0000903423-14-000312.txt : 20140513
0000903423-14-000312.hdr.sgml : 20140513
20140513163338
ACCESSION NUMBER: 0000903423-14-000312
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140513
DATE AS OF CHANGE: 20140513
EFFECTIVENESS DATE: 20140513
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ONTARIO TEACHERS PENSION PLAN BOARD
CENTRAL INDEX KEY: 0000937567
IRS NUMBER: 000000000
STATE OF INCORPORATION: A6
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10597
FILM NUMBER: 14837810
BUSINESS ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: TORONTO
STATE: A6
ZIP: M2M 4H5
BUSINESS PHONE: 4167305300
MAIL ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: TORONTO
STATE: A6
ZIP: M2M 4H5
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0000937567
XXXXXXXX
03-31-2014
03-31-2014
false
ONTARIO TEACHERS PENSION PLAN BOARD
5650 Yonge Street
North York
Toronto
A6
M2M 4H5
13F HOLDINGS REPORT
028-10597
N
Melissa Kennedy
General Counsel, Corp. Secretary and Senior VP Corp. Affairs
4167307014
/s/ Melissa Kennedy
Toronto
A6
05-13-2014
0
702
11444580
INFORMATION TABLE
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44390
0
0
COCA COLA CO
COMMON USD 0.25
191216100
23198
600058
SH
SOLE
600058
0
0
COCA COLA ENTERPRISES INC NE
COMMON USD 1
19122T109
2150
45016
SH
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45016
0
0
COEUR MNG INC
COMMON USD 0.01
192108504
200
21541
SH
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21541
0
0
COGNIZANT TECHNOLOGY SOLUTIO
COMMON USD 0.01
192446102
4895
96747
SH
SOLE
96747
0
0
COLGATE PALMOLIVE CO
COMMON USD 1
194162103
9152
141087
SH
SOLE
141087
0
0
COMCAST CORP NEW
CLASS A
20030N101
84562
1689892
SH
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1689892
0
0
COMERICA INC
COMMON USD 5
200340107
1537
29670
SH
SOLE
29670
0
0
COMMONWEALTH REIT
UNIT USD 0.01
203233101
315
11988
SH
SOLE
11988
0
0
COMMUNITY HEALTH SYS INC NEW
COMMON USD 0.01
203668108
442
11278
SH
SOLE
11278
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT
203668116
1
13302
SH
SOLE
13302
0
0
COMPANHIA BRASILEIRA DE DIST
ADR
20440T201
12161
277905
SH
SOLE
277905
0
0
COMPUTER SCIENCES CORP
COMMON USD 1
205363104
1442
23714
SH
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23714
0
0
COMSTOCK RES INC
COMMON USD 0.5
205768203
367
16055
SH
SOLE
16055
0
0
CONAGRA FOODS INC
COMMON USD 5
205887102
2390
77012
SH
SOLE
77012
0
0
CONSOL ENERGY INC
COMMON USD 0.01
20854P109
1492
37344
SH
SOLE
37344
0
0
CONSOLIDATED EDISON INC
COMMON
209115104
2838
52890
SH
SOLE
52890
0
0
CONSTELLATION BRANDS INC
COMMON USD 0.01
21036P108
2316
27255
SH
SOLE
27255
0
0
CONSTELLIUM NV
CLASS A
N22035104
250523
8535694
SH
SOLE
8535694
0
0
COOPER TIRE & RUBR CO
COMMON USD 1
216831107
313
12862
SH
SOLE
12862
0
0
CORNING INC
COMMON USD 0.5
219350105
12566
603543
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SOLE
603543
0
0
COSTCO WHSL CORP NEW
COMMON USD 0.01
22160K105
8196
73384
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73384
0
0
COVIDIEN PLC
COMMON USD 0.2
G2554F113
59845
812453
SH
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812453
0
0
CRAY INC
COMMON USD 0.01
225223304
361
9686
SH
SOLE
9686
0
0
CREDIT SUISSE NASSAU BRH
ETF
22542D845
504
24200
SH
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24200
0
0
CRESCENT PT ENERGY CORP
COMMON
22576C101
14848
406148
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406148
0
0
CROWN CASTLE INTL CORP
COMMON USD 0.01
228227104
3671
49759
SH
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49759
0
0
CSX CORP
COMMON USD 1
126408103
170332
5879583
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5879583
0
0
CTC MEDIA INC
COMMON USD 0.01
12642X106
146
15812
SH
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15812
0
0
CTRIP COM INTL LTD
ADR USD 0.01
22943F100
6151
122000
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122000
0
0
CUBIST PHARMACEUTICALS INC
2.500 NOV 01 17
229678AD9
7673
3000000
PRN
SOLE
3000000
0
0
CUMMINS INC
COMMON USD 2.5
231021106
4130
27722
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27722
0
0
CVS CAREMARK CORPORATION
COMMON USD 0.01
126650100
43265
577944
SH
SOLE
577944
0
0
D R HORTON INC
2.000 MAY 15 14
23331ABB4
1669
1000000
PRN
SOLE
1000000
0
0
DANAHER CORP DEL
COMMON USD 0.01
235851102
56676
755676
SH
SOLE
755676
0
0
DARDEN RESTAURANTS INC
COMMON
237194105
1136
22375
SH
SOLE
22375
0
0
DAVITA HEALTHCARE PARTNERS I
COMMON
23918K108
1985
28836
SH
SOLE
28836
0
0
DEERE & CO
COMMON USD 1
244199105
5525
60850
SH
SOLE
60850
0
0
DELPHI AUTOMOTIVE PLC
COMMON USD 0.01
G27823106
6476
95437
SH
SOLE
95437
0
0
DELTA AIR LINES INC DEL
COMMON
247361702
4796
138414
SH
SOLE
138414
0
0
DELUXE CORP
COMMON USD 1
248019101
329
6261
SH
SOLE
6261
0
0
DENBURY RES INC
COMMON
247916208
1009
61534
SH
SOLE
61534
0
0
DENTSPLY INTL INC NEW
COMMON USD 0.01
249030107
1301
28264
SH
SOLE
28264
0
0
DEUTSCHE BANK AG
COMMON
D18190898
59642
1332512
SH
SOLE
1332512
0
0
DEVON ENERGY CORP NEW
COMMON USD 0.1
25179M103
4348
64964
SH
SOLE
64964
0
0
DIAMOND OFFSHORE DRILLING IN
COMMON USD 0.01
25271C102
670
13732
SH
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13732
0
0
DIRECTV
CLASS A
25490A309
5910
77332
SH
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77332
0
0
DISCOVER FINL SVCS
COMMON USD 0.01
254709108
4402
75654
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75654
0
0
DISCOVERY COMMUNICATNS NEW
COMMON USD 0.01
25470F104
2997
36243
SH
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36243
0
0
DISNEY WALT CO
COMMON USD 0.01
254687106
193356
2414838
SH
SOLE
2414838
0
0
DOLLAR GEN CORP NEW
COMMON USD 0.88
256677105
2664
48013
SH
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48013
0
0
