0001085146-18-001227.txt : 20180504 0001085146-18-001227.hdr.sgml : 20180504 20180503174842 ACCESSION NUMBER: 0001085146-18-001227 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180504 DATE AS OF CHANGE: 20180503 EFFECTIVENESS DATE: 20180504 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: 18805256 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 03-31-2018 03-31-2018 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 04-18-2018 0 577 3106360 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M COCOM88579Y10134356156507SHSOLE 15650700ABB LTDSPONSORED ADR00037520452422079SHSOLE 2207900ABBOTT LABSCOM002824100305550987SHSOLE 5098700ABBVIE INCCOM00287Y10937238393429SHSOLE 39342900ACCENTURE PLC IRELANDSHS CLASS AG1151C101245616000SHSOLE 1600000ACTIVISION BLIZZARD INCCOM00507V109111616550SHSOLE 1655000ADOBE SYS INCCOM00724F101247811467SHSOLE 1146700ADVANCED MICRO DEVICES INCCOM00790310715715670SHSOLE 1567000AECOMCOM00766T1003369436SHSOLE 943600AES CORPCOM00130H10517115021SHSOLE 1502100AETNA INC NEWCOM00817Y10813427941SHSOLE 794100AFFILIATED MANAGERS GROUPCOM0082521082031071SHSOLE 107100AFLAC INCCOM001055102133530496SHSOLE 3049600AGILENT TECHNOLOGIES INCCOM00846U1015998956SHSOLE 895600AIR PRODS & CHEMS INCCOM00915810638595242690SHSOLE 24269000AK STL HLDG CORPCOM0015471084710430SHSOLE 1043000AKAMAI TECHNOLOGIES INCCOM00971T1013184474SHSOLE 447400AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG642864150000PRNSOLE 415000000ALEXANDRIA REAL ESTATE EQ INCOM0152711092241790SHSOLE 179000ALEXION PHARMACEUTICALS INCCOM0153511096005380SHSOLE 538000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1026163355SHSOLE 335500ALIGN TECHNOLOGY INCCOM0162551013161260SHSOLE 126000ALLERGAN PLCSHSG0177J10813287889SHSOLE 788900ALLIANCE DATA SYSTEMS CORPCOM0185811082341100SHSOLE 110000ALLSTATE CORPCOM0200021018158600SHSOLE 860000ALPHABET INCCAP STK CL C02079K10781477896SHSOLE 789600ALPHABET INCCAP STK CL A02079K30596689322SHSOLE 932200ALTRIA GROUP INCCOM02209S10332391519746SHSOLE 51974600ALZA CORPSDCV 7/202261WAB525491450000PRNSOLE 145000000AMAZON COM INCCOM0231351061594111014SHSOLE 1101400AMEREN CORPCOM0236081023466105SHSOLE 610500AMERICAN AIRLS GROUP INCCOM02376R1024258171SHSOLE 817100AMERICAN ELEC PWR INCCOM02553710181811928SHSOLE 1192800AMERICAN EXPRESS COCOM025816109303332516SHSOLE 3251600AMERICAN INTL GROUP INCCOM NEW026874784140625835SHSOLE 2583500AMERICAN TOWER CORP NEWCOM03027X100174712022SHSOLE 1202200AMERICAN WTR WKS CO INC NEWCOM0304201032903530SHSOLE 353000AMERIPRISE FINL INCCOM03076C10610977415SHSOLE 741500AMERISOURCEBERGEN CORPCOM03073E1053604180SHSOLE 418000AMETEK INC NEWCOM0311001003124110SHSOLE 411000AMGEN INCCOM03116210040633238346SHSOLE 23834600AMPHENOL CORP NEWCL A0320951017168316SHSOLE 831600ANADARKO PETE CORPCOM032511107130821660SHSOLE 2166000ANALOG DEVICES INCCOM032654105108111867SHSOLE 1186700ANDEAVORCOM03349M1053313291SHSOLE 329100ANDEAVOR LOGISTICS LPCOM UNIT LP INT03350F106200944823SHSOLE 4482300ANSYS INCCOM03662Q1052211410SHSOLE 141000ANTHEM INCCOM036752103324814786SHSOLE 1478600ANTHEM INCNOTE 2.750%10/194973VBG143801450000PRNSOLE 145000000AON PLCSHS CL AG0408V1028686183SHSOLE 618300APACHE CORPCOM037411105125732678SHSOLE 3267800APPLE INCCOM03783310027371163138SHSOLE 16313800APPLIED MATLS INCCOM038222105145926245SHSOLE 2624500APTIV PLCSHSG6095L1097759125SHSOLE 912500ARCHER DANIELS MIDLAND COCOM03948310243221996556SHSOLE 99655600ARCONIC INCCOM03965L1002119144SHSOLE 914400AT&T INCCOM00206R102468291328991SHSOLE 132899100AUTODESK INCCOM0527691066605256SHSOLE 525600AUTOMATIC DATA PROCESSING INCOM05301510333276293230SHSOLE 29323000AUTOZONE INCCOM0533321027551164SHSOLE 116400AVALONBAY CMNTYS INCCOM0534841016844159SHSOLE 415900AVERY DENNISON CORPCOM0536111092232100SHSOLE 210000BAKER HUGHES A GE COCL A05722G1002719760SHSOLE 976000BALL CORPCOM0584981063208058SHSOLE 805800BANK AMER CORPCOM0605051049247308339SHSOLE 30833900BANK AMER CORP7.25%CNV PFD L06050568224501900SHSOLE 