0001010549-12-001084.txt : 20121016 0001010549-12-001084.hdr.sgml : 20121016 20121016121316 ACCESSION NUMBER: 0001010549-12-001084 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121016 DATE AS OF CHANGE: 20121016 EFFECTIVENESS DATE: 20121016 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: 121145698 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 tdsec13f093012.txt TD SECURITIES (USA) LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2012 Check here if Amendment [ ]: Amendment Number _______ This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: TD Securities (USA) LLC Address: 31 West 52nd Street New York, New York 10019 Form 13F File Number: 28-11451 This institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Peter Stroud Title: Vice President & Director Phone: 212-827-7508 Signature, Place, and Date of Signing: /S/ Peter Stroud New York, NY October 16, 2012 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: 521 Form 13F Information Table Value Total: $ 3,158,246 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name ------------------------------------------------------------------------------------------------------------------------------------ TITLE OF SH INVESTMENT VOTING AUTHORITY Name of Issuer CLASS CUSIPS Value Shares PRN DISCRETION SOLE SHARED NONE ---- -- ------ ----- ------ ----- ------ --- ---------- ---- ------ ---- ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM COM 88579Y101 13,821 149,546 sh sole 149,546 ABBOTT LABS COM COM 002824100 25,296 368,955 sh sole 368,955 ABERCROMBIE & FITCH CO CL A COM 002896207 659 19,419 sh sole 19,419 ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 10,451 149,234 sh sole 149,234 ACE LTD SHS COM H0023R105 6,028 79,741 sh sole 79,741 ADOBE SYS INC COM COM 00724F101 3,753 115,608 sh sole 115,608 ADVANCED MICRO DEVICES INC COM COM 007903107 477 141,400 sh sole 141,400 AES CORP COM COM 00130H105 1,601 145,958 sh sole 145,958 AETNA INC NEW COM COM 00817Y108 3,111 78,562 sh sole 78,562 AFLAC INC COM COM 001055102 5,271 110,080 sh sole 110,080 AGILENT TECHNOLOGIES INC COM COM 00846U101 3,149 81,909 sh sole 81,909 AGL RES INC COM COM 001204106 1,130 27,615 sh sole 27,615 AIR PRODS & CHEMS INC COM COM 009158106 4,117 49,785 sh sole 49,785 AIRGAS INC COM COM 009363102 1,341 16,291 sh sole 16,291 AKAMAI TECHNOLOGIES INC COM COM 00971T101 1,595 41,689 sh sole 41,689 ALCOA INC COM COM 013817101 2,220 250,838 sh sole 250,838 ALEXION PHARMACEUTICALS INC COM COM 015351109 5,192 45,384 sh sole 45,384 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 804 25,193 sh sole 25,193 ALLERGAN INC COM COM 018490102 6,621 72,297 sh sole 72,297 ALLSTATE CORP COM COM 020002101 4,516 114,008 sh sole 114,008 ALPHA NATURAL RESOURCES INC COM COM 02076X102 340 51,812 sh sole 51,812 ALTERA CORP COM COM 021441100 2,556 75,205 sh sole 75,205 ALTRIA GROUP INC COM COM 02209S103 15,958 477,926 sh sole 477,926 AMAZON COM INC COM COM 023135106 21,625 85,030 sh sole 85,030 AMEREN CORP COM COM 023608102 1,863 57,028 sh sole 57,028 AMERICAN ELEC PWR INC COM COM 025537101 5,009 114,001 sh sole 114,001 AMERICAN EXPRESS CO COM COM 025816109 13,185 231,883 sh sole 231,883 AMERICAN INTL GROUP INC COM NEW COM 026874784 8,990 274,180 sh sole 274,180 AMERICAN TOWER CORP NEW COM COM 03027X100 6,632 92,896 sh sole 92,896 AMERIPRISE FINL INC COM COM 03076C106 2,808 49,534 sh sole 49,534 AMERISOURCEBERGEN CORP COM COM 03073E105 2,290 59,146 sh sole 59,146 AMGEN INC COM COM 031162100 15,279 181,199 sh sole 181,199 AMPHENOL CORP NEW CL A COM 032095101 2,228 37,847 sh sole 37,847 ANADARKO PETE CORP COM COM 032511107 8,215 117,486 sh sole 117,486 ANALOG DEVICES INC COM COM 032654105 2,754 70,275 sh sole 70,275 AON PLC SHS CL A ADDED COM G0408V102 3,964 75,806 sh sole 75,806 APACHE CORP COM COM 037411105 7,952 91,961 sh sole 91,961 APARTMENT INVT & MGMT CO CL A COM 03748R101 