0001085146-16-003520.txt : 20160426 0001085146-16-003520.hdr.sgml : 20160426 20160425190831 ACCESSION NUMBER: 0001085146-16-003520 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160426 DATE AS OF CHANGE: 20160425 EFFECTIVENESS DATE: 20160426 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: 161590185 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 false false 0000801051 XXXXXXXX 03-31-2016 03-31-2016 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 04-25-2016 0 559 2382377 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 21VIANET GROUP INCSPONSORED ADR90138A1034657233186SHSOLE 233186003M COCOM88579Y10124669148044SHSOLE 14804400ABBOTT LABSCOM002824100213851111SHSOLE 5111100ABBVIE INCCOM00287Y10929591518048SHSOLE 51804800ACCENTURE PLC IRELANDSHS CLASS AG1151C101177415370SHSOLE 1537000ACTIVISION BLIZZARD INCCOM00507V10937010930SHSOLE 1093000ADOBE SYS INCCOM00724F101115612327SHSOLE 1232700ADVANCE AUTO PARTS INCCOM00751Y1063292050SHSOLE 205000AES CORPCOM00130H10520016911SHSOLE 1691100AETNA INC NEWCOM00817Y1089568510SHSOLE 851000AFFILIATED MANAGERS GROUPCOM0082521082391470SHSOLE 147000AFLAC INCCOM001055102104816598SHSOLE 1659800AGILENT TECHNOLOGIES INCCOM00846U1013849646SHSOLE 964600AIR PRODS & CHEMS INCCOM00915810612788871SHSOLE 887100AIRGAS INCCOM0093631022431715SHSOLE 171500AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD02587850000PRNSOLE 85000000AKAMAI TECHNOLOGIES INCCOM00971T1012694834SHSOLE 483400AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG628292900000PRNSOLE 290000000ALCOA INCCOM01381710129530807SHSOLE 3080700ALCOA INCDEP SHS 1/10TH013817309206162467SHSOLE 6246700ALEXION PHARMACEUTICALS INCCOM0153511097495380SHSOLE 538000ALLERGAN PLCSHSG0177J108278110377SHSOLE 1037700ALLIANCE DATA SYSTEMS CORPCOM0185811083521601SHSOLE 160100ALLSTATE CORPCOM0200021016599780SHSOLE 978000ALPHABET INCCAP STK CL A02079K30565898637SHSOLE 863700ALPHABET INCCAP STK CL C02079K10770669485SHSOLE 948500ALTRIA GROUP INCCOM02209S10329445469918SHSOLE 46991800ALZA CORPSDCV 7/202261WAB521591450000PRNSOLE 145000000AMAZON COM INCCOM023135106626610555SHSOLE 1055500AMEREN CORPCOM0236081023687355SHSOLE 735500AMERICAN AIRLS GROUP INCCOM02376R10256313720SHSOLE 1372000AMERICAN ELEC PWR INCCOM025537101193529149SHSOLE 2914900AMERICAN EXPRESS COCOM025816109285251161SHSOLE 5116100AMERICAN INTL GROUP INCCOM NEW026874784170831595SHSOLE 3159500AMERICAN TOWER CORP NEWCOM03027X100124812187SHSOLE 1218700AMERIPRISE FINL INCCOM03076C1067588065SHSOLE 806500AMERISOURCEBERGEN CORPCOM03073E1054385060SHSOLE 506000AMETEK INC NEWCOM0311001002755503SHSOLE 550300AMGEN INCCOM03116210023924159568SHSOLE 15956800AMPHENOL CORP NEWCL A0320951015429366SHSOLE 936600ANADARKO PETE CORPCOM03251110797320891SHSOLE 2089100ANALOG DEVICES INCCOM03265410522578381445SHSOLE 38144500ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282061675122348SHSOLE 12234800ANNALY CAP MGMT INCCOM03571040948347071SHSOLE 4707100ANTHEM INCCOM036752103277019926SHSOLE 1992600AON PLCSHS CL AG0408V1027256943SHSOLE 694300APACHE CORPCOM0374111057494153526SHSOLE 15352600APARTMENT INVT & MGMT COCL A03748R1012205268SHSOLE 526800APOLLO GLOBAL MGMT LLCCL A SHS03761230644626028SHSOLE 2602800APPLE INCCOM03783310019845182080SHSOLE 18208000APPLIED MATLS INCCOM03822210559828215SHSOLE 2821500ARCHER DANIELS MIDLAND COCOM03948310222290613877SHSOLE 61387700AT&T INCCOM00206R102453591157998SHSOLE 115799800AUTODESK INCCOM0527691063115336SHSOLE 533600AUTOMATIC DATA PROCESSING INCOM05301510322516250988SHSOLE 25098800AUTOZONE INCCOM05333210212101519SHSOLE 151900AVALONBAY CMNTYS INCCOM0534841018254340SHSOLE 434000BAKER HUGHES INCCOM05722410745710420SHSOLE 1042000BALL CORPCOM0584981062393354SHSOLE 335400BANK AMER CORP7.25%CNV PFD L060505682512450SHSOLE 45000BANK AMER CORPCOM0605051044671357319SHSOLE 35731900BANK NEW YORK MELLON CORPCOM064058100112930660SHSOLE 3066000BARD C R