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, 2010 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: Senior Vice President Phone: 416.730.7014 Signature, Place, and Date of Signing: /s/ Melissa Kennedy Toronto, Ontario Tuesday August 3, 2010 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 645 Form 13F Information Table Value Total (x$1000): 7589891 List of Other Included Managers: None 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 88579Y101 111477 1411280 SH SOLE 1411280 ABBOTT LABS COMMON 002824100 64875 1386800 SH SOLE 1386800 ABERCROMBIE & FITCH CO CLASS A 002896207 430 14000 SH SOLE 14000 ACE LTD COMMON H0023R105 137040 2662000 SH SOLE 2662000 ADOBE SYS INC COMMON 00724F101 2610 98767 SH SOLE 98767 ADVANCED MICRO DEVICES INC COMMON 007903107 681 92972 SH SOLE 92972 ADVANCED MICRO DEVICES INC COMMON 007903107 1405 192000 SH CALL SOLE 192000 AES CORP COMMON 00130H105 1010 109274 SH SOLE 109274 AETNA INC NEW COMMON 00817Y108 15055 570709 SH SOLE 570709 AFLAC INC COMMON 001055102 3953 92637 SH SOLE 92637 AGILENT TECHNOLOGIES INC COMMON 00846U101 1589 55900 SH SOLE 55900 AGNICO EAGLE MINES LTD COMMON 008474108 16368 269325 SH SOLE 269325 AGRIUM INC COMMON 008916108 14034 286800 SH SOLE 286800 AIR PRODS & CHEMS INC COMMON 009158106 2266 34961 SH SOLE 34961 AIRGAS INC COMMON 009363102 827 13300 SH SOLE 13300 AK STL HLDG CORP COMMON 001547108 211 17700 SH SOLE 17700 AKAMAI TECHNOLOGIES INC COMMON 00971T101 1116 27500 SH SOLE 27500 ALCOA INC COMMON 013817101 1694 168435 SH SOLE 168435 ALIMERA SCIENCES INC COMMON 016259103 1161 156100 SH SOLE 156100 ALLEGHENY ENERGY INC COMMON 017361106 565 27300 SH SOLE 27300 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 694 15700 SH SOLE 15700 ALLERGAN INC COMMON 018490102 2872 49300 SH SOLE 49300 ALLERGAN INC COMMON 018490102 2913 50000 SH CALL SOLE 50000 ALLSTATE CORP COMMON 020002101 3274 113969 SH SOLE 113969 ALPHA & OMEGA SEMICONDUCTOR COMMON G6331P104 276 20000 SH SOLE 20000 ALPHA NATURAL RESOURCES INC COMMON 02076X102 2195 64800 SH SOLE 64800 ALTERA CORP COMMON 021441100 2424 97700 SH SOLE 97700 ALTRIA GROUP INC COMMON 02209S103 6902 344399 SH SOLE 344399 AMAZON COM INC COMMON 023135106 12818 117312 SH SOLE 117312 AMEREN CORP COMMON 023608102 937 39427 SH SOLE 39427 AMERICAN ELEC PWR INC COMMON 025537101 3034 93940 SH SOLE 93940 AMERICAN EXPRESS CO COMMON 025816109 13970 351893 SH SOLE 351893 AMERICAN INTL GROUP INC COMMON NEW 026874784 759 22048 SH SOLE 22048 AMERICAN TOWER CORP CLASS A 029912201 2875 64600 SH SOLE 64600 AMERIPRISE FINL INC COMMON 03076C106 1522 42129 SH SOLE 42129 AMERISOURCEBERGEN CORP COMMON 03073E105 3204 100922 SH SOLE 100922 AMGEN INC COMMON 031162100 9787 186064 SH SOLE 186064 AMPHENOL CORP NEW CLASS A 032095101 1088 27700 SH SOLE 27700 ANADARKO PETE CORP COMMON 032511107 2951 81781 SH SOLE 81781 ANALOG DEVICES INC COMMON 032654105 1329 47700 SH SOLE 47700 AON CORP COMMON 037389103 2355 63453 SH SOLE 63453 APACHE CORP COMMON 037411105 4655 55296 SH SOLE 55296 APARTMENT INVT & MGMT CO CLASS A REIT 03748R101 362 18700 SH SOLE 18700 APOLLO GROUP INC CLASS A 037604105 1457 34300 SH SOLE 34300 APPLE INC COMMON 037833100 46232 183804 SH SOLE 183804 APPLIED MATLS INC COMMON 038222105 25452 2117473 SH SOLE 2117473 ARCH COAL INC COMMON 039380100 2134 107700 SH SOLE 107700 ARCHER DANIELS MIDLAND CO COMMON 039483102 2755 106715 SH SOLE 106715 ASSURANT INC COMMON 04621X108 645 18600 SH SOLE 18600 AT&T INC COMMON 00206R102 2541 105046 SH SOLE 105046 AURIZON MINES LTD COMMON 05155P106 76 15345 SH SOLE 15345 AUTODESK INC COMMON 052769106 894 36700 SH SOLE 36700 AUTOMATIC DATA PROCESSING IN COMMON 053015103 6232 154790 SH SOLE 154790 AUTONATION INC COMMON 05329W102 345 17712 SH SOLE 17712 AUTOZONE INC COMMON 053332102 927 4800 SH SOLE 4800 AVALONBAY CMNTYS INC REIT 053484101 1223 13100 SH SOLE 13100 AVERY DENNISON CORP COMMON 053611109 575 17900 SH SOLE 17900 AVON PRODS INC COMMON 054303102 14285 539048 SH SOLE 539048 BAKER HUGHES INC COMMON 057224107 2885 69402 SH SOLE 69402 BALL CORP COMMON 058498106 798 15100 SH SOLE 15100 BANK MONTREAL QUE COMMON 063671101 56733 1044125 SH SOLE 1044125 BANK NOVA SCOTIA HALIFAX COMMON 064149107 88061 1907800 SH SOLE 1907800 BANK OF AMERICA CORPORATION COMMON 060505104 40006 2783974 SH SOLE 2783974 BANK OF AMERICA CORPORATION COMMON 060505104 1437 100000 SH CALL SOLE 100000 BANK OF NEW YORK MELLON CORP COMMON 064058100 4898 198393 SH SOLE 198393 BARD C R INC COMMON 067383109 1186 15300 SH SOLE 15300 BARRICK GOLD CORP COMMON CAD 067901108 126806 2788700 SH SOLE 2788700 BARRICK GOLD CORP COMMON CAD 067901108 15680 324500 SH CALL SOLE 324500 BAXTER INTL INC COMMON 071813109 9991 245833 SH SOLE 245833 BAYTEX ENERGY TR TRUST UNIT 073176109 9339 312084 SH SOLE 312084 BB&T CORP COMMON 054937107 2987 113519 SH SOLE 113519 BCE INC COMMON 05534B760 36270 1240900 SH SOLE 1240900 BEAZER HOMES USA INC COMMON 07556Q105 399 110000 SH CALL SOLE 110000 BECTON DICKINSON & CO COMMON 075887109 4130 61083 SH SOLE 61083 BED BATH & BEYOND INC COMMON 075896100 2740 73895 