0001085146-15-000966.txt : 20150424 0001085146-15-000966.hdr.sgml : 20150424 20150423175512 ACCESSION NUMBER: 0001085146-15-000966 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150424 DATE AS OF CHANGE: 20150423 EFFECTIVENESS DATE: 20150424 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: 15789496 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 03-31-2015 03-31-2015 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 04-22-2015 0 578 2352374 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10127772168368SHSOLE 16836800ABBOTT LABSCOM002824100264357041SHSOLE 5704100ABBVIE INCCOM00287Y10927621471833SHSOLE 47183300ACCENTURE PLC IRELANDSHS CLASS AG1151C101165617670SHSOLE 1767000ACE LTDSHSH0023R10510569470SHSOLE 947000ACTAVIS PLCSHSG0083B108341311469SHSOLE 1146900ADOBE SYS INCCOM00724F10197013117SHSOLE 1311700AES CORPCOM00130H10523318163SHSOLE 1816300AETNA INC NEWCOM00817Y10810549890SHSOLE 989000AFFILIATED MANAGERS GROUPCOM0082521083481620SHSOLE 162000AFLAC INCCOM001055102118818558SHSOLE 1855800AGILENT TECHNOLOGIES INCCOM00846U10146011066SHSOLE 1106600AIR PRODS & CHEMS INCCOM00915810614489571SHSOLE 957100AIRGAS INCCOM0093631022142015SHSOLE 201500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD02884950000PRNSOLE 95000000AK STL HLDG CORPCOM0015471085011280SHSOLE 1128000AKAMAI TECHNOLOGIES INCCOM00971T1013504924SHSOLE 492400ALCOA INCCOM01381710142632997SHSOLE 3299700ALCOA INCDEP SHS 1/10TH013817309117426775SHSOLE 2677500ALEXION PHARMACEUTICALS INCCOM0153511099955740SHSOLE 574000ALLIANCE DATA SYSTEMS CORPCOM0185811085251771SHSOLE 177100ALLSTATE CORPCOM02000210184111820SHSOLE 1182000ALTERA CORPCOM0214411004259899SHSOLE 989900ALTRIA GROUP INCCOM02209S10326433528442SHSOLE 52844200ALZA CORPSDCV 7/202261WAB520101450000PRNSOLE 145000000AMAZON COM INCCOM023135106401310784SHSOLE 1078400AMEREN CORPCOM0236081022826675SHSOLE 667500AMERICAN AIRLS GROUP INCCOM02376R1024057680SHSOLE 768000AMERICAN ELEC PWR INCCOM02553710176413578SHSOLE 1357800AMERICAN EXPRESS COCOM025816109309639631SHSOLE 3963100AMERICAN INTL GROUP INCCOM NEW026874784216439495SHSOLE 3949500AMERICAN TOWER CORP NEWCOM03027X100127013487SHSOLE 1348700AMERIPRISE FINL INCCOM03076C10611578845SHSOLE 884500AMERISOURCEBERGEN CORPCOM03073E1056896060SHSOLE 606000AMETEK INC NEWCOM0311001003416493SHSOLE 649300AMGEN INCCOM031162100343421482SHSOLE 2148200AMPHENOL CORP NEWCL A03209510162910666SHSOLE 1066600ANADARKO PETE CORPCOM032511107189122841SHSOLE 2284100ANALOG DEVICES INCCOM03265410525624406735SHSOLE 40673500ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282061143122348SHSOLE 12234800ANNALY CAP MGMT INCCOM03571040949047071SHSOLE 4707100ANTHEM INCCOM036752103325121056SHSOLE 2105600AON PLCSHS CL AG0408V1027848153SHSOLE 815300APACHE CORPCOM03741110510381172074SHSOLE 17207400APOLLO GLOBAL MGMT LLCCL A SHS03761230656226028SHSOLE 2602800APPLE INCCOM03783310025947208530SHSOLE 20853000APPLIED MATLS INCCOM03822210576733985SHSOLE 3398500ARCHER DANIELS MIDLAND COCOM03948310228216595265SHSOLE 59526500ASTRAZENECA PLCSPONSORED ADR0463531084476530SHSOLE 653000AT&T INCCOM00206R102380111164206SHSOLE 116420600AUTODESK INCCOM0527691063676256SHSOLE 625600AUTOMATIC DATA PROCESSING INCOM05301510323858278588SHSOLE 27858800AUTOZONE INCCOM05333210210701569SHSOLE 156900AVAGO TECHNOLOGIES LTDSHSY0486S1048606770SHSOLE 677000AVALONBAY CMNTYS INCCOM0534841018004590SHSOLE 459000AVON PRODS INCCOM0543031028810986SHSOLE 1098600BAKER HUGHES INCCOM05722410779812550SHSOLE 1255000BALL CORPCOM0584981062643744SHSOLE 374400BANK AMER CORPCOM0605051045481356129SHSOLE 35612900BANK AMER CORP7.25%CNV PFD L060505682810700SHSOLE 70000BANK NEW YORK MELLON CORPCOM064058100142335360SHSOLE 3536000BARD C R INCCOM0673831095143072SHSOLE 307200BAXTER INTL INCCOM07181310925651374467SHSOLE 37446700BB&T CORPCOM05493710792123633SHSOLE 2363300BECTON DICKINSON & COCOM0758871099766799SHSOLE 679900BED BATH & BEYOND INCCOM0758961005346959SHSOLE 695900BERKSHIRE HATHAWAY INC DELCL