TD Securities

TD Securities as of Dec. 31, 2011

Portfolio Holdings for TD Securities

TD Securities holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing

                TITLE OF                                        SH   INVESTMENT        VOTING AUTHORITY
 Name of Issuer                          CLASS    CUSIPS         Value     Shares       PRN  DISCRETION       SOLE  SHARED  NONE
 ---- -- ------                          -----    ------         -----     ------       ---  ----------       ----  ------  ----
{C}                                                                                                                         {C}
WASHINGTON POST CO CL B                    COM   939640108         588       1,561       sh     sole           1,561
AUTOZONE INC COM                           COM   053332102       2,912       8,962       sh     sole           8,962
CHIPOTLE MEXICAN GRILL INC COM             COM   169656105       3,393      10,045       sh     sole          10,045
SEARS HLDGS CORP COM                       COM   812350106         392      12,350       sh     sole          12,350
INTUITIVE SURGICAL INC COM NEW             COM   46120E602       5,795      12,516       sh     sole          12,516
AUTONATION INC COM                         COM   05329W102         563      15,267       sh     sole          15,267
DUN & BRADSTREET CORP DEL NE COM           COM   26483E100       1,167      15,602       sh     sole          15,602
PRICELINE COM INC COM NEW                  COM   741503403       7,473      15,978       sh     sole          15,978
RYDER SYS INC COM                          COM   783549108         872      16,409       sh     sole          16,409
NETFLIX INC COM                            COM   64110L106       1,231      17,769       sh     sole          17,769
FLOWSERVE CORP COM                         COM   34354P105       1,771      17,832       sh     sole          17,832
SNAP ON INC COM                            COM   833034101         945      18,672       sh     sole          18,672
FIRST SOLAR INC COM                        COM   336433107         637      18,863       sh     sole          18,863
DEVRY INC DEL COM                          COM   251893103         747      19,434       sh     sole          19,434
GRAINGER W W INC COM                       COM   384802104       3,646      19,476       sh     sole          19,476
CF INDS HLDGS INC COM                      COM   125269100       3,043      20,987       sh     sole          20,987
BIG LOTS INC COM                           COM   089302103         794      21,040       sh     sole          21,040
CME GROUP INC COM                          COM   12572Q105       5,192      21,309       sh     sole          21,309
NOVELLUS SYS INC COM                       COM   670008101         882      21,372       sh     sole          21,372
AIRGAS INC COM                             COM   009363102       1,712      21,929       sh     sole          21,929
DIAMOND OFFSHORE DRILLING IN COM           COM   25271C102       1,233      22,311       sh     sole          22,311
HARMAN INTL INDS INC COM                   COM   413086109         856      22,501       sh     sole          22,501
F M C CORP COM NEW                         COM   302491303       1,945      22,603       sh     sole          22,603
LEXMARK INTL NEW CL A                      COM   529771107         762      23,045       sh     sole          23,045
INTERCONTINENTALEXCHANGE INC COM           COM   45865V100       2,811      23,319       sh     sole          23,319
WHIRLPOOL CORP COM                         COM   963320106       1,164      24,534       sh     sole          24,534
INTEGRYS ENERGY GROUP INC COM              COM   45822P105       1,355      25,007       sh     sole          25,007
WYNN RESORTS LTD COM                       COM   983134107       2,808      25,418       sh     sole          25,418
F5 NETWORKS INC COM                        COM   315616102       2,707      25,511       sh     sole          25,511
INTERNATIONAL FLAVORS^FRAGRA COM           COM   459506101       1,361      25,965       sh     sole          25,965
TITANIUM METALS CORP COM NEW               COM   888339207         396      26,426       sh     sole          26,426
STERICYCLE INC COM                         COM   858912108       2,129      27,318       sh     sole          27,318
BARD C R INC COM                           COM   067383109       2,354      27,533       sh     sole          27,533
ABERCROMBIE & FITCH CO CL A                COM   002896207       1,347      27,590       sh     sole          27,590
SHERWIN WILLIAMS CO COM                    COM   824348106       2,468      27,642       sh     sole          27,642
SPDR S^P 500 ETF TR TR UNIT                COM   78462F103       3,501      27,895       sh     sole          27,895
V F CORP COM                               COM   918204108       3,554      27,984       sh     sole          27,984
PATTERSON COMPANIES INC COM                COM   703395103         830      28,101       sh     sole          28,101
WATERS CORP COM                            COM   941848103       2,130      28,760       sh     sole          28,760
ASSURANT INC COM                           COM   04621X108       1,214      29,563       sh     sole          29,563
FEDERATED INVS INC PA CL B                 COM   314211103         449      29,641       sh     sole          29,641
PERRIGO CO COM                             COM   714290103       2,910      29,911       sh     sole          29,911
DAVITA INC COM                             COM   23918K108       2,275      30,010       sh     sole          30,010
AVALONBAY CMNTYS INC COM                   COM   053484101       3,986      30,518       sh     sole          30,518
ROPER INDS INC NEW COM                     COM   776696106       2,690      30,965       sh     sole          30,965
SCRIPPS NETWORKS INTERACT IN CL A COM      COM   811065101       1,324      31,218       sh     sole          31,218
LABORATORY CORP AMER HLDGS COM NEW         COM   50540R409       2,734      31,807       sh     sole          31,807
L-3 COMMUNICATIONS HLDGS INC COM           COM   502424104       2,137      32,052       sh     sole          32,052
BLACKROCK INC COM                          COM   09247X101       5,731      32,154       sh     sole          32,154
BROWN FORMAN CORP CL B                     COM   115637209       2,606      32,373       sh     sole          32,373
TORCHMARK CORP COM                         COM   891027104       1,420      32,719       sh     sole          32,719
BEMIS INC COM                              COM   081437105         994      33,052       sh     sole          33,052
ONEOK INC NEW COM                          COM   682680103       2,866      33,055       sh     sole          33,055
CABOT OIL & GAS CORP COM                   COM   127097103       2,546      33,538       sh     sole          33,538
JOY GLOBAL INC COM                         COM   481165108       2,529      33,732       sh     sole          33,732
AVERY DENNISON CORP COM                    COM   053611109         968      33,763       sh     sole          33,763
ALLEGHENY TECHNOLOGIES INC COM             COM   01741R102       1,632      34,137       sh     sole          34,137
MASTERCARD INC CL A                        COM   57636Q104      12,757      34,218       sh     sole          34,218
SUNOCO INC COM                             COM   86764P109       1,406      34,265       sh     sole          34,265
