0001085146-13-001794.txt : 20131104 0001085146-13-001794.hdr.sgml : 20131104 20131101204105 ACCESSION NUMBER: 0001085146-13-001794 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131104 DATE AS OF CHANGE: 20131101 EFFECTIVENESS DATE: 20131104 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: 131187429 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 09-30-2013 09-30-2013 CONNING INC.

ONE FINANCIAL PLAZA HARTFORD CT 06103-2627

13F HOLDINGS REPORT 028-04513 N Robert Pearce 860-299-2151 /s/ Robert Pearce Hartford CT 11-01-2013 0 499 1295164 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10114128118311SHSOLE 11831100ABBOTT LABSCOM002824100184455556SHSOLE 5555600ABBVIE INCCOM00287Y10913836309327SHSOLE 30932700ACCENTURE PLC IRELANDSHS CLASS AG1151C10197613260SHSOLE 1326000ACE LTDSHSH0023R1057998540SHSOLE 854000ACTAVIS INCCOM00507K1034943433SHSOLE 343300ADOBE SYS INCCOM00724F10162412007SHSOLE 1200700ADVANCED MICRO DEVICES INCCOM0079031075113367SHSOLE 1336700AES CORPCOM00130H10517913441SHSOLE 1344100AETNA INC NEWCOM00817Y10897615240SHSOLE 1524000AFLAC INCCOM001055102108717538SHSOLE 1753800AGILENT TECHNOLOGIES INCCOM00846U10151710096SHSOLE 1009600AIR PRODS & CHEMS INCCOM009158106117811051SHSOLE 1105100AIRGAS INCCOM0093631022061945SHSOLE 194500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD01263850000PRNSOLE 85000000AK STL HLDG CORPCOM0015471083910350SHSOLE 1035000AKAMAI TECHNOLOGIES INCCOM00971T1012174194SHSOLE 419400ALCOA INCCOM01381710123929467SHSOLE 2946700ALEXION PHARMACEUTICALS INCCOM0153511094824150SHSOLE 415000ALLEGHENY TECHNOLOGIES INCCOM01741R102672188SHSOLE 218800ALLEGHENY TECHNOLOGIES INCNOTE 4.250% 6/001741RAD415041450000PRNSOLE 145000000ALLERGAN INCCOM018490102102611340SHSOLE 1134000ALLIANT TECHSYSTEMS INCNOTE 3.000% 8/1018804AK0917700000PRNSOLE 70000000ALLSTATE CORPCOM02000210158811630SHSOLE 1163000ALTERA CORPCOM0214411003369039SHSOLE 903900ALTRIA GROUP INCCOM02209S10310760313259SHSOLE 31325900ALZA CORPSDCV 7/202261WAB517281450000PRNSOLE 145000000AMAZON COM INCCOM02313510628599144SHSOLE 914400AMEREN CORPCOM02360810243012345SHSOLE 1234500AMERICAN ELEC PWR INCCOM02553710150611668SHSOLE 1166800AMERICAN EXPRESS COCOM025816109313941571SHSOLE 4157100AMERICAN INTL GROUP INC*W EXP 01/19/20202687415601SHSOLE 100AMERICAN INTL GROUP INCCOM NEW026874784148630559SHSOLE 3055900AMERICAN TOWER CORP NEWCOM03027X10088211897SHSOLE 1189700AMERIPRISE FINL INCCOM03076C1067708455SHSOLE 845500AMERISOURCEBERGEN CORPCOM03073E1053455650SHSOLE 565000AMGEN INCCOM031162100244521842SHSOLE 2184200AMPHENOL CORP NEWCL A0320951013824938SHSOLE 493800ANADARKO PETE CORPCOM032511107195821061SHSOLE 2106100ANALOG DEVICES INCCOM03265410558912528SHSOLE 1252800ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282062182164308SHSOLE 16430800ANIXTER INTL INCCOM0352901052382712SHSOLE 271200ANNALY CAP MGMT INCCOM03571040954547071SHSOLE 4707100AON PLCSHS CL AG0408V10279210643SHSOLE 1064300APACHE CORPCOM03741110518493217213SHSOLE 21721300APPLE INCCOM0378331001938240655SHSOLE 4065500APPLIED MATLS INCCOM03822210513050744398SHSOLE 74439800ARCHER DANIELS MIDLAND COCOM0394831024569124034SHSOLE 12403400ARCHER DANIELS MIDLAND CONOTE 0.875% 2/1039483AW22548825050000PRNSOLE 2505000000AT&T INCCOM00206R10217137506715SHSOLE 50671500AUTODESK INCCOM0527691062185306SHSOLE 530600AUTOMATIC DATA PROCESSING INCOM05301510311982165543SHSOLE 16554300AUTOZONE INCCOM0533321027041666SHSOLE 166600AVALONBAY