Ontario Teachers' Pension Plan Board

Ontario Teachers' Pension Plan Board as of Sept. 30, 2011

Portfolio Holdings for Ontario Teachers' Pension Plan Board

Ontario Teachers' Pension Plan Board holds 681 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares MSCI Emerging Markets Indx (EEM) 11.2 $1.6B 45M 35.10
Gnc Holdings Inc Cl A 3.5 $489M 24M 20.12
Canadian Natural Resources (CNQ) 3.1 $437M 15M 29.53
Potash Corp. Of Saskatchewan I 3.0 $424M 9.8M 43.42
Goldcorp 2.9 $404M 8.8M 46.13
Ace Limited Cmn 2.7 $378M 6.2M 60.60
Transocean (RIG) 2.5 $357M 7.3M 48.89
Barrick Gold Corp (GOLD) 2.3 $330M 7.0M 47.13
McGraw-Hill Companies 2.0 $280M 6.8M 41.00
Rbc Cad (RY) 1.9 $272M 5.9M 46.12
Wells Fargo & Company (WFC) 1.8 $250M 10M 24.12
Tor Dom Bk Cad (TD) 1.6 $231M 3.2M 71.58
Royal Dutch Shell 1.6 $220M 3.6M 61.52
Safeway 1.3 $186M 11M 16.63
Bk Nova Cad (BNS) 1.2 $174M 3.4M 50.59
Rockwell Collins 1.2 $165M 3.1M 52.76
Apple (AAPL) 1.2 $166M 436k 381.32
MetLife (MET) 1.0 $147M 5.3M 28.01
Microsoft Corporation (MSFT) 1.0 $136M 5.5M 24.89
Banco Itau Holding Financeira (ITUB) 1.0 $136M 8.7M 15.52
Walt Disney Company (DIS) 0.9 $135M 4.5M 30.16
Suncor Energy (SU) 0.9 $135M 5.2M 25.68
Johnson & Johnson (JNJ) 0.9 $134M 2.1M 63.69
3M Company (MMM) 0.9 $132M 1.8M 71.79
JPMorgan Chase & Co. (JPM) 0.9 $131M 4.3M 30.12
Thermo Fisher Scientific (TMO) 0.9 $129M 2.5M 50.64
PNC Financial Services (PNC) 0.9 $124M 2.6M 48.19
Cibc Cad (CM) 0.8 $120M 1.7M 70.42
Exxon Mobil Corporation (XOM) 0.8 $115M 1.6M 72.63
Sprint Nextel Corporation 0.8 $113M 37M 3.04
Pfizer (PFE) 0.8 $113M 6.4M 17.68
International Business Machines (IBM) 0.7 $104M 595k 174.87
Intel Corporation (INTC) 0.7 $101M 4.8M 21.33
Transcanada Corp 0.7 $98M 2.4M 40.82
Bank Of Montreal Cadcom (BMO) 0.7 $98M 1.7M 56.30
Suntrust Banks Inc $1.00 Par Cmn 0.7 $96M 5.3M 17.95
Danaher Corporation (DHR) 0.7 $94M 2.2M 41.94
CVS Caremark Corporation (CVS) 0.6 $91M 2.7M 33.59
Via 0.6 $82M 2.1M 38.74
Enbridge (ENB) 0.6 $83M 2.6M 32.10
Tiffany & Co. 0.6 $80M 1.3M 60.82
News Corporation 0.6 $81M 5.3M 15.48
Bank of New York Mellon Corporation (BK) 0.6 $79M 4.2M 18.59
Cisco Systems (CSCO) 0.6 $78M 5.0M 15.50
Republic Services (RSG) 0.5 $76M 2.7M 28.06
Cenovus Energy (CVE) 0.5 $76M 2.5M 30.97
Illinois Tool Works (ITW) 0.5 $76M 1.8M 41.60
Canadian Natl Ry (CNI) 0.5 $74M 1.1M 67.20
Kroger (KR) 0.5 $74M 3.4M 21.96
Education Management (EDMCQ) 0.5 $74M 5.0M 14.84
FedEx Corporation (FDX) 0.5 $72M 1.1M 67.68
Google 0.5 $70M 137k 515.04
Monsanto Company 0.5 $64M 1.1M 60.04
Charles River Laboratories (CRL) 0.5 $65M 2.3M 28.62
Talisman Energy Inc Com Stk 0.5 $65M 5.3M 12.36
U.S. Bancorp (USB) 0.5 $64M 2.7M 23.54
Oracle Corporation (ORCL) 0.5 $64M 2.2M 28.74
Dominion Resources (D) 0.4 $59M 1.2M 50.77
Abbott Laboratories (ABT) 0.4 $53M 1.0M 51.14
Kinross Gold Corp (KGC) 0.4 $54M 3.6M 14.94
Rogers Communications -cl B (RCI) 0.4 $52M 1.5M 34.42
Hewlett-Packard Company 0.4 $51M 2.3M 22.45
CSX Corporation (CSX) 0.3 $50M 2.7M 18.67
Brookfield Asset Management 0.3 $48M 1.7M 27.81
Procter & Gamble Company (PG) 0.3 $48M 763k 63.18
Encana Corp 0.3 $48M 2.5M 19.36
Qualcomm (QCOM) 0.3 $48M 985k 48.63
Sun Life Financial (SLF) 0.3 $47M 2.0M 24.02
Teck Resources Ltd cl b (TECK) 0.3 $47M 1.6M 29.67
Goodyear Tire & Rubber Company (GT) 0.3 $46M 4.5M 10.09
Carnival Corporation (CCL) 0.3 $43M 1.4M 30.30
Chevron Corporation (CVX) 0.3 $39M 425k 92.59
Agrium 0.3 $39M 583k 66.94
Capital One Financial (COF) 0.3 $40M 1.0M 39.63
Travelers Companies (TRV) 0.3 $38M 777k 48.73
Valeant Pharmaceuticals Int 0.3 $38M 1.0M 37.48
Alexander & Baldwin 0.3 $37M 1.0M 36.53
Pulte (PHM) 0.2 $34M 8.6M 3.95
Yamana Gold 0.2 $34M 2.4M 13.80
Thomson Reuters Corp 0.2 $34M 1.2M 27.25
