Exhibit 99.1
ZENITH NATIONAL INSURANCE CORP. AND SUBSIDIARIES
Available-For-Sale Investment Portfolio
March 31, 2010
(in thousands)
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
| |||
|
|
|
|
|
|
|
|
|
| |||
Corporate Debt |
|
|
|
|
|
|
|
|
| |||
008685AC3 |
| AHOLD FINANCE USA INC |
| $ | 3,977 |
| $ | 4,038 |
| $ | 3,960 |
|
013716AR6 |
| ALCAN ALUMINUM LTD |
| 4,857 |
| 5,290 |
| 5,000 |
| |||
013817AF8 |
| ALCOA INC |
| 7,233 |
| 7,494 |
| 7,100 |
| |||
017363AD4 |
| ALLEGHENY ENERGY SUPPLY |
| 5,110 |
| 5,268 |
| 5,000 |
| |||
017363AE2 |
| ALLEGHENY ENERGY SUPPLY |
| 4,146 |
| 4,412 |
| 4,000 |
| |||
02003MBQ6 |
| ALLSTATE LIFE GL FN TRST |
| 4,124 |
| 4,357 |
| 4,000 |
| |||
023608AE2 |
| AMEREN CORPORATION |
| 1,992 |
| 2,308 |
| 2,000 |
| |||
025932203 |
| AMERICAN FINANCIAL GROUP |
| 6,503 |
| 6,738 |
| 6,875 |
| |||
026874AT4 |
| AMERICAN INTERNATIONAL GROUP |
| 9,727 |
| 9,816 |
| 10,000 |
| |||
02687QBE7 |
| AMERICAN INTERNATIONAL GROUP |
| 5,019 |
| 5,136 |
| 5,000 |
| |||
032511AU1 |
| ANADARKO PETROLEUM CORP |
| 2,001 |
| 2,133 |
| 2,000 |
| |||
03523TAL2 |
| ANHEUSER-BUSCH INBEV WOR |
| 2,996 |
| 3,081 |
| 3,000 |
| |||
00184AAF2 |
| AOL TIME WARNER |
| 3,090 |
| 3,300 |
| 3,000 |
| |||
037389AS2 |
| AON CORPORATION |
| 8,239 |
| 8,951 |
| 8,000 |
| |||
037411AQ8 |
| APACHE CORP |
| 2,044 |
| 2,184 |
| 2,000 |
| |||
046353AC2 |
| ASTRAZENECA PLC |
| 5,134 |
| 5,460 |
| 5,000 |
| |||
001957BC2 |
| AT&T CORP |
| 3,266 |
| 3,279 |
| 3,000 |
| |||
00206RAF9 |
| AT&T INC |
| 5,287 |
| 5,371 |
| 5,000 |
| |||
00209AAG1 |
| AT&T WIRELESS |
| 8,956 |
| 9,028 |
| 8,000 |
| |||
053611AC3 |
| AVERY DENNISON CORP |
| 3,069 |
| 3,111 |
| 3,000 |
| |||
054303AS1 |
| AVON PRODUCTS INC |
| 5,744 |
| 5,951 |
| 5,750 |
| |||
064057BA9 |
| BANK OF NEW YORK CO INC. |
| 1,023 |
| 1,089 |
| 1,000 |
| |||
06406HBJ7 |
| BANK OF NEW YORK MELLON |
| 3,151 |
| 3,204 |
| 3,000 |
| |||
06739FGP0 |
| BARCLAY’S BANK PLC |
| 10,007 |
| 10,012 |
| 10,000 |
| |||
073902CE6 |
| BEAR STEARNS COMPANIES |
| 5,056 |
| 5,114 |
| 5,000 |
| |||
079860AJ1 |
| BELLSOUTH CORP |
| 1,002 |
| 1,066 |
| 1,000 |
| |||
084423AJ1 |
| BERKLEY (WR) CORP |
| 7,992 |
| 8,644 |
| 8,204 |
| |||
084423AK8 |
| BERKLEY (WR) CORP |
| 1,543 |
| 1,569 |
| 1,550 |
| |||
084664BD2 |
| BERKSHIRE HATHAWAY FINANCE |
| 5,118 |
| 5,331 |
| 5,000 |
| |||
055451AD0 |
| BHP BILLITON FIN USA LTD |
| 1,006 |
| 1,071 |
| 1,000 |
| |||
055451AG3 |
| BHP BILLITON FIN USA LTD |
| 5,045 |
| 5,502 |
| 5,000 |
| |||
09247XAF8 |
| BLACKROCK INC |
| 3,013 |
| 3,025 |
| 3,000 |
| |||
097023BB0 |
| BOEING CO |
| 1,328 |
| 1,322 |
| 1,317 |
| |||
10112RAF1 |
| BOSTON PROPERTIES LP |
| 868 |
| 1,109 |
| 1,050 |
| |||
10112RAK0 |
| BOSTON PROPERTIES LP |
| 5,167 |
| 4,981 |
| 5,000 |
| |||
05565QBF4 |
| BP CAPITAL MARKETS PLC |
| 8,418 |
| 8,803 |
| 8,000 |
| |||
054937AD9 |
| BRANCH BANKING & TRUST |
| 2,462 |
| 2,636 |
| 2,500 |
| |||
134429AM1 |
| CAMPBELL SOUP CO |
| 5,603 |
| 5,797 |
| 5,500 |
| |||
134429AR0 |
| CAMPBELL SOUP CO |
| 4,513 |
| 4,898 |
| 4,500 |
| |||
14170TAD3 |
| CAREFUSION CORP |
| 1,345 |
| 1,372 |
| 1,315 |
| |||
14912L2W0 |
| CATERPILLAR FINANCIAL SERVICES |
