0001085146-11-000632.txt : 20110516
0001085146-11-000632.hdr.sgml : 20110516
20110516110112
ACCESSION NUMBER: 0001085146-11-000632
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CONNING Asset Management Co.
CENTRAL INDEX KEY: 0000801051
STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282]
IRS NUMBER: 431719355
STATE OF INCORPORATION: CT
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04513
FILM NUMBER: 11844239
BUSINESS ADDRESS:
STREET 1: CONNING ASSET MANAGEMENT CO.
STREET 2: ONE FINANCIAL PLAZA
CITY: HARTFORD
STATE: CT
ZIP: 06103-2627
BUSINESS PHONE: 8602992112
MAIL ADDRESS:
STREET 1: CONNING ASSET MANAGEMENT CO.
STREET 2: ONE FINANCIAL PLAZA
CITY: HARTFORD
STATE: CT
ZIP: 06103-2627
FORMER COMPANY:
FORMER CONFORMED NAME: CONNING CORP
DATE OF NAME CHANGE: 19970407
13F-HR
1
conn1q11.txt
CONNING ASSET MANAGEMENT COMPANY
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2011
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: David Chellgren
Title: Director
Phone: 860-299-2112
Signature, Place, and Date of Signing:
/s/ David Chellgren Hartford, CT April 18, 2011
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: 556
Form 13F Information Table Value Total: $737,095 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1ST CONSTITUTION BANCORP COM 31986N102 281 33636 SH SOLE 33636 0 0
3M CO COM 88579Y101 5557 59432 SH SOLE 59432 0 0
3M CO NOTE 11/2 88579YAB7 0 1800000 PRN SOLE 1800000 0 0
AAR CORP NOTE 1.750% 2/0 000361AH8 0 900000 PRN SOLE 900000 0 0
ABBOTT LABS COM 002824100 6179 125974 SH SOLE 125974 0 0
ABERCROMBIE & FITCH CO CL A 002896207 234 3985 SH SOLE 3985 0 0
ABITIBIBOWATER INC COM NEW 003687209 2089 77735 SH SOLE 77735 0 0
ACCURIDE CORP NEW COM NEW 00439T206 419 30146 SH SOLE 30146 0 0
ACE LTD SHS H0023R105 925 14290 SH SOLE 14290 0 0
ADOBE SYS INC COM 00724F101 748 22572 SH SOLE 22572 0 0
ADVANCED MICRO DEVICES INC COM 007903107 217 25283 SH SOLE 25283 0 0
AES CORP COM 00130H105 379 29166 SH SOLE 29166 0 0
AETNA INC NEW COM 00817Y108 666 17783 SH SOLE 17783 0 0
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 0 1300000 PRN SOLE 1300000 0 0
AFLAC INC COM 001055102 1441 27298 SH SOLE 27298 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 0 75000 PRN SOLE 75000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 777 17351 SH SOLE 17351 0 0
AIR PRODS & CHEMS INC COM 009158106 3435 38094 SH SOLE 38094 0 0
AIRGAS INC COM 009363102 231 3475 SH SOLE 3475 0 0
AK STL HLDG CORP COM 001547108 169 10737 SH SOLE 10737 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 310 8159 SH SOLE 8159 0 0
ALCOA INC COM 013817101 1010 57218 SH SOLE 57218 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 300 4431 SH SOLE 4431 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 0 1335000 PRN SOLE 1335000 0 0
ALLERGAN INC COM 018490102 1107 15582 SH SOLE 15582 0 0
ALLSTATE CORP COM 020002101 756 23786 SH SOLE 23786 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 0 145000 PRN SOLE 145000 0 0
ALTERA CORP COM 021441100 676 15365 SH SOLE 15365 0 0
ALTRIA GROUP INC COM 02209S103 3475 133499 SH SOLE 133499 0 0
ALZA CORP SDCV 7/2 02261WAB5 0 1500000 PRN SOLE 1500000 0 0
AMAZON COM INC COM 023135106 2954 16399 SH SOLE 16399 0 0
