-----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, GbyQ2MlvRLaGBsAVcMd+9VIPLnxHC9Gad5i7tZn2977R7mpRTrqo+UcMdgccJv/j vDZkO9DscvJK9b3kCoBERQ== 0001144204-07-060458.txt : 20071113 0001144204-07-060458.hdr.sgml : 20071112 20071113162155 ACCESSION NUMBER: 0001144204-07-060458 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071113 DATE AS OF CHANGE: 20071113 EFFECTIVENESS DATE: 20071113 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: 071238511 MAIL ADDRESS: STREET 1: ONE QUEEN STREET EAST STREET 2: STE 2700 CITY: TORONTO ONTARIO STATE: A6 ZIP: 0000 13F-HR 1 v093878_13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 13 November 2007 - -------------------------------------------------------------------------------- [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: 729 ------------ Form 13F Information Table Value Total: $17,704,620 ------------ (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.
Value Investment Other Voting Authority Name of Issuer Title of Class CUSIP (X1000's) SHRS Discretion Managers Sole - -------------- -------------- ----- --------- ---- ---------- -------- ---------------- 1 800 FLOWERS COM CL A CL A 68243Q106 $459 40,100 Sole N/A 40,100 3M CO COM COM 88579Y101 $69,817 755,554 Sole N/A 755,554 ABBOTT LABS COM COM 002824100 $90,301 1,705,522 Sole N/A 1,705,522 ACCENTURE LTD BERMUDA CL A SHS A G1150G111 $41,462 1,043,211 Sole N/A 1,043,211 ACCO BRANDS CORP COM COM 00081T108 $23 1,034 Sole N/A 1,034 ACCURIDE CORP COM COM 004398103 $1,754 146,662 Sole N/A 146,662 ACE LTD ORD COM G0070K103 $29,913 500,135 Sole N/A 500,135 ADOBE SYS INC COM COM 00724F101 $33,001 765,476 Sole N/A 765,476 ADVANCED MICRO DEVICES INC COM COM 007903107 $11,640 893,057 Sole N/A 893,057 AES CORP COM COM 00130H105 $14,183 716,747 Sole N/A 716,747 AETNA INC NEW COM COM 00817Y108 $30,628 571,534 Sole N/A 571,534 AFFILIATED COMPUTER SERVICES CL A CL A 008190100 $6,267 126,328 Sole N/A 126,328 AFLAC INC COM COM 001055102 $41,771 741,620 Sole N/A 741,620 AGCO CORP COM COM 001084102 $968 19,300 Sole N/A 19,300 AGILENT TECHNOLOGIES INC COM COM 00846U101 $19,292 529,769 Sole N/A 529,769 AGL RES INC COM COM 001204106 $98 2,500 Sole N/A 2,500 AIR PRODS & CHEMS INC COM COM 009158106 $23,035 238,626 Sole N/A 238,626 AK STL HLDG CORP COM COM 001547108 $443 10,200 Sole N/A 10,200 ALBERTO CULVER CO NEW COM COM 013078100 $4,848 198,066 Sole N/A 198,066 ALCAN INC COM COM 013716105 $10 100 Sole N/A 100 ALCATEL-LUCENT SPONSORED ADR SPONSORED ADR REPSTG 1/5 SH 013904305 $10,810 1,075,364 Sole N/A 1,075,364 ALCOA INC COM COM 013817101 $37,007 958,019 Sole N/A 958,019 ALCON INC COM SHS COM H01301102 $16,286 114,600 Sole N/A 114,600 ALLEGHANY CORP DEL COM COM 017175100 $40 100 Sole N/A 100 ALLEGHENY ENERGY INC COM COM 017361106 $161 3,126 Sole N/A 3,126 ALLERGAN INC COM COM 018490102 $26,630 418,318 Sole N/A 418,318 