0000903423-12-000530.txt : 20121109 0000903423-12-000530.hdr.sgml : 20121109 20121109171727 ACCESSION NUMBER: 0000903423-12-000530 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121109 DATE AS OF CHANGE: 20121109 EFFECTIVENESS DATE: 20121109 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: 121194630 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_0930.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: September 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 November 9, 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: 655 Form 13F Information Table Value Total (x$1000): 15275216 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 188080 2035053 SH SOLE 2035053 ABERCROMBIE & FITCH CO CLASS A 002896207 2464 72647 SH SOLE 72647 ACCENTURE PLC IRELAND CLASS A G1151C101 20379 291008 SH SOLE 291008 ACE LTD COMMON USD 32.2 H0023R105 297889 3940336 SH SOLE 3940336 ADOBE SYS INC COMMON 00724F101 4435 136732 SH SOLE 136732 ADVANCED MICRO DEVICES INC COMMON USD 0.01 007903107 353 104892 SH SOLE 104892 AES CORP COMMON USD 0.01 00130H105 1158 105525 SH SOLE 105525 AETNA INC NEW COMMON USD 0.01 00817Y108 2211 55824 SH SOLE 55824 AFLAC INC COMMON USD 0.1 001055102 3462 72308 SH SOLE 72308 AGILENT TECHNOLOGIES INC COMMON USD 0.01 00846U101 2086 54256 SH SOLE 54256 AGL RES INC COMMON USD 5 001204106 776 18961 SH SOLE 18961 AGNICO EAGLE MINES LTD COMMON 008474108 28562 551058 SH SOLE 551058 AIR PRODS & CHEMS INC COMMON USD 1 009158106 4611 55754 SH SOLE 55754 AIRCASTLE LTD COMMON USD 0.01 G0129K104 70246 6200000 SH SOLE 6200000 AIRGAS INC COMMON USD 0.01 009363102 1324 16088 SH SOLE 16088 AKAMAI TECHNOLOGIES INC COMMON USD 0.01 00971T101 1101 28784 SH SOLE 28784 ALCOA INC COMMON USD 1 013817101 1372 154969 SH SOLE 154969 ALEXION PHARMACEUTICALS INC COMMON 015351109 3465 30286 SH SOLE 30286 ALLEGHENY TECHNOLOGIES INC 4.250 JUN 01 14 01741RAD4 2309 2000000 PRN SOLE 2000000 ALLEGHENY TECHNOLOGIES INC COMMON USD 0.1 01741R102 2271 71190 SH SOLE 71190 ALLERGAN INC COMMON USD 0.01 018490102 4393 47974 SH SOLE 47974 ALLIANCE DATA SYSTEMS CORP COMMON USD 0.01 018581108 563 3969 SH SOLE 3969 ALLIANT TECHSYSTEMS INC 3.000 AUG 15 24 018804AK0 1033 1000000 PRN SOLE 1000000 ALLSTATE CORP COMMON USD 0.01 020002101 3211 81072 SH SOLE 81072 ALPHA NATURAL RESOURCES INC COMMON USD 0.01 02076X102 270 41161 SH SOLE 41161 ALPS ETF TR ETF 00162Q866 9942 600000 SH SOLE 600000 ALTERA CORP COMMON 021441100 1748 51404 SH SOLE 51404 ALTRIA GROUP INC COMMON USD 0.33 02209S103 9330 279415 SH SOLE 279415 AMAZON COM INC COMMON USD 0.01 023135106 21560 84777 SH SOLE 84777 AMEREN CORP COMMON USD 0.01 023608102 1808 55329 SH SOLE 55329 AMERICAN CAMPUS CMNTYS INC UNIT USD 0.01 024835100 289 6577 SH SOLE 6577 AMERICAN CAPITAL AGENCY CORP UNIT USD 0.01 02503X105 1211 35000 SH SOLE 35000 AMERICAN ELEC PWR INC COMMON USD 6.5 025537101 4079 92834 SH SOLE 92834 AMERICAN EXPRESS CO COMMON USD 0.2 025816109 8722 153393 SH SOLE 153393 AMERICAN INTL GROUP INC COMMON USD 2.5 026874784 12615 384713 SH SOLE 384713 AMERICAN TOWER CORP NEW CLASS A 03027X100 5012 70208 SH SOLE 70208 AMERIGROUP CORP COMMON USD 0.01 03073T102 8286 90626 SH SOLE 90626 AMERIPRISE FINL INC COMMON USD 0.01 03076C106 1950 34405 SH SOLE 34405 AMERISOURCEBERGEN CORP COMMON USD 0.01 03073E105 2321 59948 SH SOLE 59948 AMGEN INC 0.375 FEB 01 13 031162AQ3 2235 2000000 PRN SOLE 2000000 AMPHENOL CORP NEW CLASS A 032095101 1520 25818 SH SOLE 25818 ANADARKO PETE CORP COMMON USD 0.1 032511107 5378 76912 SH SOLE 76912 ANALOG DEVICES INC COMMON USD 0.17 032654105 2003 51133 SH SOLE 51133 ANNALY CAP MGMT INC 5.000 MAY 15 15 035710AB8 2054 2000000 PRN SOLE 2000000 AON PLC COMMON USD 1 G0408V102 2893 55335 SH SOLE 55335 APACHE CORP COMMON USD 0.63 037411105 5576 64482 SH SOLE 64482 APARTMENT INVT & MGMT CO CLASS A REIT 03748R101 540 20770 SH SOLE 20770 APOLLO GROUP INC CLASS A 037604105 532 18298 SH SOLE 18298 APPLE INC COMMON 037833100 118565 177731 SH SOLE 177731 APPLIED MATLS INC COMMON USD 0.01 038222105 20189 1808274 SH SOLE 1808274 ARCELORMITTAL SA LUXEMBOURG 5.000 MAY 15 14 03938LAK0 2050 2000000 PRN SOLE 2000000 ARCHER DANIELS MIDLAND CO 0.875 FEB 15 14 039483AW2 2011 2000000 PRN SOLE 2000000 ARCHER DANIELS MIDLAND CO COMMON 039483102 2816 103601 SH SOLE 103601 ARGO GROUP INTL HLDGS LTD COMMON USD 1 G0464B107 13635 420948 SH SOLE 420948 ARIBA INC COMMON 04033V203 11200 250000 SH SOLE 250000 ARVINMERITOR INC 4.000 FEB 15 27 043353AH4 749 1000000 PRN SOLE 1000000 ASSURANT INC COMMON USD 0.01 04621X108 475 12735 SH SOLE 12735 AUTODESK INC COMMON USD 0.01 052769106 1227 36801 SH SOLE 36801 AUTOMATIC DATA PROCESSING IN COMMON USD 0.1 053015103 4916 83803 SH SOLE 83803 AUTONATION INC COMMON USD 0.01 05329W102 296 6782 SH SOLE 6782 AUTOZONE INC COMMON USD 0.01 053332102 3018 8163 SH SOLE 8163 AVALONBAY CMNTYS INC REIT 053484101 5403 39734 SH SOLE 39734 AVERY DENNISON CORP COMMON USD 1 053611109 542 17028 SH SOLE 17028 AVIS BUDGET GROUP 3.500 OCT 01 14 053774AB1 2451 2000000 PRN SOLE 2000000 AVON PRODS INC COMMON USD 0.25 054303102 5535 347053 SH SOLE 347053 BAIDU INC ADR 056752108 6078 52000 SH SOLE 52000 BAKER HUGHES INC COMMON USD 1 057224107 4981 110127 SH SOLE 110127 BALL CORP COMMON 058498106 1475 34851 SH SOLE 34851 BANK MONTREAL QUE COMMON 063671101 118068 1999529 SH SOLE 1999529 BANK NOVA SCOTIA HALIFAX COMMON 064149107 192725 3516915 SH SOLE 3516915 BANK OF AMERICA CORPORATION COMMON USD 0.01 060505104 45520 5155097 SH SOLE 5155097 BANK OF NEW YORK MELLON CORP COMMON USD 0.01 064058100 91389 4040177 SH SOLE 4040177 BARCLAYS BANK PLC PREFERRED