0000903423-16-001045.txt : 20160513
0000903423-16-001045.hdr.sgml : 20160513
20160513170049
ACCESSION NUMBER: 0000903423-16-001045
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160513
DATE AS OF CHANGE: 20160513
EFFECTIVENESS DATE: 20160513
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: 161649249
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
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false
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0000937567
XXXXXXXX
03-31-2016
03-31-2016
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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
05-13-2016
3
570
9512292
1
0001615167
028-16238
Classroom Investments Inc.
2
0001633119
028-16547
1829356 Ontario Ltd
3
0001625247
028-16546
1700480 ONTARIO INC
INFORMATION TABLE
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24371
SH
SOLE
24371
0
0
E M C CORP MASS
COM
268648102
3666
137551
SH
SOLE
137551
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
855
34932
SH
SOLE
34932
0
0
EASTMAN CHEM CO
COM
277432100
1101
15242
SH
SOLE
15242
0
0
EBAY INC
COM
278642103
1267
53086
SH
SOLE
53086
0
0
ECOLAB INC
COM
278865100
5776
51791
SH
SOLE
51791
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
4027
50000
SH
SOLE
50000
0
0
EDISON INTL
COM
281020107
7789
108343
SH
SOLE
108343
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
6420
72786
SH
SOLE
72786
0
0
ELECTRONIC ARTS INC
COM
285512109
1682
25436
SH
SOLE
25436
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
1288
1000000
PRN
SOLE
1000000
0
0
EMERSON ELEC CO
COM
291011104
6685
122931
SH
SOLE
122931
0
0
ENBRIDGE INC
COM
29250N105
4275
109364
SH
SOLE
109364
0
0
ENCANA CORP
COM
292505104
51233
8367105
SH
SOLE
8367105
0
0
ENTERGY CORP NEW
COM
29364G103
7915
99842
SH
SOLE
99842
0
0
EOG RES INC
COM
26875P101
26053
358959
SH
SOLE
358959
0
0
EQUIFAX INC
COM
294429105
7574
66274
SH
SOLE
66274
0
0
EQUINIX INC
COM PAR $0.001
29444U700
2210
6683
SH
SOLE
6683
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
6309
84086
SH
SOLE
84086
0
0
ESSEX PPTY TR INC
COM
297178105
6051
25876
SH
SOLE
25876
0
0
EVERSOURCE ENERGY
COM
30040W108
7501
128568
SH
SOLE
128568
0
0
EXELON CORP
COM
30161N101
3358
93644
SH
SOLE
93644
0
0
EXPEDITORS INTL WASH INC
COM
302130109
7245
148432
SH
SOLE
148432
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
5898
85866
SH
SOLE
85866
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
1319
14118
SH
SOLE
14118
0
0
EXXON MOBIL CORP
COM
30231G102
19461
232810
SH
SOLE
232810
0
0
F M C CORP
COM NEW
302491303
734
18177
SH
SOLE
18177
0
0
F5 NETWORKS INC
COM
315616102
1464
13834
SH
SOLE
13834
0
0
FACEBOOK INC
CL A
30303M102
729
6385
SH
SOLE
6385
0
0
FACTSET RESH SYS INC
COM
303075105
537
3541
SH
SOLE
3541
0
0
FASTENAL CO
COM
311900104
3943
80479
SH
SOLE
80479
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
1541
9873
SH
SOLE
9873
0
0
FEDEX CORP
COM
31428X106
14502
89124
SH
SOLE
89124
0
0
FERRARI N V
COM
N3167Y103
592
14236
SH
SOLE
14236
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
1165
144005
SH
SOLE
144005
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
3189
50374
SH
SOLE
50374
0
0
FIFTH THIRD BANCORP
COM
316773100
2905
174064
SH
SOLE
174064
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