190000BANK N S HALIFAXCOM0641491076069818SHSOLE 981800BANK NEW YORK MELLON CORPCOM064058100141727490SHSOLE 2749000BAOZUN INCSPONSORED ADR06684L103323070399SHSOLE 7039900BAXTER INTL INCCOM07181310991314041SHSOLE 1404100BB&T CORPCOM05493710738874747011SHSOLE 74701100BCE INCCOM NEW05534B76057713404SHSOLE 1340400BECTON DICKINSON & COCOM07588710917918265SHSOLE 826500BERKSHIRE HATHAWAY INC DELCL A0846701085982SHSOLE 200BERKSHIRE HATHAWAY INC DELCL B NEW084670702993149782SHSOLE 4978200BEST BUY INCCOM08651610184812117SHSOLE 1211700BIOGEN INCCOM09062X10318026581SHSOLE 658100BLACKROCK ENERGY & RES TRCOM09250U10136027201SHSOLE 2720100BLACKROCK ENHANCED EQT DIV TCOM09251A10426530298SHSOLE 3029800BLACKROCK FLOATING RATE INCOCOM09194110423016468SHSOLE 1646800BLACKROCK INCCOM09247X1013330161472SHSOLE 6147200BOARDWALK PIPELINE PARTNERSUT LTD PARTNER0966271041282126353SHSOLE 12635300BOEING COCOM097023105778023729SHSOLE 2372900BOOKING HLDGS INCCOM09857L10826841290SHSOLE 129000BOSTON PROPERTIES INCCOM1011211015724644SHSOLE 464400BOSTON SCIENTIFIC CORPCOM10113710788532381SHSOLE 3238100BRISTOL MYERS SQUIBB COCOM11012210833837534965SHSOLE 53496500BROADCOM LTDSHSY0982710920418661SHSOLE 866100BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510457514749SHSOLE 1474900BROOKFIELD INFRAST PARTNERSLP INT UNITG1625210163715309SHSOLE 1530900BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG1624910744122999SHSOLE 2299900BROWN FORMAN CORPCL B1156372092714990SHSOLE 499000BUCKEYE PARTNERS L PUNIT LTD PARTN118230101290877768SHSOLE 7776800C H ROBINSON WORLDWIDE INCCOM NEW12541W2092562732SHSOLE 273200CA INCCOM12673P10530314894214SHSOLE 89421400CABOT OIL & GAS CORPCOM12709710359524814SHSOLE 2481400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251011382116847SHSOLE 11684700CAMPBELL SOUP COCOM1344291093738602SHSOLE 860200CANON INCSPONSORED ADR13800630956715548SHSOLE 1554800CAPITAL ONE FINL CORPCOM14040H105131613737SHSOLE 1373700CARDINAL HEALTH INCCOM14149Y1084757580SHSOLE 758000CARMAX INCCOM1431301022714379SHSOLE 437900CARNIVAL CORPUNIT 99/99/99991436583008447128808SHSOLE 12880800CATERPILLAR INC DELCOM149123101264417943SHSOLE 1794300CBOE GLOBAL MARKETS INCCOM12503M1082071810SHSOLE 181000CBRE GROUP INCCL A12504L1093296963SHSOLE 696300CBS CORP NEWCL B12485720268613341SHSOLE 1334100CELGENE CORPCOM151020104197322114SHSOLE 2211400CENTENE CORP DELCOM15135B1013333120SHSOLE 312000CENTERPOINT ENERGY INCCOM15189T10729110622SHSOLE 1062200CENTURYLINK INCCOM15670010630118315SHSOLE 1831500CERNER CORPCOM15678210482614247SHSOLE 1424700CF INDS HLDGS INCCOM1252691006695177454SHSOLE 17745400CHARTER COMMUNICATIONS INC NCL A16119P10814094527SHSOLE 452700CHESAPEAKE ENERGY CORPCOM1651671075317521SHSOLE 1752100CHEVRON CORP NEWCOM166764100702263097SHSOLE 6309700CHIPOTLE MEXICAN GRILL INCCOM169656105210650SHSOLE 65000CHUBB LIMITEDCOMH1467J104153911251SHSOLE 1125100CHURCH & DWIGHT INCCOM1713401022785520SHSOLE 552000CIGNA CORPORATIONCOM12550910914118413SHSOLE 841300CIMAREX ENERGY COCOM1717981012072210SHSOLE 221000CINCINNATI FINL CORPCOM1720621012393221SHSOLE 322100CINTAS CORPCOM1729081053602112SHSOLE 211200CISCO SYS INCCOM17275R102453481057298SHSOLE 105729800CITIGROUP INCCOM NEW172967424489372486SHSOLE 7248600CITIZENS FINL GROUP INCCOM17461010542410090SHSOLE 1009000CITRIX SYS INCCOM1773761004294621SHSOLE 462100CITRIX SYS INCNOTE 0.500% 4/1177376AD251433915000PRNSOLE 391500000CLOROX CO DELCOM1890541095794352SHSOLE 435200CME GROUP INCCOM CL A12572Q10511967395SHSOLE 739500CMS ENERGY CORPCOM12589610052811659SHSOLE 1165900COCA COLA COCOM191216100443361020861SHSOLE 102086100COCA COLA FEMSA S A B DE C VSPON ADR REP L1912411084456700SHSOLE 670000COGNIZANT TECHNOLOGY SOLUTIOCL A192446102164920489SHSOLE 2048900COHEN & STEERS INFRASTRUCTURCOM19248A109179183668SHSOLE 8366800COHEN & STEERS QUALITY RLTYCOM19247L10618715778SHSOLE 1577800COLGATE PALMOLIVE COCOM194162103171023850SHSOLE 2385000COLONY NORTHSTAR INCCL A COM19625W1044820857728SHSOLE 85772800COMCAST