0000728572-14-000012.txt : 20140813
0000728572-14-000012.hdr.sgml : 20140813
20140813143201
ACCESSION NUMBER: 0000728572-14-000012
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140813
DATE AS OF CHANGE: 20140813
EFFECTIVENESS DATE: 20140813
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: 141037034
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
06-30-2014
06-30-2014
GUARDIAN LIFE INSURANCE CO OF AMERICA
7 HANOVER SQUARE
NY
NY
10004
13F COMBINATION REPORT
028-15487
RS Investment Management Co, LLC
N
John H. Walter
Vice President, Director of Finance
212.598.1398
// John H. Walter
New York
NY
08-13-2014
0
570
1040187
false
INFORMATION TABLE
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JuneGLIC.xml
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0
FIDELTY NATIIONAL INFORMATION
COM
31620M106
90
1639
SH
SOLE
1639
0
0
FIDELITY NATIONAL TITLE
NOTE
31620RAE5
6891
4200000
PRN
SOLE
4200000
0
0
FIFTH THIRD BANCORP
COM
316773100
103
4831
SH
SOLE
4831
0
0
FIRST SOLAR INC
COM
336433107
28
397
SH
SOLE
397
0
0
FISERV, INC.
COM
337738108
88
1453
SH
SOLE
1453
0
0
FIRSTENERGY CORP
COM
337932107
82
2375
SH
SOLE
2375
0
0
FLUOR CORP
COM
343412102
71
920
SH
SOLE
920
0
0
FLOWSERVE CORPORATION
COM
34354P105
58
786
SH
SOLE
786
0
0
FORD MOTOR CO.
COM
345370860
386
22373
SH
SOLE
22373
0
0
FOREST LABORATORIES, INC.
COM
345838106
132
1333
SH
SOLE
1333
0
0
FOSSIL GROUP INC
COM
34988V106
29
277
SH
SOLE
277
0
0
FRANKLIN RESOURCES INC
COM
354613101
131
2273
SH
SOLE
2273
0
0
FREEPORT MCMORAN INC
COM
35671D857
215
5891
SH
SOLE
5891
0
0
FRONTIER COMMUNICATIONS CO.
COM
35906A108
33
5670
SH
SOLE
5670
0
0
GAMESTOP CORP
COM
36467W109
27
660
SH
SOLE
660
0
0
GANNETT CO
COM
364730101
40
1283
SH
SOLE
1283
0
0
GAP INC
COM
364760108
62
1492
SH
SOLE
1492
0
0
GENERAL DYNAMICS CORP
COM
369550108
215
1845
SH
SOLE
1845
0
0
GENERAL ELECTRIC
COM
369604103
1496
56920
SH
SOLE
56920
0
0
GENERAL GROWTH PROPERTIES
COM
370023103
70
2958
SH
SOLE
2958
0
0
GENERAL MILLS INC
COM
370334104
186
3544
SH
SOLE
3544
0
0
GENERAL MOTORS CORP
COM
37045V100
268
7395
SH
SOLE
7395
0
0
GENUINE PARTS CO
COM
372460105
76
869
SH
SOLE
869
0
0
GENWORTH FINANCIAL INC.
COM
37247D106
49
2810
SH
SOLE
2810
0
0
GILEAD SCIENCES INC
COM
375558103
723
8726
SH
SOLE
8726
0
0
GILEAD SCIENCES INC
NOTE
375558AP8
32805
9000000
PRN
SOLE
9000000
0
0
GOLDMAN SACHS
COM
38141G104
397
2372
SH
SOLE
2372
0
0
GOODYEAR TIRE & RUBBER CO
COM
382550101
43
1563
SH
SOLE
1563
0
0
GOOGLE INC-CL A
COM
38259P508
936
1601
SH
SOLE
1601
0
0
GOOGLE INC-CL C
COM
38259P706
921
1601
SH
SOLE
1601
0
0
GRAHAM HOLDINGS COMPANY
COM
384637104
18
25
SH
SOLE
25
0
0
GRAINGER WW INC
COM
384802104
89
350
SH
SOLE
350
0
0
HCP INC
COM
40414L109
107
2593
SH
SOLE
2593
0
0
HALLIBURTON CO
COM
406216101
343
4827
SH
SOLE
4827
0
0
HARLEY DAVIDSON
COM
412822108
87
1245
SH
SOLE
1245
0
0
HARMAN INTERNATIONAL
COM
413086109
41
385
SH
SOLE
385
0
0
HARRIS CORP
COM
413875105
46
604
SH
SOLE
604
0
0
HARTFORD FINANCIAL SERVICES GROUP
COM
416515104
90
2517
SH
SOLE
2517
0
0
HASBRO INC
COM
418056107
35
652
SH
SOLE
652
0
0
HEALTH CARE REIT INC
COM
42217K106
103
1645
SH
SOLE
1645
0
0
HELMERICH AND PAYNE
COM
423452101
70
601
SH
SOLE
601
0
0
HERSHEY FOODS CORP
COM
427866108
82
844
SH
SOLE
844
0
0
HESS CORP
COM
42809H107
153
1551
SH
SOLE
1551
0
0
HEWLETT PACKARD CO.