DOLLAR TREE INC
COMMON USD 0.01
256746108
1769
33910
SH
SOLE
33910
0
0
DOMINION RES INC VA NEW
COMMON
25746U109
18009
253679
SH
SOLE
253679
0
0
DONNELLEY R R & SONS CO
COMMON USD 1.25
257867101
314
17548
SH
SOLE
17548
0
0
DOVER CORP
COMMON USD 1
260003108
2325
28435
SH
SOLE
28435
0
0
DOW CHEM CO
COMMON USD 2.5
260543103
102596
2111462
SH
SOLE
2111462
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON USD 0.01
26138E109
2013
36958
SH
SOLE
36958
0
0
DTE ENERGY CO
COMMON
233331107
2453
33024
SH
SOLE
33024
0
0
DU PONT E I DE NEMOURS & CO
COMMON USD 0.3
263534109
10137
151070
SH
SOLE
151070
0
0
DUKE ENERGY CORP NEW
COMMON
26441C204
8320
116828
SH
SOLE
116828
0
0
DUN & BRADSTREET CORP DEL NE
COMMON USD 0.01
26483E100
609
6126
SH
SOLE
6126
0
0
E M C CORP MASS
COMMON USD 0.01
268648102
20016
730255
SH
SOLE
730255
0
0
E TRADE FINANCIAL CORP
COMMON USD 0.01
269246401
1324
57510
SH
SOLE
57510
0
0
EARTHLINK HLDGS CORP
COMMON USD 0.01
27033X101
128
35516
SH
SOLE
35516
0
0
EASTMAN CHEM CO
COMMON USD 0.01
277432100
2102
24381
SH
SOLE
24381
0
0
EATON CORP PLC
COMMON USD 0.5
G29183103
5725
76205
SH
SOLE
76205
0
0
EBAY INC
COMMON
278642103
167352
3029539
SH
SOLE
3029539
0
0
ECOLAB INC
COMMON USD 1
278865100
4884
45226
SH
SOLE
45226
0
0
EDISON INTL
COMMON
281020107
3679
64985
SH
SOLE
64985
0
0
EDUCATION MGMT CORP NEW
COMMON USD 0.01
28140M103
24112
4951080
SH
SOLE
4951080
0
0
EDWARDS LIFESCIENCES CORP
COMMON USD 1
28176E108
1306
17613
SH
SOLE
17613
0
0
ELDORADO GOLD CORP NEW
COMMON
284902103
3695
663222
SH
SOLE
663222
0
0
ELECTRONIC ARTS INC
COMMON USD 0.01
285512109
1464
50450
SH
SOLE
50450
0
0
EMERSON ELEC CO
COMMON USD 0.5
291011104
7652
114558
SH
SOLE
114558
0
0
ENBRIDGE INC
COMMON
29250N105
35110
771816
SH
SOLE
771816
0
0
ENCANA CORP
COMMON
292505104
16024
749096
SH
SOLE
749096
0
0
ENERPLUS CORP
COMMON SERIES G
292766102
4174
208483
SH
SOLE
208483
0
0
ENSCO PLC
ADR USD 0.1
G3157S106
2009
38059
SH
SOLE
38059
0
0
ENTERGY CORP NEW
COMMON
29364G103
2331
34868
SH
SOLE
34868
0
0
EOG RES INC
COMMON USD 0.01
26875P101
21343
108798
SH
SOLE
108798
0
0
EQT CORP
COMMON
26884L109
2384
24589
SH
SOLE
24589
0
0
EQUIFAX INC
COMMON USD 1.25
294429105
1590
23366
SH
SOLE
23366
0
0
EQUITY RESIDENTIAL
COMMON USD 0.01
29476L107
3241
55882
SH
SOLE
55882
0
0
EXELON CORP
COMMON
30161N101
5095
151811
SH
SOLE
151811
0
0
EXPRESS SCRIPTS HLDG CO
COMMON USD 0.01
30219G108
9496
126461
SH
SOLE
126461
0
0
EXTERRAN HLDGS INC
4.250 JUN 15 14
30225XAA1
3810
2000000
PRN
SOLE
2000000
0
0
EXXON MOBIL CORP
COMMON
30231G102
66905
684938
SH
SOLE
684938
0
0
F M C CORP
COMMON USD 0.1
302491303
1668
21790
SH
SOLE
21790
0
0
F5 NETWORKS INC
COMMON
315616102
1350
12661
SH
SOLE
12661
0
0
FACEBOOK INC
COMMON
30303M102
16581
275250
SH
SOLE
275250
0
0
FAMILY DLR STORES INC
COMMON USD 0.1
307000109
950
16381
SH
SOLE
16381
0
0
FASTENAL CO
COMMON USD 0.01
311900104
2044
41470
SH
SOLE
41470
0
0
FEDERAL REALTY INVT TR
UNIT USD 0.01
313747206
275
2399
SH
SOLE
2399
0
0
FEDERATED INVS INC PA
CLASS B
314211103
270
8842
SH
SOLE
8842
0
0
FEDEX CORP
COMMON USD 0.1
31428X106
6398
48262
SH
SOLE
48262
0
0
FIDELITY NATL INFORMATION SV
COMMON USD 0.01
31620M106
2756
51558
SH
SOLE
51558
0
0
FIFTH THIRD BANCORP
COMMON
316773100
3464
150914
SH
SOLE
150914
0
0
FIRST REP BK SAN FRANCISCO C
COMMON USD 0.01
33616C100
22622
419000
SH
SOLE
419000
0
0
FIRST SOLAR INC
COMMON
336433107
1137
16293
SH
SOLE
16293
0
0
FIRSTENERGY CORP
COMMON USD 0.1
337932107
2427
71317
SH
SOLE
71317
0
0
FISERV INC
COMMON USD 0.01
337738108
2543
44866
SH
SOLE
44866
0
0
FLIR SYS INC
COMMON USD 0.01
302445101
802
22289
SH
SOLE
22289
0
0
FLOWSERVE CORP
COMMON USD 1.25
34354P105
13364
170595
SH
SOLE
170595
0
0
FLUOR CORP NEW
COMMON USD 0.01
343412102
2031
26130
SH
SOLE
26130
0
0
FMC TECHNOLOGIES INC
COMMON USD 0.01
30249U101
1789
34214
SH
SOLE
34214
0
0
FNB CORP PA
COMMON USD 0.01
302520101
137
10219
SH
SOLE
10219
0
0
FORD MTR CO DEL
COMMON USD 0.01
345370860
51486
3300371
SH
SOLE
3300371
0
0
FOREST LABS INC
COMMON USD 0.1
345838106
10619
115089
SH
SOLE
115089
0
0
FOREST OIL CORP
COMMON USD 0.1
346091705
87
45347
SH
SOLE
45347
0
0
FOSSIL GROUP INC
COMMON USD 0.01
34988V106
1048
8993
SH
SOLE
8993
0
0
FRANCO NEVADA CORP
COMMON
351858105
808
17562
SH
SOLE
17562
0
0
FRANKLIN RES INC
COMMON USD 0.1
354613101
3565
65793
SH
SOLE
65793
0
0
FREEPORT-MCMORAN COPPER & GO
COMMON USD 0.1
35671D857
5516
166792
SH
SOLE
166792
0
0
FRONTIER COMMUNICATIONS CORP
COMMON USD 0.25
35906A108
929
162865
SH
SOLE
162865
0
0
GAMESTOP CORP NEW
CLASS A
36467W109
820
19960
SH
SOLE
19960
0
0
GANNETT INC
COMMON USD 1
364730101
1023
37051
SH
SOLE
37051
0
0
GAP INC DEL
COMMON USD 0.05
364760108
1729
43167
SH
SOLE
43167
0
0
GARMIN LTD
COMMON USD 10
H2906T109
1107
20034
SH
SOLE
20034
0
0
GENERAL DYNAMICS CORP
COMMON USD 1
369550108
11762
107984
SH
SOLE
107984
0
0
GENERAL ELECTRIC CO
COMMON USD 0.06
369604103
118906
4592723
SH
SOLE
4592723
0
0
GENERAL GROWTH PPTYS INC NEW
UNIT USD 0.01
370023103
1869
84962
SH
SOLE
84962
0
0
GENERAL MLS INC
COMMON USD 0.1
370334104
100985
1948774
SH
SOLE
1948774
0
0
GENERAL MTRS CO
COMMON USD 0.01
37045V100
53010
1540097
SH
SOLE
1540097
0
0
GENUINE PARTS CO
COMMON USD 1
372460105
2463
28357
SH
SOLE
28357
0
0
GENWORTH FINL INC
CLASS A
37247D106
1831
103284
SH
SOLE
103284
0
0
GILDAN ACTIVEWEAR INC
COMMON
375916103
5052
100085
SH
SOLE
100085
0
0
GILEAD SCIENCES INC
1.625 MAY 01 16
375558AP8
21788
7000000
PRN
SOLE
7000000
0
0
GOLDCORP INC NEW
2.000 AUG 01 14
380956AB8
1004
1000000
PRN
SOLE
1000000
0
0
GOLDCORP INC NEW
COMMON
380956409
18539
758704
SH
SOLE
758704
0
0
GOLDMAN SACHS GROUP INC
COMMON USD 0.01
38141G104
11096
67723
SH
SOLE
67723
0
0
GOODYEAR TIRE & RUBR CO
COMMON
382550101
81655
3124943
SH
SOLE
