-----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, MUJixO3jCw3hng9+yjA0uCMYy05AD7P0UkMtwrrJtRw7cItnOV/rC19zW2USQe7+ u1DSi2LvBNnrzxX1sSKXRw== 0001144204-08-011312.txt : 20080222 0001144204-08-011312.hdr.sgml : 20080222 20080222143727 ACCESSION NUMBER: 0001144204-08-011312 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080222 DATE AS OF CHANGE: 20080222 EFFECTIVENESS DATE: 20080222 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CANADA PENSION PLAN INVESTMENT BOARD CENTRAL INDEX KEY: 0001283718 IRS NUMBER: 980361334 STATE OF INCORPORATION: A6 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12303 FILM NUMBER: 08636034 MAIL ADDRESS: STREET 1: ONE QUEEN STREET EAST STREET 2: STE 2700 CITY: TORONTO ONTARIO STATE: A6 ZIP: 0000 13F-HR 1 v104697_13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2007 ----------------- 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: Canada Pension Plan Investment Board Address: One Queen Street East, Suite 2600 Toronto, Ontario, M5C 2W .Canada. Form 13F File Number: 28-12303 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: John H. Butler ------------------------------------ Title: Senior Vice President -General Counsel & Corporate Secretary Phone: 416-868-1171 Signature, Place, and Date of Signing: /s/ John H. Butler Toronto, Ontario 21 February 2008 - -------------------------------------------------------------------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 - Form 13F Information Table Entry Total: 722 --- Form 13F Information Table Value Total: $15,441,577 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE.
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- 1 800 FLOWERS COM CL A CL A 68243Q106 $341 40,100 Sole N/A 40,100 3M CO COM COM 88579Y101 $61,284 746,154 Sole N/A 746,154 ABBOTT LABS COM COM 002824100 $85,625 1,565,522 Sole N/A 1,565,522 ACCENTURE LTD BERMUDA CL A SHS A G1150G111 $39,795 1,133,900 Sole N/A 1,133,900 ACCURIDE CORP COM COM 004398103 $1,165 152,162 Sole N/A 152,162 ACE LTD ORD COM G0070K103 $25,674 426,635 Sole N/A 426,635 ADOBE SYS INC COM COM 00724F101 $26,317 632,276 Sole N/A 632,276 ADVANCED MICRO DEVICES INC COM COM 007903107 $4,930 674,881 Sole N/A 674,881 AES CORP COM COM 00130H105 $13,542 649,947 Sole N/A 649,947 AETNA INC NEW COM COM 00817Y108 $31,279 556,234 Sole N/A 556,234 AFFILIATED COMPUTER SERVICES CL A CL A 008190100 $5,321 121,128 Sole N/A 121,128 AFLAC INC COM COM 001055102 $39,948 654,820 Sole N/A 654,820 AGCO CORP COM COM 001084102 $1,304 19,700 Sole N/A 19,700 AGILENT TECHNOLOGIES INC COM COM 00846U101 $15,180 424,169 Sole N/A 424,169 AGL RES INC COM COM 001204106 $92 2,500 Sole N/A 2,500 AIR PRODS & CHEMS INC COM COM 009158106 $20,524 213,626 Sole N/A 213,626 AK STL HLDG CORP COM COM 001547108 $90 2,000 Sole N/A 2,000 ALBERTO CULVER CO NEW COM COM 013078100 $3,611 151,066 Sole N/A 151,066 ALCATEL-LUCENT SPONSORED ADR SPONSORED ADR REPSTG 1/5 SH 013904305 $7,668 1,075,364 Sole N/A 1,075,364 ALCOA INC COM COM 013817101 $31,110 873,819 Sole N/A 873,819 ALCON INC COM SHS COM H01301102 $13,390 96,100 Sole N/A 96,100 ALEXCO RESOURCE CORP COM ADDED COM 01535P106 $2,820 534,000 Sole N/A 534,000 ALLEGHANY CORP DEL COM COM 017175100 $39 100 Sole N/A 100 ALLEGHENY ENERGY INC COM COM 017361106 $194 3,126 Sole N/A 3,126 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 $8,500 101,000 Sole N/A 101,000 ALLERGAN INC COM COM 018490102 $23,354 373,218 Sole N/A 373,218 ALLIANCE ONE INTL INC COM COM 018772103 $1,229 310,130 Sole N/A 310,130 ALLSTATE CORP COM COM 020002101 $43,697 858,898 Sole N/A 858,898 ALTERA CORP COM COM 021441100 $8,897 472,763 Sole N/A 472,763 ALTRIA GROUP INC COM COM 02209S103 $234,912 3,190,865 Sole N/A 3,190,865 AMAZON COM INC COM COM 023135106 $5,181 57,414 Sole N/A 57,414 AMB PROPERTY CORP COM COM 00163T109 $4,810 85,787 Sole N/A 85,787 AMBAC FINL GROUP INC COM COM 023139108 $5,268 209,870 Sole N/A 209,870 AMDOCS LTD ORD SHS G02602103 $8,720 259,700 Sole N/A 259,700 AMEREN CORP COM COM 023608102 $5,324 100,816 Sole N/A 100,816 AMERICAN ELEC PWR INC COM COM 025537101 $10,672 235,317 Sole N/A 235,317 AMERICAN EXPRESS CO COM COM 025816109 $76,512 1,509,976 Sole N/A 1,509,976 AMERICAN GREETINGS CORP CL A CL A 026375105 $1,382 69,900 Sole N/A 69,900 AMERICAN INTL GROUP INC COM COM 026874107 $188,431 3,318,136 Sole N/A 3,318,136 AMERICAN TOWER CORP CL A CL A 029912201 $2,888 69,600 Sole N/A 69,600 AMERIPRISE FINL INC COM COM 03076C106 $18,900 352,075 Sole N/A 352,075 AMERISOURCEBERGEN CORP COM COM 03073E105 $14,611 334,292 Sole N/A 334,292 AMGEN INC COM COM 031162100 $51,746 1,143,919 Sole N/A 1,143,919 AMKOR TECHNOLOGY INC COM COM 031652100 $1,216 146,300 Sole N/A 146,300 AMPCO-PITTSBURGH CORP COM COM 032037103 $4 100 Sole N/A 100
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- ANADARKO PETE CORP COM COM 032511107 $55,255 863,544 Sole N/A 863,544 ANALOG DEVICES INC COM COM 032654105 $13,639 441,719 Sole N/A 441,719 ANHEUSER BUSCH COS INC COM COM 035229103 $56,977 1,117,580 Sole N/A 1,117,580 ANNALY CAP MGMT INC COM COM 035710409 $151 8,500 Sole N/A 8,500 AON CORP COM COM 037389103 $17,672 380,429 Sole N/A 380,429 APACHE CORP COM COM 037411105 $51,316 489,879 Sole N/A 489,879 APOLLO GROUP INC CL A CL A 037604105 $6,749 98,772 Sole N/A 98,772 APOLLO INVT CORP COM COM 03761U106 $1,762 106,100 Sole N/A 106,100 APPLE INC COM COM NPV 037833100 $176,182 913,125 Sole N/A 913,125 APPLERA CORP COM AP BIO GRP COM 038020103 $7,883 238,597 Sole N/A 238,597 APPLIED MATLS INC COM COM 038222105 $27,939 1,615,028 Sole N/A 1,615,028 APRIA HEALTHCARE GROUP INC COM COM 037933108 $2,273 108,200 Sole N/A 108,200 ARCH CAP GROUP LTD ORD SHS G0450A105 $2,008 29,300 Sole N/A 29,300 ARCHER DANIELS MIDLAND CO COM COM 039483102 $41,805 924,346 Sole N/A 924,346 ARIBA INC COM NEW COM NEW 04033V203 $364 33,500 Sole N/A 33,500 ARROW ELECTRS INC COM COM 042735100 $295 7,700 Sole N/A 7,700 ARUBA NETWORKS INC COM COM 043176106 $113 7,800 Sole N/A 7,800 ARVINMERITOR INC COM COM 043353101 $1 100 Sole N/A 100 ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 $811 55,300 Sole N/A 55,300 ASHLAND INC NEW COM COM 044209104 $887 19,200 Sole N/A 19,200 ASIAINFO HLDGS INC COM COM 04518A104 $179 16,700 Sole N/A 16,700 ASPEN INSURANCE HOLDINGS LTD SHS SHS G05384105 $4,776 170,000 Sole N/A 170,000 ASSURED GUARANTY LTD COM SHS G0585R106 $1,409 54,500 Sole N/A 54,500 ASYST TECHNOLOGY CORP COM COM 04648X107 $153 48,100 Sole N/A 48,100 AT&T INC COM COM 00206R102 $7,583 187,309 Sole N/A 187,309 AUTODESK INC COM COM STK NPV 