0000903423-17-000345.txt : 20170512
0000903423-17-000345.hdr.sgml : 20170512
20170512163315
ACCESSION NUMBER: 0000903423-17-000345
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170512
DATE AS OF CHANGE: 20170512
EFFECTIVENESS DATE: 20170512
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: 17839169
BUSINESS ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: TORONTO
STATE: A6
ZIP: M2M 4H5
BUSINESS PHONE: 4167305300
MAIL ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: TORONTO
STATE: A6
ZIP: M2M 4H5
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0000937567
XXXXXXXX
03-31-2017
03-31-2017
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
05-12-2017
4
538
8392909
1
0001625247
028-16546
1700480 ONTARIO INC
2
0001692205
028-17770
2403304 Ontario Ltd
3
0001633119
028-16547
1829356 Ontario Ltd
4
0001615167
028-16238
Classroom Investments Inc.
INFORMATION TABLE
2
infotable.xml
3M CO
COM
88579Y101
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45280
SH
SOLE
45280
0
0
AARONS INC
COM PAR $0.50
002535300
877
29500
SH
SOLE
29500
0
0
ABBOTT LABS
COM
002824100
34521
777314
SH
SOLE
777314
0
0
ABBVIE INC
COM
00287Y109
2165
33229
SH
SOLE
33229
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
1394
27951
SH
SOLE
27951
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
9584
547683
SH
DFND
547683
0
0
ADOBE SYS INC
COM
00724F101
4849
37259
SH
SOLE
37259
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
23730
12000000
PRN
SOLE
12000000
0
0
AES CORP
COM
00130H105
2116
189273
SH
SOLE
189273
0
0
AETNA INC NEW
COM
00817Y108
5828
45695
SH
SOLE
45695
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
274
1671
SH
SOLE
1671
0
0
AFLAC INC
COM
001055102
9888
136531
SH
SOLE
136531
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
7287
137828
SH
SOLE
137828
0
0
AGNICO EAGLE MINES LTD
COM
008474108
457
10799
SH
SOLE
10799
0
0
AGRIUM INC
COM
008916108
3114
32717
SH
SOLE
32717
0
0
AIR PRODS & CHEMS INC
COM
009158106
5855
43281
SH
SOLE
43281
0
0
AIRCASTLE LTD
COM
G0129K104
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SH
SOLE
7887029
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ALASKA AIR GROUP INC
COM
011659109
1947
21115
SH
SOLE
21115
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0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
7376
68400
SH
SOLE
68400
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
31478
415821
SH
SOLE
415821
0
0
ALLIANT ENERGY CORP
COM
018802108
5329
134526
SH
SOLE
134526
0
0
ALLSTATE CORP
COM
020002101
8285
101675
SH
SOLE
101675
0
0
ALPHABET INC
CAP STK CL C
02079K107
20442
24642
SH
SOLE
24642
0
0
ALPHABET INC
CAP STK CL A
02079K305
47169
55637
SH
SOLE
55637
0
0
ALTRIA GROUP INC
COM
02209S103
35935
503147
SH
SOLE
503147
0
0
AMAZON COM INC
COM
023135106
1176
1326
SH
SOLE
1326
0
0
AMEREN CORP
COM
023608102
7016
128528
SH
SOLE
128528
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
2701
63845
SH
SOLE
63845
0
0
AMERICAN ELEC PWR INC
COM
025537101
8533
127117
SH
SOLE
127117
0
0
AMERICAN EXPRESS CO
COM
025816109
10815
136705
SH
SOLE
136705
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
112732
1805741
SH
SOLE
1805741
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
23542
193698
SH
SOLE
193698
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
6600
84861
SH
SOLE
84861
0
0
AMERIPRISE FINL INC
COM
03076C106
1344
10364
SH
SOLE
10364
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
6216
70242
SH
SOLE
70242
0
0
AMETEK INC NEW
COM
031100100
6388
118124
SH
SOLE
118124
0
0
AMGEN INC
COM
031162100
13873
84557
SH
SOLE
84557
0
0
AMPHENOL CORP NEW
CL A
032095101
6140
86271
SH
SOLE
86271
0
0
ANADARKO PETE CORP
COM
032511107
471
7599
SH
SOLE
7599
0
0
ANALOG DEVICES INC
COM
032654105
3835
46795
SH
SOLE
46795
0
0
ANTHEM INC
COM
036752103
7087
42852
SH
SOLE
42852
0
0
APACHE CORP
COM
037411105
1470
28599
SH
SOLE
28599
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
6056
136551
SH
SOLE
136551
0
0
APPLIED MATLS INC
COM
038222105
1747
44912
SH
SOLE
44912
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
4224
91745
SH
SOLE
91745
0
0
ARCONIC INC
COM
03965L100
1010
38339
SH
SOLE
38339
0
0
ARVINMERITOR INC
FRNT 4.000% 2/1
043353AH4
8400
8000000
PRN
SOLE
8000000
0
0
ASSURANT INC
COM
04621X108
2964
30978
SH
SOLE
30978
0
0
ATHENE HLDG LTD
CL A
G0684D107
59696
1194163
SH
DFND
1194163
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
6581
64275
SH
SOLE
64275
0
0
AUTOZONE INC
COM
053332102
5532
7651
SH
SOLE
7651
0
0
AVALONBAY CMNTYS INC
COM
053484101
6354
34607
SH
SOLE
34607
0
0
AVERY DENNISON CORP
COM
053611109
6182
76699
SH
SOLE
76699