890 34,231 sh sole 34,231 APOLLO GROUP INC CL A COM 037604105 690 23,738 sh sole 23,738 APPLE INC COM COM 037833100 147,051 220,381 sh sole 220,381 APPLIED MATLS INC COM COM 038222105 3,248 290,901 sh sole 290,901 ARCHER DANIELS MIDLAND CO COM COM 039483102 4,209 154,845 sh sole 154,845 ASSURANT INC COM COM 04621X108 712 19,076 sh sole 19,076 AT&T INC COM COM 00206R102 51,132 1,356,286 sh sole 1,356,286 AUTODESK INC COM COM 052769106 1,780 53,337 sh sole 53,337 AUTOMATIC DATA PROCESSING IN COM COM 053015103 6,681 113,899 sh sole 113,899 AUTONATION INC COM COM 05329W102 396 9,064 sh sole 9,064 AUTOZONE INC COM COM 053332102 3,252 8,798 sh sole 8,798 AVALONBAY CMNTYS INC COM COM 053484101 3,099 22,790 sh sole 22,790 AVERY DENNISON CORP COM COM 053611109 759 23,843 sh sole 23,843 AVON PRODS INC COM COM 054303102 1,621 101,599 sh sole 101,599 BAKER HUGHES INC COM COM 057224107 4,673 103,327 sh sole 103,327 BALL CORP COM COM 058498106 1,540 36,396 sh sole 36,396 BANK OF AMERICA CORPORATION COM COM 060505104 22,373 2,533,715 sh sole 2,533,715 BANK OF NEW YORK MELLON CORP COM COM 064058100 6,282 277,733 sh sole 277,733 BARD C R INC COM COM 067383109 1,916 18,312 sh sole 18,312 BAXTER INTL INC COM COM 071813109 7,752 128,648 sh sole 128,648 BB&T CORP COM COM 054937107 5,450 164,355 sh sole 164,355 BEAM INC COM COM 073730103 2,140 37,193 sh sole 37,193 BECTON DICKINSON & CO COM COM 075887109 3,684 46,897 sh sole 46,897 BED BATH & BEYOND INC COM COM 075896100 3,438 54,569 sh sole 54,569 BEMIS INC COM COM 081437105 764 24,270 sh sole 24,270 BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 38,026 431,132 sh sole 431,132 BEST BUY INC COM COM 086516101 1,075 62,515 sh sole 62,515 BIG LOTS INC COM COM 089302103 415 14,015 sh sole 14,015 BIOGEN IDEC INC COM COM 09062X103 8,293 55,569 sh sole 55,569 BLACKROCK INC COM COM 09247X101 5,356 30,041 sh sole 30,041 BLOCK H & R INC COM COM 093671105 1,104 63,699 sh sole 63,699 BMC SOFTWARE INC COM COM 055921100 1,431 34,491 sh sole 34,491 BOEING CO COM COM 097023105 11,075 159,080 sh sole 159,080 BORGWARNER INC COM COM 099724106 1,859 26,904 sh sole 26,904 BOSTON PROPERTIES INC COM COM 101121101 3,922 35,455 sh sole 35,455 BOSTON SCIENTIFIC CORP COM COM 101137107 1,915 333,606 sh sole 333,606 BRISTOL MYERS SQUIBB CO COM COM 110122108 13,323 394,755 sh sole 394,755 BROADCOM CORP CL A COM 111320107 4,182 120,925 sh sole 120,925 BROWN FORMAN CORP CL B COM 115637209 2,322 35,590 sh sole 35,590 C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 2,223 37,973 sh sole 37,973 CA INC COM COM 12673P105 2,074 80,513 sh sole 80,513 CABLEVISION SYS CORP CL A NY CABLVS COM 12686C109 804 50,715 sh sole 50,715 CABOT OIL & GAS CORP COM COM 127097103 2,217 49,383 sh sole 49,383 CAMERON INTERNATIONAL CORP COM COM 13342B105 3,246 57,886 sh sole 57,886 CAMPBELL SOUP CO COM COM 134429109 1,474 42,333 sh sole 42,333 CAPITAL ONE FINL CORP COM COM 14040H105 7,787 136,582 sh sole 136,582 CARDINAL HEALTH INC COM COM 14149Y108 3,124 80,174 sh sole 80,174 CAREFUSION CORP COM COM 14170T101 1,481 52,174 sh sole 52,174 CARMAX INC COM COM 143130102 1,519 53,670 sh sole 53,670 CARNIVAL CORP PAIRED CTF COM 143658300 3,831 105,127 sh sole 105,127 CATERPILLAR INC DEL COM COM 149123101 13,215 153,588 sh sole 153,588 CBRE GROUP INC CL A COM 12504L109 1,307 70,982 sh sole 70,982 CBS CORP NEW CL B COM 124857202 5,084 139,926 sh sole 139,926 CELGENE CORP COM COM 151020104 7,749 101,433 sh sole 101,433 CENTERPOINT ENERGY INC COM COM 15189T107 2,140 100,473 sh sole 100,473 CENTURYLINK INC COM COM 156700106 5,914 146,385 sh sole 146,385 CERNER CORP COM COM 156782104 2,649 34,220 sh sole 34,220 CF INDS HLDGS INC COM COM 125269100 3,276 14,742 sh sole 14,742 CHESAPEAKE ENERGY CORP COM COM 165167107 2,303 122,024 sh sole 122,024 CHEVRON CORP NEW COM COM 166764100 53,772 461,326 sh sole 461,326 CHIPOTLE MEXICAN GRILL INC COM