Amgen (AMGN) 0.2 $32M 590k 54.96
Dell 0.2 $32M 2.3M 14.14
Imperial Oil (IMO) 0.2 $32M 897k 36.12
Research In Motion 0.2 $33M 1.6M 20.50
Tim Hortons Inc Com Stk 0.2 $31M 667k 46.74
Agnico (AEM) 0.2 $32M 529k 60.12
Silver Wheaton Corp 0.2 $32M 1.1M 29.69
Avon Products 0.2 $30M 1.5M 19.60
Boeing Company (BA) 0.2 $30M 495k 60.51
Merck & Co (MRK) 0.2 $30M 918k 32.70
Eldorado Gold Corp 0.2 $30M 1.7M 17.32
Teva Pharmaceutical Industries (TEVA) 0.2 $29M 770k 37.22
General Electric Company 0.2 $28M 1.8M 15.22
Cameco Corporation (CCJ) 0.2 $29M 1.5M 18.46
Expedia 0.2 $27M 1.0M 25.75
Directv 0.2 $27M 638k 42.27
Pepsi (PEP) 0.2 $26M 427k 61.90
Bce (BCE) 0.2 $27M 718k 37.70
Nexen 0.2 $27M 1.7M 15.64
Eli Lilly & Co. (LLY) 0.2 $25M 681k 36.97
Shaw Communications Inc cl b conv 0.2 $25M 1.2M 20.40
Flagstone Reinsurance Holdin 0.2 $25M 3.3M 7.75
Magna Intl Inc cl a (MGA) 0.2 $25M 741k 33.25
Applied Materials (AMAT) 0.2 $24M 2.3M 10.36
Iamgold Corp (IAG) 0.2 $24M 1.2M 19.99
Penn West Energy Trust 0.2 $24M 1.6M 14.92
Citigroup (C) 0.2 $24M 945k 25.61
Dow Chemical Company 0.2 $22M 996k 22.46
Sap (SAP) 0.2 $23M 453k 50.62
Mindray Medical International 0.2 $23M 975k 23.61
Manulife Finl Corp (MFC) 0.2 $23M 2.0M 11.46
Nxp Semiconductors N V (NXPI) 0.2 $22M 1.6M 14.12
Bank of America Corporation (BAC) 0.1 $21M 3.5M 6.12
Chesapeake Energy Corporation 0.1 $22M 840k 25.55
Berkshire Hathaway (BRK.B) 0.1 $20M 282k 71.04
Wal-Mart Stores (WMT) 0.1 $20M 375k 51.90
Occidental Petroleum Corporation (OXY) 0.1 $20M 286k 71.50
Freeport-McMoRan Copper & Gold (FCX) 0.1 $20M 657k 30.45
EMC Corporation 0.1 $19M 919k 20.99
Note 3.50 0.1 $19M 2.0M 9.71
General Motors Company (GM) 0.1 $20M 1.0M 20.18
McDonald's Corporation (MCD) 0.1 $18M 210k 87.82
Yum! Brands (YUM) 0.1 $19M 377k 49.39
Nextera Energy (NEE) 0.1 $18M 336k 54.02
Philip Morris International (PM) 0.1 $19M 297k 62.38
Total (TTE) 0.1 $19M 431k 43.87
Accenture (ACN) 0.1 $18M 341k 52.68
General Dynamics Corporation (GD) 0.1 $18M 316k 56.89
Taiwan Semiconductor Mfg (TSM) 0.1 $16M 1.4M 11.43
Kraft Foods 0.1 $17M 498k 33.58
Western Digital (WDC) 0.1 $17M 642k 25.72
ConocoPhillips (COP) 0.1 $17M 272k 63.32
Canadian Pacific Railway 0.1 $17M 360k 48.48
Stericycle (SRCL) 0.1 $18M 219k 80.72
Transalta Corp (TAC) 0.1 $17M 756k 21.89
Loews Corporation (L) 0.1 $15M 437k 34.55
Vimpel 0.1 $15M 1.6M 9.53
NRG Energy (NRG) 0.1 $15M 701k 21.21
Hartford Financial Services (HIG) 0.1 $15M 933k 16.14
Walter Energy 0.1 $16M 270k 60.01
Humana (HUM) 0.1 $16M 214k 72.73
Enerplus Corp (ERF) 0.1 $16M 636k 24.83
Comcast Corporation (CMCSA) 0.1 $14M 650k 20.92
Norfolk Southern (NSC) 0.1 $15M 242k 61.02
Kimberly-Clark Corporation (KMB) 0.1 $14M 202k 71.01
Union Pacific Corporation (UNP) 0.1 $14M 175k 81.67
Medtronic 0.1 $15M 447k 33.24
Autoliv (ALV) 0.1 $14M 285k 48.50
Computer Sciences Corporation 0.1 $14M 530k 26.85
eBay (EBAY) 0.1 $15M 499k 29.49
Texas Instruments Incorporated (TXN) 0.1 $15M 549k 26.65
Ingersoll-rand Co Ltd-cl A 0.1 $14M 505k 28.09
TELUS Corporation 0.1 $14M 296k 46.88
Spirit AeroSystems Holdings (SPR) 0.1 $14M 900k 15.95
Schlumberger (SLB) 0.1 $13M 221k 59.73
Staples 0.1 $13M 1.0M 13.30
Amazon (AMZN) 0.1 $13M 58k 216.23
H.J. Heinz Company 0.1 $12M 242k 50.48
Corning Incorporated (GLW) 0.1 $11M 879k 12.36
Lockheed Martin Corporation (LMT) 0.1 $12M 166k 72.64
Allstate Corporation (ALL) 0.1 $11M 475k 23.69
UnitedHealth (UNH) 0.1 $12M 250k 46.12
Yahoo! 0.1 $12M 893k 13.17
Companhia Brasileira de Distrib. 0.1 $12M 378k 30.78
Petroleo Brasileiro SA (PBR) 0.1 $11M 470k 22.45
Home Depot (HD) 0.1 $9.2M 281k 32.87
Aetna 0.1 $9.8M 270k 36.34
Deere & Company (DE) 0.1 $9.9M 153k 64.57
E-House 0.1 $10M 1.7M 5.79
Telefonos de Mexico 0.1 $9.4M 630k 14.95
