-----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, U0F3/Qc2KFAV0ejMJfCw8fWTLCUsexmjviDWc5HPBVzf9OzlblDgy1cmFnSogJLM RuzvUMVhmxrSPVcLCNURxw== 0000909012-10-000434.txt : 20100816 0000909012-10-000434.hdr.sgml : 20100816 20100816123821 ACCESSION NUMBER: 0000909012-10-000434 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 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: 101018232 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 t306025.txt LAFFER INVESTMENTS 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, 2010 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 08/12/10 - ------------------- ----------------------- --------------- 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: $299,488,901 List of Other Included Managers: NONE 13F HOLDINGS REPORT AS OF DATE: 06/30/10
VOTING INVESTMENT AUTHORITY ISSUER TITLE OF CUSIP MKT SHARES/ DISCRETION OTHER NAME CLASS NUMBER VAL PRINC AMT SOLE(A) SHARED MNGRS SOLE SHARED NONE 3M Co COMMON STOCK 88579Y101 $ 244,869.00 3,100.00 3,100.00 - ALL 3,100.00 0 0 3M Co Lyon CONVERTIBLE BOND 88579YAB7 $ 186,306.40 2,060.00 2,060.00 - ALL 2,060.00 0 0 Abbott Labs COMMON STOCK 002824100 $ 295,977.06 6,327.00 6,327.00 - ALL 6,327.00 0 0 Abercrombie & Fitch COMMON STOCK 002896207 $ 1,086,426.00 35,400.00 35,400.00 - ALL 35,400.00 0 0 Adobe Sys Inc COMMON STOCK 00724F101 $ 53,124.30 2,010.00 2,010.00 - ALL 2,010.00 0 0 Advanced Micro Devic COMMON STOCK 007903107 $ 97,575.60 13,330.00 13,330.00 - ALL 13,330.00 0 0 Affil Managers CONVERTIBLE BOND 008252AL2 $ 2,398,917.60 25,020.00 25,020.00 - ALL 25,020.00 0 0 Aflac Inc COMMON STOCK 001055102 $ 70,405.50 1,650.00 1,650.00 - ALL 1,650.00 0 0 Air Prods & Chems In COMMON STOCK 009158106 $ 37,913.85 585.00 585.00 - ALL 585.00 0 0 Alaska Comm Systems Group COMMON STOCK 01167P101 $ 12,735.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 Allegheny Energy Inc COMMON STOCK 017361106 $ 115,477.12 5,584.00 5,584.00 - ALL 5,584.00 0 0 Allegheny Technologies CONVERTIBLE BOND 01741RAD4 $ 1,796,900.00 14,000.00 14,000.00 - ALL 14,000.00 0 0 Allergan Inc COMMON STOCK 018490102 $ 2,857,944.30 49,055.00 49,055.00 - ALL 49,055.00 0 0 Allergan Inc Nt Conv CONVERTIBLE BOND 018490AL6 $ 2,558,634.00 23,400.00 23,400.00 - ALL 23,400.00 0 0 Allstate Corp COMMON STOCK 020002101 $ 107,105.44 3,728.00 3,728.00 - ALL 3,728.00 0 0 Altera Corp COMMON STOCK 021441100 $ 2,015,738.07 81,247.00 81,247.00 - ALL 81,247.00 0 0 Altria Group Inc COMMON STOCK 02209S103 $ 113,226.00 5,650.00 5,650.00 - ALL 5,650.00 0 0 Amazon Com Inc COMMON STOCK 023135106 $ 73,750.50 675.00 675.00 - ALL 675.00 0 0 American Electric Power COMMON STOCK 025537101 $ 123,547.50 3,825.00 3,825.00 - ALL 3,825.00 0 0 American Express Co COMMON STOCK 025816109 $ 129,620.50 3,265.00 3,265.00 - ALL 3,265.00 0 0 Amgen Inc COMMON STOCK 031162100 $ 256,688.00 4,880.00 4,880.00 - ALL 4,880.00 0 0 Amgen Inc Sr Cv CONVERTIBLE BOND 031162AQ3 $ 2,369,020.53 23,840.00 23,840.00 - ALL 23,840.00 0 0 Amphenol Corp New COMMON STOCK 032095101 $ 1,606,552.00 40,900.00 40,900.00 - ALL 40,900.00 0 0 Anadarko Pete Corp COMMON STOCK 032511107 $ 49,443.30 1,370.00 1,370.00 - ALL 1,370.00 0 0 Analog Devices Inc COMMON STOCK 032654105 $ 986,383.30 35,405.00 35,405.00 - ALL 35,405.00 0 0 Aol Inc COMMON STOCK 00184X105 $ 5,966.73 287.00 287.00 - ALL 287.00 0 0 Aon Corp COMMON STOCK 037389103 $ 109,318.40 2,945.00 2,945.00 - ALL 2,945.00 0 0 Apache Corp COMMON STOCK 037411105 $ 77,875.75 925.00 925.00 - ALL 925.00 0 0 Apple Computer Inc COMMON STOCK 037833100 $ 726,670.17 2,889.00 2,889.00 - ALL 2,889.00 0 0 Applied Materials Inc COMMON STOCK 038222105 $ 45,375.50 3,775.00 3,775.00 - ALL 3,775.00 0 0 Arcelormittal CONVERTIBLE BOND 03938LAK0 $ 5,836.00 50.00 50.00 - ALL 50.00 0 0 Archer Daniels Midland Co CONVERTIBLE PREFERRED STOCK 039483201 $ 1,219,045.86 33,666.00 33,666.00 - ALL 33,666.00 0 0 Archer Daniels Midland Co COMMON STOCK 039483102 $ 46,863.30 1,815.00 1,815.00 - ALL 1,815.00 0 0 Archer Daniels Midland Co CONVERTIBLE BOND 039483AW2 $ 2,481,363.73 26,390.00 26,390.00 - ALL 26,390.00 0 0 At&T Inc COMMON STOCK 00206R102 $ 500,926.52 20,708.00 20,708.00 - ALL 20,708.00 0 0 Automatic Data Processing COMMON STOCK 053015103 $ 54,552.30 1,355.00 1,355.00 - ALL 1,355.00 0 0 Aviat Networks Inc COMMON STOCK 05366Y102 $ 35,617.56 9,812.00 9,812.00 - ALL 9,812.00 0 0 Baker Hughes Inc COMMON STOCK 057224107 $ 3,268,441.25 78,625.00 78,625.00 - ALL 78,625.00 0 0 Bank Of America Corp CONVERTIBLE PREFERRED STOCK 060505682 $ 88,076.01 97.00 97.00 - ALL 97.00 0 0 Bank of America Corp COMMON STOCK 060505104 $ 325,193.10 22,630.00 22,630.00 - ALL 22,630.00 0 0 Bank of New York Mellon Corp COMMON STOCK 064058100 $ 91,970.25 3,725.00 3,725.00 - ALL 3,725.00 0 0 Barnes & Nobles Inc COMMON STOCK 067774109 $ 21,930.00 1,700.00 1,700.00 - ALL 1,700.00 0 0 Baxter Intl Inc COMMON STOCK 071813109 $ 67,056.00 1,650.00 1,650.00 - ALL 1,650.00 0 0 Bco Sant Cent Hisp AMERICAN DEPOSITARY RECEIPT 05964H105 $ 21.00 2.00 2.00 - ALL 2.00 0 0 Beckman Coulter Inc Sr Nt CONVERTIBLE BOND 075811AD1 $ 2,398,870.00 21,920.00 21,920.00 - ALL 21,920.00 0 0 Becton Dickinson and Company COMMON STOCK 075887109 $ 44,291.10 655.00 655.00 - ALL 655.00 0 0 Berkshire Hathaway Inc Cl B COMMON STOCK 084670702 $ 220,103.78 2,762.00 2,762.00 - ALL 2,762.00 0 0 Best Buy Inc CONVERTIBLE BOND 086516AF8 $ 1,779,277.50 17,160.00 17,160.00 - ALL 17,160.00 0 0 Big Lots Inc COMMON STOCK 089302103 $ 103,779.06 3,234.00 3,234.00 - ALL 3,234.00 0 0 Biogen Idec Inc COMMON STOCK 09062X103 $ 113,500.40 2,392.00 2,392.00 - ALL 2,392.00 0 0 Bmc Software Inc COMMON STOCK 055921100 $ 106,902.81 3,087.00 3,087.00 - ALL 3,087.00 0 0 Boeing Co COMMON STOCK 097023105 $ 125,186.25 1,995.00 1,995.00 - ALL 1,995.00 0 0 Boston Pptys Ltd Partners CONVERTIBLE BOND 10112RAG9 $ 2,440,912.50 23,400.00 23,400.00 - ALL 23,400.00 0 0 Boston Properties In COMMON STOCK 101121101 $ 934,554.00 13,100.00 13,100.00 - ALL 13,100.00 0 0 BP AMERICAN DEPOSITARY RECEIPT 055622104 $ 53,428.00 1,850.00 1,850.00 - ALL 1,850.00 0 0 Bristol Myers Squibb COMMON STOCK 110122108 $ 256,433.08 10,282.00 10,282.00 - ALL 10,282.00 0 0 Broadcom Corp COMMON STOCK 111320107 $ 109,097.73 3,309.00 3,309.00 - ALL 3,309.00 0 0 Bunge Limited CONVERTIBLE PREFERRED STOCK G16962113 $ 819,621.81 1,648.00 1,648.00 - ALL 1,648.00 0 0 Bunge Limited CONVERTIBLE PREFERRED STOCK G16962204 $ 937,029.40 11,554.00 11,554.00 - ALL 11,554.00 0 0 Ca Inc COMMON STOCK 12673P105 $ 1,055,736.80 57,377.00 57,377.00 - ALL 57,377.00 0 0 Cameron International Cor CONVERTIBLE BOND 13342BAB1 $ 1,844,932.20 16,630.00 16,630.00 - ALL 16,630.00 0 0 Campbell Soup Co COMMON STOCK 134429109 $ 113,867.74 3,178.00 3,178.00 - ALL 3,178.00 0 0 Capital One Finl Cor COMMON STOCK 14040H105 $ 1,426,821.50 35,405.00 35,405.00 - ALL 35,405.00 0 0 Capital Product Partners COMMON STOCK y11082107 $ 12,045.00 1,500.00 1,500.00 - ALL 1,500.00 0 0 Carnival Corp CONVERTIBLE BOND 143658AN2 $ 884,508.12 8,510.00 8,510.00 - ALL 8,510.00 0 0 Caterpillar Inc COMMON STOCK 149123101 $ 215,951.65 3,595.00 3,595.00 - ALL 3,595.00 0 0 Celgene Corp COMMON STOCK 151020104 $ 174,261.78 3,429.00 3,429.00 - ALL 3,429.00 0 0 Cellcom Israel Ltd COMMON STOCK M2196U109 $ 7,500.00 300.00 300.00 - ALL 300.00 0 0 Centurytel Inc COMMON STOCK 156700106 $ 1,186,635.44 35,624.00 35,624.00 - ALL 35,624.00 0 0 Cephalon Inc COMMON STOCK 156708109 $ 111,059.75 1,957.00 1,957.00 - ALL 1,957.00 0 0 Cf Inds Hldgs Inc COMMON STOCK 125269100 $ 1,015,200.00 16,000.00 16,000.00 - ALL 16,000.00 0 0 Chesapeake Energy Co CONVERTIBLE BOND 165167BZ9 $ 1,545.00 20.00 20.00 - ALL 20.00 0 0 Chevron Corp COMMON STOCK 166764100 $ 477,530.82 7,037.00 7,037.00 - ALL 7,037.00 0 0 China Agritech Inc COMMON STOCK 16937A200 $ 45,167.50 4,450.00 4,450.00 - ALL 4,450.00 0 0 China Finance Online Co COMMON STOCK 169379104 $ 48,280.00 6,800.00 6,800.00 - ALL 6,800.00 0 0 China Nepstar Chain Dru AMERICAN DEPOSITARY RECEIPT 16943C109 $ 60,230.00 19,000.00 19,000.00 - ALL 19,000.00 0 0 China Xd Plastics Co Lt COMMON STOCK 16948F107 $ 88,400.00 13,000.00 13,000.00 - ALL 13,000.00 0 0 Chubb Corp COMMON STOCK 171232101 $ 164,032.80 3,280.00 3,280.00 - ALL 3,280.00 0 0 Cigna Corp COMMON STOCK 125509109 $ 1,671,028.00 53,800.00 53,800.00 - ALL 53,800.00 0 0 Cincinnati Finl Corp COMMON STOCK 172062101 $ 108,576.39 4,197.00 4,197.00 - ALL 4,197.00 0 0 Cisco Sys Inc COMMON STOCK 17275R102 $ 338,509.35 15,885.00 15,885.00 - ALL 15,885.00 0 0 Citigroup Inc COMMON STOCK 172967101 $ 151,678.40 40,340.00 40,340.00 - ALL 40,340.00 0 0 Clorox Co COMMON STOCK 189054109 $ 1,915,149.60 30,810.00 30,810.00 - ALL 30,810.00 0 0 Cme Group Inc COMMON STOCK 12572Q105 $ 49,271.25 175.00 175.00 - ALL 175.00 0 0 Coca Cola Co COMMON STOCK 191216100 $ 324,777.60 6,480.00 6,480.00 - ALL 6,480.00 0 0 Coca Cola Enterprises Inc COMMON STOCK 191219104 $ 1,349,892.00 52,200.00 52,200.00 - ALL 52,200.00 0 0 Colgate Palmolive Co COMMON STOCK 194162103 $ 215,251.08 2,733.00 2,733.00 - ALL 2,733.00 0 0 Comcast Corp New COMMON STOCK 20030N101 $ 141,565.50 8,150.00 8,150.00 - ALL 8,150.00 0 0 Comerica Inc COMMON STOCK 200340107 $ 1,101,217.00 29,900.00 29,900.00 - ALL 29,900.00 0 0 Conagra Foods Inc COMMON STOCK 205887102 $ 142,461.88 6,109.00 6,109.00 - ALL 6,109.00 0 0 Conocophillips COMMON STOCK 20825C104 $ 320,950.42 6,538.00 6,538.00 - ALL 