0000728572-15-000006.txt : 20150505
0000728572-15-000006.hdr.sgml : 20150505
20150505160833
ACCESSION NUMBER: 0000728572-15-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150505
DATE AS OF CHANGE: 20150505
EFFECTIVENESS DATE: 20150505
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: 15833027
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
03-31-2015
03-31-2015
GUARDIAN LIFE INSURANCE CO OF AMERICA
7 HANOVER SQUARE
NY
NY
10004
13F COMBINATION REPORT
028-15487
028-12027
RS Investment Management Co. LLC
N
John H. Walter
Vice President, Director of Finance
212.598.1398
/S/ John H. Walter
New York
NY
05-05-2015
0
581
1056383
false
INFORMATION TABLE
2
MARGLIC.xml
ADT CORP
COM
00101J106
31
757
SH
SOLE
757
0
0
AFLAC INC
COM
001055102
123
1920
SH
SOLE
1920
0
0
AGL RESOURCES INC
COM
001204106
26
518
SH
SOLE
518
0
0
AES CORP
COM
00130H105
36
2828
SH
SOLE
2828
0
0
ANI PHARMACEUTICALS INC
NOTE
00182CAA1
9200
8000000
PRN
SOLE
8000000
0
0
SBC COMMUNICATIONS INC
COM
00206R102
741
22700
SH
SOLE
22700
0
0
ABBOTT LABORATORIES
COM
002824100
306
6599
SH
SOLE
6599
0
0
ABBVIE INC
COM
00287Y109
408
6971
SH
SOLE
6971
0
0
ADOBE SYSTEMS INC
COM
00724F101
154
2081
SH
SOLE
2081
0
0
AETNA INC-NEW
COM
00817Y108
163
1529
SH
SOLE
1529
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
52
240
SH
SOLE
240
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
61
1468
SH
SOLE
1468
0
0
AIR LEASE CORP
NOTE
00912XAK0
936
650000
PRN
SOLE
650000
0
0
AIR PRODUCTS AND CHEMICALS INC
COM
009158106
128
843
SH
SOLE
843
0
0
AIRGAS INC
COM
009363102
31
295
SH
SOLE
295
0
0
AIRTRAN CORP
NOTE
00949PAD0
10879
3600000
PRN
SOLE
3600000
0
0
AKAMAI TECHNOLOGIES
COM
00971T101
56
782
SH
SOLE
782
0
0
ALUMINUM COMPANY OF AMERICA
COM
013817101
69
5345
SH
SOLE
5345
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
153
884
SH
SOLE
884
0
0
ALLEGHENY TELEDYNE INC
COM
01741R102
14
471
SH
SOLE
471
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
82
278
SH
SOLE
278
0
0
ALLSTATE CORP
COM
020002101
130
1824
SH
SOLE
1824
0
0
ALTERA CORP
COM
021441100
57
1326
SH
SOLE
1326
0
0
ALTRIA GROUP INC
COM
02209S103
431
8613
SH
SOLE
8613
0
0
AMAZONCOM INC
COM
023135106
620
1665
SH
SOLE
1665
0
0
AMEREN CORP
COM
023608102
44
1053
SH
SOLE
1053
0
0
AMERICAN AIRLINES EXIT TL
COM
02376R102
166
3137
SH
SOLE
3137
0
0
AMERICAN ELECTRIC POWER CO INC
COM
025537101
120
2141
SH
SOLE
2141
0
0
AMERICAN EXPRESS
COM
025816109
300
3834
SH
SOLE
3834
0
0
AIG
COM
026874784
329
6003
SH
SOLE
6003
0
0
AMERICAN TOWER CORP -
CL A
03027X100
174
1848
SH
SOLE
1848
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
103
904
SH
SOLE
904
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
105
802
SH
SOLE
802
0
0
AMETEK INC
COM
031100100
56
1064
SH
SOLE
1064
0
0
AMGEN INC
COM
031162100
531
3319
SH
SOLE
3319
0
0
AMPHENOL CORP
CL A
032095101
80
1356
SH
SOLE
1356
0
0
ANADARKO PETROLEUM CORP
COM
032511107
183
2215
SH
SOLE
2215
0
0
ANALOG DEVICES INC
COM
032654105
85
1353
SH
SOLE
1353
0
0
WELLPOINT INC
COM
036752103
181
1174
SH
SOLE
1174
0
0
APACHE CORP
COM
037411105
99
1648
SH
SOLE
1648
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
27
683
SH
SOLE
683
0
0
APPLE COMPUTER INC
COM
037833100
3170
25477
SH
SOLE
25477
0
0
APPLIED MATERIALS INC
COM
038222105
121
5374
SH
SOLE
5374
0
0
ARCHER DANIELS
COM
039483102
132
2775
SH
SOLE
2775
0
0
ARES CAPITAL CORP
NOTE
04010LAB9
15788
15300000
PRN
SOLE
15300000
0
0
ASSURANT INC
COM
04621X108
19
302
SH
SOLE
302
0
0
AUTODESK INC
COM
052769106
58
989
SH
SOLE
989
0
0
AUTOMATIC DATA PROCESSING
COM
053015103
178
2079
SH
SOLE
2079
0
0
AUTONATION INC
COM
05329W102
21
325
SH
SOLE
325
0
0
AUTOZONE INC
COM
053332102
96
140
SH
SOLE
140
0
0
AVALON BAY COMMUNITIES
COM
053484101
101
577
SH
SOLE
577
0
0
AVERY-DENNISON CORP
COM
053611109
21
397
SH
SOLE
397
0
0
BB&T CORPORATION
COM
054937107
123
3152
SH
SOLE
3152
0
0
BAKER HUGHES
COM
057224107
121
1900
SH
SOLE
1900
0
0
BALL CORP
COM
058498106
42
601
SH
SOLE
601
0
0
BANK OF AMERICA CORP
COM
060505104
708
46010
SH
SOLE
46010
0
0
BANK OF NEW YORK MELLON CORP
COM
064058100
196
4872
SH
SOLE
4872
0
0
BARD (CR)INC
COM
067383109
54
324
SH
SOLE
324
0
0
BAXTER INTERNATIONAL INC
COM
071813109
163
2373
SH
SOLE
2373
0
0
BECTON DICKINSON & CO
COM
075887109
131
913
SH
SOLE
913
0
0
BED BATH & BEYOND INC
COM
075896100
62
804
SH
SOLE
804
0
0
BERKSHIRE HATHAWAY-CAL
COM
084670702
1151
7976
SH
SOLE
7976
0
0
BEST BUY COMPANY INC
COM
086516101
48
1273
SH
SOLE
