0000903423-12-000530.txt : 20121109
0000903423-12-000530.hdr.sgml : 20121109
20121109171727
ACCESSION NUMBER: 0000903423-12-000530
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121109
DATE AS OF CHANGE: 20121109
EFFECTIVENESS DATE: 20121109
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: 121194630
BUSINESS ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: ONTARIO CANADA
STATE: A6
ZIP: M2M 4H5
BUSINESS PHONE: 4167305300
MAIL ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: ONTARIO CANADA
STATE: A6
ZIP: M2M 4H5
13F-HR
1
ont-13f_0930.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Ontario Teachers' Pension Plan Board
Address: 5650 Yonge Street
Toronto, ON M2M 4H5
Form 13F File Number: 028-10597
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this
submission.
Person Signing this Report on Behalf of Reporting Manager:
Name: Melissa Kennedy
Title: General Counsel, Corporate Secretary and Senior Vice-President,
Corporate Affairs
Phone: 416.730.7014
Signature, Place, and Date of Signing:
/s/ Melissa Kennedy Toronto, Ontario Friday November 9, 2012
Report Type (Check only one.): [X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 655
Form 13F Information Table Value Total (x$1000): 15275216
List of Other Included Managers:
No. 13F File Number Name
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
----------------------------- --------------- --------- --------- -------- --- ---- ------- ---------- ---------- --------- -------
3M CO COMMON USD 0.01 88579Y101 188080 2035053 SH SOLE 2035053
ABERCROMBIE & FITCH CO CLASS A 002896207 2464 72647 SH SOLE 72647
ACCENTURE PLC IRELAND CLASS A G1151C101 20379 291008 SH SOLE 291008
ACE LTD COMMON USD 32.2 H0023R105 297889 3940336 SH SOLE 3940336
ADOBE SYS INC COMMON 00724F101 4435 136732 SH SOLE 136732
ADVANCED MICRO DEVICES INC COMMON USD 0.01 007903107 353 104892 SH SOLE 104892
AES CORP COMMON USD 0.01 00130H105 1158 105525 SH SOLE 105525
AETNA INC NEW COMMON USD 0.01 00817Y108 2211 55824 SH SOLE 55824
AFLAC INC COMMON USD 0.1 001055102 3462 72308 SH SOLE 72308
AGILENT TECHNOLOGIES INC COMMON USD 0.01 00846U101 2086 54256 SH SOLE 54256
AGL RES INC COMMON USD 5 001204106 776 18961 SH SOLE 18961
AGNICO EAGLE MINES LTD COMMON 008474108 28562 551058 SH SOLE 551058
AIR PRODS & CHEMS INC COMMON USD 1 009158106 4611 55754 SH SOLE 55754
AIRCASTLE LTD COMMON USD 0.01 G0129K104 70246 6200000 SH SOLE 6200000
AIRGAS INC COMMON USD 0.01 009363102 1324 16088 SH SOLE 16088
AKAMAI TECHNOLOGIES INC COMMON USD 0.01 00971T101 1101 28784 SH SOLE 28784
ALCOA INC COMMON USD 1 013817101 1372 154969 SH SOLE 154969
ALEXION PHARMACEUTICALS INC COMMON 015351109 3465 30286 SH SOLE 30286
ALLEGHENY TECHNOLOGIES INC 4.250 JUN 01 14 01741RAD4 2309 2000000 PRN SOLE 2000000
ALLEGHENY TECHNOLOGIES INC COMMON USD 0.1 01741R102 2271 71190 SH SOLE 71190
