Conning as of June 30, 2012
Portfolio Holdings for Conning
Conning holds 0 positions in its portfolio as reported in the June 2012 quarterly 13F filing
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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 7886 88015 SH SOLE 88015 0 0
ABBOTT LABS COM 002824100 9599 148898 SH SOLE 148898 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 905 15060 SH SOLE 15060 0 0
ACCURIDE CORP NEW COM NEW 00439T206 181 30146 SH SOLE 30146 0 0
ACE LTD SHS H0023R105 694 9360 SH SOLE 9360 0 0
ADOBE SYS INC COM 00724F101 436 13457 SH SOLE 13457 0 0
ADVANCED MICRO DEVICES INC COM 007903107 91 15923 SH SOLE 15923 0 0
AEGON N V NY REGISTRY SH 007924103 65 14086 SH SOLE 14086 0 0
AES CORP COM 00130H105 222 17285 SH SOLE 17285 0 0
AETNA INC NEW COM 00817Y108 386 9963 SH SOLE 9963 0 0
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 1402 1300000 PRN SOLE 1300000 0 0
AFLAC INC COM 001055102 811 19048 SH SOLE 19048 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 94 75000 PRN SOLE 75000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 521 13272 SH SOLE 13272 0 0
AIR PRODS & CHEMS INC COM 009158106 1826 22621 SH SOLE 22621 0 0
AIRGAS INC COM 009363102 209 2490 SH SOLE 2490 0 0
AK STL HLDG CORP COM 001547108 60 10292 SH SOLE 10292 0 0
ALCOA INC COM 013817101 355 40603 SH SOLE 40603 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 92 2871 SH SOLE 2871 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1544 1335000 PRN SOLE 1335000 0 0
ALLERGAN INC COM 018490102 1068 11532 SH SOLE 11532 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 701 700000 PRN SOLE 700000 0 0
ALLSTATE CORP COM 020002101 537 15316 SH SOLE 15316 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 44 5096 SH SOLE 5096 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 123 145000 PRN SOLE 145000 0 0
ALTERA CORP COM 021441100 344 10160 SH SOLE 10160 0 0
ALTRIA GROUP INC COM 02209S103 5530 160061 SH SOLE 160061 0 0
ALZA CORP SDCV 7/2 02261WAB5 1451 1500000 PRN SOLE 1500000 0 0
AMAZON COM INC COM 023135106 2384 10439 SH SOLE 10439 0 0
AMEREN CORP COM 023608102 275 8199 SH SOLE 8199 0 0
AMERICAN ELEC PWR INC COM 025537101 581 14557 SH SOLE 14557 0 0
AMERICAN EXPRESS CO COM 025816109 2765 47504 SH SOLE 47504 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 364 11358 SH SOLE 11358 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1047 14980 SH SOLE 14980 0 0
AMERIPRISE FINL INC COM 03076C106 607 11614 SH SOLE 11614 0 0
AMERISOURCEBERGEN CORP COM 03073E105 288 7324 SH SOLE 7324 0 0
AMGEN INC COM 031162100 2102 28824 SH SOLE 28824 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 2995 2880000 PRN SOLE 2880000 0 0
AMPHENOL CORP NEW CL A 032095101 354 6443 SH SOLE 6443 0 0
ANADARKO PETE CORP COM 032511107 1494 22561 SH SOLE 22561 0 0
ANALOG DEVICES INC COM 032654105 360 9568 SH SOLE 9568 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 4157 100901 SH SOLE 100901 0 0
ANIXTER INTL INC COM 035290105 149 2812 SH SOLE 2812 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 89 85000 PRN SOLE 85000 0 0
AON PLC SHS CL A G0408V102 553 11813 SH SOLE 11813 0 0
APACHE CORP COM 037411105 1047 11908 SH SOLE 11908 0 0
APACHE CORP PFD CONV SER D 037411808 12022 239239 SH SOLE 239239 0 0
APOLLO GROUP INC CL A 037604105 306 8448 SH SOLE 8448 0 0
APPLE INC COM 037833100 26136 44753 SH SOLE 44753 0 0
APPLIED MATLS INC COM 038222105 5365 468756 SH SOLE 468756 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 615 600000 PRN SOLE 600000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5008 169639 SH SOLE 169639 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 8829 8785000 PRN SOLE 8785000 0 0
AT^T INC COM 00206R102 12935 362723 SH SOLE 362723 0 0
AUTODESK INC COM 052769106 283 8090 SH SOLE 8090 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5554 99784 SH SOLE 99784 0 0
AUTOZONE INC COM 053332102 568 1546 SH SOLE 1546 0 0
AVALONBAY CMNTYS INC COM 053484101 621 4391 SH SOLE 4391 0 0
AVON PRODS INC COM 054303102 307 18935 SH SOLE 18935 0 0
BAKER HUGHES INC COM 057224107 520 12658 SH SOLE 12658 0 0