052769106 $15,189 313,375 Sole N/A 313,375 AUTOMATIC DATA PROCESSING IN COM COM 053015103 $25,383 585,203 Sole N/A 585,203 AUTONATION INC COM COM 05329W102 $325 21,300 Sole N/A 21,300 AUTOZONE INC COM COM 053332102 $4,688 40,137 Sole N/A 40,137 AVALONBAY CMNTYS INC COM COM 053484101 $8,120 88,553 Sole N/A 88,553 AVERY DENNISON CORP COM COM 053611109 $6,721 129,845 Sole N/A 129,845 AVIS BUDGET GROUP COM COM 053774105 $234 18,500 Sole N/A 18,500 AVNET INC COM COM 053807103 $3,178 93,300 Sole N/A 93,300 AVON PRODS INC COM COM 054303102 $24,842 645,152 Sole N/A 645,152 AXIS CAPITAL HOLDINGS SHS SHS G0692U109 $687 18,100 Sole N/A 18,100 BAKER HUGHES INC COM COM 057224107 $36,190 458,117 Sole N/A 458,117 BALDOR ELEC CO COM COM 057741100 $85 2,600 Sole N/A 2,600 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR SPONSORED ADR 05946K101 $4,929 208,655 Sole N/A 208,655 BANK OF AMERICA CORPORATION COM COM 060505104 $238,339 5,930,294 Sole N/A 5,930,294 BANK OF NEW YORK MELLON CORP COM COM 064058100 $71,027 1,495,450 Sole N/A 1,495,450 BARD C R INC COM COM 067383109 $9,947 107,721 Sole N/A 107,721 BAXTER INTL INC COM COM 071813109 $37,844 669,274 Sole N/A 669,274 BB&T CORP COM COM 054937107 $23,663 792,063 Sole N/A 792,063 BCE INC PUT COM NEW 05534B950 $4,324 110,487 Sole N/A 110,487 BEA SYS INC COM COM 073325102 $7,194 468,000 Sole N/A 468,000
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- BEAR STEARNS COS INC COM COM 073902108 $13,004 151,272 Sole N/A 151,272 BECTON DICKINSON & CO COM COM 075887109 $20,794 255,414 Sole N/A 255,414 BED BATH & BEYOND INC COM COM 075896100 $2,815 98,327 Sole N/A 98,327 BERKSHIRE HATHAWAY INC DEL CL A CL A 084670108 $134,066 972 Sole N/A 972 BERKSHIRE HATHAWAY INC DEL CL B CL B 084670207 $64,331 13,945 Sole N/A 13,945 BEST BUY INC COM COM STK USD0.10 086516101 $4,494 87,637 Sole N/A 87,637 BIG LOTS INC COM COM 089302103 $297 19,100 Sole N/A 19,100 BIOGEN IDEC INC COM COM 09062X103 $24,911 449,293 Sole N/A 449,293 BIOMED REALTY TRUST INC COM COM 09063H107 $2,746 121,690 Sole N/A 121,690 BJ SVCS CO COM COM 055482103 $9,792 414,381 Sole N/A 414,381 BLACK & DECKER CORP COM COM 091797100 $746 11,000 Sole N/A 11,000 BLACKBAUD INC COM COM 09227Q100 $3 100 Sole N/A 100 BLACKROCK INC COM COM 09247X101 $5,997 28,400 Sole N/A 28,400 BLOCK H & R INC COM COM 093671105 $5,556 307,138 Sole N/A 307,138 BLUE NILE INC COM COM 09578R103 $603 9,100 Sole N/A 9,100 BLYTH INC COM COM 09643P108 $622 29,100 Sole N/A 29,100 BMC SOFTWARE INC COM COM 055921100 $10,445 300,864 Sole N/A 300,864 BOEING CO COM COM 097023105 $72,890 855,592 Sole N/A 855,592 BOSTON PROPERTIES INC COM COM 101121101 $25,649 286,805 Sole N/A 286,805 BOSTON SCIENTIFIC CORP COM COM 101137107 $15,401 1,359,527 Sole N/A 1,359,527 BP PLC SPONSORED ADR SPONSORED ADR 055622104 $177 2,485 Sole N/A 2,485 BRE PROPERTIES INC CL A COM 05564E106 $1,595 40,400 Sole N/A 40,400 BRISTOL MYERS SQUIBB CO COM COM 110122108 $58,696 2,272,199 Sole N/A 2,272,199 BROADCOM CORP CL A CL A 111320107 $12,544 492,657 Sole N/A 492,657 BROADRIDGE FINL SOLUTIONS IN COM COM 11133T103 $171 7,825 Sole N/A 7,825 BROOKFIELD PPTYS CORP COM COM 112900105 $5,336 284,557 Sole N/A 284,557 BROWN FORMAN CORP CL B CLASS B 115637209 $6,793 94,105 Sole N/A 94,105 BUFFALO WILD WINGS INC COM COM 119848109 $5 200 Sole N/A 200 BUNGE LIMITED COM SHS G16962105 $21,805 192,300 Sole N/A 192,300 BURLINGTON NORTHN SANTA FE C COM COM 12189T104 $25,509 314,648 Sole N/A 314,648 CA INC COM COM 12673P105 $13,607 559,876 Sole N/A 559,876 CABLEVISION SYS CORP CL A NY CABLVS CABLEVISION NY GROUP COM 12686C109 $847 35,500 Sole N/A 35,500 CADENCE DESIGN SYSTEM INC COM COM 127387108 $678 40,900 Sole N/A 40,900 CAL MAINE FOODS INC COM NEW COM NEW 128030202 $142 5,500 Sole N/A 5,500 CAMBREX CORP COM COM 132011107 $1,494 183,083 Sole N/A 183,083 CAMPBELL SOUP CO COM COM 134429109 $11,084 318,484 Sole N/A 318,484 CANADIAN SOLAR INC COM COM 136635109 $6,131 223,600 Sole N/A 223,600 CAPITAL ONE FINL CORP COM COM 14040H105 $32,542 706,905 Sole N/A 706,905 CARDINAL HEALTH INC COM COM 14149Y108 $22,966 408,269 Sole N/A 408,269 CAREER EDUCATION CORP COM COM 141665109 $1,175 48,000 Sole N/A 48,000 CARNIVAL CORP PAIRED CTF PAIRED 1 COMCARN +1 TR SH BEN 143658300 $1,315 30,344 Sole N/A 30,344 CATERPILLAR INC DEL COM COM 149123101 $43,673 617,908 Sole N/A 617,908 CB RICHARD ELLIS GROUP INC CL A CL A 12497T101 $760 36,200 Sole N/A 36,200 CBS CORP NEW CL A 124857103 $227 8,700 Sole N/A 8,700 CBS CORP NEW CL B 124857202 $15,713 591,983 Sole N/A 591,983
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- CEC ENTMT INC COM COM 125137109 $3 100 Sole N/A 100 CELANESE CORP DEL COM SER A COM SER A 150870103 $128 3,100 Sole N/A 3,100 CELGENE CORP COM COM 151020104 $17,370 385,900 Sole N/A 385,900 CENTEX CORP COM COM 152312104 $5,504 223,679 Sole N/A 223,679 CENTURYTEL INC COM COM 156700106 $1,632 40,400 Sole N/A 40,400 CEPHALON INC COM COM 156708109 $2,896 41,424 Sole N/A 41,424 CF INDS HLDGS INC COM COM 125269100 $11,685 109,000 Sole N/A 109,000 CHARLES RIV LABS INTL INC COM COM 159864107 $660 10,300 Sole N/A 10,300 CHART INDS INC COM PAR $0.01 COM PAR 0.01 16115Q308 $144 4,800 Sole N/A 4,800 CHEMED CORP NEW COM COM 16359R103 $490 9,000 Sole N/A 9,000 CHESAPEAKE ENERGY CORP COM COM 165167107 $22,043 577,300 Sole N/A 577,300 CHEVRON CORP NEW COM COM 166764100 $295,309 3,248,366 Sole N/A 3,248,366 CHIQUITA BRANDS INTL INC COM COM 170032809 $310 17,300 Sole N/A 17,300 CHORDIANT SOFTWARE INC COM NEW 170404305 $929 111,500 Sole N/A 111,500 CHUBB CORP COM COM 171232101 $43,739 822,708 Sole N/A 822,708 CIGNA CORP COM COM 125509109 $28,785 549,992 Sole N/A 549,992 CIMAREX ENERGY CO COM COM 171798101 $1,110 26,800 Sole N/A 26,800 CINCINNATI FINL CORP COM COM 172062101 $8,812 228,803 Sole N/A 228,803 CINTAS CORP COM COM 172908105 $4,501 137,437 Sole N/A 137,437 CIRCUIT CITY STORE INC COM COM 172737108 $0 100 Sole N/A 100 CISCO SYS INC COM COM 17275R102 $167,975 6,370,401 Sole N/A 6,370,401 CIT GROUP INC COM COM 125581108 $7,664 327,425 Sole N/A 327,425 CITADEL BROADCASTING CORP COM COM 17285T106 $15 7,350 Sole N/A 7,350 CITIGROUP INC COM COM 172967101 $184,144 6,421,397 Sole N/A 6,421,397 CLEAR CHANNEL COMMUNICATIONS COM COM 184502102 $4,881 145,161 Sole N/A 145,161 CLEAR CHANNEL OUTDOOR HLDGS CL A COM CL A 18451C109 $493 18,300 Sole N/A 18,300 CLOROX CO DEL COM COM 189054109 $18,960 298,680 Sole N/A 298,680 CME GROUP INC COM COM 12572Q105 $47,176 70,600 Sole N/A 70,600 CMGI INC COM NEW ADDED COM NEW 125750307 $56 4,410 Sole N/A 4,410 