0001085146-12-000983.txt : 20120802
0001085146-12-000983.hdr.sgml : 20120802
20120802164122
ACCESSION NUMBER: 0001085146-12-000983
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120802
DATE AS OF CHANGE: 20120802
EFFECTIVENESS DATE: 20120802
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CONNING INC.
CENTRAL INDEX KEY: 0000801051
STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282]
IRS NUMBER: 431719355
STATE OF INCORPORATION: MO
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04513
FILM NUMBER: 121003959
BUSINESS ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
CITY: HARTFORD
STATE: CT
ZIP: 06103-2627
BUSINESS PHONE: 860-299-2151
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
CITY: HARTFORD
STATE: CT
ZIP: 06103-2627
FORMER COMPANY:
FORMER CONFORMED NAME: CONNING Asset Management Co.
DATE OF NAME CHANGE: 20040726
FORMER COMPANY:
FORMER CONFORMED NAME: CONNING CORP
DATE OF NAME CHANGE: 19970407
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
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MERCK & CO INC NEW COM 58933Y105 16679 399499 SH SOLE 399499 0 0
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MFS CHARTER INCOME TR SH BEN INT 552727109 98 10000 SH SOLE 10000 0 0
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REGENCY CTRS CORP COM 758849103 238 5000 SH SOLE 5000 0 0
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TYCO INTERNATIONAL LTD SHS H89128104 689 13029 SH SOLE 13029 0 0
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