A0846701084352SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702739051209SHSOLE 5120900BEST BUY INCCOM08651610152513897SHSOLE 1389700BIOGEN INCCOM09062X10335118316SHSOLE 831600BLACKROCK BUILD AMER BD TRSHS09248X10080835632SHSOLE 3563200BLACKROCK ENERGY & RES TRCOM09250U10111082544815SHSOLE 54481500BLACKROCK ENHANCED EQT DIV TCOM09251A1043083375506SHSOLE 37550600BLACKROCK FLOATING RATE INCOCOM091941104116386339SHSOLE 8633900BLACKROCK INCCOM09247X10113763760SHSOLE 376000BLACKROCK MUNICIPL INC QLTYCOM09247910425517767SHSOLE 1776700BLACKROCK MUNIVEST FD INCCOM09253R10543042358SHSOLE 4235800BLACKROCK MUNIYIELD QLTY FDCOM09254E10321214910SHSOLE 1491000BLOCK H & R INCCOM0936711052417510SHSOLE 751000BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710468142273SHSOLE 4227300BOEING COCOM09702310527764184995SHSOLE 18499500BORGWARNER INCCOM0997241063706120SHSOLE 612000BOSTON PROPERTIES INCCOM1011211017245156SHSOLE 515600BOSTON SCIENTIFIC CORPCOM10113710765937102SHSOLE 3710200BP PLCSPONSORED ADR05562210479820400SHSOLE 2040000BRISTOL MYERS SQUIBB COCOM110122108378858726SHSOLE 5872600BRISTOW GROUP INCNOTE 3.000% 6/1110394AC712051200000PRNSOLE 120000000BRITISH AMERN TOB PLCSPONSORED ADR1104481079138800SHSOLE 880000BROADCOM CORPCL A11132010775517430SHSOLE 1743000BROWN FORMAN CORPCL B1156372093573947SHSOLE 394700BUCKEYE PARTNERS L PUNIT LTD PARTN118230101167522184SHSOLE 2218400C H ROBINSON WORLDWIDE INCCOM NEW12541W2092913971SHSOLE 397100CA INCCOM12673P10535610903SHSOLE 1090300CABOT OIL & GAS CORPCOM12709710375725624SHSOLE 2562400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251012409214163SHSOLE 21416300CAMERON INTERNATIONAL CORPCOM13342B1052475482SHSOLE 548200CAMPBELL SOUP COCOM1344291092254837SHSOLE 483700CAPITAL ONE FINL CORPCOM14040H105139817739SHSOLE 1773900CARDINAL HEALTH INCCOM14149Y1088449350SHSOLE 935000CARMAX INCCOM1431301024025819SHSOLE 581900CARNIVAL CORPPAIRED CTF14365830059112354SHSOLE 1235400CATERPILLAR INC DELCOM149123101170821337SHSOLE 2133700CBRE CLARION GLOBAL REAL ESTCOM12504G10020823193SHSOLE 2319300CBRE GROUP INCCL A12504L1092967653SHSOLE 765300CBS CORP NEWCL B124857202109918131SHSOLE 1813100CELGENE CORPCOM151020104261222660SHSOLE 2266000CENTERPOINT ENERGY INCCOM15189T10724111802SHSOLE 1180200CENTURYLINK INCCOM15670010664418635SHSOLE 1863500CERNER CORPCOM1567821046058264SHSOLE 826400CF INDS HLDGS INCCOM1252691004521593SHSOLE 159300CHESAPEAKE ENERGY CORPCOM16516710719713913SHSOLE 1391300CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW6751750000PRNSOLE 75000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ9529550000PRNSOLE 55000000CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167CA396100000PRNSOLE 10000000CHEVRON CORP NEWCOM16676410033139315672SHSOLE 31567200CHIPOTLE MEXICAN GRILL INCCOM1696561056961070SHSOLE 107000CHUBB CORPCOM171232101252524978SHSOLE 2497800CIGNA CORPORATIONCOM12550910912709813SHSOLE 981300CIMAREX ENERGY COCOM1717981012672320SHSOLE 232000CINCINNATI FINL CORPCOM1720621012093931SHSOLE 393100CINTAS CORPCOM1729081052212712SHSOLE 271200CISCO SYS INCCOM17275R102324981180687SHSOLE 118068700CIT GROUP INCCOM NEW125581801216648004SHSOLE 4800400CITIGROUP INCCOM NEW1729674246036117165SHSOLE 11716500CITRIX SYS INCCOM1773761003485451SHSOLE 545100CLOROX CO DELCOM18905410924254219716SHSOLE 21971600CME GROUP INCCOM12572Q10524085254300SHSOLE 25430000CMS ENERGY CORPCOM12589610041111778SHSOLE 1177800COACH INCCOM1897541043117516SHSOLE 751600COCA COLA COCOM19121610029048716338SHSOLE 71633800COCA COLA ENTERPRISES INC NECOM19122T1092756229SHSOLE 622900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102124119886SHSOLE 1988600COHEN & STEERS INFRASTRUCTURCOM19248A1093192140477SHSOLE 14047700COHEN & STEERS QUALITY RLTYCOM19247L10651141169SHSOLE 4116900COLGATE PALMOLIVE COCOM19416210324887358912SHSOLE 35891200COMCAST CORP NEWCL A20030N101493287339SHSOLE 8733900COMERICA INCCOM2003401072234952SHSOLE 495200COMPUTER SCIENCES CORPCOM2053631043044660SHSOLE 466000CONAGRA FOODS INCCOM20588710242211556SHSOLE 