0001376474-13-000512.txt : 20131030 0001376474-13-000512.hdr.sgml : 20131030 20131030145407 ACCESSION NUMBER: 0001376474-13-000512 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131030 DATE AS OF CHANGE: 20131030 EFFECTIVENESS DATE: 20131030 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: 131178969 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 primary_doc.xml 13F-HR LIVE false false false 0001335977 XXXXXXXX 09-30-2013 09-30-2013 TD Securities (USA) LLC
31 WEST 52ND STREET NEW YORK NY 10019
13F HOLDINGS REPORT 028-11451 N
Nancy Haraf Director 212-827-7504 /s/ Nancy Haraf New York NY 10-30-2013 0 531 5248080 false
INFORMATION TABLE 2 aci_13f.xml 3M CO COM 88579Y101 26546 222309 SH SOLE 222309 0 0 ABBOTT LABS COM 002824100 17661 532110 SH SOLE 532110 0 0 ABBVIE INC COM 00287Y109 24281 542828 SH SOLE 542828 0 0 ABERCROMBIE & FITCH CO COM 002896207 925 26156 SH SOLE 26156 0 0 ACCENTURE PLC IRELAND COM G1151C101 16259 220787 SH SOLE 220787 0 0 ACE LTD COM H0023R105 10895 116452 SH SOLE 116452 0 0 ACTAVIS INC COM 00507K103 6565 45592 SH SOLE 45592 0 0 ADOBE SYS INC COM 00724F101 8307 159929 SH SOLE 159929 0 0 AES CORP COM 00130H105 2801 210742 SH SOLE 210742 0 0 AETNA INC NEW COM 00817Y108 8156 127402 SH SOLE 127402 0 0 AFLAC INC COM 001055102 9871 159241 SH SOLE 159241 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 5804 113258 SH SOLE 113258 0 0 AGL RES INC COM 001204106 1869 40604 SH SOLE 40604 0 0 AIR PRODS & CHEMS INC COM 009158106 7650 71780 SH SOLE 71780 0 0 AIRGAS INC COM 009363102 2402 22650 SH SOLE 22650 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3154 60999 SH SOLE 60999 0 0 ALCOA INC COM 013817101 2974 366199 SH SOLE 366199 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 7778 66956 SH SOLE 66956 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1128 36962 SH SOLE 36962 0 0 ALLERGAN INC COM 018490102 9192 101625 SH SOLE 101625 0 0 ALLSTATE CORP COM 020002101 8021 158678 SH SOLE 158678 0 0 ALTERA CORP COM 021441100 4065 109383 SH SOLE 109383 0 0 ALTRIA GROUP INC COM 02209S103 23574 686282 SH SOLE 686282 0 0 AMAZON COM INC COM 023135106 39614 126709 SH SOLE 126709 0 0 AMEREN CORP COM 023608102 2894 83075 SH SOLE 83075 0 0 AMERICAN ELEC PWR INC COM 025537101 7225 166664 SH SOLE 166664 0 0 AMERICAN EXPRESS CO COM 025816109 23991 317673 SH SOLE 317673 0 0 AMERICAN INTL GROUP INC COM 026874784 24582 505482 SH SOLE 505482 0 0 AMERICAN TOWER CORP NEW COM 03027X100 10025 135241 SH SOLE 135241 0 0 AMERIPRISE FINL INC COM 03076C106 6170 67741 SH SOLE 67741 0 0 AMERISOURCEBERGEN CORP COM 03073E105 4832 79091 SH SOLE 79091 0 0 AMETEK INC NEW COM 031100100 3848 83619 SH SOLE 83619 0 0 AMGEN INC COM 031162100 28874 257938 SH SOLE 257938 0 0 AMPHENOL CORP NEW COM 032095101 4217 54493 SH SOLE 54493 0 0 ANADARKO PETE CORP COM 032511107 16005 172119 SH SOLE 172119 0 0 ANALOG DEVICES INC COM 032654105 5005 106377 SH SOLE 106377 0 0 AON PLC COM G0408V102 7836 105270 SH SOLE 105270 0 0 APACHE CORP COM 037411105 11772 138263 SH SOLE 138263 0 0 APARTMENT INVT & MGMT CO COM 03748R101 1396 49956 SH SOLE 49956 0 0 APPLE INC COM 037833100 148296 311056 SH SOLE 311056 0 0 APPLIED MATLS INC COM 038222105 7224 411831 SH SOLE 411831 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 8315 225696 SH SOLE 225696 0 0 ASSURANT INC COM 04621X108 1389 25668 SH SOLE 25668 0 0 AT&T INC COM 00206R102 61499 1818411 SH SOLE 1818411 0 0 AUTODESK INC COM 052769106 3143 76352 SH SOLE 76352 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 11965 165312 SH SOLE 165312 0 0 AUTONATION INC COM 05329W102 1149 22019 SH SOLE 22019 0 0 AUTOZONE INC COM 053332102 5141 12162 SH SOLE 12162 0 0 AVALONBAY CMNTYS INC COM 053484101 5293 41647 SH SOLE 41647 0 0 AVERY DENNISON CORP COM 053611109 1461 33582 SH SOLE 33582 0 0 AVON PRODS INC COM 054303102 3059 148478 SH SOLE 148478 0 0 BAKER HUGHES INC COM 057224107 7448 151692 SH SOLE 151692 0 0 BALL CORP COM 058498106 2230 49679 SH SOLE 49679 0 0 BANK NEW YORK MELLON CORP COM 064058100 11892 393907 SH SOLE 393907 0 0 BANK OF AMERICA CORPORATION COM 060505104 50760 3678294 SH SOLE 3678294 0 0 BARD C R INC COM 067383109 3122 27101 SH SOLE 27101 0 0 BAXTER INTL INC COM 071813109 12208 185843 SH SOLE 185843 0 0 BB&T CORP COM 054937107 8134 240995 SH SOLE 240995 0 