0001089355-11-000018.txt : 20110812 0001089355-11-000018.hdr.sgml : 20110812 20110812163309 ACCESSION NUMBER: 0001089355-11-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110812 DATE AS OF CHANGE: 20110812 EFFECTIVENESS DATE: 20110812 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: 111031808 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 n12088_13f.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 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 August 12, 2011 [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report) [ ] 13F NOTICE (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F File Number Name None FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 509 Form 13F Information Table Value Total: $ 3,422,862 LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name FORM 13F-HR NAME OF REPORTING MANAGER: TD SECURITIES (USA) LLC
Item 6: Item 7: Item 8: Item 4: Investment Discretion Managers Voting Authority (Shares) Fair Item 5: ------------------------------------------------------------------- Item 2: Item 3: Market Shares or (b) Shared- Item 1: Title of CUSIP Value Principal As Defined (c) Shared- See (b) (c) Name of Issuer Class Number (x$1000) Amount (a) Sole in Instr.V other Instr. V (a) Sole Shared None ------------------------------------------------------------------------------------------------------------------------------------ WASHINGTON POST CO CL B COM 939640108 616 1,470 sh sole 1,470 CURRENCYSHS BRIT POUND STER BRIT POUND STE COM 23129S106 312 1,960 sh sole 1,960 CURRENCYSHARES EURO TR EURO SHS COM 23130C108 780 5,400 sh sole 5,400 HSBC HLDGS PLC SPON ADR NEW COM 404280406 276 5,555 sh sole 5,555 BANK NOVA SCOTIA HALIFAX COM COM 064149107 341 5,660 sh sole 5,660 AUTOZONE INC COM COM 053332102 2,126 7,211 sh sole 7,211 NOVARTIS A G SPONSORED ADR COM 66987V109 491 8,040 sh sole 8,040 CHIPOTLE MEXICAN GRILL INC COM COM 169656105 2,735 8,876 sh sole 8,876 CURRENCYSHS JAPANESE YEN TR JAPANESE YEN COM 23130A102 1,115 9,100 sh sole 9,100 INTUITIVE SURGICAL INC COM NEW COM 46120E602 4,170 11,206 sh sole 11,206 SEARS HLDGS CORP COM COM 812350106 878 12,289 sh sole 12,289 NETFLIX INC COM COM 64110L106 3,264 12,427 sh sole 12,427 NICOR INC COM COM 654086107 711 12,991 sh sole 12,991 DUN & BRADSTREET CORP DEL NE COM COM 26483E100 1,065 14,092 sh sole 14,092 PRICELINE COM INC COM NEW COM 741503403 7,249 14,161 sh sole 14,161 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 1,904 14,429 sh sole 14,429 RYDER SYS INC COM COM 783549108 833 14,645 sh sole 14,645 FIRST SOLAR INC COM COM 336433107 2,048 15,483 sh sole 15,483 FLOWSERVE CORP COM COM 34354P105 1,750 15,924 sh sole 15,924 GRAINGER W W INC COM COM 384802104 2,550 16,597 sh sole 16,597 SNAP ON INC COM COM 833034101 1,037 16,600 sh sole 16,600 DEVRY INC DEL COM COM 251893103 1,033 17,463 sh sole 17,463 BANCO SANTANDER SA ADR COM 05964H105 207 17,960 sh sole 17,960 AUTONATION INC COM COM 05329W102 664 18,139 sh sole 18,139 POLO RALPH LAUREN CORP CL A COM 731572103 2,433 18,344 sh sole 18,344 CME GROUP INC COM COM 12572Q105 5,578 19,128 sh sole 19,128 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 1,396 19,828 sh sole 19,828 AIRGAS INC COM COM 009363102 1,396 19,928 sh sole 19,928 HARMAN INTL INDS INC COM COM 413086109 909 19,937 sh sole 19,937 EASTMAN CHEM CO COM COM 277432100 2,068 20,265 sh sole 20,265 CF INDS HLDGS INC COM COM 125269100 2,889 20,389 sh sole 20,389 F M C CORP COM NEW COM 302491303 1,760 20,463 sh sole 20,463 INTERCONTINENTAL EXCHANGE INC COM COM 45865V100 2,615 20,971 sh sole 20,971 BIG LOTS INC COM COM 089302103 711 21,441 sh sole 21,441 TORCHMARK CORP COM COM 891027104 1,391 21,694 sh sole 21,694 WYNN RESORTS LTD COM COM 983134107 3,116 21,707 sh sole 21,707 WHIRLPOOL CORP COM COM 963320106 1,768 21,742 sh sole 21,742 CEPHALON INC COM COM 156708109 1,753 21,941 sh sole 21,941 INTEGRYS ENERGY GROUP INC COM COM 45822P105 1,151 22,207 sh sole 22,207 LEXMARK INTL NEW CL A COM 529771107 661 22,599 sh sole 22,599 INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 1,473 22,929 sh sole 22,929 F5 NETWORKS INC COM COM 315616102 2,551 23,136 sh sole 23,136 BARD C R INC COM COM 067383109 2,684 24,432 sh sole 24,432 STERICYCLE INC COM COM 858912108 2,182 24,487 sh sole 24,487 AVALONBAY CMNTYS INC COM COM 053484101 3,198 24,906 sh sole 24,906 V F CORP COM