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
{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 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 LOEWS CORP COM 540424108 504 12323 SH SOLE 12323 0 0 LORILLARD INC COM 544147101 359 2717 SH SOLE 2717 0 0 LOWES COS INC COM 548661107 993 34911 SH SOLE 34911 0 0 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 MATTEL INC COM 577081102 354 10904 SH SOLE 10904 0 0 MCCORMICK & CO INC COM NON VTG 579780206 221 3643 SH SOLE 3643 0 0 MCDONALDS CORP COM 580135101 7646 86371 SH SOLE 86371 0 0 MCGRAW HILL COS INC COM 580645109 445 9885 SH SOLE 9885 0 0 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 NEWMONT MINING CORP COM 651639106 667 13740 SH SOLE 13740 0 0 NEWS CORP CL A 65248E104 1352 60647 SH SOLE 60647 0 0 NEXTERA ENERGY INC COM 65339F101 3000 43603 SH SOLE 43603 0 0 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 NORDSTROM INC COM 655664100 302 6072 SH SOLE 6072 0 0 NORFOLK SOUTHERN CORP COM 655844108 6278 87468 SH SOLE 87468 0 0 NORTHEAST UTILS COM 664397106 207 5344 SH SOLE 5344 0 0 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 NUVEEN QUALITY PFD INCOME FD COM 67072C105 671 74500 SH SOLE 74500 0 0 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 PARKER DRILLING CO NOTE 2.125% 7/1 701081AR2 206 205000 PRN SOLE 205000 0 0 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 PFIZER INC COM 717081103 7464 324514 SH SOLE 324514 0 0 PG^E CORP COM 69331C108 505 11157 SH SOLE 11157 0 0 PHILIP MORRIS INTL INC COM 718172109 4111 47111 SH SOLE 47111 0 0 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 POPULAR INC COM NEW 733174700 2674 161000 SH SOLE 161000 0 0 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 12922 706099 SH SOLE 706099 0 0 POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 10008 407512 SH SOLE 407512 0 0 PPG INDS INC COM 693506107 935 8811 SH SOLE 8811 0 0 PPL CORP COM 69351T106 508 18261 SH SOLE 18261 0 0 PRAXAIR INC COM 74005P104 1077 9906 SH SOLE 9906 0 0 PRECISION CASTPARTS CORP COM 740189105 770 4679 SH SOLE 4679 0 0 PRICE T ROWE GROUP INC COM 74144T108 464 7363 SH SOLE 7363 0 0 PRICELINE COM INC COM NEW 741503403 1086 1635 SH SOLE 1635 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 217 8280 SH SOLE 8280 0 0 PROCTER & GAMBLE CO COM 742718109 10702 174729 SH SOLE 174729 0 0 PROGRESS ENERGY INC COM 743263105 479 7969 SH SOLE 7969 0 0 PROGRESSIVE CORP OHIO COM 743315103 462 22166 SH SOLE 22166 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 1099 1000000 PRN SOLE 1000000 0 0 PROLOGIS INC COM 74340W103 557 16762 SH SOLE 16762 0 0 PRUDENTIAL FINL INC COM 744320102 638 13179 SH SOLE 13179 0 0 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 REYNOLDS AMERICAN INC COM 761713106 4290 95616 SH SOLE 95616 0 0 ROCKWELL AUTOMATION INC COM 773903109 317 4800 SH SOLE 4800 0 0 ROCKWELL COLLINS INC COM 774341101 251 5083 SH SOLE 5083 0 0 ROPER INDS INC NEW COM 776696106 356 3613 SH SOLE 3613 0 0 ROSS STORES INC COM 778296103 414 6626 SH SOLE 6626 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 205 195000 PRN SOLE 195000 0 0 SALESFORCE COM INC COM 79466L302 540 3908 SH SOLE 3908 0 0 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 SOUTHWESTERN ENERGY CO COM 845467109 297 9313 SH SOLE 9313 0 0 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 