Conning as of Dec. 31, 2011
Portfolio Holdings for Conning
Conning holds 0 positions in its portfolio as reported in the December 2011 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 6419 78539 SH SOLE 78539 0 0 AAR CORP COM 000361105 21 1089 SH SOLE 1089 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 896 900000 PRN SOLE 900000 0 0 ABBOTT LABS COM 002824100 7845 139518 SH SOLE 139518 0 0 ABITIBIBOWATER INC COM NEW 003687209 1131 77735 SH SOLE 77735 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 819 15390 SH SOLE 15390 0 0 ACCURIDE CORP NEW COM NEW 00439T206 215 30146 SH SOLE 30146 0 0 ACE LTD SHS H0023R105 736 10490 SH SOLE 10490 0 0 ADOBE SYS INC COM 00724F101 420 14872 SH SOLE 14872 0 0 ADVANCED MICRO DEVICES INC COM 007903107 95 17553 SH SOLE 17553 0 0 AES CORP COM 00130H105 234 19726 SH SOLE 19726 0 0 AETNA INC NEW COM 00817Y108 481 11393 SH SOLE 11393 0 0 AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 1411 1300000 PRN SOLE 1300000 0 0 AFLAC INC COM 001055102 890 20568 SH SOLE 20568 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 94 75000 PRN SOLE 75000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 436 12481 SH SOLE 12481 0 0 AIR PRODS & CHEMS INC COM 009158106 5256 61699 SH SOLE 61699 0 0 ALCOA INC COM 013817101 379 43758 SH SOLE 43758 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 155 3241 SH SOLE 3241 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1867 1335000 PRN SOLE 1335000 0 0 ALLERGAN INC COM 018490102 992 11302 SH SOLE 11302 0 0 ALLSTATE CORP COM 020002101 433 15796 SH SOLE 15796 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 121 5913 SH SOLE 5913 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 135 145000 PRN SOLE 145000 0 0 ALTERA CORP COM 021441100 412 11095 SH SOLE 11095 0 0 ALTRIA GROUP INC COM 02209S103 4277 144241 SH SOLE 144241 0 0 ALZA CORP SDCV 7/2 02261WAB5 1389 1500000 PRN SOLE 1500000 0 0 AMAZON COM INC COM 023135106 1984 11459 SH SOLE 11459 0 0 AMEREN CORP COM 023608102 237 7139 SH SOLE 7139 0 0 AMERICAN ELEC PWR INC COM 025537101 610 14763 SH SOLE 14763 0 0 AMERICAN EXPRESS CO COM 025816109 2198 46606 SH SOLE 46606 0 0 AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 0 58 SH SOLE 58 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 263 11321 SH SOLE 11321 0 0 AMERICAN TOWER CORP CL A 029912201 868 14457 SH SOLE 14457 0 0 AMERIPRISE FINL INC COM 03076C106 537 10815 SH SOLE 10815 0 0 AMERISOURCEBERGEN CORP COM 03073E105 311 8368 SH SOLE 8368 0 0 AMGEN INC COM 031162100 2090 32552 SH SOLE 32552 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 12426 12380000 PRN SOLE 12380000 0 0 AMGEN INC NOTE 3/0 031162AL4 3160 4000000 PRN SOLE 4000000 0 0 AMPHENOL CORP NEW CL A 032095101 280 6178 SH SOLE 6178 0 0 ANADARKO PETE CORP COM 032511107 1849 24218 SH SOLE 24218 0 0 ANALOG DEVICES INC COM 032654105 414 11562 SH SOLE 11562 0 0 ANIXTER INTL INC COM 035290105 168 2812 SH SOLE 2812 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 97 85000 PRN SOLE 85000 0 0 AON CORP COM 037389103 602 12868 SH SOLE 12868 0 0 APACHE CORP COM 037411105 1178 13003 SH SOLE 13003 0 0 APACHE CORP PFD CONV SER D 037411808 9320 171700 SH SOLE 171700 0 0 APOLLO GROUP INC CL A 037604105 484 8988 SH SOLE 8988 0 0 APPLE INC COM 037833100 19001 46916 SH SOLE 46916 0 0 APPLIED MATLS INC COM 038222105 3687 344240 SH SOLE 344240 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4913 171798 SH SOLE 171798 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 7623 7585000 PRN SOLE 7585000 0 0 AT^T INC COM 00206R102 11082 366469 SH SOLE 366469 0 0 AUTODESK INC COM 052769106 206 6808 SH SOLE 6808 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 4337 80306 SH SOLE 80306 0 0 AUTOZONE INC COM 053332102 540 1661 SH SOLE 1661 0 0 AVALONBAY CMNTYS INC COM 053484101 597 4575 SH SOLE 4575 0 0 AVON PRODS INC COM 054303102 294 16853 SH SOLE 16853 0 0 BAKER HUGHES INC COM 057224107 678 13940 SH SOLE 13940 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1041 1325 SH SOLE 1325 0 0 BANK OF AMERICA CORPORATION COM 060505104 2390 429854 SH SOLE 429854 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 910 45692 SH SOLE 45692 0 0 BARCLAYS PLC ADR 06738E204 1562 142170 SH SOLE 142170 0 0 BARD C R INC COM 067383109 323 3782 SH SOLE 3782 0 0 BARNES GROUP INC COM 067806109 32 1341 SH SOLE 1341 0 0 BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 725 