0000728572-13-000015.txt : 20131106
0000728572-13-000015.hdr.sgml : 20131106
20131106124150
ACCESSION NUMBER: 0000728572-13-000015
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130930
FILED AS OF DATE: 20131106
DATE AS OF CHANGE: 20131106
EFFECTIVENESS DATE: 20131106
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: 131195512
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
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false
false
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0000901849
XXXXXXXX
09-30-2013
09-30-2013
GUARDIAN LIFE INSURANCE CO OF AMERICA
7 HANOVER SQUARE
NY
NY
10004
13F COMBINATION REPORT
028-15487
RS Investment Management Co. LLC
Baillie Gifford Overseas Limited
N
John Walter
Vice President, Director of Finance
212-598-1398
/s/ John Walter
New York
NY
11-06-2013
0
582
1199091
false
INFORMATION TABLE
2
glic.xml
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COM
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ABBOTT LABORATORIES
COM
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18778
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0
ABBVIE INC
COM
00287Y109
854
19094
SH
SOLE
19094
0
0
ABERCROMBIE & FITCH CO
COM
002896207
34
961
SH
SOLE
961
0
0
ACCENTURE PLC
COM
G1151C101
575
7815
SH
SOLE
7815
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0
ACE LTD
COM
H0023R105
381
4077
SH
SOLE
4077
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0
ACTAVIS INC
COM
00507K103
224
1554
SH
SOLE
1554
0
0
ADOBE SYSTEMS INC
COM
00724F101
309
5949
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5949
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ADT CORP/ THE
COM
00101J106
106
2597
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SOLE
2597
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0
ADVANCED MICRO DEVICES
COM
007903107
21
5557
SH
SOLE
5557
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0
AES CORP.
COM
00130H105
99
7450
SH
SOLE
7450
0
0
AETNA INC
COM
00817Y108
292
4555
SH
SOLE
4555
0
0
AFLAC INC.
COM
001055102
349
5622
SH
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5622
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
212
4132
SH
SOLE
4132
0
0
AGL RESOURCES INC.
COM
001204106
65
1418
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1418
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AIR LEASE CORP
NOTE
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832
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SOLE
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AIR PRODUCTS AND CHEMICALS IN
COM
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2500
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AIRGAS INC.
COM
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AIRTRAN CORP.
NOTE
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PRN
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AKAMAI TECHNOLOGIES
COM
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ALCOA INC
COM
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12869
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ALEXION PHARMACEUTICALS INC.
COM
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2349
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ALLEGHENY TECHNOLOGIES INC
COM
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1287
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ALLEGHENY TECHNOLOGIES INC
NOTE
01741RAD4
11516
11100000
PRN
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0
ALLERGAN INC.
COM
018490102
323
3575
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3575
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ALLIANT TECHSYSTEMS INC
NOTE
018804AK0
9428
7200000
PRN
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ALLSTATE CORP
COM
020002101
285
5635
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5635
0
0
ALTERA CORP
COM
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143
3838
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3838
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ALTRIA GROUP INC.
COM
02209S103
831
24188
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24188
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AMAZON.COM INC.
COM
023135106
1374
4396
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4396
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AMEREN CORP.
COM
023608102
102
2923
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2923
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AMERICAN ELECTRIC POWER
COM
025537101
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AMERICAN EXPRESS
COM
025816109
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AMERICAN INTERNATIONAL GROUP
COM
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17766
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AMERICAN TOWER CORP
COM
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352
4750
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AMERIPRISE FINANCIAL, INC
COM
03076C106
222
2434
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SOLE
2434
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0
AMERISOURCEBERGEN CORP.
COM
03073E105
169
2770
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2770
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AMETEK INC
COM
031100100
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704
SH
SOLE
704
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AMGEN INC
COM
031162100
1013
9049
SH
SOLE
9049
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AMPHENOL CORP.
COM
032095101
149
1926
SH
SOLE
1926
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0
ANADARKO PETROLEUM CORP
COM
032511107
560
6024
SH
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ANALOG DEVICES INC
COM
032654105
175
3721
SH
SOLE
3721
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AON PLC
COM
G0408V102
279
3750
SH
SOLE
3750
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APACHE CORP
COM
037411105
405
4752
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SOLE
4752
0
0
APARTMENT INVT & MGMT CO
COM
03748R101
49
1754
SH
SOLE
1754
0
0
APPLE INC.
COM
037833100
5349
11219
SH
SOLE
11219
0
0
APPLIED MATERIALS INC
COM
038222105
254
14472
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ARCHER DANIELS
NOTE
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PRN
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ARCHER-DANIELS-MIDLAND CO
COM
039483102
292
7922
SH
SOLE
7922
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ARES CAPITAL CORP.
NOTE
04010LAB9
7041
6550000
PRN
SOLE
6550000
0
0
ASSURANT INC
COM
04621X108
51
939
SH
SOLE
939
0
0
AT&T, INC.
COM
00206R102
2187
64652
SH
SOLE
64652
0
0
AUTODESK INC
COM
052769106
112
2709
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SOLE
2709
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0
AUTOMATIC DATA PROCESSING
COM
053015103
422
5836
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SOLE
5836
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AUTONATION, INC.
COM
05329W102
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539
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539
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AUTOZONE INC
COM
053332102
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436
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SOLE
436
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AVALON BAY COMMUNITIES INC
COM
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AVERY-DENNISON CORP
COM
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AVON PRODUCTS INC
COM
054303102
107
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BAKER HUGHES INC.
COM
057224107
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BALL CORP
COM
058498106
81
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BANK OF AMERICA CORP.
COM
060505104
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BANK OF NEW YORK MELLON CORP
COM
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BARD (C.R.) INC
COM
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106
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BAXTER INTERNATIONAL INC
COM
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BB&T CORPORATION
COM
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BEAM INC
COM
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BECTON DICKINSON & CO
COM
075887109
234
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BED BATH & BEYOND INC.
COM
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BEMIS CO.
COM
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BERKSHIRE HATHAWAY INC
COM
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BEST BUY COMPANY INC
COM
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BIOGEN IDEC INC
COM
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BLACKROCK INC
COM
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BLOCK H & R INC
COM
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BOEING CO.
COM
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BORG-WARNER AUTOMOTIVE INC
COM
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BOSTON PROPERTIES INC
COM
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BOSTON SCIENTIFIC CORP
COM
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BOTTOMLINE TECHNOLOGIES INC
NOTE
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BRISTOL-MYERS SQUIBB CO
COM
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BRISTOW GROUP, INC.
NOTE
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BROADCOM CORP
COM
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NOTE
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PRN
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BROWN-FORMAN CORP.
COM
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COM
12541W209
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CA, INC
COM
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CABLEVISION SYSTEMS NY
COM
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CABOT OIL & GAS CORP
COM
127097103
189
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CACI INTERNATIONAL INC. C.S.N.
NOTE
127190AD8
10455
8200000
PRN
SOLE
8200000
0
0
CAMERON INTERNATIONAL CORP.
