0001085146-14-000908.txt : 20140425 0001085146-14-000908.hdr.sgml : 20140425 20140425065419 ACCESSION NUMBER: 0001085146-14-000908 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140425 DATE AS OF CHANGE: 20140425 EFFECTIVENESS DATE: 20140425 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: 14782984 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 03-31-2014 03-31-2014 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 04-23-2014 0 570 1703064 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10119447143353SHSOLE 14335300ABBOTT LABSCOM00282410017496454326SHSOLE 45432600ABBVIE INCCOM00287Y10919147372508SHSOLE 37250800ACCENTURE PLC IRELANDSHS CLASS AG1151C101138117320SHSOLE 1732000ACE LTDSHSH0023R105106910790SHSOLE 1079000ACTAVIS PLCSHSG0083B10810305005SHSOLE 500500ADOBE SYS INCCOM00724F10197514827SHSOLE 1482700AES CORPCOM00130H10527319151SHSOLE 1915100AETNA INC NEWCOM00817Y10887911720SHSOLE 1172000AFLAC INCCOM001055102130920768SHSOLE 2076800AGILENT TECHNOLOGIES INCCOM00846U10168812306SHSOLE 1230600AIR PRODS & CHEMS INCCOM009158106147912421SHSOLE 1242100AIRGAS INCCOM0093631022562405SHSOLE 240500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD01850950000PRNSOLE 95000000AK STL HLDG CORPCOM0015471087410250SHSOLE 1025000AKAMAI TECHNOLOGIES INCCOM00971T1013195484SHSOLE 548400ALCOA INCCOM01381710147236707SHSOLE 3670700ALEXION PHARMACEUTICALS INCCOM0153511098385510SHSOLE 551000ALLEGHENY TECHNOLOGIES INCCOM01741R1021153048SHSOLE 304800ALLEGHENY TECHNOLOGIES INCNOTE 4.250% 6/001741RAD417331700000PRNSOLE 170000000ALLERGAN INCCOM018490102140611329SHSOLE 1132900ALLIANCE DATA SYSTEMS CORPCOM0185811082921070SHSOLE 107000ALLIANT TECHSYSTEMS INCNOTE 3.000% 8/1018804AK01283700000PRNSOLE 70000000ALLSTATE CORPCOM02000210182314550SHSOLE 1455000ALTERA CORPCOM02144110041011309SHSOLE 1130900ALTRIA GROUP INCCOM02209S10314798395355SHSOLE 39535500ALZA CORPSDCV 7/202261WAB519571450000PRNSOLE 145000000AMAZON COM INCCOM023135106391211624SHSOLE 1162400AMEREN CORPCOM0236081022997255SHSOLE 725500AMERICAN ELEC PWR INCCOM02553710176215038SHSOLE 1503800AMERICAN EXPRESS COCOM025816109395943971SHSOLE 4397100AMERICAN INTL GROUP INC*W EXP 01/19/20202687415601SHSOLE 100AMERICAN INTL GROUP INCCOM NEW026874784201640315SHSOLE 4031500AMERICAN TOWER CORP NEWCOM03027X100118614487SHSOLE 1448700AMERIPRISE FINL INCCOM03076C10610809815SHSOLE 981500AMERISOURCEBERGEN CORPCOM03073E1054777270SHSOLE 727000AMETEK INC NEWCOM0311001002655150SHSOLE 515000AMGEN INCCOM031162100331626882SHSOLE 2688200AMPHENOL CORP NEWCL A0320951015465958SHSOLE 595800ANADARKO PETE CORPCOM032511107206924411SHSOLE 2441100ANALOG DEVICES INCCOM03265410516648313286SHSOLE 31328600ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282062091122448SHSOLE 12244800ANIXTER INTL INCCOM0352901052752712SHSOLE 271200ANNALY CAP MGMT INCCOM03571040951647071SHSOLE 4707100AON PLCSHS CL AG0408V102105912563SHSOLE 1256300APACHE CORPCOM03741110514836178857SHSOLE 17885700APOLLO ED GROUP INCCL A0376041052025893SHSOLE 589300APPLE INCCOM0378331002474046093SHSOLE 4609300APPLIED MATLS INCCOM03822210582540425SHSOLE 4042500ARCHER DANIELS MIDLAND COCOM03948310220706477214SHSOLE 47721400AT&T INCCOM00206R10228927824849SHSOLE 82484900AUTODESK INCCOM0527691063446996SHSOLE 699600AUTOMATIC DATA PROCESSING INCOM05301510316769217052SHSOLE 21705200AUTOZONE INCCOM0533321028371559SHSOLE 155900AVALONBAY CMNTYS INCCOM0534841016304800SHSOLE 480000AVON PRODS INCCOM05430310229620229SHSOLE 2022900BAKER HUGHES INCCOM05722410792014150SHSOLE 1415000BALL CORPCOM0584981062614754SHSOLE 475400BANK NEW YORK MELLON CORPCOM064058100157944730SHSOLE 4473000BANK OF AMERICA CORPORATION7.25%CNV PFD L06050568214871300SHSOLE 130000BANK OF AMERICA CORPORATIONCOM0605051047134414796SHSOLE 41479600BARD C R INCCOM0673831095113452SHSOLE 345200BARNES GROUP INCCOM067806109481241SHSOLE 124100BARNES GROUP INCNOTE 3.375% 3/1067806AD1952700000PRNSOLE 70000000BAXTER INTL