0000903423-17-000096.txt : 20170213
0000903423-17-000096.hdr.sgml : 20170213
20170213162807
ACCESSION NUMBER: 0000903423-17-000096
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170213
DATE AS OF CHANGE: 20170213
EFFECTIVENESS DATE: 20170213
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: 17599559
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
false
false
0000937567
XXXXXXXX
12-31-2016
12-31-2016
false
ONTARIO TEACHERS PENSION PLAN BOARD
5650 Yonge Street
North York
Toronto
A6
M2M 4H5
13F HOLDINGS REPORT
028-10597
N
Rossana Di Lieto
Managing Director and Chief Compliance Officer
4167307647
/s/ Rossana Di Lieto
Toronto
A6
02-13-2017
4
564
9512893
1
0001692205
2403304 Ontario Ltd
2
0001625247
028-16546
1700480 ONTARIO INC
3
0001633119
028-16547
1829356 Ontario Ltd
4
0001615167
028-16238
Classroom Investments Inc.
INFORMATION TABLE
2
infotable.xml
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ACTIVISION BLIZZARD INC
COM
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ADAMAS PHARMACEUTICALS INC
COM
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0
0
ADOBE SYS INC
COM
00724F101
3090
30011
SH
SOLE
30011
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ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
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27639
17500000
PRN
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AES CORP
COM
00130H105
1486
127860
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AETNA INC NEW
COM
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SOLE
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COM
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AFLAC INC
COM
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AGILENT TECHNOLOGIES INC
COM
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COM
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AIR PRODS & CHEMS INC
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COM
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ALLSTATE CORP
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CAP STK CL C
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COM
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AMEREN CORP
COM
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COM
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COM NEW
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AMERICAN WTR WKS CO INC NEW
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COM
03076C106
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AMERISOURCEBERGEN CORP
COM
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COM
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AMGEN INC
COM
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CL A
032095101
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COM
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COM
032654105
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COM
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037411105
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COM
038222105
1844
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ARCHER DANIELS MIDLAND CO
COM
039483102
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ARCONIC INC
COMMON USD 1
03965L100
572
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ARVINMERITOR INC
FRNT 4.000% 2/1
043353AH4
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PRN
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0
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ASSURANT INC
COM
04621X108
3382
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SH
SOLE
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CL A
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DFND
1
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COM
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AUTOZONE INC
COM
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COM
