0000728572-13-000011.txt : 20130808
0000728572-13-000011.hdr.sgml : 20130808
20130808110901
ACCESSION NUMBER: 0000728572-13-000011
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130808
DATE AS OF CHANGE: 20130808
EFFECTIVENESS DATE: 20130808
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: 131020526
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
primary_doc.xml
13F-HR
LIVE
false
false
false
0000901849
XXXXXXXX
06-30-2013
06-30-2013
GUARDIAN LIFE INSURANCE CO OF AMERICA
7 HANOVER SQUARE
NY
NY
10004
13F COMBINATION REPORT
028-15487
028-12027
RS Investment Management Co LLC
028-04395
Baillie Gifford Overseas Limited
N
John H. Walter
Vice President, Director of Finance
212-598-1398
/s/ John H. Walter
New York
NY
08-08-2013
0
582
1099588
false
INFORMATION TABLE
2
junglic.xml
ADT CORP
COM
00101J106
106
2654
SH
SOLE
2654
0
0
AFLAC INC
COM
001055102
327
5622
SH
SOLE
5622
0
0
AGL RESOURCES INC
COM
001204106
61
1418
SH
SOLE
1418
0
0
AES CORP
COM
00130H105
89
7450
SH
SOLE
7450
0
0
AT&T INC
COM
00206R102
2340
66089
SH
SOLE
66089
0
0
ABBOTT LABORATORIES
COM
002824100
659
18902
SH
SOLE
18902
0
0
ABBVIE INC
COM
00287Y109
786
19022
SH
SOLE
19022
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
43
961
SH
SOLE
961
0
0
ACTAVIS INC
COM
00507K103
193
1531
SH
SOLE
1531
0
0
ADOBE SYSTEMS INC
COM
00724F101
273
6002
SH
SOLE
6002
0
0
ADVANCED MICRO DEVICES
COM
007903107
30
7304
SH
SOLE
7304
0
0
AETNA INC NEW
COM
00817Y108
291
4577
SH
SOLE
4577
0
0
AFFILIATED MANAGERS GROUP
NOTE
008252AL2
15752
12050000
PRN
SOLE
12050000
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
179
4177
SH
SOLE
4177
0
0
AIR PRODUCTS AND CHEMICALS
COM
009158106
229
2500
SH
SOLE
2500
0
0
AIRGAS INC
COM
009363102
78
819
SH
SOLE
819
0
0
AIRTRAN CORP
NOTE
00949PAD0
5126
3600000
PRN
SOLE
3600000
0
0
AKAMAI TECHNOLOGIES
COM
00971T101
91
2137
SH
SOLE
2137
0
0
ALCOA INC
COM
013817101
101
12869
SH
SOLE
12869
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
217
2349
SH
SOLE
2349
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
34
1287
SH
SOLE
1287
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE
01741RAD4
11433
11100000
PRN
SOLE
11100000
0
0
ALLERGAN INC
COM
018490102
311
3695
SH
SOLE
3695
0
0
ALLIANCE DATA SYSTEMS CORP
NOTE
018581AD0
1590
700000
PRN
SOLE
700000
0
0
ALLIANT TECHSYSTEMS INC
NOTE
018804AK0
8258
7200000
PRN
SOLE
7200000
0
0
ALLSTATE CORP
COM
020002101
276
5746
SH
SOLE
5746
0
0
ALTERA CORP
COM
021441100
127
3838
SH
SOLE
3838
0
0
ALTRIA GROUP INC
COM
02209S103
846
24188
SH
SOLE
24188
0
0
AMAZON COM INC
COM
023135106
1215
4376
SH
SOLE
4376
0
0
AMEREN CORP
COM
023608102
101
2923
SH
SOLE
2923
0
0
AMERICAN ELECTRIC POWER
COM
025537101
262
5844
SH
SOLE
5844
0
0
AMERICAN EXPRESS
COM
025816109
865
11566
SH
SOLE
11566
0
0
AMERICAN INTERNATIONAL GROUP
COM
026874784
794
17766
SH
SOLE
17766
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
348
4750
SH
SOLE
4750
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
155
2770
SH
SOLE
2770
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
198
2449
SH
SOLE
2449
0
0
AMGEN INC
COM
031162100
889
9008
SH
SOLE
9008
0
0
AMPHENOL CORP
CL A
032095101
150
1926
SH
SOLE
1926
0
0
ANADARKO PETROLEUM CORP
COM
032511107
518
6024
SH
SOLE
6024
0
0
ANALOG DEVICES INC
COM
032654105
166
3682
SH
SOLE
3682
0
0
APACHE CORP
COM
037411105
395
4708
SH
SOLE
4708
0
0
APACHE CORP
PFD CONV SER D
037411808
13444
281000
PRN
SOLE
281000
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
53
1754
SH
SOLE
1754
0
0
APOLLO GROUP INC.
COM
037604105
21
1203
SH
SOLE
1203
0
0
APPLE INC.
COM
037833100
4476
11300
SH
SOLE
11300
0
0
APPLIED MATERIALS INC
COM
038222105
215
14442
SH
SOLE
14442
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
269
7922
SH
SOLE
7922
0
0
ARCHER DANIELS MIDLAND CO
NOTE 0.875% 2/1
039483AW2
5041
5000000
PRN
SOLE
5000000
0
0
ARES CAPITAL CORP. C.S.B.
COM
04010LAB9
1693
1550000
PRN
SOLE
1550000
0
0
ASSURANT INC
COM
04621X108
49
954
SH
SOLE
954
0
0
AUTODESK INC
COM
052769106
92
2709
SH
SOLE
2709
0
0
AUTOMATIC DATA PROCESSING
COM
053015103
402
5836
SH
SOLE
5836
0
0
AUTONATION, INC.
COM
05329W102
20
467
SH
SOLE
467
0
0
AUTOZONE INC
COM
053332102
186
440
SH
SOLE
440
0
0
AVALON BAY COMMUNITIES INC
COM
053484101
197
1461
SH
SOLE
1461
0
0
AVERY-DENNISON CORP
COM
053611109
52
1213
SH
SOLE
1213
0
0
AVON PRODUCTS INC
COM
054303102
109
5193
SH
SOLE
5193
0
0
BB&T CORPORATION
COM
054937107
285
8413
SH
SOLE
8413
0
0
BMC SOFTWARE INC
COM
055921100
71
1583
SH
SOLE
1583
0
0
BAKER HUGHES INC.
COM
057224107
245
5317
SH
SOLE
5317
0
0
BALL CORP
COM
058498106
75
1799
SH
SOLE
1799
0
0
BANK OF AMERICA CORP
COM
060505104
1675
130215
SH
SOLE
130215
0
0
BANK OF NEW YORK MELLON CORP
COM
064058100
393
14003
SH
SOLE
14003
0
0
BARD C R INC
COM
067383109
100
920
SH
SOLE
920
0
0
BAXTER INTERNATIONAL INC
COM
071813109
455
6565
SH
SOLE
6565
0
0
BEAM INC
COM
073730103
122
1929
SH
SOLE
1929
0
0
BECTON DICKINSON & CO
COM
075887109
231
2335
SH
SOLE
2335
0
0
BED BATH & BEYOND INC.
COM
075896100
194
2731
SH
SOLE
2731
0
0
BEMIS CO.