COM 918204108 2,710 24,963 sh sole 24,963 ABERCROMBIE & FITCH CO CL A COM 002896207 1,673 25,006 sh sole 25,006 SHERWIN WILLIAMS CO COM COM 824348106 2,114 25,205 sh sole 25,205 NOVELLUS SYS INC COM COM 670008101 921 25,474 sh sole 25,474 TITANIUM METALS CORP COM NEW COM 888339207 471 25,696 sh sole 25,696 SCRIPPS NETWORKS INTERACT IN CL A COM COM 811065101 1,266 25,894 sh sole 25,894 WATERS CORP COM COM 941848103 2,503 26,139 sh sole 26,139 FEDERATED INVS INC PA CL B COM 314211103 633 26,556 sh sole 26,556 MASTERCARD INC CL A COM 57636Q104 8,093 26,857 sh sole 26,857 DAVITA INC COM COM 23918K108 2,359 27,240 sh sole 27,240 PATTERSON COMPANIES INC COM COM 703395103 899 27,338 sh sole 27,338 ROPER INDS INC NEW COM COM 776696106 2,279 27,353 sh sole 27,353 BLACKROCK INC COM COM 09247X101 5,259 27,417 sh sole 27,417 ASSURANT INC COM COM 04621X108 998 27,527 sh sole 27,527 LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 2,766 28,581 sh sole 28,581 BROWN FORMAN CORP CL B COM 115637209 2,196 29,402 sh sole 29,402 CABOT OIL & GAS CORP COM COM 127097103 1,976 29,798 sh sole 29,798 JOY GLOBAL INC COM COM 481165108 2,853 29,961 sh sole 29,961 BEMIS INC COM COM 081437105 1,015 30,045 sh sole 30,045 AVERY DENNISON CORP COM COM 053611109 1,164 30,137 sh sole 30,137 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1,921 30,271 sh sole 30,271 L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 2,647 30,271 sh sole 30,271 HELMERICH & PAYNE INC COM COM 423452101 2,017 30,512 sh sole 30,512 ONEOK INC NEW COM COM 682680103 2,261 30,554 sh sole 30,554 PINNACLE WEST CAP CORP COM COM 723484101 1,386 31,096 sh sole 31,096 AK STL HLDG CORP COM COM 001547108 496 31,449 sh sole 31,449 PERKINELMER INC COM COM 714046109 866 32,164 sh sole 32,164 LAUDER ESTEE COS INC CL A COM 518439104 3,421 32,521 sh sole 32,521 SCANA CORP NEW COM COM 80589M102 1,284 32,603 sh sole 32,603 EDWARDS LIFESCIENCES CORP COM COM 28176E108 2,852 32,711 sh sole 32,711 SMUCKER J M CO COM NEW COM 832696405 2,529 33,084 sh sole 33,084 PALL CORP COM COM 696429307 1,862 33,122 sh sole 33,122 PIONEER NAT RES CO COM COM 723787107 2,983 33,303 sh sole 33,303 ROSS STORES INC COM COM 778296103 2,673 33,360 sh sole 33,360 VARIAN MED SYS INC COM COM 92220P105 2,341 33,427 sh sole 33,427 APARTMENT INVT & MGMT CO CL A COM 03748R101 870 34,088 sh sole 34,088 SALESFORCE COM INC COM COM 79466L302 5,121 34,374 sh sole 34,374 SUNOCO INC COM COM 86764P109 1,441 34,544 sh sole 34,544 APOLLO GROUP INC CL A COM 037604105 1,517 34,736 sh sole 34,736 SIGMA ALDRICH CORP COM COM 826552101 2,549 34,742 sh sole 34,742 FAMILY DLR STORES INC COM COM 307000109 1,834 34,885 sh sole 34,885 EQUIFAX INC COM COM 294429105 1,219 35,104 sh sole 35,104 URBAN OUTFITTERS INC COM COM 917047102 1,000 35,528 sh sole 35,528 GOODRICH CORP COM COM 382388106 3,402 35,618 sh sole 35,618 CINTAS CORP COM COM 172908105 1,191 36,058 sh sole 36,058 WATSON PHARMACEUTICALS INC COM COM 942683103 2,480 36,076 sh sole 36,076 JACOBS ENGR GROUP INC DEL COM COM 469814107 1,564 36,171 sh sole 36,171 HARRIS CORP DEL COM COM 413875105 1,635 36,282 sh sole 36,282 ROWAN COS INC COM COM 779382100 1,411 36,356 sh sole 36,356 TIFFANY & CO NEW COM COM 886547108 2,860 36,428 sh sole 36,428 VULCAN MATLS CO COM COM 929160109 1,419 36,826 sh sole 36,826 MONSTER WORLDWIDE INC COM COM 611742107 541 36,886 sh sole 36,886 NEWFIELD EXPL CO COM COM 651290108 2,566 37,721 sh sole 37,721 MCCORMICK & CO INC COM NON VTG COM 579780206 1,873 37,793 sh sole 37,793 CLOROX CO DEL COM COM 189054109 2,565 38,032 sh sole 38,032 HASBRO INC COM COM 418056107 1,707 38,860 sh sole 38,860 DARDEN RESTAURANTS INC COM COM 237194105 1,936 38,915 sh sole 38,915 M & T BK CORP COM COM 55261F104 3,457 39,304 sh sole 39,304 HORMEL FOODS CORP COM COM 440452100 1,181 39,608 sh sole 39,608 MOLEX INC COM COM 608554101 1,022 39,660 sh sole 39,660 PUBLIC STORAGE COM COM 74460D109 4,550 39,910 sh sole 39,910 DENTSPLY INTL INC NEW COM COM 249030107 1,529 40,154 sh sole 40,154 GAMESTOP CORP NEW CL A COM 36467W109 1,076 40,345 sh sole 40,345 LEGGETT & PLATT INC COM COM 524660107 994 40,759 sh sole 40,759 FISERV INC COM COM 337738108 2,566 40,963 sh sole 40,963 LORILLARD INC COM COM 544147101 4,463 40,990 sh sole 40,990 TESORO CORP COM COM 881609101 939 41,008 sh sole 41,008 UNITED STATES STL CORP NEW COM COM 912909108 1,888 41,008 