COM
13342B105
174
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SH
SOLE
2982
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CAMPBELL SOUP CO
COM
134429109
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SOLE
2151
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CAPITAL ONE FINANCIAL CORP
COM
14040H105
483
7031
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7031
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CARDINAL HEALTH INC
COM
14149Y108
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CAREFUSION CORP
COM
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CARMAX INC
COM
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SOLE
2715
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CARNIVAL CORP
COM
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174
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SOLE
5331
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CATERPILLAR INC
COM
149123101
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SOLE
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CBRE GROUP INC
COM
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3586
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CBS CORP - CL B
COM
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SOLE
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CELGENE CORP
COM
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SOLE
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CENTERPOINT ENERGY
COM
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5146
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CENTURYLINK INC
COM
156700106
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SOLE
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CERNER CORP.
COM
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SOLE
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CF INDUSTRIES HOLDINGS INC
COM
125269100
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SOLE
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CHART INDUSTRIES INC S.C.B.
NOTE
16115QAC4
17124
9200000
PRN
SOLE
9200000
0
0
CHESAPEAKE ENERGY
COM
165167107
161
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COM
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COM
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CHUBB CORP
COM
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CIGNA CORP
COM
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COM
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CINTAS CORPORATION
COM
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CISCO SYSTEMS INC
COM
17275R102
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64469
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CITIGROUP INC
COM
172967424
1779
36673
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36673
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CITRIX SYSTEMS INC.
COM
177376100
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CLIFFS NATURAL RESOURCES INC
COM
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CLOROX COMPANY
COM
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1576
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CME Group Inc. (Cl A)
COM
12572Q105
275
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SH
SOLE
3716
0
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CMS ENERGY CORP.
COM
125896100
84
3187
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3187
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COACH INC.
COM
189754104
185
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COCA COLA ENTERPRISES
COM
19122T109
124
3080
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3080
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COCA-COLA CO.
COM
191216100
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46119
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SOLE
46119
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COGNIZANT TECH SOLUTIONS
COM
192446102
298
3623
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COLGATE PALMOLIVE CO.
COM
194162103
628
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SH
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COMCAST CORP.-SPECIAL
COM
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COMERICA INC
COM
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COMPUTER SCIENCES CORP
COM
205363104
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CONAGRA FOODS INC.
COM
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5038
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SOLE
5038
0
0
CONOCOPHILLIPS
COM
20825C104
1023
14724
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SOLE
14724
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0
CONSOL ENERGY INC.
COM
20854P109
92
2745
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SOLE
2745
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0
CONSOLIDATED EDISON INC
COM
209115104
194
3524
SH
SOLE
3524
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0
CONSTELLATION BRANDS INC
COM
21036P108
108
1873
SH
SOLE
1873
0
0
CORNING, INC.
COM
219350105
259
17739
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SOLE
17739
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0
COSTCO WHOLESALE CORP
COM
22160K105
603
5242
SH
SOLE
5242
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COVANTA HOLDING CORP C.S.N.
NOTE
22282EAC6
11910
8650000
PRN
SOLE
8650000
0
0
COVIDIEN PLC
COM
G2554F113
344
5650
SH
SOLE
5650
0
0
CROWN CASTLE INTL CORP.
COM
228227104
257
3524
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SOLE
3524
0
0
CSX CORP.
COM
126408103
317
12309
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SOLE
12309
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CUBIST PHARMACEUTICALS INC. S.C.N.
NOTE
229678AD9
15746
7000000
PRN
SOLE
7000000
0
0
CUMMINS INC.
COM
231021106
282
2124
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SOLE
2124
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0
CVS/ CAREMARK CORP
COM
126650100
838
14772
SH
SOLE
14772
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D.R. HORTON INC
COM
23331A109
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SOLE
3378
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DANAHER CORP
COM
235851102
489
7060
SH
SOLE
7060
0
0
DARDEN RESTAURANTS INC
COM
237194105
72
1551
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SOLE
1551
0
0
DAVITA HEALTHCARE PARTNER,INC
COM
23918K108
117
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DEALERTRACK TECHNOLOGIES C.S.B.
NOTE
242309AB8
9394
7300000
PRN
SOLE
7300000
0
0
DEERE & CO
COM
244199105
380
4671
SH
SOLE
4671
0
0
DELL INC
COM
24702R101
244
17691
SH
SOLE
17691
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
204
3500
SH
SOLE
3500
0
0
DELTA AIR LINES INC.
COM
247361702
241
10233
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SOLE
10233
0
0
DENBURY RESOURCES INC
COM
247916208
83
4495
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SOLE
4495
0
0
DENTSPLY INTERNATIONAL INC.
COM
249030107
75
1719
SH
SOLE
1719
0
0
DEVON ENERGY CORP NEW
COM
25179M103
263
4558
SH
SOLE
4558
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
52
827
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SOLE
827
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DIRECTV USD0.01
COM
25490A309
394
6596
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SOLE
6596
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DISCOVER FINANCIAL SERVICES
COM
254709108
298
5894
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5894
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DISCOVERY COMMUNICATIONS
COM
25470F104
246
2912
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SOLE
2912
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DISNEY (WALT) CO HOLDING CO
COM
254687106
1375
21324
SH
SOLE
21324
0
0
DOLLAR GENERAL CORP
COM
256677105
205
3639
SH
SOLE
3639
0
0
DOLLAR TREE INC
COM
256746108
155
2710
SH
SOLE
2710
0
0
DOMINION RESOURCES INC S.C.N. SER C
NOTE
25746UAT6
13148
7100000
PRN
SOLE
7100000
0
0
DOMINION RESOURCES INC.
COM
25746U109
435
6955
SH
SOLE
6955
0
0
DOVER CORP
COM
260003108
186
2072
SH
SOLE
2072
0
0
DOW CHEMICAL
COM
260543103
560
14581
SH
SOLE
14581
0
0
DR HORTON SR CV NT
NOTE
23331ABB4
6992
4600000
PRN
SOLE
4600000
0
0
DR. PEPPER SNAPPLE GROUP INC
COM
26138E109
110
2451
SH
SOLE
2451
0
0
DTE ENERGY COMPANY
COM
233331107
138
2084
SH
SOLE
2084
0
0
DU PONT (E.I.) DE NEMOURS
COM
263534109
650
11105
SH
SOLE
11105
0
0
DUKE ENERGY CORP
COM
26441C204
567
8488
SH
SOLE
8488
0
0
DUN & BRADSTREET CORP
COM
26483E100
51
492
SH
SOLE
492
0
0
E TRADE FINANCIAL CORP
COM
269246401
57
3434
SH
SOLE
3434
0
0
EASTMAN CHEMICAL
COM
277432100
144
1852
SH
SOLE
1852
0
0
EATON CORP PLC NPV
COM
G29183103
392
5693
SH
SOLE
5693
0
0
EBAY INC
COM
278642103
785
14067
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ECOLAB INC
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317
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EDISON INTERNATIONAL, INC.