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 4114 83136 SH SOLE 83136 0 0 BB^T CORP COM 054937107 577 22934 SH SOLE 22934 0 0 BEAM INC COM 073730103 212 4147 SH SOLE 4147 0 0 BECTON DICKINSON & CO COM 075887109 587 7854 SH SOLE 7854 0 0 BED BATH & BEYOND INC COM 075896100 552 9514 SH SOLE 9514 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 230 2 SH SOLE 2 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4148 54360 SH SOLE 54360 0 0 BEST BUY INC COM 086516101 350 14975 SH SOLE 14975 0 0 BEST BUY INC SDCV 2.250% 1/1 086516AF8 1701 1705000 PRN SOLE 1705000 0 0 BIOGEN IDEC INC COM 09062X103 1021 9276 SH SOLE 9276 0 0 BLACKROCK EQUITY DIV TRUST COM 09250N107 1352 149050 SH SOLE 149050 0 0 BLACKROCK FLOATING RATE INCO COM 091941104 1101 81772 SH SOLE 81772 0 0 BLACKROCK INC COM 09247X101 349 1960 SH SOLE 1960 0 0 BLACKROCK MUNICIPL INC QLTY COM 092479104 248 16700 SH SOLE 16700 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 354 33921 SH SOLE 33921 0 0 BLACKROCK MUNIYIELD QLTY FD COM 09254E103 198 14000 SH SOLE 14000 0 0 BOEING CO COM 097023105 6198 84505 SH SOLE 84505 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 50 50000 PRN SOLE 50000 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 320 280000 PRN SOLE 280000 0 0 BOSTON PROPERTIES INC COM 101121101 547 5489 SH SOLE 5489 0 0 BOSTON SCIENTIFIC CORP COM 101137107 250 46803 SH SOLE 46803 0 0 BP PLC SPONSORED ADR 055622104 210 4914 SH SOLE 4914 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 6438 182704 SH SOLE 182704 0 0 BRISTOW GROUP INC COM 110394103 50 1047 SH SOLE 1047 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1174 1150000 PRN SOLE 1150000 0 0 BROADCOM CORP CL A 111320107 490 16675 SH SOLE 16675 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 367 5261 SH SOLE 5261 0 0 CA INC COM 12673P105 271 13403 SH SOLE 13403 0 0 CABOT OIL & GAS CORP COM 127097103 516 6796 SH SOLE 6796 0 0 CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 1441 172590 SH SOLE 172590 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 371 7552 SH SOLE 7552 0 0 CAMPBELL SOUP CO COM 134429109 3786 113905 SH SOLE 113905 0 0 CAPITAL ONE FINL CORP COM 14040H105 680 16069 SH SOLE 16069 0 0 CARDINAL HEALTH INC COM 14149Y108 441 10855 SH SOLE 10855 0 0 CARNIVAL CORP PAIRED CTF 143658300 455 13925 SH SOLE 13925 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 219 4250 SH SOLE 4250 0 0 CATERPILLAR INC DEL COM 149123101 2172 23976 SH SOLE 23976 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 129 18852 SH SOLE 18852 0 0 CBS CORP NEW CL B 124857202 647 23857 SH SOLE 23857 0 0 CELGENE CORP COM 151020104 972 14379 SH SOLE 14379 0 0 CENTERPOINT ENERGY INC COM 15189T107 255 12692 SH SOLE 12692 0 0 CENTURYLINK INC COM 156700106 798 21442 SH SOLE 21442 0 0 CERNER CORP COM 156782104 280 4576 SH SOLE 4576 0 0 CF INDS HLDGS INC COM 125269100 330 2273 SH SOLE 2273 0 0 CHESAPEAKE ENERGY CORP COM 165167107 446 19996 SH SOLE 19996 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1417 1450000 PRN SOLE 1450000 0 0 CHEVRON CORP NEW COM 166764100 12309 115682 SH SOLE 115682 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 412 1220 SH SOLE 1220 0 0 CHUBB CORP COM 171232101 1894 27358 SH SOLE 27358 0 0 CIENA CORP COM NEW 171779309 0 0 SH SOLE 0 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 91 120000 PRN SOLE 120000 0 0 CIGNA CORPORATION COM 125509109 452 10761 SH SOLE 10761 0 0 CISCO SYS INC COM 17275R102 3113 172189 SH SOLE 172189 0 0 CIT GROUP INC COM NEW 125581801 3421 98106 SH SOLE 98106 0 0 CITIGROUP INC COM NEW 172967424 5010 190414 SH SOLE 190414 0 0 CITRIX SYS INC COM 177376100 420 6910 SH SOLE 6910 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 293 4698 SH SOLE 4698 0 0 CLOROX CO DEL COM 189054109 340 5107 SH SOLE 5107 0 0 CME GROUP INC COM 12572Q105 568 2330 SH SOLE 2330 0 0 CMS ENERGY CORP COM 125896100 262 11848 SH SOLE 11848 0 0 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 1348 840000 PRN SOLE 840000 0 0 COACH INC COM 189754104 564 9243 SH SOLE 9243 0 0 COCA COLA CO COM 191216100 9759 139470 SH SOLE 139470 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 249 9674 SH SOLE 9674 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 699 10866 SH SOLE 10866 0 0 COHEN & STEERS INFRASTRUCTUR COM 19248A109 1479 93608 SH SOLE 93608 0 0 COLGATE PALMOLIVE CO COM 194162103 5189 56164 SH SOLE 56164 0 0 COMCAST CORP NEW CL A 20030N101 