Ontario Teachers Pension Plan Board as of March 31, 2014
Portfolio Holdings for Ontario Teachers Pension Plan Board
Ontario Teachers Pension Plan Board holds 701 positions in its portfolio as reported in the March 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Bank of America Corporation (BAC) | 6.2 | $707M | 41M | 17.20 | |
| Michael Kors Holdings | 3.5 | $395M | 4.2M | 93.27 | |
| iShares MSCI Emerging Markets Indx (EEM) | 3.4 | $390M | 9.5M | 41.01 | |
| Apple (AAPL) | 3.3 | $379M | 706k | 536.74 | |
| Canadian Natural Resources (CNQ) | 2.5 | $289M | 7.5M | 38.39 | |
| Constellium Holdco B V cl a | 2.2 | $251M | 8.5M | 29.35 | |
| JPMorgan Chase & Co. (JPM) | 1.9 | $220M | 3.6M | 60.71 | |
| Citigroup (C) | 1.8 | $209M | 4.4M | 47.60 | |
| Capital One Financial (COF) | 1.7 | $195M | 2.5M | 77.16 | |
| Microsoft Corporation (MSFT) | 1.7 | $195M | 4.8M | 40.99 | |
| Walt Disney Company (DIS) | 1.7 | $193M | 2.4M | 80.07 | |
| PowerShares QQQ Trust, Series 1 | 1.7 | $190M | 2.2M | 87.67 | |
| Wells Fargo & Company (WFC) | 1.6 | $182M | 3.7M | 49.74 | |
| CSX Corporation (CSX) | 1.5 | $170M | 5.9M | 28.97 | |
| Thermo Fisher Scientific (TMO) | 1.5 | $169M | 1.4M | 120.24 | |
| MetLife (MET) | 1.5 | $170M | 3.2M | 52.80 | |
| Republic Services (RSG) | 1.5 | $167M | 4.9M | 34.16 | |
| eBay (EBAY) | 1.5 | $167M | 3.0M | 55.24 | |
| Ace Limited Cmn | 1.4 | $163M | 1.6M | 99.06 | |
| Bank of New York Mellon Corporation (BK) | 1.4 | $158M | 4.5M | 35.29 | |
| Western Digital (WDC) | 1.4 | $157M | 1.7M | 91.82 | |
| Sprint | 1.3 | $148M | 16M | 9.19 | |
| Aircastle | 1.2 | $134M | 6.9M | 19.38 | |
| Twenty-first Century Fox | 1.1 | $126M | 3.9M | 31.97 | |
| Tripadvisor (TRIP) | 1.1 | $125M | 1.4M | 90.59 | |
| Via | 1.1 | $122M | 1.4M | 84.99 | |
| Suntrust Banks Inc $1.00 Par Cmn | 1.1 | $120M | 3.0M | 39.79 | |
| General Electric Company | 1.0 | $119M | 4.6M | 25.89 | |
| 0.9 | $104M | 93k | 1114.51 | ||
| Dow Chemical Company | 0.9 | $103M | 2.1M | 48.59 | |
| General Mills (GIS) | 0.9 | $101M | 1.9M | 51.82 | |
| Textron (TXT) | 0.8 | $91M | 2.3M | 39.29 | |
| Rbc Cad (RY) | 0.8 | $91M | 1.4M | 66.04 | |
| Comcast Corporation (CMCSA) | 0.7 | $85M | 1.7M | 50.04 | |
| American International (AIG) | 0.7 | $84M | 1.7M | 50.01 | |
| Goodyear Tire & Rubber Company (GT) | 0.7 | $82M | 3.1M | 26.13 | |
| Bunge | 0.7 | $80M | 1.0M | 79.51 | |
| Tor Dom Bk Cad (TD) | 0.7 | $78M | 1.7M | 46.96 | |
| Suncor Energy (SU) | 0.6 | $73M | 2.1M | 34.98 | |
| Ubs Ag Cmn | 0.6 | $72M | 3.5M | 20.67 | |
| Canadian Natl Ry (CNI) | 0.6 | $69M | 1.2M | 56.27 | |
| Metropcs Communications (TMUS) | 0.6 | $68M | 2.1M | 33.03 | |
| Exxon Mobil Corporation (XOM) | 0.6 | $67M | 685k | 97.68 | |
| Medtronic | 0.6 | $66M | 1.1M | 61.54 | |
| Bk Nova Cad (BNS) | 0.5 | $62M | 1.1M | 58.01 | |
| Deutsche Bank Ag-registered (DB) | 0.5 | $60M | 1.3M | 44.76 | |
| Covidien | 0.5 | $60M | 813k | 73.66 | |
| Kroger (KR) | 0.5 | $58M | 1.3M | 43.65 | |
| Danaher Corporation (DHR) | 0.5 | $57M | 756k | 75.00 | |
| Vimpel | 0.5 | $55M | 6.1M | 9.03 | |
| Home Depot (HD) | 0.5 | $55M | 699k | 79.13 | |
| Time Warner Cable | 0.5 | $53M | 383k | 137.18 | |
| Nordstrom (JWN) | 0.5 | $52M | 838k | 62.45 | |
| General Motors Company (GM) | 0.5 | $53M | 1.5M | 34.42 | |
| Procter & Gamble Company (PG) | 0.5 | $51M | 637k | 80.60 | |
| Ford Motor Company (F) | 0.5 | $52M | 3.3M | 15.60 | |
| Pfizer (PFE) | 0.4 | $49M | 1.5M | 32.12 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.4 | $48M | 669k | 71.83 | |
| Ingersoll-rand Co Ltd-cl A | 0.4 | $47M | 817k | 57.24 | |
| Starbucks Corporation (SBUX) | 0.4 | $45M | 618k | 73.38 | |
| Zoetis Inc Cl A (ZTS) | 0.4 | $45M | 1.6M | 28.94 | |
| Johnson & Johnson (JNJ) | 0.4 | $44M | 447k | 98.23 | |
| Cisco Systems (CSCO) | 0.4 | $44M | 1.9M | 22.41 | |
| CVS Caremark Corporation (CVS) | 0.4 | $43M | 578k | 74.86 | |
| Bank Of Montreal Cadcom (BMO) | 0.4 | $44M | 652k | 67.01 | |
| Regions Financial Corporation (RF) | 0.4 | $41M | 3.7M | 11.11 | |
| Southwestern Energy Company (SWN) | 0.4 | $41M | 900k | 46.01 | |
| Rockwell Collins | 0.3 | $38M | 474k | 79.67 | |
| Chevron Corporation (CVX) | 0.3 | $37M | 307k | 118.91 | |
| Valeant Pharmaceuticals Int | 0.3 | $37M | 281k | 131.77 | |
| Berkshire Hathaway (BRK.B) | 0.3 | $36M | 287k | 124.97 | |
| Enbridge (ENB) | 0.3 | $35M | 772k | 45.49 | |
| Transcanada Corp | 0.3 | $34M | 754k | 45.53 | |
| Manulife Finl Corp (MFC) | 0.3 | $34M | 1.7M | 19.32 | |
| Cenovus Energy (CVE) | 0.3 | $32M | 1.1M | 28.96 | |
| Nextera Energy (NEE) | 0.3 | $32M | 338k | 95.62 | |
| International Business Machines (IBM) | 0.3 | $30M | 154k | 192.49 | |
| Merck & Co (MRK) | 0.2 | $27M | 470k | 56.77 | |
| McGraw-Hill Companies | 0.2 | $24M | 308k | 76.30 | |
| Marsh & McLennan Companies (MMC) | 0.2 | $24M | 488k | 49.30 | |
| Education Management (EDMCQ) | 0.2 | $24M | 5.0M | 4.87 | |
| Coca-Cola Company (KO) | 0.2 | $23M | 600k | 38.66 | |
| Texas Instruments Incorporated (TXN) | 0.2 | $23M | 489k | 47.16 | |
