-----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, KWtplXJuq4Maw7DKUMPjrKzJ/XrjAiIuBzF4y36Dt1mLPqVc4DGPUErpt42OG0Uh OY8XfIdxZB+AwTFvLuQtJQ== 0001163648-08-000013.txt : 20080723 0001163648-08-000013.hdr.sgml : 20080723 20080723143636 ACCESSION NUMBER: 0001163648-08-000013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080723 DATE AS OF CHANGE: 20080723 EFFECTIVENESS DATE: 20080723 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CI INVESTMENTS INC. CENTRAL INDEX KEY: 0001163648 IRS NUMBER: 000000000 STATE OF INCORPORATION: A6 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10064 FILM NUMBER: 08965556 BUSINESS ADDRESS: STREET 1: 2 QUEEN STREET EAST STREET 2: TWENTIETH FLOOR CITY: TORONTO STATE: A6 ZIP: M5C 3G7 BUSINESS PHONE: 4163641145 MAIL ADDRESS: STREET 1: 2 QUEEN STREET EAST STREET 2: TWENTIETH FLOOR CITY: TORONTO STATE: A6 ZIP: M5C 3G7 FORMER COMPANY: FORMER CONFORMED NAME: CI MUTUAL FUNDS INC DATE OF NAME CHANGE: 20011213 13F-HR 1 ciqq22008.txt CI QII, 2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: JUNE 30, 2008 Check here if Amendment [ ]; Amendment Number: ____ This Amendment (Check only one.): [ ] is a restatement [ ] adds new holding entries. Institutional Investment Manager Filing this Report: Name: CI Investments Inc. Address: 2 Queen Street East, Twentieth Floor Toronto, Ontario M5C 3G7 Canada Form 13F File Number: 28-10064 This 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: Janet Gillies Title: Vice-President, Compliance Phone: (416) 681-1771 Signature, Place, and Date of Signing: Janet GIllies Toronto, Ontario Canada JULY 23, 2008 [Signature] [City, State] [Date] Report Type: [ ] 13F HOLDING REPORT. [ ] 13F NOTICE. [x] 13F COMBINATION REPORT. Form 13F File Number Name 28-10104 Altrinsic Global Advisors, LLC. 28-12813 Tetrem Capital Partners Ltd 28-06136 DDJ Capital Management, LLC 28-10968 Epoch Investment Partners, Inc. 28-05624 KBSH Capital Management Inc. 28-06395 Legg Mason Funds Management, Inc. 28-10163 Trilogy Advisors, LLC. 28-04428 Manufacturers Life Insurance Company 28-10952 Pacific Investment Management Company LLC (cons. with Allianz Dresdner Asset Management of America L.P.) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 246 Form 13F Information Table Value Total: $ 5,628,376 (thousands) List of Other Included Mangers: 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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE CI INVESTMENTS INC FORM 13F 06/30/08 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AT&T INC COM 00206R102 11,057 328,200 SHS 0SOLE NONE 328,200 ABBOTT LABS COM 002824100 25,706 485,300 SHS 0SOLE NONE 485,300 AGNICO EAGLE MINES LTD COM 008474108 74 1,000 SHS 0SOLE NONE 1,000 AIR PRODS & CHEMS INC COM 009158106 33,666 340,545 SHS 0SOLE NONE 340,545 ALBEMARLE CORP COM 012653101 10,560 264,600 SHS 0SOLE NONE 264,600 