127930
9886393
SH
DFND
1
9886393
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
76969
1155000
SH
SOLE
1155000
0
0
FIRST SOLAR INC
COM
336433107
511
7459
SH
SOLE
7459
0
0
FIRSTENERGY CORP
COM
337932107
5028
139773
SH
SOLE
139773
0
0
FISERV INC
COM
337738108
9023
87959
SH
SOLE
87959
0
0
FLIR SYS INC
COM
302445101
3684
111798
SH
SOLE
111798
0
0
FLOWSERVE CORP
COM
34354P105
12867
289724
SH
SOLE
289724
0
0
FLUOR CORP NEW
COM
343412102
772
14373
SH
SOLE
14373
0
0
FMC TECHNOLOGIES INC
COM
30249U101
611
22342
SH
SOLE
22342
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
7422
549780
SH
SOLE
549780
0
0
FRANCO NEVADA CORP
COM
351858105
712
11540
SH
SOLE
11540
0
0
FRANKLIN RES INC
COM
354613101
8564
219307
SH
SOLE
219307
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
851
82321
SH
SOLE
82321
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
445
79547
SH
SOLE
79547
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
384
8625
SH
SOLE
8625
0
0
GAMESTOP CORP NEW
CL A
36467W109
496
15631
SH
SOLE
15631
0
0
GAP INC DEL
COM
364760108
2849
96918
SH
SOLE
96918
0
0
GENERAL DYNAMICS CORP
COM
369550108
7263
55283
SH
SOLE
55283
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
6235
209730
SH
SOLE
209730
0
0
GENERAL MLS INC
COM
370334104
73949
1167303
SH
SOLE
1167303
0
0
GENERAL MTRS CO
COM
37045V100
33876
1077835
SH
SOLE
1077835
0
0
GENUINE PARTS CO
COM
372460105
7622
76706
SH
SOLE
76706
0
0
GENWORTH FINL INC
COM CL A
37247D106
67
24447
SH
SOLE
24447
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
3015
98469
SH
SOLE
98469
0
0
GILEAD SCIENCES INC
COM
375558103
1404
15287
SH
SOLE
15287
0
0
GLOBAL PMTS INC
COM
37940X102
206
3155
SH
SOLE
3155
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
7105
45258
SH
SOLE
45258
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
60766
1842503
SH
SOLE
1842503
0
0
GRAINGER W W INC
COM
384802104
6445
27609
SH
SOLE
27609
0
0
GROUPE CGI INC
CL A SUB VTG
39945C109
3793
79048
SH
SOLE
79048
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
1411
34500
SH
SOLE
34500
0
0
HALCON RES CORP
COM PAR
40537Q506
10
10443
SH
SOLE
10443
0
0
HALLIBURTON CO
COM
406216101
1434
40142
SH
SOLE
40142
0
0
HANESBRANDS INC
COM
410345102
438
15439
SH
SOLE
15439
0
0
HARLEY DAVIDSON INC
COM
412822108
3567
69498
SH
SOLE
69498
0
0
HARRIS CORP DEL
COM
413875105
3761
48306
SH
SOLE
48306
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
6931
150411
SH
SOLE
150411
0
0
HASBRO INC
COM
418056107
1570
19602
SH
SOLE
19602
0
0
HCA HOLDINGS INC
COM
40412C101
1578
20222
SH
SOLE
20222
0
0
HCP INC
COM
40414L109
4380
134444
SH
SOLE
134444
0
0
HELMERICH & PAYNE INC
COM
423452101
6677
113713
SH
SOLE
113713
0
0
HERSHEY CO
COM
427866108
282
3064
SH
SOLE
3064
0
0
HESS CORP
COM
42809H107
1887
35833
SH
SOLE
35833
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
1050
59224
SH
SOLE
59224
0
0
HOME DEPOT INC
COM
437076102
27658
207283
SH
SOLE
207283
0
0
HONEYWELL INTL INC
COM
438516106
7822
69806
SH
SOLE
69806
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
2859
171195
SH
SOLE
171195
0
0
HP INC
COM
40434L105
2385
193577
SH
SOLE
193577
0
0
HUMANA INC
COM
444859102
1637
8947
SH
SOLE
8947
0
0
HUNT J B TRANS SVCS INC
COM
445658107
4999
59339
SH
SOLE