COM
281020107
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0
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EDWARDS LIFESCIENCES SP - WI COMMON STK
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ELECTRONIC ARTS INC.
COM
285512109
93
3658
SH
SOLE
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0
0
EMC CORP/MASS
COM
268648102
646
25271
SH
SOLE
25271
0
0
EMERSON ELECTRIC CO
COM
291011104
560
8653
SH
SOLE
8653
0
0
ENCORE CAPITAL GROUP INC. S.C.B.
NOTE
292554AC6
12460
8000000
PRN
SOLE
8000000
0
0
ENERSYS C.S.N.
NOTE
29275YAA0
14309
9250000
PRN
SOLE
9250000
0
0
ENSCO PLC
COM
G3157S106
150
2797
SH
SOLE
2797
0
0
ENTERGY CORP
COM
29364G103
135
2142
SH
SOLE
2142
0
0
EOG RESOURCES INC
COM
26875P101
554
3274
SH
SOLE
3274
0
0
EQT CORPORATION
COM
26884L109
160
1803
SH
SOLE
1803
0
0
EQUIFAX INC
COM
294429105
87
1447
SH
SOLE
1447
0
0
EQUINIX CONV SUB NT
NOTE
29444UAG1
10350
6200000
PRN
SOLE
6200000
0
0
EQUITY RESIDENTIAL
COM
29476L107
209
3900
SH
SOLE
3900
0
0
ETFS PHYSICAL PALLADIUM SHARES
COM
26923A106
4193
59363
SH
SOLE
59363
0
0
ETFS PLATINUM TRUST
COM
26922V101
6218
45279
SH
SOLE
45279
0
0
EXELON CORP
COM
30161N101
305
10285
SH
SOLE
10285
0
0
EXPEDIA INC.
COM
30212P303
60
1165
SH
SOLE
1165
0
0
EXPEDITORS INTL WASH INC
COM
302130109
110
2489
SH
SOLE
2489
0
0
EXPRESS SCRIPTS HOLDING CO.
COM
30219G108
608
9849
SH
SOLE
9849
0
0
EXXON MOBIL CORP
COM
30231G102
4600
53469
SH
SOLE
53469
0
0
F5 NETWORKS INC.
COM
315616102
81
945
SH
SOLE
945
0
0
FAMILY DOLLAR STORES INC.
COM
307000109
83
1159
SH
SOLE
1159
0
0
FASTENAL COMPANY
COM
311900104
164
3259
SH
SOLE
3259
0
0
FEDEX CORP
COM
31428X106
406
3558
SH
SOLE
3558
0
0
FIDELITY NATIONAL INFORMATION SERVICES
COM
31620M106
164
3528
SH
SOLE
3528
0
0
FIDELITY NATIONAL TITLE C.S.B.
NOTE
31620RAE5
4532
3200000
PRN
SOLE
3200000
0
0
FIFTH THIRD BANCORP
COM
316773100
191
10572
SH
SOLE
10572
0
0
FIRST SOLAR INC
COM
336433107
33
809
SH
SOLE
809
0
0
FIRSTENERGY CORP
COM
337932107
183
5025
SH
SOLE
5025
0
0
FISERV, INC.
COM
337738108
162
1608
SH
SOLE
1608
0
0
FLIR SYSTEMS INC.
COM
302445101
54
1719
SH
SOLE
1719
0
0
FLOWSERVE CORPORATION
COM
34354P105
108
1729
SH
SOLE
1729
0
0
FLUOR CORP - NEW
COM
343412102
139
1962
SH
SOLE
1962
0
0
FMC CORP
COM
302491303
118
1648
SH
SOLE
1648
0
0
FMC TECHNOLOGIES INC
COM
30249U101
158
2854
SH
SOLE
2854
0
0
FORD MOTOR CO.
COM
345370860
800
47410
SH
SOLE
47410
0
0
FOREST LABORATORIES, INC.
COM
345838106
121
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
75
641
SH
SOLE
641
0
0
FRANKLIN RESOURCES INC
COM
354613101
251
4969
SH
SOLE
4969
0
0
FREEPORT MCMORAN COPPER GOLD
COM
35671D857
413
12497
SH
SOLE
12497
0
0
FRONTIER COMMUNICATIONS CO.
COM
35906A108
50
12013
SH
SOLE
12013
0
0
GAMESTOP CORP
COM
36467W109
73
1461
SH
SOLE
1461
0
0
GANNETT CO
COM
364730101
74
2766
SH
SOLE
2766
0
0
GAP INC
COM
364760108
139
3455
SH
SOLE
3455
0
0
GARMIN LTD
COM
H2906T109
61
1358
SH
SOLE
1358
0
0
GENERAL DYNAMICS CORP
COM
369550108
350
3995
SH
SOLE
3995
0
0
GENERAL ELECTRIC
COM
369604103
2967
124190
SH
SOLE
124190
0
0
GENERAL MILLS INC
COM
370334104
373
7781
SH
SOLE
7781
0
0
GENERAL MOTORS CORP
COM
37045V100
352
9774
SH
SOLE
9774
0
0
GENERAL MOTORS CORP MAND.CV.12/1/13
COM
37045V209
14185
283000
SH
SOLE
283000
0
0
GENESEE & WYOMING INC. MAND 10/01/15
COM
371559204
9344
73000
SH
SOLE
73000
0
0
GENUINE PARTS CO
COM
372460105
151
1862
SH
SOLE
1862
0
0
GENWORTH FINANCIAL INC.
COM
37247D106
76
5935
SH
SOLE
5935
0
0
GILEAD SCIENCES INC
COM
375558103
1156
18401
SH
SOLE
18401
0
0
GILEAD SCIENCES INC S.C.B. (D)
NOTE
375558AP8
33225
12000000
PRN
SOLE
12000000
0
0
GOLDMAN SACHS
COM
38141G104
816
5158
SH
SOLE
5158
0
0
GOODYEAR TIRE & RUBBER CO
COM
382550101
66
2949
SH
SOLE
2949
0
0
GOODYEAR TIRE& RUBBER MAND.CV.4/1/14
COM
382550309
14267
224130
SH
SOLE
224130
0
0
GOOGLE INC-CL A
COM
38259P508
2864
3270
SH
SOLE
3270
0
0
GRAINGER WW INC
COM
384802104
190
725
SH
SOLE
725
0
0
GREEN PLAINS REVEWABLE ENERGY
NOTE
393222AB0
9680
7500000
PRN
SOLE
7500000
0
0
HALLIBURTON CO
COM
406216101
499
10363
SH
SOLE
10363
0
0
HARLEY DAVIDSON
COM
412822108
175
2726
SH
SOLE
2726
0
0
HARMAN INTERNATIONAL INDUSTRIES, INC.