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BAIDU INC
SPON ADR REP A
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COM
067383109
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COM
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COM
071813109
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BB&T CORP
COM
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992
72931
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72931
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22822V101
6512
75053
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75053
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12650T104
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22943F100
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COM
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DAVITA INC
COM
23918K108
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DEERE & CO
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244199105
6258
60734
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G27823106
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DELTA AIR LINES INC DEL
COM NEW
247361702
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COM
24906P109
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NAMEN AKT
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PUT
D18190908
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COM DISNEY
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256677105
3670
49550
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COM
25746U109
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DOVER CORP
COM
260003108
2824
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COM
260543103
63331
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COM
26138E109
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DTE ENERGY CO
COM
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COM
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0
0
EDISON INTL
COM
281020107
7215
100229
SH
SOLE
100229
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
635
6776
SH
SOLE
6776
0
0
ELECTRONIC ARTS INC
COM
285512109
1161
14741
SH
SOLE
14741
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
1279
1000000
PRN
SOLE
1000000
0
0
EMERSON ELEC CO
COM
291011104
7599
136302
SH
SOLE
136302
0
0
ENCANA CORP
COM
292505104
47550
4046156
SH
SOLE
4046156
0
0
ENDURANCE SPECIALTY HLDGS LT
SHS
G30397106
2772
30000
SH
SOLE
30000
0
0
ENTERGY CORP NEW
COM
29364G103
6867
93464
SH
SOLE
93464
0
0
EOG RES INC
COM
26875P101
1068
10562
SH
SOLE
10562
0
0
EQUIFAX INC
COM
294429105
6218
52593
SH
SOLE
52593
0
0
EQUINIX INC
COM PAR $0.001
29444U700
4156
11628
SH
SOLE
11628
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
5873
91245
SH
SOLE
91245
0
0
ESSEX PPTY TR INC
COM
297178105
13820
59441
SH
SOLE
59441
0
0
EVERSOURCE ENERGY
COM
30040W108
6517
118006
SH
SOLE
118006
0
0
EXELON CORP
COM
30161N101
9360
263750
SH
SOLE
263750
0
0
EXPEDITORS INTL WASH INC
COM
302130109
7036
132846
SH
SOLE
132846
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
7230
105109
SH
SOLE
105109
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
4480
58005
SH
SOLE
58005
0
0
EXXON MOBIL CORP
COM
30231G102
22682
251301
SH
SOLE
251301
0
0
F5 NETWORKS INC
COM
315616102
2954
20413
SH
SOLE
20413
0
0
FACEBOOK INC
CL A
30303M102
1119
9727
SH
SOLE
9727
0
0
FASTENAL CO
COM
311900104
4987
106160
SH
SOLE
106160
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
4380
30821
SH
SOLE
30821
0
0
FEDEX CORP
COM
31428X106
16002
85940
SH
SOLE
85940
0
0
FERRARI N V
COM
N3167Y103
1325
22710
SH
SOLE
22710
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
1362
149021
SH
SOLE
149021
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
3516
46482
SH
SOLE
46482
0
0
FIFTH THIRD BANCORP
COM
316773100
2286
84767
SH
SOLE
84767
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
55284
600000
SH
SOLE
600000
0
0
FIRST SOLAR INC
COM
336433107
511
15913
SH
SOLE
15913
0
0
FIRSTENERGY CORP
