-----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, M8MPaPoyMmhw1/6FwU95wHL+BBJVdO32Hv4VDjzeMTPKj28SaSDIzbcMKhsoBJAR yV5zbDI3Sln+epuXKf7T2g== 0001089355-11-000003.txt : 20110203 0001089355-11-000003.hdr.sgml : 20110203 20110203171152 ACCESSION NUMBER: 0001089355-11-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110203 DATE AS OF CHANGE: 20110203 EFFECTIVENESS DATE: 20110203 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: 11570957 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 n11743_13f.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, 2010 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 10, 2011 [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: 523 Form 13F Information Table Value Total: $ 3,6666,354 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 6: Item 7: Item 8: Item 4: Investment Discretion Managers Voting Authority (Shares) Fair Item 5: -------------------------------------------------------------------- Item 2: Item 3: Market Shares or (b) Shared- Item 1: Title of CUSIP Value Principal As Defined (c) Shared- See (c) Name of Issuer Class Number (x$1000) Amount (a) Sole in Instr.V other Instr. V (a) Sole (b) Shared None - ------------------------------------------------------------------------------------------------------------------------------------ WASHINGTON POST CO CL B COM 939640108 745 1,695 sh sole 1,695 AUTOZONE INC COM COM 053332102 2,291 8,403 sh sole 8,403 MEREDITH CORP COM COM 589433101 390 11,251 sh sole 11,251 INTUITIVE SURGICAL INC COM NEW COM 46120E602 3,127 12,130 sh sole 12,130 NETFLIX INC COM COM 64110L106 2,344 13,342 sh sole 13,342 SEARS HLDGS CORP COM COM 812350106 1,002 13,584 sh sole 13,584 NICOR INC COM COM 654086107 702 14,056 sh sole 14,056 PRICELINE COM INC COM NEW COM 741503403 6,056 15,156 sh sole 15,156 DUN & BRADSTREET CORP DEL NE COM COM 26483E100 1,262 15,377 sh sole 15,377 RYDER SYS INC COM COM 783549108 841 15,972 sh sole 15,972 FIRST SOLAR INC COM COM 336433107 2,170 16,671 sh sole 16,671 FLOWSERVE CORP COM COM 34354P105 2,055 17,235 sh sole 17,235 GRAINGER W W INC COM COM 384802104 2,473 17,908 sh sole 17,908 SNAP ON INC COM COM 833034101 1,016 17,953 sh sole 17,953 DEVRY INC DEL COM COM 251893103 923 19,247 sh sole 19,247 AUTONATION INC COM COM 05329W102 554 19,645 sh sole 19,645 POLO RALPH LAUREN CORP CL A COM 731572103 2,213 19,955 sh sole 19,955 CME GROUP INC COM COM 12572Q105 6,656 20,688 sh sole 20,688 HORMEL FOODS CORP COM COM 440452100 1,096 21,379 sh sole 21,379 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 1,435 21,459 sh sole 21,459 HARMAN INTL INDS INC COM COM 413086109 994 21,476 sh sole 21,476 CF INDS HLDGS INC COM COM 125269100 2,968 21,958 sh sole 21,958 CERNER CORP COM COM 156782104 2,084 21,996 sh sole 21,996 EASTMAN CHEM CO COM COM 277432100 1,872 22,266 sh sole 22,266 F M C CORP COM NEW COM 302491303 1,789 22,392 sh sole 22,392 INTERCONTINENTAL EXCHANGE INC COM COM 45865V100 2,691 22,582 sh sole 22,582 AIRGAS INC COM COM 009363102 1,443 23,099 sh sole 23,099 CEPHALON INC COM COM 156708109 1,433 23,225 sh sole 23,225 BIG LOTS INC COM COM 089302103 710 23,323 sh sole 23,323 WYNN RESORTS LTD COM COM 983134107 2,424 23,340 sh sole 23,340 WHIRLPOOL CORP COM COM 963320106 2,085 23,467 sh sole 23,467 INTEGRYS ENERGY GROUP INC COM COM 45822P105 1,162 23,950 sh sole 23,950 LEXMARK INTL NEW CL A COM 529771107 844 24,253 sh sole 24,253 INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 1,372 24,681 sh sole 24,681 TORCHMARK CORP COM COM 891027104 1,476 24,713 sh sole 24,713 F5 NETWORKS INC COM COM 315616102 3,237 24,870 sh sole 24,870 AVALONBAY CMNTYS INC COM COM 053484101 2,963 26,328 sh sole 26,328 STERICYCLE INC COM COM 858912108 2,137 26,404 sh sole 26,404 V F CORP COM COM 918204108 2,308 26,786 sh sole 26,786 ABERCROMBIE & FITCH CO CL A COM 002896207 1,563 27,118 sh sole 27,118 BALL CORP COM COM 058498106 1,855 27,265 sh sole 27,265 SHERWIN WILLIAMS CO COM COM 824348106 2,316 27,655 sh sole 27,655 SCRIPPS NETWORKS INTERACT IN CL A COM COM 811065101 1,439 27,807 sh sole 27,807 TITANIUM METALS CORP COM NEW COM 888339207 478 27,810 sh sole 27,810 NOVELLUS SYS INC COM COM 670008101 900 27,841 sh sole 27,841 WATERS CORP COM COM 941848103 2,191 28,194 sh sole 28,194 FEDERATED INVS INC PA CL B COM 314211103 740 28,278 sh sole 28,278 BARD C R INC COM COM 067383109 2,632 28,679 sh sole 28,679 ROPER INDS INC NEW COM COM 776696106 2,234 29,225 sh sole 29,225 PATTERSON COMPANIES INC COM COM 703395103 