CMS ENERGY CORP COM COM 125896100 $17 1,012 Sole N/A 1,012 CNA FINL CORP COM COM 126117100 $2,050 62,400 Sole N/A 62,400 COACH INC COM COM 189754104 $2,120 71,168 Sole N/A 71,168 COCA COLA CO COM COM 191216100 $168,572 2,819,930 Sole N/A 2,819,930 COCA COLA ENTERPRISES INC COM COM STK 191219104 $11,805 465,602 Sole N/A 465,602 COGNIZANT TECHNOLOGY SOLUTIO CL A CL A 192446102 $10,384 314,100 Sole N/A 314,100 COLGATE PALMOLIVE CO COM COM 194162103 $57,330 754,950 Sole N/A 754,950 COMCAST CORP NEW CL A CL A 20030N101 $3,918 220,270 Sole N/A 220,270 COMCAST CORP NEW CL A SPL CL A SPL 20030N200 $210 11,884 Sole N/A 11,884 COMERICA INC COM COM 200340107 $13,366 315,225 Sole N/A 315,225 COMPUTER SCIENCES CORP COM COM 205363104 $15,688 325,559 Sole N/A 325,559 CONAGRA FOODS INC COM COM 205887102 $18,404 794,198 Sole N/A 794,198 CONOCOPHILLIPS COM COM 20825C104 $209,718 2,438,282 Sole N/A 2,438,282 CONSOLIDATED EDISON INC COM COM 209115104 $7,035 147,841 Sole N/A 147,841 CONSTELLATION BRANDS INC CL A CL A 21036P108 $2,887 125,383 Sole N/A 125,383 CONSTELLATION ENERGY GROUP I COM COM 210371100 $8,423 84,339 Sole N/A 84,339
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- CONVERGYS CORP COM COM 212485106 $651 40,600 Sole N/A 40,600 COOPER INDS LTD CL A SHS A G24182100 $9,456 183,586 Sole N/A 183,586 COOPER TIRE & RUBR CO COM COM 216831107 $1,518 94,000 Sole N/A 94,000 CORNING INC COM COM 219350105 $38,528 1,648,762 Sole N/A 1,648,762 CORPORATE OFFICE PPTYS TR SH BEN INT COM 22002T108 $3,058 99,650 Sole N/A 99,650 CORUS BANKSHARES INC COM COM 220873103 $102 9,800 Sole N/A 9,800 COSTCO WHSL CORP NEW COM COM 22160K105 $48,211 709,501 Sole N/A 709,501 COUNTRYWIDE FINANCIAL CORP COM COM 222372104 $11,690 1,342,460 Sole N/A 1,342,460 COVENTRY HEALTH CARE INC COM COM 222862104 $1,881 32,600 Sole N/A 32,600 COVIDIEN LTD COM SHS G2552X108 $22,108 512,454 Sole N/A 512,454 CREDENCE SYS CORP COM COM 225302108 $663 281,400 Sole N/A 281,400 CROWN CASTLE INTL CORP COM COM 228227104 $5,487 135,400 Sole N/A 135,400 CSX CORP COM COM 126408103 $20,814 485,852 Sole N/A 485,852 CUMMINS INC COM COM 231021106 $14,268 115,000 Sole N/A 115,000 CVS CAREMARK CORPORATION COM COM 126650100 $88,327 2,281,203 Sole N/A 2,281,203 D R HORTON INC COM COM 23331A109 $1,085 84,559 Sole N/A 84,559 DANAHER CORP DEL COM COM 235851102 $20,108 235,282 Sole N/A 235,282 DARDEN RESTAURANTS INC COM COM 237194105 $487 18,040 Sole N/A 18,040 DAWSON GEOPHYSICAL CO COM COM 239359102 $626 9,000 Sole N/A 9,000 DEAN FOODS CO NEW COM COM 242370104 $2,396 95,100 Sole N/A 95,100 DEERE & CO COM COM 244199105 $41,320 455,536 Sole N/A 455,536 DELL INC COM COM 24702R101 $66,778 2,797,032 Sole N/A 2,797,032 DELUXE CORP COM COM 248019101 $2,086 65,100 Sole N/A 65,100 DEVON ENERGY CORP NEW COM COM 25179M103 $64,180 741,073 Sole N/A 741,073 DIAMOND MGMT & TECHNOLOGY CO COM COM FORMERLY CL A 25269L106 $1 100 Sole N/A 100 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 $14,731 106,500 Sole N/A 106,500 DIRECTV GROUP INC COM COM 25459L106 $4,467 198,339 Sole N/A 198,339 DISCOVER FINL SVCS COM COM 254709108 $9,551 650,190 Sole N/A 650,190 DISCOVERY HOLDING CO CL A COM COM SER A 25468Y107 $546 22,300 Sole N/A 22,300 DISNEY WALT CO COM DISNEY DISNEY COM 254687106 $7,295 232,022 Sole N/A 232,022 DOLLAR THRIFTY AUTOMOTIVE GP COM COM 256743105 $65 2,800 Sole N/A 2,800 DOMINION RES INC VA NEW COM COM 25746U109 $15,805 341,954 Sole N/A 341,954 DONNELLEY R R & SONS CO COM COM 257867101 $12,447 338,595 Sole N/A 338,595 DOUGLAS EMMETT INC COM COM 25960P109 $2,814 127,787 Sole N/A 127,787 DOVER CORP COM COM 260003108 $9,089 202,461 Sole N/A 202,461 DOW CHEM CO COM COM 260543103 $40,531 1,055,557 Sole N/A 1,055,557 DOWNEY FINL CORP COM COM 261018105 $542 17,900 Sole N/A 17,900 DRESSER-RAND GROUP INC COM COM 261608103 $4,443 116,800 Sole N/A 116,800 DST SYS INC DEL COM COM 233326107 $386 4,800 Sole N/A 4,800 DTE ENERGY CO COM COM 233331107 $6,057 141,457 Sole N/A 141,457 DU PONT E I DE NEMOURS & CO COM COM 263534109 $39,233 913,529 Sole N/A 913,529 DUKE ENERGY CORP NEW COM COM 26441C105 $25,179 1,281,585 Sole N/A 1,281,585 DUN & BRADSTREET CORP DEL NE COM COM 26483E100 $1,537 17,800 Sole N/A 17,800 DYNCORP INTL INC CL A COM CL A 26817C101 $1,108 42,300 Sole N/A 42,300 E M C CORP MASS COM COM 268648102 $42,125 2,333,835 Sole N/A 2,333,835
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- E TRADE FINANCIAL CORP COM COM 269246104 $4,580 1,324,341 Sole N/A 1,324,341 EARTHLINK INC COM COM 270321102 $465 67,500 Sole N/A 67,500 EAST WEST BANCORP INC COM COM 27579R104 $267 11,300 Sole N/A 11,300 EASTMAN KODAK CO COM COM 277461109 $4,486 210,583 Sole N/A 210,583 EATON CORP COM COM 278058102 $16,128 170,782 Sole N/A 170,782 EBAY INC COM COM 278642103 $43,333 1,340,351 Sole N/A 1,340,351 ECOLAB INC COM COM 278865100 $8,724 174,883 Sole N/A 174,883 EDISON INTL COM COM 281020107 $9,093 174,912 Sole N/A 174,912 EL PASO CORP COM COM 28336L109 $16,600 988,509 Sole N/A 988,509 ELECTRONIC ARTS INC COM COM 285512109 $18,651 327,804 Sole N/A 327,804 ELECTRONIC DATA SYS NEW COM COM 285661104 $12,293 608,776 Sole N/A 608,776 EMBARQ CORP COM COM 29078E105 $6,467 134,048 Sole N/A 134,048 EMERSON ELEC CO COM COM 291011104 $41,914 759,432 Sole N/A 759,432 ENCORE WIRE CORP COM 292562105 $132 8,500 Sole N/A 8,500 ENDURANCE SPECIALTY HLDGS LT SHS SHS G30397106 $545 13,400 Sole N/A 13,400 ENERGIZER HLDGS INC COM COM 29266R108 $3,473 31,800 Sole N/A 31,800 ENERGYSOLUTIONS INC DEPOSITARY SH ADDED STEP UP SECURITY 292756202 $3,528 134,200 Sole N/A 134,200 ENSCO INTL INC COM COM 26874Q100 $325 5,600 Sole N/A 5,600 ENTERGY CORP NEW COM COM 29364G103 $15,652 134,441 Sole N/A 134,441 EOG RES INC COM COM 26875P101 $30,399 349,671 Sole N/A 349,671 EPIQ SYS INC COM COM 26882D109 $979 57,750 Sole N/A 57,750 EQUITY ONE COM COM 294752100 $781 34,800 Sole N/A 34,800 EQUITY RESIDENTIAL SH BEN INT SH BEN INT 29476L107 $13,978 393,473 Sole N/A 393,473 ESSEX PPTY TR INC COM COM 297178105 $2,573 27,100 Sole N/A 27,100 EVEREST RE GROUP LTD COM SHS G3223R108 $469 4,800 Sole N/A 4,800 EXELON CORP COM COM 30161N101 $28,973 364,330 Sole N/A 364,330 EXPEDIA INC DEL COM COM 30212P105 $6,376 207,001 Sole N/A 207,001 EXPEDITORS INTL WASH INC COM COM 302130109 $9,161 210,500 Sole N/A 210,500 EXPRESS SCRIPTS INC COM COM 302182100 $23,665 332,803 Sole N/A 332,803 EXTRA SPACE STORAGE INC COM COM 30225T102 $866 62,200 Sole N/A 62,200 EXXON MOBIL CORP COM COM 30231G102 $727,435 7,970,965 Sole N/A 7,970,965 FAIR ISAAC CORP COM 303250104 $1,325 42,300 Sole N/A 42,300 FEDERAL HOME LN MTG CORP COM COM 313400301 $284,472 8,571,896 Sole N/A 8,571,896 FEDERAL NATL MTG ASSN COM COM 313586109 $328,975 8,447,545 Sole N/A 8,447,545 FEDERAL REALTY INVT TR SH BEN INT NEW SH BEN INT NEW 313747206 $6,706 83,810 Sole N/A 83,810 FEDEX CORP COM COM 31428X106 $3,864 44,492 Sole N/A 44,492 FELCOR LODGING TR INC COM COM 31430F101 $679 44,700 Sole N/A 44,700 FIDELITY NATL INFORMATION SV COM COM 31620M106 $7,065 174,400 Sole N/A 174,400 FIFTH THIRD BANCORP COM COM STK 316773100 $17,770 725,959 Sole N/A 725,959 FIRST HORIZON NATL CORP COM COM 320517105 $1,907 107,888 Sole N/A 107,888 FIRSTENERGY CORP COM COM 337932107 $9,848 139,763 Sole N/A 139,763 FIRSTFED FINL CORP COM COM 337907109 $119 3,400 Sole N/A 3,400 FISERV INC COM COM 337738108 $15,927 294,657 Sole N/A 294,657 FLEXTRONICS INTL LTD ORD SHS Y2573F102 $14,184 1,207,423 Sole N/A 1,207,423 FLUOR CORP NEW COM COM 343412102 $14,407 101,500 Sole N/A 101,500