0
0
AVON PRODS INC
COM
054303102
5544
1259911
SH
SOLE
1259911
0
0
BAIDU INC
SPON ADR REP A
056752108
20702
120000
SH
SOLE
120000
0
0
BAKER HUGHES INC
COM
057224107
1673
27965
SH
SOLE
27965
0
0
BALL CORP
COM
058498106
5162
69519
SH
SOLE
69519
0
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BANK AMER CORP
COM
060505104
72873
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SH
SOLE
3089146
0
0
BANK MONTREAL QUE
COM
063671101
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SH
SOLE
58607
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0
BANK N S HALIFAX
COM
064149107
2588
44362
SH
SOLE
44362
0
0
BANK NEW YORK MELLON CORP
COM
064058100
63431
1343026
SH
SOLE
1343026
0
0
BARD C R INC
COM
067383109
6498
26145
SH
SOLE
26145
0
0
BARRICK GOLD CORP
COM
067901108
661
34879
SH
SOLE
34879
0
0
BAXTER INTL INC
COM
071813109
8756
168845
SH
SOLE
168845
0
0
BB&T CORP
COM
054937107
8039
179845
SH
SOLE
179845
0
0
BECTON DICKINSON & CO
COM
075887109
5769
31447
SH
SOLE
31447
0
0
BED BATH & BEYOND INC
COM
075896100
5061
128262
SH
SOLE
128262
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
5935
35608
SH
SOLE
35608
0
0
BEST BUY INC
COM
086516101
4004
81457
SH
SOLE
81457
0
0
BIOGEN INC
COM
09062X103
1449
5298
SH
SOLE
5298
0
0
BLACKBERRY LTD
COM
09228F103
116143
15038316
SH
SOLE
15038316
0
0
BLACKROCK INC
COM
09247X101
27268
71100
SH
SOLE
71100
0
0
BORGWARNER INC
COM
099724106
435
10410
SH
SOLE
10410
0
0
BOSTON PROPERTIES INC
COM
101121101
6146
46413
SH
SOLE
46413
0
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BOSTON SCIENTIFIC CORP
COM
101137107
4174
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SH
SOLE
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BRISTOL MYERS SQUIBB CO
COM
110122108
2177
40031
SH
SOLE
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0
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BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
3063
245400
SH
SOLE
245400
0
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BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
2600
71557
SH
SOLE
71557
0
0
BROWN FORMAN CORP
CL B
115637209
6556
141965
SH
SOLE
141965
0
0
BUNGE LIMITED
COM
G16962105
34874
440000
SH
SOLE
440000
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
7047
91180
SH
SOLE
91180
0
0
CA INC
COM
12673P105
6620
208693
SH
SOLE
208693
0
0
CAE INC
COM
124765108
1206
79135
SH
SOLE
79135
0
0
CAMECO CORP
COM
13321L108
1157
104857
SH
SOLE
104857
0
0
CAMPBELL SOUP CO
COM
134429109
5583
97531
SH
SOLE
97531
0
0
CANADIAN NAT RES LTD
COM
136385101
22080
672781
SH
SOLE
672781
0
0
CAPITAL ONE FINL CORP
COM
14040H105
5983
69043
SH
SOLE
69043
0
0
CARDINAL HEALTH INC
COM
14149Y108
5447
66788
SH
SOLE
66788
0
0
CAREDX INC
COM
14167L103
298
212591
SH
DFND
212591
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
67838
1151545
SH
SOLE
1151545
0
0
CATERPILLAR INC DEL
COM
149123101
2300
24792
SH
SOLE
24792
0
0
CBOE HLDGS INC
COM
12503M108
600
7401
SH
SOLE
7401
0
0
CBRE GROUP INC
CL A
12504L109
578
16612
SH
SOLE
16612
0
0
CBS CORP NEW
CL B
124857202
5688
82003
SH
SOLE
82003
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
4682
54458
SH
SOLE
54458
0
0
CENOVUS ENERGY INC
COM
15135U109
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757246
SH
SOLE
757246
0
0
CENTENE CORP DEL
COM
15135B101
1553
21797
SH
SOLE
21797
0
0
CENTERPOINT ENERGY INC
COM
15189T107
7422
269197
SH
SOLE
269197
0
0
CENTURYLINK INC
COM
156700106
4105
174156
SH
SOLE
174156
0
0
CERNER CORP
COM
156782104
3341
56774
SH
SOLE
56774
0
0
CF INDS HLDGS INC
COM
125269100
1031
35128
SH
SOLE
35128
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
46137
140953
SH
SOLE
140953
0
0
CHEMTURA CORP
COM NEW
163893209
5695
170500
SH
SOLE
170500
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1526
256965
SH
SOLE
256965
0
0
CHEVRON CORP NEW
COM
166764100
16322
152021
SH
SOLE
152021
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
11085
24880
SH
SOLE
24880
0
0
CHUBB LIMITED
COM
H1467J104
123599
907148
SH
SOLE
907148
0
0
CHURCH & DWIGHT INC
COM
171340102
6542
131176
SH
SOLE
131176
0
0
CIGNA CORPORATION
COM
125509109
2687
18344
SH
SOLE
18344
0
0
CINCINNATI FINL CORP
COM
172062101
6214
85990
SH
SOLE
85990
0
0
CINTAS CORP
COM
172908105
8893
70278
SH
SOLE
70278
0
0
CISCO SYS INC
COM
17275R102
12391
366599
SH
SOLE
366599
0
0
CITIGROUP INC
COM NEW
172967424
61991
1036294
SH
SOLE
1036294
0
0
CITIZENS FINL GROUP INC
COM
174610105
1932
55905
SH
SOLE
55905
0
0
CITRIX SYS INC
COM
177376100
1326
15896
SH
SOLE
15896
0
0
CLOROX CO DEL
COM
189054109
6356
47139
SH
SOLE
47139
0
0
CME GROUP INC
COM
12572Q105
7659
64471
