0001085146-14-000239.txt : 20140204 0001085146-14-000239.hdr.sgml : 20140204 20140204170555 ACCESSION NUMBER: 0001085146-14-000239 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140204 DATE AS OF CHANGE: 20140204 EFFECTIVENESS DATE: 20140204 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: 14573107 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 12-31-2013 12-31-2013 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 02-04-2014 0 547 1613849 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y101402928727SHSOLE 2872700ABBOTT LABSCOM00282410017082445659SHSOLE 44565900ABBVIE INCCOM00287Y10919455368399SHSOLE 36839900ACCENTURE PLC IRELANDSHS CLASS AG1151C101136116550SHSOLE 1655000ACE LTDSHSH0023R105106710310SHSOLE 1031000ACTAVIS PLCSHSG0083B1087204285SHSOLE 428500ADOBE SYS INCCOM00724F10186014357SHSOLE 1435700ADVANCED MICRO DEVICES INCCOM0079031074611877SHSOLE 1187700AES CORPCOM00130H10524516871SHSOLE 1687100AETNA INC NEWCOM00817Y10877411290SHSOLE 1129000AFLAC INCCOM001055102133319958SHSOLE 1995800AGILENT TECHNOLOGIES INCCOM00846U10167311776SHSOLE 1177600AIR PRODS & CHEMS INCCOM009158106135812151SHSOLE 1215100AIRGAS INCCOM0093631022572295SHSOLE 229500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD01443850000PRNSOLE 85000000AK STL HLDG CORPCOM0015471088510350SHSOLE 1035000AKAMAI TECHNOLOGIES INCCOM00971T1012415114SHSOLE 511400ALCOA INCCOM01381710137235017SHSOLE 3501700ALEXION PHARMACEUTICALS INCCOM0153511096885170SHSOLE 517000ALLEGHENY TECHNOLOGIES INCCOM01741R102982738SHSOLE 273800ALLEGHENY TECHNOLOGIES INCNOTE 4.250% 6/001741RAD414981450000PRNSOLE 145000000ALLERGAN INCCOM018490102120810879SHSOLE 1087900ALLIANT TECHSYSTEMS INCNOTE 3.000% 8/1018804AK01121700000PRNSOLE 70000000ALLSTATE CORPCOM02000210176213980SHSOLE 1398000ALTERA CORPCOM02144110034810709SHSOLE 1070900ALTRIA GROUP INCCOM02209S10314398375042SHSOLE 37504200ALZA CORPSDCV 7/202261WAB518261450000PRNSOLE 145000000AMAZON COM INCCOM023135106442011084SHSOLE 1108400AMEREN CORPCOM0236081022506905SHSOLE 690500AMERICAN ELEC PWR INCCOM02553710166314188SHSOLE 1418800AMERICAN EXPRESS COCOM025816109390843071SHSOLE 4307100AMERICAN INTL GROUP INC*W EXP 01/19/20202687415601SHSOLE 100AMERICAN INTL GROUP INCCOM NEW026874784192037615SHSOLE 3761500AMERICAN TOWER CORP NEWCOM03027X100111313947SHSOLE 1394700AMERIPRISE FINL INCCOM03076C10610889455SHSOLE 945500AMERISOURCEBERGEN CORPCOM03073E1054826850SHSOLE 685000AMGEN INCCOM031162100294225772SHSOLE 2577200AMPHENOL CORP NEWCL A0320951015145768SHSOLE 576800ANADARKO PETE CORPCOM032511107187823671SHSOLE 2367100ANALOG DEVICES INCCOM03265410515879311773SHSOLE 31177300ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282061926164308SHSOLE 16430800ANIXTER INTL INCCOM0352901052442712SHSOLE 271200ANNALY CAP MGMT INCCOM03571040946947071SHSOLE 4707100AON PLCSHS CL AG0408V102102312193SHSOLE 1219300APACHE CORPCOM03741110515300178027SHSOLE 17802700APPLE INCCOM0378331002536945213SHSOLE 4521300APPLIED MATLS INCCOM03822210596154325SHSOLE 5432500ARCHER DANIELS MIDLAND COCOM0394831025194119672SHSOLE 11967200ARCHER DANIELS MIDLAND CONOTE 0.875% 2/1039483AW22211521050000PRNSOLE 2105000000AT&T INCCOM00206R10222186630994SHSOLE 63099400AUTODESK INCCOM0527691063256466SHSOLE 646600AUTOMATIC DATA PROCESSING INCOM05301510316443203477SHSOLE 20347700AUTOZONE INCCOM0533321028821846SHSOLE 184600AVALONBAY CMNTYS INCCOM0534841016035101SHSOLE 510100AVON PRODS INCCOM05430310232418819SHSOLE 1881900BAKER HUGHES INCCOM05722410770012670SHSOLE 1267000BALL CORPCOM0584981062384614SHSOLE 461400BANK NEW YORK MELLON CORPCOM064058100150242990SHSOLE 4299000BANK OF AMERICA CORPORATION7.25%CNV PFD