CMNTYS INCCOM0534841015684471SHSOLE 447100AVON PRODS INCCOM05430310234116569SHSOLE 1656900BAKER HUGHES INCCOM05722410751010380SHSOLE 1038000BANK NEW YORK MELLON CORPCOM064058100111937050SHSOLE 3705000BANK OF AMERICA CORPORATION7.25%CNV PFD L06050568212981200SHSOLE 120000BANK OF AMERICA CORPORATIONCOM0605051044458323069SHSOLE 32306900BARD C R INCCOM0673831093202782SHSOLE 278200BARNES GROUP INCCOM067806109431241SHSOLE 124100BARNES GROUP INCNOTE 3.375% 3/1067806AD1870700000PRNSOLE 70000000BAXTER INTL INCCOM07181310911443174202SHSOLE 17420200BB&T CORPCOM05493710768320243SHSOLE 2024300BEAM INCCOM0737301032173362SHSOLE 336200BECTON DICKINSON & COCOM0758871097087074SHSOLE 707400BED BATH & BEYOND INCCOM0758961005557169SHSOLE 716900BERKSHIRE HATHAWAY INC DELCL A0846701083412SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702505744549SHSOLE 4454900BEST BUY INCCOM08651610146512397SHSOLE 1239700BIOGEN IDEC INCCOM09062X10318557706SHSOLE 770600BLACKROCK BUILD AMER BD TRSHS09248X10044123458SHSOLE 2345800BLACKROCK ENHANCED EQT DIV TCOM09251A1041830243366SHSOLE 24336600BLACKROCK FLOATING RATE INCOCOM091941104115981772SHSOLE 8177200BLACKROCK INCCOM09247X1017882910SHSOLE 291000BLACKROCK MUNICIPL INC QLTYCOM09247910422716700SHSOLE 1670000BLACKROCK MUNIVEST FD INCCOM09253R10535738203SHSOLE 3820300BLACKROCK MUNIYIELD QLTY FDCOM09254E10318314000SHSOLE 1400000BLACKSTONE GROUP L PCOM UNIT LTD09253U10830812390SHSOLE 1239000BOEING COCOM097023105262822370SHSOLE 2237000BORGWARNER INCCOM0997241062622580SHSOLE 258000BOSTON PROPERTIES INCCOM1011211014884566SHSOLE 456600BOSTON SCIENTIFIC CORPCOM10113710739233402SHSOLE 3340200BRISTOL MYERS SQUIBB COCOM11012210814735318387SHSOLE 31838700BRISTOW GROUP INCCOM11039410369947SHSOLE 94700BRISTOW GROUP INCNOTE 3.000% 6/1110394AC7858700000PRNSOLE 70000000BROADCOM CORPCL A11132010737614460SHSOLE 1446000C H ROBINSON WORLDWIDE INCCOM NEW12541W2092373971SHSOLE 397100CA INCCOM12673P10530110133SHSOLE 1013300CABOT OIL & GAS CORPCOM12709710390824334SHSOLE 2433400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251011920192045SHSOLE 19204500CAMERON INTERNATIONAL CORPCOM13342B1053546072SHSOLE 607200CAPITAL ONE FINL CORPCOM14040H105108115729SHSOLE 1572900CARDINAL HEALTH INCCOM14149Y1084308240SHSOLE 824000CARMAX INCCOM1431301022635429SHSOLE 542900CARNIVAL CORPPAIRED CTF14365830034610614SHSOLE 1061400CATERPILLAR INC DELCOM149123101165919897SHSOLE 1989700CBRE CLARION GLOBAL REAL ESTCOM12504G10017121132SHSOLE 2113200CBS CORP NEWCL B12485720298517851SHSOLE 1785100CELGENE CORPCOM151020104198912901SHSOLE 1290100CENTERPOINT ENERGY INCCOM15189T10724310132SHSOLE 1013200CENTURYLINK INCCOM15670010654617395SHSOLE 1739500CERNER CORPCOM1567821043787194SHSOLE 719400CF INDS HLDGS INCCOM1252691003761783SHSOLE 178300CHESAPEAKE ENERGY CORPCOM16516710730111644SHSOLE 1164400CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ9295300000PRNSOLE 30000000CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6878850000PRNSOLE 85000000CHEVRON CORP NEWCOM16676410018405151481SHSOLE 15148100CHIPOTLE MEXICAN GRILL INCCOM169656105420980SHSOLE 98000CHUBB CORPCOM171232101246827648SHSOLE 2764800CIGNA CORPORATIONCOM1255091097139283SHSOLE 928300CISCO SYS INCCOM17275R1023171135331SHSOLE 13533100CIT GROUP INCCOM NEW125581801258553004SHSOLE 5300400CITIGROUP INCCOM NEW172967424408284155SHSOLE 8415500CITRIX SYS INCCOM1773761003915531SHSOLE 553100CLOROX CO DELCOM1890541093354102SHSOLE 410200CME