Conning as of Dec. 31, 2011
Portfolio Holdings for Conning
Conning holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing
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FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 6419 78539 SH SOLE 78539 0 0
AAR CORP COM 000361105 21 1089 SH SOLE 1089 0 0
AAR CORP NOTE 1.750% 2/0 000361AH8 896 900000 PRN SOLE 900000 0 0
ABBOTT LABS COM 002824100 7845 139518 SH SOLE 139518 0 0
ABITIBIBOWATER INC COM NEW 003687209 1131 77735 SH SOLE 77735 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 819 15390 SH SOLE 15390 0 0
ACCURIDE CORP NEW COM NEW 00439T206 215 30146 SH SOLE 30146 0 0
ACE LTD SHS H0023R105 736 10490 SH SOLE 10490 0 0
ADOBE SYS INC COM 00724F101 420 14872 SH SOLE 14872 0 0
ADVANCED MICRO DEVICES INC COM 007903107 95 17553 SH SOLE 17553 0 0
AES CORP COM 00130H105 234 19726 SH SOLE 19726 0 0
AETNA INC NEW COM 00817Y108 481 11393 SH SOLE 11393 0 0
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 1411 1300000 PRN SOLE 1300000 0 0
AFLAC INC COM 001055102 890 20568 SH SOLE 20568 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 94 75000 PRN SOLE 75000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 436 12481 SH SOLE 12481 0 0
AIR PRODS & CHEMS INC COM 009158106 5256 61699 SH SOLE 61699 0 0
ALCOA INC COM 013817101 379 43758 SH SOLE 43758 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 155 3241 SH SOLE 3241 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1867 1335000 PRN SOLE 1335000 0 0
ALLERGAN INC COM 018490102 992 11302 SH SOLE 11302 0 0
ALLSTATE CORP COM 020002101 433 15796 SH SOLE 15796 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 121 5913 SH SOLE 5913 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 135 145000 PRN SOLE 145000 0 0
ALTERA CORP COM 021441100 412 11095 SH SOLE 11095 0 0
ALTRIA GROUP INC COM 02209S103 4277 144241 SH SOLE 144241 0 0
ALZA CORP SDCV 7/2 02261WAB5 1389 1500000 PRN SOLE 1500000 0 0
AMAZON COM INC COM 023135106 1984 11459 SH SOLE 11459 0 0
AMEREN CORP COM 023608102 237 7139 SH SOLE 7139 0 0
AMERICAN ELEC PWR INC COM 025537101 610 14763 SH SOLE 14763 0 0
AMERICAN EXPRESS CO COM 025816109 2198 46606 SH SOLE 46606 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 0 58 SH SOLE 58 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 263 11321 SH SOLE 11321 0 0
AMERICAN TOWER CORP CL A 029912201 868 14457 SH SOLE 14457 0 0
AMERIPRISE FINL INC COM 03076C106 537 10815 SH SOLE 10815 0 0
AMERISOURCEBERGEN CORP COM 03073E105 311 8368 SH SOLE 8368 0 0
AMGEN INC COM 031162100 2090 32552 SH SOLE 32552 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 12426 12380000 PRN SOLE 12380000 0 0
AMGEN INC NOTE 3/0 031162AL4 3160 4000000 PRN SOLE 4000000 0 0
AMPHENOL CORP NEW CL A 032095101 280 6178 SH SOLE 6178 0 0
ANADARKO PETE CORP COM 032511107 1849 24218 SH SOLE 24218 0 0
ANALOG DEVICES INC COM 032654105 414 11562 SH SOLE 11562 0 0
ANIXTER INTL INC COM 035290105 168 2812 SH SOLE 2812 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 97 85000 PRN SOLE 85000 0 0
AON CORP COM 037389103 602 12868 SH SOLE 12868 0 0
APACHE CORP COM 037411105 1178 13003 SH SOLE 13003 0 0
APACHE CORP PFD CONV SER D 037411808 9320 171700 SH SOLE 171700 0 0
APOLLO GROUP INC CL A 037604105 484 8988 SH SOLE 8988 0 0
APPLE INC COM 037833100 19001 46916 SH SOLE 46916 0 0
APPLIED MATLS INC COM 038222105 3687 344240 SH SOLE 344240 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4913 171798 SH SOLE 171798 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 7623 7585000 PRN SOLE 7585000 0 0
AT^T INC COM 00206R102 11082 366469 SH SOLE 366469 0 0
