TD Securities

TD Securities as of March 31, 2012

Portfolio Holdings for TD Securities

TD Securities holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                Item 6:                           Item 7:          Item 8:
                                        Item 4:                  Investment Discretion            Managers Voting Authority (Shares)
                                        Fair      Item 5:        -------------------------------------------------------------------
                   Item 2:  Item 3:     Market    Shares or               (b) Shared-
Item 1:            Title of CUSIP       Value     Principal               As Defined  (c) Shared- See                  (b)      (c)
Name of Issuer     Class    Number      (x$1000)  Amount         (a) Sole in Instr.V  other       Instr. V (a) Sole   Shared    None
------------------------------------------------------------------------------------------------------------------------------------
{S}                {C}      {C}         {C}       {C}            {C}      {C}         {C}         {C}      {C}        {C}       {C}
WASHINGTON POST
CO CL B            COM      939640108         466      1,248 sh  sole                                            1,248
AUTOZONE INC COM   COM      053332102       2,636      7,091 sh  sole                                            7,091
CHIPOTLE MEXICAN
GRILL INC COM      COM      169656105       3,399      8,131 sh  sole                                            8,131
SEARS HLDGS CORP
COM                COM      812350106         659      9,953 sh  sole                                            9,953
INTUITIVE SURGICAL
INC COM NEW        COM      46120E602       5,537     10,221 sh  sole                                           10,221
AUTONATION INC COM COM      05329W102         400     11,665 sh  sole                                           11,665
DUN & BRADSTREET
CORP DEL NE COM    COM      26483E100       1,052     12,412 sh  sole                                           12,412
PRICELINE COM INC
COM NEW            COM      741503403       9,293     12,952 sh  sole                                           12,952
RYDER SYS INC COM  COM      783549108         703     13,308 sh  sole                                           13,308
FLOWSERVE CORP COM COM      34354P105       1,637     14,174 sh  sole                                           14,174
NETFLIX INC COM    COM      64110L106       1,658     14,413 sh  sole                                           14,413
SNAP ON INC COM    COM      833034101         926     15,187 sh  sole                                           15,187
FIRST SOLAR INC
COM                COM      336433107         383     15,296 sh  sole                                           15,296
DEVRY INC DEL COM  COM      251893103         526     15,537 sh  sole                                           15,537
GRAINGER W W INC
COM                COM      384802104       3,408     15,863 sh  sole                                           15,863
CF INDS HLDGS INC
COM                COM      125269100       3,110     17,029 sh  sole                                           17,029
BIG LOTS INC COM   COM      089302103         734     17,062 sh  sole                                           17,062
CME GROUP INC COM  COM      12572Q105       5,000     17,281 sh  sole                                           17,281
AIRGAS INC COM     COM      009363102       1,590     17,875 sh  sole                                           17,875
DIAMOND OFFSHORE
DRILLING IN COM    COM      25271C102       1,207     18,079 sh  sole                                           18,079
F M C CORP COM NEW COM      302491303       1,923     18,163 sh  sole                                           18,163
HARMAN INTL INDS
INC COM            COM      413086109         854     18,254 sh  sole                                           18,254
NOVELLUS SYS INC
COM                COM      670008101         917     18,371 sh  sole                                           18,371
LEXMARK INTL NEW
CL A               COM      529771107         612     18,425 sh  sole                                           18,425
INTERCONTINENTAL
EXCHANGE INC COM   COM      45865V100       2,594     18,879 sh  sole                                           18,879
WHIRLPOOL CORP COM COM      963320106       1,531     19,925 sh  sole                                           19,925
INTEGRYS ENERGY
GROUP INC COM      COM      45822P105       1,079     20,361 sh  sole                                           20,361
F5 NETWORKS INC
COM                COM      315616102       2,780     20,596 sh  sole                                           20,596
WYNN RESORTS LTD
COM                COM      983134107       2,579     20,655 sh  sole                                           20,655
INTERNATIONAL
FLAVORS^FRAGRA COM COM      459506101       1,233     21,048 sh  sole                                           21,048
TITANIUM METALS
CORP COM NEW       COM      888339207         290     21,414 sh  sole                                           21,414
SPDR S^P 500 ETF
TR TR UNIT         COM      78462F103       3,031     21,539 sh  sole                                           21,539
BARD C R INC COM   COM      067383109       2,158     21,862 sh  sole                                           21,862
STERICYCLE INC COM COM      858912108       1,844     22,045 sh  sole                                           22,045
ABERCROMBIE &
FITCH CO CL A      COM      002896207       1,105     22,273 sh  sole                                           22,273
SHERWIN WILLIAMS
CO COM             COM      824348106       2,444     22,487 sh  sole                                           22,487
V F CORP COM       COM      918204108       3,317     22,724 sh  sole                                           22,724
ASSURANT INC COM   COM      04621X108         922     22,757 sh  sole                                           22,757
PATTERSON
COMPANIES INC COM  COM      703395103         761     22,771 sh  sole                                           22,771
WATERS CORP COM    COM      941848103       2,146     23,163 sh  sole                                           23,163
FEDERATED INVS
INC PA CL B        COM      314211103         538     24,016 sh  sole                                           24,016
PERRIGO CO COM     COM      714290103       2,507     24,266 sh  sole                                           24,266
DAVITA INC COM     COM      23918K108       2,197     24,370 sh  sole                                           24,370
AVALONBAY CMNTYS
INC COM            COM      053484101       3,500     24,762 sh  sole                                           24,762
SCRIPPS NETWORKS
INTERACT IN CL A
COM                COM      811065101       1,209     24,829 sh  sole                                           24,829
ROPER INDS INC
NEW COM            COM      776696106       2,499     25,200 sh  sole                                           25,200
LABORATORY CORP
AMER HLDGS COM NEW COM      50540R409       2,314     25,280 sh  sole                                           25,280
L-3
COMMUNICATIONS
HLDGS INC COM      COM      502424104       1,822     25,743 sh  sole                                           25,743
BROWN FORMAN CORP
CL B               COM      115637209       2,154     25,835 sh  sole                                           25,835
TORCHMARK CORP COM COM      891027104       1,299     26,057 sh  sole                                           26,057
BLACKROCK INC COM  COM      09247X101       5,349     26,104 sh  sole                                           26,104
BEMIS INC COM      COM      081437105         866     26,812 sh  sole                                           26,812
ONEOK INC NEW COM  COM      682680103       2,207     27,021 sh  sole                                           27,021
JOY GLOBAL INC COM COM      481165108       2,023     27,523 sh  sole                                           27,523
MASTERCARD INC CL
A                  COM      57636Q104      11,623     27,639 sh  sole                                           27,639
AVERY DENNISON
CORP COM           COM      053611109         834     27,676 sh  sole                                           27,676
ALLEGHENY
TECHNOLOGIES INC
COM                COM      01741R102       1,143     27,751 sh  sole                                           27,751