2370 99974 SH SOLE 99974 0 0 CONAGRA FOODS INC COM 205887102 330 12497 SH SOLE 12497 0 0 CONOCOPHILLIPS COM 20825C104 7979 109490 SH SOLE 109490 0 0 CONSOL ENERGY INC COM 20854P109 255 6951 SH SOLE 6951 0 0 CONSOLIDATED EDISON INC COM 209115104 562 9058 SH SOLE 9058 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 239 6025 SH SOLE 6025 0 0 CORNING INC COM 219350105 582 44871 SH SOLE 44871 0 0 COSTCO WHSL CORP NEW COM 22160K105 1433 17202 SH SOLE 17202 0 0 COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 349 335000 PRN SOLE 335000 0 0 COVIDIEN PLC SHS G2554F113 702 15594 SH SOLE 15594 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 2346 99913 SH SOLE 99913 0 0 CSX CORP COM 126408103 1397 66311 SH SOLE 66311 0 0 CUMMINS INC COM 231021106 658 7472 SH SOLE 7472 0 0 CVS CAREMARK CORPORATION COM 126650100 2687 65894 SH SOLE 65894 0 0 D R HORTON INC COM 23331A109 101 8002 SH SOLE 8002 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1022 875000 PRN SOLE 875000 0 0 DANAHER CORP DEL COM 235851102 2418 51400 SH SOLE 51400 0 0 DAVITA INC COM 23918K108 282 3724 SH SOLE 3724 0 0 DEAN FOODS CO NEW COM 242370104 204 18188 SH SOLE 18188 0 0 DEERE & CO COM 244199105 2414 31210 SH SOLE 31210 0 0 DELL INC COM 24702R101 712 48633 SH SOLE 48633 0 0 DENBURY RES INC COM NEW 247916208 181 11987 SH SOLE 11987 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 1049 1050000 PRN SOLE 1050000 0 0 DEVON ENERGY CORP NEW COM 25179M103 809 13054 SH SOLE 13054 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 1128 12900 SH SOLE 12900 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 788 14261 SH SOLE 14261 0 0 DIRECTV COM CL A 25490A101 1103 25793 SH SOLE 25793 0 0 DISCOVER FINL SVCS COM 254709108 392 16343 SH SOLE 16343 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 341 8329 SH SOLE 8329 0 0 DISNEY WALT CO COM DISNEY 254687106 2519 67176 SH SOLE 67176 0 0 DOMINION RES INC VA NEW COM 25746U109 1039 19568 SH SOLE 19568 0 0 DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 122 80000 PRN SOLE 80000 0 0 DOVER CORP COM 260003108 348 6000 SH SOLE 6000 0 0 DOW CHEM CO COM 260543103 2005 69729 SH SOLE 69729 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 264 6676 SH SOLE 6676 0 0 DTE ENERGY CO COM 233331107 1269 23300 SH SOLE 23300 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4457 97351 SH SOLE 97351 0 0 DUKE ENERGY CORP NEW COM 26441C105 979 44514 SH SOLE 44514 0 0 E M C CORP MASS COM 268648102 2063 95766 SH SOLE 95766 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 2203 1535000 PRN SOLE 1535000 0 0 EATON CORP COM 278058102 3607 82871 SH SOLE 82871 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 489 32079 SH SOLE 32079 0 0 EBAY INC COM 278642103 1242 40947 SH SOLE 40947 0 0 ECOLAB INC COM 278865100 430 7431 SH SOLE 7431 0 0 EDISON INTL COM 281020107 417 10082 SH SOLE 10082 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 220 3110 SH SOLE 3110 0 0 EL PASO CORP COM 28336L109 615 23165 SH SOLE 23165 0 0 ELECTRONIC ARTS INC COM 285512109 204 9897 SH SOLE 9897 0 0 EMERSON ELEC CO COM 291011104 6206 133215 SH SOLE 133215 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 753 575000 PRN SOLE 575000 0 0 ENTERGY CORP NEW COM 29364G103 495 6770 SH SOLE 6770 0 0 EOG RES INC COM 26875P101 842 8550 SH SOLE 8550 0 0 EQT CORP COM 26884L109 1253 22862 SH SOLE 22862 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 747 13099 SH SOLE 13099 0 0 EXELON CORP COM 30161N101 4677 107847 SH SOLE 107847 0 0 EXPEDITORS INTL WASH INC COM 302130109 269 6561 SH SOLE 6561 0 0 EXPRESS SCRIPTS INC COM 302182100 822 18403 SH SOLE 18403 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 284 320000 PRN SOLE 320000 0 0 EXXON MOBIL CORP COM 30231G102 19428 229210 SH SOLE 229210 0 0 F5 NETWORKS INC COM 315616102 278 2623 SH SOLE 2623 0 0 FAMILY DLR STORES INC COM 307000109 226 3928 SH SOLE 3928 0 0 FASTENAL CO COM 311900104 375 8610 SH SOLE 8610 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 370 4078 SH SOLE 4078 0 0 FEDEX CORP COM 31428X106 835 9995 SH SOLE 9995 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 201 7578 SH SOLE 7578 0 0 FIFTH THIRD BANCORP COM 316773100 409 32180 SH SOLE 32180 0 0 FIRSTENERGY CORP COM 337932107 1111 25071 SH SOLE 25071 0 0 FISERV INC COM 337738108 313 5337 SH SOLE 5337 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 57 10000 SH SOLE 10000 0 0 FLUOR CORP NEW COM 