0000728572-13-000007.txt : 20130514
0000728572-13-000007.hdr.sgml : 20130514
20130514152700
ACCESSION NUMBER: 0000728572-13-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130514
DATE AS OF CHANGE: 20130514
EFFECTIVENESS DATE: 20130514
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUARDIAN LIFE INSURANCE CO OF AMERICA
CENTRAL INDEX KEY: 0000901849
IRS NUMBER: 061116976
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15487
FILM NUMBER: 13841255
BUSINESS ADDRESS:
STREET 1: 7 HANOVER SQUARE
CITY: NEW YORK
STATE: NY
ZIP: 10004
BUSINESS PHONE: 212-598-8359
MAIL ADDRESS:
STREET 1: 7 HANOVER SQUARE
CITY: NY
STATE: NY
ZIP: 10004
13F-HR
1
Mar.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: Guardian Life Insurance Company of America
Address: 7 Hanover Square
New York, NY 10004
13F File Number: 005-85372
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this submission.
Person Signing this Report on Behalf of Reporting Manager:
Name: John H. Walter
Title: Vice President, Director of Finance
Phone: 212-598-1398
Signature, Place, and Date of Signing:
/s/ John H. Walter New York, NY May 14, 2013
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ x ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
1. RS Investment Management Company LLC (028-12027)
2. Baillie Gifford Overseas Limited (028-04395)
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 585
Form 13F Information Table Value Total: $1,193,949 (thousands)
List of Other Included Managers:
No. 13F File Number Name
NAME OF ISSUER TITLE OF CUSIP MKT VAL SHARES/ SH PUT/ INVSTMT OTHER VOTING AUTHORITY (SHARES)
CLASS NUMBER (x $1,000) PRN AMT PRN CALL DSCRETN MANAGER SOLE SHRD NONE
ADT CORP/ THE COM 00101J106 216 4,415SH SOLE 4,415 0 0
AFLAC INC. COM 001055102 464 8,920SH SOLE 8,920 0 0
AGL RESOURCES INC. COM 001204106 94 2,230SH SOLE 2,230 0 0
AES CORP. COM 00130H105 148 11,777SH SOLE 11,777 0 0
AT&T, INC. COM 00206R102 3,976 108,358SH SOLE 108,358 0 0
ABBOTT LABORATORIES COM 002824100 1,061 30,049SH SOLE 30,049 0 0
ABBVIE INC COM 00287Y109 1,225 30,049SH SOLE 30,049 0 0
ABERCROMBIE & FITCH CO-CL A COM 002896207 70 1,519SH SOLE 1,519 0 0
ACTAVIS INC COM 00507K103 223 2,426SH SOLE 2,426 0 0
ADOBE SYSTEMS INC COM 00724F101 409 9,408SH SOLE 9,408 0 0
ADVANCED MICRO DEVICES COM 007903107 29 11,495SH SOLE 11,495 0 0
AETNA INC - NEW COM 00817Y108 326 6,370SH SOLE 6,370 0 0
AFFILIATED MANAGERS GROUP C.NOTE 008252AL2 16,52513,300,0PRN SOLE 0 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 278 6,633SH SOLE 6,633 0 0
AIR PRODUCTS AND CHEMICALS INCOM 009158106 352 4,040SH SOLE 4,040 0 0
AIRGAS INC. COM 009363102 132 1,329SH SOLE 1,329 0 0
AIRTRAN CORP. C.S.B. NOTE 00949PAD0 5,1733,600,00PRN SOLE 0 0 0
AKAMAI TECHNOLOGIES COM 00971T101 119 3,377SH SOLE 3,377 0 0
ALCOA INC COM 013817101 173 20,321SH SOLE 20,321 0 0
ALEXION PHARMACEUTICALS INC. COM 015351109 340 3,685SH SOLE 3,685 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 65 2,038SH SOLE 2,038 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 01741RAD4 11,91211,100,0PRN SOLE 0 0 0
ALLERGAN INC. COM 018490102 653 5,851SH SOLE 5,851 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 018581AD0 1,439 700,000PRN SOLE 0 0 0
ALLIANT TECHSYSTEMS INC CNOTE 018804AK0 7,8127,200,00PRN SOLE 0 0 0
ALLSTATE CORP COM 020002101 451 9,181SH SOLE 9,181 0 0
ALTERA CORP COM 021441100 216 6,093SH SOLE 6,093 0 0
ALTRIA GROUP INC. COM 02209S103 1,326 38,566SH SOLE 38,566 0 0
AMAZON.COM INC. COM 023135106 1,837 6,895SH SOLE 6,895 0 0
AMEREN CORP. COM 023608102 162 4,624SH SOLE 4,624 0 0
AMERICAN ELECTRIC POWER COM 025537101 449 9,229SH SOLE 9,229 0 0
AMERICAN EXPRESS COM 025816109 1,252 18,565SH SOLE 18,565 0 0
AMERICAN INTERNATIONAL GROUP COM 026874784 1,056 27,205SH SOLE 27,205 0 0
AMERICAN TOWER CORP CL A COM 03027X100 579 7,524SH SOLE 7,524 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 233 4,532SH SOLE 4,532 0 0
AMERIPRISE FINANCIAL, INC COM 03076C106 289 3,930SH SOLE 3,930 0 0
AMGEN INC COM 031162100 1,498 14,610SH SOLE 14,610 0 0
AMPHENOL CORP. - CL A COM 032095101 228 3,056SH SOLE 3,056 0 0
ANADARKO PETROLEUM CORP COM 032511107 832 9,510SH SOLE 9,510 0 0
ANALOG DEVICES INC COM 032654105 267 5,735SH SOLE 5,735 0 0
APACHE CORP COM 037411105 575 7,446SH SOLE 7,446 0 0
APACHE CORP PFD CONV SER D 037411808 12,575 281,000SH SOLE 281,000 0 0
APARTMENT INVT & MGMT CO - A COM 03748R101 85 2,759SH SOLE 2,759 0 0
APOLLO GROUP INC. COM 037604105 33 1,903SH SOLE 1,903 0 0
APPLE INC. COM 037833100 7,920 17,894SH SOLE 17,894 0 0
APPLIED MATERIALS INC COM 038222105 309 22,921SH SOLE 22,921 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 423 12,539SH SOLE 12,539 0 0
ARCHER DANIELS C.S.N. NOTE 039483AW2 5,0505,000,00PRN SOLE 0 0 0
ARES CAPITAL CORP. C.S.NOTE 04010LAB9 1,6821,550,00PRN SOLE 0 0 0
