0000950123-16-016917.txt : 20160512
0000950123-16-016917.hdr.sgml : 20160512
20160512160623
ACCESSION NUMBER: 0000950123-16-016917
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160512
DATE AS OF CHANGE: 20160512
EFFECTIVENESS DATE: 20160512
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: 161643733
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
true
false
0000901849
XXXXXXXX
03-31-2016
03-31-2016
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
John H. Walter
New York
NY
05-12-2016
0
583
1138186
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
ALPHABET INC
CAP STK CL A
02079K305
822
1078
SH
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1078
0
0
ALPHABET INC
CAP STK CL C
02079K107
819
1099
SH
SOLE
1099
0
0
AMPHENOL CORP NEW
CL A
032095101
66
1141
SH
SOLE
1141
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
141
2249
SH
SOLE
2249
0
0
LAUDER ESTEE COS INC
CL A
518439104
78
824
SH
SOLE
824
0
0
LENNAR CORP
CL A
526057104
32
663
SH
SOLE
663
0
0
MARRIOTT INTL INC NEW
CL A
571903202
51
714
SH
SOLE
714
0
0
MONDELEZ INTL INC
CL A
609207105
236
5878
SH
SOLE
5878
0
0
RALPH LAUREN CORP
CL A
751212101
21
218
SH
SOLE
218
0
0
TYSON FOODS INC
CL A
902494103
73
1094
SH
SOLE
1094
0
0
UNDER ARMOUR INC
CL A
904311107
57
667
SH
SOLE
667
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
24
579
SH
SOLE
579
0
0
CBRE GROUP INC
CL A
12504L109
31
1076
SH
SOLE
1076
0
0
COMCAST CORP NEW
CL A
20030N101
552
9032
SH
SOLE
9032
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
97
641
SH
SOLE
641
0
0
FACEBOOK INC
CL A
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8398
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SOLE
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FITBIT INC
CL A
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SH
SOLE
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GAMESTOP CORP NEW
CL A
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391
SH
SOLE
391
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MASTERCARD INC
CL A
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346
3663
SH
SOLE
3663
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NEWS CORP NEW
CL A
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18
1412
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SOLE
1412
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TWENTY FIRST CENTY FOX INC
CL A
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121
4331
SH
SOLE
4331
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0
ZOETIS INC
CL A
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75
1695
SH
SOLE
1695
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SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
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350
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CABLEVISION SYS CORP
CL A NY CABLVS
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SH
SOLE
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BROWN FORMAN CORP
CL B
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37
376
SH
SOLE
376
0
0
CBS CORP NEW
CL B
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1605
SH
SOLE
1605
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NIKE INC
CL B
654106103
307
4992
SH
SOLE
4992
0
0
UNITED PARCEL SERVICE INC
CL B
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272
2575
SH
SOLE
2575
0
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UNIVERSAL HLTH SVCS INC
CL B
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42
338
SH
SOLE
338
0
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FREEPORT-MCMORAN INC
CL B
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48
4624
SH
SOLE
4624
0
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MOLSON COORS BREWING CO
CL B
60871R209
65
672
SH
SOLE
672
0
0
NEWS CORP NEW
CL B
65249B208
5
399
SH
SOLE
399
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
45
1595
SH
SOLE
1595
0
0
VIACOM INC NEW
CL B
92553P201
53
1285
SH
SOLE
1285
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
983
6930
SH
SOLE
6930
0
0
AFLAC INC
COM
001055102
100
1579
SH
SOLE
1579
0
0
AGL RES INC
COM
001204106
29
445
SH
SOLE
445
0
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ABBOTT LABS
COM
002824100
231
5518
SH
SOLE
5518
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AFFILIATED MANAGERS GROUP
COM
008252108
32
200
SH
SOLE
200
0
0
AIR PRODS & CHEMS INC
COM
009158106
103
718
SH
SOLE
718
0
0
AIRGAS INC
COM
009363102
34
240
SH
SOLE
240
0
0
ALCOA INC
COM
013817101
46
4846
SH
SOLE
4846
0