0 BEAM INC COM 073730103 3584 55438 SH SOLE 55438 0 0 BECTON DICKINSON & CO COM 075887109 6651 66495 SH SOLE 66495 0 0 BED BATH & BEYOND INC COM 075896100 5768 74560 SH SOLE 74560 0 0 BEMIS INC COM 081437105 1375 35239 SH SOLE 35239 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670702 69953 616269 SH SOLE 616269 0 0 BEST BUY INC COM 086516101 3464 92373 SH SOLE 92373 0 0 BIOGEN IDEC INC COM 09062X103 19592 81376 SH SOLE 81376 0 0 BLACKROCK INC COM 09247X101 11669 43121 SH SOLE 43121 0 0 BLOCK H & R INC COM 093671105 2500 93767 SH SOLE 93767 0 0 BOEING CO COM 097023105 27923 237646 SH SOLE 237646 0 0 BORGWARNER INC COM 099724106 3974 39195 SH SOLE 39195 0 0 BOSTON PROPERTIES INC COM 101121101 5578 52176 SH SOLE 52176 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5398 459781 SH SOLE 459781 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 26087 563678 SH SOLE 563678 0 0 BROADCOM CORP COM 111320107 4898 188329 SH SOLE 188329 0 0 BROWN FORMAN CORP COM 115637209 3790 55635 SH SOLE 55635 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 3250 54575 SH SOLE 54575 0 0 CA INC COM 12673P105 3333 112321 SH SOLE 112321 0 0 CABLEVISION SYS CORP COM 12686C109 1233 73242 SH SOLE 73242 0 0 CABOT OIL & GAS CORP COM 127097103 5376 144049 SH SOLE 144049 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 4919 84267 SH SOLE 84267 0 0 CAMPBELL SOUP CO COM 134429109 2488 61113 SH SOLE 61113 0 0 CAPITAL ONE FINL CORP COM 14040H105 13776 200412 SH SOLE 200412 0 0 CARDINAL HEALTH INC COM 14149Y108 6061 116227 SH SOLE 116227 0 0 CAREFUSION CORP COM 14170T101 2708 73400 SH SOLE 73400 0 0 CARMAX INC COM 143130102 3710 76547 SH SOLE 76547 0 0 CARNIVAL CORP COM 143658300 4892 149883 SH SOLE 149883 0 0 CATERPILLAR INC DEL COM 149123101 18161 217831 SH SOLE 217831 0 0 CBRE GROUP INC COM 12504L109 2196 94933 SH SOLE 94933 0 0 CBS CORP NEW COM 124857202 10623 192582 SH SOLE 192582 0 0 CELGENE CORP COM 151020104 21676 140815 SH SOLE 140815 0 0 CENTERPOINT ENERGY INC COM 15189T107 3518 146754 SH SOLE 146754 0 0 CENTURYLINK INC COM 156700106 6454 205663 SH SOLE 205663 0 0 CERNER CORP COM 156782104 5309 101029 SH SOLE 101029 0 0 CF INDS HLDGS INC COM 125269100 4135 19613 SH SOLE 19613 0 0 CHESAPEAKE ENERGY CORP COM 165167107 4489 173466 SH SOLE 173466 0 0 CHEVRON CORP NEW COM 166764100 80372 661498 SH SOLE 661498 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 4531 10569 SH SOLE 10569 0 0 CHUBB CORP COM 171232101 7809 87485 SH SOLE 87485 0 0 CIGNA CORPORATION COM 125509109 7443 96840 SH SOLE 96840 0 0 CINCINNATI FINL CORP COM 172062101 2378 50434 SH SOLE 50434 0 0 CINTAS CORP COM 172908105 1801 35180 SH SOLE 35180 0 0 CISCO SYS INC COM 17275R102 42993 1835719 SH SOLE 1835719 0 0 CITIGROUP INC COM 172967424 50509 1041204 SH SOLE 1041204 0 0 CITRIX SYS INC COM 177376100 4530 64157 SH SOLE 64157 0 0 CLIFFS NAT RES INC COM 18683K101 1075 52428 SH SOLE 52428 0 0 CLOROX CO DEL COM 189054109 3649 44657 SH SOLE 44657 0 0 CME GROUP INC COM 12572Q105 8595 116341 SH SOLE 116341 0 0 CMS ENERGY CORP COM 125896100 2396 91029 SH SOLE 91029 0 0 COACH INC COM 189754104 5264 96530 SH SOLE 96530 0 0 COCA COLA CO COM 191216100 49447 1305350 SH SOLE 1305350 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 3423 85126 SH SOLE 85126 0 0 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 8473 103184 SH SOLE 103184 0 0 COLGATE PALMOLIVE CO COM 194162103 17893 301742 SH SOLE 301742 0 0 COMCAST CORP NEW COM 20030N101 40432 895499 SH SOLE 895499 0 0 COMERICA INC COM 200340107 2489 63328 SH SOLE 63328 0 0 COMPUTER SCIENCES CORP COM 205363104 2616 50566 SH SOLE 50566 0 0 CONAGRA FOODS INC COM 205887102 4385 144513 SH SOLE 144513 0 0 CONOCOPHILLIPS COM 20825C104 29107 418740 SH SOLE 418740 0 0 CONSOL ENERGY INC COM 20854P109 2637 78355 SH SOLE 78355 0 0 CONSOLIDATED EDISON INC COM 209115104 5529 100276 SH SOLE 100276 0 0 CONSTELLATION BRANDS INC COM 21036P108 3259 56783 SH SOLE 56783 0 0 CORNING INC COM 219350105 7295 500022 SH SOLE 500022 0 0 COSTCO WHSL CORP NEW COM 22160K105 17212 149514 SH SOLE 149514 0 0 COVIDIEN PLC COM G2554F113 9598 157497 SH SOLE 157497 0 0 CROWN CASTLE INTL CORP COM 228227104 7330 100376 SH SOLE 100376 0 0 CSX CORP COM 126408103 8979 348835 SH SOLE 348835 0 0 CUMMINS INC COM 231021106 7921 59617 SH SOLE 