0000903423-12-000397.txt : 20120810
0000903423-12-000397.hdr.sgml : 20120810
20120810165721
ACCESSION NUMBER: 0000903423-12-000397
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120810
DATE AS OF CHANGE: 20120810
EFFECTIVENESS DATE: 20120810
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: 121025122
BUSINESS ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: ONTARIO CANADA
STATE: A6
ZIP: M2M 4H5
BUSINESS PHONE: 4167305300
MAIL ADDRESS:
STREET 1: 5650 YONGE STREET
STREET 2: NORTH YORK
CITY: ONTARIO CANADA
STATE: A6
ZIP: M2M 4H5
13F-HR
1
ont-13f_0630.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Ontario Teachers' Pension Plan Board
Address: 5650 Yonge Street
Toronto, ON M2M 4H5
Form 13F File Number: 028-10597
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this
submission.
Person Signing this Report on Behalf of Reporting Manager:
Name: Melissa Kennedy
Title: General Counsel, Corporate Secretary and Senior Vice-President,
Corporate Affairs
Phone: 416.730.7014
Signature, Place, and Date of Signing:
/s/ Melissa Kennedy Toronto, Ontario Friday, August 10, 2012
Report Type (Check only one.): [X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 658
Form 13F Information Table Value Total (x$1000): 14470290
List of Other Included Managers:
No. 13F File Number Name
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
----------------------------- --------------- --------- --------- -------- --- ---- ------- ---------- ---------- --------- -------
3M CO COMMON USD 0.01 88579Y101 182329 2034924 SH SOLE 2034924
ABERCROMBIE & FITCH CO CLASS A 002896207 471 13794 SH SOLE 13794
ACCENTURE PLC IRELAND CLASS A G1151C101 16135 268517 SH SOLE 268517
ACE LTD COMMON USD 32.2 H0023R105 307871 4153118 SH SOLE 4153118
ADOBE SYS INC COMMON 00724F101 2335 72134 SH SOLE 72134
ADVANCE AUTO PARTS INC COMMON 00751Y106 506 7415 SH SOLE 7415
ADVANCED MICRO DEVICES INC 5.750 AUG 15 12 007903AN7 2015 2000000 PRN SOLE 2000000
ADVANCED MICRO DEVICES INC COMMON USD 0.01 007903107 522 91087 SH SOLE 91087
AES CORP COMMON USD 0.01 00130H105 1258 98060 SH SOLE 98060
AETNA INC NEW COMMON USD 0.01 00817Y108 1998 51532 SH SOLE 51532
AFFYMETRIX INC COMMON USD 0.01 00826T108 469 100000 SH SOLE 100000
AFLAC INC COMMON USD 0.1 001055102 2837 66623 SH SOLE 66623
AGILENT TECHNOLOGIES INC COMMON USD 0.01 00846U101 1956 49853 SH SOLE 49853
AGL RES INC COMMON USD 5 001204106 681 17575 SH SOLE 17575
AGNICO EAGLE MINES LTD COMMON 008474108 22318 551704 SH SOLE 551704
AIR PRODS & CHEMS INC COMMON USD 1 009158106 2769 34297 SH SOLE 34297
AIRGAS INC COMMON USD 0.01 009363102 1248 14859 SH SOLE 14859
AKAMAI TECHNOLOGIES INC COMMON USD 0.01 00971T101 858 27038 SH SOLE 27038
ALEXION PHARMACEUTICALS INC COMMON 015351109 2860 28798 SH SOLE 28798
ALLEGHENY TECHNOLOGIES INC 4.250 JUN 01 14 01741RAD4 2323 2000000 PRN SOLE 2000000
ALLEGHENY TECHNOLOGIES INC COMMON USD 0.1 01741R102 528 16551 SH SOLE 16551
ALLERGAN INC COMMON USD 0.01 018490102 4530 48938 SH SOLE 48938
ALLIANCE DATA SYSTEMS CORP COMMON USD 0.01 018581108 420 3113 SH SOLE 3113
ALLIANT ENERGY CORP COMMON USD 0.01 018802108 287 6303 SH SOLE 6303
