0001085146-13-001390.txt : 20130813 0001085146-13-001390.hdr.sgml : 20130813 20130812213714 ACCESSION NUMBER: 0001085146-13-001390 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130813 DATE AS OF CHANGE: 20130812 EFFECTIVENESS DATE: 20130813 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: 131031160 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 primary_doc.xml 13F-HR LIVE false true false 0000801051 XXXXXXXX 06-30-2013 06-30-2013 CONNING INC.
ONE FINANCIAL PLAZA HARTFORD CT 06103-2627
13F HOLDINGS REPORT 028-04513 N
Robert Pearce Chief Compliance Officer 860-299-2151 /s/ Robert Pearce Hartford CT 08-12-2013 0 474 1210453 false
INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10113287121511SHSOLE 12151100ABBOTT LABSCOM002824100196756401SHSOLE 5640100ABBVIE INCCOM00287Y10912575304179SHSOLE 30417900ACCENTURE PLC IRELANDSHS CLASS AG1151C10191212680SHSOLE 1268000ACE LTDSHSH0023R1057288140SHSOLE 814000ACTAVIS INCCOM00507K1034053205SHSOLE 320500ADOBE SYS INCCOM00724F10153011627SHSOLE 1162700ADVANCED MICRO DEVICES INCCOM0079031075413207SHSOLE 1320700AES CORPCOM00130H10515813181SHSOLE 1318100AETNA INC NEWCOM00817Y1085909280SHSOLE 928000AFFILIATED MANAGERS GROUPNOTE 3.950% 8/1008252AL216721300000PRNSOLE 130000000AFLAC INCCOM00105510299817168SHSOLE 1716800AGILENT TECHNOLOGIES INCCOM00846U1014279996SHSOLE 999600AIR PRODS & CHEMS INCCOM009158106100110931SHSOLE 1093100AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD01139800000PRNSOLE 80000000AK STL HLDG CORPCOM0015471083110350SHSOLE 1035000ALCOA INCCOM01381710128636537SHSOLE 3653700ALEXION PHARMACEUTICALS INCCOM0153511093353630SHSOLE 363000ALLEGHENY TECHNOLOGIES INCNOTE 4.250% 6/001741RAD414941450000PRNSOLE 145000000ALLERGAN INCCOM0184901027729169SHSOLE 916900ALLIANT TECHSYSTEMS INCNOTE 3.000% 8/1018804AK0803700000PRNSOLE 70000000ALLSTATE CORPCOM02000210154811380SHSOLE 1138000ALTERA CORPCOM0214411002928849SHSOLE 884900ALTRIA GROUP INCCOM02209S10310298294314SHSOLE 29431400ALZA CORPSDCV 7/202261WAB517071450000PRNSOLE 145000000AMAZON COM INCCOM02313510624238724SHSOLE 872400AMERICAN ELEC PWR INCCOM02553710151011378SHSOLE 1137800AMERICAN EXPRESS COCOM025816109283337891SHSOLE 3789100AMERICAN INTL GROUP INCCOM NEW026874784110424705SHSOLE 2470500AMERICAN TOWER CORP NEWCOM03027X10085411667SHSOLE 1166700AMERIPRISE FINL INCCOM03076C1066908535SHSOLE 853500AMERISOURCEBERGEN CORPCOM03073E1053235784SHSOLE 578400AMGEN INCCOM031162100227923102SHSOLE 2310200AMPHENOL CORP NEWCL A0320951013794858SHSOLE 485800ANADARKO PETE CORPCOM032511107177520661SHSOLE 2066100ANALOG DEVICES INCCOM0326541053838498SHSOLE 849800ANGLOGOLD ASHANTI HLDGS FINMAND BD CV 1303512Q2062444142950SHSOLE 14295000ANIXTER INTL INCCOM0352901052062712SHSOLE 271200AON PLCSHS CL AG0408V10267310463SHSOLE 1046300APACHE CORPCOM0374111058269856SHSOLE 985600APACHE CORPPFD CONV SER D03741180817347363364SHSOLE 36336400APPLE INCCOM0378331001583139925SHSOLE 