SUNOCO INC COM     COM      86764P109       1,060     27,781 sh  sole                                           27,781
HELMERICH & PAYNE
INC COM            COM      423452101       1,507     27,929 sh  sole                                           27,929
BORGWARNER INC COM COM      099724106       2,394     28,387 sh  sole                                           28,387
PINNACLE WEST CAP
CORP COM           COM      723484101       1,361     28,415 sh  sole                                           28,415
CINTAS CORP COM    COM      172908105       1,122     28,680 sh  sole                                           28,680
URBAN OUTFITTERS
INC COM            COM      917047102         841     28,878 sh  sole                                           28,878
APOLLO GROUP INC
CL A               COM      037604105       1,130     29,254 sh  sole                                           29,254
VARIAN MED SYS
INC COM            COM      92220P105       2,026     29,386 sh  sole                                           29,386
SMUCKER J M CO
COM NEW            COM      832696405       2,399     29,485 sh  sole                                           29,485
PERKINELMER INC
COM                COM      714046109         816     29,510 sh  sole                                           29,510
HARRIS CORP DEL
COM                COM      413875105       1,335     29,616 sh  sole                                           29,616
EDWARDS
LIFESCIENCES CORP
COM                COM      28176E108       2,175     29,904 sh  sole                                           29,904
PALL CORP COM      COM      696429307       1,790     30,016 sh  sole                                           30,016
HASBRO INC COM     COM      418056107       1,106     30,112 sh  sole                                           30,112
SCANA CORP NEW COM COM      80589M102       1,376     30,160 sh  sole                                           30,160
AGL RES INC COM    COM      001204106       1,194     30,456 sh  sole                                           30,456
FAMILY DLR STORES
INC COM            COM      307000109       1,938     30,629 sh  sole                                           30,629
DOLLAR TREE INC
COM                COM      256746108       2,925     30,956 sh  sole                                           30,956
EQUIFAX INC COM    COM      294429105       1,380     31,170 sh  sole                                           31,170
SIGMA ALDRICH
CORP COM           COM      826552101       2,294     31,400 sh  sole                                           31,400
APARTMENT INVT &
MGMT CO CL A       COM      03748R101         832     31,507 sh  sole                                           31,507
PIONEER NAT RES
CO COM             COM      723787107       3,577     32,058 sh  sole                                           32,058
ROWAN COS INC COM  COM      779382100       1,058     32,141 sh  sole                                           32,141
LEGG MASON INC COM COM      524901105         903     32,343 sh  sole                                           32,343
NASDAQ OMX GROUP
INC COM            COM      631103108         841     32,468 sh  sole                                           32,468
GOODRICH CORP COM  COM      382388106       4,104     32,719 sh  sole                                           32,719
M & T BK CORP COM  COM      55261F104       2,856     32,876 sh  sole                                           32,876
TIFFANY & CO NEW
COM                COM      886547108       2,283     33,019 sh  sole                                           33,019
WATSON
PHARMACEUTICALS
INC COM            COM      942683103       2,218     33,073 sh  sole                                           33,073
DARDEN
RESTAURANTS INC
COM                COM      237194105       1,709     33,406 sh  sole                                           33,406
JACOBS ENGR GROUP
INC DEL COM        COM      469814107       1,483     33,419 sh  sole                                           33,419
VULCAN MATLS CO
COM                COM      929160109       1,436     33,615 sh  sole                                           33,615
CLOROX CO DEL COM  COM      189054109       2,321     33,759 sh  sole                                           33,759
LORILLARD INC COM  COM      544147101       4,445     34,331 sh  sole                                           34,331
NEWFIELD EXPL CO
COM                COM      651290108       1,195     34,457 sh  sole                                           34,457
MCCORMICK & CO
INC COM NON VTG    COM      579780206       1,883     34,604 sh  sole                                           34,604
SALESFORCE COM
INC COM            COM      79466L302       5,465     35,371 sh  sole                                           35,371
GAMESTOP CORP NEW
CL A               COM      36467W109         775     35,481 sh  sole                                           35,481
EASTMAN CHEM CO
COM                COM      277432100       1,841     35,624 sh  sole                                           35,624
HORMEL FOODS CORP
COM                COM      440452100       1,054     35,709 sh  sole                                           35,709
MOLEX INC COM      COM      608554101       1,004     35,713 sh  sole                                           35,713
FISERV INC COM     COM      337738108       2,501     36,044 sh  sole                                           36,044
TESORO CORP COM    COM      881609101         970     36,155 sh  sole                                           36,155
LEGGETT & PLATT
INC COM            COM      524660107         838     36,417 sh  sole                                           36,417
COVENTRY HEALTH
CARE INC COM       COM      222862104       1,306     36,722 sh  sole                                           36,722
CLIFFS NATURAL
RESOURCES INC COM  COM      18683K101       2,558     36,935 sh  sole                                           36,935
DENTSPLY INTL INC
NEW COM            COM      249030107       1,482     36,942 sh  sole                                           36,942
ROBERT HALF INTL
INC COM            COM      770323103       1,120     36,969 sh  sole                                           36,969
PUBLIC STORAGE COM COM      74460D109       5,109     36,975 sh  sole                                           36,975
ROCKWELL
AUTOMATION INC COM COM      773903109       2,952     37,034 sh  sole                                           37,034
FRANKLIN RES INC
COM                COM      354613101       4,597     37,067 sh  sole                                           37,067
UNITED STATES STL
CORP NEW COM       COM      912909108       1,100     37,453 sh  sole                                           37,453
PENNEY J C INC COM COM      708160106       1,333     37,622 sh  sole                                           37,622
PRECISION
CASTPARTS CORP COM COM      740189105       6,528     37,754 sh  sole                                           37,754
CERNER CORP COM    COM      156782104       2,891     37,953 sh  sole                                           37,953
WYNDHAM WORLDWIDE
CORP COM           COM      98310W108       1,765     37,958 sh  sole                                           37,958
BOSTON PROPERTIES
INC COM            COM      101121101       4,049     38,565 sh  sole                                           38,565
ROCKWELL COLLINS
INC COM            COM      774341101       2,225     38,655 sh  sole                                           38,655
EQT CORP COM       COM      26884L109       1,874     38,880 sh  sole                                           38,880
PARKER HANNIFIN
CORP COM           COM      701094104       3,318     39,247 sh  sole                                           39,247
PPG INDS INC COM   COM      693506107       3,787     39,535 sh  sole                                           39,535
HERSHEY CO COM     COM      427866108       2,446     39,884 sh  sole                                           39,884
FLIR SYS INC COM   COM      302445101       1,014     40,064 sh  sole                                           40,064
COMPUTER SCIENCES
CORP COM           COM      205363104       1,208     40,332 sh  sole                                           40,332
GENUINE PARTS CO
COM                COM      372460105       2,542     40,513 sh  sole                                           40,513
BALL CORP COM      COM      058498106       1,741     40,603 sh  sole                                           40,603