SH
SOLE
64471
0
0
CMS ENERGY CORP
COM
125896100
7115
159036
SH
SOLE
159036
0
0
CNH INDL N V
SHS
N20944109
712
73672
SH
SOLE
73672
0
0
COACH INC
COM
189754104
1062
25692
SH
SOLE
25692
0
0
COCA COLA CO
COM
191216100
9784
230548
SH
SOLE
230548
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
729
19342
SH
SOLE
19342
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
1904
31995
SH
SOLE
31995
0
0
COLGATE PALMOLIVE CO
COM
194162103
6773
92538
SH
SOLE
92538
0
0
COMCAST CORP NEW
CL A
20030N101
86832
2309983
SH
SOLE
2309983
0
0
COMERICA INC
COM
200340107
541
7889
SH
SOLE
7889
0
0
COMPUTER SCIENCES CORP
COM
205363104
235
3408
SH
SOLE
3408
0
0
CONCHO RES INC
COM
20605P101
511
3983
SH
SOLE
3983
0
0
CONSOLIDATED EDISON INC
COM
209115104
7840
100959
SH
SOLE
100959
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
6519
40224
SH
SOLE
40224
0
0
COOPER COS INC
COM NEW
216648402
3330
16661
SH
SOLE
16661
0
0
CORNING INC
COM
219350105
7398
274016
SH
SOLE
274016
0
0
COSTCO WHSL CORP NEW
COM
22160K105
8249
49189
SH
SOLE
49189
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
988
91722
SH
SOLE
91722
0
0
CSRA INC
COM
12650T104
305
10420
SH
SOLE
10420
0
0
CST BRANDS INC
COM
12646R105
5742
119400
SH
SOLE
119400
0
0
CTRIP COM INTL LTD
NOTE 1.990% 7/0
22943FAH3
4645
4000000
PRN
SOLE
4000000
0
0
CTRIP COM INTL LTD
NOTE 1.000% 7/0
22943FAF7
1113
1000000
PRN
SOLE
1000000
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
5446
110800
SH
SOLE
110800
0
0
CUMMINS INC
COM
231021106
2633
17413
SH
SOLE
17413
0
0
CVS HEALTH CORP
COM
126650100
72568
924434
SH
SOLE
924434
0
0
D R HORTON INC
COM
23331A109
6858
205880
SH
SOLE
205880
0
0
DANAHER CORP DEL
COM
235851102
41939
490347
SH
SOLE
490347
0
0
DARDEN RESTAURANTS INC
COM
237194105
3860
46128
SH
SOLE
46128
0
0
DAVITA INC
COM
23918K108
6099
89737
SH
SOLE
89737
0
0
DEERE & CO
COM
244199105
4944
45413
SH
SOLE
45413
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
4025
50000
SH
SOLE
50000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
42649
927962
SH
SOLE
927962
0
0
DENTSPLY SIRONA INC
COM
24906P109
6147
98439
SH
SOLE
98439
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
13088
757681
SH
SOLE
757681
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1214
29099
SH
SOLE
29099
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
449
26894
SH
SOLE
26894
0
0
DIGITAL RLTY TR INC
COM
253868103
3194
30022
SH
SOLE
30022
0
0
DIGITALGLOBE INC
COM NEW
25389M877
3275
100000
SH
SOLE
100000
0
0
DISCOVER FINL SVCS
COM
254709108
9473
138512
SH
SOLE
138512
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
504
17326
SH
SOLE
17326
0
0
DISNEY WALT CO
COM DISNEY
254687106
50995
449732
SH
SOLE
449732
0
0
DOLLAR GEN CORP NEW
COM
256677105
2291
32860
SH
SOLE
32860
0
0
DOMINION DIAMOND CORP
COM
257287102
631
50000
SH
SOLE
50000
0
0
DOMINION RES INC VA NEW
COM
25746U109
41709
537697
SH
SOLE
537697
0
0
DOVER CORP
COM
260003108
2626
32676
SH
SOLE
32676
0
0
DOW CHEM CO
COM
260543103
73118
1150742
SH
SOLE
1150742
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
6561
67007
SH
SOLE
67007
0
0
DTE ENERGY CO
COM
233331107
6722
65832
SH
SOLE
65832
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
4096
50992
SH
SOLE
50992
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
10513
128194
SH
SOLE
128194
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
3957
36655
SH
SOLE
36655
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
636
18243
SH
SOLE
18243
0
0
EASTMAN CHEM CO
COM
277432100
4481
55456
SH
SOLE
55456
0
0
EBAY INC
COM
278642103
2916
86854
SH
SOLE
86854
0
0
ECOLAB INC
COM
278865100
6083
48531
SH
SOLE
48531
0
0
EDISON INTL
COM
281020107
8733
109694
SH
SOLE
109694
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1097
11658
SH
SOLE
11658
0
0
ELECTRONIC ARTS INC
COM
285512109
1905
21275
SH
SOLE
21275
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
1195
1000000
PRN
SOLE
1000000
0
0
EMERSON ELEC CO
COM
291011104
8207
137108
SH
SOLE
137108
0
0
ENBRIDGE INC
COM
29250N105
4437
107191
SH
SOLE
107191
0
0
ENCANA CORP
COM
292505104
34353
2940658
SH
SOLE
2940658
0
0
ENTERGY CORP NEW
COM
29364G103
7628
100427
SH
SOLE
100427
0
0
EOG RES INC
COM
26875P101
754
7732
SH
SOLE
7732
0
0
EQUIFAX INC
COM
294429105
7283
53261
SH
SOLE
53261
0
0
EQUINIX INC
COM PAR $0.001
29444U700
5224
13047
SH
SOLE
13047
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
6837
109880
SH
SOLE
109880
0
0
ESSEX PPTY TR INC
COM
297178105
13637
58898
SH
SOLE
58898
0
0
EVERSOURCE ENERGY
COM
30040W108
7149
121625
SH
SOLE
121625
0
0
EXELON CORP
COM
30161N101
8921
247956
SH
SOLE
247956
0
0
EXPEDITORS INTL WASH INC