3124943
0
0
GOOGLE INC
CLASS A
38259P508
103587
92944
SH
SOLE
92944
0
0
GRAFTECH INTL LTD
COMMON USD 0.01
384313102
135
12396
SH
SOLE
12396
0
0
GRAHAM HLDGS CO
CLASS B
384637104
545
774
SH
SOLE
774
0
0
GRAINGER W W INC
COMMON USD 0.5
384802104
2521
9978
SH
SOLE
9978
0
0
GRANITE REAL ESTATE INVT TR
COMMON
387437114
622
16883
SH
SOLE
16883
0
0
GREAT PLAINS ENERGY INC
COMMON
391164100
356
13166
SH
SOLE
13166
0
0
GROUPE CGI INC
CLASS A
39945C109
8079
261258
SH
SOLE
261258
0
0
GT ADVANCED TECHNOLOGIES INC
3.000 DEC 15 20
36191UAB2
1621
1000000
PRN
SOLE
1000000
0
0
GT ADVANCED TECHNOLOGIES INC
3.000 OCT 01 17
36191UAA4
4608
2000000
PRN
SOLE
2000000
0
0
HALLIBURTON CO
COMMON USD 2.5
406216101
7930
134664
SH
SOLE
134664
0
0
HARLEY DAVIDSON INC
COMMON USD 0.01
412822108
2389
35859
SH
SOLE
35859
0
0
HARMAN INTL INDS INC
COMMON USD 0.01
413086109
1175
11045
SH
SOLE
11045
0
0
HARRIS CORP DEL
COMMON USD 1
413875105
1364
18645
SH
SOLE
18645
0
0
HARTFORD FINL SVCS GROUP INC
COMMON USD 0.01
416515104
2744
77792
SH
SOLE
77792
0
0
HASBRO INC
COMMON USD 0.5
418056107
1056
18991
SH
SOLE
18991
0
0
HAWAIIAN HOLDINGS INC
COMMON USD 0.01
419879101
770
55170
SH
SOLE
55170
0
0
HCA HOLDINGS INC
COMMON USD 0.01
40412C101
453
8629
SH
SOLE
8629
0
0
HCI GROUP INC
COMMON
40416E103
236
6489
SH
SOLE
6489
0
0
HCP INC
COMMON USD 1
40414L109
2890
74500
SH
SOLE
74500
0
0
HEALTH CARE REIT INC
COMMON USD 1
42217K106
2816
47253
SH
SOLE
47253
0
0
HEALTHSOUTH CORP
COMMON USD 0.01
421924309
296
8252
SH
SOLE
8252
0
0
HELMERICH & PAYNE INC
COMMON USD 0.1
423452101
1885
17523
SH
SOLE
17523
0
0
HERSHEY CO
COMMON USD 1
427866108
2899
27765
SH
SOLE
27765
0
0
HEWLETT PACKARD CO
COMMON USD 0.01
428236103
10195
315058
SH
SOLE
315058
0
0
HOLLYFRONTIER CORP
COMMON USD 0.01
436106108
491
10329
SH
SOLE
10329
0
0
HOME DEPOT INC
COMMON USD 0.05
437076102
55347
699446
SH
SOLE
699446
0
0
HONEYWELL INTL INC
COMMON USD 1
438516106
14496
156277
SH
SOLE
156277
0
0
HORMEL FOODS CORP
COMMON USD 0.06
440452100
1081
21940
SH
SOLE
21940
0
0
HUDBAY MINERALS INC
COMMON
443628102
651
83205
SH
SOLE
83205
0
0
HUDSON CITY BANCORP
COMMON USD 0.01
443683107
1035
105301
SH
SOLE
105301
0
0
HUMANA INC
COMMON USD 0.17
444859102
3218
28551
SH
SOLE
28551
0
0
HUNTINGTON BANCSHARES INC
COMMON USD 0.01
446150104
1421
142566
SH
SOLE
142566
0
0
IAMGOLD CORP
COMMON
450913108
290
82411
SH
SOLE
82411
0
0
ICONIX BRAND GROUP INC
2.500 JUN 01 16
451055AE7
1363
1000000
PRN
SOLE
1000000
0
0
ILLINOIS TOOL WKS INC
COMMON USD 0.01
452308109
5324
65458
SH
SOLE
65458
0
0
IMPERIAL OIL LTD
COMMON
453038408
13808
296058
SH
SOLE
296058
0
0
INGERSOLL-RAND PLC
COMMON USD 1
G47791101
46773
817137
SH
SOLE
817137
0
0
INGRAM MICRO INC
CLASS A
457153104
206
6981
SH
SOLE
6981
0
0
INTEGRYS ENERGY GROUP INC
COMMON USD 1
45822P105
813
13622
SH
SOLE
13622
0
0
INTELIQUENT INC
COMMON
45825N107
411
28280
SH
SOLE
28280
0
0
INTERCONTINENTALEXCHANGE GRO
COMMON USD 0.01
45866F104
3663
18514
SH
SOLE
18514
0
0
INTERNATIONAL BUSINESS MACHS
COMMON USD 0.2
459200101
29631
153935
SH
SOLE
153935
0
0
INTERNATIONAL FLAVORS&FRAGRA
COMMON USD 0.13
459506101
1134
11849
SH
SOLE
11849
0
0
INTERNATIONAL GAME TECHNOLOG
COMMON
459902102
590
41980
SH
SOLE
41980
0
0
INTERPUBLIC GROUP COS INC
COMMON USD 0.1
460690100
1184
69101
SH
SOLE
69101
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INTL PAPER CO
COMMON USD 1
460146103
3281
71506
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71506
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0
INTUIT
COMMON USD 0.01
461202103
3522
45317
SH
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45317
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0
INTUITIVE SURGICAL INC
COMMON
46120E602
2724
6220
SH
SOLE
6220
0
0
INVESCO LTD
COMMON USD 0.2
G491BT108
2612
70586
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70586
0
0
IRON MTN INC
COMMON USD 0.01
462846106
766
27774
SH
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27774
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0
ISHARES
MSCI EMERG MKT
464287234
389633
9500917
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0
ITAU UNIBANCO HLDG SA
ADR
465562106
23043
1550659
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0
JABIL CIRCUIT INC
COMMON
466313103
667
37048
SH
SOLE
37048
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0
JACOBS ENGR GROUP INC DEL
COMMON USD 1
469814107
1338
21066
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21066
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0
JANUS CAP GROUP INC
COMMON USD 0.01
47102X105
220
20238
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20238
0
0
JARDEN CORP
1.875 SEP 15 18
471109AH1
2791
2000000
PRN
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2000000
0
0
JETBLUE AIRWAYS CORP
COMMON USD 0.01
477143101
409
47048
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SOLE
47048
0
0
JOHNSON & JOHNSON
COMMON USD 1
478160104
43864
446543
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446543
0
0
JONES GROUP INC
COMMON USD 0.01
48020T101
2497
166804
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166804
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0
JOY GLOBAL INC
COMMON USD 1
481165108
995
17154
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17154
0
0
JPMORGAN CHASE & CO
COMMON USD 1
46625H100
219981
3623468
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3623468
0
0
JPMORGAN CHASE & CO
WRT EXP 10/28/2
46634E114
1058
52400
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52400
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0
JUNIPER NETWORKS INC
COMMON
48203R104
2104
81662
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0
KANSAS CITY SOUTHERN
COMMON USD 0.01
485170302
1834
17965
