TD Securities as of March 31, 2013
Portfolio Holdings for TD Securities
TD Securities holds 0 positions in its portfolio as reported in the March 2013 quarterly 13F filing
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TITLE OF Value SH INVESTMENT VOTING AUTHORITY
Name of Issuer CLASS CUSIPS (x$1000) Shares PRN DISCRETION SOLE SHARED NONE
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{C} {C} {C}
3M CO COM 88579Y101 16,533 155,518 SH SOLE 155,518
ABBOTT LABS COM 002824100 13,590 384,777 SH SOLE 384,777
ABBVIE INC COM 00287Y109 15,792 387,237 SH SOLE 387,237
ABERCROMBIE & FITCH CO COM 002896207 901 19,504 SH SOLE 19,504
ACCENTURE PLC IRELAND COM G1151C101 11,992 157,846 SH SOLE 157,846
ACE LTD COM H0023R105 7,395 83,121 SH SOLE 83,121
ACTAVIS INC COM 00507K103 2,886 31,327 SH SOLE 31,327
ADOBE SYS INC COM 00724F101 5,317 122,208 SH SOLE 122,208
ADVANCED MICRO DEVICES INC COM 007903107 379 148,690 SH SOLE 148,690
AES CORP COM 00130H105 1,906 151,642 SH SOLE 151,642
AETNA INC NEW COM 00817Y108 4,108 80,359 SH SOLE 80,359
AFLAC INC COM 001055102 5,961 114,583 SH SOLE 114,583
AGILENT TECHNOLOGIES INC COM 00846U101 3,567 84,987 SH SOLE 84,987
AGL RES INC COM 001204106 1,211 28,875 SH SOLE 28,875
AIR PRODS & CHEMS INC COM 009158106 4,430 50,853 SH SOLE 50,853
AIRGAS INC COM 009363102 1,659 16,730 SH SOLE 16,730
AKAMAI TECHNOLOGIES INC COM 00971T101 1,538 43,587 SH SOLE 43,587
ALCOA INC COM 013817101 2,232 261,955 SH SOLE 261,955
ALEXION PHARMACEUTICALS INC COM 015351109 4,405 47,810 SH SOLE 47,810
ALLEGHENY TECHNOLOGIES INC COM 01741R102 835 26,322 SH SOLE 26,322
ALLERGAN INC COM 018490102 8,409 75,333 SH SOLE 75,333
ALLSTATE CORP COM 020002101 5,740 116,978 SH SOLE 116,978
ALTERA CORP COM 021441100 2,778 78,327 SH SOLE 78,327
ALTRIA GROUP INC COM 02209S103 16,932 492,363 SH SOLE 492,363
AMAZON COM INC COM 023135106 23,742 89,091 SH SOLE 89,091
AMEREN CORP COM 023608102 2,082 59,441 SH SOLE 59,441
AMERICAN ELEC PWR INC COM 025537101 5,786 118,974 SH SOLE 118,974
AMERICAN EXPRESS CO COM 025816109 15,883 235,449 SH SOLE 235,449
AMERICAN INTL GROUP INC COM 026874784 14,040 361,658 SH SOLE 361,658
AMERICAN TOWER CORP NEW COM 03027X100 7,444 96,780 SH SOLE 96,780
AMERIPRISE FINL INC COM 03076C106 3,671 49,846 SH SOLE 49,846
AMERISOURCEBERGEN CORP COM 03073E105 2,901 56,388 SH SOLE 56,388
AMGEN INC COM 031162100 18,794 183,337 SH SOLE 183,337
AMPHENOL CORP NEW COM 032095101 2,919 39,108 SH SOLE 39,108
ANADARKO PETE CORP COM 032511107 10,725 122,643 SH SOLE 122,643
ANALOG DEVICES INC COM 032654105 3,484 74,946 SH SOLE 74,946
AON PLC COM G0408V102 4,695 76,341 SH SOLE 76,341
APACHE CORP COM 037411105 7,406 95,987 SH SOLE 95,987
APARTMENT INVT & MGMT CO COM 03748R101 1,096 35,732 SH SOLE 35,732
APOLLO GROUP INC COM 037604105 427 24,533 SH SOLE 24,533
APPLE INC COM 037833100 101,823 230,042 SH SOLE 230,042
APPLIED MATLS INC COM 038222105 3,963 294,001 SH SOLE 294,001
ARCHER DANIELS MIDLAND CO COM 039483102 5,442 161,339 SH SOLE 161,339
ASSURANT INC COM 04621X108 869 19,302 SH SOLE 19,302
AT^T INC COM 00206R102 49,361 1, 345,345 SH SOLE 1,345,345
AUTODESK INC COM 052769106 2,270 55,049 SH SOLE 55,049
AUTOMATIC DATA PROCESSING IN COM 053015103 7,726 118,825 SH SOLE 118,825
AUTONATION INC COM 05329W102 415 9,494 SH SOLE 9,494
AUTOZONE INC COM 053332102 3,527 8,890 SH SOLE 8,890
AVALONBAY CMNTYS INC COM 053484101 3,532 27,881 SH SOLE 27,881
AVERY DENNISON CORP COM 053611109 1,056 24,521 SH SOLE 24,521
AVON PRODS INC COM 054303102 2,195 105,892 SH SOLE 105,892
BAKER HUGHES INC COM 057224107 5,024 108,246 SH SOLE 108,246
BALL CORP COM 058498106 1,742 36,617 SH SOLE 36,617
BANK COM 064058100 7,978 285,030 SH SOLE 285,030
BANK OF AMERICA CORPORATION COM 060505104 32,286 2, 650,753 SH SOLE 2,650,753
BARD C R INC COM 067383109 1,879 18,646 SH SOLE 18,646
BAXTER INTL INC COM 071813109 9,715 133,743 SH SOLE 133,743
BB^T CORP COM 054937107 5,381 171,437 SH SOLE 171,437
BEAM INC COM 073730103 2,496 39,281 SH SOLE 39,281
BECTON DICKINSON & CO COM 075887109 4,544 47,526 SH SOLE 47,526
BED BATH & BEYOND INC COM 075896100 3,569 55,407 SH SOLE 55,407
BEMIS INC COM 081437105 1,019 25,241 SH SOLE 25,241
BERKSHIRE HATHAWAY INC DEL COM 084670702 46,559 446,823 SH SOLE 446,823
BEST BUY INC COM 086516101 1,443 65,155 SH SOLE 65,155
