0001354488-14-000377.txt : 20140129
0001354488-14-000377.hdr.sgml : 20140129
20140129160451
ACCESSION NUMBER: 0001354488-14-000377
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140129
DATE AS OF CHANGE: 20140129
EFFECTIVENESS DATE: 20140129
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: 14556875
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
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TD Securities (USA) LLC
31 West 52nd Street
New York
NY
10019
13F HOLDINGS REPORT
028-11451
N
Nancy Haraf
Director
212-827-7504
/s/ Nancy Haraf
New York
NY
01-29-2014
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0
0
FAMILY DLR STORES INC
COM
307000109
2216
34112
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SOLE
34112
0
0
FASTENAL CO
COM
311900104
4576
96319
SH
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96319
0
0
FEDEX CORP
COM
31428X106
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0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
5514
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102715
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0
FIFTH THIRD BANCORP
COM
316773100
6550
311476
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0
FIRST SOLAR INC
COM
336433107
1361
24909
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24909
0
0
FIRSTENERGY CORP
COM
337932107
4866
147557
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147557
0
0
FISERV INC
COM
337738108
5374
91004
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0
0
FLIR SYS INC
COM
302445101
1504
49978
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49978
0
0
FLOWSERVE CORP
COM
34354P105
3879
49206
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0
FLUOR CORP NEW
COM
343412102
4627
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0
FMC TECHNOLOGIES INC
COM
30249U101
4358
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0
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COM
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0
FOREST LABS INC
COM
345838106
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0
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COM
34988V106
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0
FRANKLIN RES INC
COM
354613101
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0
0
FREEPORT-MCMORAN COPPER & GO
COM
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13823
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0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
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0
GAMESTOP CORP NEW CL A
COM
36467W109
2032
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0
GANNETT INC
COM
364730101
2378
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80404
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0
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COM
364760108
3652
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0
GARMIN LTD
COM
H2906T109
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43392
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43392
0
0
GENERAL DYNAMICS CORP
COM
369550108
11279
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0
GENERAL ELECTRIC CO
COM
369604103
100054
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0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
3807
189671
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189671
0
0
GENERAL MLS INC
COM
370334104
11169
223776
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223776
0
0
GENERAL MTRS CO
COM
37045V100
16423
401839
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401839
0
0
GENUINE PARTS CO
COM
372460105
4530
54459
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54459
0
0
GENWORTH FINL INC COM CL A
COM
37247D106
2708
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0
0
GILEAD SCIENCES INC
COM
375558103
40655
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0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
26361
148712
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148712
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
2078
87108
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87108
0
0
GOOGLE INC CL A
COM
38259P508
110963
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99011
0
0
GRAHAM HLDGS CO
COM
384637104
1020
1537
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1537
0
0
GRAINGER W W INC
COM
384802104
5567
21796
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0
0
HALLIBURTON CO
COM
406216101
15188
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299265
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0
HARLEY DAVIDSON INC
COM
412822108
5401
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HARMAN INTL INDS INC
COM
413086109
1951
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23833
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HARRIS CORP DEL
COM
413875105
2632
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HARTFORD FINL SVCS GROUP INC
COM
416515104
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HASBRO INC
COM
418056107
2241
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COM