| Oracle Corporation (ORCL) | 0.2 | $23M | 559k | 40.91 | |
| Banco Itau Holding Financeira (ITUB) | 0.2 | $23M | 1.6M | 14.86 | |
| First Republic Bank/san F (FRCB) | 0.2 | $23M | 419k | 53.99 | |
| Brookfield Asset Management | 0.2 | $22M | 527k | 40.80 | |
| Accenture (ACN) | 0.2 | $22M | 275k | 79.72 | |
| EOG Resources (EOG) | 0.2 | $21M | 109k | 196.17 | |
| Gilead Sciences conv | 0.2 | $22M | 7.0M | 3.11 | |
| Pentair | 0.2 | $21M | 268k | 79.34 | |
| Barrick Gold Corp (GOLD) | 0.2 | $20M | 1.1M | 17.83 | |
| Wal-Mart Stores (WMT) | 0.2 | $21M | 272k | 76.43 | |
| Union Pacific Corporation (UNP) | 0.2 | $20M | 108k | 187.66 | |
| Pepsi (PEP) | 0.2 | $20M | 241k | 83.50 | |
| Philip Morris International (PM) | 0.2 | $21M | 252k | 81.87 | |
| Stericycle (SRCL) | 0.2 | $21M | 181k | 113.62 | |
| Magna Intl Inc cl a (MGA) | 0.2 | $21M | 218k | 96.29 | |
| CenturyLink | 0.2 | $20M | 605k | 32.84 | |
| Schlumberger (SLB) | 0.2 | $20M | 205k | 97.50 | |
| EMC Corporation | 0.2 | $20M | 730k | 27.41 | |
| Amazon (AMZN) | 0.2 | $20M | 58k | 336.36 | |
| Sun Life Financial (SLF) | 0.2 | $20M | 575k | 34.68 | |
| Cibc Cad (CM) | 0.2 | $20M | 232k | 86.30 | |
| Dominion Resources (D) | 0.2 | $18M | 254k | 70.99 | |
| Goldcorp | 0.2 | $19M | 759k | 24.44 | |
| Portola Pharmaceuticals | 0.2 | $18M | 693k | 25.90 | |
| Wts/the Pnc Financial Services Grp wts | 0.1 | $17M | 708k | 23.60 | |
| U.S. Bancorp (USB) | 0.1 | $17M | 395k | 42.86 | |
| Visa (V) | 0.1 | $17M | 80k | 215.86 | |
| News (NWSA) | 0.1 | $18M | 1.0M | 17.22 | |
| Abbott Laboratories (ABT) | 0.1 | $16M | 407k | 38.51 | |
| Avon Products | 0.1 | $16M | 1.1M | 14.64 | |
| Carnival Corporation (CCL) | 0.1 | $16M | 424k | 37.86 | |
| Encana Corp | 0.1 | $16M | 749k | 21.39 | |
| Precision Castparts | 0.1 | $16M | 63k | 252.76 | |
| Wts Wells Fargo & Co. | 0.1 | $17M | 883k | 18.64 | |
| Facebook Inc cl a (META) | 0.1 | $17M | 275k | 60.24 | |
| McDonald's Corporation (MCD) | 0.1 | $15M | 156k | 98.03 | |
| Amgen (AMGN) | 0.1 | $15M | 119k | 123.34 | |
| Honeywell International (HON) | 0.1 | $15M | 156k | 92.76 | |
| Rogers Communications -cl B (RCI) | 0.1 | $15M | 359k | 41.51 | |
| Crescent Point Energy Trust (CPG) | 0.1 | $15M | 406k | 36.56 | |
| American Express Company (AXP) | 0.1 | $13M | 146k | 90.03 | |
| Bristol Myers Squibb (BMY) | 0.1 | $14M | 261k | 51.95 | |
| 3M Company (MMM) | 0.1 | $14M | 101k | 135.66 | |
| Boeing Company (BA) | 0.1 | $14M | 107k | 125.49 | |
| Agrium | 0.1 | $14M | 138k | 97.60 | |
| Imperial Oil (IMO) | 0.1 | $14M | 296k | 46.64 | |
| Flowserve Corporation (FLS) | 0.1 | $13M | 171k | 78.34 | |
| Cempra | 0.1 | $14M | 1.2M | 11.55 | |
| Corning Incorporated (GLW) | 0.1 | $13M | 604k | 20.82 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $12M | 129k | 95.29 | |
| UnitedHealth (UNH) | 0.1 | $13M | 158k | 81.99 | |
| Companhia Brasileira de Distrib. | 0.1 | $12M | 278k | 43.76 | |
| Pembina Pipeline Corp (PBA) | 0.1 | $13M | 337k | 38.02 | |
| Beam | 0.1 | $12M | 149k | 83.30 | |
| Abbvie (ABBV) | 0.1 | $13M | 252k | 51.40 | |
| Taiwan Semiconductor Mfg (TSM) | 0.1 | $12M | 575k | 20.02 | |
| Goldman Sachs (GS) | 0.1 | $11M | 68k | 163.84 | |
| MasterCard Incorporated (MA) | 0.1 | $12M | 160k | 74.70 | |
| United Parcel Service (UPS) | 0.1 | $11M | 117k | 97.38 | |
| Altria (MO) | 0.1 | $12M | 319k | 37.43 | |
| Biogen Idec (BIIB) | 0.1 | $11M | 37k | 305.87 | |
| General Dynamics Corporation (GD) | 0.1 | $12M | 108k | 108.92 | |
| Applied Materials (AMAT) | 0.1 | $12M | 565k | 20.41 | |
| PNC Financial Services (PNC) | 0.1 | $10M | 116k | 87.00 | |
| Caterpillar (CAT) | 0.1 | $10M | 104k | 99.37 | |
| Baxter International (BAX) | 0.1 | $11M | 144k | 73.58 | |
| E.I. du Pont de Nemours & Company | 0.1 | $10M | 151k | 67.10 | |
| Raytheon Company | 0.1 | $10M | 102k | 98.79 | |
| Hewlett-Packard Company | 0.1 | $10M | 315k | 32.36 | |
| Forest Laboratories | 0.1 | $11M | 115k | 92.27 | |
| Teck Resources Ltd cl b (TECK) | 0.1 | $10M | 468k | 21.62 | |
| Mu Us conv | 0.1 | $10M | 4.0M | 2.52 | |
| Time Warner | 0.1 | $9.4M | 144k | 65.33 | |
| Monsanto Company | 0.1 | $9.3M | 82k | 113.77 | |
| Eli Lilly & Co. (LLY) | 0.1 | $9.6M | 163k | 58.86 | |
| Shaw Communications Inc cl b conv | 0.1 | $8.7M | 363k | 23.92 | |
| Colgate-Palmolive Company (CL) | 0.1 | $9.2M | 141k | 64.87 | |
| Nike (NKE) | 0.1 | $8.6M | 116k | 73.86 | |
| Walgreen Company | 0.1 | $9.2M | 140k | 66.03 | |
| Tim Hortons Inc Com Stk | 0.1 | $8.9M | 160k | 55.39 | |
| Talisman Energy Inc Com Stk | 0.1 | $9.6M | 960k | 9.98 | |
| Celgene Corporation | 0.1 | $8.9M | 64k | 139.60 | |
| Express Scripts Holding | 0.1 | $9.5M | 127k | 75.09 | |
| Mondelez Int (MDLZ) | 0.1 | $9.4M | 271k | 34.55 | |
| Allegion Plc equity (ALLE) | 0.1 | $8.6M | 165k | 52.17 | |
| Costco Wholesale Corporation (COST) | 0.1 | $8.2M | 73k | 111.69 | |
| Cameco Corporation (CCJ) | 0.1 | $8.5M | 371k | 22.93 | |
| Emerson Electric (EMR) | 0.1 | $7.7M | 115k | 66.80 | |
| Halliburton Company (HAL) | 0.1 | $7.9M | 135k | 58.89 | |