USD 2 06739H511 7952 310000 SH SOLE 310000 BARD C R INC COMMON USD 0.25 067383109 2169 20728 SH SOLE 20728 BARRICK GOLD CORP COMMON 067901108 239211 5729591 SH SOLE 5729591 BAXTER INTL INC COMMON USD 1 071813109 18817 312204 SH SOLE 312204 BAYTEX ENERGY CORP COMMON 07317Q105 515 10843 SH SOLE 10843 BCE INC COMMON 05534B760 29706 675818 SH SOLE 675818 BEAM INC COMMON USD 3.13 073730103 2850 49535 SH SOLE 49535 BED BATH & BEYOND INC COMMON USD 0.01 075896100 2322 36853 SH SOLE 36853 BEMIS INC COMMON USD 0.1 081437105 669 21253 SH SOLE 21253 BERKSHIRE HATHAWAY INC DEL CLASS B 084670702 30484 345625 SH SOLE 345625 BEST BUY INC COMMON USD 0.1 086516101 832 48383 SH SOLE 48383 BIG LOTS INC COMMON USD 0.01 089302103 333 11272 SH SOLE 11272 BIOGEN IDEC INC COMMON 09062X103 5682 38079 SH SOLE 38079 BLACKROCK INC COMMON USD 0.01 09247X101 3542 19863 SH SOLE 19863 BLOCK H & R INC COMMON 093671105 1879 108443 SH SOLE 108443 BMC SOFTWARE INC COMMON USD 0.01 055921100 2015 48564 SH SOLE 48564 BOEING CO COMMON USD 5 097023105 17936 257716 SH SOLE 257716 BORGWARNER INC COMMON USD 0.01 099724106 3183 46052 SH SOLE 46052 BOSTON PROPERTIES INC COMMON USD 0.01 101121101 2680 24225 SH SOLE 24225 BOSTON SCIENTIFIC CORP COMMON USD 0.01 101137107 1356 236200 SH SOLE 236200 BRIGHTCOVE INC COMMON #0171703 10921T101 799 68433 SH DEFINED 68433 BRIGHTPOINT INC COMMON USD 0.01 109473405 2467 275000 SH SOLE 275000 BRISTOL MYERS SQUIBB CO COMMON USD 0.1 110122108 9510 281778 SH SOLE 281778 BROADCOM CORP CLASS A 111320107 2696 77983 SH SOLE 77983 BROOKFIELD ASSET MGMT INC CLASS A VOTING 112585104 62220 1803816 SH SOLE 1803816 BROOKFIELD OFFICE PPTYS INC COMMON 112900105 410 24707 SH SOLE 24707 BROWN FORMAN CORP CLASS B NON-VOT 115637209 1073 16447 SH SOLE 16447 C H ROBINSON WORLDWIDE INC COMMON USD 0.1 12541W209 1563 26683 SH SOLE 26683 CA INC COMMON USD 0.1 12673P105 1625 63087 SH SOLE 63087 CABLEVISION SYS CORP COMMON USD 0.01 12686C109 540 34054 SH SOLE 34054 CABOT OIL & GAS CORP COMMON USD 0.1 127097103 1497 33343 SH SOLE 33343 CACI INTL INC 2.125 MAY 01 14 127190AD8 3354 3000000 PRN SOLE 3000000 CAMECO CORP COMMON 13321L108 24664 1267249 SH SOLE 1267249 CAMERON INTERNATIONAL CORP COMMON USD 0.01 13342B105 2169 38677 SH SOLE 38677 CAMPBELL SOUP CO COMMON USD 0.04 134429109 1790 51400 SH SOLE 51400 CANADIAN NAT RES LTD COMMON 136385101 523028 16967792 SH SOLE 16967792 CANADIAN NATL RY CO COMMON 136375102 15722 177836 SH SOLE 177836 CANADIAN PAC RY LTD COMMON 13645T100 161112 1942956 SH SOLE 1942956 CAPITAL ONE FINL CORP COMMON USD 0.01 14040H105 5119 89788 SH SOLE 89788 CAPITAL ONE FINL CORP WRT EXP 11/14/2 14040H139 3943 191600 SH SOLE 191600 CARDINAL HEALTH INC COMMON 14149Y108 2681 68795 SH SOLE 68795 CAREFUSION CORP COMMON USD 0.01 14170T101 1148 40453 SH SOLE 40453 CARMAX INC COMMON USD 0.5 143130102 1044 36896 SH SOLE 36896 CARNIVAL CORP UNIT USD 0.01 143658300 34967 959834 SH SOLE 959834 CATERPILLAR INC DEL COMMON USD 1 149123101 10160 118088 SH SOLE 118088 CBRE GROUP INC COMMON USD 0.01 12504L109 959 52069 SH SOLE 52069 CBS CORP NEW CLASS B NON-VOT 124857202 3649 100432 SH SOLE 100432 CDN IMPERIAL BK OF COMMERCE COMMON 136069101 134729 1722758 SH SOLE 1722758 CELESTICA INC SUB VTG 15101Q108 229 32010 SH SOLE 32010 CELGENE CORP COMMON USD 0.01 151020104 5269 68970 SH SOLE 68970 CEMPRA INC COMMON #0171703 15130J109 3352 449884 SH DEFINED 449884 CENOVUS ENERGY INC COMMON 15135U109 83301 2388919 SH SOLE 2388919 CENTERPOINT ENERGY INC COMMON USD 0.01 15189T107 2231 104753 SH SOLE 104753 CERNER CORP COMMON USD 0.01 156782104 1804 23313 SH SOLE 23313 CHART INDS INC 2.000 AUG 01 18 16115QAC4 165 126000 PRN SOLE 126000 CHESAPEAKE ENERGY CORP 2.500 MAY 15 37 165167BZ9 903 1000000 PRN SOLE 1000000 CHESAPEAKE ENERGY CORP COMMON USD 0.01 165167107 15844 839649 SH SOLE 839649 CHEVRON CORP NEW COMMON USD 0.75 166764100 35514 304680 SH SOLE 304680 CHIPOTLE MEXICAN GRILL INC COMMON USD 0.01 169656105 3582 11281 SH SOLE 11281 CHUBB CORP COMMON USD 1 171232101 10786 141397 SH SOLE 141397 CHURCH & DWIGHT INC COMMON USD 1 171340102 453 8386 SH SOLE 8386 CIGNA CORPORATION COMMON USD 0.25 125509109 2152 45623 SH SOLE 45623 CINCINNATI FINL CORP COMMON USD 2 172062101 2895 76439 SH SOLE 76439 CINTAS CORP COMMON 172908105 883 21321 SH SOLE 21321 CISCO SYS INC COMMON 17275R102 79533 4165103 SH SOLE 4165103 CITIGROUP INC COMMON USD 0.01 172967424 19653 600648 SH SOLE 600648 CITIZENS REPUBLIC BANCORP IN COMMON 174420307 1935 100000 SH SOLE 100000 CITRIX SYS INC COMMON 177376100 4149 54209 SH SOLE 54209 CLIFFS NATURAL RESOURCES INC COMMON USD 0.13 18683K101 895 22863 SH SOLE 22863 CLOROX CO DEL COMMON USD 1 189054109 2309 32052 SH SOLE 32052 CME GROUP INC COMMON USD 0.01 12572Q105 2978 51976 SH SOLE 51976 CMS ENERGY CORP COMMON USD 0.01 125896100 1383 58743 SH SOLE 58743 COACH INC COMMON USD 0.01 189754104 2521 45002 SH SOLE 45002 COCA COLA ENTERPRISES INC NE COMMON USD 1 19122T109 1531 48947 SH SOLE 48947 COGNIZANT TECHNOLOGY SOLUTIO COMMON USD 0.01 192446102 3329 47625 SH SOLE 47625 COLGATE PALMOLIVE CO COMMON USD 1 194162103 6908 64426 SH SOLE 64426 COLLECTIVE BRANDS INC COMMON USD 0.01 19421W100 8684 400000 SH SOLE 400000 COMCAST CORP NEW CLASS A 20030N101 26938 753627 SH SOLE 753627 COMCAST CORP NEW CLASS A NON-VOT 20030N200 5222 150000 SH SOLE 150000 COMERICA INC COMMON USD 5 200340107 999 32181 SH SOLE 32181 COMPANHIA BRASILEIRA DE DIST ADR 20440T201 8025 177905 SH SOLE 177905 COMPUTER SCIENCES CORP COMMON USD 1 205363104 798 24764 SH SOLE 24764 COMTECH TELECOMMUNICATIONS C 3.000 MAY 01 29 205826AF7 2124 2000000 PRN