BIOGEN IDEC INC COM 09062X103 11,165 57,879 SH SOLE 57,879
BLACKROCK INC COM 09247X101 7,911 30,797 SH SOLE 30,797
BLOCK H & R INC COM 093671105 1,955 66,460 SH SOLE 66,460
BMC SOFTWARE INC COM 055921100 1,492 32,214 SH SOLE 32,214
BOEING CO COM 097023105 14,312 166,709 SH SOLE 166,709
BORGWARNER INC COM 099724106 2,191 28,335 SH SOLE 28,335
BOSTON PROPERTIES INC COM 101121101 3,754 37,149 SH SOLE 37,149
BOSTON SCIENTIFIC CORP COM 101137107 2,597 332,550 SH SOLE 332,550
BRISTOL MYERS SQUIBB CO COM 110122108 16,523 401,131 SH SOLE 401,131
BROADCOM CORP COM 111320107 4,446 128,231 SH SOLE 128,231
BROWN FORMAN CORP COM 115637209 2,651 37,132 SH SOLE 37,132
C H ROBINSON WORLDWIDE INC COM 12541W209 2,346 39,447 SH SOLE 39,447
CA INC COM 12673P105 2,053 81,550 SH SOLE 81,550
CABLEVISION SYS CORP COM 12686C109 786 52,539 SH SOLE 52,539
CABOT OIL & GAS CORP COM 127097103 3,485 51,553 SH SOLE 51,553
CAMERON INTERNATIONAL CORP COM 13342B105 3,959 60,722 SH SOLE 60,722
CAMPBELL SOUP CO COM 134429109 1,991 43,892 SH SOLE 43,892
CAPITAL ONE FINL CORP COM 14040H105 7,838 142,630 SH SOLE 142,630
CARDINAL HEALTH INC COM 14149Y108 3,475 83,503 SH SOLE 83,503
CAREFUSION CORP COM 14170T101 1,908 54,538 SH SOLE 54,538
CARMAX INC COM 143130102 2,331 55,901 SH SOLE 55,901
CARNIVAL CORP COM 143658300 3,733 108,829 SH SOLE 108,829
CATERPILLAR INC DEL COM 149123101 13,956 160,471 SH SOLE 160,471
CBRE GROUP INC COM 12504L109 1,881 74,509 SH SOLE 74,509
CBS CORP NEW COM 124857202 6,693 143,345 SH SOLE 143,345
CELGENE CORP COM 151020104 11,892 102,594 SH SOLE 102,594
CENTERPOINT ENERGY INC COM 15189T107 2,511 104,781 SH SOLE 104,781
CENTURYLINK INC COM 156700106 5,386 153,322 SH SOLE 153,322
CERNER CORP COM 156782104 3,398 35,858 SH SOLE 35,858
CF INDS HLDGS INC COM 125269100 2,936 15,425 SH SOLE 15,425
CHESAPEAKE ENERGY CORP COM 165167107 2,604 127,567 SH SOLE 127,567
CHEVRON CORP NEW COM 166764100 56,550 475,930 SH SOLE 475,930
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,473 7,590 SH SOLE 7,590
CHUBB CORP COM 171232101 5,595 63,926 SH SOLE 63,926
CIGNA CORPORATION COM 125509109 4,369 70,045 SH SOLE 70,045
CINCINNATI FINL CORP COM 172062101 1,698 35,979 SH SOLE 35,979
CINTAS CORP COM 172908105 1,133 25,680 SH SOLE 25,680
CISCO SYS INC COM 17275R102 27,313 1, 306,222 SH SOLE 1,306,222
CITIGROUP INC COM 172967424 32,934 744,435 SH SOLE 744,435
CITRIX SYS INC COM 177376100 3,294 45,651 SH SOLE 45,651
CLIFFS NATURAL RESOURCES INC COM 18683K101 706 37,119 SH SOLE 37,119
CLOROX CO DEL COM 189054109 2,839 32,071 SH SOLE 32,071
CME GROUP INC COM 12572Q105 5,152 83,933 SH SOLE 83,933
CMS ENERGY CORP COM 125896100 1,812 64,869 SH SOLE 64,869
COACH INC COM 189754104 3,438 68,776 SH SOLE 68,776
COCA COLA CO COM 191216100 37,971 938,954 SH SOLE 938,954
COCA COLA ENTERPRISES INC NE COM 19122T109 2,373 64,285 SH SOLE 64,285
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 5,664 73,927 SH SOLE 73,927
COLGATE PALMOLIVE CO COM 194162103 12,711 107,690 SH SOLE 107,690
COMCAST CORP NEW COM 20030N101 27,164 646,616 SH SOLE 646,616
COMERICA INC COM 200340107 1,653 45,970 SH SOLE 45,970
COMPUTER SCIENCES CORP COM 205363104 1,851 37,600 SH SOLE 37,600
CONAGRA FOODS INC COM 205887102 3,631 101,388 SH SOLE 101,388
CONOCOPHILLIPS COM 20825C104 17,977 299,111 SH SOLE 299,111
CONSOL ENERGY INC COM 20854P109 1,881 55,892 SH SOLE 55,892
CONSOLIDATED EDISON INC COM 209115104 4,379 71,745 SH SOLE 71,745
CONSTELLATION BRANDS INC COM 21036P108 1,778 37,329 SH SOLE 37,329
CORNING INC COM 219350105 4,808 360,703 SH SOLE 360,703
COSTCO WHSL CORP NEW COM 22160K105 11,324 106,718 SH SOLE 106,718
COVENTRY HEALTH CARE INC COM 222862104 1,550 32,962 SH SOLE 32,962
COVIDIEN PLC COM G2554F113 7,846 115,655 SH SOLE 115,655
CROWN CASTLE INTL CORP COM 228227104 5,001 71,811 SH SOLE 71,811
CSX CORP COM 126408103 6,159 250,072 SH SOLE 250,072
CUMMINS INC COM 231021106 5,009 43,254 SH SOLE 43,254
CVS CAREMARK CORPORATION COM 126650100 16,586 301,618 SH SOLE 301,618
D R HORTON INC COM 23331A109 1,664 68,495 SH SOLE 68,495
DANAHER CORP DEL COM 235851102 8,828 142,043 SH SOLE 142,043
DARDEN RESTAURANTS INC COM 237194105 1,637 31,675 SH SOLE 31,675
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,451 20,667 SH SOLE 20,667
DEAN FOODS CO NEW COM 242370104 826 45,541 SH SOLE 45,541