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- FORD MTR CO DEL COM PAR $0.01 COM PAR USD0.01 345370860 $375 57,262 Sole N/A 57,262 FOREST LABS INC COM COM 345838106 $14,049 395,697 Sole N/A 395,697 FORTRESS INVESTMENT GROUP LL CL A CL A 34958B106 $1,806 119,000 Sole N/A 119,000 FORTUNE BRANDS INC COM COM 349631101 $3,504 49,716 Sole N/A 49,716 FOSTER WHEELER LTD SHS NEW SHS NEW G36535139 $498 3,300 Sole N/A 3,300 FPL GROUP INC COM COM 302571104 $13,244 200,600 Sole N/A 200,600 FRANKLIN RES INC COM COM 354613101 $23,348 209,472 Sole N/A 209,472 FREEPORT-MCMORAN COPPER & GO COM COMMON 35671D857 $41,840 419,304 Sole N/A 419,304 FRESH DEL MONTE PRODUCE INC ORD SHS G36738105 $2,770 84,700 Sole N/A 84,700 GAMESTOP CORP NEW CL A CL A 36467W109 $2,850 47,100 Sole N/A 47,100 GANNETT INC COM COM 364730101 $7,767 204,445 Sole N/A 204,445 GAP INC DEL COM COM 364760108 $1,768 85,294 Sole N/A 85,294 GARMIN LTD ORD COM G37260109 $387 4,100 Sole N/A 4,100 GENCO SHIPPING & TRADING LTD SHS SHS Y2685T107 $219 4,100 Sole N/A 4,100 GENENTECH INC COM NEW COM 368710406 $35,168 538,300 Sole N/A 538,300 GENERAL DYNAMICS CORP COM COM 369550108 $33,554 387,092 Sole N/A 387,092 GENERAL ELECTRIC CO COM COM 369604103 $352,706 9,767,873 Sole N/A 9,767,873 GENERAL GROWTH PPTYS INC COM COM 370021107 $17,577 438,190 Sole N/A 438,190 GENERAL MARITIME CORP SHS SHS Y2692M103 $893 37,500 Sole N/A 37,500 GENERAL MLS INC COM COM 370334104 $26,385 475,225 Sole N/A 475,225 GENERAL MTRS CORP COM COM 370442105 $457 18,846 Sole N/A 18,846 GENEREX BIOTECHNOLOGY CP DEL COM COM 371485103 $32 20,000 Sole N/A 20,000 GENUINE PARTS CO COM COM 372460105 $4,065 90,139 Sole N/A 90,139 GENWORTH FINL INC COM CL A COM CL A 37247D106 $180,353 7,275,229 Sole N/A 7,275,229 GENZYME CORP COM COM GEN DIV 372917104 $21,132 291,437 Sole N/A 291,437 GILEAD SCIENCES INC COM COM 375558103 $47,509 1,060,070 Sole N/A 1,060,070 GLOBAL INDS LTD COM 379336100 $186 8,900 Sole N/A 8,900 GLOBALOPTIONS GROUP INC COM NEW ADDED COM NEW 37946D209 $1,363 310,900 Sole N/A 310,900 GOLAR LNG LTD BERMUDA SHS SHS G9456A100 $651 30,200 Sole N/A 30,200 GOLD RESV INC CL A CL A 38068N108 $253 50,000 Sole N/A 50,000 GOLDEN STAR RES LTD CDA COM COM 38119T104 $2,432 790,000 Sole N/A 790,000 GOLDMAN SACHS GROUP INC COM COM 38141G104 $118,164 564,098 Sole N/A 564,098 GOOGLE INC CL A CL A 38259P508 $163,517 242,769 Sole N/A 242,769 GRAFTECH INTL LTD COM COM 384313102 $2,946 170,400 Sole N/A 170,400 GREY WOLF INC COM COM 397888108 $556 107,000 Sole N/A 107,000 GSI GROUP INC CDA COM COM 36229U102 $7,190 798,823 Sole N/A 798,823 HALLIBURTON CO COM COM 406216101 $53,294 1,443,222 Sole N/A 1,443,222 HANSEN NAT CORP COM 411310105 $3,244 75,200 Sole N/A 75,200 HARLEY DAVIDSON INC COM COM 412822108 $4,055 89,129 Sole N/A 89,129 HARMAN INTL INDS INC COM COM 413086109 $22 300 Sole N/A 300 HARRAHS ENTMT INC COM COM 413619107 $94 1,086 Sole N/A 1,086 HARTFORD FINL SVCS GROUP INC COM COM 416515104 $40,222 473,598 Sole N/A 473,598 HCP INC COM COM 40414L109 $3,049 90,000 Sole N/A 90,000 HEALTH CARE REIT INC COM COM 42217K106 $3,044 69,927 Sole N/A 69,927 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 $1,225 210,291 Sole N/A 210,291
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- HEALTH NET INC COM COM 42222G108 $640 13,600 Sole N/A 13,600 HEALTHCARE RLTY TR COM COM 421946104 $1,118 45,200 Sole N/A 45,200 HEALTHSPRING INC COM COM 42224N101 $419 22,600 Sole N/A 22,600 HEINZ H J CO COM COM 423074103 $20,710 455,480 Sole N/A 455,480 HERSHEY CO COM COM 427866108 $8,057 209,942 Sole N/A 209,942 HERTZ GLOBAL HOLDINGS INC COM COM 42805T105 $1,415 91,400 Sole N/A 91,400 HESS CORP COM COM 42809H107 $38,803 394,960 Sole N/A 394,960 HEWITT ASSOCS INC COM CLASS A 42822Q100 $1,238 33,200 Sole N/A 33,200 HEWLETT PACKARD CO COM COM 428236103 $137,419 2,794,723 Sole N/A 2,794,723 HIGHWOODS PPTYS INC COM COM 431284108 $1,294 45,200 Sole N/A 45,200 HOLLY CORP COM PAR $0.01 COM PAR 0.01 435758305 $1,363 27,500 Sole N/A 27,500 HOME DEPOT INC COM COM 437076102 $1,482 56,483 Sole N/A 56,483 HOME PROPERTIES INC COM COM 437306103 $1,464 33,500 Sole N/A 33,500 HONEYWELL INTL INC COM COM 438516106 $47,933 799,238 Sole N/A 799,238 HOST HOTELS & RESORTS INC COM COM 44107P104 $15,646 942,620 Sole N/A 942,620 HUDSON CITY BANCORP COM COM 443683107 $9,815 670,826 Sole N/A 670,826 HUMANA INC COM COM 444859102 $17,430 237,600 Sole N/A 237,600 HUNT J B TRANS SVCS INC COM COM 445658107 $255 9,500 Sole N/A 9,500 HUNTINGTON BANCSHARES INC COM COM 446150104 $6,836 475,480 Sole N/A 475,480 IAC INTERACTIVECORP COM NEW COM NEW 44919P300 $3,973 151,500 Sole N/A 151,500 IDT CORP CL B CL B 448947309 $1 100 Sole N/A 100 ILLINOIS TOOL WKS INC COM COM 452308109 $22,576 432,897 Sole N/A 432,897 IMMERSION CORP COM COM 452521107 $676 53,600 Sole N/A 53,600 IMPERIAL SUGAR CO NEW COM NEW COM NEW 453096208 $885 48,400 Sole N/A 48,400 IMS HEALTH INC COM COM 449934108 $4,560 203,180 Sole N/A 203,180 INGERSOLL-RAND COMPANY LTD CL A CL A G4776G101 $13,843 305,822 Sole N/A 305,822 INGRAM MICRO INC CL A CL A 457153104 $1,893 107,700 Sole N/A 107,700 INNOSPEC INC COM COM 45768S105 $515 30,800 Sole N/A 30,800 INTEGRYS ENERGY GROUP INC COM COM 45822P105 $193 3,835 Sole N/A 3,835 INTEL CORP COM COM 458140100 $161,982 6,237,577 Sole N/A 6,237,577 INTERCONTINENTALEXCHANGE INC COM COM 45865V100 $17,588 93,800 Sole N/A 93,800 INTERNATIONAL BUSINESS MACHS COM COM 459200101 $156,358 1,484,929 Sole N/A 1,484,929 INTERNATIONAL GAME TECHNOLOG COM COM 459902102 $1,699 39,706 Sole N/A 39,706 INTERPUBLIC GROUP COS INC COM COM 460690100 $2,753 348,513 Sole N/A 348,513 INTERSIL CORP CL A CL A 46069S109 $153 6,400 Sole N/A 6,400 INTEVAC INC COM COM 461148108 $1 100 Sole N/A 100 INTL PAPER CO COM COM 460146103 $17,633 559,052 Sole N/A 559,052 INTUIT COM COM 461202103 $11,745 381,466 Sole N/A 381,466 INVACARE CORP COM COM 461203101 $317 12,900 Sole N/A 12,900 INVITROGEN CORP COM COM 46185R100 $1,883 20,700 Sole N/A 20,700 ITC HLDGS CORP COM COM 465685105 $120,633 2,195,045 Sole N/A 2,195,045 ITT CORP NEW COM COM 450911102 $11,230 174,576 Sole N/A 174,576 ITT EDUCATIONAL SERVICES INC COM COM 45068B109 $4,120 49,600 Sole N/A 49,600 JABIL CIRCUIT INC COM COM 466313103 $3,526 237,074 Sole N/A 237,074 JANUS CAP GROUP INC COM COM 47102X105 $246 7,700 Sole N/A 7,700