MOLSON COORS
BREWING CO CL B    COM      60871R209       1,848     40,848 sh  sole                                           40,848
RANGE RES CORP COM COM      75281A109       2,387     41,052 sh  sole                                           41,052
QUEST DIAGNOSTICS
INC COM            COM      74834L100       2,518     41,181 sh  sole                                           41,181
COOPER INDUSTRIES
PLC SHS            COM      G24140108       2,636     41,225 sh  sole                                           41,225
VERISIGN INC COM   COM      92343E102       1,591     41,488 sh  sole                                           41,488
NORDSTROM INC COM  COM      655664100       2,317     41,575 sh  sole                                           41,575
TOTAL SYS SVCS
INC COM            COM      891906109         963     41,756 sh  sole                                           41,756
PLUM CREEK TIMBER
CO INC COM         COM      729251108       1,745     41,979 sh  sole                                           41,979
CINCINNATI FINL
CORP COM           COM      172062101       1,457     42,206 sh  sole                                           42,206
LENNAR CORP CL A   COM      526057104       1,147     42,212 sh  sole                                           42,212
WHOLE FOODS MKT
INC COM            COM      966837106       3,512     42,213 sh  sole                                           42,213
AMPHENOL CORP NEW
CL A               COM      032095101       2,539     42,480 sh  sole                                           42,480
C H ROBINSON
WORLDWIDE INC COM
NEW                COM      12541W209       2,782     42,483 sh  sole                                           42,483
HUMANA INC COM     COM      444859102       3,946     42,667 sh  sole                                           42,667
BMC SOFTWARE INC
COM                COM      055921100       1,715     42,712 sh  sole                                           42,712
OWENS ILL INC COM
NEW                COM      690768403         998     42,761 sh  sole                                           42,761
HOSPIRA INC COM    COM      441060100       1,602     42,846 sh  sole                                           42,846
KLA-TENCOR CORP
COM                COM      482480100       2,360     43,364 sh  sole                                           43,364
TERADATA CORP DEL
COM                COM      88076W103       2,967     43,538 sh  sole                                           43,538
FLUOR CORP NEW COM COM      343412102       2,639     43,955 sh  sole                                           43,955
DTE ENERGY CO COM  COM      233331107       2,425     44,059 sh  sole                                           44,059
STANLEY BLACK &
DECKER INC COM     COM      854502101       3,394     44,097 sh  sole                                           44,097
MEADWESTVACO CORP
COM                COM      583334107       1,405     44,463 sh  sole                                           44,463
IRON MTN INC COM   COM      462846106       1,282     44,497 sh  sole                                           44,497
CONSTELLATION
BRANDS INC CL A    COM      21036P108       1,054     44,662 sh  sole                                           44,662
ENTERGY CORP NEW
COM                COM      29364G103       3,087     45,936 sh  sole                                           45,936
NOBLE ENERGY INC
COM                COM      655044105       4,500     46,019 sh  sole                                           46,019
NORTHEAST UTILS
COM                COM      664397106       1,711     46,088 sh  sole                                           46,088
QEP RES INC COM    COM      74733V100       1,408     46,164 sh  sole                                           46,164
AKAMAI
TECHNOLOGIES INC
COM                COM      00971T101       1,697     46,243 sh  sole                                           46,243
ZIMMER HLDGS INC
COM                COM      98956P102       2,978     46,327 sh  sole                                           46,327
LIFE TECHNOLOGIES
CORP COM           COM      53217V109       2,263     46,364 sh  sole                                           46,364
CAMPBELL SOUP CO
COM                COM      134429109       1,571     46,421 sh  sole                                           46,421
DONNELLEY R R &
SONS CO COM        COM      257867101         575     46,424 sh  sole                                           46,424
DOVER CORP COM     COM      260003108       3,006     47,766 sh  sole                                           47,766
ZIONS
BANCORPORATION COM COM      989701107       1,028     47,894 sh  sole                                           47,894
DEAN FOODS CO NEW
COM                COM      242370104         580     47,916 sh  sole                                           47,916
JABIL CIRCUIT INC
COM                COM      466313103       1,205     47,954 sh  sole                                           47,954
VORNADO RLTY TR
SH BEN INT         COM      929042109       4,053     48,136 sh  sole                                           48,136
CITRIX SYS INC COM COM      177376100       3,809     48,265 sh  sole                                           48,265
TERADYNE INC COM   COM      880770102         819     48,494 sh  sole                                           48,494
CUMMINS INC COM    COM      231021106       5,992     49,917 sh  sole                                           49,917
SEALED AIR CORP
NEW COM            COM      81211K100         965     49,950 sh  sole                                           49,950
MICROCHIP
TECHNOLOGY INC COM COM      595017104       1,858     49,951 sh  sole                                           49,951
RED HAT INC COM    COM      756577102       3,008     50,231 sh  sole                                           50,231
MURPHY OIL CORP
COM                COM      626717102       2,837     50,424 sh  sole                                           50,424
STARWOOD
HOTELS^RESORTS
WRLD COM           COM      85590A401       2,877     51,004 sh  sole                                           51,004
MOODYS CORP COM    COM      615369105       2,148     51,016 sh  sole                                           51,016
COMERICA INC COM   COM      200340107       1,663     51,399 sh  sole                                           51,399
LEUCADIA NATL
CORP COM           COM      527288104       1,345     51,525 sh  sole                                           51,525
PITNEY BOWES INC
COM                COM      724479100         913     51,961 sh  sole                                           51,961
MEAD JOHNSON
NUTRITION CO COM   COM      582839106       4,369     52,969 sh  sole                                           52,969
CABOT OIL & GAS
CORP COM           COM      127097103       1,701     54,572 sh  sole                                           54,572
BECTON DICKINSON
& CO COM           COM      075887109       4,243     54,644 sh  sole                                           54,644
HEALTH CARE REIT
INC COM            COM      42217K106       3,006     54,689 sh  sole                                           54,689
AIR PRODS & CHEMS
INC COM            COM      009158106       5,028     54,775 sh  sole                                           54,775
QUANTA SVCS INC
COM                COM      74762E102       1,149     54,964 sh  sole                                           54,964
DR PEPPER SNAPPLE
GROUP INC COM      COM      26138E109       2,218     55,157 sh  sole                                           55,157
EXPEDITORS INTL
WASH INC COM       COM      302130109       2,565     55,158 sh  sole                                           55,158
SUPERVALU INC COM  COM      868536103         315     55,207 sh  sole                                           55,207
TECO ENERGY INC
COM                COM      872375100         985     56,127 sh  sole                                           56,127
CABLEVISION SYS
CORP CL A NY
CABLVS             COM      12686C109         827     56,359 sh  sole                                           56,359
ALPHA NATURAL
RESOURCES INC COM  COM      02076X102         870     57,223 sh  sole                                           57,223
AMERIPRISE FINL
INC COM            COM      03076C106       3,297     57,712 sh  sole                                           57,712
CAREFUSION CORP
COM                COM      14170T101       1,516     58,456 sh  sole                                           58,456
