0001085146-14-002125.txt : 20141107 0001085146-14-002125.hdr.sgml : 20141107 20141107082025 ACCESSION NUMBER: 0001085146-14-002125 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141107 DATE AS OF CHANGE: 20141107 EFFECTIVENESS DATE: 20141107 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: 141202740 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 09-30-2014 09-30-2014 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 11-06-2014 0 567 1908632 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10120750146460SHSOLE 14646000ABBOTT LABSCOM00282410020071482592SHSOLE 48259200ABBVIE INCCOM00287Y10923265402793SHSOLE 40279300ACCENTURE PLC IRELANDSHS CLASS AG1151C101149018320SHSOLE 1832000ACE LTDSHSH0023R10510299810SHSOLE 981000ACTAVIS PLCSHSG0083B10818217549SHSOLE 754900ADOBE SYS INCCOM00724F10193613527SHSOLE 1352700AES CORPCOM00130H10526818923SHSOLE 1892300AETNA INC NEWCOM00817Y10884310410SHSOLE 1041000AFFILIATED MANAGERS GROUPCOM0082521082101050SHSOLE 105000AFLAC INCCOM001055102112119238SHSOLE 1923800AGILENT TECHNOLOGIES INCCOM00846U10165011406SHSOLE 1140600AIR PRODS & CHEMS INCCOM00915810612789821SHSOLE 982100AIRGAS INCCOM0093631022272055SHSOLE 205500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD02336950000PRNSOLE 95000000AK STL HLDG CORPCOM0015471088810980SHSOLE 1098000AKAMAI TECHNOLOGIES INCCOM00971T1013085144SHSOLE 514400ALCOA INCCOM01381710153333137SHSOLE 3313700ALEXION PHARMACEUTICALS INCCOM0153511099755880SHSOLE 588000ALLERGAN INCCOM018490102195510969SHSOLE 1096900ALLIANCE DATA SYSTEMS CORPCOM0185811084121661SHSOLE 166100ALLSTATE CORPCOM02000210177412610SHSOLE 1261000ALTERA CORPCOM02144110037010349SHSOLE 1034900ALTRIA GROUP INCCOM02209S10318392400353SHSOLE 40035300ALZA CORPSDCV 7/202261WAB521301450000PRNSOLE 145000000AMAZON COM INCCOM023135106355111014SHSOLE 1101400AMEREN CORPCOM0236081022656925SHSOLE 692500AMERICAN ELEC PWR INCCOM02553710173114008SHSOLE 1400800AMERICAN EXPRESS COCOM025816109358740981SHSOLE 4098100AMERICAN INTL GROUP INCCOM NEW026874784224341525SHSOLE 4152500AMERICAN TOWER CORP NEWCOM03027X100127413607SHSOLE 1360700AMERIPRISE FINL INCCOM03076C10611279135SHSOLE 913500AMERISOURCEBERGEN CORPCOM03073E1054996460SHSOLE 646000AMETEK INC NEWCOM0311001003366683SHSOLE 668300AMGEN INCCOM031162100310222082SHSOLE 2208200AMPHENOL CORP NEWCL A0320951015605608SHSOLE 560800ANADARKO PETE CORPCOM032511107237123371SHSOLE 2337100ANALOG DEVICES INCCOM03265410518037364456SHSOLE 36445600ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282061468122348SHSOLE 12234800ANNALY CAP MGMT INCCOM03571040950347071SHSOLE 4707100AON PLCSHS CL AG0408V1027578633SHSOLE 863300APACHE CORPCOM03741110516213172714SHSOLE 17271400APOLLO GLOBAL MGMT LLCCL A SHS03761230662126028SHSOLE 2602800APPLE INCCOM03783310022000218365SHSOLE 21836500APPLIED MATLS INCCOM03822210575634965SHSOLE 3496500ARCHER DANIELS MIDLAND COCOM039483102445087092SHSOLE 8709200AT&T INCCOM00206R10230608868562SHSOLE 86856200AUTODESK INCCOM0527691063616556SHSOLE 655600AUTOMATIC DATA PROCESSING INCOM05301510319167230702SHSOLE 23070200AUTOZONE INCCOM0533321028201609SHSOLE 160900AVAGO TECHNOLOGIES LTDSHSY0486S1045185950SHSOLE 595000AVALONBAY CMNTYS INCCOM0534841016414550SHSOLE 455000AVON PRODS INCCOM05430310224819703SHSOLE 1970300BAKER HUGHES INCCOM05722410785613160SHSOLE 1316000BALL CORPCOM0584981062483914SHSOLE 391400BANK AMER CORPCOM0605051046245366279SHSOLE 36627900BANK AMER CORP7.25%CNV PFD L06050568214901300SHSOLE 130000BANK NEW YORK MELLON CORPCOM064058100142036670SHSOLE 3667000BARD C R INCCOM0673831094463122SHSOLE 312200BAXTER INTL INCCOM07181310918623259481SHSOLE 25948100BB&T CORPCOM05493710789924153SHSOLE 2415300BECTON DICKINSON & COCOM0758871097496584SHSOLE 658400BED BATH & BEYOND INCCOM0758961005007599SHSOLE 759900BERKSHIRE HATHAWAY INC DELCL A0846701084142SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702728452729SHSOLE 5272900BEST BUY