0001010549-13-000047.txt : 20130204
0001010549-13-000047.hdr.sgml : 20130204
20130204130553
ACCESSION NUMBER: 0001010549-13-000047
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130204
DATE AS OF CHANGE: 20130204
EFFECTIVENESS DATE: 20130204
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: 13569084
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
tds13f123112.txt
TD SECURITIES (USA) LLC
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: Nancy Haraf
Title: Vice President & Director
Phone: 212-827-7504
Signature, Place, and Date of Signing:
/S/ Nancy Haraf New York, NY January 30, 2013
[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: 555
Form 13F Information Table Value Total: $ 3,413,845
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 Value SH INVESTMENT VOTING AUTHORITY
Name of Issuer CLASS CUSIPS (x$1000) Shares PRN DISCRETION SOLE SHARED NONE
---- -- ------ ----- ------ ----- ------ --- ---------- ---- ------ ----
--------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 14,765 159,017 SH SOLE 159,017
ABBOTT LABS COM 002824100 12,374 394,833 SH SOLE 394,833
ABBVIE INC COM 00287Y109 13,487 394,833 SH SOLE 394,833
ABERCROMBIE & FITCH CO COM 002896207 953 19,865 SH SOLE 19,865
ACCENTURE PLC IRELAND COM G1151C101 10,607 159,502 SH SOLE 159,502
ACE LTD COM H0023R105 6,774 84,884 SH SOLE 84,884
ADOBE SYS INC COM 00724F101 4,660 123,668 SH SOLE 123,668
ADVANCED MICRO DEVICES INC COM 007903107 363 151,160 SH SOLE 151,160
AES CORP COM 00130H105 1,650 154,242 SH SOLE 154,242
AETNA INC NEW COM 00817Y108 3,870 83,578 SH SOLE 83,578
AFLAC INC COM 001055102 6,222 117,129 SH SOLE 117,129
AGILENT TECHNOLOGIES INC COM 00846U101 3,564 87,044 SH SOLE 87,044
AGL RES INC COM 001204106 1,176 29,425 SH SOLE 29,425
AIR PRODS & CHEMS INC COM 009158106 4,467 53,169 SH SOLE 53,169
AIRGAS INC COM 009363102 1,602 17,553 SH SOLE 17,553
AKAMAI TECHNOLOGIES INC COM 00971T101 1,813 44,327 SH SOLE 44,327
ALCOA INC COM 013817101 2,314 266,571 SH SOLE 266,571
ALEXION PHARMACEUTICALS INC COM 015351109 4,554 48,540 SH SOLE 48,540
ALLEGHENY TECHNOLOGIES INC COM 01741R102 814 26,807 SH SOLE 26,807
ALLERGAN INC COM 018490102 7,047 76,823 SH SOLE 76,823
ALLSTATE CORP COM 020002101 4,834 120,340 SH SOLE 120,340
ALTERA CORP COM 021441100 2,758 80,074 SH SOLE 80,074
ALTRIA GROUP INC COM 02209S103 15,894 505,863 SH SOLE 505,863
AMAZON COM INC COM 023135106 22,730 90,507 SH SOLE 90,507
AMEREN CORP COM 023608102 1,862 60,617 SH SOLE 60,617
AMERICAN ELEC PWR INC COM 025537101 5,173 121,208 SH SOLE 121,208
AMERICAN EXPRESS CO COM 025816109 13,979 243,193 SH SOLE 243,193
AMERICAN INTL GROUP INC COM 026874784 13,018 368,770 SH SOLE 368,770
AMERICAN TOWER CORP NEW COM 03027X100 7,631 98,758 SH SOLE 98,758
AMERIPRISE FINL INC COM 03076C106 3,220 51,411 SH SOLE 51,411
AMERISOURCEBERGEN CORP COM 03073E105 2,540 58,828 SH SOLE 58,828
AMGEN INC COM 031162100 16,546 191,683 SH SOLE 191,683
AMPHENOL CORP NEW COM 032095101 2,592 40,060 SH SOLE 40,060
ANADARKO PETE CORP COM 032511107 9,276 124,830 SH SOLE 124,830
ANALOG DEVICES INC COM 032654105 3,166 75,269 SH SOLE 75,269
AON PLC COM G0408V102 4,426 79,599 SH SOLE 79,599
APACHE CORP COM 037411105 7,673 97,747 SH SOLE 97,747
APARTMENT INVT & MGMT CO COM 03748R101 984 36,349 SH SOLE 36,349
APOLLO GROUP INC COM 037604105 523 24,992 SH SOLE 24,992
APPLE INC COM 037833100 125,254 234,984 SH SOLE 234,984
APPLIED MATLS INC COM 038222105 3,422 299,161 SH SOLE 299,161
ARCHER DANIELS MIDLAND CO COM 039483102 4,506 164,504 SH SOLE 164,504
ASSURANT INC COM 04621X108 682 19,661 SH SOLE 19,661
AT&T INC COM 00206R102 47,828 1,418,819 SH SOLE 1,418,819
AUTODESK INC COM 052769106 1,984 56,137 SH SOLE 56,137
AUTOMATIC DATA PROCESSING IN COM 053015103 6,913 121,262 SH SOLE 121,262
AUTONATION INC COM 05329W102 387 9,737 SH SOLE 9,737
AUTOZONE INC COM 053332102 3,272 9,233 SH SOLE 9,233
AVALONBAY CMNTYS INC COM 053484101 3,874 28,573 SH SOLE 28,573
AVERY DENNISON CORP COM 053611109 869 24,884 SH SOLE 24,884
AVON PRODS INC COM 054303102 1,550 107,941 SH SOLE 107,941
BAKER HUGHES INC COM 057224107 4,485 109,827 SH SOLE 109,827
BALL CORP COM 058498106 1,720 38,432 SH SOLE 38,432
BANK COM 064058100 7,502 291,908 SH SOLE 291,908
BANK OF AMERICA CORPORATION COM 060505104 31,230 2,692,261 SH SOLE 2,692,261
BARD C R INC COM 067383109 1,869 19,126 SH SOLE 19,126