914 29,854 sh sole 29,854 MASTERCARD INC CL A COM 57636Q104 6,700 29,898 sh sole 29,898 DAVITA INC COM COM 23918K108 2,085 30,006 sh sole 30,006 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1,679 30,435 sh sole 30,435 LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 2,760 31,395 sh sole 31,395 MASSEY ENERGY COMPANY COM COM 576206106 1,691 31,526 sh sole 31,526 BROWN FORMAN CORP CL B COM 115637209 2,230 32,038 sh sole 32,038 CABOT OIL & GAS CORP COM COM 127097103 1,215 32,097 sh sole 32,097 QLOGIC CORP COM COM 747277101 555 32,606 sh sole 32,606 HELMERICH & PAYNE INC COM COM 423452101 1,586 32,718 sh sole 32,718 ONEOK INC NEW COM COM 682680103 1,824 32,874 sh sole 32,874 ASSURANT INC COM COM 04621X108 1,267 32,893 sh sole 32,893 AVERY DENNISON CORP COM COM 053611109 1,411 33,330 sh sole 33,330 BEMIS INC COM COM 081437105 1,091 33,399 sh sole 33,399 PINNACLE WEST CAP CORP COM COM 723484101 1,391 33,560 sh sole 33,560 AK STL HLDG CORP COM COM 001547108 556 33,955 sh sole 33,955 L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 2,463 34,941 sh sole 34,941 SCANA CORP NEW COM COM 80589M102 1,419 34,954 sh sole 34,954 LAUDER ESTEE COS INC CL A COM 518439104 2,829 35,054 sh sole 35,054 RADIOSHACK CORP COM COM 750438103 650 35,138 sh sole 35,138 PALL CORP COM COM 696429307 1,763 35,557 sh sole 35,557 PIONEER NAT RES CO COM COM 723787107 3,112 35,839 sh sole 35,839 WISCONSIN ENERGY CORP COM COM 976657106 2,124 36,086 sh sole 36,086 APARTMENT INVT & MGMT CO CL A COM 03748R101 934 36,129 sh sole 36,129 PERKINELMER INC COM COM 714046109 941 36,441 sh sole 36,441 SALESFORCE COM INC COM COM 79466L302 4,819 36,507 sh sole 36,507 VARIAN MED SYS INC COM COM 92220P105 2,545 36,731 sh sole 36,731 M & T BK CORP COM COM 55261F104 3,208 36,852 sh sole 36,852 SMUCKER J M CO COM NEW COM 832696405 2,422 36,891 sh sole 36,891 FMC TECHNOLOGIES INC COM COM 30249U101 3,286 36,955 sh sole 36,955 ROSS STORES INC COM COM 778296103 2,352 37,185 sh sole 37,185 SUNOCO INC COM COM 86764P109 1,500 37,223 sh sole 37,223 SIGMA ALDRICH CORP COM COM 826552101 2,492 37,445 sh sole 37,445 EQUIFAX INC COM COM 294429105 1,356 38,094 sh sole 38,094 WATSON PHARMACEUTICALS INC COM COM 942683103 1,998 38,683 sh sole 38,683 GOODRICH CORP COM COM 382388106 3,409 38,703 sh sole 38,703 FAMILY DLR STORES INC COM COM 307000109 1,932 38,861 sh sole 38,861 JACOBS ENGR GROUP INC DEL COM COM 469814107 1,785 38,928 sh sole 38,928 ROWAN COS INC COM COM 779382100 1,360 38,964 sh sole 38,964 TIFFANY & CO NEW COM COM 886547108 2,430 39,020 sh sole 39,020 CINTAS CORP COM COM 172908105 1,091 39,023 sh sole 39,023 APOLLO GROUP INC CL A COM 037604105 1,550 39,240 sh sole 39,240 HARRIS CORP DEL COM COM 413875105 1,794 39,600 sh sole 39,600 VULCAN MATLS CO COM COM 929160109 1,758 39,634 sh sole 39,634 URBAN OUTFITTERS INC COM COM 917047102 1,423 39,750 sh sole 39,750 MONSTER WORLDWIDE INC COM COM 611742107 949 40,142 sh sole 40,142 MCCORMICK & CO INC COM NON VTG COM 579780206 1,910 41,040 sh sole 41,040 NEWFIELD EXPL CO COM COM 651290108 2,970 41,181 sh sole 41,181 CLIFFS NATURAL RESOURCES INC COM COM 18683K101 3,262 41,816 sh sole 41,816 HASBRO INC COM COM 418056107 1,984 42,044 sh sole 42,044 MOLEX INC COM COM 608554101 969 42,649 sh sole 42,649 DARDEN RESTAURANTS INC COM COM 237194105 1,984 42,729 sh sole 42,729 CLOROX CO DEL COM COM 189054109 2,724 43,046 sh sole 43,046 PUBLIC STORAGE COM COM 74460D109 4,373 43,115 sh sole 43,115 AMERICAN INTL GROUP INC COM NEW COM 026874784 2,491 43,226 sh sole 43,226 BOSTON PROPERTIES INC COM COM 101121101 3,724 43,251 sh sole 43,251 QUEST DIAGNOSTICS INC COM COM 74834L100 2,356 43,662 sh sole 43,662 ROCKWELL AUTOMATION INC COM COM 773903109 3,139 43,771 sh sole 43,771 DENTSPLY INTL INC NEW COM COM 249030107 1,499 43,866 sh sole 43,866 PRECISION CASTPARTS CORP COM COM 740189105 6,129 44,026 sh sole 44,026 TESORO CORP COM COM 881609101 819 44,194 sh sole 44,194 UNITED STATES STL CORP NEW COM COM 912909108 2,590 44,334 sh sole 44,334 HEALTH CARE REIT INC COM COM 42217K106 2,134 44,802 sh sole 44,802 FRANKLIN RES INC COM COM 354613101 4,998 44,945 sh sole 44,945 LEGGETT & PLATT INC COM COM 524660107 1,029 45,205 sh sole 45,205 WHOLE FOODS MKT INC COM COM 966837106 2,296 45,382 sh sole 45,382 ROBERT HALF INTL INC COM COM 770323103 1,390 45,427 sh sole 45,427 FASTENAL CO COM COM 311900104 2,727 45,512 sh sole 45,512 COVENTRY HEALTH CARE INC COM COM 222862104 1,210 45,839 sh sole 45,839 FISERV INC COM COM 337738108 2,688 45,910 