ALLIANCE ONE INTL INC COM COM 018772103 $2,003 310,130 Sole N/A 310,130 ALLSTATE CORP COM COM 020002101 $47,741 845,398 Sole N/A 845,398 ALLTEL CORP COM COM 020039103 $7,340 106,675 Sole N/A 106,675 ALTERA CORP COM COM 021441100 $13,112 551,463 Sole N/A 551,463 ALTRIA GROUP INC COM COM 02209S103 $228,850 3,333,255 Sole N/A 3,333,255 AMAZON COM INC COM COM 023135106 $8,850 96,214 Sole N/A 96,214 AMB PROPERTY CORP COM COM 00163T109 $1,010 17,100 Sole N/A 17,100 AMBAC FINL GROUP INC COM COM 023139108 $11,608 186,869 Sole N/A 186,869 AMDOCS LTD ORD SHS G02602103 $9,779 266,300 Sole N/A 266,300 AMEREN CORP COM COM 023608102 $13,614 262,616 Sole N/A 262,616 AMERICAN ELEC PWR INC COM COM 025537101 $21,518 472,917 Sole N/A 472,917 AMERICAN EXPRESS CO COM COM 025816109 $98,552 1,681,076 Sole N/A 1,681,076 AMERICAN GREETINGS CORP CL A CL A 026375105 $1,822 69,900 Sole N/A 69,900 AMERICAN INTL GROUP INC COM COM 026874107 $241,192 3,610,636 Sole N/A 3,610,636 AMERICAN STD COS INC DEL COM COM 029712106 $7,544 214,493 Sole N/A 214,493 AMERICAN TOWER CORP CL A CL A 029912201 $5,047 117,400 Sole N/A 117,400 AMERIPRISE FINL INC COM COM 03076C106 $24,402 391,575 Sole N/A 391,575 AMERISOURCEBERGEN CORP COM COM 03073E105 $14,641 327,092 Sole N/A 327,092 AMGEN INC COM COM 031162100 $72,317 1,294,619 Sole N/A 1,294,619 AMKOR TECHNOLOGY INC COM COM 031652100 $1,664 146,300 Sole N/A 146,300 AMPCO-PITTSBURGH CORP COM COM 032037103 $4 100 Sole N/A 100 ANADARKO PETE CORP COM COM 032511107 $48,762 918,744 Sole N/A 918,744 ANALOG DEVICES INC COM COM 032654105 $18,764 525,519 Sole N/A 525,519 ANHEUSER BUSCH COS INC COM COM 035229103 $59,638 1,208,180 Sole N/A 1,208,180 ANNALY CAP MGMT INC COM COM 035710409 $340 21,600 Sole N/A 21,600 AON CORP COM COM 037389103 $21,766 491,929 Sole N/A 491,929 APACHE CORP COM COM 037411105 $44,551 500,979 Sole N/A 500,979 APOLLO GROUP INC CL A CL A 037604105 $6,389 107,572 Sole N/A 107,572 APOLLO INVT CORP COM COM 03761U106 $2,179 106,100 Sole N/A 106,100 APPLE INC COM COM NPV 037833100 $170,142 1,122,225 Sole N/A 1,122,225 APPLERA CORP COM AP BIO GRP COM 038020103 $7,703 225,197 Sole N/A 225,197 APPLIED MATLS INC COM COM 038222105 $39,538 1,934,328 Sole N/A 1,934,328 APRIA HEALTHCARE GROUP INC COM COM 037933108 $3,768 146,700 Sole N/A 146,700 ARCH CAP GROUP LTD ORD SHS G0450A105 $2,285 31,100 Sole N/A 31,100 ARCHER DANIELS MIDLAND CO COM COM 039483102 $34,587 1,058,846 Sole N/A 1,058,846 ARCHSTONE SMITH TR COM COM 039583109 $24,105 405,909 Sole N/A 405,909 ARROW ELECTRS INC COM COM 042735100 $1,087 25,900 Sole N/A 25,900 ARUBA NETWORKS INC COM COM 043176106 $280 14,200 Sole N/A 14,200 ARVINMERITOR INC COM COM 043353101 $2 100 Sole N/A 100 ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 $1,475 75,400 Sole N/A 75,400 ASHLAND INC NEW COM COM 044209104 $1,142 19,200 Sole N/A 19,200 ASPEN INSURANCE HOLDINGS