13F-HR 1 conning2q2012.txt CONNING INC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Conning Inc Address: One Financial Plaza Hartford, CT 06103-4105 13F File Number: 028-04513 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Robert Pearce Title: Chief Compliance Officer Phone: 860-299-2151 Signature, Place, and Date of Signing: /s/ Robert Pearce Hartford, CT August 01, 2012 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 553 Form 13F Information Table Value Total: $1,097,646 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE 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