COM
413086109
54
822
SH
SOLE
822
0
0
HARRIS CORP
COM
413875105
79
1328
SH
SOLE
1328
0
0
HARTFORD FINANCIAL SERVICES GROUP
COM
416515104
171
5492
SH
SOLE
5492
0
0
HASBRO INC
COM
418056107
65
1370
SH
SOLE
1370
0
0
HCP INC
COM
40414L109
223
5456
SH
SOLE
5456
0
0
HEALTH CARE REIT INC
COM
42217K106
214
3434
SH
SOLE
3434
0
0
HEALTH CARE REIT INC C.S.B.
NOTE
42217KAR7
3958
3200000
PRN
SOLE
3200000
0
0
HELMERICH AND PAYNE
COM
423452101
88
1278
SH
SOLE
1278
0
0
HERSHEY FOODS CORP
COM
427866108
168
1811
SH
SOLE
1811
0
0
HESS CORP
COM
42809H107
275
3553
SH
SOLE
3553
0
0
HEWLETT PACKARD CO.
COM
428236103
487
23228
SH
SOLE
23228
0
0
HOME DEPOT INC
COM
437076102
1329
17528
SH
SOLE
17528
0
0
HONEYWELL INTERNATIONAL INC.
COM
438516106
786
9469
SH
SOLE
9469
0
0
HORMEL FOODS CORP
COM
440452100
68
1617
SH
SOLE
1617
0
0
HORNBECK OFFSHORE SERVICES, INC. C.S.B.
NOTE
440543AN6
13313
10300000
PRN
SOLE
10300000
0
0
HOSPIRA INC
COM
441060100
78
1981
SH
SOLE
1981
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
159
8991
SH
SOLE
8991
0
0
HUDSON CITY BANCORP INC.
COM
443683107
52
5713
SH
SOLE
5713
0
0
HUMANA INC
COM
444859102
178
1907
SH
SOLE
1907
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
83
10104
SH
SOLE
10104
0
0
ICONIX BRAND GROUP C.S.N.
NOTE
451055AE7
9414
7650000
PRN
SOLE
7650000
0
0
IDERA PHARMACEUTICALS INC.
COM
45168K306
647
371759
SH
SOLE
371759
0
0
ILLINOIS TOOL WORKS
COM
452308109
381
4998
SH
SOLE
4998
0
0
INGERSOLL-RAND PLC
COM
G47791101
217
3342
SH
SOLE
3342
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
52
936
SH
SOLE
936
0
0
INTEL CORP.
COM
458140100
1374
59952
SH
SOLE
59952
0
0
INTEL CORP. CV.JR.NT.
NOTE
458140AF7
14858
12000000
PRN
SOLE
12000000
0
0
INTERCONTINENTALEXCHANGE INC.
COM
45865V100
157
867
SH
SOLE
867
0
0
INTERNATIONAL GAME TECHNOLOGY
COM
459902102
60
3146
SH
SOLE
3146
0
0
INTERNATIONAL PAPER
COM
460146103
240
5364
SH
SOLE
5364
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
88
5145
SH
SOLE
5145
0
0
INTL BUSINESS MACHINES CORP I.B.M.
COM
459200101
2320
12528
SH
SOLE
12528
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
81
980
SH
SOLE
980
0
0
INTL GAME TECH C.S.N.
NOTE
459902AQ5
19028
17200000
PRN
SOLE
17200000
0
0
INTUIT INC
COM
461202103
226
3407
SH
SOLE
3407
0
0
INTUITIVE SURGICAL INC.
COM
46120E602
181
482
SH
SOLE
482
0
0
INVESCO LTD
COM
G491BT108
170
5344
SH
SOLE
5344
0
0
IRON MOUNTAIN INC
COM
462846106
54
2008
SH
SOLE
2008
0
0
ISHARES SILVER TRUST
COM
46428Q109
9381
449089
SH
SOLE
449089
0
0
ISIS PHARMACEUTICALS INC. C.S.N.
NOTE
464337AG9
17536
7500000
PRN
SOLE
7500000
0
0
IXIA CV.SR.NT.
NOTE
45071RAB5
9006
7900000
PRN
SOLE
7900000
0
0
JACOBS ENGINEERING GROUP INC.
COM
469814107
91
1568
SH
SOLE
1568
0
0
JDS UNIPHASE CORP
COM
46612J507
42
2830
SH
SOLE
2830
0
0
JM SMUCKER CO/THE-NEWW COM WI
COM
832696405
136
1291
SH
SOLE
1291
0
0
JOHNSON & JOHNSON
COM
478160104
2937
33883
SH
SOLE
33883
0
0
JOHNSON CONTROLS
COM
478366107
341
8226
SH
SOLE
8226
0
0
JOY GLOBAL
COM
481165108
65
1272
SH
SOLE
1272
0
0
JP MORGAN CHASE & CO.
COM
46625H100
1791
34654
SH
SOLE
34654
0
0
JUNIPER NETWORKS INC
COM
48203R104
121
6105
SH
SOLE
6105
0
0
KANSAS CITY SOUTHERN INDS
COM
485170302
145
1325
SH
SOLE
1325
0
0
KELLOGG CO
COM
487836108
180
3068
SH
SOLE
3068
0
0
KEYCORP
COM
493267108
126
11088
SH
SOLE
11088
0
0
KIMBERLY-CLARK CORP
COM
494368103
438
4644
SH
SOLE
4644
0
0
KIMCO REALTY CORP
COM
49446R109
99
4902
SH
SOLE
4902
0
0
KINDER MORGAN INC.
COM
49456B101
275
7726
SH
SOLE
7726
0
0
KLA-TENCOR CORPORATION
COM
482480100
121
1993
SH
SOLE
1993
0
0
KOHLS CORP
COM
500255104
127
2459
SH
SOLE
2459
0
0
KRAFT FOODS INC
COM
50076Q106
375
7156
SH
SOLE
7156
0
0
KROGER CO
COM
501044101
253
6261
SH
SOLE
6261
0
0
L BRANDS INC
COM
501797104
177
2893
SH
SOLE
2893
0
0
L-3 COMMUNICATIONS HLDGS INC.
COM
502424104
102
1082
SH
SOLE
1082
0
0
LABORATORY CORP. C.S.N. LYON
NOTE
50540RAG7
12406
9350000
PRN
SOLE
9350000
0
0
LABORATORY CORP. OF AMERICA HOLDINGS
COM
50540R409
110
1112
SH
SOLE
1112
0
0
LAM RESEARCH CORP.
COM
512807108
100
1954
SH
SOLE
1954
0
0
LAM RESEARCH CORP. C.S.D.