ALLERGAN INC COMMON USD 0.01 018490102 4393 47974 SH SOLE 47974
ALLIANCE DATA SYSTEMS CORP COMMON USD 0.01 018581108 563 3969 SH SOLE 3969
ALLIANT TECHSYSTEMS INC 3.000 AUG 15 24 018804AK0 1033 1000000 PRN SOLE 1000000
ALLSTATE CORP COMMON USD 0.01 020002101 3211 81072 SH SOLE 81072
ALPHA NATURAL RESOURCES INC COMMON USD 0.01 02076X102 270 41161 SH SOLE 41161
ALPS ETF TR ETF 00162Q866 9942 600000 SH SOLE 600000
ALTERA CORP COMMON 021441100 1748 51404 SH SOLE 51404
ALTRIA GROUP INC COMMON USD 0.33 02209S103 9330 279415 SH SOLE 279415
AMAZON COM INC COMMON USD 0.01 023135106 21560 84777 SH SOLE 84777
AMEREN CORP COMMON USD 0.01 023608102 1808 55329 SH SOLE 55329
AMERICAN CAMPUS CMNTYS INC UNIT USD 0.01 024835100 289 6577 SH SOLE 6577
AMERICAN CAPITAL AGENCY CORP UNIT USD 0.01 02503X105 1211 35000 SH SOLE 35000
AMERICAN ELEC PWR INC COMMON USD 6.5 025537101 4079 92834 SH SOLE 92834
AMERICAN EXPRESS CO COMMON USD 0.2 025816109 8722 153393 SH SOLE 153393
AMERICAN INTL GROUP INC COMMON USD 2.5 026874784 12615 384713 SH SOLE 384713
AMERICAN TOWER CORP NEW CLASS A 03027X100 5012 70208 SH SOLE 70208
AMERIGROUP CORP COMMON USD 0.01 03073T102 8286 90626 SH SOLE 90626
AMERIPRISE FINL INC COMMON USD 0.01 03076C106 1950 34405 SH SOLE 34405
AMERISOURCEBERGEN CORP COMMON USD 0.01 03073E105 2321 59948 SH SOLE 59948
AMGEN INC 0.375 FEB 01 13 031162AQ3 2235 2000000 PRN SOLE 2000000
AMPHENOL CORP NEW CLASS A 032095101 1520 25818 SH SOLE 25818
ANADARKO PETE CORP COMMON USD 0.1 032511107 5378 76912 SH SOLE 76912
ANALOG DEVICES INC COMMON USD 0.17 032654105 2003 51133 SH SOLE 51133
ANNALY CAP MGMT INC 5.000 MAY 15 15 035710AB8 2054 2000000 PRN SOLE 2000000
AON PLC COMMON USD 1 G0408V102 2893 55335 SH SOLE 55335
APACHE CORP COMMON USD 0.63 037411105 5576 64482 SH SOLE 64482
APARTMENT INVT & MGMT CO CLASS A REIT 03748R101 540 20770 SH SOLE 20770
APOLLO GROUP INC CLASS A 037604105 532 18298 SH SOLE 18298
APPLE INC COMMON 037833100 118565 177731 SH SOLE 177731
APPLIED MATLS INC COMMON USD 0.01 038222105 20189 1808274 SH SOLE 1808274
ARCELORMITTAL SA LUXEMBOURG 5.000 MAY 15 14 03938LAK0 2050 2000000 PRN SOLE 2000000
ARCHER DANIELS MIDLAND CO 0.875 FEB 15 14 039483AW2 2011 2000000 PRN SOLE 2000000
ARCHER DANIELS MIDLAND CO COMMON 039483102 2816 103601 SH SOLE 103601
ARGO GROUP INTL HLDGS LTD COMMON USD 1 G0464B107 13635 420948 SH SOLE 420948
ARIBA INC COMMON 04033V203 11200 250000 SH SOLE 250000
ARVINMERITOR INC 4.000 FEB 15 27 043353AH4 749 1000000 PRN SOLE 1000000
ASSURANT INC COMMON USD 0.01 04621X108 475 12735 SH SOLE 12735
AUTODESK INC COMMON USD 0.01 052769106 1227 36801 SH SOLE 36801
AUTOMATIC DATA PROCESSING IN COMMON USD 0.1 053015103 4916 83803 SH SOLE 83803
AUTONATION INC COMMON USD 0.01 05329W102 296 6782 SH SOLE 6782
AUTOZONE INC COMMON USD 0.01 053332102 3018 8163 SH SOLE 8163
AVALONBAY CMNTYS INC REIT 053484101 5403 39734 SH SOLE 39734