LAUDER ESTEE COS
INC CL A           COM      518439104       3,622     58,482 sh  sole                                           58,482
AUTODESK INC COM   COM      052769106       2,486     58,752 sh  sole                                           58,752
CARMAX INC COM     COM      143130102       2,042     58,931 sh  sole                                           58,931
CONSOL ENERGY INC
COM                COM      20854P109       2,014     59,063 sh  sole                                           59,063
PEPCO HOLDINGS
INC COM            COM      713291102       1,118     59,197 sh  sole                                           59,197
NRG ENERGY INC
COM NEW            COM      629377508         928     59,217 sh  sole                                           59,217
HARLEY DAVIDSON
INC COM            COM      412822108       2,918     59,444 sh  sole                                           59,444
ROSS STORES INC
COM                COM      778296103       3,455     59,465 sh  sole                                           59,465
LINEAR TECHNOLOGY
CORP COM           COM      535678106       2,007     59,554 sh  sole                                           59,554
JDS UNIPHASE CORP
COM PAR $0.001     COM      46612J507         866     59,777 sh  sole                                           59,777
WISCONSIN ENERGY
CORP COM           COM      976657106       2,109     59,939 sh  sole                                           59,939
WESTERN DIGITAL
CORP COM           COM      958102105       2,518     60,843 sh  sole                                           60,843
FIDELITY NATL
INFORMATION SV COM COM      31620M106       2,020     60,994 sh  sole                                           60,994
BED BATH & BEYOND
INC COM            COM      075896100       4,050     61,575 sh  sole                                           61,575
GANNETT INC COM    COM      364730101         945     61,622 sh  sole                                           61,622
BIOGEN IDEC INC
COM                COM      09062X103       7,821     62,088 sh  sole                                           62,088
FMC TECHNOLOGIES
INC COM            COM      30249U101       3,135     62,180 sh  sole                                           62,180
SEMPRA ENERGY COM  COM      816851109       3,752     62,573 sh  sole                                           62,573
NORTHERN TR CORP
COM                COM      665859104       2,976     62,710 sh  sole                                           62,710
SANDISK CORP COM   COM      80004C101       3,126     63,043 sh  sole                                           63,043
AMEREN CORP COM    COM      023608102       2,056     63,105 sh  sole                                           63,105
GOODYEAR TIRE &
RUBR CO COM        COM      382550101         714     63,605 sh  sole                                           63,605
LIMITED BRANDS
INC COM            COM      532716107       3,071     63,972 sh  sole                                           63,972
MCKESSON CORP COM  COM      58155Q103       5,618     64,007 sh  sole                                           64,007
CAMERON
INTERNATIONAL
CORP COM           COM      13342B105       3,382     64,025 sh  sole                                           64,025
KELLOGG CO COM     COM      487836108       3,437     64,095 sh  sole                                           64,095
CROWN CASTLE INTL
CORP COM           COM      228227104       3,473     65,113 sh  sole                                           65,113
NOBLE CORPORATION
BAAR NAMEN -AKT    COM      H5833N103       2,457     65,585 sh  sole                                           65,585
NORTHROP GRUMMAN
CORP COM           COM      666807102       4,013     65,705 sh  sole                                           65,705
KOHLS CORP COM     COM      500255104       3,298     65,913 sh  sole                                           65,913
PRICE T ROWE
GROUP INC COM      COM      74144T108       4,305     65,927 sh  sole                                           65,927
GOOGLE INC CL A    COM      38259P508      42,295     65,958 sh  sole                                           65,958
E TRADE FINANCIAL
CORP COM NEW       COM      269246401         723     66,040 sh  sole                                           66,040
FIRST HORIZON
NATL CORP COM      COM      320517105         692     66,683 sh  sole                                           66,683
CMS ENERGY CORP
COM                COM      125896100       1,472     66,912 sh  sole                                           66,912
AMERISOURCEBERGEN
CORP COM           COM      03073E105       2,661     67,058 sh  sole                                           67,058
NYSE EURONEXT COM  COM      629491101       2,016     67,179 sh  sole                                           67,179
DISCOVERY
COMMUNICATNS NEW
COM SER A          COM      25470F104       3,402     67,235 sh  sole                                           67,235
XILINX INC COM     COM      983919101       2,481     68,099 sh  sole                                           68,099
FOREST LABS INC
COM                COM      345838106       2,396     69,060 sh  sole                                           69,060
LOCKHEED MARTIN
CORP COM           COM      539830109       6,230     69,334 sh  sole                                           69,334
MARRIOTT INTL INC
NEW CL A           COM      571903202       2,629     69,466 sh  sole                                           69,466
SAFEWAY INC COM
NEW                COM      786514208       1,409     69,702 sh  sole                                           69,702
EOG RES INC COM    COM      26875P101       7,775     69,984 sh  sole                                           69,984
CHUBB CORP COM     COM      171232101       4,873     70,515 sh  sole                                           70,515
PEABODY ENERGY
CORP COM           COM      704549104       2,051     70,810 sh  sole                                           70,810
OMNICOM GROUP INC
COM                COM      681919106       3,594     70,952 sh  sole                                           70,952
SAIC INC COM       COM      78390X101         949     71,881 sh  sole                                           71,881
MCGRAW HILL COS
INC COM            COM      580645109       3,505     72,303 sh  sole                                           72,303
D R HORTON INC COM COM      23331A109       1,100     72,522 sh  sole                                           72,522
TEXTRON INC COM    COM      883203101       2,024     72,730 sh  sole                                           72,730
NISOURCE INC COM   COM      65473P105       1,787     73,390 sh  sole                                           73,390
BEST BUY INC COM   COM      086516101       1,748     73,800 sh  sole                                           73,800
CIGNA CORP COM     COM      125509109       3,670     74,518 sh  sole                                           74,518
COACH INC COM      COM      189754104       5,784     74,843 sh  sole                                           74,843
NEWELL RUBBERMAID
INC COM            COM      651229106       1,336     75,008 sh  sole                                           75,008
NABORS INDUSTRIES
LTD SHS            COM      G6359F103       1,313     75,080 sh  sole                                           75,080
VENTAS INC COM     COM      92276F100       4,291     75,142 sh  sole                                           75,142
UNUM GROUP COM     COM      91529Y106       1,850     75,583 sh  sole                                           75,583
ECOLAB INC COM     COM      278865100       4,676     75,754 sh  sole                                           75,754
LINCOLN NATL CORP
IND COM            COM      534187109       1,997     75,770 sh  sole                                           75,770
TYSON FOODS INC
CL A               COM      902494103       1,452     75,810 sh  sole                                           75,810
CONSOLIDATED
EDISON INC COM     COM      209115104       4,450     76,173 sh  sole                                           76,173
BLOCK H & R INC
COM                COM      093671105       1,255     76,178 sh  sole                                           76,178
METROPCS
COMMUNICATIONS
INC COM            COM      591708102         689     76,368 sh  sole                                           76,368
