0001085146-17-000249.txt : 20170202 0001085146-17-000249.hdr.sgml : 20170202 20170202075441 ACCESSION NUMBER: 0001085146-17-000249 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170202 DATE AS OF CHANGE: 20170202 EFFECTIVENESS DATE: 20170202 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: 17566742 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 12-31-2016 12-31-2016 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 02-01-2017 0 574 2507647 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 21VIANET GROUP INCSPONSORED ADR90138A1031635233186SHSOLE 233186003M COCOM88579Y10126943150882SHSOLE 15088200ABBOTT LABSCOM002824100177346171SHSOLE 4617100ABBVIE INCCOM00287Y109353356422SHSOLE 5642200ACCENTURE PLC IRELANDSHS CLASS AG1151C101183015620SHSOLE 1562000ACTIVISION BLIZZARD INCCOM00507V10954114990SHSOLE 1499000ADOBE SYS INCCOM00724F101125512187SHSOLE 1218700ADVANCE AUTO PARTS INCCOM00751Y1062691590SHSOLE 159000AES CORPCOM00130H10519716971SHSOLE 1697100AETNA INC NEWCOM00817Y10810918800SHSOLE 880000AFLAC INCCOM001055102112316128SHSOLE 1612800AGILENT TECHNOLOGIES INCCOM00846U10145610016SHSOLE 1001600AIR PRODS & CHEMS INCCOM00915810612979021SHSOLE 902100AKAMAI TECHNOLOGIES INCCOM00971T1013254874SHSOLE 487400AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG630182900000PRNSOLE 290000000AKORN INCCOM0097281063911179160SHSOLE 17916000ALEXION PHARMACEUTICALS INCCOM0153511097265930SHSOLE 593000ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1022132425SHSOLE 242500ALLERGAN PLCSHSG0177J108211010049SHSOLE 1004900ALLIANCE DATA SYSTEMS CORPCOM0185811082951290SHSOLE 129000ALLSTATE CORPCOM0200021017169660SHSOLE 966000ALPHABET INCCAP STK CL C02079K10766488614SHSOLE 861400ALPHABET INCCAP STK CL A02079K305894011282SHSOLE 1128200ALTRIA GROUP INCCOM02209S10328319418802SHSOLE 41880200ALZA CORPSDCV 7/202261WAB522961450000PRNSOLE 145000000AMAZON COM INCCOM023135106842411234SHSOLE 1123400AMEREN CORPCOM0236081023336355SHSOLE 635500AMERICAN AIRLS GROUP INCCOM02376R10251411009SHSOLE 1100900AMERICAN ELEC PWR INCCOM02553710181112878SHSOLE 1287800AMERICAN EXPRESS COCOM025816109349650141SHSOLE 5014100AMERICAN INTL GROUP INCCOM NEW026874784173626584SHSOLE 2658400AMERICAN TOWER CORP NEWCOM03027X100134212697SHSOLE 1269700AMERICAN WTR WKS CO INC NEWCOM0304201032713750SHSOLE 375000AMERIPRISE FINL INCCOM03076C1068687825SHSOLE 782500AMERISOURCEBERGEN CORPCOM03073E1053564550SHSOLE 455000AMETEK INC NEWCOM0311001002244600SHSOLE 460000AMGEN INCCOM03116210025928177337SHSOLE 17733700AMPHENOL CORP NEWCL A0320951016279326SHSOLE 932600ANADARKO PETE CORPCOM032511107153822051SHSOLE 2205100ANALOG DEVICES INCCOM0326541056809368SHSOLE 936800ANNALY CAP MGMT INCCOM03571040946947071SHSOLE 4707100ANTHEM INCCOM036752103288820086SHSOLE 2008600ANTHEM INCNOTE 2.750%10/194973VBG132811650000PRNSOLE 165000000AON PLCSHS CL AG0408V1027646853SHSOLE 685300APACHE CORPCOM037411105530583588SHSOLE 8358800APOLLO GLOBAL MGMT LLCCL A SHS03761230650426028SHSOLE 2602800APPLE INCCOM03783310020806179645SHSOLE 17964500APPLIED MATLS INCCOM03822210591228255SHSOLE 2825500ARCHER DANIELS MIDLAND COCOM03948310231113681565SHSOLE 68156500ARCONIC INCCOM03965L10019810686SHSOLE 1068600ARCONIC INCPFD CONV B SER 103965L308188362467SHSOLE 6246700AT&T INCCOM00206R10242246993324SHSOLE 99332400AUTODESK INCCOM0527691063845186SHSOLE 518600AUTOMATIC DATA PROCESSING INCOM05301510325693249983SHSOLE 24998300AUTOZONE INCCOM05333210210261299SHSOLE 129900AVALONBAY CMNTYS INCCOM0534841017604290SHSOLE 429000BAKER HUGHES INCCOM05722410768910600SHSOLE 1060000BALL CORPCOM0584981063003994SHSOLE 399400BANK AMER CORPCOM0605051047224326864SHSOLE 32686400BANK AMER CORP7.25%CNV PFD L06050568222171900SHSOLE 190000BANK NEW YORK MELLON CORPCOM064058100144130420SHSOLE 3042000BARD C R INCCOM0673831096142732SHSOLE 273200BAXTER INTL INCCOM07181310964014441SHSOLE 1444100BB&T CORPCOM054937107108122983SHSOLE 2298300BECTON DICKINSON & COCOM07588710910236178SHSOLE 617800BED BATH & BEYOND INCCOM0758961002355779SHSOLE 577900BEIGENE