| 741 |
| 762 |
| 740 |
| |||
14912L4F5 |
| CATERPILLAR FINANCIAL SERVICES |
| 5,488 |
| 5,635 |
| 5,000 |
| |||
14912L4J7 |
| CATERPILLAR FINANCIAL SERVICES |
| 3,010 |
| 3,021 |
| 3,000 |
| |||
165167BY2 |
| CHESAPEAKE ENERGY CORP |
| 4,111 |
| 4,170 |
| 4,000 |
| |||
166751AK3 |
| CHEVRON CORP |
| 6,262 |
| 6,246 |
| 6,000 |
| |||
166754AC5 |
| CHEVRON PHILLIPS |
| 5,098 |
| 5,250 |
| 5,000 |
| |||
171232AF8 |
| CHUBB CORP |
| 5,024 |
| 5,359 |
| 5,000 |
| |||
172967CQ2 |
| CITIGROUP INC |
| 9,666 |
| 9,986 |
| 10,000 |
| |||
12572QAA3 |
| CME GROUP INC |
| 5,012 |
| 5,455 |
| 5,000 |
| |||
12572QAD7 |
| CME GROUP INC |
| 999 |
| 1,098 |
| 1,000 |
| |||
191216AL4 |
| COCA-COLA COMPANY |
| 5,147 |
| 5,201 |
| 5,000 |
| |||
19416QDB3 |
| COLGATE PALMOLIVE CO. |
| 2,000 |
| 2,186 |
| 2,000 |
| |||
205887BA9 |
| CONAGRA INC |
| 216 |
| 227 |
| 211 |
| |||
20825RAB7 |
| CONOCOPHIL AU |
| 4,893 |
| 5,477 |
| 5,000 |
| |||
20825CAM6 |
| CONOCOPHILLIPS |
| 5,242 |
| 5,307 |
| 5,000 |
| |||
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
|
20825VAA0 |
| CONOCOPHILLIPS CANADA |
| 5,415 |
| 5,800 |
| 5,400 |
|
209111DZ3 |
| CONSOLIDATED EDISON |
| 4,060 |
| 4,359 |
| 4,000 |
|
209111EC3 |
| CONSOLIDATED EDISON |
| 967 |
| 1,040 |
| 1,000 |
|
209615BX0 |
| CONSOLIDATED NATURAL GAS |
| 10,179 |
| 10,714 |
| 10,000 |
|
21701RAB4 |
| COORS BREWING CO |
| 422 |
| 445 |
| 411 |
|
224044BE6 |
| COX COMMUNICATIONS INC |
| 2,027 |
| 2,235 |
| 2,000 |
|
126650BD1 |
| CVS CORP |
| 5,007 |
| 5,286 |
| 5,000 |
|
23331AAT6 |
| D.R. HORTON INC |
| 1,963 |
| 1,980 |
| 2,000 |
|
23383FBU8 |
| DAIMLER FINANCE NA LLC |
| 2,029 |
| 2,108 |
| 2,000 |
|
247109BQ3 |
| DELMARVA POWER & LIGHT |
| 4,663 |
| 4,740 |
| 4,200 |
|
25179SAC4 |
| DEVON FINANCING CORP ULC |
| 3,068 |
| 3,237 |
| 3,000 |
|
25459HAD7 |
| DIRECTV HOLDINGS/FING |
| 5,187 |
| 5,194 |
| 5,000 |
|
254687AV8 |
| DISNEY (WALT) CO |
| 8,466 |
| 9,169 |
| 8,500 |
|
260003AE8 |
| DOVER CORP |
| 2,951 |
| 3,258 |
| 3,000 |
|
26054CAD5 |
| DOW CAPITAL BV |
| 4,026 |
| 4,034 |
| 4,000 |
|
260543BF9 |
| DOW CHEMICAL CO |
| 5,874 |
| 6,283 |
| 5,700 |
|
263534BM0 |
| DU PONT (E I) DE NEMOURS |
| 4,996 |
| 5,012 |
| 5,000 |
|
263534BU2 |
| DU PONT (E I) DE NEMOURS |
| 6,440 |
| 6,498 |
| 6,000 |
|
278058DF6 |
| EATON CORP |
| 5,240 |
| 5,326 |
| 5,000 |
|
291011AP9 |
| EMERSON ELECTRIC CO |
| 8,229 |
| 8,915 |
| 8,000 |
|
291011AT1 |
| EMERSON ELECTRIC CO |
| 741 |
| 806 |
| 750 |
|
518439AA2 |
| ESTEE LAUDER COMPANIES |
| 2,043 |
| 2,162 |
| 2,000 |
|
303901AC6 |
| FAIRFAX FINANCIAL HLDGS |
| 8,188 |
| 9,070 |
| 8,457 |
|
303901AN2 |
| FAIRFAX FINANCIAL HLDGS |
| 23,119 |
| 24,413 |
| 23,250 |
|
303901AP7 |
| FAIRFAX FINANCIAL HLDGS |
| 6,712 |
| 7,245 |
| 7,000 |
|
31331FAN1 |
| FEDERAL EXPRESS |
| 6,442 |
| 6,446 |
| 6,438 |
|
31331FAQ4 |
| FEDERAL EXPRESS |
| 2,682 |
| 2,855 |
| 2,607 |
|
5526E2AC3 |
| FIA CREDIT SERVICES NA |
| 5,242 |
| 5,479 |
| 5,000 |
|
345397TS2 |
| FORD MOTOR CREDIT |
| 10,259 |
| 10,250 |
| 10,000 |
|
361448AG8 |
| GATX CORP |
| 2,975 |
| 3,441 |
| 3,000 |
|
361448AH6 |
| GATX CORP |
| 1,999 |
| 2,088 |
| 2,000 |
|
361477AA0 |
| GATX CORP |
| 3,732 |