BALL CORP COM 058498106 241 5874 SH SOLE 5874 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1292 1325 SH SOLE 1325 0 0
BANK OF AMERICA CORPORATION COM 060505104 3278 400733 SH SOLE 400733 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1119 50996 SH SOLE 50996 0 0
BARCLAYS PLC ADR 06738E204 3060 297120 SH SOLE 297120 0 0
BARD C R INC COM 067383109 422 3929 SH SOLE 3929 0 0
BARNES GROUP INC COM 067806109 33 1341 SH SOLE 1341 0 0
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 746 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 5574 104882 SH SOLE 104882 0 0
BB^T CORP COM 054937107 697 22593 SH SOLE 22593 0 0
BEAM INC COM 073730103 216 3452 SH SOLE 3452 0 0
BECTON DICKINSON & CO COM 075887109 534 7144 SH SOLE 7144 0 0
BED BATH & BEYOND INC COM 075896100 594 9608 SH SOLE 9608 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 250 2 SH SOLE 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4238 50858 SH SOLE 50858 0 0
BEST BUY INC COM 086516101 291 13869 SH SOLE 13869 0 0
BIOGEN IDEC INC COM 09062X103 1217 8426 SH SOLE 8426 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 1497 206724 SH SOLE 206724 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 1169 81772 SH SOLE 81772 0 0
BLACKROCK INC COM 09247X101 438 2580 SH SOLE 2580 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 270 16700 SH SOLE 16700 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 383 35106 SH SOLE 35106 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 210 14000 SH SOLE 14000 0 0
BOEING CO COM 097023105 7458 100372 SH SOLE 100372 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 320 280000 PRN SOLE 280000 0 0
BOSTON PROPERTIES INC COM 101121101 568 5245 SH SOLE 5245 0 0
BOSTON SCIENTIFIC CORP COM 101137107 232 40918 SH SOLE 40918 0 0
BP PLC SPONSORED ADR 055622104 289 7124 SH SOLE 7124 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 7466 207672 SH SOLE 207672 0 0
BRISTOW GROUP INC COM 110394103 43 1047 SH SOLE 1047 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1159 1150000 PRN SOLE 1150000 0 0
BROADCOM CORP CL A 111320107 542 16040 SH SOLE 16040 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 275 4701 SH SOLE 4701 0 0
CA INC COM 12673P105 382 14100 SH SOLE 14100 0 0
CABOT OIL & GAS CORP COM 127097103 501 12722 SH SOLE 12722 0 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 1719 178106 SH SOLE 178106 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 294 6882 SH SOLE 6882 0 0
CAMPBELL SOUP CO COM 134429109 482 14427 SH SOLE 14427 0 0
CAPITAL ONE FINL CORP COM 14040H105 825 15100 SH SOLE 15100 0 0
CARDINAL HEALTH INC COM 14149Y108 399 9490 SH SOLE 9490 0 0
CARNIVAL CORP PAIRED CTF 143658300 422 12320 SH SOLE 12320 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 203 4250 SH SOLE 4250 0 0
CATERPILLAR INC DEL COM 149123101 1877 22103 SH SOLE 22103 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 168 21241 SH SOLE 21241 0 0
CBS CORP NEW CL B 124857202 703 21461 SH SOLE 21461 0 0
CELGENE CORP COM 151020104 1674 26095 SH SOLE 26095 0 0
CENTERPOINT ENERGY INC COM 15189T107 239 11562 SH SOLE 11562 0 0
CENTURYLINK INC COM 156700106 773 19578 SH SOLE 19578 0 0
CERNER CORP COM 156782104 352 4257 SH SOLE 4257 0 0
CF INDS HLDGS INC COM 125269100 434 2239 SH SOLE 2239 0 0
CHESAPEAKE ENERGY CORP COM 165167107 334 17946 SH SOLE 17946 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 257 300000 PRN SOLE 300000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1325 1450000 PRN SOLE 1450000 0 0
CHEVRON CORP NEW COM 166764100 12880 122090 SH SOLE 122090 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 399 1050 SH SOLE 1050 0 0
CHUBB CORP COM 171232101 1903 26128 SH SOLE 26128 0 0
CIENA CORP COM NEW 171779309 0 0 SH SOLE 0 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 103 120000 PRN SOLE 120000 0 0
CIGNA CORPORATION COM 125509109 440 9993 SH SOLE 9993 0 0
CISCO SYS INC COM 17275R102 2726 158750 SH SOLE 158750 0 0
CIT GROUP INC COM NEW 125581801 3427 96169 SH SOLE 96169 0 0
CITIGROUP INC COM NEW 172967424 5830 212708 SH SOLE 212708 0 0
CITIGROUP INC UNIT 99/99/9999 172967416 1283 15000 SH SOLE 15000 0 0
