0001010549-12-000153.txt : 20120215 0001010549-12-000153.hdr.sgml : 20120215 20120215095626 ACCESSION NUMBER: 0001010549-12-000153 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120215 DATE AS OF CHANGE: 20120215 EFFECTIVENESS DATE: 20120215 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD Securities (USA) LLC CENTRAL INDEX KEY: 0001335977 IRS NUMBER: 222203727 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11451 FILM NUMBER: 12614492 BUSINESS ADDRESS: STREET 1: 31 WEST 52ND STREET CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-827-7431 MAIL ADDRESS: STREET 1: 31 WEST 52ND STREET CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 tds13f123111.txt TD SECURITIES (USA) LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 Check here if Amendment [ ]: Amendment Number _______ This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: TD Securities (USA) LLC Address: 31 West 52nd Street New York, New York 10019 Form 13F File Number: 28-11451 This institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Peter Stroud Title: Vice President & Director Phone: 212-827-7508 Signature, Place, and Date of Signing: /S/ Peter Stroud New York, NY February 14, 2012 [Signature] [City, State] [Date] Report Type (Check only one): [[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report) [ ] 13F NOTICE (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F File Number Name None FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 512 Form 13F Information Table Value Total: $ 3,740,764 LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name TITLE OF SH INVESTMENT VOTING AUTHORITY Name of Issuer CLASS CUSIPS Value Shares PRN DISCRETION SOLE SHARED NONE ---- -- ------ ----- ------ ----- ------ --- ---------- ---- ------ ---- WASHINGTON POST CO CL B COM 939640108 588 1,561 sh sole 1,561 AUTOZONE INC COM COM 053332102 2,912 8,962 sh sole 8,962 CHIPOTLE MEXICAN GRILL INC COM COM 169656105 3,393 10,045 sh sole 10,045 SEARS HLDGS CORP COM COM 812350106 392 12,350 sh sole 12,350 INTUITIVE SURGICAL INC COM NEW COM 46120E602 5,795 12,516 sh sole 12,516 AUTONATION INC COM COM 05329W102 563 15,267 sh sole 15,267 DUN & BRADSTREET CORP DEL NE COM COM 26483E100 1,167 15,602 sh sole 15,602 PRICELINE COM INC COM NEW COM 741503403 7,473 15,978 sh sole 15,978 RYDER SYS INC COM COM 783549108 872 16,409 sh sole 16,409 NETFLIX INC COM COM 64110L106 1,231 17,769 sh sole 17,769 FLOWSERVE CORP COM COM 34354P105 1,771 17,832 sh sole 17,832 SNAP ON INC COM COM 833034101 945 18,672 sh sole 18,672 FIRST SOLAR INC COM COM 336433107 637 18,863 sh sole 18,863 DEVRY INC DEL COM COM 251893103 747 19,434 sh sole 19,434 GRAINGER W W INC COM COM 384802104 3,646 19,476 sh sole 19,476 CF INDS HLDGS INC COM COM 125269100 3,043 20,987 sh sole 20,987 BIG LOTS INC COM COM 089302103 794 21,040 sh sole 21,040 CME GROUP INC COM COM 12572Q105 5,192 21,309 sh sole 21,309 NOVELLUS SYS INC COM COM 670008101 882 21,372 sh sole 21,372 AIRGAS INC COM COM 009363102 1,712 21,929 sh sole 21,929 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 1,233 22,311 sh sole 22,311 HARMAN INTL INDS INC COM COM 413086109 856 22,501 sh sole 22,501 F M C CORP COM NEW COM 302491303 1,945 22,603 sh sole 22,603 LEXMARK INTL NEW CL A COM 529771107 762 23,045 sh sole 23,045 INTERCONTINENTALEXCHANGE INC COM COM 45865V100 2,811 23,319 sh sole 23,319 WHIRLPOOL CORP COM COM 963320106 1,164 24,534 sh sole 24,534 INTEGRYS ENERGY GROUP INC COM COM 45822P105 1,355 25,007 sh sole 25,007 WYNN RESORTS LTD COM COM 983134107 2,808 25,418 sh sole 25,418 F5 NETWORKS INC COM COM 315616102 2,707 25,511 sh sole 25,511 INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 1,361 25,965 sh sole 25,965 TITANIUM METALS CORP COM NEW COM 888339207 396 26,426 sh sole 26,426 STERICYCLE INC COM COM 858912108 2,129 27,318 sh sole 27,318 BARD C R INC COM COM 067383109 2,354 27,533 sh sole 27,533 ABERCROMBIE & FITCH CO CL A COM 002896207 1,347 27,590 sh sole 27,590 SHERWIN WILLIAMS CO COM COM 824348106 2,468 27,642 sh sole 27,642 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 3,501 27,895 sh sole 27,895 V F CORP COM COM 918204108 3,554 27,984 sh sole 27,984 PATTERSON COMPANIES INC COM COM 703395103 830 28,101 sh sole 28,101 WATERS CORP COM COM 941848103 2,130 28,760 sh sole 28,760 ASSURANT INC COM COM 04621X108 1,214 29,563 sh sole 29,563 FEDERATED INVS INC PA CL B COM 314211103 449 29,641 sh sole 29,641 PERRIGO CO COM COM 714290103 2,910 29,911 sh sole 29,911 DAVITA INC COM