Conning as of March 31, 2012
Portfolio Holdings for Conning
Conning holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
{C} {C} FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 7268 81470 SH SOLE 81470 0 0 AAR CORP COM 000361105 20 1089 SH SOLE 1089 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 889 900000 PRN SOLE 900000 0 0 ABBOTT LABS COM 002824100 8867 144679 SH SOLE 144679 0 0 ABITIBIBOWATER INC COM NEW 003687209 1110 77735 SH SOLE 77735 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 943 14620 SH SOLE 14620 0 0 ACCURIDE CORP NEW COM NEW 00439T206 262 30146 SH SOLE 30146 0 0 ACE LTD SHS H0023R105 682 9320 SH SOLE 9320 0 0 ADOBE SYS INC COM 00724F101 460 13417 SH SOLE 13417 0 0 ADVANCED MICRO DEVICES INC COM 007903107 126 15693 SH SOLE 15693 0 0 AES CORP COM 00130H105 223 17075 SH SOLE 17075 0 0 AETNA INC NEW COM 00817Y108 500 9963 SH SOLE 9963 0 0 AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 1430 1300000 PRN SOLE 1300000 0 0 AFLAC INC COM 001055102 870 18928 SH SOLE 18928 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 96 75000 PRN SOLE 75000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 503 11296 SH SOLE 11296 0 0 AIR PRODS & CHEMS INC COM 009158106 6023 65608 SH SOLE 65608 0 0 ALCOA INC COM 013817101 404 40353 SH SOLE 40353 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 120 2921 SH SOLE 2921 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1664 1335000 PRN SOLE 1335000 0 0 ALLERGAN INC COM 018490102 969 10149 SH SOLE 10149 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 714 700000 PRN SOLE 700000 0 0 ALLSTATE CORP COM 020002101 454 13776 SH SOLE 13776 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 76 4976 SH SOLE 4976 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 129 145000 PRN SOLE 145000 0 0 ALTERA CORP COM 021441100 403 10130 SH SOLE 10130 0 0 ALTRIA GROUP INC COM 02209S103 4851 157144 SH SOLE 157144 0 0 ALZA CORP SDCV 7/2 02261WAB5 1412 1500000 PRN SOLE 1500000 0 0 AMAZON COM INC COM 023135106 2036 10054 SH SOLE 10054 0 0 AMEREN CORP COM 023608102 210 6434 SH SOLE 6434 0 0 AMERICAN ELEC PWR INC COM 025537101 508 13158 SH SOLE 13158 0 0 AMERICAN EXPRESS CO COM 025816109 2474 42761 SH SOLE 42761 0 0 AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 0 34 SH SOLE 34 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 326 10558 SH SOLE 10558 0 0 AMERICAN TOWER CORP NEW COM 03027X100 817 12967 SH SOLE 12967 0 0 AMERIPRISE FINL INC COM 03076C106 557 9745 SH SOLE 9745 0 0 AMERISOURCEBERGEN CORP COM 03073E105 293 7384 SH SOLE 7384 0 0 AMGEN INC COM 031162100 1860 27372 SH SOLE 27372 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 2434 2380000 PRN SOLE 2380000 0 0 AMGEN INC NOTE 3/0 031162AL4 0 0 PRN SOLE 0 0 0 AMPHENOL CORP NEW CL A 032095101 326 5448 SH SOLE 5448 0 0 ANADARKO PETE CORP COM 032511107 1756 22411 SH SOLE 22411 0 0 ANALOG DEVICES INC COM 032654105 386 9558 SH SOLE 9558 0 0 ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 625 14500 SH SOLE 14500 0 0 ANIXTER INTL INC COM 035290105 204 2812 SH SOLE 2812 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 106 85000 PRN SOLE 85000 0 0 AON CORP COM 037389103 585 11923 SH SOLE 11923 0 0 APACHE CORP COM 037411105 1163 11583 SH SOLE 11583 0 0 APACHE CORP PFD CONV SER D 037411808 9543 171700 SH SOLE 171700 0 0 APOLLO GROUP INC CL A 037604105 328 8488 SH SOLE 8488 0 0 APPLE INC COM 037833100 26139 43597 SH SOLE 43597 0 0 APPLIED MATLS INC COM 038222105 4596 369334 SH SOLE 369334 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5367 169529 SH SOLE 169529 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 8471 8285000 PRN SOLE 8285000 0 0 AT^T INC COM 00206R102 11376 364252 SH SOLE 364252 0 0 AUTODESK INC COM 052769106 263 6213 SH SOLE 6213 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 4901 88810 SH SOLE 88810 0 0 AUTOZONE INC COM 053332102 590 1586 SH SOLE 1586 0 0 AVALONBAY CMNTYS INC COM 053484101 625 4421 SH SOLE 4421 0 0 AVON PRODS INC COM 054303102 364 18795 SH SOLE 18795 0 0 BAKER HUGHES INC COM 057224107 525 12528 SH SOLE 12528 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1297 1325 SH SOLE 1325 0 0 BANK OF AMERICA CORPORATION COM 060505104 3802 397333 SH SOLE 397333 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 1066 44183 SH SOLE 44183 0 0 BARCLAYS PLC ADR 06738E204 2154 142170 SH SOLE 142170 0 0 BARD C R INC COM 067383109 333 3372 SH SOLE 3372 0 0 BARNES GROUP INC COM 