-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, H6Jhbu1UmwnM8dKAgPQjVb6wCgVxQCXVKbT6WjegCXPl9uvJQgdYYfwFgB+icCoH A5T/k6JKp2ksdReaVLMVGg== 0001089355-10-000004.txt : 20100209 0001089355-10-000004.hdr.sgml : 20100209 20100209132034 ACCESSION NUMBER: 0001089355-10-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100209 DATE AS OF CHANGE: 20100209 EFFECTIVENESS DATE: 20100209 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: 10583355 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 p80005.txt FORM 13F 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, 2009 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, February 9, 2010 [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: 508 Form 13F Information Table Value Total: $ 3,593,332 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 FORM 13F-HR NAME OF REPORTING MANAGER: TD SECURITIES (USA) LLC
- ----------------------------------------------------------------------------------------------------------------------------------- Item 8: Item 6: Item 7: Voting Authority Investment Discretion Managers (Shares) ----------------------------------------------------- (b) Item 4: Shared- Item 2: Fair Item 5: As Title Item 3: Market Shares or Defined (c) Item 1: of CUSIP Value Principal (a) in Shared- See (a) (b) (c) Name of Issuer Class Number (x$1000) Amount Sole Instr.V other Instr.V Sole Shared None - ----------------------------------------------------------------------------------------------------------------------------------- WASHINGTON POST CO CL B COM 939640108 886 2,015 sh sole 2,015 * AUTOZONE INC COM COM 053332102 1,536 9,719 sh sole 9,719 * MEREDITH CORP COM COM 589433101 368 11,917 sh sole 11,917 * INTUITIVE SURGICAL INC COM NEW COM 46120E602 3,763 12,405 sh sole 12,405 * PRICELINE COM INC COM NEW COM 741503403 3,119 14,276 sh sole 14,276 * NICOR INC COM COM 654086107 619 14,692 sh sole 14,692 * FIRST SOLAR INC COM COM 336433107 2,133 15,757 sh sole 15,757 * SEARS HLDGS CORP COM COM 812350106 1,316 15,766 sh sole 15,766 * CF INDS HLDGS INC COM COM 125269100 1,432 15,773 sh sole 15,773 * DUN & BRADSTREET CORP DEL NE COM COM 26483E100 1,424 16,882 sh sole 16,882 * MILLIPORE CORP COM COM 601073109 1,307 18,064 sh sole 18,064 * FLOWSERVE CORP COM COM 34354P105 1,715 18,141 sh sole 18,141 * RYDER SYS INC COM COM 783549108 750 18,206 sh sole 18,206 * POLO RALPH LAUREN CORP CL A COM 731572103 1,511 18,661 sh sole 18,661 * SNAP ON INC COM COM 833034101 792 18,752 sh sole 18,752 * BLACK & DECKER CORP COM COM 091797100 1,268 19,564 sh sole 19,564 * DEVRY INC DEL COM COM 251893103 1,139 20,072 sh sole 20,072 * GRAINGER W W INC COM COM 384802104 1,987 20,518 sh sole 20,518 * CME GROUP INC COM COM 12572Q105 7,259 21,607 sh sole 21,607 * WYNN RESORTS LTD COM COM 983134107 1,304 22,396 sh sole 22,396 * HARMAN INTL INDS INC COM COM 413086109 795 22,530 sh sole 22,530 * DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 2,222 22,577 sh sole 22,577 * HORMEL FOODS CORP COM COM 440452100 872 22,669 sh sole 22,669 * F M C CORP COM NEW COM 302491303 1,309 23,484 sh sole 23,484 * EASTMAN CHEM CO COM COM 277432100 1,423 23,616 sh sole 23,616 * INTERCONTINENTALEXCHANGE INC COM COM 45865V100 2,672 23,795 sh sole 23,795 * WHIRLPOOL CORP COM COM 963320106 1,946 24,127 sh sole 24,127 * CEPHALON INC COM COM 156708109 1,514 24,251 sh sole 24,251 * INTEGRYS ENERGY GROUP INC COM COM 45822P105 1,042 24,823 sh sole 24,823 * LEXMARK INTL NEW CL A COM 529771107 659 25,369 sh sole 25,369 * INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 1,056 25,675 sh sole 25,675 * STANLEY WKS COM COM 854616109 1,346 26,122 sh sole 26,122 * AVALONBAY CMNTYS INC COM COM 053484101 2,172 26,451 sh sole 26,451 * AIRGAS INC COM COM 009363102 1,269 26,670 sh sole 26,670 * BIG LOTS INC COM COM 089302103 778 26,838 sh sole 26,838 * M & T BK CORP COM COM 55261F104 1,796 26,851 sh sole 26,851 * TORCHMARK CORP COM COM 891027104 1,182 26,890 sh sole 26,890 * STERICYCLE INC COM COM 858912108 1,509 27,358 sh sole 27,358 * TITANIUM METALS CORP COM NEW COM 888339207 344 27,483 sh sole 27,483 * MASSEY ENERGY CORP COM COM 576206106 1,167 27,787 sh sole 27,787 * ABERCROMBIE & FITCH CO CL A COM 002896207 996 28,578 sh sole 28,578 * FEDERATED INVS INC PA CL B COM 314211103 787 28,617 sh sole 28,617 * V F CORP COM COM 918204108 2,112 28,841 sh sole 28,841 SCRIPPS NETWORKS INTERACT IN CL A COM ADDED COM 811065101 1,206 29,051 sh sole 29,051 * ROPER INDS INC NEW COM COM 776696106 1,549 29,576 sh sole 29,576 * AUTONATION INC COM COM 05329W102 575 30,036 sh sole 30,036 * PATTERSON COMPANIES INC COM COM 703395103 846 30,233 sh sole 30,233 * BALL CORP COM COM 058498106 1,580 30,566 sh sole 30,566 * WATERS CORP COM COM 941848103 1,906 30,758 sh sole 30,758 * SHERWIN WILLIAMS CO COM COM 824348106 1,907 30,925 sh sole 30,925 * MASTERCARD INC CL A COM 57636Q104 7,984 31,188 sh sole 31,188 * BARD C R INC COM COM 067383109 2,443 31,357 sh sole 31,357 * NOVELLUS SYS INC COM COM 670008101 735 31,507 sh sole 31,507 * AFFILIATED COMPUTER SERVICES CL A COM 008190100 1,893 31,716 sh sole 31,716 * ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1,426 31,857 sh sole 31,857 * PINNACLE WEST CAP CORP COM COM 723484101 1,203 32,898 sh sole 32,898 * DAVITA INC COM COM 23918K108 1,950 33,196 sh sole 33,196 * CABOT OIL & GAS CORP COM COM 127097103 1,468 33,669 sh sole 33,669 * WATSON PHARMACEUTICALS INC COM COM 942683103 1,366 34,476 sh sole 34,476 * LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 2,582 34,496 sh sole 34,496 * BEMIS INC COM COM 081437105 1,042 35,144 sh sole 35,144 * AK STL HLDG CORP COM COM 001547108 758 35,524 sh sole 35,524 * BROWN FORMAN CORP CL B COM 115637209 1,912 35,688 sh sole 35,688 * SALESFORCE COM INC COM COM 79466L302 2,634 35,701 sh sole 35,701 * SCANA CORP NEW COM COM 80589M102 1,356 35,996 sh sole 35,996 * AVERY DENNISON CORP COM COM 053611109 1,336 36,622 sh sole 36,622 * ROWAN COS INC COM COM 779382100 837 36,948 sh sole 36,948 * QLOGIC CORP COM COM 747277101 702 37,225 sh sole 37,225 * PIONEER NAT RES CO COM COM 723787107 1,804 37,458 sh sole 37,458 * NEW YORK TIMES CO CL A COM 650111107 464 37,559 sh sole 37,559 * L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 3,283 37,752 sh sole 37,752 * PERKINELMER INC COM COM 714046109 781 37,927 sh sole 37,927 * ASSURANT INC COM COM 04621X108 1,118 37,939 sh sole 37,939 * PALL CORP COM COM 696429307 1,374 37,969 sh sole 37,969 * SUNOCO INC COM COM 86764P109 991 37,974 sh sole 37,974 * WISCONSIN ENERGY CORP COM COM 976657106 1,892 37,975 sh sole 37,975 * APARTMENT INVT & MGMT CO CL A COM 03748R101 605 38,004 sh sole 38,004 * LAUDER ESTEE COS INC CL A COM 518439104 1,854 38,342 sh sole 38,342 * SMUCKER J M CO COM NEW COM 832696405 2,387 38,662 sh sole 38,662 * SIGMA ALDRICH CORP COM COM 826552101 1,997 39,529 sh sole 39,529 * FMC TECHNOLOGIES INC COM COM 30249U101 2,295 39,684 sh sole 39,684 * JACOBS ENGR GROUP INC DEL COM COM 469814107 1,519 40,387 sh sole 40,387 * GOODRICH CORP COM COM 382388106 2,595 40,393 sh sole 40,393 * TIFFANY & CO NEW COM COM 886547108 1,738 40,424 sh sole 40,424 * VARIAN MED SYS INC COM COM 92220P105 1,894 40,424 sh sole 40,424 * HASBRO INC COM COM 418056107 1,297 40,463 sh sole 40,463 * ROSS STORES INC COM COM 778296103 1,735 40,633 sh sole 40,633 * RADIOSHACK CORP COM COM 750438103 793 40,665 sh sole 40,665 * VULCAN MATLS CO COM COM 929160109 2,145 40,732 sh sole 40,732 * MONSTER WORLDWIDE INC COM COM 611742107 710 40,830 sh sole 40,830 * EQUIFAX INC COM COM 294429105 1,269 41,080 sh sole 41,080 * APOLLO GROUP INC CL A COM 037604105 2,529 41,743 sh sole 41,743 * MCCORMICK & CO INC COM NON VTG COM 579780206 1,537 42,528 sh sole 42,528 * CINTAS CORP COM COM 172908105 1,112 42,702 sh sole 42,702 * HARRIS CORP DEL COM COM 413875105 2,034 42,784 sh sole 42,784 * FASTENAL CO COM COM 311900104 1,786 42,881 sh sole 42,881 * PACTIV CORP COM COM 695257105 1,038 42,979 sh sole 42,979 * MOLEX INC COM COM 608554101 949 44,018 sh sole 44,018 * PUBLIC STORAGE COM COM 74460D109 3,588 44,055 sh sole 44,055 * O REILLY AUTOMOTIVE INC COM COM 686091109 1,699 44,562 sh sole 44,562 * ZIONS BANCORPORATION COM COM 989701107 576 44,893 sh sole 44,893 * FAMILY DLR STORES INC COM COM 307000109 1,255 45,084 sh sole 45,084 * DARDEN RESTAURANTS INC COM COM 237194105 1,590 45,350 sh sole 45,350 * CLOROX CO DEL COM COM 189054109 2,770 45,412 sh sole 45,412 * TESORO CORP COM COM 881609101 617 45,541 sh sole 45,541 * WHOLE FOODS MKT INC COM COM 966837106 1,254 45,683 sh sole 45,683 * PRECISION CASTPARTS CORP COM COM 740189105 5,044 45,710 sh sole 45,710 * ROCKWELL AUTOMATION INC COM COM 773903109 2,171 46,206 sh sole 46,206 * UNITED STATES STL CORP NEW COM COM 912909108 2,567 46,563 sh sole 46,563 * PEPSI BOTTLING GROUP INC COM COM 713409100 1,755 46,790 sh sole 46,790 * NASDAQ OMX GROUP INC COM COM 631103108 951 47,992 sh sole 47,992 * COVENTRY HEALTH CARE INC COM COM 222862104 1,168 48,067 sh sole 48,067 * FRANKLIN RES INC COM COM 354613101 5,099 48,402 sh sole 48,402 * FORTUNE