AVERY DENNISON CORP COMMON USD 1 053611109 542 17028 SH SOLE 17028
AVIS BUDGET GROUP 3.500 OCT 01 14 053774AB1 2451 2000000 PRN SOLE 2000000
AVON PRODS INC COMMON USD 0.25 054303102 5535 347053 SH SOLE 347053
BAIDU INC ADR 056752108 6078 52000 SH SOLE 52000
BAKER HUGHES INC COMMON USD 1 057224107 4981 110127 SH SOLE 110127
BALL CORP COMMON 058498106 1475 34851 SH SOLE 34851
BANK MONTREAL QUE COMMON 063671101 118068 1999529 SH SOLE 1999529
BANK NOVA SCOTIA HALIFAX COMMON 064149107 192725 3516915 SH SOLE 3516915
BANK OF AMERICA CORPORATION COMMON USD 0.01 060505104 45520 5155097 SH SOLE 5155097
BANK OF NEW YORK MELLON CORP COMMON USD 0.01 064058100 91389 4040177 SH SOLE 4040177
BARCLAYS BANK PLC PREFERRED USD 2 06739H511 7952 310000 SH SOLE 310000
BARD C R INC COMMON USD 0.25 067383109 2169 20728 SH SOLE 20728
BARRICK GOLD CORP COMMON 067901108 239211 5729591 SH SOLE 5729591
BAXTER INTL INC COMMON USD 1 071813109 18817 312204 SH SOLE 312204
BAYTEX ENERGY CORP COMMON 07317Q105 515 10843 SH SOLE 10843
BCE INC COMMON 05534B760 29706 675818 SH SOLE 675818
BEAM INC COMMON USD 3.13 073730103 2850 49535 SH SOLE 49535
BED BATH & BEYOND INC COMMON USD 0.01 075896100 2322 36853 SH SOLE 36853
BEMIS INC COMMON USD 0.1 081437105 669 21253 SH SOLE 21253
BERKSHIRE HATHAWAY INC DEL CLASS B 084670702 30484 345625 SH SOLE 345625
BEST BUY INC COMMON USD 0.1 086516101 832 48383 SH SOLE 48383
BIG LOTS INC COMMON USD 0.01 089302103 333 11272 SH SOLE 11272
BIOGEN IDEC INC COMMON 09062X103 5682 38079 SH SOLE 38079
BLACKROCK INC COMMON USD 0.01 09247X101 3542 19863 SH SOLE 19863
BLOCK H & R INC COMMON 093671105 1879 108443 SH SOLE 108443
BMC SOFTWARE INC COMMON USD 0.01 055921100 2015 48564 SH SOLE 48564
BOEING CO COMMON USD 5 097023105 17936 257716 SH SOLE 257716
BORGWARNER INC COMMON USD 0.01 099724106 3183 46052 SH SOLE 46052
BOSTON PROPERTIES INC COMMON USD 0.01 101121101 2680 24225 SH SOLE 24225
BOSTON SCIENTIFIC CORP COMMON USD 0.01 101137107 1356 236200 SH SOLE 236200
BRIGHTCOVE INC COMMON #0171703 10921T101 799 68433 SH DEFINED 68433
BRIGHTPOINT INC COMMON USD 0.01 109473405 2467 275000 SH SOLE 275000
BRISTOL MYERS SQUIBB CO COMMON USD 0.1 110122108 9510 281778 SH SOLE 281778
BROADCOM CORP CLASS A 111320107 2696 77983 SH SOLE 77983
BROOKFIELD ASSET MGMT INC CLASS A VOTING 112585104 62220 1803816 SH SOLE 1803816
BROOKFIELD OFFICE PPTYS INC COMMON 112900105 410 24707 SH SOLE 24707
BROWN FORMAN CORP CLASS B NON-VOT 115637209 1073 16447 SH SOLE 16447
C H ROBINSON WORLDWIDE INC COMMON USD 0.1 12541W209 1563 26683 SH SOLE 26683
CA INC COMMON USD 0.1 12673P105 1625 63087 SH SOLE 63087
CABLEVISION SYS CORP COMMON USD 0.01 12686C109 540 34054 SH SOLE 34054
CABOT OIL & GAS CORP COMMON USD 0.1 127097103 1497 33343 SH SOLE 33343
CACI INTL INC 2.125 MAY 01 14 127190AD8 3354 3000000 PRN SOLE 3000000