067806109 35 1341 SH SOLE 1341 0 0 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 785 700000 PRN SOLE 700000 0 0 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 385 385000 PRN SOLE 385000 0 0 BAXTER INTL INC COM 071813109 5224 87380 SH SOLE 87380 0 0 BB^T CORP COM 054937107 704 22443 SH SOLE 22443 0 0 BEAM INC COM 073730103 200 3412 SH SOLE 3412 0 0 BECTON DICKINSON & CO COM 075887109 546 7034 SH SOLE 7034 0 0 BED BATH & BEYOND INC COM 075896100 555 8439 SH SOLE 8439 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 244 2 SH SOLE 2 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3935 48490 SH SOLE 48490 0 0 BEST BUY INC COM 086516101 326 13769 SH SOLE 13769 0 0 BIOGEN IDEC INC COM 09062X103 1063 8436 SH SOLE 8436 0 0 BLACKROCK ENHANCED EQT DIV T COM 09251A104 1449 193216 SH SOLE 193216 0 0 BLACKROCK FLOATING RATE INCO COM 091941104 1167 81772 SH SOLE 81772 0 0 BLACKROCK INC COM 09247X101 525 2560 SH SOLE 2560 0 0 BLACKROCK MUNICIPL INC QLTY COM 092479104 250 16700 SH SOLE 16700 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 360 34514 SH SOLE 34514 0 0 BLACKROCK MUNIYIELD QLTY FD COM 09254E103 199 14000 SH SOLE 14000 0 0 BOEING CO COM 097023105 6701 90106 SH SOLE 90106 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 318 280000 PRN SOLE 280000 0 0 BOSTON PROPERTIES INC COM 101121101 528 5031 SH SOLE 5031 0 0 BOSTON SCIENTIFIC CORP COM 101137107 244 40748 SH SOLE 40748 0 0 BP PLC SPONSORED ADR 055622104 221 4914 SH SOLE 4914 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 6790 201176 SH SOLE 201176 0 0 BRISTOW GROUP INC COM 110394103 50 1047 SH SOLE 1047 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1210 1150000 PRN SOLE 1150000 0 0 BROADCOM CORP CL A 111320107 598 15210 SH SOLE 15210 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 299 4561 SH SOLE 4561 0 0 CA INC COM 12673P105 331 12003 SH SOLE 12003 0 0 CABOT OIL & GAS CORP COM 127097103 393 12612 SH SOLE 12612 0 0 CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 1752 175206 SH SOLE 175206 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 356 6742 SH SOLE 6742 0 0 CAMPBELL SOUP CO COM 134429109 4545 134257 SH SOLE 134257 0 0 CAPITAL ONE FINL CORP COM 14040H105 834 14970 SH SOLE 14970 0 0 CARDINAL HEALTH INC COM 14149Y108 407 9450 SH SOLE 9450 0 0 CARMAX INC COM 143130102 205 5919 SH SOLE 5919 0 0 CARNIVAL CORP PAIRED CTF 143658300 390 12160 SH SOLE 12160 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 222 4250 SH SOLE 4250 0 0 CATERPILLAR INC DEL COM 149123101 2325 21827 SH SOLE 21827 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 154 19192 SH SOLE 19192 0 0 CBS CORP NEW CL B 124857202 723 21321 SH SOLE 21321 0 0 CELGENE CORP COM 151020104 965 12450 SH SOLE 12450 0 0 CENTERPOINT ENERGY INC COM 15189T107 225 11412 SH SOLE 11412 0 0 CENTURYLINK INC COM 156700106 751 19438 SH SOLE 19438 0 0 CERNER CORP COM 156782104 312 4097 SH SOLE 4097 0 0 CF INDS HLDGS INC COM 125269100 355 1943 SH SOLE 1943 0 0 CHESAPEAKE ENERGY CORP COM 165167107 413 17816 SH SOLE 17816 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 276 300000 PRN SOLE 300000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1430 1450000 PRN SOLE 1450000 0 0 CHEVRON CORP NEW COM 166764100 12150 113332 SH SOLE 113332 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 439 1050 SH SOLE 1050 0 0 CHUBB CORP COM 171232101 1803 26088 SH SOLE 26088 0 0 CIENA CORP COM NEW 171779309 0 0 SH SOLE 0 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 105 120000 PRN SOLE 120000 0 0 CIGNA CORPORATION COM 125509109 491 9973 SH SOLE 9973 0 0 CISCO SYS INC COM 17275R102 3193 150981 SH SOLE 150981 0 0 CIT GROUP INC COM NEW 125581801 3966 96169 SH SOLE 96169 0 0 CITIGROUP INC COM NEW 172967424 5508 150708 SH SOLE 150708 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 1035 10000 SH SOLE 10000 0 0 CITRIX SYS INC COM 177376100 490 6211 SH SOLE 6211 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 276 3978 SH SOLE 3978 0 0 CLOROX CO DEL COM 189054109 294 4282 SH SOLE 4282 0 0 CME GROUP INC COM 12572Q105 607 2097 SH SOLE 2097 0 0 CMS ENERGY CORP COM 125896100 243 11048 SH SOLE 11048 0 0 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 1340 840000 PRN SOLE 840000 0 0 COACH INC COM 189754104 611 7906 SH SOLE 7906 0 0 COCA COLA CO COM 191216100 10381 140262 SH SOLE 140262 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 238 8329 SH SOLE 8329 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 