sh sole 45,910 NASDAQ OMX GROUP INC COM COM 631103108 1,089 45,931 sh sole 45,931 EQT CORP COM COM 26884L109 2,064 46,041 sh sole 46,041 LORILLARD INC COM COM 544147101 3,790 46,185 sh sole 46,185 ISHARES TR US PFD STK IDX COM 464288687 1,806 46,500 sh sole 46,500 GAMESTOP CORP NEW CL A COM 36467W109 1,069 46,728 sh sole 46,728 FORTUNE BRANDS INC COM COM 349631101 2,838 47,102 sh sole 47,102 LEGG MASON INC COM COM 524901105 1,713 47,231 sh sole 47,231 MCAFEE INC COM COM 579064106 2,204 47,584 sh sole 47,584 COMPUTER SCIENCES CORP COM COM 205363104 2,365 47,689 sh sole 47,689 HERSHEY CO COM COM 427866108 2,251 47,749 sh sole 47,749 ROCKWELL COLLINS INC COM COM 774341101 2,821 48,419 sh sole 48,419 VENTAS INC COM COM 92276F100 2,545 48,496 sh sole 48,496 GENUINE PARTS CO COM COM 372460105 2,497 48,631 sh sole 48,631 MOLSON COORS BREWING CO CL B COM 60871R209 2,451 48,835 sh sole 48,835 FLIR SYS INC COM COM 302445101 1,457 48,958 sh sole 48,958 LENNAR CORP CL A COM 526057104 921 49,101 sh sole 49,101 SEALED AIR CORP NEW COM COM 81211K100 1,255 49,293 sh sole 49,293 RANGE RES CORP COM COM 75281A109 2,223 49,414 sh sole 49,414 PARKER HANNIFIN CORP COM COM 701094104 4,298 49,803 sh sole 49,803 PLUM CREEK TIMBER CO INC COM COM 729251108 1,868 49,889 sh sole 49,889 VORNADO RLTY TR SH BEN INT COM 929042109 4,182 50,188 sh sole 50,188 CINCINNATI FINL CORP COM COM 172062101 1,592 50,237 sh sole 50,237 PPG INDS INC COM COM 693506107 4,231 50,324 sh sole 50,324 TOTAL SYS SVCS INC COM COM 891906109 775 50,390 sh sole 50,390 OWENS ILL INC COM NEW COM 690768403 1,551 50,515 sh sole 50,515 STANLEY BLACK & DECKER INC COM COM 854502101 3,425 51,220 sh sole 51,220 C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 4,110 51,249 sh sole 51,249 KLA-TENCOR CORP COM COM 482480100 1,993 51,573 sh sole 51,573 HOSPIRA INC COM COM 441060100 2,872 51,577 sh sole 51,577 TERADATA CORP DEL COM COM 88076W103 2,128 51,707 sh sole 51,707 MEADWESTVACO CORP COM COM 583334107 1,359 51,941 sh sole 51,941 EATON CORP COM COM 278058102 5,274 51,954 sh sole 51,954 HUMANA INC COM COM 444859102 2,844 51,960 sh sole 51,960 NORDSTROM INC COM COM 655664100 2,202 51,961 sh sole 51,961 DTE ENERGY CO COM COM 233331107 2,366 52,207 sh sole 52,207 ALLEGHENY ENERGY INC COM COM 017361106 1,272 52,460 sh sole 52,460 VERISIGN INC COM COM 92343E102 1,735 53,093 sh sole 53,093 AMPHENOL CORP NEW CL A COM 032095101 2,845 53,903 sh sole 53,903 WYNDHAM WORLDWIDE CORP COM COM 98310W108 1,618 54,013 sh sole 54,013 NOBLE ENERGY INC COM COM 655044105 4,653 54,052 sh sole 54,052 QEP RES INC COM COM 74733V100 1,969 54,214 sh sole 54,214 NORTHEAST UTILS COM COM 664397106 1,735 54,430 sh sole 54,430 COMERICA INC COM COM 200340107 2,301 54,483 sh sole 54,483 BMC SOFTWARE INC COM COM 055921100 2,586 54,848 sh sole 54,848 ZIONS BANCORPORATION COM COM 989701107 1,331 54,936 sh sole 54,936 CONSTELLATION BRANDS INC CL A COM 21036P108 1,219 55,037 sh sole 55,037 FLUOR CORP NEW COM COM 343412102 3,657 55,193 sh sole 55,193 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 6,982 55,511 sh sole 55,511 ENTERGY CORP NEW COM COM 29364G103 3,956 55,849 sh sole 55,849 TERADYNE INC COM COM 880770102 786 55,998 sh sole 55,998 DEAN FOODS CO NEW COM COM 242370104 497 56,240 sh sole 56,240 AKAMAI TECHNOLOGIES INC COM COM 00971T101 2,648 56,289 sh sole 56,289 ITT CORP NEW COM COM 450911102 2,953 56,678 sh sole 56,678 JANUS CAP GROUP INC COM COM 47102X105 736 56,723 sh sole 56,723 LIFE TECHNOLOGIES CORP COM COM 53217V109 3,199 57,643 sh sole 57,643 DOVER CORP COM COM 260003108 3,370 57,662 sh sole 57,662 MICROCHIP TECHNOLOGY INC COM COM 595017104 1,973 57,673 sh sole 57,673 CITRIX SYS INC COM COM 177376100 3,965 57,966 sh sole 57,966 RED HAT INC COM COM 756577102 2,686 58,833 sh sole 58,833 STARWOOD HOTELS&RESORTS WRLD COM COM 85590A401 3,577 58,854 sh sole 58,854 CAMPBELL SOUP CO COM COM 134429109 2,054 59,122 sh sole 59,122 MURPHY OIL CORP COM COM 626717102 4,427 59,384 sh sole 59,384 JABIL CIRCUIT INC COM COM 466313103 1,216 60,517 sh sole 60,517 LEUCADIA NATL CORP COM COM 527288104 1,775 60,841 sh sole 60,841 ZIMMER HLDGS INC COM COM 98956P102 3,272 60,951 sh sole 60,951 CUMMINS INC COM COM 231021106 6,718 61,064 sh sole 61,064 E TRADE FINANCIAL CORP COM NEW COM 269246401 982 61,350 sh sole 61,350 CONSTELLATION ENERGY GROUP I COM COM 210371100 1,889 61,680 sh sole 61,680 IRON MTN INC COM COM 462846106 1,545 61,780 sh sole 61,780 EXPEDIA INC DEL COM COM 30212P105 1,567 62,436 sh sole 62,436 