Conning as of March 31, 2012
Portfolio Holdings for Conning
Conning holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
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FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 7268 81470 SH SOLE 81470 0 0
AAR CORP COM 000361105 20 1089 SH SOLE 1089 0 0
AAR CORP NOTE 1.750% 2/0 000361AH8 889 900000 PRN SOLE 900000 0 0
ABBOTT LABS COM 002824100 8867 144679 SH SOLE 144679 0 0
ABITIBIBOWATER INC COM NEW 003687209 1110 77735 SH SOLE 77735 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 943 14620 SH SOLE 14620 0 0
ACCURIDE CORP NEW COM NEW 00439T206 262 30146 SH SOLE 30146 0 0
ACE LTD SHS H0023R105 682 9320 SH SOLE 9320 0 0
ADOBE SYS INC COM 00724F101 460 13417 SH SOLE 13417 0 0
ADVANCED MICRO DEVICES INC COM 007903107 126 15693 SH SOLE 15693 0 0
AES CORP COM 00130H105 223 17075 SH SOLE 17075 0 0
AETNA INC NEW COM 00817Y108 500 9963 SH SOLE 9963 0 0
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 1430 1300000 PRN SOLE 1300000 0 0
AFLAC INC COM 001055102 870 18928 SH SOLE 18928 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 96 75000 PRN SOLE 75000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 503 11296 SH SOLE 11296 0 0
AIR PRODS & CHEMS INC COM 009158106 6023 65608 SH SOLE 65608 0 0
ALCOA INC COM 013817101 404 40353 SH SOLE 40353 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 120 2921 SH SOLE 2921 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 1664 1335000 PRN SOLE 1335000 0 0
ALLERGAN INC COM 018490102 969 10149 SH SOLE 10149 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 714 700000 PRN SOLE 700000 0 0
ALLSTATE CORP COM 020002101 454 13776 SH SOLE 13776 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 76 4976 SH SOLE 4976 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 129 145000 PRN SOLE 145000 0 0
ALTERA CORP COM 021441100 403 10130 SH SOLE 10130 0 0
ALTRIA GROUP INC COM 02209S103 4851 157144 SH SOLE 157144 0 0
ALZA CORP SDCV 7/2 02261WAB5 1412 1500000 PRN SOLE 1500000 0 0
AMAZON COM INC COM 023135106 2036 10054 SH SOLE 10054 0 0
AMEREN CORP COM 023608102 210 6434 SH SOLE 6434 0 0
AMERICAN ELEC PWR INC COM 025537101 508 13158 SH SOLE 13158 0 0
AMERICAN EXPRESS CO COM 025816109 2474 42761 SH SOLE 42761 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 326 10558 SH SOLE 10558 0 0
AMERICAN TOWER CORP NEW COM 03027X100 817 12967 SH SOLE 12967 0 0
AMERIPRISE FINL INC COM 03076C106 557 9745 SH SOLE 9745 0 0
AMERISOURCEBERGEN CORP COM 03073E105 293 7384 SH SOLE 7384 0 0
AMGEN INC COM 031162100 1860 27372 SH SOLE 27372 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 2434 2380000 PRN SOLE 2380000 0 0
AMGEN INC NOTE 3/0 031162AL4 0 0 PRN SOLE 0 0 0
AMPHENOL CORP NEW CL A 032095101 326 5448 SH SOLE 5448 0 0
ANADARKO PETE CORP COM 032511107 1756 22411 SH SOLE 22411 0 0
ANALOG DEVICES INC COM 032654105 386 9558 SH SOLE 9558 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 625 14500 SH SOLE 14500 0 0
ANIXTER INTL INC COM 035290105 204 2812 SH SOLE 2812 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 106 85000 PRN SOLE 85000 0 0
AON CORP COM 037389103 585 11923 SH SOLE 11923 0 0
APACHE CORP COM 037411105 1163 11583 SH SOLE 11583 0 0
APACHE CORP PFD CONV SER D 037411808 9543 171700 SH SOLE 171700 0 0
APOLLO GROUP INC CL A 037604105 328 8488 SH SOLE 8488 0 0
APPLE INC COM 037833100 26139 43597 SH SOLE 43597 0 0