COM
337932107
5584
180302
SH
SOLE
180302
0
0
FISERV INC
COM
337738108
6532
61463
SH
SOLE
61463
0
0
FLIR SYS INC
COM
302445101
4973
137407
SH
SOLE
137407
0
0
FLUOR CORP NEW
COM
343412102
1203
22912
SH
SOLE
22912
0
0
FMC TECHNOLOGIES INC
COM
30249U101
1445
40677
SH
SOLE
40677
0
0
FOOT LOCKER INC
COM
344849104
1844
26018
SH
SOLE
26018
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
6843
564103
SH
SOLE
564103
0
0
FORTIS INC
COM
349553107
3152
101956
SH
SOLE
101956
0
0
FORTIVE CORP
COM
34959J108
1382
25768
SH
SOLE
25768
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
2454
45896
SH
SOLE
45896
0
0
FRANKLIN RES INC
COM
354613101
1629
41159
SH
SOLE
41159
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1223
92748
SH
SOLE
92748
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
450
133158
SH
SOLE
133158
0
0
G & K SVCS INC
CL A
361268105
5498
57000
SH
SOLE
57000
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
3962
76251
SH
SOLE
76251
0
0
GAP INC DEL
COM
364760108
1121
49951
SH
SOLE
49951
0
0
GENERAL DYNAMICS CORP
COM
369550108
8431
48828
SH
SOLE
48828
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
5479
219355
SH
SOLE
219355
0
0
GENERAL MLS INC
COM
370334104
33294
539002
SH
SOLE
539002
0
0
GENERAL MTRS CO
COM
37045V100
35290
1012923
SH
SOLE
1012923
0
0
GENUINE PARTS CO
COM
372460105
6763
70785
SH
SOLE
70785
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
1992
78349
SH
SOLE
78349
0
0
GILEAD SCIENCES INC
COM
375558103
3169
44252
SH
SOLE
44252
0
0
GOLDCORP INC NEW
COM
380956409
250
18364
SH
SOLE
18364
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
7414
30964
SH
SOLE
30964
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
56760
1838677
SH
SOLE
1838677
0
0
GRAINGER W W INC
COM
384802104
6392
27520
SH
SOLE
27520
0
0
GREAT PLAINS ENERGY INC
COM
391164100
242
8835
SH
SOLE
8835
0
0
GROUPE CGI INC
CL A SUB VTG
39945C109
3401
70778
SH
SOLE
70778
0
0
HALLIBURTON CO
COM
406216101
1454
26877
SH
SOLE
26877
0
0
HARLEY DAVIDSON INC
COM
412822108
503
8614
SH
SOLE
8614
0
0
HARMAN INTL INDS INC
COM
413086109
4033
36277
SH
SOLE
36277
0
0
HARRIS CORP DEL
COM
413875105
6405
62503
SH
SOLE
62503
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
7765
162950
SH
SOLE
162950
0
0
HASBRO INC
COM
418056107
4851
62364
SH
SOLE
62364
0
0
HCA HOLDINGS INC
COM
40412C101
2451
33112
SH
SOLE
33112
0
0
HCP INC
COM
40414L109
770
25892
SH
SOLE
25892
0
0
HEADWATERS INC
COM
42210P102
4939
210000
SH
SOLE
210000
0
0
HELMERICH & PAYNE INC
COM
423452101
1384
17887
SH
SOLE
17887
0
0
HERSHEY CO
COM
427866108
3430
33163
SH
SOLE
33163
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
581
26942
SH
SOLE
26942
0
0
HESS CORP
COM
42809H107
1881
30203
SH
SOLE
30203
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
3487
150683
SH
SOLE
150683
0
0
HOLLYFRONTIER CORP
COM
436106108
20098
613500
SH
SOLE
613500
0
0
HOME DEPOT INC
COM
437076102
30780
229567
SH
SOLE
229567
0
0
HONEYWELL INTL INC
COM
438516106
7809
67403
SH
SOLE
67403
0
0
HORMEL FOODS CORP
COM
440452100
6418
184377
SH
SOLE
184377
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
1756
93193
SH
SOLE
93193
0
0
HP INC
COM
40434L105
5456
367642
SH
SOLE
367642
0
0
HUMANA INC
COM
444859102
1865
9143
SH
SOLE
9143
0
0
HUNT J B TRANS SVCS INC
COM
445658107
7014
72261
SH
SOLE
72261
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1496
113137
SH
SOLE
113137
0
0
ILLINOIS TOOL WKS INC
COM
452308109
7348
60000
SH
SOLE
60000
0
0
IMPERIAL OIL LTD
COM NEW
453038408
5055
145137
SH
SOLE
145137
0
0
INGERSOLL-RAND PLC
SHS
G47791101
23150
308496
SH
SOLE
308496
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
7306
129493
SH
SOLE
129493
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
11798
71074
SH
SOLE
71074
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
3754
31862
SH
SOLE
31862
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
6021
257209
SH
SOLE
257209
0
0
INTERSIL CORP
CL A
46069S109
2453
110000
SH