COM 169656105 2,362 7,437 sh sole 7,437 CHUBB CORP COM COM 171232101 4,766 62,484 sh sole 62,484 CIGNA CORPORATION COM COM 125509109 3,198 67,801 sh sole 67,801 CINCINNATI FINL CORP COM COM 172062101 1,303 34,378 sh sole 34,378 CINTAS CORP COM COM 172908105 1,048 25,290 sh sole 25,290 CISCO SYS INC COM COM 17275R102 23,743 1,243,721 sh sole 1,243,721 CITIGROUP INC COM NEW COM 172967424 22,558 689,427 sh sole 689,427 CITRIX SYS INC COM COM 177376100 3,367 43,975 sh sole 43,975 CLIFFS NATURAL RESOURCES INC COM COM 18683K101 1,310 33,486 sh sole 33,486 CLOROX CO DEL COM COM 189054109 2,197 30,490 sh sole 30,490 CME GROUP INC COM COM 12572Q105 4,622 80,669 sh sole 80,669 CMS ENERGY CORP COM COM 125896100 1,467 62,303 sh sole 62,303 COACH INC COM COM 189754104 3,757 67,063 sh sole 67,063 COCA COLA CO COM COM 191216100 34,524 910,202 sh sole 910,202 COCA COLA ENTERPRISES INC NE COM COM 19122T109 2,035 65,072 sh sole 65,072 COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 4,907 70,187 sh sole 70,187 COLGATE PALMOLIVE CO COM COM 194162103 11,236 104,793 sh sole 104,793 COMCAST CORP NEW CL A COM 20030N101 22,503 629,109 sh sole 629,109 COMERICA INC COM COM 200340107 1,413 45,497 sh sole 45,497 COMPUTER SCIENCES CORP COM COM 205363104 1,176 36,511 sh sole 36,511 CONAGRA FOODS INC COM COM 205887102 2,634 95,466 sh sole 95,466 CONOCOPHILLIPS COM COM 20825C104 16,327 285,533 sh sole 285,533 CONSOL ENERGY INC COM COM 20854P109 1,608 53,525 sh sole 53,525 CONSOLIDATED EDISON INC COM COM 209115104 4,123 68,847 sh sole 68,847 CONSTELLATION BRANDS INC CL A COM 21036P108 1,120 34,616 sh sole 34,616 COOPER INDUSTRIES PLC SHS COM G24140108 2,822 37,600 sh sole 37,600 CORNING INC COM COM 219350105 4,604 350,077 sh sole 350,077 COSTCO WHSL CORP NEW COM COM 22160K105 10,176 101,630 sh sole 101,630 COVENTRY HEALTH CARE INC COM COM 222862104 1,312 31,461 sh sole 31,461 COVIDIEN PLC SHS COM G2554F113 6,708 112,884 sh sole 112,884 CROWN CASTLE INTL CORP COM COM 228227104 4,416 68,885 sh sole 68,885 CSX CORP COM COM 126408103 5,074 244,512 sh sole 244,512 CUMMINS INC COM COM 231021106 3,839 41,631 sh sole 41,631 CVS CAREMARK CORPORATION COM COM 126650100 14,483 299,105 sh sole 299,105 DANAHER CORP DEL COM COM 235851102 7,574 137,340 sh sole 137,340 DARDEN RESTAURANTS INC COM COM 237194105 1,680 30,133 sh sole 30,133 DAVITA INC COM COM 23918K108 2,072 20,000 sh sole 20,000 DEAN FOODS CO NEW COM COM 242370104 711 43,468 sh sole 43,468 DEERE & CO COM COM 244199105 7,595 92,077 sh sole 92,077 DELL INC COM COM 24702R101 3,378 342,571 sh sole 342,571 DENBURY RES INC COM NEW COM 247916208 1,486 91,956 sh sole 91,956 DENTSPLY INTL INC NEW COM COM 249030107 1,272 33,343 sh sole 33,343 DEVON ENERGY CORP NEW COM COM 25179M103 5,351 88,451 sh sole 88,451 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 1,075 16,337 sh sole 16,337 DISCOVER FINL SVCS COM COM 254709108 4,809 121,047 sh sole 121,047 DISCOVERY COMMUNICATNS NEW COM SER A COM 25470F104 3,465 58,110 sh sole 58,110 DISNEY WALT CO COM DISNEY COM 254687106 22,053 421,827 sh sole 421,827 DOLLAR TREE INC COM COM 256746108 2,614 54,139 sh sole 54,139 DOMINION RES INC VA NEW COM COM 25746U109 7,137 134,813 sh sole 134,813 DONNELLEY R R & SONS CO COM COM 257867101 449 42,379 sh sole 42,379 DOVER CORP COM COM 260003108 2,557 42,985 sh sole 42,985 DOW CHEM CO COM COM 260543103 8,156 281,640 sh sole 281,640 DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 2,204 49,489 sh sole 49,489 DTE ENERGY CO COM COM 233331107 2,420 40,379 sh sole 40,379 DU PONT E I DE NEMOURS & CO COM COM 263534109 10,996 218,731 sh sole 218,731 DUKE ENERGY CORP NEW COM COM 26441C204 10,728 165,562 sh sole 165,562 DUN & BRADSTREET CORP DEL NE COM COM 26483E100 840 10,555 sh sole 10,555 E TRADE FINANCIAL CORP COM NEW COM 269246401 532 60,388 sh sole 60,388 EASTMAN CHEM CO COM COM 277432100 2,051 35,970 sh sole 35,970 