LTD SHS SHS G05384105 $4,098 148,700 Sole N/A 148,700 ASSURED GUARANTY LTD COM SHS G0585R106 $1,462 54,500 Sole N/A 54,500 ASYST TECHNOLOGY CORP COM COM 04648X107 $251 48,100 Sole N/A 48,100 AT&T INC COM COM 00206R102 $47,686 1,141,409 Sole N/A 1,141,409 AUTODESK INC COM COM STK NPV 052769106 $15,522 314,575 Sole N/A 314,575 AUTOMATIC DATA PROCESSING IN COM COM 053015103 $32,532 717,303 Sole N/A 717,303 AUTONATION INC COM COM 05329W102 $684 39,100 Sole N/A 39,100 AUTOZONE INC COM COM 053332102 $6,679 58,237 Sole N/A 58,237 AVALONBAY CMNTYS INC COM COM 053484101 $8,896 76,313 Sole N/A 76,313 AVAYA INC COM COM 053499109 $9,964 594,946 Sole N/A 594,946 AVERY DENNISON CORP COM COM 053611109 $6,736 119,645 Sole N/A 119,645 AVIS BUDGET GROUP COM COM 053774105 $418 18,500 Sole N/A 18,500 AVNET INC COM COM 053807103 $4,625 117,500 Sole N/A 117,500 AVON PRODS INC COM COM 054303102 $25,502 688,152 Sole N/A 688,152 AXIS CAPITAL HOLDINGS SHS SHS G0692U109 $695 18,100 Sole N/A 18,100 BAKER HUGHES INC COM COM 057224107 $43,245 484,617 Sole N/A 484,617 BALDOR ELEC CO COM COM 057741100 $103 2,600 Sole N/A 2,600 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR SPONSORED ADR 05946K101 $4,796 208,655 Sole N/A 208,655 BANK OF AMERICA CORPORATION COM COM 060505104 $311,422 6,273,794 Sole N/A 6,273,794 BANK OF NEW YORK MELLON CORP COM ADDED COM 064058100 $70,428 1,615,850 Sole N/A 1,615,850 BARD C R INC COM COM 067383109 $10,051 115,421 Sole N/A 115,421 BAXTER INTL INC COM COM 071813109 $40,411 727,174 Sole N/A 727,174 BB&T CORP COM COM 054937107 $30,764 771,363 Sole N/A 771,363 BCE INC PUT COM NEW 05534B950 $4,381 110,487 Sole N/A 110,487 BEA SYS INC COM COM 073325102 $7,926 578,700 Sole N/A 578,700 BEAR STEARNS COS INC COM COM 073902108 $21,534 177,572 Sole N/A 177,572 BECTON DICKINSON & CO COM COM 075887109 $22,646 279,514 Sole N/A 279,514 BED BATH & BEYOND INC COM COM 075896100 $3,619 107,427 Sole N/A 107,427 BERKSHIRE HATHAWAY INC DEL CL A CL A 084670108 $126,500 1,081 Sole N/A 1,081 BERKSHIRE HATHAWAY INC DEL CL B CL B 084670207 $59,491 15,245 Sole N/A 15,245 BEST BUY INC COM COM STK USD0.10 086516101 $8,854 194,837 Sole N/A 194,837 BIOGEN IDEC INC COM COM 09062X103 $38,689 590,693 Sole N/A 590,693 BIOMED REALTY TRUST INC COM COM 09063H107 $3,744 157,349 Sole N/A 157,349 BJ SVCS CO COM COM 055482103 $11,776 449,181 Sole N/A 449,181 BJS WHOLESALE CLUB INC COM COM 05548J106 $625 19,100 Sole N/A 19,100 BLACK & DECKER CORP COM COM 091797100 $905 11,000 Sole N/A 11,000 BLACKBAUD INC COM COM 09227Q100 $2 100 Sole N/A 100 BLOCK H & R INC COM COM 093671105 $6,423 307,138 Sole N/A 307,138 BLUE NILE INC COM COM 09578R103 $1,506 16,200 Sole N/A 16,200 BLYTH INC COM COM 09643P108 $588 29,100 Sole N/A 29,100 BMC SOFTWARE INC COM COM 055921100 $12,121 393,064 Sole N/A 393,064 BOEING CO COM COM 097023105 $82,998 800,592 Sole N/A 800,592 