BRANDS INC COM COM 349631101 2,110 48,834 sh sole 48,834 * ROBERT HALF INTL INC COM COM 770323103 1,311 49,037 sh sole 49,037 * COMERICA INC COM COM 200340107 1,452 49,088 sh sole 49,088 * FLIR SYS INC COM COM 302445101 1,613 49,301 sh sole 49,301 * DENTSPLY INTL INC NEW COM COM 249030107 1,737 49,384 sh sole 49,384 * LEGGETT & PLATT INC COM COM 524660107 1,008 49,407 sh sole 49,407 * COMPUTER SCIENCES CORP COM COM 205363104 2,848 49,508 sh sole 49,508 * FISERV INC COM COM 337738108 2,423 49,989 sh sole 49,989 * QUEST DIAGNOSTICS INC COM COM 74834L100 3,046 50,450 sh sole 50,450 * VENTAS INC COM COM 92276F100 2,225 50,868 sh sole 50,868 * VORNADO RLTY TR SH BEN INT COM 929042109 3,562 50,931 sh sole 50,931 * ROCKWELL COLLINS INC COM COM 774341101 2,827 51,072 sh sole 51,072 * MOLSON COORS BREWING CO CL B COM 60871R209 2,307 51,086 sh sole 51,086 * MCAFEE INC COM COM 579064106 2,079 51,233 sh sole 51,233 * RANGE RES CORP COM COM 75281A109 2,554 51,235 sh sole 51,235 * SEALED AIR CORP NEW COM COM 81211K100 1,129 51,633 sh sole 51,633 * GENUINE PARTS CO COM COM 372460105 1,967 51,825 sh sole 51,825 * LORILLARD INC COM ADDED COM 544147101 4,186 52,179 sh sole 52,179 * PARKER HANNIFIN CORP COM COM 701094104 2,812 52,196 sh sole 52,196 * LENNAR CORP CL A COM 526057104 669 52,401 sh sole 52,401 * HOSPIRA INC COM COM 441060100 2,686 52,672 sh sole 52,672 * LEGG MASON INC COM COM 524901105 1,592 52,771 sh sole 52,771 * CINCINNATI FINL CORP COM COM 172062101 1,387 52,848 sh sole 52,848 * PLUM CREEK TIMBER CO INC COM COM 729251108 1,997 52,885 sh sole 52,885 * GAMESTOP CORP NEW CL A COM 36467W109 1,174 53,490 sh sole 53,490 * DTE ENERGY CO COM COM 233331107 2,335 53,571 sh sole 53,571 * NORDSTROM INC COM COM 655664100 2,018 53,691 sh sole 53,691 * EATON CORP COM COM 278058102 3,426 53,855 sh sole 53,855 * HERSHEY CO COM COM 427866108 1,933 54,012 sh sole 54,012 * PPG INDS INC COM COM 693506107 3,175 54,240 sh sole 54,240 * C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 3,200 54,485 sh sole 54,485 * OWENS ILL INC COM NEW COM 690768403 1,799 54,735 sh sole 54,735 * REYNOLDS AMERICAN INC COM COM 761713106 2,908 54,894 sh sole 54,894 * ALLEGHENY ENERGY INC COM COM 017361106 1,293 55,077 sh sole 55,077 * HUMANA INC COM COM 444859102 2,421 55,165 sh sole 55,165 * KLA-TENCOR CORP COM COM 482480100 2,007 55,509 sh sole 55,509 * MEADWESTVACO CORP COM COM 583334107 1,592 55,589 sh sole 55,589 * TERADATA CORP DEL COM COM 88076W103 1,748 55,609 sh sole 55,609 * AKAMAI TECHNOLOGIES INC COM COM 00971T101 1,409 55,634 sh sole 55,634 * AMPHENOL CORP NEW CL A COM 032095101 2,572 55,705 sh sole 55,705 * NOBLE ENERGY INC COM COM 655044105 4,013 56,348 sh sole 56,348 * QUESTAR CORP COM COM 748356102 2,354 56,637 sh sole 56,637 * TERADYNE INC COM COM 880770102 609 56,803 sh sole 56,803 * NORTHEAST UTILS COM COM 664397106 1,470 56,994 sh sole 56,994 * WYNDHAM WORLDWIDE CORP COM COM 98310W108 1,170 58,018 sh sole 58,018 * FLUOR CORP NEW COM COM 343412102 2,619 58,139 sh sole 58,139 * DEAN FOODS CO NEW COM COM 242370104 1,058 58,628 sh sole 58,628 * CONSOL ENERGY INC COM COM 20854P109 2,925 58,738 sh sole 58,738 * IRON MTN INC COM COM 462846106 1,338 58,787 sh sole 58,787 * JANUS CAP GROUP INC COM COM 47102X105 795 59,123 sh sole 59,123 * IMS HEALTH INC COM COM 449934108 1,248 59,260 sh sole 59,260 * ITT CORP NEW COM COM 450911102 2,952 59,344 sh sole 59,344 * CITRIX SYS INC COM COM 177376100 2,473 59,435 sh sole 59,435 * BMC SOFTWARE INC COM COM 055921100 2,389 59,569 sh sole 59,569 * MICROCHIP TECHNOLOGY INC COM COM 595017104 1,733 59,634 sh sole 59,634 * DOVER CORP COM COM 260003108 2,516 60,474 sh sole 60,474 * STARWOOD HOTELS&RESORTS WRLD COM COM 85590A401 2,221 60,744 sh sole 60,744 * RED HAT INC COM COM 756577102 1,885 60,993 sh sole 60,993 * ENTERGY CORP NEW COM COM 29364G103 5,022 61,368 sh sole 61,368 * LEUCADIA NATL CORP COM COM 527288104 1,465 61,599 sh sole 61,599 * CAMPBELL SOUP CO COM COM 134429109 2,085 61,689 sh sole 61,689 * JABIL CIRCUIT INC COM COM 466313103 1,076 61,919 sh sole 61,919 * MURPHY OIL CORP COM COM 626717102 3,361 62,018 sh sole 62,018 * VERISIGN INC COM COM 92343E102 1,514 62,477 sh sole 62,477 * MOODYS CORP COM COM 615369105 1,709 63,760 sh sole 63,760 * TOTAL SYS SVCS INC COM COM 891906109 1,106 64,049 sh sole 64,049 * CONSTELLATION BRANDS INC CL A COM 21036P108 1,032 64,776 sh sole 64,776 * CONSTELLATION ENERGY GROUP I COM COM 210371100 2,295 65,255 sh sole 65,255 * CUMMINS INC COM COM 231021106 3,006 65,546 sh sole 