-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, B3cB6bLwIWaW014tgH7r8FRte9jWiIWOnBBRgdnQS8AJEatxGaWSQv7eOyCqam2y dNGUYZzQBEFy6xI4kXZCFw== 0001323255-08-000015.txt : 20080513 0001323255-08-000015.hdr.sgml : 20080513 20080513122631 ACCESSION NUMBER: 0001323255-08-000015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080513 DATE AS OF CHANGE: 20080513 EFFECTIVENESS DATE: 20080513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: APG All Pensions Group CENTRAL INDEX KEY: 0001434819 IRS NUMBER: 000000000 STATE OF INCORPORATION: P7 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13074 FILM NUMBER: 08826501 BUSINESS ADDRESS: STREET 1: OUDE LINDESTRAAT 70 STREET 2: POSTBUS 6401 CITY: HEERLEN STATE: P7 ZIP: 00000 BUSINESS PHONE: 917-368-3500 MAIL ADDRESS: STREET 1: APG INVESTMENTS US INC. STREET 2: 666 3RD AVE, 2ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 nlq108.txt APGNL2008Q1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/2008 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: APG All Pensions Group Address: Oude Lindestraat 70 Postbus 6401 Heerlen, The Netherlands, 13F File Number: 28-00000 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Leo Palmen Title: General Counsel Phone: (917) 368-3519 Signature, Place, and Date of Signing: Leo Palmen New York, NY May 12, 2008 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F File Number Name 28-11397 APG Investments US Inc. 28-11014 Loyalis Financial Services NV FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 629 Form13F Information Table Value Total: $18,555,648 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE 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 COM 88579Y101 57061 720925 SH Sole 720925 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 371 30744 SH Sole 30744 0 0 ABBOTT LABS COM 002824100 57915 1050141 SH Sole 1050141 0 0 ABERCROMBIE & FITCH CO CL A 002896207 389 5317 SH Sole 5317 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 21889 622369 SH Sole 622369 0 0 ACTIVISION INC NEW COM NEW 004930202 1139 41707 SH Sole 41707 0 0 ADOBE SYS INC COM 00724F101 2665 74885 SH Sole 74885 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 757 22232 SH Sole 22232 0 0 ADVANCED MICRO DEVICES INC COM 007903107 6296 1068900 SH Sole 1068900 0 0 AES CORP COM 00130H105 15942 956356 SH Sole 956356 0 0 AETNA INC NEW COM 00817Y108 2520 59862 SH Sole 59862 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1301 25963 SH Sole 25963 0 0 AFLAC INC COM 001055102 3002 46225 SH Sole 46225 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1832 61412 SH Sole 61412 0 0 AGNICO EAGLE MINES LTD COM 008474108 4586 67596 SH Sole 67596 0 0 AGRIUM INC COM 008916108 392 6316 SH Sole 6316 0 0 AIR PRODS & CHEMS INC COM 009158106 15707 170731 SH Sole 170731 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 536 19027 SH Sole 19027 0 0 ALCOA INC COM 013817101 29766 825449 SH Sole 825449 0 0 ALLEGHENY ENERGY INC COM 017361106 1989 39389 SH Sole 39389 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 5329 74677 SH Sole 74677 0 0 ALLERGAN INC COM 018490102 888 15741 SH Sole 15741 0 0 ALLIANT ENERGY CORP COM 018802108 18852 538464 SH Sole 538464 0 0 ALLSTATE CORP COM 020002101 22971 477964 SH Sole 477964 0 0 ALTERA CORP COM 021441100 12556 681266 SH Sole 681266 0 0 ALTRIA GROUP INC COM 02209S103 52270 2354510 SH Sole 2354510 0 0 AMAZON COM INC COM 023135106 47243 662595 SH Sole 662595 0 0 AMEREN CORP COM 023608102 8372 190091 SH Sole 190091 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 45156 709000 SH Sole 709000 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 7148 209252 SH Sole 209252 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8228 469883 SH Sole 469883 0 0 AMERICAN ELEC PWR INC COM 025537101 33889 814064 SH Sole 814064 0 0 AMERICAN EXPRESS CO COM 025816109 30134 689247 SH Sole 689247 0 0 AMERICAN INTL GROUP INC COM 026874107 87778 2029560 SH Sole 2029560 0 0 AMERICAN TOWER CORP CL A 029912201 1330 33916 SH Sole 33916 0 0 AMERIPRISE FINL INC COM 03076C106 19362 373428 SH Sole 373428 0 0 AMERISOURCEBERGEN CORP COM 03073E105 10346 252462 SH Sole 252462 0 0 AMGEN INC COM 031162100 140460 3361902 SH Sole 3361902 0 0 AMPHENOL CORP NEW CL A 032095101 319 8563 SH Sole 8563 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 409 13992 SH Sole 13992 0 0 ANADARKO PETE CORP COM 032511107 38678 613650 SH Sole 613650 0 0 ANALOG DEVICES INC COM 032654105 20856 706497 SH Sole 706497 0 0 ANHEUSER BUSCH COS INC COM 035229103 52930 1115497 SH Sole 1115497 0 0 APACHE CORP COM 037411105 51389 425338 SH Sole 425338 0 0 APOLLO GROUP INC CL A 037604105 29386 680221 SH Sole 680221 0 0 APPLE INC COM 037833100 165454 1152990 SH Sole 1152990 0 0 APPLERA CORP COM AP BIO GRP 038020103 657 20003 SH Sole 20003 0 0 APPLIED MATLS INC COM 038222105 125182 6416277 SH Sole 6416277 0 0 AQUA AMERICA INC COM 03836W103 2313 123182 SH Sole 123182 0 0 ARCH COAL INC COM 039380100 3199 73545 SH Sole 73545 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 152466130500000 PRN Sole 130500000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6987 169755 SH Sole 169755 0 0 ARROW ELECTRS INC COM 042735100 884 26278 SH Sole 26278 0 0 ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 26219 30500000 PRN Sole 30500000 0 0 ASSOCIATED BANC CORP