Ontario Teachers' Pension Plan Board

Ontario Teachers' Pension Plan Board as of March 31, 2013

Portfolio Holdings for Ontario Teachers' Pension Plan Board

Ontario Teachers' Pension Plan Board holds 0 positions in its portfolio as reported in the March 2013 quarterly 13F filing

                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
----------------------------- --------------- --------- --------- -------- --- ---- ------- ---------- ---------- --------- -------

{S}                           {C}                          {C}     {C}              {C}                   {C}
3M CO                         COMMON USD 0.01 88579Y101    161478  1518939 SH       SOLE                  1518939
ABBOTT LABS                   COMMON          002824100      9036   255823 SH       SOLE                   255823
ABBVIE INC                    COMMON USD 0.01 00287Y109      7059   173106 SH       SOLE                   173106
ABERCROMBIE & FITCH CO        CLASS A         002896207       503    10882 SH       SOLE                    10882
ACCENTURE PLC IRELAND         CLASS A         G1151C101     23708   312066 SH       SOLE                   312066
ACE LTD                       COMMON USD 32.2 H0023R105    158836  1785273 SH       SOLE                  1785273
ACTAVIS INC                   COMMON          00507K103      2761    29973 SH       SOLE                    29973
ACTIVISION BLIZZARD INC       COMMON          00507V109       151    10330 SH       SOLE                    10330
ADOBE SYS INC                 COMMON          00724F101      6401   147093 SH       SOLE                   147093
ADVANCED MICRO DEVICES INC    COMMON USD 0.01 007903107       419   164434 SH       SOLE                   164434
ADVANTAGE OIL & GAS LTD       COMMON          00765F101        83    22531 SH       SOLE                    22531
AECOM TECHNOLOGY CORP DELAWA  COMMON USD 0.01 00766T100       481    14660 SH       SOLE                    14660
AES CORP                      COMMON USD 0.01 00130H105      2080   165461 SH       SOLE                   165461
AETNA INC NEW                 COMMON USD 0.01 00817Y108      7289   142552 SH       SOLE                   142552
AFLAC INC                     COMMON USD 0.1  001055102      5737   110290 SH       SOLE                   110290
AGILENT TECHNOLOGIES INC      COMMON USD 0.01 00846U101      3088    73573 SH       SOLE                    73573
AGL RES INC                   COMMON USD 5    001204106      1074    25599 SH       SOLE                    25599
AGNICO EAGLE MINES LTD        COMMON          008474108     22170   540532 SH       SOLE                   540532
AIR PRODS & CHEMS INC         COMMON USD 1    009158106      4466    51268 SH       SOLE                    51268
AIRCASTLE LTD                 COMMON USD 0.01 G0129K104     84816  6200000 SH       SOLE                  6200000
AIRGAS INC                    COMMON USD 0.01 009363102      1527    15404 SH       SOLE                    15404
AKAMAI TECHNOLOGIES INC       COMMON USD 0.01 00971T101      1373    38870 SH       SOLE                    38870
ALCOA INC                     COMMON USD 1    013817101      2229   261587 SH       SOLE                   261587
ALEXANDRIA REAL ESTATE EQ IN  UNIT USD 0.01   015271109       558     7857 SH       SOLE                     7857
ALEXION PHARMACEUTICALS INC   COMMON          015351109      3781    41032 SH       SOLE                    41032
ALLEGHENY TECHNOLOGIES INC    4.250 JUN 01 14 01741RAD4      2154  2000000 PRN      SOLE                  2000000
ALLEGHENY TECHNOLOGIES INC    COMMON USD 0.1  01741R102       782    24652 SH       SOLE                    24652
ALLERGAN INC                  COMMON USD 0.01 018490102      7696    68945 SH       SOLE                    68945
ALLIANCE DATA SYSTEMS CORP    COMMON USD 0.01 018581108       938     5792 SH       SOLE                     5792
ALLIANT TECHSYSTEMS INC       3.000 AUG 15 24 018804AK0      1088  1000000 PRN      SOLE                  1000000
ALLSTATE CORP                 COMMON USD 0.01 020002101      8592   175101 SH       SOLE                   175101
ALPHA NATURAL RESOURCES INC   COMMON USD 0.01 02076X102       580    70653 SH       SOLE                    70653
ALTERA CORP                   COMMON          021441100      2428    68470 SH       SOLE                    68470
ALTRIA GROUP INC              COMMON USD 0.33 02209S103     15211   442319 SH       SOLE                   442319
AMAZON COM INC                COMMON USD 0.01 023135106     19851    74490 SH       SOLE                    74490
AMEREN CORP                   COMMON USD 0.01 023608102      2758    78745 SH       SOLE                    78745
AMERICAN CAMPUS CMNTYS INC    UNIT USD 0.01   024835100       385     8497 SH       SOLE                     8497
AMERICAN CAP LTD              COMMON USD 0.01 02503Y103       214    14666 SH       SOLE                    14666
AMERICAN ELEC PWR INC         COMMON USD 6.5  025537101      6276   129047 SH       SOLE                   129047
AMERICAN EXPRESS CO           COMMON USD 0.2  025816109     13277   196807 SH       SOLE                   196807
AMERICAN INTL GROUP INC       COMMON USD 2.5  026874784     17464   449863 SH       SOLE                   449863
AMERICAN TOWER CORP NEW       CLASS A         03027X100      6921    89981 SH       SOLE                    89981
AMERIPRISE FINL INC           COMMON USD 0.01 03076C106      3270    44402 SH       SOLE                    44402
AMERISOURCEBERGEN CORP        COMMON USD 0.01 03073E105      3680    71518 SH       SOLE                    71518
AMGEN INC                     COMMON          031162100     11261   109852 SH       SOLE                   109852
AMPHENOL CORP NEW             CLASS A         032095101      2519    33744 SH       SOLE                    33744
ANADARKO PETE CORP            COMMON USD 0.1  032511107      9398   107466 SH       SOLE                   107466
ANALOG DEVICES INC            COMMON USD 0.17 032654105      3003    64594 SH       SOLE                    64594
ANDERSONS INC                 COMMON          034164103       357     6667 SH       SOLE                     6667
ANNALY CAP MGMT INC           5.000 MAY 15 15 035710AB8      2075  2000000 PRN      SOLE                  2000000
AON PLC                       COMMON USD 1    G0408V102      4491    73030 SH       SOLE                    73030
APACHE CORP                   COMMON USD 0.63 037411105      6915    89624 SH       SOLE                    89624
APARTMENT INVT & MGMT CO      COMMON USD 0.01 03748R101      1477    48167 SH       SOLE                    48167
APOLLO GLOBAL MGMT LLC        COMMON          037612306       229    10587 SH       SOLE                    10587
APOLLO GROUP INC              CLASS A         037604105       495    28499 SH       SOLE                    28499
APPLE INC                     COMMON          037833100     90496   204436 SH       SOLE                   204436
APPLIED MATLS INC             COMMON USD 0.01 038222105     17793  1319948 SH       SOLE                  1319948
ARBITRON INC                  COMMON USD 0.5  03875Q108      8107   172973 SH       SOLE                   172973
ARCELORMITTAL SA LUXEMBOURG   5.000 MAY 15 14 03938LAK0      2058  2000000 PRN      SOLE                  2000000
ARCH COAL INC                 COMMON USD 0.01 039380100       243    44808 SH       SOLE                    44808
ARCHER DANIELS MIDLAND CO     0.875 FEB 15 14 039483AW2      2023  2000000 PRN      SOLE                  2000000
ARCHER DANIELS MIDLAND CO     COMMON          039483102      5143   152466 SH       SOLE                   152466
ARES CAP CORP                 4.875 MAR 15 17 04010LAG8      1059  1000000 PRN      SOLE                  1000000
ARGO GROUP INTL HLDGS LTD     COMMON USD 1    G0464B107     17419   420948 SH       SOLE                   420948
ARVINMERITOR INC              4.000 FEB 15 27 043353AH4       801  1000000 PRN      SOLE                  1000000
ASM INTL N V                  COMMON EUR 0.04 N07045102       531    15975 SH       SOLE                    15975
ASSURANT INC                  COMMON USD 0.01 04621X108       799    17752 SH       SOLE                    17752
AURIZON MINES LTD             COMMON          05155P106       249    56738 SH       SOLE                    56738
AUTODESK INC                  COMMON USD 0.01 052769106      2034    49320 SH       SOLE                    49320
AUTOMATIC DATA PROCESSING IN  COMMON USD 0.1  053015103      7116   109434 SH       SOLE                   109434
AUTONATION INC                COMMON USD 0.01 05329W102       405     9265 SH       SOLE                     9265
AUTOZONE INC                  COMMON USD 0.01 053332102      3556     8963 SH       SOLE                     8963
AVALONBAY CMNTYS INC          COMMON USD 0.01 053484101      3859    30465 SH       SOLE                    30465
AVERY DENNISON CORP           COMMON USD 1    053611109       948    22018 SH       SOLE                    22018
AVIS BUDGET GROUP             3.500 OCT 01 14 053774AB1      1796  1000000 PRN      SOLE                  1000000
AVIS BUDGET GROUP             COMMON USD 0.01 053774105       593    21318 SH       SOLE                    21318
AVON PRODS INC                COMMON USD 0.25 054303102      2085   100576 SH       SOLE                   100576
BAIDU INC                     ADR             056752108      3070    35000 SH       SOLE                    35000
BAKER HUGHES INC              COMMON USD 1    057224107      4556    98172 SH       SOLE                    98172
BALL CORP                     COMMON          058498106      2134    44861 SH       SOLE                    44861
BANK MONTREAL QUE             COMMON          063671101    133097  2114786 SH       SOLE                  2114786
BANK NEW YORK MELLON CORP     COMMON USD 0.01 064058100    130916  4677242 SH       SOLE                  4677242
BANK NOVA SCOTIA HALIFAX      COMMON          064149107    208057  3575974 SH       SOLE                  3575974
BANK OF AMERICA CORPORATION   COMMON USD 0.01 060505104     31899  2619001 SH       SOLE                  2619001
BANKUNITED INC                COMMON USD 0.01 06652K103      2488    97126 SH       SOLE                    97126
BARCLAYS BANK PLC             PREFERRED USD 2 06739H511      7951   310000 SH       SOLE                   310000
BARD C R INC                  COMMON USD 0.25 067383109      2459    24401 SH       SOLE                    24401
BARRICK GOLD CORP             COMMON          067901108    145193  4943328 SH       SOLE                  4943328
BARRICK GOLD CORP             COMMON          067901108      3528   120000 SH  CALL SOLE                   120000
BASIC ENERGY SVCS INC NEW     COMMON USD 0.01 06985P100       532    38944 SH       SOLE                    38944
BAXTER INTL INC               COMMON USD 1    071813109     16353   225129 SH       SOLE                   225129
BAYTEX ENERGY CORP            COMMON          07317Q105       711    16979 SH       SOLE                    16979
BB^T CORP                     COMMON USD 5    054937107      4791   152635 SH       SOLE                   152635