EATON CORP COM COM 278058102 3,750 79,357 sh sole 79,357 EBAY INC COM COM 278642103 13,200 272,679 sh sole 272,679 ECOLAB INC COM COM 278865100 4,012 61,898 sh sole 61,898 EDISON INTL COM COM 281020107 3,500 76,602 sh sole 76,602 EDWARDS LIFESCIENCES CORP COM COM 28176E108 2,919 27,191 sh sole 27,191 ELECTRONIC ARTS INC COM COM 285512109 950 74,853 sh sole 74,853 EMERSON ELEC CO COM COM 291011104 8,255 171,014 sh sole 171,014 ENSCO PLC SHS CLASS A ADDED COM G3157S106 2,976 54,540 sh sole 54,540 ENTERGY CORP NEW COM COM 29364G103 2,889 41,692 sh sole 41,692 EOG RES INC COM COM 26875P101 7,113 63,479 sh sole 63,479 EQT CORP COM COM 26884L109 2,074 35,154 sh sole 35,154 EQUIFAX INC COM COM 294429105 1,313 28,180 sh sole 28,180 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 4,072 70,778 sh sole 70,778 EXELON CORP COM COM 30161N101 7,140 200,678 sh sole 200,678 EXPEDIA INC DEL COM NEW COM 30212P303 1,274 22,034 sh sole 22,034 EXPEDITORS INTL WASH INC COM COM 302130109 1,799 49,486 sh sole 49,486 EXPRESS SCRIPTS HLDG CO COM ADDED COM 30219G108 11,946 190,613 sh sole 190,613 EXXON MOBIL CORP COM COM 30231G102 99,240 1,085,183 sh sole 1,085,183 F M C CORP COM NEW COM 302491303 1,787 32,273 sh sole 32,273 F5 NETWORKS INC COM COM 315616102 1,946 18,586 sh sole 18,586 FAMILY DLR STORES INC COM COM 307000109 1,512 22,812 sh sole 22,812 FASTENAL CO COM COM 311900104 2,723 63,345 sh sole 63,345 FEDERATED INVS INC PA CL B COM 314211103 456 22,046 sh sole 22,046 FEDEX CORP COM COM 31428X106 5,810 68,662 sh sole 68,662 FIDELITY NATL INFORMATION SV COM COM 31620M106 1,838 58,872 sh sole 58,872 FIFTH THIRD BANCORP COM COM 316773100 3,350 216,000 sh sole 216,000 FIRST HORIZON NATL CORP COM COM 320517105 563 58,498 sh sole 58,498 FIRST SOLAR INC COM COM 336433107 312 14,090 sh sole 14,090 FIRSTENERGY CORP COM COM 337932107 4,336 98,312 sh sole 98,312 FISERV INC COM COM 337738108 2,361 31,889 sh sole 31,889 FLIR SYS INC COM COM 302445101 710 35,529 sh sole 35,529 FLOWSERVE CORP COM COM 34354P105 1,533 12,004 sh sole 12,004 FLUOR CORP NEW COM COM 343412102 2,210 39,267 sh sole 39,267 FMC TECHNOLOGIES INC COM COM 30249U101 2,595 56,054 sh sole 56,054 FORD MTR CO DEL COM PAR $0.01 COM 345370860 8,841 896,696 sh sole 896,696 FOREST LABS INC COM COM 345838106 1,957 54,956 sh sole 54,956 FOSSIL INC COM COM 349882100 1,089 12,858 sh sole 12,858 FRANKLIN RES INC COM COM 354613101 4,065 32,498 sh sole 32,498 FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 8,834 223,190 sh sole 223,190 FRONTIER COMMUNICATIONS CORP COM COM 35906A108 1,150 234,757 sh sole 234,757 GAMESTOP CORP NEW CL A COM 36467W109 609 29,018 sh sole 29,018 GANNETT INC COM COM 364730101 966 54,421 sh sole 54,421 GAP INC DEL COM COM 364760108 2,508 70,088 sh sole 70,088 GENERAL DYNAMICS CORP COM COM 369550108 5,156 77,975 sh sole 77,975 GENERAL ELECTRIC CO COM COM 369604103 56,375 2,482,382 sh sole 2,482,382 GENERAL MLS INC COM COM 370334104 6,074 152,425 sh sole 152,425 GENUINE PARTS CO COM COM 372460105 2,225 36,452 sh sole 36,452 GENWORTH FINL INC COM CL A COM 37247D106 604 115,573 sh sole 115,573 GOLDMAN SACHS GROUP INC COM COM 38141G104 12,044 105,943 sh sole 105,943 GOODYEAR TIRE & RUBR CO COM COM 382550101 701 57,527 sh sole 57,527 GOOGLE INC CL A COM 38259P508 46,990 62,279 sh sole 62,279 GRAINGER W W INC COM COM 384802104 2,940 14,111 sh sole 14,111 HALLIBURTON CO COM COM 406216101 7,349 218,135 sh sole 218,135 HARLEY DAVIDSON INC COM COM 412822108 2,271 53,594 sh sole 53,594 HARMAN INTL INDS INC COM COM 413086109 728 15,772 sh sole 15,772 HARRIS CORP DEL COM COM 413875105 1,364 26,634 sh sole 26,634 HARTFORD FINL SVCS GROUP INC COM COM 416515104 1,991 102,443 sh sole 102,443 HASBRO INC COM COM 418056107 1,040 27,240 sh sole 27,240 HCP INC COM COM 40414L109 4,492 100,984 sh sole 100,984 HEALTH CARE REIT INC COM COM 42217K106 3,455 59,828 sh sole 59,828 HEINZ H J CO COM COM 423074103 4,212 75,286 sh sole 75,286 HELMERICH & PAYNE INC COM COM 423452101 1,183 24,851 sh sole 24,851 HERSHEY CO COM COM 427866108 2,527 35,643 sh sole 35,643 HESS CORP COM COM 42809H107 3,753 69,854 sh sole 69,854 HEWLETT PACKARD CO COM COM 428236103 7,886 462,241 sh sole 462,241 HOME DEPOT INC COM COM 437076102 21,396 354,421 sh sole 354,421 HONEYWELL INTL INC COM COM 438516106 10,965 183,523 sh sole 183,523 HORMEL FOODS CORP COM COM 440452100 922 31,517 sh sole 31,517 HOSPIRA INC COM COM 441060100 1,274 38,829 sh sole 38,829 HOST HOTELS & RESORTS INC COM COM 44107P104 2,726 169,874 sh sole 169,874 HUDSON CITY BANCORP COM COM 443683107 889 111,734 sh sole 111,734 HUMANA INC COM COM 444859102 2,668 38,034 sh sole 38,034 HUNTINGTON BANCSHARES INC COM COM 446150104 1,392 201,801 sh sole 201,801 ILLINOIS TOOL WKS INC COM COM 452308109 6,030 101,404 sh sole 101,404 INGERSOLL-RAND PLC SHS COM G47791101 3,021 67,406 sh sole 67,406 INTEGRYS ENERGY GROUP INC COM COM 45822P105 955 18,299 sh sole 18,299 INTEL CORP COM COM 458140100 26,676 1,176,195 sh sole 1,176,195 INTERCONTINENTALEXCHANGE INC COM COM 45865V100 2,280 17,093 sh sole 17,093 INTERNATIONAL BUSINESS MACHS COM COM 459200101 52,394 252,562 sh sole 252,562 INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 1,140 19,137 sh sole 19,137 INTERNATIONAL GAME TECHNOLOG COM COM 459902102 822 62,807 sh sole 62,807 INTERPUBLIC GROUP COS INC COM COM 460690100 1,143 102,781 sh sole 102,781 INTL PAPER CO COM COM 460146103 3,735 102,834 sh sole 102,834 INTUIT COM COM 461202103 3,822 64,911 sh sole 64,911 INTUITIVE SURGICAL INC COM NEW COM 46120E602 4,659 9,401 sh sole 9,401 INVESCO LTD SHS COM G491BT108 2,616 104,666 sh sole 104,666 IRON MTN INC COM COM 462846106 1,212 35,527 sh sole 35,527 JABIL CIRCUIT INC COM COM 466313103 823 43,981 sh sole 43,981 JACOBS ENGR GROUP INC DEL COM COM 469814107 1,232 30,463 sh sole 30,463 JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 675 54,508 sh sole 54,508 JOHNSON & JOHNSON COM COM 478160104 44,666 648,178 sh sole 648,178 JOHNSON CTLS INC COM COM 478366107 4,406 160,797 sh sole 160,797 JOY GLOBAL INC COM COM 481165108 1,396 24,899 sh sole 24,899 JPMORGAN CHASE & CO COM COM 46625H100 36,152 893,094 sh sole 893,094 JUNIPER NETWORKS INC COM COM 48203R104 2,118 123,813 sh sole 123,813 KELLOGG CO COM COM 487836108 2,998 58,030 sh sole 58,030 KEYCORP NEW COM COM 493267108 1,939 221,821 sh sole 221,821 KIMBERLY CLARK CORP COM COM 494368103 7,963 92,827 sh sole 92,827 KIMCO RLTY CORP COM COM 49446R109 1,940 95,693 sh sole 95,693 KINDER MORGAN INC DEL COM COM 49456B101 4,764 134,109 sh sole 134,109 KLA-TENCOR CORP COM COM 482480100 1,868 39,151 sh sole 39,151 KOHLS CORP COM COM 500255104 2,597 50,706 sh sole 50,706 KRAFT FOODS INC CL A COM 50075N104 17,252 417,215 sh sole 417,215 KROGER CO COM COM 501044101 3,015 128,071 sh sole 128,071 L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 1,592 22,198 sh sole 22,198 LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 2,083 22,530 sh sole 22,530 LAM RESEARCH CORP COM COM 512807108 1,362 42,856 sh sole 42,856 LAUDER ESTEE COS INC CL A COM 518439104 3,475 56,446 sh sole 56,446 LEGG MASON INC COM COM 524901105 698 28,266 sh sole 28,266 LEGGETT & PLATT INC COM COM 524660107 828 33,037 sh sole 33,037 LEUCADIA NATL CORP COM COM 527288104 1,059 46,565 sh sole 46,565 LIFE TECHNOLOGIES CORP COM COM 53217V109 2,014 41,211 sh sole 41,211 LILLY ELI & CO COM COM 532457108 11,382 240,068 sh sole 240,068 LIMITED BRANDS INC COM COM 532716107 2,763 56,097 sh sole 56,097 LINCOLN NATL CORP IND COM COM 534187109 1,588 65,635 sh sole 65,635 LINEAR TECHNOLOGY CORP COM COM 535678106 1,724 54,124 sh sole 54,124 LOCKHEED MARTIN CORP COM COM 539830109 5,913 63,324 sh sole 63,324 LOEWS CORP COM COM 540424108 3,031 73,461 sh sole 73,461 LORILLARD INC COM COM 544147101 3,576 30,707 sh sole 