ALLIANT TECHSYSTEMS INC 3.000 AUG 15 24 018804AK0 1026 1000000 PRN SOLE 1000000
ALLSTATE CORP COMMON USD 0.01 020002101 2534 72227 SH SOLE 72227
ALPHA NATURAL RESOURCES INC COMMON USD 0.01 02076X102 311 35691 SH SOLE 35691
ALTERA CORP COMMON 021441100 2249 66470 SH SOLE 66470
ALTRIA GROUP INC COMMON USD 0.33 02209S103 10712 310041 SH SOLE 310041
AMAZON COM INC COMMON USD 0.01 023135106 17374 76084 SH SOLE 76084
AMEREN CORP COMMON USD 0.01 023608102 1608 47932 SH SOLE 47932
AMERICAN CAMPUS CMNTYS INC UNIT USD 0.01 024835100 291 6469 SH SOLE 6469
AMERICAN CAP MTG INVT CORP COMMON 02504A104 2385 100000 SH SOLE 100000
AMERICAN CAPITAL AGENCY CORP UNIT USD 0.01 02503X105 3361 100000 SH SOLE 100000
AMERICAN ELEC PWR INC COMMON USD 6.5 025537101 3489 87439 SH SOLE 87439
AMERICAN EXPRESS CO COMMON USD 0.2 025816109 8227 141337 SH SOLE 141337
AMERICAN INTL GROUP INC COMMON USD 2.5 026874784 2947 91826 SH SOLE 91826
AMERICAN TOWER CORP NEW CLASS A 03027X100 4524 64715 SH SOLE 64715
AMERIPRISE FINL INC COMMON USD 0.01 03076C106 1651 31588 SH SOLE 31588
AMERISOURCEBERGEN CORP COMMON USD 0.01 03073E105 2194 55766 SH SOLE 55766
AMGEN INC 0.375 FEB 01 13 031162AQ3 2090 2000000 PRN SOLE 2000000
AMPHENOL CORP NEW CLASS A 032095101 1297 23619 SH SOLE 23619
ANADARKO PETE CORP COMMON USD 0.1 032511107 4664 70448 SH SOLE 70448
ANALOG DEVICES INC COMMON USD 0.17 032654105 1662 44110 SH SOLE 44110
ANNALY CAP MGMT INC 5.000 MAY 15 15 035710AB8 1973 2000000 PRN SOLE 2000000
AON PLC COMMON USD 1 G0408V102 3145 67233 SH SOLE 67233
APACHE CORP COMMON USD 0.63 037411105 4846 55136 SH SOLE 55136
APARTMENT INVT & MGMT CO CLASS A REIT 03748R101 519 19191 SH SOLE 19191
APOLLO GROUP INC CLASS A 037604105 639 17648 SH SOLE 17648
APPLE INC COMMON 037833100 97864 167575 SH SOLE 167575
APPLIED MATLS INC COMMON USD 0.01 038222105 28952 2529664 SH SOLE 2529664
ARCELORMITTAL SA LUXEMBOURG 5.000 MAY 15 14 03938LAK0 2060 2000000 PRN SOLE 2000000
ARCHER DANIELS MIDLAND CO 0.875 FEB 15 14 039483AW2 1010 1000000 PRN SOLE 1000000
ARCHER DANIELS MIDLAND CO COMMON 039483102 2829 95825 SH SOLE 95825
ARIBA INC COMMON 04033V203 8952 200000 SH SOLE 200000
ARVINMERITOR INC 4.000 FEB 15 27 043353AH4 738 1000000 PRN SOLE 1000000
ASSURANT INC COMMON USD 0.01 04621X108 1029 29528 SH SOLE 29528
AUTODESK INC COMMON USD 0.01 052769106 1180 33721 SH SOLE 33721
AUTOMATIC DATA PROCESSING IN COMMON USD 0.1 053015103 4371 78529 SH SOLE 78529
AUTOMATIC DATA PROCESSING IN COMMON USD 0.1 053015103 2783 50000 SH CALL SOLE 50000
AUTONATION INC COMMON USD 0.01 05329W102 217 6143 SH SOLE 6143
AUTOZONE INC COMMON USD 0.01 053332102 2129 5798 SH SOLE 5798
AVALONBAY CMNTYS INC REIT 053484101 6894 48726 SH SOLE 48726
AVERY DENNISON CORP COMMON USD 1 053611109 420 15372 SH SOLE 15372
AVIS BUDGET GROUP 3.500 OCT 01 14 053774AB1 2505 2000000 PRN SOLE 2000000
AVON PRODS INC COMMON USD 0.25 054303102 5533 341335 SH SOLE 341335
BAIDU INC ADR 056752108 5979 52000 SH SOLE 52000
BAKER HUGHES INC COMMON USD 1 057224107 2577 62696 SH SOLE 62696
BALL CORP COMMON 058498106 1357 33066 SH SOLE 33066
BANK MONTREAL QUE COMMON 063671101 101948 1847325 SH SOLE 1847325
BANK NOVA SCOTIA HALIFAX COMMON 064149107 169331 3273128 SH SOLE 3273128