BCE INC                       COMMON          05534B760     32133   687863 SH       SOLE                   687863
BEAM INC                      COMMON USD 3.13 073730103      2138    33650 SH       SOLE                    33650
BED BATH & BEYOND INC         COMMON USD 0.01 075896100      3197    49628 SH       SOLE                    49628
BELLATRIX EXPLORATION LTD     COMMON          078314101       528    81974 SH       SOLE                    81974
BEMIS INC                     COMMON USD 0.1  081437105       910    22557 SH       SOLE                    22557
BERKSHIRE HATHAWAY INC DEL    CLASS B         084670702     40650   390118 SH       SOLE                   390118
BEST BUY INC                  COMMON USD 0.1  086516101      1625    73350 SH       SOLE                    73350
BIG LOTS INC                  COMMON USD 0.01 089302103       565    16014 SH       SOLE                    16014
BIOGEN IDEC INC               COMMON          09062X103      9536    49507 SH       SOLE                    49507
BLACKROCK INC                 COMMON USD 0.01 09247X101      6912    26908 SH       SOLE                    26908
BLOCK H & R INC               COMMON          093671105      1892    64301 SH       SOLE                    64301
BMC SOFTWARE INC              COMMON USD 0.01 055921100      1513    32649 SH       SOLE                    32649
BOEING CO                     COMMON USD 5    097023105     16745   195044 SH       SOLE                   195044
BOISE INC                     COMMON          09746Y105       314    36294 SH       SOLE                    36294
BORGWARNER INC                COMMON USD 0.01 099724106      1977    25557 SH       SOLE                    25557
BOSTON PROPERTIES INC         COMMON USD 0.01 101121101      3737    36979 SH       SOLE                    36979
BOSTON SCIENTIFIC CORP        COMMON USD 0.01 101137107      2816   360532 SH       SOLE                   360532
BOYD GAMING CORP              COMMON USD 0.01 103304101       119    14336 SH       SOLE                    14336
BRE PROPERTIES INC            UNIT USD 0.01   05564E106       551    11319 SH       SOLE                    11319
BRISTOL MYERS SQUIBB CO       COMMON USD 0.1  110122108     15295   371328 SH       SOLE                   371328
BROADCOM CORP                 CLASS A         111320107      3851   111048 SH       SOLE                   111048
BROCADE COMMUNICATIONS SYS I  COMMON          111621306       895   155187 SH       SOLE                   155187
BROOKFIELD ASSET MGMT INC     CLASS A VOTING  112585104     66128  1810844 SH       SOLE                  1810844
BROOKFIELD OFFICE PPTYS INC   COMMON          112900105      1835   106909 SH       SOLE                   106909
BROWN FORMAN CORP             CLASS B NON-VOT 115637209      2659    37245 SH       SOLE                    37245
BUNGE LIMITED                 COMMON USD 0.01 G16962105     10336   140000 SH       SOLE                   140000
C H ROBINSON WORLDWIDE INC    COMMON USD 0.1  12541W209      2084    35049 SH       SOLE                    35049
C^J ENERGY SVCS INC           COMMON USD 0.01 12467B304       270    11773 SH       SOLE                    11773
CA INC                        COMMON USD 0.1  12673P105      1910    75854 SH       SOLE                    75854
CABLEVISION SYS CORP          COMMON USD 0.01 12686C109      1513   101143 SH       SOLE                   101143
CABOT OIL & GAS CORP          COMMON USD 0.1  127097103      3633    53736 SH       SOLE                    53736
CACI INTL INC                 2.125 MAY 01 14 127190AD8      3426  3000000 PRN      SOLE                  3000000
CAE INC                       COMMON          124765108       146    14904 SH       SOLE                    14904
CAMDEN PPTY TR                UNIT USD 0.01   133131102       558     8131 SH       SOLE                     8131
CAMECO CORP                   COMMON          13321L108     26045  1255252 SH       SOLE                  1255252
CAMERON INTERNATIONAL CORP    COMMON USD 0.01 13342B105      3172    48656 SH       SOLE                    48656
CAMPBELL SOUP CO              COMMON USD 0.04 134429109      2709    59726 SH       SOLE                    59726
CANADIAN NAT RES LTD          COMMON          136385101    474512 14801355 SH       SOLE                 14801355
CANADIAN NATL RY CO           COMMON          136375102    158917  1581311 SH       SOLE                  1581311
CANADIAN PAC RY LTD           COMMON          13645T100     36332   278496 SH       SOLE                   278496
CAPELLA EDUCATION COMPANY     COMMON USD 0.01 139594105       272     8740 SH       SOLE                     8740
CAPITAL ONE FINL CORP         COMMON USD 0.01 14040H105    109821  1998567 SH       SOLE                  1998567
CAPITAL ONE FINL CORP         WRT EXP 11/14/2 14040H139      3585   191600 SH       SOLE                   191600
CAPITALSOURCE INC             COMMON USD 0.01 14055X102       126    13096 SH       SOLE                    13096
CARDINAL HEALTH INC           COMMON          14149Y108      3637    87376 SH       SOLE                    87376
CAREFUSION CORP               COMMON USD 0.01 14170T101      2495    71296 SH       SOLE                    71296
CARMAX INC                    COMMON USD 0.5  143130102      1941    46545 SH       SOLE                    46545
CARNIVAL CORP                 UNIT USD 0.01   143658300     33513   977051 SH       SOLE                   977051
CASH AMER INTL INC            COMMON USD 0.1  14754D100       233     4448 SH       SOLE                     4448
CATAMARAN CORP                COMMON          148887102     34501   651143 SH       SOLE                   651143
CATERPILLAR INC DEL           COMMON USD 1    149123101     11798   135655 SH       SOLE                   135655
CBRE GROUP INC                COMMON USD 0.01 12504L109      1556    61630 SH       SOLE                    61630
CBS CORP NEW                  CLASS B NON-VOT 124857202      5804   124316 SH       SOLE                   124316
CDN IMPERIAL BK OF COMMERCE   COMMON          136069101    116842  1489784 SH       SOLE                  1489784
CELANESE CORP DEL             SERIES A        150870103       218     4952 SH       SOLE                     4952
CELESTICA INC                 SUB VTG         15101Q108       775    95967 SH       SOLE                    95967
CELGENE CORP                  COMMON USD 0.01 151020104     10241    88357 SH       SOLE                    88357
CEMPRA INC                    COMMON #0171703 15130J109      3037   449884 SH       DEFINED                449884
CENOVUS ENERGY INC            COMMON          15135U109     73404  2370479 SH       SOLE                  2370479
CENTERPOINT ENERGY INC        COMMON USD 0.01 15189T107      3217   134252 SH       SOLE                   134252
CENTURYLINK INC               COMMON USD 1    156700106      5462   155469 SH       SOLE                   155469
CERNER CORP                   COMMON USD 0.01 156782104      2978    31435 SH       SOLE                    31435
CF INDS HLDGS INC             COMMON USD 0.01 125269100      3359    17642 SH       SOLE                    17642
CHART INDS INC                2.000 AUG 01 18 16115QAC4       171   126000 PRN      SOLE                   126000
CHARTER COMMUNICATIONS INC D  COMMON          16117M305       425     4078 SH       SOLE                     4078
CHESAPEAKE ENERGY CORP        2.500 MAY 15 37 165167BZ9       963  1000000 PRN      SOLE                  1000000
CHESAPEAKE ENERGY CORP        2.750 NOV 15 35 165167BW6      2013  2000000 PRN      SOLE                  2000000
CHESAPEAKE ENERGY CORP        COMMON USD 0.01 165167107      2853   139790 SH       SOLE                   139790
CHEVRON CORP NEW              COMMON USD 0.75 166764100     50683   426551 SH       SOLE                   426551
CHIPOTLE MEXICAN GRILL INC    COMMON USD 0.01 169656105      2220     6811 SH       SOLE                     6811
CHUBB CORP                    COMMON USD 1    171232101    108542  1240054 SH       SOLE                  1240054
CHURCH & DWIGHT INC           COMMON USD 1    171340102       603     9337 SH       SOLE                     9337
CIGNA CORPORATION             COMMON USD 0.25 125509109      3846    61672 SH       SOLE                    61672
CIMAREX ENERGY CO             COMMON USD 0.01 171798101       589     7813 SH       SOLE                     7813
CINCINNATI BELL INC NEW       COMMON USD 0.01 171871106        50    15238 SH       SOLE                    15238
CINCINNATI FINL CORP          COMMON USD 2    172062101      1832    38793 SH       SOLE                    38793
CINTAS CORP                   COMMON          172908105      1048    23744 SH       SOLE                    23744
CISCO SYS INC                 COMMON          17275R102     50158  2400481 SH       SOLE                  2400481
CITIGROUP INC                 COMMON USD 0.01 172967424     39299   888307 SH       SOLE                   888307
CITIZENS REPUBLIC BANCORP IN  COMMON          174420307      3942   174800 SH       SOLE                   174800
CITRIX SYS INC                COMMON          177376100      2865    39713 SH       SOLE                    39713
CLEARWIRE CORP NEW            CLASS A         18538Q105      5542  1710600 SH       SOLE                  1710600
CLIFFS NAT RES INC            COMMON USD 0.13 18683K101       758    39880 SH       SOLE                    39880
CLOROX CO DEL                 COMMON USD 1    189054109      3333    37643 SH       SOLE                    37643
CME GROUP INC                 COMMON USD 0.01 12572Q105      4665    75962 SH       SOLE                    75962
CMS ENERGY CORP               COMMON USD 0.01 125896100      2437    87230 SH       SOLE                    87230
CNO FINL GROUP INC            COMMON USD 0.01 12621E103       162    14130 SH       SOLE                    14130
COACH INC                     COMMON USD 0.01 189754104     68667  1373606 SH       SOLE                  1373606
COCA COLA CO                  COMMON USD 0.25 191216100     33211   821230 SH       SOLE                   821230
COCA COLA ENTERPRISES INC NE  COMMON USD 1    19122T109      2233    60470 SH       SOLE                    60470
COGNIZANT TECHNOLOGY SOLUTIO  COMMON USD 0.01 192446102      4768    62228 SH       SOLE                    62228
COINSTAR INC                  COMMON          19259P300       794    13584 SH       SOLE                    13584
COLGATE PALMOLIVE CO          COMMON USD 1    194162103     11661    98794 SH       SOLE                    98794
COMCAST CORP NEW              CLASS A         20030N101     33267   792447 SH       SOLE                   792447
COMCAST CORP NEW              CLASS A NON-VOT 20030N200      5942   150000 SH       SOLE                   150000
COMERICA INC                  COMMON USD 5    200340107      1568    43607 SH       SOLE                    43607
COMMUNITY HEALTH SYS INC NEW  COMMON USD 0.01 203668108       576    12165 SH       SOLE                    12165
COMPANHIA BRASILEIRA DE DIST  ADR             20440T201     14807   277905 SH       SOLE                   277905