30,707 LOWES COS INC COM COM 548661107 8,109 268,166 sh sole 268,166 LSI CORPORATION COM COM 502161102 906 131,068 sh sole 131,068 LYONDELLBASELL INDUSTRIES N SHS - A - COM N53745100 4,119 79,735 sh sole 79,735 M & T BK CORP COM COM 55261F104 2,694 28,306 sh sole 28,306 MACYS INC COM COM 55616P104 3,560 94,632 sh sole 94,632 MARATHON OIL CORP COM COM 565849106 4,901 165,747 sh sole 165,747 MARATHON PETE CORP COM COM 56585A102 4,342 79,537 sh sole 79,537 MARRIOTT INTL INC NEW CL A COM 571903202 2,314 59,178 sh sole 59,178 MARSH & MCLENNAN COS INC COM COM 571748102 4,341 127,947 sh sole 127,947 MASCO CORP COM COM 574599106 1,263 83,938 sh sole 83,938 MASTERCARD INC CL A COM 57636Q104 11,392 25,232 sh sole 25,232 MATTEL INC COM COM 577081102 2,842 80,114 sh sole 80,114 MCCORMICK & CO INC COM NON VTG COM 579780206 1,935 31,187 sh sole 31,187 MCDONALDS CORP COM COM 580135101 21,749 237,047 sh sole 237,047 MCGRAW HILL COS INC COM COM 580645109 3,595 65,859 sh sole 65,859 MCKESSON CORP COM COM 58155Q103 4,773 55,482 sh sole 55,482 MEAD JOHNSON NUTRITION CO COM COM 582839106 3,510 47,901 sh sole 47,901 MEADWESTVACO CORP COM COM 583334107 1,249 40,817 sh sole 40,817 MEDTRONIC INC COM COM 585055106 10,342 239,841 sh sole 239,841 MERCK & CO INC NEW COM COM 58933Y105 32,293 716,038 sh sole 716,038 METLIFE INC COM COM 59156R108 8,605 249,723 sh sole 249,723 METROPCS COMMUNICATIONS INC COM COM 591708102 870 74,322 sh sole 74,322 MICROCHIP TECHNOLOGY INC COM COM 595017104 1,491 45,547 sh sole 45,547 MICRON TECHNOLOGY INC COM COM 595112103 1,432 239,210 sh sole 239,210 MICROSOFT CORP COM COM 594918104 52,826 1,773,884 sh sole 1,773,884 MOLEX INC COM COM 608554101 851 32,370 sh sole 32,370 MOLSON COORS BREWING CO CL B COM 60871R209 1,648 36,584 sh sole 36,584 MONSANTO CO NEW COM COM 61166W101 11,404 125,291 sh sole 125,291 MONSTER BEVERAGE CORP COM COM 611740101 1,954 36,078 sh sole 36,078 MOODYS CORP COM COM 615369105 2,008 45,472 sh sole 45,472 MORGAN STANLEY COM NEW COM 617446448 5,442 325,105 sh sole 325,105 MOSAIC CO NEW COM COM 61945C103 3,745 65,001 sh sole 65,001 MOTOROLA SOLUTIONS INC COM NEW COM 620076307 3,403 67,311 sh sole 67,311 MURPHY OIL CORP COM COM 626717102 2,330 43,392 sh sole 43,392 MYLAN INC COM COM 628530107 2,328 95,418 sh sole 95,418 NABORS INDUSTRIES LTD SHS COM G6359F103 958 68,282 sh sole 68,282 NASDAQ OMX GROUP INC COM COM 631103108 649 27,867 sh sole 27,867 NATIONAL OILWELL VARCO INC COM COM 637071101 8,032 100,265 sh sole 100,265 NETAPP INC COM COM 64110D104 1,378 41,918 sh sole 41,918 NETFLIX INC COM COM 64110L106 711 13,058 sh sole 13,058 NEWELL RUBBERMAID INC COM COM 651229106 1,296 67,913 sh sole 67,913 NEWFIELD EXPL CO COM COM 651290108 994 31,752 sh sole 31,752 NEWMONT MINING CORP COM COM 651639106 4,686 83,660 sh sole 83,660 NEWS CORP CL A COM 65248E104 11,741 478,638 sh sole 478,638 NEXTERA ENERGY INC COM COM 65339F101 6,991 99,402 sh sole 99,402 NIKE INC CL B COM 654106103 8,205 86,451 sh sole 86,451 NISOURCE INC COM COM 65473P105 1,707 66,991 sh sole 66,991 NOBLE CORPORATION BAAR NAMEN -AKT COM H5833N103 2,125 59,395 sh sole 59,395 NOBLE ENERGY INC COM COM 655044105 3,877 41,823 sh sole 41,823 NORDSTROM INC COM COM 655664100 1,983 35,928 sh sole 35,928 NORFOLK SOUTHERN CORP COM COM 655844108 4,779 75,102 sh sole 75,102 NORTHEAST UTILS COM COM 664397106 2,821 73,791 sh sole 73,791 NORTHERN TR CORP COM COM 665859104 2,389 51,470 sh sole 51,470 NORTHROP GRUMMAN CORP COM COM 666807102 3,861 58,126 sh sole 58,126 NRG ENERGY INC COM NEW COM 629377508 1,146 53,580 sh sole 53,580 NUCOR CORP COM COM 670346105 2,856 74,652 sh sole 74,652 NVIDIA CORP COM COM 67066G104 1,943 145,648 sh sole 145,648 NYSE EURONEXT COM COM 629491101 1,426 57,854 sh sole 57,854 O REILLY AUTOMOTIVE INC NEW COM COM 67103H107 2,339 27,969 sh sole 27,969 OCCIDENTAL PETE CORP DEL COM COM 674599105 16,386 190,406 sh sole 