INCCOM07181310917808242018SHSOLE 24201800BB&T CORPCOM054937107101325213SHSOLE 2521300BEAM INCCOM0737301033684412SHSOLE 441200BECTON DICKINSON & COCOM0758871098497254SHSOLE 725400BED BATH & BEYOND INCCOM0758961005908579SHSOLE 857900BERKSHIRE HATHAWAY INC DELCL A0846701083752SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702704656379SHSOLE 5637900BEST BUY INCCOM08651610138114427SHSOLE 1442700BIOGEN IDEC INCCOM09062X10327829096SHSOLE 909600BLACKROCK BUILD AMER BD TRSHS09248X10068733958SHSOLE 3395800BLACKROCK ENERGY & RES TRCOM09250U10124810250SHSOLE 1025000BLACKROCK ENHANCED EQT DIV TCOM09251A1042098264180SHSOLE 26418000BLACKROCK FLOATING RATE INCOCOM091941104116481772SHSOLE 8177200BLACKROCK INCCOM09247X10111673710SHSOLE 371000BLACKROCK MUNICIPL INC QLTYCOM09247910422616700SHSOLE 1670000BLACKROCK MUNIVEST FD INCCOM09253R10537739650SHSOLE 3965000BLACKROCK MUNIYIELD QLTY FDCOM09254E10319014000SHSOLE 1400000BLOCK H & R INCCOM0936711052608610SHSOLE 861000BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710425318832SHSOLE 1883200BOEING COCOM09702310518420146787SHSOLE 14678700BORGWARNER INCCOM0997241063876290SHSOLE 629000BOSTON PROPERTIES INCCOM1011211016345536SHSOLE 553600BOSTON SCIENTIFIC CORPCOM10113710757042192SHSOLE 4219200BRISTOL MYERS SQUIBB COCOM110122108371671536SHSOLE 7153600BRISTOW GROUP INCCOM11039410372947SHSOLE 94700BRISTOW GROUP INCNOTE 3.000% 6/1110394AC7863700000PRNSOLE 70000000BROADCOM CORPCL A11132010757518280SHSOLE 1828000BROWN FORMAN CORPCL B1156372093233597SHSOLE 359700BUCKEYE PARTNERS L PUNIT LTD PARTN1182301017129484SHSOLE 948400C H ROBINSON WORLDWIDE INCCOM NEW12541W2092594941SHSOLE 494100CA INCCOM12673P10537812213SHSOLE 1221300CABOT OIL & GAS CORPCOM12709710391827104SHSOLE 2710400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251012200197858SHSOLE 19785800CAMERON INTERNATIONAL CORPCOM13342B1054557372SHSOLE 737200CAMPBELL SOUP COCOM1344291092695997SHSOLE 599700CAPITAL ONE FINL CORPCOM14040H105151119579SHSOLE 1957900CARDINAL HEALTH INCCOM14149Y10873710530SHSOLE 1053000CAREFUSION CORPCOM14170T1012586405SHSOLE 640500CARMAX INCCOM1431301023236899SHSOLE 689900CARNIVAL CORPPAIRED CTF14365830050813424SHSOLE 1342400CATERPILLAR INC DELCOM149123101237323877SHSOLE 2387700CBRE CLARION GLOBAL REAL ESTCOM12504G10018221838SHSOLE 2183800CBRE GROUP INCCL A12504L1092539223SHSOLE 922300CBS CORP NEWCL B124857202132821481SHSOLE 2148100CELGENE CORPCOM151020104185713300SHSOLE 1330000CENTERPOINT ENERGY INCCOM15189T10730913052SHSOLE 1305200CENTURYLINK INCCOM15670010669421145SHSOLE 2114500CERNER CORPCOM1567821045339484SHSOLE 948400CF INDS HLDGS INCCOM1252691005532123SHSOLE 212300CHESAPEAKE ENERGY CORPCOM16516710738715094SHSOLE 1509400CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ9307300000PRNSOLE 30000000CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6782750000PRNSOLE 75000000CHEVRON CORP NEWCOM16676410024654207333SHSOLE 20733300CHIPOTLE MEXICAN GRILL INCCOM1696561055741010SHSOLE 101000CHUBB CORPCOM171232101235626388SHSOLE 2638800CIGNA CORPORATIONCOM12550910991810963SHSOLE 1096300CINCINNATI FINL CORPCOM1720621012214551SHSOLE 455100CISCO SYS INCCOM17275R1026089271701SHSOLE 27170100CIT GROUP INCCOM NEW125581801235348004SHSOLE 4800400CITIGROUP INCCOM NEW1729674245254110388SHSOLE 11038800CITRIX SYS INCCOM1773761003876741SHSOLE 674100CLOROX CO DELCOM18905410916000181793SHSOLE 18179300CME GROUP INCCOM12572Q10516021216466SHSOLE 21646600CMS ENERGY CORPCOM12589610036012298SHSOLE 1229800CMS ENERGY CORPNOTE 5.500% 6/1125896BD11512700000PRNSOLE 70000000COACH INCCOM1897541044338716SHSOLE 871600COCA COLA COCOM19121610020905540751SHSOLE 54075100COCA COLA ENTERPRISES INC NECOM19122T1094188749SHSOLE 874900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102109921716SHSOLE 2171600COHEN & STEERS INFRASTRUCTURCOM19248A1092454111140SHSOLE 11114000COHEN & STEERS QUALITY RLTYCOM19247L10611711100SHSOLE 1110000COLGATE PALMOLIVE COCOM19416210317870275478SHSOLE 