sh sole 41,008 PRECISION CASTPARTS CORP COM COM 740189105 6,757 41,039 sh sole 41,039 FRANKLIN RES INC COM COM 354613101 5,401 41,136 sh sole 41,136 ROCKWELL AUTOMATION INC COM COM 773903109 3,571 41,162 sh sole 41,162 CLIFFS NATURAL RESOURCES INC COM COM 18683K101 3,814 41,259 sh sole 41,259 CERNER CORP COM COM 156782104 2,522 41,262 sh sole 41,262 BOSTON PROPERTIES INC COM COM 101121101 4,409 41,529 sh sole 41,529 ROBERT HALF INTL INC COM COM 770323103 1,132 41,881 sh sole 41,881 COVENTRY HEALTH CARE INC COM COM 222862104 1,542 42,278 sh sole 42,278 LEGG MASON INC COM COM 524901105 1,390 42,436 sh sole 42,436 WHOLE FOODS MKT INC COM COM 966837106 2,703 42,602 sh sole 42,602 EQT CORP COM COM 26884L109 2,239 42,623 sh sole 42,623 NASDAQ OMX GROUP INC COM COM 631103108 1,084 42,835 sh sole 42,835 HERSHEY CO COM COM 427866108 2,487 43,739 sh sole 43,739 ROCKWELL COLLINS INC COM COM 774341101 2,711 43,941 sh sole 43,941 FORTUNE BRANDS INC COM COM 349631101 2,804 43,973 sh sole 43,973 COMPUTER SCIENCES CORP COM COM 205363104 1,679 44,237 sh sole 44,237 GENUINE PARTS CO COM COM 372460105 2,441 44,874 sh sole 44,874 QUEST DIAGNOSTICS INC COM COM 74834L100 2,653 44,882 sh sole 44,882 PPG INDS INC COM COM 693506107 4,096 45,111 sh sole 45,111 MOLSON COORS BREWING CO CL B COM 60871R209 2,028 45,327 sh sole 45,327 FLIR SYS INC COM COM 302445101 1,535 45,547 sh sole 45,547 SEALED AIR CORP NEW COM COM 81211K100 1,087 45,682 sh sole 45,682 RANGE RES CORP COM COM 75281A109 2,543 45,820 sh sole 45,820 LENNAR CORP CL A COM 526057104 832 45,855 sh sole 45,855 TOTAL SYS SVCS INC COM COM 891906109 858 46,159 sh sole 46,159 PLUM CREEK TIMBER CO INC COM COM 729251108 1,873 46,189 sh sole 46,189 PARKER HANNIFIN CORP COM COM 701094104 4,151 46,258 sh sole 46,258 C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 3,665 46,486 sh sole 46,486 CINCINNATI FINL CORP COM COM 172062101 1,357 46,494 sh sole 46,494 VENTAS INC COM COM 92276F100 2,458 46,624 sh sole 46,624 VORNADO RLTY TR SH BEN INT COM 929042109 4,358 46,771 sh sole 46,771 OWENS ILL INC COM NEW COM 690768403 1,207 46,780 sh sole 46,780 HOSPIRA INC COM COM 441060100 2,711 47,855 sh sole 47,855 NORDSTROM INC COM COM 655664100 2,247 47,860 sh sole 47,860 KLA-TENCOR CORP COM COM 482480100 1,939 47,892 sh sole 47,892 BALL CORP COM COM 058498106 1,843 47,909 sh sole 47,909 STANLEY BLACK & DECKER INC COM COM 854502101 3,455 47,952 sh sole 47,952 HUMANA INC COM COM 444859102 3,868 48,032 sh sole 48,032 VERISIGN INC COM COM 92343E102 1,608 48,054 sh sole 48,054 TERADATA CORP DEL COM COM 88076W103 2,899 48,148 sh sole 48,148 DTE ENERGY CO COM COM 233331107 2,416 48,303 sh sole 48,303 MEADWESTVACO CORP COM COM 583334107 1,612 48,401 sh sole 48,401 WYNDHAM WORLDWIDE CORP COM COM 98310W108 1,632 48,485 sh sole 48,485 FLUOR CORP NEW COM COM 343412102 3,214 49,711 sh sole 49,711 AMPHENOL CORP NEW CL A COM 032095101 2,713 50,246 sh sole 50,246 NOBLE ENERGY INC COM COM 655044105 4,511 50,334 sh sole 50,334 HEALTH CARE REIT INC COM COM 42217K106 2,643 50,417 sh sole 50,417 QEP RES INC COM COM 74733V100 2,109 50,418 sh sole 50,418 COMERICA INC COM COM 200340107 1,743 50,421 sh sole 50,421 NORTHEAST UTILS COM COM 664397106 1,773 50,423 sh sole 50,423 BMC SOFTWARE INC COM COM 055921100 2,759 50,446 sh sole 50,446 LIFE TECHNOLOGIES CORP COM COM 53217V109 2,655 50,990 sh sole 50,990 CONSTELLATION BRANDS INC CL A COM 21036P108 1,063 51,040 sh sole 51,040 CAMPBELL SOUP CO COM COM 134429109 1,799 52,064 sh sole 52,064 DEAN FOODS CO NEW COM COM 242370104 641 52,252 sh sole 52,252 ZIONS BANCORPORATION COM COM 989701107 1,259 52,433 sh sole 52,433 ITT CORP NEW COM COM 450911102 3,095 52,512 sh sole 52,512 TERADYNE INC COM COM 880770102 783 52,894 sh sole 52,894 JANUS CAP GROUP INC COM COM 47102X105 501 53,110 sh sole 53,110 DOVER CORP COM COM 260003108 3,608 53,219 sh sole 53,219 AKAMAI TECHNOLOGIES INC COM COM 00971T101 1,676 53,255 sh sole 53,255 ENTERGY CORP NEW COM COM 29364G103 3,637 53,263 sh sole 53,263 DONNELLEY R R & SONS CO COM COM 257867101 1,049 53,499 sh sole 53,499 CITRIX SYS INC COM COM 177376100 4,290 53,623 sh sole 53,623 MICROCHIP TECHNOLOGY INC COM COM 595017104 2,060 54,332 sh sole 54,332 ZIMMER HLDGS INC COM COM 98956P102 3,460 54,754 sh sole 54,754 RED HAT INC COM COM 756577102 2,527 55,057 sh sole 55,057 MURPHY OIL CORP COM COM 626717102 3,623 