Market Vector Russia ETF Trust 0.1 $9.9M 390k 25.30
Goldman Sachs (GS) 0.1 $8.7M 92k 94.55
Progressive Corporation (PGR) 0.1 $7.9M 442k 17.76
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $8.5M 134k 63.80
Western Union Company (WU) 0.1 $8.3M 541k 15.29
American Express Company (AXP) 0.1 $8.4M 188k 44.90
Bristol Myers Squibb (BMY) 0.1 $8.8M 281k 31.38
Cephalon 0.1 $8.7M 108k 80.70
Tele Norte Leste Participacoes SA 0.1 $8.8M 924k 9.53
Waters Corporation (WAT) 0.1 $7.8M 104k 75.49
Altria (MO) 0.1 $9.2M 342k 26.81
Colgate-Palmolive Company (CL) 0.1 $8.8M 99k 88.68
Walgreen Company 0.1 $8.1M 247k 32.89
Visa (V) 0.1 $8.6M 100k 85.72
Ctrip.com International 0.1 $8.8M 274k 32.15
CF Industries Holdings (CF) 0.1 $8.1M 65k 123.39
Gildan Activewear Inc Com Cad (GIL) 0.1 $9.1M 348k 26.10
Wts Wells Fargo & Co. 0.1 $8.3M 1.1M 7.70
Mosaic (MOS) 0.1 $7.9M 161k 48.97
Baxter International (BAX) 0.1 $6.9M 124k 56.14
Archer Daniels Midland Company (ADM) 0.1 $6.6M 267k 24.81
V.F. Corporation (VFC) 0.1 $6.9M 56k 121.51
Halliburton Company (HAL) 0.1 $7.7M 252k 30.52
Intuitive Surgical (ISRG) 0.1 $7.8M 21k 364.30
Ford Motor Company (F) 0.1 $6.5M 677k 9.67
Altera Corporation 0.1 $7.7M 244k 31.53
Simon Property (SPG) 0.1 $6.6M 60k 109.97
Motorola Mobility Holdings 0.1 $7.3M 193k 37.78
MasterCard Incorporated (MA) 0.0 $5.4M 17k 317.13
Wts/the Pnc Financial Services Grp wts 0.0 $5.9M 658k 8.94
Coca-Cola Company (KO) 0.0 $6.2M 92k 67.56
Costco Wholesale Corporation (COST) 0.0 $6.0M 73k 82.13
Apache Corporation 0.0 $5.1M 63k 80.24
Bed Bath & Beyond 0.0 $5.8M 101k 57.31
Kohl's Corporation (KSS) 0.0 $6.2M 126k 49.10
Microchip Technology (MCHP) 0.0 $5.2M 167k 31.11
Newmont Mining Corporation (NEM) 0.0 $5.1M 81k 62.95
Northrop Grumman Corporation (NOC) 0.0 $6.1M 116k 52.17
Public Storage (PSA) 0.0 $5.4M 49k 111.36
SYSCO Corporation (SYY) 0.0 $6.0M 234k 25.90
Pall Corporation 0.0 $5.0M 119k 42.40
E.I. du Pont de Nemours & Company 0.0 $6.2M 154k 39.97
AmerisourceBergen (COR) 0.0 $5.3M 141k 37.27
Xilinx 0.0 $5.8M 210k 27.44
Anadarko Petroleum Corporation 0.0 $5.2M 83k 63.05
General Mills (GIS) 0.0 $5.9M 153k 38.49
Honeywell International (HON) 0.0 $5.7M 129k 43.91
Nike (NKE) 0.0 $5.3M 62k 85.51
Sigma-Aldrich Corporation 0.0 $6.1M 99k 61.79
Stryker Corporation (SYK) 0.0 $6.1M 129k 47.13
Target Corporation (TGT) 0.0 $5.5M 112k 49.04
Agilent Technologies Inc C ommon (A) 0.0 $5.8M 185k 31.25
Gilead Sciences (GILD) 0.0 $5.3M 136k 38.80
Southern Company (SO) 0.0 $6.0M 142k 42.37
Starbucks Corporation (SBUX) 0.0 $6.0M 160k 37.29
Forest Laboratories 0.0 $5.4M 175k 30.79
New Oriental Education & Tech 0.0 $5.5M 240k 22.97
NetEase (NTES) 0.0 $6.0M 157k 38.16
Baidu (BIDU) 0.0 $5.1M 48k 106.92
Varian Semiconductor 0.0 $6.3M 104k 61.15
Market Vectors Gold Miners ETF 0.0 $5.1M 93k 55.19
Weatherford International Lt reg 0.0 $6.1M 502k 12.21
Te Connectivity Ltd for (TEL) 0.0 $5.2M 185k 28.14
Tim Participacoes Sa- 0.0 $5.4M 229k 23.56
Chubb Corporation 0.0 $3.6M 61k 59.99
Time Warner Cable 0.0 $4.6M 73k 62.67
Time Warner 0.0 $4.4M 148k 29.97
Aon Corporation 0.0 $3.7M 88k 41.98
Devon Energy Corporation (DVN) 0.0 $3.8M 69k 55.44
Duke Energy Corporation 0.0 $4.5M 227k 19.99
Medco Health Solutions 0.0 $3.9M 84k 46.90
Genuine Parts Company (GPC) 0.0 $4.9M 97k 50.80
NVIDIA Corporation (NVDA) 0.0 $4.1M 330k 12.51
NetApp (NTAP) 0.0 $4.0M 119k 33.93
Spectra Energy 0.0 $4.0M 164k 24.53
Automatic Data Processing (ADP) 0.0 $3.8M 80k 47.15
Best Buy (BBY) 0.0 $4.6M 198k 23.30
Morgan Stanley (MS) 0.0 $4.1M 306k 13.51
Regions Financial Corporation (RF) 0.0 $4.2M 1.2M 3.33
Limited Brands 0.0 $3.5M 92k 38.51
Analog Devices (ADI) 0.0 $4.5M 143k 31.25
Equity Residential (EQR) 0.0 $3.8M 74k 51.87