3992500APPLIED MATLS INCCOM03822210510944733508SHSOLE 73350800ARCHER DANIELS MIDLAND COCOM0394831024827142339SHSOLE 14233900ARCHER DANIELS MIDLAND CONOTE 0.875% 2/1039483AW22727027050000PRNSOLE 2705000000AT&T INCCOM00206R10217044481459SHSOLE 48145900AUTOMATIC DATA PROCESSING INCOM05301510311665169402SHSOLE 16940200AUTOZONE INCCOM0533321027021656SHSOLE 165600AVALONBAY CMNTYS INCCOM0534841015804301SHSOLE 430100AVON PRODS INCCOM05430310234316309SHSOLE 1630900BAKER HUGHES INCCOM05722410746710120SHSOLE 1012000BANK NEW YORK MELLON CORPCOM064058100108838775SHSOLE 3877500BANK OF AMERICA CORPORATIONCOM0605051044755369755SHSOLE 36975500BANK OF AMERICA CORPORATION7.25%CNV PFD L060505682555500SHSOLE 50000BARD C R INCCOM0673831092982742SHSOLE 274200BARNES GROUP INCNOTE 3.375% 3/1067806AD1790700000PRNSOLE 70000000BAXTER INTL INCCOM07181310911718169164SHSOLE 16916400BB&T CORPCOM05493710766519623SHSOLE 1962300BEAM INCCOM0737301032063262SHSOLE 326200BECTON DICKINSON & COCOM0758871095745804SHSOLE 580400BED BATH & BEYOND INCCOM0758961005087159SHSOLE 715900BERKSHIRE HATHAWAY INC DELCL A0846701083372SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702480042889SHSOLE 4288900BEST BUY INCCOM08651610133412227SHSOLE 1222700BIOGEN IDEC INCCOM09062X10316057456SHSOLE 745600BLACKROCK ENHANCED EQT DIV TCOM09251A1041828240239SHSOLE 24023900BLACKROCK FLOATING RATE INCOCOM091941104123181772SHSOLE 8177200BLACKROCK INCCOM09247X1017042740SHSOLE 274000BLACKROCK MUNICIPL INC QLTYCOM09247910423716700SHSOLE 1670000BLACKROCK MUNIVEST FD INCCOM09253R10538137489SHSOLE 3748900BLACKROCK MUNIYIELD QLTY FDCOM09254E10319514000SHSOLE 1400000BOEING COCOM097023105239923415SHSOLE 2341500BOSTON PROPERTIES INCCOM1011211014834576SHSOLE 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ENERGY INCCOM15189T1072329872SHSOLE 987200CENTURYLINK INCCOM15670010660717175SHSOLE 1717500CERNER CORPCOM1567821043433567SHSOLE 356700CF INDS HLDGS INCCOM1252691002991743SHSOLE 174300CHESAPEAKE ENERGY CORPCOM16516710724612054SHSOLE 1205400CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6844850000PRNSOLE 85000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ921662300000PRNSOLE 230000000CHEVRON CORP NEWCOM16676410017406147088SHSOLE 14708800CHIPOTLE MEXICAN GRILL INCCOM169656105350960SHSOLE 96000CHUBB CORPCOM171232101209924798SHSOLE 2479800CIGNA CORPORATIONCOM1255091096539013SHSOLE 901300CISCO SYS INCCOM17275R1023140129051SHSOLE 12905100CIT GROUP INCCOM NEW125581801404386697SHSOLE 8669700CITIGROUP INCCOM NEW172967424388380940SHSOLE 8094000CITRIX SYS INCCOM1773761003215321SHSOLE 532100CLOROX CO DELCOM1890541093253912SHSOLE 391200CME GROUP INCCOM12572Q10512367162829SHSOLE 16282900CMS ENERGY CORPCOM12589610028110358SHSOLE 1035800CMS ENERGY CORPNOTE 5.500% 6/1125896BD11386700000PRNSOLE 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5/123331ABB41162700000PRNSOLE 70000000DANAHER CORP DELCOM235851102301247588SHSOLE 4758800DAVITA