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- JDS UNIPHASE CORP COM PAR $0.001 COM PAR 0.001 46612J507 $898 69,300 Sole N/A 69,300 JOHNSON & JOHNSON COM COM 478160104 $193,405 2,976,810 Sole N/A 2,976,810 JOHNSON CTLS INC COM COM 478366107 $3,175 90,449 Sole N/A 90,449 JONES APPAREL GROUP INC COM COM 480074103 $258 16,533 Sole N/A 16,533 JONES LANG LASALLE INC COM COM 48020Q107 $3,133 45,200 Sole N/A 45,200 JOURNAL COMMUNICATIONS INC CL A CL A 481130102 $328 37,700 Sole N/A 37,700 JP MORGAN CHASE & CO COM COM 46625H100 $193,653 4,554,594 Sole N/A 4,554,594 JUNIPER NETWORKS INC COM COM 48203R104 $27,915 863,200 Sole N/A 863,200 KB HOME COM COM 48666K109 $1,209 57,477 Sole N/A 57,477 KBR INC COM COM 48242W106 $828 21,900 Sole N/A 21,900 KELLOGG CO COM COM 487836108 $19,152 375,017 Sole N/A 375,017 KEYCORP NEW COM COM 493267108 $11,479 502,542 Sole N/A 502,542 KHD HUMBOLDT WEDAG INTL LTD COM COM 482462108 $12,828 439,276 Sole N/A 439,276 KILROY RLTY CORP COM COM 49427F108 $958 17,900 Sole N/A 17,900 KIMBALL INTL INC CL B CL B 494274103 $1 100 Sole N/A 100 KIMBERLY CLARK CORP COM COM 494368103 $46,370 686,541 Sole N/A 686,541 KIMCO REALTY CORP COM COM 49446R109 $14,835 418,400 Sole N/A 418,400 KINETIC CONCEPTS INC COM NEW COM NEW 49460W208 $3,026 58,000 Sole N/A 58,000 KLA-TENCOR CORP COM COM 482480100 $10,531 224,482 Sole N/A 224,482 KOHLS CORP COM COM 500255104 $2,206 49,445 Sole N/A 49,445 KRAFT FOODS INC CL A CL A 50075N104 $67,535 2,124,819 Sole N/A 2,124,819 KROGER CO COM COM 501044101 $31,872 1,225,013 Sole N/A 1,225,013 L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 $16,206 157,050 Sole N/A 157,050 LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 $9,493 129,033 Sole N/A 129,033 LAS VEGAS SANDS CORP COM COM 517834107 $8,331 83,000 Sole N/A 83,000 LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 $631 20,300 Sole N/A 20,300 LAUDER ESTEE COS INC CL A CL A 518439104 $10,501 247,195 Sole N/A 247,195 LEGG MASON INC COM COM 524901105 $13,282 186,400 Sole N/A 186,400 LEHMAN BROS HLDGS INC COM COM 524908100 $43,227 678,148 Sole N/A 678,148 LENNAR CORP CL A CL A 526057104 $4,170 239,289 Sole N/A 239,289 LENNAR CORP CL B CL B 526057302 $131 8,100 Sole N/A 8,100 LEXMARK INTL NEW CL A CL A 529771107 $7,491 220,614 Sole N/A 220,614 LIBERTY GLOBAL INC COM SER A COM SER A 530555101 $1,864 48,839 Sole N/A 48,839 LIBERTY GLOBAL INC COM SER C COM SER C 530555309 $1,069 29,990 Sole N/A 29,990 LIBERTY MEDIA HLDG CORP CAP COM SER A CAP COM SER A 53071M302 $4,386 38,650 Sole N/A 38,650 LIBERTY MEDIA HLDG CORP INT COM SER A INTERACTIVE COM SER A 53071M104 $2,869 154,362 Sole N/A 154,362 LILLY ELI & CO COM COM 532457108 $54,296 1,044,049 Sole N/A 1,044,049 LIMITED BRANDS INC COM COM 532716107 $5,118 277,562 Sole N/A 277,562 LINCOLN NATL CORP IND COM COM 534187109 $20,330 358,482 Sole N/A 358,482 LINEAR TECHNOLOGY CORP COM COM 535678106 $8,977 289,527 Sole N/A 289,527 LITHIA MTRS INC CL A CL A 536797103 $1 100 Sole N/A 100 LOCKHEED MARTIN CORP COM COM 539830109 $36,470 355,700 Sole N/A 355,700 LOEWS CORP CAROLNA GP STK CAROLINA GROUP STK 540424207 $231,654 2,788,054 Sole N/A 2,788,054 LOEWS CORP COM COM 540424108 $27,936 569,729 Sole N/A 569,729 LOWES COS INC COM USD0.50 548661107 $5,667 257,184 Sole N/A 257,184
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- LULULEMON ATHLETICA INC COM COM 550021109 $60 1,300 Sole N/A 1,300 M & T BK CORP COM COM 55261F104 $7,698 96,888 Sole N/A 96,888 MACERICH CO COM COM 554382101 $7,055 101,930 Sole N/A 101,930 MACYS INC COM COM 55616P104 $519 20,584 Sole N/A 20,584 MAGMA DESIGN AUTOMATION COM COM 559181102 $753 63,300 Sole N/A 63,300 MARATHON OIL CORP COM COM 565849106 $63,465 1,070,559 Sole N/A 1,070,559 MARRIOTT INTL INC NEW CL A CL A 571903202 $778 23,364 Sole N/A 23,364 MARSH & MCLENNAN COS INC COM COM 571748102 $18,535 718,883 Sole N/A 718,883 MARSHALL & ILSLEY CORP NEW COM ADDED COM 571837103 $8,522 330,403 Sole N/A 330,403 MARVELL TECHNOLOGY GROUP LTD ORD SHS G5876H105 $8,304 609,800 Sole N/A 609,800 MASCO CORP COM COM 574599106 $10,603 503,734 Sole N/A 503,734 MASTERCARD INC CL A CL A 57636Q104 $5,723 27,300 Sole N/A 27,300 MATTEL INC COM COM 577081102 $1,873 100,970 Sole N/A 100,970 MAXIM INTEGRATED PRODS INC COM DELETED COM 57772K101 $725 28,100 Sole N/A 28,100 MBIA INC COM COM 55262C100 $5,207 286,935 Sole N/A 286,935 MCDONALDS CORP COM COM 580135101 $3,671 63,969 Sole N/A 63,969 MCGRAW HILL COS INC COM COM 580645109 $475 11,134 Sole N/A 11,134 MCKESSON CORP COM COM 58155Q103 $20,400 319,688 Sole N/A 319,688 MEADWESTVACO CORP COM COM 583334107 $5,603 183,767 Sole N/A 183,767 MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 $43,328 438,673 Sole N/A 438,673 MEDICINES CO COM COM 584688105 $2 100 Sole N/A 100 MEDTRONIC INC COM COM 585055106 $57,276 1,169,696 Sole N/A 1,169,696 MELCO PBL ENTMNT LTD ADR ADR 585464100 $886 78,700 Sole N/A 78,700 MEMC ELECTR MATLS INC COM COM 552715104 $20,428 237,000 Sole N/A 237,000 MERCK & CO INC COM COM 589331107 $128,645 2,272,747 Sole N/A 2,272,747 MEREDITH CORP COM COM 589433101 $292 5,455 Sole N/A 5,455 MERRILL LYNCH & CO INC COM COM 590188108 $58,246 1,113,951 Sole N/A 1,113,951 METAVANTE TECHNOLOGIES INC COM ADDED COM 591407101 $148 6,534 Sole N/A 6,534 METHODE ELECTRS INC COM COM 591520200 $988 61,700 Sole N/A 61,700 METLIFE INC COM COM 59156R108 $57,207 953,097 Sole N/A 953,097 METROPCS COMMUNICATIONS INC COM COM 591708102 $894 47,200 Sole N/A 47,200 MGIC INVT CORP WIS COM COM 552848103 $1,339 61,275 Sole N/A 61,275 MGM MIRAGE COM COM 552953101 $4,313 52,700 Sole N/A 52,700 MICROCHIP TECHNOLOGY INC COM COM 595017104 $7,924 258,900 Sole N/A 258,900 MICRON TECHNOLOGY INC COM COM 595112103 $5,861 829,866 Sole N/A 829,866 MICROSOFT CORP COM COM 594918104 $303,943 8,764,997 Sole N/A 8,764,997 MILLENNIUM PHARMACEUTICALS I COM COM 599902103 $1,650 113,100 Sole N/A 113,100 MIRANT CORP NEW COM COM 60467R100 $6,671 175,700 Sole N/A 175,700 MOLEX INC CL A CL A 608554200 $2,692 105,200 Sole N/A 105,200 MOLEX INC COM COM 608554101 $3,760 141,413 Sole N/A 141,413 MOLSON COORS BREWING CO CL B CL B 60871R209 $14,998 298,283 Sole N/A 298,283 MONOLITHIC PWR SYS INC COM COM 609839105 $128 6,100 Sole N/A 6,100 MONSANTO CO NEW COM COM 61166W101 $59,927 550,832 Sole N/A 550,832 MONSTER WORLDWIDE INC COM COM 611742107 $471 14,912 Sole N/A 14,912 MOODYS CORP COM COM 615369105 $13,176 378,902 Sole N/A 378,902