ALBERTO CULVER CO COM 013078100 1,852 70,500 SHS 0SOLE NONE 70,500 ALCOA INC COM 013817101 59,863 1,680,600 SHS 0SOLE NONE 1,680,600 ALLIANT TECHSYSTEMS INC COM 018804104 27,464 270,100 SHS 0SOLE NONE 270,100 ALTRIA GROUP INC COM 02209S103 6,633 322,638 SHS 0SOLE NONE 322,638 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 16,182 1,187,200 SHS 0SOLE NONE 1,187,200 AMERICAN INTL GROUP INC COM 026874107 407 15,400 SHS 0SOLE NONE 15,400 AMERICAN SCIENCE & ENGR INC COM 029429107 412 8,000 SHS 0SOLE NONE 8,000 AMETEK INC COM 031100100 26,127 553,300 SHS 0SOLE NONE 553,300 ANADARKO PETE CORP COM 032511107 22,003 294,000 SHS 0SOLE NONE 294,000 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 351 10,345 SHS 0SOLE NONE 10,345 ANHEUSER BUSCH COS INC COM 035229103 23,413 376,900 SHS 0SOLE NONE 376,900 APACHE CORP COM 037411105 22,101 159,000 SHS 0SOLE NONE 159,000 APPLE INC COM 037833100 6,011 35,900 SHS 0SOLE NONE 35,900 BP PLC SPONSORED ADR 055622104 5,385 77,400 SHS 0SOLE NONE 77,400 BMC SOFTWARE INC COM 055921100 2,412 67,000 SHS 0SOLE NONE 67,000 BALDOR ELEC CO COM 057741100 21,457 613,400 SHS 0SOLE NONE 613,400 BALL CORP COM 058498106 15,162 317,600 SHS 0SOLE NONE 317,600 BANCO BRADESCO S A SP ADR PFD 059460303 1,125 55,000 SHS 0SOLE NONE 55,000 BANK OF AMERICA CORPORATION COM 060505104 5,285 221,400 SHS 0SOLE NONE 221,400 BANK OF YORK MELLON CORP COM 064058100 3,862 102,100 SHS 0SOLE NONE 102,100 BARRICK GOLD CORP COM 067901108 428 9,400 SHS 0SOLE NONE 9,400 BARR PHARMACEUTICALS INC COM 068306109 1,803 40,000 SHS 0SOLE NONE 40,000 BAXTER INTL INC COM 071813109 10,614 166,000 SHS 0SOLE NONE 166,000 BECTON DICKINSON & CO COM 075887109 9,130 112,300 SHS 0SOLE NONE 112,300 BED BATH & BEYOND INC COM 075896100 149,492 5,320,000 SHS 0SOLE NONE 5,320,000 BOSTON SCIENTIFIC CORP COM 101137107 425 34,600 SHS 0SOLE NONE 34,600 BROADCOM CORP CL A 111320107 7,644 280,100 SHS 0SOLE NONE 280,100 BURGER KING HLDGS INC COM 121208201 17,987 671,400 SHS 0SOLE NONE 671,400 BURLINGTON NORTHN SANTA FE C COM 12189T104 13,655 136,700 SHS 0SOLE NONE 136,700 CME GROUP INC COM 12572Q105 1,533 4,000 SHS 0SOLE NONE 4,000 CVS CAREMARK CORPORATION COM 126650100 73,826 1,865,700 SHS 0SOLE NONE 1,865,700 CAMERON INTERNATIONAL CORP COM 13342B105 9,127 164,900 SHS 0SOLE NONE 164,900 CARBO CERAMICS INC COM 140781105 22,366 383,300 SHS 0SOLE NONE 383,300 CELANESE CORP DEL COM SER A 150870103 2,630 57,600 SHS 0SOLE NONE 57,600 CHESAPEAKE ENERGY CORP COM 165167107 12,453 188,800 SHS 0SOLE NONE 188,800 CHEVRON CORP COM 166764100 75,943 766,100 SHS 0SOLE NONE 766,100 CIENA CORP COM 171779309 4,469 192,900 SHS 0SOLE NONE 192,900 CISCO SYS INC COM 17275R102 346,137 14,881,200SHS 0SOLE NONE 14,881,20 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 260 15,500 SHS 0SOLE NONE 15,500 CITIZENS COMMUNICATIONS CO COM 17453B101 10,683 942,090 SHS 0SOLE