--------------- ---------------------- as of March 31, 2012
Portfolio Holdings for --------------- ----------------------
--------------- ---------------------- holds 154 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares S&P 500 Index (IVV) | 16.2 | $549M | 390k | 1408.47 | |
| Us Natural Gas Fd Etf | 4.0 | $137M | 8.6M | 15.92 | |
| Microsoft Corporation (MSFT) | 3.7 | $125M | 3.9M | 32.25 | |
| 2.5 | $84M | 131k | 641.24 | ||
| Bank of America Corporation (BAC) | 1.9 | $63M | 6.5M | 9.57 | |
| Apple (AAPL) | 1.7 | $59M | 98k | 599.51 | |
| Ares Capital Corporation (ARCC) | 1.7 | $56M | 3.5M | 16.35 | |
| Citigroup (C) | 1.6 | $54M | 1.5M | 36.55 | |
| Marathon Petroleum Corp (MPC) | 1.6 | $53M | 1.2M | 43.36 | |
| TransDigm Group Incorporated (TDG) | 1.4 | $46M | 393k | 115.76 | |
| American Capital Agency | 1.3 | $45M | 1.5M | 29.54 | |
| Walt Disney Company (DIS) | 1.3 | $45M | 1.0M | 43.78 | |
| Golar Lng (GLNG) | 1.3 | $45M | 1.2M | 38.05 | |
| Transocean (RIG) | 1.3 | $44M | 808k | 54.70 | |
| Arrow Electronics (ARW) | 1.2 | $42M | 1.0M | 41.97 | |
| Morgan Stanley (MS) | 1.2 | $42M | 2.1M | 19.64 | |
| Seagate Technology Com Stk | 1.2 | $41M | 1.5M | 26.95 | |
| National-Oilwell Var | 1.2 | $40M | 497k | 79.47 | |
| Sanofi-Aventis SA (SNY) | 1.1 | $39M | 1.0M | 38.75 | |
| Ens | 1.1 | $38M | 724k | 52.93 | |
| Williams Companies (WMB) | 1.1 | $38M | 1.2M | 30.81 | |
| eBay (EBAY) | 1.1 | $36M | 985k | 36.90 | |
| Liberty Media | 1.1 | $36M | 1.9M | 19.09 | |
| Goldman Sachs (GS) | 1.1 | $36M | 288k | 124.37 | |
| H&R Block (HRB) | 1.0 | $35M | 2.1M | 16.47 | |
| Solar Cap (SLRC) | 1.0 | $35M | 1.6M | 22.07 | |
| National Grid | 1.0 | $35M | 688k | 50.48 | |
| Noble Corporation Com Stk | 1.0 | $34M | 909k | 37.47 | |
| ViaSat (VSAT) | 1.0 | $34M | 705k | 48.21 | |
| Hatteras Financial | 1.0 | $34M | 1.2M | 27.90 | |
| Avnet (AVT) | 1.0 | $33M | 913k | 36.39 | |
| Capstead Mortgage Corporation | 1.0 | $33M | 2.5M | 13.11 | |
| Liberty Media Corp lcpad | 1.0 | $33M | 370k | 88.15 | |
| Cameron International Corporation | 0.9 | $30M | 574k | 52.83 | |
| Western Digital (WDC) | 0.9 | $30M | 723k | 41.39 | |
| Market Vectors Oil Service Etf | 0.9 | $30M | 728k | 40.62 | |
| CBS Corporation | 0.8 | $28M | 822k | 33.91 | |
| Sensata Technologies Hldg Bv | 0.8 | $28M | 821k | 33.48 | |
| MasterCard Incorporated (MA) | 0.8 | $27M | 63k | 420.53 | |
| Via | 0.8 | $26M | 543k | 47.46 | |
| Visa (V) | 0.8 | $26M | 216k | 118.00 | |
| Orient-exp Htls | 0.7 | $25M | 2.4M | 10.20 | |
| Focus Media Holding | 0.7 | $25M | 986k | 25.12 | |
| McDermott International | 0.7 | $24M | 1.9M | 12.81 | |
| News Corporation | 0.7 | $24M | 1.2M | 19.70 | |
| Delta Air Lines (DAL) | 0.7 | $24M | 2.4M | 9.91 | |
| PennantPark Investment (PNNT) | 0.7 | $23M | 2.2M | 10.40 | |
| Cinemark Holdings (CNK) | 0.7 | $22M | 1.0M | 21.95 | |
| Anadarko Petroleum Corporation | 0.7 | $22M | 281k | 78.34 | |
| EMC Corporation | 0.7 | $22M | 732k | 29.88 | |
