0001085146-16-002769.txt : 20160204 0001085146-16-002769.hdr.sgml : 20160204 20160203191007 ACCESSION NUMBER: 0001085146-16-002769 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160204 DATE AS OF CHANGE: 20160203 EFFECTIVENESS DATE: 20160204 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: 161386416 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 12-31-2015 12-31-2015 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 02-02-2016 0 547 2338551 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 21VIANET GROUP INCSPONSORED ADR90138A1034930233186SHSOLE 233186003M COCOM88579Y10122817151467SHSOLE 15146700ABBOTT LABSCOM002824100226850511SHSOLE 5051100ABBVIE INCCOM00287Y10930722518597SHSOLE 51859700ACCENTURE PLC IRELANDSHS CLASS AG1151C101156014930SHSOLE 1493000ACE LTDSHSH0023R1059307960SHSOLE 796000ACTIVISION BLIZZARD INCCOM00507V1093298500SHSOLE 850000ADOBE SYS INCCOM00724F101146315578SHSOLE 1557800ADVANCE AUTO PARTS INCCOM00751Y1062181450SHSOLE 145000AES CORPCOM00130H10514014621SHSOLE 1462100AETNA INC NEWCOM00817Y1088968290SHSOLE 829000AFFILIATED MANAGERS GROUPCOM0082521082351470SHSOLE 147000AFLAC INCCOM00105510298916508SHSOLE 1650800AGILENT TECHNOLOGIES INCCOM00846U1013999546SHSOLE 954600AIR PRODS & CHEMS INCCOM00915810611408761SHSOLE 876100AIRGAS INCCOM0093631022361705SHSOLE 170500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD02519850000PRNSOLE 85000000AKAMAI TECHNOLOGIES INCCOM00971T1012224224SHSOLE 422400AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG627302850000PRNSOLE 285000000ALCOA INCCOM01381710129429740SHSOLE 2974000ALCOA INCDEP SHS 1/10TH013817309208162467SHSOLE 6246700ALEXION PHARMACEUTICALS INCCOM01535110910245370SHSOLE 537000ALLERGAN PLCSHSG0177J108317410157SHSOLE 1015700ALLIANCE DATA SYSTEMS CORPCOM0185811086572376SHSOLE 237600ALLIANT ENERGY CORPCOM0188021084427083SHSOLE 708300ALLSTATE CORPCOM0200021016089790SHSOLE 979000ALPHABET INCCAP STK CL A02079K30565568427SHSOLE 842700ALPHABET INCCAP STK CL C02079K10768879075SHSOLE 907500ALTRIA GROUP INCCOM02209S10329515507052SHSOLE 50705200ALZA CORPSDCV 7/202261WAB520501450000PRNSOLE 145000000AMAZON COM INCCOM023135106691810235SHSOLE 1023500AMEREN CORPCOM0236081023137245SHSOLE 724500AMERICAN AIRLS GROUP INCCOM02376R10260514280SHSOLE 1428000AMERICAN ELEC PWR INCCOM025537101215737019SHSOLE 3701900AMERICAN EXPRESS COCOM025816109246835481SHSOLE 3548100AMERICAN INTL GROUP INCCOM NEW026874784236438155SHSOLE 3815500AMERICAN TOWER CORP NEWCOM03027X100116011967SHSOLE 1196700AMERIPRISE FINL INCCOM03076C1068497975SHSOLE 797500AMERISOURCEBERGEN CORPCOM03073E1055245050SHSOLE 505000AMETEK INC NEWCOM0311001002955503SHSOLE 550300AMGEN INCCOM031162100296618272SHSOLE 1827200AMPHENOL CORP NEWCL A03209510171513686SHSOLE 1368600ANADARKO PETE CORPCOM032511107100920771SHSOLE 2077100ANALOG DEVICES INCCOM03265410520525371031SHSOLE 37103100ANGLOGOLD ASHANTI LTDSPONSORED ADR035128206869122348SHSOLE 12234800ANNALY CAP MGMT INCCOM03571040944247071SHSOLE 4707100ANTHEM INCCOM036752103277719916SHSOLE 1991600AON PLCSHS CL AG0408V1026326853SHSOLE 685300APACHE CORPCOM0374111056760152011SHSOLE 15201100APOLLO GLOBAL MGMT LLCCL A SHS03761230639526028SHSOLE 2602800APPLE INCCOM03783310019237182757SHSOLE 18275700APPLIED MATLS INCCOM03822210552928325SHSOLE 2832500ARCHER DANIELS MIDLAND COCOM03948310223009627282SHSOLE 62728200ASCENA RETAIL GROUP INCCOM04351G10121021315SHSOLE 2131500AT&T INCCOM00206R102416691210959SHSOLE 121095900AUTODESK INCCOM0527691063255336SHSOLE 533600AUTOMATIC DATA PROCESSING INCOM05301510321229250579SHSOLE 25057900AUTOZONE INCCOM05333210211271519SHSOLE 151900AVAGO TECHNOLOGIES LTDSHSY0486S1048355750SHSOLE 575000AVALONBAY CMNTYS INCCOM0534841017604130SHSOLE 413000BAKER HUGHES INCCOM05722410747010190SHSOLE 1019000BALL CORPCOM0584981062353234SHSOLE 323400BANK AMER CORP7.25%CNV