343412102 279 5560 SH SOLE 5560 0 0 FMC TECHNOLOGIES INC COM 30249U101 395 7564 SH SOLE 7564 0 0 FNB CORP PA COM 302520101 123 10917 SH SOLE 10917 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1381 128315 SH SOLE 128315 0 0 FOREST LABS INC COM 345838106 255 8415 SH SOLE 8415 0 0 FRANKLIN RES INC COM 354613101 469 4882 SH SOLE 4882 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1134 30824 SH SOLE 30824 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 150 29099 SH SOLE 29099 0 0 GANNETT INC COM 364730101 153 11422 SH SOLE 11422 0 0 GAP INC DEL COM 364760108 206 11101 SH SOLE 11101 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 80 85000 PRN SOLE 85000 0 0 GENERAL DYNAMICS CORP COM 369550108 4146 62424 SH SOLE 62424 0 0 GENERAL ELECTRIC CO COM 369604103 5850 326609 SH SOLE 326609 0 0 GENERAL MLS INC COM 370334104 4202 103976 SH SOLE 103976 0 0 GENUINE PARTS CO COM 372460105 293 4789 SH SOLE 4789 0 0 GENWORTH FINL INC COM CL A 37247D106 129 19704 SH SOLE 19704 0 0 GILEAD SCIENCES INC COM 375558103 981 23978 SH SOLE 23978 0 0 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 1752 1600000 PRN SOLE 1600000 0 0 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2882 2355000 PRN SOLE 2355000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2143 23701 SH SOLE 23701 0 0 GOODRICH CORP COM 382388106 590 4770 SH SOLE 4770 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 203 14304 SH SOLE 14304 0 0 GOOGLE INC CL A 38259P508 6221 9632 SH SOLE 9632 0 0 GRAINGER W W INC COM 384802104 379 2027 SH SOLE 2027 0 0 GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 1983 30000 SH SOLE 30000 0 0 HALLIBURTON CO COM 406216101 969 28080 SH SOLE 28080 0 0 HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 387 22300 SH SOLE 22300 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 213 233000 PRN SOLE 233000 0 0 HARLEY DAVIDSON INC COM 412822108 277 7124 SH SOLE 7124 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 263 16206 SH SOLE 16206 0 0 HCP INC COM 40414L109 569 13726 SH SOLE 13726 0 0 HEALTH CARE REIT INC COM 42217K106 319 5843 SH SOLE 5843 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 2337 2050000 PRN SOLE 2050000 0 0 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 208 180000 PRN SOLE 180000 0 0 HEINZ H J CO COM 423074103 4140 76617 SH SOLE 76617 0 0 HERSHEY CO COM 427866108 385 6239 SH SOLE 6239 0 0 HESS CORP COM 42809H107 617 10860 SH SOLE 10860 0 0 HEWLETT PACKARD CO COM 428236103 1929 74900 SH SOLE 74900 0 0 HOME DEPOT INC COM 437076102 5477 130273 SH SOLE 130273 0 0 HONEYWELL INTL INC COM 438516106 6140 112974 SH SOLE 112974 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 29 920 SH SOLE 920 0 0 HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 221 220000 PRN SOLE 220000 0 0 HOSPIRA INC COM 441060100 256 8433 SH SOLE 8433 0 0 HOST HOTELS & RESORTS INC COM 44107P104 357 24190 SH SOLE 24190 0 0 HSBC HLDGS PLC ADR A 1/40PF A 404280604 4780 200000 SH SOLE 200000 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 2507 65801 SH SOLE 65801 0 0 HUDSON CITY BANCORP COM 443683107 106 16938 SH SOLE 16938 0 0 HUMANA INC COM 444859102 478 5457 SH SOLE 5457 0 0 HUNTINGTON BANCSHARES INC COM 446150104 144 26176 SH SOLE 26176 0 0 IDEX CORP COM 45167R104 826 22250 SH SOLE 22250 0 0 ILLINOIS TOOL WKS INC COM 452308109 5000 107052 SH SOLE 107052 0 0 INGERSOLL-RAND PLC SHS G47791101 290 9531 SH SOLE 9531 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1286 23733 SH SOLE 23733 0 0 INTEL CORP COM 458140100 7247 298835 SH SOLE 298835 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 208 200000 PRN SOLE 200000 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 302 2505 SH SOLE 2505 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 8635 46959 SH SOLE 46959 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 520 30256 SH SOLE 30256 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1598 1350000 PRN SOLE 1350000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 138 14200 SH SOLE 14200 0 0 INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 708 700000 PRN SOLE 700000 0 0 INTL PAPER CO COM 460146103 472 15948 SH SOLE 15948 0 0 INTUIT COM 461202103 569 10825 SH SOLE 10825 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 880 1900 SH SOLE 1900 0 0 INVESCO LTD SHS G491BT108 269 13390 SH SOLE 13390 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 2200 2200000 PRN