Vice President, Director of Finance

0000950123-16-020023.txt : 20160815 0000950123-16-020023.hdr.sgml : 20160815 20160815124839 ACCESSION NUMBER: 0000950123-16-020023 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161831328 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 06-30-2016 06-30-2016 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 08-15-2016 0 593 1286411 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AFLAC INC COM 001055102 114 1575 SH SOLE 1575 0 0 AGL RES INC COM 001204106 29 445 SH SOLE 445 0 0 AES CORP COM 00130H105 31 2474 SH SOLE 2474 0 0 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 10763 10000000 PRN SOLE 10000000 0 0 AT&T INC COM 00206R102 997 23067 SH SOLE 23067 0 0 ABBOTT LABS COM 002824100 217 5524 SH SOLE 5524 0 0 ABBVIE INC COM 00287Y109 374 6042 SH SOLE 6042 0 0 ACTIVISION BLIZZARD INC COM 00507V109 75 1901 SH SOLE 1901 0 0 ACUITY BRANDS INC COM 00508Y102 41 164 SH SOLE 164 0 0 ADOBE SYS INC COM 00724F101 179 1868 SH SOLE 1868 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 44 271 SH SOLE 271 0 0 AETNA INC NEW COM 00817Y108 160 1311 SH SOLE 1311 0 0 AFFILIATED MANAGERS GROUP COM 008252108 28 200 SH SOLE 200 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 54 1226 SH SOLE 1226 0 0 AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 784 650000 PRN SOLE 650000 0 0 AIR PRODS & CHEMS INC COM 009158106 103 727 SH SOLE 727 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 9882 3600000 PRN SOLE 3600000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 37 659 SH SOLE 659 0 0 ALASKA AIR GROUP INC COM 011659109 27 467 SH SOLE 467 0 0 ALCOA INC COM 013817101 46 4930 SH SOLE 4930 0 0 ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 13290 390000 SH SOLE 390000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 98 839 SH SOLE 839 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 43 221 SH SOLE 221 0 0 ALLSTATE CORP COM 020002101 99 1410 SH SOLE 1410 0 0 ALPHABET INC CAP STK CL C 02079K107 771 1114 SH SOLE 1114 0 0 ALPHABET INC CAP STK CL A 02079K305 772 1097 SH SOLE 1097 0 0 ALTRIA GROUP INC COM 02209S103 506 7342 SH SOLE 7342 0 0 AMAZON COM INC COM 023135106 1036 1447 SH SOLE 1447 0 0 AMEREN CORP COM 023608102 49 909 SH SOLE 909 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 64 2261 SH SOLE 2261 0 0 AMERICAN ELEC PWR INC COM 025537101 129 1841 SH SOLE 1841 0 0 AMERICAN EXPRESS CO COM 025816109 187 3073 SH SOLE 3073 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 228 4310 SH SOLE 4310 0 0 AMERICAN TOWER CORP NEW COM 03027X100 181 1589 SH SOLE 1589 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 56 663 SH SOLE 663 0 0 AMERISOURCEBERGEN CORP COM 03073E105 57 723 SH SOLE 723 0 0 AMERIPRISE FINL INC COM 03076C106 57 630 SH SOLE 630 0 0 AMETEK INC NEW COM 031100100 41 880 SH SOLE 880 0 0 AMGEN INC COM 031162100 429 2820 SH SOLE 2820 0 0 AMPHENOL CORP NEW CL A 032095101 66 1155 SH SOLE 1155 0 0 ANADARKO PETE CORP COM 032511107 101 1906 SH SOLE 1906 0 0 ANALOG DEVICES INC COM 032654105 65 1155 SH SOLE 1155 0 0 ANTERO RES CORP COM 03674X106 2553 98250 SH SOLE 98250 0 0 ANTHEM INC COM 036752103 128 973 SH SOLE 973 0 0 ANTHEM INC UNIT 05/01/20188 036752202 17609 395000 SH SOLE 395000 0 0 APACHE CORP COM 037411105 78 1409 SH SOLE 1409 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 26 579 SH SOLE 579 0 0 APPLE INC COM 037833100 1988 20793 SH SOLE 20793 0 0 APPLIED MATLS INC COM 038222105 102 4240 SH SOLE 4240 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 96 2232 SH SOLE 2232 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 17609 395000 PRN SOLE 395000 0 0 APACHE CORP COM 037411105 78 1409 SH SOLE 1409 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 26 579 SH SOLE 579 0 0 APPLE INC COM 037833100 1988 20793 SH SOLE 20793 0 0 APPLIED MATLS INC COM 038222105 102 4240 SH SOLE 4240 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 96 2232 SH SOLE 2232 0 0 ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 16550 16000000 SH SOLE 16000000 0 0 ASSURANT INC COM 04621X108 21 244 SH SOLE 244 0 0 AUTODESK INC COM 052769106 45 837 SH SOLE 837 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 157 1706 SH SOLE 1706 0 0 AUTONATION INC COM 05329W102 13 283 SH SOLE 283 0 0 AUTOZONE INC COM 053332102 90 113 SH SOLE 113 0 0 AVALONBAY CMNTYS INC COM 053484101 91 507 SH SOLE 507 0 0 AVERY DENNISON CORP COM 053611109 25 337 SH SOLE 337 0 0 BB&T CORP COM 054937107 108 3044 SH SOLE 3044 0 0 BAKER HUGHES INC COM 057224107 74 1642 SH SOLE 1642 0 0 BALL CORP COM 058498106 38 527 SH SOLE 527 0 0 BANK AMER CORP COM 060505104 514 38722 SH SOLE 38722 0 0 BANK NEW