DEERE & CO COM 244199105 8,205 95,424 SH SOLE 95,424
DELL INC COM 24702R101 5,127 357,761 SH SOLE 357,761
DELPHI AUTOMOTIVE PLC COM G27823106 3,189 71,825 SH SOLE 71,825
DENBURY RES INC COM 247916208 1,706 91,482 SH SOLE 91,482
DENTSPLY INTL INC NEW COM 249030107 1,484 34,994 SH SOLE 34,994
DEVON ENERGY CORP NEW COM 25179M103 5,219 92,511 SH SOLE 92,511
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,185 17,031 SH SOLE 17,031
DIRECTV COM 25490A309 7,948 140,397 SH SOLE 140,397
DISCOVER FINL SVCS COM 254709108 5,442 121,373 SH SOLE 121,373
DISCOVERY COMMUNICATNS NEW COM 25470F104 4,730 60,069 SH SOLE 60,069
DISNEY WALT CO COM 254687106 25,123 442,301 SH SOLE 442,301
DOLLAR GEN CORP NEW COM 256677105 3,747 74,074 SH SOLE 74,074
DOLLAR TREE INC COM 256746108 2,695 55,651 SH SOLE 55,651
DOMINION RES INC VA NEW COM 25746U109 8,214 141,185 SH SOLE 141,185
DOVER CORP COM 260003108 3,119 42,796 SH SOLE 42,796
DOW CHEM CO COM 260543103 9,394 295,046 SH SOLE 295,046
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,342 49,882 SH SOLE 49,882
DTE COM 233331107 2,889 42,279 SH SOLE 42,279
DU PONT E I DE NEMOURS & CO COM 263534109 11,252 228,894 SH SOLE 228,894
DUKE ENERGY CORP NEW COM 26441C204 12,531 172,629 SH SOLE 172,629
DUN & BRADSTREET CORP DEL NE COM 26483E100 838 10,016 SH SOLE 10,016
E M C CORP MASS COM 268648102 12,316 515,532 SH SOLE 515,532
E TRADE FINANCIAL CORP COM 269246401 749 69,912 SH SOLE 69,912
EASTMAN CHEM CO COM 277432100 2,635 37,707 SH SOLE 37,707
EATON CORP PLC COM G29183103 7,069 115,410 SH SOLE 115,410
EBAY INC COM 278642103 15,499 285,859 SH SOLE 285,859
ECOLAB INC COM 278865100 5,215 65,039 SH SOLE 65,039
EDISON INTL COM 281020107 4,017 79,829 SH SOLE 79,829
EDWARDS LIFESCIENCES CORP COM 28176E108 2,297 27,954 SH SOLE 27,954
ELECTRONIC ARTS INC COM 285512109 1,301 73,508 SH SOLE 73,508
EMERSON ELEC CO COM 291011104 9,884 176,903 SH SOLE 176,903
ENSCO PLC COM G3157S106 3,416 56,937 SH SOLE 56,937
ENTERGY CORP NEW COM 29364G103 2,759 43,635 SH SOLE 43,635
EOG RES INC COM 26875P101 8,525 66,564 SH SOLE 66,564
EQT CORP COM 26884L109 2,498 36,871 SH SOLE 36,871
EQUIFAX INC COM 294429105 1,700 29,523 SH SOLE 29,523
EQUITY RESIDENTIAL COM 29476L107 4,322 78,491 SH SOLE 78,491
EXELON CORP COM 30161N101 7,222 209,457 SH SOLE 209,457
EXPEDIA INC DEL COM 30212P303 1,373 22,875 SH SOLE 22,875
EXPEDITORS INTL WASH INC COM 302130109 1,807 50,596 SH SOLE 50,596
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,560 200,525 SH SOLE 200,525
EXXON MOBIL CORP COM 30231G102 98,907 1, 097,622 SH SOLE 1,097,622
F M C CORP COM 302491303 1,923 33,722 SH SOLE 33,722
F5 NETWORKS INC COM 315616102 1,715 19,252 SH SOLE 19,252
FAMILY DLR STORES INC COM 307000109 1,391 23,551 SH SOLE 23,551
FASTENAL CO COM 311900104 3,395 66,121 SH SOLE 66,121
FEDEX CORP COM 31428X106 7,036 71,647 SH SOLE 71,647
FIDELITY NATL INFORMATION SV COM 31620M106 2,845 71,818 SH SOLE 71,818
FIFTH THIRD BANCORP COM 316773100 3,498 214,441 SH SOLE 214,441
FIRST COM 320517105 637 59,616 SH SOLE 59,616
FIRST SOLAR INC COM 336433107 397 14,742 SH SOLE 14,742
FIRSTENERGY CORP COM 337932107 4,323 102,443 SH SOLE 102,443
FISERV INC COM 337738108 2,873 32,711 SH SOLE 32,711
FLIR SYS INC COM 302445101 924 35,507 SH SOLE 35,507
FLOWSERVE CORP COM 34354P105 1,977 11,790 SH SOLE 11,790
FLUOR CORP NEW COM 343412102 2,641 39,809 SH SOLE 39,809
FMC TECHNOLOGIES INC COM 30249U101 3,167 58,232 SH SOLE 58,232
FORD MTR CO DEL COM 345370860 12,635 960,869 SH SOLE 960,869
FOREST LABS INC COM 345838106 2,183 57,396 SH SOLE 57,396
FOSSIL INC COM 349882100 1,264 13,086 SH SOLE 13,086
FRANKLIN RES INC COM 354613101 5,102 33,830 SH SOLE 33,830
FREEPORT-MCMORAN COPPER & GO COM 35671D857 7,699 232,612 SH SOLE 232,612
FRONTIER COMMUNICATIONS CORP COM 35906A108 973 244,544 SH SOLE 244,544
GAMESTOP CORP NEW COM 36467W109 830 29,689 SH SOLE 29,689
GANNETT INC COM 364730101 1,231 56,300 SH SOLE 56,300
GAP INC DEL COM 364760108 2,578 72,830 SH SOLE 72,830
GARMIN LTD COM H2906T109 886 26,822 SH SOLE 26,822
GENERAL COM 369604103 58,895 2, 547,355 SH SOLE 2,547,355
GENERAL DYNAMICS CORP COM 369550108 5,738 81,385 SH SOLE 81,385
GENERAL MLS INC COM 370334104 7,810 158,392 SH SOLE 158,392
GENUINE PARTS CO COM 372460105 2,960 37,946 SH SOLE 37,946