59339
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
5133
538021
SH
SOLE
538021
0
0
ILLINOIS TOOL WKS INC
COM
452308109
7989
77984
SH
SOLE
77984
0
0
IMPERIAL OIL LTD
COM NEW
453038408
3434
102381
SH
SOLE
102381
0
0
INC RESH HLDGS INC
CL A
45329R109
424575
10302711
SH
DFND
2
10302711
0
0
INGERSOLL-RAND PLC
SHS
G47791101
13952
225000
SH
SOLE
225000
0
0
INGREDION INC
COM
457187102
209
1957
SH
SOLE
1957
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
6670
28364
SH
SOLE
28364
0
0
INTERDIGITAL INC
NOTE 1.500% 3/0
458660AD9
2058
2000000
PRN
SOLE
2000000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
10066
66464
SH
SOLE
66464
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1415
12439
SH
SOLE
12439
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
5262
229284
SH
SOLE
229284
0
0
INTL PAPER CO
COM
460146103
3478
84758
SH
SOLE
84758
0
0
INTUIT
COM
461202103
6450
62009
SH
SOLE
62009
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
5290
8802
SH
SOLE
8802
0
0
IRON MTN INC NEW
COM
46284V101
1338
39454
SH
SOLE
39454
0
0
ISHARES
MSCI BRZ CAP ETF
464286400
8217
312424
SH
SOLE
312424
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
15532
460000
SH
SOLE
460000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
25246
228200
SH
SOLE
228200
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
542380
15835917
SH
SOLE
15835917
0
0
ISHARES TR
MSCI INDIA ETF
46429B598
22306
822500
SH
SOLE
822500
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
1235
28358
SH
SOLE
28358
0
0
JD COM INC
SPON ADR CL A
47215P106
129850
4900000
SH
DFND
1
4900000
0
0
JOHNSON & JOHNSON
COM
478160104
10707
98953
SH
SOLE
98953
0
0
JOHNSON CTLS INC
COM
478366107
5013
128647
SH
SOLE
128647
0
0
JPMORGAN CHASE & CO
COM
46625H100
41165
695115
SH
SOLE
695115
0
0
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
3442
194450
SH
SOLE
194450
0
0
JUNIPER NETWORKS INC
COM
48203R104
430
16859
SH
SOLE
16859
0
0
KB HOME
COM
48666K109
572
40047
SH
SOLE
40047
0
0
KEYCORP NEW
COM
493267108
891
80707
SH
SOLE
80707
0
0
KIMCO RLTY CORP
COM
49446R109
5604
194735
SH
SOLE
194735
0
0
KINDER MORGAN INC DEL
COM
49456B101
1733
97039
SH
SOLE
97039
0
0
KINDER MORGAN INC DEL
*W EXP 05/25/201
49456B119
3
71749
SH
SOLE
71749
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
238
69482
SH
SOLE
69482
0
0
KLA-TENCOR CORP
COM
482480100
1533
21056
SH
SOLE
21056
0
0
KOHLS CORP
COM
500255104
1099
23577
SH
SOLE
23577
0
0
KRAFT HEINZ CO
COM
500754106
1997
25415
SH
SOLE
25415
0
0
KROGER CO
COM
501044101
27187
710766
SH
SOLE
710766
0
0
L BRANDS INC
COM
501797104
6666
75915
SH
SOLE
75915
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
3163
26695
SH
SOLE
26695
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
4566
38981
SH
SOLE
38981
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
2600
42275
SH
SOLE
42275
0
0
LAUDER ESTEE COS INC
CL A
518439104
9787
103771
SH
SOLE
103771
0
0
LEGG MASON INC
COM
524901105
2324
67007
SH
SOLE
67007
0
0
LEGGETT & PLATT INC
COM
524660107
8378
173090
SH
SOLE
173090
0
0
LENNAR CORP
CL A
526057104
3688
76265
SH
SOLE
76265
0
0
LEUCADIA NATL CORP
COM
527288104
3971
245553
SH
SOLE
245553
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
233
4413
SH
SOLE
4413
0
0
LILLY ELI & CO
COM
532457108