190,406 OMNICOM GROUP INC COM COM 681919106 3,221 62,465 sh sole 62,465 ONEOK INC NEW COM COM 682680103 2,328 48,193 sh sole 48,193 ORACLE CORP COM COM 68389X105 28,195 895,365 sh sole 895,365 OWENS ILL INC COM NEW COM 690768403 728 38,818 sh sole 38,818 PACCAR INC COM COM 693718108 3,326 83,092 sh sole 83,092 PALL CORP COM COM 696429307 1,734 27,317 sh sole 27,317 PARKER HANNIFIN CORP COM COM 701094104 2,935 35,115 sh sole 35,115 PATTERSON COMPANIES INC COM COM 703395103 685 19,995 sh sole 19,995 PAYCHEX INC COM COM 704326107 2,527 75,921 sh sole 75,921 PEABODY ENERGY CORP COM COM 704549104 1,406 63,084 sh sole 63,084 PENNEY J C INC COM COM 708160106 813 33,463 sh sole 33,463 PEOPLES UNITED FINANCIAL INC COM COM 712704105 1,003 82,594 sh sole 82,594 PEPCO HOLDINGS INC COM COM 713291102 1,017 53,808 sh sole 53,808 PEPSICO INC COM COM 713448108 25,893 365,873 sh sole 365,873 PERKINELMER INC COM COM 714046109 790 26,808 sh sole 26,808 PERRIGO CO COM COM 714290103 2,401 20,669 sh sole 20,669 PFIZER INC COM COM 717081103 43,639 1,756,107 sh sole 1,756,107 PG&E CORP COM COM 69331C108 4,279 100,276 sh sole 100,276 PHILIP MORRIS INTL INC COM COM 718172109 35,645 396,320 sh sole 396,320 PHILLIPS 66 COM ADDED COM 718546104 6,835 147,405 sh sole 147,405 PINNACLE WEST CAP CORP COM COM 723484101 1,360 25,763 sh sole 25,763 PIONEER NAT RES CO COM COM 723787107 3,019 28,916 sh sole 28,916 PITNEY BOWES INC COM COM 724479100 652 47,176 sh sole 47,176 PLUM CREEK TIMBER CO INC COM COM 729251108 1,665 37,985 sh sole 37,985 PNC FINL SVCS GROUP INC COM COM 693475105 7,853 124,459 sh sole 124,459 PPG INDS INC COM COM 693506107 4,124 35,911 sh sole 35,911 PPL CORP COM COM 69351T106 3,965 136,494 sh sole 136,494 PRAXAIR INC COM COM 74005P104 7,281 70,086 sh sole 70,086 PRECISION CASTPARTS CORP COM COM 740189105 5,583 34,181 sh sole 34,181 PRICE T ROWE GROUP INC COM COM 74144T108 3,777 59,671 sh sole 59,671 PRICELINE COM INC COM NEW COM 741503403 7,244 11,708 sh sole 11,708 PRINCIPAL FINL GROUP INC COM COM 74251V102 1,757 65,221 sh sole 65,221 PROCTER & GAMBLE CO COM COM 742718109 44,914 647,546 sh sole 647,546 PROGRESSIVE CORP OHIO COM COM 743315103 2,733 131,765 sh sole 131,765 PROLOGIS INC COM COM 74340W103 3,795 108,325 sh sole 108,325 PRUDENTIAL FINL INC COM COM 744320102 5,973 109,575 sh sole 109,575 PUBLIC STORAGE COM COM 74460D109 4,713 33,863 sh sole 33,863 PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 3,827 118,936 sh sole 118,936 PULTE GROUP INC COM COM 745867101 1,230 79,384 sh sole 79,384 QEP RES INC COM COM 74733V100 1,324 41,808 sh sole 41,808 QUALCOMM INC COM COM 747525103 25,025 400,458 sh sole 400,458 QUANTA SVCS INC COM COM 74762E102 1,238 50,110 sh sole 50,110 QUEST 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TIME WARNER INC COM NEW COM 887317303 10,113 223,107 sh sole 223,107 TITANIUM METALS CORP COM NEW COM 888339207 222 17,290 sh sole 17,290 TJX COS INC NEW COM COM 872540109 7,752 173,074 sh sole 173,074 TORCHMARK CORP COM COM 891027104 1,152 22,441 sh sole 22,441 TOTAL SYS SVCS INC COM COM 891906109 902 38,041 sh sole 38,041 TRAVELERS COMPANIES INC COM COM 89417E109 6,185 90,613 sh sole 90,613 TRIPADVISOR INC COM COM 896945201 849 25,776 sh sole 25,776 TYCO INTERNATIONAL LTD SHS COM H89128104 2,988 108,118 sh sole 108,118 TYSON FOODS INC CL A COM 902494103 1,090 68,067 sh sole 68,067 UNION PAC CORP COM COM 907818108 13,215 111,333 sh sole 111,333 UNITED PARCEL SERVICE INC CL B COM 911312106 12,094 168,988 sh sole 168,988 UNITED STATES STL CORP NEW COM COM 912909108 647 33,905 sh sole 33,905 UNITED TECHNOLOGIES CORP COM COM 913017109 15,439 197,206 sh sole 197,206 UNITEDHEALTH GROUP INC COM COM 91324P102 13,453 242,797 sh sole 242,797 UNUM GROUP COM COM 91529Y106 1,266 65,844 sh sole 65,844 URBAN OUTFITTERS INC COM COM 917047102 964 25,661 sh sole 25,661 US BANCORP DEL COM NEW COM 902973304 15,284 