INTUIT COM         COM      461202103       4,612     76,700 sh  sole                                           76,700
PROGRESS ENERGY
INC COM            COM      743263105       4,078     76,781 sh  sole                                           76,781
FASTENAL CO COM    COM      311900104       4,155     76,797 sh  sole                                           76,797
INGERSOLL-RAND
PLC SHS            COM      G47791101       3,198     77,342 sh  sole                                           77,342
INTERNATIONAL
GAME TECHNOLOG COM COM      459902102       1,299     77,374 sh  sole                                           77,374
ANALOG DEVICES
INC COM            COM      032654105       3,129     77,461 sh  sole                                           77,461
PRAXAIR INC COM    COM      74005P104       8,897     77,611 sh  sole                                           77,611
EQUITY
RESIDENTIAL SH
BEN INT            COM      29476L107       4,890     78,087 sh  sole                                           78,087
COCA COLA
ENTERPRISES INC
NE COM ADDED       COM      19122T109       2,234     78,109 sh  sole                                           78,109
PRINCIPAL FINL
GROUP INC COM      COM      74251V102       2,314     78,403 sh  sole                                           78,403
HESS CORP COM      COM      42809H107       4,639     78,695 sh  sole                                           78,695
COGNIZANT
TECHNOLOGY
SOLUTIO CL A       COM      192446102       6,072     78,903 sh  sole                                           78,903
ALLERGAN INC COM   COM      018490102       7,556     79,180 sh  sole                                           79,180
LOEWS CORP COM     COM      540424108       3,168     79,463 sh  sole                                          79,463
SIMON PPTY GROUP
INC NEW COM        COM      828806109      11,603     79,650 sh  sole                                           79,650
TIME WARNER CABLE
INC COM            COM      88732J207       6,658     81,688 sh  sole                                           81,688
FEDEX CORP COM     COM      31428X106       7,522     81,792 sh  sole                                           81,792
REPUBLIC SVCS INC
COM                COM      760759100       2,500     81,812 sh  sole                                           81,812
XL GROUP PLC SHS   COM      G98290102       1,781     82,099 sh  sole                                           82,099
NUCOR CORP COM     COM      670346105       3,540     82,417 sh  sole                                           82,417
HEINZ H J CO COM   COM      423074103       4,455     83,198 sh  sole                                           83,198
ST JUDE MED INC
COM                COM      790849103       3,693     83,345 sh  sole                                           83,345
ALTERA CORP COM    COM      021441100       3,339     83,844 sh  sole                                           83,844
PAYCHEX INC COM    COM      704326107       2,600     83,890 sh  sole                                           83,890
STRYKER CORP COM   COM      863667101       4,673     84,232 sh  sole                                           84,232
AON CORP COM       COM      037389103       4,149     84,573 sh  sole                                           84,573
EDISON INTL COM    COM      281020107       3,602     84,738 sh  sole                                           84,738
NORFOLK SOUTHERN
CORP COM           COM      655844108       5,652     85,864 sh  sole                                           85,864
ELECTRONIC ARTS
INC COM            COM      285512109       1,420     86,188 sh  sole                                           86,188
GAP INC DEL COM    COM      364760108       2,257     86,359 sh  sole                                           86,359
REYNOLDS AMERICAN
INC COM            COM      761713106       3,602     86,910 sh  sole                                           86,910
EATON CORP COM     COM      278058102       4,338     87,049 sh  sole                                           87,049
WELLPOINT INC COM  COM      94973V107       6,425     87,062 sh  sole                                           87,062
PULTE GROUP INC
COM                COM      745867101         775     87,568 sh  sole                                           87,568
ACE LTD SHS        COM      H0023R105       6,419     87,687 sh  sole                                           87,687
MATTEL INC COM     COM      577081102       2,968     88,167 sh  sole                                           88,167
RAYTHEON CO COM
NEW                COM      755111507       4,666     88,396 sh  sole                                           88,396
CARDINAL HEALTH
INC COM            COM      14149Y108       3,876     89,906 sh  sole                                           89,906
AGILENT
TECHNOLOGIES INC
COM                COM      00846U101       4,024     90,411 sh  sole                                           90,411
SOUTHWESTERN
ENERGY CO COM      COM      845467109       2,778     90,780 sh  sole                                           90,780
AETNA INC NEW COM  COM      00817Y108       4,571     91,133 sh  sole                                           91,133
GENERAL DYNAMICS
CORP COM           COM      369550108       6,810     92,803 sh  sole                                           92,803
PACCAR INC COM     COM      693718108       4,347     92,817 sh  sole                                           92,817
MASCO CORP COM     COM      574599106       1,242     92,926 sh  sole                                           92,926
PEOPLES UNITED
FINANCIAL INC COM  COM      712704105       1,237     93,415 sh  sole                                           93,415
NETAPP INC COM     COM      64110D104       4,227     94,407 sh  sole                                           94,407
AMAZON COM INC COM COM      023135106      19,174     94,684 sh  sole                                           94,684
CA INC COM         COM      12673P105       2,611     94,731 sh  sole                                           94,731
THERMO FISHER
SCIENTIFIC INC COM COM      883556102       5,365     95,152 sh  sole                                           95,152
NIKE INC CL B      COM      654106103      10,354     95,484 sh  sole                                           95,484
APACHE CORP COM    COM      037411105      10,039     99,955 sh  sole                                           99,955
MEDCO HEALTH
SOLUTIONS INC COM  COM      58405U102       7,096    100,944 sh  sole                                          100,944
DENBURY RES INC
COM NEW            COM      247916208       1,850    101,505 sh  sole                                          101,505
TRAVELERS
COMPANIES INC COM  COM      89417E109       6,052    102,231 sh  sole                                          102,231
KIMBERLY CLARK
CORP COM           COM      494368103       7,566    102,390 sh  sole                                          102,390
DEERE & CO COM     COM      244199105       8,455    104,508 sh  sole                                          104,508
DEVON ENERGY CORP
NEW COM            COM      25179M103       7,475    105,099 sh  sole                                          105,099
KIMCO RLTY CORP
COM                COM      49446R109       2,039    105,848 sh  sole                                          105,848
HCP INC COM        COM      40414L109       4,203    106,509 sh  sole                                          106,509
TENET HEALTHCARE
CORP COM           COM      88033G100         566    106,632 sh  sole                                          106,632
PG^E CORP COM      COM      69331C108       4,653    107,179 sh  sole                                          107,179
CONAGRA FOODS INC
COM                COM      205887102       2,818    107,306 sh  sole                                          107,306
MACYS INC COM      COM      55616P104       4,280    107,726 sh  sole                                          107,726
NEXTERA ENERGY
INC COM            COM      65339F101       6,612    108,248 sh  sole                                          108,248
FIRSTENERGY CORP
COM                COM      337932107       4,959    108,770 sh  sole                                          108,770
NATIONAL OILWELL
VARCO INC COM      COM      637071101       8,768    110,333 sh  sole                                          110,333
CENTERPOINT
ENERGY INC COM     COM      15189T107       2,185    110,814 sh  sole                                          110,814