L06050568213791300SHSOLE 130000BANK OF AMERICA CORPORATIONCOM0605051045891378379SHSOLE 37837900BARD C R INCCOM0673831094293202SHSOLE 320200BARNES GROUP INCCOM067806109481241SHSOLE 124100BARNES GROUP INCNOTE 3.375% 3/1067806AD1949700000PRNSOLE 70000000BAXTER INTL INCCOM07181310916402235837SHSOLE 23583700BB&T CORPCOM05493710789223903SHSOLE 2390300BEAM INCCOM0737301032864202SHSOLE 420200BECTON DICKINSON & COCOM0758871097777034SHSOLE 703400BED BATH & BEYOND INCCOM0758961006668289SHSOLE 828900BERKSHIRE HATHAWAY INC DELCL A0846701083562SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702638753869SHSOLE 5386900BEST BUY INCCOM08651610155113817SHSOLE 1381700BIOGEN IDEC INCCOM09062X10325008936SHSOLE 893600BLACKROCK BUILD AMER BD TRSHS09248X10065033958SHSOLE 3395800BLACKROCK ENHANCED EQT DIV TCOM09251A1042073261046SHSOLE 26104600BLACKROCK FLOATING RATE INCOCOM091941104114281772SHSOLE 8177200BLACKROCK INCCOM09247X10111333580SHSOLE 358000BLACKROCK MUNICIPL INC QLTYCOM09247910421216700SHSOLE 1670000BLACKROCK MUNIVEST FD INCCOM09253R10534738943SHSOLE 3894300BLACKROCK MUNIYIELD QLTY FDCOM09254E10317714000SHSOLE 1400000BLOCK H & R INCCOM0936711052277800SHSOLE 780000BOEING COCOM097023105354625980SHSOLE 2598000BORGWARNER INCCOM0997241063546330SHSOLE 633000BOSTON PROPERTIES INCCOM1011211015385356SHSOLE 535600BOSTON SCIENTIFIC CORPCOM10113710748540322SHSOLE 4032200BRISTOL MYERS SQUIBB COCOM110122108397474766SHSOLE 7476600BRISTOW GROUP INCCOM11039410371947SHSOLE 94700BRISTOW GROUP INCNOTE 3.000% 6/1110394AC7860700000PRNSOLE 70000000BROADCOM CORPCL A11132010751317290SHSOLE 1729000BROWN FORMAN CORPCL B1156372092573397SHSOLE 339700C H ROBINSON WORLDWIDE INCCOM NEW12541W2092774741SHSOLE 474100CA INCCOM12673P10539811813SHSOLE 1181300CABOT OIL & GAS CORPCOM127097103102826514SHSOLE 2651400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251012123194990SHSOLE 19499000CAMERON INTERNATIONAL CORPCOM13342B1054357302SHSOLE 730200CAMPBELL SOUP COCOM1344291092225127SHSOLE 512700CAPITAL ONE FINL CORPCOM14040H105143418719SHSOLE 1871900CARDINAL HEALTH INCCOM14149Y10866910010SHSOLE 1001000CAREFUSION CORPCOM14170T1012476195SHSOLE 619500CARMAX INCCOM1431301023096569SHSOLE 656900CARNIVAL CORPPAIRED CTF14365830051712874SHSOLE 1287400CATERPILLAR INC DELCOM149123101210523177SHSOLE 2317700CBRE CLARION GLOBAL REAL ESTCOM12504G10017021480SHSOLE 2148000CBRE GROUP INCCL A12504L1092188303SHSOLE 830300CBS CORP NEWCL B124857202132120731SHSOLE 2073100CELGENE CORPCOM151020104215812770SHSOLE 1277000CENTERPOINT ENERGY INCCOM15189T10728612352SHSOLE 1235200CENTURYLINK INCCOM15670010665120445SHSOLE 2044500CERNER CORPCOM1567821044878734SHSOLE 873400CF INDS HLDGS INCCOM1252691004852083SHSOLE 208300CHESAPEAKE ENERGY CORPCOM16516710738714254SHSOLE 1425400CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ9305300000PRNSOLE 30000000CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6789750000PRNSOLE 75000000CHEVRON CORP NEWCOM16676410024030192376SHSOLE 19237600CHIPOTLE MEXICAN GRILL INCCOM1696561056131150SHSOLE 115000CHUBB CORPCOM171232101252626138SHSOLE 2613800CIGNA CORPORATIONCOM12550910993610703SHSOLE 1070300CINCINNATI FINL CORPCOM1720621012164121SHSOLE 412100CISCO SYS INCCOM17275R1023617161121SHSOLE 16112100CIT GROUP INCCOM NEW125581801276353004SHSOLE 5300400CITIGROUP INCCOM NEW172967424519599690SHSOLE 9969000CITRIX SYS INCCOM1773761004116501SHSOLE 650100CLOROX CO DELCOM1890541094424762SHSOLE 476200CME GROUP INCCOM12572Q10515017191394SHSOLE 19139400CMS ENERGY CORPCOM12589610031911898SHSOLE 1189800CMS ENERGY CORPNOTE 5.500% 6/1125896BD11382700000PRNSOLE 70000000COACH INCCOM1897541044668306SHSOLE 830600COCA COLA