2730
37917
SH
SOLE
37917
0
0
LINCOLN NATL CORP IND
COM
534187109
753
19216
SH
SOLE
19216
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
3458
77595
SH
SOLE
77595
0
0
LOEWS CORP
COM
540424108
6302
164704
SH
SOLE
164704
0
0
LOWES COS INC
COM
548661107
8422
111187
SH
SOLE
111187
0
0
M & T BK CORP
COM
55261F104
5233
47140
SH
SOLE
47140
0
0
MACERICH CO
COM
554382101
1845201
23286237
SH
DFND
3
23286237
0
0
MACYS INC
COM
55616P104
1732
39274
SH
SOLE
39274
0
0
MAGNA INTL INC
COM
559222401
1697
39306
SH
SOLE
39306
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
5515
90000
SH
SOLE
90000
0
0
MANULIFE FINL CORP
COM
56501R106
18051
1270332
SH
SOLE
1270332
0
0
MARATHON OIL CORP
COM
565849106
1315
118046
SH
SOLE
118046
0
0
MARATHON PETE CORP
COM
56585A102
2200
59184
SH
SOLE
59184
0
0
MARRIOTT INTL INC NEW
CL A
571903202
1971
27693
SH
SOLE
27693
0
0
MARSH & MCLENNAN COS INC
COM
571748102
23802
391551
SH
SOLE
391551
0
0
MASCO CORP
COM
574599106
5486
174421
SH
SOLE
174421
0
0
MASTERCARD INC
CL A
57636Q104
6766
71595
SH
SOLE
71595
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
9994
100459
SH
SOLE
100459
0
0
MCDONALDS CORP
COM
580135101
10021
79733
SH
SOLE
79733
0
0
MCGRAW HILL FINL INC
COM
580645109
30364
306765
SH
SOLE
306765
0
0
MCKESSON CORP
COM
58155Q103
4149
26383
SH
SOLE
26383
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
9048
106480
SH
SOLE
106480
0
0
MEDTRONIC PLC
SHS
G5960L103
79500
1060000
SH
SOLE
1060000
0
0
MERCK & CO INC NEW
COM
58933Y105
9660
182569
SH
SOLE
182569
0
0
MERITAGE HOMES CORP
NOTE 1.875% 9/1
59001AAR3
2019
2000000
PRN
SOLE
2000000
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
6663
5830000
PRN
SOLE
5830000
0
0
METLIFE INC
COM
59156R108
101488
2309695
SH
SOLE
2309695
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
380
1101
SH
SOLE
1101
0
0
MGIC INVT CORP WIS
COM
552848103
3068
400000
SH
SOLE
400000
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
464
21664
SH
SOLE
21664
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
813
16858
SH
SOLE
16858
0
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
1250
1000000
PRN
SOLE
1000000
0
0
MICRON TECHNOLOGY INC
COM
595112103
10477
1000635
SH
SOLE
1000635
0
0
MICROSOFT CORP
COM
594918104
121756
2204519
SH
SOLE
2204519
0
0
MID-AMER APT CMNTYS INC
COM
59522J103
584
5712
SH
SOLE
5712
0
0
MOHAWK INDS INC
COM
608190104
5402
28296
SH
SOLE
28296
0
0
MOLSON COORS BREWING CO
CL B
60871R209
2271
23607
SH
SOLE
23607
0
0
MONDELEZ INTL INC
CL A
609207105
27836
693814
SH
SOLE
693814
0
0
MONSANTO CO NEW
COM
61166W101
60267
686887
SH
SOLE
686887
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
6290
47156
SH
SOLE
47156
0
0
MOODYS CORP
COM
615369105
5578
57767
SH
SOLE
57767
0
0
MORGAN STANLEY
COM NEW
617446448
6529
261064
SH
SOLE
261064
0
0
MOSAIC CO NEW
COM
61945C103
2496
92454
SH
SOLE
92454
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
7214
95298
SH
SOLE
95298
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
4600
500000
SH
SOLE
500000
0
0
NASDAQ INC
COM
631103108
7568
114005
SH
SOLE
114005
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1153
37065
SH
SOLE
37065
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
581
12568
SH
SOLE
12568
0
0
NAVIENT CORP
COM
63938C108
383