CORP NEWCL A20030N1014818141012SHSOLE 14101200COMERICA INCCOM2003401073753912SHSOLE 391200CONAGRA BRANDS INCCOM20588710239110596SHSOLE 1059600CONCHO RES INCCOM20605P1014693120SHSOLE 312000CONOCOPHILLIPSCOM20825C104255543092SHSOLE 4309200CONSOLIDATED EDISON INCCOM2091151045857508SHSOLE 750800CONSTELLATION BRANDS INCCL A21036P1086172705SHSOLE 270500COOPER COS INCCOM NEW216648402215940SHSOLE 94000CORNING INCCOM21935010559421311SHSOLE 2131100COSTCO WHSL CORP NEWCOM22160K105277214712SHSOLE 1471200COWEN INCCL A NEW2236226062119160547SHSOLE 16054700CROWN CASTLE INTL CORP NEWCOM22822V1019558710SHSOLE 871000CSX CORPCOM126408103121921876SHSOLE 2187600CUMMINS INCCOM23102110638711238822SHSOLE 23882200CVS HEALTH CORPCOM12665010032813527455SHSOLE 52745500D R HORTON INCCOM23331A1093267432SHSOLE 743200DANAHER CORP DELCOM235851102571058323SHSOLE 5832300DARDEN RESTAURANTS INCCOM2371941052693160SHSOLE 316000DAVITA INCCOM23918K1083124738SHSOLE 473800DCP MIDSTREAM LPCOM UT LTD PTN23311P100264775356SHSOLE 7535600DEERE & COCOM244199105304519605SHSOLE 1960500DELTA AIR LINES INC DELCOM NEW24736170284815470SHSOLE 1547000DENBURY RES INCCOM NEW2479162083813960SHSOLE 1396000DENTSPLY SIRONA INCCOM24906P1092424804SHSOLE 480400DEVON ENERGY CORP NEWCOM25179M10335911308SHSOLE 1130800DIGITAL RLTY TR INCCOM2538681033823621SHSOLE 362100DISCOVER FINL SVCSCOM2547091086819466SHSOLE 946600DISNEY WALT COCOM DISNEY254687106461945986SHSOLE 4598600DOLLAR GEN CORP NEWCOM2566771055585960SHSOLE 596000DOLLAR TREE INCCOM2567461084965223SHSOLE 522300DOMINION ENERGY INCCOM25746U109310846099SHSOLE 4609900DOVA PHARMACEUTICALS INCCOM25985T102135650000SHSOLE 5000000DOVER CORPCOM2600031083623683SHSOLE 368300DOWDUPONT INCCOM26078J100363056979SHSOLE 5697900DR PEPPER SNAPPLE GROUP INCCOM26138E1095844936SHSOLE 493600DTE ENERGY COCOM2333311074814610SHSOLE 461000DUKE ENERGY CORP NEWCOM NEW26441C204138517881SHSOLE 1788100DUKE REALTY CORPCOM NEW2644115052609833SHSOLE 983300DXC TECHNOLOGY COCOM23355L1066306264SHSOLE 626400E TRADE FINANCIAL CORPCOM NEW26924640162211227SHSOLE 1122700EASTMAN CHEM COCOM2774321003763560SHSOLE 356000EATON CORP PLCSHSG291831038436105573SHSOLE 10557300EATON VANCE LTD DUR INCOME FCOM27828H10541832079SHSOLE 3207900EATON VANCE TAX MNGD GBL DVCOM27829F1082857313250SHSOLE 31325000EBAY INCCOM278642103110527460SHSOLE 2746000ECOLAB INCCOM2788651008376107SHSOLE 610700EDISON INTLCOM2810201074877657SHSOLE 765700EDWARDS LIFESCIENCES CORPCOM28176E1087015026SHSOLE 502600ELECTRONIC ARTS INCCOM2855121098807261SHSOLE 726100EMERSON ELEC COCOM29101110441030600732SHSOLE 60073200ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN2924801001749127442SHSOLE 12744200ENBRIDGE ENERGY PARTNERS L PCOM29250R10695799286SHSOLE 9928600ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1005576392430SHSOLE 39243000ENERGY TRANSFER PARTNERS LPUNIT LTD PRT INT29278N1039459583177SHSOLE 58317700ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U1071801131814SHSOLE 13181400ENSCO PLCSHS CLASS AG3157S1067116270SHSOLE 1627000ENTERGY CORP NEWCOM29364G1034635873SHSOLE 587300ENTERPRISE PRODS PARTNERS LCOM29379210717593718676SHSOLE 71867600EOG RES INCCOM26875P101142313520SHSOLE 1352000EQT CORPCOM26884L1092475197SHSOLE 519700EQT GP HLDGS LPCOM UNIT REP26885J10329812912SHSOLE 1291200EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B100266345111SHSOLE 4511100EQUIFAX INCCOM2944291053222733SHSOLE 273300EQUINIX INCCOM PAR $0.00129444U7006361520SHSOLE 152000EQUITY RESIDENTIALSH BEN INT29476L10769311250SHSOLE 1125000ESSEX PPTY TR INCCOM2971781053181320SHSOLE 132000EVEREST RE GROUP LTDCOMG3223R108205800SHSOLE 80000EVERSOURCE ENERGYCOM30040W1084537695SHSOLE 769500EXELON CORPCOM30161N101135334686SHSOLE 3468600EXPEDIA GROUP INCCOM NEW30212P3032522284SHSOLE 228400EXPEDITORS INTL WASH INCCOM3021301092133362SHSOLE 336200EXPRESS SCRIPTS HLDG COCOM30219G108144720949SHSOLE 2094900EXTRA SPACE STORAGE INCCOM30225T1022092390SHSOLE 239000EXXON MOBIL CORPCOM30231G10248699656094SHSOLE 65609400F