0001085146-15-000490.txt : 20150213 0001085146-15-000490.hdr.sgml : 20150213 20150212191530 ACCESSION NUMBER: 0001085146-15-000490 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150213 DATE AS OF CHANGE: 20150212 EFFECTIVENESS DATE: 20150213 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: 15608390 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 12-31-2014 12-31-2014 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 02-09-2015 0 577 2048467 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10124296147859SHSOLE 14785900ABBOTT LABSCOM002824100257557201SHSOLE 5720100ABBVIE INCCOM00287Y10923111353160SHSOLE 35316000ACCENTURE PLC IRELANDSHS CLASS AG1151C101158517750SHSOLE 1775000ACE LTDSHSH0023R10511039600SHSOLE 960000ACTAVIS PLCSHSG0083B10819057400SHSOLE 740000ADOBE SYS INCCOM00724F10195413127SHSOLE 1312700AES CORPCOM00130H10525218293SHSOLE 1829300AETNA INC NEWCOM00817Y10888810000SHSOLE 1000000AFFILIATED MANAGERS GROUPCOM0082521082631240SHSOLE 124000AFLAC INCCOM001055102114318718SHSOLE 1871800AGILENT TECHNOLOGIES INCCOM00846U10145511126SHSOLE 1112600AIR PRODS & CHEMS INCCOM00915810613829581SHSOLE 958100AIRGAS INCCOM0093631022342035SHSOLE 203500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD02780950000PRNSOLE 95000000AK STL HLDG CORPCOM0015471086510980SHSOLE 1098000AKAMAI TECHNOLOGIES INCCOM00971T1013144994SHSOLE 499400ALCOA INCCOM01381710151432577SHSOLE 3257700ALEXION PHARMACEUTICALS INCCOM01535110910625740SHSOLE 574000ALLERGAN INCCOM018490102227510699SHSOLE 1069900ALLIANCE DATA SYSTEMS CORPCOM0185811085181811SHSOLE 181100ALLSTATE CORPCOM02000210184312000SHSOLE 1200000ALTERA CORPCOM0214411003689949SHSOLE 994900ALTRIA GROUP INCCOM02209S10318318371792SHSOLE 37179200ALZA CORPSDCV 7/202261WAB520911450000PRNSOLE 145000000AMAZON COM INCCOM023135106335910824SHSOLE 1082400AMEREN CORPCOM0236081023076665SHSOLE 666500AMERICAN ELEC PWR INCCOM02553710182613598SHSOLE 1359800AMERICAN EXPRESS COCOM025816109372139991SHSOLE 3999100AMERICAN INTL GROUP INCCOM NEW026874784223439885SHSOLE 3988500AMERICAN TOWER CORP NEWCOM03027X100131613317SHSOLE 1331700AMERIPRISE FINL INCCOM03076C10611878975SHSOLE 897500AMERISOURCEBERGEN CORPCOM03073E1055566170SHSOLE 617000AMETEK INC NEWCOM0311001003386423SHSOLE 642300AMGEN INCCOM031162100344321612SHSOLE 2161200AMPHENOL CORP NEWCL A03209510158110796SHSOLE 1079600ANADARKO PETE CORPCOM032511107189322951SHSOLE 2295100ANALOG DEVICES INCCOM03265410520919376784SHSOLE 37678400ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282061064122348SHSOLE 12234800ANNALY CAP MGMT INCCOM03571040950947071SHSOLE 4707100ANTHEM INCCOM036752103265921156SHSOLE 2115600AON PLCSHS CL AG0408V1027908333SHSOLE 833300APACHE CORPCOM03741110510790172174SHSOLE 17217400APOLLO GLOBAL MGMT LLCCL A SHS03761230661426028SHSOLE 2602800APPLE INCCOM03783310023227210430SHSOLE 21043000APPLIED MATLS INCCOM03822210584633965SHSOLE 3396500ARCHER DANIELS MIDLAND COCOM039483102374872072SHSOLE 7207200AT&T INCCOM00206R10229856888842SHSOLE 88884200AUTODESK INCCOM0527691063796306SHSOLE 630600AUTOMATIC DATA PROCESSING INCOM05301510320000239898SHSOLE 23989800AUTOZONE