40414L109
5847
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HEALTH CARE REIT INC
COM
42217K106
5456
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HELMERICH & PAYNE INC
COM
423452101
3178
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37801
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0
HERSHEY CO
COM
427866108
5139
52855
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HESS CORP
COM
42809H107
8329
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HEWLETT PACKARD CO
COM
428236103
18972
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HOME DEPOT INC
COM
437076102
40910
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0
HONEYWELL INTL INC
COM
438516106
25295
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HORMEL FOODS CORP
COM
440452100
2145
47490
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0
0
HOSPIRA INC
COM
441060100
2416
58523
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0
0
HOST HOTELS & RESORTS INC
COM
44107P104
5187
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0
HUDSON CITY BANCORP
COM
443683107
1582
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0
HUMANA INC
COM
444859102
5678
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0
HUNTINGTON BANCSHARES INC
COM
446150104
2828
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0
ILLINOIS TOOL WKS INC
COM
452308109
12113
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INGERSOLL-RAND PLC
COM
G47791101
5823
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INTEGRYS ENERGY GROUP INC
COM
45822P105
1532
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28157
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INTEL CORP
COM
458140100
45529
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INTERCONTINENTALEXCHANGE GRO
COM
45866F104
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INTERNATIONAL BUSINESS MACHS
COM
459200101
67547
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INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
2473
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INTERNATIONAL GAME TECHNOLOG
COM
459902102
1595
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INTERPUBLIC GROUP COS INC
COM
460690100
2599
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0
INTL PAPER CO
COM
460146103
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INTUIT
COM
461202103
7670
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INTUITIVE SURGICAL INC COM NEW
COM
46120E602
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13429
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INVESCO LTD
COM
G491BT108
5693
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IRON MTN INC
COM
462846106
1822
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COM
466313103
1138
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JACOBS ENGR GROUP INC DEL
COM
469814107
2927
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JOHNSON & JOHNSON
COM
478160104
91172
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JOHNSON CTLS INC
COM
478366107
12398
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JOY GLOBAL INC
COM
481165108
2193
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JPMORGAN CHASE & CO
COM
46625H100
77561
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JUNIPER NETWORKS INC
COM
48203R104
4021
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178172
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COM
485170302
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KELLOGG CO
COM
487836108
5541
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90729
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KEYCORP NEW
COM
493267108
4246
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316357
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0
KIMBERLY CLARK CORP
COM
494368103
14065
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134647
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0
KIMCO RLTY CORP
COM
49446R109
2855
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0
KINDER MORGAN INC DEL
COM
49456B101
8552
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KLA-TENCOR CORP
COM
482480100
3790
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KOHLS CORP
COM
500255104
4030
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KRAFT FOODS GROUP INC
COM
50076Q106
11336
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210231
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0
KROGER CO
COM
501044101
7258
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183609
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0
L BRANDS INC
COM
501797104
5321
86029
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86029
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0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
3341
31268
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31268
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LABORATORY CORP AMER HLDGS COM NEW
COM
50540R409
2817
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LAM RESEARCH CORP
COM
512807108
3120