1155600CONOCOPHILLIPSCOM20825C104505981262SHSOLE 8126200CONSOLIDATED EDISON INCCOM2091151044908028SHSOLE 802800CONSTELLATION BRANDS INCCL A21036P1084914225SHSOLE 422500CORNING INCCOM21935010582136187SHSOLE 3618700COSTCO WHSL CORP NEWCOM22160K105243516073SHSOLE 1607300CROWN CASTLE INTL CORP NEWCOM22822V1017719340SHSOLE 934000CSX CORPCOM12640810392127823SHSOLE 2782300CUMMINS INCCOM23102110623862172114SHSOLE 17211400CVS HEALTH CORPCOM126650100568955125SHSOLE 5512500D R HORTON INCCOM23331A1092468642SHSOLE 864200DANAHER CORP DELCOM235851102433351038SHSOLE 5103800DARDEN RESTAURANTS INCCOM2371941052473560SHSOLE 356000DAVITA HEALTHCARE PARTNERS ICOM23918K1084655718SHSOLE 571800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P10073219809SHSOLE 1980900DEERE & COCOM244199105304034669SHSOLE 3466900DELPHI AUTOMOTIVE PLCSHSG278231066408030SHSOLE 803000DELTA AIR LINES INC DELCOM NEW247361702102222730SHSOLE 2273000DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX121511700000PRNSOLE 170000000DEVON ENERGY CORP NEWCOM25179M10364310658SHSOLE 1065800DIAMOND OFFSHORE DRILLING INCOM25271C10269726001SHSOLE 2600100DIRECTVCOM25490A309137816193SHSOLE 1619300DISCOVER FINL SVCSCOM25470910872112797SHSOLE 1279700DISNEY WALT COCOM DISNEY254687106571654492SHSOLE 5449200DOLLAR GEN CORP NEWCOM2566771056338400SHSOLE 840000DOLLAR TREE INCCOM2567461084605675SHSOLE 567500DOMINION RES INC VA NEWCOM25746U109128918194SHSOLE 1819400DOMINION RES INC VA NEWUNIT 99/99/999925746U86911510237800SHSOLE 23780000DOVER CORPCOM2600031083204623SHSOLE 462300DOW CHEM COCOM260543103292260897SHSOLE 6089700DR PEPPER SNAPPLE GROUP INCCOM26138E1094175316SHSOLE 531600DTE ENERGY COCOM2333311074045010SHSOLE 501000DU PONT E I DE NEMOURS & COCOM26353410928606400257SHSOLE 40025700DUKE ENERGY CORP NEWCOM NEW26441C204163121236SHSOLE 2123600E M C CORP MASSCOM268648102205880532SHSOLE 8053200E TRADE FINANCIAL CORPCOM NEW26924640136512797SHSOLE 1279700EASTMAN CHEM COCOM2774321002904190SHSOLE 419000EATON CORP PLCSHSG2918310390013243SHSOLE 1324300EATON VANCE LTD DUR INCOME FCOM27828H10560642079SHSOLE 4207900EATON VANCE TAX MNGD GBL DVCOM27829F1083786390338SHSOLE 39033800EBAY INCCOM278642103214837246SHSOLE 3724600ECOLAB INCCOM2788651008717616SHSOLE 761600EDISON INTLCOM2810201075639007SHSOLE 900700EDWARDS LIFESCIENCES CORPCOM28176E1084353053SHSOLE 305300ELECTRONIC ARTS INCCOM2855121095078621SHSOLE 862100EMERSON ELEC COCOM29101110429299517471SHSOLE 51747100ENBRIDGE ENERGY PARTNERS L PCOM29250R106204856871SHSOLE 5687100ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100593793706SHSOLE 9370600ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R109391570231SHSOLE 7023100ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U107105742721SHSOLE 4272100ENSCO PLCSHS CLASS AG3157S106179785310SHSOLE 8531000ENTERGY CORP NEWCOM29364G1035166662SHSOLE 666200ENTERPRISE PRODS PARTNERS LCOM2937921077458226480SHSOLE 22648000EOG RES INCCOM26875P101141815462SHSOLE 1546200EQT CORPCOM26884L1093654407SHSOLE 440700EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B10083710784SHSOLE 1078400EQUIFAX INCCOM2944291053073303SHSOLE 330300EQUITY RESIDENTIALSH BEN INT29476L10795412255SHSOLE 1225500ESSEX PPTY TR INCCOM2971781054702043SHSOLE 204300EVERSOURCE ENERGYCOM30040W1084428744SHSOLE 874400EXELON CORPCOM30161N101125137231SHSOLE 3723100EXPEDIA INC DELCOM NEW30212P3033063250SHSOLE 325000EXPEDITORS INTL WASH INCCOM3021301092525231SHSOLE 523100EXPRESS SCRIPTS HLDG COCOM30219G108238027431SHSOLE 2743100EXXON MOBIL CORPCOM30231G10237175437354SHSOLE 43735400F M C CORPCOM NEW3024913032143730SHSOLE 373000F5 NETWORKS INCCOM3156161022482158SHSOLE 215800FACEBOOK INCCL A30303M102453055100SHSOLE 5510000FAMILY DLR STORES INCCOM3070001092022543SHSOLE 254300FASTENAL COCOM3119001043097462SHSOLE 746200FEDEX CORPCOM31428X10612817745SHSOLE 774500FIDELITY NATL INFORMATION SVCOM31620M1065407938SHSOLE 793800FIFTH THIRD BANCORPCOM31677310070437334SHSOLE 3733400FIRSTENERGY CORPCOM33793210783323765SHSOLE 2376500FISERV