Becton, Dickinson and (BDX) 0.0 $3.6M 49k 73.32
McKesson Corporation (MCK) 0.0 $4.5M 62k 72.70
Goodrich Corporation 0.0 $3.6M 30k 120.68
Allergan 0.0 $4.1M 49k 82.38
CareFusion Corporation 0.0 $4.6M 192k 23.95
Marsh & McLennan Companies (MMC) 0.0 $3.8M 144k 26.55
Praxair 0.0 $4.6M 50k 93.48
WellPoint 0.0 $3.9M 60k 65.29
Biogen Idec (BIIB) 0.0 $3.6M 39k 93.15
Exelon Corporation (EXC) 0.0 $4.7M 109k 42.61
Lowe's Companies (LOW) 0.0 $4.0M 208k 19.34
Prudential Financial (PRU) 0.0 $3.7M 80k 46.86
Kellogg Company (K) 0.0 $4.0M 76k 53.20
Discovery Communications 0.0 $4.0M 107k 37.62
Precision Castparts 0.0 $4.3M 28k 155.44
IntercontinentalEx.. 0.0 $3.7M 31k 118.27
Telecomunicacoes de Sao Paulo SA 0.0 $4.5M 172k 26.45
Deutsche Bank Ag-registered (DB) 0.0 $4.0M 113k 35.31
Celgene Corporation 0.0 $4.6M 74k 61.91
KLA-Tencor Corporation (KLAC) 0.0 $4.2M 110k 38.28
NetLogic Microsystems 0.0 $4.8M 100k 48.12
SanDisk Corporation 0.0 $4.8M 120k 40.36
Temple-Inland 0.0 $3.8M 120k 31.37
Novellus Systems 0.0 $3.8M 140k 27.26
Boston Properties (BXP) 0.0 $4.0M 45k 89.10
Covidien 0.0 $4.9M 112k 44.10
Cognizant Technology Solutions (CTSH) 0.0 $3.1M 49k 62.69
Caci Intl Inc note 2.125% 5/0 0.0 $2.2M 2.0M 1.10
On Semiconductor Corp note 2.625%12/1 0.0 $2.1M 2.0M 1.07
Smithfield Foods Inc note 4.000% 6/3 0.0 $2.2M 2.0M 1.11
Time Warner Telecom Inc dbcv 2.375% 4/0 0.0 $2.2M 2.0M 1.10
Tyson Foods Inc note 3.250%10/1 0.0 $2.4M 2.0M 1.21
Virgin Media Inc note 6.500%11/1 0.0 $3.0M 2.0M 1.50
Allegheny Technologies Inc note 4.250% 6/0 0.0 $2.4M 2.0M 1.21
Textron Inc note 4.500% 5/0 0.0 $3.0M 2.0M 1.51
BlackRock (BLK) 0.0 $2.4M 16k 148.03
Cme (CME) 0.0 $2.6M 11k 246.41
AutoNation (AN) 0.0 $3.2M 99k 32.78
CBS Corporation 0.0 $2.3M 111k 20.38
Bunge 0.0 $2.9M 49k 58.30
Consolidated Edison (ED) 0.0 $2.8M 49k 57.02
FirstEnergy (FE) 0.0 $3.1M 69k 44.91
Cardinal Health (CAH) 0.0 $3.1M 75k 41.88
American Tower Corporation 0.0 $3.4M 64k 53.80
Cummins (CMI) 0.0 $2.6M 31k 81.66
Family Dollar Stores 0.0 $2.1M 42k 50.86
Franklin Resources (BEN) 0.0 $2.2M 23k 95.64
Nalco Holding Company 0.0 $2.8M 80k 34.98
Teradata Corporation (TDC) 0.0 $2.3M 43k 53.54
W.W. Grainger (GWW) 0.0 $2.2M 15k 149.52
AFLAC Incorporated (AFL) 0.0 $2.7M 77k 34.95
Suno 0.0 $2.9M 95k 31.01
Progress Energy 0.0 $2.6M 50k 51.71
International Flavors & Fragrances (IFF) 0.0 $2.7M 49k 56.22
BJ's Wholesale Club 0.0 $3.2M 62k 51.24
National-Oilwell Var 0.0 $3.5M 68k 51.22
Raytheon Company 0.0 $2.5M 62k 40.87
CenturyLink 0.0 $3.3M 100k 33.12
Air Products & Chemicals (APD) 0.0 $2.7M 35k 76.37
Red Hat 0.0 $2.8M 67k 42.26
Baker Hughes Incorporated 0.0 $3.3M 71k 46.15
Hess (HES) 0.0 $2.7M 51k 52.45
Macy's (M) 0.0 $2.5M 97k 26.31
Royal Dutch Shell 0.0 $3.1M 50k 62.04
Tyco International Ltd S hs 0.0 $3.1M 77k 40.75
United Technologies Corporation 0.0 $2.5M 35k 70.35
Vodafone 0.0 $2.6M 100k 25.66
American Electric Power Company (AEP) 0.0 $3.1M 81k 38.02
Williams Companies (WMB) 0.0 $2.4M 97k 24.34
PG&E Corporation (PCG) 0.0 $2.8M 67k 42.30
TJX Companies (TJX) 0.0 $3.5M 63k 55.48
EOG Resources (EOG) 0.0 $3.1M 44k 71.00
Hershey Company (HSY) 0.0 $3.3M 56k 59.23
AvalonBay Communities (AVB) 0.0 $2.4M 21k 114.03
Vornado Realty Trust (VNO) 0.0 $2.2M 30k 74.63
PPL Corporation (PPL) 0.0 $2.7M 95k 28.54
Public Service Enterprise (PEG) 0.0 $2.8M 84k 33.37
Marathon Oil Corporation (MRO) 0.0 $3.2M 148k 21.58
Ventas (VTR) 0.0 $2.3M 46k 49.39
Mead Johnson Nutrition 0.0 $2.3M 33k 68.82
salesforce (CRM) 0.0 $2.5M 22k 114.26
Lorillard 0.0 $2.6M 24k 110.71
Express Scripts 0.0 $2.5M 67k 37.06
Broadcom Corporation 0.0 $2.6M 77k 33.29
FMC Corporation (FMC) 0.0 $3.3M 47k 69.15
Intuit (INTU) 0.0 $2.3M 49k 47.44
ITT Corporation 0.0 $2.4M 57k 42.00