COMPUTER SCIENCES CORP        COMMON USD 1    205363104      2152    43719 SH       SOLE                    43719
COMTECH TELECOMMUNICATIONS C  3.000 MAY 01 29 205826AF7      2055  2000000 PRN      SOLE                  2000000
CONAGRA FOODS INC             COMMON USD 5    205887102      3940   110035 SH       SOLE                   110035
CONOCOPHILLIPS                COMMON USD 0.01 20825C104     16819   279852 SH       SOLE                   279852
CONSOL ENERGY INC             COMMON USD 0.01 20854P109      1695    50373 SH       SOLE                    50373
CONSOLIDATED EDISON INC       COMMON          209115104      4840    79303 SH       SOLE                    79303
CONSTELLATION BRANDS INC      COMMON USD 0.01 21036P108      1625    34119 SH       SOLE                    34119
COOPER TIRE & RUBR CO         COMMON USD 1    216831107       641    25000 SH       SOLE                    25000
CORNING INC                   COMMON USD 0.5  219350105      9336   700369 SH       SOLE                   700369
COSTCO WHSL CORP NEW          COMMON USD 0.01 22160K105     10259    96682 SH       SOLE                    96682
COTT CORP QUE                 COMMON          22163N106       143    14194 SH       SOLE                    14194
COVENTRY HEALTH CARE INC      COMMON USD 0.01 222862104      1629    34633 SH       SOLE                    34633
COVIDIEN PLC                  COMMON USD 0.2  G2554F113     21346   314657 SH       SOLE                   314657
CREDICORP LTD                 COMMON USD 5    G2519Y108     61425   369921 SH       SOLE                   369921
CREDIT SUISSE NASSAU BRH      ETF             22542D845       498    24200 SH       SOLE                    24200
CROWN CASTLE INTL CORP        COMMON USD 0.01 228227104      4811    69084 SH       SOLE                    69084
CSX CORP                      COMMON USD 1    126408103    254151 10318770 SH       SOLE                 10318770
CTRIP COM INTL LTD            ADR USD 0.01    22943F100     13769   644000 SH       SOLE                   644000
CUBIST PHARMACEUTICALS INC    2.500 NOV 01 17 229678AD9      5124  3000000 PRN      SOLE                  3000000
CUMMINS INC                   COMMON USD 2.5  231021106      4375    37776 SH       SOLE                    37776
CVS CAREMARK CORPORATION      COMMON USD 0.01 126650100     45014   818584 SH       SOLE                   818584
CYMER INC                     COMMON          232572107      8304    86361 SH       SOLE                    86361
CYTOKINETICS INC              COMMON          23282W100       285   250000 SH       SOLE                   250000
D R HORTON INC                2.000 MAY 15 14 23331ABB4      3775  2000000 PRN      SOLE                  2000000
DANAHER CORP DEL              COMMON USD 0.01 235851102     28478   458221 SH       SOLE                   458221
DARDEN RESTAURANTS INC        COMMON          237194105      1529    29584 SH       SOLE                    29584
DARLING INTL INC              COMMON USD 0.01 237266101       361    20078 SH       SOLE                    20078
DAVITA HEALTHCARE PARTNERS I  COMMON          23918K108      2263    19080 SH       SOLE                    19080
DEAN FOODS CO NEW             COMMON USD 0.01 242370104      1008    55588 SH       SOLE                    55588
DEERE & CO                    COMMON USD 1    244199105      9765   113568 SH       SOLE                   113568
DELPHI AUTOMOTIVE PLC         COMMON USD 0.01 G27823106      6183   139260 SH       SOLE                   139260
DELUXE CORP                   COMMON USD 1    248019101       442    10670 SH       SOLE                    10670
DENBURY RES INC               COMMON          247916208      1707    91551 SH       SOLE                    91551
DENTSPLY INTL INC NEW         COMMON USD 0.01 249030107      1452    34213 SH       SOLE                    34213
DEUTSCHE BANK AG              COMMON          D18190898     99382  2544572 SH       SOLE                  2544572
DEVON ENERGY CORP NEW         COMMON USD 0.1  25179M103      4829    85593 SH       SOLE                    85593
DFC GLOBAL CORP               COMMON          23324T107       691    41528 SH       SOLE                    41528
DIAMOND OFFSHORE DRILLING IN  COMMON USD 0.01 25271C102      1193    17148 SH       SOLE                    17148
DIRECTV                       CLASS A         25490A309     13049   230592 SH       SOLE                   230592
DISCOVER FINL SVCS            COMMON USD 0.01 254709108      4865   108498 SH       SOLE                   108498
DISCOVERY COMMUNICATNS NEW    COMMON USD 0.01 25470F302     10452   150300 SH       SOLE                   150300
DISNEY WALT CO                COMMON USD 0.01 254687106    190212  3348798 SH       SOLE                  3348798
DOLLAR GEN CORP NEW           COMMON USD 0.88 256677105      3169    62644 SH       SOLE                    62644
DOLLAR TREE INC               COMMON USD 0.01 256746108      2441    50396 SH       SOLE                    50396
DOMINION RES INC VA NEW       COMMON          25746U109     73133  1257021 SH       SOLE                  1257021
DONNELLEY R R & SONS CO       COMMON USD 1.25 257867101       245    20312 SH       SOLE                    20312
DOVER CORP                    COMMON USD 1    260003108      2819    38679 SH       SOLE                    38679
DOW CHEM CO                   COMMON USD 2.5  260543103     90696  2848501 SH       SOLE                  2848501
DR PEPPER SNAPPLE GROUP INC   COMMON USD 0.01 26138E109      2782    59249 SH       SOLE                    59249
DTE ENERGY CO                 COMMON          233331107      3101    45383 SH       SOLE                    45383
DU PONT E I DE NEMOURS & CO   COMMON USD 0.3  263534109      7744   157535 SH       SOLE                   157535
DUKE ENERGY CORP NEW          COMMON          26441C204     11872   163545 SH       SOLE                   163545
DUKE REALTY CORP              UNIT USD 0.01   264411505       577    33988 SH       SOLE                    33988
DUN & BRADSTREET CORP DEL NE  COMMON USD 0.01 26483E100       679     8117 SH       SOLE                     8117
E M C CORP MASS               COMMON USD 0.01 268648102     65719  2750891 SH       SOLE                  2750891
E TRADE FINANCIAL CORP        COMMON USD 0.01 269246401       735    68658 SH       SOLE                    68658
EASTMAN CHEM CO               COMMON USD 0.01 277432100      2629    37620 SH       SOLE                    37620
EATON CORP PLC                COMMON USD 0.5  G29183103      6176   100839 SH       SOLE                   100839
EBAY INC                      COMMON          278642103     33798   623355 SH       SOLE                   623355
ECOLAB INC                    COMMON USD 1    278865100      1500    18706 SH       SOLE                    18706
EDISON INTL                   COMMON          281020107      4944    98250 SH       SOLE                    98250
EDUCATION MGMT CORP NEW       COMMON USD 0.01 28140M103     18170  4951080 SH       SOLE                  4951080
EDWARDS LIFESCIENCES CORP     COMMON USD 1    28176E108      2081    25323 SH       SOLE                    25323
ELDORADO GOLD CORP NEW        COMMON          284902103     21144  2212326 SH       SOLE                  2212326
ELECTRONIC ARTS INC           COMMON USD 0.01 285512109      1227    69348 SH       SOLE                    69348
EMERITUS CORP                 COMMON          291005106       695    25000 SH       SOLE                    25000
EMERSON ELEC CO               COMMON USD 0.5  291011104      8465   151520 SH       SOLE                   151520
EMULEX CORP                   COMMON USD 0.1  292475209       249    38082 SH       SOLE                    38082
ENBRIDGE INC                  COMMON          29250N105    119408  2564754 SH       SOLE                  2564754
ENCANA CORP                   COMMON          292505104     48912  2514774 SH       SOLE                  2514774
ENDO HEALTH SOLUTIONS INC     COMMON USD 0.01 29264F205       221     7180 SH       SOLE                     7180
ENERGYSOLUTIONS INC           COMMON USD 0.01 292756202       282    75272 SH       SOLE                    75272
ENERPLUS CORP                 COMMON SERIES G 292766102      9839   673597 SH       SOLE                   673597
ENSCO PLC                     ADR USD 0.1     G3157S106      3081    51354 SH       SOLE                    51354
ENTERGY CORP NEW              COMMON          29364G103      3337    52769 SH       SOLE                    52769
EOG RES INC                   COMMON USD 0.01 26875P101      7224    56407 SH       SOLE                    56407
EPL OIL & GAS INC             COMMON          26883D108       591    22049 SH       SOLE                    22049
EQT CORP                      COMMON          26884L109      2192    32350 SH       SOLE                    32350
EQUIFAX INC                   COMMON USD 1.25 294429105      1424    24733 SH       SOLE                    24733
EQUITY RESIDENTIAL            COMMON USD 0.01 29476L107      4299    78071 SH       SOLE                    78071
ESSEX PPTY TR INC             UNIT            297178105       382     2536 SH       SOLE                     2536
EVEREST RE GROUP LTD          COMMON USD 0.01 G3223R108      4090    31492 SH       SOLE                    31492
EXELON CORP                   COMMON          30161N101      6839   198357 SH       SOLE                   198357
EXPEDIA INC DEL               COMMON          30212P303      1250    20825 SH       SOLE                    20825
EXPEDITORS INTL WASH INC      COMMON USD 0.01 302130109      1637    45818 SH       SOLE                    45818
EXPRESS INC                   COMMON          30219E103       262    14709 SH       SOLE                    14709
EXPRESS SCRIPTS HLDG CO       COMMON USD 0.01 30219G108      9935   172430 SH       SOLE                   172430
EXTERRAN HLDGS INC            4.250 JUN 15 14 30225XAA1      2549  2000000 PRN      SOLE                  2000000
EXTRA SPACE STORAGE INC       UNIT USD 0.01   30225T102       375     9555 SH       SOLE                     9555
EXXON MOBIL CORP              COMMON          30231G102     84552   938323 SH       SOLE                   938323
F M C CORP                    COMMON USD 0.1  302491303      1594    27947 SH       SOLE                    27947
F5 NETWORKS INC               COMMON          315616102      1517    17033 SH       SOLE                    17033
FAMILY DLR STORES INC         COMMON USD 0.1  307000109      1536    26008 SH       SOLE                    26008
FASTENAL CO                   COMMON USD 0.01 311900104      2907    56635 SH       SOLE                    56635
FEDERAL REALTY INVT TR        UNIT USD 0.01   313747206       384     3551 SH       SOLE                     3551
FEDERATED INVS INC PA         CLASS B         314211103       612    25875 SH       SOLE                    25875
FEDEX CORP                    COMMON USD 0.1  31428X106     26607   270951 SH       SOLE                   270951
FIDELITY NATIONAL FINANCIAL   COMMON          31620R105       713    28271 SH       SOLE                    28271
FIDELITY NATL INFORMATION SV  COMMON USD 0.01 31620M106      2558    64565 SH       SOLE                    64565