INCCOM08651610146913957SHSOLE 1395700BIOGEN IDEC INCCOM09062X10328308556SHSOLE 855600BLACKROCK BUILD AMER BD TRSHS09248X10072234372SHSOLE 3437200BLACKROCK ENERGY & RES TRCOM09250U10185535756SHSOLE 3575600BLACKROCK ENHANCED EQT DIV TCOM09251A1042357287448SHSOLE 28744800BLACKROCK FLOATING RATE INCOCOM091941104115383584SHSOLE 8358400BLACKROCK INCCOM09247X10112543820SHSOLE 382000BLACKROCK MUNICIPL INC QLTYCOM09247910423917247SHSOLE 1724700BLACKROCK MUNIVEST FD INCCOM09253R10539441029SHSOLE 4102900BLACKROCK MUNIYIELD QLTY FDCOM09254E10319814455SHSOLE 1445500BLOCK H & R INCCOM0936711052437840SHSOLE 784000BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710455629723SHSOLE 2972300BOEING COCOM09702310522358175523SHSOLE 17552300BORGWARNER INCCOM0997241063406470SHSOLE 647000BOSTON PROPERTIES INCCOM1011211016045216SHSOLE 521600BOSTON SCIENTIFIC CORPCOM10113710745238302SHSOLE 3830200BP PLCSPONSORED ADR05562210489720400SHSOLE 2040000BRISTOL MYERS SQUIBB COCOM110122108348968176SHSOLE 6817600BRISTOW GROUP INCNOTE 3.000% 6/1110394AC713021200000PRNSOLE 120000000BRITISH AMERN TOB PLCSPONSORED ADR1104481079958800SHSOLE 880000BROADCOM CORPCL A11132010772417900SHSOLE 1790000BROWN FORMAN CORPCL B1156372093664057SHSOLE 405700BUCKEYE PARTNERS L PUNIT LTD PARTN118230101115914548SHSOLE 1454800C H ROBINSON WORLDWIDE INCCOM NEW12541W2092794211SHSOLE 421100CA INCCOM12673P10531411223SHSOLE 1122300CABOT OIL & GAS CORPCOM12709710385726204SHSOLE 2620400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251012399205013SHSOLE 20501300CAMERON INTERNATIONAL CORPCOM13342B1053985992SHSOLE 599200CAMPBELL SOUP COCOM1344291092144997SHSOLE 499700CAPITAL ONE FINL CORPCOM14040H105151918609SHSOLE 1860900CARDINAL HEALTH INCCOM14149Y1087309740SHSOLE 974000CAREFUSION CORPCOM14170T1012685915SHSOLE 591500CARMAX INCCOM1431301022866149SHSOLE 614900CARNIVAL CORPPAIRED CTF14365830050812644SHSOLE 1264400CATERPILLAR INC DELCOM149123101219022117SHSOLE 2211700CBRE CLARION GLOBAL REAL ESTCOM12504G10018922509SHSOLE 2250900CBRE GROUP INCCL A12504L1092377953SHSOLE 795300CBS CORP NEWCL B124857202102919241SHSOLE 1924100CELGENE CORPCOM151020104235524850SHSOLE 2485000CENTERPOINT ENERGY INCCOM15189T10729812182SHSOLE 1218200CENTURYLINK INCCOM15670010679119345SHSOLE 1934500CERNER CORPCOM1567821045118574SHSOLE 857400CF INDS HLDGS INCCOM1252691004671673SHSOLE 167300CHESAPEAKE ENERGY CORPCOM16516710732814273SHSOLE 1427300CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6759750000PRNSOLE 75000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ9552550000PRNSOLE 55000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167CA3100100000PRNSOLE 10000000CHEVRON CORP NEWCOM16676410025913217173SHSOLE 21717300CHIPOTLE MEXICAN GRILL INCCOM1696561057271090SHSOLE 109000CHUBB CORPCOM171232101230925348SHSOLE 2534800CIGNA CORPORATIONCOM12550910991410073SHSOLE 1007300CIMAREX ENERGY COCOM1717981012582040SHSOLE 204000CINTAS CORPCOM1729081052032882SHSOLE 288200CISCO SYS INCCOM17275R1026336251711SHSOLE 25171100CIT GROUP INCCOM NEW125581801220648004SHSOLE 4800400CITIGROUP INCCOM NEW1729674246212119885SHSOLE 11988500CITRIX SYS INCCOM1773761004125781SHSOLE 578100CLOROX CO DELCOM18905410919844206620SHSOLE 20662000CME GROUP INCCOM12572Q10519366242216SHSOLE 24221600CMS ENERGY CORPCOM12589610035611998SHSOLE 1199800COACH INCCOM1897541042807866SHSOLE 786600COCA COLA COCOM19121610024586576328SHSOLE 57632800COCA COLA ENTERPRISES INC NECOM19122T1092936599SHSOLE 659900COGNIZANT TECHNOLOGY SOLUTIOCL A19244610291720476SHSOLE 2047600COHEN & STEERS INFRASTRUCTURCOM19248A1092979128673SHSOLE 12867300COHEN & STEERS QUALITY RLTYCOM19247L10642640100SHSOLE 4010000COLGATE PALMOLIVE COCOM19416210319859304494SHSOLE 30449400COMCAST CORP NEWCL A20030N101486390419SHSOLE 9041900COMERICA INCCOM2003401072565142SHSOLE 514200COMPUTER SCIENCES CORPCOM2053631043014920SHSOLE 492000CONAGRA FOODS INCCOM20588710239611996SHSOLE 