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ALEXION PHARMACEUTICALS INC
COM
015351109
116
834
SH
SOLE
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ALLIANCE DATA SYSTEMS CORP
COM
018581108
50
227
SH
SOLE
227
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ALLSTATE CORP
COM
020002101
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1433
SH
SOLE
1433
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AMAZON COM INC
COM
023135106
844
1422
SH
SOLE
1422
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AMEREN CORP
COM
023608102
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898
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SOLE
898
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AMERICAN ELEC PWR INC
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SH
SOLE
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AMERICAN EXPRESS CO
COM
025816109
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3095
SH
SOLE
3095
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AMETEK INC NEW
COM
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880
SH
SOLE
880
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AMGEN INC
COM
031162100
418
2790
SH
SOLE
2790
0
0
ANADARKO PETE CORP
COM
032511107
88
1880
SH
SOLE
1880
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0
ANALOG DEVICES INC
COM
032654105
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1155
SH
SOLE
1155
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ANTHEM INC
COM
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966
SH
SOLE
966
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APACHE CORP
COM
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1399
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SOLE
1399
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APPLE INC
COM
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SOLE
20621
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APPLIED MATLS INC
COM
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SOLE
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ARCHER DANIELS MIDLAND CO
COM
039483102
80
2208
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SOLE
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AUTODESK INC
COM
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SOLE
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AUTOMATIC DATA PROCESSING IN
COM
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153
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SOLE
1706
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AUTOZONE INC
COM
053332102
90
113
SH
SOLE
113
0
0
AVALONBAY CMNTYS INC
COM
053484101
96
507
SH
SOLE
507
0
0
AVERY DENNISON CORP
COM
053611109
24
337
SH
SOLE
337
0
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BB&T CORP
COM
054937107
96
2886
SH
SOLE
2886
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BAKER HUGHES INC
COM
057224107
71
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SH
SOLE
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BALL CORP
COM
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SOLE
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BANK AMER CORP
COM
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BANK NEW YORK MELLON CORP
COM
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SH
SOLE
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BARD C R INC
COM
067383109
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274
SH
SOLE
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BAXTER INTL INC
COM
071813109
83
2024
SH
SOLE
2024
0
0
BECTON DICKINSON & CO
COM
075887109
118
780
SH
SOLE
780
0
0
BED BATH & BEYOND INC
COM
075896100
31
618
SH
SOLE
618
0
0
BEST BUY INC
COM
086516101
36
1103
SH
SOLE
1103
0
0
BLOCK H & R INC
COM
093671105
23
873
SH
SOLE
873
0
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BOEING CO
COM
097023105
296
2330
SH
SOLE
2330
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BORGWARNER INC
COM
099724106
32
830
SH
SOLE
830
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BOSTON PROPERTIES INC
COM
101121101
72
569
SH
SOLE
569
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BOSTON SCIENTIFIC CORP
COM
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94
4976
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BRISTOL MYERS SQUIBB CO
COM
110122108
394
6171
SH
SOLE
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CF INDS HLDGS INC
COM
125269100
27
863
SH
SOLE
863
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CIGNA CORPORATION