GROUP INCCOM12572Q10511573156643SHSOLE 15664300CMS ENERGY CORPCOM12589610027710518SHSOLE 1051800CMS ENERGY CORPNOTE 5.500% 6/1125896BD11344700000PRNSOLE 70000000COACH INCCOM1897541043736846SHSOLE 684600COCA COLA COCOM19121610015062397627SHSOLE 39762700COCA COLA ENTERPRISES INC NECOM19122T1092486179SHSOLE 617900COGNIZANT TECHNOLOGY SOLUTIOCL A1924461027298883SHSOLE 888300COHEN & STEERS INFRASTRUCTURCOM19248A1092117107266SHSOLE 10726600COLGATE PALMOLIVE COCOM19416210312488210587SHSOLE 21058700COMCAST CORP NEWCL A20030N101402589219SHSOLE 8921900COMPUTER SCIENCES CORPCOM2053631042294430SHSOLE 443000CONAGRA FOODS INCCOM2058871023009886SHSOLE 988600CONOCOPHILLIPSCOM20825C104322946458SHSOLE 4645800CONSOLIDATED EDISON INCCOM2091151043967188SHSOLE 718800CORNING INCCOM21935010511750805319SHSOLE 80531900COSTCO WHSL CORP NEWCOM22160K105168114593SHSOLE 1459300COVIDIEN PLCSHSG2554F11377512724SHSOLE 1272400CROWN CASTLE INTL CORPCOM2282271044436070SHSOLE 607000CSX CORPCOM12640810364324963SHSOLE 2496300CUMMINS INCCOM2310211069296993SHSOLE 699300CVS CAREMARK CORPORATIONCOM126650100350061678SHSOLE 6167800D R HORTON INCCOM23331A1091246372SHSOLE 637200D R HORTON INCNOTE 2.000% 5/123331ABB4912600000PRNSOLE 60000000DANAHER CORP DELCOM235851102333048038SHSOLE 4803800DAVITA HEALTHCARE PARTNERS ICOM23918K1083245698SHSOLE 569800DEERE & COCOM244199105242229752SHSOLE 2975200DELL INCCOM24702R10149035635SHSOLE 3563500DELPHI AUTOMOTIVE PLCSHSG278231063275600SHSOLE 560000DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX111901050000PRNSOLE 105000000DEVON ENERGY CORP NEWCOM25179M1035058748SHSOLE 874800DIAGEO P L CSPON ADR NEW25243Q2052542000SHSOLE 200000DIAMOND OFFSHORE DRILLING INCOM25271C1022904651SHSOLE 465100DIRECTVCOM25490A309103517313SHSOLE 1731300DISCOVER FINL SVCSCOM25470910863812619SHSOLE 1261900DISCOVERY COMMUNICATNS NEWCOM SER A25470F1045126069SHSOLE 606900DISNEY WALT COCOM DISNEY254687106365856716SHSOLE 5671600DOLLAR GEN CORP NEWCOM2566771053125530SHSOLE 553000DOLLAR TREE INCCOM2567461082273970SHSOLE 397000DOMINION RES INC VA NEWCOM25746U10999615944SHSOLE 1594400DOVER CORPCOM2600031083944383SHSOLE 438300DOW CHEM COCOM26054310312511325814SHSOLE 32581400DR PEPPER SNAPPLE GROUP INCCOM26138E1092265046SHSOLE 504600DTE ENERGY COCOM2333311073885880SHSOLE 588000DU PONT E I DE NEMOURS & COCOM26353410912517213739SHSOLE 21373900DUKE ENERGY CORP NEWCOM NEW26441C204129119331SHSOLE 1933100E M C CORP MASSCOM268648102202379142SHSOLE 7914200E M C CORP MASSNOTE 1.750%12/0268648AM422371400000PRNSOLE 140000000E TRADE FINANCIAL CORPCOM NEW26924640118110957SHSOLE 1095700EASTMAN CHEM COCOM2774321002983830SHSOLE 383000EATON CORP PLCSHSG2918310375110903SHSOLE 1090300EATON VANCE LTD DUR INCOME FCOM27828H10550232079SHSOLE 3207900EBAY INCCOM278642103200335905SHSOLE 3590500ECOLAB INCCOM2788651006296366SHSOLE 636600EDISON INTLCOM2810201073637887SHSOLE 788700EMERSON ELEC COCOM29101110414700227199SHSOLE 22719900ENDO HEALTH SOLUTIONS INCNOTE 1.750% 4/129264FAB2832525000PRNSOLE 52500000ENSCO PLCSHS CLASS AG3157S1062564770SHSOLE 477000ENTERGY CORP NEWCOM29364G1033645763SHSOLE 576300EOG RES INCCOM26875P10111276656SHSOLE 665600EQT CORPCOM26884L1093323747SHSOLE 374700EQUITY RESIDENTIALSH BEN INT29476L10762311624SHSOLE 1162400EXELON CORPCOM30161N101103334851SHSOLE 3485100EXPEDITORS INTL WASH INCCOM3021301092124811SHSOLE 481100EXPRESS SCRIPTS HLDG COCOM30219G108162426279SHSOLE 2627900EXXON MOBIL CORPCOM30231G10222698263810SHSOLE 