COM 045487105 3425 128599 SH Sole 128599 0 0 AT&T INC COM 00206R102 367543 9596423 SH Sole 9596423 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 13666 795013 SH Sole 795013 0 0 AUTODESK INC COM 052769106 707 22454 SH Sole 22454 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 7333 172990 SH Sole 172990 0 0 AUTOZONE INC COM 053332102 383 3364 SH Sole 3364 0 0 AVERY DENNISON CORP COM 053611109 266 5409 SH Sole 5409 0 0 AVIS BUDGET GROUP COM 053774105 2337 220040 SH Sole 220040 0 0 AVNET INC COM 053807103 1008 30791 SH Sole 30791 0 0 AVON PRODS INC COM 054303102 15010 379618 SH Sole 379618 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 270 7934 SH Sole 7934 0 0 BAKER HUGHES INC COM 057224107 36728 536182 SH Sole 536182 0 0 BALL CORP COM 058498106 1341 29197 SH Sole 29197 0 0 BANK MONTREAL QUE COM 063671101 47977 1071322 SH Sole 1071322 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 27342 602673 SH Sole 602673 0 0 BANK OF AMERICA CORPORATION COM 060505104 398816 10520077 SH Sole 10520077 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 42705 1023364 SH Sole 1023364 0 0 BARD C R INC COM 067383109 354 3672 SH Sole 3672 0 0 BARR PHARMACEUTICALS INC COM 068306109 253 5240 SH Sole 5240 0 0 BARRICK GOLD CORP COM 067901108 19734 451174 SH Sole 451174 0 0 BAXTER INTL INC COM 071813109 29061 502613 SH Sole 502613 0 0 BB&T CORP COM 054937107 3154 98380 SH Sole 98380 0 0 BCE INC COM NEW 05534B760 25389 749673 SH Sole 749673 0 0 BEA SYS INC COM 073325102 296 15460 SH Sole 15460 0 0 BECTON DICKINSON & CO COM 075887109 1091 12714 SH Sole 12714 0 0 BED BATH & BEYOND INC COM 075896100 12833 435029 SH Sole 435029 0 0 BERKLEY W R CORP COM 084423102 9362 338099 SH Sole 338099 0 0 BEST BUY INC COM 086516101 11773 283972 SH Sole 283972 0 0 BIG LOTS INC COM 089302103 9894 443690 SH Sole 443690 0 0 BIOGEN IDEC INC COM 09062X103 22217 360142 SH Sole 360142 0 0 BIOVAIL CORP COM 09067J109 7179 666650 SH Sole 666650 0 0 BJ SVCS CO COM 055482103 9275 325319 SH Sole 325319 0 0 BLACK & DECKER CORP COM 091797100 6988 105714 SH Sole 105714 0 0 BMC SOFTWARE INC COM 055921100 644 19813 SH Sole 19813 0 0 BOEING CO COM 097023105 270393 3635785 SH Sole 3635785 0 0 BORGWARNER INC COM 099724106 38727 900000 SH Sole 900000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 566 43966 SH Sole 43966 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 25898 1215875 SH Sole 1215875 0 0 BROADCOM CORP CL A 111320107 18499 960000 SH Sole 960000 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 379 21535 SH Sole 21535 0 0 BROWN FORMAN CORP CL B 115637209 10288 155359 SH Sole 155359 0 0 BUNGE LIMITED COM G16962105 2631 30282 SH Sole 30282 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 25529 276827 SH Sole 276827 0 0 CA INC COM 12673P105 1908 84789 SH Sole 84789 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 500 23322 SH Sole 23322 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 362 33862 SH Sole 33862 0 0 CAE INC COM 124765108 2365 208678 SH Sole 208678 0 0 CAMECO CORP COM 13321L108 14203 430664 SH Sole 430664 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 17046 409373 SH Sole 409373 0 0 CAMPBELL SOUP CO COM 134429109 5809 171104 SH Sole 171104 0 0 CANADIAN NAT RES LTD COM 136385101 45737 667847 SH Sole 667847 0 0 CANADIAN NATL RY CO COM 136375102 1831 37740 SH Sole 37740 0 0 CANADIAN PAC RY LTD COM 13645T100 482 7492 SH Sole 7492 0 0 CAPITAL ONE FINL CORP COM 14040H105 13595 276218 SH Sole 276218 0 0 CAPITALSOURCE INC COM 14055X102 580 60000 SH Sole 60000 0 0 CARDINAL HEALTH INC COM 14149Y108 1253 23866 SH Sole 23866 0 0 CARNIVAL CORP PAIRED CTF 143658300 1030 25435 SH Sole 25435 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 52826 48000000 PRN Sole 48000000 0 0 CATERPILLAR INC DEL COM 149123101 178880 2284843 SH Sole 2284843 0 0 CBS CORP NEW CL B 124857202 10687 484034 SH Sole 484034 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 90509 1404967 SH Sole 1404967 0 0 CELANESE CORP DEL COM SER A 150870103 1277 32693 SH Sole 32693 0 0 CELGENE CORP COM 151020104 11523 188002 SH Sole 188002 0 0 CENTERPOINT ENERGY INC COM 15189T107 3940 276104 SH Sole 276104 0 0 CENTEX CORP COM 152312104 15589 643920 SH Sole 643920 0 0 CENTURYTEL INC COM 156700106 4517 135903 SH Sole 135903 0 0 CEPHALON INC COM 156708109 1993 30948 SH Sole 30948 0 0 CHARLES RIV LABS INTL INC COM 159864107 206 3495 SH Sole 3495 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 53399 42000000 PRN Sole 42000000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 20183 437330 SH Sole 437330 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 126986100000000 PRN Sole 100000000 0 0 CHEVRON CORP NEW COM 166764100 238839 2798017 SH Sole 2798017 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 6119 4930000 PRN Sole 4930000 0 0 CHOICEPOINT INC COM 170388102 1001 21039 SH Sole 21039 0 0 CHUBB CORP COM 171232101 16828 340098 SH Sole 340098 0 0 CIGNA CORP COM 125509109 9033 222656 SH Sole 222656 0 0 CIMAREX ENERGY CO COM 171798101 767 14011 SH Sole 14011 0 0 CINCINNATI FINL CORP COM 172062101 322 8457 SH Sole 8457 0 0 CINTAS CORP COM 172908105 226 7919 SH Sole 7919 0 0 CIRCUIT CITY STORE INC COM 172737108 178 44773 SH Sole 44773 0 0 CISCO SYS INC COM 17275R102 343384 14254225 SH Sole 14254225 0 0 CIT GROUP INC COM 125581108 194 16404 SH