275 KOHLS CORP COM 500255 10 4 6,306 157,500SH Defined " 157,500 LODGENET INTERACTIVE CORP COM 540211 10 9 44 8,923SH Defined " 8,923 LOWES COS INC COM 548661 10 7 3,420 164,804SH Defined " 164,804 MTR GAMING GROUP INC COM 553769 10 0 538 112,875SH Defined " 112,875 MACYS INC COM 55616P 10 4 2,330 120,000SH Defined " 120,000 MICROSOFT CORP COM 594918 10 4 688 25,000SH Defined " 25,000 NRG ENERGY INC COM NEW 629377 50 8 2,289 53,350SH Defined " 53,350 NEWS CORP CL A 65248E 10 4 1,880 125,000SH Defined " 125,000 NEWS CORP CL B 65248E 20 3 982 64,000SH Defined " 64,000 NEWSTAR FINANCIAL INC COM 65251F 10 5 443 74,966SH Defined " 74,966 NOVA BIOSOURCE FUELS INC COM 65488W 10 3 199 297,750SH Defined " 297,750 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN 10 0 832 78,300SH Defined " 78,300 O CHARLEYS INC COM 670823 10 3 1,562 155,256SH Defined " 155,256 PANERA BREAD CO CL A 69840W 10 8 2,054 44,400SH Defined " 44,400 PATTERSON UTI ENERGY INC COM 703481 10 1 1,445 40,000SH Defined " 40,000 PFIZER INC COM 717081 10 3 4,979 285,000SH Defined " 285,000 PIMCO HIGH INCOME FD COM SHS 722014 10 7 1,470 122,800SH Defined " 122,800 PRUDENTIAL FINL INC COM 744320 10 2 4,779 80,000SH Defined " 80,000 PULTE HOMES INC COM 745867 10 1 361 37,500SH Defined " 37,500 REDDY ICE HLDGS INC COM 75734R 10 5 707 51,650SH Defined " 51,650 SELECT COMFORT CORP COM 81616X 10 3 83 50,563SH Defined " 50,563 STAAR SURGICAL CO COM PAR $0.01 852312 30 5 212 68,409SH Defined " 68,409 TORTOISE ENERGY CAP CORP COM 89147U 10 0 2,169 85,900SH Defined " 85,900 TRINITY INDS INC COM 896522 10 9 2,949 85,000SH Defined " 85,000 UAL CORP COM NEW 902549 80 7 276 52,798SH Defined " 52,798 VIRGIN MEDIA INC COM 92769L 10 1 6,568 482,588SH Defined " 482,588 WACHOVIA CORP NEW COM 929903 10 2 202 13,000SH Defined " 13,000 WATTS WATER TECHNOLOGIES INC CL A 942749 10 2 4,574 183,700SH Defined " 183,700 HOLDINGS OF OTHER ENTITIES EACH HAVING LESS THAN $100 MILLION IN 13F SECURITIES - ------------------------------ ACE LTD ORD G0070K 10 3 3,471 63,000SH Sole 63,000 GLOBAL CROSSING LTD SHS NEW G3921A 17 5 255 14,224SH Defined 2 14,224 AMR CORP COM 001765 10 6 614 120,000SH Defined " 120,000 ALASKA AIR GROUP INC COM 011659 10 9 515 33,600SH Defined 1 33,600 AMERICAN COMMERCIAL LINES COM NEW 025195 20 7 437 40,000SH Defined 2 40,000 AMERICAN RAILCAR INDS INC COM 02916P 10 3 839 50,000SH Defined " 50,000 BANK OF AMERICA CORPORATION COM 060505 10 4 405 17,000SH Defined 17,000 BERKLEY W R CORP COM 084423 10 2 2,827 117,000SH Sole 117,000 BOSTON SCIENTIFIC CORP COM 101137 10 7 307 25,000SH Defined 25,000 BRISTOL MYERS SQUIBB CO COM 110122 10 8 205 10,000SH Defined 1 10,000 CHUBB CORP COM 171232 10 1 3,480 71,000SH Sole 71,000 CITIGROUP INC COM 172967 10 1 621 37,000SH Defined 1 37,000 COLONIAL BANCGROUP INC COM 195493 30 9 242 55,000SH Defined 55,000 COMCAST CORP NEW CL A 20030N 10 1 14,132 745,000SH Defined 2 745,000 COMPUCREDIT CORP COM 20478N 