INCCOM0533321029901599SHSOLE 159900AVAGO TECHNOLOGIES LTDSHSY0486S1046746700SHSOLE 670000AVALONBAY CMNTYS INCCOM0534841017564630SHSOLE 463000AVON PRODS INCCOM05430310215116083SHSOLE 1608300BAKER HUGHES INCCOM05722410770912640SHSOLE 1264000BALL CORPCOM0584981062573774SHSOLE 377400BANK AMER CORPCOM0605051046393357369SHSOLE 35736900BANK AMER CORP7.25%CNV PFD L060505682814700SHSOLE 70000BANK NEW YORK MELLON CORPCOM064058100144635650SHSOLE 3565000BARD C R INCCOM0673831095173102SHSOLE 310200BAXTER INTL INCCOM07181310920520279983SHSOLE 27998300BB&T CORPCOM05493710792123683SHSOLE 2368300BECTON DICKINSON & COCOM0758871098956434SHSOLE 643400BED BATH & BEYOND INCCOM0758961005357029SHSOLE 702900BERKSHIRE HATHAWAY INC DELCL A0846701084522SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702771851399SHSOLE 5139900BEST BUY INCCOM08651610154113887SHSOLE 1388700BIOGEN IDEC INCCOM09062X10328508396SHSOLE 839600BLACKROCK BUILD AMER BD TRSHS09248X10078035220SHSOLE 3522000BLACKROCK ENERGY & RES TRCOM09250U10110657534197SHSOLE 53419700BLACKROCK ENHANCED EQT DIV TCOM09251A1042939361979SHSOLE 36197900BLACKROCK FLOATING RATE INCOCOM091941104109685272SHSOLE 8527200BLACKROCK INCCOM09247X10113593800SHSOLE 380000BLACKROCK MUNICIPL INC QLTYCOM09247910425217511SHSOLE 1751100BLACKROCK MUNIVEST FD INCCOM09253R10541341702SHSOLE 4170200BLACKROCK MUNIYIELD QLTY FDCOM09254E10320714683SHSOLE 1468300BLOCK H & R INCCOM0936711052557580SHSOLE 758000BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710463335626SHSOLE 3562600BOEING COCOM09702310522487173002SHSOLE 17300200BORGWARNER INCCOM0997241063416210SHSOLE 621000BOSTON PROPERTIES INCCOM1011211016665176SHSOLE 517600BOSTON SCIENTIFIC CORPCOM10113710749337192SHSOLE 3719200BP PLCSPONSORED ADR05562210477820400SHSOLE 2040000BRISTOL MYERS SQUIBB COCOM110122108347658886SHSOLE 5888600BRISTOW GROUP INCNOTE 3.000% 6/1110394AC712541200000PRNSOLE 120000000BRITISH AMERN TOB PLCSPONSORED ADR1104481079498800SHSOLE 880000BROADCOM CORPCL A11132010775317380SHSOLE 1738000BROWN FORMAN CORPCL B1156372093433907SHSOLE 390700BUCKEYE PARTNERS L PUNIT LTD PARTN118230101140918620SHSOLE 1862000C H ROBINSON WORLDWIDE INCCOM NEW12541W2092973971SHSOLE 397100CA INCCOM12673P10533310943SHSOLE 1094300CABOT OIL & GAS CORPCOM12709710376025674SHSOLE 2567400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251012397209565SHSOLE 20956500CAMERON INTERNATIONAL CORPCOM13342B1052805602SHSOLE 560200CAMPBELL SOUP COCOM1344291092144857SHSOLE 485700CAPITAL ONE FINL CORPCOM14040H105148017929SHSOLE 1792900CARDINAL HEALTH INCCOM14149Y1087609420SHSOLE 942000CAREFUSION CORPCOM14170T1013375675SHSOLE 567500CARMAX INCCOM1431301023915869SHSOLE 586900CARNIVAL CORPPAIRED CTF14365830056412434SHSOLE 1243400CATERPILLAR INC DELCOM149123101196821497SHSOLE 2149700CBRE CLARION GLOBAL REAL ESTCOM12504G10020522856SHSOLE 2285600CBRE GROUP INCCL A12504L1092637693SHSOLE 769300CBS CORP NEWCL B124857202102218471SHSOLE 1847100CELGENE CORPCOM151020104269024050SHSOLE 2405000CENTERPOINT ENERGY INCCOM15189T10727611782SHSOLE 1178200CENTURYLINK INCCOM15670010674518815SHSOLE 1881500CERNER CORPCOM1567821045378304SHSOLE 