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- MORGAN STANLEY COM NEW COM NEW 617446448 $77,226 1,492,782 Sole N/A 1,492,782 MOSAIC CO COM COM 61945A107 $17,892 194,700 Sole N/A 194,700 MOTOROLA INC COM COM 620076109 $37,750 2,416,122 Sole N/A 2,416,122 MULTIMEDIA GAMES INC COM COM 625453105 $184 22,700 Sole N/A 22,700 MURPHY OIL CORP COM COM 626717102 $20,251 245,051 Sole N/A 245,051 MVC CAPITAL INC COM 553829102 $1,156 73,500 Sole N/A 73,500 MYLAN INC COM COM 628530107 $1,384 101,084 Sole N/A 101,084 NABORS INDUSTRIES LTD SHS SHS G6359F103 $11,021 413,098 Sole N/A 413,098 NACCO INDS INC CL A CL A 629579103 $10 100 Sole N/A 100 NASH FINCH CO COM COM 631158102 $2,003 58,300 Sole N/A 58,300 NATIONAL CITY CORP COM COM 635405103 $20,775 1,295,720 Sole N/A 1,295,720 NATIONAL OILWELL VARCO INC COM COM 637071101 $41,224 576,118 Sole N/A 576,118 NATIONAL SEMICONDUCTOR CORP COM COM 637640103 $7,154 324,395 Sole N/A 324,395 NATIONWIDE FINL SVCS INC CL A CL A 638612101 $15,217 347,087 Sole N/A 347,087 NATIONWIDE HEALTH PPTYS INC COM COM 638620104 $2,863 93,700 Sole N/A 93,700 NETWORK APPLIANCE INC COM COM 64120L104 $9,481 389,972 Sole N/A 389,972 NEW YORK CMNTY BANCORP INC COM COM 649445103 $3,271 191,000 Sole N/A 191,000 NEW YORK TIMES CO CL A CL A 650111107 $1,083 63,400 Sole N/A 63,400 NEWELL RUBBERMAID INC COM COM 651229106 $1,136 45,054 Sole N/A 45,054 NEWMARKET CORP COM COM 651587107 $5 100 Sole N/A 100 NEWMONT MINING CORP COM COM 651639106 $21,208 445,889 Sole N/A 445,889 NEWS CORP CL A CL A 65248E104 $0 4 Sole N/A 4 NEWS CORP CL B CL B 65248E203 $663 32,054 Sole N/A 32,054 NII HLDGS INC CL B NEW CL B NEW 62913F201 $5,234 111,200 Sole N/A 111,200 NIKE INC CL B CL B 654106103 $1,836 29,338 Sole N/A 29,338 NISOURCE INC COM COM 65473P105 $4,173 226,790 Sole N/A 226,790 NOBLE CORPORATION SHS SHS G65422100 $22,221 403,688 Sole N/A 403,688 NOBLE ENERGY INC COM COM 655044105 $21,998 284,000 Sole N/A 284,000 NORDSTROM INC COM COM 655664100 $2,986 83,474 Sole N/A 83,474 NORFOLK SOUTHERN CORP COM COM 655844108 $19,163 390,021 Sole N/A 390,021 NORTEL NETWORKS CORP NEW COM NEW COM NEW 656568508 $1,470 100,000 Sole N/A 100,000 NORTHERN TR CORP COM COM 665859104 $18,437 247,158 Sole N/A 247,158 NORTHROP GRUMMAN CORP COM COM 666807102 $41,509 541,888 Sole N/A 541,888 NOVATEL WIRELESS INC COM NEW COM NEW 66987M604 $701 44,400 Sole N/A 44,400 NOVELL INC COM COM 670006105 $315 47,141 Sole N/A 47,141 NOVELLUS SYS INC COM COM 670008101 $2,618 97,500 Sole N/A 97,500 NRG ENERGY INC COM NEW COM NEW 629377508 $1,150 27,250 Sole N/A 27,250 NTELOS HLDGS CORP COM COM 67020Q107 $656 22,700 Sole N/A 22,700 NUCOR CORP COM COM 670346105 $17,321 300,274 Sole N/A 300,274 NVIDIA CORP COM COM 67066G104 $20,946 632,100 Sole N/A 632,100 NVR INC COM COM 62944T105 $1,021 2,000 Sole N/A 2,000 NYMEX HOLDINGS INC COM COM 62948N104 $17,062 131,100 Sole N/A 131,100 NYSE EURONEXT COM COM 629491101 $28,846 337,400 Sole N/A 337,400 O CHARLEYS INC COM 670823103 $172 11,800 Sole N/A 11,800 OCCIDENTAL PETE CORP DEL COM COM 674599105 $89,582 1,194,526 Sole N/A 1,194,526
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- ODYSSEY RE HLDGS CORP COM COM 67612W108 $4 100 Sole N/A 100 OFFICE DEPOT INC COM COM 676220106 $1,728 127,567 Sole N/A 127,567 OLD REP INTL CORP COM COM 680223104 $2 100 Sole N/A 100 OLIN CORP COM PAR $1 COM PAR1 680665205 $742 39,400 Sole N/A 39,400 OMEGA HEALTHCARE INVS INC COM REAL ESTATE 681936100 $1,538 98,400 Sole N/A 98,400 OMNICOM GROUP INC COM COM 681919106 $2,204 47,604 Sole N/A 47,604 OMNITURE INC COM COM 68212S109 $120 3,700 Sole N/A 3,700 ON SEMICONDUCTOR CORP COM COM 682189105 $715 82,700 Sole N/A 82,700 ONYX PHARMACEUTICALS INC COM COM 683399109 $515 9,500 Sole N/A 9,500 OPPENHEIMER HLDGS INC CL A NON VTG CL A NON VTG SHS 683797104 $446 10,800 Sole N/A 10,800 OPTIMAL GROUP INC CL A NEW CL A NEW 68388R208 $1,824 451,250 Sole N/A 451,250 ORACLE CORP COM COM 68389X105 $91,846 4,175,884 Sole N/A 4,175,884 OVERSEAS SHIPHOLDING GROUP I COM COM 690368105 $2,712 37,400 Sole N/A 37,400 OWENS ILL INC COM NEW COM NEW 690768403 $444 9,200 Sole N/A 9,200 PACCAR INC COM COM 693718108 $18,888 355,922 Sole N/A 355,922 PAREXEL INTL CORP COM COM 699462107 $5 100 Sole N/A 100 PARKER HANNIFIN CORP COM COM 701094104 $14,567 198,578 Sole N/A 198,578 PARTNERRE LTD COM COM G6852T105 $5,193 64,600 Sole N/A 64,600 PATRIOT COAL CORP COM ADDED COM 70336T104 $1,706 41,958 Sole N/A 41,958 PATTERSON COMPANIES INC COM COM 703395103 $4,721 142,770 Sole N/A 142,770 PATTERSON UTI ENERGY INC COM COM 703481101 $3,831 201,500 Sole N/A 201,500 PAYCHEX INC COM COM 704326107 $12,559 355,977 Sole N/A 355,977 PEABODY ENERGY CORP COM COM 704549104 $24,317 404,999 Sole N/A 404,999 PENNEY J C INC COM COM 708160106 $1,979 46,188 Sole N/A 46,188 PEPCO HOLDINGS INC COM COM 713291102 $1,286 45,000 Sole N/A 45,000 PEPSI BOTTLING GROUP INC COM COM 713409100 $8,795 228,823 Sole N/A 228,823 PEPSIAMERICAS INC COM COM 71343P200 $1,324 40,800 Sole N/A 40,800 PEPSICO INC COM COM 713448108 $170,022 2,299,705 Sole N/A 2,299,705 PERINI CORP COM COM 713839108 $904 22,400 Sole N/A 22,400 PERKINELMER INC COM COM 714046109 $471 18,600 Sole N/A 18,600 PFIZER INC COM COM 717081103 $178,833 8,077,160 Sole N/A 8,077,160 PG&E CORP COM COM 69331C108 $6,754 160,910 Sole N/A 160,910 PHARMANET DEV GROUP INC COM COM 717148100 $558 14,600 Sole N/A 14,600 PHARMERICA CORP COM COM 71714F104 $5 366 Sole N/A 366 PINNACLE AIRL CORP COM COM 723443107 $366 24,630 Sole N/A 24,630 PITNEY BOWES INC COM COM 724479100 $7,978 215,314 Sole N/A 215,314 PLAINS EXPL& PRODTN CO COM COM 726505100 $6 118 Sole N/A 118 PLUM CREEK TIMBER CO INC COM COM 729251108 $11,493 256,271 Sole N/A 256,271 PMI GROUP INC COM COM 69344M101 $101 7,800 Sole N/A 7,800 PNC FINL SVCS GROUP INC COM COM 693475105 $28,250 441,774 Sole N/A 441,774 POPULAR INC COM COM 733174106 $1,426 138,101 Sole N/A 138,101 POST PPTYS INC COM COM 737464107 $1,037 30,300 Sole N/A 30,300 POTLATCH CORP NEW COM COM 737630103 $1,221 28,200 Sole N/A 28,200 PPG INDS INC COM COM 693506107 $11,951 174,704 Sole N/A 174,704 PPL CORP COM COM 69351T106 $9,005 177,475 Sole N/A 177,475