SH SOLE 73895 BEMIS INC COMMON 081437105 470 17400 SH SOLE 17400 BERKSHIRE HATHAWAY INC DEL CLASS B 084670702 20586 258323 SH SOLE 258323 BEST BUY INC COMMON 086516101 2864 84587 SH SOLE 84587 BHP BILLITON LTD SP ADR(2 ORDS) 088606108 1860 30000 SH SOLE 30000 BIG LOTS INC COMMON 089302103 3474 108248 SH SOLE 108248 BIOGEN IDEC INC COMMON 09062X103 2045 43100 SH SOLE 43100 BIOVAIL CORP COMMON 09067J109 5425 281100 SH SOLE 281100 BLOCK H & R INC COMMON 093671105 1336 85131 SH SOLE 85131 BMC SOFTWARE INC COMMON 055921100 1011 29200 SH SOLE 29200 BOEING CO COMMON 097023105 9247 147366 SH SOLE 147366 BOSTON PROPERTIES INC COMMON 101121101 1591 22300 SH SOLE 22300 BOSTON SCIENTIFIC CORP COMMON 101137107 1438 247981 SH SOLE 247981 BP PLC ADR (6 ORDS) 055622104 2888 100000 SH PUT SOLE 100000 BRF-BRASIL FOODS S A ADR(1 ORD SHR) 10552T107 10926 823996 SH SOLE 823996 BRISTOL MYERS SQUIBB CO COMMON 110122108 7148 286601 SH SOLE 286601 BROADCOM CORP CLASS A 111320107 2800 84928 SH SOLE 84928 BROOKFIELD ASSET MGMT INC CLASS A LTD VTG 112585104 20884 922000 SH SOLE 922000 BROOKFIELD PPTYS CORP COMMON 112900105 519 36916 SH SOLE 36916 BROWN FORMAN CORP CLASS B 115637209 3027 52900 SH SOLE 52900 C H ROBINSON WORLDWIDE INC COMMON 12541W209 2455 44100 SH SOLE 44100 CA INC COMMON 12673P105 1165 63300 SH SOLE 63300 CABOT OIL & GAS CORP COMMON 127097103 517 16500 SH SOLE 16500 CAMECO CORP COMMON 13321L108 14648 687554 SH SOLE 687554 CAMERON INTERNATIONAL CORP COMMON 13342B105 1275 39200 SH SOLE 39200 CAMPBELL SOUP CO COMMON 134429109 1129 31516 SH SOLE 31516 CANADIAN NAT RES LTD COMMON 136385101 69121 2079000 SH SOLE 2079000 CANADIAN NATL RY CO COMMON 136375102 49392 860300 SH SOLE 860300 CANADIAN PAC RY LTD COMMON 13645T100 5676 105700 SH SOLE 105700 CAPITAL ONE FINL CORP COMMON 14040H105 78033 1936315 SH SOLE 1936315 CAPITAL ONE FINL CORP WTS NOV 14 18 14040H139 2292 150000 SH SOLE 150000 CARDINAL HEALTH INC COMMON 14149Y108 3113 92635 SH SOLE 92635 CAREFUSION CORP COMMON 14170T101 671 29567 SH SOLE 29567 CARMAX INC COMMON 143130102 710 35700 SH SOLE 35700 CARNIVAL CORP COMMON 143658300 78896 2609000 SH SOLE 2609000 CATERPILLAR INC DEL COMMON 149123101 582 9689 SH SOLE 9689 CB RICHARD ELLIS GROUP INC CLASS A 12497T101 589 43300 SH SOLE 43300 CBOE HLDGS INC COMMON 12503M108 977 30000 SH SOLE 30000 CDN IMPERIAL BK OF COMMERCE COMMON 136069101 44795 719700 SH SOLE 719700 CELESTICA INC SUB VTG 15101Q108 310 38300 SH SOLE 38300 CELGENE CORP COMMON 151020104 3745 73700 SH SOLE 73700 CENOVUS ENERGY INC COMMON 15135U109 35850 1390378 SH SOLE 1390378 CENTERPOINT ENERGY INC COMMON 15189T107 928 70499 SH SOLE 70499 CENTURYLINK INC COMMON 156700106 1648 49474 SH SOLE 49474 CEPHALON INC COMMON 156708109 681 12000 SH SOLE 12000 CERNER CORP COMMON 156782104 1528 20139 SH SOLE 20139 CF INDS HLDGS INC COMMON 125269100 711 11200 SH SOLE 11200 CHARLES RIV LABS INTL INC COMMON 159864107 97816 2859291 SH SOLE 2859291 CHESAPEAKE ENERGY CORP COMMON 165167107 24133 1151932 SH SOLE 1151932 CHEVRON CORP NEW COMMON 166764100 34675 510984 SH SOLE 510984 CHUBB CORP COMMON 171232101 2735 54687 SH SOLE 54687 CIGNA CORP COMMON 125509109 3430 110431 SH SOLE 110431 CINCINNATI FINL CORP COMMON 172062101 703 27162 SH SOLE 27162 CINTAS CORP COMMON 172908105 503 21000 SH SOLE 21000 CISCO SYS INC COMMON 17275R102 149568 7018674 SH SOLE 7018674 CITIGROUP INC COMMON 172967101 42185 11219474 SH SOLE 11219474 CITIGROUP INC COMMON 172967101 14776 3929800 SH CALL SOLE 3929800 CITRIX SYS INC COMMON 177376100 1246 29500 SH SOLE 29500 CLIFFS NATURAL RESOURCES INC COMMON 18683K101 1019 21600 SH SOLE 21600 CLOROX CO DEL COMMON 189054109 1392 22400 SH SOLE 22400 CME GROUP INC CLASS A 12572Q105 2984 10600 SH SOLE 10600 CMS ENERGY CORP COMMON 125896100 538 36700 SH SOLE 36700 COACH INC COMMON 189754104 3879 106142 SH SOLE 106142 COCA COLA CO COMMON 191216100 20603 411068 SH SOLE 411068 COCA COLA ENTERPRISES INC COMMON 191219104 1450 56085 SH SOLE 56085 CODEXIS INC COMMON 192005106 476 54394 SH SOLE 54394 COGNIZANT TECHNOLOGY SOLUTIO CLASS A 192446102 2393 47800 SH SOLE 47800 COLGATE PALMOLIVE CO COMMON 194162103 8558 108657 SH SOLE 108657 COMCAST CORP NEW CLASS A 20030N101 7980 459420 SH SOLE 459420 COMERICA INC COMMON 200340107 1064 28891 SH SOLE 28891 COMPUTER SCIENCES CORP COMMON 205363104 3770 83309 SH SOLE 83309 COMPUWARE CORP COMMON 205638109 291 36500 SH SOLE 36500 CONAGRA FOODS INC COMMON 205887102 1747 74902 SH SOLE 74902 CONCORD MED SVCS HLDGS LTD ADS 1 REPR 3 OR 206277105 2371 397900 SH SOLE 397900 CONOCOPHILLIPS COMMON 20825C104 13528 275580 SH SOLE 275580 CONSOL ENERGY INC COMMON 20854P109 2937 87000 SH SOLE 87000 CONSOLIDATED EDISON INC COMMON 209115104 2035 47208 SH SOLE 47208 CONSTELLATION BRANDS INC CLASS A 21036P108 481 30800 SH SOLE 30800 CONSTELLATION ENERGY GROUP I COMMON 210371100 1069 33143 SH SOLE 33143 CORNING INC COMMON 219350105 4034 249800 SH SOLE 249800 COSTCO WHSL CORP NEW COMMON 22160K105 3894 71011 SH SOLE 71011 COVENTRY HEALTH CARE INC COMMON 222862104 419 23700 SH SOLE 23700 COVIDIEN PLC SHARES