1199600CONOCOPHILLIPSCOM20825C104519567888SHSOLE 6788800CONSOL ENERGY INCCOM20854P1092476515SHSOLE 651500CONSOLIDATED EDISON INCCOM2091151044708298SHSOLE 829800CONSTELLATION BRANDS INCCL A21036P1083654185SHSOLE 418500CORNING INCCOM21935010574038267SHSOLE 3826700COSTCO WHSL CORP NEWCOM22160K105206116443SHSOLE 1644300COVIDIEN PLCSHSG2554F113113013064SHSOLE 1306400CROWN CASTLE INTL CORPCOM2282271047799670SHSOLE 967000CSX CORPCOM12640810393029003SHSOLE 2900300CUMMINS INCCOM2310211068096133SHSOLE 613300CVS HEALTH CORPCOM126650100452356825SHSOLE 5682500DANAHER CORP DELCOM235851102391151478SHSOLE 5147800DAVITA HEALTHCARE PARTNERS ICOM23918K1084375978SHSOLE 597800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P10073413489SHSOLE 1348900DEERE & COCOM244199105201324547SHSOLE 2454700DELPHI AUTOMOTIVE PLCSHSG278231064978110SHSOLE 811000DELTA AIR LINES INC DELCOM NEW24736170284723430SHSOLE 2343000DENBURY RES INCCOM NEW24791620815210082SHSOLE 1008200DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX119541700000PRNSOLE 170000000DEVON ENERGY CORP NEWCOM25179M10375811118SHSOLE 1111800DIAMOND OFFSHORE DRILLING INCOM25271C10291026551SHSOLE 2655100DIRECTVCOM25490A309144116653SHSOLE 1665300DISCOVER FINL SVCSCOM25470910887113527SHSOLE 1352700DISCOVERY COMMUNICATNS NEWCOM SER A25470F1042125599SHSOLE 559900DISCOVERY COMMUNICATNS NEWCOM SER C25470F3022606969SHSOLE 696900DISNEY WALT COCOM DISNEY254687106503256522SHSOLE 5652200DOLLAR GEN CORP NEWCOM2566771055248580SHSOLE 858000DOLLAR TREE INCCOM2567461083355975SHSOLE 597500DOMINION RES INC VA NEWCOM25746U109129618754SHSOLE 1875400DOMINION RES INC VA NEWUNIT 99/99/999925746U8699291186200SHSOLE 18620000DOVER CORPCOM2600031083874813SHSOLE 481300DOW CHEM COCOM260543103224842873SHSOLE 4287300DR PEPPER SNAPPLE GROUP INCCOM26138E1093615606SHSOLE 560600DTE ENERGY COCOM2333311073985230SHSOLE 523000DU PONT E I DE NEMOURS & COCOM26353410921334297303SHSOLE 29730300DUKE ENERGY CORP NEWCOM NEW26441C204163921926SHSOLE 2192600E M C CORP MASSCOM268648102243383142SHSOLE 8314200E TRADE FINANCIAL CORPCOM NEW26924640129513047SHSOLE 1304700EASTMAN CHEM COCOM2774321003514340SHSOLE 434000EATON CORP PLCSHSG2918310387813863SHSOLE 1386300EATON VANCE LTD DUR INCOME FCOM27828H10561442079SHSOLE 4207900EATON VANCE TAX MNGD GBL DVCOM27829F1081066106308SHSOLE 10630800EBAY INCCOM278642103220038846SHSOLE 3884600ECOLAB INCCOM2788651008997826SHSOLE 782600EDISON INTLCOM2810201075149197SHSOLE 919700EDWARDS LIFESCIENCES CORPCOM28176E1083133063SHSOLE 306300EL PASO PIPELINE PARTNERS LCOM UNIT LPI28370210855213752SHSOLE 1375200ELECTRONIC ARTS INCCOM2855121093178891SHSOLE 889100EMERSON ELEC COCOM29101110421369341473SHSOLE 34147300ENBRIDGE ENERGY PARTNERS L PCOM29250R106154439734SHSOLE 3973400ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100406465883SHSOLE 6588300ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R109294045951SHSOLE 4595100ENSCO PLCSHS CLASS AG3157S106296171680SHSOLE 7168000ENTERGY CORP NEWCOM29364G1035316872SHSOLE 687200ENTERPRISE PRODS PARTNERS LCOM2937921075022124603SHSOLE 12460300EOG RES INCCOM26875P101157315882SHSOLE 1588200EQT CORPCOM26884L1094134517SHSOLE 451700EQUIFAX INCCOM2944291052623503SHSOLE 350300EQUITY RESIDENTIALSH BEN INT29476L10776212375SHSOLE 1237500ESSEX PPTY TR INCCOM2971781052701513SHSOLE 151300EXELON CORPCOM30161N101129537981SHSOLE 3798100EXPEDIA INC DELCOM NEW30212P3032562920SHSOLE 292000EXPEDITORS INTL WASH INCCOM3021301092265581SHSOLE 558100EXPRESS SCRIPTS HLDG COCOM30219G108203428801SHSOLE 2880100EXXON MOBIL CORPCOM30231G10231449334383SHSOLE 33438300F M C CORPCOM NEW3024913032223890SHSOLE 389000F5 NETWORKS INCCOM3156161022612198SHSOLE 219800FACEBOOK INCCL A30303M102394249870SHSOLE 4987000FAMILY DLR STORES INCCOM3070001092162793SHSOLE 279300FASTENAL COCOM3119001043507792SHSOLE 779200FEDEX CORPCOM31428X10613178155SHSOLE 815500FIDELITY NATL INFORMATION SVCOM31620M1064648248SHSOLE 824800FIFTH THIRD