59617 0 0 CVS CAREMARK CORPORATION COM 126650100 23868 420576 SH SOLE 420576 0 0 D R HORTON INC COM 23331A109 1890 97271 SH SOLE 97271 0 0 DANAHER CORP DEL COM 235851102 14198 204812 SH SOLE 204812 0 0 DARDEN RESTAURANTS INC COM 237194105 2065 44610 SH SOLE 44610 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 3438 60417 SH SOLE 60417 0 0 DEERE & CO COM 244199105 10669 131081 SH SOLE 131081 0 0 DELL INC COM 24702R101 6920 502508 SH SOLE 502508 0 0 DELPHI AUTOMOTIVE PLC COM G27823106 5646 96649 SH SOLE 96649 0 0 DELTA AIR LINES INC DEL COM 247361702 6930 293750 SH SOLE 293750 0 0 DENBURY RES INC COM 247916208 2351 127680 SH SOLE 127680 0 0 DENTSPLY INTL INC NEW COM 249030107 2115 48717 SH SOLE 48717 0 0 DEVON ENERGY CORP NEW COM 25179M103 7547 130668 SH SOLE 130668 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1483 23802 SH SOLE 23802 0 0 DIRECTV COM 25490A309 10445 174810 SH SOLE 174810 0 0 DISCOVER FINL SVCS COM 254709108 8372 165642 SH SOLE 165642 0 0 DISCOVERY COMMUNICATNS NEW COM 25470F104 6673 79047 SH SOLE 79047 0 0 DISNEY WALT CO COM 254687106 36684 568837 SH SOLE 568837 0 0 DOLLAR GEN CORP NEW COM 256677105 5755 101935 SH SOLE 101935 0 0 DOLLAR TREE INC COM 256746108 4364 76354 SH SOLE 76354 0 0 DOMINION RES INC VA NEW COM 25746U109 12387 198248 SH SOLE 198248 0 0 DOVER CORP COM 260003108 5249 58436 SH SOLE 58436 0 0 DOW CHEM CO COM 260543103 15911 414360 SH SOLE 414360 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3124 69699 SH SOLE 69699 0 0 DTE ENERGY CO COM 233331107 3952 59904 SH SOLE 59904 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 18515 316171 SH SOLE 316171 0 0 DUKE ENERGY CORP NEW COM 26441C204 16140 241693 SH SOLE 241693 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1380 13284 SH SOLE 13284 0 0 E M C CORP MASS COM 268648102 18210 712455 SH SOLE 712455 0 0 E TRADE FINANCIAL CORP COM 269246401 1622 98287 SH SOLE 98287 0 0 EASTMAN CHEM CO COM 277432100 4114 52809 SH SOLE 52809 0 0 EATON CORP PLC COM G29183103 11170 162257 SH SOLE 162257 0 0 EBAY INC COM 278642103 22255 398906 SH SOLE 398906 0 0 ECOLAB INC COM 278865100 9172 92867 SH SOLE 92867 0 0 EDISON INTL COM 281020107 5138 111553 SH SOLE 111553 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2677 38441 SH SOLE 38441 0 0 ELECTRONIC ARTS INC COM 285512109 2682 104982 SH SOLE 104982 0 0 EMERSON ELEC CO COM 291011104 15829 244645 SH SOLE 244645 0 0 ENSCO PLC COM G3157S106 4299 79975 SH SOLE 79975 0 0 ENTERGY CORP NEW COM 29364G103 3857 61041 SH SOLE 61041 0 0 EOG RES INC COM 26875P101 15789 93272 SH SOLE 93272 0 0 EQT CORP COM 26884L109 4574 51561 SH SOLE 51561 0 0 EQUIFAX INC COM 294429105 2485 41526 SH SOLE 41526 0 0 EQUITY RESIDENTIAL COM 29476L107 6146 114737 SH SOLE 114737 0 0 EXELON CORP COM 30161N101 8693 293275 SH SOLE 293275 0 0 EXPEDIA INC DEL COM 30212P303 1905 36784 SH SOLE 36784 0 0 EXPEDITORS INTL WASH INC COM 302130109 3114 70669 SH SOLE 70669 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 17222 278770 SH SOLE 278770 0 0 EXXON MOBIL CORP COM 30231G102 129667 1507056 SH SOLE 1507056 0 0 F M C CORP COM 302491303 3348 46688 SH SOLE 46688 0 0 F5 NETWORKS INC COM 315616102 2299 26810 SH SOLE 26810 0 0 FAMILY DLR STORES INC COM 307000109 2382 33074 SH SOLE 33074 0 0 FASTENAL CO COM 311900104 4699 93512 SH SOLE 93512 0 0 FEDEX CORP COM 31428X106 11610 101740 SH SOLE 101740 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 4645 100013 SH SOLE 100013 0 0 FIFTH THIRD BANCORP COM 316773100 5479 303691 SH SOLE 303691 0 0 FIRST SOLAR INC COM 336433107 954 23737 SH SOLE 23737 0 0 FIRSTENERGY CORP COM 337932107 5219 143191 SH SOLE 143191 0 0 FISERV INC COM 337738108 4501 44541 SH SOLE 44541 0 0 FLIR SYS INC COM 302445101 1527 48644 SH SOLE 48644 0 0 FLOWSERVE CORP COM 34354P105 3004 48144 SH SOLE 48144 0 0 FLUOR CORP NEW COM 343412102 3961 55820 SH SOLE 55820 0 0 FMC TECHNOLOGIES INC COM 30249U101 4495 81115 SH SOLE 81115 0 0 FORD MTR CO DEL COM 345370860 22756 1348886 SH SOLE 1348886 0 0 FOREST LABS INC COM 345838106 3461 80880 SH SOLE 80880 0 0 FOSSIL GROUP INC COM 34988V106 2000 17207 SH SOLE 17207 0 0 FRANKLIN RES INC COM 354613101 7036 139190 SH SOLE 139190 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 11755 355355 SH SOLE 355355 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1427 