55,172 sh sole 55,172 STARWOOD HOTELS&RESORTS WRLD COM COM 85590A401 3,118 55,647 sh sole 55,647 CUMMINS INC COM COM 231021106 5,793 55,975 sh sole 55,975 JABIL CIRCUIT INC COM COM 466313103 1,133 56,095 sh sole 56,095 LEUCADIA NATL CORP COM COM 527288104 1,927 56,503 sh sole 56,503 MOODYS CORP COM COM 615369105 2,168 56,530 sh sole 56,530 EXPEDIA INC DEL COM COM 30212P105 1,650 56,920 sh sole 56,920 IRON MTN INC COM COM 462846106 1,951 57,244 sh sole 57,244 CONSTELLATION ENERGY GROUP I COM COM 210371100 2,173 57,248 sh sole 57,248 PITNEY BOWES INC COM COM 724479100 1,337 58,146 sh sole 58,146 MEAD JOHNSON NUTRITION CO COM COM 582839106 3,937 58,286 sh sole 58,286 AIR PRODS & CHEMS INC COM COM 009158106 5,777 60,441 sh sole 60,441 SUPERVALU INC COM COM 868536103 569 60,514 sh sole 60,514 EXPEDITORS INTL WASH INC COM COM 302130109 3,101 60,575 sh sole 60,575 PENNEY J C INC COM COM 708160106 2,101 60,815 sh sole 60,815 TECO ENERGY INC COM COM 872375100 1,158 61,308 sh sole 61,308 QUANTA SVCS INC COM COM 74762E102 1,245 61,634 sh sole 61,634 COMPUWARE CORP COM COM 205638109 608 62,253 sh sole 62,253 BECTON DICKINSON & CO COM COM 075887109 5,377 62,396 sh sole 62,396 DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 2,648 63,141 sh sole 63,141 CAREFUSION CORP COM COM 14170T101 1,732 63,732 sh sole 63,732 PEPCO HOLDINGS INC COM COM 713291102 1,264 64,398 sh sole 64,398 CARMAX INC COM COM 143130102 2,130 64,421 sh sole 64,421 ALPHA NATURAL RESOURCES INC COM COM 02076X102 2,936 64,619 sh sole 64,619 CONSOL ENERGY INC COM COM 20854P109 3,134 64,645 sh sole 64,645 JDS UNIPHASE CORP COM PAR $0.001 COM 46612J507 1,079 64,743 sh sole 64,743 LINEAR TECHNOLOGY CORP COM COM 535678106 2,145 64,958 sh sole 64,958 CABLEVISION SYS CORP CL A NY CABLVS COM 12686C109 1,663 65,651 sh sole 65,651 MEMC ELECTR MATLS INC COM COM 552715104 561 65,722 sh sole 65,722 AUTODESK INC COM COM 052769106 2,543 65,876 sh sole 65,876 ECOLAB INC COM COM 278865100 3,731 66,173 sh sole 66,173 WESTERN DIGITAL CORP COM COM 958102105 2,412 66,289 sh sole 66,289 WISCONSIN ENERGY CORP COM COM 976657106 2,090 66,673 sh sole 66,673 HARLEY DAVIDSON INC COM COM 412822108 2,761 67,393 sh sole 67,393 SANDISK CORP COM COM 80004C101 2,822 67,992 sh sole 67,992 SEMPRA ENERGY COM COM 816851109 3,612 68,298 sh sole 68,298 FMC TECHNOLOGIES INC COM COM 30249U101 3,070 68,550 sh sole 68,550 GANNETT INC COM COM 364730101 982 68,580 sh sole 68,580 NRG ENERGY INC COM NEW COM 629377508 1,690 68,767 sh sole 68,767 NATIONAL SEMICONDUCTOR CORP COM COM 637640103 1,693 68,782 sh sole 68,782 AMEREN CORP COM COM 023608102 1,984 68,784 sh sole 68,784 BIOGEN IDEC INC COM COM 09062X103 7,369 68,922 sh sole 68,922 NORTHERN TR CORP COM COM 665859104 3,170 68,971 sh sole 68,971 AMERIPRISE FINL INC COM COM 03076C106 3,986 69,108 sh sole 69,108 GOODYEAR TIRE & RUBR CO COM COM 382550101 1,168 69,639 sh sole 69,639 CAMERON INTERNATIONAL CORP COM COM 13342B105 3,515 69,890 sh sole 69,890 BED BATH & BEYOND INC COM COM 075896100 4,148 71,060 sh sole 71,060 KELLOGG CO COM COM 487836108 3,951 71,419 sh sole 71,419 GOOGLE INC CL A COM 38259P508 36,305 71,696 sh sole 71,696 E TRADE FINANCIAL CORP COM NEW COM 269246401 991 71,803 sh sole 71,803 MCKESSON CORP COM COM 58155Q103 6,016 71,914 sh sole 71,914 NOBLE CORPORATION BAAR NAMEN -AKT COM H5833N103 2,835 71,927 sh sole 71,927 LIMITED BRANDS INC COM COM 532716107 2,766 71,940 sh sole 71,940 CMS ENERGY CORP COM COM 125896100 1,417 71,980 sh sole 71,980 PRICE T ROWE GROUP INC COM COM 74144T108 4,471 74,090 sh sole 74,090 NYSE EURONEXT COM COM 629491101 2,559 74,675 sh sole 74,675 FIRST HORIZON NATL CORP COM COM 320517105 717 75,112 sh sole 75,112 METROPCS COMMUNICATIONS INC COM COM 591708102 1,303 75,725 sh sole 75,725 XILINX INC COM COM 983919101 2,763 75,766 sh sole 75,766 EOG RES INC COM COM 26875P101 8,005 76,567 sh sole 76,567 FIDELITY NATL INFORMATION SV COM COM 31620M106 2,363 76,755 sh sole 76,755 CIGNA CORP COM COM 125509109 3,969 77,176 sh sole 77,176 PEABODY ENERGY CORP COM COM 704549104 4,549 77,224 sh sole 77,224 INTUIT COM COM 461202103 4,047 78,040 sh sole 78,040 AMERISOURCEBERGEN CORP COM COM 03073E105 3,235 78,144 sh sole 78,144 TEXTRON INC COM COM 883203101 1,860 78,770 sh sole 78,770 DISCOVERY COMMUNICATNS NEW COM SER A COM 25470F104 3,255 79,457 sh sole 79,457 SAIC INC COM COM 78390X101 1,339 