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LAUDER ESTEE COS INC CL A
COM
518439104
6804
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LEGG MASON INC
COM
524901105
1628
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37454
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LEGGETT & PLATT INC
COM
524660107
1541
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49821
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0
LENNAR CORP CL A
COM
526057104
2334
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58989
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LEUCADIA NATL CORP
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527288104
3135
110608
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110608
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LIFE TECHNOLOGIES CORP
COM
53217V109
4618
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60917
0
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LILLY ELI & CO
COM
532457108
17840
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349797
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LINCOLN NATL CORP IND
COM
534187109
4778
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92559
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LINEAR TECHNOLOGY CORP
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535678106
3763
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LOCKHEED MARTIN CORP
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539830109
14112
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LOEWS CORP
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540424108
5206
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0
LORILLARD INC
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544147101
6587
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LOWES COS INC
COM
548661107
18283
368982
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368982
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0
LSI CORPORATION
COM
502161102
2119
192260
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192260
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LYONDELLBASELL INDUSTRIES N SHS - A -
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N53745100
12373
154125
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154125
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M & T BK CORP
COM
55261F104
5349
45946
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45946
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MACERICH CO
COM
554382101
2920
49584
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49584
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MACYS INC
COM
55616P104
6942
130005
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130005
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0
MARATHON OIL CORP
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565849106
8676
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245781
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0
MARATHON PETE CORP
COM
56585A102
9742
106206
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106206
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0
MARRIOTT INTL INC NEW CL A
COM
571903202
3912
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79261
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MARSH & MCLENNAN COS INC
COM
571748102
9363
193615
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193615
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0
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574599106
2868
125949
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0
MASTERCARD INC CL A
COM
57636Q104
30515
36525
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36525
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0
MATTEL INC
COM
577081102
5681
119404
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119404
0
0
MCCORMICK & CO INC COM NON VTG
COM
579780206
3211
46589
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46589
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0
MCDONALDS CORP
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580135101
34063
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COM
580645109
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95542
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95542
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58155Q103
13081
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81045
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582839106
5969
71263
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71263
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MEADWESTVACO CORP
COM
583334107
2318
62758
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62758
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MEDTRONIC INC
COM
585055106
20214
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352230
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MERCK & CO INC NEW
COM
58933Y105
51596
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0
METLIFE INC
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59156R108
21327
395523