PFD L060505682492450SHSOLE 45000BANK AMER CORPCOM0605051045233310949SHSOLE 31094900BANK NEW YORK MELLON CORPCOM064058100125230370SHSOLE 3037000BARD C R INCCOM0673831095182732SHSOLE 273200BAXALTA INCCOM07177M10352713500SHSOLE 1350000BAXTER INTL INCCOM07181310960715919SHSOLE 1591900BB&T CORPCOM05493710780721340SHSOLE 2134000BECTON DICKINSON & COCOM0758871099215977SHSOLE 597700BED BATH & BEYOND INCCOM0758961002895989SHSOLE 598900BERKSHIRE HATHAWAY INC DELCL A0846701083962SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702602945657SHSOLE 4565700BEST BUY INCCOM08651610138912767SHSOLE 1276700BIO TECHNE CORPCOM09073M1042863180SHSOLE 318000BIOGEN INCCOM09062X10322417316SHSOLE 731600BLACKROCK ENERGY & RES TRCOM09250U1011963156637SHSOLE 15663700BLACKROCK ENHANCED EQT DIV TCOM09251A1043015396131SHSOLE 39613100BLACKROCK FLOATING RATE INCOCOM091941104113390622SHSOLE 9062200BLACKROCK INCCOM09247X10111203290SHSOLE 329000BLACKROCK MUNICIPL INC QLTYCOM09247910427718598SHSOLE 1859800BLACKROCK MUNIVEST FD INCCOM09253R10545644462SHSOLE 4446200BLACKROCK MUNIYIELD QLTY FDCOM09254E10323015621SHSOLE 1562100BLACKROCK TAX MUNICPAL BD TRSHS09248X10079637949SHSOLE 3794900BOARDWALK PIPELINE PARTNERSUT LTD PARTNER0966271041713131946SHSOLE 13194600BOEING COCOM09702310525134173828SHSOLE 17382800BORGWARNER INCCOM0997241062245190SHSOLE 519000BOSTON PROPERTIES INCCOM1011211015844576SHSOLE 457600BOSTON SCIENTIFIC CORPCOM10113710758331632SHSOLE 3163200BRISTOL MYERS SQUIBB COCOM110122108401958426SHSOLE 5842600BROADCOM CORPCL A11132010788715340SHSOLE 1534000BROWN FORMAN CORPCL B1156372092262277SHSOLE 227700BUCKEYE PARTNERS L PUNIT LTD PARTN118230101443567244SHSOLE 6724400C H ROBINSON WORLDWIDE INCCOM NEW12541W2092053301SHSOLE 330100CA INCCOM12673P1054274149633SHSOLE 14963300CABOT OIL & GAS CORPCOM12709710342223864SHSOLE 2386400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251011712172889SHSOLE 17288900CAMERON INTERNATIONAL CORPCOM13342B1054527147SHSOLE 714700CAMPBELL SOUP COCOM1344291092184157SHSOLE 415700CAPITAL ONE FINL CORPCOM14040H105109415159SHSOLE 1515900CARDINAL HEALTH INCCOM14149Y1087097940SHSOLE 794000CARLISLE COS INCCOM1423391002562888SHSOLE 288800CARMAX INCCOM1431301022654919SHSOLE 491900CARNIVAL CORPPAIRED CTF14365830057810604SHSOLE 1060400CATERPILLAR INC DELCOM149123101212831310SHSOLE 3131000CBRE GROUP INCCL A12504L1092266543SHSOLE 654300CBS CORP NEWCL B12485720274115731SHSOLE 1573100CELGENE CORPCOM151020104228919110SHSOLE 1911000CENTURYLINK INCCOM15670010639115548SHSOLE 1554800CERNER CORPCOM1567821044237024SHSOLE 702400CF INDS HLDGS INCCOM1252691002526185SHSOLE 618500CHEVRON CORP NEWCOM16676410028411315822SHSOLE 31582200CHIPOTLE MEXICAN GRILL INCCOM1696561054941030SHSOLE 103000CHUBB CORPCOM171232101317123908SHSOLE 2390800CIGNA CORPORATIONCOM12550910912788733SHSOLE 873300CISCO SYS INCCOM17275R102350141289426SHSOLE 128942600CITIGROUP INCCOM NEW172967424427482585SHSOLE 8258500CITRIX SYS INCCOM1773761003654821SHSOLE 482100CITRIX SYS INCNOTE 0.500% 4/1177376AD241393800000PRNSOLE 380000000CLOROX CO DELCOM18905410921404168759SHSOLE 16875900CME GROUP INCCOM12572Q10519732217791SHSOLE 21779100CMS ENERGY CORPCOM12589610038510658SHSOLE 1065800COACH INCCOM1897541042076326SHSOLE 632600COCA COLA COCOM19121610033320775606SHSOLE 77560600COCA COLA ENTERPRISES INC NECOM19122T1093196479SHSOLE 647900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102104217356SHSOLE 1735600COHEN & STEERS INFRASTRUCTURCOM19248A1093221168801SHSOLE 16880100COHEN & STEERS QUALITY RLTYCOM19247L10653543792SHSOLE 4379200COLGATE PALMOLIVE COCOM194162103149322406SHSOLE 2240600COMCAST CORP NEWCL A20030N101434877048SHSOLE 7704800CONAGRA FOODS INCCOM2058871024129776SHSOLE 977600CONOCOPHILLIPSCOM20825C104305165356SHSOLE 6535600CONSOLIDATED EDISON INCCOM20911510485713328SHSOLE 1332800CONSTELLATION