Conning

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