McCormick & Company, Incorporated (MKC) 0.0 $2.8M 61k 46.15
Scotts Miracle-Gro Company (SMG) 0.0 $3.2M 72k 44.60
HCP 0.0 $3.0M 85k 35.06
Intrepid Potash 0.0 $2.2M 89k 24.86
Oneok (OKE) 0.0 $2.6M 39k 66.03
Capital One Financial Cor w exp 11/201 0.0 $2.6M 192k 13.83
Coca-cola Enterprises 0.0 $2.7M 110k 24.88
Newmont Mining Corp Cvt cv bnd 0.0 $3.0M 2.0M 1.50
Mf Global Ltd note 9.000% 6/2 0.0 $2.1M 2.0M 1.07
Mylan Inc note 3.750% 9/1 0.0 $2.9M 2.0M 1.46
PharmAthene 0.0 $2.7M 1.5M 1.76
CUBIST PHARM CONVERTIBLE security 0.0 $2.7M 2.0M 1.37
Xilinx Inc Cvt 2.625 6-15-17 convert 0.0 $2.3M 2.0M 1.14
Diamond Offshore Drilling 0.0 $735k 13k 54.78
Hasbro (HAS) 0.0 $1.1M 34k 32.62
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.0 $2.1M 2.0M 1.05
D R Horton Inc note 2.000% 5/1 0.0 $2.0M 2.0M 1.01
Goodrich Pete Corp note 5.000%10/0 0.0 $1.8M 2.0M 0.91
Nii Hldgs Inc note 3.125% 6/1 0.0 $2.0M 2.0M 1.01
Sandisk Corp note 1.000% 5/1 0.0 $1.9M 2.0M 0.97
Sunpower Corp dbcv 4.750% 4/1 0.0 $1.8M 2.0M 0.88
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $800k 2.0M 0.40
Verifone Sys Inc note 1.375% 6/1 0.0 $2.1M 2.0M 1.04
Amgen Inc note 0.375% 2/0 0.0 $2.0M 2.0M 0.99
Dryships Inc. note 5.000%12/0 0.0 $1.2M 2.0M 0.62
Earthlink Inc note 3.250%11/1 0.0 $2.0M 2.0M 1.00
Exterran Hldgs Inc note 4.250% 6/1 0.0 $1.8M 2.0M 0.91
Interpublic Group Cos Inc note 4.250% 3/1 0.0 $2.0M 2.0M 1.01
Kinross Gold Corp note 1.750% 3/1 0.0 $2.0M 2.0M 0.98
Massey Energy Co note 3.250% 8/0 0.0 $1.8M 2.0M 0.89
Advanced Micro Devices Inc note 5.750% 8/1 0.0 $2.0M 2.0M 1.02
Chesapeake Energy Corp note 2.500% 5/1 0.0 $1.9M 2.0M 0.96
Jds Uniphase Corp note 1.000% 5/1 0.0 $2.0M 200k 9.80
Old Rep Intl Corp note 8.000% 5/1 0.0 $2.0M 2.0M 1.02
CMS Energy Corporation (CMS) 0.0 $801k 41k 19.80
Medtronic Inc note 1.625% 4/1 0.0 $2.0M 2.0M 1.01
Northeast Utilities System 0.0 $1000k 30k 33.65
Joy Global 0.0 $1.1M 17k 62.37
Leucadia National 0.0 $721k 32k 22.69
Charles Schwab Corporation (SCHW) 0.0 $2.0M 175k 11.27
Fidelity National Information Services (FIS) 0.0 $972k 40k 24.32
Principal Financial (PFG) 0.0 $1.2M 51k 22.66
Lincoln National Corporation (LNC) 0.0 $792k 51k 15.63
Discover Financial Services (DFS) 0.0 $2.1M 90k 22.94
Ameriprise Financial (AMP) 0.0 $1.5M 39k 39.35
Northern Trust Corporation (NTRS) 0.0 $1.4M 39k 34.98
SLM Corporation (SLM) 0.0 $1.0M 84k 12.45
Moody's Corporation (MCO) 0.0 $983k 32k 30.44
Cabot Oil & Gas Corporation (CTRA) 0.0 $1.0M 17k 61.93
Caterpillar (CAT) 0.0 $2.0M 28k 73.85
Ecolab (ECL) 0.0 $1.8M 37k 48.89
Expeditors International of Washington (EXPD) 0.0 $1.4M 34k 40.54
M&T Bank Corporation (MTB) 0.0 $1.4M 21k 69.88
Range Resources (RRC) 0.0 $1.5M 26k 58.47
Peabody Energy Corporation 0.0 $1.5M 44k 33.88
Hospira 0.0 $1.4M 39k 36.99
AES Corporation (AES) 0.0 $1.1M 108k 9.76
Ameren Corporation (AEE) 0.0 $1.2M 40k 29.78
Lennar Corporation (LEN) 0.0 $906k 67k 13.54
Autodesk (ADSK) 0.0 $1.0M 37k 27.79
BMC Software 0.0 $1.1M 28k 38.56
CarMax (KMX) 0.0 $866k 36k 23.84
Cerner Corporation 0.0 $1.6M 23k 68.51
Citrix Systems 0.0 $1.7M 30k 54.55
Coach 0.0 $1.1M 21k 51.83
Constellation Energy 0.0 $1.3M 33k 38.05
Eaton Corporation 0.0 $2.0M 56k 35.50
Edwards Lifesciences (EW) 0.0 $1.3M 18k 71.30
FMC Technologies 0.0 $1.4M 39k 37.60
Host Hotels & Resorts (HST) 0.0 $1.2M 113k 10.94
Mattel (MAT) 0.0 $1.4M 55k 25.89
MeadWestva 0.0 $712k 29k 24.57
Molex Incorporated 0.0 $750k 37k 20.36
NYSE Euronext 0.0 $975k 42k 23.23
Nucor Corporation (NUE) 0.0 $1.6M 52k 31.64
PPG Industries (PPG) 0.0 $1.9M 26k 70.65
Paychex (PAYX) 0.0 $1.4M 52k 26.38
Reynolds American 0.0 $2.1M 56k 37.48
Stanley Black & Decker (SWK) 0.0 $1.3M 27k 49.10
T. Rowe Price (TROW) 0.0 $2.0M 41k 47.76