MYLAN INC COM      COM      628530107       2,604    111,038 sh  sole                                          111,038
AVON PRODS INC COM COM      054303102       2,170    112,083 sh  sole                                          112,083
COSTCO WHSL CORP
NEW COM            COM      22160K105      10,271    113,117 sh  sole                                          113,117
INTL PAPER CO COM  COM      460146103       3,990    113,678 sh  sole                                          113,678
BAKER HUGHES INC
COM                COM      057224107       4,773    113,804 sh  sole                                          113,804
CELGENE CORP COM   COM      151020104       8,847    114,126 sh  sole                                          114,126
HARTFORD FINL
SVCS GROUP INC COM COM      416515104       2,414    114,498 sh  sole                                          114,498
INTERPUBLIC GROUP
COS INC COM        COM      460690100       1,324    116,026 sh  sole                                          116,026
INVESCO LTD SHS    COM      G491BT108       3,095    116,038 sh  sole                                          116,038
CARNIVAL CORP
PAIRED CTF         COM      143658300       3,779    117,800 sh  sole                                          117,800
YUM BRANDS INC COM COM      988498101       8,523    119,745 sh  sole                                          119,745
TYCO
INTERNATIONAL LTD
SHS                COM      H89128104       6,735    119,889 sh  sole                                          119,889
WASTE MGMT INC
DEL COM            COM      94106L109       4,195    119,995 sh  sole                                          119,995
AFLAC INC COM      COM      001055102       5,587    121,484 sh  sole                                          121,484
PRUDENTIAL FINL
INC COM            COM      744320102       7,749    122,238 sh  sole                                          122,238
COLGATE PALMOLIVE
CO COM             COM      194162103      12,196    124,729 sh  sole                                          124,729
UNION PAC CORP COM COM      907818108      13,420    124,857 sh  sole                                          124,857
AMERICAN ELEC PWR
INC COM            COM      025537101       4,851    125,730 sh  sole                                          125,730
ILLINOIS TOOL WKS
INC COM            COM      452308109       7,187    125,821 sh  sole                                          125,821
EXPRESS SCRIPTS
INC COM            COM      302182100       6,831    126,082 sh  sole                                          126,082
XCEL ENERGY INC
COM                COM      98389B100       3,351    126,615 sh  sole                                          126,615
STATE STR CORP COM COM      857477103       5,773    126,881 sh  sole                                          126,881
BROADCOM CORP CL A COM      111320107       5,014    127,570 sh  sole                                          127,570
AUTOMATIC DATA
PROCESSING IN COM  COM      053015103       7,042    127,590 sh  sole                                          127,590
GENWORTH FINL INC
COM CL A           COM      37247D106       1,063    127,800 sh  sole                                          127,800
ADOBE SYS INC COM  COM      00724F101       4,406    128,429 sh  sole                                          128,429
GOLDMAN SACHS
GROUP INC COM      COM      38141G104      16,008    128,716 sh  sole                                          128,716
NEWMONT MINING
CORP COM           COM      651639106       6,601    128,757 sh  sole                                          128,757
VISA INC COM CL A  COM      92826C839      15,266    129,377 sh  sole                                          129,377
ALLSTATE CORP COM  COM      020002101       4,266    129,597 sh  sole                                          129,597
ANADARKO PETE
CORP COM           COM      032511107      10,155    129,632 sh  sole                                          129,632
PUBLIC SVC
ENTERPRISE GROUP
COM                COM      744573106       4,029    131,614 sh  sole                                          131,614
SLM CORP COM       COM      78442P106       2,088    132,465 sh  sole                                          132,465
JUNIPER NETWORKS
INC COM            COM      48203R104       3,132    136,900 sh  sole                                          136,900
HUDSON CITY
BANCORP COM        COM      443683107       1,003    137,210 sh  sole                                          137,210
PNC FINL SVCS
GROUP INC COM      COM      693475105       8,849    137,211 sh  sole                                          137,211
DISCOVER FINL
SVCS COM           COM      254709108       4,596    137,845 sh  sole                                          137,845
SUNTRUST BKS INC
COM                COM      867914103       3,346    138,453 sh  sole                                          138,453
MONSANTO CO NEW
COM                COM      61166W101      11,107    139,251 sh  sole                                          139,251
WEYERHAEUSER CO
COM                COM      962166104       3,059    139,534 sh  sole                                          139,534
AMERICAN INTL
GROUP INC COM NEW  COM      026874784       4,314    139,931 sh  sole                                          139,931
VIACOM INC NEW CL
B                  COM      92553P201       6,667    140,483 sh  sole                                          140,483
MARSH & MCLENNAN
COS INC COM        COM      571748102       4,634    141,333 sh  sole                                          141,333
CAPITAL ONE FINL
CORP COM           COM      14040H105       8,023    143,939 sh  sole                                          143,939
VALERO ENERGY
CORP NEW COM       COM      91913Y100       3,720    144,363 sh  sole                                          144,363
BAXTER INTL INC
COM                COM      071813109       8,712    145,736 sh  sole                                          145,736
LSI CORPORATION
COM                COM      502161102       1,280    147,408 sh  sole                                          147,408
DOMINION RES INC
VA NEW COM         COM      25746U109       7,593    148,280 sh  sole                                          148,280
DANAHER CORP DEL
COM                COM      235851102       8,333    148,797 sh  sole                                          148,797
KROGER CO COM      COM      501044101       3,622    149,487 sh  sole                                          149,487
PPL CORP COM       COM      69351T106       4,257    150,648 sh  sole                                          150,648
SYSCO CORP COM     COM      871829107       4,540    152,036 sh  sole                                          152,036
WINDSTREAM CORP
COM                COM      97381W104       1,786    152,531 sh  sole                                          152,531
ADVANCED MICRO
DEVICES INC COM    COM      007903107       1,224    152,597 sh  sole                                          152,597
SARA LEE CORP COM  COM      803111103       3,313    153,862 sh  sole                                          153,862
WILLIAMS COS INC
DEL COM            COM      969457100       4,745    154,016 sh  sole                                          154,016
NVIDIA CORP COM    COM      67066G104       2,444    158,820 sh  sole                                          158,820
PROGRESSIVE CORP
OHIO COM           COM      743315103       3,687    159,042 sh  sole                                          159,042
CENTURYLINK INC
COM                COM      156700106       6,228    161,150 sh  sole                                          161,150
WESTERN UN CO COM  COM      959802109       2,840    161,338 sh  sole                                          161,338
AES CORP COM       COM      00130H105       2,187    167,326 sh  sole                                          167,326
GENERAL MLS INC
COM                COM      370334104       6,614    167,662 sh  sole                                          167,662
ACCENTURE PLC
IRELAND SHS
CLASS A            COM      G1151C101      10,857    168,327 sh  sole                                          168,327
CATERPILLAR INC
DEL COM            COM      149123101      17,939    168,412 sh  sole                                          168,412
CBS CORP NEW CL B  COM      124857202       5,725    168,815 sh  sole                                          168,815
SPECTRA ENERGY