COCOM19121610020782503086SHSOLE 50308600COCA COLA ENTERPRISES INC NECOM19122T1093277419SHSOLE 741900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102105610453SHSOLE 1045300COHEN & STEERS INFRASTRUCTURCOM19248A1092250109215SHSOLE 10921500COHEN & STEERS QUALITY RLTYCOM19247L10610511100SHSOLE 1110000COLGATE PALMOLIVE COCOM19416210316705256173SHSOLE 25617300COMCAST CORP NEWCL A20030N101486093519SHSOLE 9351900COMERICA INCCOM2003401072515272SHSOLE 527200COMPUTER SCIENCES CORPCOM2053631042905190SHSOLE 519000CONAGRA FOODS INCCOM20588710240712086SHSOLE 1208600CONOCOPHILLIPSCOM20825C104373252828SHSOLE 5282800CONSOL ENERGY INCCOM20854P1092496545SHSOLE 654500CONSOLIDATED EDISON INCCOM2091151044818708SHSOLE 870800CONSTELLATION BRANDS INCCL A21036P1082233165SHSOLE 316500CORNING INCCOM21935010516189908466SHSOLE 90846600COSTCO WHSL CORP NEWCOM22160K105200716863SHSOLE 1686300COVIDIEN PLCSHSG2554F113102815094SHSOLE 1509400CROWN CASTLE INTL CORPCOM2282271045797890SHSOLE 789000CSX CORPCOM12640810386930203SHSOLE 3020300CUMMINS INCCOM2310211069316603SHSOLE 660300CVS CAREMARK CORPORATIONCOM126650100438261232SHSOLE 6123200D R HORTON INCCOM23331A1091757852SHSOLE 785200D R HORTON INCNOTE 2.000% 5/123331ABB41033600000PRNSOLE 60000000DANAHER CORP DELCOM235851102395151178SHSOLE 5117800DARDEN RESTAURANTS INCCOM2371941052093850SHSOLE 385000DAVITA HEALTHCARE PARTNERS ICOM23918K1084196618SHSOLE 661800DEERE & COCOM244199105260428507SHSOLE 2850700DELPHI AUTOMOTIVE PLCSHSG278231064247050SHSOLE 705000DELTA AIR LINES INC DELCOM NEW2473617022609460SHSOLE 946000DENBURY RES INCCOM NEW24791620817610682SHSOLE 1068200DENTSPLY INTL INC NEWCOM2490301072014154SHSOLE 415400DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX111721050000PRNSOLE 105000000DEVON ENERGY CORP NEWCOM25179M10366410728SHSOLE 1072800DIAGEO P L CSPON ADR NEW25243Q2052652000SHSOLE 200000DIAMOND OFFSHORE DRILLING INCOM25271C1022855001SHSOLE 500100DIRECTVCOM25490A309136619773SHSOLE 1977300DISCOVER FINL SVCSCOM25470910881314527SHSOLE 1452700DISCOVERY COMMUNICATNS NEWCOM SER A25470F1046537219SHSOLE 721900DISNEY WALT COCOM DISNEY254687106474262072SHSOLE 6207200DOLLAR GEN CORP NEWCOM2566771054257050SHSOLE 705000DOLLAR TREE INCCOM2567461082835010SHSOLE 501000DOMINION RES INC VA NEWCOM25746U109122718964SHSOLE 1896400DOVER CORPCOM2600031085095273SHSOLE 527300DOW CHEM COCOM26054310318217410295SHSOLE 41029500DR PEPPER SNAPPLE GROUP INCCOM26138E1092966076SHSOLE 607600DTE ENERGY COCOM2333311074516800SHSOLE 680000DU PONT E I DE NEMOURS & COCOM26353410917344266947SHSOLE 26694700DUKE ENERGY CORP NEWCOM NEW26441C204154222346SHSOLE 2234600E M C CORP MASSCOM268648102225889782SHSOLE 8978200E TRADE FINANCIAL CORPCOM NEW26924640124412447SHSOLE 1244700EASTMAN CHEM COCOM2774321003744630SHSOLE 463000EATON CORP PLCSHSG29183103101813373SHSOLE 1337300EATON VANCE LTD DUR INCOME FCOM27828H10549132079SHSOLE 3207900EBAY INCCOM278642103220540176SHSOLE 4017600ECOLAB INCCOM2788651008127786SHSOLE 778600EDISON INTLCOM2810201074439577SHSOLE 957700EMERSON ELEC COCOM29101110419268274555SHSOLE 27455500ENDO HEALTH SOLUTIONS INCNOTE 1.750% 4/129264FAB21215525000PRNSOLE 52500000ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1003804645SHSOLE 464500ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1094267438SHSOLE 743800ENSCO PLCSHS CLASS AG3157S1063435990SHSOLE 599000ENTERGY CORP NEWCOM29364G1034226673SHSOLE 667300ENTERPRISE PRODS PARTNERS LCOM2937921076329536SHSOLE 953600EOG RES INCCOM26875P10113558076SHSOLE 807600EQT CORPCOM26884L1094064527SHSOLE 452700EQUIFAX INCCOM2944291052473573SHSOLE 357300EQUITY RESIDENTIALSH BEN INT29476L10769413384SHSOLE 1338400EXELON