COM
428236103
362
10752
SH
SOLE
10752
0
0
HOME DEPOT INC
COM
437076102
647
7989
SH
SOLE
7989
0
0
HONEYWELL INTERNATIONAL INC.
COM
438516106
413
4448
SH
SOLE
4448
0
0
HORMEL FOODS CORP
COM
440452100
38
760
SH
SOLE
760
0
0
HORNBECK OFFSHORE
NOTE
440543AN6
12457
10300000
PRN
SOLE
10300000
0
0
HOSPIRA INC
COM
441060100
48
935
SH
SOLE
935
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
94
4293
SH
SOLE
4293
0
0
HUDSON CITY BANCORP INC.
COM
443683107
26
2683
SH
SOLE
2683
0
0
HUMANA INC
COM
444859102
112
878
SH
SOLE
878
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
45
4722
SH
SOLE
4722
0
0
IXIA
NOTE
45071RAB5
7910
7900000
PRN
SOLE
7900000
0
0
ICONIX BRAND GROUP
NOTE
451055AE7
11064
7650000
PRN
SOLE
7650000
0
0
IDERA PHARMACEUTICALS INC.
COM
45168K306
1078
371759
SH
SOLE
371759
0
0
ILLINOIS TOOL WORKS
COM
452308109
194
2218
SH
SOLE
2218
0
0
INTEL CORP.
COM
458140100
872
28206
SH
SOLE
28206
0
0
INTEL CORP.
NOTE
458140AF7
20053
13000000
PRN
SOLE
13000000
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
32
450
SH
SOLE
450
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
122
645
SH
SOLE
645
0
0
INTL BUSINESS MACHINES CORP I.B.M.
COM
459200101
1007
5554
SH
SOLE
5554
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
48
462
SH
SOLE
462
0
0
INTERNATIONAL GAME TECHNOLOGY
COM
459902102
22
1402
SH
SOLE
1402
0
0
INTERNATIONAL PAPER
COM
460146103
126
2498
SH
SOLE
2498
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
47
2405
SH
SOLE
2405
0
0
INTUIT INC
COM
461202103
129
1604
SH
SOLE
1604
0
0
INTUITIVE SURGICAL INC.
COM
46120E602
89
215
SH
SOLE
215
0
0
IRIDIUM COMMUNICATIONS, INC.
PFD
46269C409
7593
23000
SH
SOLE
23000
0
0
IRON MOUNTAIN INC
COM
462846106
34
960
SH
SOLE
960
0
0
ISHARES MSCI EMERGING MKT
COM
464287234
9859
228000
SH
SOLE
228000
0
0
ISHARES MSCI EAFE INDEX FUND
COM
464287465
38835
567923
SH
SOLE
567923
0
0
ISHARES RUSSELL 2000
COM
464287655
39427
331853
SH
SOLE
331853
0
0
ISHARES SILVER TRUST
COM
46428Q109
8338
411362
SH
SOLE
411362
0
0
ISIS PHARMACEUTICALS INC.
NOTE
464337AG9
12767
5800000
PRN
SOLE
5800000
0
0
JP MORGAN CHASE & CO.
COM
46625H100
1238
21483
SH
SOLE
21483
0
0
JABIL CIRCUIT INC
COM
466313103
22
1064
SH
SOLE
1064
0
0
JACOBS ENGINEERING GROUP INC.
COM
469814107
40
742
SH
SOLE
742
0
0
JOHNSON & JOHNSON
COM
478160104
1679
16048
SH
SOLE
16048
0
0
JOHNSON CONTROLS
COM
478366107
188
3768
SH
SOLE
3768
0
0
JOY GLOBAL
COM
481165108
35
569
SH
SOLE
569
0
0
J2 GLOBAL INC
NOTE
48123VAC6
8115
8000000
SH
SOLE
8000000
0
0
JUNIPER NETWORKS INC
COM
48203R104
66
2686
PRN
SOLE
2686
0
0
KLA-TENCOR CORPORATION
COM
482480100
68
936
SH
SOLE
936
0
0
KANSAS CITY SOUTHERN INDS
COM
485170302
67
622
SH
SOLE
622
0
0
KELLOGG CO
COM
487836108
95
1448
SH
SOLE
1448
0
0
KEURIG GREEN MOUNTAIN
COM
49271M100
91
732
SH
SOLE
732
0
0
KEYCORP
COM
493267108
72
5048
SH
SOLE
5048
0
0
KEYCORP
PFD
493267405
12052
92000
SH
SOLE
92000
0
0
KIMBERLY-CLARK CORP
COM
494368103
239
2149
SH
SOLE
2149
0
0
KIMCO REALTY CORP
COM
49446R109
53
2307
SH
SOLE
2307
0
0
KINDER MORGAN INC.