BANCORPCOM31677310077438664SHSOLE 3866400FIRSTENERGY CORPCOM33793210781324215SHSOLE 2421500FISERV INCCOM3377381085688794SHSOLE 879400FLOWSERVE CORPCOM34354P1052813986SHSOLE 398600FLUOR CORP NEWCOM3434121023074590SHSOLE 459000FMC TECHNOLOGIES INCCOM30249U1013716834SHSOLE 683400FORD MTR CO DELCOM PAR $0.013453708601678113433SHSOLE 11343300FRANKLIN RES INCCOM35461310163311585SHSOLE 1158500FREEPORT-MCMORAN INCCL B35671D857102631410SHSOLE 3141000FRONTIER COMMUNICATIONS CORPCOM35906A10818728729SHSOLE 2872900GANNETT INCCOM36473010133011118SHSOLE 1111800GAP INC DELCOM3647601083187621SHSOLE 762100GENERAL DYNAMICS CORPCOM369550108150911876SHSOLE 1187600GENERAL ELECTRIC COCOM3696041039330364157SHSOLE 36415700GENERAL GROWTH PPTYS INC NEWCOM37002310336615533SHSOLE 1553300GENERAL MLS INCCOM37033410418983376280SHSOLE 37628000GENERAL MTRS COCOM37045V100114635870SHSOLE 3587000GENUINE PARTS COCOM3724601053934484SHSOLE 448400GENWORTH FINL INCCOM CL A37247D10625619551SHSOLE 1955100GILEAD SCIENCES INCCOM375558103470444186SHSOLE 4418600GOLDMAN SACHS GROUP INCCOM38141G104363719815SHSOLE 1981500GOODYEAR TIRE & RUBR COCOM38255010132914584SHSOLE 1458400GOOGLE INCCL A38259P50856889667SHSOLE 966700GOOGLE INCCL C38259P70655819667SHSOLE 966700GRAINGER W W INCCOM3848021044951969SHSOLE 196900GREAT PLAINS ENERGY INCCOM391164100215889286SHSOLE 8928600GUGGENHEIM BLD AMR BDS MANGCOM40166410770132900SHSOLE 3290000HALLIBURTON COCOM406216101156824303SHSOLE 2430300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10046022300SHSOLE 2230000HARLEY DAVIDSON INCCOM4128221083596166SHSOLE 616600HARRIS CORP DELCOM4138751052453695SHSOLE 369500HARTFORD FINL SVCS GROUP INCCOM41651510458415686SHSOLE 1568600HCP INCCOM40414L109129832686SHSOLE 3268600HEALTH CARE REIT INCCOM42217K10682513230SHSOLE 1323000HEALTH CARE REIT INCPFD PER CON I42217K601134423500SHSOLE 2350000HELMERICH & PAYNE INCCOM4234521013043108SHSOLE 310800HERSHEY COCOM42786610820130210945SHSOLE 21094500HESS CORPCOM42809H1078729247SHSOLE 924700HEWLETT PACKARD COCOM428236103201556805SHSOLE 5680500HOME DEPOT INCCOM43707610223131252132SHSOLE 25213200HONEYWELL INTL INCCOM438516106300232235SHSOLE 3223500HOSPIRA INCCOM4410601003196129SHSOLE 612900HOST HOTELS & RESORTS INCCOM44107P10453324968SHSOLE 2496800HSBC HLDGS PLCADR A 1/40PF A4042806045032200000SHSOLE 20000000HUDSON CITY BANCORPCOM44368310715616003SHSOLE 1600300HUMANA INCCOM4448591026044633SHSOLE 463300HUNTINGTON BANCSHARES INCCOM44615010423123696SHSOLE 2369600ILLINOIS TOOL WKS INCCOM45230810918050213812SHSOLE 21381200INGERSOLL-RAND PLCSHSG477911014227491SHSOLE 749100INTEGRYS ENERGY GROUP INCCOM45822P105153123624SHSOLE 2362400INTEL CORPCOM45814010024267696929SHSOLE 69692900INTEL CORPSDCV 2.950%12/1458140AD235812800000PRNSOLE 280000000INTEL CORPSDCV 3.250% 8/0458140AF71347800000PRNSOLE 80000000INTERCONTINENTAL EXCHANGE INCOM45866F1046583372SHSOLE 337200INTERNATIONAL BUSINESS MACHSCOM45920010124767130467SHSOLE 13046700INTERNATIONAL FLAVORS&FRAGRACOM4595061012392495SHSOLE 249500INTERNATIONAL GAME TECHNOLOGCOM45990210238823018SHSOLE 2301800INTERPUBLIC GROUP COS INCCOM46069010021911966SHSOLE 1196600INTL PAPER COCOM46014610372215119SHSOLE 1511900INTUITCOM4612021038699918SHSOLE 991800INTUITIVE SURGICAL INCCOM NEW46120E6027511626SHSOLE 162600INVESCO LTDSHSG491BT10848412265SHSOLE 1226500ISHARESMSCI BRIC INDX4642866574746127441SHSOLE 12744100ISHARESEAFE VALUE ETF46428887769612734SHSOLE 1273400ISHARESEAFE GRWTH ETF46428888571610507SHSOLE 1050700ISHARES TRCORE S&P500 ETF46428720029702149815SHSOLE 14981500ISHARES TRMSCI EMG MKT ETF464287234189245525SHSOLE 4552500ISHARES TRIBOXX INV CP ETF46428724218078152920SHSOLE 15292000ISHARES TRS&P 500 GRWT ETF464287309114910759SHSOLE 1075900ISHARES TRS&P 500 VAL ETF4642874088209103SHSOLE 910300ISHARES TRMSCI EAFE ETF46428746527901435136SHSOLE 43513600ISHARES TRRUS MDCP VAL ETF4642874735287539SHSOLE 753900ISHARES TRRUS MID-CAP