ASSURANT INC COM 04621X108 68 1,504SH SOLE 1,504 0 0
AUTODESK INC COM 052769106 177 4,284SH SOLE 4,284 0 0
AUTOMATIC DATA PROCESSING COM 053015103 600 9,229SH SOLE 9,229 0 0
AUTONATION, INC. COM 05329W102 33 743SH SOLE 743 0 0
AUTOZONE INC COM 053332102 279 704SH SOLE 704 0 0
AVALON BAY COMMUNITIES INC COM 053484101 268 2,118SH SOLE 2,118 0 0
AVERY-DENNISON CORP COM 053611109 82 1,907SH SOLE 1,907 0 0
AVON PRODUCTS INC COM 054303102 170 8,221SH SOLE 8,221 0 0
BB&T CORPORATION COM 054937107 418 13,316SH SOLE 13,316 0 0
BMC SOFTWARE INC COM 055921100 118 2,547SH SOLE 2,547 0 0
BAKER HUGHES INC. COM 057224107 388 8,367SH SOLE 8,367 0 0
BALL CORP COM 058498106 139 2,930SH SOLE 2,930 0 0
BANK OF AMERICA CORP. COM 060505104 2,498 205,120SH SOLE 205,120 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 623 22,269SH SOLE 22,269 0 0
BARD (C.R.) INC COM 067383109 147 1,461SH SOLE 1,461 0 0
BAXTER INTERNATIONAL INC COM 071813109 759 10,448SH SOLE 10,448 0 0
BEAM INC COM 073730103 192 3,019SH SOLE 3,019 0 0
BECTON DICKINSON & CO COM 075887109 361 3,775SH SOLE 3,775 0 0
BED BATH & BEYOND INC. COM 075896100 281 4,366SH SOLE 4,366 0 0
BEMIS CO. COM 081437105 79 1,967SH SOLE 1,967 0 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 3,620 34,742SH SOLE 34,742 0 0
BEST BUY COMPANY INC COM 086516101 112 5,077SH SOLE 5,077 0 0
BIG LOTS INC COM 089302103 6 171SH SOLE 171 0 0
BIOGEN IDEC INC COM 09062X103 869 4,503SH SOLE 4,503 0 0
BLACKROCK INC COM 09247X101 614 2,392SH SOLE 2,392 0 0
BLOCK H & R INC COM 093671105 152 5,174SH SOLE 5,174 0 0
BOEING CO. COM 097023105 1,108 12,908SH SOLE 12,908 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 171 2,217SH SOLE 2,217 0 0
BOSTON PROPERTIES INC COM 101121101 290 2,866SH SOLE 2,866 0 0
BOSTON PROPERTIES INC C.S.NOTE 10112RAG9 7,7817,550,00PRN SOLE 0 0 0
BOSTON SCIENTIFIC CORP COM 101137107 205 26,264SH SOLE 26,264 0 0
BOTTOMLINE TECHNOLOGIES INC. NOTE 101388AA4 11,0689,500,00PRN SOLE 0 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,297 31,482SH SOLE 31,482 0 0
BRISTOW GROUP, INC. S.C.N. NOTE 110394AC7 11,58310,100,0PRN SOLE 0 0 0
BROADCOM CORP- CL A COM 111320107 342 9,864SH SOLE 9,864 0 0
BROWN-FORMAN CORP. "B" COM 115637209 206 2,885SH SOLE 2,885 0 0
CBS CORP - CL B COM 124857202 526 11,257SH SOLE 11,257 0 0
CBRE GROUP INC COM 12504L109 145 5,744SH SOLE 5,744 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 228 1,198SH SOLE 1,198 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 182 3,065SH SOLE 3,065 0 0
CIGNA CORP COM 125509109 339 5,438SH SOLE 5,438 0 0
CME Group Inc. (Cl A) COM 12572Q105 358 5,838SH SOLE 5,838 0 0
CMS ENERGY CORP. COM 125896100 140 5,013SH SOLE 5,013 0 0
CSX CORP. COM 126408103 484 19,645SH SOLE 19,645 0 0
CVS/ CAREMARK CORP COM 126650100 1,309 23,799SH SOLE 23,799 0 0
CA, INC COM 12673P105 161 6,398SH SOLE 6,398 0 0
CABLEVISION SYSTEMS NY GRP A COM 12686C109 61 4,108SH SOLE 4,108 0 0
CABOT OIL & GAS CORP CL A COM 127097103 270 3,987SH SOLE 3,987 0 0
CACI INTERNATIONAL INC. C.S.NNOTE 127190AD8 9,3438,200,00PRN SOLE 0 0 0
CAMERON INTERNATIONAL CORP. COM 13342B105 306 4,687SH SOLE 4,687 0 0
CAMPBELL SOUP CO COM 134429109 155 3,407SH SOLE 3,407 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 608 11,068SH SOLE 11,068 0 0
CARDINAL HEALTH INC COM 14149Y108 269 6,452SH SOLE 6,452 0 0
CAREFUSION CORP COM 14170T101 147 4,209SH SOLE 4,209 0 0
CARMAX INC COM 143130102 181 4,342SH SOLE 4,342 0 0
CARNIVAL CORP - CL A COM 143658300 291 8,489SH SOLE 8,489 0 0
CATERPILLAR INC COM 149123101 1,082 12,443SH SOLE 12,443 0 0
CELGENE CORP COM 151020104 937 8,085SH SOLE 8,085 0 0
CENTERPOINT ENERGY COM 15189T107 194 8,115SH SOLE 8,115 0 0
CENTURYLINK INC COM 156700106 417 11,877SH SOLE 11,877 0 0
CERNER CORP. COM 156782104 263 2,772SH SOLE 2,772 0 0
CHART INDUSTRIES INC S.CNOTE 16115QAC4 12,4559,200,00PRN SOLE 0 0 0
CHEMED CORP C.S.B. NOTE 16359RAC7 988 900,000PRN SOLE 0 0 0
CHESAPEAKE ENERGY COM 165167107 201 9,869SH SOLE 9,869 0 0
CHEVRONTEXACO CORP COM 166764100 4,427 37,261SH SOLE 37,261 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 194 594SH SOLE 594 0 0
CHUBB CORP COM 171232101 438 5,002SH SOLE 5,002 0 0
CINCINNATI FINANCIAL CORP COM 172062101 132 2,787SH SOLE 2,787 0 0
CISCO SYSTEMS INC COM 17275R102 2,112 100,990SH SOLE 100,990 0 0
CINTAS CORPORATION COM 172908105 90 2,029SH SOLE 2,029 0 0
CITIGROUP INC COM 172967424 2,469 55,809SH SOLE 55,809 0 0
CITRIX SYSTEMS INC. COM 177376100 256 3,546SH SOLE 3,546 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 54 2,850SH SOLE 2,850 0 0
CLOROX COMPANY COM 189054109 219 2,475SH SOLE 2,475 0 0
COACH INC. COM 189754104 270 5,402SH SOLE 5,402 0 0
COCA-COLA CO. COM 191216100 2,971 73,460SH SOLE 73,460 0 0