CORPCOM30161N101102737501SHSOLE 3750100EXPEDITORS INTL WASH INCCOM3021301092605871SHSOLE 587100EXPRESS SCRIPTS HLDG COCOM30219G108213930459SHSOLE 3045900EXXON MOBIL CORPCOM30231G10232339319559SHSOLE 31955900F M C CORPCOM NEW3024913033084080SHSOLE 408000F5 NETWORKS INCCOM3156161022082293SHSOLE 229300FACEBOOK INCCL A30303M1025269630SHSOLE 963000FAMILY DLR STORES INCCOM3070001092083203SHSOLE 320300FASTENAL COCOM3119001043797972SHSOLE 797200FEDERAL REALTY INVT TRSH BEN INT NEW3137472064144078SHSOLE 407800FEDEX CORPCOM31428X10612938995SHSOLE 899500FIDELITY NATL INFORMATION SVCOM31620M1064308018SHSOLE 801800FIFTH THIRD BANCORPCOM316773100133063260SHSOLE 6326000FIRSTENERGY CORPCOM33793210780124285SHSOLE 2428500FISERV INCCOM3377381085839874SHSOLE 987400FLOWSERVE CORPCOM34354P1053985046SHSOLE 504600FLUOR CORP NEWCOM3434121024004980SHSOLE 498000FMC TECHNOLOGIES INCCOM30249U1013707084SHSOLE 708400FORD MTR CO DELCOM PAR $0.013453708601827118382SHSOLE 11838200FOREST LABS INCCOM3458381064206992SHSOLE 699200FRANKLIN RES INCCOM35461310172412535SHSOLE 1253500FREEPORT-MCMORAN COPPER & GOCOM35671D857115730650SHSOLE 3065000FRONTIER COMMUNICATIONS CORPCOM35906A10813729380SHSOLE 2938000GANNETT INCCOM36473010132711054SHSOLE 1105400GAP INC DELCOM3647601083488901SHSOLE 890100GENERAL DYNAMICS CORPCOM36955010816644174189SHSOLE 17418900GENERAL ELECTRIC COCOM3696041038865316267SHSOLE 31626700GENERAL MLS INCCOM37033410415875318069SHSOLE 31806900GENERAL MTRS COCOM37045V10059014440SHSOLE 1444000GENUINE PARTS COCOM3724601053784544SHSOLE 454400GENWORTH FINL INCCOM CL A37247D10630319481SHSOLE 1948100GILEAD SCIENCES INCCOM375558103343445696SHSOLE 4569600GILEAD SCIENCES INCNOTE 1.000% 5/0375558AN339971200000PRNSOLE 120000000GOLDCORP INC NEWNOTE 2.000% 8/0380956AB868296800000PRNSOLE 680000000GOLDMAN SACHS GROUP INCCOM38141G104376621245SHSOLE 2124500GOODYEAR TIRE & RUBR COCOM38255010132713714SHSOLE 1371400GOOGLE INCCL A38259P508109859802SHSOLE 980200GRAHAM HLDGS COCOM384637104462696SHSOLE 69600GRAINGER W W INCCOM3848021045071984SHSOLE 198400GREAT PLAINS ENERGY INCCOM391164100216489286SHSOLE 8928600GUGGENHEIM BLD AMR BDS MANGCOM40166410764432487SHSOLE 3248700HALLIBURTON COCOM406216101131625923SHSOLE 2592300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10040622300SHSOLE 2230000HARLEY DAVIDSON INCCOM4128221084576606SHSOLE 660600HARRIS CORP DELCOM4138751052713885SHSOLE 388500HARTFORD FINL SVCS GROUP INCCOM41651510456715660SHSOLE 1566000HCP INCCOM40414L10953014586SHSOLE 1458600HEALTH CARE REIT INCCOM42217K10664612050SHSOLE 1205000HEALTH CARE REIT INCPFD PER CON I42217K601120523500SHSOLE 2350000HELMERICH & PAYNE INCCOM4234521012603098SHSOLE 309800HERSHEY COCOM4278661085916080SHSOLE 608000HESS CORPCOM42809H10784810217SHSOLE 1021700HEWLETT PACKARD COCOM428236103185866395SHSOLE 6639500HOME DEPOT INCCOM437076102363244115SHSOLE 4411500HONEYWELL INTL INCCOM43851610618772205451SHSOLE 20545100HOSPIRA INCCOM4410601003277929SHSOLE 792900HOST HOTELS & RESORTS INCCOM44107P10447124208SHSOLE 2420800HSBC HLDGS PLCADR A 1/40PF A4042806044940200000SHSOLE 20000000HUDSON CITY BANCORPCOM44368310715316223SHSOLE 1622300HUMANA INCCOM4448591025004843SHSOLE 484300HUNTINGTON BANCSHARES INCCOM44615010423324156SHSOLE 2415600ILLINOIS TOOL WKS INCCOM45230810917020202425SHSOLE 20242500INGERSOLL-RAND PLCSHSG477911015218461SHSOLE 846100INTEGRYS ENERGY GROUP INCCOM45822P105128523614SHSOLE 2361400INTEL CORPCOM45814010022736875806SHSOLE 87580600INTEL 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ETF464287655641455627SHSOLE 5562700JACOBS ENGR GROUP INC DELCOM4698141072764378SHSOLE 437800JANUS CAP GROUP INCCOM47102X105231832SHSOLE 