HEALTHCARE PARTNERS ICOM23918K1083382794SHSOLE 279400DEAN FOODS CO NEWCOM24237010416716696SHSOLE 1669600DEERE & COCOM244199105226727907SHSOLE 2790700DELL INCCOM24702R10146234665SHSOLE 3466500DELPHI AUTOMOTIVE PLCSHSG278231062054050SHSOLE 405000DEVON ENERGY CORP NEWCOM25179M1034488628SHSOLE 862800DIAGEO P L CSPON ADR NEW25243Q2052302000SHSOLE 200000DIAMOND OFFSHORE DRILLING INCOM25271C1023174611SHSOLE 461100DIRECTVCOM25490A309108117543SHSOLE 1754300DISCOVER FINL SVCSCOM25470910857111987SHSOLE 1198700DISCOVERY COMMUNICATNS NEWCOM SER A25470F1044666039SHSOLE 603900DISNEY WALT COCOM DISNEY254687106330652352SHSOLE 5235200DOLLAR GEN CORP NEWCOM2566771052003960SHSOLE 396000DOLLAR TREE INCCOM2567461082003940SHSOLE 394000DOMINION RES INC VA NEWCOM25746U10987515404SHSOLE 1540400DOVER CORPCOM2600031083264193SHSOLE 419300DOW CHEM COCOM26054310311457356133SHSOLE 35613300DR PEPPER SNAPPLE GROUP INCCOM26138E1092315026SHSOLE 502600DTE ENERGY COCOM2333311073815680SHSOLE 568000DU PONT E I DE NEMOURS & COCOM26353410911328215780SHSOLE 21578000DUKE ENERGY CORP NEWCOM NEW26441C204121918066SHSOLE 1806600E M C CORP MASSCOM268648102182977422SHSOLE 7742200E M C CORP MASSNOTE 1.750%12/0268648AM420691400000PRNSOLE 140000000E TRADE FINANCIAL CORPCOM NEW26924640113410587SHSOLE 1058700EASTMAN CHEM COCOM2774321002553640SHSOLE 364000EATON CORP PLCSHSG2918310369910623SHSOLE 1062300EATON VANCE LTD DUR INCOME FCOM27828H10551232079SHSOLE 3207900EBAY INCCOM278642103171433146SHSOLE 3314600ECOLAB INCCOM2788651005376306SHSOLE 630600EDISON INTLCOM2810201073717697SHSOLE 769700EMERSON ELEC COCOM29101110413012238585SHSOLE 23858500ENDO HEALTH SOLUTIONS INCNOTE 1.750% 4/129264FAB2702525000PRNSOLE 52500000ENSCO PLCSHS CLASS AG3157S1062063540SHSOLE 354000ENTERGY CORP NEWCOM29364G1033875553SHSOLE 555300EOG RES INCCOM26875P1018426396SHSOLE 639600EQT CORPCOM26884L1092823557SHSOLE 355700EQUITY RESIDENTIALSH BEN INT29476L10765211224SHSOLE 1122400EXELON CORPCOM30161N101105534151SHSOLE 3415100EXPRESS SCRIPTS HLDG COCOM30219G108158025599SHSOLE 2559900EXXON MOBIL CORPCOM30231G10223030254897SHSOLE 25489700F M C CORPCOM NEW3024913032023310SHSOLE 331000FASTENAL COCOM3119001043026602SHSOLE 660200FEDERAL REALTY INVT TRSH BEN INT NEW3137472064234078SHSOLE 407800FEDEX CORPCOM31428X1067157255SHSOLE 725500FIDELITY NATL INFORMATION SVCOM31620M1062596038SHSOLE 603800FIFTH THIRD BANCORPCOM31677310045024944SHSOLE 2494400FIFTH THIRD BANCORPCNV PFD DEP1/2503167732097835000SHSOLE 500000FIRSTENERGY CORPCOM33793210781621865SHSOLE 2186500FISERV INCCOM3377381083594102SHSOLE 410200FLOWSERVE CORPCOM34354P1052474566SHSOLE 456600FLUOR CORP NEWCOM3434121022333930SHSOLE 393000FMC TECHNOLOGIES INCCOM30249U1013195724SHSOLE 572400FORD MTR CO DELCOM PAR $0.013453708601567101265SHSOLE 10126500FOREST LABS INCCOM3458381062355722SHSOLE 572200FRANKLIN RES INCCOM3546131014693445SHSOLE 344500FREEPORT-MCMORAN COPPER & GOCOM35671D85765623750SHSOLE 2375000FRONTIER