ETF46428749923420147907SHSOLE 14790700ISHARES TRCORE S&P MCP ETF464287507559740933SHSOLE 4093300ISHARES TRRUS 1000 ETF464287622204218582SHSOLE 1858200ISHARES TRRUS 2000 VAL ETF464287630279929919SHSOLE 2991900ISHARES TRRUSSELL 2000 ETF46428765513620124550SHSOLE 12455000ISHARES TRCORE S&P SCP ETF46428780428894277025SHSOLE 27702500ISHARES TRSP SMCP600VL ETF464287879165115390SHSOLE 1539000ISHARES TRSP SMCP600GR ETF464287887176215652SHSOLE 1565200JACOBS ENGR GROUP INC DELCOM4698141072084268SHSOLE 426800JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG753185000000PRNSOLE 500000000JOHNSON & JOHNSONCOM47816010430057281986SHSOLE 28198600JOHNSON CTLS INCCOM478366107133330286SHSOLE 3028600JPMORGAN CHASE & COCOM46625H1009110151236SHSOLE 15123600JUNIPER NETWORKS INCCOM48203R10428913027SHSOLE 1302700KANSAS CITY SOUTHERNCOM NEW4851703023803134SHSOLE 313400KELLOGG COCOM4878361084457229SHSOLE 722900KEURIG GREEN MTN INCCOM49271M1003953038SHSOLE 303800KEYCORP NEWCOM4932671081731129827SHSOLE 12982700KEYCORP NEWPFD 7.75% SR A493267405144111000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810320103186886SHSOLE 18688600KIMCO RLTY CORPCOM49446R10936616686SHSOLE 1668600KINDER MORGAN ENERGY PARTNERUT LTD PARTNER494550106279429955SHSOLE 2995500KINDER MORGAN INC DELCOM49456B101165143073SHSOLE 4307300KKR & CO L P DELCOM UNITS48248M10291541047SHSOLE 4104700KLA-TENCOR CORPCOM4824801004505712SHSOLE 571200KOHLS CORPCOM5002551044667640SHSOLE 764000KRAFT FOODS GROUP INCCOM50076Q10618375325799SHSOLE 32579900KROGER COCOM50104410175114435SHSOLE 1443500L BRANDS INCCOM5017971044666963SHSOLE 696300L-3 COMMUNICATIONS HLDGS INCCOM5024241043813201SHSOLE 320100LABORATORY CORP AMER HLDGSCOM NEW50540R4092512471SHSOLE 247100LAM RESEARCH CORPCOM5128071083474639SHSOLE 463900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ7510400000PRNSOLE 40000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL21083800000PRNSOLE 80000000LAUDER ESTEE COS INCCL A5184391045287066SHSOLE 706600LEUCADIA NATL CORPCOM5272881042128890SHSOLE 889000LILLY ELI & COCOM53245710820051309198SHSOLE 30919800LINCOLN NATL CORP INDCOM5341871094007467SHSOLE 746700LINEAR TECHNOLOGY CORPCOM5356781063507894SHSOLE 789400LOCKHEED MARTIN CORPCOM53983010920541112381SHSOLE 11238100LOEWS CORPCOM5404241083147542SHSOLE 754200LORILLARD INCCOM5441471015368951SHSOLE 895100LOWES COS INCCOM548661107153128931SHSOLE 2893100LYONDELLBASELL INDUSTRIES NSHS - A -N53745100132712210SHSOLE 1221000M & T BK CORPCOM55261F1044803894SHSOLE 389400MACERICH COCOM5543821012473870SHSOLE 387000MACQUARIE INFRASTR CO LLCNOTE 2.875% 7/155608BAA331202800000PRNSOLE 280000000MACYS INCCOM55616P10460710426SHSOLE 1042600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP559080106233627751SHSOLE 2775100MARATHON OIL CORPCOM56584910673619572SHSOLE 1957200MARATHON PETE CORPCOM56585A1027178465SHSOLE 846500MARRIOTT INTL INC NEWCL A5719032024426318SHSOLE 631800MARSH & MCLENNAN COS INCCOM57174810281915639SHSOLE 1563900MASCO CORPCOM57459910624210131SHSOLE 1013100MASTERCARD INCCL A57636Q104218429550SHSOLE 2955000MATTEL INCCOM57708110216180527896SHSOLE 52789600MCCORMICK & CO INCCOM NON VTG5797802062513753SHSOLE 375300MCDONALDS CORPCOM58013510122236234535SHSOLE 23453500MCGRAW HILL FINL INCCOM5806451098169657SHSOLE 965700MCKESSON CORPCOM58155Q10315918172SHSOLE 817200MEAD JOHNSON NUTRITION COCOM5828391069099447SHSOLE 944700MEDTRONIC INCCOM585055106177628672SHSOLE 2867200MERCK & CO INC NEWCOM58933Y10526072439818SHSOLE 43981800MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR314701500000PRNSOLE 150000000METLIFE INCCOM59156R1086330117842SHSOLE 11784200METLIFE INCUNIT 99/99/999959156R1165878190900SHSOLE 19090000MICHAEL KORS HLDGS LTDSHSG607541013775279SHSOLE 527900MICROCHIP TECHNOLOGY INCCOM5950171042685665SHSOLE 566500MICRON TECHNOLOGY INCCOM595112103120335124SHSOLE 3512400MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY918431400000PRNSOLE 