M C CORPCOM NEW3024913032313018SHSOLE 301800FACEBOOK INCCL A30303M1021023964077SHSOLE 6407700FANG HLDGS LTDADR30711Y10263361232765SHSOLE 123276500FASTENAL COCOM3119001043726810SHSOLE 681000FEDEX CORPCOM31428X10614255935SHSOLE 593500FIDELITY NATL INFORMATION SVCOM31620M1067537818SHSOLE 781800FIFTH THIRD BANCORPCOM31677310070822314SHSOLE 2231400FIRSTENERGY CORPCOM33793210751415104SHSOLE 1510400FISERV INCCOM33773810898813848SHSOLE 1384800FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191067688400SHSOLE 840000FORD MTR CO DELCOM PAR $0.013453708601184106846SHSOLE 10684600FORTIS INCCOM349553107108532134SHSOLE 3213400FORTIVE CORPCOM34959J108295138064SHSOLE 3806400FRANKLIN RES INCCOM3546131012888316SHSOLE 831600FREEPORT-MCMORAN INCCL B35671D85751629392SHSOLE 2939200GENERAL DYNAMICS CORPCOM36955010820429246SHSOLE 924600GENERAL ELECTRIC COCOM3696041033082236692SHSOLE 23669200GENERAL MLS INCCOM3703341047147158603SHSOLE 15860300GENERAL MTRS COCOM37045V100120033016SHSOLE 3301600GENUINE PARTS COCOM3724601053243604SHSOLE 360400GGP INCCOM36174X10127413413SHSOLE 1341300GILEAD SCIENCES INCCOM3755581039990137476SHSOLE 13747600GLOBAL PMTS INCCOM37940X1023112790SHSOLE 279000GOLDMAN SACHS GROUP INCCOM38141G104408916235SHSOLE 1623500GOODYEAR TIRE & RUBR COCOM38255010134012784SHSOLE 1278400GPO AEROPORTUARIO DEL PAC SASPON ADR B4005061018678700SHSOLE 870000GRAINGER W W INCCOM3848021043471231SHSOLE 123100GREAT PLAINS ENERGY INCCOM391164100174855000SHSOLE 5500000GREENHILL & CO INCCOM39525910433124800SHSOLE 2480000GRUPO AEROPORTUARIO CTR NORTSPON ADR40050110274518909SHSOLE 1890900GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2029025291SHSOLE 529100HALLIBURTON COCOM40621610199221139SHSOLE 2113900HANCOCK JOHN TAX-ADV DIV INCCOM41013V10024411250SHSOLE 1125000HARRIS CORP DELCOM4138751055623485SHSOLE 348500HARTFORD FINL SVCS GROUP INCCOM41651510453410360SHSOLE 1036000HASBRO INCCOM4180561072232640SHSOLE 264000HCA HEALTHCARE INCCOM40412C1015575740SHSOLE 574000HCP INCCOM40414L10969529936SHSOLE 2993600HELMERICH & PAYNE INCCOM42345210160611658SHSOLE 1165800HERCULES CAPITAL INCDBCV 4.375% 2/0427096AF920502020000PRNSOLE 202000000HERSHEY COCOM4278661083643680SHSOLE 368000HESS CORPCOM42809H1073787477SHSOLE 747700HEWLETT PACKARD ENTERPRISE CCOM42824C10969739755SHSOLE 3975500HILTON WORLDWIDE HLDGS INCCOM43300A2033053870SHSOLE 387000HOLOGIC INCCOM43644010146012326SHSOLE 1232600HOME DEPOT INCCOM43707610236898207013SHSOLE 20701300HONEYWELL INTL INCCOM438516106399727661SHSOLE 2766100HORMEL FOODS CORPCOM4404521002336790SHSOLE 679000HOST HOTELS & RESORTS INCCOM44107P10437820268SHSOLE 2026800HP INCCOM40434L105108849635SHSOLE 4963500HUMANA INCCOM4448591029373487SHSOLE 348700HUNTINGTON BANCSHARES INCCOM44615010436924426SHSOLE 2442600IDEXX LABS INCCOM45168D1042871500SHSOLE 150000IHS MARKIT LTDSHSG475671052926050SHSOLE 605000IKANG HEALTHCARE GROUP INCSPONSORED ADR45174L1085985300000SHSOLE 30000000ILLINOIS TOOL WKS INCCOM45230810912427927SHSOLE 792700ILLUMINA INCCOM4523271096532760SHSOLE 276000ILLUMINA INCNOTE 6/1452327AF629292650000PRNSOLE 265000000ILLUMINA INCNOTE 0.500% 6/1452327AH21130925000PRNSOLE 92500000INCYTE CORPCOM45337C1022743290SHSOLE 329000INGERSOLL-RAND PLCSHSG477911015115971SHSOLE 597100INTEL CORPCOM45814010050100961986SHSOLE 96198600INTEL CORPSDCV 3.250% 8/0458140AF761732460000PRNSOLE 246000000INTERCONTINENTAL EXCHANGE INCOM45866F10496113245SHSOLE 1324500INTERNATIONAL BUSINESS MACHSCOM45920010144240288337SHSOLE 28833700INTERNATIONAL FLAVORS&FRAGRACOM4595061012661940SHSOLE 194000INTERPUBLIC GROUP COS INCCOM4606901002189456SHSOLE 945600INTL PAPER COCOM46014610366012358SHSOLE 1235800INTUITCOM46120210313447755SHSOLE 775500INTUITIVE SURGICAL INCCOM NEW46120E60215033640SHSOLE 364000INVESCO LTDSHSG491BT10845414175SHSOLE 1417500IQVIA HLDGS INCCOM46266C1052342390SHSOLE 239000IRON MTN INC NEWCOM46284V10154320849SHSOLE 2084900ISHARES INCMSCI BRIC INDX464286657313667841SHSOLE 6784100ISHARES S&P GSCI COMMODITY IUNIT BEN