BAXTER INTL INC COM 071813109 9,148 137,230 SH SOLE 137,230
BB&T CORP COM 054937107 5,087 174,766 SH SOLE 174,766
BEAM INC COM 073730103 2,428 39,747 SH SOLE 39,747
BECTON DICKINSON & CO COM 075887109 3,847 49,197 SH SOLE 49,197
BED BATH & BEYOND INC COM 075896100 3,201 57,250 SH SOLE 57,250
BEMIS INC COM 081437105 864 25,807 SH SOLE 25,807
BERKSHIRE HATHAWAY INC DEL COM 084670702 40,870 455,629 SH SOLE 455,629
BEST BUY INC COM 086516101 791 66,712 SH SOLE 66,712
BIG LOTS INC COM 089302103 411 14,454 SH SOLE 14,454
BIOGEN IDEC INC COM 09062X103 8,668 59,096 SH SOLE 59,096
BLACKROCK INC COM 09247X101 6,477 31,336 SH SOLE 31,336
BLOCK H & R INC COM 093671105 1,259 67,775 SH SOLE 67,775
BMC SOFTWARE INC COM 055921100 1,412 35,613 SH SOLE 35,613
BOEING CO COM 097023105 12,775 169,521 SH SOLE 169,521
BORGWARNER INC COM 099724106 2,093 29,227 SH SOLE 29,227
BOSTON PROPERTIES INC COM 101121101 3,987 37,678 SH SOLE 37,678
BOSTON SCIENTIFIC CORP COM 101137107 1,965 342,956 SH SOLE 342,956
BRISTOL MYERS SQUIBB CO COM 110122108 13,438 412,321 SH SOLE 412,321
BROADCOM CORP COM 111320107 4,304 129,613 SH SOLE 129,613
BROWN FORMAN CORP COM 115637209 2,395 37,865 SH SOLE 37,865
C H ROBINSON WORLDWIDE INC COM 12541W209 2,545 40,263 SH SOLE 40,263
CA INC COM 12673P105 1,841 83,743 SH SOLE 83,743
CABLEVISION SYS CORP COM 12686C109 805 53,909 SH SOLE 53,909
CABOT OIL & GAS CORP COM 127097103 2,607 52,411 SH SOLE 52,411
CAMERON INTERNATIONAL CORP COM 13342B105 3,480 61,630 SH SOLE 61,630
CAMPBELL SOUP CO COM 134429109 1,562 44,764 SH SOLE 44,764
CAPITAL ONE FINL CORP COM 14040H105 8,417 145,299 SH SOLE 145,299
CARDINAL HEALTH INC COM 14149Y108 3,495 84,876 SH SOLE 84,876
CAREFUSION CORP COM 14170T101 1,584 55,433 SH SOLE 55,433
CARMAX INC COM 143130102 2,146 57,158 SH SOLE 57,158
CARNIVAL CORP COM 143658300 4,095 111,370 SH SOLE 111,370
CATERPILLAR INC DEL COM 149123101 14,632 163,339 SH SOLE 163,339
CBRE GROUP INC COM 12504L109 1,500 75,371 SH SOLE 75,371
CBS CORP NEW COM 124857202 5,616 147,601 SH SOLE 147,601
CELGENE CORP COM 151020104 8,317 105,651 SH SOLE 105,651
CENTERPOINT ENERGY INC COM 15189T107 2,055 106,774 SH SOLE 106,774
CENTURYLINK INC COM 156700106 6,100 155,939 SH SOLE 155,939
CERNER CORP COM 156782104 2,827 36,417 SH SOLE 36,417
CF INDS HLDGS INC COM 125269100 3,190 15,702 SH SOLE 15,702
CHESAPEAKE ENERGY CORP COM 165167107 2,152 129,506 SH SOLE 129,506
CHEVRON CORP NEW COM 166764100 52,869 488,895 SH SOLE 488,895
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,342 7,875 SH SOLE 7,875
CHUBB CORP COM 171232101 4,928 65,424 SH SOLE 65,424
CIGNA CORPORATION COM 125509109 3,818 71,418 SH SOLE 71,418
CINCINNATI FINL CORP COM 172062101 1,432 36,578 SH SOLE 36,578
CINTAS CORP COM 172908105 1,084 26,513 SH SOLE 26,513
CISCO SYS INC COM 17275R102 26,060 1,326,211 SH SOLE 1,326,211
CITIGROUP INC COM 172967424 28,979 732,526 SH SOLE 732,526
CITRIX SYS INC COM 177376100 3,066 46,633 SH SOLE 46,633
CLIFFS NATURAL RESOURCES INC COM 18683K101 1,373 35,602 SH SOLE 35,602
CLOROX CO DEL COM 189054109 2,386 32,592 SH SOLE 32,592
CME GROUP INC COM 12572Q105 3,885 76,608 SH SOLE 76,608
CME GROUP INC COM 12572Q105 444 8,750 SH SOLE 8,750
CMS ENERGY CORP COM 125896100 1,607 65,912 SH SOLE 65,912
COACH INC COM 189754104 3,934 70,873 SH SOLE 70,873
COCA COLA CO COM 191216100 34,927 963,499 SH SOLE 963,499
COCA COLA ENTERPRISES INC NE COM 19122T109 2,139 67,405 SH SOLE 67,405
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 5,553 74,991 SH SOLE 74,991
COLGATE PALMOLIVE CO COM 194162103 11,597 110,937 SH SOLE 110,937
COMCAST CORP NEW COM 20030N101 24,812 663,765 SH SOLE 663,765
COMERICA INC COM 200340107 1,442 47,539 SH SOLE 47,539
COMPUTER SCIENCES CORP COM 205363104 1,555 38,814 SH SOLE 38,814
CONAGRA FOODS INC COM 205887102 3,003 101,804 SH SOLE 101,804
CONOCOPHILLIPS COM 20825C104 17,583 303,215 SH SOLE 303,215
CONSOL ENERGY INC COM 20854P109 1,826 56,892 SH SOLE 56,892
CONSOLIDATED EDISON INC COM 209115104 4,064 73,164 SH SOLE 73,164
CONSTELLATION BRANDS INC COM 21036P108 1,339 37,837 SH SOLE 37,837
CORNING INC COM 219350105 4,659 369,156 SH SOLE 369,156
COSTCO WHSL CORP NEW COM 22160K105 10,669 108,023 SH SOLE 108,023
COVENTRY HEALTH CARE INC COM 222862104 1,506 33,595 SH SOLE 33,595
COVIDIEN PLC COM G2554F113 6,828 118,258 SH SOLE 118,258
CROWN CASTLE INTL CORP COM 228227104 5,284 73,232 SH SOLE 73,232