26381000F M C CORPCOM NEW3024913032433390SHSOLE 339000FASTENAL COCOM3119001043306562SHSOLE 656200FEDERAL REALTY INVT TRSH BEN INT NEW3137472064144078SHSOLE 407800FEDEX CORPCOM31428X1068477425SHSOLE 742500FIDELITY NATL INFORMATION SVCOM31620M1063026508SHSOLE 650800FIFTH THIRD BANCORPCOM316773100116464460SHSOLE 6446000FIRSTENERGY CORPCOM33793210780622105SHSOLE 2210500FISERV INCCOM3377381084334282SHSOLE 428200FLOWSERVE CORPCOM34354P1052704326SHSOLE 432600FLUOR CORP NEWCOM3434121022934130SHSOLE 413000FMC TECHNOLOGIES INCCOM30249U1013265874SHSOLE 587400FORD MTR CO DELCOM PAR $0.01345370860165197882SHSOLE 9788200FOREST LABS INCCOM3458381062465752SHSOLE 575200FRANKLIN RES INCCOM35461310172714385SHSOLE 1438500FREEPORT-MCMORAN COPPER & GOCOM35671D85783625260SHSOLE 2526000FRONTIER COMMUNICATIONS CORPCOM35906A10810124180SHSOLE 2418000GANNETT INCCOM3647301012659874SHSOLE 987400GAP INC DELCOM3647601083047551SHSOLE 755100GENERAL DYNAMICS CORPCOM36955010812022137363SHSOLE 13736300GENERAL ELECTRIC COCOM3696041036736281967SHSOLE 28196700GENERAL MLS INCCOM37033410411405237996SHSOLE 23799600GENERAL MTRS COCOM37045V1002938140SHSOLE 814000GENUINE PARTS COCOM3724601053033744SHSOLE 374400GENWORTH FINL INCCOM CL A37247D10621716921SHSOLE 1692100GILEAD SCIENCES INCCOM375558103237137716SHSOLE 3771600GILEAD SCIENCES INCNOTE 1.000% 5/0375558AN333411200000PRNSOLE 120000000GOLDCORP INC NEWNOTE 2.000% 8/0380956AB818171800000PRNSOLE 180000000GOLDMAN SACHS GROUP INCCOM38141G104301619065SHSOLE 1906500GOODYEAR TIRE & RUBR COCOM38255010127912434SHSOLE 1243400GOOGLE INCCL A38259P50872898322SHSOLE 832200GRAINGER W W INCCOM3848021044331654SHSOLE 165400GREAT PLAINS ENERGY INCCOM391164100198289286SHSOLE 8928600GUGGENHEIM BLD AMR BDS MNG DCOM40166410731015425SHSOLE 1542500HALLIBURTON COCOM406216101130527093SHSOLE 2709300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10038822300SHSOLE 2230000HARLEY DAVIDSON INCCOM4128221083515466SHSOLE 546600HARTFORD FINL SVCS GROUP INCCOM41651510441613360SHSOLE 1336000HCP INCCOM40414L10950012216SHSOLE 1221600HEALTH CARE REIT INCCOM42217K10665810550SHSOLE 1055000HEALTH CARE REIT INCPFD PER CON I42217K601135223500SHSOLE 2350000HERSHEY COCOM4278661085065468SHSOLE 546800HESS CORPCOM42809H1076778757SHSOLE 875700HEWLETT PACKARD COCOM428236103125859925SHSOLE 5992500HOME DEPOT INCCOM437076102297439207SHSOLE 3920700HONEYWELL INTL INCCOM43851610613970168227SHSOLE 16822700HOSPIRA INCCOM4410601002777069SHSOLE 706900HOST HOTELS & RESORTS INCCOM44107P10435820268SHSOLE 2026800HSBC HLDGS PLCADR A 1/40PF A4042806044930200000SHSOLE 20000000HUDSON CITY BANCORPCOM44368310712413753SHSOLE 1375300HUMANA INCCOM4448591023764033SHSOLE 403300HUNTINGTON BANCSHARES INCCOM44615010416419856SHSOLE 1985600ILLINOIS TOOL WKS INCCOM45230810912595165139SHSOLE 16513900INGERSOLL-RAND PLCSHSG4779110184212971SHSOLE 1297100INTEGRYS ENERGY GROUP INCCOM45822P105129723204SHSOLE 2320400INTEL CORPCOM45814010016622725175SHSOLE 72517500INTEL CORPSDCV 2.950%12/1458140AD220031850000PRNSOLE 185000000INTEL CORPSDCV 3.250% 8/0458140AF71114900000PRNSOLE 90000000INTERCONTINENTALEXCHANGE INCCOM45865V1003621995SHSOLE 199500INTERNATIONAL BUSINESS MACHSCOM459200101692037371SHSOLE 3737100INTERNATIONAL GAME TECHNOLOGCOM45990210252227591SHSOLE 2759100INTERNATIONAL GAME TECHNOLOGNOTE 3.250% 5/0459902AQ521571950000PRNSOLE 195000000INTERPUBLIC GROUP COS INCCOM46069010017210036SHSOLE 1003600INTL PAPER COCOM46014610374116539SHSOLE 