| 4,321 |
| 3,732 |
|
369550AK4 |
| GENERAL DYNAMICS CORP |
| 8,629 |
| 9,346 |
| 8,750 |
|
36962G2S2 |
| GENERAL ELECTRIC CAPITAL CORP |
| 4,950 |
| 5,147 |
| 5,000 |
|
36962GWB6 |
| GENERAL ELECTRIC CAPITAL CORP |
| 3,076 |
| 3,137 |
| 3,000 |
|
36962GY24 |
| GENERAL ELECTRIC CAPITAL CORP |
| 1,856 |
| 1,860 |
| 1,860 |
|
369604AY9 |
| GENERAL ELECTRIC CO |
| 5,259 |
| 5,390 |
| 5,000 |
|
370334BG8 |
| GENERAL MILLS INC |
| 2,148 |
| 2,183 |
| 2,000 |
|
37033LFW1 |
| GENERAL MILLS INC |
| 5,116 |
| 5,414 |
| 5,000 |
|
37426@AA4 |
| GETTINGHIRED LLC |
| 1,000 |
| 1,000 |
| 1,000 |
|
38141GAZ7 |
| GOLDMAN SACHS GROUP INC |
| 5,213 |
| 5,234 |
| 5,000 |
|
38141GEF7 |
| GOLDMAN SACHS GROUP INC |
| 10,280 |
| 10,324 |
| 10,000 |
|
38141GFD1 |
| GOLDMAN SACHS GROUP INC |
| 10,289 |
| 9,987 |
| 10,000 |
|
38143UAW1 |
| GOLDMAN SACHS GROUP INC |
| 10,342 |
| 10,510 |
| 10,000 |
|
406216AR2 |
| HALLIBURTON CO |
| 1,004 |
| 1,028 |
| 1,000 |
|
4128A0AB9 |
| HARLEY DAVIDSON |
| 3,601 |
| 3,740 |
| 3,700 |
|
41283DAA1 |
| HARLEY DAVIDSON FUNDING |
| 6,305 |
| 7,305 |
| 7,000 |
|
416515AR5 |
| HARTFORD FINANCIAL SVCS GRP |
| 4,916 |
| 5,100 |
| 5,000 |
|
42217JBE8 |
| HCP INC |
| 6,877 |
| 6,937 |
| 6,850 |
|
428236AY9 |
| HEWLETT-PACKARD CO |
| 1,026 |
| 1,033 |
| 1,000 |
|
43502@AA9 |
| HOLDINGS GAMING BORROWER, L.P. |
| 9,529 |
| 9,453 |
| 9,950 |
|
437076AM4 |
| HOME DEPOT INC |
| 14,983 |
| 15,218 |
| 15,000 |
|
437076AN2 |
| HOME DEPOT INC |
| 2,019 |
| 2,077 |
| 2,000 |
|
438516AN6 |
| HONEYWELL INTERNATIONAL INC |
| 5,097 |
| 5,407 |
| 5,000 |
|
448055AE3 |
| HUSKY ENERGY INC |
| 500 |
| 544 |
| 500 |
|
448579AA0 |
| HYATT HOTELS CORP |
| 7,083 |
| 7,144 |
| 7,000 |
|
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
|
459200AL5 |
| IBM CORP |
| 9,961 |
| 10,720 |
| 9,200 |
|
459200DU2 |
| IBM CORP |
| 7,037 |
| 7,278 |
| 7,000 |
|
459200GN5 |
| IBM CORP |
| 4,987 |
| 5,739 |
| 5,000 |
|
44924EAB6 |
| IBM INTERNATIONAL GROUP CAP |
| 4,107 |
| 4,343 |
| 4,000 |
|
452308AH2 |
| ILLINOIS TOOL WORKS |
| 2,006 |
| 2,183 |
| 2,000 |
|
456866AS1 |
| INGERSOLL RAND PLC |
| 5,714 |
| 5,991 |
| 5,750 |
|
458140AD2 |
| INTEL CORP |
| 10,694 |
| 11,285 |
| 11,500 |
|
460146BU6 |
| INTERNATIONAL PAPER CO |
| 5,969 |
| 6,338 |
| 6,000 |
|
450679BW4 |
| ITT CORP |
| 998 |
| 1,062 |
| 1,000 |
|
244217BG9 |
| JOHN DEERE CAPITAL CORP |
| 5,171 |
| 5,530 |
| 5,000 |
|
244217BK0 |
| JOHN DEERE CAPITAL CORP |
| 8,684 |
| 9,222 |
| 8,500 |
|
24422EQM4 |
| JOHN DEERE CAPITAL CORP |
| 4,651 |
| 4,822 |
| 4,450 |
|
24422EQW2 |
| JOHN DEERE CAPITAL CORP |
| 998 |
| 1,086 |
| 1,000 |
|
478366AM9 |
| JOHNSON CONTROLS INC |
| 8,028 |
| 8,504 |
| 8,000 |
|
478366AQ0 |
| JOHNSON CONTROLS INC |
| 5,919 |
| 6,200 |
| 6,000 |
|
46625HAT7 |
| JPMORGAN CHASE & CO |
| 5,321 |
| 5,426 |
| 5,000 |
|
46625HAX8 |
| JPMORGAN CHASE & CO |
| 4,887 |
| 5,268 |
| 5,000 |
|
46625HGG9 |
| JPMORGAN CHASE & CO |
| 5,161 |
| 5,266 |
| 5,000 |
|
48666KAM1 |
| KB HOME |
| 4,909 |
| 4,800 |
| 5,000 |
|
487836AS7 |
| KELLOGG CO |
| 2,031 |
| 2,110 |
| 2,000 |
|
487836AZ1 |
| KELLOGG CO |
| 5,007 |
| 5,415 |
| 5,000 |
|
494550AR7 |
| KINDER MORGAN ENERGY PRTNRS |