GENWORTH FINL INC COM 37247D106 1,207 120,701 SH SOLE 120,701
GILEAD SCIENCES INC COM 375558103 18,248 372,950 SH SOLE 372,950
GOLDMAN SACHS GROUP INC COM 38141G104 15,773 107,190 SH SOLE 107,190
GOODYEAR TIRE & RUBR CO COM 382550101 758 60,132 SH SOLE 60,132
GOOGLE INC COM 38259P508 51,951 65,427 SH SOLE 65,427
GRAINGER W W INC COM 384802104 3,299 14,662 SH SOLE 14,662
HALLIBURTON CO COM 406216101 9,224 228,269 SH SOLE 228,269
HARLEY DAVIDSON INC COM 412822108 2,953 55,399 SH SOLE 55,399
HARMAN INTL INDS INC COM 413086109 743 16,641 SH SOLE 16,641
HARRIS CORP DEL COM 413875105 1,281 27,639 SH SOLE 27,639
HARTFORD FINL SVCS GROUP INC COM 416515104 2,760 106,967 SH SOLE 106,967
HASBRO INC COM 418056107 1,233 28,064 SH SOLE 28,064
HCP INC COM 40414L109 5,538 111,066 SH SOLE 111,066
HEALTH CARE REIT INC COM 42217K106 4,339 63,895 SH SOLE 63,895
HEINZ H J CO COM 423074103 5,678 78,562 SH SOLE 78,562
HELMERICH & PAYNE INC COM 423452101 1,581 26,047 SH SOLE 26,047
HERSHEY CO COM 427866108 3,219 36,777 SH SOLE 36,777
HESS CORP COM 42809H107 5,214 72,805 SH SOLE 72,805
HEWLETT PACKARD CO COM 428236103 11,404 478,367 SH SOLE 478,367
HOME DEPOT INC COM 437076102 25,560 366,291 SH SOLE 366,291
HONEYWELL INTL INC COM 438516106 14,468 192,005 SH SOLE 192,005
HORMEL FOODS CORP COM 440452100 1,360 32,925 SH SOLE 32,925
HOSPIRA INC COM 441060100 1,331 40,530 SH SOLE 40,530
HOST HOTELS & RESORTS INC COM 44107P104 3,114 178,019 SH SOLE 178,019
HUDSON CITY BANCORP COM 443683107 1,006 116,445 SH SOLE 116,445
HUMANA INC COM 444859102 2,682 38,802 SH SOLE 38,802
HUNTINGTON BANCSHARES INC COM 446150104 1,524 206,278 SH SOLE 206,278
ILLINOIS TOOL WKS INC COM 452308109 6,201 101,753 SH SOLE 101,753
INGERSOLL-RAND PLC COM G47791101 3,713 67,504 SH SOLE 67,504
INTEGRYS ENERGY GROUP INC COM 45822P105 1,117 19,208 SH SOLE 19,208
INTEL CORP COM 458140100 26,475 1, 211,675 SH SOLE 1,211,675
INTERCONTINENTALEXCHANGE INC COM 45865V100 2,904 17,807 SH SOLE 17,807
INTERNATIONAL BUSINESS MACHS COM 459200101 54,743 256,647 SH SOLE 256,647
INTERNATIONAL FLAVORS^FRAGRA COM 459506101 1,533 19,991 SH SOLE 19,991
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,069 64,767 SH SOLE 64,767
INTERPUBLIC GROUP COS INC COM 460690100 1,321 101,401 SH SOLE 101,401
INTL PAPER CO COM 460146103 5,034 108,079 SH SOLE 108,079
INTUIT COM 461202103 4,481 68,249 SH SOLE 68,249
INTUITIVE SURGICAL INC COM 46120E602 4,822 9,816 SH SOLE 9,816
INVESCO LTD COM G491BT108 3,128 108,016 SH SOLE 108,016
IRON MTN INC COM 462846106 1,489 40,998 SH SOLE 40,998
JABIL CIRCUIT INC COM 466313103 833 45,061 SH SOLE 45,061
JACOBS ENGR GROUP INC DEL COM 469814107 1,796 31,932 SH SOLE 31,932
JDS UNIPHASE CORP COM 46612J507 770 57,612 SH SOLE 57,612
JOHNSON & JOHNSON COM 478160104 55,833 684,810 SH SOLE 684,810
JOHNSON CTLS INC COM 478366107 5,880 167,660 SH SOLE 167,660
JOY GLOBAL INC COM 481165108 1,549 26,033 SH SOLE 26,033
JPMORGAN CHASE & CO COM 46625H100 44,501 937,653 SH SOLE 937,653
JUNIPER NETWORKS INC COM 48203R104 2,342 126,307 SH SOLE 126,307
KELLOGG CO COM 487836108 3,941 61,174 SH SOLE 61,174
KEYCORP NEW COM 493267108 2,254 226,334 SH SOLE 226,334
KIMBERLY CLARK CORP COM 494368103 9,303 94,953 SH SOLE 94,953
KIMCO RLTY CORP COM 49446R109 2,239 99,936 SH SOLE 99,936
KINDER MORGAN INC DEL COM 49456B101 5,986 154,767 SH SOLE 154,767
KLA-TENCOR CORP COM 482480100 2,146 40,699 SH SOLE 40,699
KOHLS CORP COM 500255104 2,392 51,852 SH SOLE 51,852
KRAFT FOODS GROUP INC COM 50076Q106 7,480 145,159 SH SOLE 145,159
KROGER CO COM 501044101 4,209 127,020 SH SOLE 127,020
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,781 22,012 SH SOLE 22,012
LABORATORY CORP AMER HLDGS COM 50540R409 2,057 22,802 SH SOLE 22,802
LAM RESEARCH CORP COM 512807108 1,649 39,772 SH SOLE 39,772
LAUDER ESTEE COS INC COM 518439104 3,760 58,717 SH SOLE 58,717
LEGG MASON INC COM 524901105 904 28,107 SH SOLE 28,107
LEGGETT & PLATT INC COM 524660107 1,181 34,975 SH SOLE 34,975
LENNAR CORP COM 526057104 1,678 40,461 SH SOLE 40,461
LEUCADIA NATL CORP COM 527288104 1,971 71,847 SH SOLE 71,847
LIFE TECHNOLOGIES CORP COM 53217V109 2,723 42,138 SH SOLE 42,138
LILLY ELI & CO COM 532457108 13,888 244,545 SH SOLE 244,545
LIMITED BRANDS INC COM 532716107 2,619 58,632 SH SOLE 58,632
LINCOLN NATL CORP IND COM 534187109 2,169 66,499 SH SOLE 66,499