FIFTH THIRD BANCORP           COMMON          316773100      3236   198412 SH       SOLE                   198412
FIRST HORIZON NATL CORP       COMMON USD 0.63 320517105       594    55602 SH       SOLE                    55602
FIRST NIAGARA FINL GP INC     COMMON USD 0.01 33582V108       138    15582 SH       SOLE                    15582
FIRST SOLAR INC               COMMON          336433107       776    28771 SH       SOLE                    28771
FIRSTENERGY CORP              COMMON USD 0.1  337932107      4713   111690 SH       SOLE                   111690
FISERV INC                    COMMON USD 0.01 337738108      3124    35552 SH       SOLE                    35552
FLIR SYS INC                  COMMON USD 0.01 302445101       854    32848 SH       SOLE                    32848
FLOWSERVE CORP                COMMON USD 1.25 34354P105      1819    10846 SH       SOLE                    10846
FLUOR CORP NEW                COMMON USD 0.01 343412102      2595    39126 SH       SOLE                    39126
FMC TECHNOLOGIES INC          COMMON USD 0.01 30249U101      2418    44456 SH       SOLE                    44456
FOCUS MEDIA HLDG LTD          ADR             34415V109      8885   331400 SH       SOLE                   331400
FORD MTR CO DEL               COMMON USD 0.01 345370860     61006  4639240 SH       SOLE                  4639240
FOREST LABS INC               COMMON USD 0.1  345838106      2731    71795 SH       SOLE                    71795
FOREST OIL CORP               COMMON USD 0.1  346091705        80    15157 SH       SOLE                    15157
FOSSIL INC                    COMMON USD 0.01 349882100      1165    12065 SH       SOLE                    12065
FRANCO NEVADA CORP            COMMON          351858105       765    16766 SH       SOLE                    16766
FRANKLIN RES INC              COMMON USD 0.1  354613101      4481    29710 SH       SOLE                    29710
FRONTIER COMMUNICATIONS CORP  COMMON USD 0.25 35906A108       995   249297 SH       SOLE                   249297
GAMESTOP CORP NEW             CLASS A         36467W109      1088    38912 SH       SOLE                    38912
GANNETT INC                   COMMON USD 1    364730101      1200    54875 SH       SOLE                    54875
GAP INC DEL                   COMMON USD 0.05 364760108      2389    67492 SH       SOLE                    67492
GARDNER DENVER INC            COMMON USD 0.01 365558105      3969    52848 SH       SOLE                    52848
GARMIN LTD                    COMMON USD 10   H2906T109       795    24056 SH       SOLE                    24056
GENERAL DYNAMICS CORP         COMMON USD 1    369550108     14253   202141 SH       SOLE                   202141
GENERAL ELECTRIC CO           COMMON USD 0.06 369604103     61833  2674437 SH       SOLE                  2674437
GENERAL MLS INC               COMMON USD 0.1  370334104    123198  2498430 SH       SOLE                  2498430
GENERAL MTRS CO               COMMON USD 0.01 37045V100     57221  2056836 SH       SOLE                  2056836
GENUINE PARTS CO              COMMON USD 1    372460105      3102    39774 SH       SOLE                    39774
GENWORTH FINL INC             CLASS A         37247D106      1564   156431 SH       SOLE                   156431
GILDAN ACTIVEWEAR INC         COMMON          375916103     13607   341084 SH       SOLE                   341084
GILEAD SCIENCES INC           1.000 MAY 01 14 375558AN3      2171  1000000 PRN      SOLE                  1000000
GILEAD SCIENCES INC           1.625 MAY 01 16 375558AP8     10863  5000000 PRN      SOLE                  5000000
GILEAD SCIENCES INC           COMMON          375558103      5474   111851 SH       SOLE                   111851
GLOBAL CASH ACCESS HLDGS INC  COMMON          378967103        73    10403 SH       SOLE                    10403
GOLDCORP INC NEW              COMMON          380956409    149019  4429376 SH       SOLE                  4429376
GOLDMAN SACHS GROUP INC       COMMON USD 0.01 38141G104     13935    94701 SH       SOLE                    94701
GOODRICH PETE CORP            5.000 OCT 01 29 382410AC2       999  1000000 PRN      SOLE                  1000000
GOODRICH PETE CORP            COMMON USD 0.2  382410405       243    15549 SH       SOLE                    15549
GOODYEAR TIRE & RUBR CO       COMMON          382550101     67330  5341543 SH       SOLE                  5341543
GOOGLE INC                    CLASS A         38259P508    110777   139484 SH       SOLE                   139484
GRAINGER W W INC              COMMON USD 0.5  384802104      2886    12828 SH       SOLE                    12828
GREEN DOT CORP                CLASS A         39304D102       513    30676 SH       SOLE                    30676
GROUPE CGI INC                CLASS A         39945C109       942    34649 SH       SOLE                    34649
HALLIBURTON CO                COMMON USD 2.5  406216101      8061   199475 SH       SOLE                   199475
HARLEY DAVIDSON INC           COMMON USD 0.01 412822108      2623    49211 SH       SOLE                    49211
HARMAN INTL INDS INC          COMMON USD 0.01 413086109       651    14590 SH       SOLE                    14590
HARRIS CORP DEL               COMMON USD 1    413875105      1394    30081 SH       SOLE                    30081
HARTFORD FINL SVCS GROUP INC  COMMON USD 0.01 416515104      2674   103660 SH       SOLE                   103660
HASBRO INC                    COMMON USD 0.5  418056107      1210    27548 SH       SOLE                    27548
HAWAIIAN HOLDINGS INC         COMMON USD 0.01 419879101       720   124865 SH       SOLE                   124865
HCA HOLDINGS INC              COMMON USD 0.01 40412C101       641    15780 SH       SOLE                    15780
HCP INC                       COMMON USD 1    40414L109      5604   112403 SH       SOLE                   112403
HEALTH CARE REIT INC          COMMON USD 1    42217K106      4433    65273 SH       SOLE                    65273
HEALTH MGMT ASSOC INC NEW     COMMON USD 0.01 421933102       329    25576 SH       SOLE                    25576
HEALTHSOUTH CORP              COMMON USD 0.01 421924309       749    28396 SH       SOLE                    28396
HEINZ H J CO                  COMMON USD 0.25 423074103      5349    74018 SH       SOLE                    74018
HELIX ENERGY SOLUTIONS GRP I  COMMON          42330P107       435    18993 SH       SOLE                    18993
HELMERICH & PAYNE INC         COMMON USD 0.1  423452101      1465    24127 SH       SOLE                    24127
HERCULES OFFSHORE INC         COMMON USD 0.01 427093109        82    11068 SH       SOLE                    11068
HERSHEY CO                    COMMON USD 1    427866108      3975    45418 SH       SOLE                    45418
HESS CORP                     COMMON USD 1    42809H107      5426    75766 SH       SOLE                    75766
HEWLETT PACKARD CO            COMMON USD 0.01 428236103     11184   469147 SH       SOLE                   469147
HOLLYFRONTIER CORP            COMMON USD 0.01 436106108       263     5120 SH       SOLE                     5120
HOME DEPOT INC                COMMON USD 0.05 437076102     21436   307193 SH       SOLE                   307193
HONEYWELL INTL INC            COMMON USD 1    438516106     12212   162072 SH       SOLE                   162072
HORMEL FOODS CORP             COMMON USD 0.06 440452100      1775    42955 SH       SOLE                    42955
HOSPIRA INC                   COMMON USD 0.01 441060100      1353    41212 SH       SOLE                    41212
HOST HOTELS & RESORTS INC     COMMON USD 0.01 44107P104       892    50997 SH       SOLE                    50997
HUDBAY MINERALS INC           COMMON          443628102       784    81517 SH       SOLE                    81517
HUDSON CITY BANCORP           COMMON USD 0.01 443683107       959   110958 SH       SOLE                   110958
HUMANA INC                    COMMON USD 0.17 444859102      6524    94402 SH       SOLE                    94402
HUNTINGTON BANCSHARES INC     COMMON USD 0.01 446150104      1462   198347 SH       SOLE                   198347
HUNTINGTON INGALLS INDS INC   COMMON USD 0.01 446413106       433     8113 SH       SOLE                     8113
IAMGOLD CORP                  COMMON          450913108      8614  1193894 SH       SOLE                  1193894
ILLINOIS TOOL WKS INC         COMMON USD 0.01 452308109      5488    90058 SH       SOLE                    90058
IMPERIAL OIL LTD              COMMON          453038408     34666   848248 SH       SOLE                   848248
INGERSOLL-RAND PLC            COMMON USD 1    G47791101     28159   511887 SH       SOLE                   511887
INTEGRYS ENERGY GROUP INC     COMMON USD 1    45822P105      1036    17807 SH       SOLE                    17807
INTEL CORP                    COMMON          458140100     30769  1409156 SH       SOLE                  1409156
INTEL CORP                    COMMON          458140100      5023   230000 SH  CALL SOLE                   230000
INTERCONTINENTALEXCHANGE INC  COMMON USD 0.01 45865V100      2542    15591 SH       SOLE                    15591
INTERNATIONAL BUSINESS MACHS  COMMON USD 0.2  459200101    117343   550132 SH       SOLE                   550132
INTERNATIONAL FLAVORS^FRAGRA  COMMON USD 0.13 459506101      1252    16336 SH       SOLE                    16336
INTERNATIONAL GAME TECHNOLOG  COMMON          459902102      1002    60714 SH       SOLE                    60714
INTERPUBLIC GROUP COS INC     COMMON USD 0.1  460690100      1326   101774 SH       SOLE                   101774
INTL PAPER CO                 COMMON USD 1    460146103      4596    98677 SH       SOLE                    98677
INTUIT                        COMMON USD 0.01 461202103      3855    58717 SH       SOLE                    58717
INTUITIVE SURGICAL INC        COMMON          46120E602      7653    15580 SH       SOLE                    15580
INVESCO LTD                   COMMON USD 0.2  G491BT108      2826    97588 SH       SOLE                    97588
IRIDIUM COMMUNICATIONS INC    COMMON          46269C102       180    29815 SH       SOLE                    29815
IRON MTN INC                  COMMON USD 0.01 462846106      1285    35390 SH       SOLE                    35390
IRONWOOD PHARMACEUTICALS INC  COMMON          46333X108       422    23060 SH       DEFINED                 23060
ISHARES INC                   ETF             464286822      1549    20765 SH       SOLE                    20765
ISHARES TR                    ETF             464288687     76351  1884270 SH       SOLE                  1884270
ISHARES TR                    MSCI EMERG MKT  464287234   2407232 56283199 SH       SOLE                 56283199
ITAU UNIBANCO HLDG SA         ADR             465562106     51857  2913300 SH       SOLE                  2913300
JABIL CIRCUIT INC             COMMON          466313103       783    42346 SH       SOLE                    42346
JACOBS ENGR GROUP INC DEL     COMMON USD 1    469814107      1560    27746 SH       SOLE                    27746