1653900INTUITCOM4612021035648498SHSOLE 849800INTUITIVE SURGICAL INCCOM NEW46120E6026121626SHSOLE 162600INVESCO LTDSHSG491BT10833810605SHSOLE 1060500ISHARESCORE S&P SCP ETF46428780426444264970SHSOLE 26497000ISHARESCORE S&P500 ETF46428720022736134613SHSOLE 13461300ISHARESIBOXX INV CP ETF46428724220379179520SHSOLE 17952000ISHARESMSCI BRIC INDX4642866574786128516SHSOLE 12851600ISHARESMSCI EAFE ETF46428746516106252437SHSOLE 25243700ISHARESRUSSELL 2000 ETF464287655593055627SHSOLE 5562700JACOBS ENGR GROUP INC DELCOM4698141072153698SHSOLE 369800JANUS CAP GROUP INCCOM47102X105161832SHSOLE 183200JANUS CAP GROUP INCNOTE 3.250% 7/147102XAG016491625000PRNSOLE 162500000JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG739303750000PRNSOLE 375000000JOHNSON & JOHNSONCOM47816010418110208911SHSOLE 20891100JOHNSON CTLS INCCOM478366107132932016SHSOLE 3201600JPMORGAN CHASE & COCOM46625H1006009116246SHSOLE 11624600JUNIPER NETWORKS INCCOM48203R10424212197SHSOLE 1219700KELLOGG COCOM4878361083686269SHSOLE 626900KEYCORP NEWCOM4932671084688411207SHSOLE 41120700KEYCORP NEWPFD 7.75% SR A493267405137411000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810311988127232SHSOLE 12723200KIMCO RLTY CORPCOM49446R10924212016SHSOLE 1201600KINDER MORGAN INC DEL*W EXP 05/25/20149456B11991730SHSOLE 173000KINDER MORGAN INC DELCOM49456B10149613933SHSOLE 1393300KLA-TENCOR CORPCOM4824801003075052SHSOLE 505200KOHLS CORPCOM5002551044679020SHSOLE 902000KRAFT FOODS GROUP INCCOM50076Q10611652222019SHSOLE 22201900KROGER COCOM50104410152312965SHSOLE 1296500L BRANDS INCCOM5017971043716073SHSOLE 607300L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW711431050000PRNSOLE 105000000L-3 COMMUNICATIONS HLDGS INCCOM5024241042752911SHSOLE 291100LABORATORY CORP AMER HLDGSCOM NEW50540R4092342361SHSOLE 236100LAM RESEARCH CORPCOM5128071081853609SHSOLE 360900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ769016100000PRNSOLE 610000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2782650000PRNSOLE 65000000LAUDER ESTEE COS INCCL A5184391044125896SHSOLE 589600LIFE TECHNOLOGIES CORPCOM53217V1093935252SHSOLE 525200LILLY ELI & COCOM53245710812008238579SHSOLE 23857900LINCOLN NATL CORP INDCOM5341871092686377SHSOLE 637700LINEAR TECHNOLOGY CORPCOM5356781062656674SHSOLE 667400LOCKHEED MARTIN CORPCOM5398301091208694754SHSOLE 9475400LOEWS CORPCOM5404241084108782SHSOLE 878200LORILLARD INCCOM5441471012876411SHSOLE 641100LOWES COS INCCOM548661107130627431SHSOLE 2743100LSI CORPORATIONCOM50216110210213088SHSOLE 1308800LYONDELLBASELL INDUSTRIES NSHS - A -N537451005487480SHSOLE 748000M & T BK CORPCOM55261F1043463091SHSOLE 309100MACYS INCCOM55616P1044119506SHSOLE 950600MARATHON OIL CORPCOM56584910659116932SHSOLE 1693200MARATHON PETE CORPCOM56585A1025438435SHSOLE 843500MARRIOTT INTL INC NEWCL A5719032022515978SHSOLE 597800MARSH & MCLENNAN COS INCCOM57174810258113339SHSOLE 1333900MASTERCARD INCCL A57636Q10419842949SHSOLE 294900MATTEL INCCOM57708110211403272272SHSOLE 27227200MCCORMICK & CO INCCOM NON VTG5797802062093233SHSOLE 323300MCDONALDS CORPCOM58013510113781143240SHSOLE 14324000MCGRAW HILL FINL INCCOM5806451095738735SHSOLE 873500MCKESSON CORPCOM58155Q1039607482SHSOLE 748200MEAD JOHNSON NUTRITION COCOM5828391066418637SHSOLE 863700MEDTRONIC INCCOM58505510612298230957SHSOLE 23095700MERCK & CO INC NEWCOM58933Y10519876417482SHSOLE 41748200METLIFE INCCOM59156R1088142173423SHSOLE 17342300METLIFE INCUNIT 99/99/999959156R1166245217900SHSOLE 