AMEREN CORP COM 023608102 291 10379 SH SOLE 10379 0 0
AMERICAN ELEC PWR INC COM 025537101 750 21353 SH SOLE 21353 0 0
AMERICAN EXPRESS CO COM 025816109 2799 61916 SH SOLE 61916 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 219 6241 SH SOLE 6241 0 0
AMERICAN TOWER CORP CL A 029912201 1042 20117 SH SOLE 20117 0 0
AMERIPRISE FINL INC COM 03076C106 895 14655 SH SOLE 14655 0 0
AMERISOURCEBERGEN CORP COM 03073E105 479 12098 SH SOLE 12098 0 0
AMGEN INC COM 031162100 2499 46750 SH SOLE 46750 0 0
AMGEN INC NOTE 3/0 031162AL4 0 4000000 PRN SOLE 4000000 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 0 1880000 PRN SOLE 1880000 0 0
AMPHENOL CORP NEW CL A 032095101 474 8718 SH SOLE 8718 0 0
ANADARKO PETE CORP COM 032511107 2569 31354 SH SOLE 31354 0 0
ANALOG DEVICES INC COM 032654105 2046 51945 SH SOLE 51945 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 0 85000 PRN SOLE 85000 0 0
AON CORP COM 037389103 933 17618 SH SOLE 17618 0 0
APACHE CORP COM 037411105 2396 18303 SH SOLE 18303 0 0
APACHE CORP PFD CONV SER D 037411808 0 19000 SH SOLE 19000 0 0
APOLLO GROUP INC CL A 037604105 450 10798 SH SOLE 10798 0 0
APPLE INC COM 037833100 20656 59271 SH SOLE 59271 0 0
APPLIED MATLS INC COM 038222105 1037 66417 SH SOLE 66417 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2001 55568 SH SOLE 55568 0 0
ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 0 98560 SH SOLE 98560 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 0 2085000 PRN SOLE 2085000 0 0
AT&T INC COM 00206R102 11515 376169 SH SOLE 376169 0 0
AUTODESK INC COM 052769106 442 10018 SH SOLE 10018 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1275 24857 SH SOLE 24857 0 0
AUTOZONE INC COM 053332102 591 2161 SH SOLE 2161 0 0
AVALONBAY CMNTYS INC COM 053484101 685 5701 SH SOLE 5701 0 0
AVERY DENNISON CORP COM 053611109 200 4763 SH SOLE 4763 0 0
AVON PRODS INC COM 054303102 2172 80309 SH SOLE 80309 0 0
BAKER HUGHES INC COM 057224107 1484 20213 SH SOLE 20213 0 0
BALL CORP COM 058498106 299 8344 SH SOLE 8344 0 0
BANK OF AMERICA CORPORATION COM 060505104 7612 571066 SH SOLE 571066 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1340 1325 SH SOLE 1325 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1975 66124 SH SOLE 66124 0 0
BARD C R INC COM 067383109 523 5262 SH SOLE 5262 0 0
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 0 700000 PRN SOLE 700000 0 0
BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 0 385000 PRN SOLE 385000 0 0
BAXTER INTL INC COM 071813109 3106 57772 SH SOLE 57772 0 0
BB&T CORP COM 054937107 938 34164 SH SOLE 34164 0 0
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 0 170000 PRN SOLE 170000 0 0
BECTON DICKINSON & CO COM 075887109 904 11354 SH SOLE 11354 0 0
BED BATH & BEYOND INC COM 075896100 630 13054 SH SOLE 13054 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 251 2 SH SOLE 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6506 77797 SH SOLE 77797 0 0
BEST BUY INC COM 086516101 591 20580 SH SOLE 20580 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 0 1705000 PRN SOLE 1705000 0 0
BIOGEN IDEC INC COM 09062X103 929 12643 SH SOLE 12643 0 0
BLOCK H & R INC COM 093671105 223 13332 SH SOLE 13332 0 0
BMC SOFTWARE INC COM 055921100 394 7917 SH SOLE 7917 0 0