INCCOM0673831095742832SHSOLE 283200BAXALTA INCCOM07177M10367316660SHSOLE 1666000BAXTER INTL INCCOM07181310966816249SHSOLE 1624900BB&T CORPCOM05493710771721563SHSOLE 2156300BECTON DICKINSON & COCOM0758871099396187SHSOLE 618700BED BATH & BEYOND INCCOM0758961002975989SHSOLE 598900BERKSHIRE HATHAWAY INC DELCL A0846701084272SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702651945947SHSOLE 4594700BEST BUY INCCOM08651610141012627SHSOLE 1262700BIOGEN INCCOM09062X10319057316SHSOLE 731600BLACKROCK ENERGY & RES TRCOM09250U1012091160880SHSOLE 16088000BLACKROCK ENHANCED EQT DIV TCOM09251A1043044403747SHSOLE 40374700BLACKROCK FLOATING RATE INCOCOM091941104117491484SHSOLE 9148400BLACKROCK INCCOM09247X1012260166361SHSOLE 6636100BLACKROCK MUNICIPL INC QLTYCOM09247910428418865SHSOLE 1886500BLACKROCK MUNIVEST FD INCCOM09253R10548745168SHSOLE 4516800BLACKROCK MUNIYIELD QLTY FDCOM09254E10323915853SHSOLE 1585300BLACKROCK TAX MUNICPAL BD TRSHS09248X10088338403SHSOLE 3840300BOARDWALK PIPELINE PARTNERSUT LTD PARTNER0966271041929130872SHSOLE 13087200BOEING COCOM09702310524677194398SHSOLE 19439800BOSTON PROPERTIES INCCOM1011211015944676SHSOLE 467600BOSTON SCIENTIFIC CORPCOM10113710760432102SHSOLE 3210200BRISTOL MYERS SQUIBB COCOM110122108341253406SHSOLE 5340600BROADCOM LTDSHSY09827109154510001SHSOLE 1000100BROWN FORMAN CORPCL B1156372092242277SHSOLE 227700BUCKEYE PARTNERS L PUNIT LTD PARTN118230101449866199SHSOLE 6619900C H ROBINSON WORLDWIDE INCCOM NEW12541W2092533411SHSOLE 341100CA INCCOM12673P1054661151393SHSOLE 15139300CABOT OIL & GAS CORPCOM12709710355024234SHSOLE 2423400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251011689177625SHSOLE 17762500CALIFORNIA RES CORPCOM13057Q1073129785SHSOLE 2978500CAMERON INTERNATIONAL CORPCOM13342B1053154692SHSOLE 469200CAMPBELL SOUP COCOM1344291092984667SHSOLE 466700CAPITAL ONE FINL CORPCOM14040H105106515369SHSOLE 1536900CARDINAL HEALTH INCCOM14149Y1086527960SHSOLE 796000CARMAX INCCOM1431301022514909SHSOLE 490900CARNIVAL CORPPAIRED CTF14365830057010794SHSOLE 1079400CATERPILLAR INC DELCOM149123101239931340SHSOLE 3134000CBS CORP NEWCL B12485720284315311SHSOLE 1531100CELGENE CORPCOM151020104194519430SHSOLE 1943000CENTERPOINT ENERGY INCCOM15189T1072099992SHSOLE 999200CENTURYLINK INCCOM15670010651616158SHSOLE 1615800CERNER CORPCOM1567821043787134SHSOLE 713400CHEVRON CORP NEWCOM166764100868691051SHSOLE 9105100CHIPOTLE MEXICAN GRILL INCCOM1696561054851030SHSOLE 103000CHUBB LIMITEDCOMH1467J104268422524SHSOLE 2252400CHURCH & DWIGHT INCCOM1713401022422620SHSOLE 262000CIGNA CORPORATIONCOM12550910912008743SHSOLE 874300CIMAREX ENERGY COCOM1717981012562630SHSOLE 263000CINCINNATI FINL CORPCOM1720621012734181SHSOLE 418100CINTAS CORPCOM1729081052012242SHSOLE 224200CISCO SYS INCCOM17275R102367631291277SHSOLE 129127700CITIGROUP INCCOM NEW172967424353284605SHSOLE 8460500CITRIX SYS INCCOM1773761003794821SHSOLE 482100CITRIX SYS INCNOTE 0.500% 4/1177376AD242333800000PRNSOLE 380000000CLIFFS NAT RES INCCOM18683K10128695225SHSOLE 9522500CLOROX CO DELCOM1890541097626042SHSOLE 604200CME GROUP INCCOM12572Q10522108230175SHSOLE 23017500CMS ENERGY CORPCOM12589610049111568SHSOLE 1156800COACH INCCOM1897541042586436SHSOLE 643600COCA COLA COCOM19121610032818707435SHSOLE 70743500COCA COLA ENTERPRISES INC NECOM19122T1093396689SHSOLE 668900COGNIZANT TECHNOLOGY SOLUTIOCL A192446102110317586SHSOLE 1758600COHEN & STEERS INFRASTRUCTURCOM19248A1093414172360SHSOLE 17236000COHEN & STEERS QUALITY RLTYCOM19247L10655444657SHSOLE 4465700COLGATE PALMOLIVE COCOM194162103163423126SHSOLE 2312600COLUMBIA PIPELINE GROUP INCCOM19828010926410516SHSOLE 1051600COMCAST CORP NEWCL A20030N101456774769SHSOLE 7476900CONAGRA FOODS INCCOM20588710244610006SHSOLE 1000600CONOCOPHILLIPSCOM20825C104241359912SHSOLE 5991200CONSOLIDATED EDISON INCCOM2091151045246838SHSOLE 683800CONSTELLATION BRANDS INCCL A21036P1084332865SHSOLE 286500CORNING INCCOM21935010561629497SHSOLE 