CITRIX SYS INC COM 177376100 565 6736 SH SOLE 6736 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 228 4626 SH SOLE 4626 0 0
CLOROX CO DEL COM 189054109 319 4402 SH SOLE 4402 0 0
CME GROUP INC COM 12572Q105 552 2057 SH SOLE 2057 0 0
CMS ENERGY CORP COM 125896100 261 11108 SH SOLE 11108 0 0
CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 1429 840000 PRN SOLE 840000 0 0
COACH INC COM 189754104 552 9433 SH SOLE 9433 0 0
COCA COLA CO COM 191216100 11334 144958 SH SOLE 144958 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 230 8219 SH SOLE 8219 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 639 10653 SH SOLE 10653 0 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 1679 97618 SH SOLE 97618 0 0
COLGATE PALMOLIVE CO COM 194162103 6560 63019 SH SOLE 63019 0 0
COMCAST CORP NEW CL A 20030N101 2893 90499 SH SOLE 90499 0 0
CONAGRA FOODS INC COM 205887102 289 11136 SH SOLE 11136 0 0
CONOCOPHILLIPS COM 20825C104 7733 138392 SH SOLE 138392 0 0
CONSOLIDATED EDISON INC COM 209115104 505 8118 SH SOLE 8118 0 0
COOPER INDUSTRIES PLC SHS G24140108 208 3050 SH SOLE 3050 0 0
CORNING INC COM 219350105 565 43676 SH SOLE 43676 0 0
COSTCO WHSL CORP NEW COM 22160K105 1715 18049 SH SOLE 18049 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 393 335000 PRN SOLE 335000 0 0
COVIDIEN PLC SHS G2554F113 760 14204 SH SOLE 14204 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 3045 166122 SH SOLE 166122 0 0
CSX CORP COM 126408103 1466 65557 SH SOLE 65557 0 0
CUMMINS INC COM 231021106 733 7563 SH SOLE 7563 0 0
CVS CAREMARK CORPORATION COM 126650100 3032 64876 SH SOLE 64876 0 0
D R HORTON INC COM 23331A109 172 9370 SH SOLE 9370 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1302 875000 PRN SOLE 875000 0 0
DANAHER CORP DEL COM 235851102 2703 51892 SH SOLE 51892 0 0
DARDEN RESTAURANTS INC COM 237194105 212 4178 SH SOLE 4178 0 0
DAVITA INC COM 23918K108 323 3284 SH SOLE 3284 0 0
DEAN FOODS CO NEW COM 242370104 302 17738 SH SOLE 17738 0 0
DEERE & CO COM 244199105 2415 29857 SH SOLE 29857 0 0
DELL INC COM 24702R101 534 42707 SH SOLE 42707 0 0
DENBURY RES INC COM NEW 247916208 160 10572 SH SOLE 10572 0 0
DEVON ENERGY CORP NEW COM 25179M103 765 13192 SH SOLE 13192 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 1395 13538 SH SOLE 13538 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 883 14941 SH SOLE 14941 0 0
DIRECTV COM CL A 25490A101 1097 22478 SH SOLE 22478 0 0
DISCOVER FINL SVCS COM 254709108 502 14527 SH SOLE 14527 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 397 7359 SH SOLE 7359 0 0
DISNEY WALT CO COM DISNEY 254687106 3092 63743 SH SOLE 63743 0 0
DOLLAR TREE INC COM 256746108 258 4800 SH SOLE 4800 0 0
DOMINION RES INC VA NEW COM 25746U109 957 17714 SH SOLE 17714 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 125 80000 PRN SOLE 80000 0 0
DOVER CORP COM 260003108 359 6696 SH SOLE 6696 0 0
DOW CHEM CO COM 260543103 2080 66024 SH SOLE 66024 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 282 6436 SH SOLE 6436 0 0
DTE ENERGY CO COM 233331107 1355 22830 SH SOLE 22830 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5900 116663 SH SOLE 116663 0 0
E M C CORP MASS COM 268648102 2315 90306 SH SOLE 90306 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 2498 1535000 PRN SOLE 1535000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 92 11424 SH SOLE 11424 0 0
EASTMAN CHEM CO COM 277432100 215 4266 SH SOLE 4266 0 0
EATON CORP COM 278058102 4563 115134 SH SOLE 115134 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 523 32079 SH SOLE 32079 0 0
EBAY INC COM 278642103 1696 40373 SH SOLE 40373 0 0
ECOLAB INC COM 278865100 535 7806 SH SOLE 7806 0 0
EDISON INTL COM 281020107 412 8927 SH SOLE 8927 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 293 2835 SH SOLE 2835 0 0
EMERSON ELEC CO COM 291011104 7532 161699 SH SOLE 161699 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 691 575000 PRN SOLE 575000 0 0
ENTERGY CORP NEW COM 29364G103 455 6705 SH SOLE 6705 0 0
EOG RES INC COM 26875P101 813 9021 SH SOLE 9021 0 0
EQT CORP COM 26884L109 218 4057 SH SOLE 4057 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 759 12174 SH SOLE 12174 0 0