COCA COLA ENTERPRISES COM 19122T109 190 5,159SH SOLE 5,159 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 438 5,713SH SOLE 5,713 0 0
COLGATE PALMOLIVE CO. COM 194162103 999 8,461SH SOLE 8,461 0 0
COMCAST CORP.-SPECIAL CL A COM 20030N101 2,127 50,626SH SOLE 50,626 0 0
COMERICA INC COM 200340107 131 3,635SH SOLE 3,635 0 0
COMPUTER SCIENCES CORP COM 205363104 145 2,951SH SOLE 2,951 0 0
CONAGRA FOODS INC. COM 205887102 278 7,759SH SOLE 7,759 0 0
CONOCOPHILLIPS COM 20825C104 1,389 23,108SH SOLE 23,108 0 0
CONSOL ENERGY INC. COM 20854P109 146 4,327SH SOLE 4,327 0 0
CONSOLIDATED EDISON INC COM 209115104 340 5,564SH SOLE 5,564 0 0
CONSTELLATION BRANDS INC COM 21036P108 137 2,878SH SOLE 2,878 0 0
CORNING, INC. COM 219350105 375 28,162SH SOLE 28,162 0 0
COSTCO WHOLESALE CORP COM 22160K105 873 8,226SH SOLE 8,226 0 0
COVANTA HOLDING CORP C.S.NOTE 22282EAC6 11,1648,650,00PRN SOLE 0 0 0
COVENTRY HEALTH CARE INC COM 222862104 120 2,555SH SOLE 2,555 0 0
CROWN CASTLE INTL CORP. COM 228227104 389 5,579SH SOLE 5,579 0 0
CUBIST PHARMACEUTICALS INC. NOTE 229678AD9 11,9397,000,00PRN SOLE 0 0 0
CUMMINS INC. COM 231021106 390 3,365SH SOLE 3,365 0 0
D.R. HORTON INC COM 23331A109 129 5,309SH SOLE 5,309 0 0
DR HORTON SR CV NT NOTE 23331ABB4 8,6714,600,00PRN SOLE 0 0 0
DTE ENERGY COMPANY COM 233331107 223 3,269SH SOLE 3,269 0 0
DANAHER CORP COM 235851102 689 11,080SH SOLE 11,080 0 0
DARDEN RESTAURANTS INC COM 237194105 126 2,446SH SOLE 2,446 0 0
DAVITA HEALTHCARE PARTNER,INCCOM 23918K108 190 1,599SH SOLE 1,599 0 0
DEAN FOODS INC COM 242370104 64 3,525SH SOLE 3,525 0 0
DEERE & CO COM 244199105 641 7,459SH SOLE 7,459 0 0
DELL INC COM 24702R101 398 27,768SH SOLE 27,768 0 0
DENBURY RESOURCES INC COM 247916208 138 7,378SH SOLE 7,378 0 0
DENTSPLY INTERNATIONAL INC. COM 249030107 114 2,695SH SOLE 2,695 0 0
DEVON ENERGY CORP NEW COM 25179M103 404 7,168SH SOLE 7,168 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 91 1,315SH SOLE 1,315 0 0
DISNEY (WALT) CO HOLDING CO COM 254687106 1,919 33,789SH SOLE 33,789 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 432 9,636SH SOLE 9,636 0 0
DISCOVERY COMMUNICATIONS-A COM 25470F104 360 4,568SH SOLE 4,568 0 0
DIRECTV USD0.01 COM 25490A309 655 11,568SH SOLE 11,568 0 0
DOLLAR GENERAL CORP COM 256677105 215 4,245SH SOLE 4,245 0 0
DOLLAR TREE INC COM 256746108 210 4,330SH SOLE 4,330 0 0
DOMINION RESOURCES INC. COM 25746U109 635 10,922SH SOLE 10,922 0 0
DOMINION RESOURCES INC NOTE 25746UAT6 12,1417,100,00PRN SOLE 0 0 0
RR DONNELLEY AND SONS CO COM 257867101 6 508SH SOLE 508 0 0
DOVER CORP COM 260003108 249 3,412SH SOLE 3,412 0 0
DOW CHEMICAL COM 260543103 727 22,821SH SOLE 22,821 0 0
DR. PEPPER SNAPPLE GROUP INC COM 26138E109 186 3,967SH SOLE 3,967 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 872 17,732SH SOLE 17,732 0 0
DUKE ENERGY CORP COM 26441C204 973 13,404SH SOLE 13,404 0 0
DUN & BRADSTREET CORP COM 26483E100 71 848SH SOLE 848 0 0
EMC CORP/MASS COM 268648102 957 40,069SH SOLE 40,069 0 0
EOG RESOURCES INC COM 26875P101 660 5,153SH SOLE 5,153 0 0
EQT CORPORATION COM 26884L109 193 2,844SH SOLE 2,844 0 0
ETFS PLATINUM TRUST COM 26922V101 6,254 40,544SH SOLE 40,544 0 0
ETFS PHYSICAL PALLADIUM SHARECOM 26923A106 4,979 65,622SH SOLE 65,622 0 0
E TRADE FINANCIAL CORP COM 269246401 52 4,895SH SOLE 4,895 0 0
EASTMAN CHEMICAL COM 277432100 203 2,911SH SOLE 2,911 0 0
EBAY INC COM 278642103 1,201 22,149SH SOLE 22,149 0 0
ECOLAB INC COM 278865100 402 5,017SH SOLE 5,017 0 0
EDISON INTERNATIONAL, INC. COM 281020107 311 6,190SH SOLE 6,190 0 0
EDWARDS LIFESCIENCES SP - WI COM 28176E108 180 2,191SH SOLE 2,191 0 0
ELECTRONIC ARTS INC. COM 285512109 103 5,844SH SOLE 5,844 0 0
EMERSON ELECTRIC CO COM 291011104 770 13,784SH SOLE 13,784 0 0
ENCORE CAPITAL GROUP INC. S.NOTE 292554AC6 9,1308,000,00PRN SOLE 0 0 0
ENERSYS C.S.N. NOTE 29275YAA0 11,6329,250,00PRN SOLE 0 0 0
ENTERGY CORP COM 29364G103 213 3,374SH SOLE 3,374 0 0
EQUIFAX INC COM 294429105 131 2,277SH SOLE 2,277 0 0
EQUINIX CONV SUB NT NOTE 29444UAG1 12,4546,200,00PRN SOLE 0 0 0
EQUITY RESIDENTIAL COM 29476L107 333 6,054SH SOLE 6,054 0 0
EXELON CORP COM 30161N101 561 16,267SH SOLE 16,267 0 0
EXPEDIA INC. CL A COM 30212P303 107 1,777SH SOLE 1,777 0 0
EXPEDITORS INTL WASH INC COM 302130109 142 3,977SH SOLE 3,977 0 0
EXPRESS SCRIPTS HOLDING CO. COM 30219G108 895 15,522SH SOLE 15,522 0 0
EXXON MOBIL CORP COM 30231G102 7,834 86,937SH SOLE 86,937 0 0
FLIR SYSTEMS INC. COM 302445101 74 2,859SH SOLE 2,859 0 0
FMC CORP COM 302491303 149 2,609SH SOLE 2,609 0 0
FMC TECHNOLOGIES INC COM 30249U101 246 4,521SH SOLE 4,521 0 0
FAMILY DOLLAR STORES INC. COM 307000109 108 1,827SH SOLE 1,827 0 0
FASTENAL COMPANY COM 311900104 264 5,132SH SOLE 5,132 0 0
FEDEX CORP COM 31428X106 546 5,558SH SOLE 5,558 0 0
F5 NETWORKS INC. COM 315616102 134 1,503SH SOLE 1,503 0 0