27547800COMCAST CORP NEWCL A20030N101487097359SHSOLE 9735900COMERICA INCCOM2003401073176122SHSOLE 612200COMPUTER SCIENCES CORPCOM2053631043195240SHSOLE 524000CONAGRA FOODS INCCOM20588710240112926SHSOLE 1292600CONOCOPHILLIPSCOM20825C104384254608SHSOLE 5460800CONSOL ENERGY INCCOM20854P1092746865SHSOLE 686500CONSOLIDATED EDISON INCCOM2091151044869058SHSOLE 905800CONSTELLATION BRANDS INCCL A21036P1083113665SHSOLE 366500CORNING INCCOM21935010518539890462SHSOLE 89046200COSTCO WHSL CORP NEWCOM22160K105193717343SHSOLE 1734300COVIDIEN PLCSHSG2554F113115115624SHSOLE 1562400CROWN CASTLE INTL CORPCOM2282271046659010SHSOLE 901000CSX CORPCOM12640810392131793SHSOLE 3179300CUMMINS INCCOM23102110610036733SHSOLE 673300CVS CAREMARK CORPORATIONCOM126650100469562712SHSOLE 6271200D R HORTON INCCOM23331A1091848492SHSOLE 849200D R HORTON INCNOTE 2.000% 5/123331ABB41005600000PRNSOLE 60000000DANAHER CORP DELCOM235851102393352438SHSOLE 5243800DARDEN RESTAURANTS INCCOM2371941052033990SHSOLE 399000DAVITA HEALTHCARE PARTNERS ICOM23918K1084726858SHSOLE 685800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003537038SHSOLE 703800DEERE & COCOM244199105263529017SHSOLE 2901700DELPHI AUTOMOTIVE PLCSHSG278231065127540SHSOLE 754000DELTA AIR LINES INC DELCOM NEW24736170277522370SHSOLE 2237000DENBURY RES INCCOM NEW24791620818311152SHSOLE 1115200DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX116181400000PRNSOLE 140000000DEVON ENERGY CORP NEWCOM25179M10380612038SHSOLE 1203800DIAGEO P L CSPON ADR NEW25243Q2052492000SHSOLE 200000DIAMOND OFFSHORE DRILLING INCOM25271C102130626781SHSOLE 2678100DIRECTVCOM25490A309150819733SHSOLE 1973300DISCOVER FINL SVCSCOM25470910888515217SHSOLE 1521700DISCOVERY COMMUNICATNS NEWCOM SER A25470F1046167449SHSOLE 744900DISNEY WALT COCOM DISNEY254687106502962812SHSOLE 6281200DOLLAR GEN CORP NEWCOM2566771054277700SHSOLE 770000DOLLAR TREE INCCOM2567461082765290SHSOLE 529000DOMINION RES INC VA NEWCOM25746U109140919844SHSOLE 1984400DOVER CORPCOM2600031084595613SHSOLE 561300DOW CHEM COCOM260543103224446173SHSOLE 4617300DR PEPPER SNAPPLE GROUP INCCOM26138E1093987316SHSOLE 731600DTE ENERGY COCOM2333311075487370SHSOLE 737000DU PONT E I DE NEMOURS & COCOM26353410917480260503SHSOLE 26050300DUKE ENERGY CORP NEWCOM NEW26441C204167223476SHSOLE 2347600E M C CORP MASSCOM268648102254092662SHSOLE 9266200E TRADE FINANCIAL CORPCOM NEW26924640129912977SHSOLE 1297700EASTMAN CHEM COCOM2774321004174840SHSOLE 484000EATON CORP PLCSHSG29183103106314153SHSOLE 1415300EATON VANCE LTD DUR INCOME FCOM27828H10564242079SHSOLE 4207900EBAY INCCOM278642103232041996SHSOLE 4199600ECOLAB INCCOM2788651008838176SHSOLE 817600EDISON INTLCOM2810201075659987SHSOLE 998700EDWARDS LIFESCIENCES CORPCOM28176E1082032740SHSOLE 274000EL PASO PIPELINE PARTNERS LCOM UNIT LPI28370210851817059SHSOLE 1705900ELECTRONIC ARTS INCCOM2855121092709311SHSOLE 931100EMERSON ELEC COCOM29101110419498291889SHSOLE 29188900ENBRIDGE ENERGY PARTNERS L PCOM29250R10668524995SHSOLE 2499500ENDO HEALTH SOLUTIONS INCNOTE 1.750% 4/129264FAB21234525000PRNSOLE 52500000ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100201443080SHSOLE 4308000ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R109158229403SHSOLE 2940300ENSCO PLCSHS CLASS AG3157S106139126360SHSOLE 2636000ENTERGY CORP NEWCOM29364G1034586853SHSOLE 685300ENTERPRISE PRODS PARTNERS LCOM293792107301043397SHSOLE 4339700EOG RES INCCOM26875P10116658486SHSOLE 848600EQT CORPCOM26884L1094574717SHSOLE 471700EQUIFAX INCCOM2944291052523703SHSOLE 370300EQUITY RESIDENTIALSH BEN INT29476L10772712545SHSOLE 1254500EXELON CORPCOM30161N101136340601SHSOLE 4060100EXPEDIA INC DELCOM NEW30212P3032233070SHSOLE 307000EXPEDITORS INTL WASH INCCOM3021301092476241SHSOLE 624100EXPRESS SCRIPTS HLDG COCOM30219G108238131711SHSOLE 3171100EXXON MOBIL CORPCOM30231G10231935326939SHSOLE 32693900F M C CORPCOM NEW3024913033234220SHSOLE 422000F5 NETWORKS INCCOM3156161022562403SHSOLE 240300FACEBOOK INCCL