1273
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE
09061GAF8
12115
8000000
PRN
SOLE
8000000
0
0
CSR LTD
COM
09062X103
434
1029
SH
SOLE
1029
0
0
BLACKROCK INC
COM
09247X101
203
554
SH
SOLE
554
0
0
BLOCK H & R INC
COM
093671105
39
1203
SH
SOLE
1203
0
0
BOEING CORP
COM
097023105
430
2866
SH
SOLE
2866
0
0
BORG-WARNER AUTOMOTIVE INC
COM
099724106
60
992
SH
SOLE
992
0
0
BOSTON PROPERTIES INC
COM
101121101
93
664
SH
SOLE
664
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
103
5819
SH
SOLE
5819
0
0
TRAVELERS COS INC
NOTE
101388AA4
10492
9500000
PRN
SOLE
9500000
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
469
7269
SH
SOLE
7269
0
0
BRISTOW GROUP INC
NOTE
110394AC7
10125
10100000
PRN
SOLE
10100000
0
0
BROADCOM CORP
CL A
111320107
103
2384
SH
SOLE
2384
0
0
BROOKDALE SENIOR LIVING INC
NOTE
112463AA2
9582
6900000
PRN
SOLE
6900000
0
0
BROWN-FORMAN
COM
115637209
62
686
SH
SOLE
686
0
0
CBS CORP
COM
124857202
121
2001
SH
SOLE
2001
0
0
CB RICHARD ELLIS GROUP
COM
12504L109
47
1223
SH
SOLE
1223
0
0
CF INDUSTRIES HOLDINGS INC
COM
125269100
60
210
SH
SOLE
210
0
0
C H Robinson Worldwide Inc
COM
12541W209
47
638
SH
SOLE
638
0
0
CIGNA CORP
COM
125509109
147
1137
SH
SOLE
1137
0
0
CHICAGO MERCANTILE EXCHANGE
COM
12572Q105
131
1386
SH
SOLE
1386
0
0
CMS ENERGY CORP
COM
125896100
42
1204
SH
SOLE
1204
0
0
CSX TRANSPORTATION INC
COM
126408103
143
4328
SH
SOLE
4328
0
0
CVS CAREMARK CORP
COM
126650100
508
4922
SH
SOLE
4922
0
0
CA INC
COM
12673P105
45
1392
SH
SOLE
1392
0
0
CABLEVISION SYSTEMS NY GRP
COM
12686C109
17
951
SH
SOLE
951
0
0
CABOT OIL & GAS CORP
CL A
127097103
53
1807
SH
SOLE
1807
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
38
848
SH
SOLE
848
0
0
CAMPBELL SOUP CO
COM
134429109
36
776
SH
SOLE
776
0
0
CAPITAL ONE FINANCIAL CORP
COM
14040H105
191
2417
SH
SOLE
2417
0
0
CARDINAL HEALTH INC
COM
14149Y108
130
1439
SH
SOLE
1439
0
0
CARMAX INC
COM
143130102
63
919
SH
SOLE
919
0
0
CARNIVAL CORP
CL A
143658300
94
1970
SH
SOLE
1970
0
0
CATERPILLAR INC
COM
149123101
212
2651
SH
SOLE
2651
0
0
CELGENE CORP
COM
151020104
404
3501
SH
SOLE
3501
0
0
TIME WARNER
COM
15189T107
38
1879
SH
SOLE
1879
0
0
CENTURYLINK INC
COM
156700106
85
2474
SH
SOLE
2474
0
0
CERNER CORP
COM
156782104
98
1333
SH
SOLE
1333
0
0
CHART INDUSTRIES INC
NOTE
16115QAC4
8849
9200000
PRN
SOLE
9200000
0
0
CHESAPEAKE ENERGY
COM
165167107
32
2253
SH
SOLE
2253
0
0
CHESAPEAKE ENERGY
NOTE
165167BW6
10426
10400000
PRN
SOLE
10400000
0
0
CHEVRON CORP
COM
166764100
863
8220
SH
SOLE
8220
0
0
CHIPOTLE MEXICAN GRILL
CL A
169656105
88
135
SH
SOLE
135
0
0
CHUBB CORP
COM
171232101
102
1010
SH
SOLE
1010
0
0
CIMAREX ENERGY CO
COM
171798101
44
378
SH
SOLE
378
0
0
CINCINNATI FINANCIAL CORP
COM
172062101
34
646
SH
SOLE
646
0
0
CISCO SYSTEMS INC
COM
17275R102
615
22327
SH
SOLE
22327
0
0
CINTAS CORP
COM
172908105
34
420
SH
SOLE
420
0
0
TRAVELERS INC CON
COM
172967424
684
13269
SH
SOLE
13269
0
0
CITRIX SYSTEMS INC
COM
177376100
45
700
SH
SOLE
700
0
0
CLOROX COMPANY
COM
189054109
63
573
SH
SOLE
573
0
0
COACH INC
COM
189754104
50
1198
SH
SOLE
1198
0
0
COCA-COLA CO
COM
191216100
697
17187
SH
SOLE
17187
0
0
COCA COLA ENTERPRISES
COM
19122T109
42
950
SH
SOLE
950
0
0
COGNIZANT TECH SOLUTIONS
COM
192446102
166
2666
SH
SOLE
2666
0
0
COLGATE PALMOLIVE
COM
194162103
258
3726
SH
SOLE
3726
0
0
COMCAST CORP
COM
20030N101
628
11115
SH
SOLE
11115
0
0
COMERICA INC
COM
200340107
35
786
SH
SOLE
786
0
0
COMPTON PETROLEUM FINANCE CORP
COM
205363104
40
611
SH
SOLE
611
0
0
CONAGRA INC
COM
205887102
68
1862
SH
SOLE
1862
0
0
PHILLIPS PETROLEUM
COM
20825C104
335
5386
SH
SOLE
5386
0
0
CONSOL ENERGY INC
COM
20854P109
28
998
SH
SOLE
998
0
0
CONSOLIDATED EDISON INC
COM
209115104
78
1281
SH
SOLE
1281
0
0
CONSTELLATION BRANDS INC
COM
21036P108
85
732
SH
SOLE
732
0
0
CORNING INC
COM
219350105
126
5561
SH
SOLE
5561
0
0
COSTCO COMPANIES INC
COM
22160K105
291
1924
SH
SOLE
1924
0
0
CROWN CASTLE INTL CORP
COM
22822V101
121
1460
SH
SOLE
1460
0
0
CUMMINS ENGINE CO
COM
231021106
103
742
SH
SOLE
742
0
0
DR HORTON
COM
23331A109
41
1454
SH
SOLE
1454
0
0
DETROIT EDISON CO
COM
233331107
62
768
SH
SOLE
768
0
0
DANAHER CORP
COM
235851102
228
2685
SH
SOLE
2685
0
0
DARDEN RESTAURANTS INC
COM
237194105
37
539
SH
SOLE
539
0
0
DAVITA INC
COM
23918K108
61
746
SH
SOLE
746
0
0
DEALERTRACK HOLDINGS INC
NOTE
242309AB8
11388
9600000
PRN
SOLE
9600000
0
0
DEERE & CO
COM
244199105
130
1485
SH
SOLE
1485
0
0
DELTA AIR LINES INC
COM
247361702
162
3606
SH