830400CF INDS HLDGS INCCOM1252691004511653SHSOLE 165300CHESAPEAKE ENERGY CORPCOM16516710727313943SHSOLE 1394300CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6752750000PRNSOLE 75000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ9535550000PRNSOLE 55000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167CA397100000PRNSOLE 10000000CHEVRON CORP NEWCOM16676410026521236411SHSOLE 23641100CHIPOTLE MEXICAN GRILL INCCOM1696561057461090SHSOLE 109000CHUBB CORPCOM171232101260325158SHSOLE 2515800CIGNA CORPORATIONCOM12550910910189893SHSOLE 989300CIMAREX ENERGY COCOM1717981012462320SHSOLE 232000CINCINNATI FINL CORPCOM1720621012053961SHSOLE 396100CINTAS CORPCOM1729081052172762SHSOLE 276200CISCO SYS INCCOM17275R10225964933451SHSOLE 93345100CIT GROUP INCCOM NEW125581801229648004SHSOLE 4800400CITIGROUP INCCOM NEW1729674246355117445SHSOLE 11744500CITRIX SYS INCCOM1773761003525521SHSOLE 552100CLOROX CO DELCOM18905410920335195132SHSOLE 19513200CME GROUP INCCOM12572Q10520994236824SHSOLE 23682400CMS ENERGY CORPCOM12589610040811728SHSOLE 1172800COACH INCCOM1897541042827506SHSOLE 750600COCA COLA COCOM19121610024189572930SHSOLE 57293000COCA COLA ENTERPRISES INC NECOM19122T1092796319SHSOLE 631900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102105019936SHSOLE 1993600COHEN & STEERS INFRASTRUCTURCOM19248A1093140138218SHSOLE 13821800COHEN & STEERS QUALITY RLTYCOM19247L10649440544SHSOLE 4054400COLGATE PALMOLIVE COCOM19416210321062304404SHSOLE 30440400COMCAST CORP NEWCL A20030N101511288119SHSOLE 8811900COMERICA INCCOM2003401072334982SHSOLE 498200COMPUTER SCIENCES CORPCOM2053631043004760SHSOLE 476000CONAGRA FOODS INCCOM20588710242111616SHSOLE 1161600CONOCOPHILLIPSCOM20825C104462066898SHSOLE 6689800CONSOL ENERGY INCCOM20854P1092116255SHSOLE 625500CONSOLIDATED EDISON INCCOM2091151045308028SHSOLE 802800CONSTELLATION BRANDS INCCL A21036P1084074145SHSOLE 414500CORNING INCCOM21935010583736497SHSOLE 3649700COSTCO WHSL CORP NEWCOM22160K105228716133SHSOLE 1613300COVIDIEN PLCSHSG2554F113130612764SHSOLE 1276400CROWN CASTLE INTL CORP NEWCOM22822V1017399390SHSOLE 939000CSX CORPCOM126408103101628033SHSOLE 2803300CUMMINS INCCOM2310211068776083SHSOLE 608300CVS HEALTH CORPCOM126650100536055655SHSOLE 5565500D R HORTON INCCOM23331A1092188612SHSOLE 861200DANAHER CORP DELCOM235851102437551048SHSOLE 5104800DARDEN RESTAURANTS INCCOM2371941052153670SHSOLE 367000DAVITA HEALTHCARE PARTNERS ICOM23918K1084355738SHSOLE 573800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P10075516617SHSOLE 1661700DEERE & COCOM244199105212824057SHSOLE 2405700DELPHI AUTOMOTIVE PLCSHSG278231065838020SHSOLE 802000DELTA AIR LINES INC DELCOM NEW247361702111122580SHSOLE 2258000DENTSPLY INTL INC NEWCOM2490301072043834SHSOLE 383400DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX121241700000PRNSOLE 170000000DEVON ENERGY CORP NEWCOM25179M10365610718SHSOLE 1071800DIAMOND OFFSHORE DRILLING INCOM25271C10295526021SHSOLE 2602100DIRECTVCOM25490A309141616333SHSOLE 1633300DISCOVER FINL SVCSCOM25470910884912957SHSOLE 1295700DISCOVERY COMMUNICATNS NEWCOM SER C25470F3022366999SHSOLE 699900DISNEY WALT COCOM DISNEY254687106516254802SHSOLE 