JANUS CAP GROUP INC           3.250 JUL 15 14 47102XAG0      1054  1000000 PRN      SOLE                  1000000
JDS UNIPHASE CORP             1.000 MAY 15 26 46612JAD3      1996  2000000 PRN      SOLE                  2000000
JDS UNIPHASE CORP             COMMON          46612J507       723    54060 SH       SOLE                    54060
JETBLUE AIRWAYS CORP          COMMON USD 0.01 477143101       321    46594 SH       SOLE                    46594
JOHNSON & JOHNSON             COMMON USD 1    478160104     28451   348965 SH       SOLE                   348965
JOHNSON CTLS INC              COMMON USD 0.01 478366107      5177   147618 SH       SOLE                   147618
JONES GROUP INC               COMMON USD 0.01 48020T101       392    30817 SH       SOLE                    30817
JOY GLOBAL INC                COMMON USD 1    481165108      1378    23144 SH       SOLE                    23144
JPMORGAN CHASE & CO           COMMON USD 1    46625H100    169918  3580244 SH       SOLE                  3580244
JPMORGAN CHASE & CO           WRT EXP 10/28/2 46634E114       747    52400 SH       SOLE                    52400
JUNIPER NETWORKS INC          COMMON          48203R104      2106   113612 SH       SOLE                   113612
JUST ENERGY GROUP INC         COMMON          48213W101       336    51234 SH       SOLE                    51234
KELLOGG CO                    COMMON USD 0.25 487836108      4271    66296 SH       SOLE                    66296
KIMBERLY CLARK CORP           COMMON USD 1.25 494368103     12785   130487 SH       SOLE                   130487
KIMCO RLTY CORP               COMMON USD 0.01 49446R109      2562   114373 SH       SOLE                   114373
KINDER MORGAN INC DEL         COMMON USD 0.01 49456B101      5088   131539 SH       SOLE                   131539
KINDER MORGAN INC DEL         WRT EXP 5/25/20 49456B119       369    71749 SH       SOLE                    71749
KINROSS GOLD CORP             COMMON          496902404     29935  3782705 SH       SOLE                  3782705
KKR & CO L P DEL              COMMON          48248M102       206    10674 SH       SOLE                    10674
KLA-TENCOR CORP               COMMON          482480100      1670    31673 SH       SOLE                    31673
KNIGHT CAP GROUP INC          COMMON USD 0.01 499005106       161    43283 SH       SOLE                    43283
KOHLS CORP                    COMMON USD 0.01 500255104      2052    44484 SH       SOLE                    44484
KRAFT FOODS GROUP INC         COMMON          50076Q106      6991   135661 SH       SOLE                   135661
KROGER CO                     COMMON USD 1    501044101    121129  3655065 SH       SOLE                  3655065
KRONOS WORLDWIDE INC          COMMON USD 0.01 50105F105       423    27050 SH       SOLE                    27050
KULICKE & SOFFA INDS INC      COMMON          501242101       519    44924 SH       SOLE                    44924
L-3 COMMUNICATIONS HLDGS INC  COMMON USD 0.01 502424104      2428    30009 SH       SOLE                    30009
LABORATORY CORP AMER HLDGS    COMMON USD 0.1  50540R409      2426    26893 SH       SOLE                    26893
LAM RESEARCH CORP             COMMON          512807108      1609    38820 SH       SOLE                    38820
LAMAR ADVERTISING CO          CLASS A         512815101      4478    92182 SH       SOLE                    92182
LAUDER ESTEE COS INC          CLASS A         518439104      3295    51468 SH       SOLE                    51468
LEAP WIRELESS INTL INC        COMMON          521863308        76    12955 SH       SOLE                    12955
LEAPFROG ENTERPRISES INC      COMMON          52186N106       215    25066 SH       SOLE                    25066
LEGG MASON INC                COMMON USD 0.1  524901105       833    25916 SH       SOLE                    25916
LEGGETT & PLATT INC           COMMON USD 0.01 524660107      1001    29641 SH       SOLE                    29641
LENDER PROCESSING SVCS INC    COMMON          52602E102       331    13009 SH       SOLE                    13009
LEUCADIA NATL CORP            COMMON USD 1    527288104      3062   111615 SH       SOLE                   111615
LIBERTY PPTY TR               UNIT            531172104       388     9773 SH       SOLE                     9773
LIFE TECHNOLOGIES CORP        COMMON USD 0.01 53217V109      2491    38539 SH       SOLE                    38539
LIFEPOINT HOSPITALS INC       COMMON USD 0.01 53219L109       563    11628 SH       SOLE                    11628
LILLY ELI & CO                COMMON          532457108     12623   222280 SH       SOLE                   222280
LIMITED BRANDS INC            COMMON USD 0.5  501797104      2460    55083 SH       SOLE                    55083
LINCOLN NATL CORP IND         COMMON          534187109      2116    64892 SH       SOLE                    64892
LINEAR TECHNOLOGY CORP        COMMON          535678106      1842    48017 SH       SOLE                    48017
LOEWS CORP                    COMMON USD 0.01 540424108      3576    81141 SH       SOLE                    81141
LOGITECH INTL S A             COMMON CHF 0.25 H50430232       503    74043 SH       SOLE                    74043
LORILLARD INC                 COMMON USD 0.01 544147101      3668    90907 SH       SOLE                    90907
LOWES COS INC                 COMMON USD 0.5  548661107      9049   238639 SH       SOLE                   238639
LSI CORPORATION               COMMON USD 0.01 502161102       851   125450 SH       SOLE                   125450
LYONDELLBASELL INDUSTRIES N   CLASS A         N53745100      5296    83677 SH       SOLE                    83677
M & T BK CORP                 COMMON USD 0.5  55261F104      2950    28600 SH       SOLE                    28600
MACERICH CO                   UNIT USD 0.01   554382101       579     8992 SH       SOLE                     8992
MACYS INC                     COMMON USD 0.01 55616P104      3163    75589 SH       SOLE                    75589
MAGNA INTL INC                CLASS A  SUB VT 559222401     45304   770841 SH       SOLE                   770841
MANULIFE FINL CORP            COMMON          56501R106     43104  2927243 SH       SOLE                  2927243
MARATHON OIL CORP             COMMON USD 1    565849106      5551   164606 SH       SOLE                   164606
MARATHON PETE CORP            COMMON          56585A102      6505    72601 SH       SOLE                    72601
MARSH & MCLENNAN COS INC      COMMON USD 1    571748102      5084   133890 SH       SOLE                   133890
MARTIN MARIETTA MATLS INC     COMMON USD 0.01 573284106      4118    40362 SH       SOLE                    40362
MASCO CORP                    COMMON USD 1    574599106      1600    79012 SH       SOLE                    79012
MASTERCARD INC                CLASS A         57636Q104     11980    22138 SH       SOLE                    22138
MATTEL INC                    COMMON USD 1    577081102      3244    74119 SH       SOLE                    74119
MCCORMICK & CO INC            NON-VOTING      579780206      2522    34289 SH       SOLE                    34289
MCDONALDS CORP                COMMON USD 0.01 580135101     21612   216788 SH       SOLE                   216788
MCGRAW HILL COS INC           COMMON USD 1    580645109     19284   370279 SH       SOLE                   370279
MCKESSON CORP                 COMMON USD 0.01 58155Q103      6432    59581 SH       SOLE                    59581
MEAD JOHNSON NUTRITION CO     COMMON USD 0.01 582839106      3546    45786 SH       SOLE                    45786
MEADWESTVACO CORP             COMMON USD 0.01 583334107      1713    47184 SH       SOLE                    47184
MEDTRONIC INC                 1.625 APR 15 13 585055AM8      2003  2000000 PRN      SOLE                  2000000
MEDTRONIC INC                 COMMON USD 0.1  585055106    104656  2228620 SH       SOLE                  2228620
MEMC ELECTR MATLS INC         COMMON USD 0.01 552715104       194    44190 SH       SOLE                    44190
MERCK & CO INC NEW            COMMON USD 0.01 58933Y105     26169   592048 SH       SOLE                   592048
MERITAGE HOMES CORP           1.875 SEP 15 32 59001AAR3      1128  1000000 PRN      SOLE                  1000000
METHANEX CORP                 COMMON          59151K108       252     6184 SH       SOLE                     6184
METLIFE INC                   COMMON USD 0.01 59156R108    149712  3937714 SH       SOLE                  3937714
METROPCS COMMUNICATIONS INC   COMMON          591708102       971    89098 SH       SOLE                    89098
MICHAEL KORS HLDGS LTD        COMMON          G60754101    295348  5200712 SH       SOLE                  5200712
MICROCHIP TECHNOLOGY INC      COMMON          595017104      1448    39369 SH       SOLE                    39369
MICRON TECHNOLOGY INC         COMMON USD 0.1  595112103      4810   482213 SH       SOLE                   482213
MICROSOFT CORP                COMMON          594918104    169830  5937064 SH       SOLE                  5937064
MINDRAY MEDICAL INTL LTD      ADR             602675100     35041   877335 SH       SOLE                   877335
MOLEX INC                     COMMON USD 0.05 608554101       878    30001 SH       SOLE                    30001
MOLINA HEALTHCARE INC         COMMON          60855R100       932    30205 SH       SOLE                    30205
MOLSON COORS BREWING CO       2.500 JUL 30 13 60871RAA8      2066  2000000 PRN      SOLE                  2000000
MOLSON COORS BREWING CO       VOTING          60871R209      1794    36658 SH       SOLE                    36658
MOMENTA PHARMACEUTICALS INC   COMMON          60877T100       182    13644 SH       SOLE                    13644
MONDELEZ INTL INC             CLASS A         609207105     12674   413993 SH       SOLE                   413993
MONSANTO CO NEW               COMMON USD 0.01 61166W101    104558   989854 SH       SOLE                   989854
MONSTER BEVERAGE CORP         COMMON USD 0.01 611740101      1599    33487 SH       SOLE                    33487
MOODYS CORP                   COMMON USD 0.01 615369105      2343    43936 SH       SOLE                    43936
MORGAN STANLEY                COMMON USD 0.01 617446448      6796   309190 SH       SOLE                   309190
MOSAIC CO NEW                 COMMON USD 0.01 61945C103      3730    62580 SH       SOLE                    62580
MOTOROLA SOLUTIONS INC        COMMON USD 0.01 620076307      6529   101971 SH       SOLE                   101971
MURPHY OIL CORP               COMMON USD 1    626717102      2990    46923 SH       SOLE                    46923
MYLAN INC                     3.750 SEP 15 15 628530AJ6      4441  2000000 PRN      SOLE                  2000000
MYLAN INC                     COMMON USD 0.5  628530107       611    21103 SH       SOLE                    21103
NABORS INDUSTRIES LTD         COMMON          G6359F103      1157    71338 SH       SOLE                    71338
NASDAQ OMX GROUP INC          COMMON USD 0.01 631103108       836    25890 SH       SOLE                    25890