SOLE
3606
0
0
DENTSPLY INTERNATIONAL INC
COM
249030107
31
613
SH
SOLE
613
0
0
DEPOMED INC
NOTE
249908AA2
10575
8000000
PRN
SOLE
8000000
0
0
DEVON ENERGY CORP
COM
25179M103
102
1690
SH
SOLE
1690
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
8
292
SH
SOLE
292
0
0
DISNEY WALT PRODUCTIONS
COM
254687106
717
6838
SH
SOLE
6838
0
0
DISCOVER FINANCIAL SERVICES
COM
254709108
110
1957
SH
SOLE
1957
0
0
DISCOVERY COMMUNICATIONS
COM SER A
25470F104
20
642
SH
SOLE
642
0
0
DISCOVERY COMMUNICATIONS
COM SER C
25470F302
35
1185
SH
SOLE
1185
0
0
DIRECTVHOLDINGS /FINANCE
COM
25490A309
187
2199
SH
SOLE
2199
0
0
DOLLAR GENERAL
COM
256677105
100
1327
SH
SOLE
1327
0
0
DOLLAR TREE INC
COM
256746108
73
896
SH
SOLE
896
0
0
DOMINION RESOURCES INC
COM
25746U109
182
2572
SH
SOLE
2572
0
0
DOMINION RESOURCES INC
UNIT 99/99/9999
25746U869
13999
285000
PRN
SOLE
285000
0
0
DOVER CORP
COM
260003108
50
723
SH
SOLE
723
0
0
DOW CHEMICAL
COM
260543103
228
4760
SH
SOLE
4760
0
0
CADBURY SCHWEPPES FINANCIAL MGMT
COM
26138E109
66
847
SH
SOLE
847
0
0
DU PONT (EI) DE NEMOURS
COM
263534109
283
3960
SH
SOLE
3960
0
0
DUKE POWER
COM
26441C204
238
3094
SH
SOLE
3094
0
0
DUN & BRADSTREET CORP
COM
2648E3100
20
158
SH
SOLE
158
0
0
EMC CORP/MASS
COM
268648102
222
8696
SH
SOLE
8696
0
0
EOG RESOURCES INC
COM
26875P101
220
2398
SH
SOLE
2398
0
0
EQUITABLE RESOURCES
COM
26884L109
55
658
SH
SOLE
658
0
0
ETFS PLATINUM TRUST
COM
26922V101
8954
80874
SH
SOLE
80874
0
0
ETFS PHYSIAL PALLADIUM SHARES
COM
26923A106
1589
22284
SH
SOLE
22284
0
0
E Trade Group Inc
COM
269246401
36
1263
SH
SOLE
1263
0
0
EASTMAN CHEMICAL
COM
277432100
45
652
SH
SOLE
652
0
0
EBAY INC
COM
278642103
278
4817
SH
SOLE
4817
0
0
ECOLAB INC
COM
278865100
135
1177
SH
SOLE
1177
0
0
EDISON INTERNATIONAL INC
COM
281020107
89
1425
SH
SOLE
1425
0
0
EDWARDS LIFESCIENCES SP - WI
COM
28176E108
67
471
SH
SOLE
471
0
0
ELECTRONIC ARTS INC
COM
285512109
80
1357
SH
SOLE
1357
0
0
EMERGENT BIOSOLUTIONS INC
NOTE
29089QAB1
9245
8000000
PRN
SOLE
8000000
0
0
EMERSON ELECTRIC CO
COM
291011104
170
2997
SH
SOLE
2997
0
0
ENCORE CAPITAL GROUP INC
NOTE
292554AH5
7570
8000000
PRN
SOLE
8000000
0
0
ENERSYS
NOTE
29275YAA0
14846
9250000
PRN
SOLE
9250000
0
0
ENTERGY CORP
COM
29364G103
61
789
SH
SOLE
789
0
0
EQUIFAX INC
COM
294429105
49
523
SH
SOLE
523
0
0
EQUINIX INC
COM
29444U700
9164
39356
SH
SOLE
39356
0
0
EQUITY RESIDENTIAL PROPERTIES TRUST
COM
29476L107
124
1591
SH
SOLE
1591
0
0
ESSEX PROPERTY TRUST INC
COM
297178105
65
284
SH
SOLE
284
0
0
NORTHEAST UTILITIES
COM
30040W108
70
1385
SH
SOLE
1385
0
0
PECO ENERGY
COM
30161N101
126
3760
SH
SOLE
3760
0
0
EXPEDIA INC
CL A
30212P303
41
431
SH
SOLE
431
0
0
EXPEDITORS INTL WASH INC
COM
302130109
40
839
SH
SOLE
839
0
0
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
276
3180
SH
SOLE
3180
0
0
EXXON CORP
COM
30231G102
1559
18347
SH
SOLE
18347
0
0
FLIR SYSTEMS INC
COM
302445101
19
612
SH
SOLE
612
0
0
FMC CORP
COM
302491303
33
583
SH
SOLE
583
0
0
FMC TECHNOLOGIES INC
COM
30249U101
38
1016
SH
SOLE
1016
0
0
FACEBOOK INC
COM
30303M102
755
9181
SH
SOLE
9181
0
0
FAMILY DOLLAR STORES INC
COM
307000109
33
417
SH
SOLE
417
0
0
FASTENAL COMPANY
COM
311900104
49
1185
SH
SOLE
1185
0
0
FDX CORP
COM
31428X106
191
1152
SH
SOLE
1152
0
0
F5 NETWORKS INC
COM
315616102
37
322
SH
SOLE
322
0
0
FIDELITY NATIONAL INFORMATION SERVICES
COM
31620M106
84
1239
SH
SOLE
1239
0
0
FIDELITY NATIONAL TITLE
NOTE
31620RAE5
8315
4124000
PRN
SOLE
4124000
0
0
FIFTH THIRD BANCORP
COM
316773100
67
3564
SH
SOLE
3564
0
0
FIRST SOLAR INC
COM
336433107
19
326
SH
SOLE
326
0
0
FISERV INC
COM
337738108
83
1044
SH
SOLE
1044
0
0
FIRSTENERGY CORP
COM
337932107
65
1842
SH
SOLE
1842
0
0
FLUOR CORP
COM
343412102
37
647
SH
SOLE
647
0
0
FLOWSERVE CORPORATION
COM
34354P105
33
593
SH
SOLE
593
0
0
FORD MOTOR COMPANY
COM
345370860
279
17302
SH
SOLE
17302
0
0
FOSSIL INC
COM
34988V106
17
202
SH
SOLE
202
0
0
FRANKLIN RESOURCES INC
COM
354613101
88
1709
SH
SOLE
1709
0
0
FREEPORT-MCMORAN
COM
35671D857
86
4548
SH
SOLE
4548
0
0
CITIZENS COMMUNICATIONS CO
COM
35906A108
31
4384
SH
SOLE
4384
0
0
GAMESTOP CORP
COM
36467W109
18
472
SH
SOLE
472
0
0
GANNETT CO
COM
364730101
37
992
SH
SOLE
992
0
0
GAP INC
COM
364760108
50
1161
SH
SOLE
1161
0
0
GENERAL DYNAMICS CORP
COM
369550108
187
1378
SH
SOLE
1378
0
0
GENERAL ELECTRIC CO
COM
369604103
1092
44021
SH
SOLE
44021
0
0
GENERAL GROWTH PROPERTIES
COM
370023103
81
2748
SH
SOLE
2748
0
0
GENERAL MILLS INC
COM
370334104
149
2640
SH
SOLE