6,538.00 0 0 Cooper Industries Plc COMMON STOCK G24140108 $ 1,113,200.00 25,300.00 25,300.00 - ALL 25,300.00 0 0 Corning Inc COMMON STOCK 219350105 $ 3,728,179.05 230,847.00 230,847.00 - ALL 230,847.00 0 0 Costco Whsl Corp New COMMON STOCK 22160K105 $ 3,769,562.50 68,750.00 68,750.00 - ALL 68,750.00 0 0 CR Bard Inc COMMON STOCK 067383109 $ 736,535.00 9,500.00 9,500.00 - ALL 9,500.00 0 0 Csx Corp COMMON STOCK 126408103 $ 51,863.35 1,045.00 1,045.00 - ALL 1,045.00 0 0 Cummins Inc COMMON STOCK 231021106 $ 109,483.53 1,681.00 1,681.00 - ALL 1,681.00 0 0 Cvs Corp COMMON STOCK 126650100 $ 213,420.28 7,279.00 7,279.00 - ALL 7,279.00 0 0 D.R. Horton Inc COMMON STOCK 23331A109 $ 92,913.16 9,452.00 9,452.00 - ALL 9,452.00 0 0 Danaher Corp COMMON STOCK 235851102 $ 58,278.40 1,570.00 1,570.00 - ALL 1,570.00 0 0 Darden Restaurants I COMMON STOCK 237194105 $ 103,418.70 2,662.00 2,662.00 - ALL 2,662.00 0 0 Dean Foods Co New COMMON STOCK 242370104 $ 107,678.51 10,693.00 10,693.00 - ALL 10,693.00 0 0 Deere & Co COMMON STOCK 244199105 $ 171,216.00 3,075.00 3,075.00 - ALL 3,075.00 0 0 Dell Inc COMMON STOCK 24702R101 $ 159,011.10 13,185.00 13,185.00 - ALL 13,185.00 0 0 Dentsply Intl Inc Ne COMMON STOCK 249030107 $ 1,157,517.00 38,700.00 38,700.00 - ALL 38,700.00 0 0 Devon Energy Corp COMMON STOCK 25179M103 $ 68,535.00 1,125.00 1,125.00 - ALL 1,125.00 0 0 Discover Finl Svcs COMMON STOCK 254709108 $ 836,004.00 59,800.00 59,800.00 - ALL 59,800.00 0 0 Disney Walt Prodtns COMMON STOCK 254687106 $ 147,105.00 4,670.00 4,670.00 - ALL 4,670.00 0 0 Dominion Res Inc Va COMMON STOCK 25746U109 $ 65,083.20 1,680.00 1,680.00 - ALL 1,680.00 0 0 Dominion Res Inc Va CONVERTIBLE BOND 25746UAT6 $ 3,266,896.00 29,200.00 29,200.00 - ALL 29,200.00 0 0 Dow Chem Co COMMON STOCK 260543103 $ 77,683.00 3,275.00 3,275.00 - ALL 3,275.00 0 0 Du Pont E I De Nemou COMMON STOCK 263534109 $ 85,783.20 2,480.00 2,480.00 - ALL 2,480.00 0 0 Duke Energy Corp COMMON STOCK 26441C105 $ 172,784.00 10,799.00 10,799.00 - ALL 10,799.00 0 0 E M C Corp Mass COMMON STOCK 268648102 $ 111,721.50 6,105.00 6,105.00 - ALL 6,105.00 0 0 E M C Corp Mass CONVERTIBLE BOND 268648AK8 $ 3,007,207.00 24,710.00 24,710.00 - ALL 24,710.00 0 0 Eastman Chem Co COMMON STOCK 277432100 $ 1,317,992.00 24,700.00 24,700.00 - ALL 24,700.00 0 0 Eaton Corp COMMON STOCK 278058102 $ 1,649,088.00 25,200.00 25,200.00 - ALL 25,200.00 0 0 Ebay Inc COMMON STOCK 278642103 $ 44,122.50 2,250.00 2,250.00 - ALL 2,250.00 0 0 Ecolab Inc COMMON STOCK 278865100 $ 108,637.29 2,419.00 2,419.00 - ALL 2,419.00 0 0 Edison International COMMON STOCK 281020107 $ 111,971.60 3,530.00 3,530.00 - ALL 3,530.00 0 0 Eli Lilly & Co COMMON STOCK 532457108 $ 270,043.50 8,061.00 8,061.00 - ALL 8,061.00 0 0 Emerson Elec Co COMMON STOCK 291011104 $ 100,050.10 2,290.00 2,290.00 - ALL 2,290.00 0 0 EMS Technologies Inc COMMON STOCK 26873N108 $ 36,048.00 2,400.00 2,400.00 - ALL 2,400.00 0 0 Entergy Corp New COMMON STOCK 29364G103 $ 109,005.64 1,522.00 1,522.00 - ALL 1,522.00 0 0 Eog Res Inc COMMON STOCK 26875P101 $ 70,334.55 715.00 715.00 - ALL 715.00 0 0 Excel Maritime Carriers LTD COMMON STOCK V3267N107 $ 24,064.00 4,700.00 4,700.00 - ALL 4,700.00 0 0 Exelon Corp COMMON STOCK 30161N101 $ 181,876.30 4,790.00 4,790.00 - ALL 4,790.00 0 0 Express Scripts Inc COMMON STOCK 302182100 $ 71,000.20 1,510.00 1,510.00 - ALL 1,510.00 0 0 Exxon Mobil Corp COMMON STOCK 30231G102 $ 919,466.98 16,111.21 16,111.21 - ALL 16,111.21 0 0 Family Dlr Stores In COMMON STOCK 307000109 $ 105,682.76 2,804.00 2,804.00 - ALL 2,804.00 0 0 Fedex Corp COMMON STOCK 31428X106 $ 55,737.45 795.00 795.00 - ALL 795.00 0 0 Fidelity Natl Inform COMMON STOCK 31620M106 $ 1,512,648.00 56,400.00 56,400.00 - ALL 56,400.00 0 0 Fifth Third Bancorp CONVERTIBLE PREFERRED STOCK 316773209 $ 61,478.60 485.00 485.00 - ALL 485.00 0 0 First Horizon Natl C COMMON STOCK 320517105 $ 11.45 1.00 1.00 - ALL 1.00 0 0 Firstenergy Corp COMMON STOCK 337932107 $ 123,128.85 3,495.00 3,495.00 - ALL 3,495.00 0 0 Flowserve Corp COMMON STOCK 34354P105 $ 1,255,040.00 14,800.00 14,800.00 - ALL 14,800.00 0 0 Ford Mtr Co Del COMMON STOCK 345370860 $ 189,997.92 18,849.00 18,849.00 - ALL 18,849.00 0 0 Forest Laboratories Inc COMMON STOCK 345838106 $ 120,801.72 4,404.00 4,404.00 - ALL 4,404.00 0 0 Franklin Res Inc COMMON STOCK 354613101 $ 35,768.85 415.00 415.00 - ALL 415.00 0 0 Freeport-Mcmoran Copper COMMON STOCK 35671D857 $ 69,182.10 1,170.00 1,170.00 - ALL 1,170.00 0 0 Frontier Communications COMMON STOCK 35906A108 $ 920,766.33 129,503.00 129,503.00 - ALL 129,503.00 0 0 GameStop Corp - Class A COMMON STOCK 36467W109 $ 82,676.00 4,400.00 4,400.00 - ALL 4,400.00 0 0 Gannett Inc COMMON STOCK 364730101 $ 98,944.46 