79,590 sh sole 79,590 NISOURCE INC COM COM 65473P105 1,615 79,746 sh sole 79,746 D R HORTON INC COM COM 23331A109 923 80,163 sh sole 80,163 KOHLS CORP COM COM 500255104 4,010 80,177 sh sole 80,177 OMNICOM GROUP INC COM COM 681919106 3,862 80,186 sh sole 80,186 MARRIOTT INTL INC NEW CL A COM 571903202 2,874 80,979 sh sole 80,979 LOCKHEED MARTIN CORP COM COM 539830109 6,577 81,231 sh sole 81,231 FOREST LABS INC COM COM 345838106 3,211 81,624 sh sole 81,624 NABORS INDUSTRIES LTD SHS COM G6359F103 2,020 81,967 sh sole 81,967 NEWELL RUBBERMAID INC COM COM 651229106 1,311 83,061 sh sole 83,061 CB RICHARD ELLIS GROUP INC CL A COM 12497T101 2,091 83,254 sh sole 83,254 CHUBB CORP COM COM 171232101 5,224 83,444 sh sole 83,444 CONSOLIDATED EDISON INC COM COM 209115104 4,443 83,454 sh sole 83,454 NORTHROP GRUMMAN CORP COM COM 666807102 5,790 83,494 sh sole 83,494 SIMON PPTY GROUP INC NEW COM COM 828806109 9,724 83,660 sh sole 83,660 COACH INC COM COM 189754104 5,354 83,746 sh sole 83,746 PROGRESS ENERGY INC COM COM 743263105 4,033 84,010 sh sole 84,010 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 5,043 84,045 sh sole 84,045 FASTENAL CO COM COM 311900104 3,027 84,105 sh sole 84,105 ANALOG DEVICES INC COM COM 032654105 3,345 85,466 sh sole 85,466 TYSON FOODS INC CL A COM 902494103 1,661 85,518 sh sole 85,518 INTERNATIONAL GAME TECHNOLOG COM COM 459902102 1,504 85,542 sh sole 85,542 HESS CORP COM COM 42809H107 6,448 86,248 sh sole 86,248 REPUBLIC SVCS INC COM COM 760759100 2,670 86,540 sh sole 86,540 PRAXAIR INC COM COM 74005P104 9,401 86,732 sh sole 86,732 COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 6,365 86,783 sh sole 86,783 MCGRAW HILL COS INC COM COM 580645109 3,642 86,911 sh sole 86,911 ALLERGAN INC COM COM 018490102 7,237 86,935 sh sole 86,935 BLOCK H & R INC COM COM 093671105 1,397 87,068 sh sole 87,068 UNUM GROUP COM COM 91529Y106 2,237 87,795 sh sole 87,795 XL GROUP PLC SHS COM G98290102 1,940 88,256 sh sole 88,256 LOEWS CORP COM COM 540424108 3,730 88,624 sh sole 88,624 LINCOLN NATL CORP IND COM COM 534187109 2,547 89,412 sh sole 89,412 FEDEX CORP COM COM 31428X106 8,540 90,037 sh sole 90,037 NUCOR CORP COM COM 670346105 3,716 90,152 sh sole 90,152 PRINCIPAL FINL GROUP INC COM COM 74251V102 2,788 91,652 sh sole 91,652 HEINZ H J CO COM COM 423074103 4,891 91,795 sh sole 91,795 PAYCHEX INC COM COM 704326107 2,822 91,859 sh sole 91,859 ALTERA CORP COM COM 021441100 4,260 91,910 sh sole 91,910 BEST BUY INC COM COM 086516101 2,891 92,027 sh sole 92,027 COCA COLA ENTERPRISES INC NE COM ADDED COM 19122T109 2,705 92,708 sh sole 92,708 EDISON INTL COM COM 281020107 3,601 92,933 sh sole 92,933 ST JUDE MED INC COM COM 790849103 4,472 93,800 sh sole 93,800 AON CORP COM COM 037389103 4,837 94,282 sh sole 94,282 INGERSOLL-RAND PLC SHS COM G47791101 4,291 94,488 sh sole 94,488 ELECTRONIC ARTS INC COM COM 285512109 2,238 94,826 sh sole 94,826 STRYKER CORP COM COM 863667101 5,586 95,178 sh sole 95,178 TIME WARNER CABLE INC COM COM 88732J207 7,488 95,954 sh sole 95,954 PULTE GROUP INC COM COM 745867101 736 96,089 sh sole 96,089 ACE LTD SHS COM H0023R105 6,334 96,239 sh sole 96,239 REYNOLDS AMERICAN INC COM COM 761713106 3,573 96,431 sh sole 96,431 EATON CORP COM COM 278058102 5,007 97,322 sh sole 97,322 MATTEL INC COM COM 577081102 2,725 99,144 sh sole 99,144 SOUTHWESTERN ENERGY CO COM COM 845467109 4,255 99,234 sh sole 99,234 AGILENT TECHNOLOGIES INC COM COM 00846U101 5,074 99,275 sh sole 99,275 CARDINAL HEALTH INC COM COM 14149Y108 4,542 100,000 sh sole 100,000 NORFOLK SOUTHERN CORP COM COM 655844108 7,549 100,750 sh sole 100,750 SAFEWAY INC COM NEW COM 786514208 2,360 101,002 sh sole 101,002 RAYTHEON CO COM NEW COM 755111507 5,065 101,595 sh sole 101,595 AMAZON COM INC COM COM 023135106 20,830 101,862 sh sole 101,862 MASCO CORP COM COM 574599106 1,229 102,143 sh sole 102,143 TELLABS INC COM COM 879664100 478 103,625 sh sole 103,625 PACCAR INC COM COM 693718108 5,326 104,245 sh sole 104,245 WELLPOINT INC COM COM 94973V107 8,249 104,728 sh sole 104,728 NETAPP INC COM COM 64110D104 5,538 104,930 sh sole 104,930 GENERAL DYNAMICS CORP COM COM 369550108 7,907 106,108 sh sole 106,108 PEOPLES UNITED FINANCIAL INC COM COM 712704105 1,444 107,409 sh sole 107,409 NIKE INC CL B COM 654106103 9,735 108,191 sh sole 108,191 AETNA INC NEW COM COM 00817Y108 4,773 108,247 sh sole 108,247 CA INC