A30303M102257242690SHSOLE 4269000FASTENAL COCOM3119001044238582SHSOLE 858200FEDERAL REALTY INVT TRSH BEN INT NEW3137472062612278SHSOLE 227800FEDEX CORPCOM31428X10612489415SHSOLE 941500FIDELITY NATL INFORMATION SVCOM31620M1064498408SHSOLE 840800FIFTH THIRD BANCORPCOM316773100102744760SHSOLE 4476000FIRSTENERGY CORPCOM33793210784624865SHSOLE 2486500FISERV INCCOM3377381085679994SHSOLE 999400FLOWSERVE CORPCOM34354P1054035146SHSOLE 514600FLUOR CORP NEWCOM3434121024055210SHSOLE 521000FMC TECHNOLOGIES INCCOM30249U1013877404SHSOLE 740400FORD MTR CO DELCOM PAR $0.013453708601972126392SHSOLE 12639200FOREST LABS INCCOM3458381066507042SHSOLE 704200FRANKLIN RES INCCOM35461310170813075SHSOLE 1307500FREEPORT-MCMORAN COPPER & GOCOM35671D857106732280SHSOLE 3228000FRONTIER COMMUNICATIONS CORPCOM35906A10817630939SHSOLE 3093900GANNETT INCCOM36473010130711119SHSOLE 1111900GAP INC DELCOM3647601083679171SHSOLE 917100GENERAL DYNAMICS CORPCOM36955010816473151239SHSOLE 15123900GENERAL ELECTRIC COCOM3696041038520329097SHSOLE 32909700GENERAL GROWTH PPTYS INC NEWCOM37002310332814910SHSOLE 1491000GENERAL MLS INCCOM37033410417071329424SHSOLE 32942400GENERAL MTRS COCOM37045V100108031380SHSOLE 3138000GENUINE PARTS COCOM3724601054314964SHSOLE 496400GENWORTH FINL INCCOM CL A37247D10636220421SHSOLE 2042100GILEAD SCIENCES INCCOM375558103340548046SHSOLE 4804600GILEAD SCIENCES INCNOTE 1.000% 5/0375558AN332971050000PRNSOLE 105000000GOLDCORP INC NEWNOTE 2.000% 8/0380956AB870177000000PRNSOLE 700000000GOLDMAN SACHS GROUP INCCOM38141G104354521635SHSOLE 2163500GOODYEAR TIRE & RUBR COCOM38255010137714434SHSOLE 1443400GOOGLE INCCL A38259P5081137010202SHSOLE 1020200GRAINGER W W INCCOM3848021044871926SHSOLE 192600GREAT PLAINS ENERGY INCCOM391164100241489286SHSOLE 8928600GUGGENHEIM BLD AMR BDS MANGCOM40166410767332487SHSOLE 3248700HALLIBURTON COCOM406216101158826973SHSOLE 2697300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10044422300SHSOLE 2230000HARLEY DAVIDSON INCCOM4128221084646966SHSOLE 696600HARMAN INTL INDS INCCOM4130861092302162SHSOLE 216200HARRIS CORP DELCOM4138751052944025SHSOLE 402500HARTFORD FINL SVCS GROUP INCCOM41651510455115620SHSOLE 1562000HCP INCCOM40414L10958715136SHSOLE 1513600HEALTH CARE REIT INCCOM42217K10675012590SHSOLE 1259000HEALTH CARE REIT INCPFD PER CON I42217K601130523500SHSOLE 2350000HELMERICH & PAYNE INCCOM4234521013553298SHSOLE 329800HERSHEY COCOM4278661086566280SHSOLE 628000HESS CORPCOM42809H10786510437SHSOLE 1043700HEWLETT PACKARD COCOM428236103224569375SHSOLE 6937500HOME DEPOT INCCOM437076102359345405SHSOLE 4540500HONEYWELL INTL INCCOM438516106361138925SHSOLE 3892500HOSPIRA INCCOM4410601003788729SHSOLE 872900HOST HOTELS & RESORTS INCCOM44107P10452125718SHSOLE 2571800HSBC HLDGS PLCADR A 1/40PF A4042806045090200000SHSOLE 20000000HUDSON CITY BANCORPCOM44368310717617903SHSOLE 1790300HUMANA INCCOM4448591025614973SHSOLE 497300HUNTINGTON BANCSHARES INCCOM44615010425425436SHSOLE 2543600ILLINOIS TOOL WKS INCCOM45230810916562203637SHSOLE 20363700INGERSOLL-RAND PLCSHSG477911014948631SHSOLE 863100INTEGRYS ENERGY GROUP INCCOM45822P105141223664SHSOLE 2366400INTEL CORPCOM45814010022230861307SHSOLE 86130700INTEL CORPSDCV 2.950%12/1458140AD222401900000PRNSOLE 190000000INTEL CORPSDCV 3.250% 8/0458140AF71261900000PRNSOLE 90000000INTERCONTINENTALEXCHANGE GROCOM45866F1046973522SHSOLE 352200INTERNATIONAL BUSINESS MACHSCOM45920010124123125321SHSOLE 12532100INTERNATIONAL FLAVORS&FRAGRACOM4595061012652765SHSOLE 276500INTERNATIONAL GAME TECHNOLOGCOM45990210241229301SHSOLE 2930100INTERNATIONAL GAME TECHNOLOGNOTE 3.250% 5/0459902AQ595409450000PRNSOLE 945000000INTERPUBLIC GROUP COS INCCOM46069010022112906SHSOLE 1290600INTL PAPER COCOM46014610377116799SHSOLE 1679900INTUITCOM46120210380910408SHSOLE 1040800INTUITIVE SURGICAL INCCOM NEW46120E6027691756SHSOLE 175600INVESCO LTDSHSG491BT10850013525SHSOLE 1352500ISHARESCORE S&P SCP ETF46428780428221256225SHSOLE 25622500ISHARESCORE S&P500 ETF46428720025461135308SHSOLE 