LTDSPONSORED ADR07725L1024896161250SHSOLE 16125000BERKSHIRE HATHAWAY INC DELCL A0846701087323SHSOLE 300BERKSHIRE HATHAWAY INC DELCL B NEW0846707021143570165SHSOLE 7016500BEST BUY INCCOM08651610154412747SHSOLE 1274700BIOGEN INCCOM09062X10319927026SHSOLE 702600BLACKROCK ENERGY & RES TRCOM09250U1012388165348SHSOLE 16534800BLACKROCK ENHANCED EQT DIV TCOM09251A1043413418724SHSOLE 41872400BLACKROCK FLOATING RATE INCOCOM091941104133594829SHSOLE 9482900BLACKROCK INCCOM09247X1012610968610SHSOLE 6861000BLACKROCK MUNICIPL INC QLTYCOM09247910426519099SHSOLE 1909900BLACKROCK MUNIVEST FD INCCOM09253R10545447229SHSOLE 4722900BLACKROCK MUNIYIELD QLTY FDCOM09254E10317212604SHSOLE 1260400BLACKROCK TAX MUNICPAL BD TRSHS09248X10083038403SHSOLE 3840300BOARDWALK PIPELINE PARTNERSUT LTD PARTNER0966271042314133312SHSOLE 13331200BOEING COCOM09702310531376201540SHSOLE 20154000BOSTON PROPERTIES INCCOM1011211015934716SHSOLE 471600BOSTON SCIENTIFIC CORPCOM10113710773233851SHSOLE 3385100BRISTOL MYERS SQUIBB COCOM11012210826263449407SHSOLE 44940700BROADCOM LTDSHSY0982710915598819SHSOLE 881900BROOKFIELD ASSET MGMT INCCL A LTD VT SH112585104194758997SHSOLE 5899700BROOKFIELD INFRAST PARTNERSLP INT UNITG16252101205061237SHSOLE 6123700BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG16249107202391996SHSOLE 9199600BUCKEYE PARTNERS L PUNIT LTD PARTN1182301016875103918SHSOLE 10391800C H ROBINSON WORLDWIDE INCCOM NEW12541W2092042791SHSOLE 279100CA INCCOM12673P1054757149733SHSOLE 14973300CABOT OIL & GAS CORPCOM12709710359425414SHSOLE 2541400CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT1281251011924187112SHSOLE 18711200CAMPBELL SOUP COCOM1344291093155207SHSOLE 520700CAPITAL ONE FINL CORPCOM14040H105131215039SHSOLE 1503900CARDINAL HEALTH INCCOM14149Y1085828090SHSOLE 809000CARMAX INCCOM1431301023245029SHSOLE 502900CARNIVAL CORPUNIT 99/99/9999143658300255148994SHSOLE 4899400CATERPILLAR INC DELCOM149123101171018437SHSOLE 1843700CBRE GROUP INCCL A12504L1092317333SHSOLE 733300CBS CORP NEWCL B12485720294514851SHSOLE 1485100CELGENE CORPCOM151020104260122475SHSOLE 2247500CENTERPOINT ENERGY INCCOM15189T10727411132SHSOLE 1113200CENTURYLINK INCCOM15670010636515349SHSOLE 1534900CERNER CORPCOM1567821043707814SHSOLE 781400CHARTER COMMUNICATIONS INC NCL A16119P10813244598SHSOLE 459800CHESAPEAKE ENERGY CORPCOM16516710712317509SHSOLE 1750900CHEVRON CORP NEWCOM166764100745963374SHSOLE 6337400CHIPOTLE MEXICAN GRILL INCCOM169656105264700SHSOLE 70000CHUBB LIMITEDCOMH1467J104147811188SHSOLE 1118800CHURCH & DWIGHT INCCOM1713401022726150SHSOLE 615000CIGNA CORPORATIONCOM12550910911748803SHSOLE 880300CIMAREX ENERGY COCOM1717981013342460SHSOLE 246000CINCINNATI FINL CORPCOM1720621012523331SHSOLE 333100CINTAS CORPCOM1729081052712342SHSOLE 234200CISCO SYS INCCOM17275R102340091125368SHSOLE 112536800CITIGROUP INCCOM NEW172967424513486395SHSOLE 8639500CITIZENS FINL GROUP INCCOM17461010539110960SHSOLE 1096000CITRIX SYS INCCOM1773761004244751SHSOLE 475100CITRIX SYS INCNOTE 0.500% 4/1177376AD242303650000PRNSOLE 365000000CLOROX CO DELCOM1890541095494572SHSOLE 457200CME GROUP INCCOM12572Q1058857670SHSOLE 767000CMS ENERGY CORPCOM12589610048611689SHSOLE 1168900COACH INCCOM1897541042256421SHSOLE 642100COCA COLA COCOM19121610032169775899SHSOLE 77589900COCA COLA FEMSA S A B DE C VSPON ADR REP L1912411084266700SHSOLE 670000COGNIZANT TECHNOLOGY SOLUTIOCL A192446102101618136SHSOLE 1813600COHEN & STEERS INFRASTRUCTURCOM19248A1093223166471SHSOLE 16647100COHEN & STEERS QUALITY RLTYCOM19247L10655945780SHSOLE 4578000COLGATE PALMOLIVE COCOM194162103169125846SHSOLE 2584600COMCAST CORP NEWCL A20030N101539678150SHSOLE 7815000COMERICA INCCOM2003401072683932SHSOLE 393200CONAGRA BRANDS INCCOM20588710246611786SHSOLE 1178600CONCHO RES INCCOM20605P1014153130SHSOLE 313000CONOCOPHILLIPSCOM20825C104227045278SHSOLE 4527800CONSOLIDATED EDISON INCCOM2091151045607598SHSOLE 759800CONSTELLATION BRANDS INCCL A21036P1084422885SHSOLE 288500CORNING INCCOM21935010558824217SHSOLE 2421700COSTCO WHSL CORP NEWCOM22160K105235714723SHSOLE 