31989
SH
SOLE
31989
0
0
NETAPP INC
COM
64110D104
1734
63552
SH
SOLE
63552
0
0
NETFLIX INC
COM
64110L106
444
4339
SH
SOLE
4339
0
0
NEWELL RUBBERMAID INC
COM
651229106
4706
106264
SH
SOLE
106264
0
0
NEWFIELD EXPL CO
COM
651290108
1266
38069
SH
SOLE
38069
0
0
NEWMONT MINING CORP
COM
651639106
1526
57409
SH
SOLE
57409
0
0
NEWS CORP NEW
CL A
65249B109
5792
453579
SH
SOLE
453579
0
0
NEXTERA ENERGY INC
COM
65339F101
40388
341291
SH
SOLE
341291
0
0
NIELSEN HOLDINGS PLC
COMMON USD 0.07
G6518L108
2106
40000
SH
SOLE
40000
0
0
NIKE INC
CL B
654106103
6263
101890
SH
SOLE
101890
0
0
NISOURCE INC
COM
65473P105
4462
189402
SH
SOLE
189402
0
0
NOBLE ENERGY INC
COM
655044105
75217
2394670
SH
SOLE
2394670
0
0
NORDSTROM INC
COM
655664100
11149
194877
SH
SOLE
194877
0
0
NORFOLK SOUTHERN CORP
COM
655844108
5409
64975
SH
SOLE
64975
0
0
NORTHERN TR CORP
COM
665859104
4304
66036
SH
SOLE
66036
0
0
NUCOR CORP
COM
670346105
1707
36099
SH
SOLE
36099
0
0
NVIDIA CORP
COM
67066G104
1358
38114
SH
SOLE
38114
0
0
NVR INC
COM
62944T105
5235
3022
SH
SOLE
3022
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
6529
23858
SH
SOLE
23858
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
2683
39209
SH
SOLE
39209
0
0
OMNICOM GROUP INC
COM
681919106
6754
81150
SH
SOLE
81150
0
0
ONEMAIN HLDGS INC
COM
68268W103
5297
193100
SH
SOLE
193100
0
0
ORACLE CORP
COM
68389X105
8204
200530
SH
SOLE
200530
0
0
OWENS CORNING NEW
COM
690742101
4397
93000
SH
SOLE
93000
0
0
PACCAR INC
COM
693718108
2282
41727
SH
SOLE
41727
0
0
PANDORA MEDIA INC
COM
698354107
71600
8000000
SH
SOLE
8000000
0
0
PARKER HANNIFIN CORP
COM
701094104
4653
41888
SH
SOLE
41888
0
0
PATTERSON COMPANIES INC
COM
703395103
5705
122614
SH
SOLE
122614
0
0
PATTERSON UTI ENERGY INC
COM
703481101
7048
400000
SH
SOLE
400000
0
0
PAYCHEX INC
COM
704326107
8023
148548
SH
SOLE
148548
0
0
PAYPAL HLDGS INC
COM
70450Y103
248
6437
SH
SOLE
6437
0
0
PEMBINA PIPELINE CORP
COM
706327103
464
17089
SH
SOLE
17089
0
0
PENN WEST PETE LTD NEW
COM
707887105
421
453890
SH
SOLE
453890
0
0
PENNEY J C INC
COM
708160106
145
13077
SH
SOLE
13077
0
0
PENTAIR PLC
SHS
G7S00T104
26859
495000
SH
SOLE
495000
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
7416
465518
SH
SOLE
465518
0
0
PEPSICO INC
COM
713448108
8726
85145
SH
SOLE
85145
0
0
PERKINELMER INC
COM
714046109
5506
111315
SH
SOLE
111315
0
0
PERRIGO CO PLC
SHS
G97822103
78037
610000
SH
SOLE
610000
0
0
PFIZER INC
COM
717081103
58469
1972655
SH
SOLE
1972655
0
0
PG&E CORP
COM
69331C108
7887
132058
SH
SOLE
132058
0
0
PHARMATHENE INC
COM
71714G102
2874
1520451
SH
DFND
1520451
0
0
PHILIP MORRIS INTL INC
COM
718172109
6338
64597
SH
SOLE
64597
0
0
PHILLIPS 66
COM
718546104
4575
52837
SH
SOLE
52837
0
0
PINNACLE FOODS INC DEL
COM
72348P104
2297
51400
SH
SOLE
51400
0
0
PINNACLE WEST CAP CORP
COM
723484101
7827
104269
SH
SOLE
104269
0
0
PITNEY BOWES INC
COM
724479100
1761
81740
SH
SOLE
81740
0
0
PNC FINL SVCS GROUP INC
COM
693475105
10515
124339
SH
SOLE
124339
0
0
PNC FINL SVCS GROUP INC
*W EXP 12/31/201
693475121
14371
707600
SH
SOLE
707600
0
0
POTASH CORP SASK INC
COM
73755L107
866
50642
SH
SOLE
50642
0
0
PPG INDS INC
COM
693506107
6842
61369
SH
SOLE
61369
0
0
PPL CORP
COM
69351T106
8153
214145
SH
SOLE
214145
0
0
PRAXAIR INC
COM
74005P104
67421
589091