| 2,748 |
| 2,948 |
| 2,750 |
|
49926AAA3 |
| KNOWLEDGE LEARNING CENTER |
| 8,948 |
| 8,730 |
| 9,000 |
|
50075NAH7 |
| KRAFT FOODS INC |
| 5,108 |
| 5,472 |
| 5,000 |
|
50075NAY0 |
| KRAFT FOODS INC |
| 997 |
| 1,008 |
| 1,000 |
|
527288AS3 |
| LEUCADIA NATIONAL CORP |
| 7,013 |
| 7,263 |
| 7,000 |
|
527288BD5 |
| LEUCADIA NATIONAL CORP |
| 4,991 |
| 5,181 |
| 5,000 |
|
55608JAA6 |
| MACQUARIE GROUP LTD |
| 4,151 |
| 4,466 |
| 4,000 |
|
571748AN2 |
| MARSH & MCLENNAN COMPANY |
| 6,423 |
| 6,510 |
| 6,400 |
|
55259PAC0 |
| MARSHALL & ILSLEY BANK |
| 3,487 |
| 3,485 |
| 3,500 |
|
57629WBH2 |
| MASSMUTUAL GLOBAL FUNDING |
| 999 |
| 1,035 |
| 1,000 |
|
58013MDU5 |
| MCDONALD’S CORP |
| 4,879 |
| 5,333 |
| 5,000 |
|
58405UAE2 |
| MEDCO HEALTH SOLUTIONS INC |
| 3,219 |
| 3,291 |
| 3,000 |
|
589331AH0 |
| MERCK & CO INC |
| 5,159 |
| 5,349 |
| 5,000 |
|
59018YJ36 |
| MERRILL LYNCH & CO |
| 10,154 |
| 10,680 |
| 10,000 |
|
590188JF6 |
| MERRILL LYNCH & CO INC |
| 6,458 |
| 6,268 |
| 6,000 |
|
59217EAR5 |
| MET LIFE GLOBAL FUNDING |
| 9,977 |
| 10,004 |
| 10,000 |
|
59217EAU8 |
| MET LIFE GLOBAL FUNDING |
| 4,998 |
| 5,061 |
| 5,000 |
|
59217EBD5 |
| MET LIFE GLOBAL FUNDING |
| 10,027 |
| 10,439 |
| 10,000 |
|
59217EBZ6 |
| MET LIFE GLOBAL FUNDING |
| 2,544 |
| 2,541 |
| 2,500 |
|
626717AB8 |
| MURPHY OIL CORP |
| 5,834 |
| 6,107 |
| 5,700 |
|
636180BJ9 |
| NATIONAL FUEL GAS CO |
| 998 |
| 1,196 |
| 1,000 |
|
638612AG6 |
| NATIONWIDE FINANCIAL SERVICES |
| 3,946 |
| 4,072 |
| 4,000 |
|
64952WAJ2 |
| NEW YORK LIFE GLOBAL FDG |
| 10,058 |
| 10,789 |
| 10,000 |
|
64953BAP3 |
| NEW YORK LIFE GLOBAL FDG |
| 4,994 |
| 5,353 |
| 5,000 |
|
652482BG4 |
| NEWS AMERICA INC |
| 5,367 |
| 5,479 |
| 5,000 |
|
65473QAJ2 |
| NISOURCE FINANCE CORP |
| 4,089 |
| 4,153 |
| 4,000 |
|
665859AJ3 |
| NORTHERN TRUST CORP |
| 1,995 |
| 2,213 |
| 2,000 |
|
66989HAB4 |
| NOVARTIS CAPITAL CORP |
| 1,997 |
| 1,999 |
| 2,000 |
|
674599BV6 |
| OCCIDENTAL PETROLEUM CORP |
| 12,894 |
| 13,598 |
| 12,440 |
|
67612WAC2 |
| ODYSSEY RE HOLDINGS CORP |
| 6,159 |
| 6,849 |
| 6,250 |
|
677415CK5 |
| OHIO POWER COMPANY |
| 4,524 |
| 4,615 |
| 4,500 |
|
68268NAA1 |
| ONEOK PARTNERS LP |
| 4,023 |
| 4,288 |
| 4,000 |
|
68402LAE4 |
| ORACLE CORP |
| 5,071 |
| 5,171 |
| 5,000 |
|
694308GD3 |
| PACIFIC GAS & ELECTRIC |
| 6,052 |
| 6,438 |
| 6,000 |
|
701094AG9 |
| PARKER-HANNIFIN CORP |
| 598 |
| 630 |
| 600 |
|
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
|
704549AC8 |
| PEABODY ENERGY CORP |
| 5,924 |
| 6,068 |
| 6,000 |
|
707271AM4 |
| PENN CENTRAL CORP |
| 1,608 |
| 1,650 |
| 1,500 |
|
10138MAF2 |
| PEPSI BOTTLING GROUP INC |
| 4,935 |
| 5,384 |
| 5,000 |
|
713448BK3 |
| PEPSICO INC |
| 5,168 |
| 5,228 |
| 5,000 |
|
713448BL1 |
| PEPSICO INC |
| 10,000 |
| 10,005 |
| 10,000 |
|
713448BM9 |
| PEPSICO INC |
| 5,040 |
| 5,053 |
| 5,000 |
|
717081CZ4 |
| PFIZER INC |
| 8,103 |
| 8,480 |
| 8,000 |
|
718172AB5 |
| PHILIP MORRIS INTERNATIONAL |
| 8,904 |
| 9,128 |
| 8,500 |
|
72447WAN9 |
| PITNEY BOWES INC |
| 9,764 |
| 10,508 |
| 10,000 |
|
73755LAE7 |
| POTASH CORP-SASKATCHEWAN |
| 4,614 |
| 4,865 |
| 4,500 |
|
74005PAJ3 |
| PRAXAIR INC |
| 713 |
| 761 |
| 695 |