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- PRAXAIR INC COM COM 74005P104 $27,320 316,168 Sole N/A 316,168 PRE PAID LEGAL SVCS INC COM COM 740065107 $140 2,600 Sole N/A 2,600 PRECISION CASTPARTS CORP COM COM 740189105 $18,239 135,000 Sole N/A 135,000 PRICE T ROWE GROUP INC COM COM 74144T108 $20,294 342,220 Sole N/A 342,220 PRINCIPAL FINANCIAL GROUP IN COM COM 74251V102 $23,199 345,977 Sole N/A 345,977 PROCTER & GAMBLE CO COM COM 742718109 $320,254 4,478,068 Sole N/A 4,478,068 PROGRESS ENERGY INC COM COM 743263105 $13,272 281,338 Sole N/A 281,338 PROGRESSIVE CORP OHIO COM COM 743315103 $17,443 934,616 Sole N/A 934,616 PROLOGIS SH BEN INT SH BEN INT 743410102 $36,329 588,453 Sole N/A 588,453 PROVIDENT FINL SVCS INC COM COM 74386T105 $94 6,700 Sole N/A 6,700 PRUDENTIAL FINL INC COM COM 744320102 $53,920 594,958 Sole N/A 594,958 PUBLIC STORAGE COM COM 74460D109 $15,113 211,351 Sole N/A 211,351 PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 $19,358 202,296 Sole N/A 202,296 PULTE HOMES INC COM COM 745867101 $3,897 379,562 Sole N/A 379,562 QUALCOMM INC COM COM 747525103 $66,987 1,747,645 Sole N/A 1,747,645 QUEST CAP CORP NEW COM COMMON 74835U109 $6,953 2,609,300 Sole N/A 2,609,300 QUEST DIAGNOSTICS INC COM COM 74834L100 $8,728 169,376 Sole N/A 169,376 QWEST COMMUNICATIONS INTL IN COM COM 749121109 $2,099 307,461 Sole N/A 307,461 RADIOSHACK CORP COM COM 750438103 $716 43,600 Sole N/A 43,600 RAYONIER INC COM 754907103 $672 14,600 Sole N/A 14,600 RAYTHEON CO COM NEW COM NEW 755111507 $31,215 527,932 Sole N/A 527,932 REALNETWORKS INC COM COM 75605L104 $196 33,100 Sole N/A 33,100 REGENCY CTRS CORP COM COM 758849103 $6,201 98,707 Sole N/A 98,707 REGIONS FINANCIAL CORP NEW COM COM 7591EP100 $32,513 1,411,335 Sole N/A 1,411,335 RELIANT ENERGY INC COM COM 75952B105 $9,398 367,700 Sole N/A 367,700 RENAISSANCERE HOLDINGS LTD COM SHS G7496G103 $164 2,800 Sole N/A 2,800 RENT A CTR INC NEW COM COM 76009N100 $560 39,600 Sole N/A 39,600 REWARDS NETWORK INC COM COM 761557107 $0 100 Sole N/A 100 REYNOLDS AMERICAN INC COM COM 761713106 $15,739 244,962 Sole N/A 244,962 RF MICRODEVICES INC COM COM 749941100 $387 69,600 Sole N/A 69,600 ROBERT HALF INTL INC COM COM 770323103 $517 19,620 Sole N/A 19,620 ROCK-TENN CO CL A COM CL A 772739207 $87 3,500 Sole N/A 3,500 ROCKWELL AUTOMATION INC COM COM 773903109 $10,018 149,137 Sole N/A 149,137 ROCKWELL COLLINS INC COM COM 774341101 $11,151 159,061 Sole N/A 159,061 ROHM & HAAS CO COM COM 775371107 $7,567 146,372 Sole N/A 146,372 ROYAL CARIBBEAN CRUISES LTD COM SHS V7780T103 $736 17,800 Sole N/A 17,800 RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR 783513104 $3,596 93,616 Sole N/A 93,616 S1 CORPORATION COM COM 78463B101 $1 100 Sole N/A 100 SAFECO CORP COM COM 786429100 $14,931 275,297 Sole N/A 275,297 SAFEWAY INC COM NEW COM NEW 786514208 $21,533 646,194 Sole N/A 646,194 SANDISK CORP COM COM 80004C101 $7,893 244,300 Sole N/A 244,300 SARA LEE CORP COM COM 803111103 $16,489 1,054,046 Sole N/A 1,054,046 SCHERING PLOUGH CORP COM COM 806605101 $39,503 1,522,314 Sole N/A 1,522,314 SCHLUMBERGER LTD COM COM 806857108 $162,879 1,699,854 Sole N/A 1,699,854 SCHWAB CHARLES CORP NEW COM NEW COM STK 808513105 $34,152 1,372,241 Sole N/A 1,372,241
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- SCRIPPS E W CO OHIO CL A CL A 811054204 $1,087 24,800 Sole N/A 24,800 SEACOR HOLDINGS INC COM COM 811904101 $352 3,900 Sole N/A 3,900 SEAGATE TECHNOLOGY SHS SHS G7945J104 $16,225 653,200 Sole N/A 653,200 SEARS HLDGS CORP COM COM 812350106 $2,375 23,895 Sole N/A 23,895 SEMPRA ENERGY COM COM 816851109 $9,511 157,787 Sole N/A 157,787 SEMTECH CORP COM COM 816850101 $218 14,400 Sole N/A 14,400 SHERWIN WILLIAMS CO COM COM 824348106 $3,942 69,721 Sole N/A 69,721 SHIP FINANCE INTERNATIONAL L SHS COM USD1 G81075106 $164 6,086 Sole N/A 6,086 SIGMA DESIGNS INC COM COM 826565103 $323 6,000 Sole N/A 6,000 SILICON IMAGE INC COM COM 82705T102 $0 100 Sole N/A 100 SIMON PPTY GROUP INC NEW COM COM 828806109 $40,955 484,062 Sole N/A 484,062 SINCLAIR BROADCAST GROUP INC CL A CL A 829226109 $400 50,000 Sole N/A 50,000 SIRIUS SATELLITE RADIO INC COM COM 82966U103 $763 258,400 Sole N/A 258,400 SKYWORKS SOLUTIONS INC COM COM 83088M102 $469 56,700 Sole N/A 56,700 SL GREEN RLTY CORP COM COM 78440X101 $6,431 70,643 Sole N/A 70,643 SLM CORP COM COM 78442P106 $10,433 531,804 Sole N/A 531,804 SMITH INTL INC COM COM 832110100 $20,350 282,900 Sole N/A 282,900 SOTHEBYS COM CL A 835898107 $367 9,900 Sole N/A 9,900 SOUTHERN CO COM COM 842587107 $12,983 343,974 Sole N/A 343,974 SOUTHERN COPPER CORP COM COM 84265V105 $809 7,900 Sole N/A 7,900 SOUTHWEST AIRLS CO COM COM 844741108 $1,605 135,071 Sole N/A 135,071 SOVEREIGN BANCORP INC COM COM 845905108 $7,353 662,207 Sole N/A 662,207 SPECTRA ENERGY CORP COM COM 847560109 $24,001 954,307 Sole N/A 954,307 SPRINT NEXTEL CORP COM SER 1 COM SER 1 852061100 $6,144 480,354 Sole N/A 480,354 SPX CORP COM COM 784635104 $3,366 33,600 Sole N/A 33,600 ST JUDE MED INC COM COM 790849103 $13,605 343,692 Sole N/A 343,692 STAPLES INC COM COM 855030102 $1,170 52,057 Sole N/A 52,057 STARBUCKS CORP COM COM 855244109 $8,313 416,914 Sole N/A 416,914 STARWOOD HOTELS&RESORTS WRLD COM COM 85590A401 $2,193 51,125 Sole N/A 51,125 STATE STR CORP COM COM 857477103 $40,223 508,538 Sole N/A 508,538 STONE ENERGY CORP COM 861642106 $4,003 87,600 Sole N/A 87,600 STRATEGIC HOTELS & RESORTS I COM COM 86272T106 $675 41,400 Sole N/A 41,400 STRYKER CORP COM COM 863667101 $17,558 241,244 Sole N/A 241,244 STURM RUGER & CO INC COM COM 864159108 $85 10,600 Sole N/A 10,600 SUN MICROSYSTEMS INC COM NEW ADDED COM NEW 866810203 $16,748 948,349 Sole N/A 948,349 SUNOCO INC COM COM 86764P109 $12,116 171,712 Sole N/A 171,712 SUNSTONE HOTEL INVS INC NEW COM COM 867892101 $572 32,082 Sole N/A 32,082 SUNTRUST BKS INC COM COM 867914103 $27,363 449,542 Sole N/A 449,542 SWITCH & DATA FACILITIES COM COM COM 871043105 $306 19,600 Sole N/A 19,600 SYMANTEC CORP COM COM 871503108 $21,018 1,336,902 Sole N/A 1,336,902 SYNOPSYS INC COM COM 871607107 $3,175 125,700 Sole N/A 125,700 SYNOVUS FINL CORP COM COM 87161C105 $9,912 422,593 Sole N/A 422,593 SYSCO CORP COM COM 871829107 $29,527 971,262 Sole N/A 971,262 TANGER FACTORY OUTLET CTRS I COM COM 875465106 $3,457 94,101 Sole N/A 94,101 TARGET CORP COM COM 87612E106 $5,935 121,870 Sole N/A 121,870