AUTODESK INC COM 052769106 206 6808 SH SOLE 6808 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4337 80306 SH SOLE 80306 0 0
AUTOZONE INC COM 053332102 540 1661 SH SOLE 1661 0 0
AVALONBAY CMNTYS INC COM 053484101 597 4575 SH SOLE 4575 0 0
AVON PRODS INC COM 054303102 294 16853 SH SOLE 16853 0 0
BAKER HUGHES INC COM 057224107 678 13940 SH SOLE 13940 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1041 1325 SH SOLE 1325 0 0
BANK OF AMERICA CORPORATION COM 060505104 2390 429854 SH SOLE 429854 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 910 45692 SH SOLE 45692 0 0
BARCLAYS PLC ADR 06738E204 1562 142170 SH SOLE 142170 0 0
BARD C R INC COM 067383109 323 3782 SH SOLE 3782 0 0
BARNES GROUP INC COM 067806109 32 1341 SH SOLE 1341 0 0
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 725 700000 PRN SOLE 700000 0 0
BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 385 385000 PRN SOLE 385000 0 0
BAXTER INTL INC COM 071813109 4114 83136 SH SOLE 83136 0 0
BB^T CORP COM 054937107 577 22934 SH SOLE 22934 0 0
BEAM INC COM 073730103 212 4147 SH SOLE 4147 0 0
BECTON DICKINSON & CO COM 075887109 587 7854 SH SOLE 7854 0 0
BED BATH & BEYOND INC COM 075896100 552 9514 SH SOLE 9514 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 230 2 SH SOLE 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4148 54360 SH SOLE 54360 0 0
BEST BUY INC COM 086516101 350 14975 SH SOLE 14975 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 1701 1705000 PRN SOLE 1705000 0 0
BIOGEN IDEC INC COM 09062X103 1021 9276 SH SOLE 9276 0 0
BLACKROCK EQUITY DIV TRUST COM 09250N107 1352 149050 SH SOLE 149050 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 1101 81772 SH SOLE 81772 0 0
BLACKROCK INC COM 09247X101 349 1960 SH SOLE 1960 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 248 16700 SH SOLE 16700 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 354 33921 SH SOLE 33921 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 198 14000 SH SOLE 14000 0 0
BOEING CO COM 097023105 6198 84505 SH SOLE 84505 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 50 50000 PRN SOLE 50000 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 320 280000 PRN SOLE 280000 0 0
BOSTON PROPERTIES INC COM 101121101 547 5489 SH SOLE 5489 0 0
BOSTON SCIENTIFIC CORP COM 101137107 250 46803 SH SOLE 46803 0 0
BP PLC SPONSORED ADR 055622104 210 4914 SH SOLE 4914 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6438 182704 SH SOLE 182704 0 0
BRISTOW GROUP INC COM 110394103 50 1047 SH SOLE 1047 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1174 1150000 PRN SOLE 1150000 0 0
BROADCOM CORP CL A 111320107 490 16675 SH SOLE 16675 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 367 5261 SH SOLE 5261 0 0
CA INC COM 12673P105 271 13403 SH SOLE 13403 0 0
CABOT OIL & GAS CORP COM 127097103 516 6796 SH SOLE 6796 0 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 1441 172590 SH SOLE 172590 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 371 7552 SH SOLE 7552 0 0
CAMPBELL SOUP CO COM 134429109 3786 113905 SH SOLE 113905 0 0
CAPITAL ONE FINL CORP COM 14040H105 680 16069 SH SOLE 16069 0 0
CARDINAL HEALTH INC COM 14149Y108 441 10855 SH SOLE 10855 0 0
CARNIVAL CORP PAIRED CTF 143658300 455 13925 SH SOLE 13925 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 219 4250 SH SOLE 4250 0 0
CATERPILLAR INC DEL COM 149123101 2172 23976 SH SOLE 23976 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 129 18852 SH SOLE 18852 0 0
CBS CORP NEW CL B 124857202 647 23857 SH SOLE 23857 0 0
CELGENE CORP COM 151020104 972 14379 SH SOLE 14379 0 0