INCCOM3377381086688414SHSOLE 841400FLOWSERVE CORPCOM34354P1052143796SHSOLE 379600FLUOR CORP NEWCOM3434121022414220SHSOLE 422000FMC TECHNOLOGIES INCCOM30249U1013369084SHSOLE 908400FORD MTR CO DELCOM PAR $0.013453708601780110283SHSOLE 11028300FRANKLIN RES INCCOM35461310156511005SHSOLE 1100500FREEPORT-MCMORAN INCCL B35671D85757730470SHSOLE 3047000FRONTIER COMMUNICATIONS CORPCOM35906A10818926738SHSOLE 2673800GANNETT INCCOM36473010140110808SHSOLE 1080800GAP INC DELCOM3647601083197351SHSOLE 735100GENERAL DYNAMICS CORPCOM369550108156611536SHSOLE 1153600GENERAL ELECTRIC COCOM36960410312359498132SHSOLE 49813200GENERAL GROWTH PPTYS INC NEWCOM37002310347115953SHSOLE 1595300GENERAL MLS INCCOM37033410428385501509SHSOLE 50150900GENERAL MTRS COCOM37045V100137736720SHSOLE 3672000GENUINE PARTS COCOM3724601054074364SHSOLE 436400GENWORTH FINL INCCOM CL A37247D10614019151SHSOLE 1915100GILEAD SCIENCES INCCOM375558103416242416SHSOLE 4241600GOLDMAN SACHS GROUP INCCOM38141G104364019365SHSOLE 1936500GOODYEAR TIRE & RUBR COCOM38255010139014384SHSOLE 1438400GOOGLE INCCL A38259P50852519467SHSOLE 946700GOOGLE INCCL C38259P70651889467SHSOLE 946700GRAINGER W W INCCOM3848021044531919SHSOLE 191900GREAT PLAINS ENERGY INCCOM391164100226184762SHSOLE 8476200GUGGENHEIM BLD AMR BDS MANGCOM40166410776534137SHSOLE 3413700HALLIBURTON COCOM406216101104223753SHSOLE 2375300HALYARD HEALTH INCCOM40650V1002054164SHSOLE 416400HANCOCK JOHN TAX-ADV DIV INCCOM41013V10047722300SHSOLE 2230000HARLEY DAVIDSON INCCOM4128221083555846SHSOLE 584600HARMAN INTL INDS INCCOM4130861092581932SHSOLE 193200HARRIS CORP DELCOM4138751052793545SHSOLE 354500HARTFORD FINL SVCS GROUP INCCOM41651510462714996SHSOLE 1499600HCA HOLDINGS INCCOM40412C1012383160SHSOLE 316000HCP INCCOM40414L109240455646SHSOLE 5564600HEALTH CARE REIT INCCOM42217K106103413370SHSOLE 1337000HEALTH CARE REIT INCPFD PER CON I42217K601157823500SHSOLE 2350000HELMERICH & PAYNE INCCOM4234521012032978SHSOLE 297800HERSHEY COCOM4278661084344300SHSOLE 430000HESS CORPCOM42809H1075828577SHSOLE 857700HEWLETT PACKARD COCOM428236103168854185SHSOLE 5418500HOME DEPOT INCCOM437076102430237865SHSOLE 3786500HONEYWELL INTL INCCOM438516106328731515SHSOLE 3151500HORMEL FOODS CORPCOM4404521002043590SHSOLE 359000HOSPIRA INCCOM4410601005296019SHSOLE 601900HOST HOTELS & RESORTS INCCOM44107P10448924238SHSOLE 2423800HSBC HLDGS PLCADR A 1/40PF A4042806046346247600SHSOLE 24760000HUDSON CITY BANCORPCOM44368310716515733SHSOLE 1573300HUMANA INCCOM4448591027934453SHSOLE 445300HUNTINGTON BANCSHARES INCCOM44615010425222836SHSOLE 2283600ILLINOIS TOOL WKS INCCOM452308109100010295SHSOLE 1029500INGERSOLL-RAND PLCSHSG477911014927231SHSOLE 723100INTEGRYS ENERGY GROUP INCCOM45822P105169323514SHSOLE 2351400INTEL CORPCOM45814010029534944491SHSOLE 94449100INTEL CORPSDCV 12/1458140AD272445800000PRNSOLE 580000000INTEL CORPSDCV 3.250% 8/0458140AF71264800000PRNSOLE 80000000INTERCONTINENTAL EXCHANGE INCOM45866F1047733312SHSOLE 331200INTERNATIONAL BUSINESS MACHSCOM45920010129402183191SHSOLE 18319100INTERNATIONAL FLAVORS&FRAGRACOM4595061012822405SHSOLE 240500INTERNATIONAL GAME TECHNOLOGCOM45990210238321975SHSOLE 2197500INTERPUBLIC GROUP COS INCCOM46069010025611586SHSOLE 1158600INTL PAPER COCOM4601461035682102399SHSOLE 10239900INTUITCOM4612021039309588SHSOLE 958800INTUITIVE SURGICAL INCCOM NEW46120E6028161616SHSOLE 161600INVESCO LTDSHSG491BT10846911815SHSOLE 1181500IRON MTN INC NEWCOM46284V1012206019SHSOLE 601900ISHARESMSCI BRIC INDX4642866574638127441SHSOLE 12744100ISHARESEAFE VALUE ETF46428887767812734SHSOLE 1273400ISHARESEAFE GRWTH ETF46428888573610507SHSOLE 1050700ISHARES TRSELECT DIVID ETF46428716811191143590SHSOLE 14359000ISHARES TRCORE S&P500 ETF46428720031136149815SHSOLE 14981500ISHARES TRMSCI EMG MKT ETF46428723411550287805SHSOLE 28780500ISHARES TRIBOXX INV CP ETF4642872421040385470SHSOLE 8547000ISHARES TRS&P 500 GRWT ETF464287309122610759SHSOLE 1075900ISHARES TRS&P 500 VAL ETF4642874087187753SHSOLE 775300ISHARES TRMSCI EAFE ETF46428746538334597381SHSOLE 