SH
SOLE
589091
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
4206
1000000
SH
SOLE
1000000
0
0
PRICE T ROWE GROUP INC
COM
74144T108
6754
91945
SH
SOLE
91945
0
0
PRICELINE GRP INC
COM NEW
741503403
635
493
SH
SOLE
493
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1889
47886
SH
SOLE
47886
0
0
PROCTER & GAMBLE CO
COM
742718109
48089
584243
SH
SOLE
584243
0
0
PROGRESSIVE CORP OHIO
COM
743315103
8159
232183
SH
SOLE
232183
0
0
PROLOGIS INC
COM
74340W103
6043
136789
SH
SOLE
136789
0
0
PRUDENTIAL FINL INC
COM
744320102
2853
39499
SH
SOLE
39499
0
0
PUBLIC STORAGE
COM
74460D109
9670
35059
SH
SOLE
35059
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
5762
122223
SH
SOLE
122223
0
0
PULTE GROUP INC
COM
745867101
8326
445025
SH
SOLE
445025
0
0
QEP RES INC
COM
74733V100
153
10817
SH
SOLE
10817
0
0
QIAGEN NV
REG SHS
N72482107
2264
101471
SH
SOLE
101471
0
0
QUALCOMM INC
COM
747525103
38287
748679
SH
SOLE
748679
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
3331
46615
SH
SOLE
46615
0
0
RADIAN GROUP INC
NOTE 3.000%11/1
750236AK7
2097
1780000
PRN
SOLE
1780000
0
0
RADIAN GROUP INC
COM
750236101
2406
194000
SH
SOLE
194000
0
0
RALPH LAUREN CORP
CL A
751212101
287
2985
SH
SOLE
2985
0
0
RANGE RES CORP
COM
75281A109
317
9792
SH
SOLE
9792
0
0
RAYONIER INC
COM
754907103
2095
84900
SH
SOLE
84900
0
0
RAYTHEON CO
COM NEW
755111507
15927
129877
SH
SOLE
129877
0
0
REALTY INCOME CORP
COM
756109104
6904
110453
SH
SOLE
110453
0
0
RED HAT INC
COM
756577102
2582
34650
SH
SOLE
34650
0
0
REGENCY CTRS CORP
COM
758849103
368
4921
SH
SOLE
4921
0
0
REGIONS FINL CORP NEW
COM
7591EP100
35208
4485054
SH
SOLE
4485054
0
0
REPUBLIC SVCS INC
COM
760759100
7245
152040
SH
SOLE
152040
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
355
9100
SH
SOLE
9100
0
0
REYNOLDS AMERICAN INC
COM
761713106
7104
141196
SH
SOLE
141196
0
0
ROBERT HALF INTL INC
COM
770323103
5477
117593
SH
SOLE
117593
0
0
ROCKWELL AUTOMATION INC
COM
773903109
4276
37594
SH
SOLE
37594
0
0
ROCKWELL COLLINS INC
COM
774341101
6755
73257
SH
SOLE
73257
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
6123
152296
SH
SOLE
152296
0
0
ROPER TECHNOLOGIES INC
COM
776696106
7022
38419
SH
SOLE
38419
0
0
ROSS STORES INC
COM
778296103
3681
63568
SH
SOLE
63568
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
2435
2000000
PRN
SOLE
2000000
0
0
SCANA CORP NEW
COM
80589M102
7200
102639
SH
SOLE
102639
0
0
SCHEIN HENRY INC
COM
806407102
7095
41101
SH
SOLE
41101
0
0
SCHLUMBERGER LTD
COM
806857108
2387
32369
SH
SOLE
32369
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
434
15482
SH
SOLE
15482
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
2537
38731
SH
SOLE
38731
0
0
SEALED AIR CORP NEW
COM
81211K100
1625
33853
SH
SOLE
33853
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
16313
725000
SH
SOLE
725000
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
68758
1550000
SH
SOLE
1550000
0
0
SEMPRA ENERGY
COM
816851109
6191
59503
SH
SOLE
59503
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
2733
140882
SH
SOLE
140882
0
0
SHERWIN WILLIAMS CO
COM
824348106
5519
19387
SH
SOLE
19387
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
10341
49792
SH
SOLE
49792
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
937
12028
SH
SOLE