BOEING CO COM 097023105 4834 65381 SH SOLE 65381 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 0 280000 PRN SOLE 280000 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 0 50000 PRN SOLE 50000 0 0
BOSTON PROPERTIES INC COM 101121101 802 8459 SH SOLE 8459 0 0
BOSTON SCIENTIFIC CORP COM 101137107 486 67538 SH SOLE 67538 0 0
BP PLC SPONSORED ADR 055622104 214 4850 SH SOLE 4850 0 0
BRANDYWINE OPER PARTNERSHIP NOTE 3.875%10/1 105340AH6 0 2050000 PRN SOLE 2050000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4393 166227 SH SOLE 166227 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 0 400000 PRN SOLE 400000 0 0
BROADCOM CORP CL A 111320107 886 22505 SH SOLE 22505 0 0
BROWN FORMAN CORP CL B 115637209 247 3613 SH SOLE 3613 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 566 7631 SH SOLE 7631 0 0
CA INC COM 12673P105 460 19013 SH SOLE 19013 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 297 8574 SH SOLE 8574 0 0
CABOT OIL & GAS CORP COM 127097103 424 8006 SH SOLE 8006 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 620 10862 SH SOLE 10862 0 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 0 1905000 PRN SOLE 1905000 0 0
CAMPBELL SOUP CO COM 134429109 2049 61874 SH SOLE 61874 0 0
CAPITAL ONE FINL CORP COM 14040H105 1162 22357 SH SOLE 22357 0 0
CARDINAL HEALTH INC COM 14149Y108 636 15465 SH SOLE 15465 0 0
CAREFUSION CORP COM 14170T101 265 9388 SH SOLE 9388 0 0
CARMAX INC COM 143130102 297 9259 SH SOLE 9259 0 0
CARNIVAL CORP PAIRED CTF 143658300 740 19285 SH SOLE 19285 0 0
CATERPILLAR INC DEL COM 149123101 3614 32456 SH SOLE 32456 0 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 335 12549 SH SOLE 12549 0 0
CBS CORP NEW CL B 124857202 840 33547 SH SOLE 33547 0 0
CELGENE CORP COM 151020104 1212 21059 SH SOLE 21059 0 0
CENTERPOINT ENERGY INC COM 15189T107 321 18262 SH SOLE 18262 0 0
CENTURYLINK INC COM 156700106 626 15065 SH SOLE 15065 0 0
CEPHALON INC COM 156708109 251 3297 SH SOLE 3297 0 0
CERNER CORP COM 156782104 378 3403 SH SOLE 3403 0 0
CF INDS HLDGS INC COM 125269100 459 3353 SH SOLE 3353 0 0
CHESAPEAKE ENERGY CORP COM 165167107 969 28906 SH SOLE 28906 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 0 1450000 PRN SOLE 1450000 0 0
CHEVRON CORP NEW COM 166764100 13263 123387 SH SOLE 123387 0 0
CHUBB CORP COM 171232101 1964 32038 SH SOLE 32038 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 0 120000 PRN SOLE 120000 0 0
CIGNA CORP COM 125509109 634 14311 SH SOLE 14311 0 0
CINCINNATI FINL CORP COM 172062101 228 6957 SH SOLE 6957 0 0
CISCO SYS INC COM 17275R102 4311 251358 SH SOLE 251358 0 0
CIT GROUP INC COM NEW 125581801 4174 98106 SH SOLE 98106 0 0
CITIGROUP INC COM 172967101 6049 1368638 SH SOLE 1368638 0 0
CITRIX SYS INC COM 177376100 697 9490 SH SOLE 9490 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 620 6308 SH SOLE 6308 0 0
CLOROX CO DEL COM 189054109 502 7167 SH SOLE 7167 0 0
CME GROUP INC COM 12572Q105 1067 3540 SH SOLE 3540 0 0
CMS ENERGY CORP COM 125896100 294 14948 SH SOLE 14948 0 0
CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 0 840000 PRN SOLE 840000 0 0
COACH INC COM 189754104 692 13303 SH SOLE 13303 0 0