NONE 942,090 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 272 11,500 SHS 0SOLE NONE 11,500 CLEVELAND CLIFFS INC COM 185896107 4,827 40,500 SHS 0SOLE NONE 40,500 COACH INC COM 189754104 3,780 130,900 SHS 0SOLE NONE 130,900 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,329 102,400 SHS 0SOLE NONE 102,400 COMCAST CORP CL A SPL 20030N200 3 150 SHS 0SOLE NONE 150 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 14,642 408,772 SHS 0SOLE NONE 408,772 COMPLETE PRODUCTION SERVICES COM 20453E109 3,948 108,400 SHS 0SOLE NONE 108,400 CONOCOPHILLIPS COM 20825C104 8,722 92,400 SHS 0SOLE NONE 92,400 CONSOL ENERGY INC COM 20854P109 4,697 41,800 SHS 0SOLE NONE 41,800 CONSTELLATION ENERGY GROUP I COM 210371100 45,860 558,582 SHS 0SOLE NONE 558,582 COOPER COS INC COM 216648402 286 7,700 SHS 0SOLE NONE 7,700 CORRECTIONS CORP AMER COM 22025Y407 15,685 571,000 SHS 0SOLE NONE 571,000 CROCS INC COM 227046109 17,141 2,140,000 SHS 0SOLE NONE 2,140,000 CURTISS WRIGHT CORP COM 231561101 3,132 70,000 SHS 0SOLE NONE 70,000 DARDEN RESTAURANTS INC COM 237194105 3,507 109,800 SHS 0SOLE NONE 109,800 DARLING INTL INC COM 237266101 2,305 139,500 SHS 0SOLE NONE 139,500 DEVON ENERGY CORP COM 25179M103 84,432 702,666 SHS 0SOLE NONE 702,666 DISNEY WALT CO COM DISNEY 254687106 502 16,100 SHS 0SOLE NONE 16,100 DISCOVERY HOLDING CO CL A COM 25468Y107 2,995 136,400 SHS 0SOLE NONE 136,400 DISCOVER FINL SVCS COM 254709108 134,255 10,194,000SHS 0SOLE NONE 10,194,00 DYNAMIC MATLS CORP COM 267888105 1,153 35,000 SHS 0SOLE NONE 35,000 EATON CORP COM 278058102 38,780 456,400 SHS 0SOLE NONE 456,400 EL PASO CORP COM 28336L109 1,137 52,300 SHS 0SOLE NONE 52,300 ENCANA CORP COM 292505104 364 4,000 SHS 0SOLE NONE 4,000 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 664 12,985 SHS 0SOLE NONE 12,985 ENTERGY CORP COM 29364G103 3,614 30,000 SHS 0SOLE NONE 30,000 EXPEDITORS INTL WASH INC COM 302130109 6,209 144,400 SHS 0SOLE NONE 144,400 EXXON MOBIL CORP COM 30231G102 16,727 189,800 SHS 0SOLE NONE 189,800 FPL GROUP INC COM 302571104 36,390 554,900 SHS 0SOLE NONE 554,900 FCSTONE GROUP INC COM 31308T100 1,815 65,000 SHS 0SOLE NONE 65,000 FIFTH THIRD BANCORP COM 316773100 9,225 906,200 SHS 0SOLE NONE 906,200 FLUOR CORP COM 343412102 1,489 8,000 SHS 0SOLE NONE 8,000 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 31,321 688,213 SHS 0SOLE NONE 688,213 FREEPORT-MCMORAN COPPER & GO COM 35671D857 35,966 306,900 SHS 0SOLE NONE 306,900 GARDNER DENVER INC COM 365558105 1,363 24,000 SHS 0SOLE NONE 24,000 GENENTECH INC COM 368710406 3,643 48,000 SHS 0SOLE NONE 48,000 GENERAL CABLE CORP DEL COM 369300108 3,998 65,700 SHS 0SOLE NONE 65,700 GENERAL ELECTRIC CO COM 369604103 407,063 15,251,500SHS 0SOLE NONE 15,251,50 GENTEX CORP COM 371901109 1,805 125,000 SHS 0SOLE NONE 125,000 GEOGLOBAL RESOURCES INC COM 37249T109 4,005 1,880,493 SHS 0SOLE NONE 1,880,493 