| Pioneer Natural Resources | 0.6 | $22M | 193k | 111.59 | |
| Oil States International (OIS) | 0.6 | $22M | 276k | 78.06 | |
| Valero Energy Corporation (VLO) | 0.6 | $21M | 832k | 25.77 | |
| Hollyfrontier Corp | 0.6 | $21M | 657k | 32.15 | |
| Time Warner | 0.6 | $20M | 539k | 37.75 | |
| Western Refining | 0.6 | $19M | 1.0M | 18.82 | |
| Verisk Analytics (VRSK) | 0.6 | $19M | 404k | 46.97 | |
| Te Connectivity Ltd for | 0.6 | $19M | 510k | 36.75 | |
| Diamond Offshore Drilling | 0.5 | $18M | 269k | 66.75 | |
| Tidewater | 0.5 | $18M | 331k | 54.02 | |
| InterOil Corporation | 0.5 | $18M | 351k | 51.41 | |
| Calpine Corporation | 0.5 | $17M | 1.0M | 17.21 | |
| AES Corporation (AES) | 0.5 | $17M | 1.3M | 13.07 | |
| Rowan Companies | 0.5 | $17M | 503k | 32.93 | |
| Crown Holdings (CCK) | 0.5 | $16M | 440k | 36.83 | |
| Wesco Aircraft Holdings | 0.5 | $16M | 1.0M | 16.20 | |
| Lamar Advertising Company | 0.5 | $16M | 493k | 32.41 | |
| Tesoro Corporation | 0.4 | $15M | 553k | 26.84 | |
| VeriFone Systems | 0.4 | $15M | 282k | 51.87 | |
| MGM Resorts International. (MGM) | 0.4 | $15M | 1.1M | 13.62 | |
| BP (BP) | 0.4 | $14M | 313k | 45.00 | |
| Hldgs (UAL) | 0.4 | $14M | 665k | 21.50 | |
| American Electric Power Company (AEP) | 0.4 | $14M | 358k | 38.58 | |
| Golar Lng Partners Lp unit | 0.4 | $14M | 370k | 37.12 | |
| Tenaris (TS) | 0.4 | $14M | 352k | 38.23 | |
| Seadrill | 0.4 | $13M | 358k | 37.51 | |
| Edison International (EIX) | 0.4 | $12M | 292k | 42.51 | |
| EOG Resources (EOG) | 0.4 | $12M | 110k | 111.10 | |
| Liberty Global | 0.3 | $12M | 235k | 50.08 | |
| Cys Investments | 0.3 | $12M | 906k | 13.09 | |
| Foster Wheeler Ltd Com Stk | 0.3 | $12M | 512k | 22.76 | |
| People's United Financial | 0.3 | $11M | 852k | 13.24 | |
| NiSource (NI) | 0.3 | $11M | 443k | 24.35 | |
| Micron Technology (MU) | 0.3 | $11M | 1.3M | 8.10 | |
| Energy Xxi | 0.3 | $11M | 290k | 36.11 | |
| Oge Energy Corp (OGE) | 0.3 | $11M | 199k | 53.50 | |
| Chart Industries (GTLS) | 0.3 | $11M | 144k | 73.33 | |
| Allison Transmission Hldngs I (ALSN) | 0.3 | $10M | 435k | 23.88 | |
| Copa Holdings Sa-class A (CPA) | 0.3 | $10M | 127k | 79.20 | |
| Solar Senior Capital | 0.3 | $10M | 634k | 16.11 | |
| Hess (HES) | 0.3 | $9.9M | 168k | 58.95 | |
| Towers Watson & Co | 0.3 | $10M | 151k | 66.07 | |
| CMS Energy Corporation (CMS) | 0.3 | $9.5M | 433k | 22.00 | |
| Northeast Utilities System | 0.3 | $9.6M | 259k | 37.12 | |
| Monro Muffler Brake (MNRO) | 0.3 | $9.3M | 223k | 41.49 | |
| Golub Capital BDC (GBDC) | 0.3 | $9.2M | 606k | 15.27 | |
| Amc Networks Inc Cl A (AMCX) | 0.3 | $8.7M | 195k | 44.63 | |
| Companhia de Bebidas das Americas | 0.2 | $8.4M | 202k | 41.32 | |
| KBR (KBR) | 0.2 | $8.1M | 228k | 35.55 | |
| iShares MSCI Japan Index | 0.2 | $8.2M | 804k | 10.18 | |
| Georgia Gulf Corporation | 0.2 | $8.1M | 232k | 34.88 | |
| Goodyear Tire Rubr Pfd 5.875% p | 0.2 | $8.1M | 197k | 41.43 | |
| Medley Capital Corporation | 0.2 | $7.8M | 691k | 11.27 | |