SOLE 2200000 0 0 IRON MTN INC COM 462846106 202 6568 SH SOLE 6568 0 0 ISHARES GOLD TRUST ISHARES 464285105 4221 277158 SH SOLE 277158 0 0 ISHARES INC MSCI BRIC INDX 464286657 5549 153000 SH SOLE 153000 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 1694 62873 SH SOLE 62873 0 0 ISHARES TR IBOXX INV CPBD 464287242 6240 54850 SH SOLE 54850 0 0 ISHARES TR MSCI EAFE INDEX 464287465 13670 276002 SH SOLE 276002 0 0 ISHARES TR RUSSELL 2000 464287655 5821 78927 SH SOLE 78927 0 0 ISHARES TR S^P 500 INDEX 464287200 16445 130555 SH SOLE 130555 0 0 ISHARES TR S^P SMLCAP 600 464287804 26080 381842 SH SOLE 381842 0 0 JANUS CAP GROUP INC COM 47102X105 30 4768 SH SOLE 4768 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1081 1100000 PRN SOLE 1100000 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2558 3100000 PRN SOLE 3100000 0 0 JOHNSON & JOHNSON COM 478160104 10251 156318 SH SOLE 156318 0 0 JOHNSON CTLS INC COM 478366107 1873 59906 SH SOLE 59906 0 0 JOY GLOBAL INC COM 481165108 292 3890 SH SOLE 3890 0 0 JPMORGAN CHASE & CO COM 46625H100 7512 225916 SH SOLE 225916 0 0 JUNIPER NETWORKS INC COM 48203R104 329 16100 SH SOLE 16100 0 0 KELLOGG CO COM 487836108 3715 73453 SH SOLE 73453 0 0 KEYCORP NEW COM 493267108 5440 707438 SH SOLE 707438 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 634 6000 SH SOLE 6000 0 0 KIMBERLY CLARK CORP COM 494368103 5179 70403 SH SOLE 70403 0 0 KIMCO RLTY CORP COM 49446R109 233 14374 SH SOLE 14374 0 0 KLA-TENCOR CORP COM 482480100 287 5942 SH SOLE 5942 0 0 KOHLS CORP COM 500255104 534 10825 SH SOLE 10825 0 0 KRAFT FOODS INC CL A 50075N104 2290 61307 SH SOLE 61307 0 0 KROGER CO COM 501044101 444 18350 SH SOLE 18350 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 1053 1100000 PRN SOLE 1100000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 210 3154 SH SOLE 3154 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 281 3271 SH SOLE 3271 0 0 LAUDER ESTEE COS INC CL A 518439104 412 3664 SH SOLE 3664 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 167 295000 PRN SOLE 295000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 249 6408 SH SOLE 6408 0 0 LILLY ELI & CO COM 532457108 5391 129724 SH SOLE 129724 0 0 LIMITED BRANDS INC COM 532716107 303 7521 SH SOLE 7521 0 0 LINEAR TECHNOLOGY CORP COM 535678106 238 7939 SH SOLE 7939 0 0 LOCKHEED MARTIN CORP COM 539830109 4166 51500 SH SOLE 51500 0 0 LOEWS CORP COM 540424108 372 9882 SH SOLE 9882 0 0 LORILLARD INC COM 544147101 334 2932 SH SOLE 2932 0 0 LOWES COS INC COM 548661107 4401 173401 SH SOLE 173401 0 0 LSI CORPORATION COM 502161102 109 18268 SH SOLE 18268 0 0 M & T BK CORP COM 55261F104 312 4085 SH SOLE 4085 0 0 MACYS INC COM 55616P104 415 12906 SH SOLE 12906 0 0 MANAGED HIGH YIELD PLUS FD I COM 561911108 160 74918 SH SOLE 74918 0 0 MARATHON OIL CORP COM 565849106 637 21758 SH SOLE 21758 0 0 MARATHON PETE CORP COM 56585A102 404 12122 SH SOLE 12122 0 0 MARRIOTT INTL INC NEW CL A 571903202 243 8347 SH SOLE 8347 0 0 MARSH & MCLENNAN COS INC COM 571748102 519 16429 SH SOLE 16429 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 189 205000 PRN SOLE 205000 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 104 80000 PRN SOLE 80000 0 0 MASTERCARD INC CL A 57636Q104 1252 3359 SH SOLE 3359 0 0 MATTEL INC COM 577081102 284 10228 SH SOLE 10228 0 0 MCCORMICK & CO INC COM NON VTG 579780206 205 4058 SH SOLE 4058 0 0 MCDONALDS CORP COM 580135101 7396 73721 SH SOLE 73721 0 0 MCGRAW HILL COS INC COM 580645109 496 11035 SH SOLE 11035 0 0 MCKESSON CORP COM 58155Q103 722 9262 SH SOLE 9262 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 685 9960 SH SOLE 9960 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 946 16931 SH SOLE 16931 0 0 MEDTRONIC INC COM 585055106 4631 121081 SH SOLE 121081 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 20956 20800000 PRN SOLE 20800000 0 0 MERCK & CO INC NEW COM 58933Y105 14363 380970 SH SOLE 380970 0 0 METLIFE INC COM 59156R108 1230 39442 SH SOLE 39442 0 0 METLIFE INC UNIT 99/99/9999 59156R116 5865 95000 SH SOLE 95000 0 0 MFS CHARTER INCOME TR SH BEN INT 552727109 92 10000 SH SOLE 10000 0 0 MICRON TECHNOLOGY INC COM 595112103 212 33638 SH SOLE 33638 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 100 105000 PRN SOLE 105000 0 0 MICROSOFT CORP COM 594918104 9679 372834 SH SOLE 372834 0 0 MONSANTO CO NEW COM 61166W101 2086 29768 SH SOLE 29768 0 0 MOODYS CORP COM 615369105 203 6016 SH SOLE 