COM
302130109
8041
142340
SH
SOLE
142340
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
6813
103366
SH
SOLE
103366
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
1842
24765
SH
SOLE
24765
0
0
EXXON MOBIL CORP
COM
30231G102
22822
278285
SH
SOLE
278285
0
0
F5 NETWORKS INC
COM
315616102
3202
22459
SH
SOLE
22459
0
0
FACEBOOK INC
CL A
30303M102
2885
20312
SH
SOLE
20312
0
0
FASTENAL CO
COM
311900104
5742
111495
SH
SOLE
111495
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
4298
32196
SH
SOLE
32196
0
0
FEDEX CORP
COM
31428X106
16663
85386
SH
SOLE
85386
0
0
FERRARI N V
COM
N3167Y103
1867
25025
SH
SOLE
25025
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
1352
123320
SH
SOLE
123320
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
5036
63253
SH
SOLE
63253
0
0
FIFTH THIRD BANCORP
COM
316773100
2974
117075
SH
SOLE
117075
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
56286
600000
SH
SOLE
600000
0
0
FIRST SOLAR INC
COM
336433107
635
23416
SH
SOLE
23416
0
0
FIRSTENERGY CORP
COM
337932107
6508
204512
SH
SOLE
204512
0
0
FISERV INC
COM
337738108
7440
64524
SH
SOLE
64524
0
0
FLIR SYS INC
COM
302445101
6061
167057
SH
SOLE
167057
0
0
FLUOR CORP NEW
COM
343412102
1624
30859
SH
SOLE
30859
0
0
FOOT LOCKER INC
COM
344849104
2770
37033
SH
SOLE
37033
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
6644
570793
SH
SOLE
570793
0
0
FORTIS INC
COM
349553107
4284
129640
SH
SOLE
129640
0
0
FORTIVE CORP
COM
34959J108
3959
65738
SH
SOLE
65738
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
4268
70133
SH
SOLE
70133
0
0
FRANKLIN RES INC
COM
354613101
1388
32926
SH
SOLE
32926
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
258
19302
SH
SOLE
19302
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
374
174725
SH
SOLE
174725
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
6379
112822
SH
SOLE
112822
0
0
GAP INC DEL
COM
364760108
1811
74540
SH
SOLE
74540
0
0
GENERAL DYNAMICS CORP
COM
369550108
9265
49492
SH
SOLE
49492
0
0
GENERAL MLS INC
COM
370334104
26419
447702
SH
SOLE
447702
0
0
GENERAL MTRS CO
COM
37045V100
13385
378537
SH
SOLE
378537
0
0
GENUINE PARTS CO
COM
372460105
7296
78953
SH
SOLE
78953
0
0
GENWORTH FINL INC
COM CL A
37247D106
119
28868
SH
SOLE
28868
0
0
GGP INC
COM
36174X101
5704
246068
SH
SOLE
246068
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
1871
69447
SH
SOLE
69447
0
0
GILEAD SCIENCES INC
COM
375558103
4316
63542
SH
SOLE
63542
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
7516
32717
SH
SOLE
32717
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
40334
1120385
SH
SOLE
1120385
0
0
GRAINGER W W INC
COM
384802104
6381
27414
SH
SOLE
27414
0
0
GROUPE CGI INC
CL A SUB VTG
39945C109
3915
81939
SH
SOLE
81939
0
0
HALLIBURTON CO
COM
406216101
1014
20610
SH
SOLE
20610
0
0
HARLEY DAVIDSON INC
COM
412822108
884
14608
SH
SOLE
14608
0
0
HARRIS CORP DEL
COM
413875105
6746
60625
SH
SOLE
60625
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
8445
175675
SH
SOLE
175675
0
0
HASBRO INC
COM
418056107
6199
62101
SH
SOLE
62101
0
0
HCA HOLDINGS INC
COM
40412C101
3767
42329
SH
SOLE
42329
0
0
HCP INC
COM
40414L109
330
10565
SH
SOLE
10565
0
0
HEADWATERS INC
COM
42210P102
5598
238400
SH
SOLE
238400
0
0
HELMERICH & PAYNE INC
COM
423452101
1897
28492
SH
SOLE
28492
0
0
HERSHEY CO
COM
427866108
2050
18764
SH
SOLE
18764
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
473
26942
SH
SOLE
26942
0
0
HESS CORP
COM
42809H107
1270
26347
SH
SOLE
26347
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
4180
176358
SH
SOLE
176358
0
0
HOLLYFRONTIER CORP
COM
436106108
419
14784
SH
SOLE
14784
0
0
HOLOGIC INC
COM
436440101
761
17879
SH
SOLE
17879
0
0
HOME DEPOT INC
COM
437076102
34389
234211
SH
SOLE
234211
0
0
HONEYWELL INTL INC
COM
438516106
8701
69684
SH
SOLE
69684
0
0
HORMEL FOODS CORP
COM
440452100
7086
204629
SH
SOLE
204629
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
2799
149991
SH
SOLE
149991
0
0
HP INC
COM
40434L105
6488
362852
SH
SOLE
362852
0
0
HUMANA INC
COM
444859102
2054
9966
SH
SOLE
9966
0
0
HUNT J B TRANS SVCS INC
COM
445658107
6821
74352
SH
SOLE
74352
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1255
93702
SH
SOLE
93702
0
0
ILLINOIS TOOL WKS INC
COM
452308109
8479
64010
SH
SOLE
64010
0
0
IMPERIAL OIL LTD
COM NEW
453038408
5837
192127
SH
SOLE
192127
0
0
INGERSOLL-RAND PLC
SHS
G47791101
25087
308496
SH
SOLE
308496
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
8176
136567
SH
SOLE
136567
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
12956
74399
SH
SOLE
74399
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
4926
37171
SH
SOLE
37171