PITNEY BOWES INC COM COM 724479100 1,518 62,776 sh sole 62,776 MOODYS CORP COM COM 615369105 1,669 62,899 sh sole 62,899 MEAD JOHNSON NUTRITION CO COM COM 582839106 3,931 63,153 sh sole 63,153 DONNELLEY R R & SONS CO COM COM 257867101 1,113 63,685 sh sole 63,685 SUPERVALU INC COM COM 868536103 631 65,496 sh sole 65,496 EXPEDITORS INTL WASH INC COM COM 302130109 3,579 65,555 sh sole 65,555 AIR PRODS & CHEMS INC COM COM 009158106 6,016 66,147 sh sole 66,147 TECO ENERGY INC COM COM 872375100 1,180 66,291 sh sole 66,291 QUANTA SVCS INC COM COM 74762E102 1,325 66,529 sh sole 66,529 COMPUWARE CORP COM COM 205638109 789 67,615 sh sole 67,615 JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 995 68,734 sh sole 68,734 CAREFUSION CORP COM COM 14170T101 1,769 68,823 sh sole 68,823 PEPCO HOLDINGS INC COM COM 713291102 1,265 69,303 sh sole 69,303 CARMAX INC COM COM 143130102 2,213 69,413 sh sole 69,413 LINEAR TECHNOLOGY CORP COM COM 535678106 2,407 69,583 sh sole 69,583 CONSOL ENERGY INC COM COM 20854P109 3,398 69,719 sh sole 69,719 DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 2,465 70,104 sh sole 70,104 AUTODESK INC COM COM 052769106 2,682 70,197 sh sole 70,197 MEMC ELECTR MATLS INC COM COM 552715104 791 70,207 sh sole 70,207 WESTERN DIGITAL CORP COM COM 958102105 2,405 70,940 sh sole 70,940 BECTON DICKINSON & CO COM COM 075887109 6,000 70,989 sh sole 70,989 ECOLAB INC COM COM 278865100 3,613 71,660 sh sole 71,660 SANDISK CORP COM COM 80004C101 3,609 72,391 sh sole 72,391 HARLEY DAVIDSON INC COM COM 412822108 2,521 72,710 sh sole 72,710 PENNEY J C INC COM COM 708160106 2,358 72,991 sh sole 72,991 BIOGEN IDEC INC COM COM 09062X103 4,932 73,564 sh sole 73,564 GANNETT INC COM COM 364730101 1,113 73,757 sh sole 73,757 CABLEVISION SYS CORP CL A NY CABLVS COM 12686C109 2,499 73,837 sh sole 73,837 NATIONAL SEMICONDUCTOR CORP COM COM 637640103 1,018 73,954 sh sole 73,954 AMEREN CORP COM COM 023608102 2,087 74,036 sh sole 74,036 SEMPRA ENERGY COM COM 816851109 3,889 74,105 sh sole 74,105 NORTHERN TR CORP COM COM 665859104 4,143 74,766 sh sole 74,766 CAMERON INTERNATIONAL CORP COM COM 13342B105 3,799 74,881 sh sole 74,881 GOODYEAR TIRE & RUBR CO COM COM 382550101 889 74,988 sh sole 74,988 CMS ENERGY CORP COM COM 125896100 1,404 75,501 sh sole 75,501 NRG ENERGY INC COM NEW COM 629377508 1,491 76,310 sh sole 76,310 AMERIPRISE FINL INC COM COM 03076C106 4,405 76,546 sh sole 76,546 GOOGLE INC CL A COM 38259P508 45,735 76,998 sh sole 76,998 MCKESSON CORP COM COM 58155Q103 5,498 78,121 sh sole 78,121 EOG RES INC COM COM 26875P101 7,168 78,415 sh sole 78,415 KELLOGG CO COM COM 487836108 4,006 78,431 sh sole 78,431 PRICE T ROWE GROUP INC COM COM 74144T108 5,109 79,162 sh sole 79,162 GENZYME CORP COM COM 372917104 5,693 79,951 sh sole 79,951 BED BATH & BEYOND INC COM COM 075896100 3,931 79,988 sh sole 79,988 XILINX INC COM COM 983919101 2,318 79,989 sh sole 79,989 FIRST HORIZON NATL CORP COM COM 320517105 949 80,530 sh sole 80,530 NYSE EURONEXT COM COM 629491101 2,416 80,571 sh sole 80,571 METROPCS COMMUNICATIONS INC COM COM 591708102 1,023 80,962 sh sole 80,962 LIMITED BRANDS INC COM COM 532716107 2,509 81,649 sh sole 81,649 FIDELITY NATL INFORMATION SV COM COM 31620M106 2,239 81,758 sh sole 81,758 PEABODY ENERGY CORP COM COM 704549104 5,326 83,238 sh sole 83,238 CIGNA CORP COM COM 125509109 3,066 83,633 sh sole 83,633 TEXTRON INC COM COM 883203101 2,006 84,862 sh sole 84,862 AMERISOURCEBERGEN CORP COM COM 03073E105 2,911 85,309 sh sole 85,309 NISOURCE INC COM COM 65473P105 1,514 85,913 sh sole 85,913 INTUIT COM COM 461202103 4,254 86,297 sh sole 86,297 D R HORTON INC COM COM 23331A109 1,033 86,626 sh sole 86,626 DISCOVERY COMMUNICATNS NEW COM SER A COM 25470F104 3,660 87,769 sh sole 87,769 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 4,562 87,809 sh sole 87,809 NABORS INDUSTRIES LTD SHS COM G6359F103 2,062 88,101 sh sole 88,101 FOREST LABS INC COM COM 345838106 2,820 88,171 sh sole 88,171 MARRIOTT INTL INC NEW CL A COM 571903202 3,690 88,830 sh sole 88,830 NEWELL RUBBERMAID INC COM COM 651229106 1,629 89,616 sh sole 89,616 CONSOLIDATED EDISON INC COM COM 209115104 4,446 89,689 sh sole 89,689 CB RICHARD ELLIS GROUP INC CL A COM 12497T101 1,837 89,710 sh sole 89,710 NORTHROP GRUMMAN CORP COM COM 666807102 5,839 90,137 sh sole 90,137 KOHLS CORP COM COM 500255104 4,905 90,260 sh sole 90,260 SIMON PPTY GROUP INC NEW COM COM 828806109 8,996 90,419 sh sole 90,419 PROGRESS ENERGY INC COM COM 743263105 3,932 90,430 sh sole 