COMMUNICATIONS CORPCOM35906A1089623736SHSOLE 2373600GANNETT INCCOM3647301012389744SHSOLE 974400GAP INC DELCOM3647601083177601SHSOLE 760100GENERAL DYNAMICS CORPCOM36955010811626148428SHSOLE 14842800GENERAL ELECTRIC COCOM3696041036314272277SHSOLE 27227700GENERAL MLS INCCOM37033410411839243955SHSOLE 24395500GENUINE PARTS COCOM3724601052853654SHSOLE 365400GENWORTH FINL INCCOM CL A37247D10618916531SHSOLE 1653100GILEAD SCIENCES INCCOM375558103186236316SHSOLE 3631600GILEAD SCIENCES INCNOTE 1.000% 5/0375558AN327231200000PRNSOLE 120000000GOLDCORP INC NEWNOTE 2.000% 8/0380956AB818191800000PRNSOLE 180000000GOLDMAN SACHS GROUP INCCOM38141G104286418935SHSOLE 1893500GOODYEAR TIRE & RUBR COCOM38255010118812294SHSOLE 1229400GOOGLE INCCL A38259P50870017952SHSOLE 795200GRAINGER W W INCCOM3848021044071614SHSOLE 161400GREAT PLAINS ENERGY INCCOM391164100201389286SHSOLE 8928600HALLIBURTON COCOM40621610190521684SHSOLE 2168400HANCOCK JOHN TAX-ADV DIV 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INCCOM45822P105135523154SHSOLE 2315400INTEL CORPCOM45814010015814652651SHSOLE 65265100INTEL CORPSDCV 2.950%12/1458140AD220131850000PRNSOLE 185000000INTEL CORPSDCV 3.250% 8/0458140AF71020800000PRNSOLE 80000000INTERCONTINENTALEXCHANGE INCCOM45865V1003281845SHSOLE 184500INTERNATIONAL BUSINESS MACHSCOM459200101682935731SHSOLE 3573100INTERNATIONAL GAME TECHNOLOGCOM45990210246227651SHSOLE 2765100INTERNATIONAL GAME TECHNOLOGNOTE 3.250% 5/0459902AQ520261900000PRNSOLE 190000000INTL PAPER COCOM46014610357713019SHSOLE 1301900INTUITCOM4612021035088318SHSOLE 831800INTUITIVE SURGICAL INCCOM NEW46120E6028131606SHSOLE 160600INVESCO LTDSHSG491BT10832910335SHSOLE 1033500ISHARES INCMSCI BRIC INDX4642866574464131116SHSOLE 13111600ISHARES TRCORE S&P500 ETF46428720021552133963SHSOLE 13396300ISHARES TRIBOXX INV CPBD464287242623454850SHSOLE 5485000ISHARES TRMSCI EAFE INDEX46428746514545253842SHSOLE 25384200ISHARES TRRUSSELL 2000464287655723974627SHSOLE 7462700ISHARES TRCORE S&P SCP ETF46428780423901264650SHSOLE 26465000JANUS CAP GROUP INCNOTE 3.250% 7/147102XAG016921625000PRNSOLE 162500000JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG731442950000PRNSOLE 295000000JOHNSON & JOHNSONCOM47816010417918208683SHSOLE 20868300JOHNSON CTLS INCCOM478366107112431416SHSOLE 3141600JPMORGAN CHASE & COCOM46625H1005997113606SHSOLE 11360600JUNIPER NETWORKS INCCOM48203R10423011917SHSOLE 1191700KELLOGG COCOM4878361083876019SHSOLE 601900KEYCORP NEWCOM4932671085418490777SHSOLE 49077700KEYCORP NEWPFD 7.75% SR A493267405137011000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810311932122835SHSOLE 12283500KIMCO RLTY CORPCOM49446R10925211776SHSOLE 1177600KINDER MORGAN INC DELCOM49456B10147812533SHSOLE 1253300KLA-TENCOR CORPCOM4824801002714862SHSOLE 486200KOHLS CORPCOM5002551043707320SHSOLE 732000KRAFT FOODS GROUP INCCOM50076Q10611857212230SHSOLE 21223000KROGER COCOM50104410144112755SHSOLE 1275500L BRANDS INCCOM5017971042875823SHSOLE 