NOTE
512807AJ7
14706
13000000
PRN
SOLE
13000000
0
0
LAREDO PETROLEUM HOLDINGS INC
COM
516806106
37
1250
SH
SOLE
1250
0
0
LAUDER ESTEE
COM
518439104
205
2932
SH
SOLE
2932
0
0
LEGG MASON INC
COM
524901105
45
1337
SH
SOLE
1337
0
0
LEGGETT & PLATT INC
COM
524660107
52
1718
SH
SOLE
1718
0
0
LENNAR CORP
COM
526057104
70
1987
SH
SOLE
1987
0
0
LEUCADIA NATIONAL CORP
COM
527288104
98
3609
SH
SOLE
3609
0
0
LIFE TECHNOLOGIES CORP
COM
53217V109
156
2079
SH
SOLE
2079
0
0
LIFEPOINT HOSPITALS INC C.S.N.
NOTE
53219LAH2
9683
9200000
PRN
SOLE
9200000
0
0
LILLY (ELI) & CO
COM
532457108
602
11965
SH
SOLE
11965
0
0
LINCOLN NATIONAL CORP
COM
534187109
135
3226
SH
SOLE
3226
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
111
2798
SH
SOLE
2798
0
0
LINEAR TECHNOLOGY CORP C.S.N.
NOTE
535678AC0
9686
9100000
PRN
SOLE
9100000
0
0
LOCKHEED MARTIN CORP
COM
539830109
411
3220
SH
SOLE
3220
0
0
LOEWS CORP
COM
540424108
174
3721
SH
SOLE
3721
0
0
LORILLARD INC
COM
544147101
204
4566
SH
SOLE
4566
0
0
LOWE'S COMPANIES
COM
548661107
613
12869
SH
SOLE
12869
0
0
LSI LOGIC CORP
COM
502161102
52
6616
SH
SOLE
6616
0
0
LYONDELLBASELL INDU
COM
N53745100
349
4768
SH
SOLE
4768
0
0
M & T BANK CORPORATION
COM
55261F104
167
1495
SH
SOLE
1495
0
0
MACERICH CO/THE
COM
554382101
93
1652
SH
SOLE
1652
0
0
MACYS INC
COM
55616P104
199
4604
SH
SOLE
4604
0
0
MARATHON OIL CORP
COM
565849106
297
8516
SH
SOLE
8516
0
0
MARATHON PETROLEM CORP
COM
56585A102
250
3882
SH
SOLE
3882
0
0
MARRIOTT INTERNATIONAL INC
COM
571903202
120
2854
SH
SOLE
2854
0
0
MARSH & MCLENNAN COS
COM
571748102
288
6624
SH
SOLE
6624
0
0
MASCO CORP
COM
574599106
91
4288
SH
SOLE
4288
0
0
MASTERCARD INC
COM
57636Q104
847
1259
SH
SOLE
1259
0
0
MATTEL INC
COM
577081102
174
4145
SH
SOLE
4145
0
0
MCCORMICK & CO
COM
579780206
103
1589
SH
SOLE
1589
0
0
MCDONALD'S CORP
COM
580135101
1160
12060
SH
SOLE
12060
0
0
MCGRAW HILL FINANCIAL INC
COM
580645109
218
3322
SH
SOLE
3322
0
0
MCKESSON CORP
COM
58155Q103
352
2747
SH
SOLE
2747
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
181
2433
SH
SOLE
2433
0
0
MEADWESTVACO CORP
COM
583334107
81
2110
SH
SOLE
2110
0
0
MEDTRONIC INC
COM
585055106
646
12138
SH
SOLE
12138
0
0
MENTOR GRAPHICS CORP C.S.D.
NOTE
587200AK2
14869
11350000
PRN
SOLE
11350000
0
0
MERCK & COMPANY, INC.
COM
58933Y105
1719
36115
SH
SOLE
36115
0
0
MERITAGE CORP. C.S.B.
NOTE
59001AAR3
969
900000
PRN
SOLE
900000
0
0
METLIFE INC.
COM
59156R108
623
13270
SH
SOLE
13270
0
0
METLIFE, INC. MAND. 10/8/14
COM
59156R116
14588
509000
SH
SOLE
509000
0
0
MGIC INVESTMENT CORP. C.S.B.
NOTE
552848AE3
6347
5000000
PRN
SOLE
5000000
0
0
MGM MIRAGE MGM INC C.S.N.
NOTE
55303QAE0
10185
8000000
PRN
SOLE
8000000
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
95
2351
SH
SOLE
2351
0
0
MICRON TECHNOLOGY
COM
595112103
217
12440
SH
SOLE
12440
0
0
MICROSOFT CORP
COM
594918104
3024
90783
SH
SOLE
90783
0
0
MOLEX INC.
COM
608554101
64
1665
SH
SOLE
1665
0
0
MOLSON COORS BREWING CO.
COM
60871R209
94
1871
SH
SOLE
1871
0
0
MONDELEZ INTERNATIONAL INC
COM
609207105
675
21498
SH
SOLE
21498
0
0
MONSANTO CO
COM
61166W101
673
6447
SH
SOLE
6447
0
0
MONSTER BEVERAGE CORPORATION
COM
611740101
89
1711
SH
SOLE
1711
0
0
MOODY'S CORP
COM
615369105
164
2336
SH
SOLE
2336
0
0
MORGAN STANLEY
COM
617446448
447
16581
SH
SOLE
16581
0
0
MOSAIC CO/THE
COM
61945C103
151
3516
SH
SOLE
3516
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
188
3174
SH
SOLE
3174
0
0
MURPHY OIL CORP
COM
626717102
131
2165
SH
SOLE
2165
0
0
MYLAN INC
COM
628530107
175
4596
SH
SOLE
4596
0
0
MYLAN LABORATORIES S.C.N.
NOTE
628530AJ6
15940
5500000
PRN
SOLE
5500000
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
55
3451
SH
SOLE
3451
0
0
NASDAQ STOCK MARKET INC. COMMON STK
COM
631103108
45
1416
SH
SOLE
1416
0
0
NATIONAL-OILWELL INC
COM
637071101
401
5129
SH
SOLE
5129
0
0
NETAPP INC
COM
64110D104
175
4101
SH
SOLE
4101
0
0
NETFLIX INC.
COM
64110L106
211
683
SH
SOLE
683
0
0
NEW CORP-CLASS A
COM
65249B109
97
6016
SH
SOLE
6016
0
0
NEWELL RUBBERMAID INC.
COM
651229106
95
3464
SH
SOLE
3464
0
0
NEWFIELD EXPLORATION COMPANY
COM
651290108
44
1620
SH
SOLE
1620
0
0
NEWMONT MINING CORP NEW
COM
651639106
168
5970
SH
SOLE
5970
0
0
NEWPARK RESOURCES S.C.N.
NOTE
651718AC2
11055
8000000
PRN
SOLE
8000000
0
0
NEXTERA ENERGY INC.
COM
65339F101
408
5096
SH
SOLE
5096
0
0
NIELSEN HOLDINGS NV
COM
N63218106
93
2539
SH
SOLE
2539
0
0
NIKE, INC. CL B
COM
654106103
639
8800
SH
SOLE
8800
0
0
NISOURCE INC.