SOLE
110000
0
0
INTL PAPER CO
COM
460146103
2727
51387
SH
SOLE
51387
0
0
INTUIT
COM
461202103
6886
60083
SH
SOLE
60083
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
6170
9730
SH
SOLE
9730
0
0
IRON MTN INC NEW
COM
46284V101
5525
170092
SH
SOLE
170092
0
0
ISHARES IBOXX USD HI
PUT
464288953
21638
250000
SH
Put
SOLE
250000
0
0
ISHARES IBOXX USD HI
CALL
464288903
38948
450000
SH
Call
SOLE
450000
0
0
ISHARES SILVER TRUST
CALL
46428Q909
3022
200000
SH
Call
SOLE
200000
0
0
ISHARES SILVER TRUST
ISHARES
46428Q109
1590
105200
SH
SOLE
105200
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
1298802
37098030
SH
SOLE
37098030
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
15967
460000
SH
SOLE
460000
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
5410
94921
SH
SOLE
94921
0
0
JOHNSON & JOHNSON
COM
478160104
11639
101024
SH
SOLE
101024
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
3698
89773
SH
SOLE
89773
0
0
JOY GLOBAL INC
COM
481165108
4760
170000
SH
SOLE
170000
0
0
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
2320
52400
SH
SOLE
52400
0
0
JPMORGAN CHASE & CO
COM
46625H100
137213
1590141
SH
SOLE
1590141
0
0
JUNIPER NETWORKS INC
COM
48203R104
621
21991
SH
SOLE
21991
0
0
KB HOME
NOTE 1.375% 2/0
48666KAS8
3913
4000000
PRN
SOLE
4000000
0
0
KELLOGG CO
COM
487836108
6252
84824
SH
SOLE
84824
0
0
KEYCORP NEW
COM
493267108
1229
67247
SH
SOLE
67247
0
0
KIMBERLY CLARK CORP
COM
494368103
5737
50269
SH
SOLE
50269
0
0
KIMCO RLTY CORP
COM
49446R109
5474
217548
SH
SOLE
217548
0
0
KINDER MORGAN INC DEL
*W EXP 05/25/201
49456B119
0
71749
SH
SOLE
71749
0
0
KINDER MORGAN INC DEL
COM
49456B101
3570
172395
SH
SOLE
172395
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
517
165372
SH
SOLE
165372
0
0
KLA-TENCOR CORP
COM
482480100
2257
28681
SH
SOLE
28681
0
0
KOHLS CORP
COM
500255104
1810
36656
SH
SOLE
36656
0
0
KROGER CO
COM
501044101
7325
212262
SH
SOLE
212262
0
0
L BRANDS INC
COM
501797104
2158
32777
SH
SOLE
32777
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
5289
41198
SH
SOLE
41198
0
0
LAM RESEARCH CORP
COM
512807108
238
2250
SH
SOLE
2250
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
736
100000
SH
SOLE
100000
0
0
LAUDER ESTEE COS INC
CL A
518439104
5640
73740
SH
SOLE
73740
0
0
LEGGETT & PLATT INC
COM
524660107
6330
129507
SH
SOLE
129507
0
0
LENNAR CORP
CL A
526057104
6840
159335
SH
SOLE
159335
0
0
LEUCADIA NATL CORP
COM
527288104
2098
90239
SH
SOLE
90239
0
0
LILLY ELI & CO
COM
532457108
3628
49328
SH
SOLE
49328
0
0
LINCOLN NATL CORP IND
COM
534187109
1908
28791
SH
SOLE
28791
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
8130
130400
SH
SOLE
130400
0
0
LKQ CORP
COM
501889208
1068
34830
SH
SOLE
34830
0
0
LOCKHEED MARTIN CORP
COM
539830109
1492
5968
SH
SOLE
5968
0
0
LOEWS CORP
COM
540424108
7730
165071
SH
SOLE
165071
0
0
LOGITECH INTL S A
SHS
H50430232
233
9323
SH
SOLE
9323
0
0
LOWES COS INC
COM
548661107
6774
95248
SH
SOLE
95248
0
0
LOXO ONCOLOGY INC
COM
548862101
245
7624
SH
DFND
7624
0
0
M & T BK CORP
COM
55261F104
7118
45500
SH
SOLE
45500
0
0
MACERICH CO
COM
554382101
1649597
23286237
SH
DFND
2
23286237
0
0
MACYS INC
COM
55616P104
1410
39361
SH
SOLE
39361
0
0
MAGNA INTL INC
COM
559222401
2403
55276
SH
SOLE
55276
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
3737
75000
SH
SOLE
75000
0
0
MANULIFE FINL CORP
COM
56501R106
28280
1586125
SH
SOLE
1586125
0
0
MARATHON OIL CORP
COM
565849106
1883
108788
SH
SOLE
108788
0
0
MARATHON PETE CORP
COM
56585A102
4064
80708
SH
SOLE
80708
0
0
MARRIOTT INTL INC NEW
CL A
571903202
2545
30780
SH
SOLE
30780
0
0
MARSH & MCLENNAN COS INC
COM
571748102
15364
227305
SH
SOLE
227305
0
0
MASCO CORP
COM
574599106
2522
79755
SH
SOLE
79755
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
6742
65300
SH
SOLE
65300
0
0
MATTEL INC
COM
577081102
601
21798
SH
SOLE
21798
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
5766
61777
SH
SOLE
61777
0
0
MCDONALDS CORP
COM
580135101
7114
58447
SH