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17965
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0
KELLOGG CO
COMMON USD 0.25
487836108
2893
46132
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SOLE
46132
0
0
KEURIG GREEN MTN INC
COMMON USD 0.1
49271M100
2367
22416
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22416
0
0
KEY ENERGY SVCS INC
COMMON USD 0.1
492914106
491
53116
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53116
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0
KEYCORP NEW
COMMON USD 1
493267108
2064
144935
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144935
0
0
KIMBERLY CLARK CORP
COMMON USD 1.25
494368103
6873
62343
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62343
0
0
KIMCO RLTY CORP
COMMON USD 0.01
49446R109
1461
66776
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66776
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0
KINDER MORGAN INC DEL
COMMON USD 0.01
49456B101
4274
131539
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131539
0
0
KINDER MORGAN INC DEL
WRT EXP 5/25/20
49456B119
126
71749
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71749
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0
KINDRED HEALTHCARE INC
COMMON USD 0.25
494580103
704
30055
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SOLE
30055
0
0
KINROSS GOLD CORP
COMMON
496902404
4572
1104157
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1104157
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0
KLA-TENCOR CORP
COMMON
482480100
1890
27335
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27335
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0
KOHLS CORP
COMMON USD 0.01
500255104
1928
33940
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33940
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0
KRAFT FOODS GROUP INC
COMMON
50076Q106
5597
99760
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99760
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0
KROGER CO
COMMON USD 1
501044101
57674
1321280
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1321280
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0
KULICKE & SOFFA INDS INC
COMMON
501242101
428
33912
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33912
0
0
L BRANDS INC
COMMON USD 0.5
501797104
2338
41188
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41188
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0
L-3 COMMUNICATIONS HLDGS INC
COMMON USD 0.01
502424104
1957
16567
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16567
0
0
LABORATORY CORP AMER HLDGS
COMMON USD 0.1
50540R409
1492
15195
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15195
0
0
LAM RESEARCH CORP
COMMON
512807108
1455
26450
SH
SOLE
26450
0
0
LAUDER ESTEE COS INC
CLASS A
518439104
2786
41650
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41650
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0
LEGG MASON INC
COMMON USD 0.1
524901105
839
17101
SH
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17101
0
0
LEGGETT & PLATT INC
COMMON USD 0.01
524660107
706
21618
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21618
0
0
LEUCADIA NATL CORP
COMMON USD 1
527288104
1402
50067
SH
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50067
0
0
LIBERTY INTERACTIVE CORP
SERIES A
53071M880
296
2271
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2271
0
0
LIFEPOINT HOSPITALS INC
COMMON USD 0.01
53219L109
528
9682
SH
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0
0
LILLY ELI & CO
COMMON
532457108
9609
163253
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163253
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0
LIN MEDIA LLC
COMMON USD 0.01
532771102
229
8627
SH
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8627
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0
LINCOLN NATL CORP IND
COMMON
534187109
2177
42972
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42972
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0
LINEAR TECHNOLOGY CORP
COMMON
535678106
2175
44665
SH
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44665
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0
LOEWS CORP
COMMON USD 0.01
540424108
2455
55738
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55738
0
0
LOGITECH INTL S A
COMMON CHF 0.25
H50430232
733
49078
SH
SOLE
49078
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0
LORILLARD INC
COMMON USD 0.01
544147101
3452
63826
SH
SOLE
63826
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0
LOWES COS INC
COMMON USD 0.5
548661107
8110
165841
SH
SOLE
165841
0
0
LSI CORPORATION
COMMON USD 0.01
502161102
3801
343395
SH
SOLE
343395
0
0
LYONDELLBASELL INDUSTRIES N
CLASS A
N53745100
6259
70372
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70372
0
0
M & T BK CORP
COMMON USD 0.5
55261F104
2879
23735
SH
SOLE
23735
0
0
MACERICH CO
UNIT USD 0.01
554382101
1497
24018
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SOLE
24018
0
0
MACYS INC
COMMON USD 0.01
55616P104
3537
59655
SH
SOLE
59655
0
0
MAGELLAN HEALTH SVCS INC
COMMON USD 0.01
559079207
383
6455
SH
SOLE
6455
0
0
MAGNA INTL INC
CLASS A SUB VT
559222401
20993
218018
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218018
0
0
MAGNACHIP SEMICONDUCTOR CORP
COMMON USD 0.01
55933J203
140
10038
SH
SOLE
10038
0
0
MANULIFE FINL CORP
COMMON
56501R106
33482
1733391
SH
SOLE
1733391
0
0
MARATHON OIL CORP
COMMON USD 1
565849106
4184
117781
SH
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117781
0
0
MARATHON PETE CORP
COMMON
56585A102
4299
49395
SH
SOLE
49395
0
0
MARSH & MCLENNAN COS INC
COMMON USD 1
571748102
24062
488069
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488069
0
0
MASCO CORP
