0000903423-15-000640.txt : 20151112
0000903423-15-000640.hdr.sgml : 20151112
20151112154516
ACCESSION NUMBER: 0000903423-15-000640
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151112
DATE AS OF CHANGE: 20151112
EFFECTIVENESS DATE: 20151112
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: 151224060
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
09-30-2015
09-30-2015
false
ONTARIO TEACHERS PENSION PLAN BOARD
5650 Yonge Street
North York
Toronto
A6
M2M 4H5
13F HOLDINGS REPORT
028-10597
N
Rossana Di Lieto
Vice President and Chief Compliance Officer
4167307647
/s/ Rossana Di Lieto
Toronto
A6
11-12-2015
3
584
10878171
1
0001615167
028-16238
Classroom Investments Inc.
2
0001633119
028-16547
1829356 Ontario Ltd
3
0001625247
028-16546
1700480 ONTARIO INC
INFORMATION TABLE
2
infotable.xml
3M CO
COM
88579Y101
7130
50296
SH
SOLE
50296
0
0
51JOB INC
NOTE 3.250% 4/1
316827AC8
940
1000000
PRN
SOLE
1000000
0
0
58 COM INC
SPON ADR REP A
31680Q104
91527
1945315
SH
SOLE
1945315
0
0
AARONS INC
COM PAR $0.50
002535300
2069
57300
SH
SOLE
57300
0
0
ABBOTT LABS
COM
002824100
16145
401409
SH
SOLE
401409
0
0
ABBVIE INC
COM
00287Y109
1092
20064
SH
SOLE
20064
0
0
ACE LTD
SHS
H0023R105
149635
1447148
SH
SOLE
1447148
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
9168
547683
SH
SOLE
547683
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
710
3746
SH
SOLE
3746
0
0
AES CORP
COM
00130H105
275
28059
SH
SOLE
28059
0
0
AETNA INC NEW
COM
00817Y108
3374
30838
SH
SOLE
30838
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
1518
8879
SH
SOLE
8879
0
0
AFLAC INC
COM
001055102
7419
127634
SH
SOLE
127634
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
2097
61070
SH
SOLE
61070
0
0
AGL RES INC
COM
001204106
10686
175064
SH
SOLE
175064
0
0
AGNICO EAGLE MINES LTD
COM
008474108
1931
76542
SH
SOLE
76542
0
0
AGRIUM INC
COM
008916108
6796
76183
SH
SOLE
76183
0
0
AIR PRODS & CHEMS INC
COM
009158106
2655
20807
SH
SOLE
20807
0
0
AIRCASTLE LTD
COM
G0129K104
162552
7887029
SH
SOLE
7887029
0
0
AIRGAS INC
COM
009363102
4684
52433
SH
SOLE
52433
0
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
3081
2500000
PRN
SOLE
2500000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
23986
406744
SH
SOLE
406744
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
8649
150000
SH
SOLE
150000
0
0
ALLSTATE CORP
COM
020002101
31280
537093
SH
SOLE
537093
0
0
ALON USA ENERGY INC
NOTE 3.000% 9/1
020520AB8
1604
1200000
PRN
SOLE
1200000
0
0
ALTERA CORP
COM
021441100
13794
275441
SH
SOLE
275441
0
0
ALTRIA GROUP INC
COM
02209S103
8594
157972
SH
SOLE
157972
0
0
AMAZON COM INC
COM
023135106
304
593
SH
SOLE
593
0
0
AMEREN CORP
COM
023608102
5728
135500
SH
SOLE
135500
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
441
11352
SH
SOLE
11352
0
0
AMERICAN ELEC PWR INC
COM
025537101
7019
123452
SH
SOLE
123452
0
0
AMERICAN EXPRESS CO
COM
025816109
27416
369841
SH
SOLE
369841
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
49428
869899
SH
SOLE
869899
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
5489
62394
SH
SOLE
62394
0
0
AMERIPRISE FINL INC
COM
03076C106
2948
27011
SH
SOLE
27011
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
6820
71795
SH
SOLE
71795
0
0
AMETEK INC NEW
COM
031100100
3398
64951
SH
SOLE
64951
0
0
AMGEN INC
COM
031162100
46871
338857
SH
SOLE
338857
0
0
AMKOR TECHNOLOGY INC
COM
031652100
418
93026
SH
SOLE
93026
0
0
AMPHENOL CORP NEW
CL A
032095101
3133
61484
SH
SOLE
61484
0
0
ANADARKO PETE CORP
COM
032511107
800
13247
SH
SOLE
13247
0
0
ANALOG DEVICES INC
COM
032654105
687
12178
SH
SOLE
12178
0
0
ANTHEM INC
COM
036752103
4282
30584
SH
SOLE
30584
0
0
APACHE CORP
COM
037411105
1156
29509
SH
SOLE
29509
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
4410
119134
SH
SOLE
119134
0
0
APPLE INC
COM
037833100
186534
1691153
SH
SOLE
1691153
0
0
APPLIED MATLS INC
COM
038222105
562
38236
SH
SOLE
38236
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
4139
99850
SH
SOLE
99850
0
0
ARES CAP CORP
NOTE 5.750% 2/0
04010LAB9
1007
1000000
PRN
SOLE
1000000
0
0
ARES CAP CORP
NOTE 5.125% 6/0
04010LAD5
4050
4000000
PRN
SOLE
4000000
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
13095
274289
SH
SOLE
274289
0
0
ASHLAND INC NEW
COM
044209104
234
2330
SH
SOLE
2330
0
0
ASSURANT INC
COM
04621X108
6985
88408
SH
SOLE
88408
0
0
AT&T INC
COM
00206R102
14930
458243
SH
SOLE
458243
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
5917
73627
SH
SOLE
73627
0
0
AUTONATION INC
COM
05329W102
344
5911
SH
SOLE
5911
0
0
AUTOZONE INC
COM
053332102
6906
9541
SH
SOLE
9541
0
0
AVALONBAY CMNTYS INC
COM
053484101
6024
34459
SH
SOLE
34459
0
0
AVERY DENNISON CORP
COM
053611109
6025
106508
SH
SOLE
106508
0
0
AVON PRODS INC
COM
054303102
13325
4100000
SH
SOLE
4100000
0
0
B2GOLD CORP
NOTE 3.250%10/0
11777QAB6
1689
2000000
PRN
SOLE
2000000
0
0
BAIDU INC
SPON ADR REP A
056752108
16489
120000
SH
SOLE
120000
0
0
BAKER HUGHES INC
COM
057224107
15182