7,351.00 7,351.00 - ALL 7,351.00 0 0 General Dynamics Corp COMMON STOCK 369550108 $ 58,560.00 1,000.00 1,000.00 - ALL 1,000.00 0 0 General Elec Co COMMON STOCK 369604103 $ 125,237.70 8,685.00 8,685.00 - ALL 8,685.00 0 0 General Maritime Corp N COMMON STOCK Y2693R101 $ 11,778.00 1,950.00 1,950.00 - ALL 1,950.00 0 0 General Mls Inc COMMON STOCK 370334104 $ 170,140.80 4,790.00 4,790.00 - ALL 4,790.00 0 0 Genuine Parts Co COMMON STOCK 372460105 $ 13,807.50 350.00 350.00 - ALL 350.00 0 0 Genzyme Corp COMMON STOCK 372917104 $ 118,497.18 2,334.00 2,334.00 - ALL 2,334.00 0 0 Gilead Sciences Inc COMMON STOCK 375558103 $ 192,893.56 5,627.00 5,627.00 - ALL 5,627.00 0 0 Gilead Sciences Inc CONVERTIBLE BOND 375558AH6 $ 5,637.50 50.00 50.00 - ALL 50.00 0 0 Google Inc COMMON STOCK 38259P508 $ 382,657.00 860.00 860.00 - ALL 860.00 0 0 Great Plains Energy CONVERTIBLE PREFERRED STOCK 391164803 $ 1,474,928.75 24,685.00 24,685.00 - ALL 24,685.00 0 0 Gulf Resources Inc COMMON STOCK 40251W309 $ 7,086.75 825.00 825.00 - ALL 825.00 0 0 Halliburton Co COMMON STOCK 406216101 $ 2,913,839.50 118,690.00 118,690.00 - ALL 118,690.00 0 0 Harman Intl Inds Inc COMMON STOCK 413086109 $ 965,447.00 32,300.00 32,300.00 - ALL 32,300.00 0 0 Harris Corp Del COMMON STOCK 413875105 $ 1,645,175.00 39,500.00 39,500.00 - ALL 39,500.00 0 0 Hartford Financial CONVERTIBLE Srvs Grp PREFERRED STOCK 416515708 $ 1,236,601.60 53,440.00 53,440.00 - ALL 53,440.00 0 0 Hasbro Bradley Inc COMMON STOCK 418056107 $ 116,929.50 2,845.00 2,845.00 - ALL 2,845.00 0 0 Hatteras Finl Corp COMMON STOCK 41902R103 $ 39,031.46 1,403.00 1,403.00 - ALL 1,403.00 0 0 Health Care Reit Inc CONVERTIBLE BOND 42217KAQ9 $ 1,338,570.00 12,510.00 12,510.00 - ALL 12,510.00 0 0 Hershey Foods Corp COMMON STOCK 427866108 $ 114,073.40 2,380.00 2,380.00 - ALL 2,380.00 0 0 Hess Corp COMMON STOCK 42809H107 $ 149,358.78 2,967.00 2,967.00 - ALL 2,967.00 0 0 Hewlett Packard Co COMMON STOCK 428236103 $ 377,964.24 8,733.00 8,733.00 - ALL 8,733.00 0 0 HJ Heinz Co COMMON STOCK 423074103 $ 111,205.06 2,573.00 2,573.00 - ALL 2,573.00 0 0 Home Depot Inc COMMON STOCK 437076102 $ 137,683.35 4,905.00 4,905.00 - ALL 4,905.00 0 0 Home Inns & Hotels Management Inc COMMON STOCK 43713W107 $ 65,392.00 1,675.00 1,675.00 - ALL 1,675.00 0 0 Honeywell Intl Inc COMMON STOCK 438516106 $ 84,109.65 2,155.00 2,155.00 - ALL 2,155.00 0 0 Horizon Lines Inc COMMON STOCK 44044K101 $ 42,300.00 10,000.00 10,000.00 - ALL 10,000.00 0 0 Hormel Foods Corp COMMON STOCK 440452100 $ 115,448.96 2,852.00 2,852.00 - ALL 2,852.00 0 0 Huaneng Power Intl AMERICAN DEPOSITARY RECEIPT 443304100 $ 54,119.00 2,300.00 2,300.00 - ALL 2,300.00 0 0 Hudson City Bancorp COMMON STOCK 443683107 $ 303,800.00 24,800.00 24,800.00 - ALL 24,800.00 0 0 Huntington Bancshare CONVERTIBLE PREFERRED STOCK 446150401 $ 60,300.00 60.00 60.00 - ALL 60.00 0 0 Huntington Bancshare COMMON STOCK 446150104 $ 437,660.00 79,000.00 79,000.00 - ALL 79,000.00 0 0 Illinois Tool Wks In COMMON STOCK 452308109 $ 54,283.20 1,315.00 1,315.00 - ALL 1,315.00 0 0 Ingersoll-Rand COMMON STOCK G47791101 $ 1,793,480.00 52,000.00 52,000.00 - ALL 52,000.00 0 0 Ingersoll-Rand CONVERTIBLE BOND 45687AAD4 $ 425,520.00 2,160.00 2,160.00 - ALL 2,160.00 0 0 Integrys Energy Grou COMMON STOCK 45822P105 $ 988,524.00 22,600.00 22,600.00 - ALL 22,600.00 0 0 Intel Corp COMMON STOCK 458140100 $ 397,558.00 20,440.00 20,440.00 - ALL 20,440.00 0 0 Intel Corp CONVERTIBLE BOND 458140AD2 $ 2,778,273.75 29,130.00 29,130.00 - ALL 29,130.00 0 0 International Flav&F COMMON STOCK 459506101 $ 108,892.14 2,567.00 2,567.00 - ALL 2,567.00 0 0 International Game COMMON STOCK 459902102 $ 91,656.60 5,838.00 5,838.00 - ALL 5,838.00 0 0 Intl Business Mchn COMMON STOCK 459200101 $ 438,971.40 3,555.00 3,555.00 - ALL 3,555.00 0 0 Ishares Gs$ Investop EXCHANGE TRADED FUND 464287242 $ 5,424,626.90 50,015.00 50,015.00 - ALL 50,015.00 0 0 Ishares Iboxx Hy Cp Bd EXCHANGE TRADED FUND 464288513 $ 1,211,523.00 14,270.00 14,270.00 - ALL 14,270.00 0 0 Ishares Lehman 1-3 Cred EXCHANGE TRADED FUND 464288646 $ 3,271,291.50 31,485.00 31,485.00 - ALL 31,485.00 0 0 Ishares Lehman 1-3 Tr EXCHANGE TRADED FUND 464287457 $ 29,416.55 350.00 350.00 - ALL 350.00 0 0 Ishares Lehman Int Cred EXCHANGE TRADED FUND 464288638 $ 5,063,877.00 48,090.00 48,090.00 - ALL 48,090.00 0 0 Ishares Lehman Tips EXCHANGE TRADED FUND 464287176 $ 3,458,003.95 32,345.00 32,345.00 - ALL 32,345.00 0 0 Ishares Msci Poland EXCHANGE TRADED FUND 46429B606 $ 3,741,271.38 156,277.00 156,277.00 - ALL 156,277.00 0 0 Ishares Msci Canada EXCHANGE TRADED FUND 464286509 $ 3,672,577.77 147,671.00 147,671.00 - ALL 147,671.00 0 0 Ishares Msci Hong Kong EXCHANGE TRADED FUND 464286871 $ 