763 9913 SH SOLE 9913 0 0 COHEN & STEERS INFRASTRUCTUR COM 19248A109 1684 95675 SH SOLE 95675 0 0 COLGATE PALMOLIVE CO COM 194162103 6032 61693 SH SOLE 61693 0 0 COMCAST CORP NEW CL A 20030N101 2701 89989 SH SOLE 89989 0 0 CONAGRA FOODS INC COM 205887102 289 11006 SH SOLE 11006 0 0 CONOCOPHILLIPS COM 20825C104 7890 103796 SH SOLE 103796 0 0 CONSOL ENERGY INC COM 20854P109 211 6196 SH SOLE 6196 0 0 CONSOLIDATED EDISON INC COM 209115104 467 7998 SH SOLE 7998 0 0 CORNING INC COM 219350105 611 43416 SH SOLE 43416 0 0 COSTCO WHSL CORP NEW COM 22160K105 1417 15603 SH SOLE 15603 0 0 COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 385 335000 PRN SOLE 335000 0 0 COVIDIEN PLC SHS G2554F113 770 14084 SH SOLE 14084 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 2335 81913 SH SOLE 81913 0 0 CSX CORP COM 126408103 1329 61743 SH SOLE 61743 0 0 CUMMINS INC COM 231021106 801 6673 SH SOLE 6673 0 0 CVS CAREMARK CORPORATION COM 126650100 2714 60572 SH SOLE 60572 0 0 D R HORTON INC COM 23331A109 107 7082 SH SOLE 7082 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1131 875000 PRN SOLE 875000 0 0 DANAHER CORP DEL COM 235851102 2776 49578 SH SOLE 49578 0 0 DAVITA INC COM 23918K108 291 3224 SH SOLE 3224 0 0 DEAN FOODS CO NEW COM 242370104 215 17728 SH SOLE 17728 0 0 DEERE & CO COM 244199105 2405 29727 SH SOLE 29727 0 0 DELL INC COM 24702R101 704 42437 SH SOLE 42437 0 0 DENBURY RES INC COM NEW 247916208 193 10572 SH SOLE 10572 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 226 6048 SH SOLE 6048 0 0 DEVON ENERGY CORP NEW COM 25179M103 809 11379 SH SOLE 11379 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 1245 12900 SH SOLE 12900 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 999 14961 SH SOLE 14961 0 0 DIRECTV COM CL A 25490A101 1092 22123 SH SOLE 22123 0 0 DISCOVER FINL SVCS COM 254709108 482 14457 SH SOLE 14457 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 365 7219 SH SOLE 7219 0 0 DISNEY WALT CO COM DISNEY 254687106 2607 59552 SH SOLE 59552 0 0 DOLLAR TREE INC COM 256746108 220 2330 SH SOLE 2330 0 0 DOMINION RES INC VA NEW COM 25746U109 901 17594 SH SOLE 17594 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 118 80000 PRN SOLE 80000 0 0 DOVER CORP COM 260003108 336 5343 SH SOLE 5343 0 0 DOW CHEM CO COM 260543103 2278 65774 SH SOLE 65774 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 233 5786 SH SOLE 5786 0 0 DTE ENERGY CO COM 233331107 1254 22780 SH SOLE 22780 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5442 102881 SH SOLE 102881 0 0 DUKE ENERGY CORP NEW COM 26441C105 847 40310 SH SOLE 40310 0 0 E M C CORP MASS COM 268648102 2515 84182 SH SOLE 84182 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 2882 1535000 PRN SOLE 1535000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 125 11385 SH SOLE 11385 0 0 EATON CORP COM 278058102 4289 86076 SH SOLE 86076 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 515 32079 SH SOLE 32079 0 0 EBAY INC COM 278642103 1367 37043 SH SOLE 37043 0 0 ECOLAB INC COM 278865100 476 7706 SH SOLE 7706 0 0 EDISON INTL COM 281020107 374 8787 SH SOLE 8787 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 204 2810 SH SOLE 2810 0 0 EL PASO CORP COM 28336L109 15679 530588 SH SOLE 530588 0 0 EMERSON ELEC CO COM 291011104 7671 147005 SH SOLE 147005 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 817 575000 PRN SOLE 575000 0 0 ENTERGY CORP NEW COM 29364G103 450 6695 SH SOLE 6695 0 0 EOG RES INC COM 26875P101 834 7506 SH SOLE 7506 0 0 EQT CORP COM 26884L109 1075 22302 SH SOLE 22302 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 753 12024 SH SOLE 12024 0 0 EXELON CORP COM 30161N101 5502 140318 SH SOLE 140318 0 0 EXPEDITORS INTL WASH INC COM 302130109 271 5821 SH SOLE 5821 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 319 320000 PRN SOLE 320000 0 0 EXXON MOBIL CORP COM 30231G102 18722 215869 SH SOLE 215869 0 0 F M C CORP COM NEW 302491303 218 2055 SH SOLE 2055 0 0 F5 NETWORKS INC COM 315616102 320 2373 SH SOLE 2373 0 0 FAMILY DLR STORES INC COM 307000109 218 3443 SH SOLE 3443 0 0 FASTENAL CO COM 311900104 434 8022 SH SOLE 8022 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 395 4078 SH SOLE 4078 0 0 FEDEX CORP COM 31428X106 812 8825 SH SOLE 8825 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 218 6578 SH SOLE 6578 0 0 FIFTH THIRD BANCORP COM 316773100 409 29120 SH SOLE 29120 0 0 FIRSTENERGY CORP COM 337932107 1077 23615 SH SOLE 23615 0 0 FISERV