COM 23918K108 2,275 30,010 sh sole 30,010 AVALONBAY CMNTYS INC COM COM 053484101 3,986 30,518 sh sole 30,518 ROPER INDS INC NEW COM COM 776696106 2,690 30,965 sh sole 30,965 SCRIPPS NETWORKS INTERACT IN CL A COM COM 811065101 1,324 31,218 sh sole 31,218 LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 2,734 31,807 sh sole 31,807 L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 2,137 32,052 sh sole 32,052 BLACKROCK INC COM COM 09247X101 5,731 32,154 sh sole 32,154 BROWN FORMAN CORP CL B COM 115637209 2,606 32,373 sh sole 32,373 TORCHMARK CORP COM COM 891027104 1,420 32,719 sh sole 32,719 BEMIS INC COM COM 081437105 994 33,052 sh sole 33,052 ONEOK INC NEW COM COM 682680103 2,866 33,055 sh sole 33,055 CABOT OIL & GAS CORP COM COM 127097103 2,546 33,538 sh sole 33,538 JOY GLOBAL INC COM COM 481165108 2,529 33,732 sh sole 33,732 AVERY DENNISON CORP COM COM 053611109 968 33,763 sh sole 33,763 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1,632 34,137 sh sole 34,137 MASTERCARD INC CL A COM 57636Q104 12,757 34,218 sh sole 34,218 SUNOCO INC COM COM 86764P109 1,406 34,265 sh sole 34,265 HELMERICH & PAYNE INC COM COM 423452101 2,007 34,390 sh sole 34,390 PINNACLE WEST CAP CORP COM COM 723484101 1,688 35,043 sh sole 35,043 BORGWARNER INC COM COM 099724106 2,245 35,216 sh sole 35,216 CINTAS CORP COM COM 172908105 1,232 35,391 sh sole 35,391 URBAN OUTFITTERS INC COM COM 917047102 982 35,638 sh sole 35,638 LAUDER ESTEE COS INC CL A COM 518439104 4,027 35,850 sh sole 35,850 VARIAN MED SYS INC COM COM 92220P105 2,425 36,127 sh sole 36,127 PERKINELMER INC COM COM 714046109 726 36,296 sh sole 36,296 SMUCKER J M CO COM NEW COM 832696405 2,856 36,538 sh sole 36,538 EDWARDS LIFESCIENCES CORP COM COM 28176E108 2,589 36,614 sh sole 36,614 PALL CORP COM COM 696429307 2,112 36,958 sh sole 36,958 SCANA CORP NEW COM COM 80589M102 1,669 37,036 sh sole 37,036 HARRIS CORP DEL COM COM 413875105 1,340 37,169 sh sole 37,169 HASBRO INC COM COM 418056107 1,188 37,259 sh sole 37,259 APOLLO GROUP INC CL A COM 037604105 2,009 37,302 sh sole 37,302 AGL RES INC COM COM 001204106 1,533 37,466 sh sole 37,466 FAMILY DLR STORES INC COM COM 307000109 2,172 37,677 sh sole 37,677 DOLLAR TREE INC COM COM 256746108 3,175 38,202 sh sole 38,202 SIGMA ALDRICH CORP COM COM 826552101 2,414 38,656 sh sole 38,656 APARTMENT INVT & MGMT CO CL A COM 03748R101 889 38,809 sh sole 38,809 EQUIFAX INC COM COM 294429105 1,506 38,862 sh sole 38,862 PIONEER NAT RES CO COM COM 723787107 3,515 39,279 sh sole 39,279 LEGG MASON INC COM COM 524901105 960 39,927 sh sole 39,927 ROWAN COS INC COM COM 779382100 1,217 40,114 sh sole 40,114 GOODRICH CORP COM COM 382388106 4,972 40,192 sh sole 40,192 M & T BK CORP COM COM 55261F104 3,078 40,321 sh sole 40,321 TIFFANY & CO NEW COM COM 886547108 2,700 40,749 sh sole 40,749 WATSON PHARMACEUTICALS INC COM COM 942683103 2,463 40,813 sh sole 40,813 NASDAQ OMX GROUP INC COM COM 631103108 1,004 40,944 sh sole 40,944 JACOBS ENGR GROUP INC DEL COM COM 469814107 1,669 41,126 sh sole 41,126 VULCAN MATLS CO COM COM 929160109 1,632 41,479 sh sole 41,479 DARDEN RESTAURANTS INC COM COM 237194105 1,928 42,310 sh sole 42,310 CLOROX CO DEL COM COM 189054109 2,818 42,336 sh sole 42,336 NEWFIELD EXPL CO COM COM 651290108 1,605 42,527 sh sole 42,527 MCCORMICK & CO INC COM NON VTG COM 579780206 2,147 42,582 sh sole 42,582 LORILLARD INC COM COM 544147101 4,940 43,333 sh sole 43,333 SALESFORCE COM INC COM COM 79466L302 4,429 43,651 sh sole 43,651 MOLEX INC COM COM 608554101 1,050 44,011 sh sole 44,011 EASTMAN CHEM CO COM COM 277432100 1,725 44,157 sh sole 44,157 HORMEL FOODS CORP COM COM 440452100 1,297 44,266 sh sole 44,266 GAMESTOP CORP NEW CL A COM 36467W109 1,072 44,421 sh sole 44,421 LEGGETT & PLATT INC COM COM 524660107 1,029 44,656 sh sole 44,656 FISERV INC COM COM 337738108 2,656 45,210 sh sole 45,210 DENTSPLY INTL INC NEW COM COM 249030107 1,590 45,434 sh sole 45,434 ROCKWELL AUTOMATION INC COM COM 773903109 3,342 45,550 sh sole 45,550 PUBLIC STORAGE COM COM 74460D109 6,127 45,570 sh sole 45,570 TESORO CORP COM COM 881609101 1,066 45,649 sh sole 45,649 PENNEY J C INC COM COM 708160106 1,612 45,872 sh sole 45,872 ROBERT HALF INTL INC COM COM 770323103 1,306 45,885 sh sole 45,885 CLIFFS NATURAL RESOURCES INC COM COM 18683K101 2,862 45,901 sh sole 45,901 UNITED STATES STL CORP NEW COM COM 912909108 1,223 46,218 sh sole 46,218 PRECISION CASTPARTS CORP COM COM 740189105 7,626 46,279 sh sole 46,279 COVENTRY HEALTH CARE INC COM COM 