5480200DOLLAR GEN CORP NEWCOM2566771055888310SHSOLE 831000DOLLAR TREE INCCOM2567461084035725SHSOLE 572500DOMINION RES INC VA NEWCOM25746U109140118224SHSOLE 1822400DOMINION RES INC VA NEWUNIT 99/99/999925746U86912368237800SHSOLE 23780000DOVER CORPCOM2600031083344663SHSOLE 466300DOW CHEM COCOM260543103187441093SHSOLE 4109300DR PEPPER SNAPPLE GROUP INCCOM26138E1093845356SHSOLE 535600DTE ENERGY COCOM2333311074405090SHSOLE 509000DU PONT E I DE NEMOURS & COCOM26353410921348288718SHSOLE 28871800DUKE ENERGY CORP NEWCOM NEW26441C204178421356SHSOLE 2135600E M C CORP MASSCOM268648102241881302SHSOLE 8130200E TRADE FINANCIAL CORPCOM NEW26924640131012777SHSOLE 1277700EASTMAN CHEM COCOM2774321003194200SHSOLE 420000EATON CORP PLCSHSG2918310390713343SHSOLE 1334300EATON VANCE LTD DUR INCOME FCOM27828H10559442079SHSOLE 4207900EATON VANCE TAX MNGD GBL DVCOM27829F1083390357214SHSOLE 35721400EBAY INCCOM278642103211537686SHSOLE 3768600ECOLAB INCCOM2788651008007656SHSOLE 765600EDISON INTLCOM2810201075919027SHSOLE 902700EDWARDS LIFESCIENCES CORPCOM28176E1083883043SHSOLE 304300ELECTRONIC ARTS INCCOM2855121094048601SHSOLE 860100EMERSON ELEC COCOM29101110421700351531SHSOLE 35153100ENBRIDGE ENERGY PARTNERS L PCOM29250R106191548000SHSOLE 4800000ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100455179306SHSOLE 7930600ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R109385459292SHSOLE 5929200ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U107103735760SHSOLE 3576000ENSCO PLCSHS CLASS AG3157S106255785370SHSOLE 8537000ENTERGY CORP NEWCOM29364G1035896732SHSOLE 673200ENTERPRISE PRODS PARTNERS LCOM2937921076047167422SHSOLE 16742200EOG RES INCCOM26875P101143215552SHSOLE 1555200EQT CORPCOM26884L1093394477SHSOLE 447700EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B1007999079SHSOLE 907900EQUIFAX INCCOM2944291052723363SHSOLE 336300EQUITY RESIDENTIALSH BEN INT29476L10788312295SHSOLE 1229500ESSEX PPTY TR INCCOM2971781053721803SHSOLE 180300EXELON CORPCOM30161N101138237281SHSOLE 3728100EXPEDIA INC DELCOM NEW30212P3032392800SHSOLE 280000EXPEDITORS INTL WASH INCCOM3021301092375311SHSOLE 531100EXPRESS SCRIPTS HLDG COCOM30219G108234927741SHSOLE 2774100EXXON MOBIL CORPCOM30231G10233039357375SHSOLE 35737500F M C CORPCOM NEW3024913032143760SHSOLE 376000F5 NETWORKS INCCOM3156161022842178SHSOLE 217800FACEBOOK INCCL A30303M102406952150SHSOLE 5215000FAMILY DLR STORES INCCOM3070001092042573SHSOLE 257300FASTENAL COCOM3119001043587532SHSOLE 753200FEDEX CORPCOM31428X10613697885SHSOLE 788500FIDELITY NATL INFORMATION SVCOM31620M1064967968SHSOLE 796800FIFTH THIRD BANCORPCOM31677310076637594SHSOLE 3759400FIRSTENERGY CORPCOM33793210792923815SHSOLE 2381500FISERV INCCOM3377381086048504SHSOLE 850400FLOWSERVE CORPCOM34354P1052303846SHSOLE 384600FLUOR CORP NEWCOM3434121022634340SHSOLE 434000FMC TECHNOLOGIES INCCOM30249U1013036474SHSOLE 647400FORD MTR CO DELCOM PAR $0.013453708601699109593SHSOLE 10959300FRANKLIN RES INCCOM35461310161311075SHSOLE 1107500FREEPORT-MCMORAN INCCL B35671D85771430560SHSOLE 3056000FRONTIER COMMUNICATIONS CORPCOM35906A10817926828SHSOLE 2682800GANNETT INCCOM36473010134410768SHSOLE 