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
6244
254139
SH
SOLE
254139
0
0
INTL PAPER CO
COM
460146103
3698
72823
SH
SOLE
72823
0
0
INTUIT
COM
461202103
6623
57097
SH
SOLE
57097
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
6729
8779
SH
SOLE
8779
0
0
INVENSENSE INC
COM
46123D205
2601
205900
SH
SOLE
205900
0
0
IRON MTN INC NEW
COM
46284V101
5406
151551
SH
SOLE
151551
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
526354
13362632
SH
SOLE
13362632
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
11509
299000
SH
SOLE
299000
0
0
ISHARES TR
U.S. REAL ES ETF
464287739
1452
18500
SH
SOLE
18500
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
4427
80089
SH
SOLE
80089
0
0
JOHNSON & JOHNSON
COM
478160104
13527
108606
SH
SOLE
108606
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
2298
54551
SH
SOLE
54551
0
0
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
2427
52400
SH
SOLE
52400
0
0
JPMORGAN CHASE & CO
COM
46625H100
70522
802849
SH
SOLE
802849
0
0
JUNIPER NETWORKS INC
COM
48203R104
1199
43099
SH
SOLE
43099
0
0
KB HOME
NOTE 1.375% 2/0
48666KAS8
4118
4000000
PRN
SOLE
4000000
0
0
KELLOGG CO
COM
487836108
6075
83672
SH
SOLE
83672
0
0
KEYCORP NEW
COM
493267108
1382
77720
SH
SOLE
77720
0
0
KIMBERLY CLARK CORP
COM
494368103
6846
52012
SH
SOLE
52012
0
0
KIMCO RLTY CORP
COM
49446R109
5078
229880
SH
SOLE
229880
0
0
KINDER MORGAN INC DEL
COM
49456B101
3760
172970
SH
SOLE
172970
0
0
KINDER MORGAN INC DEL
*W EXP 05/25/201
49456B119
0
71749
SH
SOLE
71749
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
562
159862
SH
SOLE
159862
0
0
KLA-TENCOR CORP
COM
482480100
4215
44338
SH
SOLE
44338
0
0
KOHLS CORP
COM
500255104
2230
56011
SH
SOLE
56011
0
0
KROGER CO
COM
501044101
5780
196014
SH
SOLE
196014
0
0
L BRANDS INC
COM
501797104
1235
26213
SH
SOLE
26213
0
0
L3 TECHNOLOGIES INC
COM
502413107
7475
45222
SH
SOLE
45222
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
4186
29175
SH
SOLE
29175
0
0
LAM RESEARCH CORP
COM
512807108
237
1847
SH
SOLE
1847
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
692
100000
SH
SOLE
100000
0
0
LAUDER ESTEE COS INC
CL A
518439104
7122
83999
SH
SOLE
83999
0
0
LEGGETT & PLATT INC
COM
524660107
6959
138302
SH
SOLE
138302
0
0
LENNAR CORP
CL A
526057104
7834
153045
SH
SOLE
153045
0
0
LILLY ELI & CO
COM
532457108
3597
42765
SH
SOLE
42765
0
0
LINCOLN NATL CORP IND
COM
534187109
21209
324052
SH
SOLE
324052
0
0
LKQ CORP
COM
501889208
2407
82218
SH
SOLE
82218
0
0
LOCKHEED MARTIN CORP
COM
539830109
1920
7175
SH
SOLE
7175
0
0
LOEWS CORP
COM
540424108
7895
168802
SH
SOLE
168802
0
0
LOGITECH INTL S A
SHS
H50430232
297
9323
SH
SOLE
9323
0
0
LOWES COS INC
COM
548661107
7625
92753
SH
SOLE
92753
0
0
M & T BK CORP
COM
55261F104
6371
41172
SH
SOLE
41172
0
0
MACERICH CO
COM
554382101
1499634
23286237
SH
DFND
1
23286237
0
0
MACYS INC
COM
55616P104
1167
39361
SH
SOLE
39361
0
0
MAGNA INTL INC
COM
559222401
3005
69827
SH
SOLE
69827
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
6686
150000
SH
SOLE
150000
0
0
MANULIFE FINL CORP
COM
56501R106
38941
2201533
SH
SOLE
2201533
0
0
MARATHON OIL CORP
COM
565849106
1473
93228
SH
SOLE
93228
0
0
MARATHON PETE CORP
COM
56585A102
5500
108816
SH
SOLE
108816
0
0
MARRIOTT INTL INC NEW
CL A
571903202
5739
60940
SH
SOLE
60940
0
0
MASCO CORP
COM
574599106
2608
76740
SH
SOLE
76740
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
8046
71536
SH
SOLE
71536
0
0
MATTEL INC
COM
577081102
663
25907
SH
SOLE
25907
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
6134
62878
SH
SOLE
62878
0
0
MCDONALDS CORP
COM
580135101
315
2427
SH
SOLE
2427
0
0
MCKESSON CORP
COM
58155Q103
2613
17627
SH
SOLE
17627
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
6734
75592
SH
SOLE
75592
0
0
MEDTRONIC PLC
SHS
G5960L103
34641
430000
SH
SOLE
430000
0
0
MERCK & CO INC
COM
58933Y105
10935
172095
SH
SOLE
172095
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
4960
2830000
PRN
SOLE
2830000
0
0
METHANEX CORP
COM
59151K108
549
11758
SH
SOLE
11758
0
0
METLIFE INC
COM
59156R108
6670
126270
SH
SOLE
126270
0
0
MGIC INVT CORP WIS
COM
552848103
536
52900
SH
SOLE
52900
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
2186
1500000
PRN
SOLE
1500000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
28775
20000000
PRN
SOLE
20000000
0
0
MICRON TECHNOLOGY INC
COM
595112103
32507
1124803
SH
SOLE
1124803
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
5884
2000000
PRN
SOLE
2000000
0
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
3033
1000000
PRN
SOLE
1000000
0
0
MICROSOFT CORP
COM
594918104
124594
1891795
SH
SOLE
1891795
0
0
MID AMER APT CMNTYS INC
