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