3,491,636.78 236,400.59 236,400.59 - ALL 236,400.59 0 0 Ishares Msci Israel EXCHANGE TRADED FUND 464286632 $ 3,505,244.40 76,920.00 76,920.00 - ALL 76,920.00 0 0 Ishares Msci S. Korea EXCHANGE TRADED FUND 464286772 $ 3,838,308.79 85,849.00 85,849.00 - ALL 85,849.00 0 0 Ishares Msci Singapore EXCHANGE TRADED FUND 464286673 $ 3,891,824.06 346,247.69 346,247.69 - ALL 346,247.69 0 0 Ishares Msci Switzerland EXCHANGE TRADED FUND 464286749 $ 3,687,371.93 184,460.83 184,460.83 - ALL 184,460.83 0 0 Ishares MSCI Taiwan EXCHANGE TRADED FUND 464286731 $ 31,920.00 2,850.00 2,850.00 - ALL 2,850.00 0 0 Itt Inds Inc Ind COMMON STOCK 450911102 $ 1,024,176.00 22,800.00 22,800.00 - ALL 22,800.00 0 0 J P Morgan Chase & C COMMON STOCK 46625H100 $ 394,509.36 10,776.00 10,776.00 - ALL 10,776.00 0 0 Janus Cap Group Inc COMMON STOCK 47102X105 $ 531,912.00 59,900.00 59,900.00 - ALL 59,900.00 0 0 Johnson & Johnson COMMON STOCK 478160104 $ 570,460.54 9,659.00 9,659.00 - ALL 9,659.00 0 0 Johnson Ctls Inc COMMON STOCK 478366107 $ 49,843.85 1,855.00 1,855.00 - ALL 1,855.00 0 0 Kellogg Co COMMON STOCK 487836108 $ 106,887.50 2,125.00 2,125.00 - ALL 2,125.00 0 0 Keycorp CONVERTIBLE PREFERRED STOCK 493267405 $ 50,006.25 525.00 525.00 - ALL 525.00 0 0 Kimberly Clark Corp COMMON STOCK 494368103 $ 182,556.93 3,011.00 3,011.00 - ALL 3,011.00 0 0 King Pharmaceuticals COMMON STOCK 495582108 $ 103,375.80 13,620.00 13,620.00 - ALL 13,620.00 0 0 Kla-Tencor Corp COMMON STOCK 482480100 $ 694,212.00 24,900.00 24,900.00 - ALL 24,900.00 0 0 Kraft Foods Inc COMMON STOCK 50075N104 $ 227,304.00 8,118.00 8,118.00 - ALL 8,118.00 0 0 L-3 Communications CONVERTIBLE BOND 502413AW7 $ 2,065,000.00 20,650.00 20,650.00 - ALL 20,650.00 0 0 Leap Wireless Intl Inc COMMON STOCK 521863308 $ 9,086.00 700.00 700.00 - ALL 700.00 0 0 Legg Mason Inc COMMON STOCK 524901105 $ 1,475,274.96 52,632.00 52,632.00 - ALL 52,632.00 0 0 Lennar Corp - Cl A COMMON STOCK 526057104 $ 92,348.49 6,639.00 6,639.00 - ALL 6,639.00 0 0 Life Technologies Corp CONVERTIBLE BOND 46185RAM2 $ 1,430,580.00 12,660.00 12,660.00 - ALL 12,660.00 0 0 Limited Brands Inc COMMON STOCK 532716107 $ 1,849,466.00 83,800.00 83,800.00 - ALL 83,800.00 0 0 Linear Technology Co COMMON STOCK 535678106 $ 978,522.66 35,186.00 35,186.00 - ALL 35,186.00 0 0 Lions Gate Entertainment CONVERTIBLE BOND 53626YAA6 $ 5,287.50 50.00 50.00 - ALL 50.00 0 0 Lockheed Martin Corp COMMON STOCK 539830109 $ 79,342.50 1,065.00 1,065.00 - ALL 1,065.00 0 0 Lowes Cos Inc COMMON STOCK 548661107 $ 1,120,241.20 54,860.00 54,860.00 - ALL 54,860.00 0 0 Lsi Logic Corp COMMON STOCK 502161102 $ 98,596.40 21,434.00 21,434.00 - ALL 21,434.00 0 0 Luminex Corp COMMON STOCK 55027E102 $ 38,117.00 2,350.00 2,350.00 - ALL 2,350.00 0 0 Manitowoc Inc COMMON STOCK 563571108 $ 935,936.00 102,400.00 102,400.00 - ALL 102,400.00 0 0 Marathon Oil Corp COMMON STOCK 565849106 $ 175,192.15 5,635.00 5,635.00 - ALL 5,635.00 0 0 Market Vectors Poland ETF EXCHANGE TRADED FUND 57060U571 $ 33,813.00 1,700.00 1,700.00 - ALL 1,700.00 0 0 Marriott Intl Inc Ne COMMON STOCK 571903202 $ 1,834,453.74 61,271.00 61,271.00 - ALL 61,271.00 0 0 Marsh & Mclennan Cos COMMON STOCK 571748102 $ 117,936.50 5,230.00 5,230.00 - ALL 5,230.00 0 0 Mastercard Inc COMMON STOCK 57636Q104 $ 61,854.30 310.00 310.00 - ALL 310.00 0 0 Mattel Inc COMMON STOCK 577081102 $ 111,597.84 5,274.00 5,274.00 - ALL 5,274.00 0 0 McAfee Inc COMMON STOCK 579064106 $ 110,376.96 3,593.00 3,593.00 - ALL 3,593.00 0 0 Mccormick & Co Inc COMMON STOCK 579780206 $ 1,857,876.28 48,943.00 48,943.00 - ALL 48,943.00 0 0 Mcdonalds Corp COMMON STOCK 580135101 $ 305,175.71 4,633.00 4,633.00 - ALL 4,633.00 0 0 McGraw-Hill Companies Inc COMMON STOCK 580645109 $ 115,655.40 4,110.00 4,110.00 - ALL 4,110.00 0 0 Mckesson Hboc Inc COMMON STOCK 58155Q103 $ 46,676.20 695.00 695.00 - ALL 695.00 0 0 Mead Johnson Nutrition Co COMMON STOCK 582839106 $ 115,576.72 2,306.00 2,306.00 - ALL 2,306.00 0 0 Medco Health Solutio COMMON STOCK 58405U102 $ 70,502.40 1,280.00 1,280.00 - ALL 1,280.00 0 0 Medtronic Inc COMMON STOCK 585055106 $ 110,079.45 3,035.00 3,035.00 - ALL 3,035.00 0 0 Medtronic Inc CONVERTIBLE BOND 585055AM8 $ 2,676,476.40 26,640.00 26,640.00 - ALL 26,640.00 0 0 Melco Crown Entertainment AMERICAN DEPOSITARY RECEIPT 585464100 $ 89,760.00 24,000.00 24,000.00 - ALL 24,000.00 0 0 Merck & Co Inc New COMMON STOCK 58933Y105 $ 400,021.83 11,439.00 11,439.00 - ALL 11,439.00 0 0 Mercury General Corp COMMON STOCK 589400100 $ 12,432.00 300.00 300.00 - ALL 300.00 0 0 Meredith Corp COMMON STOCK 589433101 $ 105,873.13 3,401.00 3,401.00 - ALL 3,401.00 0 0 Metlife Inc COMMON STOCK 59156R108 $ 62,115.20 1,645.00 1,645.00 - ALL 1,645.00 0 0 Microchip Technology