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- TAUBMAN CTRS INC COM REIT 876664103 $2,099 43,800 Sole N/A 43,800 TD AMERITRADE HLDG CORP COM COM 87236Y108 $6,587 337,100 Sole N/A 337,100 TECH DATA CORP COM COM 878237106 $1,069 29,100 Sole N/A 29,100 TECO ENERGY INC COM COM 872375100 $10 569 Sole N/A 569 TECUMSEH PRODS CO CL A CL A 878895200 $160 7,000 Sole N/A 7,000 TELEFLEX INC COM COM 879369106 $252 4,100 Sole N/A 4,100 TELEPHONE & DATA SYS INC COM COM 879433100 $3,122 51,200 Sole N/A 51,200 TELLABS INC COM COM 879664100 $6,406 1,005,631 Sole N/A 1,005,631 TEMPUR PEDIC INTL INC COM COM 88023U101 $445 17,600 Sole N/A 17,600 TENET HEALTHCARE CORP COM COM 88033G100 $659 133,200 Sole N/A 133,200 TERADYNE INC COM COM 880770102 $904 89,800 Sole N/A 89,800 TERRA INDS INC COM COM 880915103 $2,638 56,700 Sole N/A 56,700 TEXAS INSTRS INC COM COM 882508104 $49,703 1,527,720 Sole N/A 1,527,720 TEXTRON INC COM COM 883203101 $16,555 238,376 Sole N/A 238,376 THERMO FISHER SCIENTIFIC INC COM COM 883556102 $24,067 428,358 Sole N/A 428,358 THOMPSON CREEK METALS CO INC COM ADDED COM 884768102 $37,785 2,254,700 Sole N/A 2,254,700 TIFFANY & CO NEW COM COM 886547108 $205 4,570 Sole N/A 4,570 TIME WARNER CABLE INC CL A CLA 88732J108 $987 36,700 Sole N/A 36,700 TIME WARNER INC COM COM 887317105 $3,647 226,796 Sole N/A 226,796 TJX COS INC NEW COM COM 872540109 $1,923 68,733 Sole N/A 68,733 TOLL BROTHERS INC COM COM 889478103 $1,602 82,000 Sole N/A 82,000 TORCHMARK CORP COM COM 891027104 $8,267 140,217 Sole N/A 140,217 TORONTO DOMINION BK ONT COM NEW COM NEW 891160509 $68,136 1,000,000 Sole N/A 1,000,000 TRANE INC COM ADDED COM 892893108 $7,831 172,125 Sole N/A 172,125 TRANSOCEAN INC NEW SHS ADDED SHS G90073100 $63,483 455,276 Sole N/A 455,276 TRAVELERS COMPANIES INC COM COM 89417E109 $51,336 979,593 Sole N/A 979,593 TREDEGAR CORP COM COM 894650100 $2 100 Sole N/A 100 TRIMAS CORP COM NEW COM NEW 896215209 $259 25,100 Sole N/A 25,100 TYCO ELECTRONICS LTD COM NEW SHS G9144P105 $23,474 649,054 Sole N/A 649,054 TYCO INTL LTD BERMUDA SHS COM STK USD0.20 G9143X208 $23,112 598,428 Sole N/A 598,428 TYSON FOODS INC CL A CLS A COM 902494103 $12,090 809,644 Sole N/A 809,644 ULTRA PETROLEUM CORP COM COM 903914109 $18,881 271,100 Sole N/A 271,100 UNION PAC CORP COM COM 907818108 $33,283 272,003 Sole N/A 272,003 UNIONBANCAL CORP COM COM 908906100 $4,917 103,200 Sole N/A 103,200 UNITED ONLINE INC COM COM 911268100 $1,127 97,900 Sole N/A 97,900 UNITED PARCEL SERVICE INC CL B CL B 911312106 $9,226 133,929 Sole N/A 133,929 UNITED STATES STL CORP NEW COM COM 912909108 $22,052 187,242 Sole N/A 187,242 UNITED TECHNOLOGIES CORP COM COM 913017109 $70,562 946,434 Sole N/A 946,434 UNITEDHEALTH GROUP INC COM COM 91324P102 $78,332 1,381,739 Sole N/A 1,381,739 UNIVERSAL CORP VA COM COM 913456109 $3,842 77,000 Sole N/A 77,000 UNUM GROUP COM COM 91529Y106 $12,674 546,908 Sole N/A 546,908 US BANCORP DEL COM NEW COM NEW 902973304 $68,736 2,223,249 Sole N/A 2,223,249 USEC INC COM COM 90333E108 $333 38,000 Sole N/A 38,000 UST INC COM COM USD0.50 902911106 $22,176 415,449 Sole N/A 415,449 V F CORP COM COM 918204108 $189 2,824 Sole N/A 2,824
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- VALERO ENERGY CORP NEW COM COM 91913Y100 $60,541 887,508 Sole N/A 887,508 VARIAN INC COM COM 922206107 $350 5,500 Sole N/A 5,500 VARIAN MED SYS INC COM COM 92220P105 $7,205 141,800 Sole N/A 141,800 VARIAN SEMICONDUCTOR EQUIPMN COM COM 922207105 $742 20,600 Sole N/A 20,600 VENTAS INC COM COM 92276F100 $9,172 208,100 Sole N/A 208,100 VERISIGN INC COM COM 92343E102 $388 10,600 Sole N/A 10,600 VERIZON COMMUNICATIONS COM COM USD 500 92343V104 $9,229 216,864 Sole N/A 216,864 VIACOM INC NEW CL A CL A 92553P102 $103 2,400 Sole N/A 2,400 VIACOM INC NEW CL B CL B 92553P201 $2,188 51,146 Sole N/A 51,146 VIGNETTE CORP COM NEW COM 926734401 $154 10,800 Sole N/A 10,800 VMWARE INC CL A COM CL A COM 928563402 $3,874 46,800 Sole N/A 46,800 VORNADO RLTY TR SH BEN INT COM 929042109 $24,502 286,007 Sole N/A 286,007 WACHOVIA CORP NEW COM COM 929903102 $93,996 2,537,428 Sole N/A 2,537,428 WAL MART STORES INC COM COM 931142103 $158,758 3,429,079 Sole N/A 3,429,079 WALGREEN CO COM COM 931422109 $52,119 1,405,112 Sole N/A 1,405,112 WALTER INDS INC COM COM 93317Q105 $500 14,300 Sole N/A 14,300 WASHINGTON MUT INC COM COM 939322103 $23,185 1,748,850 Sole N/A 1,748,850 WASHINGTON POST CO CL B CL B 939640108 $1,912 2,480 Sole N/A 2,480 WASTE MGMT INC DEL COM COM 94106L109 $15,816 497,006 Sole N/A 497,006 WATERS CORP COM COM 941848103 $9,809 127,356 Sole N/A 127,356 WATSON PHARMACEUTICALS INC COM COM 942683103 $841 31,800 Sole N/A 31,800 WEATHERFORD INTERNATIONAL LT COM COM G95089101 $32,230 482,331 Sole N/A 482,331 WELLPOINT INC COM COM 94973V107 $53,566 626,836 Sole N/A 626,836 WELLS FARGO & CO NEW COM COM 949746101 $130,722 4,445,250 Sole N/A 4,445,250 WENDYS INTL INC COM COM 950590109 $652 25,900 Sole N/A 25,900 WEST PHARMACEUTICAL SVSC INC COM COM 955306105 $4 100 Sole N/A 100 WESTERN UN CO COM COM 959802109 $19,215 812,463 Sole N/A 812,463 WEYERHAEUSER CO COM COM 962166104 $15,579 216,899 Sole N/A 216,899 WHOLE FOODS MKT INC COM COM 966837106 $8,068 203,000 Sole N/A 203,000 WILLIAMS COS INC DEL COM COM 969457100 $29,830 855,894 Sole N/A 855,894 WRIGLEY WM JR CO COM COM 982526105 $17,589 308,399 Sole N/A 308,399 WYETH COM COM 983024100 $62,883 1,460,904 Sole N/A 1,460,904 WYNDHAM WORLDWIDE CORP COM COM 98310W108 $2,439 106,300 Sole N/A 106,300 WYNN RESORTS LTD COM COM 983134107 $524 4,800 Sole N/A 4,800 XCEL ENERGY INC COM COM 98389B100 $6,496 295,470 Sole N/A 295,470 XENOPORT INC COM COM 98411C100 $697 12,800 Sole N/A 12,800 XEROX CORP COM COM 984121103 $17,618 1,117,158 Sole N/A 1,117,158 XILINX INC COM COM 983919101 $7,626 357,965 Sole N/A 357,965 XL CAP LTD CL A SHS A G98255105 $17,246 351,915 Sole N/A 351,915 XM SATELLITE RADIO HLDGS INC CL A CL A 983759101 $1,196 100,297 Sole N/A 100,297 XTO ENERGY INC COM COM 98385X106 $34,241 684,439 Sole N/A 684,439 YAHOO INC COM COM 984332106 $31,805 1,403,781 Sole N/A 1,403,781 YUM BRANDS INC COM COM 988498101 $10,335 277,256 Sole N/A 277,256 ZIMMER HLDGS INC COM COM 98956P102 $15,936 247,315 Sole N/A 247,315 ZIONS BANCORPORATION COM COM 989701107 $6,396 140,638 Sole N/A 140,638
Voting Value Investment Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- -------- ---- ---------- -------- ---- ZOLL MED CORP COM COM 989922109 $5 200 Sole N/A 200 ZORAN CORP COM COM 98975F101 $2 100 Sole N/A 100 $15,441,577,291 350,366,772.75
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