COM
65473P105
116
3745
SH
SOLE
3745
0
0
NOBLE CORPORATION CHF
COM
H5833N103
115
3043
SH
SOLE
3043
0
0
NOBLE ENERGY INC
COM
655044105
290
4322
SH
SOLE
4322
0
0
NORDSTROM INC
COM
655664100
100
1788
SH
SOLE
1788
0
0
NORFOLK SOUTHERN CORP
COM
655844108
293
3785
SH
SOLE
3785
0
0
NORTHEAST UTILITIES
COM
664397106
156
3774
SH
SOLE
3774
0
0
NORTHERN TRUST CORP
COM
665859104
144
2643
SH
SOLE
2643
0
0
NORTHROP GRUMMAN CORP
COM
666807102
270
2836
SH
SOLE
2836
0
0
NRG ENERGY, INC.
COM
629377508
106
3889
SH
SOLE
3889
0
0
NUANCE COMMUNICATIONS C.S.B.
NOTE
67020YAF7
9096
9000000
PRN
SOLE
9000000
0
0
NUCOR CORP.
COM
670346105
187
3818
SH
SOLE
3818
0
0
NVDIA CORP
COM
67066G104
108
6962
SH
SOLE
6962
0
0
NYSE EURONEXT
COM
629491101
123
2925
SH
SOLE
2925
0
0
OCCIDENTAL PETROLEUM
COM
674599105
907
9696
SH
SOLE
9696
0
0
OMNICOM C.S.D.
NOTE
681919AV8
5546
4600000
PRN
SOLE
4600000
0
0
OMNICOM GROUP
COM
681919106
198
3124
SH
SOLE
3124
0
0
ONEOK INC
COM
682680103
131
2463
SH
SOLE
2463
0
0
ORACLE SYSTEMS
COM
68389X105
1459
43978
SH
SOLE
43978
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
171
1340
SH
SOLE
1340
0
0
OWENS-ILLINOIS INC
COM
690768403
59
1969
SH
SOLE
1969
0
0
PACCAR INC
COM
693718108
236
4247
SH
SOLE
4247
0
0
PALL CORP
COM
696429307
104
1345
SH
SOLE
1345
0
0
PARKER-HANNIFIN CORP
COM
701094104
195
1794
SH
SOLE
1794
0
0
PATTERSON COS INC
COM
703395103
40
1007
SH
SOLE
1007
0
0
PAYCHEX INC
COM
704326107
158
3889
SH
SOLE
3889
0
0
PDL BIOPHARMA INC C.S.B.
NOTE
69329YAC8
5923
4598000
PRN
SOLE
4598000
0
0
PEABODY ENERGY CORP.
COM
704549104
56
3240
SH
SOLE
3240
0
0
PENNEY JC COMPANY INC.
COM
708160106
20
2310
SH
SOLE
2310
0
0
PENTAIR LTD
COM
H6169Q108
160
2462
SH
SOLE
2462
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
55
3841
SH
SOLE
3841
0
0
PEPCO HOLDINGS INC
COM
713291102
55
2986
SH
SOLE
2986
0
0
PEPSICO INC
COM
713448108
1480
18621
SH
SOLE
18621
0
0
PERKIN ELMER INC
COM
714046109
51
1361
SH
SOLE
1361
0
0
PERRIGO CO
COM
714290103
132
1070
SH
SOLE
1070
0
0
PETSMART INC.
COM
716768106
96
1259
SH
SOLE
1259
0
0
PFIZER, INC.
COM
717081103
2305
80287
SH
SOLE
80287
0
0
PG&E CORPORATION
COM
69331C108
218
5339
SH
SOLE
5339
0
0
PHILIP MORRIS INTERNATIONAL
COM
718172109
1703
19666
SH
SOLE
19666
0
0
PHILLIPS 66
COM
718546104
431
7454
SH
SOLE
7454
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
72
1317
SH
SOLE
1317
0
0
PIONEER NATURAL RESOURCE CO
COM
723787107
312
1651
SH
SOLE
1651
0
0
PITNEY BOWES INC
COM
724479100
44
2422
SH
SOLE
2422
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
91
1953
SH
SOLE
1953
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
462
6371
SH
SOLE
6371
0
0
POWERSHARES DB AGRICULTURE F
COM
73936B408
69023
2729260
SH
SOLE
2729260
0
0
POWERSHARES DB BASE METALS F
COM
73936B705
16032
958267
SH
SOLE
958267
0
0
POWERSHARES DB ENERGY FUND
COM
73936B101
16557
587540
SH
SOLE
587540
0
0
POWERSHARES DB OIL FUND
COM
73936B507
31402
1144385
SH
SOLE
1144385
0
0
PPG INDUSTRIES INC
COM
693506107
287
1720
SH
SOLE
1720
0
0
PPL CORPORATION
COM
69351T106
231
7619
SH
SOLE
7619
0
0
PPL CORPORATION MAND. 5/01/14
COM
69351T114
9417
175400
SH
SOLE
175400
0
0
PRAXAIR INC
COM
74005P104
429
3568
SH
SOLE
3568
0
0
PRECISION CASTPARTS CORP
COM
740189105
400
1762
SH
SOLE
1762
0
0
PRICELINE.COM INC
COM
741503403
630
623
SH
SOLE
623
0
0
PRICELINE.COM INC C.S.N.
NOTE
741503AQ9
23387
18200000
PRN
SOLE
18200000
0
0
PRINCIPAL FINANCIAL GROUP INC.
COM
74251V102
142
3320
SH
SOLE
3320
0
0
PROCTER & GAMBLE CO.
COM
742718109
2497
33031
SH
SOLE
33031
0
0
PROGRESSIVE CORP OH
COM
743315103
182
6695
SH
SOLE
6695
0
0
PROLOGIS INC
COM
74340W103
226
6005
SH
SOLE
6005
0
0
PRUDENTIAL FINANCIAL INC.
COM
744320102
436
5595
SH
SOLE
5595
0
0
PUBLIC STORAGE INC.
COM
74460D109
279
1736
SH
SOLE
1736
0
0
PUBLIC SVC ENTERPRISES
COM
744573106
200
6088
SH
SOLE
6088
0
0
PULTE HOMES INC.
COM
745867101
68
4123
SH
SOLE
4123
0
0
PVH CORP
COM
693656100
115
967
SH
SOLE
967
0
0
QEP RESOURCES INC
COM
74733V100
60
2149
SH
SOLE
2149
0
0
QUALCOMM INC
COM
747525103
1400
20788
SH
SOLE
20788
0
0
QUANTA SERVICES INC
COM
74762E102
70
2558
SH
SOLE
2558
0
0
QUEST DIAGNOSTICS
COM
74834L100
117
1896
SH
SOLE
1896
0
0
RALPH LAUREN CORP.
COM
751212101
121
735
SH
SOLE
735
0
0
RANGE RESOURCES CORP.
COM
75281A109
148
1953
SH
SOLE
1953
0
0
RAYONIER INC. TRS. HOL C.S.B.