SOLE 2000000 CONAGRA FOODS INC COMMON USD 5 205887102 2641 95740 SH SOLE 95740 CONOCOPHILLIPS COMMON USD 0.01 20825C104 11538 201776 SH SOLE 201776 CONSOL ENERGY INC COMMON USD 0.01 20854P109 1094 36405 SH SOLE 36405 CONSOLIDATED EDISON INC COMMON 209115104 3105 51839 SH SOLE 51839 CONSTELLATION BRANDS INC COMMON USD 0.01 21036P108 3939 121751 SH SOLE 121751 COOPER INDUSTRIES PLC COMMON USD 0.01 G24140108 5833 77715 SH SOLE 77715 CORNING INC COMMON USD 0.5 219350105 13682 1040439 SH SOLE 1040439 CORRECTIONS CORP AMER NEW COMMON USD 0.01 22025Y407 3358 100400 SH SOLE 100400 COSTCO WHSL CORP NEW COMMON USD 0.01 22160K105 6144 61342 SH SOLE 61342 COVENTRY HEALTH CARE INC COMMON USD 0.01 222862104 897 21518 SH SOLE 21518 COVIDIEN PLC COMMON USD 0.2 G2554F113 9940 167279 SH SOLE 167279 CREDICORP LTD COMMON USD 5 G2519Y108 6264 50000 SH SOLE 50000 CREDIT SUISSE NASSAU BRH ETF 22542D845 475 24200 SH SOLE 24200 CROWN CASTLE INTL CORP COMMON USD 0.01 228227104 2051 32004 SH SOLE 32004 CSX CORP COMMON USD 1 126408103 194911 9393311 SH SOLE 9393311 CTRIP COM INTL LTD ADR USD 0.01 22943F100 17623 1044000 SH SOLE 1044000 CUBIST PHARMACEUTICALS INC 2.500 NOV 01 17 229678AD9 3498 2000000 PRN SOLE 2000000 CUMMINS INC COMMON USD 2.5 231021106 4182 45356 SH SOLE 45356 CVS CAREMARK CORPORATION COMMON USD 0.01 126650100 156893 3240260 SH SOLE 3240260 CYTOKINETICS INC COMMON 23282W100 208 250000 SH SOLE 250000 D R HORTON INC 2.000 MAY 15 14 23331ABB4 3285 2000000 PRN SOLE 2000000 D R HORTON INC COMMON USD 0.01 23331A109 202 9773 SH SOLE 9773 DANAHER CORP DEL COMMON USD 0.01 235851102 22982 416726 SH SOLE 416726 DARDEN RESTAURANTS INC COMMON 237194105 1191 21364 SH SOLE 21364 DAVITA INC COMMON 23918K108 1756 16948 SH SOLE 16948 DEAN FOODS CO NEW COMMON USD 0.01 242370104 518 31700 SH SOLE 31700 DEERE & CO COMMON USD 1 244199105 5071 61488 SH SOLE 61488 DELL INC COMMON USD 0.01 24702R101 10478 1063219 SH SOLE 1063219 DENBURY RES INC COMMON 247916208 1020 63128 SH SOLE 63128 DENTSPLY INTL INC NEW COMMON USD 0.01 249030107 848 22224 SH SOLE 22224 DEUTSCHE BANK AG COMMON D18190898 9265 234243 SH SOLE 234243 DEVON ENERGY CORP NEW COMMON USD 0.1 25179M103 3788 62610 SH SOLE 62610 DEVRY INC DEL COMMON USD 0.01 251893103 216 9478 SH SOLE 9478 DIAMOND OFFSHORE DRILLING IN COMMON USD 0.01 25271C102 780 11852 SH SOLE 11852 DIRECTV CLASS A 25490A309 11833 225646 SH SOLE 225646 DISCOVER FINL SVCS COMMON USD 0.01 254709108 3291 82827 SH SOLE 82827 DISCOVERY COMMUNICATNS NEW COMMON USD 0.01 25470F302 3940 70300 SH SOLE 70300 DISNEY WALT CO COMMON USD 0.01 254687106 154268 2950797 SH SOLE 2950797 DOLLAR THRIFTY AUTOMOTIVE GP COMMON USD 0.01 256743105 8693 100000 SH SOLE 100000 DOLLAR TREE INC COMMON USD 0.01 256746108 2254 46686 SH SOLE 46686 DOMINION RES INC VA NEW COMMON 25746U109 60439 1141645 SH SOLE 1141645 DONNELLEY R R & SONS CO COMMON USD 1.25 257867101 300 28268 SH SOLE 28268 DOVER CORP COMMON USD 1 260003108 3371 56673 SH SOLE 56673 DOW CHEM CO COMMON USD 2.5 260543103 81677 2820813 SH SOLE 2820813 DR PEPPER SNAPPLE GROUP INC COMMON USD 0.01 26138E109 2286 51328 SH SOLE 51328 DRYSHIPS INC. 5.000 DEC 01 14 262498AB4 416 500000 PRN SOLE 500000 DTE ENERGY CO COMMON 233331107 2167 36152 SH SOLE 36152 DU PONT E I DE NEMOURS & CO COMMON USD 0.3 263534109 5805 115481 SH SOLE 115481 DUKE ENERGY CORP NEW COMMON 26441C204 5734 88498 SH SOLE 88498 DUN & BRADSTREET CORP DEL NE COMMON USD 0.01 26483E100 605 7598 SH SOLE 7598 E M C CORP MASS COMMON USD 0.01 268648102 21864 801752 SH SOLE 801752 E TRADE FINANCIAL CORP COMMON USD 0.01 269246401 351 39936 SH SOLE 39936 EASTMAN CHEM CO COMMON USD 0.01 277432100 1392 24412 SH SOLE 24412 EATON CORP COMMON USD 0.5 278058102 3847 81384 SH SOLE 81384 EBAY INC COMMON 278642103 23723 490443 SH SOLE 490443 ECOLAB INC COMMON USD 1 278865100 626 9666 SH SOLE 9666 EDISON INTL COMMON 281020107 3105 67955 SH SOLE 67955 EDUCATION MGMT CORP NEW COMMON USD 0.01 28140M103 15398 4951080 SH SOLE 4951080 EDWARDS LIFESCIENCES CORP COMMON USD 1 28176E108 1975 18395 SH SOLE 18395 ELDORADO GOLD CORP NEW COMMON 284902103 34319 2252730 SH SOLE 2252730 ELECTRONIC ARTS INC COMMON USD 0.01 285512109 687 54170 SH SOLE 54170 EMERSON ELEC CO COMMON USD 0.5 291011104 5740 118910 SH SOLE 118910 ENBRIDGE INC COMMON 29250N105 101442 2599328 SH SOLE 2599328 ENCANA CORP COMMON 292505104 53841 2460598 SH SOLE 2460598 ENERPLUS CORP COMMON SERIES G 292766102 10704 646149 SH SOLE 646149 ENSCO PLC ADR USD 0.1 G3157S106 2047 37520 SH SOLE 37520 ENTERGY CORP NEW COMMON 29364G103 2717 39202 SH SOLE 39202 EOG RES INC COMMON USD 0.01 26875P101 4650 41497 SH SOLE 41497 EQT CORP COMMON 26884L109 1433 24295 SH SOLE 24295 EQUIFAX INC COMMON USD 1.25 294429105 875 18786 SH SOLE 18786 EQUITY RESIDENTIAL SH BEN INT USD0 29476L107 2704 47001 SH SOLE 47001 ESSEX PPTY TR INC UNIT 297178105 287 1933 SH SOLE 1933 EXELON CORP COMMON 30161N101 3886 109210 SH SOLE 109210 EXPEDIA INC DEL COMMON 30212P303 83570 1444852 SH SOLE 1444852 EXPEDITORS INTL WASH INC COMMON USD 0.01 302130109 1257 34581 SH SOLE 34581 EXPRESS SCRIPTS HLDG CO COMMON USD 0.01 30219G108 5252 83850 SH SOLE 83850 EXTERRAN HLDGS INC 4.250 JUN 15 14 30225XAA1 2264 2000000 PRN SOLE 2000000 EXXON MOBIL CORP COMMON 30231G102 122560 1340181 SH SOLE 1340181 F M C CORP COMMON USD 0.1 302491303 1195 21570 SH SOLE 21570 F5 NETWORKS INC COMMON 315616102 1319 12607 SH SOLE 12607 FAMILY DLR STORES INC COMMON USD 0.1 307000109 1759 26532 SH SOLE 26532 FASTENAL CO COMMON USD 0.01 311900104 2009 46735 SH SOLE 46735 FEDERAL REALTY INVT TR UNIT USD 0.01 313747206 293 2787 SH SOLE 2787 