1472300COWEN GROUP INC NEWCL A NEW22362260632420881SHSOLE 2088100CROWN CASTLE INTL CORP NEWCOM22822V1017598750SHSOLE 875000CSX CORPCOM12640810386624113SHSOLE 2411300CUMMINS INCCOM23102110627854203808SHSOLE 20380800CVS HEALTH CORPCOM126650100409351875SHSOLE 5187500D R HORTON INCCOM23331A1092037432SHSOLE 743200DANAHER CORP DELCOM235851102682187633SHSOLE 8763300DARDEN RESTAURANTS INCCOM2371941052413320SHSOLE 332000DAVITA INCCOM23918K1083355218SHSOLE 521800DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P100285774449SHSOLE 7444900DEERE & COCOM244199105201619567SHSOLE 1956700DELL TECHNOLOGIES INCCOM CL V24703L1032274130SHSOLE 413000DELPHI AUTOMOTIVE PLCSHSG278231064416550SHSOLE 655000DELTA AIR LINES INC DELCOM NEW24736170287517780SHSOLE 1778000DENTSPLY SIRONA INCCOM24906P1092925064SHSOLE 506400DEVON ENERGY CORP NEWCOM25179M10358612838SHSOLE 1283800DIAMOND OFFSHORE DRILLING INCOM25271C10239722451SHSOLE 2245100DIGITAL RLTY TR INCCOM2538681033053100SHSOLE 310000DISCOVER FINL SVCSCOM25470910878810937SHSOLE 1093700DISNEY WALT COCOM DISNEY254687106507448687SHSOLE 4868700DOLLAR GEN CORP NEWCOM2566771054926640SHSOLE 664000DOLLAR TREE INCCOM2567461084425727SHSOLE 572700DOMINION RES INC VA NEWCOM25746U109134517564SHSOLE 1756400DOMINION RES INC VA NEWUNIT 99/99/999925746U86912133242366SHSOLE 24236600DOVER CORPCOM2600031082843793SHSOLE 379300DOW CHEM COCOM26054310329443514553SHSOLE 51455300DR PEPPER SNAPPLE GROUP INCCOM26138E1095015526SHSOLE 552600DTE ENERGY COCOM2333311074634700SHSOLE 470000DU PONT E I DE NEMOURS & COCOM263534109159321702SHSOLE 2170200DUKE ENERGY CORP NEWCOM NEW26441C204149019198SHSOLE 1919800E TRADE FINANCIAL CORPCOM NEW26924640139611437SHSOLE 1143700EASTMAN CHEM COCOM2774321002683570SHSOLE 357000EATON CORP PLCSHSG29183103466669554SHSOLE 6955400EATON VANCE LTD DUR INCOME FCOM27828H10557742079SHSOLE 4207900EATON VANCE TAX MNGD GBL DVCOM27829F1083656455868SHSOLE 45586800EBAY INCCOM27864210388229716SHSOLE 2971600ECOLAB INCCOM2788651007666536SHSOLE 653600EDISON INTLCOM2810201076108467SHSOLE 846700EDWARDS LIFESCIENCES CORPCOM28176E1084975306SHSOLE 530600ELECTRONIC ARTS INCCOM2855121095967571SHSOLE 757100EMERSON ELEC COCOM29101110429491528994SHSOLE 52899400ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN2924801001680106822SHSOLE 10682200ENBRIDGE ENERGY PARTNERS L PCOM29250R1064165163467SHSOLE 16346700ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V10012512647936SHSOLE 64793600ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10914429402928SHSOLE 40292800ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U1072566139296SHSOLE 13929600ENSCO PLCSHS CLASS AG3157S10678480680SHSOLE 8068000ENTERGY CORP NEWCOM29364G1034686373SHSOLE 637300ENTERPRISE PRODS PARTNERS LCOM29379210720771768156SHSOLE 76815600EOG RES INCCOM26875P101140113862SHSOLE 1386200EQT CORPCOM26884L1092744197SHSOLE 419700EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B100367847971SHSOLE 4797100EQUIFAX INCCOM2944291053412883SHSOLE 288300EQUINIX INCCOM PAR $0.00129444U7005861640SHSOLE 164000EQUITY RESIDENTIALSH BEN INT29476L10772911325SHSOLE 1132500ESSEX PPTY TR INCCOM2971781053601550SHSOLE 155000EVERSOURCE ENERGYCOM30040W1084668444SHSOLE 844400EXELON CORPCOM30161N101127936032SHSOLE 3603200EXPEDIA INC DELCOM NEW30212P3032972618SHSOLE 261800EXPRESS SCRIPTS HLDG COCOM30219G108158323011SHSOLE 2301100EXXON MOBIL CORPCOM30231G10239587438594SHSOLE 43859400F5 NETWORKS INCCOM3156161022271568SHSOLE 156800FACEBOOK INCCL A30303M102744464700SHSOLE 6470000FASTENAL COCOM3119001043517462SHSOLE 746200FEDERAL REALTY INVT TRSH BEN INT NEW3137472062771948SHSOLE 194800FEDEX CORPCOM31428X10611746305SHSOLE 630500FIDELITY NATL INFORMATION SVCOM31620M1065937838SHSOLE 783800FIFTH THIRD BANCORPCOM31677310063823674SHSOLE 2367400FIRSTENERGY CORPCOM33793210731110056SHSOLE 1005600FISERV INCCOM3377381088077594SHSOLE 759400FMC TECHNOLOGIES INCCOM30249U1012045754SHSOLE 575400FORD MTR CO DELCOM PAR $0.01345370860117596884SHSOLE 9688400FORTIS INCCOM3495531073969128535SHSOLE 