HELMERICH & PAYNE INC COM                  COM   423452101       2,007      34,390       sh     sole          34,390
PINNACLE WEST CAP CORP COM                 COM   723484101       1,688      35,043       sh     sole          35,043
BORGWARNER INC COM                         COM   099724106       2,245      35,216       sh     sole          35,216
CINTAS CORP COM                            COM   172908105       1,232      35,391       sh     sole          35,391
URBAN OUTFITTERS INC COM                   COM   917047102         982      35,638       sh     sole          35,638
LAUDER ESTEE COS INC CL A                  COM   518439104       4,027      35,850       sh     sole          35,850
VARIAN MED SYS INC COM                     COM   92220P105       2,425      36,127       sh     sole          36,127
PERKINELMER INC COM                        COM   714046109         726      36,296       sh     sole          36,296
SMUCKER J M CO COM NEW                     COM   832696405       2,856      36,538       sh     sole          36,538
EDWARDS LIFESCIENCES CORP COM              COM   28176E108       2,589      36,614       sh     sole          36,614
PALL CORP COM                              COM   696429307       2,112      36,958       sh     sole          36,958
SCANA CORP NEW COM                         COM   80589M102       1,669      37,036       sh     sole          37,036
HARRIS CORP DEL COM                        COM   413875105       1,340      37,169       sh     sole          37,169
HASBRO INC COM                             COM   418056107       1,188      37,259       sh     sole          37,259
APOLLO GROUP INC CL A                      COM   037604105       2,009      37,302       sh     sole          37,302
AGL RES INC COM                            COM   001204106       1,533      37,466       sh     sole          37,466
FAMILY DLR STORES INC COM                  COM   307000109       2,172      37,677       sh     sole          37,677
DOLLAR TREE INC COM                        COM   256746108       3,175      38,202       sh     sole          38,202
SIGMA ALDRICH CORP COM                     COM   826552101       2,414      38,656       sh     sole          38,656
APARTMENT INVT & MGMT CO CL A              COM   03748R101         889      38,809       sh     sole          38,809
EQUIFAX INC COM                            COM   294429105       1,506      38,862       sh     sole          38,862
PIONEER NAT RES CO COM                     COM   723787107       3,515      39,279       sh     sole          39,279
LEGG MASON INC COM                         COM   524901105         960      39,927       sh     sole          39,927
ROWAN COS INC COM                          COM   779382100       1,217      40,114       sh     sole          40,114
GOODRICH CORP COM                          COM   382388106       4,972      40,192       sh     sole          40,192
M & T BK CORP COM                          COM   55261F104       3,078      40,321       sh     sole          40,321
TIFFANY & CO NEW COM                       COM   886547108       2,700      40,749       sh     sole          40,749
WATSON PHARMACEUTICALS INC COM             COM   942683103       2,463      40,813       sh     sole          40,813
NASDAQ OMX GROUP INC COM                   COM   631103108       1,004      40,944       sh     sole          40,944
JACOBS ENGR GROUP INC DEL COM              COM   469814107       1,669      41,126       sh     sole          41,126
VULCAN MATLS CO COM                        COM   929160109       1,632      41,479       sh     sole          41,479
DARDEN RESTAURANTS INC COM                 COM   237194105       1,928      42,310       sh     sole          42,310
CLOROX CO DEL COM                          COM   189054109       2,818      42,336       sh     sole          42,336
NEWFIELD EXPL CO COM                       COM   651290108       1,605      42,527       sh     sole          42,527
MCCORMICK & CO INC COM NON VTG             COM   579780206       2,147      42,582       sh     sole          42,582
LORILLARD INC COM                          COM   544147101       4,940      43,333       sh     sole          43,333
SALESFORCE COM INC COM                     COM   79466L302       4,429      43,651       sh     sole          43,651
MOLEX INC COM                              COM   608554101       1,050      44,011       sh     sole          44,011
EASTMAN CHEM CO COM                        COM   277432100       1,725      44,157       sh     sole          44,157
HORMEL FOODS CORP COM                      COM   440452100       1,297      44,266       sh     sole          44,266
GAMESTOP CORP NEW CL A                     COM   36467W109       1,072      44,421       sh     sole          44,421
LEGGETT & PLATT INC COM                    COM   524660107       1,029      44,656       sh     sole          44,656
FISERV INC COM                             COM   337738108       2,656      45,210       sh     sole          45,210
DENTSPLY INTL INC NEW COM                  COM   249030107       1,590      45,434       sh     sole          45,434
ROCKWELL AUTOMATION INC COM                COM   773903109       3,342      45,550       sh     sole          45,550
PUBLIC STORAGE COM                         COM   74460D109       6,127      45,570       sh     sole          45,570
TESORO CORP COM                            COM   881609101       1,066      45,649       sh     sole          45,649
PENNEY J C INC COM                         COM   708160106       1,612      45,872       sh     sole          45,872
ROBERT HALF INTL INC COM                   COM   770323103       1,306      45,885       sh     sole          45,885
CLIFFS NATURAL RESOURCES INC COM           COM   18683K101       2,862      45,901       sh     sole          45,901
UNITED STATES STL CORP NEW COM             COM   912909108       1,223      46,218       sh     sole          46,218
PRECISION CASTPARTS CORP COM               COM   740189105       7,626      46,279       sh     sole          46,279
COVENTRY HEALTH CARE INC COM               COM   222862104       1,406      46,308       sh     sole          46,308
FRANKLIN RES INC COM                       COM   354613101       4,488      46,717       sh     sole          46,717
CERNER CORP COM                            COM   156782104       2,864      46,761       sh     sole          46,761
BOSTON PROPERTIES INC COM                  COM   101121101       4,719      47,383       sh     sole          47,383
EQT CORP COM                               COM   26884L109       2,628      47,963       sh     sole          47,963
PARKER HANNIFIN CORP COM                   COM   701094104       3,697      48,491       sh     sole          48,491
ROCKWELL COLLINS INC COM                   COM   774341101       2,689      48,571       sh     sole          48,571
WYNDHAM WORLDWIDE CORP COM                 COM   98310W108       1,853      48,984       sh     sole          48,984
HERSHEY CO COM                             COM   427866108       3,035      49,133       sh     sole          49,133
PPG INDS INC COM                           COM   693506107       4,138      49,563       sh     sole          49,563
COMPUTER SCIENCES CORP COM                 COM   205363104       1,180      49,768       sh     sole          49,768
GENUINE PARTS CO COM                       COM   372460105       3,057      49,959       sh     sole          49,959
FLIR SYS INC COM                           COM   302445101       1,255      50,067       sh     sole          50,067