FEDERATED INVS INC PA CLASS B 314211103 310 14979 SH SOLE 14979 FEDEX CORP COMMON USD 0.1 31428X106 69228 818101 SH SOLE 818101 FIDELITY NATIONAL FINANCIAL COMMON 31620R105 475 22202 SH SOLE 22202 FIDELITY NATL INFORMATION SV COMMON USD 0.01 31620M106 1219 39043 SH SOLE 39043 FIFTH THIRD BANCORP COMMON 316773100 2235 144159 SH SOLE 144159 FIRST HORIZON NATL CORP COMMON USD 0.63 320517105 388 40331 SH SOLE 40331 FIRST SOLAR INC COMMON 336433107 258 11668 SH SOLE 11668 FIRSTENERGY CORP COMMON USD 0.1 337932107 2038 46207 SH SOLE 46207 FISERV INC COMMON USD 0.01 337738108 2062 27847 SH SOLE 27847 FLAGSTONE REINSURANCE HOLDIN COMMON USD 0.01 L3466T104 28057 3266277 SH SOLE 3266277 FLIR SYS INC COMMON USD 0.01 302445101 1595 79830 SH SOLE 79830 FLOWSERVE CORP COMMON USD 1.25 34354P105 1138 8911 SH SOLE 8911 FLUOR CORP NEW COMMON USD 0.01 343412102 3121 55463 SH SOLE 55463 FMC TECHNOLOGIES INC COMMON USD 0.01 30249U101 1750 37787 SH SOLE 37787 FORD MTR CO DEL COMMON USD 0.01 345370860 9527 966258 SH SOLE 966258 FOREST LABS INC COMMON USD 0.1 345838106 2207 61974 SH SOLE 61974 FOSSIL INC COMMON USD 0.01 349882100 731 8626 SH SOLE 8626 FRANCO NEVADA CORP COMMON 351858105 1587 26940 SH SOLE 26940 FRANKLIN RES INC COMMON USD 0.1 354613101 2780 22227 SH SOLE 22227 FREEPORT-MCMORAN COPPER & GO COMMON USD 0.1 35671D857 53113 1341914 SH SOLE 1341914 FRONTIER COMMUNICATIONS CORP COMMON USD 0.25 35906A108 177 36016 SH SOLE 36016 FUSION-IO INC COMMON 36112J107 1079 35640 SH DEFINED 35640 GAMESTOP CORP NEW CLASS A 36467W109 506 24090 SH SOLE 24090 GANNETT INC COMMON USD 1 364730101 660 37175 SH SOLE 37175 GAP INC DEL COMMON USD 0.05 364760108 1893 52911 SH SOLE 52911 GENERAL DYNAMICS CORP COMMON USD 1 369550108 18049 272976 SH SOLE 272976 GENERAL ELECTRIC CO COMMON USD 0.06 369604103 36739 1617743 SH SOLE 1617743 GENERAL ELECTRIC CO COMMON USD 0.06 369604103 2271 100000 SH CALL SOLE 100000 GENERAL MLS INC COMMON USD 0.1 370334104 49505 1242292 SH SOLE 1242292 GENERAL MTRS CO COMMON USD 0.01 37045V100 14219 625000 SH SOLE 625000 GENUINE PARTS CO COMMON USD 1 372460105 5377 88098 SH SOLE 88098 GENWORTH FINL INC CLASS A 37247D106 404 77268 SH SOLE 77268 GILDAN ACTIVEWEAR INC COMMON 375916103 10982 346667 SH SOLE 346667 GILEAD SCIENCES INC 1.000 MAY 01 14 375558AN3 1510 1000000 PRN SOLE 1000000 GILEAD SCIENCES INC 1.625 MAY 01 16 375558AP8 3139 2000000 PRN SOLE 2000000 GILEAD SCIENCES INC COMMON 375558103 5841 88053 SH SOLE 88053 GNC HLDGS INC CLASS A 36191G107 256206 6574439 SH SOLE 6574439 GOLDCORP INC NEW COMMON 380956409 325594 7097220 SH SOLE 7097220 GOLDMAN SACHS GROUP INC COMMON USD 0.01 38141G104 7952 69953 SH SOLE 69953 GOODRICH PETE CORP 5.000 OCT 01 29 382410AC2 1884 2000000 PRN SOLE 2000000 GOODYEAR TIRE & RUBR CO COMMON 382550101 9674 793579 SH SOLE 793579 GOOGLE INC CLASS A 38259P508 104777 138869 SH SOLE 138869 GRAINGER W W INC COMMON USD 0.5 384802104 4050 19436 SH SOLE 19436 GROUPE CGI INC CLASS A 39945C109 596 22207 SH SOLE 22207 HALLIBURTON CO COMMON USD 2.5 406216101 6736 199933 SH SOLE 199933 HARLEY DAVIDSON INC COMMON USD 0.01 412822108 1582 37329 SH SOLE 37329 HARMAN INTL INDS INC COMMON USD 0.01 413086109 509 11018 SH SOLE 11018 HARRIS CORP DEL COMMON USD 1 413875105 915 17869 SH SOLE 17869 HARTFORD FINL SVCS GROUP INC COMMON USD 0.01 416515104 1367 70340 SH SOLE 70340 HASBRO INC COMMON USD 0.5 418056107 2702 70795 SH SOLE 70795 HCP INC COMMON USD 1 40414L109 4199 94409 SH SOLE 94409 HEALTH CARE REIT INC REIT 42217K106 5190 89886 SH SOLE 89886 HEINZ H J CO COMMON USD 0.25 423074103 5726 102334 SH SOLE 102334 HELMERICH & PAYNE INC COMMON USD 0.1 423452101 2815 59135 SH SOLE 59135 HERSHEY CO COMMON USD 1 427866108 1315 18545 SH SOLE 18545 HESS CORP COMMON USD 1 42809H107 2543 47343 SH SOLE 47343 HEWLETT PACKARD CO COMMON USD 0.01 428236103 19013 1114462 SH SOLE 1114462 HOME DEPOT INC COMMON USD 0.05 437076102 14651 242694 SH SOLE 242694 HOME PROPERTIES INC UNIT USD 0.01 437306103 288 4704 SH SOLE 4704 HONEYWELL INTL INC COMMON USD 1 438516106 7185 120243 SH SOLE 120243 HORMEL FOODS CORP COMMON USD 0.06 440452100 934 31956 SH SOLE 31956 HOSPIRA INC COMMON USD 0.01 441060100 847 25817 SH SOLE 25817 HOST HOTELS & RESORTS INC REIT 44107P104 292 18184 SH SOLE 18184 HUDSON CITY BANCORP COMMON USD 0.01 443683107 672 84598 SH SOLE 84598 HUMANA INC COMMON USD 0.17 444859102 1928 27482 SH SOLE 27482 HUNTINGTON BANCSHARES INC COMMON USD 0.01 446150104 970 140686 SH SOLE 140686 IAMGOLD CORP COMMON 450913108 18959 1196587 SH SOLE 1196587 ILLINOIS TOOL WKS INC COMMON USD 0.01 452308109 4423 74371 SH SOLE 74371 IMPERIAL OIL LTD COMMON 453038408 37739 820621 SH SOLE 820621 INGERSOLL-RAND PLC COMMON USD 1 G47791101 59785 1333880 SH SOLE 1333880 INNERWORKINGS INC COMMON #0171706 45773Y105 414 31762 SH DEFINED 31762 INTEGRYS ENERGY GROUP INC COMMON USD 1 45822P105 797 15275 SH SOLE 15275 INTEL CORP COMMON 458140100 65101 2873597 SH SOLE 2873597 INTERCONTINENTALEXCHANGE INC COMMON USD 0.01 45865V100 6162 46191 SH SOLE 46191 INTERNATIONAL BUSINESS MACHS COMMON USD 0.2 459200101 121265 584550 SH SOLE 584550 INTERNATIONAL FLAVORS&FRAGRA COMMON USD 0.13 459506101 1049 17599 SH SOLE 17599 INTERNATIONAL GAME TECHNOLOG COMMON 459902102 648 49534 SH SOLE 49534 INTERPUBLIC GROUP COS INC COMMON USD 0.1 460690100 817 73434 SH SOLE 73434 INTL PAPER CO COMMON USD 1 460146103 2508 69051 SH SOLE 69051 INTUIT COMMON USD 0.01 461202103 6547 111195 SH SOLE 111195 INTUITIVE SURGICAL INC COMMON 46120E602 6807 13734 SH SOLE 13734 INVESCO LTD COMMON USD 0.2 G491BT108 1810 72438 SH SOLE 72438 IRON MTN INC COMMON USD 