582300L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW710681050000PRNSOLE 105000000L-3 COMMUNICATIONS HLDGS INCCOM5024241042532951SHSOLE 295100LABORATORY CORP AMER HLDGSCOM NEW50540R4092312311SHSOLE 231100LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ763086000000PRNSOLE 600000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2721650000PRNSOLE 65000000LAUDER ESTEE COS INCCL A5184391043785746SHSOLE 574600LIFE TECHNOLOGIES CORPCOM53217V1093815152SHSOLE 515200LILLY ELI & COCOM53245710811241228849SHSOLE 22884900LINCOLN NATL CORP INDCOM5341871092316327SHSOLE 632700LINEAR TECHNOLOGY CORPCOM5356781062376444SHSOLE 644400LOCKHEED MARTIN CORPCOM53983010911870109438SHSOLE 10943800LOEWS CORPCOM5404241083878712SHSOLE 871200LORILLARD INCCOM5441471012756301SHSOLE 630100LOWES COS INCCOM548661107111927371SHSOLE 2737100LSI CORPORATIONCOM5021611029313093SHSOLE 1309300LYONDELLBASELL INDUSTRIES NSHS - A -N537451003655510SHSOLE 551000M & T BK CORPCOM55261F1043363011SHSOLE 301100MACYS INCCOM55616P1044519406SHSOLE 940600MARATHON OIL CORPCOM56584910656416312SHSOLE 1631200MARATHON PETE CORPCOM56585A1025958375SHSOLE 837500MARRIOTT INTL INC NEWCL A5719032022415958SHSOLE 595800MARSH & MCLENNAN COS INCCOM57174810251512909SHSOLE 1290900MASTERCARD INCCL A57636Q10416022789SHSOLE 278900MATTEL INCCOM5770811023607936SHSOLE 793600MCCORMICK & CO INCCOM NON VTG5797802062223153SHSOLE 315300MCDONALDS CORPCOM58013510113579137162SHSOLE 13716200MCGRAW HILL FINL INCCOM5806451094518475SHSOLE 847500MCKESSON CORPCOM58155Q1038317262SHSOLE 726200MEAD JOHNSON NUTRITION COCOM5828391066758517SHSOLE 851700MEDTRONIC INCCOM58505510611924231660SHSOLE 23166000MERCK & CO INC NEWCOM58933Y10519035409806SHSOLE 40980600METLIFE INCCOM59156R108207145251SHSOLE 4525100METLIFE INCUNIT 99/99/999959156R11613528246900SHSOLE 24690000MICRON TECHNOLOGY INCCOM59511210338626904SHSOLE 2690400MICRON TECHNOLOGY INCNOTE 1.875% 8/0595112AR41087700000PRNSOLE 70000000MICROSOFT CORPCOM59491810417230498761SHSOLE 49876100MOLSON COORS BREWING CONOTE 2.500% 7/360871RAA816161600000PRNSOLE 160000000MOLYCORP INC DELPFD CONV SER A60875320831815000SHSOLE 1500000MONDELEZ INTL INCCL A609207105139648941SHSOLE 4894100MONSANTO CO NEWCOM61166W101255925898SHSOLE 2589800MOODYS CORPCOM6153691052754511SHSOLE 451100MORGAN STANLEYCOM NEW61744644881233247SHSOLE 3324700MOSAIC CO NEWCOM61945C1033055670SHSOLE 567000MOTOROLA SOLUTIONS INCCOM NEW6200763074968599SHSOLE 859900MURPHY OIL CORPCOM6267171022644339SHSOLE 433900MYLAN INCCOM6285301072909351SHSOLE 935100NATIONAL OILWELL VARCO INCCOM63707110169810126SHSOLE 1012600NATIONAL RETAIL PPTYS INCNOTE 5.125% 6/1637417AC0951700000PRNSOLE 70000000NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825022200000SHSOLE 20000000NETAPP INCCOM64110D1043138277SHSOLE 827700NETFLIX INCCOM64110L1063281555SHSOLE 155500NEWMONT MINING CORPCOM65163910634411483SHSOLE 1148300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ518801750000PRNSOLE 