12028
0
0
SL GREEN RLTY CORP
COM
78440X101
4202
43370
SH
SOLE
43370
0
0
SMITH A O
COM
831865209
4411
57800
SH
SOLE
57800
0
0
SMUCKER J M CO
COM NEW
832696405
5599
43126
SH
SOLE
43126
0
0
SNAP ON INC
COM
833034101
9787
62340
SH
SOLE
62340
0
0
SOUTHERN CO
COM
842587107
9239
178599
SH
SOLE
178599
0
0
SOUTHWEST AIRLS CO
COM
844741108
1418
31649
SH
SOLE
31649
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
63429
7859806
SH
SOLE
7859806
0
0
SPDR SERIES TRUST
S&P HOMEBUILD
78464A888
49746
1470045
SH
SOLE
1470045
0
0
SPRINT CORP
COM SER 1
85207U105
147355
42343456
SH
SOLE
42343456
0
0
SPROUTS FMRS MKT INC
COM
85208M102
1809
62300
SH
SOLE
62300
0
0
ST JUDE MED INC
COM
790849103
3424
62250
SH
SOLE
62250
0
0
STANLEY BLACK & DECKER INC
COM
854502101
10731
101995
SH
SOLE
101995
0
0
STAPLES INC
COM
855030102
231
20942
SH
SOLE
20942
0
0
STARBUCKS CORP
COM
855244109
6430
107699
SH
SOLE
107699
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
625
7486
SH
SOLE
7486
0
0
STARWOOD WAYPOINT RESIDENTL
NOTE 3.000% 7/0
85571WAB5
994
1000000
PRN
SOLE
1000000
0
0
STATE STR CORP
COM
857477103
2724
46546
SH
SOLE
46546
0
0
STERICYCLE INC
COM
858912108
84402
668848
SH
SOLE
668848
0
0
STRYKER CORP
COM
863667101
6964
64911
SH
SOLE
64911
0
0
SUN LIFE FINL INC
COM
866796105
4794
148004
SH
SOLE
148004
0
0
SUNCOR ENERGY INC NEW
COM
867224107
262
9365
SH
SOLE
9365
0
0
SUNEDISON INC
COM
86732Y109
34
63174
SH
SOLE
63174
0
0
SUNTRUST BANKS INC-C
WRT EXP 11/14/2018
867914111
177
50000
SH
SOLE
50000
0
0
SUNTRUST BANKS INC-C
WRT EXP 12/31/2018
867914129
280
40000
SH
SOLE
40000
0
0
SUNTRUST BKS INC
COM
867914103
61344
1700215
SH
SOLE
1700215
0
0
SYMANTEC CORP
COM
871503108
3164
172127
SH
SOLE
172127
0
0
SYNCHRONY FINL
COM
87165B103
986
34387
SH
SOLE
34387
0
0
SYSCO CORP
COM
871829107
7102
151974
SH
SOLE
151974
0
0
TARGET CORP
COM
87612E106
7658
93070
SH
SOLE
93070
0
0
TECK RESOURCES LTD
CL B
878742204
1601
209200
SH
SOLE
209200
0
0
TECO ENERGY INC
COM
872375100
2401
87218
SH
SOLE
87218
0
0
TEGNA INC
COM
87901J105
838
35709
SH
SOLE
35709
0
0
TEMPUR SEALY INTL INC
COM
88023U101
3374
55500
SH
SOLE
55500
0
0
TERADATA CORP DEL
COM
88076W103
357
13595
SH
SOLE
13595
0
0
TESLA MTRS INC
COM
88160R101
35614
155000
SH
SOLE
155000
0
0
TESORO CORP
COM
881609101
2055
23894
SH
SOLE
23894
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
36456
681300
SH
SOLE
681300
0
0
TEXAS INSTRS INC
COM
882508104
20577
358353
SH
SOLE
358353
0
0
TEXTRON INC
COM
883203101
708
19409
SH
SOLE
19409
0
0
THE ADT CORPORATION
COM
00101J106
1467
35561
SH
SOLE
35561
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
120334
849875
SH
SOLE
849875
0
0
THOMSON REUTERS CORP
COM
884903105
23543
578700
SH
SOLE
578700
0
0
TIFFANY & CO NEW
COM
886547108
585
7976
SH
SOLE
7976
0
0
TIM PARTICIPACOES S A
SPONSORED ADR
88706P205
553
49992
SH
SOLE
49992
0
0
TIME WARNER CABLE INC
COM
88732J207
49706
242921
SH
SOLE
242921
0
0
TIME WARNER INC
COM NEW
887317303
21689
298958
SH
SOLE
298958
0
0
TJX COS INC NEW
COM
872540109
7575
96676
SH
SOLE
96676
0
0
TOPBUILD CORP
COM
89055F103
4309
144900
SH
SOLE
144900
0
0
TORCHMARK CORP
COM
891027104
6266
115688
SH
SOLE
115688
0
0
TOTAL S A
SPONSORED ADR
89151E109
5450
120000
SH
SOLE
120000
0
0
TOTAL SYS SVCS INC
COM
891906109
5515