0.01 462846106 933 27365 SH SOLE 27365 ISHARES TR ETF 464287192 3048 35000 SH SOLE 35000 ISHARES TR ETF 464288687 75107 1884270 SH SOLE 1884270 ISHARES TR MSCI EMERG MKT 464287234 2375989 57495199 SH SOLE 57495199 ITAU UNIBANCO HLDG SA ADR 465562106 101655 6652800 SH SOLE 6652800 JABIL CIRCUIT INC COMMON 466313103 578 30887 SH SOLE 30887 JACOBS ENGR GROUP INC DEL COMMON USD 1 469814107 816 20180 SH SOLE 20180 JANUS CAP GROUP INC 3.250 JUL 15 14 47102XAG0 2126 2000000 PRN SOLE 2000000 JDS UNIPHASE CORP 1.000 MAY 15 26 46612JAD3 1996 2000000 PRN SOLE 2000000 JDS UNIPHASE CORP COMMON 46612J507 477 38538 SH SOLE 38538 JOHNSON & JOHNSON COMMON USD 1 478160104 95758 1389614 SH SOLE 1389614 JOY GLOBAL INC COMMON USD 1 481165108 960 17129 SH SOLE 17129 JPMORGAN CHASE & CO COMMON USD 1 46625H100 172381 4258428 SH SOLE 4258428 JPMORGAN CHASE & CO WRT EXP 10/28/2 46634E114 539 52400 SH SOLE 52400 JUNIPER NETWORKS INC COMMON 48203R104 1428 83476 SH SOLE 83476 KELLOGG CO COMMON USD 0.25 487836108 2813 54452 SH SOLE 54452 KIMBERLY CLARK CORP COMMON USD 1.25 494368103 8206 95667 SH SOLE 95667 KIMCO RLTY CORP COMMON 49446R109 1353 66758 SH SOLE 66758 KINDER MORGAN INC DEL COMMON USD 0.01 49456B101 3407 95925 SH SOLE 95925 KINDER MORGAN INC DEL WRT EXP 5/25/20 49456B119 250 71749 SH SOLE 71749 KINROSS GOLD CORP 1.750 MAR 15 28 496902AD9 2011 2000000 PRN SOLE 2000000 KINROSS GOLD CORP COMMON 496902404 37394 3668349 SH SOLE 3668349 KLA-TENCOR CORP COMMON 482480100 6575 137825 SH SOLE 137825 KOHLS CORP COMMON USD 0.01 500255104 1988 38819 SH SOLE 38819 KRAFT FOODS INC CLASS A 50075N104 12002 290242 SH SOLE 290242 KROGER CO COMMON USD 1 501044101 194335 8255528 SH SOLE 8255528 L-3 COMMUNICATIONS HLDGS INC COMMON USD 0.01 502424104 1554 21675 SH SOLE 21675 LABORATORY CORP AMER HLDGS COMMON USD 0.1 50540R409 1700 18385 SH SOLE 18385 LAM RESEARCH CORP COMMON 512807108 1056 33223 SH SOLE 33223 LAUDER ESTEE COS INC CLASS A 518439104 871 14148 SH SOLE 14148 LEGG MASON INC COMMON USD 0.1 524901105 481 19502 SH SOLE 19502 LEGGETT & PLATT INC COMMON USD 0.01 524660107 551 22009 SH SOLE 22009 LEUCADIA NATL CORP COMMON USD 1 527288104 730 32078 SH SOLE 32078 LEXMARK INTL NEW COMMON USD 0.01 529771107 252 11316 SH SOLE 11316 LIFE TECHNOLOGIES CORP COMMON USD 0.01 53217V109 1405 28749 SH SOLE 28749 LILLY ELI & CO COMMON 532457108 15323 323203 SH SOLE 323203 LIMITED BRANDS INC COMMON USD 0.5 532716107 5680 115300 SH SOLE 115300 LINCOLN NATL CORP IND COMMON 534187109 1133 46826 SH SOLE 46826 LINEAR TECHNOLOGY CORP COMMON 535678106 1196 37584 SH SOLE 37584 LOEWS CORP COMMON USD 0.01 540424108 13169 319177 SH SOLE 319177 LORILLARD INC COMMON USD 0.01 544147101 3124 26830 SH SOLE 26830 LOWES COS INC COMMON USD 0.5 548661107 5548 183476 SH SOLE 183476 LSI CORPORATION COMMON USD 0.01 502161102 665 96283 SH SOLE 96283 LYONDELLBASELL INDUSTRIES N CLASS A N53745100 7815 151283 SH SOLE 151283 M & T BK CORP COMMON USD 0.5 55261F104 1898 19945 SH SOLE 19945 MACYS INC COMMON USD 0.01 55616P104 2451 65142 SH SOLE 65142 MAGNA INTL INC CLASS A SUB VT 559222401 33303 770841 SH SOLE 770841 MANULIFE FINL CORP COMMON 56501R106 45040 3739827 SH SOLE 3739827 MARATHON OIL CORP COMMON USD 1 565849106 4997 168983 SH SOLE 168983 MARATHON PETE CORP COMMON 56585A102 2931 53700 SH SOLE 53700 MARSH & MCLENNAN COS INC COMMON USD 1 571748102 8016 236252 SH SOLE 236252 MASCO CORP COMMON USD 1 574599106 880 58460 SH SOLE 58460 MASSEY ENERGY CO 3.250 AUG 01 15 576203AJ2 1855 2000000 PRN SOLE 2000000 MASTERCARD INC CLASS A 57636Q104 7397 16384 SH SOLE 16384 MATTEL INC COMMON USD 1 577081102 2089 58898 SH SOLE 58898 MBIA INC COMMON USD 1 55262C100 760 75000 SH SOLE 75000 MCCORMICK & CO INC NON-VOTING 579780206 1731 27898 SH SOLE 27898 MCDONALDS CORP COMMON USD 0.01 580135101 15019 163693 SH SOLE 163693 MCGRAW HILL COS INC COMMON USD 1 580645109 19656 360065 SH SOLE 360065 MCKESSON CORP COMMON USD 0.01 58155Q103 5684 66073 SH SOLE 66073 MEAD JOHNSON NUTRITION CO COMMON USD 0.01 582839106 2647 36120 SH SOLE 36120 MEADWESTVACO CORP COMMON USD 0.01 583334107 821 26823 SH SOLE 26823 MEDICIS PHARMACEUTICAL CORP CLASS A 584690309 4522 104503 SH SOLE 104503 MEDTRONIC INC 1.625 APR 15 13 585055AM8 2016 2000000 PRN SOLE 2000000 MEDTRONIC INC COMMON USD 0.1 585055106 24609 570704 SH SOLE 570704 MERCK & CO INC NEW COMMON USD 0.01 58933Y105 16884 374399 SH SOLE 374399 MERITAGE HOMES CORP 1.875 SEP 15 32 59001AAR3 997 1000000 PRN SOLE 1000000 METLIFE INC COMMON USD 0.01 59156R108 133007 3859764 SH SOLE 3859764 METROPCS COMMUNICATIONS INC COMMON 591708102 559 47754 SH SOLE 47754 MICHAEL KORS HLDGS LTD COMMON G60754101 545133 10250712 SH SOLE 10250712 MICROCHIP TECHNOLOGY INC COMMON 595017104 1215 37100 SH SOLE 37100 MICRON TECHNOLOGY INC COMMON USD 0.1 595112103 953 159407 SH SOLE 159407 MICROSOFT CORP COMMON 594918104 115304 3874473 SH SOLE 3874473 MICROSOFT CORP COMMON 594918104 59520 2000000 SH CALL SOLE 2000000 MINDRAY MEDICAL INTL LTD ADR 602675100 7047 209661 SH SOLE 209661 MOLEX INC COMMON USD 0.05 608554101 584 22224 SH SOLE 22224 MOLSON COORS BREWING CO VOTING 60871R209 1549 34384 SH SOLE 34384 MONSANTO CO NEW COMMON USD 0.01 61166W101 90669 996140 SH SOLE 996140 MONSTER BEVERAGE CORP COMMON USD 0.01 611740101 1417 26203 SH SOLE 26203 MOODYS CORP COMMON USD 0.01 615369105 1386 31379 SH SOLE 31379 MORGAN STANLEY COMMON USD 0.01 617446448 3952 236060 SH SOLE 236060 MOSAIC CO NEW COMMON USD 0.01 61945C103 4402 76408 SH SOLE 76408 MOTOROLA SOLUTIONS INC COMMON USD 0.01 620076307 2945 58265 SH SOLE 58265 MURPHY OIL CORP COMMON USD 1 626717102 3696 68831 SH