APPLIED MATLS INC COM 038222105 4596 369334 SH SOLE 369334 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5367 169529 SH SOLE 169529 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 8471 8285000 PRN SOLE 8285000 0 0
AT^T INC COM 00206R102 11376 364252 SH SOLE 364252 0 0
AUTODESK INC COM 052769106 263 6213 SH SOLE 6213 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4901 88810 SH SOLE 88810 0 0
AUTOZONE INC COM 053332102 590 1586 SH SOLE 1586 0 0
AVALONBAY CMNTYS INC COM 053484101 625 4421 SH SOLE 4421 0 0
AVON PRODS INC COM 054303102 364 18795 SH SOLE 18795 0 0
BAKER HUGHES INC COM 057224107 525 12528 SH SOLE 12528 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1297 1325 SH SOLE 1325 0 0
BANK OF AMERICA CORPORATION COM 060505104 3802 397333 SH SOLE 397333 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1066 44183 SH SOLE 44183 0 0
BARCLAYS PLC ADR 06738E204 2154 142170 SH SOLE 142170 0 0
BARD C R INC COM 067383109 333 3372 SH SOLE 3372 0 0
BARNES GROUP INC COM 067806109 35 1341 SH SOLE 1341 0 0
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 785 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 5224 87380 SH SOLE 87380 0 0
BB^T CORP COM 054937107 704 22443 SH SOLE 22443 0 0
BEAM INC COM 073730103 200 3412 SH SOLE 3412 0 0
BECTON DICKINSON & CO COM 075887109 546 7034 SH SOLE 7034 0 0
BED BATH & BEYOND INC COM 075896100 555 8439 SH SOLE 8439 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 244 2 SH SOLE 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3935 48490 SH SOLE 48490 0 0
BEST BUY INC COM 086516101 326 13769 SH SOLE 13769 0 0
BIOGEN IDEC INC COM 09062X103 1063 8436 SH SOLE 8436 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 1449 193216 SH SOLE 193216 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 1167 81772 SH SOLE 81772 0 0
BLACKROCK INC COM 09247X101 525 2560 SH SOLE 2560 0 0
BLACKROCK MUNICIPL INC QLTY COM 092479104 250 16700 SH SOLE 16700 0 0
BLACKROCK MUNIVEST FD INC COM 09253R105 360 34514 SH SOLE 34514 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 199 14000 SH SOLE 14000 0 0
BOEING CO COM 097023105 6701 90106 SH SOLE 90106 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 318 280000 PRN SOLE 280000 0 0
BOSTON PROPERTIES INC COM 101121101 528 5031 SH SOLE 5031 0 0
BOSTON SCIENTIFIC CORP COM 101137107 244 40748 SH SOLE 40748 0 0
BP PLC SPONSORED ADR 055622104 221 4914 SH SOLE 4914 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6790 201176 SH SOLE 201176 0 0
BRISTOW GROUP INC COM 110394103 50 1047 SH SOLE 1047 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1210 1150000 PRN SOLE 1150000 0 0
BROADCOM CORP CL A 111320107 598 15210 SH SOLE 15210 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 299 4561 SH SOLE 4561 0 0
CA INC COM 12673P105 331 12003 SH SOLE 12003 0 0
CABOT OIL & GAS CORP COM 127097103 393 12612 SH SOLE 12612 0 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 1752 175206 SH SOLE 175206 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 356 6742 SH SOLE 6742 0 0
CAMPBELL SOUP CO COM 134429109 4545 134257 SH SOLE 134257 0 0
CAPITAL ONE FINL CORP COM 14040H105 834 14970 SH SOLE 14970 0 0
CARDINAL HEALTH INC COM 14149Y108 407 9450 SH SOLE 9450 0 0
CARMAX INC COM 143130102 205 5919 SH SOLE 5919 0 0
CARNIVAL CORP PAIRED CTF 143658300 390 12160 SH SOLE 12160 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 222 4250 SH SOLE 4250 0 0