LINEAR TECHNOLOGY CORP COM 535678106 2,186 56,964 SH SOLE 56,964
LOCKHEED MARTIN CORP COM 539830109 6,331 65,590 SH SOLE 65,590
LOEWS CORP COM 540424108 3,342 75,828 SH SOLE 75,828
LORILLARD INC COM 544147101 3,750 92,948 SH SOLE 92,948
LOWES COS INC COM 548661107 10,311 271,926 SH SOLE 271,926
LSI CORPORATION COM 502161102 913 134,673 SH SOLE 134,673
LYONDELLBASELL INDUSTRIES N COM N53745100 5,888 93,025 SH SOLE 93,025
M & T BK CORP COM 55261F104 3,092 29,973 SH SOLE 29,973
MACYS INC COM 55616P104 4,052 96,849 SH SOLE 96,849
MARATHON OIL CORP COM 565849106 5,847 173,386 SH SOLE 173,386
MARATHON PETE CORP COM 56585A102 7,276 81,202 SH SOLE 81,202
MARRIOTT INTL INC NEW COM 571903202 2,521 59,698 SH SOLE 59,698
MARSH & MCLENNAN COS INC COM 571748102 5,101 134,331 SH SOLE 134,331
MASCO CORP COM 574599106 1,769 87,357 SH SOLE 87,357
MASTERCARD INC COM 57636Q104 13,994 25,861 SH SOLE 25,861
MATTEL INC COM 577081102 3,696 84,396 SH SOLE 84,396
MCCORMICK & CO INC COM 579780206 2,390 32,494 SH SOLE 32,494
MCDONALDS CORP COM 580135101 24,490 245,664 SH SOLE 245,664
MCGRAW HILL COS INC COM 580645109 3,582 68,779 SH SOLE 68,779
MCKESSON CORP COM 58155Q103 6,161 57,068 SH SOLE 57,068
MEAD JOHNSON NUTRITION CO COM 582839106 3,841 49,599 SH SOLE 49,599
MEADWESTVACO CORP COM 583334107 1,562 43,021 SH SOLE 43,021
MEDTRONIC INC COM 585055106 11,635 247,769 SH SOLE 247,769
MERCK & CO INC NEW COM 58933Y105 32,749 740,425 SH SOLE 740,425
METLIFE INC COM 59156R108 10,186 267,911 SH SOLE 267,911
METROPCS COMMUNICATIONS INC COM 591708102 855 78,398 SH SOLE 78,398
MICROCHIP TECHNOLOGY INC COM 595017104 1,759 47,845 SH SOLE 47,845
MICRON TECHNOLOGY INC COM 595112103 2,498 250,327 SH SOLE 250,327
MICROSOFT CORP COM 594918104 52,837 1, 846,816 SH SOLE 1,846,816
MOLEX INC COM 608554101 993 33,928 SH SOLE 33,928
MOLSON COORS BREWING CO COM 60871R209 1,870 38,219 SH SOLE 38,219
MONDELEZ INTL INC COM 609207105 13,335 435,657 SH SOLE 435,657
MONSANTO CO NEW COM 61166W101 13,864 131,255 SH SOLE 131,255
MONSTER BEVERAGE CORP COM 611740101 1,685 35,292 SH SOLE 35,292
MOODYS CORP COM 615369105 2,532 47,484 SH SOLE 47,484
MORGAN STANLEY COM 617446448 7,392 336,316 SH SOLE 336,316
MOSAIC CO NEW COM 61945C103 4,041 67,784 SH SOLE 67,784
MOTOROLA SOLUTIONS INC COM 620076307 4,330 67,620 SH SOLE 67,620
MURPHY OIL CORP COM 626717102 2,829 44,389 SH SOLE 44,389
MYLAN INC COM 628530107 2,805 96,912 SH SOLE 96,912
NABORS INDUSTRIES LTD COM G6359F103 1,156 71,295 SH SOLE 71,295
NASDAQ OMX GROUP INC COM 631103108 931 28,820 SH SOLE 28,820
NATIONAL COM 637071101 7,394 104,515 SH SOLE 104,515
NETAPP INC COM 64110D104 3,016 88,293 SH SOLE 88,293
NETFLIX INC COM 64110L106 2,596 13,706 SH SOLE 13,706
NEWELL RUBBERMAID INC COM 651229106 1,832 70,177 SH SOLE 70,177
NEWFIELD EXPL CO COM 651290108 743 33,133 SH SOLE 33,133
NEWMONT MINING CORP COM 651639106 5,097 121,679 SH SOLE 121,679
NEWS CORP COM 65248E104 14,952 489,901 SH SOLE 489,901
NEXTERA ENERGY INC COM 65339F101 8,067 103,853 SH SOLE 103,853
NIKE INC COM 654106103 10,489 177,751 SH SOLE 177,751
NISOURCE INC COM 65473P105 2,236 76,223 SH SOLE 76,223
NOBLE CORPORATION BAAR COM H5833N103 2,362 61,922 SH SOLE 61,922
NOBLE ENERGY INC COM 655044105 5,089 44,003 SH SOLE 44,003
NORDSTROM INC COM 655664100 2,026 36,681 SH SOLE 36,681
NORFOLK SOUTHERN CORP COM 655844108 5,938 77,042 SH SOLE 77,042
NORTHEAST UTILS COM 664397106 3,347 77,002 SH SOLE 77,002
NORTHERN TR CORP COM 665859104 2,909 53,317 SH SOLE 53,317
NORTHROP GRUMMAN CORP COM 666807102 4,075 58,095 SH SOLE 58,095
NRG ENERGY INC COM 629377508 2,097 79,166 SH SOLE 79,166
NUCOR CORP COM 670346105 3,592 77,824 SH SOLE 77,824
NVIDIA CORP COM 67066G104 1,962 153,071 SH SOLE 153,071
NYSE EURONEXT COM 629491101 2,300 59,525 SH SOLE 59,525
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,795 27,256 SH SOLE 27,256
OCCIDENTAL PETE CORP DEL COM 674599105 15,464 197,322 SH SOLE 197,322
OMNICOM GROUP INC COM 681919106 3,771 64,024 SH SOLE 64,024
ONEOK INC NEW COM 682680103 2,393 50,209 SH SOLE 50,209
ORACLE CORP COM 68389X105 29,256 904,635 SH SOLE 904,635
OWENS ILL INC COM 690768403 1,071 40,197 SH SOLE 40,197
PACCAR INC COM 693718108 4,378 86,590 SH SOLE 86,590
PALL CORP COM 696429307 1,860 27,207 SH SOLE 27,207