90,430 SAIC INC COM COM 78390X101 1,438 90,645 sh sole 90,645 LOCKHEED MARTIN CORP COM COM 539830109 6,373 91,161 sh sole 91,161 COACH INC COM COM 189754104 5,060 91,493 sh sole 91,493 TYSON FOODS INC CL A COM 902494103 1,584 91,997 sh sole 91,997 INTERNATIONAL GAME TECHNOLOG COM COM 459902102 1,628 92,055 sh sole 92,055 ANALOG DEVICES INC COM COM 032654105 3,473 92,195 sh sole 92,195 HESS CORP COM COM 42809H107 7,089 92,618 sh sole 92,618 OMNICOM GROUP INC COM COM 681919106 4,259 92,993 sh sole 92,993 CENTURYLINK INC COM COM 156700106 4,322 93,613 sh sole 93,613 COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 6,866 93,685 sh sole 93,685 FIRSTENERGY CORP COM COM 337932107 3,484 94,103 sh sole 94,103 CHUBB CORP COM COM 171232101 5,614 94,133 sh sole 94,133 PRAXAIR INC COM COM 74005P104 9,030 94,580 sh sole 94,580 MCGRAW HILL COS INC COM COM 580645109 3,451 94,771 sh sole 94,771 REPUBLIC SVCS INC COM COM 760759100 2,834 94,894 sh sole 94,894 ALLERGAN INC COM COM 018490102 6,519 94,929 sh sole 94,929 BLOCK H & R INC COM COM 093671105 1,134 95,239 sh sole 95,239 ALTERA CORP COM COM 021441100 3,433 96,489 sh sole 96,489 FEDEX CORP COM COM 31428X106 9,034 97,130 sh sole 97,130 NUCOR CORP COM COM 670346105 4,271 97,466 sh sole 97,466 LOEWS CORP COM COM 540424108 3,800 97,649 sh sole 97,649 LINCOLN NATL CORP IND COM COM 534187109 2,719 97,785 sh sole 97,785 UNUM GROUP COM COM 91529Y106 2,371 97,903 sh sole 97,903 PRINCIPAL FINL GROUP INC COM COM 74251V102 3,220 98,893 sh sole 98,893 HEINZ H J CO COM COM 423074103 4,897 99,015 sh sole 99,015 PAYCHEX INC COM COM 704326107 3,071 99,367 sh sole 99,367 XL GROUP PLC SHS COM G98290102 2,188 99,780 sh sole 99,780 INGERSOLL-RAND PLC SHS COM G47791101 4,712 100,023 sh sole 100,023 EDISON INTL COM COM 281020107 3,882 100,578 sh sole 100,578 AON CORP COM COM 037389103 4,686 101,845 sh sole 101,845 BEST BUY INC COM COM 086516101 3,495 101,936 sh sole 101,936 ELECTRONIC ARTS INC COM COM 285512109 1,678 102,438 sh sole 102,438 PULTE GROUP INC COM COM 745867101 781 103,835 sh sole 103,835 REYNOLDS AMERICAN INC COM COM 761713106 3,405 104,394 sh sole 104,394 COCA COLA ENTERPRISES INC NE COM ADDED COM 19122T109 2,618 104,584 sh sole 104,584 ACE LTD SHS COM H0023R105 6,543 104,770 sh sole 104,770 STRYKER CORP COM COM 863667101 5,662 105,429 sh sole 105,429 ST JUDE MED INC COM COM 790849103 4,524 105,834 sh sole 105,834 AGILENT TECHNOLOGIES INC COM COM 00846U101 4,430 106,925 sh sole 106,925 SOUTHWESTERN ENERGY CO COM COM 845467109 4,007 107,052 sh sole 107,052 CARDINAL HEALTH INC COM COM 14149Y108 4,127 107,724 sh sole 107,724 NOVELL INC COM COM 670006105 643 108,532 sh sole 108,532 AMAZON COM INC COM COM 023135106 19,703 109,460 sh sole 109,460 TIME WARNER CABLE INC COM COM 88732J207 7,251 109,815 sh sole 109,815 MASCO CORP COM COM 574599106 1,401 110,669 sh sole 110,669 MATTEL INC COM COM 577081102 2,817 110,771 sh sole 110,771 NETAPP INC COM COM 64110D104 6,132 111,572 sh sole 111,572 NORFOLK SOUTHERN CORP COM COM 655844108 7,047 112,173 sh sole 112,173 HCP INC COM COM 40414L109 4,138 112,469 sh sole 112,469 RAYTHEON CO COM NEW COM 755111507 5,215 112,535 sh sole 112,535 PACCAR INC COM COM 693718108 6,465 112,584 sh sole 112,584 TELLABS INC COM COM 879664100 772 113,889 sh sole 113,889 PEOPLES UNITED FINANCIAL INC COM COM 712704105 1,596 113,895 sh sole 113,895 SAFEWAY INC COM NEW COM 786514208 2,588 115,084 sh sole 115,084 CSX CORP COM COM 126408103 7,463 115,511 sh sole 115,511 GENERAL DYNAMICS CORP COM COM 369550108 8,275 116,610 sh sole 116,610 APACHE CORP COM COM 037411105 14,066 117,976 sh sole 117,976 NIKE INC CL B COM 654106103 10,081 118,016 sh sole 118,016 CA INC COM COM 12673P105 2,895 118,453 sh sole 118,453 PG&E CORP COM COM 69331C108 5,790 121,031 sh sole 121,031 WELLPOINT INC COM COM 94973V107 6,909 121,508 sh sole 121,508 TJX COS INC NEW COM COM 872540109 5,424 122,185 sh sole 122,185 THERMO FISHER SCIENTIFIC INC COM COM 883556102 6,793 122,702 sh sole 122,702 AMERICAN TOWER CORP CL A COM 029912201 6,362 123,196 sh sole 123,196 DENBURY RES INC COM NEW COM 247916208 2,355 123,381 sh sole 123,381 AETNA INC NEW COM COM 00817Y108 3,768 123,511 sh sole 123,511 KIMCO RLTY CORP COM COM 49446R109 2,261 125,318 sh sole 125,318 KIMBERLY CLARK CORP COM COM 494368103 7,936 125,886 sh sole 125,886 NEXTERA ENERGY INC COM COM 65339F101 6,674 128,371 sh sole 128,371 NATIONAL OILWELL VARCO INC COM COM 637071101 8,712 129,542 sh sole 129,542 CENTERPOINT ENERGY INC COM COM 