EXELON CORP COM 30161N101 5785 153781 SH SOLE 153781 0 0
EXPEDITORS INTL WASH INC COM 302130109 226 5841 SH SOLE 5841 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1777 31832 SH SOLE 31832 0 0
EXTERRAN HLDGS INC COM 30225X103 22 1700 SH SOLE 1700 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 309 320000 PRN SOLE 320000 0 0
EXXON MOBIL CORP COM 30231G102 19481 227663 SH SOLE 227663 0 0
F M C CORP COM NEW 302491303 215 4020 SH SOLE 4020 0 0
F5 NETWORKS INC COM 315616102 260 2608 SH SOLE 2608 0 0
FAMILY DLR STORES INC COM 307000109 226 3403 SH SOLE 3403 0 0
FASTENAL CO COM 311900104 325 8072 SH SOLE 8072 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 424 4078 SH SOLE 4078 0 0
FEDEX CORP COM 31428X106 816 8905 SH SOLE 8905 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 228 6688 SH SOLE 6688 0 0
FIFTH THIRD BANCORP COM 316773100 393 29340 SH SOLE 29340 0 0
FIRSTENERGY CORP COM 337932107 1169 23755 SH SOLE 23755 0 0
FISERV INC COM 337738108 451 6250 SH SOLE 6250 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 103 16590 SH SOLE 16590 0 0
FLOWSERVE CORP COM 34354P105 202 1762 SH SOLE 1762 0 0
FLUOR CORP NEW COM 343412102 255 5165 SH SOLE 5165 0 0
FMC TECHNOLOGIES INC COM 30249U101 258 6584 SH SOLE 6584 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1112 116004 SH SOLE 116004 0 0
FOREST LABS INC COM 345838106 256 7306 SH SOLE 7306 0 0
FRANKLIN RES INC COM 354613101 486 4383 SH SOLE 4383 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1045 30679 SH SOLE 30679 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 129 33614 SH SOLE 33614 0 0
GANNETT INC COM 364730101 160 10865 SH SOLE 10865 0 0
GAP INC DEL COM 364760108 264 9631 SH SOLE 9631 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 83 85000 PRN SOLE 85000 0 0
GENERAL DYNAMICS CORP COM 369550108 5311 80513 SH SOLE 80513 0 0
GENERAL ELECTRIC CO COM 369604103 6129 294116 SH SOLE 294116 0 0
GENERAL MLS INC COM 370334104 5093 132158 SH SOLE 132158 0 0
GENUINE PARTS CO COM 372460105 256 4254 SH SOLE 4254 0 0
GENWORTH FINL INC COM CL A 37247D106 104 18410 SH SOLE 18410 0 0
GILEAD SCIENCES INC COM 375558103 1111 21658 SH SOLE 21658 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 1988 1600000 PRN SOLE 1600000 0 0
GOLDCORP INC NEW COM 380956409 9 235 SH SOLE 235 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2652 2355000 PRN SOLE 2355000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2088 21781 SH SOLE 21781 0 0
GOODRICH CORP COM 382388106 568 4475 SH SOLE 4475 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 161 13619 SH SOLE 13619 0 0
GOOGLE INC CL A 38259P508 5257 9062 SH SOLE 9062 0 0
GRAINGER W W INC COM 384802104 435 2276 SH SOLE 2276 0 0
GREAT PLAINS ENERGY INC COM 391164100 1912 89286 SH SOLE 89286 0 0
HALLIBURTON CO COM 406216101 714 25164 SH SOLE 25164 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 409 22300 SH SOLE 22300 0 0
HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 226 233000 PRN SOLE 233000 0 0
HARLEY DAVIDSON INC COM 412822108 384 8399 SH SOLE 8399 0 0
HARRIS CORP DEL COM 413875105 226 5394 SH SOLE 5394 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 264 14950 SH SOLE 14950 0 0
HCP INC COM 40414L109 550 12456 SH SOLE 12456 0 0
HEALTH CARE REIT INC COM 42217K106 336 5768 SH SOLE 5768 0 0
HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 1173 1000000 PRN SOLE 1000000 0 0
HEINZ H J CO COM 423074103 5265 96810 SH SOLE 96810 0 0
HERSHEY CO COM 427866108 440 6104 SH SOLE 6104 0 0
HESS CORP COM 42809H107 427 9817 SH SOLE 9817 0 0
HEWLETT PACKARD CO COM 428236103 1357 67495 SH SOLE 67495 0 0
HILLSHIRE BRANDS CO COM 432589109 467 16100 SH SOLE 16100 0 0
HOME DEPOT INC COM 437076102 7071 133435 SH SOLE 133435 0 0
HONEYWELL INTL INC COM 438516106 7271 130203 SH SOLE 130203 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 40 1020 SH SOLE 1020 0 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 232 220000 PRN SOLE 220000 0 0
HOSPIRA INC COM 441060100 321 9172 SH SOLE 9172 0 0