GILEAD SCIENCES INC COM 375558103 5,380 101,600 SHS 0SOLE NONE 101,600 GOLD FIELDS LTD SPONSORED ADR 38059T106 76 6,000 SHS 0SOLE NONE 6,000 GOLDMAN SACHS GROUP INC COM 38141G104 4,442 25,400 SHS 0SOLE NONE 25,400 GOODRICH CORP COM 382388106 5,458 115,000 SHS 0SOLE NONE 115,000 GRACO INC COM 384109104 838 22,000 SHS 0SOLE NONE 22,000 GRAHAM CORP COM 384556106 3,706 50,000 SHS 0SOLE NONE 50,000 GRAINGER W W INC COM 384802104 48,802 596,600 SHS 0SOLE NONE 596,600 HALLIBURTON CO COM 406216101 56,084 1,056,792 SHS 0SOLE NONE 1,056,792 HANESBRANDS INC COM 410345102 2,717 100,100 SHS 0SOLE NONE 100,100 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 130 10,600 SHS 0SOLE NONE 10,600 HEARTLAND EXPRESS INC COM 422347104 1,943 130,333 SHS 0SOLE NONE 130,333 HELMERICH & PAYNE INC COM 423452101 2,622 36,400 SHS 0SOLE NONE 36,400 HEWLETT PACKARD CO COM 428236103 8,683 196,400 SHS 0SOLE NONE 196,400 HONEYWELL INTL INC COM 438516106 2,982 59,300 SHS 0SOLE NONE 59,300 HOSPIRA INC COM 441060100 309 7,700 SHS 0SOLE NONE 7,700 HUDSON CITY BANCORP COM 443683107 4,967 297,800 SHS 0SOLE NONE 297,800 HUGOTON RTY TR TEX UNIT BEN INT 444717102 337 9,100 SHS 0SOLE NONE 9,100 IMS HEALTH INC COM 449934108 375 16,100 SHS 0SOLE NONE 16,100 ICON PUB LTD CO SPONSORED ADR 45103T107 3,429 45,410 SHS 0SOLE NONE 45,410 INTEL CORP COM 458140100 218,774 10,185,000SHS 0SOLE NONE 10,185,00 INTEGRYS ENERGY GROUP INC COM 45822P105 11,594 228,100 SHS 0SOLE NONE 228,100 INTERNATIONAL BUSINESS MACHS COM 459200101 12,280 103,600 SHS 0SOLE NONE 103,600 ISHARES INC MSCI CDA INDEX 464286509 1,396 42,100 SHS 0SOLE NONE 42,100 ISHARES INC MSCI EMU INDEX 464286608 1,862 19,000 SHS 0SOLE NONE 19,000 ISHARES INC MSCI JAPAN 464286848 120,242 9,627,100 SHS 0SOLE NONE 9,627,100 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 902 17,500 SHS 0SOLE NONE 17,500 JA SOLAR HOLDINGS CO LTD SPONSORED ADR 466090107 3,746 222,300 SHS 0SOLE NONE 222,300 JP MORGAN CHASE & CO COM 46625H100 13,518 394,000 SHS 0SOLE NONE 394,000 JACOBS ENGR GROUP INC DEL COM 469814107 3,575 44,300 SHS 0SOLE NONE 44,300 JOY GLOBAL INC COM 481165108 28,482 375,600 SHS 0SOLE NONE 375,600 KANSAS CITY SOUTHERN COM 485170302 6,972 158,500 SHS 0SOLE NONE 158,500 KINROSS GOLD CORP COM NO PAR 496902404 71 3,000 SHS 0SOLE NONE 3,000 KOHLS CORP COM 500255104 6,715 167,700 SHS 0SOLE NONE 167,700 KOOKMIN BK SPONSORED ADR 50049M109 5,202 88,900 SHS 0SOLE NONE 88,900 KRAFT FOODS INC CL A 50075N104 87 3,044 SHS 0SOLE NONE 3,044 KROGER CO COM 501044101 10,237 354,600 SHS 0SOLE NONE 354,600 LKQ CORP COM 501889208 6,923 383,100 SHS 0SOLE NONE 383,100 LABORATORY CORP AMER HLDGS COM 50540R409 5,870 84,300 SHS 0SOLE NONE 84,300 LEGG MASON INC COM 524901105 13,345 306,300 SHS 0SOLE NONE 306,300 LINCOLN NATL CORP IND COM 534187109 118,303 2,610,400 SHS 0SOLE NONE 2,610,400 LOCKHEED MARTIN CORP COM 539830109 8,652 87,700 