Sole 16404 0 0 CITIGROUP INC COM 172967101 173071 8079898 SH Sole 8079898 0 0 CITRIX SYS INC COM 177376100 969 33026 SH Sole 33026 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 7586 259614 SH Sole 259614 0 0 CLOROX CO DEL COM 189054109 3475 61345 SH Sole 61345 0 0 CME GROUP INC COM 12572Q105 889 1895 SH Sole 1895 0 0 COACH INC COM 189754104 8053 267113 SH Sole 267113 0 0 COCA COLA CO COM 191216100 234441 3851502 SH Sole 3851502 0 0 COCA COLA ENTERPRISES INC COM 191219104 10212 421998 SH Sole 421998 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 329 11411 SH Sole 11411 0 0 COLGATE PALMOLIVE CO COM 194162103 41456 532095 SH Sole 532095 0 0 COLONIAL BANCGROUP INC COM 195493309 171 17766 SH Sole 17766 0 0 COMCAST CORP NEW CL A SPL 20030N200 3083 162510 SH Sole 162510 0 0 COMCAST CORP NEW CL A 20030N101 44843 2318668 SH Sole 2318668 0 0 COMERICA INC COM 200340107 6074 173133 SH Sole 173133 0 0 COMMERCE BANCORP INC NJ COM 200519106 782 22345 SH Sole 22345 0 0 COMPUTER SCIENCES CORP COM 205363104 686 16820 SH Sole 16820 0 0 COMPUWARE CORP COM 205638109 712 96954 SH Sole 96954 0 0 CONAGRA FOODS INC COM 205887102 2945 122967 SH Sole 122967 0 0 CONOCOPHILLIPS COM 20825C104 118833 1559287 SH Sole 1559287 0 0 CONSOL ENERGY INC COM 20854P109 8711 125897 SH Sole 125897 0 0 CONSOLIDATED EDISON INC COM 209115104 10433 262806 SH Sole 262806 0 0 CONSTELLATION BRANDS INC CL A 21036P108 849 48054 SH Sole 48054 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 22956 260064 SH Sole 260064 0 0 COOPER INDS LTD CL A G24182100 1469 36598 SH Sole 36598 0 0 CORNING INC COM 219350105 55551 2310784 SH Sole 2310784 0 0 COSTCO WHSL CORP NEW COM 22160K105 71731 1104066 SH Sole 1104066 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 388 70502 SH Sole 70502 0 0 COVANCE INC COM 222816100 272 3278 SH Sole 3278 0 0 COVENTRY HEALTH CARE INC COM 222862104 24100 597276 SH Sole 597276 0 0 COVIDIEN LTD COM G2552X108 18338 414413 SH Sole 414413 0 0 CROWN CASTLE INTL CORP COM 228227104 20184 585216 SH Sole 585216 0 0 CUMMINS INC COM 231021106 11172 238622 SH Sole 238622 0 0 CVS CAREMARK CORPORATION COM 126650100 166276 4104574 SH Sole 4104574 0 0 D R HORTON INC COM 23331A109 26398 1676065 SH Sole 1676065 0 0 DANAHER CORP DEL COM 235851102 22010 289492 SH Sole 289492 0 0 DARDEN RESTAURANTS INC COM 237194105 266 8163 SH Sole 8163 0 0 DEAN FOODS CO NEW COM 242370104 853 42466 SH Sole 42466 0 0 DEERE & CO COM 244199105 52639 654390 SH Sole 654390 0 0 DELL INC COM 24702R101 57847 2903957 SH Sole 2903957 0 0 DENBURY RES INC COM NEW 247916208 1075 37661 SH Sole 37661 0 0 DEVON ENERGY CORP NEW COM 25179M103 55862 535439 SH Sole 535439 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 15131 129991 SH Sole 129991 0 0 DIRECTV GROUP INC COM 25459L106 16309 657903 SH Sole 657903 0 0 DISCOVER FINL SVCS COM 254709108 618 37766 SH Sole 37766 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 19742 930346 SH Sole 930346 0 0 DISH NETWORK CORP CL A 25470M109 11383 396197 SH Sole 396197 0 0 DISNEY WALT CO COM DISNEY 254687106 31279 996772 SH Sole 996772 0 0 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 134380125000000 PRN Sole 125000000 0 0 DOMINION RES INC VA NEW COM 25746U109 21824 534378 SH Sole 534378 0 0 DOMTAR CORP COM 257559104 6675 976508 SH Sole 976508 0 0 DONNELLEY R R & SONS CO COM 257867101 10061 331923 SH Sole 331923 0 0 DOVER CORP COM 260003108 21022 503151 SH Sole 503151 0 0 DOW CHEM CO COM 260543103 37395 1014802 SH Sole 1014802 0 0 DTE ENERGY CO COM 233331107 76823 1975391 SH Sole 1975391 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 44769 957425 SH Sole 957425 0 0 DUKE ENERGY CORP NEW COM 26441C105 55977 3135983 SH Sole 3135983 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 296 3642 SH Sole 3642 0 0 DYNEGY INC DEL CL A 26817G102 3664 464352 SH Sole 464352 0 0 E M C CORP MASS COM 268648102 50909 3550170 SH Sole 3550170 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 142558121000000 PRN Sole 121000000 0 0 E TRADE FINANCIAL CORP COM 269246104 1047 271173 SH Sole 271173 0 0 EASTMAN CHEM CO COM 277432100 1278 20457 SH Sole 20457 0 0 EATON CORP COM 278058102 14320 179746 SH Sole 179746 0 0 EBAY INC COM 278642103 27003 904932 SH Sole 904932 0 0 ECHOSTAR CORP CL A 278768106 218 7393 SH Sole 7393 0 0 ECOLAB INC COM 278865100 2418 55665 SH Sole 55665 0 0 EDISON INTL COM 281020107 14017 285944 SH Sole 285944 0 0 EL PASO CORP COM 28336L109 7746 465501 SH Sole 465501 0 0 ELAN PLC ADR 284131208 6209 297671 SH Sole 297671 0 0 ELDORADO GOLD CORP NEW COM 284902103 109 15777 SH Sole 15777 0 0 ELECTRONIC ARTS INC COM 285512109 614 12303 SH Sole 12303 0 0 ELECTRONIC DATA SYS NEW COM 285661104 9626 578165 SH Sole 578165 0 0 EMBARQ CORP COM 29078E105 835 20815 SH Sole 20815 0 0 EMERSON ELEC CO COM 291011104 65134 1265724 SH Sole 1265724 0 0 ENBRIDGE INC COM 29250N105 11667 282800 SH Sole 282800 0 0 ENCANA CORP COM 292505104 172402 2262094 SH Sole 2262094 0 0 ENERGIZER HLDGS INC COM 29266R108 21684 239657 SH Sole 239657 0 0 ENERGY EAST CORP COM 29266M109 9960 412951 SH Sole 412951 0 0 ENERPLUS RES FD UNIT TR G NEW 29274D604 15205 349413 SH Sole 349413 0 0 ENSCO INTL INC COM 26874Q100 17339 276896 SH Sole 276896 0 0 ENTERGY CORP NEW COM 29364G103 42679 391263 SH Sole 391263 0 0 EOG RES INC COM 26875P101 30490 254084 SH Sole 254084 