BANK OF AMERICA CORPORATION COMMON USD 0.01 060505104 27706 3387028 SH SOLE 3387028
BANK OF NEW YORK MELLON CORP COMMON USD 0.01 064058100 87351 3979544 SH SOLE 3979544
BARCLAYS BANK PLC PREFERRED USD 2 06739H511 7787 310000 SH SOLE 310000
BARD C R INC COMMON USD 0.25 067383109 1970 18334 SH SOLE 18334
BARRICK GOLD CORP COMMON 067901108 240545 6394358 SH SOLE 6394358
BARRICK GOLD CORP COMMON 067901108 3757 100000 SH CALL SOLE 100000
BAXTER INTL INC COMMON USD 1 071813109 24819 466960 SH SOLE 466960
BAYTEX ENERGY CORP COMMON 07317Q105 375 8922 SH SOLE 8922
BCE INC COMMON 05534B760 29920 726586 SH SOLE 726586
BEAM INC COMMON USD 3.13 073730103 1870 29918 SH SOLE 29918
BED BATH & BEYOND INC COMMON USD 0.01 075896100 2235 36172 SH SOLE 36172
BEMIS INC COMMON USD 0.1 081437105 485 15472 SH SOLE 15472
BERKSHIRE HATHAWAY INC DEL CLASS B 084670702 22571 270859 SH SOLE 270859
BEST BUY INC COMMON USD 0.1 086516101 931 44440 SH SOLE 44440
BIG LOTS INC COMMON USD 0.01 089302103 453 11117 SH SOLE 11117
BIOGEN IDEC INC COMMON 09062X103 4975 34457 SH SOLE 34457
BLACKROCK INC COMMON USD 0.01 09247X101 3138 18479 SH SOLE 18479
BLOCK H & R INC COMMON 093671105 1445 90456 SH SOLE 90456
BMC SOFTWARE INC COMMON USD 0.01 055921100 1070 25064 SH SOLE 25064
BOEING CO COMMON USD 5 097023105 19297 259711 SH SOLE 259711
BORGWARNER INC COMMON USD 0.01 099724106 1112 16953 SH SOLE 16953
BOSTON PROPERTIES INC COMMON USD 0.01 101121101 2394 22092 SH SOLE 22092
BOSTON SCIENTIFIC CORP COMMON USD 0.01 101137107 1254 221156 SH SOLE 221156
BRISTOL MYERS SQUIBB CO COMMON USD 0.1 110122108 9331 259559 SH SOLE 259559
BROADCOM CORP CLASS A 111320107 2435 72141 SH SOLE 72141
BROOKFIELD ASSET MGMT INC CLASS A VOTING 112585104 58061 1755868 SH SOLE 1755868
BROOKFIELD OFFICE PPTYS INC COMMON 112900105 432 24707 SH SOLE 24707
BROWN FORMAN CORP CLASS B NON-VOT 115637209 1444 14910 SH SOLE 14910
C H ROBINSON WORLDWIDE INC COMMON USD 0.1 12541W209 1427 24385 SH SOLE 24385
CA INC COMMON USD 0.1 12673P105 1730 63877 SH SOLE 63877
CABLEVISION SYS CORP COMMON USD 0.01 12686C109 457 34387 SH SOLE 34387
CABOT OIL & GAS CORP COMMON USD 0.1 127097103 1240 31477 SH SOLE 31477
CACI INTL INC 2.125 MAY 01 14 127190AD8 2280 2000000 PRN SOLE 2000000
CAMECO CORP COMMON 13321L108 27818 1267719 SH SOLE 1267719
CAMERON INTERNATIONAL CORP COMMON USD 0.01 13342B105 1517 35526 SH SOLE 35526
CAMPBELL SOUP CO COMMON USD 0.04 134429109 1673 50107 SH SOLE 50107
CANADIAN NAT RES LTD COMMON 136385101 459623 17157200 SH SOLE 17157200
CANADIAN NATL RY CO COMMON 136375102 74514 882263 SH SOLE 882263
CANADIAN PAC RY LTD COMMON 13645T100 165177 2253615 SH SOLE 2253615
CAPITAL ONE FINL CORP COMMON USD 0.01 14040H105 4508 82481 SH SOLE 82481
CAPITAL ONE FINL CORP WRT EXP 11/14/2 14040H139 4100 191600 SH SOLE 191600
CARDINAL HEALTH INC COMMON 14149Y108 2579 61401 SH SOLE 61401
CAREFUSION CORP COMMON USD 0.01 14170T101 835 32508 SH SOLE 32508
CARMAX INC COMMON USD 0.5 143130102 878 33846 SH SOLE 33846
CARNIVAL CORP UNIT USD 0.01 143658300 37140 1083755 SH SOLE 1083755
CATALYST HEALTH SOLUTIONS IN COMMON USD 0.01 14888B103 2570 27500 SH SOLE 27500