| Lowe's Companies (LOW) | 0.1 | $8.1M | 166k | 48.90 | |
| Baidu (BIDU) | 0.1 | $8.4M | 55k | 152.27 | |
| Group Cgi Cad Cl A | 0.1 | $8.1M | 261k | 30.92 | |
| Silver Wheaton Corp | 0.1 | $8.0M | 351k | 22.72 | |
| Simon Property (SPG) | 0.1 | $8.5M | 52k | 164.01 | |
| CUBIST PHARM CONVERTIBLE security | 0.1 | $7.7M | 3.0M | 2.56 | |
| Duke Energy (DUK) | 0.1 | $8.3M | 117k | 71.22 | |
| Catamaran | 0.1 | $8.6M | 191k | 44.81 | |
| Omnicare Inc dbcv 3.250%12/1 | 0.1 | $7.0M | 6.5M | 1.07 | |
| BlackRock (BLK) | 0.1 | $6.3M | 20k | 314.46 | |
| FedEx Corporation (FDX) | 0.1 | $6.4M | 48k | 132.57 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $6.9M | 62k | 110.24 | |
| Transocean (RIG) | 0.1 | $6.8M | 165k | 41.23 | |
| Morgan Stanley (MS) | 0.1 | $7.2M | 232k | 31.17 | |
| McKesson Corporation (MCK) | 0.1 | $6.7M | 38k | 176.56 | |
| Anadarko Petroleum Corporation | 0.1 | $6.8M | 80k | 84.75 | |
| Praxair | 0.1 | $6.4M | 49k | 130.96 | |
| Target Corporation (TGT) | 0.1 | $6.5M | 107k | 60.51 | |
| TJX Companies (TJX) | 0.1 | $6.9M | 113k | 60.65 | |
| Southern Company (SO) | 0.1 | $6.6M | 149k | 43.94 | |
| Prudential Financial (PRU) | 0.1 | $6.4M | 76k | 84.65 | |
| Yamana Gold | 0.1 | $6.6M | 753k | 8.77 | |
| Capital One Financial Cor w exp 11/201 | 0.1 | $6.8M | 192k | 35.35 | |
| Sandisk Corp note 1.500% 8/1 | 0.1 | $6.6M | 4.0M | 1.65 | |
| Mgic Invt Corp Wis note 5.000% 5/0 | 0.1 | $7.0M | 6.0M | 1.16 | |
| Omnicare Inc note 3.750%12/1 | 0.1 | $6.8M | 3.0M | 2.27 | |
| Delphi Automotive | 0.1 | $6.5M | 95k | 67.86 | |
| Phillips 66 (PSX) | 0.1 | $7.4M | 96k | 77.06 | |
| CBS Corporation | 0.1 | $5.4M | 87k | 61.80 | |
| Apache Corporation | 0.1 | $5.4M | 66k | 82.95 | |
| Automatic Data Processing (ADP) | 0.1 | $6.2M | 80k | 77.26 | |
| National-Oilwell Var | 0.1 | $5.3M | 68k | 77.87 | |
| Yum! Brands (YUM) | 0.1 | $5.3M | 70k | 75.40 | |
| Allergan | 0.1 | $5.9M | 47k | 124.11 | |
| Deere & Company (DE) | 0.1 | $5.5M | 61k | 90.80 | |
| Parker-Hannifin Corporation (PH) | 0.1 | $5.6M | 47k | 119.72 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $5.5M | 167k | 33.07 | |
| Illinois Tool Works (ITW) | 0.1 | $5.3M | 66k | 81.33 | |
| Ctrip.com International | 0.1 | $6.2M | 122k | 50.42 | |
| Texas Industries | 0.1 | $6.3M | 70k | 89.61 | |
| Agnico (AEM) | 0.1 | $5.4M | 178k | 30.32 | |
| Industries N shs - a - (LYB) | 0.1 | $6.3M | 70k | 88.94 | |
| Radian Group Inc note 3.000%11/1 | 0.1 | $6.0M | 4.0M | 1.49 | |
| Salesforce Com Inc note 0.750% 1/1 | 0.1 | $5.3M | 2.0M | 2.66 | |
| Cadence Design Sys Cvt 2.625 6 convert | 0.1 | $6.2M | 3.0M | 2.07 | |
| Chart Industries 2% conv | 0.1 | $5.6M | 4.1M | 1.35 | |
| COMMON Uns Energy Corp | 0.1 | $6.0M | 100k | 60.03 | |
| Directv | 0.1 | $5.9M | 77k | 76.42 | |
| Kraft Foods | 0.1 | $5.6M | 100k | 56.10 | |
| Eaton (ETN) | 0.1 | $5.7M | 76k | 75.13 | |
| Cognizant Technology Solutions (CTSH) | 0.0 | $4.9M | 97k | 50.60 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $5.1M | 188k | 27.33 | |
| State Street Corporation (STT) | 0.0 | $4.8M | 69k | 69.54 | |
| Discover Financial Services (DFS) | 0.0 | $4.4M | 76k | 58.19 | |
| Devon Energy Corporation (DVN) | 0.0 | $4.3M | 65k | 66.93 | |
| Ecolab (ECL) | 0.0 | $4.9M | 45k | 107.99 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $4.7M | 109k | 43.39 | |
| Norfolk Southern (NSC) | 0.0 | $4.8M | 50k | 97.17 | |
| Cardinal Health (CAH) | 0.0 | $4.1M | 58k | 69.98 | |
| Cummins (CMI) | 0.0 | $4.1M | 28k | 148.98 | |
| Noble Energy | 0.0 | $4.1M | 58k | 71.04 | |
| PPG Industries (PPG) | 0.0 | $4.3M | 22k | 193.48 | |
| Public Storage (PSA) | 0.0 | $4.2M | 25k | 168.49 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $4.9M | 74k | 65.74 | |
| AFLAC Incorporated (AFL) | 0.0 | $5.1M | 81k | 63.04 | |
| Valero Energy Corporation (VLO) | 0.0 | $5.0M | 95k | 53.10 | |
| Aetna | 0.0 | $4.4M | 59k | 74.97 | |
| Air Products & Chemicals (APD) | 0.0 | $4.0M | 34k | 119.05 | |
| Allstate Corporation (ALL) | 0.0 | $4.4M | 78k | 56.58 | |
| Baker Hughes Incorporated | 0.0 | $4.6M | 70k | 65.02 | |
| BB&T Corporation | 0.0 | $4.9M | 123k | 40.17 | |
| Stryker Corporation (SYK) | 0.0 | $4.1M | 50k | 81.48 | |
| WellPoint | 0.0 | $4.9M | 50k | 99.55 | |
| American Electric Power Company (AEP) | 0.0 | $4.3M | 85k | 50.66 | |
| Exelon Corporation (EXC) | 0.0 | $5.1M | 152k | 33.56 | |
| Williams Companies (WMB) | 0.0 | $4.3M | 107k | 40.58 | |
| Pioneer Natural Resources (PXD) | 0.0 | $4.2M | 23k | 187.13 | |
| Marathon Oil Corporation (MRO) | 0.0 | $4.2M | 118k | 35.52 | |
| Delta Air Lines (DAL) | 0.0 | $4.8M | 138k | 34.65 | |
| Yahoo! | 0.0 | $4.6M | 128k | 35.90 | |
| Alexion Pharmaceuticals | 0.0 | $4.8M | 32k | 152.14 | |
| Gildan Activewear Inc Com Cad (GIL) | 0.0 | $5.1M | 100k | 50.48 | |
| Kinross Gold Corp (KGC) | 0.0 | $4.6M | 1.1M | 4.14 | |
| Spirit AeroSystems Holdings (SPR) | 0.0 | $4.9M | 175k | 28.19 | |
| Enerplus Corp (ERF) | 0.0 | $4.2M | 209k | 20.02 | |
| Penn West Energy Trust | 0.0 | $4.5M | 539k | 8.37 | |