2949700COSTCO WHSL CORP NEWCOM22160K105229014533SHSOLE 1453300CROWN CASTLE INTL CORP NEWCOM22822V101170319690SHSOLE 1969000CSX CORPCOM12640810360823613SHSOLE 2361300CUMMINS INCCOM23102110625987236371SHSOLE 23637100CVS HEALTH CORPCOM126650100521350255SHSOLE 5025500D R HORTON INCCOM23331A1092989872SHSOLE 987200DANAHER CORP DELCOM235851102486651293SHSOLE 5129300DAVITA HEALTHCARE PARTNERS ICOM23918K1083675008SHSOLE 500800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P100173963866SHSOLE 6386600DEERE & COCOM244199105253632939SHSOLE 3293900DELPHI AUTOMOTIVE PLCSHSG278231065126830SHSOLE 683000DELTA AIR LINES INC DELCOM NEW247361702131730550SHSOLE 3055000DENTSPLY SIRONA INCCOM24906P1092844604SHSOLE 460400DEVON ENERGY CORP NEWCOM25179M10328910548SHSOLE 1054800DIAMOND OFFSHORE DRILLING INCOM25271C10255825691SHSOLE 2569100DISCOVER FINL SVCSCOM25470910854210647SHSOLE 1064700DISNEY WALT COCOM DISNEY254687106476147942SHSOLE 4794200DOLLAR GEN CORP NEWCOM25667710596711301SHSOLE 1130100DOLLAR TREE INCCOM2567461084465406SHSOLE 540600DOMINION RES INC VA NEWCOM25746U109121116124SHSOLE 1612400DOMINION RES INC VA NEWUNIT 99/99/999925746U86912191242366SHSOLE 24236600DOVER CORPCOM2600031082413753SHSOLE 375300DOW CHEM COCOM26054310330184593469SHSOLE 59346900DR PEPPER SNAPPLE GROUP INCCOM26138E1094805366SHSOLE 536600DTE ENERGY COCOM2333311073934340SHSOLE 434000DU PONT E I DE NEMOURS & COCOM263534109254440179SHSOLE 4017900DUKE ENERGY CORP NEWCOM NEW26441C204254631554SHSOLE 3155400E HOUSE CHINA HLDGS LTDADR26852W1033982640148SHSOLE 64014800E M C CORP MASSCOM268648102191771932SHSOLE 7193200E TRADE FINANCIAL CORPCOM NEW26924640135514507SHSOLE 1450700EASTMAN CHEM COCOM2774321002623630SHSOLE 363000EATON CORP PLCSHSG29183103354556663SHSOLE 5666300EATON VANCE LTD DUR INCOME FCOM27828H10555542079SHSOLE 4207900EATON VANCE TAX MNGD GBL DVCOM27829F1083806433445SHSOLE 43344500EBAY INCCOM27864210377932656SHSOLE 3265600ECOLAB INCCOM2788651007246496SHSOLE 649600EDISON INTLCOM2810201075517667SHSOLE 766700EDWARDS LIFESCIENCES CORPCOM28176E1084635246SHSOLE 524600ELECTRONIC ARTS INCCOM2855121094927441SHSOLE 744100EMERSON ELEC COCOM29101110430474560386SHSOLE 56038600ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN2924801001861217463SHSOLE 21746300ENBRIDGE ENERGY PARTNERS L PCOM29250R1063461188926SHSOLE 18892600ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1004092573943SHSOLE 57394300ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1099007278521SHSOLE 27852100ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U1071968163010SHSOLE 16301000ENSCO PLCSHS CLASS AG3157S10686883690SHSOLE 8369000ENTERGY CORP NEWCOM29364G1034846103SHSOLE 610300ENTERPRISE PRODS PARTNERS LCOM29379210715847643669SHSOLE 64366900EOG RES INCCOM26875P10197613442SHSOLE 1344200EQT CORPCOM26884L1093074557SHSOLE 455700EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B100284838268SHSOLE 3826800EQUIFAX INCCOM2944291053272863SHSOLE 286300EQUINIX INCCOM PAR $0.00129444U7005291600SHSOLE 160000EQUITY RESIDENTIALSH BEN INT29476L10782611005SHSOLE 1100500ESSEX PPTY TR INCCOM2971781053891663SHSOLE 166300EVERSOURCE ENERGYCOM30040W1084357454SHSOLE 745400EXELON CORPCOM30161N101125835091SHSOLE 3509100EXPEDITORS INTL WASH INCCOM3021301092895931SHSOLE 593100EXPRESS SCRIPTS HLDG COCOM30219G108163623811SHSOLE 2381100EXXON MOBIL CORPCOM30231G10239430471709SHSOLE 47170900FACEBOOK INCCL A30303M102624754754SHSOLE 5475400FASTENAL COCOM3119001043256632SHSOLE 663200FEDERAL REALTY INVT TRSH BEN INT NEW3137472062591658SHSOLE 165800FEDEX CORPCOM31428X10610786625SHSOLE 662500FIDELITY NATL INFORMATION SVCOM31620M1064266728SHSOLE 672800FIFTH THIRD BANCORPCOM31677310039423624SHSOLE 2362400FIRSTENERGY CORPCOM33793210779922215SHSOLE 2221500FISERV INCCOM3377381087477284SHSOLE 728400FMC TECHNOLOGIES INCCOM30249U10127510044SHSOLE 1004400FORD MTR CO DELCOM PAR $0.01345370860128094833SHSOLE 