CAMECO CORP COMMON 13321L108 24664 1267249 SH SOLE 1267249
CAMERON INTERNATIONAL CORP COMMON USD 0.01 13342B105 2169 38677 SH SOLE 38677
CAMPBELL SOUP CO COMMON USD 0.04 134429109 1790 51400 SH SOLE 51400
CANADIAN NAT RES LTD COMMON 136385101 523028 16967792 SH SOLE 16967792
CANADIAN NATL RY CO COMMON 136375102 15722 177836 SH SOLE 177836
CANADIAN PAC RY LTD COMMON 13645T100 161112 1942956 SH SOLE 1942956
CAPITAL ONE FINL CORP COMMON USD 0.01 14040H105 5119 89788 SH SOLE 89788
CAPITAL ONE FINL CORP WRT EXP 11/14/2 14040H139 3943 191600 SH SOLE 191600
CARDINAL HEALTH INC COMMON 14149Y108 2681 68795 SH SOLE 68795
CAREFUSION CORP COMMON USD 0.01 14170T101 1148 40453 SH SOLE 40453
CARMAX INC COMMON USD 0.5 143130102 1044 36896 SH SOLE 36896
CARNIVAL CORP UNIT USD 0.01 143658300 34967 959834 SH SOLE 959834
CATERPILLAR INC DEL COMMON USD 1 149123101 10160 118088 SH SOLE 118088
CBRE GROUP INC COMMON USD 0.01 12504L109 959 52069 SH SOLE 52069
CBS CORP NEW CLASS B NON-VOT 124857202 3649 100432 SH SOLE 100432
CDN IMPERIAL BK OF COMMERCE COMMON 136069101 134729 1722758 SH SOLE 1722758
CELESTICA INC SUB VTG 15101Q108 229 32010 SH SOLE 32010
CELGENE CORP COMMON USD 0.01 151020104 5269 68970 SH SOLE 68970
CEMPRA INC COMMON #0171703 15130J109 3352 449884 SH DEFINED 449884
CENOVUS ENERGY INC COMMON 15135U109 83301 2388919 SH SOLE 2388919
CENTERPOINT ENERGY INC COMMON USD 0.01 15189T107 2231 104753 SH SOLE 104753
CERNER CORP COMMON USD 0.01 156782104 1804 23313 SH SOLE 23313
CHART INDS INC 2.000 AUG 01 18 16115QAC4 165 126000 PRN SOLE 126000
CHESAPEAKE ENERGY CORP 2.500 MAY 15 37 165167BZ9 903 1000000 PRN SOLE 1000000
CHESAPEAKE ENERGY CORP COMMON USD 0.01 165167107 15844 839649 SH SOLE 839649
CHEVRON CORP NEW COMMON USD 0.75 166764100 35514 304680 SH SOLE 304680
CHIPOTLE MEXICAN GRILL INC COMMON USD 0.01 169656105 3582 11281 SH SOLE 11281
CHUBB CORP COMMON USD 1 171232101 10786 141397 SH SOLE 141397
CHURCH & DWIGHT INC COMMON USD 1 171340102 453 8386 SH SOLE 8386
CIGNA CORPORATION COMMON USD 0.25 125509109 2152 45623 SH SOLE 45623
CINCINNATI FINL CORP COMMON USD 2 172062101 2895 76439 SH SOLE 76439
CINTAS CORP COMMON 172908105 883 21321 SH SOLE 21321
CISCO SYS INC COMMON 17275R102 79533 4165103 SH SOLE 4165103
CITIGROUP INC COMMON USD 0.01 172967424 19653 600648 SH SOLE 600648
CITIZENS REPUBLIC BANCORP IN COMMON 174420307 1935 100000 SH SOLE 100000
CITRIX SYS INC COMMON 177376100 4149 54209 SH SOLE 54209
CLIFFS NATURAL RESOURCES INC COMMON USD 0.13 18683K101 895 22863 SH SOLE 22863
CLOROX CO DEL COMMON USD 1 189054109 2309 32052 SH SOLE 32052
CME GROUP INC COMMON USD 0.01 12572Q105 2978 51976 SH SOLE 51976
CMS ENERGY CORP COMMON USD 0.01 125896100 1383 58743 SH SOLE 58743
COACH INC COMMON USD 0.01 189754104 2521 45002 SH SOLE 45002
COCA COLA ENTERPRISES INC NE COMMON USD 1 19122T109 1531 48947 SH SOLE 48947