291737
SH
SOLE
291737
0
0
BALL CORP
COM
058498106
3399
54652
SH
SOLE
54652
0
0
BANK AMER CORP
COM
060505104
56347
3616631
SH
SOLE
3616631
0
0
BANK MONTREAL QUE
COM
063671101
10239
188607
SH
SOLE
188607
0
0
BANK N S HALIFAX
COM
064149107
23439
534160
SH
SOLE
534160
0
0
BANK NEW YORK MELLON CORP
COM
064058100
76863
1963302
SH
SOLE
1963302
0
0
BARD C R INC
COM
067383109
6403
34366
SH
SOLE
34366
0
0
BARRICK GOLD CORP
COM
067901108
2596
409905
SH
SOLE
409905
0
0
BAXALTA INC
COM
07177M103
2746
87146
SH
SOLE
87146
0
0
BAXTER INTL INC
COM
071813109
4055
123432
SH
SOLE
123432
0
0
BAYTEX ENERGY CORP
COM
07317Q105
76
23780
SH
SOLE
23780
0
0
BB&T CORP
COM
054937107
6312
177308
SH
SOLE
177308
0
0
BECTON DICKINSON & CO
COM
075887109
5797
43696
SH
SOLE
43696
0
0
BED BATH & BEYOND INC
COM
075896100
3714
65141
SH
SOLE
65141
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
3553
27250
SH
SOLE
27250
0
0
BEST BUY INC
COM
086516101
1249
33639
SH
SOLE
33639
0
0
BIOGEN INC
COM
09062X103
626
2146
SH
SOLE
2146
0
0
BLACKBERRY LTD
COM
09228F103
64785
10605267
SH
SOLE
10605267
0
0
BLACKROCK INC
COM
09247X101
9825
33030
SH
SOLE
33030
0
0
BLACKSTONE GROUP L P
COM UNIT LTD
09253U108
6334
200000
SH
SOLE
200000
0
0
BLOCK H & R INC
COM
093671105
2254
62253
SH
SOLE
62253
0
0
BOEING CO
COM
097023105
7818
59705
SH
SOLE
59705
0
0
BONANZA CREEK ENERGY INC
COM
097793103
5479
1346153
SH
SOLE
1346153
0
0
BORGWARNER INC
COM
099724106
305
7325
SH
SOLE
7325
0
0
BOSTON PROPERTIES INC
COM
101121101
5254
44371
SH
SOLE
44371
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
391
23814
SH
SOLE
23814
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
3073
51901
SH
SOLE
51901
0
0
BROADCOM CORP
CL A
111320107
9730
189183
SH
SOLE
189183
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
11418
364563
SH
SOLE
364563
0
0
BUNGE LIMITED
COM
G16962105
108851
1485000
SH
SOLE
1485000
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
2097
30932
SH
SOLE
30932
0
0
CA INC
COM
12673P105
5142
188359
SH
SOLE
188359
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
5050
155524
SH
SOLE
155524
0
0
CAE INC
COM
124765108
1852
175630
SH
SOLE
175630
0
0
CAMECO CORP
COM
13321L108
1473
121354
SH
SOLE
121354
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
5331
86940
SH
SOLE
86940
0
0
CANADIAN NAT RES LTD
COM
136385101
36434
1880174
SH
SOLE
1880174
0
0
CANADIAN NATL RY CO
COM
136375102
15096
267079
SH
SOLE
267079
0
0
CANADIAN PAC RY LTD
COM
13645T100
38491
269419
SH
SOLE
269419
0
0
CAPITAL ONE FINL CORP
*W EXP 11/14/201
14040H139
6074
191600
SH
SOLE
191600
0
0
CAPITAL ONE FINL CORP
COM
14040H105
136604
1883677
SH
SOLE
1883677
0
0
CARDINAL HEALTH INC
COM
14149Y108
7017
91338
SH
SOLE
91338
0
0
CAREDX INC
COM
14167L103
887
212591
SH
SOLE
212591
0
0
CARMAX INC
COM
143130102
294
4956
SH
SOLE
4956
0
0
CARNIVAL CORP
PAIRED CTF
143658300
55603
1118767
SH
SOLE
1118767
0
0
CATERPILLAR INC DEL
COM
149123101
2180
33354
SH
SOLE
33354
0
0
CBRE GROUP INC
CL A
12504L109
4819
150588
SH
SOLE
150588
0
0
CBS CORP NEW
CL B
124857202
1146
28731
SH
SOLE
28731
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
12923
180577
SH
SOLE
180577
0
0
CELGENE CORP
COM
151020104
732
6771
SH
SOLE
6771
0
0
CEMPRA INC
COM
15130J109
23285
836382
SH
SOLE
836382
0
0
CENOVUS ENERGY INC
COM
15135U109
15047
996699
SH
SOLE
996699
0
0
CENTERPOINT ENERGY INC
COM
15189T107
3450
191230
SH
SOLE
191230
0
0
CENTURYLINK INC
COM
156700106
2370
94356
SH
SOLE
94356
0
0
CERNER CORP
COM
156782104
2825
47109
SH
SOLE
47109
0
0
CF INDS HLDGS INC
COM
125269100
1152
25656
SH
SOLE
25656
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1059
144416
SH
SOLE
144416
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.750%11/1
165167BW6
53663
54239000
PRN
SOLE
54239000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167BZ9
25031
29000000
PRN
SOLE
29000000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167CA3
13059
15000000
PRN
SOLE
15000000
0
0
CHEVRON CORP NEW
COM
166764100
12246
155249
SH
SOLE
155249
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
923
1281
SH
SOLE
1281
0
0
CHUBB CORP
COM
171232101
15574
126982
SH
SOLE
126982
0
0
CIGNA CORPORATION
COM
125509109
3797
28122
SH
SOLE
28122
0
0
CIMAREX ENERGY CO
COM
171798101
379
3694
SH
SOLE
3694
0
0
CINCINNATI FINL CORP
COM
172062101
5822
108217
SH
SOLE
108217
0
0
CINTAS CORP
COM
172908105
5202
60667
SH
SOLE
60667
0
0
CISCO SYS INC
COM
17275R102
7047
268445
SH
SOLE
268445
0
0
CITIGROUP INC
COM NEW
172967424
85718
1727835
SH
SOLE
1727835
0
0
CITIZENS FINL GROUP INC
COM
174610105
4772
200000
SH
SOLE
200000
0
0
CITRIX SYS INC
COM
177376100
1671
24124
SH
SOLE
24124
0
0
CITY NATL CORP
COM
178566105
14970
170000
SH
SOLE
170000
0
0
CLECO CORP NEW
COM
12561W105
7608
142897
SH
SOLE
142897
0
0
CME GROUP INC
COM
12572Q105
11209
120866
SH
SOLE
120866
0
0
CMS ENERGY CORP
COM
125896100
5318
150575
SH
SOLE
150575
0
0
CNH INDL N V
SHS
N20944109
1562
240283
SH
SOLE
240283
0
0