13530800ISHARESIBOXX INV CP ETF46428724217887152920SHSOLE 15292000ISHARESMSCI BRIC INDX4642866574175115266SHSOLE 11526600ISHARESMSCI EAFE ETF46428746516049238934SHSOLE 23893400ISHARESRUS 2000 VAL ETF464287630101110025SHSOLE 1002500ISHARESRUS MID-CAP ETF46428749910076506SHSOLE 650600ISHARESRUSSELL 2000 ETF464287655463339827SHSOLE 3982700JACOBS ENGR GROUP INC DELCOM4698141072884528SHSOLE 452800JANUS CAP GROUP INCCOM47102X105201832SHSOLE 183200JANUS CAP GROUP INCNOTE 3.250% 7/147102XAG016371625000PRNSOLE 162500000JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG753875000000PRNSOLE 500000000JOHNSON & JOHNSONCOM47816010426575270541SHSOLE 27054100JOHNSON CTLS INCCOM478366107173936756SHSOLE 3675600JPMORGAN CHASE & COCOM46625H1008566141096SHSOLE 14109600JUNIPER NETWORKS INCCOM48203R10440315637SHSOLE 1563700KANSAS CITY SOUTHERNCOM NEW4851703022052010SHSOLE 201000KELLOGG COCOM4878361085017989SHSOLE 798900KEYCORP NEWCOM4932671082520176987SHSOLE 17698700KEYCORP NEWPFD 7.75% SR A493267405141911000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810316929153552SHSOLE 15355200KIMCO RLTY CORPCOM49446R10940418466SHSOLE 1846600KINDER MORGAN ENERGY PARTNERUT LTD PARTNER494550106256834721SHSOLE 3472100KINDER MORGAN INC DEL*W EXP 05/25/20149456B11931730SHSOLE 173000KINDER MORGAN INC DELCOM49456B10161819033SHSOLE 1903300KLA-TENCOR CORPCOM4824801004246132SHSOLE 613200KOHLS CORPCOM5002551044858540SHSOLE 854000KRAFT FOODS GROUP INCCOM50076Q10616751298590SHSOLE 29859000KROGER COCOM50104410171816455SHSOLE 1645500L BRANDS INCCOM5017971044317593SHSOLE 759300L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW713991050000PRNSOLE 105000000L-3 COMMUNICATIONS HLDGS INCCOM5024241044153511SHSOLE 351100LABORATORY CORP AMER HLDGSCOM NEW50540R4093063111SHSOLE 311100LAM RESEARCH CORPCOM5128071082554639SHSOLE 463900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ7406350000PRNSOLE 35000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL2995800000PRNSOLE 80000000LAUDER ESTEE COS INCCL A5184391045237816SHSOLE 781600LENNAR CORPCL A5260571042015063SHSOLE 506300LEUCADIA NATL CORPCOM5272881042619320SHSOLE 932000LILLY ELI & COCOM53245710817184291950SHSOLE 29195000LINCOLN NATL CORP INDCOM5341871094198277SHSOLE 827700LINEAR TECHNOLOGY CORPCOM5356781064308834SHSOLE 883400LOCKHEED MARTIN CORPCOM53983010916925103682SHSOLE 10368200LOEWS CORPCOM5404241083708392SHSOLE 839200LORILLARD INCCOM5441471014658601SHSOLE 860100LOWES COS INCCOM548661107166634061SHSOLE 3406100LSI CORPORATIONCOM50216110218416618SHSOLE 1661800LYONDELLBASELL INDUSTRIES NSHS - A -N53745100101211380SHSOLE 1138000M & T BK CORPCOM55261F1044533736SHSOLE 373600MACYS INCCOM55616P10469211676SHSOLE 1167600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP559080106121717447SHSOLE 1744700MARATHON OIL CORPCOM56584910676421522SHSOLE 2152200MARATHON PETE CORPCOM56585A10287310025SHSOLE 1002500MARRIOTT INTL INC NEWCL A5719032024107318SHSOLE 731800MARSH & MCLENNAN COS INCCOM57174810283316899SHSOLE 1689900MASCO CORPCOM57459910624711111SHSOLE 1111100MASTERCARD INCCL A57636Q104259134690SHSOLE 3469000MATTEL INCCOM57708110216540412368SHSOLE 41236800MCCORMICK & CO INCCOM NON VTG5797802062944103SHSOLE 410300MCDONALDS CORPCOM58013510119247196335SHSOLE 19633500MCGRAW HILL FINL INCCOM5806451097279527SHSOLE 952700MCKESSON CORPCOM58155Q10315818952SHSOLE 895200MEAD JOHNSON NUTRITION COCOM5828391068249917SHSOLE 991700MEDTRONIC INCCOM585055106196231882SHSOLE 3188200MERCK & CO INC NEWCOM58933Y10524962439701SHSOLE 43970100METLIFE INCCOM59156R1086820129162SHSOLE 12916200METLIFE INCUNIT 99/99/999959156R1166172200400SHSOLE 20040000MICHAEL KORS HLDGS LTDSHSG607541013223450SHSOLE 345000MICROCHIP TECHNOLOGY INCCOM5950171042825905SHSOLE 590500MICRON TECHNOLOGY INCCOM59511210384035484SHSOLE 3548400MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY915241400000PRNSOLE 140000000MICROSOFT CORPCOM59491810426940657229SHSOLE 65722900MOLYCORP