59738100ISHARES TRRUS MDCP VAL ETF4642874735677539SHSOLE 753900ISHARES TRRUS MID-CAP ETF46428749923615136407SHSOLE 13640700ISHARES TRCORE S&P MCP ETF464287507622140933SHSOLE 4093300ISHARES TRRUS 1000 ETF464287622215318582SHSOLE 1858200ISHARES TRRUS 2000 VAL ETF464287630308829919SHSOLE 2991900ISHARES TRRUSSELL 2000 ETF46428765513896111750SHSOLE 11175000ISHARES TRCORE S&P SCP ETF46428780432697277025SHSOLE 27702500ISHARES TRSP SMCP600VL ETF464287879183015390SHSOLE 1539000ISHARES TRSP SMCP600GR ETF464287887203715652SHSOLE 1565200JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG730463000000PRNSOLE 300000000JOHNSON & JOHNSONCOM47816010439520392841SHSOLE 39284100JOHNSON CTLS INCCOM478366107148629466SHSOLE 2946600JPMORGAN CHASE & COCOM46625H1008926147346SHSOLE 14734600JUNIPER NETWORKS INCCOM48203R10426111547SHSOLE 1154700KANSAS CITY SOUTHERNCOM NEW4851703023153084SHSOLE 308400KELLOGG COCOM4878361084586939SHSOLE 693900KEURIG GREEN MTN INCCOM49271M1003913498SHSOLE 349800KEYCORP NEWCOM4932671081680118657SHSOLE 11865700KEYCORP NEWPFD 7.75% SR A493267405144111000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810329526275664SHSOLE 27566400KIMCO RLTY CORPCOM49446R10943916336SHSOLE 1633600KINDER MORGAN INC DELCOM49456B101262662443SHSOLE 6244300KKR & CO L P DELCOM UNITS48248M102116451047SHSOLE 5104700KLA-TENCOR CORPCOM4824801003185462SHSOLE 546200KOHLS CORPCOM5002551045827440SHSOLE 744000KRAFT FOODS GROUP INCCOM50076Q10635206404132SHSOLE 40413200KROGER COCOM501044101105413755SHSOLE 1375500L BRANDS INCCOM5017971046336713SHSOLE 671300L-3 COMMUNICATIONS HLDGS INCCOM5024241043933121SHSOLE 312100LABORATORY CORP AMER HLDGSCOM NEW50540R4093252581SHSOLE 258100LAM RESEARCH CORPCOM5128071083104409SHSOLE 440900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ7478400000PRNSOLE 40000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL21036800000PRNSOLE 80000000LAUDER ESTEE COS INCCL A5184391045416506SHSOLE 650600LENNAR CORPCL A5260571042504823SHSOLE 482300LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3083486470SHSOLE 647000LILLY ELI & COCOM53245710827256375165SHSOLE 37516500LINCOLN NATL CORP INDCOM5341871094087097SHSOLE 709700LINEAR TECHNOLOGY CORPCOM5356781063547574SHSOLE 757400LOCKHEED MARTIN CORPCOM53983010932663160933SHSOLE 16093300LOEWS CORPCOM5404241082947202SHSOLE 720200LORILLARD INCCOM5441471015718741SHSOLE 874100LOWES COS INCCOM548661107205227581SHSOLE 2758100LYONDELLBASELL INDUSTRIES NSHS - A -N53745100100111400SHSOLE 1140000M & T BK CORPCOM55261F1044883844SHSOLE 384400MACERICH COCOM5543821013884600SHSOLE 460000MACQUARIE INFRASTR CO LLCNOTE 2.875% 7/155608BAA333182800000PRNSOLE 280000000MACYS INCCOM55616P1046369796SHSOLE 979600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP559080106303539567SHSOLE 3956700MALLINCKRODT PUB LTD COSHSG5785G1073132471SHSOLE 247100MARATHON OIL CORPCOM56584910649218852SHSOLE 1885200MARATHON PETE CORPCOM56585A1028238035SHSOLE 803500MARRIOTT INTL INC NEWCL A5719032024755918SHSOLE 591800MARSH & MCLENNAN COS INCCOM57174810284114999SHSOLE 1499900MASCO CORPCOM5745991062609741SHSOLE 974100MASTERCARD INCCL A57636Q104239927770SHSOLE 2777000MATTEL INCCOM57708110296742337SHSOLE 4233700MCCORMICK & CO INCCOM NON VTG5797802062753563SHSOLE 356300MCDONALDS CORPCOM58013510127962286963SHSOLE 28696300MCGRAW HILL FINL INCCOM5806451099769437SHSOLE 943700MCKESSON CORPCOM58155Q10318067982SHSOLE 798200MEAD JOHNSON NUTRITION COCOM5828391069319257SHSOLE 925700MEADWESTVACO CORPCOM5833341072254509SHSOLE 450900MEDTRONIC PLCSHSG5960L103310539818SHSOLE 3981800MERCK & CO INC NEWCOM58933Y10534310596900SHSOLE 59690000MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR315991500000PRNSOLE 150000000METLIFE INCCOM59156R10811426226037SHSOLE 22603700MICHAEL KORS HLDGS LTDSHSG607541013455249SHSOLE 524900MICROCHIP TECHNOLOGY INCCOM5950171042645395SHSOLE 539500MICRON TECHNOLOGY INCCOM59511210393334404SHSOLE 3440400MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY915431400000PRNSOLE 140000000MICROSOFT