SOLE 68831 MYLAN INC 3.750 SEP 15 15 628530AJ6 3839 2000000 PRN SOLE 2000000 MYLAN INC COMMON USD 0.5 628530107 334 13713 SH SOLE 13713 NABORS INDUSTRIES LTD COMMON G6359F103 657 46836 SH SOLE 46836 NASDAQ OMX GROUP INC COMMON USD 0.01 631103108 456 19561 SH SOLE 19561 NATIONAL OILWELL VARCO INC COMMON USD 0.01 637071101 5271 65792 SH SOLE 65792 NATIONAL RETAIL PPTYS INC UNIT USD 0.01 637417106 438 14374 SH SOLE 14374 NETAPP INC COMMON 64110D104 1901 57804 SH SOLE 57804 NETFLIX INC COMMON 64110L106 524 9633 SH SOLE 9633 NEWELL RUBBERMAID INC COMMON USD 1 651229106 899 47108 SH SOLE 47108 NEWFIELD EXPL CO COMMON USD 0.01 651290108 691 22047 SH SOLE 22047 NEWMONT MINING CORP 1.625 JUL 15 17 651639AJ5 2909 2000000 PRN SOLE 2000000 NEWMONT MINING CORP COMMON USD 1.6 651639106 6654 118791 SH SOLE 118791 NEWS CORP CLASS A NON-VOT 65248E104 136075 5552930 SH SOLE 5552930 NEXEN INC COMMON 65334H102 172493 6816242 SH SOLE 6816242 NEXTERA ENERGY INC COMMON USD 0.01 65339F101 17639 250801 SH SOLE 250801 NII HLDGS INC COMMON 62913F201 37193 4750000 SH SOLE 4750000 NIKE INC CLASS B 654106103 5518 58142 SH SOLE 58142 NISOURCE INC COMMON USD 0.01 65473P105 1826 71675 SH SOLE 71675 NOBLE CORPORATION BAAR COMMON USD 3.93 H5833N103 1464 40905 SH SOLE 40905 NOBLE ENERGY INC COMMON USD 3.33 655044105 2567 27685 SH SOLE 27685 NOKIA CORP ADR 654902204 4120 1600000 SH SOLE 1600000 NORDSTROM INC COMMON 655664100 2413 43738 SH SOLE 43738 NORFOLK SOUTHERN CORP COMMON USD 1 655844108 3463 54426 SH SOLE 54426 NORTHEAST UTILS COMMON USD 5 664397106 2683 70177 SH SOLE 70177 NORTHERN TR CORP COMMON USD 1.67 665859104 1771 38152 SH SOLE 38152 NRG ENERGY INC COMMON USD 0.01 629377508 827 38647 SH SOLE 38647 NUCOR CORP COMMON USD 0.4 670346105 1934 50537 SH SOLE 50537 NV ENERGY INC COMMON USD 1 67073Y106 449 24904 SH SOLE 24904 NVIDIA CORP COMMON 67066G104 2373 177898 SH SOLE 177898 NXP SEMICONDUCTORS N V COMMON N6596X109 39497 1579250 SH SOLE 1579250 NYSE EURONEXT COMMON USD 0.01 629491101 1047 42473 SH SOLE 42473 O REILLY AUTOMOTIVE INC NEW COMMON USD 0.01 67103H107 1999 23908 SH SOLE 23908 OCCIDENTAL PETE CORP DEL COMMON USD 0.2 674599105 12210 141878 SH SOLE 141878 OMNICOM GROUP INC COMMON USD 0.15 681919106 2661 51613 SH SOLE 51613 ON SEMICONDUCTOR CORP 2.625 DEC 15 26 682189AG0 2046 2000000 PRN SOLE 2000000 ONEOK INC NEW COMMON USD 0.01 682680103 7730 159999 SH SOLE 159999 ORACLE CORP COMMON USD 0.01 68389X105 70319 2235185 SH SOLE 2235185 OWENS ILL INC COMMON USD 0.01 690768403 489 26077 SH SOLE 26077 PACCAR INC COMMON USD 1 693718108 2245 56090 SH SOLE 56090 PACIFIC BIOSCIENCES CALIF IN COMMON #0171703 69404D108 1013 553571 SH DEFINED 553571 PALL CORP COMMON USD 0.1 696429307 3419 53852 SH SOLE 53852 PAR PHARMACEUTICAL COS INC COMMON USD 0.01 69888P106 4998 100000 SH SOLE 100000 PARKER HANNIFIN CORP COMMON USD 0.5 701094104 2265 27101 SH SOLE 27101 PATTERSON COMPANIES INC COMMON USD 0.01 703395103 486 14202 SH SOLE 14202 PAYCHEX INC COMMON USD 0.01 704326107 2348 70544 SH SOLE 70544 PEABODY ENERGY CORP COMMON USD 0.01 704549104 978 43883 SH SOLE 43883 PEMBINA PIPELINE CORP COMMON 706327103 1214 43282 SH SOLE 43282 PENGROWTH ENERGY CORP COMMON 70706P104 331 49153 SH SOLE 49153 PENN WEST PETE LTD NEW COMMON 707887105 22081 1552988 SH SOLE 1552988 PENNEY J C INC COMMON USD 0.5 708160106 613 25220 SH SOLE 25220 PEOPLES UNITED FINANCIAL INC COMMON USD 0.01 712704105 981 80803 SH SOLE 80803 PEPCO HOLDINGS INC COMMON USD 0.01 713291102 1123 59400 SH SOLE 59400 PERKINELMER INC COMMON USD 1 714046109 540 18328 SH SOLE 18328 PERRIGO CO COMMON 714290103 1814 15613 SH SOLE 15613 PFIZER INC COMMON USD 0.05 717081103 94268 3793500 SH SOLE 3793500 PG&E CORP COMMON 69331C108 3151 73855 SH SOLE 73855 PHARMATHENE INC COMMON #0171703 71714G102 1794 1520451 SH DEFINED 1520451 PHILIP MORRIS INTL INC COMMON 718172109 22198 246811 SH SOLE 246811 PHILLIPS 66 COMMON 718546104 4657 100442 SH SOLE 100442 PINNACLE WEST CAP CORP COMMON 723484101 1353 25627 SH SOLE 25627 PIONEER NAT RES CO COMMON USD 0.01 723787107 2021 19359 SH SOLE 19359 PITNEY BOWES INC COMMON USD 1 724479100 477 34496 SH SOLE 34496 PLUM CREEK TIMBER CO INC COMMON 729251108 1552 35404 SH SOLE 35404 PNC FINL SVCS GROUP INC COMMON USD 5 693475105 137840 2184462 SH SOLE 2184462 PNC FINL SVCS GROUP INC WRT EXP 12/31/2 693475121 7536 707600 SH SOLE 707600 POTASH CORP SASK INC COMMON 73755L107 117335 2701897 SH SOLE 2701897 PPG INDS INC COMMON USD 1.67 693506107 2743 23882 SH SOLE 23882 PPL CORP COMMON USD 0.01 69351T106 3400 117056 SH SOLE 117056 PRAXAIR INC COMMON USD 0.01 74005P104 5231 50356 SH SOLE 50356 PRECISION CASTPARTS CORP COMMON 740189105 6955 42579 SH SOLE 42579 PRECISION DRILLING CORP COMMON 74022D308 209 26614 SH SOLE 26614 PRICE T ROWE GROUP INC COMMON USD 0.2 74144T108 2502 39519 SH SOLE 39519 PRINCIPAL FINL GROUP INC COMMON USD 0.01 74251V102 1281 47559 SH SOLE 47559 PROCTER & GAMBLE CO COMMON USD 1 742718109 75518 1088779 SH SOLE 1088779 PROGRESSIVE CORP OHIO COMMON USD 1 743315103 8381 404115 SH SOLE 404115 PROLOGIS 3.250 MAR 15 15 74340XAT8 2254 2000000 PRN SOLE 2000000 PROLOGIS INC UNIT USD 0.01 74340W103 2243 64035 SH SOLE 64035 PRUDENTIAL FINL INC COMMON USD 0.01 744320102 3959 72634 SH SOLE 72634 PUBLIC STORAGE REIT 74460D109 5496 39493 SH SOLE 39493 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 3329 103443 SH SOLE 103443 PULTE GROUP INC COMMON USD 0.01 745867101 859 55449 SH SOLE 55449 QEP RES INC COMMON 74733V100 894 28247 SH SOLE 28247 QIAGEN NV COMMON EUR 0.01 N72482107 1416 76836 SH SOLE 76836 QUALCOMM INC COMMON 747525103 87712 