COM COM 12673P105 2,473 108,270 sh sole 108,270 THERMO FISHER SCIENTIFIC INC COM COM 883556102 7,039 109,319 sh sole 109,319 APACHE CORP COM COM 037411105 13,496 109,373 sh sole 109,373 TJX COS INC NEW COM COM 872540109 5,785 110,131 sh sole 110,131 GAP INC DEL COM COM 364760108 2,018 111,471 sh sole 111,471 KIMBERLY CLARK CORP COM COM 494368103 7,459 112,063 sh sole 112,063 AMERICAN TOWER CORP CL A COM 029912201 5,920 113,133 sh sole 113,133 DENBURY RES INC COM NEW COM 247916208 2,266 113,314 sh sole 113,314 PG&E CORP COM COM 69331C108 4,771 113,509 sh sole 113,509 MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 6,445 114,037 sh sole 114,037 HCP INC COM COM 40414L109 4,249 115,813 sh sole 115,813 KIMCO RLTY CORP COM COM 49446R109 2,164 116,071 sh sole 116,071 CONAGRA FOODS INC COM COM 205887102 3,010 116,630 sh sole 116,630 FIRSTENERGY CORP COM COM 337932107 5,267 119,290 sh sole 119,290 TRAVELERS COMPANIES INC COM COM 89417E109 6,975 119,477 sh sole 119,477 DEERE & CO COM COM 244199105 9,871 119,716 sh sole 119,716 DEVON ENERGY CORP NEW COM COM 25179M103 9,509 120,655 sh sole 120,655 NATIONAL OILWELL VARCO INC COM COM 637071101 9,438 120,677 sh sole 120,677 CENTERPOINT ENERGY INC COM COM 15189T107 2,348 121,342 sh sole 121,342 MACYS INC COM COM 55616P104 3,559 121,729 sh sole 121,729 AVON PRODS INC COM COM 054303102 3,436 122,705 sh sole 122,705 CARNIVAL CORP PAIRED CTF COM 143658300 4,636 123,187 sh sole 123,187 NEXTERA ENERGY INC COM COM 65339F101 7,096 123,488 sh sole 123,488 BAKER HUGHES INC COM COM 057224107 8,995 123,973 sh sole 123,973 AMERICAN INTL GROUP INC COM NEW COM 026874784 3,648 124,435 sh sole 124,435 COSTCO WHSL CORP NEW COM COM 22160K105 10,123 124,608 sh sole 124,608 INTL PAPER CO COM COM 460146103 3,719 124,721 sh sole 124,721 MYLAN INC COM COM 628530107 3,091 125,290 sh sole 125,290 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL COM 73936D107 2,681 126,300 sh sole 126,300 HARTFORD FINL SVCS GROUP INC COM COM 416515104 3,349 127,008 sh sole 127,008 CAPITAL ONE FINL CORP COM COM 14040H105 6,766 130,956 sh sole 130,956 INVESCO LTD SHS COM G491BT108 3,084 131,799 sh sole 131,799 CELGENE CORP COM COM 151020104 7,963 132,007 sh sole 132,007 YUM BRANDS INC COM COM 988498101 7,336 132,796 sh sole 132,796 AFLAC INC COM COM 001055102 6,227 133,406 sh sole 133,406 TYCO INTERNATIONAL LTD SHS COM H89128104 6,612 133,759 sh sole 133,759 WASTE MGMT INC DEL COM COM 94106L109 5,041 135,259 sh sole 135,259 BROADCOM CORP CL A COM 111320107 4,578 136,094 sh sole 136,094 VISA INC COM CL A COM 92826C839 11,512 136,624 sh sole 136,624 AMERICAN ELEC PWR INC COM COM 025537101 5,178 137,424 sh sole 137,424 XCEL ENERGY INC COM COM 98389B100 3,356 138,104 sh sole 138,104 PRUDENTIAL FINL INC COM COM 744320102 8,851 139,195 sh sole 139,195 INTERPUBLIC GROUP COS INC COM COM 460690100 1,742 139,393 sh sole 139,393 COLGATE PALMOLIVE CO COM COM 194162103 12,189 139,450 sh sole 139,450 TENET HEALTHCARE CORP COM COM 88033G100 871 139,638 sh sole 139,638 UNION PAC CORP COM COM 907818108 14,607 139,914 sh sole 139,914 GENWORTH FINL INC COM CL A COM 37247D106 1,438 139,925 sh sole 139,925 NEWMONT MINING CORP COM COM 651639106 7,600 140,818 sh sole 140,818 ANADARKO PETE CORP COM COM 032511107 10,893 141,911 sh sole 141,911 AUTOMATIC DATA PROCESSING IN COM COM 053015103 7,509 142,534 sh sole 142,534 ILLINOIS TOOL WKS INC COM COM 452308109 8,057 142,632 sh sole 142,632 STATE STR CORP COM COM 857477103 6,483 143,770 sh sole 143,770 ADOBE SYS INC COM COM 00724F101 4,525 143,890 sh sole 143,890 PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 4,710 144,302 sh sole 144,302 WINDSTREAM CORP COM COM 97381W104 1,885 145,462 sh sole 145,462 GOLDMAN SACHS GROUP INC COM COM 38141G104 19,654 147,676 sh sole 147,676 ALLSTATE CORP COM COM 020002101 4,554 149,167 sh sole 149,167 PNC FINL SVCS GROUP INC COM COM 693475105 8,948 150,115 sh sole 150,115 HUDSON CITY BANCORP COM COM 443683107 1,230 150,233 sh sole 150,233 SLM CORP COM COM 78442P106 2,529 150,439 sh sole 150,439 EXPRESS SCRIPTS INC COM COM 302182100 8,152 151,019 sh sole 151,019 MARSHALL & ILSLEY CORP NEW COM COM 571837103 1,205 151,209 sh sole 151,209 JUNIPER NETWORKS INC COM COM 48203R104 4,790 152,050 sh sole 152,050 MONSANTO CO NEW COM COM 61166W101 11,090 152,880 sh sole 152,880 SUNTRUST BKS INC COM COM 867914103 3,951 153,140 