CSX CORP COM 126408103 5,083 257,623 SH SOLE 257,623
CUMMINS INC COM 231021106 4,785 44,158 SH SOLE 44,158
CVS CAREMARK CORPORATION COM 126650100 15,057 311,421 SH SOLE 311,421
D R HORTON INC COM 23331A109 1,380 69,751 SH SOLE 69,751
DANAHER CORP DEL COM 235851102 8,125 145,341 SH SOLE 145,341
DARDEN RESTAURANTS INC COM 237194105 1,448 32,128 SH SOLE 32,128
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,315 20,942 SH SOLE 20,942
DEAN FOODS CO NEW COM 242370104 764 46,280 SH SOLE 46,280
DEERE & CO COM 244199105 8,455 97,838 SH SOLE 97,838
DELL INC COM 24702R101 3,693 364,514 SH SOLE 364,514
DELPHI AUTOMOTIVE PLC COM G27823106 2,822 73,769 SH SOLE 73,769
DENBURY RES INC COM 247916208 1,566 96,663 SH SOLE 96,663
DENTSPLY INTL INC NEW COM 249030107 1,404 35,447 SH SOLE 35,447
DEVON ENERGY CORP NEW COM 25179M103 4,896 94,075 SH SOLE 94,075
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,180 17,367 SH SOLE 17,367
DIRECTV COM 25490A309 7,570 150,916 SH SOLE 150,916
DISCOVER FINL SVCS COM 254709108 4,861 126,088 SH SOLE 126,088
DISCOVERY COMMUNICATNS NEW COM 25470F104 3,787 59,655 SH SOLE 59,655
DISNEY WALT CO COM 254687106 22,040 442,657 SH SOLE 442,657
DOLLAR GEN CORP NEW COM 256677105 2,892 65,599 SH SOLE 65,599
DOLLAR TREE INC COM 256746108 2,302 56,755 SH SOLE 56,755
DOMINION RES INC VA NEW COM 25746U109 7,435 143,531 SH SOLE 143,531
DOVER CORP COM 260003108 2,938 44,715 SH SOLE 44,715
DOW CHEM CO COM 260543103 9,682 299,556 SH SOLE 299,556
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,296 51,979 SH SOLE 51,979
DTE COM 233331107 2,581 42,979 SH SOLE 42,979
DU PONT E I DE NEMOURS & CO COM 263534109 10,475 232,922 SH SOLE 232,922
DUKE ENERGY CORP NEW COM 26441C204 11,224 175,924 SH SOLE 175,924
DUN & BRADSTREET CORP DEL NE COM 26483E100 876 11,134 SH SOLE 11,134
E M C CORP MASS COM 268648102 13,313 526,222 SH SOLE 526,222
E TRADE FINANCIAL CORP COM 269246401 576 64,312 SH SOLE 64,312
EASTMAN CHEM CO COM 277432100 2,607 38,316 SH SOLE 38,316
EATON CORP PLC COM G29183103 6,252 115,345 SH SOLE 115,345
EBAY INC COM 278642103 14,842 290,909 SH SOLE 290,909
ECOLAB INC COM 278865100 4,734 65,843 SH SOLE 65,843
EDISON INTL COM 281020107 3,678 81,384 SH SOLE 81,384
EDWARDS LIFESCIENCES CORP COM 28176E108 2,599 28,819 SH SOLE 28,819
ELECTRONIC ARTS INC COM 285512109 1,107 76,210 SH SOLE 76,210
EMERSON ELEC CO COM 291011104 9,580 180,891 SH SOLE 180,891
ENSCO PLC COM G3157S106 3,440 58,027 SH SOLE 58,027
ENTERGY CORP NEW COM 29364G103 2,830 44,390 SH SOLE 44,390
EOG RES INC COM 26875P101 8,172 67,657 SH SOLE 67,657
EQT CORP COM 26884L109 2,205 37,380 SH SOLE 37,380
EQUIFAX INC COM 294429105 1,617 29,878 SH SOLE 29,878
EQUITY RESIDENTIAL COM 29476L107 4,555 80,372 SH SOLE 80,372
EXELON CORP COM 30161N101 6,346 213,386 SH SOLE 213,386
EXPEDIA INC DEL COM 30212P303 1,428 23,245 SH SOLE 23,245
EXPEDITORS INTL WASH INC COM 302130109 2,065 52,206 SH SOLE 52,206
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,012 203,926 SH SOLE 203,926
EXXON MOBIL CORP COM 30231G102 98,571 1,138,892 SH SOLE 1,138,892
F M C CORP COM 302491303 2,009 34,324 SH SOLE 34,324
F5 NETWORKS INC COM 315616102 1,918 19,743 SH SOLE 19,743
FAMILY DLR STORES INC COM 307000109 1,518 23,936 SH SOLE 23,936
FASTENAL CO COM 311900104 3,145 67,364 SH SOLE 67,364
FEDEX CORP COM 31428X106 6,692 72,961 SH SOLE 72,961
FIDELITY NATL INFORMATION SV COM 31620M106 2,167 62,247 SH SOLE 62,247
FIFTH THIRD BANCORP COM 316773100 3,405 224,170 SH SOLE 224,170
FIRST COM 320517105 612 61,730 SH SOLE 61,730
FIRST SOLAR INC COM 336433107 463 15,009 SH SOLE 15,009
FIRSTENERGY CORP COM 337932107 4,363 104,473 SH SOLE 104,473
FISERV INC COM 337738108 2,636 33,349 SH SOLE 33,349
FLIR SYS INC COM 302445101 836 37,479 SH SOLE 37,479
FLOWSERVE CORP COM 34354P105 1,833 12,487 SH SOLE 12,487
FLUOR CORP NEW COM 343412102 2,443 41,592 SH SOLE 41,592
FMC TECHNOLOGIES INC COM 30249U101 2,544 59,386 SH SOLE 59,386
FORD MTR CO DEL COM 345370860 12,333 952,362 SH SOLE 952,362
FOREST LABS INC COM 345838106 2,065 58,479 SH SOLE 58,479
FOSSIL INC COM 349882100 1,256 13,490 SH SOLE 13,490
FRANKLIN RES INC COM 354613101 4,333 34,467 SH SOLE 34,467
FREEPORT-MCMORAN COPPER & GO COM 35671D857 8,110 237,123 SH SOLE 237,123
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,067 249,405 SH SOLE 249,405
GAMESTOP CORP NEW COM 36467W109 760 30,275 SH SOLE 30,275