15189T107 2,054 130,637 sh sole 130,637 MACYS INC COM COM 55616P104 3,307 130,728 sh sole 130,728 DEERE & CO COM COM 244199105 10,867 130,847 sh sole 130,847 MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 8,027 131,013 sh sole 131,013 AVON PRODS INC COM COM 054303102 3,850 132,488 sh sole 132,488 CARNIVAL CORP PAIRED CTF COM 143658300 6,130 132,947 sh sole 132,947 BAKER HUGHES INC COM COM 057224107 7,611 133,135 sh sole 133,135 DEVON ENERGY CORP NEW COM COM 25179M103 10,468 133,328 sh sole 133,328 COSTCO WHSL CORP NEW COM COM 22160K105 9,637 133,462 sh sole 133,462 MYLAN INC COM COM 628530107 2,839 134,353 sh sole 134,353 INTL PAPER CO COM COM 460146103 3,679 135,043 sh sole 135,043 GAP INC DEL COM COM 364760108 3,003 135,645 sh sole 135,645 CONAGRA FOODS INC COM COM 205887102 3,065 135,742 sh sole 135,742 HARTFORD FINL SVCS GROUP INC COM COM 416515104 3,635 137,230 sh sole 137,230 BROADCOM CORP CL A COM 111320107 6,123 140,587 sh sole 140,587 CAPITAL ONE FINL CORP COM COM 14040H105 6,003 141,054 sh sole 141,054 TRAVELERS COMPANIES INC COM COM 89417E109 7,894 141,707 sh sole 141,707 XCEL ENERGY INC COM COM 98389B100 3,345 142,037 sh sole 142,037 INVESCO LTD SHS COM G491BT108 3,435 142,637 sh sole 142,637 YUM BRANDS INC COM COM 988498101 7,095 144,652 sh sole 144,652 CELGENE CORP COM COM 151020104 8,592 145,287 sh sole 145,287 FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 17,456 145,361 sh sole 145,361 AFLAC INC COM COM 001055102 8,209 145,479 sh sole 145,479 WASTE MGMT INC DEL COM COM 94106L109 5,415 146,880 sh sole 146,880 AMERICAN ELEC PWR INC COM COM 025537101 5,334 148,262 sh sole 148,262 COLGATE PALMOLIVE CO COM COM 194162103 11,976 149,005 sh sole 149,005 PPL CORP COM COM 69351T106 3,927 149,193 sh sole 149,193 WINDSTREAM CORP COM COM 97381W104 2,081 149,318 sh sole 149,318 PRUDENTIAL FINL INC COM COM 744320102 8,796 149,828 sh sole 149,828 TENET HEALTHCARE CORP COM COM 88033G100 1,003 149,885 sh sole 149,885 SLM CORP COM COM 78442P106 1,887 149,902 sh sole 149,902 VISA INC COM CL A COM 92826C839 10,587 150,430 sh sole 150,430 INTERPUBLIC GROUP COS INC COM COM 460690100 1,602 150,873 sh sole 150,873 TYCO INTERNATIONAL LTD SHS COM H89128104 6,251 151,092 sh sole 151,092 GENWORTH FINL INC COM CL A COM 37247D106 1,986 151,139 sh sole 151,139 NEWMONT MINING CORP COM COM 651639106 9,350 152,210 sh sole 152,210 UNION PAC CORP COM COM 907818108 14,106 152,236 sh sole 152,236 AUTOMATIC DATA PROCESSING IN COM COM 053015103 7,046 152,255 sh sole 152,255 ANADARKO PETE CORP COM COM 032511107 11,652 152,990 sh sole 152,990 ILLINOIS TOOL WKS INC COM COM 452308109 8,175 153,095 sh sole 153,095 SUNTRUST BKS INC COM COM 867914103 4,555 154,338 sh sole 154,338 STATE STR CORP COM COM 857477103 7,182 154,976 sh sole 154,976 PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 4,968 156,182 sh sole 156,182 ADOBE SYS INC COM COM 00724F101 4,834 157,042 sh sole 157,042 GOLDMAN SACHS GROUP INC COM COM 38141G104 26,539 157,821 sh sole 157,821 JUNIPER NETWORKS INC COM COM 48203R104 5,963 161,513 sh sole 161,513 PNC FINL SVCS GROUP INC COM COM 693475105 9,856 162,314 sh sole 162,314 HUDSON CITY BANCORP COM COM 443683107 2,071 162,563 sh sole 162,563 EXPRESS SCRIPTS INC COM COM 302182100 8,794 162,700 sh sole 162,700 MARSHALL & ILSLEY CORP NEW COM COM 571837103 1,128 162,988 sh sole 162,988 WEYERHAEUSER CO COM COM 962166104 3,132 165,446 sh sole 165,446 DANAHER CORP DEL COM COM 235851102 7,808 165,539 sh sole 165,539 MONSANTO CO NEW COM COM 61166W101 11,531 165,585 sh sole 165,585 ALLSTATE CORP COM COM 020002101 5,296 166,138 sh sole 166,138 MARSH & MCLENNAN COS INC COM COM 571748102 4,587 167,764 sh sole 167,764 DISCOVER FINL SVCS COM COM 254709108 3,115 168,115 sh sole 168,115 VALERO ENERGY CORP NEW COM COM 91913Y100 4,041 174,790 sh sole 174,790 PROLOGIS SH BEN INT COM 743410102 2,537 175,660 sh sole 175,660 ADVANCED MICRO DEVICES INC COM COM 007903107 1,446 176,787 sh sole 176,787 DOMINION RES INC VA NEW COM COM 25746U109 7,656 179,204 sh sole 179,204 NVIDIA CORP COM COM 67066G104 2,762 179,355 sh sole 179,355 BAXTER INTL INC COM COM 071813109 9,106 179,889 sh sole 179,889 WILLIAMS COS INC DEL COM COM 969457100 4,462 180,521 sh sole 180,521 SYSCO CORP COM COM 871829107 5,310 180,616 sh sole 180,616 VIACOM INC NEW CL B COM 92553P201 7,392 186,622 sh sole 186,622 LSI CORPORATION COM COM 502161102 1,140 190,328 sh sole 190,328 CATERPILLAR INC DEL COM COM 149123101 18,351 195,934 sh sole 195,934 KROGER CO COM COM 