COACH INC
COM
189754104
323
11177
SH
SOLE
11177
0
0
COCA COLA CO
COM
191216100
12999
323999
SH
SOLE
323999
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
5186
107267
SH
SOLE
107267
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
805
12860
SH
SOLE
12860
0
0
COLGATE PALMOLIVE CO
COM
194162103
4334
68293
SH
SOLE
68293
0
0
COMCAST CORP NEW
CL A
20030N101
65531
1152085
SH
SOLE
1152085
0
0
COMERICA INC
COM
200340107
872
21205
SH
SOLE
21205
0
0
COMPUTER SCIENCES CORP
COM
205363104
1176
19164
SH
SOLE
19164
0
0
CONAGRA FOODS INC
COM
205887102
10395
256607
SH
SOLE
256607
0
0
CONOCOPHILLIPS
COM
20825C104
5303
110564
SH
SOLE
110564
0
0
CONSOLIDATED EDISON INC
COM
209115104
6950
103961
SH
SOLE
103961
0
0
CONSTELLIUM NV
CL A
N22035104
47036
7761770
SH
SOLE
7761770
0
0
CORNING INC
COM
219350105
3280
191611
SH
SOLE
191611
0
0
COSTCO WHSL CORP NEW
COM
22160K105
7283
50375
SH
SOLE
50375
0
0
CREDICORP LTD
COM
G2519Y108
8967
84304
SH
SOLE
84304
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
2143
188115
SH
SOLE
188115
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
5674
71941
SH
SOLE
71941
0
0
CSX CORP
COM
126408103
37673
1400489
SH
SOLE
1400489
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
1175
18600
SH
SOLE
18600
0
0
CUMMINS INC
COM
231021106
2234
20578
SH
SOLE
20578
0
0
CVS HEALTH CORP
COM
126650100
8819
91410
SH
SOLE
91410
0
0
D R HORTON INC
COM
23331A109
7767
264555
SH
SOLE
264555
0
0
DANAHER CORP DEL
COM
235851102
71099
834401
SH
SOLE
834401
0
0
DARDEN RESTAURANTS INC
COM
237194105
1484
21656
SH
SOLE
21656
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
5566
76959
SH
SOLE
76959
0
0
DEALERTRACK TECHNOLOGIES INC
COM
242309102
1579
25000
SH
SOLE
25000
0
0
DEAN FOODS CO NEW
COM NEW
242370203
2055
124400
SH
SOLE
124400
0
0
DEERE & CO
COM
244199105
5583
75446
SH
SOLE
75446
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
3802
50000
SH
SOLE
50000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1387
30915
SH
SOLE
30915
0
0
DENTSPLY INTL INC NEW
COM
249030107
5460
107970
SH
SOLE
107970
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
21029
782662
SH
SOLE
782662
0
0
DEVON ENERGY CORP NEW
COM
25179M103
65009
1752748
SH
SOLE
1752748
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
347
20039
SH
SOLE
20039
0
0
DISCOVER FINL SVCS
COM
254709108
5686
109363
SH
SOLE
109363
0
0
DISNEY WALT CO
COM DISNEY
254687106
152557
1492734
SH
SOLE
1492734
0
0
DOLLAR GEN CORP NEW
COM
256677105
1684
23241
SH
SOLE
23241
0
0
DOLLAR TREE INC
COM
256746108
5529
82950
SH
SOLE
82950
0
0
DOMINION RES INC VA NEW
COM
25746U109
12946
183950
SH
SOLE
183950
0
0
DOVER CORP
COM
260003108
298
5217
SH
SOLE
5217
0
0
DOW CHEM CO
COM
260543103
83333
1965407
SH
SOLE
1965407
0
0
DTE ENERGY CO
COM
233331107
6009
74772
SH
SOLE
74772
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
4022
83445
SH
SOLE
83445
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
7519
104512
SH
SOLE
104512
0
0
DUKE REALTY CORP
COM NEW
264411505
210
11043
SH
SOLE
11043
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
2594
24706
SH
SOLE
24706
0
0
E M C CORP MASS
COM
268648102
4564
188895
SH
SOLE
188895
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
486
18440
SH
SOLE
18440
0
0
EBAY INC
COM
278642103
1960
80180
SH
SOLE
80180
0
0
ECOLAB INC
COM
278865100
5304
48339
SH
SOLE
48339
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
4421
54180
SH
SOLE
54180
0
0
EDISON INTL
COM
281020107
6568
104142
SH
SOLE
104142
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1861
13090
SH
SOLE
13090
0
0
ELDORADO GOLD CORP NEW
COM
284902103
685
214631
SH
SOLE
214631
0
0
ELECTRONIC ARTS INC
NOTE 0.750% 7/1
285512AA7
4196
2000000
PRN
SOLE
2000000
0
0
EMERSON ELEC CO
COM
291011104
4097
92745
SH
SOLE
92745
0
0
ENBRIDGE INC
COM
29250N105
16323
441673
SH
SOLE
441673
0
0
ENCANA CORP
COM
292505104
45806
7149253
SH
SOLE
7149253
0
0
ENTERGY CORP NEW
COM
29364G103
5788
88908
SH
SOLE
88908
0
0
EOG RES INC
COM
26875P101
39952
548785
SH
SOLE
548785
0
0
EQUIFAX INC
COM
294429105
6561
67515
SH
SOLE
67515
0
0
EQUINIX INC
COM PAR $0.001
29444U700
209
765
SH
SOLE
765
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
6246
83143
SH
SOLE
83143
0
0
ESSEX PPTY TR INC
COM
297178105
5725
25625
SH
SOLE
25625
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
5024
100000
SH
SOLE
100000
0
0
EVERSOURCE ENERGY
COM
30040W108
6405
126536
SH
SOLE
126536
0
0
EXELON CORP
COM
30161N101
2100
70714
SH
SOLE
70714
0
0
EXPEDITORS INTL WASH INC
COM
302130109
6145
130609
SH
SOLE
130609
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
6817
84198
SH
SOLE
84198
0
0
EXXON MOBIL CORP
COM
30231G102
21076
283475
SH
SOLE
283475
0
0
F M C CORP
COM NEW
302491303
893
26334
SH
SOLE
26334
0
0
F5 NETWORKS INC
COM
315616102
1149
9926
SH
SOLE
9926
0
0
FACEBOOK INC
CL A
30303M102
1141
12691
SH
SOLE
12691
0
0
FACTSET RESH SYS INC
COM
303075105
326
2043
SH
SOLE
2043
0
0
FASTENAL CO
COM
311900104
721