COCA COLA CO COM 191216100 9429 142133 SH SOLE 142133 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 395 14474 SH SOLE 14474 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1223 15026 SH SOLE 15026 0 0
COLGATE PALMOLIVE CO COM 194162103 3726 46132 SH SOLE 46132 0 0
COMCAST CORP NEW CL A 20030N101 3459 139931 SH SOLE 139931 0 0
COMERICA INC COM 200340107 280 7625 SH SOLE 7625 0 0
COMPUTER SCIENCES CORP COM 205363104 377 7730 SH SOLE 7730 0 0
CONAGRA FOODS INC COM 205887102 459 19307 SH SOLE 19307 0 0
CONOCOPHILLIPS COM 20825C104 8679 108674 SH SOLE 108674 0 0
CONSOL ENERGY INC COM 20854P109 532 9921 SH SOLE 9921 0 0
CONSOLIDATED EDISON INC COM 209115104 652 12848 SH SOLE 12848 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 275 8825 SH SOLE 8825 0 0
CORNING INC COM 219350105 1453 70448 SH SOLE 70448 0 0
COSTCO WHSL CORP NEW COM 22160K105 1690 23052 SH SOLE 23052 0 0
CSX CORP COM 126408103 1796 22847 SH SOLE 22847 0 0
CUMMINS INC COM 231021106 1135 10352 SH SOLE 10352 0 0
CVS CAREMARK CORPORATION COM 126650100 2933 85459 SH SOLE 85459 0 0
D R HORTON INC COM 23331A109 140 11992 SH SOLE 11992 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 0 875000 PRN SOLE 875000 0 0
DANAHER CORP DEL COM 235851102 3014 58070 SH SOLE 58070 0 0
DARDEN RESTAURANTS INC COM 237194105 295 6000 SH SOLE 6000 0 0
DAVITA INC COM 23918K108 446 5214 SH SOLE 5214 0 0
DEAN FOODS CO NEW COM 242370104 207 20698 SH SOLE 20698 0 0
DEERE & CO COM 244199105 3625 37410 SH SOLE 37410 0 0
DELL INC COM 24702R101 1085 74803 SH SOLE 74803 0 0
DENBURY RES INC COM NEW 247916208 421 17237 SH SOLE 17237 0 0
DENTSPLY INTL INC NEW COM 249030107 226 6119 SH SOLE 6119 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 0 1050000 PRN SOLE 1050000 0 0
DEVON ENERGY CORP NEW COM 25179M103 1824 19875 SH SOLE 19875 0 0
DEX ONE CORP COM 25212W100 67 13804 SH SOLE 13804 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 617 8100 SH SOLE 8100 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 831 10701 SH SOLE 10701 0 0
DIRECTV COM CL A 25490A101 1886 40293 SH SOLE 40293 0 0
DISCOVER FINL SVCS COM 254709108 581 24083 SH SOLE 24083 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 479 11999 SH SOLE 11999 0 0
DISNEY WALT CO COM DISNEY 254687106 4071 94486 SH SOLE 94486 0 0
DOMINION RES INC VA NEW COM 25746U109 1241 27758 SH SOLE 27758 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 0 80000 PRN SOLE 80000 0 0
DOVER CORP COM 260003108 540 8220 SH SOLE 8220 0 0
DOW CHEM CO COM 260543103 2936 77784 SH SOLE 77784 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 371 9986 SH SOLE 9986 0 0
DTE ENERGY CO COM 233331107 890 18180 SH SOLE 18180 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3742 68075 SH SOLE 68075 0 0
DUKE ENERGY CORP NEW COM 26441C105 1192 65666 SH SOLE 65666 0 0
E M C CORP MASS COM 268648102 3302 124326 SH SOLE 124326 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 0 1535000 PRN SOLE 1535000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 208 13307 SH SOLE 13307 0 0
EASTMAN CHEM CO COM 277432100 356 3585 SH SOLE 3585 0 0
EATON CORP COM 278058102 2377 42871 SH SOLE 42871 0 0
EBAY INC COM 278642103 1761 56747 SH SOLE 56747 0 0
ECOLAB INC COM 278865100 527 10321 SH SOLE 10321 0 0
EDISON INTL COM 281020107 530 14482 SH SOLE 14482 0 0
EL PASO CORP COM 28336L109 566 31455 SH SOLE 31455 0 0