G2554F105 4548 113189 SH SOLE 113189 CREE INC COMMON 225447101 1441 24000 SH CALL SOLE 24000 CSX CORP COMMON 126408103 6185 124624 SH SOLE 124624 CUMMINS INC COMMON 231021106 2104 32300 SH SOLE 32300 CVS CAREMARK CORPORATION COMMON 126650100 30627 1044564 SH SOLE 1044564 CYTOKINETICS INC COMMON 23282W100 593 250000 SH SOLE 250000 D R HORTON INC COMMON 23331A109 1068 108610 SH SOLE 108610 DANAHER CORP DEL COMMON 235851102 6873 185166 SH SOLE 185166 DARDEN RESTAURANTS INC COMMON 237194105 1345 34619 SH SOLE 34619 DAVITA INC COMMON 23918K108 1030 16500 SH SOLE 16500 DEAN FOODS CO NEW COMMON 242370104 302 30038 SH SOLE 30038 DEERE & CO COMMON 244199105 45608 819110 SH SOLE 819110 DELL INC COMMON 24702R101 112235 9306400 SH SOLE 9306400 DENBURY RES INC COMMON 247916208 928 63400 SH SOLE 63400 DENTSPLY INTL INC NEW COMMON 249030107 709 23700 SH SOLE 23700 DEUTSCHE BANK AG NPV(EU) REG D18190898 85805 1502902 SH SOLE 1502902 DEVON ENERGY CORP NEW COMMON 25179M103 4479 73524 SH SOLE 73524 DEVRY INC DEL COMMON 251893103 520 9900 SH SOLE 9900 DIAMOND OFFSHORE DRILLING IN COMMON 25271C102 690 11100 SH SOLE 11100 DIRECTV COMMON CLASS A 25490A101 31741 935751 SH SOLE 935751 DISCOVER FINL SVCS COMMON 254709108 12849 919068 SH SOLE 919068 DISCOVERY COMMUNICATNS NEW NEW COM SER A 25470F104 325 9089 SH SOLE 9089 DISCOVERY COMMUNICATNS NEW NEW COM SER C 25470F302 3588 116000 SH SOLE 116000 DISNEY WALT CO COMMON 254687106 84239 2674269 SH SOLE 2674269 DOMINION RES INC VA NEW COMMON 25746U109 45166 1165878 SH SOLE 1165878 DOMTAR CORP COMMON NEW 257559203 836 17000 SH SOLE 17000 DOVER CORP COMMON 260003108 1277 30550 SH SOLE 30550 DOW CHEM CO COMMON 260543103 4518 190474 SH SOLE 190474 DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 1473 39400 SH SOLE 39400 DTE ENERGY CO COMMON 233331107 1283 28119 SH SOLE 28119 DU PONT E I DE NEMOURS & CO COMMON 263534109 5168 149405 SH SOLE 149405 DUKE ENERGY CORP NEW COMMON 26441C105 3570 223153 SH SOLE 223153 DUKE REALTY CORP COMMON 264411505 227 20000 SH SOLE 20000 DUN & BRADSTREET CORP DEL NE COMMON 26483E100 550 8200 SH SOLE 8200 DYNAVOX INC COMMON 26817F104 320 20000 SH SOLE 20000 E M C CORP MASS COMMON 268648102 10080 550805 SH SOLE 550805 E TRADE FINANCIAL CORP COMMON STOCK 269246401 376 31770 SH SOLE 31770 EASTMAN CHEM CO COMMON 277432100 624 11700 SH SOLE 11700 EASTMAN KODAK CO COMMON 277461109 199 45786 SH SOLE 45786 EASTMAN KODAK CO COMMON 277461109 621 143000 SH CALL SOLE 143000 EATON CORP COMMON 278058102 1783 27241 SH SOLE 27241 EBAY INC COMMON 278642103 4709 240146 SH SOLE 240146 ECOLAB INC COMMON 278865100 2439 54300 SH SOLE 54300 EDISON INTL COMMON 281020107 1726 54422 SH SOLE 54422 EDUCATION MGMT CORP NEW COMMON NEW 28140M103 75504 4951080 SH SOLE 4951080 EL PASO CORP COMMON 28336L109 1299 116913 SH SOLE 116913 ELDORADO GOLD CORP NEW COMMON 284902103 18040 1004700 SH SOLE 1004700 ELECTRONIC ARTS INC COMMON 285512109 753 52300 SH SOLE 52300 EMERSON ELEC CO COMMON 291011104 2062 47191 SH SOLE 47191 ENBRIDGE INC COMMON 29250N105 32546 697551 SH SOLE 697551 ENCANA CORP COMMON 292505104 42308 1394500 SH SOLE 1394500 ENERPLUS RES FD TRUST UNIT SER 29274D604 16657 773300 SH SOLE 773300 ENTERGY CORP NEW COMMON 29364G103 2246 31354 SH SOLE 31354 EOG RES INC COMMON 26875P101 4037 41039 SH SOLE 41039 EQT CORP COMMON 26884L109 831 23000 SH SOLE 23000 EQUIFAX INC COMMON 294429105 570 20300 SH SOLE 20300 EQUITY RESIDENTIAL SH BEN INT USD0 29476L107 1882 45200 SH SOLE 45200 EV3 INC COMMON 26928A200 1227 54742 SH SOLE 54742 EXELON CORP COMMON 30161N101 4126 108662 SH SOLE 108662 EXPEDIA INC DEL COMMON 30212P105 669 35634 SH SOLE 35634 EXPEDITORS INTL WASH INC COMMON 302130109 2336 67700 SH SOLE 67700 EXPRESS SCRIPTS INC COMMON 302182100 7169 152476 SH SOLE 152476 EXXON MOBIL CORP COMMON 30231G102 88614 1552729 SH SOLE 1552729 F M C CORP COMMON 302491303 672 11700 SH SOLE 11700 FAMILY DLR STORES INC COMMON 307000109 1775 47100 SH SOLE 47100 FASTENAL CO COMMON 311900104 1054 21000 SH SOLE 21000 FEDERATED INVS INC PA CLASS B 314211103 294 14200 SH SOLE 14200 FEDEX CORP COMMON 31428X106 2187 31199 SH SOLE 31199 FIDELITY NATL INFORMATION SV COMMON 31620M106 1431 53348 SH SOLE 53348 FIFTH THIRD BANCORP COMMON 316773100 1602 130320 SH SOLE 130320 FIRST HORIZON NATL CORP COMMON 320517105 429 37482 SH SOLE 37482 FIRST SOLAR INC COMMON 336433107 876 7700 SH SOLE 7700 FIRSTENERGY CORP COMMON 337932107 1790 50799 SH SOLE 50799 FISERV INC COMMON 337738108 1119 24500 SH SOLE 24500 FLAGSTONE REINSURANCE HOLDIN SHARES L3466T104 35341 3266277 SH SOLE 3266277 FLIR SYS INC COMMON 302445101 716 24600 SH SOLE 24600 FLOWSERVE CORP COMMON 34354P105 755 8900 SH SOLE 8900 FLUOR CORP NEW COMMON 343412102 2677 63000 SH SOLE 63000 FMC TECHNOLOGIES INC COMMON 30249U101 1027 19500 SH SOLE 19500 FOCUS MEDIA HLDG LTD ADR(10 ORD SHRS 34415V109 978 63000 SH CALL SOLE 63000 FORD MTR CO DEL COMMON 345370860 5650 560532 SH SOLE 560532 FORD MTR CO DEL COMMON 345370900 1290 128000 SH CALL SOLE 128000 FOREST LABS INC COMMON 345838106 3006 109600 SH SOLE 109600 FOREST OIL CORP COMMON 