COM
59522J103
2259
22208
SH
SOLE
22208
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
33090
3000000
SH
SOLE
3000000
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
2763
45000
SH
SOLE
45000
0
0
MOHAWK INDS INC
COM
608190104
8432
36742
SH
SOLE
36742
0
0
MOLSON COORS BREWING CO
CL B
60871R209
5791
60509
SH
SOLE
60509
0
0
MONSANTO CO NEW
COM
61166W101
52601
464673
SH
SOLE
464673
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
554
12003
SH
SOLE
12003
0
0
MOODYS CORP
COM
615369105
3858
34434
SH
SOLE
34434
0
0
MORGAN STANLEY
COM NEW
617446448
6320
147537
SH
SOLE
147537
0
0
MOSAIC CO NEW
COM
61945C103
2802
96025
SH
SOLE
96025
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
8004
92836
SH
SOLE
92836
0
0
MURPHY OIL CORP
COM
626717102
1480
51770
SH
SOLE
51770
0
0
NASDAQ INC
COM
631103108
6019
86660
SH
SOLE
86660
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
2160
53884
SH
SOLE
53884
0
0
NAVIENT CORPORATION
COM
63938C108
2186
148110
SH
SOLE
148110
0
0
NETAPP INC
COM
64110D104
1377
32902
SH
SOLE
32902
0
0
NEWELL BRANDS INC
COM
651229106
320
6789
SH
SOLE
6789
0
0
NEWMONT MINING CORP
COM
651639106
1803
54711
SH
SOLE
54711
0
0
NEXTERA ENERGY INC
COM
65339F101
53663
418031
SH
SOLE
418031
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
6403
155000
SH
SOLE
155000
0
0
NIKE INC
CL B
654106103
18775
336894
SH
SOLE
336894
0
0
NISOURCE INC
COM
65473P105
7879
331177
SH
SOLE
331177
0
0
NOBLE ENERGY INC
COM
655044105
60732
1768544
SH
SOLE
1768544
0
0
NORDSTROM INC
COM
655664100
9731
208944
SH
SOLE
208944
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1266
11305
SH
SOLE
11305
0
0
NORTHERN TR CORP
COM
665859104
333
3841
SH
SOLE
3841
0
0
NRG ENERGY INC
COM NEW
629377508
605
32360
SH
SOLE
32360
0
0
NUCOR CORP
COM
670346105
2369
39663
SH
SOLE
39663
0
0
NVIDIA CORP
COM
67066G104
965
8856
SH
SOLE
8856
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
5925
21958
SH
SOLE
21958
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
3979
62792
SH
SOLE
62792
0
0
OMNICOM GROUP INC
COM
681919106
7370
85492
SH
SOLE
85492
0
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
5399
100000
SH
SOLE
100000
0
0
OPEN TEXT CORP
COM
683715106
961
28365
SH
SOLE
28365
0
0
ORACLE CORP
COM
68389X105
9804
219766
SH
SOLE
219766
0
0
OWENS CORNING NEW
COM
690742101
3314
54000
SH
SOLE
54000
0
0
PACCAR INC
COM
693718108
3072
45720
SH
SOLE
45720
0
0
PANDORA MEDIA INC
COM
698354107
82670
7000000
SH
SOLE
7000000
0
0
PATTERSON COMPANIES INC
COM
703395103
5546
122614
SH
SOLE
122614
0
0
PAYCHEX INC
COM
704326107
6619
112369
SH
SOLE
112369
0
0
PAYPAL HLDGS INC
COM
70450Y103
1778
41324
SH
SOLE
41324
0
0
PEMBINA PIPELINE CORP
COM
706327103
592
18723
SH
SOLE
18723
0
0
PENNEY J C INC
COM
708160106
670
108753
SH
SOLE
108753
0
0
PENTAIR PLC
SHS
G7S00T104
13943
222091
SH
SOLE
222091
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
6383
350724
SH
SOLE
350724
0
0
PEPSICO INC
COM
713448108
8631
77159
SH
SOLE
77159
0
0
PERKINELMER INC
COM
714046109
4065
70011
SH
SOLE
70011
0
0
PERRIGO CO PLC
SHS
G97822103
30539
460000
SH
SOLE
460000
0
0
PFIZER INC
COM
717081103
40889
1195245
SH
SOLE
1195245
0
0
PG&E CORP
COM
69331C108
7447
112228
SH
SOLE
112228
0
0
PHILIP MORRIS INTL INC
COM
718172109
10813
95772
SH
SOLE
95772
0
0
PHILLIPS 66
COM
718546104
8545
107866
SH
SOLE
107866
0
0
PINNACLE WEST CAP CORP
COM
723484101
7228
86686
SH
SOLE
86686
0
0
PNC FINL SVCS GROUP INC
*W EXP 12/31/201
693475121
37397
707600
SH
SOLE
707600
0
0
PNC FINL SVCS GROUP INC
COM
693475105
10880
90483
SH
SOLE
90483
0
0
POTASH CORP SASK INC
COM
73755L107
1048
61495
SH
SOLE
61495
0
0
POWERSHARES ETF TR II
KBW BK PORT
73937B746
4751
100000
SH
SOLE
100000
0
0
PPG INDS INC
COM
693506107
6359
60513
SH
SOLE
60513
0
0
PPL CORP
COM
69351T106
8095
216490
SH
SOLE
216490
0
0
PRAXAIR INC
COM
74005P104
69983
590077
SH
SOLE
590077
0
0
PRICE T ROWE GROUP INC
COM
74144T108
6742
98931
SH
SOLE
98931
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
2326
36852
SH
SOLE
36852
0
0
PROCTER AND GAMBLE CO
COM
742718109
12225
136055
SH
SOLE
136055
0
0
PROGRESSIVE CORP OHIO
COM
743315103
19515
498073
SH
SOLE
498073
0
0
PROLOGIS INC
COM
74340W103
6569
126619
SH
SOLE
126619
0
0
PRUDENTIAL FINL INC
COM
744320102
6637
62214
SH
SOLE
62214
0
0
PUBLIC STORAGE
COM
74460D109
6681
30521
SH
SOLE
30521
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
8506
191785
SH
SOLE
191785
0
0
PULTE GROUP INC
COM
745867101
7807
331503
SH
SOLE
331503
0
0
PVH CORP
COM
693656100
947
9156
SH
SOLE
9156
0
0
QUALCOMM INC
COM
747525103
2945
51359
SH
SOLE
51359
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
9331