9483300FRANKLIN RES INCCOM3546131013639285SHSOLE 928500FREEPORT-MCMORAN INCCL B35671D85736935693SHSOLE 3569300FRONTIER COMMUNICATIONS CORPCOM35906A10814024988SHSOLE 2498800GAP INC DELCOM3647601082368041SHSOLE 804100GENERAL DYNAMICS CORPCOM369550108131710026SHSOLE 1002600GENERAL ELECTRIC COCOM36960410331435988834SHSOLE 98883400GENERAL GROWTH PPTYS INC NEWCOM37002310339513303SHSOLE 1330300GENERAL MLS INCCOM37033410424086380201SHSOLE 38020100GENERAL MTRS COCOM37045V100105933680SHSOLE 3368000GENUINE PARTS COCOM3724601053753774SHSOLE 377400GILEAD SCIENCES INCCOM375558103327735676SHSOLE 3567600GOLDMAN SACHS GROUP INCCOM38141G104277917705SHSOLE 1770500GOODYEAR TIRE & RUBR COCOM38255010143813274SHSOLE 1327400GRAINGER W W INCCOM3848021043941686SHSOLE 168600GREAT PLAINS ENERGY INCCOM391164100216167000SHSOLE 6700000GUGGENHEIM BLD AMR BDS MANGCOM40166410785036792SHSOLE 3679200HALLIBURTON COCOM40621610173420543SHSOLE 2054300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10050822300SHSOLE 2230000HANESBRANDS INCCOM41034510228610100SHSOLE 1010000HARLEY DAVIDSON INCCOM4128221082665186SHSOLE 518600HARRIS CORP DELCOM4138751052733505SHSOLE 350500HARTFORD FINL SVCS GROUP INCCOM41651510460013020SHSOLE 1302000HASBRO INCCOM4180561072132660SHSOLE 266000HCA HOLDINGS INCCOM40412C1015527070SHSOLE 707000HCP INCCOM40414L109175753926SHSOLE 5392600HERSHEY COCOM4278661083433720SHSOLE 372000HESS CORPCOM42809H1074067707SHSOLE 770700HEWLETT PACKARD ENTERPRISE CCOM42824C10977843855SHSOLE 4385500HOLOGIC INCCOM43644010135510276SHSOLE 1027600HOME DEPOT INCCOM437076102443033201SHSOLE 3320100HONEYWELL INTL INCCOM438516106350231255SHSOLE 3125500HORMEL FOODS CORPCOM4404521003508100SHSOLE 810000HOST HOTELS & RESORTS INCCOM44107P10435221048SHSOLE 2104800HP INCCOM40434L10554243985SHSOLE 4398500HSBC HLDGS PLCADR A 1/40PF A4042806046341247600SHSOLE 24760000HUMANA INCCOM4448591027093873SHSOLE 387300HUNTINGTON BANCSHARES INCCOM44615010423324446SHSOLE 2444600ILLINOIS TOOL WKS INCCOM4523081098788575SHSOLE 857500ILLUMINA INCCOM4523271094182580SHSOLE 258000ILLUMINA INCNOTE 0.500% 6/1452327AH2860800000PRNSOLE 80000000ILLUMINA INCNOTE 6/1452327AF627272650000PRNSOLE 265000000INGERSOLL-RAND PLCSHSG477911013836171SHSOLE 617100INTEL CORPCOM45814010029871923369SHSOLE 92336900INTEL CORPSDCV 12/1458140AD299237800000PRNSOLE 780000000INTEL CORPSDCV 3.250% 8/0458140AF71276800000PRNSOLE 80000000INTERCONTINENTAL EXCHANGE INCOM45866F1047133032SHSOLE 303200INTERNATIONAL BUSINESS MACHSCOM45920010134593228410SHSOLE 22841000INTERNATIONAL FLAVORS&FRAGRACOM4595061012432135SHSOLE 213500INTERPUBLIC GROUP COS INCCOM4606901002239716SHSOLE 971600INTL PAPER COCOM46014610323954583676SHSOLE 58367600INTUITCOM4612021038728388SHSOLE 838800INTUITIVE SURGICAL INCCOM NEW46120E6028751456SHSOLE 145600INVESCO LTDSHSG491BT1083079965SHSOLE 996500IRON MTN INC NEWCOM46284V1012256631SHSOLE 663100ISHARES10+ YR CR BD ETF46428951121759367050SHSOLE 36705000ISHARESMSCI BRIC INDX4642866574081137441SHSOLE 13744100ISHARES TRCORE S&P MCP ETF464287507999769333SHSOLE 6933300ISHARES TRCORE S&P SCP ETF46428780432392287749SHSOLE 28774900ISHARES TRCORE S&P500 ETF46428720031322151570SHSOLE 15157000ISHARES TREAFE GRWTH ETF46428888569110507SHSOLE 1050700ISHARES TREAFE VALUE ETF46428887757112734SHSOLE 1273400ISHARES TRIBOXX HI YD ETF46428851350200000SHPutSOLE 20000000ISHARES TRIBOXX INV CP ETF464287242898075575SHSOLE 7557500ISHARES TRMSCI EAFE ETF46428746538069666356SHSOLE 66635600ISHARES TRMSCI EMG MKT ETF4642872349857287805SHSOLE 28780500ISHARES TRRUS 1000 ETF464287622200517578SHSOLE 1757800ISHARES TRRUS 1000 GRW ETF464287614373137397SHSOLE 3739700ISHARES TRRUS 2000 VAL ETF464287630296431804SHSOLE 3180400ISHARES TRRUS MDCP VAL ETF4642874735357539SHSOLE 753900ISHARES TRRUS MID-CAP ETF46428749916897103714SHSOLE 10371400ISHARES TRRUSSELL 2000 ETF464287655102205000SHPutSOLE 20500000ISHARES TRRUSSELL 2000 