COM
49456B101
137
3791
SH
SOLE
3791
0
0
KOHLS CORP
COM
500255104
60
1134
SH
SOLE
1134
0
0
KRAFT FOODS INC
COM
50076Q106
203
3382
SH
SOLE
3382
0
0
KROGER CO
COM
501044101
145
2925
SH
SOLE
2925
0
0
L BRANDS INC
COM
501797104
81
1375
SH
SOLE
1375
0
0
L-3 COMMUNICATIONS HLDGS INC.
COM
502424104
60
499
SH
SOLE
499
0
0
LABORATORY CORP.
COM
50540R409
50
493
SH
SOLE
493
0
0
LABORATORY CORP.
NOTE
50540RAG7
12815
9350000
PRN
SOLE
9350000
0
0
LAM RESEARCH CORP.
COM
512807108
62
915
SH
SOLE
915
0
0
LAM RESEARCH CORP.
NOTE
512807AJ7
19910
16000000
PRN
SOLE
16000000
0
0
LAUDER ESTEE
COM
518439104
107
1443
SH
SOLE
1443
0
0
LEGGETT & PLATT INC
COM
524660107
27
795
SH
SOLE
795
0
0
LEGG MASON INC
COM
524901105
31
598
SH
SOLE
598
0
0
LENNAR CORP
COM
526057104
42
989
SH
SOLE
989
0
0
LEUCADIA NATIONAL CORP
COM
527288104
46
1769
SH
SOLE
1769
0
0
LILLY (ELI) & CO
COM
532457108
347
5582
SH
SOLE
5582
0
0
LINCOLN NATIONAL CORP
COM
534187109
76
1477
SH
SOLE
1477
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
63
1338
SH
SOLE
1338
0
0
LOCKHEED MARTIN CORP
COM
539830109
244
1515
SH
SOLE
1515
0
0
LOEWS CORP
COM
540424108
76
1722
SH
SOLE
1722
0
0
LORILLARD INC
COM
544147101
126
2074
SH
SOLE
2074
0
0
LOWE'S COMPANIES
COM
548661107
285
5933
SH
SOLE
5933
0
0
M & T BANK CORPORATION
COM
55261F104
91
734
SH
SOLE
734
0
0
MGIC INVESTMENT CORP.
NOTE
552848AE3
11761
7900000
PRN
SOLE
7900000
0
0
MGM MIRAGE MGM INC
NOTE
55303QAE0
11745
8000000
PRN
SOLE
8000000
0
0
MACERICH CO/THE
COM
554382101
53
793
SH
SOLE
793
0
0
MACYS INC
COM
55616P104
120
2075
SH
SOLE
2075
0
0
MARATHON OIL CORP
COM
565849106
158
3953
SH
SOLE
3953
0
0
MARATHON PETROLEM CORP
COM
56585A102
131
1672
SH
SOLE
1672
0
0
MARSH & MCLENNAN COS
COM
571748102
161
3111
SH
SOLE
3111
0
0
MARRIOTT INTERNATIONAL INC
COM
571903202
81
1265
SH
SOLE
1265
0
0
MASCO CORP
COM
574599106
45
2010
SH
SOLE
2010
0
0
MASTERCARD INC
COM
57636Q104
425
5790
SH
SOLE
5790
0
0
MATTEL INC
COM
577081102
75
1930
SH
SOLE
1930
0
0
MCCORMICK & CO
NON VTG
579780206
53
745
SH
SOLE
745
0
0
MCDONALD'S CORP
COM
580135101
564
5602
SH
SOLE
5602
0
0
MCGRAW HILL FINANCIAL INC
COM
580645109
127
1525
SH
SOLE
1525
0
0
MCKESSON CORP
COM
58155Q103
240
1291
SH
SOLE
1291
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
106
1142
SH
SOLE
1142
0
0
MEADWESTVACO CORP
COM
583334107
44
1002
SH
SOLE
1002
0
0
MEDICINES COMPANY
NOTE
584688AC9
11797
9650000
PRN
SOLE
9650000
0
0
MEDTRONIC INC
COM
585055106
362
5677
SH
SOLE
5677
0
0
MENTOR GRAPHICS CORP
NOTE
587200AK2
13897
11350000
PRN
SOLE
11350000
0
0
MERCK & COMPANY, INC.
COM
58933Y105
965
16682
SH
SOLE
16682
0
0
MERITAGE CORP.
NOTE
59001AAR3
946
900000
PRN
SOLE
900000
0
0
METLIFE INC.