COGNIZANT TECHNOLOGY SOLUTIO COMMON USD 0.01 192446102 3329 47625 SH SOLE 47625
COLGATE PALMOLIVE CO COMMON USD 1 194162103 6908 64426 SH SOLE 64426
COLLECTIVE BRANDS INC COMMON USD 0.01 19421W100 8684 400000 SH SOLE 400000
COMCAST CORP NEW CLASS A 20030N101 26938 753627 SH SOLE 753627
COMCAST CORP NEW CLASS A NON-VOT 20030N200 5222 150000 SH SOLE 150000
COMERICA INC COMMON USD 5 200340107 999 32181 SH SOLE 32181
COMPANHIA BRASILEIRA DE DIST ADR 20440T201 8025 177905 SH SOLE 177905
COMPUTER SCIENCES CORP COMMON USD 1 205363104 798 24764 SH SOLE 24764
COMTECH TELECOMMUNICATIONS C 3.000 MAY 01 29 205826AF7 2124 2000000 PRN SOLE 2000000
CONAGRA FOODS INC COMMON USD 5 205887102 2641 95740 SH SOLE 95740
CONOCOPHILLIPS COMMON USD 0.01 20825C104 11538 201776 SH SOLE 201776
CONSOL ENERGY INC COMMON USD 0.01 20854P109 1094 36405 SH SOLE 36405
CONSOLIDATED EDISON INC COMMON 209115104 3105 51839 SH SOLE 51839
CONSTELLATION BRANDS INC COMMON USD 0.01 21036P108 3939 121751 SH SOLE 121751
COOPER INDUSTRIES PLC COMMON USD 0.01 G24140108 5833 77715 SH SOLE 77715
CORNING INC COMMON USD 0.5 219350105 13682 1040439 SH SOLE 1040439
CORRECTIONS CORP AMER NEW COMMON USD 0.01 22025Y407 3358 100400 SH SOLE 100400
COSTCO WHSL CORP NEW COMMON USD 0.01 22160K105 6144 61342 SH SOLE 61342
COVENTRY HEALTH CARE INC COMMON USD 0.01 222862104 897 21518 SH SOLE 21518
COVIDIEN PLC COMMON USD 0.2 G2554F113 9940 167279 SH SOLE 167279
CREDICORP LTD COMMON USD 5 G2519Y108 6264 50000 SH SOLE 50000
CREDIT SUISSE NASSAU BRH ETF 22542D845 475 24200 SH SOLE 24200
CROWN CASTLE INTL CORP COMMON USD 0.01 228227104 2051 32004 SH SOLE 32004
CSX CORP COMMON USD 1 126408103 194911 9393311 SH SOLE 9393311
CTRIP COM INTL LTD ADR USD 0.01 22943F100 17623 1044000 SH SOLE 1044000
CUBIST PHARMACEUTICALS INC 2.500 NOV 01 17 229678AD9 3498 2000000 PRN SOLE 2000000
CUMMINS INC COMMON USD 2.5 231021106 4182 45356 SH SOLE 45356
CVS CAREMARK CORPORATION COMMON USD 0.01 126650100 156893 3240260 SH SOLE 3240260
CYTOKINETICS INC COMMON 23282W100 208 250000 SH SOLE 250000
D R HORTON INC 2.000 MAY 15 14 23331ABB4 3285 2000000 PRN SOLE 2000000
D R HORTON INC COMMON USD 0.01 23331A109 202 9773 SH SOLE 9773
DANAHER CORP DEL COMMON USD 0.01 235851102 22982 416726 SH SOLE 416726
DARDEN RESTAURANTS INC COMMON 237194105 1191 21364 SH SOLE 21364
DAVITA INC COMMON 23918K108 1756 16948 SH SOLE 16948
DEAN FOODS CO NEW COMMON USD 0.01 242370104 518 31700 SH SOLE 31700
DEERE & CO COMMON USD 1 244199105 5071 61488 SH SOLE 61488
DELL INC COMMON USD 0.01 24702R101 10478 1063219 SH SOLE 1063219
DENBURY RES INC COMMON 247916208 1020 63128 SH SOLE 63128
DENTSPLY INTL INC NEW COMMON USD 0.01 249030107 848 22224 SH SOLE 22224
DEUTSCHE BANK AG COMMON D18190898 9265 234243 SH SOLE 234243
DEVON ENERGY CORP NEW COMMON USD 0.1 25179M103 3788 62610 SH SOLE 62610