BRANDS INCCL A21036P1084052845SHSOLE 284500CORNING INCCOM21935010554629877SHSOLE 2987700COSTCO WHSL CORP NEWCOM22160K105229514213SHSOLE 1421300CROWN CASTLE INTL CORP NEWCOM22822V101215124880SHSOLE 2488000CSX CORPCOM12640810360823413SHSOLE 2341300CUMMINS INCCOM23102110618936215153SHSOLE 21515300CVS HEALTH CORPCOM126650100489250035SHSOLE 5003500D R HORTON INCCOM23331A1092297162SHSOLE 716200DANAHER CORP DELCOM235851102473350963SHSOLE 5096300DARDEN RESTAURANTS INCCOM2371941056089550SHSOLE 955000DAVITA HEALTHCARE PARTNERS ICOM23918K1083495008SHSOLE 500800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P100161565450SHSOLE 6545000DEERE & COCOM244199105249932769SHSOLE 3276900DELPHI AUTOMOTIVE PLCSHSG278231065856820SHSOLE 682000DELTA AIR LINES INC DELCOM NEW24736170296519040SHSOLE 1904000DEVON ENERGY CORP NEWCOM25179M1032698418SHSOLE 841800DIAMOND OFFSHORE DRILLING INCOM25271C10254225681SHSOLE 2568100DISCOVER FINL SVCSCOM25470910857310677SHSOLE 1067700DISNEY WALT COCOM DISNEY254687106523049767SHSOLE 4976700DOLLAR GEN CORP NEWCOM25667710581111291SHSOLE 1129100DOLLAR TREE INCCOM2567461084175396SHSOLE 539600DOMINION RES INC VA NEWCOM25746U109166024544SHSOLE 2454400DOMINION RES INC VA NEWUNIT 99/99/999925746U86911653242366SHSOLE 24236600DOVER CORPCOM2600031082293743SHSOLE 374300DOW CHEM COCOM26054310329463572315SHSOLE 57231500DR PEPPER SNAPPLE GROUP INCCOM26138E1095005366SHSOLE 536600DTE ENERGY COCOM2333311073474330SHSOLE 433000DU PONT E I DE NEMOURS & COCOM2635341099151137405SHSOLE 13740500DUKE ENERGY CORP NEWCOM NEW26441C204280739324SHSOLE 3932400E HOUSE CHINA HLDGS LTDADR26852W1031886299826SHSOLE 29982600E M C CORP MASSCOM268648102182471022SHSOLE 7102200E TRADE FINANCIAL CORPCOM NEW26924640134211527SHSOLE 1152700EASTMAN CHEM COCOM2774321002453630SHSOLE 363000EATON CORP PLCSHSG2918310358011153SHSOLE 1115300EATON VANCE LTD DUR INCOME FCOM27828H10553742079SHSOLE 4207900EATON VANCE TAX MNGD GBL DVCOM27829F1083727421141SHSOLE 42114100EBAY INCCOM27864210389032376SHSOLE 3237600ECOLAB INCCOM2788651007426486SHSOLE 648600EDGEWELL PERS CARE COCOM28035Q1022403060SHSOLE 306000EDISON INTLCOM2810201074537647SHSOLE 764700EDWARDS LIFESCIENCES CORPCOM28176E1084225346SHSOLE 534600ELECTRONIC ARTS INCCOM2855121095047331SHSOLE 733100EMERSON ELEC COCOM29101110428169588931SHSOLE 58893100ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN2924801002055223404SHSOLE 22340400ENBRIDGE ENERGY PARTNERS L PCOM29250R1064454193051SHSOLE 19305100ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1008106589925SHSOLE 58992500ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1099501281686SHSOLE 28168600ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U1072822170200SHSOLE 17020000ENSCO PLCSHS CLASS AG3157S106128683580SHSOLE 8358000ENTERGY CORP NEWCOM29364G10379911693SHSOLE 1169300ENTERPRISE PRODS PARTNERS LCOM29379210716999664547SHSOLE 66454700EOG RES INCCOM26875P101104914817SHSOLE 1481700EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B100293338871SHSOLE 3887100EQUIFAX INCCOM2944291053072753SHSOLE 275300EQUINIX INCCOM PAR $0.00129444U7004451470SHSOLE 147000EQUITY RESIDENTIALSH BEN INT29476L10788910895SHSOLE 1089500ESSEX PPTY TR INCCOM2971781054221763SHSOLE 176300EVERSOURCE ENERGYCOM30040W1083807434SHSOLE 743400EXELON CORPCOM30161N10193233551SHSOLE 3355100EXPEDIA INC DELCOM NEW30212P3032461980SHSOLE 198000EXPRESS SCRIPTS HLDG COCOM30219G108205523511SHSOLE 2351100EXXON MOBIL CORPCOM30231G10236376466657SHSOLE 46665700FACEBOOK INCCL A30303M102551352674SHSOLE 5267400FASTENAL COCOM3119001042666522SHSOLE 652200FEDEX CORPCOM31428X10611807921SHSOLE 792100FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3032727849SHSOLE 784900FIDELITY NATL INFORMATION SVCOM31620M1064076718SHSOLE 671800FIFTH THIRD BANCORPCOM31677310047123424SHSOLE 2342400FIRSTENERGY