65,546 * DONNELLEY R R & SONS CO COM COM 257867101 1,485 66,685 sh sole 66,685 * PITNEY BOWES INC COM COM 724479100 1,531 67,282 sh sole 67,282 * QUANTA SVCS INC COM COM 74762E102 1,420 68,158 sh sole 68,158 * EXPEDIA INC DEL COM COM 30212P105 1,760 68,468 sh sole 68,468 * WEYERHAEUSER CO COM COM 962166104 2,962 68,653 sh sole 68,653 * AIR PRODS & CHEMS INC COM COM 009158106 5,574 68,766 sh sole 68,766 * SUPERVALU INC COM COM 868536103 875 68,863 sh sole 68,863 * EXPEDITORS INTL WASH INC COM COM 302130109 2,392 68,878 sh sole 68,878 * ZIMMER HLDGS INC COM COM 98956P102 4,089 69,179 sh sole 69,179 * TECO ENERGY INC COM COM 872375100 1,126 69,435 sh sole 69,435 * PEPCO HOLDINGS INC COM COM 713291102 1,213 71,977 sh sole 71,977 * FIRST HORIZON NATL CORP COM COM 320517105 966 72,083 sh sole 72,083 * JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 597 72,309 sh sole 72,309 * LINEAR TECHNOLOGY CORP COM COM 535678106 2,213 72,472 sh sole 72,472 * MEMC ELECTR MATLS INC COM COM 552715104 989 72,617 sh sole 72,617 * WESTERN DIGITAL CORP COM COM 958102105 3,232 73,209 sh sole 73,209 * CMS ENERGY CORP COM COM 125896100 1,168 74,580 sh sole 74,580 * AUTODESK INC COM COM 052769106 1,896 74,617 sh sole 74,617 * COMPUWARE CORP COM COM 205638109 541 74,861 sh sole 74,861 * HARLEY DAVIDSON INC COM COM 412822108 1,919 76,151 sh sole 76,151 * PENNEY J C INC COM COM 708160106 2,039 76,614 sh sole 76,614 * GANNETT INC COM COM 364730101 1,139 76,734 sh sole 76,734 * NATIONAL SEMICONDUCTOR CORP COM COM 637640103 1,181 76,856 sh sole 76,856 * AMEREN CORP COM COM 023608102 2,151 76,956 sh sole 76,956 * BECTON DICKINSON & CO COM COM 075887109 6,074 77,020 sh sole 77,020 * ECOLAB INC COM COM 278865100 3,440 77,162 sh sole 77,162 * GOOGLE INC CL A COM 38259P508 48,558 78,322 sh sole 78,322 * NORTHERN TR CORP COM COM 665859104 4,111 78,445 sh sole 78,445 * GOODYEAR TIRE & RUBR CO COM COM 382550101 1,109 78,656 sh sole 78,656 * CAMERON INTERNATIONAL CORP COM COM 13342B105 3,319 79,390 sh sole 79,390 * SEMPRA ENERGY COM COM 816851109 4,481 80,049 sh sole 80,049 * SMITH INTL INC COM COM 832110100 2,183 80,363 sh sole 80,363 * KING PHARMACEUTICALS INC COM COM 495582108 989 80,633 sh sole 80,633 * DENBURY RES INC COM NEW COM 247916208 1,201 81,147 sh sole 81,147 * EOG RES INC COM COM 26875P101 7,976 81,969 sh sole 81,969 * MARRIOTT INTL INC NEW CL A COM 571903202 2,245 82,386 sh sole 82,386 * DR PEPPER SNAPPLE GROUP INC COM ADDED COM 26138E109 2,335 82,525 sh sole 82,525 * KELLOGG CO COM COM 487836108 4,393 82,573 sh sole 82,573 * AMERIPRISE FINL INC COM COM 03076C106 3,215 82,830 sh sole 82,830 * PRICE T ROWE GROUP INC COM COM 74144T108 4,454 83,641 sh sole 83,641 * NYSE EURONEXT COM COM 629491101 2,137 84,453 sh sole 84,453 * DANAHER CORP DEL COM COM 235851102 6,356 84,518 sh sole 84,518 * METROPCS COMMUNICATIONS INC COM COM 591708102 646 84,705 sh sole 84,705 * BURLINGTON NORTHN SANTA FE C COM COM 12189T104 8,397 85,146 sh sole 85,146 * BED BATH & BEYOND INC COM COM 075896100 3,296 85,325 sh sole 85,325 * GENZYME CORP COM COM 372917104 4,225 86,201 sh sole 86,201 * LIMITED BRANDS INC COM COM 532716107 1,672 86,889 sh sole 86,889 * PEABODY ENERGY CORP COM COM 704549104 3,933 86,998 sh sole 86,998 * MCKESSON CORP COM COM 58155Q103 5,440 87,046 sh sole 87,046 * EASTMAN KODAK CO COM COM 277461109 368 87,112 sh sole 87,112 * CB RICHARD ELLIS GROUP INC CL A COM 12497T101 1,189 87,613 sh sole 87,613 * CIGNA CORP COM COM 125509109 3,133 88,817 sh sole 88,817 * AON CORP COM COM 037389103 3,411 88,975 sh sole 88,975 * EXPRESS SCRIPTS INC COM COM 302182100 7,714 89,234 sh sole 89,234 * OFFICE DEPOT INC COM COM 676220106 576 89,234 sh sole 89,234 * NISOURCE INC COM COM 65473P105 1,378 89,570 sh sole 89,570 * XILINX INC COM COM 983919101 2,254 89,929 sh sole 89,929 * NEWELL RUBBERMAID INC COM COM 651229106 1,354 90,202 sh sole 90,202 * PROGRESS ENERGY INC COM COM 743263105 3,725 90,827 sh sole 90,827 * CONSOLIDATED EDISON INC COM COM 209115104 4,141 91,145 sh sole 91,145 * STRYKER CORP COM COM 863667101 4,620 91,727 sh sole 91,727 * NABORS INDUSTRIES LTD SHS COM G6359F103 2,014 92,018 sh sole 92,018 * SIMON PPTY GROUP INC NEW COM COM 828806109 7,390 92,611 sh sole 92,611 * AMERISOURCEBERGEN CORP COM COM 03073E105 2,440 93,575 sh sole 93,575 * BIOGEN IDEC INC COM COM 09062X103 5,026 93,937 sh sole 93,937 * HESS CORP COM COM 42809H107 5,720 94,552 sh sole 94,552 * ANALOG DEVICES INC COM COM 032654105 2,994 94,802 sh sole 94,802 * HCP INC COM COM 40414L109 2,908 95,217 sh