CATERPILLAR INC DEL COMMON USD 1 149123101 7751 91290 SH SOLE 91290
CBRE GROUP INC COMMON USD 0.01 12504L109 792 48428 SH SOLE 48428
CBS CORP NEW CLASS B NON-VOT 124857202 3030 92432 SH SOLE 92432
CDN IMPERIAL BK OF COMMERCE COMMON 136069101 120429 1713482 SH SOLE 1713482
CELESTICA INC SUB VTG 15101Q108 232 32010 SH SOLE 32010
CELGENE CORP COMMON USD 0.01 151020104 4685 73016 SH SOLE 73016
CEMPRA INC COMMON #0171703 15130J109 4211 449884 SH DEFINED 449884
CENOVUS ENERGY INC COMMON 15135U109 76422 2406796 SH SOLE 2406796
CENTERPOINT ENERGY INC COMMON USD 0.01 15189T107 2012 97315 SH SOLE 97315
CERNER CORP COMMON USD 0.01 156782104 1804 21828 SH SOLE 21828
CHART INDS INC 2.000 AUG 01 18 16115QAC4 156 126000 PRN SOLE 126000
CHESAPEAKE ENERGY CORP 2.500 MAY 15 37 165167BZ9 861 1000000 PRN SOLE 1000000
CHESAPEAKE ENERGY CORP COMMON USD 0.01 165167107 15413 828632 SH SOLE 828632
CHEVRON CORP NEW COMMON USD 0.75 166764100 29587 280449 SH SOLE 280449
CHIPOTLE MEXICAN GRILL INC COMMON USD 0.01 169656105 4122 10849 SH SOLE 10849
CHUBB CORP COMMON USD 1 171232101 8222 112902 SH SOLE 112902
CHURCH & DWIGHT INC COMMON USD 1 171340102 436 7866 SH SOLE 7866
CIGNA CORPORATION COMMON USD 0.25 125509109 1861 42297 SH SOLE 42297
CINCINNATI FINL CORP COMMON USD 2 172062101 4162 109328 SH SOLE 109328
CINTAS CORP COMMON 172908105 625 16198 SH SOLE 16198
CISCO SYS INC COMMON 17275R102 79351 4621510 SH SOLE 4621510
CITIGROUP INC COMMON USD 0.01 172967424 15248 556295 SH SOLE 556295
CITRIX SYS INC COMMON 177376100 2234 26619 SH SOLE 26619
CLIFFS NATURAL RESOURCES INC COMMON USD 0.13 18683K101 1021 20717 SH SOLE 20717
CLOROX CO DEL COMMON USD 1 189054109 2123 29298 SH SOLE 29298
CME GROUP INC COMMON USD 0.01 12572Q105 2577 9613 SH SOLE 9613
CMS ENERGY CORP COMMON USD 0.01 125896100 1639 69762 SH SOLE 69762
COACH INC COMMON USD 0.01 189754104 2385 40775 SH SOLE 40775
COCA COLA ENTERPRISES INC NE COMMON USD 1 19122T109 1725 61520 SH SOLE 61520
COGNIZANT TECHNOLOGY SOLUTIO COMMON USD 0.01 192446102 2588 43132 SH SOLE 43132
COLGATE PALMOLIVE CO COMMON USD 1 194162103 7810 75026 SH SOLE 75026
COLLECTIVE BRANDS INC COMMON USD 0.01 19421W100 6962 325000 SH SOLE 325000
COMCAST CORP NEW CLASS A 20030N101 26007 813470 SH SOLE 813470
COMERICA INC COMMON USD 5 200340107 919 29916 SH SOLE 29916
COMPANHIA BRASILEIRA DE DIST ADR 20440T201 11113 277905 SH SOLE 277905
COMPUTER SCIENCES CORP COMMON USD 1 205363104 556 22392 SH SOLE 22392
COMTECH TELECOMMUNICATIONS C 3.000 MAY 01 29 205826AF7 2125 2000000 PRN SOLE 2000000
CONAGRA FOODS INC COMMON USD 5 205887102 2326 89715 SH SOLE 89715
CONOCOPHILLIPS COMMON USD 0.01 20825C104 10240 183242 SH SOLE 183242
CONSOL ENERGY INC COMMON USD 0.01 20854P109 1017 33619 SH SOLE 33619
CONSOLIDATED EDISON INC COMMON 209115104 3358 53995 SH SOLE 53995
CONSTELLATION BRANDS INC COMMON USD 0.01 21036P108 1489 55025 SH SOLE 55025
COOPER INDUSTRIES PLC COMMON USD 0.01 G24140108 5169 75817 SH SOLE 75817
CORNING INC COMMON USD 0.5 219350105 16161 1249906 SH SOLE 1249906
COSTCO WHSL CORP NEW COMMON USD 0.01 22160K105 6582 69287 SH SOLE 69287
COVENTRY HEALTH CARE INC COMMON USD 0.01 222862104 650 20454 SH SOLE 20454