NOTE
75508AAC0
2874
1700000
PRN
SOLE
1700000
0
0
RAYTHEON COMPANY
COM
755111507
302
3924
SH
SOLE
3924
0
0
RED HAT INC.
COM
756577102
106
2295
SH
SOLE
2295
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
289
924
SH
SOLE
924
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
157
16968
SH
SOLE
16968
0
0
REPUBLIC SERVICES INC
COM
760759100
117
3506
SH
SOLE
3506
0
0
REYNOLDS AMERICAN INC
COM
761713106
187
3833
SH
SOLE
3833
0
0
ROBERT HALF INTERNATIONAL INC.
COM
770323103
66
1684
SH
SOLE
1684
0
0
ROCKWELL AUTOMATION INC
COM
773903109
180
1685
SH
SOLE
1685
0
0
ROCKWELL INTL CORP
COM
774341101
112
1644
SH
SOLE
1644
0
0
ROPER INDUSTRIES INC
COM
776696106
157
1182
SH
SOLE
1182
0
0
ROPER INDUSTRIES INC C.B.
NOTE
776696AA4
17009
10200000
PRN
SOLE
10200000
0
0
ROSS STORES INC
COM
778296103
193
2656
SH
SOLE
2656
0
0
ROWAN COMPANIES PLC
COM
G7665A101
55
1492
SH
SOLE
1492
0
0
RYDER SYSTEM INC NOTE
COM
783549108
37
613
SH
SOLE
613
0
0
SAFEWAY INC
COM
786514208
92
2883
SH
SOLE
2883
0
0
SALESFORCE.COM INC
COM
79466L302
340
6558
SH
SOLE
6558
0
0
SALIX PHARMACEUTICALS, LTD C.S.N.
NOTE
795435AE6
10551
8600000
PRN
SOLE
8600000
0
0
SANDISK CORP
COM
80004C101
173
2905
SH
SOLE
2905
0
0
SANDISK CORP S.C.N.
NOTE
80004CAD3
12299
9300000
PRN
SOLE
9300000
0
0
SCANA CORP.
COM
80589M102
77
1673
SH
SOLE
1673
0
0
SCHLUMBERGER LTD
COM
806857108
1415
16012
SH
SOLE
16012
0
0
SCHWAB CHARLES CORP
COM
808513105
284
13429
SH
SOLE
13429
0
0
SCRIPP NETWORK
COM
811065101
86
1103
SH
SOLE
1103
0
0
SEAGATE TECHNOLOGY
COM
G7945M107
167
3820
SH
SOLE
3820
0
0
SEALED AIR CORP
COM
81211K100
64
2342
SH
SOLE
2342
0
0
SEMPRA ENERGY
COM
816851109
233
2717
SH
SOLE
2717
0
0
SHERWIN-WILLIAMS CO
COM
824348106
188
1032
SH
SOLE
1032
0
0
SIGMA-ALDRICH
COM
826552101
123
1445
SH
SOLE
1445
0
0
SIMON PROPERTY GROUP INC.
COM
828806109
556
3753
SH
SOLE
3753
0
0
SLM CORPORATION
COM
78442P106
133
5332
SH
SOLE
5332
0
0
SNAP-ON INC.
COM
833034101
69
693
SH
SOLE
693
0
0
SOUTHERN CO
COM
842587107
432
10501
SH
SOLE
10501
0
0
SOUTHWEST AIRLINES
COM
844741108
126
8661
SH
SOLE
8661
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
154
4224
SH
SOLE
4224
0
0
SPDR GOLD TRUST
COM
78463V107
33461
261003
SH
SOLE
261003
0
0
SPDR TRUST SERIES 1
COM
78462F103
48258
287080
SH
SOLE
287080
0
0
SPECTRA ENERGY CORP
COM
847560109
275
8040
SH
SOLE
8040
0
0
ST. JUDE MEDICAL INC.
COM
790849103
183
3405
SH
SOLE
3405
0
0
STANLEY BLACK + DECKER INC
COM
854502101
175
1929
SH
SOLE
1929
0
0
STANLEY BLACK + DECKER INC PREFER STK
COM
854502309
17997
131000
SH
SOLE
131000
0
0
STAPLES INC
COM
855030102
117
7994
SH
SOLE
7994
0
0
STARBUCKS CORP.
COM
855244109
694
9018
SH
SOLE
9018
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE
COM
85590A401
155
2334
SH
SOLE
2334
0
0
STATE STREET CORP
COM
857477103
360
5470
SH
SOLE
5470
0
0
STEEL DYNAMICS C.S.N.
NOTE
858119AP5
10040
9200000
PRN
SOLE
9200000
0
0
STERICYCLE INC.
COM
858912108
118
1026
SH
SOLE
1026
0
0
STILLWATER MINING COMPANY C.S.D.
NOTE
86074QAL6
7560
7200000
PRN
SOLE
7200000
0
0
STRYKER CORP.
COM
863667101
236
3485
SH
SOLE
3485
0
0
SUNTRUST BANK
COM
867914103
210
6476
SH
SOLE
6476
0
0
SYMANTEC CORP
COM
871503108
208
8402
SH
SOLE
8402
0
0
SYSCO CORP
COM
871829107
227
7128
SH
SOLE
7128
0
0
T ROWE PRICE GROUP INC.
COM
74144T108
224
3116
SH
SOLE
3116
0
0
TAKE-TWO INTERACTIVE SOFTWARE INC C.S.N
NOTE
874054AD1
8820
8000000
PRN
SOLE
8000000
0
0
TARGET CORP.
COM
87612E106
493
7706
SH
SOLE
7706
0
0
TE CONNECTIVITY LTD
COM
H84989104
259
5003
SH
SOLE
5003
0
0
TECO ENERGY INC
COM
872375100
41
2459
SH
SOLE
2459
0
0
TENET HEALTHCARE CORP.
COM
88033G407
51
1246
SH
SOLE
1246
0
0
TERADATA CORP
COM
88076W103
111
1997
SH
SOLE
1997
0
0
TERADYNE INC
COM
880770102
38
2289
SH
SOLE
2289
0
0
TESLA MOTORS INC. C.S.B.
NOTE
88160RAA9
10110
6000000
PRN
SOLE
6000000
0
0
TESORO PETROLEUM CORP
COM
881609101
73
1655
SH
SOLE
1655
0
0
TEXAS INSTRUMENTS INC
COM
882508104
538
13351
SH
SOLE
13351
0
0
TEXTRON
COM
883203101
93
3356
SH
SOLE
3356
0
0
THE TRAVELERS COMPANIES INC COMMON STK
COM
89417E109
386
4549
SH
SOLE
4549
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
397
4304
SH
SOLE
4304
0
0
TIBCO SOFTWARE INC C.S.B.
NOTE
88632QAB9
8328
8200000
PRN
SOLE
8200000
0
0
TIFFANY & CO.