sh sole 153,140 WEYERHAEUSER CO COM COM 962166104 3,358 153,623 sh sole 153,623 DANAHER CORP DEL COM COM 235851102 8,230 155,318 sh sole 155,318 DISCOVER FINL SVCS COM COM 254709108 4,162 155,592 sh sole 155,592 MARSH & MCLENNAN COS INC COM COM 571748102 4,873 156,238 sh sole 156,238 VALERO ENERGY CORP NEW COM COM 91913Y100 4,159 162,655 sh sole 162,655 BAXTER INTL INC COM COM 071813109 9,711 162,692 sh sole 162,692 DOMINION RES INC VA NEW COM COM 25746U109 7,928 164,238 sh sole 164,238 PPL CORP COM COM 69351T106 4,581 164,624 sh sole 164,624 ADVANCED MICRO DEVICES INC COM COM 007903107 1,151 164,734 sh sole 164,734 SYSCO CORP COM COM 871829107 5,189 166,429 sh sole 166,429 SARA LEE CORP COM COM 803111103 3,169 166,892 sh sole 166,892 VIACOM INC NEW CL B COM 92553P201 8,512 166,896 sh sole 166,896 WILLIAMS COS INC DEL COM COM 969457100 5,075 167,760 sh sole 167,760 NVIDIA CORP COM COM 67066G104 2,729 171,223 sh sole 171,223 CENTURYLINK INC COM COM 156700106 6,925 171,296 sh sole 171,296 LSI CORPORATION COM COM 502161102 1,230 172,753 sh sole 172,753 KROGER CO COM COM 501044101 4,290 172,987 sh sole 172,987 WESTERN UN CO COM COM 959802109 3,612 180,344 sh sole 180,344 GENERAL MLS INC COM COM 370334104 6,778 182,096 sh sole 182,096 CATERPILLAR INC DEL COM COM 149123101 19,570 183,821 sh sole 183,821 SPECTRA ENERGY CORP COM COM 847560109 5,082 185,403 sh sole 185,403 PROGRESSIVE CORP OHIO COM COM 743315103 3,986 186,458 sh sole 186,458 AES CORP COM COM 00130H105 2,387 187,367 sh sole 187,367 CHESAPEAKE ENERGY CORP COM COM 165167107 5,570 187,589 sh sole 187,589 EXELON CORP COM COM 30161N101 8,094 188,936 sh sole 188,936 CBS CORP NEW CL B COM 124857202 5,435 190,761 sh sole 190,761 JOHNSON CTLS INC COM COM 478366107 8,062 193,518 sh sole 193,518 ARCHER DANIELS MIDLAND CO COM COM 039483102 5,865 194,543 sh sole 194,543 HOST HOTELS & RESORTS INC COM COM 44107P104 3,317 195,721 sh sole 195,721 TARGET CORP COM COM 87612E106 9,221 196,569 sh sole 196,569 BB&T CORP COM COM 054937107 5,332 198,657 sh sole 198,657 MARATHON OIL CORP COM COM 565849106 6,496 203,113 sh sole 203,113 STAPLES INC COM COM 855030102 3,214 203,417 sh sole 203,417 3M CO COM COM 88579Y101 19,462 205,182 sh sole 205,182 BOEING CO COM COM 097023105 15,568 210,582 sh sole 210,582 STARBUCKS CORP COM COM 855244109 8,443 213,812 sh sole 213,812 EMERSON ELEC CO COM COM 291011104 12,060 214,403 sh sole 214,403 SYMANTEC CORP COM COM 871503108 4,250 215,507 sh sole 215,507 DIRECTV COM CL A COM 25490A101 11,130 218,999 sh sole 218,999 EL PASO CORP COM COM 28336L109 4,431 219,337 sh sole 219,337 GILEAD SCIENCES INC COM COM 375558103 9,296 224,496 sh sole 224,496 SOUTHWEST AIRLS CO COM COM 844741108 2,579 225,819 sh sole 225,819 HONEYWELL INTL INC COM COM 438516106 13,619 228,543 sh sole 228,543 OCCIDENTAL PETE CORP DEL COM COM 674599105 24,123 231,861 sh sole 231,861 SOUTHERN CO COM COM 842587107 9,780 242,200 sh sole 242,200 MICRON TECHNOLOGY INC COM COM 595112103 1,838 245,663 sh sole 245,663 HUNTINGTON BANCSHARES INC COM COM 446150104 1,616 246,272 sh sole 246,272 HALLIBURTON CO COM COM 406216101 13,311 260,994 sh sole 260,994 WALGREEN CO COM COM 931422109 11,087 261,121 sh sole 261,121 FIFTH THIRD BANCORP COM COM 316773100 3,341 262,054 sh sole 262,054 APPLE INC COM COM 037833100 88,541 263,773 sh sole 263,773 UNITED TECHNOLOGIES CORP COM COM 913017109 23,351 263,825 sh sole 263,825 AMGEN INC COM COM 031162100 15,474 265,192 sh sole 265,192 DU PONT E I DE NEMOURS & CO COM COM 263534109 14,385 266,150 sh sole 266,150 FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 14,294 270,208 sh sole 270,208 KEYCORP NEW COM COM 493267108 2,259 271,206 sh sole 271,206 UNITED PARCEL SERVICE INC CL B COM 911312106 20,515 281,303 sh sole 281,303 FRONTIER COMMUNICATIONS CORP COM COM 35906A108 2,291 283,872 sh sole 283,872 SCHWAB CHARLES CORP NEW COM COM 808513105 4,700 285,688 sh sole 285,688 LILLY ELI & CO COM COM 532457108 10,906 290,582 sh sole 290,582 MCDONALDS CORP COM COM 580135101 25,100 297,674 sh sole 297,674 AMERICAN EXPRESS CO COM COM 025816109 15,423 298,320 sh sole 298,320 METLIFE INC COM COM 59156R108 13,227 301,505 sh sole 301,505 ALCOA INC COM COM 013817101 4,812 303,409 sh sole 303,409 MEDTRONIC INC COM COM 585055106 11,753 305,024 sh sole 305,024 TIME WARNER INC COM NEW COM 887317303 11,109 305,436 sh sole 305,436 