YORK MELLON CORP COM 064058100 157 4034 SH SOLE 4034 0 0 BARD C R INC COM 067383109 64 274 SH SOLE 274 0 0 BAXTER INTL INC COM 071813109 93 2054 SH SOLE 2054 0 0 BECTON DICKINSON & CO COM 075887109 134 789 SH SOLE 789 0 0 BED BATH & BEYOND INC COM 075896100 27 618 SH SOLE 618 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1017 7026 SH SOLE 7026 0 0 BEST BUY INC COM 086516101 32 1050 SH SOLE 1050 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 9250 8000000 PRN SOLE 8000000 0 0 BIOGEN INC COM 09062X103 198 820 SH SOLE 820 0 0 BLACKROCK INC COM 09247X101 162 473 SH SOLE 473 0 0 BLOCK H & R INC COM 093671105 20 884 SH SOLE 884 0 0 BOEING CO COM 097023105 303 2335 SH SOLE 2335 0 0 BORGWARNER INC COM 099724106 24 815 SH SOLE 815 0 0 BOSTON PROPERTIES INC COM 101121101 75 569 SH SOLE 569 0 0 BOSTON SCIENTIFIC CORP COM 101137107 118 5056 SH SOLE 5056 0 0 BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 9542 9500000 PRN SOLE 9500000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 460 6260 SH SOLE 6260 0 0 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 9085 9300000 PRN SOLE 9300000 0 0 BROWN FORMAN CORP CL B 115637209 38 376 SH SOLE 376 0 0 CBS CORP NEW CL B 124857202 86 1572 SH SOLE 1572 0 0 CBRE GROUP INC CL A 12504L109 29 1090 SH SOLE 1090 0 0 CF INDS HLDGS INC COM 125269100 21 874 SH SOLE 874 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 40 532 SH SOLE 532 0 0 CIGNA CORPORATION COM 125509109 122 953 SH SOLE 953 0 0 CME GROUP INC COM 12572Q105 123 1260 SH SOLE 1260 0 0 CMS ENERGY CORP COM 125896100 48 1039 SH SOLE 1039 0 0 CSX CORP COM 126408103 94 3611 SH SOLE 3611 0 0 CSRA INC COM 12650T104 12 510 SH SOLE 510 0 0 CVS HEALTH CORP COM 126650100 394 4119 SH SOLE 4119 0 0 CA INC COM 12673P105 36 1109 SH SOLE 1109 0 0 CABOT OIL & GAS CORP COM 127097103 44 1717 SH SOLE 1717 0 0 CAMPBELL SOUP CO COM 134429109 44 665 SH SOLE 665 0 0 CAPITAL ONE FINL CORP COM 14040H105 125 1968 SH SOLE 1968 0 0 CARDINAL HEALTH INC COM 14149Y108 96 1235 SH SOLE 1235 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 11028 11000000 PRN SOLE 11000000 0 0 CARMAX INC COM 143130102 36 730 SH SOLE 730 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 75 1689 SH SOLE 1689 0 0 CATERPILLAR INC DEL COM 149123101 165 2183 SH SOLE 2183 0 0 CELGENE CORP COM 151020104 289 2931 SH SOLE 2931 0 0 CENTENE CORP DEL COM 15135B101 45 633 SH SOLE 633 0 0 CENTERPOINT ENERGY INC COM 15189T107 39 1613 SH SOLE 1613 0 0 CENTURYLINK INC COM 156700106 59 2031 SH SOLE 2031 0 0 CERNER CORP COM 156782104 66 1127 SH SOLE 1127 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 11819 12700000 PRN SOLE 12700000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 8 1927 SH SOLE 1927 0 0 CHEVRON CORP NEW COM 166764100 740 7062 SH SOLE 7062 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 45 112 SH SOLE 112 0 0 CHURCH & DWIGHT INC COM 171340102 50 485 SH SOLE 485 0 0 CIMAREX ENERGY CO COM 171798101 42 350 SH SOLE 350 0 0 CINCINNATI FINL CORP COM 172062101 41 546 SH SOLE 546 0 0 CISCO SYS INC COM 17275R102 541 18871 SH SOLE 18871 0 0 CINTAS CORP COM 172908105 32 324 SH SOLE 324 0 0 CITIGROUP INC COM NEW 172967424 469 11055 SH SOLE 11055 0 0 CITIZENS FINL GROUP INC COM 174610105 40 1979 SH SOLE 1979 0 0 CITRIX SYS INC COM 177376100 46 569 SH SOLE 569 0 0 CLOROX CO DEL COM 189054109 66 478 SH SOLE 478 0 0 COACH INC COM 189754104 42 1041 SH SOLE 1041 0 0 COCA COLA CO COM 191216100 662 14612 SH SOLE 14612 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 131 2284 SH SOLE 2284 0 0 COLGATE PALMOLIVE CO COM 194162103 245 3347 SH SOLE 3347 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 38 1499 SH SOLE 1499 0 0 COMCAST CORP NEW CL A 20030N101 595 9123 SH SOLE 9123 0 0 COMERICA INC COM 200340107 27 654 SH SOLE 654 0 0 CONAGRA FOODS INC COM 205887102 78 1628 SH SOLE 1628 0 0 CONCHO RES INC COM 20605P101 57 477 SH SOLE 477 0 0 CONOCOPHILLIPS COM 20825C104 202 4635 SH SOLE 4635 0 0 CONSOLIDATED EDISON INC COM 209115104 89 1101 SH SOLE 1101 0 0 CONSTELLATION BRANDS INC CL A 21036P108 108 655 SH SOLE 655 0 0 CORNING INC COM 219350105 85 4173 SH SOLE 4173 0 0 COSTCO WHSL CORP NEW COM 22160K105 259 1649 SH SOLE 1649 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 127 1251 SH SOLE 1251 0 0 CUMMINS INC COM 231021106 68 608 SH SOLE 608 0 0 D R HORTON INC COM 23331A109 39 1225 SH SOLE 1225 0 0 DTE ENERGY CO COM 233331107 66 664 SH SOLE 664 0 0 DANAHER CORP DEL COM 235851102 226 2241 SH SOLE 2241 0 0 DARDEN RESTAURANTS INC COM 237194105 27 427 SH SOLE 427 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 48 617 SH SOLE 617 0 0 DEERE & CO COM 244199105 90 1116 SH SOLE 