183200JANUS CAP GROUP INCNOTE 3.250% 7/147102XAG016891625000PRNSOLE 162500000JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG740163750000PRNSOLE 375000000JOHNSON & JOHNSONCOM47816010423506256644SHSOLE 25664400JOHNSON CTLS INCCOM478366107182535576SHSOLE 3557600JPMORGAN CHASE & COCOM46625H1007939135756SHSOLE 13575600JUNIPER NETWORKS INCCOM48203R10433414817SHSOLE 1481700KANSAS CITY SOUTHERNCOM NEW4851703022241810SHSOLE 181000KELLOGG COCOM4878361084657609SHSOLE 760900KEYCORP NEWCOM4932671083699275637SHSOLE 27563700KEYCORP NEWPFD 7.75% SR A493267405141911000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810315911152320SHSOLE 15232000KIMCO RLTY CORPCOM49446R10927914146SHSOLE 1414600KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501065877282SHSOLE 728200KINDER MORGAN INC DEL*W EXP 05/25/20149456B11971730SHSOLE 173000KINDER MORGAN INC DELCOM49456B10162917483SHSOLE 1748300KLA-TENCOR CORPCOM4824801003815912SHSOLE 591200KOHLS CORPCOM5002551044698270SHSOLE 827000KRAFT FOODS GROUP INCCOM50076Q10616133299195SHSOLE 29919500KROGER COCOM50104410161915655SHSOLE 1565500L BRANDS INCCOM5017971044547343SHSOLE 734300L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW712631050000PRNSOLE 105000000L-3 COMMUNICATIONS HLDGS INCCOM5024241043593361SHSOLE 336100LABORATORY CORP AMER HLDGSCOM NEW50540R4092572811SHSOLE 281100LAM RESEARCH CORPCOM5128071082424449SHSOLE 444900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ7171150000PRNSOLE 15000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2792650000PRNSOLE 65000000LAUDER ESTEE COS INCCL A5184391045467246SHSOLE 724600LEUCADIA NATL CORPCOM5272881042227830SHSOLE 783000LIFE TECHNOLOGIES CORPCOM53217V1094666152SHSOLE 615200LILLY ELI & COCOM53245710816607325627SHSOLE 32562700LINCOLN NATL CORP INDCOM5341871093997737SHSOLE 773700LINEAR TECHNOLOGY CORPCOM5356781063607894SHSOLE 789400LOCKHEED MARTIN CORPCOM53983010917137115276SHSOLE 11527600LOEWS CORPCOM54042410850010372SHSOLE 1037200LORILLARD INCCOM5441471014218311SHSOLE 831100LOWES COS INCCOM548661107162632821SHSOLE 3282100LSI CORPORATIONCOM50216110217515908SHSOLE 1590800LYONDELLBASELL INDUSTRIES NSHS - A -N537451007909840SHSOLE 984000M & T BK CORPCOM55261F1044393771SHSOLE 377100MACYS INCCOM55616P10460911396SHSOLE 1139600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801062403795SHSOLE 379500MARATHON OIL CORPCOM56584910672520542SHSOLE 2054200MARATHON PETE CORPCOM56585A1029159975SHSOLE 997500MARRIOTT INTL INC NEWCL A5719032023517118SHSOLE 711800MARSH & MCLENNAN COS INCCOM57174810278216179SHSOLE 1617900MASCO CORPCOM57459910622910041SHSOLE 1004100MASTERCARD INCCL A57636Q10429153489SHSOLE 348900MATTEL INCCOM57708110215883333813SHSOLE 33381300MCCORMICK & CO INCCOM NON VTG5797802062703913SHSOLE 391300MCDONALDS CORPCOM58013510118153187087SHSOLE 18708700MCGRAW HILL FINL INCCOM58064510979310135SHSOLE 1013500MCKESSON CORPCOM58155Q10314018682SHSOLE 868200MEAD JOHNSON NUTRITION COCOM5828391068119687SHSOLE 968700MEDTRONIC INCCOM585055106201435086SHSOLE 3508600MERCK & CO INC NEWCOM58933Y10524079481103SHSOLE 48110300METLIFE INCCOM59156R1087525139562SHSOLE 13956200METLIFE INCUNIT 99/99/999959156R1166321200400SHSOLE 20040000MICROCHIP TECHNOLOGY INCCOM5950171042485535SHSOLE 553500MICRON TECHNOLOGY INCCOM59511210372533314SHSOLE 3331400MICROSOFT CORPCOM59491810423499627823SHSOLE 62782300MOLYCORP INC DELPFD CONV SER A60875320818415000SHSOLE 1500000MONDELEZ INTL INCCL A609207105210059481SHSOLE 5948100MONSANTO CO NEWCOM61166W101338429038SHSOLE 2903800MONSTER BEVERAGE CORPCOM6117401012493670SHSOLE 367000MOODYS CORPCOM6153691054485711SHSOLE 571100MORGAN STANLEYCOM NEW617446448128240877SHSOLE 