2640
0
0
GENERAL MOTORS CORP
COM
37045V100
222
5916
SH
SOLE
5916
0
0
GENESEE & WYOMING INC
UNIT 10/01/2015
371559204
8860
73000
PRN
SOLE
73000
0
0
GENUINE PARTS CO
COM
372460105
62
663
SH
SOLE
663
0
0
GENWORTH FINANCIAL INC
COM
37247D106
16
2172
SH
SOLE
2172
0
0
GILEAD SCIENCES INC
COM
375558103
639
6515
SH
SOLE
6515
0
0
GILEAD SCIENCES INC
NOTE
375558AP8
26710
6200000
PRN
SOLE
6200000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
333
1771
SH
SOLE
1771
0
0
GOODYEAR TIRE & RUBBER CORP
COM
382550101
32
1179
SH
SOLE
1179
0
0
GOOGLE INC
CL A
38259P508
693
1249
SH
SOLE
1249
0
0
GOOGLE INC
CL C
38259P706
686
1251
SH
SOLE
1251
0
0
GRAINGER WW INC
COM
384802104
63
267
SH
SOLE
267
0
0
GREEN PLAINS REVEWABLE ENERGY
NOTE
393222AD6
16255
10900000
PRN
SOLE
10900000
0
0
HCA-THE HEALTHCARE CO
COM
40412C101
97
1288
SH
SOLE
1288
0
0
HCP INC
COM
40414L109
87
2015
SH
SOLE
2015
0
0
HALLIBURTON CO
COM
406216101
163
3716
SH
SOLE
3716
0
0
HANES BRANDS INC
COM
410345102
59
1753
SH
SOLE
1753
0
0
HARLEY DAVIDSON
COM
412822108
57
932
SH
SOLE
932
0
0
HARMAN INTL
COM
413086109
39
294
SH
SOLE
294
0
0
HARRIS CORP
COM
413875105
36
455
SH
SOLE
455
0
0
HARTFORD FINANCIAL SERVICES GROUP
COM
416515104
77
1842
SH
SOLE
1842
0
0
HASBRO INC
COM
418056107
31
497
SH
SOLE
497
0
0
HEALTH CARE REIT INC
COM
42217K106
118
1528
SH
SOLE
1528
0
0
HELMERICH AND PAYNE
COM
423452101
32
469
SH
SOLE
469
0
0
HERSHEY FOODS CORP
COM
427866108
65
644
SH
SOLE
644
0
0
HESS CORP
COM
42809H107
72
1063
SH
SOLE
1063
0
0
HEWLETT PACKARD INC
COM
428236103
248
7950
SH
SOLE
7950
0
0
HOME DEPOT INC
COM
437076102
655
5763
SH
SOLE
5763
0
0
ALLIEDSIGNAL INC
COM
438516106
357
3423
SH
SOLE
3423
0
0
HORMEL FOODS CORP
COM
440452100
33
580
SH
SOLE
580
0
0
HORNBECK OFFSHORE SERVICES INC
NOTE
440543AN6
8279
10300000
PRN
SOLE
10300000
0
0
HOSPIRA INC
COM
441060100
66
749
SH
SOLE
749
0
0
HOST MARRIOT CORP
COM
44107P104
67
3313
SH
SOLE
3313
0
0
HUDSON CITY BANCORP INC
COM
443683107
22
2105
SH
SOLE
2105
0
0
HUMANA INC
COM
444859102
117
655
SH
SOLE
655
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
39
3545
SH
SOLE
3545
0
0
ICONIX BRAND GROUP
NOTE
451055AE7
8917
7650000
PRN
SOLE
7650000
0
0
HYBRIDON INC CSD
COM
45168K306
1379
371759
SH
SOLE
371759
0
0
ILLINOIS TOOL WORKS
COM
452308109
148
1527
SH
SOLE
1527
0
0
INTEL CORP
COM
458140100
648
20715
SH
SOLE
20715
0
0
INTEL CORP
NOTE
458140AF7
20524
13000000
PRN
SOLE
13000000
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
25
343
SH
SOLE
343
0
0
INTERCONTINENTALEXCHANGE INC
COM
45866F104
115
492
SH
SOLE
492
0
0
INTL BUSINESS MACH
COM
459200101
645
4020
SH
SOLE
4020
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
41
352
SH
SOLE
352
0
0
INTERNATIONAL PAPER CO
COM
460146103
102
1842
SH
SOLE
1842
0
0
INTERPUBLIC GROUP
COM
460690100
40
1804
SH
SOLE
1804
0
0
INTUIT INC
COM
461202103
117
1211
SH
SOLE
1211
0
0
INTUITIVE SURGICAL INC
COM
46120E602
81
160
SH
SOLE
160
0
0
IRIDIUM COMMUNICATIONS INC
PFD CNV B
46269C409
8463
24000
PRN
SOLE
24000
0
0
IRON MOUNTAIN
COM
46284V101
30
817
SH
SOLE
817
0
0
ISHARES MSCI EMERGING MKT IN
COM
464287234
11596
288955
SH
SOLE
288955
0
0
ISHARES MSCI EAFE INDEX FUND
COM
464287465
20951
326488
SH
SOLE
326488
0
0
ISHARES MSCI EAFE INDEX FUND
COM
464287499
40736
235307
SH
SOLE
235307
0
0
ISHARES MSCI EAFE INDEX FUND
COM
464287655
41266
331853
SH
SOLE
331853
0
0
ISHARES SILVER TRUST
COM
46428Q109
2046
128407
SH
SOLE
128407
0
0
CHASE MANHATTAN CORP
COM
46625H100
988
16306
SH
SOLE
16306
0
0
JACOBS ENGINEERING GROUP INC
COM
469814107
25
562
SH
SOLE
562
0
0
JARDEN CORP
NOTE
471109AM0
12469
10500000
PRN
SOLE
10500000
0
0
JOHNSON & JOHNSON
COM
478160104
1224
12171
SH
SOLE
12171
0
0
JOHNSON CONTROLS
COM
478366107
145
2875
SH
SOLE
2875
0
0
JOY GLOBAL
COM
481165108
17
426
SH
SOLE
426
0
0
J2 GLOBAL INC
NOTE
48123VAC6
12664
11000000
PRN
SOLE
11000000
0
0
JUNIPER NETWORKS INC
COM
48203R104
36
1585
SH
SOLE
1585
0
0
KLA-TENCOR CORPORATION
COM
482480100
42
714
SH
SOLE
714
0
0
KANSAS CITY SOUTHERN INDS
COM
485170302
48
474
SH
SOLE
474
0
0
KELLOGG CO
COM
487836108
73
1107
SH
SOLE
1107
0
0
KEURIG GREEN MOUNTAIN INC
COM
49271M100
59
529
SH
SOLE
529
0
0
KEYCORP
COM
493267108
53
3742
SH
SOLE
3742
0
0
KEYCORP
PFD
493267405
11903
92000
PRN
SOLE
92000
0
0
KIMBERLY-CLARK CORP
COM
494368103
171
1599
SH
SOLE
1599
0
0
KIMCO REALTY
COM
49446R109
48
1804
SH
SOLE
1804
0
0
KINDER MORGAN INC
COM
49456B101
313
7453
SH
SOLE
7453
0
0
KOHLS CORP
COM
500255104