ETF46428765512362111750SHSOLE 11175000ISHARES TRS&P 500 GRWT ETF464287309124710759SHSOLE 1075900ISHARES TRSELECT DIVID ETF46428716810012122590SHSOLE 12259000ISHARES TRSP SMCP600GR ETF464287887202016267SHSOLE 1626700ISHARES TRSP SMCP600VL ETF464287879187416539SHSOLE 1653900JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG729443000000PRNSOLE 300000000JOHNSON & JOHNSONCOM47816010438792358517SHSOLE 35851700JOHNSON CTLS INCCOM478366107104526806SHSOLE 2680600JPMORGAN CHASE & COCOM46625H1007157123556SHSOLE 12355600JUNIPER NETWORKS INCCOM48203R1042449547SHSOLE 954700KANSAS CITY SOUTHERNCOM NEW4851703022833310SHSOLE 331000KELLOGG COCOM4878361084606009SHSOLE 600900KEYCORP NEWCOM4932671081122101627SHSOLE 10162700KEYCORP NEWPFD 7.75% SR A493267405142211000SHSOLE 1100000KIMBERLY CLARK CORPCOM49436810330108223836SHSOLE 22383600KIMCO RLTY CORPCOM49446R10936912816SHSOLE 1281600KINDER MORGAN INC DELCOM49456B10194352793SHSOLE 5279300KKR & CO L P DELCOM UNITS48248M10275051047SHSOLE 5104700KLA-TENCOR CORPCOM4824801003414682SHSOLE 468200KOHLS CORPCOM5002551042996410SHSOLE 641000KRAFT HEINZ COCOM500754106253432255SHSOLE 3225500KROGER COCOM50104410190123550SHSOLE 2355000L BRANDS INCCOM5017971045235953SHSOLE 595300L-3 COMMUNICATIONS HLDGS INCCOM5024241042962499SHSOLE 249900LABORATORY CORP AMER HLDGSCOM NEW50540R4092792381SHSOLE 238100LAM RESEARCH CORPCOM5128071083133789SHSOLE 378900LAUDER ESTEE COS INCCL A5184391045225536SHSOLE 553600LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3084117780SHSOLE 778000LILLY ELI & COCOM532457108272737869SHSOLE 3786900LINCOLN NATL CORP INDCOM5341871092345977SHSOLE 597700LINEAR TECHNOLOGY CORPCOM5356781063537924SHSOLE 792400LINKEDIN CORPNOTE 0.500%11/053578AAB415081650000PRNSOLE 165000000LOCKHEED MARTIN CORPCOM53983010928256127568SHSOLE 12756800LOWES COS INCCOM548661107175323141SHSOLE 2314100LYONDELLBASELL INDUSTRIES NSHS - A -N537451007969300SHSOLE 930000M & T BK CORPCOM55261F1044283853SHSOLE 385300MACERICH COCOM5543821013214050SHSOLE 405000MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA340523700000PRNSOLE 370000000MACYS INCCOM55616P1043588126SHSOLE 812600MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801068180118897SHSOLE 11889700MARATHON OIL CORPCOM56584910626123412SHSOLE 2341200MARATHON PETE CORPCOM56585A10250513580SHSOLE 1358000MARRIOTT INTL INC NEWCL A5719032023564998SHSOLE 499800MARSH & MCLENNAN COS INCCOM57174810277412729SHSOLE 1272900MARTIN MARIETTA MATLS INCCOM5732841062971860SHSOLE 186000MASCO CORPCOM5745991062598221SHSOLE 822100MASTERCARD INCCL A57636Q104229724310SHSOLE 2431000MATTEL INCCOM577081102137640937SHSOLE 4093700MCCORMICK & CO INCCOM NON VTG5797802062932943SHSOLE 294300MCDONALDS CORPCOM58013510126357209715SHSOLE 20971500MCGRAW HILL FINL INCCOM5806451098218297SHSOLE 829700MCKESSON CORPCOM58155Q10311077042SHSOLE 704200MEAD JOHNSON NUTRITION COCOM5828391067148407SHSOLE 840700MEDTRONIC PLCSHSG5960L103261934918SHSOLE 3491800MERCK & CO INC NEWCOM58933Y10533286629108SHSOLE 62910800MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR316701650000PRNSOLE 165000000METLIFE INCCOM59156R1089737221597SHSOLE 22159700METTLER TOLEDO INTERNATIONALCOM592688105314910SHSOLE 91000MICHAEL KORS HLDGS LTDSHSG607541012284000SHSOLE 400000MICROCHIP TECHNOLOGY INCCOM5950171042234635SHSOLE 463500MICRON TECHNOLOGY INCCOM59511210331329864SHSOLE 2986400MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV514701225000PRNSOLE 122500000MICROSOFT CORPCOM59491810438349694344SHSOLE 69434400MOHAWK INDS INCCOM6081901043161653SHSOLE 165300MOLSON COORS BREWING COCL B60871R2092692801SHSOLE 280100MONDELEZ INTL INCCL A609207105188046861SHSOLE 4686100MONSANTO CO NEWCOM61166W101217424778SHSOLE 2477800MONSTER BEVERAGE CORP NEWCOM61174X1094953710SHSOLE 371000MOODYS CORPCOM6153691054174323SHSOLE 432300MORGAN STANLEYCOM NEW61744644890035967SHSOLE 3596700MOSAIC CO NEWCOM61945C1032368750SHSOLE 875000MOTOROLA