INC COM 337738108 333 4792 SH SOLE 4792 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 72 10000 SH SOLE 10000 0 0 FLOWSERVE CORP COM 34354P105 206 1782 SH SOLE 1782 0 0 FLUOR CORP NEW COM 343412102 283 4720 SH SOLE 4720 0 0 FMC TECHNOLOGIES INC COM 30249U101 331 6564 SH SOLE 6564 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1438 115294 SH SOLE 115294 0 0 FOREST LABS INC COM 345838106 249 7166 SH SOLE 7166 0 0 FRANKLIN RES INC COM 354613101 518 4175 SH SOLE 4175 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1044 27440 SH SOLE 27440 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 140 33474 SH SOLE 33474 0 0 GANNETT INC COM 364730101 165 10745 SH SOLE 10745 0 0 GAP INC DEL COM 364760108 251 9621 SH SOLE 9621 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 90 85000 PRN SOLE 85000 0 0 GENERAL DYNAMICS CORP COM 369550108 4909 66897 SH SOLE 66897 0 0 GENERAL ELECTRIC CO COM 369604103 5806 289296 SH SOLE 289296 0 0 GENERAL MLS INC COM 370334104 4958 125683 SH SOLE 125683 0 0 GENUINE PARTS CO COM 372460105 259 4124 SH SOLE 4124 0 0 GENWORTH FINL INC COM CL A 37247D106 152 18290 SH SOLE 18290 0 0 GILEAD SCIENCES INC COM 375558103 1022 20908 SH SOLE 20908 0 0 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 1956 1600000 PRN SOLE 1600000 0 0 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2841 2355000 PRN SOLE 2355000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2699 21701 SH SOLE 21701 0 0 GOODRICH CORP COM 382388106 529 4217 SH SOLE 4217 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 152 13579 SH SOLE 13579 0 0 GOOGLE INC CL A 38259P508 5554 8662 SH SOLE 8662 0 0 GRAINGER W W INC COM 384802104 381 1774 SH SOLE 1774 0 0 GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 1836 30000 SH SOLE 30000 0 0 HALLIBURTON CO COM 406216101 830 25014 SH SOLE 25014 0 0 HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 395 22300 SH SOLE 22300 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 228 233000 PRN SOLE 233000 0 0 HARLEY DAVIDSON INC COM 412822108 314 6394 SH SOLE 6394 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 312 14810 SH SOLE 14810 0 0 HCP INC COM 40414L109 486 12316 SH SOLE 12316 0 0 HEALTH CARE REIT INC COM 42217K106 315 5738 SH SOLE 5738 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 2286 2050000 PRN SOLE 2050000 0 0 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 211 180000 PRN SOLE 180000 0 0 HEINZ H J CO COM 423074103 4784 89328 SH SOLE 89328 0 0 HERSHEY CO COM 427866108 360 5864 SH SOLE 5864 0 0 HESS CORP COM 42809H107 571 9687 SH SOLE 9687 0 0 HEWLETT PACKARD CO COM 428236103 1571 65940 SH SOLE 65940 0 0 HOME DEPOT INC COM 437076102 6369 126591 SH SOLE 126591 0 0 HONEYWELL INTL INC COM 438516106 7127 116748 SH SOLE 116748 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 39 920 SH SOLE 920 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 238 220000 PRN SOLE 220000 0 0 HOSPIRA INC COM 441060100 338 9032 SH SOLE 9032 0 0 HOST HOTELS & RESORTS INC COM 44107P104 361 22014 SH SOLE 22014 0 0 HSBC HLDGS PLC ADR A 1/40PF A 404280604 4980 200000 SH SOLE 200000 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 2424 54601 SH SOLE 54601 0 0 HUDSON CITY BANCORP COM 443683107 121 16593 SH SOLE 16593 0 0 HUMANA INC COM 444859102 438 4733 SH SOLE 4733 0 0 HUNTINGTON BANCSHARES INC COM 446150104 151 23446 SH SOLE 23446 0 0 IDEX CORP COM 45167R104 937 22250 SH SOLE 22250 0 0 ILLINOIS TOOL WKS INC COM 452308109 6038 105714 SH SOLE 105714 0 0 INGERSOLL-RAND PLC SHS G47791101 351 8481 SH SOLE 8481 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1241 23414 SH SOLE 23414 0 0 INTEL CORP COM 458140100 8301 295257 SH SOLE 295257 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 230 200000 PRN SOLE 200000 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 293 2135 SH SOLE 2135 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 8801 42181 SH SOLE 42181 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 490 29191 SH SOLE 29191 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1531 1350000 PRN SOLE 1350000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 139 12156 SH SOLE 12156 0 0 INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 0 0 PRN SOLE 0 0 0 INTL PAPER CO COM 460146103 512 14600 SH SOLE 14600 0 0 INTUIT COM 461202103 591 9828 SH SOLE 9828 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 951 1756 SH SOLE 1756 0 0 INVESCO LTD SHS G491BT108 323 12125 