342291 SH SOLE 342291 0 0 GAMESTOP CORP NEW COM 36467W109 1987 40024 SH SOLE 40024 0 0 GANNETT INC COM 364730101 2102 78454 SH SOLE 78454 0 0 GAP INC DEL COM 364760108 3804 94439 SH SOLE 94439 0 0 GARMIN LTD COM H2906T109 1904 42130 SH SOLE 42130 0 0 GENERAL DYNAMICS CORP COM 369550108 9960 113800 SH SOLE 113800 0 0 GENERAL ELECTRIC CO COM 369604103 83299 3486782 SH SOLE 3486782 0 0 GENERAL MLS INC COM 370334104 10530 219736 SH SOLE 219736 0 0 GENERAL MTRS CO COM 37045V100 11592 322258 SH SOLE 322258 0 0 GENUINE PARTS CO COM 372460105 4289 53022 SH SOLE 53022 0 0 GENWORTH FINL INC COM 37247D106 2162 169046 SH SOLE 169046 0 0 GILEAD SCIENCES INC COM 375558103 32932 524065 SH SOLE 524065 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 22625 143003 SH SOLE 143003 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1891 84220 SH SOLE 84220 0 0 GOOGLE INC COM 38259P508 83893 95778 SH SOLE 95778 0 0 GRAINGER W W INC COM 384802104 5542 21177 SH SOLE 21177 0 0 HALLIBURTON CO COM 406216101 13940 289515 SH SOLE 289515 0 0 HARLEY DAVIDSON INC COM 412822108 4906 76374 SH SOLE 76374 0 0 HARMAN INTL INDS INC COM 413086109 1544 23307 SH SOLE 23307 0 0 HARRIS CORP DEL COM 413875105 2171 36613 SH SOLE 36613 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4848 155797 SH SOLE 155797 0 0 HASBRO INC COM 418056107 1863 39531 SH SOLE 39531 0 0 HCP INC COM 40414L109 6381 155819 SH SOLE 155819 0 0 HEALTH CARE REIT INC COM 42217K106 6124 98176 SH SOLE 98176 0 0 HELMERICH & PAYNE INC COM 423452101 2514 36460 SH SOLE 36460 0 0 HERSHEY CO COM 427866108 4736 51200 SH SOLE 51200 0 0 HESS CORP COM 42809H107 7638 98764 SH SOLE 98764 0 0 HEWLETT PACKARD CO COM 428236103 13805 658005 SH SOLE 658005 0 0 HOME DEPOT INC COM 437076102 37200 490448 SH SOLE 490448 0 0 HONEYWELL INTL INC COM 438516106 22314 268719 SH SOLE 268719 0 0 HORMEL FOODS CORP COM 440452100 1941 46087 SH SOLE 46087 0 0 HOSPIRA INC COM 441060100 2224 56716 SH SOLE 56716 0 0 HOST HOTELS & RESORTS INC COM 44107P104 4538 256800 SH SOLE 256800 0 0 HUDSON CITY BANCORP COM 443683107 1473 162762 SH SOLE 162762 0 0 HUMANA INC COM 444859102 5000 53571 SH SOLE 53571 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2346 284069 SH SOLE 284069 0 0 ILLINOIS TOOL WKS INC COM 452308109 10760 141080 SH SOLE 141080 0 0 INGERSOLL-RAND PLC COM G47791101 6018 92669 SH SOLE 92669 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1523 27250 SH SOLE 27250 0 0 INTEL CORP COM 458140100 39096 1705766 SH SOLE 1705766 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 4525 24941 SH SOLE 24941 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 65286 352555 SH SOLE 352555 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2303 27985 SH SOLE 27985 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 1690 89294 SH SOLE 89294 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2483 144539 SH SOLE 144539 0 0 INTL PAPER CO COM 460146103 6841 152690 SH SOLE 152690 0 0 INTUIT COM 461202103 6741 101663 SH SOLE 101663 0 0 INTUITIVE SURGICAL INC COM 46120E602 5116 13596 SH SOLE 13596 0 0 INVESCO LTD COM G491BT108 4836 151614 SH SOLE 151614 0 0 IRON MTN INC COM 462846106 1574 58236 SH SOLE 58236 0 0 JABIL CIRCUIT INC COM 466313103 1369 63142 SH SOLE 63142 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2619 45012 SH SOLE 45012 0 0 JDS UNIPHASE CORP COM 46612J507 1196 81328 SH SOLE 81328 0 0 JOHNSON & JOHNSON COM 478160104 83644 964869 SH SOLE 964869 0 0 JOHNSON CTLS INC COM 478366107 9721 234246 SH SOLE 234246 0 0 JOY GLOBAL INC COM 481165108 1857 36388 SH SOLE 36388 0 0 JPMORGAN CHASE & CO COM 46625H100 66618 1288808 SH SOLE 1288808 0 0 JUNIPER NETWORKS INC COM 48203R104 3446 173534 SH SOLE 173534 0 0 KANSAS CITY SOUTHERN COM 485170302 4127 37738 SH SOLE 37738 0 0 KELLOGG CO COM 487836108 5175 88107 SH SOLE 88107 0 0 KEYCORP NEW COM 493267108 3557 312034 SH SOLE 312034 0 0 KIMBERLY CLARK CORP COM 494368103 12357 131148 SH SOLE 131148 0 0 KIMCO RLTY CORP COM 49446R109 2830 140255 SH SOLE 140255 0 0 KINDER MORGAN INC DEL COM 49456B101 8200 230528 SH SOLE 230528 0 0 KLA-TENCOR CORP COM 482480100 3453 56744 SH SOLE 56744 0 0 KOHLS CORP COM 500255104 3617 69900 SH SOLE 69900 0 0 KRAFT FOODS GROUP INC COM 50076Q106 10693 203912 SH SOLE 203912 0 0 KROGER CO COM 