1116 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 106 2919 SH SOLE 2919 0 0 DENTSPLY SIRONA INC COM 24906P109 56 898 SH SOLE 898 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 9655 8000000 PRN SOLE 8000000 0 0 DEVON ENERGY CORP NEW COM 25179M103 69 1913 SH SOLE 1913 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 6 239 SH SOLE 239 0 0 DIGITAL RLTY TR INC COM 253868103 60 548 SH SOLE 548 0 0 DISNEY WALT CO COM DISNEY 254687106 551 5629 SH SOLE 5629 0 0 DISCOVER FINL SVCS COM 254709108 83 1553 SH SOLE 1553 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 14 553 SH SOLE 553 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 21 887 SH SOLE 887 0 0 DOLLAR GEN CORP NEW COM 256677105 103 1091 SH SOLE 1091 0 0 DOLLAR TREE INC COM 256746108 83 880 SH SOLE 880 0 0 DOMINION RES INC VA NEW COM 25746U109 174 2236 SH SOLE 2236 0 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 14737 285000 SH SOLE 285000 0 0 DOVER CORP COM 260003108 40 574 SH SOLE 574 0 0 DOW CHEM CO COM 260543103 208 4189 SH SOLE 4189 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 68 699 SH SOLE 699 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 212 3268 SH SOLE 3268 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 221 2581 SH SOLE 2581 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 16 134 SH SOLE 134 0 0 E M C CORP MASS COM 268648102 198 7301 SH SOLE 7301 0 0 EOG RES INC COM 26875P101 172 2062 SH SOLE 2062 0 0 EQT CORP COM 26884L109 49 638 SH SOLE 638 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 25 1054 SH SOLE 1054 0 0 EASTMAN CHEM CO COM 277432100 37 550 SH SOLE 550 0 0 EBAY INC COM 278642103 95 4066 SH SOLE 4066 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 10388 11000000 PRN SOLE 11000000 0 0 ECOLAB INC COM 278865100 118 999 SH SOLE 999 0 0 EDISON INTL COM 281020107 95 1221 SH SOLE 1221 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 80 798 SH SOLE 798 0 0 ELECTRONIC ARTS INC COM 285512109 87 1150 SH SOLE 1150 0 0 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 10183 9500000 PRN SOLE 9500000 0 0 EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 9055 8000000 PRN SOLE 8000000 0 0 EMERSON ELEC CO COM 291011104 126 2411 SH SOLE 2411 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 5650 8000000 PRN SOLE 8000000 0 0 ENTERGY CORP NEW COM 29364G103 54 660 SH SOLE 660 0 0 EQUIFAX INC COM 294429105 56 439 SH SOLE 439 0 0 EQUINIX INC COM PAR $0.001 29444U700 15675 40427 SH SOLE 40427 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 94 1360 SH SOLE 1360 0 0 ESSEX PPTY TR INC COM 297178105 56 245 SH SOLE 245 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11469 10000000 PRN SOLE 10000000 0 0 EVERSOURCE ENERGY COM 30040W108 71 1189 SH SOLE 1189 0 0 EXELON CORP COM 30161N101 125 3449 SH SOLE 3449 0 0 EXPEDIA INC DEL COM NEW 30212P303 46 436 SH SOLE 436 0 0 EXPEDITORS INTL WASH INC COM 302130109 33 679 SH SOLE 679 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 180 2373 SH SOLE 2373 0 0 EXTRA SPACE STORAGE INC COM 30225T102 43 468 SH SOLE 468 0 0 EXXON MOBIL CORP COM 30231G102 1460 15573 SH SOLE 15573 0 0 FLIR SYS INC COM 302445101 16 511 SH SOLE 511 0 0 F M C CORP COM NEW 302491303 23 495 SH SOLE 495 0 0 FMC TECHNOLOGIES INC COM 30249U101 23 844 SH SOLE 844 0 0 FACEBOOK INC CL A 30303M102 983 8606 SH SOLE 8606 0 0 FASTENAL CO COM 311900104 48 1082 SH SOLE 1082 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 43 257 SH SOLE 257 0 0 FEDEX CORP COM 31428X106 145 955 SH SOLE 955 0 0 F5 NETWORKS INC COM 315616102 30 261 SH SOLE 261 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 76 1027 SH SOLE 1027 0 0 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 8423 4124000 PRN SOLE 4124000 0 0 FIFTH THIRD BANCORP COM 316773100 52 2937 SH SOLE 2937 0 0 FIRST SOLAR INC COM 336433107 14 280 SH SOLE 280 0 0 FISERV INC COM 337738108 90 831 SH SOLE 831 0 0 FIRSTENERGY CORP COM 337932107 55 1588 SH SOLE 1588 0 0 FITBIT INC CL A 33812L102 12356 1011121 SH SOLE 1011121 0 0 FLUOR CORP NEW COM 343412102 26 524 SH SOLE 524 0 0 FLOWSERVE CORP COM 34354P105 22 485 SH SOLE 485 0 0 FOOT LOCKER INC COM 344849104 28 511 SH SOLE 511 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 184 14620 SH SOLE 14620 0 0 FRANKLIN RES INC COM 354613101 46 1391 SH SOLE 1391 0 0 FREEPORT-MCMORAN INC CL B 35671D857 52 4694 SH SOLE 4694 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 22 4380 SH SOLE 4380 0 0 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 10882 115000 SH SOLE 115000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 32 663 SH SOLE 663 0 0 GAP INC DEL COM 364760108 18 848 SH SOLE 848 0 0 