COM
125509109
131
953
SH
SOLE
953
0
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CMS ENERGY CORP
COM
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44
1025
SH
SOLE
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CSX CORP
COM
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CVS HEALTH CORP
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CABOT OIL & GAS CORP
COM
127097103
38
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SH
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CAMPBELL SOUP CO
COM
134429109
42
665
SH
SOLE
665
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CARMAX INC
COM
143130102
38
750
SH
SOLE
750
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CATERPILLAR INC DEL
COM
149123101
165
2154
SH
SOLE
2154
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CELGENE CORP
COM
151020104
291
2906
SH
SOLE
2906
0
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CENTURYLINK INC
COM
156700106
65
2031
SH
SOLE
2031
0
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CERNER CORP
COM
156782104
60
1127
SH
SOLE
1127
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CHESAPEAKE ENERGY CORP
COM
165167107
8
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SH
SOLE
1915
0
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CHEVRON CORP NEW
COM
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SH
SOLE
6961
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CHIPOTLE MEXICAN GRILL INC
COM
169656105
55
116
SH
SOLE
116
0
0
CHURCH & DWIGHT INC
COM
171340102
45
485
SH
SOLE
485
0
0
CIMAREX ENERGY CO
COM
171798101
34
350
SH
SOLE
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0
0
CINCINNATI FINL CORP
COM
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36
546
SH
SOLE
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CINTAS CORP
COM
172908105
29
324
SH
SOLE
324
0
0
CITIZENS FINL GROUP INC
COM
174610105
41
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SH
SOLE
1952
0
0
CITRIX SYS INC
COM
177376100
45
569
SH
SOLE
569
0
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CLOROX CO DEL
COM
189054109
60
478
SH
SOLE
478
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COACH INC
COM
189754104
41
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SH
SOLE
1027
0
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COCA COLA CO
COM
191216100
672
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SH
SOLE
14477
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COLGATE PALMOLIVE CO
COM
194162103
234
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SH
SOLE
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COLUMBIA PIPELINE GROUP INC
COM
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SH
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COMERICA INC
COM
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SOLE
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CONAGRA FOODS INC
COM
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SOLE
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CONSOLIDATED EDISON INC
COM
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SH
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CORNING INC
COM
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CUMMINS INC
COM
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SH
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DTE ENERGY CO
COM
233331107
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SH
SOLE
664
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DANAHER CORP DEL
COM
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DARDEN RESTAURANTS INC
COM
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DEERE & CO
COM
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COM
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COM
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COM
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DOVER CORP
COM
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DOW CHEM CO
COM
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DU PONT E I DE NEMOURS & CO
COM
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E M C CORP MASS
COM
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EASTMAN CHEM CO
COM
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EBAY INC
COM
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ECOLAB INC
COM
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EDISON INTL
COM
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ELECTRONIC ARTS INC
COM
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EMERSON ELEC CO