COM
59156R108
354
6373
SH
SOLE
6373
0
0
MICROSOFT CORP
COM
594918104
1787
42852
SH
SOLE
42852
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
54
1114
SH
SOLE
1114
0
0
MICRON TECHNOLOGY
COM
595112103
198
6018
SH
SOLE
6018
0
0
MOHAWK INDUSTRIES INC
COM
608190104
47
343
SH
SOLE
343
0
0
MOLSON COORS BREWING CO.
COM
60871R209
66
891
SH
SOLE
891
0
0
MONDELEZ INTERNATIONAL INC
COM
609207105
363
9650
SH
SOLE
9650
0
0
MONSANTO CO
COM
61166W101
369
2961
SH
SOLE
2961
0
0
MONSTER BEVERAGE CORPORATION
COM
611740101
54
766
SH
SOLE
766
0
0
MOODY'S CORP
COM
615369105
93
1066
SH
SOLE
1066
0
0
MORGAN STANLEY
COM
617446448
257
7957
SH
SOLE
7957
0
0
MOSAIC CO/THE
COM
61945C103
94
1909
SH
SOLE
1909
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
86
1297
SH
SOLE
1297
0
0
MURPHY OIL CORP
COM
626717102
66
992
SH
SOLE
992
0
0
MYLAN INC
COM
628530107
109
2110
SH
SOLE
2110
0
0
MYLAN LABORATORIES
NOTE
628530AJ6
21323
5500000
PRN
SOLE
5500000
0
0
NRG ENERGY, INC.
COM
629377508
69
1845
SH
SOLE
1845
0
0
NASDAQ STOCK MARKET
COM
631103108
25
652
SH
SOLE
652
0
0
NATIONAL-OILWELL INC
COM
637071101
199
2413
SH
SOLE
2413
0
0
NAVIENT CORP
COM
63938C108
43
2433
SH
SOLE
2433
0
0
NETAPP INC
COM
64110D104
69
1880
SH
SOLE
1880
0
0
NETFLIX INC.
COM
64110L106
147
333
SH
SOLE
333
0
0
NEWELL RUBBERMAID INC.
COM
651229106
49
1583
SH
SOLE
1583
0
0
NEWFIELD EXPLORATION COMPANY
COM
651290108
34
766
SH
SOLE
766
0
0
NEWMONT MINING CORP
COM
651639106
72
2824
SH
SOLE
2824
0
0
NEWPARK RESOURCES
NOTE
651718AC2
10715
8000000
PRN
SOLE
8000000
0
0
NEW CORP
COM
65249B109
51
2824
SH
SOLE
2824
0
0
NEXTERA ENERGY INC.
COM
65339F101
253
2469
SH
SOLE
2469
0
0
NIKE, INC.
COM
654106103
326
4207
SH
SOLE
4207
0
0
NISOURCE INC.
COM
65473P105
69
1764
SH
SOLE
1764
0
0
NOBLE ENERGY INC
COM
655044105
157
2027
SH
SOLE
2027
0
0
NORDSTROM INC
COM
655664100
55
806
SH
SOLE
806
0
0
NORFOLK SOUTHERN CORP
COM
655844108
179
1740
SH
SOLE
1740
0
0
NORTHEAST UTILITIES
COM
664397106
84
1777
SH
SOLE
1777
0
0
NORTHERN TRUST CORP
COM
665859104
81
1265
SH
SOLE
1265
0
0
NORTHROP GRUMMAN CORP
COM
666807102
147
1230
SH
SOLE
1230
0
0
NUCOR CORP.
COM
670346105
88
1796
SH
SOLE
1796
0
0
NVDIA CORP
COM
67066G104
58
3145
SH
SOLE
3145
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
91
605
SH
SOLE
605
0
0
OCCIDENTAL PETROLEUM
COM
674599105
463
4509
SH
SOLE
4509
0
0
OMNICOM GROUP
COM
681919106
103
1452
SH
SOLE
1452
0
0
OMNICOM
NOTE
681919AV8
6081
4600000
PRN
SOLE
4600000
0
0
ON SEMICONDUCTOR CORP.
NOTE
682189AH8
10793
9200000
PRN
SOLE
9200000
0
0
ONEOK INC
COM
682680103
79
1164
SH
SOLE
1164
0
0
ORACLE SYSTEMS
COM
68389X105
796
19647
SH
SOLE
19647
0
0
OWENS-ILLINOIS INC
COM
690768403
32
928
SH
SOLE
928
0
0
PDL BIOPHARMA INC
NOTE
69329YAC8
7340
4598000
PRN
SOLE
4598000
0
0
PG&E CORPORATION
COM
69331C108
125
2596
SH
SOLE
2596
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
270
3029
SH
SOLE
3029
0
0
PPG INDUSTRIES INC
COM
693506107
168
800
SH
SOLE
800
0
0
PPL CORPORATION
COM
69351T106
127
3578
SH
SOLE
3578
0
0
PVH CORP
COM
693656100
54
461
SH
SOLE
461
0
0
PACCAR INC
COM
693718108
126
1998
SH
SOLE
1998
0
0
PALL CORP
COM
696429307
53
624
SH
SOLE
624
0
0
PARKER-HANNIFIN CORP
COM
701094104
106
842
SH
SOLE
842
0
0
PATTERSON COS INC
COM
703395103
19
470
SH
SOLE
470
0
0
PAYCHEX INC
COM
704326107
76
1830
SH
SOLE
1830
0
0
PEABODY ENERGY CORP.