ELECTRONIC ARTS INC COM 285512109 283 14497 SH SOLE 14497 0 0
EMERSON ELEC CO COM 291011104 5707 97678 SH SOLE 97678 0 0
ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 0 575000 PRN SOLE 575000 0 0
ENTERGY CORP NEW COM 29364G103 669 9950 SH SOLE 9950 0 0
EOG RES INC COM 26875P101 1389 11720 SH SOLE 11720 0 0
EQT CORP COM 26884L109 1038 20792 SH SOLE 20792 0 0
EQUIFAX INC COM 294429105 210 5398 SH SOLE 5398 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 945 16759 SH SOLE 16759 0 0
EXELON CORP COM 30161N101 3254 78903 SH SOLE 78903 0 0
EXPEDITORS INTL WASH INC COM 302130109 474 9461 SH SOLE 9461 0 0
EXPRESS SCRIPTS INC COM 302182100 1472 26463 SH SOLE 26463 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 0 320000 PRN SOLE 320000 0 0
EXXON MOBIL CORP COM 30231G102 23255 276412 SH SOLE 276412 0 0
F M C CORP COM NEW 302491303 289 3404 SH SOLE 3404 0 0
F5 NETWORKS INC COM 315616102 315 3073 SH SOLE 3073 0 0
FAMILY DLR STORES INC COM 307000109 285 5558 SH SOLE 5558 0 0
FASTENAL CO COM 311900104 427 6585 SH SOLE 6585 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 333 4078 SH SOLE 4078 0 0
FEDEX CORP COM 31428X106 1343 14355 SH SOLE 14355 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 387 11837 SH SOLE 11837 0 0
FIFTH THIRD BANCORP COM 316773100 592 42620 SH SOLE 42620 0 0
FIRST HORIZON NATL CORP COM 320517105 123 10976 SH SOLE 10976 0 0
FIRST SOLAR INC COM 336433107 413 2570 SH SOLE 2570 0 0
FIRSTENERGY CORP COM 337932107 1149 30990 SH SOLE 30990 0 0
FISERV INC COM 337738108 479 7637 SH SOLE 7637 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 75 10000 SH SOLE 10000 0 0
FLIR SYS INC COM 302445101 231 6686 SH SOLE 6686 0 0
FLOWSERVE CORP COM 34354P105 366 2843 SH SOLE 2843 0 0
FLUOR CORP NEW COM 343412102 594 8060 SH SOLE 8060 0 0
FMC TECHNOLOGIES INC COM 30249U101 543 5742 SH SOLE 5742 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2635 176699 SH SOLE 176699 0 0
FOREST LABS INC COM 345838106 405 12535 SH SOLE 12535 0 0
FORTUNE BRANDS INC COM 349631101 367 5934 SH SOLE 5934 0 0
FRANKLIN RES INC COM 354613101 867 6932 SH SOLE 6932 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2433 43790 SH SOLE 43790 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 417 50675 SH SOLE 50675 0 0
GANNETT INC COM 364730101 224 14732 SH SOLE 14732 0 0
GAP INC DEL COM 364760108 440 19396 SH SOLE 19396 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 0 85000 PRN SOLE 85000 0 0
GENERAL DYNAMICS CORP COM 369550108 2987 39011 SH SOLE 39011 0 0
GENERAL ELECTRIC CO COM 369604103 9644 480984 SH SOLE 480984 0 0
GENERAL MLS INC COM 370334104 2624 71791 SH SOLE 71791 0 0
GENUINE PARTS CO COM 372460105 373 6949 SH SOLE 6949 0 0
GENWORTH FINL INC COM CL A 37247D106 356 26434 SH SOLE 26434 0 0
GENZYME CORP COM 372917104 927 12178 SH SOLE 12178 0 0
GILEAD SCIENCES INC COM 375558103 1562 36778 SH SOLE 36778 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 0 2355000 PRN SOLE 2355000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4940 31147 SH SOLE 31147 0 0
GOODRICH CORP COM 382388106 574 6710 SH SOLE 6710 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 262 17474 SH SOLE 17474 0 0
GOOGLE INC CL A 38259P508 7594 12942 SH SOLE 12942 0 0