FIDELITY NATIONAL INFORMATIONCOM 31620M106 188 4,749SH SOLE 4,749 0 0
FIDELITY NATIONAL TITLE NOTE 31620RAE5 4,3163,200,00PRN SOLE 0 0 0
FIFTH THIRD BANCORP COM 316773100 280 17,140SH SOLE 17,140 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 50 4,703SH SOLE 4,703 0 0
FIRST SOLAR INC COM 336433107 31 1,134SH SOLE 1,134 0 0
FISERV, INC. COM 337738108 223 2,544SH SOLE 2,544 0 0
FIRSTENERGY CORP COM 337932107 336 7,957SH SOLE 7,957 0 0
FLUOR CORP - NEW COM 343412102 210 3,166SH SOLE 3,166 0 0
FLOWSERVE CORPORATION COM 34354P105 160 952SH SOLE 952 0 0
FORD MOTOR CO. COM 345370860 954 72,562SH SOLE 72,562 0 0
FOREST LABORATORIES, INC. COM 345838106 170 4,458SH SOLE 4,458 0 0
FORTUNE BRANDS HOME & SECURITCOM 34964C106 0 1SH SOLE 1 0 0
FOSSIL INC COM 349882100 99 1,025SH SOLE 1,025 0 0
FRANKLIN RESOURCES INC COM 354613101 397 2,632SH SOLE 2,632 0 0
FREEPORT MCMORAN COPPER GOLD COM 35671D857 598 18,067SH SOLE 18,067 0 0
FRONTIER COMMUNICATIONS CO. COM 35906A108 76 19,000SH SOLE 19,000 0 0
GAMESTOP CORP COM 36467W109 65 2,311SH SOLE 2,311 0 0
GANNETT CO COM 364730101 96 4,377SH SOLE 4,377 0 0
GAP INC COM 364760108 200 5,660SH SOLE 5,660 0 0
GENERAL DYNAMICS CORP COM 369550108 445 6,318SH SOLE 6,318 0 0
GENERAL ELECTRIC COM 369604103 4,619 199,785SH SOLE 199,785 0 0
GENERAL MILLS INC COM 370334104 605 12,267SH SOLE 12,267 0 0
GENERAL MOTORS CORP JR PFD CNV SRB 37045V209 12,204 283,000SH SOLE 283,000 0 0
GENESEE & WYOMING INC UNIT 10/01/2015 371559204 9,421 73,000SH SOLE 73,000 0 0
GENUINE PARTS CO COM 372460105 230 2,952SH SOLE 2,952 0 0
GENWORTH FINANCIAL INC. COM 37247D106 94 9,353SH SOLE 9,353 0 0
GILEAD SCIENCES INC COM 375558103 1,411 28,832SH SOLE 28,832 0 0
GILEAD SCIENCES INC S.C.B. NOTE 375558AP8 26,04812,000,0PRN SOLE 0 0 0
GOLDMAN SACHS COM 38141G104 1,241 8,433SH SOLE 8,433 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 59 4,662SH SOLE 4,662 0 0
GOODYEAR TIRE& RUBBER PFD CONV 5.875% 382550309 9,034 205,600SH SOLE 205,600 0 0
GOOGLE INC-CL A COM 38259P508 4,019 5,062SH SOLE 5,062 0 0
GRAINGER WW INC COM 384802104 255 1,135SH SOLE 1,135 0 0
GREEN PLAINS REVEWABLE ENERGYNOTE 393222AB0 8,2837,500,00PRN SOLE 0 0 0
HCP INC COM 40414L109 426 8,536SH SOLE 8,536 0 0
HALLIBURTON CO COM 406216101 714 17,660SH SOLE 17,660 0 0
HARLEY DAVIDSON COM 412822108 230 4,314SH SOLE 4,314 0 0
HARMAN INTERNATIONAL INDUSTRICOM 413086109 58 1,297SH SOLE 1,297 0 0
HARRIS CORP COM 413875105 100 2,159SH SOLE 2,159 0 0
HARTFORD FINANCIAL SERVICES GCOM 416515104 214 8,297SH SOLE 8,297 0 0
HASBRO INC COM 418056107 96 2,190SH SOLE 2,190 0 0
HEALTH CARE REIT INC COM 42217K106 334 4,925SH SOLE 4,925 0 0
HEALTH CARE REIT INC C.NOTE 42217KAR7 4,1923,200,00PRN SOLE 0 0 0
HEINZ, H.J. CO. COM 423074103 440 6,086SH SOLE 6,086 0 0
HELMERICH AND PAYNE COM 423452101 122 2,014SH SOLE 2,014 0 0
HERSHEY FOODS CORP COM 427866108 250 2,854SH SOLE 2,854 0 0
HESS CORP COM 42809H107 406 5,666SH SOLE 5,666 0 0
HEWLETT PACKARD CO. COM 428236103 892 37,420SH SOLE 37,420 0 0
HOME DEPOT INC COM 437076102 1,988 28,491SH SOLE 28,491 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 1,123 14,902SH SOLE 14,902 0 0
HORMEL FOODS CORP COM 440452100 105 2,553SH SOLE 2,553 0 0
HOSPIRA INC COM 441060100 103 3,138SH SOLE 3,138 0 0
HOST HOTELS & RESORTS INC COM 44107P104 241 13,787SH SOLE 13,787 0 0
HUDSON CITY BANCORP INC. COM 443683107 78 9,046SH SOLE 9,046 0 0
HUMANA INC COM 444859102 208 3,015SH SOLE 3,015 0 0
HUNTINGTON BANCSHARES INC COM 446150104 120 16,291SH SOLE 16,291 0 0
IXIA CV.SR.NT. NOTE 45071RAB5 10,4087,900,00PRN SOLE 0 0 0
IDERA PHARMACEUTICALS INC. COM 45168K306 186 371,759SH SOLE 371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 495 8,127SH SOLE 8,127 0 0
INTEL CORP. COM 458140100 2,071 94,775SH SOLE 94,775 0 0
INTEL CORP. CV.JR.NT. NOTE 458140AF7 14,44512,000,0PRN SOLE 0 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 86 1,477SH SOLE 1,477 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 225 1,378SH SOLE 1,378 0 0
INTL BUSINESS MACHINES CORP ICOM 459200101 4,320 20,251SH SOLE 20,251 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 119 1,552SH SOLE 1,552 0 0
INTERNATIONAL GAME TECHNOLOGYCOM 459902102 83 5,060SH SOLE 5,060 0 0
INTL GAME TECH C.S.N. NOTE 459902AQ5 15,54314,400,0PRN SOLE 0 0 0
INTERNATIONAL PAPER COM 460146103 389 8,350SH SOLE 8,350 0 0
INTERPUBLIC GROUP COS INC COM 460690100 107 8,229SH SOLE 8,229 0 0
INTUIT INC COM 461202103 347 5,291SH SOLE 5,291 0 0
INTUITIVE SURGICAL INC. COM 46120E602 369 752SH SOLE 752 0 0
IRON MOUNTAIN INC COM 462846106 115 3,173SH SOLE 3,173 0 0
ISHARES RUSSELL 2000 VALUE COM 464287630 5,648 67,300SH SOLE 67,300 0 0
ISHARES SILVER TRUST COM 46428Q109 9,460 345,015SH SOLE 345,015 0 0
JDS UNIPHASE CORP COM 46612J507 59 4,441SH SOLE 4,441 0 0