501044101 4,402 196,869 sh sole 196,869 ARCHER DANIELS MIDLAND CO COM COM 039483102 5,933 197,227 sh sole 197,227 SARA LEE CORP COM COM 803111103 3,455 197,342 sh sole 197,342 GENERAL MLS INC COM COM 370334104 7,035 197,661 sh sole 197,661 SPECTRA ENERGY CORP COM COM 847560109 5,001 200,107 sh sole 200,107 CHESAPEAKE ENERGY CORP COM COM 165167107 5,230 201,864 sh sole 201,864 WESTERN UN CO COM COM 959802109 3,760 202,467 sh sole 202,467 EXELON CORP COM COM 30161N101 8,502 204,179 sh sole 204,179 AES CORP COM COM 00130H105 2,489 204,361 sh sole 204,361 PROGRESSIVE CORP OHIO COM COM 743315103 4,070 204,823 sh sole 204,823 HOST HOTELS & RESORTS INC COM COM 44107P104 3,674 205,575 sh sole 205,575 JOHNSON CTLS INC COM COM 478366107 7,953 208,181 sh sole 208,181 CBS CORP NEW CL B COM 124857202 4,004 210,193 sh sole 210,193 BB&T CORP COM COM 054937107 5,630 214,156 sh sole 214,156 EL PASO CORP COM COM 28336L109 2,991 217,370 sh sole 217,370 TARGET CORP COM COM 87612E106 13,144 218,586 sh sole 218,586 MARATHON OIL CORP COM COM 565849106 8,115 219,151 sh sole 219,151 3M CO COM COM 88579Y101 19,045 220,678 sh sole 220,678 STAPLES INC COM COM 855030102 5,083 223,251 sh sole 223,251 BOEING CO COM COM 097023105 14,779 226,457 sh sole 226,457 STARBUCKS CORP COM COM 855244109 7,351 228,778 sh sole 228,778 SOUTHWEST AIRLS CO COM COM 844741108 2,994 230,629 sh sole 230,629 EMERSON ELEC CO COM COM 291011104 13,283 232,346 sh sole 232,346 SYMANTEC CORP COM COM 871503108 4,011 239,631 sh sole 239,631 HONEYWELL INTL INC COM COM 438516106 12,803 240,840 sh sole 240,840 FIFTH THIRD BANCORP COM COM 316773100 3,609 245,814 sh sole 245,814 GILEAD SCIENCES INC COM COM 375558103 9,083 250,625 sh sole 250,625 OCCIDENTAL PETE CORP DEL COM COM 674599105 24,608 250,846 sh sole 250,846 DIRECTV COM CL A COM 25490A101 10,277 257,371 sh sole 257,371 SOUTHERN CO COM COM 842587107 9,898 258,899 sh sole 258,899 MICRON TECHNOLOGY INC COM COM 595112103 2,121 264,486 sh sole 264,486 HUNTINGTON BANCSHARES INC COM COM 446150104 1,831 266,457 sh sole 266,457 KEYCORP NEW COM COM 493267108 2,405 271,802 sh sole 271,802 METLIFE INC COM COM 59156R108 12,433 279,773 sh sole 279,773 HALLIBURTON CO COM COM 406216101 11,464 280,775 sh sole 280,775 DU PONT E I DE NEMOURS & CO COM COM 263534109 14,057 281,812 sh sole 281,812 APPLE INC COM COM 037833100 91,341 283,174 sh sole 283,174 UNITED TECHNOLOGIES CORP COM COM 913017109 22,440 285,057 sh sole 285,057 WALGREEN CO COM COM 931422109 11,134 285,785 sh sole 285,785 AMGEN INC COM COM 031162100 16,012 291,666 sh sole 291,666 UNITED PARCEL SERVICE INC CL B COM 911312106 22,158 305,285 sh sole 305,285 SCHWAB CHARLES CORP NEW COM COM 808513105 5,238 306,141 sh sole 306,141 FRONTIER COMMUNICATIONS CORP COM COM 35906A108 2,985 306,810 sh sole 306,810 LILLY ELI & CO COM COM 532457108 10,977 313,259 sh sole 313,259 ALCOA INC COM COM 013817101 4,853 315,320 sh sole 315,320 AMERICAN EXPRESS CO COM COM 025816109 13,876 323,295 sh sole 323,295 MCDONALDS CORP COM COM 580135101 25,035 326,145 sh sole 326,145 MEDTRONIC INC COM COM 585055106 12,364 333,362 sh sole 333,362 UNITEDHEALTH GROUP INC COM COM 91324P102 12,261 339,552 sh sole 339,552 TIME WARNER INC COM NEW COM 887317303 11,016 342,441 sh sole 342,441 EBAY INC COM COM 278642103 9,857 354,170 sh sole 354,170 DOW CHEM CO COM COM 260543103 12,233 358,314 sh sole 358,314 TEXAS INSTRS INC COM COM 882508104 11,780 362,464 sh sole 362,464 BANK OF NEW YORK MELLON CORP COM COM 064058100 11,564 382,930 sh sole 382,930 INTERNATIONAL BUSINESS MACHS COM COM 459200101 56,285 383,518 sh sole 383,518 REGIONS FINANCIAL CORP NEW COM COM 7591EP100 2,714 387,755 sh sole 387,755 YAHOO INC COM COM 984332106 6,692 402,392 sh sole 402,392 DUKE ENERGY CORP NEW COM COM 26441C105 7,282 408,890 sh sole 408,890 APPLIED MATLS INC COM COM 038222105 5,795 412,446 sh sole 412,446 CVS CAREMARK CORPORATION COM COM 126650100 14,585 419,463 sh sole 419,463 SCHLUMBERGER LTD COM COM 806857108 35,169 421,186 sh sole 421,186 LOWES COS INC COM COM 548661107 10,684 426,009 sh sole 426,009 XEROX CORP COM COM 984121103 4,933 428,229 sh sole 428,229 CONOCOPHILLIPS COM COM 20825C104 30,887 453,552 sh sole 453,552 MORGAN STANLEY COM NEW COM 617446448 12,708 467,027 sh sole 467,027 BOSTON SCIENTIFIC CORP COM COM 101137107 3,552 469,250 sh sole 469,250 ABBOTT LABS COM COM 002824100 22,862 477,195 sh sole 477,195 CORNING INC COM COM 219350105 9,321 482,463 sh sole 482,463 PEPSICO INC COM COM 713448108 31,962 489,242 sh sole 