0 0 EQUIFAX INC COM 294429105 253 7342 SH Sole 7342 0 0 EQUITABLE RES INC COM 294549100 6313 107184 SH Sole 107184 0 0 EVEREST RE GROUP LTD COM G3223R108 53852 601501 SH Sole 601501 0 0 EXELON CORP COM 30161N101 108278 1332323 SH Sole 1332323 0 0 EXPRESS SCRIPTS INC COM 302182100 462 7185 SH Sole 7185 0 0 EXTERRAN HLDGS INC COM 30225X103 1371 21240 SH Sole 21240 0 0 EXXON MOBIL CORP COM 30231G102 718412 8493873 SH Sole 8493873 0 0 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 4552 15625 SH Sole 15625 0 0 FAMILY DLR STORES INC COM 307000109 28872 1480641 SH Sole 1480641 0 0 FASTENAL CO COM 311900104 605 13176 SH Sole 13176 0 0 FEDERAL HOME LN MTG CORP COM 313400301 8748 345511 SH Sole 345511 0 0 FEDERAL NATL MTG ASSN COM 313586109 18840 715814 SH Sole 715814 0 0 FEDEX CORP COM 31428X106 20736 223758 SH Sole 223758 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 290 7614 SH Sole 7614 0 0 FIFTH THIRD BANCORP COM 316773100 1229 58749 SH Sole 58749 0 0 FIRST HORIZON NATL CORP COM 320517105 216 15395 SH Sole 15395 0 0 FIRST SOLAR INC COM 336433107 1377 5956 SH Sole 5956 0 0 FIRSTENERGY CORP COM 337932107 43429 632888 SH Sole 632888 0 0 FISERV INC COM 337738108 297 6182 SH Sole 6182 0 0 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 54807 57000000 PRN Sole 57000000 0 0 FLUOR CORP NEW COM 343412102 16423 116343 SH Sole 116343 0 0 FMC TECHNOLOGIES INC COM 30249U101 8960 157497 SH Sole 157497 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 17851 3120799 SH Sole 3120799 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 141346163500000 PRN Sole 163500000 0 0 FORDING CDN COAL TR TR UNIT 345425102 3705 70744 SH Sole 70744 0 0 FOREST LABS INC COM 345838106 43249 1080959 SH Sole 1080959 0 0 FOSTER WHEELER LTD SHS NEW G36535139 1092 19280 SH Sole 19280 0 0 FPL GROUP INC COM 302571104 22055 351527 SH Sole 351527 0 0 FRANKLIN RES INC COM 354613101 13761 141883 SH Sole 141883 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 156801 1629609 SH Sole 1629609 0 0 GANNETT INC COM 364730101 431 14841 SH Sole 14841 0 0 GAP INC DEL COM 364760108 2491 126596 SH Sole 126596 0 0 GARMIN LTD ORD G37260109 757 14013 SH Sole 14013 0 0 GENENTECH INC COM NEW 368710406 47027 579292 SH Sole 579292 0 0 GENERAL ELECTRIC CO COM 369604103 335386 9062039 SH Sole 9062039 0 0 GENERAL MLS INC COM 370334104 45537 760466 SH Sole 760466 0 0 GENERAL MTRS CORP COM 370442105 14850 779542 SH Sole 779542 0 0 GENUINE PARTS CO COM 372460105 1310 32567 SH Sole 32567 0 0 GENWORTH FINL INC COM CL A 37247D106 6773 299170 SH Sole 299170 0 0 GENZYME CORP COM 372917104 10648 142849 SH Sole 142849 0 0 GILDAN ACTIVEWEAR INC COM 375916103 214 5658 SH Sole 5658 0 0 GILEAD SCIENCES INC COM 375558103 31453 610376 SH Sole 610376 0 0 GOLDCORP INC NEW COM 380956409 14746 379313 SH Sole 379313 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 140381 848786 SH Sole 848786 0 0 GOODRICH CORP COM 382388106 677 11779 SH Sole 11779 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 5294 205179 SH Sole 205179 0 0 GOOGLE INC CL A 38259P508 87292 198179 SH Sole 198179 0 0 GRAINGER W W INC COM 384802104 1104 14453 SH Sole 14453 0 0 GRANT PRIDECO INC COM 38821G101 6875 139683 SH Sole 139683 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 681 64121 SH Sole 64121 0 0 GUARANTY FINL GROUP INC COM 40108N106 171 16122 SH Sole 16122 0 0 HALLIBURTON CO COM 406216101 182718 4645754 SH Sole 4645754 0 0 HANSEN NAT CORP COM 411310105 7432 210549 SH Sole 210549 0 0 HARLEY DAVIDSON INC COM 412822108 10768 287143 SH Sole 287143 0 0 HARRIS CORP DEL COM 413875105 319 6582 SH Sole 6582 0 0 HARSCO CORP COM 415864107 478 8633 SH Sole 8633 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 84142 1110495 SH Sole 1110495 0 0 HARVEST ENERGY TR TRUST UNIT 41752X101 19840 885111 SH Sole 885111 0 0 HASBRO INC COM 418056107 56072 2009746 SH Sole 2009746 0 0 HEALTH NET INC COM 42222G108 345 11212 SH Sole 11212 0 0 HEINZ H J CO COM 423074103 12415 264314 SH Sole 264314 0 0 HERSHEY CO COM 427866108 7181 190625 SH Sole 190625 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 4263 353444 SH Sole 353444 0 0 HESS CORP COM 42809H107 13175 149405 SH Sole 149405 0 0 HEWLETT PACKARD CO COM 428236103 139040 3045115 SH Sole 3045115 0 0 HILLENBRAND INDS INC COM 431573104 552 11549 SH Sole 11549 0 0 HOLOGIC INC COM 436440101 1067 19193 SH Sole 19193 0 0 HOME DEPOT INC COM 437076102 73778 2637741 SH Sole 2637741 0 0 HONEYWELL INTL INC COM 438516106 59804 1059970 SH Sole 1059970 0 0 HOSPIRA INC COM 441060100 2271 53105 SH Sole 53105 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 678 64000 SH Sole 64000 0 0 HUDSON CITY BANCORP COM 443683107 1084 61288 SH Sole 61288 0 0 HUMANA INC COM 444859102 49324 1099501 SH Sole 1099501 0 0 HUNTINGTON BANCSHARES INC COM 446150104 456 42396 SH Sole 42396 0 0 HUNTSMAN CORP COM 447011107 891 37829 SH Sole 37829 0 0 IAC INTERACTIVECORP COM NEW 44919P300 246 11857 SH Sole 11857 0 0 ILLINOIS TOOL WKS INC COM 452308109 29038 602069 SH Sole 602069 0 0 IMPERIAL OIL LTD COM NEW 453038408 8543 162932 SH Sole 162932 0 0 IMS HEALTH INC COM 449934108 7362 350388 SH Sole 350388 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 16192 363208 SH Sole 363208 0 0 INTEL CORP COM 458140100 197505 9325052 SH Sole 9325052 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 