6016 0 0 MORGAN STANLEY COM NEW 617446448 690 45593 SH SOLE 45593 0 0 MOSAIC CO NEW COM 61945C103 300 5950 SH SOLE 5950 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 382 9842 SH SOLE 9842 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 521 11259 SH SOLE 11259 0 0 MURPHY OIL CORP COM 626717102 336 6029 SH SOLE 6029 0 0 MYLAN INC COM 628530107 276 12871 SH SOLE 12871 0 0 NATIONAL OILWELL VARCO INC COM 637071101 892 13116 SH SOLE 13116 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 0 0 SH SOLE 0 0 0 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 197 175000 PRN SOLE 175000 0 0 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 853 750000 PRN SOLE 750000 0 0 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 3356 200000 SH SOLE 200000 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 81 75000 PRN SOLE 75000 0 0 NETAPP INC COM 64110D104 406 11184 SH SOLE 11184 0 0 NEWMONT MINING CORP COM 651639106 933 15550 SH SOLE 15550 0 0 NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 1622 1235000 PRN SOLE 1235000 0 0 NEWS CORP CL A 65248E104 1247 69891 SH SOLE 69891 0 0 NEXTERA ENERGY INC COM 65339F101 913 15003 SH SOLE 15003 0 0 NIKE INC CL B 654106103 1883 19536 SH SOLE 19536 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 203 6714 SH SOLE 6714 0 0 NOBLE ENERGY INC COM 655044105 529 5609 SH SOLE 5609 0 0 NORDSTROM INC COM 655664100 258 5184 SH SOLE 5184 0 0 NORFOLK SOUTHERN CORP COM 655844108 1685 23120 SH SOLE 23120 0 0 NORTHERN TR CORP COM 665859104 312 7879 SH SOLE 7879 0 0 NORTHROP GRUMMAN CORP COM 666807102 3898 66653 SH SOLE 66653 0 0 NORTHWESTERN CORP COM NEW 668074305 4357 121730 SH SOLE 121730 0 0 NOVARTIS A G SPONSORED ADR 66987V109 919 16075 SH SOLE 16075 0 0 NRG ENERGY INC COM NEW 629377508 436 24071 SH SOLE 24071 0 0 NUCOR CORP COM 670346105 387 9788 SH SOLE 9788 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 933 85900 SH SOLE 85900 0 0 NUVEEN INSD MUN OPPORTUNITY COM 670984103 298 20000 SH SOLE 20000 0 0 NUVEEN MULT STRAT INCM GR FD COM SHS 67073D102 483 60000 SH SOLE 60000 0 0 NUVEEN MUN VALUE FD INC COM 670928100 332 33900 SH SOLE 33900 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 583 74500 SH SOLE 74500 0 0 NVIDIA CORP COM 67066G104 290 20936 SH SOLE 20936 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 347 4337 SH SOLE 4337 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2773 29599 SH SOLE 29599 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 1043 750000 PRN SOLE 750000 0 0 OMNICOM GROUP INC COM 681919106 3677 82488 SH SOLE 82488 0 0 OMNICOM GROUP INC NOTE 7/0 682134AA9 1794 1700000 PRN SOLE 1700000 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 87 85000 PRN SOLE 85000 0 0 ONEOK INC NEW COM 682680103 294 3388 SH SOLE 3388 0 0 ORACLE CORP COM 68389X105 3349 130564 SH SOLE 130564 0 0 PACCAR INC COM 693718108 498 13286 SH SOLE 13286 0 0 PALL CORP COM 696429307 207 3624 SH SOLE 3624 0 0 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 199 205000 PRN SOLE 205000 0 0 PARKER HANNIFIN CORP COM 701094104 848 11115 SH SOLE 11115 0 0 PAYCHEX INC COM 704326107 346 11493 SH SOLE 11493 0 0 PEABODY ENERGY CORP COM 704549104 276 8322 SH SOLE 8322 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 158 155000 PRN SOLE 155000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 142 11030 SH SOLE 11030 0 0 PEPSICO INC COM 713448108 7487 112848 SH SOLE 112848 0 0 PFIZER INC COM 717081103 7556 349180 SH SOLE 349180 0 0 PG^E CORP COM 69331C108 504 12227 SH SOLE 12227 0 0 PHILIP MORRIS INTL INC COM 718172109 3956 50407 SH SOLE 50407 0 0 PIMCO INCOME STRATEGY FUND I COM 72201J104 827 90399 SH SOLE 90399 0 0 PIONEER NAT RES CO COM 723787107 341 3813 SH SOLE 3813 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1587 1035000 PRN SOLE 1035000 0 0 PLUM CREEK TIMBER CO INC COM 729251108 342 9344 SH SOLE 9344 0 0 PNC FINL SVCS GROUP INC COM 693475105 928 16091 SH SOLE 16091 0 0 POPULAR INC COM 733174106 2238 1610000 SH SOLE 1610000 0 0 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 13169 706099 SH SOLE 706099 0 0 POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 11643 407512 SH SOLE 407512 0 0 PPG INDS INC COM 693506107 3921 46960 SH SOLE 46960 0 0 PPL CORP COM 69351T106 584 19866 SH SOLE 19866 0 0 PRAXAIR INC COM 74005P104 1182 11056 SH SOLE 11056 0 0 PRECISION CASTPARTS CORP COM 740189105 799 4851 SH SOLE 4851 0 0 PRICE T ROWE GROUP INC