115918
SH
SOLE
115918
0
0
TRACTOR SUPPLY CO
COM
892356106
2517
27820
SH
SOLE
27820
0
0
TRANSALTA CORP
COM
89346D107
762
162960
SH
SOLE
162960
0
0
TRANSCANADA CORP
COM
89353D107
7679
194526
SH
SOLE
194526
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1292
144632
SH
SOLE
144632
0
0
TREEHOUSE FOODS INC
COM
89469A104
2125
24500
SH
SOLE
24500
0
0
TRIPADVISOR INC
COM
896945201
528
7935
SH
SOLE
7935
0
0
TURQUOISE HILL RES LTD
COM
900435108
404
157421
SH
SOLE
157421
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
105908
3798694
SH
SOLE
3798694
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
10603
375991
SH
SOLE
375991
0
0
TYSON FOODS INC
CL A
902494103
2167
32502
SH
SOLE
32502
0
0
UBS GROUP AG
SHS
H42097107
58185
3597191
SH
SOLE
3597191
0
0
UDR INC
COM
902653104
909
23602
SH
SOLE
23602
0
0
UNDER ARMOUR INC
CL A
904311107
332
3908
SH
SOLE
3908
0
0
UNION PAC CORP
COM
907818108
7866
98887
SH
SOLE
98887
0
0
UNITED CONTL HLDGS INC
COM
910047109
726
12126
SH
SOLE
12126
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
22002
208607
SH
SOLE
208607
0
0
UNITED STATES STL CORP NEW
COM
912909108
190
11816
SH
SOLE
11816
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
8358
83497
SH
SOLE
83497
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
4668
36213
SH
SOLE
36213
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
667
5351
SH
SOLE
5351
0
0
UNUM GROUP
COM
91529Y106
4881
157855
SH
SOLE
157855
0
0
URBAN OUTFITTERS INC
COM
917047102
752
22731
SH
SOLE
22731
0
0
US BANCORP DEL
COM NEW
902973304
7365
181458
SH
SOLE
181458
0
0
V F CORP
COM
918204108
3665
56593
SH
SOLE
56593
0
0
VALSPAR CORP
COM
920355104
718
6705
SH
SOLE
6705
0
0
VARIAN MED SYS INC
COM
92220P105
6620
82734
SH
SOLE
82734
0
0
VENTAS INC
COM
92276F100
4394
69798
SH
SOLE
69798
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
2603
1000000
PRN
SOLE
1000000
0
0
VERISIGN INC
COM
92343E102
4670
52739
SH
SOLE
52739
0
0
VERISK ANALYTICS INC
COM
92345Y106
1782
22298
SH
SOLE
22298
0
0
VIACOM INC NEW
CL B
92553P201
21122
511680
SH
SOLE
511680
0
0
VIMPELCOM LTD
SPONSORED ADR
92719A106
27014
6341348
SH
SOLE
6341348
0
0
VIPSHOP HLDGS LTD
NOTE 1.500% 3/1
92763WAA1
2007
2000000
PRN
SOLE
2000000
0
0
VISA INC
COM CL A
92826C839
7469
97666
SH
SOLE
97666
0
0
VORNADO RLTY TR
SH BEN INT
929042109
5949
63001
SH
SOLE
63001
0
0
VULCAN MATLS CO
COM
929160109
2640
25006
SH
SOLE
25006
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
20962
248835
SH
SOLE
248835
0
0
WASTE CONNECTIONS INC
COM
941053100
12135
187884
SH
SOLE
187884
0
0
WASTE MGMT INC DEL
COM
94106L109
7401
125442
SH
SOLE
125442
0
0
WATERS CORP
COM
941848103
6240
47298
SH
SOLE
47298
0
0
WEC ENERGY GROUP INC
COM
92939U106
7315
121778
SH
SOLE
121778
0
0
WELLS FARGO & CO NEW
COM
949746101
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1246775
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SOLE
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0
0
WELLS FARGO & CO NEW
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13813
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181210
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475
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97455
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0