| Te Connectivity Ltd for (TEL) | 0.0 | $4.0M | 67k | 60.21 | |
| Kinder Morgan (KMI) | 0.0 | $4.3M | 132k | 32.49 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $4.3M | 49k | 87.03 | |
| American Tower Reit (AMT) | 0.0 | $5.1M | 63k | 81.87 | |
| Aon | 0.0 | $4.4M | 52k | 84.29 | |
| Ryland Group note | 0.0 | $4.3M | 3.0M | 1.43 | |
| Gt Advanced Technologies Inc conv | 0.0 | $4.6M | 2.0M | 2.30 | |
| Blackberry (BB) | 0.0 | $4.6M | 572k | 8.11 | |
| Chubb Corporation | 0.0 | $3.8M | 42k | 89.31 | |
| Chesapeake Energy Corp note 2.750%11/1 | 0.0 | $3.7M | 3.5M | 1.05 | |
| Exterran Hldgs Inc note 4.250% 6/1 | 0.0 | $3.8M | 2.0M | 1.90 | |
| Chesapeake Energy Corp note 2.500% 5/1 | 0.0 | $3.1M | 3.0M | 1.02 | |
| Cme (CME) | 0.0 | $3.8M | 51k | 74.02 | |
| Ameriprise Financial (AMP) | 0.0 | $3.4M | 31k | 110.07 | |
| Crown Castle International | 0.0 | $3.7M | 50k | 73.78 | |
| M&T Bank Corporation (MTB) | 0.0 | $2.9M | 24k | 121.30 | |
| Franklin Resources (BEN) | 0.0 | $3.6M | 66k | 54.19 | |
| Reynolds American | 0.0 | $3.1M | 57k | 53.42 | |
| SYSCO Corporation (SYY) | 0.0 | $3.5M | 97k | 36.13 | |
| T. Rowe Price (TROW) | 0.0 | $3.5M | 42k | 82.35 | |
| V.F. Corporation (VFC) | 0.0 | $3.7M | 59k | 61.87 | |
| Boston Scientific Corporation (BSX) | 0.0 | $3.0M | 222k | 13.52 | |
| International Paper Company (IP) | 0.0 | $3.3M | 72k | 45.88 | |
| Equity Residential (EQR) | 0.0 | $3.2M | 56k | 58.00 | |
| Mettler-Toledo International (MTD) | 0.0 | $3.6M | 15k | 235.65 | |
| CIGNA Corporation | 0.0 | $3.7M | 44k | 83.72 | |
| Macy's (M) | 0.0 | $3.5M | 60k | 59.29 | |
| Tyco International Ltd S hs | 0.0 | $3.2M | 75k | 42.39 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $3.0M | 54k | 55.91 | |
| LSI Corporation | 0.0 | $3.8M | 343k | 11.07 | |
| PG&E Corporation (PCG) | 0.0 | $3.7M | 86k | 43.20 | |
| Whole Foods Market | 0.0 | $3.0M | 60k | 50.72 | |
| Fifth Third Ban (FITB) | 0.0 | $3.5M | 151k | 22.95 | |
| Hershey Company (HSY) | 0.0 | $2.9M | 28k | 104.41 | |
| Kellogg Company (K) | 0.0 | $2.9M | 46k | 62.71 | |
| AutoZone (AZO) | 0.0 | $3.2M | 5.9k | 537.15 | |
| Omni (OMC) | 0.0 | $3.3M | 45k | 72.59 | |
| Discovery Communications | 0.0 | $3.0M | 36k | 82.69 | |
| Vornado Realty Trust (VNO) | 0.0 | $2.9M | 30k | 98.56 | |
| PPL Corporation (PPL) | 0.0 | $3.7M | 112k | 33.14 | |
| Public Service Enterprise (PEG) | 0.0 | $3.5M | 91k | 38.13 | |
| Sempra Energy (SRE) | 0.0 | $3.8M | 39k | 96.77 | |
| Paccar (PCAR) | 0.0 | $3.9M | 58k | 67.44 | |
| Netflix (NFLX) | 0.0 | $3.4M | 9.5k | 352.04 | |
| Wynn Resorts (WYNN) | 0.0 | $2.9M | 13k | 222.15 | |
| Ventas (VTR) | 0.0 | $2.9M | 48k | 60.58 | |
| Lorillard | 0.0 | $3.5M | 64k | 54.08 | |
| CF Industries Holdings (CF) | 0.0 | $3.1M | 12k | 260.63 | |
| Edison International (EIX) | 0.0 | $3.7M | 65k | 56.61 | |
| Humana (HUM) | 0.0 | $3.2M | 29k | 112.71 | |
| Intuit (INTU) | 0.0 | $3.5M | 45k | 77.72 | |
| Southwest Airlines (LUV) | 0.0 | $3.0M | 127k | 23.61 | |
| St. Jude Medical | 0.0 | $3.0M | 46k | 65.39 | |
| HCP | 0.0 | $2.9M | 75k | 38.79 | |
| Eldorado Gold Corp | 0.0 | $3.7M | 663k | 5.57 | |
| Transalta Corp (TAC) | 0.0 | $3.3M | 281k | 11.63 | |
| Thomson Reuters Corp | 0.0 | $3.4M | 99k | 34.23 | |
| Mylan Inc note 3.750% 9/1 | 0.0 | $3.7M | 1.0M | 3.68 | |
| Prologis (PLD) | 0.0 | $3.3M | 81k | 40.83 | |
| Annaly Cap Mgmt Inc note 5.000% 5/1 | 0.0 | $3.1M | 3.0M | 1.02 | |
| Take-two Interactive Softwar note 1.000% 7/0 | 0.0 | $3.7M | 3.0M | 1.23 | |
| Tableau Software Inc Cl A | 0.0 | $3.5M | 46k | 76.07 | |
| Intercontinental Exchange (ICE) | 0.0 | $3.7M | 19k | 197.85 | |
| Perrigo Company (PRGO) | 0.0 | $3.4M | 22k | 154.67 | |
| Loews Corporation (L) | 0.0 | $2.5M | 56k | 44.05 | |
| NRG Energy (NRG) | 0.0 | $1.8M | 58k | 31.80 | |
| Northeast Utilities System | 0.0 | $2.6M | 57k | 45.50 | |
| Genworth Financial (GNW) | 0.0 | $1.8M | 103k | 17.73 | |
| Hartford Financial Services (HIG) | 0.0 | $2.7M | 78k | 35.27 | |
| Progressive Corporation (PGR) | 0.0 | $2.5M | 105k | 24.22 | |
| Fidelity National Information Services (FIS) | 0.0 | $2.8M | 52k | 53.45 | |
| Principal Financial (PFG) | 0.0 | $2.1M | 45k | 46.00 | |
| Lincoln National Corporation (LNC) | 0.0 | $2.2M | 43k | 50.66 | |
| Northern Trust Corporation (NTRS) | 0.0 | $2.7M | 41k | 65.56 | |
| Moody's Corporation (MCO) | 0.0 | $2.4M | 30k | 79.30 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.0 | $2.3M | 69k | 33.88 | |
| Range Resources (RRC) | 0.0 | $2.2M | 27k | 82.96 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $2.1M | 40k | 52.85 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.0 | $2.7M | 38k | 70.72 | |
| AES Corporation (AES) | 0.0 | $2.0M | 142k | 14.28 | |
| Ameren Corporation (AEE) | 0.0 | $2.1M | 50k | 41.20 | |
| Consolidated Edison (ED) | 0.0 | $2.8M | 53k | 53.66 | |
| FirstEnergy (FE) | 0.0 | $2.4M | 71k | 34.03 | |
| Autodesk (ADSK) | 0.0 | $1.8M | 37k | 49.19 | |
| Bed Bath & Beyond | 0.0 | $2.4M | 35k | 68.79 | |
| CarMax (KMX) | 0.0 | $1.7M | 37k | 46.79 | |
| Cerner Corporation | 0.0 | $2.7M | 48k | 56.24 | |