COM
081437105
49
1240
SH
SOLE
1240
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
2457
21953
SH
SOLE
21953
0
0
BEST BUY COMPANY INC
COM
086516101
87
3194
SH
SOLE
3194
0
0
BIOGEN IDEC INC
COM
09062X103
611
2841
SH
SOLE
2841
0
0
BLACKROCK INC
COM
09247X101
389
1515
SH
SOLE
1515
0
0
BLOCK H & R INC
COM
093671105
91
3272
SH
SOLE
3272
0
0
BOEING CO.
COM
097023105
839
8189
SH
SOLE
8189
0
0
BORG-WARNER AUTOMOTIVE INC
COM
099724106
119
1384
SH
SOLE
1384
0
0
BOSTON PROPERTIES INC
COM
101121101
948
8993
SH
SOLE
8993
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
151
16336
SH
SOLE
16336
0
0
BOTTOMLINE TECH DEL INC
NOTE
101388AA4
10367
9500000
PRN
SOLE
9500000
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
881
19705
SH
SOLE
19705
0
0
BRISTOW GROUP, INC
NOTE 3.000% 6/1
110394AC7
11905
10100000
PRN
SOLE
10100000
0
0
BROADCOM CORP
CL A
111320107
213
6299
SH
SOLE
6299
0
0
BROOKDALE SENIOR LIVING INC
NOTE 2.750% 6/1
112463AA2
6535
5550000
PRN
SOLE
5550000
0
0
BROWN FORMAN CORP
CL B
115637209
123
1823
SH
SOLE
1823
0
0
CBS CORP NEW
CL B
124857202
344
7042
SH
SOLE
7042
0
0
CBRE GROUP INC
COM
12504L109
85
3652
SH
SOLE
3652
0
0
CF INDUSTRIES HOLDINGS INC
COM
125269100
122
714
SH
SOLE
714
0
0
C H ROBINSON WORLDWIDE INC
COM
12541W209
109
1933
SH
SOLE
1933
0
0
CIGNA CORP
COM
125509109
249
3434
SH
SOLE
3434
0
0
CME GROUP INC
COM
12572Q105
280
3690
SH
SOLE
3690
0
0
CMS ENERGY CORP.
COM
125896100
87
3187
SH
SOLE
3187
0
0
CSX CORP.
COM
126408103
285
12285
SH
SOLE
12285
0
0
CVS/ CAREMARK CORP
COM
126650100
847
14818
SH
SOLE
14818
0
0
CA INC
COM
12673P105
115
4006
SH
SOLE
4006
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
43
2584
SH
SOLE
2584
0
0
CABOT OIL & GAS CORP
COM
127097103
180
2531
SH
SOLE
2531
0
0
CACI INTL INC
NOTE 2.125% 5/0
127190AD8
9820
8200000
PRN
SOLE
8200000
0
0
CAMERON INTERNATIONAL CORP.
COM
13342B105
182
2982
SH
SOLE
2982
0
0
CAMPBELL SOUP CO
COM
134429109
96
2151
SH
SOLE
2151
0
0
CAPITAL ONE FINANCIAL CORP
COM
14040H105
440
7007
SH
SOLE
7007
0
0
CARDINAL HEALTH INC
COM
14149Y108
194
4102
SH
SOLE
4102
0
0
CAREFUSION CORP
COM
14170T101
99
2678
SH
SOLE
2678
0
0
CARMAX INC
COM
143130102
127
2745
SH
SOLE
2745
0
0
CARNIVAL CORP
PAIRED CTF
143658300
183
5348
SH
SOLE
5348
0
0
CATERPILLAR INC
COM
149123101
650
7883
SH
SOLE
7883
0
0
CELGENE CORP
COM
151020104
589
5040
SH
SOLE
5040
0
0
CENTERPOINT ENERGY
COM
15189T107
121
5146
SH
SOLE
5146
0
0
CENTURYLINK INC
COM
156700106
266
7530
SH
SOLE
7530
0
0
CERNER CORP.
COM
156782104
169
1755
SH
SOLE
1755
0
0
CHART INDS INC
NOTE 2.000% 8/0
16115QAC4
13794
9200000
PRN
SOLE
9200000
0
0
CHESAPEAKE ENERGY
COM
165167107
128
6266
SH
SOLE
6266
0
0
CHEVRONTEXACO CORP
COM
166764100
2767
23379
SH
SOLE
23379
0
0
CHIPOTLE MEXICAN GRILL
COM
169656105
134
369
SH
SOLE
369
0
0
CHUBB CORP
COM
171232101
266
3141
SH
SOLE
3141
0
0
CINCINNATI FINANCIAL CORP
COM
172062101
81
1765
SH
SOLE
1765
0
0
CISCO SYSTEMS INC
COM
17275R102
1560
64166
SH
SOLE
64166
0
0
CINTAS CORPORATION
COM
172908105
57
1261
SH
SOLE
1261
0
0
CITIGROUP INC
COM
172967424
1754
36569
SH
SOLE
36569
0
0
CITRIX SYSTEMS INC.
COM
177376100
135
2235
SH
SOLE
2235
0
0
CLIFFS NATURAL RESOURCES INC
COM
18683K101
30
1823
SH
SOLE
1823
0
0
CLOROX COMPANY
COM
189054109
131
1576
SH
SOLE
1576
0
0
COACH INC.
COM
189754104
193
3387
SH
SOLE
3387
0
0
COCA-COLA CO.
COM
191216100
1850
46126
SH
SOLE
46126
0
0
COCA COLA ENTERPRISES
COM
19122T109
111
3158
SH
SOLE
3158
0
0
COGNIZANT TECH SOLUTIONS
COM
192446102
227
3623
SH
SOLE
3623
0
0
COLGATE PALMOLIVE CO.
COM
194162103
606
10582
SH
SOLE
10582
0
0
COMCAST CORP NEW
CL A
20030N101
1330
31766
SH
SOLE
31766
0
0
COMERICA INC
COM
200340107
90
2259
SH
SOLE
2259
0
0
COMPUTER SCIENCES CORP
COM
205363104
81
1844
SH
SOLE
1844
0
0
CONAGRA FOODS INC.
COM
205887102
174
4980
SH
SOLE
4980
0
0
CONOCOPHILLIPS
COM
20825C104
889
14693
SH
SOLE
14693
0
0
CONSOL ENERGY INC.
COM
20854P109
74
2745
SH
SOLE
2745
0
0
CONSOLIDATED EDISON INC
COM
209115104
205
3524
SH
SOLE
3524
0
0
CONSTELLATION BRANDS INC
COM
21036P108
95
1825
SH
SOLE
1825
0
0
CORNING, INC.
COM
219350105
252
17720
SH
SOLE
17720
0
0
COSTCO WHOLESALE CORP
COM
22160K105
580
5242
SH
SOLE
5242
0
0
COVANTA HLDG CORP
NOTE 3.250% 6/0
22282EAC6
11159
8650000
PRN
SOLE
8650000
0
0
CROWN CASTLE INTL CORP.
COM
228227104
255
3524
SH
SOLE
3524
0
0
CUBIST PHARMACEUTICALS INC
NOTE 2.500% 11/0
229678AD9
12263
7000000
PRN
SOLE
7000000
0
0
CUMMINS INC.