489,242 QUALCOMM INC COM COM 747525103 24,715 499,390 sh sole 499,390 HOME DEPOT INC COM COM 437076102 17,737 505,906 sh sole 505,906 DELL INC COM COM 24702R101 7,025 518,418 sh sole 518,418 BRISTOL MYERS SQUIBB CO COM COM 110122108 13,992 528,399 sh sole 528,399 BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 42,793 534,183 sh sole 534,183 QWEST COMMUNICATIONS INTL IN COM COM 749121109 4,094 537,979 sh sole 537,979 KRAFT FOODS INC CL A COM 50075N104 16,991 539,231 sh sole 539,231 PHILIP MORRIS INTL INC COM COM 718172109 32,783 560,106 sh sole 560,106 DISNEY WALT CO COM DISNEY COM 254687106 21,927 584,552 sh sole 584,552 US BANCORP DEL COM NEW COM 902973304 15,971 592,184 sh sole 592,184 WAL MART STORES INC COM COM 931142103 32,616 604,776 sh sole 604,776 CHEVRON CORP NEW COM COM 166764100 56,688 621,239 sh sole 621,239 E M C CORP MASS COM COM 268648102 14,565 636,047 sh sole 636,047 ALTRIA GROUP INC COM COM 02209S103 15,868 644,515 sh sole 644,515 HEWLETT PACKARD CO COM COM 428236103 29,472 700,055 sh sole 700,055 NEWS CORP CL A COM 65248E104 10,264 704,973 704,973 COCA COLA CO COM COM 191216100 47,145 716,815 716,815 MOTOROLA INC COM COM 620076109 6,578 725,257 725,257 JOHNSON & JOHNSON COM COM 478160104 52,435 847,772 847,772 COMCAST CORP NEW CL A COM 20030N101 18,923 861,311 861,311 PROCTER & GAMBLE CO COM COM 742718109 55,588 864,114 prn sole 864,114 VERIZON COMMUNICATIONS INC COM COM 92343V104 31,223 872,631 prn sole 872,631 SPRINT NEXTEL CORP COM SER 1 COM 852061100 3,901 922,105 prn sole 922,105 MERCK & CO INC NEW COM COM 58933Y105 34,277 951,072 prn sole 951,072 FORD MTR CO DEL COM PAR $0.01 COM 345370860 19,419 1,156,597 prn sole 1,156,597 ORACLE CORP COM COM 68389X105 37,402 1,194,945 prn sole 1,194,945 JPMORGAN CHASE & CO COM COM 46625H100 51,191 1,206,769 prn sole 1,206,769 EXXON MOBIL CORP COM COM 30231G102 113,822 1,556,644 prn sole 1,556,644 WELLS FARGO & CO NEW COM COM 949746101 50,213 1,620,298 prn sole 1,620,298 CISCO SYS INC COM COM 17275R102 34,615 1,711,058 prn sole 1,711,058 INTEL CORP COM COM 458140100 36,212 1,721,936 prn sole 1,721,936 AT&T INC COM COM 00206R102 53,602 1,824,424 prn sole 1,824,424 MICROSOFT CORP COM COM 594918104 64,891 2,324,169 prn sole 2,324,169 PFIZER INC COM COM 717081103 43,297 2,472,682 prn sole 2,472,682 BANK OF AMERICA CORPORATION COM COM 060505104 41,531 3,113,297 prn sole 3,113,297 GENERAL ELECTRIC CO COM COM 369604103 60,158 3,289,125 prn sole 3,289,125 CITIGROUP INC COM COM 172967101 42,418 8,967,823 prn sole 8,967,823 BECKMAN COULTER INC NOTE 2.500%12/1 NOTE 075811AD1 2,833 2,500,000 prn sole 2,500,000 BORGWARNER INC NOTE 3.500% 4/1 NOTE 099724AF3 5,560 2,500,000 prn sole 2,500,000 CEPHALON INC NOTE 2.000% 6/0 NOTE 156708AP4 7,955 5,700,000 prn sole 5,700,000 CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 ADDED NOTE 229678AD9 2,386 2,500,000 prn sole 2,500,000 E M C CORP MASS NOTE 1.750%12/0 NOTE 268648AM4 11,222 7,500,000 prn sole 7,500,000 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 ADDED NOTE 29264FAB2 6,589 5,000,000 prn sole 5,000,000 GILEAD SCIENCES INC NOTE 0.500% 5/0 NOTE 375558AG8 7,639 7,500,000 prn sole 7,500,000 HEALTH CARE REIT INC NOTE 4.750% 7/1 NOTE 42217KAQ9 4,469 4,100,000 prn sole 4,100,000 HEARTWARE INTL INC NOTE 3.500%12/1 ADDED NOTE 422368AA8 1,089 1,000,000 prn sole 1,000,000 HOLOGIC INC FRNT 2.000%12/1 NOTE 436440AA9 1,865 2,000,000 prn sole 2,000,000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 NOTE 502413AW7 3,474 3,500,000 prn sole 3,500,000 MEDTRONIC INC NOTE 1.625% 4/1 NOTE 585055AM8 4,981 5,000,000 prn sole 5,000,000 NETAPP INC NOTE 1.750% 6/0 NOTE 64110DAB0 13,288 7,500,000 prn sole 7,500,000 NEWMONT MINING CORP NOTE 1.625% 7/1 NOTE 651639AJ5 11,889 8,247,000 prn sole 8,247,000 OMNICARE INC NOTE 3.750%12/1 ADDED NOTE 681904AN8 2,209 2,000,000 prn sole 2,000,000 PARKER DRILLING CO NOTE 2.125% 7/1 NOTE 701081AR2 8,047 8,470,000 prn sole 8,470,000 PROLOGIS NOTE 2.250% 4/0 NOTE 743410AQ5 14,492 14,750,000 prn sole 14,750,000 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 NOTE 78388JAM8 1,480 1,000,000 prn sole 1,000,000 SOTHEBYS NOTE 3.125% 6/1 NOTE 835898AC1 2,178 1,500,000 prn sole 1,500,000 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 NOTE 874054AA7 1,990 1,500,000 prn sole 1,500,000 TELEFLEX INC NOTE 3.875% 8/0 NOTE 879369AA4 4,675 4,500,000 prn sole 4,500,000 TRANSOCEAN LTD PUT COM H8817H950 11,469 165,000 PUT sole 165,000
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