DEVRY INC DEL COMMON USD 0.01 251893103 216 9478 SH SOLE 9478
DIAMOND OFFSHORE DRILLING IN COMMON USD 0.01 25271C102 780 11852 SH SOLE 11852
DIRECTV CLASS A 25490A309 11833 225646 SH SOLE 225646
DISCOVER FINL SVCS COMMON USD 0.01 254709108 3291 82827 SH SOLE 82827
DISCOVERY COMMUNICATNS NEW COMMON USD 0.01 25470F302 3940 70300 SH SOLE 70300
DISNEY WALT CO COMMON USD 0.01 254687106 154268 2950797 SH SOLE 2950797
DOLLAR THRIFTY AUTOMOTIVE GP COMMON USD 0.01 256743105 8693 100000 SH SOLE 100000
DOLLAR TREE INC COMMON USD 0.01 256746108 2254 46686 SH SOLE 46686
DOMINION RES INC VA NEW COMMON 25746U109 60439 1141645 SH SOLE 1141645
DONNELLEY R R & SONS CO COMMON USD 1.25 257867101 300 28268 SH SOLE 28268
DOVER CORP COMMON USD 1 260003108 3371 56673 SH SOLE 56673
DOW CHEM CO COMMON USD 2.5 260543103 81677 2820813 SH SOLE 2820813
DR PEPPER SNAPPLE GROUP INC COMMON USD 0.01 26138E109 2286 51328 SH SOLE 51328
DRYSHIPS INC. 5.000 DEC 01 14 262498AB4 416 500000 PRN SOLE 500000
DTE ENERGY CO COMMON 233331107 2167 36152 SH SOLE 36152
DU PONT E I DE NEMOURS & CO COMMON USD 0.3 263534109 5805 115481 SH SOLE 115481
DUKE ENERGY CORP NEW COMMON 26441C204 5734 88498 SH SOLE 88498
DUN & BRADSTREET CORP DEL NE COMMON USD 0.01 26483E100 605 7598 SH SOLE 7598
E M C CORP MASS COMMON USD 0.01 268648102 21864 801752 SH SOLE 801752
E TRADE FINANCIAL CORP COMMON USD 0.01 269246401 351 39936 SH SOLE 39936
EASTMAN CHEM CO COMMON USD 0.01 277432100 1392 24412 SH SOLE 24412
EATON CORP COMMON USD 0.5 278058102 3847 81384 SH SOLE 81384
EBAY INC COMMON 278642103 23723 490443 SH SOLE 490443
ECOLAB INC COMMON USD 1 278865100 626 9666 SH SOLE 9666
EDISON INTL COMMON 281020107 3105 67955 SH SOLE 67955
EDUCATION MGMT CORP NEW COMMON USD 0.01 28140M103 15398 4951080 SH SOLE 4951080
EDWARDS LIFESCIENCES CORP COMMON USD 1 28176E108 1975 18395 SH SOLE 18395
ELDORADO GOLD CORP NEW COMMON 284902103 34319 2252730 SH SOLE 2252730
ELECTRONIC ARTS INC COMMON USD 0.01 285512109 687 54170 SH SOLE 54170
EMERSON ELEC CO COMMON USD 0.5 291011104 5740 118910 SH SOLE 118910
ENBRIDGE INC COMMON 29250N105 101442 2599328 SH SOLE 2599328
ENCANA CORP COMMON 292505104 53841 2460598 SH SOLE 2460598
ENERPLUS CORP COMMON SERIES G 292766102 10704 646149 SH SOLE 646149
ENSCO PLC ADR USD 0.1 G3157S106 2047 37520 SH SOLE 37520
ENTERGY CORP NEW COMMON 29364G103 2717 39202 SH SOLE 39202
EOG RES INC COMMON USD 0.01 26875P101 4650 41497 SH SOLE 41497
EQT CORP COMMON 26884L109 1433 24295 SH SOLE 24295
EQUIFAX INC COMMON USD 1.25 294429105 875 18786 SH SOLE 18786
EQUITY RESIDENTIAL SH BEN INT USD0 29476L107 2704 47001 SH SOLE 47001
ESSEX PPTY TR INC UNIT 297178105 287 1933 SH SOLE 1933
EXELON CORP COMMON 30161N101 3886 109210 SH SOLE 109210
EXPEDIA INC DEL COMMON 30212P303 83570 1444852 SH SOLE 1444852
EXPEDITORS INTL WASH INC COMMON USD 0.01 302130109 1257 34581 SH SOLE 34581