| Citrix Systems | 0.0 | $1.7M | 30k | 57.44 | |
| Coach | 0.0 | $2.2M | 44k | 49.65 | |
| FMC Technologies | 0.0 | $1.8M | 34k | 52.29 | |
| Genuine Parts Company (GPC) | 0.0 | $2.5M | 28k | 86.86 | |
| Kohl's Corporation (KSS) | 0.0 | $1.9M | 34k | 56.81 | |
| Mattel (MAT) | 0.0 | $2.5M | 62k | 40.10 | |
| NetApp (NTAP) | 0.0 | $2.0M | 54k | 36.90 | |
| Newmont Mining Corporation (NEM) | 0.0 | $2.0M | 86k | 23.44 | |
| Nucor Corporation (NUE) | 0.0 | $2.6M | 52k | 50.54 | |
| Paychex (PAYX) | 0.0 | $2.5M | 59k | 42.59 | |
| Stanley Black & Decker (SWK) | 0.0 | $2.0M | 25k | 81.22 | |
| Sherwin-Williams Company (SHW) | 0.0 | $2.7M | 14k | 197.16 | |
| W.W. Grainger (GWW) | 0.0 | $2.5M | 10k | 252.66 | |
| Brown-Forman Corporation (BF.B) | 0.0 | $2.4M | 26k | 89.68 | |
| Ross Stores (ROST) | 0.0 | $2.5M | 35k | 71.58 | |
| C.R. Bard | 0.0 | $2.2M | 15k | 147.96 | |
| Harley-Davidson (HOG) | 0.0 | $2.4M | 36k | 66.62 | |
| Pall Corporation | 0.0 | $1.8M | 21k | 89.45 | |
| DaVita (DVA) | 0.0 | $2.0M | 29k | 68.84 | |
| Whirlpool Corporation (WHR) | 0.0 | $1.9M | 13k | 149.49 | |
| Analog Devices (ADI) | 0.0 | $2.8M | 52k | 53.14 | |
| AmerisourceBergen (COR) | 0.0 | $2.8M | 43k | 65.60 | |
| Xilinx | 0.0 | $2.3M | 43k | 54.26 | |
| Tyson Foods (TSN) | 0.0 | $2.2M | 49k | 44.02 | |
| Eastman Chemical Company (EMN) | 0.0 | $2.1M | 24k | 86.21 | |
| Helmerich & Payne (HP) | 0.0 | $1.9M | 18k | 107.57 | |
| Health Care REIT | 0.0 | $2.8M | 47k | 59.59 | |
| NiSource (NI) | 0.0 | $2.1M | 60k | 35.53 | |
| Alcoa | 0.0 | $2.4M | 186k | 12.87 | |
| Fluor Corporation (FLR) | 0.0 | $2.0M | 26k | 77.73 | |
| Intuitive Surgical (ISRG) | 0.0 | $2.7M | 6.2k | 437.94 | |
| Sigma-Aldrich Corporation | 0.0 | $2.0M | 22k | 93.39 | |
| Symantec Corporation | 0.0 | $2.3M | 113k | 19.97 | |
| Wisconsin Energy Corporation | 0.0 | $2.0M | 43k | 46.54 | |
| Xerox Corporation | 0.0 | $2.4M | 216k | 11.30 | |
| Gap (GPS) | 0.0 | $1.7M | 43k | 40.05 | |
| Weyerhaeuser Company (WY) | 0.0 | $2.8M | 95k | 29.35 | |
| Ca | 0.0 | $1.9M | 62k | 30.98 | |
| Linear Technology Corporation | 0.0 | $2.2M | 45k | 48.70 | |
| Murphy Oil Corporation (MUR) | 0.0 | $2.1M | 34k | 62.86 | |
| Clorox Company (CLX) | 0.0 | $2.1M | 24k | 88.03 | |
| Dollar Tree (DLTR) | 0.0 | $1.8M | 34k | 52.17 | |
| Dr Pepper Snapple | 0.0 | $2.0M | 37k | 54.47 | |
| AvalonBay Communities (AVB) | 0.0 | $2.6M | 20k | 131.31 | |
| ConAgra Foods (CAG) | 0.0 | $2.4M | 77k | 31.03 | |
| Fiserv (FI) | 0.0 | $2.5M | 45k | 56.68 | |
| Dover Corporation (DOV) | 0.0 | $2.3M | 28k | 81.77 | |
| Xcel Energy (XEL) | 0.0 | $2.8M | 91k | 30.37 | |
| Alliance Data Systems Corporation (BFH) | 0.0 | $2.6M | 9.6k | 272.47 | |
| Chesapeake Energy Corporation | 0.0 | $2.5M | 99k | 25.62 | |
| Fastenal Company (FAST) | 0.0 | $2.0M | 42k | 49.29 | |
| Roper Industries (ROP) | 0.0 | $2.3M | 17k | 133.51 | |
| J.M. Smucker Company (SJM) | 0.0 | $1.7M | 18k | 97.21 | |
| Constellation Brands (STZ) | 0.0 | $2.3M | 27k | 84.98 | |
| Zimmer Holdings (ZBH) | 0.0 | $2.8M | 30k | 94.58 | |
| Amphenol Corporation (APH) | 0.0 | $2.3M | 25k | 91.64 | |
| Juniper Networks (JNPR) | 0.0 | $2.1M | 82k | 25.76 | |
| Invesco (IVZ) | 0.0 | $2.6M | 71k | 37.00 | |
| Estee Lauder Companies (EL) | 0.0 | $2.8M | 42k | 66.89 | |
| Mead Johnson Nutrition | 0.0 | $2.7M | 33k | 83.14 | |
| Mindray Medical International | 0.0 | $2.2M | 67k | 32.36 | |
| Entergy Corporation (ETR) | 0.0 | $2.3M | 35k | 66.85 | |
| Broadcom Corporation | 0.0 | $2.8M | 90k | 31.47 | |
| Key (KEY) | 0.0 | $2.1M | 145k | 14.24 | |
| Altera Corporation | 0.0 | $1.8M | 51k | 36.23 | |
| Chipotle Mexican Grill (CMG) | 0.0 | $2.9M | 5.0k | 568.07 | |
| CenterPoint Energy (CNP) | 0.0 | $2.0M | 86k | 23.69 | |
| Quest Diagnostics Incorporated (DGX) | 0.0 | $1.7M | 30k | 57.92 | |
| DTE Energy Company (DTE) | 0.0 | $2.5M | 33k | 74.28 | |
| L-3 Communications Holdings | 0.0 | $2.0M | 17k | 118.13 | |
| BorgWarner (BWA) | 0.0 | $2.3M | 37k | 61.48 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $1.9M | 27k | 69.14 | |
| Kansas City Southern | 0.0 | $1.8M | 18k | 102.09 | |
| McCormick & Company, Incorporated (MKC) | 0.0 | $1.8M | 24k | 71.72 | |
| Ametek (AME) | 0.0 | $2.3M | 44k | 51.49 | |
| Cameron International Corporation | 0.0 | $2.1M | 34k | 61.78 | |
| EQT Corporation (EQT) | 0.0 | $2.4M | 25k | 96.95 | |
| Boston Properties (BXP) | 0.0 | $2.9M | 25k | 114.55 | |
| Cae (CAE) | 0.0 | $2.2M | 169k | 13.18 | |
| Oneok (OKE) | 0.0 | $2.0M | 33k | 59.24 | |
| Dollar General (DG) | 0.0 | $2.7M | 48k | 55.48 | |
| AutoNavi Holdings | 0.0 | $2.5M | 125k | 20.04 | |
| Coca-cola Enterprises | 0.0 | $2.1M | 45k | 47.76 | |
| Alliant Techsystems Inc note 3.000% 8/1 | 0.0 | $1.9M | 1.0M | 1.86 | |
| General Growth Properties | 0.0 | $1.9M | 85k | 22.00 | |
| Jones Group | 0.0 | $2.5M | 167k | 14.97 | |
| O'reilly Automotive (ORLY) | 0.0 | $2.6M | 17k | 148.39 | |
| Motorola Solutions (MSI) | 0.0 | $2.4M | 38k | 64.29 | |
| Rda Microelectronics | 0.0 | $2.6M | 148k | 17.93 | |