346091705 5910 216000 SH SOLE 216000 FORTUNE BRANDS INC COMMON 349631101 979 24990 SH SOLE 24990 FRANKLIN RES INC COMMON 354613101 2084 24176 SH SOLE 24176 FREEPORT-MCMORAN COPPER & GO COMMON 35671D857 2994 50630 SH SOLE 50630 FRONTIER COMMUNICATIONS CORP COMMON 35906A108 356 50100 SH SOLE 50100 GAMESTOP CORP NEW CLASS A 36467W109 460 24500 SH SOLE 24500 GANNETT INC COMMON 364730101 529 39304 SH SOLE 39304 GAP INC DEL COMMON 364760108 3883 199525 SH SOLE 199525 GENERAL DYNAMICS CORP COMMON 369550108 10917 186417 SH SOLE 186417 GENERAL ELECTRIC CO COMMON 369604103 25213 1748491 SH SOLE 1748491 GENERAL MLS INC COMMON 370334104 5241 147560 SH SOLE 147560 GENUINE PARTS CO COMMON 372460105 2514 63718 SH SOLE 63718 GENWORTH FINL INC COMMON CLASS A 37247D106 1063 81359 SH SOLE 81359 GENZYME CORP COMMON 372917104 1401 27600 SH SOLE 27600 GERDAU AMERISTEEL CORP COMMON 37373P105 111 10228 SH SOLE 10228 GILDAN ACTIVEWEAR INC COMMON 375916103 5596 194453 SH SOLE 194453 GILEAD SCIENCES INC COMMON 375558103 4895 142800 SH SOLE 142800 GLOBAL GEOPHYSICAL SVCS INC COMMON 37946S107 826 118500 SH SOLE 118500 GOLDCORP INC NEW COMMON 380956409 221508 5050107 SH SOLE 5050107 GOLDMAN SACHS GROUP INC COMMON 38141G104 11877 90474 SH SOLE 90474 GOODRICH CORP COMMON 382388106 1325 20000 SH SOLE 20000 GOODYEAR TIRE & RUBR CO COMMON 382550101 4274 429935 SH SOLE 429935 GOOGLE INC CLASS A 38259P508 25486 57279 SH DEFINED 57279 GRAINGER W W INC COMMON 384802104 2580 25939 SH SOLE 25939 GREEN MTN COFFEE ROASTERS IN COMMON 393122106 1131 44000 SH CALL SOLE 44000 GROUPE CGI INC CLASS A SUB VTG 39945C109 988 66313 SH SOLE 66313 HALLIBURTON CO COMMON 406216101 3644 148447 SH SOLE 148447 HARLEY DAVIDSON INC COMMON 412822108 845 38034 SH SOLE 38034 HARMAN INTL INDS INC COMMON 413086109 1010 33800 SH SOLE 33800 HARRIS CORP DEL COMMON 413875105 875 21000 SH SOLE 21000 HARRY WINSTON DIAMOND CORP COMMON 41587B100 137 11133 SH SOLE 11133 HARTFORD FINL SVCS GROUP INC COMMON 416515104 1613 72870 SH SOLE 72870 HASBRO INC COMMON 418056107 859 20900 SH SOLE 20900 HCP INC COMMON 40414L109 1519 47100 SH SOLE 47100 HEALTH CARE REIT INC REIT 42217K106 834 19800 SH SOLE 19800 HEINZ H J CO COMMON 423074103 2251 52076 SH SOLE 52076 HELMERICH & PAYNE INC COMMON 423452101 621 17000 SH SOLE 17000 HERSHEY CO COMMON 427866108 3586 74826 SH SOLE 74826 HERSHEY CO COMMON 427866108 2397 50000 SH CALL SOLE 50000 HESS CORP COMMON 42809H107 2481 49293 SH SOLE 49293 HEWLETT PACKARD CO COMMON 428236103 71622 1654855 SH SOLE 1654855 HOME DEPOT INC COMMON 437076102 8350 297484 SH SOLE 297484 HONEYWELL INTL INC COMMON 438516106 11100 284393 SH SOLE 284393 HORMEL FOODS CORP COMMON 440452100 449 11100 SH SOLE 11100 HOSPIRA INC COMMON 441060100 1511 26300 SH SOLE 26300 HOST HOTELS & RESORTS INC REIT 44107P104 1425 105700 SH SOLE 105700 HOVNANIAN ENTERPRISES INC CLASS A 442487203 615 167000 SH CALL SOLE 167000 HUDSON CITY BANCORP COMMON 443683107 929 75900 SH SOLE 75900 HUMANA INC COMMON 444859102 2761 60453 SH SOLE 60453 HUNTINGTON BANCSHARES INC COMMON 446150104 636 114800 SH SOLE 114800 IAMGOLD CORP COMMON 450913108 11612 657400 SH SOLE 657400 ILLINOIS TOOL WKS INC COMMON 452308109 71722 1737447 SH SOLE 1737447 IMPERIAL OIL LTD COMMON 453038408 17075 467886 SH SOLE 467886 INGERSOLL-RAND PLC CLASS A G47791101 3512 101819 SH SOLE 101819 INTEGRYS ENERGY GROUP INC COMMON 45822P105 534 12200 SH SOLE 12200 INTEL CORP COMMON 458140100 49393 2539473 SH SOLE 2539473 INTERACTIVE DATA CORP COMMON 45840J107 4173 125000 SH SOLE 125000 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 1334 11800 SH SOLE 11800 INTERNATIONAL BUSINESS MACHS COMMON 459200101 79800 646256 SH SOLE 646256 INTERNATIONAL FLAVORS&FRAGRA COMMON 459506101 539 12700 SH SOLE 12700 INTERNATIONAL GAME TECHNOLOG COMMON 459902102 747 47600 SH SOLE 47600 INTERPUBLIC GROUP COS INC COMMON 460690100 556 78000 SH SOLE 78000 INTL PAPER CO COMMON 460146103 1651 72938 SH SOLE 72938 INTUIT COMMON 461202103 1749 50300 SH SOLE 50300 INTUITIVE SURGICAL INC COMMON 46120E602 8848 28033 SH SOLE 28033 INVESCO LTD COMMON G491BT108 1262 75000 SH SOLE 75000 IRON MTN INC COMMON 462846106 651 29000 SH SOLE 29000 ISHARES TR INDEX MSCI EMERG MKT 464287234 74640 2000000 SH PUT SOLE 2000000 ISHARES TR INDEX S&P SMLCAP 600 464287804 4061 75000 SH SOLE 75000 ITAU UNIBANCO HLDG SA SA SPON ADR REP 465562106 5493 305000 SH SOLE 305000 ITT CORP NEW COMMON 450911102 2437 54258 SH SOLE 54258 JABIL CIRCUIT INC COMMON 466313103 412 31000 SH SOLE 31000 JACOBS ENGR GROUP INC DEL COMMON 469814107 2179 59800 SH SOLE 59800 JANUS CAP GROUP INC COMMON 47102X105 261 29400 SH SOLE 29400 JDS UNIPHASE CORP COMMON 46612J507 353 35900 SH SOLE 35900 JOHNSON & JOHNSON COMMON 478160104 86447 1463721 SH SOLE 1463721 JOHNSON CTLS INC COMMON 478366107 21304 792858 SH SOLE 792858 JPMORGAN CHASE & CO COMMON 46625H100 204347 5581736 SH SOLE 5581736 JPMORGAN CHASE & CO WTS OCT 28 18 46634E114 662 52400 SH SOLE 52400 JUNIPER NETWORKS INC COMMON 48203R104 3043 133333 SH SOLE 133333 KELLOGG CO COMMON 487836108 3452 68636 SH SOLE 68636 