RANGE RES CORP COM                         COM   75281A109       3,110      50,207       sh     sole          50,207
MOLSON COORS BREWING CO CL B               COM   60871R209       2,201      50,561       sh     sole          50,561
QUEST DIAGNOSTICS INC COM                  COM   74834L100       2,940      50,634       sh     sole          50,634
COOPER INDUSTRIES PLC SHS                  COM   G24140108       2,748      50,744       sh     sole          50,744
VERISIGN INC COM                           COM   92343E102       1,824      51,054       sh     sole          51,054
WHOLE FOODS MKT INC COM                    COM   966837106       3,568      51,275       sh     sole          51,275
LENNAR CORP CL A                           COM   526057104       1,014      51,619       sh     sole          51,619
PLUM CREEK TIMBER CO INC COM               COM   729251108       1,892      51,764       sh     sole          51,764
NORDSTROM INC COM                          COM   655664100       2,581      51,924       sh     sole          51,924
CINCINNATI FINL CORP COM                   COM   172062101       1,585      52,021       sh     sole          52,021
TOTAL SYS SVCS INC COM                     COM   891906109       1,018      52,031       sh     sole          52,031
BALL CORP COM                              COM   058498106       1,864      52,202       sh     sole          52,202
HUMANA INC COM                             COM   444859102       4,598      52,478       sh     sole          52,478
C H ROBINSON WORLDWIDE INC COM NEW         COM   12541W209       3,677      52,695       sh     sole          52,695
OWENS ILL INC COM NEW                      COM   690768403       1,022      52,716       sh     sole          52,716
HOSPIRA INC COM                            COM   441060100       1,605      52,864       sh     sole          52,864
AMPHENOL CORP NEW CL A                     COM   032095101       2,415      53,196       sh     sole          53,196
KLA-TENCOR CORP COM                        COM   482480100       2,581      53,493       sh     sole          53,493
TERADATA CORP DEL COM                      COM   88076W103       2,606      53,729       sh     sole          53,729
STANLEY BLACK & DECKER INC COM             COM   854502101       3,665      54,211       sh     sole          54,211
DTE ENERGY CO COM                          COM   233331107       2,958      54,323       sh     sole          54,323
FLUOR CORP NEW COM                         COM   343412102       2,736      54,455       sh     sole          54,455
BMC SOFTWARE INC COM                       COM   055921100       1,791      54,627       sh     sole          54,627
MEADWESTVACO CORP COM                      COM   583334107       1,641      54,801       sh     sole          54,801
CONSTELLATION BRANDS INC CL A              COM   21036P108       1,155      55,878       sh     sole          55,878
NOBLE ENERGY INC COM                       COM   655044105       5,319      56,347       sh     sole          56,347
ENTERGY CORP NEW COM                       COM   29364G103       4,129      56,526       sh     sole          56,526
QEP RES INC COM                            COM   74733V100       1,664      56,795       sh     sole          56,795
NORTHEAST UTILS COM                        COM   664397106       2,049      56,820       sh     sole          56,820
LIFE TECHNOLOGIES CORP COM                 COM   53217V109       2,226      57,197       sh     sole          57,197
ZIMMER HLDGS INC COM                       COM   98956P102       3,072      57,509       sh     sole          57,509
CAMPBELL SOUP CO COM                       COM   134429109       1,913      57,561       sh     sole          57,561
AKAMAI TECHNOLOGIES INC COM                COM   00971T101       1,859      57,590       sh     sole          57,590
JABIL CIRCUIT INC COM                      COM   466313103       1,156      58,803       sh     sole          58,803
DEAN FOODS CO NEW COM                      COM   242370104         660      58,960       sh     sole          58,960
TERADYNE INC COM                           COM   880770102         805      59,075       sh     sole          59,075
ZIONS BANCORPORATION COM                   COM   989701107         963      59,150       sh     sole          59,150
VORNADO RLTY TR SH BEN INT                 COM   929042109       4,551      59,216       sh     sole          59,216
DOVER CORP COM                             COM   260003108       3,454      59,498       sh     sole          59,498
IRON MTN INC COM                           COM   462846106       1,835      59,576       sh     sole          59,576
CITRIX SYS INC COM                         COM   177376100       3,635      59,859       sh     sole          59,859
DONNELLEY R R & SONS CO COM                COM   257867101         870      60,276       sh     sole          60,276
HEALTH CARE REIT INC COM                   COM   42217K106       3,322      60,912       sh     sole          60,912
MICROCHIP TECHNOLOGY INC COM               COM   595017104       2,247      61,346       sh     sole          61,346
SEALED AIR CORP NEW COM                    COM   81211K100       1,061      61,631       sh     sole          61,631
STARWOOD HOTELS^RESORTS WRLD COM           COM   85590A401       2,959      61,678       sh     sole          61,678
RED HAT INC COM                            COM   756577102       2,556      61,894       sh     sole          61,894
CUMMINS INC COM                            COM   231021106       5,448      61,898       sh     sole          61,898
MURPHY OIL CORP COM                        COM   626717102       3,462      62,113       sh     sole          62,113
MOODYS CORP COM                            COM   615369105       2,112      62,703       sh     sole          62,703
LEUCADIA NATL CORP COM                     COM   527288104       1,446      63,586       sh     sole          63,586
COMERICA INC COM                           COM   200340107       1,645      63,769       sh     sole          63,769
PITNEY BOWES INC COM                       COM   724479100       1,188      64,076       sh     sole          64,076
CONSTELLATION ENERGY GROUP I COM           COM   210371100       2,566      64,694       sh     sole          64,694
MEAD JOHNSON NUTRITION CO COM              COM   582839106       4,491      65,336       sh     sole          65,336
QUANTA SVCS INC COM                        COM   74762E102       1,453      67,445       sh     sole          67,445
AIR PRODS & CHEMS INC COM                  COM   009158106       5,755      67,551       sh     sole          67,551
EXPEDITORS INTL WASH INC COM               COM   302130109       2,787      68,053       sh     sole          68,053
SUPERVALU INC COM                          COM   868536103         553      68,117       sh     sole          68,117
DR PEPPER SNAPPLE GROUP INC COM            COM   26138E109       2,717      68,808       sh     sole          68,808
BECTON DICKINSON & CO COM                  COM   075887109       5,154      68,972       sh     sole          68,972
TECO ENERGY INC COM                        COM   872375100       1,326      69,253       sh     sole          69,253
ALPHA NATURAL RESOURCES INC COM            COM   02076X102       1,441      70,549       sh     sole          70,549
CABLEVISION SYS CORP CL A NY CABLVS        COM   12686C109       1,008      70,858       sh     sole          70,858
CAREFUSION CORP COM                        COM   14170T101       1,832      72,093       sh     sole          72,093