SOLUTIONS INCCOM NEW6200763074766289SHSOLE 628900MPLX LPCOM UNIT REP LTD55336V100256386316SHSOLE 8631600MYLAN N VSHS EURON594651094439551SHSOLE 955100NASDAQ INCCOM6311031082553836SHSOLE 383600NATIONAL OILWELL VARCO INCCOM6370711013192102624SHSOLE 10262400NATIONAL WESTMINSTER BK PLCSPON ADR C6385398825168200000SHSOLE 20000000NETAPP INCCOM64110D1042027416SHSOLE 741600NETFLIX INCCOM64110L106111310885SHSOLE 1088500NEWELL RUBBERMAID INCCOM6512291062856436SHSOLE 643600NEWMONT MINING CORPCOM65163910629311023SHSOLE 1102300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ525372450000PRNSOLE 245000000NEXTERA ENERGY INCCOM65339F101573648473SHSOLE 4847300NEXTERA ENERGY INCUNIT 09/01/201665339F8616455106000SHSOLE 10600000NIELSEN HLDGS PLCSHS EURG6518L1084087751SHSOLE 775100NIKE INCCL B654106103368960012SHSOLE 6001200NISOURCE INCCOM65473P10524610456SHSOLE 1045600NOBLE CORP PLCSHS USDG6543110137836540SHSOLE 3654000NOBLE ENERGY INCCOM6550441052969418SHSOLE 941800NORDSTROM INCCOM6556641002484334SHSOLE 433400NORFOLK SOUTHERN CORPCOM655844108206126982SHSOLE 2698200NORTHERN TR CORPCOM6658591044116303SHSOLE 630300NORTHROP GRUMMAN CORPCOM66680710213166648SHSOLE 664800NORTHSTAR RLTY FIN CORPCOM66704R8031357103450SHSOLE 10345000NORTHWESTERN CORPCOM NEW668074305531085997SHSOLE 8599700NUCOR CORPCOM670346105137429043SHSOLE 2904300NUVEEN FLOATING RATE INCOMECOM67072T10886585900SHSOLE 8590000NUVEEN MUN OPPORTUNITY FD INCOM67098410329420000SHSOLE 2000000NUVEEN MUN VALUE FD INCCOM67092810035533900SHSOLE 3390000NVIDIA CORPCOM67066G10455015432SHSOLE 1543200NVIDIA CORPNOTE 1.000%12/067066GAC822481250000PRNSOLE 125000000O REILLY AUTOMOTIVE INC NEWCOM67103H1077382697SHSOLE 269700OCCIDENTAL PETE CORP DELCOM674599105251236706SHSOLE 3670600OLD REP INTL CORPNOTE 3.750% 3/1680223AH737823050000PRNSOLE 305000000OMNICOM GROUP INCCOM68191910623252279374SHSOLE 27937400ON SEMICONDUCTOR CORPNOTE 2.625%12/1682189AH816771550000PRNSOLE 155000000ONEOK PARTNERS LPUNIT LTD PARTN68268N1034390139820SHSOLE 13982000ORACLE CORPCOM68389X105364889176SHSOLE 8917600PACCAR INCCOM69371810857910591SHSOLE 1059100PARKER HANNIFIN CORPCOM70109410410709633SHSOLE 963300PAYCHEX INCCOM704326107161929984SHSOLE 2998400PAYPAL HLDGS INCCOM70450Y103127132936SHSOLE 3293600PENTAIR PLCSHSG7S00T1042384380SHSOLE 438000PEPSICO INCCOM71344810831428306677SHSOLE 30667700PERRIGO CO PLCSHSG978221037515868SHSOLE 586800PFIZER INCCOM717081103351781186832SHSOLE 118683200PG&E CORPCOM69331C10867511303SHSOLE 1130300PHILIP MORRIS INTL INCCOM71817210925789262859SHSOLE 26285900PHILLIPS 66COM718546104176220349SHSOLE 2034900PHILLIPS 66 PARTNERS LPCOM UNIT REP INT718549207284145393SHSOLE 4539300PIMCO INCOME STRATEGY FUND ICOM72201J10474485066SHSOLE 8506600PINNACLE WEST CAP CORPCOM7234841013654859SHSOLE 485900PIONEER NAT RES COCOM7237871075543933SHSOLE 393300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054612219929SHSOLE 21992900PNC FINL SVCS GROUP INCCOM693475105106212561SHSOLE 1256100POTASH CORP SASK INCCOM73755L10797757400SHSOLE 5740000PPG INDS INCCOM693506107172715492SHSOLE 1549200PPL CORPCOM69351T10671818851SHSOLE 1885100PRAXAIR INCCOM74005P1049518306SHSOLE 830600PRICE T ROWE GROUP INCCOM74144T1084536163SHSOLE 616300PRICELINE GRP INCCOM NEW74150340319331500SHSOLE 150000PRICELINE GRP INCNOTE 0.350% 6/1741503AS521091750000PRNSOLE 175000000PRICELINE GRP INCNOTE 0.900% 9/1741503AX4505500000PRNSOLE 50000000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ920071400000PRNSOLE 140000000PRINCIPAL FINL GROUP INCCOM74251V10221231538164SHSOLE 53816400PROCTER & GAMBLE COCOM74271810932741397777SHSOLE 39777700PROGRESSIVE CORP OHIOCOM74331510347113407SHSOLE 1340700PROLOGIS INCCOM74340W10361713969SHSOLE 1396900PROSHARES TRPSHS ULTSH 20YRS74347B201188751200SHSOLE 5120000PRUDENTIAL FINL INCCOM74432010279310979SHSOLE 1097900PUBLIC STORAGECOM74460D10913494892SHSOLE 489200PUBLIC SVC ENTERPRISE GROUPCOM74457310656712031SHSOLE 