GANNETT INC COM 364730101 1,034 57,391 SH SOLE 57,391
GAP INC DEL COM 364760108 2,305 74,246 SH SOLE 74,246
GARMIN LTD COM H2906T109 1,113 27,273 SH SOLE 27,273
GENERAL COM 369604103 54,981 2,619,379 SH SOLE 2,619,379
GENERAL DYNAMICS CORP COM 369550108 5,742 82,893 SH SOLE 82,893
GENERAL MLS INC COM 370334104 6,513 161,181 SH SOLE 161,181
GENUINE PARTS CO COM 372460105 2,464 38,757 SH SOLE 38,757
GENWORTH FINL INC COM 37247D106 923 122,859 SH SOLE 122,859
GILEAD SCIENCES INC COM 375558103 13,900 189,247 SH SOLE 189,247
GOLDMAN SACHS GROUP INC COM 38141G104 14,076 110,348 SH SOLE 110,348
GOODYEAR TIRE & RUBR CO COM 382550101 845 61,192 SH SOLE 61,192
GOOGLE INC COM 38259P508 47,166 66,490 SH SOLE 66,490
GRAINGER W W INC COM 384802104 3,020 14,921 SH SOLE 14,921
HALLIBURTON CO COM 406216101 8,042 231,813 SH SOLE 231,813
HARLEY DAVIDSON INC COM 412822108 2,760 56,509 SH SOLE 56,509
HARMAN INTL INDS INC COM 413086109 756 16,946 SH SOLE 16,946
HARRIS CORP DEL COM 413875105 1,388 28,357 SH SOLE 28,357
HARTFORD FINL SVCS GROUP INC COM 416515104 2,446 108,990 SH SOLE 108,990
HASBRO INC COM 418056107 1,037 28,892 SH SOLE 28,892
HCP INC COM 40414L109 5,102 112,930 SH SOLE 112,930
HEALTH CARE REIT INC COM 42217K106 3,976 64,864 SH SOLE 64,864
HEINZ H J CO COM 423074103 4,620 80,094 SH SOLE 80,094
HELMERICH & PAYNE INC COM 423452101 1,479 26,408 SH SOLE 26,408
HERSHEY CO COM 427866108 2,698 37,364 SH SOLE 37,364
HESS CORP COM 42809H107 3,931 74,224 SH SOLE 74,224
HEWLETT PACKARD CO COM 428236103 6,999 491,137 SH SOLE 491,137
HOME DEPOT INC COM 437076102 23,099 373,474 SH SOLE 373,474
HONEYWELL INTL INC COM 438516106 12,420 195,685 SH SOLE 195,685
HORMEL FOODS CORP COM 440452100 1,045 33,491 SH SOLE 33,491
HOSPIRA INC COM 441060100 1,289 41,264 SH SOLE 41,264
HOST HOTELS & RESORTS INC COM 44107P104 2,837 181,037 SH SOLE 181,037
HUDSON CITY BANCORP COM 443683107 965 118,752 SH SOLE 118,752
HUMANA INC COM 444859102 2,712 39,515 SH SOLE 39,515
HUNTINGTON BANCSHARES INC COM 446150104 1,365 213,692 SH SOLE 213,692
ILLINOIS TOOL WKS INC COM 452308109 6,476 106,499 SH SOLE 106,499
INGERSOLL-RAND PLC COM G47791101 3,353 69,916 SH SOLE 69,916
INTEGRYS ENERGY GROUP INC COM 45822P105 1,017 19,470 SH SOLE 19,470
INTEL CORP COM 458140100 25,642 1,242,953 SH SOLE 1,242,953
INTERCONTINENTALEXCHANGE INC COM 45865V100 2,250 18,172 SH SOLE 18,172
INTERNATIONAL BUSINESS MACHS COM 459200101 50,819 265,303 SH SOLE 265,303
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,356 20,383 SH SOLE 20,383
INTERNATIONAL GAME TECHNOLOG COM 459902102 942 66,476 SH SOLE 66,476
INTERPUBLIC GROUP COS INC COM 460690100 1,187 107,756 SH SOLE 107,756
INTL PAPER CO COM 460146103 4,370 109,687 SH SOLE 109,687
INTUIT COM 461202103 4,136 69,505 SH SOLE 69,505
INTUITIVE SURGICAL INC COM 46120E602 4,868 9,928 SH SOLE 9,928
INVESCO LTD COM G491BT108 2,894 110,916 SH SOLE 110,916
IRON MTN INC COM 462846106 1,294 41,663 SH SOLE 41,663
JABIL CIRCUIT INC COM 466313103 902 46,735 SH SOLE 46,735
JACOBS ENGR GROUP INC DEL COM 469814107 1,383 32,498 SH SOLE 32,498
JDS UNIPHASE CORP COM 46612J507 791 58,444 SH SOLE 58,444
JOHNSON & JOHNSON COM 478160104 48,525 692,227 SH SOLE 692,227
JOHNSON CTLS INC COM 478366107 5,244 170,805 SH SOLE 170,805
JOY GLOBAL INC COM 481165108 1,687 26,444 SH SOLE 26,444
JPMORGAN CHASE & CO COM 46625H100 41,752 949,555 SH SOLE 949,555
JUNIPER NETWORKS INC COM 48203R104 2,533 128,784 SH SOLE 128,784
KELLOGG CO COM 487836108 3,450 61,772 SH SOLE 61,772
KEYCORP NEW COM 493267108 1,964 233,223 SH SOLE 233,223
KIMBERLY CLARK CORP COM 494368103 8,253 97,747 SH SOLE 97,747
KIMCO RLTY CORP COM 49446R109 1,967 101,825 SH SOLE 101,825
KINDER MORGAN INC DEL COM 49456B101 5,581 157,959 SH SOLE 157,959
KLA-TENCOR CORP COM 482480100 1,986 41,593 SH SOLE 41,593
KOHLS CORP COM 500255104 2,272 52,853 SH SOLE 52,853
KRAFT FOODS GROUP INC COM 50076Q106 6,729 147,978 SH SOLE 147,978
KROGER CO COM 501044101 3,339 128,341 SH SOLE 128,341
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,801 23,504 SH SOLE 23,504
LABORATORY CORP AMER HLDGS COM 50540R409 2,047 23,633 SH SOLE 23,633
LAM RESEARCH CORP COM 512807108 1,547 42,805 SH SOLE 42,805
LAUDER ESTEE COS INC COM 518439104 3,589 59,963 SH SOLE 59,963
LEGG MASON INC COM 524901105 753 29,292 SH SOLE 29,292
LEGGETT & PLATT INC COM 524660107 961 35,292 SH SOLE 35,292