4087700MOSAIC CO NEWCOM61945C1032805930SHSOLE 593000MOTOROLA SOLUTIONS INCCOM NEW6200763076599769SHSOLE 976900MURPHY OIL CORPCOM6267171023475349SHSOLE 534900MYLAN INCCOM62853010749211341SHSOLE 1134100NATIONAL OILWELL VARCO INCCOM637071101101812806SHSOLE 1280600NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825036200000SHSOLE 20000000NETAPP INCCOM64110D10441610107SHSOLE 1010700NETFLIX INCCOM64110L1067382005SHSOLE 200500NEWELL RUBBERMAID INCCOM6512291062618056SHSOLE 805600NEWMONT MINING CORPCOM65163910631113523SHSOLE 1352300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ520482000000PRNSOLE 200000000NEWS CORP NEWCL A65249B10926714839SHSOLE 1483900NEXTERA ENERGY INCCOM65339F1018758102295SHSOLE 10229500NEXTERA ENERGY INCUNIT 99/99/999965339F8618278165000SHSOLE 16500000NIKE INCCL B654106103293537326SHSOLE 3732600NISOURCE INCCOM65473P1052878724SHSOLE 872400NOBLE CORP PLCSHS USDG654311012677134SHSOLE 713400NOBLE ENERGY INCCOM65504410575911148SHSOLE 1114800NORDSTROM INCCOM6556641002764474SHSOLE 447400NORFOLK SOUTHERN CORPCOM65584410816413176802SHSOLE 17680200NORTHEAST UTILSCOM6643971063728784SHSOLE 878400NORTHERN TR CORPCOM6658591044907913SHSOLE 791300NORTHROP GRUMMAN CORPCOM666807102130911421SHSOLE 1142100NORTHWESTERN CORPCOM NEW668074305383288467SHSOLE 8846700NOVARTIS A GSPONSORED ADR66987V1092012500SHSOLE 250000NOVELLUS SYS INCNOTE 2.625% 5/1670008AD320051200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750873625641SHSOLE 2564100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF710271050000PRNSOLE 105000000NUCOR CORPCOM67034610516049300647SHSOLE 30064700NUVEEN FLOATING RATE INCOMECOM67072T108102485900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410326420000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810030633900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1058110000SHSOLE 1000000NVIDIA CORPCOM67066G10431619702SHSOLE 1970200O REILLY AUTOMOTIVE INC NEWCOM67103H1074783717SHSOLE 371700OCCIDENTAL PETE CORP DELCOM67459910517576184813SHSOLE 18481300OLD REP INTL CORPNOTE 3.750% 3/1680223AH714231150000PRNSOLE 115000000OMNICARE INCNOTE 3.500% 2/1681904AQ111401125000PRNSOLE 112500000OMNICOM GROUP INCCOM6819191065817806SHSOLE 780600ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH811561050000PRNSOLE 105000000ONEOK INC NEWCOM6826801033806116SHSOLE 611600ONEOK PARTNERS LPUNIT LTD PARTN68268N1032023833SHSOLE 383300ORACLE CORPCOM68389X1054530118396SHSOLE 11839600PACCAR INCCOM69371810874712621SHSOLE 1262100PALL CORPCOM6964293072803284SHSOLE 328400PARKER HANNIFIN CORPCOM701094104137410683SHSOLE 1068300PAYCHEX INCCOM70432610749910963SHSOLE 1096300PENTAIR LTDSHSH6169Q1084355600SHSOLE 560000PEOPLES UNITED FINANCIAL INCCOM71270410517211365SHSOLE 1136500PEPSICO INCCOM71344810819188231349SHSOLE 23134900PFIZER INCCOM71708110323117754708SHSOLE 75470800PG&E CORPCOM69331C10849812363SHSOLE 1236300PHILIP MORRIS INTL INCCOM718172109400245929SHSOLE 4592900PHILLIPS 66COM718546104203626399SHSOLE 2639900PIMCO INCOME STRATEGY FUND ICOM72201J10489990399SHSOLE 9039900PIONEER NAT RES COCOM7237871077614133SHSOLE 413300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031052975739SHSOLE 573900PLUM CREEK TIMBER CO INCCOM7292511084269165SHSOLE 916500PNC FINL SVCS GROUP INCCOM693475105122215751SHSOLE 1575100POPULAR INCCOM NEW733174700156954600SHSOLE 5460000POTASH CORP SASK INCCOM73755L107189257400SHSOLE 5740000PPG INDS INCCOM69350610716678791SHSOLE 879100PPL CORPCOM69351T10661720491SHSOLE 2049100PRAXAIR INCCOM74005P104134310326SHSOLE 1032600PRECISION CASTPARTS CORPCOM74018910512624686SHSOLE 468600PRICE T ROWE GROUP INCCOM74144T1086507763SHSOLE 776300PRICELINE