| PharmAthene | 0.0 | $2.8M | 1.5M | 1.83 | |
| Nielsen Holdings Nv | 0.0 | $2.1M | 46k | 44.64 | |
| Mosaic (MOS) | 0.0 | $2.8M | 55k | 49.99 | |
| Ares Capital Corp 5.125 2016 conv | 0.0 | $2.2M | 2.0M | 1.08 | |
| Ensco Plc Shs Class A | 0.0 | $2.0M | 38k | 52.79 | |
| Meritage Homes Corp conv | 0.0 | $2.1M | 2.0M | 1.06 | |
| L Brands | 0.0 | $2.3M | 41k | 56.76 | |
| Jarden Corp note 1.875% 9/1 | 0.0 | $2.8M | 2.0M | 1.40 | |
| Keurig Green Mtn | 0.0 | $2.4M | 22k | 105.59 | |
| Vipshop Holdings Ltd - Ads bond | 0.0 | $2.0M | 2.0M | 1.02 | |
| Diamond Offshore Drilling | 0.0 | $670k | 14k | 48.79 | |
| E TRADE Financial Corporation | 0.0 | $1.3M | 58k | 23.02 | |
| PHH Corporation | 0.0 | $802k | 31k | 25.84 | |
| Huntington Bancshares Incorporated (HBAN) | 0.0 | $1.4M | 143k | 9.97 | |
| Hasbro (HAS) | 0.0 | $1.1M | 19k | 55.61 | |
| D R Horton Inc note 2.000% 5/1 | 0.0 | $1.7M | 1.0M | 1.67 | |
| Goldcorp Inc New note 2.000% 8/0 | 0.0 | $1.0M | 1.0M | 1.00 | |
| Sunpower Corp dbcv 4.750% 4/1 | 0.0 | $1.2M | 1.0M | 1.22 | |
| CMS Energy Corporation (CMS) | 0.0 | $1.6M | 55k | 29.27 | |
| Joy Global | 0.0 | $995k | 17k | 58.00 | |
| Leucadia National | 0.0 | $1.4M | 50k | 28.00 | |
| Western Union Company (WU) | 0.0 | $1.5M | 89k | 16.36 | |
| Assurant (AIZ) | 0.0 | $1.1M | 18k | 64.98 | |
| Total System Services | 0.0 | $1.2M | 41k | 30.40 | |
| Legg Mason | 0.0 | $839k | 17k | 49.06 | |
| People's United Financial | 0.0 | $1.0M | 70k | 14.87 | |
| SLM Corporation (SLM) | 0.0 | $1.7M | 70k | 24.48 | |
| Nasdaq Omx (NDAQ) | 0.0 | $964k | 26k | 36.95 | |
| Equifax (EFX) | 0.0 | $1.6M | 23k | 68.05 | |
| Peabody Energy Corporation | 0.0 | $901k | 55k | 16.33 | |
| Tractor Supply Company (TSCO) | 0.0 | $1.6M | 23k | 70.62 | |
| AGL Resources | 0.0 | $1.0M | 21k | 48.95 | |
| Pulte (PHM) | 0.0 | $1.1M | 59k | 19.19 | |
| DENTSPLY International | 0.0 | $1.3M | 28k | 46.03 | |
| Edwards Lifesciences (EW) | 0.0 | $1.3M | 18k | 74.15 | |
| Family Dollar Stores | 0.0 | $950k | 16k | 57.99 | |
| H&R Block (HRB) | 0.0 | $1.3M | 45k | 30.19 | |
| Hudson City Ban | 0.0 | $1.0M | 105k | 9.83 | |
| International Game Technology | 0.0 | $590k | 42k | 14.05 | |
| Leggett & Platt (LEG) | 0.0 | $706k | 22k | 32.66 | |
| MeadWestva | 0.0 | $1.1M | 28k | 37.65 | |
| Microchip Technology (MCHP) | 0.0 | $1.6M | 33k | 47.77 | |
| PetSmart | 0.0 | $1.3M | 19k | 68.93 | |
| Pitney Bowes (PBI) | 0.0 | $941k | 36k | 26.00 | |
| Ryder System (R) | 0.0 | $1.2M | 15k | 79.94 | |
| Sealed Air (SEE) | 0.0 | $1.1M | 32k | 32.87 | |
| Snap-on Incorporated (SNA) | 0.0 | $1.0M | 9.2k | 113.48 | |
| Teradata Corporation (TDC) | 0.0 | $1.3M | 26k | 49.18 | |
| Dun & Bradstreet Corporation | 0.0 | $609k | 6.1k | 99.41 | |
| Molson Coors Brewing Company (TAP) | 0.0 | $1.6M | 28k | 58.86 | |
| Airgas | 0.0 | $1.4M | 13k | 106.49 | |
| Avery Dennison Corporation (AVY) | 0.0 | $779k | 15k | 50.65 | |
| Best Buy (BBY) | 0.0 | $1.4M | 52k | 26.42 | |
| Harris Corporation | 0.0 | $1.4M | 19k | 73.16 | |
| Tiffany & Co. | 0.0 | $1.6M | 18k | 86.17 | |
| Vulcan Materials Company (VMC) | 0.0 | $1.3M | 19k | 66.48 | |
| Akamai Technologies (AKAM) | 0.0 | $1.7M | 29k | 58.23 | |
| Electronic Arts (EA) | 0.0 | $1.5M | 51k | 29.02 | |
| Apartment Investment and Management | 0.0 | $719k | 24k | 30.20 | |
| Comerica Incorporated (CMA) | 0.0 | $1.5M | 30k | 51.80 | |
| Newell Rubbermaid (NWL) | 0.0 | $1.6M | 53k | 29.89 | |
| Laboratory Corp. of America Holdings (LH) | 0.0 | $1.5M | 15k | 98.19 | |
| Darden Restaurants (DRI) | 0.0 | $1.1M | 22k | 50.77 | |
| International Flavors & Fragrances (IFF) | 0.0 | $1.1M | 12k | 95.70 | |
| Bemis Company | 0.0 | $651k | 17k | 39.26 | |
| Safeway | 0.0 | $1.6M | 43k | 36.94 | |
| TECO Energy | 0.0 | $950k | 55k | 17.14 | |
| Cincinnati Financial Corporation (CINF) | 0.0 | $1.2M | 24k | 48.67 | |
| Masco Corporation (MAS) | 0.0 | $1.2M | 54k | 22.21 | |
| Mohawk Industries (MHK) | 0.0 | $1.4M | 11k | 135.98 | |
| Unum (UNM) | 0.0 | $1.5M | 43k | 35.31 | |
| Interpublic Group of Companies (IPG) | 0.0 | $1.2M | 69k | 17.13 | |
| Waters Corporation (WAT) | 0.0 | $1.5M | 14k | 108.43 | |
| Campbell Soup Company (CPB) | 0.0 | $1.4M | 32k | 44.88 | |
| Newfield Exploration | 0.0 | $1.1M | 36k | 31.36 | |
| Red Hat | 0.0 | $1.6M | 31k | 52.99 | |
| PerkinElmer (RVTY) | 0.0 | $829k | 18k | 45.08 | |
| Plum Creek Timber | 0.0 | $1.2M | 29k | 42.03 | |
| CareFusion Corporation | 0.0 | $1.4M | 34k | 40.23 | |
| Computer Sciences Corporation | 0.0 | $1.4M | 24k | 60.81 | |
| Torchmark Corporation | 0.0 | $1.3M | 17k | 78.71 | |
| Staples | 0.0 | $1.3M | 118k | 11.34 | |
| Jacobs Engineering | 0.0 | $1.3M | 21k | 63.51 | |
| Harman International Industries | 0.0 | $1.2M | 11k | 106.38 | |
| Cintas Corporation (CTAS) | 0.0 | $962k | 16k | 59.64 | |
| Gannett | 0.0 | $1.0M | 37k | 27.61 | |
| Iron Mountain Incorporated | 0.0 | $766k | 28k | 27.58 | |
| Penn Virginia Corporation | 0.0 | $1.1M | 61k | 17.48 | |
| FLIR Systems | 0.0 | $802k | 22k | 35.98 | |