12853500FORTIVE CORPCOM34959J108427279654SHSOLE 7965400FRANKLIN RES INCCOM3546131013558965SHSOLE 896500FREEPORT-MCMORAN INCCL B35671D85739429842SHSOLE 2984200FRONTIER COMMUNICATIONS CORPCOM35906A1088224155SHSOLE 2415500GENERAL DYNAMICS CORPCOM36955010817149926SHSOLE 992600GENERAL ELECTRIC COCOM36960410330949979411SHSOLE 97941100GENERAL GROWTH PPTYS INC NEWCOM37002310334613833SHSOLE 1383300GENERAL MLS INCCOM37033410423779384962SHSOLE 38496200GENERAL MTRS COCOM37045V100111331950SHSOLE 3195000GENUINE PARTS COCOM3724601053363514SHSOLE 351400GILEAD SCIENCES INCCOM375558103253235352SHSOLE 3535200GOLDMAN SACHS GROUP INCCOM38141G104416817405SHSOLE 1740500GOODYEAR TIRE & RUBR COCOM38255010138612514SHSOLE 1251400GPO AEROPORTUARIO DEL PAC SASPON ADR B4005061014335250SHSOLE 525000GRAINGER W W INCCOM3848021043431476SHSOLE 147600GREAT PLAINS ENERGY INCCOM391164100172363000SHSOLE 6300000GRUPO AEROPORTUARIO CTR NORTSPON ADR40050110236010409SHSOLE 1040900GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2024953441SHSOLE 344100GUGGENHEIM TAXABLE MUN MNGDCOM40166410781638119SHSOLE 3811900HALLIBURTON COCOM406216101118621933SHSOLE 2193300HANCOCK JOHN TAX-ADV DIV INCCOM41013V10049921600SHSOLE 2160000HARLEY DAVIDSON INCCOM4128221082664556SHSOLE 455600HARRIS CORP DELCOM4138751053813715SHSOLE 371500HARTFORD FINL SVCS GROUP INCCOM41651510458512270SHSOLE 1227000HASBRO INCCOM4180561072343010SHSOLE 301000HCA HOLDINGS INCCOM40412C1014866560SHSOLE 656000HCP INCCOM40414L10989730166SHSOLE 3016600HELMERICH & PAYNE INCCOM4234521012122738SHSOLE 273800HERSHEY COCOM4278661083963830SHSOLE 383000HESS CORPCOM42809H1075068127SHSOLE 812700HEWLETT PACKARD ENTERPRISE CCOM42824C10999442935SHSOLE 4293500HOLOGIC INCCOM4364401012135300SHSOLE 530000HOME DEPOT INCCOM437076102445733241SHSOLE 3324100HONEYWELL INTL INCCOM43851610626516228884SHSOLE 22888400HORMEL FOODS CORPCOM4404521002517200SHSOLE 720000HOST HOTELS & RESORTS INCCOM44107P10440021208SHSOLE 2120800HP INCCOM40434L10565243915SHSOLE 4391500HSBC HLDGS PLCSPON ADR NEW4042804062085175SHSOLE 517500HUMANA INCCOM4448591027963903SHSOLE 390300HUNTINGTON BANCSHARES INCCOM44615010431423736SHSOLE 2373600IKANG HEALTHCARE GROUP INCSPONSORED ADR45174L1085199300000SHSOLE 30000000ILLINOIS TOOL WKS INCCOM45230810910288395SHSOLE 839500ILLUMINA INCCOM4523271093983110SHSOLE 311000ILLUMINA INCNOTE 6/1452327AF625262650000PRNSOLE 265000000ILLUMINA INCNOTE 0.500% 6/1452327AH2860900000PRNSOLE 90000000INGERSOLL-RAND PLCSHSG477911014626151SHSOLE 615100INTEL CORPCOM45814010032365892322SHSOLE 89232200INTEL CORPSDCV 12/1458140AD282056075000PRNSOLE 607500000INTEL CORPSDCV 3.250% 8/0458140AF71409800000PRNSOLE 80000000INTERCONTINENTAL EXCHANGE INCOM45866F10481514440SHSOLE 1444000INTERNATIONAL BUSINESS MACHSCOM45920010133439201454SHSOLE 20145400INTERNATIONAL FLAVORS&FRAGRACOM4595061012422055SHSOLE 205500INTERPUBLIC GROUP COS INCCOM46069010024110296SHSOLE 1029600INTL PAPER COCOM46014610329258551422SHSOLE 55142200INTUITCOM4612021039218038SHSOLE 803800INTUITIVE SURGICAL INCCOM NEW46120E6028031266SHSOLE 126600INVESCO LTDSHSG491BT1082969765SHSOLE 976500ISHARESMSCI BRZ CAP ETF46428640037013699SHSOLE 1369900ISHARESMSCI BRIC INDX464286657216367841SHSOLE 6784100ISHARES10+ YR CR BD ETF46428951124999425874SHSOLE 42587400ISHARES S&P GSCI COMMODITY IUNIT BEN INT46428R1071812115629SHSOLE 11562900ISHARES TRSELECT DIVID ETF4642871688857100000SHSOLE 10000000ISHARES TRTIPS BD ETF4642871762572272SHSOLE 227200ISHARES TRCORE S&P500 ETF46428720034577153681SHSOLE 15368100ISHARES TRMSCI EMG MKT ETF46428723410076287805SHSOLE 28780500ISHARES TRIBOXX INV CP ETF464287242984984050SHSOLE 8405000ISHARES TRS&P 500 GRWT ETF464287309131010759SHSOLE 1075900ISHARES TRMSCI EAFE ETF46428746537505649660SHSOLE 64966000ISHARES TRRUS MID-CAP ETF46428749918254102059SHSOLE 10205900ISHARES TRCORE S&P MCP ETF4642875071087965797SHSOLE 6579700ISHARES TRRUS 1000 GRW ETF464287614306129179SHSOLE 2917900ISHARES TRRUS 1000 ETF464287622218817578SHSOLE 1757800ISHARES TRRUS 2000 VAL ETF464287630378331804SHSOLE 