INT46428R107156694029SHSOLE 9402900ISHARES TRTIPS BD ETF464287176124811041SHSOLE 1104100ISHARES TRCORE S&P500 ETF46428720041182155188SHSOLE 15518800ISHARES TRCORE US AGGBD ET464287226392736618SHSOLE 3661800ISHARES TRMSCI EMG MKT ETF464287234145730185SHSOLE 3018500ISHARES TRIBOXX INV CP ETF464287242524744695SHSOLE 4469500ISHARES TRS&P 500 GRWT ETF464287309167810823SHSOLE 1082300ISHARES TRMSCI EAFE ETF46428746534225491172SHSOLE 49117200ISHARES TRRUS MID CAP ETF4642874991781186279SHSOLE 8627900ISHARES TRCORE S&P MCP ETF4642875071169862364SHSOLE 6236400ISHARES TRRUS 1000 GRW ETF464287614265919536SHSOLE 1953600ISHARES TRRUS 1000 ETF464287622163311118SHSOLE 1111800ISHARES TRRUS 2000 VAL ETF464287630387631804SHSOLE 3180400ISHARES TRRUSSELL 2000 ETF4642876551112173245SHSOLE 7324500ISHARES TRRUSSELL 2000 ETF464287655607340000SHPutSOLE 4000000ISHARES TRCORE S&P SCP ETF46428780440178521728SHSOLE 52172800ISHARES TRSP SMCP600VL ETF464287879159210553SHSOLE 1055300ISHARES TRS&P SML 600 GWT464287887255614700SHSOLE 1470000ISHARES TRIBOXX HI YD ETF464288513342640000SHPutSOLE 4000000ISHARES TRINTRM GOV CR ETF464288612491545395SHSOLE 4539500ISHARES TRS&P US PFD STK46428868729348781359SHSOLE 78135900ISHARES TREAFE VALUE ETF46428887756210294SHSOLE 1029400ISHARES TREAFE GRWTH ETF46428888584410507SHSOLE 1050700ISHARES TR10+ YR CR BD ETF46428951134983580146SHSOLE 58014600ISHARES TR0-5YR INVT GR CP46434V100300360375SHSOLE 6037500ISHARES TR0-5YR HI YL CP46434V4079835210194SHSOLE 21019400JOHNSON & JOHNSONCOM47816010448290376825SHSOLE 37682500JOHNSON CTLS INTL PLCSHSG5150210568819512SHSOLE 1951200JPMORGAN CHASE & COCOM46625H10012057109643SHSOLE 10964300JPMORGAN CHASE & COALERIAN ML ETN46625H36513080545000SHSOLE 54500000JUNIPER NETWORKS INCCOM48203R1042148797SHSOLE 879700KANSAS CITY SOUTHERNCOM NEW4851703022552320SHSOLE 232000KELLOGG COCOM4878361083966089SHSOLE 608900KEYCORP NEWCOM49326710848424734SHSOLE 2473400KIMBERLY CLARK CORPCOM49436810338872352964SHSOLE 35296400KIMCO RLTY CORPCOM49446R10919113266SHSOLE 1326600KINDER MORGAN INC DELCOM49456B10180253234SHSOLE 5323400KLA-TENCOR CORPCOM4824801004954542SHSOLE 454200KOHLS CORPCOM5002551043525380SHSOLE 538000KRAFT HEINZ COCOM500754106125620160SHSOLE 2016000KROGER COCOM50104410152121750SHSOLE 2175000L BRANDS INCCOM5017971046623173343SHSOLE 17334300L3 TECHNOLOGIES INCCOM5024131074302069SHSOLE 206900LABORATORY CORP AMER HLDGSCOM NEW50540R4093582211SHSOLE 221100LAM RESEARCH CORPCOM5128071087643763SHSOLE 376300LAM RESEARCH CORPNOTE 1.250% 5/1512807AL22182645000PRNSOLE 64500000LAUDER ESTEE COS INCCL A51843910412998676SHSOLE 867600LENNAR CORPCL A5260571042844813SHSOLE 481300LIBERTY LATIN AMERICA LTDCOM CL AG9001E10243822500SHSOLE 2250000LILLY ELI & COCOM532457108175422672SHSOLE 2267200LINCOLN NATL CORP INDCOM5341871093935376SHSOLE 537600LKQ CORPCOM5018892082025321SHSOLE 532100LOCKHEED MARTIN CORPCOM53983010925717609SHSOLE 760900LOEWS CORPCOM5404241083096210SHSOLE 621000LOWES COS INCCOM548661107177720251SHSOLE 2025100LYONDELLBASELL INDUSTRIES NSHS - A -N53745100849480372SHSOLE 8037200M & T BK CORPCOM55261F1045763125SHSOLE 312500MACQUARIE INFRASTRUCTURE CORCOM55608B10531011790SHSOLE 1179000MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA336773725000PRNSOLE 372500000MACQUARIE INFRASTRUCTURE CORNOTE 2.000%10/055608BAB1200225000PRNSOLE 22500000MACYS INCCOM55616P1042267602SHSOLE 760200MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010610293176393SHSOLE 17639300MARATHON OIL CORPCOM56584910632720253SHSOLE 2025300MARATHON PETE CORPCOM56585A10236912504887SHSOLE 50488700MARRIOTT INTL INC NEWCL A5719032029867248SHSOLE 724800MARSH & MCLENNAN COS INCCOM571748102100512169SHSOLE 1216900MARTIN MARIETTA MATLS INCCOM5732841062801350SHSOLE 135000MASCO CORPCOM5745991063268071SHSOLE 807100MASTERCARD INCORPORATEDCL A57636Q104396222620SHSOLE 2262000MATTEL INCCOM57708110218614168SHSOLE 1416800MAXIM INTEGRATED PRODS INCCOM57772K1018726144900SHSOLE 14490000MCCORMICK & CO INCCOM NON VTG5797802063323123SHSOLE 