SOLE
58447
0
0
MCKESSON CORP
COM
58155Q103
2175
15483
SH
SOLE
15483
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
2948
41660
SH
SOLE
41660
0
0
MEDTRONIC PLC
COMMON USD 0.1
G5960L103
38464
540000
SH
SOLE
540000
0
0
MENTOR GRAPHICS CORP
COM
587200106
4630
125500
SH
SOLE
125500
0
0
MERCK & CO INC
COM
58933Y105
9806
166575
SH
SOLE
166575
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
4105
2830000
PRN
SOLE
2830000
0
0
METHANEX CORP
COM
59151K108
386
8787
SH
SOLE
8787
0
0
METLIFE INC
COM
59156R108
6954
129049
SH
SOLE
129049
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
1923
4594
SH
SOLE
4594
0
0
MGIC INVT CORP WIS
COM
552848103
834
81800
SH
SOLE
81800
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
3719
2500000
PRN
SOLE
2500000
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
5381
83882
SH
SOLE
83882
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
4570
2000000
PRN
SOLE
2000000
0
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
2329
1000000
PRN
SOLE
1000000
0
0
MICRON TECHNOLOGY INC
COM
595112103
39645
1808633
SH
SOLE
1808633
0
0
MICRON TECHNOLOGY INC
CALL
595112903
21920
1000000
SH
Call
SOLE
1000000
0
0
MICROSOFT CORP
COM
594918104
121761
1959469
SH
SOLE
1959469
0
0
MID AMER APT CMNTYS INC
COM
59522J103
587
5994
SH
SOLE
5994
0
0
MOHAWK INDS INC
COM
608190104
8601
43076
SH
SOLE
43076
0
0
MOLSON COORS BREWING CO
CL B
60871R209
5079
52192
SH
SOLE
52192
0
0
MONSANTO CO NEW
COM
61166W101
48844
464249
SH
SOLE
464249
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
359
8091
SH
SOLE
8091
0
0
MOODYS CORP
COM
615369105
3159
33507
SH
SOLE
33507
0
0
MORGAN STANLEY
COM NEW
617446448
5761
136348
SH
SOLE
136348
0
0
MOSAIC CO NEW
COM
61945C103
1800
61368
SH
SOLE
61368
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
7401
89282
SH
SOLE
89282
0
0
MURPHY OIL CORP
COM
626717102
1343
43142
SH
SOLE
43142
0
0
NASDAQ INC
COM
631103108
6034
89896
SH
SOLE
89896
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1774
47374
SH
SOLE
47374
0
0
NAVIENT CORP
COM
63938C108
1359
82719
SH
SOLE
82719
0
0
NETAPP INC
COM
64110D104
1481
41984
SH
SOLE
41984
0
0
NEWELL BRANDS INC
COM
651229106
224
5019
SH
SOLE
5019
0
0
NEWMONT MINING CORP
COM
651639106
1586
46561
SH
SOLE
46561
0
0
NEWS CORP NEW
CL A
65249B109
4959
432685
SH
SOLE
432685
0
0
NEXTERA ENERGY INC
COM
65339F101
49591
415125
SH
SOLE
415125
0
0
NIELSEN HOLDINGS PLC
COMMON USD 0.07
G6518L108
6502
155000
SH
SOLE
155000
0
0
NIKE INC
CL B
654106103
15648
307851
SH
SOLE
307851
0
0
NISOURCE INC
COM
65473P105
6655
300608
SH
SOLE
300608
0
0
NOBLE ENERGY INC
COM
655044105
67482
1773033
SH
SOLE
1773033
0
0
NORDSTROM INC
COM
655664100
8873
185126
SH
SOLE
185126
0
0
NORFOLK SOUTHERN CORP
COM
655844108
3909
36167
SH
SOLE
36167
0
0
NORTHERN TR CORP
COM
665859104
1073
12051
SH
SOLE
12051
0
0
NRG ENERGY INC
COM NEW
629377508
428
34881
SH
SOLE
34881
0
0
NUCOR CORP
COM
670346105
1692
28431
SH
SOLE
28431
0
0
NVIDIA CORP
COM
67066G104
1167
10929
SH
SOLE
10929
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
6381
22921
SH
SOLE
22921
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
2717
38139
SH
SOLE
38139
0
0
OMNICOM GROUP INC
COM
681919106
6897
81042
SH
SOLE
81042
0
0
ONEOK INC NEW
COM
682680103
776
13522
SH
SOLE
13522
0
0
OPEN TEXT CORP
COM
683715106
618
9987
SH
SOLE
9987
0
0
ORACLE CORP
COM
68389X105
7965
207154
SH
SOLE
207154
0
0
OWENS CORNING NEW
COM
690742101
3609
70000
SH
SOLE
70000
0
0
PACCAR INC
COM
693718108
2749
43014
SH
SOLE
43014
0
0
PANDORA MEDIA INC
COM
698354107
88868
6815000
SH
SOLE
6815000
0
0
PARKER HANNIFIN CORP
COM
701094104
7816
55828
SH
SOLE
55828
0
0
PATTERSON COMPANIES INC
COM
703395103
5031
122614
SH
SOLE
122614
0
0
PAYCHEX INC
COM
704326107
6757
110988
SH
SOLE
110988
0
0
PAYPAL HLDGS INC
COM
70450Y103
798
20210
SH
SOLE
20210
0
0
PENN WEST PETE LTD NEW
COM
707887105
802
453890
SH
SOLE
453890
0
0
PENNEY J C INC
COM
708160106
112
13420
SH
SOLE
13420
0
0
PENTAIR PLC
SHS
G7S00T104