LENNAR CORP COM 526057104 1,586 41,011 SH SOLE 41,011
LEUCADIA NATL CORP COM 527288104 1,177 49,493 SH SOLE 49,493
LIFE TECHNOLOGIES CORP COM 53217V109 2,109 42,976 SH SOLE 42,976
LILLY ELI & CO COM 532457108 12,581 255,094 SH SOLE 255,094
LIMITED BRANDS INC COM 532716107 2,814 59,792 SH SOLE 59,792
LINCOLN NATL CORP IND COM 534187109 1,779 68,703 SH SOLE 68,703
LINEAR TECHNOLOGY CORP COM 535678106 1,982 57,794 SH SOLE 57,794
LOCKHEED MARTIN CORP COM 539830109 6,191 67,087 SH SOLE 67,087
LOEWS CORP COM 540424108 3,165 77,677 SH SOLE 77,677
LORILLARD INC COM 544147101 3,772 32,328 SH SOLE 32,328
LOWES COS INC COM 548661107 9,978 280,926 SH SOLE 280,926
LSI CORPORATION COM 502161102 979 138,232 SH SOLE 138,232
LYONDELLBASELL INDUSTRIES N COM N53745100 5,413 94,823 SH SOLE 94,823
M & T BK CORP COM 55261F104 2,991 30,377 SH SOLE 30,377
MACYS INC COM 55616P104 3,853 98,739 SH SOLE 98,739
MARATHON OIL CORP COM 565849106 5,410 176,462 SH SOLE 176,462
MARATHON PETE CORP COM 56585A102 5,338 84,734 SH SOLE 84,734
MARRIOTT INTL INC NEW COM 571903202 2,292 61,488 SH SOLE 61,488
MARSH & MCLENNAN COS INC COM 571748102 4,687 135,979 SH SOLE 135,979
MASCO CORP COM 574599106 1,486 89,210 SH SOLE 89,210
MASTERCARD INC COM 57636Q104 13,117 26,700 SH SOLE 26,700
MATTEL INC COM 577081102 3,139 85,717 SH SOLE 85,717
MCCORMICK & CO INC COM 579780206 2,103 33,100 SH SOLE 33,100
MCDONALDS CORP COM 580135101 22,122 250,785 SH SOLE 250,785
MCGRAW HILL COS INC COM 580645109 3,792 69,364 SH SOLE 69,364
MCKESSON CORP COM 58155Q103 5,717 58,963 SH SOLE 58,963
MEAD JOHNSON NUTRITION CO COM 582839106 3,341 50,705 SH SOLE 50,705
MEADWESTVACO CORP COM 583334107 1,392 43,670 SH SOLE 43,670
MEDTRONIC INC COM 585055106 10,363 252,626 SH SOLE 252,626
MERCK & CO INC NEW COM 58933Y105 31,089 759,390 SH SOLE 759,390
METLIFE INC COM 59156R108 8,978 272,541 SH SOLE 272,541
METROPCS COMMUNICATIONS INC COM 591708102 787 79,126 SH SOLE 79,126
MICROCHIP TECHNOLOGY INC COM 595017104 1,584 48,616 SH SOLE 48,616
MICRON TECHNOLOGY INC COM 595112103 1,614 254,186 SH SOLE 254,186
MICROSOFT CORP COM 594918104 50,577 1,892,132 SH SOLE 1,892,132
MOLEX INC COM 608554101 943 34,508 SH SOLE 34,508
MOLSON COORS BREWING CO COM 60871R209 1,666 38,927 SH SOLE 38,927
MONDELEZ INTL INC COM 609207105 11,306 443,902 SH SOLE 443,902
MONSANTO CO NEW COM 61166W101 12,640 133,544 SH SOLE 133,544
MONSTER BEVERAGE CORP COM 611740101 1,969 37,236 SH SOLE 37,236
MOODYS CORP COM 615369105 2,437 48,433 SH SOLE 48,433
MORGAN STANLEY COM 617446448 6,600 345,213 SH SOLE 345,213
MOSAIC CO NEW COM 61945C103 3,914 69,119 SH SOLE 69,119
MOTOROLA SOLUTIONS INC COM 620076307 3,902 70,072 SH SOLE 70,072
MURPHY OIL CORP COM 626717102 2,746 46,114 SH SOLE 46,114
MYLAN INC COM 628530107 2,798 101,803 SH SOLE 101,803
NABORS INDUSTRIES LTD COM G6359F103 1,048 72,530 SH SOLE 72,530
NASDAQ OMX GROUP INC COM 631103108 731 29,243 SH SOLE 29,243
NATIONAL COM 637071101 7,289 106,646 SH SOLE 106,646
NETAPP INC COM 64110D104 3,002 89,492 SH SOLE 89,492
NETFLIX INC COM 64110L106 1,287 13,874 SH SOLE 13,874
NEWELL RUBBERMAID INC COM 651229106 1,600 71,846 SH SOLE 71,846
NEWFIELD EXPL CO COM 651290108 905 33,787 SH SOLE 33,787
NEWMONT MINING CORP COM 651639106 5,758 123,997 SH SOLE 123,997
NEWS CORP COM 65248E104 12,864 503,661 SH SOLE 503,661
NEXTERA ENERGY INC COM 65339F101 7,314 105,704 SH SOLE 105,704
NIKE INC COM 654106103 9,408 182,324 SH SOLE 182,324
NISOURCE INC COM 65473P105 1,926 77,372 SH SOLE 77,372
NOBLE CORPORATION BAAR COM H5833N103 2,198 63,123 SH SOLE 63,123
NOBLE ENERGY INC COM 655044105 4,520 44,428 SH SOLE 44,428
NORDSTROM INC COM 655664100 2,032 37,987 SH SOLE 37,987
NORFOLK SOUTHERN CORP COM 655844108 4,882 78,953 SH SOLE 78,953
NORTHEAST UTILS COM 664397106 3,064 78,412 SH SOLE 78,412
NORTHERN TR CORP COM 665859104 2,734 54,510 SH SOLE 54,510
NORTHROP GRUMMAN CORP COM 666807102 4,143 61,307 SH SOLE 61,307
NRG ENERGY INC COM 629377508 1,851 80,502 SH SOLE 80,502
NUCOR CORP COM 670346105 3,426 79,333 SH SOLE 79,333
NVIDIA CORP COM 67066G104 1,918 156,079 SH SOLE 156,079
NYSE EURONEXT COM 629491101 1,915 60,704 SH SOLE 60,704
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,560 28,631 SH SOLE 28,631
OCCIDENTAL PETE CORP DEL COM 674599105 15,505 202,383 SH SOLE 202,383
OMNICOM GROUP INC COM 681919106 3,297 65,998 SH SOLE 65,998
ONEOK INC NEW COM 682680103 2,185 51,104 SH SOLE 51,104