NATIONAL CINEMEDIA INC        COMMON USD 0.01 635309107       230    14578 SH       SOLE                    14578
NATIONAL FINL PARTNERS CORP   COMMON USD 0.1  63607P208       206     9167 SH       SOLE                     9167
NATIONAL OILWELL VARCO INC    COMMON USD 0.01 637071101      6555    92649 SH       SOLE                    92649
NATIONAL RETAIL PPTYS INC     UNIT USD 0.01   637417106       203     5624 SH       SOLE                     5624
NETAPP INC                    COMMON          64110D104      2644    77402 SH       SOLE                    77402
NETEASE INC                   ADR             64110W102      5722   104478 SH       SOLE                   104478
NETFLIX INC                   COMMON          64110L106      2255    11915 SH       SOLE                    11915
NEVSUN RES LTD                COMMON          64156L101       310    80317 SH       SOLE                    80317
NEWELL RUBBERMAID INC         COMMON USD 1    651229106      2010    77025 SH       SOLE                    77025
NEWFIELD EXPL CO              COMMON USD 0.01 651290108       818    36506 SH       SOLE                    36506
NEWMONT MINING CORP           1.625 JUL 15 17 651639AJ5      2459  2000000 PRN      SOLE                  2000000
NEWMONT MINING CORP           COMMON USD 1.6  651639106      4729   112880 SH       SOLE                   112880
NEWS CORP                     CLASS A NON-VOT 65248E104    141778  4646932 SH       SOLE                  4646932
NEXTERA ENERGY INC            COMMON USD 0.01 65339F101     24091   310133 SH       SOLE                   310133
NII HLDGS INC                 COMMON          62913F201     10812  2500000 SH       SOLE                  2500000
NIKE INC                      CLASS B         654106103      9267   157039 SH       SOLE                   157039
NISOURCE INC                  COMMON USD 0.01 65473P105      2823    96225 SH       SOLE                    96225
NOBLE CORPORATION BAAR        COMMON USD 3.93 H5833N103      2105    55173 SH       SOLE                    55173
NOBLE ENERGY INC              COMMON USD 3.33 655044105      4644    40148 SH       SOLE                    40148
NORDSTROM INC                 COMMON          655664100     81415  1474115 SH       SOLE                  1474115
NORTHEAST UTILS               COMMON USD 5    664397106      3715    85479 SH       SOLE                    85479
NORTHERN TR CORP              COMMON USD 1.67 665859104      2585    47385 SH       SOLE                    47385
NORTHSTAR RLTY FIN CORP       UNIT USD 0.01   66704R100       338    35641 SH       SOLE                    35641
NRG ENERGY INC                COMMON USD 0.01 629377508      2036    76872 SH       SOLE                    76872
NUANCE COMMUNICATIONS INC     2.750 AUG 15 27 67020YAB6      1219  1000000 PRN      SOLE                  1000000
NUCOR CORP                    COMMON USD 0.4  670346105      3194    69203 SH       SOLE                    69203
NUVASIVE INC                  COMMON          670704105       254    11928 SH       SOLE                    11928
NV ENERGY INC                 COMMON USD 1    67073Y106       395    19715 SH       SOLE                    19715
NVIDIA CORP                   COMMON          67066G104      1796   139994 SH       SOLE                   139994
NXP SEMICONDUCTORS N V        COMMON          N6596X109     38477  1270274 SH       SOLE                  1270274
NYSE EURONEXT                 COMMON USD 0.01 629491101      9537   246828 SH       SOLE                   246828
O REILLY AUTOMOTIVE INC NEW   COMMON USD 0.01 67103H107      2577    25159 SH       SOLE                    25159
OCCIDENTAL PETE CORP DEL      COMMON USD 0.2  674599105     13368   170575 SH       SOLE                   170575
OFFICE DEPOT INC              COMMON USD 0.01 676220106       238    60664 SH       SOLE                    60664
OGE ENERGY CORP               COMMON USD 0.01 670837103       456     6517 SH       SOLE                     6517
OMNICOM GROUP INC             COMMON USD 0.15 681919106      3874    65773 SH       SOLE                    65773
ON SEMICONDUCTOR CORP         2.625 DEC 15 26 682189AG0      2088  2000000 PRN      SOLE                  2000000
ONEOK INC NEW                 COMMON USD 0.01 682680103      2790    58533 SH       SOLE                    58533
ORACLE CORP                   COMMON USD 0.01 68389X105     40827  1262810 SH       SOLE                  1262810
OWENS ILL INC                 COMMON USD 0.01 690768403      1017    38173 SH       SOLE                    38173
PACCAR INC                    COMMON USD 1    693718108      3824    75641 SH       SOLE                    75641
PACIFIC BIOSCIENCES CALIF IN  COMMON #0171703 69404D108      1378   553571 SH       DEFINED                553571
PACIRA PHARMACEUTICALS INC    COMMON          695127100      1392    48226 SH       DEFINED                 48226
PACKAGING CORP AMER           COMMON USD 0.01 695156109       390     8683 SH       SOLE                     8683
PALL CORP                     COMMON USD 0.1  696429307      1579    23097 SH       SOLE                    23097
PARKER HANNIFIN CORP          COMMON USD 0.5  701094104      2924    31928 SH       SOLE                    31928
PARTNERRE LTD                 COMMON USD 1    G6852T105      2988    32096 SH       SOLE                    32096
PATTERSON COMPANIES INC       COMMON USD 0.01 703395103       723    19000 SH       SOLE                    19000
PATTERSON UTI ENERGY INC      COMMON USD 0.01 703481101      1012    42464 SH       SOLE                    42464
PAYCHEX INC                   COMMON USD 0.01 704326107      3240    92413 SH       SOLE                    92413
PDL BIOPHARMA INC             COMMON USD 0.01 69329Y104       124    16946 SH       SOLE                    16946
PEABODY ENERGY CORP           COMMON USD 0.01 704549104      1441    68114 SH       SOLE                    68114
PEMBINA PIPELINE CORP         COMMON          706327103      1652    52288 SH       SOLE                    52288
PENGROWTH ENERGY CORP         COMMON          70706P104       696   136419 SH       SOLE                   136419
PENN WEST PETE LTD NEW        COMMON          707887105     17171  1597515 SH       SOLE                  1597515
PENNEY J C INC                COMMON USD 0.5  708160106       218    14432 SH       SOLE                    14432
PENTAIR LTD                   COMMON USD 0.17 H6169Q108      2438    46215 SH       SOLE                    46215
PEOPLES UNITED FINANCIAL INC  COMMON USD 0.01 712704105      1568   116848 SH       SOLE                   116848
PEP BOYS MANNY MOE & JACK     COMMON USD 1    713278109       140    11890 SH       SOLE                    11890
PEPCO HOLDINGS INC            COMMON USD 0.01 713291102      1633    76331 SH       SOLE                    76331
PEPSICO INC                   COMMON USD 0.02 713448108     26182   330957 SH       SOLE                   330957
PERKINELMER INC               COMMON USD 1    714046109       824    24480 SH       SOLE                    24480
PERRIGO CO                    COMMON          714290103      2371    19965 SH       SOLE                    19965
PETSMART INC                  COMMON          716768106      4228    68085 SH       SOLE                    68085
PFIZER INC                    COMMON USD 0.05 717081103     98850  3425139 SH       SOLE                  3425139
PG^E CORP                     COMMON          69331C108      5220   117214 SH       SOLE                   117214
PHARMATHENE INC               COMMON #0171703 71714G102      2584  1520451 SH       DEFINED               1520451
PHH CORP                      COMMON USD 0.01 693320202       788    35906 SH       SOLE                    35906
PHILIP MORRIS INTL INC        COMMON          718172109     32946   355369 SH       SOLE                   355369
PHILLIPS 66                   COMMON          718546104      9681   138353 SH       SOLE                   138353
PILGRIMS PRIDE CORP NEW       COMMON USD 0.01 72147K108       101    11042 SH       SOLE                    11042
PINNACLE WEST CAP CORP        COMMON          723484101      1721    29733 SH       SOLE                    29733
PIONEER ENERGY SVCS CORP      COMMON USD 0.1  723664108       239    28975 SH       SOLE                    28975
PIONEER NAT RES CO            COMMON USD 0.01 723787107      3227    25968 SH       SOLE                    25968
PITNEY BOWES INC              COMMON USD 1    724479100       758    51038 SH       SOLE                    51038
PLAINS EXPL& PRODTN CO        COMMON USD 0.01 726505100      8581   180769 SH       SOLE                   180769
PLUM CREEK TIMBER CO INC      COMMON USD 0.01 729251108      2322    44485 SH       SOLE                    44485
PMC-SIERRA INC                COMMON          69344F106       128    18840 SH       SOLE                    18840
PNC FINL SVCS GROUP INC       COMMON USD 5    693475105     40950   615791 SH       SOLE                   615791
PNC FINL SVCS GROUP INC       WRT EXP 12/31/2 693475121      8668   707600 SH       SOLE                   707600
POTASH CORP SASK INC          COMMON          73755L107    104618  2663827 SH       SOLE                  2663827
PPG INDS INC                  COMMON USD 1.67 693506107      6550    48901 SH       SOLE                    48901
PPL CORP                      COMMON USD 0.01 69351T106      4786   152854 SH       SOLE                   152854
PRAXAIR INC                   COMMON USD 0.01 74005P104      7409    66428 SH       SOLE                    66428
PRECISION CASTPARTS CORP      COMMON          740189105      9533    50275 SH       SOLE                    50275
PRECISION DRILLING CORP       COMMON          74022D308       387    41847 SH       SOLE                    41847
PRICE T ROWE GROUP INC        COMMON USD 0.2  74144T108      4170    55699 SH       SOLE                    55699
PRIMERO MNG CORP              COMMON          74164W106       951   142434 SH       SOLE                   142434
PRINCIPAL FINL GROUP INC      COMMON USD 0.01 74251V102      2076    61012 SH       SOLE                    61012
PROCTER & GAMBLE CO           COMMON USD 1    742718109     66108   857877 SH       SOLE                   857877
PROGRESSIVE CORP OHIO         COMMON USD 1    743315103      3643   144145 SH       SOLE                   144145
PROGRESSIVE WASTE SOLUTIONS   COMMON          74339G101       410    19349 SH       SOLE                    19349
PROLOGIS                      3.250 MAR 15 15 74340XAT8      1157  1000000 PRN      SOLE                  1000000
PROLOGIS INC                  UNIT USD 0.01   74340W103      3928    98239 SH       SOLE                    98239
PRUDENTIAL FINL INC           COMMON USD 0.01 744320102      6155   104332 SH       SOLE                   104332
PUBLIC STORAGE                COMMON USD 0.1  74460D109      5457    35827 SH       SOLE                    35827
PUBLIC SVC ENTERPRISE GROUP   COMMON          744573106      4682   136346 SH       SOLE                   136346
PULTE GROUP INC               COMMON USD 0.01 745867101      1521    75158 SH       SOLE                    75158