COMMON USD 1
574599106
1200
54020
SH
SOLE
54020
0
0
MASTERCARD INC
CLASS A
57636Q104
11929
159698
SH
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159698
0
0
MATTEL INC
COMMON USD 1
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2500
62341
SH
SOLE
62341
0
0
MCCORMICK & CO INC
NON-VOTING
579780206
1751
24413
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24413
0
0
MCDONALDS CORP
COMMON USD 0.01
580135101
15288
155955
SH
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155955
0
0
MCGRAW HILL FINL INC
COMMON USD 1
580645109
23512
308156
SH
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308156
0
0
MCKESSON CORP
COMMON USD 0.01
58155Q103
6685
37863
SH
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37863
0
0
MEAD JOHNSON NUTRITION CO
COMMON USD 0.01
582839106
2711
32607
SH
SOLE
32607
0
0
MEADWESTVACO CORP
COMMON USD 0.01
583334107
1071
28448
SH
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28448
0
0
MEDICINES CO
1.375 JUN 01 17
584688AC9
611
500000
PRN
SOLE
500000
0
0
MEDTRONIC INC
COMMON USD 0.1
585055106
65749
1068397
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1068397
0
0
MERCK & CO INC NEW
COMMON USD 0.01
58933Y105
26652
469480
SH
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469480
0
0
MERITAGE HOMES CORP
1.875 SEP 15 32
59001AAR3
2126
2000000
PRN
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2000000
0
0
METHANEX CORP
COMMON
59151K108
344
5371
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5371
0
0
METLIFE INC
COMMON USD 0.01
59156R108
169898
3217757
SH
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3217757
0
0
METTLER TOLEDO INTERNATIONAL
COMMON USD 0.01
592688105
3556
15090
SH
SOLE
15090
0
0
MFA FINL INC
UNIT USD 0.01
55272X102
103
13317
SH
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13317
0
0
MGIC INVT CORP WIS
5.000 MAY 01 17
552848AD5
6934
6000000
PRN
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0
MICHAEL KORS HLDGS LTD
COMMON
G60754101
394527
4229949
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4229949
0
0
MICROCHIP TECHNOLOGY INC
COMMON
595017104
1550
32450
SH
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32450
0
0
MICRON TECHNOLOGY INC
2.375 MAY 01 32
595112AW3
10073
4000000
PRN
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4000000
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MICROSOFT CORP
COMMON
594918104
195046
4758368
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4758368
0
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MINDRAY MEDICAL INTL LTD
ADR
602675100
2179
67335
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SOLE
67335
0
0
MIRATI THERAPEUTICS INC
COMMON
60468T105
746
39115
SH
SOLE
39115
0
0
MOHAWK INDS INC
COMMON USD 0.01
608190104
1433
10538
SH
SOLE
10538
0
0
MOLINA HEALTHCARE INC
COMMON
60855R100
390
10377
SH
SOLE
10377
0
0
MOLSON COORS BREWING CO
VOTING
60871R209
1636
27796
SH
SOLE
27796
0
0
MONDELEZ INTL INC
CLASS A
609207105
9360
270908
SH
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270908
0
0
MONSANTO CO NEW
COMMON USD 0.01
61166W101
9345
82141
SH
SOLE
82141
0
0
MONSTER BEVERAGE CORP
COMMON USD 0.01
611740101
1390
20021
SH
SOLE
20021
0
0
MOODYS CORP
COMMON USD 0.01
615369105
2383
30049
SH
SOLE
30049
0
0
MORGAN STANLEY
COMMON USD 0.01
617446448
7232
232022
SH
SOLE
232022
0
0
MOSAIC CO NEW
COMMON USD 0.01
61945C103
2762
55247
SH
SOLE
55247
0
0
MOTOROLA SOLUTIONS INC
COMMON USD 0.01
620076307
2445
38029
SH
SOLE
38029
0
0
MURPHY OIL CORP
COMMON USD 1
626717102
2118
33695
SH
SOLE
33695
0
0
MYLAN INC
3.750 SEP 15 15
628530AJ6
3681
1000000
PRN
SOLE
1000000
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NABORS INDUSTRIES LTD
COMMON
G6359F103
1048
42520
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42520
0
0
NASDAQ OMX GROUP INC
COMMON USD 0.01
631103108
964
26088
SH
SOLE
26088
0
0
NATIONAL OILWELL VARCO INC
COMMON USD 0.01
637071101
5306
68138
SH
SOLE
68138
0
0
NETAPP INC
COMMON
64110D104
1992
53984
SH
SOLE
53984
0
0
NETFLIX INC
COMMON
64110L106
3350
9516
SH
SOLE
9516
0
0
NEW YORK CMNTY BANCORP INC
COMMON USD 0.01
649445103
325
20195
SH
SOLE
20195
0
0
NEWELL RUBBERMAID INC
COMMON USD 1
651229106
1569
52489
SH
SOLE
52489
0
0
NEWFIELD EXPL CO
COMMON USD 0.01
651290108
1119
35680
SH
SOLE
35680
0
0
NEWMONT MINING CORP
1.250 JUL 15 14
651639AH9
1004
1000000
PRN
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1000000
0
0
NEWMONT MINING CORP
COMMON USD 1.6
651639106
2008
85681
SH
SOLE
85681
0
0
NEWS CORP NEW
CLASS A
65249B109
17534
1018252
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1018252
0
0
NEXTERA ENERGY INC
COMMON USD 0.01
65339F101
32324
338046
SH
SOLE
338046
0
0
NIELSEN HOLDINGS N V
COMMON
N63218106
2067
46304
SH
SOLE
46304
0
0
NII HLDGS INC
COMMON
62913F201
34
28837
SH
SOLE
28837
0
0
NIKE INC
CLASS B
654106103
8596
116381
SH
SOLE
116381
0
0
NISOURCE INC
COMMON USD 0.01
65473P105
2140
60234
SH
SOLE
60234
0
0
NOBLE CORP PLC
COMMON USD 3.93
G65431101
1356
41414
SH
SOLE
41414
0
0
NOBLE ENERGY INC
COMMON USD 3.33
655044105
4085
57499
SH
SOLE
57499
0
0
NORDSTROM INC
COMMON
655664100
52360
838436
SH
SOLE
838436
0
0
NORFOLK SOUTHERN CORP
COMMON USD 1
655844108
4813
49533
SH
SOLE
49533
0
0
NORTHEAST UTILS
COMMON USD 5
664397106
2608
57323
SH
SOLE
57323
0
0
NORTHERN TR CORP
COMMON USD 1.67
665859104
2701
41198
SH
SOLE
41198
0
0
NRG ENERGY INC
COMMON USD 0.01
629377508
1827
57452
SH
SOLE
57452
0
0
NUANCE COMMUNICATIONS INC
2.750 AUG 15 27
67020YAB6
538
500000
PRN
SOLE
500000
0
0
NUCOR CORP
COMMON USD 0.4
670346105
2622
51880
SH
SOLE
51880
0
0
O REILLY AUTOMOTIVE INC NEW
COMMON USD 0.01
67103H107
2572
17333
SH
SOLE
17333
0
0
OCCIDENTAL PETE CORP DEL
COMMON USD 0.2
674599105
12289
128965
SH
SOLE
128965
0
0