CENTERPOINT ENERGY INC COM 15189T107 255 12692 SH SOLE 12692 0 0
CENTURYLINK INC COM 156700106 798 21442 SH SOLE 21442 0 0
CERNER CORP COM 156782104 280 4576 SH SOLE 4576 0 0
CF INDS HLDGS INC COM 125269100 330 2273 SH SOLE 2273 0 0
CHESAPEAKE ENERGY CORP COM 165167107 446 19996 SH SOLE 19996 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1417 1450000 PRN SOLE 1450000 0 0
CHEVRON CORP NEW COM 166764100 12309 115682 SH SOLE 115682 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 412 1220 SH SOLE 1220 0 0
CHUBB CORP COM 171232101 1894 27358 SH SOLE 27358 0 0
CIENA CORP COM NEW 171779309 0 0 SH SOLE 0 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 91 120000 PRN SOLE 120000 0 0
CIGNA CORPORATION COM 125509109 452 10761 SH SOLE 10761 0 0
CISCO SYS INC COM 17275R102 3113 172189 SH SOLE 172189 0 0
CIT GROUP INC COM NEW 125581801 3421 98106 SH SOLE 98106 0 0
CITIGROUP INC COM NEW 172967424 5010 190414 SH SOLE 190414 0 0
CITRIX SYS INC COM 177376100 420 6910 SH SOLE 6910 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 293 4698 SH SOLE 4698 0 0
CLOROX CO DEL COM 189054109 340 5107 SH SOLE 5107 0 0
CME GROUP INC COM 12572Q105 568 2330 SH SOLE 2330 0 0
CMS ENERGY CORP COM 125896100 262 11848 SH SOLE 11848 0 0
CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 1348 840000 PRN SOLE 840000 0 0
COACH INC COM 189754104 564 9243 SH SOLE 9243 0 0
COCA COLA CO COM 191216100 9759 139470 SH SOLE 139470 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 249 9674 SH SOLE 9674 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 699 10866 SH SOLE 10866 0 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 1479 93608 SH SOLE 93608 0 0
COLGATE PALMOLIVE CO COM 194162103 5189 56164 SH SOLE 56164 0 0
COMCAST CORP NEW CL A 20030N101 2370 99974 SH SOLE 99974 0 0
CONAGRA FOODS INC COM 205887102 330 12497 SH SOLE 12497 0 0
CONOCOPHILLIPS COM 20825C104 7979 109490 SH SOLE 109490 0 0
CONSOL ENERGY INC COM 20854P109 255 6951 SH SOLE 6951 0 0
CONSOLIDATED EDISON INC COM 209115104 562 9058 SH SOLE 9058 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 239 6025 SH SOLE 6025 0 0
CORNING INC COM 219350105 582 44871 SH SOLE 44871 0 0
COSTCO WHSL CORP NEW COM 22160K105 1433 17202 SH SOLE 17202 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 349 335000 PRN SOLE 335000 0 0
COVIDIEN PLC SHS G2554F113 702 15594 SH SOLE 15594 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2346 99913 SH SOLE 99913 0 0
CSX CORP COM 126408103 1397 66311 SH SOLE 66311 0 0
CUMMINS INC COM 231021106 658 7472 SH SOLE 7472 0 0
CVS CAREMARK CORPORATION COM 126650100 2687 65894 SH SOLE 65894 0 0
D R HORTON INC COM 23331A109 101 8002 SH SOLE 8002 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1022 875000 PRN SOLE 875000 0 0
DANAHER CORP DEL COM 235851102 2418 51400 SH SOLE 51400 0 0
DAVITA INC COM 23918K108 282 3724 SH SOLE 3724 0 0
DEAN FOODS CO NEW COM 242370104 204 18188 SH SOLE 18188 0 0
DEERE & CO COM 244199105 2414 31210 SH SOLE 31210 0 0
DELL INC COM 24702R101 712 48633 SH SOLE 48633 0 0
DENBURY RES INC COM NEW 247916208 181 11987 SH SOLE 11987 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 1049 1050000 PRN SOLE 1050000 0 0
DEVON ENERGY CORP NEW COM 25179M103 809 13054 SH SOLE 13054 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 1128 12900 SH SOLE 12900 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 788 14261 SH SOLE 14261 0 0
DIRECTV COM CL A 25490A101 1103 25793 SH SOLE 25793 0 0
DISCOVER FINL SVCS COM 254709108 392 16343 SH SOLE 16343 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 341 8329 SH SOLE 8329 0 0