CORPCOM33793210769821995SHSOLE 2199500FISERV INCCOM3377381086677294SHSOLE 729400FMC TECHNOLOGIES INCCOM30249U1012197534SHSOLE 753400FNB CORP PACOM30252010136527370SHSOLE 2737000FORD MTR CO DELCOM PAR $0.01345370860131393153SHSOLE 9315300FRANKLIN RES INCCOM3546131013389185SHSOLE 918500FREEPORT-MCMORAN INCCL B35671D85720730623SHSOLE 3062300FRONTIER COMMUNICATIONS CORPCOM35906A10811524638SHSOLE 2463800GENERAL DYNAMICS CORPCOM369550108137710026SHSOLE 1002600GENERAL ELECTRIC COCOM36960410310023321761SHSOLE 32176100GENERAL GROWTH PPTYS INC NEWCOM37002310335312983SHSOLE 1298300GENERAL MLS INCCOM37033410424549425752SHSOLE 42575200GENERAL MTRS COCOM37045V100109032050SHSOLE 3205000GENUINE PARTS COCOM3724601053243774SHSOLE 377400GILDAN ACTIVEWEAR INCCOM3759161032579048SHSOLE 904800GILEAD SCIENCES INCCOM375558103379537500SHSOLE 3750000GOLDMAN SACHS GROUP INCCOM38141G104315317495SHSOLE 1749500GOODYEAR TIRE & RUBR COCOM38255010143013164SHSOLE 1316400GRAINGER W W INCCOM3848021043211586SHSOLE 158600GREAT PLAINS ENERGY INCCOM391164100183067000SHSOLE 6700000GUGGENHEIM BLD AMR BDS MANGCOM40166410777036120SHSOLE 3612000GUIDEWIRE SOFTWARE INCCOM40171V1002273780SHSOLE 378000HALLIBURTON COCOM40621610178823163SHSOLE 2316300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10045922300SHSOLE 2230000HANESBRANDS INCCOM4103451022267680SHSOLE 768000HARLEY DAVIDSON INCCOM4128221082184806SHSOLE 480600HARRIS CORP DELCOM4138751053043495SHSOLE 349500HARTFORD FINL SVCS GROUP INCCOM41651510453212250SHSOLE 1225000HCA HOLDINGS INCCOM40412C1014386480SHSOLE 648000HCP INCCOM40414L109205453706SHSOLE 5370600HERSHEY COCOM4278661083313710SHSOLE 371000HESS CORPCOM42809H1073647517SHSOLE 751700HEWLETT PACKARD ENTERPRISE CCOM42824C10966043445SHSOLE 4344500HOLOGIC INCCOM43644010139810276SHSOLE 1027600HOME DEPOT INCCOM437076102433132751SHSOLE 3275100HONEYWELL INTL INCCOM438516106320330925SHSOLE 3092500HORMEL FOODS CORPCOM4404521002373000SHSOLE 300000HOST HOTELS & RESORTS INCCOM44107P10431920808SHSOLE 2080800HP INCCOM40434L10569658765SHSOLE 5876500HSBC HLDGS PLCADR A 1/40PF A4042806046331247600SHSOLE 24760000HUMANA INCCOM4448591026903863SHSOLE 386300HUNTINGTON BANCSHARES INCCOM44615010421119116SHSOLE 1911600IHS INCCL A4517341072392015SHSOLE 201500ILLINOIS TOOL WKS INCCOM4523081097948565SHSOLE 856500ILLUMINA INCCOM4523271092071080SHSOLE 108000ILLUMINA INCNOTE 0.500% 6/1452327AH2935800000PRNSOLE 80000000ILLUMINA INCNOTE 6/1452327AF629072650000PRNSOLE 265000000INGERSOLL-RAND PLCSHSG477911013416171SHSOLE 617100INTEL CORPCOM45814010031167904701SHSOLE 90470100INTEL CORPSDCV 12/1458140AD2100117800000PRNSOLE 780000000INTEL CORPSDCV 3.250% 8/0458140AF71331800000PRNSOLE 80000000INTERCONTINENTAL EXCHANGE INCOM45866F1047412892SHSOLE 289200INTERNATIONAL BUSINESS MACHSCOM45920010130489221542SHSOLE 22154200INTERNATIONAL FLAVORS&FRAGRACOM4595061012432035SHSOLE 203500INTERPUBLIC GROUP COS INCCOM4606901002249616SHSOLE 961600INTL PAPER COCOM46014610319405514710SHSOLE 51471000INTUITCOM4612021038108398SHSOLE 839800INTUITIVE SURGICAL INCCOM NEW46120E6027901446SHSOLE 144600INVESCO LTDSHSG491BT1083319875SHSOLE 987500ISHARESMSCI BRIC INDX4642866574026137441SHSOLE 13744100ISHARES TRCORE S&P MCP ETF464287507847960833SHSOLE 6083300ISHARES TRCORE S&P SCP ETF46428780429914271677SHSOLE 27167700ISHARES TRCORE S&P500 ETF46428720030859150626SHSOLE 15062600ISHARES TREAFE GRWTH ETF46428888570510507SHSOLE 1050700ISHARES TREAFE VALUE ETF46428887759212734SHSOLE 1273400ISHARES TRIBOXX INV CP ETF46428724216350143405SHSOLE 14340500ISHARES TRMSCI EAFE ETF46428746539569673513SHSOLE 67351300ISHARES TRMSCI EMG MKT ETF4642872349264287805SHSOLE 28780500ISHARES TRRUS 1000 ETF464287622199217578SHSOLE 1757800ISHARES TRRUS 1000 GRW ETF464287614337233897SHSOLE 3389700ISHARES TRRUS 2000 VAL ETF464287630292631804SHSOLE 3180400ISHARES TRRUS MDCP VAL