COM
231021106
230
2124
SH
SOLE
2124
0
0
D.R. HORTON INC
COM
23331A109
71
3354
SH
SOLE
3354
0
0
DR HORTON
NOTE 2.000% 5/1
23331ABB4
7633
4600000
PRN
SOLE
4600000
0
0
DTE ENERGY COMPANY
COM
233331107
139
2067
SH
SOLE
2067
0
0
DANAHER CORP
COM
235851102
442
6982
SH
SOLE
6982
0
0
DARDEN RESTAURANTS INC
COM
237194105
78
1551
SH
SOLE
1551
0
0
DAVITA HEALTHCARE PARTNER,INC
COM
23918K108
123
1017
SH
SOLE
1017
0
0
DEALERTRACK TECHNOLOGIES
NOTE 1.500% 3/1
242309AB8
8432
7300000
PRN
SOLE
7300000
0
0
DEERE & CO
COM
244199105
381
4693
SH
SOLE
4693
0
0
DELL INC
COM
24702R101
235
17575
SH
SOLE
17575
0
0
DENBURY RESOURCES INC
COM
247916208
78
4495
SH
SOLE
4495
0
0
DENTSPLY INTERNATIONAL INC.
COM
249030107
70
1719
SH
SOLE
1719
0
0
DEVON ENERGY CORP NEW
COM
25179M103
235
4536
SH
SOLE
4536
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
57
827
SH
SOLE
827
0
0
DISNEY WALT CO
COM
254687106
1372
21727
SH
SOLE
21727
0
0
DISCOVER FINANCIAL SERVICES
COM
254709108
284
5962
SH
SOLE
5962
0
0
DISCOVERY COMMUNICATIONS
COM SER A
25470F104
228
2952
SH
SOLE
2952
0
0
DIRECTV
COM
25490A309
425
6898
SH
SOLE
6898
0
0
DOLLAR GENERAL CORP
COM
256677105
184
3639
SH
SOLE
3639
0
0
DOLLAR TREE INC
COM
256746108
139
2737
SH
SOLE
2737
0
0
DOMINION RESOURCES INC.
COM
25746U109
394
6935
SH
SOLE
6935
0
0
DOMINION RES INC VA NEW
NOTE 2.125% 12/1
25746UAT6
11857
7100000
PRN
SOLE
7100000
0
0
DOVER CORP
COM
260003108
163
2102
SH
SOLE
2102
0
0
DOW CHEMICAL
COM
260543103
466
14493
SH
SOLE
14493
0
0
DR. PEPPER SNAPPLE GROUP INC
COM
26138E109
113
2451
SH
SOLE
2451
0
0
DU PONT E I DE NEMOURS
COM
263534109
590
11243
SH
SOLE
11243
0
0
DUKE ENERGY CORP
COM
26441C204
572
8470
SH
SOLE
8470
0
0
DUN & BRADSTREET CORP
COM
26483E100
48
492
SH
SOLE
492
0
0
EMC CORP MASS
COM
268648102
598
25325
SH
SOLE
25325
0
0
EOG RESOURCES INC
COM
26875P101
430
3262
SH
SOLE
3262
0
0
EQT CORPORATION
COM
26884L109
143
1803
SH
SOLE
1803
0
0
ETFS PLATINUM TR
SH BEN INT
26922V101
5688
43359
SH
SOLE
43359
0
0
ETFS PHYSICAL PALLADIUM SHARES
SH BEN INT
26923A106
3633
56220
SH
SOLE
56220
0
0
E TRADE FINANCIAL CORP
COM
269246401
43
3434
SH
SOLE
3434
0
0
EASTMAN CHEMICAL
COM
277432100
130
1852
SH
SOLE
1852
0
0
EBAY INC
COM
278642103
726
14042
SH
SOLE
14042
0
0
ECOLAB INC
COM
278865100
271
3185
SH
SOLE
3185
0
0
EDISON INTERNATIONAL, INC.
COM
281020107
189
3921
SH
SOLE
3921
0
0
EDWARDS LIFESCIENCES SP
COM
28176E108
92
1370
SH
SOLE
1370
0
0
ELECTRONIC ARTS INC.
COM
285512109
83
3612
SH
SOLE
3612
0
0
EMERSON ELECTRIC CO
COM
291011104
474
8689
SH
SOLE
8689
0
0
ENCORE CAPITAL GROUP INC
NOTE 3.000% 11/2
292554AC6
9845
8000000
PRN
SOLE
8000000
0
0
ENERSYS
NOTE 3.375% 6/0
29275YAA0
12106
9250000
PRN
SOLE
9250000
0
0
ENTERGY CORP
COM
29364G103
149
2142
SH
SOLE
2142
0
0
EQUIFAX INC
COM
294429105
85
1447
SH
SOLE
1447
0
0
EQUINIX
NOTE 3.000% 10/1
29444UAG1
10432
6200000
PRN
SOLE
6200000
0
0
EQUITY RESIDENTIAL
COM
29476L107
224
3855
SH
SOLE
3855
0
0
EXELON CORP
COM
30161N101
318
10285
SH
SOLE
10285
0
0
EXPEDIA INC
CL A
30212P303
68
1128
SH
SOLE
1128
0
0
EXPEDITORS INTL WASH INC
COM
302130109
95
2489
SH
SOLE
2489
0
0
EXPRESS SCRIPTS HOLDING CO.
COM
30219G108
608
9849
SH
SOLE
9849
0
0
EXXON MOBIL CORP
COM
30231G102
4872
53920
SH
SOLE
53920
0
0
FLIR SYSTEMS INC.
COM
302445101
47
1745
SH
SOLE
1745
0
0
FMC CORP
COM
302491303
101
1648
SH
SOLE
1648
0
0
FMC TECHNOLOGIES INC
COM
30249U101
159
2854
SH
SOLE
2854
0
0
FAMILY DOLLAR STORES INC.
COM
307000109
72
1159
SH
SOLE
1159
0
0
FASTENAL COMPANY
COM
311900104
149
3244
SH
SOLE
3244
0
0
FEDEX CORP
COM
31428X106
346
3513
SH
SOLE
3513
0
0
F5 NETWORKS INC.
COM
315616102
65
945
SH
SOLE
945
0
0
FIDELITY NATIONAL INFORMATION SERVICES
COM
31620M106
151
3528
SH
SOLE
3528
0
0
FIDELITY NATIONAL FINANCIAL
NOTE 4.250% 8/1
31620RAE5
4198
3200000
PRN
SOLE
3200000
0
0
FIFTH THIRD BANCORP
COM
316773100
190
10534
SH
SOLE
10534
0
0
FIRST HORIZON NATIONAL CORP
COM
320517105
33
2936
SH
SOLE
2936
0
0
FIRST SOLAR INC
COM
336433107
32
724
SH
SOLE
724
0
0
FISERV, INC.
COM
337738108
141
1608
SH
SOLE
1608
0
0
FIRSTENERGY CORP
COM
337932107
188
5025
SH
SOLE
5025
0
0
FLUOR CORP - NEW
COM
343412102
116
1962
SH
SOLE
1962
0
0
FLOWSERVE CORPORATION
COM
34354P105
95
1755
SH
SOLE
1755
0
0
FORD MOTOR CO.
COM
345370860
730
47201
SH
SOLE
47201
0
0
FOREST LABORATORIES, INC.