SPDR SERIES TRUST S^P DIVID ETF 78464A763 2684 48230 SH SOLE 48230 0 0 SPDR SERIES TRUST S^P RETAIL ETF 78464A714 5621 95120 SH SOLE 95120 0 0 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 STANLEY BLACK & DECKER INC COM 854502101 312 4852 SH SOLE 4852 0 0 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 2225 19000 SH SOLE 19000 0 0 STAPLES INC COM 855030102 690 52871 SH SOLE 52871 0 0 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 SUNTRUST BKS INC COM 867914103 415 17129 SH SOLE 17129 0 0 SUPERVALU INC COM 868536103 101 19466 SH SOLE 19466 0 0 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 TENET HEALTHCARE CORP COM 88033G100 61 11700 SH SOLE 11700 0 0 TERADATA CORP DEL COM 88076W103 361 5016 SH SOLE 5016 0 0 TEXAS INSTRS INC COM 882508104 1151 40115 SH SOLE 40115 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 626 12064 SH SOLE 12064 0 0 TIME WARNER CABLE INC COM 88732J207 836 10187 SH SOLE 10187 0 0 TIME WARNER INC COM NEW 887317303 6810 176880 SH SOLE 176880 0 0 TJX COS INC NEW COM 872540109 1179 27456 SH SOLE 27456 0 0 TOTAL S A SPONSORED ADR 89151E109 287 6374 SH SOLE 6374 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 3622 3640000 PRN SOLE 3640000 0 0 TRAVELERS COMPANIES INC COM 89417E109 1130 17700 SH SOLE 17700 0 0 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 US BANCORP DEL COM NEW 902973304 2667 82933 SH SOLE 82933 0 0 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 VALERO ENERGY CORP NEW COM 91913Y100 368 15250 SH SOLE 15250 0 0 VARIAN MED SYS INC COM 92220P105 243 3991 SH SOLE 3991 0 0 VENTAS INC COM 92276F100 510 8085 SH SOLE 8085 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 10435 234805 SH SOLE 234805 0 0 VIACOM INC NEW CL B 92553P201 871 18517 SH SOLE 18517 0 0 VISA INC COM CL A 92826C839 1809 14635 SH SOLE 14635 0 0 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 WAL-MART STORES INC COM 931142103 8119 116458 SH SOLE 116458 0 0 WASHINGTON POST CO CL B 939640108 215 576 SH SOLE 576 0 0 WASTE MGMT INC DEL COM 94106L109 4992 149453 SH SOLE 149453 0 0 WATERS CORP COM 941848103 201 2524 SH SOLE 2524 0 0 WATSON PHARMACEUTICALS INC COM 942683103 265 3575 SH SOLE 3575 0 0 WELLPOINT INC COM 94973V107 1475 23116 SH SOLE 23116 0 0 WELLS FARGO & CO NEW COM 949746101 6330 189306 SH SOLE 189306 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1491 1325 SH SOLE 1325 0 0 WESTERN ASSET HIGH INCM FD I COM 95766J102 273 27223 SH SOLE 27223 0 0 WESTERN DIGITAL CORP COM 958102105 228 7474 SH SOLE 7474 0 0 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 WHOLE FOODS MKT INC COM 966837106 484 5082 SH SOLE 5082 0 0 WILLIAMS COS INC DEL COM 969457100 493 17091 SH SOLE 17091 0 0 WINDSTREAM CORP COM 97381W104 142 14709 SH SOLE 14709 0 0 WISCONSIN ENERGY CORP COM 976657106 244 6169 SH SOLE 6169 0 0 WOODWARD INC COM 980745103 355 9000 SH SOLE 9000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 221 4183 SH SOLE 4183 0 0 WYNN RESORTS LTD COM 983134107 233 2248 SH SOLE 2248 0 0 XCEL ENERGY INC COM 98389B100 374 13147 SH SOLE 13147 0 0 XEROX CORP COM 984121103 483 61334 SH SOLE 61334 0 0 XILINX INC COM 983919101 314 9353 SH SOLE 9353 0 0 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 YUM BRANDS INC COM 988498101 2593 40254 SH SOLE 40254 0 0 ZIMMER HLDGS INC COM 98956P102 329 5107 SH SOLE 5107 0 0