COM 74144T108 449 7892 SH SOLE 7892 0 0 PRICELINE COM INC COM NEW 741503403 844 1805 SH SOLE 1805 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 231 9405 SH SOLE 9405 0 0 PROCTER & GAMBLE CO COM 742718109 10936 163938 SH SOLE 163938 0 0 PROGRESS ENERGY INC COM 743263105 499 8914 SH SOLE 8914 0 0 PROGRESSIVE CORP OHIO COM 743315103 380 19462 SH SOLE 19462 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 1031 1000000 PRN SOLE 1000000 0 0 PROLOGIS INC COM 74340W103 512 17915 SH SOLE 17915 0 0 PRUDENTIAL FINL INC COM 744320102 756 15085 SH SOLE 15085 0 0 PUBLIC STORAGE COM 74460D109 930 6916 SH SOLE 6916 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 507 15369 SH SOLE 15369 0 0 QUALCOMM INC COM 747525103 3644 66620 SH SOLE 66620 0 0 QUEST DIAGNOSTICS INC COM 74834L100 671 11563 SH SOLE 11563 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 365 365000 PRN SOLE 365000 0 0 RALPH LAUREN CORP CL A 751212101 302 2189 SH SOLE 2189 0 0 RANGE RES CORP COM 75281A109 315 5088 SH SOLE 5088 0 0 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 224 180000 PRN SOLE 180000 0 0 RAYTHEON CO COM NEW 755111507 4815 99534 SH SOLE 99534 0 0 RED HAT INC COM 756577102 242 5869 SH SOLE 5869 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 151 35116 SH SOLE 35116 0 0 REPUBLIC SVCS INC COM 760759100 308 11189 SH SOLE 11189 0 0 REYNOLDS AMERICAN INC COM 761713106 2940 70991 SH SOLE 70991 0 0 ROCKWELL AUTOMATION INC COM 773903109 395 5384 SH SOLE 5384 0 0 ROCKWELL COLLINS INC COM 774341101 312 5638 SH SOLE 5638 0 0 ROPER INDS INC NEW COM 776696106 273 3147 SH SOLE 3147 0 0 ROSS STORES INC COM 778296103 368 7746 SH SOLE 7746 0 0 SAFEWAY INC COM NEW 786514208 206 9778 SH SOLE 9778 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 198 195000 PRN SOLE 195000 0 0 SALESFORCE COM INC COM 79466L302 428 4216 SH SOLE 4216 0 0 SANDISK CORP COM 80004C101 357 7248 SH SOLE 7248 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1030 875000 PRN SOLE 875000 0 0 SANOFI SPONSORED ADR 80105N105 830 22724 SH SOLE 22724 0 0 SARA LEE CORP COM 803111103 342 18050 SH SOLE 18050 0 0 SCHLUMBERGER LTD COM 806857108 3345 48974 SH SOLE 48974 0 0 SCHWAB CHARLES CORP NEW COM 808513105 359 31881 SH SOLE 31881 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 23297 336996 SH SOLE 336996 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4003 119480 SH SOLE 119480 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 6974 274027 SH SOLE 274027 0 0 SEMPRA ENERGY COM 816851109 408 7421 SH SOLE 7421 0 0 SHERWIN WILLIAMS CO COM 824348106 264 2957 SH SOLE 2957 0 0 SIGMA ALDRICH CORP COM 826552101 1192 19090 SH SOLE 19090 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1647 12776 SH SOLE 12776 0 0 SLM CORP COM 78442P106 203 15140 SH SOLE 15140 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 215 175000 PRN SOLE 175000 0 0 SMUCKER J M CO COM NEW 832696405 294 3762 SH SOLE 3762 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 158 140000 PRN SOLE 140000 0 0 SOUTHERN CO COM 842587107 1218 26309 SH SOLE 26309 0 0 SOUTHWEST AIRLS CO COM 844741108 206 24031 SH SOLE 24031 0 0 SOUTHWESTERN ENERGY CO COM 845467109 340 10658 SH SOLE 10658 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 12600 82901 SH SOLE 82901 0 0 SPDR S^P 500 ETF TR TR UNIT 78462F103 9779 77919 SH SOLE 77919 0 0 SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 18157 113845 SH SOLE 113845 0 0 SPDR SERIES TRUST DJ REIT ETF 78464A607 7282 113078 SH SOLE 113078 0 0 SPDR SERIES TRUST S^P DIVID ETF 78464A763 2598 48230 SH SOLE 48230 0 0 SPDR SERIES TRUST S^P RETAIL ETF 78464A714 4999 95120 SH SOLE 95120 0 0 SPECTRA ENERGY CORP COM 847560109 599 19485 SH SOLE 19485 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 233 99570 SH SOLE 99570 0 0 ST JUDE MED INC COM 790849103 351 10227 SH SOLE 10227 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 1399 1025000 PRN SOLE 1025000 0 0 STANLEY BLACK & DECKER INC COM 854502101 3697 54685 SH SOLE 54685 0 0 STANLEY WKS FRNT 5/1 854616AM1 1890 1700000 PRN SOLE 1700000 0 0 STAPLES INC COM 855030102 768 55316 SH SOLE 55316 0 0 STARBUCKS CORP COM 855244109 1491 32411 SH SOLE 32411 0 0 STARWOOD HOTELS^RESORTS WRLD COM 85590A401 280 5838 SH SOLE 5838 0 0 STATE STR CORP COM 857477103 625 15517 SH SOLE 15517 0 0 STATOIL ASA SPONSORED ADR 85771P102 990 38650 SH SOLE 38650 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 936 860000 