140000000MICROSOFT CORPCOM59491810430852665487SHSOLE 66548700MOHAWK INDS INCCOM6081901042441813SHSOLE 181300MOLSON COORS BREWING COCL B60871R2092923921SHSOLE 392100MOLYCORP INC DELCOM6087531093630000SHSOLE 3000000MONDELEZ INTL INCCL A609207105193856571SHSOLE 5657100MONSANTO CO NEWCOM61166W101320128448SHSOLE 2844800MONSTER BEVERAGE CORPCOM6117401013744080SHSOLE 408000MOODYS CORPCOM6153691055015303SHSOLE 530300MORGAN STANLEYCOM NEW617446448143941627SHSOLE 4162700MOSAIC CO NEWCOM61945C1034129273SHSOLE 927300MOTOROLA SOLUTIONS INCCOM NEW6200763075238259SHSOLE 825900MURPHY OIL CORPCOM6267171022734799SHSOLE 479900MYLAN INCCOM62853010749010761SHSOLE 1076100NATIONAL OILWELL VARCO INCCOM63707110194512416SHSOLE 1241600NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825176200000SHSOLE 20000000NAVIENT CORPCOM63938C10821312011SHSOLE 1201100NETAPP INCCOM64110D1044049408SHSOLE 940800NETFLIX INCCOM64110L1068591905SHSOLE 190500NEWELL RUBBERMAID INCCOM6512291062707846SHSOLE 784600NEWMONT MINING CORPCOM65163910632614161SHSOLE 1416100NEWS CORP NEWCL A65249B10923314237SHSOLE 1423700NEXTERA ENERGY INCCOM65339F101561459801SHSOLE 5980100NEXTERA ENERGY INCUNIT 99/99/999965339F8619007165000SHSOLE 16500000NIELSEN N VCOMN632181063598101SHSOLE 810100NIKE INCCL B654106103303734046SHSOLE 3404600NISOURCE INCCOM65473P1053638846SHSOLE 884600NOBLE CORP PLCSHS USDG6543110195542974SHSOLE 4297400NOBLE ENERGY INCCOM65504410570810358SHSOLE 1035800NORDSTROM INCCOM6556641002784064SHSOLE 406400NORFOLK SOUTHERN CORPCOM65584410810179115SHSOLE 911500NORTHEAST UTILSCOM6643971064009034SHSOLE 903400NORTHERN TR CORPCOM6658591045137543SHSOLE 754300NORTHROP GRUMMAN CORPCOM66680710210427908SHSOLE 790800NORTHWESTERN CORPCOM NEW668074305401988597SHSOLE 8859700NOVELLUS SYS INCNOTE 2.625% 5/1670008AD326341200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750880126271SHSOLE 2627100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF714831500000PRNSOLE 150000000NUCOR CORPCOM6703461054929068SHSOLE 906800NUVEEN FLOATING RATE INCOMECOM67072T10897085900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410328520000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810031933900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1058710000SHSOLE 1000000NVIDIA CORPCOM67066G10434218542SHSOLE 1854200O REILLY AUTOMOTIVE INC NEWCOM67103H1074703127SHSOLE 312700OCCIDENTAL PETE CORP DELCOM67459910519432202097SHSOLE 20209700OLD REP INTL CORPNOTE 3.750% 3/1680223AH729812550000PRNSOLE 255000000OMNICARE INCNOTE 3.500% 2/1681904AQ116761525000PRNSOLE 152500000OMNICOM GROUP INCCOM68191910617613255780SHSOLE 25578000ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH811831050000PRNSOLE 105000000ONEOK INC NEWCOM6826801033925976SHSOLE 597600ONEOK PARTNERS LPUNIT LTD PARTN68268N103170430456SHSOLE 3045600ORACLE CORPCOM68389X1054137108076SHSOLE 10807600PACCAR INCCOM69371810870512391SHSOLE 1239100PALL CORPCOM6964293072743274SHSOLE 327400PARAGON OFFSHORE PLCSHSG6S01W1089515461SHSOLE 1546100PARKER HANNIFIN CORPCOM701094104119410463SHSOLE 1046300PAYCHEX INCCOM70432610748611003SHSOLE 1100300PENTAIR PLCSHSG7S00T1043725680SHSOLE 568000PEOPLES UNITED FINANCIAL INCCOM71270410515510725SHSOLE 1072500PEPSICO INCCOM71344810824182259773SHSOLE 25977300PERRIGO CO PLCSHSG978221035783850SHSOLE 385000PETSMART INCCOM7167681062082970SHSOLE 297000PFIZER INCCOM71708110327211920238SHSOLE 92023800PG&E CORPCOM69331C10859613243SHSOLE 1324300PHILIP MORRIS INTL INCCOM71817210920303243443SHSOLE 24344300PHILLIPS 66COM718546104198224379SHSOLE 2437900PIMCO INCOME STRATEGY FUND ICOM72201J10495290399SHSOLE 9039900PIONEER NAT RES COCOM7237871078464293SHSOLE 429300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105265645129SHSOLE 4512900PLUM CREEK TIMBER CO INCCOM7292511082817215SHSOLE 721500PNC FINL SVCS GROUP INCCOM693475105132315461SHSOLE 1546100POPULAR INCCOM NEW73317470099833900SHSOLE 3390000POTASH CORP SASK