BOSTON PROPERTIES INC COM COM 101121101 $30,656 298,805 Sole N/A 298,805 BOSTON SCIENTIFIC CORP COM COM 101137107 $18,246 1,324,627 Sole N/A 1,324,627 BP PLC SPONSORED ADR SPONSORED ADR 055622104 $2,918 42,609 Sole N/A 42,609 BRADLEY PHARMACEUTICALS INC COM COM 104576103 $2 100 Sole N/A 100 BRE PROPERTIES INC CL A COM 05564E106 $3,264 59,100 Sole N/A 59,100 BRISTOL MYERS SQUIBB CO COM COM 110122108 $65,328 2,295,581 Sole N/A 2,295,581 BROADCOM CORP CL A CL A 111320107 $21,728 603,857 Sole N/A 603,857 BROADRIDGE FINL SOLUTIONS IN COM COM 11133T103 $146 7,825 Sole N/A 7,825 BROOKFIELD PPTYS CORP COM COM 112900105 $7,351 298,957 Sole N/A 298,957 BROWN FORMAN CORP CL B CLASS B 115637209 $5,933 80,205 Sole N/A 80,205 BUFFALO WILD WINGS INC COM COM 119848109 $7 200 Sole N/A 200 BURGER KING HLDGS INC COM COM 121208201 $904 35,900 Sole N/A 35,900 BURLINGTON NORTHN SANTA FE C COM COM 12189T104 $31,102 388,048 Sole N/A 388,048 C D W CORP COM COM 12512N105 $8,223 95,500 Sole N/A 95,500 CA INC COM COM 12673P105 $16,899 665,376 Sole N/A 665,376 CABLEVISION SYS CORP CL A NY CABLVS CABLEVISION NY GROUP COM 12686C109 $2,067 59,900 Sole N/A 59,900 CAL MAINE FOODS INC COM NEW COM NEW 128030202 $137 5,500 Sole N/A 5,500 CAMBREX CORP COM COM 132011107 $1,832 170,383 Sole N/A 170,383 CAMDEN PPTY TR SH BEN INT COM 133131102 $3,804 59,959 Sole N/A 59,959 CAMPBELL SOUP CO COM COM 134429109 $12,341 337,784 Sole N/A 337,784 CAPITAL ONE FINL CORP COM COM 14040H105 $47,373 722,205 Sole N/A 722,205 CARDINAL HEALTH INC COM COM 14149Y108 $27,271 441,669 Sole N/A 441,669 CAREER EDUCATION CORP COM COM 141665109 $1,763 63,800 Sole N/A 63,800 CARNIVAL CORP PAIRED CTF PAIRED 1 COM CARN +1 TR SH BEN 143658300 $4,775 99,844 Sole N/A 99,844 CATERPILLAR INC DEL COM COM 149123101 $50,154 647,608 Sole N/A 647,608 CB RICHARD ELLIS GROUP INC CL A CL A 12497T101 $2,306 83,900 Sole N/A 83,900 CBS CORP NEW CL A 124857103 $271 8,700 Sole N/A 8,700 CBS CORP NEW CL B 124857202 $20,071 645,283 Sole N/A 645,283 CEC ENTMT INC COM COM 125137109 $3 100 Sole N/A 100 CEDAR SHOPPING CTRS INC COM NEW COM NEW 150602209 $1,235 91,826 Sole N/A 91,826 CELANESE CORP DEL COM SER A COM SER A 150870103 $897 23,300 Sole N/A 23,300 CELGENE CORP COM COM 151020104 $31,750 450,900 Sole N/A 450,900 CENTENE CORP DEL COM COM 15135B101 $1,504 70,800 Sole N/A 70,800 CENTERPOINT ENERGY INC COM COM 15189T107 $488 30,800 Sole N/A 30,800 CENTEX CORP COM COM 152312104 $3,915 149,214 Sole N/A 149,214 CENTURYTEL INC COM COM 156700106 $2,716 59,500 Sole N/A 59,500 CEPHALON INC COM COM 156708109 $2,988 41,424 Sole N/A 41,424 CERIDIAN CORP NEW COM COM 156779100 $3 100 Sole N/A 100 CF INDS HLDGS INC COM COM 125269100 $9,385 125,200 Sole N/A 125,200 CHEMED CORP NEW COM COM 16359R103 $724 11,800 Sole N/A 11,800 CHESAPEAKE ENERGY CORP COM COM 165167107 $21,601 620,400 Sole N/A 620,400 CHEVRON CORP NEW COM