3180400ISHARES TRRUSSELL 2000 ETF4642876551096581315SHSOLE 8131500ISHARES TRCORE S&P SCP ETF46428780438068276821SHSOLE 27682100ISHARES TRSP SMCP600VL ETF464287879202214439SHSOLE 1443900ISHARES TRSP SMCP600GR ETF464287887244016267SHSOLE 1626700ISHARES TREAFE VALUE ETF46428887760212734SHSOLE 1273400ISHARES TREAFE GRWTH ETF46428888566910507SHSOLE 1050700ISHARES TRCORE TL USD BD46434V6136037120100SHSOLE 12010000JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG730263000000PRNSOLE 300000000JOHNSON & JOHNSONCOM47816010439407342048SHSOLE 34204800JOHNSON CTLS INTL PLCSHSG5150210592722497SHSOLE 2249700JPMORGAN CHASE & COCOM46625H1009970115546SHSOLE 11554600JUNIPER NETWORKS INCCOM48203R1042739657SHSOLE 965700KANSAS CITY SOUTHERNCOM NEW4851703022112490SHSOLE 249000KELLOGG COCOM4878361085096899SHSOLE 689900KEYCORP NEWCOM49326710889649034SHSOLE 4903400KEYCORP NEWPFD 7.75% SR A493267405178213200SHSOLE 1320000KIMBERLY CLARK CORPCOM49436810328693251431SHSOLE 25143100KIMCO RLTY CORPCOM49446R10935314026SHSOLE 1402600KINDER MORGAN INC DELCOM49456B101116156053SHSOLE 5605300KKR & CO L P DELCOM UNITS48248M10278651047SHSOLE 5104700KLA-TENCOR CORPCOM4824801003794822SHSOLE 482200KOHLS CORPCOM5002551043066200SHSOLE 620000KRAFT HEINZ COCOM500754106334438294SHSOLE 3829400KROGER COCOM50104410184124360SHSOLE 2436000L BRANDS INCCOM5017971043996063SHSOLE 606300L-3 COMMUNICATIONS HLDGS INCCOM5024241043041999SHSOLE 199900LABORATORY CORP AMER HLDGSCOM NEW50540R4093112421SHSOLE 242100LAM RESEARCH CORPCOM5128071084203969SHSOLE 396900LAM RESEARCH CORPNOTE 1.250% 5/1512807AL224831415000PRNSOLE 141500000LAUDER ESTEE COS INCCL A5184391044676106SHSOLE 610600LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3083776691SHSOLE 669100LIBERTY GLOBAL PLCLILAC SHS CL AG5480U138198190200SHSOLE 9020000LILLY ELI & COCOM532457108181224632SHSOLE 2463200LINCOLN NATL CORP INDCOM5341871093895876SHSOLE 587600LINEAR TECHNOLOGY CORPCOM5356781064377004SHSOLE 700400LOCKHEED MARTIN CORPCOM5398301092329193185SHSOLE 9318500LOEWS CORPCOM5404241083066530SHSOLE 653000LOWES COS INCCOM548661107162322821SHSOLE 2282100LYONDELLBASELL INDUSTRIES NSHS - A -N537451007098270SHSOLE 827000M & T BK CORPCOM55261F1045473495SHSOLE 349500MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA342753700000PRNSOLE 370000000MACYS INCCOM55616P1042908107SHSOLE 810700MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010613093173120SHSOLE 17312000MARATHON OIL CORPCOM56584910637121432SHSOLE 2143200MARATHON PETE CORPCOM56585A10269113720SHSOLE 1372000MARRIOTT INTL INC NEWCL A5719032026778192SHSOLE 819200MARSH & MCLENNAN COS INCCOM57174810287913009SHSOLE 1300900MARTIN MARIETTA MATLS INCCOM5732841063391530SHSOLE 153000MASCO CORPCOM5745991062588171SHSOLE 817100MASTERCARD INCORPORATEDCL A57636Q104263525525SHSOLE 2552500MATTEL INCCOM577081102115041757SHSOLE 4175700MCCORMICK & CO INCCOM NON VTG5797802063613863SHSOLE 386300MCDONALDS CORPCOM58013510126358216547SHSOLE 21654700MCKESSON CORPCOM58155Q1039957082SHSOLE 708200MEAD JOHNSON NUTRITION COCOM5828391066258837SHSOLE 883700MEDTRONIC PLCSHSG5960L103258436283SHSOLE 3628300MERCK & CO INCCOM58933Y10532203547014SHSOLE 54701400MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR316251650000PRNSOLE 165000000METLIFE INCCOM59156R108507394135SHSOLE 9413500MICROCHIP TECHNOLOGY INCCOM5950171043495445SHSOLE 544500MICRON TECHNOLOGY INCCOM59511210367530804SHSOLE 3080400MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV525441210000PRNSOLE 121000000MICROSOFT CORPCOM59491810440560652714SHSOLE 65271400MOHAWK INDS INCCOM6081901042721363SHSOLE 136300MOLSON COORS BREWING COCL B60871R2092902981SHSOLE 298100MONDELEZ INTL INCCL A609207105210447461SHSOLE 4746100MONSANTO CO NEWCOM61166W101251623918SHSOLE 2391800MONSTER BEVERAGE CORP NEWCOM61174X10948410920SHSOLE 1092000MOODYS CORPCOM6153691053914143SHSOLE 414300MORGAN STANLEYCOM NEW617446448153936418SHSOLE 3641800MOSAIC CO NEWCOM61945C1032307830SHSOLE 783000MOTOROLA SOLUTIONS INCCOM NEW6200763074595534SHSOLE 553400MPLX LPCOM