INCCOM73755L107198457400SHSOLE 5740000PPG INDS INCCOM69350610716638451SHSOLE 845100PPL CORPCOM69351T10670821551SHSOLE 2155100PRAXAIR INCCOM74005P10412669816SHSOLE 981600PRECISION CASTPARTS CORPCOM74018910510444406SHSOLE 440600PRICE T ROWE GROUP INCCOM74144T1085987623SHSOLE 762300PRICELINE GRP INCCOM NEW74150340319231660SHSOLE 166000PRICELINE GRP INCDEBT 1.000% 3/1741503AQ918821400000PRNSOLE 140000000PRICELINE GRP INCNOTE 0.350% 6/1741503AS519651750000PRNSOLE 175000000PRINCIPAL FINL GROUP INCCOM74251V1024157912SHSOLE 791200PROCTER & GAMBLE COCOM74271810927171324471SHSOLE 32447100PROGRESSIVE CORP OHIOCOM74331510339415597SHSOLE 1559700PROLOGISNOTE 3.250% 3/174340XAT818371750000PRNSOLE 175000000PROLOGIS INCCOM74340W10364317045SHSOLE 1704500PRUDENTIAL FINL INCCOM744320102117713379SHSOLE 1337900PUBLIC STORAGECOM74460D109190111462SHSOLE 1146200PUBLIC SVC ENTERPRISE GROUPCOM74457310654414611SHSOLE 1461100PVH CORPCOM6936561002832338SHSOLE 233800QUALCOMM INCCOM747525103471863096SHSOLE 6309600QUANTA SVCS INCCOM74762E1022256204SHSOLE 620400QUEST DIAGNOSTICS INCCOM74834L10065510793SHSOLE 1079300RALPH LAUREN CORPCL A7512121013031839SHSOLE 183900RANGE RES CORPCOM75281A1093354938SHSOLE 493800RAYONIER TRS HLDGS INCNOTE 4.500% 8/175508AAC023341750000PRNSOLE 175000000RAYTHEON COCOM NEW75511150721123207859SHSOLE 20785900RED HAT INCCOM7565771023045409SHSOLE 540900REGENERON PHARMACEUTICALSCOM75886F1078152260SHSOLE 226000REGIONS FINL CORP NEWCOM7591EP10039939730SHSOLE 3973000REPUBLIC SVCS INCCOM7607591003559091SHSOLE 909100RESOLUTE FST PRODS INCCOM76117W109138988796SHSOLE 8879600REYNOLDS AMERICAN INCCOM76171310664410907SHSOLE 1090700ROCKWELL AUTOMATION INCCOM7739031095244765SHSOLE 476500ROCKWELL COLLINS INCCOM7743411013644643SHSOLE 464300ROPER INDS INC NEWCOM7766961064392998SHSOLE 299800ROSS STORES INCCOM7782961034596076SHSOLE 607600RPM INTL INCNOTE 2.250%12/1749685AT030212650000PRNSOLE 265000000SAFEWAY INCCOM NEW7865142082276619SHSOLE 661900SALESFORCE COM INCCOM79466L30293816308SHSOLE 1630800SALESFORCE COM INCNOTE 0.250% 4/079466LAD615831425000PRNSOLE 142500000SANDISK CORPCOM80004C1016396528SHSOLE 652800SCHLUMBERGER LTDCOM806857108457544988SHSOLE 4498800SCHWAB CHARLES CORP NEWCOM80851310597933316SHSOLE 3331600SCRIPPS NETWORKS INTERACT INCL A COM8110651012433118SHSOLE 311800SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM3754700000PRNSOLE 70000000SEAGATE TECHNOLOGY PLCSHSG7945M1075379380SHSOLE 938000SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8862105000SHSOLE 500000SEMPRA ENERGYCOM8168511096956591SHSOLE 659100SHERWIN WILLIAMS COCOM8243481065622567SHSOLE 256700SIGMA ALDRICH CORPCOM8265521014793520SHSOLE 352000SIMON PPTY GROUP INC NEWCOM828806109180911001SHSOLE 1100100SMUCKER J M COCOM NEW8326964053033062SHSOLE 306200SNAP ON INCCOM8330341012151777SHSOLE 177700SOUTHERN COCOM842587107111825621SHSOLE 2562100SOUTHWEST AIRLS COCOM84474110866919800SHSOLE 1980000SOUTHWESTERN ENERGY COCOM84546710935210073SHSOLE 1007300SPDR GOLD TRUSTGOLD SHS78463V1072792400SHSOLE 240000SPDR S&P 500 ETF TRTR UNIT78462F10341407210165SHSOLE 21016500SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10728835115655SHSOLE 11565500SPDR SERIES TRUSTS&P DIVID ETF78464A763394752665SHSOLE 5266500SPECTRA ENERGY CORPCOM84756010975419205SHSOLE 1920500SPECTRA ENERGY PARTNERS LPCOM84756N109190435935SHSOLE 3593500ST JUDE MED INCCOM7908491034978263SHSOLE 826300STANLEY BLACK & DECKER INCCOM8545021014004502SHSOLE 450200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502309340626000SHSOLE 2600000STANLEY BLACK & DECKER INCUNIT 99/99/9999854502804283125010SHSOLE 2501000STAPLES INCCOM85503010260850276SHSOLE 5027600STARBUCKS CORPCOM855244109235331178SHSOLE 3117800STARWOOD HOTELS&RESORTS WRLDCOM85590A4014675615SHSOLE 561500STATE STR CORPCOM85747710391612438SHSOLE 1243800STERICYCLE INCCOM8589121082992562SHSOLE 256200STRYKER CORPCOM863667101135716807SHSOLE 