COM
704549104
25
1523
SH
SOLE
1523
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
27
1761
SH
SOLE
1761
0
0
PEPCO HOLDINGS INC
COM
713291102
39
1406
SH
SOLE
1406
0
0
PEPSICO INC
COM
713448108
771
8634
SH
SOLE
8634
0
0
PERKIN ELMER INC
COM
714046109
30
633
SH
SOLE
633
0
0
PETSMART INC.
COM
716768106
35
587
SH
SOLE
587
0
0
PFIZER, INC.
COM
717081103
1075
36212
SH
SOLE
36212
0
0
PHILIP MORRIS INTERNATIONAL
COM
718172109
758
8994
SH
SOLE
8994
0
0
PHILLIPS 66
COM
718546104
268
3334
SH
SOLE
3334
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
36
621
SH
SOLE
621
0
0
PIONEER NATURAL RESOURCE CO
COM
723787107
184
802
SH
SOLE
802
0
0
PITNEY BOWES INC
COM
724479100
31
1139
SH
SOLE
1139
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
45
995
SH
SOLE
995
0
0
POWERSHARES DB ENERGY FUND
COM
73936B101
16378
532611
SH
SOLE
532611
0
0
POWERSHARES DB AGRICULTURE F
COM
73936B408
54787
1995165
SH
SOLE
1995165
0
0
POWERSHARES DB OIL FUND
COM
73936B507
23858
775603
SH
SOLE
775603
0
0
POWERSHARES DB BASE
COM
73936B705
13073
769886
SH
SOLE
769886
0
0
PRAXAIR INC
COM
74005P104
220
1658
SH
SOLE
1658
0
0
PRECISION CASTPARTS CORP
COM
740189105
207
822
SH
SOLE
822
0
0
T ROWE PRICE GROUP INC.
COM
74144T108
124
1468
SH
SOLE
1468
0
0
THE PRICELINE GROUP INC
COM
741503403
355
295
SH
SOLE
295
0
0
THE PRICELINE GROUP INC
NOTE
741503AQ9
25787
18200000
PRN
SOLE
18200000
0
0
PRINCIPAL FINANCIAL GROUP INC.
COM
74251V102
78
1545
SH
SOLE
1545
0
0
PROCTER & GAMBLE CO.
COM
742718109
1209
15382
SH
SOLE
15382
0
0
PROGRESSIVE CORP OH
COM
743315103
79
3108
SH
SOLE
3108
0
0
PROLOGIS INC
COM
74340W103
116
2834
SH
SOLE
2834
0
0
PRUDENTIAL FINANCIAL INC.
COM
744320102
231
2607
SH
SOLE
2607
0
0
PUBLIC SVC ENTERPRISES
COM
744573106
117
2871
SH
SOLE
2871
0
0
PUBLIC STORAGE INC.
COM
74460D109
140
816
SH
SOLE
816
0
0
PULTE HOMES INC.
COM
745867101
39
1941
SH
SOLE
1941
0
0
QEP RESOURCES INC
COM
74733V100
35
1012
SH
SOLE
1012
0
0
QUALCOMM INC
COM
747525103
760
9593
SH
SOLE
9593
0
0
QUANTA SERVICES INC
COM
74762E102
43
1235
SH
SOLE
1235
0
0
QUEST DIAGNOSTICS
COM
74834L100
48
819
SH
SOLE
819
0
0
RPM INC
NOTE
749685AT0
17404
14000000
PRN
SOLE
14000000
0
0
RALPH LAUREN CORP.
COM
751212101
54
336
SH
SOLE
336
0
0
RANGE RESOURCES CORP.
COM
75281A109
80
922
SH
SOLE
922
0
0
RAYONIER INC.
NOTE
75508AAC0
10675
7000000
SH
SOLE
7000000
0
0
RAYTHEON COMPANY
COM
755111507
166
1799
PRN
SOLE
1799
0
0
RED HAT INC.
COM
756577102
59
1069
SH
SOLE
1069
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
125
441
SH
SOLE
441
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
86
8053
SH
SOLE
8053
0
0
REPUBLIC SERVICES INC
COM
760759100
58
1521
SH
SOLE
1521
0
0
REYNOLDS AMERICAN INC
COM
761713106
107
1765
SH
SOLE
1765
0
0
ROBERT HALF INTERNATIONAL INC.