COM
345838106
116
2819
SH
SOLE
2819
0
0
FORTUNE BRANDS HOME & SECURITY INC
COM
34964C106
0
1
SH
SOLE
1
0
0
FOSSIL GROUP INC
COM
34988V106
66
641
SH
SOLE
641
0
0
FRANKLIN RESOURCES INC
COM
354613101
227
1666
SH
SOLE
1666
0
0
FREEPORT MCMORAN COPPER GOLD
COM
35671D857
338
12237
SH
SOLE
12237
0
0
FRONTIER COMMUNICATIONS CO.
COM
35906A108
49
12013
SH
SOLE
12013
0
0
GAMESTOP CORP
COM
36467W109
61
1461
SH
SOLE
1461
0
0
GANNETT CO
COM
364730101
68
2766
SH
SOLE
2766
0
0
GAP INC
COM
364760108
149
3576
SH
SOLE
3576
0
0
GENERAL DYNAMICS CORP
COM
369550108
313
3995
SH
SOLE
3995
0
0
GENERAL ELECTRIC
COM
369604103
2902
125137
SH
SOLE
125137
0
0
GENERAL MILLS INC
COM
370334104
378
7781
SH
SOLE
7781
0
0
GENERAL MOTORS CORP
COM
37045V100
306
9200
SH
SOLE
9200
0
0
GENERAL MTRS CO
JR PFD CNV SRB
37045V209
13672
283000
PRN
SOLE
283000
0
0
GENESEE & WYOMING INC
UNIT 10/01/2015
371559204
8752
73000
SH
SOLE
73000
0
0
GENUINE PARTS CO
COM
372460105
145
1862
SH
SOLE
1862
0
0
GENWORTH FINANCIAL INC.
COM
37247D106
68
5929
SH
SOLE
5929
0
0
GILEAD SCIENCES INC
COM
375558103
938
18321
SH
SOLE
18321
0
0
GILEAD SCIENCES INC
NOTE 1.625% 5/0
375558AP8
27158
12000000
PRN
SOLE
12000000
0
0
GOLDMAN SACHS
COM
38141G104
796
5266
SH
SOLE
5266
0
0
GOODYEAR TIRE & RUBBER CO
COM
382550101
45
2949
SH
SOLE
2949
0
0
GOODYEAR TIRE& RUBBER
PFD CONV 5.875%
382550309
11066
224130
PRN
SOLE
224130
0
0
GOOGLE INC
CL A
38259P508
2829
3213
SH
SOLE
3213
0
0
GRAINGER WW INC
COM
384802104
181
716
SH
SOLE
716
0
0
GREEN PLAINS RENEWABLE ENERGY
NOTE 5.750% 11/0
393222AB0
8597
7500000
PRN
SOLE
7500000
0
0
HCP INC
COM
40414L109
248
5456
SH
SOLE
5456
0
0
HALLIBURTON CO
COM
406216101
468
11214
SH
SOLE
11214
0
0
HARLEY DAVIDSON
COM
412822108
149
2726
SH
SOLE
2726
0
0
HARMAN INTERNATIONAL INDUSTRIES, INC.
COM
413086109
45
822
SH
SOLE
822
0
0
HARRIS CORP
COM
413875105
67
1356
SH
SOLE
1356
0
0
HARTFORD FINANCIAL SERVICES GROUP
COM
416515104
162
5254
SH
SOLE
5254
0
0
HASBRO INC
COM
418056107
61
1370
SH
SOLE
1370
0
0
HEALTH CARE REIT INC
COM
42217K106
226
3379
SH
SOLE
3379
0
0
HEALTH CARE REIT INC
NOTE 3.000% 12/0
42217KAR7
4234
3200000
PRN
SOLE
3200000
0
0
HELMERICH AND PAYNE
COM
423452101
80
1278
SH
SOLE
1278
0
0
HERSHEY FOODS CORP
COM
427866108
162
1811
SH
SOLE
1811
0
0
HESS CORP
COM
42809H107
238
3582
SH
SOLE
3582
0
0
HEWLETT PACKARD CO.
COM
428236103
583
23500
SH
SOLE
23500
0
0
HOME DEPOT INC
COM
437076102
1394
17994
SH
SOLE
17994
0
0
HONEYWELL INTERNATIONAL INC.
COM
438516106
748
9432
SH
SOLE
9432
0
0
HORMEL FOODS CORP
COM
440452100
62
1617
SH
SOLE
1617
0
0
HOSPIRA INC
COM
441060100
76
1981
SH
SOLE
1981
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
148
8745
SH
SOLE
8745
0
0
HUDSON CITY BANCORP INC.
COM
443683107
52
5713
SH
SOLE
5713
0
0
HUMANA INC
COM
444859102
161
1907
SH
SOLE
1907
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
80
10134
SH
SOLE
10134
0
0
IXIA
NOTE 3.000% 12/1
45071RAB5
9455
7900000
PRN
SOLE
7900000
0
0
ICONIX BRAND GROUP
NOTE 2.500% 6/0
451055AE7
8635
7650000
PRN
SOLE
7650000
0
0
IDERA PHARMACEUTICALS INC.
COM
45168K306
244
371759
SH
SOLE
371759
0
0
ILLINOIS TOOL WORKS
COM
452308109
346
4998
SH
SOLE
4998
0
0
INTEL CORP
COM
458140100
1442
59523
SH
SOLE
59523
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
15293
12000000
PRN
SOLE
12000000
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
55
936
SH
SOLE
936
0
0
INTERCONTINENTALEXCHANGE INC
COM
45865V100
154
867
SH
SOLE
867
0
0
INTL BUSINESS MACHINES CORP I.B.M.
COM
459200101
2410
12608
SH
SOLE
12608
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
74
980
SH
SOLE
980
0
0
INTERNATIONAL GAME TECHNOLOGY
COM
459902102
53
3179
SH
SOLE
3179
0
0
INTL GAME TECH
NOTE 3.250% 5/0
459902AQ5
15354
14400000
PRN
SOLE
14400000
0
0
INTERNATIONAL PAPER
COM
460146103
235
5309
SH
SOLE
5309
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
72
4981
SH
SOLE
4981
0
0
INTUIT INC
COM
461202103
205
3353
SH
SOLE
3353
0
0
INTUITIVE SURGICAL INC
COM
46120E602
244
482
SH
SOLE
482
0
0
IRON MOUNTAIN INC
COM
462846106
53
2008
SH
SOLE
2008
0
0
ISHARES SILVER TRUST
COM
46428Q109
8288
436892
SH
SOLE
436892
0
0
JDS UNIPHASE CORP
COM
46612J507
41
2830
SH
SOLE
2830
0
0
JP MORGAN CHASE & CO.
COM
46625H100
2432
46061
SH
SOLE
46061
0
0
JABIL CIRCUIT INC
COM
466313103
45
2217
SH
SOLE
2217
0
0
JACOBS ENGINEERING GROUP INC.