GRAINGER W W INC COM 384802104 413 2997 SH SOLE 2997 0 0
HALLIBURTON CO COM 406216101 2020 40530 SH SOLE 40530 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 353 22300 SH SOLE 22300 0 0
HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 0 233000 PRN SOLE 233000 0 0
HARLEY DAVIDSON INC COM 412822108 440 10344 SH SOLE 10344 0 0
HARRIS CORP DEL COM 413875105 322 6495 SH SOLE 6495 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 607 22536 SH SOLE 22536 0 0
HASBRO INC COM 418056107 287 6130 SH SOLE 6130 0 0
HCP INC COM 40414L109 661 17416 SH SOLE 17416 0 0
HEALTH CARE REIT INC COM 42217K106 387 7373 SH SOLE 7373 0 0
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 0 180000 PRN SOLE 180000 0 0
HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 0 2050000 PRN SOLE 2050000 0 0
HEINZ H J CO COM 423074103 2403 49215 SH SOLE 49215 0 0
HELMERICH & PAYNE INC COM 423452101 311 4528 SH SOLE 4528 0 0
HERSHEY CO COM 427866108 462 8499 SH SOLE 8499 0 0
HESS CORP COM 42809H107 1284 15070 SH SOLE 15070 0 0
HEWLETT PACKARD CO COM 428236103 4543 110891 SH SOLE 110891 0 0
HOME DEPOT INC COM 437076102 4192 113123 SH SOLE 113123 0 0
HONEYWELL INTL INC COM 438516106 4885 81818 SH SOLE 81818 0 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 0 220000 PRN SOLE 220000 0 0
HOSPIRA INC COM 441060100 669 12111 SH SOLE 12111 0 0
HOST HOTELS & RESORTS INC COM 44107P104 576 32700 SH SOLE 32700 0 0
HUDSON CITY BANCORP COM 443683107 245 25288 SH SOLE 25288 0 0
HUMANA INC COM 444859102 533 7616 SH SOLE 7616 0 0
HUNTINGTON BANCSHARES INC COM 446150104 248 37286 SH SOLE 37286 0 0
IDEX CORP COM 45167R104 622 14250 SH SOLE 14250 0 0
ILLINOIS TOOL WKS INC COM 452308109 3363 62607 SH SOLE 62607 0 0
ING CLARION GLB RE EST INCM COM 44982G104 147 17898 SH SOLE 17898 0 0
INGERSOLL-RAND PLC SHS G47791101 605 12520 SH SOLE 12520 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 1247 24679 SH SOLE 24679 0 0
INTEL CORP COM 458140100 6565 325338 SH SOLE 325338 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 0 200000 PRN SOLE 200000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 442 3575 SH SOLE 3575 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10772 66055 SH SOLE 66055 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 224 3595 SH SOLE 3595 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 558 34386 SH SOLE 34386 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 0 1350000 PRN SOLE 1350000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 265 21052 SH SOLE 21052 0 0
INTL PAPER CO COM 460146103 664 22008 SH SOLE 22008 0 0
INTUIT COM 461202103 760 14315 SH SOLE 14315 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 800 2400 SH SOLE 2400 0 0
INVESCO LTD SHS G491BT108 519 20310 SH SOLE 20310 0 0
INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 0 1300000 PRN SOLE 1300000 0 0
IRON MTN INC COM 462846106 298 9528 SH SOLE 9528 0 0
ITT CORP NEW COM 450911102 551 9181 SH SOLE 9181 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 320 6223 SH SOLE 6223 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 0 3100000 PRN SOLE 3100000 0 0
JOHNSON & JOHNSON COM 478160104 10094 170369 SH SOLE 170369 0 0
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