COM
886547108
108
1409
SH
SOLE
1409
0
0
TIME WARNER CABLE INC
COM
88732J207
390
3493
SH
SOLE
3493
0
0
TIME WARNER INC.
COM
887317303
738
11213
SH
SOLE
11213
0
0
TJX COMPANIES, INC.
COM
872540109
489
8664
SH
SOLE
8664
0
0
TORCHMARK CORP
COM
891027104
82
1127
SH
SOLE
1127
0
0
TOTAL SYSTEM SERVICES
COM
891906109
57
1952
SH
SOLE
1952
0
0
TRINITY INDUSTRIES C.S.N.
NOTE
896522AF6
14921
12300000
PRN
SOLE
12300000
0
0
TRIPADVISOR INC
COM
896945201
100
1321
SH
SOLE
1321
0
0
TRIUMPH GROUP C.SUB.N.
NOTE
896818AB7
13147
5060000
PRN
SOLE
5060000
0
0
TWENTY FIRST CENTURY FOX INC
COM
90130A101
803
23982
SH
SOLE
23982
0
0
TYCO INTERNATIONAL LTD USD0.8
COM
H89128104
196
5607
SH
SOLE
5607
0
0
TYSON FOODS, INC.
COM
902494103
96
3400
SH
SOLE
3400
0
0
U.S. BANCORP
COM
902973304
815
22267
SH
SOLE
22267
0
0
UNION PACIFIC CORP
COM
907818108
875
5635
SH
SOLE
5635
0
0
UNITED PARCEL SERVICE CL B
COM
911312106
786
8599
SH
SOLE
8599
0
0
UNITED STATES 12 MONTH OIL
COM
91288V103
5373
124455
SH
SOLE
124455
0
0
UNITED STATES BRENT OIL FUND
COM
91167Q100
1802
42670
SH
SOLE
42670
0
0
UNITED STATES GAS FUND LP
COM
91201T102
1860
33167
SH
SOLE
33167
0
0
UNITED STATES STEEL CORP
COM
912909108
36
1728
SH
SOLE
1728
0
0
UNITED TECH CORP MAND 8/1/15
COM
913017117
19437
300000
SH
SOLE
300000
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
1098
10182
SH
SOLE
10182
0
0
UNITEDHEALTH GROUP INC.
COM
91324P102
880
12286
SH
SOLE
12286
0
0
UNUMPROVIDENT CORP
COM
91529Y106
98
3209
SH
SOLE
3209
0
0
URBAN OUTFITTERS INC.
COM
917047102
48
1318
SH
SOLE
1318
0
0
US NATURAL GAS FUND LP
COM
912318201
14175
775414
SH
SOLE
775414
0
0
US STEEL CORP C.S.N.
NOTE
912909AE8
7725
7550000
PRN
SOLE
7550000
0
0
VALERO ENERGY CORP
COM
91913Y100
224
6566
SH
SOLE
6566
0
0
VARIAN MEDICAL SYSTEMS INC.
COM
92220P105
98
1314
SH
SOLE
1314
0
0
VECTOR GROUP LTD S.C.B.
NOTE
92240MAL2
6973
6120000
PRN
SOLE
6120000
0
0
VENTAS INC
COM
92276F100
217
3522
SH
SOLE
3522
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1609
34488
SH
SOLE
34488
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
51
671
SH
SOLE
671
0
0
VF CORP
COM
918204108
211
1060
SH
SOLE
1060
0
0
VIACOM INC- CLASS B
COM
92553P201
447
5344
SH
SOLE
5344
0
0
VISA INC - CLASS A
COM
92826C839
1172
6132
SH
SOLE
6132
0
0
VORNADO REALTY TRUST
COM
929042109
172
2042
SH
SOLE
2042
0
0
VULCAN MATERIALS CO
COM
929160109
81
1556
SH
SOLE
1556
0
0
WABASH NATIONAL CORP C.S.N.
NOTE
929566AH0
10053
7700000
PRN
SOLE
7700000
0
0
WALGREEN CO
COM
931422109
560
10413
SH
SOLE
10413
0
0
WAL-MART STORES INC
COM
931142103
1458
19719
SH
SOLE
19719
0
0
WASHINGTON POST CO
COM
939640108
34
56
SH
SOLE
56
0
0
WASTE MANAGEMENT INC
COM
94106L109
218
5292
SH
SOLE
5292
0
0
WATERS CORPORATION
COM
941848103
110
1040
SH
SOLE
1040
0
0
WEB.COM GROUP INC. C.S.N.
NOTE
94733AAA2
9085
8000000
PRN
SOLE
8000000
0
0
WELLPOINT INC
COM
94973V107
304
3630
SH
SOLE
3630
0
0
WELLS FARGO COMPANY
COM
949746101
2442
59104
SH
SOLE
59104
0
0
WESCO DISTRIBUTION CORPORATE
NOTE
95082PAH8
15083
5496000
PRN
SOLE
5496000
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
162
2560
SH
SOLE
2560
0
0
WESTERN UNION
COM
959802109
125
6701
SH
SOLE
6701
0
0
WEYERHAEUSER
COM
962166104
200
6973
SH
SOLE
6973
0
0
WHIRLPOOL CORP.
COM
963320106
137
938
SH
SOLE
938
0
0
WHOLE FOODS MARKET, INC.
COM
966837106
247
4230
SH
SOLE
4230
0
0
WILLIAMS COMPANIES INC.
COM
969457100
299
8221
SH
SOLE
8221
0
0
WINDSTREAM CORP
COM
97382A101
57
7134
SH
SOLE
7134
0
0
WISCONSIN ENERGY CORP
COM
976657106
111
2755
SH
SOLE
2755
0
0
WPX ENERGY INC
COM
98212B103
46
2408
SH
SOLE
2408
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
100
1645
SH
SOLE
1645
0
0
WYNN RESORTS LTD
COM
983134107
152
963
SH
SOLE
963
0
0
XCEL ENERGY INC.
COM
98389B100
165
5993
SH
SOLE
5993
0
0
XEROX CORP.
COM
984121103
150
14601
SH
SOLE
14601
0
0
XILINX INC
COM
983919101
149
3187
SH
SOLE
3187
0
0
XILINX INC JR.SUB.CV.BD.
NOTE
983919AD3
20381
12600000
PRN
SOLE
12600000
0
0
XL GROUP PLC
COM
G98290102
107
3483
SH
SOLE
3483
0
0
XYLEM INC
COM
98419M100
63
2240
SH
SOLE
2240
0
0
YAHOO! INC
COM
984332106
379
11439
SH
SOLE
11439
0
0
YUM BRANDS INC
COM
988498101
387
5414
SH
SOLE
5414
0
0
ZIMMER HOLDINGS INC
COM
98956P102
167
2038
SH
SOLE
2038
0
0
ZIONS BANCORPORATION
COM
989701107
61
2209
SH
SOLE
2209
0
0
ZOETIS INC
COM
98978V103
188
6026
SH
SOLE
6026
0
0