JP MORGAN CHASE & CO. COM 46625H100 3,433 72,340SH SOLE 72,340 0 0
JABIL CIRCUIT INC COM 466313103 66 3,557SH SOLE 3,557 0 0
JACOBS ENGINEERING GROUP INC.COM 469814107 139 2,468SH SOLE 2,468 0 0
JOHNSON & JOHNSON COM 478160104 4,296 52,688SH SOLE 52,688 0 0
JOHNSON CONTROLS COM 478366107 456 13,015SH SOLE 13,015 0 0
JOY GLOBAL COM 481165108 120 2,012SH SOLE 2,012 0 0
JUNIPER NETWORKS INC COM 48203R104 182 9,837SH SOLE 9,837 0 0
KLA-TENCOR CORPORATION COM 482480100 167 3,164SH SOLE 3,164 0 0
KELLOGG CO COM 487836108 303 4,700SH SOLE 4,700 0 0
KEYCORP COM 493267108 177 17,793SH SOLE 17,793 0 0
KIMBERLY-CLARK CORP COM 494368103 731 7,460SH SOLE 7,460 0 0
KIMCO REALTY CORP COM 49446R109 174 7,758SH SOLE 7,758 0 0
KINDER MORGAN INC. COM 49456B101 459 11,860SH SOLE 11,860 0 0
KOHLS CORP COM 500255104 187 4,043SH SOLE 4,043 0 0
KRAFT FOODS INC - A COM 50076Q106 580 11,265SH SOLE 11,265 0 0
KROGER CO COM 501044101 328 9,895SH SOLE 9,895 0 0
LSI LOGIC CORP COM 502161102 71 10,540SH SOLE 10,540 0 0
L-3 COMMUNICATIONS HLDGS INC.COM 502424104 146 1,801SH SOLE 1,801 0 0
LABORATORY CORP. OF AMERICA HCOM 50540R409 163 1,807SH SOLE 1,807 0 0
LABORATORY CORP. C.S.N. LYON NOTE 50540RAG7 11,2789,350,00PRN SOLE 0 0 0
LAM RESEARCH CORP. COM 512807108 130 3,146SH SOLE 3,146 0 0
LAM RESEARCH CORP. CNOTE 512807AJ7 4,0654,000,00PRN SOLE 0 0 0
LAUDER ESTEE COM 518439104 293 4,570SH SOLE 4,570 0 0
LEGGETT & PLATT INC COM 524660107 90 2,679SH SOLE 2,679 0 0
LEGG MASON INC COM 524901105 72 2,243SH SOLE 2,243 0 0
LENNAR CORP COM 526057104 129 3,115SH SOLE 3,115 0 0
LEUCADIA NATIONAL CORP COM 527288104 103 3,768SH SOLE 3,768 0 0
LIBERTY MEDIA CORP (AOL) S.C.NOTE 530718AF2 14,2958,800,00PRN SOLE 0 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 212 3,285SH SOLE 3,285 0 0
LIFEPOINT HOSPITALS INC C.SNOTE 53219LAH2 10,0349,200,00PRN SOLE 0 0 0
LILLY (ELI) & CO COM 532457108 1,104 19,439SH SOLE 19,439 0 0
LINCOLN NATIONAL CORP COM 534187109 171 5,253SH SOLE 5,253 0 0
LINEAR TECHNOLOGY CORP COM 535678106 168 4,383SH SOLE 4,383 0 0
LINEAR TECHNOLOGY CORP C.S.NNOTE 535678AC0 9,7269,100,00PRN SOLE 0 0 0
LOCKHEED MARTIN CORP COM 539830109 493 5,111SH SOLE 5,111 0 0
LOEWS CORP COM 540424108 261 5,914SH SOLE 5,914 0 0
LORILLARD INC COM 544147101 298 7,391SH SOLE 7,391 0 0
LOWE'S COMPANIES COM 548661107 813 21,452SH SOLE 21,452 0 0
M & T BANK CORPORATION COM 55261F104 238 2,311SH SOLE 2,311 0 0
MGIC INVESTMENT CORP. C.S.B. NOTE 552848AE3 5,0815,000,00PRN SOLE 0 0 0
MACYS INC COM 55616P104 316 7,543SH SOLE 7,543 0 0
MARATHON OIL CORP COM 565849106 453 13,441SH SOLE 13,441 0 0
MARATHON PETROLEM CORP COM 56585A102 578 6,449SH SOLE 6,449 0 0
MARSH & MCLENNAN COS COM 571748102 393 10,356SH SOLE 10,356 0 0
MARRIOTT INTERNATIONAL INC COM 571903202 198 4,700SH SOLE 4,700 0 0
MASCO CORP COM 574599106 138 6,797SH SOLE 6,797 0 0
MASTERCARD INC-CL A COM 57636Q104 1,102 2,036SH SOLE 2,036 0 0
MATTEL INC COM 577081102 286 6,527SH SOLE 6,527 0 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 185 2,516SH SOLE 2,516 0 0
MCDONALD'S CORP COM 580135101 1,905 19,109SH SOLE 19,109 0 0
MCGRAW HILL INC NOTE COM 580645109 275 5,285SH SOLE 5,285 0 0
MCKESSON CORP COM 58155Q103 484 4,485SH SOLE 4,485 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 299 3,861SH SOLE 3,861 0 0
MEADWESTVACO CORP COM 583334107 121 3,328SH SOLE 3,328 0 0
MEDTRONIC INC COM 585055106 905 19,272SH SOLE 19,272 0 0
MENTOR GRAPHICS CORP C.S.DNOTE 587200AK2 13,32911,350,0PRN SOLE 0 0 0
MERCK & COMPANY, INC. COM 58933Y105 2,560 57,875SH SOLE 57,875 0 0
MERITAGE CORP. C.S.BNOTE 59001AAR3 1,011 900,000PRN SOLE 0 0 0
METLIFE INC. COM 59156R108 786 20,677SH SOLE 20,677 0 0
METLIFE, INC UNIT 99/99/9999 59156R116 3,952 80,000SH SOLE 80,000 0 0
METLIFE, INC. UNIT 99/99/9999 59156R116 1,186 24,000SH SOLE 24,000 0 0
METLIFE, INC. MAND UNIT 99/99/9999 59156R116 8,398 170,000SH SOLE 170,000 0 0
METROPCS COMMUNICATIONS INC COM 591708102 66 6,027SH SOLE 6,027 0 0
MICROSOFT CORP COM 594918104 4,122 144,078SH SOLE 144,078 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 136 3,695SH SOLE 3,695 0 0
MICRON TECHNOLOGY COM 595112103 193 19,369SH SOLE 19,369 0 0
MOLEX INC. COM 608554101 77 2,622SH SOLE 2,622 0 0
MOLSON COORS BREWING CO COM 60871R209 145 2,961SH SOLE 2,961 0 0
MONDELEZ INTERNATIONAL INC COM 609207105 1,035 33,820SH SOLE 33,820 0 0
MONSANTO CO COM 61166W101 1,074 10,169SH SOLE 10,169 0 0
MONSTER BEVERAGE CORPORATION COM 611740101 136 2,844SH SOLE 2,844 0 0
MOODY'S CORP COM 615369105 197 3,697SH SOLE 3,697 0 0
MORGAN STANLEY COM 617446448 578 26,304SH SOLE 26,304 0 0
MOSAIC CO/THE COM 61945C103 314 5,269SH SOLE 5,269 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 343 5,357SH SOLE 5,357 0 0
MURPHY OIL CORP COM 626717102 224 3,513SH SOLE 3,513 0 0
MYLAN INC COM 628530107 224 7,743SH SOLE 7,743 0 0