PARKER HANNIFIN CORP COM 701094104 3,348 36,553 SH SOLE 36,553
PATTERSON COMPANIES INC COM 703395103 780 20,496 SH SOLE 20,496
PAYCHEX INC COM 704326107 2,781 79,289 SH SOLE 79,289
PEABODY ENERGY CORP COM 704549104 1,397 66,051 SH SOLE 66,051
PENNEY J C INC COM 708160106 528 34,916 SH SOLE 34,916
PENTAIR LTD COM H6169Q108 2,665 50,514 SH SOLE 50,514
PEOPLES UNITED FINANCIAL INC COM 712704105 1,115 82,974 SH SOLE 82,974
PEPCO HOLDINGS INC COM 713291102 1,206 56,365 SH SOLE 56,365
PEPSICO INC COM 713448108 29,901 377,963 SH SOLE 377,963
PERKINELMER INC COM 714046109 938 27,870 SH SOLE 27,870
PERRIGO CO COM 714290103 2,571 21,658 SH SOLE 21,658
PETSMART INC COM 716768106 1,635 26,322 SH SOLE 26,322
PFIZER INC COM 717081103 50,828 1, 761,179 SH SOLE 1,761,179
PG^E CORP COM 69331C108 4,785 107,463 SH SOLE 107,463
PHILIP MORRIS INTL INC COM 718172109 37,424 403,662 SH SOLE 403,662
PHILLIPS 66 COM 718546104 10,653 152,248 SH SOLE 152,248
PINNACLE WEST CAP CORP COM 723484101 1,557 26,903 SH SOLE 26,903
PIONEER NAT RES CO COM 723787107 4,028 32,420 SH SOLE 32,420
PITNEY BOWES INC COM 724479100 733 49,331 SH SOLE 49,331
PLUM CREEK TIMBER CO INC COM 729251108 2,076 39,768 SH SOLE 39,768
PNC FINL SVCS GROUP INC COM 693475105 8,609 129,452 SH SOLE 129,452
PPG INDS INC COM 693506107 4,687 34,993 SH SOLE 34,993
PPL CORP COM 69351T106 4,471 142,797 SH SOLE 142,797
PRAXAIR INC COM 74005P104 8,093 72,561 SH SOLE 72,561
PRECISION CASTPARTS CORP COM 740189105 6,803 35,876 SH SOLE 35,876
PRICE T ROWE GROUP INC COM 74144T108 4,750 63,448 SH SOLE 63,448
PRICELINE COM INC COM 741503403 8,406 12,219 SH SOLE 12,219
PRINCIPAL FINL GROUP INC COM 74251V102 2,300 67,578 SH SOLE 67,578
PROCTER & GAMBLE CO COM 742718109 51,569 669,203 SH SOLE 669,203
PROGRESSIVE CORP OHIO COM 743315103 3,439 136,101 SH SOLE 136,101
PROLOGIS INC COM 74340W103 4,532 113,367 SH SOLE 113,367
PRUDENTIAL FINL INC COM 744320102 6,721 113,928 SH SOLE 113,928
PUBLIC STORAGE COM 74460D109 5,383 35,343 SH SOLE 35,343
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,257 123,963 SH SOLE 123,963
PULTE GROUP INC COM 745867101 1,687 83,354 SH SOLE 83,354
PVH CORP COM 693656100 2,045 19,142 SH SOLE 19,142
QEP RES INC COM 74733V100 1,393 43,740 SH SOLE 43,740
QUALCOMM INC COM 747525103 28,180 420,911 SH SOLE 420,911
QUANTA SVCS INC COM 74762E102 1,493 52,255 SH SOLE 52,255
QUEST DIAGNOSTICS INC COM 74834L100 2,189 38,770 SH SOLE 38,770
RALPH LAUREN CORP COM 751212101 2,521 14,888 SH SOLE 14,888
RANGE RES CORP COM 75281A109 3,232 39,885 SH SOLE 39,885
RAYTHEON CO COM 755111507 4,685 79,695 SH SOLE 79,695
RED HAT INC COM 756577102 2,393 47,321 SH SOLE 47,321
REGIONS FINL CORP NEW COM 7591EP100 2,836 346,250 SH SOLE 346,250
REPUBLIC SVCS INC COM 760759100 2,404 72,851 SH SOLE 72,851
REYNOLDS AMERICAN INC COM 761713106 3,506 78,813 SH SOLE 78,813
ROBERT HALF INTL INC COM 770323103 1,283 34,181 SH SOLE 34,181
ROCKWELL AUTOMATION INC COM 773903109 2,957 34,239 SH SOLE 34,239
ROCKWELL COLLINS INC COM 774341101 2,113 33,471 SH SOLE 33,471
ROPER INDS INC NEW COM 776696106 3,083 24,214 SH SOLE 24,214
ROSS STORES INC COM 778296103 3,303 54,490 SH SOLE 54,490
ROWAN COMPANIES PLC COM G7665A101 1,077 30,450 SH SOLE 30,450
RYDER COM 783549108 754 12,615 SH SOLE 12,615
SAFEWAY INC COM 786514208 1,546 58,689 SH SOLE 58,689
SAIC INC COM 78390X101 942 69,513 SH SOLE 69,513
SALESFORCE COM INC COM 79466L302 5,905 33,021 SH SOLE 33,021
SANDISK CORP COM 80004C101 3,259 59,262 SH SOLE 59,262
SCANA CORP NEW COM 80589M102 1,659 32,433 SH SOLE 32,433
SCHLUMBERGER LTD COM 806857108 24,368 325,385 SH SOLE 325,385
SCHWAB COM 808513105 4,763 269,251 SH SOLE 269,251
SCRIPPS NETWORKS INTERACT IN COM 811065101 1,356 21,076 SH SOLE 21,076
SEAGATE TECHNOLOGY PLC COM G7945M107 2,861 78,243 SH SOLE 78,243
SEALED AIR CORP NEW COM 81211K100 1,149 47,670 SH SOLE 47,670
SEMPRA ENERGY COM 816851109 4,431 55,435 SH SOLE 55,435
SHERWIN WILLIAMS CO COM 824348106 3,550 21,022 SH SOLE 21,022
SIGMA ALDRICH CORP COM 826552101 2,291 29,492 SH SOLE 29,492
SIMON PPTY GROUP INC NEW COM 828806109 12,185 76,850 SH SOLE 76,850
SLM CORP COM 78442P106 2,274 111,058 SH SOLE 111,058
SMUCKER J M CO COM 832696405 2,605 26,273 SH SOLE 26,273
SNAP ON INC COM 833034101 1,181 14,286 SH SOLE 14,286
SOUTHERN CO COM 842587107 9,988 212,881 SH SOLE 212,881