SH SOLE 12125 0 0 ISHARES GOLD TRUST ISHARES 464285105 4509 277158 SH SOLE 277158 0 0 ISHARES INC MSCI BRIC INDX 464286657 6255 153000 SH SOLE 153000 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 1973 62873 SH SOLE 62873 0 0 ISHARES TR IBOXX INV CPBD 464287242 6342 54850 SH SOLE 54850 0 0 ISHARES TR MSCI EAFE INDEX 464287465 15163 276247 SH SOLE 276247 0 0 ISHARES TR RUSSELL 2000 464287655 6180 74627 SH SOLE 74627 0 0 ISHARES TR S^P 500 INDEX 464287200 18549 131360 SH SOLE 131360 0 0 ISHARES TR S^P SMLCAP 600 464287804 29164 382172 SH SOLE 382172 0 0 JANUS CAP GROUP INC COM 47102X105 25 2798 SH SOLE 2798 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1169 1100000 PRN SOLE 1100000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2945 3100000 PRN SOLE 3100000 0 0 JOHNSON & JOHNSON COM 478160104 10451 158445 SH SOLE 158445 0 0 JOHNSON CTLS INC COM 478366107 1879 57866 SH SOLE 57866 0 0 JOY GLOBAL INC COM 481165108 219 2980 SH SOLE 2980 0 0 JPMORGAN CHASE & CO COM 46625H100 7327 159357 SH SOLE 159357 0 0 JUNIPER NETWORKS INC COM 48203R104 328 14333 SH SOLE 14333 0 0 KELLOGG CO COM 487836108 4427 82556 SH SOLE 82556 0 0 KEYCORP NEW COM 493267108 5987 704338 SH SOLE 704338 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 674 6000 SH SOLE 6000 0 0 KIMBERLY CLARK CORP COM 494368103 5854 79228 SH SOLE 79228 0 0 KIMCO RLTY CORP COM 49446R109 251 13054 SH SOLE 13054 0 0 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 2184 2200000 PRN SOLE 2200000 0 0 KLA-TENCOR CORP COM 482480100 285 5232 SH SOLE 5232 0 0 KOHLS CORP COM 500255104 461 9210 SH SOLE 9210 0 0 KRAFT FOODS INC CL A 50075N104 2107 55421 SH SOLE 55421 0 0 KROGER CO COM 501044101 391 16155 SH SOLE 16155 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 1071 1100000 PRN SOLE 1100000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 254 3591 SH SOLE 3591 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 259 2831 SH SOLE 2831 0 0 LAUDER ESTEE COS INC CL A 518439104 404 6526 SH SOLE 6526 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 178 295000 PRN SOLE 295000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 285 5842 SH SOLE 5842 0 0 LILLY ELI & CO COM 532457108 5733 142384 SH SOLE 142384 0 0 LIMITED BRANDS INC COM 532716107 321 6683 SH SOLE 6683 0 0 LINCOLN NATL CORP IND COM 534187109 215 8158 SH SOLE 8158 0 0 LINEAR TECHNOLOGY CORP COM 535678106 245 7264 SH SOLE 7264 0 0 LOCKHEED MARTIN CORP COM 539830109 4854 54015 SH SOLE 54015 0 0 LOEWS CORP COM 540424108 386 9682 SH SOLE 9682 0 0 LORILLARD INC COM 544147101 356 2747 SH SOLE 2747 0 0 LOWES COS INC COM 548661107 1088 34671 SH SOLE 34671 0 0 LSI CORPORATION COM 502161102 139 16018 SH SOLE 16018 0 0 M & T BK CORP COM 55261F104 307 3531 SH SOLE 3531 0 0 MACYS INC COM 55616P104 454 11426 SH SOLE 11426 0 0 MANAGED HIGH YIELD PLUS FD I COM 561911108 164 74918 SH SOLE 74918 0 0 MARATHON OIL CORP COM 565849106 602 18982 SH SOLE 18982 0 0 MARATHON PETE CORP COM 56585A102 431 9935 SH SOLE 9935 0 0 MARRIOTT INTL INC NEW CL A 571903202 275 7269 SH SOLE 7269 0 0 MARSH & MCLENNAN COS INC COM 571748102 480 14639 SH SOLE 14639 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 184 205000 PRN SOLE 205000 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 108 80000 PRN SOLE 80000 0 0 MASTERCARD INC CL A 57636Q104 1286 3059 SH SOLE 3059 0 0 MATTEL INC COM 577081102 304 9026 SH SOLE 9026 0 0 MCDONALDS CORP COM 580135101 7512 76575 SH SOLE 76575 0 0 MCGRAW HILL COS INC COM 580645109 474 9775 SH SOLE 9775 0 0 MCKESSON CORP COM 58155Q103 738 8412 SH SOLE 8412 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 762 9237 SH SOLE 9237 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1093 15541 SH SOLE 15541 0 0 MEDTRONIC INC COM 585055106 5238 133645 SH SOLE 133645 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 21614 21400000 PRN SOLE 21400000 0 0 MERCK & CO INC NEW COM 58933Y105 14772 384697 SH SOLE 384697 0 0 METLIFE INC COM 59156R108 1343 35946 SH SOLE 35946 0 0 METLIFE INC UNIT 99/99/9999 59156R116 6499 91900 SH SOLE 91900 0 0 MFS CHARTER INCOME TR SH BEN INT 552727109 96 10000 SH SOLE 10000 0 0 MICRON TECHNOLOGY INC COM 595112103 247 30468 SH SOLE 30468 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 107 105000 PRN SOLE 105000 0 0 MICROSOFT CORP COM 594918104 11122 344823 SH SOLE 344823 0 0 MOLSON COORS BREWING CO CL B 60871R209 143 3155 SH SOLE 3155 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 1777 1700000 