339 2596 SH Sole 2596 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 342660 2976030 SH Sole 2976030 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1100 24975 SH Sole 24975 0 0 INTERSIL CORP CL A 46069S109 6666 259700 SH Sole 259700 0 0 INTL PAPER CO COM 460146103 8882 326527 SH Sole 326527 0 0 INTUIT COM 461202103 859 31796 SH Sole 31796 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1092 3366 SH Sole 3366 0 0 INVESCO LTD SHS G491BT108 455 18667 SH Sole 18667 0 0 INVITROGEN CORP COM 46185R100 9196 107597 SH Sole 107597 0 0 ISHARES TR NASDQ BIO INDX 464287556 158946 2096636 SH Sole 2096636 0 0 ITRON INC COM 465741106 54138 600000 SH Sole 600000 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 96871 62000000 PRN Sole 62000000 0 0 ITT CORP NEW COM 450911102 18285 352917 SH Sole 352917 0 0 IVANHOE MINES LTD COM 46579N103 1472 141189 SH Sole 141189 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 900 12232 SH Sole 12232 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 137 10210 SH Sole 10210 0 0 JOHNSON & JOHNSON COM 478160104 147731 2277335 SH Sole 2277335 0 0 JOHNSON CTLS INC COM 478366107 21718 642547 SH Sole 642547 0 0 JOY GLOBAL INC COM 481165108 8627 132394 SH Sole 132394 0 0 JP MORGAN CHASE & CO COM 46625H100 168533 3923941 SH Sole 3923941 0 0 JUNIPER NETWORKS INC COM 48203R104 21075 842995 SH Sole 842995 0 0 KB HOME COM 48666K109 8866 358496 SH Sole 358496 0 0 KBR INC COM 48242W106 13903 501368 SH Sole 501368 0 0 KELLOGG CO COM 487836108 5300 100841 SH Sole 100841 0 0 KEYCORP NEW COM 493267108 11438 521100 SH Sole 521100 0 0 KIMBERLY CLARK CORP COM 494368103 60069 930584 SH Sole 930584 0 0 KING PHARMACEUTICALS INC COM 495582108 6693 769316 SH Sole 769316 0 0 KINROSS GOLD CORP COM NO PAR 496902404 6538 292928 SH Sole 292928 0 0 KLA-TENCOR CORP COM 482480100 15182 409212 SH Sole 409212 0 0 KOHLS CORP COM 500255104 4412 102859 SH Sole 102859 0 0 KRAFT FOODS INC CL A 50075N104 40121 1293795 SH Sole 1293795 0 0 KROGER CO COM 501044101 41810 1646067 SH Sole 1646067 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 864 11733 SH Sole 11733 0 0 LAM RESEARCH CORP COM 512807108 9974 260962 SH Sole 260962 0 0 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 63148 63000000 PRN Sole 63000000 0 0 LAS VEGAS SANDS CORP COM 517834107 479 6500 SH Sole 6500 0 0 LAUDER ESTEE COS INC CL A 518439104 40653 886660 SH Sole 886660 0 0 LEGG MASON INC COM 524901105 9597 171441 SH Sole 171441 0 0 LEGGETT & PLATT INC COM 524660107 3501 229562 SH Sole 229562 0 0 LEHMAN BROS HLDGS INC COM 524908100 55403 1471921 SH Sole 1471921 0 0 LENNAR CORP CL A 526057104 14410 766100 SH Sole 766100 0 0 LEUCADIA NATL CORP COM 527288104 344 7608 SH Sole 7608 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 266 125364 SH Sole 125364 0 0 LEXMARK INTL NEW CL A 529771107 17583 572355 SH Sole 572355 0 0 LIBERTY GLOBAL INC COM SER C 530555309 489 15068 SH Sole 15068 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 7873 500169 SH Sole 500169 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 20392 900692 SH Sole 900692 0 0 LILLY ELI & CO COM 532457108 19709 382023 SH Sole 382023 0 0 LINCARE HLDGS INC COM 532791100 6553 233124 SH Sole 233124 0 0 LINEAR TECHNOLOGY CORP COM 535678106 15166 494175 SH Sole 494175 0 0 LOEWS CORP CAROLNA GP STK 540424207 1972 27175 SH Sole 27175 0 0 LOEWS CORP COM 540424108 702 17446 SH Sole 17446 0 0 LOUISIANA PAC CORP COM 546347105 757 82500 SH Sole 82500 0 0 LOWES COS INC COM 548661107 38713 1687556 SH Sole 1687556 0 0 LSI CORPORATION COM 502161102 8260 1668726 SH Sole 1668726 0 0 M & T BK CORP COM 55261F104 8917 110798 SH Sole 110798 0 0 M D C HLDGS INC COM 552676108 7129 162800 SH Sole 162800 0 0 MACYS INC COM 55616P104 227 9852 SH Sole 9852 0 0 MAGNA INTL INC CL A 559222401 11343 155924 SH Sole 155924 0 0 MANITOWOC INC COM 563571108 507 12420 SH Sole 12420 0 0 MANPOWER INC COM 56418H100 283 5023 SH Sole 5023 0 0 MANULIFE FINL CORP COM 56501R106 23874 623473 SH Sole 623473 0 0 MARATHON OIL CORP COM 565849106 20876 457806 SH Sole 457806 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1080 10174 SH Sole 10174 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 13617 1251596 SH Sole 1251596 0 0 MASCO CORP COM 574599106 14763 744501 SH Sole 744501 0 0 MASSEY ENERGY CORP COM 576206106 438 12001 SH Sole 12001 0 0 MASTERCARD INC CL A 57636Q104 1546 6932 SH Sole 6932 0 0 MATTEL INC COM 577081102 33903 1703669 SH Sole 1703669 0 0 MCAFEE INC COM 579064106 208 6292 SH Sole 6292 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1120 30289 SH Sole 30289 0 0 MCDERMOTT INTL INC COM 580037109 69549 1268686 SH Sole 1268686 0 0 MCDONALDS CORP COM 580135101 58043 1040756 SH Sole 1040756 0 0 MCGRAW HILL COS INC COM 580645109 34930 945321 SH Sole 945321 0 0 MCKESSON CORP COM 58155Q103 1190 22725 SH Sole 22725 0 0 MDS INC COM 55269P302 5897 302543 SH Sole 302543 0 0 MEADWESTVACO CORP COM 583334107 1568 57592 SH Sole 57592 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5119 116892 SH Sole 116892 0 0 MEDTRONIC INC COM 585055106 33037 683016 SH Sole 683016 0 0 MEMC ELECTR MATLS INC COM 552715104 37798 533113 SH Sole 533113 0 0 MERCK & CO INC COM 589331107 69284 1825653 SH Sole 1825653 0 0 MERITAGE HOMES CORP COM 59001A102 1714 88700 SH Sole 88700 0 0 MERRILL LYNCH & CO INC COM 590188108 49595 