501044101 7158 177439 SH SOLE 177439 0 0 L BRANDS INC COM 501797104 5095 83381 SH SOLE 83381 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2899 30673 SH SOLE 30673 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 3058 30849 SH SOLE 30849 0 0 LAM RESEARCH CORP COM 512807108 2859 55860 SH SOLE 55860 0 0 LAUDER ESTEE COS INC COM 518439104 6119 87544 SH SOLE 87544 0 0 LEGG MASON INC COM 524901105 1243 37173 SH SOLE 37173 0 0 LEGGETT & PLATT INC COM 524660107 1466 48623 SH SOLE 48623 0 0 LENNAR CORP COM 526057104 2012 56833 SH SOLE 56833 0 0 LEUCADIA NATL CORP COM 527288104 2923 107306 SH SOLE 107306 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 4424 59117 SH SOLE 59117 0 0 LILLY ELI & CO COM 532457108 17085 339455 SH SOLE 339455 0 0 LINCOLN NATL CORP IND COM 534187109 3803 90559 SH SOLE 90559 0 0 LINEAR TECHNOLOGY CORP COM 535678106 3167 79843 SH SOLE 79843 0 0 LOCKHEED MARTIN CORP COM 539830109 11773 92303 SH SOLE 92303 0 0 LOEWS CORP COM 540424108 4897 104763 SH SOLE 104763 0 0 LORILLARD INC COM 544147101 5733 128023 SH SOLE 128023 0 0 LOWES COS INC COM 548661107 17145 360117 SH SOLE 360117 0 0 LSI CORPORATION COM 502161102 1465 187311 SH SOLE 187311 0 0 LYONDELLBASELL INDUSTRIES N COM N53745100 11234 153401 SH SOLE 153401 0 0 M & T BK CORP COM 55261F104 4983 44523 SH SOLE 44523 0 0 MACERICH CO COM 554382101 2716 48118 SH SOLE 48118 0 0 MACYS INC COM 55616P104 5574 128819 SH SOLE 128819 0 0 MARATHON OIL CORP COM 565849106 8475 242982 SH SOLE 242982 0 0 MARATHON PETE CORP COM 56585A102 6895 107192 SH SOLE 107192 0 0 MARRIOTT INTL INC NEW COM 571903202 3275 77854 SH SOLE 77854 0 0 MARSH & MCLENNAN COS INC COM 571748102 8195 188179 SH SOLE 188179 0 0 MASCO CORP COM 574599106 2601 122211 SH SOLE 122211 0 0 MASTERCARD INC COM 57636Q104 23896 35518 SH SOLE 35518 0 0 MATTEL INC COM 577081102 4938 117971 SH SOLE 117971 0 0 MCCORMICK & CO INC COM 579780206 2924 45190 SH SOLE 45190 0 0 MCDONALDS CORP COM 580135101 32929 342265 SH SOLE 342265 0 0 MCGRAW HILL FINL INC COM 580645109 6180 94225 SH SOLE 94225 0 0 MCKESSON CORP COM 58155Q103 10043 78278 SH SOLE 78278 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 5146 69295 SH SOLE 69295 0 0 MEADWESTVACO CORP COM 583334107 2333 60788 SH SOLE 60788 0 0 MEDTRONIC INC COM 585055106 18186 341519 SH SOLE 341519 0 0 MERCK & CO INC NEW COM 58933Y105 47703 1001950 SH SOLE 1001950 0 0 METLIFE INC COM 59156R108 18001 383412 SH SOLE 383412 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2722 67554 SH SOLE 67554 0 0 MICRON TECHNOLOGY INC COM 595112103 6212 355559 SH SOLE 355559 0 0 MICROSOFT CORP COM 594918104 86452 2595374 SH SOLE 2595374 0 0 MOLEX INC COM 608554101 1809 46973 SH SOLE 46973 0 0 MOLSON COORS BREWING CO COM 60871R209 2708 54016 SH SOLE 54016 0 0 MONDELEZ INTL INC COM 609207105 19156 609675 SH SOLE 609675 0 0 MONSANTO CO NEW COM 61166W101 19051 182529 SH SOLE 182529 0 0 MONSTER BEVERAGE CORP COM 611740101 2426 46427 SH SOLE 46427 0 0 MOODYS CORP COM 615369105 4670 66406 SH SOLE 66406 0 0 MORGAN STANLEY COM 617446448 12831 476109 SH SOLE 476109 0 0 MOSAIC CO NEW COM 61945C103 5018 116636 SH SOLE 116636 0 0 MOTOROLA SOLUTIONS INC COM 620076307 4810 81012 SH SOLE 81012 0 0 MURPHY OIL CORP COM 626717102 3628 60154 SH SOLE 60154 0 0 MYLAN INC COM 628530107 4990 130727 SH SOLE 130727 0 0 NABORS INDUSTRIES LTD COM G6359F103 1428 88898 SH SOLE 88898 0 0 NASDAQ OMX GROUP INC COM 631103108 1269 39532 SH SOLE 39532 0 0 NATIONAL OILWELL VARCO INC COM 637071101 11433 146376 SH SOLE 146376 0 0 NETAPP INC COM 64110D104 4963 116443 SH SOLE 116443 0 0 NETFLIX INC COM 64110L106 6238 20174 SH SOLE 20174 0 0 NEWELL RUBBERMAID INC COM 651229106 2712 98607 SH SOLE 98607 0 0 NEWFIELD EXPL CO COM 651290108 1271 46454 SH SOLE 46454 0 0 NEWMONT MINING CORP COM 651639106 4788 170393 SH SOLE 170393 0 0 NEWS CORP NEW COM 65249B109 2738 170495 SH SOLE 170495 0 0 NEXTERA ENERGY INC COM 65339F101 11655 145398 SH SOLE 145398 0 0 NIELSEN HOLDINGS N V COM N63218106 2683 73598 SH SOLE 73598 0 0 NIKE INC COM 654106103 18601 256069 SH SOLE 256069 0 0 NISOURCE INC COM 65473P105 3306 107023 SH SOLE 107023 0 0 NOBLE CORPORATION BAAR COM H5833N103 3277 86750 SH SOLE 86750 0 0 NOBLE ENERGY INC COM 655044105 8240 122966 SH SOLE 122966 0 0 NORDSTROM INC COM 655664100 2775 49377 SH