INC DELCOM60875310914130000SHSOLE 3000000MONDELEZ INTL INCCL A609207105214061951SHSOLE 6195100MONSANTO CO NEWCOM61166W101338329738SHSOLE 2973800MONSTER BEVERAGE CORPCOM6117401013094450SHSOLE 445000MOODYS CORPCOM6153691054135203SHSOLE 520300MORGAN STANLEYCOM NEW617446448134543157SHSOLE 4315700MOSAIC CO NEWCOM61945C1033577140SHSOLE 714000MOTOROLA SOLUTIONS INCCOM NEW6200763076249709SHSOLE 970900MURPHY OIL CORPCOM6267171023375369SHSOLE 536900MYLAN INCCOM62853010758912061SHSOLE 1206100NABORS INDUSTRIES LTDSHSG6359F1032058304SHSOLE 830400NATIONAL OILWELL VARCO INCCOM637071101104413406SHSOLE 1340600NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825118200000SHSOLE 20000000NETAPP INCCOM64110D1043679946SHSOLE 994600NETFLIX INCCOM64110L1067132025SHSOLE 202500NEWELL RUBBERMAID INCCOM6512291062578596SHSOLE 859600NEWMONT MINING CORPCOM65163910633414253SHSOLE 1425300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ531632975000PRNSOLE 297500000NEWS CORP NEWCL A65249B10924914479SHSOLE 1447900NEXTERA ENERGY INCCOM65339F101577960441SHSOLE 6044100NEXTERA ENERGY INCUNIT 99/99/999965339F8618913165000SHSOLE 16500000NIELSEN HOLDINGS N VCOMN632181062525650SHSOLE 565000NIKE INCCL B654106103285238616SHSOLE 3861600NISOURCE INCCOM65473P1053279214SHSOLE 921400NOBLE CORP PLCSHS USDG654311012487564SHSOLE 756400NOBLE ENERGY INCCOM65504410581911528SHSOLE 1152800NORDSTROM INCCOM6556641002894634SHSOLE 463400NORFOLK SOUTHERN CORPCOM65584410897710055SHSOLE 1005500NORTHEAST UTILSCOM6643971064219254SHSOLE 925400NORTHERN TR CORPCOM6658591045408233SHSOLE 823300NORTHROP GRUMMAN CORPCOM66680710211209078SHSOLE 907800NORTHWESTERN CORPCOM NEW668074305419688467SHSOLE 8846700NOVARTIS A GSPONSORED ADR66987V1092132500SHSOLE 250000NOVELLUS SYS INCNOTE 2.625% 5/1670008AD320411200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750884726641SHSOLE 2664100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF710531050000PRNSOLE 105000000NUCOR CORPCOM67034610516082318207SHSOLE 31820700NUVEEN FLOATING RATE INCOMECOM67072T108102785900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410327520000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810032033900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1058710000SHSOLE 1000000NVIDIA CORPCOM67066G10436920592SHSOLE 2059200O REILLY AUTOMOTIVE INC NEWCOM67103H1075373617SHSOLE 361700OCCIDENTAL PETE CORP DELCOM67459910518018189081SHSOLE 18908100OLD REP INTL CORPNOTE 3.750% 3/1680223AH719241550000PRNSOLE 155000000OMNICARE INCNOTE 3.500% 2/1681904AQ111431125000PRNSOLE 112500000OMNICOM GROUP INCCOM6819191065918146SHSOLE 814600ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH812801050000PRNSOLE 105000000ONEOK INC NEWCOM6826801033876526SHSOLE 652600ONEOK PARTNERS LPUNIT LTD PARTN68268N10395417812SHSOLE 1781200ORACLE CORPCOM68389X1054985121846SHSOLE 12184600PACCAR INCCOM69371810889213221SHSOLE 1322100PALL CORPCOM6964293073053414SHSOLE 341400PARKER HANNIFIN CORPCOM701094104129210793SHSOLE 1079300PAYCHEX INCCOM70432610748611403SHSOLE 1140300PENTAIR LTDSHSH6169Q1084776010SHSOLE 601000PEOPLES UNITED FINANCIAL INCCOM71270410518412345SHSOLE 1234500PEPSICO INCCOM71344810820782248891SHSOLE 24889100PERRIGO CO PLCSHSG978221035123310SHSOLE 331000PFIZER INCCOM71708110324838773298SHSOLE 77329800PG&E CORPCOM69331C10856313033SHSOLE 1303300PHILIP MORRIS INTL INCCOM718172109392947989SHSOLE 4798900PHILLIPS 66COM718546104209627199SHSOLE 2719900PIMCO INCOME STRATEGY FUND ICOM72201J10494090399SHSOLE 9039900PIONEER NAT RES COCOM7237871078054303SHSOLE 430300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105145926461SHSOLE 2646100PLUM CREEK TIMBER CO INCCOM7292511083157495SHSOLE 749500PNC FINL SVCS GROUP INCCOM693475105143916541SHSOLE 1654100POPULAR INCCOM NEW733174700169254600SHSOLE 5460000POTASH CORP SASK INCCOM73755L107207957400SHSOLE 5740000PPG INDS INCCOM69350610717348961SHSOLE 896100PPL CORPCOM69351T10671521571SHSOLE 2157100PRAXAIR INCCOM74005P104140510726SHSOLE 