DISNEY WALT CO COM DISNEY 254687106 2519 67176 SH SOLE 67176 0 0
DOMINION RES INC VA NEW COM 25746U109 1039 19568 SH SOLE 19568 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 122 80000 PRN SOLE 80000 0 0
DOVER CORP COM 260003108 348 6000 SH SOLE 6000 0 0
DOW CHEM CO COM 260543103 2005 69729 SH SOLE 69729 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 264 6676 SH SOLE 6676 0 0
DTE ENERGY CO COM 233331107 1269 23300 SH SOLE 23300 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 4457 97351 SH SOLE 97351 0 0
DUKE ENERGY CORP NEW COM 26441C105 979 44514 SH SOLE 44514 0 0
E M C CORP MASS COM 268648102 2063 95766 SH SOLE 95766 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 2203 1535000 PRN SOLE 1535000 0 0
EATON CORP COM 278058102 3607 82871 SH SOLE 82871 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 489 32079 SH SOLE 32079 0 0
EBAY INC COM 278642103 1242 40947 SH SOLE 40947 0 0
ECOLAB INC COM 278865100 430 7431 SH SOLE 7431 0 0
EDISON INTL COM 281020107 417 10082 SH SOLE 10082 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 220 3110 SH SOLE 3110 0 0
EL PASO CORP COM 28336L109 615 23165 SH SOLE 23165 0 0
ELECTRONIC ARTS INC COM 285512109 204 9897 SH SOLE 9897 0 0
EMERSON ELEC CO COM 291011104 6206 133215 SH SOLE 133215 0 0
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 753 575000 PRN SOLE 575000 0 0
ENTERGY CORP NEW COM 29364G103 495 6770 SH SOLE 6770 0 0
EOG RES INC COM 26875P101 842 8550 SH SOLE 8550 0 0
EQT CORP COM 26884L109 1253 22862 SH SOLE 22862 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 747 13099 SH SOLE 13099 0 0
EXELON CORP COM 30161N101 4677 107847 SH SOLE 107847 0 0
EXPEDITORS INTL WASH INC COM 302130109 269 6561 SH SOLE 6561 0 0
EXPRESS SCRIPTS INC COM 302182100 822 18403 SH SOLE 18403 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 284 320000 PRN SOLE 320000 0 0
EXXON MOBIL CORP COM 30231G102 19428 229210 SH SOLE 229210 0 0
F5 NETWORKS INC COM 315616102 278 2623 SH SOLE 2623 0 0
FAMILY DLR STORES INC COM 307000109 226 3928 SH SOLE 3928 0 0
FASTENAL CO COM 311900104 375 8610 SH SOLE 8610 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 370 4078 SH SOLE 4078 0 0
FEDEX CORP COM 31428X106 835 9995 SH SOLE 9995 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 201 7578 SH SOLE 7578 0 0
FIFTH THIRD BANCORP COM 316773100 409 32180 SH SOLE 32180 0 0
FIRSTENERGY CORP COM 337932107 1111 25071 SH SOLE 25071 0 0
FISERV INC COM 337738108 313 5337 SH SOLE 5337 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 57 10000 SH SOLE 10000 0 0
FLUOR CORP NEW COM 343412102 279 5560 SH SOLE 5560 0 0
FMC TECHNOLOGIES INC COM 30249U101 395 7564 SH SOLE 7564 0 0
FNB CORP PA COM 302520101 123 10917 SH SOLE 10917 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1381 128315 SH SOLE 128315 0 0
FOREST LABS INC COM 345838106 255 8415 SH SOLE 8415 0 0
FRANKLIN RES INC COM 354613101 469 4882 SH SOLE 4882 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1134 30824 SH SOLE 30824 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 150 29099 SH SOLE 29099 0 0
GANNETT INC COM 364730101 153 11422 SH SOLE 11422 0 0
GAP INC DEL COM 364760108 206 11101 SH SOLE 11101 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 80 85000 PRN SOLE 85000 0 0
GENERAL DYNAMICS CORP COM 369550108 4146 62424 SH SOLE 62424 0 0
GENERAL ELECTRIC CO COM 369604103 5850 326609 SH SOLE 326609 0 0
GENERAL MLS INC COM 370334104 4202 103976 SH SOLE 103976 0 0
GENUINE PARTS CO COM 372460105 293 4789 SH SOLE 4789 0 0
GENWORTH FINL INC COM CL A 37247D106 129 19704 SH SOLE 19704 0 0