PRN SOLE 860000 0 0 STERICYCLE INC COM 858912108 233 2987 SH SOLE 2987 0 0 STRYKER CORP COM 863667101 911 18333 SH SOLE 18333 0 0 SUNTRUST BKS INC COM 867914103 332 18748 SH SOLE 18748 0 0 SUPERVALU INC COM 868536103 160 19678 SH SOLE 19678 0 0 SYMANTEC CORP COM 871503108 358 22892 SH SOLE 22892 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 1843 1655000 PRN SOLE 1655000 0 0 SYSCO CORP COM 871829107 4279 145887 SH SOLE 145887 0 0 TARGET CORP COM 87612E106 4240 82788 SH SOLE 82788 0 0 TE CONNECTIVITY LTD REG SHS H84989104 274 8900 SH SOLE 8900 0 0 TENET HEALTHCARE CORP COM 88033G100 70 13670 SH SOLE 13670 0 0 TERADATA CORP DEL COM 88076W103 244 5026 SH SOLE 5026 0 0 TEXAS INSTRS INC COM 882508104 4320 148399 SH SOLE 148399 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 606 13484 SH SOLE 13484 0 0 TIFFANY & CO NEW COM 886547108 260 3926 SH SOLE 3926 0 0 TIME WARNER CABLE INC COM 88732J207 736 11579 SH SOLE 11579 0 0 TIME WARNER INC COM NEW 887317303 5350 148022 SH SOLE 148022 0 0 TJX COS INC NEW COM 872540109 923 14293 SH SOLE 14293 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 0 0 PRN SOLE 0 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 3085 3140000 PRN SOLE 3140000 0 0 TRAVELERS COMPANIES INC COM 89417E109 1083 18300 SH SOLE 18300 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 934 955000 PRN SOLE 955000 0 0 TTM TECHNOLOGIES INC COM 87305R109 15 1370 SH SOLE 1370 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 83 80000 PRN SOLE 80000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 671 14373 SH SOLE 14373 0 0 TYSON FOODS INC CL A 902494103 178 8612 SH SOLE 8612 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 212 160000 PRN SOLE 160000 0 0 UBS AG SHS NEW H89231338 1518 128343 SH SOLE 128343 0 0 UNION PAC CORP COM 907818108 2537 23949 SH SOLE 23949 0 0 UNITED PARCEL SERVICE INC CL B 911312106 5908 80722 SH SOLE 80722 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 11238 294872 SH SOLE 294872 0 0 UNITED TECHNOLOGIES CORP COM 913017109 6543 89513 SH SOLE 89513 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2307 45519 SH SOLE 45519 0 0 US BANCORP DEL COM NEW 902973304 2416 89318 SH SOLE 89318 0 0 V F CORP COM 918204108 3346 26347 SH SOLE 26347 0 0 VALE CAP II VALEP 6.75%12 91912F300 6278 95500 SH SOLE 95500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 361 17140 SH SOLE 17140 0 0 VARIAN MED SYS INC COM 92220P105 303 4510 SH SOLE 4510 0 0 VENTAS INC COM 92276F100 486 8811 SH SOLE 8811 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 8903 221915 SH SOLE 221915 0 0 VIACOM INC NEW CL B 92553P201 957 21064 SH SOLE 21064 0 0 VISA INC COM CL A 92826C839 1581 15567 SH SOLE 15567 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 796 780000 PRN SOLE 780000 0 0 VORNADO RLTY TR SH BEN INT 929042109 494 6429 SH SOLE 6429 0 0 WAL MART STORES INC COM 931142103 6631 110966 SH SOLE 110966 0 0 WALGREEN CO COM 931422109 4066 122981 SH SOLE 122981 0 0 WASTE MGMT INC DEL COM 94106L109 3968 121322 SH SOLE 121322 0 0 WATERS CORP COM 941848103 219 2961 SH SOLE 2961 0 0 WATSON PHARMACEUTICALS INC COM 942683103 239 3965 SH SOLE 3965 0 0 WELLPOINT INC COM 94973V107 1648 24881 SH SOLE 24881 0 0 WELLS FARGO & CO NEW COM 949746101 5386 195419 SH SOLE 195419 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 871 825 SH SOLE 825 0 0 WESTERN ASSET HIGH INCM FD I COM 95766J102 262 27223 SH SOLE 27223 0 0 WESTERN DIGITAL CORP COM 958102105 248 8014 SH SOLE 8014 0 0 WESTERN UN CO COM 959802109 348 19059 SH SOLE 19059 0 0 WEYERHAEUSER CO COM 962166104 474 25383 SH SOLE 25383 0 0 WHIRLPOOL CORP COM 963320106 213 4496 SH SOLE 4496 0 0 WHOLE FOODS MKT INC COM 966837106 341 4900 SH SOLE 4900 0 0 WILLIAMS COS INC DEL COM 969457100 592 17921 SH SOLE 17921 0 0 WINDSTREAM CORP COM 97381W104 175 14905 SH SOLE 14905 0 0 WISCONSIN ENERGY CORP COM 976657106 233 6678 SH SOLE 6678 0 0 WOODWARD INC COM 980745103 368 9000 SH SOLE 9000 0 0 WYNN RESORTS LTD COM 983134107 306 2766 SH SOLE 2766 0 0 XCEL ENERGY INC COM 98389B100 401 14522 SH SOLE 14522 0 0 XEROX CORP COM 984121103 474 59526 SH SOLE 59526 0 0 XILINX INC COM 983919101 301 9394 SH SOLE 9394 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 1099 865000 PRN SOLE 865000 0 0 YAHOO INC COM 984332106 626 38782 SH SOLE 38782 0 0 YUM BRANDS INC COM 988498101 2284 38713 SH SOLE 38713 0 0 ZIMMER HLDGS INC COM 98956P102 312 5842 SH SOLE 5842 0 0