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395523
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MICHAEL KORS HLDGS LTD
COM
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5139
63291
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63291
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MICROCHIP TECHNOLOGY INC
COM
595017104
3132
69987
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69987
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0
MICRON TECHNOLOGY INC
COM
595112103
8075
371108
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371108
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MICROSOFT CORP
COM
594918104
100320
2680193
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COM
608190104
3205
21523
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21523
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COM
60871R209
3132
55785
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55785
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COM
609207105
21842
618758
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618758
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61166W101
21623
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185522
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611740101
3247
47917
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47917
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615369105
5240
66783
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66783
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617446448
15329
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61945C103
5683
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4023
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COM
628530107
5862
135077
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COM
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1557
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NASDAQ OMX GROUP INC
COM
631103108
1624
40795
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40795
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COM
637071101
12012
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64110D104
4947
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NETFLIX INC
COM
64110L106
7697
20907
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NEWELL RUBBERMAID INC
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651229106
3284
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101328
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651290108
1183
48026
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651639106
4045
175655
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175655
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COM
65249B109
3165
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65339F101
13010
151950
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4097
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654106103
20732
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65473P105
3634
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COM
G65431101
3350
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655044105
8633
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655664100
3120
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655844108
10117
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COM
664397106
4712
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665859104
4905
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COM
666807102
8976
78321
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COM
629377508
3277
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670346105
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67066G104
3270
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4874
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27045
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7392
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701094104
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29414
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5221
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5462
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713291102
1686
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44877
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1635
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2662
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70039
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69331C108
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718172109
49251
565264
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16315
211524
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723484101
2055
38825
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723787107
9262
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724479100
1660
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693475105
14564
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SH
SOLE
187734
0
0
PPG INDS INC
COM
693506107
9503
50107
SH
SOLE
50107
0
0
PPL CORP
COM
69351T106
6691
222360
SH
SOLE
222360
0
0
PRAXAIR INC
COM
74005P104
13504