COMMON STOCK 595017104 $ 1,570,139.48 56,602.00 56,602.00 - ALL 56,602.00 0 0 Microchip Technology Inc CONVERTIBLE BOND 595017AB0 $ 10,789.90 110.00 110.00 - ALL 110.00 0 0 Micron Technology Inc COMMON STOCK 595112103 $ 106,702.32 12,568.00 12,568.00 - ALL 12,568.00 0 0 Microsoft Corp COMMON STOCK 594918104 $ 589,585.23 25,623.00 25,623.00 - ALL 25,623.00 0 0 Molex Inc COMMON STOCK 608554101 $ 786,144.00 43,100.00 43,100.00 - ALL 43,100.00 0 0 Molson Coors Brewing COMMON STOCK 60871R209 $ 116,744.16 2,756.00 2,756.00 - ALL 2,756.00 0 0 Molson Coors Brewing CONVERTIBLE BOND 60871RAA8 $ 2,716,567.50 25,290.00 25,290.00 - ALL 25,290.00 0 0 Monsanto Co New COMMON STOCK 61166W101 $ 75,107.50 1,625.00 1,625.00 - ALL 1,625.00 0 0 Morgan Stanley COMMON STOCK 617446448 $ 2,792,395.10 120,310.00 120,310.00 - ALL 120,310.00 0 0 Motorola Inc COMMON STOCK 620076109 $ 2,428,074.08 372,404.00 372,404.00 - ALL 372,404.00 0 0 Murphy Oil Corp COMMON STOCK 626717102 $ 106,037.00 2,140.00 2,140.00 - ALL 2,140.00 0 0 Mylan Labs Inc COMMON STOCK 628530107 $ 1,568,020.80 92,020.00 92,020.00 - ALL 92,020.00 0 0 Nabors Inds Inc CONVERTIBLE BOND 629568AP1 $ 2,587,482.30 26,380.00 26,380.00 - ALL 26,380.00 0 0 NASDAQ CONVERTIBLE BOND 631103AA6 $ 2,331,087.20 24,440.00 24,440.00 - ALL 24,440.00 0 0 National City Corp CONVERTIBLE BOND 635405AW3 $ 2,602,957.50 25,740.00 25,740.00 - ALL 25,740.00 0 0 National Retail Properties CONVERTIBLE BOND 637417AC0 $ 2,094,300.00 20,000.00 20,000.00 - ALL 20,000.00 0 0 National Semiconduct COMMON STOCK 637640103 $ 1,120,289.26 83,231.00 83,231.00 - ALL 83,231.00 0 0 National-Oilwell Inc COMMON STOCK 637071101 $ 28,936.25 875.00 875.00 1 ALL 875.00 0 0 Neutral Tandem Inc COMMON STOCK 64128B108 $ 16,875.00 1,500.00 1,500.00 2 ALL 1,500.00 0 0 New Hampshire Thrift Bancshares, Inc COMMON STOCK 644722100 $ 31,500.00 3,000.00 3,000.00 3 ALL 3,000.00 0 0 New York Times Co COMMON STOCK 650111107 $ 106,498.80 12,312.00 12,312.00 4 ALL 12,312.00 0 0 Newell Finl Tr I CONVERTIBLE PREFERRED STOCK 651195307 $ 1,992,760.00 56,936.00 56,936.00 5 ALL 56,936.00 0 0 Newell Rubbermaid Inc CONVERTIBLE BOND 651229AH9 $ 9,156.25 50.00 50.00 6 ALL 50.00 0 0 Newmont Mng Corp Hld COMMON STOCK 651639106 $ 210,224.70 3,405.00 3,405.00 7 ALL 3,405.00 0 0 Newmont Mng Corp Hld CONVERTIBLE BOND 651639AJ5 $ 1,433.75 10.00 10.00 8 ALL 10.00 0 0 Newmont Mng Corp Hld CONVERTIBLE BOND 651639AK2 $ 3,089,702.40 21,760.00 21,760.00 9 ALL 21,760.00 0 0 News Corp Ltd COMMON STOCK 65248E104 $ 99,626.80 8,330.00 8,330.00 0 ALL 8,330.00 0 0 NextEra Energy CONVERTIBLE PREFERRED STOCK 65339F309 $ 1,530,639.60 31,016.00 31,016.00 1 ALL 31,016.00 0 0 NextEra Energy, Inc. COMMON STOCK 65339F101 $ 192,065.64 3,939.00 3,939.00 2 ALL 3,939.00 0 0 Nike Inc COMMON STOCK 654106103 $ 196,773.15 2,913.00 2,913.00 3 ALL 2,913.00 0 0 Nisource Inc COMMON STOCK 65473P105 $ 423,400.00 29,200.00 29,200.00 4 ALL 29,200.00 0 0 Norfolk Southern Cor COMMON STOCK 655844108 $ 51,723.75 975.00 975.00 975.00 Northeast Utilities COMMON STOCK 664397106 $ 112,162.96 4,402.00 4,402.00 4,402.00 Northrop Corp COMMON STOCK 666807102 $ 46,818.40 860.00 860.00 860.00 NovaGold Resources Inc COMMON STOCK 66987E206 $ 57,236.00 8,200.00 8,200.00 8,200.00 Novell Inc COMMON STOCK 670006105 $ 111,305.28 19,596.00 19,596.00 19,596.00 Nustar Energy Lp COMMON STOCK 67058H102 $ 34,434.00 600.00 600.00 600.00 Nuvasive Inc CONVERTIBLE BOND 670704AB1 $ 5,325.00 50.00 50.00 50.00 Nvidia Corp COMMON STOCK 67066G104 $ 88,775.95 8,695.00 8,695.00 8,695.00 Occidental Pete Corp COMMON STOCK 674599105 $ 279,205.85 3,619.00 3,619.00 3,619.00 Olin Corp COMMON STOCK 680665205 $ 33,014.25 1,825.00 1,825.00 1,825.00 Omnicom Group CONVERTIBLE BOND 681919AT3 $ 176,598.12 1,870.00 1,870.00 1,870.00 On Semiconductor Corp CONVERTIBLE BOND 682189AG0 $ 10,463.75 110.00 110.00 110.00 Oracle Systems Corp COMMON STOCK 68389X105 $ 337,479.96 15,726.00 15,726.00 15,726.00 Paccar Inc COMMON STOCK 693718108 $ 111,117.69 2,787.00 2,787.00 2,787.00 Pall Corp COMMON STOCK 696429307 $ 859,250.00 25,000.00 25,000.00 25,000.00 Parker Hannifin Corp COMMON STOCK 701094104 $ 1,081,470.00 19,500.00 19,500.00 19,500.00 Peabody Energy Corp COMMON STOCK 704549104 $ 8,217.30 210.00 210.00 210.00 Peabody Energy Corp CONVERTIBLE BOND 704549AG9 $ 15,880.00 160.00 160.00 160.00 Pepco Holdings Inc. COMMON STOCK 713291102 $ 151,437.44 9,658.00 9,658.00 9,658.00 Pepsico Inc COMMON STOCK 713448108 $ 262,999.25 4,315.00 4,315.00 4,315.00 Perkinelmer Inc COMMON STOCK 714046109 $ 1,037,634.00 50,200.00 50,200.00 50,200.00 Pfizer Inc COMMON STOCK 717081103 $ 428,384.66 30,041.00 30,041.00 30,041.00 Philip Morris Intl Inc COMMON STOCK 718172109 $ 238,368.00 5,200.00 5,200.00 5,200.00 Pinnacle West Cap Co COMMON STOCK 723484101 $ 118,351.80 3,255.00 3,255.00 3,255.00 Pnc Financial Corp COMMON STOCK 693475105 $ 75,710.00 1,340.00 1,340.00 1,340.00 Ppl Corp COMMON STOCK 69351T106 $ 110,453.65 4,427.00 4,427.00 4,427.00 PPL Corporation CONVERTIBLE PREFERRED STOCK 69351T601 $ 2,285,754.50 44,050.00 44,050.00 44,050.00 Praxair Inc COMMON STOCK 74005P104 $ 65,731.35 865.00 865.00 865.00 Priceline.com COMMON STOCK 741503403 $ 67,967.90 385.00 385.00 385.00 Procter & Gamble Co COMMON STOCK 742718109 $ 588,703.70 9,815.00 9,815.00 9,815.00 Progress Energy Inc COMMON STOCK 743263105 $ 116,091.20 2,960.00 2,960.00 2,960.00 Progressive Corp Ohi COMMON STOCK 743315103 $ 110,597.76 5,908.00 5,908.00 5,908.00 Prologis CONVERTIBLE BOND 743410AS1 $ 1,381,006.40 15,280.00 15,280.00 15,280.00 ProShares Short S&P 500 EXCHANGE TRADED FUND 74347R503 $ 222,790.50 4,050.00 4,050.00 4,050.00 Prospect Energy Corp COMMON STOCK 74348T102 $ 41,215.15 4,271.00 4,271.00 4,271.00 Prudential Finl Inc COMMON STOCK 744320102 $ 70,294.60 1,310.00 1,310.00 1,310.00 Pulte Homes Inc COMMON STOCK 745867101 $ 92,413.08 11,161.00 11,161.00 11,161.00 Qualcomm Inc COMMON STOCK 747525103 $ 148,436.80 4,520.00 4,520.00 4,520.00 Quest Diagnostics In COMMON STOCK 74834L100 $ 1,456,423.74 29,322.00 29,322.00 29,322.00 Qwest Communications COMMON STOCK 749121109 $ 114,035.25 21,721.00 21,721.00 21,721.00 Radioshack Corp COMMON STOCK 750438103 $ 971,598.00 49,800.00 49,800.00 49,800.00 Rayonier Inc COMMON STOCK 754907103 $ 12,193.54 277.00 277.00 277.00 Rayonier Trs Hldgs Inc CONVERTIBLE BOND 75508AAB2 $ 2,907,601.20 27,990.00 27,990.00 27,990.00 Raytheon Co COMMON STOCK 755111507 $ 50,325.60 1,040.00 1,040.00 1,040.00 Red Hat Inc COMMON STOCK 756577102 $ 112,808.12 3,898.00 3,898.00 3,898.00 Regal Intertainment Group - A COMMON STOCK 758766109 $ 27,384.00 2,100.00 2,100.00 2,100.00 Rockwell Automation COMMON STOCK 773903109 $ 913,074.00 18,600.00 18,600.00 18,600.00 Rockwell Collins Inc COMMON STOCK 774341101 $ 1,248,555.00 23,500.00 23,500.00 23,500.00 Rowan Cos Inc COMMON STOCK 779382100 $ 1,053,120.00 48,000.00 48,000.00 48,000.00 Sandisk Corp CONVERTIBLE BOND 80004CAC5 $ 4,387.50 50.00 50.00 50.00 Sara Lee Corp COMMON STOCK 803111103 $ 113,237.10 8,031.00 8,031.00 8,031.00 SBA Communications Corp CONVERTIBLE BOND 78388JAN6 $ 11,233.75 110.00 110.00 110.00 Scana Corp New COMMON STOCK 80589M102 $ 740,232.00 20,700.00 20,700.00 20,700.00 Schlumberger Ltd COMMON STOCK 806857108 $ 181,515.20 3,280.00 3,280.00 3,280.00 Schwab Charles Cp Ne COMMON STOCK 808513105 $ 1,690,709.76 119,232.00 119,232.00 119,232.00 Senior Hsg Pptys Tr COMMON STOCK 81721M109 $ 33,784.80 1,680.00 1,680.00 1,680.00 Sherwin Williams Co COMMON STOCK 824348106 $ 1,680,348.34 24,286.00 24,286.00 24,286.00 Sigma Aldrich Corp COMMON STOCK 826552101 $ 106,835.52 2,144.00 2,144.00 2,144.00 Simon Ppty Group Inc COMMON STOCK 828806109 $ 58,543.75 725.00 725.00 725.00 Slm Corp COMMON STOCK 78442P106 $ 1,801,854.58 173,422.00 173,422.00 173,422.00 SM Energy Co CONVERTIBLE BOND 792228AD0 $ 11,660.00 110.00 110.00 110.00 Smucker J M Co COMMON STOCK 832696405 $ 2,180,686.64 36,212.00 36,212.00 36,212.00 Southern Co COMMON STOCK 842587107 $ 224,407.04 6,743.00 6,743.00 6,743.00 Southern Copper Corp COMMON STOCK 84265V105 $ 9,554.40 360.00 360.00 360.00 Spdr S&P 500 EXCHANGE TRADED FUND 78462F103 $22,945,806.00 222,300.00 222,300.00 222,300.00 Stanley Black & Decker Inc COMMON STOCK 854502101 $ 103,464.96 2,048.00 2,048.00 2,048.00 Starbucks Corp COMMON STOCK 855244109 $ 107,235.90 4,413.00 4,413.00 4,413.00 Starwood Hotels&Reso COMMON STOCK 85590A401 $ 2,183,361.00 52,700.00 52,700.00 52,700.00 State Str Corp COMMON STOCK 857477103 $ 48,700.80 1,440.00 1,440.00 1,440.00 Stec Inc COMMON STOCK 784774101 $ 36,424.00 2,900.00 2,900.00 2,900.00 Steel Dynamics Inc CONVERTIBLE BOND 858119AP5 $ 12,086.25 110.00 110.00 110.00 Suburban Propane Par COMMON STOCK 864482104 $ 35,809.65 765.00 765.00 765.00 Symantec Corp COMMON STOCK 871503108 $ 111,900.56 8,062.00 8,062.00 8,062.00 Symantec Corp CONVERTIBLE BOND 871503AF5 $ 2,405,700.45 23,670.00 23,670.00 23,670.00 Sysco Corp COMMON STOCK 871829107 $ 109,165.97 3,821.00 3,821.00 3,821.00 T.Rowe Price Group I COMMON STOCK 74144T108 $ 1,340,578.00 30,200.00 30,200.00 30,200.00 Target Corp COMMON STOCK 87612E106 $ 204,793.05 4,165.00 4,165.00 4,165.00 Teco Energy Inc COMMON STOCK 872375100 $ 1,169,959.45 77,635.00 77,635.00 77,635.00 Telecom Corp New Zea AMERICAN DEPOSITARY RECEIPT 879278208 $ 49,910.00 7,750.00 7,750.00 7,750.00 Teradata Corp COMMON STOCK 88076W103 $ 109,026.96 3,577.00 3,577.00 