KEYCORP NEW COMMON 493267108 1100 143047 SH SOLE 143047 KIMBERLY CLARK CORP COMMON 494368103 6498 107167 SH SOLE 107167 KIMCO REALTY CORP COMMON 49446R109 872 64900 SH SOLE 64900 KING PHARMACEUTICALS INC COMMON 495582108 304 40000 SH SOLE 40000 KINROSS GOLD CORP COMMON 496902404 20903 1220482 SH SOLE 1220482 KLA-TENCOR CORP COMMON 482480100 767 27500 SH SOLE 27500 KOHLS CORP COMMON 500255104 14352 302147 SH SOLE 302147 KRAFT FOODS INC CLASS A 50075N104 8310 296785 SH SOLE 296785 KRATON PERFORMANCE POLYMERS COMMON 50077C106 1700 90500 SH SOLE 90500 KROGER CO COMMON 501044101 34567 1755542 SH SOLE 1755542 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 2536 35800 SH SOLE 35800 LABORATORY CORP AMER HLDGS COMMON 50540R409 1273 16900 SH SOLE 16900 LAUDER ESTEE COS INC CLASS A 518439104 3753 67340 SH SOLE 67340 LEGG MASON INC COMMON 524901105 732 26100 SH SOLE 26100 LEGGETT & PLATT INC COMMON 524660107 477 23800 SH SOLE 23800 LENNAR CORP CLASS A 526057104 376 27024 SH SOLE 27024 LEUCADIA NATL CORP COMMON 527288104 595 30500 SH SOLE 30500 LEXMARK INTL NEW CLASS A 529771107 43074 1304100 SH SOLE 1304100 LIFE TECHNOLOGIES CORP COMMON 53217V109 2059 43580 SH SOLE 43580 LILLY ELI & CO COMMON 532457108 7332 218867 SH SOLE 218867 LIMITED BRANDS INC COMMON 532716107 988 44763 SH SOLE 44763 LINCOLN NATL CORP IND COMMON 534187109 1203 49544 SH SOLE 49544 LINEAR TECHNOLOGY CORP COMMON 535678106 996 35800 SH SOLE 35800 LOCKHEED MARTIN CORP COMMON 539830109 83674 1123147 SH SOLE 1123147 LOEWS CORP COMMON 540424108 1978 59372 SH SOLE 59372 LORILLARD INC COM STK USD 0.0 544147101 1785 24800 SH SOLE 24800 LOUISIANA PAC CORP COMMON 546347105 1739 260000 SH CALL SOLE 260000 LOWES COS INC COMMON 548661107 14364 703407 SH SOLE 703407 LSI CORPORATION COMMON 502161102 2211 480619 SH SOLE 480619 M & T BK CORP COMMON 55261F104 1945 22901 SH SOLE 22901 MACYS INC COMMON 55616P104 1263 70545 SH SOLE 70545 MADISON SQUARE GARDEN INC CL A 55826P100 285 14478 SH SOLE 14478 MANULIFE FINL CORP COMMON 56501R106 48371 3326934 SH SOLE 3326934 MARATHON OIL CORP COMMON 565849106 3660 117730 SH SOLE 117730 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 5196 100000 SH SOLE 100000 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 14586 520000 SH SOLE 520000 MARRIOTT INTL INC NEW CLASS A 571903202 3367 112450 SH SOLE 112450 MARSH & MCLENNAN COS INC COMMON 571748102 2031 90058 SH SOLE 90058 MARSHALL & ILSLEY CORP NEW COMMON 571837103 613 85396 SH SOLE 85396 MASCO CORP COMMON 574599106 641 59559 SH SOLE 59559 MASSEY ENERGY CORP COMMON 576206106 2637 96400 SH SOLE 96400 MASTERCARD INC COMMON CLASS A 57636Q104 3475 17414 SH SOLE 17414 MCAFEE INC COMMON 579064106 780 25400 SH SOLE 25400 MCCORMICK & CO INC COMMON NON VTG 579780206 805 21200 SH SOLE 21200 MCDONALDS CORP COMMON 580135101 12438 188830 SH SOLE 188830 MCGRAW HILL COS INC COMMON 580645109 136172 4839095 SH SOLE 4839095 MCKESSON CORP COMMON 58155Q103 3083 45904 SH SOLE 45904 MEAD JOHNSON NUTRITION CO COMMON 582839106 1639 32700 SH SOLE 32700 MEADWESTVACO CORP COMMON 583334107 645 29041 SH SOLE 29041 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 4290 77894 SH SOLE 77894 MEDTRONIC INC COMMON 585055106 7667 211386 SH SOLE 211386 MELCO CROWN ENTMT LTD ADR(3 ORD SHRS) 585464100 28050 7500000 SH SOLE 7500000 MEMC ELECTR MATLS INC COMMON 552715104 361 36500 SH SOLE 36500 MERCK & CO INC NEW COMMON 58933Y105 19453 556263 SH SOLE 556263 METHANEX CORP COMMON 59151K108 1125 57063 SH SOLE 57063 METLIFE INC COMMON 59156R108 5912 156581 SH SOLE 156581 METROPCS COMMUNICATIONS INC COMMON 591708102 342 41800 SH SOLE 41800 MGIC INVT CORP WIS COMMON 552848103 985 143000 SH CALL SOLE 143000 MGM MIRAGE COMMON 552953101 656 68000 SH CALL SOLE 68000 MICROCHIP TECHNOLOGY INC COMMON 595017104 821 29600 SH SOLE 29600 MICROSOFT CORP COMMON 594918104 92527 4021181 SH SOLE 4021181 MILLIPORE CORP COMMON 601073109 949 8900 SH SOLE 8900 MITEL NETWORKS CORP COMMON 60671Q104 439 48984 SH SOLE 48984 MOLEX INC COMMON 608554101 396 21700 SH SOLE 21700 MOLSON COORS BREWING CO CLASS B 60871R209 1116 26354 SH SOLE 26354 MONSANTO CO NEW COMMON 61166W101 11486 248510 SH SOLE 248510 MOODYS CORP COMMON 615369105 229 11500 SH SOLE 11500 MORGAN STANLEY COMMON 617446448 5290 227937 SH SOLE 227937 MORGAN STANLEY COMMON 617446448 5953 256500 SH CALL SOLE 256500 MOSAIC CO COMMON 61945A107 6237 160000 SH SOLE 160000 MOTOROLA INC COMMON 620076109 2486 381280 SH SOLE 381280 MURPHY OIL CORP COMMON 626717102 1568 31651 SH SOLE 31651 MYLAN INC COMMON 628530107 837 49100 SH SOLE 49100 NABORS INDUSTRIES LTD COMMON G6359F103 825 46850 SH SOLE 46850 NASDAQ OMX GROUP INC COMMON 631103108 421 23700 SH SOLE 23700 NATIONAL OILWELL VARCO INC COMMON 637071101 2216 67000 SH SOLE 67000 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 514 38200 SH SOLE 38200 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1683 125000 SH CALL SOLE 125000 NETAPP INC COMMON 64110D104 3718 99640 SH SOLE 99640 NETFLIX INC COMMON 64110L106 1630 15000 SH CALL SOLE 15000 NETFLIX INC COMMON 64110L106 1749 16093 SH