103855
SH
SOLE
103855
0
0
PRECISION CASTPARTS CORP
COM
740189105
13801
51248
SH
SOLE
51248
0
0
PRICE T ROWE GROUP INC
COM
74144T108
7711
92052
SH
SOLE
92052
0
0
PRICELINE COM INC COM NEW
COM
741503403
21091
18144
SH
SOLE
18144
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
4763
96587
SH
SOLE
96587
0
0
PROCTER & GAMBLE CO
COM
742718109
78074
959026
SH
SOLE
959026
0
0
PROGRESSIVE CORP OHIO
COM
743315103
5311
194751
SH
SOLE
194751
0
0
PROLOGIS INC
COM
74340W103
6502
175956
SH
SOLE
175956
0
0
PRUDENTIAL FINL INC
COM
744320102
15064
163352
SH
SOLE
163352
0
0
PUBLIC STORAGE
COM
74460D109
7676
50994
SH
SOLE
50994
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
5718
178474
SH
SOLE
178474
0
0
PULTE GROUP INC
COM
745867101
2478
121633
SH
SOLE
121633
0
0
PVH CORP
COM
693656100
3915
28780
SH
SOLE
28780
0
0
QEP RES INC
COM
74733V100
1939
63253
SH
SOLE
63253
0
0
QUALCOMM INC
COM
747525103
44257
596054
SH
SOLE
596054
0
0
QUANTA SVCS INC
COM
74762E102
2404
76158
SH
SOLE
76158
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
2747
51308
SH
SOLE
51308
0
0
RALPH LAUREN CORP CL A
COM
751212101
3714
21036
SH
SOLE
21036
0
0
RANGE RES CORP
COM
75281A109
4861
57657
SH
SOLE
57657
0
0
RAYTHEON CO COM NEW
COM
755111507
10223
112714
SH
SOLE
112714
0
0
RED HAT INC
COM
756577102
3747
66858
SH
SOLE
66858
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
7627
27710
SH
SOLE
27710
0
0
REGIONS FINL CORP NEW
COM
7591EP100
4807
486018
SH
SOLE
486018
0
0
REPUBLIC SVCS INC
COM
760759100
3163
95284
SH
SOLE
95284
0
0
REYNOLDS AMERICAN INC
COM
761713106
5529
110594
SH
SOLE
110594
0
0
ROBERT HALF INTL INC
COM
770323103
2053
48899
SH
SOLE
48899
0
0
ROCKWELL AUTOMATION INC
COM
773903109
5781
48924
SH
SOLE
48924
0
0
ROCKWELL COLLINS INC
COM
774341101
3524
47671
SH
SOLE
47671
0
0
ROPER INDS INC NEW
COM
776696106
4859
35038
SH
SOLE
35038
0
0
ROSS STORES INC
COM
778296103
5728
76448
SH
SOLE
76448
0
0
ROWAN COMPANIES PLC SHS CL A
COM
G7665A101
1550
43832
SH
SOLE
43832
0
0
RYDER SYS INC
COM
783549108
1369
18555
SH
SOLE
18555
0
0
SAFEWAY INC COM NEW
COM
786514208
2836
87074
SH
SOLE
87074
0
0
SALESFORCE COM INC
COM
79466L302
10802
195726
SH
SOLE
195726
0
0
SANDISK CORP
COM
80004C101
5622
79697
SH
SOLE
79697
0
0
SCANA CORP NEW
COM
80589M102
2327
49587
SH
SOLE
49587
0
0
SCHLUMBERGER LTD
COM
806857108
41869
464638
SH
SOLE
464638
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
10644
409367
SH
SOLE
409367
0
0
SCRIPPS NETWORKS INTERACT IN CL A COM
COM
811065101
3340
38653
SH
SOLE
38653
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
6462
115067
SH
SOLE
115067
0
0
SEALED AIR CORP NEW
COM
81211K100
2357
69212
SH
SOLE
69212
0
0
SEMPRA ENERGY
COM
816851109
7198
80191
SH
SOLE
80191
0
0
SHERWIN WILLIAMS CO
COM
824348106
5576
30389
SH
SOLE
30389
0
0
SIGMA ALDRICH CORP
COM
826552101
3969
42220
SH
SOLE
42220
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
16660
109487
SH
SOLE
109487
0
0
SLM CORP
COM
78442P106
4045
153919
SH
SOLE
153919
0
0
SMUCKER J M CO COM NEW
COM
832696405
3844
37094
SH
SOLE
37094
0
0
SNAP ON INC
COM
833034101
2247
20516
SH
SOLE
20516
0
0
SOUTHERN CO
COM
842587107
12789
311089
SH
SOLE
311089
0
0
SOUTHWEST AIRLS CO
COM
844741108
4631
245812
SH
SOLE
245812
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
4866
123729
SH
SOLE
123729
0
0
SPDR S&P 500 ETF TR TR UNIT
COM
78462F103
5678
30770
SH
SOLE
30770
0
0
SPECTRA ENERGY CORP
COM
847560109
8420
236398
SH
SOLE
236398
0
0
ST JUDE MED INC
COM
790849103
6378
102955
SH
SOLE
102955
0
0
STANLEY BLACK & DECKER INC
COM
854502101
4419
54762
SH
SOLE
54762
0
0
STAPLES INC
COM
855030102
3703
233031
SH
SOLE
233031
0
0
STARBUCKS CORP
COM
855244109
20842
265879
SH
SOLE
265879
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
5368
67568
SH
SOLE
67568
0
0
STATE STR CORP
COM
857477103
11367
154885
SH
SOLE
154885
0
0
STERICYCLE INC
COM
858912108
3513
30240
SH
SOLE
30240
0
0
STRYKER CORP
COM
863667101
7825
104139
SH
SOLE
104139
0
0
SUNTRUST BKS INC
COM
867914103
6952
188851
SH
SOLE
188851
0
0
SYMANTEC CORP
COM
871503108
5791
245569
SH
SOLE
245569
0
0
SYSCO CORP
COM
871829107
7407
205188
SH
SOLE
205188
0
0
TARGET CORP
COM
87612E106
14110
223009
SH
SOLE
223009
0
0
TE CONNECTIVITY LTD REG SHS
COM
H84989104
7979
144785
SH
SOLE
144785
0
0
TECO ENERGY INC
COM
872375100
1242
72067
SH
SOLE
72067
0
0
TENET HEALTHCARE CORP COM NEW
COM
88033G407
1475
35009
SH
SOLE
35009
0
0
TERADATA CORP DEL
COM
88076W103
2622
57650
SH
SOLE
57650
0
0
TESORO CORP
COM
881609101
2742
46865
SH
SOLE
46865
0
0
TEXAS INSTRS INC
COM
882508104
16957
386175
SH
SOLE
386175
0
0
TEXTRON INC
COM
883203101
3646
99193
SH
SOLE
99193
0
0
THE ADT CORPORATION
COM
00101J106
2856
70560
SH
SOLE
70560
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
14197
127495
SH
SOLE
127495
0
0
TIFFANY & CO NEW
COM
886547108
3605
38852
SH
SOLE
38852
0
0
TIME WARNER CABLE INC
COM
88732J207
13476
99454
SH
SOLE
99454
0
0
TIME WARNER INC COM NEW
COM
887317303
22254
319197
SH
SOLE
319197
0
0
TJX COS INC NEW
COM
872540109
15991
250920
SH
SOLE
250920
0
0
TORCHMARK CORP
COM
891027104
2493
31901
SH
SOLE
31901
0
0
TOTAL SYS SVCS INC
COM
891906109
1961
58922
SH
SOLE
58922