12616
225000
SH
SOLE
225000
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
7016
362376
SH
SOLE
362376
0
0
PERKINELMER INC
COM
714046109
3987
76457
SH
SOLE
76457
0
0
PERRIGO CO PLC
SHS
G97822103
46193
555000
SH
SOLE
555000
0
0
PFIZER INC
COM
717081103
41431
1275593
SH
SOLE
1275593
0
0
PG&E CORP
COM
69331C108
7022
115546
SH
SOLE
115546
0
0
PHILIP MORRIS INTL INC
COM
718172109
8631
94338
SH
SOLE
94338
0
0
PHILLIPS 66
COM
718546104
6286
72748
SH
SOLE
72748
0
0
PINNACLE WEST CAP CORP
COM
723484101
6537
83770
SH
SOLE
83770
0
0
PITNEY BOWES INC
COM
724479100
349
22956
SH
SOLE
22956
0
0
PNC FINL SVCS GROUP INC
COM
693475105
10770
92086
SH
SOLE
92086
0
0
PNC FINL SVCS GROUP INC
*W EXP 12/31/201
693475121
34899
707600
SH
SOLE
707600
0
0
POTASH CORP SASK INC
COM
73755L107
1428
78845
SH
SOLE
78845
0
0
POWERSHARES ETF TR II
KBW BK PORT
73937B746
4727
100000
SH
SOLE
100000
0
0
PPG INDS INC
COM
693506107
5364
56602
SH
SOLE
56602
0
0
PPL CORP
COM
69351T106
6654
195429
SH
SOLE
195429
0
0
PRAXAIR INC
COM
74005P104
68801
587088
SH
SOLE
587088
0
0
PRICE T ROWE GROUP INC
COM
74144T108
7104
94387
SH
SOLE
94387
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1463
25280
SH
SOLE
25280
0
0
PROCTER AND GAMBLE CO
COM
742718109
11032
131206
SH
SOLE
131206
0
0
PROGRESSIVE CORP OHIO
COM
743315103
6830
192404
SH
SOLE
192404
0
0
PROLOGIS INC
COM
74340W103
6814
129071
SH
SOLE
129071
0
0
PRUDENTIAL FINL INC
COM
744320102
6130
58905
SH
SOLE
58905
0
0
PUBLIC STORAGE
COM
74460D109
6265
28033
SH
SOLE
28033
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
7473
170309
SH
SOLE
170309
0
0
PULTE GROUP INC
COM
745867101
39814
2166157
SH
SOLE
2166157
0
0
PVH CORP
COM
693656100
541
5991
SH
SOLE
5991
0
0
QUALCOMM INC
COM
747525103
2916
44727
SH
SOLE
44727
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
7952
86531
SH
SOLE
86531
0
0
QUNAR CAYMAN IS LTD
SPNS ADR CL B
74906P104
1217
40400
SH
SOLE
40400
0
0
RADIAN GROUP INC
COM
750236101
5394
300000
SH
SOLE
300000
0
0
RALPH LAUREN CORP
CL A
751212101
459
5084
SH
SOLE
5084
0
0
RANGE RES CORP
COM
75281A109
336
9792
SH
SOLE
9792
0
0
RAYONIER INC
COM
754907103
2258
84900
SH
SOLE
84900
0
0
RAYTHEON CO
COM NEW
755111507
10494
73904
SH
SOLE
73904
0
0
REALTY INCOME CORP
COM
756109104
5686
98919
SH
SOLE
98919
0
0
RED HAT INC
COM
756577102
2472
35463
SH
SOLE
35463
0
0
REGIONS FINL CORP NEW
COM
7591EP100
40480
2818924
SH
SOLE
2818924
0
0
REPUBLIC SVCS INC
COM
760759100
7539
132146
SH
SOLE
132146
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
390
8174
SH
SOLE
8174
0
0
REYNOLDS AMERICAN INC
COM
761713106
6749
120439
SH
SOLE
120439
0
0
ROBERT HALF INTL INC
COM
770323103
2560
52488
SH
SOLE
52488
0
0
ROCKWELL AUTOMATION INC
COM
773903109
7740
57587
SH
SOLE
57587
0
0
ROCKWELL COLLINS INC
COM
774341101
5760
62094
SH
SOLE
62094
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
4382
113475
SH
SOLE
113475
0
0
ROPER TECHNOLOGIES INC
COM
776696106
5806
31712
SH
SOLE
31712
0
0
ROSS STORES INC
COM
778296103
5049
76965
SH
SOLE
76965
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
2297
33905
SH
SOLE
33905
0
0
RYDER SYS INC
COM
783549108
381
5115
SH
SOLE
5115
0
0
RYLAND GROUP INC
NOTE 0.250% 6/0
783764AS2
24811
26500000
PRN
SOLE
26500000
0
0
S&P GLOBAL INC
COM
78409V104
28435
264412
SH
SOLE
264412
0
0
SCANA CORP NEW
COM
80589M102
6654
90802
SH
SOLE
90802
0
0
SCHEIN HENRY INC
COM
806407102
5534
36479
SH
SOLE
36479
0
0
SCHLUMBERGER LTD
COM
806857108
4225
50330
SH
SOLE
50330
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
605
8474
SH
SOLE
8474
0
0
SEALED AIR CORP NEW
COM
81211K100
529
11674
SH
SOLE
11674
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
581
25000
SH
SOLE
25000
0
0
SEMPRA ENERGY
COM
816851109
6041
60025
SH
SOLE
60025
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
3624
180401
SH
SOLE
180401
0
0
SHERWIN WILLIAMS CO
COM
824348106
5502
20473
SH
SOLE
20473
0
0
SHOPIFY INC
CL A
82509L107
5378
125000
SH
SOLE