UNIT REP LTD55336V1005095147156SHSOLE 14715600MYLAN N VSHS EURON594651093819998SHSOLE 999800NATIONAL OILWELL VARCO INCCOM63707110198626339SHSOLE 2633900NETAPP INCCOM64110D1042477016SHSOLE 701600NETFLIX INCCOM64110L106154412475SHSOLE 1247500NEWELL BRANDS INCCOM65122910646210346SHSOLE 1034600NEWFIELD EXPL COCOM6512901082035016SHSOLE 501600NEWMONT MINING CORPCOM65163910645213253SHSOLE 1325300NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ528172750000PRNSOLE 275000000NEXTERA ENERGY INCCOM65339F101163013643SHSOLE 1364300NIELSEN HLDGS PLCSHS EURG6518L1083257742SHSOLE 774200NIKE INCCL B654106103309260822SHSOLE 6082200NOBLE CORP PLCSHS USDG6543110121636540SHSOLE 3654000NOBLE ENERGY INCCOM65504410539610398SHSOLE 1039800NORFOLK SOUTHERN CORPCOM6558441088267645SHSOLE 764500NORTHERN TR CORPCOM6658591045556233SHSOLE 623300NORTHROP GRUMMAN CORPCOM66680710215006448SHSOLE 644800NORTHSTAR RLTY FIN CORPCOM66704R8035902389564SHSOLE 38956400NORTHWESTERN CORPCOM NEW668074305438377076SHSOLE 7707600NORWEGIAN CRUISE LINE HLDGSSHSG66721104264662214SHSOLE 6221400NOVARTIS A GSPONSORED ADR66987V1092233060SHSOLE 306000NOVELLUS SYS INCNOTE 2.625% 5/1670008AD33042975000PRNSOLE 97500000NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK617201900000PRNSOLE 190000000NUCOR CORPCOM670346105530689148SHSOLE 8914800NUVEEN AMT FREE MUN CR INC FCOM67071L10627819255SHSOLE 1925500NUVEEN FLOATING RATE INCOMECOM67072T108100285900SHSOLE 8590000NUVEEN MUN VALUE FD INCCOM67092810020521400SHSOLE 2140000NVIDIA CORPCOM67066G104172816192SHSOLE 1619200NVIDIA CORPNOTE 1.000%12/067066GAC83723700000PRNSOLE 70000000O REILLY AUTOMOTIVE INC NEWCOM67103H1077232597SHSOLE 259700OCCIDENTAL PETE CORP DELCOM674599105234132862SHSOLE 3286200OLD REP INTL CORPNOTE 3.750% 3/1680223AH737092960000PRNSOLE 296000000OMNICOM GROUP INCCOM68191910622627265851SHSOLE 26585100ONEOK INC NEWCOM6826801033015236SHSOLE 523600ONEOK PARTNERS LPUNIT LTD PARTN68268N1035570129495SHSOLE 12949500ORACLE CORPCOM68389X1055354139256SHSOLE 13925600PACCAR INCCOM69371810868910781SHSOLE 1078100PARKER HANNIFIN CORPCOM70109410413089343SHSOLE 934300PAYCHEX INCCOM7043261075839583SHSOLE 958300PAYPAL HLDGS INCCOM70450Y103132233486SHSOLE 3348600PENTAIR PLCSHSG7S00T1042344180SHSOLE 418000PEPSICO INCCOM71344810833068316047SHSOLE 31604700PERRIGO CO PLCSHSG978221032593110SHSOLE 311000PFIZER INCCOM717081103345541063846SHSOLE 106384600PG&E CORPCOM69331C10876712623SHSOLE 1262300PHILIP MORRIS INTL INCCOM71817210923436256159SHSOLE 25615900PHILLIPS 66COM718546104175920359SHSOLE 2035900PHILLIPS 66 PARTNERS LPCOM UNIT REP INT718549207214544102SHSOLE 4410200PIMCO INCOME STRATEGY FUND ICOM72201J10476680666SHSOLE 8066600PINNACLE WEST CAP CORPCOM7234841012332984SHSOLE 298400PIONEER NAT RES COCOM7237871077264033SHSOLE 403300PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310512428384893SHSOLE 38489300PNC FINL SVCS GROUP INCCOM693475105144512352SHSOLE 1235200POTASH CORP SASK INCCOM73755L107103857400SHSOLE 5740000PPG INDS INCCOM693506107145515352SHSOLE 1535200PPL CORPCOM69351T10669120301SHSOLE 2030100PRAXAIR INCCOM74005P10422713193812SHSOLE 19381200PRICE T ROWE GROUP INCCOM74144T1084666193SHSOLE 619300PRICELINE GRP INCCOM NEW74150340318031230SHSOLE 123000PRICELINE GRP INCNOTE 1.000% 3/1741503AQ922051400000PRNSOLE 140000000PRICELINE GRP INCNOTE 0.350% 6/1741503AS521121660000PRNSOLE 166000000PRICELINE GRP INCNOTE 0.900% 9/1741503AX4633600000PRNSOLE 60000000PRINCIPAL FINL GROUP INCCOM74251V10223275402271SHSOLE 40227100PROCTER AND GAMBLE COCOM74271810934238407203SHSOLE 40720300PROGRESSIVE CORP OHIOCOM74331510349413907SHSOLE 1390700PROLOGIS INCCOM74340W10378314839SHSOLE 1483900PROSHARES TRPSHS ULTSH 20YRS74347B201209051200SHSOLE 5120000PRUDENTIAL FINL INCCOM744320102115711119SHSOLE 1111900PUBLIC STORAGECOM74460D10911004922SHSOLE 492200PUBLIC SVC ENTERPRISE GROUPCOM74457310656612891SHSOLE 1289100QUALCOMM INCCOM74752510330475467408SHSOLE 46740800QUEST DIAGNOSTICS INCCOM74834L10093910213SHSOLE 1021300RAYTHEON COCOM NEW75511150711698231SHSOLE 