CATERPILLAR INC DEL COM 149123101 2325 21827 SH SOLE 21827 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 154 19192 SH SOLE 19192 0 0
CBS CORP NEW CL B 124857202 723 21321 SH SOLE 21321 0 0
CELGENE CORP COM 151020104 965 12450 SH SOLE 12450 0 0
CENTERPOINT ENERGY INC COM 15189T107 225 11412 SH SOLE 11412 0 0
CENTURYLINK INC COM 156700106 751 19438 SH SOLE 19438 0 0
CERNER CORP COM 156782104 312 4097 SH SOLE 4097 0 0
CF INDS HLDGS INC COM 125269100 355 1943 SH SOLE 1943 0 0
CHESAPEAKE ENERGY CORP COM 165167107 413 17816 SH SOLE 17816 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 276 300000 PRN SOLE 300000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1430 1450000 PRN SOLE 1450000 0 0
CHEVRON CORP NEW COM 166764100 12150 113332 SH SOLE 113332 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 439 1050 SH SOLE 1050 0 0
CHUBB CORP COM 171232101 1803 26088 SH SOLE 26088 0 0
CIENA CORP COM NEW 171779309 0 0 SH SOLE 0 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 105 120000 PRN SOLE 120000 0 0
CIGNA CORPORATION COM 125509109 491 9973 SH SOLE 9973 0 0
CISCO SYS INC COM 17275R102 3193 150981 SH SOLE 150981 0 0
CIT GROUP INC COM NEW 125581801 3966 96169 SH SOLE 96169 0 0
CITIGROUP INC COM NEW 172967424 5508 150708 SH SOLE 150708 0 0
CITIGROUP INC UNIT 99/99/9999 172967416 1035 10000 SH SOLE 10000 0 0
CITRIX SYS INC COM 177376100 490 6211 SH SOLE 6211 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 276 3978 SH SOLE 3978 0 0
CLOROX CO DEL COM 189054109 294 4282 SH SOLE 4282 0 0
CME GROUP INC COM 12572Q105 607 2097 SH SOLE 2097 0 0
CMS ENERGY CORP COM 125896100 243 11048 SH SOLE 11048 0 0
CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 1340 840000 PRN SOLE 840000 0 0
COACH INC COM 189754104 611 7906 SH SOLE 7906 0 0
COCA COLA CO COM 191216100 10381 140262 SH SOLE 140262 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 238 8329 SH SOLE 8329 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 763 9913 SH SOLE 9913 0 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 1684 95675 SH SOLE 95675 0 0
COLGATE PALMOLIVE CO COM 194162103 6032 61693 SH SOLE 61693 0 0
COMCAST CORP NEW CL A 20030N101 2701 89989 SH SOLE 89989 0 0
CONAGRA FOODS INC COM 205887102 289 11006 SH SOLE 11006 0 0
CONOCOPHILLIPS COM 20825C104 7890 103796 SH SOLE 103796 0 0
CONSOL ENERGY INC COM 20854P109 211 6196 SH SOLE 6196 0 0
CONSOLIDATED EDISON INC COM 209115104 467 7998 SH SOLE 7998 0 0
CORNING INC COM 219350105 611 43416 SH SOLE 43416 0 0
COSTCO WHSL CORP NEW COM 22160K105 1417 15603 SH SOLE 15603 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 385 335000 PRN SOLE 335000 0 0
COVIDIEN PLC SHS G2554F113 770 14084 SH SOLE 14084 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2335 81913 SH SOLE 81913 0 0
CSX CORP COM 126408103 1329 61743 SH SOLE 61743 0 0
CUMMINS INC COM 231021106 801 6673 SH SOLE 6673 0 0
CVS CAREMARK CORPORATION COM 126650100 2714 60572 SH SOLE 60572 0 0
D R HORTON INC COM 23331A109 107 7082 SH SOLE 7082 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1131 875000 PRN SOLE 875000 0 0
DANAHER CORP DEL COM 235851102 2776 49578 SH SOLE 49578 0 0
DAVITA INC COM 23918K108 291 3224 SH SOLE 3224 0 0
DEAN FOODS CO NEW COM 242370104 215 17728 SH SOLE 17728 0 0
DEERE & CO COM 244199105 2405 29727 SH SOLE 29727 0 0
DELL INC COM 24702R101 704 42437 SH SOLE 42437 0 0