PRN SOLE 1700000 0 0 MOLYCORP INC DEL PFD CONV SER A 608753208 356 5000 SH SOLE 5000 0 0 MONSANTO CO NEW COM 61166W101 2218 27808 SH SOLE 27808 0 0 MOODYS CORP COM 615369105 221 5241 SH SOLE 5241 0 0 MORGAN STANLEY COM NEW 617446448 800 40713 SH SOLE 40713 0 0 MOSAIC CO NEW COM 61945C103 371 6710 SH SOLE 6710 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 351 8956 SH SOLE 8956 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 504 9908 SH SOLE 9908 0 0 MURPHY OIL CORP COM 626717102 300 5339 SH SOLE 5339 0 0 MYLAN INC COM 628530107 262 11181 SH SOLE 11181 0 0 NATIONAL OILWELL VARCO INC COM 637071101 920 11576 SH SOLE 11576 0 0 NATIONAL RETAIL PPTYS INC NOTE 3.950% 9/1 637417AA4 200 175000 PRN SOLE 175000 0 0 NATIONAL RETAIL PPTYS INC NOTE 5.125% 6/1 637417AC0 853 750000 PRN SOLE 750000 0 0 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 4668 200000 SH SOLE 200000 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 83 75000 PRN SOLE 75000 0 0 NETAPP INC COM 64110D104 435 9727 SH SOLE 9727 0 0 NETFLIX INC COM 64110L106 201 1745 SH SOLE 1745 0 0 NEWMONT MINING CORP COM 651639106 698 13610 SH SOLE 13610 0 0 NEWS CORP CL A 65248E104 1190 60357 SH SOLE 60357 0 0 NEXTERA ENERGY INC COM 65339F101 828 13563 SH SOLE 13563 0 0 NIKE INC CL B 654106103 1966 18133 SH SOLE 18133 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 240 6404 SH SOLE 6404 0 0 NOBLE ENERGY INC COM 655044105 493 5044 SH SOLE 5044 0 0 NORDSTROM INC COM 655664100 254 4554 SH SOLE 4554 0 0 NORFOLK SOUTHERN CORP COM 655844108 5222 79327 SH SOLE 79327 0 0 NORTHERN TR CORP COM 665859104 370 7794 SH SOLE 7794 0 0 NORTHROP GRUMMAN CORP COM 666807102 4576 74923 SH SOLE 74923 0 0 NORTHWESTERN CORP COM NEW 668074305 4317 121730 SH SOLE 121730 0 0 NOVARTIS A G SPONSORED ADR 66987V109 891 16075 SH SOLE 16075 0 0 NRG ENERGY INC COM NEW 629377508 359 22911 SH SOLE 22911 0 0 NUCOR CORP COM 670346105 369 8588 SH SOLE 8588 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 1024 85900 SH SOLE 85900 0 0 NUVEEN MULT STRAT INCM GR FD COM SHS 67073D102 539 60000 SH SOLE 60000 0 0 NUVEEN MUN OPPORTUNITY FD IN COM 670984103 292 20000 SH SOLE 20000 0 0 NUVEEN MUN VALUE FD INC COM 670928100 341 33900 SH SOLE 33900 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 642 74500 SH SOLE 74500 0 0 NVIDIA CORP COM 67066G104 293 19008 SH SOLE 19008 0 0 NYSE EURONEXT COM 629491101 208 6940 SH SOLE 6940 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 339 3707 SH SOLE 3707 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2543 26708 SH SOLE 26708 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 1089 750000 PRN SOLE 750000 0 0 OMNICOM GROUP INC COM 681919106 4521 89260 SH SOLE 89260 0 0 OMNICOM GROUP INC NOTE 7/0 682134AA9 1851 1700000 PRN SOLE 1700000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 85 85000 PRN SOLE 85000 0 0 ONEOK INC NEW COM 682680103 246 3008 SH SOLE 3008 0 0 ORACLE CORP COM 68389X105 3414 117066 SH SOLE 117066 0 0 PACCAR INC COM 693718108 561 11981 SH SOLE 11981 0 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 205 205000 PRN SOLE 205000 0 0 PARKER HANNIFIN CORP COM 701094104 878 10383 SH SOLE 10383 0 0 PAYCHEX INC COM 704326107 325 10473 SH SOLE 10473 0 0 PEABODY ENERGY CORP COM 704549104 214 7402 SH SOLE 7402 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 147 155000 PRN SOLE 155000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 152 11455 SH SOLE 11455 0 0 PEPSICO INC COM 713448108 7991 120437 SH SOLE 120437 0 0 PFIZER INC COM 717081103 7227 319126 SH SOLE 319126 0 0 PG^E CORP COM 69331C108 478 11017 SH SOLE 11017 0 0 PHILIP MORRIS INTL INC COM 718172109 3950 44579 SH SOLE 44579 0 0 PIMCO INCOME STRATEGY FUND I COM 72201J104 918 90399 SH SOLE 90399 0 0 PIONEER NAT RES CO COM 723787107 385 3453 SH SOLE 3453 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1986 1035000 PRN SOLE 1035000 0 0 PLUM CREEK TIMBER CO INC COM 729251108 364 8759 SH SOLE 8759 0 0 PNC FINL SVCS GROUP INC COM 693475105 933 14471 SH SOLE 14471 0 0 POPULAR INC COM 733174106 3301 1610000 SH SOLE 1610000 0 0 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 14186 706099 SH SOLE 706099 0 0 POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 12189 407512 SH SOLE 407512 0 0 PPG INDS INC COM 693506107 4964 51817 SH SOLE 51817 0 0 PPL CORP COM 69351T106 512 18131 SH SOLE 18131 0 0 PRAXAIR INC COM 74005P104 1129 9846 SH SOLE 9846 0 0 PRECISION CASTPARTS CORP COM 740189105 734 4246 