SHS 0SOLE NONE 87,700 MEMC ELECTR MATLS INC COM 552715104 69,152 1,123,700 SHS 0SOLE NONE 1,123,700 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 22,514 890,230 SHS 0SOLE NONE 890,230 MARATHON OIL CORP COM 565849106 19,390 373,818 SHS 0SOLE NONE 373,818 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 804 16,600 SHS 0SOLE NONE 16,600 MARRIOTT INTL INC CL A 571903202 31,281 1,192,100 SHS 0SOLE NONE 1,192,100 MARTIN MARIETTA MATLS INC COM 573284106 118,093 1,140,000 SHS 0SOLE NONE 1,140,000 MCDONALDS CORP COM 580135101 12,531 222,900 SHS 0SOLE NONE 222,900 MCKESSON CORP COM 58155Q103 201 3,600 SHS 0SOLE NONE 3,600 MEDTRONIC INC COM 585055106 404 7,800 SHS 0SOLE NONE 7,800 MERCURY GENL CORP COM 589400100 1,112 23,800 SHS 0SOLE NONE 23,800 METLIFE INC COM 59156R108 8,913 168,900 SHS 0SOLE NONE 168,900 MICROSOFT CORP COM 594918104 244,349 8,882,200 SHS 0SOLE NONE 8,882,200 MILLER INDS INC TENN COM 600551204 924 92,764 SHS 0SOLE NONE 92,764 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,111 14,500 SHS 0SOLE NONE 14,500 MOLSON COORS BREWING CO CL B 60871R209 4,781 88,000 SHS 0SOLE NONE 88,000 MONSANTO CO COM 61166W101 22,013 174,100 SHS 0SOLE NONE 174,100 MORGAN STANLEY COM 617446448 75,386 2,090,000 SHS 0SOLE NONE 2,090,000 MOSAIC CO COM 61945A107 8,812 60,900 SHS 0SOLE NONE 60,900 NII HLDGS INC CL B 62913F201 5,385 113,400 SHS 0SOLE NONE 113,400 NRG ENERGY INC COM 629377508 19,996 466,100 SHS 0SOLE NONE 466,100 NYMEX HOLDINGS INC COM 62948N104 4,224 50,000 SHS 0SOLE NONE 50,000 NATIONAL CITY CORP COM 635405103 25,287 5,301,300 SHS 0SOLE NONE 5,301,300 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 1,682 69,200 SHS 0SOLE NONE 69,200 MONT MINING CORP COM 651639106 516 9,900 SHS 0SOLE NONE 9,900 NITROMED INC COM 654798503 70 69,700 SHS 0SOLE NONE 69,700 NOKIA CORP SPONSORED ADR 654902204 45,033 1,838,100 SHS 0SOLE NONE 1,838,100 NOBLE ENERGY INC COM 655044105 23,994 238,600 SHS 0SOLE NONE 238,600 NORTEL NETWORKS CORP COM 656568508 5 550 SHS 0SOLE NONE 550 NVIDIA CORP COM 67066G104 5,004 267,300 SHS 0SOLE NONE 267,300 OCCIDENTAL PETE CORP DEL COM 674599105 9,013 100,300 SHS 0SOLE NONE 100,300 OILSANDS QUEST INC COM 678046103 1,905 293,100 SHS 0SOLE NONE 293,100 OLIN CORP COM PAR $1 0 680665205 4,600 175,700 SHS 0SOLE NONE 175,700 ORACLE CORP COM 68389X105 17,348 826,100 SHS 0SOLE NONE 826,100 ORBITAL SCIENCES CORP COM 685564106 2,945 125,000 SHS 0SOLE NONE 125,000 OTELCO INC INCME DEP SECS 688823202 18,485 1,146,700 SHS 0SOLE NONE 1,146,700 OWENS ILL INC COM 690768403 6,570 157,600 SHS 0SOLE NONE 157,600 PG&E CORP COM 69331C108 7,319 184,400 SHS 0SOLE NONE 184,400 POSCO SPONSORED ADR 693483109 8,028 61,857 SHS 0SOLE NONE 61,857 PACER INTL INC TENN COM 69373H106 27,453 1,276,300 SHS 0SOLE NONE 1,276,300 PARKER HANNIFIN CORP COM 701094104 4,835 67,800 SHS 0SOLE NONE 67,800 PATTERSON UTI ENERGY