EXPRESS SCRIPTS HLDG CO COMMON USD 0.01 30219G108 5252 83850 SH SOLE 83850
EXTERRAN HLDGS INC 4.250 JUN 15 14 30225XAA1 2264 2000000 PRN SOLE 2000000
EXXON MOBIL CORP COMMON 30231G102 122560 1340181 SH SOLE 1340181
F M C CORP COMMON USD 0.1 302491303 1195 21570 SH SOLE 21570
F5 NETWORKS INC COMMON 315616102 1319 12607 SH SOLE 12607
FAMILY DLR STORES INC COMMON USD 0.1 307000109 1759 26532 SH SOLE 26532
FASTENAL CO COMMON USD 0.01 311900104 2009 46735 SH SOLE 46735
FEDERAL REALTY INVT TR UNIT USD 0.01 313747206 293 2787 SH SOLE 2787
FEDERATED INVS INC PA CLASS B 314211103 310 14979 SH SOLE 14979
FEDEX CORP COMMON USD 0.1 31428X106 69228 818101 SH SOLE 818101
FIDELITY NATIONAL FINANCIAL COMMON 31620R105 475 22202 SH SOLE 22202
FIDELITY NATL INFORMATION SV COMMON USD 0.01 31620M106 1219 39043 SH SOLE 39043
FIFTH THIRD BANCORP COMMON 316773100 2235 144159 SH SOLE 144159
FIRST HORIZON NATL CORP COMMON USD 0.63 320517105 388 40331 SH SOLE 40331
FIRST SOLAR INC COMMON 336433107 258 11668 SH SOLE 11668
FIRSTENERGY CORP COMMON USD 0.1 337932107 2038 46207 SH SOLE 46207
FISERV INC COMMON USD 0.01 337738108 2062 27847 SH SOLE 27847
FLAGSTONE REINSURANCE HOLDIN COMMON USD 0.01 L3466T104 28057 3266277 SH SOLE 3266277
FLIR SYS INC COMMON USD 0.01 302445101 1595 79830 SH SOLE 79830
FLOWSERVE CORP COMMON USD 1.25 34354P105 1138 8911 SH SOLE 8911
FLUOR CORP NEW COMMON USD 0.01 343412102 3121 55463 SH SOLE 55463
FMC TECHNOLOGIES INC COMMON USD 0.01 30249U101 1750 37787 SH SOLE 37787
FORD MTR CO DEL COMMON USD 0.01 345370860 9527 966258 SH SOLE 966258
FOREST LABS INC COMMON USD 0.1 345838106 2207 61974 SH SOLE 61974
FOSSIL INC COMMON USD 0.01 349882100 731 8626 SH SOLE 8626
FRANCO NEVADA CORP COMMON 351858105 1587 26940 SH SOLE 26940
FRANKLIN RES INC COMMON USD 0.1 354613101 2780 22227 SH SOLE 22227
FREEPORT-MCMORAN COPPER & GO COMMON USD 0.1 35671D857 53113 1341914 SH SOLE 1341914
FRONTIER COMMUNICATIONS CORP COMMON USD 0.25 35906A108 177 36016 SH SOLE 36016
FUSION-IO INC COMMON 36112J107 1079 35640 SH DEFINED 35640
GAMESTOP CORP NEW CLASS A 36467W109 506 24090 SH SOLE 24090
GANNETT INC COMMON USD 1 364730101 660 37175 SH SOLE 37175
GAP INC DEL COMMON USD 0.05 364760108 1893 52911 SH SOLE 52911
GENERAL DYNAMICS CORP COMMON USD 1 369550108 18049 272976 SH SOLE 272976
GENERAL ELECTRIC CO COMMON USD 0.06 369604103 36739 1617743 SH SOLE 1617743
GENERAL ELECTRIC CO COMMON USD 0.06 369604103 2271 100000 SH CALL SOLE 100000
GENERAL MLS INC COMMON USD 0.1 370334104 49505 1242292 SH SOLE 1242292
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TENET HEALTHCARE CORP COMMON USD 0.05 88033G100 403 64310 SH SOLE 64310
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TERADYNE INC COMMON USD 0.13 880770102 416 29255 SH SOLE 29255
TESORO CORP COMMON USD 0.17 881609101 977 23312 SH SOLE 23312