222862104 1,406 46,308 sh sole 46,308 FRANKLIN RES INC COM COM 354613101 4,488 46,717 sh sole 46,717 CERNER CORP COM COM 156782104 2,864 46,761 sh sole 46,761 BOSTON PROPERTIES INC COM COM 101121101 4,719 47,383 sh sole 47,383 EQT CORP COM COM 26884L109 2,628 47,963 sh sole 47,963 PARKER HANNIFIN CORP COM COM 701094104 3,697 48,491 sh sole 48,491 ROCKWELL COLLINS INC COM COM 774341101 2,689 48,571 sh sole 48,571 WYNDHAM WORLDWIDE CORP COM COM 98310W108 1,853 48,984 sh sole 48,984 HERSHEY CO COM COM 427866108 3,035 49,133 sh sole 49,133 PPG INDS INC COM COM 693506107 4,138 49,563 sh sole 49,563 COMPUTER SCIENCES CORP COM COM 205363104 1,180 49,768 sh sole 49,768 GENUINE PARTS CO COM COM 372460105 3,057 49,959 sh sole 49,959 FLIR SYS INC COM COM 302445101 1,255 50,067 sh sole 50,067 RANGE RES CORP COM COM 75281A109 3,110 50,207 sh sole 50,207 MOLSON COORS BREWING CO CL B COM 60871R209 2,201 50,561 sh sole 50,561 QUEST DIAGNOSTICS INC COM COM 74834L100 2,940 50,634 sh sole 50,634 COOPER INDUSTRIES PLC SHS COM G24140108 2,748 50,744 sh sole 50,744 VERISIGN INC COM COM 92343E102 1,824 51,054 sh sole 51,054 WHOLE FOODS MKT INC COM COM 966837106 3,568 51,275 sh sole 51,275 LENNAR CORP CL A COM 526057104 1,014 51,619 sh sole 51,619 PLUM CREEK TIMBER CO INC COM COM 729251108 1,892 51,764 sh sole 51,764 NORDSTROM INC COM COM 655664100 2,581 51,924 sh sole 51,924 CINCINNATI FINL CORP COM COM 172062101 1,585 52,021 sh sole 52,021 TOTAL SYS SVCS INC COM COM 891906109 1,018 52,031 sh sole 52,031 BALL CORP COM COM 058498106 1,864 52,202 sh sole 52,202 HUMANA INC COM COM 444859102 4,598 52,478 sh sole 52,478 C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 3,677 52,695 sh sole 52,695 OWENS ILL INC COM NEW COM 690768403 1,022 52,716 sh sole 52,716 HOSPIRA INC COM COM 441060100 1,605 52,864 sh sole 52,864 AMPHENOL CORP NEW CL A COM 032095101 2,415 53,196 sh sole 53,196 KLA-TENCOR CORP COM COM 482480100 2,581 53,493 sh sole 53,493 TERADATA CORP DEL COM COM 88076W103 2,606 53,729 sh sole 53,729 STANLEY BLACK & DECKER INC COM COM 854502101 3,665 54,211 sh sole 54,211 DTE ENERGY CO COM COM 233331107 2,958 54,323 sh sole 54,323 FLUOR CORP NEW COM COM 343412102 2,736 54,455 sh sole 54,455 BMC SOFTWARE INC COM COM 055921100 1,791 54,627 sh sole 54,627 MEADWESTVACO CORP COM COM 583334107 1,641 54,801 sh sole 54,801 CONSTELLATION BRANDS INC CL A COM 21036P108 1,155 55,878 sh sole 55,878 NOBLE ENERGY INC COM COM 655044105 5,319 56,347 sh sole 56,347 ENTERGY CORP NEW COM COM 29364G103 4,129 56,526 sh sole 56,526 QEP RES INC COM COM 74733V100 1,664 56,795 sh sole 56,795 NORTHEAST UTILS COM COM 664397106 2,049 56,820 sh sole 56,820 LIFE TECHNOLOGIES CORP COM COM 53217V109 2,226 57,197 sh sole 57,197 ZIMMER HLDGS INC COM COM 98956P102 3,072 57,509 sh sole 57,509 CAMPBELL SOUP CO COM COM 134429109 1,913 57,561 sh sole 57,561 AKAMAI TECHNOLOGIES INC COM COM 00971T101 1,859 57,590 sh sole 57,590 JABIL CIRCUIT INC COM COM 466313103 1,156 58,803 sh sole 58,803 DEAN FOODS CO NEW COM COM 242370104 660 58,960 sh sole 58,960 TERADYNE INC COM COM 880770102 805 59,075 sh sole 59,075 ZIONS BANCORPORATION COM COM 989701107 963 59,150 sh sole 59,150 VORNADO RLTY TR SH BEN INT COM 929042109 4,551 59,216 sh sole 59,216 DOVER CORP COM COM 260003108 3,454 59,498 sh sole 59,498 IRON MTN INC COM COM 462846106 1,835 59,576 sh sole 59,576 CITRIX SYS INC COM COM 177376100 3,635 59,859 sh sole 59,859 DONNELLEY R R & SONS CO COM COM 257867101 870 60,276 sh sole 60,276 HEALTH CARE REIT INC COM COM 42217K106 3,322 60,912 sh sole 60,912 MICROCHIP TECHNOLOGY INC COM COM 595017104 2,247 61,346 sh sole 61,346 SEALED AIR CORP NEW COM COM 81211K100 1,061 61,631 sh sole 61,631 STARWOOD HOTELS&RESORTS WRLD COM COM 85590A401 2,959 61,678 sh sole 61,678 RED HAT INC COM COM 756577102 2,556 61,894 sh sole 61,894 CUMMINS INC COM COM 231021106 5,448 61,898 sh sole 61,898 MURPHY OIL CORP COM COM 626717102 3,462 62,113 sh sole 62,113 MOODYS CORP COM COM 615369105 2,112 62,703 sh sole 62,703 LEUCADIA NATL CORP COM COM 527288104 1,446 63,586 sh sole 63,586 COMERICA INC COM COM 200340107 1,645 63,769 sh sole 63,769 PITNEY BOWES INC COM COM 724479100 1,188 64,076 sh sole 64,076 CONSTELLATION ENERGY GROUP I COM COM 210371100 2,566 64,694 sh sole 64,694 MEAD JOHNSON NUTRITION CO COM COM 582839106 4,491 65,336 sh sole 65,336 QUANTA SVCS INC COM COM 74762E102 1,453 67,445 sh sole 67,445 AIR PRODS & CHEMS INC COM COM 009158106 5,755 67,551 sh sole 67,551 EXPEDITORS INTL WASH INC COM