CORPCOM59491810434423846708SHSOLE 84670800MOHAWK INDS INCCOM6081901043371813SHSOLE 181300MOLSON COORS BREWING COCL B60871R2092863841SHSOLE 384100MOLYCORP INC DELCOM6087531091230000SHSOLE 3000000MONDELEZ INTL INCCL A609207105195954291SHSOLE 5429100MONSANTO CO NEWCOM61166W101306027188SHSOLE 2718800MONSTER BEVERAGE CORPCOM6117401015674100SHSOLE 410000MOODYS CORPCOM6153691055265063SHSOLE 506300MORGAN STANLEYCOM NEW617446448147641367SHSOLE 4136700MOSAIC CO NEWCOM61945C1033407390SHSOLE 739000MOTOROLA SOLUTIONS INCCOM NEW6200763075037549SHSOLE 754900MPLX LPCOM UNIT REP LTD55336V100102513989SHSOLE 1398900MURPHY OIL CORPCOM6267171022094479SHSOLE 447900MYLAN N VSHS EURON5946510961710391SHSOLE 1039100NATIONAL OILWELL VARCO INCCOM63707110123371467521SHSOLE 46752100NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825200200000SHSOLE 20000000NAVIENT CORPCOM63938C10823211421SHSOLE 1142100NETAPP INCCOM64110D1043138818SHSOLE 881800NETFLIX INCCOM64110L1067851885SHSOLE 188500NEWELL RUBBERMAID INCCOM6512291062967566SHSOLE 756600NEWMONT MINING CORPCOM65163910629213471SHSOLE 1347100NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ526732600000PRNSOLE 260000000NEWS CORP NEWCL A65249B10922113827SHSOLE 1382700NEXTERA ENERGY INCCOM65339F101411739571SHSOLE 3957100NEXTERA ENERGY INCUNIT 09/01/201665339F8619199165000SHSOLE 16500000NIELSEN N VCOMN632181063688251SHSOLE 825100NIKE INCCL B654106103332433126SHSOLE 3312600NISOURCE INCCOM65473P1053778546SHSOLE 854600NOBLE CORP PLCSHS USDG6543110159341494SHSOLE 4149400NOBLE ENERGY INCCOM65504410550110248SHSOLE 1024800NORDSTROM INCCOM6556641003133894SHSOLE 389400NORFOLK SOUTHERN CORPCOM6558441089078815SHSOLE 881500NORTHERN TR CORPCOM6658591045017193SHSOLE 719300NORTHROP GRUMMAN CORPCOM66680710212127528SHSOLE 752800NORTHWESTERN CORPCOM NEW668074305461585797SHSOLE 8579700NOVELLUS SYS INCNOTE 2.625% 5/1670008AD324511200000PRNSOLE 120000000NRG ENERGY INCCOM NEW62937750865525991SHSOLE 2599100NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF714881500000PRNSOLE 150000000NUCOR CORPCOM6703461054148708SHSOLE 870800NUVEEN FLOATING RATE INCOMECOM67072T10897285900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410329420000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810033633900SHSOLE 3390000NUVEEN QUALITY PFD INCOME FDCOM67072C1059210000SHSOLE 1000000NVIDIA CORPCOM67066G10436917642SHSOLE 1764200NVIDIA CORPNOTE 1.000%12/067066GAC817101450000PRNSOLE 145000000O REILLY AUTOMOTIVE INC NEWCOM67103H1076633067SHSOLE 306700OCCIDENTAL PETE CORP DELCOM67459910524202331533SHSOLE 33153300OLD REP INTL CORPNOTE 3.750% 3/1680223AH730222550000PRNSOLE 255000000OMNICARE INCNOTE 3.500% 2/1681904AQ118551525000PRNSOLE 152500000OMNICOM GROUP INCCOM68191910624414313084SHSOLE 31308400ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH813501050000PRNSOLE 105000000ONEOK INC NEWCOM6826801032705596SHSOLE 559600ONEOK PARTNERS LPUNIT LTD PARTN68268N103179944054SHSOLE 4405400ORACLE CORPCOM68389X1054424102516SHSOLE 10251600PACCAR INCCOM69371810876212071SHSOLE 1207100PALL CORPCOM6964293073203184SHSOLE 318400PARAGON OFFSHORE PLCSHSG6S01W1081914427SHSOLE 1442700PARKER HANNIFIN CORPCOM701094104122510313SHSOLE 1031300PAYCHEX INCCOM70432610752910653SHSOLE 1065300PENTAIR PLCSHSG7S00T1043295230SHSOLE 523000PEOPLES UNITED FINANCIAL INCCOM71270410515810365SHSOLE 1036500PEPSICO INCCOM71344810830019313941SHSOLE 31394100PERRIGO CO PLCSHSG978221036423880SHSOLE 388000PFIZER INCCOM717081103400091150004SHSOLE 115000400PG&E CORPCOM69331C10868512913SHSOLE 1291300PHILIP MORRIS INTL INCCOM71817210926719354688SHSOLE 35468800PHILLIPS 66COM718546104184823509SHSOLE 2350900PHILLIPS 66 PARTNERS LPCOM UNIT REP INT71854920798513945SHSOLE 1394500PIMCO INCOME STRATEGY FUND ICOM72201J10490890399SHSOLE 9039900PINNACLE WEST CAP CORPCOM7234841012223479SHSOLE 347900PIONEER NAT RES COCOM7237871076924233SHSOLE 423300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105336969083SHSOLE 6908300PLUM CREEK TIMBER CO INCCOM7292511083077065SHSOLE 706500PNC