ORACLE CORP COM 68389X105 31,285 938,925 SH SOLE 938,925
OWENS ILL INC COM 690768403 874 41,099 SH SOLE 41,099
PACCAR INC COM 693718108 3,987 88,179 SH SOLE 88,179
PALL CORP COM 696429307 1,672 27,748 SH SOLE 27,748
PARKER HANNIFIN CORP COM 701094104 3,169 37,257 SH SOLE 37,257
PATTERSON COMPANIES INC COM 703395103 715 20,900 SH SOLE 20,900
PAYCHEX INC COM 704326107 2,516 80,806 SH SOLE 80,806
PEABODY ENERGY CORP COM 704549104 1,784 67,041 SH SOLE 67,041
PENNEY J C INC COM 708160106 702 35,605 SH SOLE 35,605
PENTAIR LTD COM H6169Q108 2,582 52,539 SH SOLE 52,539
PEOPLES UNITED FINANCIAL INC COM 712704105 1,050 86,830 SH SOLE 86,830
PEPCO HOLDINGS INC COM 713291102 1,124 57,316 SH SOLE 57,316
PEPSICO INC COM 713448108 26,440 386,384 SH SOLE 386,384
PERKINELMER INC COM 714046109 910 28,668 SH SOLE 28,668
PERRIGO CO COM 714290103 2,293 22,037 SH SOLE 22,037
PETSMART INC COM 716768106 1,835 26,845 SH SOLE 26,845
PFIZER INC COM 717081103 46,125 1,839,108 SH SOLE 1,839,108
PG&E CORP COM 69331C108 4,315 107,401 SH SOLE 107,401
PHILIP MORRIS INTL INC COM 718172109 34,901 417,281 SH SOLE 417,281
PHILLIPS 66 COM 718546104 8,301 156,327 SH SOLE 156,327
PINNACLE WEST CAP CORP COM 723484101 1,397 27,396 SH SOLE 27,396
PIONEER NAT RES CO COM 723787107 3,281 30,785 SH SOLE 30,785
PITNEY BOWES INC COM 724479100 534 50,143 SH SOLE 50,143
PLUM CREEK TIMBER CO INC COM 729251108 1,791 40,355 SH SOLE 40,355
PNC FINL SVCS GROUP INC COM 693475105 7,704 132,115 SH SOLE 132,115
PPG INDS INC COM 693506107 5,186 38,312 SH SOLE 38,312
PPL CORP COM 69351T106 4,160 145,304 SH SOLE 145,304
PRAXAIR INC COM 74005P104 8,123 74,219 SH SOLE 74,219
PRECISION CASTPARTS CORP COM 740189105 6,885 36,348 SH SOLE 36,348
PRICE T ROWE GROUP INC COM 74144T108 4,146 63,655 SH SOLE 63,655
PRICELINE COM INC COM 741503403 7,740 12,459 SH SOLE 12,459
PRINCIPAL FINL GROUP INC COM 74251V102 1,966 68,931 SH SOLE 68,931
PROCTER & GAMBLE CO COM 742718109 46,368 682,991 SH SOLE 682,991
PROGRESSIVE CORP OHIO COM 743315103 2,932 138,979 SH SOLE 138,979
PROLOGIS INC COM 74340W103 4,201 115,140 SH SOLE 115,140
PRUDENTIAL FINL INC COM 744320102 6,181 115,898 SH SOLE 115,898
PUBLIC STORAGE COM 74460D109 5,222 36,025 SH SOLE 36,025
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,867 126,380 SH SOLE 126,380
PULTE GROUP INC COM 745867101 1,542 84,920 SH SOLE 84,920
QEP RES INC COM 74733V100 1,347 44,502 SH SOLE 44,502
QUALCOMM INC COM 747525103 26,399 425,649 SH SOLE 425,649
QUANTA SVCS INC COM 74762E102 1,453 53,243 SH SOLE 53,243
QUEST DIAGNOSTICS INC COM 74834L100 2,314 39,712 SH SOLE 39,712
RALPH LAUREN CORP COM 751212101 2,295 15,306 SH SOLE 15,306
RANGE RES CORP COM 75281A109 2,553 40,626 SH SOLE 40,626
RAYTHEON CO COM 755111507 4,742 82,392 SH SOLE 82,392
RED HAT INC COM 756577102 2,557 48,290 SH SOLE 48,290
REGIONS FINL CORP NEW COM 7591EP100 2,513 352,965 SH SOLE 352,965
REPUBLIC SVCS INC COM 760759100 2,191 74,700 SH SOLE 74,700
REYNOLDS AMERICAN INC COM 761713106 3,355 80,977 SH SOLE 80,977
ROBERT HALF INTL INC COM 770323103 1,119 35,163 SH SOLE 35,163
ROCKWELL AUTOMATION INC COM 773903109 2,923 34,801 SH SOLE 34,801
ROCKWELL COLLINS INC COM 774341101 2,037 35,017 SH SOLE 35,017
ROPER INDS INC NEW COM 776696106 2,740 24,577 SH SOLE 24,577
ROSS STORES INC COM 778296103 3,008 55,544 SH SOLE 55,544
ROWAN COMPANIES PLC COM G7665A101 970 31,015 SH SOLE 31,015
RYDER COM 783549108 638 12,776 SH SOLE 12,776
SAFEWAY INC COM 786514208 1,083 59,852 SH SOLE 59,852
SAIC INC COM 78390X101 802 70,888 SH SOLE 70,888
SALESFORCE COM INC COM 79466L302 5,486 32,633 SH SOLE 32,633
SANDISK CORP COM 80004C101 2,631 60,395 SH SOLE 60,395
SCANA CORP NEW COM 80589M102 1,503 32,928 SH SOLE 32,928
SCHLUMBERGER LTD COM 806857108 22,978 331,619 SH SOLE 331,619
SCHWAB COM 808513105 3,934 273,923 SH SOLE 273,923
SCRIPPS NETWORKS INTERACT IN COM 811065101 1,258 21,719 SH SOLE 21,719
SEAGATE TECHNOLOGY PLC COM G7945M107 2,558 83,928 SH SOLE 83,928
SEALED AIR CORP NEW COM 81211K100 851 48,594 SH SOLE 48,594
SEMPRA ENERGY COM 816851109 3,986 56,190 SH SOLE 56,190
SHERWIN WILLIAMS CO COM 824348106 3,289 21,380 SH SOLE 21,380
SIGMA ALDRICH CORP COM 826552101 2,211 30,052 SH SOLE 30,052
SIMON PPTY GROUP INC NEW COM 828806109 12,217 77,276 SH SOLE 77,276
SLM CORP COM 78442P106 1,977 115,439 SH SOLE 115,439
SMUCKER J M CO COM 832696405 2,337 27,101 SH SOLE 27,101