3,577.00 Tessera Technologies Inc COMMON STOCK 88164L100 $ 36,112.50 2,250.00 2,250.00 2,250.00 Teva Pharmaceutical CONVERTIBLE BOND 88165FAA0 $ 2,785,927.67 24,280.00 24,280.00 24,280.00 Texas Instrs Inc COMMON STOCK 882508104 $ 4,332,990.00 186,125.00 186,125.00 186,125.00 Textron Inc COMMON STOCK 883203101 $ 1,427,177.00 84,100.00 84,100.00 84,100.00 Textron Inc CONVERTIBLE BOND 883203BN0 $ 318,097.50 2,190.00 2,190.00 2,190.00 Thermo Fisher Scientifi COMMON STOCK 883556102 $ 52,974.00 1,080.00 1,080.00 1,080.00 Time Warner Inc COMMON STOCK 887317303 $ 91,355.60 3,160.00 3,160.00 3,160.00 Total Sys Svcs Inc COMMON STOCK 891906109 $ 968,320.00 71,200.00 71,200.00 71,200.00 Transocean Inc CONVERTIBLE BOND 893830AV1 $ 3,026,946.37 33,820.00 33,820.00 33,820.00 Transocean Inc CONVERTIBLE BOND 893830AW9 $ 9,185.00 110.00 110.00 110.00 Travelers Companies COMMON STOCK 89417E109 $ 187,987.25 3,817.00 3,817.00 3,817.00 Triumph Group Inc. CONVERTIBLE BOND 896818AB7 $ 14,368.75 110.00 110.00 110.00 Tyco Electronics Ltd Sw COMMON STOCK H8912P106 $ 2,241,054.00 88,300.00 88,300.00 88,300.00 Tyson Foods Inc COMMON STOCK 902494103 $ 106,239.98 6,482.00 6,482.00 6,482.00 Union Pac Corp COMMON STOCK 907818108 $ 97,661.55 1,405.00 1,405.00 1,405.00 United Dom Rlty CONVERTIBLE BOND 910197AK8 $ 2,840,250.00 28,000.00 28,000.00 28,000.00 United Parcel Servic COMMON STOCK 911312106 $ 154,456.35 2,715.00 2,715.00 2,715.00 United States Stl Co COMMON STOCK 912909108 $ 1,404,376.50 36,430.00 36,430.00 36,430.00 United Technologies COMMON STOCK 913017109 $ 169,739.65 2,615.00 2,615.00 2,615.00 Unitedhealth Group I COMMON STOCK 91324P102 $ 91,164.00 3,210.00 3,210.00 3,210.00 Universal Corp COMMON STOCK 913456109 $ 23,808.00 600.00 600.00 600.00 Us Bancorp Del CONVERTIBLE PREFERRED STOCK 902973155 $ 32,160.00 1,600.00 1,600.00 1,600.00 Us Bancorp Del COMMON STOCK 902973304 $ 2,338,368.75 104,625.00 104,625.00 104,625.00 Vale Cap Ltd CONVERTIBLE PREFERRED STOCK 91912F201 $ 108,185.00 1,540.00 1,540.00 1,540.00 Vector Group Ltd COMMON STOCK 92240M108 $ 20,184.00 1,200.00 1,200.00 1,200.00 Verisign Inc CONVERTIBLE BOND 92343EAD4 $ 4,519.45 50.00 50.00 50.00 Verizon Communicatio COMMON STOCK 92343V104 $ 390,738.90 13,945.00 13,945.00 13,945.00 Viacom Inc New -B COMMON STOCK 92553P201 $ 37,644.00 1,200.00 1,200.00 1,200.00 Virgin Media Inc CONVERTIBLE BOND 92769LAB7 $ 5,906.25 50.00 50.00 50.00 Vornado Rlty L P CONVERTIBLE BOND 929043AC1 $ 1,760,731.50 16,350.00 16,350.00 16,350.00 Wal Mart Stores Inc COMMON STOCK 931142103 $ 296,591.90 6,170.00 6,170.00 6,170.00 Walgreen Co COMMON STOCK 931422109 $ 167,676.00 6,280.00 6,280.00 6,280.00 Washington Post Co COMMON STOCK 939640108 $ 100,567.60 245.00 245.00 245.00 Waste Mgmt Inc Del COMMON STOCK 94106L109 $ 61,797.75 1,975.00 1,975.00 1,975.00 Watson Pharmaceuticals Inc COMMON STOCK 942683103 $ 104,711.17 2,581.00 2,581.00 2,581.00 Weis Markets Inc COMMON STOCK 948849104 $ 18,100.50 550.00 550.00 550.00 Wellpoint Inc COMMON STOCK 94973V107 $ 62,875.05 1,285.00 1,285.00 1,285.00 Wells Fargo & Co New CONVERTIBLE PREFERRED STOCK 949746804 $ 1,830,384.17 1,966.04 1,966.04 1,966.04 Wells Fargo & Co New COMMON STOCK 949746101 $ 322,816.00 12,610.00 12,610.00 12,610.00 Wesco International CONVERTIBLE BOND 95082PAH8 $ 7,206.25 50.00 50.00 50.00 Western Refining Inc COMMON STOCK 959319104 $ 65,390.00 13,000.00 13,000.00 13,000.00 Westpac Bkg Ltd AMERICAN DEPOSITARY RECEIPT 961214301 $ 22,145.00 250.00 250.00 250.00 Whirlpool Corp COMMON STOCK 963320106 $ 96,075.08 1,094.00 1,094.00 1,094.00 Whole Foods Mkt Inc COMMON STOCK 966837106 $ 27,015.00 750.00 750.00 750.00 Windstream Corp COMMON STOCK 97381W104 $ 1,390,382.40 131,665.00 131,665.00 131,665.00 Wisconsin Energy Cor COMMON STOCK 976657106 $ 969,134.00 19,100.00 19,100.00 19,100.00 Wonder Auto Technolo COMMON STOCK 978166106 $ 57,462.00 7,850.00 7,850.00 7,850.00 WSP Holdings LTD COMMON STOCK 92934F104 $ 65,600.00 40,000.00 40,000.00 40,000.00 Wyndham Worldwide Co COMMON STOCK 98310W108 $ 1,462,164.00 72,600.00 72,600.00 72,600.00 Wynn Resorts Ltd COMMON STOCK 983134107 $ 103,879.74 1,362.00 1,362.00 1,362.00 Xilinx Inc COMMON STOCK 983919101 $ 1,834,078.08 72,608.00 72,608.00 72,608.00 Xl Cap Ltd CONVERTIBLE PREFERRED STOCK G98255600 $ 1,564,593.80 62,260.00 62,260.00 62,260.00 XL Capital Ltd - Class A COMMON STOCK G98255105 $ 103,856.87 6,487.00 6,487.00 6,487.00 Yahoo Inc COMMON STOCK 984332106 $ 35,958.00 2,600.00 2,600.00 2,600.00 Yum Brands Inc COMMON STOCK 988498101 $ 108,921.60 2,790.00 2,790.00 2,790.00 Zions Bancorp COMMON STOCK 989701107 $ 401,202.00 18,600.00 18,600.00 18,600.00
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