COM
469814107
86
1568
SH
SOLE
1568
0
0
JOHNSON & JOHNSON
COM
478160104
2888
33639
SH
SOLE
33639
0
0
JOHNSON CONTROLS
COM
478366107
294
8226
SH
SOLE
8226
0
0
JOY GLOBAL
COM
481165108
62
1272
SH
SOLE
1272
0
0
JUNIPER NETWORKS INC
COM
48203R104
120
6205
SH
SOLE
6205
0
0
KLA-TENCOR CORPORATION
COM
482480100
111
1993
SH
SOLE
1993
0
0
KANSAS CITY SOUTHERN INDS
COM
485170302
140
1325
SH
SOLE
1325
0
0
KELLOGG CO
COM
487836108
193
3005
SH
SOLE
3005
0
0
KEYCORP
COM
493267108
123
11119
SH
SOLE
11119
0
0
KIMBERLY-CLARK CORP
COM
494368103
453
4666
SH
SOLE
4666
0
0
KIMCO REALTY CORP
COM
49446R109
105
4902
SH
SOLE
4902
0
0
KINDER MORGAN INC.
COM
49456B101
290
7603
SH
SOLE
7603
0
0
KOHLS CORP
COM
500255104
129
2547
SH
SOLE
2547
0
0
KRAFT FOODS INC
COM
50076Q106
398
7131
SH
SOLE
7131
0
0
KROGER CO
COM
501044101
215
6239
SH
SOLE
6239
0
0
L BRANDS INC
COM
501797104
142
2877
SH
SOLE
2877
0
0
LSI LOGIC CORP
COM
502161102
47
6616
SH
SOLE
6616
0
0
L-3 COMMUNICATIONS HLDGS INC.
COM
502424104
93
1082
SH
SOLE
1082
0
0
LABORATORY CORP. OF AMERICA HOLDINGS
COM
50540R409
113
1130
SH
SOLE
1130
0
0
LABORATORY CORP. C.S.N. LYON
COM
50540RAG7
12523
9350000
SH
SOLE
9350000
0
0
LAM RESEARCH CORP
COM
512807108
87
1954
SH
SOLE
1954
0
0
LAM RESEARCH CORP
NOTE 0.500% 5/1
512807AJ7
4205
4000000
PRN
SOLE
4000000
0
0
LAUDER ESTEE
COM
518439104
190
2884
SH
SOLE
2884
0
0
LEGGETT & PLATT INC
COM
524660107
53
1718
SH
SOLE
1718
0
0
LEGG MASON INC
COM
524901105
43
1382
SH
SOLE
1382
0
0
LENNAR CORP
COM
526057104
72
1987
SH
SOLE
1987
0
0
LEUCADIA NATIONAL CORP
COM
527288104
93
3529
SH
SOLE
3529
0
0
LIFE TECHNOLOGIES CORP
COM
53217V109
154
2079
SH
SOLE
2079
0
0
LIFEPOINT HOSPITALS INC
NOTE 3.500% 5/1
53219LAH2
9948
9200000
PRN
SOLE
9200000
0
0
LILLY ELI & CO
COM
532457108
590
12014
SH
SOLE
12014
0
0
LINCOLN NATIONAL CORP
COM
534187109
119
3267
SH
SOLE
3267
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
103
2798
SH
SOLE
2798
0
0
LINEAR TECHNOLOGY CORP
NOTE 3.000% 5/0
535678AC0
9498
9100000
PRN
SOLE
9100000
0
0
LOCKHEED MARTIN CORP
COM
539830109
349
3220
SH
SOLE
3220
0
0
LOEWS CORP
COM
540424108
165
3721
SH
SOLE
3721
0
0
LORILLARD INC
COM
544147101
199
4566
SH
SOLE
4566
0
0
LOWE'S COMPANIES
COM
548661107
546
13359
SH
SOLE
13359
0
0
M & T BANK CORPORATION
COM
55261F104
164
1465
SH
SOLE
1465
0
0
MGIC INVESTMENT CORP
NOTE 2.000% 4/0
552848AE3
5663
5000000
PRN
SOLE
5000000
0
0
MGM MIRAGE MGM INC
NOTE 4.250% 4/1
55303QAE0
8955
8000000
PRN
SOLE
8000000
0
0
MACERICH CO
COM
554382101
101
1652
SH
SOLE
1652
0
0
MACYS INC
COM
55616P104
228
4758
SH
SOLE
4758
0
0
MARATHON OIL CORP
COM
565849106
294
8516
SH
SOLE
8516
0
0
MARATHON PETROLEM CORP
COM
56585A102
283
3989
SH
SOLE
3989
0
0
MARSH & MCLENNAN COS
COM
571748102
263
6598
SH
SOLE
6598
0
0
MARRIOTT INTERNATIONAL INC
COM
571903202
118
2932
SH
SOLE
2932
0
0
MASCO CORP
COM
574599106
84
4288
SH
SOLE
4288
0
0
MASTERCARD INC
CL A
57636Q104
731
1272
SH
SOLE
1272
0
0
MATTEL INC
COM
577081102
188
4145
SH
SOLE
4145
0
0
MCCORMICK & CO
COM
579780206
112
1589
SH
SOLE
1589
0
0
MCDONALD'S CORP
COM
580135101
1194
12060
SH
SOLE
12060
0
0
MCGRAW HILL FINANCIAL INC
COM
580645109
180
3379
SH
SOLE
3379
0
0
MCKESSON CORP
COM
58155Q103
321
2801
SH
SOLE
2801
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
193
2433
SH
SOLE
2433
0
0
MEADWESTVACO CORP
COM
583334107
72
2110
SH
SOLE
2110
0
0
MEDTRONIC INC
COM
585055106
626
12172
SH
SOLE
12172
0
0
MENTOR GRAPHICS CORP
SDCV 4.000% 4/0
587200AK2
13804
11350000
PRN
SOLE
11350000
0
0
MERCK & COMPANY, INC.
COM
58933Y105
1690
36373
SH
SOLE
36373
0
0
MERITAGE CORP
NOTE 1.875% 9/1
59001AAR3
988
900000
PRN
SOLE
900000
0
0
METLIFE INC
COM
59156R108
602
13160
SH
SOLE
13160
0
0
METLIFE INC
UNIT 99/99/9999
59156R116
15012
274000
PRN
SOLE
274000
0
0
MICROSOFT CORP
COM
594918104
3133
90722
SH
SOLE
90722
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
88
2351
SH
SOLE
2351
0
0
MICRON TECHNOLOGY
COM
595112103
176
12296
SH
SOLE
12296
0
0
MOLEX INC.
COM
608554101
49
1665
SH
SOLE
1665
0
0
MOLSON COORS BREWING CO
COM
60871R209
90
1871
SH
SOLE
1871
0
0
MONDELEZ INTERNATIONAL INC
COM
609207105
611
21400
SH
SOLE
21400
0
0
MONSANTO CO
COM
61166W101
637
6447
SH
SOLE
6447
0
0
MONSTER BEVERAGE CORPORATION
COM
611740101
105
1734
SH
SOLE
1734
0
0
MOODY'S CORP
COM
615369105
142
2336
SH
SOLE
2336
0
0
MORGAN STANLEY
COM
617446448
404
16532
SH
SOLE
16532
0
0
MOSAIC CO
COM
61945C103
179
3329
SH
SOLE
3329
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
192
3322
SH
SOLE
3322
0
0
MURPHY OIL CORP
COM
626717102
133
2186
SH
SOLE
2186
0
0
MYLAN INC
COM
628530107
148
4760
SH
SOLE
4760
0
0
MYLAN INC
NOTE 3.750% 9/1
628530AJ6
13035
5500000
PRN
SOLE
5500000
0
0
NRG ENERGY, INC.