1217353 SH Sole 1217353 0 0 METHANEX CORP COM 59151K108 9464 359648 SH Sole 359648 0 0 METLIFE INC COM 59156R108 2653 44027 SH Sole 44027 0 0 METROPCS COMMUNICATIONS INC COM 591708102 237 13924 SH Sole 13924 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 14568 445100 SH Sole 445100 0 0 MICRON TECHNOLOGY INC COM 595112103 9147 1532100 SH Sole 1532100 0 0 MICROSOFT CORP COM 594918104 201977 7116863 SH Sole 7116863 0 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 2817 182209 SH Sole 182209 0 0 MIRANT CORP NEW COM 60467R100 8544 234788 SH Sole 234788 0 0 MOHAWK INDS INC COM 608190104 5762 80468 SH Sole 80468 0 0 MOLSON COORS BREWING CO CL B 60871R209 1947 37048 SH Sole 37048 0 0 MONSANTO CO NEW COM 61166W101 56726 508752 SH Sole 508752 0 0 MOODYS CORP COM 615369105 18861 541503 SH Sole 541503 0 0 MORGAN STANLEY COM NEW 617446448 63209 1383124 SH Sole 1383124 0 0 MOSAIC CO COM 61945A107 12102 117950 SH Sole 117950 0 0 MOTOROLA INC COM 620076109 13298 1429914 SH Sole 1429914 0 0 MURPHY OIL CORP COM 626717102 5498 66931 SH Sole 66931 0 0 NABORS INDUSTRIES LTD SHS G6359F103 10158 300799 SH Sole 300799 0 0 NATIONAL CITY CORP COM 635405103 15264 1534053 SH Sole 1534053 0 0 NATIONAL OILWELL VARCO INC COM 637071101 115430 1977210 SH Sole 1977210 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 11819 645125 SH Sole 645125 0 0 NAVTEQ CORP COM 63936L100 53796 791114 SH Sole 791114 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 646 35468 SH Sole 35468 0 0 NEWFIELD EXPL CO COM 651290108 7050 133396 SH Sole 133396 0 0 NEWMONT MINING CORP COM 651639106 18134 400320 SH Sole 400320 0 0 NEWS CORP CL B 65248E203 355 18650 SH Sole 18650 0 0 NEXEN INC COM 65334H102 17053 574427 SH Sole 574427 0 0 NII HLDGS INC CL B NEW 62913F201 1004 31596 SH Sole 31596 0 0 NIKE INC CL B 654106103 26877 395250 SH Sole 395250 0 0 NISOURCE INC COM 65473P105 32306 1873887 SH Sole 1873887 0 0 NOBLE CORPORATION SHS G65422100 23468 472480 SH Sole 472480 0 0 NOBLE ENERGY INC COM 655044105 20629 283369 SH Sole 283369 0 0 NORFOLK SOUTHERN CORP COM 655844108 11114 204607 SH Sole 204607 0 0 NORTEL NETWORKS CORP NEW COM NEW 656568508 138 20169 SH Sole 20169 0 0 NORTHERN TR CORP COM 665859104 522 7850 SH Sole 7850 0 0 NOVELLUS SYS INC COM 670008101 44254 2102327 SH Sole 2102327 0 0 NRG ENERGY INC COM NEW 629377508 13869 355716 SH Sole 355716 0 0 NUCOR CORP COM 670346105 15827 233646 SH Sole 233646 0 0 NVIDIA CORP COM 67066G104 25982 1312907 SH Sole 1312907 0 0 NVR INC COM 62944T105 14629 24483 SH Sole 24483 0 0 NYMEX HOLDINGS INC COM 62948N104 374 4132 SH Sole 4132 0 0 NYSE EURONEXT COM 629491101 10966 177443 SH Sole 177443 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 97480 1332244 SH Sole 1332244 0 0 OMNICOM GROUP INC COM 681919106 17259 390662 SH Sole 390662 0 0 OMNICOM GROUP INC NOTE 7/3 681919AM8 105334105000000 PRN Sole 105000000 0 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 29247 978500 SH Sole 978500 0 0 OPEN TEXT CORP COM 683715106 471 14883 SH Sole 14883 0 0 ORACLE CORP COM 68389X105 66604 3405107 SH Sole 3405107 0 0 OSHKOSH CORP COM 688239201 1067 29413 SH Sole 29413 0 0 OWENS CORNING NEW COM 690742101 1188 65500 SH Sole 65500 0 0 OWENS ILL INC COM NEW 690768403 2509 44465 SH Sole 44465 0 0 PACCAR INC COM 693718108 18982 421813 SH Sole 421813 0 0 PACTIV CORP COM 695257105 1030 39297 SH Sole 39297 0 0 PALL CORP COM 696429307 694 19782 SH Sole 19782 0 0 PARKER HANNIFIN CORP COM 701094104 43698 630829 SH Sole 630829 0 0 PATTERSON COMPANIES INC COM 703395103 368 10131 SH Sole 10131 0 0 PATTERSON UTI ENERGY INC COM 703481101 3123 119305 SH Sole 119305 0 0 PAYCHEX INC COM 704326107 1145 33420 SH Sole 33420 0 0 PEABODY ENERGY CORP COM 704549104 7761 152186 SH Sole 152186 0 0 PENN WEST ENERGY TR TR UNIT 707885109 19426 692090 SH Sole 692090 0 0 PENTAIR INC COM 709631105 310 9712 SH Sole 9712 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 728 42028 SH Sole 42028 0 0 PEPCO HOLDINGS INC COM 713291102 4609 186430 SH Sole 186430 0 0 PEPSI BOTTLING GROUP INC COM 713409100 1151 33955 SH Sole 33955 0 0 PEPSICO INC COM 713448108 115021 1593082 SH Sole 1593082 0 0 PETRO-CDA COM 71644E102 29038 666254 SH Sole 666254 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 33043 323606 SH Sole 323606 0 0 PFIZER INC COM 717081103 359850 17193033 SH Sole 17193033 0 0 PG&E CORP COM 69331C108 53967 1465699 SH Sole 1465699 0 0 PINNACLE WEST CAP CORP COM 723484101 5574 158891 SH Sole 158891 0 0 PIONEER NAT RES CO COM 723787107 6695 136307 SH Sole 136307 0 0 PLAINS EXPL& PRODTN CO COM 726505100 2938 55281 SH Sole 55281 0 0 PMI GROUP INC COM 69344M101 160 27500 SH Sole 27500 0 0 PNC FINL SVCS GROUP INC COM 693475105 8636 131709 SH Sole 131709 0 0 POLO RALPH LAUREN CORP CL A 731572103 259 4450 SH Sole 4450 0 0 POTASH CORP SASK INC COM 73755L107 26927 173221 SH Sole 173221 0 0 PPG INDS INC COM 693506107 4811 79500 SH Sole 79500 0 0 PPL CORP COM 69351T106 28994 631404 SH Sole 631404 0 0 PRAXAIR INC COM 74005P104 13114 155697 SH Sole 155697 0 0 PRECISION CASTPARTS CORP COM 740189105 16705 163647 SH Sole 163647 0 0 PRICE T ROWE GROUP INC COM 74144T108 8272 165431 SH Sole 165431 0 0 PRIDE INTL INC DEL COM 74153Q102 6716 192168 SH Sole 192168 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3333 59816 SH Sole 59816 0 0 PROCTER & GAMBLE CO COM 742718109 