69
879
SH
SOLE
879
0
0
KRAFT FOODS INC
COM
50076Q106
224
2571
SH
SOLE
2571
0
0
KROGER CO
COM
501044101
165
2148
SH
SOLE
2148
0
0
LIMITED INC
COM
501797104
101
1075
SH
SOLE
1075
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
45
361
SH
SOLE
361
0
0
LABORATORY CORP OF AMERICA HOLDINGS
COM
50540R409
55
438
SH
SOLE
438
0
0
LABORATORY CORP OF AMERICA HOLDINGS
NOTE
50540RAG7
15790
9350000
PRN
SOLE
9350000
0
0
LAM RESEARCH CORP
COM
512807108
49
698
SH
SOLE
698
0
0
LAM RESEARCH CORP
NOTE
512807AJ7
19230
16000000
PRN
SOLE
16000000
0
0
ESTEE LAUDER
COM
518439104
81
976
SH
SOLE
976
0
0
LEGGETT & PLATT INC
COM
524660107
27
596
SH
SOLE
596
0
0
LEGG MASON INC
COM
524901105
24
437
SH
SOLE
437
0
0
LENNAR CORP
COM
526057104
40
771
SH
SOLE
771
0
0
LENNAR CORP
NOTE
526057BE3
12798
5500000
PRN
SOLE
5500000
0
0
LEUCADIA NATIONAL CORP
COM
527288104
31
1375
SH
SOLE
1375
0
0
LEVEL 3 COMMUNICATIONS
COM
52729N308
68
1254
SH
SOLE
1254
0
0
LIBERTY MEDIA CORP
NOTE
531229AB8
7985
8000000
PRN
SOLE
8000000
0
0
LILLY (ELI) & CO
COM
532457108
311
4276
SH
SOLE
4276
0
0
LINCOLN NATIONAL CORP
COM
534187109
64
1122
SH
SOLE
1122
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
49
1046
SH
SOLE
1046
0
0
LOCKHEED MARTIN CORP
COM
539830109
237
1170
SH
SOLE
1170
0
0
LOEWS CORP
COM
540424108
53
1302
SH
SOLE
1302
0
0
LORILLARD INC
COM
544147101
103
1574
SH
SOLE
1574
0
0
LOWE'S COMPANIES
COM
548661107
317
4255
SH
SOLE
4255
0
0
M&T BANK CORPORATION
COM
55261F104
74
581
SH
SOLE
581
0
0
MGIC INVESTMENT CORP
NOTE
552848AE3
11598
7900000
PRN
SOLE
7900000
0
0
MACERICH CO/THE
COM
554382101
52
615
SH
SOLE
615
0
0
MACQUARIE INFRASTRUCTURE
NOTE
55608BAA3
24398
20600000
PRN
SOLE
20600000
0
0
MACY'S INC
COM
55616P104
97
1490
SH
SOLE
1490
0
0
USX MARATHON GROUP
COM
565849106
77
2952
SH
SOLE
2952
0
0
MARATHON PETROLEM
COM
56585A102
122
1195
SH
SOLE
1195
0
0
MARSH & MCLENNAN COS
COM
571748102
132
2353
SH
SOLE
2353
0
0
MARRIOT INTERNATIONAL
COM
571903202
73
908
SH
SOLE
908
0
0
MARTIN MARIETTA MATERIALS
COM
573284106
37
263
SH
SOLE
263
0
0
MASCO
COM
574599106
41
1529
SH
SOLE
1529
0
0
MASTERCARD INC
CL A
57636Q104
368
4261
SH
SOLE
4261
0
0
MATTEL INC
COM
577081102
34
1479
SH
SOLE
1479
0
0
MCCORMICK & CO
COM
579780206
44
568
SH
SOLE
568
0
0
MCDONALD'S CORP
COM
580135101
410
4204
SH
SOLE
4204
0
0
MCGRAW HILL INC NOTE
COM
580645109
124
1196
SH
SOLE
1196
0
0
MCKESSON HBOC INC
COM
58155Q103
230
1018
SH
SOLE
1018
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
89
884
SH
SOLE
884
0
0
MEADWESTVACO CORP
COM
583334107
36
729
SH
SOLE
729
0
0
MENTOR GRAPHICS CORP
NOTE
587200AK2
14159
11350000
PRN
SOLE
11350000
0
0
MERCK & COMPANY INC
COM
58933Y105
713
12413
SH
SOLE
12413
0
0
MERITAGE CORP
NOTE
59001AAR3
962
900000
PRN
SOLE
900000
0
0
METLIFE INC
COM
59156R108
247
4888
SH
SOLE
4888
0
0
MICROSOFT CORP
COM
594918104
1459
35881
SH
SOLE
35881
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
43
881
SH
SOLE
881
0
0
MICRON TECHNOLOGY
COM
595112103
128
4711
SH
SOLE
4711
0
0
MOHAWK INDUSTRIES INC
COM
608190104
50
269
SH
SOLE
269
0
0
COORS (ADOLPH)
CL B
60871R209
52
699
SH
SOLE
699
0
0
MONDELEZ INTERNATIONAL INC
COM
609207105
260
7215
SH
SOLE
7215
0
0
MONSANTO CO
COM
61166W101
238
2113
SH
SOLE
2113
0
0
HANSEN NATURAL CORP
COM
611740101
88
639
SH
SOLE
639
0
0
DUN AND BRADSTREET CORP
COM
615369105
81
778
SH
SOLE
778
0
0
MORGAN STANLEY
COM
617446448
241
6743
SH
SOLE
6743
0
0
MOSAIC CO/THE
COM
61945C103
63
1361
SH
SOLE
1361
0
0
MOTOROLA INC
COM
620076307
56
834
SH
SOLE
834
0
0
MURPHY OIL CORP
COM
626717102
34
725
SH
SOLE
725
0
0
MYLAN LABORATORIES
NOTE
628530AJ6
24451
5500000
PRN
SOLE
5500000
0
0
NRG ENERGY INC
COM
629377508
37
1477
SH
SOLE
1477
0
0
NXP SEMICONDUCTOR NV
NOTE
62952QAA8
14295
12000000
PRN
SOLE
12000000
0
0
NASDAQ STOCK MARKET INC
COM
631103108
26
510
SH
SOLE
510
0
0
NATIONAL-OILWELL VARCO INC
COM
637071101
90
1793
SH
SOLE
1793
0
0
NAVIENT CORP
COM
63938C108
36
1756
SH
SOLE
1756
0
0
NETWORK APPLIANCE INC
COM
64110D104
48
1356
SH
SOLE
1356
0
0
NETFLIX INC
COM
64110L106
110
264
SH
SOLE
264
0
0
NW YORK COMMUNITY BANCORP
UNIT 11/01/2051
64944P307
8838
175000
PRN
SOLE
175000
0
0
NEWELL RUBBERMAID INC
COM
651229106
46
1179
SH
SOLE
1179
0
0
NEWFIELD EXPLORATION COMPANY
COM
651290108
25
703
SH
SOLE
703
0
0
NEWMONT MINING CORP
COM
651639106
47
2181
SH
SOLE
2181
0
0
NEWPARK RESOURCES
NOTE
651718AC2
9015
8000000
PRN
SOLE
8000000
0
0
NEW CORP
CL A
65249B109
35
2184
SH
SOLE
2184
0
0
FPL GROUP INC