COM 302130109 2,787 68,053 sh sole 68,053 SUPERVALU INC COM COM 868536103 553 68,117 sh sole 68,117 DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 2,717 68,808 sh sole 68,808 BECTON DICKINSON & CO COM COM 075887109 5,154 68,972 sh sole 68,972 TECO ENERGY INC COM COM 872375100 1,326 69,253 sh sole 69,253 ALPHA NATURAL RESOURCES INC COM COM 02076X102 1,441 70,549 sh sole 70,549 CABLEVISION SYS CORP CL A NY CABLVS COM 12686C109 1,008 70,858 sh sole 70,858 CAREFUSION CORP COM COM 14170T101 1,832 72,093 sh sole 72,093 AMERIPRISE FINL INC COM COM 03076C106 3,605 72,619 sh sole 72,619 CARMAX INC COM COM 143130102 2,215 72,675 sh sole 72,675 AUTODESK INC COM COM 052769106 2,208 72,794 sh sole 72,794 CONSOL ENERGY INC COM COM 20854P109 2,672 72,801 sh sole 72,801 PEPCO HOLDINGS INC COM COM 713291102 1,479 72,844 sh sole 72,844 LINEAR TECHNOLOGY CORP COM COM 535678106 2,195 73,104 sh sole 73,104 JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 768 73,543 sh sole 73,543 NRG ENERGY INC COM NEW COM 629377508 1,337 73,810 sh sole 73,810 ROSS STORES INC COM COM 778296103 3,527 74,205 sh sole 74,205 WISCONSIN ENERGY CORP COM COM 976657106 2,595 74,228 sh sole 74,228 HARLEY DAVIDSON INC COM COM 412822108 2,899 74,582 sh sole 74,582 WESTERN DIGITAL CORP COM COM 958102105 2,322 75,037 sh sole 75,037 FMC TECHNOLOGIES INC COM COM 30249U101 3,994 76,479 sh sole 76,479 GANNETT INC COM COM 364730101 1,023 76,481 sh sole 76,481 SEMPRA ENERGY COM COM 816851109 4,231 76,921 sh sole 76,921 BED BATH & BEYOND INC COM COM 075896100 4,467 77,053 sh sole 77,053 SANDISK CORP COM COM 80004C101 3,795 77,126 sh sole 77,126 NORTHERN TR CORP COM COM 665859104 3,068 77,351 sh sole 77,351 AMEREN CORP COM COM 023608102 2,576 77,750 sh sole 77,750 FIDELITY NATL INFORMATION SV COM COM 31620M106 2,070 77,856 sh sole 77,856 BIOGEN IDEC INC COM COM 09062X103 8,580 77,967 sh sole 77,967 GOODYEAR TIRE & RUBR CO COM COM 382550101 1,111 78,429 sh sole 78,429 CAMERON INTERNATIONAL CORP COM COM 13342B105 3,871 78,700 sh sole 78,700 MCKESSON CORP COM COM 58155Q103 6,140 78,815 sh sole 78,815 LIMITED BRANDS INC COM COM 532716107 3,186 78,947 sh sole 78,947 KELLOGG CO COM COM 487836108 4,022 79,538 sh sole 79,538 CMS ENERGY CORP COM COM 125896100 1,786 80,880 sh sole 80,880 NOBLE CORPORATION BAAR NAMEN -AKT COM H5833N103 2,448 81,022 sh sole 81,022 GOOGLE INC CL A COM 38259P508 52,373 81,085 sh sole 81,085 PRICE T ROWE GROUP INC COM COM 74144T108 4,618 81,088 sh sole 81,088 KOHLS CORP COM COM 500255104 4,014 81,341 sh sole 81,341 E TRADE FINANCIAL CORP COM NEW COM 269246401 649 81,489 sh sole 81,489 AMERISOURCEBERGEN CORP COM COM 03073E105 3,084 82,918 sh sole 82,918 NORTHROP GRUMMAN CORP COM COM 666807102 4,904 83,861 sh sole 83,861 NYSE EURONEXT COM COM 629491101 2,195 84,092 sh sole 84,092 XILINX INC COM COM 983919101 2,701 84,240 sh sole 84,240 FIRST HORIZON NATL CORP COM COM 320517105 677 84,611 sh sole 84,611 DISCOVERY COMMUNICATNS NEW COM SER A COM 25470F104 3,475 84,821 sh sole 84,821 LOCKHEED MARTIN CORP COM COM 539830109 6,889 85,160 sh sole 85,160 FOREST LABS INC COM COM 345838106 2,595 85,746 sh sole 85,746 MARRIOTT INTL INC NEW CL A COM 571903202 2,510 86,050 sh sole 86,050 EOG RES INC COM COM 26875P101 8,501 86,291 sh sole 86,291 PEABODY ENERGY CORP COM COM 704549104 2,879 86,940 sh sole 86,940 OMNICOM GROUP INC COM COM 681919106 3,947 88,545 sh sole 88,545 SAIC INC COM COM 78390X101 1,090 88,652 sh sole 88,652 CHUBB CORP COM COM 171232101 6,178 89,250 sh sole 89,250 D R HORTON INC COM COM 23331A109 1,126 89,267 sh sole 89,267 TEXTRON INC COM COM 883203101 1,651 89,281 sh sole 89,281 NISOURCE INC COM COM 65473P105 2,148 90,226 sh sole 90,226 CIGNA CORP COM COM 125509109 3,848 91,623 sh sole 91,623 NABORS INDUSTRIES LTD SHS COM G6359F103 1,600 92,294 sh sole 92,294 VENTAS INC COM COM 92276F100 5,095 92,411 sh sole 92,411 NEWELL RUBBERMAID INC COM COM 651229106 1,501 92,918 sh sole 92,918 COACH INC COM COM 189754104 5,717 93,665 sh sole 93,665 TYSON FOODS INC CL A COM 902494103 1,935 93,764 sh sole 93,764 UNUM GROUP COM COM 91529Y106 1,977 93,843 sh sole 93,843 BLOCK H & R INC COM COM 093671105 1,535 94,010 sh sole 94,010 CONSOLIDATED EDISON INC COM COM 209115104 5,832 94,011 sh sole 94,011 MCGRAW HILL COS INC COM COM 580645109 4,235 94,170 sh sole 94,170 METROPCS COMMUNICATIONS INC COM COM 591708102 817 94,180 sh sole 94,180 BEST BUY INC COM COM 086516101 2,201 94,189 sh sole 94,189 SIMON PPTY GROUP INC NEW COM COM 828806109 12,159 