PVH CORP                      COMMON USD 1    693656100      1923    18002 SH       SOLE                    18002
QEP RES INC                   COMMON          74733V100      1437    45142 SH       SOLE                    45142
QIAGEN NV                     COMMON EUR 0.01 N72482107      1730    82854 SH       SOLE                    82854
QLOGIC CORP                   COMMON          747277101       372    32110 SH       SOLE                    32110
QUALCOMM INC                  COMMON          747525103     28561   426668 SH       SOLE                   426668
QUANTA SVCS INC               COMMON          74762E102      1270    44449 SH       SOLE                    44449
QUEST DIAGNOSTICS INC         COMMON USD 0.01 74834L100      2403    42568 SH       SOLE                    42568
RADIAN GROUP INC              3.000 NOV 15 17 750236AK7      2408  2000000 PRN      SOLE                  2000000
RADIOSHACK CORP               COMMON USD 1    750438103       116    34667 SH       SOLE                    34667
RALPH LAUREN CORP             COMMON USD 0.01 751212101      2245    13258 SH       SOLE                    13258
RANGE RES CORP                COMMON USD 0.01 75281A109      2821    34814 SH       SOLE                    34814
RAYTHEON CO                   COMMON USD 0.01 755111507      4810    81821 SH       SOLE                    81821
REALOGY HLDGS CORP            COMMON USD 0.01 75605Y106     29304   600000 SH       SOLE                   600000
REALTY INCOME CORP            UNIT USD 1      756109104       746    16446 SH       SOLE                    16446
RED HAT INC                   COMMON          756577102      2095    41444 SH       SOLE                    41444
REGENCY CTRS CORP             UNIT USD 0.01   758849103       206     3898 SH       SOLE                     3898
REGIONS FINL CORP NEW         COMMON USD 0.01 7591EP100     60033  7330005 SH       SOLE                  7330005
RENAISSANCERE HOLDINGS LTD    COMMON USD 1    G7496G103      2916    31700 SH       SOLE                    31700
REPUBLIC SVCS INC             COMMON USD 0.01 760759100    114191  3460348 SH       SOLE                  3460348
REYNOLDS AMERICAN INC         COMMON          761713106      4057    91186 SH       SOLE                    91186
RF MICRODEVICES INC           COMMON          749941100       449    84462 SH       SOLE                    84462
ROBERT HALF INTL INC          COMMON          770323103      1111    29604 SH       SOLE                    29604
ROCKWELL AUTOMATION INC       COMMON USD 1    773903109      2597    30073 SH       SOLE                    30073
ROCKWELL COLLINS INC          COMMON USD 0.01 774341101     54800   868191 SH       SOLE                   868191
ROGERS COMMUNICATIONS INC     CLASS B NON-VOT 775109200     62536  1224385 SH       SOLE                  1224385
ROPER INDS INC NEW            COMMON USD 0.01 776696106      3005    23605 SH       SOLE                    23605
ROSS STORES INC               COMMON USD 0.01 778296103      2902    47864 SH       SOLE                    47864
ROVI CORP                     COMMON          779376102       245    11438 SH       SOLE                    11438
ROWAN COMPANIES PLC           COMMON USD 0.13 G7665A101       974    27545 SH       SOLE                    27545
ROYAL BK CDA MONTREAL QUE     COMMON          780087102    273889  4546686 SH       SOLE                  4546686
ROYAL DUTCH SHELL PLC         ADR CLASS A     780259206     96019  1473595 SH       SOLE                  1473595
ROYAL GOLD INC                COMMON USD 0.01 780287108       327     4606 SH       SOLE                     4606
RYDER SYS INC                 COMMON USD 0.5  783549108      1006    16832 SH       SOLE                    16832
SAFEWAY INC                   COMMON USD 0.01 786514208     14590   553700 SH       SOLE                   553700
SAIC INC                      COMMON          78390X101       945    69764 SH       SOLE                    69764
SAKS INC                      COMMON USD 0.1  79377W108      4132   360253 SH       SOLE                   360253
SALESFORCE COM INC            COMMON          79466L302      4247    23751 SH       SOLE                    23751
SANDERSON FARMS INC           COMMON USD 1    800013104       316     5786 SH       SOLE                     5786
SANDISK CORP                  1.000 MAY 15 13 80004CAC5      2001  2000000 PRN      SOLE                  2000000
SANDISK CORP                  COMMON          80004C101      2852    51889 SH       SOLE                    51889
SAUER-DANFOSS INC             COMMON USD 0.01 804137107       271     4635 SH       SOLE                     4635
SCANA CORP NEW                COMMON          80589M102      1842    35996 SH       SOLE                    35996
SCHEIN HENRY INC              COMMON USD 0.01 806407102       596     6436 SH       SOLE                     6436
SCHLUMBERGER LTD              COMMON USD 0.01 806857108     20599   275061 SH       SOLE                   275061
SCHNITZER STL INDS            COMMON USD 1    806882106       325    12183 SH       SOLE                    12183
SCHWAB CHARLES CORP NEW       COMMON USD 0.01 808513105      4148   234497 SH       SOLE                   234497
SCRIPPS NETWORKS INTERACT IN  CLASS A         811065101      1264    19638 SH       SOLE                    19638
SEAGATE TECHNOLOGY PLC        COMMON          G7945M107      9139   250000 SH       SOLE                   250000
SEALED AIR CORP NEW           COMMON USD 0.1  81211K100      1076    44629 SH       SOLE                    44629
SELECT SECTOR SPDR TR         ETF             81369Y803      7568   250000 SH  CALL SOLE                   250000
SEMPRA ENERGY                 COMMON          816851109      5010    62668 SH       SOLE                    62668
SENIOR HSG PPTYS TR           UNIT USD 0.01   81721M109       617    23013 SH       SOLE                    23013
SHAW COMMUNICATIONS INC       CLASS B NON-VOT 82028K200     30951  1249771 SH       SOLE                  1249771
SHERWIN WILLIAMS CO           COMMON USD 1    824348106      3096    18334 SH       SOLE                    18334
SIGMA ALDRICH CORP            COMMON USD 1    826552101      2465    31743 SH       SOLE                    31743
SILVER WHEATON CORP           COMMON          828336107     34081  1088823 SH       SOLE                  1088823
SIMON PPTY GROUP INC NEW      COMMON          828806109     10961    69128 SH       SOLE                    69128
SKYWEST INC                   COMMON          830879102       177    11001 SH       SOLE                    11001
SLM CORP                      COMMON USD 0.2  78442P106      2152   104966 SH       SOLE                   104966
SMITH & WESSON HLDG CORP      COMMON          831756101       322    35759 SH       SOLE                    35759
SMITHFIELD FOODS INC          4.000 JUN 30 13 832248AR9      3533  3000000 PRN      SOLE                  3000000
SMUCKER J M CO                COMMON          832696405      2672    26949 SH       SOLE                    26949
SNAP ON INC                   COMMON USD 1    833034101      1029    12437 SH       SOLE                    12437
SOHU COM INC                  COMMON          83408W103      3388    68298 SH       SOLE                    68298
SOUTHERN CO                   COMMON USD 5    842587107      9771   208251 SH       SOLE                   208251
SOUTHWEST AIRLS CO            COMMON USD 1    844741108      2521   187015 SH       SOLE                   187015
SOUTHWESTERN ENERGY CO        COMMON USD 0.01 845467109      2831    75973 SH       SOLE                    75973
SPIRIT AEROSYSTEMS HLDGS INC  CLASS A         848574109      6555   345159 SH       SOLE                   345159
SPRINT NEXTEL CORP            COMMON USD 2    852061100    249730 40214244 SH       SOLE                 40214244
ST JUDE MED INC               COMMON USD 0.1  790849103      2716    67153 SH       SOLE                    67153
STANDARD PAC CORP NEW         1.250 AUG 01 32 85375CBC4       641   500000 PRN      SOLE                   500000
STANLEY BLACK & DECKER INC    COMMON USD 2.5  854502101      2550    31487 SH       SOLE                    31487
STAPLES INC                   COMMON          855030102      2179   162376 SH       SOLE                   162376
STARBUCKS CORP                COMMON          855244109      8747   153586 SH       SOLE                   153586
STERICYCLE INC                COMMON USD 0.01 858912108     34291   322947 SH       SOLE                   322947
STRYKER CORP                  COMMON USD 0.1  863667101      4551    69756 SH       SOLE                    69756
SUN LIFE FINL INC             COMMON          866796105     53155  1948151 SH       SOLE                  1948151
SUNCOR ENERGY INC NEW         COMMON          867224107    144258  4814666 SH       SOLE                  4814666
SUNPOWER CORP                 4.750 APR 15 14 867652AC3      2010  2000000 PRN      SOLE                  2000000
SUNTRUST BKS INC              COMMON USD 1    867914103    149087  5174842 SH       SOLE                  5174842
SUNTRUST BKS INC              WRT EXP 11/14/2 867914111       155    50000 SH       SOLE                    50000
SUNTRUST BKS INC              WRT EXP 12/31/2 867914129       320    40000 SH       SOLE                    40000
SUPERVALU INC                 COMMON USD 1    868536103       239    47340 SH       SOLE                    47340
SWIFT TRANSN CO               COMMON          87074U101       395    27875 SH       SOLE                    27875
SYMANTEC CORP                 1.000 JUN 15 13 871503AF5      2583  2000000 PRN      SOLE                  2000000
SYMANTEC CORP                 COMMON USD 0.01 871503108      1459    59120 SH       SOLE                    59120
SYNOVUS FINL CORP             COMMON USD 1    87161C105        33    12022 SH       SOLE                    12022
SYSCO CORP                    COMMON USD 1    871829107      5246   149159 SH       SOLE                   149159
TAIWAN SEMICONDUCTOR MFG LTD  ADR             874039100     13537   787465 SH       SOLE                   787465
TALISMAN ENERGY INC           COMMON          87425E103     40984  3352497 SH       SOLE                  3352497
TARGET CORP                   COMMON USD 0.08 87612E106     39221   572985 SH       SOLE                   572985
TAUBMAN CTRS INC              UNIT USD 0.01   876664103       555     7142 SH       SOLE                     7142
TE CONNECTIVITY LTD           COMMON USD 0.2  H84989104      3913    93320 SH       SOLE                    93320
TECK RESOURCES LTD            CLASS B         878742204     43547  1546893 SH       SOLE                  1546893
TECO ENERGY INC               COMMON USD 1    872375100      1366    76681 SH       SOLE                    76681
TELEPHONE & DATA SYS INC      COMMON USD 0.01 879433829       621    29483 SH       SOLE                    29483
TELUS CORP                    COMMON          87971M103     14194   205530 SH       SOLE                   205530
TENET HEALTHCARE CORP         COMMON USD 0.05 88033G407       765    16077 SH       SOLE                    16077
TERADATA CORP DEL             COMMON USD 0.01 88076W103      2142    36609 SH       SOLE                    36609