ETF4642874735187539SHSOLE 753900ISHARES TRRUS MID-CAP ETF46428749918070112714SHSOLE 11271400ISHARES TRRUSSELL 2000 ETF46428765512573111750SHSOLE 11175000ISHARES TRS&P 500 GRWT ETF464287309124610759SHSOLE 1075900ISHARES TRSELECT DIVID ETF4642871689213122590SHSOLE 12259000ISHARES TRSP SMCP600GR ETF464287887202216267SHSOLE 1626700ISHARES TRSP SMCP600VL ETF464287879162915058SHSOLE 1505800JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG729873000000PRNSOLE 300000000JOHNSON & JOHNSONCOM47816010440448393771SHSOLE 39377100JOHNSON CTLS INCCOM478366107105326676SHSOLE 2667600JPMORGAN CHASE & COCOM46625H1008309125837SHSOLE 12583700JUNIPER NETWORKS INCCOM48203R1042589337SHSOLE 933700KELLOGG COCOM487836108534173909SHSOLE 7390900KEYCORP NEWCOM4932671081336101297SHSOLE 10129700KEYCORP NEWPFD 7.75% SR A493267405145911000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810333399262361SHSOLE 26236100KIMCO RLTY CORPCOM49446R10933612696SHSOLE 1269600KINDER MORGAN INC DELCOM49456B10177351813SHSOLE 5181300KKR & CO L P DELCOM UNITS48248M10279651047SHSOLE 5104700KLA-TENCOR CORPCOM4824801003254682SHSOLE 468200KOHLS CORPCOM5002551043056400SHSOLE 640000KRAFT HEINZ COCOM500754106504169285SHSOLE 6928500KROGER COCOM50104410196223000SHSOLE 2300000L BRANDS INCCOM5017971045505743SHSOLE 574300L-3 COMMUNICATIONS HLDGS INCCOM5024241042381989SHSOLE 198900LABORATORY CORP AMER HLDGSCOM NEW50540R4092942381SHSOLE 238100LAM RESEARCH CORPCOM5128071082923679SHSOLE 367900LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ7453350000PRNSOLE 35000000LAM RESEARCH CORPNOTE 1.250% 5/1512807AL216531150000PRNSOLE 115000000LAUDER ESTEE COS INCCL A5184391047118071SHSOLE 807100LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3084177670SHSOLE 767000LILLY ELI & COCOM532457108596170745SHSOLE 7074500LINCOLN NATL CORP INDCOM5341871092965897SHSOLE 589700LINEAR TECHNOLOGY CORPCOM5356781062816614SHSOLE 661400LINKEDIN CORPNOTE 0.500%11/053578AAB416251550000PRNSOLE 155000000LOCKHEED MARTIN CORPCOM53983010930851142070SHSOLE 14207000LOWES COS INCCOM548661107173422801SHSOLE 2280100LYONDELLBASELL INDUSTRIES NSHS - A -N537451008119330SHSOLE 933000M & T BK CORPCOM55261F1044173443SHSOLE 344300MACERICH COCOM5543821013284070SHSOLE 407000MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA341543700000PRNSOLE 370000000MACYS INCCOM55616P1042848126SHSOLE 812600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801068212120904SHSOLE 12090400MARATHON OIL CORPCOM56584910620115932SHSOLE 1593200MARATHON PETE CORPCOM56585A10269313370SHSOLE 1337000MARRIOTT INTL INC NEWCL A5719032023284898SHSOLE 489800MARSH & MCLENNAN COS INCCOM57174810269412509SHSOLE 1250900MASCO CORPCOM5745991062308111SHSOLE 811100MASTERCARD INCCL A57636Q104231723800SHSOLE 2380000MATTEL INCCOM577081102110940817SHSOLE 4081700MCCORMICK & CO INCCOM NON VTG5797802062522943SHSOLE 294300MCDONALDS CORPCOM58013510131361265453SHSOLE 26545300MCGRAW HILL FINL INCCOM5806451098188297SHSOLE 829700MCKESSON CORPCOM58155Q10313897042SHSOLE 704200MEAD JOHNSON NUTRITION COCOM5828391066668437SHSOLE 843700MEDTRONIC PLCSHSG5960L103279436320SHSOLE 3632000MERCK & CO INC NEWCOM58933Y10532942623656SHSOLE 62365600MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR314791500000PRNSOLE 150000000METLIFE INCCOM59156R10810664221197SHSOLE 22119700METTLER TOLEDO INTERNATIONALCOM592688105309910SHSOLE 91000MICROCHIP TECHNOLOGY INCCOM5950171042154625SHSOLE 462500MICRON TECHNOLOGY INCCOM59511210341629374SHSOLE 2937400MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY911721400000PRNSOLE 140000000MICROSOFT CORPCOM59491810438786699105SHSOLE 69910500MOHAWK INDS INCCOM6081901043131653SHSOLE 165300MOLSON COORS BREWING COCL B60871R2092452611SHSOLE 261100MONDELEZ INTL INCCL A609207105208346461SHSOLE 4646100MONSANTO CO NEWCOM61166W101243924758SHSOLE 2475800MONSTER BEVERAGE