AMERIPRISE FINL INC COM                    COM   03076C106       3,605      72,619       sh     sole          72,619
CARMAX INC COM                             COM   143130102       2,215      72,675       sh     sole          72,675
AUTODESK INC COM                           COM   052769106       2,208      72,794       sh     sole          72,794
CONSOL ENERGY INC COM                      COM   20854P109       2,672      72,801       sh     sole          72,801
PEPCO HOLDINGS INC COM                     COM   713291102       1,479      72,844       sh     sole          72,844
LINEAR TECHNOLOGY CORP COM                 COM   535678106       2,195      73,104       sh     sole          73,104
JDS UNIPHASE CORP COM PAR $0.001           COM   46612J507         768      73,543       sh     sole          73,543
NRG ENERGY INC COM NEW                     COM   629377508       1,337      73,810       sh     sole          73,810
ROSS STORES INC COM                        COM   778296103       3,527      74,205       sh     sole          74,205
WISCONSIN ENERGY CORP COM                  COM   976657106       2,595      74,228       sh     sole          74,228
HARLEY DAVIDSON INC COM                    COM   412822108       2,899      74,582       sh     sole          74,582
WESTERN DIGITAL CORP COM                   COM   958102105       2,322      75,037       sh     sole          75,037
FMC TECHNOLOGIES INC COM                   COM   30249U101       3,994      76,479       sh     sole          76,479
GANNETT INC COM                            COM   364730101       1,023      76,481       sh     sole          76,481
SEMPRA ENERGY COM                          COM   816851109       4,231      76,921       sh     sole          76,921
BED BATH & BEYOND INC COM                  COM   075896100       4,467      77,053       sh     sole          77,053
SANDISK CORP COM                           COM   80004C101       3,795      77,126       sh     sole          77,126
NORTHERN TR CORP COM                       COM   665859104       3,068      77,351       sh     sole          77,351
AMEREN CORP COM                            COM   023608102       2,576      77,750       sh     sole          77,750
FIDELITY NATL INFORMATION SV COM           COM   31620M106       2,070      77,856       sh     sole          77,856
BIOGEN IDEC INC COM                        COM   09062X103       8,580      77,967       sh     sole          77,967
GOODYEAR TIRE & RUBR CO COM                COM   382550101       1,111      78,429       sh     sole          78,429
CAMERON INTERNATIONAL CORP COM             COM   13342B105       3,871      78,700       sh     sole          78,700
MCKESSON CORP COM                          COM   58155Q103       6,140      78,815       sh     sole          78,815
LIMITED BRANDS INC COM                     COM   532716107       3,186      78,947       sh     sole          78,947
KELLOGG CO COM                             COM   487836108       4,022      79,538       sh     sole          79,538
CMS ENERGY CORP COM                        COM   125896100       1,786      80,880       sh     sole          80,880
NOBLE CORPORATION BAAR NAMEN -AKT          COM   H5833N103       2,448      81,022       sh     sole          81,022
GOOGLE INC CL A                            COM   38259P508      52,373      81,085       sh     sole          81,085
PRICE T ROWE GROUP INC COM                 COM   74144T108       4,618      81,088       sh     sole          81,088
KOHLS CORP COM                             COM   500255104       4,014      81,341       sh     sole          81,341
E TRADE FINANCIAL CORP COM NEW             COM   269246401         649      81,489       sh     sole          81,489
AMERISOURCEBERGEN CORP COM                 COM   03073E105       3,084      82,918       sh     sole          82,918
NORTHROP GRUMMAN CORP COM                  COM   666807102       4,904      83,861       sh     sole          83,861
NYSE EURONEXT COM                          COM   629491101       2,195      84,092       sh     sole          84,092
XILINX INC COM                             COM   983919101       2,701      84,240       sh     sole          84,240
FIRST HORIZON NATL CORP COM                COM   320517105         677      84,611       sh     sole          84,611
DISCOVERY COMMUNICATNS NEW COM SER A       COM   25470F104       3,475      84,821       sh     sole          84,821
LOCKHEED MARTIN CORP COM                   COM   539830109       6,889      85,160       sh     sole          85,160
FOREST LABS INC COM                        COM   345838106       2,595      85,746       sh     sole          85,746
MARRIOTT INTL INC NEW CL A                 COM   571903202       2,510      86,050       sh     sole          86,050
EOG RES INC COM                            COM   26875P101       8,501      86,291       sh     sole          86,291
PEABODY ENERGY CORP COM                    COM   704549104       2,879      86,940       sh     sole          86,940
OMNICOM GROUP INC COM                      COM   681919106       3,947      88,545       sh     sole          88,545
SAIC INC COM                               COM   78390X101       1,090      88,652       sh     sole          88,652
CHUBB CORP COM                             COM   171232101       6,178      89,250       sh     sole          89,250
D R HORTON INC COM                         COM   23331A109       1,126      89,267       sh     sole          89,267
TEXTRON INC COM                            COM   883203101       1,651      89,281       sh     sole          89,281
NISOURCE INC COM                           COM   65473P105       2,148      90,226       sh     sole          90,226
CIGNA CORP COM                             COM   125509109       3,848      91,623       sh     sole          91,623
NABORS INDUSTRIES LTD SHS                  COM   G6359F103       1,600      92,294       sh     sole          92,294
VENTAS INC COM                             COM   92276F100       5,095      92,411       sh     sole          92,411
NEWELL RUBBERMAID INC COM                  COM   651229106       1,501      92,918       sh     sole          92,918
COACH INC COM                              COM   189754104       5,717      93,665       sh     sole          93,665
TYSON FOODS INC CL A                       COM   902494103       1,935      93,764       sh     sole          93,764
UNUM GROUP COM                             COM   91529Y106       1,977      93,843       sh     sole          93,843
BLOCK H & R INC COM                        COM   093671105       1,535      94,010       sh     sole          94,010
CONSOLIDATED EDISON INC COM                COM   209115104       5,832      94,011       sh     sole          94,011
MCGRAW HILL COS INC COM                    COM   580645109       4,235      94,170       sh     sole          94,170
METROPCS COMMUNICATIONS INC COM            COM   591708102         817      94,180       sh     sole          94,180
BEST BUY INC COM                           COM   086516101       2,201      94,189       sh     sole          94,189
SIMON PPTY GROUP INC NEW COM               COM   828806109      12,159      94,297       sh     sole          94,297
PROGRESS ENERGY INC COM                    COM   743263105       5,304      94,685       sh     sole          94,685
FASTENAL CO COM                            COM   311900104       4,132      94,749       sh     sole          94,749
EQUITY RESIDENTIAL SH BEN INT              COM   29476L107       5,430      95,206       sh     sole          95,206