445,597 sh sole 445,597 V F CORP COM COM 918204108 3,295 20,675 sh sole 20,675 VALERO ENERGY CORP NEW COM COM 91913Y100 4,109 129,695 sh sole 129,695 VARIAN MED SYS INC COM COM 92220P105 1,570 26,024 sh sole 26,024 VENTAS INC COM COM 92276F100 4,323 69,446 sh sole 69,446 VERISIGN INC COM COM 92343E102 1,791 36,785 sh sole 36,785 VERIZON COMMUNICATIONS INC COM COM 92343V104 30,522 669,782 sh sole 669,782 VIACOM INC NEW CL B COM 92553P201 5,964 111,285 sh sole 111,285 VISA INC COM CL A COM 92826C839 16,501 122,886 sh sole 122,886 VORNADO RLTY TR SH BEN INT COM 929042109 3,224 39,774 sh sole 39,774 VULCAN MATLS CO COM COM 929160109 1,439 30,433 sh sole 30,433 WALGREEN CO COM COM 931422109 7,343 201,504 sh sole 201,504 WAL-MART STORES INC COM COM 931142103 29,162 395,153 sh sole 395,153 WASHINGTON POST CO CL B COM 939640108 381 1,049 sh sole 1,049 WASTE MGMT INC DEL COM COM 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18,685 sh sole 18,685 XCEL ENERGY INC COM COM 98389B100 3,177 114,644 sh sole 114,644 XEROX CORP COM COM 984121103 2,256 307,348 sh sole 307,348 XILINX INC COM COM 983919101 2,058 61,597 sh sole 61,597 XL GROUP PLC SHS COM G98290102 1,727 71,866 sh sole 71,866 XYLEM INC COM COM 98419M100 1,097 43,622 sh sole 43,622 YAHOO INC COM COM 984332106 3,915 245,049 sh sole 245,049 YUM BRANDS INC COM COM 988498101 7,109 107,162 sh sole 107,162 ZIMMER HLDGS INC COM COM 98956P102 2,776 41,056 sh sole 41,056 ZIONS BANCORPORATION COM COM 989701107 894 43,290 sh sole 43,290 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 NOTE 007903AL1 1,108 1,100,000 prn sole 1,100,000 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 NOTE 018581AD0 4,515 2,500,000 prn sole 2,500,000 ANIXTER INTL INC NOTE 1.000% 2/1 NOTE 035290AJ4 4,295 4,000,000 prn sole 4,000,000 ANNALY CAP MGMT INC NOTE 5.000% 5/1 ADDED NOTE 035710AB8 2,030 2,000,000 prn sole 2,000,000 CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 NOTE 127387AJ7 5,298 3,000,000 prn sole 3,000,000 D R HORTON INC NOTE 2.000% 5/1 NOTE 23331ABB4 3,258 2,000,000 prn sole 2,000,000 E M C CORP MASS NOTE 1.750%12/0 NOTE 268648AM4 20,631 2,067,000 prn sole 12,067,000 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 NOTE 369300AD0 2,375 2,400,000 prn sole 2,400,000 GILEAD SCIENCES INC NOTE 0.625% 5/0 NOTE 375558AH6 18,158 10,500,000 prn sole 10,500,000 GILEAD SCIENCES INC NOTE 1.625% 5/0 NOTE 375558AP8 11,659 7,500,000 prn sole 7,500,000 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 NOTE 410768AE5 2,993 3,000,000 prn sole 3,000,000 HOLOGIC INC FRNT 2.000%12/1 NOTE 436440AA9 4,433 4,500,000 prn sole 4,500,000 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 NOTE 459902AQ5 3,109 3,000,000 prn sole 3,000,000 KINROSS GOLD CORP NOTE 1.750% 3/1 NOTE 496902AD9 2,483 2,500,000 prn sole 2,500,000 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 NOTE 502413AW7 4,968 5,000,000 prn sole 5,000,000 NETAPP INC NOTE 1.750% 6/0 NOTE 64110DAB0 2,838 2,500,000 prn sole 2,500,000 NEWMONT MINING CORP NOTE 1.250% 7/1 NOTE 651639AH9 2,693 2,000,000 prn sole 2,000,000 OMNICARE INC DBCV 3.250%12/1 NOTE 681904AL2 2,447 2,500,000 prn sole 2,500,000 PROLOGIS NOTE 1.875%11/1 NOTE 74340XAR2 7,582 7,620,000 prn sole 7,620,000 PROLOGIS NOTE 2.625% 5/1 NOTE 74340XAS0 4,000 4,000,000 prn sole 4,000,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 NOTE 75508AAB2 14,840 10,921,000 prn sole 10,921,000 SANDISK CORP NOTE 1.000% 5/1 NOTE 80004CAC5 4,701 4,760,000 prn sole 4,760,000 SBA COMMUNICATIONS CORP NOTE 4.000%10/0 NOTE 78388JAM8 8,454 4,000,000 prn sole 4,000,000 TELEFLEX INC NOTE 3.875% 8/0 NOTE 879369AA4 3,736 3,000,000 prn sole 3,000,000 TRANSOCEAN INC NOTE 1.500%12/1 NOTE 893830AW9 24,632 4,793,000 prn sole 24,793,000 VERTEX PHARMACEUTICALS INC NOTE 3.350%10/0 NOTE 92532FAN0 2,571 2,000,000 prn sole 2,000,000 TRANSOCEAN LTD PUT COM H8817H100 1122 25000 PUT sole 25,000