COM
65339F101
202
1939
SH
SOLE
1939
0
0
NIKE INC
CL B
654106103
307
3060
SH
SOLE
3060
0
0
NIPSCO INDUSTRIES INC
COM
65473P105
61
1383
SH
SOLE
1383
0
0
NOBLE AFFILIATES INC
COM
655044105
83
1691
SH
SOLE
1691
0
0
NORDSTROM INC
COM
655664100
49
615
SH
SOLE
615
0
0
NORFOLK SOUTHERN CORP
COM
655844108
138
1343
SH
SOLE
1343
0
0
NORTHERN TRUST CORP
COM
665859104
67
965
SH
SOLE
965
0
0
NORTHROP GRUMMAN CORP
COM
666807102
140
868
SH
SOLE
868
0
0
NUCOR CORP
COM
670346105
66
1395
SH
SOLE
1395
0
0
NVDIA CORP
COM
67066G104
47
2258
SH
SOLE
2258
0
0
NVDIA CORP
NOTE
67066GAC8
9430
8000000
PRN
SOLE
8000000
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
96
442
SH
SOLE
442
0
0
OCCIDENTAL PETROLEUM
COM
674599105
246
3372
SH
SOLE
3372
0
0
OMNICOM GROUP
COM
681919106
84
1079
SH
SOLE
1079
0
0
ON SEMICONDUCTOR CORP
NOTE
682189AH8
11776
9200000
PRN
SOLE
9200000
0
0
ONEOK INC
COM
682680103
44
902
SH
SOLE
902
0
0
ORACLE SYSTEMS CORP
COM
68389X105
605
14022
SH
SOLE
14022
0
0
OWENS-ILLINOIS INC
COM
690768403
17
716
SH
SOLE
716
0
0
PDL BIOPHARMA INC
NOTE
69329YAF1
8574
8960000
PRN
SOLE
8960000
0
0
PG&E CORPORATION
COM
69331C108
111
2083
SH
SOLE
2083
0
0
PNC BANK CORP
COM
693475105
212
2278
SH
SOLE
2278
0
0
PPG INDUSTRIES INC
COM
693506107
135
600
SH
SOLE
600
0
0
PP AND L CAPITAL FUNDING
COM
69351T106
98
2917
SH
SOLE
2917
0
0
PHILLIPS-VAN HEUSEN CORP
COM
693656100
38
352
SH
SOLE
352
0
0
PACCAR INC
COM
693718108
98
1550
SH
SOLE
1550
0
0
PALL CORP
COM
696429307
47
464
SH
SOLE
464
0
0
PARKER HANNIFIN CORP
COM
701094104
74
624
SH
SOLE
624
0
0
PATTERSON COS INC
COM
703395103
18
375
SH
SOLE
375
0
0
PAYCHEX INC
COM
704326107
71
1429
SH
SOLE
1429
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
20
1343
SH
SOLE
1343
0
0
PEPCO HOLDINGS INC
COM
713291102
30
1105
SH
SOLE
1105
0
0
PEPSI CO INC
COM
713448108
620
6484
SH
SOLE
6484
0
0
PERKINELMER INC
COM
714046109
25
491
SH
SOLE
491
0
0
PFIZER INC
COM
717081103
933
26807
SH
SOLE
26807
0
0
PHILIP MORRIS
COM
718172109
509
6756
SH
SOLE
6756
0
0
PHILLIPS 66
COM
718546104
187
2378
SH
SOLE
2378
0
0
PINNACLE WEST CAPITAL CORP
COM
723484101
30
474
SH
SOLE
474
0
0
PIONEER NATURAL RESOURCE
COM
723787107
106
647
SH
SOLE
647
0
0
PITNEY BOWES INC
COM
724479100
20
879
SH
SOLE
879
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
33
768
SH
SOLE
768
0
0
POWERSHARES DB OIL FUND
COM
73935S105
4299
251870
SH
SOLE
251870
0
0
POWERSHARES DYN ENERGY
COM
73936B101
8152
513319
SH
SOLE
513319
0
0
POWERSHARES DB AGRICULTURE F
COM
73936B408
25689
1160306
SH
SOLE
1160306
0
0
POWERSHARES DB OIL FUND
COM
73936B507
10081
747284
SH
SOLE
747284
0
0
POWERSHARES DB AGRICULTURE F
COM
73936B705
5464
360392
SH
SOLE
360392
0
0
PRAXAIR
COM
74005P104
153
1265
SH
SOLE
1265
0
0
PRECISION CASTPARTS CORP
COM
740189105
132
627
SH
SOLE
627
0
0
T ROWE PRICE
COM
74144T108
92
1140
SH
SOLE
1140
0
0
PRICELINECOM INC
COM
741503403
264
227
SH
SOLE
227
0
0
PRICELINECOM INC
NOTE
741503AQ9
24286
18200000
PRN
SOLE
18200000
0
0
PRINCIPAL FINANCIAL GROUP INC
COM
74251V102
61
1187
SH
SOLE
1187
0
0
PROCTOR & GAMBLE CO
COM
742718109
968
11811
SH
SOLE
11811
0
0
PROGRESSIVE CORP OH
COM
743315103
64
2344
SH
SOLE
2344
0
0
PROLOGIS INC REIT USD
COM
74340W103
98
2239
SH
SOLE
2239
0
0
PRUDENTIAL FINANCIAL INC
COM
744320102
159
1986
SH
SOLE
1986
0
0
PUBLIC SVC ENTERPRISES
COM
744573106
93
2213
SH
SOLE
2213
0
0
PUBLIC STORAGE INC
COM
74460D109
124
629
SH
SOLE
629
0
0
PULTE CORP
COM
745867101
32
1451
SH
SOLE
1451
0
0
QEP RESOURCES INC
COM
74733V100
15
707
SH
SOLE
707
0
0
QUALCOMM INC
COM
747525103
500
7215
SH
SOLE
7215
0
0
Quanta Serv
COM
74762E102
26
925
SH
SOLE
925
0
0
QUEST DIAGNOSTICS
COM
74834L100
48
625
SH
SOLE
625
0
0
QUIDEL CORP
NOTE
74838JAA9
8680
8000000
PRN
SOLE
8000000
0
0
RPM INC-OHIO
NOTE
749685AT0
16503
14000000
PRN
SOLE
14000000
0
0
POLO RALPH LAUREN CORP
COM
751212101
35
263
SH
SOLE
263
0
0
RANGE RESOURCES CORP
COM
75281A109
38
732
SH
SOLE
732
0
0
RAYONIER INC
NOTE
75508AAC0
8225
7000000
PRN
SOLE
7000000
0
0
RAYTHEON CO
COM
755111507
147
1341
SH
SOLE
1341
0
0
RED HAT INC
COM
756577102
61
803
SH
SOLE
803
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
144
320
SH
SOLE
320
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
56
5874
SH
SOLE
5874
0
0
REPUBLIC SERVICES
COM
760759100
44
1096
SH
SOLE
1096
0
0
DAYTON HUDSON CORP
COM
76121E106
229
2785
SH
SOLE
2785
0
0
RJR NABISCO HOLDINGS
COM
761713106
93
1347
SH
SOLE
1347
0
0
ROBERT HALF INTERNATIONAL INC