Sherwin-Williams Company (SHW) 0.0 $1.0M 14k 74.29
Adobe Systems Incorporated (ADBE) 0.0 $1.9M 79k 24.17
Brown-Forman Corporation (BF.B) 0.0 $1.2M 17k 70.12
Molson Coors Brewing Company (TAP) 0.0 $1.1M 27k 39.60
Boston Scientific Corporation (BSX) 0.0 $1.5M 250k 5.91
Harris Corporation 0.0 $914k 27k 34.18
Nordstrom (JWN) 0.0 $1.6M 34k 45.68
Ross Stores (ROST) 0.0 $1.9M 24k 78.67
C.R. Bard 0.0 $1.2M 14k 87.55
Harley-Davidson (HOG) 0.0 $1.3M 39k 34.32
Verisign (VRSN) 0.0 $1.4M 47k 28.61
Electronic Arts (EA) 0.0 $1.1M 54k 20.46
Comerica Incorporated (CMA) 0.0 $764k 33k 22.97
International Paper Company (IP) 0.0 $1.7M 74k 23.25
Laboratory Corp. of America Holdings (LH) 0.0 $1.3M 16k 79.07
DaVita (DVA) 0.0 $938k 15k 62.64
Darden Restaurants (DRI) 0.0 $1.6M 38k 42.74
Cincinnati Financial Corporation (CINF) 0.0 $1.3M 51k 26.34
Intersil Corporation 0.0 $1.4M 136k 10.29
Tellabs 0.0 $1.1M 249k 4.29
Fresh Del Monte Produce (FDP) 0.0 $1.2M 53k 23.20
Unum (UNM) 0.0 $1.1M 52k 20.96
Eastman Chemical Company (EMN) 0.0 $772k 11k 68.54
Valero Energy Corporation (VLO) 0.0 $1.7M 95k 17.78
Campbell Soup Company (CPB) 0.0 $978k 30k 32.37
Mylan 0.0 $1.2M 69k 16.99
Newfield Exploration 0.0 $843k 21k 39.67
Helmerich & Payne (HP) 0.0 $812k 20k 40.58
NiSource (NI) 0.0 $1.0M 48k 21.37
Plum Creek Timber 0.0 $902k 26k 34.69
Lancaster Colony (LANC) 0.0 $738k 12k 60.99
Alcoa 0.0 $1.7M 176k 9.57
CIGNA Corporation 0.0 $1.9M 45k 41.94
Fluor Corporation (FLR) 0.0 $1.4M 30k 46.55
Parker-Hannifin Corporation (PH) 0.0 $1.6M 26k 63.13
Symantec Corporation 0.0 $2.0M 124k 16.30
Wisconsin Energy Corporation 0.0 $1.2M 38k 31.29
Xerox Corporation 0.0 $1.6M 231k 6.97
Apollo 0.0 $779k 20k 39.59
Gap (GPS) 0.0 $1.1M 67k 16.25
Weyerhaeuser Company (WY) 0.0 $1.4M 90k 15.55
Ca 0.0 $1.5M 76k 19.41
Linear Technology Corporation 0.0 $1.0M 37k 27.66
Fortune Brands 0.0 $2.0M 37k 54.09
Windstream Corporation 0.0 $954k 82k 11.65
Harman International Industries 0.0 $1.3M 45k 28.57
Murphy Oil Corporation (MUR) 0.0 $1.5M 35k 44.15
Whole Foods Market 0.0 $1.7M 25k 65.33
Abercrombie & Fitch (ANF) 0.0 $857k 14k 61.56
Clorox Company (CLX) 0.0 $1.4M 21k 66.32
Sara Lee 0.0 $1.7M 101k 16.35
Fifth Third Ban (FITB) 0.0 $1.5M 151k 10.10
Iron Mountain Incorporated 0.0 $1.0M 33k 31.63
AutoZone (AZO) 0.0 $1.5M 4.6k 319.19
Omni (OMC) 0.0 $1.7M 46k 36.84
Dr Pepper Snapple 0.0 $1.5M 39k 38.78
ConAgra Foods (CAG) 0.0 $1.7M 70k 24.22
Fiserv (FI) 0.0 $1.2M 23k 50.77
Dover Corporation (DOV) 0.0 $1.4M 31k 46.61
Frontier Communications 0.0 $1.0M 165k 6.11
Sempra Energy (SRE) 0.0 $2.1M 40k 51.50
Xcel Energy (XEL) 0.0 $2.0M 81k 24.68
C.H. Robinson Worldwide (CHRW) 0.0 $1.8M 27k 68.47
Fastenal Company (FAST) 0.0 $1.6M 47k 33.28
Paccar (PCAR) 0.0 $2.0M 60k 33.81
Pioneer Natural Resources (PXD) 0.0 $1.2M 19k 65.78
Roper Industries (ROP) 0.0 $1.7M 24k 68.91
J.M. Smucker Company (SJM) 0.0 $1.3M 18k 72.87
Varian Medical Systems 0.0 $983k 19k 52.17
Netflix (NFLX) 0.0 $959k 8.5k 113.25
Zimmer Holdings (ZBH) 0.0 $1.6M 31k 53.49
Wynn Resorts (WYNN) 0.0 $1.5M 13k 115.06
Corn Products International 0.0 $1.6M 42k 39.24
Amphenol Corporation (APH) 0.0 $1.1M 27k 40.77
Micron Technology (MU) 0.0 $834k 165k 5.04
CONSOL Energy 0.0 $1.2M 36k 33.92
Juniper Networks (JNPR) 0.0 $1.5M 86k 17.26
Invesco (IVZ) 0.0 $1.1M 72k 15.51
Wyndham Worldwide Corporation 0.0 $752k 26k 28.50
Saic 0.0 $781k 66k 11.81
Entergy Corporation (ETR) 0.0 $2.0M 29k 66.29
Edison International (EIX) 0.0 $2.1M 55k 38.25
Health Net 0.0 $1.5M 64k 23.71
Key (KEY) 0.0 $921k 155k 5.93
Life Technologies 0.0 $1.1M 29k 38.42
Watson Pharmaceuticals 0.0 $1.4M 20k 68.27
Cliffs Natural Resources 0.0 $1.3M 25k 51.15
Ingram Micro 0.0 $1.7M 108k 16.13
Lam Research Corporation (LRCX) 0.0 $2.0M 54k 37.99