HOST HOTELS & RESORTS INC COM 44107P104 351 22164 SH SOLE 22164 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 5014 200000 SH SOLE 200000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 3440 77951 SH SOLE 77951 0 0
HUDSON CITY BANCORP COM 443683107 155 24313 SH SOLE 24313 0 0
HUMANA INC COM 444859102 370 4783 SH SOLE 4783 0 0
HUNTINGTON BANCSHARES INC COM 446150104 152 23686 SH SOLE 23686 0 0
IDEX CORP COM 45167R104 867 22250 SH SOLE 22250 0 0
ILLINOIS TOOL WKS INC COM 452308109 5941 112325 SH SOLE 112325 0 0
INGERSOLL-RAND PLC SHS G47791101 353 8371 SH SOLE 8371 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 1358 23884 SH SOLE 23884 0 0
INTEL CORP COM 458140100 8664 325113 SH SOLE 325113 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2715 2400000 PRN SOLE 2400000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 326 2396 SH SOLE 2396 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8506 43489 SH SOLE 43489 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 480 30463 SH SOLE 30463 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1490 1350000 PRN SOLE 1350000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 133 12276 SH SOLE 12276 0 0
INTL PAPER CO COM 460146103 519 17959 SH SOLE 17959 0 0
INTUIT COM 461202103 635 10691 SH SOLE 10691 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1024 1849 SH SOLE 1849 0 0
INVESCO LTD SHS G491BT108 277 12265 SH SOLE 12265 0 0
IRON MTN INC COM 462846106 276 8360 SH SOLE 8360 0 0
ISHARES GOLD TRUST ISHARES 464285105 4313 277158 SH SOLE 277158 0 0
ISHARES INC MSCI BRIC INDX 464286657 5488 153000 SH SOLE 153000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1676 62873 SH SOLE 62873 0 0
ISHARES TR IBOXX INV CPBD 464287242 6450 54850 SH SOLE 54850 0 0
ISHARES TR MSCI EAFE INDEX 464287465 13801 276247 SH SOLE 276247 0 0
ISHARES TR RUSSELL 2000 464287655 5937 74627 SH SOLE 74627 0 0
ISHARES TR S^P 500 INDEX 464287200 18129 132573 SH SOLE 132573 0 0
ISHARES TR S^P SMLCAP 600 464287804 28049 382812 SH SOLE 382812 0 0
JANUS CAP GROUP INC COM 47102X105 21 2689 SH SOLE 2689 0 0
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 2318 2275000 PRN SOLE 2275000 0 0
JEFFERIES GROUP INC NEW COM 472319102 14 1106 SH SOLE 1106 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2802 3100000 PRN SOLE 3100000 0 0
JOHNSON & JOHNSON COM 478160104 11410 168889 SH SOLE 168889 0 0
JOHNSON CTLS INC COM 478366107 1605 57906 SH SOLE 57906 0 0
JPMORGAN CHASE & CO COM 46625H100 8333 233211 SH SOLE 233211 0 0
JUNIPER NETWORKS INC COM 48203R104 236 14483 SH SOLE 14483 0 0
KELLOGG CO COM 487836108 4698 95238 SH SOLE 95238 0 0
KEYCORP NEW COM 493267108 5472 706940 SH SOLE 706940 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 670 6000 SH SOLE 6000 0 0
KIMBERLY CLARK CORP COM 494368103 6636 79219 SH SOLE 79219 0 0
KIMCO RLTY CORP COM 49446R109 251 13184 SH SOLE 13184 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 26 12116 SH SOLE 12116 0 0
KINDER MORGAN INC DEL COM 49456B101 181 5611 SH SOLE 5611 0 0
KINROSS GOLD CORP COM NO PAR 496902404 47 5789 SH SOLE 5789 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 5142 5200000 PRN SOLE 5200000 0 0
KLA-TENCOR CORP COM 482480100 265 5382 SH SOLE 5382 0 0
KOHLS CORP COM 500255104 425 9350 SH SOLE 9350 0 0
KRAFT FOODS INC CL A 50075N104 2158 55871 SH SOLE 55871 0 0
KROGER CO COM 501044101 376 16235 SH SOLE 16235 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 1073 1100000 PRN SOLE 1100000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 263 3551 SH SOLE 3551 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 258 2791 SH SOLE 2791 0 0
LAM RESEARCH CORP COM 512807108 100 2649 SH SOLE 2649 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 2170 2200000 PRN SOLE 2200000 0 0
LAUDER ESTEE COS INC CL A 518439104 417 7707 SH SOLE 7707 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 129 295000 PRN SOLE 295000 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 265 5882 SH SOLE 5882 0 0
LILLY ELI & CO COM 532457108 6349 147966 SH SOLE 147966 0 0
LIMITED BRANDS INC COM 532716107 364 8563 SH SOLE 8563 0 0
LINEAR TECHNOLOGY CORP COM 535678106 232 7394 SH SOLE 7394 0 0
LOCKHEED MARTIN CORP COM 539830109 5458 62683 SH SOLE 62683 0 0