0
0
TRANSOCEAN LTD REG SHS
COM
H8817H100
5910
119588
SH
SOLE
119588
0
0
TRAVELERS COMPANIES INC
COM
89417E109
11630
128448
SH
SOLE
128448
0
0
TRIPADVISOR INC
COM
896945201
3238
39095
SH
SOLE
39095
0
0
TWENTY FIRST CENTY FOX INC CL A
COM
90130A101
24357
692343
SH
SOLE
692343
0
0
TYCO INTERNATIONAL LTD
COM
H89128104
6737
164165
SH
SOLE
164165
0
0
TYSON FOODS INC CL A
COM
902494103
3206
95830
SH
SOLE
95830
0
0
UNION PAC CORP
COM
907818108
27299
162494
SH
SOLE
162494
0
0
UNITED PARCEL SERVICE INC CL B
COM
911312106
26501
252201
SH
SOLE
252201
0
0
UNITED STATES STL CORP NEW
COM
912909108
1506
51040
SH
SOLE
51040
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
33894
297836
SH
SOLE
297836
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
26746
355197
SH
SOLE
355197
0
0
UNUM GROUP
COM
91529Y106
3232
92141
SH
SOLE
92141
0
0
URBAN OUTFITTERS INC
COM
917047102
1427
38476
SH
SOLE
38476
0
0
US BANCORP DEL COM NEW
COM
902973304
26031
644343
SH
SOLE
644343
0
0
V F CORP
COM
918204108
7747
124276
SH
SOLE
124276
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
9594
190364
SH
SOLE
190364
0
0
VARIAN MED SYS INC
COM
92220P105
2898
37299
SH
SOLE
37299
0
0
VENTAS INC
COM
92276F100
5943
103755
SH
SOLE
103755
0
0
VERISIGN INC
COM
92343E102
2717
45452
SH
SOLE
45452
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
49615
1009662
SH
SOLE
1009662
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
6128
82472
SH
SOLE
82472
0
0
VIACOM INC NEW CL B
COM
92553P201
12506
143186
SH
SOLE
143186
0
0
VISA INC COM CL A
COM
92826C839
40008
179666
SH
SOLE
179666
0
0
VORNADO RLTY TR SH BEN INT
COM
929042109
5449
61373
SH
SOLE
61373
0
0
VULCAN MATLS CO
COM
929160109
2725
45862
SH
SOLE
45862
0
0
WALGREEN CO
COM
931422109
17649
307253
SH
SOLE
307253
0
0
WAL-MART STORES INC
COM
931142103
44917
570810
SH
SOLE
570810
0
0
WASTE MGMT INC DEL
COM
94106L109
6908
153947
SH
SOLE
153947
0
0
WATERS CORP
COM
941848103
3004
30035
SH
SOLE
30035
0
0
WELLPOINT INC
COM
94973V107
9630
104227
SH
SOLE
104227
0
0
WELLS FARGO & CO NEW
COM
949746101
76781
1691212
SH
SOLE
1691212
0
0
WESTERN DIGITAL CORP
COM
958102105
6231
74271
SH
SOLE
74271
0
0
WESTERN UN CO
COM
959802109
3361
194841
SH
SOLE
194841
0
0
WEYERHAEUSER CO
COM
962166104
6491
205604
SH
SOLE
205604
0
0
WHIRLPOOL CORP
COM
963320106
4344
27694
SH
SOLE
27694
0
0
WHOLE FOODS MKT INC
COM
966837106
7593
131295
SH
SOLE
131295
0
0
WILLIAMS COS INC DEL
COM
969457100
9300
241122
SH
SOLE
241122
0
0
WINDSTREAM HLDGS INC
COM
97382A101
1678
210302
SH
SOLE
210302
0
0
WISCONSIN ENERGY CORP
COM
976657106
3304
79919
SH
SOLE
79919
0
0
WPX ENERGY INC
COM
98212B103
1444
70848
SH
SOLE
70848
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
3388
45974
SH
SOLE
45974
0
0
WYNN RESORTS LTD
COM
983134107
5535
28498
SH
SOLE
28498
0
0
XCEL ENERGY INC
COM
98389B100
4906
175573
SH
SOLE
175573
0
0
XEROX CORP
COM
984121103
4969
408291
SH
SOLE
408291
0
0
XILINX INC
COM
983919101
4347
94665
SH
SOLE
94665
0
0
XL GROUP PLC
COM
G98290102
3177
99779
SH
SOLE
99779
0
0
XYLEM INC
COM
98419M100
2252
65090
SH
SOLE
65090
0
0
YAHOO INC
COM
984332106
13461
332854
SH
SOLE
332854
0
0
YUM BRANDS INC
COM
988498101
11880
157118
SH
SOLE
157118
0
0
ZIMMER HLDGS INC
COM
98956P102
5622
60324
SH
SOLE
60324
0
0
ZIONS BANCORPORATION
COM
989701107
1951
65134
SH
SOLE
65134
0
0
ZOETIS INC CL A
COM
98978V103
5767
176409
SH
SOLE
176409
0
0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1
NOTE
018804AK0
8013
5035000
PRN
SOLE
5035000
0
0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0
NOTE
02917TAA2
997
1000000
PRN
SOLE
1000000
0
0
ANNALY CAP MGMT INC NOTE 5.000% 5/1
NOTE
035710AB8
4609
4600000
PRN
SOLE
4600000
0
0
ARES CAP CORP NOTE 4.750% 1/1
NOTE
04010LAJ2
1039
1000000
PRN
SOLE
1000000
0
0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0
NOTE
127387AJ7
14020
7450000
PRN
SOLE
7450000
0
0
CHART INDS INC NOTE 2.000% 8/0
NOTE
16115QAC4
8413
5500000
PRN
SOLE
5500000
0
0
GILEAD SCIENCES INC NOTE 1.000% 5/0
NOTE
375558AN3
3317
1000000
PRN
SOLE
1000000
0
0
GILEAD SCIENCES INC NOTE 1.625% 5/0
NOTE
375558AP8
16451
5000000
PRN
SOLE
5000000
0
0
GOLDCORP INC NEW NOTE 2.000% 8/0
NOTE
380956AB8
6952
7000000
PRN
SOLE
7000000
0
0
HOLOGIC INC FRNT 4.000%12/1
NOTE
436440AG6
3645
3500000
PRN
SOLE
3500000
0
0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1
NOTE
595017AB0
6038
3500000
PRN
SOLE
3500000
0
0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0
NOTE
595112AW3
8111
3500000
PRN
SOLE
3500000
0
0
PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1
NOTE
74348TAC6
1137
1100000
PRN
SOLE
1100000
0
0
RESOURCE CAP CORP NOTE 6.000%12/0
NOTE
76120WAA2
997
1000000
PRN
SOLE
1000000
0
0
RYLAND GROUP INC NOTE 1.625% 5/1
NOTE
783764AQ6
6056
4000000
PRN
SOLE
4000000
0
0
SANDISK CORP NOTE 1.500% 8/1
NOTE
80004CAD3
9495
6500000
PRN
SOLE
6500000
0
0
SEACOR HOLDINGS INC NOTE 2.500%12/1
NOTE
811904AM3
5474
4500000
PRN
SOLE
4500000
0
0
STARWOOD PPTY TR INC NOTE 4.550% 3/0
NOTE
85571BAA3
4932
4500000
PRN
SOLE
4500000
0
0
TELEFLEX INC NOTE 3.875% 8/0
NOTE
879369AA4
3916
2500000
PRN
SOLE
2500000
0
0
TESLA MTRS INC NOTE 1.500% 6/0
NOTE
88160RAA9
4119
3000000
PRN
SOLE
3000000
0
0