|
74005PAL8 |
| PRAXAIR INC |
| 1,445 |
| 1,578 |
| 1,500 |
|
74005PAS3 |
| PRAXAIR INC |
| 11,357 |
| 12,028 |
| 11,300 |
|
74254PLA8 |
| PRINCIPAL LIFE INC FDG |
| 2,944 |
| 3,035 |
| 2,950 |
|
742718DL0 |
| PROCTER & GAMBLE CO |
| 9,597 |
| 9,670 |
| 9,000 |
|
742718DR7 |
| PROCTER & GAMBLE CO |
| 4,997 |
| 5,001 |
| 5,000 |
|
74432QAP0 |
| PRUDENTIAL FINANCIAL INC |
| 1,577 |
| 1,785 |
| 1,700 |
|
771196AQ5 |
| ROCHE HOLDINGS INC |
| 11,982 |
| 12,962 |
| 12,000 |
|
786514BL2 |
| SAFEWAY INC |
| 5,565 |
| 5,643 |
| 5,555 |
|
803111AK9 |
| SARA LEE CORP |
| 5,080 |
| 5,313 |
| 5,000 |
|
78387GAH6 |
| SBC COMMUNICATIONS INC |
| 5,023 |
| 5,365 |
| 5,000 |
|
816851AN9 |
| SEMPRA ENERGY |
| 998 |
| 1,117 |
| 1,000 |
|
828807AW7 |
| SIMON PROPERTY GROUP INC |
| 5,070 |
| 5,248 |
| 5,000 |
|
828807BE6 |
| SIMON PROPERTY GROUP LP |
| 4,926 |
| 5,064 |
| 5,000 |
|
828807BW6 |
| SIMON PROPERTY GROUP LP |
| 2,512 |
| 2,477 |
| 2,500 |
|
828807BX4 |
| SIMON PROPERTY GROUP LP |
| 4,500 |
| 5,263 |
| 5,000 |
|
842434CE0 |
| SOUTHERN CAL GAS |
| 9,950 |
| 10,291 |
| 10,000 |
|
843646AC4 |
| SOUTHERN POWER CO |
| 3,060 |
| 3,280 |
| 3,000 |
|
852061AE0 |
| SPRINT NEXTEL CORP |
| 4,000 |
| 3,986 |
| 4,000 |
|
854616AK5 |
| STANLEY BLACK & DECKER INC |
| 4,973 |
| 5,366 |
| 5,000 |
|
855030AH5 |
| STAPLES INC |
| 1,034 |
| 1,113 |
| 1,000 |
|
855030AJ1 |
| STAPLES INC |
| 5,093 |
| 6,001 |
| 4,950 |
|
863667AA9 |
| STRYKER CORP |
| 5,016 |
| 4,998 |
| 5,000 |
|
87612EAM8 |
| TARGET CORP |
| 4,140 |
| 4,191 |
| 4,000 |
|
883203BJ9 |
| TEXTRON INC |
| 3,993 |
| 4,033 |
| 4,000 |
|
88732JAK4 |
| TIME WARNER CABLE INC |
| 5,422 |
| 5,517 |
| 5,000 |
|
88732JAR9 |
| TIME WARNER CABLE INC |
| 1,992 |
| 2,309 |
| 2,000 |
|
8941A0AB1 |
| TRAVELERS LIFE |
| 4,223 |
| 4,323 |
| 4,250 |
|
907818CY2 |
| UNION PACIFIC CORP |
| 4,810 |
| 4,876 |
| 4,500 |
|
911312AG1 |
| UNITED PARCEL SERVICE |
| 3,219 |
| 3,207 |
| 3,000 |
|
913017BD0 |
| UNITED TECHNOLOGIES CORP |
| 507 |
| 525 |
| 500 |
|
913017BF5 |
| UNITED TECHNOLOGIES CORP |
| 5,311 |
| 5,687 |
| 5,200 |
|
91324PAE2 |
| UNITEDHEALTH GROUP INC |
| 4,919 |
| 5,314 |
| 5,000 |
|
91324PBH4 |
| UNITEDHEALTH GROUP INC |
| 1,974 |
| 2,139 |
| 2,000 |
|
91159HGR5 |
| US BANCORP |
| 10,040 |
| 10,492 |
| 10,000 |
|
90331HKP7 |
| US BANK NA |
| 5,143 |
| 5,323 |
| 5,000 |
|
91915WAB8 |
| VALIDUS HOLDINGS INC |
| 9,871 |
| 10,262 |
| 10,000 |
|
920355AD6 |
| VALSPAR CORP |
| 1,993 |
| 2,135 |
| 2,000 |
|
92343VAJ3 |
| VERIZON COMMUNICATIONS |
| 10,116 |
| 10,607 |
| 10,000 |
|
92344UAA3 |
| VERIZON NEW JERSEY INC |
| 2,021 |
| 2,130 |
| 2,000 |
|
92345NAA8 |
| VERIZON VIRGINIA INC |
| 12,729 |
| 13,632 |
| 13,000 |
|
925524BB5 |
| VIACOM INC |
| 2,500 |
| 2,762 |
| 2,500 |
|
931422AD1 |
| WALGREEN CO |
| 5,157 |
| 5,443 |
| 5,000 |
|
931142AS2 |
| WAL-MART STORES INC |
| 2,066 |
| 2,307 |
| 2,000 |
|
931142BT9 |
| WAL-MART STORES INC |
| 8,179 |
| 8,602 |
| 8,000 |
|
931142BV4 |
| WAL-MART STORES INC |
| 4,047 |
| 4,118 |
| 4,000 |
|
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
| |||
93884PDD9 |
| WASHINGTON GAS LIGHT |
| 3,000 |
| 3,104 |
| 3,000 |
| |||
94973VAJ6 |
| WELLPOINT INC |