SNAP ON INC COM 833034101 1,150 14,555 SH SOLE 14,555
SOUTHERN CO COM 842587107 9,347 218,336 SH SOLE 218,336
SOUTHWEST AIRLS CO COM 844741108 1,888 184,334 SH SOLE 184,334
SOUTHWESTERN ENERGY CO COM 845467109 2,916 87,280 SH SOLE 87,280
SPDR S&P 500 ETF TR COM 78462F103 2,146 15,072 SH SOLE 15,072
SPECTRA ENERGY CORP COM 847560109 4,554 166,315 SH SOLE 166,315
SPRINT NEXTEL CORP COM 852061100 4,255 750,529 SH SOLE 750,529
ST JUDE MED INC COM 790849103 2,782 76,976 SH SOLE 76,976
STANLEY BLACK & DECKER INC COM 854502101 3,118 42,155 SH SOLE 42,155
STAPLES INC COM 855030102 1,919 168,339 SH SOLE 168,339
STARBUCKS CORP COM 855244109 9,959 185,735 SH SOLE 185,735
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,809 48,963 SH SOLE 48,963
STATE STR CORP COM 857477103 5,458 116,111 SH SOLE 116,111
STERICYCLE INC COM 858912108 2,001 21,455 SH SOLE 21,455
STRYKER CORP COM 863667101 3,956 72,169 SH SOLE 72,169
SUNTRUST BKS INC COM 867914103 3,816 134,593 SH SOLE 134,593
SYMANTEC CORP COM 871503108 3,260 173,336 SH SOLE 173,336
SYSCO CORP COM 871829107 4,648 146,819 SH SOLE 146,819
TARGET CORP COM 87612E106 9,619 162,570 SH SOLE 162,570
TE CONNECTIVITY LTD COM H84989104 3,918 105,553 SH SOLE 105,553
TECO ENERGY INC COM 872375100 852 50,860 SH SOLE 50,860
TENET HEALTHCARE CORP COM 88033G407 863 26,587 SH SOLE 26,587
TERADATA CORP DEL COM 88076W103 2,614 42,230 SH SOLE 42,230
TERADYNE INC COM 880770102 793 46,924 SH SOLE 46,924
TESORO CORP COM 881609101 1,545 35,070 SH SOLE 35,070
TEXAS INSTRS INC COM 882508104 8,662 279,961 SH SOLE 279,961
TEXTRON INC COM 883203101 1,745 70,388 SH SOLE 70,388
THE ADT CORPORATION COM 00101J106 2,700 58,071 SH SOLE 58,071
THERMO FISHER SCIENTIFIC INC COM 883556102 5,738 89,973 SH SOLE 89,973
TIFFANY & CO NEW COM 886547108 1,707 29,775 SH SOLE 29,775
TIME WARNER CABLE INC COM 88732J207 7,327 75,388 SH SOLE 75,388
TIME WARNER INC COM 887317303 11,313 236,515 SH SOLE 236,515
TJX COS INC NEW COM 872540109 7,732 182,151 SH SOLE 182,151
TORCHMARK CORP COM 891027104 1,225 23,712 SH SOLE 23,712
TOTAL SYS SVCS INC COM 891906109 860 40,141 SH SOLE 40,141
TRAVELERS COMPANIES INC COM 89417E109 6,843 95,280 SH SOLE 95,280
TRIPADVISOR INC COM 896945201 1,149 27,373 SH SOLE 27,373
TYCO INTERNATIONAL LTD COM H89128104 3,403 116,328 SH SOLE 116,328
TYSON FOODS INC COM 902494103 1,391 71,686 SH SOLE 71,686
UNION PAC CORP COM 907818108 14,773 117,504 SH SOLE 117,504
UNITED COM 911312106 13,178 178,732 SH SOLE 178,732
UNITED STATES STL CORP NEW COM 912909108 860 36,048 SH SOLE 36,048
UNITED TECHNOLOGIES CORP COM 913017109 17,273 210,626 SH SOLE 210,626
UNITEDHEALTH GROUP INC COM 91324P102 13,840 255,165 SH SOLE 255,165
UNUM GROUP COM 91529Y106 1,431 68,729 SH SOLE 68,729
URBAN OUTFITTERS INC COM 917047102 1,076 27,333 SH SOLE 27,333
US BANCORP DEL COM 902973304 15,002 469,707 SH SOLE 469,707
V F CORP COM 918204108 3,323 22,008 SH SOLE 22,008
VALERO ENERGY CORP NEW COM 91913Y100 4,718 138,263 SH SOLE 138,263
VARIAN MED SYS INC COM 92220P105 1,919 27,325 SH SOLE 27,325
VENTAS INC COM 92276F100 4,778 73,824 SH SOLE 73,824
VERISIGN INC COM 92343E102 1,506 38,787 SH SOLE 38,787
VERIZON COMMUNICATIONS INC COM 92343V104 30,847 712,891 SH SOLE 712,891
VIACOM INC NEW COM 92553P201 6,086 115,401 SH SOLE 115,401
VISA INC COM 92826C839 19,738 130,215 SH SOLE 130,215
VORNADO RLTY TR COM 929042109 3,389 42,319 SH SOLE 42,319
VULCAN MATLS CO COM 929160109 1,685 32,364 SH SOLE 32,364
WALGREEN CO COM 931422109 7,942 214,593 SH SOLE 214,593
WAL-MART STORES INC COM 931142103 28,507 417,814 SH SOLE 417,814
WASHINGTON POST CO COM 939640108 414 1,134 SH SOLE 1,134
WASTE MGMT INC DEL COM 94106L109 3,675 108,932 SH SOLE 108,932
WATERS CORP COM 941848103 1,893 21,729 SH SOLE 21,729
WATSON PHARMACEUTICALS INC COM 942683103 2,744 31,905 SH SOLE 31,905
WELLPOINT INC COM 94973V107 4,621 75,857 SH SOLE 75,857
WELLS FARGO & CO NEW COM 949746101 41,800 1,222,930 SH SOLE 1,222,930
WESTERN DIGITAL CORP COM 958102105 2,327 54,775 SH SOLE 54,775
WESTERN UN CO COM 959802109 2,028 149,013 SH SOLE 149,013
WEYERHAEUSER CO COM 962166104 3,763 135,278 SH SOLE 135,278
WHIRLPOOL CORP COM 963320106 1,980 19,457 SH SOLE 19,457
WHOLE FOODS MKT INC COM 966837106 3,935 43,090 SH SOLE 43,090
WILLIAMS COS INC DEL COM 969457100 5,511 168,326 SH SOLE 168,326
WINDSTREAM CORP COM 97381W104 1,216 146,916 SH SOLE 146,916