DENBURY RES INC COM NEW 247916208 193 10572 SH SOLE 10572 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 226 6048 SH SOLE 6048 0 0
DEVON ENERGY CORP NEW COM 25179M103 809 11379 SH SOLE 11379 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 1245 12900 SH SOLE 12900 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 999 14961 SH SOLE 14961 0 0
DIRECTV COM CL A 25490A101 1092 22123 SH SOLE 22123 0 0
DISCOVER FINL SVCS COM 254709108 482 14457 SH SOLE 14457 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 365 7219 SH SOLE 7219 0 0
DISNEY WALT CO COM DISNEY 254687106 2607 59552 SH SOLE 59552 0 0
DOLLAR TREE INC COM 256746108 220 2330 SH SOLE 2330 0 0
DOMINION RES INC VA NEW COM 25746U109 901 17594 SH SOLE 17594 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 118 80000 PRN SOLE 80000 0 0
DOVER CORP COM 260003108 336 5343 SH SOLE 5343 0 0
DOW CHEM CO COM 260543103 2278 65774 SH SOLE 65774 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 233 5786 SH SOLE 5786 0 0
DTE ENERGY CO COM 233331107 1254 22780 SH SOLE 22780 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5442 102881 SH SOLE 102881 0 0
DUKE ENERGY CORP NEW COM 26441C105 847 40310 SH SOLE 40310 0 0
E M C CORP MASS COM 268648102 2515 84182 SH SOLE 84182 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 2882 1535000 PRN SOLE 1535000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 125 11385 SH SOLE 11385 0 0
EATON CORP COM 278058102 4289 86076 SH SOLE 86076 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 515 32079 SH SOLE 32079 0 0
EBAY INC COM 278642103 1367 37043 SH SOLE 37043 0 0
ECOLAB INC COM 278865100 476 7706 SH SOLE 7706 0 0
EDISON INTL COM 281020107 374 8787 SH SOLE 8787 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 204 2810 SH SOLE 2810 0 0
EL PASO CORP COM 28336L109 15679 530588 SH SOLE 530588 0 0
EMERSON ELEC CO COM 291011104 7671 147005 SH SOLE 147005 0 0
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 817 575000 PRN SOLE 575000 0 0
ENTERGY CORP NEW COM 29364G103 450 6695 SH SOLE 6695 0 0
EOG RES INC COM 26875P101 834 7506 SH SOLE 7506 0 0
EQT CORP COM 26884L109 1075 22302 SH SOLE 22302 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 753 12024 SH SOLE 12024 0 0
EXELON CORP COM 30161N101 5502 140318 SH SOLE 140318 0 0
EXPEDITORS INTL WASH INC COM 302130109 271 5821 SH SOLE 5821 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 319 320000 PRN SOLE 320000 0 0
EXXON MOBIL CORP COM 30231G102 18722 215869 SH SOLE 215869 0 0
F M C CORP COM NEW 302491303 218 2055 SH SOLE 2055 0 0
F5 NETWORKS INC COM 315616102 320 2373 SH SOLE 2373 0 0
FAMILY DLR STORES INC COM 307000109 218 3443 SH SOLE 3443 0 0
FASTENAL CO COM 311900104 434 8022 SH SOLE 8022 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 395 4078 SH SOLE 4078 0 0
FEDEX CORP COM 31428X106 812 8825 SH SOLE 8825 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 218 6578 SH SOLE 6578 0 0
FIFTH THIRD BANCORP COM 316773100 409 29120 SH SOLE 29120 0 0
FIRSTENERGY CORP COM 337932107 1077 23615 SH SOLE 23615 0 0
FISERV INC COM 337738108 333 4792 SH SOLE 4792 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 72 10000 SH SOLE 10000 0 0
FLOWSERVE CORP COM 34354P105 206 1782 SH SOLE 1782 0 0
FLUOR CORP NEW COM 343412102 283 4720 SH SOLE 4720 0 0
FMC TECHNOLOGIES INC COM 30249U101 331 6564 SH SOLE 6564 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1438 115294 SH SOLE 115294 0 0
FOREST LABS INC COM 345838106 249 7166 SH SOLE 7166 0 0