COM
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EQUIFAX INC
COM
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SH
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ESSEX PPTY TR INC
COM
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EXPEDITORS INTL WASH INC
COM
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SH
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FLIR SYS INC
COM
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FASTENAL CO
COM
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F5 NETWORKS INC
COM
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261
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FIFTH THIRD BANCORP
COM
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FIRST SOLAR INC
COM
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FISERV INC
COM
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FIRSTENERGY CORP
COM
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FLUOR CORP NEW
COM
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FRANKLIN RES INC
COM
354613101
55
1402
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SOLE
1402
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GAP INC DEL
COM
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848
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SOLE
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GENERAL DYNAMICS CORP
COM
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COM
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GENERAL MLS INC
COM
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GENUINE PARTS CO
COM
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GILEAD SCIENCES INC
COM
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GOODYEAR TIRE & RUBR CO
COM
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SH
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GRAINGER W W INC
COM
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214
0
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HALLIBURTON CO
COM
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HANESBRANDS INC
COM
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HARLEY DAVIDSON INC
COM
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HARMAN INTL INDS INC
COM
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HARRIS CORP DEL
COM
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COM
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HASBRO INC
COM
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HELMERICH & PAYNE INC
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HERSHEY CO
COM
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HOME DEPOT INC
COM
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HONEYWELL INTL INC
COM
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COM
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HUMANA INC
COM
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COM
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COM
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ILLINOIS TOOL WKS INC
COM
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ILLUMINA INC
COM
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INTEL CORP
COM
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COM
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INTERPUBLIC GROUP COS INC
COM
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INTUIT
COM
461202103
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JACOBS ENGR GROUP INC DEL
COM
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JOHNSON & JOHNSON
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COM
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KLA-TENCOR CORP
COM
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KELLOGG CO
COM
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KEYCORP NEW
COM
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KIMBERLY CLARK CORP
COM
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KOHLS CORP
COM
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COM
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KROGER CO
COM
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L BRANDS INC
COM
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COM
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LAM RESEARCH CORP
COM
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LEGGETT & PLATT INC
COM
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COM
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COM