175000000NEXTERA ENERGY INCCOM65339F10197812003SHSOLE 1200300NIKE INCCL B654106103209932966SHSOLE 3296600NOBLE CORPORATION BAARNAMEN -AKTH5833N1032135674SHSOLE 567400NOBLE ENERGY INCCOM6550441055459078SHSOLE 907800NORDSTROM INCCOM6556641002133554SHSOLE 355400NORFOLK SOUTHERN CORPCOM65584410810733147733SHSOLE 14773300NORTHEAST UTILSCOM6643971062806674SHSOLE 667400NORTHERN TR CORPCOM6658591043886703SHSOLE 670300NORTHROP GRUMMAN CORPCOM66680710211317136674SHSOLE 13667400NORTHWESTERN CORPCOM NEW668074305353088467SHSOLE 8846700NOVELLUS SYS INCNOTE 2.625% 5/1670008AD316911200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750862423371SHSOLE 2337100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF710821050000PRNSOLE 105000000NUCOR CORPCOM67034610510702247052SHSOLE 24705200NUVEEN FLOATING RATE INCOMECOM67072T108108285900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410328020000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810032433900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1058710000SHSOLE 1000000NVIDIA CORPCOM67066G10423416662SHSOLE 1666200NYSE EURONEXTCOM6294911012285510SHSOLE 551000O REILLY AUTOMOTIVE INC NEWCOM67103H1073493097SHSOLE 309700OCCIDENTAL PETE CORP DELCOM67459910512322138094SHSOLE 13809400OMNICARE INCNOTE 3.750%12/1681904AN81295700000PRNSOLE 70000000OMNICOM GROUP INCCOM6819191064106516SHSOLE 651600ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH8805700000PRNSOLE 70000000ONEOK INC NEWCOM6826801032034916SHSOLE 491600ORACLE CORPCOM68389X105302898596SHSOLE 9859600PACCAR INCCOM69371810856810581SHSOLE 1058100PARKER HANNIFIN CORPCOM7010941049279713SHSOLE 971300PAYCHEX INCCOM7043261073369193SHSOLE 919300PENTAIR LTDSHSH6169Q1082344050SHSOLE 405000PEPSICO INCCOM71344810814477177001SHSOLE 17700100PERRIGO COCOM7142901032321920SHSOLE 192000PFIZER INCCOM7170811037353262496SHSOLE 26249600PG&E CORPCOM69331C1084389583SHSOLE 958300PHILIP MORRIS INTL INCCOM718172109322337209SHSOLE 3720900PHILLIPS 66COM718546104135823049SHSOLE 2304900PIMCO INCOME STRATEGY FUND ICOM72201J10495190399SHSOLE 9039900PIONEER NAT RES COCOM7237871074643203SHSOLE 320300PLUM CREEK TIMBER CO INCCOM7292511083838199SHSOLE 819900PNC FINL SVCS GROUP INCCOM69347510590912471SHSOLE 1247100POPULAR INCCOM NEW7331747003523116000SHSOLE 11600000PPG INDS INCCOM69350610711677971SHSOLE 797100PPL CORPCOM69351T10649016181SHSOLE 1618100PRAXAIR INCCOM74005P1049818516SHSOLE 851600PRECISION CASTPARTS CORPCOM7401891058473746SHSOLE 374600PRICE T ROWE GROUP INCCOM74144T1084506153SHSOLE 615300PRICELINE COM INCCOM NEW74150340311571400SHSOLE 140000PRICELINE COM INCDEBT 1.000% 3/1741503AQ918601600000PRNSOLE 160000000PRINCIPAL FINL GROUP INCCOM74251V1022516702SHSOLE 670200PROCTER & GAMBLE COCOM74271810917006220881SHSOLE 22088100PROGRESSIVE CORP OHIOCOM74331510334413517SHSOLE 1351700PROLOGISNOTE 3.250% 3/174340XAT812701100000PRNSOLE 110000000PROLOGIS INCCOM74340W10358415495SHSOLE 