OCWEN FINL CORP
COMMON USD 0.01
675746309
276
7056
SH
SOLE
7056
0
0
OM GROUP INC
COMMON USD 0.01
670872100
238
7152
SH
SOLE
7152
0
0
OMNICARE INC
3.250 DEC 15 35
681904AL2
6971
6500000
PRN
SOLE
6500000
0
0
OMNICARE INC
3.750 DEC 15 25
681904AN8
6818
3000000
PRN
SOLE
3000000
0
0
OMNICOM GROUP INC
COMMON USD 0.15
681919106
3288
45293
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SOLE
45293
0
0
ONEOK INC NEW
COMMON USD 0.01
682680103
1952
32950
SH
SOLE
32950
0
0
ORACLE CORP
COMMON USD 0.01
68389X105
22861
558822
SH
SOLE
558822
0
0
OUTERWALL INC
COMMON
690070107
641
8846
SH
SOLE
8846
0
0
OWENS ILL INC
COMMON USD 0.01
690768403
908
26848
SH
SOLE
26848
0
0
PACCAR INC
COMMON USD 1
693718108
3894
57736
SH
SOLE
57736
0
0
PALL CORP
COMMON USD 0.1
696429307
1836
20526
SH
SOLE
20526
0
0
PARKER HANNIFIN CORP
COMMON USD 0.5
701094104
5639
47102
SH
SOLE
47102
0
0
PATTERSON COMPANIES INC
COMMON USD 0.01
703395103
559
13378
SH
SOLE
13378
0
0
PATTERSON UTI ENERGY INC
COMMON USD 0.01
703481101
782
24687
SH
SOLE
24687
0
0
PAYCHEX INC
COMMON USD 0.01
704326107
2502
58740
SH
SOLE
58740
0
0
PDL BIOPHARMA INC
COMMON USD 0.01
69329Y104
257
30933
SH
SOLE
30933
0
0
PEABODY ENERGY CORP
COMMON USD 0.01
704549104
901
55167
SH
SOLE
55167
0
0
PEMBINA PIPELINE CORP
COMMON
706327103
12797
336617
SH
SOLE
336617
0
0
PENGROWTH ENERGY CORP
COMMON
70706P104
269
44459
SH
SOLE
44459
0
0
PENN VA CORP
COMMON USD 0.01
707882106
1069
61147
SH
SOLE
61147
0
0
PENN WEST PETE LTD NEW
COMMON
707887105
4510
538681
SH
SOLE
538681
0
0
PENNEY J C INC
COMMON USD 0.5
708160106
136
15759
SH
SOLE
15759
0
0
PENTAIR LTD
COMMON USD 0.17
H6169Q108
21229
267575
SH
SOLE
267575
0
0
PEOPLES UNITED FINANCIAL INC
COMMON USD 0.01
712704105
1035
69618
SH
SOLE
69618
0
0
PEPCO HOLDINGS INC
COMMON USD 0.01
713291102
1107
54075
SH
SOLE
54075
0
0
PEPSICO INC
COMMON USD 0.02
713448108
20160
241434
SH
SOLE
241434
0
0
PERKINELMER INC
COMMON USD 1
714046109
829
18390
SH
SOLE
18390
0
0
PERRIGO CO PLC
COMMON
G97822103
3371
21795
SH
SOLE
21795
0
0
PETSMART INC
COMMON
716768106
1291
18729
SH
SOLE
18729
0
0
PFIZER INC
COMMON USD 0.05
717081103
48869
1521465
SH
SOLE
1521465
0
0
PG&E CORP
COMMON
69331C108
3725
86234
SH
SOLE
86234
0
0
PHARMATHENE INC
COMMON #0171703
71714G102
2782
1520451
SH
DFND
1520451
0
0
PHH CORP
COMMON USD 0.01
693320202
802
31036
SH
SOLE
31036
0
0
PHILIP MORRIS INTL INC
COMMON
718172109
20614
251785
SH
SOLE
251785
0
0
PHILLIPS 66
COMMON
718546104
7379
95758
SH
SOLE
95758
0
0
PINNACLE WEST CAP CORP
COMMON
723484101
1343
24579
SH
SOLE
24579
0
0
PIONEER NAT RES CO
COMMON USD 0.01
723787107
4236
22637
SH
SOLE
22637
0
0
PITNEY BOWES INC
COMMON USD 1
724479100
941
36187
SH
SOLE
36187
0
0
PLUM CREEK TIMBER CO INC
COMMON USD 0.01
729251108
1213
28859
SH
SOLE
28859
0
0
PNC FINL SVCS GROUP INC
COMMON USD 5
693475105
10088
115950
SH
SOLE
115950
0
0
PNC FINL SVCS GROUP INC
WRT EXP 12/31/2
693475121
16699
707600
SH
SOLE
707600
0
0
PNM RES INC
COMMON
69349H107
249
9205
SH
SOLE
9205
0
0
POLYCOM INC
COMMON
73172K104
253
18459
SH
SOLE
18459
0
0
PORTLAND GEN ELEC CO
COMMON
736508847
225
6955
SH
SOLE
6955
0
0
PORTOLA PHARMACEUTICALS INC
COMMON
737010108
17959
693397
SH
DFND
693397
0
0
POWERSHARES QQQ TRUST
ETF
73935A104
189779
2164700
SH
SOLE
2164700
0
0
PPG INDS INC
COMMON USD 1.67
693506107
4263
22033
SH
SOLE
22033
0
0
PPL CORP
COMMON USD 0.01
69351T106
3705
111793
SH
SOLE
111793
0
0
PRAXAIR INC
COMMON USD 0.01
74005P104
6359
48555
SH
SOLE
48555
0
0
PRECISION CASTPARTS CORP
COMMON
740189105
15910
62944
SH
SOLE
62944
0
0
PRECISION DRILLING CORP
COMMON
74022D308
481
40136
SH
SOLE
40136
0
0
PRICE T ROWE GROUP INC
COMMON USD 0.2
74144T108
3468
42111
SH
SOLE
42111
0
0
PRINCIPAL FINL GROUP INC
COMMON USD 0.01
74251V102
2060
44787
SH
SOLE
44787
0
0
PROCTER & GAMBLE CO
COMMON USD 1
742718109
51374
637394
SH
SOLE
637394
0
0
PROGRESSIVE CORP OHIO
COMMON USD 1
743315103
2544
105050
SH
SOLE
105050
0
0
PROLOGIS INC
UNIT USD 0.01
74340W103
3324
81416
SH
SOLE
81416
0
0
PRUDENTIAL FINL INC
COMMON USD 0.01
744320102
6387
75450
SH
SOLE
75450
0
0
PUBLIC STORAGE
COMMON USD 0.1
74460D109
4187
24850
SH
SOLE
24850
0
0
PUBLIC SVC ENTERPRISE GROUP
COMMON
744573106
3471
91019
SH
SOLE
91019
0
0
PULTE GROUP INC
COMMON USD 0.01
745867101
1137
59251
SH
SOLE
59251
0
0
PVH CORP
COMMON USD 1
693656100
1660
13301
SH
SOLE
13301
0
0
QIAGEN NV
COMMON EUR 0.01
N72482107
1092
52091
SH
SOLE
52091
0
0
QUANTA SVCS INC
COMMON
74762E102
1309
35484
SH
SOLE
35484
0
0
QUEST DIAGNOSTICS INC
COMMON USD 0.01
74834L100
1742
30078
SH
SOLE
30078
0
0
QUESTCOR PHARMACEUTICALS INC
COMMON
74835Y101
316
4862
SH
SOLE
4862
0
0
RADIAN GROUP INC
3.000 NOV 15 17
750236AK7
5950
4000000
PRN
SOLE
4000000
0
0
RALPH LAUREN CORP
COMMON USD 0.01
751212101
1528
9494
SH
SOLE
9494
0
0
RANGE RES CORP
COMMON USD 0.01
75281A109
2213
26674
SH
SOLE
26674
0
0
RAYTHEON CO
COMMON USD 0.01
755111507
10082
102059
SH
SOLE
102059
0
0
RDA MICROELECTRONICS INC
ADR
749394102
2644
147450
SH
SOLE
147450
0
0
RED HAT INC
COMMON
756577102
1615
30476
SH
SOLE
30476
0
0
REGENERON PHARMACEUTICALS
COMMON
75886F107
204
679
SH
SOLE
679
0
0
REGIONS FINL CORP NEW
COMMON USD 0.01
7591EP100
41414
3727647
SH
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3727647
0
0
REPUBLIC AWYS HLDGS INC
COMMON
760276105
161
17664
SH
SOLE
17664
0
0
REPUBLIC SVCS INC
COMMON USD 0.01
760759100
167111
4892019
SH
SOLE
4892019
0
0
REYNOLDS AMERICAN INC
COMMON
761713106
3064
57360
SH
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57360
0
0
RITE AID CORP
COMMON USD 1
767754104
112
17901
SH
SOLE
17901
0
0
ROBERT HALF INTL INC
COMMON
770323103
940
22401
SH
SOLE
22401
0
0
ROCKWELL COLLINS INC
COMMON USD 0.01
774341101
37770
474084
SH
SOLE
474084
0
0
ROGERS COMMUNICATIONS INC