95030
SH
SOLE
95030
0
0
RADIAN GROUP INC
COM
750236101
2514
140000
SH
SOLE
140000
0
0
RALPH LAUREN CORP
CL A
751212101
738
9037
SH
SOLE
9037
0
0
RAYONIER INC
COM
754907103
2406
84900
SH
SOLE
84900
0
0
RAYTHEON CO
COM NEW
755111507
11270
73904
SH
SOLE
73904
0
0
REALTY INCOME CORP
COM
756109104
4313
72454
SH
SOLE
72454
0
0
RED HAT INC
COM
756577102
2035
23527
SH
SOLE
23527
0
0
REGENCY CTRS CORP
COM
758849103
525
7915
SH
SOLE
7915
0
0
REGIONS FINL CORP NEW
COM
7591EP100
42125
2899169
SH
SOLE
2899169
0
0
REPUBLIC SVCS INC
COM
760759100
7926
126192
SH
SOLE
126192
0
0
REYNOLDS AMERICAN INC
COM
761713106
7085
112418
SH
SOLE
112418
0
0
ROBERT HALF INTL INC
COM
770323103
1701
34844
SH
SOLE
34844
0
0
ROCKWELL AUTOMATION INC
COM
773903109
9029
57985
SH
SOLE
57985
0
0
ROCKWELL COLLINS INC
COM
774341101
5895
60670
SH
SOLE
60670
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
4399
99773
SH
SOLE
99773
0
0
ROPER TECHNOLOGIES INC
COM
776696106
6455
31259
SH
SOLE
31259
0
0
ROSS STORES INC
COM
778296103
7805
118490
SH
SOLE
118490
0
0
RYDER SYS INC
COM
783549108
573
7598
SH
SOLE
7598
0
0
RYLAND GROUP INC
NOTE 0.250% 6/0
783764AS2
33031
35000000
PRN
SOLE
35000000
0
0
S&P GLOBAL INC
COM
78409V104
35426
270965
SH
SOLE
270965
0
0
SCANA CORP NEW
COM
80589M102
6341
97027
SH
SOLE
97027
0
0
SCHEIN HENRY INC
COM
806407102
6109
35941
SH
SOLE
35941
0
0
SCHLUMBERGER LTD
COM
806857108
5616
71913
SH
SOLE
71913
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
835
10649
SH
SOLE
10649
0
0
SEALED AIR CORP NEW
COM
81211K100
993
22785
SH
SOLE
22785
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
31442
1325000
SH
SOLE
1325000
0
0
SEMPRA ENERGY
COM
816851109
6750
61088
SH
SOLE
61088
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
3769
182323
SH
SOLE
182323
0
0
SHERWIN WILLIAMS CO
COM
824348106
5833
18804
SH
SOLE
18804
0
0
SHOPIFY INC
CL A
82509L107
8502
125000
SH
SOLE
125000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
5221
30352
SH
SOLE
30352
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1103
11255
SH
SOLE
11255
0
0
SL GREEN RLTY CORP
COM
78440X101
1307
12262
SH
SOLE
12262
0
0
SMUCKER J M CO
COM NEW
832696405
6365
48556
SH
SOLE
48556
0
0
SNAP ON INC
COM
833034101
5930
35158
SH
SOLE
35158
0
0
SOUTHERN CO
COM
842587107
8307
166880
SH
SOLE
166880
0
0
SOUTHWEST AIRLS CO
COM
844741108
2545
47340
SH
SOLE
47340
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
50308
6157699
SH
SOLE
6157699
0
0
SPDR SERIES TRUST
S&P BIOTECH
78464A870
7766
112000
SH
SOLE
112000
0
0
SPDR SERIES TRUST
S&P HOMEBUILD
78464A888
4009
107689
SH
SOLE
107689
0
0
SPDR SERIES TRUST
S&P BK ETF
78464A797
18052
420000
SH
SOLE
420000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
5648
5500000
PRN
SOLE
5500000
0
0
SPRINT CORP
COM SER 1
85207U105
403047
46433939
SH
SOLE
46433939
0
0
SPRINT CORP
CALL
85207U905
8680
1000000
SH
Call
SOLE
1000000
0
0
STANLEY BLACK & DECKER INC
COM
854502101
10623
79952
SH
SOLE
79952
0
0
STAPLES INC
COM
855030102
2827
322399
SH
SOLE
322399
0
0
STARBUCKS CORP
COM
855244109
89295
1529279
SH
SOLE
1529279
0
0
STATE STR CORP
COM
857477103
1991
25004
SH
SOLE
25004
0
0
STERICYCLE INC
COM
858912108
12437
150045
SH
SOLE
150045
0
0
STRYKER CORP
COM
863667101
7215
54801
SH
SOLE
54801
0
0
SUN LIFE FINL INC
COM
866796105
2756
75693
SH
SOLE
75693
0
0
SUNCOR ENERGY INC NEW
COM
867224107
22377
730923
SH
SOLE
730923
0
0
SUNTRUST BKS INC
*W EXP 12/31/2018
867914129
880
40000
SH
SOLE
40000
0
0
SUNTRUST BKS INC
*W EXP 11/14/2018
867914111
664
50000
SH
SOLE
50000
0
0
SUNTRUST BKS INC
COM
867914103
40577
733758
SH
SOLE
733758
0
0
SUPERVALU INC
COM
868536103
464
120177
SH
SOLE
120177
0
0
SYMANTEC CORP
COM
871503108
4523
147426
SH
SOLE
147426
0
0
SYNCHRONY FINL
COM
87165B103
30931
901787
SH
SOLE
901787
0
0
T MOBILE US INC
PUT
872590954
48443
750000
SH
Put
SOLE
750000
0
0
TARGET CORP
COM
87612E106
7394
133974
SH
SOLE
133974
0
0
TECHNIPFMC PLC
COM
G87110105
913
27985
SH
SOLE
27985
0
0
TECK RESOURCES LTD
CL B
878742204
3265
149735
SH
SOLE
149735
0
0
TEGNA INC
COM
87901J105
694
27077
SH
SOLE
27077
0
0
TESORO CORP
COM
881609101
3106
38323
SH
SOLE
38323
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
38989
1215000
SH
SOLE
1215000
0
0
TEXAS INSTRS INC
COM
882508104
9786
121473
SH
SOLE
121473
0
0
TEXTRON INC
COM
883203101
924
19409
SH
SOLE
19409
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
66502
432953
SH
SOLE
432953
0
0
TIFFANY & CO NEW
COM
886547108
1921
20153
SH
SOLE
20153
0
0
TIME WARNER INC
COM NEW
887317303
34711
355242
SH
SOLE
355242
0
0
TJX COS INC NEW
COM
872540109
8297
104922
SH
SOLE
104922
0
0
TOLL BROS FIN CORP