GENERAL DYNAMICS CORP COM 369550108 152 1090 SH SOLE 1090 0 0 GENERAL ELECTRIC CO COM 369604103 1102 34991 SH SOLE 34991 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 65 2184 SH SOLE 2184 0 0 GENERAL MLS INC COM 370334104 159 2225 SH SOLE 2225 0 0 GENERAL MTRS CO COM 37045V100 149 5270 SH SOLE 5270 0 0 GENUINE PARTS CO COM 372460105 56 558 SH SOLE 558 0 0 GILEAD SCIENCES INC COM 375558103 428 5125 SH SOLE 5125 0 0 GLOBAL PMTS INC COM 37940X102 41 577 SH SOLE 577 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 218 1468 SH SOLE 1468 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 26 995 SH SOLE 995 0 0 GRAINGER W W INC COM 384802104 49 214 SH SOLE 214 0 0 GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 12160 10900000 PRN SOLE 10900000 0 0 HCA HOLDINGS INC COM 40412C101 88 1139 SH SOLE 1139 0 0 HCP INC COM 40414L109 62 1745 SH SOLE 1745 0 0 HP INC COM 40434L105 81 6475 SH SOLE 6475 0 0 HALLIBURTON CO COM 406216101 146 3218 SH SOLE 3218 0 0 HANESBRANDS INC COM 410345102 37 1468 SH SOLE 1468 0 0 HARLEY DAVIDSON INC COM 412822108 31 686 SH SOLE 686 0 0 HARMAN INTL INDS INC COM 413086109 19 263 SH SOLE 263 0 0 HARRIS CORP DEL COM 413875105 38 461 SH SOLE 461 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 66 1478 SH SOLE 1478 0 0 HASBRO INC COM 418056107 35 415 SH SOLE 415 0 0 HELMERICH & PAYNE INC COM 423452101 27 399 SH SOLE 399 0 0 HERSHEY CO COM 427866108 60 532 SH SOLE 532 0 0 HESS CORP COM 42809H107 59 986 SH SOLE 986 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 118 6437 SH SOLE 6437 0 0 HOLOGIC INC COM 436440101 32 919 SH SOLE 919 0 0 HOME DEPOT INC COM 437076102 607 4754 SH SOLE 4754 0 0 HONEYWELL INTL INC COM 438516106 336 2885 SH SOLE 2885 0 0 HORMEL FOODS CORP COM 440452100 37 1013 SH SOLE 1013 0 0 HOST HOTELS & RESORTS INC COM 44107P104 46 2821 SH SOLE 2821 0 0 HUMANA INC COM 444859102 99 549 SH SOLE 549 0 0 HUNT J B TRANS SVCS INC COM 445658107 27 335 SH SOLE 335 0 0 HUNTINGTON BANCSHARES INC COM 446150104 27 2981 SH SOLE 2981 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 11883 11700000 PRN SOLE 11700000 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 569 371759 SH SOLE 371759 0 0 ILLINOIS TOOL WKS INC COM 452308109 128 1227 SH SOLE 1227 0 0 ILLUMINA INC COM 452327109 76 542 SH SOLE 542 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 10588 11000000 PRN SOLE 11000000 0 0 INTEL CORP COM 458140100 581 17715 SH SOLE 17715 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 21133 13000000 PRN SOLE 13000000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 114 445 SH SOLE 445 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 503 3315 SH SOLE 3315 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 37 297 SH SOLE 297 0 0 INTL PAPER CO COM 460146103 65 1534 SH SOLE 1534 0 0 INTERPUBLIC GROUP COS INC COM 460690100 35 1503 SH SOLE 1503 0 0 INTUIT COM 461202103 107 957 SH SOLE 957 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 92 139 SH SOLE 139 0 0 IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 9974 30500 SH SOLE 30500 0 0 IRON MTN INC NEW COM 46284V101 36 904 SH SOLE 904 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 13529 393752 SH SOLE 393752 0 0 ISHARES TR IBOXX INV CP ETF 464287242 92048 750000 SH SOLE 750000 0 0 ISHARES TR MSCI EAFE ETF 464287465 28454 509838 SH SOLE 509838 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 5522 74332 SH SOLE 74332 0 0 ISHARES TR RUS MID-CAP ETF 464287499 35275 209793 SH SOLE 209793 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 10797 104566 SH SOLE 104566 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 4121 42358 SH SOLE 42358 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 26972 234598 SH SOLE 234598 0 0 ISHARES TR IBOXX HI YD ETF 464288513 146852 1734000 SH SOLE 1734000 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 12846 718831 SH SOLE 718831 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 8129 11500000 PRN SOLE 11500000 0 0 JPMORGAN CHASE & CO COM 46625H100 855 13764 SH SOLE 13764 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 23 454 SH SOLE 454 0 0 JOHNSON & JOHNSON COM 478160104 1255 10348 SH SOLE 10348 0 0 JOHNSON CTLS INC COM 478366107 108 2430 SH SOLE 2430 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12334 11000000 PRN SOLE 11000000 0 0 JUNIPER NETWORKS INC COM 48203R104 30 1313 SH SOLE 1313 0 0 KLA-TENCOR CORP COM 482480100 42 577 SH SOLE 577 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 36 404 SH SOLE 404 0 0 KELLOGG CO COM 487836108 77 944 SH SOLE 944 0 0 KEYCORP NEW COM 493267108 35 3133 SH SOLE 3133 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 