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LINCOLN NATL CORP IND
COM
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COM
58933Y105
547
10333
SH
SOLE
10333
0
0
METLIFE INC
COM
59156R108
181
4112
SH
SOLE
4112
0
0
MONSANTO CO NEW
COM
61166W101
143
1627
SH
SOLE
1627
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
74
555
SH
SOLE
555
0
0
MOSAIC CO NEW
COM
61945C103
34
1241
SH
SOLE
1241
0
0
NAVIENT CORP
COM
63938C108
16
1341
SH
SOLE
1341
0
0
NETAPP INC
COM
64110D104
30
1082
SH
SOLE
1082
0
0
NETFLIX INC
COM
64110L106
162
1581
SH
SOLE
1581
0
0
NEXTERA ENERGY INC
COM
65339F101
202
1704
SH
SOLE
1704
0
0
NISOURCE INC
COM
65473P105
28
1179
SH
SOLE
1179
0
0
NVIDIA CORP
COM
67066G104
67
1891
SH
SOLE
1891
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
100
365
SH
SOLE
365
0
0
ORACLE CORP
COM
68389X105
484
11842
SH
SOLE
11842
0
0
PG&E CORP
COM
69331C108
108
1814
SH
SOLE
1814
0
0
PPL CORP
COM
69351T106
95
2485
SH
SOLE
2485
0
0
PAYPAL HLDGS INC
COM
70450Y103
159
4112
SH
SOLE
4112
0
0
PRAXAIR INC
COM
74005P104
121
1054
SH
SOLE
1054
0
0
PRICE T ROWE GROUP INC
COM
74144T108
68
929
SH
SOLE
929
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
40
1007
SH
SOLE
1007
0
0
PROLOGIS INC
COM
74340W103
86
1940
SH
SOLE
1940
0
0
PUBLIC STORAGE
COM
74460D109
150
545
SH
SOLE
545
0
0
QORVO INC
COM
74736K101
24
478
SH
SOLE
478
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
38
531
SH
SOLE
531
0
0
RANGE RES CORP
COM
75281A109
20
627
SH
SOLE
627
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
104
288
SH
SOLE
288
0
0
REGIONS FINL CORP NEW
COM
7591EP100
38
4829
SH
SOLE
4829
0
0
SL GREEN RLTY CORP
COM
78440X101
36
369
SH
SOLE
369
0
0
SALESFORCE COM INC
COM
79466L302
170
2309
SH
SOLE
2309
0
0
SANDISK CORP
COM
80004C101
57
743
SH
SOLE
743
0
0
SCANA CORP NEW
COM
80589M102
37
529
SH
SOLE
529
0
0
SEALED AIR CORP NEW
COM
81211K100
35
731
SH
SOLE
731
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
55
707
SH
SOLE
707
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
52
624
SH
SOLE
624
0
0
SYNCHRONY FINL
COM
87165B103
88
3084
SH
SOLE
3084
0
0
TEGNA INC
COM
87901J105
19
820
SH
SOLE
820
0
0
TERADATA CORP DEL
COM
88076W103
13
492
SH
SOLE
492
0
0
3M CO
COM
88579Y101
380
2278
SH
SOLE
2278
0
0
TIME WARNER CABLE INC
COM
88732J207
214
1048
SH
SOLE
1048
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
455
3526
SH
SOLE
3526
0
0
UNUM GROUP
COM
91529Y106
28
901
SH
SOLE
901
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
114
1781
SH
SOLE
1781
0
0
VARIAN MED SYS INC
COM
92220P105
29
359
SH
SOLE
359
0
0
VENTAS INC
COM
92276F100
78
1232
SH
SOLE
1232
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
814
15049
SH
SOLE
15049
0
0
VERISK ANALYTICS INC
COM
92345Y106
46
577
SH
SOLE
577
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
72
909
SH
SOLE
909
0
0
WEC ENERGY GROUP INC
COM
92939U106
70
1168
SH
SOLE
1168
0
0
WASTE MGMT INC DEL
COM
94106L109
91
1536
SH
SOLE
1536
0
0
WELLTOWER INC
COM
95040Q104
91
1309
SH
SOLE
1309
0
0
WESTROCK CO
COM
96145D105
37
951
SH
SOLE
951
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
33
430
SH
SOLE
430
0
0
XCEL ENERGY INC
COM
98389B100
78
1877
SH
SOLE
1877
0
0
XYLEM INC
COM
98419M100
27
664
SH
SOLE
664
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
71
662
SH
SOLE
662
0
0
CHUBB LIMITED
COM
H1467J104
203
1705
SH
SOLE
1705
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
52
635
SH
SOLE
635
0
0
VISA INC
COM CL A
92826C839
551
7200
SH
SOLE
7200
0
0
DISNEY WALT CO
COM DISNEY
254687106
559
5626
SH
SOLE
5626
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
247
4576
SH
SOLE
4576
0
0
CITIGROUP INC
COM NEW
172967424
460
11018
SH
SOLE
11018
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
142
2909
SH
SOLE
2909
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
27
1084
SH
SOLE
1084
0
0
F M C CORP
COM NEW
302491303
20
495
SH
SOLE
495
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
35
404
SH
SOLE
404
0
0
MORGAN STANLEY
COM NEW
617446448
140
5586
SH
SOLE
5586
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
45
595
SH
SOLE
595
0
0
NRG ENERGY INC
COM NEW
629377508
15
1162
SH
SOLE
1162
0
0
OWENS ILL INC
COM NEW
690768403
9
595
SH
SOLE
595
0
0
PRICELINE GRP INC
COM NEW
741503403
238
185
SH
SOLE
185
0
0
RAYTHEON CO
COM NEW
755111507
137
1114
SH
SOLE
1114
0
0
SMUCKER J M CO
COM NEW
832696405
58
443
SH
SOLE
443
0
0
TIME WARNER INC
COM NEW
887317303
215
2957
SH
SOLE
2957
0
0
US BANCORP DEL
COM NEW
902973304
247
6082
SH
SOLE
6082
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
39
532
SH