FINL SVCS GROUP INCCOM693475105138714871SHSOLE 1487100POTASH CORP SASK INCCOM73755L107185157400SHSOLE 5740000PPG INDS INCCOM69350610718888371SHSOLE 837100PPL CORPCOM69351T10671621271SHSOLE 2127100PRAXAIR INCCOM74005P10411499516SHSOLE 951600PRECISION CASTPARTS CORPCOM7401891059044306SHSOLE 430600PRICE T ROWE GROUP INCCOM74144T1085897273SHSOLE 727300PRICELINE GRP INCCOM NEW74150340317811530SHSOLE 153000PRICELINE GRP INCDEBT 1.000% 3/1741503AQ918861400000PRNSOLE 140000000PRICELINE GRP INCNOTE 0.350% 6/1741503AS520071750000PRNSOLE 175000000PRINCIPAL FINL GROUP INCCOM74251V1023847472SHSOLE 747200PROCTER & GAMBLE COCOM74271810932390395293SHSOLE 39529300PROGRESSIVE CORP OHIOCOM74331510340514887SHSOLE 1488700PROLOGIS INCCOM74340W10372616675SHSOLE 1667500PRUDENTIAL FINL INCCOM744320102103112839SHSOLE 1283900PUBLIC STORAGECOM74460D10910695422SHSOLE 542200PUBLIC SVC ENTERPRISE GROUPCOM74457310659114091SHSOLE 1409100PULTE GROUP INCCOM7458671012079320SHSOLE 932000PVH CORPCOM6936561002442288SHSOLE 228800QUALCOMM INCCOM747525103423761106SHSOLE 6110600QUEST DIAGNOSTICS INCCOM74834L10081810643SHSOLE 1064300RALPH LAUREN CORPCL A7512121012351789SHSOLE 178900RANGE RES CORPCOM75281A1092414628SHSOLE 462800RAYONIER TRS HLDGS INCNOTE 4.500% 8/175508AAC020571750000PRNSOLE 175000000RAYTHEON COCOM NEW75511150730715281144SHSOLE 28114400RED HAT INCCOM7565771023895139SHSOLE 513900REGENERON PHARMACEUTICALSCOM75886F10710202260SHSOLE 226000REGIONS FINL CORP NEWCOM7591EP10036038100SHSOLE 3810000REPUBLIC SVCS INCCOM7607591003578791SHSOLE 879100RESOLUTE FST PRODS INCCOM76117W109102659460SHSOLE 5946000REYNOLDS AMERICAN INCCOM76171310673210617SHSOLE 1061700ROBERT HALF INTL INCCOM7703231032203637SHSOLE 363700ROCKWELL AUTOMATION INCCOM77390310924020207091SHSOLE 20709100ROCKWELL COLLINS INCCOM7743411014274423SHSOLE 442300ROPER INDS INC NEWCOM7766961065092958SHSOLE 295800ROSS STORES INCCOM7782961036085766SHSOLE 576600RPM INTL INCNOTE 2.250%12/1749685AT031272650000PRNSOLE 265000000SALESFORCE COM INCCOM79466L302107516088SHSOLE 1608800SALESFORCE COM INCNOTE 0.250% 4/079466LAD617101425000PRNSOLE 142500000SANDISK CORPCOM80004C1013976238SHSOLE 623800SANDISK CORPNOTE 0.500%10/180004CAF814091400000PRNSOLE 140000000SCANA CORP NEWCOM80589M1022113830SHSOLE 383000SCHLUMBERGER LTDCOM806857108362443438SHSOLE 4343800SCHWAB CHARLES CORP NEWCOM80851310598232246SHSOLE 3224600SEACOR HOLDINGS INCNOTE 3.000%11/181170YAB5630725000PRNSOLE 72500000SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM3722700000PRNSOLE 70000000SEAGATE TECHNOLOGY PLCSHSG7945M1074689000SHSOLE 900000SEALED AIR CORP NEWCOM81211K1002505494SHSOLE 549400SEMPRA ENERGYCOM8168511097116521SHSOLE 652100SHERWIN WILLIAMS COCOM8243481067082487SHSOLE 248700SIGMA ALDRICH CORPCOM8265521014823490SHSOLE 349000SIMON PPTY GROUP INC NEWCOM828806109210310751SHSOLE 1075100SKYWORKS SOLUTIONS INCCOM83088M1022012050SHSOLE 205000SMUCKER J M COCOM NEW8326964053503022SHSOLE 302200SNAP ON INCCOM8330341012511707SHSOLE 170700SOUTHERN COCOM842587107376785081SHSOLE 8508100SOUTHWEST AIRLS COCOM84474110884319040SHSOLE 1904000SOUTHWESTERN ENERGY COCOM84546710923510113SHSOLE 1011300SPDR S&P 500 ETF TRTR UNIT78462F10347162228465SHSOLE 22846500SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10732064115655SHSOLE 11565500SPDR SERIES TRUSTS&P DIVID ETF78464A763423654175SHSOLE 5417500SPECTRA ENERGY CORPCOM84756010967318615SHSOLE 1861500SPECTRA ENERGY PARTNERS LPCOM84756N109267251589SHSOLE 5158900ST JUDE MED INCCOM7908491035167883SHSOLE 788300STANLEY BLACK & DECKER INCCOM8545021014254452SHSOLE 445200STANLEY BLACK & DECKER INCUNIT 99/99/9999854502309349126000SHSOLE 2600000STANLEY BLACK & DECKER INCUNIT 11/17/20166854502804266322709SHSOLE 2270900STAPLES INCCOM85503010277247420SHSOLE 4742000STARBUCKS CORPCOM855244109287830388SHSOLE 3038800STARWOOD HOTELS&RESORTS WRLDCOM85590A4014154975SHSOLE 497500STATE STR CORPCOM85747710386111708SHSOLE 1170800STERICYCLE INCCOM8589121083492482SHSOLE 248200STRYKER CORPCOM863667101151916467SHSOLE 