7716 58400 SH SOLE 58400 0 0 KIMBERLY CLARK CORP COM 494368103 186 1353 SH SOLE 1353 0 0 KIMCO RLTY CORP COM 49446R109 49 1551 SH SOLE 1551 0 0 KINDER MORGAN INC DEL COM 49456B101 128 6862 SH SOLE 6862 0 0 KOHLS CORP COM 500255104 27 703 SH SOLE 703 0 0 KRAFT HEINZ CO COM 500754106 197 2229 SH SOLE 2229 0 0 KROGER CO COM 501044101 134 3655 SH SOLE 3655 0 0 L BRANDS INC COM 501797104 64 955 SH SOLE 955 0 0 LGI HOMES INC NOTE 4.250%11/1 50187TAB2 2015 1300000 PRN SOLE 1300000 0 0 LKQ CORP COM 501889208 36 1148 SH SOLE 1148 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 43 290 SH SOLE 290 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 49 375 SH SOLE 375 0 0 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 16310 9350000 PRN SOLE 9350000 0 0 LAM RESEARCH CORP COM 512807108 49 586 SH SOLE 586 0 0 LAUDER ESTEE COS INC CL A 518439104 75 824 SH SOLE 824 0 0 LEGGETT & PLATT INC COM 524660107 26 504 SH SOLE 504 0 0 LEGG MASON INC COM 524901105 12 399 SH SOLE 399 0 0 LENNAR CORP CL A 526057104 31 675 SH SOLE 675 0 0 LEUCADIA NATL CORP COM 527288104 22 1249 SH SOLE 1249 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 56 1083 SH SOLE 1083 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6952 7000000 PRN SOLE 7000000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 993 1000000 PRN SOLE 1000000 0 0 LILLY ELI & CO COM 532457108 287 3650 SH SOLE 3650 0 0 LINCOLN NATL CORP IND COM 534187109 35 898 SH SOLE 898 0 0 LINEAR TECHNOLOGY CORP COM 535678106 42 897 SH SOLE 897 0 0 LOCKHEED MARTIN CORP COM 539830109 244 985 SH SOLE 985 0 0 LOEWS CORP COM 540424108 41 998 SH SOLE 998 0 0 LOWES COS INC COM 548661107 272 3431 SH SOLE 3431 0 0 M & T BK CORP COM 55261F104 70 592 SH SOLE 592 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 7659 6900000 PRN SOLE 6900000 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 1110 1000000 PRN SOLE 1000000 0 0 MACERICH CO COM 554382101 40 473 SH SOLE 473 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 23523 20600000 PRN SOLE 20600000 0 0 MACYS INC COM 55616P104 39 1163 SH SOLE 1163 0 0 MARATHON OIL CORP COM 565849106 47 3163 SH SOLE 3163 0 0 MARATHON PETE CORP COM 56585A102 75 1984 SH SOLE 1984 0 0 MARSH & MCLENNAN COS INC COM 571748102 134 1954 SH SOLE 1954 0 0 MARRIOTT INTL INC NEW CL A 571903202 47 714 SH SOLE 714 0 0 MARTIN MARIETTA MATLS INC COM 573284106 47 245 SH SOLE 245 0 0 MASCO CORP COM 574599106 39 1245 SH SOLE 1245 0 0 MASTERCARD INC CL A 57636Q104 324 3677 SH SOLE 3677 0 0 MATTEL INC COM 577081102 40 1266 SH SOLE 1266 0 0 MCCORMICK & CO INC COM NON VTG 579780206 46 431 SH SOLE 431 0 0 MCDONALDS CORP COM 580135101 407 3381 SH SOLE 3381 0 0 MCKESSON CORP COM 58155Q103 159 852 SH SOLE 852 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 63 690 SH SOLE 690 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 11781 10000000 PRN SOLE 10000000 0 0 MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 12450 11350000 PRN SOLE 11350000 0 0 MERCK & CO INC COM 58933Y105 600 10407 SH SOLE 10407 0 0 METLIFE INC COM 59156R108 164 4112 SH SOLE 4112 0 0 MICROSOFT CORP COM 594918104 1518 29661 SH SOLE 29661 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 40 795 SH SOLE 795 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12729 11500000 PRN SOLE 11500000 0 0 MICRON TECHNOLOGY INC COM 595112103 54 3890 SH SOLE 3890 0 0 MOHAWK INDS INC COM 608190104 45 236 SH SOLE 236 0 0 MOLSON COORS BREWING CO CL B 60871R209 69 684 SH SOLE 684 0 0 MONDELEZ INTL INC CL A 609207105 268 5883 SH SOLE 5883 0 0 MONSANTO CO NEW COM 61166W101 171 1651 SH SOLE 1651 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 89 555 SH SOLE 555 0 0 MOODYS CORP COM 615369105 60 637 SH SOLE 637 0 0 MORGAN STANLEY COM NEW 617446448 149 5729 SH SOLE 5729 0 0 MOSAIC CO NEW COM 61945C103 34 1313 SH SOLE 1313 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 39 595 SH SOLE 595 0 0 MURPHY OIL CORP COM 626717102 19 599 SH SOLE 599 0 0 NRG ENERGY INC COM NEW 629377508 18 1172 SH SOLE 1172 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 13043 12000000 PRN SOLE 12000000 0 0 NASDAQ INC COM 631103108 28 426 SH SOLE 426 0 0 NATIONAL OILWELL VARCO INC COM 637071101 47 1409 SH SOLE 1409 0 0 NAVIENT CORP COM 63938C108 15 1278 SH SOLE 1278 0 0 NETAPP INC COM 64110D104 27 1082 SH SOLE 1082 0 0 NETFLIX INC COM 64110L106 147 1605 SH SOLE 1605 0 0 NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 8775 175000 SH SOLE 175000 0 0 NEWELL BRANDS INC COM 651229106 9610 197868 SH SOLE 197868 0 0 NEWFIELD EXPL CO COM 651290108 33 738 SH SOLE 738 0 0 NEWMONT MINING CORP COM 651639106 78 1984 SH SOLE 1984 0 0 NEWPARK RES INC NOTE 