TERADYNE INC                  COMMON USD 0.13 880770102       634    39093 SH       SOLE                    39093
TESORO CORP                   COMMON USD 0.17 881609101      1916    32731 SH       SOLE                    32731
TEVA PHARMACEUTICAL INDS LTD  ADR             881624209     43918  1106800 SH       SOLE                  1106800
TEXAS INSTRS INC              COMMON USD 1    882508104     19187   540780 SH       SOLE                   540780
TEXTRON INC                   4.500 MAY 01 13 883203BN0      1586   700000 PRN      SOLE                   700000
TEXTRON INC                   COMMON USD 0.13 883203101     64393  2160106 SH       SOLE                  2160106
THE ADT CORPORATION           COMMON USD 0.01 00101J106      2464    50357 SH       SOLE                    50357
THERMO FISHER SCIENTIFIC INC  COMMON USD 1    883556102     86365  1129106 SH       SOLE                  1129106
THOMPSON CREEK METALS CO INC  COMMON          884768102        72    23948 SH       SOLE                    23948
THOMSON REUTERS CORP          COMMON          884903105     32917  1014631 SH       SOLE                  1014631
TIFFANY & CO NEW              COMMON USD 0.01 886547108      1771    25463 SH       SOLE                    25463
TIM HORTONS INC               COMMON          88706M103     28943   532599 SH       SOLE                   532599
TIME WARNER CABLE INC         COMMON USD 0.01 88732J207     89950   936397 SH       SOLE                   936397
TIME WARNER INC               COMMON USD 0.01 887317303     11732   203614 SH       SOLE                   203614
TIME WARNER TELECOM INC       2.375 APR 01 26 887319AC5      1353  1000000 PRN      SOLE                  1000000
TJX COS INC NEW               COMMON USD 1    872540109      6683   142948 SH       SOLE                   142948
TORCHMARK CORP                COMMON USD 1    891027104      1758    29404 SH       SOLE                    29404
TORONTO DOMINION BK ONT       COMMON          891160509    244897  2941635 SH       SOLE                  2941635
TOTAL S A                     ADR             89151E109       267     5560 SH       SOLE                     5560
TOTAL SYS SVCS INC            COMMON USD 0.1  891906109      1253    50566 SH       SOLE                    50566
TRANSALTA CORP                COMMON          89346D107     12315   842541 SH       SOLE                   842541
TRANSCANADA CORP              COMMON          89353D107    112483  2356219 SH       SOLE                  2356219
TRANSOCEAN LTD                COMMON CHF 15   H8817H100      8804   169339 SH       SOLE                   169339
TRAVELERS COMPANIES INC       COMMON          89417E109     14440   171516 SH       SOLE                   171516
TRIPADVISOR INC               COMMON          896945201     98958  1884203 SH       SOLE                  1884203
TRULIA INC                    COMMON          897888103       437    13931 SH       DEFINED                 13931
TTM TECHNOLOGIES INC          3.250 MAY 15 15 87305RAC3      2004  2000000 PRN      SOLE                  2000000
TYCO INTERNATIONAL LTD        COMMON USD 8.3  H89128104      3295   102961 SH       SOLE                   102961
TYSON FOODS INC               3.250 OCT 15 13 902494AP8      2966  2000000 PRN      SOLE                  2000000
TYSON FOODS INC               CLASS A         902494103       944    38050 SH       SOLE                    38050
UBIQUITI NETWORKS INC         COMMON          90347A100       155    11261 SH       SOLE                    11261
UBS AG                        COMMON CHF 0.1  H89231338    140202  9124698 SH       SOLE                  9124698
UDR INC                       UNIT USD 0.01   902653104       374    15448 SH       SOLE                    15448
UNION PAC CORP                COMMON USD 2.5  907818108     18813   132103 SH       SOLE                   132103
UNIT CORP                     COMMON USD 0.2  909218109       766    16818 SH       SOLE                    16818
UNITED STATES STL CORP NEW    4.000 MAY 15 14 912909AE8      3137  3000000 PRN      SOLE                  3000000
UNITED STATES STL CORP NEW    COMMON USD 1    912909108       886    45418 SH       SOLE                    45418
UNITED TECHNOLOGIES CORP      COMMON USD 1    913017109     16530   176927 SH       SOLE                   176927
UNITED THERAPEUTICS CORP DEL  COMMON USD 0.01 91307C102       253     4153 SH       SOLE                     4153
UNITEDHEALTH GROUP INC        COMMON USD 0.01 91324P102     15926   278373 SH       SOLE                   278373
UNIVERSAL CORP VA             COMMON          913456109       213     3801 SH       SOLE                     3801
UNUM GROUP                    COMMON USD 0.1  91529Y106      1704    60318 SH       SOLE                    60318
URBAN OUTFITTERS INC          COMMON          917047102       976    25201 SH       SOLE                    25201
URS CORP NEW                  COMMON USD 0.01 903236107       459     9685 SH       SOLE                     9685
US BANCORP DEL                COMMON USD 0.01 902973304     13870   408777 SH       SOLE                   408777
V F CORP                      COMMON USD 1    918204108      3178    18944 SH       SOLE                    18944
VALE S A                      ADR CLASS P     91912E204     23142  1400000 SH       SOLE                  1400000
VALEANT PHARMACEUTICALS INTL  COMMON          91911K102     66647   887884 SH       SOLE                   887884
VALERO ENERGY CORP NEW        COMMON USD 0.01 91913Y100      5822   127988 SH       SOLE                   127988
VARIAN MED SYS INC            COMMON USD 1    92220P105      1722    23912 SH       SOLE                    23912
VENTAS INC                    COMMON USD 0.25 92276F100      5416    73983 SH       SOLE                    73983
VERISIGN INC                  COMMON          92343E102      1673    35389 SH       SOLE                    35389
VERMILION ENERGY INC          COMMON          923725105       618    11939 SH       SOLE                    11939
VIACOM INC NEW                CLASS B         92553P201    134158  2182144 SH       SOLE                  2182144
VIMPELCOM LTD                 ADR             92719A106     40340  3392748 SH       SOLE                  3392748
VIRGIN MEDIA INC              6.500 NOV 15 16 92769LAB7      5266  2000000 PRN      SOLE                  2000000
VIRGIN MEDIA INC              COMMON USD 0.01 92769L101     11566   236187 SH       SOLE                   236187
VISA INC                      CLASS A         92826C839     18166   106958 SH       SOLE                   106958
VISHAY INTERTECHNOLOGY INC    COMMON USD 0.1  928298108       431    31699 SH       SOLE                    31699
VIVUS INC                     COMMON          928551100      2200   200000 SH       SOLE                   200000
VORNADO RLTY TR               COMMON USD 0.04 929042109      3641    43528 SH       SOLE                    43528
VULCAN MATLS CO               COMMON USD 1    929160109      1384    26770 SH       SOLE                    26770
W & T OFFSHORE INC            COMMON          92922P106       853    60084 SH       SOLE                    60084
WAL-MART STORES INC           COMMON USD 0.1  931142103     28444   380113 SH       SOLE                   380113
WALGREEN CO                   COMMON USD 0.08 931422109     24473   513278 SH       SOLE                   513278
WALTER ENERGY INC             COMMON USD 0.01 93317Q105       201     7055 SH       SOLE                     7055
WASHINGTON POST CO            CLASS B         939640108       496     1109 SH       SOLE                     1109
WATERS CORP                   COMMON USD 0.01 941848103      1736    18487 SH       SOLE                    18487
WELLPOINT INC                 COMMON USD 0.01 94973V107      9993   150876 SH       SOLE                   150876
WELLS FARGO & CO NEW          COMMON USD 1.67 949746101    169366  4578705 SH       SOLE                  4578705
WELLS FARGO & CO NEW          WRT EXP 10/28/2 949746119     12991  1082600 SH       SOLE                  1082600
WENDYS CO                     COMMON USD 0.1  95058W100      3548   625286 SH       SOLE                   625286
WESTERN DIGITAL CORP          COMMON USD 0.01 958102105     22241   442256 SH       SOLE                   442256
WESTERN REFNG INC             COMMON USD 0.01 959319104       426    12043 SH       SOLE                    12043
WESTERN UN CO                 COMMON USD 0.01 959802109      1950   129631 SH       SOLE                   129631
WEYERHAEUSER CO               COMMON USD 1.25 962166104      6540   208411 SH       SOLE                   208411
WHIRLPOOL CORP                COMMON USD 1    963320106      2069    17470 SH       SOLE                    17470
WHITING PETE CORP NEW         COMMON          966387102       469     9223 SH       SOLE                     9223
WHOLE FOODS MKT INC           COMMON          966837106      4803    55361 SH       SOLE                    55361
WILLIAMS COS INC DEL          COMMON USD 1    969457100      5386   143780 SH       SOLE                   143780
WINDSTREAM CORP               COMMON          97381W104      1294   163228 SH       SOLE                   163228
WISCONSIN ENERGY CORP         COMMON USD 0.01 976657106      2623    61152 SH       SOLE                    61152
WMS INDS INC                  COMMON USD 0.5  929297109      5333   211550 SH       SOLE                   211550
WORLD ACCEP CORP DEL          COMMON          981419104       270     3146 SH       SOLE                     3146
WPX ENERGY INC                COMMON          98212B103       942    58808 SH       SOLE                    58808
WYNDHAM WORLDWIDE CORP        COMMON USD 0.01 98310W108      2000    31010 SH       SOLE                    31010
WYNN RESORTS LTD              COMMON USD 0.01 983134107      2200    17579 SH       SOLE                    17579
XCEL ENERGY INC               COMMON USD 2.5  98389B100      4367   147038 SH       SOLE                   147038
XEROX CORP                    COMMON USD 1    984121103      2641   307039 SH       SOLE                   307039
XILINX INC                    2.625 JUN 15 17 983919AF8      1423  1000000 PRN      SOLE                  1000000
XILINX INC                    COMMON USD 0.01 983919101      1843    48297 SH       SOLE                    48297
XL GROUP PLC                  COMMON USD 0.01 G98290102      2014    66458 SH       SOLE                    66458
XYLEM INC                     COMMON          98419M100      1101    39938 SH       SOLE                    39938
YAMANA GOLD INC               COMMON          98462Y100     36303  2356704 SH       SOLE                  2356704
YUM BRANDS INC                COMMON          988498101      6777    94204 SH       SOLE                    94204
ZIMMER HLDGS INC              COMMON USD 0.01 98956P102      6904    91778 SH       SOLE                    91778
ZIONS BANCORPORATION          COMMON          989701107      1229    49177 SH       SOLE                    49177
ZYNGA INC                     COMMON          98986T108       107    31956 SH       SOLE                    31956