SOUTHWEST AIRLS CO COM 844741108 2,404 178,368 SH SOLE 178,368
SOUTHWESTERN ENERGY CO COM 845467109 3,205 86,005 SH SOLE 86,005
SPDR S^P 500 ETF TR COM 78462F103 2,419 15,434 SH SOLE 15,434
SPECTRA ENERGY CORP COM 847560109 5,033 163,666 SH SOLE 163,666
SPRINT NEXTEL CORP COM 852061100 4,580 737,569 SH SOLE 737,569
ST JUDE MED INC COM 790849103 2,803 69,312 SH SOLE 69,312
STANLEY BLACK & DECKER INC COM 854502101 3,179 39,264 SH SOLE 39,264
STAPLES INC COM 855030102 2,217 165,098 SH SOLE 165,098
STARBUCKS CORP COM 855244109 10,456 183,566 SH SOLE 183,566
STARWOOD HOTELS^RESORTS WRLD COM 85590A401 3,025 47,470 SH SOLE 47,470
STATE STR CORP COM 857477103 6,614 111,925 SH SOLE 111,925
STERICYCLE INC COM 858912108 2,239 21,083 SH SOLE 21,083
STRYKER CORP COM 863667101 4,622 70,843 SH SOLE 70,843
SUNTRUST BKS INC COM 867914103 3,804 132,029 SH SOLE 132,029
SYMANTEC CORP COM 871503108 4,167 168,830 SH SOLE 168,830
SYSCO CORP COM 871829107 5,048 143,544 SH SOLE 143,544
TARGET CORP COM 87612E106 10,914 159,440 SH SOLE 159,440
TE CONNECTIVITY LTD COM H84989104 4,318 102,970 SH SOLE 102,970
TECO ENERGY INC COM 872375100 891 50,016 SH SOLE 50,016
TENET HEALTHCARE CORP COM 88033G407 1,215 25,535 SH SOLE 25,535
TERADATA CORP DEL COM 88076W103 2,377 40,620 SH SOLE 40,620
TERADYNE INC COM 880770102 756 46,634 SH SOLE 46,634
TESORO CORP COM 881609101 1,971 33,666 SH SOLE 33,666
TEXAS INSTRS INC COM 882508104 9,603 270,646 SH SOLE 270,646
TEXTRON INC COM 883203101 1,983 66,517 SH SOLE 66,517
THE ADT CORPORATION COM 00101J106 2,784 56,887 SH SOLE 56,887
THERMO FISHER SCIENTIFIC INC COM 883556102 6,700 87,598 SH SOLE 87,598
TIFFANY & CO NEW COM 886547108 2,031 29,200 SH SOLE 29,200
TIME WARNER CABLE INC COM 88732J207 6,955 72,407 SH SOLE 72,407
TIME WARNER INC COM 887317303 13,195 229,008 SH SOLE 229,008
TJX COS INC NEW COM 872540109 8,352 178,662 SH SOLE 178,662
TORCHMARK CORP COM 891027104 1,371 22,929 SH SOLE 22,929
TOTAL SYS SVCS INC COM 891906109 975 39,362 SH SOLE 39,362
TRAVELERS COMPANIES INC COM 89417E109 7,796 92,597 SH SOLE 92,597
TRIPADVISOR INC COM 896945201 1,416 26,967 SH SOLE 26,967
TYCO INTERNATIONAL LTD COM H89128104 3,653 114,160 SH SOLE 114,160
TYSON FOODS INC COM 902494103 1,725 69,485 SH SOLE 69,485
UNION PAC CORP COM 907818108 16,373 114,969 SH SOLE 114,969
UNITED COM 911312106 15,049 175,190 SH SOLE 175,190
UNITED STATES STL CORP NEW COM 912909108 689 35,350 SH SOLE 35,350
UNITED TECHNOLOGIES CORP COM 913017109 19,303 206,605 SH SOLE 206,605
UNITEDHEALTH GROUP INC COM 91324P102 14,364 251,074 SH SOLE 251,074
UNUM GROUP COM 91529Y106 1,867 66,089 SH SOLE 66,089
URBAN OUTFITTERS INC COM 917047102 1,038 26,799 SH SOLE 26,799
US BANCORP DEL COM 902973304 15,488 456,483 SH SOLE 456,483
V F CORP COM 918204108 3,622 21,591 SH SOLE 21,591
VALERO ENERGY CORP NEW COM 91913Y100 6,162 135,461 SH SOLE 135,461
VARIAN MED SYS INC COM 92220P105 1,924 26,726 SH SOLE 26,726
VENTAS INC COM 92276F100 5,236 71,532 SH SOLE 71,532
VERISIGN INC COM 92343E102 1,766 37,359 SH SOLE 37,359
VERIZON COMMUNICATIONS INC COM 92343V104 34,416 700,225 SH SOLE 700,225
VIACOM INC NEW COM 92553P201 6,868 111,551 SH SOLE 111,551
VISA INC COM 92826C839 21,457 126,337 SH SOLE 126,337
VORNADO RLTY TR COM 929042109 3,471 41,499 SH SOLE 41,499
VULCAN MATLS CO COM 929160109 1,645 31,823 SH SOLE 31,823
WALGREEN CO COM 931422109 10,046 210,694 SH SOLE 210,694
WAL-MART STORES INC COM 931142103 30,661 409,747 SH SOLE 409,747
WASHINGTON POST CO CL B COM 939640108 502 1,123 SH SOLE 1,123
WASTE MGMT INC DEL COM 94106L109 4,200 107,125 SH SOLE 107,125
WATERS CORP COM 941848103 1,976 21,037 SH SOLE 21,037
WELLPOINT INC COM 94973V107 4,932 74,471 SH SOLE 74,471
WELLS FARGO & CO NEW COM 949746101 44,420 1, 200,868 SH SOLE 1,200,868
WESTERN DIGITAL CORP COM 958102105 2,667 53,051 SH SOLE 53,051
WESTERN UN CO COM 959802109 2,096 139,344 SH SOLE 139,344
WEYERHAEUSER CO COM 962166104 4,192 133,598 SH SOLE 133,598
WHIRLPOOL CORP COM 963320106 2,279 19,241 SH SOLE 19,241
WHOLE FOODS MKT INC COM 966837106 3,664 42,237 SH SOLE 42,237
WILLIAMS COS INC DEL COM 969457100 6,254 166,964 SH SOLE 166,964
WINDSTREAM CORP COM 97381W104 1,150 144,659 SH SOLE 144,659
WISCONSIN ENERGY CORP COM 976657106 2,406 56,091 SH SOLE 56,091
WPX ENERGY INC COM 98212B103 785 49,024 SH SOLE 49,024