COVIDIEN PLC COMMON USD 0.2 G2554F113 9770 182624 SH SOLE 182624
CREDIT SUISSE NASSAU BRH ETF 22542D845 478 24200 SH SOLE 24200
CROWN CASTLE INTL CORP COMMON USD 0.01 228227104 2937 50074 SH SOLE 50074
CSX CORP COMMON USD 1 126408103 175523 7849882 SH SOLE 7849882
CTRIP COM INTL LTD ADR USD 0.01 22943F100 14983 894000 SH SOLE 894000
CUBIST PHARMACEUTICALS INC 2.500 NOV 01 17 229678AD9 2888 2000000 PRN SOLE 2000000
CUMMINS INC COMMON USD 2.5 231021106 2633 27172 SH SOLE 27172
CURRENCYSHARES EURO TR ETF 23130C108 7893 62700 SH CALL SOLE 62700
CVS CAREMARK CORPORATION COMMON USD 0.01 126650100 150767 3226338 SH SOLE 3226338
CYTOKINETICS INC COMMON 23282W100 160 250000 SH SOLE 250000
D R HORTON INC 2.000 MAY 15 14 23331ABB4 2985 2000000 PRN SOLE 2000000
DANAHER CORP DEL COMMON USD 0.01 235851102 21358 410097 SH SOLE 410097
DARDEN RESTAURANTS INC COMMON 237194105 1023 20196 SH SOLE 20196
DAVITA INC COMMON 23918K108 1686 17166 SH SOLE 17166
DEAN FOODS CO NEW COMMON USD 0.01 242370104 465 27321 SH SOLE 27321
DEERE & CO COMMON USD 1 244199105 4584 56682 SH SOLE 56682
DELL INC COMMON USD 0.01 24702R101 15214 1216158 SH SOLE 1216158
DENBURY RES INC COMMON 247916208 874 57851 SH SOLE 57851
DENTSPLY INTL INC NEW COMMON USD 0.01 249030107 786 20793 SH SOLE 20793
DEUTSCHE BANK AG COMMON D18190898 2621 72471 SH SOLE 72471
DEVON ENERGY CORP NEW COMMON USD 0.1 25179M103 3340 57600 SH SOLE 57600
DEVRY INC DEL COMMON USD 0.01 251893103 270 8728 SH SOLE 8728
DIAMOND OFFSHORE DRILLING IN COMMON USD 0.01 25271C102 675 11423 SH SOLE 11423
DIGITAL RLTY TR INC COMMON 253868103 3753 50000 SH SOLE 50000
DIRECTV CLASS A 25490A101 18596 380900 SH SOLE 380900
DISCOVER FINL SVCS COMMON USD 0.01 254709108 2666 77095 SH SOLE 77095
DISCOVERY COMMUNICATNS NEW COMMON USD 0.01 25470F104 8584 158955 SH SOLE 158955
DISNEY WALT CO COMMON USD 0.01 254687106 193191 3983314 SH SOLE 3983314
DOLLAR TREE INC COMMON USD 0.01 256746108 2559 47566 SH SOLE 47566
DOMINION RES INC VA NEW COMMON 25746U109 62703 1161159 SH SOLE 1161159
DONNELLEY R R & SONS CO COMMON USD 1.25 257867101 307 26079 SH SOLE 26079
DOVER CORP COMMON USD 1 260003108 1431 26685 SH SOLE 26685
DOW CHEM CO COMMON USD 2.5 260543103 86955 2760462 SH SOLE 2760462
DR PEPPER SNAPPLE GROUP INC COMMON USD 0.01 26138E109 2120 48467 SH SOLE 48467
DRYSHIPS INC. 5.000 DEC 01 14 262498AB4 366 500000 PRN SOLE 500000
DTE ENERGY CO COMMON 233331107 2103 35449 SH SOLE 35449
DU PONT E I DE NEMOURS & CO COMMON USD 0.3 263534109 5840 115481 SH SOLE 115481
DUKE ENERGY CORP NEW COMMON 26441C105 5138 222820 SH SOLE 222820
DUN & BRADSTREET CORP DEL NE COMMON USD 0.01 26483E100 801 11251 SH SOLE 11251
E M C CORP MASS COMMON USD 0.01 268648102 17957 700615 SH SOLE 700615
E TRADE FINANCIAL CORP COMMON USD 0.01 269246401 308 38346 SH SOLE 38346
EASTMAN CHEM CO COMMON USD 0.01 277432100 1035 20541 SH SOLE 20541
EATON CORP COMMON USD 0.5 278058102 1926 48598 SH SOLE 48598
EBAY INC COMMON 278642103 20003 476141 SH SOLE 476141
ECOLAB INC COMMON USD 1 278865100 437 6375 SH SOLE 6375
EDISON INTL COMMON 281020107 2897 62713 SH SOLE 62713
EDUCATION MGMT CORP NEW COMMON USD 0.01 28140M103 34410 4951080 SH SOLE 4951080