SH SOLE 4246 0 0 PRICE T ROWE GROUP INC COM 74144T108 461 7053 SH SOLE 7053 0 0 PRICELINE COM INC COM NEW 741503403 1119 1560 SH SOLE 1560 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 244 8270 SH SOLE 8270 0 0 PROCTER & GAMBLE CO COM 742718109 10993 163560 SH SOLE 163560 0 0 PROGRESS ENERGY INC COM 743263105 417 7849 SH SOLE 7849 0 0 PROGRESSIVE CORP OHIO COM 743315103 389 16777 SH SOLE 16777 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 1131 1000000 PRN SOLE 1000000 0 0 PROLOGIS INC COM 74340W103 602 16722 SH SOLE 16722 0 0 PRUDENTIAL FINL INC COM 744320102 834 13159 SH SOLE 13159 0 0 PUBLIC STORAGE COM 74460D109 847 6133 SH SOLE 6133 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 413 13484 SH SOLE 13484 0 0 QUALCOMM INC COM 747525103 4145 60906 SH SOLE 60906 0 0 QUEST DIAGNOSTICS INC COM 74834L100 675 11033 SH SOLE 11033 0 0 RALPH LAUREN CORP CL A 751212101 345 1979 SH SOLE 1979 0 0 RANGE RES CORP COM 75281A109 250 4308 SH SOLE 4308 0 0 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 219 180000 PRN SOLE 180000 0 0 RAYTHEON CO COM NEW 755111507 5551 105165 SH SOLE 105165 0 0 RED HAT INC COM 756577102 309 5159 SH SOLE 5159 0 0 REGENCY CTRS CORP COM 758849103 222 5000 SH SOLE 5000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 237 2036 SH SOLE 2036 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 223 33910 SH SOLE 33910 0 0 REPUBLIC SVCS INC COM 760759100 308 10078 SH SOLE 10078 0 0 REYNOLDS AMERICAN INC COM 761713106 3558 85862 SH SOLE 85862 0 0 ROCKWELL AUTOMATION INC COM 773903109 371 4650 SH SOLE 4650 0 0 ROCKWELL COLLINS INC COM 774341101 286 4963 SH SOLE 4963 0 0 ROPER INDS INC NEW COM 776696106 275 2778 SH SOLE 2778 0 0 ROSS STORES INC COM 778296103 384 6606 SH SOLE 6606 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 207 195000 PRN SOLE 195000 0 0 SALESFORCE COM INC COM 79466L302 584 3777 SH SOLE 3777 0 0 SANDISK CORP COM 80004C101 326 6564 SH SOLE 6564 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1036 875000 PRN SOLE 875000 0 0 SANOFI SPONSORED ADR 80105N105 881 22724 SH SOLE 22724 0 0 SARA LEE CORP COM 803111103 344 15960 SH SOLE 15960 0 0 SCHLUMBERGER LTD COM 806857108 3084 44096 SH SOLE 44096 0 0 SCHWAB CHARLES CORP NEW COM 808513105 413 28741 SH SOLE 28741 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 24179 336996 SH SOLE 336996 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4417 119480 SH SOLE 119480 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8265 274027 SH SOLE 274027 0 0 SEMPRA ENERGY COM 816851109 392 6531 SH SOLE 6531 0 0 SHERWIN WILLIAMS CO COM 824348106 280 2577 SH SOLE 2577 0 0 SIGMA ALDRICH CORP COM 826552101 1353 18520 SH SOLE 18520 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1711 11745 SH SOLE 11745 0 0 SLM CORP COM 78442P106 214 13583 SH SOLE 13583 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 199 175000 PRN SOLE 175000 0 0 SMUCKER J M CO COM NEW 832696405 277 3402 SH SOLE 3402 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 178 140000 PRN SOLE 140000 0 0 SOUTHERN CO COM 842587107 1057 23531 SH SOLE 23531 0 0 SOUTHWEST AIRLS CO COM 844741108 172 20901 SH SOLE 20901 0 0 SOUTHWESTERN ENERGY CO COM 845467109 284 9273 SH SOLE 9273 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 13440 82901 SH SOLE 82901 0 0 SPDR S^P 500 ETF TR TR UNIT 78462F103 10972 77919 SH SOLE 77919 0 0 SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 20212 111845 SH SOLE 111845 0 0 SPDR SERIES TRUST DJ REIT ETF 78464A607 8009 113078 SH SOLE 113078 0 0 SPDR SERIES TRUST S^P DIVID ETF 78464A763 2732 48230 SH SOLE 48230 0 0 SPDR SERIES TRUST S^P RETAIL ETF 78464A714 5826 95120 SH SOLE 95120 0 0 SPECTRA ENERGY CORP COM 847560109 553 17525 SH SOLE 17525 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 277 97232 SH SOLE 97232 0 0 ST JUDE MED INC COM 790849103 390 8802 SH SOLE 8802 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 1334 1025000 PRN SOLE 1025000 0 0 STANLEY BLACK & DECKER INC COM 854502101 364 4732 SH SOLE 4732 0 0 STANLEY WKS FRNT 5/1 854616AM1 2029 1700000 PRN SOLE 1700000 0 0 STAPLES INC COM 855030102 854 52741 SH SOLE 52741 0 0 STARBUCKS CORP COM 855244109 1668 29848 SH SOLE 29848 0 0 STARWOOD HOTELS^RESORTS WRLD COM 85590A401 297 5265 SH SOLE 5265 0 0 STATE STR CORP COM 857477103 614 13484 SH SOLE 13484 0 0 STATOIL ASA SPONSORED ADR 85771P102 1048 38650 SH SOLE 38650 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 975 860000 PRN