DEFINED 16093 NETLOGIC MICROSYSTEMS INC COMMON 64118B100 1847 67899 SH DEFINED 67899 NEW GOLD INC CDA COMMON 644535106 139 22364 SH SOLE 22364 NEW YORK TIMES CO CLASS A 650111107 162 18700 SH SOLE 18700 NEWELL RUBBERMAID INC COMMON 651229106 672 45868 SH SOLE 45868 NEWMONT MINING CORP COMMON 651639106 4933 79893 SH SOLE 79893 NEWS CORP CLASS A 65248E104 20983 1754430 SH SOLE 1754430 NEXEN INC COMMON 65334H102 17857 906200 SH SOLE 906200 NEXTERA ENERGY INC COMMON STOCK 65339F101 12355 253388 SH SOLE 253388 NICOR INC COMMON 654086107 292 7200 SH SOLE 7200 NIKE INC CLASS B 654106103 5381 79660 SH SOLE 79660 NISOURCE INC COMMON 65473P105 680 46924 SH SOLE 46924 NOBLE ENERGY INC COMMON 655044105 1689 28000 SH SOLE 28000 NORANDA ALUM HLDG CORP COMMON 65542W107 161 25000 SH SOLE 25000 NORDSTROM INC COMMON 655664100 853 26500 SH SOLE 26500 NORFOLK SOUTHERN CORP COMMON 655844108 113080 2131570 SH SOLE 2131570 NORTHEAST UTILS COMMON 664397106 753 29543 SH SOLE 29543 NORTHERN TR CORP COMMON 665859104 2510 53739 SH SOLE 53739 NORTHROP GRUMMAN CORP COMMON 666807102 6287 115494 SH SOLE 115494 NOVELL INC COMMON 670006105 317 55800 SH SOLE 55800 NOVELLUS SYS INC COMMON 670008101 391 15400 SH SOLE 15400 NRG ENERGY INC COMMON NEW 629377508 20690 975488 SH SOLE 975488 NUCOR CORP COMMON 670346105 1976 51611 SH SOLE 51611 NVIDIA CORP COMMON 67066G104 937 91800 SH SOLE 91800 NYSE EURONEXT COMMON 629491101 1155 41800 SH SOLE 41800 O REILLY AUTOMOTIVE INC COMMON 686091109 1801 37860 SH SOLE 37860 OCCIDENTAL PETE CORP DEL COMMON 674599105 8256 107017 SH SOLE 107017 OFFICE DEPOT INC COMMON 676220106 183 45295 SH SOLE 45295 OMNICOM GROUP INC COMMON 681919106 3173 92498 SH SOLE 92498 ONEOK INC NEW COMMON 682680103 2123 49078 SH SOLE 49078 ORACLE CORP COMMON 68389X105 16798 782763 SH SOLE 782763 OWENS ILL INC COMMON 690768403 714 27000 SH SOLE 27000 PACCAR INC COMMON 693718108 2378 59654 SH SOLE 59654 PACTIV CORP COMMON 695257105 1317 47296 SH SOLE 47296 PALL CORP COMMON 696429307 1976 57490 SH SOLE 57490 PARKER HANNIFIN CORP COMMON 701094104 1473 26557 SH SOLE 26557 PATRIOT COAL CORP COMMON 70336T104 2231 189900 SH SOLE 189900 PATRIOT COAL CORP COMMON 70336T104 893 76000 SH CALL SOLE 76000 PATTERSON COMPANIES INC COMMON 703395103 425 14900 SH SOLE 14900 PAYCHEX INC COMMON 704326107 1337 51500 SH SOLE 51500 PEABODY ENERGY CORP COMMON 704549104 4128 105500 SH SOLE 105500 PENGROWTH ENERGY TR TRUST UNIT 706902509 6483 708030 SH SOLE 708030 PENN WEST ENERGY TR TRUST UNIT 707885109 15218 796600 SH SOLE 796600 PENNEY J C INC COMMON 708160106 10274 478287 SH SOLE 478287 PEOPLES UNITED FINANCIAL INC COMMON 712704105 805 59600 SH SOLE 59600 PEPCO HOLDINGS INC COMMON 713291102 585 37330 SH SOLE 37330 PEPSICO INC COMMON 713448108 23205 380717 SH SOLE 380717 PERKINELMER INC COMMON 714046109 389 18800 SH SOLE 18800 PFIZER INC COMMON 717081103 112036 7856659 SH SOLE 7856659 PG&E CORP COMMON 69331C108 2556 62192 SH SOLE 62192 PHARMATHENE INC COMMON 71714G102 1228 767568 SH DEFINED 767568 PHASE FORWARD INC COMMON 71721R406 1736 104080 SH SOLE 104080 PHILIP MORRIS INTL INC COMMON 718172109 13960 304545 SH SOLE 304545 PINNACLE WEST CAP CORP COMMON 723484101 653 17946 SH SOLE 17946 PIONEER NAT RES CO COMMON 723787107 1106 18600 SH SOLE 18600 PITNEY BOWES INC COMMON 724479100 751 34189 SH SOLE 34189 PLUM CREEK TIMBER CO INC COMMON 729251108 898 26000 SH SOLE 26000 PMI GROUP INC COMMON 69344M101 434 150000 SH CALL SOLE 150000 PNC FINL SVCS GROUP INC COMMON 693475105 46667 825959 SH SOLE 825959 PNC FINL SVCS GROUP INC WTS DEC 31 18 693475121 4404 380000 SH SOLE 380000 POLO RALPH LAUREN CORP CLASS A 731572103 766 10500 SH SOLE 10500 POTASH CORP SASK INC COMMON 73755L107 47128 546200 SH SOLE 546200 PPG INDS INC COMMON 693506107 1662 27519 SH SOLE 27519 PPL CORP COMMON 69351T106 1064 42636 SH SOLE 42636 PRAXAIR INC COMMON 74005P104 12263 161383 SH SOLE 161383 PRECISION CASTPARTS CORP COMMON 740189105 4910 47703 SH SOLE 47703 PRICE T ROWE GROUP INC COMMON 74144T108 1847 41600 SH SOLE 41600 PRICELINE COM INC COMMON 741503403 1306 7400 SH SOLE 7400 PRINCIPAL FINL GROUP INC COMMON 74251V102 1225 52268 SH SOLE 52268 PROCTER & GAMBLE CO COMMON 742718109 30049 500988 SH SOLE 500988 PROGEN PHARMACEUTICALS LIMIT ORD Q7759R100 20 59046 SH SOLE 59046 PROGRESS ENERGY INC COMMON 743263105 1875 47818 SH SOLE 47818 PROGRESSIVE CORP OHIO COMMON 743315103 2942 157161 SH SOLE 157161 PROLOGIS COM SH BEN INT 743410102 770 76000 SH SOLE 76000 PRUDENTIAL FINL INC COMMON 744320102 4101 76418 SH SOLE 76418 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 2650 81000 SH SOLE 81000 PUBLIC STORAGE REIT 74460D109 1908 21700 SH SOLE 21700 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 2633 84026 SH SOLE 84026 PULTE GROUP INC COMMON 745867101 27197 3284628 SH SOLE 3284628 QLOGIC CORP COMMON 747277101 1528 91958 SH SOLE 91958 QUALCOMM INC COMMON 747525103 19029 579450 SH SOLE 579450 QUANTA SVCS INC COMMON 74762E102 694 33600 SH SOLE 33600 QUEST DIAGNOSTICS INC COMMON 74834L100 1199 24100 SH SOLE 24100 QUESTAR CORP COMMON 748356102 1274 