EDWARDS LIFESCIENCES CORP COMMON USD 1 28176E108 1779 17220 SH SOLE 17220
ELDORADO GOLD CORP NEW COMMON 284902103 27887 2267083 SH SOLE 2267083
ELECTRONIC ARTS INC COMMON USD 0.01 285512109 607 49112 SH SOLE 49112
ENBRIDGE INC COMMON 29250N105 106499 2670203 SH SOLE 2670203
ENCANA CORP COMMON 292505104 51195 2461818 SH SOLE 2461818
ENERGIZER HLDGS INC COMMON USD 0.01 29266R108 437 5803 SH SOLE 5803
ENERPLUS CORP COMMON SERIES G 292766102 8249 642937 SH SOLE 642937
ENTERGY CORP NEW COMMON 29364G103 2484 36594 SH SOLE 36594
EOG RES INC COMMON USD 0.01 26875P101 3428 38043 SH SOLE 38043
EQT CORP COMMON 26884L109 1209 22547 SH SOLE 22547
EQUIFAX INC COMMON USD 1.25 294429105 809 17370 SH SOLE 17370
EQUITY RESIDENTIAL SH BEN INT USD0 29476L107 2734 43843 SH SOLE 43843
EXELON CORP COMMON 30161N101 5239 139255 SH SOLE 139255
EXPEDIA INC DEL COMMON 30212P303 132468 2755735 SH SOLE 2755735
EXPEDITORS INTL WASH INC COMMON USD 0.01 302130109 1243 32065 SH SOLE 32065
EXPRESS SCRIPTS HLDG CO COMMON USD 0.01 30219G108 6446 115454 SH SOLE 115454
EXTERRAN HLDGS INC 4.250 JUN 15 14 30225XAA1 1943 2000000 PRN SOLE 2000000
EXXON MOBIL CORP COMMON 30231G102 109713 1282139 SH SOLE 1282139
F M C CORP COMMON USD 0.1 302491303 1063 19871 SH SOLE 19871
F5 NETWORKS INC COMMON 315616102 1150 11554 SH SOLE 11554
FAMILY DLR STORES INC COMMON USD 0.1 307000109 1862 28010 SH SOLE 28010
FASTENAL CO COMMON USD 0.01 311900104 1745 43287 SH SOLE 43287
FEDERAL REALTY INVT TR UNIT USD 0.01 313747206 444 4266 SH SOLE 4266
FEDERATED INVS INC PA CLASS B 314211103 299 13674 SH SOLE 13674
FEDEX CORP COMMON USD 0.1 31428X106 78161 853192 SH SOLE 853192
FIDELITY NATL INFORMATION SV COMMON USD 0.01 31620M106 1258 36911 SH SOLE 36911
FIFTH THIRD BANCORP COMMON 316773100 1777 132637 SH SOLE 132637
FIRST HORIZON NATL CORP COMMON USD 0.63 320517105 319 36932 SH SOLE 36932
FIRST SOLAR INC COMMON 336433107 191 12663 SH SOLE 12663
FIRSTENERGY CORP COMMON USD 0.1 337932107 3693 75079 SH SOLE 75079
FISERV INC COMMON USD 0.01 337738108 1895 26237 SH SOLE 26237
FLAGSTONE REINSURANCE HOLDIN COMMON USD 0.01 L3466T104 26163 3266277 SH SOLE 3266277
FLIR SYS INC COMMON USD 0.01 302445101 445 22834 SH SOLE 22834
FLOWSERVE CORP COMMON USD 1.25 34354P105 937 8168 SH SOLE 8168
FLUOR CORP NEW COMMON USD 0.01 343412102 1215 24632 SH SOLE 24632
FMC TECHNOLOGIES INC COMMON USD 0.01 30249U101 1361 34684 SH SOLE 34684
FORD MTR CO DEL COMMON USD 0.01 345370860 1320 137634 SH SOLE 137634
FOREST LABS INC COMMON USD 0.1 345838106 2070 59153 SH SOLE 59153
FOSSIL INC COMMON USD 0.01 349882100 627 8187 SH SOLE 8187
FRANCO NEVADA CORP COMMON 351858105 1421 31462 SH SOLE 31462
FRANKLIN RES INC COMMON USD 0.1 354613101 2273 20478 SH SOLE 20478
FREEPORT-MCMORAN COPPER & GO COMMON USD 0.1 35671D857 22530 661290 SH SOLE 661290
FRONTIER COMMUNICATIONS CORP COMMON USD 0.25 35906A108 620 161852 SH SOLE 161852
GAMESTOP CORP NEW CLASS A 36467W109 462 25160 SH SOLE 25160
GANNETT INC COMMON USD 1 364730101 521 35368 SH SOLE 35368
GAP INC DEL COMMON USD 0.05 364760108 1370 50060 SH SOLE 50060
GEN-PROBE INC NEW COMMON 36866T103 9077 110428 SH SOLE 110428