SOLE 49377 0 0 NORFOLK SOUTHERN CORP COM 655844108 8262 106808 SH SOLE 106808 0 0 NORTHEAST UTILS COM 664397106 4445 107767 SH SOLE 107767 0 0 NORTHERN TR CORP COM 665859104 4204 77287 SH SOLE 77287 0 0 NORTHROP GRUMMAN CORP COM 666807102 7507 78805 SH SOLE 78805 0 0 NRG ENERGY INC COM 629377508 3022 110566 SH SOLE 110566 0 0 NUCOR CORP COM 670346105 5340 108943 SH SOLE 108943 0 0 NVIDIA CORP COM 67066G104 3082 198104 SH SOLE 198104 0 0 NYSE EURONEXT COM 629491101 3493 83200 SH SOLE 83200 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 4742 37168 SH SOLE 37168 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 25806 275882 SH SOLE 275882 0 0 OMNICOM GROUP INC COM 681919106 5586 88059 SH SOLE 88059 0 0 ONEOK INC NEW COM 682680103 3764 70600 SH SOLE 70600 0 0 ORACLE CORP COM 68389X105 40496 1220852 SH SOLE 1220852 0 0 OWENS ILL INC COM 690768403 1689 56274 SH SOLE 56274 0 0 PACCAR INC COM 693718108 6746 121195 SH SOLE 121195 0 0 PALL CORP COM 696429307 2950 38291 SH SOLE 38291 0 0 PARKER HANNIFIN CORP COM 701094104 5553 51077 SH SOLE 51077 0 0 PATTERSON COMPANIES INC COM 703395103 1145 28478 SH SOLE 28478 0 0 PAYCHEX INC COM 704326107 4527 111386 SH SOLE 111386 0 0 PEABODY ENERGY CORP COM 704549104 1594 92390 SH SOLE 92390 0 0 PENNEY J C INC COM 708160106 920 104278 SH SOLE 104278 0 0 PENTAIR LTD COM H6169Q108 4428 68186 SH SOLE 68186 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1581 109944 SH SOLE 109944 0 0 PEPCO HOLDINGS INC COM 713291102 1574 85292 SH SOLE 85292 0 0 PEPSICO INC COM 713448108 41979 528032 SH SOLE 528032 0 0 PERKINELMER INC COM 714046109 1448 38354 SH SOLE 38354 0 0 PERRIGO CO COM 714290103 3976 32222 SH SOLE 32222 0 0 PETSMART INC COM 716768106 2713 35577 SH SOLE 35577 0 0 PFIZER INC COM 717081103 65077 2266697 SH SOLE 2266697 0 0 PG&E CORP COM 69331C108 6239 152469 SH SOLE 152469 0 0 PHILIP MORRIS INTL INC COM 718172109 47985 554168 SH SOLE 554168 0 0 PHILLIPS 66 COM 718546104 12096 209208 SH SOLE 209208 0 0 PINNACLE WEST CAP CORP COM 723484101 2062 37661 SH SOLE 37661 0 0 PIONEER NAT RES CO COM 723787107 8956 47437 SH SOLE 47437 0 0 PITNEY BOWES INC COM 724479100 1257 69098 SH SOLE 69098 0 0 PLUM CREEK TIMBER CO INC COM 729251108 2613 55806 SH SOLE 55806 0 0 PNC FINL SVCS GROUP INC COM 693475105 13185 181982 SH SOLE 181982 0 0 PPG INDS INC COM 693506107 8174 48930 SH SOLE 48930 0 0 PPL CORP COM 69351T106 6571 216285 SH SOLE 216285 0 0 PRAXAIR INC COM 74005P104 12135 100950 SH SOLE 100950 0 0 PRECISION CASTPARTS CORP COM 740189105 11323 49829 SH SOLE 49829 0 0 PRICE T ROWE GROUP INC COM 74144T108 6407 89067 SH SOLE 89067 0 0 PRICELINE COM INC COM 741503403 17826 17633 SH SOLE 17633 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 4013 93726 SH SOLE 93726 0 0 PROCTER & GAMBLE CO COM 742718109 70882 937713 SH SOLE 937713 0 0 PROGRESSIVE CORP OHIO COM 743315103 5157 189375 SH SOLE 189375 0 0 PROLOGIS INC COM 74340W103 6422 170716 SH SOLE 170716 0 0 PRUDENTIAL FINL INC COM 744320102 12415 159209 SH SOLE 159209 0 0 PUBLIC STORAGE COM 74460D109 7942 49470 SH SOLE 49470 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5703 173198 SH SOLE 173198 0 0 PULTE GROUP INC COM 745867101 1975 119669 SH SOLE 119669 0 0 PVH CORP COM 693656100 3315 27929 SH SOLE 27929 0 0 QEP RES INC COM 74733V100 1700 61386 SH SOLE 61386 0 0 QUALCOMM INC COM 747525103 39563 587338 SH SOLE 587338 0 0 QUANTA SVCS INC COM 74762E102 2013 73182 SH SOLE 73182 0 0 QUEST DIAGNOSTICS INC COM 74834L100 3213 52004 SH SOLE 52004 0 0 RALPH LAUREN CORP COM 751212101 3417 20742 SH SOLE 20742 0 0 RANGE RES CORP COM 75281A109 4246 55944 SH SOLE 55944 0 0 RAYTHEON CO COM 755111507 8510 110416 SH SOLE 110416 0 0 RED HAT INC COM 756577102 2991 64815 SH SOLE 64815 0 0 REGENERON PHARMACEUTICALS COM 75886F107 8357 26710 SH SOLE 26710 0 0 REGIONS FINL CORP NEW COM 7591EP100 4426 477917 SH SOLE 477917 0 0 REPUBLIC SVCS INC COM 760759100 3101 92964 SH SOLE 92964 0 0 REYNOLDS AMERICAN INC COM 761713106 5287 108394 SH SOLE 108394 0 0 ROBERT HALF INTL INC COM 770323103 1855 47539 SH SOLE 47539 0 0 ROCKWELL AUTOMATION INC COM 773903109 5077 47478 SH SOLE 47478 0 0 ROCKWELL COLLINS INC COM 774341101 3137 46225 SH SOLE 46225 0 0 ROPER INDS INC NEW COM 776696106 4512 33959 SH SOLE 33959 0 0 ROSS STORES INC COM 778296103 5401 