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LSI CORPORATION COM 502161102 103 16138 SH SOLE 16138 0 0
M & T BK CORP COM 55261F104 289 3501 SH SOLE 3501 0 0
MACYS INC COM 55616P104 396 11536 SH SOLE 11536 0 0
MANAGED HIGH YIELD PLUS FD I COM 561911108 164 74918 SH SOLE 74918 0 0
MARATHON OIL CORP COM 565849106 530 20740 SH SOLE 20740 0 0
MARATHON PETE CORP COM 56585A102 451 10045 SH SOLE 10045 0 0
MARRIOTT INTL INC NEW CL A 571903202 291 7419 SH SOLE 7419 0 0
MARSH & MCLENNAN COS INC COM 571748102 474 14699 SH SOLE 14699 0 0
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 1902 2205000 PRN SOLE 2205000 0 0
MASTEC INC NOTE 4.000% 6/1 576323AG4 96 80000 PRN SOLE 80000 0 0
MASTERCARD INC CL A 57636Q104 1332 3097 SH SOLE 3097 0 0
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MCKESSON CORP COM 58155Q103 794 8472 SH SOLE 8472 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 765 9507 SH SOLE 9507 0 0
MEDTRONIC INC COM 585055106 5757 148635 SH SOLE 148635 0 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 17444 17400000 PRN SOLE 17400000 0 0
MERCK & CO INC NEW COM 58933Y105 16679 399499 SH SOLE 399499 0 0
METLIFE INC COM 59156R108 1162 37667 SH SOLE 37667 0 0
METLIFE INC UNIT 99/99/9999 59156R116 7542 121900 SH SOLE 121900 0 0
MFS CHARTER INCOME TR SH BEN INT 552727109 98 10000 SH SOLE 10000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 235 7097 SH SOLE 7097 0 0
MICRON TECHNOLOGY INC COM 595112103 194 30728 SH SOLE 30728 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 103 105000 PRN SOLE 105000 0 0
MICROSOFT CORP COM 594918104 11605 379383 SH SOLE 379383 0 0
MOLSON COORS BREWING CO CL B 60871R209 133 3185 SH SOLE 3185 0 0
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 2730 2700000 PRN SOLE 2700000 0 0
MOLYCORP INC DEL PFD CONV SER A 608753208 781 15000 SH SOLE 15000 0 0
MONSANTO CO NEW COM 61166W101 2384 28802 SH SOLE 28802 0 0
MORGAN STANLEY COM NEW 617446448 600 41143 SH SOLE 41143 0 0
MOSAIC CO NEW COM 61945C103 368 6720 SH SOLE 6720 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 482 10028 SH SOLE 10028 0 0
MURPHY OIL CORP COM 626717102 285 5669 SH SOLE 5669 0 0
MYLAN INC COM 628530107 240 11221 SH SOLE 11221 0 0
NATIONAL OILWELL VARCO INC COM 637071101 774 12016 SH SOLE 12016 0 0
NATIONAL RETAIL PPTYS INC NOTE 3.950% 9/1 637417AA4 208 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 4460 200000 SH SOLE 200000 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 70 75000 PRN SOLE 75000 0 0
NETAPP INC COM 64110D104 313 9837 SH SOLE 9837 0 0
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NEWS CORP CL A 65248E104 1352 60647 SH SOLE 60647 0 0
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NIKE INC CL B 654106103 1772 20190 SH SOLE 20190 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 213 6544 SH SOLE 6544 0 0
NOBLE ENERGY INC COM 655044105 428 5044 SH SOLE 5044 0 0
NOKIA CORP SPONSORED ADR 654902204 29 14172 SH SOLE 14172 0 0
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NORFOLK SOUTHERN CORP COM 655844108 6278 87468 SH SOLE 87468 0 0
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NORTHERN TR CORP COM 665859104 365 7934 SH SOLE 7934 0 0
NORTHROP GRUMMAN CORP COM 666807102 5358 84002 SH SOLE 84002 0 0
NORTHWESTERN CORP COM NEW 668074305 3382 92157 SH SOLE 92157 0 0
NOVARTIS A G SPONSORED ADR 66987V109 899 16075 SH SOLE 16075 0 0
NRG ENERGY INC COM NEW 629377508 400 23031 SH SOLE 23031 0 0
NUCOR CORP COM 670346105 4828 127393 SH SOLE 127393 0 0
NUVEEN CR STRATEGIES INC FD COM SHS 67073D102 544 60000 SH SOLE 60000 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 996 85900 SH SOLE 85900 0 0
NUVEEN MUN OPPORTUNITY FD IN COM 670984103 299 20000 SH SOLE 20000 0 0
NUVEEN MUN VALUE FD INC COM 670928100 349 33900 SH SOLE 33900 0 0
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NVIDIA CORP COM 67066G104 295 21377 SH SOLE 21377 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 312 3727 SH SOLE 3727 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7208 84039 SH SOLE 84039 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 985 750000 PRN SOLE 750000 0 0