1203100QIHOO 360 TECHNOLOGY CO LTDADS74734M109519868800SHSOLE 6880000QUALCOMM INCCOM74752510323339456380SHSOLE 45638000QUEST DIAGNOSTICS INCCOM74834L10072110093SHSOLE 1009300RAYTHEON COCOM NEW75511150724270197913SHSOLE 19791300REALTY INCOME CORPCOM7561091043285250SHSOLE 525000RED HAT INCCOM7565771023294419SHSOLE 441900RED HAT INCNOTE 0.250%10/0756577AD442233400000PRNSOLE 340000000REGENERON PHARMACEUTICALSCOM75886F1077352040SHSOLE 204000REGIONS FINL CORP NEWCOM7591EP10025232060SHSOLE 3206000REINSURANCE GROUP AMER INCCOM NEW7593516043413545SHSOLE 354500REPUBLIC SVCS INCCOM7607591003667671SHSOLE 767100RESOLUTE FST PRODS INCCOM76117W10932859564SHSOLE 5956400REYNOLDS AMERICAN INCCOM761713106101720224SHSOLE 2022400ROCKWELL AUTOMATION INCCOM77390310923464206273SHSOLE 20627300ROCKWELL COLLINS INCCOM7743411013814128SHSOLE 412800ROPER TECHNOLOGIES INCCOM7766961068654733SHSOLE 473300ROSS STORES INCCOM7782961035709852SHSOLE 985200ROYAL CARIBBEAN CRUISES LTDCOMV7780T1033344060SHSOLE 406000RPM INTL INCNOTE 2.250%12/1749685AT039643500000PRNSOLE 350000000SALESFORCE COM INCCOM79466L302110014898SHSOLE 1489800SALESFORCE COM INCNOTE 0.250% 4/079466LAD617641425000PRNSOLE 142500000SANDISK CORPCOM80004C1014105389SHSOLE 538900SANDISK CORPNOTE 0.500%10/180004CAF814611400000PRNSOLE 140000000SCANA CORP NEWCOM80589M1022954210SHSOLE 421000SCHEIN HENRY INCCOM8064071023121810SHSOLE 181000SCHLUMBERGER LTDCOM806857108282038238SHSOLE 3823800SCHWAB CHARLES CORP NEWCOM80851310579328296SHSOLE 2829600SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM313521425000PRNSOLE 142500000SEAGATE TECHNOLOGY PLCSHSG7945M107312890810SHSOLE 9081000SEALED AIR CORP NEWCOM81211K1002194554SHSOLE 455400SEMPRA ENERGYCOM8168511095845611SHSOLE 561100SHELL MIDSTREAM PARTNERS L PUNIT LTD INT822634101138737877SHSOLE 3787700SHERWIN WILLIAMS COCOM8243481065051775SHSOLE 177500SIMON PPTY GROUP INC NEWCOM82880610920099671SHSOLE 967100SKYWORKS SOLUTIONS INCCOM83088M1023724780SHSOLE 478000SL GREEN RLTY CORPCOM78440X1012192260SHSOLE 226000SMUCKER J M COCOM NEW8326964053822942SHSOLE 294200SNAP ON INCCOM8330341012441557SHSOLE 155700SOUTHERN COCOM842587107423281801SHSOLE 8180100SOUTHWEST AIRLS COCOM84474110872016080SHSOLE 1608000SPDR INDEX SHS FDSEURO STOXX 5078463X202111248080SHSOLE 4808000SPDR S&P 500 ETF TRTR UNIT78462F10346090224219SHSOLE 22421900SPDR S&P 500 ETF TRTR UNIT78462F1033460000SHPutSOLE 6000000SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10731563120141SHSOLE 12014100SPDR SERIES TRUSTS&P DIVID ETF78464A763440555106SHSOLE 5510600SPECTRA ENERGY CORPCOM84756010948815935SHSOLE 1593500SPECTRA ENERGY PARTNERS LPCOM84756N1097411154021SHSOLE 15402100ST JUDE MED INCCOM7908491033706733SHSOLE 673300STANLEY BLACK & DECKER INCCOM8545021014033832SHSOLE 383200STANLEY BLACK & DECKER INCUNIT 11/17/20166854502804230120408SHSOLE 2040800STAPLES INCCOM85503010249544890SHSOLE 4489000STARBUCKS CORPCOM855244109327354826SHSOLE 5482600STARWOOD HOTELS&RESORTS WRLDCOM85590A4013544245SHSOLE 424500STATE STR CORPCOM8574771035799898SHSOLE 989800STERICYCLE INCCOM8589121086044787SHSOLE 478700STRYKER CORPCOM863667101171816017SHSOLE 1601700SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1083467138311SHSOLE 13831100SUNTRUST BKS INCCOM86791410354115004SHSOLE 1500400SYMANTEC CORPCOM87150310829516056SHSOLE 1605600SYNCHRONY FINLCOM87165B10345315803SHSOLE 1580300SYSCO CORPCOM87182910728661613330SHSOLE 61333000TARGET CORPCOM87612E10626689324364SHSOLE 32436400TC PIPELINES LPUT COM LTD PRT87233Q108157932744SHSOLE 3274400TE CONNECTIVITY LTDREG SHSH849891045859440SHSOLE 944000TEGNA INCCOM87901J1052329868SHSOLE 986800TESORO CORPCOM8816091012562980SHSOLE 298000TEXAS INSTRS INCCOM88250810427863485250SHSOLE 48525000TEXTRON INCCOM8832031012336389SHSOLE 638900THERMO FISHER SCIENTIFIC INCCOM883556102160811358SHSOLE 1135800TIFFANY & CO NEWCOM8865471082052787SHSOLE 278700TIME WARNER