FRANKLIN RES INC COM 354613101 518 4175 SH SOLE 4175 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1044 27440 SH SOLE 27440 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 140 33474 SH SOLE 33474 0 0
GANNETT INC COM 364730101 165 10745 SH SOLE 10745 0 0
GAP INC DEL COM 364760108 251 9621 SH SOLE 9621 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 90 85000 PRN SOLE 85000 0 0
GENERAL DYNAMICS CORP COM 369550108 4909 66897 SH SOLE 66897 0 0
GENERAL ELECTRIC CO COM 369604103 5806 289296 SH SOLE 289296 0 0
GENERAL MLS INC COM 370334104 4958 125683 SH SOLE 125683 0 0
GENUINE PARTS CO COM 372460105 259 4124 SH SOLE 4124 0 0
GENWORTH FINL INC COM CL A 37247D106 152 18290 SH SOLE 18290 0 0
GILEAD SCIENCES INC COM 375558103 1022 20908 SH SOLE 20908 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 1956 1600000 PRN SOLE 1600000 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2841 2355000 PRN SOLE 2355000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2699 21701 SH SOLE 21701 0 0
GOODRICH CORP COM 382388106 529 4217 SH SOLE 4217 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 152 13579 SH SOLE 13579 0 0
GOOGLE INC CL A 38259P508 5554 8662 SH SOLE 8662 0 0
GRAINGER W W INC COM 384802104 381 1774 SH SOLE 1774 0 0
GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 1836 30000 SH SOLE 30000 0 0
HALLIBURTON CO COM 406216101 830 25014 SH SOLE 25014 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 395 22300 SH SOLE 22300 0 0
HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 228 233000 PRN SOLE 233000 0 0
HARLEY DAVIDSON INC COM 412822108 314 6394 SH SOLE 6394 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 312 14810 SH SOLE 14810 0 0
HCP INC COM 40414L109 486 12316 SH SOLE 12316 0 0
HEALTH CARE REIT INC COM 42217K106 315 5738 SH SOLE 5738 0 0
HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 2286 2050000 PRN SOLE 2050000 0 0
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 211 180000 PRN SOLE 180000 0 0
HEINZ H J CO COM 423074103 4784 89328 SH SOLE 89328 0 0
HERSHEY CO COM 427866108 360 5864 SH SOLE 5864 0 0
HESS CORP COM 42809H107 571 9687 SH SOLE 9687 0 0
HEWLETT PACKARD CO COM 428236103 1571 65940 SH SOLE 65940 0 0
HOME DEPOT INC COM 437076102 6369 126591 SH SOLE 126591 0 0
HONEYWELL INTL INC COM 438516106 7127 116748 SH SOLE 116748 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 39 920 SH SOLE 920 0 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 238 220000 PRN SOLE 220000 0 0
HOSPIRA INC COM 441060100 338 9032 SH SOLE 9032 0 0
HOST HOTELS & RESORTS INC COM 44107P104 361 22014 SH SOLE 22014 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 4980 200000 SH SOLE 200000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 2424 54601 SH SOLE 54601 0 0
HUDSON CITY BANCORP COM 443683107 121 16593 SH SOLE 16593 0 0
HUMANA INC COM 444859102 438 4733 SH SOLE 4733 0 0
HUNTINGTON BANCSHARES INC COM 446150104 151 23446 SH SOLE 23446 0 0
IDEX CORP COM 45167R104 937 22250 SH SOLE 22250 0 0
ILLINOIS TOOL WKS INC COM 452308109 6038 105714 SH SOLE 105714 0 0
INGERSOLL-RAND PLC SHS G47791101 351 8481 SH SOLE 8481 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 1241 23414 SH SOLE 23414 0 0