19692
SH
SOLE
19692
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
317
2326
SH
SOLE
2326
0
0
FEDEX CORP
COM
31428X106
5769
40069
SH
SOLE
40069
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
1780
137367
SH
SOLE
137367
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
5983
89185
SH
SOLE
89185
0
0
FIFTH THIRD BANCORP
COM
316773100
5300
280301
SH
SOLE
280301
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
72499
1155000
SH
SOLE
1155000
0
0
FIRSTENERGY CORP
COM
337932107
3661
116936
SH
SOLE
116936
0
0
FISERV INC
COM
337738108
7282
84078
SH
SOLE
84078
0
0
FLIR SYS INC
COM
302445101
2142
76513
SH
SOLE
76513
0
0
FLOWSERVE CORP
COM
34354P105
15241
370476
SH
SOLE
370476
0
0
FLUOR CORP NEW
COM
343412102
514
12130
SH
SOLE
12130
0
0
FMC TECHNOLOGIES INC
COM
30249U101
309
9964
SH
SOLE
9964
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
13453
991370
SH
SOLE
991370
0
0
FRANCO NEVADA CORP
COM
351858105
2514
57155
SH
SOLE
57155
0
0
FRANKLIN RES INC
COM
354613101
4870
130692
SH
SOLE
130692
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
798
82321
SH
SOLE
82321
0
0
FREESCALE SEMICONDUCTOR LTD
SHS
G3727Q101
5240
143244
SH
SOLE
143244
0
0
GAMESTOP CORP NEW
CL A
36467W109
799
19381
SH
SOLE
19381
0
0
GAP INC DEL
COM
364760108
1657
58127
SH
SOLE
58127
0
0
GARMIN LTD
SHS
H2906T109
433
12062
SH
SOLE
12062
0
0
GENERAL DYNAMICS CORP
COM
369550108
7547
54708
SH
SOLE
54708
0
0
GENERAL ELECTRIC CO
COM
369604103
30193
1197183
SH
SOLE
1197183
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
5466
210460
SH
SOLE
210460
0
0
GENERAL MLS INC
COM
370334104
48970
872437
SH
SOLE
872437
0
0
GENERAL MTRS CO
COM
37045V100
39097
1302352
SH
SOLE
1302352
0
0
GENUINE PARTS CO
COM
372460105
5671
68412
SH
SOLE
68412
0
0
GENWORTH FINL INC
COM CL A
37247D106
521
112799
SH
SOLE
112799
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
5029
167397
SH
SOLE
167397
0
0
GILEAD SCIENCES INC
COM
375558103
53571
545582
SH
SOLE
545582
0
0
GILEAD SCIENCES INC
NOTE 1.625% 5/0
375558AP8
10739
2500000
PRN
SOLE
2500000
0
0
GOLDCORP INC NEW
COM
380956409
3297
264189
SH
SOLE
264189
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
206780
1190032
SH
SOLE
1190032
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
76827
2619401
SH
SOLE
2619401
0
0
GOOGLE INC
CL C
38259P706
66314
108993
SH
SOLE
108993
0
0
GOOGLE INC
CL A
38259P508
39085
61226
SH
SOLE
61226
0
0
GRAINGER W W INC
COM
384802104
5595
26022
SH
SOLE
26022
0
0
GROUPE CGI INC
CL A SUB VTG
39945C109
6079
168566
SH
SOLE
168566
0
0
GRUPO AVAL ACCIONES Y VALORE
SPONSORED ADS
40053W101
7660
1000000
SH
SOLE
1000000
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
1780
34500
SH
SOLE
34500
0
0
HALCON RES CORP
COM NEW
40537Q209
28
52215
SH
SOLE
52215
0
0
HALLIBURTON CO
COM
406216101
1154
32647
SH
SOLE
32647
0
0
HANESBRANDS INC
COM
410345102
329
11362
SH
SOLE
11362
0
0
HARLEY DAVIDSON INC
COM
412822108
2361
43005
SH
SOLE
43005
0
0
HARMAN INTL INDS INC
COM
413086109
213
2224
SH
SOLE
2224
0
0
HARRIS CORP DEL
COM
413875105
4059
55488
SH
SOLE
55488
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
6975
152361
SH
SOLE
152361
0
0
HASBRO INC
COM
418056107
515
7140
SH
SOLE
7140
0
0
HCA HOLDINGS INC
COM
40412C101
1223
15804
SH
SOLE
15804
0
0
HCP INC
COM
40414L109
5549
148977
SH
SOLE
148977
0
0
HELMERICH & PAYNE INC
COM
423452101
4883
103329
SH
SOLE
103329
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
264
15789
SH
SOLE
15789
0
0
HESS CORP
COM
42809H107
1582
31606
SH
SOLE
31606
0
0
HEWLETT PACKARD CO
COM
428236103
3242
126606
SH
SOLE
126606
0
0
HOME DEPOT INC
COM
437076102
22334
193381
SH
SOLE
193381
0
0
HONEYWELL INTL INC
COM
438516106
6628
70002
SH
SOLE
70002
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
1305
82530
SH
SOLE
82530
0
0
HUDSON CITY BANCORP
COM
443683107
3384
332718
SH
SOLE
332718
0
0
HUMANA INC
COM
444859102
1506
8416
SH
SOLE
8416
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1569
21977
SH
SOLE
21977
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
6055
571205
SH
SOLE
571205
0
0
IDEX CORP
COM
45167R104
2424
34000
SH
SOLE
34000
0
0
ILLINOIS TOOL WKS INC
COM
452308109
5966
72482
SH
SOLE
72482
0
0
IMPERIAL OIL LTD
COM NEW
453038408
4336
137480
SH
SOLE
137480
0
0
INC RESH HLDGS INC
CL A
45329R109
588191
14704774
SH
SOLE
14704774
0
0
INGERSOLL-RAND PLC
SHS
G47791101
11423
225000
SH
SOLE
225000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
6227
26501
SH
SOLE
26501
0
0
INTERDIGITAL INC
NOTE 2.500% 3/1
458660AB3
6208
6000000
PRN
SOLE
6000000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
9155
63149
SH
SOLE
63149
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1098
10635
SH
SOLE
10635
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
3116
162876
SH
SOLE
162876
0
0
INTL PAPER CO
COM
460146103
4537
120064
SH
SOLE
120064
0
0
INTUIT
COM
461202103
5503
62009
SH
SOLE
62009
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
1143
2487
SH
SOLE