CORP NEWCOM61174X1095383610SHSOLE 361000MOODYS CORPCOM6153691054344323SHSOLE 432300MORGAN STANLEYCOM NEW617446448111234947SHSOLE 3494700MOTOROLA SOLUTIONS INCCOM NEW6200763074306289SHSOLE 628900MPLX LPCOM UNIT REP LTD55336V100182646433SHSOLE 4643300MYLAN N VSHS EURON594651094999231SHSOLE 923100NATIONAL OILWELL VARCO INCCOM6370711015228156115SHSOLE 15611500NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825180200000SHSOLE 20000000NETFLIX INCCOM64110L106124310865SHSOLE 1086500NEWELL RUBBERMAID INCCOM6512291062796326SHSOLE 632600NEWMONT MINING CORPCOM65163910619110603SHSOLE 1060300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ526722700000PRNSOLE 270000000NEXTERA ENERGY INCCOM65339F101497147853SHSOLE 4785300NEXTERA ENERGY INCUNIT 09/01/201665339F8616693122500SHSOLE 12250000NIELSEN HLDGS PLCSHS EURG6518L1083517541SHSOLE 754100NIKE INCCL B654106103372859652SHSOLE 5965200NOBLE CORP PLCSHS USDG6543110138536540SHSOLE 3654000NOBLE ENERGY INCCOM6550441053069288SHSOLE 928800NORDSTROM INCCOM6556641002535079SHSOLE 507900NORFOLK SOUTHERN CORPCOM655844108165519562SHSOLE 1956200NORTHERN TR CORPCOM6658591044546303SHSOLE 630300NORTHROP GRUMMAN CORPCOM66680710212346538SHSOLE 653800NORTHWESTERN CORPCOM NEW668074305466085897SHSOLE 8589700NOVELLUS SYS INCNOTE 2.625% 5/1670008AD328281200000PRNSOLE 120000000NUCOR CORPCOM670346105117029033SHSOLE 2903300NUVEEN FLOATING RATE INCOMECOM67072T10888085900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410328720000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810034533900SHSOLE 3390000NVIDIA CORPCOM67066G10449815112SHSOLE 1511200NVIDIA CORPNOTE 1.000%12/067066GAC824211450000PRNSOLE 145000000NXP SEMICONDUCTORS N VCOMN6596X1094415236SHSOLE 523600O REILLY AUTOMOTIVE INC NEWCOM67103H1076832697SHSOLE 269700OCCIDENTAL PETE CORP DELCOM67459910520745306831SHSOLE 30683100OLD REP INTL CORPNOTE 3.750% 3/1680223AH738693050000PRNSOLE 305000000OMNICOM GROUP INCCOM68191910622359295514SHSOLE 29551400ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH811611050000PRNSOLE 105000000ONEOK PARTNERS LPUNIT LTD PARTN68268N1034312143126SHSOLE 14312600ORACLE CORPCOM68389X105323388496SHSOLE 8849600OUTFRONT MEDIA INCCOM69007J10654524949SHSOLE 2494900PACCAR INCCOM69371810849710481SHSOLE 1048100PARKER HANNIFIN CORPCOM7010941049259533SHSOLE 953300PAYCHEX INCCOM704326107158029864SHSOLE 2986400PAYPAL HLDGS INCCOM70450Y103117632486SHSOLE 3248600PENTAIR PLCSHSG7S00T1042114270SHSOLE 427000PEPSICO INCCOM71344810833011330373SHSOLE 33037300PERRIGO CO PLCSHSG978221038485858SHSOLE 585800PFIZER INCCOM717081103368761142381SHSOLE 114238100PG&E CORPCOM69331C10870113173SHSOLE 1317300PHILIP MORRIS INTL INCCOM71817210928619325546SHSOLE 32554600PHILLIPS 66COM718546104166420339SHSOLE 2033900PHILLIPS 66 PARTNERS LPCOM UNIT REP INT718549207286146604SHSOLE 4660400PIMCO INCOME STRATEGY FUND ICOM72201J10474685066SHSOLE 8506600PINNACLE WEST CAP CORPCOM7234841016369859SHSOLE 985900PIONEER NAT RES COCOM7237871074613673SHSOLE 367300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031055280228562SHSOLE 22856200PLUM CREEK TIMBER CO INCCOM7292511082615465SHSOLE 546500PNC FINL SVCS GROUP INCCOM693475105117812361SHSOLE 1236100POTASH CORP SASK INCCOM73755L10798357400SHSOLE 5740000PPG INDS INCCOM693506107165316729SHSOLE 1672900PPL CORPCOM69351T106112032821SHSOLE 3282100PRAXAIR INCCOM74005P1048508296SHSOLE 829600PRECISION CASTPARTS CORPCOM74018910510084346SHSOLE 434600PRICE T ROWE GROUP INCCOM74144T1084416163SHSOLE 616300PRICELINE GRP INCCOM NEW74150340317851400SHSOLE 140000PRICELINE GRP INCNOTE 0.350% 6/1741503AS520751750000PRNSOLE 175000000PRICELINE GRP INCNOTE 0.900% 9/1741503AX4502500000PRNSOLE 50000000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ919901400000PRNSOLE 140000000PRINCIPAL FINL GROUP INCCOM74251V10220552456911SHSOLE 45691100PROCTER & GAMBLE COCOM74271810931608398034SHSOLE 39803400PROGRESSIVE CORP OHIOCOM74331510341913177SHSOLE 1317700PROLOGIS INCCOM74340W10359013749SHSOLE 1374900PROSHARES TRPSHS ULTSH 20YRS74347B201225651200SHSOLE 5120000PRUDENTIAL FINL INCCOM74432010287710769SHSOLE 1076900PUBLIC STORAGECOM74460D10912094882SHSOLE 488200PUBLIC SVC ENTERPRISE GROUPCOM744573106101826311SHSOLE 2631100QIHOO 360 TECHNOLOGY CO LTDADS74734M109400555000SHSOLE 5500000QUALCOMM INCCOM74752510323814476426SHSOLE 47642600QUEST DIAGNOSTICS INCCOM74834L1007109983SHSOLE 998300RAYTHEON COCOM NEW75511150724941200279SHSOLE 20027900REALTY INCOME CORPCOM7561091042344530SHSOLE 453000RED HAT INCCOM7565771026117376SHSOLE 737600RED HAT INCNOTE 0.250%10/0756577AD444413400000PRNSOLE 340000000REGENERON PHARMACEUTICALSCOM75886F10711072040SHSOLE 204000REGIONS FINL CORP NEWCOM7591EP10030631860SHSOLE 3186000REINSURANCE GROUP AMER INCCOM NEW7593516043033545SHSOLE 354500REPUBLIC SVCS INCCOM7607591003297471SHSOLE 747100RESOLUTE FST PRODS INCCOM76117W10945159564SHSOLE 5956400REYNOLDS AMERICAN INCCOM76171310692319994SHSOLE 1999400ROCKWELL AUTOMATION INCCOM77390310922687221097SHSOLE 22109700ROCKWELL COLLINS INCCOM7743411013433718SHSOLE 371800ROPER TECHNOLOGIES INCCOM7766961068604533SHSOLE 453300ROSS STORES INCCOM7782961035199642SHSOLE 964200ROYAL CARIBBEAN CRUISES LTDCOMV7780T1033103060SHSOLE 306000RPM INTL INCNOTE 2.250%12/1749685AT039273450000PRNSOLE 345000000SALESFORCE COM INCCOM79466L302110214058SHSOLE 1405800SALESFORCE COM INCNOTE 0.250% 4/079466LAD618351425000PRNSOLE 142500000SANDISK CORPCOM80004C1013484579SHSOLE 457900SANDISK CORPNOTE 0.500%10/180004CAF814601400000PRNSOLE 140000000SCHLUMBERGER LTDCOM806857108277539788SHSOLE 3978800SCHWAB CHARLES CORP NEWCOM80851310591327736SHSOLE 2773600SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM313371425000PRNSOLE 142500000SEAGATE TECHNOLOGY PLCSHSG7945M107332990800SHSOLE 9080000SEALED AIR CORP NEWCOM81211K1002034544SHSOLE 454400SEMPRA ENERGYCOM8168511095275601SHSOLE 560100SHELL MIDSTREAM PARTNERS L PUNIT LTD INT822634101129731231SHSOLE 3123100SHERWIN WILLIAMS COCOM8243481064351675SHSOLE 167500SIMON PPTY GROUP INC NEWCOM82880610918389451SHSOLE 945100SKYWORKS SOLUTIONS INCCOM83088M1022743570SHSOLE 357000SMUCKER J M COCOM NEW8326964055854746SHSOLE 474600SNAP ON INCCOM8330341015343116SHSOLE 311600SOUTHERN COCOM842587107429291735SHSOLE 9173500SOUTHWEST AIRLS COCOM84474110865415190SHSOLE 1519000SPDR INDEX SHS FDSEURO STOXX 5078463X202112348080SHSOLE 4808000SPDR S&P 500 ETF TRTR UNIT78462F10345716224219SHSOLE 22421900SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10730102118471SHSOLE 11847100SPDR SERIES TRUSTS&P DIVID ETF78464A763405455106SHSOLE 5510600SPECTRA ENERGY CORPCOM84756010937615715SHSOLE 1571500SPECTRA ENERGY PARTNERS LPCOM84756N1097479156783SHSOLE 15678300ST JUDE MED INCCOM7908491034086613SHSOLE 661300STANLEY BLACK & DECKER INCCOM8545021014073812SHSOLE 381200STANLEY BLACK & DECKER INCUNIT 11/17/20166854502804238320408SHSOLE 2040800STAPLES INCCOM85503010242344660SHSOLE 4466000STARBUCKS CORPCOM855244109351458536SHSOLE 5853600STARWOOD HOTELS&RESORTS WRLDCOM85590A4012864135SHSOLE 413500STATE STR CORPCOM8574771036509788SHSOLE 978800STERICYCLE INCCOM8589121085774787SHSOLE 478700STRYKER CORPCOM863667101143215407SHSOLE 1540700SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1083625141053SHSOLE 14105300SUNTRUST BKS INCCOM86791410360414094SHSOLE 1409400SYMANTEC CORPCOM87150310833816106SHSOLE 1610600SYNCHRONY FINLCOM87165B10365321482SHSOLE 2148200SYSCO CORPCOM87182910727347666998SHSOLE 66699800TARGET CORPCOM87612E10627254375341SHSOLE 37534100TC PIPELINES LPUT COM LTD PRT87233Q108164032997SHSOLE 3299700TE CONNECTIVITY LTDREG SHSH849891046139480SHSOLE 948000TEGNA INCCOM87901J1052499768SHSOLE 976800TESORO CORPCOM8816091013142980SHSOLE 298000TEXAS