INTEL CORP COM 458140100 8301 295257 SH SOLE 295257 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 230 200000 PRN SOLE 200000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 293 2135 SH SOLE 2135 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8801 42181 SH SOLE 42181 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 490 29191 SH SOLE 29191 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1531 1350000 PRN SOLE 1350000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 139 12156 SH SOLE 12156 0 0
INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690BA7 0 0 PRN SOLE 0 0 0
INTL PAPER CO COM 460146103 512 14600 SH SOLE 14600 0 0
INTUIT COM 461202103 591 9828 SH SOLE 9828 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 951 1756 SH SOLE 1756 0 0
INVESCO LTD SHS G491BT108 323 12125 SH SOLE 12125 0 0
ISHARES GOLD TRUST ISHARES 464285105 4509 277158 SH SOLE 277158 0 0
ISHARES INC MSCI BRIC INDX 464286657 6255 153000 SH SOLE 153000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1973 62873 SH SOLE 62873 0 0
ISHARES TR IBOXX INV CPBD 464287242 6342 54850 SH SOLE 54850 0 0
ISHARES TR MSCI EAFE INDEX 464287465 15163 276247 SH SOLE 276247 0 0
ISHARES TR RUSSELL 2000 464287655 6180 74627 SH SOLE 74627 0 0
ISHARES TR S^P 500 INDEX 464287200 18549 131360 SH SOLE 131360 0 0
ISHARES TR S^P SMLCAP 600 464287804 29164 382172 SH SOLE 382172 0 0
JANUS CAP GROUP INC COM 47102X105 25 2798 SH SOLE 2798 0 0
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1169 1100000 PRN SOLE 1100000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 2945 3100000 PRN SOLE 3100000 0 0
JOHNSON & JOHNSON COM 478160104 10451 158445 SH SOLE 158445 0 0
JOHNSON CTLS INC COM 478366107 1879 57866 SH SOLE 57866 0 0
JOY GLOBAL INC COM 481165108 219 2980 SH SOLE 2980 0 0
JPMORGAN CHASE & CO COM 46625H100 7327 159357 SH SOLE 159357 0 0
JUNIPER NETWORKS INC COM 48203R104 328 14333 SH SOLE 14333 0 0
KELLOGG CO COM 487836108 4427 82556 SH SOLE 82556 0 0
KEYCORP NEW COM 493267108 5987 704338 SH SOLE 704338 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 674 6000 SH SOLE 6000 0 0
KIMBERLY CLARK CORP COM 494368103 5854 79228 SH SOLE 79228 0 0
KIMCO RLTY CORP COM 49446R109 251 13054 SH SOLE 13054 0 0
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 2184 2200000 PRN SOLE 2200000 0 0
KLA-TENCOR CORP COM 482480100 285 5232 SH SOLE 5232 0 0
KOHLS CORP COM 500255104 461 9210 SH SOLE 9210 0 0
KRAFT FOODS INC CL A 50075N104 2107 55421 SH SOLE 55421 0 0
KROGER CO COM 501044101 391 16155 SH SOLE 16155 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 1071 1100000 PRN SOLE 1100000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 254 3591 SH SOLE 3591 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 259 2831 SH SOLE 2831 0 0
LAUDER ESTEE COS INC CL A 518439104 404 6526 SH SOLE 6526 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 178 295000 PRN SOLE 295000 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 285 5842 SH SOLE 5842 0 0
LILLY ELI & CO COM 532457108 5733 142384 SH SOLE 142384 0 0
LIMITED BRANDS INC COM 532716107 321 6683 SH SOLE 6683 0 0
LINCOLN NATL CORP IND COM 534187109 215 8158 SH SOLE 8158 0 0
LINEAR TECHNOLOGY CORP COM 535678106 245 7264 SH SOLE 7264 0 0
LOCKHEED MARTIN CORP COM 539830109 4854 54015 SH SOLE 54015 0 0
LOEWS CORP COM 540424108 386 9682 SH SOLE 9682 0 0
LORILLARD INC COM 544147101 356 2747 SH SOLE 2747 0 0
LOWES COS INC COM 548661107 1088 34671 SH SOLE 34671 0 0
LSI CORPORATION COM 502161102 139 16018 SH SOLE 16018 0 0
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