94,297 sh sole 94,297 PROGRESS ENERGY INC COM COM 743263105 5,304 94,685 sh sole 94,685 FASTENAL CO COM COM 311900104 4,132 94,749 sh sole 94,749 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 5,430 95,206 sh sole 95,206 INTUIT COM COM 461202103 5,017 95,405 sh sole 95,405 INTERNATIONAL GAME TECHNOLOG COM COM 459902102 1,643 95,518 sh sole 95,518 ANALOG DEVICES INC COM COM 032654105 3,422 95,634 sh sole 95,634 HESS CORP COM COM 42809H107 5,433 95,650 sh sole 95,650 PRAXAIR INC COM COM 74005P104 10,285 96,211 sh sole 96,211 ECOLAB INC COM COM 278865100 5,569 96,335 sh sole 96,335 LINCOLN NATL CORP IND COM COM 534187109 1,880 96,823 sh sole 96,823 COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 6,236 96,968 sh sole 96,968 ALLERGAN INC COM COM 018490102 8,590 97,903 sh sole 97,903 PRINCIPAL FINL GROUP INC COM COM 74251V102 2,409 97,943 sh sole 97,943 LOEWS CORP COM COM 540424108 3,690 98,007 sh sole 98,007 COCA COLA ENTERPRISES INC NE COM ADDED COM 19122T109 2,582 100,145 sh sole 100,145 INGERSOLL-RAND PLC SHS COM G47791101 3,053 100,197 sh sole 100,197 REPUBLIC SVCS INC COM COM 760759100 2,784 101,041 sh sole 101,041 NUCOR CORP COM COM 670346105 4,022 101,650 sh sole 101,650 FEDEX CORP COM COM 31428X106 8,503 101,815 sh sole 101,815 ST JUDE MED INC COM COM 790849103 3,512 102,383 sh sole 102,383 TIME WARNER CABLE INC COM COM 88732J207 6,511 102,422 sh sole 102,422 HEINZ H J CO COM COM 423074103 5,554 102,783 sh sole 102,783 XL GROUP PLC SHS COM G98290102 2,034 102,873 sh sole 102,873 ALTERA CORP COM COM 021441100 3,821 102,984 sh sole 102,984 PAYCHEX INC COM COM 704326107 3,117 103,516 sh sole 103,516 AON CORP COM COM 037389103 4,856 103,763 sh sole 103,763 STRYKER CORP COM COM 863667101 5,190 104,400 sh sole 104,400 EDISON INTL COM COM 281020107 4,329 104,573 sh sole 104,573 ELECTRONIC ARTS INC COM COM 285512109 2,191 106,374 sh sole 106,374 EATON CORP COM COM 278058102 4,669 107,265 sh sole 107,265 NORFOLK SOUTHERN CORP COM COM 655844108 7,860 107,877 sh sole 107,877 ACE LTD SHS COM H0023R105 7,580 108,107 sh sole 108,107 PULTE GROUP INC COM COM 745867101 682 108,115 sh sole 108,115 REYNOLDS AMERICAN INC COM COM 761713106 4,495 108,513 sh sole 108,513 MATTEL INC COM COM 577081102 3,017 108,692 sh sole 108,692 SAFEWAY INC COM NEW COM 786514208 2,295 109,095 sh sole 109,095 CARDINAL HEALTH INC COM COM 14149Y108 4,503 110,894 sh sole 110,894 RAYTHEON CO COM NEW COM 755111507 5,374 111,085 sh sole 111,085 GAP INC DEL COM COM 364760108 2,066 111,354 sh sole 111,354 AGILENT TECHNOLOGIES INC COM COM 00846U101 3,893 111,442 sh sole 111,442 SOUTHWESTERN ENERGY CO COM COM 845467109 3,561 111,495 sh sole 111,495 WELLPOINT INC COM COM 94973V107 7,397 111,650 sh sole 111,650 GENERAL DYNAMICS CORP COM COM 369550108 7,591 114,298 sh sole 114,298 MASCO CORP COM COM 574599106 1,204 114,840 sh sole 114,840 PACCAR INC COM COM 693718108 4,308 114,974 sh sole 114,974 NETAPP INC COM COM 64110D104 4,175 115,098 sh sole 115,098 PEOPLES UNITED FINANCIAL INC COM COM 712704105 1,487 115,751 sh sole 115,751 AETNA INC NEW COM COM 00817Y108 4,906 116,284 sh sole 116,284 AMAZON COM INC COM COM 023135106 20,212 116,767 sh sole 116,767 CA INC COM COM 12673P105 2,401 118,770 sh sole 118,770 NIKE INC CL B COM 654106103 11,473 119,056 sh sole 119,056 TJX COS INC NEW COM COM 872540109 7,814 121,047 sh sole 121,047 THERMO FISHER SCIENTIFIC INC COM COM 883556102 5,460 121,413 sh sole 121,413 APACHE CORP COM COM 037411105 11,166 123,268 sh sole 123,268 MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 6,946 124,261 sh sole 124,261 AMERICAN TOWER CORP CL A COM 029912201 7,570 126,146 sh sole 126,146 KIMBERLY CLARK CORP COM COM 494368103 9,305 126,490 sh sole 126,490 DENBURY RES INC COM NEW COM 247916208 1,925 127,506 sh sole 127,506 DEVON ENERGY CORP NEW COM COM 25179M103 8,037 129,636 sh sole 129,636 PG&E CORP COM COM 69331C108 5,370 130,273 sh sole 130,273 KIMCO RLTY CORP COM COM 49446R109 2,121 130,612 sh sole 130,612 HCP INC COM COM 40414L109 5,423 130,884 sh sole 130,884 TRAVELERS COMPANIES INC COM COM 89417E109 7,839 132,484 sh sole 132,484 DEERE & CO COM COM 244199105 10,276 132,853 sh sole 132,853 CONAGRA FOODS INC COM COM 205887102 3,512 133,037 sh sole 133,037 FIRSTENERGY CORP COM COM 337932107 5,946 134,231 sh sole 134,231 MACYS INC COM COM 55616P104 4,336 134,747 sh sole 134,747 NEXTERA ENERGY INC COM COM 65339F101 8,256 135,617 sh sole 135,617 NATIONAL OILWELL VARCO INC COM COM 637071101 9,249 136,037 sh sole 