COM
770323103
36
598
SH
SOLE
598
0
0
ROCKWELL AUTOMATION
COM
773903109
69
597
SH
SOLE
597
0
0
ROCKWELL COLLINS INC
COM
774341101
56
581
SH
SOLE
581
0
0
ROPER INDUSTRIES INC
COM
776696106
74
433
SH
SOLE
433
0
0
ROPER INDUSTRIES INC
NOTE
776696AA4
15478
7100000
PRN
SOLE
7100000
0
0
ROSS STORES INC
COM
778296103
96
911
SH
SOLE
911
0
0
RYDER SYSTEM INC
COM
783549108
21
226
SH
SOLE
226
0
0
SL GREEN REALTY CORP
COM
78440X101
55
431
SH
SOLE
431
0
0
SPDR GOLD TRUST
COM
78463V107
7450
65544
SH
SOLE
65544
0
0
ST JUDE MEDICAL INC
COM
790849103
81
1231
SH
SOLE
1231
0
0
SALESFORCECOM INC
COM
79466L302
177
2646
SH
SOLE
2646
0
0
SANDISK CORP
COM
80004C101
59
932
SH
SOLE
932
0
0
SANDISK CORP
NOTE
80004CAD3
12665
9300000
PRN
SOLE
9300000
0
0
SCANA CORP
COM
80589M102
34
625
SH
SOLE
625
0
0
HENRY SCHEIN INC
COM
806407102
51
366
SH
SOLE
366
0
0
SCHLUMBERGER LTD
COM
806857108
465
5578
SH
SOLE
5578
0
0
SCHWAB CHARLES CORP
COM
808513105
154
5046
SH
SOLE
5046
0
0
EW SCRIPPS CO
CL A
811065101
29
427
SH
SOLE
427
0
0
SEACOR HOLDINGS
NOTE
81170YAB5
10331
11900000
PRN
SOLE
11900000
0
0
SEALED AIR CORP
COM
81211K100
42
919
SH
SOLE
919
0
0
SEMPRA ENERGY
COM
816851109
110
1012
SH
SOLE
1012
0
0
SHERWIN-WILLIAMS CO
COM
824348106
100
353
SH
SOLE
353
0
0
SIGMA-ALDRICH
COM
826552101
72
522
SH
SOLE
522
0
0
SIMON PROPERTY GROUP
COM
828806109
266
1359
SH
SOLE
1359
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
82
834
SH
SOLE
834
0
0
JM SMUCKER CO/THE-NEWW COM
COM
832696405
51
442
SH
SOLE
442
0
0
SNAP-ON INC NOTE TR
COM
833034101
37
251
SH
SOLE
251
0
0
SOUTHERN COMPANY
COM
842587107
176
3979
SH
SOLE
3979
0
0
SOUTHWEST AIRLINES
COM
844741108
131
2951
SH
SOLE
2951
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
39
1681
SH
SOLE
1681
0
0
SPECTRA ENERGY CORP
COM
847560109
106
2935
SH
SOLE
2935
0
0
SPECTRANETICS CORP
NOTE
84760CAA5
12297
9500000
PRN
SOLE
9500000
0
0
STANLEY BLACK + DECKER INC
COM
854502101
66
688
SH
SOLE
688
0
0
STANLEY BLACK + DECKER INC
UNIT 99/99/9999
854502309
18402
137000
PRN
SOLE
137000
0
0
STAPLES INC
COM
855030102
46
2801
SH
SOLE
2801
0
0
STARBUCKS CORP
COM
855244109
311
3279
SH
SOLE
3279
0
0
STARWOOD PROPERTY TRUST
NOTE
85571BAC9
10425
10000000
PRN
SOLE
10000000
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC
COM
85590A401
63
751
SH
SOLE
751
0
0
STATE STREET BOSTON CORP
COM
857477103
133
1804
SH
SOLE
1804
0
0
STERICYCLE INC
COM
858912108
52
370
SH
SOLE
370
0
0
STLLWATER MINING COMPANY
NOTE
86074QAL6
8208
7200000
PRN
SOLE
7200000
0
0
STRYKER CORP
COM
863667101
121
1308
SH
SOLE
1308
0
0
SUNTRUST BANK
COM
867914103
94
2294
SH
SOLE
2294
0
0
SYMANTEC CORP
COM
871503108
70
2985
SH
SOLE
2985
0
0
SYSCO CORP
COM
871829107
98
2590
SH
SOLE
2590
0
0
TECO ENERGY INC
COM
872375100
20
1030
SH
SOLE
1030
0
0
TJX COMPANIES INC
COM
872540109
209
2986
SH
SOLE
2986
0
0
TAKE-TWO INTERACTIVE SOFTWARE INC
NOTE
874054AD1
10525
8000000
PRN
SOLE
8000000
0
0
TENET HEALTHCARE CORP
COM
88033G407
21
426
SH
SOLE
426
0
0
TERADATA CORP
COM
88076W103
28
635
SH
SOLE
635
0
0
TESORO PETROLEUM CORP
COM
881609101
50
549
SH
SOLE
549
0
0
TESLA MOTORS INC
NOTE
88160RAC5
9213
11000000
PRN
SOLE
11000000
0
0
TEXAS INSTRUMENTS IN
COM
882508104
262
4580
SH
SOLE
4580
0
0
TEXTRON
COM
883203101
54
1210
SH
SOLE
1210
0
0
THERMO ELECTRON CORP
COM
883556102
234
1739
SH
SOLE
1739
0
0
MINNESOTA MINING & MANUFACTURING
COM
88579Y101
458
2777
SH
SOLE
2777
0
0
TIFFANY & COMPANY
COM
886547108
43
487
SH
SOLE
487
0
0
TIME WARNER INC COM
COM
887317303
307
3633
SH
SOLE
3633
0
0
TIME WARNER CABLE INC
COM
88732J207
184
1228
SH
SOLE
1228
0
0
TORCHMARK CORP
COM
891027104
31
560
SH
SOLE
560
0
0
TOTAL SYSTEM SERVICES
COM
891906109
27
718
SH
SOLE
718
0
0
TRACTOR SUPPLY COMPANY
COM
892356106
51
595
SH
SOLE
595
0
0
THE TRAVELERS COMPANIES INC
COM
89417E109
152
1406
SH
SOLE
1406
0
0
TRIPADVISOR INC
COM
896945201
40
483
SH
SOLE
483
0
0
NEWS AMERICA CORP
COM
90130A101
271
7998
SH
SOLE
7998
0
0
TYSON FOODS
COM
902494103
49
1270
SH
SOLE
1270
0
0
US BANCORP(SUPER REGIONAL)
COM
902973304
340
7781
SH
SOLE
7781
0
0
UNDER ARMOUR INC
COM
904311107
58
722
SH
SOLE
722
0
0
UNION PACIFIC CORP
COM
907818108
418
3855
SH
SOLE
3855
0
0
UNITED PARCEL SERVICE
CL B
911312106
294
3031
SH
SOLE
3031
0
0
UNITED RENTALS INC
COM
911363109
39
423
SH
SOLE
423
0
0
UNITED STATES GAS FUND LP
COM
91201T102
582
16708
SH
SOLE
16708
0
0
US NATURAL GAS FUND LP
COM
912318201
4977
375895
SH
SOLE
375895
0
0
UNITED STATES 12 MONTH OIL
COM