MYLAN LABORATORIES S.C.NNOTE 628530AJ6 12,1865,500,00PRN SOLE 0 0 0
NRG ENERGY, INC. COM 629377508 155 5,859SH SOLE 5,859 0 0
NYSE EURONEXT COM 629491101 179 4,640SH SOLE 4,640 0 0
NASDAQ STOCK MARKET INC. COM 631103108 73 2,248SH SOLE 2,248 0 0
NATIONAL-OILWELL INC COM 637071101 575 8,124SH SOLE 8,124 0 0
NETAPP INC COM 64110D104 233 6,834SH SOLE 6,834 0 0
NETAPP, INC. 1.75% CNV BDS NOTE 64110DAB0 9,3798,600,00PRN SOLE 0 0 0
NETFLIX INC. COM 64110L106 199 1,053SH SOLE 1,053 0 0
NEWELL RUBBERMAID INC. COM 651229106 143 5,468SH SOLE 5,468 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 58 2,568SH SOLE 2,568 0 0
NEWMONT MINING CORP NEW COM 651639106 396 9,447SH SOLE 9,447 0 0
NEWPARK RESOURCES S.C.N. NOTE 651718AC2 9,3858,000,00PRN SOLE 0 0 0
NEWS AMERICA CORP COM 65248E104 1,173 38,427SH SOLE 38,427 0 0
NEXTERA ENERGY INC. COM 65339F101 626 8,056SH SOLE 8,056 0 0
NIKE, INC. CL B COM 654106103 821 13,907SH SOLE 13,907 0 0
NISOURCE INC. COM 65473P105 171 5,812SH SOLE 5,812 0 0
NOBLE ENERGY INC COM 655044105 391 3,380SH SOLE 3,380 0 0
NORDSTROM INC COM 655664100 161 2,911SH SOLE 2,911 0 0
NORFOLK SOUTHERN CORP COM 655844108 465 6,037SH SOLE 6,037 0 0
NORTHEAST UTILITIES COM 664397106 259 5,971SH SOLE 5,971 0 0
NORTHERN TRUST CORP COM 665859104 227 4,155SH SOLE 4,155 0 0
NORTHROP GRUMMAN CORP COM 666807102 328 4,682SH SOLE 4,682 0 0
NUANCE COMMUNICATIONS C.SNOTE 67020YAF7 9,2989,000,00PRN SOLE 0 0 0
NUCOR CORP. COM 670346105 279 6,045SH SOLE 6,045 0 0
NVDIA CORP COM 67066G104 152 11,878SH SOLE 11,878 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 224 2,189SH SOLE 2,189 0 0
OCCIDENTAL PETROLEUM COM 674599105 1,208 15,418SH SOLE 15,418 0 0
OMNICOM GROUP COM 681919106 297 5,041SH SOLE 5,041 0 0
OMNICOM C.S.D. NOTE 681919AV8 4,0303,600,00PRN SOLE 0 0 0
ON SEMICONDUCTOR CORP. C.S.NNOTE 682189AH8 7,8196,900,00PRN SOLE 0 0 0
ONEOK INC COM 682680103 186 3,895SH SOLE 3,895 0 0
ORACLE SYSTEMS COM 68389X105 2,318 71,684SH SOLE 71,684 0 0
OWENS-ILLINOIS INC COM 690768403 83 3,127SH SOLE 3,127 0 0
PDL BIOPHARMA INC C.S.B. NOTE 69329YAC8 5,5064,598,00PRN SOLE 0 0 0
PG&E CORPORATION COM 69331C108 364 8,184SH SOLE 8,184 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 669 10,065SH SOLE 10,065 0 0
PPG INDUSTRIES INC COM 693506107 367 2,741SH SOLE 2,741 0 0
PPL CORPORATION COM 69351T106 346 11,060SH SOLE 11,060 0 0
PPL CORPORATION UNIT 99/99/9999 69351T114 1,311 23,400SH SOLE 23,400 0 0
PPL CORPORATION UNIT 99/99/9999S 69351T114 8,514 152,000SH SOLE 152,000 0 0
PVH CORP COM 693656100 135 1,263SH SOLE 1,263 0 0
PACCAR INC COM 693718108 340 6,718SH SOLE 6,718 0 0
PALL CORP COM 696429307 145 2,124SH SOLE 2,124 0 0
PARKER-HANNIFIN CORP COM 701094104 260 2,840SH SOLE 2,840 0 0
PATTERSON COS INC COM 703395103 61 1,607SH SOLE 1,607 0 0
PAYCHEX INC COM 704326107 216 6,154SH SOLE 6,154 0 0
PEABODY ENERGY CORP. COM 704549104 108 5,111SH SOLE 5,111 0 0
PENNEY JC COMPANY INC. COM 708160106 41 2,719SH SOLE 2,719 0 0
PEOPLE'S UNITED FINANCIAL INCCOM 712704105 89 6,641SH SOLE 6,641 0 0
PEPCO HOLDINGS INC COM 713291102 93 4,340SH SOLE 4,340 0 0
PEPSICO INC COM 713448108 2,331 29,465SH SOLE 29,465 0 0
PERKIN ELMER INC COM 714046109 73 2,176SH SOLE 2,176 0 0
PERRIGO CO COM 714290103 200 1,688SH SOLE 1,688 0 0
PETSMART INC. COM 716768106 127 2,048SH SOLE 2,048 0 0
PFIZER, INC. COM 717081103 4,053 140,433SH SOLE 140,433 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 2,952 31,840SH SOLE 31,840 0 0
PHILLIPS 66 COM 718546104 834 11,914SH SOLE 11,914 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 121 2,085SH SOLE 2,085 0 0
PIONEER NATURAL RESOURCE CO COM 723787107 309 2,487SH SOLE 2,487 0 0
PITNEY BOWES INC COM 724479100 57 3,812SH SOLE 3,812 0 0
PLUM CREEK TIMBER CO INC COM 729251108 160 3,065SH SOLE 3,065 0 0
POWERSHARES DB ENERGY FUND COM 73936B101 9,716 333,782SH SOLE 333,782 0 0
POWERSHARES DB AGRICULTURE F COM 73936B408 66,4902,568,17SH SOLE 2,568,17 0 0
POWERSHARES DB OIL FUND COM 73936B507 37,3701,384,07SH SOLE 1,384,07 0 0
POWERSHARES DB BASE METALS F COM 73936B705 15,279 871,087SH SOLE 871,087 0 0
PRAXAIR INC COM 74005P104 631 5,659SH SOLE 5,659 0 0
PRECISION CASTPARTS CORP COM 740189105 524 2,762SH SOLE 2,762 0 0
T ROWE PRICE GROUP INC. COM 74144T108 363 4,844SH SOLE 4,844 0 0
PRICELINE.COM INC COM 741503403 649 944SH SOLE 944 0 0
PRICELINE.COM INC C.S.N.NOTE 741503AQ9 20,05418,200,0PRN SOLE 0 0 0
PRINCIPAL FINANCIAL GROUP INCCOM 74251V102 179 5,269SH SOLE 5,269 0 0
PROCTER & GAMBLE CO. COM 742718109 4,014 52,091SH SOLE 52,091 0 0
PROGRESSIVE CORP OH COM 743315103 268 10,602SH SOLE 10,602 0 0
PROLOGIS INC COM 74340W103 351 8,772SH SOLE 8,772 0 0
PRUDENTIAL FINANCIAL INC. COM 744320102 521 8,829SH SOLE 8,829 0 0
PUBLIC SVC ENTERPRISES COM 744573106 330 9,619SH SOLE 9,619 0 0