21790000MICRON TECHNOLOGY INCCOM59511210348627824SHSOLE 2782400MICRON TECHNOLOGY INCNOTE 1.875% 8/0595112AR41312700000PRNSOLE 70000000MICROSOFT CORPCOM59491810417926538628SHSOLE 53862800MOLYCORP INC DELPFD CONV SER A60875320830615000SHSOLE 1500000MONDELEZ INTL INCCL A609207105158450401SHSOLE 5040100MONSANTO CO NEWCOM61166W101274626308SHSOLE 2630800MOODYS CORPCOM6153691053334731SHSOLE 473100MORGAN STANLEYCOM NEW61744644890733667SHSOLE 3366700MOSAIC CO NEWCOM61945C1032445670SHSOLE 567000MOTOROLA SOLUTIONS INCCOM NEW6200763075338979SHSOLE 897900MURPHY OIL CORPCOM6267171022684449SHSOLE 444900MYLAN INCCOM6285301073789890SHSOLE 989000NATIONAL OILWELL VARCO INCCOM63707110182610576SHSOLE 1057600NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825012200000SHSOLE 20000000NETAPP INCCOM64110D1043568347SHSOLE 834700NETFLIX INCCOM64110L1065241695SHSOLE 169500NEWMONT MINING CORPCOM65163910633111773SHSOLE 1177300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ519851800000PRNSOLE 180000000NEWS CORP NEWCL A65249B10919712259SHSOLE 1225900NEXTERA ENERGY INCCOM65339F10111334141393SHSOLE 14139300NIKE INCCL B654106103242733406SHSOLE 3340600NISOURCE INCCOM65473P1052197104SHSOLE 710400NOBLE CORPORATION BAARNAMEN -AKTH5833N1032205834SHSOLE 583400NOBLE ENERGY INCCOM65504410593113898SHSOLE 1389800NORDSTROM INCCOM6556641002394259SHSOLE 425900NORFOLK SOUTHERN CORPCOM65584410812117156651SHSOLE 15665100NORTHEAST UTILSCOM6643971062967164SHSOLE 716400NORTHERN TR CORPCOM6658591043676743SHSOLE 674300NORTHROP GRUMMAN CORPCOM66680710211642122213SHSOLE 12221300NORTHWESTERN CORPCOM NEW668074305397488467SHSOLE 8846700NOVELLUS SYS INCNOTE 2.625% 5/1670008AD319001200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750865523961SHSOLE 2396100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF710611050000PRNSOLE 105000000NUCOR CORPCOM67034610511907242909SHSOLE 24290900NUVEEN FLOATING RATE INCOMECOM67072T108102785900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410326020000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810031033900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1058210000SHSOLE 1000000NVIDIA CORPCOM67066G10426016712SHSOLE 1671200NYSE EURONEXTCOM62949110153312700SHSOLE 1270000O REILLY AUTOMOTIVE INC NEWCOM67103H1074033157SHSOLE 315700OCCIDENTAL PETE CORP DELCOM67459910513798147510SHSOLE 14751000OLD REP INTL CORPNOTE 3.750% 3/1680223AH713591150000PRNSOLE 115000000OMNICARE INCNOTE 3.750%12/1681904AN81275600000PRNSOLE 60000000OMNICOM GROUP INCCOM6819191064106466SHSOLE 646600ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH811351050000PRNSOLE 105000000ONEOK INC NEWCOM6826801032695046SHSOLE 504600ORACLE CORPCOM68389X1053734112569SHSOLE 11256900PACCAR INCCOM69371810860110791SHSOLE 1079100PALL CORPCOM6964293072082704SHSOLE 270400PARKER HANNIFIN CORPCOM701094104109110038SHSOLE 1003800PAYCHEX INCCOM7043261073779273SHSOLE 927300PENTAIR LTDSHSH6169Q1082974570SHSOLE 457000PEPSICO INCCOM71344810814482182165SHSOLE 18216500PERRIGO COCOM7142901032431970SHSOLE 197000PFIZER INCCOM7170811037497261006SHSOLE 26100600PG&E CORPCOM69331C10841110043SHSOLE 1004300PHILIP MORRIS INTL INCCOM718172109325937639SHSOLE 3763900PHILLIPS 66COM718546104136223559SHSOLE 2355900PIMCO INCOME STRATEGY FUND ICOM72201J10492290399SHSOLE 9039900PIONEER NAT RES COCOM7237871076393383SHSOLE 338300PLUM CREEK TIMBER CO INCCOM7292511083858225SHSOLE 822500PNC FINL SVCS GROUP