4.000%10/0 651718AC2 8348 9000000 PRN SOLE 9000000 0 0 NEWS CORP NEW CL A 65249B109 16 1424 SH SOLE 1424 0 0 NEWS CORP NEW CL B 65249B208 5 399 SH SOLE 399 0 0 NEXTERA ENERGY INC COM 65339F101 225 1727 SH SOLE 1727 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 19670 310000 SH SOLE 310000 0 0 NIKE INC CL B 654106103 279 5062 SH SOLE 5062 0 0 NISOURCE INC COM 65473P105 32 1191 SH SOLE 1191 0 0 NOBLE ENERGY INC COM 655044105 58 1608 SH SOLE 1608 0 0 NORDSTROM INC COM 655664100 18 479 SH SOLE 479 0 0 NORFOLK SOUTHERN CORP COM 655844108 95 1118 SH SOLE 1118 0 0 NORTHERN TR CORP COM 665859104 53 804 SH SOLE 804 0 0 NORTHROP GRUMMAN CORP COM 666807102 150 675 SH SOLE 675 0 0 NUCOR CORP COM 670346105 58 1183 SH SOLE 1183 0 0 NVIDIA CORP COM 67066G104 90 1916 SH SOLE 1916 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 18640 8000000 PRN SOLE 8000000 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 99 365 SH SOLE 365 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 216 2864 SH SOLE 2864 0 0 OMNICOM GROUP INC COM 681919106 73 896 SH SOLE 896 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 10725 12000000 PRN SOLE 12000000 0 0 ONEOK INC NEW COM 682680103 37 787 SH SOLE 787 0 0 ORACLE CORP COM 68389X105 484 11816 SH SOLE 11816 0 0 OWENS ILL INC COM NEW 690768403 11 595 SH SOLE 595 0 0 PG&E CORP COM 69331C108 118 1848 SH SOLE 1848 0 0 PNC FINL SVCS GROUP INC COM 693475105 153 1879 SH SOLE 1879 0 0 PPG INDS INC COM 693506107 104 996 SH SOLE 996 0 0 PPL CORP COM 69351T106 95 2527 SH SOLE 2527 0 0 PVH CORP COM 693656100 29 306 SH SOLE 306 0 0 PACCAR INC COM 693718108 68 1308 SH SOLE 1308 0 0 PARKER HANNIFIN CORP COM 701094104 54 503 SH SOLE 503 0 0 PATTERSON COMPANIES INC COM 703395103 15 309 SH SOLE 309 0 0 PAYCHEX INC COM 704326107 72 1204 SH SOLE 1204 0 0 PAYPAL HLDGS INC COM 70450Y103 152 4172 SH SOLE 4172 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 17 1164 SH SOLE 1164 0 0 PEPSICO INC COM 713448108 574 5420 SH SOLE 5420 0 0 PERKINELMER INC COM 714046109 22 414 SH SOLE 414 0 0 PFIZER INC COM 717081103 799 22681 SH SOLE 22681 0 0 PHILIP MORRIS INTL INC COM 718172109 591 5810 SH SOLE 5810 0 0 PHILLIPS 66 COM 718546104 139 1756 SH SOLE 1756 0 0 PINNACLE WEST CAP CORP COM 723484101 33 410 SH SOLE 410 0 0 PIONEER NAT RES CO COM 723787107 92 608 SH SOLE 608 0 0 PITNEY BOWES INC COM 724479100 13 714 SH SOLE 714 0 0 POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B101 4263 339124 SH SOLE 339124 0 0 POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 24413 1106176 SH SOLE 1106176 0 0 POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 8076 881682 SH SOLE 881682 0 0 PRAXAIR INC COM 74005P104 120 1068 SH SOLE 1068 0 0 PRICE T ROWE GROUP INC COM 74144T108 68 929 SH SOLE 929 0 0 PRICELINE GRP INC COM NEW 741503403 231 185 SH SOLE 185 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 21263 21000000 PRN SOLE 21000000 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 42 1017 SH SOLE 1017 0 0 PROCTER & GAMBLE CO COM 742718109 842 9947 SH SOLE 9947 0 0 PROGRESSIVE CORP OHIO COM 743315103 73 2191 SH SOLE 2191 0 0 PROLOGIS INC COM 74340W103 96 1967 SH SOLE 1967 0 0 PRUDENTIAL FINL INC COM 744320102 119 1672 SH SOLE 1672 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 89 1899 SH SOLE 1899 0 0 PUBLIC STORAGE COM 74460D109 140 548 SH SOLE 548 0 0 PULTE GROUP INC COM 745867101 23 1191 SH SOLE 1191 0 0 QORVO INC COM 74736K101 26 478 SH SOLE 478 0 0 QUALCOMM INC COM 747525103 300 5606 SH SOLE 5606 0 0 QUANTA SVCS INC COM 74762E102 13 567 SH SOLE 567 0 0 QUEST DIAGNOSTICS INC COM 74834L100 43 531 SH SOLE 531 0 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 7410 8000000 PRN SOLE 8000000 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 19024 16400000 PRN SOLE 16400000 0 0 RALPH LAUREN CORP CL A 751212101 20 218 SH SOLE 218 0 0 RANGE RES CORP COM 75281A109 27 627 SH SOLE 627 0 0 RAYTHEON CO COM NEW 755111507 151 1114 SH SOLE 1114 0 0 REALTY INCOME CORP COM 756109104 65 939 SH SOLE 939 0 0 RED HAT INC COM 756577102 49 677 SH SOLE 677 0 0 REGENERON PHARMACEUTICALS COM 75886F107 101 290 SH SOLE 290 0 0 REGIONS FINL CORP NEW COM 7591EP100 41 4829 SH SOLE 4829 0 0 REPUBLIC SVCS INC COM 760759100 46 887 SH SOLE 887 0 0 REYNOLDS AMERICAN INC COM 761713106 167 3104 SH SOLE 3104 0 0 ROBERT HALF INTL INC COM 770323103 19 491 SH SOLE 491 0 0 ROCKWELL AUTOMATION INC COM 773903109 56 489 SH SOLE 489 0 0 ROCKWELL COLLINS INC COM 774341101 41 487 SH SOLE 487 0 0 ROPER TECHNOLOGIES INC FRNT 1/1 776696AA4 15608 7100373 SH SOLE 7100373 0 0 ROSS STORES INC COM 778296103 86 1518 SH SOLE 1518 0 0 ROYAL BANK OF CANADA NOTE 4.650% 