sole 95,217 * BJ SVCS CO COM COM 055482103 1,773 95,331 sh sole 95,331 * COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 4,336 95,728 sh sole 95,728 * ALTERA CORP COM COM 021441100 2,171 95,942 sh sole 95,942 * INTERNATIONAL GAME TECHNOLOG COM COM 459902102 1,811 96,471 sh sole 96,471 * CENTURYTEL INC COM COM 156700106 3,499 96,641 sh sole 96,641 * FOREST LABS INC COM COM 345838106 3,147 98,019 sh sole 98,019 * LINCOLN NATL CORP IND COM COM 534187109 2,441 98,121 sh sole 98,121 * FIRSTENERGY CORP COM COM 337932107 4,599 99,016 sh sole 99,016 * TYSON FOODS INC CL A COM 902494103 1,216 99,102 sh sole 99,102 * MYLAN INC COM COM 628530107 1,829 99,259 sh sole 99,259 * SAIC INC COM COM 78390X101 1,884 99,455 sh sole 99,455 * KOHLS CORP COM COM 500255104 5,371 99,590 sh sole 99,590 * PRAXAIR INC COM COM 74005P104 8,003 99,657 sh sole 99,657 * ALLERGAN INC COM COM 018490102 6,294 99,885 sh sole 99,885 * BAKER HUGHES INC COM COM 057224107 4,075 100,657 sh sole 100,657 * OMNICOM GROUP INC COM COM 681919106 3,958 101,097 sh sole 101,097 * FEDEX CORP COM COM 31428X106 8,471 101,512 sh sole 101,512 * NORTHROP GRUMMAN CORP COM COM 666807102 5,692 101,912 sh sole 101,912 * NUCOR CORP COM COM 670346105 4,770 102,257 sh sole 102,257 * MCGRAW HILL COS INC COM COM 580645109 3,428 102,285 sh sole 102,285 * HEINZ H J CO COM COM 423074103 4,384 102,527 sh sole 102,527 * PULTE HOMES INC COM COM 745867101 1,025 102,546 sh sole 102,546 * INTUIT COM COM 461202103 3,160 102,889 sh sole 102,889 * COCA COLA ENTERPRISES INC COM COM 191219104 2,188 103,228 sh sole 103,228 * COACH INC COM COM 189754104 3,784 103,593 sh sole 103,593 * PRINCIPAL FINANCIAL GROUP IN COM COM 74251V102 2,491 103,599 sh sole 103,599 * LOCKHEED MARTIN CORP COM COM 539830109 7,828 103,895 sh sole 103,895 * PAYCHEX INC COM COM 704326107 3,201 104,471 sh sole 104,471 * REPUBLIC SVCS INC COM COM 760759100 2,971 104,956 sh sole 104,956 * ELECTRONIC ARTS INC COM COM 285512109 1,877 105,720 sh sole 105,720 * EDISON INTL COM COM 281020107 3,681 105,829 sh sole 105,829 * GENERAL MLS INC COM COM 370334104 7,512 106,080 sh sole 106,080 * FIDELITY NATL INFORMATION SV COM COM 31620M106 2,496 106,469 sh sole 106,469 * UNUM GROUP COM COM 91529Y106 2,104 107,763 sh sole 107,763 * AMAZON COM INC COM COM 023135106 14,568 108,293 sh sole 108,293 * ST JUDE MED INC COM COM 790849103 3,993 108,572 sh sole 108,572 * BLOCK H & R INC COM COM 093671105 2,464 108,913 sh sole 108,913 * APACHE CORP COM COM 037411105 11,266 109,195 sh sole 109,195 * NETAPP INC COM ADDED COM 64110D104 3,786 110,083 sh sole 110,083 * BEST BUY INC COM COM 086516101 4,378 110,945 sh sole 110,945 * CHUBB CORP COM COM 171232101 5,456 110,949 sh sole 110,949 * XL CAP LTD CL A COM G98255105 2,037 111,129 sh sole 111,129 * AGILENT TECHNOLOGIES INC COM COM 00846U101 3,483 112,098 sh sole 112,098 * SOUTHWESTERN ENERGY CO COM COM 845467109 5,406 112,158 sh sole 112,158 * NOVELL INC COM COM 670006105 467 112,646 sh sole 112,646 * PEOPLES UNITED FINANCIAL INC COM COM 712704105 1,889 113,119 sh sole 113,119 * MASCO CORP COM COM 574599106 1,611 116,642 sh sole 116,642 * LOEWS CORP COM COM 540424108 4,261 117,224 sh sole 117,224 * MATTEL INC COM COM 577081102 2,346 117,415 sh sole 117,415 * CARDINAL HEALTH INC COM COM 14149Y108 3,798 117,810 sh sole 117,810 * PACCAR INC COM COM 693718108 4,283 118,074 sh sole 118,074 * NORFOLK SOUTHERN CORP COM COM 655844108 6,264 119,498 sh sole 119,498 * PG&E CORP COM COM 69331C108 5,380 120,494 sh sole 120,494 * PPL CORP COM COM 69351T106 3,957 122,479 sh sole 122,479 * HARTFORD FINL SVCS GROUP INC COM COM 416515104 2,894 124,408 sh sole 124,408 * RAYTHEON CO COM NEW COM 755111507 6,413 124,476 sh sole 124,476 * ILLINOIS TOOL WKS INC COM COM 452308109 6,012 125,282 sh sole 125,282 * GENERAL DYNAMICS CORP COM COM 369550108 8,543 125,315 sh sole 125,315 * TELLABS INC COM COM 879664100 712 125,439 sh sole 125,439 * NIKE INC CL B COM 654106103 8,361 126,551 sh sole 126,551 * CENTERPOINT ENERGY INC COM COM 15189T107 1,840 126,799 sh sole 126,799 * CSX CORP COM COM 126408103 6,183 127,510 sh sole 127,510 * CA INC COM COM 12673P105 2,893 128,793 sh sole 128,793 * AMERICAN TOWER CORP CL A COM 029912201 5,635 130,399 sh sole 130,399 * KIMCO REALTY CORP COM COM 49446R109 1,765 130,487 sh sole 130,487 * SAFEWAY INC COM NEW COM 786514208 2,810 132,006 sh sole 132,006 * THERMO FISHER SCIENTIFIC INC COM COM 883556102 6,325 132,628 sh sole 132,628 * FPL GROUP INC COM COM 302571104 7,092 134,262 sh sole 134,262 * KIMBERLY