136,037 CENTERPOINT ENERGY INC COM COM 15189T107 2,746 136,708 sh sole 136,708 MYLAN INC COM COM 628530107 2,938 136,894 sh sole 136,894 AVON PRODS INC COM COM 054303102 2,415 138,262 sh sole 138,262 COSTCO WHSL CORP NEW COM COM 22160K105 11,589 139,093 sh sole 139,093 TENET HEALTHCARE CORP COM COM 88033G100 715 139,409 sh sole 139,409 BAKER HUGHES INC COM COM 057224107 6,814 140,088 sh sole 140,088 AMERICAN INTL GROUP INC COM NEW COM 026874784 3,253 140,203 sh sole 140,203 INTL PAPER CO COM COM 460146103 4,152 140,283 sh sole 140,283 CELGENE CORP COM COM 151020104 9,632 142,484 sh sole 142,484 HARTFORD FINL SVCS GROUP INC COM COM 416515104 2,325 143,065 sh sole 143,065 INVESCO LTD SHS COM G491BT108 2,908 144,752 sh sole 144,752 CARNIVAL CORP PAIRED CTF COM 143658300 4,741 145,240 sh sole 145,240 CAPITAL ONE FINL CORP COM COM 14040H105 6,239 147,538 sh sole 147,538 WASTE MGMT INC DEL COM COM 94106L109 4,833 147,748 sh sole 147,748 YUM BRANDS INC COM COM 988498101 8,722 147,801 sh sole 147,801 INTERPUBLIC GROUP COS INC COM COM 460690100 1,440 148,018 sh sole 148,018 TYCO INTERNATIONAL LTD SHS COM H89128104 6,926 148,277 sh sole 148,277 AFLAC INC COM COM 001055102 6,481 149,821 sh sole 149,821 PRUDENTIAL FINL INC COM COM 744320102 7,593 151,493 sh sole 151,493 AMERICAN ELEC PWR INC COM COM 025537101 6,403 154,996 sh sole 154,996 UNION PAC CORP COM COM 907818108 16,426 155,049 sh sole 155,049 ILLINOIS TOOL WKS INC COM COM 452308109 7,244 155,086 sh sole 155,086 COLGATE PALMOLIVE CO COM COM 194162103 14,352 155,345 sh sole 155,345 XCEL ENERGY INC COM COM 98389B100 4,302 155,652 sh sole 155,652 BROADCOM CORP CL A COM 111320107 4,571 155,698 sh sole 155,698 EXPRESS SCRIPTS INC COM COM 302182100 6,978 156,150 sh sole 156,150 AUTOMATIC DATA PROCESSING IN COM COM 053015103 8,472 156,853 sh sole 156,853 ADOBE SYS INC COM COM 00724F101 4,454 157,558 sh sole 157,558 GENWORTH FINL INC COM CL A COM 37247D106 1,032 157,570 sh sole 157,570 STATE STR CORP COM COM 857477103 6,365 157,897 sh sole 157,897 GOLDMAN SACHS GROUP INC COM COM 38141G104 14,289 158,013 sh sole 158,013 NEWMONT MINING CORP COM COM 651639106 9,531 158,816 sh sole 158,816 ANADARKO PETE CORP COM COM 032511107 12,200 159,829 sh sole 159,829 ALLSTATE CORP COM COM 020002101 4,446 162,198 sh sole 162,198 PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 5,360 162,376 sh sole 162,376 VISA INC COM CL A COM 92826C839 16,573 163,234 sh sole 163,234 SLM CORP COM COM 78442P106 2,188 163,285 sh sole 163,285 JUNIPER NETWORKS INC COM COM 48203R104 3,446 168,828 sh sole 168,828 PNC FINL SVCS GROUP INC COM COM 693475105 9,738 168,861 sh sole 168,861 HUDSON CITY BANCORP COM COM 443683107 1,058 169,299 sh sole 169,299 MONSANTO CO NEW COM COM 61166W101 12,041 171,845 sh sole 171,845 WEYERHAEUSER CO COM COM 962166104 3,214 172,168 sh sole 172,168 SUNTRUST BKS INC COM COM 867914103 3,051 172,355 sh sole 172,355 MARSH & MCLENNAN COS INC COM COM 571748102 5,460 172,667 sh sole 172,667 DISCOVER FINL SVCS COM COM 254709108 4,234 176,412 sh sole 176,412 VIACOM INC NEW CL B COM 92553P201 8,048 177,238 sh sole 177,238 VALERO ENERGY CORP NEW COM COM 91913Y100 3,782 179,650 sh sole 179,650 LSI CORPORATION COM COM 502161102 1,076 180,858 sh sole 180,858 BAXTER INTL INC COM COM 071813109 8,955 180,979 sh sole 180,979 DOMINION RES INC VA NEW COM COM 25746U109 9,704 182,823 sh sole 182,823 DANAHER CORP DEL COM COM 235851102 8,601 182,841 sh sole 182,841 PPL CORP COM COM 69351T106 5,461 185,611 sh sole 185,611 WINDSTREAM CORP COM COM 97381W104 2,196 187,056 sh sole 187,056 ADVANCED MICRO DEVICES INC COM COM 007903107 1,015 187,895 sh sole 187,895 WILLIAMS COS INC DEL COM COM 969457100 6,247 189,178 sh sole 189,178 SYSCO CORP COM COM 871829107 5,553 189,336 sh sole 189,336 SARA LEE CORP COM COM 803111103 3,587 189,606 sh sole 189,606 KROGER CO COM COM 501044101 4,642 191,661 sh sole 191,661 NVIDIA CORP COM COM 67066G104 2,717 195,996 sh sole 195,996 PROGRESSIVE CORP OHIO COM COM 743315103 3,862 197,937 sh sole 197,937 CENTURYLINK INC COM COM 156700106 7,374 198,227 sh sole 198,227 WESTERN UN CO COM COM 959802109 3,629 198,719 sh sole 198,719 ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 10,950 205,707 sh sole 205,707 GENERAL MLS INC COM COM 370334104 8,346 206,524 sh sole 206,524 AES CORP COM COM 00130H105 2,450 206,936 sh sole 206,936 CATERPILLAR INC DEL COM COM 149123101 18,803 207,540 sh sole 207,540 SPECTRA ENERGY CORP COM COM 847560109 6,419 208,735 sh sole 208,735 CBS CORP