COM
770323103
37
784
SH
SOLE
784
0
0
ROCKWELL AUTOMATION INC
COM
773903109
98
783
SH
SOLE
783
0
0
ROCKWELL INTL CORP
COM
774341101
60
762
SH
SOLE
762
0
0
ROPER INDUSTRIES INC
COM
776696106
82
560
SH
SOLE
560
0
0
ROPER INDUSTRIES INC
NOTE
776696AA4
13146
7100000
PRN
SOLE
7100000
0
0
ROSS STORES INC
COM
778296103
81
1223
SH
SOLE
1223
0
0
RYDER SYSTEM INC NOTE
COM
783549108
26
296
SH
SOLE
296
0
0
SPDR TRUST SERIES 1
COM
78462F103
1742
8900
SH
SOLE
8900
0
0
SPDR GOLD TRUST
COM
78463V107
28209
220383
SH
SOLE
220383
0
0
SAFEWAY INC
COM
786514208
45
1297
SH
SOLE
1297
0
0
ST. JUDE MEDICAL INC.
COM
790849103
112
1611
SH
SOLE
1611
0
0
SALESFORCE.COM INC
COM
79466L302
185
3184
SH
SOLE
3184
0
0
SALIX PHARMACEUTICALS, LTD
NOTE
795435AE6
16883
8600000
PRN
SOLE
8600000
0
0
SANDISK CORP
COM
80004C101
133
1275
SH
SOLE
1275
0
0
SANDISK CORP
NOTE
80004CAD3
19030
9300000
PRN
SOLE
9300000
0
0
SCANA CORP.
COM
80589M102
43
790
SH
SOLE
790
0
0
SCHLUMBERGER LTD
COM
806857108
874
7414
SH
SOLE
7414
0
0
SCHWAB CHARLES CORP
COM
808513105
179
6630
SH
SOLE
6630
0
0
SCRIPP NETWORK
COM
811065101
50
618
SH
SOLE
618
0
0
SEALED AIR CORP
COM
81211K100
38
1106
SH
SOLE
1106
0
0
SEMPRA ENERGY
COM
816851109
134
1282
SH
SOLE
1282
0
0
SHERWIN-WILLIAMS CO
COM
824348106
100
485
SH
SOLE
485
0
0
SIGMA-ALDRICH
COM
826552101
68
674
SH
SOLE
674
0
0
SIMON PROPERTY GROUP INC.
COM
828806109
296
1782
SH
SOLE
1782
0
0
JM SMUCKER CO
COM
832696405
63
594
SH
SOLE
594
0
0
SNAP-ON INC.
COM
833034101
39
329
SH
SOLE
329
0
0
SOUTHERN CO
COM
842587107
229
5037
SH
SOLE
5037
0
0
SOUTHWEST AIRLINES
COM
844741108
107
3982
SH
SOLE
3982
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
91
2002
SH
SOLE
2002
0
0
SPECTRA ENERGY CORP
COM
847560109
161
3801
SH
SOLE
3801
0
0
SPECTRANETICS CORP.
NOTE
84760CAA5
7276
7000000
PRN
SOLE
7000000
0
0
STANLEY BLACK + DECKER INC
COM
854502101
77
874
SH
SOLE
874
0
0
STANLEY BLACK + DECKER INC
PFD
854502309
18431
137000
SH
SOLE
137000
0
0
STAPLES INC
COM
855030102
40
3692
SH
SOLE
3692
0
0
STARBUCKS CORP.
COM
855244109
332
4288
SH
SOLE
4288
0
0
STARWOOD HOTELS
COM
85590A401
87
1079
SH
SOLE
1079
0
0
STATE STREET CORP
COM
857477103
165
2449
SH
SOLE
2449
0
0
STEEL DYNAMICS
COM
858119100
9656
537951
SH
SOLE
537951
0
0
STERICYCLE INC.
COM
858912108
57
485
SH
SOLE
485
0
0
STILLWATER MINING COMPANY
NOTE
86074QAL6
10575
7200000
PRN
SOLE
7200000
0
0
STRYKER CORP.
COM
863667101
140
1665
SH
SOLE
1665
0
0
SUNTRUST BANK
COM
867914103
121
3014
SH
SOLE
3014
0
0
SYMANTEC CORP
COM
871503108
90
3919
SH
SOLE
3919
0
0
SYSCO CORP
COM
871829107
124
3318
SH
SOLE
3318
0
0
TECO ENERGY INC
COM
872375100
21
1153
SH
SOLE
1153
0
0
TJX COMPANIES, INC.
COM
872540109
214
4034
SH
SOLE
4034
0
0
TAKE-TWO INTERACTIVE
NOTE
874054AD1
9770
8000000
PRN
SOLE
8000000
0
0
TARGET CORP.
COM
87612E106
208
3585
SH
SOLE
3585
0
0
TENET HEALTHCARE CORP.