INSTRS INCCOM88250810423065420822SHSOLE 42082200TEXTRON INCCOM8832031012686389SHSOLE 638900THERMO FISHER SCIENTIFIC INCCOM883556102156711048SHSOLE 1104800TIFFANY & CO NEWCOM8865471082052687SHSOLE 268700TIME WARNER CABLE INCCOM88732J20713927503SHSOLE 750300TIME WARNER INCCOM NEW887317303146722679SHSOLE 2267900TJX COS INC NEWCOM872540109166323459SHSOLE 2345900TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM214611450000PRNSOLE 145000000TRACTOR SUPPLY COCOM8923561062603040SHSOLE 304000TRAVELERS COMPANIES INCCOM89417E109147213040SHSOLE 1304000TREEHOUSE FOODS INCCOM89469A1043434366SHSOLE 436600TRIPADVISOR INCCOM8969452012262650SHSOLE 265000TWENTY FIRST CENTY FOX INCCL A90130A101100036817SHSOLE 3681700TWITTER INCNOTE 1.000% 9/190184LAD412981550000PRNSOLE 155000000TYCO INTL PLCSHSG9144210633610549SHSOLE 1054900TYSON FOODS INCCL A9024941033636802SHSOLE 680200UMPQUA HLDGS CORPCOM90421410326516661SHSOLE 1666100UNDER ARMOUR INCCL A9043111073364170SHSOLE 417000UNILEVER N VN Y SHS NEW904784709363083788SHSOLE 8378800UNION PAC CORPCOM90781810822250284526SHSOLE 28452600UNITED CONTL HLDGS INCCOM9100471093375890SHSOLE 589000UNITED PARCEL SERVICE INCCL B91131210627813289022SHSOLE 28902200UNITED TECHNOLOGIES CORPCOM91301710926443275243SHSOLE 27524300UNITEDHEALTH GROUP INCCOM91324P102442437605SHSOLE 3760500US BANCORP DELCOM NEW902973304295369203SHSOLE 6920300V F CORPCOM91820410820463328721SHSOLE 32872100VALE S AADR REPSTG PFD91912E204723283585SHSOLE 28358500VALERO ENERGY CORP NEWCOM91913Y10084811990SHSOLE 1199000VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J10271413831SHSOLE 1383100VANGUARD WORLD FDSENERGY ETF92204A306488758800SHSOLE 5880000VENTAS INCCOM92276F1004167375SHSOLE 737500VERISIGN INCCOM92343E1022122424SHSOLE 242400VERISK ANALYTICS INCCOM92345Y1062202860SHSOLE 286000VERIZON COMMUNICATIONS INCCOM92343V10437797817771SHSOLE 81777100VERTEX PHARMACEUTICALS INCCOM92532F1007065610SHSOLE 561000VIACOM INC NEWCL B92553P20149111927SHSOLE 1192700VISA INCCOM CL A92826C839421454336SHSOLE 5433600VORNADO RLTY TRSH BEN INT9290421095245240SHSOLE 524000VULCAN MATLS COCOM9291601093013169SHSOLE 316900WALGREENS BOOTS ALLIANCE INCCOM931427108178720987SHSOLE 2098700WAL-MART STORES INCCOM93114210329497481196SHSOLE 48119600WASTE MGMT INC DELCOM94106L10929113545502SHSOLE 54550200WATERS CORPCOM9418481032641958SHSOLE 195800WEC ENERGY GROUP INCCOM92939U106160431264SHSOLE 3126400WELLPOINT INCNOTE 2.750%10/194973VBG139092050000PRNSOLE 205000000WELLS FARGO & CO NEWCOM9497461017791143323SHSOLE 14332300WELLS FARGO & CO NEWPERP PFD CNV A94974680432222775SHSOLE 277500WELLTOWER INC6.50% PFD PREPET95040Q203143123500SHSOLE 2350000WELLTOWER INCCOM95040Q1045387908SHSOLE 790800WESTERN DIGITAL CORPCOM9581021053976614SHSOLE 661400WESTERN GAS EQUITY PARTNERSCOMUNT LTD PT95825R1034400121240SHSOLE 12124000WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104355174712SHSOLE 7471200WESTERN UN COCOM95980210921712119SHSOLE 1211900WESTROCK COCOM96145D1052786098SHSOLE 609800WEYERHAEUSER COCOM9621661044383146188SHSOLE 14618800WHIRLPOOL CORPCOM9633201066564466SHSOLE 446600WHOLE FOODS MKT INCCOM9668371062778270SHSOLE 827000WILLIAMS COS INC DELCOM96945710041416121SHSOLE 1612100WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1055571200050SHSOLE 20005000WYNDHAM WORLDWIDE CORPCOM98310W1082062833SHSOLE 283300XCEL ENERGY INCCOM98389B10083323207SHSOLE 2320700XEROX CORPCOM98412110344041438SHSOLE 4143800XILINX INCCOM9839191013537519SHSOLE 751900XILINX INCNOTE 2.625% 6/1983919AF836662250000PRNSOLE 225000000XL GROUP PLCSHSG982901022636717SHSOLE 671700YAHOO INCCOM98433210670221114SHSOLE 2111400YUM BRANDS INCCOM988498101253234665SHSOLE 3466500YY INCADS REPCOM CLA98426T106206233000SHSOLE 3300000ZIMMER BIOMET HLDGS INCCOM98956P1024344226SHSOLE 422600ZOETIS INCCL A98978V10352310908SHSOLE 1090800