CLASS B NON-VOT
775109200
14879
358484
SH
SOLE
358484
0
0
ROPER INDS INC NEW
COMMON USD 0.01
776696106
2279
17070
SH
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17070
0
0
ROSS STORES INC
COMMON USD 0.01
778296103
2507
35022
SH
SOLE
35022
0
0
ROWAN COMPANIES PLC
COMMON USD 0.13
G7665A101
698
20727
SH
SOLE
20727
0
0
ROYAL BK CDA MONTREAL QUE
COMMON
780087102
90550
1371177
SH
SOLE
1371177
0
0
RPC INC
COMMON USD 0.1
749660106
274
13431
SH
SOLE
13431
0
0
RPX CORP
COMMON
74972G103
251
15395
SH
SOLE
15395
0
0
RYDER SYS INC
COMMON USD 0.5
783549108
1159
14499
SH
SOLE
14499
0
0
RYLAND GROUP INC
1.625 MAY 15 18
783764AQ6
4283
3000000
PRN
SOLE
3000000
0
0
SAFEWAY INC
COMMON USD 0.01
786514208
1595
43174
SH
SOLE
43174
0
0
SALESFORCE COM INC
0.750 JAN 15 15
79466LAB0
5323
2000000
PRN
SOLE
2000000
0
0
SALIX PHARMACEUTICALS INC
1.500 MAR 15 19
795435AE6
1696
1000000
PRN
SOLE
1000000
0
0
SANDERSON FARMS INC
COMMON USD 1
800013104
455
5794
SH
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5794
0
0
SANDISK CORP
1.500 AUG 15 17
80004CAD3
6598
4000000
PRN
SOLE
4000000
0
0
SCANA CORP NEW
COMMON
80589M102
1368
26655
SH
SOLE
26655
0
0
SCHEIN HENRY INC
COMMON USD 0.01
806407102
330
2767
SH
SOLE
2767
0
0
SCHLUMBERGER LTD
COMMON USD 0.01
806857108
19942
204537
SH
SOLE
204537
0
0
SCHNITZER STL INDS
COMMON USD 1
806882106
364
12622
SH
SOLE
12622
0
0
SCHWAB CHARLES CORP NEW
COMMON USD 0.01
808513105
5129
187656
SH
SOLE
187656
0
0
SCRIPPS NETWORKS INTERACT IN
CLASS A
811065101
1357
17879
SH
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17879
0
0
SEALED AIR CORP NEW
COMMON USD 0.1
81211K100
1051
31972
SH
SOLE
31972
0
0
SELECT MED HLDGS CORP
COMMON
81619Q105
279
22399
SH
SOLE
22399
0
0
SEMPRA ENERGY
COMMON
816851109
3816
39435
SH
SOLE
39435
0
0
SHAW COMMUNICATIONS INC
CLASS B NON-VOT
82028K200
8683
363010
SH
SOLE
363010
0
0
SHERWIN WILLIAMS CO
COMMON USD 1
824348106
2739
13892
SH
SOLE
13892
0
0
SIGMA ALDRICH CORP
COMMON USD 1
826552101
2033
21768
SH
SOLE
21768
0
0
SILVER WHEATON CORP
COMMON
828336107
7966
350560
SH
SOLE
350560
0
0
SIMON PPTY GROUP INC NEW
COMMON
828806109
8457
51565
SH
SOLE
51565
0
0
SL GREEN RLTY CORP
COMMON USD 0.01
78440X101
293
2911
SH
SOLE
2911
0
0
SLM CORP
COMMON USD 0.2
78442P106
1710
69860
SH
SOLE
69860
0
0
SMUCKER J M CO
COMMON
832696405
1723
17724
SH
SOLE
17724
0
0
SNAP ON INC
COMMON USD 1
833034101
1039
9156
SH
SOLE
9156
0
0
SOHU COM INC
COMMON
83408W103
229
3523
SH
SOLE
3523
0
0
SOUTHERN CO
COMMON USD 5
842587107
6550
149072
SH
SOLE
149072
0
0
SOUTHWEST AIRLS CO
COMMON USD 1
844741108
2987
126510
SH
SOLE
126510
0
0
SOUTHWESTERN ENERGY CO
COMMON USD 0.01
845467109
41417
900170
SH
SOLE
900170
0
0
SPDR SERIES TRUST
ETF
78464A730
48026
668600
SH
SOLE
668600
0
0
SPIRIT AEROSYSTEMS HLDGS INC
CLASS A
848574109
4933
175000
SH
SOLE
175000
0
0
SPRINT CORP
COMMON USD 2
85207U105
148434
16151660
SH
SOLE
16151660
0
0
ST JUDE MED INC
COMMON USD 0.1
790849103
3024
46248
SH
SOLE
46248
0
0
STANDARD PAC CORP NEW
1.250 AUG 01 32
85375CBC4
623
500000
PRN
SOLE
500000
0
0
STANLEY BLACK & DECKER INC
COMMON USD 2.5
854502101
2026
24944
SH
SOLE
24944
0
0
STAPLES INC
COMMON
855030102
1334
117644
SH
SOLE
117644
0
0
STARBUCKS CORP
COMMON
855244109
45370
618295
SH
SOLE
618295
0
0
STATE STR CORP
COMMON USD 1
857477103
4790
68877
SH
SOLE
68877
0
0
STERICYCLE INC
COMMON USD 0.01
858912108
20554
180902
SH
SOLE
180902
0
0
STONE ENERGY CORP
COMMON USD 0.01
861642106
520
12389
SH
SOLE
12389
0
0
STRYKER CORP
COMMON USD 0.1
863667101
4108
50420
SH
SOLE
50420
0
0
SUN LIFE FINL INC
COMMON
866796105
19946
575112
SH
SOLE
575112
0
0
SUNCOR ENERGY INC NEW
COMMON
867224107
73323
2096101
SH
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2096101
0
0
SUNPOWER CORP
4.750 APR 15 14
867652AC3
1219
1000000
PRN
SOLE
1000000
0
0
SUNTRUST BKS INC
COMMON USD 1
867914103
120280
3022862
SH
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3022862
0
0
SUNTRUST BKS INC
WRT EXP 11/14/2
867914111
280
50000
SH
SOLE
50000
0
0
SUNTRUST BKS INC
WRT EXP 12/31/2
867914129
434
40000
SH
SOLE
40000
0
0
SUPERIOR ENERGY SVCS INC
COMMON
868157108
408
13250
SH
SOLE
13250
0
0
SUPERVALU INC
COMMON USD 1
868536103
93
13640
SH
SOLE
13640
0
0
SWIFT ENERGY CO
COMMON USD 0.01
870738101
184
17134
SH
SOLE
17134
0
0
SYMANTEC CORP
COMMON USD 0.01
871503108
2251
112695
SH
SOLE
112695
0
0
SYNOVUS FINL CORP
COMMON USD 1
87161C105
41
12022
SH
SOLE
12022
0
0
SYSCO CORP
COMMON USD 1
871829107
3504
96988
SH
SOLE
96988
0
0
T-MOBILE US INC
COMMON
872590104
67712
2050000
SH
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2050000
0
0
TABLEAU SOFTWARE INC
COMMON
87336U105
3466
45561
SH
SOLE
45561
0
0
TAIWAN SEMICONDUCTOR MFG LTD
ADR
874039100
11514
575110
SH
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575110
0
0
TAKE-TWO INTERACTIVE SOFTWAR
1.000 JUL 01 18
874054AD1
3690
3000000
PRN
SOLE
3000000
0
0
TALISMAN ENERGY INC
COMMON
87425E103
9582
959743
SH
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959743
0
0
TARGET CORP
COMMON USD 0.08
87612E106
6460
106764
SH
SOLE
106764
0
0
TE CONNECTIVITY LTD
COMMON USD 0.2
H84989104
4025
66850
SH
SOLE
66850
0
0
TECK RESOURCES LTD
CLASS B
878742204
10122
468240
SH
SOLE
468240
0
0
TECO ENERGY INC
COMMON USD 1
872375100
950
55413
SH
SOLE
55413
0
0
TELEPHONE & DATA SYS INC
COMMON USD 0.01
879433829
434
16542
SH
SOLE
16542
0
0
TENET HEALTHCARE CORP
COMMON USD 0.05
88033G407
688
16077
SH
SOLE
16077
0
0
TERADATA CORP DEL
COMMON USD 0.01
88076W103
1276
25943
SH
SOLE
25943
0
0
TESORO CORP
COMMON USD 0.17
881609101
1153
22785
SH
SOLE
22785
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
2114
40000
SH
SOLE
40000
0
0
TEXAS INDS INC
COMMON USD 1
882491103
6273
70000
SH
SOLE
70000
0
0
TEXAS INSTRS INC
COMMON USD 1