2487
0
0
IRON MTN INC NEW
COM
46284V101
1224
39454
SH
SOLE
39454
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
239652
7310917
SH
SOLE
7310917
0
0
ISHARES TR
MSCI INDIA ETF
46429B598
23499
822500
SH
SOLE
822500
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
6355
58200
SH
SOLE
58200
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
10109
285000
SH
SOLE
285000
0
0
JD COM INC
SPON ADR CL A
47215P106
251479
9650000
SH
SOLE
9650000
0
0
JOHNSON & JOHNSON
COM
478160104
11081
118707
SH
SOLE
118707
0
0
JOHNSON CTLS INC
COM
478366107
888
21475
SH
SOLE
21475
0
0
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
3374
169450
SH
SOLE
169450
0
0
JPMORGAN CHASE & CO
COM
46625H100
72584
1190486
SH
SOLE
1190486
0
0
JUNIPER NETWORKS INC
COM
48203R104
489
19028
SH
SOLE
19028
0
0
KEURIG GREEN MTN INC
COM
49271M100
2042
39164
SH
SOLE
39164
0
0
KEYCORP NEW
COM
493267108
2489
191326
SH
SOLE
191326
0
0
KIMCO RLTY CORP
COM
49446R109
4615
188920
SH
SOLE
188920
0
0
KINDER MORGAN INC DEL
COM
49456B101
2407
86953
SH
SOLE
86953
0
0
KINDER MORGAN INC DEL
*W EXP 05/25/201
49456B119
66
71749
SH
SOLE
71749
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
689
397882
SH
SOLE
397882
0
0
KKR & CO L P DEL
COM UNITS
48248M102
3356
200000
SH
SOLE
200000
0
0
KLA-TENCOR CORP
COM
482480100
1773
35463
SH
SOLE
35463
0
0
KOHLS CORP
COM
500255104
1104
23834
SH
SOLE
23834
0
0
KROGER CO
COM
501044101
8021
222363
SH
SOLE
222363
0
0
L BRANDS INC
COM
501797104
6702
74354
SH
SOLE
74354
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
1613
15435
SH
SOLE
15435
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2972
27402
SH
SOLE
27402
0
0
LAM RESEARCH CORP
COM
512807108
353
5410
SH
SOLE
5410
0
0
LAUDER ESTEE COS INC
CL A
518439104
8276
102576
SH
SOLE
102576
0
0
LEGG MASON INC
COM
524901105
1961
47135
SH
SOLE
47135
0
0
LEGGETT & PLATT INC
COM
524660107
6797
164776
SH
SOLE
164776
0
0
LENNAR CORP
CL A
526057104
5637
117125
SH
SOLE
117125
0
0
LEUCADIA NATL CORP
COM
527288104
2054
101389
SH
SOLE
101389
0
0
LILLY ELI & CO
COM
532457108
6341
75762
SH
SOLE
75762
0
0
LINCOLN NATL CORP IND
COM
534187109
5469
115237
SH
SOLE
115237
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
4311
106828
SH
SOLE
106828
0
0
LOEWS CORP
COM
540424108
5654
156457
SH
SOLE
156457
0
0
LOWES COS INC
COM
548661107
7426
107755
SH
SOLE
107755
0
0
M & T BK CORP
COM
55261F104
6042
49547
SH
SOLE
49547
0
0
MACERICH CO
COM
554382101
1788849
23286237
SH
SOLE
23286237
0
0
MACYS INC
COM
55616P104
1715
33416
SH
SOLE
33416
0
0
MAGNA INTL INC
COM
559222401
51288
1074246
SH
SOLE
1074246
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
6394
100000
SH
SOLE
100000
0
0
MANULIFE FINL CORP
COM
56501R106
29739
1931747
SH
SOLE
1931747
0
0
MARATHON OIL CORP
COM
565849106
1292
83908
SH
SOLE
83908
0
0
MARATHON PETE CORP
COM
56585A102
2554
55117
SH
SOLE
55117
0
0
MARSH & MCLENNAN COS INC
COM
571748102
17307
331434
SH
SOLE
331434
0
0
MASCO CORP
COM
574599106
3357
133325
SH
SOLE
133325
0
0
MASTERCARD INC
CL A
57636Q104
3676
40790
SH
SOLE
40790
0
0
MBIA INC
COM
55262C100
366
60267
SH
SOLE
60267
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
8565
104219
SH
SOLE
104219
0
0
MCDONALDS CORP
COM
580135101
8479
86050
SH
SOLE
86050
0
0
MCGRAW HILL FINL INC
COM
580645109
27919
322768
SH
SOLE
322768
0
0
MCKESSON CORP
COM
58155Q103
6227
33656
SH
SOLE
33656
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
5293
75178
SH
SOLE
75178
0
0
MEDICINES CO
DBCV 1.375% 6/0
584688AC9
728
500000
PRN
SOLE
500000
0
0
MEDNAX INC
COM
58502B106
287
3733
SH
SOLE
3733
0
0
MEDTRONIC PLC
SHS
G5960L103
82253
1228756
SH
SOLE
1228756
0
0
MERCK & CO INC NEW
COM
58933Y105
8310
168248
SH
SOLE
168248
0
0
MERITAGE HOMES CORP
NOTE 1.875% 9/1
59001AAR3
2024
2000000
PRN
SOLE
2000000
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
3834
2830000
PRN
SOLE
2830000
0
0
METLIFE INC
COM
59156R108
147532
3128993
SH
SOLE
3128993
0
0
MGIC INVT CORP WIS
COM
552848103
3704
400000
SH
SOLE
400000
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
531
12569
SH
SOLE
12569
0
0
MICRON TECHNOLOGY INC
COM
595112103
45198
3017202
SH
SOLE
3017202
0
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
1627
1000000
PRN
SOLE
1000000
0
0
MICROSOFT CORP
COM
594918104
199866
4515721
SH
SOLE
4515721
0
0
MINDRAY MEDICAL INTL LTD
SPON ADR
602675100
12845
587335
SH
SOLE
587335
0
0
MOHAWK INDS INC
COM
608190104
4570
25140
SH
SOLE
25140
0
0
MONDELEZ INTL INC
CL A
609207105
11302
269936
SH
SOLE
269936
0
0
MONSANTO CO NEW
COM
61166W101
58164
681557
SH
SOLE
681557
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
5692
42116
SH
SOLE
42116
0
0
MOODYS CORP
COM
615369105
6199
63128
SH
SOLE
63128
0
0
MORGAN STANLEY
COM NEW
617446448
13017
413234
SH
SOLE
413234
0
0
MOSAIC CO NEW
COM
61945C103
4230
135964
SH
SOLE
135964
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
6279
91825
SH
SOLE
91825
0
0
MURPHY OIL CORP
COM
626717102
604
24969
SH
SOLE