COM
88033G407
26
559
SH
SOLE
559
0
0
TERADATA CORP
COM
88076W103
37
921
SH
SOLE
921
0
0
TESORO PETROLEUM CORP
COM
881609101
44
748
SH
SOLE
748
0
0
TESLA MOTORS INC.
NOTE
88160RAC5
10636
11000000
PRN
SOLE
11000000
0
0
TEXAS INSTRUMENTS INC
COM
882508104
294
6162
SH
SOLE
6162
0
0
TEXTRON
COM
883203101
61
1583
SH
SOLE
1583
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
263
2230
SH
SOLE
2230
0
0
3M CO
COM
88579Y101
512
3572
SH
SOLE
3572
0
0
TIBCO SOFTWARE INC
NOTE
88632QAB9
8277
8200000
PRN
SOLE
8200000
0
0
TIFFANY & CO.
COM
886547108
62
621
SH
SOLE
621
0
0
TIME INC
COM
887228104
15
633
SH
SOLE
633
0
0
TIME WARNER INC.
COM
887317303
356
5065
SH
SOLE
5065
0
0
TIMES WARNER CABLE INC.
COM
88732J207
234
1587
SH
SOLE
1587
0
0
TORCHMARK CORP
COM
891027104
42
510
SH
SOLE
510
0
0
TOTAL SYSTEM SERVICES
COM
891906109
30
941
SH
SOLE
941
0
0
TRACTOR SUPPLY COMPANY
COM
892356106
47
780
SH
SOLE
780
0
0
THE TRAVELERS COMPANY
COM
89417E109
188
1999
SH
SOLE
1999
0
0
TRIPADVISOR INC
COM
896945201
68
624
SH
SOLE
624
0
0
TWENTY FIRST CENTURY FOX INC
COM
90130A101
387
11011
SH
SOLE
11011
0
0
TYSON FOODS, INC.
COM
902494103
57
1530
SH
SOLE
1530
0
0
U.S. BANCORP
COM
902973304
448
10339
SH
SOLE
10339
0
0
UNDER ARMOUR, INC.
COM
904311107
54
912
SH
SOLE
912
0
0
UNION PACIFIC CORP
COM
907818108
517
5186
SH
SOLE
5186
0
0
UNITED PARCEL SERVICE
COM
911312106
413
4025
SH
SOLE
4025
0
0
UNITED STATES BRENT OIL FUND
COM
91167Q100
1461
32203
SH
SOLE
32203
0
0
UNITED STATES GAS FUND LP
COM
91201T102
1578
25031
SH
SOLE
25031
0
0
US NATURAL GAS FUND LP
COM
912318201
10762
437676
SH
SOLE
437676
0
0
UNITED STATES 12 MONTH OIL
BEN INT
91288V103
4265
90413
SH
SOLE
90413
0
0
UNITED STATES STEEL CORP
COM
912909108
21
817
SH
SOLE
817
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
551
4776
SH
SOLE
4776
0
0
UNITEDHEALTH GROUP INC.
COM
91324P102
459
5612
SH
SOLE
5612
0
0
UNUMPROVIDENT CORP
COM
91529Y106
51
1471
SH
SOLE
1471
0
0
URBAN OUTFITTERS INC.
COM
917047102
20
578
SH
SOLE
578
0
0
VF CORP
COM
918204108
125
1988
SH
SOLE
1988
0
0
VALERO ENERGY CORP
COM
91913Y100
152
3038
SH
SOLE
3038
0
0
VARIAN MEDICAL SYSTEMS INC.
COM
92220P105
50
596
SH
SOLE
596
0
0
VECTOR GROUP LTD
NOTE
92240MBC1
8385
8000000
PRN
SOLE
8000000
0
0
VENTAS INC
COM
92276F100
106
1655
SH
SOLE
1655
0
0
VERISIGN INC.
COM
92343E102
35
726
SH
SOLE
726
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1150
23493
SH
SOLE
23493
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
127
1337
SH
SOLE
1337
0
0
VIACOM INC
COM
92553P201
196
2261
SH
SOLE
2261
0
0
VISA INC
COM
92826C839
604
2867
SH
SOLE
2867
0
0
VORNADO REALTY TRUST
COM
929042109
105
982
SH
SOLE
982
0
0
VULCAN MATERIALS CO
COM
929160109
47
734
SH
SOLE
734
0
0
WABASH NATIONAL CORP
NOTE
929566AH0
10766
7700000
PRN
SOLE
7700000
0
0
WAL-MART STORES INC
COM
931142103
689
9178
SH
SOLE
9178
0
0
WALGREEN CO
COM
931422109
368
4959
SH
SOLE
4959
0
0
WASTE MANAGEMENT INC
COM
94106L109
110
2460
SH
SOLE
2460
0
0
WATERS CORPORATION
COM
941848103
50
481
SH
SOLE
481
0
0
WEB.COM GROUP INC.