INTUIT COM                                 COM   461202103       5,017      95,405       sh     sole          95,405
INTERNATIONAL GAME TECHNOLOG COM           COM   459902102       1,643      95,518       sh     sole          95,518
ANALOG DEVICES INC COM                     COM   032654105       3,422      95,634       sh     sole          95,634
HESS CORP COM                              COM   42809H107       5,433      95,650       sh     sole          95,650
PRAXAIR INC COM                            COM   74005P104      10,285      96,211       sh     sole          96,211
ECOLAB INC COM                             COM   278865100       5,569      96,335       sh     sole          96,335
LINCOLN NATL CORP IND COM                  COM   534187109       1,880      96,823       sh     sole          96,823
COGNIZANT TECHNOLOGY SOLUTIO CL A          COM   192446102       6,236      96,968       sh     sole          96,968
ALLERGAN INC COM                           COM   018490102       8,590      97,903       sh     sole          97,903
PRINCIPAL FINL GROUP INC COM               COM   74251V102       2,409      97,943       sh     sole          97,943
LOEWS CORP COM                             COM   540424108       3,690      98,007       sh     sole          98,007
COCA COLA ENTERPRISES INC NE COM ADDED     COM   19122T109       2,582     100,145       sh     sole         100,145
INGERSOLL-RAND PLC SHS                     COM   G47791101       3,053     100,197       sh     sole         100,197
REPUBLIC SVCS INC COM                      COM   760759100       2,784     101,041       sh     sole         101,041
NUCOR CORP COM                             COM   670346105       4,022     101,650       sh     sole         101,650
FEDEX CORP COM                             COM   31428X106       8,503     101,815       sh     sole         101,815
ST JUDE MED INC COM                        COM   790849103       3,512     102,383       sh     sole         102,383
TIME WARNER CABLE INC COM                  COM   88732J207       6,511     102,422       sh     sole         102,422
HEINZ H J CO COM                           COM   423074103       5,554     102,783       sh     sole         102,783
XL GROUP PLC SHS                           COM   G98290102       2,034     102,873       sh     sole         102,873
ALTERA CORP COM                            COM   021441100       3,821     102,984       sh     sole         102,984
PAYCHEX INC COM                            COM   704326107       3,117     103,516       sh     sole         103,516
AON CORP COM                               COM   037389103       4,856     103,763       sh     sole         103,763
STRYKER CORP COM                           COM   863667101       5,190     104,400       sh     sole         104,400
EDISON INTL COM                            COM   281020107       4,329     104,573       sh     sole         104,573
ELECTRONIC ARTS INC COM                    COM   285512109       2,191     106,374       sh     sole         106,374
EATON CORP COM                             COM   278058102       4,669     107,265       sh     sole         107,265
NORFOLK SOUTHERN CORP COM                  COM   655844108       7,860     107,877       sh     sole         107,877
ACE LTD SHS                                COM   H0023R105       7,580     108,107       sh     sole         108,107
PULTE GROUP INC COM                        COM   745867101         682     108,115       sh     sole         108,115
REYNOLDS AMERICAN INC COM                  COM   761713106       4,495     108,513       sh     sole         108,513
MATTEL INC COM                             COM   577081102       3,017     108,692       sh     sole         108,692
SAFEWAY INC COM NEW                        COM   786514208       2,295     109,095       sh     sole         109,095
CARDINAL HEALTH INC COM                    COM   14149Y108       4,503     110,894       sh     sole         110,894
RAYTHEON CO COM NEW                        COM   755111507       5,374     111,085       sh     sole         111,085
GAP INC DEL COM                            COM   364760108       2,066     111,354       sh     sole         111,354
AGILENT TECHNOLOGIES INC COM               COM   00846U101       3,893     111,442       sh     sole         111,442
SOUTHWESTERN ENERGY CO COM                 COM   845467109       3,561     111,495       sh     sole         111,495
WELLPOINT INC COM                          COM   94973V107       7,397     111,650       sh     sole         111,650
GENERAL DYNAMICS CORP COM                  COM   369550108       7,591     114,298       sh     sole         114,298
MASCO CORP COM                             COM   574599106       1,204     114,840       sh     sole         114,840
PACCAR INC COM                             COM   693718108       4,308     114,974       sh     sole         114,974
NETAPP INC COM                             COM   64110D104       4,175     115,098       sh     sole         115,098
PEOPLES UNITED FINANCIAL INC COM           COM   712704105       1,487     115,751       sh     sole         115,751
AETNA INC NEW COM                          COM   00817Y108       4,906     116,284       sh     sole         116,284
AMAZON COM INC COM                         COM   023135106      20,212     116,767       sh     sole         116,767
CA INC COM                                 COM   12673P105       2,401     118,770       sh     sole         118,770
NIKE INC CL B                              COM   654106103      11,473     119,056       sh     sole         119,056
TJX COS INC NEW COM                        COM   872540109       7,814     121,047       sh     sole         121,047
THERMO FISHER SCIENTIFIC INC COM           COM   883556102       5,460     121,413       sh     sole         121,413
APACHE CORP COM                            COM   037411105      11,166     123,268       sh     sole         123,268
MEDCO HEALTH SOLUTIONS INC COM             COM   58405U102       6,946     124,261       sh     sole         124,261
AMERICAN TOWER CORP CL A                   COM   029912201       7,570     126,146       sh     sole         126,146
KIMBERLY CLARK CORP COM                    COM   494368103       9,305     126,490       sh     sole         126,490
DENBURY RES INC COM NEW                    COM   247916208       1,925     127,506       sh     sole         127,506
DEVON ENERGY CORP NEW COM                  COM   25179M103       8,037     129,636       sh     sole         129,636
PG^E CORP COM                              COM   69331C108       5,370     130,273       sh     sole         130,273
KIMCO RLTY CORP COM                        COM   49446R109       2,121     130,612       sh     sole         130,612
HCP INC COM                                COM   40414L109       5,423     130,884       sh     sole         130,884
TRAVELERS COMPANIES INC COM                COM   89417E109       7,839     132,484       sh     sole         132,484
DEERE & CO COM                             COM   244199105      10,276     132,853       sh     sole         132,853
CONAGRA FOODS INC COM                      COM   205887102       3,512     133,037       sh     sole         133,037
FIRSTENERGY CORP COM                       COM   337932107       5,946     134,231       sh     sole         134,231
MACYS INC COM                              COM   55616P104       4,336     134,747       sh     sole         134,747
NEXTERA ENERGY INC COM                     COM   65339F101       8,256     135,617       sh     sole         135,617