91288V103
1093
45723
SH
SOLE
45723
0
0
UNITED TECH CORP
COM
913017109
424
3615
SH
SOLE
3615
0
0
UNITED TECH CORP
UNIT 99/99/9999
913017117
18462
300000
PRN
SOLE
300000
0
0
UNITED HEALTHCARE
COM
91324P102
494
4173
SH
SOLE
4173
0
0
UNIVERSAL HEALTH SERVICES
COM
913903100
46
395
SH
SOLE
395
0
0
UNUM GROUP
COM
91529Y106
37
1096
SH
SOLE
1096
0
0
URBAN OUTFITTERS INC
COM
917047102
20
441
SH
SOLE
441
0
0
VF CORP
COM
918204108
113
1502
SH
SOLE
1502
0
0
VALERO ENERGY CORP
COM
91913Y100
143
2253
SH
SOLE
2253
0
0
VARIAN MEDICAL SYSTEMS INC
COM
92220P105
41
435
SH
SOLE
435
0
0
VECTOR GROUP LTD
NOTE
92240MBC1
11784
11000000
PRN
SOLE
11000000
0
0
VENTAS INC
COM
92276F100
106
1446
SH
SOLE
1446
0
0
VERISIGN INC
COM
92343E102
31
461
SH
SOLE
461
0
0
BELL ATLANTIC
COM
92343V104
884
18174
SH
SOLE
18174
0
0
VERINT SYSTEMS INC
NOTE
92343XAA8
11056
9500000
PRN
SOLE
9500000
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
125
1058
SH
SOLE
1058
0
0
VIACOM INC
COM
92553P201
110
1607
SH
SOLE
1607
0
0
Visa Lnd Dev(Visa Int)
COM
92826C839
555
8485
SH
SOLE
8485
0
0
VORNADO REALTY
COM
929042109
85
757
SH
SOLE
757
0
0
VULCAN MATERIALS CO
COM
929160109
48
568
SH
SOLE
568
0
0
WABASH NATIONAL CORP
NOTE
929566AH0
10453
7700000
PRN
SOLE
7700000
0
0
WAL-MART STORES
COM
931142103
568
6907
SH
SOLE
6907
0
0
WALGREEN CO
COM
931427108
323
3813
SH
SOLE
3813
0
0
WASTE MANAGEMENT INC
COM
94106L109
101
1867
SH
SOLE
1867
0
0
WATERS CORPORATION
COM
941848103
46
367
SH
SOLE
367
0
0
WELLPOINT INC
NOTE
94973VBG1
24374
11800000
PRN
SOLE
11800000
0
0
WELLS FARGO & CO
COM
949746101
1116
20507
SH
SOLE
20507
0
0
WESCO DISTRIBUTION
NOTE
95082PAH8
13579
5496000
PRN
SOLE
5496000
0
0
WESTERN DIGITAL CORP
COM
958102105
87
954
SH
SOLE
954
0
0
WESTERN UNION
COM
959802109
47
2272
SH
SOLE
2272
0
0
WEYERHAEUSER
COM
962166104
76
2297
SH
SOLE
2297
0
0
WHIRLPOOL CORP
COM
963320106
68
337
SH
SOLE
337
0
0
WHOLE FOODS MARKET INC
COM
966837106
82
1568
SH
SOLE
1568
0
0
WILLIAMS COMPANIES
COM
969457100
149
2944
SH
SOLE
2944
0
0
WINDSTREAM CORP
COM
97382A101
19
2635
SH
SOLE
2635
0
0
Wisconsin Energy Corp
COM
976657106
49
986
SH
SOLE
986
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
48
528
SH
SOLE
528
0
0
WYNN RESORTS LTD
COM
983134107
44
349
SH
SOLE
349
0
0
XCEL ENERGY INC
COM
98389B100
77
2213
SH
SOLE
2213
0
0
XILINX INC
COM
983919101
49
1150
SH
SOLE
1150
0
0
XILINX INC
NOTE
983919AF8
13320
9000000
PRN
SOLE
9000000
0
0
XEROX CORP
COM
984121103
59
4573
SH
SOLE
4573
0
0
XYLEM INC
COM
98419M100
28
793
SH
SOLE
793
0
0
YAHOO! INC
COM
984332106
169
3808
SH
SOLE
3808
0
0
YUM! BRANDS INC
COM
988498101
149
1895
SH
SOLE
1895
0
0
ZIMMER HOLDINGS INC
COM
98956P102
87
743
SH
SOLE
743
0
0
ZION BANCORPORATION
COM
989701107
24
880
SH
SOLE
880
0
0
ZOETIS INC
COM
98978V103
101
2190
SH
SOLE
2190
0
0
WATSON PHARMACEUTICAL INC
COM
G0083B108
508
1707
SH
SOLE
1707
0
0
BLACK HILLS CORP
COM
G0176J109
26
417
SH
SOLE
417
0
0
AON CORP
COM
G0408V102
118
1226
SH
SOLE
1226
0
0
ACCENTURE PLC
CL A
G1151C101
257
2747
SH
SOLE
2747
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
101
1270
SH
SOLE
1270
0
0
EATON CORP
COM
G29183103
141
2069
SH
SOLE
2069
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
70
776
SH
SOLE
776
0
0
ENSCO PLC
CL A
G3157S106
22
1024
SH
SOLE
1024
0
0
INGERSOLL-RAND COMPANY
COM
G47791101
79
1160
SH
SOLE
1160
0
0
INVESCO PLC
COM
G491BT108
74
1875
SH
SOLE
1875
0
0
MALLINCKRODT PLC
COM
G5785G107
64
505
SH
SOLE
505
0
0
MEDTRONIC PLC
COM
G5960L103
486
6232
SH
SOLE
6232
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
58
879
SH
SOLE
879
0
0
NOBLE DRILLING
COM
G65431101
15
1060
SH
SOLE
1060
0
0
SEAGATE TECHNOLOGY
COM
G7945M107
75
1436
SH
SOLE
1436
0
0
PENTAIR LTD
COM
G7S00T104
50
798
SH
SOLE
798
0
0
TYCO INTERNATIONAL LTD
COM
G91442106
79
1837
SH
SOLE
1837
0
0
PERRIGO COMPANY
COM
G97822103
101
612
SH
SOLE
612
0
0
XL CAPITAL LTD
COM
G98290102
41
1122
SH
SOLE
1122
0
0
ACE LTD
COM
H0023R105
160
1432
SH
SOLE
1432
0
0
GARMIN LTD
COM
H2906T109
25
530
SH
SOLE
530
0
0
TE CONNECTIVITY LTD
COM
H84989104
127
1774
SH
SOLE
1774
0
0
TRANSOCEAN OFFSHORE INC
COM
H8817H100
22
1489
SH
SOLE
1489
0
0
LYONDELLBASELL INDU
CL A
N53745100
152
1733
SH
SOLE
1733
0
0
MYLAN LABORATORIES
COM
N59465109
96
1622
SH
SOLE
1622
0
0
NIELSEN HOLDINGS NV
COM
N63218106
62
1381
SH
SOLE
1381
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
59
725
SH
SOLE
725
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
142
1122
SH
SOLE
1122
0
0