1680700SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108124325749SHSOLE 2574900SUNTRUST BKS INCCOM86791410367917849SHSOLE 1784900SUPERVALU INCCOM86853610313214752SHSOLE 1475200SYMANTEC CORPCOM87150310846619836SHSOLE 1983600SYSCO CORPCOM87182910718619490609SHSOLE 49060900TARGET CORPCOM87612E10619789315708SHSOLE 31570800TC PIPELINES LPUT COM LTD PRT87233Q1085157605SHSOLE 760500TE CONNECTIVITY LTDREG SHSH8498910465011760SHSOLE 1176000TESORO CORPCOM8816091012243670SHSOLE 367000TEXAS INSTRS INCCOM88250810420900438237SHSOLE 43823700TEXTRON INCCOM8832031012827839SHSOLE 783900THERMO FISHER SCIENTIFIC INCCOM883556102157812968SHSOLE 1296800TIFFANY & CO NEWCOM8865471083133247SHSOLE 324700TIME WARNER CABLE INCCOM88732J20712758883SHSOLE 888300TIME WARNER INCCOM NEW887317303211528119SHSOLE 2811900TJX COS INC NEWCOM872540109145224544SHSOLE 2454400TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM214601450000PRNSOLE 145000000TORCHMARK CORPCOM8910271042033878SHSOLE 387800TRANSOCEAN LTDREG SHSH8817H1002999340SHSOLE 934000TRAVELERS COMPANIES INCCOM89417E109143415270SHSOLE 1527000TRIPADVISOR INCCOM8969452013043320SHSOLE 332000TWENTY FIRST CENTY FOX INCCL A90130A101190055397SHSOLE 5539700TYCO INTERNATIONAL LTDSHSH8912810458113039SHSOLE 1303900TYSON FOODS INCCL A9024941033198112SHSOLE 811200UNDER ARMOUR INCCL A9043111072573720SHSOLE 372000UNION PAC CORPCOM907818108472143540SHSOLE 4354000UNITED PARCEL SERVICE INCCL B91131210621181215494SHSOLE 21549400UNITED TECHNOLOGIES CORPCOM91301710921667205179SHSOLE 20517900UNITED TECHNOLOGIES CORPUNIT 99/99/9999913017117259143990SHSOLE 4399000UNITEDHEALTH GROUP INCCOM91324P102350740665SHSOLE 4066500UNUM GROUPCOM91529Y1062507270SHSOLE 727000US BANCORP DELCOM NEW902973304337280623SHSOLE 8062300V F CORPCOM91820410866410062SHSOLE 1006200VALE S AADR REPSTG PFD91912E2042874295982SHSOLE 29598200VALERO ENERGY CORP NEWCOM91913Y10070815310SHSOLE 1531000VARIAN MED SYS INCCOM92220P1052893601SHSOLE 360100VENTAS INCCOM92276F1005789335SHSOLE 933500VERIZON COMMUNICATIONS INCCOM92343V10427476549629SHSOLE 54962900VERTEX PHARMACEUTICALS INCCOM92532F1007426610SHSOLE 661000VIACOM INC NEWCL B92553P201112514617SHSOLE 1461700VISA INCCOM CL A92826C839313314685SHSOLE 1468500VORNADO RLTY TRSH BEN INT9290421096046040SHSOLE 604000VULCAN MATLS COCOM9291601092263759SHSOLE 375900WALGREEN COCOM931422109150525387SHSOLE 2538700WAL-MART STORES INCCOM93114210322862298968SHSOLE 29896800WASTE MGMT INC DELCOM94106L10971615069SHSOLE 1506900WATERS CORPCOM9418481032392408SHSOLE 240800WELLPOINT INCCOM94973V107256721456SHSOLE 2145600WELLPOINT INCNOTE 2.750%10/194973VBG136502200000PRNSOLE 220000000WELLS FARGO & CO NEWCOM9497461018782169313SHSOLE 16931300WELLS FARGO & CO NEWPERP PFD CNV A94974680417441450SHSOLE 145000WESTERN DIGITAL CORPCOM9581021057207394SHSOLE 739400WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104111514865SHSOLE 1486500WESTERN UN COCOM95980210924815479SHSOLE 1547900WEYERHAEUSER COCOM96216610450015708SHSOLE 1570800WHIRLPOOL CORPCOM9633201067074856SHSOLE 485600WHITEWAVE FOODS COCOM9662441053008247SHSOLE 824700WHOLE FOODS MKT INCCOM96683710639710410SHSOLE 1041000WILLIAMS COS INC DELCOM969457100110920041SHSOLE 2004100WILLIAMS PARTNERS L PCOM UNIT L P96950F104284753661SHSOLE 5366100WINDSTREAM HLDGS INCCOM97382A10118517183SHSOLE 1718300WISCONSIN ENERGY CORPCOM9766571062746368SHSOLE 636800WYNDHAM WORLDWIDE CORPCOM98310W1083003693SHSOLE 369300WYNN RESORTS LTDCOM9831341074622468SHSOLE 246800XCEL ENERGY INCCOM98389B10043414267SHSOLE 1426700XEROX CORPCOM98412110364448688SHSOLE 4868800XILINX INCCOM9839191013869109SHSOLE 910900XILINX INCNOTE 2.625% 6/1983919AF826741800000PRNSOLE 180000000XL GROUP PLCSHSG982901022587777SHSOLE 777700XYLEM INCCOM98419M1002156068SHSOLE 606800YAHOO INCCOM984332106110327064SHSOLE 2706400YUM BRANDS INCCOM988498101267337135SHSOLE 3713500ZIMMER HLDGS INCCOM98956P1025004976SHSOLE 497600ZOETIS INCCL A98978V10350713718SHSOLE 1371800