CABLE INCCOM88732J20715787713SHSOLE 771300TIME WARNER INCCOM NEW887317303166122889SHSOLE 2288900TJX COS INC NEWCOM872540109186423789SHSOLE 2378900TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM215161550000PRNSOLE 155000000TOTAL SYS SVCS INCCOM8919061092585432SHSOLE 543200TRACTOR SUPPLY COCOM8923561062763050SHSOLE 305000TRAVELERS COMPANIES INCCOM89417E109153213130SHSOLE 1313000TREEHOUSE FOODS INCCOM89469A1043794366SHSOLE 436600TWENTY FIRST CENTY FOX INCCL A90130A10193433497SHSOLE 3349700TWENTY FIRST CENTY FOX INCCL B90130A2002809940SHSOLE 994000TWITTER INCNOTE 1.000% 9/190184LAD413011550000PRNSOLE 155000000TYCO INTL PLCSHSG9144210639610779SHSOLE 1077900TYSON FOODS INCCL A9024941034677012SHSOLE 701200UNDER ARMOUR INCCL A9043111073383980SHSOLE 398000UNILEVER N VN Y SHS NEW904784709374483788SHSOLE 8378800UNION PAC CORPCOM90781810823480295155SHSOLE 29515500UNITED CONTL HLDGS INCCOM9100471094477460SHSOLE 746000UNITED PARCEL SERVICE INCCL B91131210629216277010SHSOLE 27701000UNITED TECHNOLOGIES CORPCOM91301710930289302589SHSOLE 30258900UNITEDHEALTH GROUP INCCOM91324P102461135775SHSOLE 3577500UNIVERSAL HLTH SVCS INCCL B9139031002481990SHSOLE 199000US BANCORP DELCOM NEW902973304283569833SHSOLE 6983300V F CORPCOM91820410820997324221SHSOLE 32422100VALE S AADR REPSTG PFD91912E204885283585SHSOLE 28358500VALEANT PHARMACEUTICALS INTLCOM91911K102138352599SHSOLE 5259900VALERO ENERGY CORP NEWCOM91913Y10021859340796SHSOLE 34079600VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J10278516573SHSOLE 1657300VANGUARD WORLD FDSENERGY ETF92204A306504658800SHSOLE 5880000VARIAN MED SYS INCCOM92220P1052603251SHSOLE 325100VENTAS INCCOM92276F1004797605SHSOLE 760500VERISIGN INCCOM92343E1022152424SHSOLE 242400VERISK ANALYTICS INCCOM92345Y1063254070SHSOLE 407000VERIZON COMMUNICATIONS INCCOM92343V10440992757982SHSOLE 75798200VERTEX PHARMACEUTICALS INCCOM92532F1004555720SHSOLE 572000VIACOM INC NEWCL B92553P20149712037SHSOLE 1203700VISA INCCOM CL A92826C839420154926SHSOLE 5492600VORNADO RLTY TRSH BEN INT9290421095055350SHSOLE 535000VULCAN MATLS COCOM9291601093363179SHSOLE 317900WALGREENS BOOTS ALLIANCE INCCOM931427108180221397SHSOLE 2139700WAL-MART STORES INCCOM93114210327804405963SHSOLE 40596300WASTE MGMT INC DELCOM94106L10928290479490SHSOLE 47949000WATERS CORPCOM9418481032712058SHSOLE 205800WEC ENERGY GROUP INCCOM92939U106187931284SHSOLE 3128400WELLPOINT INCNOTE 2.750%10/194973VBG136271900000PRNSOLE 190000000WELLS FARGO & CO NEWCOM9497461017077146333SHSOLE 14633300WELLS FARGO & CO NEWPERP PFD CNV A94974680435552950SHSOLE 295000WELLTOWER INC6.50% PFD PREPET95040Q203145923500SHSOLE 2350000WELLTOWER INCCOM95040Q1045648128SHSOLE 812800WESTERN DIGITAL CORPCOM9581021053136624SHSOLE 662400WESTERN GAS EQUITY PARTNERSCOMUNT LTD PT95825R1034262119575SHSOLE 11957500WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104317373093SHSOLE 7309300WESTERN UN COCOM95980210923612229SHSOLE 1222900WESTROCK COCOM96145D1053127998SHSOLE 799800WEYERHAEUSER COCOM96216610467121657SHSOLE 2165700WHIRLPOOL CORPCOM9633201068254576SHSOLE 457600WHOLE FOODS MKT INCCOM9668371062538130SHSOLE 813000WILLIAMS COS INC DELCOM96945710026316351SHSOLE 1635100WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1054075199276SHSOLE 19927600WILLIS TOWERS WATSON PUB LTDSHSG966291032912450SHSOLE 245000WYNDHAM WORLDWIDE CORPCOM98310W1082242933SHSOLE 293300WYNN RESORTS LTDCOM9831341072472648SHSOLE 264800XCEL ENERGY INCCOM98389B10049911927SHSOLE 1192700XEROX CORPCOM98412110346141278SHSOLE 4127800XILINX INCCOM9839191013617619SHSOLE 761900XILINX INCNOTE 2.625% 6/1983919AF838282325000PRNSOLE 232500000XL GROUP PLCSHSG982901022476707SHSOLE 670700YAHOO INCCOM98433210679421564SHSOLE 2156400YUM BRANDS INCCOM988498101284134715SHSOLE 3471500YY INCADS REPCOM CLA98426T106203233000SHSOLE 3300000ZIMMER BIOMET HLDGS INCCOM98956P1024554266SHSOLE 426600ZOETIS INCCL A98978V10349311118SHSOLE 1111800