28000 SH SOLE 28000 QWEST COMMUNICATIONS INTL IN COMMON 749121109 1258 239600 SH SOLE 239600 RADIOSHACK CORP COMMON 750438103 390 20000 SH SOLE 20000 RANGE RES CORP COMMON 75281A109 1024 25500 SH SOLE 25500 RAYTHEON CO COMMON 755111507 4126 85273 SH SOLE 85273 RED HAT INC COMMON 756577102 1873 64735 SH SOLE 64735 REGIONS FINANCIAL CORP NEW COMMON 7591EP100 1273 193500 SH SOLE 193500 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 12402 220400 SH SOLE 220400 REPUBLIC SVCS INC COMMON 760759100 19574 658403 SH SOLE 658403 RESEARCH IN MOTION LTD COMMON 760975102 54997 1116817 SH SOLE 1116817 REYNOLDS AMERICAN INC COMMON 761713106 1455 27907 SH SOLE 27907 ROBERT HALF INTL INC COMMON 770323103 560 23800 SH SOLE 23800 ROCKWELL AUTOMATION INC COMMON 773903109 1124 22900 SH SOLE 22900 ROCKWELL COLLINS INC COMMON 774341101 7714 145200 SH SOLE 145200 ROGERS COMMUNICATIONS INC CLASS B NON VTG 775109200 29119 889700 SH SOLE 889700 ROPER INDS INC NEW COMMON 776696106 2265 40473 SH SOLE 40473 ROSS STORES INC COMMON 778296103 1972 37000 SH SOLE 37000 ROWAN COS INC COMMON 779382100 402 18300 SH SOLE 18300 ROWAN COS INC COMMON 779382100 1316 60000 SH CALL SOLE 60000 ROYAL BK CDA MONTREAL QUE COMMON 780087102 187595 3931900 SH SOLE 3931900 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 865 38000 SH CALL SOLE 38000 ROYAL DUTCH SHELL PLC ADR(2 ORD CL A) 780259206 83044 1653595 SH SOLE 1653595 ROYAL DUTCH SHELL PLC ADR(2 ORD CL B) 780259107 2414 50000 SH SOLE 50000 RYDER SYS INC COMMON 783549108 346 8600 SH SOLE 8600 SAFEWAY INC COMMON 786514208 100594 5116689 SH SOLE 5116689 SAIC INC COMMON 78390X101 787 47000 SH SOLE 47000 SALESFORCE COM INC COMMON 79466L302 2142 24965 SH SOLE 24965 SANDISK CORP COMMON 80004C101 1540 36600 SH SOLE 36600 SAP AG SPNS ADR(1 ORD 803054204 29694 670300 SH SOLE 670300 SARA LEE CORP COMMON 803111103 8148 577856 SH SOLE 577856 SCANA CORP NEW COMMON 80589M102 672 18778 SH SOLE 18778 SCHLUMBERGER LTD COMMON 806857108 10565 190906 SH SOLE 190906 SCHWAB CHARLES CORP NEW COMMON 808513105 2249 158633 SH SOLE 158633 SCRIPPS NETWORKS INTERACT IN COMMON 811065101 1029 25509 SH SOLE 25509 SEALED AIR CORP NEW COMMON 81211K100 503 25500 SH SOLE 25500 SEARS HLDGS CORP COMMON 812350106 551 8519 SH SOLE 8519 SEARS HLDGS CORP COMMON 812350906 1293 20000 SH CALL SOLE 20000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2072 150000 SH SOLE 150000 SEMPRA ENERGY COMMON 816851109 1910 40830 SH SOLE 40830 SHAW COMMUNICATIONS INC CLASS B NON VTG 82028K200 12146 673300 SH SOLE 673300 SHERWIN WILLIAMS CO COMMON 824348106 1674 24200 SH SOLE 24200 SIGMA ALDRICH CORP COMMON 826552101 1694 34000 SH SOLE 34000 SILICON LABORATORIES INC COMMON 826919102 3042 75000 SH CALL SOLE 75000 SIMON PPTY GROUP INC NEW REIT 828806109 3755 46500 SH SOLE 46500 SLM CORP VOTING COMMON 78442P106 822 79072 SH SOLE 79072 SMITH INTL INC COMMON 832110100 1498 39800 SH SOLE 39800 SMUCKER J M CO COMMON 832696405 1144 19000 SH SOLE 19000 SNAP ON INC COMMON 833034101 376 9200 SH SOLE 9200 SOUTHERN CO COMMON 842587107 6468 194341 SH SOLE 194341 SOUTHWEST AIRLS CO COMMON 844741108 2346 211136 SH SOLE 211136 SOUTHWESTERN ENERGY CO COMMON 845467109 2145 55500 SH SOLE 55500 SPECTRA ENERGY CORP COMMON 847560109 2738 136437 SH SOLE 136437 SPRINT NEXTEL CORP SER 1 COMMON 852061100 2102 495801 SH SOLE 495801 ST JUDE MED INC COMMON 790849103 1880 52100 SH SOLE 52100 STANLEY BLACK & DECKER INC COMMON 854502101 1273 25200 SH SOLE 25200 STANLEY INC COMMON 854532108 1914 51200 SH SOLE 51200 STAPLES INC COMMON 855030102 18812 987508 SH SOLE 987508 STARBUCKS CORP COMMON 855244109 2921 120195 SH SOLE 120195 STARWOOD HOTELS&RESORTS WRLD COMMON 85590A401 35296 851936 SH SOLE 851936 STERICYCLE INC COMMON 858912108 892 13600 SH SOLE 13600 STMICROELECTRONICS N V ADR (1 ORD SHAR 861012102 4770 603000 SH SOLE 603000 STRYKER CORP COMMON 863667101 3955 79000 SH SOLE 79000 SUN LIFE FINL INC COMMON 866796105 28248 1073600 SH SOLE 1073600 SUNCOR ENERGY INC NEW COMMON 867224107 82546 2799790 SH SOLE 2799790 SUNOCO INC COMMON 86764P109 694 19960 SH SOLE 19960 SUNPOWER CORP CLASS A 867652109 1041 86000 SH CALL SOLE 86000 SUNTRUST BKS INC COMMON 867914103 50090 2149785 SH SOLE 2149785 SUNTRUST BKS INC COMMON 867914103 1724 74000 SH CALL SOLE 74000 SUPERVALU INC COMMON 868536103 390 36016 SH SOLE 36016 SYMANTEC CORP COMMON 871503108 1832 131961 SH SOLE 131961 SYSCO CORP COMMON 871829107 5087 178068 SH SOLE 178068 TAIWAN SEMICONDUCTOR MFG LTD SP ADR(5 ORD) 874039100 5158 528501 SH SOLE 528501 TALISMAN ENERGY INC COMMON 87425E103 105896 6989489 SH SOLE 6989489 TARGET CORP COMMON 87612E106 18255 371272 SH SOLE 371272 TASEKO MINES LTD COMMON 876511106 633 148769 SH SOLE 148769 TECK RESOURCES LTD CLASS B SUB VTG 878742204 25678 866800 SH SOLE 866800 TECO ENERGY INC COMMON 872375100 517 34300 SH SOLE 34300 TELE NORTE LESTE PART S A ADR(1 PRF SHR) 879246106 7166 479000 SH SOLE 479000 TELEFONOS DE MEXICO S A B SP ADR (20 SER 879403780 4776 338513 SH SOLE 338513 TELLABS INC COMMON 879664100 933 146017 SH SOLE 146017 TELUS CORP NON VTG 