125000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
5584
31427
SH
SOLE
31427
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
305
4091
SH
SOLE
4091
0
0
SL GREEN RLTY CORP
COM
78440X101
1884
17514
SH
SOLE
17514
0
0
SMITH A O
COM
831865209
3660
77300
SH
SOLE
77300
0
0
SMUCKER J M CO
COM NEW
832696405
5951
46470
SH
SOLE
46470
0
0
SNAP ON INC
COM
833034101
6113
35693
SH
SOLE
35693
0
0
SOUTHERN CO
COM
842587107
7626
155025
SH
SOLE
155025
0
0
SOUTHWEST AIRLS CO
COM
844741108
1444
28971
SH
SOLE
28971
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
36871
3407697
SH
SOLE
3407697
0
0
SPDR GOLD SHARES
CALL
78463V907
43844
400000
SH
Call
SOLE
400000
0
0
SPDR GOLD SHARES
PUT
78463V957
27403
250000
SH
Put
SOLE
250000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
18250
166500
SH
SOLE
166500
0
0
SPDR SERIES TRUST
S&P BIOTECH
78464A870
26044
440000
SH
SOLE
440000
0
0
SPDR SERIES TRUST
S&P BK ETF
78464A797
18257
420000
SH
SOLE
420000
0
0
SPDR SERIES TRUST
S&P HOMEBUILD
78464A888
59667
1762689
SH
SOLE
1762689
0
0
SPECTRA ENERGY CORP
COM
847560109
7493
182356
SH
SOLE
182356
0
0
SPRINT CORP
COM SER 1
85207U105
292462
34734258
SH
SOLE
34734258
0
0
SPRINT CORP
CALL
85207U905
8420
1000000
SH
Call
SOLE
1000000
0
0
ST JUDE MED INC
COM
790849103
9109
113589
SH
SOLE
113589
0
0
STANLEY BLACK & DECKER INC
COM
854502101
9858
85956
SH
SOLE
85956
0
0
STAPLES INC
COM
855030102
1754
193808
SH
SOLE
193808
0
0
STARBUCKS CORP
COM
855244109
26554
478287
SH
SOLE
478287
0
0
STATE STR CORP
COM
857477103
1724
22184
SH
SOLE
22184
0
0
STERICYCLE INC
COM
858912108
18825
244360
SH
SOLE
244360
0
0
STRYKER CORP
COM
863667101
4508
37623
SH
SOLE
37623
0
0
SUN LIFE FINL INC
COM
866796105
3153
82028
SH
SOLE
82028
0
0
SUNCOR ENERGY INC NEW
COM
867224107
52148
1583993
SH
SOLE
1583993
0
0
SUNTRUST BANKS INC-C
WRT EXP 11/14/2018
867914111
664
50000
SH
SOLE
50000
0
0
SUNTRUST BANKS INC-C
WRT EXP 12/31/2018
867914129
900
40000
SH
SOLE
40000
0
0
SUNTRUST BKS INC
COM
867914103
40107
731206
SH
SOLE
731206
0
0
SYMANTEC CORP
COM
871503108
3322
139052
SH
SOLE
139052
0
0
SYNCHRONY FINL
COM
87165B103
22395
617461
SH
SOLE
617461
0
0
TARGET CORP
COM
87612E106
8449
116972
SH
SOLE
116972
0
0
TEAM HEALTH HOLDINGS INC
COM
87817A107
5483
126200
SH
SOLE
126200
0
0
TECK RESOURCES LTD
CL B
878742204
2584
128962
SH
SOLE
128962
0
0
TEGNA INC
COM
87901J105
472
22061
SH
SOLE
22061
0
0
TEMPUR SEALY INTL INC
COM
88023U101
3790
55500
SH
SOLE
55500
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
395
26636
SH
SOLE
26636
0
0
TESLA MTRS INC
COM
88160R101
24040
112500
SH
SOLE
112500
0
0
TESORO CORP
COM
881609101
2716
31053
SH
SOLE
31053
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
44044
1215000
SH
SOLE
1215000
0
0
TEXAS INSTRS INC
COM
882508104
6654
91184
SH
SOLE
91184
0
0
TEXTRON INC
COM
883203101
943
19409
SH
SOLE
19409
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
91544
648790
SH
SOLE
648790
0
0
TIFFANY & CO NEW
COM
886547108
3908
50472
SH
SOLE
50472
0
0
TIME WARNER INC
COM NEW
887317303
33792
350063
SH
SOLE
350063
0
0
TJX COS INC NEW
COM
872540109
7064
94020
SH
SOLE
94020
0
0
TOLL BROS FIN CORP
NOTE 0.500% 9/1
88947EAM2
6427
6500000
PRN
SOLE
6500000
0
0
TOPBUILD CORP
COM
89055F103
3560
100000
SH
SOLE
100000
0
0
TORCHMARK CORP
COM
891027104
7032
95330
SH
SOLE
95330
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
1202
24342
SH
SOLE
24342
0
0
TOTAL S A
SPONSORED ADR
89151E109
8818
173000
SH
SOLE
173000
0
0
TOTAL SYS SVCS INC
COM
891906109
475
9698
SH
SOLE
9698
0
0
TRACTOR SUPPLY CO
COM
892356106
3261
43012
SH
SOLE
43012
0
0
TRANSCANADA CORP
COM
89353D107
8614
190817
SH
SOLE
190817
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1109
75223
SH
SOLE
75223
0
0
TRIPADVISOR INC
COM
896945201
59763
1288821
SH
SOLE
1288821
0
0
TURQUOISE HILL RES LTD
COM
900435108
555
172566
SH
SOLE
172566
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
5496
201675
SH
SOLE
201675
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