| Frontier Communications | 0.0 | $928k | 163k | 5.70 | |
| Patterson-UTI Energy (PTEN) | 0.0 | $782k | 25k | 31.68 | |
| C.H. Robinson Worldwide (CHRW) | 0.0 | $1.2M | 23k | 52.41 | |
| First Solar (FSLR) | 0.0 | $1.1M | 16k | 69.78 | |
| Robert Half International (RHI) | 0.0 | $940k | 22k | 41.96 | |
| Varian Medical Systems | 0.0 | $1.4M | 17k | 83.98 | |
| Tesoro Corporation | 0.0 | $1.2M | 23k | 50.60 | |
| Cablevision Systems Corporation | 0.0 | $601k | 36k | 16.87 | |
| Hawaiian Holdings (HA) | 0.0 | $770k | 55k | 13.96 | |
| Quanta Services (PWR) | 0.0 | $1.3M | 36k | 36.89 | |
| CONSOL Energy | 0.0 | $1.5M | 37k | 39.95 | |
| Wyndham Worldwide Corporation | 0.0 | $1.6M | 21k | 73.23 | |
| Kindred Healthcare | 0.0 | $704k | 30k | 23.42 | |
| Owens-Illinois | 0.0 | $908k | 27k | 33.82 | |
| Zions Bancorporation (ZION) | 0.0 | $933k | 30k | 30.97 | |
| Lam Research Corporation (LRCX) | 0.0 | $1.5M | 27k | 55.01 | |
| Western Refining | 0.0 | $603k | 16k | 38.60 | |
| American Railcar Industries | 0.0 | $800k | 11k | 70.02 | |
| FMC Corporation (FMC) | 0.0 | $1.7M | 22k | 76.55 | |
| GameStop (GME) | 0.0 | $820k | 20k | 41.08 | |
| Hormel Foods Corporation (HRL) | 0.0 | $1.1M | 22k | 49.27 | |
| Jabil Circuit (JBL) | 0.0 | $667k | 37k | 18.00 | |
| Pepco Holdings | 0.0 | $1.1M | 54k | 20.47 | |
| Qiagen | 0.0 | $1.1M | 52k | 20.96 | |
| SCANA Corporation | 0.0 | $1.4M | 27k | 51.32 | |
| Denbury Resources | 0.0 | $1.0M | 62k | 16.40 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.0 | $733k | 49k | 14.94 | |
| Urban Outfitters (URBN) | 0.0 | $723k | 20k | 36.49 | |
| United States Steel Corporation (X) | 0.0 | $903k | 33k | 27.60 | |
| Basic Energy Services | 0.0 | $635k | 23k | 27.43 | |
| F5 Networks (FFIV) | 0.0 | $1.4M | 13k | 106.63 | |
| Integrys Energy | 0.0 | $813k | 14k | 59.68 | |
| Allegheny Technologies Incorporated (ATI) | 0.0 | $711k | 19k | 37.66 | |
| Unit Corporation | 0.0 | $787k | 12k | 65.39 | |
| Nabors Industries | 0.0 | $1.0M | 43k | 24.65 | |
| Scripps Networks Interactive | 0.0 | $1.4M | 18k | 75.90 | |
| Macerich Company (MAC) | 0.0 | $1.5M | 24k | 62.33 | |
| Ball Corporation (BALL) | 0.0 | $1.5M | 27k | 54.82 | |
| Kimco Realty Corporation (KIM) | 0.0 | $1.5M | 67k | 21.88 | |
| Pinnacle West Capital Corporation (PNW) | 0.0 | $1.3M | 25k | 54.64 | |
| Jpmorgan Chase & Co. w exp 10/201 | 0.0 | $1.1M | 52k | 20.19 | |
| Garmin (GRMN) | 0.0 | $1.1M | 20k | 55.26 | |
| Xl Group | 0.0 | $1.4M | 45k | 31.25 | |
| Newmont Mining Corp note 1.250% 7/1 | 0.0 | $1.0M | 1.0M | 1.00 | |
| Franco-Nevada Corporation (FNV) | 0.0 | $808k | 18k | 46.01 | |
| HudBay Minerals (HBM) | 0.0 | $651k | 83k | 7.82 | |
| Vermilion Energy (VET) | 0.0 | $671k | 11k | 62.60 | |
| Baytex Energy Corp (BTE) | 0.0 | $654k | 16k | 41.26 | |
| Pvh Corporation (PVH) | 0.0 | $1.7M | 13k | 124.80 | |
| Ralph Lauren Corp (RL) | 0.0 | $1.5M | 9.5k | 160.94 | |
| Cbre Group Inc Cl A (CBRE) | 0.0 | $1.2M | 42k | 27.42 | |
| Tim Participacoes Sa- | 0.0 | $1.5M | 56k | 25.95 | |
| Xylem (XYL) | 0.0 | $1.1M | 30k | 36.40 | |
| Monster Beverage | 0.0 | $1.4M | 20k | 69.43 | |
| Rowan Companies | 0.0 | $698k | 21k | 33.68 | |
| Ares Capital Corp 5.75 16 convert | 0.0 | $1.1M | 1.0M | 1.09 | |
| Adt | 0.0 | $1.0M | 34k | 29.95 | |
| Tenet Healthcare Corporation (THC) | 0.0 | $688k | 16k | 42.79 | |
| Standard Pacific Corp cnv | 0.0 | $625k | 500k | 1.25 | |
| Granite Real Estate (GRP.U) | 0.0 | $622k | 17k | 36.84 | |
| Arcc 4 7/8 03/15/17 | 0.0 | $1.1M | 1.0M | 1.07 | |
| Icon 2 1/2 06/01/16 | 0.0 | $1.4M | 1.0M | 1.36 | |
| Slxp 1 1/2 03/15/19 | 0.0 | $1.7M | 1.0M | 1.70 | |
| Fossil (FOSL) | 0.0 | $1.0M | 9.0k | 116.54 | |
| Outerwall | 0.0 | $641k | 8.8k | 72.46 | |
| Chimerix (CMRX) | 0.0 | $972k | 43k | 22.85 | |
| Windstream Hldgs | 0.0 | $955k | 116k | 8.24 | |
| Actavis | 0.0 | $759k | 3.7k | 205.86 | |
| Mirati Therapeutics | 0.0 | $746k | 39k | 19.07 | |
| Noble Corp Plc equity | 0.0 | $1.4M | 41k | 32.74 | |
| Gt Advanced Technologies Inc note 3.000%12/1 | 0.0 | $1.6M | 1.0M | 1.62 | |
| Medicines Co dbcv 1.375% 6/0 | 0.0 | $610k | 500k | 1.22 | |
| Nuance Communications Inc dbcv 2.750% 8/1 | 0.0 | $540k | 500k | 1.08 | |
| Portland General Electric Company (POR) | 0.0 | $225k | 7.0k | 32.35 | |
| CTC Media | 0.0 | $146k | 16k | 9.23 | |
| Annaly Capital Management | 0.0 | $307k | 28k | 10.96 | |
| AutoNation (AN) | 0.0 | $547k | 10k | 53.19 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $204k | 679.00 | 300.44 | |
| Great Plains Energy Incorporated | 0.0 | $356k | 13k | 27.04 | |
| Federated Investors (FHI) | 0.0 | $270k | 8.8k | 30.54 | |
| Forest Oil Corporation | 0.0 | $87k | 45k | 1.92 | |
| J.C. Penney Company | 0.0 | $136k | 16k | 8.63 | |
| R.R. Donnelley & Sons Company | 0.0 | $314k | 18k | 17.89 | |
| Supervalu | 0.0 | $93k | 14k | 6.82 | |
| Schnitzer Steel Industries (RDUS) | 0.0 | $364k | 13k | 28.84 | |
| Arch Coal | 0.0 | $184k | 38k | 4.82 | |
| JetBlue Airways Corporation (JBLU) | 0.0 | $409k | 47k | 8.69 | |
| LifePoint Hospitals | 0.0 | $528k | 9.7k | 54.53 | |