10 0 90 15,000SH Defined " 15,000 DELTA AIR LINES INC DEL COM NEW 247361 70 2 572 100,233SH Defined 1,2 100,233 EATON VANCE TAX MNG GBL DV E COM 27829F 10 8 456 30,000SH Defined 1 30,000 EMBARQ CORP COM 29078E 10 5 35 750SH Defined 750 ENERGY EAST CORP COM 29266M 10 9 494 20,000SH Defined 20,000 FEDERAL HOME LN MTG CORP COM 313400 30 1 541 33,000SH Defined 33,000 FIRST HORIZON NATL CORP COM 320517 10 5 483 65,000SH Defined 65,000 ING GLOBAL EQTY DIV & PREM O COM 45684E 10 7 158 10,000SH Defined 1 10,000 ISHARES TR MSCI EAFE IDX 464287 46 5 2,953 43,000SH Defined " 43,000 ISHARES TR DJ US TELECOMM 464287 71 3 230 9,550SH Defined " 9,550 ISHARES TR DJ US TECH SEC 464287 72 1 1,111 20,500SH Defined " 20,500 JOHNSON & JOHNSON COM 478160 10 4 1,126 17,500SH Defined 17,500 LOWES COS INC COM 548661 10 7 1,141 55,000SH Defined 55,000 MANAGED HIGH YIELD PLUS FD I COM 561911 10 8 33 10,000SH Defined 1 10,000 METROPCS COMMUNICATIONS INC COM 591708 10 2 1,771 100,000SH Defined 100,000 NRG ENERGY INC COM NEW 629377 50 8 1,531 35,678SH Defined 2 35,678 NATIONAL CITY CORP COM 635405 10 3 364 76,359SH Defined 76,359 NORTHWEST AIRLS CORP COM 667280 40 8 333 50,000SH Defined 50,000 O CHARLEYS INC COM 670823 10 3 701 69,698SH Defined 69,698 PEPCO HOLDINGS INC COM 713291 10 2 257 10,000SH Defined 1 10,000 PFIZER INC COM 717081 10 3 961 55,000SH Defined 55,000 PHILADELPHIA CONS HLDG CORP COM 717528 10 3 3,193 94,000SH Sole 94,000 POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X 10 4 1,121 24,400SH Defined 1 24,400 POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X 30 2 186 21,300SH Defined " 21,300 PRUDENTIAL FINL INC COM 744320 10 2 5,078 85,000SH Defined 2 85,000 PULTE HOMES INC COM 745867 10 1 193 20,000SH Defined 20,000 REDDY ICE HLDGS INC COM 75734R 10 5 1,105 80,781SH Defined 2 80,781 RELIANT ENERGY INC COM 75952B 10 5 246 11,547SH Sole 11,547 ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097 74 7 171 10,000SH Defined 1 10,000 SPDR TR UNIT SER 1 78462F 10 3 6,271 49,000SH Defined " 49,000 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y 10 0 236 5,660SH Defined 1 5,660 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y 20 9 1,228 40,150SH Defined " 40,150 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y 30 8 938 35,060SH Defined " 35,060 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y 40 7 1,456 51,120SH Defined " 51,120 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y 60 5 1,216 60,000SH Defined " 60,000 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y 88 6 305 7,500SH Defined " 7,500 UAL CORP COM NEW 902549 80 7 211 40,318SH Defined 2 40,318 VIRGIN MEDIA INC COM 92769L 10 1 9,256 680,000SH Defined " 680,000 WACHOVIA CORP NEW COM 929903 10 2 683 44,000SH Defined 44,000 WATTS WATER TECHNOLOGIES INC CL A 942749 10 2 6,552 263,100SH Defined 2 263,100 ---------- REPORT TOTAL $559,139 ==========
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