823100REALTY INCOME CORPCOM7561091043255650SHSOLE 565000RED HAT INCCOM7565771023094439SHSOLE 443900RED HAT INCNOTE 0.250%10/0756577AD440983500000PRNSOLE 350000000REGENERON PHARMACEUTICALSCOM75886F1077782120SHSOLE 212000REGIONS FINL CORP NEWCOM7591EP10045331567SHSOLE 3156700REPUBLIC SVCS INCCOM7607591004678182SHSOLE 818200RESOLUTE FST PRODS INCCOM76117W10931959564SHSOLE 5956400REYNOLDS AMERICAN INCCOM761713106112820124SHSOLE 2012400ROCKWELL AUTOMATION INCCOM77390310923209172685SHSOLE 17268500ROCKWELL COLLINS INCCOM7743411013583858SHSOLE 385800ROPER TECHNOLOGIES INCCOM7766961064462438SHSOLE 243800ROSS STORES INCCOM77829610366910202SHSOLE 1020200ROYAL BK CDA MONTREAL QUECOM7800871023675415SHSOLE 541500ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032953590SHSOLE 359000ROYAL DUTCH SHELL PLCSPONS ADR A7802592062544670SHSOLE 467000ROYAL GOLD INCNOTE 2.875% 6/1780287AA619911900000PRNSOLE 190000000RPM INTL INCNOTE 2.250%12/1749685AT039423300000PRNSOLE 330000000S&P GLOBAL INCCOM78409V1048828197SHSOLE 819700SALESFORCE COM INCCOM79466L302124918248SHSOLE 1824800SALESFORCE COM INCNOTE 0.250% 4/079466LAD616541425000PRNSOLE 142500000SCANA CORP NEWCOM80589M1022893950SHSOLE 395000SCHEIN HENRY INCCOM8064071022461620SHSOLE 162000SCHLUMBERGER LTDCOM806857108378445069SHSOLE 4506900SCHWAB CHARLES CORP NEWCOM808513105116429496SHSOLE 2949600SEAGATE TECHNOLOGY PLCSHSG7945M107347891110SHSOLE 9111000SEALED AIR CORP NEWCOM81211K1002124684SHSOLE 468400SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2093977116SHSOLE 711600SEMPRA ENERGYCOM8168511096296251SHSOLE 625100SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410197833608SHSOLE 3360800SHERWIN WILLIAMS COCOM8243481065361995SHSOLE 199500SIMON PPTY GROUP INC NEWCOM82880610917369771SHSOLE 977100SKYWORKS SOLUTIONS INCCOM83088M1023024040SHSOLE 404000SL GREEN RLTY CORPCOM78440X1012282120SHSOLE 212000SMUCKER J M COCOM NEW8326964054203282SHSOLE 328200SNAP ON INCCOM8330341012341367SHSOLE 136700SOUTHERN COCOM842587107120624511SHSOLE 2451100SOUTHWEST AIRLS COCOM84474110878215690SHSOLE 1569000SOUTHWESTERN ENERGY COCOM84546710912311393SHSOLE 1139300SPDR INDEX SHS FDSEURO STOXX 5078463X202130248080SHSOLE 4808000SPDR S&P 500 ETF TRTR UNIT78462F10348612217474SHSOLE 21747400SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10736250120141SHSOLE 12014100SPDR SERIES TRUSTBLOMBERG BRC SRT78464A474196064200SHSOLE 6420000SPDR SERIES TRUSTS&P DIVID ETF78464A763445052007SHSOLE 5200700SPECTRA ENERGY CORPCOM84756010971417375SHSOLE 1737500SPECTRA ENERGY PARTNERS LPCOM84756N1095100111257SHSOLE 11125700SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB833683200000PRNSOLE 320000000ST JUDE MED INCCOM7908491035887333SHSOLE 733300STANLEY BLACK & DECKER INCCOM854502101280724479SHSOLE 2447900STAPLES INCCOM85503010212213429SHSOLE 1342900STARBUCKS CORPCOM855244109322158011SHSOLE 5801100STATE STR CORPCOM8574771037279348SHSOLE 934800STRYKER CORPCOM863667101189315797SHSOLE 1579700SUNCOR ENERGY INC NEWCOM86722410775823200SHSOLE 2320000SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1084450185245SHSOLE 18524500SUNTRUST BKS INCCOM86791410381014764SHSOLE 1476400SYMANTEC CORPCOM87150310836115116SHSOLE 1511600SYNCHRONY FINLCOM87165B10365718113SHSOLE 1811300SYSCO CORPCOM87182910798817844SHSOLE 1784400TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391002197600SHSOLE 760000TARGET CORPCOM87612E10626094361262SHSOLE 36126200TC PIPELINES LPUT COM LTD PRT87233Q108243941455SHSOLE 4145500TE CONNECTIVITY LTDREG SHSH849891046238990SHSOLE 899000TEGNA INCCOM87901J1052129900SHSOLE 990000TENARIS S ASPONSORED ADR88031M10969619503SHSOLE 1950300TESORO CORPCOM8816091012663041SHSOLE 304100TEXAS INSTRS INCCOM88250810424824340199SHSOLE 34019900TEXTRON INCCOM8832031012936037SHSOLE 603700THERMO FISHER SCIENTIFIC INCCOM883556102164211638SHSOLE 1163800TIFFANY & CO NEWCOM8865471082172807SHSOLE 280700TIME WARNER INCCOM NEW887317303218622649SHSOLE 2264900TJX COS INC NEWCOM872540109159421214SHSOLE 2121400TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM215201550000PRNSOLE 