OMNICOM GROUP INC COM 681919106 372 7646 SH SOLE 7646 0 0
OMNICOM GROUP INC NOTE 7/0 682134AA9 1832 1700000 PRN SOLE 1700000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 82 85000 PRN SOLE 85000 0 0
ONEOK INC NEW COM 682680103 270 6388 SH SOLE 6388 0 0
ORACLE CORP COM 68389X105 3615 121706 SH SOLE 121706 0 0
PACCAR INC COM 693718108 471 12031 SH SOLE 12031 0 0
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PARKER HANNIFIN CORP COM 701094104 819 10658 SH SOLE 10658 0 0
PAYCHEX INC COM 704326107 330 10493 SH SOLE 10493 0 0
PEABODY ENERGY CORP COM 704549104 179 7312 SH SOLE 7312 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 126 155000 PRN SOLE 155000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 135 11605 SH SOLE 11605 0 0
PEPSICO INC COM 713448108 8563 121191 SH SOLE 121191 0 0
PERRIGO CO COM 714290103 236 2000 SH SOLE 2000 0 0
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PG^E CORP COM 69331C108 505 11157 SH SOLE 11157 0 0
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PHILLIPS 66 COM 718546104 944 28407 SH SOLE 28407 0 0
PIMCO INCOME STRATEGY FUND I COM 72201J104 948 90399 SH SOLE 90399 0 0
PIONEER NAT RES CO COM 723787107 330 3743 SH SOLE 3743 0 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1529 1035000 PRN SOLE 1035000 0 0
PLUM CREEK TIMBER CO INC COM 729251108 349 8799 SH SOLE 8799 0 0
PNC FINL SVCS GROUP INC COM 693475105 944 15441 SH SOLE 15441 0 0
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PPL CORP COM 69351T106 508 18261 SH SOLE 18261 0 0
PRAXAIR INC COM 74005P104 1077 9906 SH SOLE 9906 0 0
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PROLOGIS NOTE 3.250% 3/1 74340XAT8 1099 1000000 PRN SOLE 1000000 0 0
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PUBLIC STORAGE COM 74460D109 884 6123 SH SOLE 6123 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 440 13524 SH SOLE 13524 0 0
PULTE GROUP INC COM 745867101 130 12158 SH SOLE 12158 0 0
QUALCOMM INC COM 747525103 3582 64336 SH SOLE 64336 0 0
QUEST DIAGNOSTICS INC COM 74834L100 663 11063 SH SOLE 11063 0 0
RALPH LAUREN CORP CL A 751212101 273 1949 SH SOLE 1949 0 0
RANGE RES CORP COM 75281A109 269 4348 SH SOLE 4348 0 0
RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 225 180000 PRN SOLE 180000 0 0
RAYTHEON CO COM NEW 755111507 6404 113164 SH SOLE 113164 0 0
RED HAT INC COM 756577102 292 5169 SH SOLE 5169 0 0
REGENCY CTRS CORP COM 758849103 238 5000 SH SOLE 5000 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 234 34740 SH SOLE 34740 0 0
REPUBLIC SVCS INC COM 760759100 296 11196 SH SOLE 11196 0 0
RESOLUTE FST PRODS INC COM 76117W109 900 77735 SH SOLE 77735 0 0
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SAKS INC NOTE 2.000% 3/1 79377WAL2 205 195000 PRN SOLE 195000 0 0
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SANDISK CORP COM 80004C101 241 6604 SH SOLE 6604 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1260 1225000 PRN SOLE 1225000 0 0
SANOFI SPONSORED ADR 80105N105 1034 27368 SH SOLE 27368 0 0
SCHLUMBERGER LTD COM 806857108 2995 46143 SH SOLE 46143 0 0
SCHWAB CHARLES CORP NEW COM 808513105 375 29001 SH SOLE 29001 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 22366 336996 SH SOLE 336996 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4216 119480 SH SOLE 119480 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7871 274027 SH SOLE 274027 0 0
SEMPRA ENERGY COM 816851109 453 6571 SH SOLE 6571 0 0
SHERWIN WILLIAMS CO COM 824348106 337 2547 SH SOLE 2547 0 0
SIGMA ALDRICH CORP COM 826552101 1374 18590 SH SOLE 18590 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1827 11735 SH SOLE 11735 0 0
SLM CORP COM 78442P106 216 13723 SH SOLE 13723 0 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 195 175000 PRN SOLE 175000 0 0
SMUCKER J M CO COM NEW 832696405 254 3362 SH SOLE 3362 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 162 140000 PRN SOLE 140000 0 0
SOUTHERN CO COM 842587107 1097 23701 SH SOLE 23701 0 0
SOUTHWEST AIRLS CO COM 844741108 194 21021 SH SOLE 21021 0 0
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SPDR GOLD TRUST GOLD SHS 78463V107 12865 82901 SH SOLE 82901 0 0