COM
629377508
104
3889
SH
SOLE
3889
0
0
NYSE EURONEXT
COM
629491101
121
2925
SH
SOLE
2925
0
0
NASDAQ STOCK MARKET INC
COM
631103108
46
1416
SH
SOLE
1416
0
0
NATIONAL-OILWELL INC
COM
637071101
353
5129
SH
SOLE
5129
0
0
NETAPP INC
COM
64110D104
164
4342
SH
SOLE
4342
0
0
NETFLIX INC.
COM
64110L106
141
668
SH
SOLE
668
0
0
NEWELL RUBBERMAID INC.
COM
651229106
90
3441
SH
SOLE
3441
0
0
NEWFIELD EXPLORATION COMPANY
COM
651290108
39
1620
SH
SOLE
1620
0
0
NEWMONT MINING CORP NEW
COM
651639106
179
5970
SH
SOLE
5970
0
0
NEWPARK RES
NOTE 4.000% 10/0
651718AC2
10170
8000000
PRN
SOLE
8000000
0
0
TWENTY FIRST CENTURY FOX INC
COM
65248E104
785
24065
SH
SOLE
24065
0
0
NEXTERA ENERGY INC.
COM
65339F101
415
5096
SH
SOLE
5096
0
0
NIKE, INC
CL B
654106103
556
8732
SH
SOLE
8732
0
0
NISOURCE INC.
COM
65473P105
107
3745
SH
SOLE
3745
0
0
NOBLE ENERGY INC
COM
655044105
259
4322
SH
SOLE
4322
0
0
NORDSTROM INC
COM
655664100
108
1803
SH
SOLE
1803
0
0
NORFOLK SOUTHERN CORP
COM
655844108
275
3785
SH
SOLE
3785
0
0
NORTHEAST UTILITIES
COM
664397106
159
3774
SH
SOLE
3774
0
0
NORTHERN TRUST CORP
COM
665859104
152
2619
SH
SOLE
2619
0
0
NORTHROP GRUMMAN CORP
COM
666807102
236
2854
SH
SOLE
2854
0
0
NUANCE COMMUNICATIONS INC
NOTE 2.750% 11/0
67020YAF7
9270
9000000
PRN
SOLE
9000000
0
0
NUCOR CORP.
COM
670346105
165
3818
SH
SOLE
3818
0
0
NVDIA CORP
COM
67066G104
99
7091
SH
SOLE
7091
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
151
1340
SH
SOLE
1340
0
0
OCCIDENTAL PETROLEUM
COM
674599105
865
9696
SH
SOLE
9696
0
0
OMNICOM GROUP INC
COM
681919106
198
3146
SH
SOLE
3146
0
0
OMNICOM GROUP INC
NOTE 7/3
681919AV8
4124
3600000
PRN
SOLE
3600000
0
0
ON SEMICONDUCTOR CORP
NOTE 2.625% 12/1
682189AH8
7931
6900000
PRN
SOLE
6900000
0
0
ONEOK INC
COM
682680103
102
2463
SH
SOLE
2463
0
0
ORACLE SYSTEMS
COM
68389X105
1365
44440
SH
SOLE
44440
0
0
OWENS-ILLINOIS INC
COM
690768403
55
1969
SH
SOLE
1969
0
0
PDL BIOPHARMA INC
NOTE 3.750% 5/0
69329YAC8
5673
4598000
PRN
SOLE
4598000
0
0
PG&E CORPORATION
COM
69331C108
241
5279
SH
SOLE
5279
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
463
6354
SH
SOLE
6354
0
0
PPG INDUSTRIES INC
COM
693506107
252
1720
SH
SOLE
1720
0
0
PPL CORPORATION
COM
69351T106
212
7014
SH
SOLE
7014
0
0
PPL CORPORATION
UNIT 99/99/9999S
69351T114
9491
175400
PRN
SOLE
175400
0
0
PVH CORP
COM
693656100
117
939
SH
SOLE
939
0
0
PACCAR INC
COM
693718108
228
4247
SH
SOLE
4247
0
0
PALL CORP
COM
696429307
89
1345
SH
SOLE
1345
0
0
PARKER-HANNIFIN CORP
COM
701094104
171
1794
SH
SOLE
1794
0
0
PATTERSON COS INC
COM
703395103
38
1007
SH
SOLE
1007
0
0
PAYCHEX INC
COM
704326107
142
3889
SH
SOLE
3889
0
0
PEABODY ENERGY CORP.
COM
704549104
47
3240
SH
SOLE
3240
0
0
PENNEY JC COMPANY INC.
COM
708160106
29
1720
SH
SOLE
1720
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
61
4077
SH
SOLE
4077
0
0
PEPCO HOLDINGS INC
COM
713291102
60
2986
SH
SOLE
2986
0
0
PEPSICO INC
COM
713448108
1519
18567
SH
SOLE
18567
0
0
PERKIN ELMER INC
COM
714046109
44
1361
SH
SOLE
1361
0
0
PERRIGO CO
COM
714290103
129
1070
SH
SOLE
1070
0
0
PETSMART INC.
COM
716768106
87
1295
SH
SOLE
1295
0
0
PFIZER, INC.
COM
717081103
2423
86517
SH
SOLE
86517
0
0
PHILIP MORRIS INTERNATIONAL
COM
718172109
1718
19831
SH
SOLE
19831
0
0
PHILLIPS 66
COM
718546104
441
7487
SH
SOLE
7487
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
73
1317
SH
SOLE
1317
0
0
PIONEER NATURAL RESOURCE CO
COM
723787107
231
1593
SH
SOLE
1593
0
0
PITNEY BOWES INC
COM
724479100
36
2422
SH
SOLE
2422
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
91
1953
SH
SOLE
1953
0
0
POWERSHARES DB MULTI SECT COMM
DB ENERGY FUND
73936B101
13057
480040
SH
SOLE
480040
0
0
POWERSHARES DB AGRICULTURE F
PS DB AGRICUL FD
73936B408
66622
2674513
SH
SOLE
2674513
0
0
POWERSHARES DB OIL FUND
DB OIL FUND
73936B507
31828
1227930
SH
SOLE
1227930
0
0
POWERSHARES DB BASE METALS F
DB BASE METALS
73936B705
14888
921313
SH
SOLE
921313
0
0
PRAXAIR INC
COM
74005P104
411
3568
SH
SOLE
3568
0
0
PRECISION CASTPARTS CORP
COM
740189105
398
1762
SH
SOLE
1762
0
0
T ROWE PRICE GROUP INC.
COM
74144T108
228
3116
SH
SOLE
3116
0
0
PRICELINE.COM INC
COM
741503403
515
623
SH
SOLE
623
0
0
PRICELINE.COM INC
DEBT 1.000% 3/1
741503AQ9
21158
18200000
PRN
SOLE
18200000
0
0
PRINCIPAL FINANCIAL GROUP INC.
COM
74251V102
124
3320
SH
SOLE
3320
0
0
PROCTER & GAMBLE CO.
COM
742718109
2531
32874
SH
SOLE
32874
0
0
PROGRESSIVE CORP OH
COM
743315103
170
6695
SH
SOLE
6695
0
0
PROLOGIS INC
COM
74340W103
224
5942
SH
SOLE
5942
0
0
PRUDENTIAL FINANCIAL INC.