COM INCCOM NEW74150340319881710SHSOLE 171000PRICELINE COM INCDEBT 1.000% 3/1741503AQ922141600000PRNSOLE 160000000PRINCIPAL FINL GROUP INCCOM74251V1024038182SHSOLE 818200PROCTER & GAMBLE COCOM74271810922542276896SHSOLE 27689600PROGRESSIVE CORP OHIOCOM74331510345016497SHSOLE 1649700PROLOGISNOTE 3.250% 3/174340XAT812291100000PRNSOLE 110000000PROLOGIS INCCOM74340W10369018685SHSOLE 1868500PRUDENTIAL FINL INCCOM744320102128713959SHSOLE 1395900PUBLIC STORAGECOM74460D10910046673SHSOLE 667300PUBLIC SVC ENTERPRISE GROUPCOM74457310645914321SHSOLE 1432100PVH CORPCOM6936561002651950SHSOLE 195000QUALCOMM INCCOM747525103486765546SHSOLE 6554600QUEST DIAGNOSTICS INCCOM74834L10060511293SHSOLE 1129300RALPH LAUREN CORPCL A7512121013642059SHSOLE 205900RANGE RES CORPCOM75281A1094144908SHSOLE 490800RAYTHEON COCOM NEW75511150716301179720SHSOLE 17972000RED HAT INCCOM7565771023155619SHSOLE 561900REGENCY CTRS CORPCOM7588491032325000SHSOLE 500000REGENERON PHARMACEUTICALSCOM75886F1073801380SHSOLE 138000REGIONS FINL CORP NEWCOM7591EP10040140540SHSOLE 4054000REPUBLIC SVCS INCCOM7607591003319971SHSOLE 997100RESOLUTE FST PRODS INCCOM76117W109142388796SHSOLE 8879600REYNOLDS AMERICAN INCCOM76171310612354247122SHSOLE 24712200ROCKWELL AUTOMATION INCCOM7739031095844945SHSOLE 494500ROCKWELL COLLINS INCCOM7743411013574823SHSOLE 482300ROPER INDS INC NEWCOM7766961064343128SHSOLE 312800ROSS STORES INCCOM7782961035096796SHSOLE 679600RPM INTL INCNOTE 2.250%12/1749685AT012131100000PRNSOLE 110000000SAFEWAY INCCOM NEW7865142082367249SHSOLE 724900SALESFORCE COM INCCOM79466L30289416198SHSOLE 1619800SANDISK CORPCOM80004C1014957024SHSOLE 702400SCHLUMBERGER LTDCOM806857108421146728SHSOLE 4672800SCHWAB CHARLES CORP NEWCOM80851310582131586SHSOLE 3158600SCRIPPS NETWORKS INTERACT INCL A COM8110651012552948SHSOLE 294800SEACOR HOLDINGS INCCOM81190410153582SHSOLE 58200SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM3854700000PRNSOLE 70000000SEAGATE TECHNOLOGY PLCSHSG7945M1074598170SHSOLE 817000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88666417500SHSOLE 1750000SEMPRA ENERGYCOM8168511096106801SHSOLE 680100SHERWIN WILLIAMS COCOM8243481065322897SHSOLE 289700SIGMA ALDRICH CORPCOM8265521015215540SHSOLE 554000SIMON PPTY GROUP INC NEWCOM828806109192612655SHSOLE 1265500SLM CORPCOM78442P10634313041SHSOLE 1304100SMUCKER J M COCOM NEW8326964053493372SHSOLE 337200SOUTHERN COCOM842587107105725701SHSOLE 2570100SOUTHWEST AIRLS COCOM84474110839721070SHSOLE 2107000SOUTHWESTERN ENERGY COCOM8454671093939993SHSOLE 999300SPDR GOLD TRUSTGOLD SHS78463V1072792400SHSOLE 240000SPDR S&P 500 ETF TRTR UNIT78462F1031475379889SHSOLE 7988900SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10727313111845SHSOLE 11184500SPDR SERIES TRUSTS&P DIVID ETF78464A763353448665SHSOLE 4866500SPECTRA ENERGY CORPCOM84756010968619255SHSOLE 1925500SPRINT CORPCOM SER 185207U10516215043SHSOLE 1504300ST JUDE MED INCCOM7908491035338603SHSOLE 860300STANLEY BLACK & DECKER INCCOM8545021014125112SHSOLE 511200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502309217217500SHSOLE 1750000STAPLES INCCOM85503010282051625SHSOLE 5162500STARBUCKS CORPCOM855244109247331548SHSOLE 3154800STARWOOD HOTELS&RESORTS WRLDCOM85590A4014575755SHSOLE 575500STATE STR CORPCOM857477103100513688SHSOLE 1368800STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP5824700000PRNSOLE 70000000STERICYCLE INCCOM8589121083142702SHSOLE 270200STRYKER CORPCOM863667101128217057SHSOLE 1705700SUNTRUST BKS INCCOM86791410367018199SHSOLE 1819900SUPERVALU INCCOM86853610311315559SHSOLE 1555900SYMANTEC CORPCOM87150310848220456SHSOLE 2045600SYSCO CORPCOM87182910716367453386SHSOLE 45338600TARGET