| Celestica (CLS) | 0.0 | $447k | 41k | 10.97 | |
| Arrow Electronics (ARW) | 0.0 | $239k | 4.0k | 59.33 | |
| Apollo | 0.0 | $436k | 13k | 34.27 | |
| Patterson Companies (PDCO) | 0.0 | $559k | 13k | 41.79 | |
| Henry Schein (HSIC) | 0.0 | $330k | 2.8k | 119.26 | |
| SL Green Realty | 0.0 | $293k | 2.9k | 100.65 | |
| Deluxe Corporation (DLX) | 0.0 | $329k | 6.3k | 52.55 | |
| Janus Capital | 0.0 | $220k | 20k | 10.87 | |
| Astoria Financial Corporation | 0.0 | $203k | 15k | 13.82 | |
| PDL BioPharma | 0.0 | $257k | 31k | 8.31 | |
| New York Community Ban (NYCB) | 0.0 | $325k | 20k | 16.09 | |
| Methanex Corp (MEOH) | 0.0 | $344k | 5.4k | 64.05 | |
| Synovus Financial | 0.0 | $41k | 12k | 3.41 | |
| Sohu | 0.0 | $229k | 3.5k | 65.00 | |
| NII Holdings | 0.0 | $34k | 29k | 1.18 | |
| Avis Budget (CAR) | 0.0 | $209k | 4.3k | 48.66 | |
| Alpha Natural Resources | 0.0 | $197k | 46k | 4.25 | |
| Rite Aid Corporation | 0.0 | $112k | 18k | 6.26 | |
| Advanced Micro Devices (AMD) | 0.0 | $61k | 15k | 4.03 | |
| Magellan Health Services | 0.0 | $383k | 6.5k | 59.33 | |
| TriQuint Semiconductor | 0.0 | $269k | 20k | 13.39 | |
| BGC Partners | 0.0 | $148k | 23k | 6.53 | |
| Alere | 0.0 | $245k | 7.1k | 34.35 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $428k | 34k | 12.62 | |
| RPC (RES) | 0.0 | $274k | 13k | 20.40 | |
| Sanderson Farms | 0.0 | $455k | 5.8k | 78.53 | |
| Amedisys (AMED) | 0.0 | $497k | 33k | 14.90 | |
| Andersons (ANDE) | 0.0 | $333k | 5.6k | 59.16 | |
| Cash America International | 0.0 | $351k | 9.1k | 38.72 | |
| Community Health Systems (CYH) | 0.0 | $442k | 11k | 39.19 | |
| Ingram Micro | 0.0 | $206k | 7.0k | 29.51 | |
| Key Energy Services | 0.0 | $491k | 53k | 9.24 | |
| Questcor Pharmaceuticals | 0.0 | $316k | 4.9k | 64.99 | |
| Atlas Air Worldwide Holdings | 0.0 | $231k | 6.6k | 35.21 | |
| Arkansas Best Corporation | 0.0 | $236k | 6.4k | 37.00 | |
| Benchmark Electronics (BHE) | 0.0 | $317k | 14k | 22.62 | |
| Bio-Rad Laboratories (BIO) | 0.0 | $294k | 2.3k | 128.22 | |
| Coeur d'Alene Mines Corporation (CDE) | 0.0 | $200k | 22k | 9.28 | |
| Comstock Resources | 0.0 | $367k | 16k | 22.86 | |
| Cooper Tire & Rubber Company | 0.0 | $313k | 13k | 24.34 | |
| GrafTech International | 0.0 | $135k | 12k | 10.89 | |
| Om | 0.0 | $238k | 7.2k | 33.28 | |
| Stone Energy Corporation | 0.0 | $520k | 12k | 41.97 | |
| USANA Health Sciences (USNA) | 0.0 | $332k | 4.4k | 75.37 | |
| Werner Enterprises (WERN) | 0.0 | $370k | 15k | 25.49 | |
| F.N.B. Corporation (FNB) | 0.0 | $137k | 10k | 13.41 | |
| MFA Mortgage Investments | 0.0 | $103k | 13k | 7.73 | |
| Molina Healthcare (MOH) | 0.0 | $390k | 10k | 37.58 | |
| Ocwen Financial Corporation | 0.0 | $276k | 7.1k | 39.12 | |
| Poly | 0.0 | $253k | 19k | 13.71 | |
| Republic Airways Holdings | 0.0 | $161k | 18k | 9.11 | |
| Brookfield Ppty Corp Cad | 0.0 | $445k | 23k | 19.20 | |
| Church & Dwight (CHD) | 0.0 | $335k | 4.9k | 69.03 | |
| Swift Energy Company | 0.0 | $184k | 17k | 10.74 | |
| PNM Resources (PNM) | 0.0 | $249k | 9.2k | 27.05 | |
| Healthsouth | 0.0 | $296k | 8.3k | 35.87 | |
| Superior Energy Services | 0.0 | $408k | 13k | 30.79 | |
| Brocade Communications Systems | 0.0 | $339k | 32k | 10.61 | |
| Federal Realty Inv. Trust | 0.0 | $275k | 2.4k | 114.63 | |
| Cray | 0.0 | $361k | 9.7k | 37.27 | |
| Iamgold Corp (IAG) | 0.0 | $290k | 82k | 3.52 | |
| Precision Drilling Corporation | 0.0 | $481k | 40k | 11.98 | |
| CBOE Holdings (CBOE) | 0.0 | $313k | 5.5k | 56.68 | |
| Chimera Investment Corporation | 0.0 | $92k | 30k | 3.05 | |
| Select Medical Holdings Corporation (SEM) | 0.0 | $279k | 22k | 12.46 | |
| CommonWealth REIT | 0.0 | $315k | 12k | 26.28 | |
| Pengrowth Energy Corp | 0.0 | $269k | 45k | 6.05 | |
| Alamos Gold | 0.0 | $168k | 19k | 9.04 | |
| Magnachip Semiconductor Corp (MX) | 0.0 | $140k | 10k | 13.95 | |
| Hca Holdings (HCA) | 0.0 | $453k | 8.6k | 52.50 | |
| Wi-lan | 0.0 | $66k | 22k | 2.98 | |
| Credit Suisse Nassau Brh etf | 0.0 | $504k | 24k | 20.83 | |
| Rpx Corp | 0.0 | $251k | 15k | 16.30 | |
| Hollyfrontier Corp | 0.0 | $491k | 10k | 47.54 | |
| Wendy's/arby's Group (WEN) | 0.0 | $102k | 11k | 9.13 | |
| Apollo Residential Mortgage | 0.0 | $199k | 12k | 16.25 | |
| Zillow | 0.0 | $541k | 6.1k | 88.14 | |
| Bellatrix Exploration | 0.0 | $99k | 12k | 8.47 | |
| Zynga | 0.0 | $104k | 24k | 4.30 | |
| Telephone And Data Systems (TDS) | 0.0 | $434k | 17k | 26.24 | |
| Suntrust Bks Inc wrt exp 11/14/2 | 0.0 | $280k | 50k | 5.60 | |
| Suntrust Bks Inc wrt exp 12/31/2 | 0.0 | $434k | 40k | 10.85 | |
| Kinder Morgan Inc/delaware Wts | 0.0 | $126k | 72k | 1.76 | |
| Libertyinteractivecorp lbtventcoma | 0.0 | $296k | 2.3k | 130.34 | |
| Hci (HCI) | 0.0 | $236k | 6.5k | 36.37 | |
| Inteliquent | 0.0 | $411k | 28k | 14.53 | |
| Lin Media | 0.0 | $229k | 8.6k | 26.54 | |
| Graham Hldgs (GHC) | 0.0 | $545k | 774.00 | 704.13 | |
| Earthlink Holdings | 0.0 | $128k | 36k | 3.60 | |
| Community Health Sys Inc New right 01/27/2016 | 0.0 | $1.1k | 13k | 0.08 |