1404067 SH SOLE 1404067 QUANTA SVCS INC COMMON 74762E102 819 33148 SH SOLE 33148 QUEST DIAGNOSTICS INC COMMON USD 0.01 74834L100 1954 30801 SH SOLE 30801 RADIAN GROUP INC 3.000 NOV 15 17 750236AK7 1469 2000000 PRN SOLE 2000000 RALCORP HLDGS INC NEW COMMON USD 0.01 751028101 299 4102 SH SOLE 4102 RALPH LAUREN CORP COMMON USD 0.01 751212101 1570 10382 SH SOLE 10382 RANGE RES CORP COMMON USD 0.01 75281A109 1816 25994 SH SOLE 25994 RAYTHEON CO COMMON USD 0.01 755111507 3462 60575 SH SOLE 60575 RED HAT INC COMMON 756577102 1754 30812 SH SOLE 30812 REGIONS FINANCIAL CORP NEW COMMON USD 0.01 7591EP100 5500 764421 SH SOLE 764421 RENAISSANCERE HOLDINGS LTD COMMON USD 1 G7496G103 2442 31700 SH SOLE 31700 REPUBLIC SVCS INC COMMON USD 0.01 760759100 95141 3458409 SH SOLE 3458409 RESEARCH IN MOTION LTD COMMON 760975102 882 117177 SH SOLE 117177 REYNOLDS AMERICAN INC COMMON 761713106 3051 70408 SH SOLE 70408 ROBERT HALF INTL INC COMMON 770323103 592 22229 SH SOLE 22229 ROCKWELL AUTOMATION INC COMMON USD 1 773903109 11355 163257 SH SOLE 163257 ROCKWELL COLLINS INC COMMON USD 0.01 774341101 99862 1861705 SH SOLE 1861705 ROGERS COMMUNICATIONS INC CLASS B NON-VOT 775109200 49392 1221075 SH SOLE 1221075 ROPER INDS INC NEW COMMON USD 0.01 776696106 1843 16771 SH SOLE 16771 ROSS STORES INC COMMON USD 0.01 778296103 2880 44586 SH SOLE 44586 ROWAN COMPANIES PLC COMMON USD 0.13 G7665A101 693 20529 SH SOLE 20529 ROYAL BK CDA MONTREAL QUE COMMON 780087102 265523 4620822 SH SOLE 4620822 ROYAL DUTCH SHELL PLC ADR CLASS A 780259206 171692 2473595 SH SOLE 2473595 ROYAL GOLD INC COMMON USD 0.01 780287108 380 3806 SH SOLE 3806 RYDER SYS INC COMMON USD 0.5 783549108 317 8126 SH SOLE 8126 SAFEWAY INC COMMON USD 0.01 786514208 50758 3154629 SH SOLE 3154629 SAIC INC COMMON 78390X101 522 43378 SH SOLE 43378 SAKS INC COMMON USD 0.1 79377W108 218 21100 SH SOLE 21100 SALESFORCE COM INC COMMON 79466L302 3296 21586 SH SOLE 21586 SANDISK CORP 1.000 MAY 15 13 80004CAC5 1986 2000000 PRN SOLE 2000000 SANDISK CORP COMMON 80004C101 2875 66205 SH SOLE 66205 SCANA CORP NEW COMMON 80589M102 1183 24511 SH SOLE 24511 SCHEIN HENRY INC COMMON USD 0.01 806407102 451 5687 SH SOLE 5687 SCHLUMBERGER LTD COMMON USD 0.01 806857108 14721 203524 SH SOLE 203524 SCHWAB CHARLES CORP NEW COMMON USD 0.01 808513105 2168 169538 SH SOLE 169538 SCRIPPS NETWORKS INTERACT IN CLASS A 811065101 960 15677 SH SOLE 15677 SEALED AIR CORP NEW COMMON USD 0.1 81211K100 466 30151 SH SOLE 30151 SELECT SECTOR SPDR TR ETF 81369Y209 6776 168900 SH SOLE 168900 SELECT SECTOR SPDR TR ETF 81369Y308 10246 286000 SH SOLE 286000 SELECT SECTOR SPDR TR ETF 81369Y605 3756 240900 SH SOLE 240900 SELECT SECTOR SPDR TR ETF 81369Y803 5163 167500 SH SOLE 167500 SEMPRA ENERGY COMMON 816851109 1819 28207 SH SOLE 28207 SENIOR HSG PPTYS TR UNIT USD 0.01 81721M109 291 13367 SH SOLE 13367 SHAW COMMUNICATIONS INC CLASS B NON-VOT 82028K200 25470 1245602 SH SOLE 1245602 SHAW GROUP INC COMMON 820280105 4424 101421 SH SOLE 101421 SHERWIN WILLIAMS CO COMMON USD 1 824348106 2791 18740 SH SOLE 18740 SIGMA ALDRICH CORP COMMON USD 1 826552101 1361 18914 SH SOLE 18914 SILVER WHEATON CORP COMMON 828336107 44498 1120356 SH SOLE 1120356 SIMON PPTY GROUP INC NEW REIT 828806109 7349 48412 SH SOLE 48412 SLM CORP COMMON USD 0.2 78442P106 1220 77625 SH SOLE 77625 SMITHFIELD FOODS INC 4.000 JUN 30 13 832248AR9 3212 3000000 PRN SOLE 3000000 SMUCKER J M CO COMMON 832696405 2103 24359 SH SOLE 24359 SNAP ON INC COMMON USD 1 833034101 680 9467 SH SOLE 9467 SOUNDBITE COMMUNICATIONS INC COMMON 836091108 899 390929 SH SOLE 390929 SOUTHERN CO COMMON USD 5 842587107 4425 96013 SH SOLE 96013 SOUTHWEST AIRLS CO COMMON USD 1 844741108 1123 128093 SH SOLE 128093 SOUTHWESTERN ENERGY CO COMMON USD 0.01 845467109 1934 55597 SH SOLE 55597 SPECTRA ENERGY CORP COMMON 847560109 3732 127119 SH SOLE 127119 SPIRIT AEROSYSTEMS HLDGS INC CLASS A 848574109 7774 350000 SH SOLE 350000 SPRINT NEXTEL CORP COMMON USD 2 852061100 474785 86011686 SH SOLE 86011686 SPROTT PHYSICAL GOLD TRUST CLASS U 85207H104 1139 75000 SH SOLE 75000 ST JUDE MED INC COMMON USD 0.1 790849103 2107 50005 SH SOLE 50005 STANDARD PAC CORP NEW 1.250 AUG 01 32 85375CBC4 553 500000 PRN SOLE 500000 STANLEY BLACK & DECKER INC COMMON USD 2.5 854502101 2038 26730 SH SOLE 26730 STAPLES INC COMMON 855030102 6807 590911 SH SOLE 590911 STARBUCKS CORP COMMON 855244109 5934 117010 SH SOLE 117010 STERICYCLE INC COMMON USD 0.01 858912108 34331 379423 SH SOLE 379423 STRYKER CORP COMMON USD 0.1 863667101 3282 58957 SH SOLE 58957 SUN LIFE FINL INC COMMON 866796105 45048 1942355 SH SOLE 1942355 SUNCOR ENERGY INC NEW COMMON 867224107 29556 899260 SH SOLE 899260 SUNOCO INC COMMON USD 1 86764P109 4802 102541 SH SOLE 102541 SUNPOWER CORP 4.750 APR 15 14 867652AC3 1905 2000000 PRN SOLE 2000000 SUNTRUST BKS INC COMMON USD 1 867914103 136577 4831179 SH SOLE 4831179 SUNTRUST BKS INC WRT EXP 11/14/2 867914111 173 50000 SH SOLE 50000 SUNTRUST BKS INC WRT EXP 12/31/2 867914129 238 40000 SH SOLE 40000 SYMANTEC CORP 1.000 JUN 15 13 871503AF5 2176 2000000 PRN SOLE 2000000 SYMANTEC CORP COMMON USD 0.01 871503108 2223 123645 SH SOLE 123645 SYSCO CORP COMMON USD 1 871829107 3644 116518 SH SOLE 116518 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 14097 891111 SH SOLE 891111 TALISMAN ENERGY INC COMMON 87425E103 258972 19392379 SH SOLE 19392379 TARGET CORP COMMON USD 0.08 87612E106 29266 461104 SH SOLE 461104 TE CONNECTIVITY LTD COMMON USD 0.2 H84989104 2352 69156 SH SOLE 69156 TECK RESOURCES LTD CLASS B 878742204 45638 1547918 SH SOLE 1547918 TECO ENERGY INC COMMON USD 1 872375100 1054 59419 