INC COM 703481101 192,605 5,344,200 SHS 0SOLE NONE 5,344,200 PEABODY ENERGY CORP COM 704549104 222,080 2,522,200 SHS 0SOLE NONE 2,522,200 PEERLESS MFG CO COM 705514107 1,265 27,000 SHS 0SOLE NONE 27,000 PETRO-CDA COM 71644E102 229 4,100 SHS 0SOLE NONE 4,100 PETROCHINA CO LTD SPONSORED ADR 71646E100 1,070 8,300 SHS 0SOLE NONE 8,300 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 33,085 467,100 SHS 0SOLE NONE 467,100 PETSMART INC COM 716768106 15,761 790,000 SHS 0SOLE NONE 790,000 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 229 3,400 SHS 0SOLE NONE 3,400 PIONEER NAT RES CO COM 723787107 853 10,900 SHS 0SOLE NONE 10,900 PLUM CREEK TIMBER CO INC COM 729251108 34,585 809,756 SHS 0SOLE NONE 809,756 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 422 20,300 SHS 0SOLE NONE 20,300 PRAXAIR INC COM 74005P104 9,669 102,600 SHS 0SOLE NONE 102,600 PRECISION CASTPARTS CORP COM 740189105 1,253 13,000 SHS 0SOLE NONE 13,000 PRICE T ROWE GROUP INC COM 74144T108 11,271 199,600 SHS 0SOLE NONE 199,600 PRICELINE COM INC COM 741503403 6,466 56,000 SHS 0SOLE NONE 56,000 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 37,244 887,400 SHS 0SOLE NONE 887,400 PROCTER & GAMBLE CO COM 742718109 53,537 880,399 SHS 0SOLE NONE 880,399 PUBLIC SVC ENTERPRISE GROUP COM 744573106 707 15,400 SHS 0SOLE NONE 15,400 QUALCOMM INC COM 747525103 15,414 347,400 SHS 0SOLE NONE 347,400 RAYTHEON CO COM 755111507 35,603 632,600 SHS 0SOLE NONE 632,600 REINSURANCE GROUP AMER INC COM 759351109 5,610 128,900 SHS 0SOLE NONE 128,900 REPUBLIC AWYS HLDGS INC COM 760276105 866 100,000 SHS 0SOLE NONE 100,000 RESEARCH IN MOTION LTD COM 760975102 2,338 20,000 SHS 0SOLE NONE 20,000 ROCK-TENN CO CL A 772739207 6,091 203,100 SHS 0SOLE NONE 203,100 ROSS STORES INC COM 778296103 186,775 5,258,300 SHS 0SOLE NONE 5,258,300 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 294 3,600 SHS 0SOLE NONE 3,600 SBA COMMUNICATIONS CORP COM 78388J106 19,024 528,300 SHS 0SOLE NONE 528,300 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 2,417 47,100 SHS 0SOLE NONE 47,100 SCHEIN HENRY INC COM 806407102 11,913 231,000 SHS 0SOLE NONE 231,000 SCHLUMBERGER LTD COM 806857108 72,923 678,800 SHS 0SOLE NONE 678,800 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,770 141,400 SHS 0SOLE NONE 141,400 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 511 5,800 SHS 0SOLE NONE 5,800 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 411 10,100 SHS 0SOLE NONE 10,100 SEMPRA ENERGY COM 816851109 16,100 285,200 SHS 0SOLE NONE 285,200 SMITH INTL INC COM 832110100 61,174 735,800 SHS 0SOLE NONE 735,800 SMURFIT-STONE CONTAINER CORP COM 832727101 455 111,700 SHS 0SOLE NONE 111,700 SONUS NETWORKS INC COM 835916107 178 52,100 SHS 0SOLE NONE 52,100 SPECTRA ENERGY CORP COM 847560109 64,294 2,237,100 SHS 0SOLE NONE 2,237,100 STARBUCKS CORP COM 855244109 16,206 1,029,596 SHS 