COM 166764100 $303,400 3,283,382 Sole N/A 3,283,382 CHORDIANT SOFTWARE INC COM NEW 170404305 $1,344 98,200 Sole N/A 98,200 CHUBB CORP COM COM 171232101 $38,194 721,108 Sole N/A 721,108 CIGNA CORP COM COM 125509109 $26,293 499,668 Sole N/A 499,668 CIMAREX ENERGY CO COM COM 171798101 $408 11,100 Sole N/A 11,100 CINCINNATI FINL CORP COM COM 172062101 $10,482 245,103 Sole N/A 245,103 CINTAS CORP COM COM 172908105 $6,240 170,337 Sole N/A 170,337 CIRCUIT CITY STORE INC COM COM 172737108 $1 100 Sole N/A 100 CISCO SYS INC COM COM 17275R102 $257,921 7,888,901 Sole N/A 7,888,901 CIT GROUP INC COM COM 125581108 $11,799 297,240 Sole N/A 297,240 CITADEL BROADCASTING CORP COM COM 17285T106 $30 7,350 Sole N/A 7,350 CITIGROUP INC COM COM 172967101 $321,112 6,967,999 Sole N/A 6,967,999 CLEAR CHANNEL COMMUNICATIONS COM COM 184502102 $5,367 145,161 Sole N/A 145,161 CLEAR CHANNEL OUTDOOR HLDGS CL A COM CL A 18451C109 $816 32,400 Sole N/A 32,400 CLOROX CO DEL COM COM 189054109 $15,916 264,280 Sole N/A 264,280 CME GROUP INC COM ADDED COM 12572Q105 $44,136 76,100 Sole N/A 76,100 CMGI INC COM COM 125750109 $59 44,100 Sole N/A 44,100 CMS ENERGY CORP COM COM 125896100 $17 1,012 Sole N/A 1,012 CNA FINL CORP COM COM 126117100 $3,102 79,900 Sole N/A 79,900 COACH INC COM COM 189754104 $5,091 109,068 Sole N/A 109,068 COCA COLA CO COM COM 191216100 $172,488 3,039,530 Sole N/A 3,039,530 COCA COLA ENTERPRISES INC COM COM STK 191219104 $10,784 450,902 Sole N/A 450,902 COGNIZANT TECHNOLOGY SOLUTIO CL A CL A 192446102 $15,415 195,700 Sole N/A 195,700 COLGATE PALMOLIVE CO COM COM 194162103 $56,927 808,350 Sole N/A 808,350 COMCAST CORP NEW CL A CL A 20030N101 $5,859 245,370 Sole N/A 245,370 COMCAST CORP NEW CL A SPL CL A SPL 20030N200 $6,418 271,284 Sole N/A 271,284 COMERICA INC COM COM 200340107 $16,954 334,825 Sole N/A 334,825 COMPUTER SCIENCES CORP COM COM 205363104 $16,927 306,659 Sole N/A 306,659 CONAGRA FOODS INC COM COM 205887102 $21,898 848,698 Sole N/A 848,698 CONOCOPHILLIPS COM COM 20825C104 $226,000 2,607,661 Sole N/A 2,607,661 CONSOLIDATED EDISON INC COM COM 209115104 $11,006 240,741 Sole N/A 240,741 CONSTELLATION BRANDS INC CL A CL A 21036P108 $2,997 125,383 Sole N/A 125,383 CONSTELLATION ENERGY GROUP I COM COM 210371100 $14,472 170,839 Sole N/A 170,839 CONVERGYS CORP COM COM 212485106 $696 40,600 Sole N/A 40,600 COOPER INDS LTD CL A SHS A G24182100 $9,605 190,386 Sole N/A 190,386 COOPER TIRE & RUBR CO COM COM 216831107 $2,164 89,800 Sole N/A 89,800 CORNING INC COM COM 219350105 $49,636 2,039,262 Sole N/A 2,039,262 CORPORATE OFFICE PPTYS TR SH BEN INT COM 22002T108 $3,928 95,550 Sole N/A 95,550 CORUS BANKSHARES INC COM COM 220873103 $126 9,800 Sole N/A 9,800 COSTCO WHSL CORP NEW COM COM 22160K105 $46,455 766,601 Sole N/A 766,601 COUNTRYWIDE FINANCIAL CORP COM COM 222372104 $15,688 835,767 Sole N/A 835,767 COVANCE INC COM COM 222816100 $485 