312300MCDONALDS CORPCOM580135101349922373SHSOLE 2237300MCKESSON CORPCOM58155Q1039296592SHSOLE 659200MEDTRONIC PLCSHSG5960L103247630863SHSOLE 3086300MERCK & CO INCCOM58933Y10544736821304SHSOLE 82130400METLIFE INCCOM59156R108324470685SHSOLE 7068500METTLER TOLEDO INTERNATIONALCOM592688105259450SHSOLE 45000MGM RESORTS INTERNATIONALCOM5529531013128900SHSOLE 890000MICROCHIP TECHNOLOGY INCCOM5950171044675115SHSOLE 511500MICRON TECHNOLOGY INCCOM595112103161030884SHSOLE 3088400MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY928641600000PRNSOLE 160000000MICROSOFT CORPCOM59491810418133198672SHSOLE 19867200MOHAWK INDS INCCOM6081901043281413SHSOLE 141300MOLSON COORS BREWING COCL B60871R2092022681SHSOLE 268100MOMO INCADR60879B10713092350244SHSOLE 35024400MONDELEZ INTL INCCL A609207105184044084SHSOLE 4408400MONSANTO CO NEWCOM61166W101268723028SHSOLE 2302800MONSTER BEVERAGE CORP NEWCOM61174X10959410390SHSOLE 1039000MOODYS CORPCOM6153691055623483SHSOLE 348300MORGAN STANLEYCOM NEW617446448181933708SHSOLE 3370800MOTOROLA SOLUTIONS INCCOM NEW6200763075355081SHSOLE 508100MPLX LPCOM UNIT REP LTD55336V1008242249459SHSOLE 24945900MYLAN N VSHS EURON5946510945010928SHSOLE 1092800NASDAQ INCCOM6311031082252606SHSOLE 260600NATIONAL OILWELL VARCO INCCOM6370711013609768SHSOLE 976800NEKTAR THERAPEUTICSCOM6402681085535200SHSOLE 520000NETAPP INCCOM64110D1044056566SHSOLE 656600NETFLIX INCCOM64110L106347811775SHSOLE 1177500NEWELL BRANDS INCCOM65122910641116114SHSOLE 1611400NEWMONT MINING CORPCOM65163910645511633SHSOLE 1163300NEXTERA ENERGY INCCOM65339F101212913033SHSOLE 1303300NIKE INCCL B654106103388858512SHSOLE 5851200NOBLE ENERGY INCCOM65504410531010228SHSOLE 1022800NORFOLK SOUTHERN CORPCOM6558441089817225SHSOLE 722500NORTHERN TR CORPCOM6658591046246053SHSOLE 605300NORTHROP GRUMMAN CORPCOM66680710221046028SHSOLE 602800NORTHWESTERN CORPCOM NEW668074305414777076SHSOLE 7707600NORWEGIAN CRUISE LINE HLDGSSHSG66721104347565594SHSOLE 6559400NOVARTIS A GSPONSORED ADR66987V1095136351SHSOLE 635100NOVELLUS SYS INCNOTE 2.625% 5/1670008AD33528580000PRNSOLE 58000000NRG ENERGY INCCOM NEW6293775082066762SHSOLE 676200NTT DOCOMO INCSPONS ADR62942M20158322798SHSOLE 2279800NUANCE COMMUNICATIONS INCDEBT 1.500%11/067020YAG52020000PRNSOLE 2000000NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK621312250000PRNSOLE 225000000NUCOR CORPCOM67034610529587484317SHSOLE 48431700NUVEEN AMT FREE MUN CR INC FCOM67071L10627919255SHSOLE 1925500NUVEEN FLOATING RATE INCOMECOM67072T10858854000SHSOLE 5400000NUVEEN MUN VALUE FD INCCOM67092810015015800SHSOLE 1580000NVIDIA CORPCOM67066G104381016453SHSOLE 1645300NVIDIA CORPNOTE 1.000%12/067066GAC82025175000PRNSOLE 17500000O REILLY AUTOMOTIVE INC NEWCOM67103H1075482217SHSOLE 221700OASIS PETE INC NEWCOM67421510839368000SHSOLE 6800000OCCIDENTAL PETE CORP DELCOM674599105123619027SHSOLE 1902700OMNICOM GROUP INCCOM68191910638977536362SHSOLE 53636200ONEOK INC NEWCOM6826801034477856SHSOLE 785600ORACLE CORPCOM68389X105422792399SHSOLE 9239900PACCAR INCCOM69371810869210461SHSOLE 1046100PACKAGING CORP AMERCOM6951561092011780SHSOLE 178000PARKER HANNIFIN CORPCOM70109410416019359SHSOLE 935900PAYCHEX INCCOM7043261075779373SHSOLE 937300PAYPAL HLDGS INCCOM70450Y103294838860SHSOLE 3886000PENNEY J C INCCOM7081601063110300SHSOLE 1030000PENTAIR PLCSHSG7S00T1042784082SHSOLE 408200PEPSICO INCCOM71344810844153404517SHSOLE 40451700PERRIGO CO PLCSHSG978221032082490SHSOLE 249000PFIZER INCCOM717081103463801306859SHSOLE 130685900PG&E CORPCOM69331C10867415337SHSOLE 1533700PHILIP MORRIS INTL INCCOM71817210926567267274SHSOLE 26727400PHILLIPS 66COM718546104182819061SHSOLE 1906100PHILLIPS 66 PARTNERS LPCOM UNIT REP INT718549207112923637SHSOLE 2363700PIMCO INCOME STRATEGY FUND ICOM72201J10458756266SHSOLE 5626600PINNACLE WEST CAP CORPCOM7234841012052574SHSOLE 257400PIONEER NAT RES COCOM7237871076693893SHSOLE 389300PITNEY BOWES INCCOM724479100779100109SHSOLE 10010900PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054396199561SHSOLE 