882508104
23053
488821
SH
SOLE
488821
0
0
TEXTRON INC
COMMON USD 0.13
883203101
90712
2308783
SH
SOLE
2308783
0
0
THE ADT CORPORATION
COMMON USD 0.01
00101J106
1018
33992
SH
SOLE
33992
0
0
THERMO FISHER SCIENTIFIC INC
COMMON USD 1
883556102
168952
1405125
SH
SOLE
1405125
0
0
THOMSON REUTERS CORP
COMMON
884903105
3377
98647
SH
SOLE
98647
0
0
TIFFANY & CO NEW
COMMON USD 0.01
886547108
1575
18278
SH
SOLE
18278
0
0
TIM HORTONS INC
COMMON
88706M103
8864
160022
SH
SOLE
160022
0
0
TIM PARTICIPACOES S A
ADR
88706P205
1456
56100
SH
SOLE
56100
0
0
TIME WARNER CABLE INC
COMMON USD 0.01
88732J207
52586
383338
SH
SOLE
383338
0
0
TIME WARNER INC
COMMON USD 0.01
887317303
9377
143532
SH
SOLE
143532
0
0
TJX COS INC NEW
COMMON USD 1
872540109
6878
113399
SH
SOLE
113399
0
0
TORCHMARK CORP
COMMON USD 1
891027104
1301
16529
SH
SOLE
16529
0
0
TORONTO DOMINION BK ONT
COMMON
891160509
77866
1658197
SH
SOLE
1658197
0
0
TOTAL SYS SVCS INC
COMMON USD 0.1
891906109
1234
40586
SH
SOLE
40586
0
0
TRACTOR SUPPLY CO
COMMON USD 0.01
892356106
1606
22742
SH
SOLE
22742
0
0
TRANSALTA CORP
COMMON
89346D107
3271
281208
SH
SOLE
281208
0
0
TRANSCANADA CORP
COMMON
89353D107
34318
753798
SH
SOLE
753798
0
0
TRANSOCEAN LTD
COMMON CHF 15
H8817H100
4540
110116
SH
SOLE
110116
0
0
TRANSOCEAN LTD
COMMON USD 15
H8817H100
2286
55302
SH
SOLE
55302
0
0
TRIPADVISOR INC
COMMON
896945201
124620
1375654
SH
SOLE
1375654
0
0
TRIQUINT SEMICONDUCTOR INC
COMMON
89674K103
269
20088
SH
SOLE
20088
0
0
TWENTY FIRST CENTY FOX INC
CLASS A NON-VOT
90130A101
125730
3932745
SH
SOLE
3932745
0
0
TYCO INTERNATIONAL LTD
COMMON USD 8.3
H89128104
3180
75011
SH
SOLE
75011
0
0
TYSON FOODS INC
CLASS A
902494103
2174
49388
SH
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49388
0
0
UBS AG
COMMON CHF 0.1
H89231338
72069
3486435
SH
SOLE
3486435
0
0
UNION PAC CORP
COMMON USD 2.5
907818108
20198
107631
SH
SOLE
107631
0
0
UNIT CORP
COMMON USD 0.2
909218109
787
12036
SH
SOLE
12036
0
0
UNITED PARCEL SERVICE INC
CLASS B
911312106
11340
116450
SH
SOLE
116450
0
0
UNITED STATES STL CORP NEW
COMMON USD 1
912909108
903
32722
SH
SOLE
32722
0
0
UNITEDHEALTH GROUP INC
COMMON USD 0.01
91324P102
12926
157649
SH
SOLE
157649
0
0
UNS ENERGY CORP
COMMON
903119105
6003
100000
SH
SOLE
100000
0
0
UNUM GROUP
COMMON USD 0.1
91529Y106
1522
43099
SH
SOLE
43099
0
0
URBAN OUTFITTERS INC
COMMON
917047102
723
19816
SH
SOLE
19816
0
0
US BANCORP DEL
COMMON USD 0.01
902973304
16948
395438
SH
SOLE
395438
0
0
USANA HEALTH SCIENCES INC
COMMON
90328M107
332
4405
SH
SOLE
4405
0
0
V F CORP
COMMON USD 1
918204108
3661
59169
SH
SOLE
59169
0
0
VALEANT PHARMACEUTICALS INTL
COMMON
91911K102
37062
281262
SH
SOLE
281262
0
0
VALERO ENERGY CORP NEW
COMMON USD 0.01
91913Y100
5024
94620
SH
SOLE
94620
0
0
VARIAN MED SYS INC
COMMON USD 1
92220P105
1417
16874
SH
SOLE
16874
0
0
VENTAS INC
COMMON USD 0.25
92276F100
2905
47956
SH
SOLE
47956
0
0
VERMILION ENERGY INC
COMMON
923725105
671
10719
SH
SOLE
10719
0
0
VERTEX PHARMACEUTICALS INC
COMMON USD 0.01
92532F100
2717
38421
SH
SOLE
38421
0
0
VIACOM INC NEW
CLASS B
92553P201
122264
1438573
SH
SOLE
1438573
0
0
VIMPELCOM LTD
ADR
92719A106
55332
6127624
SH
SOLE
6127624
0
0
VIPSHOP HLDGS LTD
1.500 MAR 15 19
92763WAA1
2040
2000000
PRN
SOLE
2000000
0
0
VISA INC
CLASS A
92826C839
17167
79530
SH
SOLE
79530
0
0
VORNADO RLTY TR
COMMON USD 0.04
929042109
2908
29505
SH
SOLE
29505
0
0
VULCAN MATLS CO
COMMON USD 1
929160109
1275
19180
SH
SOLE
19180
0
0
WAL-MART STORES INC
COMMON USD 0.1
931142103
20804
272198
SH
SOLE
272198
0
0
WALGREEN CO
COMMON USD 0.08
931422109
9208
139451
SH
SOLE
139451
0
0
WATERS CORP
COMMON USD 0.01
941848103
1505
13880
SH
SOLE
13880
0
0
WELLPOINT INC
COMMON USD 0.01
94973V107
4927
49495
SH
SOLE
49495
0
0
WELLS FARGO & CO NEW
COMMON USD 1.67
949746101
181846
3655927
SH
SOLE
3655927
0
0
WELLS FARGO & CO NEW
WRT EXP 10/28/2
949746119
16452
882600
SH
SOLE
882600
0
0
WENDYS CO
COMMON USD 0.1
95058W100
102
11176
SH
SOLE
11176
0
0
WERNER ENTERPRISES INC
COMMON USD 0.01
950755108
370
14517
SH
SOLE
14517
0
0
WESTERN DIGITAL CORP
COMMON USD 0.01
958102105
157225
1712320
SH
SOLE
1712320
0
0
WESTERN REFNG INC
COMMON USD 0.01
959319104
603
15620
SH
SOLE
15620
0
0
WESTERN UN CO
COMMON USD 0.01
959802109
1461
89291
SH
SOLE
89291
0
0
WEYERHAEUSER CO
COMMON USD 1.25
962166104
2796
95259
SH
SOLE
95259
0
0
WHIRLPOOL CORP
COMMON USD 1
963320106
1887
12623
SH
SOLE
12623
0
0
WHOLE FOODS MKT INC
COMMON
966837106
3032
59783
SH
SOLE
59783
0
0
WI-LAN INC
COMMON
928972108
66
22177
SH
SOLE
22177
0
0
WILLIAMS COS INC DEL
COMMON USD 1
969457100
4329
106675
SH
SOLE
106675
0
0
WINDSTREAM HLDGS INC
COMMON
97382A101
955
115950
SH
SOLE
115950
0
0
WISCONSIN ENERGY CORP
COMMON USD 0.01
976657106
1992
42801
SH
SOLE
42801
0
0
WYNDHAM WORLDWIDE CORP
COMMON USD 0.01
98310W108
1552
21194
SH
SOLE
21194
0
0
WYNN RESORTS LTD
COMMON USD 0.01
983134107
2931
13194
SH
SOLE
13194
0
0
XCEL ENERGY INC
COMMON USD 2.5
98389B100
2762
90959
SH
SOLE
90959
0
0
XEROX CORP
COMMON USD 1
984121103
2438
215793
SH
SOLE
215793
0
0
XILINX INC
COMMON USD 0.01
983919101
2339
43105
SH
SOLE
43105
0
0
XL GROUP PLC
COMMON USD 0.01
G98290102
1406
44986
SH
SOLE
44986
0
0
XYLEM INC
COMMON
98419M100
1077
29584
SH
SOLE
29584
0
0
YAHOO INC
COMMON
984332106
4577
127506
SH
SOLE
127506
0
0
YAMANA GOLD INC
COMMON
98462Y100
6605
753087
SH
SOLE
753087
0
0
YUM BRANDS INC
COMMON
988498101
5253
69673
SH
SOLE
69673
0
0
ZILLOW INC
COMMON #0171703
98954A107
541
6138
SH
SOLE
6138
0
0
ZIMMER HLDGS INC
COMMON USD 0.01
98956P102
2840
30027
SH
SOLE
30027
0
0
ZIONS BANCORPORATION
COMMON
989701107
933
30126
SH
SOLE
30126
0
0
ZOETIS INC
COMMON USD 0.01
98978V103
45189
1561480
SH
SOLE
1561480
0
0
ZYNGA INC
COMMON
98986T108
104
24203
SH
SOLE
24203
0
0