24969
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
4725
500000
SH
SOLE
500000
0
0
NASDAQ INC
COM
631103108
3071
57592
SH
SOLE
57592
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1219
32370
SH
SOLE
32370
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
208
5748
SH
SOLE
5748
0
0
NAVIENT CORP
COM
63938C108
1431
127276
SH
SOLE
127276
0
0
NETAPP INC
COM
64110D104
1307
44161
SH
SOLE
44161
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
311
17222
SH
SOLE
17222
0
0
NEWFIELD EXPL CO
COM
651290108
528
16051
SH
SOLE
16051
0
0
NEWMONT MINING CORP
COM
651639106
699
43519
SH
SOLE
43519
0
0
NEWS CORP NEW
CL A
65249B109
7829
620404
SH
SOLE
620404
0
0
NEXTERA ENERGY INC
COM
65339F101
32497
333127
SH
SOLE
333127
0
0
NIKE INC
CL B
654106103
5660
46025
SH
SOLE
46025
0
0
NISOURCE INC
COM
65473P105
791
42664
SH
SOLE
42664
0
0
NOBLE ENERGY INC
COM
655044105
84028
2784227
SH
SOLE
2784227
0
0
NORDSTROM INC
COM
655664100
13945
194466
SH
SOLE
194466
0
0
NORFOLK SOUTHERN CORP
COM
655844108
7283
95322
SH
SOLE
95322
0
0
NORTHERN TR CORP
COM
665859104
4827
70812
SH
SOLE
70812
0
0
NRG ENERGY INC
COM NEW
629377508
742
49964
SH
SOLE
49964
0
0
NUCOR CORP
COM
670346105
830
22106
SH
SOLE
22106
0
0
NVIDIA CORP
COM
67066G104
539
21875
SH
SOLE
21875
0
0
NVR INC
COM
62944T105
4475
2934
SH
SOLE
2934
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
5214
20855
SH
SOLE
20855
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
2745
41501
SH
SOLE
41501
0
0
OM GROUP INC
COM
670872100
3289
100000
SH
SOLE
100000
0
0
OMNICOM GROUP INC
COM
681919106
5247
79617
SH
SOLE
79617
0
0
ORACLE CORP
COM
68389X105
5450
150886
SH
SOLE
150886
0
0
OWENS CORNING NEW
COM
690742101
3898
93000
SH
SOLE
93000
0
0
PACCAR INC
COM
693718108
3168
60723
SH
SOLE
60723
0
0
PANDORA MEDIA INC
COM
698354107
49082
2300000
SH
SOLE
2300000
0
0
PARKER HANNIFIN CORP
COM
701094104
1367
14047
SH
SOLE
14047
0
0
PATTERSON COMPANIES INC
COM
703395103
5303
122614
SH
SOLE
122614
0
0
PATTERSON UTI ENERGY INC
COM
703481101
5300
403330
SH
SOLE
403330
0
0
PAYCHEX INC
COM
704326107
6468
135806
SH
SOLE
135806
0
0
PAYPAL HLDGS INC
COM
70450Y103
312
10052
SH
SOLE
10052
0
0
PEMBINA PIPELINE CORP
COM
706327103
2641
110255
SH
SOLE
110255
0
0
PENN WEST PETE LTD NEW
COM
707887105
210
453890
SH
SOLE
453890
0
0
PENTAIR PLC
SHS
G7S00T104
25265
495000
SH
SOLE
495000
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
6385
405930
SH
SOLE
405930
0
0
PEPCO HOLDINGS INC
COM
713291102
2842
117349
SH
SOLE
117349
0
0
PEPSICO INC
COM
713448108
13144
139386
SH
SOLE
139386
0
0
PERKINELMER INC
COM
714046109
5456
118709
SH
SOLE
118709
0
0
PERRIGO CO PLC
SHS
G97822103
2359
15000
SH
SOLE
15000
0
0
PFIZER INC
COM
717081103
61200
1948425
SH
SOLE
1948425
0
0
PG&E CORP
COM
69331C108
6634
125649
SH
SOLE
125649
0
0
PHARMATHENE INC
COM
71714G102
2022
1520451
SH
SOLE
1520451
0
0
PHILLIPS 66
COM
718546104
3693
48057
SH
SOLE
48057
0
0
PINNACLE FOODS INC DEL
COM
72348P104
2153
51400
SH
SOLE
51400
0
0
PINNACLE WEST CAP CORP
COM
723484101
6329
98675
SH
SOLE
98675
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
32723
2586792
SH
SOLE
2586792
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
5006
126697
SH
SOLE
126697
0
0
PNC FINL SVCS GROUP INC
COM
693475105
7755
86943
SH
SOLE
86943
0
0
PNC FINL SVCS GROUP INC
*W EXP 12/31/201
693475121
17251
707600
SH
SOLE
707600
0
0
POTASH CORP SASK INC
COM
73755L107
7509
367039
SH
SOLE
367039
0
0
PPG INDS INC
COM
693506107
5045
57530
SH
SOLE
57530
0
0
PPL CORP
COM
69351T106
6478
196948
SH
SOLE
196948
0
0
PRAXAIR INC
COM
74005P104
56241
552142
SH
SOLE
552142
0
0
PRECISION CASTPARTS CORP
COM
740189105
111110
483697
SH
SOLE
483697
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
3685
1000000
SH
SOLE
1000000
0
0
PRICE T ROWE GROUP INC
COM
74144T108
6061
87209
SH
SOLE
87209
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
2128
44952
SH
SOLE
44952
0
0
PROCTER & GAMBLE CO
COM
742718109
47053
654053
SH
SOLE
654053
0
0
PROGRESSIVE CORP OHIO
COM
743315103
7141
233076
SH
SOLE
233076
0
0
PROLOGIS INC
COM
74340W103
5377
138218
SH
SOLE
138218
0
0
PRUDENTIAL FINL INC
COM
744320102
10832
142136
SH
SOLE
142136
0
0
PUBLIC STORAGE
COM
74460D109
7181
33934
SH
SOLE
33934
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
4201
99639
SH
SOLE
99639
0
0
PULTE GROUP INC
COM
745867101
8076
427965
SH
SOLE
427965
0
0
QIAGEN NV
REG SHS
N72482107
1256
48840
SH
SOLE
48840
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
3600
58561
SH
SOLE
58561
0
0
RADIAN GROUP INC
COM
750236101
2673
168000
SH
SOLE
168000
0
0
RADIAN GROUP INC
NOTE 3.000%11/1
750236AK7
2584
1780000
PRN
SOLE
1780000
0
0
RALPH LAUREN CORP
CL A
751212101
1282
10846
SH
SOLE
10846
0
0
RAYONIER INC
COM
754907103
1874
84900
SH
SOLE
84900
0
0
RAYTHEON CO
COM NEW
755111507
6304
57697
SH
SOLE
57697
0
0
REALTY INCOME CORP
COM
756109104
2810
59287
SH
SOLE
59287
0
0
RED HAT INC
COM
756577102
330
4593
SH
SOLE
4593