CORPCOM87612E10616176255674SHSOLE 25567400TE CONNECTIVITY LTDREG SHSH8498910458110540SHSOLE 1054000TERADATA CORP DELCOM88076W1032224876SHSOLE 487600TESORO CORPCOM8816091012313950SHSOLE 395000TEXAS INSTRS INCCOM88250810416952386052SHSOLE 38605200TEXTRON INCCOM8832031012907899SHSOLE 789900THE ADT CORPORATIONCOM00101J1062616454SHSOLE 645400THERMO FISHER SCIENTIFIC INCCOM883556102138812468SHSOLE 1246800TIFFANY & CO NEWCOM8865471083283537SHSOLE 353700TIME WARNER CABLE INCCOM88732J207135610007SHSOLE 1000700TIME WARNER INCCOM NEW887317303251036001SHSOLE 3600100TJX COS INC NEWCOM872540109166226074SHSOLE 2607400TORCHMARK CORPCOM8910271042332987SHSOLE 298700TRAVELERS COMPANIES INCCOM89417E109150616630SHSOLE 1663000TRINITY INDS INCNOTE 3.875% 6/0896522AF61255950000PRNSOLE 95000000TRIPADVISOR INCCOM8969452012633170SHSOLE 317000TWENTY FIRST CENTY FOX INCCL A90130A101210459817SHSOLE 5981700TYCO INTERNATIONAL LTDSHSH8912810456113679SHSOLE 1367900TYSON FOODS INCCL A9024941032677982SHSOLE 798200UNION PAC CORPCOM907818108379322575SHSOLE 2257500UNITED PARCEL SERVICE INCCL B91131210617597167462SHSOLE 16746200UNITED TECHNOLOGIES CORPCOM91301710919284169457SHSOLE 16945700UNITED TECHNOLOGIES CORPUNIT 99/99/9999913017117288043990SHSOLE 4399000UNITEDHEALTH GROUP INCCOM91324P102320442545SHSOLE 4254500UNUM GROUPCOM91529Y1062787930SHSOLE 793000US BANCORP DELCOM NEW902973304336183183SHSOLE 8318300V F CORPCOM91820410873911852SHSOLE 1185200VALE S AADR REPSTG PFD91912E2044147295982SHSOLE 29598200VALERO ENERGY CORP NEWCOM91913Y10080415960SHSOLE 1596000VANGUARD INDEX FDSREIT ETF9229085532814357SHSOLE 435700VARIAN MED SYS INCCOM92220P1053043911SHSOLE 391100VENTAS INCCOM92276F1005189045SHSOLE 904500VERISIGN INCCOM92343E1022554264SHSOLE 426400VERIZON COMMUNICATIONS INCCOM92343V10420254412166SHSOLE 41216600VIACOM INC NEWCL B92553P201147116847SHSOLE 1684700VISA INCCOM CL A92826C839343515425SHSOLE 1542500VORNADO RLTY TRSH BEN INT9290421095396070SHSOLE 607000VULCAN MATLS COCOM9291601092273819SHSOLE 381900WALGREEN COCOM931422109147725717SHSOLE 2571700WAL-MART STORES INCCOM93114210318407233924SHSOLE 23392400WASTE MGMT INC DELCOM94106L10977017159SHSOLE 1715900WATERS CORPCOM9418481032752754SHSOLE 275400WELLPOINT INCCOM94973V107207822496SHSOLE 2249600WELLPOINT INCNOTE 2.750%10/194973VBG125741900000PRNSOLE 190000000WELLS FARGO & CO NEWCOM9497461018065177643SHSOLE 17764300WELLS FARGO & CO NEWPERP PFD CNV A94974680416021450SHSOLE 145000WESTERN DIGITAL CORPCOM9581021056357564SHSOLE 756400WESTERN UN COCOM95980210926515381SHSOLE 1538100WEYERHAEUSER COCOM96216610466821153SHSOLE 2115300WHIRLPOOL CORPCOM9633201068015106SHSOLE 510600WHITEWAVE FOODS COCOM CL A9662441052189504SHSOLE 950400WHOLE FOODS MKT INCCOM96683710660610480SHSOLE 1048000WILLIAMS COS INC DELCOM96945710075319511SHSOLE 1951100WILLIAMS PARTNERS L PCOM UNIT L P96950F1043707270SHSOLE 727000WINDSTREAM HLDGS INCCOM97382A10112315404SHSOLE 1540400WISCONSIN ENERGY CORPCOM9766571062576218SHSOLE 621800WOODWARD INCCOM9807451032746000SHSOLE 600000WYNDHAM WORLDWIDE CORPCOM98310W1083154273SHSOLE 427300WYNN RESORTS LTDCOM9831341075032588SHSOLE 258800XCEL ENERGY INCCOM98389B10039614167SHSOLE 1416700XEROX CORPCOM98412110364452898SHSOLE 5289800XILINX INCCOM9839191014078859SHSOLE 885900XILINX INCNOTE 2.625% 6/1983919AF81117700000PRNSOLE 70000000XILINX INCSDCV 3.125% 3/1983919AD3950600000PRNSOLE 60000000XL GROUP PLCSHSG982901022658337SHSOLE 833700XYLEM INCCOM98419M1002065968SHSOLE 596800YAHOO INCCOM984332106119129454SHSOLE 2945400YUM BRANDS INCCOM988498101284837665SHSOLE 3766500ZIMMER HLDGS INCCOM98956P1024995359SHSOLE 535900ZOETIS INCCL A98978V1032567840SHSOLE 784000