| 749 |
| 772 |
| 750 |
| |||
949746CL3 |
| WELLS FARGO & COMPANY |
| 4,966 |
| 5,310 |
| 5,000 |
| |||
94975CAL1 |
| WELLS FARGO FINANCIAL |
| 5,068 |
| 5,368 |
| 5,000 |
| |||
964152AA0 |
| WHITE MOUNTAINS RE GROUP |
| 4,995 |
| 4,875 |
| 5,000 |
| |||
96946RAA3 |
| WILLIAM COS INC |
| 4,015 |
| 4,074 |
| 4,000 |
| |||
976843BC5 |
| WISCONSIN PUBLIC SERVICE |
| 5,018 |
| 5,333 |
| 5,000 |
| |||
982526AA3 |
| WRIGLEY (WM) JR CO |
| 8,992 |
| 9,055 |
| 12,000 |
| |||
983024AA8 |
| WYETH |
| 12,447 |
| 13,132 |
| 12,000 |
| |||
983130AD7 |
| WYNN LAS VEGAS LLC |
| 38,320 |
| 38,903 |
| 39,000 |
| |||
984121BL6 |
| XEROX CORP |
| 5,001 |
| 5,050 |
| 5,000 |
| |||
984121BN2 |
| XEROX CORP |
| 3,030 |
| 3,186 |
| 3,000 |
| |||
98385XAN6 |
| XTO ENERGY INC |
| 2,580 |
| 2,675 |
| 2,495 |
| |||
Subtotal Corporate Debt |
|
|
| $ | 1,216,668 |
| $ | 1,268,445 |
| $ | 1,208,512 |
|
|
|
|
|
|
|
|
|
|
| |||
State and Local Government Debt |
|
|
|
|
|
|
|
|
| |||
005482F66 |
| ADAMS & ARAPAHOE CNTYS CO |
| $ | 3,194 |
| $ | 3,325 |
| $ | 3,000 |
|
041790L61 |
| ARLINGTON TEXAS |
| 1,050 |
| 1,109 |
| 1,000 |
| |||
13033LDN4 |
| CALIFORNIA HEALTH FACS FING |
| 4,531 |
| 4,514 |
| 4,195 |
| |||
13034PBX4 |
| CALIFORNIA HSG FIN AGY REV |
| 1,000 |
| 1,020 |
| 1,000 |
| |||
13033WTX1 |
| CALIFORNIA INFRASTRUCTURE |
| 1,075 |
| 1,074 |
| 1,045 |
| |||
13033WUP6 |
| CALIFORNIA INFRASTRUCTURE |
| 1,576 |
| 1,592 |
| 1,530 |
| |||
13063BBY7 |
| CALIFORNIA ST |
| 9,550 |
| 9,913 |
| 10,000 |
| |||
13063BBZ4 |
| CALIFORNIA ST |
| 10,182 |
| 10,550 |
| 10,000 |
| |||
13062PWZ1 |
| CALIFORNIA STATE |
| 947 |
| 952 |
| 945 |
| |||
167505FU5 |
| CHICAGO ILL BRD ED |
| 5,359 |
| 5,385 |
| 5,000 |
| |||
167592QH0 |
| CHICAGO ILL O HARE INTL ARPT |
| 969 |
| 1,011 |
| 1,000 |
| |||
167664XK2 |
| CHICAGO ILL PUB BLDG COMM REV |
| 3,153 |
| 3,342 |
| 3,000 |
| |||
181108RS2 |
| CLARK CNTY WASH PUB UTIL DIST |
| 3,140 |
| 3,309 |
| 3,000 |
| |||
20772F6N5 |
| CONNECTICUT STATE |
| 3,154 |
| 3,339 |
| 3,000 |
| |||
2131833N4 |
| COOK CNTY ILL |
| 3,204 |
| 3,338 |
| 3,000 |
| |||
235416UJ1 |
| DALLAS TEX WTRWKS & SWR S |
| 2,103 |
| 2,209 |
| 2,000 |
| |||
251129J37 |
| DETROIT MICH CITY SCH DIST |
| 1,046 |
| 1,075 |
| 1,000 |
| |||
303820G81 |
| FAIRFAX CNTY VA |
| 2,039 |
| 2,157 |
| 2,000 |
| |||
359900B63 |
| FULTON CNTY GA DEV AUTH REV |
| 5,964 |
| 6,096 |
| 6,000 |
| |||
403760DA6 |
| GWINNETT CNTY GA WTR & SEW AUT |
| 3,132 |
| 3,305 |
| 3,000 |
| |||
414005EQ7 |
| HARRIS CNTY TEX |
| 1,262 |
| 1,312 |
| 1,225 |
| |||
414005EU8 |
| HARRIS CNTY TEX |
| 798 |
| 822 |
| 775 |
| |||
4424366E6 |
| HOUSTON TEX WTR & SWR SYS REV |
| 971 |
| 1,010 |
| 935 |
| |||
4424362S9 |
| HOUSTON TEX WTR & SWR SYS REV |
| 3,158 |
| 3,365 |
| 3,000 |
| |||
4424366F3 |
| HOUSTON TEX WTR & SWR SYS REV |
| 1,106 |
| 1,144 |
| 1,065 |
| |||
452151DD2 |
| ILLINOIS ST |
| 3,158 |
| 3,310 |
| 3,000 |
| |||
452151MS9 |
| ILLINOIS ST |
| 3,126 |
| 3,289 |
| 3,000 |
| |||
495289JC5 |
| KING CNTY WASH SWR REV |
| 2,094 |
| 2,205 |
| 2,000 |
| |||
544495FN9 |
| LOS ANGELES CALIF WTR & PWR |
| 2,067 |
| 2,210 |
| 2,000 |
| |||
556547EX1 |
| MADISON & JERSEY CNTYS ILL SD |