SH SOLE 59419 TELUS CORP CLASS A NON-VOT 87971M202 15677 250812 SH SOLE 250812 TENET HEALTHCARE CORP COMMON USD 0.05 88033G100 403 64310 SH SOLE 64310 TERADATA CORP DEL COMMON USD 0.01 88076W103 2015 26716 SH SOLE 26716 TERADYNE INC COMMON USD 0.13 880770102 416 29255 SH SOLE 29255 TESORO CORP COMMON USD 0.17 881609101 977 23312 SH SOLE 23312 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 45344 1095000 SH SOLE 1095000 TEXAS INSTRS INC COMMON USD 1 882508104 13813 501274 SH SOLE 501274 TEXTRON INC 4.500 MAY 01 13 883203BN0 1407 700000 PRN SOLE 700000 TEXTRON INC COMMON USD 0.13 883203101 1173 44840 SH SOLE 44840 THERMO FISHER SCIENTIFIC INC COMMON USD 1 883556102 111458 1894576 SH SOLE 1894576 THOMSON REUTERS CORP COMMON 884903105 28147 974511 SH SOLE 974511 TIFFANY & CO NEW COMMON USD 0.01 886547108 1666 26930 SH SOLE 26930 TIM HORTONS INC COMMON 88706M103 28112 540666 SH SOLE 540666 TIME WARNER CABLE INC COMMON USD 0.01 88732J207 5371 56506 SH SOLE 56506 TIME WARNER INC COMMON USD 0.01 887317303 7185 158494 SH SOLE 158494 TIME WARNER TELECOM INC 2.375 APR 01 26 887319AC5 1420 1000000 PRN SOLE 1000000 TITANIUM METALS CORP COMMON USD 0.01 888339207 172 13411 SH SOLE 13411 TJX COS INC NEW COMMON USD 1 872540109 5626 125617 SH SOLE 125617 TORCHMARK CORP COMMON USD 1 891027104 1098 21392 SH SOLE 21392 TORONTO DOMINION BK ONT COMMON 891160509 255320 3064063 SH SOLE 3064063 TOTAL S A ADR 89151E109 279 5560 SH SOLE 5560 TOTAL SYS SVCS INC COMMON USD 0.1 891906109 2050 86485 SH SOLE 86485 TRANSALTA CORP COMMON 89346D107 12935 845683 SH SOLE 845683 TRANSCANADA CORP COMMON 89353D107 107904 2373096 SH SOLE 2373096 TRANSOCEAN LTD COMMON CHF 15 H8817H100 7627 170874 SH SOLE 170874 TRANSOCEAN LTD COMMON USD 15 H8817H100 264009 5881253 SH SOLE 5881253 TRAVELERS COMPANIES INC COMMON 89417E109 14134 207057 SH SOLE 207057 TRIPADVISOR INC COMMON 896945201 38608 1172438 SH SOLE 1172438 TTM TECHNOLOGIES INC 3.250 MAY 15 15 87305RAC3 2035 2000000 PRN SOLE 2000000 TURQUOISE HILL RES LTD COMMON 900435108 48745 5730361 SH SOLE 5730361 TYCO INTERNATIONAL LTD COMMON USD 8.3 H89128104 4232 75231 SH SOLE 75231 TYSON FOODS INC 3.250 OCT 15 13 902494AP8 2218 2000000 PRN SOLE 2000000 TYSON FOODS INC CLASS A 902494103 821 51278 SH SOLE 51278 UBS AG COMMON CHF 0.1 H89231338 50613 4154227 SH SOLE 4154227 UNION PAC CORP COMMON USD 2.5 907818108 12769 107574 SH SOLE 107574 UNITED STATES STL CORP NEW 4.000 MAY 15 14 912909AE8 3047 3000000 PRN SOLE 3000000 UNITED STATES STL CORP NEW COMMON USD 1 912909108 470 24663 SH SOLE 24663 UNITEDHEALTH GROUP INC COMMON USD 0.01 91324P102 8923 161034 SH SOLE 161034 UNUM GROUP COMMON USD 0.1 91529Y106 922 47952 SH SOLE 47952 URBAN OUTFITTERS INC COMMON 917047102 731 19449 SH SOLE 19449 V F CORP COMMON USD 1 918204108 3010 18886 SH SOLE 18886 VALEANT PHARMACEUTICALS INTL COMMON 91911K102 49669 900701 SH SOLE 900701 VALERO ENERGY CORP NEW COMMON USD 0.01 91913Y100 2752 86874 SH SOLE 86874 VARIAN MED SYS INC COMMON USD 1 92220P105 1114 18472 SH SOLE 18472 VENOCO INC COMMON USD 0.01 92275P307 2673 225000 SH SOLE 225000 VENTAS INC COMMON 92276F100 3113 50001 SH SOLE 50001 VERISIGN INC COMMON 92343E102 6382 131074 SH SOLE 131074 VIACOM INC NEW CLASS B 92553P201 115626 2157611 SH SOLE 2157611 VIMPELCOM LTD ADR 92719A106 33608 2824200 SH SOLE 2824200 VIRGIN MEDIA INC 6.500 NOV 15 16 92769LAB7 3456 2000000 PRN SOLE 2000000 VISA INC CLASS A 92826C839 11110 82737 SH SOLE 82737 VONAGE HLDGS CORP COMMON 92886T201 70 30771 SH DEFINED 30771 VORNADO RLTY TR SH BEN INT REIT 929042109 2353 29035 SH SOLE 29035 VULCAN MATLS CO COMMON USD 1 929160109 978 20669 SH SOLE 20669 WAL-MART STORES INC COMMON USD 0.1 931142103 20172 273340 SH SOLE 273340 WALGREEN CO COMMON USD 0.08 931422109 16261 446235 SH SOLE 446235 WASHINGTON POST CO CLASS B 939640108 286 788 SH SOLE 788 WATERS CORP COMMON USD 0.01 941848103 1224 14690 SH SOLE 14690 WATSON PHARMACEUTICALS INC COMMON 942683103 2037 23915 SH SOLE 23915 WELLPOINT INC COMMON USD 0.01 94973V107 3009 51872 SH SOLE 51872 WELLS FARGO & CO NEW COMMON USD 1.67 949746101 172576 4997845 SH SOLE 4997845 WELLS FARGO & CO NEW WRT EXP 10/28/2 949746119 10685 1082600 SH SOLE 1082600 WESTERN DIGITAL CORP COMMON USD 0.01 958102105 1468 37907 SH SOLE 37907 WESTERN UN CO COMMON USD 0.01 959802109 4327 237498 SH SOLE 237498 WEYERHAEUSER CO COMMON USD 1.25 962166104 2225 85129 SH SOLE 85129 WHIRLPOOL CORP COMMON USD 1 963320106 1047 12634 SH SOLE 12634 WHOLE FOODS MKT INC COMMON 966837106 1219 12515 SH SOLE 12515 WILLIAMS COS INC DEL COMMON USD 1 969457100 3420 97808 SH SOLE 97808 WINDSTREAM CORP COMMON 97381W104 1396 138356 SH SOLE 138356 WISCONSIN ENERGY CORP COMMON USD 0.01 976657106 1934 51332 SH SOLE 51332 WPX ENERGY INC COMMON 98212B103 518 31252 SH SOLE 31252 WYNDHAM WORLDWIDE CORP COMMON USD 0.01 98310W108 1238 23592 SH SOLE 23592 WYNN RESORTS LTD COMMON USD 0.01 983134107 1462 12668 SH SOLE 12668 XCEL ENERGY INC COMMON USD 2.5 98389B100 2916 105217 SH SOLE 105217 XEROX CORP COMMON USD 1 984121103 1589 216425 SH SOLE 216425 XILINX INC 2.625 JUN 15 17 983919AF8 1314 1000000 PRN SOLE 1000000 XILINX INC COMMON USD 0.01 983919101 1577 47207 SH SOLE 47207 XL GROUP PLC COMMON USD 0.01 G98290102 1229 51151 SH SOLE 51151 XYLEM INC COMMON 98419M100 752 29911 SH SOLE 29911 YAHOO INC COMMON 984332106 15091 944633 SH SOLE 944633 YAMANA GOLD INC COMMON 98462Y100 45611 2389723 SH SOLE 2389723 YUM BRANDS INC COMMON 988498101 4879 73549 SH SOLE 73549 ZIMMER HLDGS INC COMMON USD 0.01 98956P102 2076 30696 SH SOLE 30696 ZIONS BANCORPORATION COMMON 989701107 597 28901 SH SOLE 28901