74189 SH SOLE 74189 0 0 ROWAN COMPANIES PLC COM G7665A101 1562 42528 SH SOLE 42528 0 0 RYDER SYS INC COM 783549108 1070 17916 SH SOLE 17916 0 0 SAFEWAY INC COM 786514208 2643 82618 SH SOLE 82618 0 0 SALESFORCE COM INC COM 79466L302 9745 187737 SH SOLE 187737 0 0 SANDISK CORP COM 80004C101 4898 82306 SH SOLE 82306 0 0 SCANA CORP NEW COM 80589M102 2207 47929 SH SOLE 47929 0 0 SCHLUMBERGER LTD COM 806857108 40031 453039 SH SOLE 453039 0 0 SCHWAB CHARLES CORP NEW COM 808513105 8370 395941 SH SOLE 395941 0 0 SCRIPPS NETWORKS INTERACT IN COM 811065101 2926 37459 SH SOLE 37459 0 0 SEAGATE TECHNOLOGY PLC COM G7945M107 4649 106287 SH SOLE 106287 0 0 SEALED AIR CORP NEW COM 81211K100 1824 67071 SH SOLE 67071 0 0 SEMPRA ENERGY COM 816851109 6657 77773 SH SOLE 77773 0 0 SHERWIN WILLIAMS CO COM 824348106 5444 29884 SH SOLE 29884 0 0 SIGMA ALDRICH CORP COM 826552101 3512 41168 SH SOLE 41168 0 0 SIMON PPTY GROUP INC NEW COM 828806109 15750 106254 SH SOLE 106254 0 0 SLM CORP COM 78442P106 3719 149345 SH SOLE 149345 0 0 SMUCKER J M CO COM 832696405 3781 35994 SH SOLE 35994 0 0 SNAP ON INC COM 833034101 1982 19916 SH SOLE 19916 0 0 SOUTHERN CO COM 842587107 12322 299212 SH SOLE 299212 0 0 SOUTHWEST AIRLS CO COM 844741108 3521 241798 SH SOLE 241798 0 0 SOUTHWESTERN ENERGY CO COM 845467109 4378 120354 SH SOLE 120354 0 0 SPDR S&P 500 ETF TR COM 78462F103 4832 28768 SH SOLE 28768 0 0 SPECTRA ENERGY CORP COM 847560109 7845 229171 SH SOLE 229171 0 0 ST JUDE MED INC COM 790849103 5274 98330 SH SOLE 98330 0 0 STANLEY BLACK & DECKER INC COM 854502101 4964 54808 SH SOLE 54808 0 0 STAPLES INC COM 855030102 3313 226144 SH SOLE 226144 0 0 STARBUCKS CORP COM 855244109 19802 257269 SH SOLE 257269 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4435 66745 SH SOLE 66745 0 0 STATE STR CORP COM 857477103 10040 152694 SH SOLE 152694 0 0 STERICYCLE INC COM 858912108 3394 29408 SH SOLE 29408 0 0 STRYKER CORP COM 863667101 6826 100984 SH SOLE 100984 0 0 SUNTRUST BKS INC COM 867914103 5983 184532 SH SOLE 184532 0 0 SYMANTEC CORP COM 871503108 5920 239198 SH SOLE 239198 0 0 SYSCO CORP COM 871829107 6412 201442 SH SOLE 201442 0 0 TARGET CORP COM 87612E106 13825 216088 SH SOLE 216088 0 0 TE CONNECTIVITY LTD COM H84989104 7331 141589 SH SOLE 141589 0 0 TECO ENERGY INC COM 872375100 1157 69940 SH SOLE 69940 0 0 TENET HEALTHCARE CORP COM 88033G407 1433 34789 SH SOLE 34789 0 0 TERADATA CORP DEL COM 88076W103 3096 55843 SH SOLE 55843 0 0 TERADYNE INC COM 880770102 1083 65553 SH SOLE 65553 0 0 TESORO CORP COM 881609101 2034 46251 SH SOLE 46251 0 0 TEXAS INSTRS INC COM 882508104 15183 377026 SH SOLE 377026 0 0 TEXTRON INC COM 883203101 2652 96041 SH SOLE 96041 0 0 THE ADT CORPORATION COM 00101J106 2784 68475 SH SOLE 68475 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 11375 123436 SH SOLE 123436 0 0 TIFFANY & CO NEW COM 886547108 2887 37674 SH SOLE 37674 0 0 TIME WARNER CABLE INC COM 88732J207 10920 97848 SH SOLE 97848 0 0 TIME WARNER INC COM 887317303 20730 314997 SH SOLE 314997 0 0 TJX COS INC NEW COM 872540109 13809 244887 SH SOLE 244887 0 0 TORCHMARK CORP COM 891027104 2269 31357 SH SOLE 31357 0 0 TOTAL SYS SVCS INC COM 891906109 1679 57071 SH SOLE 57071 0 0 TRAVELERS COMPANIES INC COM 89417E109 10840 127870 SH SOLE 127870 0 0 TRIPADVISOR INC COM 896945201 2896 38186 SH SOLE 38186 0 0 TWENTY FIRST CENTY FOX INC COM 90130A101 22782 680045 SH SOLE 680045 0 0 TYCO INTERNATIONAL LTD COM H89128104 5537 158283 SH SOLE 158283 0 0 TYSON FOODS INC COM 902494103 2694 95268 SH SOLE 95268 0 0 UNION PAC CORP COM 907818108 24670 158814 SH SOLE 158814 0 0 UNITED PARCEL SERVICE INC COM 911312106 22602 247364 SH SOLE 247364 0 0 UNITED STATES STL CORP NEW COM 912909108 1020 49529 SH SOLE 49529 0 0 UNITED TECHNOLOGIES CORP COM 913017109 31161 289011 SH SOLE 289011 0 0 UNITEDHEALTH GROUP INC COM 91324P102 24928 348104 SH SOLE 348104 0 0 UNUM GROUP COM 91529Y106 2747 90252 SH SOLE 90252 0 0 URBAN OUTFITTERS INC COM 917047102 1373 37339 SH SOLE 37339 0 0 US BANCORP DEL COM 902973304 23036 629739 SH SOLE 629739 0 0 V F CORP COM 918204108 5993 30108 SH SOLE 30108 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6339 185622 SH SOLE 185622 0 0 VARIAN MED SYS INC COM 92220P105 2754 36859 SH SOLE 36859 0 0 VENTAS INC COM 92276F100 6174 100397 SH SOLE 100397 