| 3,199 |
| 3,357 |
| 3,000 |
| |||
5741924H0 |
| MARYLAND ST |
| 5,053 |
| 5,018 |
| 5,000 |
| |||
574192SH4 |
| MARYLAND ST |
| 2,243 |
| 2,427 |
| 2,085 |
| |||
576004FA8 |
| MASSACHUSETTS ST SPL OBLIG |
| 3,117 |
| 3,327 |
| 3,000 |
| |||
576004FB6 |
| MASSACHUSETTS ST SPL OBLIG |
| 3,186 |
| 3,345 |
| 3,000 |
| |||
590536CB2 |
| MESA ARIZ STR & HWY REV |
| 2,004 |
| 2,076 |
| 2,000 |
| |||
6775183J9 |
| OHIO STATE |
| 3,080 |
| 3,204 |
| 3,000 |
| |||
696617XJ3 |
| PALM DESERT CALIF FING AUTH |
| 4,000 |
| 4,047 |
| 3,835 |
| |||
70914PLE0 |
| PENNSYLVANIA ST |
| 520 |
| 554 |
| 495 |
| |||
70914PLJ9 |
| PENNSYLVANIA ST |
| 2,631 |
| 2,774 |
| 2,505 |
| |||
736688EW8 |
| PORTLAND ORE CMNTY COLLEGE |
| 3,140 |
| 3,252 |
| 3,000 |
|
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
| |||
785849SK7 |
| SACRAMENTO CALIF CITY FING AUT |
| 1,028 |
| 1,075 |
| 1,000 |
| |||
79575DLN8 |
| SALT RIVER PROJ ARIZ AGRIC IMP |
| 3,111 |
| 3,232 |
| 3,000 |
| |||
7962363U9 |
| SAN ANTONIO TEX |
| 248 |
| 264 |
| 235 |
| |||
7962364F1 |
| SAN ANTONIO TEX |
| 2,949 |
| 3,137 |
| 2,800 |
| |||
796253WA6 |
| SAN ANTONIO TEX ELEC & GAS |
| 3,138 |
| 3,404 |
| 3,000 |
| |||
798153DW9 |
| SAN JOSE CALIF FING AUTH LEASE |
| 3,072 |
| 3,145 |
| 3,000 |
| |||
798147XL3 |
| SAN JOSE CALIF REDEV AGY TAX |
| 5,173 |
| 5,282 |
| 5,000 |
| |||
798147XN9 |
| SAN JOSE CALIF REDEV AGY TAX |
| 3,718 |
| 3,747 |
| 3,525 |
| |||
833085SJ3 |
| SNOHOMISH CNTY WASH |
| 3,770 |
| 3,997 |
| 3,670 |
| |||
791434TD5 |
| ST LOUIS CNTY MO ROCKWOOD SD |
| 3,158 |
| 3,320 |
| 3,000 |
| |||
930863XQ3 |
| WAKE CNTY NORTH CAROLINA |
| 2,006 |
| 2,151 |
| 2,000 |
| |||
93974AA61 |
| WASHINGTON ST |
| 2,060 |
| 2,210 |
| 2,000 |
| |||
93974AXW9 |
| WASHINGTON ST |
| 2,063 |
| 2,212 |
| 2,000 |
| |||
93974BFX5 |
| WASHINGTON ST |
| 2,886 |
| 2,876 |
| 2,500 |
| |||
969871LM2 |
| WILLIAMSON CNTY TENN |
| 3,116 |
| 3,246 |
| 3,000 |
| |||
9770565Q9 |
| WISCONSIN ST |
| 3,165 |
| 3,343 |
| 3,000 |
| |||
Subtotal State and Local Government Debt |
|
|
| $ | 160,942 |
| $ | 167,304 |
| $ | 155,365 |
|
|
|
|
|
|
|
|
|
|
| |||
Redeemable Preferred Stocks |
|
|
|
|
|
|
|
|
| |||
055188205 |
| BAC |
| $ | 3,600 |
| $ | 3,347 |
| 144 |
| |
08449Q203 |
| BERKLEY (W.R.) CORP |
| 905 |
| 889 |
| 36 |
| |||
42307T306 |
| HEINZ(H.J) CO. |
| 22,327 |
| 23,216 |
| 220 |
| |||
Subtotal Redeemable Preferred Stocks |
|
|
| $ | 26,832 |
| $ | 27,452 |
|
|
| |
|
|
|
|
|
|
|
|
|
| |||
Commercial Mortgage Backed Securities |
|
|
|
|
|
|
|
|
| |||
03027WAD4 |
| AMERICAN TOWER TRUST |
| $ | 2,025 |
| $ | 2,068 |
| $ | 1,965 |
|
05947U5E4 |
| BACM |
| 9,854 |
| 10,296 |
| 12,404 |
| |||
Subtotal Commercial Mortgage Backed Securities |
| $ | 11,879 |
| $ | 12,364 |
| $ | 14,369 |
| ||
|
|
|
|
|
|
|
|
|
| |||
U.S. Government Debt |
|
|
|
|
|
|
|
|
| |||
912828JL5 |
| U S TREASURY NOTES |
| $ | 2,013 |
| $ | 2,017 |
| $ | 2,000 |
|
912828KU3 |
| U S TREASURY NOTES |
| 200 |
| 201 |
| 200 |
| |||
912828LV0 |
| U S TREASURY NOTES |
| 1,121 |
| 1,125 |
| 1,120 |
| |||
Subtotal U.S. Government Debt |
|
|
| $ | 3,334 |
| $ | 3,343 |
| $ | 3,320 |
|
|
|
|
|
|
|
|
|
|
| |||