PUBLIC STORAGE INC. COM 74460D109 417 2,735SH SOLE 2,735 0 0
PULTE HOMES INC. COM 745867101 131 6,464SH SOLE 6,464 0 0
QEP RESOURCES INC COM 74733V100 108 3,382SH SOLE 3,382 0 0
QUALCOMM INC COM 747525103 2,171 32,431SH SOLE 32,431 0 0
QUANTA SERVICES INC COM 74762E102 116 4,052SH SOLE 4,052 0 0
QUEST DIAGNOSTICS COM 74834L100 170 3,018SH SOLE 3,018 0 0
RALPH LAUREN CORP. COM 751212101 198 1,170SH SOLE 1,170 0 0
RANGE RESOURCES CORP. COM 75281A109 250 3,091SH SOLE 3,091 0 0
RAYONIER INC. TRS. HOL C.S.BNOTE 75508AAC0 3,0611,700,00PRN SOLE 0 0 0
RAYTHEON COMPANY COM 755111507 369 6,278SH SOLE 6,278 0 0
RED HAT INC. COM 756577102 186 3,671SH SOLE 3,671 0 0
REGIONS FINANCIAL CORP COM 7591EP100 220 26,894SH SOLE 26,894 0 0
REPUBLIC SERVICES INC COM 760759100 188 5,705SH SOLE 5,705 0 0
REYNOLDS AMERICAN INC COM 761713106 275 6,177SH SOLE 6,177 0 0
ROBERT HALF INTERNATIONAL INCCOM 770323103 101 2,681SH SOLE 2,681 0 0
ROCKWELL AUTOMATION INC COM 773903109 229 2,657SH SOLE 2,657 0 0
ROCKWELL INTL CORP (NEW) COM 774341101 170 2,686SH SOLE 2,686 0 0
ROPER INDUSTRIES INC COM 776696106 238 1,868SH SOLE 1,868 0 0
ROPER INDUSTRIES INC C.B. NOTE 776696AA4 16,29510,200,0PRN SOLE 0 0 0
ROSS STORES INC COM 778296103 257 4,235SH SOLE 4,235 0 0
RYDER SYSTEM INC NOTE COM 783549108 58 968SH SOLE 968 0 0
SAIC INC COM 78390X101 73 5,387SH SOLE 5,387 0 0
SLM CORPORATION COM 78442P106 181 8,814SH SOLE 8,814 0 0
SPDR TRUST SERIES 1 COM 78462F103 43,857 280,150SH SOLE 280,150 0 0
SPDR GOLD TRUST COM 78463V107 32,589 210,973SH SOLE 210,973 0 0
SAFEWAY INC COM 786514208 120 4,549SH SOLE 4,549 0 0
ST. JUDE MEDICAL INC. COM 790849103 238 5,875SH SOLE 5,875 0 0
SALESFORCE.COM INC COM 79466L302 443 2,478SH SOLE 2,478 0 0
SANDISK CORP COM 80004C101 253 4,600SH SOLE 4,600 0 0
SANDISK CORP S.C.N. NOTE 80004CAD3 11,9859,300,00PRN SOLE 0 0 0
SCANA CORP. COM 80589M102 129 2,515SH SOLE 2,515 0 0
SCHLUMBERGER LTD COM 806857108 1,892 25,266SH SOLE 25,266 0 0
SCHWAB CHARLES CORP COM 808513105 369 20,879SH SOLE 20,879 0 0
SCRIPP NETWORK COM 811065101 106 1,651SH SOLE 1,651 0 0
SEALED AIR CORP COM 81211K100 88 3,646SH SOLE 3,646 0 0
SEMPRA ENERGY COM 816851109 342 4,282SH SOLE 4,282 0 0
SHERWIN-WILLIAMS CO COM 824348106 275 1,629SH SOLE 1,629 0 0
SIGMA-ALDRICH COM 826552101 178 2,287SH SOLE 2,287 0 0
SIMON PROPERTY GROUP INC. COM 828806109 931 5,871SH SOLE 5,871 0 0
JM SMUCKER CO/THE-NEWW COM WICOM 832696405 206 2,074SH SOLE 2,074 0 0
SNAP-ON INC. COM 833034101 91 1,101SH SOLE 1,101 0 0
SOTHEBY'S HOLDINGS - S.C.N. NOTE 835898AC1 8,7417,800,00PRN SOLE 0 0 0
SOUTHERN CO COM 842587107 780 16,631SH SOLE 16,631 0 0
SOUTHWEST AIRLINES COM 844741108 190 14,077SH SOLE 14,077 0 0
SOUTHWESTERN ENERGY CO COM 845467109 247 6,637SH SOLE 6,637 0 0
SPECTRA ENERGY CORP COM 847560109 389 12,640SH SOLE 12,640 0 0
SPRINT NEXTEL CORP COM 852061100 355 57,171SH SOLE 57,171 0 0
STANLEY BLACK + DECKER INC COM 854502101 260 3,213SH SOLE 3,213 0 0
STANLEY BLACK + DECKER INC UNIT 99/99/9999 854502309 16,583 131,000SH SOLE 131,000 0 0
STAPLES INC COM 855030102 173 12,846SH SOLE 12,846 0 0
STARBUCKS CORP. COM 855244109 809 14,199SH SOLE 14,199 0 0
STARWOOD HOTELS & RESORTS WORCOM 85590A401 238 3,729SH SOLE 3,729 0 0
STATE STREET CORP COM 857477103 525 8,885SH SOLE 8,885 0 0
STEEL DYNAMICS C.S.N.NOTE 858119AP5 10,3279,200,00PRN SOLE 0 0 0
STERICYCLE INC. COM 858912108 173 1,626SH SOLE 1,626 0 0
STILLWATER MINING COMPANY CNOTE 86074QAL6 8,5867,200,00PRN SOLE 0 0 0
STRYKER CORP. COM 863667101 359 5,508SH SOLE 5,508 0 0
SUNTRUST BANK COM 867914103 295 10,253SH SOLE 10,253 0 0
SYMANTEC CORP COM 871503108 327 13,235SH SOLE 13,235 0 0
SYMANTEC CORP C.S.N. NOTE 871503AF5 15,86712,300,0PRN SOLE 0 0 0
SYSCO CORP COM 871829107 393 11,171SH SOLE 11,171 0 0
TECO ENERGY INC COM 872375100 69 3,897SH SOLE 3,897 0 0
TJX COMPANIES, INC. COM 872540109 649 13,890SH SOLE 13,890 0 0
TARGET CORP. COM 87612E106 849 12,399SH SOLE 12,399 0 0
TENET HEALTHCARE CORP. COM 88033G407 96 2,012SH SOLE 2,012 0 0
TERADATA CORP COM 88076W103 188 3,213SH SOLE 3,213 0 0
TERADYNE INC COM 880770102 58 3,570SH SOLE 3,570 0 0
TESORO PETROLEUM CORP COM 881609101 156 2,667SH SOLE 2,667 0 0
TEXAS INSTRUMENTS INC COM 882508104 758 21,371SH SOLE 21,371 0 0
TEXTRON COM 883203101 160 5,362SH SOLE 5,362 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 525 6,864SH SOLE 6,864 0 0
3M CO COM 88579Y101 1,288 12,116SH SOLE 12,116 0 0
TIFFANY & CO. COM 886547108 158 2,266SH SOLE 2,266 0 0
TIME WARNER INC COM 887317303 1,039 18,028SH SOLE 18,028 0 0
TIME WARNER CABLE INC COM 88732J207 554 5,763SH SOLE 5,763 0 0
TORCHMARK CORP COM 891027104 109 1,815SH SOLE 1,815 0 0
TOTAL SYSTEM SERVICES COM 891906109 76 3,055SH SOLE 3,055 0 0
THE TRAVELERS COMPANIES INC COM 89417E109 612 7,271SH SOLE 7,271 0 0