238586 3404963 SH Sole 3404963 0 0 PROGRESS ENERGY INC COM 743263105 30344 727666 SH Sole 727666 0 0 PROGRESSIVE CORP OHIO COM 743315103 16462 1024376 SH Sole 1024376 0 0 PROVIDENT ENERGY TR TR UNIT 74386K104 3340 312942 SH Sole 312942 0 0 PRUDENTIAL FINL INC COM 744320102 24215 309460 SH Sole 309460 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 31233 777122 SH Sole 777122 0 0 PULTE HOMES INC COM 745867101 19562 1344445 SH Sole 1344445 0 0 QLOGIC CORP COM 747277101 285 18553 SH Sole 18553 0 0 QUALCOMM INC COM 747525103 114662 2796641 SH Sole 2796641 0 0 QUEST DIAGNOSTICS INC COM 74834L100 3087 68181 SH Sole 68181 0 0 QUESTAR CORP COM 748356102 9039 159812 SH Sole 159812 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 1066 235231 SH Sole 235231 0 0 RADIAN GROUP INC COM 750236101 263 40042 SH Sole 40042 0 0 RADIOSHACK CORP COM 750438103 238 14619 SH Sole 14619 0 0 RANGE RES CORP COM 75281A109 9332 147083 SH Sole 147083 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 15823 801158 SH Sole 801158 0 0 RELIANT ENERGY INC COM 75952B105 8175 345677 SH Sole 345677 0 0 REPUBLIC SVCS INC COM 760759100 335 11466 SH Sole 11466 0 0 RESEARCH IN MOTION LTD COM 760975102 126712 1127556 SH Sole 1127556 0 0 REYNOLDS AMERICAN INC COM 761713106 19530 330846 SH Sole 330846 0 0 ROBERT HALF INTL INC COM 770323103 588 22836 SH Sole 22836 0 0 ROCKWELL AUTOMATION INC COM 773903109 22590 393411 SH Sole 393411 0 0 ROCKWELL COLLINS INC COM 774341101 1549 27104 SH Sole 27104 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 32766 910622 SH Sole 910622 0 0 ROHM & HAAS CO COM 775371107 2697 49873 SH Sole 49873 0 0 ROPER INDS INC NEW COM 776696106 838 14100 SH Sole 14100 0 0 ROSS STORES INC COM 778296103 258 8628 SH Sole 8628 0 0 ROWAN COS INC COM 779382100 1995 48441 SH Sole 48441 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 74597 1596271 SH Sole 1596271 0 0 RYLAND GROUP INC COM 783764103 6238 189667 SH Sole 189667 0 0 SAFECO CORP COM 786429100 34112 777383 SH Sole 777383 0 0 SAFEWAY INC COM NEW 786514208 24023 818492 SH Sole 818492 0 0 SALESFORCE COM INC COM 79466L302 213 3686 SH Sole 3686 0 0 SANDISK CORP COM 80004C101 557 24693 SH Sole 24693 0 0 SANMINA SCI CORP COM 800907107 105 64889 SH Sole 64889 0 0 SARA LEE CORP COM 803111103 8875 634817 SH Sole 634817 0 0 SCANA CORP NEW COM 80589M102 3822 104487 SH Sole 104487 0 0 SCHERING PLOUGH CORP COM 806605101 5828 404454 SH Sole 404454 0 0 SCHLUMBERGER LTD COM 806857108 224218 2577223 SH Sole 2577223 0 0 SCHWAB CHARLES CORP NEW COM 808513105 8025 426165 SH Sole 426165 0 0 SEAGATE TECHNOLOGY SHS G7945J104 1024 48887 SH Sole 48887 0 0 SEALED AIR CORP NEW COM 81211K100 982 38902 SH Sole 38902 0 0 SEMPRA ENERGY COM 816851109 13764 258334 SH Sole 258334 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1033 56460 SH Sole 56460 0 0 SHERWIN WILLIAMS CO COM 824348106 9067 177649 SH Sole 177649 0 0 SIGMA ALDRICH CORP COM 826552101 2355 39476 SH Sole 39476 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 213 74553 SH Sole 74553 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 46590 1727486 SH Sole 1727486 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 14596 675433 SH Sole 675433 0 0 SL GREEN RLTY CORP COM 78440X101 1726 21188 SH Sole 21188 0 0 SLM CORP COM 78442P106 371 24150 SH Sole 24150 0 0 SMITH INTL INC COM 832110100 18804 292763 SH Sole 292763 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 467 60674 SH Sole 60674 0 0 SOUTHERN CO COM 842587107 38237 1073776 SH Sole 1073776 0 0 SOUTHERN COPPER CORP COM 84265V105 3027 29155 SH Sole 29155 0 0 SOUTHWEST AIRLS CO COM 844741108 39367 3174734 SH Sole 3174734 0 0 SOUTHWESTERN ENERGY CO COM 845467109 22456 666545 SH Sole 666545 0 0 SOVEREIGN BANCORP INC COM 845905108 436 46775 SH Sole 46775 0 0 SPDR TR UNIT SER 1 78462F103 46018 348703 SH Sole 348703 0 0 SPECTRA ENERGY CORP COM 847560109 2219 97537 SH Sole 97537 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 76229 11394472 SH Sole 11394472 0 0 SPX CORP COM 784635104 7007 66798 SH Sole 66798 0 0 ST JUDE MED INC COM 790849103 88408 2046966 SH Sole 2046966 0 0 STANLEY WKS COM 854616109 6300 132288 SH Sole 132288 0 0 STAPLES INC COM 855030102 36141 1634600 SH Sole 1634600 0 0 STARBUCKS CORP COM 855244109 59833 3419006 SH Sole 3419006 0 0 STATE STR CORP COM 857477103 16744 211955 SH Sole 211955 0 0 STRYKER CORP COM 863667101 614 9432 SH Sole 9432 0 0 SUN LIFE FINL INC COM 866796105 3817 81610 SH Sole 81610 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 9055 583081 SH Sole 583081 0 0 SUNCOR ENERGY INC COM 867229106 29124 301206 SH Sole 301206 0 0 SUNOCO INC COM 86764P109 3905 74415 SH Sole 74415 0 0 SUNPOWER CORP COM CL A 867652109 272 3647 SH Sole 3647 0 0 SUNTRUST BKS INC COM 867914103 8055 146074 SH Sole 146074 0 0 SUPERVALU INC COM 868536103 11064 369032 SH Sole 369032 0 0 SYMANTEC CORP COM 871503108 84293 5071784 SH Sole 5071784 0 0 SYNOPSYS INC COM 871607107 27673 1218543 SH Sole 1218543 0 0 SYSCO CORP COM 871829107 35963 1239247 SH Sole 1239247 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3311 322397 SH Sole 322397 0 0 TALISMAN ENERGY INC COM 87425E103 22309 1257041 SH Sole 1257041 0 0 TARGET CORP COM 87612E106 82026 1618515 SH Sole 1618515 0 0 TCF FINL CORP COM 872275102 250 13935 SH Sole 13935 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 