1072600PRECISION CASTPARTS CORPCOM74018910512274856SHSOLE 485600PRICE T ROWE GROUP INCCOM74144T1086628043SHSOLE 804300PRICELINE COM INCCOM NEW74150340319551640SHSOLE 164000PRICELINE COM INCDEBT 1.000% 3/1741503AQ922621600000PRNSOLE 160000000PRINCIPAL FINL GROUP INCCOM74251V1023988662SHSOLE 866200PROCTER & GAMBLE COCOM74271810924133299419SHSOLE 29941900PROGRESSIVE CORP OHIOCOM74331510342017347SHSOLE 1734700PROLOGISNOTE 3.250% 3/174340XAT817591500000PRNSOLE 150000000PROLOGIS INCCOM74340W10368616805SHSOLE 1680500PRUDENTIAL FINL INCCOM744320102124214669SHSOLE 1466900PUBLIC STORAGECOM74460D10910015942SHSOLE 594200PUBLIC SVC ENTERPRISE GROUPCOM74457310658215261SHSOLE 1526100PULTE GROUP INCCOM74586710119710290SHSOLE 1029000PVH CORPCOM6936561002371900SHSOLE 190000QUALCOMM INCCOM747525103532967576SHSOLE 6757600QUANTA SVCS INCCOM74762E1022466664SHSOLE 666400QUEST DIAGNOSTICS INCCOM74834L10066011393SHSOLE 1139300RALPH LAUREN CORPCL A7512121013332069SHSOLE 206900RANGE RES CORPCOM75281A1094245108SHSOLE 510800RAYONIER TRS HLDGS INCNOTE 4.500% 8/175508AAC023091600000PRNSOLE 160000000RAYTHEON COCOM NEW75511150716526167282SHSOLE 16728200RED HAT INCCOM7565771023115869SHSOLE 586900REGENERON PHARMACEUTICALSCOM75886F1076342110SHSOLE 211000REGIONS FINL CORP NEWCOM7591EP10047042280SHSOLE 4228000REPUBLIC SVCS INCCOM76075910035310331SHSOLE 1033100RESOLUTE FST PRODS INCCOM76117W109178488796SHSOLE 8879600REYNOLDS AMERICAN INCCOM76171310612965242706SHSOLE 24270600ROCKWELL AUTOMATION INCCOM7739031096385125SHSOLE 512500ROCKWELL COLLINS INCCOM7743411013954953SHSOLE 495300ROPER INDS INC NEWCOM7766961064343248SHSOLE 324800ROSS STORES INCCOM7782961035087096SHSOLE 709600RPM INTL INCNOTE 2.250%12/1749685AT012721100000PRNSOLE 110000000SAFEWAY INCCOM NEW7865142082847699SHSOLE 769900SALESFORCE COM INCCOM79466L30298417238SHSOLE 1723800SANDISK CORPCOM80004C1014735829SHSOLE 582900SCANA CORP NEWCOM80589M1022074030SHSOLE 403000SCHLUMBERGER LTDCOM806857108472948498SHSOLE 4849800SCHWAB CHARLES CORP NEWCOM80851310593334156SHSOLE 3415600SCRIPPS NETWORKS INTERACT INCL A COM8110651012363104SHSOLE 310400SEACOR HOLDINGS INCCOM81190410142482SHSOLE 48200SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM3837700000PRNSOLE 70000000SEAGATE TECHNOLOGY PLCSHSG7945M1074898710SHSOLE 871000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88672617500SHSOLE 1750000SEMPRA ENERGYCOM8168511096897121SHSOLE 712100SHERWIN WILLIAMS COCOM8243481065872977SHSOLE 297700SIGMA ALDRICH CORPCOM8265521015235600SHSOLE 560000SIMON PPTY GROUP INC NEWCOM828806109194511861SHSOLE 1186100SLM CORPCOM78442P10633213561SHSOLE 1356100SMUCKER J M COCOM NEW8326964053313402SHSOLE 340200SNAP ON INCCOM8330341012181917SHSOLE 191700SOUTHERN COCOM842587107119027091SHSOLE 2709100SOUTHWEST AIRLS COCOM84474110852322170SHSOLE 2217000SOUTHWESTERN ENERGY COCOM84546710949410743SHSOLE 1074300SPDR GOLD TRUSTGOLD SHS78463V1072972400SHSOLE 240000SPDR S&P 500 ETF TRTR UNIT78462F1031258367276SHSOLE 6727600SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10726321105045SHSOLE 10504500SPDR SERIES TRUSTS&P DIVID ETF78464A763358148665SHSOLE 4866500SPECTRA ENERGY CORPCOM84756010975720505SHSOLE 2050500SPECTRA ENERGY PARTNERS LPCOM84756N109108622186SHSOLE 2218600ST JUDE MED INCCOM7908491035999163SHSOLE 916300STANLEY BLACK & DECKER INCCOM8545021014155112SHSOLE 511200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502309274021492SHSOLE 2149200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502804158814710SHSOLE 1471000STAPLES INCCOM85503010259752655SHSOLE 5265500STARBUCKS CORPCOM855244109240032708SHSOLE 3270800STARWOOD HOTELS&RESORTS WRLDCOM85590A4014826055SHSOLE 605500STATE STR CORPCOM85747710397413998SHSOLE 1399800STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP5751700000PRNSOLE 70000000STERICYCLE INCCOM8589121083262872SHSOLE 287200STRYKER CORPCOM863667101142617507SHSOLE 1750700SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1087247966SHSOLE 