COM
744320102
409
5595
SH
SOLE
5595
0
0
PUBLIC SVC ENTERPRISES
COM
744573106
199
6088
SH
SOLE
6088
0
0
PUBLIC STORAGE INC
COM
74460D109
266
1736
SH
SOLE
1736
0
0
PULTE HOMES INC.
COM
745867101
78
4094
SH
SOLE
4094
0
0
QEP RESOURCES INC
COM
74733V100
60
2149
SH
SOLE
2149
0
0
QUALCOMM INC
COM
747525103
1263
20677
SH
SOLE
20677
0
0
QUANTA SERVICES INC
COM
74762E102
68
2558
SH
SOLE
2558
0
0
QUEST DIAGNOSTICS
COM
74834L100
115
1896
SH
SOLE
1896
0
0
RALPH LAUREN CORP.
COM
751212101
128
735
SH
SOLE
735
0
0
RANGE RESOURCES CORP.
COM
75281A109
151
1953
SH
SOLE
1953
0
0
RAYONIER INC
NOTE 4.500% 8/1
75508AAC0
2854
1700000
PRN
SOLE
1700000
0
0
RAYTHEON COMPANY
COM
755111507
259
3924
SH
SOLE
3924
0
0
RED HAT INC.
COM
756577102
111
2325
SH
SOLE
2325
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
206
918
SH
SOLE
918
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
162
17009
SH
SOLE
17009
0
0
REPUBLIC SERVICES INC
COM
760759100
121
3579
SH
SOLE
3579
0
0
REYNOLDS AMERICAN INC
COM
761713106
188
3882
SH
SOLE
3882
0
0
ROBERT HALF INTERNATIONAL INC.
COM
770323103
56
1684
SH
SOLE
1684
0
0
ROCKWELL AUTOMATION INC
COM
773903109
140
1685
SH
SOLE
1685
0
0
ROCKWELL INTL CORP
COM
774341101
104
1644
SH
SOLE
1644
0
0
ROPER INDUSTRIES INC
COM
776696106
147
1182
SH
SOLE
1182
0
0
ROPER INDS INC NEW
FRNT 1/1
776696AA4
15899
10200000
PRN
SOLE
10200000
0
0
ROSS STORES INC
COM
778296103
173
2676
SH
SOLE
2676
0
0
RYDER SYS INC
COM
783549108
37
613
SH
SOLE
613
0
0
SAIC INC
COM
78390X101
48
3415
SH
SOLE
3415
0
0
SLM CORPORATION
COM
78442P106
125
5456
SH
SOLE
5456
0
0
SPDR TRUST SERIES 1
TR UNIT
78462F103
44827
280150
SH
SOLE
280150
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
29308
246075
SH
SOLE
246075
0
0
SAFEWAY INC
COM
786514208
68
2883
SH
SOLE
2883
0
0
ST. JUDE MEDICAL INC.
COM
790849103
155
3405
SH
SOLE
3405
0
0
SALESFORCE.COM INC
COM
79466L302
248
6485
SH
SOLE
6485
0
0
SALIX PHARMACEUTICALS, LTD
NOTE 1.500% 3/1
795435AE6
10261
8600000
PRN
SOLE
8600000
0
0
SANDISK CORP
COM
80004C101
177
2905
SH
SOLE
2905
0
0
SANDISK CORP
NOTE 1.500% 8/1
80004CAD3
12398
9300000
PRN
SOLE
9300000
0
0
SCANA CORP.
COM
80589M102
82
1673
SH
SOLE
1673
0
0
SCHLUMBERGER LTD
COM
806857108
1145
15984
SH
SOLE
15984
0
0
SCHWAB CHARLES CORP
COM
808513105
281
13226
SH
SOLE
13226
0
0
SCRIPP NETWORK
COM
811065101
69
1034
SH
SOLE
1034
0
0
SEALED AIR CORP
COM
81211K100
56
2342
SH
SOLE
2342
0
0
SEMPRA ENERGY
COM
816851109
222
2717
SH
SOLE
2717
0
0
SHERWIN-WILLIAMS CO
COM
824348106
182
1032
SH
SOLE
1032
0
0
SIGMA-ALDRICH
COM
826552101
116
1445
SH
SOLE
1445
0
0
SIMON PROPERTY GROUP INC.
COM
828806109
596
3775
SH
SOLE
3775
0
0
JM SMUCKER CO/THE-NEWW COM WI
COM
832696405
133
1291
SH
SOLE
1291
0
0
SNAP-ON INC.
COM
833034101
62
693
SH
SOLE
693
0
0
SOUTHERN CO
COM
842587107
461
10455
SH
SOLE
10455
0
0
SOUTHWEST AIRLINES
COM
844741108
113
8763
SH
SOLE
8763
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
154
4224
SH
SOLE
4224
0
0
SPECTRA ENERGY CORP
COM
847560109
277
8040
SH
SOLE
8040
0
0
SPRINT NEXTEL CORP
COM
852061100
254
36233
SH
SOLE
36233
0
0
STANLEY BLACK + DECKER INC
COM
854502101
149
1929
SH
SOLE
1929
0
0
STANLEY BLACK + DECKER INC
UNIT 99/99/9999
854502309
16941
131000
PRN
SOLE
131000
0
0
STAPLES INC
COM
855030102
129
8110
SH
SOLE
8110
0
0
STARBUCKS CORP.
COM
855244109
591
9018
SH
SOLE
9018
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE
COM
85590A401
147
2334
SH
SOLE
2334
0
0
STATE STREET CORP
COM
857477103
359
5499
SH
SOLE
5499
0
0
STEEL DYNAMICS INC
NOTE 5.125% 6/1
858119AP5
9815
9200000
PRN
SOLE
9200000
0
0
STERICYCLE INC.
COM
858912108
113
1026
SH
SOLE
1026
0
0
STILLWATER MINING COMPANY
NOTE 1.750% 10/1
86074QAL6
7475
7200000
PRN
SOLE
7200000
0
0
STRYKER CORP.
COM
863667101
225
3485
SH
SOLE
3485
0
0
SUNTRUST BANK
COM
867914103
204
6476
SH
SOLE
6476
0
0
SYMANTEC CORP
COM
871503108
186
8295
SH
SOLE
8295
0
0
SYSCO CORP
COM
871829107
241
7052
SH
SOLE
7052
0
0
TECO ENERGY INC
COM
872375100
42
2459
SH
SOLE
2459
0
0
TJX COMPANIES, INC.
COM
872540109
439
8777
SH
SOLE
8777
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.000% 7/0 ADDED
874054AD1
7780
8000000
PRN
SOLE
8000000
0
0
TARGET CORP.
COM
87612E106
540
7836
SH
SOLE
7836
0
0
TENET HEALTHCARE CORP.