1076800GAP INC DELCOM3647601083127401SHSOLE 740100GENERAL DYNAMICS CORPCOM369550108159411586SHSOLE 1158600GENERAL ELECTRIC COCOM3696041038994355927SHSOLE 35592700GENERAL GROWTH PPTYS INC NEWCOM37002310344115683SHSOLE 1568300GENERAL MLS INCCOM37033410421818409114SHSOLE 40911400GENERAL MTRS COCOM37045V100104329880SHSOLE 2988000GENUINE PARTS COCOM3724601054744444SHSOLE 444400GENWORTH FINL INCCOM CL A37247D10616319141SHSOLE 1914100GILEAD SCIENCES INCCOM375558103403442796SHSOLE 4279600GOLDMAN SACHS GROUP INCCOM38141G104377719485SHSOLE 1948500GOODYEAR TIRE & RUBR COCOM38255010141214414SHSOLE 1441400GOOGLE INCCL A38259P50850459507SHSOLE 950700GOOGLE INCCL C38259P70650049507SHSOLE 950700GRAINGER W W INCCOM3848021044991959SHSOLE 195900GREAT PLAINS ENERGY INCCOM391164100240884762SHSOLE 8476200GUGGENHEIM BLD AMR BDS MANGCOM40166410774433533SHSOLE 3353300HALLIBURTON COCOM40621610192723573SHSOLE 2357300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10049722300SHSOLE 2230000HARLEY DAVIDSON INCCOM4128221083885886SHSOLE 588600HARMAN INTL INDS INCCOM4130861092131992SHSOLE 199200HARRIS CORP DELCOM4138751052573575SHSOLE 357500HARTFORD FINL SVCS GROUP INCCOM41651510463215156SHSOLE 1515600HCP INCCOM40414L109142232286SHSOLE 3228600HEALTH CARE REIT INCCOM42217K10699713180SHSOLE 1318000HEALTH CARE REIT INCPFD PER CON I42217K601154723500SHSOLE 2350000HELMERICH & PAYNE INCCOM4234521012012988SHSOLE 298800HERSHEY COCOM42786610821999211672SHSOLE 21167200HESS CORPCOM42809H1076528827SHSOLE 882700HEWLETT PACKARD COCOM428236103220554955SHSOLE 5495500HOME DEPOT INCCOM437076102401638255SHSOLE 3825500HONEYWELL INTL INCCOM438516106316231645SHSOLE 3164500HOSPIRA INCCOM4410601003675999SHSOLE 599900HOST HOTELS & RESORTS INCCOM44107P10457724288SHSOLE 2428800HSBC HLDGS PLCADR A 1/40PF A4042806045140200000SHSOLE 20000000HUDSON CITY BANCORPCOM44368310715915683SHSOLE 1568300HUMANA INCCOM4448591026584583SHSOLE 458300HUNTINGTON BANCSHARES INCCOM44615010424222976SHSOLE 2297600ILLINOIS TOOL WKS INCCOM45230810919694207961SHSOLE 20796100INGERSOLL-RAND PLCSHSG477911014647321SHSOLE 732100INTEGRYS ENERGY GROUP INCCOM45822P105183123514SHSOLE 2351400INTEL CORPCOM45814010025295697019SHSOLE 69701900INTEL CORPSDCV 2.950%12/1458140AD2102877800000PRNSOLE 780000000INTEL CORPSDCV 3.250% 8/0458140AF71396800000PRNSOLE 80000000INTERCONTINENTAL EXCHANGE INCOM45866F1047333342SHSOLE 334200INTERNATIONAL BUSINESS MACHSCOM45920010124276151311SHSOLE 15131100INTERNATIONAL FLAVORS&FRAGRACOM4595061012512475SHSOLE 247500INTERNATIONAL GAME TECHNOLOGCOM45990210238122108SHSOLE 2210800INTERPUBLIC GROUP COS INCCOM46069010024211636SHSOLE 1163600INTL PAPER COCOM46014610378214589SHSOLE 1458900INTUITCOM4612021039019768SHSOLE 976800INTUITIVE SURGICAL INCCOM NEW46120E6028551616SHSOLE 161600INVESCO LTDSHSG491BT10846911855SHSOLE 1185500IRON MTN INCCOM4628461062326009SHSOLE 600900ISHARESMSCI BRIC INDX4642866574464127441SHSOLE 12744100ISHARESEAFE VALUE ETF46428887765012734SHSOLE 1273400ISHARESEAFE GRWTH ETF46428888569110507SHSOLE 1050700ISHARES TRSELECT DIVID ETF46428716811401143590SHSOLE 14359000ISHARES TRCORE S&P500 