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
287
618
SH
SOLE
618
0
0
REGIONS FINL CORP NEW
COM
7591EP100
41619
4619158
SH
SOLE
4619158
0
0
REPUBLIC SVCS INC
COM
760759100
11701
283996
SH
SOLE
283996
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
326
9100
SH
SOLE
9100
0
0
REYNOLDS AMERICAN INC
COM
761713106
6755
152587
SH
SOLE
152587
0
0
RITE AID CORP
COM
767754104
1761
290194
SH
SOLE
290194
0
0
ROBERT HALF INTL INC
COM
770323103
5271
103035
SH
SOLE
103035
0
0
ROCKWELL AUTOMATION INC
COM
773903109
1075
10593
SH
SOLE
10593
0
0
ROCKWELL COLLINS INC
COM
774341101
5612
68575
SH
SOLE
68575
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
8654
252341
SH
SOLE
252341
0
0
ROPER TECHNOLOGIES INC
COM
776696106
5754
36718
SH
SOLE
36718
0
0
ROSS STORES INC
COM
778296103
4029
83124
SH
SOLE
83124
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
26098
474176
SH
SOLE
474176
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
2762
2000000
PRN
SOLE
2000000
0
0
SANDISK CORP
NOTE 1.500% 8/1
80004CAD3
3094
2500000
PRN
SOLE
2500000
0
0
SCANA CORP NEW
COM
80589M102
5685
101048
SH
SOLE
101048
0
0
SCHEIN HENRY INC
COM
806407102
3001
22608
SH
SOLE
22608
0
0
SCHLUMBERGER LTD
COM
806857108
2282
33087
SH
SOLE
33087
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
521
18226
SH
SOLE
18226
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
3811
77485
SH
SOLE
77485
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
90850
2300000
SH
SOLE
2300000
0
0
SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
78151
1180000
SH
SOLE
1180000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
11897
525000
SH
SOLE
525000
0
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
12121
280000
SH
SOLE
280000
0
0
SEMPRA ENERGY
COM
816851109
5557
57455
SH
SOLE
57455
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
6075
315204
SH
SOLE
315204
0
0
SHERWIN WILLIAMS CO
COM
824348106
4872
21870
SH
SOLE
21870
0
0
SILVER WHEATON CORP
COM
828336107
1797
150229
SH
SOLE
150229
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
9148
49792
SH
SOLE
49792
0
0
SINA CORP
NOTE 1.000%12/0
82922RAD5
2831
3000000
PRN
SOLE
3000000
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
448
5316
SH
SOLE
5316
0
0
SL GREEN RLTY CORP
COM
78440X101
2893
26746
SH
SOLE
26746
0
0
SMITH A O
COM
831865209
3768
57800
SH
SOLE
57800
0
0
SNAP ON INC
COM
833034101
9724
64425
SH
SOLE
64425
0
0
SORRENTO THERAPEUTICS INC
COM NEW
83587F202
181
21538
SH
SOLE
21538
0
0
SOUTHERN CO
COM
842587107
7612
170297
SH
SOLE
170297
0
0
SOUTHWEST AIRLS CO
COM
844741108
1640
43111
SH
SOLE
43111
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
52094
4105128
SH
SOLE
4105128
0
0
SPDR SERIES TRUST
S&P HOMEBUILD
78464A888
11640
340045
SH
SOLE
340045
0
0
SPRINGLEAF HLDGS INC
COM
85172J101
10418
238300
SH
SOLE
238300
0
0
SPRINT CORP
COM SER 1
85207U105
140686
36636849
SH
SOLE
36636849
0
0
SPROUTS FMRS MKT INC
COM
85208M102
1315
62300
SH
SOLE
62300
0
0
ST JUDE MED INC
COM
790849103
4019
63708
SH
SOLE
63708
0
0
STANLEY BLACK & DECKER INC
COM
854502101
9808
101134
SH
SOLE
101134
0
0
STAPLES INC
COM
855030102
840
71631
SH
SOLE
71631
0
0
STARBUCKS CORP
COM
855244109
8405
147869
SH
SOLE
147869
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
318
4790
SH
SOLE
4790
0
0
STARWOOD WAYPOINT RESIDENTL
NOTE 3.000% 7/0
85571WAB5
1905
2000000
PRN
SOLE
2000000
0
0
STATE STR CORP
COM
857477103
4560
67852
SH
SOLE
67852
0
0
STERICYCLE INC
COM
858912108
86018
617454
SH
SOLE
617454
0
0
STRYKER CORP
COM
863667101
5894
62640
SH
SOLE
62640
0
0
SUN LIFE FINL INC
COM
866796105
8758
272807
SH
SOLE
272807
0
0
SUNCOR ENERGY INC NEW
COM
867224107
44643
1677023
SH
SOLE
1677023
0
0
SUNRUN INC
COM
86771W105
156
15000
SH
SOLE
15000
0
0
SUNTRUST BKS INC
COM
867914103
69541
1818546
SH
SOLE
1818546
0
0
SUNTRUST BKS INC
WAR EXP 12/31/2018
867914129
332
40000
SH
SOLE
40000
0
0
SUNTRUST BKS INC
WAR EXP 11/14/2018
867914111
169
50000
SH
SOLE
50000
0
0
SYMANTEC CORP
COM
871503108
1392
71496
SH
SOLE
71496
0
0
SYSCO CORP
COM
871829107
6528
167514
SH
SOLE
167514
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.750%12/0
874054AC3
4577
3000000
PRN
SOLE
3000000
0
0
TARGET CORP
COM
87612E106
7768
98749
SH
SOLE
98749
0
0
TECK RESOURCES LTD
CL B
878742204
1249
261708
SH
SOLE
261708
0
0
TECO ENERGY INC
COM
872375100
9989
380370
SH
SOLE
380370
0
0
TEGNA INC
COM
87901J105
477
21322
SH
SOLE
21322
0
0
TEMPUR SEALY INTL INC
COM
88023U101
3964
55500
SH
SOLE
55500
0
0
TERADATA CORP DEL
COM
88076W103
632
21826
SH
SOLE
21826
0
0
TESLA MTRS INC
COM
88160R101
39744
160000
SH
SOLE
160000
0
0
TESORO CORP
COM
881609101
899
9246
SH
SOLE
9246
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
23431
415000
SH
SOLE
415000
0
0
TEXAS INSTRS INC
COM
882508104
18381
371193
SH
SOLE
371193
0
0
TEXTRON INC
COM
883203101
324
8620
SH
SOLE
8620
0
0
THE ADT CORPORATION
COM
00101J106
344
11493
SH
SOLE
11493
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