87971M202 3223 88900 SH SOLE 88900 TENET HEALTHCARE CORP COMMON 88033G100 322 74208 SH SOLE 74208 TERADATA CORP DEL COMMON 88076W103 1609 52790 SH SOLE 52790 TERADYNE INC COMMON 880770102 277 28400 SH SOLE 28400 TESORO CORP COMMON 881609101 263 22500 SH SOLE 22500 TEVA PHARMACEUTICAL INDS LTD ADR (1 ORD) 881624209 48652 935793 SH SOLE 935793 TEXAS INSTRS INC COMMON 882508104 5372 230743 SH SOLE 230743 TEXTRON INC COMMON 883203101 760 44804 SH SOLE 44804 THERMO FISHER SCIENTIFIC INC COMMON 883556102 30120 614073 SH SOLE 614073 THOMSON REUTERS CORP COMMON 884903105 24205 675100 SH SOLE 675100 TIFFANY & CO NEW COMMON 886547108 758 20000 SH SOLE 20000 TIM HORTONS INC COMMON 88706M103 9945 310100 SH SOLE 310100 TIME WARNER CABLE INC COMMON NEW 88732J207 4135 79397 SH SOLE 79397 TIME WARNER INC COM NEW 887317303 9159 316813 SH SOLE 316813 TITANIUM METALS CORP COMMON 888339207 239 13600 SH SOLE 13600 TJX COS INC NEW COMMON 872540109 3682 87765 SH SOLE 87765 TORCHMARK CORP COMMON 891027104 658 13300 SH SOLE 13300 TORONTO DOMINION BK ONT COMMON 891160509 107237 1652000 SH SOLE 1652000 TOTAL S A ADR(1 ORD SHR) 89151E109 10292 230560 SH SOLE 230560 TOTAL SYS SVCS INC COMMON 891906109 438 32176 SH SOLE 32176 TOWER SEMICONDUCTOR LTD ORD ILS1 M87915100 555 381363 SH SOLE 381363 TOYOTA MOTOR CORP ADR (2 ORD) 892331307 6857 100000 SH PUT SOLE 100000 TRANSALTA CORP COMMON 89346D107 7631 411200 SH SOLE 411200 TRANSCANADA CORP COMMON 89353D107 45306 1352000 SH SOLE 1352000 TRANSOCEAN LTD COM CHF15 H8817H100 1220 25700 SH SOLE 25700 TRANSOCEAN LTD COMMON H8817H100 256237 5530700 SH SOLE 5530700 TRANSOCEAN LTD COMMON H8817H100 55596 1200000 SH PUT SOLE 1200000 TRAVELERS COMPANIES INC COMMON 89417E109 57916 1175950 SH SOLE 1175950 TYSON FOODS INC CLASS A 902494103 874 53326 SH SOLE 53326 U S G CORP COMMON 903293405 1099 91000 SH CALL SOLE 91000 UNION PAC CORP COMMON 907818108 123253 1773167 SH SOLE 1773167 UNITED PARCEL SERVICE INC CLASS B 911312106 10389 182616 SH SOLE 182616 UNITED STATES STL CORP NEW COMMON 912909108 909 23587 SH SOLE 23587 UNITED TECHNOLOGIES CORP COMMON 913017109 12653 194924 SH SOLE 194924 UNITEDHEALTH GROUP INC COMMON 91324P102 6504 229021 SH SOLE 229021 UNUM GROUP COMMON 91529Y106 1222 56330 SH SOLE 56330 URBAN OUTFITTERS INC COMMON 917047102 715 20800 SH SOLE 20800 US BANCORP DEL COMMON 902973304 7705 344727 SH SOLE 344727 V F CORP COMMON 918204108 1735 24381 SH SOLE 24381 VALE S A PFD SP ADR (1 P 91912E204 11603 552000 SH SOLE 552000 VALERO ENERGY CORP NEW COMMON 91913Y100 1694 94228 SH SOLE 94228 VANTAGE DRILLING COMPANY COMMON G93205113 262 194000 SH SOLE 194000 VARIAN MED SYS INC COMMON 92220P105 1040 19900 SH SOLE 19900 VENTAS INC COMMON 92276F100 1178 25100 SH SOLE 25100 VERISIGN INC COMMON 92343E102 9481 357085 SH SOLE 357085 VERIZON COMMUNICATIONS INC COMMON 92343V104 14239 508159 SH SOLE 508159 VIACOM INC NEW CLASS B 92553P201 73190 2333121 SH SOLE 2333121 VIMPELCOM LTD ADR(1 SHS) 92719A106 3641 225000 SH SOLE 225000 VISA INC COMMON CLASS A 92826C839 5553 78494 SH SOLE 78494 VIVO PARTICIPACOES S A ADS(1 PFD SHR) 92855S200 2203 85000 SH SOLE 85000 VORNADO RLTY TR SH BEN INT REIT 929042109 1846 25300 SH SOLE 25300 VULCAN MATLS CO COMMON 929160109 890 20300 SH SOLE 20300 WAL MART STORES INC COMMON 931142103 18839 391904 SH SOLE 391904 WALGREEN CO COMMON 931422109 5331 199655 SH SOLE 199655 WASHINGTON POST CO CLASS B 939640108 389 948 SH SOLE 948 WATERS CORP COMMON 941848103 971 15000 SH SOLE 15000 WATSON PHARMACEUTICALS INC COMMON 942683103 694 17100 SH SOLE 17100 WELLPOINT INC COMMON 94973V107 9286 189779 SH SOLE 189779 WELLS FARGO & CO NEW COMMON 949746101 99810 3898839 SH SOLE 3898839 WELLS FARGO & CO NEW WTS OCT 28 18 949746119 8358 1082600 SH SOLE 1082600 WESTERN DIGITAL CORP COMMON 958102105 1104 36600 SH SOLE 36600 WESTERN UN CO COMMON 959802109 1607 107800 SH SOLE 107800 WEYERHAEUSER CO COMMON 962166104 1249 35493 SH SOLE 35493 WEYERHAEUSER CO COMMON 962166104 1302 37000 SH CALL SOLE 37000 WHIRLPOOL CORP COMMON 963320106 1105 12582 SH SOLE 12582 WHOLE FOODS MKT INC COMMON 966837106 987 27400 SH SOLE 27400 WILLIAMS COS INC DEL COM USD 1 969457100 1751 95815 SH SOLE 95815 WILLIAMS SONOMA INC COMMON 969904101 2482 100000 SH CALL SOLE 100000 WINDSTREAM CORP COMMON 97381W104 818 77500 SH SOLE 77500 WISCONSIN ENERGY CORP COMMON 976657106 949 18700 SH SOLE 18700 WYNDHAM WORLDWIDE CORP COMMON 98310W108 574 28500 SH SOLE 28500 WYNN RESORTS LTD COMMON 983134107 847 11100 SH SOLE 11100 XCEL ENERGY INC COMMON 98389B100 1577 76526 SH SOLE 76526 XEROX CORP COMMON 984121103 1824 226898 SH SOLE 226898 XILINX INC COMMON 983919101 1826 72271 SH SOLE 72271 XL CAP LTD CLASS A G98255105 879 54900 SH SOLE 54900 YAHOO INC COMMON 984332106 5057 365690 SH SOLE 365690 YAMANA GOLD INC COMMON 98462Y100 13229 1287364 SH SOLE 1287364 YUM BRANDS INC COMMON 988498101 28843 738804 SH SOLE 738804 ZIMMER HLDGS INC COMMON 98956P102 1757 32500 SH SOLE 32500 ZIONS BANCORPORATION COMMON 989701107 554 25700 SH SOLE 25700 ZIONS BANCORPORATION COMMON 989701107 1229 57000 SH CALL SOLE 57000