1646700SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108165039920SHSOLE 3992000SUNTRUST BKS INCCOM86791410370917259SHSOLE 1725900SUPERVALU INCCOM86853610317214752SHSOLE 1475200SYMANTEC CORPCOM87150310844619096SHSOLE 1909600SYSCO CORPCOM87182910724642653116SHSOLE 65311600TARGET CORPCOM87612E10626503322936SHSOLE 32293600TC PIPELINES LPUT COM LTD PRT87233Q10872311104SHSOLE 1110400TE CONNECTIVITY LTDREG SHSH8498910480711270SHSOLE 1127000TESORO CORPCOM8816091013173470SHSOLE 347000TEXAS INSTRS INCCOM88250810425692449282SHSOLE 44928200TEXTRON INCCOM8832031013357549SHSOLE 754900THERMO FISHER SCIENTIFIC INCCOM883556102170912718SHSOLE 1271800TIFFANY & CO NEWCOM8865471082813197SHSOLE 319700TIME WARNER CABLE INCCOM88732J20712958643SHSOLE 864300TIME WARNER INCCOM NEW887317303225026649SHSOLE 2664900TJX COS INC NEWCOM872540109165623644SHSOLE 2364400TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM215331450000PRNSOLE 145000000TRACTOR SUPPLY COCOM8923561063033560SHSOLE 356000TRAVELERS COMPANIES INCCOM89417E109158014610SHSOLE 1461000TRIPADVISOR INCCOM8969452012623150SHSOLE 315000TWENTY FIRST CENTY FOX INCCL A90130A101177452427SHSOLE 5242700TYCO INTL PLCSHSG9144210653412399SHSOLE 1239900TYSON FOODS INCCL A9024941033067992SHSOLE 799200UNDER ARMOUR INCCL A9043111073424230SHSOLE 423000UNION PAC CORPCOM907818108457842270SHSOLE 4227000UNITED PARCEL SERVICE INCCL B91131210626491273267SHSOLE 27326700UNITED TECHNOLOGIES CORPCOM91301710927192232012SHSOLE 23201200UNITED TECHNOLOGIES CORPUNIT 06/01/2015913017117270743990SHSOLE 4399000UNITEDHEALTH GROUP INCCOM91324P102466739455SHSOLE 3945500UNUM GROUPCOM91529Y1062356970SHSOLE 697000US BANCORP DELCOM NEW902973304343078533SHSOLE 7853300V F CORPCOM9182041087219572SHSOLE 957200VALE S AADR REPSTG PFD91912E2041436295982SHSOLE 29598200VALERO ENERGY CORP NEWCOM91913Y10092114480SHSOLE 1448000VARIAN MED SYS INCCOM92220P1053223421SHSOLE 342100VENTAS INCCOM92276F1006859375SHSOLE 937500VERIZON COMMUNICATIONS INCCOM92343V10435310726085SHSOLE 72608500VERTEX PHARMACEUTICALS INCCOM92532F1007746560SHSOLE 656000VIACOM INC NEWCL B92553P20194413827SHSOLE 1382700VISA INCCOM CL A92826C839366055950SHSOLE 5595000VORNADO RLTY TRSH BEN INT9290421096625910SHSOLE 591000VULCAN MATLS COCOM9291601092983539SHSOLE 353900WALGREENS BOOTS ALLIANCE INCCOM931427108207424497SHSOLE 2449700WAL-MART STORES INCCOM93114210328293343993SHSOLE 34399300WASTE MGMT INC DELCOM94106L10924229446779SHSOLE 44677900WATERS CORPCOM9418481032882318SHSOLE 231800WELLPOINT INCNOTE 2.750%10/194973VBG145582200000PRNSOLE 220000000WELLS FARGO & CO NEWCOM94974610113338245183SHSOLE 24518300WELLS FARGO & CO NEWPERP PFD CNV A94974680417731450SHSOLE 145000WESTERN DIGITAL CORPCOM9581021056657304SHSOLE 730400WESTERN GAS EQUITY PARTNERSCOMUNT LTD PT95825R103229538251SHSOLE 3825100WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104149422687SHSOLE 2268700WESTERN UN COCOM95980210930514669SHSOLE 1466900WEYERHAEUSER COCOM96216610449815008SHSOLE 1500800WHIRLPOOL CORPCOM9633201069734816SHSOLE 481600WHITEWAVE FOODS COCOM9662441053638188SHSOLE 818800WHOLE FOODS MKT INCCOM9668371065149870SHSOLE 987000WILLIAMS COS INC DELCOM96945710096319031SHSOLE 1903100WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1055131104245SHSOLE 10424500WINDSTREAM HLDGS INCCOM97382A10112316633SHSOLE 1663300WISCONSIN ENERGY CORPCOM9766571062986028SHSOLE 602800WYNDHAM WORLDWIDE CORPCOM98310W1083173503SHSOLE 350300WYNN RESORTS LTDCOM9831341073042418SHSOLE 241800XCEL ENERGY INCCOM98389B10048513947SHSOLE 1394700XEROX CORPCOM98412110360246868SHSOLE 4686800XILINX INCCOM9839191013698719SHSOLE 871900XILINX INCNOTE 2.625% 6/1983919AF826601800000PRNSOLE 180000000XL GROUP PLCSHSG982901022667237SHSOLE 723700XYLEM INCCOM98419M1002085928SHSOLE 592800YAHOO INCCOM984332106112725364SHSOLE 2536400YAHOO INCNOTE 12/0984332AF316791550000PRNSOLE 155000000YUM BRANDS INCCOM988498101288336625SHSOLE 3662500ZIMMER HLDGS INCCOM98956P1025744886SHSOLE 488600ZOETIS INCCL A98978V10362213438SHSOLE 1343800