19956100PNC FINL SVCS GROUP INCCOM693475105354123415SHSOLE 2341500POWERSHARES ETF TRUST IISENIOR LN PORT73936Q769501812169504SHSOLE 216950400PPG INDS INCCOM693506107166814942SHSOLE 1494200PPL CORPCOM69351T10652918682SHSOLE 1868200PRAXAIR INCCOM74005P10432291223780SHSOLE 22378000PRICE T ROWE GROUP INCCOM74144T1086195733SHSOLE 573300PRICELINE GRP INCNOTE 0.350% 6/1741503AS525201570000PRNSOLE 157000000PRICELINE GRP INCNOTE 0.900% 9/1741503AX428202260000PRNSOLE 226000000PRINCIPAL FINL GROUP INCCOM74251V10230863506699SHSOLE 50669900PROCTER AND GAMBLE COCOM74271810945351572030SHSOLE 57203000PROGRESSIVE CORP OHIOCOM74331510381113307SHSOLE 1330700PROLOGIS INCCOM74340W10389414186SHSOLE 1418600PRUDENTIAL FINL INCCOM744320102122411817SHSOLE 1181700PUBLIC STORAGECOM74460D1099504740SHSOLE 474000PUBLIC SVC ENTERPRISE GROUPCOM74457310661312201SHSOLE 1220100PULTE GROUP INCCOM7458671012036880SHSOLE 688000PVH CORPCOM6936561002361561SHSOLE 156100QUALCOMM INCCOM74752510337796682109SHSOLE 68210900QUEST DIAGNOSTICS INCCOM74834L1009949913SHSOLE 991300RAYTHEON COCOM NEW75511150716367581SHSOLE 758100REALTY INCOME CORPCOM7561091042815430SHSOLE 543000RED HAT INCCOM75657710211467664SHSOLE 766400RED HAT INCNOTE 0.250%10/0756577AD462033055000PRNSOLE 305500000REGENCY CTRS CORPCOM7588491032364000SHSOLE 400000REGENERON PHARMACEUTICALSCOM75886F1077162080SHSOLE 208000REGIONS FINL CORP NEWCOM7591EP10055029617SHSOLE 2961700REPUBLIC SVCS INCCOM7607591004727122SHSOLE 712200RESMED INCCOM7611521072372410SHSOLE 241000ROCKWELL AUTOMATION INCCOM7739031096463709SHSOLE 370900ROCKWELL COLLINS INCCOM7743411015574128SHSOLE 412800ROPER TECHNOLOGIES INCCOM7766961066532327SHSOLE 232700ROSS STORES INCCOM7782961037199222SHSOLE 922200ROYAL CARIBBEAN CRUISES LTDCOMV7780T1033993390SHSOLE 339000ROYAL GOLD INCNOTE 2.875% 6/1780287AA620061900000PRNSOLE 190000000RPM INTL INCNOTE 2.250%12/1749685AT044003920000PRNSOLE 392000000S&P GLOBAL INCCOM78409V10414387528SHSOLE 752800SALESFORCE COM INCCOM79466L302212618284SHSOLE 1828400SANOFISPONSORED ADR80105N10547411834SHSOLE 1183400SBA COMMUNICATIONS CORP NEWCL A78410G1043401990SHSOLE 199000SCHLUMBERGER LTDCOM8068571089304143619SHSOLE 14361900SCHWAB CHARLES CORP NEWCOM808513105147428236SHSOLE 2823600SEAGATE TECHNOLOGY PLCSHSG7945M1073826521SHSOLE 652100SEMPRA ENERGYCOM8168511096565901SHSOLE 590100SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410177136627SHSOLE 3662700SHERWIN WILLIAMS COCOM8243481067391885SHSOLE 188500SIMON PPTY GROUP INC NEWCOM82880610914509391SHSOLE 939100SKYWORKS SOLUTIONS INCCOM83088M1023723710SHSOLE 371000SMUCKER J M COCOM NEW8326964053542852SHSOLE 285200SOUTHERN COCOM842587107103423144SHSOLE 2314400SOUTHWEST AIRLS COCOM84474110879013800SHSOLE 1380000SPDR INDEX SHS FDSEURO STOXX 5078463X20296833714SHSOLE 3371400SPDR S&P 500 ETF TRTR UNIT78462F10347822181730SHSOLE 18173000SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10740093117325SHSOLE 11732500SPDR SERIES TRUSTPORTFOLIO SHORT78464A474116338500SHSOLE 3850000SPDR SERIES TRUSTS&P DIVID ETF78464A763484353102SHSOLE 5310200SPECTRA ENERGY PARTNERS LPCOM84756N1093776112235SHSOLE 11223500SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB81250012325000PRNSOLE 1232500000STANLEY BLACK & DECKER INCCOM8545021015603655SHSOLE 365500STARBUCKS CORPCOM85524410936160624634SHSOLE 62463400STARWOOD PPTY TR INCNOTE 4.000% 1/185571BAB116451530000PRNSOLE 153000000STATE STR CORPCOM857477103123212353SHSOLE 1235300STRYKER CORPCOM863667101254215797SHSOLE 1579700SUNTRUST BKS INCCOM867914103116317092SHSOLE 1709200SYMANTEC CORPCOM87150310834813446SHSOLE 1344600SYNCHRONY FINLCOM87165B10353716023SHSOLE 1602300SYNOPSYS INCCOM8716071072112540SHSOLE 254000SYSCO CORPCOM87182910796316054SHSOLE 1605400TAPESTRY INCCOM8760301073416491SHSOLE 649100TARGET CORPCOM87612E10630622441052SHSOLE 44105200TC PIPELINES LPUT COM LTD PRT87233Q108148542820SHSOLE 4282000TE CONNECTIVITY LTDREG SHSH849891047757760SHSOLE 776000TECHNIPFMC PLCCOMG871101052388094SHSOLE 809400TENARIS