UNITEDHEALTH GROUP INC COM COM 91324P102 15,940 309,035 sh sole 309,035 CSX CORP COM COM 126408103 8,247 314,548 sh sole 314,548 EBAY INC COM COM 278642103 10,513 325,782 sh sole 325,782 DOW CHEM CO COM COM 260543103 12,071 335,317 sh sole 335,317 TEXAS INSTRS INC COM COM 882508104 11,129 338,976 sh sole 338,976 INTERNATIONAL BUSINESS MACHS COM COM 459200101 59,692 347,957 sh sole 347,957 BANK OF NEW YORK MELLON CORP COM COM 064058100 9,074 354,184 sh sole 354,184 REGIONS FINANCIAL CORP NEW COM COM 7591EP100 2,222 358,389 sh sole 358,389 LOWES COS INC COM COM 548661107 8,657 371,396 sh sole 371,396 YAHOO INC COM COM 984332106 5,590 371,645 sh sole 371,645 APPLIED MATLS INC COM COM 038222105 4,892 376,012 sh sole 376,012 DUKE ENERGY CORP NEW COM COM 26441C105 7,151 379,743 sh sole 379,743 CVS CAREMARK CORPORATION COM COM 126650100 14,535 386,762 sh sole 386,762 SCHLUMBERGER LTD COM COM 806857108 33,441 387,047 sh sole 387,047 XEROX CORP COM COM 984121103 4,161 399,668 sh sole 399,668 CONOCOPHILLIPS COM COM 20825C104 30,569 406,562 sh sole 406,562 BOSTON SCIENTIFIC CORP COM COM 101137107 3,012 435,898 sh sole 435,898 MORGAN STANLEY COM NEW COM 617446448 10,138 440,591 sh sole 440,591 ABBOTT LABS COM COM 002824100 23,328 443,337 sh sole 443,337 CORNING INC COM COM 219350105 8,127 447,793 sh sole 447,793 PEPSICO INC COM COM 713448108 31,967 453,878 sh sole 453,878 HOME DEPOT INC COM COM 437076102 16,634 459,255 sh sole 459,255 DELL INC COM COM 24702R101 7,807 468,310 sh sole 468,310 QUALCOMM INC COM COM 747525103 27,044 476,210 sh sole 476,210 BRISTOL MYERS SQUIBB CO COM COM 110122108 14,092 486,608 sh sole 486,608 BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 38,216 493,817 sh sole 493,817 KRAFT FOODS INC CL A COM 50075N104 17,665 501,408 sh sole 501,408 PHILIP MORRIS INTL INC COM COM 718172109 33,870 507,265 sh sole 507,265 DISNEY WALT CO COM DISNEY COM 254687106 21,048 539,139 sh sole 539,139 WAL MART STORES INC COM COM 931142103 29,158 548,703 sh sole 548,703 US BANCORP DEL COM NEW COM 902973304 14,019 549,549 sh sole 549,549 CHEVRON CORP NEW COM COM 166764100 59,468 578,260 sh sole 578,260 E M C CORP MASS COM COM 268648102 16,169 586,891 sh sole 586,891 HEWLETT PACKARD CO COM COM 428236103 21,535 591,623 sh sole 591,623 ALTRIA GROUP INC COM COM 02209S103 15,770 597,108 sh sole 597,108 NEWS CORP CL A COM 65248E104 11,537 651,811 sh sole 651,811 COCA COLA CO COM COM 191216100 44,153 656,156 sh sole 656,156 JOHNSON & JOHNSON COM COM 478160104 52,502 789,261 sh sole 789,261 COMCAST CORP NEW CL A COM 20030N101 20,103 793,317 sh sole 793,317 PROCTER & GAMBLE CO COM COM 742718109 50,816 799,366 sh sole 799,366 VERIZON COMMUNICATIONS INC COM COM 92343V104 30,043 806,953 sh sole 806,953 SPRINT NEXTEL CORP COM SER 1 COM 852061100 4,599 853,338 sh sole 853,338 MERCK & CO INC NEW COM COM 58933Y105 31,252 885,583 sh sole 885,583 FORD MTR CO DEL COM PAR $0.01 COM 345370860 14,940 1,083,377 sh sole 1,083,377 ORACLE CORP COM COM 68389X105 36,578 1,111,447 sh sole 1,111,447 JPMORGAN CHASE & CO COM COM 46625H100 46,403 1,133,436 sh sole 1,133,436 EXXON MOBIL CORP COM COM 30231G102 114,623 1,408,494 sh sole 1,408,494 WELLS FARGO & CO NEW COM COM 949746101 42,332 1,508,638 sh sole 1,508,638 INTEL CORP COM COM 458140100 33,771 1,523,968 sh sole 1,523,968 CISCO SYS INC COM COM 17275R102 24,490 1,568,847 sh sole 1,568,847 AT&T INC COM COM 00206R102 53,208 1,693,994 sh sole 1,693,994 MICROSOFT CORP COM COM 594918104 55,480 2,133,855 sh sole 2,133,855 PFIZER INC COM COM 717081103 46,426 2,253,682 sh sole 2,253,682 BANK OF AMERICA CORPORATION COM COM 060505104 31,677 2,890,280 sh sole 2,890,280 GENERAL ELECTRIC CO COM COM 369604103 57,052 3,025,049 sh sole 3,025,049 BRANDYWINE OPER PARTNERSHIP NOTE 3.875%10/1 NOTE 105340AH6 1,751 1,787,000 prn sole 1,787,000 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 ADDED NOTE 29264FAB2 11,525 8,000,000 prn sole 8,000,000 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 NOTE 26884AAV5 4,562 4,500,000 prn sole 4,500,000 HOLOGIC INC FRNT 2.000%12/1 NOTE 436440AA9 3,420 3,600,000 prn sole 3,600,000 PARKER DRILLING CO NOTE 2.125% 7/1 NOTE 701081AR2 7,113 7,295,000 prn sole 7,295,000 RAYONIER TRS HLDGS INC NOTE 3.750%10/1 NOTE 75508AAB2 9,008 7,388,000 prn sole 7,388,000 TRANSOCEAN INC NOTE 1.500%12/1 NOTE 893830AW9 3,541 3,650,000 prn sole 3,650,000