INCCOM69347510594012981SHSOLE 1298100POPULAR INCCOM NEW733174700143354600SHSOLE 5460000PPG INDS INCCOM69350610714698794SHSOLE 879400PPL CORPCOM69351T10657819021SHSOLE 1902100PRAXAIR INCCOM74005P104132411011SHSOLE 1101100PRECISION CASTPARTS CORPCOM74018910511395014SHSOLE 501400PRICE T ROWE GROUP INCCOM74144T1084846732SHSOLE 673200PRICELINE COM INCCOM NEW74150340314461430SHSOLE 143000PRICELINE COM INCDEBT 1.000% 3/1741503AQ920561600000PRNSOLE 160000000PRINCIPAL FINL GROUP INCCOM74251V1022906762SHSOLE 676200PROCTER & GAMBLE COCOM74271810917008225005SHSOLE 22500500PROGRESSIVE CORP OHIOCOM74331510337113637SHSOLE 1363700PROLOGISNOTE 3.250% 3/174340XAT812451100000PRNSOLE 110000000PROLOGIS INCCOM74340W10360516095SHSOLE 1609500PRUDENTIAL FINL INCCOM74432010290111549SHSOLE 1154900PUBLIC STORAGECOM74460D1099495913SHSOLE 591300PUBLIC SVC ENTERPRISE GROUPCOM74457310638511691SHSOLE 1169100QUALCOMM INCCOM747525103412361251SHSOLE 6125100QUEST DIAGNOSTICS INCCOM74834L10065210553SHSOLE 1055300RALPH LAUREN CORPCL A7512121012881749SHSOLE 174900RANGE RES CORPCOM75281A1093084058SHSOLE 405800RAYTHEON COCOM NEW75511150711594150440SHSOLE 15044000RED HAT INCCOM7565771022144639SHSOLE 463900REGENCY CTRS CORPCOM7588491032425000SHSOLE 500000REGENERON PHARMACEUTICALSCOM75886F107303970SHSOLE 97000REGIONS FINL CORP NEWCOM7591EP10030933420SHSOLE 3342000REPUBLIC SVCS INCCOM7607591002878611SHSOLE 861100RESOLUTE FST PRODS INCCOM76117W109117488796SHSOLE 8879600REYNOLDS AMERICAN INCCOM7617131069799200876SHSOLE 20087600ROCKWELL AUTOMATION INCCOM7739031094524225SHSOLE 422500ROCKWELL COLLINS INCCOM7743411012804123SHSOLE 412300ROPER INDS INC NEWCOM7766961063482618SHSOLE 261800ROSS STORES INCCOM7782961034125666SHSOLE 566600SALESFORCE COM INCCOM79466L30269013298SHSOLE 1329800SANDISK CORPCOM80004C1013515894SHSOLE 589400SANDISK CORPNOTE 1.500% 8/180004CAD313891050000PRNSOLE 105000000SCHLUMBERGER LTDCOM806857108352539898SHSOLE 3989800SCHWAB CHARLES CORP NEWCOM80851310553925486SHSOLE 2548600SEAGATE TECHNOLOGY PLCSHSG7945M1073046950SHSOLE 695000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88665417500SHSOLE 1750000SEMPRA ENERGYCOM8168511094815621SHSOLE 562100SHERWIN WILLIAMS COCOM8243481064462447SHSOLE 244700SIGMA ALDRICH CORPCOM8265521014204920SHSOLE 492000SIMON PPTY GROUP INC NEWCOM828806109163711045SHSOLE 1104500SLM CORPCOM78442P10626910801SHSOLE 1080100SMUCKER J M COCOM NEW8326964052972832SHSOLE 283200SOUTHERN COCOM84258710786921111SHSOLE 2111100SOUTHWEST AIRLS COCOM84474110825517480SHSOLE 1748000SOUTHWESTERN ENERGY COCOM8454671092978173SHSOLE 817300SPDR GOLD TRUSTGOLD SHS78463V1073082400SHSOLE 240000SPDR S&P 500 ETF TRTR UNIT78462F1031342279889SHSOLE 7988900SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10725314111845SHSOLE 11184500SPDR SERIES TRUSTS&P DIVID ETF78464A763335548665SHSOLE 4866500SPECTRA ENERGY CORPCOM84756010954015775SHSOLE 1577500SPRINT CORPCOM SER 185207U1059915933SHSOLE 1593300ST JUDE MED INCCOM7908491033797073SHSOLE 707300STANLEY BLACK & DECKER INCCOM8545021013914312SHSOLE 431200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502309191814000SHSOLE 1400000STAPLES INCCOM85503010270648205SHSOLE 4820500STARBUCKS CORPCOM855244109214327843SHSOLE 2784300STARWOOD HOTELS&RESORTS WRLDCOM85590A4013174775SHSOLE 477500STATE STR CORPCOM857477103100715319SHSOLE 1531900STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP5764700000PRNSOLE 70000000STERICYCLE INCCOM8589121082612262SHSOLE 226200STRYKER