TRINITY INDUSTRIES C.S.N. NOTE 896522AF6 14,75212,300,0PRN SOLE 0 0 0
TRIUMPH GROUP C.SUB.N. NOTE 896818AB7 14,6085,060,00PRN SOLE 0 0 0
TRIPADVISOR INC COM 896945201 110 2,086SH SOLE 2,086 0 0
TYSON FOODS, INC. COM 902494103 136 5,460SH SOLE 5,460 0 0
U.S. BANCORP COM 902973304 1,216 35,828SH SOLE 35,828 0 0
UNION PACIFIC CORP COM 907818108 1,275 8,955SH SOLE 8,955 0 0
UNITED PARCEL SERVICE CL B COM 911312106 1,171 13,627SH SOLE 13,627 0 0
UNITED STATES BRENT OIL FUND COM 91167Q100 1,774 21,335SH SOLE 21,335 0 0
UNITED STATES GAS FUND LP COM 91201T102 2,032 33,167SH SOLE 33,167 0 0
US NATURAL GAS FUND LP COM 912318201 16,062 734,440SH SOLE 734,440 0 0
UNITED STATES 12 MONTH OIL COM 91288V103 6,796 166,030SH SOLE 166,030 0 0
UNITED STATES STEEL CORP COM 912909108 53 2,739SH SOLE 2,739 0 0
US STEEL CORP C.S.N. NOTE 912909AE8 7,8577,550,00PRN SOLE 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,499 16,041SH SOLE 16,041 0 0
UNITED TECH CORP UNIT 99/99/9999 913017117 16,758 280,000SH SOLE 280,000 0 0
UNITEDHEALTH GROUP INC. COM 91324P102 1,114 19,474SH SOLE 19,474 0 0
UNUMPROVIDENT CORP COM 91529Y106 148 5,254SH SOLE 5,254 0 0
URBAN OUTFITTERS INC. COM 917047102 81 2,085SH SOLE 2,085 0 0
VF CORP COM 918204108 280 1,668SH SOLE 1,668 0 0
VALERO ENERGY CORP COM 91913Y100 479 10,530SH SOLE 10,530 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 150 2,084SH SOLE 2,084 0 0
VECTOR GROUP LTD S.C.B. NOTE 92240MAL2 6,4806,120,00PRN SOLE 0 0 0
VENTAS INC COM 92276F100 412 5,627SH SOLE 5,627 0 0
VERISIGN INC. COM 92343E102 140 2,953SH SOLE 2,953 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,669 54,302SH SOLE 54,302 0 0
VIACOM INC- CLASS B COM 92553P201 543 8,827SH SOLE 8,827 0 0
VISA INC - CLASS A COM 92826C839 1,686 9,925SH SOLE 9,925 0 0
VORNADO REALTY TRUST COM 929042109 270 3,229SH SOLE 3,229 0 0
VULCAN MATERIALS CO COM 929160109 127 2,462SH SOLE 2,462 0 0
WABASH NATIONAL CORP C.S.NNOTE 929566AH0 9,3127,700,00PRN SOLE 0 0 0
WAL-MART STORES INC COM 931142103 2,384 31,856SH SOLE 31,856 0 0
WALGREEN CO COM 931422109 779 16,340SH SOLE 16,340 0 0
WASHINGTON POST CO COM 939640108 39 88SH SOLE 88 0 0
WASTE MANAGEMENT INC COM 94106L109 326 8,317SH SOLE 8,317 0 0
WATERS CORPORATION COM 941848103 156 1,660SH SOLE 1,660 0 0
WELLPOINT INC COM 94973V107 387 5,846SH SOLE 5,846 0 0
WELLS FARGO COMPANY COM 949746101 3,448 93,223SH SOLE 93,223 0 0
WESCO DISTRIBUTION NOTE 95082PAH8 14,4375,496,00PRN SOLE 0 0 0
WESTERN DIGITAL CORPORATION COM 958102105 210 4,181SH SOLE 4,181 0 0
WESTERN UNION COM 959802109 171 11,364SH SOLE 11,364 0 0
WEYERHAEUSER COM 962166104 323 10,297SH SOLE 10,297 0 0
WHIRLPOOL CORP. COM 963320106 175 1,478SH SOLE 1,478 0 0
WHOLE FOODS MARKET, INC. COM 966837106 285 3,282SH SOLE 3,282 0 0
WILLIAMS COMPANIES INC. COM 969457100 475 12,690SH SOLE 12,690 0 0
WINDSTREAM CORP COM 97381W104 89 11,178SH SOLE 11,178 0 0
WISCONSIN ENERGY CORP COM 976657106 188 4,377SH SOLE 4,377 0 0
WPX ENERGY INC COM 98212B103 61 3,785SH SOLE 3,785 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 173 2,682SH SOLE 2,682 0 0
WYNN RESORTS LTD COM 983134107 189 1,507SH SOLE 1,507 0 0
XCEL ENERGY INC. COM 98389B100 276 9,279SH SOLE 9,279 0 0
XILINX INC COM 983919101 190 4,965SH SOLE 4,965 0 0
XILINX INC JR.SUB.CV.BD.NOTE 983919AD3 16,89212,600,0PRN SOLE 0 0 0
XEROX CORP. COM 984121103 208 24,184SH SOLE 24,184 0 0
XYLEM INC COM 98419M100 97 3,519SH SOLE 3,519 0 0
YAHOO! INC COM 984332106 467 19,833SH SOLE 19,833 0 0
YUM BRANDS INC COM 988498101 619 8,608SH SOLE 8,608 0 0
ZIMMER HOLDINGS INC COM 98956P102 249 3,306SH SOLE 3,306 0 0
ZIONS BANCORPORATION COM 989701107 87 3,500SH SOLE 3,500 0 0
AON PLC COM G0408V102 374 6,074SH SOLE 6,074 0 0
ACCENTURE PLC-CL A COM G1151C101 923 12,146SH SOLE 12,146 0 0
COVIDIEN PLC COM G2554F113 612 9,028SH SOLE 9,028 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 212 4,774SH SOLE 4,774 0 0
EATON CORP PLC NPV COM G29183103 538 8,781SH SOLE 8,781 0 0
ENSCO PLC-CL A COM G3157S106 265 4,412SH SOLE 4,412 0 0
INGERSOLL-RAND PLC COM STK COM G47791101 294 5,348SH SOLE 5,348 0 0
INVESCO LTD COM G491BT108 245 8,446SH SOLE 8,446 0 0
NABORS INDUSTRIES LTD COM G6359F103 89 5,516SH SOLE 5,516 0 0
ROWAN COMPANIES PLC COM G7665A101 84 2,362SH SOLE 2,362 0 0
SEAGATE TECHNOLOGY COM G7945M107 236 6,445SH SOLE 6,445 0 0
XL GROUP PLC COM G98290102 174 5,753SH SOLE 5,753 0 0
ACE LTD COM H0023R105 575 6,464SH SOLE 6,464 0 0
GARMIN LTD COM H2906T109 58 1,765SH SOLE 1,765 0 0
NOBLE CORPORATION CHF0.01 COM H5833N103 183 4,801SH SOLE 4,801 0 0
PENTAIR LTD COM H6169Q108 211 4,003SH SOLE 4,003 0 0
TE CONNECTIVITY LTD COM H84989104 338 8,051SH SOLE 8,051 0 0
TYCO INTERNATIONAL LTD USD0.8COM H89128104 283 8,843SH SOLE 8,843 0 0
LYONDELLBASELL INDU-CL A COM N53745100 450 7,109SH SOLE 7,109 0 0