NEW CL B COM 124857202 5,701 210,041 sh sole 210,041 CHESAPEAKE ENERGY CORP COM COM 165167107 4,717 211,599 sh sole 211,599 EXELON CORP COM COM 30161N101 9,229 212,801 sh sole 212,801 ARCHER DANIELS MIDLAND CO COM COM 039483102 6,132 214,396 sh sole 214,396 TARGET CORP COM COM 87612E106 11,041 215,556 sh sole 215,556 JOHNSON CTLS INC COM COM 478366107 6,826 218,376 sh sole 218,376 BB&T CORP COM COM 054937107 5,632 223,748 sh sole 223,748 STAPLES INC COM COM 855030102 3,118 224,487 sh sole 224,487 3M CO COM COM 88579Y101 18,385 224,944 sh sole 224,944 MARATHON OIL CORP COM COM 565849106 6,611 225,867 sh sole 225,867 DIRECTV COM CL A COM 25490A101 9,684 226,464 sh sole 226,464 HOST HOTELS & RESORTS INC COM COM 44107P104 3,348 226,673 sh sole 226,673 EMERSON ELEC CO COM COM 291011104 11,002 236,147 sh sole 236,147 SYMANTEC CORP COM COM 871503108 3,703 236,600 sh sole 236,600 BOEING CO COM COM 097023105 17,498 238,549 sh sole 238,549 STARBUCKS CORP COM COM 855244109 11,008 239,244 sh sole 239,244 GILEAD SCIENCES INC COM COM 375558103 9,868 241,086 sh sole 241,086 EL PASO CORP COM COM 28336L109 6,577 247,524 sh sole 247,524 HONEYWELL INTL INC COM COM 438516106 13,493 248,262 sh sole 248,262 SOUTHWEST AIRLS CO COM COM 844741108 2,139 249,875 sh sole 249,875 AMGEN INC COM COM 031162100 16,348 254,600 sh sole 254,600 OCCIDENTAL PETE CORP DEL COM COM 674599105 24,414 260,552 sh sole 260,552 SOUTHERN CO COM COM 842587107 12,806 276,645 sh sole 276,645 HUNTINGTON BANCSHARES INC COM COM 446150104 1,523 277,334 sh sole 277,334 WALGREEN CO COM COM 931422109 9,436 285,428 sh sole 285,428 UNITED TECHNOLOGIES CORP COM COM 913017109 21,256 290,819 sh sole 290,819 FIFTH THIRD BANCORP COM COM 316773100 3,755 295,213 sh sole 295,213 HALLIBURTON CO COM COM 406216101 10,192 295,337 sh sole 295,337 DU PONT E I DE NEMOURS & CO COM COM 263534109 13,576 296,542 sh sole 296,542 APPLE INC COM COM 037833100 120,813 298,304 sh sole 298,304 FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 11,193 304,242 sh sole 304,242 KEYCORP NEW COM COM 493267108 2,352 305,840 sh sole 305,840 UNITED PARCEL SERVICE INC CL B COM 911312106 22,669 309,724 sh sole 309,724 MICRON TECHNOLOGY INC COM COM 595112103 1,994 316,972 sh sole 316,972 FRONTIER COMMUNICATIONS CORP COM COM 35906A108 1,645 319,397 sh sole 319,397 TIME WARNER INC COM NEW COM 887317303 11,610 321,244 sh sole 321,244 AMERICAN EXPRESS CO COM COM 025816109 15,299 324,327 sh sole 324,327 LILLY ELI & CO COM COM 532457108 13,590 327,005 sh sole 327,005 MCDONALDS CORP COM COM 580135101 32,703 328,413 sh sole 328,413 CSX CORP COM COM 126408103 7,097 336,994 sh sole 336,994 MEDTRONIC INC COM COM 585055106 12,956 338,723 sh sole 338,723 METLIFE INC COM COM 59156R108 10,584 339,459 sh sole 339,459 ALCOA INC COM COM 013817101 2,955 341,600 sh sole 341,600 UNITEDHEALTH GROUP INC COM COM 91324P102 17,340 342,153 sh sole 342,153 SCHWAB CHARLES CORP NEW COM COM 808513105 3,901 346,474 sh sole 346,474 TEXAS INSTRS INC COM COM 882508104 10,676 366,746 sh sole 366,746 EBAY INC COM COM 278642103 11,185 368,762 sh sole 368,762 INTERNATIONAL BUSINESS MACHS COM COM 459200101 69,560 378,290 sh sole 378,290 DOW CHEM CO COM COM 260543103 10,909 379,315 sh sole 379,315 BANK OF NEW YORK MELLON CORP COM COM 064058100 7,749 389,207 sh sole 389,207 YAHOO INC COM COM 984332106 6,421 398,087 sh sole 398,087 LOWES COS INC COM COM 548661107 10,203 402,023 sh sole 402,023 REGIONS FINANCIAL CORP NEW COM COM 7591EP100 1,737 404,050 sh sole 404,050 CVS CAREMARK CORPORATION COM COM 126650100 17,037 417,772 sh sole 417,772 APPLIED MATLS INC COM COM 038222105 4,488 419,058 sh sole 419,058 CONOCOPHILLIPS COM COM 20825C104 31,054 426,152 sh sole 426,152 DUKE ENERGY CORP NEW COM COM 26441C105 9,411 427,755 sh sole 427,755 SCHLUMBERGER LTD COM COM 806857108 29,426 430,770 sh sole 430,770 XEROX CORP COM COM 984121103 3,544 445,190 sh sole 445,190 BOSTON SCIENTIFIC CORP COM COM 101137107 2,539 475,505 sh sole 475,505 MORGAN STANLEY COM NEW COM 617446448 7,207 476,338 sh sole 476,338 DELL INC COM COM 24702R101 7,170 490,118 sh sole 490,118 HOME DEPOT INC COM COM 437076102 20,801 494,783 sh sole 494,783 ABBOTT LABS COM COM 002824100 28,114 499,991 sh sole 499,991 PEPSICO INC COM COM 713448108 33,294 501,793 sh sole 501,793 CORNING INC COM COM 219350105 6,547 504,415 sh sole 504,415 QUALCOMM INC COM COM 747525103 29,511 539,511 sh sole 539,511 BRISTOL MYERS SQUIBB CO COM COM 110122108 19,166 543,878 sh sole 543,878 PHILIP MORRIS