Foreign Government Debt Securities |
|
|
|
|
|
|
|
|
| |||
46513EHJ4 |
| STATE OF ISRAEL |
| $ | 2,652 |
| $ | 2,714 |
| $ | 2,500 |
|
Subtotal Foreign Government Debt Securities |
| $ | 2,652 |
| $ | 2,714 |
| $ | 2,500 |
| ||
|
|
|
|
|
|
|
|
|
| |||
Equity Securities |
|
|
|
|
|
|
|
|
| |||
31943X102 |
| 1st CENTURY BANCSHARES INC |
| $ | 346 |
| $ | 291 |
| 74 |
| |
015351109 |
| ALEXION PHARMACEUTICALS INC |
| 496 |
| 544 |
| 10 |
| |||
00163U106 |
| AMAG PHARMACEUTICALS INC |
| 476 |
| 419 |
| 12 |
| |||
031162100 |
| AMGEN INC |
| 711 |
| 718 |
| 12 |
| |||
032346108 |
| AMYLIN PHARMACEUTICALS INC |
| 362 |
| 360 |
| 16 |
| |||
05334D107 |
| AUXILIUM PHARMACEUTICALS INC |
| 323 |
| 318 |
| 10 |
| |||
090931106 |
| BIOSPECIFICS TECHNOLOGIES |
| 259 |
| 250 |
| 9 |
| |||
101137107 |
| BOSTON SCIENTIFIC CORP |
| 143 |
| 144 |
| 20 |
| |||
203485107 |
| COMMUNITY BANK OF THE BAY |
| 32 |
| 28 |
| 8 |
| |||
209115104 |
| CONSOLIDATED EDISON INC |
| 2,755 |
| 2,672 |
| 60 |
| |||
22282E102 |
| COVANTA HOLDING CORP |
| 1 |
| 1 |
| 51 |
| |||
126650100 |
| CVS CORP |
| 408 |
| 439 |
| 12 |
| |||
25746U109 |
| DOMINION RESOURCES INC |
| 2,364 |
| 2,467 |
| 60 |
| |||
26441C105 |
| DUKE ENERGY CORP |
| 2,588 |
| 2,448 |
| 150 |
| |||
302182100 |
| EXPRESS SCRIPTS INC |
| 541 |
| 611 |
| 6 |
| |||
372917104 |
| GENZYME CORP |
| 800 |
| 726 |
| 14 |
|
CUSIP |
| Description |
| Cost or |
| Fair |
| Par Value/ |
| ||
375558103 |
| GILEAD SCIENCES INC |
| 574 |
| 546 |
| 12 |
| ||
G4413Q108 |
| HERON INTERNATIONAL LIMITED |
| 26,405 |
| 28,925 |
| 5,292 |
| ||
444903108 |
| HUMAN GENOME SCIENCES INC |
| 295 |
| 302 |
| 10 |
| ||
452327109 |
| ILLUMINA INC |
| 301 |
| 311 |
| 8 |
| ||
50075N104 |
| KRAFT FOODS INC |
| 5,688 |
| 6,046 |
| 200 |
| ||
58501N101 |
| MEDIVATION INC |
| 162 |
| 52 |
| 5 |
| ||
589400100 |
| MERCURY GENERAL CORP |
| 2,610 |
| 3,277 |
| 75 |
| ||
D55535104 |
| MUENCHENER RUECKVER AG-REG |
| 5,386 |
| 5,694 |
| 35 |
| ||
62855J104 |
| MYRIAD GENETICS INC |
| 237 |
| 241 |
| 10 |
| ||
639912104 |
| NEIGHBORHOOD BANCORP |
| 200 |
| 200 |
| 20 |
| ||
6399123*3 |
| NEIGHBORHOOD BANCORP |
| 250 |
| 250 |
| 17 |
| ||
683399109 |
| ONYX PHARMACEUTICALS INC |
| 381 |
| 379 |
| 13 |
| ||
69331C108 |
| P G & E CORP |
| 2,150 |
| 2,121 |
| 50 |
| ||
73174C100 |
| POLYMEDIX INC |
| 423 |
| 351 |
| 300 |
| ||
69351T106 |
| PPL CORPORATION |
| 1,866 |
| 1,663 |
| 60 |
| ||
744573106 |
| PUBLIC SERVICE ENTERPRISE GP |
| 1,907 |
| 1,771 |
| 60 |
| ||
75886F107 |
| REGENERON PHARMACEUTICALS |
| 164 |
| 159 |
| 6 |
| ||
80517Q100 |
| SAVIENT PHARMACEUTICALS INC |
| 128 |
| 130 |
| 9 |
| ||
816851109 |
| SEMPRA ENERGY |
| 1,618 |
| 1,497 |
| 30 |
| ||
842587107 |
| SOUTHERN CO |
| 2,678 |
| 2,653 |
| 80 |
| ||
91307C102 |
| UNITED THERAPEUTICS CORP |
| 349 |
| 360 |
| 7 |
| ||
98389B100 |
| XCEL ENERGY INC |
| 1,237 |
| 1,272 |
| 60 |
| ||
Subtotal Equity Securities |
|
|
| $ | 67,614 |
| $ | 70,636 |
|
|
|
|
|
|
|
|
|
|
|
|
| ||
Short-Term Investments |
|
|
| $ | 344,736 |
| $ | 344,851 |
| N/A |
|
|
|
|
|
|
|
|
|
|
| ||
TOTAL AVAILABLE-FOR-SALE INVESTMENT PORTFOLIO |
|
|
| $ | 1,834,657 |
| $ | 1,897,109 |
|
|
|
N/A = Not Applicable.