CLARK CORP COM COM 494368103 8,596 134,922 sh sole 134,922 * NATIONAL OILWELL VARCO INC COM COM 637071101 5,991 135,883 sh sole 135,883 * TJX COS INC NEW COM COM 872540109 4,983 136,329 sh sole 136,329 * MACYS INC COM COM 55616P104 2,292 136,752 sh sole 136,752 * DEERE & CO COM COM 244199105 7,431 137,381 sh sole 137,381 * AVON PRODS INC COM COM 054303102 4,370 138,715 sh sole 138,715 * INVESCO LTD SHS COM G491BT108 3,272 139,275 sh sole 139,275 * FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 11,211 139,632 sh sole 139,632 * BROADCOM CORP CL A COM 111320107 4,400 139,911 sh sole 139,911 * TENET HEALTHCARE CORP COM COM 88033G100 758 140,651 sh sole 140,651 * INTL PAPER CO COM COM 460146103 3,767 140,677 sh sole 140,677 * AETNA INC NEW COM COM 00817Y108 4,464 140,808 sh sole 140,808 * COSTCO WHSL CORP NEW COM COM 22160K105 8,379 141,617 sh sole 141,617 * WINDSTREAM CORP COM COM 97381W104 1,559 141,863 sh sole 141,863 * CARNIVAL CORP PAIRED CTF COM 143658300 4,498 141,941 sh sole 141,941 * CONAGRA FOODS INC COM COM 205887102 3,316 143,871 sh sole 143,871 * DEVON ENERGY CORP NEW COM COM 25179M103 10,602 144,251 sh sole 144,251 * VISA INC COM CL A ADDED COM 92826C839 12,725 145,496 sh sole 145,496 * CAPITAL ONE FINL CORP COM COM 14040H105 5,603 146,143 sh sole 146,143 * XCEL ENERGY INC COM COM 98389B100 3,147 148,327 sh sole 148,327 * WELLPOINT INC COM COM 94973V107 8,678 148,879 sh sole 148,879 * CELGENE CORP COM COM 151020104 8,312 149,287 sh sole 149,287 * PNC FINL SVCS GROUP INC COM COM 693475105 7,912 149,872 sh sole 149,872 * PRUDENTIAL FINL INC COM COM 744320102 7,500 150,715 sh sole 150,715 * YUM BRANDS INC COM COM 988498101 5,313 151,918 sh sole 151,918 * AFLAC INC COM COM 001055102 7,029 151,982 sh sole 151,982 * HUDSON CITY BANCORP COM COM 443683107 2,108 153,568 sh sole 153,568 * PROLOGIS SH BEN INT COM 743410102 2,104 153,705 sh sole 153,705 * SLM CORP COM COM 78442P106 1,737 154,155 sh sole 154,155 * GAP INC DEL COM COM 364760108 3,240 154,644 sh sole 154,644 * MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 9,897 154,861 sh sole 154,861 * AMERICAN ELEC PWR INC COM COM 025537101 5,398 155,152 sh sole 155,152 * GENWORTH FINL INC COM CL A COM 37247D106 1,801 158,691 sh sole 158,691 * WASTE MGMT INC DEL COM COM 94106L109 5,377 159,047 sh sole 159,047 * NEWMONT MINING CORP COM COM 651639106 7,532 159,215 sh sole 159,215 * ANADARKO PETE CORP COM COM 032511107 9,965 159,651 sh sole 159,651 * STATE STR CORP COM COM 857477103 6,996 160,676 sh sole 160,676 * COLGATE PALMOLIVE CO COM COM 194162103 13,267 161,496 sh sole 161,496 * SUNTRUST BKS INC COM COM 867914103 3,290 162,133 sh sole 162,133 * UNION PAC CORP COM COM 907818108 10,472 163,886 sh sole 163,886 * AUTOMATIC DATA PROCESSING IN COM COM 053015103 7,019 163,913 sh sole 163,913 * PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 5,465 164,351 sh sole 164,351 * GOLDMAN SACHS GROUP INC COM COM 38141G104 28,193 166,983 sh sole 166,983 * ADOBE SYS INC COM COM 00724F101 6,257 170,126 sh sole 170,126 * MARSHALL & ILSLEY CORP NEW COM COM 571837103 929 170,430 sh sole 170,430 * JUNIPER NETWORKS INC COM COM 48203R104 4,552 170,672 sh sole 170,672 * MARSH & MCLENNAN COS INC COM COM 571748102 3,783 171,345 sh sole 171,345 * ALLSTATE CORP COM COM 020002101 5,235 174,258 sh sole 174,258 * DISCOVER FINL SVCS COM COM 254709108 2,594 176,316 sh sole 176,316 * MONSANTO CO NEW COM COM 61166W101 14,473 177,043 sh sole 177,043 * TRAVELERS COMPANIES INC COM COM 89417E109 8,849 177,471 sh sole 177,471 * NVIDIA CORP COM COM 67066G104 3,367 180,241 sh sole 180,241 * ADVANCED MICRO DEVICES INC COM COM 007903107 1,770 182,889 sh sole 182,889 * VALERO ENERGY CORP NEW COM COM 91913Y100 3,070 183,311 sh sole 183,311 * XTO ENERGY INC COM COM 98385X106 8,771 188,504 sh sole 188,504 * WILLIAMS COS INC DEL COM COM 969457100 3,993 189,411 sh sole 189,411 * SYSCO CORP COM COM 871829107 5,371 192,240 sh sole 192,240 * DOMINION RES INC VA NEW COM COM 25746U109 7,550 193,994 sh sole 193,994 * BAXTER INTL INC COM COM 071813109 11,491 195,820 sh sole 195,820 * VIACOM INC NEW CL B COM 92553P201 5,862 197,165 sh sole 197,165 * CATERPILLAR INC DEL COM COM 149123101 11,528 202,273 sh sole 202,273 * HOST HOTELS & RESORTS INC COM COM 44107P104 2,392 205,005 sh sole 205,005 * ARCHER DANIELS MIDLAND CO COM COM 039483102 6,533 208,647 sh sole 208,647 * SPECTRA ENERGY CORP COM COM 847560109 4,309 210,077 sh sole 210,077 * CHESAPEAKE ENERGY CORP COM COM 165167107 5,445 210,387 sh sole 210,387 * KROGER