1/2 780082AD5 10699 10000000 PRN SOLE 10000000 0 0 RYDER SYS INC COM 783549108 12 198 SH SOLE 198 0 0 S&P GLOBAL INC COM 78409V104 106 989 SH SOLE 989 0 0 SL GREEN RLTY CORP COM 78440X101 39 369 SH SOLE 369 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 28635 226327 SH SOLE 226327 0 0 ST JUDE MED INC COM 790849103 82 1056 SH SOLE 1056 0 0 SALESFORCE COM INC COM 79466L302 188 2365 SH SOLE 2365 0 0 SCANA CORP NEW COM 80589M102 40 529 SH SOLE 529 0 0 SCHEIN HENRY INC COM 806407102 54 307 SH SOLE 307 0 0 SCHLUMBERGER LTD COM 806857108 412 5214 SH SOLE 5214 0 0 SCHWAB CHARLES CORP NEW COM 808513105 114 4506 SH SOLE 4506 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 22 350 SH SOLE 350 0 0 SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 9520 11900000 PRN SOLE 11900000 0 0 SEALED AIR CORP NEW COM 81211K100 34 731 SH SOLE 731 0 0 SEMPRA ENERGY COM 816851109 101 884 SH SOLE 884 0 0 SHERWIN WILLIAMS CO COM 824348106 86 293 SH SOLE 293 0 0 SIMON PPTY GROUP INC NEW COM 828806109 252 1160 SH SOLE 1160 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 45 718 SH SOLE 718 0 0 SMUCKER J M CO COM NEW 832696405 68 443 SH SOLE 443 0 0 SNAP ON INC COM 833034101 34 215 SH SOLE 215 0 0 SNYDERS-LANCE INC COM 833551104 2 65 SH SOLE 65 0 0 SOUTHERN CO COM 842587107 184 3423 SH SOLE 3423 0 0 SOUTHWEST AIRLS CO COM 844741108 94 2392 SH SOLE 2392 0 0 SOUTHWESTERN ENERGY CO COM 845467109 18 1461 SH SOLE 1461 0 0 SPECTRA ENERGY CORP COM 847560109 92 2518 SH SOLE 2518 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 8396 9500000 PRN SOLE 9500000 0 0 STANLEY BLACK & DECKER INC COM 854502101 63 567 SH SOLE 567 0 0 STAPLES INC COM 855030102 21 2421 SH SOLE 2421 0 0 STARBUCKS CORP COM 855244109 317 5543 SH SOLE 5543 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10081 10000000 PRN SOLE 10000000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 46 624 SH SOLE 624 0 0 STATE STR CORP COM 857477103 81 1493 SH SOLE 1493 0 0 STERICYCLE INC COM 858912108 33 315 SH SOLE 315 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 8118 7200000 PRN SOLE 7200000 0 0 STRYKER CORP COM 863667101 140 1169 SH SOLE 1169 0 0 SUNTRUST BKS INC COM 867914103 77 1885 SH SOLE 1885 0 0 SYMANTEC CORP COM 871503108 47 2287 SH SOLE 2287 0 0 SYNCHRONY FINL COM 87165B103 79 3126 SH SOLE 3126 0 0 SYSCO CORP COM 871829107 100 1969 SH SOLE 1969 0 0 TECO ENERGY INC COM 872375100 24 883 SH SOLE 883 0 0 TJX COS INC NEW COM 872540109 194 2510 SH SOLE 2510 0 0 TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 17886 17600000 PRN SOLE 17600000 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 14250 8000000 PRN SOLE 8000000 0 0 TARGET CORP COM 87612E106 158 2258 SH SOLE 2258 0 0 TEGNA INC COM 87901J105 19 820 SH SOLE 820 0 0 TERADATA CORP DEL COM 88076W103 12 492 SH SOLE 492 0 0 TESORO CORP COM 881609101 33 446 SH SOLE 446 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 9041 11000000 PRN SOLE 11000000 0 0 TEXAS INSTRS INC COM 882508104 236 3769 SH SOLE 3769 0 0 TEXTRON INC COM 883203101 37 1013 SH SOLE 1013 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 218 1477 SH SOLE 1477 0 0 3M CO COM 88579Y101 397 2268 PRN SOLE 2268 0 0 TIFFANY & CO NEW COM 886547108 25 413 SH SOLE 413 0 0 TIME WARNER INC COM NEW 887317303 218 2963 SH SOLE 2963 0 0 TORCHMARK CORP COM 891027104 26 425 SH SOLE 425 0 0 TOTAL SYS SVCS INC COM 891906109 33 627 SH SOLE 627 0 0 TRACTOR SUPPLY CO COM 892356106 45 497 SH SOLE 497 0 0 TRANSDIGM GROUP INC COM 893641100 53 201 SH SOLE 201 0 0 TRAVELERS COMPANIES INC COM 89417E109 131 1099 SH SOLE 1099 0 0 TRIPADVISOR INC COM 896945201 27 418 SH SOLE 418 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 114 4198 SH SOLE 4198 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 44 1617 SH SOLE 1617 0 0 TYSON FOODS INC CL A 902494103 73 1094 SH SOLE 1094 0 0 UDR INC COM 902653104 37 995 SH SOLE 995 0 0 US BANCORP DEL COM NEW 902973304 247 6124 SH SOLE 6124 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 58 237 SH SOLE 237 0 0 UNDER ARMOUR INC CL A 904311107 27 681 SH SOLE 681 0 0 UNDER ARMOUR INC CL C 904311206 25 685 SH SOLE 685 0 0 UNION PAC CORP COM 907818108 277 3174 SH SOLE 3174 0 0 UNITED CONTL HLDGS INC COM 910047109 52 1264 SH SOLE 1264 0 0 UNITED PARCEL SERVICE INC CL B 911312106 279 2588 SH SOLE 2588 0 0 UNITED RENTALS INC COM 911363109 23 344 SH SOLE 344 0 0 UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 3243 375388 SH SOLE 375388 0 0 UNITED STS 12 MONTH OIL FD L UNIT BEN INT 91288V103 1054 54475 SH SOLE 54475 0 0 UNITED TECHNOLOGIES CORP COM 913017109 299 2917 SH SOLE 2917 0 0 UNITEDHEALTH GROUP INC COM 91324P102 503 3565 SH SOLE 