SPDR S^P 500 ETF TR TR UNIT 78462F103 10619 78019 SH SOLE 78019 0 0
SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 19159 111845 SH SOLE 111845 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 8242 113078 SH SOLE 113078 0 0
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SPECTRA ENERGY CORP COM 847560109 514 17675 SH SOLE 17675 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 319 97792 SH SOLE 97792 0 0
ST JUDE MED INC COM 790849103 352 8832 SH SOLE 8832 0 0
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STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 2225 19000 SH SOLE 19000 0 0
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STARBUCKS CORP COM 855244109 1650 30938 SH SOLE 30938 0 0
STARWOOD HOTELS^RESORTS WRLD COM 85590A401 286 5385 SH SOLE 5385 0 0
STATE STR CORP COM 857477103 607 13604 SH SOLE 13604 0 0
STATOIL ASA SPONSORED ADR 85771P102 922 38650 SH SOLE 38650 0 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 899 860000 PRN SOLE 860000 0 0
STERICYCLE INC COM 858912108 225 2452 SH SOLE 2452 0 0
STRYKER CORP COM 863667101 946 17173 SH SOLE 17173 0 0
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SYMANTEC CORP COM 871503108 297 20338 SH SOLE 20338 0 0
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 3025 2955000 PRN SOLE 2955000 0 0
SYSCO CORP COM 871829107 5570 186845 SH SOLE 186845 0 0
TARGET CORP COM 87612E106 5494 94416 SH SOLE 94416 0 0
TE CONNECTIVITY LTD REG SHS H84989104 402 12607 SH SOLE 12607 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 103 10434 SH SOLE 10434 0 0
TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 46 5713 SH SOLE 5713 0 0
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TERADATA CORP DEL COM 88076W103 361 5016 SH SOLE 5016 0 0
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TJX COS INC NEW COM 872540109 1179 27456 SH SOLE 27456 0 0
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TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 942 955000 PRN SOLE 955000 0 0
TTM TECHNOLOGIES INC COM 87305R109 13 1370 SH SOLE 1370 0 0
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 80 80000 PRN SOLE 80000 0 0
TYCO INTERNATIONAL LTD SHS H89128104 689 13029 SH SOLE 13029 0 0
TYSON FOODS INC CL A 902494103 144 7642 SH SOLE 7642 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 194 160000 PRN SOLE 160000 0 0
UBS AG SHS NEW H89231338 2900 247683 SH SOLE 247683 0 0
UNION PAC CORP COM 907818108 2734 22919 SH SOLE 22919 0 0
UNITED PARCEL SERVICE INC CL B 911312106 7095 90082 SH SOLE 90082 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 9386 294872 SH SOLE 294872 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7919 104850 SH SOLE 104850 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2459 42035 SH SOLE 42035 0 0
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V F CORP COM 918204108 348 2608 SH SOLE 2608 0 0
VALE S A ADR REPSTG PFD 91912E204 5775 295983 SH SOLE 295983 0 0
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VORNADO RLTY TR SH BEN INT 929042109 503 5990 SH SOLE 5990 0 0
WALGREEN CO COM 931422109 4937 166901 SH SOLE 166901 0 0
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WASHINGTON POST CO CL B 939640108 215 576 SH SOLE 576 0 0
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WESTERN ASSET HIGH INCM FD I COM 95766J102 273 27223 SH SOLE 27223 0 0
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WESTERN UN CO COM 959802109 286 16999 SH SOLE 16999 0 0
WEYERHAEUSER CO COM 962166104 533 23849 SH SOLE 23849 0 0
WHIRLPOOL CORP COM 963320106 336 5490 SH SOLE 5490 0 0
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WINDSTREAM CORP COM 97381W104 142 14709 SH SOLE 14709 0 0
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XEROX CORP COM 984121103 483 61334 SH SOLE 61334 0 0
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XILINX INC NOTE 2.625% 6/1 983919AF8 1109 865000 PRN SOLE 865000 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 298 250000 PRN SOLE 250000 0 0
YAHOO INC COM 984332106 541 34147 SH SOLE 34147 0 0
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