NOTE 0.500% 9/1
88947EAM2
6492
6500000
PRN
SOLE
6500000
0
0
TOPBUILD CORP
COM
89055F103
3760
80000
SH
SOLE
80000
0
0
TORCHMARK CORP
COM
891027104
6812
88424
SH
SOLE
88424
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
742
14861
SH
SOLE
14861
0
0
TOTAL S A
SPONSORED ADR
89151E109
8723
173000
SH
SOLE
173000
0
0
TOTAL SYS SVCS INC
COM
891906109
1987
37160
SH
SOLE
37160
0
0
TRACTOR SUPPLY CO
COM
892356106
2529
36665
SH
SOLE
36665
0
0
TRANSCANADA CORP
COM
89353D107
8626
187451
SH
SOLE
187451
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
937
75223
SH
SOLE
75223
0
0
TRIPADVISOR INC
COM
896945201
63661
1475007
SH
SOLE
1475007
0
0
TURQUOISE HILL RES LTD
COM
900435108
919
301899
SH
SOLE
301899
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
64152
1980611
SH
SOLE
1980611
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
36509
1148820
SH
SOLE
1148820
0
0
TYSON FOODS INC
CL A
902494103
3219
52159
SH
SOLE
52159
0
0
U S G CORP
COM NEW
903293405
3339
105000
SH
SOLE
105000
0
0
UBS GROUP AG
SHS
H42097107
14933
932440
SH
SOLE
932440
0
0
UDR INC
COM
902653104
5363
147913
SH
SOLE
147913
0
0
ULTA BEAUTY INC
COM
90384S303
594
2082
SH
SOLE
2082
0
0
UNION PAC CORP
COM
907818108
8696
82099
SH
SOLE
82099
0
0
UNITED CONTL HLDGS INC
COM
910047109
3720
52665
SH
SOLE
52665
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
22049
205491
SH
SOLE
205491
0
0
UNITED RENTALS INC
COM
911363109
2350
18794
SH
SOLE
18794
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
10355
92282
SH
SOLE
92282
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
11384
69408
SH
SOLE
69408
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
688
5528
SH
SOLE
5528
0
0
UNUM GROUP
COM
91529Y106
2121
45230
SH
SOLE
45230
0
0
URBAN OUTFITTERS INC
COM
917047102
1190
50091
SH
SOLE
50091
0
0
US BANCORP DEL
COM NEW
902973304
10109
196296
SH
SOLE
196296
0
0
V F CORP
COM
918204108
4831
87893
SH
SOLE
87893
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
1272
115512
SH
SOLE
115512
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
7070
106651
SH
SOLE
106651
0
0
VALSPAR CORP
COM
920355104
3672
33100
SH
SOLE
33100
0
0
VARIAN MED SYS INC
COM
92220P105
7452
81771
SH
SOLE
81771
0
0
VCA INC
COM
918194101
4191
45800
SH
SOLE
45800
0
0
VENTAS INC
COM
92276F100
4903
75388
SH
SOLE
75388
0
0
VEON LTD
SPONSORED ADR
91822M106
34033
8341348
SH
SOLE
8341348
0
0
VERISIGN INC
COM
92343E102
634
7276
SH
SOLE
7276
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
2558
1000000
PRN
SOLE
1000000
0
0
VERISK ANALYTICS INC
COM
92345Y106
5376
66256
SH
SOLE
66256
0
0
VERMILION ENERGY INC
COM
923725105
323
8639
SH
SOLE
8639
0
0
VIACOM INC NEW
CL B
92553P201
2602
55823
SH
SOLE
55823
0
0
VISA INC
COM CL A
92826C839
5764
64864
SH
SOLE
64864
0
0
VORNADO RLTY TR
SH BEN INT
929042109
5541
55240
SH
SOLE
55240
0
0
WAL-MART STORES INC
COM
931142103
9033
125321
SH
SOLE
125321
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
61796
744082
SH
SOLE
744082
0
0
WASTE CONNECTIONS INC
COM
94106B101
9001
102231
SH
SOLE
102231
0
0
WASTE MGMT INC DEL
COM
94106L109
7539
103381
SH
SOLE
103381
0
0
WATERS CORP
COM
941848103
4130
26425
SH
SOLE
26425
0
0
WEC ENERGY GROUP INC
COM
92939U106
5624
92752
SH
SOLE
92752
0
0
WELLS FARGO & CO NEW
COM
949746101
24191
434614
SH
SOLE
434614
0
0
WELLS FARGO & CO NEW
*W EXP 10/28/201
949746119
19585
882600
SH
SOLE
882600
0
0
WELLTOWER INC
COM
95040Q104
5041
71183
SH
SOLE
71183
0
0
WESTERN DIGITAL CORP
COM
958102105
587
7118
SH
SOLE
7118
0
0
WESTERN UN CO
COM
959802109
6450
316958
SH
SOLE
316958
0
0
WESTROCK CO
COM
96145D105
1335
25664
SH
SOLE
25664
0
0
WEYERHAEUSER CO
COM
962166104
4494
132256
SH
SOLE
132256
0
0
WHIRLPOOL CORP
COM
963320106
18337
107029
SH
SOLE
107029
0
0
WHOLE FOODS MKT INC
COM
966837106
641
21566
SH
SOLE
21566
0
0
WILLIAMS COS INC DEL
COM
969457100
2201
74385
SH
SOLE
74385
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
1987
23571
SH
SOLE
23571
0
0
XCEL ENERGY INC
COM
98389B100
7443
167455
SH
SOLE
167455
0
0
XEROX CORP
COM
984121103
2921
397986
SH
SOLE
397986
0
0
XILINX INC
COM
983919101
5965
103041
SH
SOLE
103041
0
0
XPO LOGISTICS INC
COM
983793100
151958
3173066
SH
SOLE
3173066
0
0
XYLEM INC
COM
98419M100
6866
136711
SH
SOLE
136711
0
0
YAMANA GOLD INC
COM
98462Y100
778
282562
SH
SOLE
282562
0
0
YUM BRANDS INC
COM
988498101
3663
57327
SH
SOLE
57327
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
5561
100000
SH
SOLE
100000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
2333
19105
SH
SOLE
19105
0
0
ZIONS BANCORPORATION
COM
989701107
1905
45356
SH
SOLE
45356
0
0
ZOETIS INC
CL A
98978V103
4824
90391
SH
SOLE
90391
0
0