SOLE
532
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
205
2546
SH
SOLE
2546
0
0
EXPEDIA INC DEL
COM NEW
30212P303
47
436
SH
SOLE
436
0
0
IDERA PHARMACEUTICALS INC
COM NEW
45168K306
736
371759
SH
SOLE
371759
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
84
139
SH
SOLE
139
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
44
375
SH
SOLE
375
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
56
1068
SH
SOLE
1068
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
11
369
SH
SOLE
369
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
43
431
SH
SOLE
431
0
0
EQUINIX INC
COM PAR $0.001
29444U700
13368
40423
SH
SOLE
40423
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
195
14417
SH
SOLE
14417
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
16
553
SH
SOLE
553
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
26
955
SH
SOLE
955
0
0
POWERSHS DB MULTI SECT COMM
DB ENERGY FUND
73936B101
3821
366037
SH
SOLE
366037
0
0
POWERSHS DB MULTI SECT COMM
DB OIL FUND
73936B507
6941
893367
SH
SOLE
893367
0
0
NXP SEMICONDUCTORS N V
DBCV 1.000%12/0
62952QAB6
13275
12000000
PRN
SOLE
12000000
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
10528
5496000
PRN
SOLE
5496000
0
0
ROPER TECHNOLOGIES INC
FRNT 1/1
776696AA4
16445
7100000
PRN
SOLE
7100000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
25207
214343
SH
SOLE
214343
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
143774
1760000
SH
SOLE
1760000
0
0
ISHARES SILVER TRUST
ISHARES
46428Q109
10955
746232
SH
SOLE
746232
0
0
ISHARES TR
MSCI EAFE ETF
464287465
29127
509838
SH
SOLE
509838
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
13486
393752
SH
SOLE
393752
0
0
SPECTRANETICS CORP
MTNF 2.625% 6/0
84760CAA5
7523
9500000
PRN
SOLE
9500000
0
0
LABORATORY CORP AMER HLDGS
NOTE 9/1
50540RAG7
14656
9350000
PRN
SOLE
9350000
0
0
LAM RESEARCH CORP
NOTE 0.500% 5/1
512807AJ7
21420
16000000
PRN
SOLE
16000000
0
0
ELECTRONICS FOR IMAGING INC
NOTE 0.750% 9/0
286082AC6
9880
9500000
PRN
SOLE
9500000
0
0
INTEGRATED DEVICE TECHNOLOGY
NOTE 0.875%11/1
458118AB2
10264
11000000
PRN
SOLE
11000000
0
0
PRICELINE GRP INC
NOTE 0.900% 9/1
741503AX4
21131
21000000
PRN
SOLE
21000000
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.000% 7/0
874054AD1
14270
8000000
PRN
SOLE
8000000
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
10465
11500000
PRN
SOLE
11500000
0
0
NVIDIA CORP
NOTE 1.000%12/0
67066GAC8
14275
8000000
PRN
SOLE
8000000
0
0
JARDEN CORP
NOTE 1.125% 3/1
471109AM0
13283
10500000
PRN
SOLE
10500000
0
0
TESLA MTRS INC
NOTE 1.250% 3/0
88160RAC5
9426
11000000
PRN
SOLE
11000000
0
0
HURON CONSULTING GROUP INC
NOTE 1.250%10/0
447462AB8
11371
11700000
PRN
SOLE
11700000
0
0
LIBERTY MEDIA CORP DELAWARE
NOTE 1.375%10/1
531229AB8
7910
8000000
PRN
SOLE
8000000
0
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
8366
9500000
PRN
SOLE
9500000
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
11913
10000000
PRN
SOLE
10000000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.500%10/1
09061GAF8
9485
8000000
PRN
SOLE
8000000
0
0
BOTTOMLINE TECH DEL INC
NOTE 1.500%12/0
101388AA4
10818
9500000
PRN
SOLE
9500000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
11831
11500000
PRN
SOLE
11500000
0
0
GILEAD SCIENCES INC
NOTE 1.625% 5/0
375558AP8
25501
6200000
PRN
SOLE
6200000
0
0
VECTOR GROUP LTD
NOTE 1.750% 4/1
92240MBC1
12162
11000000
PRN
SOLE
11000000
0
0
STILLWATER MNG CO
NOTE 1.750%10/1
86074QAL6
7691
7200000
PRN
SOLE
7200000
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
9949
7900000
PRN
SOLE
7900000
0
0
CHART INDS INC
NOTE 2.000% 8/0
16115QAC4
11279
12700000
PRN
SOLE
12700000
0
0
RPM INTL INC
NOTE 2.250%12/1
749685AT0
15969
14000000
PRN
SOLE
14000000
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
11300
10000000
PRN
SOLE
10000000
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
10054
8800000
PRN
SOLE
8800000
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
11076
11000000
PRN
SOLE
11000000
0
0
DEPOMED INC
NOTE 2.500% 9/0
249908AA2
7475
8000000
PRN
SOLE
8000000
0
0
XILINX INC
NOTE 2.625% 6/1
983919AF8
14794
9000000
PRN
SOLE
9000000
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
6581
6900000
PRN
SOLE
6900000
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
10385
8000000
PRN
SOLE
8000000
0
0
ENCORE CAP GROUP INC
NOTE 2.875% 3/1
292554AH5
5510
8000000
PRN
SOLE
8000000
0
0
MACQUARIE INFRASTRUCTURE COR
NOTE 2.875% 7/1
55608BAA3
22750
20600000
PRN
SOLE
20600000
0
0
SEACOR HOLDINGS INC
NOTE 3.000%11/1
81170YAB5
9163
11900000
PRN
SOLE
11900000
0
0