3565 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 45 338 SH SOLE 338 0 0 UNUM GROUP COM 91529Y106 28 890 SH SOLE 890 0 0 URBAN OUTFITTERS INC COM 917047102 9 322 SH SOLE 322 0 0 V F CORP COM 918204108 78 1273 SH SOLE 1273 0 0 VALERO ENERGY CORP NEW COM 91913Y100 90 1764 SH SOLE 1764 0 0 VARIAN MED SYS INC COM 92220P105 30 359 SH SOLE 359 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 12196 11000000 PRN SOLE 11000000 0 0 VENTAS INC COM 92276F100 91 1251 SH SOLE 1251 0 0 VERISIGN INC COM 92343E102 31 363 SH SOLE 363 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 853 15277 SH SOLE 15277 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 8651 9500000 PRN SOLE 9500000 0 0 VERISK ANALYTICS INC COM 92345Y106 47 577 SH SOLE 577 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 79 924 SH SOLE 924 0 0 VIACOM INC NEW CL B 92553P201 54 1299 SH SOLE 1299 0 0 VISA INC COM CL A 92826C839 534 7197 SH SOLE 7197 0 0 VORNADO RLTY TR SH BEN INT 929042109 66 656 SH SOLE 656 0 0 VULCAN MATLS CO COM 929160109 59 494 SH SOLE 494 0 0 WEC ENERGY GROUP INC COM 92939U106 77 1183 SH SOLE 1183 0 0 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 9601 7700000 PRN SOLE 7700000 0 0 WAL-MART STORES INC COM 931142103 430 5883 SH SOLE 5883 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 269 3236 SH SOLE 3236 0 0 WASTE MGMT INC DEL COM 94106L109 103 1554 SH SOLE 1554 0 0 WATERS CORP COM 941848103 43 303 SH SOLE 303 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9669 8800000 PRN SOLE 8800000 0 0 WELLS FARGO & CO NEW COM 949746101 820 17324 SH SOLE 17324 0 0 WELLTOWER INC COM 95040Q104 101 1322 SH SOLE 1322 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 9828 5496000 PRN SOLE 5496000 0 0 WESTERN DIGITAL CORP COM 958102105 50 1052 SH SOLE 1052 0 0 WESTERN UN CO COM 959802109 36 1882 SH SOLE 1882 0 0 WESTROCK CO COM 96145D105 37 951 SH SOLE 951 0 0 WEYERHAEUSER CO COM 962166104 83 2803 SH SOLE 2803 0 0 WHIRLPOOL CORP COM 963320106 48 290 SH SOLE 290 0 0 WHOLE FOODS MKT INC COM 966837106 39 1210 SH SOLE 1210 0 0 WILLIAMS COS INC DEL COM 969457100 55 2559 SH SOLE 2559 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 30 420 SH SOLE 420 0 0 WYNN RESORTS LTD COM 983134107 27 301 SH SOLE 301 0 0 XCEL ENERGY INC COM 98389B100 85 1903 SH SOLE 1903 0 0 XILINX INC COM 983919101 44 951 SH SOLE 951 0 0 XILINX INC NOTE 2.625% 6/1 983919AF8 14484 9000000 PRN SOLE 9000000 0 0 XEROX CORP COM 984121103 34 3570 SH SOLE 3570 0 0 XYLEM INC COM 98419M100 30 664 SH SOLE 664 0 0 YAHOO INC COM 984332106 123 3266 SH SOLE 3266 0 0 YUM BRANDS INC COM 988498101 127 1532 SH SOLE 1532 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 80 662 SH SOLE 662 0 0 ZIONS BANCORPORATION COM 989701107 19 766 SH SOLE 766 0 0 ZOETIS INC CL A 98978V103 81 1715 SH SOLE 1715 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 25 355 SH SOLE 355 0 0 ALLERGAN PLC SHS G0177J108 342 1480 SH SOLE 1480 0 0 ALLERGAN PLC PFD CONV SER A G0177J116 17150 20600 SH SOLE 20600 0 0 AON PLC SHS CL A G0408V102 111 1014 SH SOLE 1014 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 267 2354 SH SOLE 2354 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 65 1036 SH SOLE 1036 0 0 EATON CORP PLC SHS G29183103 102 1712 SH SOLE 1712 0 0 ENDO INTL PLC SHS G30401106 12 770 SH SOLE 770 0 0 INGERSOLL-RAND PLC SHS G47791101 62 966 SH SOLE 966 0 0 INVESCO LTD SHS G491BT108 40 1552 SH SOLE 1552 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 25 417 SH SOLE 417 0 0 MEDTRONIC PLC SHS G5960L103 458 5273 SH SOLE 5273 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 33 669 SH SOLE 669 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 71 1357 SH SOLE 1357 0 0 NOBLE CORP PLC SHS USD G65431101 0 1 SH SOLE 1 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 27 1106 SH SOLE 1106 0 0 PENTAIR PLC SHS G7S00T104 40 679 SH SOLE 679 0 0 SIGNET JEWELERS LIMITED SHS G81276100 24 295 SH SOLE 295 0 0 TYCO INTL PLC SHS G91442106 68 1592 SH SOLE 1592 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 63 509 SH SOLE 509 0 0 PERRIGO CO PLC SHS G97822103 49 542 SH SOLE 542 0 0 XL GROUP PLC SHS G98290102 36 1087 SH SOLE 1087 0 0 CHUBB LIMITED COM H1467J104 226 1728 SH SOLE 1728 0 0 GARMIN LTD SHS H2906T109 19 437 SH SOLE 437 0 0 TE CONNECTIVITY LTD REG SHS H84989104 79 1378 SH SOLE 1378 0 0 TRANSOCEAN LTD REG SHS H8817H100 15 1283 SH SOLE 1283 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 96 1288 SH SOLE 1288 0 0 MYLAN N V SHS EURO N59465109 67 1545 SH SOLE 1545 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 43 635 SH SOLE 635 0 0 BROADCOM LTD SHS Y09827109 215 1382 SH SOLE 1382 0 0