WISCONSIN ENERGY CORP COM 976657106 2,118 57,478 SH SOLE 57,478
WPX ENERGY INC COM 98212B103 740 49,750 SH SOLE 49,750
WYNDHAM WORLDWIDE CORP COM 98310W108 1,864 35,030 SH SOLE 35,030
WYNN RESORTS LTD COM 983134107 2,232 19,840 SH SOLE 19,840
XCEL ENERGY INC COM 98389B100 3,253 121,794 SH SOLE 121,794
XEROX CORP COM 984121103 2,153 315,646 SH SOLE 315,646
XILINX INC COM 983919101 2,340 65,180 SH SOLE 65,180
XL GROUP PLC COM G98290102 1,882 75,089 SH SOLE 75,089
XYLEM INC COM 98419M100 1,258 46,413 SH SOLE 46,413
YAHOO INC COM 984332106 5,174 259,983 SH SOLE 259,983
YUM BRANDS INC COM 988498101 7,493 112,849 SH SOLE 112,849
ZIMMER HLDGS INC COM 98956P102 2,889 43,340 SH SOLE 43,340
ZIONS BANCORPORATION COM 989701107 985 46,009 SH SOLE 46,009
ADVANCED MICRO DEVICES INC NOTE 007903AL1 920 1,000,000 PRN SOLE 1,000,000
AK STL CORP NOTE 001546AP5 1,121 1,000,000 PRN SOLE 1,000,000
ALLIANCE DATA SYSTEMS CORP NOTE 018581AD0 5,500 3,000,000 PRN SOLE 3,000,000
ALLIANT TECHSYSTEMS INC NOTE 018804AK0 1,049 1,000,000 PRN SOLE 1,000,000
ALPHA NATURAL RESOURCES INC NOTE 02076XAA0 459 500,000 PRN SOLE 500,000
ANNALY CAP MGMT INC NOTE 035710AB8 3,015 3,000,000 PRN SOLE 3,000,000
APOLLO INVT CORP NOTE 03761UAE6 2,053 2,000,000 PRN SOLE 2,000,000
CADENCE DESIGN SYSTEM INC NOTE 127387AF5 1,980 2,000,000 PRN SOLE 2,000,000
CADENCE DESIGN SYSTEM INC NOTE 127387AJ7 5,493 3,000,000 PRN SOLE 3,000,000
CARRIZO OIL & CO INC NOTE 144577AA1 1,993 2,000,000 PRN SOLE 2,000,000
CHARLES RIV LABS INTL INC NOTE 159864AB3 2,989 3,000,000 PRN SOLE 3,000,000
COBALT INTL ENERGY INC NOTE 19075FAA4 3,009 3,000,000 PRN SOLE 3,000,000
COVANTA HLDG CORP NOTE 22282EAC6 2,430 2,000,000 PRN SOLE 2,000,000
E M C CORP MASS NOTE 268648AM4 19,832 12,486,000 PRN SOLE 12,486,000
ELECTRONIC ARTS INC NOTE 285512AA7 2,755 3,000,000 PRN SOLE 3,000,000
ENDO HEALTH SOLUTIONS INC NOTE 29264FAB2 3,292 3,000,000 PRN SOLE 3,000,000
EXTERRAN HLDGS INC NOTE 30225XAD5 2,985 3,000,000 PRN SOLE 3,000,000
FORD MTR CO DEL NOTE 345370CN8 3,477 2,190,000 PRN SOLE 2,190,000
GENERAL NOTE 369300AD0 4,483 4,559,000 PRN SOLE 4,559,000
GILEAD SCIENCES INC NOTE 375558AN3 26,957 16,500,000 PRN SOLE 16,500,000
GILEAD SCIENCES INC NOTE 375558AP8 14,262 8,500,000 PRN SOLE 8,500,000
GREATBATCH INC NOTE 39153LAB2 994 1,000,000 PRN SOLE 1,000,000
GROUP 1 AUTOMOTIVE INC NOTE 398905AE9 5,836 5,000,000 PRN SOLE 5,000,000
HOLOGIC INC NOTE 436440AA9 4,449 4,500,000 PRN SOLE 4,500,000
INTEL CORP NOTE 458140AF7 2,922 2,500,000 PRN SOLE 2,500,000
INTERNATIONAL GAME TECHNOLOG NOTE 459902AQ5 2,579 2,500,000 PRN SOLE 2,500,000
JEFFERIES GROUP INC NEW NOTE 472319AG7 988 1,000,000 PRN SOLE 1,000,000
KINROSS GOLD CORP NOTE 496902AD9 4,541 4,570,000 PRN SOLE 4,570,000
L-3 COMMUNICATIONS CORP NOTE 502413AW7 5,025 5,000,000 PRN SOLE 5,000,000
LAM RESEARCH CORP NOTE 512807AJ7 4,791 5,000,000 PRN SOLE 5,000,000
LIVE NATION ENTERTAINMENT IN NOTE 538034AB5 1,980 2,000,000 PRN SOLE 2,000,000
MEDTRONIC INC NOTE 585055AM8 15,967 16,015,000 PRN SOLE 16,015,000
MERITAGE HOMES CORP NOTE 59001AAR3 3,994 4,000,000 PRN SOLE 4,000,000
MICRON TECHNOLOGY INC NOTE 595112AH6 3,280 3,330,000 PRN SOLE 3,330,000
NETAPP INC NOTE 64110DAB0 3,915 3,500,000 PRN SOLE 3,500,000
NEWMONT MINING CORP NOTE 651639AH9 3,532 3,000,000 PRN SOLE 3,000,000
OMNICARE INC NOTE 681904AL2 2,474 2,500,000 PRN SOLE 2,500,000
OMNICARE INC NOTE 681904AN8 7,390 5,000,000 PRN SOLE 5,000,000
PROLOGIS NOTE 74340XAR2 5,585 5,620,000 PRN SOLE 5,620,000
PROLOGIS NOTE 74340XAS0 1,998 2,000,000 PRN SOLE 2,000,000
PROLOGIS NOTE 74340XAT8 1,919 1,700,000 PRN SOLE 1,700,000
ROVI CORP NOTE 779376AB8 396 400,000 PRN SOLE 400,000
RYLAND GROUP INC NOTE 783764AQ6 2,033 1,500,000 PRN SOLE 1,500,000
SALESFORCE COM INC NOTE 79466LAB0 4,987 2,500,000 PRN SOLE 2,500,000
SANDISK CORP NOTE 80004CAC5 4,712 4,760,000 PRN SOLE 4,760,000
SBA COMMUNICATIONS CORP NOTE 78388JAM8 4,724 2,000,000 PRN SOLE 2,000,000
STILLWATER MNG CO NOTE 86074QAL6 1,748 1,500,000 PRN SOLE 1,500,000
TELEFLEX INC NOTE 879369AA4 1,276 1,000,000 PRN SOLE 1,000,000
TTM TECHNOLOGIES INC NOTE 87305RAC3 4,044 4,047,000 PRN SOLE 4,047,000
VERISIGN INC NOTE 92343EAD4 5,703 4,500,000 PRN SOLE 4,500,000
VOLCANO CORPORATION NOTE 928645AB6 1,004 1,000,000 PRN SOLE 1,000,000
WALTER INVT MGMT CORP NOTE 93317WAA0 2,803 2,650,000 PRN SOLE 2,650,000
TRANSOCEAN LTD COM H8817H950 1,116 25,000 PUT SOLE 25,000