95267
3397530
SH
SOLE
3397530
0
0
TYSON FOODS INC
CL A
902494103
2783
45124
SH
SOLE
45124
0
0
U S G CORP
COM NEW
903293405
3899
135000
SH
SOLE
135000
0
0
UBS GROUP AG
SHS
H42097107
16158
1029619
SH
SOLE
1029619
0
0
UDR INC
COM
902653104
4557
124917
SH
SOLE
124917
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
244
956
SH
SOLE
956
0
0
UNION PAC CORP
COM
907818108
13421
129443
SH
SOLE
129443
0
0
UNITED CONTL HLDGS INC
COM
910047109
2816
38632
SH
SOLE
38632
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
22914
199879
SH
SOLE
199879
0
0
UNITED RENTALS INC
COM
911363109
1031
9769
SH
SOLE
9769
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
9593
87507
SH
SOLE
87507
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
10293
64318
SH
SOLE
64318
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
342
3213
SH
SOLE
3213
0
0
UNUM GROUP
COM
91529Y106
2545
57932
SH
SOLE
57932
0
0
URBAN OUTFITTERS INC
COM
917047102
796
27949
SH
SOLE
27949
0
0
US BANCORP DEL
COM NEW
902973304
9960
193892
SH
SOLE
193892
0
0
V F CORP
COM
918204108
2888
54136
SH
SOLE
54136
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
877
60424
SH
SOLE
60424
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
5422
79360
SH
SOLE
79360
0
0
VALSPAR CORP
COM
920355104
3896
37600
SH
SOLE
37600
0
0
VANGUARD INDEX FDS
REIT ETF
922908553
15062
182500
SH
SOLE
182500
0
0
VARIAN MED SYS INC
COM
92220P105
6388
71154
SH
SOLE
71154
0
0
VENTAS INC
COM
92276F100
5526
88394
SH
SOLE
88394
0
0
VERISIGN INC
COM
92343E102
2217
29138
SH
SOLE
29138
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
2231
1000000
PRN
SOLE
1000000
0
0
VERISK ANALYTICS INC
COM
92345Y106
5083
62617
SH
SOLE
62617
0
0
VERMILION ENERGY INC
COM
923725105
374
8885
SH
SOLE
8885
0
0
VIACOM INC NEW
CL B
92553P201
1467
41790
SH
SOLE
41790
0
0
VIMPELCOM LTD
SPONSORED ADR
92719A106
32114
8341348
SH
SOLE
8341348
0
0
VISA INC
COM CL A
92826C839
7072
90641
SH
SOLE
90641
0
0
VORNADO RLTY TR
SH BEN INT
929042109
6082
58275
SH
SOLE
58275
0
0
WAL-MART STORES INC
COM
931142103
10948
158392
SH
SOLE
158392
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
44770
540964
SH
SOLE
540964
0
0
WASTE CONNECTIONS INC
COM
94106B101
7997
101811
SH
SOLE
101811
0
0
WASTE MGMT INC DEL
COM
94106L109
7603
107217
SH
SOLE
107217
0
0
WATERS CORP
COM
941848103
4852
36101
SH
SOLE
36101
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
11963
11000000
PRN
SOLE
11000000
0
0
WEC ENERGY GROUP INC
COM
92939U106
5768
98339
SH
SOLE
98339
0
0
WELLS FARGO & CO NEW
COM
949746101
39126
709957
SH
SOLE
709957
0
0
WELLS FARGO & CO NEW
*W EXP 10/28/201
949746119
18826
882600
SH
SOLE
882600
0
0
WELLTOWER INC
COM
95040Q104
3691
55152
SH
SOLE
55152
0
0
WESTERN DIGITAL CORP
COM
958102105
712
10481
SH
SOLE
10481
0
0
WESTERN UN CO
COM
959802109
6770
311702
SH
SOLE
311702
0
0
WESTROCK CO
COM
96145D105
901
17743
SH
SOLE
17743
0
0
WEYERHAEUSER CO
COM
962166104
3949
131252
SH
SOLE
131252
0
0
WHIRLPOOL CORP
COM
963320106
19112
105145
SH
SOLE
105145
0
0
WHITEWAVE FOODS CO
COM
966244105
5222
93913
SH
SOLE
93913
0
0
WHOLE FOODS MKT INC
COM
966837106
563
18293
SH
SOLE
18293
0
0
WILLIAMS COS INC DEL
COM
969457100
2072
66524
SH
SOLE
66524
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
2826
36998
SH
SOLE
36998
0
0
XCEL ENERGY INC
COM
98389B100
6707
164779
SH
SOLE
164779
0
0
XEROX CORP
COM
984121103
1568
179557
SH
SOLE
179557
0
0
XILINX INC
COM
983919101
5775
95666
SH
SOLE
95666
0
0
XPO LOGISTICS INC
COM
983793100
136950
3173066
SH
SOLE
3173066
0
0
XYLEM INC
COM
98419M100
6724
135779
SH
SOLE
135779
0
0
YAHOO INC
COM
984332106
486
12556
SH
SOLE
12556
0
0
YAMANA GOLD INC
COM
98462Y100
765
272100
SH
SOLE
272100
0
0
YUM BRANDS INC
COM
988498101
2942
46456
SH
SOLE
46456
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
3886
37654
SH
SOLE
37654
0
0
ZIONS BANCORPORATION
COM
989701107
1295
30090
SH
SOLE
30090
0
0
ZOETIS INC
CL A
98978V103
3190
59588
SH
SOLE
59588
0
0