CORP COM           COM      847560109       5,343    169,353 sh  sole                                          169,353
ARCHER DANIELS
MIDLAND CO COM     COM      039483102       5,448    172,079 sh  sole                                          172,079
CHESAPEAKE ENERGY
CORP COM           COM      165167107       3,992    172,304 sh  sole                                          172,304
TARGET CORP COM    COM      87612E106      10,178    174,670 sh  sole                                          174,670
DIRECTV COM CL A   COM      25490A101       8,678    175,885 sh  sole                                          175,885
JOHNSON CTLS INC
COM                COM      478366107       5,751    177,052 sh  sole                                          177,052
STAPLES INC COM    COM      855030102       2,921    180,523 sh  sole                                          180,523
3M CO COM          COM      88579Y101      16,115    180,638 sh  sole                                          180,638
BB^T CORP COM      COM      054937107       5,692    181,337 sh  sole                                          181,337
MARATHON OIL CORP
COM                COM      565849106       5,804    183,078 sh  sole                                          183,078
HOST HOTELS &
RESORTS INC COM    COM      44107P104       3,022    184,024 sh  sole                                          184,024
SYMANTEC CORP COM  COM      871503108       3,548    189,715 sh  sole                                          189,715
EMERSON ELEC CO
COM                COM      291011104       9,967    191,013 sh  sole                                          191,013
BOEING CO COM      COM      097023105      14,424    193,948 sh  sole                                          193,948
STARBUCKS CORP COM COM      855244109      10,951    195,946 sh  sole                                          195,946
TJX COS INC NEW
COM                COM      872540109       7,790    196,174 sh  sole                                          196,174
GILEAD SCIENCES
INC COM            COM      375558103       9,622    196,964 sh  sole                                          196,964
EL PASO CORP COM   COM      28336L109       5,940    201,007 sh  sole                                          201,007
SOUTHWEST AIRLS
CO COM             COM      844741108       1,656    201,019 sh  sole                                          201,019
HONEYWELL INTL
INC COM            COM      438516106      12,311    201,658 sh  sole                                          201,658
AMGEN INC COM      COM      031162100      13,995    205,837 sh  sole                                          205,837
OCCIDENTAL PETE
CORP DEL COM       COM      674599105      20,088    210,941 sh  sole                                          210,941
EXELON CORP COM    COM      30161N101       8,679    221,358 sh  sole                                          221,358
HUNTINGTON
BANCSHARES INC COM COM      446150104       1,450    224,809 sh  sole                                          224,809
SOUTHERN CO COM    COM      842587107      10,126    225,380 sh  sole                                          225,380
WALGREEN CO COM    COM      931422109       7,608    227,182 sh  sole                                          227,182
UNITED
TECHNOLOGIES CORP
COM                COM      913017109      19,633    236,717 sh  sole                                          236,717
FIFTH THIRD
BANCORP COM        COM      316773100       3,361    239,245 sh  sole                                          239,245
HALLIBURTON CO COM COM      406216101       7,967    240,051 sh  sole                                          240,051
DU PONT E I DE
NEMOURS & CO COM   COM      263534109      12,826    242,462 sh  sole                                          242,462
APPLE INC COM      COM      037833100     145,367    242,492 sh  sole                                          242,492
FREEPORT-MCMORAN
COPPER & GO COM    COM      35671D857       9,378    246,526 sh  sole                                          246,526
KEYCORP NEW COM    COM      493267108       2,107    247,860 sh  sole                                          247,860
UNITED PARCEL
SERVICE INC CL B   COM      911312106      20,127    249,346 sh  sole                                          249,346
TIME WARNER INC
COM NEW            COM      887317303       9,520    252,185 sh  sole                                          252,185
MICRON TECHNOLOGY
INC COM            COM      595112103       2,081    256,914 sh  sole                                          256,914
FRONTIER
COMMUNICATIONS
CORP COM           COM      35906A108       1,079    258,794 sh  sole                                          258,794
AMERICAN EXPRESS
CO COM             COM      025816109      15,272    263,940 sh  sole                                          263,940
MCDONALDS CORP COM COM      580135101      25,987    264,908 sh  sole                                          264,908
LILLY ELI & CO COM COM      532457108      10,695    265,585 sh  sole                                          265,585
MEDTRONIC INC COM  COM      585055106      10,606    270,639 sh  sole                                          270,639
UNITEDHEALTH
GROUP INC COM      COM      91324P102      16,018    271,776 sh  sole                                          271,776
CSX CORP COM       COM      126408103       5,890    273,676 sh  sole                                          273,676
METLIFE INC COM    COM      59156R108      10,300    275,773 sh  sole                                          275,773
ALCOA INC COM      COM      013817101       2,778    277,275 sh  sole                                          277,275
SCHWAB CHARLES
CORP NEW COM       COM      808513105       4,039    281,055 sh  sole                                          281,055
TEXAS INSTRS INC
COM                COM      882508104      10,009    297,786 sh  sole                                          297,786
EBAY INC COM       COM      278642103      10,989    297,886 sh  sole                                          297,886
INTERNATIONAL
BUSINESS MACHS COM COM      459200101      62,876    301,347 sh  sole                                          301,347
DOW CHEM CO COM    COM      260543103      10,679    308,294 sh  sole                                         308,294
BANK OF NEW YORK
MELLON CORP COM    COM      064058100       7,561    313,345 sh  sole                                          313,345
YAHOO INC COM      COM      984332106       4,805    315,674 sh  sole                                          315,674
LOWES COS INC COM  COM      548661107      10,128    322,761 sh  sole                                          322,761
CONOCOPHILLIPS COM COM      20825C104      25,298    332,825 sh  sole                                          332,825
APPLIED MATLS INC
COM                COM      038222105       4,177    335,797 sh  sole                                          335,797
CVS CAREMARK
CORPORATION COM    COM      126650100      15,175    338,725 sh  sole                                          338,725
XEROX CORP COM     COM      984121103       2,799    346,399 sh  sole                                          346,399
SCHLUMBERGER LTD
COM                COM      806857108      24,258    346,891 sh  sole                                          346,891
DUKE ENERGY CORP
NEW COM            COM      26441C105       7,299    347,425 sh  sole                                          347,425
REGIONS FINANCIAL
CORP NEW COM       COM      7591EP100       2,422    367,499 sh  sole                                          367,499
BOSTON SCIENTIFIC
CORP COM           COM      101137107       2,257    377,469 sh  sole                                          377,469
CORNING INC COM    COM      219350105       5,573    395,812 sh  sole                                          395,812
MORGAN STANLEY
COM NEW            COM      617446448       7,782    396,247 sh  sole                                          396,247
DELL INC COM       COM      24702R101       6,593    397,153 sh  sole                                         397,153
HOME DEPOT INC COM COM      437076102      20,171    400,934 sh  sole                                          400,934
PEPSICO INC COM    COM      713448108      27,104    408,495 sh  sole                                          408,495
ABBOTT LABS COM    COM      002824100      25,064    408,941 sh  sole                                          408,941
BRISTOL MYERS