INTL INC COM COM 718172109 43,753 557,503 sh sole 557,503 WAL MART STORES INC COM COM 931142103 33,501 560,589 sh sole 560,589 BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 43,054 564,268 sh sole 564,268 KRAFT FOODS INC CL A COM 50075N104 21,185 567,057 sh sole 567,057 DISNEY WALT CO COM DISNEY COM 254687106 21,623 576,610 sh sole 576,610 US BANCORP DEL COM NEW COM 902973304 16,569 612,523 sh sole 612,523 HEWLETT PACKARD CO COM COM 428236103 16,428 637,738 sh sole 637,738 CHEVRON CORP NEW COM COM 166764100 68,010 639,188 sh sole 639,188 E M C CORP MASS COM COM 268648102 14,103 654,746 sh sole 654,746 ALTRIA GROUP INC COM COM 02209S103 19,570 660,031 sh sole 660,031 NEWS CORP CL A COM 65248E104 12,557 703,853 prn sole 703,853 COCA COLA CO COM COM 191216100 51,006 728,976 prn sole 728,976 COMCAST CORP NEW CL A COM 20030N101 20,736 874,567 prn sole 874,567 JOHNSON & JOHNSON COM COM 478160104 57,481 876,495 prn sole 876,495 PROCTER & GAMBLE CO COM COM 742718109 58,909 883,066 prn sole 883,066 VERIZON COMMUNICATIONS INC COM COM 92343V104 36,456 908,669 prn sole 908,669 SPRINT NEXTEL CORP COM SER 1 COM 852061100 2,250 961,540 prn sole 961,540 MERCK & CO INC NEW COM COM 58933Y105 36,881 978,263 prn sole 978,263 JPMORGAN CHASE & CO COM COM 46625H100 40,551 1,219,576 prn sole 1,219,576 FORD MTR CO DEL COM PAR $0.01 COM 345370860 13,124 1,219,683 prn sole 1,219,683 ORACLE CORP COM COM 68389X105 32,394 1,262,913 prn sole 1,262,913 EXXON MOBIL CORP COM COM 30231G102 130,397 1,538,432 prn sole 1,538,432 INTEL CORP COM COM 458140100 39,633 1,634,332 prn sole 1,634,332 WELLS FARGO & CO NEW COM COM 949746101 46,648 1,692,595 prn sole 1,692,595 CISCO SYS INC COM COM 17275R102 31,196 1,725,441 prn sole 1,725,441 AT&T INC COM COM 00206R102 57,517 1,902,014 prn sole 1,902,014 MICROSOFT CORP COM COM 594918104 62,381 2,402,983 prn sole 2,402,983 PFIZER INC COM COM 717081103 53,391 2,467,215 prn sole 2,467,215 BANK OF AMERICA CORPORATION COM COM 060505104 18,088 3,253,217 prn sole 3,253,217 GENERAL ELECTRIC CO COM COM 369604103 60,688 3,388,495 prn sole 3,388,495 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 NOTE 018581AD0 8,834 6,439,000 prn sole 6,439,000 ANIXTER INTL INC NOTE 1.000% 2/1 NOTE 035290AJ4 7,754 6,866,000 prn sole 6,866,000 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 NOTE 039483AW2 5,711 5,729,000 prn sole 5,729,000 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 NOTE 159864AB3 4,332 4,500,000 prn sole 4,500,000 E M C CORP MASS NOTE 1.750%12/0 NOTE 268648AM4 21,509 15,000,000 prn sole 15,000,000 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 ADDED NOTE 29264FAB2 7,027 5,403,000 prn sole 5,403,000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 NOTE 369300AD0 2,158 2,350,000 prn sole 2,350,000 GILEAD SCIENCES INC NOTE 0.625% 5/0 NOTE 375558AH6 8,672 7,500,000 prn sole 7,500,000 HEALTH CARE REIT INC NOTE 3.000%12/0 NOTE 42217KAR7 3,539 3,094,000 prn sole 3,094,000 HOLOGIC INC FRNT 2.000%12/1 NOTE 436440AA9 5,670 6,000,000 prn sole 6,000,000 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 NOTE 451055AB3 4,753 4,825,000 prn sole 4,825,000 INVITROGEN CORP NOTE 1.500% 2/1 NOTE 46185RAK6 6,002 6,047,000 prn sole 6,047,000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 NOTE 502413AW7 3,306 3,500,000 prn sole 3,500,000 NETAPP INC NOTE 1.750% 6/0 NOTE 64110DAB0 8,152 6,500,000 prn sole 6,500,000 NEWMONT MINING CORP NOTE 1.250% 7/1 NOTE 651639AH9 6,931 5,000,000 prn sole 5,000,000 NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 NOTE 67020YAB6 2,870 2,000,000 prn sole 2,000,000 OMNICOM GROUP INC NOTE 7/3 NOTE 681919AV8 6,436 6,500,000 prn sole 6,500,000 PARKER DRILLING CO NOTE 2.125% 7/1 NOTE 701081AR2 5,202 5,295,000 prn sole 5,295,000 PROLOGIS NOTE 2.250% 4/0 NOTE 743410AQ5 1,983 2,000,000 prn sole 2,000,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 NOTE 75508AAB2 9,840 7,921,000 prn sole 7,921,000 SANDISK CORP NOTE 1.500% 8/1 NOTE 80004CAD3 1,172 1,000,000 prn sole 1,000,000 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 NOTE 78388JAN6 5,603 5,000,000 prn sole 5,000,000 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 NOTE 78388JAM8 4,952 3,250,000 prn sole 3,250,000 SMITHFIELD FOODS INC NOTE 4.000% 6/3 NOTE 832248AR9 2,792 2,300,000 prn sole 2,300,000 MACERICK PUT COM 554382101 3,687 122,900 PUT sole 122,900 KILROY RLTY CORP PUT COM 49427f108 2,000 100,000 PUT sole 100,000 SL GREEN RLTY CORP PUT COM 78440x101 2,800 80,000 PUT sole 80,000