SOLE 860000 0 0 STERICYCLE INC COM 858912108 209 2502 SH SOLE 2502 0 0 STRYKER CORP COM 863667101 945 17033 SH SOLE 17033 0 0 SUNTRUST BKS INC COM 867914103 411 16999 SH SOLE 16999 0 0 SUPERVALU INC COM 868536103 115 20147 SH SOLE 20147 0 0 SYMANTEC CORP COM 871503108 377 20138 SH SOLE 20138 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 1854 1655000 PRN SOLE 1655000 0 0 SYSCO CORP COM 871829107 5007 167685 SH SOLE 167685 0 0 TARGET CORP COM 87612E106 5185 88987 SH SOLE 88987 0 0 TE CONNECTIVITY LTD REG SHS H84989104 342 9300 SH SOLE 9300 0 0 TENET HEALTHCARE CORP COM 88033G100 62 11710 SH SOLE 11710 0 0 TERADATA CORP DEL COM 88076W103 300 4406 SH SOLE 4406 0 0 TEXAS INSTRS INC COM 882508104 1273 37880 SH SOLE 37880 0 0 TEXTRON INC COM 883203101 207 7435 SH SOLE 7435 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 681 12084 SH SOLE 12084 0 0 TIFFANY & CO NEW COM 886547108 246 3557 SH SOLE 3557 0 0 TIME WARNER CABLE INC COM 88732J207 821 10077 SH SOLE 10077 0 0 TIME WARNER INC COM NEW 887317303 5878 155704 SH SOLE 155704 0 0 TJX COS INC NEW COM 872540109 1010 25424 SH SOLE 25424 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 3109 3140000 PRN SOLE 3140000 0 0 TRAVELERS COMPANIES INC COM 89417E109 990 16730 SH SOLE 16730 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1041 955000 PRN SOLE 955000 0 0 TTM TECHNOLOGIES INC COM 87305R109 16 1370 SH SOLE 1370 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 86 80000 PRN SOLE 80000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 724 12879 SH SOLE 12879 0 0 TYSON FOODS INC CL A 902494103 146 7632 SH SOLE 7632 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 199 160000 PRN SOLE 160000 0 0 UBS AG SHS NEW H89231338 2335 166513 SH SOLE 166513 0 0 UNION PAC CORP COM 907818108 2365 22005 SH SOLE 22005 0 0 UNITED PARCEL SERVICE INC CL B 911312106 6761 83758 SH SOLE 83758 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 11568 294872 SH SOLE 294872 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7584 91436 SH SOLE 91436 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2442 41435 SH SOLE 41435 0 0 US BANCORP DEL COM NEW 902973304 2616 82583 SH SOLE 82583 0 0 V F CORP COM 918204108 385 2638 SH SOLE 2638 0 0 VALE CAP II VALEP 6.75%12 91912F300 6796 95500 SH SOLE 95500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 392 15220 SH SOLE 15220 0 0 VARIAN MED SYS INC COM 92220P105 271 3931 SH SOLE 3931 0 0 VENTAS INC COM 92276F100 461 8075 SH SOLE 8075 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 8797 230115 SH SOLE 230115 0 0 VIACOM INC NEW CL B 92553P201 877 18477 SH SOLE 18477 0 0 VISA INC COM CL A 92826C839 1671 14165 SH SOLE 14165 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 781 780000 PRN SOLE 780000 0 0 VORNADO RLTY TR SH BEN INT 929042109 504 5990 SH SOLE 5990 0 0 WAL MART STORES INC COM 931142103 7134 116574 SH SOLE 116574 0 0 WALGREEN CO COM 931422109 4856 144992 SH SOLE 144992 0 0 WASHINGTON POST CO CL B 939640108 230 616 SH SOLE 616 0 0 WASTE MGMT INC DEL COM 94106L109 4555 130284 SH SOLE 130284 0 0 WATERS CORP COM 941848103 239 2584 SH SOLE 2584 0 0 WATSON PHARMACEUTICALS INC COM 942683103 242 3605 SH SOLE 3605 0 0 WELLPOINT INC COM 94973V107 1704 23096 SH SOLE 23096 0 0 WELLS FARGO & CO NEW COM 949746101 6061 177524 SH SOLE 177524 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 921 825 SH SOLE 825 0 0 WESTERN ASSET HIGH INCM FD I COM 95766J102 272 27223 SH SOLE 27223 0 0 WESTERN DIGITAL CORP COM 958102105 304 7354 SH SOLE 7354 0 0 WESTERN UN CO COM 959802109 297 16849 SH SOLE 16849 0 0 WEYERHAEUSER CO COM 962166104 520 23729 SH SOLE 23729 0 0 WHIRLPOOL CORP COM 963320106 365 4746 SH SOLE 4746 0 0 WHOLE FOODS MKT INC COM 966837106 366 4395 SH SOLE 4395 0 0 WILLIAMS COS INC DEL COM 969457100 490 15901 SH SOLE 15901 0 0 WINDSTREAM CORP COM 97381W104 171 14579 SH SOLE 14579 0 0 WISCONSIN ENERGY CORP COM 976657106 202 5748 SH SOLE 5748 0 0 WOODWARD INC COM 980745103 385 9000 SH SOLE 9000 0 0 WYNN RESORTS LTD COM 983134107 284 2278 SH SOLE 2278 0 0 XCEL ENERGY INC COM 98389B100 345 13017 SH SOLE 13017 0 0 XEROX CORP COM 984121103 440 54449 SH SOLE 54449 0 0 XILINX INC COM 983919101 307 8429 SH SOLE 8429 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 1165 865000 PRN SOLE 865000 0 0 YAHOO INC COM 984332106 518 34057 SH SOLE 34057 0 0 YUM BRANDS INC COM 988498101 2642 37115 SH SOLE 37115 0 0 ZIMMER HLDGS INC COM 98956P102 328 5107 SH SOLE 5107 0 0