Bio-Rad Laboratories (BIO) 0.0 $1.3M 15k 90.75
Chipotle Mexican Grill (CMG) 0.0 $1.5M 5.1k 302.93
CenterPoint Energy (CNP) 0.0 $1.4M 72k 19.62
Quest Diagnostics Incorporated (DGX) 0.0 $1.3M 25k 49.36
DTE Energy Company (DTE) 0.0 $1.4M 29k 49.02
Jabil Circuit (JBL) 0.0 $862k 49k 17.79
JDS Uniphase Corporation 0.0 $863k 87k 9.97
L-3 Communications Holdings 0.0 $1.0M 17k 61.99
Southwest Airlines (LUV) 0.0 $1.2M 145k 8.04
Noble Corporation Com Stk 0.0 $1.2M 41k 29.36
Pepco Holdings 0.0 $718k 38k 18.92
Ruddick Corporation 0.0 $1.0M 27k 39.00
SCANA Corporation 0.0 $779k 19k 40.45
Teleflex Incorporated (TFX) 0.0 $741k 14k 53.77
Textron (TXT) 0.0 $804k 46k 17.64
Cree 0.0 $1.1M 42k 25.99
Denbury Resources 0.0 $742k 65k 11.50
Myriad Genetics (MYGN) 0.0 $1.4M 76k 18.73
QLogic Corporation 0.0 $1.4M 112k 12.68
Silver Standard Res 0.0 $1.6M 90k 18.35
F5 Networks (FFIV) 0.0 $922k 13k 71.07
Rockwell Automation (ROK) 0.0 $1.3M 23k 56.00
St. Jude Medical 0.0 $1.9M 53k 36.18
Cameron International Corporation 0.0 $1.6M 39k 41.54
Teradyne (TER) 0.0 $1.8M 166k 11.01
Thomas & Betts Corporation 0.0 $814k 20k 39.91
Denison Mines Corp (DNN) 0.0 $717k 664k 1.08
EQT Corporation (EQT) 0.0 $1.3M 24k 53.38
American International (AIG) 0.0 $1.5M 71k 21.95
Ball Corporation (BALL) 0.0 $815k 26k 31.03
Kimco Realty Corporation (KIM) 0.0 $981k 65k 15.03
Pinnacle West Capital Corporation (PNW) 0.0 $785k 18k 42.94
Xl Group 0.0 $991k 53k 18.81
SoundBite Communications 0.0 $977k 391k 2.50
QEP Resources 0.0 $768k 28k 27.07
United States Stl Corp New note 4.000% 5/1 0.0 $2.1M 2.0M 1.05
Nasdaq Omx Group Inc note 2.500% 8/1 0.0 $2.1M 2.0M 1.03
O'reilly Automotive (ORLY) 0.0 $1.5M 22k 66.63
Pacific Biosciences of California (PACB) 0.0 $1.8M 554k 3.21
Motorola Solutions (MSI) 0.0 $2.1M 50k 41.91
Radian Group Inc note 3.000%11/1 0.0 $1.0M 2.0M 0.50
Jns 3.25% 7/15/2014 note 0.0 $2.0M 2.0M 0.98
Comtech Telecommunications Cor conv 0.0 $2.1M 2.0M 1.05
Sprott Physical Gold Trust (PHYS) 0.0 $1.4M 100k 14.03
Baytex Energy Corp (BTE) 0.0 $1.2M 28k 42.03
Kinder Morgan (KMI) 0.0 $1.4M 54k 25.88
Prologis (PLD) 0.0 $1.8M 74k 24.25
Marathon Petroleum Corp (MPC) 0.0 $2.0M 74k 27.06
Prologis Inc note 3.250% 3/1 0.0 $2.0M 2.0M 0.99
E TRADE Financial Corporation 0.0 $371k 41k 9.10
Huntington Bancshares Incorporated (HBAN) 0.0 $665k 139k 4.80
Genworth Financial (GNW) 0.0 $469k 82k 5.74
Assurant (AIZ) 0.0 $542k 15k 35.81
Total System Services 0.0 $455k 27k 16.94
Legg Mason 0.0 $540k 21k 25.72
People's United Financial 0.0 $689k 61k 11.39
Nasdaq Omx (NDAQ) 0.0 $472k 20k 23.12
Equifax (EFX) 0.0 $605k 20k 30.74
Tenet Healthcare Corporation 0.0 $332k 81k 4.11
At&t (T) 0.0 $463k 16k 28.49
American Eagle Outfitters (AEO) 0.0 $406k 35k 11.73
DENTSPLY International 0.0 $697k 23k 30.68
Federated Investors (FHI) 0.0 $261k 15k 17.53
H&R Block (HRB) 0.0 $676k 51k 13.32
Hudson City Ban 0.0 $479k 85k 5.66
International Game Technology 0.0 $695k 48k 14.52
J.C. Penney Company 0.0 $640k 24k 26.79
Leggett & Platt (LEG) 0.0 $450k 23k 19.78
Pitney Bowes (PBI) 0.0 $626k 33k 18.80
R.R. Donnelley & Sons Company 0.0 $442k 31k 14.12
Ryder System (R) 0.0 $308k 8.2k 37.51
Sealed Air (SEE) 0.0 $667k 40k 16.71
Snap-on Incorporated (SNA) 0.0 $413k 9.3k 44.37
Dun & Bradstreet Corporation 0.0 $484k 7.9k 61.25
Airgas 0.0 $700k 11k 63.79
Avery Dennison Corporation (AVY) 0.0 $426k 17k 25.06
Supervalu 0.0 $239k 36k 6.65
Vulcan Materials Company (VMC) 0.0 $572k 21k 27.57
Akamai Technologies (AKAM) 0.0 $588k 30k 19.89
Verizon Communications (VZ) 0.0 $545k 15k 36.83
Apartment Investment and Management 0.0 $429k 19k 22.10
Newell Rubbermaid (NWL) 0.0 $571k 48k 11.86
Whirlpool Corporation (WHR) 0.0 $642k 13k 49.87
Bemis Company 0.0 $488k 17k 29.31