CO COM COM 501044101 4,340 211,398 sh sole 211,398 * LSI CORPORATION COM COM 502161102 1,275 212,157 sh sole 212,157 * EXELON CORP COM COM 30161N101 10,467 214,177 sh sole 214,177 * AES CORP COM COM 00130H105 2,886 216,843 sh sole 216,843 * JOHNSON CTLS INC COM COM 478366107 5,938 217,978 sh sole 217,978 * PROGRESSIVE CORP OHIO COM COM 743315103 3,940 219,001 sh sole 219,001 * CBS CORP NEW CL B COM 124857202 3,090 219,957 sh sole 219,957 * BB&T CORP COM COM 054937107 5,666 223,350 sh sole 223,350 * WESTERN UN CO COM COM 959802109 4,238 224,809 sh sole 224,809 * SARA LEE CORP COM COM 803111103 2,759 226,497 sh sole 226,497 * EL PASO CORP COM COM 28336L109 2,239 227,785 sh sole 227,785 * MARATHON OIL CORP COM COM 565849106 7,178 229,920 sh sole 229,920 * 3M CO COM COM 88579Y101 19,011 229,957 sh sole 229,957 * HUNTINGTON BANCSHARES INC COM COM 446150104 848 232,261 sh sole 232,261 * STAPLES INC COM COM 855030102 5,782 235,134 sh sole 235,134 * BOEING CO COM COM 097023105 12,775 236,012 sh sole 236,012 * SOUTHWEST AIRLS CO COM COM 844741108 2,755 240,995 sh sole 240,995 * STARBUCKS CORP COM COM 855244109 5,565 241,307 sh sole 241,307 * EMERSON ELEC CO COM COM 291011104 10,408 244,311 sh sole 244,311 * TARGET CORP COM COM 87612E106 11,820 244,364 sh sole 244,364 * SUN MICROSYSTEMS INC COM NEW COM 866810203 2,293 244,706 sh sole 244,706 * HONEYWELL INTL INC COM COM 438516106 9,716 247,850 sh sole 247,850 * FIFTH THIRD BANCORP COM COM 316773100 2,519 258,332 sh sole 258,332 * SOUTHERN CO COM COM 842587107 8,661 259,922 sh sole 259,922 * SYMANTEC CORP COM COM 871503108 4,710 263,284 sh sole 263,284 * OCCIDENTAL PETE CORP DEL COM COM 674599105 21,447 263,644 sh sole 263,644 * METLIFE INC COM COM 59156R108 9,402 265,958 sh sole 265,958 * MICRON TECHNOLOGY INC COM COM 595112103 2,915 276,048 sh sole 276,048 * XEROX CORP COM COM 984121103 2,389 282,346 sh sole 282,346 * KEYCORP NEW COM COM 493267108 1,584 285,367 sh sole 285,367 * GILEAD SCIENCES INC COM COM 375558103 12,651 292,311 sh sole 292,311 * APPLE INC COM COM 037833100 61,688 292,556 sh sole 292,556 * HALLIBURTON CO COM COM 406216101 8,815 292,962 sh sole 292,962 * DU PONT E I DE NEMOURS & CO COM COM 263534109 9,884 293,547 sh sole 293,547 * UNITED TECHNOLOGIES CORP COM COM 913017109 21,137 304,529 sh sole 304,529 * SCHWAB CHARLES CORP NEW COM COM 808513105 5,825 309,534 sh sole 309,534 * ALCOA INC COM COM 013817101 5,102 316,495 sh sole 316,495 * WALGREEN CO COM COM 931422109 11,794 321,188 sh sole 321,188 * UNITED PARCEL SERVICE INC CL B COM 911312106 18,501 322,480 sh sole 322,480 * LILLY ELI & CO COM COM 532457108 11,728 328,436 sh sole 328,436 * AMGEN INC COM COM 031162100 18,598 328,760 sh sole 328,760 * MCDONALDS CORP COM COM 580135101 21,888 350,539 sh sole 350,539 * MEDTRONIC INC COM COM 585055106 15,811 359,509 sh sole 359,509 * EBAY INC COM COM 278642103 8,601 365,380 sh sole 365,380 * DOW CHEM CO COM COM 260543103 10,265 371,502 sh sole 371,502 * UNITEDHEALTH GROUP INC COM COM 91324P102 11,504 377,443 sh sole 377,443 * REGIONS FINANCIAL CORP NEW COM COM 7591EP100 2,041 385,893 sh sole 385,893 * AMERICAN EXPRESS CO COM COM 025816109 15,651 386,263 sh sole 386,263 * YAHOO INC COM COM 984332106 6,491 386,824 sh sole 386,824 * SCHLUMBERGER LTD COM COM 806857108 25,387 390,029 sh sole 390,029 * BANK OF NEW YORK MELLON CORP COM COM 064058100 10,941 391,159 sh sole 391,159 * TEXAS INSTRS INC COM COM 882508104 10,605 406,955 sh sole 406,955 * DUKE ENERGY CORP NEW COM COM 26441C105 7,293 423,759 sh sole 423,759 * INTERNATIONAL BUSINESS MACHS COM COM 459200101 55,853 426,681 sh sole 426,681 * APPLIED MATLS INC COM COM 038222105 6,039 433,214 sh sole 433,214 * MORGAN STANLEY COM NEW COM 617446448 13,070 441,567 sh sole 441,567 * CVS CAREMARK CORPORATION COM COM 126650100 14,758 458,169 sh sole 458,169 * LOWES COS INC COM COM 548661107 11,184 478,142 sh sole 478,142 * KRAFT FOODS INC CL A COM 50075N104 13,041 479,806 sh sole 479,806 * CONOCOPHILLIPS COM COM 20825C104 24,612 481,930 sh sole 481,930 * QWEST COMMUNICATIONS INTL IN COM COM 749121109 2,031 482,320 sh sole 482,320 * BOSTON SCIENTIFIC CORP COM COM 101137107 4,416 490,614 sh sole 490,614 * ABBOTT LABS COM COM 002824100 27,125 502,407 sh sole 502,407 * E TRADE FINANCIAL CORP COM COM 269246104 880 502,936 sh sole 502,936 * CORNING INC COM COM 219350105 9,760 505,446 sh sole 505,446 * PEPSICO INC COM COM 713448108 30,817 506,860 sh sole 506,860 * QUALCOMM INC COM COM 747525103 25,098 542,547 sh sole 542,547 * HOME DEPOT INC COM