WYNDHAM WORLDWIDE CORP COM 98310W108 2,159 33,486 SH SOLE 33,486
WYNN RESORTS LTD COM 983134107 2,447 19,552 SH SOLE 19,552
XCEL ENERGY INC COM 98389B100 3,553 119,630 SH SOLE 119,630
XEROX CORP COM 984121103 2,578 299,820 SH SOLE 299,820
XILINX INC COM 983919101 2,446 64,090 SH SOLE 64,090
XL GROUP PLC COM G98290102 2,189 72,250 SH SOLE 72,250
XYLEM INC COM 98419M100 1,257 45,596 SH SOLE 45,596
YAHOO INC COM 984332106 5,586 237,416 SH SOLE 237,416
YUM BRANDS INC COM 988498101 7,944 110,432 SH SOLE 110,432
ZIMMER HLDGS INC COM 98956P102 3,121 41,491 SH SOLE 41,491
ZIONS BANCORPORATION COM 989701107 1,127 45,116 SH SOLE 45,116
ADVANCED MICRO DEVICES INC
NOTE 6.000% 5/0 NOTE 007903AL1 740 750,000 PRN SOLE 750,000
ALLIANCE DATA SYSTEMS CORP
NOTE 1.750% 8/0 NOTE 018581AD0 6,141 3,000,000 PRN SOLE 3,000,000
ALLIANT TECHSYSTEMS INC
NOTE 3.000% 8/1 NOTE 018804AK0 4,689 4,335,000 PRN SOLE 4,335,000
ANNALY CAP MGMT INC
NOTE 5.000% 5/1 NOTE 035710AB8 4,110 4,000,000 PRN SOLE 4,000,000
ARRIS GROUP INC
NOTE 2.000%11/1 NOTE 04269QAC4 5,005 4,469,000 PRN SOLE 4,469,000
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1 NOTE 112463AA2 1,804 1,500,000 PRN SOLE 1,500,000
CADENCE DESIGN SYSTEM INC
NOTE 2.625% 6/0 NOTE 127387AJ7 8,420 4,500,000 PRN SOLE 4,500,000
CARRIZO OIL & GAS INC
NOTE 4.375% 6/0 NOTE 144577AA1 1,995 2,000,000 PRN SOLE 2,000,000
CHARLES RIV LABS INTL INC
NOTE 2.250% 6/1 NOTE 159864AB3 3,656 3,654,000 PRN SOLE 3,654,000
CHART INDS INC
NOTE 2.000% 8/0 NOTE 16115QAC4 5,318 3,950,000 PRN SOLE 3,950,000
COVANTA HLDG CORP
NOTE 3.250% 6/0 NOTE 22282EAC6 3,234 2,500,000 PRN SOLE 2,500,000
E M C CORP MASS
NOTE 1.750%12/0 NOTE 268648AM4 18,538 12,486,000 PRN SOLE 12,486,000
ENDO HEALTH SOLUTIONS INC
NOTE 1.750% 4/1 NOTE 29264FAB2 1,186 1,000,000 PRN SOLE 1,000,000
GENERAL CABLE CORP DEL NEW
NOTE 0.875%11/1 NOTE 369300AD0 4,504 4,559,000 PRN SOLE 4,559,000
GILEAD SCIENCES INC
NOTE 1.000% 5/0 NOTE 375558AN3 28,0751 3,000,000 PRN SOLE 13,000,000
GILEAD SCIENCES INC
NOTE 1.625% 5/0 NOTE 375558AP8 12,980 6,000,000 PRN SOLE 6,000,000
GOLDCORP INC NEW
NOTE 2.000% 8/0 NOTE 380956AB8 3,111 3,000,000 PRN SOLE 3,000,000
GROUP 1 AUTOMOTIVE INC
FRNT 2.250% 6/1 NOTE 398905AE9 5,737 5,000,000 PRN SOLE 5,000,000
HOLOGIC INC FRNT 2.000%12/1 NOTE 436440AA9 499 500,000 PRN SOLE 500,000
HOLOGIC INC FRNT 2.000%12/1
ADDED NOTE 436440AG6 2,084 2,000,000 PRN SOLE 2,000,000
ICAHN ENTERPRISES LP/CORP
FRNT 8/1 NOTE 451102AB3 2,750 2,750,000 PRN SOLE 2,750,000
JEFFERIES GROUP INC NEW
DBCV 3.875%11/0 NOTE 472319AG7 1,021 1,000,000 PRN SOLE 1,000,000
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0 NOTE 502413AW7 2,907 2,890,000 PRN SOLE 2,890,000
LIVE NATION ENTERTAINMENT IN
NOTE 2.875% 7/1 NOTE 538034AB5 2,989 3,000,000 PRN SOLE 3,000,000
MASSEY ENERGY CO
NOTE 3.250% 8/0 NOTE 576203AJ2 951 1,000,000 PRN SOLE 1,000,000
MEDTRONIC INC
NOTE 1.625% 4/1 NOTE 585055AM8 7,511 7,568,000 PRN SOLE 7,568,000
MERITAGE HOMES CORP
NOTE 1.875% 9/1 NOTE 59001AAR3 3,374 3,000,000 PRN SOLE 3,000,000
MGM RESORTS INTERNATIONAL
NOTE 4.250% 4/1 NOTE 55303QAE0 2,154 2,000,000 PRN SOLE 2,000,000
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1 NOTE 595017AB0 2,830 2,000,000 PRN SOLE 2,000,000
MICRON TECHNOLOGY INC
NOTE 1.500% 8/0 NOTE 595112AQ6 2,889 2,500,000 PRN SOLE 2,500,000
OMNICARE INC DBCV 3.250%12/1 NOTE 681904AL2 995 1,000,000 PRN SOLE 1,000,000
OMNICARE INC NOTE 3.750%12/1 NOTE 681904AN8 7,742 4,800,000 PRN SOLE 4,800,000
SALESFORCE COM INC
NOTE 0.750% 1/1 NOTE 79466LAB0 6,287 3,000,000 PRN SOLE 3,000,000
SANDISK CORP NOTE 1.000% 5/1 NOTE 80004CAC5 5,041 5,086,000 PRN SOLE 5,086,000
STARWOOD PPTY TR INC
NOTE 4.550% 3/0 ADDED NOTE 85571BAA3 957 875,000 PRN SOLE 875,000
STILLWATER MNG CO
NOTE 1.750%10/1 NOTE 86074QAL6 2,363 2,000,000 PRN SOLE 2,000,000
TELEFLEX INC NOTE 3.875% 8/0 NOTE 879369AA4 5,640 3,904,000 PRN SOLE 3,904,000
THERAVANCE INC NOTE 2.125%
1/1 ADDED NOTE 88338TAB0 2,180 2,000,000 PRN SOLE 2,000,000
TTM TECHNOLOGIES INC
NOTE 3.250% 5/1 NOTE 87305RAC3 3,430 3,462,000 PRN SOLE 3,462,000
VERISIGN INC SDCV 3.250% 8/1 NOTE 92343EAD4 11,785 8,000,000 PRN SOLE 8,000,000
VIRGIN MEDIA INC
NOTE 6.500%11/1 NOTE 92769LAB7 13,086 5,000,000 PRN SOLE 5,000,000
VOLCANO CORPORATION
NOTE 1.750%12/0 NOTE 928645AB6 2,446 2,500,000 PRN SOLE 2,500,000