ETF46428720030997149815SHSOLE 14981500ISHARES TRMSCI EMG MKT ETF46428723411308287805SHSOLE 28780500ISHARES TRIBOXX INV CP ETF46428724213149110120SHSOLE 11012000ISHARES TRS&P 500 GRWT ETF464287309120110759SHSOLE 1075900ISHARES TRS&P 500 VAL ETF4642874088549103SHSOLE 910300ISHARES TRMSCI EAFE ETF46428746536151594206SHSOLE 59420600ISHARES TRRUS MDCP VAL ETF4642874735567539SHSOLE 753900ISHARES TRRUS MID-CAP ETF46428749924706147907SHSOLE 14790700ISHARES TRCORE S&P MCP ETF464287507592740933SHSOLE 4093300ISHARES TRRUS 1000 ETF464287622213018582SHSOLE 1858200ISHARES TRRUS 2000 VAL ETF464287630304229919SHSOLE 2991900ISHARES TRRUSSELL 2000 ETF46428765513373111750SHSOLE 11175000ISHARES TRCORE S&P SCP ETF46428780431597277025SHSOLE 27702500ISHARES TRSP SMCP600VL ETF464287879181515390SHSOLE 1539000ISHARES TRSP SMCP600GR ETF464287887191615652SHSOLE 1565200JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG731033000000PRNSOLE 300000000JOHNSON & JOHNSONCOM47816010429737284370SHSOLE 28437000JOHNSON CTLS INCCOM478366107143229626SHSOLE 2962600JPMORGAN CHASE & COCOM46625H1009260147976SHSOLE 14797600JUNIPER NETWORKS INCCOM48203R10426611907SHSOLE 1190700KANSAS CITY SOUTHERNCOM NEW4851703023793104SHSOLE 310400KELLOGG COCOM4878361084556949SHSOLE 694900KEURIG GREEN MTN INCCOM49271M1004643508SHSOLE 350800KEYCORP NEWCOM4932671081792128937SHSOLE 12893700KEYCORP NEWPFD 7.75% SR A493267405143611000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810321767188391SHSOLE 18839100KIMCO RLTY CORPCOM49446R10940916286SHSOLE 1628600KINDER MORGAN INC DELCOM49456B101229254183SHSOLE 5418300KKR & CO L P DELCOM UNITS48248M102118551047SHSOLE 5104700KLA-TENCOR CORPCOM4824801003915562SHSOLE 556200KOHLS CORPCOM5002551044567470SHSOLE 747000KRAFT FOODS GROUP INCCOM50076Q10621347340679SHSOLE 34067900KROGER COCOM50104410188813835SHSOLE 1383500L BRANDS INCCOM5017971045806703SHSOLE 670300L-3 COMMUNICATIONS HLDGS INCCOM5024241044013181SHSOLE 318100LABORATORY CORP AMER HLDGSCOM NEW50540R4092642451SHSOLE 245100LAM RESEARCH CORPCOM5128071083554469SHSOLE 446900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ7527400000PRNSOLE 40000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL21125800000PRNSOLE 80000000LAUDER ESTEE COS INCCL A5184391045036606SHSOLE 660600LENNAR CORPCL A5260571042184863SHSOLE 486300LILLY ELI & COCOM53245710821433310673SHSOLE 31067300LINCOLN NATL CORP INDCOM5341871094157197SHSOLE 719700LINEAR TECHNOLOGY CORPCOM5356781063487634SHSOLE 763400LOCKHEED MARTIN CORPCOM53983010921159109875SHSOLE 10987500LOEWS CORPCOM5404241083007132SHSOLE 713200LORILLARD INCCOM5441471015458661SHSOLE 866100LOWES COS INCCOM548661107191227791SHSOLE 2779100LYONDELLBASELL INDUSTRIES NSHS - A -N5374510092411640SHSOLE 1164000M & T BK CORPCOM55261F1044853864SHSOLE 386400MACERICH COCOM5543821013123740SHSOLE 374000MACQUARIE INFRASTR CO LLCNOTE 2.875% 7/155608BAA331642800000PRNSOLE 280000000MACYS INCCOM55616P1046579986SHSOLE 998600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP559080106276033392SHSOLE 3339200MALLINCKRODT PUB LTD COSHSG5785G1072102123SHSOLE 212300MARATHON OIL CORPCOM56584910653518912SHSOLE 1891200MARATHON