CORPCOM863667101104815507SHSOLE 1550700SUNTRUST BKS INCCOM86791410350015419SHSOLE 1541900SUPERVALU INCCOM86853610312815559SHSOLE 1555900SYMANTEC CORPCOM87150310843817690SHSOLE 1769000SYSCO CORPCOM87182910759318624SHSOLE 1862400TARGET CORPCOM87612E10611979187223SHSOLE 18722300TE CONNECTIVITY LTDREG SHSH849891044368420SHSOLE 842000TERADATA CORP DELCOM88076W1032244036SHSOLE 403600TEXAS INSTRS INCCOM88250810412679314690SHSOLE 31469000THE ADT CORPORATIONCOM00101J1062215444SHSOLE 544400THERMO FISHER SCIENTIFIC INCCOM88355610297610588SHSOLE 1058800TIFFANY & CO NEWCOM8865471082282977SHSOLE 297700TIME WARNER CABLE INCCOM88732J2079558557SHSOLE 855700TIME WARNER INCCOM NEW887317303206131321SHSOLE 3132100TJX COS INC NEWCOM872540109126322394SHSOLE 2239400TRAVELERS COMPANIES INCCOM89417E109125014750SHSOLE 1475000TRINITY INDS INCNOTE 3.875% 6/0896522AF61152950000PRNSOLE 95000000TWENTY FIRST CENTY FOX INCCL A90130A101166449657SHSOLE 4965700TYCO INTERNATIONAL LTDSHSH8912810439411269SHSOLE 1126900TYSON FOODS INCCL A9024941031866582SHSOLE 658200TYSON FOODS INCNOTE 3.250%10/1902494AP81198700000PRNSOLE 70000000UNION PAC CORPCOM907818108313620185SHSOLE 2018500UNITED PARCEL SERVICE INCCL B91131210613160144028SHSOLE 14402800UNITED TECHNOLOGIES CORPCOM91301710914669136047SHSOLE 13604700UNITED TECHNOLOGIES CORPUNIT 99/99/9999913017117286144160SHSOLE 4416000UNITEDHEALTH GROUP INCCOM91324P102267337325SHSOLE 3732500UNUM GROUPCOM91529Y1062006570SHSOLE 657000US BANCORP DELCOM NEW902973304269773723SHSOLE 7372300V F CORPCOM9182041084992508SHSOLE 250800VALE S AADR REPSTG PFD91912E2044206295982SHSOLE 29598200VALERO ENERGY CORP NEWCOM91913Y10044913160SHSOLE 1316000VANGUARD INDEX FDSREIT ETF9229085532884357SHSOLE 435700VARIAN MED SYS INCCOM92220P1052513361SHSOLE 336100VENTAS INCCOM92276F1004627515SHSOLE 751500VERIZON COMMUNICATIONS INCCOM92343V10415399329911SHSOLE 32991100VIACOM INC NEWCL B92553P201123814817SHSOLE 1481700VISA INCCOM CL A92826C839243912765SHSOLE 1276500VORNADO RLTY TRSH BEN INT9290421094335150SHSOLE 515000WALGREEN COCOM931422109113921177SHSOLE 2117700WAL-MART STORES INCCOM93114210314024189618SHSOLE 18961800WASHINGTON POST COCL B939640108413676SHSOLE 67600WASTE MGMT INC DELCOM94106L10961514909SHSOLE 1490900WATERS CORPCOM9418481032462314SHSOLE 231400WELLPOINT INCCOM94973V107175420976SHSOLE 2097600WELLS FARGO & CO NEWCOM9497461016318152893SHSOLE 15289300WELLS FARGO & CO NEWPERP PFD CNV A94974680416491450SHSOLE 145000WESTERN DIGITAL CORPCOM9581021054106474SHSOLE 647400WESTERN UN COCOM95980210923412521SHSOLE 1252100WEYERHAEUSER COCOM96216610451918113SHSOLE 1811300WHIRLPOOL CORPCOM9633201066884696SHSOLE 469600WHOLE FOODS MKT INCCOM9668371064978500SHSOLE 850000WILLIAMS COS INC DELCOM96945710060216566SHSOLE 1656600WINDSTREAM HLDGS INCCOM97382A1019812314SHSOLE 1231400WISCONSIN ENERGY CORPCOM9766571062045048SHSOLE 504800WOODWARD INCCOM9807451032456000SHSOLE 600000WYNDHAM WORLDWIDE CORPCOM98310W1082203613SHSOLE 361300WYNN RESORTS LTDCOM9831341073412158SHSOLE 215800XCEL ENERGY INCCOM98389B10032011587SHSOLE 1158700XEROX CORPCOM98412110348446988SHSOLE 4698800XILINX INCCOM9839191013497459SHSOLE 745900XILINX INCNOTE 2.625% 6/1983919AF81136700000PRNSOLE 70000000XILINX INCSDCV 3.125% 3/1983919AD3971600000PRNSOLE 60000000XL GROUP PLCSHSG982901022126887SHSOLE 688700YAHOO INCCOM98433210681524564SHSOLE 2456400YUM BRANDS INCCOM988498101252435355SHSOLE 3535500ZIMMER HLDGS INCCOM98956P1023674469SHSOLE 446900