155000000TORONTO DOMINION BK ONTCOM NEW8911605094018130SHSOLE 813000TOTAL S ASPONSORED ADR89151E10967313210SHSOLE 1321000TOTAL SYS SVCS INCCOM8919061092064202SHSOLE 420200TOYOTA MOTOR CORPSP ADR REP2COM8923313075154395SHSOLE 439500TRACTOR SUPPLY COCOM8923561062102770SHSOLE 277000TRANSDIGM GROUP INCCOM893641100246990SHSOLE 99000TRAVELERS COMPANIES INCCOM89417E10925548208695SHSOLE 20869500TRINITY INDS INCNOTE 3.875% 6/0896522AF613471050000PRNSOLE 105000000TWENTY FIRST CENTY FOX INCCL A90130A10181328998SHSOLE 2899800TWENTY FIRST CENTY FOX INCCL B90130A20027610121SHSOLE 1012100TWITTER INCNOTE 1.000% 9/190184LAD412891400000PRNSOLE 140000000TYSON FOODS INCCL A9024941034637502SHSOLE 750200ULTA SALON COSMETCS & FRAG ICOM90384S3032831110SHSOLE 111000UNILEVER N VN Y SHS NEW904784709344083788SHSOLE 8378800UNION PAC CORPCOM90781810827066261049SHSOLE 26104900UNITED CONTL HLDGS INCCOM9100471094666390SHSOLE 639000UNITED PARCEL SERVICE INCCL B91131210629128254080SHSOLE 25408000UNITED TECHNOLOGIES CORPCOM91301710930599279138SHSOLE 27913800UNITEDHEALTH GROUP INCCOM91324P102595437205SHSOLE 3720500UNUM GROUPCOM91529Y1062605920SHSOLE 592000US BANCORP DELCOM NEW902973304262151013SHSOLE 5101300V F CORPCOM91820410822042413150SHSOLE 41315000VALE S AADR REPSTG PFD91912E2041872271745SHSOLE 27174500VALEANT PHARMACEUTICALS INTLCOM91911K1021594109769SHSOLE 10976900VALERO ENERGY CORP NEWCOM91913Y10030940452865SHSOLE 45286500VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J10259113357SHSOLE 1335700VANGUARD INDEX FDSTOTAL STK MKT922908769737863981SHSOLE 6398100VANGUARD WORLD FDSENERGY ETF92204A306615558800SHSOLE 5880000VARIAN MED SYS INCCOM92220P1052212461SHSOLE 246100VENTAS INCCOM92276F1005258395SHSOLE 839500VERISIGN INCCOM92343E1022062704SHSOLE 270400VERISK ANALYTICS INCCOM92345Y1062352900SHSOLE 290000VERIZON COMMUNICATIONS INCCOM92343V10438637723811SHSOLE 72381100VERTEX PHARMACEUTICALS INCCOM92532F1004606239SHSOLE 623900VIACOM INC NEWCL B92553P20141811907SHSOLE 1190700VISA INCCOM CL A92826C839405151924SHSOLE 5192400VORNADO RLTY TRSH BEN INT9290421095735490SHSOLE 549000VULCAN MATLS COCOM9291601094023209SHSOLE 320900WALGREENS BOOTS ALLIANCE INCCOM931427108474757354SHSOLE 5735400WAL-MART STORES INCCOM93114210329490426646SHSOLE 42664600WASTE MGMT INC DELCOM94106L109514972619SHSOLE 7261900WATERS CORPCOM9418481032772058SHSOLE 205800WEC ENERGY GROUP INCCOM92939U106108218454SHSOLE 1845400WELLS FARGO & CO NEWCOM9497461018192148644SHSOLE 14864400WELLS FARGO & CO NEWPERP PFD CNV A94974680435342970SHSOLE 297000WELLTOWER INCCOM95040Q1045738558SHSOLE 855800WELLTOWER INC6.50% PFD PREPET95040Q203141423500SHSOLE 2350000WESTERN DIGITAL CORPCOM9581021055518106SHSOLE 810600WESTERN GAS EQUITY PARTNERSCOMUNT LTD PT95825R103308072719SHSOLE 7271900WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104393566960SHSOLE 6696000WESTERN UN COCOM95980210927112480SHSOLE 1248000WESTPAC BKG CORPSPONSORED ADR96121430152222250SHSOLE 2225000WESTROCK COCOM96145D1052735371SHSOLE 537100WEYERHAEUSER COCOM96216610464821547SHSOLE 2154700WHIRLPOOL CORPCOM9633201067924356SHSOLE 435600WHOLE FOODS MKT INCCOM9668371062518150SHSOLE 815000WILLIAMS COS INC DELCOM96945710054017351SHSOLE 1735100WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1056356167132SHSOLE 16713200WILLIS TOWERS WATSON PUB LTDSHSG966291032712220SHSOLE 222000WYNDHAM WORLDWIDE CORPCOM98310W1082323037SHSOLE 303700XCEL ENERGY INCCOM98389B10054513387SHSOLE 1338700XEROX CORPCOM98412110318621279SHSOLE 2127900XILINX INCCOM98391910125516422667SHSOLE 42266700XILINX INCNOTE 2.625% 6/1983919AF841551980000PRNSOLE 198000000XL GROUP LTDCOMG982941042566867SHSOLE 686700XYLEM INCCOM98419M1002014068SHSOLE 406800YAHOO INCCOM98433210686022244SHSOLE 2224400YUM BRANDS INCCOM988498101220234765SHSOLE 3476500YUM CHINA HLDGS INCCOM98850P10975228788SHSOLE 2878800YY INCADS REPCOM CLA98426T106130133000SHSOLE 3300000ZIMMER BIOMET HLDGS INCCOM98956P1024924765SHSOLE 476500ZOETIS INCCL A98978V10363211808SHSOLE 1180800