NOTE
94733AAA2
11053
10300000
PRN
SOLE
10300000
0
0
WELLPOINT INC
COM
94973V107
172
1603
SH
SOLE
1603
0
0
WELLPOINT INC
NOTE
94973VBG1
18076
11800000
PRN
SOLE
11800000
0
0
WELLS FARGO COMPANY
COM
949746101
1428
27164
SH
SOLE
27164
0
0
WESCO DISTRIBUTION
NOTE
95082PAH8
16852
5496000
PRN
SOLE
5496000
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
109
1186
SH
SOLE
1186
0
0
WESTERN UNION
COM
959802109
54
3109
SH
SOLE
3109
0
0
WEYERHAEUSER
COM
962166104
110
3316
SH
SOLE
3316
0
0
WHIRLPOOL CORP.
COM
963320106
62
442
SH
SOLE
442
0
0
WHOLE FOODS MARKET, INC.
COM
966837106
81
2096
SH
SOLE
2096
0
0
WILLIAMS COMPANIES INC.
COM
969457100
226
3882
SH
SOLE
3882
0
0
WINDSTREAM CORP
COM
97382A101
34
3381
SH
SOLE
3381
0
0
WISCONSIN ENERGY CORP
COM
976657106
60
1276
SH
SOLE
1276
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
56
734
SH
SOLE
734
0
0
WYNN RESORTS LTD
COM
983134107
95
457
SH
SOLE
457
0
0
XCEL ENERGY INC.
COM
98389B100
91
2826
SH
SOLE
2826
0
0
XILINX INC
COM
983919101
71
1510
SH
SOLE
1510
0
0
XILINX INC
NOTE
983919AF8
14912
9000000
PRN
SOLE
9000000
0
0
XEROX CORP.
COM
984121103
79
6320
SH
SOLE
6320
0
0
XYLEM INC
COM
98419M100
41
1039
SH
SOLE
1039
0
0
YAHOO! INC
COM
984332106
187
5312
SH
SOLE
5312
0
0
YUM BRANDS INC
COM
988498101
204
2508
SH
SOLE
2508
0
0
ZIMMER HOLDINGS INC
COM
98956P102
100
962
SH
SOLE
962
0
0
ZIONS BANCORPORATION
COM
989701107
31
1042
SH
SOLE
1042
0
0
ZOETIS INC
COM
98978V103
92
2836
SH
SOLE
2836
0
0
ACTAVIS INC
COM
G0083B108
218
979
SH
SOLE
979
0
0
ALLEGION PLC
COM
G0176J109
29
503
SH
SOLE
503
0
0
AON PLC
COM
G0408V102
153
1695
SH
SOLE
1695
0
0
ACCENTURE PLC
COM
G1151C101
292
3613
SH
SOLE
3613
0
0
COVIDIEN PLC
COM
G2554F113
231
2558
SH
SOLE
2558
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
108
1577
SH
SOLE
1577
0
0
EATON CORP PLC NPV
COM
G29183103
208
2696
SH
SOLE
2696
0
0
ENSCO PLC
COM
G3157S106
73
1319
SH
SOLE
1319
0
0
INGERSOLL-RAND PLC
COM
G47791101
92
1467
SH
SOLE
1467
0
0
INVESCO LTD
COM
G491BT108
93
2458
SH
SOLE
2458
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
89
1009
SH
SOLE
1009
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
43
1466
SH
SOLE
1466
0
0
NOBLE CORPORATION PLC
COM
G65431101
48
1433
SH
SOLE
1433
0
0
ROWAN COMPANIES PLC
COM
G7665A101
22
701
SH
SOLE
701
0
0
SEAGATE TECHNOLOGY
COM
G7945M107
106
1865
SH
SOLE
1865
0
0
PENTAIR LTD
COM
G7S00T104
81
1124
SH
SOLE
1124
0
0
PERRIGO CO PLC
COM
G97822103
109
749
SH
SOLE
749
0
0
XL GROUP PLC
COM
G98290102
51
1567
SH
SOLE
1567
0
0
ACE LTD
COM
H0023R105
199
1915
SH
SOLE
1915
0
0
GARMIN LTD
COM
H2906T109
42
695
SH
SOLE
695
0
0
TE CONNECTIVITY LTD
COM
H84989104
143
2311
SH
SOLE
2311
0
0
TRANSOCEAN INC.
COM
H8817H100
86
1912
SH
SOLE
1912
0
0
TYCO INTERNATIONAL LTD
COM
H89128104
119
2619
SH
SOLE
2619
0
0
LYONDELLBASELL INDU
COM
N53745100
240
2460
SH
SOLE
2460
0
0
NIELSEN N.V.
COM
N63218106
83
1719
SH
SOLE
1719
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
102
1416
SH
SOLE
1416
0
0