COM
88033G407
57
1246
SH
SOLE
1246
0
0
TERADATA CORP
COM
88076W103
100
1997
SH
SOLE
1997
0
0
TERADYNE INC
COM
880770102
40
2289
SH
SOLE
2289
0
0
TESORO PETROLEUM CORP
COM
881609101
87
1655
SH
SOLE
1655
0
0
TESLA MOTORS INC
NOTE 1.500% 6/0 ADDED
88160RAA9
6754
6000000
PRN
SOLE
6000000
0
0
TEXAS INSTRUMENTS INC
COM
882508104
464
13296
SH
SOLE
13296
0
0
TEXTRON
COM
883203101
85
3268
SH
SOLE
3268
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
364
4304
SH
SOLE
4304
0
0
3M CO
COM
88579Y101
835
7637
SH
SOLE
7637
0
0
TIBCO SOFTWARE INC
NOTE 2.250% 5/0 ADDED
88632QAB9
7969
8200000
PRN
SOLE
8200000
0
0
TIFFANY & CO.
COM
886547108
104
1431
SH
SOLE
1431
0
0
TIME WARNER INC.
COM
887317303
650
11250
SH
SOLE
11250
0
0
TIME WARNER INC.
COM
88732J207
400
3556
SH
SOLE
3556
0
0
TORCHMARK CORP
COM
891027104
73
1127
SH
SOLE
1127
0
0
TOTAL SYSTEM SERVICES
COM
891906109
47
1928
SH
SOLE
1928
0
0
THE TRAVELERS COMPANIES INC
COM
89417E109
364
4549
SH
SOLE
4549
0
0
TRINITY INDUSTRIES
NOTE 3.875% 6/0
896522AF6
14422
12300000
PRN
SOLE
12300000
0
0
TRIUMPH GROUP
NOTE 2.625% 10/0
896818AB7
14718
5060000
PRN
SOLE
5060000
0
0
TRIPADVISOR INC
COM
896945201
80
1321
SH
SOLE
1321
0
0
TYSON FOODS, INC.
COM
902494103
88
3417
SH
SOLE
3417
0
0
U.S. BANCORP
COM
902973304
811
22425
SH
SOLE
22425
0
0
UNION PACIFIC CORP
COM
907818108
871
5647
SH
SOLE
5647
0
0
UNITED PARCEL SERVICE
CL B
911312106
744
8607
SH
SOLE
8607
0
0
UNITED STATES BRENT OIL FUND
UNIT
91167Q100
1657
21335
SH
SOLE
21335
0
0
UNITED STATES GAS FUND LP
UNITS
91201T102
1800
33167
SH
SOLE
33167
0
0
US NATURAL GAS FUND LP
UNIT PAR $0.001
912318201
13580
716259
SH
SOLE
716259
0
0
UNITED STATES 12 MONTH OIL
COM
91288V103
5900
147528
SH
SOLE
147528
0
0
UNITED STATES STEEL CORP
COM
912909108
30
1728
SH
SOLE
1728
0
0
US STEEL CORP
NOTE 4.000% 5/1
912909AE8
7720
7550000
PRN
SOLE
7550000
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
943
10149
SH
SOLE
10149
0
0
UNITED TECH CORP
UNIT 99/99/9999
913017117
16621
280000
PRN
SOLE
280000
0
0
UNITEDHEALTH GROUP INC.
COM
91324P102
808
12344
SH
SOLE
12344
0
0
UNUMPROVIDENT CORP
COM
91529Y106
95
3247
SH
SOLE
3247
0
0
URBAN OUTFITTERS INC
COM
917047102
53
1318
SH
SOLE
1318
0
0
VF CORP
COM
918204108
205
1060
SH
SOLE
1060
0
0
VALERO ENERGY CORP
COM
91913Y100
231
6654
SH
SOLE
6654
0
0
VARIAN MEDICAL SYSTEMS INC.
COM
92220P105
89
1314
SH
SOLE
1314
0
0
VECTOR GROUP LTD
DBCV 6/1
92240MAL2
6656
6120000
PRN
SOLE
6120000
0
0
VENTAS INC
COM
92276F100
245
3522
SH
SOLE
3522
0
0
VERISIGN INC.
COM
92343E102
82
1840
SH
SOLE
1840
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1732
34398
SH
SOLE
34398
0
0
VIACOM INC
CL B
92553P201
373
5481
SH
SOLE
5481
0
0
VISA INC
COM CL A
92826C839
1134
6206
SH
SOLE
6206
0
0
VORNADO REALTY TRUST
COM
929042109
169
2042
SH
SOLE
2042
0
0
VULCAN MATERIALS CO
COM
929160109
75
1556
SH
SOLE
1556
0
0
WABASH NATIONAL CORP
NOTE 3.375% 5/0
929566AH0
9384
7700000
PRN
SOLE
7700000
0
0
WAL-MART STORES INC
COM
931142103
1499
20130
SH
SOLE
20130
0
0
WALGREEN CO
COM
931422109
457
10350
SH
SOLE
10350
0
0
WASHINGTON POST CO
COM
939640108
27
56
SH
SOLE
56
0
0
WASTE MANAGEMENT INC
COM
94106L109
213
5271
SH
SOLE
5271
0
0
WATERS CORPORATION
COM
941848103
104
1040
SH
SOLE
1040
0
0
WELLPOINT INC
COM
94973V107
299
3659
SH
SOLE
3659
0
0
WELLS FARGO COMPANY
COM
949746101
2435
58991
SH
SOLE
58991
0
0
WESCO DISTRIBUTION
DBCV 6.000% 9/1
95082PAH8
13513
5496000
PRN
SOLE
5496000
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
162
2607
SH
SOLE
2607
0
0
WESTERN UNION
COM
959802109
117
6845
SH
SOLE
6845
0
0
WEYERHAEUSER
COM
962166104
187
6563
SH
SOLE
6563
0
0
WHIRLPOOL CORP.
COM
963320106
107
938
SH
SOLE
938
0
0
WHOLE FOODS MARKET, INC.
COM
966837106
213
4142
SH
SOLE
4142
0
0
WILLIAMS COMPANIES INC.
COM
969457100
266
8201
SH
SOLE
8201
0
0
WINDSTREAM CORP
COM
97381W104
55
7106
SH
SOLE
7106
0
0
WISCONSIN ENERGY CORP
COM
976657106
113
2755
SH
SOLE
2755
0
0
WPX ENERGY INC
COM
98212B103
46
2408
SH
SOLE
2408
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
94
1645
SH
SOLE
1645
0
0
WYNN RESORTS LTD
COM
983134107
122
952
SH
SOLE
952
0
0
XCEL ENERGY INC
COM
98389B100
166
5866
SH
SOLE
5866
0
0
XILINX INC
COM
983919101
124
3142
SH
SOLE
3142
0
0
XILINX INC
SDCV 3.125% 3/1
983919AD3
17388
12600000
PRN
SOLE
12600000
0
0
XEROX CORP.
COM
984121103
134
14728
SH
SOLE
14728
0
0
XYLEM INC
COM
98419M100
60
2240
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SOLE
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0
YAHOO INC
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293
11663
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0
YUM BRANDS INC
COM
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377
5430
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5430
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0
ZIMMER HOLDINGS INC
COM
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153
2038
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64
2209
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COM
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241
3750
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558
7754
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357
5682
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179
3529
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373
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169
5305
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54
3502
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3502
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1492
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172
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108
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0
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365
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0
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COM
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48
1318
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114
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0
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COM
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144
2490
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2490
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COM
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231
5068
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185
5607
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SOLE
5607
0
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LYONDELLBASELL IND
SHS - A -
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303
4569
SH
SOLE
4569
0
0