0 0 VERISIGN INC COM 92343E102 2352 46210 SH SOLE 46210 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 45717 979787 SH SOLE 979787 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 6044 79712 SH SOLE 79712 0 0 VIACOM INC NEW COM 92553P201 12420 148597 SH SOLE 148597 0 0 VISA INC COM 92826C839 33775 176738 SH SOLE 176738 0 0 VORNADO RLTY TR COM 929042109 5005 59541 SH SOLE 59541 0 0 VULCAN MATLS CO COM 929160109 2305 44497 SH SOLE 44497 0 0 WALGREEN CO COM 931422109 16015 297671 SH SOLE 297671 0 0 WAL-MART STORES INC COM 931142103 41219 557311 SH SOLE 557311 0 0 WASHINGTON POST CO COM 939640108 916 1499 SH SOLE 1499 0 0 WASTE MGMT INC DEL COM 94106L109 6156 149267 SH SOLE 149267 0 0 WATERS CORP COM 941848103 3099 29177 SH SOLE 29177 0 0 WELLPOINT INC COM 94973V107 8558 102360 SH SOLE 102360 0 0 WELLS FARGO & CO NEW COM 949746101 68359 1654375 SH SOLE 1654375 0 0 WESTERN DIGITAL CORP COM 958102105 4579 72218 SH SOLE 72218 0 0 WESTERN UN CO COM 959802109 3526 188975 SH SOLE 188975 0 0 WEYERHAEUSER CO COM 962166104 5725 199958 SH SOLE 199958 0 0 WHIRLPOOL CORP COM 963320106 3975 27141 SH SOLE 27141 0 0 WHOLE FOODS MKT INC COM 966837106 7461 127543 SH SOLE 127543 0 0 WILLIAMS COS INC DEL COM 969457100 8505 233916 SH SOLE 233916 0 0 WINDSTREAM HLDGS INC COM 97382A101 1624 202970 SH SOLE 202970 0 0 WISCONSIN ENERGY CORP COM 976657106 3148 77950 SH SOLE 77950 0 0 WPX ENERGY INC COM 98212B103 1323 68678 SH SOLE 68678 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 2776 45524 SH SOLE 45524 0 0 WYNN RESORTS LTD COM 983134107 4376 27693 SH SOLE 27693 0 0 XCEL ENERGY INC COM 98389B100 4704 170361 SH SOLE 170361 0 0 XEROX CORP COM 984121103 4082 396682 SH SOLE 396682 0 0 XILINX INC COM 983919101 4273 91177 SH SOLE 91177 0 0 XL GROUP PLC COM G98290102 3020 97987 SH SOLE 97987 0 0 XYLEM INC COM 98419M100 1772 63440 SH SOLE 63440 0 0 YAHOO INC COM 984332106 10773 324889 SH SOLE 324889 0 0 YUM BRANDS INC COM 988498101 10907 152781 SH SOLE 152781 0 0 ZIMMER HLDGS INC COM 98956P102 4768 58051 SH SOLE 58051 0 0 ZIONS BANCORPORATION COM 989701107 1732 63178 SH SOLE 63178 0 0 ZOETIS INC COM 98978V103 5328 171193 SH SOLE 171193 0 0 ADVANCED MICRO DEVICES INC NOTE 007903AL1 2055 2000000 PRN SOLE 2000000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 01741RAD4 1025 1000000 PRN SOLE 1000000 0 0 ALLIANT TECHSYSTEMS INC NOTE 018804AK0 7570 5835000 PRN SOLE 5835000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 02917TAA2 1867 2000000 PRN SOLE 2000000 0 0 ANNALY CAP MGMT INC NOTE 035710AB8 2019 2000000 PRN SOLE 2000000 0 0 CADENCE DESIGN SYSTEM INC NOTE 127387AJ7 7237 4000000 PRN SOLE 4000000 0 0 CHART INDS INC NOTE 16115QAC4 3712 2000000 PRN SOLE 2000000 0 0 CHESAPEAKE ENERGY CORP NOTE 165167CA3 2423 2500000 PRN SOLE 2500000 0 0 ENDO HEALTH SOLUTIONS INC NOTE 29264FAB2 5524 3500000 PRN SOLE 3500000 0 0 ENERSYS NOTE 29275YAA0 5378 3500000 PRN SOLE 3500000 0 0 GILEAD SCIENCES INC NOTE 375558AN3 2770 1000000 PRN SOLE 1000000 0 0 GILEAD SCIENCES INC NOTE 375558AP8 24846 9000000 PRN SOLE 9000000 0 0 GOLDCORP INC NEW NOTE 380956AB8 2500 2500000 PRN SOLE 2500000 0 0 GROUP 1 AUTOMOTIVE INC NOTE 398905AE9 3887 3000000 PRN SOLE 3000000 0 0 HOLOGIC INC NOTE 436440AG6 3618 3500000 PRN SOLE 3500000 0 0 LEAP WIRELESS INTL INC NOTE 521863AL4 1009 1000000 PRN SOLE 1000000 0 0 MICROCHIP TECHNOLOGY INC NOTE 595017AB0 5483 3500000 PRN SOLE 3500000 0 0 MICRON TECHNOLOGY INC NOTE 595112AW3 2849 1500000 PRN SOLE 1500000 0 0 NOVELLUS SYS INC NOTE 670008AD3 1814 1150000 PRN SOLE 1150000 0 0 PROSPECT CAPITAL CORPORATION NOTE 74348TAC6 2243 2100000 PRN SOLE 2100000 0 0 PROSPECT CAPITAL CORPORATION NOTE 74348TAL6 1007 1000000 PRN SOLE 1000000 0 0 REDWOOD TR INC NOTE 758075AB1 1047 1000000 PRN SOLE 1000000 0 0 RYLAND GROUP INC NOTE 783764AQ6 2897 2000000 PRN SOLE 2000000 0 0 STARWOOD PPTY TR INC NOTE 85571BAA3 5145 5000000 PRN SOLE 5000000 0 0 STEEL DYNAMICS INC NOTE 858119AP5 3820 3500000 PRN SOLE 3500000 0 0 TELEFLEX INC NOTE 879369AA4 6995 5000000 PRN SOLE 5000000 0 0 TESLA MTRS INC NOTE 88160RAA9 3365 2000000 PRN SOLE 2000000 0 0 TTM TECHNOLOGIES INC NOTE 87305RAC3 1008 1000000 PRN SOLE 1000000 0 0 VERISIGN INC NOTE 92343EAD4 7305 4692000 PRN SOLE 4692000 0 0 WEB COM GROUP INC NOTE 94733AAA2 1691 1500000 PRN SOLE 1500000 0 0