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 45344 1095000 SH SOLE 1095000
TEXAS INSTRS INC COMMON USD 1 882508104 13813 501274 SH SOLE 501274
TEXTRON INC 4.500 MAY 01 13 883203BN0 1407 700000 PRN SOLE 700000
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THERMO FISHER SCIENTIFIC INC COMMON USD 1 883556102 111458 1894576 SH SOLE 1894576
THOMSON REUTERS CORP COMMON 884903105 28147 974511 SH SOLE 974511
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TIM HORTONS INC COMMON 88706M103 28112 540666 SH SOLE 540666
TIME WARNER CABLE INC COMMON USD 0.01 88732J207 5371 56506 SH SOLE 56506
TIME WARNER INC COMMON USD 0.01 887317303 7185 158494 SH SOLE 158494
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TORCHMARK CORP COMMON USD 1 891027104 1098 21392 SH SOLE 21392
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TRAVELERS COMPANIES INC COMMON 89417E109 14134 207057 SH SOLE 207057
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TTM TECHNOLOGIES INC 3.250 MAY 15 15 87305RAC3 2035 2000000 PRN SOLE 2000000
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TYCO INTERNATIONAL LTD COMMON USD 8.3 H89128104 4232 75231 SH SOLE 75231
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VARIAN MED SYS INC COMMON USD 1 92220P105 1114 18472 SH SOLE 18472
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VIACOM INC NEW CLASS B 92553P201 115626 2157611 SH SOLE 2157611
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WAL-MART STORES INC COMMON USD 0.1 931142103 20172 273340 SH SOLE 273340
WALGREEN CO COMMON USD 0.08 931422109 16261 446235 SH SOLE 446235
WASHINGTON POST CO CLASS B 939640108 286 788 SH SOLE 788
WATERS CORP COMMON USD 0.01 941848103 1224 14690 SH SOLE 14690
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WELLPOINT INC COMMON USD 0.01 94973V107 3009 51872 SH SOLE 51872
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WESTERN UN CO COMMON USD 0.01 959802109 4327 237498 SH SOLE 237498
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WHIRLPOOL CORP COMMON USD 1 963320106 1047 12634 SH SOLE 12634
WHOLE FOODS MKT INC COMMON 966837106 1219 12515 SH SOLE 12515
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WINDSTREAM CORP COMMON 97381W104 1396 138356 SH SOLE 138356
WISCONSIN ENERGY CORP COMMON USD 0.01 976657106 1934 51332 SH SOLE 51332
WPX ENERGY INC COMMON 98212B103 518 31252 SH SOLE 31252
WYNDHAM WORLDWIDE CORP COMMON USD 0.01 98310W108 1238 23592 SH SOLE 23592
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XCEL ENERGY INC COMMON USD 2.5 98389B100 2916 105217 SH SOLE 105217
XEROX CORP COMMON USD 1 984121103 1589 216425 SH SOLE 216425
XILINX INC 2.625 JUN 15 17 983919AF8 1314 1000000 PRN SOLE 1000000
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XL GROUP PLC COMMON USD 0.01 G98290102 1229 51151 SH SOLE 51151
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