ANI PHARMACEUTICALS INC
NOTE 3.000%12/0
00182CAA1
7155
8000000
PRN
SOLE
8000000
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
11935
11000000
PRN
SOLE
11000000
0
0
GREEN PLAINS INC
NOTE 3.250%10/0
393222AD6
10811
10900000
PRN
SOLE
10900000
0
0
QUIDEL CORP
NOTE 3.250%12/1
74838JAA9
7105
8000000
PRN
SOLE
8000000
0
0
WABASH NATL CORP
NOTE 3.375% 5/0
929566AH0
9808
7700000
PRN
SOLE
7700000
0
0
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
9863
10000000
PRN
SOLE
10000000
0
0
AIR LEASE CORP
NOTE 3.875%12/0
00912XAK0
867
650000
PRN
SOLE
650000
0
0
NEWPARK RES INC
NOTE 4.000%10/0
651718AC2
6925
8000000
PRN
SOLE
8000000
0
0
FIDELITY NATIONAL FINANCIAL
NOTE 4.250% 8/1
31620RAE5
7709
4124000
PRN
SOLE
4124000
0
0
LGI HOMES INC
NOTE 4.250%11/1
50187TAB2
1633
1300000
PRN
SOLE
1300000
0
0
TPG SPECIALTY LENDING INC
NOTE 4.500%12/1
87265KAB8
17336
17600000
PRN
SOLE
17600000
0
0
ARES CAP CORP
NOTE 4.750% 1/1
04010LAJ2
16180
16000000
PRN
SOLE
16000000
0
0
AIRTRAN HLDGS INC
NOTE 5.250%11/0
00949PAD0
10942
3600000
PRN
SOLE
3600000
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
23
355
SH
SOLE
355
0
0
CARNIVAL CORP
PAIRED CTF
143658300
90
1703
SH
SOLE
1703
0
0
IRIDIUM COMMUNICATIONS INC
PERP PFD CNV B
46269C409
7036
24000
SH
SOLE
24000
0
0
KEYCORP NEW
PFD 7.75% SR A
493267405
7603
58400
SH
SOLE
58400
0
0
ALLERGAN PLC
PFD CONV SER A
G0177J116
11010
12000
SH
SOLE
12000
0
0
ALEXANDRIA REAL ESTATE EQ IN
PFD CONV SER D
015271505
11408
390000
SH
SOLE
390000
0
0
FRONTIER COMMUNICATIONS CORP
PFD CONV SER-A
35906A207
11989
115000
SH
SOLE
115000
0
0
POWERSHS DB MULTI SECT COMM
PS DB AGRICUL FD
73936B408
22500
1092224
SH
SOLE
1092224
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
88
1429
SH
SOLE
1429
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
12
1265
SH
SOLE
1265
0
0
ISHARES TR
RUS 1000 VAL ETF
464287598
10332
104566
SH
SOLE
104566
0
0
ISHARES TR
RUS 2000 VAL ETF
464287630
3948
42358
SH
SOLE
42358
0
0
ISHARES TR
RUS MDCP VAL ETF
464287473
5272
74332
SH
SOLE
74332
0
0
ISHARES TR
RUS MID-CAP ETF
464287499
34179
209793
SH
SOLE
209793
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
25951
234598
SH
SOLE
234598
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
20678
13000000
PRN
SOLE
13000000
0
0
MENTOR GRAPHICS CORP
SDCV 4.000% 4/0
587200AK2
11918
11350000
PRN
SOLE
11350000
0
0
VORNADO RLTY TR
SH BEN INT
929042109
62
656
SH
SOLE
656
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
101
1348
SH
SOLE
1348
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
40
257
SH
SOLE
257
0
0
ALLERGAN PLC
SHS
G0177J108
391
1458
SH
SOLE
1458
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
78
1036
SH
SOLE
1036
0
0
EATON CORP PLC
SHS
G29183103
107
1712
SH
SOLE
1712
0
0
ENDO INTL PLC
SHS
G30401106
22
770
SH
SOLE
770
0
0
INGERSOLL-RAND PLC
SHS
G47791101
60
966
SH
SOLE
966
0
0
INVESCO LTD
SHS
G491BT108
48
1568
SH
SOLE
1568
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
26
429
SH
SOLE
429
0
0
MEDTRONIC PLC
SHS
G5960L103
390
5201
SH
SOLE
5201
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
39
681
SH
SOLE
681
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
38
1106
SH
SOLE
1106
0
0
PENTAIR PLC
SHS
G7S00T104
36
667
SH
SOLE
667
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
37
295
SH
SOLE
295
0
0
TYCO INTL PLC
SHS
G91442106
57
1564
SH
SOLE
1564
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
60
509
SH
SOLE
509
0
0
PERRIGO CO PLC
SHS
G97822103
69
542
SH
SOLE
542
0
0
XL GROUP PLC
SHS
G98290102
41
1102
SH
SOLE
1102
0
0
GARMIN LTD
SHS
H2906T109
17
437
SH
SOLE
437
0
0
BROADCOM LTD
SHS
Y09827109
222
1439
SH
SOLE
1439
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
114
1330
SH
SOLE
1330
0
0
AON PLC
SHS CL A
G0408V102
106
1014
SH
SOLE
1014
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
267
2311
SH
SOLE
2311
0
0
ENSCO PLC
SHS CLASS A
G3157S106
9
872
SH
SOLE
872
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
71
1347
SH
SOLE
1347
0
0
MYLAN N V
SHS EURO
N59465109
71
1528
SH
SOLE
1528
0
0
NOBLE CORP PLC
SHS USD
G65431101
0
1
SH
SOLE
1
0
0
ANTHEM INC
UNIT 05/01/20188
036752202
18447
395000
SH
SOLE
395000
0
0
NEXTERA ENERGY INC
UNIT 08/31/2018
65339F846
18634
310000
SH
SOLE
310000
0
0
NEW YORK CMNTY CAP TR V
UNIT 11/01/2051
64944P307
8684
175000
SH
SOLE
175000
0
0
DOMINION RES INC VA NEW
UNIT 99/99/9999
25746U869
14441
285000
SH
SOLE
285000
0
0
UNITED STS 12 MONTH OIL FD L
UNIT BEN INT
91288V103
888
54475
SH
SOLE
54475
0
0
UNITED STATES NATL GAS FUND
UNIT PAR $0.001
912318201
3260
489553
SH
SOLE
489553
0
0