GENERAL DYNAMICS CORP COMMON USD 1 369550108 17712 268526 SH SOLE 268526
GENERAL ELECTRIC CO COMMON USD 0.06 369604103 30971 1486130 SH SOLE 1486130
GENERAL ELECTRIC CO COMMON USD 0.06 369604103 2084 100000 SH CALL SOLE 100000
GENERAL MLS INC COMMON USD 0.1 370334104 51224 1329106 SH SOLE 1329106
GENUINE PARTS CO COMMON USD 1 372460105 6372 105752 SH SOLE 105752
GENWORTH FINL INC CLASS A 37247D106 1008 178107 SH SOLE 178107
GEORESOURCES INC COMMON USD 0.01 372476101 2197 60000 SH SOLE 60000
GILDAN ACTIVEWEAR INC COMMON 375916103 10596 385094 SH SOLE 385094
GILEAD SCIENCES INC 1.000 MAY 01 14 375558AN3 1248 1000000 PRN SOLE 1000000
GILEAD SCIENCES INC 1.625 MAY 01 16 375558AP8 2598 2000000 PRN SOLE 2000000
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TERADATA CORP DEL COMMON USD 0.01 88076W103 1777 24671 SH SOLE 24671
TERADYNE INC COMMON USD 0.13 880770102 378 26864 SH SOLE 26864
TESORO CORP COMMON USD 0.17 881609101 560 22426 SH SOLE 22426
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 43187 1095000 SH SOLE 1095000
TEXAS INSTRS INC COMMON USD 1 882508104 13717 478094 SH SOLE 478094
TEXTRON INC 4.500 MAY 01 13 883203BN0 1349 700000 PRN SOLE 700000
TEXTRON INC COMMON USD 0.13 883203101 1029 41393 SH SOLE 41393
THERMO FISHER SCIENTIFIC INC COMMON USD 1 883556102 98521 1897922 SH SOLE 1897922
THOMSON REUTERS CORP COMMON 884903105 29392 1034283 SH SOLE 1034283
TIFFANY & CO NEW COMMON USD 0.01 886547108 97775 1846554 SH SOLE 1846554
TIM HORTONS INC COMMON 88706M103 29971 569286 SH SOLE 569286
TIME WARNER CABLE INC COMMON USD 0.01 88732J207 4336 52818 SH SOLE 52818
TIME WARNER INC COMMON USD 0.01 887317303 5599 145418 SH SOLE 145418
TIME WARNER TELECOM INC 2.375 APR 01 26 887319AC5 2815 2000000 PRN SOLE 2000000
TITANIUM METALS CORP COMMON USD 0.01 888339207 140 12409 SH SOLE 12409
TJX COS INC NEW COMMON USD 1 872540109 5245 122174 SH SOLE 122174
TOLL BROTHERS INC COMMON USD 0.01 889478103 2973 100000 SH CALL SOLE 100000
TORCHMARK CORP COMMON USD 1 891027104 733 14495 SH SOLE 14495
TORONTO DOMINION BK ONT COMMON 891160509 240488 3076876 SH SOLE 3076876
TOTAL S A ADR 89151E109 250 5560 SH SOLE 5560
TOTAL SYS SVCS INC COMMON USD 0.1 891906109 715 29894 SH SOLE 29894
TRANSALTA CORP COMMON 89346D107 13737 811833 SH SOLE 811833
TRANSCANADA CORP COMMON 89353D107 100494 2400943 SH SOLE 2400943
TRANSOCEAN LTD COMMON CHF 15 H8817H100 7331 164341 SH SOLE 164341
TRANSOCEAN LTD COMMON USD 15 H8817H100 263068 5881253 SH SOLE 5881253
TRAVELERS COMPANIES INC COMMON 89417E109 18370 287754 SH SOLE 287754
TRIPADVISOR INC COMMON 896945201 52357 1171566 SH SOLE 1171566
TTM TECHNOLOGIES INC 3.250 MAY 15 15 87305RAC3 2000 2000000 PRN SOLE 2000000
TUDOU HLDGS LTD ADR 89903T107 2011 60000 SH SOLE 60000
TYCO INTERNATIONAL LTD COMMON USD 8.3 H89128104 3684 69706 SH SOLE 69706
TYSON FOODS INC 3.250 OCT 15 13 902494AP8 2435 2000000 PRN SOLE 2000000
TYSON FOODS INC CLASS A 902494103 909 48258 SH SOLE 48258
UBS AG COMMON CHF 0.1 H89231338 30082 2576697 SH SOLE 2576697
UNION PAC CORP COMMON USD 2.5 907818108 15168 127133 SH SOLE 127133
UNITED STATES OIL FUND LP ETF 91232N108 5061 159000 SH SOLE 159000