6,300 Sole N/A 6,300 COVIDIEN LTD COM SHS G2552X108 $22,954 560,154 Sole N/A 560,154 CREDENCE SYS CORP COM COM 225302108 $659 216,000 Sole N/A 216,000 CSX CORP COM COM 126408103 $23,660 560,764 Sole N/A 560,764 CVS CAREMARK CORPORATION COM COM 126650100 $94,778 2,422,003 Sole N/A 2,422,003 D R HORTON INC COM COM 23331A109 $1,212 95,850 Sole N/A 95,850 DADE BEHRING HLDGS INC COM COM 23342J206 $362 4,800 Sole N/A 4,800 DANAHER CORP DEL COM COM 235851102 $19,404 237,582 Sole N/A 237,582 DARDEN RESTAURANTS INC COM COM 237194105 $746 18,040 Sole N/A 18,040 DAWSON GEOPHYSICAL CO COM COM 239359102 $1,064 13,900 Sole N/A 13,900 DCT INDUSTRIAL TRUST INC COM 233153105 $1,531 148,100 Sole N/A 148,100 DEAN FOODS CO NEW COM COM 242370104 $7,666 303,500 Sole N/A 303,500 DEERE & CO COM COM 244199105 $34,956 238,518 Sole N/A 238,518 DELL INC COM COM 24702R101 $91,580 3,360,332 Sole N/A 3,360,332 DELUXE CORP COM COM 248019101 $2,306 63,400 Sole N/A 63,400 DEVON ENERGY CORP NEW COM COM 25179M103 $60,678 738,584 Sole N/A 738,584 DIAMOND MGMT & TECHNOLOGY CO COM COM FORMERLY CL A 25269L106 $1 100 Sole N/A 100 DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 $11,433 102,200 Sole N/A 102,200 DIRECTV GROUP INC COM COM 25459L106 $5,678 236,839 Sole N/A 236,839 DISCOVER FINL SVCS COM COM 254709108 $16,349 795,990 Sole N/A 795,990 DISCOVERY HOLDING CO CL A COM COM SER A 25468Y107 $635 22,300 Sole N/A 22,300 DISNEY WALT CO COM DISNEY DISNEY COM 254687106 $13,479 396,922 Sole N/A 396,922 DOLLAR TREE STORES INC COM COM 256747106 $156 3,900 Sole N/A 3,900 DOMINION RES INC VA NEW COM COM 25746U109 $29,977 360,127 Sole N/A 360,127 DONNELLEY R R & SONS CO COM COM 257867101 $12,057 333,995 Sole N/A 333,995 DOUGLAS EMMETT INC COM COM 25960P109 $3,731 152,787 Sole N/A 152,787 DOVER CORP COM COM 260003108 $10,875 216,161 Sole N/A 216,161 DOW CHEM CO COM COM 260543103 $50,580 1,189,576 Sole N/A 1,189,576 DOWNEY FINL CORP COM COM 261018105 $1,022 17,900 Sole N/A 17,900 DRESSER-RAND GROUP INC COM COM 261608103 $3,635 86,200 Sole N/A 86,200 DTE ENERGY CO COM COM 233331107 $10,575 221,098 Sole N/A 221,098 DU PONT E I DE NEMOURS & CO COM COM 263534109 $49,805 1,017,729 Sole N/A 1,017,729 DUKE ENERGY CORP NEW COM COM 26441C105 $32,643 1,768,785 Sole N/A 1,768,785 DYNCORP INTL INC CL A COM CL A 26817C101 $1,043 45,700 Sole N/A 45,700 E M C CORP MASS COM COM 268648102 $58,824 2,864,035 Sole N/A 2,864,035 E TRADE FINANCIAL CORP COM COM 269246104 $8,469 656,700 Sole N/A 656,700 EASTMAN KODAK CO COM COM 277461109 $8,114 307,083 Sole N/A 307,083 EATON CORP COM COM 278058102 $16,066 164,282 Sole N/A 164,282 EBAY INC COM COM 278642103 $62,035 1,610,051 Sole N/A 1,610,051 ECHOSTAR COMMUNICATIONS NEW CL A CL A 278762109 $3,864 83,600 Sole N/A 83,600 ECOLAB INC COM COM 278865100 $8,496 182,283 Sole N/A 182,283 EDISON INTL COM COM 281020107 $18,114 330,837 Sole N/A 