PETE CORPCOM56585A1027388175SHSOLE 817500MARRIOTT INTL INC NEWCL A5719032024706028SHSOLE 602800MARSH & MCLENNAN COS INCCOM57174810286415089SHSOLE 1508900MASCO CORPCOM5745991062489841SHSOLE 984100MASTERCARD INCCL A57636Q104241928080SHSOLE 2808000MATTEL INCCOM57708110217722572682SHSOLE 57268200MCCORMICK & CO INCCOM NON VTG5797802062683613SHSOLE 361300MCDONALDS CORPCOM58013510122129236166SHSOLE 23616600MCGRAW HILL FINL INCCOM5806451098459497SHSOLE 949700MCKESSON CORPCOM58155Q10316658022SHSOLE 802200MEAD JOHNSON NUTRITION COCOM5828391069359297SHSOLE 929700MEADWESTVACO CORPCOM5833341072014519SHSOLE 451900MERCK & CO INC NEWCOM58933Y10526549467495SHSOLE 46749500MERITAGE HOMES CORPNOTE 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INCCOM62853010759110481SHSOLE 1048100NATIONAL OILWELL VARCO INCCOM63707110178712016SHSOLE 1201600NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825224200000SHSOLE 20000000NAVIENT CORPCOM63938C10824911541SHSOLE 1154100NETAPP INCCOM64110D1043688878SHSOLE 887800NETFLIX INCCOM64110L1066441885SHSOLE 188500NEWELL RUBBERMAID INCCOM6512291062887566SHSOLE 756600NEWMONT MINING CORPCOM65163910621511371SHSOLE 1137100NEWS CORP NEWCL A65249B10921713827SHSOLE 1382700NEXTERA ENERGY INCCOM65339F101527149591SHSOLE 4959100NEXTERA ENERGY INCUNIT 99/99/999965339F8619519165000SHSOLE 16500000NIELSEN N VCOMN632181063668181SHSOLE 818100NIKE INCCL B654106103319633236SHSOLE 3323600NISOURCE INCCOM65473P1053648576SHSOLE 857600NOBLE CORP PLCSHS USDG6543110168941604SHSOLE 4160400NOBLE ENERGY INCCOM65504410547810068SHSOLE 1006800NORDSTROM INCCOM6556641003123924SHSOLE 392400NORFOLK SOUTHERN CORPCOM6558441089808945SHSOLE 894500NORTHEAST UTILSCOM6643971064698764SHSOLE 876400NORTHERN TR CORPCOM6658591044927293SHSOLE 729300NORTHROP GRUMMAN CORPCOM66680710211237618SHSOLE 761800NORTHWESTERN CORPCOM NEW668074305484385597SHSOLE 8559700NOVELLUS SYS INCNOTE 2.625% 5/1670008AD327451200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750870025991SHSOLE 2599100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF714891500000PRNSOLE 150000000NUCOR CORPCOM6703461054318788SHSOLE 878800NUVEEN FLOATING RATE INCOMECOM67072T10894485900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410329320000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810032733900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1058910000SHSOLE 1000000NVIDIA CORPCOM67066G10435617732SHSOLE 1773200NVIDIA CORPNOTE 1.000%12/067066GAC816531450000PRNSOLE 145000000O REILLY AUTOMOTIVE INC NEWCOM67103H1075953087SHSOLE 308700OCCIDENTAL PETE CORP DELCOM67459910519848246220SHSOLE 24622000OLD REP INTL CORPNOTE 3.750% 3/1680223AH729842550000PRNSOLE 255000000OMNICARE INCNOTE 3.500% 2/1681904AQ118241525000PRNSOLE 152500000OMNICOM GROUP 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AMERICAN INCCOM76171310667710527SHSOLE 1052700ROBERT HALF INTL INCCOM7703231032173717SHSOLE 371700ROCKWELL AUTOMATION INCCOM77390310918980170683SHSOLE 17068300ROCKWELL COLLINS INCCOM7743411013804493SHSOLE 449300ROPER INDS INC NEWCOM7766961064662978SHSOLE 297800ROSS STORES INCCOM7782961035495826SHSOLE 582600RPM INTL