GILEAD SCIENCES INC COM 375558103 981 23978 SH SOLE 23978 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 1752 1600000 PRN SOLE 1600000 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2882 2355000 PRN SOLE 2355000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2143 23701 SH SOLE 23701 0 0
GOODRICH CORP COM 382388106 590 4770 SH SOLE 4770 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 203 14304 SH SOLE 14304 0 0
GOOGLE INC CL A 38259P508 6221 9632 SH SOLE 9632 0 0
GRAINGER W W INC COM 384802104 379 2027 SH SOLE 2027 0 0
GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 1983 30000 SH SOLE 30000 0 0
HALLIBURTON CO COM 406216101 969 28080 SH SOLE 28080 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 387 22300 SH SOLE 22300 0 0
HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 213 233000 PRN SOLE 233000 0 0
HARLEY DAVIDSON INC COM 412822108 277 7124 SH SOLE 7124 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 263 16206 SH SOLE 16206 0 0
HCP INC COM 40414L109 569 13726 SH SOLE 13726 0 0
HEALTH CARE REIT INC COM 42217K106 319 5843 SH SOLE 5843 0 0
HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 2337 2050000 PRN SOLE 2050000 0 0
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 208 180000 PRN SOLE 180000 0 0
HEINZ H J CO COM 423074103 4140 76617 SH SOLE 76617 0 0
HERSHEY CO COM 427866108 385 6239 SH SOLE 6239 0 0
HESS CORP COM 42809H107 617 10860 SH SOLE 10860 0 0
HEWLETT PACKARD CO COM 428236103 1929 74900 SH SOLE 74900 0 0
HOME DEPOT INC COM 437076102 5477 130273 SH SOLE 130273 0 0
HONEYWELL INTL INC COM 438516106 6140 112974 SH SOLE 112974 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 29 920 SH SOLE 920 0 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 221 220000 PRN SOLE 220000 0 0
HOSPIRA INC COM 441060100 256 8433 SH SOLE 8433 0 0
HOST HOTELS & RESORTS INC COM 44107P104 357 24190 SH SOLE 24190 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 4780 200000 SH SOLE 200000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 2507 65801 SH SOLE 65801 0 0
HUDSON CITY BANCORP COM 443683107 106 16938 SH SOLE 16938 0 0
HUMANA INC COM 444859102 478 5457 SH SOLE 5457 0 0
HUNTINGTON BANCSHARES INC COM 446150104 144 26176 SH SOLE 26176 0 0
IDEX CORP COM 45167R104 826 22250 SH SOLE 22250 0 0
ILLINOIS TOOL WKS INC COM 452308109 5000 107052 SH SOLE 107052 0 0
INGERSOLL-RAND PLC SHS G47791101 290 9531 SH SOLE 9531 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 1286 23733 SH SOLE 23733 0 0
INTEL CORP COM 458140100 7247 298835 SH SOLE 298835 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 208 200000 PRN SOLE 200000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 302 2505 SH SOLE 2505 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8635 46959 SH SOLE 46959 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 520 30256 SH SOLE 30256 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1598 1350000 PRN SOLE 1350000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 138 14200 SH SOLE 14200 0 0
INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 708 700000 PRN SOLE 700000 0 0
INTL PAPER CO COM 460146103 472 15948 SH SOLE 15948 0 0
INTUIT COM 461202103 569 10825 SH SOLE 10825 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 880 1900 SH SOLE 1900 0 0
INVESCO LTD SHS G491BT108 269 13390 SH SOLE 13390 0 0
INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 2200 2200000 PRN SOLE 2200000 0 0
IRON MTN INC COM 462846106 202 6568 SH SOLE 6568 0 0
ISHARES GOLD TRUST ISHARES 464285105 4221 277158 SH SOLE 277158 0 0