0SOLE NONE 1,029,596 STATE STR CORP COM 857477103 6,034 94,300 SHS 0SOLE NONE 94,300 STEEL DYNAMICS INC COM 858119100 8,549 218,800 SHS 0SOLE NONE 218,800 SYNOPSYS INC COM 871607107 30,177 1,262,100 SHS 0SOLE NONE 1,262,100 SYNGENTA AG SPONSORED ADR 87160A100 2,459 38,000 SHS 0SOLE NONE 38,000 TJX COS INC COM 872540109 136,737 4,345,000 SHS 0SOLE NONE 4,345,000 T-3 ENERGY SRVCS INC COM 87306E107 1,113 14,000 SHS 0SOLE NONE 14,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 221,601 20,311,703SHS 0SOLE NONE 20,311,70 TELEDYNE TECHNOLOGIES INC COM 879360105 2,683 55,000 SHS 0SOLE NONE 55,000 TESSERA TECHNOLOGIES INC COM 88164L100 1,139 69,600 SHS 0SOLE NONE 69,600 THERMO FISHER SCIENTIFIC INC COM 883556102 20,436 366,700 SHS 0SOLE NONE 366,700 TIBCO SOFTWARE INC COM 88632Q103 210 27,400 SHS 0SOLE NONE 27,400 TIME WARNER INC COM 887317105 303 20,500 SHS 0SOLE NONE 20,500 TIVO INC COM 888706108 154 25,000 SHS 0SOLE NONE 25,000 TOTAL S A SPONSORED ADR 89151E109 21,258 249,300 SHS 0SOLE NONE 249,300 TOTAL SYS SVCS INC COM 891906109 1,111 50,000 SHS 0SOLE NONE 50,000 TRIUMPH GROUP INC COM 896818101 4,475 95,000 SHS 0SOLE NONE 95,000 TUPPERWARE BRANDS CORP COM 899896104 7,826 228,700 SHS 0SOLE NONE 228,700 US BANCORP DEL COM 902973304 6,724 241,100 SHS 0SOLE NONE 241,100 ULTRA PETROLEUM CORP COM 903914109 36,825 375,000 SHS 0SOLE NONE 375,000 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 3,072 24,200 SHS 0SOLE NONE 24,200 UNION PAC CORP COM 907818108 41,102 544,400 SHS 0SOLE NONE 544,400 UNIT CORP COM 909218109 17,009 205,000 SHS 0SOLE NONE 205,000 UNITED TECHNOLOGIES CORP COM 913017109 11,945 193,600 SHS 0SOLE NONE 193,600 VSE CORP COM 918284100 688 25,000 SHS 0SOLE NONE 25,000 VERISIGN INC COM 92343E102 13,449 355,800 SHS 0SOLE NONE 355,800 VIVO PARTICIPACOES S A SPONSORED ADR PFD 92855S101 51 8,000 SHS 0SOLE NONE 8,000 WACHOVIA CORP COM 929903102 49,031 3,157,200 SHS 0SOLE NONE 3,157,200 WADDELL & REED FINL INC CL A 930059100 7,310 208,800 SHS 0SOLE NONE 208,800 WASTE MGMT INC DEL COM 94106L109 4,141 109,800 SHS 0SOLE NONE 109,800 WHITING PETE CORP COM 966387102 7,033 66,300 SHS 0SOLE NONE 66,300 WYETH COM 983024100 676 14,100 SHS 0SOLE NONE 14,100 XTO ENERGY INC COM 98385X106 6,596 96,275 SHS 0SOLE NONE 96,275 XILINX INC COM 983919101 6,631 262,600 SHS 0SOLE NONE 262,600 YAMANA GOLD INC COM 98462Y100 298 18,000 SHS 0SOLE NONE 18,000 BUNGE LIMITED COM G16962105 32,630 303,000 SHS 0SOLE NONE 303,000 COVIDIEN LTD COM G2552X108 10,464 218,500 SHS 0SOLE NONE 218,500 FRONTLINE LTD SHS G3682E127 5,638 80,800 SHS 0SOLE NONE 80,800 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,344 76,100 SHS 0SOLE NONE 76,100 WEATHERFORD INTERNATIONAL LT COM G95089101 14,540 293,200 SHS 0SOLE NONE 293,200 SEASPAN CORP SHS Y75638109 36,742 1,529,650 SHS 0SOLE NONE 1,529,650
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