SQUIBB CO COM      COM      110122108      14,818    439,046 sh  sole                                          439,046
QUALCOMM INC COM   COM      747525103      29,922    439,907 sh  sole                                          439,907
PHILIP MORRIS
INTL INC COM       COM      718172109      39,682    447,828 sh  sole                                          447,828
WAL MART STORES
INC COM            COM      931142103      27,801    454,258 sh  sole                                          454,258
BERKSHIRE
HATHAWAY INC DEL
CL B NEW           COM      084670702      37,108    457,277 sh  sole                                          457,277
KRAFT FOODS INC
CL A               COM      50075N104      17,480    459,886 sh  sole                                          459,886
DISNEY WALT CO
COM DISNEY         COM      254687106      20,408    466,160 sh  sole                                          466,160
US BANCORP DEL
COM NEW            COM      902973304      15,745    496,998 sh  sole                                          496,998
HEWLETT PACKARD
CO COM             COM      428236103      12,249    514,006 sh  sole                                          514,006
CHEVRON CORP NEW
COM                COM      166764100      55,140    514,173 sh  sole                                          514,173
ALTRIA GROUP INC
COM                COM      02209S103      16,424    532,041 sh  sole                                          532,041
E M C CORP MASS
COM                COM      268648102      15,955    533,970 sh  sole                                          533,970
NEWS CORP CL A     COM      65248E104      11,023    559,809 sh  sole                                          559,809
COCA COLA CO COM   COM      191216100      43,564    588,618 sh  sole                                         588,618
COMCAST CORP NEW
CL A               COM      20030N101      21,046    701,308 sh  sole                                          701,308
JOHNSON & JOHNSON
COM                COM      478160104      47,092    713,945 sh  sole                                          713,945
PROCTER & GAMBLE
CO COM             COM      742718109      48,147    716,369 sh  sole                                          716,369
VERIZON
COMMUNICATIONS
INC COM            COM      92343V104      28,193    737,468 sh  sole                                          737,468
SPRINT NEXTEL
CORP COM SER 1     COM      852061100       2,222    779,565 sh  sole                                          779,565
MERCK & CO INC
NEW COM            COM      58933Y105      30,401    791,691 sh  sole                                          791,691
FORD MTR CO DEL
COM PAR $0.01      COM      345370860      12,346    988,505 sh  sole                                          988,505
JPMORGAN CHASE &
CO COM             COM      46625H100      45,650    992,826 sh  sole                                          992,826
ORACLE CORP COM    COM      68389X105      29,730  1,019,560 sh  sole                                        1,019,560
EXXON MOBIL CORP
COM                COM      30231G102     106,316  1,225,823 sh  sole                                        1,225,823
INTEL CORP COM     COM      458140100      36,525  1,299,369 sh  sole                                        1,299,369
WELLS FARGO & CO
NEW COM            COM      949746101      46,822  1,371,474 sh  sole                                        1,371,474
CISCO SYS INC COM  COM      17275R102      29,627  1,400,784 sh  sole                                        1,400,784
AT^T INC COM       COM      00206R102      48,155  1,541,960 sh  sole                                        1,541,960
MICROSOFT CORP COM COM      594918104      62,637  1,942,235 sh  sole                                        1,942,235
PFIZER INC COM     COM      717081103      44,428  1,960,632 sh  sole                                        1,960,632
GENERAL ELECTRIC
CO COM             COM      369604103      55,232  2,751,992 sh  sole                                        2,751,992
BANK OF AMERICA
CORPORATION COM    COM      060505104      26,713  2,791,299 sh  sole                                        2,791,299
ADVANCED MICRO
DEVICES INC NOTE
6.000% 5/0         NOTE     007903AL1       1,034  1,000,000 prn sole                                        1,000,000
ALLIANCE DATA
SYSTEMS CORP NOTE
1.750% 8/0         NOTE     018581AD0       7,181  4,439,000 prn sole                                        4,439,000
ANIXTER INTL INC
NOTE 1.000% 2/1    NOTE     035290AJ4      15,460 12,366,000 prn sole                                       12,366,000
CHENIERE ENERGY
INC NOTE 2.250%
8/0                NOTE     16411RAE9       1,980  2,000,000 prn sole                                        2,000,000
E M C CORP MASS
NOTE 1.750%12/0    NOTE     268648AM4      14,979  8,000,000 prn sole                                        8,000,000
EQUINIX INC NOTE
2.500% 4/1         NOTE     29444UAF3       2,776  2,000,000 prn sole                                        2,000,000
EQUINIX INC NOTE
3.000%10/1         NOTE     29444UAG1       6,291  4,200,000 prn sole                                        4,200,000
GILEAD SCIENCES
INC NOTE 0.625%
5/0                NOTE     375558AH6       7,269  5,500,000 prn sole                                        5,500,000
HOLOGIC INC FRNT
2.000%12/1         NOTE     436440AA9       2,974  3,000,000 prn sole                                        3,000,000
ICONIX BRAND
GROUP INC NOTE
1.875% 6/3         NOTE     451055AB3       4,144  4,175,000 prn sole                                        4,175,000
ISTAR FINL INC
FRNT 10/0          NOTE     45031UBF7       1,455  1,500,000 prn sole                                        1,500,000
L-3 COMMUNICATIONS
CORP DEBT 3.000%
8/0                NOTE     502413AW7       3,890  4,000,000 prn sole                                        4,000,000
MASSEY ENERGY CO
NOTE 3.250% 8/0    NOTE     576203AJ2       1,331  1,500,000 prn sole                                        1,500,000
NETAPP INC NOTE
1.750% 6/0         NOTE     64110DAB0      14,489 10,000,000 prn sole                                       10,000,000
NEWMONT MINING
CORP NOTE 1.250%
7/1                NOTE     651639AH9       3,144  2,500,000 prn sole                                        2,500,000
NEWMONT MINING
CORP NOTE 1.625%
7/1                NOTE     651639AJ5       3,145  2,400,000 prn sole                                        2,400,000
OMNICOM GROUP INC
NOTE 7/3           NOTE     681919AV8       2,530  2,500,000 prn sole                                        2,500,000
PARKER DRILLING
CO NOTE 2.125% 7/1 NOTE     701081AR2      10,205 10,295,000 prn sole                                       10,295,000
PROLOGIS NOTE
2.250% 4/0         NOTE     743410AQ5       2,000  2,000,000 prn sole                                        2,000,000
RAYONIER TRS
HLDGS INC NOTE
3.750%10/1         NOTE     75508AAB2      21,832 17,921,000 prn sole                                       17,921,000
SBA COMMUNICATIONS
CORP NOTE 1.875%
5/0                NOTE     78388JAN6       5,008  4,000,000 prn sole                                        4,000,000
SOTHEBYS NOTE
3.125% 6/1         NOTE     835898AC1       6,992  5,500,000 prn sole                                        5,500,000
TRANSOCEAN INC
NOTE 1.500%12/1    NOTE     893830AW9       6,469  6,500,000 prn sole                                        6,500,000
TYSON FOODS INC
NOTE 3.250%10/1    NOTE     902494AP8       5,544  4,500,000 prn sole                                        4,500,000
VERIFONE SYS INC
NOTE 1.375% 6/1    NOTE     92342YAB5       5,913  5,000,000 prn sole                                        5,000,000
VORNADO RLTY L P
DEB 3.875% 4/1     NOTE     929043AC1       6,034  6,031,000 prn sole                                        6,031,000
XILINX INC SDCV
3.125% 3/1         NOTE     983919AD3       3,164  2,500,000 prn sole                                        2,500,000
KILROY RLTY CORP
PUT                COM      49427f108      20,000    100,000 PUT sole                                          100,000
ISTAR FINANCIAL
INC                COM      45031U101       3,000     60,000 PUT sole                                           60,000
TRANSOCEAN LTD     COM      H8817H100       5,000     25,000 PUT sole                                           25,000
TRANSOCEAN LTD     COM      H8817H100      10,000     50,000 PUT sole                                           50,000