S ASPONSORED ADR88031M109104030003SHSOLE 3000300TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE923732700000PRNSOLE 270000000TEXAS INSTRS INCCOM88250810442820412170SHSOLE 41217000TEXTRON INCCOM8832031013215447SHSOLE 544700THERMO FISHER SCIENTIFIC INCCOM883556102283013706SHSOLE 1370600TIFFANY & CO NEWCOM8865471082372427SHSOLE 242700TIME WARNER INCCOM NEW887317303198420976SHSOLE 2097600TJX COS INC NEWCOM872540109160519676SHSOLE 1967600TORCHMARK CORPCOM8910271042052436SHSOLE 243600TOTAL SYS SVCS INCCOM8919061093273792SHSOLE 379200TRANSDIGM GROUP INCCOM893641100276900SHSOLE 90000TRAVELERS COMPANIES INCCOM89417E10934232246522SHSOLE 24652200TRINITY INDS INCNOTE 3.875% 6/0896522AF622441650000PRNSOLE 165000000TWENTY FIRST CENTY FOX INCCL A90130A10195626052SHSOLE 2605200TWENTY FIRST CENTY FOX INCCL B90130A2003439430SHSOLE 943000TWITTER INCNOTE 1.000% 9/190184LAD413101400000PRNSOLE 140000000TYSON FOODS INCCL A9024941035357312SHSOLE 731200U S G CORPCOM NEW903293405115640100SHSOLE 4010000UNILEVER N VN Y SHS NEW9047847097317129752SHSOLE 12975200UNION PAC CORPCOM90781810838654287540SHSOLE 28754000UNITED CONTL HLDGS INCCOM9100471093374850SHSOLE 485000UNITED PARCEL SERVICE INCCL B91131210639583378209SHSOLE 37820900UNITED RENTALS INCCOM9113631093161830SHSOLE 183000UNITED TECHNOLOGIES CORPCOM91301710933448265841SHSOLE 26584100UNITEDHEALTH GROUP INCCOM91324P102747134909SHSOLE 3490900UNUM GROUPCOM91529Y1062495230SHSOLE 523000US BANCORP DELCOM NEW902973304240647650SHSOLE 4765000V F CORPCOM91820410840337544214SHSOLE 54421400VALEANT PHARMACEUTICALS INTLCOM91911K1022593162848SHSOLE 16284800VALERO ENERGY CORP NEWCOM91913Y10042219455097SHSOLE 45509700VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J10243212180SHSOLE 1218000VANGUARD INDEX FDSTOTAL STK MKT922908769868463981SHSOLE 6398100VARIAN MED SYS INCCOM92220P1052852321SHSOLE 232100VENTAS INCCOM92276F1004048155SHSOLE 815500VEREIT INCCOM92339V1004534651425SHSOLE 65142500VERISIGN INCCOM92343E102229119321SHSOLE 1932100VERISK ANALYTICS INCCOM92345Y1062892780SHSOLE 278000VERIZON COMMUNICATIONS INCCOM92343V10446649988362SHSOLE 98836200VERTEX PHARMACEUTICALS INCCOM92532F10010146219SHSOLE 621900VIACOM INC NEWCL B92553P20134411064SHSOLE 1106400VIPSHOP HLDGS LTDSPONSORED ADR92763W1033137188765SHSOLE 18876500VISA INCCOM CL A92826C839593849639SHSOLE 4963900VORNADO RLTY TRSH BEN INT9290421093575300SHSOLE 530000VULCAN MATLS COCOM9291601093503069SHSOLE 306900WALGREENS BOOTS ALLIANCE INCCOM931427108192729430SHSOLE 2943000WALMART INCCOM93114210341539466883SHSOLE 46688300WASTE MGMT INC DELCOM94106L10999211791SHSOLE 1179100WATERS CORPCOM9418481033671848SHSOLE 184800WATSCO INCCOM9426222004922720SHSOLE 272000WEC ENERGY GROUP INCCOM92939U106114818308SHSOLE 1830800WELLS FARGO CO NEWCOM94974610139393751627SHSOLE 75162700WELLS FARGO CO NEWPERP PFD CNV A94974680435092720SHSOLE 272000WELLTOWER INCCOM95040Q1044538318SHSOLE 831800WESTERN DIGITAL CORPCOM9581021057347958SHSOLE 795800WESTERN GAS EQUITY PARTNERSCOMUNT LTD PT95825R10373322137SHSOLE 2213700WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104197346243SHSOLE 4624300WESTERN UN COCOM95980210921110960SHSOLE 1096000WESTROCK COCOM96145D10538566601004SHSOLE 60100400WEYERHAEUSER COCOM96216610471020284SHSOLE 2028400WHIRLPOOL CORPCOM9633201068305418SHSOLE 541800WILLIAMS COS INC DELCOM96945710046218596SHSOLE 1859600WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1054991144947SHSOLE 14494700WILLIS TOWERS WATSON PUB LTDSHSG966291033232120SHSOLE 212000WYNDHAM WORLDWIDE CORPCOM98310W1083382957SHSOLE 295700WYNN RESORTS LTDCOM9831341073551947SHSOLE 194700XCEL ENERGY INCCOM98389B10056712467SHSOLE 1246700XILINX INCCOM9839191015397459SHSOLE 745900XL GROUP LTDCOMG982941043205797SHSOLE 579700XYLEM INCCOM98419M1003104028SHSOLE 402800YUM BRANDS INCCOM988498101286933703SHSOLE 3370300ZIMMER BIOMET HLDGS INCCOM98956P1026856285SHSOLE 628500ZIONS BANCORPORATIONCOM9897011072474681SHSOLE 468100ZOETIS INCCL A98978V10391310938SHSOLE 1093800