NATIONAL OILWELL VARCO INC COM             COM   637071101       9,249     136,037       sh     sole         136,037
CENTERPOINT ENERGY INC COM                 COM   15189T107       2,746     136,708       sh     sole         136,708
MYLAN INC COM                              COM   628530107       2,938     136,894       sh     sole         136,894
AVON PRODS INC COM                         COM   054303102       2,415     138,262       sh     sole         138,262
COSTCO WHSL CORP NEW COM                   COM   22160K105      11,589     139,093       sh     sole         139,093
TENET HEALTHCARE CORP COM                  COM   88033G100         715     139,409       sh     sole         139,409
BAKER HUGHES INC COM                       COM   057224107       6,814     140,088       sh     sole         140,088
AMERICAN INTL GROUP INC COM NEW            COM   026874784       3,253     140,203       sh     sole         140,203
INTL PAPER CO COM                          COM   460146103       4,152     140,283       sh     sole         140,283
CELGENE CORP COM                           COM   151020104       9,632     142,484       sh     sole         142,484
HARTFORD FINL SVCS GROUP INC COM           COM   416515104       2,325     143,065       sh     sole         143,065
INVESCO LTD SHS                            COM   G491BT108       2,908     144,752       sh     sole         144,752
CARNIVAL CORP PAIRED CTF                   COM   143658300       4,741     145,240       sh     sole         145,240
CAPITAL ONE FINL CORP COM                  COM   14040H105       6,239     147,538       sh     sole         147,538
WASTE MGMT INC DEL COM                     COM   94106L109       4,833     147,748       sh     sole         147,748
YUM BRANDS INC COM                         COM   988498101       8,722     147,801       sh     sole         147,801
INTERPUBLIC GROUP COS INC COM              COM   460690100       1,440     148,018       sh     sole         148,018
TYCO INTERNATIONAL LTD SHS                 COM   H89128104       6,926     148,277       sh     sole         148,277
AFLAC INC COM                              COM   001055102       6,481     149,821       sh     sole         149,821
PRUDENTIAL FINL INC COM                    COM   744320102       7,593     151,493       sh     sole         151,493
AMERICAN ELEC PWR INC COM                  COM   025537101       6,403     154,996       sh     sole         154,996
UNION PAC CORP COM                         COM   907818108      16,426     155,049       sh     sole         155,049
ILLINOIS TOOL WKS INC COM                  COM   452308109       7,244     155,086       sh     sole         155,086
COLGATE PALMOLIVE CO COM                   COM   194162103      14,352     155,345       sh     sole         155,345
XCEL ENERGY INC COM                        COM   98389B100       4,302     155,652       sh     sole         155,652
BROADCOM CORP CL A                         COM   111320107       4,571     155,698       sh     sole         155,698
EXPRESS SCRIPTS INC COM                    COM   302182100       6,978     156,150       sh     sole         156,150
AUTOMATIC DATA PROCESSING IN COM           COM   053015103       8,472     156,853       sh     sole         156,853
ADOBE SYS INC COM                          COM   00724F101       4,454     157,558       sh     sole         157,558
GENWORTH FINL INC COM CL A                 COM   37247D106       1,032     157,570       sh     sole         157,570
STATE STR CORP COM                         COM   857477103       6,365     157,897       sh     sole         157,897
GOLDMAN SACHS GROUP INC COM                COM   38141G104      14,289     158,013       sh     sole         158,013
NEWMONT MINING CORP COM                    COM   651639106       9,531     158,816       sh     sole         158,816
ANADARKO PETE CORP COM                     COM   032511107      12,200     159,829       sh     sole         159,829
ALLSTATE CORP COM                          COM   020002101       4,446     162,198       sh     sole         162,198
PUBLIC SVC ENTERPRISE GROUP COM            COM   744573106       5,360     162,376       sh     sole         162,376
VISA INC COM CL A                          COM   92826C839      16,573     163,234       sh     sole         163,234
SLM CORP COM                               COM   78442P106       2,188     163,285       sh     sole         163,285
JUNIPER NETWORKS INC COM                   COM   48203R104       3,446     168,828       sh     sole         168,828
PNC FINL SVCS GROUP INC COM                COM   693475105       9,738     168,861       sh     sole         168,861
HUDSON CITY BANCORP COM                    COM   443683107       1,058     169,299       sh     sole         169,299
MONSANTO CO NEW COM                        COM   61166W101      12,041     171,845       sh     sole         171,845
WEYERHAEUSER CO COM                        COM   962166104       3,214     172,168       sh     sole         172,168
SUNTRUST BKS INC COM                       COM   867914103       3,051     172,355       sh     sole         172,355
MARSH & MCLENNAN COS INC COM               COM   571748102       5,460     172,667       sh     sole         172,667
DISCOVER FINL SVCS COM                     COM   254709108       4,234     176,412       sh     sole         176,412
VIACOM INC NEW CL B                        COM   92553P201       8,048     177,238       sh     sole         177,238
VALERO ENERGY CORP NEW COM                 COM   91913Y100       3,782     179,650       sh     sole         179,650
LSI CORPORATION COM                        COM   502161102       1,076     180,858       sh     sole         180,858
BAXTER INTL INC COM                        COM   071813109       8,955     180,979       sh     sole         180,979
DOMINION RES INC VA NEW COM                COM   25746U109       9,704     182,823       sh     sole         182,823
DANAHER CORP DEL COM                       COM   235851102       8,601     182,841       sh     sole         182,841
PPL CORP COM                               COM   69351T106       5,461     185,611       sh     sole         185,611
WINDSTREAM CORP COM                        COM   97381W104       2,196     187,056       sh     sole         187,056
ADVANCED MICRO DEVICES INC COM             COM   007903107       1,015     187,895       sh     sole         187,895
WILLIAMS COS INC DEL COM                   COM   969457100       6,247     189,178       sh     sole         189,178
SYSCO CORP COM                             COM   871829107       5,553     189,336       sh     sole         189,336
SARA LEE CORP COM                          COM   803111103       3,587     189,606       sh     sole         189,606
KROGER CO COM                              COM   501044101       4,642     191,661       sh     sole         191,661
NVIDIA CORP COM                            COM   67066G104       2,717     195,996       sh     sole         195,996
PROGRESSIVE CORP OHIO COM                  COM   743315103       3,862     197,937       sh     sole         197,937
CENTURYLINK INC COM                        COM   156700106       7,374     198,227       sh     sole         198,227
WESTERN UN CO COM                          COM   959802109       3,629     198,719       sh     sole         198,719
ACCENTURE PLC IRELAND SHS CLASS A          COM   G1151C101      10,950     205,707       sh     sole         205,707