UNITED STATES STL CORP NEW 4.000 MAY 15 14 912909AE8 3053 3000000 PRN SOLE 3000000
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UNITEDHEALTH GROUP INC COMMON USD 0.01 91324P102 8605 147102 SH SOLE 147102
UNUM GROUP COMMON USD 0.1 91529Y106 812 42467 SH SOLE 42467
URBAN OUTFITTERS INC COMMON 917047102 531 19257 SH SOLE 19257
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V F CORP COMMON USD 1 918204108 3825 28666 SH SOLE 28666
VALEANT PHARMACEUTICALS INTL COMMON 91911K102 43675 974919 SH SOLE 974919
VALERO ENERGY CORP NEW COMMON USD 0.01 91913Y100 1917 79397 SH SOLE 79397
VARIAN MED SYS INC COMMON USD 1 92220P105 1024 16845 SH SOLE 16845
VENOCO INC COMMON USD 0.01 92275P307 2252 225000 SH SOLE 225000
VENTAS INC COMMON 92276F100 2674 42357 SH SOLE 42357
VERISIGN INC COMMON 92343E102 6352 145790 SH SOLE 145790
VIACOM INC NEW CLASS B 92553P201 99603 2118302 SH SOLE 2118302
VIMPELCOM LTD ADR 92719A106 17031 2100000 SH SOLE 2100000
VIRGIN MEDIA INC 6.500 NOV 15 16 92769LAB7 3000 2000000 PRN SOLE 2000000
VISA INC CLASS A 92826C839 9639 77969 SH SOLE 77969
VORNADO RLTY TR SH BEN INT REIT 929042109 2271 27037 SH SOLE 27037
VULCAN MATLS CO COMMON USD 1 929160109 748 18831 SH SOLE 18831
WAL-MART STORES INC COMMON USD 0.1 931142103 17760 254732 SH SOLE 254732
WALGREEN CO COMMON USD 0.08 931422109 4301 145415 SH SOLE 145415
WASHINGTON POST CO CLASS B 939640108 273 729 SH SOLE 729
WATERS CORP COMMON USD 0.01 941848103 1079 13577 SH SOLE 13577
WATSON PHARMACEUTICALS INC COMMON 942683103 1686 22783 SH SOLE 22783
WELLPOINT INC COMMON USD 0.01 94973V107 3048 47784 SH SOLE 47784
WELLS FARGO & CO NEW COMMON USD 1.67 949746101 211284 6318292 SH SOLE 6318292
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WESTERN DIGITAL CORP COMMON USD 0.01 958102105 1082 35492 SH SOLE 35492
WESTERN UN CO COMMON USD 0.01 959802109 8305 493176 SH SOLE 493176
WEYERHAEUSER CO COMMON USD 1.25 962166104 1760 78693 SH SOLE 78693
WHIRLPOOL CORP COMMON USD 1 963320106 720 11766 SH SOLE 11766
WHOLE FOODS MKT INC COMMON 966837106 2273 23842 SH SOLE 23842
WILLIAMS COS INC DEL COMMON USD 1 969457100 2583 89611 SH SOLE 89611
WINDSTREAM CORP COMMON 97381W104 1584 164018 SH SOLE 164018
WISCONSIN ENERGY CORP COMMON USD 0.01 976657106 1759 44452 SH SOLE 44452
WPX ENERGY INC COMMON 98212B103 469 29000 SH SOLE 29000
WYNDHAM WORLDWIDE CORP COMMON USD 0.01 98310W108 1154 21890 SH SOLE 21890
WYNN RESORTS LTD COMMON USD 0.01 983134107 1208 11650 SH SOLE 11650
XCEL ENERGY INC COMMON USD 2.5 98389B100 2728 96021 SH SOLE 96021
XEROX CORP COMMON USD 1 984121103 1563 198546 SH SOLE 198546
XILINX INC 2.625 JUN 15 17 983919AF8 2575 2000000 PRN SOLE 2000000
XILINX INC COMMON USD 0.01 983919101 1334 39747 SH SOLE 39747
XL GROUP PLC COMMON USD 0.01 G98290102 998 47431 SH SOLE 47431
XYLEM INC COMMON 98419M100 827 32860 SH SOLE 32860
YAHOO INC COMMON 984332106 13674 863814 SH SOLE 863814
YAMANA GOLD INC COMMON 98462Y100 36806 2388424 SH SOLE 2388424
YUM BRANDS INC COMMON 988498101 4799 74503 SH SOLE 74503
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ZIONS BANCORPORATION COMMON 989701107 546 28105 SH SOLE 28105
ZYNGA INC COMMON 98986T108 272 50000 SH SOLE 50000