207 12556 SH Sole 12556 0 0 TECK COMINCO LTD CL B 878742204 97537 2377746 SH Sole 2377746 0 0 TELEPHONE & DATA SYS INC COM 879433100 274 6989 SH Sole 6989 0 0 TELLABS INC COM 879664100 109 19993 SH Sole 19993 0 0 TELUS CORP NON-VTG SHS 87971M202 25183 597440 SH Sole 597440 0 0 TEMPLE INLAND INC COM 879868107 3843 302102 SH Sole 302102 0 0 TENARIS S A SPONSORED ADR 88031M109 3502 70258 SH Sole 70258 0 0 TEREX CORP NEW COM 880779103 661 10576 SH Sole 10576 0 0 TESORO CORP COM 881609101 38400 1280000 SH Sole 1280000 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 210294185000000 PRN Sole 185000000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 219233 4746340 SH Sole 4746340 0 0 TEXAS INSTRS INC COM 882508104 80991 2864917 SH Sole 2864917 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1248 21950 SH Sole 21950 0 0 THOMSON CORP COM 884903105 1301 38670 SH Sole 38670 0 0 TIFFANY & CO NEW COM 886547108 355 8493 SH Sole 8493 0 0 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 23630 731800 SH Sole 731800 0 0 TIME WARNER CABLE INC CL A 88732J108 6709 268556 SH Sole 268556 0 0 TIME WARNER INC COM 887317105 50761 3620595 SH Sole 3620595 0 0 TJX COS INC NEW COM 872540109 862 26060 SH Sole 26060 0 0 TOLL BROTHERS INC COM 889478103 14059 598745 SH Sole 598745 0 0 TORCHMARK CORP COM 891027104 345 5736 SH Sole 5736 0 0 TRANE INC COM 892893108 857 18662 SH Sole 18662 0 0 TRANSALTA CORP COM 89346D107 20315 652815 SH Sole 652815 0 0 TRANSCANADA CORP COM 89353D107 34615 898045 SH Sole 898045 0 0 TRANSOCEAN INC NEW SHS G90073100 55857 413144 SH Sole 413144 0 0 TRAVELERS COMPANIES INC COM 89417E109 30815 644002 SH Sole 644002 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 815 23741 SH Sole 23741 0 0 TYCO INTL LTD BERMUDA SHS G9143X208 78645 1785356 SH Sole 1785356 0 0 TYSON FOODS INC CL A 902494103 10860 680862 SH Sole 680862 0 0 U S G CORP COM NEW 903293405 4080 110800 SH Sole 110800 0 0 ULTRA PETROLEUM CORP COM 903914109 13471 173814 SH Sole 173814 0 0 UNION PAC CORP COM 907818108 839 6693 SH Sole 6693 0 0 UNIONBANCAL CORP COM 908906100 2059 41950 SH Sole 41950 0 0 UNISYS CORP COM 909214108 357 80619 SH Sole 80619 0 0 UNITED PARCEL SERVICE INC CL B 911312106 61129 837160 SH Sole 837160 0 0 UNITED RENTALS INC COM 911363109 727 38600 SH Sole 38600 0 0 UNITED STATES STL CORP NEW COM 912909108 4645 36616 SH Sole 36616 0 0 UNITED TECHNOLOGIES CORP COM 913017109 133776 1943856 SH Sole 1943856 0 0 UNITEDHEALTH GROUP INC COM 91324P102 34890 1015425 SH Sole 1015425 0 0 US BANCORP DEL COM NEW 902973304 69685 2153420 SH Sole 2153420 0 0 UST INC COM 902911106 2173 39862 SH Sole 39862 0 0 V F CORP COM 918204108 1899 24496 SH Sole 24496 0 0 VALERO ENERGY CORP NEW COM 91913Y100 26127 532003 SH Sole 532003 0 0 VARIAN MED SYS INC COM 92220P105 2624 56020 SH Sole 56020 0 0 VERISIGN INC COM 92343E102 1026 30863 SH Sole 30863 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 180561 4975854 SH Sole 4975854 0 0 VIACOM INC NEW CL B 92553P201 2054 51832 SH Sole 51832 0 0 VIRGIN MEDIA INC COM 92769L101 2023 143753 SH Sole 143753 0 0 VIRGIN MOBILE USA INC CL A 92769R108 10150 5000000 SH Sole 5000000 0 0 VULCAN MATLS CO COM 929160109 1746 26301 SH Sole 26301 0 0 WACHOVIA CORP NEW COM 929903102 135577 5021376 SH Sole 5021376 0 0 WAL MART STORES INC COM 931142103 225799 4286232 SH Sole 4286232 0 0 WALGREEN CO COM 931422109 15044 394950 SH Sole 394950 0 0 WASHINGTON MUT INC COM 939322103 20366 1977268 SH Sole 1977268 0 0 WASHINGTON POST CO CL B 939640108 215 325 SH Sole 325 0 0 WASTE MGMT INC DEL COM 94106L109 1052 31336 SH Sole 31336 0 0 WATERS CORP COM 941848103 1262 22656 SH Sole 22656 0 0 WATSON PHARMACEUTICALS INC COM 942683103 33517 1143141 SH Sole 1143141 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 29050 400854 SH Sole 400854 0 0 WELLPOINT INC COM 94973V107 8859 200759 SH Sole 200759 0 0 WELLS FARGO & CO NEW COM 949746101 112793 3876043 SH Sole 3876043 0 0 WENDYS INTL INC COM 950590109 3341 144880 SH Sole 144880 0 0 WESTERN DIGITAL CORP COM 958102105 10757 397808 SH Sole 397808 0 0 WESTERN UN CO COM 959802109 2027 95287 SH Sole 95287 0 0 WEYERHAEUSER CO COM 962166104 37703 579687 SH Sole 579687 0 0 WHIRLPOOL CORP COM 963320106 10652 122752 SH Sole 122752 0 0 WHOLE FOODS MKT INC COM 966837106 6809 206528 SH Sole 206528 0 0 WILLIAMS COS INC DEL COM 969457100 19351 586751 SH Sole 586751 0 0 WILLIAMS SONOMA INC COM 969904101 3407 140562 SH Sole 140562 0 0 WINDSTREAM CORP COM 97381W104 458 38326 SH Sole 38326 0 0 WISCONSIN ENERGY CORP COM 976657106 4725 107411 SH Sole 107411 0 0 WRIGLEY WM JR CO COM 982526105 14484 230494 SH Sole 230494 0 0 WYETH COM 983024100 13531 324010 SH Sole 324010 0 0 WYNN RESORTS LTD COM 983134107 435 4323 SH Sole 4323 0 0 XCEL ENERGY INC COM 98389B100 7717 386819 SH Sole 386819 0 0 XEROX CORP COM 984121103 19582 1308083 SH Sole 1308083 0 0 XILINX INC COM 983919101 13618 573404 SH Sole 573404 0 0 XTO ENERGY INC COM 98385X106 29282 473352 SH Sole 473352 0 0 YAHOO INC COM 984332106 12628 436495 SH Sole 436495 0 0 YAMANA GOLD INC COM 98462Y100 6149 418964 SH Sole 418964 0 0 YUM BRANDS INC COM 988498101 1451 39007 SH Sole 39007 0 0 ZIMMER HLDGS INC COM 98956P102 849 10899 SH Sole 10899 0 0 ZIONS BANCORPORATION COM 989701107 7288 159991 SH Sole 159991 0 0
-----END PRIVACY-ENHANCED MESSAGE-----