330,837 EL PASO CORP COM COM 28336L109 $19,901 1,187,609 Sole N/A 1,187,609 ELECTRONIC ARTS INC COM COM 285512109 $26,134 472,704 Sole N/A 472,704 ELECTRONIC DATA SYS NEW COM COM 285661104 $15,906 737,576 Sole N/A 737,576 EMBARQ CORP COM COM 29078E105 $4,609 83,948 Sole N/A 83,948 EMERGENCY MEDICAL SVCS CORP CL A CL A 29100P102 $1,057 35,400 Sole N/A 35,400 EMERSON ELEC CO COM COM 291011104 $42,264 804,232 Sole N/A 804,232 ENERGIZER HLDGS INC COM COM 29266R108 $438 4,000 Sole N/A 4,000 ENSCO INTL INC COM COM 26874Q100 $571 10,300 Sole N/A 10,300 ENTERGY CORP NEW COM COM 29364G103 $21,712 203,053 Sole N/A 203,053 ENVIRONMENTAL PWR CORP COM NEW COM NEW 29406L201 $2,120 405,000 Sole N/A 405,000 EOG RES INC COM COM 26875P101 $26,431 370,071 Sole N/A 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Sole N/A 650,900 MASCO CORP COM COM 574599106 $12,446 543,997 Sole N/A 543,997 MASTERCARD INC CL A CL A 57636Q104 $5,961 40,800 Sole N/A 40,800 MATTEL INC COM COM 577081102 $2,339 100,970 Sole N/A 100,970 MAXIM INTEGRATED PRODS INC COM COM 57772K101 $12,856 443,582 Sole N/A 443,582 MBIA INC COM COM 55262C100 $15,868 263,216 Sole N/A 263,216 MCDONALDS CORP COM COM 580135101 $14,381 267,369 Sole N/A 267,369 MCGRAW HILL COS INC COM COM 580645109 $560 11,134 Sole N/A 11,134 MCKESSON CORP COM COM 58155Q103 $20,294 349,588 Sole N/A 349,588 MEADWESTVACO CORP COM COM 583334107 $6,376 218,667 Sole N/A 218,667 MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 $36,512 409,073 Sole N/A 409,073 MEDICINES CO COM COM 584688105 $2 100 Sole N/A 100 MEDTRONIC INC COM COM 585055106 $72,434 1,300,396 Sole N/A 1,300,396 MELCO PBL ENTMNT LTD ADR ADR 585464100 $1,282 78,700 Sole N/A 78,700 MERCK & CO INC COM COM 589331107 $125,833 2,465,347 Sole N/A 2,465,347 MEREDITH CORP COM COM 589433101 $309 5,455 Sole N/A 5,455 MERRILL LYNCH & CO INC COM COM 590188108 $85,310 1,212,051 Sole N/A 1,212,051 METHODE ELECTRS INC COM COM 591520200 $917 61,700 Sole N/A 61,700 METLIFE INC COM COM 59156R108 $71,078 1,032,297 Sole N/A 1,032,297 METROPCS COMMUNICATIONS INC COM COM 591708102 $1,743 64,700 Sole N/A 64,700 MGIC INVT CORP WIS COM COM 552848103 $4,507 141,275 Sole N/A 141,275 MGM MIRAGE COM COM 552953101 $7,366 83,400 Sole N/A 83,400 MICROCHIP TECHNOLOGY INC COM COM 595017104 $10,946 305,200 Sole N/A 305,200 MICRON TECHNOLOGY INC COM COM 595112103 $12,924 1,179,117 Sole N/A 1,179,117 MICROSOFT CORP COM COM 594918104 $329,563 11,329,097 Sole N/A 11,329,097 MILLENNIUM PHARMACEUTICALS I COM COM 599902103 $1,246 124,300 Sole N/A 124,300 MILLICOM INTL CELLULAR S A SHS NEW SHS NEW L6388F110 $7,145 86,250 Sole N/A 86,250 MIRANT CORP NEW COM COM 60467R100 $9,058 225,500 Sole N/A 225,500 MOLEX INC CL A CL A 608554200 $1,678 67,000 Sole N/A 67,000 MOLEX INC COM COM 608554101 $2,862 107,613 Sole N/A 107,613 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