796600SUNTRUST BKS INCCOM86791410375418959SHSOLE 1895900SUPERVALU INCCOM86853610310615559SHSOLE 1555900SYMANTEC CORPCOM87150310843021546SHSOLE 2154600SYSCO CORPCOM87182910716168447500SHSOLE 44750000TARGET CORPCOM87612E10616151266907SHSOLE 26690700TC PIPELINES LPUT COM LTD PRT87233Q1082294780SHSOLE 478000TE CONNECTIVITY LTDREG SHSH8498910467411190SHSOLE 1119000TERADATA CORP DELCOM88076W1032444966SHSOLE 496600TESORO CORPCOM8816091012074100SHSOLE 410000TEXAS INSTRS INCCOM88250810418115384200SHSOLE 38420000TEXTRON INCCOM8832031013328449SHSOLE 844900THERMO FISHER SCIENTIFIC INCCOM883556102163113568SHSOLE 1356800TIFFANY & CO NEWCOM8865471083283807SHSOLE 380700TIME WARNER CABLE INCCOM88732J207140810267SHSOLE 1026700TIME WARNER INCCOM NEW887317303241937021SHSOLE 3702100TJX COS INC NEWCOM872540109163726994SHSOLE 2699400TORCHMARK CORPCOM8910271042433087SHSOLE 308700TRANSOCEAN LTDREG SHSH8817H1003197710SHSOLE 771000TRAVELERS COMPANIES INCCOM89417E109144116930SHSOLE 1693000TRIPADVISOR INCCOM8969452013113430SHSOLE 343000TWENTY FIRST CENTY FOX INCCL A90130A101200262607SHSOLE 6260700TYCO INTERNATIONAL LTDSHSH8912810460814329SHSOLE 1432900TYSON FOODS INCCL A9024941033688352SHSOLE 835200UNION PAC CORPCOM907818108437923335SHSOLE 2333500UNITED PARCEL SERVICE INCCL B91131210617858183387SHSOLE 18338700UNITED TECHNOLOGIES CORPCOM91301710919553167345SHSOLE 16734500UNITED TECHNOLOGIES CORPUNIT 99/99/9999913017117292843990SHSOLE 4399000UNITEDHEALTH GROUP INCCOM91324P102359243805SHSOLE 4380500UNUM GROUPCOM91529Y1063168940SHSOLE 894000US BANCORP DELCOM NEW902973304368185883SHSOLE 8588300V F CORPCOM91820410872411702SHSOLE 1170200VALE S AADR REPSTG PFD91912E2043685295982SHSOLE 29598200VALERO ENERGY CORP NEWCOM91913Y10089516860SHSOLE 1686000VANGUARD INDEX FDSREIT ETF9229085533084357SHSOLE 435700VARIAN MED SYS INCCOM92220P1053283901SHSOLE 390100VENTAS INCCOM92276F1005759495SHSOLE 949500VERISIGN INCCOM92343E1022314294SHSOLE 429400VERIZON COMMUNICATIONS INCCOM92343V10422657476288SHSOLE 47628800VERTEX PHARMACEUTICALS INCCOM92532F1003735280SHSOLE 528000VIACOM INC NEWCL B92553P201144517007SHSOLE 1700700VISA INCCOM CL A92826C839346816065SHSOLE 1606500VORNADO RLTY TRSH BEN INT9290421096106190SHSOLE 619000VULCAN MATLS COCOM9291601092864309SHSOLE 430900WALGREEN COCOM931422109179627207SHSOLE 2720700WAL-MART STORES INCCOM93114210319762258561SHSOLE 25856100WASTE MGMT INC DELCOM94106L10975017839SHSOLE 1783900WATERS CORPCOM9418481033092848SHSOLE 284800WELLPOINT INCCOM94973V107228422946SHSOLE 2294600WELLPOINT INCNOTE 2.750%10/194973VBG129202000000PRNSOLE 200000000WELLS FARGO & CO NEWCOM9497461019112183183SHSOLE 18318300WELLS FARGO & CO NEWPERP PFD CNV A94974680417011450SHSOLE 145000WESTERN DIGITAL CORPCOM9581021057227864SHSOLE 786400WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541046109215SHSOLE 921500WESTERN UN COCOM95980210925915861SHSOLE 1586100WEYERHAEUSER COCOM96216610465322233SHSOLE 2223300WHIRLPOOL CORPCOM9633201067805216SHSOLE 521600WHITEWAVE FOODS COCOM CL A9662441052478661SHSOLE 866100WHOLE FOODS MKT INCCOM96683710657411320SHSOLE 1132000WILLIAMS COS INC DELCOM96945710083920681SHSOLE 2068100WILLIAMS PARTNERS L PCOM UNIT L P96950F104171933745SHSOLE 3374500WINDSTREAM HLDGS INCCOM97382A10113716624SHSOLE 1662400WISCONSIN ENERGY CORPCOM9766571063046538SHSOLE 653800WOODWARD INCCOM9807451032496000SHSOLE 600000WYNDHAM WORLDWIDE CORPCOM98310W1083224393SHSOLE 439300WYNN RESORTS LTDCOM9831341075972688SHSOLE 268800XCEL ENERGY INCCOM98389B10045615007SHSOLE 1500700XEROX CORPCOM98412110362755448SHSOLE 5544800XILINX INCCOM9839191015199559SHSOLE 955900XILINX INCNOTE 2.625% 6/1983919AF826251400000PRNSOLE 140000000XL GROUP PLCSHSG982901022768827SHSOLE 882700XYLEM INCCOM98419M1002356458SHSOLE 645800YAHOO INCCOM984332106111030914SHSOLE 3091400YUM BRANDS INCCOM988498101289338375SHSOLE 3837500ZIMMER HLDGS INCCOM98956P1024825099SHSOLE 509900ZOETIS INCCL A98978V10329810300SHSOLE 1030000