| Skullcandy | 0.2 | $7.0M | 444k | 15.83 | |
| Dynex Capital | 0.2 | $6.5M | 672k | 9.71 | |
| Westlake Chemical Corporation (WLK) | 0.2 | $6.4M | 99k | 64.79 | |
| Morgan Stanley China A Share Fund (CAF) | 0.2 | $6.3M | 324k | 19.59 | |
| Zhongpin | 0.2 | $5.7M | 510k | 11.25 | |
| FleetCor Technologies | 0.2 | $5.8M | 150k | 38.77 | |
| Discover Financial Services | 0.2 | $5.5M | 166k | 33.34 | |
| Scientific Games (LNW) | 0.2 | $5.5M | 474k | 11.66 | |
| Loews Corporation (L) | 0.1 | $5.0M | 125k | 39.87 | |
| Goodyear Tire & Rubber Company (GT) | 0.1 | $5.1M | 453k | 11.22 | |
| Valley National Ban (VLY) | 0.1 | $4.6M | 358k | 12.95 | |
| priceline.com Incorporated | 0.1 | $4.7M | 6.6k | 717.58 | |
| THL Credit | 0.1 | $4.6M | 357k | 12.86 | |
| Duke Energy Corporation | 0.1 | $4.4M | 209k | 21.01 | |
| Graphic Packaging Holding Company (GPK) | 0.1 | $4.5M | 813k | 5.52 | |
| Nasdaq Omx (NDAQ) | 0.1 | $3.7M | 143k | 25.90 | |
| SandRidge Energy | 0.1 | $3.8M | 489k | 7.83 | |
| NV Energy | 0.1 | $3.6M | 223k | 16.12 | |
| American Capital Mortgage In | 0.1 | $3.4M | 156k | 21.77 | |
| Jacobs Engineering | 0.1 | $3.1M | 71k | 44.37 | |
| Agnico (AEM) | 0.1 | $3.2M | 96k | 33.38 | |
| AirMedia | 0.1 | $3.0M | 990k | 3.08 | |
| Las Vegas Sands (LVS) | 0.1 | $2.6M | 46k | 57.56 | |
| SELECT INCOME REIT COM SH BEN int | 0.1 | $2.8M | 125k | 22.58 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $2.3M | 26k | 86.73 | |
| SPDR Gold Trust (GLD) | 0.1 | $2.3M | 14k | 162.14 | |
| Exelon Corporation (EXC) | 0.1 | $2.1M | 54k | 39.21 | |
| Market Vectors Gold Miners ETF | 0.1 | $2.0M | 41k | 49.54 | |
| Weatherford International Lt reg | 0.1 | $1.9M | 124k | 15.09 | |
| Genon Energy | 0.1 | $2.2M | 1.0M | 2.08 | |
| Global X China Consumer ETF (CHIQ) | 0.1 | $1.8M | 124k | 14.90 | |
| Pennantpark Floating Rate Capi (PFLT) | 0.1 | $1.8M | 150k | 11.75 | |
| Royal Dutch Shell | 0.0 | $1.3M | 18k | 70.14 | |
| Alliant Energy Corporation (LNT) | 0.0 | $1.4M | 33k | 43.31 | |
| PowerShares DB US Dollar Index Bullish | 0.0 | $1.5M | 69k | 21.91 | |
| Chevron Corporation (CVX) | 0.0 | $944k | 8.8k | 107.27 | |
| Schlumberger (SLB) | 0.0 | $902k | 13k | 69.91 | |
| Entergy Corporation (ETR) | 0.0 | $1.1M | 17k | 67.19 | |
| State Street Corporation (STT) | 0.0 | $596k | 13k | 45.50 | |
| Helmerich & Payne (HP) | 0.0 | $542k | 10k | 53.92 | |
| Cenovus Energy (CVE) | 0.0 | $694k | 19k | 35.96 | |
| Deere & Company (DE) | 0.0 | $696k | 8.6k | 80.93 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $519k | 5.4k | 95.26 | |
| Msci (MSCI) | 0.0 | $795k | 22k | 36.81 | |
| Clean Energy Fuels (CLNE) | 0.0 | $526k | 25k | 21.30 | |
| Spdr S&p 500 Etf (SPY) | 0.0 | $268k | 1.9k | 141.05 | |
| Denbury Resources | 0.0 | $479k | 26k | 18.21 | |
| Market Vectors Junior Gold Miners ETF | 0.0 | $275k | 11k | 24.55 | |
| Giant Interactive | 0.0 | $483k | 99k | 4.90 | |
| AsiaInfo-Linkage | 0.0 | $145k | 12k | 12.61 | |
| Noah Holdings (NOAH) | 0.0 | $160k | 20k | 8.00 |