INCNOTE 2.250%12/1749685AT030762650000PRNSOLE 265000000SAFEWAY INCCOM NEW7865142082206259SHSOLE 625900SALESFORCE COM INCCOM79466L30294615958SHSOLE 1595800SALESFORCE COM INCNOTE 0.250% 4/079466LAD616181425000PRNSOLE 142500000SANDISK CORPCOM80004C1016226348SHSOLE 634800SANDISK CORPNOTE 0.500%10/180004CAF816811400000PRNSOLE 140000000SCANA CORP NEWCOM80589M1022313830SHSOLE 383000SCHLUMBERGER LTDCOM806857108374243808SHSOLE 4380800SCHWAB CHARLES CORP NEWCOM80851310597432256SHSOLE 3225600SCRIPPS NETWORKS INTERACT INCL A COM8110651012172878SHSOLE 287800SEACOR HOLDINGS INCNOTE 3.000%11/181170YAB5664725000PRNSOLE 72500000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM3746700000PRNSOLE 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FISHER SCIENTIFIC INCCOM883556102160112778SHSOLE 1277800TIFFANY & CO NEWCOM8865471083443217SHSOLE 321700TIME WARNER CABLE INCCOM88732J20713288733SHSOLE 873300TIME WARNER INCCOM NEW887317303230626999SHSOLE 2699900TJX COS INC NEWCOM872540109163523844SHSOLE 2384400TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM214871450000PRNSOLE 145000000TRACTOR SUPPLY COCOM8923561062773510SHSOLE 351000TRAVELERS COMPANIES INCCOM89417E109157014830SHSOLE 1483000TRIPADVISOR INCCOM8969452012383190SHSOLE 319000TWENTY FIRST CENTY FOX INCCL A90130A101204053127SHSOLE 5312700TYCO INTL PLCSHSG9144210655012539SHSOLE 1253900TYSON FOODS INCCL A9024941033228042SHSOLE 804200UNDER ARMOUR INCCL A9043111072844180SHSOLE 418000UNION PAC CORPCOM907818108507142570SHSOLE 4257000UNITED PARCEL SERVICE INCCL B91131210623220208867SHSOLE 20886700UNITED TECHNOLOGIES CORPCOM91301710924704214818SHSOLE 21481800UNITED TECHNOLOGIES CORPUNIT 99/99/9999913017117269843990SHSOLE 4399000UNITEDHEALTH GROUP INCCOM91324P102401839745SHSOLE 3974500UNUM 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145000WESTERN DIGITAL CORPCOM9581021058127334SHSOLE 733400WESTERN GAS EQUITY PARTNERSCOMUNT LTD PT95825R103193632136SHSOLE 3213600WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104138218919SHSOLE 1891900WESTERN UN COCOM95980210926514799SHSOLE 1479900WEYERHAEUSER COCOM96216610454015048SHSOLE 1504800WHIRLPOOL CORPCOM9633201069374836SHSOLE 483600WHITEWAVE FOODS COCOM9662441052898246SHSOLE 824600WHOLE FOODS MKT INCCOM9668371065009920SHSOLE 992000WILLIAMS COS INC DELCOM96945710085819081SHSOLE 1908100WILLIAMS PARTNERS L PCOM UNIT L P96950F104288764511SHSOLE 6451100WINDSTREAM HLDGS INCCOM97382A10113716643SHSOLE 1664300WISCONSIN ENERGY CORPCOM9766571063236118SHSOLE 611800WYNDHAM WORLDWIDE CORPCOM98310W1083053553SHSOLE 355300WYNN RESORTS LTDCOM9831341073642448SHSOLE 244800XCEL ENERGY INCCOM98389B10050113947SHSOLE 1394700XEROX CORPCOM98412110365647348SHSOLE 4734800XILINX INCCOM9839191013828819SHSOLE 881900XILINX INCNOTE 2.625% 6/1983919AF827151800000PRNSOLE 180000000XL GROUP PLCSHSG982901022537357SHSOLE 735700XYLEM INCCOM98419M1002255918SHSOLE 591800YAHOO INCCOM984332106130425814SHSOLE 2581400YAHOO INCNOTE 12/0984332AF317571550000PRNSOLE 155000000YUM BRANDS INCCOM988498101267536715SHSOLE 3671500ZIMMER HLDGS INCCOM98956P1025604936SHSOLE 493600ZOETIS INCCL A98978V10356813198SHSOLE 1319800