GENERAL MLS INC COM                        COM   370334104       8,346     206,524       sh     sole         206,524
AES CORP COM                               COM   00130H105       2,450     206,936       sh     sole         206,936
CATERPILLAR INC DEL COM                    COM   149123101      18,803     207,540       sh     sole         207,540
SPECTRA ENERGY CORP COM                    COM   847560109       6,419     208,735       sh     sole         208,735
CBS CORP NEW CL B                          COM   124857202       5,701     210,041       sh     sole         210,041
CHESAPEAKE ENERGY CORP COM                 COM   165167107       4,717     211,599       sh     sole         211,599
EXELON CORP COM                            COM   30161N101       9,229     212,801       sh     sole         212,801
ARCHER DANIELS MIDLAND CO COM              COM   039483102       6,132     214,396       sh     sole         214,396
TARGET CORP COM                            COM   87612E106      11,041     215,556       sh     sole         215,556
JOHNSON CTLS INC COM                       COM   478366107       6,826     218,376       sh     sole         218,376
BB^T CORP COM                              COM   054937107       5,632     223,748       sh     sole         223,748
STAPLES INC COM                            COM   855030102       3,118     224,487       sh     sole         224,487
3M CO COM                                  COM   88579Y101      18,385     224,944       sh     sole         224,944
MARATHON OIL CORP COM                      COM   565849106       6,611     225,867       sh     sole         225,867
DIRECTV COM CL A                           COM   25490A101       9,684     226,464       sh     sole         226,464
HOST HOTELS & RESORTS INC COM              COM   44107P104       3,348     226,673       sh     sole         226,673
EMERSON ELEC CO COM                        COM   291011104      11,002     236,147       sh     sole         236,147
SYMANTEC CORP COM                          COM   871503108       3,703     236,600       sh     sole         236,600
BOEING CO COM                              COM   097023105      17,498     238,549       sh     sole         238,549
STARBUCKS CORP COM                         COM   855244109      11,008     239,244       sh     sole         239,244
GILEAD SCIENCES INC COM                    COM   375558103       9,868     241,086       sh     sole         241,086
EL PASO CORP COM                           COM   28336L109       6,577     247,524       sh     sole         247,524
HONEYWELL INTL INC COM                     COM   438516106      13,493     248,262       sh     sole         248,262
SOUTHWEST AIRLS CO COM                     COM   844741108       2,139     249,875       sh     sole         249,875
AMGEN INC COM                              COM   031162100      16,348     254,600       sh     sole         254,600
OCCIDENTAL PETE CORP DEL COM               COM   674599105      24,414     260,552       sh     sole         260,552
SOUTHERN CO COM                            COM   842587107      12,806     276,645       sh     sole         276,645
HUNTINGTON BANCSHARES INC COM              COM   446150104       1,523     277,334       sh     sole         277,334
WALGREEN CO COM                            COM   931422109       9,436     285,428       sh     sole         285,428
UNITED TECHNOLOGIES CORP COM               COM   913017109      21,256     290,819       sh     sole         290,819
FIFTH THIRD BANCORP COM                    COM   316773100       3,755     295,213       sh     sole         295,213
HALLIBURTON CO COM                         COM   406216101      10,192     295,337       sh     sole         295,337
DU PONT E I DE NEMOURS & CO COM            COM   263534109      13,576     296,542       sh     sole         296,542
APPLE INC COM                              COM   037833100     120,813     298,304       sh     sole         298,304
FREEPORT-MCMORAN COPPER & GO COM           COM   35671D857      11,193     304,242       sh     sole         304,242
KEYCORP NEW COM                            COM   493267108       2,352     305,840       sh     sole         305,840
UNITED PARCEL SERVICE INC CL B             COM   911312106      22,669     309,724       sh     sole         309,724
MICRON TECHNOLOGY INC COM                  COM   595112103       1,994     316,972       sh     sole         316,972
FRONTIER COMMUNICATIONS CORP COM           COM   35906A108       1,645     319,397       sh     sole         319,397
TIME WARNER INC COM NEW                    COM   887317303      11,610     321,244       sh     sole         321,244
AMERICAN EXPRESS CO COM                    COM   025816109      15,299     324,327       sh     sole         324,327
LILLY ELI & CO COM                         COM   532457108      13,590     327,005       sh     sole         327,005
MCDONALDS CORP COM                         COM   580135101      32,703     328,413       sh     sole         328,413
CSX CORP COM                               COM   126408103       7,097     336,994       sh     sole         336,994
MEDTRONIC INC COM                          COM   585055106      12,956     338,723       sh     sole         338,723
METLIFE INC COM                            COM   59156R108      10,584     339,459       sh     sole         339,459
ALCOA INC COM                              COM   013817101       2,955     341,600       sh     sole         341,600
UNITEDHEALTH GROUP INC COM                 COM   91324P102      17,340     342,153       sh     sole         342,153
SCHWAB CHARLES CORP NEW COM                COM   808513105       3,901     346,474       sh     sole         346,474
TEXAS INSTRS INC COM                       COM   882508104      10,676     366,746       sh     sole         366,746
EBAY INC COM                               COM   278642103      11,185     368,762       sh     sole         368,762
INTERNATIONAL BUSINESS MACHS COM           COM   459200101      69,560     378,290       sh     sole         378,290
DOW CHEM CO COM                            COM   260543103      10,909     379,315       sh     sole         379,315
BANK OF NEW YORK MELLON CORP COM           COM   064058100       7,749     389,207       sh     sole         389,207
YAHOO INC COM                              COM   984332106       6,421     398,087       sh     sole         398,087
LOWES COS INC COM                          COM   548661107      10,203     402,023       sh     sole         402,023
REGIONS FINANCIAL CORP NEW COM             COM   7591EP100       1,737     404,050       sh     sole         404,050
CVS CAREMARK CORPORATION COM               COM   126650100      17,037     417,772       sh     sole         417,772
APPLIED MATLS INC COM                      COM   038222105       4,488     419,058       sh     sole         419,058
CONOCOPHILLIPS COM                         COM   20825C104      31,054     426,152       sh     sole         426,152
DUKE ENERGY CORP NEW COM                   COM   26441C105       9,411     427,755       sh     sole         427,755
SCHLUMBERGER LTD COM                       COM   806857108      29,426     430,770       sh     sole         430,770
XEROX CORP COM                             COM   984121103       3,544     445,190       sh     sole         445,190
BOSTON SCIENTIFIC CORP COM                 COM   101137107       2,539     475,505       sh     sole         475,505
MORGAN STANLEY COM NEW                     COM   617446448       7,207     476,338       sh     sole         476,338