1549500PRUDENTIAL FINL INCCOM74432010281611179SHSOLE 1117900PUBLIC STORAGECOM74460D1098795733SHSOLE 573300PUBLIC SVC ENTERPRISE GROUPCOM74457310637211391SHSOLE 1139100QUALCOMM INCCOM747525103337155176SHSOLE 5517600QUEST DIAGNOSTICS INCCOM74834L10062810363SHSOLE 1036300RALPH LAUREN CORPCL A7512121012971709SHSOLE 170900RANGE RES CORPCOM75281A1093063958SHSOLE 395800RAYTHEON COCOM NEW75511150711329171333SHSOLE 17133300RED HAT INCCOM7565771022124429SHSOLE 442900REGENCY CTRS CORPCOM7588491032545000SHSOLE 500000REGIONS FINL CORP NEWCOM7591EP10030632100SHSOLE 3210000REPUBLIC SVCS INCCOM7607591002948651SHSOLE 865100RESOLUTE FST PRODS INCCOM76117W1091720130567SHSOLE 13056700REYNOLDS AMERICAN INCCOM7617131069460195580SHSOLE 19558000ROCKWELL AUTOMATION INCCOM7739031093364045SHSOLE 404500ROCKWELL COLLINS INCCOM7743411012634143SHSOLE 414300ROPER INDS INC NEWCOM7766961063172548SHSOLE 254800ROSS STORES INCCOM7782961033595546SHSOLE 554600SALESFORCE COM INCCOM79466L30249913068SHSOLE 1306800SANDISK CORPCOM80004C1013455644SHSOLE 564400SANDISK CORPNOTE 1.500% 8/180004CAD314001050000PRNSOLE 105000000SCHLUMBERGER LTDCOM806857108278138808SHSOLE 3880800SCHWAB CHARLES CORP NEWCOM80851310552224596SHSOLE 2459600SEAGATE TECHNOLOGY PLCSHSG7945M1072595780SHSOLE 578000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886141137500SHSOLE 3750000SEMPRA ENERGYCOM8168511094565581SHSOLE 558100SHERWIN WILLIAMS COCOM8243481064042287SHSOLE 228700SIGMA ALDRICH CORPCOM8265521015076310SHSOLE 631000SIMON PPTY GROUP INC NEWCOM828806109170010765SHSOLE 1076500SLM CORPCOM78442P10624310651SHSOLE 1065100SMUCKER J M COCOM NEW8326964052762672SHSOLE 267200SOUTHERN COCOM84258710790020401SHSOLE 2040100SOUTHWEST AIRLS COCOM84474110822017070SHSOLE 1707000SOUTHWESTERN ENERGY COCOM8454671092877863SHSOLE 786300SPDR GOLD TRUSTGOLD SHS78463V1072862400SHSOLE 240000SPDR S&P 500 ETF TRTR UNIT78462F1031279679764SHSOLE 7976400SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10723499111845SHSOLE 11184500SPDR SERIES TRUSTS&P DIVID ETF78464A763322648665SHSOLE 4866500SPECTRA ENERGY CORPCOM84756010952315175SHSOLE 1517500SPRINT NEXTEL CORPCOM SER 185206110060285726SHSOLE 8572600ST JUDE MED INCCOM7908491033207003SHSOLE 700300STANLEY BLACK & DECKER INCCOM8545021013194122SHSOLE 412200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502309181014000SHSOLE 1400000STAPLES INCCOM85503010276248035SHSOLE 4803500STARBUCKS CORPCOM855244109177527088SHSOLE 2708800STARWOOD HOTELS&RESORTS WRLDCOM85590A4012884555SHSOLE 455500STATE STR CORPCOM85747710372811168SHSOLE 1116800STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP5747700000PRNSOLE 70000000STERICYCLE INCCOM8589121082432202SHSOLE 220200STRYKER CORPCOM86366710199815437SHSOLE 1543700SUNTRUST BKS INCCOM86791410347414999SHSOLE 1499900SUPERVALU INCCOM8685361039915927SHSOLE 1592700SYMANTEC CORPCOM87150310837116516SHSOLE 1651600SYSCO CORPCOM87182910761718064SHSOLE 1806400TARGET