COM 437076102 15,979 552,323 sh sole 552,323 * BRISTOL MYERS SQUIBB CO COM COM 110122108 14,039 555,988 sh sole 555,988 * DELL INC COM COM 24702R101 8,031 559,289 sh sole 559,289 * PHILIP MORRIS INTL INC COM ADDED COM 718172109 29,814 618,675 sh sole 618,675 * US BANCORP DEL COM NEW COM 902973304 13,983 621,189 sh sole 621,189 * DISNEY WALT CO COM DISNEY COM 254687106 20,149 624,788 sh sole 624,788 * CHEVRON CORP NEW COM COM 166764100 50,172 651,671 sh sole 651,671 * E M C CORP MASS COM COM 268648102 11,575 662,570 sh sole 662,570 * ALTRIA GROUP INC COM COM 02209S103 13,213 673,090 sh sole 673,090 * WAL MART STORES INC COM COM 931142103 37,044 693,062 sh sole 693,062 * NEWS CORP CL A COM 65248E104 10,019 731,883 sh sole 731,883 * MOTOROLA INC COM COM 620076109 5,825 750,635 sh sole 750,635 * COCA COLA CO COM COM 191216100 42,902 752,661 sh sole 752,661 * HEWLETT PACKARD CO COM COM 428236103 39,671 770,164 sh sole 770,164 * JOHNSON & JOHNSON COM COM 478160104 57,724 896,204 sh sole 896,204 * VERIZON COMMUNICATIONS INC COM COM 92343V104 30,569 922,692 sh sole 922,692 * COMCAST CORP NEW CL A COM 20030N101 15,633 927,251 sh sole 927,251 * PROCTER & GAMBLE CO COM COM 742718109 57,540 949,030 sh sole 949,030 * SPRINT NEXTEL CORP COM SER 1 COM 852061100 3,530 964,373 sh sole 964,373 * ORACLE CORP COM COM 68389X105 31,169 1,270,124 sh sole 1,270,124 * JP MORGAN CHASE & CO COM COM 46625H100 53,337 1,279,993 sh sole 1,279,993 * EXXON MOBIL CORP COM COM 30231G102 105,149 1,542,000 sh sole 1,542,000 * WELLS FARGO & CO NEW COM COM 949746101 44,808 1,660,163 sh sole 1,660,163 * INTEL CORP COM COM 458140100 36,590 1,793,642 sh sole 1,793,642 * CISCO SYS INC COM COM 17275R102 44,733 1,868,540 sh sole 1,868,540 * AT&T INC COM COM 00206R102 53,726 1,916,747 sh sole 1,916,747 * MICROSOFT CORP COM COM 594918104 76,504 2,509,161 sh sole 2,509,161 * PFIZER INC COM COM 717081103 47,678 2,621,126 sh sole 2,621,126 * SPDR TR UNIT SER 1 COM 78462F103 334,522 3,000,000 sh sole 3,000,000 * BANK OF AMERICA CORPORATION COM COM 060505104 48,608 3,227,633 sh sole 3,227,633 * GENERAL ELECTRIC CO COM COM 369604103 52,327 3,458,492 sh sole 3,458,492 * CITIGROUP INC COM COM 172967101 20,965 6,333,919 sh sole 6,333,919 * CITIGROUP INC COM COM 172967101 57 17,288 prn sole 17,288 * SELECT SECTOR SPDR TR SBI INT-UTILS COM 81369Y886 465 18,000 prn sole 18,000 * KOHLS CORP COM COM 500255104 996 19,782 prn sole 19,782 * FIRSTENERGY CORP COM COM 337932107 2,106 48,281 prn sole 48,281 * SPDR TR UNIT SER 1 COM 78462F103 57,222 532,290 prn sole 532,290 AMGEN INC NOTE 0.125% 2/0 NOTE 031162AN0 491 500,000 prn sole 500,000 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 NOTE 10112RAK0 10,273 10,500,000 prn sole 10,500,000 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 NOTE 10112RAG9 4,552 4,500,000 prn sole 4,500,000 BRANDYWINE OPER PARTNERSHIP NOTE 3.875% 10/1 NOTE 105340AH6 8,245 8,500,000 prn sole 8,500,000 BRE PROPERTIES INC NOTE 4.125% 8/1 NOTE 05564EBH8 16,940 17,150,000 prn sole 17,150,000 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 NOTE 26884AAV5 6,475 6,500,000 prn sole 6,500,000 HEALTH CARE REIT INC NOTE 4.750% 7/1 NOTE 42217KAQ9 4,407 4,000,000 prn sole 4,000,000 ISTAR FINL INC FRNT 10/0 NOTE 45031UBF7 3,640 7,000,000 prn sole 7,000,000 NATIONAL CITY CORP NOTE 4.000% 2/0 NOTE 635405AW3 5,038 5,000,000 prn sole 5,000,000 OMNICARE INC DBCV 3.250% 12/1 NOTE 681904AL2 10,137 12,500,000 prn sole 12,500,000 OMNICOM GROUP INC NOTE 7/0 NOTE 681919AT3 2,730 2,765,000 prn sole 2,765,000 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 NOTE 685564AN6 935 1,000,000 prn sole 1,000,000 PARKER DRILLING CO NOTE 2.125% 7/1 NOTE 701081AR2 7,138 8,020,000 prn sole 8,020,000 PIONEER NAT RES CO NOTE 2.875% 1/1 NOTE 723787AH0 6,316 6,000,000 prn sole 6,000,000 PROLOGIS NOTE 1.875% 11/1 NOTE 743410AR3 22,051 25,000,000 prn sole 25,000,000 SANDISK CORP NOTE 1.000% 5/1 NOTE 80004CAC5 3,690 4,500,000 prn sole 4,500,000 SESI L L C NOTE 1.500% 12/1 NOTE 78412FAH7 2,268 2,500,000 prn sole 2,500,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500% 12/1 NOTE 893830AW9 9,603 10,000,000 prn sole 10,000,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500% 12/1 NOTE 893830AV1 8,702 9,000,000 prn sole 9,000,000 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 NOTE 939653AK7 7,800 8,000,000 prn sole 8,000,000 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 NOTE 939653AJ0 2,438 2,500,000 prn sole 2,500,000
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