DELL INC COM                               COM   24702R101       7,170     490,118       sh     sole         490,118
HOME DEPOT INC COM                         COM   437076102      20,801     494,783       sh     sole         494,783
ABBOTT LABS COM                            COM   002824100      28,114     499,991       sh     sole         499,991
PEPSICO INC COM                            COM   713448108      33,294     501,793       sh     sole         501,793
CORNING INC COM                            COM   219350105       6,547     504,415       sh     sole         504,415
QUALCOMM INC COM                           COM   747525103      29,511     539,511       sh     sole         539,511
BRISTOL MYERS SQUIBB CO COM                COM   110122108      19,166     543,878       sh     sole         543,878
PHILIP MORRIS INTL INC COM                 COM   718172109      43,753     557,503       sh     sole         557,503
WAL MART STORES INC COM                    COM   931142103      33,501     560,589       sh     sole         560,589
BERKSHIRE HATHAWAY INC DEL CL B NEW        COM   084670702      43,054     564,268       sh     sole         564,268
KRAFT FOODS INC CL A                       COM   50075N104      21,185     567,057       sh     sole         567,057
DISNEY WALT CO COM DISNEY                  COM   254687106      21,623     576,610       sh     sole         576,610
US BANCORP DEL COM NEW                     COM   902973304      16,569     612,523       sh     sole         612,523
HEWLETT PACKARD CO COM                     COM   428236103      16,428     637,738       sh     sole         637,738
CHEVRON CORP NEW COM                       COM   166764100      68,010     639,188       sh     sole         639,188
E M C CORP MASS COM                        COM   268648102      14,103     654,746       sh     sole         654,746
ALTRIA GROUP INC COM                       COM   02209S103      19,570     660,031       sh     sole         660,031
NEWS CORP CL A                             COM   65248E104      12,557     703,853       prn    sole         703,853
COCA COLA CO COM                           COM   191216100      51,006     728,976       prn    sole         728,976
COMCAST CORP NEW CL A                      COM   20030N101      20,736     874,567       prn    sole         874,567
JOHNSON & JOHNSON COM                      COM   478160104      57,481     876,495       prn    sole         876,495
PROCTER & GAMBLE CO COM                    COM   742718109      58,909     883,066       prn    sole         883,066
VERIZON COMMUNICATIONS INC COM             COM   92343V104      36,456     908,669       prn    sole         908,669
SPRINT NEXTEL CORP COM SER 1               COM   852061100       2,250     961,540       prn    sole         961,540
MERCK & CO INC NEW COM                     COM   58933Y105      36,881     978,263       prn    sole         978,263
JPMORGAN CHASE & CO COM                    COM   46625H100      40,551   1,219,576       prn    sole       1,219,576
FORD MTR CO DEL COM PAR $0.01              COM   345370860      13,124   1,219,683       prn    sole       1,219,683
ORACLE CORP COM                            COM   68389X105      32,394   1,262,913       prn    sole       1,262,913
EXXON MOBIL CORP COM                       COM   30231G102     130,397   1,538,432       prn    sole       1,538,432
INTEL CORP COM                             COM   458140100      39,633   1,634,332       prn    sole       1,634,332
WELLS FARGO & CO NEW COM                   COM   949746101      46,648   1,692,595       prn    sole       1,692,595
CISCO SYS INC COM                          COM   17275R102      31,196   1,725,441       prn    sole       1,725,441
AT^T INC COM                               COM   00206R102      57,517   1,902,014       prn    sole       1,902,014
MICROSOFT CORP COM                         COM   594918104      62,381   2,402,983       prn    sole       2,402,983
PFIZER INC COM                             COM   717081103      53,391   2,467,215       prn    sole       2,467,215
BANK OF AMERICA CORPORATION COM            COM   060505104      18,088   3,253,217       prn    sole       3,253,217
GENERAL ELECTRIC CO COM                    COM   369604103      60,688   3,388,495       prn    sole       3,388,495
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 NOTE  018581AD0       8,834   6,439,000       prn    sole       6,439,000
ANIXTER INTL INC NOTE 1.000% 2/1           NOTE  035290AJ4       7,754   6,866,000       prn    sole       6,866,000
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1  NOTE  039483AW2       5,711   5,729,000       prn    sole       5,729,000
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1  NOTE  159864AB3       4,332   4,500,000       prn    sole       4,500,000
E M C CORP MASS NOTE 1.750%12/0            NOTE  268648AM4      21,509  15,000,000       prn    sole      15,000,000
ENDO PHARMACEUTICALS HLDGS I
   NOTE 1.750% 4/1 ADDED                   NOTE  29264FAB2       7,027   5,403,000       prn    sole       5,403,000
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 NOTE  369300AD0       2,158   2,350,000       prn    sole       2,350,000
GILEAD SCIENCES INC NOTE 0.625% 5/0        NOTE  375558AH6       8,672   7,500,000       prn    sole       7,500,000
HEALTH CARE REIT INC NOTE 3.000%12/0       NOTE  42217KAR7       3,539   3,094,000       prn    sole       3,094,000
HOLOGIC INC FRNT 2.000%12/1                NOTE  436440AA9       5,670   6,000,000       prn    sole       6,000,000
ICONIX BRAND GROUP INC NOTE 1.875% 6/3     NOTE  451055AB3       4,753   4,825,000       prn    sole       4,825,000
INVITROGEN CORP NOTE 1.500% 2/1            NOTE  46185RAK6       6,002   6,047,000       prn    sole       6,047,000
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0    NOTE  502413AW7       3,306   3,500,000       prn    sole       3,500,000
NETAPP INC NOTE 1.750% 6/0                 NOTE  64110DAB0       8,152   6,500,000       prn    sole       6,500,000
NEWMONT MINING CORP NOTE 1.250% 7/1        NOTE  651639AH9       6,931   5,000,000       prn    sole       5,000,000
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1  NOTE  67020YAB6       2,870   2,000,000       prn    sole       2,000,000
OMNICOM GROUP INC NOTE 7/3                 NOTE  681919AV8       6,436   6,500,000       prn    sole       6,500,000
PARKER DRILLING CO NOTE 2.125% 7/1         NOTE  701081AR2       5,202   5,295,000       prn    sole       5,295,000
PROLOGIS NOTE 2.250% 4/0                   NOTE  743410AQ5       1,983   2,000,000       prn    sole       2,000,000
RAYONIER TRS HLDGS INC NOTE 3.750%10/1     NOTE  75508AAB2       9,840   7,921,000       prn    sole       7,921,000
SANDISK CORP NOTE 1.500% 8/1               NOTE  80004CAD3       1,172   1,000,000       prn    sole       1,000,000
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0    NOTE  78388JAN6       5,603   5,000,000       prn    sole       5,000,000
SBA COMMUNICATIONS CORP NOTE 4.000%10/0    NOTE  78388JAM8       4,952   3,250,000       prn    sole       3,250,000
SMITHFIELD FOODS INC NOTE 4.000% 6/3       NOTE  832248AR9       2,792   2,300,000       prn    sole       2,300,000
MACERICK PUT                               COM   554382101       3,687     122,900       PUT    sole         122,900
KILROY RLTY CORP PUT                       COM   49427f108       2,000     100,000       PUT    sole         100,000
SL GREEN RLTY CORP PUT                     COM   78440x101       2,800      80,000       PUT    sole          80,000