CORPCOM87612E10611530167437SHSOLE 16743700TE CONNECTIVITY LTDREG SHSH849891043688080SHSOLE 808000TEXAS INSTRS INCCOM88250810411569331979SHSOLE 33197900THE ADT CORPORATIONCOM00101J1062165424SHSOLE 542400THERMO FISHER SCIENTIFIC INCCOM88355610289510574SHSOLE 1057400TIFFANY & CO NEWCOM8865471082052817SHSOLE 281700TIME WARNER CABLE INCCOM88732J2079448397SHSOLE 839700TIME WARNER INCCOM NEW887317303192733327SHSOLE 3332700TJX COS INC NEWCOM872540109110121984SHSOLE 2198400TRAVELERS COMPANIES INCCOM89417E109116214540SHSOLE 1454000TRINITY INDS INCNOTE 3.875% 6/0896522AF6821700000PRNSOLE 70000000TYCO INTERNATIONAL LTDSHSH8912810436210999SHSOLE 1099900TYSON FOODS INCNOTE 3.250%10/1902494AP81067700000PRNSOLE 70000000UNION PAC CORPCOM907818108307419925SHSOLE 1992500UNITED PARCEL SERVICE INCCL B91131210612434143777SHSOLE 14377700UNITED TECHNOLOGIES CORPCOM91301710913360143749SHSOLE 14374900UNITED TECHNOLOGIES CORPUNIT 99/99/9999913017117262144160SHSOLE 4416000UNITEDHEALTH GROUP INCCOM91324P102239936635SHSOLE 3663500US BANCORP DELCOM NEW902973304269974663SHSOLE 7466300V F CORPCOM9182041084552358SHSOLE 235800VALE S AADR REPSTG PFD91912E2043599295982SHSOLE 29598200VALERO ENERGY CORP NEWCOM91913Y10045112960SHSOLE 1296000VARIAN MED SYS INCCOM92220P1052233301SHSOLE 330100VENTAS INCCOM92276F1005037245SHSOLE 724500VERIZON COMMUNICATIONS INCCOM92343V10415769313253SHSOLE 31325300VIACOM INC NEWCL B92553P201100514777SHSOLE 1477700VISA INCCOM CL A92826C839224112265SHSOLE 1226500VORNADO RLTY TRSH BEN INT9290421094185050SHSOLE 505000WALGREEN COCOM93142210990920567SHSOLE 2056700WAL-MART STORES INCCOM93114210313651183258SHSOLE 18325800WASHINGTON POST COCL B939640108322666SHSOLE 66600WASTE MGMT INC DELCOM94106L10959114649SHSOLE 1464900WATERS CORPCOM9418481032272264SHSOLE 226400WELLPOINT INCCOM94973V107171820996SHSOLE 2099600WELLS FARGO & CO NEWCOM9497461016274152016SHSOLE 15201600WELLS FARGO & CO NEWPERP PFD CNV A94974680416421375SHSOLE 137500WESTERN DIGITAL CORPCOM9581021053956354SHSOLE 635400WESTERN UN COCOM95980210921312421SHSOLE 1242100WEYERHAEUSER COCOM96216610449417323SHSOLE 1732300WHIRLPOOL CORPCOM9633201065204546SHSOLE 454600WHOLE FOODS MKT INCCOM9668371064218180SHSOLE 818000WILLIAMS COS INC DELCOM96945710049215161SHSOLE 1516100WINDSTREAM CORPCOM97381W1049712569SHSOLE 1256900WISCONSIN ENERGY CORPCOM9766571062065018SHSOLE 501800WOODWARD INCCOM9807451033609000SHSOLE 900000WYNDHAM WORLDWIDE CORPCOM98310W1082023533SHSOLE 353300WYNN RESORTS LTDCOM9831341072572008SHSOLE 200800XCEL ENERGY INCCOM98389B10031711177SHSOLE 1117700XEROX CORPCOM98412110342446698SHSOLE 4669800XILINX INCCOM9839191012897299SHSOLE 729900XILINX INCSDCV 3.125% 3/1983919AD3828600000PRNSOLE 60000000XILINX INCNOTE 2.625% 6/1983919AF81000700000PRNSOLE 70000000XL GROUP PLCSHSG982901022076827SHSOLE 682700YAHOO INCCOM98433210663225134SHSOLE 2513400YUM BRANDS INCCOM988498101244035195SHSOLE 3519500ZIMMER HLDGS INCCOM98956P1023284379SHSOLE 437900