131136
1072424
SH
SOLE
1072424
0
0
TIM PARTICIPACOES S A
SPONSORED ADR
88706P205
472
49992
SH
SOLE
49992
0
0
TIME WARNER CABLE INC
COM
88732J207
40383
225140
SH
SOLE
225140
0
0
TIME WARNER INC
COM NEW
887317303
19723
286875
SH
SOLE
286875
0
0
TJX COS INC NEW
COM
872540109
5091
71288
SH
SOLE
71288
0
0
TOPBUILD CORP
COM
89055F103
4488
144900
SH
SOLE
144900
0
0
TORCHMARK CORP
COM
891027104
6161
109233
SH
SOLE
109233
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
25025
637844
SH
SOLE
637844
0
0
TOTAL S A
SPONSORED ADR
89151E109
5365
120000
SH
SOLE
120000
0
0
TOTAL SYS SVCS INC
COM
891906109
6759
148775
SH
SOLE
148775
0
0
TRACTOR SUPPLY CO
COM
892356106
582
6902
SH
SOLE
6902
0
0
TRANSALTA CORP
COM
89346D107
1368
295759
SH
SOLE
295759
0
0
TRANSCANADA CORP
COM
89353D107
14486
460207
SH
SOLE
460207
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1363
106605
SH
SOLE
106605
0
0
TREEHOUSE FOODS INC
COM
89469A104
1906
24500
SH
SOLE
24500
0
0
TRIPADVISOR INC
COM
896945201
467
7405
SH
SOLE
7405
0
0
TURQUOISE HILL RES LTD
COM
900435108
215
84362
SH
SOLE
84362
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
8798
325000
SH
SOLE
325000
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
99968
3705253
SH
SOLE
3705253
0
0
TYSON FOODS INC
CL A
902494103
923
21419
SH
SOLE
21419
0
0
UBS GROUP AG
SHS
H42097107
65832
3571570
SH
SOLE
3571570
0
0
UDR INC
COM
902653104
322
9337
SH
SOLE
9337
0
0
UNDER ARMOUR INC
CL A
904311107
466
4817
SH
SOLE
4817
0
0
UNION PAC CORP
COM
907818108
8189
92622
SH
SOLE
92622
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
20616
208901
SH
SOLE
208901
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
6952
78125
SH
SOLE
78125
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
6483
55879
SH
SOLE
55879
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
428
3432
SH
SOLE
3432
0
0
UNUM GROUP
COM
91529Y106
5092
158733
SH
SOLE
158733
0
0
URBAN OUTFITTERS INC
COM
917047102
256
8727
SH
SOLE
8727
0
0
US BANCORP DEL
COM NEW
902973304
7446
181558
SH
SOLE
181558
0
0
V F CORP
COM
918204108
5935
87008
SH
SOLE
87008
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
17140
96473
SH
SOLE
96473
0
0
VALSPAR CORP
COM
920355104
202
2806
SH
SOLE
2806
0
0
VARIAN MED SYS INC
COM
92220P105
4875
66080
SH
SOLE
66080
0
0
VENTAS INC
COM
92276F100
3859
68837
SH
SOLE
68837
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
2055
1000000
PRN
SOLE
1000000
0
0
VERISIGN INC
COM
92343E102
1253
17753
SH
SOLE
17753
0
0
VIACOM INC NEW
CL B
92553P201
38308
887796
SH
SOLE
887796
0
0
VIMPELCOM LTD
SPONSORED ADR
92719A106
17865
4341348
SH
SOLE
4341348
0
0
VIPSHOP HLDGS LTD
NOTE 1.500% 3/1
92763WAA1
7741
7000000
PRN
SOLE
7000000
0
0
VISA INC
COM CL A
92826C839
4665
66965
SH
SOLE
66965
0
0
VORNADO RLTY TR
SH BEN INT
929042109
5073
56106
SH
SOLE
56106
0
0
VULCAN MATLS CO
COM
929160109
1936
21708
SH
SOLE
21708
0
0
WAL-MART STORES INC
COM
931142103
113268
1746892
SH
SOLE
1746892
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1680
20214
SH
SOLE
20214
0
0
WASTE CONNECTIONS INC
COM
941053100
12874
265000
SH
SOLE
265000
0
0
WASTE MGMT INC DEL
COM
94106L109
5886
118163
SH
SOLE
118163
0
0
WATERS CORP
COM
941848103
4207
35592
SH
SOLE
35592
0
0
WEC ENERGY GROUP INC
COM
92939U106
5833
111701
SH
SOLE
111701
0
0
WELLS FARGO & CO NEW
COM
949746101
71889
1399976
SH
SOLE
1399976
0
0
WELLS FARGO & CO NEW
*W EXP 10/28/201
949746119
15966
882600
SH
SOLE
882600
0
0
WELLTOWER INC
COM
95040Q104
6079
89774
SH
SOLE
89774
0
0
WESTAR ENERGY INC
COM
95709T100
206
5371
SH
SOLE
5371
0
0
WESTERN DIGITAL CORP
COM
958102105
139935
1761524
SH
SOLE
1761524
0
0
WESTERN UN CO
COM
959802109
3344
182111
SH
SOLE
182111
0
0
WESTROCK CO
COM
96145D105
218
4246
SH
SOLE
4246
0
0
WEYERHAEUSER CO
COM
962166104
5428
198541
SH
SOLE
198541
0
0
WHIRLPOOL CORP
COM
963320106
531
3605
SH
SOLE
3605
0
0
WHITEWAVE FOODS CO
COM
966244105
3698
92100
SH
SOLE
92100
0
0
WILLIAMS COS INC DEL
COM
969457100
619
16811
SH
SOLE
16811
0
0
WINDSTREAM HLDGS INC
COM NEW
97382A200
460
74928
SH
SOLE
74928
0
0
WISDOMTREE TR
INDIA ERNGS FD
97717W422
26985
1354690
SH
SOLE
1354690
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
3320
46172
SH
SOLE
46172
0
0
XCEL ENERGY INC
COM
98389B100
6334
178886
SH
SOLE
178886
0
0
XEROX CORP
COM
984121103
1058
108713
SH
SOLE
108713
0
0
XL GROUP PLC
SHS
G98290102
4358
120000
SH
SOLE
120000
0
0
XPO LOGISTICS INC
COM
983793100
183634
7706021
SH
SOLE
7706021
0
0
XYLEM INC
COM
98419M100
3163
96285
SH
SOLE
96285
0
0
YAHOO INC
COM
984332106
1185
40982
SH
SOLE
40982
0
0
YAMANA GOLD INC
COM
98462Y100
475
287950
SH
SOLE
287950
0
0
YUM BRANDS INC
COM
988498101
3636
45479
SH
SOLE
45479
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
1436
56619
SH
SOLE
56619
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
3529
37570
SH
SOLE
37570
0
0
ZIONS BANCORPORATION
COM
989701107
2016
73197
SH
SOLE
73197
0
0
ZOETIS INC
CL A
98978V103
2926
71043
SH
SOLE
71043
0
0