ISHARES INC MSCI BRIC INDX 464286657 5549 153000 SH SOLE 153000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1694 62873 SH SOLE 62873 0 0
ISHARES TR IBOXX INV CPBD 464287242 6240 54850 SH SOLE 54850 0 0
ISHARES TR MSCI EAFE INDEX 464287465 13670 276002 SH SOLE 276002 0 0
ISHARES TR RUSSELL 2000 464287655 5821 78927 SH SOLE 78927 0 0
ISHARES TR S^P 500 INDEX 464287200 16445 130555 SH SOLE 130555 0 0
ISHARES TR S^P SMLCAP 600 464287804 26080 381842 SH SOLE 381842 0 0
JANUS CAP GROUP INC COM 47102X105 30 4768 SH SOLE 4768 0 0
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1081 1100000 PRN SOLE 1100000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2558 3100000 PRN SOLE 3100000 0 0
JOHNSON & JOHNSON COM 478160104 10251 156318 SH SOLE 156318 0 0
JOHNSON CTLS INC COM 478366107 1873 59906 SH SOLE 59906 0 0
JOY GLOBAL INC COM 481165108 292 3890 SH SOLE 3890 0 0
JPMORGAN CHASE & CO COM 46625H100 7512 225916 SH SOLE 225916 0 0
JUNIPER NETWORKS INC COM 48203R104 329 16100 SH SOLE 16100 0 0
KELLOGG CO COM 487836108 3715 73453 SH SOLE 73453 0 0
KEYCORP NEW COM 493267108 5440 707438 SH SOLE 707438 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 634 6000 SH SOLE 6000 0 0
KIMBERLY CLARK CORP COM 494368103 5179 70403 SH SOLE 70403 0 0
KIMCO RLTY CORP COM 49446R109 233 14374 SH SOLE 14374 0 0
KLA-TENCOR CORP COM 482480100 287 5942 SH SOLE 5942 0 0
KOHLS CORP COM 500255104 534 10825 SH SOLE 10825 0 0
KRAFT FOODS INC CL A 50075N104 2290 61307 SH SOLE 61307 0 0
KROGER CO COM 501044101 444 18350 SH SOLE 18350 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 1053 1100000 PRN SOLE 1100000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 210 3154 SH SOLE 3154 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 281 3271 SH SOLE 3271 0 0
LAUDER ESTEE COS INC CL A 518439104 412 3664 SH SOLE 3664 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 167 295000 PRN SOLE 295000 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 249 6408 SH SOLE 6408 0 0
LILLY ELI & CO COM 532457108 5391 129724 SH SOLE 129724 0 0
LIMITED BRANDS INC COM 532716107 303 7521 SH SOLE 7521 0 0
LINEAR TECHNOLOGY CORP COM 535678106 238 7939 SH SOLE 7939 0 0
LOCKHEED MARTIN CORP COM 539830109 4166 51500 SH SOLE 51500 0 0
LOEWS CORP COM 540424108 372 9882 SH SOLE 9882 0 0
LORILLARD INC COM 544147101 334 2932 SH SOLE 2932 0 0
LOWES COS INC COM 548661107 4401 173401 SH SOLE 173401 0 0
LSI CORPORATION COM 502161102 109 18268 SH SOLE 18268 0 0
M & T BK CORP COM 55261F104 312 4085 SH SOLE 4085 0 0
MACYS INC COM 55616P104 415 12906 SH SOLE 12906 0 0
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MFS CHARTER INCOME TR SH BEN INT 552727109 92 10000 SH SOLE 10000 0 0
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MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 100 105000 PRN SOLE 105000 0 0
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NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 3356 200000 SH SOLE 200000 0 0
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NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 203 6714 SH SOLE 6714 0 0
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PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1587 1035000 PRN SOLE 1035000 0 0
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RALPH LAUREN CORP CL A 751212101 302 2189 SH SOLE 2189 0 0
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STRYKER CORP COM 863667101 911 18333 SH SOLE 18333 0 0
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TARGET CORP COM 87612E106 4240 82788 SH SOLE 82788 0 0
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