TECO Energy 0.0 $592k 35k 17.12
Vishay Intertechnology (VSH) 0.0 $84k 10k 8.32
Masco Corporation (MAS) 0.0 $425k 60k 7.13
Celestica (CLS) 0.0 $280k 38k 7.31
Office Depot 0.0 $635k 308k 2.06
Interpublic Group of Companies (IPG) 0.0 $553k 77k 7.20
DeVry 0.0 $366k 9.9k 37.00
Men's Wearhouse 0.0 $355k 14k 26.10
Lincare Holdings 0.0 $272k 12k 22.48
RadioShack Corporation 0.0 $273k 24k 11.62
Health Care REIT 0.0 $593k 13k 46.82
Compuware Corporation 0.0 $269k 35k 7.66
PerkinElmer (RVTY) 0.0 $348k 18k 19.19
Arrow Electronics (ARW) 0.0 $274k 9.9k 27.78
Avnet (AVT) 0.0 $329k 13k 26.05
Torchmark Corporation 0.0 $587k 17k 34.85
LSI Corporation 0.0 $476k 92k 5.18
Patterson Companies (PDCO) 0.0 $430k 15k 28.61
Lexmark International 0.0 $494k 18k 27.04
Jacobs Engineering 0.0 $661k 21k 32.27
Washington Post Company 0.0 $285k 873.00 326.46
Cintas Corporation (CTAS) 0.0 $504k 18k 28.13
CB Richard Ellis 0.0 $702k 52k 13.45
Gannett 0.0 $381k 40k 9.53
Coventry Health Care 0.0 $686k 24k 28.82
Nicor 0.0 $401k 7.3k 55.05
D.R. Horton (DHI) 0.0 $422k 47k 9.03
Advance Auto Parts (AAP) 0.0 $337k 5.8k 58.10
Aeropostale 0.0 $239k 22k 10.81
FLIR Systems 0.0 $642k 26k 25.04
Janus Capital 0.0 $180k 30k 6.00
Big Lots (BIG) 0.0 $367k 11k 34.88
First Solar (FSLR) 0.0 $593k 9.4k 63.21
Robert Half International (RHI) 0.0 $494k 23k 21.22
Collective Brands 0.0 $219k 17k 12.96
Sears Holdings Corporation 0.0 $403k 7.0k 57.49
Monster Worldwide 0.0 $149k 21k 7.17
Constellation Brands (STZ) 0.0 $533k 30k 17.99
Alpha Natural Resources 0.0 $643k 36k 17.70
Tesoro Corporation 0.0 $450k 23k 19.48
Cablevision Systems Corporation 0.0 $568k 36k 15.73
Genes (GCO) 0.0 $479k 9.3k 51.51
Advanced Micro Devices (AMD) 0.0 $486k 96k 5.08
Amdocs Ltd ord (DOX) 0.0 $342k 13k 27.14
Quanta Services (PWR) 0.0 $640k 34k 18.79
Estee Lauder Companies (EL) 0.0 $482k 5.5k 87.76
First Horizon National Corporation (FHN) 0.0 $259k 43k 5.97
PharMerica Corporation 0.0 $385k 27k 14.27
Arris 0.0 $304k 30k 10.31
Marvell Technology Group 0.0 $168k 12k 14.48
Owens-Illinois 0.0 $398k 26k 15.12
Zions Bancorporation (ZION) 0.0 $417k 30k 14.09
DSW 0.0 $388k 8.4k 46.19
Hecla Mining Company (HL) 0.0 $111k 21k 5.36
PolyOne Corporation 0.0 $124k 12k 10.69
Group Cgi Cad Cl A 0.0 $416k 22k 18.91
Global Industries 0.0 $594k 75k 7.92
GameStop (GME) 0.0 $668k 29k 23.10
Rowan Companies 0.0 $618k 21k 30.17
SPX Corporation 0.0 $572k 13k 45.33
MEMC Electronic Materials 0.0 $194k 37k 5.25
AK Steel Holding Corporation 0.0 $116k 18k 6.54
Credicorp (BAP) 0.0 $258k 2.8k 92.14
Finish Line 0.0 $506k 25k 20.00
Flowserve Corporation (FLS) 0.0 $661k 8.9k 74.03
Jarden Corporation 0.0 $466k 17k 28.24
Children's Place Retail Stores (PLCE) 0.0 $470k 10k 46.53
Titanium Metals Corporation 0.0 $201k 13k 14.99
Urban Outfitters (URBN) 0.0 $424k 19k 22.29
United States Steel Corporation (X) 0.0 $521k 24k 22.00
Brookfield Ppty Corp Cad 0.0 $381k 27k 13.91
Cytokinetics 0.0 $293k 250k 1.17
Tech Data Corporation 0.0 $375k 8.7k 43.25
Integrys Energy 0.0 $610k 13k 48.60
Harbin Electric 0.0 $205k 10k 20.50
Allegheny Technologies Incorporated (ATI) 0.0 $632k 17k 37.02
Gran Tierra Energy 0.0 $110k 23k 4.78
Nabors Industries 0.0 $582k 48k 12.25
Scripps Networks Interactive 0.0 $588k 16k 37.17
Financial Select Sector SPDR (XLF) 0.0 $295k 25k 11.80
MetroPCS Communications 0.0 $410k 47k 8.71
Tower Semiconductor 0.0 $256k 381k 0.67
Jpmorgan Chase & Co. w exp 10/201 0.0 $488k 52k 9.31
Ironwood Pharmaceuticals (IRWD) 0.0 $227k 21k 10.80
Arvinmeritor Inc frnt 4.000% 2/1 0.0 $680k 1.0M 0.68
Credit Suisse Nassau Brh etf 0.0 $490k 24k 20.25
Kosmos Energy 0.0 $658k 56k 11.70
Amc Networks Inc Cl A (AMCX) 0.0 $294k 9.2k 31.95
Lone Pine Res 0.0 $494k 75k 6.59